-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Ki6PBE9A9BSMgLun9z6tt6iw0q4YxY/MS4+0OFGjtIVE6SSgXZyuuuQkCudqn3o3 zJBT+0Au6M17qkFEin8AJA== 0000924355-02-000119.txt : 20020515 0000924355-02-000119.hdr.sgml : 20020515 20020515150201 ACCESSION NUMBER: 0000924355-02-000119 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET RESEARCH & MANAGEMENT CO //MA/ CENTRAL INDEX KEY: 0000924355 IRS NUMBER: 133142135 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04376 FILM NUMBER: 02651373 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CENTER CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 6173571399 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER CITY: BOSTON STATE: MA ZIP: 02111 13F-HR 1 ssr13f1st.txt STATE STREET RESEARCH 1ST QTR 13F 2002 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: March 31, 2002 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____ May 14, 2002 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: 757 Form 13F Information Table Value Total ($000): 18,680,840 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 6,308,500 370,000 USD 370,000 AAR Corp. C0 361105 25,438,740 2,362,000 USD 2,362,000 Abacan Resource Corp Restr. PP C0 002919PP7 3,333,334 USD 3,333,334 Abbott Laboratories C0 2824100 46,314,879 902,893 USD 854,631 ABC-NACO Inc. C0 752105 5,042 504,200 USD 504,200 Abercrombie & Fitch Co. C0 2896207 2,042,040 66,300 USD 58,200 Ace Limited C0 G0070K103 383,412,068 9,290,869 USD 9,073,482 Actel Corp C0 4934105 27,473,886 1,326,600 USD 1,298,500 Administaff Inc C0 7094105 1,900,944 68,800 USD 60,400 Adobe Systems Inc. C0 00724F101 17,707,455 439,610 USD 437,800 Advance PCS C0 00790K109 5,644,884 187,600 USD 171,100 Advanced Micro Devices Inc. C0 7903107 124,615,942 8,482,837 USD 8,383,653 Advantest Corp C0 6870490 4,763,637 63,500 JPY 45,800 Advantest Corp-adr ADR 00762U101 523,088 118,875 USD 27,750 Aeroflex Inc. C0 7768104 5,835,868 453,800 USD 413,300 Agco Corp. C0 1084102 14,502,110 635,500 USD 635,500 Agilent Technologies Inc C0 00846U101 1,040,025 29,954 USD 29,749 Agrium Inc. C0 8916108 43,302,214 4,119,010 CAD 3,997,600 Air Products & Chemicals Inc. C0 9158106 4,087,581 133,972 USD 78,020 Airnet Systems Inc. C0 9417106 7,010,170 672,116 USD 642,516 AK Steel Holding Corp. C0 1547108 27,239,083 1,918,879 USD 1,908,333 Alamosa Holdings Inc. C0 11589108 2,839,435 564,500 USD 515,600 Alcoa Inc. C0 13817101 11,412,199 302,390 USD 282,170 Alcon Inc C0 H01301102 35,660,975 1,053,500 USD 1,046,400 Allegheny Energy Inc C0 17361106 1,939,315 46,900 USD 46,200 Allegheny Technologies Inc. C0 01741R102 32,908,530 2,000,826 USD 1,981,819 Alliant Technology Systems Inc. C0 18804104 29,193,312 286,237 USD 283,175 Alltel Corp C0 20039103 2,260,885 40,700 USD 40,700 Alpha Industries Inc C0 20753109 756,400 49,600 USD 44,700 Altera Corp. C0 21441100 27,297,041 1,248,150 USD 1,244,450 AMBAC Inc. C0 23139108 11,601,112 200,207 USD 197,102 Amdocs Ltd C0 G02602103 5,525,185 207,324 USD 207,324 American Axle & Manufact.HoldingC0 24061103 64,084,200 2,209,800 USD 2,172,600 American Express C0 25816109 140,875,940 3,439,423 USD 3,391,764 American International Group IncC0 26874107 114,078,517 1,613,267 USD 1,544,692 American Pacific Corp. C0 28740108 7,729,701 779,990 USD 779,990 American Standard Companies C0 29712106 13,157,448 188,378 USD 186,568 American Tower Corp. C0 29912201 14,178,752 2,606,290 USD 2,604,700 AmerisourceBergen Corp. C0 3.07E+108 305,984 4,480 USD 4,480 Amgen C0 31162100 227,486,016 3,821,228 USD 3,762,326 AMR Corp. C0 1765106 22,435,902 856,619 USD 819,289 Amylin Pharmaceuticals Inc C0 32346108 316,666 31,635 USD 31,635 Anadarko Petroleum Corp. C0 32511107 47,339,614 838,760 USD 821,560 Analog Devices C0 32654105 35,539,488 820,412 USD 784,165 Anaren Microwave Inc. C0 32744104 3,843,185 264,500 USD 244,600 Andrx Corp. - Andrx Group C0 34553107 76,229,276 2,035,466 USD 1,984,416 Anglo American Plc ADR 490151 5,678,002 427,725 GBP 216,500 Anglo American Plc-unsp Adr ADR 03485P102 491,794 29,860 USD 29,860 Anheuser-Busch Inc. C0 35229103 11,765,880 225,655 USD 225,400 Anixter Intl. Inc. C0 35290105 3,259,300 110,000 USD 110,000 Anthem Inc C0 03674B104 7,505,574 131,906 USD 130,752 Anthracite Capital Inc. C0 37023108 4,110,100 357,400 USD 357,400 Anthracite Capital Inc. PFD PFD 37023991 6,000,000 300,000 USD 300,000 AOL Time Warner Inc. C0 00184A105 68,198,086 2,959,362 USD 2,838,190 Applebees Intl Inc C0 37899101 1,815,000 50,000 USD 43,600 Applera Corp.Applied Biosystem C0 38020103 2,872,646 128,530 USD 127,830 Applera Corp. - Celera Genomics C0 38020202 1,191,900 58,000 USD 58,000 Applied Materials Inc. C0 38222105 3,280,622 91,095 USD 56,600 Aracruz Celulose SA Spon ADR ADR 38496204 390,905 73,650 USD 18,930 Aradigm Corp. C0 38505103 11,187,598 2,380,340 USD 2,356,540 Arbitron Inc C0 03875Q108 18,715,060 553,700 USD 553,700 Arch Coal Inc. C0 39380100 17,593,602 822,900 USD 797,900 Argosy Gaming Co. C0 40228108 48,225,336 1,314,400 USD 1,281,700 Arm Holdings Plc-spons Adr ADR 42068106 498,817 157,535 USD 40,390 Arthrocare Corp C0 43136100 7,792,927 432,700 USD 423,000 Artisan Components Inc C0 42923102 1,766,240 106,400 USD 93,300 Ashanti Goldfields co. Ltd ADR ADR 43743202 4,007,730 778,200 USD 778,200 Asm International N C0 N07045102 2,207,835 193,914 USD 84,559 ASM Lithography Holdings N.V. C0 N07059111 1,217,760 48,000 USD 48,000 Aspect Medical Systems Inc C0 45235108 7,745,590 870,291 USD 839,791 Associated British Foods Plc C0 673123 1,068,739 146,300 GBP 36,600 Astoria Financial Corp. C0 46265104 6,187,650 213,000 USD 213,000 Asyst Technologies Inc C0 04648X107 11,669,840 641,200 USD 641,200 ATI Technologies Inc. C0 2000978 1,087,168 81,900 CAD 74,900 Atlas Energy Ltd. C0 49300106 62,135 61,875 CAD 61,875 ATMI Inc. C0 00207R101 43,728,080 1,390,400 USD 1,365,800 Atrix Labs Inc C0 04962L101 4,661,361 204,715 USD 204,715 Atwood Oceanics Inc. C0 50095108 693,090 15,100 USD 6,800 August Technology Corp C0 05106U105 4,150,855 284,500 USD 284,500 Aurora Foods Inc/DE C0 05164B106 55,656 13,283 USD 13,283 Autoliv Inc-Swed Dep Receipt C0 5247374 8,880,168 369,900 SEK 283,000 Automatic Data Processing Inc. C0 53015103 617,662 10,600 USD Autostrade Spa C0 5554654 791,461 104,500 EUR Avaya Inc. C0 53499109 15,051,488 2,068,344 USD 2,046,664 Avon Products Inc. C0 54303102 23,306,539 450,169 USD 425,660 AVX Corp. C0 2444107 4,397,400 210,000 USD 210,000 Axonyx Inc C0 05461R101 220,140 61,150 USD 61,150 Badger Daylighting Inc. C0 56904105 1,022,637 1,086,245 CAD 1,061,245 Baker Hughes Inc. C0 57224107 22,139,253 578,804 USD 567,654 Bally Total Fitness Hldg Corp. C0 05873K108 8,891,945 405,100 USD 395,800 Bank of America Corp. C0 60505104 97,948,800 1,440,300 USD 1,416,500 Bank of New York Co. Inc. C0 64057102 11,303,380 269,000 USD 269,000 Bank One Corp. C0 06423A103 123,832,745 2,989,091 USD 2,934,508 Barnes & Noble Inc C0 67774109 19,074,345 615,500 USD 613,200 Barr Laboratories Inc C0 68306109 30,595,111 464,830 USD 463,230 Bausch and Lomb C0 71707103 7,213,699 164,154 USD 162,425 Baxter International Inc. C0 71813109 123,352,938 2,099,592 USD 2,044,192 Baytex Energy Ltd Cl A CLA 07317G107 22,337,341 5,195,633 CAD 5,070,633 BE Aerospace Inc. C0 73302101 18,767,700 1,890,000 USD 1,855,900 Beacon Capital Ptr Inc 144A C0 73561102 1,365,000 120,000 USD 120,000 Bed Bath & Beyond Inc. C0 75896100 2,279,813 67,550 USD 64,450 BEI Technologies Inc. C0 05538P104 22,887,670 1,214,200 USD 1,164,900 Belden Inc. C0 77459105 7,302,203 306,429 USD 306,429 Bellsouth Corp. C0 79860102 9,181,089 249,280 USD 227,780 Belo A H Corp. C0 80555105 18,725,550 805,520 USD 775,400 Benchmark Electronics Inc. C0 08160H101 15,873,200 566,900 USD 551,900 Berkshire Hathaway Inc C0 84670207 10,181,962 4,298 USD 4,298 BHP Billiton Ltd ADR ADR 88606108 376,747 118,120 USD 30,780 Big Food Group PLC ADR 455871 2,262,781 1,387,800 GBP 878,300 Big Lots Inc. C0 89302103 10,835,486 771,209 USD 751,209 Biogen Inc. C0 90597105 162,259,376 3,344,390 USD 3,270,678 Biomarin Pharmaceutical Inc C0 09061G101 346,295 33,075 USD 33,075 Biomet Inc. C0 90613100 288,189 10,650 USD 7,925 BJ Services Company C0 55482103 13,284,738 385,530 USD 383,800 Black & Decker Corp. C0 91797100 6,296,257 137,244 USD 135,773 Black Hills Corp C0 92113109 297,972 8,900 USD 8,900 Boeing Co. C0 97023105 13,132,685 272,180 USD 261,880 BorgWarner Automotive Inc. C0 99724106 57,041,070 906,565 USD 889,200 Borland Software Cor C0 99849101 1,347,836 103,600 USD 91,000 Boston Properties Inc. C0 101121101 6,984,978 179,589 USD 176,990 BP Amoco PLC ADR 798059 1,384,840 155,600 GBP 155,600 BP Plc Sponsored ADR ADR 55622104 21,978,090 457,183 USD 374,968 Brigham Exploration Company C0 109178103 3,412,884 978,100 USD 971,400 Brinker Intl Inc. C0 109641100 25,399,717 783,700 USD 780,900 Bristol-Myers Squibb Company C0 110122108 6,190,921 152,900 USD 140,100 British Sky Broadcasting PLC ADR 141192 6,132,361 517,600 GBP 361,700 Broadcom Corp-cl A CLA 111320107 15,250,320 424,800 USD 423,200 Broken Hill Proprietary Co. C0 6144690 3,746,288 615,800 AUD 396,800 Brooks Automation Inc. C0 11434A100 64,488,448 1,419,200 USD 1,402,100 Brown Tom Inc. Common New C0 115660201 18,189,990 666,300 USD 641,800 Bunge Limited C0 G16962105 14,514,160 670,400 USD 659,500 Burlington Northern Santa Fe CorC0 12189T104 9,450,263 313,130 USD 287,330 Burlington Resources Inc. C0 122014103 6,338,550 160,353 USD 158,666 Cabot Microelectronics Corp C0 12709P103 29,448,045 435,300 USD 435,300 Cabot Oil & Gas Corp. C0 127097103 50,894,180 2,055,500 USD 1,987,200 Cadiz Inc. C0 127537108 6,018,300 668,700 USD 668,700 Cal Dive International Inc C0 127914109 8,971,470 360,300 USD 342,300 Callon Petroleum Co. C0 13123X102 6,976,320 894,400 USD 859,400 Cambrex Corp. C0 132011107 11,615,390 275,900 USD 275,900 Canadian 88 Energy Corp. C0 13566G509 20,840,572 13,176,700 CAD 12,627,300 Canadian Natural Resources Ltd. C0 136385101 4,579,002 141,390 CAD 141,390 Capital One Financial Corp. C0 14040H105 111,018,741 1,745,971 USD 1,718,174 Capstone Turbine Corp C0 1.41E+106 2,771,000 850,000 USD 800,000 Cardinal Health Inc. C0 14149Y108 902,430 32,911 USD 12,550 Career Education Corp. C0 141665109 2,055,240 51,900 USD 45,600 Caremark Rx Inc. C0 141705103 3,481,433 178,535 USD 160,235 Carreker Corporation C0 144433109 3,293,544 377,700 USD 377,700 Case Resources Inc C0 14745A108 1,471,004 3,906,250 CAD 3,906,250 Catalina Marketing Corp. C0 148867104 17,760,900 486,600 USD 480,200 Caterpillar Inc. C0 149123101 24,028,221 422,660 USD 422,660 Cathay Pacific Airways C0 6179755 1,931,004 1,271,000 HKD 819,000 CCR Technologies Ltd. C0 125001107 6,625 50,000 USD 50,000 CDW Computer Centers Inc. C0 125129106 251,700 5,000 USD 5,000 Cendant Corp. C0 151313103 251,013,965 13,114,807 USD 12,876,178 Centex Construction Products C0 15231R109 576,810 14,500 USD 14,500 Championship Auto Racing Teams C0 158711101 7,860,681 557,100 USD 557,100 Chaney Eq Inv Fd II MF 160990982 607,914 907,335 USD 907,335 Chaney Eq Inv Fd III MF 160990974 2,388,474 3,184,632 USD 3,184,632 Channell Commercial Corp. C0 159186105 1,099,335 198,436 USD 198,436 Charles River Laboratories C0 159864107 4,832,900 155,900 USD 141,900 Charlotte Russe Holding Inc C0 161048103 1,605,686 61,900 USD 54,400 Charter One Financial Inc C0 160903100 10,852,322 352,564 USD 348,843 Chase Industries Inc. C0 161568100 2,372,625 210,900 USD 175,800 Checkpoint Software Tech. Ltd C0 M22465104 3,003,824 98,810 USD 98,810 ChevronTexaco Corporation C0 166764100 8,019,316 88,837 USD 81,014 Chippac Inc C0 169657103 10,065,500 1,025,000 USD 1,019,000 Choicepoint Inc C0 170388102 19,549,440 339,400 USD 338,000 Cia Vale Do Rio Doce - SP ADR ADR 204412100 496,186 18,724 USD 18,724 Ciber Inc C0 17163B102 6,337,290 692,600 USD 692,600 Circuit City Group C0 172737108 27,489,352 1,523,800 USD 1,518,600 Circuit City Stores-carmax C0 172737306 2,397,222 92,700 USD 87,500 Cisco Systems Inc. C0 17275R102 181,865,175 10,876,879 USD 10,372,354 Citigroup Inc. C0 172967101 274,773,803 5,618,501 USD 5,461,699 Clayton Williams Energy Inc. C0 969490101 12,828,700 1,026,296 USD 1,009,630 Clear Channel Communications IncC0 184502102 1,691,389 33,218 USD 2,000 Cleveland-Cliffs Inc C0 185896107 5,720,000 260,000 USD 251,000 CNF Inc. C0 12612W104 11,424,239 351,125 USD 347,552 Cnooc Ltd C0 6179948 6,341,392 5,099,100 HKD 3,851,100 Cnooc Ltd-adr ADR 126132109 689,192 102,590 USD 27,790 Coca Cola Co. C0 191216100 50,568,605 978,855 USD 957,835 Coca-cola Femsa S.a.-sp Adr ADR 191241108 208,812 29,825 USD 7,660 Cognex Corporation C0 192422103 20,429,180 703,000 USD 692,900 Coherent Inc. C0 192479103 24,696,150 728,500 USD 711,300 Comarco Inc C0 200080109 676,650 65,000 USD 65,000 Comcast Corp. Cl. A Spl. CLA 200300200 3,866,880 121,960 USD 121,600 Comerica Inc. C0 200340107 14,516,052 235,487 USD 232,868 Commscope Inc C0 203372107 4,969,440 285,600 USD 285,600 Community Health Systems Inc. C0 203668108 6,637,422 300,200 USD 285,100 Companhia Vale Do Rio Doce ADR PFD 204412100 1,501,354 58,305 58,305 Compaq Computer Corp. C0 204493100 54,911,406 5,323,845 USD 5,037,880 Computer Network Tech Corp C0 204925101 1,507,080 114,000 USD 100,200 Comstock Resources Inc. C0 205768203 4,870,500 637,500 USD 612,500 Concord EFS Inc. C0 206197105 46,424,082 1,401,878 USD 1,385,813 Conoco Inc Cl. B CLB 208251504 221,768 8,085 USD 1,200 Consol Energy Inc C0 20854P109 16,348,500 622,800 USD 612,900 Constellation Energy Group C0 210371100 12,790,904 420,467 USD 416,072 Cooper Tire & Rubr. Co. C0 216831107 17,486,705 807,700 USD 807,700 Coorstek Inc C0 217020106 13,900,356 361,800 USD 361,800 Core Laboratories N.V. NY Share C0 N22717107 7,632,396 517,100 USD 516,400 Corinthian Colleges Inc. C0 218868107 2,001,780 39,600 USD 34,800 Corn Products Intl Inc. C0 219023108 11,511,500 357,500 USD 357,500 Corporate Executive Board Co C0 21988R102 11,253,300 300,000 USD 298,800 Covanta Energy Corp. C0 22281N103 1,597,987 2,252,817 USD 2,227,741 Cox Communications Inc. Cl.A CLA 224044107 4,181,804 111,100 USD 110,100 Cox Radio Inc-cl A CLA 224051102 17,375,120 611,800 USD 573,900 CPI Corp. C0 125902106 1,257,668 76,454 USD 76,454 Credence Systems Corp. C0 225302108 28,262,520 1,287,000 USD 1,287,000 Crystallex Intl Corp C0 22942F101 2,487,500 1,250,000 USD 1,250,000 CSX Corp. C0 126408103 73,018,760 1,916,000 USD 1,899,800 CTB International Corp. C0 125960104 4,177,840 275,765 USD 275,765 Cummings Inc. C0 231021106 11,835,838 250,600 USD 250,600 Curtiss-Wright Corp. C0 231561101 7,414,484 111,496 USD 111,496 Cv Therapeutics Inc C0 126667104 12,379,495 341,975 USD 340,575 CVS Corp. C0 126650100 58,748,517 1,711,288 USD 1,676,188 Cypress Semiconductor Corp. C0 232806109 84,465,568 3,730,752 USD 3,608,122 Cytyc Corporation C0 232946103 22,330,948 829,530 USD 826,430 Danaher Corp. C0 235851102 17,953,856 267,661 USD 250,750 Darden Restaurants Inc. C0 237194105 33,534,809 826,184 USD 815,354 Davita Inc. C0 23918K108 64,076,551 2,532,670 USD 2,474,400 Ddi Corp /ca C0 233162106 853,000 100,000 USD 100,000 Deep Marine Technology Inc. PP C0 243789XY5 3,000,001 210 USD 210 Del Monte Foods Co C0 24522P103 3,504,746 360,200 USD 335,600 Dell Computer Corp. C0 247025109 72,099,997 2,813,485 USD 2,667,144 Delphi Corp C0 247126105 92,871,759 5,818,735 USD 5,722,361 Denison International plc ADR ADR 248335101 15,457,650 792,700 USD 758,000 Dj Orthopedics Inc C0 23325G104 2,908,800 363,600 USD 363,600 Dollar Thrifty Auto. Group Inc. C0 256743105 20,069,235 948,900 USD 930,300 Domtar Inc C0 2276304 7,964,489 729,300 CAD 461,100 Donnelley R R & Sons Co. C0 257867101 5,726,194 187,253 USD 184,901 Dow Chemical Co. C0 260543103 9,177,960 280,500 USD 280,500 Drillers Tech Reg S 144A C0 26205QXY1 1,387,058 1,300,000 CAD 1,300,000 Drillers Technology C0 26205Q100 213,394 200,000 CAD 200,000 DRS Technologies Inc. C0 23330X100 2,219,715 53,500 USD 53,500 Dun and Brandstreet Corp (New) C0 2.65E+104 5,743,436 143,550 USD 143,550 Dura Automotive Systems Inc C0 265903104 6,168,906 321,800 USD 321,800 Dycom Inds Inc. C0 267475101 3,082,690 206,200 USD 206,200 Dynacare Inc C0 267920205 2,903,484 184,700 USD 179,900 E.I. du Pont de Nemours and Co. C0 263534109 39,323,100 834,435 USD 826,900 Earthlink Inc C0 270321102 29,547,665 2,911,100 USD 2,894,400 eBay Inc. C0 278642103 18,306,048 323,200 USD 321,900 Education Management Corp C0 28139T101 8,480,387 201,100 USD 184,000 Eex Corporation C0 26842V207 237,724 115,400 USD 115,400 EGL Inc. C0 268484102 46,949,285 2,962,100 USD 2,952,100 El Paso Corporation C0 28336L109 422,688 9,600 USD 9,600 Elcor Corp C0 284443108 24,200,220 1,090,100 USD 1,050,100 Electroglas Inc C0 285324109 16,612,700 983,000 USD 956,800 Electronic Arts Inc. C0 285512109 22,119,040 363,800 USD 362,400 Electronics For Imaging C0 286082102 12,630,660 690,200 USD 690,200 Elk Point Resources Inc. C0 28736M301 3,530,107 1,704,400 CAD 1,655,900 Emulex Corp. C0 292475209 50,578,702 1,535,946 USD 1,518,716 Endocardial Solutions Inc C0 292962107 361,219 44,540 USD 44,540 Energy East Corp. C0 29266M109 9,433,171 439,911 USD 435,244 Entegris Inc C0 29362U104 13,207,470 817,800 USD 776,700 Entertainment Properties Trust C0 29380T105 2,793,360 123,600 USD 123,600 Entravision Communications C0 29382R107 6,954,520 469,900 USD 469,900 EOG Resources Inc. C0 26875P101 12,991,368 320,300 USD 319,100 Equatorial Energy Inc C0 29441K200 293,347 204,100 CAD 204,100 Ericsson (LM) Tel. Co. ADR Cl B ADR 294821400 5,098,262 1,219,680 USD 1,219,680 Ess Technology C0 269151106 692,716 33,400 USD 29,300 Esterline Technologies Corp C0 297425100 17,458,320 855,800 USD 855,800 Everest Re Group Ltd. C0 G3223R108 60,797,312 876,800 USD 868,600 Excel Technology Inc C0 30067T103 2,000,556 91,100 USD 91,100 Exelon Corp. C0 30161N101 8,943,455 168,840 USD 157,440 Expedia Inc -cl A CLA 302125109 39,291,984 562,600 USD 554,300 Express Scripts Inc-cl A CLA 302182100 31,056,214 539,264 USD 537,292 Extended Stay America Inc. C0 30224P101 1,679,100 96,500 USD 96,500 Exxon Mobil Corporation C0 30231G102 256,856,949 5,928,239 USD 5,776,356 Family Dollar Stores Inc. C0 307000109 314,994 9,400 USD 6,600 Fannie Mae C0 313586109 80,359,919 1,006,008 USD 995,533 Fanuc C0 6356934 3,145,052 57,300 JPY 34,800 Federal Home Loan Mtge. Corp. C0 313400301 24,741,549 415,242 USD 379,550 Federated Department Stores C0 31410H101 16,194,043 399,856 USD 383,779 Fidelity National Financial C0 316326107 8,803,625 333,850 USD 327,250 Fifth Third Bancorp C0 316773100 269,920 4,175 USD 3,650 First Data Corporation C0 319963104 17,470,766 200,938 USD 200,238 Fisher Scientific Intl C0 338032204 4,661,790 165,900 USD 149,800 FleetBoston Financial Corp. C0 339030108 9,577,400 273,640 USD 251,040 Flextronics Intl Ltd C0 Y2573F102 24,885,810 1,438,046 USD 1,261,306 Flowserve Corporation C0 34354P105 7,282,275 227,500 USD 227,500 Fluor Corp (new) C0 343412102 3,060,311 75,026 USD 75,026 Forest Laboratories Inc C0 345838106 11,478,442 140,601 USD 140,495 Forward Air Corporation C0 349853101 2,107,890 66,600 USD 61,200 FreedomPay Inc. PFD 356991950 689,615 4,056,560 USD 4,056,560 Frontier Airlines Inc C0 359065109 16,213,200 885,000 USD 885,000 Fsi Intl Inc C0 302633102 3,269,957 291,700 USD 256,200 Furniture Brand Intl Inc C0 360921100 273,375 7,500 USD 7,500 Gallagher (Arthur J.) & Co C0 363576109 504,658 15,400 USD 15,400 GAP Inc. C0 364760108 5,045,920 335,500 USD 307,000 Gas Natural SDG SA C0 5650422 940,288 54,800 EUR 14,200 Gatx Corp C0 361448103 22,037,400 693,000 USD 693,000 Gauntlet Energy Corp C0 368066106 1,079,521 200,000 CAD 200,000 Gemini Energy Corporation C0 368654109 533,484 500,000 CAD 500,000 Gemstar International Group LTD C0 36866W106 8,883,614 600,650 USD 596,000 Gene Logic Inc C0 368689105 1,776,698 91,300 USD 80,200 Genencor International Inc C0 368709101 340,500 30,000 USD 30,000 General Electric Co. C0 369604103 404,966,099 10,923,676 USD 10,666,157 General Maritime Corp C0 Y2692M103 14,691,600 1,224,300 USD 1,213,400 General Mills Inc. C0 370334104 9,252,190 189,400 USD 185,100 General Motors Corp Cl. H New CLH 370442832 12,191,194 741,106 USD 687,060 General Motors Corp. C0 370442105 6,818,760 112,800 USD 112,800 Genesco Inc. C0 371532102 275,700 10,000 USD Genesee & Wyoming Inc. Cl. A CLA 371559105 4,210,349 177,877 USD 177,877 Gentek Inc C0 37245X104 131,430 438,100 USD 438,100 Genzyme Corp. C0 372917104 1,980,522 46,052 USD 45,352 Global Industries Ltd. C0 379336100 12,522,260 1,342,150 USD 1,305,250 GlobeSpan Virata Inc. C0 37957V106 19,058,062 1,277,350 USD 1,253,350 Golar Lng Ltd C0 7139695 1,322,273 200,000 NOK Goodyear Tire & Rubber Co. C0 382550101 3,848,285 150,500 USD 150,500 Granite Construction Inc C0 387328107 7,599,568 308,800 USD 308,800 Graphic Packaging International C0 388690109 1,066,736 167,200 USD 167,200 GSI Lumonics Inc C0 36229U102 1,599,575 159,787 CAD 159,787 Guidant Corporation C0 401698105 1,594,176 36,800 USD 36,800 Gulf Island Fabrication Inc C0 402307102 750,500 50,000 USD 50,000 Hall Kinion & Associates Inc. C0 406069104 6,663,502 803,800 USD 792,800 Halliburton Hldg. Cos. C0 406216101 1,536,300 90,000 USD 90,000 Hanover Compressor Co. C0 410768105 27,204,478 1,512,200 USD 1,477,200 Harrahs Entertainment Inc. C0 413619107 96,497,555 2,183,739 USD 2,149,272 Hartford Finl. Services Group C0 416515104 15,506,837 227,640 USD 215,240 Harvard Bioscience Inc C0 416906105 1,464,414 166,600 USD 146,100 HCA Inc. C0 404119109 561,800 12,745 USD 12,745 Healthsouth Corporation C0 421924101 13,460,329 951,059 USD 941,247 Hearst-Argyle Television Inc C0 422317107 980,965 39,667 USD 39,667 Heidrick & Struggles Intl C0 422819102 20,411,040 981,300 USD 981,300 Helix Technology Corp. C0 423319102 21,638,472 854,600 USD 836,100 Hewlett Packard Co. C0 428236103 2,798,640 156,000 USD 156,000 Hispanic Broadcasting Corp C0 43357B104 3,203,200 110,000 USD 110,000 Hollinger International Inc. C0 435569108 22,408,923 1,709,300 USD 1,659,300 Hollywood Entertainment Corp C0 436141105 4,332,720 257,900 USD 235,300 Home Depot C0 437076102 292,969,116 6,084,425 USD 5,940,224 Honeywell International Inc. C0 438516106 79,269,990 2,071,335 USD 2,035,740 Horizon Offshore Inc C0 44043J105 2,668,575 227,500 USD 222,500 Hotel Reservations Inc -cl A CLA 441451101 18,038,473 306,100 USD 289,100 Humana Inc. C0 444859102 368,557 27,240 USD 27,240 Hunt(J.B.) Transpor. Services C0 445658107 3,522,477 123,900 USD 112,200 Hunter Douglas Nv C0 5291810 1,079,883 36,700 EUR 5,600 Hurricane Hydrocarbons-cl A CLA 4.48E+110 18,986,594 1,268,400 CAD 1,194,900 Hutchinson Tech C0 448407106 9,202,560 426,637 USD 426,637 Hydril Company C0 448774109 6,046,197 248,100 USD 248,100 i2 Technologies Inc. C0 465754109 2,020,964 399,400 USD 399,400 ICG Holdings Inc PIK PFD 449247204 124 12,425 USD 12,425 ICN Pharmaceuticals Inc C0 448924100 29,417,804 930,462 USD 923,622 Icon Plc Sponsored ADR ADR 45103T107 230,180 25,830 USD 6,770 IDEC Pharmaceuticals Corp C0 449370105 18,338,360 285,327 USD 284,300 II-VI Inc. C0 902104108 2,007,375 132,500 USD 132,500 IKS Corp. C0 44963T109 271,962 30,218 USD 30,218 Illinois Tool Works Co. C0 452308109 2,273,237 31,420 USD 31,140 Imanage Inc C0 45245Y105 3,213,080 481,000 USD 481,000 Imation Corp. C0 45245A107 2,122,400 80,000 USD 80,000 Imc Global Inc C0 449669100 18,673,500 1,266,000 USD 1,259,500 Indevus Pharmaceuticals Inc C0 454072109 227,500 26,000 USD 26,000 Inet Technologies Inc. C0 45662V105 283,200 30,000 USD 30,000 Inhale Therapeutic Sys Inc C0 457191104 6,403,534 606,970 USD 606,970 Insight Enterprises Inc C0 45765U103 418,840 18,500 USD 15,400 Integrated Electrical Svcs C0 4.58E+107 4,937,500 987,500 USD 987,500 Intel Corp. C0 458140100 435,355,520 14,486,538 USD 14,096,786 Interep Natl Radio Sales-a CLA 45866V109 1,812,556 547,600 USD 527,600 InterMune Inc. C0 45884X103 13,028,730 433,280 USD 427,080 Intl. Flavors & Fragrances C0 459506101 10,355,421 300,368 USD 297,182 International Game Technology C0 459902102 207,361,885 3,328,683 USD 3,296,049 International Paper Co. C0 460146103 137,534,797 3,220,958 USD 3,138,860 Interoil Corporation C0 460951106 1,843,650 216,900 USD 216,900 Intersil Corporation C0 46069S109 16,179,345 570,700 USD 569,100 Intier Automotive Inc A CLA 46115N104 15,588,979 832,300 USD 829,100 Intl. Business Machines Corp. C0 459200101 259,597,208 2,525,770 USD 2,420,787 Intuit Inc C0 461202103 47,424,468 1,236,740 USD 1,228,700 Invensys plc C0 807041 7,280,054 4,122,900 GBP 2,793,900 Investment Technology Group C0 46145F105 6,806,097 129,050 USD 125,700 Investors Financial Svcs Cp C0 461915100 42,473,925 558,500 USD 552,200 Invivo Corp. C0 461858102 2,433,850 202,147 USD 202,147 Isleinvest C0 2451714 95,821 CAD J.D. Edwards & Co. C0 281667105 1,398,100 77,500 USD 68,100 J.P. Morgan Chase & Co. C0 46625H100 179,160,786 5,075,804 USD 4,935,198 Jean Coutu Group (PJC) Inc. C0 47215Q104 6,373,564 300,000 CAD 300,000 JLG Industries Inc. C0 466210101 30,231,960 2,042,700 USD 1,974,600 Johnson & Johnson C0 478160104 191,877,888 2,981,949 USD 2,875,370 Jones Apparel Group Inc. C0 480074103 39,646,616 1,138,171 USD 1,130,516 Journal Register Co. C0 481138105 23,945,400 1,129,500 USD 1,129,500 Joy Global Inc C0 481165108 13,070,970 801,900 USD 801,900 Kemet Corp C0 488360108 35,898,421 1,853,300 USD 1,819,000 Key Energy Group Inc C0 492914106 2,144,000 200,000 USD 200,000 KeyCorp C0 493267108 12,584,423 478,763 USD 473,842 Keywest Energy Corp C0 493940100 976,520 740,900 CAD 740,900 Kimberly-Clark Corp. C0 494368103 10,632,339 164,460 USD 149,160 King Pharmaceuticals Inc. C0 495582108 25,515,708 728,812 USD 726,912 Knight Transportation Inc C0 499064103 1,790,558 84,700 USD 74,300 Kohls Corp C0 500255104 140,872,091 1,984,906 USD 1,953,331 Kopin Corp C0 500600101 5,059,785 555,410 USD 538,810 Korea Elec Power Corp-sp Adr ADR 500631106 382,760 141,215 USD 36,315 KPMG Consulting Inc C0 48265R109 7,247,760 358,800 USD 358,800 Kraft Foods Inc - Cl A CLA 50075N104 142,751,379 3,723,503 USD 3,623,310 Kulicke & Soffa Industries Inc. C0 501242101 12,893,876 619,600 USD 594,200 Kyocera Corp C0 6499260 2,516,590 36,400 JPY 28,000 Kyocera Corp Spons ADR ADR 501556203 514,500 27,180 USD 7,350 Laboratory Corp. America Hldgs C0 50540R409 33,924,854 353,900 USD 348,100 Ladish Co. Inc. C0 505754200 10,807,996 969,327 USD 901,827 LandAmerica Financial GP C0 514936103 13,883,167 400,900 USD 390,700 Lear Corp. C0 521865105 61,818,120 1,298,700 USD 1,276,400 Lecroy Corp C0 52324W109 2,337,300 132,500 USD 132,500 Lehman Brothers C0 524908100 52,176,438 809,860 USD 806,452 Liberty Media Corp. C0 530718105 9,414,778 748,880 USD 681,840 Linde AG C0 5740817 4,830,299 97,600 EUR 70,900 Lindsay Manufacturing Co C0 535555106 8,242,475 338,500 USD 338,500 Littlefuse Inc C0 537008104 6,477,355 261,500 USD 261,500 Lockheed Martin Corp. C0 539830109 49,478,494 859,300 USD 851,900 LTX Corp. C0 502392103 12,518,276 460,400 USD 434,600 Lucent Technologies Inc. C0 549463107 1,186,284 250,800 USD 54,900 Magna Intl. Inc. Cl. A CLA 559222401 12,944,007 178,859 CAD 177,074 Mandalay Resort Group C0 562567107 79,150,740 2,578,200 USD 2,499,700 Manhattan Associates Inc C0 562750109 1,699,260 44,600 USD 39,300 Manhattan Minerals Corp. C0 56310P101 880,562 1,150,000 CAD 1,150,000 Manitowoc Company Inc C0 563571108 3,693,250 93,500 USD 89,800 Manpower Inc C0 56418H100 9,498,228 247,772 USD 245,161 Markel Corporation C0 570535104 4,309,935 21,178 USD 18,683 Marks & Spencer PLC ADR 3127489 5,847,031 1,065,817 GBP 676,356 MarkWest Hydrocarbon Inc. C0 570762104 485,940 62,300 USD 62,300 Marsh & McLennan Inc. C0 571748102 8,572,750 76,040 USD 69,640 Martin Marietta Materials C0 573284106 42,933,518 1,016,900 USD 1,016,900 Massey Energy Co. C0 576206106 10,919,090 646,100 USD 633,600 MBNA Corp. C0 55262L100 10,872,497 281,890 USD 257,990 Mcdata Corporation C0 580031102 5,029,982 415,701 USD 414,100 McDonalds Corp. C0 580135101 105,175,886 3,791,002 USD 3,729,222 Mckesson HBOC Inc. C0 58155Q103 25,063,128 669,600 USD 667,600 MeadWestvaco Corp C0 583334107 6,973,998 213,259 USD 211,099 Mena Resources Inc. C0 586320103 6,276 CAD 200,000 Meota Resources Corp C0 586904203 1,422,585 457,900 CAD 457,900 Merck & Company Inc. C0 589331107 10,746,962 186,814 USD 186,644 Mercury Interactive Corp C0 589405109 61,667,086 1,637,904 USD 1,606,854 Merlon Petro.Co. PP w/reg. rts. WRT 590069XX3 12,980,000 2,950 USD 2,950 Mesa Air Group Inc. C0 590479101 34,818,560 3,108,800 USD 3,011,800 Methanex Corp C0 59151K108 55,688,744 7,515,350 USD 7,280,700 Metris Companies Inc. C0 591598107 1,250,000 62,500 USD 54,900 Metron Technology N.V. C0 N5665B105 1,214,036 111,800 USD 111,800 MGIC Investment Corp. Wis C0 552848103 13,635,362 201,774 USD 199,886 MGM Grand Inc C0 552953101 4,619,216 127,497 USD 127,497 Micadant Plc Ords. C0 5244900 7,012 492,397 GBP 492,397 Michaels Stores Inc. C0 594087108 3,118,500 82,500 USD 75,900 Micron Technology Inc. C0 595112103 127,636,208 3,909,325 USD 3,823,280 Micros Systems Inc C0 594901100 20,512,700 806,000 USD 775,500 Microsoft Corp. C0 594918104 395,485,780 6,643,353 USD 6,461,669 Midnight Oil & Gas Ltd. PP C0 659991996 2,235,925 2,850,000 CAD 2,850,000 Midwest Express Holdings C0 597911106 12,680,457 693,300 USD 693,300 Millipore C0 601073109 30,897,216 698,400 USD 697,000 Minerals Technologies Inc C0 603158106 36,104,607 688,100 USD 659,600 Mks Instruments Inc C0 55306N104 26,131,728 763,193 USD 736,093 Moodys Corp. C0 615369105 18,129,210 441,100 USD 437,400 Morgan Stanley Dean Witter& Co. C0 617446448 206,272,158 3,644,799 USD 3,536,018 Motorola Inc. C0 620076109 9,081,610 639,550 USD 586,150 Mykrolis Corporation C0 62852P103 3,351,843 219,218 USD 219,218 Mylan Laboratories Inc. C0 628530107 491,835 16,695 USD 16,695 MyTravel Group PLC ADR 10979 819,175 232,900 GBP 31,000 Nanometrics Inc C0 630077105 1,995,208 108,200 USD 95,000 Nasdaq-100 Shares C0 631100104 21,498,972 596,200 USD 593,800 National Semiconductor Corp. C0 637640103 25,510,068 757,200 USD 754,300 Navistar Intl. Corp. New C0 6.39E+112 71,734,990 1,619,300 USD 1,609,300 Nco Group Inc C0 628858102 7,542,392 271,700 USD 254,100 NCR Corp. C0 6.29E+112 14,229,963 322,448 USD 319,099 Neurocrine Biosciences Inc C0 64125C109 5,738,614 141,380 USD 141,380 Nevsun Resources Ltd. C0 64156L101 208,373 400,000 CAD 400,000 New York Community Bancorp C0 649445103 14,330,221 518,272 USD 502,297 Newell Rubbermaid Inc. C0 651229106 9,930,771 315,285 USD 311,860 Newmont Mining Corp. Holding Co C0 651639106 1,794,312 64,800 USD 64,800 NewPark Resources Inc. C0 651718504 25,751,700 3,322,800 USD 3,226,200 News Corp Ltd -Spons ADR ADR 652487703 726,159 99,432 USD 25,587 Nike Inc. C0 654106103 56,049,340 934,000 USD 927,600 Nikon Corp C0 6642321 4,989,173 467,000 JPY 337,000 Nippon Steel Corporation C0 6642569 3,756,022 2,622,000 JPY 1,677,000 Nms Communications Corp C0 629248105 2,997,336 703,600 USD 703,600 NN Inc. C0 629337106 1,045,000 95,000 USD 95,000 Noble Drilling Corp C0 655042109 75,932,190 1,898,387 USD 1,804,206 NoelGroup Liquidating Trst Unit C0 65599A990 23,000 115,000 USD 115,000 Nokia AB C0 5902941 7,654,805 385,670 EUR 255,500 Norsk Hydro Asa C0 4645805 5,879,792 121,700 NOK 88,300 Norsk Hydro Asa -Spons ADR ADR 656531605 1,048,367 83,227 USD 21,882 Nortek Inc. C0 656559101 8,564,940 237,915 USD 227,115 Nova Measuring Instruments Ltd C0 M7516K103 1,036,875 276,500 USD 272,100 Novartis AG ADR ADR 66987V109 7,341,206 185,384 USD 185,384 Novellus Systems Inc. C0 670008101 28,086,471 518,870 USD 517,770 NS Group Inc. C0 628916108 13,488,266 1,480,600 USD 1,443,100 Nuevo Energy Company C0 670509108 15,081,780 1,012,200 USD 989,800 Numerical Technologies Inc C0 67053T101 2,161,600 160,000 USD 160,000 Oak Technology Inc. C0 671802106 4,422,336 297,200 USD 271,600 Oakley Inc. C0 673662102 10,951,220 611,800 USD 579,900 Ocean Energy Inc. C0 6.75E+110 222,331,210 11,241,462 USD 11,023,313 Oceaneering International Inc. C0 675232102 8,485,400 292,600 USD 257,000 Odyssey Re Holding Corp C0 67612W108 17,445,090 1,091,000 USD 1,082,900 Oil Search Limited C0 6657604 4,710,849 7,303,800 AUD 7,303,800 Olympia Energy Inc. C0 68147L104 699,994 293,500 CAD 293,500 OMI Corp. C0 Y6476W104 24,262,000 6,065,500 USD 5,895,500 Omnicom Group C0 681919106 3,955,360 45,505 USD 33,100 Omnova Solutions Inc. C0 682129101 6,963,700 839,000 USD 839,000 Opticnet Inc. PP C0 683868103 19,136 239,200 USD 233,850 Oracle Corp. C0 68389X105 531,200 53,200 USD 41,500 Oreilly Automotive Inc C0 686091109 2,374,064 75,200 USD 69,300 OSCA Inc C0 687836106 7,694,932 276,200 USD 276,200 Oshkosh BGosh Inc. Cl. A CLA 688222207 5,075,953 118,431 USD 118,431 Osi Pharmaceuticals Inc C0 671040103 1,127,520 28,800 USD 25,400 Osmonics Inc C0 688350107 7,870,380 535,400 USD 512,300 P.F. Changs China Bistro Inc C0 69333Y108 1,852,314 27,800 USD 24,400 Packaging Corp Of America C0 695156109 20,807,206 1,051,400 USD 1,017,000 Park Electrochemical Corp C0 700416209 13,183,400 454,600 USD 454,600 Partnerre Holdings Ltd. C0 G6852T105 46,704,840 855,400 USD 826,300 Pathmark Stores Inc. C0 70322A101 255,523 10,669 USD 10,669 Patina Oil & Gas Corp. C0 703224105 49,661,588 1,575,558 USD 1,523,742 Patterson- UTI Energy Inc C0 703481101 17,620,950 592,500 USD 582,500 Paychex Inc. C0 704326107 24,876,020 626,600 USD 624,200 Payless Cashways Inc. C0 704378405 445 445,000 USD Peabody Energy Corp C0 704549104 48,161,220 1,663,600 USD 1,643,200 Penn Engineering & Mfg-cl A CLA 707389102 758,960 42,400 USD Penn Engr & Mfg Corp. New C0 707389300 8,533,857 454,412 USD 435,912 Penn National Gaming Inc. C0 707569109 4,247,926 121,300 USD 109,400 Penn Virginia Corp C0 707882106 25,896,750 645,000 USD 625,000 Penn Virginia Resource Part C0 707884102 1,967,625 82,500 USD 82,500 Pepsi Bottling Group Inc C0 713409100 34,557,146 1,335,800 USD 1,330,500 PepsiCo Inc. C0 713448108 259,600,840 5,110,010 USD 4,962,453 Peregrine Systems Inc C0 71366Q101 3,725,176 391,300 USD 391,300 Petco Animal Supplies Inc C0 716016209 1,170,064 49,600 USD 44,700 Petroleum Geo-Services A/S ADR ADR 716597109 520,800 80,000 USD 80,000 Petsec Energy Ltd. ADR ADR 715796108 6,880 16,000 USD 16,000 Peyto Exploration & Dev Corp C0 717047104 1,468,650 400,000 CAD 400,000 Pfizer Inc. C0 717081103 317,780,910 8,093,252 USD 7,890,488 PG&E Corp. C0 69331C108 11,948,124 513,502 USD 508,732 Pharmacia Corporation C0 71713U102 317,422,029 7,108,435 USD 6,933,620 Phase Metrics C0 717217103 331,401 1,035,627 USD 1,035,627 Phelps Dodge Corp. C0 717265102 82,865,430 1,968,300 USD 1,959,800 Philip Morris Cos. Inc. C0 718154107 81,327,747 1,544,700 USD 1,532,200 Philips Electronics NV C0 5986622 4,736,587 155,588 EUR 100,165 Pioneer Corp Japan ADR Sponsor C0 723646105 541,434 28,185 JPY 28,185 Pioneer Electronic Corp C0 6688745 1,134,316 59,000 JPY 59,000 Pixelworks Inc C0 72581M107 450,800 35,000 USD 35,000 Plains Resources Inc. C0 726540503 57,213,426 2,299,575 USD 2,251,575 Plantronics Inc. C0 727493108 18,579,052 888,100 USD 868,600 Pliva Dd-reg S Gdr C0 5174706 1,072,500 75,000 USD 19,000 Pogo Producing Co C0 730448107 2,146,090 67,700 USD 58,000 Polycom Inc C0 73172K104 22,855,860 929,100 USD 926,500 Polyone Corporation C0 73179P106 9,768,174 800,670 USD 789,070 PPL Corporation C0 69351T106 13,559,216 347,169 USD 343,528 Precise Software Solutions Ltd C0 M41450103 1,383,426 59,400 USD 52,200 Precision Castparts Corp C0 740189105 9,461,552 267,200 USD 262,200 PRG-Schultz Intl. Inc. C0 69357C107 2,572,555 183,100 USD 167,400 Priceline.Com C0 741503106 6,070,461 1,160,700 USD 1,128,900 Prime Succession Inc. C0 741572101 2,889 288,899 USD 288,899 Priority Healthcare Corp. C0 74264T102 9,576,882 368,200 USD 336,300 Probe Exploration Inc. 144A C0 742905995 498,200 USD 498,200 Procter & Gamble Company C0 742718109 266,601,535 2,979,050 USD 2,923,100 Progress Energy Inc. C0 743263105 9,560,092 193,954 USD 191,529 Proquest Co. C0 74346P102 55,469,997 1,290,300 USD 1,268,300 Protection One Inc. Wts C0 743663148 112 11,200 USD 11,200 Provident Energy Trust C0 74386K104 3,163,984 486,600 CAD 476,800 Province Healthcare Co C0 743977100 5,639,175 177,500 USD 161,500 PTEK Holdings Inc. C0 69366M104 1,852,790 451,900 USD 451,900 Pure Resources Inc. C0 7.46E+106 42,971,343 1,903,071 USD 1,855,340 Qlogic Corp C0 747277101 73,804,608 1,493,520 USD 1,452,200 Qualcomm Inc C0 747525103 17,796,192 480,060 USD 438,000 Quest Diagnostics Inc. C0 74834L100 40,729,060 491,655 USD 489,700 Quicksilver Resources Inc C0 74837R104 10,228,100 444,700 USD 414,700 Qwest Communications Intl Inc. C0 749121109 48,364,261 5,914,560 USD 5,704,630 Randstad Holding NV C0 5228658 742,175 48,800 EUR Readers Digest Assn. Cl A CLA 755267101 69,268,279 3,098,167 USD 3,092,752 Regeneration Technologies C0 75886N100 2,559,723 365,000 USD 365,000 Remington Oil & Gas Corp. C0 759594302 4,578,336 227,100 USD 209,600 Renaissance RE Holdings C0 G7496G103 60,121,100 583,700 USD 579,000 Renal Care Group Inc C0 759930100 4,264,000 130,000 USD 130,000 Rent-a-center Inc C0 76009N100 3,259,542 63,800 USD 58,300 Republic Res. C0 76074PIK3 1366800 USD 1366800 Republic Resources Inc Common C0 76074PXX8 233,333 666,666 USD 666,666 Republic Resources Inc. C0 76074P105 13,125 37,500 USD 37,500 Republic Services Inc C0 760759100 7,812,200 424,264 USD 419,723 RF Micro Devices Inc C0 749941100 19,163,024 1,070,560 USD 1,066,860 Rio Tinto Plc ADR ADR 767204100 515,200 25,520 USD 6,440 Roche Holding AG-Genussshein C0 7110388 1,810,319 23,323 CHF 3,296 Rockwell Collins C0 774341101 8,407,339 338,403 USD 334,638 Rohm & Haas C0 775371107 16,093,668 384,058 USD 366,563 Rohm Company Limited C0 6747204 1,950,465 13,000 JPY 8,200 Romarco Minerals Inc. C0 775903107 34,990 223,000 CAD 223,000 Roper Industries Inc C0 776696106 9,420,756 189,400 USD 183,900 Royal Caribbean Cruises Ltd. C0 V7780T103 10,549,093 474,954 USD 469,589 Royal Dutch Petroleum NY Shares C0 780257804 41,337,520 761,000 USD 761,000 Ruby Tuesday Inc C0 781182100 4,659,300 200,400 USD 185,200 S & P 400 Mid-cap Dep Recpt C6 595635103 24,433,240 247,300 USD 247,300 Sage Group Plc (the) C0 802165 3,834,856 1,191,600 GBP 986,100 Saint Paul Cos. Inc. C0 792860108 126,514,960 2,761,725 USD 2,719,217 Saipem S.P.A. C0 4768768 4,292,789 699,450 EUR 558,650 Samsung Electronics C0 6771720 362,097 1,339 KRW Samsung Electronics- Pfd NV C0 6773812 1,293,495 9,500 KRW Sandisk Corp C0 80004C101 10,611,300 489,000 USD 481,500 Sangstat Medical Corp C0 801003104 33,421,683 1,244,292 USD 1,181,022 Sankyo Co Ltd Gunma C0 6775432 740,038 29,300 JPY 4,300 SAP AG Sponsored ADR ADR 803054204 374,604 39,305 USD 10,070 Savanna Energy Svcs ClA RgS144A C0 805400XX1 1,112,785 1,000,000 CAD 1,000,000 SBC Communications Inc. C0 78387G103 101,690,410 2,716,090 USD 2,655,890 SBS Technologies Inc. C0 78387P103 4,131,774 323,300 USD 313,600 Schering-Plough Inc. C0 806605101 164,625,042 5,313,416 USD 5,166,832 Schlumberger Ltd. C0 806857108 15,024,746 292,027 USD 246,736 Seacoast Finl Services Corp C0 81170Q106 1,689,402 85,800 USD 75,300 SeeBeyond Technology Corp. C0 815704101 459,000 60,000 USD 60,000 Select Medical Corp C0 816196109 2,371,081 148,100 USD 129,900 Sempra Energy Co C0 816851109 626,235 24,900 USD 24,900 Sepracor Inc. C0 817315104 13,041,572 672,246 USD 665,396 Seven Seas Petroleum C0 G80550109 5,298,769 3,023,200 CAD 2,913,200 Sharp Corp-unsponsored Adr ADR 819882200 549,656 15,735 USD 4,125 Shell Trans&Trading PLC New ADR ADR 822703609 24,491,268 553,100 USD 553,100 Shin-etsu Chemical Co Ltd C0 6804585 3,582,516 84,700 JPY 53,500 Shuffle Master Inc. C0 825549108 1,161,092 56,200 USD 49,400 Sicor Inc C0 825846108 307,440 18,000 USD 18,000 Siebel Systems Inc C0 826170102 62,173,574 1,927,885 USD 1,883,990 Siemens AG Spons ADR ADR 826197501 547,214 32,575 USD 8,310 Sierra Pacific Resources C0 826428104 13,939,388 923,750 USD 907,200 Silicon Storage Technology C0 827057100 3,847,585 364,700 USD 332,200 Silicon Valley Bancshares C0 827064106 19,124,050 632,200 USD 612,000 Siliconware Precision -adr ADR 827084864 459,134 344,540 USD 88,295 Simpletech Inc C0 828823104 6,850,581 806,900 USD 806,900 Six Flags Inc C0 83001P109 9,910,514 554,900 USD 554,900 SK Telecom Co Ltd ADR ADR 78440P108 814,383 129,095 USD 33,105 Skandinaviska Enskilda Ban-a CLA 4813345 9,878,943 994,800 SEK 784,900 Small Cap Growth Group Trust MF 857515126 12,520,752 124,530 USD Smtc Corporation-w/i C0 832682108 66,000 30,000 USD 30,000 Smurfit (jefferson) Group C0 819143 1,391,891 588,900 EUR Smurfit-stone Container Corp. C0 832727101 8,994,712 531,367 USD 526,436 Solvay SA C0 4821100 759,903 11,600 EUR 1,700 Sony Corp-Sponsored ADR ADR 835699307 566,063 48,994 USD 10,949 Southwestern Energy Co. C0 845467109 13,398,958 1,065,100 USD 1,034,000 Southwestern Resources Corp. C0 845770106 455,052 243,300 CAD 243,300 Spectrian Corp. C0 847608106 5,556,160 388,000 USD 368,800 Spring Group PLC ADR 815204 115,484 136,300 GBP 136,300 Spx Corp C0 784635104 14,994,030 107,444 USD 106,278 SSGA S&P 500 Index Fund MF 857515118 3,781,850 3,781,850 USD 3,781,850 St. Jude Medical Inc. C0 790849103 72,056,557 953,955 USD 921,510 Staar Surgical Co C0 852312305 323,449 72,360 USD 72,360 Standard & Poors Deposit.ReceiptC6 78462F103 58,402,910 509,980 USD 509,980 Staples Inc. C0 855030102 40,607,777 2,037,957 USD 2,004,162 Starbucks Corp. C0 855244109 215,109 9,300 USD 6,500 Staten Island Bancorp Inc. C0 857550107 18,854,739 958,066 USD 928,466 Station Casinos Inc C0 857689103 21,888,090 1,314,600 USD 1,266,400 Steelcase Inc. Class A CLA 858155203 15,679,675 936,100 USD 912,500 Steiner Leisure Ltd. C0 P8744Y102 5,810,420 269,500 USD 269,500 Steinway Musical Instruments C0 858495104 14,928,760 775,520 USD 745,520 Stepan Company C0 858586100 12,783,017 476,090 USD 476,090 Stillwater Mining Co. C0 86074Q102 41,109,965 2,180,900 USD 2,180,900 Stilwell Financial Inc. C0 860831106 11,382,560 471,436 USD 466,436 Stmicroelectronics Nv-ny Shs C0 861012102 556,966 63,990 USD 16,420 Stone Energy Inc. C0 861642106 8,435,875 217,700 USD 213,000 Stora Enso OYJ-R Shs C0 5594144 3,409,913 264,926 SEK 264,926 Stora Enso R C0 5072673 551,581 44,000 SUR 44,000 Sun Bancorp Inc-nj C0 86663B102 3,497,700 262,000 USD 262,000 Sun Microsystems Inc. C0 866810104 29,598,421 3,356,620 USD 3,282,930 Suncor Energy Inc C0 867229106 844,293 91,654 CAD 23,395 Sungard Data System Inc. C0 867363103 408,828 12,400 USD 8,700 Superior Industries Intl C0 868168105 14,634,000 300,000 USD 300,000 Swisscom AG Spons ADR ADR 871013108 374,348 48,925 USD 12,520 Symbol Technologies Inc. C0 871508107 17,433,802 1,551,050 USD 1,551,050 Syngenta AG ADR ADR 87160A100 1,123,937 349,720 USD 91,377 Syntroleum Corp C0 871630109 1,592,815 267,700 USD 247,900 Talisman Energy Inc. C0 8.74E+107 2,502,354 60,000 CAD 30,000 Tap Oil Ltd. C0 6892814 1,122,440 1,240,900 AUD 1,240,900 Target Corp. C0 8.76E+110 279,632,036 6,533,311 USD 6,396,433 Tate & Lyle Plc ADR 875413 5,213,035 1,048,200 GBP 757,800 Technitrol Inc C0 878555101 47,784,896 2,004,400 USD 1,993,300 Teekay Shipping Corp C0 Y8564W103 21,461,560 563,000 USD 563,000 Teledyne Technologies Inc. C0 879360105 12,335,520 744,000 USD 724,000 Temple Exploration Reg S P.P. C0 88018TXX4 1,066,968 1,700,000 CAD 1,700,000 Tenet Healthcare Corp. C0 88033G100 544,873 8,130 USD 8,130 Teradyne Inc. C0 880770102 15,539,363 394,100 USD 392,500 Terraquest Energy C0 88103P105 381,755 1,216,500 CAD 1,192,000 Teva Pharmaceutical-sp ADR ADR 881624209 20,329,040 371,850 USD 371,850 Texas Instruments C0 882508104 193,791,729 5,926,067 USD 5,777,410 Textron Inc. C0 883203101 12,359,966 245,469 USD 242,774 The Swatch Group AG Registered C0 7184736 6,765,049 313,500 CHF 201,500 Therasense Inc C0 883381105 340,956 18,040 USD 18,040 Therma-wave Inc C0 88343A108 26,351,282 1,824,881 USD 1,794,881 Thomas & Betts Corp. C0 884315102 12,990,124 613,900 USD 613,900 Tiffany & Co New C0 886547108 14,152,455 398,100 USD 396,500 Titan International Inc. ILL C0 88830M102 7,294,494 1,430,293 USD 1,373,793 Titanium Metals Corporation C0 888339108 4,877,820 903,300 USD 903,300 TMBR/Sharp Drilling Inc. C0 87257P101 7,696,675 504,700 USD 499,500 TMBR/Sharp Drilling Inc.Shf Reg C0 87257P994 3,431,250 225,000 USD 225,000 Tokyo Broadcasting System C0 6894166 3,833,942 203,000 JPY 128,000 Tombstone Explorations Co. Ltd. C0 889904108 6,276 200,000 USD 200,000 Too Inc C0 890333107 3,727,536 126,400 USD 116,200 Total Fina Elf ADR C0 8.92E+113 50,408,851 658,079 USD 648,799 Total Fina Elf SA-B CLB 4905413 1,354,890 8,793 EUR 1,400 Touchstone Resources Ltd. C0 891917106 841,649 1,490,000 CAD 1,490,000 Tower Automotive Inc C0 891707101 24,468,510 1,749,000 USD 1,749,000 Town & Country Corp. Cl A CLA 892027103 1,956 195,632 USD 195,632 Transocean Sedco Forex Inc. C0 G90078109 702,748 21,187 USD 21,148 Travelers Property Casualt-a CLA 89420G109 20,327,060 1,016,353 USD 995,153 Tredegar Corporation C0 894650100 4,862,000 260,000 USD 260,000 Tricon Global Restaurants Inc. C0 895953107 23,982,240 408,000 USD 406,600 Trimeris Inc C0 896263100 464,400 10,750 USD 10,750 Trinity Industries Inc. C0 896522109 40,541,787 1,667,700 USD 1,667,700 Triquint Semiconductor Inc C0 89674K103 13,417,572 1,117,200 USD 1,117,200 Triumph Group Inc C0 896818101 23,849,280 608,400 USD 604,600 Tuesday Morning Corp C0 899035505 1,628,000 79,800 USD 70,200 Tweeter Home Entertain. Grp Inc C0 901167106 2,220,880 113,600 USD 103,500 Tyco International Ltd. C0 902124106 94,998,402 2,988,610 USD 2,865,337 Ucar International Inc C0 90262K109 5,316,480 374,400 USD 366,500 Ultra Petroleum Corp. C0 903914109 9,504,131 1,201,820 USD 1,159,706 United Business Media Plc ADR 3022421 1,565,246 179,900 GBP 70,600 United Defense Inds Inc C0 91018B104 7,678,200 286,500 USD 284,600 United States Steel Corp C0 912909108 15,708,825 865,500 USD 865,500 United Technologies Corp. C0 913017109 156,830,901 2,126,909 USD 2,078,342 Universal Compression Hldgs C0 913431102 5,562,480 210,700 USD 197,000 Univision Communications Inc. C0 914906102 19,446,000 463,455 USD 461,400 Unocal Corp. C0 915289102 22,378,606 579,101 USD 554,182 Upton Resources Inc C0 9.17E+106 1,559,141 671,400 CAD 671,400 US Bancorp C0 902973304 10,319,455 457,745 USD 422,620 USA Networks Inc. C0 902984103 315,204,149 10,004,828 USD 9,844,020 Utstarcom Inc C0 918076100 1,704,950 65,000 USD 65,000 Vaalco Energy P.P. w/reg. rts. C0 91851CXX5 705,000 1,500,000 USD 1,500,000 Valassis Communications Inc. C0 918866104 11,975,764 315,265 USD 311,180 Valmont Industries C0 920253101 17,695,940 988,600 USD 971,700 Varian Semiconductor Equip C0 922207105 106,794,000 2,373,200 USD 2,319,600 Veeco Instrs. Inc. Del. C0 922417100 37,415,000 1,069,000 USD 1,065,400 Ventus Energy Ltd C0 923305106 1,387,309 552,600 CAD 518,200 Veritas DGC Inc. C0 92343P107 1,954,403 127,100 CAD 117,200 Veritas Software Co. C0 923436109 11,457,162 261,400 USD 260,200 Verizon Communications C0 92343V104 4,094,332 116,908 USD 69,100 Vermilion Res. 144A; Reg. S(TSE)C0 923901XX5 5,510,889 850,000 CAD 850,000 Vermilion Resources Ltd. C0 923901102 11,438,013 1,764,200 CAD 1,699,200 Versicor Inc C0 925314106 413,236 22,856 USD 22,856 Viacom Inc. Cl. A CLA 925524100 1,413,448 29,870 USD 71,781 Viacom Inc. Cl. B CLB 925524308 204,769,897 4,235,385 USD 4,194,340 Viad Corp. C0 92552R109 26,280,492 946,345 USD 940,524 Viceroy Resources Inc. C0 92564C108 22,971 183,000 CAD 183,000 Vintage Petroleum Inc C0 927460105 12,662,580 861,400 USD 836,400 Virginia Gold Mines Inc. C0 602914103 329,505 500,000 CAD 500,000 Vodafone Group PLC ADR 719210 3,337,578 1,806,400 GBP 1,806,400 Vodafone Group Plc ADR ADR 92857W100 9,856,180 606,571 USD 438,390 Volvo AB-B SHS C0 4937739 4,877,941 246,800 SEK 152,800 Volvo Ab-sponsored Adr ADR 928856400 641,629 127,200 USD 127,200 W-h Energy Services Inc C0 9.29E+112 18,813,600 871,000 USD 836,000 Wabtec C0 929740108 52,195,180 3,482,000 USD 3,377,500 Wachovia Corp C0 929903102 5,380,308 145,100 USD 131,400 Wal-Mart Stores C0 931142103 262,208,675 4,328,542 USD 4,222,821 Walgreen Co. C0 931422109 570,606 15,930 USD Waste Management Inc. C0 94106L109 74,851,663 2,746,850 USD 2,698,850 Waters Corporation C0 941848103 21,262,794 760,200 USD 760,200 Watson Wyatt & Co Holdings C0 942712100 3,555,500 130,000 USD 130,000 Wci Communities Inc C0 92923C104 610,000 25,000 USD 22,600 Weatherford Intl Inc. C0 947074100 11,007,293 231,100 USD 230,200 Websense Inc C0 947684106 4,128,756 164,100 USD 149,600 Wellpoint Health Networks Inc. C0 94973H108 16,465,062 258,600 USD 257,600 Wells Fargo & Company C0 949746101 79,753,830 1,614,450 USD 1,587,250 West Marine Inc C0 954235107 2,708,820 134,100 USD 117,800 Western Gas Resources Inc. C0 958259103 118,006,010 3,170,500 USD 3,104,500 Western Res. Inc. C0 959425109 20,849,255 1,215,700 USD 1,179,500 Westwood One Inc C0 961815107 16,248,895 423,700 USD 411,700 Whitehall Jewellers Inc C0 965063100 9,830,822 521,529 USD 491,529 Wilsons The Leather Experts C0 972463103 3,658,444 305,890 USD 300,790 World Co Ltd C0 6977971 4,188,411 152,200 JPY 106,600 World Fuel Services Corp C0 981475106 2,977,240 151,900 USD 151,900 Worldcom Inc C0 9.82E+110 5,789,121 918,605 USD 789,020 WPP Group PLC ADR 974042 1,007,287 88,200 GBP 16,900 Wyeth C0 983024100 142,807,920 2,183,972 USD 2,147,702 X-Cal Resources Ltd. C0 98370R106 280,959 1,755,500 CAD 1,755,500 XL Capital Limited C0 G98255105 62,542,073 671,873 USD 658,946 Xto Energy Inc. C0 98385X106 51,439,278 2,565,550 USD 2,493,900 Yue Yuen Industrial Hldg C0 6988995 274,522 101,000 HKD 101,000 Zapata Corp. C0 989070602 970,840 37,340 USD 37,340 Zed.i Solutions Inc. Common P.P C0 989214XX4 367,163 1,300,000 CAD 1,300,000 Zimbabwe Platinum C0 6128490 87,252 150,000 AUD 150,000 Zoll Medical Corp C0 989922109 2,092,800 54,500 USD 54,500
-----END PRIVACY-ENHANCED MESSAGE-----