13F-HR 1 ssr13f2nd.txt STATE STREET RESEARCH 2ND QTR 2002 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June 28, 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____ August 16, 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: 759 Form 13F Information Table Value Total ($000): 15,852,848 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority 1nveresk Research Group Inc C0 461238107 1,531,277 117,700 USD 105,700 3tec Energy Corporation C0 88575R308 6,449,100 370,000 USD 370,000 AAR Corp. C0 361105 27,346,200 2,681,000 USD 2,681,000 Abacan Resource Corp Rstd C0 002919PP7 3,333,334 3,333,334 USD 0 Abbott Laboratories C0 2824100 13,586,944 388,931 USD 349,565 ABC-NACO Inc. C0 752105 504 504,200 USD 504,200 Abercrombie & Fitch Co. C0 2896207 13,099,572 544,668 USD 534,000 Ace Limited C0 G0070K103 273,628,002 8,769,156 USD 8,638,854 Actel Corp C0 4934105 28,009,150 1,332,500 USD 1,332,500 ADECCO C0 7110720 723,511 12,000 CHF 1,700 Adecco Sa-adr ADR 6754105 287,348 57,450 USD 19,350 Adobe Systems Inc. C0 00724F101 17,689,950 620,700 USD 620,700 Adolph Coors Company C0 217016104 16,621,640 266,800 USD 266,800 Advance PCS C0 00790K109 5,458,320 231,897 USD 205,300 Advanced Micro Devices Inc. C0 7903107 8,081,519 845,953 USD 832,945 Advantest Corp C0 6870490 4,163,634 67,365 JPY 49,200 Aeropostale Inc C0 7865108 3,938,543 146,475 USD 129,600 Affiliated Computer Svcs-a CLA 8190100 11,817,772 248,900 USD 248,900 Agco Corp. C0 1084102 12,392,250 635,500 USD 635,500 Agilent Technologies Inc C0 00846U101 1,074,869 45,449 USD 45,449 Agrium Inc. C0 8916108 49,640,623 5,097,310 CAD 5,097,310 Air Products & Chemicals Inc. C0 9158106 90,363,053 1,852,558 USD 1,771,321 Airnet Systems Inc. C0 9417106 6,254,436 735,816 USD 735,816 AK Steel Holding Corp. C0 1547108 27,149,527 2,137,362 USD 2,121,272 Alaska Air Group inc. C0 11659109 9,855,360 377,600 USD 377,600 Alcoa Inc. C0 13817101 11,112,543 336,500 USD 335,220 Alcon Inc C0 H01301102 14,789,150 431,800 USD 431,800 Allegheny Technologies Inc. C0 01741R102 34,789,277 2,216,139 USD 2,203,337 Alliant Technology Systems Inc. C0 18804104 1,363,278 21,368 USD 21,368 Alltel Corp C0 20039103 2,213,700 47,100 USD 47,100 Altera Corp. C0 21441100 16,578,808 1,219,073 USD 1,219,030 AMBAC Inc. C0 23139108 12,248,544 185,647 USD 182,649 Amdocs Ltd C0 G02602103 1,565,296 207,324 USD 207,324 American Axle & Manufact. Hld. C0 24061103 63,973,714 2,151,100 USD 2,151,100 American Express C0 25816109 122,634,262 3,418,720 USD 3,360,814 American International Group C0 26874107 47,936,146 727,686 USD 696,145 American Pacific Corp. C0 28740108 7,409,905 779,990 USD 779,990 American Standard Companies C0 29712106 9,349,349 126,336 USD 124,682 American Tower Corp. C0 29912201 7,264,493 2,105,650 USD 2,104,500 AmerisourceBergen Corp. C0 03073E105 479,560 6,310 USD 6,310 Amgen C0 31162100 172,167,424 4,159,579 USD 4,089,873 AMR Corp. C0 1765106 19,493,448 1,165,983 USD 1,156,195 AMSURG CORP C0 03232P405 1,672,762 65,238 USD 54,400 Amylin Pharmaceuticals Inc C0 32346108 391,269 35,765 USD 35,765 Anadarko Petroleum Corp. C0 32511107 42,494,628 861,960 USD 861,960 Analog Devices C0 32654105 22,903,007 806,810 USD 766,245 Anaren Microwave Inc. C0 32744104 9,094,464 1,056,630 USD 1,031,800 Andrx Corp. - Andrx Group C0 34553107 49,252,506 1,855,820 USD 1,816,876 Anglo American Plc ADR 490151 6,049,763 364,145 GBP 239,400 Anheuser-Busch Inc. C0 35229103 11,270,000 225,655 USD 225,400 Anixter Intl. Inc. C0 35290105 2,585,000 110,000 USD 110,000 Anthem Inc C0 03674B104 28,199,487 424,109 USD 413,644 Anthracite Capital Inc. C0 37023108 4,735,550 359,956 USD 357,400 Anthracite Capital Inc. PFD 37023991 6,000,000 300,000 USD 300,000 AOL Time Warner Inc. C0 00184A105 42,959,525 2,996,827 USD 2,920,230 Apple Computer Inc. C0 37833100 9,606,012 542,100 USD 542,100 Applebees Intl Inc C0 37899101 2,544,008 110,850 USD 95,300 Applera Corp. - App. Biosystem C0 38020103 2,505,050 128,530 USD 127,830 Applied Materials Inc. C0 38222105 2,578,351 188,422 USD 127,860 Aracruz Celulose SA Spon ADR ADR 38496204 328,400 48,047 USD 16,420 Aradigm Corp. C0 38505103 8,593,932 1,969,730 USD 1,969,730 Arbitron Inc C0 03875Q108 17,275,440 553,700 USD 553,700 Arch Coal Inc. C0 39380100 20,096,079 884,900 USD 859,900 Argosy Gaming Co. C0 40228108 37,328,960 1,314,400 USD 1,314,400 Arthrocare Corp C0 43136100 1,063,522 82,700 USD 82,700 Artisan Components Inc C0 42923102 567,000 64,492 USD 54,400 Ashanti Goldfields Co. Ltd Sp ADR 43743202 3,820,962 778,200 USD 778,200 ASM Lithography Holdings N.V. C0 N07059111 506,520 34,070 USD 33,500 Aspect Medical Systems Inc C0 45235108 3,169,964 834,201 USD 834,201 Associated British Foods Plc ADR 673123 1,331,647 146,300 GBP 36,600 Astoria Financial Corp. C0 46265104 6,826,650 213,000 USD 213,000 Asyst Technologies Inc C0 04648X107 14,997,950 737,000 USD 737,000 Atlas Energy Ltd. C0 49300106 55,002 61,875 CAD 61,875 ATMI Inc. C0 00207R101 31,103,248 1,390,400 USD 1,390,400 Atrix Labs Inc C0 04962L101 4,097,671 184,165 USD 184,165 Atwood Oceanics Inc. C0 50095108 566,250 15,100 USD 6,800 August Technology Corp C0 05106U105 9,771,320 988,000 USD 988,000 Aurora Foods Inc/DE C0 05164B106 19,925 13,283 USD 13,283 Autoliv Inc-Swed Dep Receipt C0 5247374 9,971,712 410,100 SEK 323,200 Automatic Data Processing Inc. C0 53015103 461,630 10,600 USD 10,600 Autostrade Spa C0 5554654 862,613 104,500 EUR 0 Avaya Inc. C0 53499109 11,896,271 2,440,099 USD 2,403,287 Avon Products Inc. C0 54303102 3,649,486 92,586 USD 69,560 AVX Corp. C0 2444107 6,394,828 391,600 USD 391,600 Aware Inc/Mass C0 05453N100 1,031,320 271,400 USD 271,400 Axonyx Inc C0 05461R101 268,088 119,150 USD 119,150 Badger Daylighting Inc. C0 56904105 929,821 1,086,245 CAD 1,061,245 Baker Hughes Inc. C0 57224107 32,071,386 963,394 USD 938,974 Bally Total Fitness Holding C0 05873K108 18,674,451 999,907 USD 988,400 Bank of America Corp. C0 60505104 83,040,983 1,182,193 USD 1,180,030 Bank of New York Co. Inc. C0 64057102 32,276,475 956,340 USD 956,340 Bank One Corp. C0 06423A103 92,957,060 2,442,855 USD 2,410,908 Barnes & Noble Inc C0 67774109 8,809,119 333,300 USD 333,300 Barr Laboratories Inc C0 68306109 29,946,771 471,380 USD 471,380 Bausch and Lomb C0 71707103 14,409,945 431,726 USD 425,700 Baxter International Inc. C0 71813109 24,982,234 563,770 USD 561,730 Baytex Energy Ltd Cl A CLA 07317G107 24,631,960 5,195,633 CAD 5,070,633 BE Aerospace Inc. C0 73302101 30,423,394 2,308,300 USD 2,308,300 Beacon Capital Partners 144A C0 73561102 1,365,000 120,000 USD 120,000 Bed Bath & Beyond Inc. C0 75896100 1,792,650 47,500 USD 44,450 BEI Technologies Inc. C0 05538P104 13,902,590 1,214,200 USD 1,214,200 Belden Inc. C0 77459105 9,103,516 436,829 USD 436,829 Bellsouth Corp. C0 79860102 9,158,310 292,940 USD 290,740 Belo A H Corp. C0 80555105 14,463,617 639,700 USD 639,700 Benchmark Electronics Inc. C0 08160H101 23,156,500 798,500 USD 798,500 Berkshire Hathaway Inc C0 84670207 8,236,758 3,687 USD 3,687 BHP Billiton Ltd C0 6144690 3,830,514 711,076 AUD 441,500 BHP Billiton Ltd ADR ADR 88606108 314,529 26,655 USD 26,655 Big 5 Sporting Goods Corp C0 08915P101 2,060,618 144,200 USD 129,500 Big Lots Inc. C0 89302103 15,177,393 771,209 USD 771,209 Biogen Inc. C0 90597105 108,560,893 2,664,159 USD 2,608,069 Biomarin Pharmaceutical Inc C0 09061G101 642,903 123,185 USD 123,185 Biomet Inc. C0 90613100 288,828 10,650 USD 9,825 BJ Services Company C0 55482103 13,057,352 385,400 USD 385,400 Black Hills Corp C0 92113109 308,029 8,900 USD 8,900 Boeing Co. C0 97023105 14,282,100 317,380 USD 317,380 BorgWarner Automotive Inc. C0 99724106 51,283,082 887,865 USD 887,865 Borland Software Cor C0 99849101 1,563,540 155,091 USD 127,300 Boston Properties Inc. C6 101121101 15,171,092 384,854 USD 379,543 Boston Scientific Corp. C0 101137107 13,660,188 465,900 USD 465,900 BP Plc Sponsored ADR ADR 55622104 20,655,863 434,377 USD 409,108 Brigham Exploration Company C0 109178103 4,180,300 983,600 USD 976,900 Brinker Intl Inc. C0 109641100 24,882,475 783,700 USD 783,700 Bristol-Myers Squibb Company C0 110122108 7,556,828 295,764 USD 294,040 British Sky Broadcasting PLC ADR 141192 7,748,762 808,000 GBP 574,000 Brocade Comm Systems Inc. C0 111621108 7,451,724 426,300 USD 373,800 Brooks-PRI Automation Inc. C0 1.14E+106 51,301,476 2,009,169 USD 1,994,900 Brown Tom Inc. Common New C0 115660201 18,889,605 666,300 USD 641,800 Bunge Limited C0 G16962105 14,145,440 670,400 USD 670,400 Burlington Northern Santa Fe Cp C0 12189T104 9,285,600 309,520 USD 309,520 Burlington Resources Inc. C0 122014103 43,480,550 1,169,732 USD 1,142,145 Cabot Microelectronics Corp C0 12709P103 18,787,548 435,300 USD 435,300 Cabot Oil & Gas Corp. C0 127097103 46,968,175 2,055,500 USD 2,029,200 Cadiz Inc. C0 127537108 7,015,075 825,400 USD 825,400 Cal Dive International Inc C0 127914109 7,926,600 360,300 USD 342,300 Callon Petroleum Co. C0 13123X102 4,364,672 894,400 USD 859,400 Cambrex Corp. C0 132011107 11,063,590 275,900 USD 275,900 Canadian 88 Energy Corp. C0 13566G509 21,447,227 11,931,100 CAD 11,680,800 Canadian Natural Resources Ltd. C0 136385101 4,796,479 141,390 CAD 141,390 Capital One Financial Corp. C0 14040H105 98,979,144 1,629,837 USD 1,614,959 Capstone Turbine Corp C0 14067D102 1,411,000 850,000 USD 800,000 Caraustar Industries Inc C0 140909102 748,800 60,000 USD 60,000 Cardinal Health Inc. C0 14149Y108 649,718 12,804 USD 10,400 Career Education Corp. C0 141665109 2,745,000 62,408 USD 52,400 Caremark Rx Inc. C0 141705103 64,173,120 3,893,532 USD 3,857,650 Carrefour Sa C0 5641567 5,995,962 111,200 EUR 76,200 Carreker Corporation C0 144433109 14,574,500 1,287,500 USD 1,287,500 Case Resources Inc C0 14745A108 1,543,261 3,906,250 CAD 3,906,250 Catalina Marketing Corp. C0 148867104 14,578,452 516,600 USD 516,600 Caterpillar Inc. C0 149123101 9,239,802 188,760 USD 188,760 Cathay Pacific Airways C0 6179755 2,331,857 1,522,000 HKD 1,070,000 Ccbt Financial Companies Inc C0 12500Q102 659,112 23,200 USD 20,000 CCR Technologies Ltd. C0 125001107 4,273 50,000 USD 50,000 CDW Computer Centers Inc. C0 125129106 234,050 5,000 USD 5,000 Cendant Corp. C0 151313103 150,101,428 9,502,579 USD 9,429,574 Championship Auto Racing Teams C0 158711101 3,168,745 321,700 USD 321,700 Chaney Eq Inv Fd II MF 160990982 607,914 907,335 USD 907,335 Chaney Eq Inv Fd III MF 160990974 2,306,684 3,075,579 USD 3,075,579 Channell Commercial Corp. C0 159186105 2,811,452 401,636 USD 401,636 Charlotte Russe Holding Inc C0 161048103 3,360,665 153,193 USD 135,700 Charter One Financial Inc C0 160903100 14,113,334 419,182 USD 410,510 Chase Industries Inc. C0 161568100 2,929,401 210,900 USD 210,900 Checkfree Corp C0 162813109 8,375,220 535,547 USD 535,500 Checkpoint Software Technologie C0 M22465104 1,628,827 120,120 USD 120,120 Cheesecake Factory C0 163072101 4,236,312 121,673 USD 106,200 ChevronTexaco Corporation C0 166764100 7,764,725 87,737 USD 87,537 Chicos Fas Inc C0 168615102 13,667,216 376,300 USD 376,300 Chippac Inc C0 169657103 6,621,252 1,071,400 USD 1,071,400 Choicepoint Inc C0 170388102 20,932,797 460,365 USD 460,365 Ciber Inc C0 17163B102 13,796,025 1,902,900 USD 1,902,900 Cigna Corp. C0 125509109 360,454 3,700 USD 3,700 Circuit City Group C0 172737108 18,838,125 1,004,700 USD 1,004,700 Circuit City Stores-carmax C0 172737306 926,620 43,811 USD 36,600 Cisco Systems Inc. C0 17275R102 141,986,253 10,411,619 USD 9,874,926 Citigroup Inc. C0 172967101 208,064,599 5,451,816 USD 5,357,808 Clayton Williams Energy Inc. C0 969490101 11,493,234 990,796 USD 974,130 Cleveland-Cliffs Inc C0 185896107 7,176,000 260,000 USD 260,000 CNF Inc. C0 12612W104 12,464,238 334,013 USD 328,860 Cnooc Ltd C0 6179948 7,494,900 5,594,100 HKD 4,346,100 Cnooc Ltd-adr ADR 126132109 646,389 67,564 USD 24,110 CNP Assurances C0 5543986 4,303,587 105,200 EUR 86,200 Coca Cola Co. C0 191216100 41,649,160 760,777 USD 739,735 Cognex Corporation C0 192422103 23,588,825 1,176,500 USD 1,176,500 Coherent Inc. C0 192479103 22,061,575 746,200 USD 746,200 Colgate-Palmolive Co. C0 194162103 1,456,455 29,100 USD 29,100 Comarco Inc C0 200080109 1,541,328 195,600 USD 195,600 Comcast Corp. Cl. A Spl. CLA 200300200 3,350,712 140,550 USD 140,550 Comerica Inc. C0 200340107 14,967,110 247,955 USD 244,228 Commscope Inc C0 203372107 6,553,750 524,300 USD 524,300 Community Health Systems Inc. C0 203668108 19,864,428 743,186 USD 729,910 Compucom Systems Inc C0 204780100 582,000 150,000 USD 150,000 Comstock Resources Inc. C0 205768203 4,845,000 637,500 USD 612,500 Concord EFS Inc. C0 206197105 47,519,719 1,588,618 USD 1,569,233 Consol Energy Inc C0 20854P109 16,740,750 787,800 USD 757,900 Constellation Energy Group C0 210371100 14,335,113 496,047 USD 489,380 Cooper Industries Ltd C0 G24182100 10,288,544 264,959 USD 261,795 Cooper Tire & Rubr. Co. C0 216831107 20,663,025 1,005,500 USD 1,005,500 Coorstek Inc C0 217020106 18,858,191 610,100 USD 610,100 Core Laboratories N.V. NY Shrs C0 N22717107 9,777,068 813,400 USD 813,400 Corinthian Colleges Inc. C0 218868107 3,697,399 111,625 USD 93,900 Corn Products Intl Inc. C0 219023108 11,125,400 357,500 USD 357,500 Corporate Executive Board Co C0 21988R102 11,960,100 350,265 USD 342,700 Coventry Health Care C0 222862104 2,453,214 87,438 USD 79,020 Cox Communications Inc. Cl.A CLA 224044107 3,531,910 128,200 USD 127,200 Cox Radio Inc-cl A CLA 224051102 14,052,710 587,627 USD 556,900 Credence Systems Corp. C0 225302108 23,440,407 1,319,100 USD 1,319,100 Crystallex Intl Corp C0 22942F101 2,595,500 1,450,000 USD 1,450,000 CSX Corp. C0 126408103 48,242,820 1,376,400 USD 1,376,400 CTB International Corp. C0 125960104 4,235,750 275,765 USD 275,765 Cummings Inc. C0 231021106 8,294,860 250,600 USD 250,600 Curtiss-Wright Corp. C0 231561101 8,543,680 106,796 USD 106,796 Cv Therapeutics Inc C0 126667104 9,736,864 522,925 USD 522,925 CVS Corp. C0 126650100 72,926,532 2,386,610 USD 2,383,220 Cyberoptics Corp C0 232517102 1,438,500 150,000 USD 150,000 Cypress Semiconductor Corp. C0 232806109 14,001,622 957,014 USD 896,962 Danaher Corp. C0 235851102 17,237,730 276,060 USD 257,750 Darden Restaurants Inc. C0 237194105 46,848,268 1,896,691 USD 1,880,851 Davita Inc. C0 23918K108 59,896,603 2,516,664 USD 2,516,664 Ddi Corp /ca C0 233162106 1,150,448 1,151,600 USD 1,151,600 Deep Marine Technology Inc. PP C0 243789XY5 2,999,997 210 USD 210 Del Monte Foods Co C0 24522P103 4,250,360 360,200 USD 360,200 Dell Computer Corp. C0 247025109 126,659,828 4,914,974 USD 4,718,161 Delphi Corp C0 247126105 96,706,328 7,420,519 USD 7,317,656 Denison International plc ADR ADR 248335101 14,213,010 766,200 USD 766,200 Deutsche Bk A G C0 D18190898 656,870 26,098 USD 9,450 Dj Orthopedics Inc C0 23325G104 3,945,020 481,100 USD 481,100 Dollar Thrifty Auto. Group Inc. C0 256743105 12,369,840 477,600 USD 477,600 Domtar Inc C0 2276304 10,206,805 873,300 CAD 605,100 Donnelley R R & Sons Co. C0 257867101 14,307,789 525,235 USD 519,830 Dov Pharmaceutical Inc C0 259858108 657,189 160,290 USD 160,290 Dow Chemical Co. C0 260543103 10,262,430 298,500 USD 298,500 Drillers Tech Reg S 144A C0 26205QXY1 1,155,594 1,300,000 CAD 1,300,000 Drillers Technology C0 26205Q100 177,784 200,000 CAD 200,000 Duane Reade Inc. C0 263578106 3,656,970 109,059 USD 97,000 Dun and Brandstreet Corp (New) C0 2.65E+104 4,744,328 143,550 USD 143,550 Dura Automotive Systems Inc C0 265903104 3,622,950 174,600 USD 174,600 Dycom Inds Inc. C0 267475101 9,883,895 845,500 USD 845,500 Dynacare Inc C0 267920205 4,061,553 184,700 USD 184,700 E.I. du Pont de Nemours and Co. C0 263534109 25,552,200 575,935 USD 575,500 Earthlink Inc C0 270321102 18,010,521 2,681,100 USD 2,681,100 eBay Inc. C0 278642103 31,175,037 505,989 USD 504,324 Education Management Corp C0 28139T101 8,109,343 202,606 USD 178,700 Eex Corporation C0 26842V207 8,377,800 4,188,900 USD 4,163,800 EGL Inc. C0 268484102 52,928,768 3,120,800 USD 3,120,800 El Paso Corporation C0 28336L109 11,786,859 571,900 USD 555,100 Elcor Corp C0 284443108 28,290,840 1,034,400 USD 1,034,400 Electroglas Inc C0 285324109 7,985,000 798,500 USD 798,500 Electronics For Imaging C0 286082102 16,578,220 1,042,000 USD 1,042,000 Elk Point Resources Inc. C0 28736M301 1,507,408 704,400 CAD 675,200 Emulex Corp. C0 292475209 44,241,596 1,964,982 USD 1,953,252 Entegris Inc C0 29362U104 11,939,880 817,800 USD 817,800 Entertainment Properties Trust C6 29380T105 3,046,740 123,600 USD 123,600 Entravision Communications C0 29382R107 7,116,025 580,900 USD 580,900 EOG Resources Inc. C0 26875P101 16,011,010 403,300 USD 403,300 Ericsson (LM) Tel. Co. ADR Clb CLB 294821400 1,756,339 1,219,915 USD 1,219,680 Ess Technology C0 269151106 1,629,466 95,029 USD 80,100 Esterline Technologies Corp C0 297425100 19,426,660 855,800 USD 855,800 Everest Re Group Ltd. C0 G3223R108 20,237,115 361,700 USD 361,700 Excel Technology Inc C0 30067T103 1,913,100 91,100 USD 91,100 Exelon Corp. C0 30161N101 4,060,572 77,640 USD 77,640 Expressjet Holdings Inc C0 30218U108 13,053,915 1,000,300 USD 1,000,300 Extended Stay America Inc. C0 30224P101 1,565,230 96,500 USD 96,500 Exxon Mobil Corporation C0 30231G102 225,707,354 5,594,496 USD 5,469,410 Family Dollar Stores Inc. C0 307000109 331,350 9,400 USD 9,400 Fannie Mae C0 313586109 74,517,590 1,010,408 USD 1,006,233 Fanuc C0 6356934 3,184,149 63,400 JPY 40,900 Federal Home Loan Mtge. Corp. C0 313400301 17,826,336 318,048 USD 287,420 Federated Department Stores Inc C0 31410H101 17,346,717 441,317 USD 436,945 Fidelity National Financial Inc C0 316326107 11,604,626 367,235 USD 367,235 Fifth Third Bancorp Com C0 316773100 264,192 4,152 USD 4,152 First Data Corporation C0 319963104 144,402,588 3,927,261 USD 3,868,040 First Health Group Corp C0 320960107 1,892,700 68,795 USD 60,500 First Horizon Pharmaceutical C0 32051K106 2,261,417 111,744 USD 94,000 Fisher Scientific Intl C0 338032204 4,760,000 173,246 USD 150,900 FleetBoston Financial Corp. C0 339030108 8,744,529 270,310 USD 270,160 Flextronics Intl Ltd C0 Y2573F102 12,162,711 1,719,177 USD 1,695,799 Flowserve Corporation C0 34354P105 15,278,460 512,700 USD 512,700 Forest Laboratories Inc C0 345838106 11,720,586 165,545 USD 165,545 Forest Oil Corp. C0 346091705 9,583,753 337,100 USD 327,900 Forward Air Corporation C0 349853101 2,140,534 66,423 USD 59,700 FreedomPay Inc. PFD 356991950 689,615 4,056,560 USD 4,056,560 Frontier Airlines Inc C0 359065109 9,267,387 1,139,900 USD 1,139,900 Fsi Intl Inc C0 302633102 1,674,027 229,492 USD 192,900 Fujisawa Pharmaceutical Co C0 6356804 4,070,413 170,000 JPY 112,000 Furniture Brand Intl Inc C0 360921100 226,875 7,500 USD 7,500 Gallagher (Arthur J.) & Co C0 363576109 440,055 12,700 USD 8,500 GAP Inc. C0 364760108 24,634,302 1,734,810 USD 1,734,810 Gatx Corp C0 361448103 21,512,470 714,700 USD 714,700 Gauntlet Energy Corp C0 368066106 1,145,717 200,000 CAD 200,000 Gemini Energy Corporation C0 368654109 464,213 500,000 CAD 500,000 Gemstar International Group LTD C0 36866W106 3,084,320 572,255 USD 572,230 Genencor International Inc C0 368709101 293,700 30,000 USD 30,000 General Electric Co. C0 369604103 325,942,859 11,353,997 USD 11,129,807 General Maritime Corp C0 Y2692M103 11,315,520 1,178,700 USD 1,178,700 General Mills Inc. C0 370334104 6,100,672 138,400 USD 138,400 General Motors Corp Cl. H New CLH 370442832 6,594,182 634,056 USD 634,056 General Motors Corp. C0 370442105 6,029,160 112,800 USD 112,800 Genesco Inc. C0 371532102 202,105 8,300 USD 8,300 Genesee & Wyoming Inc. Cl. A CLA 371559105 1,353,600 60,000 USD 60,000 Global Industries Ltd. C0 379336100 13,618,268 1,948,250 USD 1,921,250 GlobeSpan Virata Inc. C0 37957V106 6,744,056 1,742,650 USD 1,742,650 Golar Lng Ltd C0 7139695 1,222,949 200,000 NOK 0 Goodyear Tire & Rubber Co. C0 382550101 1,861,645 99,500 USD 99,500 GrafTech International Ltd C0 384313102 4,605,120 374,400 USD 374,400 Granite Construction Inc C0 387328107 7,974,560 315,200 USD 315,200 Grant Prideco Inc. C0 38821G101 3,357,840 251,016 USD 226,100 Graphic Packaging International C0 388690109 12,173,000 1,316,000 USD 1,316,000 Greenbrier Companies Inc C0 393657101 497,860 68,200 USD 68,200 Groupe Danone C0 5981810 4,733,966 34,500 EUR 24,800 Groupe Danone-spons Adr ADR 399449107 620,547 65,885 USD 22,590 GSI Lumonics Inc C0 36229U102 3,901,388 508,587 CAD 508,587 Gulf Island Fabrication Inc C0 402307102 917,000 50,000 USD 50,000 Hall Kinion & Associates Inc. C0 406069104 8,425,469 1,121,900 USD 1,121,900 Halliburton Hldg. Cos. C0 406216101 4,622,600 290,000 USD 290,000 Hanover Compressor Co. C0 410768105 31,158,000 2,308,000 USD 2,273,000 Harrahs Entertainment Inc. C0 413619107 71,647,425 1,615,500 USD 1,615,500 Hartford Finl. Services Group C0 416515104 10,698,653 179,900 USD 179,900 Harvard Bioscience Inc C0 416906105 933,530 170,934 USD 145,600 HCA Inc. 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C0 832727101 10,930,930 717,940 USD 709,738 Solvay SA C0 4821100 833,590 11,600 EUR 1,700 Somera Communications Inc C0 834458101 4,121,208 577,200 USD 577,200 Sony Corp-Sponsored ADR ADR 835699307 536,575 32,139 USD 10,105 Southwestern Energy Co. C0 845467109 16,178,869 1,065,100 USD 1,034,000 Southwestern Resources Corp. C0 845770106 485,415 243,300 CAD 243,300 Spectrian Corp. C0 847608106 3,754,977 362,100 USD 362,100 Spx Corp C0 784635104 14,675,163 126,793 USD 125,101 Sra International Inc-cl A CLA 78464R105 1,618,800 60,000 USD 60,000 SSGA S&P 500 Index Fund MF 857515118 4,052,233 4,052,233 USD 4,052,233 SSR Active Core Plus Inc MF 85751P809 188,369 18,095 USD 18,095 St. Jude Medical Inc. C0 790849103 54,746,482 763,460 USD 737,340 Staar Surgical Co C0 852312305 298,123 72,360 USD 72,360 Standard & Poors Depositary Re C6 78462F103 80,904,055 817,543 USD 810,233 Staples Inc. C0 855030102 20,494,895 1,040,350 USD 1,039,800 Starbucks Corp. 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C0 879360105 15,438,000 744,000 USD 744,000 Telefonica De Espana-SP ADR 879382208 232,348 27,280 USD 9,350 Tempest Energy Corp Cl A CLA 879778108 533,351 200,000 CAD 200,000 Tempest Energy Corp. PP 144A C0 879778XX1 1,399,223 500,000 CAD 500,000 Temple Exploration Reg S Priv C0 88018TXX4 1,119,378 1,700,000 CAD 1,700,000 Tenet Healthcare Corp. C0 88033G100 290,493 4,060 USD 4,060 Teradyne Inc. C0 880770102 9,261,350 394,100 USD 394,100 Terraquest Energy C0 88103P105 424,537 1,216,500 CAD 1,192,000 Tetra Tech Inc C0 88162G103 6,163,710 419,300 USD 419,300 Teva Pharmaceutical-sp ADR ADR 881624209 24,856,852 372,220 USD 372,220 Texas Instruments C0 882508104 81,465,551 3,506,617 USD 3,426,010 Textron Inc. C0 883203101 13,260,412 287,362 USD 283,223 The Swatch Group AG Registered C0 7184736 6,428,354 340,600 CHF 228,600 Therasense Inc C0 883381105 3,692,338 202,782 USD 183,110 Therma-wave Inc C0 88343A108 21,090,647 1,851,681 USD 1,851,681 Thomas & Betts Corp. 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