-----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, DFOz6TQdJfJqoV/QMynWwQNugSetTO8LVYRXLA74PgN8lGyxF4xcWCKbDmmYH1SL DJc+pqZ7UjWKlU0j96x9DQ== 0001047469-05-001760.txt : 20050128 0001047469-05-001760.hdr.sgml : 20050128 20050128104504 ACCESSION NUMBER: 0001047469-05-001760 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050128 DATE AS OF CHANGE: 20050128 EFFECTIVENESS DATE: 20050128 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: 05556295 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 a2150560z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 ------------------------------- Form 13F File Number: 28-4376 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent 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 January 28, 2005 ------------------------------- --------------------- ----------------- [Signature] [City, State] [Date] 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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None -------------------- Form 13F Information Table Entry Total: 854 -------------------- Form 13F Information Table Value Total: 19,908,780 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ------ ----------------- --------------------------------- [Repeat as necessary.] Print Date: Thursday, January 27, 2005 [STATE STREET RESEARCH LOGO] SEC REPORTS - FORM 13 F REPORT DATE: FRIDAY, DECEMBER 31, 2004
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- AAR Corp. C0 000361105 26,359,058 1,935,320 1,935,320 1,935,320 Aaron Rents Inc. C0 002535201 21,533,825 861,353 861,353 539,103 322,250 Abbott Laboratories C0 002824100 7,309,122 156,680 156,680 156,680 Abercrombie & Fitch Co. C0 002896207 4,313,766 91,880 91,880 91,880 Abgenix Inc C0 00339B107 8,776,695 848,810 848,810 551,910 296,900 Accenture Ltd C0 G1150G111 57,072,627 2,113,801 2,113,801 2,113,801 Accrete energy Inc C0 00438F108 235,431 71,890 71,890 70,520 1,370 Actel Corp C0 004934105 14,565,391 830,410 830,410 830,410 ACUITY BRANDS INC C0 00508Y102 20,077,884 631,380 631,380 631,380 ADA-ES Inc/PP Comm 005208XX6 6,627,500 275,000 275,000 275,000 Adobe Systems Inc. C0 00724F101 21,858,616 348,400 348,400 348,400 Advanced Medical Optics Comm 00763M108 26,154,590 635,746 635,746 400,346 235,400 Advisory Board Co/the C0 00762W107 7,797,170 211,420 211,420 123,420 88,000 Aeroflex Inc. C0 007768104 12,003,054 990,351 990,351 663,401 326,950 Aeropostale Inc C0 007865108 10,247,761 348,208 348,208 221,608 126,600 AETNA Inc. C0 00817Y108 72,739,105 583,079 580,079 580,079 Affiliated Managers Group C0 008252108 53,658,954 792,131 792,131 572,031 220,100 Agco Corp. C0 001084102 32,219,234 1,471,870 1,471,870 1,471,870 Agilent Technologies Inc C0 00846U101 6,936,197 287,809 287,809 287,809 AGL Resources Inc. Comm 001204106 953,988 28,700 28,700 28,700 Agrium Inc. C0 008916108 40,633,811 2,414,150 2,414,150 2,414,150 Air Products & Chemicals Inc. C0 009158106 7,360,451 126,970 126,970 126,970 AK Steel Holding Corp. C0 001547108 6,858,057 473,950 473,950 275,050 198,900 Aker Kvaerner ASA Comm BOOK980 960,693 36,960 36,960 36,960 Albany Molecular Research Inc. C0 012423109 28,607,297 2,567,980 2,567,980 2,567,980 Alcoa Inc. C0 013817101 2,713,588 86,365 86,365 86,365 Alexion Pharmaceuticals Inc C0 015351109 2,892,456 114,780 114,780 114,780 Alkermes Inc. C0 01642T108 14,834,657 1,052,850 1,052,850 679,050 373,800 Allegheny Technologies Inc. C0 01741R102 42,344,264 1,954,050 1,954,050 1,954,050 Allergan Inc. C0 018490102 43,537,022 537,030 532,030 532,030 Alliance Data Systems Corp Comm 018581108 42,276,192 890,400 882,900 882,900 Alliance Gaming Corp. C0 01859P609 7,983,561 578,100 578,100 578,100 Alliant Technology Systems Inc. C0 018804104 55,987,509 856,340 856,340 856,340 Allstate Corp. Comm 020002101 29,299,587 566,504 566,504 566,504
1
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Altera Corp. C0 021441100 16,009,380 773,400 773,400 773,400 Altria Group Inc. C0 02209S103 91,174,642 1,492,220 1,492,220 1,492,220 AMBAC Inc. C0 023139108 67,653,438 823,736 823,736 823,736 Amdocs Ltd C0 G02602103 22,435,875 854,700 854,700 854,700 Amerada Hess Corp. Comm 023551104 5,404,128 65,600 65,600 65,600 American Capital Strategies C0 024937104 35,742,196 1,071,730 1,071,730 1,071,730 American Express C0 025816109 142,164,745 2,521,993 2,509,753 2,509,753 American International Group Inc. C0 026874107 128,311,891 1,953,889 1,949,249 1,949,249 American Italian Pasta Co. Comm 027070101 13,481,745 579,860 579,860 579,860 American Pwr Conversion Corp. C0 029066107 12,506,374 584,410 584,410 584,410 American Standard Companies C0 029712106 12,042,218 291,438 291,438 291,438 American Tower Corp. C0 029912201 74,825,698 4,066,614 4,066,614 3,228,714 837,900 Amerus Group Co. C0 03072M108 21,783,411 480,870 480,870 480,870 Amgen C0 031162100 92,945,844 1,448,883 1,446,033 1,446,033 Amphenol Corp. Cl A C0 032095101 13,549,712 368,800 368,800 368,800 Amsurg Corp C0 03232P405 7,793,538 263,830 263,830 153,130 110,700 Anacomp Inc.- Cl B C0 03237E207 15 1 1 1 Anadarko Petroleum Corp. C0 032511107 3,576,216 55,180 55,180 55,180 Anaren Inc C0 032744104 25,891,073 1,997,768 1,997,768 1,684,968 312,800 Anchor Glass Container Corp. C0 03304B300 14,868,202 2,212,530 2,212,530 2,212,530 Andrew Corp. C0 034425108 38,985,071 2,860,240 2,860,240 2,616,440 243,800 Andrx Corp. - Andrx Group C0 034553107 684,152 31,340 31,340 31,340 Anglo American Plc-unsp Adr AR 03485P102 617,351 25,950 25,950 25,950 Anheuser-Busch Inc. C0 035229103 40,921,608 806,655 797,555 797,555 Animas Corp C0 03525Y105 10,947,393 700,409 700,409 472,509 227,900 Anixter Intl. Inc. C0 035290105 14,576,670 405,020 405,020 405,020 Anteon International Corp C0 03674E108 31,739,675 758,234 758,234 470,534 287,700 Apache Corp. C0 037411105 1,679,935 33,220 33,220 33,220 Apogee Enterprises Inc. Comm 037598109 17,574,127 1,310,524 1,310,524 1,310,524 Applebees Intl Inc Comm 037899101 8,446,543 319,340 319,340 185,240 134,100 Applera Corp. - Celera Genomics C0 038020202 1,438,525 104,620 104,620 104,620 Applied Films Corp C0 038197109 4,426,268 205,300 205,300 205,300 ARC Energy Trust Units UT 001986108 964,109 64,800 64,800 64,800 Arch Coal Inc. C0 039380100 104,958,860 2,953,260 2,953,260 2,892,260 61,000 Argo Energy LTD C0 04012R108 3,327,745 1,339,000 1,339,000 1,308,700 30,300 Ariad Pharmaceuticals Inc C0 04033A100 793,078 106,740 106,740 106,740 Arqule Inc C0 04269E107 205,163 35,434 35,434 35,434 Ascential Software Corp. C0 04362P207 21,622,493 1,325,720 1,325,720 1,325,720 Ashland Inc. C0 044204105 13,002,394 222,720 222,720 222,720 Ask Jeeves Inc C0 045174109 17,185,698 642,456 642,456 391,356 251,100 Aspect Medical Systems Inc C0 045235108 3,035,021 124,081 124,081 124,081 Aspen Technology Inc C0 045327103 21,817,140 3,513,227 3,513,227 3,513,227
2
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Assurant Inc C0 04621X108 10,149,321 332,220 332,220 332,220 Assured Guaranty Ltd. C0 G0585R106 1,722,895 87,590 87,590 87,590 AstraZeneca PLC - Spons ADR AR 046353108 3,785,652 104,030 104,030 104,030 Atlas America Inc. C0 049167109 4,618,900 129,200 129,200 125,500 3,700 ATMI Inc. C0 00207R101 31,012,320 1,376,490 1,376,490 1,224,590 151,900 Atmos Energy Corp Comm 049560105 634,520 23,200 23,200 23,200 Atwood Oceanics Inc. C0 050095108 29,231,747 561,070 561,070 552,770 8,300 Autobytel Inc/Pvt Plc Comm 05275NXX9 424,596 78,498 78,498 78,498 Autobytel.Com Inc C0 05275N106 18,724 3,100 3,100 3,100 Autozone Inc. Comm 053332102 9,444,193 103,430 103,430 103,430 Avery Dennison Corp. Comm 053611109 9,799,338 163,404 163,404 163,404 Avid Technology Inc. Comm 05367P100 26,583,375 430,500 430,500 430,500 Avnet Inc. C0 053807103 13,389,802 734,090 734,090 734,090 Avocent Corporation C0 053893103 9,158,648 225,696 225,696 131,121 94,575 AVX Corp. C0 002444107 10,733,814 851,890 851,890 851,890 Axis Capital holdings Limited C0 G0692U109 10,508,046 384,066 384,066 384,066 Axmin Inc. C0 05461V102 1,754,910 3,104,900 3,104,900 3,104,900 Bank of America Corp. C0 060505104 100,035,742 2,128,873 2,128,873 2,128,873 Bank of New York Co. Inc. C0 064057102 14,588,732 436,527 436,527 436,527 Bard (C. R.) Inc. C0 067383109 12,873,416 201,210 201,210 201,210 Baxter International Inc. C0 071813109 69,926,783 2,024,516 2,024,516 2,024,516 Baytex Energy Ltd Cl A C0 07317G107 368,706 32,500 32,500 32,500 Baytex Energy Trust C0 073176109 48,715,655 4,589,648 4,589,648 4,450,748 138,900 Bea Systems Inc C0 073325102 16,033,942 1,809,700 1,809,700 1,044,400 765,300 Becton Dickinson & Co. C0 075887109 2,716,176 47,820 47,820 47,820 Bed Bath & Beyond Inc. C0 075896100 5,635,109 141,479 141,479 141,479 BEI Technologies Inc. C0 05538P104 7,875,635 255,040 255,040 255,040 Belden CDT Inc C0 077454106 23,554,728 1,015,290 1,015,290 1,015,290 Belo A H Corp. C0 080555105 10,018,694 381,810 381,810 381,810 Bema Gold Corp C0 08135F107 1,982,794 650,000 650,000 650,000 Benchmark Electronics Inc. C0 08160H101 11,260,843 330,230 330,230 330,230 Berkshire Hathaway Inc C0 084670207 10,825,032 3,687 3,687 3,687 Best Buy Company Inc C0 086516101 5,602,652 94,289 94,289 94,289 BG Group PLC C0 0876289 317,206 46,738 46,738 46,738 Bg Group Plc-spon Adr AR 055434203 3,019,543 87,650 87,650 87,650 BHP Billiton Ltd ADR AR 088606108 5,583,209 232,440 232,440 232,440 Biogen Idec Inc C0 09062X103 46,782,401 702,333 695,233 695,233 Biomarin Pharmaceutical Inc C0 09061G101 1,888,053 295,470 295,470 295,470 BJ Services Company C0 055482103 79,469,377 1,707,550 1,707,550 1,673,550 34,000 BJs Wholesale Club Inc. C0 05548J106 28,640,907 983,210 983,210 983,210 Blizzard Energy Inc C0 093628105 1,566,786 725,000 725,000 707,700 17,300 Blizzard Energy Inc/PP Comm 093515XX7 6,483,252 3,000,000 3,000,000 3,000,000
3
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Block H & R Inc. Comm 093671105 11,980,990 244,510 244,510 244,510 Boeing Co. C0 097023105 13,664,795 263,952 263,952 263,952 Bonavista Energy Trust UT 098536105 941,551 41,800 41,800 41,800 BorgWarner Automotive Inc. C0 099724106 30,221,443 557,900 557,900 557,900 Boston Properties Inc. C0 101121101 9,003,487 139,222 139,222 139,222 Boston Scientific Corp. C0 101137107 2,871,374 80,770 80,770 80,770 Bow Valley Energy Ltd. C0 101906105 3,051,618 1,922,200 1,922,200 1,877,000 45,200 Bowater Inc. C0 102183100 8,701,663 197,900 197,900 197,900 Boyd Gaming Corporation C0 103304101 71,708,638 1,721,696 1,721,696 1,358,696 363,000 BP Plc Sponsored ADR AR 055622104 19,106,319 327,163 327,163 327,163 Briggs & Stratton C0 109043109 10,580,863 254,470 254,470 254,470 Brigham Exploration Company C0 109178103 9,981,270 1,109,030 1,109,030 1,102,330 6,700 Bristol West holdingsInc C0 11037M105 14,940,060 747,003 747,003 437,103 309,900 Bristol-Myers Squibb Company C0 110122108 8,270,700 322,822 322,822 322,822 Brooks Automation Inc. C0 114340102 29,313,606 1,702,300 1,702,300 1,702,300 Burlington Resources Inc. C0 122014103 5,309,610 122,060 122,060 122,060 C&D Tech Inc C0 124661109 2,374,013 139,320 139,320 139,320 C1 Energy Ltd Cl A C0 12617Y105 3,205,345 2,203,629 2,203,629 2,157,829 45,800 Cabot Oil & Gas Corp. C0 127097103 37,764,366 853,432 853,432 793,032 60,400 CACI International Inc. C0 127190304 26,120,429 383,391 383,391 240,691 142,700 Cairn Energy PLC C0 3239931 3,905,998 187,302 187,302 187,302 California Pizza Kitchen Inc C0 13054D109 22,496,530 978,110 978,110 978,110 Callaway Golf Co. C0 131193104 18,061,110 1,337,860 1,337,860 1,337,860 Cambrex Corp. C0 132011107 27,121,951 1,000,810 1,000,810 1,000,810 Canadian Natural Resources Ltd. C0 136385101 3,475,594 81,590 81,590 81,590 CanArgo Energy Corporation C0 137225108 17,495,005 16,131,400 16,131,400 15,773,100 358,300 Canico Resource Corp C0 137580106 10,244,369 850,000 850,000 850,000 Capital One Financial Corp. C0 14040H105 11,207,425 133,089 133,089 133,089 Capitalsource Inc C0 14055X102 26,394,125 1,028,209 1,028,209 635,609 392,600 Caraustar Industries Inc C0 140909102 27,143,864 1,613,785 1,613,785 1,613,785 Caremark Rx Inc. C0 141705103 127,138,526 3,224,411 3,215,011 3,215,011 Carreker Corporation C0 144433109 13,759,914 1,599,990 1,599,990 1,599,990 Caterpillar Inc. C0 149123101 9,154,629 93,884 93,884 93,884 CCR Technologies Ltd. C0 125001107 26,598 50,000 50,000 50,000 CDW Corp C0 12512N105 24,556,135 370,100 370,100 370,100 Cendant Corp. C0 151313103 23,041,645 985,528 985,528 985,528 Centurytel Inc. C0 156700106 7,881,079 222,190 222,190 222,190 Ceridian Corp C0 156779100 21,563,088 1,179,600 1,179,600 1,179,600 Chamaelo Energy Inc C0 157676107 561,150 116,400 116,400 113,600 2,800 Chamaelo Energy Inc/PP Comm 157676XX0 3,133,572 650,000 650,000 650,000 Champion Enterprises Inc. Comm 158496109 24,491,986 2,072,080 2,072,080 2,072,080 Chaney Eq Inv Fd III MF 160990974 186,303 2,328,790 2,328,790 2,328,790
4
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Charles River Laboratories C0 159864107 41,547,030 903,000 895,700 895,700 Charming Shoppes Inc. Comm 161133103 30,282,060 3,231,810 3,231,810 3,231,810 Checkfree Corp C0 162813109 20,558,250 539,870 539,870 539,870 Chesapeake Energy Corp. C0 165167107 1,982,640 120,160 120,160 120,160 ChevronTexaco Corporation C0 166764100 9,286,288 176,848 176,848 176,848 Chicago Mercantile Exchange C0 167760107 9,399,570 41,100 41,100 41,100 Chicos Fas Inc C0 168615102 17,497,179 384,300 384,300 384,300 Choicepoint Inc C0 170388102 10,599,085 230,465 230,465 230,465 Christopher & Banks Corp. C0 171046105 29,107,643 1,577,650 1,577,650 1,577,650 Ciber Inc C0 17163B102 28,127,206 2,917,760 2,917,760 2,917,760 Cinch Energy Comm 172001XY0 3,244,951 1,600,000 1,600,000 1,600,000 Circuit City Group Comm 172737108 35,102,291 2,244,392 2,244,392 2,244,392 Cisco Systems Inc. C0 17275R102 93,532,145 4,844,706 4,810,396 4,810,396 Cit Group Inc C0 125581108 96,176,913 2,099,016 2,099,016 2,099,016 Citadel Broadcasting Corporation C0 17285T106 11,930,485 737,360 737,360 428,960 308,400 Citigroup Inc. C0 172967101 151,879,838 3,152,342 3,142,132 3,142,132 City National Corp. C0 178566105 7,248,690 102,600 102,600 102,600 CKE Restaurants Inc. Comm 12561E105 25,689,084 1,770,440 1,770,440 1,770,440 Clayton Williams Energy Inc. C0 969490101 28,647,808 1,250,996 1,250,996 1,226,330 24,666 Clayton Williams Energy Inc/PP Comm 969490XX4 6,915,000 300,000 300,000 300,000 Clear Energy Inc. C0 184549103 1,109,224 247,131 247,131 243,664 3,467 Clorox Co. C0 189054109 47,712,085 809,640 798,140 798,140 Coach Inc C0 189754104 37,132,688 658,381 654,361 654,361 Coca Cola Co. C0 191216100 3,652,408 87,735 87,735 87,735 Coeur Dalene Mines Corp C0 192108108 3,851,400 980,000 980,000 980,000 Cognex Corporation C0 192422103 1,305,078 46,777 46,777 46,777 Cognizant Tech Solutions Corp Comm 192446102 10,421,646 246,200 242,200 242,200 Collegiate Funding Services Inc C0 19458M108 13,041,028 925,552 925,552 600,952 324,600 Comcast Corp-cl A C0 20030N101 13,139,210 394,808 394,808 394,808 Comcast Corp. Cl. A Spl. C0 20030N200 110,531,263 3,365,751 3,357,751 3,357,751 Comerica Inc. C0 200340107 11,051,393 181,111 181,111 181,111 Comfort Systems USA Inc. Comm 199908104 13,029,427 1,696,540 1,696,540 1,696,540 Commscope Inc C0 203372107 24,521,994 1,297,460 1,297,460 1,297,460 Community Health Systems Inc. C0 203668108 38,519,844 1,381,630 1,381,630 1,117,930 263,700 Compass Minerals International Inc. C0 20451N101 23,958,866 988,810 988,810 988,810 Compton Petroleum Corp C0 204940100 29,915,734 3,317,200 3,317,200 3,241,100 76,100 Comstock Resources Inc. C0 205768203 10,747,170 487,400 487,400 469,600 17,800 ConocoPhillips C0 20825C104 946,447 10,900 10,900 10,900 Consol Energy Inc C0 20854P109 244,980,981 5,967,868 5,956,068 5,765,168 190,900 CONSOL Energy Inc. P.P. Part I Comm 20854PXX2 51,926,132 1,266,800 1,266,800 1,266,800 CONSOL Energy Inc. P.P. Part II Comm 20854PXY0 14,063,000 410,000 410,000 410,000 Constellation Energy Group C0 210371100 7,936,119 181,563 181,563 181,563
5
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Cooper Cameron Corp. C0 216640102 1,483,542 27,570 27,570 27,570 Cooper Co.S Inc. C0 216648402 14,921,314 211,380 211,380 134,280 77,100 Cooper Industries Ltd Comm G24182100 5,971,672 87,961 87,961 87,961 Cooper Tire & Rubr. Co. C0 216831107 36,071,252 1,673,840 1,673,840 1,673,840 Core Laboratories N.V. NY Shares C0 N22717107 22,240,875 952,500 952,500 952,500 Corinthian Colleges Inc. C0 218868107 24,580,382 1,304,345 1,304,345 1,304,345 Corning Inc. C0 219350105 1,680,874 142,810 142,810 142,810 Corporate Executive Board Co C0 21988R102 42,266,184 631,404 631,404 508,904 122,500 Cost Plus Inc/california C0 221485105 5,770,066 179,585 179,585 106,785 72,800 Covance Inc. C0 222816100 18,012,163 464,830 464,830 311,830 153,000 Cree Inc C0 225447101 7,523,016 187,700 187,700 105,900 81,800 Crew Energy Inc C0 226533107 16,356,041 2,356,641 2,356,641 2,290,174 66,467 Crew Energy Inc/PP Comm 226533XX0 3,470,202 500,000 500,000 500,000 Cross Timbers Royalty Trust Comm 22757R109 257,824 6,465 6,465 6,097 368 Crystallex Intl Corp C0 22942F101 16,083,200 4,480,000 4,480,000 4,480,000 Crystallex Intl Corp/PP Comm 22942FXX4 2,832,682 800,000 800,000 800,000 CSK Auto Corp. C0 125965103 13,832,095 826,290 826,290 826,290 CSX Corp. C0 126408103 5,494,166 137,080 137,080 137,080 Cutera Inc C0 232109108 10,501,104 840,520 840,520 516,420 324,100 Cv Therapeutics Inc C0 126667104 2,218,350 96,450 96,450 96,450 CVS Corp. C0 126650100 102,078,592 2,264,890 2,264,890 2,264,890 Cymer Inc. C0 232572107 21,347,554 722,666 722,666 444,266 278,400 Cypress Semiconductor Corp. C0 232806109 40,727,897 3,472,114 3,472,114 3,472,114 Cyries Energy Inc C0 23281V103 1,019,505 157,454 157,454 154,936 2,518 Cytyc Corporation C0 232946103 31,182,221 1,131,020 1,131,020 1,131,020 Dade Behring Holdings Inc Comm 23342J206 1,463,448 26,133 26,133 26,133 Darden Restaurants Inc. C0 237194105 9,279,030 334,500 334,500 334,500 Dean Foods Co C0 242370104 12,297,599 373,220 373,220 373,220 Deep Marine Technology Inc. PP Comm 243789XY5 310,662 1,046 1,046 1,046 Dell Inc C0 24702R101 132,658,111 3,148,033 3,126,533 3,126,533 Delphi Energy Corp. C0 247128101 3,670,518 1,200,000 1,200,000 1,164,500 35,500 Denbury Resources Inc Comm 247916208 20,192,220 735,600 735,600 714,500 21,100 Dentsply International Inc. New C0 249030107 1,343,742 23,910 23,910 23,910 Devon Energy Corp C0 25179M103 78 2 2 2 Diagnostic Products Corp Comm 252450101 1,130,727 20,540 20,540 20,540 Diamond Offshore Drilling Comm 25271C102 52,321,320 1,306,400 1,306,400 1,289,700 16,700 Diebold Inc. Comm 253651103 7,016,407 125,900 125,900 125,900 DIRECTV Group Inc/The C0 25459L106 6,578,569 392,985 392,985 392,985 Disney (Walt) Co. C0 254687106 25,683,141 923,854 916,954 916,954 Ditech Communications Corp C0 25500M103 7,860,755 525,803 525,803 330,503 195,300 Dj Orthopedics Inc C0 23325G104 765,551 35,740 35,740 35,740 Dominion Res Inc. VA C0 25746U109 318,378 4,700 4,700 4,700
6
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Donnelley R R & Sons Co. C0 257867101 12,119,998 343,440 343,440 343,440 Double Eagle Pete & Mng Co C0 258570209 2,777,550 143,840 143,840 143,840 Dow Chemical Co. C0 260543103 64,503,361 1,302,835 1,302,835 1,302,835 Dow Jones & Co. Inc. C0 260561105 11,763,131 273,180 273,180 273,180 Drillers Tech Reg S 144A Comm 26205QXY1 1,350,677 1,300,000 1,300,000 1,300,000 Drillers Technology C0 26205Q100 269,271 249,200 249,200 249,200 DST Systems Inc. C0 233326107 19,948,930 382,750 382,750 382,750 Dycom Inds Inc. C0 267475101 24,623,231 806,790 806,790 806,790 E.I. du Pont de Nemours and Co. C0 263534109 15,518,439 316,380 316,380 316,380 Earthlink Inc C0 270321102 18,273,254 1,586,220 1,586,220 1,586,220 East West Bancorp Inc C0 27579R104 13,596,089 324,025 324,025 213,625 110,400 eBay Inc. C0 278642103 51,105,600 439,400 432,100 432,100 Edwards AG Inc. Comm 281760108 36,131,338 836,180 836,180 836,180 EGL Inc. Comm 268484102 31,678,319 1,059,830 1,059,830 1,059,830 Elan Corp. ADR AR 284131208 10,368,625 380,500 377,900 377,900 Electronic Data Systems Corp. C0 285661104 5,149,221 222,910 222,910 222,910 Electronics For Imaging C0 286082102 21,012,825 1,206,940 1,206,940 1,206,940 ElkCorp C0 287456107 23,754,840 694,180 694,180 694,180 EMC Corp. C0 268648102 39,521,486 2,657,800 2,614,300 2,614,300 Encana Corp Comm 292505104 4,419,194 77,730 77,730 77,730 Endev Energy Inc. Comm 29258V109 5,516,319 6,088,700 6,088,700 5,926,200 162,500 Ensco. International Inc. Comm 26874Q100 752,555 23,710 23,710 23,710 Entercom Communications Corp. C0 293639100 17,158,291 478,080 478,080 478,080 Entergy Corp. Comm 29364G103 3,842,492 56,850 56,850 56,850 Entravision Communications C0 29382R107 4,827,252 578,114 578,114 337,314 240,800 EOG Resources Inc. C0 26875P101 175,091,394 2,453,635 2,446,335 2,446,335 Eon Labs Inc C0 29412E100 62,100 2,300 2,300 2,300 Epicor Software Corp C0 29426L108 9,262,935 657,412 657,412 416,912 240,500 Equity Office Properties TR RT 294741103 5,261,402 180,680 180,680 180,680 Escavar Energy Inc P.P. Comm 269269XX9 1,662,372 2,000,000 2,000,000 2,000,000 Esco Technologies Inc C0 296315104 6,339,185 82,703 82,703 47,603 35,100 Esprit Energy Trust - A Comm 29666N103 27,032,447 2,644,125 2,644,125 2,581,550 62,575 ESSEX CORP C0 296744105 4,792,770 236,680 236,680 140,380 96,300 Esterline Technologies Corp C0 297425100 24,160,674 739,990 739,990 739,990 Everest Re Group Ltd. C0 G3223R108 9,128,851 101,930 101,930 101,930 Excel Technology Inc C0 30067T103 12,889,760 495,760 495,760 495,760 Exco Resources Inc/Pvt Plc Comm 269279XX8 8,159,998 2,666,666 2,666,666 2,666,666 Exelon Corp. C0 30161N101 7,023,877 159,380 159,380 159,380 Exploration Co Of Delaware C0 302133202 5,388,824 853,300 853,300 834,100 19,200 Expro International Group PLC C0 0311939 10,454,401 1,520,000 1,520,000 1,485,367 34,633 Exxon Mobil Corporation C0 30231G102 130,261,912 2,541,200 2,541,200 2,541,200 Fairborne Energy Ltd C0 303626105 7,836,697 782,434 782,434 759,834 22,600
7
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Fannie Mae C0 313586109 14,439,323 202,771 202,771 202,771 Federal Home Loan Mtge. Corp. C0 313400301 5,660,307 76,802 76,802 76,802 Federal Signal Corp. Comm 313855108 12,865,133 728,490 728,490 728,490 Federated Department Stores Inc. C0 31410H101 16,086,135 278,355 278,355 278,355 Ferro Corp C0 315405100 22,615,584 975,230 975,230 975,230 Ferrus Gas Industries/PP Comm 302424XX9 1,038,983 500,000 500,000 500,000 Fidelity National Financial Inc. C0 316326107 15,281,365 334,604 334,604 334,604 First Data Corporation C0 319963104 14,798,220 347,866 347,866 347,866 First Niagara Financial Corp C0 33582V108 16,986,078 1,217,640 1,217,640 1,217,640 Flowserve Corporation C0 34354P105 26,708,567 969,810 969,810 969,810 FMC Corp. C0 302491303 8,678,061 179,670 179,670 179,670 FMC Technologies Inc Comm 30249U101 1,677,942 52,110 52,110 52,110 Focus Energy Trust-uts UT 34415R108 388,412 23,400 23,400 23,400 Fording Canadian Coal Trust UT 345425102 36,737,287 476,180 476,180 462,080 14,100 Four Seasons Hotels Inc C0 35100E104 8,620,666 105,400 105,400 105,400 Franklin Res Inc. Comm 354613101 58,185,540 835,399 835,399 835,399 FreedomPay Inc. Preferre 356991950 39,535 3,953,465 3,953,465 3,953,465 Freescale Semiconductor Inc - B C0 35687M206 363,969 19,824 19,824 19,824 Furniture Brand Intl Inc C0 360921100 15,703,344 626,880 626,880 626,880 Galleon Energy Inc. C0 36380R104 14,072,263 1,560,400 1,560,400 1,525,000 35,400 Galleon Energy Inc/PP Comm 361361XX1 2,693,043 400,000 400,000 400,000 GameStop Corp - Cl B C0 36466R200 1,445,400 64,498 64,498 64,498 GAP Inc. C0 364760108 7,565,818 358,230 358,230 358,230 Gateway Gold Corp C0 36761P107 268,943 196,100 196,100 196,100 Gemini Energy Corporation C0 368654109 1,616,657 500,000 500,000 500,000 Gene Logic Inc C0 368689105 1,441,014 391,580 391,580 391,580 Genentech Inc. Com NEW C0 368710406 23,022,132 422,890 418,190 418,190 General Dynamics Corp. C0 369550108 80,445,350 769,076 764,676 764,676 General Electric Co. C0 369604103 300,156,363 8,223,462 8,189,887 8,189,887 General Maritime Corp C0 Y2692M103 -7,990,000 -200,000 -200,000 -200,000 General Mills Inc. C0 370334104 9,882,447 198,802 198,802 198,802 General Motors Corp. C0 370442105 8,980,651 224,180 224,180 224,180 Genesco Inc. C0 371532102 6,213,053 199,520 199,520 199,520 Genesis Microchip Inc C0 37184C103 7,817,067 481,940 481,940 281,640 200,300 Genworth Financial Inc C0 37247D106 12,187,260 451,380 451,380 451,380 Genzyme Corp. C0 372917104 10,941,549 188,420 188,420 188,420 Gerber Scientific Inc. Comm 373730100 4,314,109 566,900 566,900 566,900 Getty Images Inc C0 374276103 15,140,115 219,900 219,900 219,900 Gilead Sciences Inc C0 375558103 6,455,655 184,500 184,500 184,500 Glaxo Holdings PLC Sponsored ADR AR 37733W105 6,389,120 134,820 134,820 134,820 Global Industries Ltd. C0 379336100 41,220,782 4,972,350 4,972,350 4,945,350 27,000 Gold Reserve Inc C0 38068N108 7,599,000 1,700,000 1,700,000 1,700,000
8
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Goldman Sachs Group Inc. C0 38141G104 77,122,355 741,276 738,176 738,176 GrafTech International Ltd C0 384313102 25,212,697 2,665,190 2,665,190 2,665,190 Grainger W W Inc. C0 384802104 8,687,914 130,410 130,410 130,410 Gray Television Inc C0 389375106 15,687,860 1,012,120 1,012,120 1,012,120 Grey Wolf Inc C0 397888108 34,169,257 6,483,730 6,483,730 6,432,730 51,000 GTECH Holdings Corp. C0 400518106 10,361,835 399,300 399,300 399,300 Guidant Corporation C0 401698105 68,174,516 945,555 941,155 941,155 Guitar Center Inc C0 402040109 21,204,564 402,440 402,440 233,540 168,900 Gulf Island Fabrication Inc C0 402307102 665,815 30,500 30,500 30,500 Gulfsands Petroleum Ltd/PP Comm 402702XX7 3,220,000 400,000 400,000 400,000 Halliburton Hldg. Cos. C0 406216101 52,445,437 1,336,530 1,336,530 1,317,430 19,100 Hancock Fabrics Inc C0 409900107 12,925,687 1,246,450 1,246,450 1,246,450 Hanger Orthopedic Group Inc Comm 41043F208 18,597,195 2,295,950 2,295,950 2,295,950 Hanover Compressor Co. C0 410768105 58,407,062 4,133,550 4,133,550 4,098,550 35,000 Harland John H. Co. C0 412693103 23,220,242 643,220 643,220 643,220 Harleysville Group Inc. C0 412824104 31,159,421 1,305,380 1,305,380 1,305,380 Harman International C0 413086109 64,597,534 508,642 505,742 393,142 112,600 Hartford Finl. Services Group Inc. C0 416515104 11,437,398 165,018 165,018 165,018 Harvest Energy Trust-units UT 41752X101 324,287 17,000 17,000 17,000 Hawaiian Electric C0 419870100 8,255,863 283,220 283,220 283,220 HCA Inc. C0 404119109 7,133,659 178,520 178,520 178,520 Heico Corp C0 422806109 20,240,866 896,010 896,010 896,010 Heico Corp-CL A C0 422806208 1,529,456 88,459 88,459 88,459 Heidrick & Struggles Intl C0 422819102 38,231,269 1,115,590 1,115,590 1,115,590 Helix Technology Corp. C0 423319102 27,934,218 1,606,338 1,606,338 1,366,663 239,675 Heritage Property Investment C0 42725M107 21,018,308 654,980 654,980 654,980 Herly Industries C0 427398102 22,568,857 1,109,580 1,109,580 1,109,580 Hewitt Associates Inc- Cl A Comm 42822Q100 14,788,620 462,000 462,000 462,000 Hewlett Packard Co. C0 428236103 17,788,201 848,269 848,269 848,269 Highland Hospitality Corp C0 430141101 9,277,384 825,390 825,390 825,390 Hillenbrand Industries Inc. Comm 431573104 9,070,237 163,310 163,310 163,310 HNI Corp Comm 404251100 7,978,457 185,330 185,330 185,330 Hollinger International Inc. C0 435569108 1,530,995 97,640 97,640 97,640 Home Depot C0 437076102 103,244,368 2,415,638 2,415,638 2,415,638 Honeywell International Inc. C0 438516106 18,573,536 524,528 524,528 524,528 Hooper Holmes Inc C0 439104100 31,747,658 5,362,780 5,362,780 5,362,780 Hub International Limited C0 44332P101 16,609,686 902,210 902,210 902,210 Human Genome Sciences Inc C0 444903108 1,434,226 119,320 119,320 119,320 Husky Energy Inc C0 448055103 3,905,257 137,180 137,180 137,180 Hutchinson Tech C0 448407106 20,135,642 582,460 582,460 582,460 Hydril Company C0 448774109 4,210,130 92,510 92,510 92,510 Hyperion Solutions Corp C0 44914M104 18,536,112 397,600 397,600 229,500 168,100
9
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- IAC/InterActiveCorp C0 44919P102 36,798,457 1,332,312 1,332,312 1,332,312 ICOS Corporation C0 449295104 25,335,090 895,866 895,866 744,766 151,100 Icu Medical Inc Comm 44930G107 13,668,906 499,960 499,960 499,960 Ihc Caland Nv C0 4441155 4,097,870 65,390 65,390 65,390 Illinois Tool Works Co. Comm 452308109 5,216,957 56,290 56,290 56,290 Imperial Oil Ltd. Com. New C0 453038408 1,351,915 22,860 22,860 22,860 INAMED CORP C0 453235103 28,425,752 449,419 449,419 288,519 160,900 Insituform Technologies-cl A C0 457667103 21,049,775 928,530 928,530 928,530 Integrated Electrical Svcs C0 45811E103 13,352,640 2,758,810 2,758,810 2,758,810 Intel Corp. C0 458140100 141,595,528 6,053,678 6,014,898 6,014,898 InterMune Inc. C0 45884X103 18,504,993 1,395,550 1,395,550 1,395,550 International Flavors & Fragrances C0 459506101 5,987,747 139,770 139,770 139,770 International Game Technology C0 459902102 67,586,473 1,965,866 1,961,226 1,961,226 International Paper Co. C0 460146103 36,132,978 860,309 860,309 860,309 International Rectifier Corp. C0 460254105 2,550,518 57,225 57,225 57,225 International Shipping Enterprises Inc C0 46032U207 3,300,000 500,000 500,000 500,000 Intl. Business Machines Corp. C0 459200101 109,966,384 1,115,504 1,115,504 1,115,504 Intuit Inc Comm 461202103 16,904,241 384,100 384,100 384,100 Invitrogen Corp C0 46185R100 29,300,970 436,481 433,681 338,981 94,700 Iona Technologies Plc-adr AR 46206P109 4,021,820 796,400 796,400 796,400 Ishares Dj Us Healthcare Sec ETF 464287762 2,182,040 36,990 36,990 36,990 Ishares NASDAQ Biotech Index MF 464287556 2,777,736 36,840 36,840 36,840 Ishares Russell 1000 Index Fund C0 464287622 1,858,518 28,619 28,619 28,619 Ishares Russell 1000 Value Index MF 464287598 17,248,899 259,890 259,890 259,890 iShares Russell 2000 Index Fund C0 464287655 33,324,883 257,335 257,335 257,335 Ishares Russell 2000 Value Index ETF 464287630 11,828,448 61,300 61,300 61,300 Ishares Russell Midcap Growth C0 464287481 9,089,665 107,570 107,570 107,570 Ishares Russell Midcap Value MF 464287473 7,716,148 68,200 68,200 68,200 ITT Inds. Inc. Ind. New C0 450911102 87,657,664 1,037,983 1,037,983 1,037,983 Ivax Corp C0 465823102 2,907,732 183,801 183,801 183,801 Ixys Corporation C0 46600W106 26,503,824 2,568,200 2,568,200 2,568,200 Jacuzzi Brands Inc C0 469865109 15,096,327 1,735,210 1,735,210 1,735,210 Janus Capital Group Inc. C0 47102X105 8,466,861 503,680 503,680 503,680 JLG Industries Inc. C0 466210101 23,311,607 1,187,550 1,187,550 1,187,550 John Wood Group PLC C0 3157583 940,017 368,220 368,220 368,220 Johnson & Johnson C0 478160104 133,656,889 2,107,488 2,094,478 2,094,478 Journal Register Co. C0 481138105 26,850,337 1,389,050 1,389,050 1,389,050 Joy Global Inc C0 481165108 37,687,685 867,780 867,780 867,780 JPMorgan Chase & Co. C0 46625H100 102,370,003 2,624,199 2,616,199 2,616,199 Juniper Networks Inc. C0 48203R104 31,023,790 1,141,000 1,130,900 1,130,900 JUPITERMEDIA CORP Comm 48207D101 6,815,134 286,591 286,591 166,701 119,890 K2 Inc. C0 482732104 12,251,420 771,500 771,500 771,500
10
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Kadant Inc C0 48282T104 31,645,850 1,543,700 1,543,700 1,543,700 Kanbay International Inc Comm 48369P207 3,912,500 125,000 125,000 125,000 Keane Inc. C0 486665102 12,550,713 853,790 853,790 853,790 Kellogg Co. Comm 487836108 54,783,038 1,226,669 1,226,669 1,226,669 Kemet Corp C0 488360108 36,877,670 4,120,410 4,120,410 4,120,410 Keppel Corp C0 6490263 997,801 193,190 193,190 193,190 Key Energy Group Inc C0 492914106 9,612,280 814,600 814,600 798,900 15,700 KeyCorp C0 493267108 13,293,716 392,145 392,145 392,145 Keyspan Energy C0 49337W100 7,653,300 194,000 194,000 194,000 Kfx Inc C0 48245L107 20,422,380 1,406,500 1,406,500 1,366,600 39,900 Kick Energy Corp C0 49374P109 4,130,164 993,800 993,800 818,800 175,000 Kick Energy Corp. PP Comm 49374PXX2 4,987,117 1,200,000 1,200,000 1,200,000 Kimberly-Clark Corp. C0 494368103 6,698,076 101,779 101,779 101,779 Kinetic Concepts Inc C0 49460W208 20,237,812 265,240 265,240 265,240 Kirby Corp C0 497266106 21,482,583 484,060 484,060 484,060 KMG America Corporation C0 482563103 3,017,080 274,280 274,280 274,280 Kohls Corp C0 500255104 79,053,707 1,607,763 1,599,963 1,599,963 Kosan Biosciences Inc Comm 50064W107 59,598 8,600 8,600 8,600 Kraft Foods Inc - Cl A C0 50075N104 4,711,203 132,300 132,300 132,300 Kroger Co. C0 501044101 20,885,773 1,190,751 1,190,751 1,190,751 La-Z-Boy Inc. Comm 505336107 26,357,859 1,714,890 1,714,890 1,714,890 Ladish Co. Inc. C0 505754200 14,534,262 1,263,686 1,263,686 1,263,686 Lam Research Corp C0 512807108 27,166,149 939,680 939,680 939,680 Lamar Advertising Co. Cl A C0 512815101 6,776,352 158,400 158,400 158,400 Laureate Education Inc Comm 518613104 22,609,264 512,798 512,798 316,698 196,100 LCA-VISION INC Comm 501803308 12,026,998 514,194 514,194 316,144 198,050 Leapfrog Enterprises Inc C0 52186N106 9,898,352 727,820 727,820 727,820 Learning Tree International Comm 522015106 14,708,242 1,097,630 1,097,630 1,097,630 LECG Corp C0 523234102 19,411,853 1,040,850 1,040,850 624,750 416,100 Lecroy Corp C0 52324W109 20,587,981 882,090 882,090 882,090 Lehman Brothers C0 524908100 96,242,347 1,100,164 1,100,164 1,100,164 Lexington Corp Properties Tr C6 529043101 2,453,543 108,660 108,660 108,660 Liberty Media Corp. C0 530718105 7,913,220 720,694 720,694 720,694 Lifepoint Hospitals Inc. C0 53219L109 48,165,984 1,383,285 1,383,285 1,163,385 219,900 Lightning Energy Ltd C0 53224U102 9,652,981 2,682,102 2,682,102 2,653,702 28,400 Lightning Energy Ltd/PP Comm 532244XX3 2,680,575 750,000 750,000 750,000 Limited Inc. C0 532716107 6,983,232 303,355 303,355 303,355 Lin Tv Corp-cl A C0 532774106 31,425,803 1,645,330 1,645,330 1,645,330 Linear Technology Corp. C0 535678106 36,366,958 938,260 930,260 930,260 Lockheed Martin Corp. C0 539830109 4,331,234 77,970 77,970 77,970 Longs Drug Stores C0 543162101 34,310,038 1,244,470 1,244,470 1,244,470 Longview Energy Company/PP Comm 54321LXX5 3,000,000 200,000 200,000 200,000
11
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Lowes Companies Inc. C0 548661107 15,053,450 261,390 258,090 258,090 Lyondell Chemical Company Comm 552078107 54,004,254 1,867,367 1,867,367 1,867,367 MacArthur Coal Ltd C0 6375003 2,398,835 767,750 767,750 767,750 Mag Silver Corp C0 55903Q104 1,933,123 2,258,000 2,258,000 2,258,000 Manitowoc Company Inc C0 563571108 34,197,872 908,310 908,310 908,310 Manpower Inc C0 56418H100 33,979,050 703,500 695,300 695,300 Marriott International - Cl A Comm 571903202 53,847,900 855,000 845,400 845,400 Martek Biosciences Corp. C0 572901106 26,226,688 512,240 512,240 324,240 188,000 Martin Marietta Materials C0 573284106 45,922,765 855,810 855,810 855,810 Massey Energy Co. Comm 576206106 194,211,908 5,556,850 5,556,850 5,473,450 83,400 Masters Energy Inc C0 576415103 2,300,508 1,064,516 1,064,516 1,062,474 2,042 Matador Resources Co P.P. Comm 576777XX9 4,050,000 300,000 300,000 300,000 Matria Healthcare Inc C0 576817209 1,128,732 28,890 28,890 28,890 Mattel Inc. C0 577081102 13,357,472 685,350 685,350 685,350 Mattson Technology Inc C0 577223100 7,498,339 667,900 667,900 384,500 283,400 Maverick Tube Corp. C0 577914104 78,680,919 2,596,730 2,596,730 2,549,630 47,100 Maxim Integrated Products C0 57772K101 4,349,638 102,610 102,610 102,610 MBNA Corp. C0 55262L100 42,367,146 1,502,914 1,484,314 1,484,314 McDermott International Inc. C0 580037109 24,861,827 1,354,130 1,354,130 1,330,130 24,000 McDonalds Corp. C0 580135101 100,123,476 3,123,003 3,123,003 3,123,003 MCG Cap Corp Comm 58047P107 24,959,095 1,457,040 1,457,040 1,457,040 MeadWestvaco Corp C0 583334107 9,516,075 280,793 280,793 280,793 Medallion Financial Corp. C0 583928106 11,617,205 1,197,650 1,197,650 1,197,650 Medco Health Solutions Inc Comm 58405U102 23,346,918 561,224 561,224 561,224 Medicis Pharmaceutical Corp Cl A C0 584690309 15,044,635 428,500 428,500 428,500 Medimmune Inc C0 584699102 9,267,011 341,830 341,830 341,830 Medtronic Inc. C0 585055106 7,198,772 144,932 144,932 144,932 Mena Resources Inc C0 586320103 11,969 20,000 20,000 20,000 Mentor Graphics Corp C0 587200106 33,730,657 2,206,060 2,206,060 2,206,060 Merck & Company Inc. C0 589331107 61,039,485 1,899,175 1,899,175 1,899,175 Mercury Interactive Corp C0 589405109 13,810,760 303,200 303,200 303,200 Meridian Energy Corp/PP Comm 589606XX5 5,236,472 1,500,000 1,500,000 1,500,000 Merit Medical Systems Inc. Comm 589889104 12,812,738 838,530 838,530 838,530 Merlon Petro. Co. P.P. w/reg. rts. WRT 590069XX3 33,205,250 3,250 3,250 3,250 Merrill Lynch & Co. Inc. C0 590188108 8,654,098 144,790 144,790 144,790 Mesa Air Group Inc. C0 590479101 19,271,809 2,427,180 2,427,180 2,427,180 Mgi Pharma Inc C0 552880106 10,908,719 389,458 389,458 256,058 133,400 Micrel Inc C0 594793101 7,572,503 687,160 687,160 400,060 287,100 Microsemi Corp C0 595137100 21,278,881 1,225,742 1,225,742 767,942 457,800 Microsoft Corp. C0 594918104 287,592,566 10,766,260 10,717,340 10,717,340 Midnight Oil Exploration Ltd. C0 598000107 3,964,076 1,402,700 1,402,700 1,364,500 38,200 Millipore C0 601073109 7,471,500 150,000 150,000 150,000
12
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Minefinders Corp. Ltd. C0 602900102 415,934 61,400 61,400 61,400 Minerals Technologies Inc C0 603158106 14,155,074 212,220 212,220 212,220 Mks Instruments Inc C0 55306N104 25,217,668 1,359,443 1,359,443 1,359,443 Mobility Electronics Inc C0 60741U101 9,381,827 1,093,453 1,093,453 634,753 458,700 Momenta Pharmaceuticals Inc C0 60877T100 1,478,646 209,440 209,440 209,440 Moneygram International Inc C0 60935Y109 25,723,892 1,216,835 1,216,835 1,216,835 Monsanto Co /new C0 61166W101 77,637,680 1,397,618 1,387,018 1,387,018 Morgan Stanley C0 617446448 13,459,936 242,434 242,434 242,434 Motorola Inc. C0 620076109 42,015,317 2,442,751 2,442,751 2,442,751 Mro Software Inc Comm 55347W105 15,598,220 1,198,020 1,198,020 1,198,020 Msc Industrial Direct Co-a Comm 553530106 23,995,062 666,900 666,900 666,900 Mustang Resources Inc Class A/PP Comm 62820QXY1 942,565 140,000 140,000 140,000 Mustang Resources Inc-a C0 62820Q100 5,518,045 819,600 819,600 798,500 21,100 Mustang Resources Inc/PP Comm 62820QXX3 2,659,380 395,000 395,000 395,000 Nabors Industries Ltd C0 G6359F103 79,208,634 1,544,329 1,544,329 1,523,129 21,200 NALCO HOLDING CO C0 62985Q101 5,994,592 307,100 307,100 307,100 Nasdaq-100 Shares ETF 631100104 10,248,907 256,800 256,800 256,800 National Semiconductor Corp. C0 637640103 13,582,765 756,700 756,700 756,700 Natural Resource Partners Lp Comm 63900P103 2,537,177 44,010 44,010 44,010 Navistar International Corp. New C0 63934E108 45,321,830 1,030,510 1,030,510 1,030,510 Navteq Corporation C0 63936L100 19,063,232 411,200 411,200 411,200 Nco Group Inc C0 628858102 23,205,804 897,710 897,710 897,710 NCR Corp. C0 62886E108 14,178,996 204,810 204,810 204,810 Nevsun Resources Ltd. C0 64156L101 3,558,474 1,946,000 1,946,000 1,946,000 Nevsun Resources Ltd/PP Comm 64156LXX4 1,503,865 815,000 815,000 815,000 Nevsun Resources Lts Wts Comm 64156LXW6 3,387 407,500 407,500 407,500 Newell Rubbermaid Inc. C0 651229106 18,922,628 782,250 782,250 782,250 Newfield Exploration Co C0 651290108 170,006,308 2,879,023 2,875,023 2,838,426 36,597 Newmont Mining Corp. Holding Co C0 651639106 53,828,251 1,212,075 1,212,075 1,212,075 NewPark Resources Inc. C0 651718504 44,898,745 8,718,203 8,718,203 7,774,803 943,400 News Corp Inc - Class B C0 65248E203 151,981,478 7,915,702 7,875,702 7,875,702 Nextel Communications Inc. Cl. A C0 65332V103 80,409,478 2,680,181 2,680,181 2,680,181 Nextel Partners Inc -cl A C0 65333F107 25,460,620 1,303,000 1,303,000 1,303,000 NGP Capital Resources Company C0 62912R107 3,074,000 200,000 200,000 195,500 4,500 Nii Holdings Inc Comm 62913F201 11,164,985 235,300 235,300 235,300 Nike Inc. C0 654106103 80,231,448 884,678 880,078 880,078 Niko Resources Ltd. C0 653905109 24,645,603 587,500 587,500 575,700 11,800 Niko ResourcesLtd/PP Comm 653905XX2 2,702,394 85,000 85,000 85,000 Nisource Inc C0 65473P105 10,233,004 449,210 449,210 449,210 Nms Communications Corp C0 629248105 19,085,226 3,024,600 3,024,600 3,024,600 NN Inc. C0 629337106 10,783,323 816,300 816,300 816,300 Nobel Energy Inc Comm 655044105 2,999,142 48,640 48,640 48,640
13
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Noble Corp C0 G65422100 42,874,885 861,980 861,980 844,780 17,200 Norfolk Southern Corp. Comm 655844108 5,487,852 151,640 151,640 151,640 Norsk Hydro Asa C0 4645805 539,262 6,800 6,800 6,800 Norsk Hydro Asa -Spons ADR AR 656531605 1,212,288 15,400 15,400 15,400 North Atlantic Resources Ltd C0 657330106 250,633 209,400 209,400 209,400 North Fork Bancorporation Inc. Comm 659424105 60,008,952 2,080,033 2,080,033 2,080,033 Novagold Resources Inc C0 66987E206 12,960,043 1,667,618 1,667,618 1,667,618 Novartis AG ADR AR 66987V109 210,614,230 4,167,278 4,147,868 4,147,868 NS Group Inc. C0 628916108 53,677,908 1,930,860 1,930,860 1,910,860 20,000 Nvidia Inc. C0 67066G104 16,434,608 697,564 697,564 507,564 190,000 O2Micro International Limited C0 G6797E106 8,921,244 779,829 779,829 487,229 292,600 OCharleys Inc. C0 670823103 21,609,006 1,105,320 1,105,320 1,105,320 Odyssey Re Holding Corp C0 67612W108 25,942,855 1,029,070 1,029,070 1,029,070 Ohio Casualty Corp C0 677240103 30,243,791 1,303,050 1,303,050 1,303,050 Oilexco Inc. C0 677909103 14,419,244 5,632,400 5,632,400 5,525,500 106,900 Olin Corporation C0 680665205 3,663,467 166,370 166,370 166,370 OM Group Inc. C0 670872100 21,356,999 658,760 658,760 658,760 Omnova Solutions Inc. C0 682129101 19,179,486 3,412,720 3,412,720 3,412,720 OMV AG C0 4651459 2,369,831 8,020 8,020 8,020 Oneok Inc C0 682680103 954,912 33,600 33,600 33,600 Oracle Corp. C0 68389X105 144,415,746 10,525,929 10,471,029 10,471,029 Origin Energy Limited Comm 6214861 1,083,765 201,930 201,930 201,930 Orion Energy Partners/PP Comm 686288XX4 5,000,000 5,000,000 5,000,000 5,000,000 Oshkosh BGosh Inc. Cl. A Comm 688222207 15,974,993 746,495 746,495 746,495 Osi Pharmaceuticals Inc C0 671040103 25,011,128 334,150 334,150 334,150 Overseas Shipholding Group Comm 690368105 -5,520,000 -100,000 -100,000 -100,000 Owens ILL Inc. C0 690768403 28,269,239 1,248,090 1,248,090 1,248,090 Pacific Rodera Energy Inc C0 69480P108 640,266 435,200 435,200 422,400 12,800 Pacific Sunwear Inc. Comm 694873100 1,831,174 82,263 82,263 82,263 Pacificare Health System Inc. Del.-A C0 695112102 10,603,152 187,600 184,500 184,500 Packaging Corp Of America C0 695156109 28,397,532 1,205,840 1,205,840 1,205,840 Pactive Corporation C0 695257105 12,584,076 497,591 497,591 497,591 Pan American Silver Corp-us$ C0 697900108 1,557,571 97,470 97,470 97,470 Papa Johns Intl Inc C0 698813102 17,404,598 505,360 505,360 505,360 Paramount Resources Ltd C0 699320107 26,061,024 1,180,300 1,180,300 1,152,400 27,900 Patterson- UTI Energy Inc C0 703481101 80,261,592 4,126,560 4,126,560 3,843,214 283,346 Payless Shoesource Inc. C0 704379106 36,466,425 2,964,750 2,964,750 2,964,750 Peabody Energy Corp C0 704549104 214,414,575 2,650,038 2,650,038 2,611,438 38,600 Pegasystems Inc Comm 705573103 3,242,082 380,080 380,080 380,080 Penn National Gaming Inc. C0 707569109 23,917,856 395,010 395,010 395,010 Penn Virginia Corp C0 707882106 83,071,132 2,047,600 2,047,600 1,993,600 54,000 Penn Virginia Resource Part C0 707884102 265,710 5,100 5,100 5,100
14
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Penn West Petroleum Ltd C0 707886602 116,500,991 1,768,610 1,768,610 1,733,010 35,600 Pentair Inc. C0 709631105 23,631,300 542,500 542,500 542,500 Pepsi Bottling Group Inc C0 713409100 0 0 0 0 PepsiCo Inc. C0 713448108 87,845,449 1,682,863 1,682,863 1,682,863 PerkinElmer Inc. C0 714046109 14,879,384 661,600 661,600 661,600 Perot Systems Corp C0 714265105 26,099,886 1,628,190 1,628,190 1,628,190 PetroChina Company Ltd. AR 71646E100 1,921,028 35,780 35,780 35,780 Petrofalcon Corp C0 716474101 5,499,810 2,029,700 2,029,700 1,984,800 44,900 Petrohawk Energy Corp C0 716495106 2,503,800 292,500 292,500 285,700 6,800 PetroKazakhstan Inc C0 71649P102 16,822,280 454,500 454,500 444,100 10,400 Petroleo Brasileiro SA ADR AR 71654V408 1,709,347 42,970 42,970 42,970 Petsec Energy Ltd. ADR AR 715796108 71,200 16,000 16,000 16,000 Petsmart Inc Comm 716768106 36,226,388 1,019,600 1,010,300 1,010,300 Pfizer Inc. C0 717081103 105,242,781 3,913,826 3,892,812 3,892,812 PG&E Corp. Comm 69331C108 1,267,968 38,100 38,100 38,100 Phase Metrics C0 717217103 144,988 1,035,627 1,035,627 1,035,627 Phelps Dodge Corp. C0 717265102 29,154,692 294,730 294,730 294,730 Pinnacle Entertainment Inc Comm 723456109 62,836,926 3,176,791 3,176,791 2,570,991 605,800 Pioneer Drilling Co/PP Comm 723655XX9 3,542,000 350,000 350,000 350,000 Pioneer Natural Resource C0 723787107 43,026,282 1,225,820 1,225,820 1,201,220 24,600 Plains Exploration & Product C0 726505100 95,395,872 3,669,072 3,669,072 3,590,172 78,900 Platinum Underwriters holdings Ltd C0 G7127P100 21,578,424 693,840 693,840 693,840 Playtex Products Inc. C0 72813P100 24,685,265 3,089,520 3,089,520 3,089,520 PMC-Sierra Inc. C0 69344F106 8,824,500 784,400 771,600 771,600 PNC Financial Corp. C0 693475105 6,003,973 104,526 104,526 104,526 Polo Ralph Lauren Corp Comm 731572103 23,749,500 557,500 548,200 548,200 Polycom Inc C0 73172K104 50,220,063 2,153,519 2,153,519 1,493,019 660,500 Potash Corporation of Saskatchewan Inc C0 73755L107 5,163,840 62,170 62,170 62,170 Power Integrations Inc C0 739276103 974,007 49,242 49,242 49,242 PPL Corporation C0 69351T106 26,033,567 488,618 488,618 488,618 PRA International C0 69353C101 1,173,581 47,360 47,360 47,360 Praxair Inc. C0 74005P104 65,472,022 1,482,945 1,482,945 1,482,945 Precision Drilling Corp. C0 74022D100 31,064,199 494,880 494,880 483,980 10,900 Premcor Inc C0 74045Q104 -7,379,750 -175,000 -175,000 -175,000 Premiere Global Services Inc C0 740585104 29,261,969 2,732,210 2,732,210 2,732,210 Pride International Inc C0 74153Q102 33,825,046 1,646,789 1,646,789 1,301,089 345,700 Priority Healthcare Corp. C0 74264T102 24,069,783 1,105,640 1,105,640 1,105,640 Probe Exploration Inc. 144A Comm 742905995 0 498,200 498,200 498,200 Procter & Gamble Company C0 742718109 150,773,899 2,737,362 2,737,362 2,737,362 Proex Energy Ltd C0 74310Q102 852,854 120,714 120,714 118,196 2,518 Proquest Co. C0 74346P102 17,685,756 595,480 595,480 595,480 Prospect Energy Corporation C0 74348T102 397,200 33,100 33,100 32,300 800
15
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- ProspEx Resources Ltd C0 743627101 8,152,709 2,972,280 2,972,280 2,902,820 69,460 Protein Design Labs Inc C0 74369L103 18,770,932 908,564 908,564 643,364 265,200 Providian Financial Corp. C0 74406A102 32,837,886 1,993,800 1,974,700 1,974,700 Province Healthcare Co C0 743977100 29,339,292 1,312,720 1,312,720 1,312,720 Prudential Financial Inc C0 744320102 30,552,924 555,912 555,912 555,912 Public Service Enterprise Group Inc Comm 744573106 13,563,740 262,000 262,000 262,000 Pulte Corp. Comm 745867101 31,308,574 490,730 490,730 490,730 Purcell Energy Ltd. C0 745910109 3,951,020 1,644,800 1,644,800 1,579,700 65,100 Purcell Energy R1933 Comm 745910XZ7 4,924,362 2,050,000 2,050,000 2,050,000 QLT Phototherapeutics Inc. C0 746927102 1,569,121 98,170 98,170 98,170 Quaker Fabric Corp C0 747399103 1,099,493 196,338 196,338 196,338 Qualcomm Inc C0 747525103 101,674,437 2,397,982 2,382,982 2,382,982 Quest Capital Corp- A C0 74835U109 83,659 61,000 61,000 61,000 Quest Diagnostics Inc. C0 74834L100 10,223,850 107,000 105,200 105,200 Quest Software Inc C0 74834T103 7,446,114 466,841 466,841 270,941 195,900 Radian Group Inc. C0 750236101 38,162,964 716,810 716,810 716,810 Radius Gold Inc C0 750468100 1,353,521 1,092,900 1,092,900 1,092,900 Railamerica Inc C0 750753105 16,880,828 1,293,550 1,293,550 1,293,550 Railpower Technologies Corp. C0 750758104 5,266,320 1,017,000 1,017,000 991,400 25,600 Randgold Resources Ltd-adr AR 752344309 5,703,000 500,000 500,000 500,000 Rare Hospitality Intl Inc C0 753820109 24,968,618 783,698 783,698 514,498 269,200 Rayonier Inc. C0 754907103 14,900,383 304,649 304,649 304,649 Raytheon Co. Class B C0 755111507 71,214,531 1,834,008 1,834,008 1,834,008 Readers Digest Assn. Cl A C0 755267101 38,298,681 2,753,320 2,753,320 2,753,320 Real Resources Inc C0 755902202 5,412,684 550,000 550,000 550,000 Reckson Assoc. Realty Corp. C6 75621K106 2,609,051 79,520 79,520 79,520 Red Hat Inc C0 756577102 7,916,951 593,030 584,830 584,830 Regal Beloit C0 758750103 21,089,354 737,390 737,390 737,390 Regions Financial Corp Comm 7591EP100 13,463,946 378,307 378,307 378,307 Rehabcare Group Inc Comm 759148109 28,814,026 1,029,440 1,029,440 1,029,440 Remington Oil & Gas Corp. C0 759594302 6,948,750 255,000 255,000 247,800 7,200 Repsol SA-Sponsored ADR AR 76026T205 318,420 12,200 12,200 12,200 Republic Resources Inc Restricted Comm 76074PXX8 97,606 2,033,466 2,033,466 2,033,466 Republic Resources Inc. C0 76074P105 2,250 37,500 37,500 37,500 Resources Connection Inc C0 76122Q105 37,292,124 686,653 686,653 425,353 261,300 Reunion Industries Inc. C0 761312107 3,217 8,936 8,936 8,936 Rigel Pharmaceuticals Inc C0 766559603 607,570 24,880 24,880 24,880 Rio Tinto Plc ADR AR 767204100 3,517,887 29,510 29,510 29,510 Romarco Minerals Inc. C0 775903206 40,778 223,000 223,000 223,000 Roper Industries Inc C0 776696106 33,167,051 545,780 545,780 545,780 Rowan Companies Inc. C0 779382100 20,534,556 792,840 792,840 764,940 27,900 Royal Dutch Petroleum NY Shares C0 780257804 11,258,530 196,210 196,210 196,210
16
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Royal Nedlloyd NV C0 4060129 11,293,244 250,000 250,000 250,000 Rti International Metals Inc C0 74973W107 19,812,884 964,600 964,600 964,600 Ruby Tuesday Inc C0 781182100 3,862,448 148,100 148,100 148,100 Russell Corp. Comm 782352108 20,107,256 1,032,200 1,032,200 1,032,200 Ryans Restaurant Group Inc C0 783520109 6,433,440 417,214 417,214 417,214 Saipem S.P.A. C0 4768768 1,284,275 107,260 107,260 107,260 Sandisk Corp C0 80004C101 1,652,265 66,170 66,170 66,170 Sanofi-synthelabo Sa-adr AR 80105N105 6,975,509 174,170 174,170 174,170 Santos Limited C0 6776703 3,185,741 492,850 492,850 492,850 Savanna Energy Services Corp C0 804694107 1,090,547 76,370 76,370 76,370 SBC Communications Inc. C0 78387G103 17,833,407 692,022 692,022 692,022 Schering-Plough Inc. C0 806605101 4,868,548 233,168 233,168 233,168 Schlumberger Ltd. C0 806857108 99,179,730 1,481,400 1,478,400 1,466,500 11,900 Schwab (Charles) Corp. C0 808513105 4,465,505 373,370 373,370 373,370 Scientific Atlanta Inc. C0 808655104 43,030,846 1,303,570 1,303,570 1,163,870 139,700 Scottish Power Plc-adr AR 81013T705 382,956 12,290 12,290 12,290 Sealed Air Corp. C0 81211K100 23,799,225 446,766 446,766 446,766 Sensient Technologies Corp Comm 81725T100 28,256,622 1,177,850 1,177,850 1,177,850 Service Corp International C0 817565104 1,029,590 138,200 138,200 138,200 Sherwin-Williams Co. C0 824348106 71,241,664 1,596,273 1,596,273 1,596,273 Shire Pharmaceuticals Gr-ADR AR 82481R106 15,805,026 494,680 494,680 494,680 Shuffle Master Inc. C0 825549108 14,319,436 304,022 304,022 177,022 127,000 Sibneft-spon Adr AR 825731102 326,400 10,880 10,880 10,880 Siebel Systems Inc Comm 826170102 16,399,784 1,561,900 1,561,900 1,561,900 Silicon Graphics Inc. C0 827056102 11,522,561 6,660,440 6,660,440 6,660,440 Silver Standard Resources C0 82823L106 2,104,400 174,090 174,090 174,090 Simpletech Inc C0 828823104 11,227,036 2,440,660 2,440,660 2,440,660 SkillSoft Plc-Sponsored Adr AR 830928107 6,450,040 1,141,600 1,141,600 1,141,600 Skywest Inc C0 830879102 18,264,831 910,510 910,510 910,510 SLM Corp C0 78442P106 102,803,459 1,925,519 1,915,519 1,915,519 Small Cap Growth Group Trust MF 857515126 32,236,211 262,347 262,347 153,392 108,955 Smith International Inc C0 832110100 3,264,600 60,000 60,000 60,000 Smurfit-stone Container Corp. C0 832727101 13,637,390 730,053 730,053 730,053 Snap On Inc. Comm 833034101 11,319,902 329,450 329,450 329,450 Southwest Bancorp Of Texas C0 84476R109 23,214,517 996,759 996,759 628,059 368,700 Southwestern Resources Corp. C0 845770106 10,486,044 1,017,400 1,017,400 1,017,400 Spartech Corp C0 847220209 14,898,687 549,970 549,970 549,970 Spectralink Corp C0 847580107 20,394,116 1,438,231 1,438,231 906,731 531,500 SPECTRASITE INC Comm 84761M104 10,859,724 187,560 187,560 124,360 63,200 Spinnaker Exploration Co C0 84855W109 11,623,250 331,430 331,430 331,430 Sprint Corp. C0 852061100 126,726,203 5,099,646 5,073,946 5,073,946 St. Jude Medical Inc. C0 790849103 18,055,058 430,600 424,200 424,200
17
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- St. Jude Resources Ltd C0 79085J100 2,726,676 1,918,400 1,918,400 1,918,400 Standard & Poors Depositary Receipt C0 78462F103 62,143,981 514,139 514,139 514,139 Staples Inc. C0 855030102 105,241,305 3,121,961 3,110,461 3,110,461 Starbucks Corp. C0 855244109 23,116,852 370,700 364,500 364,500 Starpoint Energy Ltd C0 855568101 155,066 35,200 35,200 35,200 Startek Inc Comm 85569C107 15,091,303 530,450 530,450 530,450 Starwood Hotels & Resorts Comm 85590A203 48,612,160 832,400 825,100 825,100 Station Casinos Inc C0 857689103 25,978,632 475,103 475,103 294,703 180,400 Statoil Asa-spon Adr Comm 85771P102 5,360,294 337,550 337,550 337,550 STATS ChipPAC Ltd AR 85771T104 4,497,526 734,834 734,834 734,834 Steelcase Inc. Class A C0 858155203 18,253,299 1,318,880 1,318,880 1,318,880 Steiner Leisure Ltd. C0 P8744Y102 23,869,937 798,860 798,860 798,860 Stericycle Inc C0 858912108 13,693,100 298,000 298,000 298,000 Steris Corp C0 859152100 40,227,934 1,695,950 1,695,950 1,695,950 Sterling Bancshares Inc/tx Comm 858907108 23,754,284 1,664,631 1,664,631 1,664,631 Stewart & Stevenson Services Inc. C0 860342104 14,105,570 697,260 697,260 697,260 Stewart Enterprises Inc-cl A C0 860370105 37,769,417 5,403,350 5,403,350 5,403,350 Stolt-nielsen S.a.-spon Adr AR 861565109 51,703,064 1,811,600 1,811,600 1,811,600 Stolt-Nielsen S.A./PP Comm 861550XX4 7,151,312 250,000 250,000 250,000 Stone Energy Inc. C0 861642106 16,450,185 364,830 364,830 364,830 StrataGold Corp. C0 86270G106 1,027,954 1,818,722 1,818,722 1,818,722 Sun Microsystems Inc. C0 866810104 6,766,026 1,256,800 1,256,800 1,256,800 Suncor Energy Inc C0 867229106 3,228,546 91,610 91,610 91,610 Sunoco Inc. Comm 86764P109 -6,128,250 -75,000 -75,000 -75,000 Sunridge Gold Corp C0 86769Q102 921,724 1,421,700 1,421,700 1,421,700 Surmodics Inc C0 868873100 21,748,540 668,980 668,980 668,980 SWS Group Inc C0 78503N107 7,834,866 357,430 357,430 357,430 SYBASE INC C0 871130100 18,225,921 913,580 913,580 530,180 383,400 Symbion Inc C0 871507109 2,434,828 110,273 110,273 110,273 Symmetry Medical Inc C0 871546206 1,052,500 50,000 50,000 50,000 T Rowe Price Group Inc. C0 74144T108 12,483,540 200,700 200,700 200,700 Talisman Energy Inc. C0 87425E103 3,790,524 140,970 140,970 140,970 Target Corp. C0 87612E106 124,779,637 2,402,843 2,386,743 2,386,743 TCF Financial Corp. C0 872275102 7,970,720 248,000 248,000 248,000 Technicoil Corporation/PP Comm 878519XX0 4,953,869 2,000,000 2,000,000 2,000,000 Technip-coflexip C0 4874160 2,118,661 11,531 11,531 11,531 Technitrol Inc C0 878555101 67,056,626 3,684,430 3,684,430 3,684,430 Teck Cominco Ltd - CL B C0 878742204 2,430,615 83,310 83,310 83,310 Tektronix Inc. C0 879131100 11,609,461 384,292 384,292 384,292 Teledyne Technologies Inc. C0 879360105 32,074,286 1,089,850 1,089,850 1,089,850 Tellabs Inc. C0 879664100 1,479,447 172,229 172,229 172,229 Tempest Energy Corp Cl A C0 879778108 4,557,653 825,800 825,800 807,800 18,000
18
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Tempest Energy Corp. PP 144A Comm 879778XX1 2,759,538 500,000 500,000 500,000 Temple Energy Inc/PP Comm 880111XX2 2,313,287 2,783,115 2,783,115 2,783,115 Teradyne Inc. C0 880770102 7,357,170 431,000 431,000 249,000 182,000 Terex Corp. New C0 880779103 17,380,338 364,750 364,750 364,750 Tetra Tech Inc C0 88162G103 17,454,965 1,042,710 1,042,710 1,042,710 Textron Inc. C0 883203101 6,261,709 84,847 84,847 84,847 The Yankee Candle Company Inc. C0 984757104 18,312,042 551,900 551,900 551,900 Thomas & Betts Corp. C0 884315102 10,611,825 345,100 345,100 345,100 Thunder Energy Inc. C0 885914101 17,003,942 2,727,659 2,727,659 2,676,293 51,366 Tidewater Inc. C0 886423102 10,233,317 287,372 287,372 201,372 86,000 Time Warner Inc C0 887317105 99,594,269 5,122,922 5,122,922 5,122,922 Timing Energy Inc/PP Comm 887370XX7 1,662,372 2,000,000 2,000,000 2,000,000 Titanium Metals Corporation C0 888339207 8,863,846 367,185 367,185 367,185 Too Inc C0 890333107 35,013,756 1,431,470 1,431,470 1,431,470 Top Tankers Inc C0 Y8897Y107 -3,250,000 -200,000 -200,000 -200,000 Total SA ADR AR 89151E109 37,095,934 337,727 337,727 337,727 Toys R Us C0 892335100 4,639,935 226,670 226,670 226,670 Transkaryotic Therapies Inc C0 893735100 4,530,592 178,440 178,440 178,440 Transocean Inc. Comm G90078109 92,900,568 2,191,568 2,191,568 2,158,668 32,900 Treasure Island Royalty Unit Pvt PLC C0 894626209 8,676,147 12,394,496 12,394,496 12,331,536 62,960 Tredegar Corporation C0 894650100 17,053,198 843,800 843,800 843,800 Tribune Company C0 896047107 3,896,264 92,460 92,460 92,460 Trican Well Service Ltd C0 895945103 1,528,323 27,650 27,650 27,650 Triloch Resources Inc./Pvt Plc Comm 89619XXX6 1,124,595 550,000 550,000 550,000 Trimeris Inc C0 896263100 1,078,762 76,130 76,130 76,130 Trinity Industries Inc. C0 896522109 51,357,538 1,506,970 1,506,970 1,506,970 Triquint Semiconductor Inc C0 89674K103 9,189,473 2,065,050 2,065,050 2,065,050 Triumph Group Inc C0 896818101 25,065,910 634,580 634,580 634,580 True Energy Inc C0 897838108 3,065,454 1,013,200 1,013,200 989,800 23,400 Tullow Oil PLC C0 0150080 11,285,413 3,872,722 3,872,722 3,760,042 112,680 Tupperware Corp. C0 899896104 13,727,207 662,510 662,510 662,510 Tweeter Home Entertainment Group Inc. Comm 901167106 14,940,545 2,180,672 2,180,672 2,180,672 Tyco International Ltd. C0 902124106 226,681,307 6,342,510 6,316,510 6,316,510 Ucbh Holdings Inc Comm 90262T308 27,102,667 591,503 591,503 376,303 215,200 UGI Corp. Comm 902681105 16,566,505 404,950 404,950 404,950 Union Pac Corp. C0 907818108 13,753,970 204,520 204,520 204,520 Unisys Corp. Comm 909214108 12,959,242 1,273,010 1,273,010 1,273,010 United National Group LTD C0 91103X102 22,574,702 1,212,390 1,212,390 1,212,390 United States Steel Corp C0 912909108 44,607,488 870,390 870,390 870,390 United Surgical Partners C0 913016309 27,542,058 660,481 660,481 401,781 258,700 United Technologies Corp. C0 913017109 4,664,186 45,130 45,130 45,130 Unitedhealth Group Inc. C0 91324P102 85,029,674 965,917 956,117 956,117
19
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Universal Compression Hldgs C0 913431102 4,370,732 125,200 125,200 111,500 13,700 Universal Health Services Inc. C0 913903100 12,544,995 281,910 281,910 281,910 Univision Communications Inc. C0 914906102 2,791,656 95,376 95,376 95,376 Unocal Corp. C0 915289102 3,376,179 78,080 78,080 78,080 UNUM Provident Corp. C0 91529Y106 3,521,801 196,310 196,310 196,310 US Bancorp C0 902973304 13,503,931 431,160 431,160 431,160 Valeant Pharmaceuticals C0 91911X104 40,531,043 1,538,180 1,538,180 1,538,180 Valero Energy Corp. C0 91913Y100 -7,945,000 -175,000 -175,000 -175,000 Valmont Industries C0 920253101 26,167,382 1,042,110 1,042,110 1,042,110 Valucap Investments Inc C0 92038T109 2,255 21,705 21,705 21,705 Varco International Inc. C0 922122106 1,383,751 47,470 47,470 47,470 Varian Semiconductor Equip C0 922207105 34,982,442 949,320 949,320 949,320 Veeco Instrs. Inc. Del. C0 922417100 61,126,851 2,901,132 2,901,132 2,901,132 Venture Production PLC C0 3142318 7,089,461 1,581,380 1,581,380 1,544,755 36,625 Ventus Energy Inc/PP Comm 923202XX8 2,909,151 1,750,000 1,750,000 1,750,000 Veritas DGC Inc. C0 92343P107 22,368,767 1,063,710 1,063,710 1,063,710 Verizon Communications C0 92343V104 80,104,677 1,977,405 1,977,405 1,977,405 Vermilion Energy Trust UT 923728109 267,575 16,000 16,000 16,000 Vertex Pharmaceuticals Inc C0 92532F100 597,099 56,490 56,490 56,490 Viacom Inc. Cl. B C0 925524308 4,163,016 114,400 114,400 114,400 Viad Corp. C0 92552R406 5,304,040 186,172 186,172 186,172 Viasys Healthcare Inc C0 92553Q209 18,373,000 967,000 967,000 967,000 Vintage Petroleum Inc C0 927460105 31,063,745 1,369,050 1,369,050 1,369,050 Virginia Gold Mines Inc. C0 602914103 8,141,528 2,550,800 2,550,800 2,550,800 Vodafone Group Plc ADR AR 92857W100 59,001,299 2,154,905 2,154,905 2,154,905 W-h Energy Services Inc C0 92925E108 36,319,124 1,624,290 1,624,290 1,624,290 Wabtec C0 929740108 70,797,537 3,320,710 3,320,710 3,320,710 Wal-Mart Stores C0 931142103 18,648,629 353,060 353,060 353,060 Walter Industries Inc C0 93317Q105 39,010,432 1,156,550 1,156,550 1,156,550 Washington Mutual Inc. C0 939322103 3,368,870 79,680 79,680 79,680 Waste Management Inc. C0 94106L109 8,096,315 270,418 270,418 270,418 Waters Corporation Comm 941848103 7,981,438 170,580 170,580 170,580 Watson Pharmaceuticals Inc C0 942683103 11,327,653 345,250 345,250 345,250 Watts Water Technologies Inc C0 942749102 23,719,290 735,710 735,710 735,710 Weatherford Intl Ltd C0 G95089101 64,923,741 1,265,570 1,265,570 1,244,870 20,700 Wellchoice Inc C0 949475107 14,439,360 270,400 270,400 270,400 WellPoint Inc C0 94973V107 22,383,140 194,636 194,636 194,636 Wells Fargo & Company C0 949746101 5,315,068 85,520 85,520 85,520 Wendys Intl. Inc. Comm 950590109 12,047,324 306,860 306,860 306,860 West Energy Ltd C0 952696102 30,946 6,509 6,509 6,299 210 West Energy Ltd P.P. Comm 953359PP5 914,305 1,000,000 1,000,000 1,000,000 West Marine Inc C0 954235107 18,596,408 751,370 751,370 436,070 315,300
20
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8: SHARES OF PRINCIPAL SOLE INVESTMENT VOTING AUTORITY NAME OF ISSUER TITLE OF CLASS CUSIP MARKET VALUE AMOUNT DISCRETION (A) (C) - ---------------------------------------------------------------------------------------------------------------------------------- Westar Energy Inc Comm 95709T100 20,824,736 910,570 910,570 910,570 Western Gas Resources Inc. C0 958259103 31,142,475 1,064,700 1,064,700 1,032,400 32,300 Westport Innovations Inc. C0 960908101 4,551,662 3,202,400 3,202,400 3,123,300 79,100 Westport Innovations Inc/PP Comm 960908XX4 714,820 500,000 500,000 500,000 Weyerhaeuser Co. C0 962166104 39,474,609 587,245 587,245 587,245 Wheaton River Minerals-us$ C0 962902102 1,834,467 562,720 562,720 562,720 Wild Oats Markets Inc C0 96808B107 19,609,739 2,225,850 2,225,850 2,225,850 Wilderness/PP Comm 968968XX0 2,226,748 1,786,000 1,786,000 1,786,000 Williams-sonoma Inc C0 969904101 17,831,856 508,900 508,900 508,900 Willis Group Holdings Limited C0 G96655108 27,935,574 678,542 678,542 678,542 Woodside Petoleum Ltd. C0 6979728 865,421 55,560 55,560 55,560 Wright Medical Group Inc C0 98235T107 7,358,985 258,210 258,210 150,310 107,900 Wyeth C0 983024100 50,469,065 1,184,998 1,184,998 1,184,998 X-Cal Resources Ltd. C0 98370R106 1,081,718 2,455,500 2,455,500 2,455,500 XL Capital Limited C0 G98255105 20,086,657 258,682 258,682 258,682 Xto Energy Inc. C0 98385X106 2,193,560 62,000 62,000 62,000 Yahoo! Inc. C0 984332106 130,180,180 3,454,888 3,433,288 3,433,288 Yellow Roadway Corp C0 985577105 2,562,103 45,990 45,990 45,990 York International Corp C0 986670107 10,417,955 301,620 301,620 301,620 Zebra Technologies Corp Cl.A. Comm 989207105 8,427,930 149,750 147,300 147,300 Zed.i Solutions Inc. Common Pvt. Plcmt Comm 989214XX4 2,366,387 1,300,000 1,300,000 1,300,000 Zimmer Holdings Inc C0 98956P102 22,401,552 279,600 276,400 276,400 Zions Bancorporation C0 989701107 26,599,730 391,000 391,000 391,000 Zoll Medical Corp C0 989922109 13,873,864 403,310 403,310 403,310
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