13F-HR 1 ssr13f2ndqtr03.txt Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June, 30 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____ August, 15 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: 723 Form 13F Information Table Value Total ($000): 13,739,725 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority AAR Corp. C0 000361105 20497298 2903300 USD 2903300 Abbott Laboratories C0 002824100 26286150.64 600689 USD 599169 Ace Limited C0 G0070K103 72148423.14 2104066 USD 2099046 Actel Corp C0 004934105 4560528 221600 USD 221600 ACUITY BRANDS INC C0 00508Y102 11519780 634000 USD 634000 Adobe Systems Inc. C0 00724F101 9781350 305000 USD 305000 Adolor Corporation C0 00724X102 435953.1 35530 USD 35530 Adolph Coors Company C0 217016104 14527468 296600 USD 296600 Adtran Inc C0 00738A106 18177528 351350 USD 351350 Advance PCS C0 00790K109 5141606.5 134450 USD 128550 Advanced Fibre Comm Inc. C0 00754A105 2472724.88 151326 USD 142726 Advanced Micro Devices Inc. C0 007903107 2968970.98 463178 USD 442578 Aeroflex Inc. C0 007768104 12801444.48 1662011 USD 1603611 AETNA Inc. C0 00817Y108 6623204 110020 USD 110020 Affiliated Computer Svcs-a CLA 008190100 17413984 380800 USD 380800 Affiliated Managers Group C0 008252108 8641247.2 141776 USD 136676 Agco Corp. C0 001084102 17711960 1037000 USD 1037000 Agilent Technologies Inc C0 00846U101 42327001.2 2165064 USD 2159154 Agrium Inc. C0 008916108 61925629.74 5691910 CAD 5691910 Air Products & Chemicals Inc. C0 009158106 12973708.8 306238 USD 306238 AK Steel Holding Corp. C0 001547108 7121408.8 1967240 USD 1967240 Alaska Air Group inc. C0 011659109 20619885 961300 USD 961300 Alcoa Inc. C0 013817101 6455452.5 253155 USD 253155 Alkermes Inc. C0 01642T108 2935869.84 274982 USD 264082 Allegheny Technologies Inc. C0 01741R102 20452014 3098790 USD 3098790 Allergan Inc. C0 018490102 32999802.3 425513 USD 425513 Alliance Gaming Corp. C0 01859P609 12616695.27 667197 USD 638397 Alltel Corp C0 020039103 1899385.8 39390 USD 39390 Altana Ag-adr ADR 02143N103 9784902 155121 USD 155121 Altera Corp. C0 021441100 10402700 634300 USD 634300 Altria Group Inc. C0 02209S103 52177388.8 1148270 USD 1145770 AMBAC Inc. C0 023139108 9702975 146460 USD 146460 Amdocs Ltd C0 G02602103 42242160 1751690 USD 1749890 American Axle & Manufacturing Hld. C0 024061103 19129560 800400 USD 800400 American Capital Strategies C0 024937104 22001552 882000 USD 882000 American Eagle Outfitters Inc New C0 02553E106 11415629 629200 USD 629200 American Express C0 025816109 116352170.99 2772939 USD 2768079 American International Group Inc. C0 026874107 109226271.72 1973514 USD 1969564 American Medical Sys Hldgs C0 02744M108 15616015.7 924953 USD 901553 American Standard Companies C0 029712106 5190033.86 70202 USD 70202 American Tower Corp. C0 029912201 14180355 1602300 USD 1602300 Amerus Group Co. C0 03072M108 16835068 597200 USD 597200 Amgen C0 031162100 77111704.34 1156886 USD 1154766 Anacomp Inc.- Cl B CLB 03237E207 0.01 1 USD 1 Anadarko Petroleum Corp. C0 032511107 4921050.2 110660 USD 110660 Anaren Inc C0 032744104 13740685.12 1463281 USD 1454481 Andrew Corp. C0 034425108 16079524 1746000 USD 1746000 Anheuser-Busch Inc. C0 035229103 11496460 225200 USD 225200 Anixter Intl. Inc. C0 035290105 11593164 494800 USD 494800 Anntaylor Stores Corp C0 036115103 5603446.2 193556 USD 186256 Anthem Inc C0 03674B104 103099788.25 1331615 USD 1329405 Anthracite Capital Inc. C0 037023108 7597619.1 629985 USD 629985 AOL Time Warner Inc. C0 00184A105 51936251.31 3227859 USD 3219159 Apache Corp. C0 037411105 16087386.2 245170 USD 245170 Apogee Enterprises Inc. C0 037598109 5165706 573300 USD 573300 Apollo Group Inc. C0 037604105 9245078 146730 USD 146730 Applera Corp. - Applied Biosystem C0 038020103 2414526.4 126880 USD 126880 Applied Films Corp C0 038197109 14094352.48 544668 USD 537368 Applied Materials Inc. C0 038222105 6913586.8 427870 USD 427870 Aradigm Corp. C0 038505103 1795680 997600 USD 997600 Aradigm Corp. PP C0 038505XX6 203923.6 126582 USD 126582 Arch Coal Inc. C0 039380100 29260434 1273300 USD 1241100 Argosy Gaming Co. C0 040228108 49481424 2366400 USD 2366400 Arthrocare Corp C0 043136100 8943491 534700 USD 534700 Artisan Components Inc C0 042923102 4578123.7 203306 USD 195106 Ashanti Goldfields Co. Ltd Sp ADR ADR 043743202 4651292 583600 USD 583600 Ask Jeeves Inc C0 045174109 1799371.05 131477 USD 124077 Asm International N C0 N07045102 3560398.45 239435 USD 239435 Aspect Medical Systems Inc C0 045235108 1014462.18 137461 USD 137461 AstraZeneca PLC - Spons ADR ADR 046353108 58072624.92 1415796 USD 1413496 AT&T Wireless Services C0 00209A106 32890343.72 4006132 USD 3995332 Ati Technologies Inc C0 001941103 9088200 891000 USD 891000 ATMI Inc. C0 00207R101 35763632.35 1432493 USD 1417793 ATP Oil & Gas Corp. PIPE P.P. C0 00208JXX8 2835000 500000 USD 500000 Atrix Labs Inc C0 04962L101 2907901.23 132289 USD 127289 Atwood Oceanics Inc. C0 050095108 409965 15100 USD 6800 Aurora Foods Inc C0 05164B106 4765.95 13617 USD 13617 Autobytel Inc/Pvt Plc C0 05275NXX9 2562660 460000 USD 460000 Autobytel.Com Inc C0 05275N106 2745943.05 457465 USD 423565 Autodesk Inc. C0 052769106 7248729.6 448560 USD 433460 Aventis spon Adr ADR 053561106 187621 3430 USD 3430 Avery Dennison Corp. C0 053611109 3443218 68590 USD 68590 Avnet Inc. C0 053807103 9068736 715200 USD 715200 Avon Products Inc. C0 054303102 51272517.4 817147 USD 816087 AVX Corp. C0 002444107 9145878 832200 USD 832200 Axonyx Inc C0 05461R101 780595.2 322560 USD 322560 Badger Daylighting Inc. C0 056904105 713079.88 1086245 CAD 1061245 Bank of America Corp. C0 060505104 81043684.4 1025480 USD 1023050 Bank of New York Co. Inc. C0 064057102 33064455 1150068 USD 1147708 Bank One Corp. C0 06423A103 1226568.2 32990 USD 32990 Barnes & Noble Inc C0 067774109 12101250 525000 USD 525000 Barnes Group Inc C0 067806109 1331712 61200 USD 61200 Bausch and Lomb C0 071707103 9149250 243980 USD 243980 Baxter International Inc. C0 071813109 3965936 152536 USD 152536 Baytex Energy Ltd Cl A CLA 07317G107 45135728.97 5391433 CAD 5266433 Bea Systems Inc C0 073325102 11393484 1049100 USD 1049100 Becton Dickinson & Co. C0 075887109 26933811.45 693277 USD 691377 Bed Bath & Beyond Inc. C0 075896100 15780852.42 406611 USD 406611 BEI Technologies Inc. C0 05538P104 17551992 1462900 USD 1462900 Belden Inc. C0 077459105 8803060 554000 USD 554000 Bellsouth Corp. C0 079860102 8933166.65 335455 USD 335455 Benchmark Electronics Inc. C0 08160H101 27493288 893800 USD 893800 Berkshire Hathaway Inc C0 084670207 8959410 3687 USD 3687 Best Buy Company Inc C0 086516101 22329015.84 503602 USD 503602 Biogen Inc. C0 090597105 1227732.3 32325 USD 32325 Biomarin Pharmaceutical Inc C0 09061G101 317248.8 32505 USD 32505 BioVail Corp. International C0 09067J109 5640575.33 121500 CAD 121500 BJ Services Company C0 055482103 24471808.72 650727 USD 625727 BMC Software Inc. C0 055921100 28057912.06 1718182 USD 1714812 Boeing Co. C0 097023105 50051189.76 1458368 USD 1455138 BorgWarner Automotive Inc. C0 099724106 20129186 312565 USD 312565 Boston Properties Inc. C0 101121101 12040094.4 274888 USD 274888 Bowater Inc. C0 102183100 4827080.3 128894 USD 128894 Bowne & Co. Inc. C0 103043105 6731298 516600 USD 516600 Boyd Gaming Corporation C0 103304101 5309193.26 307601 USD 297201 BP Plc Sponsored ADR ADR 055622104 78113751.32 1858966 USD 1855066 Brigham Exploration Company C0 109178103 6135884.36 1219930 USD 1213230 Brinker Intl Inc. C0 109641100 15701118 435900 USD 435900 Bristol-Myers Squibb Company C0 110122108 3932541.75 144845 USD 144845 Broadcom Corp-cl A CLA 111320107 31446608.19 1252309 USD 1240709 Brooklyn Energy Corp. PP Reg S/144A C0 114034XX4 5376898.39 4655000 CAD 4655000 Brooks Automation Inc. C0 114340102 18805122 1658300 USD 1658300 Brookstone Inc C0 114537103 7704565 380500 USD 380500 Brown Tom Inc. Common New C0 115660201 14353535 516500 USD 492000 Bunge Limited C0 G16962105 14771900 516500 USD 516500 Burlington Northern Santa Fe Corp. C0 12189T104 3089664.72 108638 USD 108638 Burlington Resources Inc. C0 122014103 116957086.76 2159568 USD 2155118 Cabot Microelectronics Corp C0 12709P103 7380983.5 146250 USD 146250 Cabot Oil & Gas Corp. C0 127097103 44667458 1617800 USD 1591500 Cal Dive International Inc C0 127914109 8634414 396300 USD 378300 Callaway Golf Co. C0 131193104 17254744 1305200 USD 1305200 Callon Petroleum Co. C0 13123X102 4753312 667600 USD 641400 Cambrex Corp. C0 132011107 7074046 307300 USD 307300 Canadian Natural Resources Ltd. C0 136385101 3198159.69 80668 CAD 76659 Capital One Financial Corp. C0 14040H105 15966287 321550 USD 321550 Capstone Turbine Corp C0 14067D102 947500 850000 USD 800000 Caraustar Industries Inc C0 140909102 6121242 764200 USD 764200 Career Education Corp. C0 141665109 22221537.1 323797 USD 315897 Caremark Rx Inc. C0 141705103 138856510.8 5401245 USD 5358275 Carmax Inc. C0 143130102 18710758.35 620589 USD 620589 Carnival Corp C0 143658300 8013975.08 246508 USD 246508 Carreker Corporation C0 144433109 7627044 1669800 USD 1669800 Case Resources Inc C0 14745A108 2679204.86 4127650 CAD 4127650 Caterpillar Inc. C0 149123101 6501088 116800 USD 116800 Cavell Energy Corporation C0 149600108 2264643.19 1158600 CAD 1118800 CCR Technologies Ltd. C0 125001107 10373.5 50000 USD 50000 CDW Corp C0 12512N105 13089667 285800 USD 285800 Cellegy Pharmaceuticals Inc. C0 15115L103 255775.5 50850 USD 50850 Cendant Corp. C0 151313103 28218845.6 1540330 USD 1539033 Central Rents Inc. 144A C0 154900104 121000 5500 USD 5500 Cequel Energy Inc C0 15670Q109 2233745.14 452000 CAD 440200 Chaney Eq Inv Fd II MF 160990982 535327.65 907335 USD 907335 Chaney Eq Inv Fd III MF 160990974 1971267.75 2898923.16 USD 898923.16 Charter One Financial Inc C0 160903100 9840127.38 315591 USD 315591 Cheesecake Factory C0 163072101 9935558.68 277052 USD 266452 Chesapeake Energy Corp. C0 165167107 7221500 715000 USD 690600 ChevronTexaco Corporation C0 166764100 6705502.8 92874 USD 92874 Chicago Mercantile Exchange C0 167760107 7694115 110500 USD 110500 Chicos Fas Inc C0 168615102 12994165 617300 USD 617300 Chippac Inc C0 169657103 9545740 1245200 USD 1245200 Choicepoint Inc C0 170388102 12063531.8 349465 USD 349465 Ciber Inc C0 17163B102 16612830 2366500 USD 2366500 Ciena Corp. C0 171779101 10646903 2051500 USD 2051500 Cigna Corp. C0 125509109 4977517.6 106040 USD 106040 Cisco Systems Inc. C0 17275R102 124245623.2 7384120 USD 7235370 Cit Group Inc C0 125581108 11261599 456860 USD 456860 Citigroup Inc. C0 172967101 171860318.4 4003018 USD 3995408 City National Corp. C0 178566105 8871450.4 199090 USD 199090 Clayton Williams Energy Inc. C0 969490101 19087566.16 1033996 USD 1017330 Clear Energy Inc. C0 184549103 794383.18 358995 CAD 355529 Cleveland-Cliffs Inc C0 185896107 3362940 188400 USD 188400 Clorox Co. C0 189054109 43239934.8 1008732 USD 1007132 CNF Inc. C0 12612W104 7809984.36 307722 USD 307722 Coach Inc C0 189754104 5606493.84 110456 USD 110456 Coca Cola Co. C0 191216100 96599119.89 2069629 USD 2066029 Cognex Corporation C0 192422103 15145699 677700 USD 677700 Coherent Inc. C0 192479103 13464946 562000 USD 562000 Colgate-Palmolive Co. C0 194162103 690764 0 USD Comcast Corp-cl A CLA 20030N101 11166.6 370 USD 370 Comcast Corp. Cl. A Spl. CLA 20030N200 115945768.94 4003046 USD 3994386 Comerica Inc. C0 200340107 10039815 215910 USD 215910 Commscope Inc C0 203372107 12047900 1268200 USD 1268200 Community Health Systems Inc. C0 203668108 17104443 886700 USD 886700 Comstock Resources Inc. C0 205768203 7076664 517300 USD 499500 Conceptus Inc C0 206016107 495543.5 35270 USD 35270 ConocoPhillips C0 20825C104 388367.6 7087 USD 7087 Consol Energy Inc C0 20854P109 39924618 1755700 USD 1701400 Constellation Energy Group C0 210371100 11580571.8 337626 USD 337626 Cooper Industries Ltd C0 G24182100 8749818 211860 USD 211860 Cooper Tire & Rubr. Co. C0 216831107 19577670 1113000 USD 1113000 Core Laboratories N.V. NY Shares C0 N22717107 12749400 1180500 USD 1180500 Corn Products Intl Inc. C0 219023108 14021007 466900 USD 466900 Corporate Executive Board Co C0 21988R102 17914166 442000 USD 442000 Coventry Health Care C0 222862104 13831059.28 299633 USD 288033 Cox Communications Inc. Cl.A CLA 224044107 3354923 105170 USD 105170 Cox Radio Inc-cl A CLA 224051102 13833599.78 598598 USD 591098 Cree Inc C0 225447101 4131156.25 254009 USD 245709 Crescent Point Energy Ltd-a CLA 225907104 776514.85 169800 CAD 169800 Crystallex Intl Corp C0 22942F101 2690206 1935400 USD 1935400 Cummings Inc. C0 231021106 12328215 343500 USD 343500 Cuno Incorporated C0 126583103 3515246.55 97155 USD 92355 Cv Therapeutics Inc C0 126667104 23627203.2 795930 USD 784830 CVS Corp. C0 126650100 5840414.89 208363 USD 208363 Cyberonics C0 23251P102 3848803.24 178704 USD 172604 Cypress Bioscience Inc C0 232674507 545839.8 126060 USD 126060 Cypress Semiconductor Corp. C0 232806109 47898156 3991513 USD 3991513 Cytyc Corporation C0 232946103 6445788 612600 USD 612600 Darden Restaurants Inc. C0 237194105 7240870 381500 USD 381500 Deep Marine Tech Promissory Note PP C0 243789ZZ0 1520480 1462000 USD 1462000 Deep Marine Technology Inc. PP C0 243789XY5 1427500 5710 USD 5710 Deere & Co. C0 244199105 32429039.9 709607 USD 707727 Dell Inc C0 24702R101 101588407.8 3167824 USD 3118624 Delphi Corp C0 247126105 9375114.2 1086340 USD 1086340 Denison International plc ADR ADR 248335101 2244550 116600 USD 116600 Dentsply International Inc. New C0 249030107 11566682 282800 USD 282800 Devon Energy Corp C0 25179M103 104301200.4 1950548 USD 1926403 Dial Corp. NEW C0 25247D101 1191507 61260 USD 61260 Dillards Inc. C0 254067101 10386717 771100 USD 771100 Discovery Laboratories Inc C0 254668106 433434 68150 USD 68150 Discovery Laboratories Inc. PP C0 254668XX9 503494.92 87140 USD 87140 Disney (Walt) Co. C0 254687106 79864536.5 4024774 USD 4017444 Dj Orthopedics Inc C0 23325G104 5140240 469000 USD 469000 Dollar Thrifty Auto. Group Inc. C0 256743105 18051005 973100 USD 973100 Donnelley R R & Sons Co. C0 257867101 10073049 385350 USD 385350 Dov Pharmaceutical Inc C0 259858108 1572165 136710 USD 136710 Dow Chemical Co. C0 260543103 8337218.4 269290 USD 269290 Drillers Tech Reg S 144A C0 26205QXY1 1342430.39 1300000 CAD 1300000 Drillers Technology C0 26205Q100 257333.58 249200 CAD 249200 Duane Reade Inc. C0 263578106 18436025 1249900 USD 1249900 Dycom Inds Inc. C0 267475101 12803650 785500 USD 785500 E.I. du Pont de Nemours and Co. C0 263534109 39079972.8 938520 USD 936220 Earthlink Inc C0 270321102 8338410 1056000 USD 1056000 East West Bancorp Inc C0 27579R104 4442695.37 122949 USD 118549 eBay Inc. C0 278642103 10699688 100820 USD 100820 Education Management Corp C0 28139T101 3606535.2 67930 USD 65630 EGL Inc. C0 268484102 37699040 2480200 USD 2480200 Electronics For Imaging C0 286082102 30222119 1490000 USD 1490000 ElkCorp C0 287456107 27706500 1231400 USD 1231400 Embarcadero Technologies Inc C0 290787100 5105934.08 726977 USD 702877 EMC Corp. C0 268648102 20796759.93 1950719 USD 1892119 Endev Energy Inc. C0 29258V109 3255963.14 2299100 CAD 2227000 Energy Partners Ltd C0 29270U105 14857469.55 1286361 USD 1261861 Entravision Communications C0 29382R107 17723547.1 1561546 USD 1531046 Esco Technologies Inc C0 296315104 14170640 322060 USD 308660 Esprit Exploration Ltd C0 29666K109 19981737.05 11287600 CAD 11037300 Esterline Technologies Corp C0 297425100 12721487 730700 USD 730700 Excel Technology Inc C0 30067T103 10974381 480700 USD 480700 Exelon Corp. C0 30161N101 1889397.9 31590 USD 31590 Expedia Inc -cl A CLA 302125109 75273433.2 976880 USD 976880 Expeditors Intl Wash Inc. C0 302130109 25560213.6 733860 USD 733260 Exxon Mobil Corporation C0 30231G102 160672113 4474300 USD 4466750 Family Dollar Stores Inc. C0 307000109 9667210 253400 USD 253400 Fannie Mae C0 313586109 21267878.4 312680 USD 312680 Federal Home Loan Mtge. Corp. C0 313400301 22082919.2 434960 USD 433830 Federal Signal Corp. C0 313855108 10489290 597000 USD 597000 Federated Department Stores Inc. 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