13F-HR 1 ssr13f903002.txt SSR 13F THIRD QRT 2002 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September, 30 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____ November, 13 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: 717 Form 13F Information Table Value Total ($000): 11,685,356 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 5291000 370000 USD 370000 AAR Corp. C0 000361105 11343475 2388100 USD 2388100 Abacan Resource Corp Restricted PP C0 002919PP7 0 3333334 USD 3333334 Abbott Laboratories C0 002824100 35523639.2 884298 USD 880748 Accenture Ltd C0 G1150G111 3996015.24 274833 USD 274833 Accredo Health Inc C0 00437V104 295616 6200 USD 6200 Ace Limited C0 G0070K103 172828506.69 5851218 USD 5838008 Actel Corp C0 004934105 2384720 229300 USD 229300 Activision Inc C0 004930202 1861754 77800 USD 70800 Adecco C0 7110720 405284.55 1700 CHF 1700 Adecco Sa-adr ADR 006754105 132755.7 22190 USD 22190 Adolph Coors Company C0 217016104 15088400 268000 USD 268000 Advance PCS C0 00790K109 6644187.12 294904 USD 267604 Advantest Corp C0 6870490 2335178.88 42400 JPY 42400 Aeroflex Inc. C0 007768104 2506896 497400 USD 454200 Affiliated Computer Svcs-a CLA 008190100 20730360 487200 USD 487200 Agco Corp. C0 001084102 19260640 830200 USD 830200 Agilent Technologies Inc C0 00846U101 1066335.94 81649 USD 81649 Agrium Inc. C0 008916108 61370238.88 6811710 CAD 6811710 Air Products & Chemicals Inc. C0 009158106 34686606.75 831555 USD 830785 Airnet Systems Inc. C0 009417106 2480853.6 539316 USD 539316 AK Steel Holding Corp. C0 001547108 14173249.35 1938885 USD 1938885 Alaska Air Group inc. C0 011659109 12549300 709000 USD 709000 Alcoa Inc. C0 013817101 7461959 386630 USD 386630 Alcon Inc C0 H01301102 10598125 273500 USD 273500 Allegheny Technologies Inc. C0 01741R102 16610373.56 2400343 USD 2400343 Allergan Inc. C0 018490102 146880 2700 USD 2700 Allstate Corp. C0 020002101 122292 9200 USD 9200 Alltel Corp C0 020039103 1845980 46000 USD 46000 Altana Ag-adr ADR 02143N103 488808 13140 USD 13140 Altera Corp. C0 021441100 8529546 983800 USD 983800 AMBAC Inc. C0 023139108 11193276.34 207706 USD 207706 American Axle & Manufacturing Hld. C0 024061103 58203400 2330000 USD 2330000 American Capital Strategies C0 024937104 5356212 284300 USD 284300 American Express C0 025816109 94186579.66 3024302 USD 3017182 American International Group Inc. C0 026874107 123612701 2263965 USD 2258478 American Pacific Corp. C0 028740108 6266815.5 757790 USD 757790 American Standard Companies C0 029712106 18751804.14 294747 USD 294747 American Tower Corp. C0 029912201 2241741 1409900 USD 1409900 AmerisourceBergen Corp. C0 03073E105 338530.8 4740 USD 4740 Amgen C0 031162100 130768656.3 3134589 USD 3128209 AMR Corp. C0 001765106 5338173.5 1277075 USD 1277075 Amsurg Corp C0 03232P405 2546348 84400 USD 75100 Anacomp Inc.- Cl B CLB 03237E207 0.01 1 USD 1 Anadarko Petroleum Corp. C0 032511107 7940145.8 178270 USD 178270 Analog Devices C0 032654105 13860624.5 707265 USD 707265 Anaren Microwave Inc. C0 032744104 12112293.3 1473515 USD 1452715 Andrx Corp. - Andrx Group C0 034553107 45502745 2053782 USD 2052682 Anglo American Plc PLC 0490151 3365847.49 214500 GBP 214500 Anheuser-Busch Inc. C0 035229103 11395120 225200 USD 225200 Anthem Inc C0 03674B104 119735265 1842461 USD 1838101 Anthracite Capital Inc. C0 037023108 8998020.5 796285 USD 796285 AOL Time Warner Inc. C0 00184A105 4148469 354570 USD 354570 Apollo Group Inc. C0 037604105 8742459 201300 USD 201300 Applebees Intl Inc C0 037899101 3621118.24 165197 USD 147747 Applera Corp. - Applied Biosystem C0 038020103 2321904 126880 USD 126880 Applied Materials Inc. C0 038222105 94132.5 13495 USD 13495 Aradigm Corp. C0 038505103 4245465 2021650 USD 2021650 Arbitron Inc C0 03875Q108 19085770 559700 USD 559700 Arch Coal Inc. C0 039380100 15652990 945800 USD 920800 Argosy Gaming Co. C0 040228108 48429528 2109300 USD 2109300 Arthrocare Corp C0 043136100 1002324 82700 USD 82700 Artisan Components Inc C0 042923102 608481.2 66800 USD 58200 Ashanti Goldfields Co. Ltd Sp ADR ADR 043743202 4420176 778200 USD 778200 Aspect Medical Systems Inc C0 045235108 464408.9 160141 USD 160141 Assa Abloy Ab-b C0 5698789 3096586.31 217200 SEK 217200 Associated British Foods Plc ADR 0673123 1309322.32 36600 GBP 36600 Astoria Financial Corp. C0 046265104 5197200 213000 USD 213000 Asyst Technologies Inc C0 04648X107 1263568 209200 USD 209200 ATMI Inc. C0 00207R101 29187000 2070000 USD 2070000 Atrix Labs Inc C0 04962L101 2750358 185835 USD 185835 Atwood Oceanics Inc. C0 050095108 441675 15100 USD 6800 August Technology Corp C0 05106U105 5751000 1278000 USD 1278000 Aurora Foods Inc/DE C0 05164B106 8851.05 13617 USD 13617 Autoliv Inc-Swed Dep Receipt C0 5247374 9472900.82 363500 SEK 363500 Autostrade Spa C0 5554654 808375.25 0 EUR Avocent Corporation C0 053893103 908502 67900 USD 58100 Avon Products Inc. C0 054303102 40442746.3 872883 USD 871463 AVX Corp. C0 002444107 6911546 798100 USD 798100 Aware Inc/Mass C0 05453N100 564512 271400 USD 271400 Axonyx Inc C0 05461R101 160908 292560 USD 292560 Badger Daylighting Inc. C0 056904105 547882.23 1086245 CAD 1061245 Bally Total Fitness Holding Corp. C0 05873K108 9976397 1006700 USD 997000 Bank of America Corp. C0 060505104 33903958 531410 USD 531410 Bank of New York Co. Inc. C0 064057102 69164879.28 2901106 USD 2400662 Bank One Corp. C0 06423A103 108397542 2898330 USD 2891440 Barr Laboratories Inc C0 068306109 10969891.9 176110 USD 176110 Barra Inc. C0 068313105 13660 500 USD 500 Bausch and Lomb C0 071707103 11422089.5 344350 USD 344350 Baxter International Inc. C0 071813109 1856218 60760 USD 60760 Baytex Energy Ltd Cl A CLA 07317G107 24815404.75 5185733 CAD 5060733 BE Aerospace Inc. C0 073302101 16695700 3507500 USD 3507500 Beacon Capital Partners Inc 144A C0 073561102 1365000 120000 USD 120000 Bed Bath & Beyond Inc. C0 075896100 15809478 485400 USD 485050 BEI Technologies Inc. C0 05538P104 13761000 1251000 USD 1251000 Belden Inc. C0 077459105 0 0 USD 0 Bellsouth Corp. C0 079860102 7859916 428100 USD 428100 Belo A H Corp. C0 080555105 13532780 618500 USD 618500 Benchmark Electronics Inc. C0 08160H101 14619225 694500 USD 694500 Berkshire Hathaway Inc C0 084670207 9088455 3687 USD 3687 BHP Billiton Ltd C0 6144690 3046562.19 400900 AUD 400900 BHP Billiton Ltd ADR ADR 088606108 216986.25 30235 USD 30235 Big 5 Sporting Goods Corp C0 08915P101 1665768.5 162514 USD 147814 Biogen Inc. C0 090597105 45726501.37 1562721 USD 1560426 Biomarin Pharmaceutical Inc C0 09061G101 805881.15 139185 USD 139185 Biomet Inc. C0 090613100 173095 6500 USD 6500 BISYS Group Inc. C0 055472104 350910 21000 USD 21000 BJ Services Company C0 055482103 12625600 485600 USD 471200 Boeing Co. C0 097023105 10984740.5 321850 USD 321850 BorgWarner Automotive Inc. C0 099724106 32884762.6 662465 USD 662465 Borland Software Cor C0 099849101 1550989 199100 USD 169600 Boston Properties Inc. C6 101121101 11525899.2 309836 USD 309836 Boston Scientific Corp. C0 101137107 18936000 599400 USD 599400 BP Plc Sponsored ADR ADR 055622104 19505833.2 493899 USD 493899 Brigham Exploration Company C0 109178103 4178131.7 1160630 USD 1153930 Brinker Intl Inc. C0 109641100 14467740 558600 USD 558600 Bristol-Myers Squibb Company C0 110122108 59402420 2495900 USD 2490610 British Sky Broadcasting PLC ADR 0141192 6270843.07 545300 GBP 545300 Brooks-PRI Automation Inc. C0 11442E102 35034667.15 3067367 USD 3055167 Brookstone Inc C0 114537103 724470 58900 USD 58900 Brown Tom Inc. Common New C0 115660201 12162190 531100 USD 506600 Bunge Limited C0 G16962105 18145160 749800 USD 749800 Burlington Northern Santa Fe Corp. C0 12189T104 5634595.2 235560 USD 235560 Burlington Resources Inc. C0 122014103 76705538.28 2001903 USD 1995253 Cabot Microelectronics Corp C0 12709P103 6494656 174400 USD 174400 Cabot Oil & Gas Corp. C0 127097103 48136350 2238900 USD 2212600 Cadiz Inc. C0 127537108 823200 274400 USD 274400 Cal Dive International Inc C0 127914109 6630034.6 328800 USD 310800 Callon Petroleum Co. C0 13123X102 4346784 894400 USD 859400 Cambrex Corp. C0 132011107 10999520 298900 USD 298900 Canadian 88 Energy Corp. C0 13566G509 18333216.7 11868700 CAD 11618400 Canadian Natural Resources Ltd. C0 136385101 2453153.84 77278 CAD 73269 Capital One Financial Corp. C0 14040H105 13800279.24 395197 USD 395197 Capstone Turbine Corp C0 14067D102 501500 850000 USD 800000 Caraustar Industries Inc C0 140909102 1612875 172500 USD 172500 Cardinal Health Inc. C0 14149Y108 417051 6705 USD 6705 Career Education Corp. C0 141665109 4215102.4 87800 USD 79200 Caremark Rx Inc. C0 141705103 96189995 5658235 USD 5610965 Carnival Corp C0 143658102 4851328 193280 USD 193280 Carrefour Sa C0 5641567 4203608.57 69800 EUR 69800 Carreker Corporation C0 144433109 8913020 1454000 USD 1454000 Case Resources Inc C0 14745A108 1691445.06 4064850 CAD 4064850 Caterpillar Inc. C0 149123101 4347296 116800 USD 116800 Cathay Pacific Airways C0 6179755 2958228.36 1735000 HKD 1735000 Ccbt Financial Companies Inc C0 12500Q102 1559732 59600 USD 52500 CCR Technologies Ltd. C0 125001107 6357.5 50000 USD 50000 CDW Computer Centers Inc. C0 125129106 14190600 335000 USD 335000 Cendant Corp. C0 151313103 65484348.56 6101941 USD 6090134 Centene Corp C0 15135B101 342165.8 12820 USD 12820 Central Rents Inc. 144A C0 154900104 121000 5500 USD 5500 Cephalon Inc. C0 156708109 3914066.52 95886 USD 88586 Chaney Eq Inv Fd II MF 160990982 607914.45 907335 USD 907335 Chaney Eq Inv Fd III MF 160990974 2306684.28 3075579.04 USD 075579.04 Charter One Financial Inc C0 160903100 10547360.52 354891 USD 354891 Cheesecake Factory C0 163072101 4964457.75 166425 USD 151225 ChevronTexaco Corporation C0 166764100 6816069.75 98427 USD 98427 Chicos Fas Inc C0 168615102 11834397 742900 USD 742900 Chippac Inc C0 169657103 3232884.6 1511400 USD 1511400 Choicepoint Inc C0 170388102 16418100.6 460665 USD 460665 Ciber Inc C0 17163B102 11144161 1918100 USD 1918100 Circuit City Group C0 172737108 13712265 905100 USD 905100 Circuit City Stores-carmax C0 172737306 5050935 314700 USD 314700 Cisco Systems Inc. C0 17275R102 88992397.68 8501298 USD 8486668 Cit Group Inc C0 125581108 10216236 568200 USD 568200 Citigroup Inc. C0 172967101 181980581.25 6142764 USD 6130125 Clayton Williams Energy Inc. C0 969490101 8447846.4 1005696 USD 989030 Cleveland-Cliffs Inc C0 185896107 5949970 247400 USD 247400 CNF Inc. C0 12612W104 9546734.87 304133 USD 304133 Cnooc Ltd C0 6179948 9586544.09 4944600 HKD 4944600 Cnooc Ltd-adr ADR 126132109 662990.86 31992 USD 31992 CNP Assurances C0 5543986 3257820.36 79200 EUR 79200 Coach Inc C0 189754104 2175155.2 83667 USD 83667 Coca Cola Co. C0 191216100 9301122.6 196771 USD 196771 Cognex Corporation C0 192422103 20314164 1460400 USD 1460400 Coherent Inc. C0 192479103 11245650 616200 USD 616200 Colgate-Palmolive Co. C0 194162103 415954.5 500 USD Comcast Corp. Cl. A Spl. CLA 200300200 2871379 137650 USD 137650 Comerica Inc. C0 200340107 10840434.64 224812 USD 224812 Commscope Inc C0 203372107 8272956 1220200 USD 1220200 Community Health Systems Inc. C0 203668108 28276985.61 1061847 USD 1043647 Comstock Resources Inc. C0 205768203 4473960 648400 USD 623400 ConocoPhillips C0 20825C104 8646.88 187 USD 187 Consol Energy Inc C0 20854P109 13744962 1085700 USD 1040800 Constellation Energy Group C0 210371100 11474423.35 462865 USD 462865 Continental AG C0 4598589 2639145.34 147100 EUR 147100 Continental AG spons ADR ADR 210771200 283635 28670 USD 28670 Cooper Industries Ltd C0 G24182100 10610420.7 349602 USD 349602 Cooper Tire & Rubr. Co. C0 216831107 17045454 1056100 USD 1056100 Coorstek Inc C0 217020106 10024758 669600 USD 669600 Core Laboratories N.V. NY Shares C0 N22717107 7909217 844100 USD 844100 Corinthian Colleges Inc. C0 218868107 1871904 49600 USD 46000 Corn Products Intl Inc. C0 219023108 12517750 435400 USD 435400 Corporate Executive Board Co C0 21988R102 11759745 411900 USD 402600 Coventry Health Care C0 222862104 4218370 129796 USD 120496 Cox Communications Inc. Cl.A CLA 224044107 3063914 124600 USD 124600 Cox Radio Inc-cl A CLA 224051102 26439310.32 1010677 USD 981377 Credence Systems Corp. C0 225302108 8606308 993800 USD 993800 Cree Inc C0 225447101 1593750 127500 USD 112300 Crescent Point Energy Ltd-a CLA 225907104 307357.68 150000 CAD 150000 Crown Packaging Holdings Warrants C0 228443115 0.5 500 USD 500 Crystallex Intl Corp C0 22942F101 4348990 1896300 USD 1896300 CSX Corp. C0 126408103 7914000 300000 USD 300000 Cummings Inc. C0 231021106 6063254 256700 USD 256700 Cv Therapeutics Inc C0 126667104 9925663.35 474685 USD 474685 CVS Corp. C0 126650100 60168934.8 2381253 USD 2376273 Cyberoptics Corp C0 232517102 175740 101000 USD 101000 Cypress Semiconductor Corp. C0 232806109 12678938.4 1932765 USD 1906365 Danaher Corp. C0 235851102 7055085 124100 USD 124100 Darden Restaurants Inc. C0 237194105 26447948.88 1089587 USD 1083297 Davita Inc. C0 23918K108 19084470.4 808664 USD 808664 Deep Marine Technology Inc. PP C0 243789XY5 52500 210 USD 210 Deere & Co. C0 244199105 58933651.5 1296670 USD 1293580 Del Monte Foods Co C0 24522P103 2942834 360200 USD 360200 Dell Computer Corp. C0 247025109 96911534.91 4118144 USD 4032794 Delphi Corp C0 247126105 55255606.2 6462644 USD 6451984 Denison International plc ADR ADR 248335101 6274500 418300 USD 418300 Denso Corporation-adr ADR 24872B100 397965 8310 USD 8310 Deutsche Bk A G C0 D18190898 358363.8 7890 USD 7890 Deutsche Telekom AG Spon ADR ADR 251566105 223728.31 27053 USD 27053 Disney (Walt) Co. C0 254687106 5905069.34 390031 USD 390031 Dj Orthopedics Inc C0 23325G104 1837802 481100 USD 481100 Dollar Thrifty Auto. Group Inc. C0 256743105 5676885 353700 USD 353700 Domtar Inc C0 2276304 4887177.98 382700 CAD 382700 Donnelley R R & Sons Co. C0 257867101 12119405 515500 USD 515500 Dov Pharmaceutical Inc C0 259858108 674646 160630 USD 160630 Dow Chemical Co. C0 260543103 7597642 278200 USD 278200 Drillers Tech Reg S 144A C0 26205QXY1 1147468.64 1300000 CAD 1300000 Drillers Technology C0 26205Q100 207427.03 235000 CAD 235000 Duane Reade Inc. C0 263578106 6753600 422100 USD 405000 Dura Automotive Systems Inc C0 265903104 1265425 103300 USD 103300 Dycom Inds Inc. C0 267475101 8012252 874700 USD 874700 Dynegy Inc. C0 26816Q101 731612 630700 USD 612200 Earthlink Inc C0 270321102 11223078 2101700 USD 2101700 eBay Inc. C0 278642103 16487282 312200 USD 312200 Eco Lab Inc. C0 278865100 11229543 269100 USD 269100 Education Management Corp C0 28139T101 8953341.88 202244 USD 184744 Eex Corporation C0 26842V207 8382720 4531200 USD 4506100 EGL Inc. C0 268484102 51431013 4671300 USD 4671300 El Paso Corporation C0 28336L109 2672864 323200 USD 306400 Electroglas Inc C0 285324109 1602600 801300 USD 801300 Electronics For Imaging C0 286082102 14148636 948300 USD 948300 ElkCorp C0 287456107 16481085 965500 USD 965500 Emerson Electric Co. C0 291011104 62916587.5 1428875 USD 1425755 Empire Gas Corp. Wts. C0 291714129 690 2760 USD 2760 Entegris Inc C0 29362U104 3202794 412200 USD 412200 Entertainment Properties Trust C6 29380T105 2795650 126500 USD 126500 Entravision Communications C0 29382R107 6226175 469900 USD 469900 EOG Resources Inc. C0 26875P101 7192 200 USD 200 Esterline Technologies Corp C0 297425100 7915648 475700 USD 475700 Excel Technology Inc C0 30067T103 6969105 370500 USD 370500 Exelon Corp. C0 30161N101 1781250 37500 USD 37500 Expedia Inc -cl A CLA 302125109 14749280 291200 USD 291200 Expressjet Holdings Inc C0 30218U108 9256120 1006100 USD 1006100 Exxon Mobil Corporation C0 30231G102 161948325 5083941 USD 5071221 Family Dollar Stores Inc. C0 307000109 9679488 360100 USD 360100 Fannie Mae C0 313586109 86629985.52 1451988 USD 1451838 Fanuc C0 6356934 2748264.68 39000 JPY 39000 Federal Home Loan Mtge. Corp. C0 313400301 16859440 307170 USD 302290 Federated Department Stores Inc. C0 31410H101 14784561.92 502193 USD 502193 Fidelity National Financial Inc. C0 316326107 10990402.48 382535 USD 382535 First Data Corporation C0 319963104 105083335.5 3761185 USD 3753355 First Health Group Corp C0 320960107 5498715.6 202755 USD 186255 Flextronics Intl Ltd C0 Y2573F102 20668556.76 2964509 USD 2964509 Flowserve Corporation C0 34354P105 9885000 988500 USD 988500 Forest Oil Corp. C0 346091705 5872650 230300 USD 221100 FreedomPay Inc. PFD e 356991950 689615.2 4056560 USD 4056560 Frontier Airlines Inc C0 359065109 9716080 1991000 USD 1991000 Fujisawa Pharmaceutical Co C0 6356804 3429580.65 109000 JPY 109000 GAP Inc. C0 364760108 21466399.5 1978470 USD 1978470 Gatx Corp C0 361448103 27482400 1388000 USD 1388000 Gemini Energy Corporation C0 368654109 220667.05 500000 CAD 500000 General Electric Co. C0 369604103 258861827.1 10495310 USD 10473698 General Maritime Corp C0 Y2692M103 4631760 735200 USD 735200 General Mills Inc. C0 370334104 6147728 138400 USD 138400 General Motors Corp Cl. H New CLH 370442832 6120672.9 668926 USD 668926 General Motors Corp. C0 370442105 4387920 112800 USD 112800 Genzyme Corp. C0 372917104 11129.4 540 USD 540 Global Industries Ltd. C0 379336100 11617070.5 2812850 USD 2785850 GlobeSpan Virata Inc. C0 37957V106 4112654 1742650 USD 1742650 GrafTech International Ltd C0 384313102 2725275 375900 USD 375900 Granite Construction Inc C0 387328107 7982912 484400 USD 484400 Grant Prideco Inc. C0 38821G101 2063767.86 241659 USD 228859 Graphic Packaging International Corp. C0 388690109 17237598 2160100 USD 2160100 Greenbrier Companies Inc C0 393657101 1164565 261700 USD 261700 Groupe Danone C0 5981810 3953380.61 23100 EUR 23100 Groupe Danone-spons Adr ADR 399449107 454012.2 25740 USD 25740 GSI Lumonics Inc C0 36229U102 2578022.11 510487 CAD 510487 Gulf Island Fabrication Inc C0 402307102 358680 30500 USD 30500 Hall Kinion & Associates Inc. 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C0 435569108 7498341 824900 USD 824900 Hollywood Entertainment Corp C0 436141105 1659636 114300 USD 96100 Home Depot C0 437076102 157529760.3 6039173 USD 6028533 Honeywell International Inc. C0 438516106 50105536.5 2313275 USD 2311035 Hotels.com C0 44147T108 4603488.12 91014 USD 84214 Hub International Limited C0 44332P101 5383060 340700 USD 340700 Hudson River Bancorp C0 444128102 3386651.1 140234 USD 126134 Humana Inc. C0 444859102 257796 20790 USD 20790 Hunt (J.B.) Transportation Services C0 445658107 2217538.65 94163 USD 84263 Hunter Douglas Nv C0 5291810 978959.63 5600 EUR 5600 Hurricane Hydrocarbons-cl A CLA 44779E106 15765330.05 1592700 CAD 1519200 Hutchinson Tech C0 448407106 13524607.55 837437 USD 837437 Hydril Company C0 448774109 9208088 370100 USD 370100 ICG Holdings Inc PIK PFD e 449247204 124.25 12425 USD 12425 IDEC Pharmaceuticals Corp C0 449370105 5488944 132200 USD 132200 II-VI Inc. C0 902104108 1768875 132500 USD 132500 IKS Corp. C0 44963T109 302.18 30218 USD 30218 Illinois Tool Works Co. C0 452308109 311482.2 5340 USD 5340 Imc Global Inc C0 449669100 16851925 1398500 USD 1398500 Independent Bank Corp/ma C0 453836108 888636 44700 USD 39000 Inet Technologies Inc. C0 45662V105 6331923 1248900 USD 1248900 Inhale Therapeutic Sys Inc C0 457191104 543627.36 108120 USD 108120 Insight Enterprises Inc C0 45765U103 160370 15800 USD 15800 Inst Large Cap Growth Fund MF 85751P874 17023887.41 3749754.94 USD 749754.94 Integrated Circuit Systems C0 45811K208 698650 44500 USD 44500 Integrated Electrical Svcs C0 45811E103 6446264 1723600 USD 1723600 Intel Corp. C0 458140100 114348549.93 8241489 USD 8226839 Interep Natl Radio Sales-a CLA 45866V109 733752 284400 USD 284400 InterMune Inc. C0 45884X103 12689196.6 386630 USD 386630 International Flavors & Fragrances C0 459506101 10397942.1 326466 USD 326466 International Game Technology C0 459902102 96620868.38 1394967 USD 1384147 International Paper Co. 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