-----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, LfWoC7VXzftDlPci/+SruBsLZDY7aGQGHH4QdpUcXFmYbfGw1qGsier+pbmYYTiR qW5MBZZszl1WKXLXKzHnCQ== 0000924355-03-000242.txt : 20031114 0000924355-03-000242.hdr.sgml : 20031114 20031114140817 ACCESSION NUMBER: 0000924355-03-000242 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031114 EFFECTIVENESS DATE: 20031114 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: 031002982 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 ssr13f3rdqtr03.txt THIRD QUARTER 2003 13F FILING Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year for Quarter Ended: September, 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____ November, 14 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: 746 Form 13F Information Table Value Total ($000): 14,229,509 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority AAR Corp. C0 000361105 23519452 2932600 USD 2932600 Abbott Laboratories C0 002824100 45356555.45 1065959 USD 1065959 Accenture Ltd C0 G1150G111 21111300 945000 USD 945000 Ace Limited C0 G0070K103 8495704.84 256823 USD 256823 Actel Corp C0 004934105 5031303 209900 USD 209900 ACUITY BRANDS INC C0 00508Y102 11294724 625400 USD 625400 Adobe Systems Inc. C0 00724F101 17059016 434500 USD 434500 Adolor Corporation C0 00724X102 651975.5 35530 USD 35530 Adtran Inc C0 00738A106 13753550 224800 USD 224800 Advanced Fibre C0 Inc. C0 00754A105 6936426 330800 USD 330800 Advisory Board Co/the C0 00762W107 5140985.85 113113 USD 107713 Aeroflex Inc. C0 007768104 14888298.4 1688543 USD 1630643 AETNA Inc. C0 00817Y108 11212431.6 183720 USD 183720 Affiliated Computer Svcs-a CLA 008190100 18546021 380900 USD 380900 Affiliated Managers Group C0 008252108 7653122 121865 USD 117265 Aflac Inc. C0 001055102 1197038 37060 USD 37060 Agco Corp. C0 001084102 29800615.26 1738659 USD 1738659 Agilent Technologies Inc C0 00846U101 37567410.54 1699114 USD 1699114 Agrium Inc. C0 008916108 68205902.05 5364710 CAD 5364710 Air Products & Chemicals Inc. C0 009158106 13703995.8 298228 USD 298228 AK Steel Holding Corp. C0 001547108 2371400 1185700 USD 1185700 Alaska Air Group inc. C0 011659109 26378924 948200 USD 948200 Alcoa Inc. C0 013817101 5506287.6 210485 USD 210485 Alexion Pharmaceuticals Inc C0 015351109 686470.6 41180 USD 41180 Alkermes Inc. C0 01642T108 6015451.68 438444 USD 424144 Allegheny Technologies Inc. C0 01741R102 13697098 2091160 USD 2091160 Allergan Inc. C0 018490102 27902935.49 351913 USD 351913 Alliance Gaming Corp. C0 01859P609 20810159.76 1026142 USD 987442 Alltel Corp C0 020039103 1748408.2 37730 USD 37730 Altana Ag-adr ADR 02143N103 4914748.85 76921 USD 76921 Altera Corp. C0 021441100 11992236 634500 USD 634500 Altria Group Inc. C0 02209S103 92616852 2114540 USD 2114540 AMBAC Inc. C0 023139108 9464192 147878 USD 147878 Amdocs Ltd C0 G02602103 20904472 1111940 USD 1111940 American Axle & Manufacturing Hld. C0 024061103 18484542 624900 USD 624900 American Capital Strategies C0 024937104 21628200 870000 USD 870000 American Eagle Outfitters Inc New C0 02553E106 9225687 620700 USD 620700 American Express C0 025816109 123225536.94 2724759 USD 2724759 American International Group Inc. C0 026874107 147009560.2 2541886 USD 2541886 American Medical Sys Hldgs C0 02744M108 18478055 849825 USD 831925 American Standard Companies C0 029712106 5971303 70876 USD 70876 American Tower Corp. C0 029912201 24707058.95 2434193 USD 2412393 Amerus Group Co. C0 03072M108 20019200 588800 USD 588800 Amgen C0 031162100 80243202.97 1234706 USD 1234706 Amphenol Corp. Cl A CLA 032095101 6511455 125100 USD 125100 Anacomp Inc.- Cl B CLB 03237E207 0.01 1 USD 1 Anadarko Petroleum Corp. C0 032511107 4483771.2 107370 USD 107370 Anaren Inc C0 032744104 18873084.7 1478910 USD 1469810 Anchor Glass Container Corp. C0 03304B300 6424371.32 394037 USD 394037 Andrew Corp. C0 034425108 28897711 2354000 USD 2354000 Anheuser-Busch Inc. C0 035229103 11111368 225200 USD 225200 Anixter Intl. Inc. C0 035290105 11109483 487900 USD 487900 Anthem Inc C0 03674B104 20832996.45 288425 USD 288425 Anthracite Capital Inc. C0 037023108 6079355.25 629985 USD 629985 Apache Corp. C0 037411105 11120749.2 157180 USD 157180 Apogee Enterprises Inc. C0 037598109 8495402.16 823088 USD 823088 Apollo Group Inc. C0 037604105 12322518.6 182920 USD 182920 Applera Corp. - Applied Biosystem C0 038020103 2830692.8 126880 USD 126880 Applied Films Corp C0 038197109 12340923 415100 USD 415100 Applied Materials Inc. C0 038222105 17591690.9 950830 USD 950830 Arch Coal Inc. C0 039380100 29032912 1307200 USD 1275000 Argosy Gaming Co. C0 040228108 53672680 2199700 USD 2199700 Arthrocare Corp C0 043136100 9414238 528400 USD 528400 Artisan Components Inc C0 042923102 5160942.8 307126 USD 294626 Ask Jeeves Inc C0 045174109 3808028.53 218927 USD 211327 Asm International N C0 N07045102 5387011.32 365484 USD 365484 Aspect Medical Systems Inc C0 045235108 1012324.17 98571 USD 98571 AstraZeneca PLC - Spons ADR ADR 046353108 3303043.8 76107 USD 76107 AT&T Wireless Services C0 00209A106 39546798.96 4834572 USD 4834572 Ati Technologies Inc C0 001941103 7417575 499500 USD 499500 ATMI Inc. C0 00207R101 32936713.1 1302466 USD 1287366 ATP Oil & Gas Corp. PIPE P.P. C0 00208JXX8 2865000 500000 USD 500000 Atrix Labs Inc C0 04962L101 3814426.45 185204 USD 178604 Atwood Oceanics Inc. C0 050095108 2962765 123500 USD 115200 August Technology Corp C0 05106U105 3316154.24 232876 USD 224576 Aurora Foods Inc C0 05164B106 1429.79 13617 USD 13617 Autobytel Inc/Pvt Plc ADR 05275NXX9 4379200 460000 USD 460000 Autobytel.Com Inc C0 05275N106 11012507.52 1156776 USD 1096576 Autodesk Inc. C0 052769106 9034743.62 530831 USD 515331 Aventis spon Adr ADR 053561106 179389 3430 USD 3430 Avery Dennison Corp. C0 053611109 10837247.28 214514 USD 214514 Avnet Inc. C0 053807103 11648252 705100 USD 705100 Avocent Corporation C0 053893103 10793265.99 356331 USD 344631 Avon Products Inc. C0 054303102 25615277.52 389597 USD 389597 AVX Corp. C0 002444107 11240859 821100 USD 821100 Axcelis Technologies Inc C0 054540109 10426433.8 1258326 USD 1219326 Axis Capital holdings Limited C0 G0692U109 11228897.2 450056 USD 450056 Axonyx Inc C0 05461R101 667042.5 147250 USD 147250 Badger Daylighting Inc. C0 056904105 1143623.84 930400 CAD 905400 Bank of America Corp. C0 060505104 95696471.96 1226249 USD 1226249 Bank of New York Co. Inc. C0 064057102 7773039.53 267023 USD 267023 Bank One Corp. C0 06423A103 1218248 31520 USD 31520 Barnes & Noble Inc C0 067774109 13152216 517600 USD 517600 Barnes Group Inc C0 067806109 1588752 61200 USD 61200 Bausch and Lomb C0 071707103 7719318.45 174843 USD 174843 Baxter International Inc. C0 071813109 42945914.16 1477836 USD 1477836 Baytex Energy Trust C0 073176109 37937625.7 5393133 CAD 5254233 Bea Systems Inc C0 073325102 15702229 1303100 USD 1303100 Becton Dickinson & Co. C0 075887109 52799854.8 1461790 USD 1461790 Bed Bath & Beyond Inc. C0 075896100 50107989.07 1305311 USD 1305311 BEI Technologies Inc. C0 05538P104 20601360 1320600 USD 1320600 Belden Inc. C0 077459105 9543861 546300 USD 546300 Bellsouth Corp. C0 079860102 7675516.8 324135 USD 324135 Benchmark Electronics Inc. C0 08160H101 29893344 707200 USD 707200 Berkshire Hathaway Inc C0 084670207 9202752 3687 USD 3687 Best Buy Company Inc C0 086516101 22525050.24 468612 USD 468612 Biogen Inc. C0 090597105 10062630.55 263275 USD 263275 Biomarin Pharmaceutical Inc C0 09061G101 499317.1 65185 USD 65185 BioVail Corp. International C0 09067J109 4520825.62 121500 CAD 121500 BJ Services Company C0 055482103 20804301.99 604547 USD 579547 Block H & R Inc. C0 093671105 7407992 171680 USD 171680 Boeing Co. C0 097023105 9318466.54 271438 USD 271438 BorgWarner Automotive Inc. C0 099724106 18194995.25 268165 USD 268165 Boston Properties Inc. C0 101121101 12065185.44 277552 USD 277552 Bowater Inc. C0 102183100 6241704 148400 USD 148400 Bowne & Co. Inc. C0 103043105 7599085 508300 USD 508300 Boyd Gaming Corporation C0 103304101 18487657.86 1211511 USD 1193911 BP Plc Sponsored ADR ADR 055622104 14569378.6 346066 USD 346066 Brigham Exploration Company C0 109178103 8635524 1269930 USD 1263230 Brinker Intl Inc. C0 109641100 6144912 184200 USD 184200 Bristol-Myers Squibb Company C0 110122108 3937321.72 153442 USD 153442 Broadcom Corp-cl A CLA 111320107 44548649.8 1663390 USD 1663390 Brooklyn Energy Corp. PP Reg S/144A 144A 114034XX4 7927804.52 4655000 CAD 4655000 Brooks Automation Inc. C0 114340102 40242260.3 1925467 USD 1911667 Brookstone Inc C0 114537103 11293504.5 569550 USD 569550 Brown Tom Inc. Common New C0 115660201 13274050 516500 USD 492000 Bunge Limited C0 G16962105 10909250 396700 USD 396700 Burlington Northern Santa Fe Corp. C0 12189T104 3044283.76 105448 USD 105448 Burlington Resources Inc. C0 122014103 112905511.6 2338138 USD 2338138 C&D Tech Inc C0 124661109 2556092 135100 USD 135100 Cabot Oil & Gas Corp. C0 127097103 39020800 1500800 USD 1474500 Cache Inc C0 127150308 2583823.2 126658 USD 122558 Cal Dive International Inc C0 127914109 7721313 396300 USD 378300 Callaway Golf Co. C0 131193104 18366917 1287100 USD 1287100 Callon Petroleum Co. C0 13123X102 4986972 667600 USD 641400 Cambrex Corp. C0 132011107 13077470 576100 USD 576100 Canadian Natural Resources Ltd. C0 136385101 246.98 6 CAD 6 Capital One Financial Corp. C0 14040H105 11487228.56 198289 USD 198289 Capitalsource Inc C0 14055X102 4949962.5 282855 USD 274955 Caraustar Industries Inc C0 140909102 6577008 754000 USD 754000 Career Education Corp. C0 141665109 25547079.07 561297 USD 552897 Caremark Rx Inc. C0 141705103 106682757.6 4714536 USD 4683536 Carmax Inc. C0 143130102 20274968.74 620789 USD 620789 Carnival Corp C0 143658300 5557357.52 168968 USD 168968 Carreker Corporation C0 144433109 13215685 1641700 USD 1641700 Case Resources Inc C0 14745A108 3303354.31 3717650 CAD 3717650 Caterpillar Inc. ADR 149123101 8040512 116800 USD 116800 Cavell Energy Corporation C0 149600108 1869764.53 1243900 CAD 1200700 CCR Technologies Ltd. C0 125001107 12958 50000 USD 50000 CDW Corp C0 12512N105 16507474 285900 USD 285900 Cendant Corp. C0 151313103 28208274.99 1509271 USD 1509271 Cequel Energy Inc C0 15670Q109 2654017.03 531000 CAD 519200 Ceridian Corp C0 156779100 6271216 336800 USD 336800 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 Charming Shoppes Inc. C0 161133103 14557645 2549500 USD 2549500 CHATTEM INC C0 162456107 8161631 588100 USD 588100 Cheesecake Factory C0 163072101 6513942.3 179701 USD 172901 ChevronTexaco Corporation C0 166764100 6443646.8 90184 USD 90184 Chicos Fas Inc C0 168615102 15292424 499100 USD 499100 Chippac Inc C0 169657103 4783858 812200 USD 812200 Choicepoint Inc C0 170388102 11710427.5 349565 USD 349565 Ciber Inc C0 17163B102 17737640 2333900 USD 2333900 Ciena Corp. C0 171779101 5286656 894600 USD 894600 Cigna Corp. C0 125509109 332196 7440 USD 7440 Cinergy Corp. C0 172474108 4051313 110390 USD 110390 Cisco Systems Inc. C0 17275R102 168294214.06 8553299 USD 8553299 Cit Group Inc C0 125581108 11827089.84 411234 USD 411234 Citigroup Inc. C0 172967101 196966278.78 4315568 USD 4315568 City National Corp. C0 178566105 9139676 179350 USD 179350 CKE Restaurants Inc. C0 12561E105 9788520 1517600 USD 1517600 Clayton Williams Energy Inc. C0 969490101 20831233.58 1103996 USD 1087330 Clear Energy Inc. C0 184549103 983547.95 358995 CAD 355529 Clorox Co. C0 189054109 57827024.64 1255572 USD 1255572 CNF Inc. C0 12612W104 9959152.9 310738 USD 310738 Coach Inc C0 189754104 5974113.6 107156 USD 107156 Coca Cola Co. C0 191216100 87632385.6 2028060 USD 2028060 Coca-Cola Enterprises C0 191219104 1090613.2 57220 USD 57220 Coeur Dalene Mines Corp C0 192108108 3110000 1000000 USD 1000000 Cognex Corporation C0 192422103 17571786 668400 USD 668400 Cognos Inc C0 19244C109 12206370 393500 USD 393500 Coherent Inc. C0 192479103 10438194 423800 USD 423800 Colgate-Palmolive Co. C0 194162103 666208.8 0 USD Comcast Corp-cl A CLA 20030N101 11403.4 370 USD 370 Comcast Corp. Cl. A Spl. CLA 20030N200 112341794.24 3790066 USD 3790066 Comerica Inc. C0 200340107 10951046.6 235001 USD 235001 Commscope Inc C0 203372107 15093090 1251500 USD 1251500 Community Health Systems Inc. C0 203668108 21498190 990700 USD 990700 Comstock Resources Inc. C0 205768203 6911128 517300 USD 499500 Conceptus Inc C0 206016107 348984 26640 USD 26640 ConocoPhillips C0 20825C104 393488.25 7187 USD 7187 Consol Energy Inc C0 20854P109 35006578 1884100 USD 1829800 CONSOL Energy Inc. P.P. Part I C0 20854PXX2 22360286.8 1266800 USD 1266800 Constellation Energy Group C0 210371100 11524845.34 322103 USD 322103 Cooper Industries Ltd C0 G24182100 5420233.53 112851 USD 112851 Cooper Tire & Rubr. Co. C0 216831107 17498262 1102600 USD 1102600 Core Laboratories N.V. NY Shares C0 N22717107 16364035 1164700 USD 1164700 Corn Products Intl Inc. C0 219023108 14542710 456600 USD 456600 Corporate Executive Board Co C0 21988R102 15517327 330500 USD 330500 Coventry Health Care C0 222862104 20608471.44 390756 USD 382156 Cox Communications Inc. Cl.A CLA 224044107 3565471.2 112760 USD 112760 Crescent Point Energy Trust UT 225908102 741814.15 84900 CAD 84900 Crew Energy Inc C0 226533107 6087132.54 2270904 CAD 2213838 Cross Timbers Royalty Trust UT 22757R109 135765 6465 USD 6097 Crystallex Intl Corp C0 22942F101 3831828 1658800 USD 1658800 Cummings Inc. C0 231021106 5371587 120900 USD 120900 Cuno Incorporated C0 126583103 1800236.43 45936 USD 44136 Cv Therapeutics Inc C0 126667104 13205401.66 600108 USD 592008 CVS Corp. C0 126650100 5849622.98 188333 USD 188333 Cyberonics C0 23251P102 7313188.65 237029 USD 229229 Cypress Bioscience Inc C0 232674507 1361586 176600 USD 176600 Cypress Semiconductor Corp. C0 232806109 86098930.32 4858849 USD 4849249 Cytyc Corporation C0 232946103 9638646 640950 USD 640950 Darden Restaurants Inc. C0 237194105 14842230 781170 USD 781170 Dean Foods Co C0 242370104 16784437.3 540910 USD 540910 Deep Marine Tech Promissory Note PP C0 243789ZZ0 1549720 1462000 USD 1462000 Deep Marine Technology Inc. PP C0 243789XY5 1584525 5710 USD 5710 Deere & Co. C0 244199105 3571.77 67 USD 67 Dell Inc C0 24702R101 87826292.97 2612974 USD 2612974 Delphi Corp C0 247126105 3002084.1 331722 USD 331722 Denison International plc ADR ADR 248335101 2301752 112900 USD 112900 Dentsply International Inc. New C0 249030107 12685236 282900 USD 282900 Devon Energy Corp C0 25179M103 83880236.85 1740615 USD 1718892 Dial Corp. NEW C0 25247D101 1583190 73500 USD 73500 Dillards Inc. C0 254067101 10628994 760300 USD 760300 Discovery Laboratories Inc C0 254668106 490680 68150 USD 68150 Discovery Laboratories Inc. PP C0 254668XX9 627408 87140 USD 87140 Disney (Walt) Co. C0 254687106 105080939.88 5183764 USD 5183764 Dj Orthopedics Inc C0 23325G104 6542550 469000 USD 469000 Dollar General C0 256669102 6505800 318790 USD 318790 Dollar Thrifty Auto. Group Inc. C0 256743105 21799840 959500 USD 959500 Donnelley R R & Sons Co. C0 257867101 9675176.1 389030 USD 389030 Dov Pharmaceutical Inc C0 259858108 512293 28540 USD 28540 Dow Chemical Co. C0 260543103 8438598.2 259330 USD 259330 Drillers Tech Reg S 144A 144A 26205QXY1 1280266.57 1300000 CAD 1300000 Drillers Technology C0 26205Q100 245417.26 249200 CAD 249200 Duane Reade Inc. C0 263578106 19656780 1232400 USD 1232400 Dycom Inds Inc. C0 267475101 15804289 775100 USD 775100 E.I. du Pont de Nemours and Co. C0 263534109 3467266.6 86660 USD 86660 East West Bancorp Inc C0 27579R104 6276341.25 146815 USD 142315 eBay Inc. C0 278642103 13064652.4 238960 USD 238960 Eco Lab Inc. C0 278865100 14960625 592500 USD 592500 Ecollege.com Inc C0 27887E100 3237351.21 161303 USD 148803 eCollege.com Inc/Pvt Plcmnt C0 27887EXX3 4014000 250000 USD 250000 Education Management Corp C0 28139T101 2033646.18 35199 USD 33699 EGL Inc. C0 268484102 35807328 1969600 USD 1969600 Electronics For Imaging C0 286082102 34220881 1467400 USD 1467400 ElkCorp C0 287456107 26175160 1111000 USD 1111000 Embarcadero Technologies Inc C0 290787100 7412120.75 737795 USD 712995 EMC Corp. C0 268648102 43437335.97 3408419 USD 3408419 Endev Energy Inc. C0 29258V109 4729365.4 3471200 CAD 3372400 Energy Partners Ltd C0 29270U105 19754680 1776500 USD 1758400 Entravision Communications C0 29382R107 15897385.5 1673409 USD 1642009 Esco Technologies Inc C0 296315104 18274140.9 403670 USD 389870 Esprit Exploration Ltd C0 29666K109 22724928.55 11537600 CAD 11287300 Esterline Technologies Corp C0 297425100 13902303 720700 USD 720700 Excel Technology Inc C0 30067T103 11875000 475000 USD 475000 Exco Resources Inc/Pvt Plc ADR 269279XX8 4319998.92 2666666 USD 2666666 Exelon Corp. C0 30161N101 1918335 30210 USD 30210 Expeditors Intl Wash Inc. C0 302130109 32538613.2 942073 USD 942073 Exxon Mobil Corporation C0 30231G102 161850287.4 4422139 USD 4422139 Fair Isaac & Company Inc C0 303250104 6179008 104800 USD 104800 Family Dollar Stores Inc. ADR 307000109 10112115 253500 USD 253500 Fannie Mae C0 313586109 66455040.6 946653 USD 946653 Federal Home Loan Mtge. Corp. C0 313400301 22330416 426560 USD 426560 Federal Signal Corp. C0 313855108 10430000 700000 USD 700000 Federated Department Stores Inc. C0 31410H101 39350175.5 939145 USD 939145 Ferro Corp C0 315405100 14665776 686600 USD 686600 Fidelity National Financial Inc. C0 316326107 8725215.6 290260 USD 290260 Fifth Third Bancorp C0 316773100 1887159.88 33987 USD 33987 First Data Corporation C0 319963104 13098088.8 327780 USD 327780 First Horizon Pharmaceutical C0 32051K106 1066688 166670 USD 166670 First Niagara Financial Corp C0 33582V108 8927120 591200 USD 591200 FleetBoston Financial Corp. C0 339030108 4821618.15 159921 USD 159921 Flowserve Corporation C0 34354P105 29065540 1431800 USD 1431800 Forest Laboratories Inc C0 345838106 51208236.45 991701 USD 991701 Fox Entertainment Group Inc. C0 35138T107 4139721 147900 USD 147900 FreedomPay Inc. PFD 356991950 35940.6 3594060 USD 3594060 Friedmans Inc C0 358438109 8439750 605000 USD 605000 Frontier Airlines Inc C0 359065109 18634506 1132200 USD 1132200 Frontline Ltd C0 G3682E127 11813775 705300 USD 681900 Furniture Brand Intl Inc C0 360921100 10729320 445200 USD 445200 GAP Inc. C0 364760108 56637633.76 3298873 USD 3298873 Gatx Corp C0 361448103 24504390 1158600 USD 1158600 Gemini Energy Corporation C0 368654109 573861.53 500000 CAD 500000 Genentech Inc. Com NEW C0 368710406 16464763 201650 USD 201650 General Electric Co. C0 369604103 181959226.46 6077791 USD 6077791 General Mills Inc. C0 370334104 6514488 138400 USD 138400 General Motors Corp Cl. H New CLH 370442832 78215655.24 5465804 USD 5465804 General Motors Corp. C0 370442105 9190012.9 224530 USD 224530 Genesco Inc. C0 371532102 8428288 524800 USD 524800 Genesis Health Ventu C0 37183F107 13359325 550900 USD 550900 Gentex Corp. C0 371901109 8839545.78 253766 USD 246866 Genzyme Corp. C0 372917104 8871789 191820 USD 191820 Gilead Sciences Inc C0 375558103 6386500.6 111740 USD 111740 Global Industries Ltd. C0 379336100 19272058.04 4233650 USD 4206650 GolarLng Ltd C0 7139695 4006353.66 356300 NOK 344300 Goldman Sachs Group Inc. C0 38141G104 18502467 216130 USD 216130 GrafTech International Ltd C0 384313102 7897600 987200 USD 987200 Granite Construction Inc C0 387328107 17439648 933600 USD 933600 Grant Prideco Inc. C0 38821G101 3834690.61 376319 USD 360919 Graphic Packaging Corp C0 388688103 8719898 1723300 USD 1723300 Gray Television Inc C0 389375106 8369888 716600 USD 716600 Greater Bay Bancorp C0 391648102 3081881.14 148077 USD 141077 Guidant Corporation C0 401698105 26344692 556420 USD 556420 Gulf Island Fabrication Inc C0 402307102 459025 30500 USD 30500 Halliburton Hldg. Cos. C0 406216101 82393352 3390164 USD 3390164 Hancock Fabrics Inc C0 409900107 6452442 408900 USD 408900 Hanover Compressor Co. C0 410768105 38290230 3867700 USD 3832700 Harland John H. Co. 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C0 435569108 23518105 1904300 USD 1904300 Hollis-eden Pharmaceuticals C0 435902101 365400 15000 USD 15000 Hollywood Entertainment Corp C0 436141105 6611045 388885 USD 376485 Home Depot C0 437076102 74036758.25 2324545 USD 2324545 Honeywell International Inc. C0 438516106 4611460.8 175008 USD 175008 Hooper Holmes Inc C0 439104100 11654790 1752600 USD 1752600 Hub International Limited C0 44332P101 14290960 871400 USD 871400 Hudson River Bancorp C0 444128102 695432.6 21640 USD 20540 Humana Inc. C0 444859102 6862610 380200 USD 380200 Hutchinson Tech C0 448407106 18532632 560100 USD 560100 ICG Holdings Inc PIK PDF 449247204 124.25 12425 USD 12425 ICN Pharmaceuticals Inc C0 448924100 23736055.2 1383220 USD 1383220 ICOS Corporation C0 449295104 8261385.05 215483 USD 208683 IKS Corp. 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