-----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, NVLn+ijhnGBrn93YTC0LuXfR0Bt75UxafmcaTFcQsdS6fL8fYEXDvY8Y9gMD9gf3 +aoSnPFxkhSzwSfJNbwGPw== 0000846516-02-000004.txt : 20021112 0000846516-02-000004.hdr.sgml : 20021111 20021112112930 ACCESSION NUMBER: 0000846516-02-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021112 EFFECTIVENESS DATE: 20021112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ROLL & ROSS ASSET MANAGEMENT CORP CENTRAL INDEX KEY: 0000846516 IRS NUMBER: 232433501 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02413 FILM NUMBER: 02815988 BUSINESS ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: SUITE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 BUSINESS PHONE: 215-641-1448 MAIL ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: STE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 13F-HR 1 form13f3q.txt Form 13F Cover Page Report for Calendar year or Quarter ended: September 30, 2002 Institutional Investment Manager Filing this Report: Name: Roll and Ross Asset Management Address: 583 Skippack Pike Suite 500 Blue Bell, PA 19422 13F File No: 28-2413 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 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: Alan T. Yuhas Title: President Phone: 215 641-1448 Signature: Alan T. Yuhas, Blue Bell, Pennsylvania November 11, 2002 Report Type: 13F Holdings Report List other managers reporting for this manager: None Form 13F Summary Page Report Summary: Number of other included managers: 0 Form 13F information table entry total: 229 Form 13F information table value total: 203,323,000 List of other included managers: None Roll & Ross Asset Management Corporation FORM 13F September 30, 2002 Voting Authority -------------------------- Value Shares/ Sh/ Put/ Invstmt Other Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 1721 15650 SH Sole 5350 10300 ABBOTT LABS COM COM 002824100 2129 52700 SH Sole 20200 32500 ADVANCED FIBRE COMMNCT COM COM 00754A105 371 27950 SH Sole 7200 20750 AFFILIATED COMPUTER CL A COM 008190100 468 11000 SH Sole 1700 9300 AIR PRODS & CHEMS INC COM COM 009158106 483 11500 SH Sole 800 10700 ALCOA INC COM COM 013817101 799 41400 SH Sole 8700 32700 ALLIANT TECHSYSTEMS INC COM 018804104 542 7825 SH Sole 2100 5725 ALLMERICA FINL CORP COM COM 019754100 200 16650 SH Sole 3200 13450 ALLSTATE CORP COM COM 020002101 1361 38294 SH Sole 8994 29300 ALLTEL CORP COM COM 020039103 522 13000 SH Sole 2800 10200 ALTERA CORP COM COM 021441100 179 20600 SH Sole 9900 10700 AMERICAN ELEC PWR INC COM COM 025537101 391 13700 SH Sole 3600 10100 AMERICAN EXPRESS CO COM COM 025816109 1439 46150 SH Sole 14100 32050 AMERICAN INTL GROUP COM COM 026874107 3783 69162 SH Sole 14437 54725 AMERN EAGLE OUTFIT NEW COM COM 02553E106 189 15700 SH Sole 5400 10300 AMGEN INC COM COM 031162100 1251 30000 SH Sole 10000 20000 AMSOUTH BANCORPORATION COM 032165102 867 41800 SH Sole 8500 33300 ANADARKO PETE CORP COM COM 032511107 430 9650 SH Sole 2800 6850 ANALOG DEVICES INC COM COM 032654105 361 18300 SH Sole 8200 10100 ANHEUSER BUSCH COS INC COM COM 035229103 739 14600 SH Sole 4600 10000 AOL TIME WARNER INC COM 00184A105 1699 145200 SH Sole 40700 104500 APACHE CORP COM 037411105 661 11115 SH Sole 4070 7045 APPLIED MATLS INC COM COM 038222105 887 76800 SH Sole 29300 47500 APPLIED MICRO CIRCUITS COM COM 03822W109 148 51900 SH Sole 12400 39500 ASHLAND INC COM 044204105 426 15900 SH Sole 3700 12200 AT&T CORP COM COM 001957109 1508 125550 SH Sole 23150 102400 AUTOMATIC DATA PROCESS COM COM 053015103 229 6600 SH Sole 1700 4900 BANK NEW YORK INC COM COM 064057102 325 11300 SH Sole 2100 9200 BANK OF AMERICA CORP COM COM 060505104 3710 58149 SH Sole 10800 47349 BANK ONE CORP COM COM 06423A103 1470 39300 SH Sole 6700 32600 BEAR STEARNS COS INC COM COM 073902108 790 14000 SH Sole 3700 10300 BELLSOUTH CORP COM COM 079860102 848 46200 SH Sole 8400 37800 BEST BUY INC COM COM 086516101 601 26950 SH Sole 8850 18100 BIOMET INC COM COM 090613100 438 16450 SH Sole 7300 9150 BOEING CO COM COM 097023105 1427 41800 SH Sole 10800 31000 BOSTON SCIENTIFIC CORP COM 101137107 849 26900 SH Sole 7000 19900 BRISTOL MYERS SQUIBB COM COM 110122108 888 37300 SH Sole 16300 21000 BROCADE COMMUNICATIONS COM 111621108 114 15100 SH Sole 4800 10300 BURLINGTON NRTHN SANTA COM COM 12189T104 292 12200 SH Sole 4300 7900 BURLINGTON RESOURCES COM 122014103 242 6300 SH Sole 6300 CALPINE CORP COM COM 131347106 82 33200 SH Sole 6800 26400 CARDINAL HEALTH INC COM COM 14149Y108 550 8850 SH Sole 2450 6400 CATERPILLAR INC DEL COM COM 149123101 372 10000 SH Sole 1200 8800 CENDANT CORP COM 151313103 542 50400 SH Sole 11000 39400 CHEVRON TEXACO CORP COM 166764100 2556 36905 SH Sole 6800 30105 CIENA CORP COM COM 171779101 64 21600 SH Sole 6600 15000 CIGNA CORP COM COM 125509109 386 5450 SH Sole 500 4950 CISCO SYS INC COM COM 17275R102 2363 225504 SH Sole 85856 139648 CITIGROUP INC COM COM 172967101 5112 172419 SH Sole 34900 137519 CLEAR CHANNEL COMMUN COM COM 184502102 365 10500 SH Sole 3100 7400 COCA COLA CO COM COM 191216100 2283 47600 SH Sole 18400 29200 COLGATE PALMOLIVE CO COM COM 194162103 669 12400 SH Sole 5000 7400 COMCAST CORP CL A SPL COM 200300200 401 19200 SH Sole 2800 16400 COMERICA INC COM COM 200340107 448 9300 SH Sole 1300 8000 COMPASS BANCSHARES INC COM COM 20449H109 643 21800 SH Sole 2300 19500 COMPUTER SCIENCES CORP COM COM 205363104 328 11800 SH Sole 500 11300 CONAGRA FOODS INC COM COM 205887102 887 35700 SH Sole 8200 27500 CONOCOPHILLIPS COM 20825C104 1196 25855 SH Sole 5204 20651 CONSOLIDATED EDISON COM COM 209115104 692 17200 SH Sole 3100 14100 COSTCO WHSL CORP NEW COM COM 22160K105 803 24800 SH Sole 6600 18200 CVS CORP COM COM 126650100 512 20200 SH Sole 4500 15700 DANAHER CORP DEL COM COM 235851102 415 7300 SH Sole 1500 5800 DELL COMPUTER CORP COM COM 247025109 1895 80600 SH Sole 29200 51400 DELPHI AUTOMOBIVE SYSTEMS INC COM 247126105 276 32300 SH Sole 5100 27200 DISNEY WALT CO COM DISNEY COM 254687106 1426 94200 SH Sole 19600 74600 DOW CHEM CO COM COM 260543103 478 17500 SH Sole 3400 14100 DU PONT E I DE NEMOURS COM COM 263534109 1118 31006 SH Sole 5177 25829 DUKE ENERGY CORP COM COM 264399106 233 11900 SH Sole 11900 E M C CORP MASS COM COM 268648102 397 86800 SH Sole 23200 63600 EDWARDS AG INC COM COM 281760108 313 9800 SH Sole 2400 7400 EMERSON ELEC CO COM COM 291011104 692 15750 SH Sole 3200 12550 ENTERGY CORP NEW COM COM 29364G103 707 17000 SH Sole 2500 14500 EOG RES INC COM COM 26875P101 532 14800 SH Sole 4500 10300 ESS TECHNOLOGY COM 269151106 119 19400 SH Sole 7400 12000 EVEREST RE GROUP LTD COM COM G3223R108 269 4900 SH Sole 1400 3500 EXXON MOBIL CORP COM COM 30231G102 5838 183000 SH Sole 33100 149900 FEDERAL HOME LN MTG CP COM COM 313400301 738 13200 SH Sole 3500 9700 FEDERAL NATL MTG ASSN COM COM 313586109 923 15500 SH Sole 6300 9200 FEDERATED DEPT STORES COM COM 31410H101 450 15300 SH Sole 4400 10900 FEDEX CORP COM COM 31428X106 961 19200 SH Sole 3900 15300 FIRST DATA CORP COM COM 319963104 872 31200 SH Sole 11400 19800 FIRSTENERGY CORP COM COM 337932107 780 26100 SH Sole 5400 20700 FLEETBOSTON FINL CORP COM COM 339030108 1044 51329 SH Sole 12100 39229 FORD MTR CO DEL COM COM 345370860 506 51650 SH Sole 7800 43850 FOREST LABS INC COM COM 345838106 1050 12800 SH Sole 3900 8900 FPL GROUP INC COM COM 302571104 568 10550 SH Sole 2000 8550 GANNETT INC COM COM 364730101 1122 15550 SH Sole 4200 11350 GENERAL DYNAMICS CORP COM COM 369550108 1065 13100 SH Sole 3600 9500 GENERAL ELEC CO COM COM 369604103 6382 258900 SH Sole 103700 155200 GENERAL MILLS INC COM 370334104 786 17700 SH Sole 6000 11700 GENERAL MTRS CORP COM COM 370442105 807 20756 SH Sole 4259 16497 GENZYME CORP COM GENL DIV COM 372917104 433 21000 SH Sole 7300 13700 GILLETTE CO COM COM 375766102 1382 46700 SH Sole 14900 31800 GOLDMAN SACHS COM 38141G104 1066 16150 SH Sole 3550 12600 GUIDANT CORP COM COM 401698105 641 19850 SH Sole 6300 13550 H&R BLOCK INC COM 093671105 769 18300 SH Sole 6600 11700 HARTFORD FINL SVCS COM COM 416515104 722 17600 SH Sole 4400 13200 HCA-HEALTHCARE CO COM COM 404119109 314 6600 SH Sole 2400 4200 HEINZ H J CO COM COM 423074103 764 22900 SH Sole 6000 16900 HEWLETT PACKARD CO COM COM 428236103 1012 86680 SH Sole 15600 71080 HOME DEPOT INC COM COM 437076102 1165 44650 SH Sole 19650 25000 HONEYWELL INTL INC COM COM 438516106 865 39950 SH Sole 9800 30150 HOUSEHOLD INTL INC COM COM 441815107 238 8400 SH Sole 2100 6300 IDEC PHARMACEUTICALS COM COM 449370105 476 11475 SH Sole 2800 8675 ILLINOIS TOOL WKS INC COM COM 452308109 642 11000 SH Sole 2800 8200 INGERSOLL-RAND CO COM COM G4776G101 389 11300 SH Sole 3500 7800 INTEL CORP COM COM 458140100 2800 201600 SH Sole 79100 122500 INTERNATIONAL BUS MACH COM COM 459200101 1901 32600 SH Sole 11050 21550 INTL PAPER CO COM COM 460146103 751 22500 SH Sole 3800 18700 JDS UNIPHASE CORP COM COM 46612J101 89 45456 SH Sole 10480 34976 JEFFERSON PILOT CORP COM COM 475070108 589 14700 SH Sole 2300 12400 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 452 16250 SH Sole 3100 13150 JOHNSON & JOHNSON COM COM 478160104 4702 86950 SH Sole 34600 52350 JOHNSON CTLS INC COM COM 478366107 538 7000 SH Sole 1300 5700 JP MORGAN CHASE & CO COM 46625H100 1238 65198 SH Sole 11300 53898 KB HOME COM 48666K109 200 4100 SH Sole 4100 KELLOGG COM 487836108 878 26400 SH Sole 6300 20100 KEYCORP NEW COM COM 493267108 1096 43900 SH Sole 10600 33300 KIMBERLY CLARK CORP COM COM 494368103 881 15550 SH Sole 5800 9750 KLA-TENCOR CORP COM COM 482480100 430 15400 SH Sole 5600 9800 KOHLS CORP COM COM 500255104 900 14800 SH Sole 5200 9600 LAM RESEARCH CORP COM COM 512807108 113 12700 SH Sole 7100 5600 LEGG MASON INC COM COM 524901105 313 7366 SH Sole 7366 LEHMAN BROS HLDGS INC COM COM 524908100 866 17650 SH Sole 4100 13550 LILLY ELI & CO COM COM 532457108 1270 22950 SH Sole 9800 13150 LIMITED BRANDS COM 532716107 196 13700 SH Sole 1500 12200 LINCOLN NATL CORP IND COM COM 534187109 205 6700 SH Sole 6700 LOCKHEED MARTIN CORP COM COM 539830109 1106 17100 SH Sole 2900 14200 LOWES COS INC COM COM 548661107 1118 27000 SH Sole 11400 15600 LUCENT TECHNOLOGIES COM COM 549463107 27 36130 SH Sole 15830 20300 MARATHON OIL CORP COM 565849106 442 19500 SH Sole 4700 14800 MARSH & MCLENNAN COS COM COM 571748102 874 21000 SH Sole 7000 14000 MCDONALDS CORP COM COM 580135101 735 41600 SH Sole 9700 31900 MCGRAW HILL COS INC COM COM 580645109 618 10100 SH Sole 2000 8100 MCKESSON HBOC INC COM 58155Q103 377 13300 SH Sole 5500 7800 MEDTRONIC INC COM COM 585055106 917 21761 SH Sole 7500 14261 MELLON FINL CORP COM COM 58551A108 537 20700 SH Sole 4000 16700 MERCK & CO INC COM COM 589331107 2025 44300 SH Sole 16300 28000 MERCURY INTERACTIVE CP COM COM 589405109 227 13200 SH Sole 4500 8700 MERRILL LYNCH & CO INC COM COM 590188108 1166 35400 SH Sole 8000 27400 MICRON TECHNOLOGY INC COM 595112103 213 17200 SH Sole 4600 12600 MICROSOFT CORP COM COM 594918104 5962 136300 SH Sole 53400 82900 MORGAN STAN DEAN WITTR COM NEW COM 617446448 1555 45910 SH Sole 9600 36310 MOTOROLA INC COM COM 620076109 1029 101068 SH Sole 24516 76552 NATIONAL CITY CORP COM COM 635405103 1064 37300 SH Sole 6400 30900 NETWORK APPLIANCE INC COM COM 64120L104 161 21900 SH Sole 7400 14500 NEWPORT CORP COM COM 651824104 302 26750 SH Sole 8400 18350 NORTHROP GRUMMAN CORP COM 666807102 298 2400 SH Sole 300 2100 NORTHWESTERN CORP COM 668074107 120 12300 SH Sole 4100 8200 NOVELLUS SYS INC COM COM 670008101 206 9900 SH Sole 1400 8500 NVIDIA CORP COM 67066G104 192 22400 SH Sole 8700 13700 OCCIDENTAL PETE CP DEL COM COM 674599105 854 30100 SH Sole 5900 24200 OHIO CASUALTY CORP COM 677240103 462 28400 SH Sole 6900 21500 OLD REPUBLIC INTERNATIONAL COR COM 680223104 315 11100 SH Sole 1600 9500 OMNICOM GROUP INC COM COM 681919106 679 12200 SH Sole 4100 8100 ORACLE CORP COM COM 68389X105 1005 127900 SH Sole 59600 68300 PACTIV CORP COM 695257105 665 40400 SH Sole 11100 29300 PEPSICO INC COM COM 713448108 1988 53800 SH Sole 20300 33500 PFIZER INC COM COM 717081103 4169 143650 SH Sole 58575 85075 PHARMACEUTICAL PRODUCTS COM 717124101 522 27000 SH Sole 8000 19000 PHARMACIA CORP COM COM 71713U102 1330 34200 SH Sole 13900 20300 PHILIP MORRIS COS INC COM COM 718154107 1839 47400 SH Sole 18000 29400 PHOTON DYNAMICS INC COM COM 719364101 255 13700 SH Sole 3100 10600 PLANAR SYS INC COM COM 726900103 260 16300 SH Sole 3600 12700 PPG INDS INC COM COM 693506107 331 7400 SH Sole 400 7000 PRAXAIR INC COM COM 74005P104 595 11650 SH Sole 1500 10150 PROCTER & GAMBLE CO COM COM 742718109 3490 39050 SH Sole 12400 26650 PUBLIC SVC ENTERPRISE COM COM 744573106 329 10800 SH Sole 10800 QLOGIC CORP COM COM 747277101 328 12600 SH Sole 3400 9200 QUALCOMM INC COM COM 747525103 881 31900 SH Sole 11500 20400 QUEST DIAGNOSTICS INC COM COM 74834L100 400 6500 SH Sole 2200 4300 QWEST COMMUNICATIONS COM COM 749121109 143 62800 SH Sole 7000 55800 RATIONAL SOFTWARE CORP COM NEW COM 75409P202 125 29000 SH Sole 9900 19100 RAYTHEON COMPANY COM 755111507 694 23700 SH Sole 3200 20500 REGIONS FINANCIAL CORP COM 758940100 810 24800 SH Sole 5100 19700 ROHM & HAAS CO COM COM 775371107 530 17100 SH Sole 4000 13100 SANMINA CORP COM COM 800907107 73 26500 SH Sole 8200 18300 SBC COMMUNICATIONS INC COM COM 78387G103 1693 84211 SH Sole 15900 68311 SCHERING PLOUGH CORP COM COM 806605101 551 25850 SH Sole 9200 16650 SCIENTIFIC ATLANTA INC COM COM 808655104 134 10700 SH Sole 3500 7200 SIEBEL SYS INC COM COM 826170102 179 31150 SH Sole 12000 19150 SILICON VY BANCSHARES COM COM 827064106 405 23900 SH Sole 6700 17200 SOLECTRON CORP COM COM 834182107 72 34200 SH Sole 6000 28200 SOUTHERN CO COM COM 842587107 835 29000 SH Sole 5600 23400 SOUTHTRUST CORP COM COM 844730101 255 10500 SH Sole 10500 SOUTHWEST AIRLS CO COM COM 844741108 986 75475 SH Sole 20175 55300 SOVEREIGN BANCORP INC COM COM 845905108 268 20800 SH Sole 3100 17700 SPRINT CORP COM FON GROUP COM 852061100 459 50300 SH Sole 9200 41100 ST PAUL COS INC COM COM 792860108 414 14400 SH Sole 3100 11300 SUN MICROSYSTEMS INC COM COM 866810104 103 39700 SH Sole 12100 27600 SUNTRUST BKS INC COM COM 867914103 741 12050 SH Sole 2200 9850 SYMANTEC CORP COM 871503108 772 22950 SH Sole 7400 15550 TARGET CORP COM COM 87612E106 936 31700 SH Sole 10800 20900 TENET HEALTHCARE CORP COM COM 88033G100 1298 26225 SH Sole 9300 16925 TEXAS INSTRS INC COM COM 882508104 561 38000 SH Sole 14000 24000 TIFFANY & CO NEW COM COM 886547108 238 11100 SH Sole 1900 9200 TMP WORLDWIDE INC COM 872941109 145 16100 SH Sole 2500 13600 TOLL BROTHERS INC COM COM 889478103 276 12700 SH Sole 3200 9500 TRAVELERS PROPERTY CASUALTY CO COM 89420G406 195 14419 SH Sole 2387 12032 TRIBUNE CO NEW COM COM 896047107 661 15800 SH Sole 4100 11700 TRW INC COM 872649108 650 11100 SH Sole 3400 7700 TXU CORP COM COM 873168108 809 19400 SH Sole 4000 15400 TYCO INTL LTD NEW COM COM 902124106 280 19848 SH Sole 5300 14548 TYSON FOODS INC COM 902494103 321 27600 SH Sole 27600 UNION PACIFIC CORP COM 907818108 576 9950 SH Sole 9950 UNITED PARCEL SERVICE INC COM 911312106 1076 17200 SH Sole 5900 11300 UNITED TECHNOLOGIES CP COM COM 913017109 1364 24150 SH Sole 6300 17850 UNITEDHEALTH GROUP INC COM 91324P102 1191 13650 SH Sole 4500 9150 UNOCAL CORP COM 915289102 565 18000 SH Sole 3000 15000 US BANCORP DEL COM COM 902973304 887 47765 SH Sole 5900 41865 UTSTARCOM INC COM 918076100 153 10000 SH Sole 3300 6700 VARIAN MEDICAL SYSTEMS INC COM 92220P105 262 6100 SH Sole 2600 3500 VERITAS SOFTWARE CORP COM 923436109 399 27200 SH Sole 5700 21500 VERIZON COMMUNICATIONS COM COM 92343V104 2408 87752 SH Sole 15682 72070 VIACOM INC - CL B COM 925524308 916 22600 SH Sole 2100 20500 VIACOM INC - CL B COM 925524308 446 11000 SH Sole 3500 7500 WACHOVIA CORP COM COM 929903102 1780 54450 SH Sole 10800 43650 WAL MART STORES INC COM COM 931142103 4121 83700 SH Sole 35600 48100 WALGREEN CO COM COM 931422109 560 18200 SH Sole 5400 12800 WASHINGTON MUT INC COM COM 939322103 869 27625 SH Sole 3850 23775 WATSON PHARMACEUTICALS INC COM 942683103 640 26100 SH Sole 6200 19900 WELLPOINT HLT NETW NEW COM COM 94973H108 1023 13950 SH Sole 3200 10750 WELLS FARGO & CO NEW COM COM 949746101 1652 34300 SH Sole 5900 28400 WEYERHAEUSER CO COM COM 962166104 724 16550 SH Sole 2900 13650 WYETH COM 983024100 890 28000 SH Sole 12000 16000 XCEL ENERGY INC COM COM 98389B100 162 17400 SH Sole 4100 13300 XTO ENERGY COM 98385X106 603 29250 SH Sole 9400 19850 YUM! BRANDS INC COM 988498101 330 11900 SH Sole 3100 8800 PORTUGAL TELCM SGPS SA SPONSOR ADR 737273102 52 11220 SH Sole 11220 REPORT SUMMARY 229 DATA RECORDS 203323 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----