-----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, A/aE63uqufiSJISwh4H4M4c84b3COMruhkJnQ+4cAcV8szN1buFqwKrm0pqxMnvH Gkb1n1IvcqrHRwZyNfCCsg== 0000924355-04-000164.txt : 20041112 0000924355-04-000164.hdr.sgml : 20041111 20041112134835 ACCESSION NUMBER: 0000924355-04-000164 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041112 DATE AS OF CHANGE: 20041112 EFFECTIVENESS DATE: 20041112 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: 041137956 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 thirdqthirteenft.txt 13F 3RD QUARTER 2004 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September, 30 2004 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, 12 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: 815 Form 13F Information Table Value Total ($000): 18,631,484 55: Title of Value Shrs Or Investment Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Authority (A) (C) AAR Corp. C0 000361105 22,775,848 1,938,370 1,938,370 1,938,370 Aaron Rents Inc. C0 002535201 14,130,780 651,188 651,188 482,538 168,650 Abbott Laboratories C0 002824100 1,916,645 44,960 44,960 44,960 Abercrombie & Fitch Co. C0 002896207 7,519,034 191,910 191,910 191,910 Abgenix Inc C0 00339B107 11,796,074 1,294,849 1,294,849 926,749 368,100 Accenture Ltd C0 G1150G111 34,992,650 1,445,380 1,445,380 1,445,380 Accrete energy Inc C0 00438F108 153,171 71,890 71,890 70,520 1,370 Actel Corp C0 004934105 12,588,369 829,820 829,820 829,820 Activision Inc C0 004930202 12,490,347 862,593 862,593 596,193 266,400 ACUITY BRANDS INC C0 00508Y102 16,736,716 630,860 630,860 630,860 ADA-ES Inc/PP C0 005208XX6 3,526,875 275,000 275,000 275,000 Adobe Systems Inc. C0 00724F101 19,520,852 348,400 348,400 348,400 Advanced Fibre Comm Inc C0 00754A105 5,333,449 341,450 341,450 341,450 Advanced Medical Optics C0 00763M108 25,530,775 652,961 652,961 445,261 207,700 Advisory Board Co/the C0 00762W107 123,804 3,800 3,800 2,600 1,200 Aeroflex Inc. C0 007768104 12,003,207 1,081,370 1,081,370 753,020 328,350 Aeropostale Inc C0 007865108 13,467,054 426,848 426,848 299,348 127,500 AETNA Inc. C0 00817Y108 59,234,400 623,520 623,520 623,520 Affiliated Mngrs C0 008252108 57,557,973 1,030,766 1,030,766 800,766 230,000 Aflac Inc. C0 001055102 2,405,108 67,032 67,032 67,032 Agco Corp. C0 001084102 32,190,767 1,657,609 1,657,609 1,657,609 Agilent Technologies Inc C0 00846U101 3,516,645 140,329 140,329 140,329 Agrium Inc. C0 008916108 49,578,878 2,980,350 2,980,350 2,980,350 Air Products & Chemicals Inc. C0 009158106 6,672,495 125,470 125,470 125,470 Alaska Air Group inc. C0 011659109 67,957 2,580 2,580 2,580 Albany Mol Res C0 012423109 14,553,405 1,688,330 1,688,330 1,688,330 Alcoa Inc. C0 013817101 2,777,613 85,465 85,465 85,465 Alexion Pharmaceuticals Inc C0 015351109 2,825,934 158,360 158,360 158,360 Alkermes Inc. C0 01642T108 19,882,140 1,607,287 1,607,287 1,137,587 469,700 Allegheny Tech C0 01741R102 40,464,192 2,407,150 2,407,150 2,407,150 Allergan Inc. C0 018490102 36,569,307 511,030 506,030 506,030 Alliance Data Systems Corp C0 018581108 35,938,000 850,000 842,500 842,500 Alliance Gaming Corp. C0 01859P609 5,376,748 581,270 581,270 581,270 Alliant Technology Systems Inc. C0 018804104 49,291,926 857,400 857,400 857,400 Allstate Corp. C0 020002101 27,219,132 566,004 566,004 566,004 Altera Corp. C0 021441100 17,579,218 773,400 773,400 773,400 Altria Group Inc. C0 02209S103 73,287,996 1,512,340 1,512,340 1,512,340 AMBAC Inc. C0 023139108 70,595,591 904,376 904,376 904,376 Amdocs Ltd C0 G02602103 17,378,650 691,000 691,000 691,000 AMEDISYS INC C0 023436108 342,808 11,340 11,340 8,240 3,100 Amerada Hess Corp. C0 023551104 5,238,079 64,900 64,900 64,900 American Axle C0 024061103 8,283,394 288,620 288,620 288,620 American Cap C0 024937104 33,127,952 1,070,370 1,070,370 1,070,370 American Eagle C0 02553E109 15,455,502 378,070 378,070 378,070 American Express C0 025816109 126,171,590 2,377,456 2,365,216 2,365,216 American Intl C0 026874107 116,901,901 1,925,579 1,920,939 1,920,939 American Italian Pasta Co. C0 027070101 11,763,850 579,500 579,500 579,500 American Pwr Conversion Corp. C0 029066107 11,322,566 587,270 587,270 587,270 American Standard Companies C0 029712106 10,704,697 292,718 292,718 292,718 Amer Tower C0 029912201 77,848,439 4,528,705 4,528,705 3,687,105 841,600 Amerus Group Co. C0 03072M108 20,074,454 480,480 480,480 480,480 Amgen C0 031162100 64,378,199 1,133,419 1,130,569 1,130,569 Amphenol Corp. Cl A CLA 032095101 12,660,904 368,800 368,800 368,800 Amsurg Corp C0 03232P405 23,631,385 1,010,320 1,010,320 690,820 319,500 Anadarko Petroleum Corp. C0 032511107 6,198,655 91,900 91,900 91,900 Anaren Inc C0 032744104 27,473,531 2,243,653 2,243,653 1,925,753 317,900 Anchor Glass C0 03304B300 15,907,678 1,849,730 1,849,730 1,849,730 Andrew Corp. C0 034425108 41,582,951 2,974,460 2,974,460 2,729,760 244,700 Andrx Corp. - Andrx Group C0 034553107 1,268,537 58,620 58,620 58,620 Anheuser-Busch Inc. C0 035229103 37,869,842 758,155 749,055 749,055 Animas Corp C0 03525Y105 11,290,809 791,227 791,227 559,627 231,600 Anixter Intl. Inc. C0 035290105 15,634,517 404,620 404,620 404,620 Anntaylor Stores Corp C0 036115103 232,236 10,340 10,340 7,340 3,000 Anteon Intl C0 03674E108 35,695,168 908,274 908,274 617,274 291,000 Anthem Inc C0 03674B104 1,292,671 16,078 16,078 16,078 Anthracite Capital Inc. C0 037023108 7,307,964 631,085 631,085 631,085 Aon Corp. C0 037389103 2,086,514 102,230 102,230 102,230 Apache Corp. C0 037411105 1,385,631 27,330 27,330 27,330 Apogee Enterprises Inc. C0 037598109 16,769,110 1,309,064 1,309,064 1,309,064 Applera Corp. - Celera Genomics C0 038020202 1,341,228 104,620 104,620 104,620 Applied Films Corp C0 038197109 4,760,907 205,300 205,300 205,300 Applied Materials Inc. C0 038222105 2,774,996 172,360 172,360 172,360 Arch Coal Inc. C0 039380100 103,779,060 3,191,238 3,191,238 3,023,438 167,800 Argo Energy LTD C0 04012R108 2,776,096 1,339,000 1,339,000 1,308,700 30,300 Argosy Gaming Co. C0 040228108 51,529,156 1,301,570 1,301,570 1,301,570 Ascential Software Corp. C0 04362P207 14,315,017 1,015,970 1,015,970 1,015,970 Ashland Inc. C0 044204105 22,891,274 397,280 397,280 397,280 Ask Jeeves Inc C0 045174109 50,354,089 1,953,223 1,953,223 1,315,023 638,200 Aspect Medical Systems Inc C0 045235108 2,434,510 135,401 135,401 135,401 Aspen Technology Inc C0 045327103 21,095,322 3,510,037 3,510,037 3,510,037 Assurant Inc C0 04621X108 10,823,567 401,170 401,170 401,170 Assured Guaranty Ltd. C0 G0585R106 1,577,962 96,100 96,100 96,100 AstraZeneca PLC - Spons ADR ADR 046353108 9,114,264 221,220 221,220 221,220 Atlas America Inc. C0 049167109 3,891,278 151,500 151,500 147,800 3,700 ATMI Inc. C0 00207R101 34,979,374 1,498,046 1,498,046 1,345,546 152,500 Atwood Oceanics Inc. C0 050095108 26,879,332 560,570 560,570 552,270 8,300 Autobytel Inc/Pvt Plc C0 05275NXX9 546,346 78,498 78,498 78,498 Autobytel C0 05275N106 25,667,004 3,687,788 3,687,788 2,550,588 1,137,200 Autozone Inc. C0 053332102 14,679,986 179,440 179,440 179,440 Avery Dennison Corp. C0 053611109 8,509,326 139,864 139,864 139,864 Avid Technology Inc. C0 05367P100 22,807,890 430,500 430,500 430,500 Avnet Inc. C0 053807103 12,443,552 733,700 733,700 733,700 Avocent Corporation C0 053893103 9,551,800 268,309 268,309 173,534 94,775 AVX Corp. C0 002444107 10,210,800 850,900 850,900 850,900 Axis Capital holdings Limited C0 G0692U109 9,670,053 385,876 385,876 385,876 Axmin Inc. C0 05461V102 1,137,742 1,901,900 1,901,900 1,901,900 Bank of America Corp. C0 060505104 92,236,181 2,059,303 2,059,303 2,059,303 Bank of New York Co. Inc. C0 064057102 15,620,304 481,217 481,217 481,217 Bard (C. R.) Inc. C0 067383109 1,829,528 32,210 32,210 32,210 Barnes & Noble Inc C0 067774109 5,098,960 153,260 153,260 153,260 Baxter Intl C0 071813109 62,141,844 2,020,216 2,020,216 2,020,216 Baytex Energy Ltd Cl A CLA 07317G107 363,509 32,500 32,500 32,500 Baytex C0 073176109 53,786,360 4,843,948 4,843,948 4,705,048 138,900 Bea Systems Inc C0 073325102 8,921,200 1,098,670 1,098,670 712,070 386,600 Becton Dickinson & Co. C0 075887109 1,934,625 36,850 36,850 36,850 Bed Bath & Beyond Inc. C0 075896100 5,741,968 140,769 140,769 140,769 BEI Technologies Inc. C0 05538P104 7,616,271 254,810 254,810 254,810 Belden CDT Inc C0 077454106 22,553,447 1,014,550 1,014,550 1,014,550 Belo A H Corp. C0 080555105 8,921,490 383,720 383,720 383,720 Benchmark Electronics Inc. C0 08160H101 11,199,569 329,690 329,690 329,690 Berkshire Hathaway Inc C0 084670207 10,338,348 3,687 3,687 3,687 Best Buy Company Inc C0 086516101 5,554,185 93,789 93,789 93,789 Bg Group Plc-spon Adr ADR 055434203 1,352,775 40,820 40,820 40,820 BHP Billiton Ltd ADR ADR 088606108 1,760,051 85,150 85,150 85,150 Biogen Idec Inc C0 09062X103 44,571,090 766,353 759,253 759,253 BioVail Corp. International C0 09067J109 4,746,279 254,030 254,030 254,030 BJ Serv C0 055482103 69,780,240 1,368,240 1,368,240 1,334,240 34,000 BJs Wholesale Club Inc. C0 05548J106 28,514,137 982,230 982,230 982,230 Blizzard Energy Inc C0 093628105 1,485,291 725,000 725,000 707,700 17,300 Blizzard Energy Inc/PP C0 093515XX7 4,326,805 3,000,000 3,000,000 3,000,000 Block H & R Inc. C0 093671105 10,804,311 227,220 227,220 227,220 Boeing Co. C0 097023105 13,593,359 272,412 272,412 272,412 BorgWarner Automotive Inc. C0 099724106 25,848,038 557,310 557,310 557,310 Boston Properties Inc. C0 101121101 8,352,559 139,862 139,862 139,862 Boston Scientific Corp. C0 101137107 10,701,901 303,170 299,070 299,070 Bow Valley C0 101906105 2,689,542 1,953,600 1,953,600 1,908,400 45,200 Bowater Inc. C0 102183100 7,329,318 198,950 198,950 198,950 Boyd Gaming C0 103304101 68,923,190 2,058,023 2,058,023 1,692,923 365,100 BP Plc Sponsored ADR ADR 055622104 16,902,577 290,173 290,173 290,173 Brigham Expl C0 109178103 10,064,447 1,109,030 1,109,030 1,102,330 6,700 Bristol West C0 11037M105 17,254,782 1,003,185 1,003,185 691,685 311,500 Bristol-Myers Squibb Company C0 110122108 8,328,475 355,462 355,462 355,462 Broadcom Corp-cl A CLA 111320107 1,385,501 51,220 51,220 51,220 Brooks Automation Inc. C0 114340102 25,311,773 1,701,060 1,701,060 1,701,060 Burlington Resources Inc. C0 122014103 1,852,975 44,650 44,650 44,650 Business Objects Sa-sp Adr ADR 12328X107 6,533,201 256,000 256,000 256,000 C&D Tech Inc C0 124661109 2,489,890 139,100 139,100 139,100 0 C1 Energy Ltd Cl A CLA 12617Y105 3,178,531 2,096,628 2,096,628 2,050,828 45,800 Cabot Oil & Gas Corp. C0 127097103 29,870,014 705,980 705,980 705,980 CACI International Inc. C0 127190304 28,468,783 466,931 466,931 323,831 143,100 Cairn Energy PLC C0 003239931 1,859,672 68,910 68,910 68,910 California Pizza Kitchen Inc C0 13054D109 21,620,752 977,430 977,430 977,430 Callaway Golf Co. C0 131193104 13,941,468 1,336,670 1,336,670 1,336,670 Calpine Corp. C0 131347106 6,309,162 2,533,800 2,533,800 2,483,500 50,300 Cambrex Corp. C0 132011107 22,370,895 1,000,040 1,000,040 1,000,040 Canadian Natural Resources Ltd. C0 136385101 1,690,143 40,220 40,220 40,220 CanArgo C0 137225108 11,454,300 15,272,400 15,272,400 14,928,400 344,000 Canico Resource Corp C0 137580106 9,201,426 850,000 850,000 850,000 Capital One Financial Corp. C0 14040H105 9,863,851 133,729 133,729 133,729 Capitalsource Inc C0 14055X102 27,275,942 1,217,676 1,217,676 845,776 371,900 Caraustar Industries Inc C0 140909102 23,992,299 1,613,470 1,613,470 1,613,470 Caremark Rx Inc. C0 141705103 152,030,198 5,072,746 5,055,146 5,055,146 Carreker Corporation C0 144433109 14,432,017 1,598,230 1,598,230 1,598,230 Caterpillar Inc. C0 149123101 7,561,417 93,884 93,884 93,884 CCR Technologies Ltd. C0 125001107 18,443 50,000 50,000 50,000 CDW Corp C0 12512N105 22,957,303 370,100 370,100 370,100 Cendant Corp. C0 151313103 15,360,305 746,008 746,008 746,008 Centurytel Inc. C0 156700106 7,167,302 223,350 223,350 223,350 Ceridian Corp C0 156779100 13,972,500 810,000 810,000 810,000 Cerner Corporation C0 156782104 151,704 3,360 3,360 2,360 1,000 Chamaelo Energy Inc C0 157676107 558,010 116,400 116,400 113,600 2,800 Chamaelo Energy Inc/PP C0 157676XX0 3,116,037 650,000 650,000 650,000 Champion Enterprises Inc. C0 158496109 17,846,096 1,638,760 1,638,760 1,638,760 Chaney Eq Inv Fd III MF 160990974 1,420,564 2,328,793 2,328,793 2,328,793 Charles River Laboratories C0 159864107 44,840,729 958,340 951,040 951,040 Charming Shoppes Inc. C0 161133103 24,636,126 3,228,850 3,228,850 3,228,850 Checkfree Corp C0 162813109 16,720,470 539,370 539,370 539,370 Chesapeake Energy Corp. C0 165167107 1,080,737 67,210 67,210 67,210 ChevronTexaco Corporation C0 166764100 9,272,129 174,748 174,748 174,748 Chicago Mercantile Exchange C0 167760107 7,222,503 41,100 41,100 41,100 Chicos Fas Inc C0 168615102 12,397,291 309,700 309,700 309,700 Chiquita Brands Intl C0 170032809 13,875 770 770 770 Choicepoint Inc C0 170388102 15,339,198 368,465 368,465 368,465 Christopher & Banks Corp. C0 171046105 20,110,675 1,237,580 1,237,580 1,237,580 Ciber Inc C0 17163B102 26,338,854 2,913,590 2,913,590 2,913,590 Cinch Energy C0 172001XY0 970,253 1,600,000 1,600,000 1,600,000 Circuit City Group C0 172737108 25,415,374 1,564,023 1,564,023 1,564,023 Cisco Systems Inc. C0 17275R102 106,671,459 5,552,913 5,518,603 5,518,603 Cit Group Inc C0 125581108 73,991,428 1,831,471 1,831,471 1,831,471 Citadel C0 17285T106 16,851,839 1,158,202 1,158,202 768,102 390,100 Citigroup Inc. C0 172967101 152,301,267 3,432,528 3,422,318 3,422,318 City National Corp. C0 178566105 7,069,140 102,600 102,600 102,600 CKE Restaurants Inc. C0 12561E105 21,354,365 1,769,210 1,769,210 1,769,210 Clayton Williams C0 969490101 25,369,548 1,242,996 1,242,996 1,226,330 16,666 Clayton Williams Energy Inc/PP C0 969490XX4 5,510,700 300,000 300,000 300,000 Clear Energy Inc. C0 184549103 921,451 247,131 247,131 243,664 3,467 Clorox Co. C0 189054109 52,012,342 952,607 941,107 941,107 Coach Inc C0 189754104 27,477,707 589,271 585,251 585,251 Coca Cola Co. C0 191216100 3,567,305 87,735 87,735 87,735 Coeur Dalene Mines Corp C0 192108108 4,851,000 980,000 980,000 980,000 Collegiate Fund C0 19458M108 13,958,983 1,130,282 1,130,282 801,082 329,200 Comcast Corp-cl A CLA 20030N101 11,589,901 392,878 392,878 392,878 Comcast Corp CLA 20030N200 61,822,849 2,128,886 2,120,886 2,120,886 Comerica Inc. C0 200340107 11,198,572 182,061 182,061 182,061 Comfort Systems USA Inc. C0 199908104 11,746,766 1,695,060 1,695,060 1,695,060 Commscope Inc C0 203372107 23,344,922 1,296,220 1,296,220 1,296,220 Community Hlth C0 203668108 41,852,235 1,560,486 1,560,486 1,236,686 323,800 Compass Min C0 20451N101 21,161,461 987,930 987,930 987,930 Compton Pet C0 204940100 23,772,802 2,698,600 2,698,600 2,635,800 62,800 Comstock Resources Inc. C0 205768203 10,722,800 487,400 487,400 469,600 17,800 Consol En C0 20854P109 210,608,406 5,949,390 5,937,590 5,710,490 227,100 CONSOL En I C0 20854PXX2 44,844,720 1,266,800 1,266,800 1,266,800 CONSOL En II C0 20854PXY0 14,063,000 410,000 410,000 410,000 Constellation Energy Group C0 210371100 7,413,678 182,513 182,513 182,513 Cooper Cameron Corp. C0 216640102 1,244,046 25,730 25,730 25,730 Cooper Co.S Inc. C0 216648402 17,702,874 251,640 251,640 174,240 77,400 Cooper Industries Ltd C0 G24182100 5,647,546 88,381 88,381 88,381 Cooper Tire & Rubr. Co. C0 216831107 32,550,690 1,670,980 1,670,980 1,670,980 Core Lab NYS N22717107 23,602,408 951,710 951,710 951,710 Corporate Exec C0 21988R102 38,548,604 605,634 605,634 517,534 88,100 Cost Plus C0 221485105 15,724,932 486,840 486,840 323,740 163,100 Covance Inc. C0 222816100 19,735,597 496,868 496,868 343,368 153,500 Cree Inc C0 225447101 190,495 5,520 5,520 3,920 1,600 Crew Energy Inc C0 226533107 15,150,605 2,550,108 2,550,108 2,483,641 66,467 Crew Energy Inc/PP C0 226533XX0 2,970,581 500,000 500,000 500,000 Cross Timbers Royalty Trust C0 22757R109 232,223 6,465 6,465 6,097 368 Crystallex Intl Corp C0 22942F101 15,674,600 4,330,000 4,330,000 4,330,000 Crystallex Intl Corp/PP C0 22942FXX4 2,884,537 800,000 800,000 800,000 CSK Auto Corp. C0 125965103 12,085,613 825,520 825,520 825,520 CSX Corp. C0 126408103 5,026,780 137,720 137,720 137,720 Cutera Inc C0 232109108 11,386,243 1,072,911 1,072,911 742,661 330,250 Cv Therapeutics Inc C0 126667104 1,613,609 96,450 96,450 96,450 CVS Corp. C0 126650100 89,989,015 2,070,617 2,070,617 2,070,617 Cyberonics C0 23251P102 6,253,601 333,170 333,170 216,070 117,100 Cymer Inc. C0 232572107 11,997,223 420,660 420,660 284,460 136,200 Cypress Semi C0 232806109 32,191,726 3,057,144 3,057,144 3,057,144 Cyries Energy Inc C0 23281V103 883,848 157,454 157,454 154,936 2,518 Cytyc Corporation C0 232946103 34,219,122 1,311,580 1,311,580 1,311,580 Daiichi Chuo Kisen Kaisha C0 006250100 11,654,924 5,085,000 5,085,000 5,085,000 Darden Restaurants Inc. C0 237194105 12,440,610 507,780 507,780 507,780 Dean Foods Co C0 242370104 7,774,134 260,440 260,440 260,440 Deep Marine Technology Inc. PP C0 243789XY5 313,800 1,046 1,046 1,046 Defiant C0 24476W104 5,116,906 1,501,000 1,501,000 1,460,800 40,200 Dell Inc C0 24702R101 54,697,457 1,560,110 1,538,610 1,538,610 Denbury Resources Inc C0 247916208 18,600,000 750,000 750,000 728,900 21,100 Dentsply International Inc. New C0 249030107 1,243,559 23,910 23,910 23,910 Devon Energy Corp C0 25179M103 10,555,593 142,701 142,701 142,701 Diamond O Drill C0 25271C102 37,396,320 1,106,400 1,106,400 1,089,700 16,700 Diebold Inc. C0 253651103 10,565,280 220,800 220,800 220,800 Dillards Inc. C0 254067101 8,645,960 421,960 421,960 421,960 DIRECTV Group Inc/The C0 25459L106 48,234,193 2,876,219 2,876,219 2,876,219 Disney (Walt) Co. C0 254687106 19,532,234 774,474 767,574 767,574 Donnelley R R & Sons Co. C0 257867101 10,854,653 345,140 345,140 345,140 Double Eagle Pete & Mng Co C0 258570209 1,103,100 73,540 73,540 73,540 Dow Chemical Co. C0 260543103 60,017,595 1,335,505 1,335,505 1,335,505 Dow Jones & Co. Inc. C0 260561105 10,177,943 230,010 230,010 230,010 DREAMWORKS ANIMATION SKG C0 26153C103 4,881,250 125,000 125,000 125,000 Drillers Tech Reg S 144A C0 26205QXY1 1,299,680 1,300,000 1,300,000 1,300,000 Drillers Technology C0 26205Q100 245,055 249,200 249,200 249,200 DST Systems Inc. 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A CLA 688222207 13,566,337 747,045 747,045 747,045 Osi Pharmaceuticals Inc C0 671040103 18,301,617 281,650 281,650 281,650 Pacific Sunwear Inc. C0 694873100 11,020,855 470,173 470,173 339,873 130,300 Packaging Corp Of America C0 695156109 26,420,825 1,204,780 1,204,780 1,204,780 Pactive Corporation C0 695257105 11,848,103 500,131 500,131 500,131 Papa Johns Intl Inc C0 698813102 16,297,526 504,880 504,880 504,880 Paramount Res C0 699320107 22,437,503 1,180,300 1,180,300 1,152,400 27,900 Patterson UTI C0 703481101 91,080,780 4,736,390 4,736,390 4,451,344 285,046 Payless Shoesource Inc. C0 704379106 28,176,608 2,962,840 2,962,840 2,962,840 Peabody Enrgy C0 704549104 211,286,621 3,312,741 3,312,741 3,274,141 38,600 Pegasystems Inc C0 705573103 2,822,142 380,599 380,599 380,599 Penn National Gaming Inc. C0 707569109 19,181,461 461,870 461,870 461,870 Penn Virginia Corp C0 707882106 74,073,600 2,057,600 2,057,600 2,003,600 54,000 Penn West Pet. 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Class B C0 755111507 66,769,636 1,830,308 1,830,308 1,830,308 Readers Digest CLA 755267101 38,731,264 2,750,800 2,750,800 2,750,800 Real Resources Inc C0 755902202 5,250,758 550,000 550,000 550,000 Reckson Assoc. Realty Corp. C0 75621K106 2,407,969 79,340 79,340 79,340 Red Hat Inc C0 756577102 5,838,348 454,700 446,500 446,500 Regal Beloit C0 758750103 17,241,354 736,810 736,810 736,810 Regions Financial Corp C0 7591EP100 13,338,012 380,217 380,217 380,217 Rehabcare Group Inc C0 759148109 23,620,330 1,028,760 1,028,760 1,028,760 Remington Oil & Gas Corp. C0 759594302 9,471,312 372,300 372,300 354,800 17,500 RENOVIS INC C0 759885106 579,027 50,570 50,570 50,570 Republic Re Inc C0 76074PXX8 195,213 2,033,466 2,033,466 2,033,466 Republic Resources Inc. C0 76074P105 5,625 37,500 37,500 37,500 Res Connection Inc C0 76122Q105 45,215,105 1,077,063 1,077,063 730,263 346,800 Reunion Industries Inc. C0 761312107 2,681 8,936 8,936 8,936 Rigel Pharmaceuticals Inc C0 766559603 597,120 24,880 24,880 24,880 Rio Tinto Plc ADR ADR 767204100 1,632,768 15,360 15,360 15,360 Romarco Minerals Inc. C0 775903206 45,685 223,000 223,000 223,000 Roper Industries Inc C0 776696106 39,258,305 636,690 636,690 636,696 Rowan Companies Inc. C0 779382100 23,787,067 931,730 931,730 903,830 27,900 Royal Dutch Petroleum NY Shares NYS 780257804 5,391,998 99,410 99,410 99,410 Royal Nedlloyd NV C0 004060129 18,344,379 421,500 421,500 421,500 Rti International Metals Inc C0 74973W107 19,302,711 963,690 963,690 963,690 Russell Corp. C0 782352108 17,831,523 1,031,320 1,031,320 1,031,320 Ryans Restaurant Group Inc C0 783520109 5,808,886 415,217 415,217 415,217 Sandisk Corp C0 80004C101 1,374,707 65,870 65,870 65,870 Sanofi-synthelabo Sa-adr ADR 80105N105 6,335,305 173,570 173,570 173,570 Santos Limited C0 006776703 1,407,809 225,980 225,980 225,980 SBC Communications Inc. C0 78387G103 18,348,409 726,382 726,382 726,382 Schering-Plough Inc. C0 806605101 4,175,586 230,568 230,568 230,568 Schlumberger Ltd. C0 806857108 101,929,442 1,619,470 1,615,770 1,603,870 11,900 Scientific Atlanta Inc. C0 808655104 25,889,850 945,230 945,230 805,130 140,100 Sealed Air Corp. C0 81211K100 22,117,430 446,456 446,456 446,456 Sensient Tech Corp C0 81725T100 25,558,141 1,176,710 1,176,710 1,176,710 Service Corp International C0 817565104 1,684,955 254,910 254,910 254,910 Sherwin-Williams Co. C0 824348106 68,191,501 1,596,243 1,596,243 1,596,243 Ship Finance Intl Ltd C0 G81075106 3,320,560 165,202 165,202 158,782 6,420 SHOPPING.COM C0 M8405Q102 2,697,000 100,000 100,000 100,000 Shuffle Master Inc. C0 825549108 15,273,198 362,870 362,870 235,170 127,700 Siebel Systems Inc C0 826170102 14,838,050 1,561,900 1,561,900 1,561,900 Silicon Graphics Inc. C0 827056102 8,583,841 6,654,140 6,654,140 6,654,140 Silicon Laboratories Inc C0 826919102 4,351,944 145,210 145,210 94,110 51,100 Simpletech Inc C0 828823104 13,096,678 2,438,860 2,438,860 2,438,860 SkillSoft Plc ADR 830928107 9,819,513 1,434,237 1,434,237 1,434,237 Skywest Inc C0 830879102 15,534,602 909,520 909,520 909,520 SLM Corp C0 78442P106 84,836,204 1,874,419 1,864,419 1,864,419 Sm Cap Growth Grp T MF 857515126 43,919,818 391,744 391,744 153,392 238,352 Smith International Inc C0 832110100 3,484,800 60,000 60,000 60,000 Smurfit-stone Container Corp. C0 832727101 12,736,216 733,653 733,653 733,653 SW Bancorp Of Texas C0 84476R109 27,525,475 1,174,295 1,174,295 803,595 370,700 Southwestern Resources Corp. C0 845770106 7,728,919 646,000 646,000 646,000 Spartech Corp C0 847220209 13,854,456 549,780 549,780 549,780 Spinnaker Exploration Co C0 84855W109 10,560,413 330,840 330,840 330,840 Sprint Corp. C0 852061100 103,774,484 4,953,436 4,927,736 4,927,736 St. Jude Medical Inc. C0 790849103 1,554,371 20,300 20,300 20,300 St. Jude Resources Ltd C0 79085J100 1,205,901 937,300 937,300 937,300 Staples Inc. C0 855030102 91,059,746 3,061,861 3,050,361 3,050,361 Starbucks Corp. C0 855244109 17,899,880 338,500 332,300 332,300 Starpoint En. Ltd C0 855568101 6,000,598 1,509,800 1,509,800 1,475,500 34,300 Startek Inc C0 85569C107 8,213,156 297,040 297,040 297,040 Starwood Hotels & Resorts C0 85590A203 37,897,620 794,000 786,700 786,700 Station Casinos Inc C0 857689103 29,656,772 582,076 582,076 400,476 181,600 Statoil Asa-spon Adr C0 85771P102 1,824,687 125,150 125,150 125,150 STATS ChipPAC Ltd ADR 85771T104 4,342,260 734,731 734,731 734,731 Steelcase Inc. Class A CLA 858155203 17,264,752 1,317,920 1,317,920 1,317,920 Steiner Leisure Ltd. C0 P8744Y102 22,218,314 910,960 910,960 910,960 Steinway Musical Instruments Inc. C0 858495104 5,673,780 205,200 205,200 205,200 Steris Corp C0 859152100 36,171,984 1,744,910 1,744,910 1,744,910 Sterling Bancshares Inc/tx C0 858907108 23,555,797 1,662,371 1,662,371 1,662,371 Stewart & Stevenson Srv Inc C0 860342104 11,996,900 705,700 705,700 705,700 Stewart Ent CLA 860370105 38,972,958 5,473,730 5,473,730 5,473,730 Stolt-nielsen S.a. ADR 861565109 36,209,579 1,720,170 1,720,170 1,720,170 Stolt-Nielsen S.A./PP C0 861550XX4 5,220,554 250,000 250,000 250,000 Stone Energy Inc. C0 861642106 14,995,349 364,230 364,230 364,230 Sun Microsystems Inc. C0 866810104 5,615,232 1,242,500 1,242,500 1,242,500 Suncor Energy Inc C0 867229106 1,174,446 34,410 34,410 34,410 Sunridge Gold Corp C0 86769Q102 792,228 1,421,700 1,421,700 1,421,700 Surmodics Inc C0 868873100 17,946,540 668,400 668,400 668,400 SWS Group Inc C0 78503N107 6,847,488 356,640 356,640 356,640 SYBASE INC C0 871130100 9,683,749 611,734 611,734 425,534 186,200 Symantec Corp. C0 871503108 33,344,064 585,600 580,500 580,500 T Rowe Price Group Inc. C0 74144T108 11,193,039 200,700 200,700 200,700 Talisman Energy Inc. C0 87425E103 1,492,576 55,700 55,700 55,700 Target Corp. C0 87612E106 137,155,440 2,742,012 2,725,912 2,725,912 Tech Data Corp. C0 878237106 2,359,261 58,412 58,412 58,412 Technicoil Corporation/PP C0 878519XX0 2,808,490 2,000,000 2,000,000 2,000,000 Technitrol Inc C0 878555101 60,089,914 3,681,980 3,681,980 3,681,980 Teck Cominco Ltd - CL B CLB 878742204 786,587 32,940 32,940 32,940 Tektronix Inc. C0 879131100 11,631,980 383,514 383,514 383,514 Teledyne Tech C0 879360105 27,847,776 1,089,080 1,089,080 1,089,080 Tempest Energy Corp Cl A CLA 879778108 3,086,069 553,000 553,000 541,800 11,200 Tempest Energy Corp. PP 144A C0 879778XX1 2,782,103 500,000 500,000 500,000 Temple Energy Inc/PP C0 880111XX2 2,280,681 2,783,115 2,783,115 2,783,115 Teradyne Inc. C0 880770102 8,288,446 500,510 500,510 322,410 178,100 Terex Corp. New C0 880779103 17,402,100 457,950 457,950 457,950 Tetra Tech Inc C0 88162G103 13,688,595 1,041,750 1,041,750 1,041,750 Textron Inc. C0 883203101 7,158,272 105,037 105,037 105,037 The Yankee Candle Company Inc. C0 984757104 12,755,850 460,500 460,500 460,500 Thomas & Betts Corp. C0 884315102 16,887,239 595,880 595,880 595,880 Thunder C0 885914101 11,404,504 1,893,458 1,893,458 1,857,092 36,366 Time Warner Inc C0 887317105 85,152,238 5,117,322 5,117,322 5,117,322 Timing Energy Inc/PP C0 887370XX7 1,638,941 2,000,000 2,000,000 2,000,000 Titanium Metals Corporation C0 888339207 7,089,743 366,395 366,395 366,395 Too Inc C0 890333107 31,497,848 1,430,420 1,430,420 1,430,420 Total SA ADR ADR 89151E109 32,649,755 313,097 313,097 313,097 Tower Automotive Inc C0 891707101 15,451 10,370 10,370 10,370 Toys R Us C0 892335100 4,932,759 273,890 273,890 273,890 Transkaryotic Therapies Inc C0 893735100 3,088,796 178,440 178,440 178,440 Transocean Inc. 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