-----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, Sl3BrQOaibrushZOEMRR4kE1L4wm+MDfWIZJSPYMUkxgb1rCjrT+alIpQE11iaUo fr4EHGPI8IUo0PDyXLtUGQ== 0000315066-03-002321.txt : 20030515 0000315066-03-002321.hdr.sgml : 20030515 20030515101511 ACCESSION NUMBER: 0000315066-03-002321 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030515 EFFECTIVENESS DATE: 20030515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FMR CORP CENTRAL INDEX KEY: 0000315066 IRS NUMBER: 161144965 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00451 FILM NUMBER: 03701495 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE ST CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6175706339 MAIL ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 fmrcorp.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: March 31, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: FMR Corp. Address: 82 Devonshire Street Boston, MA 02109 13F File Number: 28-451 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: Eric D. Roiter Title: Senior Vice President and General Counsel, Fidelity Management & Research Company Phone: 617-563-1742 Signature, Place, and Date of Signing: /s/ Eric D. Roiter Boston, MA May 15, 2003 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of other managers reporting for this manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 7071 Form 13F Information Table Value Total: $375,186,443 (x1000) Confidential information has been omitted from this Form 13F and filed separately with the Securities and Exchange Commission. Such confidential information pertains to certain holdings or portions of holdings that are withheld from this Form 13F based upon a claim of confidential treatment. List of Other Included Managers: No. Form 13F File Number Name 1 28-450 Fidelity Management & Research Company 2 28-0105 Fidelity Management Trust Company 3 28-5421 Strategic Advisers Incorporated 4 28-6635 Fidelity Investors Management, LLC 5 28-6639 FMR Co., Inc. 6 28-10386 Geode Capital Management, LLC
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER . -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN.-MANAGERS SOLE SHARED NONE AAON INC COM PAR $0.004 000360206 14363 1130975 SH DEFINED 1 5 5000 0 1125975 AAR CORP COM 000361105 4364 1154600 SH DEFINED 1 5 0 0 1154600 ABC BANCORP COM 000400101 73 5300 SH DEFINED 1 5 0 0 5300 A C MOORE ARTS & CRAFTS INC COM 00086T103 4972 359499 SH DEFINED 1 5 0 0 359499 A C MOORE ARTS & CRAFTS INC COM 00086T103 0 5 SH DEFINED 2 5 0 0 A D C TELECOMMUNICATIONS COM 000886101 32064 15564902 SH DEFINED 1 5 0 0 15564902 A D C TELECOMMUNICATIONS COM 000886101 6757 3280223 SH DEFINED 2 3280223 0 0 A D C TELECOMMUNICATIONS COM 000886101 1 659 SH DEFINED 3 659 0 0 A D C TELECOMMUNICATIONS COM 000886101 196 95184 SH DEFINED 6 95184 0 0 ACTV INC COM 00088E104 4 7100 SH DEFINED 1 5 0 0 7100 A D A M INC COM 00088U108 4 4600 SH DEFINED 1 5 0 0 4600 ADE CORP MASS COM 00089C107 17 2800 SH DEFINED 1 5 0 0 2800 ADT OPERATIONS NOTE 7/0 000945AC9 13410 19295000PRN DEFINED 1 5 0 0 0 ACT TELECONFERENCING INC COM 000955104 5 2700 SH DEFINED 1 5 0 0 2700 ABM INDS INC COM 000957100 184 14000 SH DEFINED 1 5 0 0 14000 AEP INDS INC COM 001031103 5 600 SH DEFINED 1 5 0 0 600 AFC ENTERPRISES INC COM 00104Q107 183 13600 SH DEFINED 1 5 0 0 13600 AFLAC INC COM 001055102 633496 19765877 SH DEFINED 1 5 641650 0 19124227 AFLAC INC COM 001055102 34803 1085902 SH DEFINED 2 869002 0 216900 AFLAC INC COM 001055102 144 4511 SH DEFINED 3 4511 0 0 AGCO CORP COM 001084102 135864 8438786 SH DEFINED 1 5 46340 0 8392446 AGCO CORP COM 001084102 8123 504520 SH DEFINED 2 459220 0 45300 AGCO CORP COM 001084102 8 500 SH DEFINED 3 500 0 0 AGL RES INC COM 001204106 560 23700 SH DEFINED 1 5 0 0 23700 AGL RES INC COM 001204106 354 15000 SH DEFINED 6 15000 0 0 AG SVCS AMER INC COM 001250109 6 900 SH DEFINED 1 5 0 0 900 AHL SVCS INC COM 001296102 8 6200 SH DEFINED 1 5 0 0 6200 AES CORP COM 00130H105 150723 41636061 SH DEFINED 1 5 110700 0 41525361 AES CORP COM 00130H105 26560 7336895 SH DEFINED 2 6791147 0 545748 AES CORP COM 00130H105 205 56500 SH DEFINED 6 56500 0 0 AK STL HLDG CORP COM 001547108 2049 630589 SH DEFINED 1 5 200 0 630389 AK STL HLDG CORP COM 001547108 1509 464364 SH DEFINED 2 416064 0 48300 AMB PROPERTY CORP COM 00163T109 49406 1748900 SH DEFINED 1 5 0 0 1748900 AMB PROPERTY CORP COM 00163T109 8731 309067 SH DEFINED 2 309067 0 0 AMC ENTMT INC COM 001669100 8559 987240 SH DEFINED 1 5 9800 0 977440 AMC ENTMT INC COM 001669100 2429 280200 SH DEFINED 2 270800 0 9400 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 181 8600 SH DEFINED 1 5 0 0 8600 AMN HEALTHCARE SERVICES INC COM 001744101 1336 121700 SH DEFINED 1 5 0 0 121700 AMN HEALTHCARE SERVICES INC COM 001744101 4592 418200 SH DEFINED 2 418200 0 0 AMR CORP COM 001765106 565 269000 SH DEFINED 1 5 0 0 269000 AMX CORP NEW COM 00180C105 11 5900 SH DEFINED 1 5 0 0 5900 AOL TIME WARNER INC COM 00184A105 2713879 249896732 SH DEFINED 1 5 6300030 2 43596702 AOL TIME WARNER INC 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BANCORP INC NEW COM 37637Q105 1908 71300 SH DEFINED 2 71300 0 0 GLAMIS GOLD LTD COM 376775102 36148 3502920 SH DEFINED 1 5 201500 0 3301420 GLATFELTER COM 377316104 54 5100 SH DEFINED 1 5 0 0 5100 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 119096 3384383 SH DEFINED 1 5 0 0 3384383 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 85 2367 SH DEFINED 3 2367 0 0 GLENAYRE TECHNOLOGIES INC COM 377899109 25 28800 SH DEFINED 1 5 0 0 28800 GLENBOROUGH RLTY TR INC COM 37803P105 284 18400 SH DEFINED 1 5 0 0 18400 GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 3615 166600 SH DEFINED 1 5 0 0 166600 GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 1949 89800 SH DEFINED 2 44800 0 45000 GLIMCHER RLTY TR SH BEN INT 379302102 102 5300 SH DEFINED 1 5 0 0 5300 GLOBAL INDS LTD COM 379336100 43179 9265801 SH DEFINED 1 5 0 0 9265801 GLOBAL INDS LTD COM 379336100 4054 869900 SH DEFINED 2 869900 0 0 GLOBAL IMAGING SYSTEMS COM 37934A100 25915 1400814 SH DEFINED 1 5 200 0 1400614 GLOBAL IMAGING SYSTEMS COM 37934A100 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7605915 SH DEFINED 1 5 25400 0 7580515 GOLDEN WEST FINL CORP DEL COM 381317106 39228 545357 SH DEFINED 2 445957 0 99400 GOLDMAN SACHS GROUP INC COM 38141G104 1094409 16075341 SH DEFINED 1 5 347040 0 15728301 GOLDMAN SACHS GROUP INC COM 38141G104 57124 839069 SH DEFINED 2 774869 0 64200 GOLDMAN SACHS GROUP INC COM 38141G104 15 217 SH DEFINED 3 217 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1055 15500 SH DEFINED 6 15500 0 0 GOOD GUYS INC COM 382091106 14 9100 SH DEFINED 1 5 0 0 9100 GOODRICH CORP COM 382388106 18887 1343293 SH DEFINED 1 5 1620 0 1341673 GOODRICH CORP COM 382388106 6943 493809 SH DEFINED 2 483909 0 9900 GOODRICH CORP COM 382388106 141 10000 SH DEFINED 6 10000 0 0 GOODRICH PETE CORP COM NEW 382410405 19 5294 SH DEFINED 1 5 5294 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2551 493507 SH DEFINED 1 5 0 0 493507 GOODYEAR TIRE & RUBR CO COM 382550101 723 139898 SH DEFINED 2 139898 0 0 GOODYS FAMILY CLOTHING INC COM 382588101 68 16800 SH DEFINED 1 5 0 0 16800 GORMAN RUPP CO COM 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SH DEFINED 1 5 0 0 1413300 MONY GROUP INC COM 615337102 350 16742 SH DEFINED 1 5 0 0 16742 MOODYS CORP COM 615369105 228009 4932058 SH DEFINED 1 5 0 0 4932058 MOODYS CORP COM 615369105 5574 120578 SH DEFINED 2 120578 0 0 MOODYS CORP COM 615369105 462 10000 SH DEFINED 6 10000 0 0 MOOG INC CL A 615394202 13488 440800 SH DEFINED 1 5 0 0 440800 MOORE LTD COM 615785102 6871 658306 SH DEFINED 1 5 4800 0 653506 MOORE LTD COM 615785102 1163 111394 SH DEFINED 2 111394 0 0 MORGAN STANLEY COM NEW 617446448 3026703 78923149 SH DEFINED 1 5 444570 0 78478579 MORGAN STANLEY COM NEW 617446448 166798 4349361 SH DEFINED 2 4044661 0 304700 MORGAN STANLEY COM NEW 617446448 302 7546 SH DEFINED 3 7546 0 0 MORGAN STANLEY COM NEW 617446448 890 23200 SH DEFINED 6 23200 0 0 MORGAN STANLEY EMER MKTS FD COM 61744G107 28 3400 SH DEFINED 3 3400 0 0 MORGAN STANLEY MUN PREM INCOM 61745P429 57 6358 SH DEFINED 3 6358 0 0 MOTHERS WK INC COM 619903107 62 2800 SH DEFINED 1 5 0 0 2800 MOTHERS WK INC COM 619903107 3 157 SH 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72049 SH DEFINED 2 22523 0 49526 NTL INC DEL *W EXP 01/13/201 62940M138 5 35171 SH DEFINED 1 5 0 0 35171 NTL INC DEL *W EXP 01/13/201 62940M138 3 22516 SH DEFINED 2 0 0 22516 NTN COMMUNUNICATIONS INC COM NEW 629410309 9 5300 SH DEFINED 1 5 0 0 5300 NUCO2 INC COM 629428103 15 2900 SH DEFINED 1 5 0 0 2900 NTT DOCOMO INC SPONS ADR 62942M201 2263 120000 SH DEFINED 1 5 0 0 120000 NUI CORP COM 629431107 147 10100 SH DEFINED 1 5 0 0 10100 NVR INC COM 62944T105 12996 39500 SH DEFINED 1 5 0 0 39500 NVR INC COM 62944T105 33 100 SH DEFINED 6 100 0 0 NYMAGIC INC COM 629484106 1552 80200 SH DEFINED 1 5 40000 0 40200 NABI BIOPHARMACEUTICALS COM 629519109 347 57800 SH DEFINED 1 5 10800 0 47000 NACCO INDS INC CL A 629579103 13059 283900 SH DEFINED 1 5 0 0 283900 NACCO INDS INC CL A 629579103 6028 131040 SH DEFINED 2 130040 0 1000 NAM TAI ELECTRS INC COM PAR $0.02 629865205 2813 111800 SH DEFINED 1 5 0 0 111800 NANOGEN INC COM 630075109 4 3000 SH DEFINED 1 5 0 0 3000 NANOMETRICS INC COM 630077105 4645 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NATIONAL-OILWELL INC COM 637071101 271733 12136359 SH DEFINED 1 5 377600 0 11758759 NATIONAL-OILWELL INC COM 637071101 9796 437520 SH DEFINED 2 434720 0 2800 NATIONAL PENN BANCSHARES INC COM 637138108 68 2528 SH DEFINED 1 5 0 0 2528 NATIONAL PRESTO INDS INC COM 637215104 50 1900 SH DEFINED 1 5 0 0 1900 NATIONAL PROCESSING INC COM 637229105 587 42200 SH DEFINED 1 5 0 0 42200 NATIONAL PROCESSING INC COM 637229105 7147 513460 SH DEFINED 2 501960 0 11500 NATIONAL R V HLDGS INC COM 637277104 4613 977400 SH DEFINED 1 5 0 0 977400 NATIONAL R V HLDGS INC COM 637277104 803 170100 SH DEFINED 2 170100 0 0 NATIONAL SEC GROUP INC COM 637546102 92 6480 SH DEFINED 1 5 0 0 6480 NATIONAL SEMICONDUCTOR CORP COM 637640103 462557 27145350 SH DEFINED 1 5 321155 0 26824195 NATIONAL SEMICONDUCTOR CORP COM 637640103 4771 279967 SH DEFINED 2 256997 0 22970 NATIONAL SEMICONDUCTOR CORP COM 637640103 12 678 SH DEFINED 3 678 0 0 NATIONAL SVC INDS INC COM NEW 637657206 3908 757425 SH DEFINED 1 5 0 0 757425 NATIONAL 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INC COM 867229106 3683 210850 SH DEFINED 3 210850 0 0 SUNGARD DATA SYS INC COM 867363103 54940 2579358 SH DEFINED 1 5 0 0 2579358 SUNGARD DATA SYS INC COM 867363103 6191 290680 SH DEFINED 2 231780 0 58900 SUNGARD DATA SYS INC COM 867363103 3772 177096 SH DEFINED 3 177096 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 96 3700 SH DEFINED 1 5 0 0 3700 SUNOCO INC COM 86764P109 16324 446380 SH DEFINED 1 5 0 0 446380 SUNOCO INC COM 86764P109 2227 60909 SH DEFINED 2 60909 0 0 SUNOCO INC COM 86764P109 13 360 SH DEFINED 3 360 0 0 SUNOCO INC COM 86764P109 512 14000 SH DEFINED 6 14000 0 0 SUNRISE ASSISTED LIVING INC COM 86768K106 18902 787600 SH DEFINED 1 5 0 0 787600 SUNRISE ASSISTED LIVING INC NOTE 5.250% 2/0 86768KAE6 693 700000PRN DEFINED 1 5 0 0 0 SUNRISE TELECOM INC COM 86769Y105 1119 442194 SH DEFINED 1 5 0 0 442194 SUNTRON CORP COM 86789P100 14 4221 SH DEFINED 1 5 0 0 4221 SUNTRUST BKS INC COM 867914103 43064 817936 SH DEFINED 1 5 0 0 817936 SUNTRUST BKS INC COM 867914103 11866 225367 SH DEFINED 2 225367 0 0 SUNTRUST BKS INC COM 867914103 95 1773 SH DEFINED 3 1773 0 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 17 19720 SH DEFINED 1 5 0 0 19720 SUPER VISION INTL INC CL A 868042102 6 2100 SH DEFINED 1 5 0 0 2100 SUPERGEN INC COM 868059106 43 15300 SH DEFINED 1 5 0 0 15300 SUPERIOR CONSULTANT HLDGS CO COM 868146101 10 4100 SH DEFINED 1 5 0 0 4100 SUPERIOR ENERGY SVCS INC COM 868157108 26942 3151100 SH DEFINED 1 5 34200 0 3116900 SUPERIOR ENERGY SVCS INC COM 868157108 7237 846400 SH DEFINED 2 846400 0 0 SUPERIOR INDS INTL INC COM 868168105 1377 37800 SH DEFINED 1 5 0 0 37800 SUPERIOR INDS INTL INC COM 868168105 561 15400 SH DEFINED 2 15400 0 0 SUPERIOR UNIFORM GP INC COM 868358102 33 3000 SH DEFINED 1 5 0 0 3000 SUPERTEX INC COM 868532102 52 3800 SH DEFINED 1 5 0 0 3800 SUPERVALU INC COM 868536103 6324 408000 SH DEFINED 1 5 0 0 408000 SUPERVALU INC COM 868536103 1653 106624 SH DEFINED 2 106624 0 0 SUPERVALU INC COM 868536103 3 200 SH DEFINED 3 200 0 0 SUPPORTSOFT INC COM 868587106 26 11400 SH DEFINED 1 5 0 0 11400 SUPREME INDS INC CL A 868607102 1826 414100 SH DEFINED 1 5 0 0 414100 SUREBEAM CORP CL A 86866R102 85 24342 SH DEFINED 1 5 0 0 24342 SUREWEST COMMUNICATIONS COM 868733106 139 5100 SH DEFINED 1 5 100 0 5000 SURMODICS INC COM 868873100 27297 883100 SH DEFINED 1 5 0 0 883100 SURMODICS INC COM 868873100 1821 58900 SH DEFINED 2 58900 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 392 18900 SH DEFINED 1 5 0 0 18900 SUSQUEHANNA BANCSHARES INC P COM 869099101 2909 140400 SH DEFINED 2 140400 0 0 SWIFT ENERGY CO COM 870738101 23231 2729800 SH DEFINED 1 5 0 0 2729800 SWIFT TRANSN CO COM 870756103 3263 203941 SH DEFINED 1 5 0 0 203941 SWIFT TRANSN CO COM 870756103 224 14000 SH DEFINED 6 14000 0 0 SWISSCOM AG SPONSORED ADR 871013108 24392 800000 SH DEFINED 1 5 0 0 800000 SWITCHBOARD INC COM 871045100 19 6900 SH DEFINED 1 5 0 0 6900 SYBASE INC COM 871130100 8943 690596 SH DEFINED 1 5 570 0 690026 SYBASE INC COM 871130100 5562 429500 SH DEFINED 2 429500 0 0 SYBASE INC COM 871130100 185 14300 SH DEFINED 6 14300 0 0 SYBRON DENTAL SPECIALTIES IN COM 871142105 24193 1386399 SH DEFINED 1 5 0 0 1386399 SYBRON DENTAL SPECIALTIES IN COM 871142105 7577 434220 SH DEFINED 2 434220 0 0 SYCAMORE NETWORKS INC COM 871206108 19311 6331500 SH DEFINED 1 5 0 0 6331500 SYCAMORE NETWORKS INC COM 871206108 935 306430 SH DEFINED 2 306430 0 0 SYCAMORE NETWORKS INC COM 871206108 228 74600 SH DEFINED 6 74600 0 0 SYKES ENTERPRISES INC COM 871237103 69 17700 SH DEFINED 1 5 0 0 17700 SYLVAN INC COM 871371100 2316 237500 SH DEFINED 1 5 0 0 237500 SYLVAN LEARNING SYS INC COM 871399101 8174 514750 SH DEFINED 1 5 0 0 514750 SYMANTEC CORP COM 871503108 122929 3137549 SH DEFINED 1 5 18600 0 3118949 SYMANTEC CORP COM 871503108 5375 137195 SH DEFINED 2 117995 0 19200 SYMANTEC CORP COM 871503108 13 315 SH DEFINED 3 315 0 0 SYMANTEC CORP COM 871503108 239 6100 SH DEFINED 6 6100 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 176672 20519348 SH DEFINED 1 5 41700 0 20477648 SYMBOL TECHNOLOGIES INC COM 871508107 5243 608927 SH DEFINED 2 565477 0 43450 SYMBOL TECHNOLOGIES INC COM 871508107 12 1362 SH DEFINED 3 1362 0 0 SYMMETRICOM INC COM 871543104 109 28867 SH DEFINED 1 5 0 0 28867 SYMS CORP COM 871551107 33 4200 SH DEFINED 1 5 0 0 4200 SYMYX TECHNOLOGIES COM 87155S108 194 12900 SH DEFINED 1 5 0 0 12900 SYNALLOY CP DEL COM 871565107 3 700 SH DEFINED 1 5 0 0 700 SYNAPTICS INC COM 87157D109 5695 759300 SH DEFINED 1 5 0 0 759300 SYNERGY BRANDS INC COM PAR $.001 87159E402 1 515 SH DEFINED 1 5 0 0 515 SYNOPSYS INC COM 871607107 196339 4613239 SH DEFINED 1 5 13027 0 4600213 SYNOPSYS INC COM 871607107 7328 172181 SH DEFINED 2 159546 0 12634 SYNGENTA AG SPONSORED ADR 87160A100 7640 835000 SH DEFINED 1 5 0 0 835000 SYNPLICITY INC COM 87160Y108 25 7700 SH DEFINED 1 5 0 0 7700 SYNOVUS FINL CORP COM 87161C105 288285 16114312 SH DEFINED 1 5 490880 0 15623432 SYNOVUS FINL CORP COM 87161C105 17806 995317 SH DEFINED 2 903117 0 92200 SYNOVUS FINL CORP COM 87161C105 15 850 SH DEFINED 3 850 0 0 SYNOVUS FINL CORP COM 87161C105 165 9200 SH DEFINED 6 9200 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 35 3100 SH DEFINED 1 5 0 0 3100 SYNTEL INC COM 87162H103 23011 1200344 SH DEFINED 1 5 0 0 1200344 SYNTROLEUM CORP COM 871630109 23 9000 SH DEFINED 1 5 0 0 9000 SYPRIS SOLUTIONS INC COM 871655106 50 6400 SH DEFINED 1 5 0 0 6400 SYSCO CORP COM 871829107 696234 27367681 SH DEFINED 1 5 584980 0 26782701 SYSCO CORP COM 871829107 47928 1883965 SH DEFINED 2 1564765 0 319200 SYSCO CORP COM 871829107 159 6193 SH DEFINED 3 6193 0 0 SYSTEMAX INC COM 871851101 7 3500 SH DEFINED 1 5 0 0 3500 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 91 11900 SH DEFINED 1 5 0 0 11900 SYMPHONIX DEVICES COM 871951109 0 12000 SH DEFINED 1 5 0 0 12000 TBC CORP COM 872180104 29801 2128632 SH DEFINED 1 5 0 0 2128632 TB WOODS CORP COM 872226105 3051 679500 SH DEFINED 1 5 0 0 679500 TCF FINL CORP COM 872275102 8488 212000 SH DEFINED 1 5 0 0 212000 TC PIPELINES LP UT COM LTD PRT 87233Q108 158 6000 SH DEFINED 1 5 0 0 6000 TDK CORP AMERN DEP SH 872351408 4 100 SH DEFINED 3 100 0 0 TECO ENERGY INC COM 872375100 5278 496540 SH DEFINED 1 5 0 0 496540 TECO ENERGY INC COM 872375100 1490 140168 SH DEFINED 2 140168 0 0 TECO ENERGY INC COM 872375100 33 3100 SH DEFINED 6 3100 0 0 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 386 12200 SH DEFINED 1 5 0 0 12200 TF FINL CORP COM 872391107 47 1900 SH DEFINED 1 5 0 0 1900 THQ INC COM NEW 872443403 28025 2142600 SH DEFINED 1 5 1350 0 2141250 TIB FINL CORP COM 872449103 15 900 SH DEFINED 1 5 0 0 900 TJX COS INC NEW COM 872540109 301185 17112804 SH DEFINED 1 5 0 0 17112804 TJX COS INC NEW COM 872540109 7380 419306 SH DEFINED 2 419306 0 0 TJX COS INC NEW COM 872540109 29 1626 SH DEFINED 3 1626 0 0 TJX COS INC NEW COM 872540109 190 10800 SH DEFINED 6 10800 0 0 TRC COS INC COM 872625108 91 6900 SH DEFINED 1 5 0 0 6900 TRM CORP COM 872636105 1 1400 SH DEFINED 1 5 0 0 1400 T / R SYS INC COM 87263U102 4 7700 SH DEFINED 1 5 0 0 7700 TSR INC COM 872885108 2 400 SH DEFINED 1 5 0 0 400 TMP WORLDWIDE INC COM 872941109 85448 7963483 SH DEFINED 1 5 669480 0 7294003 TMP WORLDWIDE INC COM 872941109 5507 513257 SH DEFINED 2 432057 0 81200 TTM TECHNOLOGIES INC COM 87305R109 28 8200 SH DEFINED 1 5 0 0 8200 T-3 ENERGY SRVCS INC COM 87306E107 75 11010 SH DEFINED 1 5 0 0 11010 TVIA INC COM 87307P101 4 6300 SH DEFINED 1 5 0 0 6300 TXU CORP COM 873168108 176280 9875608 SH DEFINED 1 5 18000 0 9857608 TXU CORP COM 873168108 23700 1327757 SH DEFINED 2 1313657 0 14100 TXU CORP COM 873168108 6 309 SH DEFINED 3 309 0 0 TAITRON COMPONENTS INC CL A 874028103 566 487700 SH DEFINED 1 5 0 0 487700 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 266763 39000492 SH DEFINED 1 5 241100 0 38759392 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4926 720200 SH DEFINED 2 665700 0 54500 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 113636 5084400 SH DEFINED 1 5 1400 0 5083000 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12212 546390 SH DEFINED 2 504590 0 41800 TALBOTS INC COM 874161102 2869 111450 SH DEFINED 1 5 0 0 111450 TALBOTS INC COM 874161102 409 15900 SH DEFINED 2 15900 0 0 TALISMAN ENERGY INC COM 87425E103 300709 7569080 SH DEFINED 1 5 3000230 0 4568850 TALISMAN ENERGY INC COM 87425E103 6835 171880 SH DEFINED 2 45980 0 125900 TALISMAN ENERGY INC COM 87425E103 186 4700 SH DEFINED 6 4700 0 0 TALK AMERICA HLDGS INC COM NEW 87426R202 97 13333 SH DEFINED 1 5 0 0 13333 TALX CORP COM 874918105 92 7056 SH DEFINED 1 5 0 0 7056 TALX CORP COM 874918105 5176 399100 SH DEFINED 2 399100 0 0 TANDY BRANDS ACCESSORIES INC COM 875378101 5680 550900 SH DEFINED 1 5 0 0 550900 TANDY BRANDS ACCESSORIES INC COM 875378101 799 77500 SH DEFINED 2 77500 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 235 7600 SH DEFINED 1 5 0 0 7600 TANNING TECHNOLOGY CORP COM 87588P101 6 8100 SH DEFINED 1 5 0 0 8100 TANOX INC COM 87588Q109 25110 1939000 SH DEFINED 1 5 0 0 1939000 TARANTELLA INC COM 876090101 3 18800 SH DEFINED 1 5 0 0 18800 TARGET CORP COM 87612E106 702402 24005550 SH DEFINED 1 5 29570 0 23975980 TARGET CORP COM 87612E106 31552 1078335 SH DEFINED 2 1000135 0 78200 TARGET CORP COM 87612E106 147 4957 SH DEFINED 3 4957 0 0 TARGETED GENETICS CORP COM 87612M108 4 9600 SH DEFINED 1 5 0 0 9600 TARRANT APPAREL GROUP COM 876289109 20 5300 SH DEFINED 1 5 0 0 5300 TASTY BAKING CO COM 876553306 40 4800 SH DEFINED 1 5 0 0 4800 TAUBMAN CTRS INC COM 876664103 13081 768100 SH DEFINED 1 5 0 0 768100 TAUBMAN CTRS INC COM 876664103 2322 136370 SH DEFINED 2 136370 0 0 TEAMSTAFF INC COM NEW 87815U204 25 8200 SH DEFINED 1 5 0 0 8200 TECH DATA CORP COM 878237106 179362 7492151 SH DEFINED 1 5 5160 0 7486991 TECH DATA CORP COM 878237106 20010 835820 SH DEFINED 2 823420 0 12400 TECH DATA CORP COM 878237106 2 100 SH DEFINED 3 100 0 0 TECH OPS SEVCON INC COM 878293109 9 2100 SH DEFINED 1 5 0 0 2100 TECHTEAM GLOBAL INC COM 878311109 14 2300 SH DEFINED 1 5 0 0 2300 TECHNE CORP COM 878377100 50741 2454810 SH DEFINED 1 5 0 0 2454810 TECHNE CORP COM 878377100 4378 211800 SH DEFINED 2 211800 0 0 TECHNE CORP COM 878377100 161 7800 SH DEFINED 6 7800 0 0 TECHNICAL OLYMPIC USA INC COM 878483106 2159 128131 SH DEFINED 1 5 0 0 128131 TECHNITROL INC COM 878555101 130 8900 SH DEFINED 1 5 0 0 8900 TECHNITROL INC COM 878555101 20 1400 SH DEFINED 2 1400 0 0 TECHNOLOGY SOLUTIONS CO COM 87872T108 2191 2235450 SH DEFINED 1 5 0 0 2235450 TECHNOLOGY SOLUTIONS CO COM 87872T108 178 181500 SH DEFINED 2 181500 0 0 TECUMSEH PRODS CO CL A 878895200 299 7300 SH DEFINED 1 5 0 0 7300 TEGAL CORP COM 879008100 7 17500 SH DEFINED 1 5 0 0 17500 TEJON RANCH CO DEL COM 879080109 27196 1028200 SH DEFINED 1 5 25000 0 1003200 TEKELEC COM 879101103 5165 595000 SH DEFINED 1 5 0 0 595000 TEKELEC COM 879101103 217 25000 SH DEFINED 6 25000 0 0 TEKTRONIX INC COM 879131100 137402 8011801 SH DEFINED 1 5 0 0 8011801 TEKTRONIX INC COM 879131100 1690 98521 SH DEFINED 2 98521 0 0 TELAXIS COMMUNICATIONS CORP COM 879202109 3 12060 SH DEFINED 1 5 0 0 12060 TELECOM ITALIA SPA SPON ADR ORD 87927W106 36667 531400 SH DEFINED 1 5 0 0 531400 TELECOM ITALIA SPA SPON ADR ORD 87927W106 2 35 SH DEFINED 3 35 0 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 5879 292500 SH DEFINED 1 5 15700 0 276800 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 507 25200 SH DEFINED 2 25200 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 8 4000 SH DEFINED 1 5 0 0 4000 TELEDYNE TECHNOLOGIES INC COM 879360105 91 7200 SH DEFINED 1 5 0 0 7200 TELEDYNE TECHNOLOGIES INC COM 879360105 411 32500 SH DEFINED 6 32500 0 0 TELEFLEX INC COM 879369106 37232 1042900 SH DEFINED 1 5 25000 0 1017900 TELEFLEX INC COM 879369106 18 500 SH DEFINED 3 500 0 0 TELEFLEX INC COM 879369106 168 4700 SH DEFINED 6 4700 0 0 TELEFONICA S A SPONSORED ADR 879382208 20288 723281 SH DEFINED 1 5 216105 0 507176 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 127830 4301147 SH DEFINED 1 5 129975 0 4171172 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 3650 122800 SH DEFINED 2 36000 0 86800 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 83 2824 SH DEFINED 3 2824 0 0 TELEPHONE & DATA SYS INC COM 879433100 4770 116603 SH DEFINED 1 5 0 0 116603 TELEPHONE & DATA SYS INC COM 879433100 307 7500 SH DEFINED 6 7500 0 0 TELIK INC COM 87959M109 18127 1348700 SH DEFINED 1 5 0 0 1348700 TELIK INC COM 87959M109 3746 278700 SH DEFINED 2 278700 0 0 TELLABS INC COM 879664100 93608 16167271 SH DEFINED 1 5 0 0 16167271 TELLABS INC COM 879664100 1904 328781 SH DEFINED 2 328781 0 0 TELLABS INC COM 879664100 1 162 SH DEFINED 3 162 0 0 TELLIUM INC COM 87967E107 205 386900 SH DEFINED 1 5 0 0 386900 TELLIUM INC COM 87967E107 200 377500 SH DEFINED 2 377500 0 0 TELULAR CORP COM NEW 87970T208 36 6475 SH DEFINED 1 5 0 0 6475 TELUS CORP NON-VTG SHS 87971M202 2091 196530 SH DEFINED 1 5 76100 0 120430 TELUS CORP NON-VTG SHS 87971M202 100 9400 SH DEFINED 2 9400 0 0 TEMPLE INLAND INC COM 879868107 10154 271487 SH DEFINED 1 5 90 0 271397 TEMPLE INLAND INC COM 879868107 1770 47337 SH DEFINED 2 46037 0 1300 TEMPLE INLAND INC COM 879868107 165 4400 SH DEFINED 6 4400 0 0 TELETECH HOLDINGS INC COM 879939106 1337 246220 SH DEFINED 1 5 320 0 245900 TEMPLETON DRAGON FD INC COM 88018T101 14617 1624100 SH DEFINED 1 5 0 0 1624100 TEMPLETON CHINA WORLD FD INC COM 88018X102 6686 593300 SH DEFINED 1 5 0 0 593300 TENARIS S A SPONSORED ADR 88031M109 2097 95142 SH DEFINED 1 5 7189 0 87953 TENET HEALTHCARE CORP COM 88033G100 308883 18496011 SH DEFINED 1 5 551300 0 17944711 TENET HEALTHCARE CORP COM 88033G100 12698 760370 SH DEFINED 2 700070 0 60300 TENET HEALTHCARE CORP COM 88033G100 22 1307 SH DEFINED 3 1307 0 0 TENET HEALTHCARE CORP COM 88033G100 172 10300 SH DEFINED 6 10300 0 0 TENNANT CO COM 880345103 32 1000 SH DEFINED 1 5 0 0 1000 TENNECO AUTOMOTIVE INC COM 880349105 41 18260 SH DEFINED 1 5 0 0 18260 TERADYNE INC COM 880770102 97826 8404268 SH DEFINED 1 5 350050 0 8054218 TERADYNE INC COM 880770102 8667 744598 SH DEFINED 2 698098 0 46500 TERADYNE INC COM 880770102 3 250 SH DEFINED 3 250 0 0 TERAYON COMMUNICATION SYS COM 880775101 15328 8963900 SH DEFINED 1 5 0 0 8963900 TERAYON COMMUNICATION SYS NOTE 5.000% 8/0 880775AC5 6935 10050000PRN DEFINED 1 5 0 0 0 TEREX CORP NEW COM 880779103 49278 3986900 SH DEFINED 1 5 500 0 3986400 TEREX CORP NEW COM 880779103 8852 716200 SH DEFINED 2 712900 0 3300 TERRA INDS INC COM 880915103 3 2300 SH DEFINED 1 5 0 0 2300 TESORO PETE CORP COM 881609101 10128 1368700 SH DEFINED 1 5 2400 0 1366300 TESORO PETE CORP COM 881609101 500 67500 SH DEFINED 2 48100 0 19400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 432578 10386020 SH DEFINED 1 5 41100 0 10344920 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 20550 493400 SH DEFINED 2 487900 0 5500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2480 59541 SH DEFINED 3 59541 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 2323 101000 SH DEFINED 1 5 0 0 101000 TETRA TECHNOLOGIES INC DEL COM 88162F105 4082 177500 SH DEFINED 2 177500 0 0 TETRA TECH INC NEW COM 88162G103 19380 1370589 SH DEFINED 1 5 0 0 1370589 TESMA INTL INC CL A SUB VTG 881908107 6890 445300 SH DEFINED 1 5 411300 0 34000 TEXAS BIOTECHNOLOGY CORP COM 88221T104 6 5000 SH DEFINED 1 5 0 0 5000 TEXAS GENCO HLDGS INC COM 882443104 123 7100 SH DEFINED 1 5 0 0 7100 TEXAS GENCO HLDGS INC COM 882443104 47 2700 SH DEFINED 6 2700 0 0 TEXAS INDS INC COM 882491103 6955 361700 SH DEFINED 1 5 0 0 361700 TEXAS INSTRS INC COM 882508104 1625074 99271290 SH DEFINED 1 5 1554670 0 97716620 TEXAS INSTRS INC COM 882508104 126982 7756968 SH DEFINED 2 6661768 0 1095200 TEXAS INSTRS INC COM 882508104 471 27120 SH DEFINED 3 27120 0 0 TEXAS INSTRS INC COM 882508104 506 30900 SH DEFINED 6 30900 0 0 TEXAS REGL BANCSHARES INC CL A VTG 882673106 32275 1069051 SH DEFINED 1 5 11000 0 1058051 TEXAS REGL BANCSHARES INC CL A VTG 882673106 14541 481638 SH DEFINED 2 481638 0 0 TEXTRON INC COM 883203101 148907 5422701 SH DEFINED 1 5 0 0 5422701 TEXTRON INC COM 883203101 2980 108518 SH DEFINED 2 108518 0 0 TEXTRON INC COM 883203101 192 7000 SH DEFINED 6 7000 0 0 THERAGENICS CORP COM 883375107 10275 2969700 SH DEFINED 1 5 0 0 2969700 THERASENSE INC COM 883381105 124 18500 SH DEFINED 1 5 0 0 18500 THERMA-WAVE INC COM 88343A108 6 12670 SH DEFINED 1 5 0 0 12670 THERMO ELECTRON CORP COM 883556102 277216 15315809 SH DEFINED 1 5 173600 0 15142209 THERMO ELECTRON CORP COM 883556102 22351 1234843 SH DEFINED 2 1177023 0 57820 THERMO ELECTRON CORP COM 883556102 4 225 SH DEFINED 3 225 0 0 THESTREET COM COM 88368Q103 30 9500 SH DEFINED 1 5 0 0 9500 THIRD WAVE TECHNOLOGIES INC COM 88428W108 78 23800 SH DEFINED 1 5 0 0 23800 THOMAS & BETTS CORP COM 884315102 2430 171373 SH DEFINED 1 5 0 0 171373 THOMAS & BETTS CORP COM 884315102 660 46523 SH DEFINED 2 46523 0 0 THISTLE GROUP HLDGS CO COM 88431E103 81 6000 SH DEFINED 1 5 0 0 6000 THOMAS INDS INC COM 884425109 76 3050 SH DEFINED 1 5 0 0 3050 THOMSON CORP COM 884903105 1470 56550 SH DEFINED 1 5 41550 0 15000 THOR INDS INC COM 885160101 35257 1408600 SH DEFINED 1 5 700 0 1407900 THOR INDS INC COM 885160101 45640 1823400 SH DEFINED 2 1820200 0 3200 THOR INDS INC COM 885160101 50 2000 SH DEFINED 6 2000 0 0 THORATEC CORP COM NEW 885175307 34779 2740685 SH DEFINED 1 5 0 0 2740685 THORNBURG MTG INC COM 885218107 303 14700 SH DEFINED 1 5 0 0 14700 THORNBURG MTG INC COM 885218107 413 20000 SH DEFINED 6 20000 0 0 3COM CORP COM 885535104 75886 15392610 SH DEFINED 1 5 88970 0 15303640 3COM CORP COM 885535104 914 185400 SH DEFINED 2 171800 0 13600 3COM CORP COM 885535104 402 81500 SH DEFINED 6 81500 0 0 3DO CO COM NEW 88553W204 3 1875 SH DEFINED 1 5 0 0 1875 3-D SYS CORP DEL COM NEW 88554D205 33 7100 SH DEFINED 1 5 0 0 7100 THREE FIVE SYS INC COM 88554L108 23 4548 SH DEFINED 1 5 0 0 4548 3TEC ENERGY CORP COM NEW 88575R308 181 12000 SH DEFINED 1 5 0 0 12000 3M CO COM 88579Y101 2361529 18161413 SH DEFINED 1 5 18340 0 18143073 3M CO COM 88579Y101 113766 874924 SH DEFINED 2 706324 0 168600 3M CO COM 88579Y101 1014 7766 SH DEFINED 3 7766 0 0 TIBCO SOFTWARE INC COM 88632Q103 3690 878653 SH DEFINED 1 5 0 0 878653 TIDEL TECHNOLOGIES INC COM 886368109 4 18400 SH DEFINED 1 5 0 0 18400 TIDEWATER INC COM 886423102 111493 3882080 SH DEFINED 1 5 62100 0 3819980 TIDEWATER INC COM 886423102 7598 264570 SH DEFINED 2 167070 0 97500 TIDEWATER INC COM 886423102 7 250 SH DEFINED 3 250 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 83 8200 SH DEFINED 1 5 0 0 8200 TIFFANY & CO NEW COM 886547108 26112 1044477 SH DEFINED 1 5 0 0 1044477 TIFFANY & CO NEW COM 886547108 7016 280650 SH DEFINED 2 280650 0 0 TIFFANY & CO NEW COM 886547108 3033 121300 SH DEFINED 3 121300 0 0 TIMBERLAND BANCORP INC COM 887098101 146 7700 SH DEFINED 1 5 0 0 7700 TIMBERLAND CO CL A 887100105 414 9900 SH DEFINED 1 5 0 0 9900 TIMBERLINE SOFTWARE CORP COM 887134104 3558 790621 SH DEFINED 1 5 0 0 790621 TIME WARNER TELECOM INC CL A 887319101 10203 3149000 SH DEFINED 1 5 39900 0 3109100 TIME WARNER TELECOM INC CL A 887319101 1091 336600 SH DEFINED 2 336600 0 0 TIMKEN CO COM 887389104 31576 2021500 SH DEFINED 1 5 0 0 2021500 TIMKEN CO COM 887389104 20 1300 SH DEFINED 2 1300 0 0 TIPPINGPOINT TECH INC COM 888011103 7 882 SH DEFINED 1 5 0 0 882 TITAN CORP COM 888266103 3975 533498 SH DEFINED 1 5 0 0 533498 TITAN CORP COM 888266103 19 2450 SH DEFINED 3 2450 0 0 TITAN INTL INC ILL COM 88830M102 1 1300 SH DEFINED 1 5 0 0 1300 TITAN PHARMACEUTICALS INC DE COM 888314101 21 13500 SH DEFINED 1 5 0 0 13500 TITANIUM METALS CORP COM NEW 888339207 30 1440 SH DEFINED 1 5 0 0 1440 TIVO INC COM 888706108 2019 394300 SH DEFINED 1 5 0 0 394300 TODD SHIPYARDS CORP DEL COM 889039103 2805 215800 SH DEFINED 1 5 0 0 215800 TOLL BROTHERS INC COM 889478103 4288 222160 SH DEFINED 1 5 159060 0 63100 TOLL BROTHERS INC COM 889478103 1162 60200 SH DEFINED 2 60200 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 95 6600 SH DEFINED 1 5 0 0 6600 TOO INC COM 890333107 31367 1888455 SH DEFINED 1 5 330 0 1888125 TOO INC COM 890333107 1534 92340 SH DEFINED 2 76640 0 15700 TOO INC COM 890333107 125 7500 SH DEFINED 6 7500 0 0 TOOTSIE ROLL INDS INC COM 890516107 2893 101409 SH DEFINED 1 5 0 0 101409 TOOTSIE ROLL INDS INC COM 890516107 2742 96099 SH DEFINED 2 96099 0 0 TOOTSIE ROLL INDS INC COM 890516107 0 5 SH DEFINED 6 5 0 0 TOPPS INC COM 890786106 625 73700 SH DEFINED 1 5 0 0 73700 TORCH OFFSHORE INC COM 891019101 53 10400 SH DEFINED 1 5 0 0 10400 TORCHMARK CORP COM 891027104 15038 420059 SH DEFINED 1 5 0 0 420059 TORCHMARK CORP COM 891027104 3394 94816 SH DEFINED 2 94816 0 0 TORO CO COM 891092108 469 6700 SH DEFINED 1 5 0 0 6700 TORO CO COM 891092108 553 7900 SH DEFINED 2 7900 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 33010 1500880 SH DEFINED 1 5 1463590 0 37290 TOTAL ENTMT RESTAURANT CORP COM 89150E100 65 8000 SH DEFINED 1 5 0 0 8000 TOTAL ENTMT RESTAURANT CORP COM 89150E100 823 101216 SH DEFINED 2 101216 0 0 TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC1 82535 80620000PRN DEFINED 1 5 0 0 0 TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC1 13406 13095000PRN DEFINED 2 0 0 0 TOTAL FINA ELF S A SPONSORED ADR 89151E109 661545 10455909 SH DEFINED 1 5 13700 0 10442209 TOTAL FINA ELF S A SPONSORED ADR 89151E109 1247 19705 SH DEFINED 3 19705 0 0 TOUCH AMERICA HLDGS INC COM 891539108 4 41100 SH DEFINED 1 5 0 0 41100 TOWER AUTOMOTIVE INC COM 891707101 32 13500 SH DEFINED 1 5 0 0 13500 TOWER AUTOMOTIVE INC COM 891707101 234 98800 SH DEFINED 6 98800 0 0 TOTAL SYS SVCS INC COM 891906109 20786 1327350 SH DEFINED 1 5 0 0 1327350 TOTAL SYS SVCS INC COM 891906109 244 15600 SH DEFINED 6 15600 0 0 TRACK DATA CORP COM 891918104 6 12900 SH DEFINED 1 5 0 0 12900 TOWN & CTRY TR SH BEN INT 892081100 141 7000 SH DEFINED 1 5 0 0 7000 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 24727 550100 SH DEFINED 1 5 0 0 550100 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 9 200 SH DEFINED 3 200 0 0 TOYS R US INC COM 892335100 20069 2397740 SH DEFINED 1 5 699380 0 1698360 TOYS R US INC COM 892335100 1419 169552 SH DEFINED 2 169552 0 0 TOYS R US INC COM 892335100 2 252 SH DEFINED 3 252 0 0 TRACTOR SUPPLY CO COM 892356106 244 7400 SH DEFINED 1 5 0 0 7400 TRADESTATION GROUP INC COM 89267P105 8 2100 SH DEFINED 1 5 0 0 2100 TRAFFIX INC COM 892721101 10 3300 SH DEFINED 1 5 0 0 3300 TRAMMELL CROW CO COM 89288R106 60 7500 SH DEFINED 1 5 0 0 7500 TRANSACT TECHNOLOGIES INC COM 892918103 5 900 SH DEFINED 1 5 0 0 900 TRANS LUX CORP NOTE 7.500%12/0 893247AD8 395 500000PRN DEFINED 1 5 0 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 36 15750 SH DEFINED 1 5 0 0 15750 TRANSACTION SYS ARCHITECTS CL A 893416107 71 12000 SH DEFINED 1 5 0 0 12000 TRANSALTA CORP COM 89346D107 1 100 SH DEFINED 1 5 100 0 0 TRANSATLANTIC HLDGS INC COM 893521104 1554 23700 SH DEFINED 1 5 0 0 23700 TRANSCANADA PIPELINES LTD COM 893526103 178860 12222080 SH DEFINED 1 627010 0 1595070 TRANSCANADA PIPELINES LTD COM 893526103 1020 69500 SH DEFINED 2 69500 0 0 TRANSCANADA PIPELINES LTD COM 893526103 367 25000 SH DEFINED 6 25000 0 0 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 11 600 SH DEFINED 1 5 0 0 600 TRANSGENOMIC INC COM 89365K206 12 6500 SH DEFINED 1 5 0 0 6500 TRANSKARYOTIC THERAPIES INC COM 893735100 18445 3115728 SH DEFINED 1 5 0 0 3115728 TRANSMETA CORP DEL COM 89376R109 48 47700 SH DEFINED 1 5 0 0 47700 TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA7 4095 6500000PRN DEFINED 1 5 0 0 0 TRANSPRO INC COM 893885103 2522 615025 SH DEFINED 1 5 0 0 615025 TRANSMONTAIGNE INC COM 893934109 27 6300 SH DEFINED 1 5 0 0 6300 TRANSWITCH CORP COM 894065101 1426 2910000 SH DEFINED 1 5 0 0 2910000 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 377270 26775747 SH DEFINED 1 5 85097 0 26690650 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 2694 191174 SH DEFINED 2 173350 0 17824 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 20 1392 SH DEFINED 3 1392 0 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 169 12000 SH DEFINED 6 12000 0 0 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 42861 1908000 SH DEFINED 1 5 0 0 1908000 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 295106 20914650 SH DEFINED 1 5 10708 0 20903942 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 15837 1122381 SH DEFINED 2 1090483 0 31898 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 42 2904 SH DEFINED 3 2904 0 0 TREDEGAR CORP COM 894650100 145 12155 SH DEFINED 1 5 0 0 12155 TREDEGAR CORP COM 894650100 90 7500 SH DEFINED 6 7500 0 0 TREND MICRO INC SPONS ADR NEW 89486M206 1 100 SH DEFINED 1 5 0 0 100 TREX INC COM 89531P105 184 5700 SH DEFINED 1 5 0 0 5700 TRIAD HOSPITALS INC COM 89579K109 69438 2581323 SH DEFINED 1 5 0 0 2581323 TRIAD HOSPITALS INC COM 89579K109 18235 677870 SH DEFINED 2 670170 0 7700 TRIAD HOSPITALS INC COM 89579K109 1 39 SH DEFINED 3 39 0 0 TRIDENT MICROSYSTEMS INC COM 895919108 19 5300 SH DEFINED 1 5 0 0 5300 TRIAD GTY INC COM 895925105 11441 332975 SH DEFINED 1 5 0 0 332975 TRIARC COS INC CL A 895927101 207 7450 SH DEFINED 1 5 0 0 7450 TRIBUNE CO NEW COM 896047107 350618 7789770 SH DEFINED 1 5 1530 0 7788240 TRIBUNE CO NEW COM 896047107 25806 573344 SH DEFINED 2 385244 0 188100 TRIBUNE CO NEW COM 896047107 50 1101 SH DEFINED 3 1101 0 0 TRIBUNE CO NEW COM 896047107 338 7500 SH DEFINED 6 7500 0 0 TRICO MARINE SERVICES INC COM 896106101 34 13100 SH DEFINED 1 5 0 0 13100 TRIMBLE NAVIGATION LTD COM 896239100 4439 234378 SH DEFINED 1 5 0 0 234378 TRIMBLE NAVIGATION LTD COM 896239100 659 34800 SH DEFINED 2 34800 0 0 TRIMERIS INC COM 896263100 26944 654300 SH DEFINED 1 5 0 0 654300 TRIMERIS INC COM 896263100 927 22500 SH DEFINED 2 22500 0 0 TRINITY INDS INC COM 896522109 76915 4466600 SH DEFINED 1 5 8500 0 4458100 TRIO TECH INTL COM NEW 896712205 536 289500 SH DEFINED 1 5 0 0 289500 TRIPATH TECHNOLOGY INC COM 89672P104 0 2100 SH DEFINED 1 5 0 0 2100 TRIQUINT SEMICONDUCTOR INC COM 89674K103 119 42044 SH DEFINED 1 5 0 0 42044 TRIQUINT SEMICONDUCTOR INC COM 89674K103 61 21700 SH DEFINED 6 21700 0 0 TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB9 9840 12000000PRN DEFINED 1 5 0 0 0 TRITON PCS HLDGS INC CL A 89677M106 1406 639000 SH DEFINED 1 5 0 0 639000 TRITON PCS HLDGS INC CL A 89677M106 669 304200 SH DEFINED 2 304200 0 0 TRIUMPH GROUP INC NEW COM 896818101 15558 693000 SH DEFINED 1 5 0 0 693000 TRIUMPH GROUP INC NEW COM 896818101 388 17300 SH DEFINED 2 17300 0 0 TRIZEC PROPERTIES INC COM 89687P107 474 55800 SH DEFINED 1 5 0 0 55800 TRIZETTO GROUP INC COM 896882107 3659 885851 SH DEFINED 1 5 875251 0 10600 TRIZETTO GROUP INC COM 896882107 3072 743836 SH DEFINED 4 743836 0 0 TRIPOS INC COM 896928108 22 4400 SH DEFINED 1 5 0 0 4400 TRIPATH IMAGING INC COM 896942109 54 12632 SH DEFINED 1 5 0 0 12632 TROPICAL SPORTSWEAR INTL COR COM 89708P102 2230 490100 SH DEFINED 1 5 0 0 490100 TROPICAL SPORTSWEAR INTL COR COM 89708P102 1960 430730 SH DEFINED 2 414030 0 16700 TROVER SOLUTIONS INC COM 897249108 5961 1114200 SH DEFINED 1 5 0 0 1114200 TROY FINL CORP COM 897329108 114 4450 SH DEFINED 1 5 0 0 4450 TRUMP HOTELS & CASINO RESORT COM 898168109 31 14600 SH DEFINED 1 5 0 0 14600 TRUST CO NJ JERSEY CITY NEW COM 898304100 68 2500 SH DEFINED 1 5 0 0 2500 TRUSTCO BK CORP N Y COM 898349105 247 25674 SH DEFINED 1 5 0 0 25674 TRUSTMARK CORP COM 898402102 604 25400 SH DEFINED 1 5 0 0 25400 TUESDAY MORNING CORP COM NEW 899035505 307 15600 SH DEFINED 1 5 0 0 15600 TULARIK INC COM 899165104 18532 3669700 SH DEFINED 1 5 0 0 3669700 TUMBLEWEED COMMUNICATIONS CO COM 899690101 22 16758 SH DEFINED 1 5 0 0 16758 TUPPERWARE CORP COM 899896104 30048 2174210 SH DEFINED 1 5 10900 0 2163310 TUPPERWARE CORP COM 899896104 1058 76550 SH DEFINED 2 76550 0 0 TURBOCHEF TECHNOLOGIES INC COM 900006107 1 2800 SH DEFINED 1 5 0 0 2800 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 2476 198100 SH DEFINED 1 5 1600 0 196500 TURNSTONE SYSTEMS INC COM 900423104 3519 1243340 SH DEFINED 1 5 0 0 1243340 TUT SYSTEMS COM 901103101 10 6700 SH DEFINED 1 5 0 0 6700 TV AZTECA S A DE C V SPONSORED ADR 901145102 51970 11104700 SH DEFINED 1 5 54900 0 11049800 TV AZTECA S A DE C V SPONSORED ADR 901145102 436 93100 SH DEFINED 2 0 0 93100 TWEETER HOME ENTMT GROUP INC COM 901167106 51 10700 SH DEFINED 1 5 0 0 10700 21ST CENTY INS GROUP COM 90130N103 304 24500 SH DEFINED 1 5 0 0 24500 24/7 REAL MEDIA INC COM 901314104 2 5720 SH DEFINED 1 5 0 0 5720 21ST CENTY HLDG CO COM 90136Q100 54 4900 SH DEFINED 1 5 0 0 4900 TWIN DISC INC COM 901476101 1981 173800 SH DEFINED 1 5 0 0 173800 II VI INC COM 902104108 77 4656 SH DEFINED 1 5 0 0 4656 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 41528 46400000PRN DEFINED 1 5 0 0 0 TYCO INTL LTD NEW COM 902124106 1749033 136005714 SH DEFINED 1 5 166630 1 35839084 TYCO INTL LTD NEW COM 902124106 67022 5211701 SH DEFINED 2 4657252 0 554449 TYCO INTL LTD NEW COM 902124106 27 2054 SH DEFINED 3 2054 0 0 TYCO INTL LTD NEW COM 902124106 858 66700 SH DEFINED 6 66700 0 0 TYCO INTL LTD NEW NOTE 11/1 902124AC0 41063 54750000PRN DEFINED 1 5 0 0 0 TYLER TECHNOLOGIES INC COM 902252105 22 6300 SH DEFINED 1 5 0 0 6300 TYSON FOODS INC CL A 902494103 103836 13398249 SH DEFINED 1 5 589965 0 12808284 TYSON FOODS INC CL A 902494103 2287 295080 SH DEFINED 2 283180 0 11900 TYSON FOODS INC CL A 902494103 54 7000 SH DEFINED 6 7000 0 0 UAL CORP COM PAR $0.01 902549500 22 26600 SH DEFINED 1 5 0 0 26600 UBICS INC COM 90261L108 1 4000 SH DEFINED 1 5 0 0 4000 UCBH HOLDINGS INC COM 90262T308 462 10500 SH DEFINED 1 5 0 0 10500 UGI CORP NEW COM 902681105 388 8500 SH DEFINED 1 5 0 0 8500 UGI CORP NEW COM 902681105 1380 30200 SH DEFINED 2 30200 0 0 UICI COM 902737105 4428 460800 SH DEFINED 1 5 400 0 460400 UICI COM 902737105 5273 548700 SH DEFINED 2 546500 0 2200 UIL HLDG CORP COM 902748102 177 5100 SH DEFINED 1 5 0 0 5100 UMB FINL CORP COM 902788108 311 8472 SH DEFINED 1 5 0 0 8472 UST INC COM 902911106 222759 8070965 SH DEFINED 1 5 22400 0 8048565 UST INC COM 902911106 12781 463096 SH DEFINED 2 443096 0 20000 USA TRUCK INC COM 902925106 9 1200 SH DEFINED 1 5 0 0 1200 U S HOME & GARDEN INC COM 902939107 2 2900 SH DEFINED 1 5 0 0 2900 U S PLASTIC LMBR CORP COM 902948108 2 12800 SH DEFINED 1 5 0 0 12800 U S RESTAURANT PPTYS INC COM 902971100 145 10300 SH DEFINED 1 5 0 0 10300 US BANCORP DEL COM NEW 902973304 595650 31383045 SH DEFINED 1 5 239801 0 31143244 US BANCORP DEL COM NEW 902973304 46028 2425070 SH DEFINED 2 2261448 0 163622 US BANCORP DEL COM NEW 902973304 148 7470 SH DEFINED 3 7470 0 0 U S LIQUIDS INC COM 902974104 0 500 SH DEFINED 1 5 0 0 500 USA INTERACTIVE COM 902984103 540056 20158855 SH DEFINED 1 5 28110 0 20130745 USA INTERACTIVE COM 902984103 4533 169187 SH DEFINED 2 166587 0 2600 UQM TECHNOLOGIES INC COM 903213106 11 3900 SH DEFINED 1 5 0 0 3900 URS CORP NEW COM 903236107 33018 2863700 SH DEFINED 1 5 0 0 2863700 URS CORP NEW COM 903236107 3381 293200 SH DEFINED 2 293200 0 0 U S G CORP COM NEW 903293405 79 19000 SH DEFINED 1 5 0 0 19000 US LEC CORP CL A 90331S109 29 7700 SH DEFINED 1 5 0 0 7700 USEC INC COM 90333E108 44082 8014900 SH DEFINED 1 5 0 0 8014900 U S I HLDGS COM 90333H101 15948 1533500 SH DEFINED 1 5 0 0 1533500 U S CONCRETE INC COM 90333L102 0 100 SH DEFINED 1 5 0 0 100 U S PHYSICAL THERAPY INC COM 90337L108 10582 951600 SH DEFINED 1 5 176550 0 775050 U S XPRESS ENTERPRISES INC CL A 90338N103 20 2700 SH DEFINED 1 5 0 0 2700 US 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900316 UNIONBANCAL CORP COM 908906100 485 12300 SH DEFINED 2 500 0 11800 UNISOURCE ENERGY CORP COM 909205106 232 13400 SH DEFINED 1 5 0 0 13400 UNISYS CORP COM 909214108 33351 3601604 SH DEFINED 1 5 0 0 3601604 UNISYS CORP COM 909214108 2411 260348 SH DEFINED 2 260348 0 0 UNIT CORP COM 909218109 3230 159200 SH DEFINED 1 5 0 0 159200 UNITED AUTO GROUP INC COM 909440109 288 24500 SH DEFINED 1 5 0 0 24500 UNITED AUTO GROUP INC COM 909440109 1643 139800 SH DEFINED 2 139800 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 106 12100 SH DEFINED 1 5 0 0 12100 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 81 3500 SH DEFINED 1 5 0 0 3500 UNITED BANKSHARES INC WEST V COM 909907107 478 17270 SH DEFINED 1 5 0 0 17270 UNITED DEFENSE INDS INC COM 91018B104 32666 1509500 SH DEFINED 1 5 178800 0 1330700 UNITED DEFENSE INDS INC COM 91018B104 3014 139300 SH DEFINED 2 139300 0 0 UNITED DEFENSE INDS INC COM 91018B104 171 7900 SH DEFINED 6 7900 0 0 UNITED DOMINION REALTY TR IN COM 910197102 483 30200 SH 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0 0 6300 UNIVERSAL ELECTRS INC COM 913483103 93 9600 SH DEFINED 1 5 0 0 9600 UNIVERSAL FST PRODS INC COM 913543104 149 9600 SH DEFINED 1 5 0 0 9600 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 181 7000 SH DEFINED 1 5 0 0 7000 UNIVERSAL STAINLESS & ALLOY COM 913837100 39 7700 SH DEFINED 1 5 0 0 7700 UNIVERSAL HLTH SVCS INC CL B 913903100 102733 2519824 SH DEFINED 1 5 169486 0 2350338 UNIVERSAL HLTH SVCS INC CL B 913903100 4453 109210 SH DEFINED 2 97503 0 11707 UNIVERSAL HLTH SVCS INC CL B 913903100 2 52 SH DEFINED 3 52 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 397727 16227152 SH DEFINED 1 5 2442140 0 13785012 UNIVISION COMMUNICATIONS INC CL A 914906102 20160 822532 SH DEFINED 2 624532 0 198000 UNIVISION COMMUNICATIONS INC CL A 914906102 7356 300100 SH DEFINED 3 100 0 300000 UNOCAL CORP COM 915289102 19934 757649 SH DEFINED 1 5 0 0 757649 UNOCAL CORP COM 915289102 5436 206607 SH DEFINED 2 206607 0 0 UNOVA INC COM 91529B106 12203 2272500 SH DEFINED 1 5 0 0 2272500 UNUMPROVIDENT 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ORD P8744Y102 26961 2385908 SH DEFINED 1 5 0 0 2385908 STEINER LEISURE LTD ORD P8744Y102 125 11100 SH DEFINED 2 11100 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1338 89000 SH DEFINED 1 5 4600 0 84400 STELMAR SHIPPING LTD COM V8726M103 32052 2135400 SH DEFINED 1 5 0 0 2135400 STELMAR SHIPPING LTD COM V8726M103 763 50830 SH DEFINED 2 50830 0 0 ASE TEST LTD ORD Y02516105 1859 590000 SH DEFINED 1 5 0 0 590000 CREATIVE TECHNOLOGY LTD ORD Y1775U107 42 7000 SH DEFINED 1 5 3000 0 4000 CREATIVE TECHNOLOGY LTD ORD Y1775U107 49 8000 SH DEFINED 2 3000 0 5000 FLEXTRONICS INTL LTD ORD Y2573F102 229328 26299100 SH DEFINED 1 5 1559100 0 24740000 FLEXTRONICS INTL LTD ORD Y2573F102 5066 581000 SH DEFINED 2 492100 0 88900 GENERAL MARITIME CORP SHS Y2692M103 11227 1320800 SH DEFINED 1 5 0 0 1320800 GENERAL MARITIME CORP SHS Y2692M103 476 56000 SH DEFINED 2 56000 0 0 OMI CORP NEW COM Y6476W104 5625 1196900 SH DEFINED 1 5 0 0 1196900 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 202106 5208910 SH DEFINED 1 5 13120 0 5195790 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 9 233 SH DEFINED 2 233 0 0
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