13F-HR 1 a2093450z13f-hr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 Check here if Amendment / /; Amendment No. ___ This Amendment (check one only): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Waddell & Reed Financial, Inc. Address: 6300 Lamar Avenue Overland Park, KS 66202 Form 13F File Number: 28-7592 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. Persons Signing this Report on Behalf of Reporting Manager: Name: Daniel C. Schulte Title: Secretary Phone: (913) 236-2012 Signature, Place and Date of Signing: /s/ Daniel C. Schulte Overland Park, Kansas November 11, 2002 The securities reported on herein are beneficially owned by one or more open-end investment companies or other managed accounts which are advised by Waddell & Reed Investment Management Company ("WRIMCO") or sub-advised by WRIMCO for Waddell & Reed Asset Managment Company, a non-affiliated company or by managed accounts advised by Austin, Calvert & Flavin, Inc. ("ACF"), an investment advisor and wholly owned subsidiary of WRIMCO. WRIMCO is an investment advisory subsidiary of Waddell & Reed, Inc. ("WRI"). WRI is a broker-dealer and underwriting subsidiary of Waddell & Reed Financial Services, Inc., a parent holding company ("WRFSI"). WRFSI is a subsidiary of Waddell & Reed Financial, Inc., a publicly traded company ("WDR"). WDR, WRFSI and WRI are deemed to have "investment discretion" over the securities due to their control relationship with WRIMCO and ACF pursuant to Rule 13f-1(b) of the 1934 Securities Exchange Act, as amended. Report Type (check only one): /X/ 13F HOLDINGS. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total 557 Form 13F Information Table Value Total $143,999,310 ($ thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
No. Form 13F File Number Name 1 28-7594 Waddell & Reed Financial Services, Inc. 2 28-375 Waddell & Reed, Inc. 3 28-4466 Waddell & Reed Investment Management Company 4 28-3226 Austin, Calvert & Flavin, Inc.
09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION A D C TELECOMMUNICATIONS COM 000886101 12,062 10,443,550 SH DEFINED AOL TIME WARNER INC COM 00184A105 438 37,466 SH DEFINED AT&T WIRELESS SVCS INC COM 00209A106 16 3,766 SH DEFINED AT&T WIRELESS SVCS INC COM 00209A106 8,240 2,000,000 SH DEFINED ABBOTT LABS COM 002824100 38,456 951,882 SH DEFINED ABBOTT LABS COM 002824100 60,005 1,485,275 SH DEFINED ABERCROMBIE & FITCH CO CL A 002896207 13,660 694,450 SH DEFINED ACTIVISION INC NEW COM NEW 004930202 18,561 775,000 SH DEFINED ACXIOM CORP COM 005125109 42,188 2,991,000 SH DEFINED ADAPTEC INC COM 00651F108 198 44,950 SH DEFINED ADVANCED FIBRE COMMUNICATIONS COM 00754A105 31,422 2,368,800 SH DEFINED ADVISORY BRD CO COM 00762W107 633 21,300 SH DEFINED ADVANCED MICRO DEVICES INC COM 007903107 8,857 1,658,600 SH DEFINED ADVANCEDC MICRO DEVICES INC DBCV 4.75% 2/0 007903AE7 2,950 5,000,000 PRN DEFINED AFFYMETRIX INC COM 00826T108 44,940 2,162,124 SH DEFINED AGERE SYS INC COM 00845V100 0 13 SH DEFINED AGERE SYS INC COM 00845V100 9,063 8,239,500 SH DEFINED AGERE SYS INC CL B 00845V209 0 353 SH DEFINED AGNICO EAGLE MINES LTD COM 008474108 5,054 315,700 SH DEFINED AIR PRODS & CHEMS INC COM 009158106 8,587 204,410 SH DEFINED AIR PRODS & CHEMS INC COM 009158106 130,067 3,096,100 SH DEFINED ALBERTSONS INC COM 013104104 350 14,500 SH DEFINED ALCOA INC COM 013817101 330 17,095 SH DEFINED ALCOA INC COM 013817101 111,065 5,754,685 SH DEFINED ALLEGHANY CORP DEL COM 017175100 208 1,100 SH DEFINED ALLEGHENY ENERGY INC COM 017361106 2,299 175,500 SH DEFINED ALLERGAN INC COM 018490102 109 2,000 SH DEFINED ALLERGAN INC COM 018490102 41,970 771,500 SH DEFINED ALLSTATE CORP COM 020002101 5 150 SH DEFINED ALLSTATE CORP COM 020002101 28,440 800,000 SH DEFINED ALLTEL CORP COM 020039103 11,280 281,090 SH DEFINED ALLTEL CORP COM 020039103 2,849 71,000 SH DEFINED ALTERA CORP COM 021441100 2 200 SH DEFINED ALTERA CORP COM 021441100 2,609 300,000 SH DEFINED AMERADA HESS CORP COM 023551104 13,784 203,070 SH DEFINED AMERADA HESS CORP COM 023551104 9,469 139,500 SH DEFINED AMERICAN AXLE & MFG HLDGS IN COM 024061103 17,486 700,000 SH DEFINED AMERICAN ELEC PWR INC COM 025537101 3,561 124,915 SH DEFINED AMERICAN ELEC PWR INC COM 025537101 2,210 77,500 SH DEFINED AMERICAN EXPRESS CO COM 025816109 5,300 169,988 SH DEFINED AMERICAN EXPRESS CO COM 025816109 3,701 118,700 SH DEFINED AMERICAN HEALTHWAYS INC COM 02649V104 30,095 1,867,500 SH DEFINED AMERICAN INTL GROUP INC COM 026874107 15,884 290,375 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE A D C TELECOMMUNICATIONS 1,2,3 10,443,550 AOL TIME WARNER INC 1,2,3,4 37,466 AT&T WIRELESS SVCS INC 1,2,3,4 3,766 AT&T WIRELESS SVCS INC 1,2,3 2,000,000 ABBOTT LABS 1,2,3,4 951,882 ABBOTT LABS 1,2,3 1,485,275 ABERCROMBIE & FITCH CO 1,2,3 694,450 ACTIVISION INC NEW 1,2,3 775,000 ACXIOM CORP 1,2,3 2,991,000 ADAPTEC INC 1,2,3 44,950 ADVANCED FIBRE COMMUNICATIONS 1,2,3 2,368,800 ADVISORY BRD CO 1,2,3 21,300 ADVANCED MICRO DEVICES INC 1,2,3 1,658,600 ADVANCEDC MICRO DEVICES INC 1,2,3 5,000,000 AFFYMETRIX INC 1,2,3 2,162,124 AGERE SYS INC 1,2,3,4 13 AGERE SYS INC 1,2,3 8,239,500 AGERE SYS INC 1,2,3,4 353 AGNICO EAGLE MINES LTD 1,2,3 315,700 AIR PRODS & CHEMS INC 1,2,3,4 204,410 AIR PRODS & CHEMS INC 1,2,3 3,096,100 ALBERTSONS INC 1,2,3 14,500 ALCOA INC 1,2,3,4 17,095 ALCOA INC 1,2,3 5,754,685 ALLEGHANY CORP DEL 1,2,3,4 1,100 ALLEGHENY ENERGY INC 1,2,3,4 175,500 ALLERGAN INC 1,2,3,4 2,000 ALLERGAN INC 1,2,3 771,500 ALLSTATE CORP 1,2,3,4 150 ALLSTATE CORP 1,2,3 800,000 ALLTEL CORP 1,2,3,4 281,090 ALLTEL CORP 1,2,3 71,000 ALTERA CORP 1,2,3,4 200 ALTERA CORP 1,2,3 300,000 AMERADA HESS CORP 1,2,3,4 203,070 AMERADA HESS CORP 1,2,3 139,500 AMERICAN AXLE & MFG HLDGS IN 1,2,3 700,000 AMERICAN ELEC PWR INC 1,2,3,4 124,915 AMERICAN ELEC PWR INC 1,2,3 77,500 AMERICAN EXPRESS CO 1,2,3,4 169,988 AMERICAN EXPRESS CO 1,2,3 118,700 AMERICAN HEALTHWAYS INC 1,2,3 1,867,500 AMERICAN INTL GROUP INC 1,2,3,4 290,375
1 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION AMERICAN INTL GROUP INC COM 026874107 135,731 2,481,367 SH DEFINED AMERICAN ITALIAN PASTA CO CL A 027070101 57,031 1,597,950 SH DEFINED AMERISOURCE BERGEN CORP COM 03073E105 7,142 100,000 SH DEFINED AMGEN INC COM 031162100 7,512 180,159 SH DEFINED AMGEN INC COM 031162100 66,078 1,584,800 SH DEFINED AMSURG CORP COM 03232P405 44,301 1,462,561 SH DEFINED ANADARKO PETE CORP COM 032511107 10,948 245,807 SH DEFINED ANADARKO PETE CORP COM 032511107 216,719 4,865,714 SH DEFINED ANALOG DEVICES INC COM 032654105 50,181 2,547,250 SH DEFINED ANHEUSER BUSCH COS INC COM 035229103 137 2,700 SH DEFINED ANHEUSER BUSCH COS INC COM 035229103 132,919 2,626,850 SH DEFINED ANTHEM INC COM 03674B104 40,973 630,350 SH DEFINED ANTEON INTL CORP COM 03674E108 25,938 954,300 SH DEFINED APACHE CORP COM 037411105 24 400 SH DEFINED APACHE CORP COM 037411105 58,185 978,730 SH DEFINED APPLE COMPUTER INC COM 037833100 17,425 1,202,150 SH DEFINED APRIA HEALTHCARE GROUP INC COM 037933108 41,264 1,751,450 SH DEFINED APPLIED MATLS INC COM 038222105 17,875 1,546,920 SH DEFINED ARBITRON INC COM 03875Q108 14,058 412,250 SH DEFINED ARCHSTONE SMITH TR COM 039583109 11,629 486,965 SH DEFINED ARTHROCARE CORP COM 043136100 13,327 1,100,000 SH DEFINED AUTOZONE INC COM 053332102 15,561 197,325 SH DEFINED BJ SVCS CO COM 055482103 8,837 339,900 SH DEFINED BP AMOCO P L C SPONSORED ADR 055622104 1,730 43,368 SH DEFINED BP AMOCO P L C SPONSORED ADR 055622104 1,796 45,000 SH DEFINED BRE PROPERTIES INC CL A 05564E106 615 20,000 SH DEFINED BAKER HUGHES INC COM 057224107 60 2,067 SH DEFINED BAKER HUGHES INC COM 057224107 224,177 7,722,249 SH DEFINED BANK OF AMERICA CORPORATION COM 060505104 504 7,900 SH DEFINED BANK OF AMERICA CORPORATION COM 060505104 111,599 1,749,198 SH DEFINED BARRICK GOLD CORP COM 067901108 22,422 1,441,943 SH DEFINED BAXTER INTL INC COM 071813109 25,700 841,247 SH DEFINED BEA SYS INC COM 073325102 3 650 SH DEFINED BEA SYS INC COM 073325102 11,445 2,215,850 SH DEFINED BEAR STEARNS COS INC COM 073902108 367 6,500 SH DEFINED KPMG CONSULTING INC COM 074002106 27,670 4,310,000 SH DEFINED BECKMAN COULTER INC COM 075811109 8,520 220,150 SH DEFINED BECTON DICKINSON & CO COM 075887109 77 2,700 SH DEFINED BECTON DICKINSON & CO COM 075887109 1,562 55,000 SH DEFINED BELLSOUTH CORP COM 079860102 374 20,388 SH DEFINED BELLSOUTH CORP COM 079860102 55,155 3,004,100 SH DEFINED BERKSHIRE HATHAWAY INC DEL CL A 084670108 11,744 160 SH DEFINED BERKSHIRE HATHAWAY INC DEL CL B 084670207 45,708 18,543 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE AMERICAN INTL GROUP INC 1,2,3 2,481,367 AMERICAN ITALIAN PASTA CO 1,2,3 1,597,950 AMERISOURCE BERGEN CORP 1,2,3 100,000 AMGEN INC 1,2,3,4 180,159 AMGEN INC 1,2,3 1,584,800 AMSURG CORP 1,2,3 1,462,561 ANADARKO PETE CORP 1,2,3,4 245,807 ANADARKO PETE CORP 1,2,3 4,865,714 ANALOG DEVICES INC 1,2,3 2,547,250 ANHEUSER BUSCH COS INC 1,2,3,4 2,700 ANHEUSER BUSCH COS INC 1,2,3 2,626,850 ANTHEM INC 1,2,3 630,350 ANTEON INTL CORP 1,2,3 954,300 APACHE CORP 1,2,3,4 400 APACHE CORP 1,2,3 978,730 APPLE COMPUTER INC 1,2,3 1,202,150 APRIA HEALTHCARE GROUP INC 1,2,3 1,751,450 APPLIED MATLS INC 1,2,3 1,546,920 ARBITRON INC 1,2,3 412,250 ARCHSTONE SMITH TR 1,2,3,4 486,965 ARTHROCARE CORP 1,2,3 1,100,000 AUTOZONE INC 1,2,3 197,325 BJ SVCS CO 1,2,3 339,900 BP AMOCO P L C 1,2,3,4 43,368 BP AMOCO P L C 1,2,3 45,000 BRE PROPERTIES INC 1,2,3,4 20,000 BAKER HUGHES INC 1,2,3,4 2,067 BAKER HUGHES INC 1,2,3 7,722,249 BANK OF AMERICA CORPORATION 1,2,3,4 7,900 BANK OF AMERICA CORPORATION 1,2,3 1,749,198 BARRICK GOLD CORP 1,2,3 1,441,943 BAXTER INTL INC 1,2,3,4 841,247 BEA SYS INC 1,2,3,4 650 BEA SYS INC 1,2,3 2,215,850 BEAR STEARNS COS INC 1,2,3 6,500 KPMG CONSULTING INC 1,2,3 4,310,000 BECKMAN COULTER INC 1,2,3 220,150 BECTON DICKINSON & CO 1,2,3,4 2,700 BECTON DICKINSON & CO 1,2,3 55,000 BELLSOUTH CORP 1,2,3,4 20,388 BELLSOUTH CORP 1,2,3 3,004,100 BERKSHIRE HATHAWAY INC DEL 1,2,3 160 BERKSHIRE HATHAWAY INC DEL 1,2,3,4 18,543
2 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION BERKSHIRE HATHAWAY INC DEL CL B 084670207 21,446 8,700 SH DEFINED BIOGEN INC COM 090597105 48,044 1,642,825 SH DEFINED BIOMET INC COM 090613100 30,603 1,148,125 SH DEFINED BLOCKBUSTER INC COM 093679108 52,803 2,129,150 SH DEFINED BOISE CASCADE CORP COM 097383103 1,021 44,800 SH DEFINED BOISE CASCADE CORP COM 097383103 2,280 100,000 SH DEFINED BORDERS GROUP INC COM 099709107 8,142 515,300 SH DEFINED BRINKER INTL INC COM 109641100 18,130 700,000 SH DEFINED BRISTOL MYERS SQUIBB CO COM 110122108 26,238 1,102,437 SH DEFINED BRISTOL MYERS SQUIBB CO COM 110122108 5,617 236,000 SH DEFINED BROCADE COMMUNICATIONS SYS INC COM 111621108 6,791 903,000 SH DEFINED BROWN TOM INC COM NEW 115660201 6,885 300,675 SH DEFINED BROWN TOM INC COM NEW 115660201 8,646 377,550 SH DEFINED BURLINGTON RES INC COM 122014103 13,840 360,805 SH DEFINED BURLINGTON RES INC COM 122014103 228,441 5,955,175 SH DEFINED C H ROBINSON WORLDWIDE INC COM 12541W100 6,000 221,850 SH DEFINED CLECO CORP NEW COM 12561W105 118 8,768 SH DEFINED CNA FINL CORP COM 126117100 20,000 800,000 SH DEFINED CABOT MICROELECTRONICS CORP COM 12709P103 15,266 410,200 SH DEFINED CARNIVAL CORP COM 143658102 25,699 1,023,848 SH DEFINED CATALINA MARKETING CORP COM 148867104 42,331 1,507,500 SH DEFINED CATERPILLAR INC DEL COM 149123101 7 200 SH DEFINED CATERPILLAR INC DEL COM 149123101 55,601 1,493,850 SH DEFINED CELL THERAPEUTICS INC COM 150934107 2,478 563,900 SH DEFINED CELESTICA INC SUB VTG SHS 15101Q108 3,275 250,000 SH DEFINED CEMEX S A SPON ADR 5 ORD 151290889 688 33,000 SH DEFINED CENTURYTEL INC COM 156700106 9,618 428,800 SH DEFINED CEPHALON INC COM 156708109 9,892 242,400 SH DEFINED CEPHALON INC NOTE 2.500%12/1 156708AE9 2,483 3,000,000 PRN DEFINED CERNER CORP COM 156782104 35,157 1,000,200 SH DEFINED CHARTER ONE FINL INC COM 160903100 16,776 564,475 SH DEFINED CHARTER COMMUNICATIONS INC DEL CL A 16117M107 34 18,000 SH DEFINED CHECKFREE CORP NEW COM 162813109 40,356 3,561,911 SH DEFINED CHEVRONTEXACO CORP COM 166764100 5,924 85,548 SH DEFINED CHOLESTECH CORP COM 170393102 12,342 1,180,500 SH DEFINED CHUBB CORP COM 171232101 33,315 607,608 SH DEFINED CHUBB CORP COM 171232101 147,257 2,685,700 SH DEFINED CINERGY CORP COM 172474108 2,197 69,900 SH DEFINED CINERGY CORP COM 172474108 1,609 51,200 SH DEFINED CISCO SYS INC COM 17275R102 3,745 357,366 SH DEFINED CISCO SYS INC COM 17275R102 136,458 13,020,765 SH DEFINED CITIGROUP INC COM 172967101 5,569 187,823 SH DEFINED CITIGROUP INC COM 172967101 14,720 496,471 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE BERKSHIRE HATHAWAY INC DEL 1,2,3 8,700 BIOGEN INC 1,2,3 1,642,825 BIOMET INC 1,2,3 1,148,125 BLOCKBUSTER INC 1,2,3 2,129,150 BOISE CASCADE CORP 1,2,3,4 44,800 BOISE CASCADE CORP 1,2,3 100,000 BORDERS GROUP INC 1,2,3 515,300 BRINKER INTL INC 1,2,3 700,000 BRISTOL MYERS SQUIBB CO 1,2,3,4 1,102,437 BRISTOL MYERS SQUIBB CO 1,2,3 236,000 BROCADE COMMUNICATIONS SYS INC 1,2,3 903,000 BROWN TOM INC 1,2,3,4 300,675 BROWN TOM INC 1,2,3 377,550 BURLINGTON RES INC 1,2,3,4 360,805 BURLINGTON RES INC 1,2,3 5,955,175 C H ROBINSON WORLDWIDE INC 1,2,3 221,850 CLECO CORP NEW 1,2,3,4 8,768 CNA FINL CORP 1,2,3 800,000 CABOT MICROELECTRONICS CORP 1,2,3 410,200 CARNIVAL CORP 1,2,3,4 1,023,848 CATALINA MARKETING CORP 1,2,3 1,507,500 CATERPILLAR INC DEL 1,2,3,4 200 CATERPILLAR INC DEL 1,2,3 1,493,850 CELL THERAPEUTICS INC 1,2,3 563,900 CELESTICA INC 1,2,3 250,000 CEMEX S A 1,2,3 33,000 CENTURYTEL INC 1,2,3 428,800 CEPHALON INC 1,2,3 242,400 CEPHALON INC 1,2,3 3,000,000 CERNER CORP 1,2,3 1,000,200 CHARTER ONE FINL INC 1,2,3 564,475 CHARTER COMMUNICATIONS INC DEL 1,2,3 18,000 CHECKFREE CORP NEW 1,2,3 3,561,911 CHEVRONTEXACO CORP 1,2,3,4 85,548 CHOLESTECH CORP 1,2,3 1,180,500 CHUBB CORP 1,2,3,4 607,608 CHUBB CORP 1,2,3 2,685,700 CINERGY CORP 1,2,3,4 69,900 CINERGY CORP 1,2,3 51,200 CISCO SYS INC 1,2,3,4 357,366 CISCO SYS INC 1,2,3 13,020,765 CITIGROUP INC 1,2,3,4 187,823 CITIGROUP INC 1,2,3 496,471
3 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION CITIZENS COMMUNICATIONS CO COM 17453B101 14,152 2,087,250 SH DEFINED CITRIX SYS INC COM 177376100 5,966 988,500 SH DEFINED CLEAR CHANNEL COMMUNICATIONS COM 184502102 654 18,816 SH DEFINED CLEAR CHANNEL COMMUNICATIONS COM 184502102 13,031 375,000 SH DEFINED COCA COLA CO COM 191216100 3,375 70,370 SH DEFINED COCA COLA CO COM 191216100 26,602 554,670 SH DEFINED COLGATE PALMOLIVE CO COM 194162103 24 452 SH DEFINED COLGATE PALMOLIVE CO COM 194162103 302 5,600 SH DEFINED COLUMBIA LABS INC COM 197779101 405 90,000 SH DEFINED COMMERCE BANCORP INC NJ COM 200519106 216 5,200 SH DEFINED COMMONWEALTH TEL ENTERPRISES COM 203349105 23,883 686,800 SH DEFINED COMPASS BANCSHARES INC COM 20449H109 59 2,000 SH DEFINED COMPASS BANCSHARES INC COM 20449H109 14,760 500,000 SH DEFINED COMPUTER SCIENCES CORP COM 205363104 404 14,550 SH DEFINED CONAGRA FOODS INC COM 205887102 26,181 1,053,580 SH DEFINED CONAGRA FOODS INC COM 205887102 9,577 385,400 SH DEFINED CONCORD EFS INC COM 206197105 100,896 6,339,700 SH DEFINED CONCURRENT COMPUTER CORP NEW COM 206710204 48 20,700 SH DEFINED CONOCOPHILLIPS COM 20825C104 145 3,131 SH DEFINED CONOCOPHILLIPS COM 20825C104 89,071 1,926,275 SH DEFINED CONTINENTAL AIRLS INC CL B 210795308 243 45,050 SH DEFINED CONVERGYS CORP COM 212485106 18,951 1,260,900 SH DEFINED COOPER CAMERON CORP COM 216640102 6,815 163,185 SH DEFINED COOPER CAMERON CORP COM 216640102 77,873 1,864,775 SH DEFINED CORNING INC COM 219350105 1,176 735,000 SH DEFINED CORNING INC DBCV 11/0 219350AJ4 875 2,000,000 PRN DEFINED CORPORATE EXECUTIVE BRD CO COM 21988R102 21,415 749,950 SH DEFINED COSTCO WHSL CORP NEW COM 22160K105 32 980 SH DEFINED COSTCO WHSL CORP NEW COM 22160K105 44,103 1,362,250 SH DEFINED COX COMMUNICATIONS INC NEW CL A 224044107 92,786 3,773,326 SH DEFINED COX RADIO INC CL A 224051102 19,722 753,900 SH DEFINED CREE INC COM 225447101 25,619 2,056,900 SH DEFINED CULLEN FROST BANKERS INC COM 229899109 1,890 55,348 SH DEFINED CYPRESS SEMICONDUCTOR CORP SB NT CV 3.75%05 232806AF6 4,643 6,000,000 PRN DEFINED DANAHER CORP DEL COM 235851102 8,232 144,800 SH DEFINED DEAN FOODS CO NEW COM 242370104 426 10,706 SH DEFINED DEAN FOODS CO NEW COM 242370104 10,940 275,000 SH DEFINED DEERE & CO COM 244199105 141 3,100 SH DEFINED DEERE & CO COM 244199105 127,085 2,796,150 SH DEFINED DELL COMPUTER CORP COM 247025109 178 7,575 SH DEFINED DELL COMPUTER CORP COM 247025109 26,297 1,118,800 SH DEFINED DENDRITE INTL INC COM 248239105 17,297 2,700,600 SH DEFINED DEVON ENERGY CORP NEW COM 25179M103 796 16,507 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE CITIZENS COMMUNICATIONS CO 1,2,3 2,087,250 CITRIX SYS INC 1,2,3 988,500 CLEAR CHANNEL COMMUNICATIONS 1,2,3,4 18,816 CLEAR CHANNEL COMMUNICATIONS 1,2,3 375,000 COCA COLA CO 1,2,3,4 70,370 COCA COLA CO 1,2,3 554,670 COLGATE PALMOLIVE CO 1,2,3,4 452 COLGATE PALMOLIVE CO 1,2,3 5,600 COLUMBIA LABS INC 1,2,3,4 90,000 COMMERCE BANCORP INC NJ 1,2,3 5,200 COMMONWEALTH TEL ENTERPRISES 1,2,3 686,800 COMPASS BANCSHARES INC 1,2,3,4 2,000 COMPASS BANCSHARES INC 1,2,3 500,000 COMPUTER SCIENCES CORP 1,2,3 14,550 CONAGRA FOODS INC 1,2,3,4 1,053,580 CONAGRA FOODS INC 1,2,3 385,400 CONCORD EFS INC 1,2,3 6,339,700 CONCURRENT COMPUTER CORP NEW 1,2,3 20,700 CONOCOPHILLIPS 1,2,3,4 3,131 CONOCOPHILLIPS 1,2,3 1,926,275 CONTINENTAL AIRLS INC 1,2,3 45,050 CONVERGYS CORP 1,2,3 1,260,900 COOPER CAMERON CORP 1,2,3,4 163,185 COOPER CAMERON CORP 1,2,3 1,864,775 CORNING INC 1,2,3 735,000 CORNING INC 1,2,3 2,000,000 CORPORATE EXECUTIVE BRD CO 1,2,3 749,950 COSTCO WHSL CORP NEW 1,2,3,4 980 COSTCO WHSL CORP NEW 1,2,3 1,362,250 COX COMMUNICATIONS INC NEW 1,2,3 3,773,326 COX RADIO INC 1,2,3 753,900 CREE INC 1,2,3 2,056,900 CULLEN FROST BANKERS INC 1,2,3,4 55,348 CYPRESS SEMICONDUCTOR CORP 1,2,3 6,000,000 DANAHER CORP DEL 1,2,3 144,800 DEAN FOODS CO NEW 1,2,3,4 10,706 DEAN FOODS CO NEW 1,2,3 275,000 DEERE & CO 1,2,3,4 3,100 DEERE & CO 1,2,3 2,796,150 DELL COMPUTER CORP 1,2,3,4 7,575 DELL COMPUTER CORP 1,2,3 1,118,800 DENDRITE INTL INC 1,2,3 2,700,600 DEVON ENERGY CORP NEW 1,2,3,4 16,507
4 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION DIGITAL INSIGHT CORP COM 25385P106 56,998 3,628,150 SH DEFINED DISNEY WALT CO COM DISNEY 254687106 288 19,012 SH DEFINED DISNEY WALT CO COM DISNEY 254687106 67,491 4,457,800 SH DEFINED DOMINION RES INC VA NEW COM 25746U109 6 121 SH DEFINED DOMINION RES INC VA NEW COM 25746U109 170,218 3,355,376 SH DEFINED DOW CHEM CO COM 260543103 98 3,600 SH DEFINED DOW CHEM CO COM 260543103 4,097 150,000 SH DEFINED DU PONT E I DE NEMOURS & CO COM 263534109 4,840 134,175 SH DEFINED DU PONT E I DE NEMOURS & CO COM 263534109 70,342 1,950,150 SH DEFINED DUKE ENERGY CORP COM 264399106 26 1,335 SH DEFINED DUKE ENERGY CORP COM 264399106 73,766 3,773,200 SH DEFINED DUN & BRADSTREET CORP DEL NEW COM 26483E100 3,348 99,612 SH DEFINED DUN & BRADSTREET CORP DEL NEW COM 26483E100 3,764 112,000 SH DEFINED E M C CORP MASS COM 268648102 59,977 13,124,030 SH DEFINED ENI S P A SPONSORED ADR 26874R108 597 8,700 SH DEFINED EPIQ SYS INC COM 26882D109 13,998 792,850 SH DEFINED EATON CORP COM 278058102 3,474 54,500 SH DEFINED EBAY INC COM 278642103 49,023 927,850 SH DEFINED EDISON SCHOOLS INC CL A 281033100 1,259 3,872,725 SH DEFINED ELECTRONIC ARTS INC COM 285512109 37,374 566,100 SH DEFINED EMERSON ELEC CO COM 291011104 259 5,900 SH DEFINED EMERSON ELEC CO COM 291011104 15,375 349,900 SH DEFINED EMULEX CORP COM NEW 292475209 220 19,550 SH DEFINED ENCANA CORP COM 292505104 8,278 275,000 SH DEFINED ENGELHARD CORP COM 292845104 10,724 450,000 SH DEFINED ENTERGY CORP NEW COM 29364G103 5,104 122,700 SH DEFINED ESPEED INC CL A 296643109 501 49,400 SH DEFINED EURONET WORLDWIDE INC COM 298736109 9,414 1,899,800 SH DEFINED EVERGREEN RES INC COM NO PAR 299900308 6,147 150,000 SH DEFINED EXELON CORP COM 30161N101 5,809 122,300 SH DEFINED EXELON CORP COM 30161N101 9,599 202,075 SH DEFINED EXPRESS SCRIPTS INC COM 302182100 21,136 387,500 SH DEFINED EXXON MOBIL CORP COM 30231G102 24,712 774,683 SH DEFINED EXXON MOBIL CORP COM 30231G102 219,002 6,865,256 SH DEFINED FACTSET RESH SYS INC COM 303075105 41,182 1,551,100 SH DEFINED FASTENAL CO COM 311900104 20,915 662,800 SH DEFINED FEDERAL HOME LN MTG CORP COM 313400301 465 8,323 SH DEFINED FEDERAL HOME LN MTG CORP COM 313400301 132,300 2,366,721 SH DEFINED FEDERAL NATL MTG ASSN COM 313586109 20,343 341,677 SH DEFINED FEDERAL NATL MTG ASSN COM 313586109 126,945 2,132,103 SH DEFINED FEDERAL SIGNAL CORP COM 313855108 8,222 446,350 SH DEFINED FINANCIAL FED CORP COM 317492106 61,662 1,936,000 SH DEFINED FIRST DATA CORP COM 319963104 17,321 619,730 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE DIGITAL INSIGHT CORP 1,2,3 3,628,150 DISNEY WALT CO 1,2,3,4 19,012 DISNEY WALT CO 1,2,3 4,457,800 DOMINION RES INC VA NEW 1,2,3,4 121 DOMINION RES INC VA NEW 1,2,3 3,355,376 DOW CHEM CO 1,2,3,4 3,600 DOW CHEM CO 1,2,3 150,000 DU PONT E I DE NEMOURS & CO 1,2,3,4 134,175 DU PONT E I DE NEMOURS & CO 1,2,3 1,950,150 DUKE ENERGY CORP 1,2,3,4 1,335 DUKE ENERGY CORP 1,2,3 3,773,200 DUN & BRADSTREET CORP DEL NEW 1,2,3,4 99,612 DUN & BRADSTREET CORP DEL NEW 1,2,3 112,000 E M C CORP MASS 1,2,3 13,124,030 ENI S P A 1,2,3 8,700 EPIQ SYS INC 1,2,3 792,850 EATON CORP 1,2,3 54,500 EBAY INC 1,2,3 927,850 EDISON SCHOOLS INC 1,2,3 3,872,725 ELECTRONIC ARTS INC 1,2,3 566,100 EMERSON ELEC CO 1,2,3,4 5,900 EMERSON ELEC CO 1,2,3 349,900 EMULEX CORP 1,2,3 19,550 ENCANA CORP 1,2,3 275,000 ENGELHARD CORP 1,2,3 450,000 ENTERGY CORP NEW 1,2,3 122,700 ESPEED INC 1,2,3 49,400 EURONET WORLDWIDE INC 1,2,3 1,899,800 EVERGREEN RES INC 1,2,3 150,000 EXELON CORP 1,2,3,4 122,300 EXELON CORP 1,2,3 202,075 EXPRESS SCRIPTS INC 1,2,3 387,500 EXXON MOBIL CORP 1,2,3,4 774,683 EXXON MOBIL CORP 1,2,3 6,865,256 FACTSET RESH SYS INC 1,2,3 1,551,100 FASTENAL CO 1,2,3 662,800 FEDERAL HOME LN MTG CORP 1,2,3,4 8,323 FEDERAL HOME LN MTG CORP 1,2,3 2,366,721 FEDERAL NATL MTG ASSN 1,2,3,4 341,677 FEDERAL NATL MTG ASSN 1,2,3 2,132,103 FEDERAL SIGNAL CORP 1,2,3 446,350 FINANCIAL FED CORP 1,2,3 1,936,000 FIRST DATA CORP 1,2,3,4 619,730
5 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION FIRST DATA CORP COM 319963104 3,270 117,000 SH DEFINED FIRSTENERGY CORP COM 337932107 8,053 269,410 SH DEFINED FIRSTENERGY CORP COM 337932107 3,817 127,700 SH DEFINED FLEETBOSTON FINL CORP COM 339030108 20,330 1,000,000 SH DEFINED FOREST LABS INC CL A 345838106 409,341 4,991,350 SH DEFINED FOREST OIL CORP COM PAR $0.01 346091705 625 24,500 SH DEFINED FOX ENTMT GROUP INC CL A 35138T107 5,723 259,800 SH DEFINED GALLAGHER ARTHUR J & CO COM 363576109 19,247 780,800 SH DEFINED GENE LOGIC INC COM 368689105 25,588 3,316,700 SH DEFINED GENERAL DYNAMICS CORP COM 369550108 6,254 76,900 SH DEFINED GENERAL ELEC CO COM 369604103 27,460 1,114,011 SH DEFINED GENERAL ELEC CO COM 369604103 9,912 402,100 SH DEFINED GENERAL GROWTH PPTYS INC COM 370021107 217 4,214 SH DEFINED GENERAL MLS INC COM 370334104 646 14,536 SH DEFINED GENTEX CORP COM 371901109 79,493 2,923,599 SH DEFINED GENZYME CORP COM GENL DIV 372917104 27,679 1,343,325 SH DEFINED GETTY IMAGES INC COM 374276103 89,777 4,476,550 SH DEFINED GILEAD SCIENCES INC COM 375558103 30,547 912,400 SH DEFINED GILLETTE CO COM 375766102 1,087 36,718 SH DEFINED GILLETTE CO COM 375766102 60,051 2,028,750 SH DEFINED GLAXO WELLCOME PLC SPONSORED ADR 37733W105 685 17,818 SH DEFINED GLOBAL INDS LTD COM 379336100 8,066 1,957,700 SH DEFINED GOLDMAN SACHS GROUP INC COM 38141G104 132 2,000 SH DEFINED GOLDMAN SACHS GROUP INC COM 38141G104 252,733 3,827,550 SH DEFINED GUIDANT CORP COM 401698105 8 250 SH DEFINED GUIDANT CORP COM 401698105 39,346 1,217,750 SH DEFINED GYMBOREE CORP COM 403777105 21,033 1,290,000 SH DEFINED HCA-HEALTHCARE CO COM 404119109 101,052 2,122,500 SH DEFINED HALLIBURTON CO COM 406216101 3 200 SH DEFINED HALLIBURTON CO COM 406216101 341 26,400 SH DEFINED HARLEY DAVIDSON INC COM 412822108 72,360 1,557,800 SH DEFINED HARMAN INTL INDS INC COM 413086109 316 6,100 SH DEFINED HARTFOLD FINL SVCS GROUP INC COM 416515104 103 2,500 SH DEFINED HARTFOLD FINL SVCS GROUP INC COM 416515104 40,713 993,000 SH DEFINED HEALTH MGMT ASSOC INC NEW CL A 421933102 106,754 5,279,629 SH DEFINED HEWLETT PACKARD CO COM 428236103 185 15,845 SH DEFINED HOME DEPOT INC COM 437076102 65 2,475 SH DEFINED HOME DEPOT INC COM 437076102 11,635 445,776 SH DEFINED HONEYWELL INTL INC COM 438516106 13,408 619,003 SH DEFINED HONEYWELL INTL INC COM 438516106 2,073 95,700 SH DEFINED HUNT J B TRANS SVCS INC COM 445658107 5,112 217,200 SH DEFINED IMC GLOBAL INC COM 449669100 23,136 1,920,000 SH DEFINED ITT EDUCATIONAL SERVICES INC COM 45068B109 47,625 2,537,300 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE FIRST DATA CORP 1,2,3 117,000 FIRSTENERGY CORP 1,2,3,4 269,410 FIRSTENERGY CORP 1,2,3 127,700 FLEETBOSTON FINL CORP 1,2,3 1,000,000 FOREST LABS INC 1,2,3 4,991,350 FOREST OIL CORP 1,2,3 24,500 FOX ENTMT GROUP INC 1,2,3 259,800 GALLAGHER ARTHUR J & CO 1,2,3 780,800 GENE LOGIC INC 1,2,3 3,316,700 GENERAL DYNAMICS CORP 1,2,3 76,900 GENERAL ELEC CO 1,2,3,4 1,114,011 GENERAL ELEC CO 1,2,3 402,100 GENERAL GROWTH PPTYS INC 1,2,3,4 4,214 GENERAL MLS INC 1,2,3,4 14,536 GENTEX CORP 1,2,3 2,923,599 GENZYME CORP 1,2,3 1,343,325 GETTY IMAGES INC 1,2,3 4,476,550 GILEAD SCIENCES INC 1,2,3 912,400 GILLETTE CO 1,2,3,4 36,718 GILLETTE CO 1,2,3 2,028,750 GLAXO WELLCOME PLC 1,2,3,4 17,818 GLOBAL INDS LTD 1,2,3 1,957,700 GOLDMAN SACHS GROUP INC 1,2,3,4 2,000 GOLDMAN SACHS GROUP INC 1,2,3 3,827,550 GUIDANT CORP 1,2,3,4 250 GUIDANT CORP 1,2,3 1,217,750 GYMBOREE CORP 1,2,3 1,290,000 HCA-HEALTHCARE CO 1,2,3 2,122,500 HALLIBURTON CO 1,2,3,4 200 HALLIBURTON CO 1,2,3 26,400 HARLEY DAVIDSON INC 1,2,3 1,557,800 HARMAN INTL INDS INC 1,2,3 6,100 HARTFOLD FINL SVCS GROUP INC 1,2,3,4 2,500 HARTFOLD FINL SVCS GROUP INC 1,2,3 993,000 HEALTH MGMT ASSOC INC NEW 1,2,3 5,279,629 HEWLETT PACKARD CO 1,2,3,4 15,845 HOME DEPOT INC 1,2,3,4 2,475 HOME DEPOT INC 1,2,3 445,776 HONEYWELL INTL INC 1,2,3,4 619,003 HONEYWELL INTL INC 1,2,3 95,700 HUNT J B TRANS SVCS INC 1,2,3 217,200 IMC GLOBAL INC 1,2,3 1,920,000 ITT EDUCATIONAL SERVICES INC 1,2,3 2,537,300
6 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION IDEX CORP COM 45167R104 12,422 435,100 SH DEFINED IDEXX LABS INC COM 45168D104 20,519 665,550 SH DEFINED ILEX ONCOLOGY INC COM 451923106 137 28,850 SH DEFINED IMPATH INC COM 45255G101 27,922 2,162,000 SH DEFINED INCYTE PHARMACEUTICALS INC COM 45337C102 8,811 1,905,000 SH DEFINED INTGEGRATED DEVICE TECHNOLOGY COM 458118106 7,152 684,100 SH DEFINED INTEL CORP COM 458140100 17,342 1,249,846 SH DEFINED INTEL CORP COM 458140100 69,678 5,021,825 SH DEFINED INTERMAGNETICS GEN CORP COM 458771102 16,362 957,408 SH DEFINED INTERNATIONAL GAME TECHNOLOGY COM 459902102 5,186 75,000 SH DEFINED INTL PAPER CO COM 460146103 5,793 173,493 SH DEFINED INTERPUBLIC GROUP COS INC COM 460690100 11,763 742,150 SH DEFINED INTERSIL CORP CL A 46069S109 10,936 841,550 SH DEFINED INTRADO INC COM 46117A100 366 37,750 SH DEFINED IVAX CORP COM 465823102 27,614 2,250,511 SH DEFINED IXYS CORP COM 46600W106 6,271 1,244,300 SH DEFINED J P MORGAN CHASE & CO COM 46625H100 13,338 702,365 SH DEFINED JOHNSON & JOHNSON COM 478160104 36,212 669,595 SH DEFINED JOHNSON & JOHNSON COM 478160104 193,589 3,579,670 SH DEFINED KLA-TENCOR CORP COM 482480100 4,891 175,000 SH DEFINED KANSAS CITY SOUTHN INDS INC COM NEW 485170302 35,001 2,822,700 SH DEFINED KERR MCGEE CORP COM 492386107 13 300 SH DEFINED KERR MCGEE CORP COM 492386107 5,430 125,000 SH DEFINED KEY PRODTN INC COM 493138101 279 17,200 SH DEFINED KEYCORP NEW COM 493267108 17,479 700,000 SH DEFINED KIMBERLY CLARK CORP COM 494368103 11,181 197,398 SH DEFINED KIMBERLY CLARK CORP COM 494368103 5,273 93,100 SH DEFINED KING PHARMACEUTICALS INC COM 495582108 37,439 2,060,500 SH DEFINED KOHLS CORP COM 500255104 51,609 848,700 SH DEFINED KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 253 17,400 SH DEFINED KRAFT FOODS INC CL A 50075N104 34,378 942,900 SH DEFINED KYPHON INC COM 501577100 3,429 260,150 SH DEFINED LSI LOGIC CORP NOTE 4.000%11/0 502161AG7 3,719 5,000,000 PRN DEFINED LABORATORY CORP AMER HLDGS COM NEW 50540R409 17,684 523,500 SH DEFINED LAM RESEARCH CORP COM 512807108 9,181 1,033,300 SH DEFINED LAMAR ADVERTISING CO CL A 512815101 18,786 619,700 SH DEFINED LANCER CORP COM 514614106 138 21,902 SH DEFINED LAUDER ESTEE COS INC CL A 518439104 15,663 545,000 SH DEFINED LEGGETT & PLATT INC COM 524660107 1,583 80,000 SH DEFINED LILLY ELI & CO COM 532457108 208 3,751 SH DEFINED LINEAR TECHNOLOGY CORP COM 535678106 7,109 343,000 SH DEFINED LOCKHEED MARTIN CORP COM 539830109 22,132 342,225 SH DEFINED LOCKHEED MARTIN CORP COM 539830109 551,195 8,523,200 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE IDEX CORP 1,2,3 435,100 IDEXX LABS INC 1,2,3 665,550 ILEX ONCOLOGY INC 1,2,3,4 28,850 IMPATH INC 1,2,3 2,162,000 INCYTE PHARMACEUTICALS INC 1,2,3 1,905,000 INTGEGRATED DEVICE TECHNOLOGY 1,2,3 684,100 INTEL CORP 1,2,3,4 1,249,846 INTEL CORP 1,2,3 5,021,825 INTERMAGNETICS GEN CORP 1,2,3 957,408 INTERNATIONAL GAME TECHNOLOGY 1,2,3 75,000 INTL PAPER CO 1,2,3 173,493 INTERPUBLIC GROUP COS INC 1,2,3 742,150 INTERSIL CORP 1,2,3 841,550 INTRADO INC 1,2,3 37,750 IVAX CORP 1,2,3 2,250,511 IXYS CORP 1,2,3 1,244,300 J P MORGAN CHASE & CO 1,2,3,4 702,365 JOHNSON & JOHNSON 1,2,3,4 669,595 JOHNSON & JOHNSON 1,2,3 3,579,670 KLA-TENCOR CORP 1,2,3 175,000 KANSAS CITY SOUTHN INDS INC 1,2,3 2,822,700 KERR MCGEE CORP 1,2,3,4 300 KERR MCGEE CORP 1,2,3 125,000 KEY PRODTN INC 1,2,3 17,200 KEYCORP NEW 1,2,3 700,000 KIMBERLY CLARK CORP 1,2,3,4 197,398 KIMBERLY CLARK CORP 1,2,3 93,100 KING PHARMACEUTICALS INC 1,2,3 2,060,500 KOHLS CORP 1,2,3 848,700 KONINKLIJKE PHILIPS ELECTRS NV 1,2,3 17,400 KRAFT FOODS INC 1,2,3 942,900 KYPHON INC 1,2,3 260,150 LSI LOGIC CORP 1,2,3 5,000,000 LABORATORY CORP AMER HLDGS 1,2,3 523,500 LAM RESEARCH CORP 1,2,3 1,033,300 LAMAR ADVERTISING CO 1,2,3 619,700 LANCER CORP 1,2,3,4 21,902 LAUDER ESTEE COS INC 1,2,3 545,000 LEGGETT & PLATT INC 1,2,3 80,000 LILLY ELI & CO 1,2,3,4 3,751 LINEAR TECHNOLOGY CORP 1,2,3 343,000 LOCKHEED MARTIN CORP 1,2,3,4 342,225 LOCKHEED MARTIN CORP 1,2,3 8,523,200
7 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION LONE STAR TECHNOLOGIES INC COM 542312103 4,217 355,825 SH DEFINED LOWES COS INC COM 548661107 224 5,400 SH DEFINED LOWES COS INC COM 548661107 19,001 458,950 SH DEFINED LUBYS INC COM 549282101 492 100,000 SH DEFINED LUCENT TECHNOLOGIES INC COM 549463107 40 52,436 SH DEFINED LYONDELL CHEMICAL CO COM 552078107 15,522 1,300,000 SH DEFINED MSC INDL DIRECT INC COM 553530106 42,137 4,013,000 SH DEFINED MANPOWER INC COM 56418H100 33,610 1,145,550 SH DEFINED MANUFACTURED HOME CMNTYS INC COM 564682102 638 20,000 SH DEFINED MARSH & MCLENNAN COS INC COM 571748102 16,972 407,600 SH DEFINED MASSEY ENERGY CORP COM 576206106 892 138,280 SH DEFINED MAXIM INTEGRATED PRODS INC COM 57772K101 3,343 135,000 SH DEFINED MAXIMUS INC COM 577933104 32,770 1,462,936 SH DEFINED MCDATA CORP CL B 580031102 1,115 203,250 SH DEFINED MCDATA CORP CL A 580031201 4,279 785,150 SH DEFINED MCDONALDS CORP COM 580135101 80 4,506 SH DEFINED MCDONALDS CORP COM 580135101 8,178 463,100 SH DEFINED MCGRAW HILL COS INC COM 580645109 9,130 149,129 SH DEFINED MCGRAW HILL COS INC COM 580645109 1,408 23,000 SH DEFINED MCKESSON CORP COM 58155Q103 5,666 200,000 SH DEFINED MEDALLION FINL CORP COM 583928106 5,579 1,172,100 SH DEFINED MEDTRONIC INC COM 585055106 7,490 177,819 SH DEFINED MEDTRONIC INC COM 585055106 91,725 2,177,700 SH DEFINED MELLON FINL CORP COM 58551A108 77 2,975 SH DEFINED MELLON FINL CORP COM 58551A108 36,043 1,390,000 SH DEFINED MEMBERWORKS INC COM 586002107 22,962 1,312,500 SH DEFINED MERCK & CO INC COM 589331107 1,745 38,181 SH DEFINED MERCURY INTERACTIVE CORP COM 589405109 10,139 590,000 SH DEFINED MERRILL LYNCH & CO INC COM 590188108 69 2,100 SH DEFINED MERRILL LYNCH & CO INC COM 590188108 3,223 97,800 SH DEFINED METLIFE INC COM 59156R108 16 718 SH DEFINED METLIFE INC COM 59156R108 18,208 800,000 SH DEFINED MICROSOFT CORP COM 594918104 27,636 631,959 SH DEFINED MICROSOFT CORP COM 594918104 383,567 8,771,252 SH DEFINED MICROCHIP TECHNOLOGY INC COM 595017104 35 1,700 SH DEFINED MICROCHIP TECHNOLOGY INC COM 595017104 64,625 3,164,775 SH DEFINED MICROMUSE INC COM 595094103 4,400 1,742,625 SH DEFINED MICRON TECHNOLOGY INC COM 595112103 285 23,000 SH DEFINED MOLEX INC COM 608554101 4,825 205,576 SH DEFINED MOLEX INC COM 608554101 5,846 249,100 SH DEFINED MOLEX INC CL A 608554200 33 1,576 SH DEFINED MOLEX INC CL A 608554200 13,540 644,900 SH DEFINED MONSANTO CO NEW COM 61166W101 2 103 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE LONE STAR TECHNOLOGIES INC 1,2,3 355,825 LOWES COS INC 1,2,3,4 5,400 LOWES COS INC 1,2,3 458,950 LUBYS INC 1,2,3,4 100,000 LUCENT TECHNOLOGIES INC 1,2,3,4 52,436 LYONDELL CHEMICAL CO 1,2,3 1,300,000 MSC INDL DIRECT INC 1,2,3 4,013,000 MANPOWER INC 1,2,3 1,145,550 MANUFACTURED HOME CMNTYS INC 1,2,3,4 20,000 MARSH & MCLENNAN COS INC 1,2,3 407,600 MASSEY ENERGY CORP 1,2,3,4 138,280 MAXIM INTEGRATED PRODS INC 1,2,3 135,000 MAXIMUS INC 1,2,3 1,462,936 MCDATA CORP 1,2,3 203,250 MCDATA CORP 1,2,3 785,150 MCDONALDS CORP 1,2,3,4 4,506 MCDONALDS CORP 1,2,3 463,100 MCGRAW HILL COS INC 1,2,3,4 149,129 MCGRAW HILL COS INC 1,2,3 23,000 MCKESSON CORP 1,2,3 200,000 MEDALLION FINL CORP 1,2,3 1,172,100 MEDTRONIC INC 1,2,3,4 177,819 MEDTRONIC INC 1,2,3 2,177,700 MELLON FINL CORP 1,2,3,4 2,975 MELLON FINL CORP 1,2,3 1,390,000 MEMBERWORKS INC 1,2,3 1,312,500 MERCK & CO INC 1,2,3,4 38,181 MERCURY INTERACTIVE CORP 1,2,3 590,000 MERRILL LYNCH & CO INC 1,2,3,4 2,100 MERRILL LYNCH & CO INC 1,2,3 97,800 METLIFE INC 1,2,3,4 718 METLIFE INC 1,2,3 800,000 MICROSOFT CORP 1,2,3,4 631,959 MICROSOFT CORP 1,2,3 8,771,252 MICROCHIP TECHNOLOGY INC 1,2,3,4 1,700 MICROCHIP TECHNOLOGY INC 1,2,3 3,164,775 MICROMUSE INC 1,2,3 1,742,625 MICRON TECHNOLOGY INC 1,2,3 23,000 MOLEX INC 1,2,3,4 205,576 MOLEX INC 1,2,3 249,100 MOLEX INC 1,2,3,4 1,576 MOLEX INC 1,2,3 644,900 MONSANTO CO NEW 1,2,3,4 103
8 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION MONSANTO CO NEW COM 61166W101 792 51,811 SH DEFINED MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 517 15,256 SH DEFINED MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 332 9,800 SH DEFINED MURPHY OIL CORP COM 626717102 1,256 15,300 SH DEFINED MURPHY OIL CORP COM 626717102 14,785 180,150 SH DEFINED NPS PHARMACEUTICALS INC COM 62936P103 4,204 205,100 SH DEFINED NETIQ CORP COM 64115P102 12,194 844,200 SH DEFINED NETWORK APPLIANCE INC COM 64120L104 22,764 3,112,000 SH DEFINED NEUROCRINE BIOSCIENCES INC COM 64125C109 6,899 168,300 SH DEFINED NEW YORK TIMES CO CL A 650111107 16 350 SH DEFINED NEW YORK TIMES CO CL A 650111107 8,090 178,000 SH DEFINED NEWFIELD EXPL CO COM 651290108 57,913 1,724,100 SH DEFINED NEWMONT MINING CORP COM 651639106 20,367 740,340 SH DEFINED NEWMONT MINING CORP COM 651639106 23,357 849,035 SH DEFINED NIKE INC CL B 654106103 193 4,480 SH DEFINED NIKE INC CL B 654106103 8,636 200,000 SH DEFINED NOKIA CORP SPONSORED ADR 654902204 6,512 491,450 SH DEFINED NOBLE ENERGY INC COM 655044105 65,035 1,914,475 SH DEFINED NORTHROP GRUMMAN CORP COM 666807102 29,682 239,293 SH DEFINED NORTHROP GRUMMAN CORP COM 666807102 41,001 330,550 SH DEFINED NOVARTIS A G SPONSORED ADR 66987V109 1,073 27,000 SH DEFINED NUCOR CORP COM 670346105 5,924 156,300 SH DEFINED OM GROUP INC COM 670872100 17,997 420,500 SH DEFINED OCCIDENTAL PETE CORP DEL COM 674599105 19,261 678,685 SH DEFINED OCCIDENTAL PETE CORP DEL COM 674599105 5,829 205,400 SH DEFINED OCEAN ENERGY INC TEX COM 67481E106 40 2,003 SH DEFINED OCEAN ENERGY INC TEX COM 67481E106 500 25,050 SH DEFINED OFFICE DEPOT INC COM 676220106 3,702 300,000 SH DEFINED OMNICARE INC COM 681904108 56,352 2,668,200 SH DEFINED ORACLE CORP COM 68389X105 9,837 1,250,733 SH DEFINED ORACLE CORP COM 68389X105 7,966 1,012,900 SH DEFINED O REILLY AUTOMOTIVE INC COM 686091109 43,273 1,510,400 SH DEFINED PPL CORP COM 69351T106 1,969 60,500 SH DEFINED PPL CORP COM 69351T106 2,672 82,100 SH DEFINED PACER INTL INC TENN COM 69373H106 227 20,000 SH DEFINED PALL CORP COM 696429307 26,641 1,687,225 SH DEFINED PATTERSON UTI ENERGY INC COM 703481101 27,003 1,057,700 SH DEFINED PAYCHEX INC COM 704326107 21,487 882,600 SH DEFINED PEPSICO INC COM 713448108 18,873 510,766 SH DEFINED PEPSICO INC COM 713448108 658 17,796 SH DEFINED PERKINELMER INC COM 714046109 19,403 3,560,104 SH DEFINED PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 202 18,800 SH DEFINED PETSMART INC COM 716768106 350 19,650 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE MONSANTO CO NEW 1,2,3 51,811 MORGAN STANLEY DEAN WITTER&CO 1,2,3,4 15,256 MORGAN STANLEY DEAN WITTER&CO 1,2,3 9,800 MURPHY OIL CORP 1,2,3,4 15,300 MURPHY OIL CORP 1,2,3 180,150 NPS PHARMACEUTICALS INC 1,2,3 205,100 NETIQ CORP 1,2,3 844,200 NETWORK APPLIANCE INC 1,2,3 3,112,000 NEUROCRINE BIOSCIENCES INC 1,2,3 168,300 NEW YORK TIMES CO 1,2,3,4 350 NEW YORK TIMES CO 1,2,3 178,000 NEWFIELD EXPL CO 1,2,3 1,724,100 NEWMONT MINING CORP 1,2,3,4 740,340 NEWMONT MINING CORP 1,2,3 849,035 NIKE INC 1,2,3,4 4,480 NIKE INC 1,2,3 200,000 NOKIA CORP 1,2,3 491,450 NOBLE ENERGY INC 1,2,3 1,914,475 NORTHROP GRUMMAN CORP 1,2,3,4 239,293 NORTHROP GRUMMAN CORP 1,2,3 330,550 NOVARTIS A G 1,2,3 27,000 NUCOR CORP 1,2,3 156,300 OM GROUP INC 1,2,3 420,500 OCCIDENTAL PETE CORP DEL 1,2,3,4 678,685 OCCIDENTAL PETE CORP DEL 1,2,3 205,400 OCEAN ENERGY INC TEX 1,2,3,4 2,003 OCEAN ENERGY INC TEX 1,2,3 25,050 OFFICE DEPOT INC 1,2,3 300,000 OMNICARE INC 1,2,3 2,668,200 ORACLE CORP 1,2,3,4 1,250,733 ORACLE CORP 1,2,3 1,012,900 O REILLY AUTOMOTIVE INC 1,2,3 1,510,400 PPL CORP 1,2,3,4 60,500 PPL CORP 1,2,3 82,100 PACER INTL INC TENN 1,2,3 20,000 PALL CORP 1,2,3 1,687,225 PATTERSON UTI ENERGY INC 1,2,3 1,057,700 PAYCHEX INC 1,2,3 882,600 PEPSICO INC 1,2,3,4 510,766 PEPSICO INC 1,2,3 17,796 PERKINELMER INC 1,2,3 3,560,104 PETROLEO BRASILEIRO SA PETROBR 1,2,3 18,800 PETSMART INC 1,2,3,4 19,650
9 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION PFIZER INC COM 717081103 36,909 1,271,847 SH DEFINED PFIZER INC COM 717081103 380,997 13,128,767 SH DEFINED PHARMACIA CORP COM 71713U102 3,442 88,521 SH DEFINED PHARMACIA CORP COM 71713U102 160,981 4,140,463 SH DEFINED PHELPS DODGE CORP COM 717265102 15,378 600,000 SH DEFINED PHILIP MORRIS COS INC COM 718154107 12,007 309,459 SH DEFINED PHILIP MORRIS COS INC COM 718154107 134,743 3,472,750 SH DEFINED PITNEY BOWES INC COM 724479100 555 18,200 SH DEFINED PITNEY BOWES INC COM 724479100 3,198 104,900 SH DEFINED PLACER DOME INC COM 725906101 170 18,614 SH DEFINED PLACER DOME INC COM 725906101 17,636 1,931,621 SH DEFINED PRAXAIR INC COM 74005P104 31,865 623,450 SH DEFINED PROBUSINESS SERVICES INC COM 742674104 8,801 1,389,200 SH DEFINED PROCTER & GAMBLE CO COM 742718109 296 3,313 SH DEFINED PROCTER & GAMBLE CO COM 742718109 18,689 209,100 SH DEFINED PROGRESS ENERGY INC COM 743263105 201 4,918 SH DEFINED PROGRESS ENERGY INC COM 743263105 70,370 1,721,800 SH DEFINED PROLOGIS TR SH BEN INT 743410102 19,557 785,118 SH DEFINED PROLOGIS TR SH BEN INT 743410102 378 15,190 SH DEFINED PROQUEST COMPANY COM 74346P102 8,355 275,300 SH DEFINED PROVINCE HEALTHCARE CO COM 743977100 30,291 1,766,250 SH DEFINED PRUDENTIAL FINL INC COM 744320102 36,080 1,263,300 SH DEFINED QUALCOMM INC COM 747525103 15,279 553,300 SH DEFINED RSA SEC INC COM 749719100 5,447 1,618,662 SH DEFINED RF MICRODEVICES INC COM 749941100 245 40,800 SH DEFINED RF MICRODEVICES INC SUB NT CV3.75%05 749941AB6 6,784 9,000,000 PRN DEFINED RAILAMERICA INC COM 750753105 78 10,810 SH DEFINED RATIONAL SOFTWARE CORP NOTE 5.000% 2/0 75409PAC7 7,813 10,000,000 PRN DEFINED RAYTHEON CO COM NEW 755111507 32,071 1,094,561 SH DEFINED RAYTHEON CO COM NEW 755111507 215,981 7,371,375 SH DEFINED REGENCY CTRS CORP COM 758849103 1,073 34,601 SH DEFINED REYNOLDS R J TOB HLDGS INC COM 76182K105 14,112 350,000 SH DEFINED RITE AID CORP COM 767754104 6,943 3,306,200 SH DEFINED ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 11,367 282,978 SH DEFINED ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 80,912 2,014,250 SH DEFINED SBC COMMUNICATIONS INC COM 78387G103 15,184 755,432 SH DEFINED SBC COMMUNICATIONS INC COM 78387G103 111,763 5,560,370 SH DEFINED SLM CORP COM 78442P106 26,629 285,900 SH DEFINED SABRE HLDGS CORP CL A 785905100 11,409 589,600 SH DEFINED ST PAUL COS INC COM 792860108 25,848 900,000 SH DEFINED SAN PAOLO-IMI S P A SPONSORED ADR 799175104 274 24,000 SH DEFINED SANCHEZ COMPUTER ASSOCS INC COM 799702105 2,798 1,146,700 SH DEFINED SANMINA CORP COM 800907107 2,422 872,900 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE PFIZER INC 1,2,3,4 1,271,847 PFIZER INC 1,2,3 13,128,767 PHARMACIA CORP 1,2,3,4 88,521 PHARMACIA CORP 1,2,3 4,140,463 PHELPS DODGE CORP 1,2,3 600,000 PHILIP MORRIS COS INC 1,2,3,4 309,459 PHILIP MORRIS COS INC 1,2,3 3,472,750 PITNEY BOWES INC 1,2,3,4 18,200 PITNEY BOWES INC 1,2,3 104,900 PLACER DOME INC 1,2,3,4 18,614 PLACER DOME INC 1,2,3 1,931,621 PRAXAIR INC 1,2,3 623,450 PROBUSINESS SERVICES INC 1,2,3 1,389,200 PROCTER & GAMBLE CO 1,2,3,4 3,313 PROCTER & GAMBLE CO 1,2,3 209,100 PROGRESS ENERGY INC 1,2,3,4 4,918 PROGRESS ENERGY INC 1,2,3 1,721,800 PROLOGIS TR 1,2,3,4 785,118 PROLOGIS TR 1,2,3 15,190 PROQUEST COMPANY 1,2,3 275,300 PROVINCE HEALTHCARE CO 1,2,3 1,766,250 PRUDENTIAL FINL INC 1,2,3 1,263,300 QUALCOMM INC 1,2,3 553,300 RSA SEC INC 1,2,3 1,618,662 RF MICRODEVICES INC 1,2,3 40,800 RF MICRODEVICES INC 1,2,3 9,000,000 RAILAMERICA INC 1,2,3,4 10,810 RATIONAL SOFTWARE CORP 1,2,3 10,000,000 RAYTHEON CO 1,2,3,4 1,094,561 RAYTHEON CO 1,2,3 7,371,375 REGENCY CTRS CORP 1,2,3,4 34,601 REYNOLDS R J TOB HLDGS INC 1,2,3 350,000 RITE AID CORP 1,2,3 3,306,200 ROYAL DUTCH PETE CO 1,2,3,4 282,978 ROYAL DUTCH PETE CO 1,2,3 2,014,250 SBC COMMUNICATIONS INC 1,2,3,4 755,432 SBC COMMUNICATIONS INC 1,2,3 5,560,370 SLM CORP 1,2,3 285,900 SABRE HLDGS CORP 1,2,3 589,600 ST PAUL COS INC 1,2,3 900,000 SAN PAOLO-IMI S P A 1,2,3 24,000 SANCHEZ COMPUTER ASSOCS INC 1,2,3 1,146,700 SANMINA CORP 1,2,3 872,900
10 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 88,208 7,840,700 SH DEFINED SARA LEE CORP COM 803111103 439 24,000 SH DEFINED SARA LEE CORP COM 803111103 10,791 590,000 SH DEFINED SCANA CORP NEW COM 80589M102 403 15,500 SH DEFINED SCHEIN HENRY INC COM 806407102 4,887 92,650 SH DEFINED SCHERING PLOUGH CORP COM 806605101 2,006 94,106 SH DEFINED SCHLUMBERGER LTD COM 806857108 364 9,460 SH DEFINED SCHLUMBERGER LTD COM 806857108 90,846 2,362,100 SH DEFINED SCHWAB CHARLES CORP NEW COM 808513105 35,930 4,129,830 SH DEFINED SEALED AIR CORP NEW COM 81211K100 31,003 1,835,578 SH DEFINED SEALED AIR CORP NEW COM 81211K100 5,385 318,800 SH DEFINED SEALED AIR CORP NEW PFD CV A $2 81211K209 847 38,500 SH DEFINED SEALED AIR CORP NEW PFD CV A $2 81211K209 1,377 62,600 SH DEFINED SEMTECH CORP COM 816850101 298 30,750 SH DEFINED SEMPRA ENERGY COM 816851109 387 19,670 SH DEFINED SEPRACOR INC COM 817315104 9,476 1,805,000 SH DEFINED SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 5,787 233,000 SH DEFINED SICOR INC COM 825846108 13,650 896,850 SH DEFINED SIEBEL SYS INC COM 826170102 2,360 410,050 SH DEFINED SMITH INTL INC COM 832110100 29,997 1,023,450 SH DEFINED SMUCKER J M CO COM NEW 832696405 1 24 SH DEFINED SMUCKER J M CO COM NEW 832696405 16,639 453,390 SH DEFINED SMURFIT-STONE CONTAINER CORP COM 832727101 808 64,187 SH DEFINED SONIC CORP COM 835451105 11,580 500,000 SH DEFINED SOUTHERN CO COM 842587107 205 7,126 SH DEFINED SOUTHWEST AIRLS CO COM 844741108 2,108 162,019 SH DEFINED SOUTHWEST AIRLS CO COM 844741108 2,399 184,400 SH DEFINED SPINNAKER EXPL CO COM 84855W109 7,459 259,900 SH DEFINED STAPLES INC COM 855030102 5,993 468,350 SH DEFINED STARBUCKS CORP COM 855244109 2 100 SH DEFINED STARBUCKS CORP COM 855244109 7,641 370,100 SH DEFINED STATE STR CORP COM 857477103 7,768 201,026 SH DEFINED STERICYCLE INC COM 858912108 2,765 81,200 SH DEFINED STEWART & STEVENSON SVCS INC COM 860342104 489 50,000 SH DEFINED STONE ENERGY CORP COM 861642106 21,288 655,000 SH DEFINED STRYKER CORP COM 863667101 173 3,000 SH DEFINED STURM RUGER & CO INC COM 864159108 556 45,600 SH DEFINED SUN MICROSYSTEMS INC COM 866810104 3,102 1,200,000 SH DEFINED SYMBOL TECHNOLOGIES INC COM 871508107 40,170 5,237,350 SH DEFINED SYNOVUS FINL CORP COM 87161C105 21,955 1,064,750 SH DEFINED THQ INC COM NEW 872443403 314 15,100 SH DEFINED TTM TECHNOLOGIES INC COM 87305R109 73 46,250 SH DEFINED TXU CORP COM 873168108 426 10,210 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE SAP AKTIENGESELLSCHAFT 1,2,3 7,840,700 SARA LEE CORP 1,2,3,4 24,000 SARA LEE CORP 1,2,3 590,000 SCANA CORP NEW 1,2,3,4 15,500 SCHEIN HENRY INC 1,2,3 92,650 SCHERING PLOUGH CORP 1,2,3,4 94,106 SCHLUMBERGER LTD 1,2,3,4 9,460 SCHLUMBERGER LTD 1,2,3 2,362,100 SCHWAB CHARLES CORP NEW 1,2,3 4,129,830 SEALED AIR CORP NEW 1,2,3,4 1,835,578 SEALED AIR CORP NEW 1,2,3 318,800 SEALED AIR CORP NEW 1,2,3,4 38,500 SEALED AIR CORP NEW 1,2,3 62,600 SEMTECH CORP 1,2,3 30,750 SEMPRA ENERGY 1,2,3,4 19,670 SEPRACOR INC 1,2,3 1,805,000 SHIRE PHARMACEUTICALS GRP PLC 1,2,3 233,000 SICOR INC 1,2,3 896,850 SIEBEL SYS INC 1,2,3 410,050 SMITH INTL INC 1,2,3 1,023,450 SMUCKER J M CO 1,2,3,4 24 SMUCKER J M CO 1,2,3 453,390 SMURFIT-STONE CONTAINER CORP 1,2,3 64,187 SONIC CORP 1,2,3 500,000 SOUTHERN CO 1,2,3,4 7,126 SOUTHWEST AIRLS CO 1,2,3,4 162,019 SOUTHWEST AIRLS CO 1,2,3 184,400 SPINNAKER EXPL CO 1,2,3 259,900 STAPLES INC 1,2,3 468,350 STARBUCKS CORP 1,2,3,4 100 STARBUCKS CORP 1,2,3 370,100 STATE STR CORP 1,2,3,4 201,026 STERICYCLE INC 1,2,3 81,200 STEWART & STEVENSON SVCS INC 1,2,3 50,000 STONE ENERGY CORP 1,2,3 655,000 STRYKER CORP 1,2,3,4 3,000 STURM RUGER & CO INC 1,2,3 45,600 SUN MICROSYSTEMS INC 1,2,3 1,200,000 SYMBOL TECHNOLOGIES INC 1,2,3 5,237,350 SYNOVUS FINL CORP 1,2,3 1,064,750 THQ INC 1,2,3 15,100 TTM TECHNOLOGIES INC 1,2,3 46,250 TXU CORP 1,2,3,4 10,210
11 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION TXU CORP COM 873168108 30,275 725,850 SH DEFINED TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 61,904 2,135,000 SH DEFINED TALISMAN ENERGY INC COM 87425E103 6,015 150,000 SH DEFINED TARGET CORP COM 87612E106 171,359 5,804,840 SH DEFINED TEKELEC COM 879101103 21,489 2,488,600 SH DEFINED TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 317 11,270 SH DEFINED TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 10,005 355,400 SH DEFINED TEMPLE INLAND INC COM 879868107 2,759 71,425 SH DEFINED TEMPLE INLAND INC COM 879868107 11,133 288,200 SH DEFINED TENET HEALTHCARE CORP COM 88033G100 20,201 408,100 SH DEFINED TERADYNE INC SDCV 3.750%10/1 880770AD4 2,299 3,000,000 PRN DEFINED TEXAS BIOTECHNOLOGY CORP COM 88221T104 31 10,000 SH DEFINED TEXAS INSTRS INC COM 882508104 1,926 130,390 SH DEFINED TEXAS INSTRS INC COM 882508104 33,190 2,247,100 SH DEFINED TEXAS REGL BANCSHARES INC CL A VTG 882673106 837 25,000 SH DEFINED TOTAL FINA ELF S A SPONSORED ADR 89151E109 349 5,303 SH DEFINED TOTAL FINA ELF S A SPONSORED ADR 89151E109 764 11,600 SH DEFINED TOTAL SYS SVCS INC COM 891906109 8,144 619,300 SH DEFINED TRANSACTION SYS ARCHITECTS COM 893416107 11,347 1,837,500 SH DEFINED TRANSKARYOTIC THERAPIES INC COM 893735100 56,076 1,727,550 SH DEFINED TRAVELERS PPTY CAS CORP NEW CL A 89420G109 1 73 SH DEFINED TRAVELERS PPTY CAS CORP NEW CL A 89420G109 39,856 3,019,426 SH DEFINED TRAVELERS PPTY CAS CORP NEW CL B 89420G406 2 154 SH DEFINED TRAVELERS PPTY CAS CORP NEW CL B 89420G406 540 39,916 SH DEFINED TUESDAY MORNING CORP COM 899035505 12,100 665,000 SH DEFINED TYCO INTL LTD NEW COM 902124106 330 23,426 SH DEFINED UST INC COM 902911106 169 6,000 SH DEFINED UST INC COM 902911106 1,411 50,000 SH DEFINED US BANCORP DEL COM NEW 902973304 91 4,898 SH DEFINED US BANCORP DEL COM NEW 902973304 174,806 9,448,950 SH DEFINED ULTRA PETE CORP COM 903914109 691 82,700 SH DEFINED UNILEVER N V N Y SHS NEW 904784709 583 9,800 SH DEFINED UNION PAC CORP COM 907818108 1,379 23,826 SH DEFINED UNIONBANCAL CORP COM 908906100 46 1,100 SH DEFINED UNIONBANCAL CORP COM 908906100 42,010 1,000,000 SH DEFINED UNISOURCE ENERGY CORP COM 909205106 15 1,000 SH DEFINED UNITED AUTO GROUP INC COM 909440109 4,294 306,500 SH DEFINED UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 17,164 4,862,373 SH DEFINED UNITED PARCEL SERVICE INC CL B 911312106 91,175 1,458,100 SH DEFINED UNOCAL CORP COM 915289102 402 12,795 SH DEFINED UNOCAL CORP COM 915289102 27,513 876,500 SH DEFINED UROLOGIX INC COM 917273104 9,416 2,058,200 SH DEFINED UTSTARCOM INC COM 918076100 1,096 71,800 SH DEFINED ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE TXU CORP 1,2,3 725,850 TAKE-TWO INTERACTIVE SOFTWARE 1,2,3 2,135,000 TALISMAN ENERGY INC 1,2,3 150,000 TARGET CORP 1,2,3 5,804,840 TEKELEC 1,2,3 2,488,600 TELEFONOS DE MEXICO S A 1,2,3,4 11,270 TELEFONOS DE MEXICO S A 1,2,3 355,400 TEMPLE INLAND INC 1,2,3,4 71,425 TEMPLE INLAND INC 1,2,3 288,200 TENET HEALTHCARE CORP 1,2,3 408,100 TERADYNE INC 1,2,3 3,000,000 TEXAS BIOTECHNOLOGY CORP 1,2,3,4 10,000 TEXAS INSTRS INC 1,2,3,4 130,390 TEXAS INSTRS INC 1,2,3 2,247,100 TEXAS REGL BANCSHARES INC 1,2,3,4 25,000 TOTAL FINA ELF S A 1,2,3,4 5,303 TOTAL FINA ELF S A 1,2,3 11,600 TOTAL SYS SVCS INC 1,2,3 619,300 TRANSACTION SYS ARCHITECTS 1,2,3 1,837,500 TRANSKARYOTIC THERAPIES INC 1,2,3 1,727,550 TRAVELERS PPTY CAS CORP NEW 1,2,3,4 73 TRAVELERS PPTY CAS CORP NEW 1,2,3 3,019,426 TRAVELERS PPTY CAS CORP NEW 1,2,3,4 154 TRAVELERS PPTY CAS CORP NEW 1,2,3 39,916 TUESDAY MORNING CORP 1,2,3 665,000 TYCO INTL LTD NEW 1,2,3,4 23,426 UST INC 1,2,3,4 6,000 UST INC 1,2,3 50,000 US BANCORP DEL 1,2,3,4 4,898 US BANCORP DEL 1,2,3 9,448,950 ULTRA PETE CORP 1,2,3 82,700 UNILEVER N V 1,2,3 9,800 UNION PAC CORP 1,2,3,4 23,826 UNIONBANCAL CORP 1,2,3,4 1,100 UNIONBANCAL CORP 1,2,3 1,000,000 UNISOURCE ENERGY CORP 1,2,3,4 1,000 UNITED AUTO GROUP INC 1,2,3 306,500 UNITED MICROELECTRONICS CORP 1,2,3 4,862,373 UNITED PARCEL SERVICE INC 1,2,3 1,458,100 UNOCAL CORP 1,2,3,4 12,795 UNOCAL CORP 1,2,3 876,500 UROLOGIX INC 1,2,3 2,058,200 UTSTARCOM INC 1,2,3 71,800
12 09/30/2002
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 FAIR SHARES/ TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION VAIL RESORTS INC COM 91879Q109 13,711 968,300 SH DEFINED VALASSIS COMMUNICATIONS INC COM 918866104 5,678 161,900 SH DEFINED VERITAS SOFTWARE CO COM 923436109 12,405 845,300 SH DEFINED VERIZON COMMUNICATIONS COM 92343V104 984 35,853 SH DEFINED VERIZON COMMUNICATIONS COM 92343V104 2,703 98,500 SH DEFINED VIACOM INC CL B 925524308 111,681 2,754,162 SH DEFINED VISX INC DEL COM 92844S105 43,662 4,730,400 SH DEFINED VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 174 13,575 SH DEFINED VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 100,181 7,808,350 SH DEFINED WAL MART STORES INC COM 931142103 291 5,915 SH DEFINED WAL MART STORES INC COM 931142103 25,127 510,300 SH DEFINED WEIGHT WATCHERS INTL INC NEW COM 948626106 1,084 25,000 SH DEFINED WELLPOINT HEALTH NETWORK NEW COM 94973H108 51 700 SH DEFINED WELLPOINT HEALTH NETWORK NEW COM 94973H108 579 7,900 SH DEFINED WELLS FARGO & CO NEW COM 949746101 25,220 523,665 SH DEFINED WELLS FARGO & CO NEW COM 949746101 220,045 4,569,050 SH DEFINED WENDYS INTL INC COM 950590109 17 500 SH DEFINED WENDYS INTL INC COM 950590109 98,085 2,962,400 SH DEFINED WESTERN GAS RES INC COM 958259103 31 1,000 SH DEFINED WESTERN GAS RES INC COM 958259103 9,166 293,300 SH DEFINED WEYERHAEUSER CO COM 962166104 915 20,900 SH DEFINED WHITNEY HLDG CORP COM 966612103 668 20,812 SH DEFINED WISCONSIN ENERGY CORP COM 976657106 256 10,000 SH DEFINED WYETH COM 983024100 20,906 657,428 SH DEFINED WYETH COM 983024100 29,919 940,850 SH DEFINED XILINX INC COM 983919101 3,166 200,000 SH DEFINED AMDOCS LTD ORD G02602103 926 144,705 SH DEFINED ACCENTURE LTD BERMUDA CL A G1150G111 86,844 6,081,500 SH DEFINED EVEREST RE GROUP LTD COM G3223R108 16,458 300,000 SH DEFINED GARMIN LTD ORD G37260109 13,138 708,450 SH DEFINED GLOBALSANTAFE CORP SHS G3930E101 6,598 295,217 SH DEFINED INGERSOLL-RAND COMPANY LTD CL A G4776G101 6,506 188,900 SH DEFINED NABORS INDUSTRIES LTD SHS G6359F103 4,584 139,960 SH DEFINED NABORS INDUSTRIES LTD SHS G6359F103 52,999 1,618,300 SH DEFINED ALCON INC COM SHS H01301102 61,148 1,578,025 SH DEFINED 13,999,310 610,915,892 ITEM 1 ITEM 7 ITEM 8 MANAGERS VOTING AUTHORITY SEE (SHARES) NAME OF ISSUE INSTR V (A) SOLE (B) SHARED (C) NONE VAIL RESORTS INC 1,2,3 968,300 VALASSIS COMMUNICATIONS INC 1,2,3 161,900 VERITAS SOFTWARE CO 1,2,3 845,300 VERIZON COMMUNICATIONS 1,2,3,4 35,853 VERIZON COMMUNICATIONS 1,2,3 98,500 VIACOM INC 1,2,3 2,754,162 VISX INC DEL 1,2,3 4,730,400 VODAFONE GROUP PLC NEW 1,2,3,4 13,575 VODAFONE GROUP PLC NEW 1,2,3 7,808,350 WAL MART STORES INC 1,2,3,4 5,915 WAL MART STORES INC 1,2,3 510,300 WEIGHT WATCHERS INTL INC NEW 1,2,3 25,000 WELLPOINT HEALTH NETWORK NEW 1,2,3,4 700 WELLPOINT HEALTH NETWORK NEW 1,2,3 7,900 WELLS FARGO & CO NEW 1,2,3,4 523,665 WELLS FARGO & CO NEW 1,2,3 4,569,050 WENDYS INTL INC 1,2,3,4 500 WENDYS INTL INC 1,2,3 2,962,400 WESTERN GAS RES INC 1,2,3,4 1,000 WESTERN GAS RES INC 1,2,3 293,300 WEYERHAEUSER CO 1,2,3,4 20,900 WHITNEY HLDG CORP 1,2,3,4 20,812 WISCONSIN ENERGY CORP 1,2,3,4 10,000 WYETH 1,2,3,4 657,428 WYETH 1,2,3 940,850 XILINX INC 1,2,3 200,000 AMDOCS LTD 1,2,3,4 144,705 ACCENTURE LTD BERMUDA 1,2,3 6,081,500 EVEREST RE GROUP LTD 1,2,3 300,000 GARMIN LTD 1,2,3 708,450 GLOBALSANTAFE CORP 1,2,3,4 295,217 INGERSOLL-RAND COMPANY LTD 1,2,3 188,900 NABORS INDUSTRIES LTD 1,2,3,4 139,960 NABORS INDUSTRIES LTD 1,2,3 1,618,300 ALCON INC 1,2,3 1,578,025
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