-----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, JKAs4rKX48Xw9ky3Gs+AROQMOTeYPOESUPgisXVDkHeb+CoU0rDGHxaHhRyYb3md nuMqP0C2Jau0x856KPGZMA== 0000924355-04-000009.txt : 20040213 0000924355-04-000009.hdr.sgml : 20040213 20040213135744 ACCESSION NUMBER: 0000924355-04-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040213 EFFECTIVENESS DATE: 20040213 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: 04597220 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 dec0313f.txt STATE STREET RESEARCH 13F FILING 12/03 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: December, 31 2003 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [X] 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____ February, 13 2004 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: 777 Form 13F Information Table Value Total ($000): 16,061,825 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority 99 Cents Only Stores C0 65440K106 7852832.47 288389 USD 280189 AAR Corp. C0 000361105 28089555 1878900 USD 1878900 Abbott Laboratories C0 002824100 49836323.4 1069449 USD 1069449 Abercrombie & Fitch Co. C0 002896207 4465591.2 180720 USD 180720 Accenture Ltd C0 G1150G111 54723491.2 2079160 USD 2079160 Ace Limited C0 G0070K103 1379286 33300 USD 33300 Actel Corp C0 004934105 5278119 219100 USD 219100 ACUITY BRANDS INC C0 00508Y102 16235940 629300 USD 629300 Adobe Systems Inc. C0 00724F101 13200144 335900 USD 335900 Adolor Corporation C0 00724X102 782982.2 39110 USD 39110 Adtran Inc C0 00738A106 12505800 403400 USD 403400 Advanced Fibre Comm Inc. C0 00754A105 6667635 330900 USD 330900 Advisory Board Co/the C0 00762W107 7221136.92 207124 USD 200224 Aeroflex Inc. C0 007768104 9752636.05 833455 USD 806155 AETNA Inc. C0 00817Y108 12473240.6 184570 USD 184570 Affiliated Computer Svcs-a CLA 008190100 10761296 197600 USD 197600 Affiliated Managers Group C0 008252108 8739320.97 125583 USD 121183 Aflac Inc. C0 001055102 1312972.2 36290 USD 36290 Agco Corp. C0 001084102 40977025.26 2034609 USD 2034609 Agilent Technologies Inc C0 00846U101 49135305.36 1680414 USD 1680414 Agrium Inc. C0 008916108 52388162.57 3165210 CAD 3165210 Air Products & Chemicals Inc. C0 009158106 5655979.8 107060 USD 107060 Alaska Air Group inc. C0 011659109 26015557 953300 USD 953300 Alcoa Inc. C0 013817101 7904190 208005 USD 208005 Alexion Pharmaceuticals Inc C0 015351109 3170145.78 186308 USD 180408 Alkermes Inc. C0 01642T108 6932938.5 513551 USD 498151 Allegheny Technologies Inc. C0 01741R102 30497218 2306900 USD 2306900 Allergan Inc. C0 018490102 19457739.63 250823 USD 250823 Alliance Gaming Corp. C0 01859P609 30413638.35 1233819 USD 1200319 Alliant Technology Systems Inc. C0 018804104 25270000 437500 USD 437500 Alltel Corp C0 020039103 1069476.8 22960 USD 22960 Altera Corp. C0 021441100 7806365 343900 USD 343900 Altria Group Inc. C0 02209S103 118252809.72 2172966 USD 2172966 AMBAC Inc. C0 023139108 10426402.62 150258 USD 150258 Amdocs Ltd C0 G02602103 11824480 526000 USD 526000 AMEDISYS INC C0 023436108 3035353.28 200408 USD 186008 Amedisys Inc PIPE C0 023436XX1 2710920 205000 USD 205000 American Axle & Manufacturing Hld. C0 024061103 25416096 628800 USD 628800 American Capital Strategies C0 024937104 26016723 875100 USD 875100 American Eagle Outfitters Inc New C0 02553E106 10236880 624200 USD 624200 American Express C0 025816109 125764017.47 2597649 USD 2597649 American International Group Inc. C0 026874107 174004154.92 2619349 USD 2619349 American Medical Sys Hldgs C0 02744M108 6773664 310700 USD 310700 American Pwr Conversion Corp. C0 029066107 59235506.5 2408570 USD 2408570 American Standard Companies C0 029712106 2858470.2 28386 USD 28386 American Tower Corp. C0 029912201 28782206.26 2660093 USD 2639193 Amerigroup Corp C0 03073T102 6963678.75 163275 USD 157975 Ameritrade Holding Corp C0 03074K100 51647254.14 3659260 USD 3659260 Amerus Group Co. C0 03072M108 16271541 465300 USD 465300 Amgen C0 031162100 97361212 1567137 USD 1567137 Amphenol Corp. Cl A CLA 032095101 11769513 184100 USD 184100 Anacomp Inc.- Cl B CLB 03237E207 0.01 1 USD 1 Anadarko Petroleum Corp. C0 032511107 7332687.5 143750 USD 143750 Anaren Inc C0 032744104 22535590.6 1596005 USD 1583405 Anchor Glass Container Corp. C0 03304B300 12736000 796000 USD 796000 Andrew Corp. C0 034425108 27271453 2368300 USD 2368300 Anheuser-Busch Inc. C0 035229103 13065166.8 248010 USD 248010 Anixter Intl. Inc. C0 035290105 12712256 491200 USD 491200 Anthem Inc C0 03674B104 581100 7748 USD 7748 Anthracite Capital Inc. C0 037023108 6929653.95 625985 USD 625985 Aon Corp. C0 037389103 2258978.4 94360 USD 94360 Apache Corp. C0 037411105 10422161 125310 USD 125310 Apogee Enterprises Inc. C0 037598109 9398798.8 828088 USD 828088 Applera Corp. - Applied Biosystem C0 038020103 2627684.8 126880 USD 126880 Applied Films Corp C0 038197109 6716268 203400 USD 203400 Applied Materials Inc. C0 038222105 17005509.5 741490 USD 741490 Arch Coal Inc. C0 039380100 52923543 1697900 USD 1662600 Argosy Gaming Co. C0 040228108 44110228 1697200 USD 1697200 Arthrocare Corp C0 043136100 13026650 531700 USD 531700 Artisan Components Inc C0 042923102 3458391 168702 USD 161602 Ask Jeeves Inc C0 045174109 5999930.64 331122 USD 320822 ASM Lithography Holdings N.V. C0 N07059111 7464615 372300 USD 372300 Aspect Medical Systems Inc C0 045235108 1238110.51 108511 USD 108511 AstraZeneca PLC - Spons ADR ADR 046353108 3676880 76000 USD 76000 Asyst Technologies Inc C0 04648X107 10261115.68 593557 USD 575357 AT&T Wireless Services C0 00209A106 2892.38 362 USD 362 Ati Technologies Inc C0 001941103 10355688 684900 USD 684900 ATMI Inc. C0 00207R101 28126067.96 1214876 USD 1204876 ATP Oil & Gas Corp. PIPE P.P. C0 00208JXX8 3125000 500000 USD 500000 Atrix Labs Inc C0 04962L101 724926.2 30155 USD 30155 Atwood Oceanics Inc. C0 050095108 16404384 513600 USD 505300 August Technology Corp C0 05106U105 6148441.4 330939 USD 321939 Aurora Foods Inc C0 05164B106 68.09 13617 USD 13617 Autobytel Inc/Pvt Plc ADR 05275NXX9 2093060 228500 USD 228500 Autobytel.Com Inc C0 05275N106 5388351.37 591767 USD 561867 Autodesk Inc. C0 052769106 4043557.48 164506 USD 157606 Autozone Inc. C0 053332102 6032015.9 70790 USD 70790 Aventis spon Adr ADR 053561106 1347065.8 20330 USD 20330 Avery Dennison Corp. C0 053611109 10959416.68 195634 USD 195634 Avnet Inc. C0 053807103 15365604 709400 USD 709400 Avocent Corporation C0 053893103 14265442.4 390620 USD 378020 Avon Products Inc. C0 054303102 7091984.18 102512 USD 102512 AVX Corp. C0 002444107 13714824 825200 USD 825200 Axcelis Technologies Inc C0 054540109 12439839.92 1213796 USD 1176396 Axis Capital holdings Limited C0 G0692U109 11913036.48 406866 USD 406866 Axmin Inc. C0 05461V102 1654930.95 1711000 CAD 1711000 Badger Daylighting Inc. C0 056904105 1403557.85 612800 CAD 587800 Bank of America Corp. C0 060505104 80675231.07 1003049 USD 1003049 Bank of New York Co. Inc. C0 064057102 10064604.96 303883 USD 303883 Bank One Corp. C0 06423A103 1400980.7 30730 USD 30730 Barnes & Noble Inc C0 067774109 17108280 520800 USD 520800 Barnes Group Inc C0 067806109 1964448 60800 USD 60800 Barr Laboratories Inc C0 068306109 10511370 136600 USD 136600 Bausch and Lomb C0 071707103 2807426.7 54093 USD 54093 Baxter International Inc. C0 071813109 46764208.96 1532248 USD 1532248 Baytex Energy Trust C0 073176109 46117919.34 5493133 CAD 5354233 Becton Dickinson & Co. C0 075887109 59596309.08 1448622 USD 1448622 Bed Bath & Beyond Inc. C0 075896100 69305422.35 1587541 USD 1587541 BEI Technologies Inc. C0 05538P104 20828000 1041400 USD 1041400 Belden Inc. C0 077459105 11595282 549800 USD 549800 Bellsouth Corp. C0 079860102 10331339.5 365065 USD 365065 Benchmark Electronics Inc. C0 08160H101 25973481.5 746150 USD 746150 Berkshire Hathaway Inc C0 084670207 10378905 3687 USD 3687 Best Buy Company Inc C0 086516101 10201531.68 190982 USD 190982 Biogen Idec Inc C0 09062X103 8965492.92 243810 USD 243810 Biomarin Pharmaceutical Inc C0 09061G101 557464.6 71755 USD 71755 BJ Services Company C0 055482103 29126029 811310 USD 774010 Blizzard Energy Inc/PP C0 093515XX7 1800069.65 3000000 CAD 3000000 Block H & R Inc. C0 093671105 9694733.3 175090 USD 175090 Boeing Co. C0 097023105 12523249.48 297182 USD 297182 BorgWarner Automotive Inc. C0 099724106 22948908.55 269765 USD 269765 Boston Properties Inc. C0 101121101 11493893.28 238512 USD 238512 Bowater Inc. C0 102183100 6206003.1 134010 USD 134010 Bowne & Co. Inc. C0 103043105 6945432 512200 USD 512200 Boyd Gaming Corporation C0 103304101 29207299.08 1809622 USD 1781122 BP Plc Sponsored ADR ADR 055622104 18287432.1 370566 USD 370566 Brigham Exploration Company C0 109178103 8904401.87 1109030 USD 1102330 Bristol-Myers Squibb Company CLA 110122108 6981317.2 244102 USD 244102 Broadcom Corp-cl A C0 111320107 59999408.84 1752502 USD 1752502 Brooklyn energy Corp. C0 114034101 266955.55 150000 CAD 150000 Brooklyn Energy Corp. PP Reg S/144A C0 114034XX4 7924323.9 4655000 CAD 4655000 Brooks Automation Inc. C0 114340102 50891081.34 2112241 USD 2096741 Brookstone Inc C0 114537103 11207994.5 525950 USD 525950 Brown Tom Inc. Common New C0 115660201 19600260 607760 USD 583260 Bunge Limited C0 G16962105 13138372 399100 USD 399100 Burlington Northern Santa Fe Corp. C0 12189T104 4055007.8 125348 USD 125348 Burlington Resources Inc. C0 122014103 84053991.84 1513468 USD 1513468 C&D Tech Inc C0 124661109 2589867 135100 USD 135100 C1 Energy Ltd Cl A CLA 12617Y105 557966.81 399998 CAD 399998 Cabot Oil & Gas Corp. C0 127097103 28874530 983800 USD 983800 Cal Dive International Inc C0 127914109 7386456 306300 USD 288300 Callaway Golf Co. C0 131193104 21815695 1294700 USD 1294700 Callon Petroleum Co. C0 13123X102 373320 36000 USD 34800 Cambrex Corp. C0 132011107 18111420 717000 USD 717000 Canico Resource Corp C0 137580106 111076.72 11000 CAD 11000 Capital One Financial Corp. C0 14040H105 10223110.71 163699 USD 163699 Capitalsource Inc C0 14055X102 6827487.28 314921 USD 305321 Caraustar Industries Inc C0 140909102 16194300 1173500 USD 1173500 Career Education Corp. C0 141665109 35720007.85 883581 USD 870281 Caremark Rx Inc. C0 141705103 86391967.14 3410658 USD 3397458 Carmax Inc. C0 143130102 35496474.27 1147639 USD 1147639 Carnival Corp C0 143658300 7337654.24 184688 USD 184688 Carreker Corporation C0 144433109 23192154 1655400 USD 1655400 Case Resources Inc C0 14745A108 3308157.63 3717650 CAD 3717650 Caterpillar Inc. C0 149123101 9696736 116800 USD 116800 Cavell Energy Corporation C0 149600108 1963520.71 1243900 CAD 1200700 CCR Technologies Ltd. C0 125001107 25921 50000 USD 50000 CDW Corp C0 12512N105 12077616 209100 USD 209100 Cendant Corp. C0 151313103 29506213.37 1324931 USD 1324931 Cequel Energy Inc C0 15670Q109 3438348.73 491000 CAD 479200 Ceridian Corp C0 156779100 19476294 930100 USD 930100 Cerner Corporation C0 156782104 11154395 294700 USD 285400 Chaney Eq Inv Fd II MF 160990982 907335 907335 USD 907335 Chaney Eq Inv Fd III MF 160990974 2695998.54 2898923.16 USD 898923.16 Charming Shoppes Inc. C0 161133103 14166880 2621000 USD 2621000 Charter One Financial Inc C0 160903100 8668249.5 250890 USD 250890 CHATTEM INC C0 162456107 17155360 958400 USD 958400 ChevronTexaco Corporation C0 166764100 9302820.76 107684 USD 107684 Chicos Fas Inc C0 168615102 19810003.5 536130 USD 536130 Chippac Inc C0 169657103 6202548 817200 USD 817200 Chiron Corp C0 170040109 18728254.6 324740 USD 324740 Choicepoint Inc C0 170388102 11974162.85 314365 USD 314365 Ciber Inc C0 17163B102 20326752 2347200 USD 2347200 Cigna Corp. C0 125509109 470925 8190 USD 8190 Cincinnati Bell Inc C0 171871106 10418150 2063000 USD 2063000 Cinergy Corp. C0 172474108 3875954.7 99870 USD 99870 Cisco Systems Inc. C0 17275R102 159935834.67 6547249 USD 6547249 Cit Group Inc C0 125581108 10216414.8 284184 USD 284184 Citigroup Inc. C0 172967101 204878165.94 4208401 USD 4208401 CKE Restaurants Inc. C0 12561E105 18641547 2917300 USD 2917300 Clayton Williams Energy Inc. C0 969490101 31995588.48 1103996 USD 1087330 Clear Energy Inc. C0 184549103 986135.53 358995 CAD 355529 Clorox Co. C0 189054109 23690627.28 479363 USD 479363 CNF Inc. C0 12612W104 7859308.2 231838 USD 231838 Coach Inc C0 189754104 20128375.5 527182 USD 527182 Coca Cola Co. C0 191216100 97978457.5 1915410 USD 1915410 Coeur Dalene Mines Corp C0 192108108 5816414 1006300 USD 1006300 Cognex Corporation C0 192422103 18996434 672600 USD 672600 Cognos Inc C0 19244C109 12048932 393500 USD 393500 Coherent Inc. C0 192479103 10153080 426600 USD 426600 Comcast Corp-cl A CLA 20030N101 12132.3 370 USD 370 Comcast Corp. Cl. A Spl. CLA 20030N200 113160702.74 3607536 USD 3607536 Comerica Inc. C0 200340107 10287066.06 183501 USD 183501 Commscope Inc C0 203372107 20538241 1257700 USD 1257700 Community Health Systems Inc. C0 203668108 21936474 825300 USD 825300 Compass Minerals International Inc. C0 20451N101 10303020 721500 USD 721500 Comstock Resources Inc. C0 205768203 9406820 487400 USD 469600 ConocoPhillips C0 20825C104 465547 7100 USD 7100 Consol Energy Inc C0 20854P109 51170630 1975700 USD 1905400 CONSOL Energy Inc. P.P. Part I C0 20854PXX2 30185310.4 1266800 USD 1266800 CONSOL Energy Inc. P.P. Part II C0 20854PXY0 9026150 410000 USD 410000 Constellation Energy Group C0 210371100 8990470.28 229583 USD 229583 Cooper Industries Ltd C0 G24182100 4480364.13 77341 USD 77341 Cooper Tire & Rubr. Co. C0 216831107 23693316 1108200 USD 1108200 Core Laboratories N.V. NY Shares C0 N22717107 19543990 1171000 USD 1171000 Corinthian Colleges Inc. C0 218868107 6063653.94 109194 USD 105194 Corn Products Intl Inc. C0 219023108 15884895 461100 USD 461100 Corporate Executive Board Co C0 21988R102 15424435 330500 USD 330500 Costar Group Inc C0 22160N109 2151521.6 51620 USD 49220 Coventry Health Care C0 222862104 14488774.83 224667 USD 216867 Cox Communications Inc. Cl.A CLA 224044107 3477383 100940 USD 100940 Crew Energy Inc C0 226533107 6659748.66 2270904 CAD 2213838 Cross Timbers Royalty Trust C0 22757R109 184648.92 6465 USD 6097 Crystallex Intl Corp C0 22942F101 9354468 3389300 USD 3389300 CSK Auto Corp. C0 125965103 2541458 135400 USD 135400 Cummings Inc. C0 231021106 5955998 121700 USD 121700 CVS Corp. C0 126650100 5898504.36 163303 USD 163303 Cypress Bioscience Inc C0 232674507 830523 54820 USD 54820 Cypress Semiconductor Corp. C0 232806109 110050244.4 5132565 USD 5114665 Cytyc Corporation C0 232946103 8927854.4 648590 USD 648590 Daiichi Chuo Kisen Kaisha C0 6250100 8852233.17 5328000 JPY 5328000 Dana Corp. C0 235811106 4621080.5 251830 USD 251830 Darden Restaurants Inc. C0 237194105 6716809.6 319240 USD 319240 Dean Foods Co C0 242370104 18025579.3 548390 USD 548390 Deep Marine Tech Promissory Note PP C0 243789ZZ0 1608200 1462000 USD 1462000 Deep Marine Technology Inc. PP C0 243789XY5 1593090 5710 USD 5710 Defiant Energy Corporation C0 24476W104 1102085.37 323700 CAD 312800 Dell Inc C0 24702R101 119511331.18 3494554 USD 3494554 Denison International plc ADR ADR 248335101 2705732.5 113000 USD 113000 Dentsply International Inc. New C0 249030107 12778593 282900 USD 282900 Diebold Inc. C0 253651103 9761244 181200 USD 181200 Dillards Inc. C0 254067101 12598484 765400 USD 765400 Discovery Laboratories Inc. PP C0 254668XX9 897542 87140 USD 87140 Disney (Walt) Co. C0 254687106 131661781.82 5611554 USD 5611554 Dj Orthopedics Inc C0 23325G104 10738760 400700 USD 400700 Dollar General C0 256669102 5475451.4 254360 USD 254360 Dollar Thrifty Auto. Group Inc. C0 256743105 13779328 531200 USD 531200 Donnelley R R & Sons Co. C0 257867101 9538857 316380 USD 316380 Dow Chemical Co. C0 260543103 36037864.4 866920 USD 866920 Dow Jones & Co. Inc. C0 260561105 12412650 249000 USD 249000 Drillers Tech Reg S 144A C0 26205QXY1 1247340.12 1300000 CAD 1300000 Drillers Technology C0 26205Q100 231392.43 249200 CAD 249200 Duane Reade Inc. C0 263578106 29506788 1743900 USD 1743900 Dycom Inds Inc. C0 267475101 20916918 779900 USD 779900 E.I. du Pont de Nemours and Co. C0 263534109 53923044.5 1175050 USD 1175050 East West Bancorp Inc C0 27579R104 7442356.24 138643 USD 134343 Eco Lab Inc. C0 278865100 18444643 673900 USD 673900 Ecollege.com Inc C0 27887E100 1670925.36 90516 USD 83516 eCollege.com Inc/Pvt Plcmnt C0 27887EXX3 4640000 250000 USD 250000 EGL Inc. C0 268484102 30982864 1764400 USD 1764400 Electronics For Imaging C0 286082102 38220778 1468900 USD 1468900 ElkCorp C0 287456107 17942400 672000 USD 672000 Embarcadero Technologies Inc C0 290787100 2952632.1 185118 USD 177318 EMC Corp. C0 268648102 23964532.8 1854840 USD 1854840 Endev Energy Inc. C0 29258V109 6580601.24 3471200 CAD 3372400 Energy Partners Ltd C0 29270U105 24796210 1783900 USD 1765800 Entravision Communications C0 29382R107 16112959.8 1451618 USD 1431118 EOG Resources Inc. C0 26875P101 60022385.1 1300030 USD 1300030 Epicor Software Corp C0 29426L108 3677304.4 288190 USD 276190 Escavar Energy Inc P.P. C0 269269XX9 1500058.04 2000000 CAD 2000000 Esco Technologies Inc C0 296315104 18855184.95 431963 USD 416163 Esprit Exploration Ltd C0 29666K109 27718042.34 12885400 CAD 12635100 Esterline Technologies Corp C0 297425100 19093053 715900 USD 715900 Excel Technology Inc C0 30067T103 15720224 478400 USD 478400 Exco Resources Inc/Pvt Plc C0 269279XX8 4159998.96 2666666 USD 2666666 Exelon Corp. C0 30161N101 1951647.6 29410 USD 29410 Expeditors Intl Wash Inc. C0 302130109 34043246.58 900363 USD 900363 Exxon Mobil Corporation C0 30231G102 149910432 3656352 USD 3656352 Fair Isaac & Company Inc C0 303250104 7718120 157000 USD 157000 Fairchild Semicon Intl -cl A CLA 303726103 27728186.2 1098060 USD 1098060 Family Dollar Stores Inc. C0 307000109 9095580 253500 USD 253500 Fannie Mae C0 313586109 71620675.74 954179 USD 954179 Federal Home Loan Mtge. Corp. C0 313400301 1833580.8 31440 USD 31440 Federal Signal Corp. C0 313855108 12342840 704500 USD 704500 Federated Department Stores Inc. C0 31410H101 38539709.16 817732 USD 817732 Ferro Corp C0 315405100 18796668 690800 USD 690800 Fidelity National Financial Inc. C0 316326107 11298940.8 291360 USD 291360 Fifth Third Bancorp C0 316773100 1953846 33060 USD 33060 First Data Corporation C0 319963104 13416295.9 326510 USD 326510 First Horizon Pharmaceutical C0 32051K106 1469552 131210 USD 131210 First Niagara Financial Corp C0 33582V108 8872941 595100 USD 595100 Fisher Scientific Intl C0 338032204 5865728.19 141787 USD 137487 FleetBoston Financial Corp. C0 339030108 7796806.65 178621 USD 178621 Flowserve Corporation C0 34354P105 29937744 1433800 USD 1433800 Forest Laboratories Inc C0 345838106 37036801.8 593501 USD 593501 Foundry Networks Inc C0 35063R100 14495175 529800 USD 529800 Fox Entertainment Group Inc. C0 35138T107 268180 9200 USD 9200 Franklin Res Inc. C0 354613101 28161857 540950 USD 540950 FreedomPay Inc. PFD 356991950 35940.6 3594060 USD 3594060 Frontier Airlines Inc C0 359065109 16250061 1139400 USD 1139400 Frontline Ltd C0 G3682E127 16794918 659400 USD 636000 Furniture Brand Intl Inc C0 360921100 17788645 606500 USD 606500 GAP Inc. 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C0 74144T108 16830550 355000 USD 355000 Taiwan Semiconductor ADR 874039100 56489676.8 5516570 USD 5516570 Talbots Inc C0 874161102 15811593.66 513697 USD 513697 Target Corp. C0 87612E106 10491724.8 273222 USD 273222 TCF Financial Corp. C0 872275102 13505050 263000 USD 263000 Tech Data Corp. C0 878237106 8577882.18 216122 USD 216122 Technitrol Inc C0 878555101 73998246 3567900 USD 3567900 Teekay Shipping Corp C0 Y8564W103 7066017 123900 USD 123900 Teledyne Technologies Inc. C0 879360105 19896175 1055500 USD 1055500 Telik Inc C0 87959M109 4793086.05 208356 USD 201956 Tempest Energy Corp Cl A CLA 879778108 1634568.8 361100 CAD 361100 Tempest Energy Corp. PP 144A C0 879778XX1 2263318.76 500000 CAD 500000 Temple Exploration Reg S Priv Plcmt C0 88018TXX4 3965234.88 2189945 CAD 2189945 Teradyne Inc. C0 880770102 84718927.1 3321238 USD 3312238 Terex Corp. New C0 880779103 17498112 614400 USD 614400 Terraquest Energy C0 88103P105 161747.19 774200 CAD 749700 Tetra Tech Inc C0 88162G103 25041478 1007300 USD 1007300 Teva Pharmaceutical-sp ADR ADR 881624209 22055653.2 386520 USD 386520 Texas Capital Bancshares Inc C0 88224Q107 7231503.44 499678 USD 485978 Texas Instruments C0 882508104 49540350.34 1676693 USD 1676693 Textron Inc. C0 883203101 8260405.02 144767 USD 144767 The Yankee Candle Company Inc. C0 984757104 12585465 460500 USD 460500 Therasense Inc C0 883381105 1446172 71240 USD 71240 Thomas & Betts Corp. C0 884315102 27587028 1205200 USD 1205200 Thunder Energy Inc. C0 885914101 4719015.74 729500 CAD 706300 Tidewater Inc. C0 886423102 4699974.6 157295 USD 150695 Tiffany & Co New C0 886547108 9026440 199700 USD 199700 Time Warner Inc C0 887317105 56046981.48 3115452 USD 3115452 Timken Co. C0 887389104 8957191.2 446520 USD 446520 Titanium Metals Corporation C0 888339207 9146139.29 174179 USD 174179 TMBR/Sharp Drilling Inc. C0 87257P101 11051726 577400 USD 572200 TMBR/Sharp Drilling Inc. Shelf Reg. C0 87257P994 2150545 112300 USD 112300 Too Inc C0 890333107 23422688 1387600 USD 1387600 Total SA ADR ADR 89151E109 14611861.99 157949 USD 157949 Tower Automotive Inc C0 891707101 8164582 1195400 USD 1195400 Toys R Us C0 892335100 1054176 83400 USD 83400 Transkaryotic Therapies Inc C0 893735100 1283610.3 82230 USD 82230 Transocean Inc. C0 G90078109 21020466.88 875488 USD 875488 Treasure Island Royalty Unit Pvt PLC C0 894626209 2832333.62 12314494 USD 12251535 Tredegar Corporation C0 894650100 12630549 813300 USD 813300 Tribune Company C0 896047107 12255000 237500 USD 237500 Triloch Resources Inc./Pvt Plc C0 89619XXX6 1212906.72 550000 CAD 550000 Trimble Navigation Ltd C0 896239100 20891640 561000 USD 561000 Trinity Industries Inc. C0 896522109 46028700 1492500 USD 1492500 Triquint Semiconductor Inc C0 89674K103 13979511 1977300 USD 1977300 Triumph Group Inc C0 896818101 22429680 616200 USD 616200 Tupperware Corp. C0 899896104 29573370 1705500 USD 1705500 Tweeter Home Entertainment Group Inc. C0 901167106 15068025 1594500 USD 1594500 Tyco International Ltd. C0 902124106 111449089 4205626 USD 4205626 UGI Corp. C0 902681105 6603720 194800 USD 194800 Union Planters Corp. C0 908068109 8804194.63 279587 USD 279587 United Defense Inds Inc C0 91018B104 14377880 451000 USD 451000 United National Group LTD C0 91103X102 12773643 722900 USD 722900 United Parcel Service -cl B CLB 911312106 1213674 16280 USD 16280 United States Steel Corp C0 912909108 56574810 1615500 USD 1615500 United Surgical Partners C0 913016309 7003714.68 209191 USD 202191 United Technologies Corp. C0 913017109 71829310.41 757933 USD 757933 Universal Compression Hldgs C0 913431102 3989400 152500 USD 138800 Universal Health Services Inc. 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