13F-HR 1 ssr13f3qtr.txt Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 28, 2001 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Mary Lomasney Address: State Street Research & Management One Financial Center Boston, MA 002111-2690 13F File Number: 28-4376 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Lomasney Title: Vice President Phone: 617-357-1398 Signature, Place, and Date of Signing: /s/Mary Lomasney________ Boston, Massachusetts____ October 17, 2001 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 839 Form 13F Information Table Value Total ($000): 16,252,013 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority 3tec Energy Corporation C0 88575R308 5,272,500 370,000 USD 370,000 AAR Corp. C0 361105 5,470,830 683,000 USD 683,000 Abacan Resource Corp RestrC0 002919PP7 3,333,334 USD 3,333,334 Abbott Laboratories C0 2824100 1,294,435 52,730 USD 11,755 ABC-NACO Inc. C0 752105 150,042 882,600 USD 802,600 Abercrombie & Fitch Co. C0 2896207 1,143,350 65,000 USD 65,000 Ace Limited C0 G0070K103 313,330,152 11,026,958 USD 10,680,97 ACT Manufacturing Inc. C0 973107 2,523,696 568,400 USD 553,400 Actel Corp C0 4934105 23,480,496 1,322,100 USD 1,294,000 Acxiom Corp C0 5125109 1,127,060 119,900 USD 105,600 ADC Telecommunications IncC0 886101 349,000 100,000 USD 100,000 Adelphia Communications - CLA 6848105 10,909,080 491,400 USD 489,700 Adidas-Salomon AG C0 4031976 680,397 13,200 USD 2,200 Advance PCS C0 00790K109 3,969,434 55,300 USD 50,900 Advanced Micro Devices IncC0 7903107 8,179,943 1,011,509 USD 995,456 Advantest Corp C0 6870490 1,016,693 24,000 JPY 24,000 Aeroflex Inc. C0 7768104 1,582,900 143,900 USD 126,700 Agco Corp. C0 1084102 905,000 100,000 USD 100,000 Agilent Technologies Inc C0 00846U101 581,593 31,597 USD 29,749 Agrium Inc. C0 8916108 36,409,954 3,770,400 CAD 3,642,600 Air Products & Chemicals IC0 9158106 3,832,537 139,822 USD 93,080 Airnet Systems Inc. C0 9417106 3,997,954 688,116 USD 658,516 AK Steel Holding Corp. C0 1547108 10,607,260 1,261,536 USD 1,257,841 Alamosa Holdings Inc. C0 11589108 488,628 35,280 USD 35,280 Alcan Alum Ltd Com C0 13716105 2,600 USD Alcatel Alsthom C0 5975006 1,444,499 125,675 EUR Alcatel Alsthom ADR ADR 13904305 586,960 243,955 USD 50,100 Alcoa Inc. C0 13817101 10,356,410 349,517 USD 312,850 Allegheny Energy Inc C0 17361106 1,607,460 43,800 USD 43,100 Allegheny Technologies IncC0 01741R102 16,064,783 1,211,099 USD 1,207,572 Alliant Technology SystemsC0 18804104 42,654,480 498,300 USD 482,850 Allstate Corp Com C0 20002101 460 USD Altera Corp. C0 21441100 43,356,959 2,646,945 USD 2,618,445 AMBAC Inc. C0 23139108 9,661,020 178,682 USD 177,439 Amdocs Ltd C0 G02602103 7,144,705 268,094 USD 222,044 Amerco C0 23586100 578,358 32,131 USD 32,131 America West Holdings CorpC0 23657208 1,802,455 974,300 USD 917,800 American Axle & ManufacturC0 24061103 24,599,850 1,929,400 USD 1,872,300 American Express C0 25816109 20,371,961 701,100 USD 701,100 American Home Products CorC0 26609107 12,275,663 221,125 USD 210,741 American International GroC0 26874107 121,328,844 1,572,003 USD 1,518,191 American Pacific Corp. C0 28740108 5,459,829 768,990 USD 768,990 American Physicians Cap InC0 28884104 519,250 25,000 USD 25,000 American Standard CompanieC0 29712106 22,149,325 404,184 USD 402,312 American Tower Corp. C0 29912201 136,292,500 9,853,303 USD 9,561,340 Amgen C0 31162100 23,100,548 393,316 USD 392,690 AMR Corp. C0 1765106 13,640,446 716,094 USD 686,727 Amylin Pharmaceuticals IncC0 32346108 192,029 34,725 USD 34,725 Anadarko Petroleum Corp. C0 32511107 83,161,043 1,746,601 USD 1,642,628 Analog Devices C0 32654105 42,057,105 1,314,720 USD 1,244,800 Anaren Microwave Inc. C0 32744104 4,327,845 264,700 USD 246,400 Anchor Gaming C0 33037102 41,678,450 1,004,300 USD 976,300 Andrx Crop. - Andrx Group C0 34553107 41,269,644 635,700 USD 633,500 Anheuser-Busch Inc. C0 35229103 15,266,516 364,555 USD 364,530 Anixter Intl. Inc. C0 35290105 2,725,800 110,000 USD 110,000 Anntaylor Stores Corp C0 36115103 5,804,416 264,800 USD 241,800 Anthracite Capital Inc. C0 37023108 3,716,960 357,400 USD 357,400 Anthracite Capital Inc. PFPFD 37023991 6,000,000 300,000 USD 300,000 AOL Time Warner Inc. C0 00184A105 180,401,124 5,511,986 USD 5,364,180 AON Corp. Com C0 37389103 391 USD Apogent Technologies Inc. C0 03760A101 4,203,102 177,562 USD 176,552 Applebees Intl Inc C0 37899101 1,321,600 44,800 USD 39,500 Applera Corp. - Applied BiC0 38020103 69,292,462 2,873,035 USD 2,765,895 Applera Corp. - Celera GenC0 38020202 1,397,800 58,000 USD 58,000 Applied Materials Inc. C0 38222105 515,902 38,569 USD 7,290 Apria Healthcare Group IncC0 37933108 1,074,850 41,500 USD 36,500 Aquila Inc C0 03840J106 1,308,000 60,000 USD 60,000 Aradigm Corp. C0 38505103 4,244,639 1,270,850 USD 1,223,250 Arbitron Inc C0 03875Q108 14,830,104 566,900 USD 553,100 Arch Coal Inc. C0 39380100 7,346,040 470,900 USD 457,700 Argosy Gaming Co. C0 40228108 34,193,620 1,305,100 USD 1,267,900 Arthrocare Corp C0 43136100 8,439,760 430,600 USD 420,900 Ashanti Goldfields Co. LtdADR 43743202 2,625,000 750,000 USD 750,000 Asm International N C0 N07045102 1,024,179 248,774 USD 88,659 ASM Lithography Holdings NC0 N07059111 410,286 36,600 USD 36,600 Aspect Medical Systems IncC0 45235108 8,801,501 803,790 USD 773,290 Associated British Foods PADR 673123 732,997 109,700 GBP Astoria Financial Corp. C0 46265104 6,311,190 106,500 USD 106,500 Asyst Technologies Inc C0 04648X107 5,802,860 641,200 USD 641,200 AT&T Wireless Services C0 00209A106 142,066,253 9,562,372 USD 9,374,320 Atlantic Data Services IncC0 48523104 104,500 50,000 USD 50,000 Atlas Energy Ltd. C0 49300106 70,526 61,875 CAD 61,875 ATMI Inc. C0 00207R101 6,998,850 453,000 USD 449,300 Atrix Labs Inc C0 04962L101 521,108 22,175 USD 22,175 Atwood Oceanics Inc. C0 50095108 392,600 15,100 USD 6,800 August Technology Corp C0 05106U105 1,968,000 240,000 USD 240,000 Aurora Foods Inc/DE C0 05164B106 52,999 13,283 USD 13,283 Autoliv Inc-Swed Dep ReceiC0 5247374 5,976,428 391,500 SEK 284,600 Automatic Data Processing C0 53015103 545,664 11,600 USD Autostrade Spa C0 5554654 665,701 104,500 EUR Avaya Inc. C0 53499109 8,851,729 901,945 USD 897,285 Aventis spon Adr ADR 53561106 1,084,900 48,891 USD 14,365 Aviron Corp. C0 53762100 2,273,702 91,350 USD 91,350 Avon Products Inc. C0 54303102 88,088,213 1,921,217 USD 1,865,570 AVX Corp. C0 2444107 3,416,700 210,000 USD 210,000 Axcelis Technologies Inc C0 54540109 1,216,215 128,700 USD 120,600 Badger Daylighting Inc. C0 56904105 859,806 1,086,245 CAD 1,061,245 Baker Hughes Inc. C0 57224107 3,329,250 115,000 USD 115,000 Ball Corp. C0 58498106 2,136,094 35,661 USD 35,661 Bank of America Corp. C0 60505104 5,238,480 89,865 USD 80,600 Bank of New York Co. Inc. C0 64057102 16,814,700 480,920 USD 441,950 Bank One Corp. C0 06423A103 101,711,795 3,259,364 USD 3,197,408 Barclays PLC ADR 78201 401,058 14,600 GBP 14,600 Barr Laboratories Inc C0 68306109 20,796,733 263,050 USD 262,150 Baxter International Inc. C0 71813109 267,541,899 4,904,558 USD 4,783,610 Baytex Energy Ltd Cl A CLA 07317G107 14,485,207 4,765,633 CAD 4,640,633 BCE INC C0 05534B109 729,039 155,070 CAD 33,100 BE Aerospace Inc. C0 73302101 10,232,640 1,346,400 USD 1,328,400 Beacon Capital Partners InC0 73561102 1,365,000 120,000 USD 120,000 Bed Bath & Beyond Inc. C0 75896100 109,267,319 4,320,999 USD 4,175,675 BEI Electronics Inc. C0 5.538E+11 794,005 209,500 USD 209,500 BEI Technologies Inc. C0 05538P104 17,025,840 1,060,800 USD 1,011,500 Belden Inc. C0 77459105 5,629,265 299,429 USD 299,429 Bellsouth Corp. C0 79860102 5,779,605 139,300 USD 128,400 Belo A H Corp. C0 80555105 12,605,836 785,900 USD 755,900 Benchmark Electronics Inc.C0 08160H101 9,295,804 562,700 USD 547,700 Berkeley Group (the) Plc ADR 94177 839,396 97,600 GBP 28,600 Berkshire Hathaway Inc C0 84670207 10,014,340 4,298 USD 4,298 BG Group PLC ADR 876289 5,930,479 1,538,200 GBP 981,300 Big Lots Inc. C0 89302103 4,623,408 557,709 USD 537,709 Biogen Inc. C0 90597105 325,201,915 5,882,578 USD 5,750,841 Biomarin Pharmaceutical InC0 09061G101 322,481 33,075 USD 33,075 Black & Decker Corp. C0 91797100 7,760,470 250,446 USD 249,414 Black Hills Corp C0 92113109 2,581,992 84,600 USD 82,500 BMC Software Inc. C0 55921100 5,196,840 409,370 USD 407,970 Boeing Co. C0 97023105 5,056,490 150,965 USD 150,940 Boots Co. PLC ADR 111441 3,624,542 395,100 GBP 254,100 BorgWarner Automotive Inc.C0 99724106 43,971,330 1,091,100 USD 1,044,400 Boston Private Finl HoldinC0 101119105 2,270,964 116,400 USD 107,800 BP Amoco PLC ADR 798059 6,932,019 901,712 GBP 564,900 BP Plc Sponsored ADR ADR 55622104 20,412,926 415,150 USD 374,266 Brigham Exploration CompanC0 109178103 2,418,504 916,100 USD 909,400 Brinker Intl Inc. C0 109641100 35,871,694 1,518,700 USD 1,512,900 Bristol Myers Squibb Co CoC0 110122108 200 USD British Sky Broadcasting PADR 141192 622,444 71,700 GBP British Telecom plc Spon AADR 111021408 629,145 62,205 USD 12,200 Brocade Comm Systems Inc. C0 111621108 5,426,804 386,800 USD 385,300 Brooks Automation Inc. C0 11434A100 25,164,776 946,400 USD 937,000 Brown Tom Inc. Common New C0 115660201 15,039,640 719,600 USD 695,100 Buca Inc. C0 117769109 889,746 79,300 USD 69,800 Bunge Limited C0 G16962105 3,377,900 198,700 USD 194,300 Burlington Northern Santa C0 12189T104 8,782,025 328,300 USD 302,600 Cabot Microelectronics CorC0 12709P103 21,609,063 447,300 USD 439,100 Cabot Oil & Gas Corp. C0 127097103 33,924,975 1,700,500 USD 1,632,200 Cadence Design System Inc.C0 127387108 12,614,040 757,600 USD 754,700 Cadiz Inc. C0 127537108 4,757,207 555,100 USD 555,100 Cal Dive International IncC0 127914109 8,005,130 480,500 USD 462,500 Callaway Golf Co. C0 131193104 1,006,080 78,600 USD 78,300 Callon Petroleum Co. C0 13123X102 6,081,920 894,400 USD 859,400 Cambrex Corp. C0 132011107 9,116,807 271,900 USD 271,900 Camtek AOI Systems C0 M20791105 191,090 98,500 USD 98,500 Canadian 88 Energy Corp. C0 13566G509 18,041,717 13,764,000 CAD 13,214,60 Canadian Natural ResourcesC0 136385101 1,883,758 76,750 CAD 76,750 Capital One Financial CorpC0 14040H105 44,976,143 977,567 USD 974,293 Capstone Turbine Corp C0 1.4067E+1 5,134,000 850,000 USD 800,000 Cardinal Health Inc. C0 14149Y108 1,071,166 40,951 USD 12,105 Career Education Corp. C0 141665109 3,872,000 70,400 USD 65,200 Caremark Rx Inc. C0 141705103 7,318,767 438,775 USD 404,275 Catalina Marketing Corp. C0 148867104 14,450,800 516,100 USD 509,700 Caterpillar Inc. C0 149123101 24,424,960 545,200 USD 536,400 CCR Technologies Ltd. C0 125001107 6,919 50,000 USD 50,000 CDW Computer Centers Inc. C0 125129106 18,100,854 500,300 USD 498,400 Celestica Inc. C0 15101Q108 4,304,610 159,200 CAD 106,400 Cendant Corp. C0 151313103 159,471,386 12,481,696 USD 12,164,19 Centex Construction ProducC0 15231R109 428,475 14,500 USD 14,500 Cephalon Inc. C0 156708109 2,030,116 40,700 USD 35,800 Championship Auto Racing TC0 158711101 11,997,618 863,138 USD 843,138 Chaney Eq Inv Fd II MF 160990982 589,768 907,335 USD 907,335 Chaney Eq Inv Fd III MF 160990974 2,706,937 3,184,632 USD 3,184,632 Channell Commercial Corp. C0 159186105 615,152 198,436 USD 198,436 Charles River LaboratoriesC0 159864107 1,443,096 40,800 USD 35,900 Chart House Enterprises InC0 160902102 28,512 28,800 USD Chase Industries Inc. C0 161568100 1,914,528 215,600 USD 180,500 Checkfree Corp C0 162813109 11,407,234 672,200 USD 669,700 Checkpoint Software TechnoC0 M22465104 6,617,230 300,510 USD 266,510 Cheesecake Factory C0 163072101 833,460 34,800 USD 30,600 Chesapeake Energy Corp. C0 165167107 565,000 100,000 USD 100,000 ChevronTexaco Corporation C0 166764100 94,968,308 1,120,570 USD 1,103,830 Chippac Inc C0 169657103 1,495,000 650,000 USD 650,000 Cia Vale Do Rio Doce - SP ADR 204412100 913,012 45,880 USD 45,480 Cigna Corp. C0 125509109 284,104 3,425 USD 3,425 Cinergy Corp Com C0 172474108 1,350 USD Circuit City Group C0 172737108 5,934,444 499,125 USD 496,401 Cisco Systems Inc. C0 17275R102 22,594,485 1,943,668 USD 1,588,290 Citigroup Inc. C0 172967101 293,836,370 7,306,134 USD 7,106,502 Clayton Williams Energy InC0 969490101 10,719,827 1,150,196 USD 1,119,030 Clear Channel CommunicatioC0 184502102 21,575,108 542,770 USD 492,810 Cleveland-Cliffs Inc C0 185896107 3,467,520 240,800 USD 232,200 CNF Inc. C0 12612W104 7,938,288 350,954 USD 349,638 Cnooc Ltd C0 6179948 600,664 604,500 HKD Cnooc Ltd-adr ADR 126132109 624,000 139,720 USD 30,900 Coca Cola Co. C0 191216100 13,503,810 288,235 USD 288,235 Coca-cola West Japan Co LtC0 6163286 895,168 42,600 JPY 7,100 Cognex Corporation C0 192422103 8,827,038 449,900 USD 443,900 Coherent Inc. C0 192479103 20,061,760 706,400 USD 684,200 Coloplast-b CLB 5867653 3,028,731 44,800 DKK Comarco Inc C0 200080109 822,250 65,000 USD 65,000 Comcast Corp. Cl. A Spl. CLA 200300200 4,481,957 135,710 USD 122,850 Comerica Inc Com C0 200340107 1,813 USD Comerica Inc. C0 200340107 10,226,120 186,400 USD 185,324 Commscope Inc C0 203372107 5,182,300 290,000 USD 290,000 Community Health Systems IC0 203668108 3,988,134 134,100 USD 134,100 Compaq Computer Corp. C0 204493100 8,628,273 1,038,300 USD 957,800 Compass Group PLC ADR 288011 644,927 92,500 GBP Comstock Resources Inc. C0 205768203 4,217,400 710,000 USD 685,000 Concord EFS Inc. C0 206197105 35,935,321 734,123 USD 731,323 Conmed Corp. C0 207410101 1,062,000 60,000 USD 60,000 Conoco Inc Cl. B CLB 208251504 566,349 66,999 USD 12,800 Consol Energy Inc C0 20854P109 7,558,361 352,700 USD 342,800 Cooper Tire & Rubr. Co. C0 216831107 11,676,800 820,000 USD 820,000 Coorstek Inc C0 217020106 6,247,500 250,000 USD 250,000 Core Laboratories N.V. NY C0 N22717107 2,453,688 190,800 USD 190,100 Corinthian Colleges Inc. C0 218868107 337,100 10,000 USD 8,800 Corn Products Intl Inc. C0 219023108 10,362,911 360,700 USD 360,700 Corning Inc. C0 219350105 1,208,340 137,000 USD 137,000 Corporate Executive Board C0 21988R102 4,381,440 168,000 USD 154,400 Cost Plus Inc/california C0 221485105 923,508 50,300 USD 44,300 Covanta Energy Corp. C0 22281N103 6,872,932 594,322 USD 590,827 Cox Communications Inc. ClCLA 224044107 4,463,075 108,300 USD 105,900 Cox Radio Inc-cl A CLA 224051102 12,241,173 606,900 USD 572,000 CPI Corp. C0 125902106 1,282,580 89,254 USD 89,254 Credence Systems Corp. C0 225302108 7,953,000 660,000 USD 660,000 Cree Inc C0 225447101 1,276,992 86,400 USD 76,000 Crystallex Intl Corp C0 22942F101 1,462,500 1,250,000 USD 1,250,000 CSX Corp. C0 126408103 30,019,500 953,000 USD 944,100 CTB International Corp. C0 125960104 2,578,692 259,165 USD 259,165 Cummings Inc. C0 231021106 8,269,800 250,600 USD 250,600 Curtiss-Wright Corp. C0 231561101 5,195,714 111,496 USD 111,496 Cv Therapeutics Inc C0 126667104 475,064 12,225 USD 12,225 CVS Corp. C0 126650100 9,803,960 295,420 USD 295,300 Dal-Tile Intl Inc C0 23426R108 1,134,243 73,700 USD 71,800 Danaher Corp. C0 235851102 35,962,955 790,652 USD 755,700 Darden Restaurants Inc. C0 237194105 7,164,308 274,829 USD 273,698 DAVITA INC. C0 23918K108 51,750,050 2,543,000 USD 2,476,400 Ddi Corp /ca C0 233162106 784,000 100,000 USD 100,000 Del Monte Foods Co C0 24522P103 2,765,840 359,200 USD 334,600 DELIA*S INC C0 24688Q101 1,809,726 338,900 USD 315,500 Dell Computer Corp. C0 247025109 1,961,215 154,796 USD 36,140 Delphi Automotive Systems C0 247126105 16,405,679 1,403,938 USD 1,352,959 Denison International plc ADR 248335101 11,827,650 815,700 USD 781,000 Denso Corporation C0 6640381 808,573 56,700 JPY 8,100 Diamondcluster Intl Inc-a CLA 25278P106 855,965 86,900 USD 76,400 DIANON Systems Inc. C0 252826102 3,539,100 70,500 USD 66,900 Dime Bancorp Inc. C0 25429Q102 16,278,480 414,000 USD 414,000 Disney (Walt) Co. C0 254687106 62,228,170 3,343,632 USD 3,276,132 Dollar Thrifty Auto. GroupC0 256743105 7,708,265 774,700 USD 756,100 Domtar Inc C0 2276304 400,868 55,000 CAD 34,900 Doral Financial Corp C0 25811P100 907,920 23,400 USD 23,400 Dow Chemical Co. C0 260543103 8,894,340 271,500 USD 271,500 Drillers Tech Reg S 144A C0 26205QXY1 905,522 1,300,000 CAD 1,300,000 Drillers Technology C0 26205Q100 126,646 200,000 CAD 200,000 Drillers Technology Corp. C0 26205Q118 1,900 100,000 CAD 100,000 DRS Technologies Inc. C0 23330X100 1,859,125 53,500 USD 53,500 Duke Energy Corp. C0 264399106 277,289 16,510 USD 4,576 Dun and Brandstreet Corp (C0 2.6483E+1 7,942,200 283,650 USD 283,650 Dura Automotive Systems InC0 265903104 2,205,360 306,300 USD 306,300 Dycom Inds Inc. C0 267475101 503,440 43,400 USD 43,400 Dynacare Inc C0 267920205 1,830,150 174,300 USD 169,500 E.I. du Pont de Nemours anC0 263534109 87,766,784 2,339,200 USD 2,305,900 E.ON AG C0 4942904 1,408,218 27,200 EUR Earthlink Inc C0 270321102 15,261,983 1,002,100 USD 984,500 Eastman Kodak Co Com C0 277461109 363 USD eBay Inc. C0 278642103 21,703,800 474,400 USD 472,700 Edison International C0 281020107 8,673,795 665,451 USD 661,681 Education Management Corp C0 28139T101 731,676 24,100 USD 21,400 EGL Inc. C0 268484102 20,669,761 2,330,300 USD 2,320,300 El Paso Corporation C0 28336L109 877,121 21,652 USD 21,110 Elan Corp. ADR ADR 284131208 203,102 4,192 USD Elcor Corp C0 284443108 23,291,154 1,081,800 USD 1,031,800 Electronics For Imaging C0 286082102 4,525,840 278,000 USD 278,000 Elk Point Resources Inc. C0 28736M301 5,528,875 2,054,400 CAD 2,005,900 EMC Corp. C0 268648102 41,092,981 3,502,488 USD 3,326,010 Emerson Elec. Co Com C0 291011104 503 USD Endocardial Solutions Inc C0 292962107 235,611 55,700 USD 55,700 Energy East Corp. C0 29266M109 8,433,812 422,998 USD 420,852 Enron Corp. C0 293561106 1,906,100 70,000 USD 40,000 Entegris Inc C0 29362U104 6,338,170 802,300 USD 761,200 Entertainment Properties TC6 29380T105 2,088,840 123,600 USD 123,600 Entravision CommunicationsC0 29382R107 855,000 100,000 USD 100,000 EOG Resources Inc. C0 26875P101 24,500,817 846,900 USD 843,900 Equatorial Energy Inc C0 29441K200 374,804 204,100 CAD 204,100 Ericsson (LM) Tel. Co. ADRCLB 294821400 4,256,683 1,219,680 USD 1,219,680 Ericsson LM-B SHS C0 5959378 104,112 28,800 SEK 28,800 Esenjay Exploration Inc. C0 296426109 96,684 34,530 USD 34,530 Esterline Technologies CorC0 297425100 7,482,785 472,100 USD 472,100 Everest Re Group Ltd. C0 G3223R108 57,473,010 888,300 USD 873,600 Exar Corp C0 300645108 809,640 46,800 USD 41,300 Excel Technology Inc C0 30067T103 1,258,400 80,000 USD 80,000 Exelon Corp. C0 30161N101 67,095,794 1,520,175 USD 1,485,240 Express Scripts Inc-cl A CLA 302182100 37,887,167 682,672 USD 680,200 Extended Stay America Inc.C0 30224P101 1,396,355 96,500 USD 96,500 Exxon Mobil Corporation C0 30231G102 143,794,240 3,683,454 USD 3,602,036 Fair Isaac & Company Inc C0 303250104 12,763,908 270,250 USD 260,550 Familymart Co Ltd C0 6331276 4,997,475 257,900 JPY 218,200 Fannie Mae C0 313586109 145,051,347 1,812,981 USD 1,793,583 Federal Home Loan Mtge. CoC0 313400301 97,663,150 1,518,671 USD 1,466,250 Federated Department StoreC0 31410H101 15,063,086 536,666 USD 512,452 Fedex Corporation C0 31428X106 5,152,350 140,200 USD 129,300 Fei Company C0 30241L109 1,211,475 55,700 USD 51,700 Fidelity National FinanciaC0 316326107 8,994,974 334,510 USD 327,910 Fifth Third Bancorp C0 316773100 756,819 37,259 USD 10,000 First Data Corporation C0 319963104 13,664,184 235,173 USD 234,538 Fisher Scientific Intl C0 338032204 4,051,300 159,500 USD 145,300 FleetBoston Financial CorpC0 339030108 148,431,229 4,054,563 USD 3,969,225 Flextronics Intl Ltd C0 Y2573F102 9,786,718 652,247 USD 469,200 Forest Laboratories Inc C0 345838106 154,082,744 2,144,615 USD 2,106,555 Fortis (NL) NV C0 5593798 6,016,457 246,500 EUR 167,000 Fred Olsen Energy ASA C0 355613100 298,401 54,600 USD 54,600 FreedomPay Inc. PFD 356991950 689,615 4,056,560 USD 4,056,560 Frontier Airlines Inc C0 359065109 9,108,000 1,100,000 USD 1,100,000 Fsi Intl Inc C0 302633102 965,124 96,900 USD 85,600 Fuji Machine Mfg Co Ltd C0 6356592 761,606 55,700 JPY 9,300 Funai Electric Co Ltd C0 6141550 808,120 14,400 JPY 2,400 Furniture Brand Intl Inc C0 360921100 7,680,964 394,300 USD 384,300 Gannett Inc. C0 364730101 4,676,558 78,750 USD 71,700 Gas Natural SDG SA C0 5650422 980,459 54,800 EUR 14,200 Gemini Energy Corporation C0 368654109 354,610 500,000 CAD 500,000 Gemstar International GrouC0 36866W106 95,924,096 4,903,693 USD 4,760,563 Gencorp Inc. C0 368682100 680,400 60,000 USD 60,000 Genencor International IncC0 368709101 295,800 30,000 USD 30,000 General Electric Co. C0 369604103 412,571,882 11,185,944 USD 10,935,35 General Maritime Corp C0 Y2692M103 8,683,290 970,200 USD 959,300 General Mills Inc. C0 370334104 6,297,200 138,400 USD 138,400 General Motors Corp Cl. 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