13F-HR 1 ssr13f1stqtr03.txt 1ST QTR 2003 SSR 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: March, 31 2003 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, 6 2003 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: 689 Form 13F Information Table Value Total ($000): 11,593,494 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 5045100 335000 USD 335000 AAR Corp. C0 000361105 9443952 2498400 USD 2498400 Abbott Laboratories C0 002824100 22542268.09 599369 USD 597849 Ac Moore Arts & Crafts Inc C0 00086T103 2669190 193000 USD 181400 Ace Limited C0 G0070K103 73937894.7 2553986 USD 2548766 Actel Corp C0 004934105 3568952 209200 USD 209200 ACUITY BRANDS INC C0 00508Y102 8372625 622500 USD 622500 Adobe Systems Inc. C0 00724F101 9403150 305000 USD 305000 Adolph Coors Company C0 217016104 12939800 266800 USD 266800 Advance PCS C0 00790K109 4489679.48 158422 USD 149222 Aeroflex Inc. C0 007768104 5153469.62 910507 USD 865507 Aeropostale Inc C0 007865108 2703000 204000 USD 197000 Affiliated Computer Svcs-a CLA 008190100 11472192 259200 USD 259200 Affiliated Managers Group C0 008252108 5320294.88 127984 USD 120884 Agco Corp. C0 001084102 14490000 900000 USD 900000 Agilent Technologies Inc C0 00846U101 28406419.6 2160184 USD 2154474 Agrium Inc. C0 008916108 60181483.05 5615410 CAD 5615410 Air Products & Chemicals Inc. C0 009158106 14176434.54 336548 USD 336548 AK Steel Holding Corp. C0 001547108 7091171.75 2181899 USD 2181899 Alaska Air Group inc. C0 011659109 14825322 946700 USD 946700 Alcoa Inc. C0 013817101 5625238.8 290260 USD 290260 Allegheny Technologies Inc. C0 01741R102 9550355.4 3293226 USD 3293226 Allergan Inc. C0 018490102 29915746.43 436083 USD 436083 Alliance Gaming Corp. C0 01859P609 5636940 375796 USD 352696 Alltel Corp C0 020039103 1844112 41200 USD 41200 Altana Ag-adr ADR 02143N103 8346732.29 173801 USD 173801 Altera Corp. C0 021441100 53016953.2 3915580 USD 3908910 Altria Group Inc. C0 02209S103 4802588 160300 USD 160300 AMBAC Inc. C0 023139108 8266082.4 163620 USD 163620 American Axle & Manufacturing Hld. C0 024061103 24921880 1184500 USD 1184500 American Capital Strategies C0 024937104 16123520 719800 USD 719800 American Eagle Outfitters Inc New C0 02553E106 9016299 621000 USD 621000 American Express C0 025816109 90775354.67 2724889 USD 2720129 American International Group Inc. C0 026874107 117116638.25 2362445 USD 2357495 American Medical Sys Hldgs C0 02744M108 6448312.5 446250 USD 425450 American Pacific Corp. C0 028740108 6288003.6 782090 USD 782090 American Standard Companies C0 029712106 4999922.85 72705 USD 72705 American Tower Corp. C0 029912201 8734296 1582300 USD 1582300 Amerus Group Co. C0 03072M108 11730120 478000 USD 478000 Amgen C0 031162100 126018098.25 2173965 USD 2170745 Anacomp Inc.- Cl B CLB 03237E207 0.01 1 USD 1 Anadarko Petroleum Corp. C0 032511107 4902625 107750 USD 107750 Anaren Inc C0 032744104 12288190 1420600 USD 1411300 Andrew Corp. C0 034425108 7960700 1447400 USD 1447400 Anheuser-Busch Inc. C0 035229103 11526653 247300 USD 247300 Anixter Intl. Inc. C0 035290105 6955156 306800 USD 306800 Anthem Inc C0 03674B104 122260068.75 1839495 USD 1835785 Anthracite Capital Inc. C0 037023108 7207028.4 629985 USD 629985 Applera Corp. - Applied Biosystem C0 038020103 2008510.4 126880 USD 126880 Applied Films Corp C0 038197109 13084678.8 810247 USD 788347 Applied Industrial Tech Inc. C0 03820C105 962496 57600 USD 57600 Aradigm Corp. C0 038505103 2561625 2049300 USD 2049300 Aradigm Corp. PP C0 038505XX6 142404.75 126582 USD 126582 Arch Coal Inc. C0 039380100 22580078 1187800 USD 1155600 Argosy Gaming Co. C0 040228108 45686268 2286600 USD 2286600 Arthrocare Corp C0 043136100 2813232 225600 USD 225600 Ashanti Goldfields Co. Ltd Sp ADR ADR 043743202 4420176 778200 USD 778200 Asm International N C0 N07045102 1529934 153300 USD 153300 Aspect Medical Systems Inc C0 045235108 489126.06 133641 USD 133641 Astoria Financial Corp. C0 046265104 4831840 208000 USD 208000 AstraZeneca PLC - Spons ADR ADR 046353108 36262547.79 1049909 USD 1048509 ATMI Inc. C0 00207R101 44961622.56 2334456 USD 2321456 Atrix Labs Inc C0 04962L101 3004803.25 213865 USD 213865 Atwood Oceanics Inc. C0 050095108 381124 15100 USD 6800 August Technology Corp C0 05106U105 4975461 1269500 USD 1269500 Aurora Foods Inc/DE C0 05164B106 5174.46 13617 USD 13617 Autodesk Inc. C0 052769106 5061955.64 331714 USD 315114 Aventis spon Adr ADR 053561106 151434.5 3430 USD 3430 Avnet Inc. C0 053807103 4762112 454400 USD 454400 Avon Products Inc. C0 054303102 67127768.4 1169478 USD 1167618 AVX Corp. C0 002444107 7372800 819200 USD 819200 Axonyx Inc C0 05461R101 401432 422560 USD 422560 Badger Daylighting Inc. C0 056904105 569140.34 1086245 CAD 1061245 Bally Total Fitness Holding Corp. C0 05873K108 1140750 225000 USD 225000 Bank of America Corp. C0 060505104 68862578.4 1030260 USD 1027930 Bank of New York Co. Inc. C0 064057102 38873842.5 1896285 USD 1892425 Bank One Corp. C0 06423A103 45957322.98 1327479 USD 1324099 Barnes & Noble Inc C0 067774109 9817830 517000 USD 517000 Bausch and Lomb C0 071707103 10059801.18 305862 USD 305862 Baxter International Inc. C0 071813109 2995075.2 160680 USD 160680 Baytex Energy Ltd Cl A CLA 07317G107 33897007.24 5271433 CAD 5146433 Bea Systems Inc C0 073325102 10689659 1049100 USD 1049100 Becton Dickinson & Co. C0 075887109 23830999.08 691957 USD 690157 Bed Bath & Beyond Inc. C0 075896100 10702598.94 309861 USD 309861 BEI Technologies Inc. C0 05538P104 14184310 1462300 USD 1462300 Bellsouth Corp. C0 079860102 7648643.2 352960 USD 352960 Benchmark Electronics Inc. C0 08160H101 21270164 750800 USD 750800 Berkshire Hathaway Inc C0 084670207 7879119 3687 USD 3687 Best Buy Company Inc C0 086516101 14043332.94 515902 USD 515902 Biogen Inc. C0 090597105 12549195.4 418865 USD 418865 Biomarin Pharmaceutical Inc C0 09061G101 513303.75 45225 USD 45225 BioVail Corp. International C0 09067J109 4941771.24 123700 CAD 123700 BJ Services Company C0 055482103 30405127.53 878527 USD 853527 BMC Software Inc. C0 055921100 51738147.42 3414838 USD 3371768 Boeing Co. C0 097023105 18691652.56 745876 USD 744746 BorgWarner Automotive Inc. C0 099724106 17952677.6 375265 USD 375265 Boston Private Finl Holding C0 101119105 3133551.52 209462 USD 198462 Boston Properties Inc. C6 101121101 10785885.2 284588 USD 284588 Boston Scientific Corp. C0 101137107 14953661.96 365181 USD 364741 Bowater Inc. C0 102183100 4202482.3 113122 USD 113122 Bowne & Co. Inc. C0 103043105 3405000 340500 USD 340500 BP Plc Sponsored ADR ADR 055622104 74301031.64 1925396 USD 1921596 Brigham Exploration Company C0 109178103 5770268.9 1219930 USD 1213230 Brinker Intl Inc. C0 109641100 13294950 435900 USD 435900 Bristol-Myers Squibb Company C0 110122108 34653791.64 1640028 USD 1636148 Broadcom Corp-cl A CLA 111320107 6236750 505000 USD 505000 Brooklyn Energy Corp. PP Reg S/144A C0 114034XX4 2885683.18 3800000 CAD 3800000 Brooks Automation Inc. C0 114340102 28951013 2993900 USD 2993900 Brookstone Inc C0 114537103 6192370 379900 USD 379900 Brown Tom Inc. Common New C0 115660201 12499300 516500 USD 492000 Bunge Limited C0 G16962105 12821536 509600 USD 509600 Burlington Northern Santa Fe Corp. C0 12189T104 5309676 213240 USD 213240 Burlington Resources Inc. C0 122014103 104907515.18 2194858 USD 2190508 Cabot Microelectronics Corp C0 12709P103 6123932 146250 USD 146250 Cabot Oil & Gas Corp. C0 127097103 40912800 1704700 USD 1678400 Cal Dive International Inc C0 127914109 7137363 396300 USD 378300 Callaway Golf Co. C0 131193104 15218280 1281000 USD 1281000 Callon Petroleum Co. C0 13123X102 3810144 894400 USD 859400 Cambrex Corp. C0 132011107 7290070 303500 USD 303500 Canadian 88 Energy Corp. C0 13566G509 16206339.14 11287600 CAD 11037300 Canadian Natural Resources Ltd. C0 136385101 2752790.01 80668 CAD 76659 Capital One Financial Corp. C0 14040H105 8887221.42 296142 USD 296142 Capstone Turbine Corp C0 14067D102 612000 850000 USD 800000 Caraustar Industries Inc C0 140909102 5094425 752500 USD 752500 Career Education Corp. C0 141665109 14510748.24 296622 USD 282222 Caremark Rx Inc. C0 141705103 123668818.35 6807769 USD 6767799 Carmax Inc. C0 143130102 11746173.73 806189 USD 806189 Carnival Corp C0 143658300 6668536.68 276588 USD 276588 Carreker Corporation C0 144433109 3364460 1641200 USD 1641200 Case Resources Inc C0 14745A108 2050343.29 4127650 CAD 4127650 Caterpillar Inc. C0 149123101 5746560 116800 USD 116800 Ccbt Financial Companies Inc C0 12500Q102 1309374 59517 USD 54517 CCR Technologies Ltd. C0 125001107 4763 50000 USD 50000 CDW Computer Centers Inc. C0 125129106 19997589.6 487737 USD 487737 Cellegy Pharmaceuticals Inc. C0 15115L103 208485 50850 USD 50850 Cendant Corp. C0 151313103 24955373 1964990 USD 1963693 Central Rents Inc. 144A C0 154900104 121000 5500 USD 5500 Cequel Energy Inc C0 15670Q109 1386244.57 354300 CAD 342500 Chaney Eq Inv Fd II MF 160990982 462740.85 907335 USD 907335 Chaney Eq Inv Fd III MF 160990974 2060637.95 3075579.04 USD 075579.04 Charter One Financial Inc C0 160903100 9239463.42 334037 USD 334037 Cheesecake Factory C0 163072101 5446982.38 168794 USD 159394 Chesapeake Energy Corp. C0 165167107 5619900 715000 USD 690600 ChevronTexaco Corporation C0 166764100 5845071.15 90411 USD 90411 Chicos Fas Inc C0 168615102 9888000 494400 USD 494400 Chippac Inc C0 169657103 5773320 1603700 USD 1603700 Choicepoint Inc C0 170388102 14348683.5 423265 USD 423265 Ciber Inc C0 17163B102 11118884 2335900 USD 2335900 Ciena Corp. C0 171779101 12806477.28 2909944 USD 2909944 Cisco Systems Inc. C0 17275R102 64559534.6 4948360 USD 4830510 Cit Group Inc C0 125581108 9085381.92 538872 USD 538872 Citigroup Inc. C0 172967101 142832387.1 4133668 USD 4126258 City National Corp. C0 178566105 4003593.1 91115 USD 91115 Clayton Williams Energy Inc. C0 969490101 11177496.76 1033996 USD 1017330 Clear Energy Inc. C0 184549103 1330454.73 710995 CAD 691929 Cleveland-Cliffs Inc C0 185896107 3474495 186300 USD 186300 Clorox Co. C0 189054109 13988909.79 297887 USD 297887 CNF Inc. C0 12612W104 7640392.2 250916 USD 250916 Coach Inc C0 189754104 4531219.28 115956 USD 115956 Coca Cola Co. C0 191216100 5664568.8 139935 USD 139935 Cognex Corporation C0 192422103 34626851 1635600 USD 1635600 Coherent Inc. C0 192479103 12181875 649700 USD 649700 Colgate-Palmolive Co. C0 194162103 648924.8 0 USD Comcast Corp-cl A CLA 20030N101 10578.3 370 USD 370 Comcast Corp. Cl. A Spl. CLA 20030N200 120866822.44 4381656 USD 4373096 Comerica Inc. C0 200340107 10050700.4 265330 USD 265330 Commscope Inc C0 203372107 9394500 1252600 USD 1252600 Community Health Systems Inc. C0 203668108 18181801.5 887350 USD 887350 Comstock Resources Inc. C0 205768203 6594290 652900 USD 627900 Conceptus Inc C0 206016107 169110 18790 USD 18790 ConocoPhillips C0 20825C104 374503.2 6987 USD 6987 Consol Energy Inc C0 20854P109 27147219 1642300 USD 1588000 Constellation Energy Group C0 210371100 9695794.5 349650 USD 349650 Cooper Industries Ltd C0 G24182100 10239842.5 286750 USD 286750 Cooper Tire & Rubr. Co. C0 216831107 13060100 1070500 USD 1070500 Core Laboratories N.V. NY Shares C0 N22717107 12083760 1161900 USD 1161900 Corn Products Intl Inc. C0 219023108 13323204 456900 USD 456900 Corporate Executive Board Co C0 21988R102 17706702 497100 USD 494200 Coventry Health Care C0 222862104 7589668.1 230689 USD 218389 Cox Communications Inc. Cl.A CLA 224044107 3437655 110500 USD 110500 Cox Radio Inc-cl A CLA 224051102 17914286 867100 USD 850000 Credence Systems Corp. C0 225302108 6678280 982100 USD 982100 Cree Inc C0 225447101 5927807.52 320076 USD 304776 Crescent Point Energy Ltd-a CLA 225907104 618147.8 169800 CAD 169800 Crystallex Intl Corp C0 22942F101 2012816 1935400 USD 1935400 Cummings Inc. C0 231021106 12007260 488100 USD 488100 Cuno Incorporated C0 126583103 2292596 68200 USD 63100 Cv Therapeutics Inc C0 126667104 10534117.65 584255 USD 584255 CVS Corp. C0 126650100 6229238.4 261184 USD 261184 Cymer Inc. C0 232572107 1950220.04 82412 USD 77012 Cypress Semiconductor Corp. C0 232806109 24134820 3497800 USD 3497800 Danaher Corp. C0 235851102 4096848 62300 USD 62300 Darden Restaurants Inc. C0 237194105 10180569 570340 USD 570340 Deep Marine Tech Promissory Note PP C0 243789ZZ0 1462000 1462000 USD 1462000 Deep Marine Technology Inc. PP C0 243789XY5 1427500 5710 USD 5710 Deere & Co. C0 244199105 42360244.42 1078967 USD 1076287 Del Monte Foods Co C0 24522P103 3102614 415900 USD 415900 Dell Computer Corp. C0 247025109 84463111.74 3078574 USD 3025174 Delphi Corp C0 247126105 10999339.35 1610445 USD 1610445 Denison International plc ADR ADR 248335101 1932190 115700 USD 115700 Dentsply International Inc. New C0 249030107 9838612 282800 USD 282800 Dillards Inc. C0 254067101 7261040 562000 USD 562000 Discovery Laboratories Inc C0 254668106 53285.6 30980 USD 30980 Discovery Laboratories Inc. PP C0 254668XX9 134892.72 87140 USD 87140 Disney (Walt) Co. C0 254687106 37142575.8 2182290 USD 2177660 Dj Orthopedics Inc C0 23325G104 1833790 469000 USD 469000 Dollar Thrifty Auto. Group Inc. C0 256743105 14796855 888700 USD 888700 Donnelley R R & Sons Co. C0 257867101 8060671.76 439993 USD 439993 Dov Pharmaceutical Inc C0 259858108 545904 89200 USD 89200 Dow Chemical Co. C0 260543103 7407763 268300 USD 268300 Drillers Tech Reg S 144A C0 26205QXY1 1459580.84 1300000 CAD 1300000 Drillers Technology C0 26205Q100 279790.42 249200 CAD 249200 Duane Reade Inc. C0 263578106 10292356 811700 USD 811700 Dycom Inds Inc. C0 267475101 9082136 879200 USD 879200 E.I. du Pont de Nemours and Co. C0 263534109 36582804 941400 USD 939200 Earthlink Inc C0 270321102 5831650 1014200 USD 1014200 Education Management Corp C0 28139T101 12591500.16 316608 USD 300508 EGL Inc. C0 268484102 66052700 4445000 USD 4445000 Electronic Arts Inc. C0 285512109 42885718.96 731339 USD 729509 Electronics For Imaging C0 286082102 26045283.6 1472400 USD 1472400 ElkCorp C0 287456107 22978600 1209400 USD 1209400 Embarcadero Technologies Inc C0 290787100 3474480.55 549690 USD 526190 EMC Corp. C0 268648102 3678616.77 499499 USD 499499 Emerson Electric Co. C0 291011104 43849867.35 966921 USD 964211 Entegris Inc C0 29362U104 4547736 456600 USD 456600 Entravision Communications C0 29382R107 6269940 1161100 USD 1136100 Esco Technologies Inc C0 296315104 5635040 171800 USD 161700 Esterline Technologies Corp C0 297425100 12165054 719400 USD 719400 Excel Technology Inc C0 30067T103 9878347 485900 USD 485900 Exelon Corp. C0 30161N101 1663530 33000 USD 33000 Expedia Inc -cl A CLA 302125109 58437275.4 1123890 USD 1118890 Expeditors Intl Wash Inc. C0 302130109 6283341 171580 USD 171580 Expressjet Holdings Inc C0 30218U108 2362420 288100 USD 288100 Exxon Mobil Corporation C0 30231G102 156335858.55 4473129 USD 4465779 Family Dollar Stores Inc. C0 307000109 8936672 289400 USD 289400 Fannie Mae C0 313586109 27665922.5 418270 USD 418270 Federal Home Loan Mtge. Corp. C0 313400301 38664552.6 728146 USD 726016 Federated Department Stores Inc. C0 31410H101 14541371.28 518964 USD 518964 Ferro Corp C0 315405100 11958652 559600 USD 559600 Fidelity National Financial Inc. C0 316326107 7937655.25 232435 USD 232435 Fifth Third Bancorp C0 316773100 984190.9 19600 USD 19600 First Data Corporation C0 319963104 13336775.56 360356 USD 360356 First Horizon Pharmaceutical C0 32051K106 105374.5 41650 USD 41650 First Niagara Financial Corp C0 33582V108 6941315.7 590700 USD 590700 FleetBoston Financial Corp. C0 339030108 4136732.4 173230 USD 173230 Flextronics Intl Ltd C0 Y2573F102 5282576 605800 USD 605800 Flowserve Corporation C0 34354P105 16666490 1430600 USD 1430600 Forest Laboratories Inc C0 345838106 11104381.47 202551 USD 202551 Fox Entertainment Group Inc. C0 35138T107 2112264 79200 USD 79200 FreedomPay Inc. PDF 356991950 35940.6 3594060 USD 3594060 Frontier Airlines Inc C0 359065109 10141285 2040500 USD 2040500 Frontline Ltd C0 G3682E127 7502425 697900 USD 674500 Fti Consulting Inc C0 302941109 5364616.74 116067 USD 110367 Furniture Brand Intl Inc C0 360921100 8719848 445800 USD 445800 GAP Inc. C0 364760108 58089149.37 4004213 USD 3997553 Gardner Denver Inc C0 365558105 966000 52500 USD 52500 Gatx Corp C0 361448103 13912384 960800 USD 960800 Gemini Energy Corporation C0 368654109 306205.77 500000 CAD 500000 General Electric Co. C0 369604103 236069259 9212343 USD 9196551 General Mills Inc. C0 370334104 6304120 138400 USD 138400 General Motors Corp Cl. H New C0 370442832 6758707.2 603456 USD 603456 General Motors Corp. C0 370442105 3792336 112800 USD 112800 Gentex Corp. C0 371901109 2414987 94900 USD 89700 Genzyme Corp. C0 372917104 9273244.5 254410 USD 254410 Gilead Sciences Inc C0 375558103 6175049.4 145660 USD 145660 Global Industries Ltd. C0 379336100 16258973 3489050 USD 3462050 GrafTech International Ltd C0 384313102 1096965 384900 USD 384900 Granite Construction Inc C0 387328107 15860140 1010200 USD 1010200 Grant Prideco Inc. C0 38821G101 3826167.66 317261 USD 303461 Graphic Packaging International Corp. C0 388690109 9498500 1727000 USD 1727000 Gray Television Inc C0 389375106 6426000 714000 USD 712700 Gulf Island Fabrication Inc C0 402307102 545035 30500 USD 30500 Hall Kinion & Associates Inc. C0 406069104 1000480 676000 USD 676000 Halliburton Hldg. Cos. C0 406216101 53925052.65 2591905 USD 2587935 Hanover Compressor Co. C0 410768105 22782500 3505000 USD 3470000 Harland John H. Co. C0 412693103 14838824 610400 USD 610400 Harleysville Group Inc. C0 412824104 3857270 154600 USD 154600 Harman International C0 413086109 7242239.07 123651 USD 116751 Harrahs Entertainment Inc. C0 413619107 7732977 216610 USD 216610 Hartford Finl. Services Group Inc. C0 416515104 7513593.9 212910 USD 212910 Harvest Natural Resources Inc C0 41754V103 2772630 570500 USD 570500 HCA Inc. C0 404119109 16500075.68 394398 USD 394398 Heico Corp C0 422806109 4295140 482600 USD 482600 Heidrick & Struggles Intl C0 422819102 21342840 1839900 USD 1839900 Helix Technology Corp.. C0 423319102 7642236 887600 USD 887600 Heritage Property Investment C0 42725M107 14877195 593900 USD 593900 Herly Industries C0 427398102 9401211 546900 USD 546900 Hewlett Packard Co. C0 428236103 49348438.15 3173533 USD 3166393 Hollinger International Inc. C0 435569108 15058980 1906200 USD 1906200 Hollywood Entertainment Corp C0 436141105 2248680 140500 USD 130500 Home Depot C0 437076102 49013343.12 2012042 USD 2007652 Honeywell International Inc. C0 438516106 5193150 243125 USD 243125 Hotels.com C0 44147T108 9552650.66 165627 USD 157227 Hub International Limited C0 44332P101 11758656 873600 USD 873600 Hudson River Bancorp C0 444128102 4270051.68 185816 USD 170616 Hunt (J.B.) Transportation Services C0 445658107 1784796 66300 USD 61600 Hurricane Hydrocarbons-cl A CLA 44779E106 18896978.78 1851400 CAD 1777900 Hutchinson Tech C0 448407106 18241802.64 737937 USD 737937 Hydril Company C0 448774109 9771090 391000 USD 391000 ICG Holdings Inc PIK PDF 449247204 124.25 12425 USD 12425 IKS Corp. C0 44963T109 302180 30218 USD 30218 Imc Global Inc C0 449669100 16209700 1685000 USD 1685000 Impact Energy Inc C0 45254X105 462710.95 500000 CAD 500000 Independent Bank Corp/ma C0 453836108 1942971 97100 USD 90300 Indevus Pharmaceuticals Inc C0 454072109 419328 174720 USD 174720 Inet Technologies Inc. C0 45662V105 11269590 1910100 USD 1910100 Inst Large Cap Growth Fund MF 85751P874 12665316.6 2677656.79 USD 677656.79 Integrated Circuit Systems C0 45811K208 3209430 147900 USD 139500 Integrated Electrical Svcs C0 45811E103 9525943 2230900 USD 2230900 Intel Corp. C0 458140100 133089634.92 8127059 USD 8114529 InterMune Inc. C0 45884X103 11703580.5 545650 USD 545650 International Game Technology C0 459902102 80210075.4 975206 USD 968256 International Paper Co. C0 460146103 84422936 2497720 USD 2492210 Interoil Corporation C0 460951106 2068869 216900 USD 216900 Interstate Bakeries C0 46072H108 11930100 1136200 USD 1136200 Intl. Business Machines Corp. C0 459200101 102552244.52 1301794 USD 1261894 Investment Technology Group C0 46145F105 1225169 87700 USD 87700 Investors Financial Svcs Cp C0 461915100 14276241 586300 USD 586300 Invivo Corp. C0 461858102 1908264.58 141773 USD 141773 Iona Technologies Plc-adr ADR 46206P109 2976272 1430900 USD 1430900 Ishares Russell Midcap Growth MF 464287481 10227906 196200 USD 196200 Ivax Corp C0 465823102 169417.5 13830 USD 13830 J. Jill Group Inc C0 466189107 2096120 180700 USD 180700 J.P. Morgan Chase & Co. C0 46625H100 8623753.78 363718 USD 363718 Jabil Circut Inc. C0 466313103 3652250 208700 USD 172000 Janus Capital Group Inc. C0 47102X105 9098582.58 798822 USD 798822 Jds Uniphase Corp C0 46612J101 7200690.3 2508558 USD 2508558 Jetblue Airways Corp C0 477143101 2122586 76600 USD 72400 JLG Industries Inc. C0 466210101 6616496 1401800 USD 1401800 Johnson & Johnson C0 478160104 128472094.44 2208502 USD 2205162 Jones Apparel Group Inc. C0 480074103 2308508.8 84160 USD 84160 Journal Register Co. C0 481138105 20434666 1339100 USD 1339100 Joy Global Inc C0 481165108 9759996 901200 USD 901200 K2 Inc. C0 482732104 5433336 703800 USD 703800 Kadant Inc C0 48282T104 27307379 1666100 USD 1666100 Kellwood Co. C0 488044108 11298176 390400 USD 390400 Kemet Corp C0 488360108 25941240 3325800 USD 3325800 Key Energy Group Inc C0 492914106 3965472 393400 USD 378800 KeyCorp C0 493267108 9287297.76 411671 USD 411671 Kfx Inc C0 48245L107 4267000 1700000 USD 1643100 Kick Energy Corp C0 49374P109 321516.06 350000 CAD 175000 Kick Energy Corp. PP C0 49374PXX2 1102340.78 1200000 CAD 1200000 Kimberly-Clark Corp. C0 494368103 6295300.8 138480 USD 138480 Kirby Corp C0 497266106 8022060 326100 USD 326100 Kirklands Inc C0 497498105 1242500 99400 USD 92300 Kohls Corp C0 500255104 55395327.96 974292 USD 972672 Kraft Foods Inc - Cl A CLA 50075N104 0 0 USD 0 Kroger Co. C0 501044101 5441601.5 413810 USD 413810 KROLL INC C0 501049100 2340113 109300 USD 103100 Kronos Inc C0 501052104 8405480.7 239814 USD 227514 Laboratory Corp. America Holdings C0 50540R409 176121 5940 USD 5940 Ladish Co. Inc. C0 505754200 6400555.15 1438327 USD 1438327 Lam Research Corp C0 512807108 13424681.25 1178741 USD 1153141 Lamar Advertising Co. Cl A CLA 512815101 4103107 139800 USD 139800 Lance Inc C0 514606102 3445174 428500 USD 428500 Lecroy Corp C0 52324W109 10021726 1029000 USD 1029000 Lehman Brothers C0 524908100 78762048.75 1363845 USD 1361445 Lendingtree Inc C0 52602q105 10382192.16 889648 USD 835748 Lesco Inc C0 526872106 1467501 140700 USD 140700 Liberty Media Corp. 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