13F-HR 1 form13f12312002.txt ACIM 13F FILING FOR 12/31/2002
FORM 13 F QUARTER ENDING DECEMBER 31, 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 5,406 197,600 197,600 197,600 0 ABBOTT LABORATORIES CS 002824100 418,516 10,462,891 10,462,891 10,462,891 0 ACCENTURE LTD CS G1150G111 76,976 4,278,803 4,278,803 4,278,803 0 ACCREDO HEALTH INC CS 00437V104 63,023 1,785,356 1,785,356 1,785,356 0 ACETO CORP CS 004446100 2 135 135 135 0 ACTION PERFORMANCE COS CS 004933107 122 6,400 6,400 6,400 0 ACTIVISION INC CS 004930202 23,965 1,644,816 1,644,816 1,644,816 0 ACTUANT CORP CS 00508X203 697 15,000 15,000 15,000 0 ACTUATE SOFTWARE CORP CS 00508B102 2 1,120 1,120 1,120 0 ACXIOM CS 005125109 232 15,100 15,100 15,100 0 ADAPTEC INC CS 00651F108 6,554 1,161,976 1,161,976 1,161,976 0 ADMINISTAFF INC CS 007094105 302 50,325 50,325 50,325 0 ADOLOR CORPORATION CS 00724X102 480 35,000 35,000 35,000 0 ADOLPH COORS CO CS 217016104 18,886 308,340 308,340 308,340 0 ADVANCE AUTO PARTS CS 00751Y106 10,548 215,713 215,713 215,713 0 ADVANCEPCS CS 00790K109 777 35,000 35,000 35,000 0 ADVO-SYSTEM INC CS 007585102 43,759 1,332,900 1,332,900 1,332,900 0 AETHER SYSTEMS CS 00808V105 190 50,000 50,000 50,000 0 AETNA INC CS 00817Y108 10,586 257,450 257,450 257,450 0 AFC ENTERPRISES CS 00104Q107 6,282 295,900 295,900 295,900 0 AFFILIATED COMPUTER SVCS CS 008190100 235,496 4,472,860 4,472,860 4,472,860 0 AFFILIATED MANAGERS GROUP CS 008252108 71,028 1,412,087 1,412,087 1,412,087 0 AFFYMETRIX INC CS 00826T108 688 30,000 30,000 30,000 0 AFLAC INC CS 001055102 44,378 1,473,383 1,473,383 1,473,383 0 AFTERMARKET TECHNOLOGY CS 008318107 214 14,800 14,800 14,800 0 AGCO CORPORATION CS 001084102 20,377 922,040 922,040 922,040 0 AGILE SOFTWARE CORP CS 00846X105 390 50,210 50,210 50,210 0 AGILENT TECH INC CVT BOND 00846UAB7 14,553 15,100,000 15,100,000 15,100,000 0 AGILENT TECHNOLOGIES CS 00846U101 14,625 814,300 814,300 814,300 0 AGL RESOURCES INC PS 001198209 2,235 84,400 84,400 84,400 0 AGL RESOURCES INC CS 001204106 103,175 4,245,888 4,245,888 4,245,888 0 AGNICO-EAGLE MINES CS 008474108 18,190 1,224,100 1,224,100 1,224,100 0 AIR PRODUCTS & CHEMICALS CS 009158106 132,492 3,099,226 3,099,226 3,099,226 0 ALBANY INTERNATIONAL CS 012348108 70 3,390 3,390 3,390 0 ALBANY MOLECULAR RESEARCH CS 012423109 2 110 110 110 0 ALBEMARLE CORPORATION CS 012653101 2 60 60 60 0 ALBERTO CULVER CO CS 013068101 32,566 646,150 646,150 646,150 0 ALCOA INC CS 013817101 10,417 457,300 457,300 457,300 0 ALCON, INC CS H01301102 182,620 4,629,141 4,629,141 4,629,141 0 ALEXANDER & BALDWIN INC CS 014482103 8,388 325,170 325,170 325,170 0 ALLEN TELECOM INC CS 018091108 812 85,750 85,750 85,750 0 ALLERGAN INC CS 018490102 2,593 45,000 45,000 45,000 0 ALLETE CS 018522102 1,134 50,000 50,000 50,000 0 ALLIANCE CAPITAL MGMT LP CS 01855A101 10,540 340,000 340,000 340,000 0 ALLIANCE DATA SYSTEMS CS 018581108 2,566 144,800 144,800 144,800 0 ALLIANCE IMAGING INC CS 018606202 6,718 1,267,600 1,267,600 1,267,600 0 ALLIANT ENERGY CORP CS 018802108 1,972 119,130 119,130 119,130 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ ALLIANT TECHSYSTEMS INC CS 018804104 57,819 927,325 927,325 927,325 0 ALLIED CAPITAL CORP CS 01903Q108 7,647 350,300 350,300 350,300 0 ALLIED WASTE INDUSTRIES CS 019589308 13,790 1,379,004 1,379,004 1,379,004 0 ALLOY ONLINE CS 019855105 274 25,000 25,000 25,000 0 ALLSTATE CORPORATION CS 020002101 252,237 6,819,059 6,819,059 6,819,059 0 ALLTEL CORP CS 020039103 136,206 2,670,712 2,670,712 2,670,712 0 ALPHARMA INC CS 020813101 232 19,500 19,500 19,500 0 AMAZON.COM INC CS 023135106 300 15,893 15,893 15,893 0 AMBAC FINANCIAL GROUP INC CS 023139108 106,182 1,888,024 1,888,024 1,888,024 0 AMDOCS CS G02602103 5,649 575,300 575,300 575,300 0 AMEREN CORP CS 023608102 69,297 1,667,000 1,667,000 1,667,000 0 AMEREN CORP PS 023608201 41,508 1,548,800 1,548,800 1,548,800 0 AMERICA MOVIL CS 02364W105 25,572 1,780,773 1,780,773 1,780,773 0 AMERICA SERVICE GROUP INC CS 02364L109 81 4,800 4,800 4,800 0 AMERICAN AXLE AND CS 024061103 2 70 70 70 0 AMERICAN CAPITAL CS 024937104 2,625 121,600 121,600 121,600 0 AMERICAN EAGLE OUTFITTERS CS 02553E106 9,013 654,800 654,800 654,800 0 AMERICAN ELECTRIC POWER CS 025537101 41,115 1,504,383 1,504,383 1,504,383 0 AMERICAN EXPRESS CO CS 025816109 219,006 6,195,348 6,195,348 6,195,348 0 AMERICAN FINANCIAL CS 026075101 446 15,000 15,000 15,000 0 AMERICAN GREETINGS CL-A CS 026375105 32,744 2,072,387 2,072,387 2,072,387 0 AMERICAN HEALTHCORP INC CS 02649V104 2,013 115,000 115,000 115,000 0 AMERICAN INT'L GROUP INC CS 026874107 772,014 13,345,105 13,345,105 13,345,105 0 AMERICAN ITALIAN PASTA CS 027070101 7,214 200,500 200,500 200,500 0 AMERICAN MANAGEMENT CS 027352103 236 19,700 19,700 19,700 0 AMERICAN MEDICAL SECURITY CS 02744P101 18 1,300 1,300 1,300 0 AMERICAN PHARMACEUTICAL CS 02886P109 356 20,000 20,000 20,000 0 AMERICAN POWER CONVERSION CS 029066107 25,502 1,682,771 1,682,771 1,682,771 0 AMERICAN STANDARD COS INC CS 029712106 140,520 1,975,258 1,975,258 1,975,258 0 AMERIPATH CS 03071D109 3,865 179,600 179,600 179,600 0 AMERISOURCEBERGEN CORP CS 03073E105 26,997 497,090 497,090 497,090 0 AMERITRADE HOLDING CORP CS 03074K100 687 120,415 120,415 120,415 0 AMERUS GROUP CS 03072M108 23,848 843,596 843,596 843,596 0 AMGEN CS 031162100 387,986 8,022,877 8,022,877 8,022,877 0 AMSOUTH BANCORPORATION CS 032165102 24,064 1,253,312 1,253,312 1,253,312 0 ANADARKO PETROLEUM CORP CS 032511107 1,068 22,300 22,300 22,300 0 ANALOG DEVICES INC CS 032654105 54,978 2,303,219 2,303,219 2,303,219 0 ANALOGIC CORP CS 032657207 8,352 165,992 165,992 165,992 0 ANGLOGOLD LIMITED-SPON CS 035128206 15,126 441,504 441,504 441,504 0 ANHEUSER BUSCH INC CS 035229103 146,154 3,019,708 3,019,708 3,019,708 0 ANIXTER INTERNATIONAL INC CS 035290105 18,562 798,377 798,377 798,377 0 ANN TAYLOR STORES CORP CS 036115103 557 27,300 27,300 27,300 0 ANNALY MORTGAGE MGMT, INC CS 035710409 25,895 1,377,396 1,377,396 1,377,396 0 ANTEON INTERNATIONAL CORP CS 03674E108 1,284 53,500 53,500 53,500 0 ANTHEM INC CS 03674B104 18,197 289,308 289,308 289,308 0 ANTIGENICS INC CS 037032109 309 30,000 30,000 30,000 0 AOL TIME WARNER CS 00184A105 249,446 19,041,654 19,041,654 19,041,654 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ APAC TELESERVICES INC CS 00185E106 155 65,600 65,600 65,600 0 APACHE CORP CS 037411105 218,145 3,827,783 3,827,783 3,827,783 0 APARTMENT INVESTMENT AND CS 03748R101 4,595 122,600 122,600 122,600 0 APOGEE ENTERPRISES INC CS 037598109 2 225 225 225 0 APOLLO GOLD CORP WARRANTS CS 990202OI9 214 312,500 312,500 312,500 0 APOLLO GROUP INC CS 037604105 73,686 1,674,496 1,674,496 1,674,496 0 APOLLO GROUP INC CS 037604204 540 15,000 15,000 15,000 0 APPLEBEE'S INT'L, INC CS 037899101 69,520 2,992,026 2,992,026 2,992,026 0 APPLERA CORPORATION CS 038020103 17,342 988,703 988,703 988,703 0 APPLIED MATERIALS INC CS 038222105 33,348 2,558,353 2,558,353 2,558,353 0 APTARGROUP INC CS 038336103 22,026 705,060 705,060 705,060 0 ARACRUZ CELULOSE SA CS 038496204 262 14,100 14,100 14,100 0 ARAMARK CORP CS 038521100 51,997 2,212,642 2,212,642 2,212,642 0 ARCHER-DANIELS-MIDLAND CO CS 039483102 33,318 2,686,928 2,686,928 2,686,928 0 ARCHSTONE-SMITH TRUST CS 039583109 4,833 205,330 205,330 205,330 0 ARDEN REALTY GROUP INC CS 039793104 3,214 145,100 145,100 145,100 0 ARGOSY GAMING CO CS 040228108 390 20,600 20,600 20,600 0 ARKANSAS BEST HOLDINGS CS 040790107 9,660 371,755 371,755 371,755 0 ARROW ELECTRONICS INC CS 042735100 15,845 1,238,849 1,238,849 1,238,849 0 ARROW INTERNATIONAL INC CS 042764100 9,318 229,300 229,300 229,300 0 ARTISAN COMPONENTS INC CS 042923102 622 40,115 40,115 40,115 0 ARVINMERITOR INC CS 043353101 7,212 432,627 432,627 432,627 0 ASCENTIAL SOFTWARE CORP CS 04362P108 2 770 770 770 0 ASE TEST LIMITED CS Y02516105 1,800 447,800 447,800 447,800 0 ASHANTI GOLDFIELDS CS 043743202 7,799 1,333,099 1,333,099 1,333,099 0 ASHLAND INC CS 044204105 2 65 65 65 0 ASSOCIATED BANC CORP CS 045487105 6,802 200,400 200,400 200,400 0 ASTORIA FINANCIAL CORP CS 046265104 273 10,070 10,070 10,070 0 ASYST TECHNOLOGIES INC CS 04648X107 586 79,700 79,700 79,700 0 AT&T CORP CS 001957505 41,550 1,591,355 1,591,355 1,591,355 0 AT&T WIRELESS SERVICES CS 00209A106 2,205 390,346 390,346 390,346 0 ATLANTIC COAST AIRLINES CS 048396105 195 16,200 16,200 16,200 0 ATMOS ENERGY CORP CS 049560105 406 17,400 17,400 17,400 0 AUDIOVOX CORP CS 050757103 309 30,000 30,000 30,000 0 AUTODESK INC CS 052769106 15,071 1,050,600 1,050,600 1,050,600 0 AUTOMATIC DATA PROCESSING CS 053015103 73,812 1,880,570 1,880,570 1,880,570 0 AUTOZONE INC CS 053332102 9,588 135,715 135,715 135,715 0 AVALON BAY COMMUNITIES CS 053484101 5,585 142,700 142,700 142,700 0 AVERY DENNISON CORP CS 053611109 71,315 1,167,570 1,167,570 1,167,570 0 AVID TECHNOLOGY INC CS 05367P100 689 30,125 30,125 30,125 0 AVNET INC CS 053807103 33,719 3,113,439 3,113,439 3,113,439 0 AVOCENT CORPORATION CS 053893103 7,942 356,145 356,145 356,145 0 AVON PRODUCTS CS 054303102 77,983 1,447,616 1,447,616 1,447,616 0 AVX INC CS 002444107 24,960 2,546,900 2,546,900 2,546,900 0 B M C SOFTWARE CS 055921100 23,966 1,400,700 1,400,700 1,400,700 0 BAKER HUGHES INC CS 057224107 86,991 2,702,423 2,702,423 2,702,423 0 BALL CORP CS 058498106 30,177 589,500 589,500 589,500 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ BANCORPSOUTH INC PS 05969E305 3,440 132,000 132,000 132,000 0 BANCORPSOUTH INC CS 059692103 6,867 353,600 353,600 353,600 0 BANDAG INC CS 059815100 2,841 73,445 73,445 73,445 0 BANK OF AMERICA CORP CS 060505104 564,320 8,111,547 8,111,547 8,111,547 0 BANK OF HAWAII CORP CS 062540109 890 29,300 29,300 29,300 0 BANK OF NEW YORK CO INC CS 064057102 31,210 1,302,600 1,302,600 1,302,600 0 BANK ONE CORP CS 06423A103 9,891 270,603 270,603 270,603 0 BANTA CORP CS 066821109 7,427 237,500 237,500 237,500 0 BARD (C R) INC CS 067383109 44,873 773,670 773,670 773,670 0 BARNES GROUP INC CS 067806109 161 7,900 7,900 7,900 0 BARNESANDNOBLE.COM INC CS 067846105 1 955 955 955 0 BARR LABS INC CS 068306109 12,620 193,882 193,882 193,882 0 BARRICK GOLD CORP CS 067901108 39,011 2,531,516 2,531,516 2,531,516 0 BAXTER INTERNATIONAL INC CS 071813109 2,223 79,400 79,400 79,400 0 BEA SYSTEMS CS 073325102 28,984 2,518,200 2,518,200 2,518,200 0 BEAR STEARNS COS INC CS 073902108 93,871 1,580,324 1,580,324 1,580,324 0 BEARINGPOINT INC CS 074002106 814 117,900 117,900 117,900 0 BECKMAN COULTER INC CS 075811109 78,104 2,645,800 2,645,800 2,645,800 0 BECTON DICKINSON & CO CS 075887109 28,600 931,900 931,900 931,900 0 BED BATH & BEYOND INC CS 075896100 41,104 1,188,147 1,188,147 1,188,147 0 BELLSOUTH CORP CS 079860102 164,317 6,351,629 6,351,629 6,351,629 0 BELO CORPORATION CS 080555105 5,416 254,031 254,031 254,031 0 BEMIS CO INC CS 081437105 7,536 151,852 151,852 151,852 0 BENCHMARK ELECTRONICS INC CS 08160H101 2,026 70,700 70,700 70,700 0 BERKLEY (W R) CORPORATION CS 084423102 4,064 102,600 102,600 102,600 0 BERKSHIRE HATHAWAY INC CS 084670108 334,723 4,601 4,601 4,601 0 BERKSHIRE HATHAWAY INC CS 084670207 235,266 97,097 97,097 97,097 0 BERRY PETROLEUM CO CS 085789105 939 55,100 55,100 55,100 0 BEST BUY CO CS 086516101 10,691 442,700 442,700 442,700 0 BIG 5 SPORTING GOODS CORP CS 08915P101 2,167 200,000 200,000 200,000 0 BIO-RAD LABORATORIES CS 090572207 3,146 81,300 81,300 81,300 0 BIO-TECHNOLOGY GENERAL CS 090578105 2 515 515 515 0 BIOGEN INC CS 090597105 602 15,000 15,000 15,000 0 BIOMET INC CS 090613100 60,433 2,106,784 2,106,784 2,106,784 0 BIOSITE INCORPORATED CS 090945106 3,031 89,045 89,045 89,045 0 BIOVAIL CORP CS 09067J109 1,880 71,181 71,181 71,181 0 BJ SERVICES COMPANY CS 055482103 126,259 3,907,731 3,907,731 3,907,731 0 BLACK & DECKER CORP CS 091797100 60,916 1,420,279 1,420,279 1,420,279 0 BLOCK (H & R) INC CS 093671105 39,319 978,088 978,088 978,088 0 BLOCKBUSTER INC CS 093679108 14,226 1,161,312 1,161,312 1,161,312 0 BLYTH INDUSTRIES INC CS 09643P108 2 65 65 65 0 BOB EVANS FARMS INC CS 096761101 119 5,100 5,100 5,100 0 BOEING CO CS 097023105 3,078 93,300 93,300 93,300 0 BOISE CASCADE CORP CS 097383103 380 15,070 15,070 15,070 0 BORG-WARNER AUTOMOTIVE CS 099724106 975 19,340 19,340 19,340 0 BORLAND SOFTWARE CORP CS 099849101 11,942 972,500 972,500 972,500 0 BOSTON COMMUNICATIONS CS 100582105 768 60,000 60,000 60,000 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ BOSTON SCIENTIFIC CORP CS 101137107 264,090 6,210,953 6,210,953 6,210,953 0 BOWATER INC CS 102183100 3,079 73,400 73,400 73,400 0 BOYKIN LODGING COMPANY PS 103430302 483 19,000 19,000 19,000 0 BP PLC CS 055622104 150,316 3,697,800 3,697,800 3,697,800 0 BRIGGS & STRATTON CS 109043109 11,917 280,600 280,600 280,600 0 BRINKER INTERNATIONAL INC CS 109641100 98,213 3,045,359 3,045,359 3,045,359 0 BRISTOL-MYERS SQUIBB CO CS 110122108 169,720 7,331,337 7,331,337 7,331,337 0 BROADWING INC CS 111620100 176 50,000 50,000 50,000 0 BROOKS-PRI AUTOMATION INC CS 11442E102 2 140 140 140 0 BROWN SHOE CO INC CS 115736100 255 10,700 10,700 10,700 0 BRUNSWICK CORP CS 117043109 2,709 136,413 136,413 136,413 0 BUCKEYE PARTNERS - LP CS 118230101 386 10,045 10,045 10,045 0 BUENAVENTURA CS 204448104 10,936 414,400 414,400 414,400 0 BUILDING MATERIALS CS 120113105 159 11,100 11,100 11,100 0 BURLINGTON NORTHERN CS 12189T104 8,996 345,885 345,885 345,885 0 BURLINGTON RESOURCES CS 122014103 71,526 1,677,044 1,677,044 1,677,044 0 BURR BROWN CVT BOND 122574AF3 16,721 16,576,000 16,576,000 16,576,000 0 BWAY CORP CS 056039100 130 6,590 6,590 6,590 0 C & D TECHNOLOGIES INC CS 124661109 442 25,000 25,000 25,000 0 C A C I INT'L INC CS 127190304 5,355 150,254 150,254 150,254 0 C E C ENTERTAINMENT INC CS 125137109 5,676 184,900 184,900 184,900 0 C N A SURETY CORP CS 12612L108 10,363 1,320,100 1,320,100 1,320,100 0 C S S INDUSTRIES INC CS 125906107 109 3,300 3,300 3,300 0 CABLE DESIGN TECHNOLOGIES CS 126924109 5,669 960,800 960,800 960,800 0 CABLEVISION SYSTEMS CORP CS 12686C109 1,713 102,300 102,300 102,300 0 CABOT OIL & GAS CORP CS 127097103 372 15,000 15,000 15,000 0 CALIFORNIA PIZZA KITCHEN CS 13054D109 5,933 235,035 235,035 235,035 0 CALLAWAY GOLF COMPANY CS 131193104 2,939 221,800 221,800 221,800 0 CAMPBELL SOUP CO CS 134429109 118,014 5,028,300 5,028,300 5,028,300 0 CANADIAN NATIONAL RAILWAY CS 9996007H6 25,913 623,514 623,514 623,514 0 CANADIAN PACIFIC RAILWAY CS 13645T100 16,201 822,372 822,372 822,372 0 CAPITAL AUTOMOTIVE REIT CS 139733109 3,016 127,400 127,400 127,400 0 CAPITAL ONE FINANCIAL CS 14040H105 27,638 929,946 929,946 929,946 0 CAPITOL FEDERAL CS 14057C106 288 10,000 10,000 10,000 0 CARAUSTAR INDUSTRIES INC CS 140909102 6,171 660,700 660,700 660,700 0 CARDINAL HEALTH INC CS 14149Y108 136,509 2,306,280 2,306,280 2,306,280 0 CAREER EDUCATION CORP CS 141665109 10,808 270,178 270,178 270,178 0 CAREMARK RX INC CS 141705103 5,575 343,063 343,063 343,063 0 CARLISLE COMPANIES INC CS 142339100 11,272 272,399 272,399 272,399 0 CARNIVAL CORP CS 143658102 29,369 1,177,128 1,177,128 1,177,128 0 CARRAMERICA REALTY CORP CS 144418100 6,150 245,500 245,500 245,500 0 CASCADE CORP CS 147195101 880 55,200 55,200 55,200 0 CASELLA WASTE SYSTEMS INC CS 147448104 2,033 228,630 228,630 228,630 0 CASEY'S GENERAL STORES CS 147528103 14,348 1,177,500 1,177,500 1,177,500 0 CATELLUS DEVELOPMENT CORP CS 149111106 7 330 330 330 0 CATERPILLAR INC CS 149123101 77,877 1,703,340 1,703,340 1,703,340 0 CBL AND ASSOCIATES CS 124830100 5,864 146,408 146,408 146,408 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ CCC INFORMATION SERVICES CS 12487Q109 583 32,800 32,800 32,800 0 CDW COMPUTER CENTERS INC CS 125129106 221 5,030 5,030 5,030 0 CELADON GROUP INC CS 150838100 417 36,050 36,050 36,050 0 CELESTICA CS 15101Q108 4,772 338,449 338,449 338,449 0 CELGENE CORP CS 151020104 6 270 270 270 0 CENDANT CORP CS 151313103 6,292 600,389 600,389 600,389 0 CENTERPOINT ENERGY INC CS 15189T107 298 35,000 35,000 35,000 0 CENTERPOINT PROPERTIES CS 151895109 686 12,000 12,000 12,000 0 CENTEX CORP CS 152312104 39,448 785,810 785,810 785,810 0 CENTRAL HUDSON GAS & ELEC CS 12541M102 294 6,300 6,300 6,300 0 CENTRAL PARKING CORP CS 154785109 2,425 128,600 128,600 128,600 0 CENTURYTEL INC CS 156700106 40,636 1,383,114 1,383,114 1,383,114 0 CENTURYTEL INC PS 156700403 12,048 468,800 468,800 468,800 0 CEPHALON INC CS 156708109 31,340 643,541 643,541 643,541 0 CEPHEID CS 15670R107 386 75,445 75,445 75,445 0 CERIDIAN CORP - NEW CS 156779100 14,497 1,005,320 1,005,320 1,005,320 0 CH ROBINSON WORLDWIDE CS 12541W100 468 15,000 15,000 15,000 0 CHAMPION ENTERPRISES INC CS 158496109 2 690 690 690 0 CHARLES RIVER LABS CS 159864107 35,435 920,855 920,855 920,855 0 CHARMING SHOPPES INC CS 161133103 153 36,600 36,600 36,600 0 CHARTER ONE FINANCIAL CS 160903100 2,957 102,940 102,940 102,940 0 CHATEAU COMMUNITIES INC CS 161726104 2,795 121,500 121,500 121,500 0 CHATTEM INC CS 162456107 1,713 83,400 83,400 83,400 0 CHECKERS DRIVE-IN CS 162809305 210 33,200 33,200 33,200 0 CHECKFREE CORP CS 162813109 4,453 278,488 278,488 278,488 0 CHECKPOINT SYSTEMS CS 162825103 107 10,300 10,300 10,300 0 CHEESECAKE FACTORY INC CS 163072101 40,511 1,120,024 1,120,024 1,120,024 0 CHELSEA PROPERTY GROUP CS 163421100 3,613 108,474 108,474 108,474 0 CHESAPEAKE CORP OF VA CS 165159104 181 10,120 10,120 10,120 0 CHESAPEAKE ENERGY CS 165167107 619 80,000 80,000 80,000 0 CHEVRONTEXACO CORP CS 166764100 172,758 2,598,645 2,598,645 2,598,645 0 CHICAGO MERCANTILE CS 167760107 1,528 35,000 35,000 35,000 0 CHICO'S FAS INC CS 168615102 67,090 3,547,861 3,547,861 3,547,861 0 CHINA UNICOM LIMITED CS 16945R104 178 25,600 25,600 25,600 0 CHIQUITA BRANDS INT'L INC CS 170032809 2,286 172,400 172,400 172,400 0 CHIRON CORP CS 170040109 7,002 186,118 186,118 186,118 0 CHOICEPOINT INC CS 170388102 32,627 826,200 826,200 826,200 0 CHUBB CORP CS 171232101 39,855 763,500 763,500 763,500 0 CHUBB CORP PS 171232309 9,180 383,300 383,300 383,300 0 CHURCHILL DOWNS INC CS 171484108 383 10,000 10,000 10,000 0 CIA PARANAENSE ENERGIA CS 20441B407 291 103,400 103,400 103,400 0 CIA VALE DO RIO DOCE CS 204412209 2,556 88,400 88,400 88,400 0 CIBER INC CS 17163B102 156 30,350 30,350 30,350 0 CIENA CORPORATION CS 171779101 25,451 4,966,000 4,966,000 4,966,000 0 CIGNA CORP CS 125509109 37,856 920,629 920,629 920,629 0 CIMA LABS INC CS 171796105 2,707 111,900 111,900 111,900 0 CINERGY CORP CS 172474108 2,192 65,000 65,000 65,000 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ CINTAS CORP CS 172908105 686 15,000 15,000 15,000 0 CIRCOR INTERNATIONAL INC CS 17273K109 5,888 370,300 370,300 370,300 0 CISCO SYSTEMS INC CS 17275R102 514,230 39,269,158 39,269,158 39,269,158 0 CITIGROUP INC CS 172967101 990,462 28,146,132 28,146,132 28,146,132 0 CITIZENS BANKING CORP CS 174420109 2,093 84,400 84,400 84,400 0 CITRIX SYSTEMS INC CS 177376100 4,012 323,063 323,063 323,063 0 CITY HOLDING COMPANY CS 177835105 283 10,000 10,000 10,000 0 CKE RESTAURANTS INC CS 12561E105 204 47,500 47,500 47,500 0 CLAIRE'S STORES INC CS 179584107 4,427 200,600 200,600 200,600 0 CLARCOR CS 179895107 968 30,000 30,000 30,000 0 CLAYTON HOMES INC CS 184190106 971 79,700 79,700 79,700 0 CLEAR CHANNEL CS 184502102 85,233 2,285,682 2,285,682 2,285,682 0 CLOROX CO CS 189054109 104,924 2,543,613 2,543,613 2,543,613 0 CMS ENERGY CORP CS 125896100 19,908 2,108,946 2,108,946 2,108,946 0 COACH INC CS 189754104 35,948 1,091,973 1,091,973 1,091,973 0 COCA-COLA BOTTLING CONS CS 191098102 1,226 19,000 19,000 19,000 0 COCA-COLA CO CS 191216100 440,902 10,061,663 10,061,663 10,061,663 0 COCA-COLA ENTERPRISES INC CS 191219104 19,501 897,839 897,839 897,839 0 COEUR D'ALENE MINES CS 192108108 96 50,000 50,000 50,000 0 COGNEX CORPORATION CS 192422103 554 30,095 30,095 30,095 0 COGNIZANT TECH SOLUTIONS CS 192446102 1,448 20,030 20,030 20,030 0 COGNOS INC CS 19244C109 6,552 279,700 279,700 279,700 0 COHERENT INC CS 192479103 11,193 560,475 560,475 560,475 0 COLGATE PALMOLIVE CO CS 194162103 16,746 319,400 319,400 319,400 0 COLONIAL PROPERTIES TRUST CS 195872106 1,117 32,900 32,900 32,900 0 COMCAST CORP CS 20030N101 110,607 4,688,717 4,688,717 4,688,717 0 COMCAST CORP CL A SPL COM CS 20030N200 16,306 722,300 722,300 722,300 0 COMMERCE BANCORP N J CS 200519106 6,752 156,340 156,340 156,340 0 COMMERCE BANCSHARES INC CS 200525103 23,536 599,111 599,111 599,111 0 COMMERCIAL FEDERAL CORP CS 201647104 9,130 391,000 391,000 391,000 0 COMMERCIAL NET LEASE CS 202218103 826 53,900 53,900 53,900 0 COMMONWEALTH BANCORP INC CS 20268X102 2 35 35 35 0 COMMONWEALTH TELEPHONE CS 203349105 19,478 543,394 543,394 543,394 0 COMMUNITY FIRST CS 203902101 371 14,000 14,000 14,000 0 COMPANHIA BRASILEIRA DE CS 20440T201 1,285 84,000 84,000 84,000 0 COMPUCOM SYSTEMS CS 204780100 624 111,100 111,100 111,100 0 COMPUTER ASSOC INT'L INC CS 204912109 3,353 248,400 248,400 248,400 0 COMPUTER SCIENCES CORP CS 205363104 31,254 907,220 907,220 907,220 0 COMPUWARE CORP CS 205638109 16,378 3,415,555 3,415,555 3,415,555 0 COMSTOCK RESOURCES CS 205768203 420 45,210 45,210 45,210 0 COMVERSE TECHNOLOGY INC CS 205862402 5,606 559,764 559,764 559,764 0 CONAGRA FOODS INC CS 205887102 85,934 3,435,993 3,435,993 3,435,993 0 CONCORD EFS INC CS 206197105 103,421 6,570,599 6,570,599 6,570,599 0 CONMED CORP CS 207410101 245 12,500 12,500 12,500 0 CONNECTICUT BANCSHARES CS 207540105 577 15,000 15,000 15,000 0 CONNETICS CORPORATION CS 208192104 303 25,145 25,145 25,145 0 CONOCOPHILLIPS CS 20825C104 30,628 632,945 632,945 632,945 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ CONSOLIDATED EDISON INC CS 209115104 2,783 65,000 65,000 65,000 0 CONSOLIDATED GRAPHICS INC CS 209341106 445 20,000 20,000 20,000 0 CONSOLIDATED TRANSPORT CS 12612W104 501 15,060 15,060 15,060 0 CONSTELLATION ENERGY CS 210371100 1,391 50,000 50,000 50,000 0 COOPER CAMERON CORP CS 216640102 80,499 1,615,806 1,615,806 1,615,806 0 COOPER COS CS 216648402 38,056 1,521,019 1,521,019 1,521,019 0 COOPER INDUSTRIES LTD CS G24182100 17,966 492,900 492,900 492,900 0 COOPER TIRE & RUBBER CO CS 216831107 67 4,400 4,400 4,400 0 COORSTEK INC CS 217020106 3 105 105 105 0 CORINTHIAN COLLEGES INC CS 218868107 15,812 417,854 417,854 417,854 0 CORN PRODUCTS INT'L INC CS 219023108 5,568 184,800 184,800 184,800 0 CORPORATE EXECUTIVE BOARD CS 21988R102 32,921 1,023,825 1,023,825 1,023,825 0 CORRECTIONS CORP CS 22025Y407 429 25,000 25,000 25,000 0 COST PLUS CS 221485105 6,174 214,875 214,875 214,875 0 COSTCO COMPANIES INC CS 22160K105 95,090 3,383,398 3,383,398 3,383,398 0 COSTCO WHOLESALE CVT BOND 22160QAC6 6,374 9,139,000 9,139,000 9,139,000 0 COUNTRYWIDE FINANCIAL CS 222372104 28,943 560,363 560,363 560,363 0 COURIER CORP CS 222660102 254 5,600 5,600 5,600 0 COUSINS PROPERTIES INC CS 222795106 1,356 54,900 54,900 54,900 0 COVANCE INC CS 222816100 7,457 303,255 303,255 303,255 0 COVENTRY HEALTH CARE INC CS 222862104 36,936 1,272,335 1,272,335 1,272,335 0 COX COMMUNICATIONS, INC. CS 224044107 2,332 82,100 82,100 82,100 0 COX RADIO INC CS 224051102 15,798 692,580 692,580 692,580 0 CRACKER BARREL CNVT CVT BOND 12489VAB2 5,028 10,842,000 10,842,000 10,842,000 0 CRACKER BARREL OLD CTY CS 12489V106 311 10,300 10,300 10,300 0 CRANE CO CS 224399105 22,993 1,153,700 1,153,700 1,153,700 0 CREE RESEARCH INC CS 225447101 819 50,100 50,100 50,100 0 CROWN AMERICAN REALTY CS 228186102 186 20,205 20,205 20,205 0 CROWN CORK & SEAL CO INC CS 228255105 517 65,000 65,000 65,000 0 CSK AUTO CORPORATION CS 125965103 3,519 319,900 319,900 319,900 0 CSX CORPORATION CS 126408103 3,749 132,433 132,433 132,433 0 CULLEN/FROST BANKERS CS 229899109 20,313 621,200 621,200 621,200 0 CULP INC CS 230215105 597 70,200 70,200 70,200 0 CUMMINS ENGINE CS 231021106 2 65 65 65 0 CUMULUS MEDIA INC CS 231082108 20,901 1,410,782 1,410,782 1,410,782 0 CURATIVE HEALTH SERVICES CS 231264102 7,292 422,250 422,250 422,250 0 CV THERAPEUTICS CS 126667104 6,548 358,600 358,600 358,600 0 CVS CORP CS 126650100 13,297 532,500 532,500 532,500 0 CYMER LASER CS 232572107 710 22,000 22,000 22,000 0 D P L INC CS 233293109 491 32,000 32,000 32,000 0 D Q E INC CS 23329J104 2,131 139,800 139,800 139,800 0 DAIMLERCHRYSLER AG CS D1668R123 10,347 337,600 337,600 337,600 0 DAKTRONICS INC CS 234264109 349 26,000 26,000 26,000 0 DANAHER CORP CS 235851102 723 11,000 11,000 11,000 0 DAVITA INC CS 23918K108 2,502 101,400 101,400 101,400 0 DEAN FOODS CS 242370104 28,589 770,592 770,592 770,592 0 DEERE & CO CS 244199105 57,909 1,263,000 1,263,000 1,263,000 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ DELL COMPUTER CORP CS 247025109 395,566 14,773,723 14,773,723 14,773,723 0 DELTA AIR LINES INC CS 247361108 1,908 157,658 157,658 157,658 0 DENBURY RESOURCES INC CS 247916208 1,003 88,760 88,760 88,760 0 DENTSPLY INTERNATIONAL CS 249030107 22,635 609,126 609,126 609,126 0 DEPARTMENT 56 INC CS 249509100 458 35,500 35,500 35,500 0 DEVELOPERS DIVERS CS 251591103 6,276 285,400 285,400 285,400 0 DEVON ENERGY CORP CS 25179M103 20,077 437,400 437,400 437,400 0 DEVON ENERGY 4.9% CVT BOND 25179MAA1 15,932 15,794,000 15,794,000 15,794,000 0 DEVON ENERGY 4.95% CVT BOND 25179MAB9 15,341 15,170,000 15,170,000 15,170,000 0 DIAL CORP CS 25247D101 8,771 430,600 430,600 430,600 0 DIAMOND OFFSHORE DRILLING CVT BOND 25271CAE2 5,376 5,844,000 5,844,000 5,844,000 0 DIAMOND OFFSHORE DRILLING CS 25271C102 58,294 2,667,900 2,667,900 2,667,900 0 DIEBOLD INC CS 253651103 18,530 449,545 449,545 449,545 0 DIGIMARC CORPORATION CS 253807101 343 30,125 30,125 30,125 0 DILLARD'S INC CS 254067101 32,541 2,051,773 2,051,773 2,051,773 0 DIMON INC CS 254394109 636 106,000 106,000 106,000 0 DIONEX CORP CS 254546104 898 30,055 30,055 30,055 0 DISNEY (WALT) COMPANY CS 254687106 176,473 10,819,916 10,819,916 10,819,916 0 DITECH COMMUNICATIONS CS 25500M103 1,087 510,300 510,300 510,300 0 DOLE FOOD COMPANY INC CS 256605106 531 16,300 16,300 16,300 0 DOLLAR TREE STORES INC CS 256747106 29,098 1,181,900 1,181,900 1,181,900 0 DOMINION RESOURCES INC CS 25746U109 19,795 360,573 360,573 360,573 0 DORAL FINANCIAL CORP CS 25811P100 1,153 40,300 40,300 40,300 0 DOVER CORP CS 260003108 88,498 3,034,913 3,034,913 3,034,913 0 DOW CHEMICAL CO CS 260543103 2,982 100,400 100,400 100,400 0 DOW JONES & CO INC CS 260561105 92,858 2,148,000 2,148,000 2,148,000 0 DR REDDY'S LABORATORIES CS 256135203 348 18,000 18,000 18,000 0 DRESS BARN INC CS 261570105 142 10,700 10,700 10,700 0 DREW INDUSTRIES INC CS 26168L205 161 10,000 10,000 10,000 0 DREXLER TECHNOLOGY CORP CS 261876106 1 100 100 100 0 DRS TECHNOLOGIES INC CS 23330X100 1 45 45 45 0 DST SYSTEMS INC CS 233326107 130,022 3,657,437 3,657,437 3,657,437 0 DTE ENERGY CO PS 233331206 6,348 232,600 232,600 232,600 0 DTE ENERGY HOLDING CO CS 233331107 6,703 144,463 144,463 144,463 0 DU PONT CS 263534109 27,441 647,200 647,200 647,200 0 DUKE ENERGY CORP CS 264399106 4,678 239,396 239,396 239,396 0 DUKE-WEEKS REALTY CORP CS 264411505 8,129 319,400 319,400 319,400 0 DUN & BRADSTREET CS 26483E100 33,861 981,774 981,774 981,774 0 DUPONT PHOTOMASKS INC CS 26613X101 4,933 211,200 211,200 211,200 0 DURA AUTOMOTIVE SYSTEMS CS 265903104 670 66,600 66,600 66,600 0 DYCOM INDUSTRIES INC CS 267475101 331 25,000 25,000 25,000 0 E FUNDS CS 28224R101 1,129 124,200 124,200 124,200 0 E S S TECHNOLOGY INC CS 269151106 7,845 1,243,256 1,243,256 1,243,256 0 E W SCRIPPS CO CS 811054204 24,385 316,900 316,900 316,900 0 EAST WEST BANCORP INC CS 27579R104 363 10,055 10,055 10,055 0 EASTMAN CHEMICAL CO CS 277432100 10,437 283,835 283,835 283,835 0 EASTMAN KODAK CO CS 277461109 134,673 3,843,411 3,843,411 3,843,411 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ EATON CORP CS 278058102 5,783 74,033 74,033 74,033 0 EBAY INC CS 278642103 50,189 739,872 739,872 739,872 0 ECHO BAY MINES LTD CS 278751102 2,184 1,733,200 1,733,200 1,733,200 0 ECOLAB INC CS 278865100 26,678 538,945 538,945 538,945 0 EDISON INTERNATIONAL INC CS 281020107 26,458 2,232,779 2,232,779 2,232,779 0 EDWARDS (A G) INC CS 281760108 116,926 3,547,500 3,547,500 3,547,500 0 EDWARDS LIFESCIENCES CP CS 28176E108 37,133 1,457,909 1,457,909 1,457,909 0 EL PASO CORP CS 28336L109 422 60,650 60,650 60,650 0 EL PASO ENERGY PARTNERS CS 28368B102 2 55 55 55 0 ELBIT SYSTEMS LTD CS M3760D101 1,153 71,800 71,800 71,800 0 ELECTRONIC ARTS CS 285512109 19,567 393,381 393,381 393,381 0 ELECTRONIC DATA SYSTEMS CS 285661104 28,680 1,556,174 1,556,174 1,556,174 0 ELECTRONICS BOUTIQUE CS 286045109 1 65 65 65 0 ELECTRONICS FOR IMAGING CS 286082102 12,154 746,531 746,531 746,531 0 ELI LILLY & CO CS 532457108 248,937 3,920,264 3,920,264 3,920,264 0 EMBREX CS 290817105 233 21,000 21,000 21,000 0 EMC CORP CS 268648102 13,803 2,248,100 2,248,100 2,248,100 0 EMCOR GROUP INC CS 29084Q100 797 15,035 15,035 15,035 0 EMERSON ELECTRIC CO CS 291011104 287,197 5,647,926 5,647,926 5,647,926 0 EMMIS COMMUNICATIONS CORP CS 291525103 16,303 780,811 780,811 780,811 0 EMPIRE DISTRICT ELECTRIC CS 291641108 14,480 795,600 795,600 795,600 0 EMULEX CORP CS 292475209 1,799 97,000 97,000 97,000 0 ENCANA CORP CS 292505104 28,770 925,067 925,067 925,067 0 ENDO PHARMACEUTICAL CS 29264F205 2,882 380,200 380,200 380,200 0 ENDOCARE CS 29264P104 1 180 180 180 0 ENERGEN CORP CS 29265N108 2,417 83,060 83,060 83,060 0 ENERGIZER HOLDINGS INC CS 29266R108 13,633 488,623 488,623 488,623 0 ENERGY EAST CORPORATION CS 29266M109 1,970 89,200 89,200 89,200 0 ENSCO INTERNATIONAL CS 26874Q100 107,505 3,650,439 3,650,439 3,650,439 0 ENTERCOM COMMUNICATIONS CS 293639100 64,506 1,374,809 1,374,809 1,374,809 0 ENTERGY CORP CS 29364G103 11,691 256,431 256,431 256,431 0 ENTERPRISE PRODUCTS CS 293792107 487 25,100 25,100 25,100 0 ENTERTAINMENT PROPERTIES CS 29380T105 353 15,000 15,000 15,000 0 ENZON PHARMACEUTICALS INC CS 293904108 325 19,400 19,400 19,400 0 EOG RESOURCES INC CS 26875P101 143,047 3,583,353 3,583,353 3,583,353 0 EPIQ SYSTEMS INC CS 26882D109 1,941 126,300 126,300 126,300 0 EQUIFAX INC CS 294429105 7,442 321,600 321,600 321,600 0 EQUITABLE RESOURCES INC CS 294549100 2,172 62,000 62,000 62,000 0 EQUITY INNS INC CS 294703103 2,745 455,900 455,900 455,900 0 EQUITY OFFICE PROPERTIES CS 294741103 11,914 476,957 476,957 476,957 0 EQUITY OFFICE PROPERTIES PS 294741871 716 28,000 28,000 28,000 0 EQUITY RESIDENTIAL CS 29476L107 4,553 185,244 185,244 185,244 0 ERIE INDEMNITY COMPANY CS 29530P102 262 7,200 7,200 7,200 0 ESSEX PROPERTY TRUST INC CS 297178105 2,837 55,800 55,800 55,800 0 ESTERLINE TECHNOLOGIES CS 297425100 157 8,900 8,900 8,900 0 EVERGREEN RESOURCES INC CS 299900308 6,982 155,683 155,683 155,683 0 EXELON CORPORATION CS 30161N101 39,284 744,444 744,444 744,444 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ EXPEDIA, INC CS 302125109 62,970 940,687 940,687 940,687 0 EXPEDITORS INT'L OF WASH CS 302130109 22,102 676,221 676,221 676,221 0 EXTENDED STAY AMERICA CS 30224P101 2 145 145 145 0 EXXON MOBIL CORP CS 30231G102 599,074 17,145,779 17,145,779 17,145,779 0 F D X CORPORATION CS 31428X106 23,411 431,781 431,781 431,781 0 F L I R SYSTEMS INC CS 302445101 923 18,900 18,900 18,900 0 F M C CORP CS 302491303 10,387 380,200 380,200 380,200 0 F P L GROUP INC CS 302571104 69,842 1,161,523 1,161,523 1,161,523 0 F P L GROUP INC PS 302571203 20,221 365,257 365,257 365,257 0 F P L GROUP INC PS 302571401 16,361 306,500 306,500 306,500 0 FACTSET RESEARCH SYSTEMS CS 303075105 9,366 331,321 331,321 331,321 0 FAIR, ISAAC, AND COMPANY CS 303250104 215 5,038 5,038 5,038 0 FAMILY DOLLAR STORES INC CS 307000109 67,021 2,147,411 2,147,411 2,147,411 0 FANNIE MAE CS 313586109 224,543 3,490,490 3,490,490 3,490,490 0 FARGO ELECTRONICS INC CS 30744P102 264 30,000 30,000 30,000 0 FASTENAL CO CS 311900104 25,881 692,100 692,100 692,100 0 FEDERAL HOME LOAN MTG CS 313400301 310,547 5,259,056 5,259,056 5,259,056 0 FEDERATED DEPT STORES INC CS 31410H101 136,996 4,763,432 4,763,432 4,763,432 0 FIDELITY NATIONAL CS 316326107 100,278 3,054,477 3,054,477 3,054,477 0 FIDELITY NATL INFO CS 31620P109 293 17,000 17,000 17,000 0 FIFTH THIRD BANCORP CS 316773100 17,246 294,000 294,000 294,000 0 FINLAY ENTERPRISES INC CS 317884203 243 20,000 20,000 20,000 0 FIRST AMERICAN FINC'L CS 318522307 50,462 2,273,079 2,273,079 2,273,079 0 FIRST BANCORP CS 318672102 427 18,900 18,900 18,900 0 FIRST CHARTER CORP CS 319439105 6 340 340 340 0 FIRST CITIZENS BANCSHARES CS 31946M103 696 7,200 7,200 7,200 0 FIRST DATA CORPORATION CS 319963104 175,592 4,958,820 4,958,820 4,958,820 0 FIRST DEFIANCE FIANCIAL CS 32006W106 95 5,000 5,000 5,000 0 FIRST HEALTH GROUP CORP CS 320960107 5,628 231,100 231,100 231,100 0 FIRST INDUSTRIAL REALTY CS 32054K103 907 32,400 32,400 32,400 0 FIRST SOURCE BANCORP INC CS 33640T103 217 15,000 15,000 15,000 0 FIRST TENNESSEE NAT'L CS 337162101 55,822 1,553,210 1,553,210 1,553,210 0 FIRST VIRGINIA BANK INC CS 337477103 122,987 3,303,451 3,303,451 3,303,451 0 FIRSTENERGY CS 337932107 5,731 173,823 173,823 173,823 0 FIRSTFED FINANCIAL CORP CS 337907109 7 225 225 225 0 FIRSTMERIT CORPORATION CS 337915102 6,764 311,500 311,500 311,500 0 FISHER SCIENTIFIC INT'L CS 338032204 42,339 1,407,542 1,407,542 1,407,542 0 FLEET BOSTON FINANCIAL CS 339030108 39,712 1,634,250 1,634,250 1,634,250 0 FLEXTRONICS INTERNATIONAL CS Y2573F102 34,373 4,204,692 4,204,692 4,204,692 0 FLOWSERVE CORP CS 34354P105 296 20,000 20,000 20,000 0 FLUOR CORP CS 343412102 51,208 1,828,846 1,828,846 1,828,846 0 FOOT LOCKER INC CS 344849104 22,557 2,148,300 2,148,300 2,148,300 0 FOOT LOCKER 5.5 6/1/08 CVT BOND 922944AB9 9,882 9,724,000 9,724,000 9,724,000 0 FORD MOTOR CO CS 345370860 13,708 1,473,984 1,473,984 1,473,984 0 FORD MOTOR COMPANY PS 345395206 8,842 216,450 216,450 216,450 0 FOREST LABORATORIES INC CS 345838106 78,553 799,762 799,762 799,762 0 FOREST OIL CORP CS 346091705 413 15,000 15,000 15,000 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ FORTUNE BRANDS INC CS 349631101 59,009 1,268,730 1,268,730 1,268,730 0 FORWARD AIR CORP CS 349853101 152 7,800 7,800 7,800 0 FOUR SEASONS HOTELS CS 9997023X9 28,112 995,100 995,100 995,100 0 FOX ENTERTAINMENT CL A CS 35138T107 53,201 2,051,702 2,051,702 2,051,702 0 FRANKLIN ELECTRIC CO INC CS 353514102 245 5,045 5,045 5,045 0 FRANKLIN RESOURCES INC CS 354613101 91,353 2,680,550 2,680,550 2,680,550 0 FREEPORT MCMORAN COPPER CS 35671D857 8,004 477,000 477,000 477,000 0 FRIEDMAN BILLINGS CS 358433100 70 7,480 7,480 7,480 0 FRONTIER AIRLINES INC CS 359065109 73 10,800 10,800 10,800 0 FRONTIER OIL CORP CS 35914P105 155 9,000 9,000 9,000 0 FULLER (H B) CO CS 359694106 261 10,070 10,070 10,070 0 G & K SERVICES INC CS 361268105 2,253 63,400 63,400 63,400 0 GABLES RESIDENTIAL TRUST CS 362418105 2,221 89,100 89,100 89,100 0 GALLAGHER (ARTHUR J) & CO CS 363576109 24,811 844,500 844,500 844,500 0 GANNETT CO CS 364730101 113,331 1,578,423 1,578,423 1,578,423 0 GAP INC CS 364760108 45,841 2,953,680 2,953,680 2,953,680 0 GARMIN LTD CS G37260109 932 31,800 31,800 31,800 0 GENENTECH INC CS 368710406 36,874 1,112,009 1,112,009 1,112,009 0 GENERAL DYNAMICS CORP CS 369550108 179,452 2,260,952 2,260,952 2,260,952 0 GENERAL ELECTRIC CO CS 369604103 875,391 35,950,348 35,950,348 35,950,348 0 GENERAL GROWTH PROPERTIES CS 370021107 9,358 179,965 179,965 179,965 0 GENERAL MILLS INC CS 370334104 941 20,040 20,040 20,040 0 GENERAL MOTORS PS 370442733 6,066 262,600 262,600 262,600 0 GENERAL MOTORS CORP CS 370442105 30,167 818,427 818,427 818,427 0 GENESEE & WYOMING INC CS 371559105 2,151 105,700 105,700 105,700 0 GENLYTE GROUP INC CS 372302109 563 18,100 18,100 18,100 0 GENTEX CORP CS 371901109 1,267 40,065 40,065 40,065 0 GENUINE PARTS CO CS 372460105 18,208 591,155 591,155 591,155 0 GENZYME CS 372917104 28,381 959,300 959,300 959,300 0 GEORGIA GULF CORP CS 373200203 1,717 74,180 74,180 74,180 0 GEORGIA PACIFIC GROUP CS 373298108 28,833 1,784,218 1,784,218 1,784,218 0 GETTY IMAGES INC CS 374276103 19,639 642,849 642,849 642,849 0 GETTY REALTY CORP CS 374297109 11,266 594,500 594,500 594,500 0 GILEAD SCIENCES INC CS 375558103 104,186 3,072,872 3,072,872 3,072,872 0 GILLETTE CO CS 375766102 188,372 6,204,596 6,204,596 6,204,596 0 GLAXOSMITHKLINE PLC CS 37733W105 46,903 1,252,074 1,252,074 1,252,074 0 GLOBAL IMAGING SYSTEMS CS 37934A100 246 13,400 13,400 13,400 0 GLOBAL POWER EQUIPMENT CS 37941P108 49 10,000 10,000 10,000 0 GLOBESPAN VIRATA INC CS 37957V106 1,067 242,700 242,700 242,700 0 GOLDCORP INC CS 380956409 3,464 272,300 272,300 272,300 0 GOLDEN TELECOM CS 38122G107 1,193 94,073 94,073 94,073 0 GOLDMAN SACHS GROUP CS 38141G104 78,931 1,159,039 1,159,039 1,159,039 0 GOLDMAN SACHS 2.0% SYNTH CVT BOND 38141GBZ6 6,421 6,502,000 6,502,000 6,502,000 0 GOLDMAN SACHS 2.5% SYNTH CVT BOND 38141GCJ1 9,630 9,890,000 9,890,000 9,890,000 0 GOLDMAN SACHS 3.0% SYNTH CVT BOND 38141GCK8 13,934 13,899,000 13,899,000 13,899,000 0 GOLDMAN SACHS 3.5% SYNTH CVT BOND 38141GCD4 24,443 24,321,000 24,321,000 24,321,000 0 GOODYEAR TIRE & RUBBER CO CS 382550101 12,968 1,904,220 1,904,220 1,904,220 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ GRACO INC CS 384109104 430 15,000 15,000 15,000 0 GRAINGER (W W) INC CS 384802104 18,044 350,035 350,035 350,035 0 GREAT LAKES CHEMICAL CORP CS 390568103 2 65 65 65 0 GREAT PLAINS ENERGY INC CS 391164100 686 30,000 30,000 30,000 0 GREY WOLF INC CS 397888108 181 45,300 45,300 45,300 0 GRIFFON CORPORATION CS 398433102 10,060 738,600 738,600 738,600 0 GRUPO TELEVISA CS 40049J206 1,237 44,300 44,300 44,300 0 GTECH HOLDINGS CORP CS 400518106 27,006 969,348 969,348 969,348 0 GUCCI GROUP CS 401566104 27,971 305,359 305,359 305,359 0 GUIDANT CORPORATION CS 401698105 70,311 2,279,133 2,279,133 2,279,133 0 GULF ISLAND FABRICATION CS 402307102 289 17,900 17,900 17,900 0 GYMBOREE CORPORATION CS 403777105 5,448 344,029 344,029 344,029 0 H T E INC CS 403926108 101 21,100 21,100 21,100 0 HALLIBURTON CO CS 406216101 19,313 1,032,232 1,032,232 1,032,232 0 HANCOCK HOLDING COMPANY CS 410120109 405 9,100 9,100 9,100 0 HANDLEMAN CO CS 410252100 767 66,700 66,700 66,700 0 HANGER ORTHOPEDIC GROUP CS 41043F208 492 37,420 37,420 37,420 0 HARLEY-DAVIDSON INC CS 412822108 81,546 1,765,070 1,765,070 1,765,070 0 HARMAN INTERNATIONAL CS 413086109 7,297 122,642 122,642 122,642 0 HARRAH'S ENTERTAINMENT CS 413619107 873 22,034 22,034 22,034 0 HARVEST NATURAL RESOURCES CS 41754V103 366 55,500 55,500 55,500 0 HASBRO INC CS 418056107 4,208 364,365 364,365 364,365 0 HAWAIIAN ELECTRIC CS 419870100 1,034 23,500 23,500 23,500 0 HCA INC CS 404119109 124,596 3,002,311 3,002,311 3,002,311 0 HCC INSURANCE HOLDINGS CS 404132102 9,870 401,200 401,200 401,200 0 HEALTH CARE PROPERTIES CS 421915109 1,568 40,950 40,950 40,950 0 HEALTH MANAGEMENT ASSOC CS 421933102 44,519 2,487,100 2,487,100 2,487,100 0 HEALTH NET INC CS 42222G108 528 20,000 20,000 20,000 0 HEALTHCARE REALTY TRUST CS 421946104 816 27,900 27,900 27,900 0 HEALTHCARE REIT INC CS 42217K106 981 36,270 36,270 36,270 0 HEALTHSOUTH CVT BOND CVT BOND 421924AF8 5,376 5,479,000 5,479,000 5,479,000 0 HEARST ARGYLE TELEVISION CS 422317107 21,952 910,484 910,484 910,484 0 HEARTLAND EXPRESS INC CS 422347104 12,358 539,671 539,671 539,671 0 HEINEKEN NV CS 423012202 579 14,825 14,825 14,825 0 HENRY SCHEIN CS 806407102 35,016 777,280 777,280 777,280 0 HERITAGE PROPERTY CS 42725M107 7,961 318,830 318,830 318,830 0 HERMAN MILLER INC CS 600544100 21,653 1,176,785 1,176,785 1,176,785 0 HEWITT ASSOCIATES INC CS 42822Q100 1,886 59,500 59,500 59,500 0 HEWLETT-PACKARD CO CS 428236103 172,300 9,925,093 9,925,093 9,925,093 0 HIBERNIA CORPORATION CS 428656102 12,103 629,079 629,079 629,079 0 HIGHWOODS PROPERTIES INC CS 431284108 5,742 259,800 259,800 259,800 0 HILTON HOTELS CORP CS 432848109 32,349 2,545,200 2,545,200 2,545,200 0 HJ HEINZ CO CS 423074103 8,878 270,100 270,100 270,100 0 HOLLYWOOD ENTERTAINMENT CS 436141105 20,355 1,350,254 1,350,254 1,350,254 0 HOME DEPOT INC CS 437076102 235,295 9,820,314 9,820,314 9,820,314 0 HONEYWELL INTERNATIONAL CS 438516106 152,701 6,362,534 6,362,534 6,362,534 0 HORACE MANN EDUCATORS CS 440327104 19,319 1,260,200 1,260,200 1,260,200 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ HORMEL FOODS CORP CS 440452100 6,577 281,900 281,900 281,900 0 HOSPITALITY PROPERTIES PS 44106M409 3,690 145,400 145,400 145,400 0 HOST MARRIOTT CORPORATION CS 44107P104 25,444 2,875,000 2,875,000 2,875,000 0 HOT TOPIC INC CS 441339108 15,599 682,950 682,950 682,950 0 HOTELS.COM CS 44147T108 14,735 269,500 269,500 269,500 0 HOUSEHOLD INT'L INC CS 441815107 21,684 779,707 779,707 779,707 0 HOUSTON EXPLORATION CS 442120101 461 15,060 15,060 15,060 0 HOVNANIAN ENTERPRISES INC CS 442487203 476 15,000 15,000 15,000 0 HRPT PROPERTIES TRUST CS 40426W101 6,223 755,198 755,198 755,198 0 HRPT PROPERTIES TRUST PS 40426W309 3,637 142,400 142,400 142,400 0 HUANENG POWER INTL INC CS 443304100 580 18,000 18,000 18,000 0 HUBBELL INC CS 443510201 32,187 915,963 915,963 915,963 0 HUDSON RIVER BANCORP CS 444128102 248 10,000 10,000 10,000 0 HUDSON UNITED BANCORP CS 444165104 575 18,500 18,500 18,500 0 HUGHES SUPPLY INC CS 444482103 238 8,700 8,700 8,700 0 HUTCHINSON TECHNOLOGY INC CS 448407106 2 80 80 80 0 HYDRIL CS 448774109 5,718 242,500 242,500 242,500 0 HYPERION SOLUTIONS CORP CS 44914M104 2,167 84,470 84,470 84,470 0 I M C GLOBAL INC CS 449669100 2 165 165 165 0 I T T HARTFORD GROUP INC CS 416515104 3,748 82,500 82,500 82,500 0 ICON PLC CS 45103T107 862 32,100 32,100 32,100 0 IDACORP INC CS 451107106 13,503 543,800 543,800 543,800 0 IDEX CORPORATION CS 45167R104 16,013 489,700 489,700 489,700 0 IDEXX LABORATORIES INC CS 45168D104 667 20,200 20,200 20,200 0 IDX SYSTEMS CORP CS 449491109 691 40,375 40,375 40,375 0 IGEN INC CS 449536101 428 10,000 10,000 10,000 0 IKON OFFICE SOLUTIONS CS 451713101 14,059 1,966,347 1,966,347 1,966,347 0 ILLINOIS TOOL WORK CS 452308109 28,196 434,725 434,725 434,725 0 IMATION CORP CS 45245A107 29,895 852,196 852,196 852,196 0 IMMUCOR INC CS 452526106 839 41,400 41,400 41,400 0 IMPAC MORTGAGE HOLDINGS CS 45254P102 577 50,155 50,155 50,155 0 INAMED CORP CS 453235103 444 14,400 14,400 14,400 0 INCO LTD CS 453258402 359 16,900 16,900 16,900 0 INDEPENDENCE COMMUNITY CS 453414104 168 6,600 6,600 6,600 0 INDYMAC MORTGAGE HOLDINGS CS 456607100 309 16,700 16,700 16,700 0 INGERSOLL-RAND CO CS G4776G101 10,059 233,600 233,600 233,600 0 INGRAM MICRO CS 457153104 9,866 798,872 798,872 798,872 0 INNKEEPERS USA TRUST CS 4576J0104 853 111,400 111,400 111,400 0 INSIGHT COMMUNICATIONS CS 45768V108 495 40,000 40,000 40,000 0 INSIGHT ENTERPRISES CS 45765U103 5,010 601,100 601,100 601,100 0 INSITUFORM TECHNOLOGIES CS 457667103 18,858 1,103,800 1,103,800 1,103,800 0 INT'L BUSINESS MACHINES CS 459200101 517,923 6,682,877 6,682,877 6,682,877 0 INT'L FLAVORS & CS 459506101 1,053 30,000 30,000 30,000 0 INT'L GAME TECHNOLOGY CS 459902102 68,456 901,681 901,681 901,681 0 INT'L MULTIFOODS CORP CS 460043102 3,696 174,400 174,400 174,400 0 INT'L PAPER COMPANY CS 460146103 4,847 138,613 138,613 138,613 0 INT'L PAPER CVT PFD PS 460137300 8,509 182,500 182,500 182,500 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ INT'L RECTIFIER CORP CS 460254105 1,320 71,500 71,500 71,500 0 INTEGRATED CIRCUIT CS 45811K208 777 42,600 42,600 42,600 0 INTEL CORPORATION CS 458140100 560,715 36,000,953 36,000,953 36,000,953 0 INTER-TEL INC CS 458372109 2,293 109,800 109,800 109,800 0 INTERGRAPH CORPORATION CS 458683109 217 12,200 12,200 12,200 0 INTERNET SECURITY SYSTEMS CS 46060X107 551 30,000 30,000 30,000 0 INTERSIL HOLDING CORP CS 46069S109 1,987 142,158 142,158 142,158 0 INTERSTATE BAKERIES CORP CS 46072H108 20,347 1,334,200 1,334,200 1,334,200 0 INTUIT CS 461202103 22,961 489,000 489,000 489,000 0 INVACARE CORP CS 461203101 2 60 60 60 0 INVISION TECHNOLOGIES INC CS 461851107 2,935 111,200 111,200 111,200 0 INVITROGEN CORP CS 46185R100 40,566 1,296,237 1,296,237 1,296,237 0 INVITROGEN CVT BOND 46185RAB6 3,916 4,222,000 4,222,000 4,222,000 0 IONICS INC CS 462218108 4,813 211,100 211,100 211,100 0 IRON MOUNTAIN INC CS 462846106 330 10,000 10,000 10,000 0 ISLE OF CAPRI CASINOS CS 464592104 448 33,800 33,800 33,800 0 ITRON INC CS 465741106 403 21,000 21,000 21,000 0 ITT EDUCATIONAL SERVICES CS 45068B109 236 10,000 10,000 10,000 0 ITT INDUSTRIES CS 450911102 18,240 300,543 300,543 300,543 0 IVAX CORP CS 465823102 364 30,000 30,000 30,000 0 J B HUNT TRANSPORT CS 445658107 9,276 316,628 316,628 316,628 0 JABIL CIRCUIT INC CS 466313103 2,116 118,100 118,100 118,100 0 JACK IN THE BOX CS 466367109 14,971 865,900 865,900 865,900 0 JACOBS ENGINEERING CS 469814107 1,837 51,600 51,600 51,600 0 JAKKS PACIFIC INC CS 47012E106 6,543 485,200 485,200 485,200 0 JARDEN CORP CS 471109108 510 21,370 21,370 21,370 0 JC PENNEY COMPANY INC CS 708160106 64,381 2,797,937 2,797,937 2,797,937 0 JDS UNIPHASE CORP CS 46612J101 6,138 2,495,000 2,495,000 2,495,000 0 JO ANN STORES INC CS 47758P109 1,043 45,400 45,400 45,400 0 JOHN H HARLAND CO CS 412693103 133 6,000 6,000 6,000 0 JOHN HANCOCK FINANCIAL CS 41014S106 24,281 870,290 870,290 870,290 0 JOHN NUVEEN COMPANY CS 478035108 509 20,060 20,060 20,060 0 JOHN WILEY & SONS INC CS 968223206 7,057 293,900 293,900 293,900 0 JOHNSON & JOHNSON CS 478160104 824,758 15,355,768 15,355,768 15,355,768 0 JOHNSON CONTROLS INC CS 478366107 44,049 549,443 549,443 549,443 0 JOHNSON OUTDOORS INC CS 479167108 222 22,500 22,500 22,500 0 JONES APPAREL CVT BOND 480081AD0 6,016 10,865,000 10,865,000 10,865,000 0 JONES APPAREL GROUP INC CS 480074103 88,070 2,485,041 2,485,041 2,485,041 0 KADANT INC CS 48282T104 8,373 558,225 558,225 558,225 0 KANEB SERVICES LLC CS 484173109 184 10,000 10,000 10,000 0 KANSAS CITY LIFE INS CS 484836101 3,675 96,800 96,800 96,800 0 KANSAS CITY SOUTHERN CS 485170302 264 22,000 22,000 22,000 0 KAYDON CORP CS 486587108 3,251 153,280 153,280 153,280 0 KB HOME CS 48666K109 30,852 720,005 720,005 720,005 0 KDG INVESTMENTS CS 990002537 2,062 2,062,222 2,062,222 2,062,222 0 KEITHLEY INSTRUMENTS INC CS 487584104 2 180 180 180 0 KELLOGG CO CS 487836108 25,733 750,900 750,900 750,900 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ KELLWOOD CO CS 488044108 2,392 92,000 92,000 92,000 0 KELLY SERVICES INC CS 488152208 5,463 221,000 221,000 221,000 0 KENSEY NASH CORP CS 490057106 1,918 105,000 105,000 105,000 0 KEY ENERGY GROUP INC CS 492914106 8,478 945,100 945,100 945,100 0 KEYCORP CS 493267108 2,592 103,100 103,100 103,100 0 KEYSPAN ENERGY CORP CS 49337W100 22,421 636,251 636,251 636,251 0 KILROY REALTY CS 49427F108 3,538 153,500 153,500 153,500 0 KIMBERLY-CLARK CORP CS 494368103 254,152 5,353,960 5,353,960 5,353,960 0 KIMCO REALTY CORP CS 49446R109 1,068 34,850 34,850 34,850 0 KINDER MORGAN CS 49455U100 645 20,419 20,419 20,419 0 KINDER MORGAN CS 494550106 42,460 1,213,148 1,213,148 1,213,148 0 KINDER MORGAN INC CS 49455P101 2,498 59,100 59,100 59,100 0 KINDRED HEALTHCARE INC CS 494580103 3,746 205,800 205,800 205,800 0 KING PHARMACEUTICALS, INC CS 495582108 3,461 201,346 201,346 201,346 0 KINROSS GOLD CORPORATION CS 496902107 910 371,380 371,380 371,380 0 KIRBY CORP CS 497266106 1,013 37,000 37,000 37,000 0 KLA TENCOR CORP CS 482480100 22,935 649,450 649,450 649,450 0 KNIGHT TRANSPORTATION CS 499064103 124 5,900 5,900 5,900 0 KOHL'S CORP CS 500255104 92,415 1,651,743 1,651,743 1,651,743 0 KOREA ELEC PWR CO -SP ADR CS 500631106 510 60,000 60,000 60,000 0 KOS PHARMACEUTICALS INC CS 500648100 570 30,000 30,000 30,000 0 KRAFT FOODS INC. CS 50075N104 107,719 2,767,000 2,767,000 2,767,000 0 KRISPY KREME DOUGHNUTS CS 501014104 3,636 107,684 107,684 107,684 0 KROLL INC CS 501049100 3,065 160,585 160,585 160,585 0 K2 INC CS 482732104 235 25,000 25,000 25,000 0 L S I LOGIC CORP CS 502161102 3,085 534,600 534,600 534,600 0 L-3 COMMUNICATIONS CS 502424104 13,799 307,257 307,257 307,257 0 LABORATORY CORP OF AMER CS 50540R409 1,511 65,000 65,000 65,000 0 LABRANCHE & COMPANY CS 505447102 400 15,000 15,000 15,000 0 LACLEDE GROUP INC PS 50558V201 3,572 137,400 137,400 137,400 0 LAM RESEARCH CORP CS 512807108 487 45,130 45,130 45,130 0 LAMAR ADVERTISING CO CS 512815101 1,553 46,200 46,200 46,200 0 LANCE INC CS 514606102 9,027 764,700 764,700 764,700 0 LANDAMERICA FINANCIAL CS 514936103 759 21,400 21,400 21,400 0 LANDRY'S SEAFODD CS 51508L103 698 32,870 32,870 32,870 0 LANDSTAR SYSTEM INC. CS 515098101 887 15,200 15,200 15,200 0 LEAR CORPORATION CS 521865105 15,678 471,103 471,103 471,103 0 LEGATO CS 524651106 856 170,995 170,995 170,995 0 LEGG MASON INC CS 524901105 22,430 462,100 462,100 462,100 0 LEGGETT & PLATT INC CS 524660107 30,897 1,376,864 1,376,864 1,376,864 0 LEHMAN BROTHERS HOLDING CS 524908100 66,909 1,255,559 1,255,559 1,255,559 0 LENDINGTREE CS 52602Q105 388 30,000 30,000 30,000 0 LENNAR CORP CS 526057104 14,773 286,300 286,300 286,300 0 LENNOX INTERNATIONAL INC CS 526107107 4,418 352,000 352,000 352,000 0 LEUCADIA NATIONAL CORP CS 527288104 6,732 180,442 180,442 180,442 0 LEXAR MEDIA INC CS 52886P104 467 75,000 75,000 75,000 0 LEXMARK INTERNATIONAL GRP CS 529771107 40,928 676,500 676,500 676,500 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ LIBBEY INC CS 529898108 8,541 328,500 328,500 328,500 0 LIBERTY CORP CS 530370105 16,639 428,850 428,850 428,850 0 LIBERTY MEDIA CORP CS 530718105 151,352 16,929,790 16,929,790 16,929,790 0 LIFEPOINT HOSPITAL CS 53219L109 28,245 944,500 944,500 944,500 0 LIMITED BRANDS CS 532716107 6,512 467,508 467,508 467,508 0 LINCARE HOLDINGS INC CS 532791100 1,451 46,000 46,000 46,000 0 LINEAR TECHNOLOGY CORP CS 535678106 44,605 1,736,600 1,736,600 1,736,600 0 LINENS 'N THINGS INC CS 535679104 5,849 258,800 258,800 258,800 0 LIQUIDMETAL TECHNOLOGIES CS 53634X100 770 75,195 75,195 75,195 0 LITTELFUSE INC CS 537008104 42,016 2,480,300 2,480,300 2,480,300 0 LIZ CLAIBORNE INC CS 539320101 50,956 1,718,587 1,718,587 1,718,587 0 LOCKHEED MARTIN CORP CS 539830109 97,444 1,687,336 1,687,336 1,687,336 0 LOEWS CORP CS 540424108 4,015 90,300 90,300 90,300 0 LOEWS CORP CVT BOND 540424AL2 15,741 17,490,000 17,490,000 17,490,000 0 LONE STAR STEAKHOUSE CS 542307103 800 41,427 41,427 41,427 0 LONGVIEW FIBRE CO CS 543213102 2 255 255 255 0 LOWE'S COS CS 548661107 84,146 2,243,898 2,243,898 2,243,898 0 LUBRIZOL CORP CS 549271104 29,902 980,401 980,401 980,401 0 LUCENT TECHNOLOGIES INC CS 549463107 594 471,600 471,600 471,600 0 LUFKIN INDUSTRIES INC CS 549764108 129 5,500 5,500 5,500 0 LUKOIL HOLDING CS 677862104 21,052 346,251 346,251 346,251 0 LYONDELL PETROCHEMICAL CO CS 552078107 2 130 130 130 0 M B N A CORPORATION CS 55262L100 120,943 6,358,728 6,358,728 6,358,728 0 M D U RESOURCES GROUP CS 552690109 260 10,070 10,070 10,070 0 M I SCHOTTENSTEIN HOMES CS 55305B101 523 18,800 18,800 18,800 0 MACDERMID INC CS 554273102 576 25,215 25,215 25,215 0 MACERICH COMPANY CS 554382101 6,335 206,000 206,000 206,000 0 MACK CALI REALTY CORP CS 554489104 5,215 172,122 172,122 172,122 0 MACROVISION CS 555904101 595 37,200 37,200 37,200 0 MAGNA INTERNATIONAL CS 559222401 4,095 72,929 72,929 72,929 0 MANPOWER INC CS 56418H100 46,279 1,450,743 1,450,743 1,450,743 0 MANTECH INTERNATIONAL CS 564563104 1 75 75 75 0 MANUFACTURED HOME CS 564682102 10,682 360,500 360,500 360,500 0 MANUFACTURERS SERVICES CS 565005105 111 20,000 20,000 20,000 0 MAPICS INC CS 564910107 163 23,500 23,500 23,500 0 MARATHON OIL CORP CS 565849106 65,744 3,088,031 3,088,031 3,088,031 0 MARSH & MC LENNAN COS CS 571748102 142,115 3,075,409 3,075,409 3,075,409 0 MARSHALL & ILSLEY CORP CS 571834100 47,231 1,725,000 1,725,000 1,725,000 0 MARTEK BIOSCIENCES CORP CS 572901106 1,941 77,400 77,400 77,400 0 MARTIN MARIETTA MATERIALS CS 573284106 148,401 4,840,217 4,840,217 4,840,217 0 MARVEL ENTERPRISES INC CS 57383M108 145 16,200 16,200 16,200 0 MARVELL TECHNOLOGY GROUP CS G5876H105 1,106 58,500 58,500 58,500 0 MASCO CORP CONVERT 0% CVT BOND 574599AW6 8,763 20,261,000 20,261,000 20,261,000 0 MASSEY ENERGY COMPANY CS 576206106 391 40,255 40,255 40,255 0 MATTEL INC CS 577081102 108,216 5,650,941 5,650,941 5,650,941 0 MATTSON TECHNOLOGY CS 577223100 3,868 1,352,600 1,352,600 1,352,600 0 MAXIM INTEGRATED PRODUCTS CS 57772K101 34,027 1,030,194 1,030,194 1,030,194 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ MAXIMUS CS 577933104 263 10,065 10,065 10,065 0 MAY DEPARTMENT STORES CO CS 577778103 29,581 1,287,267 1,287,267 1,287,267 0 MB FINANCIAL INC PS 57887Q209 3,278 123,700 123,700 123,700 0 MBIA INC CS 55262C100 19,866 452,950 452,950 452,950 0 MCDATA CORPORATION CS 580031201 5,192 728,700 728,700 728,700 0 MCDONALD'S CORPORATION CS 580135101 49,008 3,047,734 3,047,734 3,047,734 0 MCGRAW-HILL INC CS 580645109 77,833 1,287,766 1,287,766 1,287,766 0 MCKESSON CORP CS 58155Q103 28,601 1,058,122 1,058,122 1,058,122 0 MEADWESTVACO CORP CS 583334107 6,543 264,780 264,780 264,780 0 MEDALLION FINANCIAL CORP CS 583928106 3,668 952,600 952,600 952,600 0 MEDIA GENERAL INC CS 584404107 600 10,000 10,000 10,000 0 MEDIACOM COMMUNICATIONS CS 58446K105 264 30,000 30,000 30,000 0 MEDICIS PHARMACEUTICAL CS 584690309 5,737 115,500 115,500 115,500 0 MEDQUIST INC CS 584949101 6,221 306,240 306,240 306,240 0 MEDTRONIC INC CS 585055106 419,196 9,192,896 9,192,896 9,192,896 0 MEDTRONIC INC COVERTIBLE CVT BOND 585055AB2 3,158 3,000,000 3,000,000 3,000,000 0 MELLON FINANCIAL CORP CS 58551A108 2,290 87,700 87,700 87,700 0 MEMBERWORKS INC CS 586002107 209 11,600 11,600 11,600 0 MENS WEARHOUSE INC CS 587118100 4,346 253,400 253,400 253,400 0 MENTOR CORP (MINN) CS 587188103 571 14,800 14,800 14,800 0 MERCANTILE BANKSHARES CS 587405101 18,002 466,200 466,200 466,200 0 MERCK & CO INC CS 589331107 574,207 10,143,214 10,143,214 10,143,214 0 MERCURY COMPUTER SYSTEMS CS 589378108 457 15,000 15,000 15,000 0 MERCURY GENERAL CORP CS 589400100 3,236 86,100 86,100 86,100 0 MERCURY INTERACTIVE CORP CS 589405109 11,886 400,800 400,800 400,800 0 MERIDIAN GOLD INC CS 589975101 9,467 537,000 537,000 537,000 0 MERRILL LYNCH & CO CS 590188108 113,692 2,995,829 2,995,829 2,995,829 0 MESA AIR GROUP INC CS 590479101 58 14,200 14,200 14,200 0 METHANEX CORP CS 9994019J3 246 29,200 29,200 29,200 0 METHODE ELECTRONICS INC CS 591520200 3,527 322,425 322,425 322,425 0 METLIFE INC CS 59156R108 60,333 2,231,268 2,231,268 2,231,268 0 METRO-GOLDWYN-MAYER INC. CS 591610100 650 50,000 50,000 50,000 0 METTLER-TOLEDO INTL INC CS 592688105 38,328 1,195,500 1,195,500 1,195,500 0 MGIC INVESTMENT CORP CS 552848103 34,531 836,100 836,100 836,100 0 MGM MIRAGE CS 552953101 11,094 336,500 336,500 336,500 0 MICROCHIP TECHNOLOGY INC CS 595017104 100,200 4,097,335 4,097,335 4,097,335 0 MICROFINANCIAL INC CS 595072109 557 376,400 376,400 376,400 0 MICRON TECHNOLOGY INC CS 595112103 326 33,500 33,500 33,500 0 MICROSOFT CORPORATION CS 594918104 1,485,332 28,718,714 28,718,714 28,718,714 0 MID ATLANTIC MEDICAL CS 59523C107 3,629 112,000 112,000 112,000 0 MID ATLANTIC REALTY TRUST CS 595232109 978 56,200 56,200 56,200 0 MILLIPORE CORP CS 601073109 342 10,050 10,050 10,050 0 MILLS CORP CS 601148109 1,549 52,800 52,800 52,800 0 MILLS CORP PS 601148208 3,203 124,400 124,400 124,400 0 MINE SAFETY APPLICANCES CS 602720104 58 1,800 1,800 1,800 0 MINERALS TECHNOLOGIES INC CS 603158106 32,509 753,400 753,400 753,400 0 MOBILE TELESYSTEMS CS 607409109 10,076 271,300 271,300 271,300 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ MOHAWK INDUSTRIES CS 608190104 6,891 121,000 121,000 121,000 0 MOLECULAR DEVICES CORP CS 60851C107 579 35,130 35,130 35,130 0 MOLEX INC CS 608554101 1 65 65 65 0 MONACO COACH CORPORATION CS 60886R103 854 51,600 51,600 51,600 0 MONOLITHIC SYSTEM TECH CS 609842109 1,047 86,300 86,300 86,300 0 MOODY'S CORP CS 615369105 56,463 1,367,471 1,367,471 1,367,471 0 MOOG INC CS 615394202 8,331 268,400 268,400 268,400 0 MOORE CORPORATION LTD CS 615785102 11,694 1,285,073 1,285,073 1,285,073 0 MORGAN STANLEY CS 617446448 71,152 1,782,376 1,782,376 1,782,376 0 MOTHERS WORK INC CS 619903107 254 7,200 7,200 7,200 0 MOTOROLA INC CS 620076109 26,400 3,052,056 3,052,056 3,052,056 0 MOVIE GALLERY INC CS 624581104 14,608 1,127,599 1,127,599 1,127,599 0 MRO SOFTWARE INC CS 55347W105 2 145 145 145 0 MSC INDUSTRIAL DIRECT CS 553530106 6,484 365,315 365,315 365,315 0 MURPHY OIL CORP CS 626717102 2 40 40 40 0 MYLAN LABORATORIES CS 628530107 6,082 174,279 174,279 174,279 0 N L INDUSTRIES CS 629156407 682 40,105 40,105 40,105 0 N V R INC CS 62944T105 29,894 91,841 91,841 91,841 0 NABORS INDUSTRIES LTD CS G6359F103 44,340 1,257,169 1,257,169 1,257,169 0 NASH FINCH CO CS 631158102 136 17,700 17,700 17,700 0 NATCO GROUP INC CS 63227W203 4,376 696,800 696,800 696,800 0 NATIONAL CITY CORP CS 635405103 8,723 319,277 319,277 319,277 0 NATIONAL HEALTH INVESTORS CS 63633D104 322 20,000 20,000 20,000 0 NATIONAL OILWELL CS 637071101 3,339 152,900 152,900 152,900 0 NATIONWIDE FINANCIAL CS 638612101 2 70 70 70 0 NAUTILUS GROUP INC CS 63910B102 45 3,400 3,400 3,400 0 NAVIGANT INTERNATIONAL CS 63935R108 398 32,200 32,200 32,200 0 NBTY INC CS 628782104 344 19,500 19,500 19,500 0 NDC HEALTH CORPORATION CS 639480102 247 12,400 12,400 12,400 0 NEIMAN MARCUS GROUP INC CS 640204202 61 2,000 2,000 2,000 0 NESTLE SA CS 641069406 582 11,000 11,000 11,000 0 NETSCREEN TECHNOLOGIES CS 64117V107 3,742 222,114 222,114 222,114 0 NETWORK APPLIANCE INC CS 64120L104 706 70,800 70,800 70,800 0 NETWORKS ASSOCIATES INC CS 640938106 644 40,000 40,000 40,000 0 NEUROCRINE BIOSCIENCES CS 64125C109 6 135 135 135 0 NEW CENTURY FINANCIAL CS 64352D101 7,993 314,504 314,504 314,504 0 NEW ENGLAND BUSINESS SVS CS 643872104 41 1,700 1,700 1,700 0 NEW PLAN EXCEL REALTY CS 648053106 288 15,095 15,095 15,095 0 NEW YORK COMMUNITY CS 649445103 3,643 126,152 126,152 126,152 0 NEW YORK TIMES CO - CL A CS 650111107 8,279 181,045 181,045 181,045 0 NEWELL RUBBERMAID INC CS 651229106 77,415 2,552,418 2,552,418 2,552,418 0 NEWFIELD EXPLORATION CO CS 651290108 889 24,655 24,655 24,655 0 NEWMONT CS 651639106 40,179 1,384,034 1,384,034 1,384,034 0 NEXTEL COMMUNICATIONS INC CS 65332V103 30,044 2,638,877 2,638,877 2,638,877 0 NICOR INC CS 654086107 9,733 286,016 286,016 286,016 0 NIPPON TELEGRPH & TELE - CS 654624105 795 45,000 45,000 45,000 0 NISOURCE INC. CS 65473P105 14,697 734,841 734,841 734,841 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ NOBLE CORP CS G65422100 5,557 158,100 158,100 158,100 0 NOBLE ENERGY INC CS 655044105 1,172 31,200 31,200 31,200 0 NOKIA CS 654902204 152,984 9,869,923 9,869,923 9,869,923 0 NORDSON CORP CS 655663102 29,633 1,193,667 1,193,667 1,193,667 0 NORDSTROM INC CS 655664100 13,594 716,600 716,600 716,600 0 NORFOLK SOUTHERN CORP CS 655844108 4,806 240,445 240,445 240,445 0 NORTHEAST UTILITIES CS 664397106 759 50,000 50,000 50,000 0 NORTHERN BORDER PARTNERS CS 664785102 5,836 154,099 154,099 154,099 0 NORTHROP GRUMMAN CORP CS 666807102 82,414 849,634 849,634 849,634 0 NORTHWEST NATURAL GAS CO CS 667655104 3,025 111,800 111,800 111,800 0 NOVARTIS AG CS 66987V109 848 23,100 23,100 23,100 0 NOVELL INC CS 670006105 3,430 1,036,350 1,036,350 1,036,350 0 NOVELLUS SYSTEMS INC CS 670008101 423 15,060 15,060 15,060 0 NSTAR CS 67019E107 1,022 23,021 23,021 23,021 0 NUCOR CORP CS 670346105 18,546 449,064 449,064 449,064 0 OCCIDENTAL PETROLEUM CORP CS 674599105 62,418 2,193,967 2,193,967 2,193,967 0 OCEAN ENERGY INC CS 67481E106 40,854 2,045,790 2,045,790 2,045,790 0 OCEANEERING INTL INC CS 675232102 121 4,900 4,900 4,900 0 ODYSSEY RE HOLDINGS CORP CS 67612W108 4,588 259,237 259,237 259,237 0 OFFICE DEPOT INC CS 676220106 10,774 729,960 729,960 729,960 0 OFFICE MAX CS 67622M108 6,110 1,222,027 1,222,027 1,222,027 0 OFFSHORE LOGISTICS INC CS 676255102 173 7,900 7,900 7,900 0 OGE ENERGY CORP CS 670837103 2,819 160,180 160,180 160,180 0 OIL STATES INTERNATIONAL CS 678026105 965 74,800 74,800 74,800 0 OLD REPUBLIC INT'L CORP CS 680223104 58,701 2,096,448 2,096,448 2,096,448 0 OLIN CORP CS 680665205 5,570 358,215 358,215 358,215 0 OMNICARE INCORPORATED CS 681904108 50,293 2,110,503 2,110,503 2,110,503 0 OMNICOM GROUP INC CS 681919106 101,829 1,576,306 1,576,306 1,576,306 0 OMNIVISION TECHNOLOGIES CS 682128103 815 60,000 60,000 60,000 0 ONEOK INC CS 682680103 1,379 71,800 71,800 71,800 0 ORACLE CORP CS 68389X105 323,631 29,938,151 29,938,151 29,938,151 0 ORBOTECH LTD CS M75253100 146 10,600 10,600 10,600 0 OREGON STEEL MILLS INC CS 686079104 293 72,800 72,800 72,800 0 ORTHOFIX INTERNATIONAL NV CS N6748L102 5,961 212,100 212,100 212,100 0 OSHKOSH TRUCK CORP CS 688239201 197 3,200 3,200 3,200 0 OSI SYSTEMS, INC. CS 671044105 51 3,000 3,000 3,000 0 OUTBACK STEAKHOUSE INC CS 689899102 68,142 1,978,576 1,978,576 1,978,576 0 OVERTURE SERVICES INC CS 69039R100 4,655 170,365 170,365 170,365 0 OWENS & MINOR INC CS 690732102 17,451 1,062,800 1,062,800 1,062,800 0 OWENS-ILLINOIS INC CS 690768403 3,542 242,930 242,930 242,930 0 OXFORD HEALTH PLANS INC CS 691471106 24,003 658,513 658,513 658,513 0 P N C FINANCIAL SERVICES CS 693475105 24,101 575,211 575,211 575,211 0 P P G INDUSTRIES INC CS 693506107 2,825 56,340 56,340 56,340 0 PACCAR INC CS 693718108 464 10,040 10,040 10,040 0 PACIFIC CAPITAL CORP CS 69404P101 895 35,166 35,166 35,166 0 PACIFIC SUNWEAR CS 694873100 20,416 1,153,755 1,153,755 1,153,755 0 PACIFICARE HEALTH SYSTEMS CS 695112102 7,027 250,108 250,108 250,108 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ PACKAGING CORP OF AMERICA CS 695156109 2 95 95 95 0 PACKAGING DYNAMICS CORP CS 695160101 630 96,480 96,480 96,480 0 PACKETEER INC CS 695210104 282 40,835 40,835 40,835 0 PACTIV CORPORATION CS 695257105 40,417 1,848,900 1,848,900 1,848,900 0 PALL CORP CS 696429307 28,249 1,693,600 1,693,600 1,693,600 0 PAN PACIFIC RETAIL CS 69806L104 7 190 190 190 0 PAPA JOHN'S PIZZA INC CS 698813102 5,524 198,400 198,400 198,400 0 PARAMETRIC TECHNOLOGY CS 699173100 19,588 7,788,500 7,788,500 7,788,500 0 PARKER DRILLING COMPANY CS 701081101 233 105,000 105,000 105,000 0 PARKER-HANNIFIN CORP CS 701094104 1,596 34,600 34,600 34,600 0 PATINA OIL AND GAS CORP CS 703224105 1,840 58,135 58,135 58,135 0 PATTERSON-UTI ENERGY INC CS 703481101 100,726 3,335,842 3,335,842 3,335,842 0 PAYCHEX CS 704326107 160,119 5,735,938 5,735,938 5,735,938 0 PAYLESS SHOESOURCE INC CS 704379106 2,371 46,064 46,064 46,064 0 PC-TEL INC CS 69325Q105 206 30,000 30,000 30,000 0 PEC SOLUTIONS CS 705107100 11,321 377,000 377,000 377,000 0 PEDIATRIX MEDICAL GROUP CS 705324101 144 3,600 3,600 3,600 0 PENN VIRGINIA CORP CS 707882106 547 15,055 15,055 15,055 0 PENNSYLVANIA REIT CS 709102107 3,429 131,900 131,900 131,900 0 PENTAIR INC CS 709631105 4,561 132,000 132,000 132,000 0 PEOPLE'S BANK BRIDGEPORT CS 710198102 252 10,000 10,000 10,000 0 PEOPLESOFT CS 712713106 44,424 2,428,844 2,428,844 2,428,844 0 PEP BOYS-MANNY MOE & JACK CS 713278109 4,888 421,400 421,400 421,400 0 PEPCO HOLDINGS INC CS 713291102 679 35,000 35,000 35,000 0 PEPSI BOTTLING GROUP INC CS 713409100 39,937 1,553,980 1,553,980 1,553,980 0 PEPSIAMERICAS INC CS 71343P200 6,320 470,600 470,600 470,600 0 PEPSICO INC CS 713448108 352,495 8,349,001 8,349,001 8,349,001 0 PER-SE TECHNOLOGIES CS 713569309 2 215 215 215 0 PEREZ COMPANC SA CS 71367B103 395 62,900 62,900 62,900 0 PERFORMANCE FOOD GROUP CS 713755106 40,177 1,183,417 1,183,417 1,183,417 0 PERKIN ELMER INC CS 714046109 1,715 207,935 207,935 207,935 0 PEROT SYSTEMS CORP CS 714265105 54 5,000 5,000 5,000 0 PERRIGO COMPANY CS 714290103 364 30,000 30,000 30,000 0 PETCO ANIMAL SUPPLIES CS 716016209 30,756 1,312,400 1,312,400 1,312,400 0 PETROLEO BRASILEIRO SA CS 71654V408 2,928 196,000 196,000 196,000 0 PF CHANG'S CHINA BISTRO CS 69333Y108 17,404 478,976 478,976 478,976 0 PFIZER INC CS 717081103 1,215,508 39,761,463 39,761,463 39,761,463 0 PG&E CORP CS 69331C108 9,078 653,100 653,100 653,100 0 PHARMACEUTICAL PRODUCT CS 717124101 12,135 414,390 414,390 414,390 0 PHARMACEUTICAL RESOURCES CS 717125108 405 13,600 13,600 13,600 0 PHARMACIA CORP CS 71713U102 336,496 8,050,135 8,050,135 8,050,135 0 PHARMACOPEIA CS 71713B104 447 50,175 50,175 50,175 0 PHILIP MORRIS COS INC CS 718154107 166,457 4,107,002 4,107,002 4,107,002 0 PHILIPS ELECTRONICS-NY CS 500472303 4,839 273,678 273,678 273,678 0 PHOENIX COMPANIES INC CS 71902E109 8,067 1,061,400 1,061,400 1,061,400 0 PHOENIX COMPANIES INC PS 71902E406 5,927 232,900 232,900 232,900 0 PIEDMONT NATURAL GAS CO CS 720186105 40,667 1,150,414 1,150,414 1,150,414 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ PIER 1 IMPORTS INC CS 720279108 6,728 355,439 355,439 355,439 0 PINNACLE SYSTEMS INC CS 723481107 15,593 1,141,500 1,141,500 1,141,500 0 PIONEER NATURAL RESOURCES CS 723787107 45,735 1,811,300 1,811,300 1,811,300 0 PITNEY BOWES INC CS 724479100 8,835 270,500 270,500 270,500 0 PITTSTON CO CS 725701106 4,805 260,000 260,000 260,000 0 PIXAR CS 725811103 267 5,035 5,035 5,035 0 PLACER DOME INC CS 725906101 31,723 2,758,516 2,758,516 2,758,516 0 PLAINS ALL AMERICAN CS 726503105 7,422 304,187 304,187 304,187 0 PLAINS RESOURCES INC CS 726540503 1 80 80 80 0 PLANAR SYSTEMS INC CS 726900103 416 20,095 20,095 20,095 0 PLATINUM UNDERWRITERS CS G7127P100 11,407 432,900 432,900 432,900 0 PMI GROUP INC CS 69344M101 12,367 411,700 411,700 411,700 0 POGO PRODUCING CO CS 730448107 2,183 58,600 58,600 58,600 0 POLARIS INDUSTRIES INC CS 731068102 49,105 837,968 837,968 837,968 0 POLYMEDICA INDUSTRIES CS 731738100 618 20,000 20,000 20,000 0 POLYONE CORPORATION CS 73179P106 1 200 200 200 0 POMEROY COMPUTER CS 731822102 2,828 242,000 242,000 242,000 0 POSCO CS 693483109 346 14,000 14,000 14,000 0 POSSIS MEDICAL INC CS 737407106 404 22,400 22,400 22,400 0 POWER INTEGRATIONS INC CS 739276103 3,617 212,145 212,145 212,145 0 PP&L RESOURCES INC CS 69351T106 2,220 64,000 64,000 64,000 0 PRAXAIR INC CS 74005P104 73,925 1,279,646 1,279,646 1,279,646 0 PRECISION CASTPARTS CS 740189105 398 16,400 16,400 16,400 0 PRECISION DRILLING CORP CS 990001RL5 212 6,500 6,500 6,500 0 PREMCOR CS 74045Q104 4,871 219,100 219,100 219,100 0 PREMIERE TECHNOLOGIES CS 69366M104 174 39,500 39,500 39,500 0 PRENTISS PROPERTIES TRUST CS 740706106 701 24,800 24,800 24,800 0 PRIDE INTERNATIONAL INC CS 74153Q102 6 425 425 425 0 PRIMA ENERGY CORP CS 741901201 221 10,000 10,000 10,000 0 PRIME MEDICAL SERVICES CS 74156D108 661 76,200 76,200 76,200 0 PRINCIPAL FINANCIAL GROUP CS 74251V102 35,903 1,191,600 1,191,600 1,191,600 0 PRIORITY HEALTHCARE CS 74264T102 1,812 77,800 77,800 77,800 0 PROASSURANCE CORPORATION CS 74267C106 11,636 554,100 554,100 554,100 0 PROCTER & GAMBLE CO CS 742718109 686,524 7,988,411 7,988,411 7,988,411 0 PROGRESS ENERGY INC CS 743263105 11,501 265,300 265,300 265,300 0 PROGRESSIVE CORP (OHIO) CS 743315103 6,385 128,648 128,648 128,648 0 PROLOGIS CS 743410102 23,674 941,310 941,310 941,310 0 PROTECTIVE LIFE CORP CS 743674103 36,121 1,312,520 1,312,520 1,312,520 0 PROVINCE HEALTHCARE CS 743977100 1,958 201,200 201,200 201,200 0 PRUDENTIAL FINANCIAL INC CS 744320102 73,097 2,303,006 2,303,006 2,303,006 0 PS BUSINESS PARKS PS 69360J701 397 14,900 14,900 14,900 0 PUBLIC SERVICE ENTERPRISE CS 744573106 26,233 817,222 817,222 817,222 0 PUBLIC STORAGE INC PS 74460D588 1,812 70,800 70,800 70,800 0 PUBLIC STORAGE INC PS 74460D646 332 12,800 12,800 12,800 0 PUBLIC STORAGE INC PS 74460D653 107 4,100 4,100 4,100 0 PUBLIC STORAGE INC PS 74460D687 602 23,100 23,100 23,100 0 PUGET ENERGY INC CS 745310102 1,043 47,300 47,300 47,300 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ QLOGIC CORP CS 747277101 11,080 321,109 321,109 321,109 0 QUALCOMM INC CS 747525103 121,118 3,331,073 3,331,073 3,331,073 0 QUALITY SYSTEMS INC CS 747582104 40 2,000 2,000 2,000 0 QUANEX CORP CS 747620102 390 11,655 11,655 11,655 0 QUEST DIAGNOSTIC INC CS 74834L100 35,506 624,000 624,000 624,000 0 QUEST SOFTWARE INC CS 74834T103 417 40,150 40,150 40,150 0 QUESTAR CORP CS 748356102 417 15,000 15,000 15,000 0 QUICKSILVER INC CS 74838C106 268 10,070 10,070 10,070 0 QUINTILES TRANSNATIONAL CS 748767100 7,041 582,141 582,141 582,141 0 R L I CORPORATION CS 749607107 728 26,080 26,080 26,080 0 R&G FINANCIAL CORP CS 749136107 532 22,900 22,900 22,900 0 RACING CHAMPIONS ERTL CS 750069106 525 38,400 38,400 38,400 0 RADIAN GROUP CS 750236101 11,721 315,500 315,500 315,500 0 RADIOLOGIX INC CS 75040K109 37 16,100 16,100 16,100 0 RAINBOW TECHNOLOGIES CS 750862104 404 56,885 56,885 56,885 0 RANDGOLD RESOURCES LTD CS 752344309 2,940 100,000 100,000 100,000 0 RANGE RESOURCES CORP CS 75281A109 216 40,000 40,000 40,000 0 RATIONAL SOFTWARE CORP CS 75409P202 5,698 548,900 548,900 548,900 0 RATIONAL SOFTWRE CVT BOND CVT BOND 75409PAC7 13,388 13,109,000 13,109,000 13,109,000 0 RAYMOND JAMES FINANCIAL CS 754730109 296 10,000 10,000 10,000 0 RAYONIER INC CS 754907103 45,547 1,006,567 1,006,567 1,006,567 0 RAYOVAC CORPORATION CS 755081106 9,498 712,500 712,500 712,500 0 RAYTHEON CO CS 755111507 57,303 1,863,500 1,863,500 1,863,500 0 RAYTHEON CO PS 755111606 21,971 402,400 402,400 402,400 0 REALTY INCOME CORP CS 756109104 1,726 49,300 49,300 49,300 0 RECKSON ASSOCIATES CS 75621K106 232 11,000 11,000 11,000 0 RED HAT INC CS 756577102 7,855 1,319,100 1,319,100 1,319,100 0 REEBOK INT'L LTD CS 758110100 5,277 179,500 179,500 179,500 0 REGAL ENTERTAINMENT GROUP CS 758766109 7,126 332,700 332,700 332,700 0 REGAL-BELOIT CORPORATION CS 758750103 14,074 679,900 679,900 679,900 0 REGENCY CENTERS CORP CS 758849103 648 20,000 20,000 20,000 0 REGENT COMMUNICATIONS INC CS 758865109 895 150,900 150,900 150,900 0 REGIS CORP CS 758932107 472 18,200 18,200 18,200 0 RELIANT RESOURCES INC CS 75952B105 114 35,487 35,487 35,487 0 REMEDYTEMP INC CS 759549108 126 9,000 9,000 9,000 0 RENAISSANCERE HOLDINGS CS G7496G103 26,991 681,588 681,588 681,588 0 RENAL CARE GROUP INC CS 759930100 225 7,100 7,100 7,100 0 RENT-A-CENTER INC CS 76009N100 31,078 620,931 620,931 620,931 0 REPUBLIC SERVICES INC CS 760759100 25,686 1,224,300 1,224,300 1,224,300 0 RESMED INC CS 761152107 11,069 362,100 362,100 362,100 0 RESOURCES CONNECTION INC CS 76122Q105 468 20,090 20,090 20,090 0 RESPIRONICS INC CS 761230101 3,650 119,500 119,500 119,500 0 REYNOLDS & REYNOLDS CS 761695105 15,083 592,200 592,200 592,200 0 RIGGS NATIONAL CORP CS 766570105 2 130 130 130 0 RIGHT MANAGEMENT CS 766573109 864 65,225 65,225 65,225 0 ROADWAY CORP CS 769742107 9,350 253,628 253,628 253,628 0 ROBBINS & MYERS INC CS 770196103 3,260 177,200 177,200 177,200 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ ROCKWELL AUTOMATION INC CS 773903109 1,885 91,000 91,000 91,000 0 ROCKWELL COLLINS CS 774341101 102,742 4,417,100 4,417,100 4,417,100 0 ROHM & HAAS CO CS 775371107 19,939 613,900 613,900 613,900 0 ROSS STORES INC CS 778296103 30,651 723,149 723,149 723,149 0 ROSTELECOM CS 778529107 510 71,700 71,700 71,700 0 ROUSE COMPANY CS 779273101 8,087 255,100 255,100 255,100 0 ROWAN COMPANIES INC CS 779382100 11,400 502,200 502,200 502,200 0 ROXIO INC CS 780008108 3,014 633,200 633,200 633,200 0 ROYAL DUTCH PETROL CS 780257804 212,207 4,820,686 4,820,686 4,820,686 0 ROYAL GOLD INC CS 780287108 6,401 256,400 256,400 256,400 0 RPM INTERNATIONAL INC CS 749685103 2,266 148,320 148,320 148,320 0 RR DONNELLEY AND SONS CO CS 257867101 1,931 88,700 88,700 88,700 0 RSA SECURITY INC CS 749719100 1,044 175,000 175,000 175,000 0 RUDOLPH TECHNOLOGIES INC CS 781270103 2 105 105 105 0 RUSS BERRIE & CO CS 782233100 3,574 105,800 105,800 105,800 0 RUSSELL CORP CS 782352108 256 15,320 15,320 15,320 0 RYAN'S FAMILY STEAK CS 783519101 40 3,500 3,500 3,500 0 RYDER SYSTEMS INC CS 783549108 19,851 884,629 884,629 884,629 0 RYLAND GROUP INC CS 783764103 1,011 30,300 30,300 30,300 0 S P X CORP CS 784635104 11,661 311,382 311,382 311,382 0 SABINE ROYALTY TRUST CS 785688102 237 10,000 10,000 10,000 0 SAFECO CORP CS 786429100 5,990 173,068 173,068 173,068 0 SAFENET INC CS 78645R107 762 30,090 30,090 30,090 0 SAFETY INSURANCE GROUP CS 78648T100 3,409 231,636 231,636 231,636 0 SAKS INC CS 79377W108 8,994 766,089 766,089 766,089 0 SAN JUAN BASIN ROYALTY CS 798241105 550 40,145 40,145 40,145 0 SANDERSON FARMS INC CS 800013104 226 10,800 10,800 10,800 0 SANDISK CORP CS 80004C101 7,640 376,267 376,267 376,267 0 SANGSTAT MEDICAL CORP CS 801003104 68 6,000 6,000 6,000 0 SANMINA-SCI CORP CS 800907107 2 455 455 455 0 SAP AG CS 803054204 50,822 2,606,266 2,606,266 2,606,266 0 SARA LEE CORP CS 803111103 3,515 156,132 156,132 156,132 0 SATYAM COMPUTER SERVICES CS 804098101 586 45,600 45,600 45,600 0 SBC COMMUNICATIONS CS 78387G103 170,354 6,283,795 6,283,795 6,283,795 0 SCANSOFT INC CS 80603P107 365 70,000 70,000 70,000 0 SCHERING-PLOUGH CORP CS 806605101 51,676 2,327,742 2,327,742 2,327,742 0 SCHLUMBERGER LTD CS 806857108 168 4,000 4,000 4,000 0 SCHOOL SPECIALTY INC CS 807863105 268 13,380 13,380 13,380 0 SCHULMAN (A) INC CS 808194104 259 13,900 13,900 13,900 0 SCHWAB, CHARLES CORP CS 808513105 18,360 1,692,195 1,692,195 1,692,195 0 SCIENTIFIC GAMES CORP CS 80874P109 935 129,090 129,090 129,090 0 SCIENTIFIC-ATLANTA INC CS 808655104 7,038 593,403 593,403 593,403 0 SCOTTS COMPANY CS 810186106 45,447 926,732 926,732 926,732 0 SCP POOL CORP CS 784028102 438 15,000 15,000 15,000 0 SCS TRANSPORTATION INC CS 81111T102 882 89,450 89,450 89,450 0 SEACOR SMIT INC CS 811904101 102 2,300 2,300 2,300 0 SEAGATE TECHNOLOGY CS G7945J104 10,093 940,600 940,600 940,600 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ SEARS ROEBUCK & CO CS 812387108 3,446 143,900 143,900 143,900 0 SELECT COMFORT CORP CS 81616X103 1,350 143,700 143,700 143,700 0 SEMPRA ENERGY CS 816851109 46,936 1,984,625 1,984,625 1,984,625 0 SENIOR HOUSING PROP TRUST CS 81721M109 10,815 1,019,300 1,019,300 1,019,300 0 SERENA CS 817492101 566 35,800 35,800 35,800 0 SERVICE CORP INT'L CS 817565104 971 292,400 292,400 292,400 0 SHAW GROUP INC CS 820280105 7,278 442,462 442,462 442,462 0 SHERWIN-WILLIAMS CO CS 824348106 61,893 2,190,915 2,190,915 2,190,915 0 SHOPKO STORES INC CS 824911101 254 20,400 20,400 20,400 0 SHUFFLE MASTER INC CS 825549108 2,997 156,690 156,690 156,690 0 SHURGARD STORAGE CENTERS CS 82567D104 238 7,600 7,600 7,600 0 SI INTERNATIONAL INC CS 78427V102 582 53,900 53,900 53,900 0 SICOR INC CS 825846108 864 54,501 54,501 54,501 0 SIERRA HEALTH SERVICES CS 826322109 335 27,900 27,900 27,900 0 SIERRA PACIFIC RESOURCES CS 826428104 7,160 1,101,600 1,101,600 1,101,600 0 SIGMA-ALDRICH CORP CS 826552101 245 5,040 5,040 5,040 0 SILGAN HOLDINGS INC CS 827048109 938 38,000 38,000 38,000 0 SILICON IMAGE INC CS 82705T102 334 55,700 55,700 55,700 0 SILICON LABORATORIES CS 826919102 383 20,085 20,085 20,085 0 SIMON PROPERTY GROUP CS 828806109 11,624 341,181 341,181 341,181 0 SINCLAIR BROADCAST GROUP CS 829226109 10,927 934,303 934,303 934,303 0 SIX CONTINENTS PLC CS 830018107 1,511 188,900 188,900 188,900 0 SK TELECOM CO LTD ADR CS 78440P108 613 28,700 28,700 28,700 0 SKY FINANCIAL GROUP INC CS 83080P103 7,867 395,700 395,700 395,700 0 SKYWEST INC CS 830879102 243 18,700 18,700 18,700 0 SKYWORKS SOLUTIONS INC CS 83088M102 2,455 285,000 285,000 285,000 0 SLM CORP CS 78442P106 49,423 475,860 475,860 475,860 0 SMITH (A O) CORP CS 831865209 4,797 177,600 177,600 177,600 0 SMITH INTERNATIONAL INC CS 832110100 649 19,900 19,900 19,900 0 SMUCKER (J M) CO CS 832696405 2,757 69,245 69,245 69,245 0 SMURFIT STONE CONTAINER CS 832727101 3,437 223,200 223,200 223,200 0 SNAP-ON INCORPORATED CS 833034101 1,318 46,900 46,900 46,900 0 SOLA INTERNATIONAL INC CS 834092108 378 29,100 29,100 29,100 0 SOLECTRON CORP CS 834182107 6,673 1,879,827 1,879,827 1,879,827 0 SONIC AUTOMOTIVE CS 83545G102 106 7,100 7,100 7,100 0 SONIC CORP CS 835451105 9,666 471,300 471,300 471,300 0 SONOCO PRODUCTS CO CS 835495102 12,731 555,200 555,200 555,200 0 SOUTHERN CO CS 842587107 21,654 762,730 762,730 762,730 0 SOUTHWEST AIRLINES CS 844741108 11,209 806,393 806,393 806,393 0 SOVEREIGN BANCORP INC CS 845905108 283 20,120 20,120 20,120 0 SPARTECH CORP CS 847220209 3,975 192,700 192,700 192,700 0 SPINNAKER EXPLORATION CO CS 84855W109 4,529 205,385 205,385 205,385 0 SPORTS AUTHORITY INC CS 849176102 71 10,100 10,100 10,100 0 SPRINT CORPORATION CS 852061100 56,090 3,873,605 3,873,605 3,873,605 0 SPRINT CORPORATION CS 852061506 526 120,000 120,000 120,000 0 SRA INTERNATIONAL INC CS 78464R105 1,035 38,221 38,221 38,221 0 SRI/SURGICAL EXPRESS INC CS 78464W104 872 152,584 152,584 152,584 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ ST JUDE MEDICAL INC CS 790849103 112,874 2,841,734 2,841,734 2,841,734 0 ST MARY LAND & CS 792228108 750 30,000 30,000 30,000 0 STANDARD MICROSYSTEMS CS 853626109 511 26,300 26,300 26,300 0 STANDARD MOTOR PRODUCTS CS 853666105 178 13,700 13,700 13,700 0 STANDARD PACIFIC CORP CS 85375C101 373 15,065 15,065 15,065 0 STANLEY WORKS CS 854616109 7,490 216,600 216,600 216,600 0 STAPLES INC CS 855030102 30,319 1,658,119 1,658,119 1,658,119 0 STARBUCKS CORPORATION CS 855244109 65,871 3,225,830 3,225,830 3,225,830 0 STARWOOD HOTELS AND CS 85590A203 4,608 194,100 194,100 194,100 0 STATE STREET CORP CS 857477103 22,550 578,200 578,200 578,200 0 STATEN ISLAND BANCORP CS 857550107 340 16,900 16,900 16,900 0 STEEL DYNAMICS INC CS 858119100 243 20,160 20,160 20,160 0 STEEL TECHNOLOGIES INC CS 858147101 1,028 60,715 60,715 60,715 0 STERICYCLE INC CS 858912108 22,932 713,600 713,600 713,600 0 STERIS CORP CS 859152100 31,139 1,284,075 1,284,075 1,284,075 0 STERLING BANCSHARES PS 85915Q206 1,772 68,800 68,800 68,800 0 STERLING BANCSHARES INC CS 858907108 192 15,700 15,700 15,700 0 STERLING FINL CORP CS 859319105 36 1,900 1,900 1,900 0 STEWART INFORMATION CS 860372101 126 5,900 5,900 5,900 0 STMICROELECTRONICS CS 861012102 93,518 4,793,313 4,793,313 4,793,313 0 STONERIDGE INCORPORATION CS 86183P102 212 17,800 17,800 17,800 0 STORAGE TECHNOLOGY CS 862111200 11,353 530,029 530,029 530,029 0 STRAYER EDUCATION INC CS 863236105 288 5,000 5,000 5,000 0 STRYKER CORP CS 863667101 1,009 15,030 15,030 15,030 0 STUDENT LOAN CORP CS 863902102 11,149 114,000 114,000 114,000 0 SUMMIT PROPERTIES INC CS 866239106 2,339 131,400 131,400 131,400 0 SUN COMMUNITIES R.E.I.T. CS 866674104 2,772 75,800 75,800 75,800 0 SUN MICROSYSTEMS INC CS 866810104 1,042 334,900 334,900 334,900 0 SUNGARD DATA SYSTEMS INC CS 867363103 117,075 4,969,230 4,969,230 4,969,230 0 SUNOCO INC CS 86764P109 14,088 424,600 424,600 424,600 0 SUNRISE ASSISTED LIVING CS 86768K106 624 25,075 25,075 25,075 0 SUNTRUST BANKS INC CS 867914103 61,519 1,080,800 1,080,800 1,080,800 0 SUPER VALU STORES INC CS 868536103 26,488 1,604,332 1,604,332 1,604,332 0 SUPERIOR INDUSTRIES INT'L CS 868168105 2 50 50 50 0 SUREBEAM CORP CS 86866R102 233 57,800 57,800 57,800 0 SURGUTNEFTEGAZ ADR CS 868861204 18,619 1,171,011 1,171,011 1,171,011 0 SWIFT ENERGY CO CS 870738101 11,824 1,222,700 1,222,700 1,222,700 0 SWIFT TRANSPORTATION CO CS 870756103 402 20,115 20,115 20,115 0 SYBASE INC CS 871130100 15,071 1,124,700 1,124,700 1,124,700 0 SYBRON DENTAL SPECIALTIES CS 871142105 18,194 1,225,200 1,225,200 1,225,200 0 SYNOPSYS INC CS 871607107 233 5,040 5,040 5,040 0 SYNOVIS LIFE TECHNOLOGIES CS 87162G105 355 39,400 39,400 39,400 0 SYNOVUS FINANCIAL CORP CS 87161C105 27,556 1,420,400 1,420,400 1,420,400 0 SYSCO CORP CS 871829107 151,152 5,073,924 5,073,924 5,073,924 0 SYSTEMS & COMPUTER TECH CS 871873105 53 6,100 6,100 6,100 0 T H Q INC CS 872443403 7,495 565,200 565,200 565,200 0 T J X COS INC CS 872540109 206,560 10,581,968 10,581,968 10,581,968 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ T ROWE PRICE GROUP INC CS 74144T108 52,447 1,923,607 1,923,607 1,923,607 0 T V X GOLD INC CS 87308K309 163 10,375 10,375 10,375 0 TAIWAN SEMICONDUCTOR -ADR CS 874039100 30,695 4,353,886 4,353,886 4,353,886 0 TAKE-TWO INTERACTIVE CS 874054109 26,711 1,136,381 1,136,381 1,136,381 0 TARGET CORP CS 87612E106 104,563 3,485,440 3,485,440 3,485,440 0 TARO-VIT INDUS LTD CS M8737E108 13,931 370,200 370,200 370,200 0 TAUBMAN CENTERS INC CS 876664103 793 48,850 48,850 48,850 0 TEAM INC CS 878155100 126 16,200 16,200 16,200 0 TECH DATA CORP CS 878237106 12,107 447,810 447,810 447,810 0 TECHNE CORP CS 878377100 60 2,100 2,100 2,100 0 TECO ENERGY INC CS 872375100 1,582 102,290 102,290 102,290 0 TECUMSEH PRODUCTS CL A CS 878895200 3,267 73,900 73,900 73,900 0 TEKELEC CS 879101103 748 71,600 71,600 71,600 0 TELE CENTRO OESTE CEL CS 87923P105 2,234 558,600 558,600 558,600 0 TELE NORTE LESTE PART CS 879246106 2,058 280,000 280,000 280,000 0 TELEFONOS DE MEXICO SA CS 879403780 1,919 60,000 60,000 60,000 0 TELESP CELULAR PARTICIPA CS 87952L108 2,497 818,700 818,700 818,700 0 TELLABS INC CS 879664100 12,912 1,778,500 1,778,500 1,778,500 0 TENARIS SA CS 88031M109 3,082 160,349 160,349 160,349 0 TENET HEALTHCARE CORP CS 88033G100 15,870 967,700 967,700 967,700 0 TENNECO AUTOMOTIVE INC CS 880349105 119 29,500 29,500 29,500 0 TERADYNE INC CS 880770102 45,720 3,514,184 3,514,184 3,514,184 0 TERADYNE INC 3.75% CVT BOND 880770AD4 16,187 17,961,000 17,961,000 17,961,000 0 TESORO PETROLEUM CORP CS 881609101 455 100,590 100,590 100,590 0 TETRA TECH INC CS 88162G103 259 21,300 21,300 21,300 0 TEVA PHARMACEUTICAL INDU CS 881624209 295,584 7,657,626 7,657,626 7,657,626 0 TEXAS INSTRUMENTS INC CS 882508104 21,290 1,418,396 1,418,396 1,418,396 0 TEXAS REGIONAL BANCSHARES CS 882673106 532 15,000 15,000 15,000 0 THERMO ELECTRON CORP CS 883556102 6,134 304,890 304,890 304,890 0 THOMSON CORP CS 990202S53 208 7,768 7,768 7,768 0 THOR INDUSTRIES INC CS 885160101 344 10,000 10,000 10,000 0 THORNBURG MORTGAGE ASSET CS 885218107 5 250 250 250 0 TIDEWATER INC CS 886423102 1,462 47,000 47,000 47,000 0 TIFFANY & CO CS 886547108 31,273 1,307,966 1,307,966 1,307,966 0 TIMKEN CO CS 887389104 7,930 415,191 415,191 415,191 0 TITAN CORP CS 888266103 963 92,600 92,600 92,600 0 TOM BROWN INC CS 115660201 12,674 504,938 504,938 504,938 0 TORCHMARK CORP CS 891027104 2,557 70,000 70,000 70,000 0 TORO CO CS 891092108 313 4,900 4,900 4,900 0 TRACTOR SUPPLY CO CS 892356106 756 20,040 20,040 20,040 0 TRANSCANADA PIPELINES LTD CS 893526103 2,528 174,200 174,200 174,200 0 TRANSOCEAN INC CS G90078109 50,780 2,188,794 2,188,794 2,188,794 0 TRAVELERS PROPERTY CS 89420G109 295 20,115 20,115 20,115 0 TREX COMPANY INC CS 89531P105 709 20,075 20,075 20,075 0 TRIAD HOSPITAL CS 89579K109 9,334 312,896 312,896 312,896 0 TRIBUNE CO CS 896047107 39,925 878,250 878,250 878,250 0 TRICO BANCSHARES INC CS 896095106 6 255 255 255 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ TRIMBLE NAVIGATION LTD CS 896239100 250 20,145 20,145 20,145 0 TRINITY INDUSTRIES INC CS 896522109 381 20,090 20,090 20,090 0 TUESDAY MORNING INC CS 899035505 216 12,600 12,600 12,600 0 TUPPERWARE CORP CS 899896104 2,743 181,900 181,900 181,900 0 TXU CORPORATION CS 873168108 3,387 181,300 181,300 181,300 0 TYCO INTERNATIONAL LTD CS 902124106 345,055 20,202,281 20,202,281 20,202,281 0 TYSON FOODS INC CS 902494103 34,224 3,050,253 3,050,253 3,050,253 0 U G I CORPORATION CS 902681105 9,325 249,395 249,395 249,395 0 U S T INC CS 902911106 46,347 1,386,384 1,386,384 1,386,384 0 UCBH HOLDINGS INC CS 90262T308 929 21,900 21,900 21,900 0 UICI CS 902737105 653 42,000 42,000 42,000 0 ULTICOM CS 903844108 8,322 1,108,850 1,108,850 1,108,850 0 UMB FINANCIAL CORP CS 902788108 14,334 374,200 374,200 374,200 0 UNIBANCO CS 90458E107 9,140 834,700 834,700 834,700 0 UNILEVER N V (GROUP) CS 904784709 12,739 206,431 206,431 206,431 0 UNION PACIFIC PS 907824403 57,211 1,110,900 1,110,900 1,110,900 0 UNION PACIFIC CORP CS 907818108 38,112 636,585 636,585 636,585 0 UNION PLANTERS CORP CS 908068109 6,801 241,699 241,699 241,699 0 UNIONBANCAL CORPORATION CS 908906100 41,833 1,065,275 1,065,275 1,065,275 0 UNISYS CORP CS 909214108 1,509 152,400 152,400 152,400 0 UNIT CORP CS 909218109 371 20,000 20,000 20,000 0 UNITED DEFENSE INDUSTRIES CS 91018B104 233 10,000 10,000 10,000 0 UNITED DOMAIN REALTY CS 910197102 7,194 439,750 439,750 439,750 0 UNITED FIRE & CASUALTY PS 910331305 12,061 449,200 449,200 449,200 0 UNITED ONLINE INC CS 911268100 946 59,300 59,300 59,300 0 UNITED PARCEL SERVICE CS 911312106 154,705 2,452,514 2,452,514 2,452,514 0 UNITED STATES STEEL CORP CS 912909108 7,535 574,345 574,345 574,345 0 UNITED STATIONERS INC CS 913004107 9 300 300 300 0 UNITED TECHNOLOGIES CORP CS 913017109 58,038 937,005 937,005 937,005 0 UNITEDHEALTH GROUP CS 91324P102 72,686 870,496 870,496 870,496 0 UNIVERSAL FOREST PRODS CS 913543104 788 36,900 36,900 36,900 0 UNIVERSAL HEALTH REALTY CS 91359E105 1,221 46,500 46,500 46,500 0 UNIVISION COMMUNICATIONS CS 914906102 5,037 205,612 205,612 205,612 0 UNOVA INC CS 91529B106 208 34,700 34,700 34,700 0 UNUMPROVIDENT CORP CS 91529Y106 29,754 1,696,330 1,696,330 1,696,330 0 URSTADT BIDDLE CS 917286205 1,573 142,000 142,000 142,000 0 US BANCORP CS 902973304 180,636 8,512,542 8,512,542 8,512,542 0 US FREIGHTWAYS CORP CS 916906100 6,974 242,000 242,000 242,000 0 US ONCOLOGY INC CS 90338W103 534 61,500 61,500 61,500 0 USA INTERACTIVE CS 902984103 150,707 6,585,414 6,585,414 6,585,414 0 UTSTARCOM INC CS 918076100 41,983 2,117,697 2,117,697 2,117,697 0 V F CORP CS 918204108 33,291 923,480 923,480 923,480 0 VALASSIS COMM. CONV BOND CVT BOND 918866AH7 12,825 22,304,000 22,304,000 22,304,000 0 VALASSIS COMMUNICATIONS CS 918866104 39,429 1,339,770 1,339,770 1,339,770 0 VALERO ENERGY CORP CS 91913Y100 42,082 1,139,186 1,139,186 1,139,186 0 VALLEY NAT'L BANCORP NJ PS 92856Q203 3,351 126,700 126,700 126,700 0 VALMONT INDUSTRIES INC CS 920253101 146 7,500 7,500 7,500 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ VALSPAR CORP CS 920355104 16,868 381,800 381,800 381,800 0 VARIAN INC CS 922206107 1,145 40,000 40,000 40,000 0 VARIAN MEDICAL SYSTEMS CS 92220P105 37,266 751,322 751,322 751,322 0 VARIAN SEMICONDUCTOR CS 922207105 283 11,900 11,900 11,900 0 VAXGEN INC CS 922390208 484 25,000 25,000 25,000 0 VENTANA MEDICAL SYSTEMS CS 92276H106 348 15,100 15,100 15,100 0 VENTAS INC CS 92276F100 182 15,931 15,931 15,931 0 VERIDIAN CORPORATION CS 92342R203 2,842 133,200 133,200 133,200 0 VERISITY LTD CS M97385112 287 15,000 15,000 15,000 0 VERITAS DGC CS 92343P107 393 49,700 49,700 49,700 0 VERITAS SOFTWARE CORP CS 923436109 852 54,700 54,700 54,700 0 VERIZON COMMUNICATIONS CS 92343V104 198,615 5,125,552 5,125,552 5,125,552 0 VIACOM INC CS 925524100 2 45 45 45 0 VIACOM INC CS 925524308 342,863 8,411,744 8,411,744 8,411,744 0 VIAD CORPORATION CS 92552R109 53,310 2,385,215 2,385,215 2,385,215 0 VIASAT INC CS 92552V100 5 450 450 450 0 VIMPEL COMMUNICATIONS CS 68370R109 29,065 907,990 907,990 907,990 0 VINTAGE PETROLEUM INC CS 927460105 322 30,500 30,500 30,500 0 VISHAY CONV BONDS 0% CVT BOND 928298AD0 19,999 36,779,000 36,779,000 36,779,000 0 VISHAY INTERTECHNOLOGY CS 928298108 13,000 1,162,795 1,162,795 1,162,795 0 VISTEON CORP CS 92839U107 1,991 286,100 286,100 286,100 0 VITALWORKS INC CS 928483106 194 50,000 50,000 50,000 0 VODAFONE GROUP PLC CS 92857W100 106,704 5,888,720 5,888,720 5,888,720 0 VORNADO REALTY TRUST CS 929042109 2,861 76,900 76,900 76,900 0 VULCAN MATERIALS CO CS 929160109 16,189 431,700 431,700 431,700 0 W M S INDUSTRIES INC CS 929297109 152 10,130 10,130 10,130 0 W P S RESOURCES CORP CS 92931B106 311 8,000 8,000 8,000 0 W S F S FINANCIAL CORP CS 929328102 874 26,500 26,500 26,500 0 W-H ENERGY SERVICES CS 92925E108 11,120 760,600 760,600 760,600 0 WACHOVIA CORP CS 929903102 82,539 2,265,065 2,265,065 2,265,065 0 WAL-MART STORES INC CS 931142103 755,449 14,956,427 14,956,427 14,956,427 0 WALGREEN CO CS 931422109 142,315 4,875,468 4,875,468 4,875,468 0 WALLACE COMPUTER SERVICES CS 932270101 435 20,240 20,240 20,240 0 WASHINGTON FEDERAL INC CS 938824109 26,749 1,079,682 1,079,682 1,079,682 0 WASHINGTON MUTUAL INC CS 939322103 309,479 8,962,620 8,962,620 8,962,620 0 WASHINGTON POST CO CS 939640108 6,574 8,908 8,908 8,908 0 WASTE CONNECTIONS INC CS 941053100 8,205 212,500 212,500 212,500 0 WASTE MANAGEMENT CVT BOND CVT BOND 92929QAF4 626 725,000 725,000 725,000 0 WASTE MANAGEMENT INC CS 94106L109 185,995 8,114,958 8,114,958 8,114,958 0 WATCHGUARD TECHNOLOGIES CS 941105108 322 50,000 50,000 50,000 0 WATERS CORPORATION CS 941848103 21,355 980,470 980,470 980,470 0 WATSON PHARMACEUTICALS CS 942683103 41,261 1,459,516 1,459,516 1,459,516 0 WATTS INDUSTRIES INC CS 942749102 694 44,100 44,100 44,100 0 WAUSAU-MOSINEE PAPER CS 943315101 12,961 1,155,170 1,155,170 1,155,170 0 WCI COMMUNITIES, INC CS 92923C104 2,523 247,400 247,400 247,400 0 WEATHERFORD INTL LTD CS G95089101 98,248 2,460,508 2,460,508 2,460,508 0 WEBMD CORP CS 94769M105 1,031 120,240 120,240 120,240 0
FORM 13 F QUARTER ENDING DECEMBER 31, 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 _____________________________ __________________ _____________________________________________________________________ WEIGHT WATCHERS CS 948626106 230 5,000 5,000 5,000 0 WELLCHOICE INC CS 949475107 23,176 967,664 967,664 967,664 0 WELLPOINT HEALTH NETWORKS CS 94973H108 96,062 1,349,949 1,349,949 1,349,949 0 WELLS FARGO & CO CS 949746101 154,575 3,297,950 3,297,950 3,297,950 0 WENDY'S INTERNATIONAL INC CS 950590109 48,001 1,773,204 1,773,204 1,773,204 0 WERNER ENTERPRISES INC CS 950755108 18,114 841,317 841,317 841,317 0 WEST MARINE INC CS 954235107 2,757 201,600 201,600 201,600 0 WESTERN DIGITAL CORP CS 958102105 9,561 1,496,221 1,496,221 1,496,221 0 WESTPORT RESOURCES CS 961418100 14,600 701,900 701,900 701,900 0 WESTWOOD ONE INC CS 961815107 77,255 2,067,861 2,067,861 2,067,861 0 WEYERHAEUSER CO CS 962166104 290 5,900 5,900 5,900 0 WGL HOLDINGS INC CS 92924F106 115,909 4,845,700 4,845,700 4,845,700 0 WHIRLPOOL CORP CS 963320106 96,477 1,847,515 1,847,515 1,847,515 0 WHITE ELECTRONIC DESIGNS CS 963801105 369 48,000 48,000 48,000 0 WHITNEY HOLDING CORP CS 966612103 468 14,000 14,000 14,000 0 WILLIAM LYON HOMES CS 552074106 438 20,075 20,075 20,075 0 WINN-DIXIE STORES INC CS 974280109 27,373 1,791,453 1,791,453 1,791,453 0 WISCONSIN ENERGY CORP PS 92923G204 2,945 117,200 117,200 117,200 0 WISCONSIN ENERGY CORP CS 976657106 46,403 1,841,400 1,841,400 1,841,400 0 WOLVERINE WORLD WIDE CS 978097103 7,016 464,300 464,300 464,300 0 WOMEN FIRST HEALTHCARE CS 978150100 2 410 410 410 0 WORLD FUEL SERVICES CORP CS 981475106 689 33,600 33,600 33,600 0 WORTHINGTON INDUSTRIES CS 981811102 15,191 996,812 996,812 996,812 0 WP CAREY AND CO LLC CS 92930Y107 804 32,500 32,500 32,500 0 WRIGLEY (WM) JR CO CS 982526105 19,438 354,200 354,200 354,200 0 WYETH CS 983024100 187,577 5,015,432 5,015,432 5,015,432 0 XEROX CORP CS 984121103 26,903 3,342,028 3,342,028 3,342,028 0 XILINX INC CS 983919101 10,417 506,400 506,400 506,400 0 XTO ENERGY INC CS 98385X106 91,226 3,693,355 3,693,355 3,693,355 0 YAHOO INC CS 984332106 82,992 5,077,539 5,077,539 5,077,539 0 YELLOW CORP CS 985509108 620 24,600 24,600 24,600 0 YORK INTERNATIONAL CORP CS 986670107 49,073 1,919,152 1,919,152 1,919,152 0 YUM! BRANDS INC CS 988498101 50,885 2,100,940 2,100,940 2,100,940 0 ZALE CORP CS 988858106 10,376 325,253 325,253 325,253 0 ZEBRA TECHNOLOGIES CP CL CS 989207105 11,747 204,657 204,657 204,657 0 ZIMMER HOLDINGS INC CS 98956P102 35,628 858,100 858,100 858,100 0 ZOLL MEDICAL CORP CS 989922109 10,649 299,036 299,036 299,036 0 ZORAN CORPORATION CS 98975F101 1,972 139,750 139,750 139,750 0 3M CO CS 88579Y101 255,534 2,072,455 2,072,455 2,072,455 0 99 CENTS ONLY STORES CS 65440K106 1,943 72,332 72,332 72,332 0 _____________________________________________________________________ $44,816,625