13F-HR 1 form13f9302002.txt AMERICAN CENTURY INVESTMENTS FORM 13F 9-30-2002
FORM 13 F QUARTER ENDED SEPTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ A M B PROPERTY CORP CS 00163T109 2,861 99,000 99,000 99,000 0 A M L I RESIDENTIAL CS 001735109 450 20,400 20,400 20,400 0 A T M I LTD CS 00207R101 2 110 110 110 0 AARON RENTS INC. CS 002535201 233 10,110 10,110 10,110 0 ABBOTT LABORATORIES CS 002824100 518,200 12,826,728 12,826,728 12,826,728 0 ABERCROMBIE & FITCH CS 002896207 1,190 60,500 60,500 60,500 0 ACCENTURE LTD CS G1150G111 31,055 2,174,721 2,174,721 2,174,721 0 ACCREDO HEALTH INC CS 00437V104 59,255 1,244,600 1,244,600 1,244,600 0 ACTION PERFORMANCE COS CS 004933107 437 17,000 17,000 17,000 0 ACTIVISION INC CS 004930202 44,011 1,837,604 1,837,604 1,837,604 0 ACXIOM CS 005125109 7,642 541,800 541,800 541,800 0 ADOLPH COORS CO CS 217016104 26,785 475,758 475,758 475,758 0 ADVANCE AUTO PARTS CS 00751Y106 9,032 171,252 171,252 171,252 0 ADVO-SYSTEM INC CS 007585102 29,093 916,300 916,300 916,300 0 AETNA INC CS 00817Y108 6,458 180,350 180,350 180,350 0 AFC ENTERPRISES CS 00104Q107 6,064 299,700 299,700 299,700 0 AFFILIATED COMPUTER SVCS CS 008190100 118,373 2,781,970 2,781,970 2,781,970 0 AFFILIATED MANAGERS GROUP CS 008252108 69,658 1,561,491 1,561,491 1,561,491 0 AFFYMETRIX INC CS 00826T108 416 20,000 20,000 20,000 0 AFLAC INC CS 001055102 64,775 2,110,618 2,110,618 2,110,618 0 AFTERMARKET TECHNOLOGY CS 008318107 1,392 106,500 106,500 106,500 0 AGCO CORPORATION CS 001084102 68,336 2,945,500 2,945,500 2,945,500 0 AGILENT TECH INC CVT BOND 00846UAB7 10,518 12,842,000 12,842,000 12,842,000 0 AGL RESOURCES INC PS 001198209 2,035 77,800 77,800 77,800 0 AGL RESOURCES INC CS 001204106 120,325 5,447,020 5,447,020 5,447,020 0 AGNICO-EAGLE MINES CS 008474108 12,811 800,200 800,200 800,200 0 AIR PRODUCTS & CHEMICALS CS 009158106 118,241 2,814,600 2,814,600 2,814,600 0 AIRGAS INC CS 009363102 218 16,600 16,600 16,600 0 AIRTRAN HOLDINGS INC CS 00949P108 2 545 545 545 0 ALARIS MEDICAL INC CS 011637105 2 355 355 355 0 ALBANY INTERNATIONAL CS 012348108 63 3,300 3,300 3,300 0 ALBERTSON'S INC CS 013104104 5,397 223,400 223,400 223,400 0 ALCOA INC CS 013817101 8,353 432,785 432,785 432,785 0 ALCON, INC CS H01301102 246,077 6,350,371 6,350,371 6,350,371 0 ALEXANDER & BALDWIN INC CS 014482103 2,935 132,200 132,200 132,200 0 ALEXANDRIA REAL ESTATE CS 015271109 425 10,000 10,000 10,000 0 ALLERGAN CVT BOND 018490AA0 3,178 5,000,000 5,000,000 5,000,000 0 ALLETE CS 018522102 1,080 50,000 50,000 50,000 0 ALLIANCE DATA SYSTEMS CS 018581108 1,139 75,200 75,200 75,200 0 ALLIANCE GAMING INC CS 01859P609 289 18,700 18,700 18,700 0 ALLIANCE IMAGING INC CS 018606202 14,591 1,220,000 1,220,000 1,220,000 0 ALLIANT ENERGY CORP CS 018802108 6,808 353,646 353,646 353,646 0 ALLIANT TECHSYSTEMS INC CS 018804104 73,642 1,063,416 1,063,416 1,063,416 0 ALLIED CAPITAL CORP CS 01903Q108 8,631 394,300 394,300 394,300 0 ALLIED RESEARCH ASSOC INC CS 019483106 205 10,000 10,000 10,000 0 ALLSTATE CORPORATION CS 020002101 194,871 5,481,613 5,481,613 5,481,613 0 ALLTEL CORP CS 020039103 95,357 2,376,195 2,376,195 2,376,195 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ ALPHARMA INC CS 020813101 2 195 195 195 0 ALTIRIS INC CS 02148M100 743 74,300 74,300 74,300 0 AMAZON.COM INC CS 023135106 6 350 350 350 0 AMBAC FINANCIAL GROUP INC CS 023139108 68,012 1,262,056 1,262,056 1,262,056 0 AMEREN CORP CS 023608102 57,037 1,369,442 1,369,442 1,369,442 0 AMEREN CORP PS 023608201 24,588 920,900 920,900 920,900 0 AMERICA MOVIL CS 02364W105 604 50,000 50,000 50,000 0 AMERICA WEST HOLDINGS CS 023657208 2 1,140 1,140 1,140 0 AMERICAN AXLE AND CS 024061103 5,341 213,796 213,796 213,796 0 AMERICAN CAPITAL CS 024937104 7,413 393,600 393,600 393,600 0 AMERICAN EAGLE OUTFITTERS CS 02553E106 11,478 956,100 956,100 956,100 0 AMERICAN ELECTRIC POWER CS 025537101 59,183 2,075,881 2,075,881 2,075,881 0 AMERICAN EXPRESS CO CS 025816109 77,080 2,472,097 2,472,097 2,472,097 0 AMERICAN FINANCIAL CS 026075101 610 20,080 20,080 20,080 0 AMERICAN GREETINGS CL-A CS 026375105 25,422 1,579,017 1,579,017 1,579,017 0 AMERICAN INT'L GROUP INC CS 026874107 934,370 17,081,720 17,081,720 17,081,720 0 AMERICAN ITALIAN PASTA CS 027070101 11,360 318,300 318,300 318,300 0 AMERICAN MANAGEMENT CS 027352103 250 19,600 19,600 19,600 0 AMERICAN PHARMACEUTICAL CS 02886P109 327 20,000 20,000 20,000 0 AMERICAN POWER CONVERSION CS 029066107 30,365 3,169,601 3,169,601 3,169,601 0 AMERICAN STANDARD COS INC CS 029712106 124,049 1,949,835 1,949,835 1,949,835 0 AMERICAN XTAL TECHNOLOGY CS 00246W103 1 345 345 345 0 AMERIPATH CS 03071D109 19,458 1,312,500 1,312,500 1,312,500 0 AMERISOURCEBERGEN CORP CS 03073E105 103,387 1,447,590 1,447,590 1,447,590 0 AMERUS GROUP CS 03072M108 19,117 674,074 674,074 674,074 0 AMETEK INC CS 031100100 439 15,070 15,070 15,070 0 AMGEN CS 031162100 289,890 6,952,634 6,952,634 6,952,634 0 AMSOUTH BANCORPORATION CS 032165102 26,605 1,282,784 1,282,784 1,282,784 0 AMYLIN PHARMACEUTICALS CS 032346108 6,181 372,000 372,000 372,000 0 ANADARKO PETROLEUM CORP CS 032511107 20,656 463,773 463,773 463,773 0 ANALOG DEVICES INC CS 032654105 9,566 485,565 485,565 485,565 0 ANALOGIC CORP CS 032657207 4,671 111,610 111,610 111,610 0 ANGLOGOLD LIMITED-SPON CS 035128206 12,728 477,604 477,604 477,604 0 ANHEUSER BUSCH INC CS 035229103 99,748 1,971,300 1,971,300 1,971,300 0 ANIXTER INTERNATIONAL INC CS 035290105 23,447 1,138,214 1,138,214 1,138,214 0 ANN TAYLOR STORES CORP CS 036115103 11,116 482,657 482,657 482,657 0 ANNALY MORTGAGE MGMT, INC CS 035710409 35,219 1,908,877 1,908,877 1,908,877 0 ANTEON INTERNATIONAL CORP CS 03674E108 2,612 96,100 96,100 96,100 0 ANTHEM INC CS 03674B104 2,295 35,300 35,300 35,300 0 AOL TIME WARNER CS 00184A105 339,526 29,019,350 29,019,350 29,019,350 0 APAC TELESERVICES INC CS 00185E106 185 65,600 65,600 65,600 0 APACHE CORP CS 037411105 177,553 2,986,602 2,986,602 2,986,602 0 APARTMENT INVESTMENT AND CS 03748R101 4,604 118,500 118,500 118,500 0 APEX MORTGAGE CAPITAL INC CS 037564101 168 15,000 15,000 15,000 0 APOLLO GOLD CORP WARRANTS CS 990202OI9 32 312,500 312,500 312,500 0 APOLLO GROUP INC CS 037604105 19,643 452,124 452,124 452,124 0 APPLEBEE'S INT'L, INC CS 037899101 65,037 2,967,681 2,967,681 2,967,681 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ APPLERA CORPORATION CS 038020103 19,299 1,054,606 1,054,606 1,054,606 0 APPLICA INC CS 03815A106 215 40,500 40,500 40,500 0 APPLIED MATERIALS INC CS 038222105 22,144 1,916,374 1,916,374 1,916,374 0 APTARGROUP INC CS 038336103 10,866 404,400 404,400 404,400 0 ARACRUZ CELULOSE SA CS 038496204 1,299 88,600 88,600 88,600 0 ARAMARK CORP CS 038521100 56,352 2,683,407 2,683,407 2,683,407 0 ARCH CHEMICALS INC CS 03937R102 2 100 100 100 0 ARCHER-DANIELS-MIDLAND CO CS 039483102 29,856 2,386,534 2,386,534 2,386,534 0 ARCHSTONE-SMITH TRUST CS 039583109 8,812 369,030 369,030 369,030 0 ARDEN REALTY GROUP INC CS 039793104 5,378 227,400 227,400 227,400 0 ARGOSY GAMING CO CS 040228108 416 18,100 18,100 18,100 0 ARKANSAS BEST HOLDINGS CS 040790107 12,927 449,720 449,720 449,720 0 ARROW ELECTRONICS INC CS 042735100 15,977 1,265,024 1,265,024 1,265,024 0 ARROW INTERNATIONAL INC CS 042764100 7,110 220,800 220,800 220,800 0 ARVINMERITOR INC CS 043353101 12,081 646,056 646,056 646,056 0 ASHANTI GOLDFIELDS CS 043743202 9,759 1,718,099 1,718,099 1,718,099 0 ASHLAND INC CS 044204105 4,588 171,257 171,257 171,257 0 ASSOCIATED BANC CORP CS 045487105 9,476 299,500 299,500 299,500 0 ASTORIA FINANCIAL CORP CS 046265104 246 10,070 10,070 10,070 0 ASYST TECHNOLOGIES INC CS 04648X107 390 64,700 64,700 64,700 0 AT&T CORP CS 001957109 114,154 9,504,901 9,504,901 9,504,901 0 AT&T WIRELESS SERVICES CS 00209A106 2,710 657,703 657,703 657,703 0 ATLANTIC COAST AIRLINES CS 048396105 124 13,400 13,400 13,400 0 AUTODESK INC CS 052769106 22,498 1,788,400 1,788,400 1,788,400 0 AUTOMATIC DATA PROCESSING CS 053015103 123,151 3,541,875 3,541,875 3,541,875 0 AUTONATION INC CS 05329W102 68,216 5,921,492 5,921,492 5,921,492 0 AUTOZONE INC CS 053332102 11,444 145,115 145,115 145,115 0 AVALON BAY COMMUNITIES CS 053484101 9,075 217,100 217,100 217,100 0 AVERY DENNISON CORP CS 053611109 26,234 460,400 460,400 460,400 0 AVID TECHNOLOGY INC CS 05367P100 190 18,400 18,400 18,400 0 AVNET INC CS 053807103 23,536 2,181,289 2,181,289 2,181,289 0 AVOCENT CORPORATION CS 053893103 1,064 79,530 79,530 79,530 0 AVX INC CS 002444107 22,435 2,590,600 2,590,600 2,590,600 0 AZTAR CORP CS 054802103 392 29,700 29,700 29,700 0 B B AND T CORP CS 054937107 701 20,000 20,000 20,000 0 B E AEROSPACE INC CS 073302101 48 10,000 10,000 10,000 0 B M C SOFTWARE CS 055921100 9,084 695,000 695,000 695,000 0 BAKER HUGHES INC CS 057224107 46,494 1,601,572 1,601,572 1,601,572 0 BALL CORP CS 058498106 55,156 1,094,590 1,094,590 1,094,590 0 BANCORPSOUTH INC PS 05969E305 3,336 125,900 125,900 125,900 0 BANCORPSOUTH INC CS 059692103 9,718 493,300 493,300 493,300 0 BANDAG INC CS 059815100 4,941 162,000 162,000 162,000 0 BANK MUTUAL CORPORATION CS 063748107 202 10,000 10,000 10,000 0 BANK OF AMERICA CORP CS 060505104 515,245 8,075,943 8,075,943 8,075,943 0 BANK OF HAWAII CORP CS 062540109 117 4,200 4,200 4,200 0 BANK OF NEW YORK CO INC CS 064057102 35,131 1,222,373 1,222,373 1,222,373 0 BANK ONE CORP CS 06423A103 9,215 246,384 246,384 246,384 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ BANKNORTH GROUP INC CS 06646R107 238 10,000 10,000 10,000 0 BANTA CORP CS 066821109 10,139 285,600 285,600 285,600 0 BARD (C R) INC CS 067383109 34,337 628,540 628,540 628,540 0 BARNES GROUP INC CS 067806109 538 26,800 26,800 26,800 0 BARR LABS INC CS 068306109 11,423 183,378 183,378 183,378 0 BARRICK GOLD CORP CS 067901108 30,432 1,957,016 1,957,016 1,957,016 0 BAXTER INTERNATIONAL INC CS 071813109 69,942 2,289,443 2,289,443 2,289,443 0 BAXTER INTL CVT BOND 071813AR0 3,965 4,000,000 4,000,000 4,000,000 0 BEA SYSTEMS CS 073325102 494 95,600 95,600 95,600 0 BEAR STEARNS COS INC CS 073902108 105,688 1,873,908 1,873,908 1,873,908 0 BECKMAN COULTER INC CS 075811109 81,227 2,098,900 2,098,900 2,098,900 0 BECTON DICKINSON & CO CS 075887109 23,047 811,500 811,500 811,500 0 BED BATH & BEYOND INC CS 075896100 11,024 338,300 338,300 338,300 0 BEL FUSE INC CS 077347300 187 8,800 8,800 8,800 0 BELLSOUTH CORP CS 079860102 132,116 7,195,849 7,195,849 7,195,849 0 BELO CORPORATION CS 080555105 8,591 392,641 392,641 392,641 0 BEMIS CO INC CS 081437105 6,669 135,000 135,000 135,000 0 BENCHMARK ELECTRONICS INC CS 08160H101 1,679 79,775 79,775 79,775 0 BERKLEY (W R) CORPORATION CS 084423102 1,635 48,100 48,100 48,100 0 BERKSHIRE HATHAWAY INC CS 084670108 379,550 5,136 5,136 5,136 0 BERKSHIRE HATHAWAY INC CS 084670207 200,483 81,332 81,332 81,332 0 BERRY PETROLEUM CO CS 085789105 934 55,000 55,000 55,000 0 BEST BUY CO CS 086516101 16,028 718,400 718,400 718,400 0 BIG LOT INC CS 089302103 16,878 1,066,195 1,066,195 1,066,195 0 BIG 5 SPORTING GOODS CORP CS 08915P101 2,045 200,000 200,000 200,000 0 BIO-RAD LABORATORIES CS 090572207 3,819 101,400 101,400 101,400 0 BIOMET INC CS 090613100 24,096 904,000 904,000 904,000 0 BIOSITE INCORPORATED CS 090945106 2,430 83,795 83,795 83,795 0 BISYS GROUP INC CS 055472104 29,102 1,741,570 1,741,570 1,741,570 0 BJ SERVICES COMPANY CS 055482103 89,342 3,436,246 3,436,246 3,436,246 0 BLACK & DECKER CORP CS 091797100 46,364 1,105,745 1,105,745 1,105,745 0 BLACK BOX CORP CS 091826107 21,709 653,780 653,780 653,780 0 BLOCK (H & R) INC CS 093671105 51,591 1,228,065 1,228,065 1,228,065 0 BLOCKBUSTER INC CS 093679108 11,840 477,438 477,438 477,438 0 BLUE RHINO CORP CS 095811105 611 40,000 40,000 40,000 0 BLYTH INDUSTRIES INC CS 09643P108 117 4,200 4,200 4,200 0 BOB EVANS FARMS INC CS 096761101 121 5,100 5,100 5,100 0 BOEING CO CS 097023105 58,481 1,713,474 1,713,474 1,713,474 0 BORDERS GROUP INC CS 099709107 2,518 159,346 159,346 159,346 0 BORG-WARNER AUTOMOTIVE CS 099724106 3,477 70,040 70,040 70,040 0 BOSTON BEER COMPANY CS 100557107 487 35,000 35,000 35,000 0 BOSTON COMMUNICATIONS CS 100582105 626 60,215 60,215 60,215 0 BOSTON PROPERTIES INC CS 101121101 2,474 66,500 66,500 66,500 0 BOSTON SCIENTIFIC CORP CS 101137107 67,314 2,132,883 2,132,883 2,132,883 0 BOWATER INC CS 102183100 34,714 983,400 983,400 983,400 0 BOYD GAMING CORPORATION CS 103304101 3 135 135 135 0 BP PLC CS 055622104 319,742 8,013,578 8,013,578 8,013,578 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ BP PRUDHOE BAY ROYALTY CS 055630107 7 500 500 500 0 BRIGGS & STRATTON CS 109043109 12,017 320,100 320,100 320,100 0 BRIGHT HORIZONS FAMILY CS 109195107 278 10,000 10,000 10,000 0 BRINKER INTERNATIONAL INC CS 109641100 25,089 968,677 968,677 968,677 0 BRISTOL-MYERS SQUIBB CO CS 110122108 126,509 5,315,504 5,315,504 5,315,504 0 BROADCOM CORP CS 111320107 1 110 110 110 0 BROCADE COMMUNICATIONS CS 111621108 8,542 1,135,900 1,135,900 1,135,900 0 BRUNSWICK CORP CS 117043109 3,178 151,045 151,045 151,045 0 BUENAVENTURA CS 204448104 14,661 685,100 685,100 685,100 0 BUILDING MATERIALS CS 120113105 129 11,100 11,100 11,100 0 BURLINGTON COAT FACTORY CS 121579106 2 105 105 105 0 BURLINGTON NORTHERN CS 12189T104 8,542 357,112 357,112 357,112 0 BURLINGTON RESOURCES CS 122014103 51,210 1,334,976 1,334,976 1,334,976 0 BURR BROWN CVT BOND 122574AF3 10,239 10,246,000 10,246,000 10,246,000 0 BWAY CORP CS 056039100 183 13,200 13,200 13,200 0 C E C ENTERTAINMENT INC CS 125137109 32,809 961,867 961,867 961,867 0 C N A SURETY CORP CS 12612L108 12,110 917,400 917,400 917,400 0 C P I CORP CS 125902106 136 9,900 9,900 9,900 0 C S S INDUSTRIES INC CS 125906107 119 3,300 3,300 3,300 0 CABLE DESIGN TECHNOLOGIES CS 126924109 7,761 1,268,200 1,268,200 1,268,200 0 CABOT MICROELECTRONICS CS 12709P103 5,794 155,689 155,689 155,689 0 CAMPBELL SOUP CO CS 134429109 124,257 5,627,600 5,627,600 5,627,600 0 CANADIAN NATIONAL RAILWAY CS 9996007H6 32,588 872,734 872,734 872,734 0 CANADIAN PACIFIC RAILWAY CS 13645T100 18,652 1,022,033 1,022,033 1,022,033 0 CAPITAL AUTOMOTIVE REIT CS 139733109 1,362 54,500 54,500 54,500 0 CAPITAL CROSSING BANK CS 140071101 84 3,800 3,800 3,800 0 CAPITAL ONE FINANCIAL CS 14040H105 25,737 737,020 737,020 737,020 0 CAPITOL FEDERAL CS 14057C106 222 10,000 10,000 10,000 0 CARAUSTAR INDUSTRIES INC CS 140909102 7,585 814,700 814,700 814,700 0 CARDINAL HEALTH INC CS 14149Y108 104,076 1,673,248 1,673,248 1,673,248 0 CAREER EDUCATION CORP CS 141665109 6,921 144,227 144,227 144,227 0 CARLISLE COMPANIES INC CS 142339100 235 6,400 6,400 6,400 0 CARNIVAL CORP CS 143658102 137,431 5,475,355 5,475,355 5,475,355 0 CARRAMERICA REALTY CORP CS 144418100 2,852 113,300 113,300 113,300 0 CASCADE CORP CS 147195101 681 48,500 48,500 48,500 0 CASELLA WASTE SYSTEMS INC CS 147448104 1,470 228,400 228,400 228,400 0 CASEY'S GENERAL STORES CS 147528103 19,368 1,670,400 1,670,400 1,670,400 0 CASINO AMERICA INC CS 464592104 118 7,100 7,100 7,100 0 CATALINA MARKETING CORP CS 148867104 19,528 695,433 695,433 695,433 0 CATELLUS DEVELOPMENT CORP CS 149111106 646 35,000 35,000 35,000 0 CATERPILLAR INC CS 149123101 58,715 1,577,500 1,577,500 1,577,500 0 CATO CORP CS 149205106 137 7,200 7,200 7,200 0 CBL AND ASSOCIATES CS 124830100 5,664 146,172 146,172 146,172 0 CCC INFORMATION SERVICES CS 12487Q109 425 32,600 32,600 32,600 0 CDW COMPUTER CENTERS INC CS 125129106 4,614 108,900 108,900 108,900 0 CEDAR FAIR L.P. CS 150185106 2 90 90 90 0 CELADON GROUP INC CS 150838100 334 30,100 30,100 30,100 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ CELESTICA CS 15101Q108 19,220 1,467,182 1,467,182 1,467,182 0 CEMEX SA CS 151290889 51,488 2,469,472 2,469,472 2,469,472 0 CENDANT CORP CS 151313103 48,215 4,480,952 4,480,952 4,480,952 0 CENTERPOINT ENERGY INC CS 15189T107 7,458 745,029 745,029 745,029 0 CENTEX CONSTRUCTION PROD CS 15231R109 181 5,065 5,065 5,065 0 CENTEX CORP CS 152312104 4,941 111,403 111,403 111,403 0 CENTRAL HUDSON GAS & ELEC CS 12541M102 277 5,900 5,900 5,900 0 CENTRAL PARKING CORP CS 154785109 1,772 88,000 88,000 88,000 0 CENTURYTEL INC CS 156700106 27,530 1,227,380 1,227,380 1,227,380 0 CENTURYTEL INC PS 156700403 9,962 468,600 468,600 468,600 0 CEPHALON INC CS 156708109 420 10,300 10,300 10,300 0 CERIDIAN CORP - NEW CS 156779100 28,424 1,994,700 1,994,700 1,994,700 0 CERTEGY INC CS 156880106 15,305 761,436 761,436 761,436 0 CHARLES RIVER LABS CS 159864107 204 5,200 5,200 5,200 0 CHARMING SHOPPES INC CS 161133103 6,781 1,005,379 1,005,379 1,005,379 0 CHARTER ONE FINANCIAL CS 160903100 27,836 936,615 936,615 936,615 0 CHATEAU COMMUNITIES INC CS 161726104 2,126 80,500 80,500 80,500 0 CHATTEM INC CS 162456107 1,184 29,000 29,000 29,000 0 CHECK POINT SOFTWARE CS M22465104 1,955 142,059 142,059 142,059 0 CHECKFREE CORP CS 162813109 279 24,600 24,600 24,600 0 CHECKPOINT SYSTEMS CS 162825103 117 9,500 9,500 9,500 0 CHELSEA PROPERTY GROUP CS 163421100 4,160 123,265 123,265 123,265 0 CHEMICAL FINANCIAL CS 163731102 248 8,600 8,600 8,600 0 CHESAPEAKE ENERGY CS 165167107 61 9,200 9,200 9,200 0 CHEVRONTEXACO CORP CS 166764100 180,074 2,600,351 2,600,351 2,600,351 0 CHICO'S FAS INC CS 168615102 38,672 2,427,598 2,427,598 2,427,598 0 CHIPPAC INC CS 169657103 1 630 630 630 0 CHIQUITA BRANDS INT'L INC CS 170032809 2,537 164,200 164,200 164,200 0 CHIRON CORP CS 170040109 6,505 186,318 186,318 186,318 0 CHITTENDEN CORP CS 170228100 444 15,000 15,000 15,000 0 CHOICEPOINT INC CS 170388102 356 10,000 10,000 10,000 0 CHUBB CORP CS 171232101 46,635 850,535 850,535 850,535 0 CHURCHILL DOWNS INC CS 171484108 366 10,000 10,000 10,000 0 CIA VALE DO RIO DOCE CS 204412209 1,192 52,400 52,400 52,400 0 CIGNA CORP CS 125509109 65,331 923,403 923,403 923,403 0 CINERGY CORP CS 172474108 3,825 121,700 121,700 121,700 0 CINTAS CORP CS 172908105 421 10,045 10,045 10,045 0 CIRCOR INTERNATIONAL INC CS 17273K109 5,502 410,600 410,600 410,600 0 CIRCUIT CITY STORES INC CS 172737108 9,563 631,236 631,236 631,236 0 CISCO SYSTEMS INC CS 17275R102 316,617 30,211,592 30,211,592 30,211,592 0 CITIGROUP INC CS 172967101 798,914 26,944,808 26,944,808 26,944,808 0 CITIZENS BANKING CORP CS 174420109 4,059 168,300 168,300 168,300 0 CKE RESTAURANTS INC CS 12561E105 189 47,200 47,200 47,200 0 CLAIRE'S STORES INC CS 179584107 7,220 331,200 331,200 331,200 0 CLARCOR CS 179895107 921 30,000 30,000 30,000 0 CLAYTON HOMES INC CS 184190106 1,435 130,700 130,700 130,700 0 CLEAR CHANNEL CS 184502102 39,370 1,132,958 1,132,958 1,132,958 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ CLOROX CO CS 189054109 70,515 1,754,967 1,754,967 1,754,967 0 CMS ENERGY CORP CS 125896100 2,536 314,667 314,667 314,667 0 COACHMEN INDUSTRIES CS 189873102 302 20,150 20,150 20,150 0 COCA-COLA BOTTLING CONS CS 191098102 470 10,000 10,000 10,000 0 COCA-COLA CO CS 191216100 363,318 7,575,440 7,575,440 7,575,440 0 COCA-COLA ENTERPRISES INC CS 191219104 10,682 502,938 502,938 502,938 0 COEUR D'ALENE MINES CS 192108108 780 500,000 500,000 500,000 0 COGNIZANT TECH SOLUTIONS CS 192446102 1,153 20,040 20,040 20,040 0 COGNOS INC CS 19244C109 1,100 65,400 65,400 65,400 0 COHERENT INC CS 192479103 7,948 436,200 436,200 436,200 0 COHU INC CS 192576106 2 150 150 150 0 COLE NATIONAL CORP CS 193290103 212 16,900 16,900 16,900 0 COLGATE PALMOLIVE CO CS 194162103 22,405 415,300 415,300 415,300 0 COLONIAL PROPERTIES TRUST CS 195872106 580 16,030 16,030 16,030 0 COLORADO BUSINESS CS 190897108 160 10,000 10,000 10,000 0 COMCAST CORP CL A SPL COM CS 200300200 138,069 6,615,658 6,615,658 6,615,658 0 COMERICA INC CS 200340107 20,505 425,234 425,234 425,234 0 COMMERCE BANCORP N J CS 200519106 6,488 156,300 156,300 156,300 0 COMMERCE BANCSHARES INC CS 200525103 21,299 544,514 544,514 544,514 0 COMMERCIAL FEDERAL CORP CS 201647104 9,614 441,600 441,600 441,600 0 COMMERCIAL METALS CO CS 201723103 591 33,000 33,000 33,000 0 COMMERCIAL NET LEASE CS 202218103 1,390 86,230 86,230 86,230 0 COMMONWEALTH BANCORP INC CS 20268X102 460 10,000 10,000 10,000 0 COMMONWEALTH TELEPHONE CS 203349105 12,468 358,545 358,545 358,545 0 COMMUNITY TRUST BANCORP CS 204149108 51 1,900 1,900 1,900 0 COMPANHIA BRASILEIRA DE CS 20440T201 1,082 91,400 91,400 91,400 0 COMPUCOM SYSTEMS CS 204780100 467 81,000 81,000 81,000 0 COMPUTER ASSOC INT'L INC CS 204912109 2,033 211,800 211,800 211,800 0 COMPUTER SCIENCES CORP CS 205363104 46,518 1,673,898 1,673,898 1,673,898 0 COMPUWARE CORP CS 205638109 5,529 1,809,973 1,809,973 1,809,973 0 CONAGRA FOODS INC CS 205887102 89,457 3,599,867 3,599,867 3,599,867 0 CONCORD EFS INC CS 206197105 184,950 11,621,088 11,621,088 11,621,088 0 CONNECTICUT BANCSHARES CS 207540105 555 15,000 15,000 15,000 0 CONOCOPHILLIPS CS 20825C104 26,315 569,096 569,096 569,096 0 CONSOLIDATED EDISON INC CS 209115104 2,614 65,000 65,000 65,000 0 CONSTELLATION BRANDS CS 21036P108 21,742 941,211 941,211 941,211 0 CONSTELLATION ENERGY CS 210371100 1,240 50,000 50,000 50,000 0 CONTINENTAL AIRLINES CS 210795308 1 245 245 245 0 COOPER CAMERON CORP CS 216640102 48,565 1,162,966 1,162,966 1,162,966 0 COOPER COS CS 216648402 47,864 911,688 911,688 911,688 0 COOPER INDUSTRIES LTD CS G24182100 35,445 1,167,884 1,167,884 1,167,884 0 COOPER TIRE & RUBBER CO CS 216831107 5,512 341,500 341,500 341,500 0 COORSTEK INC CS 217020106 2 105 105 105 0 CORINTHIAN COLLEGES INC CS 218868107 8,977 238,055 238,055 238,055 0 CORN PRODUCTS INT'L INC CS 219023108 10,882 378,500 378,500 378,500 0 CORNERSTONE REALTY INCOME CS 21922V102 2 255 255 255 0 CORPORATE EXECUTIVE BOARD CS 21988R102 27,718 970,676 970,676 970,676 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ COST PLUS CS 221485105 2 80 80 80 0 COSTCO COMPANIES INC CS 22160K105 145,292 4,487,785 4,487,785 4,487,785 0 COUNTRYWIDE CREDIT CS 222372104 2,204 46,736 46,736 46,736 0 COURIER CORP CS 222660102 214 5,710 5,710 5,710 0 COVANCE INC CS 222816100 391 20,000 20,000 20,000 0 COVENTRY HEALTH CARE INC CS 222862104 24,588 756,541 756,541 756,541 0 COX COMMUNICATIONS, INC. CS 224044107 3,199 130,100 130,100 130,100 0 COX RADIO INC CS 224051102 24,154 923,300 923,300 923,300 0 CRACKER BARREL CVT BOND 12489VAB2 3,929 9,777,000 9,777,000 9,777,000 0 CRACKER BARREL OLD CTY CS 12489V106 236 10,300 10,300 10,300 0 CRANE CO CS 224399105 22,609 1,144,200 1,144,200 1,144,200 0 CROMPTON CORP CS 227116100 404 40,190 40,190 40,190 0 CROWN AMERICAN REALTY CS 228186102 184 20,000 20,000 20,000 0 CSG SYSTEMS INTERNATIONAL CS 126349109 639 58,594 58,594 58,594 0 CSK AUTO CORPORATION CS 125965103 4,304 344,900 344,900 344,900 0 CSX CORPORATION CS 126408103 3,486 132,143 132,143 132,143 0 CUBIC CORP CS 229669106 170 10,000 10,000 10,000 0 CULLEN/FROST BANKERS CS 229899109 19,855 581,400 581,400 581,400 0 CULP INC CS 230215105 225 26,500 26,500 26,500 0 CUMULUS MEDIA INC CS 231082108 20,926 1,185,251 1,185,251 1,185,251 0 CURATIVE HEALTH SERVICES CS 231264102 3,547 327,050 327,050 327,050 0 CURTISS-WRIGHT CORP CS 231561101 149 2,500 2,500 2,500 0 CV THERAPEUTICS CS 126667104 5,542 265,100 265,100 265,100 0 CVS CORP CS 126650100 19,697 777,000 777,000 777,000 0 CYBERONICS CS 23251P102 263 15,300 15,300 15,300 0 CYMER LASER CS 232572107 198 10,580 10,580 10,580 0 D P L INC CS 233293109 526 32,000 32,000 32,000 0 D Q E INC CS 23329J104 2,097 139,800 139,800 139,800 0 D S P GROUP INC CS 23332B106 2 125 125 125 0 DAIMLERCHRYSLER AG CS D1668R123 11,219 334,800 334,800 334,800 0 DAKTRONICS INC CS 234264109 248 26,000 26,000 26,000 0 DAVITA INC CS 23918K108 3,014 127,700 127,700 127,700 0 DEAN FOODS CS 242370104 25,077 630,400 630,400 630,400 0 DEB SHOPS INC CS 242728103 357 14,400 14,400 14,400 0 DEERE & CO CS 244199105 110,818 2,438,245 2,438,245 2,438,245 0 DELL COMPUTER CORP CS 247025109 185,877 7,907,983 7,907,983 7,907,983 0 DELPHI CORP CS 247126105 8,579 1,003,335 1,003,335 1,003,335 0 DELPHI FINANCIAL GRP INC CS 247131105 364 10,000 10,000 10,000 0 DELTA AIR LINES INC CS 247361108 1,457 156,846 156,846 156,846 0 DELUXE CORP CS 248019101 3,777 83,817 83,817 83,817 0 DENBURY RESOURCES INC CS 247916208 966 95,000 95,000 95,000 0 DENDRITE INT'L INC CS 248239105 124 19,400 19,400 19,400 0 DENTSPLY INTERNATIONAL CS 249030107 62,103 1,545,814 1,545,814 1,545,814 0 DEPARTMENT 56 INC CS 249509100 126 12,100 12,100 12,100 0 DEVELOPERS DIVERS CS 251591103 5,214 236,900 236,900 236,900 0 DEVON ENERGY CORP CS 25179M103 41,969 869,818 869,818 869,818 0 DEVON ENERGY CVT BOND 25179MAA1 13,283 13,372,000 13,372,000 13,372,000 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ DEVON ENERGY CVT BOND 25179MAB9 13,267 13,318,000 13,318,000 13,318,000 0 DIAGNOSTIC PRODUCTS CORP CS 252450101 1,150 25,000 25,000 25,000 0 DIAL CORP CS 25247D101 23,076 1,075,280 1,075,280 1,075,280 0 DIAMOND OFFSHORE DRILLING CVT BOND 25271CAE2 6,660 7,431,000 7,431,000 7,431,000 0 DIAMOND OFFSHORE DRILLING CS 25271C102 63,180 3,166,900 3,166,900 3,166,900 0 DIANON SYSTEMS INC CS 252826102 2 50 50 50 0 DIEBOLD INC CS 253651103 31,439 955,000 955,000 955,000 0 DILLARD'S INC CS 254067101 31,527 1,562,302 1,562,302 1,562,302 0 DIME COMMUNITY BANCSHARES CS 253922108 750 35,000 35,000 35,000 0 DIONEX CORP CS 254546104 767 30,000 30,000 30,000 0 DISNEY (WALT) COMPANY CS 254687106 83,503 5,515,364 5,515,364 5,515,364 0 DITECH COMMUNICATIONS CS 25500M103 922 550,500 550,500 550,500 0 DOLE FOOD COMPANY INC CS 256605106 871 30,000 30,000 30,000 0 DOLLAR TREE STORES INC CS 256747106 24,933 1,131,500 1,131,500 1,131,500 0 DOMINION RESOURCES INC CS 25746U109 9,669 190,589 190,589 190,589 0 DORAL FINANCIAL CORP CS 25811P100 884 36,600 36,600 36,600 0 DOVER CORP CS 260003108 99,744 3,930,009 3,930,009 3,930,009 0 DOW CHEMICAL CO CS 260543103 2,581 94,500 94,500 94,500 0 DOW JONES & CO INC CS 260561105 80,611 2,098,700 2,098,700 2,098,700 0 DRESS BARN INC CS 261570105 447 28,700 28,700 28,700 0 DREW INDUSTRIES INC CS 26168L205 156 10,000 10,000 10,000 0 DST SYSTEMS INC CS 233326107 98,882 3,355,353 3,355,353 3,355,353 0 DTE ENERGY CO PS 233331206 5,984 232,200 232,200 232,200 0 DTE ENERGY HOLDING CO CS 233331107 5,448 133,863 133,863 133,863 0 DU PONT CS 263534109 57,815 1,602,855 1,602,855 1,602,855 0 DUKE ENERGY CORP CS 264399106 25,689 1,314,001 1,314,001 1,314,001 0 DUKE-WEEKS REALTY CORP CS 264411505 6,911 280,700 280,700 280,700 0 DUN & BRADSTREET CS 26483E100 33,002 981,906 981,906 981,906 0 DURA AUTOMOTIVE SYSTEMS CS 265903104 717 58,255 58,255 58,255 0 E S S TECHNOLOGY INC CS 269151106 9,199 1,503,180 1,503,180 1,503,180 0 E W SCRIPPS CO CS 811054204 40,475 584,056 584,056 584,056 0 E*TRADE GROUP, INC CS 269246104 3,717 835,197 835,197 835,197 0 EAST WEST BANCORP INC CS 27579R104 339 10,000 10,000 10,000 0 EASTMAN CHEMICAL CO CS 277432100 5,918 155,053 155,053 155,053 0 EASTMAN KODAK CO CS 277461109 103,961 3,816,470 3,816,470 3,816,470 0 ECHO BAY MINES LTD CS 278751102 1,941 1,733,200 1,733,200 1,733,200 0 ECOLAB INC CS 278865100 32,209 771,845 771,845 771,845 0 EDISON INTERNATIONAL INC CS 281020107 23,311 2,331,102 2,331,102 2,331,102 0 EDUCATION MANAGEMENT CORP CS 28139T101 884 20,000 20,000 20,000 0 EDWARDS (A G) INC CS 281760108 100,245 3,134,600 3,134,600 3,134,600 0 EDWARDS LIFESCIENCES CP CS 28176E108 33,706 1,317,158 1,317,158 1,317,158 0 EGL INC CS 268484102 2 220 220 220 0 EL PASO CORP CS 28336L109 934 112,932 112,932 112,932 0 ELBIT SYSTEMS LTD CS M3760D101 1,147 73,000 73,000 73,000 0 ELECTROGLAS INC CS 285324109 156 77,830 77,830 77,830 0 ELECTRONIC ARTS CS 285512109 20,697 313,493 313,493 313,493 0 ELECTRONIC DATA SYSTEMS CS 285661104 13,180 942,760 942,760 942,760 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ ELECTRONICS FOR IMAGING CS 286082102 14,773 988,500 988,500 988,500 0 ELI LILLY & CO CS 532457108 135,722 2,452,510 2,452,510 2,452,510 0 EMC CORP CS 268648102 33,435 7,316,300 7,316,300 7,316,300 0 EMERSON ELECTRIC CO CS 291011104 245,948 5,597,361 5,597,361 5,597,361 0 EMMIS BROADCASTING CS 291525103 5,999 313,516 313,516 313,516 0 EMPIRE DISTRICT ELECTRIC CS 291641108 15,349 908,210 908,210 908,210 0 EMULEX CORP CS 292475209 318 28,240 28,240 28,240 0 ENCANA CORP CS 292505104 3,082 102,400 102,400 102,400 0 ENDO PHARMACEUTICAL CS 29264F205 3,210 373,500 373,500 373,500 0 ENDOCARE CS 29264P104 3 180 180 180 0 ENERGEN CORP CS 29265N108 1,595 63,000 63,000 63,000 0 ENERGIZER HOLDINGS INC CS 29266R108 14,659 482,200 482,200 482,200 0 ENERGY EAST CORPORATION CS 29266M109 1,767 89,200 89,200 89,200 0 ENGELHARD CORPORATION CS 292845104 574 24,080 24,080 24,080 0 ENGINEERED SUPPORT CS 292866100 279 4,900 4,900 4,900 0 ENSCO INTERNATIONAL CS 26874Q100 70,942 2,833,135 2,833,135 2,833,135 0 ENTEGRIS CS 29362U104 2 210 210 210 0 ENTERCOM COMMUNICATIONS CS 293639100 60,367 1,274,382 1,274,382 1,274,382 0 ENTERGY CORP CS 29364G103 17,921 430,782 430,782 430,782 0 EOG RESOURCES INC CS 26875P101 111,637 3,104,489 3,104,489 3,104,489 0 EPIQ SYSTEMS INC CS 26882D109 1,578 89,400 89,400 89,400 0 EQUIFAX INC CS 294429105 16,442 756,300 756,300 756,300 0 EQUITABLE RESOURCES INC CS 294549100 2,142 62,000 62,000 62,000 0 EQUITY INNS INC CS 294703103 2,680 432,200 432,200 432,200 0 EQUITY OFFICE PROPERTIES CS 294741103 113,195 4,384,013 4,384,013 4,384,013 0 EQUITY OFFICE PROPERTIES PS 294741871 789 31,500 31,500 31,500 0 EQUITY RESIDENTIAL CS 29476L107 71,789 2,998,714 2,998,714 2,998,714 0 ERESEARCH TECHNOLOGY INC CS 29481V108 923 50,000 50,000 50,000 0 ERIE INDEMNITY COMPANY CS 29530P102 710 17,200 17,200 17,200 0 ESPERION THERAPEUTICS INC CS 29664R106 7 1,150 1,150 1,150 0 ESSEX PROPERTY TRUST INC CS 297178105 168 3,400 3,400 3,400 0 ESTEE LAUDER CO INC CS 518439104 11,446 398,270 398,270 398,270 0 ETHAN ALLEN INTERIORS INC CS 297602104 326 10,060 10,060 10,060 0 EXACT SCIENCES CS 30063P105 268 20,000 20,000 20,000 0 EXCEL TECHNOLOGY INC CS 30067T103 190 10,095 10,095 10,095 0 EXELON CORPORATION CS 30161N101 24,978 525,862 525,862 525,862 0 EXPEDIA, INC CS 302125109 38,940 768,500 768,500 768,500 0 EXPRESS SCRIPTS INC CS 302182100 818 15,000 15,000 15,000 0 EXTENDED STAY AMERICA CS 30224P101 256 20,145 20,145 20,145 0 EXTREME NETWORKS CS 30226D106 1,961 466,900 466,900 466,900 0 EXXON MOBIL CORP CS 30231G102 494,689 15,507,491 15,507,491 15,507,491 0 F D X CORPORATION CS 31428X106 11,714 233,950 233,950 233,950 0 F L I R SYSTEMS INC CS 302445101 461 13,200 13,200 13,200 0 F M C CORP CS 302491303 10,447 404,600 404,600 404,600 0 F N B CORP CS 302520101 5 175 175 175 0 F P L GROUP INC CS 302571104 87,354 1,623,672 1,623,672 1,623,672 0 F P L GROUP INC PS 302571203 26,711 518,660 518,660 518,660 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ F P L GROUP INC PS 302571401 13,655 274,700 274,700 274,700 0 FACTSET RESEARCH SYSTEMS CS 303075105 19,553 736,447 736,447 736,447 0 FAIR, ISAAC, AND COMPANY CS 303250104 1,008 30,838 30,838 30,838 0 FAMILY DOLLAR STORES INC CS 307000109 18,932 704,300 704,300 704,300 0 FANNIE MAE CS 313586109 319,021 5,358,091 5,358,091 5,358,091 0 FASTENAL CO CS 311900104 19,175 607,660 607,660 607,660 0 FEDERAL HOME LOAN MTG CS 313400301 266,275 4,763,408 4,763,408 4,763,408 0 FEDERAL REALTY INVESTMENT CS 313747206 3,731 138,200 138,200 138,200 0 FEDERATED DEPT STORES INC CS 31410H101 117,752 3,999,721 3,999,721 3,999,721 0 FELCOR LODGING TRUST INC CS 31430F101 1,011 78,800 78,800 78,800 0 FEMSA UBD CS 344419106 24,371 721,048 721,048 721,048 0 FERRO CORP CS 315405100 2 70 70 70 0 FIDELITY NATIONAL CS 316326107 131,244 4,568,175 4,568,175 4,568,175 0 FIFTH THIRD BANCORP CS 316773100 58,230 951,400 951,400 951,400 0 FINISH LINE INC CS 317923100 136 15,100 15,100 15,100 0 FINLAY ENTERPRISES INC CS 317884203 283 19,000 19,000 19,000 0 FIRST AMERICAN FINC'L CS 318522307 34,736 1,700,237 1,700,237 1,700,237 0 FIRST BANCORP CS 318672102 595 15,600 15,600 15,600 0 FIRST CITIZENS BANCSHARES CS 31946M103 1,161 11,300 11,300 11,300 0 FIRST DATA CORPORATION CS 319963104 139,833 5,002,977 5,002,977 5,002,977 0 FIRST DEFIANCE FIANCIAL CS 32006W106 171 10,000 10,000 10,000 0 FIRST HEALTH GROUP CORP CS 320960107 22,270 818,764 818,764 818,764 0 FIRST INDUSTRIAL REALTY CS 32054K103 1,106 35,700 35,700 35,700 0 FIRST TENNESSEE NAT'L CS 337162101 55,673 1,605,787 1,605,787 1,605,787 0 FIRST VIRGINIA BANK INC CS 337477103 143,247 3,840,399 3,840,399 3,840,399 0 FIRSTENERGY CS 337932107 3,207 107,301 107,301 107,301 0 FIRSTMERIT CORPORATION CS 337915102 7,510 351,600 351,600 351,600 0 FISERV INC CS 337738108 40,858 1,450,910 1,450,910 1,450,910 0 FISHER SCIENTIFIC INT'L CS 338032204 45,222 1,490,008 1,490,008 1,490,008 0 FLEET BOSTON FINANCIAL CS 339030108 28,920 1,422,550 1,422,550 1,422,550 0 FLEXTRONICS INTERNATIONAL CS Y2573F102 1,013 145,200 145,200 145,200 0 FLUOR CORP CS 343412102 54,591 2,233,688 2,233,688 2,233,688 0 FLUSHING FINANCIAL CORP CS 343873105 2 110 110 110 0 FOOT LOCKER INC CS 344849104 9,140 914,900 914,900 914,900 0 FORD MOTOR CO CS 345370860 4,268 435,540 435,540 435,540 0 FORD MOTOR COMPANY PS 345395206 8,668 215,150 215,150 215,150 0 FOREST LABORATORIES INC CS 345838106 3 40 40 40 0 FORTUNE BRANDS INC CS 349631101 109,102 2,307,079 2,307,079 2,307,079 0 FORWARD AIR CORP CS 349853101 114 6,300 6,300 6,300 0 FOUNDRY NETWORKS INC CS 35063R100 166 30,275 30,275 30,275 0 FPIC INSURANCE GROUP INC CS 302563101 269 30,900 30,900 30,900 0 FRANKLIN ELECTRIC CO INC CS 353514102 250 5,900 5,900 5,900 0 FRANKLIN RESOURCES INC CS 354613101 81,131 2,608,700 2,608,700 2,608,700 0 FRED'S INC CS 356108100 6,717 225,023 225,023 225,023 0 FREEPORT MCMORAN COPPER CS 35671D857 19,743 1,466,765 1,466,765 1,466,765 0 FRIEDMANS INC CS 358438109 77 9,900 9,900 9,900 0 FRONTIER AIRLINES INC CS 359065109 45 9,300 9,300 9,300 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ FULLER (H B) CO CS 359694106 268 10,070 10,070 10,070 0 F5 NETWORKS CS 315616102 3,896 513,000 513,000 513,000 0 G & K SERVICES INC CS 361268105 3,371 99,600 99,600 99,600 0 GANNETT CO CS 364730101 112,324 1,556,165 1,556,165 1,556,165 0 GAP INC CS 364760108 2 170 170 170 0 GENENTECH INC CS 368710406 30,269 927,641 927,641 927,641 0 GENERAL DYNAMICS CORP CS 369550108 427,294 5,253,824 5,253,824 5,253,824 0 GENERAL ELECTRIC CO CS 369604103 975,024 39,554,715 39,554,715 39,554,715 0 GENERAL GROWTH PROPERTIES CS 370021107 10,018 194,532 194,532 194,532 0 GENERAL MILLS INC CS 370334104 666 15,000 15,000 15,000 0 GENERAL MOTORS PS 370442733 5,877 262,600 262,600 262,600 0 GENERAL MOTORS CORP CS 370442105 34,769 893,796 893,796 893,796 0 GENESEE & WYOMING INC CS 371559105 4,394 197,500 197,500 197,500 0 GENLYTE GROUP INC CS 372302109 767 21,600 21,600 21,600 0 GENTEX CORP CS 371901109 4,554 167,480 167,480 167,480 0 GENUINE PARTS CO CS 372460105 17,339 565,900 565,900 565,900 0 GENZYME CS 372917104 309 15,000 15,000 15,000 0 GEORGIA GULF CORP CS 373200203 6,705 293,200 293,200 293,200 0 GEORGIA PACIFIC GROUP CS 373298108 37,786 2,886,622 2,886,622 2,886,622 0 GETTY IMAGES INC CS 374276103 11,624 579,589 579,589 579,589 0 GETTY REALTY CORP CS 374297109 13,522 708,700 708,700 708,700 0 GILEAD SCIENCES INC CS 375558103 63,096 1,884,600 1,884,600 1,884,600 0 GILLETTE CO CS 375766102 111,345 3,761,659 3,761,659 3,761,659 0 GLOBAL IMAGING SYSTEMS CS 37934A100 253 13,400 13,400 13,400 0 GLOBAL POWER EQUIPMENT CS 37941P108 47 10,000 10,000 10,000 0 GOLDCORP INC CS 380956409 331 30,000 30,000 30,000 0 GOLDEN TELECOM CS 38122G107 2,572 213,863 213,863 213,863 0 GOLDMAN SACHS GROUP CS 38141G104 55,459 839,900 839,900 839,900 0 GOLDMAN SACHS 2.0% SYNTH CORP 38141GBZ6 21,408 21,652,000 21,652,000 21,652,000 0 GOLDMAN SACHS 2.5% SYNTH CORP 38141GCJ1 9,643 10,000,000 10,000,000 10,000,000 0 GOLDMAN SACHS 3.0% SYNTH CORP 38141GBJ2 7,745 7,640,000 7,640,000 7,640,000 0 GOLDMAN SACHS 3.5% SYNTH CORP 38141GCD4 23,778 24,621,000 24,621,000 24,621,000 0 GOODY'S FAMILY CLOTHING CS 382588101 141 30,000 30,000 30,000 0 GOODYEAR TIRE & RUBBER CO CS 382550101 5,854 658,495 658,495 658,495 0 GRAINGER (W W) INC CS 384802104 16,201 380,750 380,750 380,750 0 GREAT LAKES CHEMICAL CORP CS 390568103 360 15,000 15,000 15,000 0 GREAT LAKES REIT INC CS 390752103 210 12,000 12,000 12,000 0 GREAT PLAINS ENERGY INC CS 391164100 575 30,000 30,000 30,000 0 GREATER BAY BANCORP CS 391648102 2 100 100 100 0 GREENPOINT FINANCIAL CORP CS 395384100 4,026 96,465 96,465 96,465 0 GREY WOLF INC CS 397888108 163 45,300 45,300 45,300 0 GRIFFON CORPORATION CS 398433102 7,992 750,400 750,400 750,400 0 GTECH HOLDINGS CORP CS 400518106 25,194 1,015,066 1,015,066 1,015,066 0 GUCCI GROUP CS 401566104 33,988 402,648 402,648 402,648 0 GUIDANT CORPORATION CS 401698105 116,062 3,592,152 3,592,152 3,592,152 0 GULF ISLAND FABRICATION CS 402307102 224 19,200 19,200 19,200 0 GYMBOREE CORPORATION CS 403777105 139 8,500 8,500 8,500 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ H T E INC CS 403926108 114 32,000 32,000 32,000 0 HALLIBURTON CO CS 406216101 33,063 2,561,068 2,561,068 2,561,068 0 HANCOCK FABRICS INC CS 409900107 1,686 104,400 104,400 104,400 0 HANCOCK HOLDING COMPANY CS 410120109 1,444 30,900 30,900 30,900 0 HANDLEMAN CO CS 410252100 296 32,300 32,300 32,300 0 HANGER ORTHOPEDIC GROUP CS 41043F208 960 60,400 60,400 60,400 0 HARBOR FLORIDA BANCORP CS 411901101 2 85 85 85 0 HARLEY-DAVIDSON INC CS 412822108 52,103 1,121,700 1,121,700 1,121,700 0 HARMAN INTERNATIONAL CS 413086109 3,736 72,200 72,200 72,200 0 HARRAH'S ENTERTAINMENT CS 413619107 85,739 1,778,452 1,778,452 1,778,452 0 HARRIS CORP CS 413875105 20,613 615,507 615,507 615,507 0 HASBRO INC CS 418056107 5,556 499,200 499,200 499,200 0 HAWAIIAN ELECTRIC CS 419870100 1,444 33,500 33,500 33,500 0 HCA INC CS 404119109 326,700 6,861,999 6,861,999 6,861,999 0 HCC INSURANCE HOLDINGS CS 404132102 1,881 78,351 78,351 78,351 0 HEADWATERS INC CS 42210P102 2 170 170 170 0 HEALTH CARE PROPERTIES CS 421915109 4,726 110,950 110,950 110,950 0 HEALTH MANAGEMENT ASSOC CS 421933102 64,214 3,175,755 3,175,755 3,175,755 0 HEALTH NET INC CS 42222G108 195 9,100 9,100 9,100 0 HEALTHCARE REALTY TRUST CS 421946104 1,067 34,300 34,300 34,300 0 HEALTHCARE REIT INC CS 42217K106 1,096 40,070 40,070 40,070 0 HEALTHSOUTH CVT BOND 421924AF8 3,963 4,250,000 4,250,000 4,250,000 0 HEALTHTRONICS INC CS 42222L107 2 180 180 180 0 HEARST ARGYLE TELEVISION CS 422317107 9,860 396,923 396,923 396,923 0 HEARTLAND EXPRESS INC CS 422347104 12,039 642,946 642,946 642,946 0 HEINEKEN NV CS 423012202 736 18,825 18,825 18,825 0 HELMERICH & PAYNE INC CS 423452101 342 10,000 10,000 10,000 0 HENRY SCHEIN CS 806407102 55,081 1,044,280 1,044,280 1,044,280 0 HERITAGE PROPANE PARTNERS CS 426918108 5 170 170 170 0 HERITAGE PROPERTY CS 42725M107 10,423 417,600 417,600 417,600 0 HERMAN MILLER INC CS 600544100 26,168 1,472,985 1,472,985 1,472,985 0 HEWITT ASSOCIATES INC CS 42822Q100 16,079 544,300 544,300 544,300 0 HEWLETT-PACKARD CO CS 428236103 42,449 3,637,472 3,637,472 3,637,472 0 HIBBETT SPORTING GOODS CS 428565105 627 30,110 30,110 30,110 0 HIBERNIA CORPORATION CS 428656102 13,378 669,254 669,254 669,254 0 HIGHWOODS PROPERTIES INC CS 431284108 3,976 169,900 169,900 169,900 0 HIGHWOODS PROPERTIES INC PS 431284504 21 900 900 900 0 HILTON HOTELS CORP CS 432848109 68,400 6,010,517 6,010,517 6,010,517 0 HJ HEINZ CO CS 423074103 2,693 80,700 80,700 80,700 0 HOLLY CORP CS 435758305 272 16,015 16,015 16,015 0 HOLLYWOOD ENTERTAINMENT CS 436141105 410 28,300 28,300 28,300 0 HOME DEPOT INC CS 437076102 283,383 10,857,593 10,857,593 10,857,593 0 HONEYWELL INTERNATIONAL CS 438516106 181,604 8,384,283 8,384,283 8,384,283 0 HORACE MANN EDUCATORS CS 440327104 16,951 1,153,100 1,153,100 1,153,100 0 HORMEL FOODS CORP CS 440452100 2,488 113,700 113,700 113,700 0 HOSPITALITY PROPERTIES CS 44106M102 5,507 166,260 166,260 166,260 0 HOST MARRIOTT CORPORATION CS 44107P104 103,906 11,196,731 11,196,731 11,196,731 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ HOT TOPIC INC CS 441339108 5,548 307,902 307,902 307,902 0 HOTELS.COM CS 44147T108 10,693 210,896 210,896 210,896 0 HOUSEHOLD INT'L INC CS 441815107 42,672 1,507,310 1,507,310 1,507,310 0 HOUSTON EXPLORATION CS 442120101 361 11,600 11,600 11,600 0 HOVNANIAN ENTERPRISES INC CS 442487203 6,641 196,477 196,477 196,477 0 HPL TECHNOLOGIES INC CS 40426C105 7 134,320 134,320 134,320 0 HRPT PROPERTIES TRUST CS 40426W101 6,039 731,997 731,997 731,997 0 HRPT PROPERTIES TRUST PS 40426W309 3,922 157,700 157,700 157,700 0 HUANENG POWER INTL INC CS 443304100 566 18,000 18,000 18,000 0 HUBBELL INC CS 443510201 35,335 1,215,500 1,215,500 1,215,500 0 HUDSON CITY BANCORP INC CS 443683107 324 20,000 20,000 20,000 0 HUGHES SUPPLY INC CS 444482103 3,728 127,946 127,946 127,946 0 HUMANA INC CS 444859102 1,075 86,700 86,700 86,700 0 HYDRIL CS 448774109 6,667 267,600 267,600 267,600 0 HYPERION SOLUTIONS CORP CS 44914M104 275 15,000 15,000 15,000 0 I C N PHARMACEUTICALS CS 448924100 108 11,900 11,900 11,900 0 I C T GROUP INC CS 44929Y101 504 25,000 25,000 25,000 0 I T T HARTFORD GROUP INC CS 416515104 3,243 79,100 79,100 79,100 0 ICU MEDICAL INC CS 44930G107 212 5,800 5,800 5,800 0 IDACORP INC CS 451107106 11,635 478,200 478,200 478,200 0 IDEC PHARMACEUTICALS CORP CS 449370105 33,493 806,565 806,565 806,565 0 IDEX CORPORATION CS 45167R104 9,884 346,200 346,200 346,200 0 IDEXX LABORATORIES INC CS 45168D104 160 5,200 5,200 5,200 0 IKON OFFICE SOLUTIONS CS 451713101 16,200 2,055,859 2,055,859 2,055,859 0 ILLINOIS TOOL WORK CS 452308109 43,730 749,700 749,700 749,700 0 IMATION CORP CS 45245A107 1,831 64,648 64,648 64,648 0 IMMUCOR INC CS 452526106 1,337 82,000 82,000 82,000 0 IMS HEALTH INC CS 449934108 22,424 1,497,926 1,497,926 1,497,926 0 INAMED CORP CS 453235103 97 4,200 4,200 4,200 0 INCO LTD CS 453258402 8,796 547,700 547,700 547,700 0 INDEPENDENCE COMMUNITY CS 453414104 251 10,000 10,000 10,000 0 INDYMAC MORTGAGE HOLDINGS CS 456607100 322 16,700 16,700 16,700 0 INFORMATION HOLDINGS INC CS 456727106 2 110 110 110 0 INGERSOLL-RAND CO CS G4776G101 1,643 47,700 47,700 47,700 0 INNKEEPERS USA TRUST CS 4576J0104 1,516 189,700 189,700 189,700 0 INSIGHT ENTERPRISES CS 45765U103 10,863 1,068,700 1,068,700 1,068,700 0 INSITUFORM TECHNOLOGIES CS 457667103 16,924 1,182,700 1,182,700 1,182,700 0 INT'L BUSINESS MACHINES CS 459200101 430,832 7,378,523 7,378,523 7,378,523 0 INT'L GAME TECHNOLOGY CS 459902102 13,087 189,281 189,281 189,281 0 INT'L MULTIFOODS CORP CS 460043102 8,024 409,400 409,400 409,400 0 INT'L PAPER COMPANY CS 460146103 4,488 134,413 134,413 134,413 0 INT'L PAPER CVT PFD PS 460137300 7,700 175,200 175,200 175,200 0 INT'L RECTIFIER CORP CS 460254105 214 13,690 13,690 13,690 0 INTEGRATED CIRCUIT CS 45811K208 258 16,400 16,400 16,400 0 INTEGRATED DEFENSE TECH CS 45819B101 508 25,800 25,800 25,800 0 INTEL CORPORATION CS 458140100 352,468 25,403,113 25,403,113 25,403,113 0 INTER-TEL INC CS 458372109 7,439 367,549 367,549 367,549 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ INTERACTIVE DATA CORP CS 45840J107 270 22,200 22,200 22,200 0 INTERGRAPH CORPORATION CS 458683109 21 1,200 1,200 1,200 0 INTERSIL HOLDING CORP CS 46069S109 318 24,500 24,500 24,500 0 INTERSTATE BAKERIES CORP CS 46072H108 3,773 142,000 142,000 142,000 0 INTUIT CS 461202103 27,039 593,800 593,800 593,800 0 INVACARE CORP CS 461203101 516 15,070 15,070 15,070 0 INVISION TECHNOLOGIES INC CS 461851107 2,571 80,400 80,400 80,400 0 INVITROGEN CORP CS 46185R100 16,825 493,391 493,391 493,391 0 IOMEGA CORP CS 462030305 253 23,700 23,700 23,700 0 IONICS INC CS 462218108 5,781 242,800 242,800 242,800 0 ITRON INC CS 465741106 539 29,300 29,300 29,300 0 ITT INDUSTRIES CS 450911102 937 15,030 15,030 15,030 0 J B HUNT TRANSPORT CS 445658107 10,594 450,134 450,134 450,134 0 J L G INDUSTRIES CS 466210101 2 250 250 250 0 J. JILL GROUP INC CS 466189107 4,484 258,420 258,420 258,420 0 JABIL CIRCUIT INC CS 466313103 995 67,325 67,325 67,325 0 JACK HENRY & ASSOCIATES CS 426281101 9,576 771,000 771,000 771,000 0 JACK IN THE BOX CS 466367109 17,255 756,800 756,800 756,800 0 JAKKS PACIFIC INC CS 47012E106 6,493 583,105 583,105 583,105 0 JC PENNEY COMPANY INC CS 708160106 14,725 924,918 924,918 924,918 0 JO ANN STORES INC CS 47758P109 227 8,100 8,100 8,100 0 JOHN H HARLAND CO CS 412693103 163 6,000 6,000 6,000 0 JOHN HANCOCK FINANCIAL CS 41014S106 4,565 164,200 164,200 164,200 0 JOHN WILEY & SONS INC CS 968223206 6,469 293,900 293,900 293,900 0 JOHNSON & JOHNSON CS 478160104 812,239 15,019,214 15,019,214 15,019,214 0 JOHNSON CONTROLS INC CS 478366107 40,050 521,347 521,347 521,347 0 JOHNSON OUTDOORS INC CS 479167108 339 31,900 31,900 31,900 0 JONES APPAREL CVT BOND 480081AD0 3,307 6,163,000 6,163,000 6,163,000 0 JONES APPAREL GROUP INC CS 480074103 111,968 3,647,179 3,647,179 3,647,179 0 J2 GLOBAL COMMUNICATIONS CS 46626E205 795 40,000 40,000 40,000 0 K-SWISS INC CS 482686102 178 8,300 8,300 8,300 0 KADANT INC CS 48282T104 9,428 698,400 698,400 698,400 0 KANSAS CITY LIFE INS CS 484836101 731 19,089 19,089 19,089 0 KANSAS CITY SOUTHERN CS 485170302 223 18,000 18,000 18,000 0 KB HOME CS 48666K109 33,178 679,314 679,314 679,314 0 KDG INVESTMENTS CS 990002537 2,805 2,062,222 2,062,222 2,062,222 0 KEANE INC CS 486665102 2 255 255 255 0 KELLOGG CO CS 487836108 42,329 1,273,051 1,273,051 1,273,051 0 KELLWOOD CO CS 488044108 8,426 368,600 368,600 368,600 0 KELLY SERVICES INC CS 488152208 5,712 262,780 262,780 262,780 0 KEMET CORP CS 488360108 1 175 175 175 0 KENNAMETAL INC CS 489170100 323 10,060 10,060 10,060 0 KENNETH COLE PRODUCTIONS CS 193294105 1,017 50,080 50,080 50,080 0 KERR-MCGEE CORP CS 492386107 18,583 427,783 427,783 427,783 0 KEYCORP CS 493267108 20,663 827,500 827,500 827,500 0 KEYSPAN ENERGY CORP CS 49337W100 22,954 685,198 685,198 685,198 0 KILROY REALTY CS 49427F108 3,037 128,100 128,100 128,100 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ KIMBERLY-CLARK CORP CS 494368103 217,340 3,837,214 3,837,214 3,837,214 0 KIMCO REALTY CORP CS 49446R109 3,790 121,850 121,850 121,850 0 KINDER MORGAN CS 49455U100 595 20,000 20,000 20,000 0 KINDER MORGAN CS 494550106 22,099 692,111 692,111 692,111 0 KINDER MORGAN INC CS 49455P101 2,095 59,100 59,100 59,100 0 KINDRED HEALTHCARE INC CS 494580103 11,658 315,169 315,169 315,169 0 KINROSS GOLD CORPORATION CS 496902107 813 371,380 371,380 371,380 0 KIRBY CORP CS 497266106 120 5,300 5,300 5,300 0 KLA TENCOR CORP CS 482480100 15,685 561,186 561,186 561,186 0 KOHL'S CORP CS 500255104 33,810 555,997 555,997 555,997 0 KOPIN CORP CS 500600101 15 4,200 4,200 4,200 0 KOREA ELEC PWR CO -SP ADR CS 500631106 560 60,000 60,000 60,000 0 KRAFT FOODS INC. CS 50075N104 365 10,000 10,000 10,000 0 KRAMONT REALTY TRUST CS 50075Q107 148 10,000 10,000 10,000 0 KROGER CORPORATION CS 501044101 32 2,300 2,300 2,300 0 KROLL INC CS 501049100 2,513 126,800 126,800 126,800 0 L T X CORPORATION CS 502392103 1 290 290 290 0 L-3 COMMUNICATIONS CS 502424104 94,695 1,796,877 1,796,877 1,796,877 0 LA QUINTA PROPERTIES CS 50419U202 984 204,900 204,900 204,900 0 LA-Z-BOY CHAIR CO CS 505336107 135 5,800 5,800 5,800 0 LABOR READY INC CS 505401208 474 75,000 75,000 75,000 0 LABORATORY CORP OF AMER CS 50540R409 27,188 804,850 804,850 804,850 0 LAMAR ADVERTISING CO CS 512815101 1,403 46,270 46,270 46,270 0 LANCASTER COLONY CORP CS 513847103 6,805 161,555 161,555 161,555 0 LANCE INC CS 514606102 12,724 1,001,100 1,001,100 1,001,100 0 LANDAMERICA FINANCIAL CS 514936103 181 5,500 5,500 5,500 0 LANDRY'S SEAFODD CS 51508L103 56 2,500 2,500 2,500 0 LANDSTAR SYSTEM INC. CS 515098101 3,448 70,340 70,340 70,340 0 LEAR CORPORATION CS 521865105 33,913 814,246 814,246 814,246 0 LEE ENTERPRISES INC CS 523768109 824 25,070 25,070 25,070 0 LEGG MASON INC CS 524901105 8,372 196,700 196,700 196,700 0 LEGGETT & PLATT INC CS 524660107 52,423 2,648,965 2,648,965 2,648,965 0 LEHMAN BROTHERS HOLDING CS 524908100 18,450 376,138 376,138 376,138 0 LENNAR CORP CS 526057104 54,107 970,009 970,009 970,009 0 LENNOX INTERNATIONAL INC CS 526107107 200 15,100 15,100 15,100 0 LEUCADIA NATIONAL CORP CS 527288104 12,775 375,729 375,729 375,729 0 LEXINGTON CORPORATE CS 529043101 564 35,000 35,000 35,000 0 LEXMARK INTERNATIONAL GRP CS 529771107 52,055 1,107,545 1,107,545 1,107,545 0 LIBBEY INC CS 529898108 6,321 198,412 198,412 198,412 0 LIBERTY CORP CS 530370105 16,923 472,700 472,700 472,700 0 LIBERTY MEDIA CORP CS 530718105 302,734 42,163,509 42,163,509 42,163,509 0 LIBERTY PROPERTY TRUST CS 531172104 5,685 183,400 183,400 183,400 0 LIFEPOINT HOSPITAL CS 53219L109 33,090 1,061,420 1,061,420 1,061,420 0 LIGAND PHARMACEUTICALS CS 53220K207 864 127,200 127,200 127,200 0 LIMITED BRANDS CS 532716107 9,504 662,776 662,776 662,776 0 LINCARE HOLDINGS INC CS 532791100 2,328 75,000 75,000 75,000 0 LINCOLN ELECTRIC CO CS 533900106 318 14,300 14,300 14,300 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ LINDSAY MANUFACTURING CS 535555106 2 90 90 90 0 LINEAR TECHNOLOGY CORP CS 535678106 23,776 1,147,200 1,147,200 1,147,200 0 LINENS 'N THINGS INC CS 535679104 5,700 310,300 310,300 310,300 0 LITTELFUSE INC CS 537008104 40,070 2,389,400 2,389,400 2,389,400 0 LIZ CLAIBORNE INC CS 539320101 108,970 4,367,531 4,367,531 4,367,531 0 LOCKHEED MARTIN CORP CS 539830109 277,439 4,290,076 4,290,076 4,290,076 0 LOEWS CORP CS 540424108 57,985 1,351,951 1,351,951 1,351,951 0 LOEWS CORP CVT BOND 540424AL2 15,399 17,720,000 17,720,000 17,720,000 0 LONE STAR STEAKHOUSE CS 542307103 752 35,927 35,927 35,927 0 LONGVIEW FIBRE CO CS 543213102 2 315 315 315 0 LOWE'S COS CS 548661107 39,376 951,100 951,100 951,100 0 LTC PROPERTIES INC CS 502175102 4 465 465 465 0 LUBRIZOL CORP CS 549271104 27,158 960,650 960,650 960,650 0 LUCENT TECHNOLOGIES INC CS 549463107 361 474,900 474,900 474,900 0 LUFKIN INDUSTRIES INC CS 549764108 134 5,500 5,500 5,500 0 LUKOIL HOLDING CS 677862104 26,253 432,496 432,496 432,496 0 LYONDELL PETROCHEMICAL CO CS 552078107 299 25,000 25,000 25,000 0 M & T BANK CORPORATION CS 55261F104 7,187 91,200 91,200 91,200 0 M B N A CORPORATION CS 55262L100 40,204 2,187,361 2,187,361 2,187,361 0 M I SCHOTTENSTEIN HOMES CS 55305B101 299 9,500 9,500 9,500 0 MACDERMID INC CS 554273102 299 15,000 15,000 15,000 0 MACK CALI REALTY CORP CS 554489104 6,247 194,431 194,431 194,431 0 MAGNA INTERNATIONAL CS 559222401 63,478 1,125,896 1,125,896 1,125,896 0 MAGNUM HUNTER RESOURCES CS 55972F203 2 380 380 380 0 MANDALAY RESORT GROUP CS 562567107 9,124 271,952 271,952 271,952 0 MANHATTAN ASSOCIATES CS 562750109 438 32,400 32,400 32,400 0 MANPOWER INC CS 56418H100 20,036 682,900 682,900 682,900 0 MANTECH INTERNATIONAL CS 564563104 181 7,700 7,700 7,700 0 MANUFACTURED HOME CS 564682102 6,706 210,343 210,343 210,343 0 MANUFACTURERS SERVICES CS 565005105 54 20,000 20,000 20,000 0 MAPICS INC CS 564910107 130 23,500 23,500 23,500 0 MARATHON OIL CORP CS 565849106 94,321 4,158,785 4,158,785 4,158,785 0 MARKEL CORP CS 570535104 199 1,000 1,000 1,000 0 MARRIOTT INTERNATIONAL CS 571903202 2 65 65 65 0 MARSH & MC LENNAN COS CS 571748102 83,442 2,003,881 2,003,881 2,003,881 0 MARSHALL & ILSLEY CORP CS 571834100 49,047 1,758,600 1,758,600 1,758,600 0 MARTEK BIOSCIENCES CORP CS 572901106 1,796 109,400 109,400 109,400 0 MARTIN MARIETTA MATERIALS CS 573284106 135,537 4,161,400 4,161,400 4,161,400 0 MARVEL ENTERPRISES INC CS 57383M108 385 55,000 55,000 55,000 0 MARVELL TECHNOLOGY GROUP CS G5876H105 1,038 65,400 65,400 65,400 0 MASCO CORP CS 574599106 54,567 2,791,158 2,791,158 2,791,158 0 MATERIAL SCIENCES CORP CS 576674105 243 20,000 20,000 20,000 0 MATTEL INC CS 577081102 100,262 5,566,999 5,566,999 5,566,999 0 MATTSON TECHNOLOGY CS 577223100 2,550 1,545,600 1,545,600 1,545,600 0 MAXIM INTEGRATED PRODUCTS CS 57772K101 497 20,060 20,060 20,060 0 MAY DEPARTMENT STORES CO CS 577778103 24,839 1,090,857 1,090,857 1,090,857 0 MAYTAG CO CS 578592107 2,406 103,813 103,813 103,813 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ MB FINANCIAL INC CS 55264U108 2 70 70 70 0 MB FINANCIAL INC PS 57887Q209 3,253 126,000 126,000 126,000 0 MBIA INC CS 55262C100 102,079 2,555,162 2,555,162 2,555,162 0 MCCLATCHY CO HOLDING CO CS 579489105 610 10,000 10,000 10,000 0 MCCORMICK & CO INC CS 579780206 12,793 561,088 561,088 561,088 0 MCDATA CORPORATION CS 580031201 6,783 1,244,500 1,244,500 1,244,500 0 MCDONALD'S CORPORATION CS 580135101 39,616 2,243,236 2,243,236 2,243,236 0 MCGRAW-HILL INC CS 580645109 98,141 1,603,092 1,603,092 1,603,092 0 MCKESSON CORP CS 58155Q103 56,094 1,980,025 1,980,025 1,980,025 0 MEADWESTVACO CORP CS 583334107 5,740 298,800 298,800 298,800 0 MEDALLION FINANCIAL CORP CS 583928106 5,120 1,075,600 1,075,600 1,075,600 0 MEDIA GENERAL INC CS 584404107 2 45 45 45 0 MEDICIS PHARMACEUTICAL CS 584690309 5,011 122,600 122,600 122,600 0 MEDTRONIC INC CS 585055106 353,358 8,389,324 8,389,324 8,389,324 0 MEDTRONIC INC CVT BOND 585055AB2 4,985 4,850,000 4,850,000 4,850,000 0 MEMBERWORKS INC CS 586002107 311 17,800 17,800 17,800 0 MENS WEARHOUSE INC CS 587118100 10,646 724,200 724,200 724,200 0 MENTOR CORP (MINN) CS 587188103 1,332 41,800 41,800 41,800 0 MERCANTILE BANKSHARES CS 587405101 14,824 388,000 388,000 388,000 0 MERCK & CO INC CS 589331107 417,471 9,133,040 9,133,040 9,133,040 0 MERCURY GENERAL CORP CS 589400100 6,032 140,945 140,945 140,945 0 MERCURY INTERACTIVE CORP CS 589405109 859 50,000 50,000 50,000 0 MEREDITH CORP CS 589433101 7,034 163,395 163,395 163,395 0 MERIDIAN GOLD INC CS 589975101 8,912 487,000 487,000 487,000 0 MERISTAR HOSPITALITY CORP CS 58984Y103 1 170 170 170 0 MERIT MEDICAL SYSTEMS INC CS 589889104 4 190 190 190 0 MERRILL LYNCH & CO CS 590188108 118,151 3,585,769 3,585,769 3,585,769 0 MESA AIR GROUP INC CS 590479101 48 13,000 13,000 13,000 0 METHODE ELECTRONICS INC CS 591520200 3,552 387,125 387,125 387,125 0 METLIFE INC CS 59156R108 101,848 4,474,882 4,474,882 4,474,882 0 METTLER-TOLEDO INTL INC CS 592688105 33,374 1,283,600 1,283,600 1,283,600 0 MGIC INVESTMENT CORP CS 552848103 40,638 995,300 995,300 995,300 0 MGM MIRAGE CS 552953101 19,051 510,755 510,755 510,755 0 MICHAELS STORES INC CS 594087108 10,779 235,861 235,861 235,861 0 MICROCHIP TECHNOLOGY INC CS 595017104 51,220 2,508,333 2,508,333 2,508,333 0 MICROFINANCIAL INC CS 595072109 1,954 435,300 435,300 435,300 0 MICRON TECHNOLOGY INC CS 595112103 845 68,300 68,300 68,300 0 MICROSOFT CORPORATION CS 594918104 1,114,549 25,487,052 25,487,052 25,487,052 0 MID ATLANTIC MEDICAL CS 59523C107 3,258 90,000 90,000 90,000 0 MID ATLANTIC REALTY TRUST CS 595232109 1,143 71,300 71,300 71,300 0 MILLENNIUM CHEMICALS INC CS 599903101 2 165 165 165 0 MILLS CORP CS 601148109 1,486 50,100 50,100 50,100 0 MINERALS TECHNOLOGIES INC CS 603158106 36,169 975,700 975,700 975,700 0 MKS INSTRUMENTS CS 55306N104 1 135 135 135 0 MOBILE TELESYSTEMS CS 607409109 8,867 293,600 293,600 293,600 0 MOHAWK INDUSTRIES CS 608190104 6,008 121,000 121,000 121,000 0 MOLECULAR DEVICES CORP CS 60851C107 2 155 155 155 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ MONACO COACH CORPORATION CS 60886R103 1,881 93,900 93,900 93,900 0 MONOLITHIC SYSTEM TECH CS 609842109 366 36,600 36,600 36,600 0 MOOG INC CS 615394202 8,340 295,100 295,100 295,100 0 MOORE CORPORATION LTD CS 615785102 1,094 111,600 111,600 111,600 0 MORGAN STANLEY CS 617446448 48,994 1,446,100 1,446,100 1,446,100 0 MOTHERS WORK INC CS 619903107 578 15,200 15,200 15,200 0 MOTOROLA INC CS 620076109 50,698 4,980,144 4,980,144 4,980,144 0 MOVIE GALLERY INC CS 624581104 6,931 462,689 462,689 462,689 0 MSC INDUSTRIAL DIRECT CS 553530106 3,613 340,200 340,200 340,200 0 MULTIMEDIA GAMES INC CS 625453105 250 12,800 12,800 12,800 0 MYERS INDUSTRIES CS 628464109 349 27,875 27,875 27,875 0 MYLAN LABORATORIES CS 628530107 19,423 593,259 593,259 593,259 0 N V R INC CS 62944T105 10,526 35,106 35,106 35,106 0 NABORS INDUSTRIES LTD CS G6359F103 40,361 1,232,412 1,232,412 1,232,412 0 NASH FINCH CO CS 631158102 383 28,100 28,100 28,100 0 NATCO GROUP INC CS 63227W203 6,363 845,000 845,000 845,000 0 NATIONAL CITY CORP CS 635405103 8,155 285,837 285,837 285,837 0 NATIONAL HEALTH INVESTORS CS 63633D104 307 20,155 20,155 20,155 0 NATIONAL INSTRUMENTS CORP CS 636518102 245 11,200 11,200 11,200 0 NATIONAL OILWELL CS 637071101 267 13,800 13,800 13,800 0 NATIONWIDE FINANCIAL CS 638612101 214 8,000 8,000 8,000 0 NAUTILUS GROUP INC CS 63910B102 50,409 2,585,093 2,585,093 2,585,093 0 NBTY INC CS 628782104 9,668 744,589 744,589 744,589 0 NDC HEALTH CORPORATION CS 639480102 168 10,800 10,800 10,800 0 NESTLE SA CS 641069406 670 12,400 12,400 12,400 0 NETSCREEN TECHNOLOGIES CS 64117V107 282 26,000 26,000 26,000 0 NETWORK APPLIANCE INC CS 64120L104 19,461 2,660,400 2,660,400 2,660,400 0 NEUBERGER BERMAN INC CS 641234109 1,051 39,000 39,000 39,000 0 NEUROCRINE BIOSCIENCES CS 64125C109 6,997 170,682 170,682 170,682 0 NEW CENTURY FINANCIAL CS 64352D101 21,377 914,527 914,527 914,527 0 NEW ENGLAND BUSINESS SVS CS 643872104 63 3,000 3,000 3,000 0 NEW JERSEY RESOURCES CORP CS 646025106 283 8,600 8,600 8,600 0 NEW YORK COMMUNITY CS 649445103 422 15,000 15,000 15,000 0 NEW YORK TIMES CO - CL A CS 650111107 23,327 513,255 513,255 513,255 0 NEWELL RUBBERMAID INC CS 651229106 22,443 727,028 727,028 727,028 0 NEWFIELD EXPLORATION CO CS 651290108 319 9,500 9,500 9,500 0 NEWMONT CS 651639106 31,131 1,131,634 1,131,634 1,131,634 0 NEXTEL COMMUNICATIONS INC CS 65332V103 2,310 304,500 304,500 304,500 0 NICOR INC CS 654086107 10,021 355,342 355,342 355,342 0 NIPPON TELEGRPH & TELE - CS 654624105 732 45,000 45,000 45,000 0 NISOURCE INC. CS 65473P105 6,420 372,634 372,634 372,634 0 NOBLE CORP CS G65422100 33,546 1,082,125 1,082,125 1,082,125 0 NOBLE ENERGY INC CS 655044105 577 17,000 17,000 17,000 0 NOKIA CS 654902204 100,377 7,575,596 7,575,596 7,575,596 0 NORDSON CORP CS 655663102 28,112 1,184,900 1,184,900 1,184,900 0 NORDSTROM INC CS 655664100 9,700 540,700 540,700 540,700 0 NORFOLK SOUTHERN CORP CS 655844108 22,730 1,125,826 1,125,826 1,125,826 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ NORTH FORK BANCORP CS 659424105 20,476 541,122 541,122 541,122 0 NORTHEAST UTILITIES CS 664397106 845 50,000 50,000 50,000 0 NORTHERN BORDER PARTNERS CS 664785102 4,737 128,549 128,549 128,549 0 NORTHROP GRUMMAN CORP CS 666807102 427,584 3,447,146 3,447,146 3,447,146 0 NORTHWEST NATURAL GAS CO CS 667655104 5,076 172,900 172,900 172,900 0 NOVARTIS AG CS 66987V109 1,279 32,200 32,200 32,200 0 NSTAR CS 67019E107 910 23,021 23,021 23,021 0 NU SKIN ASIA PACIFIC INC CS 67018T105 491 40,215 40,215 40,215 0 NUCOR CORP CS 670346105 22,880 603,683 603,683 603,683 0 NVIDIA CORP CS 67066G104 4,468 521,610 521,610 521,610 0 O M GROUP INC CS 670872100 360 8,400 8,400 8,400 0 OCCIDENTAL PETROLEUM CORP CS 674599105 62,657 2,207,788 2,207,788 2,207,788 0 OCEAN ENERGY INC CS 67481E106 55,904 2,802,200 2,802,200 2,802,200 0 OCEANEERING INTL INC CS 675232102 125 4,900 4,900 4,900 0 OCULAR SCIENCES INC CS 675744106 2,450 105,000 105,000 105,000 0 ODYSSEY RE HOLDINGS CORP CS 67612W108 335 20,150 20,150 20,150 0 OFFICE DEPOT INC CS 676220106 20,168 1,634,383 1,634,383 1,634,383 0 OFFSHORE LOGISTICS INC CS 676255102 123 6,800 6,800 6,800 0 OHIO CASUALTY CORP CS 677240103 244 15,110 15,110 15,110 0 OIL STATES INTERNATIONAL CS 678026105 106 10,600 10,600 10,600 0 OLD REPUBLIC INT'L CORP CS 680223104 59,224 2,086,833 2,086,833 2,086,833 0 OLIN CORP CS 680665205 7,063 431,200 431,200 431,200 0 OMNICARE INCORPORATED CS 681904108 62,319 2,950,710 2,950,710 2,950,710 0 OMNICOM GROUP INC CS 681919106 44,970 807,656 807,656 807,656 0 ONEOK INC CS 682680103 1,047 55,400 55,400 55,400 0 ORACLE SYSTEMS CORP CS 68389X105 191,765 24,382,125 24,382,125 24,382,125 0 OREGON STEEL MILLS INC CS 686079104 520 85,000 85,000 85,000 0 ORTHOFIX INTERNATIONAL NV CS N6748L102 588 22,300 22,300 22,300 0 OSHKOSH TRUCK CORP CS 688239201 38,143 676,303 676,303 676,303 0 OSTEOTECH INC CS 688582105 349 68,700 68,700 68,700 0 OUTBACK STEAKHOUSE INC CS 689899102 77,782 2,830,494 2,830,494 2,830,494 0 OVERTURE SERVICES INC CS 69039R100 6,695 284,045 284,045 284,045 0 OWENS & MINOR INC CS 690732102 21,855 1,529,400 1,529,400 1,529,400 0 OWENS-ILLINOIS INC CS 690768403 1,561 137,873 137,873 137,873 0 OXFORD HEALTH PLANS INC CS 691471106 36,663 941,526 941,526 941,526 0 P N C BANK CORP CS 693475105 14,392 341,295 341,295 341,295 0 P P G INDUSTRIES INC CS 693506107 1,918 42,900 42,900 42,900 0 PACIFIC CAPITAL CORP CS 69404P101 965 35,666 35,666 35,666 0 PACIFIC SUNWEAR CS 694873100 14,720 721,900 721,900 721,900 0 PACKAGING DYNAMICS CORP CS 695160101 537 96,480 96,480 96,480 0 PACTIV CORPORATION CS 695257105 16,406 997,300 997,300 997,300 0 PALL CORP CS 696429307 15,664 992,015 992,015 992,015 0 PAN PACIFIC RETAIL CS 69806L104 7 190 190 190 0 PANAMSAT CORP CS 697933109 9,384 540,577 540,577 540,577 0 PAPA JOHN'S PIZZA INC CS 698813102 9,963 342,300 342,300 342,300 0 PARAMETRIC TECHNOLOGY CS 699173100 12,526 6,978,100 6,978,100 6,978,100 0 PARK ELECTROCHEMICAL CORP CS 700416209 2 100 100 100 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ PARK PLACE ENTERTAINMENT CS 700690100 12,227 1,538,000 1,538,000 1,538,000 0 PARKER DRILLING COMPANY CS 701081101 231 105,000 105,000 105,000 0 PARKER-HANNIFIN CORP CS 701094104 1,716 44,900 44,900 44,900 0 PARTY CITY CORP CS 702145103 481 35,000 35,000 35,000 0 PATINA OIL AND GAS CORP CS 703224105 1,370 48,075 48,075 48,075 0 PATTERSON DENTAL CO CS 703412106 6,171 120,600 120,600 120,600 0 PATTERSON-UTI ENERGY INC CS 703481101 40,555 1,588,507 1,588,507 1,588,507 0 PAXAR CORPORATION CS 704227107 366 25,145 25,145 25,145 0 PAYCHEX CS 704326107 199,964 8,213,754 8,213,754 8,213,754 0 PAYLESS SHOESOURCE INC CS 704379106 767 14,200 14,200 14,200 0 PEDIATRIX MEDICAL GROUP CS 705324101 4,559 147,100 147,100 147,100 0 PENN VIRGINIA CORP CS 707882106 2 55 55 55 0 PENNSYLVANIA REIT CS 709102107 3,220 125,000 125,000 125,000 0 PENNZOIL QUAKER STATE CO CS 709323109 551 25,100 25,100 25,100 0 PENTAIR INC CS 709631105 23,356 628,345 628,345 628,345 0 PEOPLESOFT CS 712713106 209 16,900 16,900 16,900 0 PEP BOYS-MANNY MOE & JACK CS 713278109 6,094 497,500 497,500 497,500 0 PEPCO HOLDINGS INC CS 713291102 698 35,000 35,000 35,000 0 PEPSICO INC CS 713448108 125,693 3,401,701 3,401,701 3,401,701 0 PERFORMANCE FOOD GROUP CS 713755106 50,433 1,485,726 1,485,726 1,485,726 0 PETCO ANIMAL SUPPLIES CS 716016209 27,019 1,256,400 1,256,400 1,256,400 0 PETROLEO BRASILEIRO SA CS 71654V408 15,862 1,478,273 1,478,273 1,478,273 0 PETSMART INC CS 716768106 25,141 1,408,476 1,408,476 1,408,476 0 PFIZER INC CS 717081103 1,172,845 40,415,052 40,415,052 40,415,052 0 PG&E CORP CS 69331C108 2,482 220,400 220,400 220,400 0 PHARMACEUTICAL PRODUCT CS 717124101 317 16,400 16,400 16,400 0 PHARMACEUTICAL RESOURCES CS 717125108 887 31,700 31,700 31,700 0 PHARMACIA CORP CS 71713U102 282,057 7,254,551 7,254,551 7,254,551 0 PHELPS DODGE CORP CS 717265102 994 38,770 38,770 38,770 0 PHILIP MORRIS COS INC CS 718154107 251,314 6,477,153 6,477,153 6,477,153 0 PHOENIX COMPANIES INC CS 71902E109 14,462 1,061,800 1,061,800 1,061,800 0 PHOTON DYNAMICS INC CS 719364101 530 28,490 28,490 28,490 0 PIEDMONT NATURAL GAS CO CS 720186105 45,467 1,281,857 1,281,857 1,281,857 0 PIER 1 IMPORTS INC CS 720279108 18,256 957,331 957,331 957,331 0 PINNACLE SYSTEMS INC CS 723481107 1,627 151,025 151,025 151,025 0 PIONEER NATURAL RESOURCES CS 723787107 15,950 657,738 657,738 657,738 0 PITNEY BOWES INC CS 724479100 20,612 676,015 676,015 676,015 0 PITTSTON CO CS 725701106 8,920 398,200 398,200 398,200 0 PIXAR CS 725811103 480 10,050 10,050 10,050 0 PLACER DOME INC CS 725906101 19,241 2,107,405 2,107,405 2,107,405 0 PLAINS ALL AMERICAN CS 726503105 7,006 288,317 288,317 288,317 0 PLEXUS CORP CS 729132100 1 160 160 160 0 PLUG POWER INC CS 72919P103 2 385 385 385 0 PLUM CREEK TIMBER COMPANY CS 729251108 37,916 1,676,969 1,676,969 1,676,969 0 PMI GROUP INC CS 69344M101 21,540 791,609 791,609 791,609 0 POGO PRODUCING CO CS 730448107 1,208 35,475 35,475 35,475 0 POLARIS INDUSTRIES INC CS 731068102 51,905 837,179 837,179 837,179 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ POLYONE CORPORATION CS 73179P106 2 200 200 200 0 POMEROY COMPUTER CS 731822102 4,107 414,200 414,200 414,200 0 POSCO CS 693483109 302 14,000 14,000 14,000 0 POWER INTEGRATIONS INC CS 739276103 2,991 246,455 246,455 246,455 0 POWERWAVE TECHNOLOGIES CS 739363109 1 390 390 390 0 PP&L RESOURCES INC CS 69351T106 2,473 76,000 76,000 76,000 0 PRAXAIR INC CS 74005P104 2,540 49,700 49,700 49,700 0 PRECISION CASTPARTS CS 740189105 42,734 1,971,106 1,971,106 1,971,106 0 PRECISION DRILLING CORP CS 990001RL5 196 6,500 6,500 6,500 0 PREMCOR CS 74045Q104 3,876 247,062 247,062 247,062 0 PREMIERE TECHNOLOGIES CS 69366M104 198 42,500 42,500 42,500 0 PRENTISS PROPERTIES TRUST CS 740706106 466 16,100 16,100 16,100 0 PRIME MEDICAL SERVICES CS 74156D108 141 15,300 15,300 15,300 0 PRINCIPAL FINANCIAL GROUP CS 74251V102 39,760 1,518,700 1,518,700 1,518,700 0 PRIORITY HEALTHCARE CS 74264T102 1,956 77,800 77,800 77,800 0 PROASSURANCE CORPORATION CS 74267C106 13,447 795,700 795,700 795,700 0 PROCTER & GAMBLE CO CS 742718109 648,375 7,254,139 7,254,139 7,254,139 0 PROGRESS ENERGY INC CS 743263105 1,782 43,600 43,600 43,600 0 PROGRESS SOFTWARE CORP CS 743312100 2 140 140 140 0 PROGRESSIVE CORP (OHIO) CS 743315103 48,602 959,946 959,946 959,946 0 PROLOGIS CS 743410102 22,300 895,210 895,210 895,210 0 PROTECTIVE LIFE CORP CS 743674103 19,100 620,741 620,741 620,741 0 PROVINCE HEALTHCARE CS 743977100 25,587 1,491,950 1,491,950 1,491,950 0 PRUDENTIAL FINANCIAL INC CS 744320102 44,352 1,552,928 1,552,928 1,552,928 0 PUBLIC SERVICE ENTERPRISE CS 744573106 2,315 75,900 75,900 75,900 0 PUBLIC STORAGE INC CS 74460D109 3,482 109,148 109,148 109,148 0 PUBLIC STORAGE INC PS 74460D588 1,768 70,800 70,800 70,800 0 PUBLIC STORAGE INC PS 74460D646 322 12,800 12,800 12,800 0 PUBLIC STORAGE INC PS 74460D653 106 4,100 4,100 4,100 0 PUBLIC STORAGE INC PS 74460D687 596 23,100 23,100 23,100 0 PUGET ENERGY INC CS 745310102 965 47,300 47,300 47,300 0 PULTE HOMES INC CS 745867101 7,156 167,868 167,868 167,868 0 PURE RESOURCES INC CS 74622E102 8,382 374,200 374,200 374,200 0 QLOGIC CORP CS 747277101 18,989 728,650 728,650 728,650 0 QUALCOMM INC CS 747525103 93,197 3,374,862 3,374,862 3,374,862 0 QUALITY SYSTEMS INC CS 747582104 84 5,000 5,000 5,000 0 QUANEX CORP CS 747620102 503 14,500 14,500 14,500 0 QUEST DIAGNOSTIC INC CS 74834L100 47,092 765,349 765,349 765,349 0 QUESTAR CORP CS 748356102 343 15,000 15,000 15,000 0 QUICKSILVER INC CS 74838C106 339 15,000 15,000 15,000 0 QUINTILES TRANSNATIONAL CS 748767100 2,658 279,650 279,650 279,650 0 R L I CORPORATION CS 749607107 697 13,000 13,000 13,000 0 R&G FINANCIAL CORP CS 749136107 500 22,900 22,900 22,900 0 RACING CHAMPIONS ERTL CS 750069106 108 6,600 6,600 6,600 0 RADIAN GROUP CS 750236101 14,615 447,500 447,500 447,500 0 RADIANT SYSTEMS CS 75025N102 2 225 225 225 0 RADIOSHACK CORPORATION CS 750438103 1,727 86,100 86,100 86,100 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ RAILAMERICA INC CS 750753105 1,309 180,500 180,500 180,500 0 RAMBUS INC CS 750917106 2 420 420 420 0 RANDGOLD RESOURCES LTD CS 752344309 3,564 198,000 198,000 198,000 0 RANGE RESOURCES CORP CS 75281A109 541 115,545 115,545 115,545 0 RATIONAL SOFTWARE CORP CS 75409P202 9,713 2,251,100 2,251,100 2,251,100 0 RAYONIER INC CS 754907103 17,788 424,428 424,428 424,428 0 RAYOVAC CORPORATION CS 755081106 10,052 823,950 823,950 823,950 0 RAYTHEON CO CS 755111507 40,071 1,367,600 1,367,600 1,367,600 0 RAYTHEON CO PS 755111606 14,066 270,500 270,500 270,500 0 REALTY INCOME CORP CS 756109104 2,268 66,400 66,400 66,400 0 RECKSON ASSOCIATES CS 75621K106 237 10,400 10,400 10,400 0 REDBACK NETWORKS CS 757209101 1 1,935 1,935 1,935 0 REDWOOD TRUST INC CS 758075402 547 20,000 20,000 20,000 0 REEBOK INT'L LTD CS 758110100 6,438 257,000 257,000 257,000 0 REGAL ENTERTAINMENT GROUP CS 758766109 7,036 395,300 395,300 395,300 0 REGAL-BELOIT CORPORATION CS 758750103 14,023 819,600 819,600 819,600 0 REGENERATION TECHNOLOGIES CS 75886N100 5 600 600 600 0 REGENT COMMUNICATIONS INC CS 758865109 766 151,230 151,230 151,230 0 REGIS CORP CS 758932107 844 29,800 29,800 29,800 0 RELIANCE STEEL & ALUMINUM CS 759509102 2 90 90 90 0 RENAISSANCERE HOLDINGS CS G7496G103 23,242 615,023 615,023 615,023 0 RENAL CARE GROUP INC CS 759930100 306 9,300 9,300 9,300 0 RENT-A-CENTER INC CS 76009N100 91,631 1,762,982 1,762,982 1,762,982 0 REPUBLIC SERVICES INC CS 760759100 5,631 299,500 299,500 299,500 0 RESPIRONICS INC CS 761230101 3,593 112,000 112,000 112,000 0 REX STORES CORP CS 761624105 130 12,600 12,600 12,600 0 REYNOLDS & REYNOLDS CS 761695105 21,137 941,946 941,946 941,946 0 RIGHT MANAGEMENT CS 766573109 497 20,150 20,150 20,150 0 RJ REYNOLDS TOBACCO CS 76182K105 1,940 48,106 48,106 48,106 0 ROADWAY CORP CS 769742107 19,429 529,321 529,321 529,321 0 ROCK TENN CO CS 772739207 126 8,200 8,200 8,200 0 ROCKWELL AUTOMATION INC CS 773903109 2,209 135,800 135,800 135,800 0 ROCKWELL COLLINS CS 774341101 81,974 3,736,300 3,736,300 3,736,300 0 ROGERS CORP CS 775133101 2 85 85 85 0 ROHM & HAAS CO CS 775371107 5,549 179,000 179,000 179,000 0 ROSS STORES INC CS 778296103 26,553 743,984 743,984 743,984 0 ROUCHE HOLDING CVT BOND 771196AG7 3,285 4,600,000 4,600,000 4,600,000 0 ROUSE COMPANY CS 779273101 8,048 251,900 251,900 251,900 0 ROWAN COMPANIES INC CS 779382100 19,797 1,062,062 1,062,062 1,062,062 0 ROXIO INC CS 780008108 3,005 991,600 991,600 991,600 0 ROYAL DUTCH PETROL CS 780257804 222,773 5,545,748 5,545,748 5,545,748 0 ROYAL GOLD INC CS 780287108 3,745 196,400 196,400 196,400 0 RPM INC CS 749685103 3,772 268,266 268,266 268,266 0 RUSS BERRIE & CO CS 782233100 4,498 149,900 149,900 149,900 0 RYAN'S FAMILY STEAK CS 783519101 128 10,500 10,500 10,500 0 RYDER SYSTEMS INC CS 783549108 32,848 1,317,599 1,317,599 1,317,599 0 RYLAND GROUP INC CS 783764103 1,126 30,300 30,300 30,300 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ S P X CORP CS 784635104 16,752 166,028 166,028 166,028 0 S S & C TECHNOLOGIES CS 85227Q100 236 30,175 30,175 30,175 0 SABINE ROYALTY TRUST CS 785688102 251 10,000 10,000 10,000 0 SABRE HOLDINGS CORP CS 785905100 41,472 2,143,236 2,143,236 2,143,236 0 SAKS INC CS 79377W108 1,752 166,400 166,400 166,400 0 SAN JUAN BASIN ROYALTY CS 798241105 234 20,000 20,000 20,000 0 SANDERSON FARMS INC CS 800013104 69 4,300 4,300 4,300 0 SANDISK CORP CS 80004C101 392 30,000 30,000 30,000 0 SANGSTAT MEDICAL CORP CS 801003104 125 6,000 6,000 6,000 0 SANMINA-SCI CORP CS 800907107 555 199,902 199,902 199,902 0 SBC COMMUNICATIONS CS 78387G103 148,106 7,368,476 7,368,476 7,368,476 0 SCHERING-PLOUGH CORP CS 806605101 26,216 1,229,643 1,229,643 1,229,643 0 SCHLUMBERGER LTD CS 806857108 154 4,000 4,000 4,000 0 SCHOOL SPECIALTY INC CS 807863105 2 80 80 80 0 SCHULMAN (A) INC CS 808194104 207 11,900 11,900 11,900 0 SCIENTIFIC-ATLANTA INC CS 808655104 7,258 580,208 580,208 580,208 0 SCOTTS COMPANY CS 810186106 38,533 924,279 924,279 924,279 0 SEALED AIR CORP CS 81211K100 57,054 3,377,999 3,377,999 3,377,999 0 SEARS ROEBUCK & CO CS 812387108 49,404 1,266,776 1,266,776 1,266,776 0 SELECT COMFORT CORP CS 81616X103 388 63,100 63,100 63,100 0 SEMPRA ENERGY CS 816851109 58,033 2,953,347 2,953,347 2,953,347 0 SEMTECH CORP CS 816850101 1 120 120 120 0 SENIOR HOUSING PROP TRUST CS 81721M109 13,199 1,176,400 1,176,400 1,176,400 0 SENSIENT TECHNOLOGIES CS 81725T100 11,890 562,700 562,700 562,700 0 SERENA CS 817492101 2 125 125 125 0 SERVICE CORP INT'L CS 817565104 1,023 292,400 292,400 292,400 0 SHARPER IMAGE CORP CS 820013100 381 20,000 20,000 20,000 0 SHAW GROUP INC CS 820280105 7,744 545,375 545,375 545,375 0 SHERWIN-WILLIAMS CO CS 824348106 43,617 1,841,915 1,841,915 1,841,915 0 SHOPKO STORES INC CS 824911101 157 12,000 12,000 12,000 0 SHUFFLE MASTER INC CS 825549108 375 20,120 20,120 20,120 0 SHURGARD STORAGE CENTERS CS 82567D104 190 6,000 6,000 6,000 0 SICOR INC CS 825846108 2,178 143,120 143,120 143,120 0 SIDERCA SAIC -ADR CS 825863103 1,157 74,400 74,400 74,400 0 SIERRA HEALTH SERVICES CS 826322109 949 52,900 52,900 52,900 0 SIERRA PACIFIC RESOURCES CS 826428104 7,341 1,203,400 1,203,400 1,203,400 0 SIGMA-ALDRICH CORP CS 826552101 742 15,040 15,040 15,040 0 SILGAN HOLDINGS INC CS 827048109 613 21,600 21,600 21,600 0 SILICON LABORATORIES CS 826919102 898 48,985 48,985 48,985 0 SIMON PROPERTY GROUP CS 828806109 68,106 1,906,133 1,906,133 1,906,133 0 SINCLAIR BROADCAST GROUP CS 829226109 7,021 511,374 511,374 511,374 0 SIX CONTINENTS PLC CS 830018107 1,724 178,800 178,800 178,800 0 SK TELECOM CO LTD ADR CS 78440P108 31,275 1,473,146 1,473,146 1,473,146 0 SKY FINANCIAL GROUP INC CS 83080P103 8,693 436,600 436,600 436,600 0 SKYWEST INC CS 830879102 218 16,600 16,600 16,600 0 SKYWORKS SOLUTIONS INC CS 83088M102 2 400 400 400 0 SLM CORP CS 78442P106 58,326 626,216 626,216 626,216 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ SMITH (A O) CORP CS 831865209 6,190 217,800 217,800 217,800 0 SMITH INTERNATIONAL INC CS 832110100 616 21,000 21,000 21,000 0 SMURFIT STONE CONTAINER CS 832727101 4,780 379,800 379,800 379,800 0 SNAP-ON INCORPORATED CS 833034101 20,174 877,888 877,888 877,888 0 SOLA INTERNATIONAL INC CS 834092108 81 8,100 8,100 8,100 0 SOLECTRON CORP CS 834182107 802 380,313 380,313 380,313 0 SONIC AUTOMOTIVE CS 83545G102 28,589 1,615,221 1,615,221 1,615,221 0 SONIC CORP CS 835451105 9,259 399,800 399,800 399,800 0 SONOCO PRODUCTS CO CS 835495102 6,342 297,595 297,595 297,595 0 SOUTHERN CO CS 842587107 27,332 949,673 949,673 949,673 0 SOUTHWEST AIRLINES CS 844741108 21,130 1,617,948 1,617,948 1,617,948 0 SOUTHWEST BANCORP OF CS 84476R109 911 25,065 25,065 25,065 0 SOVEREIGN BANCORP INC CS 845905108 581 45,000 45,000 45,000 0 SOVRAN SELF STORAGE INC CS 84610H108 306 10,065 10,065 10,065 0 SPARTAN MOTORS INC CS 846819100 508 45,210 45,210 45,210 0 SPARTECH CORP CS 847220209 4,609 217,800 217,800 217,800 0 SPORTS AUTHORITY INC CS 849176102 290 48,600 48,600 48,600 0 SPRINT CORPORATION CS 852061100 28,316 3,104,847 3,104,847 3,104,847 0 SPRINT CORPORATION CS 852061506 235 120,000 120,000 120,000 0 SRA INTERNATIONAL INC CS 78464R105 2,004 70,000 70,000 70,000 0 SRI/SURGICAL EXPRESS INC CS 78464W104 4,970 511,005 511,005 511,005 0 ST JUDE MEDICAL INC CS 790849103 116,441 3,261,642 3,261,642 3,261,642 0 STANCORP FINANCIAL GROUP CS 852891100 1,878 35,500 35,500 35,500 0 STANDARD MICROSYSTEMS CS 853626109 376 24,100 24,100 24,100 0 STAPLES INC CS 855030102 6,156 481,100 481,100 481,100 0 STARWOOD HOTELS AND CS 85590A203 38,258 1,715,592 1,715,592 1,715,592 0 STATE STREET CORP CS 857477103 17,929 464,000 464,000 464,000 0 STEEL DYNAMICS INC CS 858119100 264 20,160 20,160 20,160 0 STEEL TECHNOLOGIES INC CS 858147101 1,314 76,150 76,150 76,150 0 STERICYCLE INC CS 858912108 29,156 856,149 856,149 856,149 0 STERIS CORP CS 859152100 39,213 1,574,200 1,574,200 1,574,200 0 STERLING BANCSHARES PS 85915Q206 1,576 62,000 62,000 62,000 0 STEVEN MADDEN LIMITED CS 556269108 291 20,120 20,120 20,120 0 STEWART ENTERPRISES INC CS 860370105 109 21,300 21,300 21,300 0 STEWART INFORMATION CS 860372101 107 5,000 5,000 5,000 0 STILLWELL FINANCIAL INC CS 860831106 38,359 3,178,009 3,178,009 3,178,009 0 STONERIDGE INCORPORATION CS 86183P102 284 16,700 16,700 16,700 0 STORAGE TECHNOLOGY CS 862111200 17,241 1,640,479 1,640,479 1,640,479 0 STRATTEC SECURITY CORP CS 863111100 660 12,855 12,855 12,855 0 STRAYER EDUCATION INC CS 863236105 594 10,000 10,000 10,000 0 STRIDE RITE CORP CS 863314100 554 70,000 70,000 70,000 0 STRYKER CORP CS 863667101 869 15,080 15,080 15,080 0 STUDENT LOAN CORP CS 863902102 17,827 197,032 197,032 197,032 0 SUMMIT PROPERTIES INC CS 866239106 2,757 142,100 142,100 142,100 0 SUNGARD DATA SYSTEMS INC CS 867363103 121,586 6,251,224 6,251,224 6,251,224 0 SUNTRUST BANKS INC CS 867914103 67,308 1,094,800 1,094,800 1,094,800 0 SUPER VALU STORES INC CS 868536103 37,270 2,307,748 2,307,748 2,307,748 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ SUPERIOR INDUSTRIES INT'L CS 868168105 944 20,050 20,050 20,050 0 SURGUTNEFTEGAZ ADR CS 868861204 29,776 1,826,730 1,826,730 1,826,730 0 SURMODICS CS 868873100 3,499 110,437 110,437 110,437 0 SUSQUEHANA BANCSHARES INC CS 869099101 325 15,000 15,000 15,000 0 SWIFT ENERGY CO CS 870738101 15,243 1,465,660 1,465,660 1,465,660 0 SYBASE INC CS 871130100 8,251 710,100 710,100 710,100 0 SYBRON DENTAL SPECIALTIES CS 871142105 22,129 1,581,800 1,581,800 1,581,800 0 SYMANTEC CORP CS 871503108 521 15,500 15,500 15,500 0 SYNOPSYS INC CS 871607107 765 20,045 20,045 20,045 0 SYNOVIS LIFE TECHNOLOGIES CS 87162G105 288 39,400 39,400 39,400 0 SYNOVUS FINANCIAL CORP CS 87161C105 47,791 2,317,700 2,317,700 2,317,700 0 SYSCO CORP CS 871829107 61,748 2,175,000 2,175,000 2,175,000 0 SYSTEMS & COMPUTER TECH CS 871873105 227 32,200 32,200 32,200 0 T B C CORP CS 872180104 2 185 185 185 0 T C F FINANCIAL CS 872275102 8,517 201,200 201,200 201,200 0 T H Q INC CS 872443403 312 15,000 15,000 15,000 0 T J X COS INC CS 872540109 195,288 11,487,512 11,487,512 11,487,512 0 T ROWE PRICE GROUP INC CS 74144T108 41,628 1,664,807 1,664,807 1,664,807 0 T V X GOLD INC CS 87308K309 1,205 85,000 85,000 85,000 0 TAIWAN SEMICONDUCTOR -ADR CS 874039100 7,942 1,250,720 1,250,720 1,250,720 0 TAKE-TWO INTERACTIVE CS 874054109 11,613 400,505 400,505 400,505 0 TALK AMERICA HOLDINGS INC CS 87426R103 94 40,000 40,000 40,000 0 TANOX INC CS 87588Q109 210 20,000 20,000 20,000 0 TARGET CORP CS 87612E106 151,478 5,131,359 5,131,359 5,131,359 0 TARO-VIT INDUS LTD CS M8737E108 8,213 243,200 243,200 243,200 0 TAUBMAN CENTERS INC CS 876664103 661 46,450 46,450 46,450 0 TECH DATA CORP CS 878237106 27,266 1,031,432 1,031,432 1,031,432 0 TECHNE CORP CS 878377100 328 10,000 10,000 10,000 0 TECO ENERGY INC CS 872375100 1,551 97,663 97,663 97,663 0 TECUMSEH PRODUCTS CL A CS 878895200 5,842 138,700 138,700 138,700 0 TELE NORTE LESTE PART CS 879246106 1,374 259,300 259,300 259,300 0 TELEFLEX INC CS 879369106 2 45 45 45 0 TELEFONOS DE MEXICO SA CS 879403780 1,689 60,000 60,000 60,000 0 TELLABS INC CS 879664100 581 143,000 143,000 143,000 0 TENET HEALTHCARE CORP CS 88033G100 129,208 2,610,263 2,610,263 2,610,263 0 TENNANT CO CS 880345103 2 60 60 60 0 TENNECO AUTOMOTIVE INC CS 880349105 170 40,485 40,485 40,485 0 TERADYNE INC CS 880770102 35,186 3,665,200 3,665,200 3,665,200 0 TERADYNE INC CVT BOND 880770AD4 18,360 23,654,000 23,654,000 23,654,000 0 TEVA PHARMACEUTICAL INDU CS 881624209 157,001 2,343,470 2,343,470 2,343,470 0 TEXAS INSTRUMENTS INC CS 882508104 57,823 3,914,884 3,914,884 3,914,884 0 TEXAS REGIONAL BANCSHARES CS 882673106 502 15,000 15,000 15,000 0 THOR INDUSTRIES INC CS 885160101 1,393 40,075 40,075 40,075 0 TIDEWATER INC CS 886423102 459 17,000 17,000 17,000 0 TIER TECHNOLOGIES INC CS 88650Q100 282 15,000 15,000 15,000 0 TIFFANY & CO CS 886547108 18,573 866,682 866,682 866,682 0 TIMKEN CO CS 887389104 4,573 273,000 273,000 273,000 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ _____________________________________________________________ TITAN CORP CS 888266103 489 50,900 50,900 50,900 0 TOLL BROTHERS INC CS 889478103 5,427 249,650 249,650 249,650 0 TOM BROWN INC CS 115660201 227 9,900 9,900 9,900 0 TORCHMARK CORP CS 891027104 2,124 62,000 62,000 62,000 0 TORO CO CS 891092108 840 14,935 14,935 14,935 0 TOTAL SYSTEM SERVICES INC CS 891906109 484 36,800 36,800 36,800 0 TOWER AUTOMOTIVE INC CS 891707101 863 128,800 128,800 128,800 0 TRACTOR SUPPLY CO CS 892356106 629 20,000 20,000 20,000 0 TRANSCANADA PIPELINES LTD CS 893526103 2,475 174,200 174,200 174,200 0 TRANSKARYOTIC THERAPIES CS 893735100 7,242 223,099 223,099 223,099 0 TRANSOCEAN INC CS G90078109 55,447 2,665,737 2,665,737 2,665,737 0 TRAVELERS PROPERTY CS 89420G109 10,733 813,105 813,105 813,105 0 TRAVELERS PROPERTY PS 89420G307 4,646 222,306 222,306 222,306 0 TRAVELERS PROPERTY CS 89420G406 6,257 462,424 462,424 462,424 0 TREX COMPANY INC CS 89531P105 549 20,075 20,075 20,075 0 TRIAD HOSPITAL CS 89579K109 34,689 914,072 914,072 914,072 0 TRIBUNE CO CS 896047107 9,222 220,575 220,575 220,575 0 TRIMBLE NAVIGATION LTD CS 896239100 1 145 145 145 0 TRIZEC PROPERTIES INC CS 89687P107 1,071 94,400 94,400 94,400 0 TRW INC CS 872649108 1,809 30,900 30,900 30,900 0 TUBOS DE ACERO DE MEXICO CS 898592506 1,520 176,800 176,800 176,800 0 TV AZTECA S.A. CS 901145102 772 158,500 158,500 158,500 0 TXU CORPORATION CS 873168108 30,969 742,489 742,489 742,489 0 TYCO INTERNATIONAL LTD CS 902124106 323,570 22,948,209 22,948,209 22,948,209 0 TYSON FOODS INC CS 902494103 25,065 2,155,207 2,155,207 2,155,207 0 U G I CORPORATION CS 902681105 3,915 107,700 107,700 107,700 0 U S T INC CS 902911106 34,929 1,238,184 1,238,184 1,238,184 0 UAL CORP CS 902549500 1 690 690 690 0 UCBH HOLDINGS INC CS 90262T308 228 5,800 5,800 5,800 0 ULTICOM CS 903844108 8,562 1,553,900 1,553,900 1,553,900 0 UMB FINANCIAL CORP CS 902788108 8,828 226,100 226,100 226,100 0 UNIFIRST CORPORATION CS 904708104 238 10,000 10,000 10,000 0 UNILEVER N V (GROUP) CS 904784709 36,127 607,679 607,679 607,679 0 UNION PACIFIC PS 907824403 50,958 1,010,500 1,010,500 1,010,500 0 UNION PACIFIC CORP CS 907818108 51,595 891,560 891,560 891,560 0 UNION PLANTERS CORP CS 908068109 6,447 234,761 234,761 234,761 0 UNIONBANCAL CORPORATION CS 908906100 60,896 1,449,551 1,449,551 1,449,551 0 UNISYS CORP CS 909214108 1,007 143,800 143,800 143,800 0 UNIT CORP CS 909218109 673 35,165 35,165 35,165 0 UNITED COMMUNITY CS 909839102 176 20,360 20,360 20,360 0 UNITED DOMAIN REALTY CS 910197102 6,534 410,700 410,700 410,700 0 UNITED FIRE & CASUALTY PS 910331305 11,549 446,600 446,600 446,600 0 UNITED ONLINE INC CS 911268100 516 53,800 53,800 53,800 0 UNITED PARCEL SERVICE CS 911312106 62,314 996,544 996,544 996,544 0 UNITED RENTALS CS 911363109 998 118,304 118,304 118,304 0 UNITED STATIONERS INC CS 913004107 189 7,200 7,200 7,200 0 UNITED TECHNOLOGIES CORP CS 913017109 166,215 2,942,387 2,942,387 2,942,387 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ UNITED THERAPEUTICS CORP CS 91307C102 326 20,000 20,000 20,000 0 UNITEDHEALTH GROUP CS 91324P102 85,700 982,570 982,570 982,570 0 UNIVERSAL FOREST PRODS CS 913543104 137 7,300 7,300 7,300 0 UNIVERSAL HEALTH REALTY CS 91359E105 1,500 57,800 57,800 57,800 0 UNIVERSAL HEALTH SERVICES CS 913903100 65,087 1,272,470 1,272,470 1,272,470 0 UNIVISION COMMUNICATIONS CS 914906102 33,125 1,452,844 1,452,844 1,452,844 0 UNUMPROVIDENT CORP CS 91529Y106 11,493 564,788 564,788 564,788 0 URSTADT BIDDLE CS 917286205 1,563 132,700 132,700 132,700 0 US BANCORP CS 902973304 84,663 4,556,668 4,556,668 4,556,668 0 US FREIGHTWAYS CORP CS 916906100 232 8,100 8,100 8,100 0 USA INTERACTIVE CS 902984103 32,828 1,698,316 1,698,316 1,698,316 0 UTSTARCOM INC CS 918076100 10,600 694,200 694,200 694,200 0 V F CORP CS 918204108 21,211 589,520 589,520 589,520 0 VALASSIS COMMUNICATIONS CS 918866104 31,917 910,100 910,100 910,100 0 VALLEY NAT'L BANCORP NJ PS 92856Q203 3,582 139,100 139,100 139,100 0 VALMONT INDUSTRIES INC CS 920253101 376 16,100 16,100 16,100 0 VALSPAR CORP CS 920355104 14,443 387,200 387,200 387,200 0 VARIAN SEMICONDUCTOR CS 922207105 166 10,090 10,090 10,090 0 VENTAS INC CS 92276F100 2,484 186,031 186,031 186,031 0 VERIDIAN CORPORATION CS 92342R203 4,476 179,200 179,200 179,200 0 VERITAS DGC CS 92343P107 499 46,200 46,200 46,200 0 VERITAS SOFTWARE CORP CS 923436109 12,710 866,100 866,100 866,100 0 VERIZON COMMUNICATIONS CS 92343V104 129,014 4,701,660 4,701,660 4,701,660 0 VIACOM INC CS 925524100 2 55 55 55 0 VIACOM INC CS 925524308 472,197 11,644,821 11,644,821 11,644,821 0 VIAD CORPORATION CS 92552R109 54,216 2,653,728 2,653,728 2,653,728 0 VIMPEL COMMUNICATIONS CS 68370R109 6,925 292,300 292,300 292,300 0 VISHAY CVT BOND 928298AD0 18,792 37,189,000 37,189,000 37,189,000 0 VISHAY INTERTECHNOLOGY CS 928298108 15,453 1,756,000 1,756,000 1,756,000 0 VISTEON CORP CS 92839U107 7,410 782,500 782,500 782,500 0 VITALWORKS INC CS 928483106 1,142 155,000 155,000 155,000 0 VODAFONE GROUP PLC CS 92857W100 11,860 924,400 924,400 924,400 0 VORNADO REALTY TRUST CS 929042109 2,876 72,900 72,900 72,900 0 VOTORANTIM CELULOSE E CS 92906P106 1,464 104,800 104,800 104,800 0 VULCAN MATERIALS CO CS 929160109 11,314 312,900 312,900 312,900 0 W H BRADY CO CS 104674106 502 15,600 15,600 15,600 0 W HOLDING COMPANY INC CS 929251106 5,205 319,327 319,327 319,327 0 W S F S FINANCIAL CORP CS 929328102 746 26,500 26,500 26,500 0 W-H ENERGY SERVICES CS 92925E108 7,818 452,700 452,700 452,700 0 WACHOVIA CORP CS 929903102 3,955 121,000 121,000 121,000 0 WADDELL & REED FINANCIAL CS 930059100 12,563 711,382 711,382 711,382 0 WAL-MART STORES INC CS 931142103 672,162 13,650,729 13,650,729 13,650,729 0 WALGREEN CO CS 931422109 31,969 1,039,319 1,039,319 1,039,319 0 WASHINGTON FEDERAL INC CS 938824109 23,259 1,042,282 1,042,282 1,042,282 0 WASHINGTON MUTUAL INC CS 939322103 331,100 10,521,123 10,521,123 10,521,123 0 WASHINGTON POST CO CS 939640108 5,002 7,708 7,708 7,708 0 WASTE CONNECTIONS INC CS 941053100 5,214 149,860 149,860 149,860 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ WASTE MANAGEMENT CVT BOND 92929QAF4 651 755,000 755,000 755,000 0 WASTE MANAGEMENT INC CS 94106L109 432,917 18,564,205 18,564,205 18,564,205 0 WATERS CORPORATION CS 941848103 63,584 2,622,010 2,622,010 2,622,010 0 WATSON PHARMACEUTICALS CS 942683103 49,707 2,028,039 2,028,039 2,028,039 0 WATTS INDUSTRIES INC CS 942749102 1,189 72,500 72,500 72,500 0 WAUSAU-MOSINEE PAPER CS 943315101 13,349 1,449,400 1,449,400 1,449,400 0 WAVECOM SA CS 943531103 584 18,300 18,300 18,300 0 WAYPOINT FINANCIAL CORP CS 946756103 335 20,000 20,000 20,000 0 WCI COMMUNITIES, INC CS 92923C104 3,471 273,300 273,300 273,300 0 WEATHERFORD INTL LTD CS G95089101 41,980 1,130,320 1,130,320 1,130,320 0 WELLMAN INC CS 949702104 538 39,435 39,435 39,435 0 WELLPOINT HEALTH NETWORKS CS 94973H108 90,741 1,237,946 1,237,946 1,237,946 0 WELLS FARGO & CO CS 949746101 307,244 6,379,658 6,379,658 6,379,658 0 WENDY'S INTERNATIONAL INC CS 950590109 102,903 3,107,898 3,107,898 3,107,898 0 WERNER ENTERPRISES INC CS 950755108 18,860 1,026,096 1,026,096 1,026,096 0 WESCO INTERNATIONAL, INC. CS 95082P105 83 19,400 19,400 19,400 0 WEST MARINE INC CS 954235107 2,003 158,500 158,500 158,500 0 WESTPORT RESOURCES CS 961418100 18,536 1,012,900 1,012,900 1,012,900 0 WESTWOOD ONE INC CS 961815107 106,673 2,983,848 2,983,848 2,983,848 0 WEYERHAEUSER CO CS 962166104 851 19,435 19,435 19,435 0 WGL HOLDINGS INC CS 92924F106 115,765 4,841,685 4,841,685 4,841,685 0 WHIRLPOOL CORP CS 963320106 35,604 776,366 776,366 776,366 0 WHITE ELECTRONIC DESIGNS CS 963801105 191 25,500 25,500 25,500 0 WHITNEY HOLDING CORP CS 966612103 321 10,000 10,000 10,000 0 WHOLE FOODS MARKET INC CS 966837106 5,944 138,840 138,840 138,840 0 WILLBROS GROUP INC CS 969199108 1,246 120,000 120,000 120,000 0 WILLIAM LYON HOMES CS 552074106 458 20,000 20,000 20,000 0 WILSONS THE LEATHER CS 972463103 2,807 394,200 394,200 394,200 0 WINN-DIXIE STORES INC CS 974280109 10,434 795,278 795,278 795,278 0 WINNEBAGO INDUSTRIES INC CS 974637100 1,870 47,300 47,300 47,300 0 WISCONSIN ENERGY CORP PS 92923G204 3,936 158,700 158,700 158,700 0 WISCONSIN ENERGY CORP CS 976657106 32,195 1,324,888 1,324,888 1,324,888 0 WOLVERINE WORLD WIDE CS 978097103 8,966 597,700 597,700 597,700 0 WOODWARD GOVERNOR CO CS 980745103 538 11,400 11,400 11,400 0 WORLD FUEL SERVICES CORP CS 981475106 791 41,000 41,000 41,000 0 WORTHINGTON INDUSTRIES CS 981811102 657 35,110 35,110 35,110 0 WP CAREY AND CO LLC CS 92930Y107 17 685 685 685 0 WRIGHT MEDICAL GROUP INC CS 98235T107 285 15,000 15,000 15,000 0 WRIGLEY (WM) JR CO CS 982526105 32,792 662,600 662,600 662,600 0 WYETH CS 983024100 146,945 4,620,921 4,620,921 4,620,921 0 X-RITE INC CS 983857103 231 30,000 30,000 30,000 0 XEROX CORP CS 984121103 14,163 2,861,263 2,861,263 2,861,263 0 XILINX INC CS 983919101 231 14,600 14,600 14,600 0 XTO ENERGY INC CS 98385X106 38,261 1,856,450 1,856,450 1,856,450 0 YAHOO INC CS 984332106 24,852 2,600,945 2,600,945 2,600,945 0 YANKEE CANDLE COMPANY INC CS 984757104 2 90 90 90 0 YELLOW CORP CS 985509108 6,684 227,000 227,000 227,000 0
FORM 13 F QUARTER ENDINGTEMBER 30, 2002 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C) ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY _____________________________ ______________________ ____________________________________________________________ YORK INTERNATIONAL CORP CS 986670107 19,946 707,300 707,300 707,300 0 YOUNG INNOVATIONS INC CS 987520103 263 9,850 9,850 9,850 0 YUM! BRANDS INC CS 988498101 94,134 3,397,105 3,397,105 3,397,105 0 ZALE CORP CS 988858106 11,001 364,756 364,756 364,756 0 ZEBRA TECHNOLOGIES CP CL CS 989207105 14,505 275,600 275,600 275,600 0 ZIMMER HOLDINGS INC CS 98956P102 4,436 115,700 115,700 115,700 0 ZOLL MEDICAL CORP CS 989922109 8,636 284,036 284,036 284,036 0 ZOMAX OPTICAL MEDIA INC CS 989929104 107 27,400 27,400 27,400 0 ZORAN CORPORATION CS 98975F101 4,202 382,150 382,150 382,150 0 ZYMOGENETICS INC CS 98985T109 2 295 295 295 0 3M CO CS 88579Y101 333,857 3,035,892 3,035,892 3,035,892 0 99 CENTS ONLY STORES CS 65440K106 2,213 106,932 106,932 106,932 0