-----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, QjjWelG0MvRAfGxMiUPWRj6Tkwc+IkQ8ySQuWaWU/w1971QijWgVg7S9feENkF12 a1gd1pCHZGHu7/P4N0KlEg== /in/edgar/work/20000809/0000912057-00-035442/0000912057-00-035442.txt : 20000921 0000912057-00-035442.hdr.sgml : 20000921 ACCESSION NUMBER: 0000912057-00-035442 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20000630 FILED AS OF DATE: 20000809 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: [ ] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-02494 FILM NUMBER: 688945 BUSINESS ADDRESS: STREET 1: 865 SOUTH FIGUEROA ST CITY: LOS ANGELES STATE: CA ZIP: 90017 MAIL ADDRESS: STREET 2: 865 SOUTH FIGUEROA STREET CITY: LOS ANGELES STATE: CA ZIP: 90017 13F-HR 1 a13f-hr.txt 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2000 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: The TCW Group, Inc. Address: 865 South Figueroa Street Suite 1800 Los Angeles, CA 90017 13F File Number: 28-2494 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: Karen Stokes Title: Senior Vice President Phone: 213-244-0114 Signature, Place, and Date of Signing: /s/ Karen Stokes ---------------- Los Angeles, CA August 1, 2000 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 8 Form 13F Information Table Entry Total: 2,157 Form 13F Information Table Value Total (in thousands): 34, 684,019 List of Other Included Managers: No. 13F File Number Name 01 TCW Special Credits (C) 02 TCW Investment Management Company (I)(1) 03 TCW Advisors, Inc. (J) 04 TCW/Crescent Mezzanine, L.L.C. (K) 05 TCW London International Limited (L) 06 TCW Asset Management Company (M) 07 TCW Capital Investment Corp. (T) 08 Trust Company of the West (S) 09 TCW Americas Development Association, L.P. (d/b/a TCW Worldwide Opportunities Fund)(2) - ------------------------------------ (1) TCW Funds Management, Inc. merged with its affiliate, TCW Investment Management Company on January 4, 2000 and changed its name on January 10, 2000 to TCW Investment Management Company. (2) TCW Americas Management, L.P., formerly the general partner of TCW Americas Development Association, L.P., withdrew its registration as investment adviser on August 24, 1999. TCW Americas Development Inc., formerly the managing general partner of TCW Americas Development Association, L.P. merged into TCW Asset Management Company on November 1, 1999. 2
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285165 0 0 ERICSSON L M TEL CO ADR 294821400 400 20000 SH SOLE S 20000 0 0 ESTERLINE TECHNOLOGIES C COMMON 297425100 177 11886 SH SOLE I 11886 0 0 ESTERLINE TECHNOLOGIES C COMMON 297425100 1584 106500 SH SOLE M 106500 0 0 21 ESTERLINE TECHNOLOGIES C COMMON 297425100 3897 262000 SH SOLE S 262000 0 0 ETHAN ALLEN INTERIORS IN COMMON 297602104 5 200 SH SOLE I 200 0 0 ETHAN ALLEN INTERIORS IN COMMON 297602104 4104 171000 SH SOLE M 171000 0 0 ETHAN ALLEN INTERIORS IN COMMON 297602104 6252 260500 SH SOLE S 260500 0 0 EVANS & SUTHERLAND COMPU COMMON 299096107 3 400 SH SOLE I 400 0 0 EVANS & SUTHERLAND COMPU COMMON 299096107 1891 296600 SH SOLE M 296600 0 0 EVANS & SUTHERLAND COMPU COMMON 299096107 2156 338200 SH SOLE S 338200 0 0 EVOLVING SYS INC COMMON 30049R100 146 24900 SH SOLE I 24900 0 0 EVOLVING SYS INC COMMON 30049R100 4066 692000 SH SOLE M 692000 0 0 EVOLVING SYS INC COMMON 30049R100 88 15050 SH SOLE S 15050 0 0 EXABYTE CORP COMMON 300615101 2 400 SH SOLE I 400 0 0 EXABYTE CORP COMMON 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189970 SH SOLE M 189970 0 0 GENERAL MTRS CORP CL H NEW 370442832 50327 573532 SH SOLE S 573532 0 0 GENERAL MTRS CORP CL H NEW 370442832 105 1200 SH SOLE T 1200 0 0 GENERAL SEMICONDUCTOR IN COMMON 370787103 6 400 SH SOLE I 400 0 0 GENERAL SEMICONDUCTOR IN COMMON 370787103 5571 377700 SH SOLE M 377700 0 0 GENERAL SEMICONDUCTOR IN COMMON 370787103 7025 476300 SH SOLE S 476300 0 0 GENESCO INC CVT DEB 5.5% 04/ 371532AL6 38 40000 PRN SOLE T 40000 0 0 GENTEX CORP COMMON 371901109 28 1100 SH SOLE T 1100 0 0 GENRAD INC COMMON 372447102 297 32977 SH SOLE I 32977 0 0 GENRAD INC COMMON 372447102 4899 544300 SH SOLE M 544300 0 0 GENRAD INC COMMON 372447102 6113 679200 SH SOLE S 679200 0 0 GEON CO COMMON 37246W105 377 20400 SH SOLE I 20400 0 0 GEON CO COMMON 37246W105 2775 150000 SH SOLE M 150000 0 0 GEON CO COMMON 37246W105 3746 202500 SH SOLE S 202500 0 0 GENZYME CORP COM SURG PRODS 372917609 189 19000 SH SOLE I 19000 0 0 GENZYME CORP COM SURG PRODS 372917609 5017 504900 SH SOLE M 504900 0 0 25 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0 0 SAFEWAY INC COM NEW 786514208 45934 1020756 SH SOLE I 1020756 0 0 SAFEWAY INC COM NEW 786514208 455 10100 SH SOLE J 10100 0 0 SAFEWAY INC COM NEW 786514208 106804 2373424 SH SOLE M 2373424 0 0 SAFEWAY INC COM NEW 786514208 17669 392650 SH SOLE S 392650 0 0 SAFEWAY INC COM NEW 786514208 135 3000 SH SOLE T 3000 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 744 61700 SH SOLE M 61700 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 2151 178300 SH SOLE S 178300 0 0 SAN PAOLO-IMI S P A DEPOSITORY RECEI 799175104 3461 97826 SH SOLE I 97826 0 0 SANDISK CORP COMMON 80004C101 1022 16700 SH SOLE M 16700 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 387 14000 SH SOLE I 14000 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 10268 371700 SH SOLE M 371700 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 227 8200 SH SOLE S 8200 0 0 SANMINA CORP COMMON 800907107 1411 16500 SH SOLE M 16500 0 0 SANTA FE SNYDER CORP COMMON 80218K105 5 400 SH SOLE I 400 0 0 48 SANTA FE SNYDER CORP COMMON 80218K105 5137 451600 SH SOLE 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3110241 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 86 2572 SH SOLE T 2572 0 0 SCIENT CORP COMMON 80864H109 77294 1751697 SH SOLE I 1751697 0 0 SCIENT CORP COMMON 80864H109 40387 915290 SH SOLE M 915290 0 0 SCIENT CORP COMMON 80864H109 2782 63050 SH SOLE S 63050 0 0 SEA CONTAINERS LTD CL A 811371707 2 100 SH SOLE I 100 0 0 SEA CONTAINERS LTD CL A 811371707 1865 88300 SH SOLE M 88300 0 0 SEA CONTAINERS LTD CL A 811371707 2829 133900 SH SOLE S 133900 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 53 1050 SH SOLE M 1050 0 0 SELECTICA INC COMMON 816288104 49078 700484 SH SOLE I 700484 0 0 SELECTICA INC COMMON 816288104 45996 656495 SH SOLE M 656495 0 0 SELECTICA INC COMMON 816288104 4116 58750 SH SOLE S 58750 0 0 SEMTECH CORP COMMON 816850101 62130 812329 SH SOLE I 812329 0 0 SEMTECH CORP COMMON 816850101 71764 938280 SH SOLE M 938280 0 0 SEMTECH CORP COMMON 816850101 5966 78000 SH SOLE S 78000 0 0 SEPRACOR INC COMMON 817315104 74134 614580 SH SOLE I 614580 0 0 SEPRACOR INC COMMON 817315104 22227 184265 SH SOLE M 184265 0 0 SEPRACOR INC COMMON 817315104 609 5050 SH SOLE S 5050 0 0 SEPRACOR INC CVT DEB 7.00% 12 817315AH7 23166 11370000 PRN SOLE M 11370000 0 0 SEPRACOR INC 144A CVT DEB 5.00% 02 817315AJ3 20780 14100000 PRN SOLE I 14100000 0 0 SEPRACOR INC 144A CVT DEB 5.00% 02 817315AJ3 23374 15860000 PRN SOLE M 15860000 0 0 SHELL TRANS & TRADING PL DEPOSITORY RECEI 822703609 3294 65958 SH SOLE I 65958 0 0 SHELL TRANS & TRADING PL DEPOSITORY RECEI 822703609 64 1275 SH SOLE M 1275 0 0 49 SHOPKO STORES INC COMMON 824911101 2 100 SH SOLE I 100 0 0 SHOPKO STORES INC COMMON 824911101 2319 150800 SH SOLE M 150800 0 0 SHOPKO STORES INC COMMON 824911101 4431 288200 SH SOLE S 288200 0 0 SIEBEL SYS INC COMMON 826170102 1012129 6188026 SH SOLE I 6188026 0 0 SIEBEL SYS INC COMMON 826170102 1358 8300 SH SOLE J 8300 0 0 SIEBEL SYS INC COMMON 826170102 697321 4263330 SH SOLE M 4263330 0 0 SIEBEL SYS INC COMMON 826170102 179761 1099035 SH SOLE S 1099035 0 0 SIEBEL SYS INC COMMON 826170102 213 1300 SH SOLE T 1300 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 18763 5210000 PRN SOLE I 5210000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 22364 6210000 PRN SOLE M 6210000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 252 70000 PRN SOLE T 70000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 23462 6515000 PRN SOLE M 6515000 0 0 SILICON IMAGE INC COMMON 82705T102 29644 594361 SH SOLE I 594361 0 0 SILICON IMAGE INC COMMON 82705T102 28131 564030 SH SOLE M 564030 0 0 SILICON IMAGE INC COMMON 82705T102 11057 221700 SH SOLE S 221700 0 0 SILICON IMAGE INC COMMON 82705T102 10 200 SH SOLE T 200 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 555 12532 SH SOLE I 12532 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 322 7267 SH SOLE M 7267 0 0 SIZZLER INTL INC COMMON 830139101 442 172600 SH SOLE M 172600 0 0 SIZZLER INTL INC COMMON 830139101 1361 531100 SH SOLE S 531100 0 0 SKILLSOFT CORP COMMON 83066P101 326 23100 SH SOLE I 23100 0 0 SKILLSOFT CORP COMMON 83066P101 8681 614600 SH SOLE M 614600 0 0 SKILLSOFT CORP COMMON 83066P101 193 13650 SH SOLE S 13650 0 0 SMARTDISK CORP COMMON 83169Q105 446 16200 SH SOLE I 16200 0 0 SMARTDISK CORP COMMON 83169Q105 11855 431100 SH SOLE M 431100 0 0 SMARTDISK CORP COMMON 83169Q105 263 9550 SH SOLE S 9550 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 26691 556061 SH SOLE I 556061 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 24353 507350 SH SOLE M 507350 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 2218 46200 SH SOLE S 46200 0 0 SMITH INTL INC COMMON 832110100 510 7000 SH SOLE M 7000 0 0 SMITHKLINE BEECHAM PLC ADR 832378301 5089 78060 SH SOLE I 78060 0 0 SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 342 15385 SH SOLE I 15385 0 0 SOFTWARE COM INC COMMON 83402P104 34109 262627 SH SOLE I 262627 0 0 SOFTWARE COM INC COMMON 83402P104 47800 368045 SH SOLE M 368045 0 0 SOFTWARE COM INC COMMON 83402P104 34690 267100 SH SOLE S 267100 0 0 SOLUTIA INC COMMON 834376105 375 27300 SH SOLE M 27300 0 0 SOLUTIA INC COMMON 834376105 1000 72700 SH SOLE S 72700 0 0 50 SONERA GROUP PLC ADR 835433202 4969 108015 SH SOLE I 108015 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 2359 209116 SH SOLE I 209116 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 13725 1216679 SH SOLE K 1216679 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 1072 95053 SH SOLE M 95053 0 0 SONY CORP DEPOSITORY RECEI 835699307 2388 25317 SH SOLE I 25317 0 0 SOTHEBYS HLDGS INC CL A 835898107 4 200 SH SOLE I 200 0 0 SOTHEBYS HLDGS INC CL A 835898107 3446 196900 SH SOLE M 196900 0 0 SOTHEBYS HLDGS INC CL A 835898107 4480 256000 SH SOLE S 256000 0 0 SONUS NETWORKS INC COMMON 835916107 96870 613585 SH SOLE I 613585 0 0 SONUS NETWORKS INC COMMON 835916107 51891 328685 SH SOLE M 328685 0 0 SONUS NETWORKS INC COMMON 835916107 3823 24215 SH SOLE S 24215 0 0 SOUTHDOWN INC COMMON 841297104 797 13797 SH SOLE I 13797 0 0 SOUTHDOWN INC COMMON 841297104 162 2800 SH SOLE M 2800 0 0 SOUTHDOWN INC COMMON 841297104 29 500 SH SOLE S 500 0 0 SOUTHWEST AIRLS CO COMMON 844741108 182103 9616019 SH SOLE I 9616019 0 0 SOUTHWEST AIRLS CO COMMON 844741108 559 29500 SH SOLE J 29500 0 0 SOUTHWEST AIRLS CO COMMON 844741108 184695 9752865 SH SOLE M 9752865 0 0 SOUTHWEST AIRLS CO COMMON 844741108 40765 2152585 SH SOLE S 2152585 0 0 SOUTHWEST AIRLS CO COMMON 844741108 38 2015 SH SOLE T 2015 0 0 SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 5728 125200 SH SOLE I 125200 0 0 SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 18618 406960 SH SOLE M 406960 0 0 SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 69 1500 SH SOLE T 1500 0 0 SPACELABS MED INC COMMON 846247104 224 19887 SH SOLE I 19887 0 0 SPACELABS MED INC COMMON 846247104 2282 202800 SH SOLE M 202800 0 0 SPACELABS MED INC COMMON 846247104 3482 309500 SH SOLE S 309500 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 82753 2916403 SH SOLE I 2916403 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 39894 1405950 SH SOLE M 1405950 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 2244 79100 SH SOLE S 79100 0 0 SPEEDWAY MOTORSPORTS 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0 0 SYNTEL INC COMMON 87162H103 935 93500 SH SOLE M 93500 0 0 SYNTEL INC COMMON 87162H103 2321 232100 SH SOLE S 232100 0 0 SYNTROLEUM CORP COMMON 871630109 1942 113400 SH SOLE S 113400 0 0 52 SYSTEMS & COMPUTER TECHN COMMON 871873105 281 14052 SH SOLE I 14052 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 3988 199400 SH SOLE M 199400 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 6186 309300 SH SOLE S 309300 0 0 TDK CORP DEPOSITORY RECEI 872351408 1697 11849 SH SOLE I 11849 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 1076 27762 SH SOLE I 27762 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 582 15016 SH SOLE M 15016 0 0 TAIWAN SEMICONDUCTOR MFG DEPOSITORY RECEI 874039209 427 11000 SH SOLE M 11000 0 0 TALBOTS INC COMMON 874161102 17576 319929 SH SOLE I 319929 0 0 TALBOTS INC COMMON 874161102 6128 111545 SH SOLE M 111545 0 0 TALBOTS INC COMMON 874161102 168 3050 SH SOLE S 3050 0 0 TALISMAN ENERGY INC COMMON 87425E103 384 11598 SH SOLE I 11598 0 0 TANOX INC COMMON 87588Q109 136 2875 SH SOLE M 2875 0 0 TARGET CORP COMMON 87612E106 215 3700 SH SOLE M 3700 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 11 1800 SH SOLE I 1800 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 2003 323700 SH SOLE M 323700 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 3159 510600 SH SOLE S 510600 0 0 TELE CELULAR SUL PART S ADR 879238103 930 29300 SH SOLE M 29300 0 0 TELE NORTE LESTE PART S ADR 879246106 5366 227136 SH SOLE I 227136 0 0 TELE NORTE LESTE PART S ADR 879246106 6922 293000 SH SOLE M 293000 0 0 TELESUDESTE CELULAR PART ADR PREF 879252104 17 551 SH SOLE I 551 0 0 TELECOM ARGENTINA ADR 879273209 4221 153480 SH SOLE I 153480 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 6635 68311 SH SOLE I 68311 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1889 19450 SH SOLE L 19450 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 721 7423 SH SOLE M 7423 0 0 TELECOMUNICACOES DE SAO SPONS SDR PFD 87929A102 89 4820 SH SOLE I 4820 0 0 TELECOMUNICACOES DE SAO SPONS SDR PFD 87929A102 1748 94500 SH SOLE M 94500 0 0 TELEFONICA S A ADR 879382208 5503 85897 SH SOLE I 85897 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 23797 416578 SH SOLE I 416578 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 937 16402 SH SOLE M 16402 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 13038 9730000 PRN SOLE I 9730000 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 49004 36570000 PRN SOLE M 36570000 0 0 TELEPHONE & DATA SYS INC COMMON 879433100 862 8600 SH SOLE M 8600 0 0 TELESCAN INC COMMON 879516102 173 23700 SH SOLE I 23700 0 0 TELESCAN INC COMMON 879516102 4789 654900 SH SOLE M 654900 0 0 TELESCAN INC COMMON 879516102 107 14600 SH SOLE S 14600 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 3717 82600 SH SOLE I 82600 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 5274 117200 SH SOLE M 117200 0 0 53 TELLABS INC COMMON 879664100 55 800 SH SOLE M 800 0 0 TELSTRA CORP LTD ADR 87969N204 950 45918 SH SOLE I 45918 0 0 TELXON CORP COMMON 879700102 226 12619 SH SOLE I 12619 0 0 TELXON CORP COMMON 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50483 SH SOLE I 50483 0 0 TUBOS DE ACERO DE MEXICO ADR NEW PP 898592506 2574 185500 SH SOLE M 185500 0 0 TUT SYSTEMS COMMON 901103101 476 8300 SH SOLE I 8300 0 0 TUT SYSTEMS COMMON 901103101 12663 220700 SH SOLE M 220700 0 0 TUT SYSTEMS COMMON 901103101 284 4950 SH SOLE S 4950 0 0 TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 45 3400 SH SOLE I 3400 0 0 U S CONCRETE INC COMMON 90333L102 228 28492 SH SOLE I 28492 0 0 U S CONCRETE INC COMMON 90333L102 413 51600 SH SOLE M 51600 0 0 U S CONCRETE INC COMMON 90333L102 1771 221400 SH SOLE S 221400 0 0 U S AGGREGATES INC COMMON 90334D109 214 11800 SH SOLE M 11800 0 0 U S AGGREGATES INC COMMON 90334D109 580 32000 SH SOLE S 32000 0 0 US UNWIRED INC CL A 90338R104 4055 276054 SH SOLE I 276054 0 0 US UNWIRED INC CL A 90338R104 6143 418267 SH SOLE K 418267 0 0 55 US UNWIRED INC CL A 90338R104 4423 301152 SH SOLE M 301152 0 0 UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 1627 56600 SH SOLE I 56600 0 0 UNITED PARCEL SERVICE IN CL B 911312106 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SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 6877 7395000 PRN SOLE I 7395000 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 22106 23770000 PRN SOLE M 23770000 0 0 57 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 140 150000 PRN SOLE T 150000 0 0 VITRIA TECHNOLOGY COMMON 92849Q104 8489 138875 SH SOLE M 138875 0 0 VITRIA TECHNOLOGY COMMON 92849Q104 1394 22800 SH SOLE S 22800 0 0 VODAFONE AIRTOUCH PLC ADR 92857T107 7967 192275 SH SOLE I 192275 0 0 VODAFONE AIRTOUCH PLC ADR 92857T107 660 15920 SH SOLE M 15920 0 0 VODAFONE AIRTOUCH PLC ADR 92857T107 30 715 SH SOLE S 715 0 0 VOICESTREAM WIRELESS COR COMMON 928615103 3280 28200 SH SOLE I 28200 0 0 VOICESTREAM WIRELESS COR COMMON 928615103 35 300 SH SOLE M 300 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 308 9356 SH SOLE I 9356 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 2246 68200 SH SOLE M 68200 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 3995 121300 SH SOLE S 121300 0 0 WMC LTD ADR 928947100 1182 65673 SH SOLE I 65673 0 0 VULCAN MATLS CO COMMON 929160109 346 8100 SH SOLE I 8100 0 0 VULCAN MATLS CO COMMON 929160109 166 3900 SH SOLE M 3900 0 0 VULCAN MATLS CO COMMON 929160109 26 600 SH SOLE S 600 0 0 WABASH NATL CORP COMMON 929566107 181 15137 SH SOLE I 15137 0 0 WABASH NATL CORP COMMON 929566107 1852 155100 SH SOLE M 155100 0 0 WABASH NATL CORP COMMON 929566107 3036 254300 SH SOLE S 254300 0 0 WABTEC CORP COMMON 929740108 1012 97554 SH SOLE M 97554 0 0 WABTEC CORP COMMON 929740108 2280 219768 SH SOLE S 219768 0 0 WAL MART STORES INC COMMON 931142103 172464 2992861 SH SOLE I 2992861 0 0 WAL MART STORES INC COMMON 931142103 507 8800 SH SOLE J 8800 0 0 WAL MART STORES INC COMMON 931142103 149507 2594488 SH SOLE M 2594488 0 0 WAL MART STORES INC COMMON 931142103 12538 217575 SH SOLE S 217575 0 0 WALGREEN CO COMMON 931422109 496 15400 SH SOLE M 15400 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 3 300 SH SOLE I 300 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 2227 225500 SH SOLE M 225500 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 2953 299000 SH SOLE S 299000 0 0 WARNACO GROUP INC CL A 934390105 4 500 SH SOLE I 500 0 0 WARNACO GROUP INC CL A 934390105 2414 311500 SH SOLE M 311500 0 0 WARNACO GROUP INC CL A 934390105 2982 384800 SH SOLE S 384800 0 0 WASHINGTON TR BANCORP COMMON 940610108 3 200 SH SOLE I 200 0 0 WASHINGTON TR BANCORP COMMON 940610108 1550 105100 SH SOLE M 105100 0 0 WASHINGTON TR BANCORP COMMON 940610108 1794 121600 SH SOLE S 121600 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 452 22900 SH SOLE I 22900 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 12514 633600 SH SOLE M 633600 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 279 14150 SH SOLE S 14150 0 0 58 WATSCO INC COMMON 942622200 913 73000 SH SOLE M 73000 0 0 WATSCO INC COMMON 942622200 2119 169500 SH SOLE S 169500 0 0 WATTS INDS INC CL A 942749102 835 66100 SH SOLE M 66100 0 0 WATTS INDS INC CL A 942749102 2154 170600 SH SOLE S 170600 0 0 WEATHERFORD INTL INC COMMON 947074100 940 23600 SH SOLE M 23600 0 0 WEATHERFORD INTL INC COMMON 947074100 1131 28400 SH SOLE S 28400 0 0 WEBMETHODS INC COMMON 94768C108 2201 14000 SH SOLE I 14000 0 0 WEBMETHODS INC COMMON 94768C108 7993 50850 SH SOLE M 50850 0 0 WEBMETHODS INC COMMON 94768C108 786 5000 SH SOLE S 5000 0 0 WEBHIRE INC COMMON 94768W104 103 26000 SH SOLE I 26000 0 0 WEBHIRE INC COMMON 94768W104 3039 765654 SH SOLE M 765654 0 0 WEBHIRE INC COMMON 94768W104 63 15950 SH SOLE S 15950 0 0 WEBSTER FINL CORP CONN COMMON 947890109 11 500 SH SOLE I 500 0 0 WEBSTER FINL CORP CONN COMMON 947890109 10244 461700 SH SOLE M 461700 0 0 WEBSTER FINL CORP CONN COMMON 947890109 15334 691100 SH SOLE S 691100 0 0 WELLS FARGO & COMPANY COMMON 949746101 1800 46454 SH SOLE I 46454 0 0 WELLS FARGO & COMPANY COMMON 949746101 8304 214301 SH SOLE M 214301 0 0 WELLS FARGO & COMPANY COMMON 949746101 231 5950 SH SOLE S 5950 0 0 WESTON ROY F INC CL A 961137106 1 200 SH SOLE I 200 0 0 WESTON ROY F INC CL A 961137106 649 211900 SH SOLE M 211900 0 0 WESTON ROY F 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