United States
Securities and Exchange Commission
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1999
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: Fidelity Management and Research Corporation
Address: 82 Devonshire Street
Boston, Ma. 02109-6995
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
Phone: 617-563-1742
Signature, Place, and Date of signing:
/s/ Eric D. Roiter Boston, Ma. November 12, 1999
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of other managers reporting for this manager:
NONE
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 35
Form 13F Information Table Entry Total: 6983
Form 13F Information Table Value Total: $497,179,325 (x1000)
List of Other Included Managers:
No. Form 13F File Number Name
01 28-451 Fidelity Management and Research Corporation
02 28-450 Fidelity Management and Research Company
03 28-1054 Fidelity Management Trust Company
04 28-280 Fidelity Trend Fund
05 28-282 Fidelity Destiny Portfolios
06 28-283 Fidelity Hastings Street Trust
07 28-284 Fidelity Puritan Trust
08 28-953 Fidelity Exchange Fund
09 28-981 Fidelity Devonshire Trust
10 28-1140 Fidelity Magellan Fund
11 28-1449 Fidelity Financial Trust
12 28-1448 Fidelity Capital Trust
13 28-1450 Fidelity Mt. Vernon St.Trust
14 80-3013 Fidelity Advisor Series V
15 28-1452 Fidelity Select Portfolios
16 28-1842 Fidelity Securities Fund
18 28-1844 Fidelity Advisor Series III
19 28-2175 Fidelity Advisor Series VIII
20 28-2377 Fidelity Contra Fund
21 28-2115 Fidelity Investment Trust
22 28-2497 Fidelity Variable Insurance Products
23 28-2525 Fidelity Charles Street Trust
24 28-2537 Fidelity Concord Street Trust
25 28-2561 Fidelity Summer Street Trust
26 28-2904 Fidelity Commonwealth Trust
27 28-2897 Fidelity Advisor Series II
28 72-2574 Fidelity Advisor Series I
29 35-330 Fidelity Union Street Trust
30 35-330 Variable Insurance Products Fund III
31 28-3391 Fidelity Congress Street Fund
32 28-3393 Variable Insurance Products Fund II
33 28-3409 Fidelity Advisor Series IV
34 28-3411 Fidelity Advisor Series VII
35 28-3413 Fidelity Covington Trust
36 28-3415 Fidelity Fixed Income Trust
37 Strategic Advisers Incorporated
<PAGE>
<TABLE>
<CAPTION>
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
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 1395 40000 SH DEFINED 34 0 0 40000
DAIMLERCHRYSLER AG ORD D1668R123 1229 17324 SH DEFINED 02 07 15 0 0 17324
DAIMLERCHRYSLER AG ORD D1668R123 17079 245970 SH DEFINED 19 21 22 0 0 245970
DAIMLERCHRYSLER AG ORD D1668R123 18429 207537 SH DEFINED 03 148771 0 58766
ACE LTD ORD G0070K103 55792 3294000 SH DEFINED 09 12 22 0 0 3294000
AMDOCS LTD ORD G02602103 5678 270400 SH DEFINED 06 09 13 0 0 270400
AMDOCS LTD ORD G02602103 19798 942800 SH DEFINED 15 22 28 0 0 942800
AMDOCS LTD ORD G02602103 6 290 SH DEFINED 30 0 0 290
AMWAY ASIA PACIFIC LTD COM G0352M108 1754 159500 SH DEFINED 07 19 21 0 0 159500
ANNUITY AND LIFE RE HLDGS ORD G03910109 136 5500 SH DEFINED 12 26 0 0 5500
APEX SILVER MINES LTD ORD G04074103 218 14800 SH DEFINED 15 0 0 14800
CHINA COM CORP CL A G2108N109 65 1000 SH DEFINED 12 15 26 0 0 1000
CHINA COM CORP CL A G2108N109 6 100 SH DEFINED 34 0 0 100
DSG INTL LTD ORD G28471103 5805 645000 SH DEFINED 07 0 0 645000
FRUIT OF THE LOOM LTD ORD CL A G3682L105 514 52725 SH DEFINED 03 52725 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 7801 103700 SH DEFINED 02 04 11 0 0 103700
GEMSTAR INTL GROUP LTD ORD G3788V106 305273 3907500 SH DEFINED 13 15 16 0 0 3907500
GEMSTAR INTL GROUP LTD ORD G3788V106 14765 189000 SH DEFINED 21 26 34 0 0 189000
GLOBAL CROSSING LTD COM G3921A100 22188 837300 SH DEFINED 13 0 0 837300
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 2345 101960 SH DEFINED 09 28 30 0 0 101960
HELEN OF TROY CORP LTD COM G4388N106 27286 2835000 SH DEFINED 07 0 0 2835000
IPC HLDGS LTD ORD G4933P101 46931 2503000 SH DEFINED 07 0 0 2503000
LASALLE RE HLDGS LTD ORD G5383Q101 23666 1705700 SH DEFINED 07 19 21 0 0 1705700
LORAL SPACE & COMMUNICATIONS COM G56462107 83989 4886667 SH DEFINED 09 15 20 0 0 4886667
LORAL SPACE & COMMUNICATIONS COM G56462107 17193 1000333 SH DEFINED 22 32 0 0 1000333
LORAL SPACE & COMMUNICATIONS COM G56462107 588 32700 SH DEFINED 03 21000 0 11700
LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 30105 627200 SH DEFINED 09 22 0 0 627200
LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 974 19300 SH DEFINED 03 14300 0 5000
MIH LTD CL A G6116R101 10926 378400 SH DEFINED 16 21 0 0 378400
NOVEL DENIM HLDGS LTD ORD G6674P109 1233 235000 SH DEFINED 07 0 0 235000
PARTNERRE LTD COM G6852T105 1042 30000 SH DEFINED 12 0 0 30000
PEAK INTL LTD ORD G69586108 3946 462700 SH DEFINED 02 07 0 0 462700
RENAISSANCE RE HLDGS LTD COM G7496G103 23233 669800 SH DEFINED 07 15 19 0 0 669800
RENAISSANCE RE HLDGS LTD COM G7496G103 15252 439700 SH DEFINED 20 21 26 0 0 439700
RENAISSANCE RE HLDGS LTD COM G7496G103 2070 59700 SH DEFINED 32 0 0 59700
RENAISSANCE RE HLDGS LTD COM G7496G103 9690 261900 SH DEFINED 03 261900 0 0
RSL COMMUNICATIONS LTD CL A G7702U102 2023 110860 SH DEFINED 09 28 30 0 0 110860
SANTA FE INTL CORP ORD G7805C108 16330 757100 SH DEFINED 02 07 13 0 0 757100
SANTA FE INTL CORP ORD G7805C108 12816 594400 SH DEFINED 15 28 34 0 0 594400
SANTA FE INTL CORP ORD G7805C108 17399 756500 SH DEFINED 03 756500 0 0
STIRLING COOKE BROWN HLDGS LTD ORD G84951105 1094 796200 SH DEFINED 07 0 0 796200
TERRA NOVA BERMUDA HLDGS LTD ORD CL A G87615103 57896 1812800 SH DEFINED 07 15 19 0 0 1812800
TERRA NOVA BERMUDA HLDGS LTD ORD CL A G87615103 5110 160000 SH DEFINED 21 0 0 160000
TERRA NOVA BERMUDA HLDGS LTD ORD CL A G87615103 7291 270700 SH DEFINED 03 270700 0 0
HILFIGER TOMMY CORP ORD G8915Z102 114950 4075000 SH DEFINED 02 10 20 0 0 4075000
HILFIGER TOMMY CORP ORD G8915Z102 20489 726900 SH DEFINED 32 0 0 726900
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 76757 2506354 SH DEFINED 09 13 15 0 0 2506354
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 3618 128150 SH DEFINED 28 30 03 0 0 128150
TRITON ENERGY LTD ORD G90751101 35 2500 SH DEFINED 21 0 0 2500
XOMA LTD ORD G9825R107 352 120000 SH DEFINED 15 0 0 120000
XL CAP LTD CL A G98255105 16231 360700 SH DEFINED 11 15 20 0 0 360700
XL CAP LTD CL A G98255105 67176 1492800 SH DEFINED 22 28 32 0 0 1492800
XL CAP LTD CL A G98255105 240 4255 SH DEFINED 03 4255 0 0
MILLICOM INTL CELLULAR S A ORD L6388F102 8389 295000 SH DEFINED 11 0 0 295000
SBS BROADCASTING SA ORD L8137F102 54234 1399600 SH DEFINED 12 15 20 0 0 1399600
SBS BROADCASTING SA ORD L8137F102 10733 277000 SH DEFINED 26 32 0 0 277000
STOLT COMEX SEAWAY SA COM L8873E103 2659 235100 SH DEFINED 12 15 19 0 0 235100
STOLT COMEX SEAWAY SA COM L8873E103 28834 2548870 SH DEFINED 21 22 28 0 0 2548870
STOLT COMEX SEAWAY SA COM L8873E103 498 44500 SH DEFINED 03 0 0 44500
ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 3889 490000 SH DEFINED 07 0 0 490000
BACKWEB TECHNOLOGIES LTD ORD M15633106 63 3700 SH DEFINED 02 12 15 0 0 3700
BACKWEB TECHNOLOGIES LTD ORD M15633106 15 900 SH DEFINED 23 26 34 0 0 900
CHECK POINT SOFTWARE TECH LTD ORD M22465104 3377 40000 SH DEFINED 15 0 0 40000
ELSCINT LTD NEW ORD M40168102 11812 1500000 SH DEFINED 07 0 0 1500000
ESC MEDICAL SYS LTD ORD M40868107 10936 2214990 SH DEFINED 07 15 0 0 2214990
FORSOFT LTD ORD NEW M46544108 5471 841800 SH DEFINED 07 32 0 0 841800
GILAT SATELLITE NETWORKS LTD ORD M51474100 1876 35000 SH DEFINED 26 0 0 35000
INTERNET GOLD-GOLDEN LINES LTD ORD M56595107 854 102000 SH DEFINED 19 21 0 0 102000
ORBOTECH LTD ORD M75253100 9281 150000 SH DEFINED 07 0 0 150000
ORCKIT COMMUNICATIONS LTD COM M7531S107 15918 450000 SH DEFINED 15 20 32 0 0 450000
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 66854 996900 SH DEFINED 13 15 19 0 0 996900
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 89716 1337800 SH DEFINED 20 21 22 0 0 1337800
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 43811 653300 SH DEFINED 28 32 0 0 653300
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 44851 755400 SH DEFINED 03 647800 0 107600
CORE LABORATORIES N V COM N22717107 1928 102500 SH DEFINED 19 21 0 0 102500
NEW HOLLAND N V ORD N62648105 22872 1429500 SH DEFINED 07 15 26 0 0 1429500
NEW HOLLAND N V ORD N62648105 2567 149900 SH DEFINED 03 132400 0 17500
ORTHOFIX INTL N V COM N6748L102 13182 967517 SH DEFINED 07 15 19 0 0 967517
ORTHOFIX INTL N V COM N6748L102 8651 635000 SH DEFINED 21 0 0 635000
ORTHOFIX INTL N V COM N6748L102 1233 82900 SH DEFINED 03 82900 0 0
SAPIENS INTL CORP N V ORD N7716A102 2252 202500 SH DEFINED 07 26 0 0 202500
BANCO LATINOAMERICANO DE EXPO CL E P16994132 9294 406300 SH DEFINED 19 21 0 0 406300
ELAMEX S A DE C V ORD P36209107 1232 372000 SH DEFINED 19 21 0 0 372000
PANAMERICAN BEVERAGES INC CL A P74823108 3288 185600 SH DEFINED 02 19 21 0 0 185600
SUN INTL HOTELS LTD ORD P8797T133 4777 199400 SH DEFINED 02 05 15 0 0 199400
SUN INTL HOTELS LTD ORD P8797T133 18176 761300 SH DEFINED 28 30 34 0 0 761300
SUN INTL HOTELS LTD ORD P8797T133 478 10700 SH DEFINED 03 10700 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 31569 701600 SH DEFINED 02 05 12 0 0 701600
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 35784 795200 SH DEFINED 15 20 22 0 0 795200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 91264 2028100 SH DEFINED 23 28 30 0 0 2028100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1237 27500 SH DEFINED 32 34 0 0 27500
ROYAL OLYMPIC CRUISE LINES INC COM V7780Z109 510 177600 SH DEFINED 03 177600 0 0
CREATIVE TECHNOLOGY LTD ORD Y1775U107 1062 100000 SH DEFINED 15 0 0 100000
FLEXTRONICS INTL LTD ORD Y2573F102 4723 83300 SH DEFINED 02 05 12 0 0 83300
FLEXTRONICS INTL LTD ORD Y2573F102 16147 277500 SH DEFINED 15 20 28 0 0 277500
FLEXTRONICS INTL LTD ORD Y2573F102 3302 58500 SH DEFINED 30 32 03 0 0 58500
OMI CORP NEW COM Y6476W104 1411 550800 SH DEFINED 19 21 22 0 0 550800
PACIFIC INTERNET LTD ORD Y66183107 336 10500 SH DEFINED 19 21 0 0 10500
PACIFIC INTERNET LTD ORD Y66183107 232 4900 SH DEFINED 03 4900 0 0
AAR CORP COM 000361105 336 14850 SH DEFINED 03 14850 0 0
ACTV INC COM 00088E104 1218 87400 SH DEFINED 04 0 0 87400
A D C TELECOMMUNICATIONS COM 000886101 54123 1281700 SH DEFINED 02 05 06 0 0 1281700
A D C TELECOMMUNICATIONS COM 000886101 75340 1796500 SH DEFINED 07 10 12 0 0 1796500
A D C TELECOMMUNICATIONS COM 000886101 122865 2929720 SH DEFINED 15 16 19 0 0 2929720
A D C TELECOMMUNICATIONS COM 000886101 187808 4478300 SH DEFINED 20 22 28 0 0 4478300
A D C TELECOMMUNICATIONS COM 000886101 29997 715300 SH DEFINED 32 0 0 715300
A D C TELECOMMUNICATIONS COM 000886101 23486 515659 SH DEFINED 37 03 407659 0 108000
ACM GOVT INCOME FD INC COM 000912105 6 750 SH DEFINED 37 750 0 0
ABN AMRO HLDG NV SPONSORED ADR 000937102 71 3178 SH DEFINED 37 3178 0 0
ADT OPERATIONS LYON ZERO CPN 10 000945AC9 54588 20005000 PRN DEFINED 09 11 0 0 0
ADT OPERATIONS LYON ZERO CPN 10 000945AC9 4634 1800000 PRN DEFINED 03 0 0 0
AFC CABLE SYS INC COM 000950105 21667 509825 SH DEFINED 07 15 28 0 0 509825
ABM INDS INC COM 000957100 319 12600 SH DEFINED 26 0 0 12600
AFLAC INC COM 001055102 49022 1152800 SH DEFINED 02 05 06 0 0 1152800
AFLAC INC COM 001055102 192038 4586000 SH DEFINED 07 09 10 0 0 4586000
AFLAC INC COM 001055102 101927 2434100 SH DEFINED 12 15 16 0 0 2434100
AFLAC INC COM 001055102 97200 2321200 SH DEFINED 20 21 23 0 0 2321200
AFLAC INC COM 001055102 12453 297390 SH DEFINED 27 28 30 0 0 297390
AFLAC INC COM 001055102 11105 265200 SH DEFINED 32 34 0 0 265200
AFLAC INC COM 001055102 39265 820866 SH DEFINED 37 03 630866 0 190000
AGCO CORP COM 001084102 15393 1184100 SH DEFINED 07 15 0 0 1184100
AHL SVCS INC COM 001296102 2066 79300 SH DEFINED 32 0 0 79300
AES CORP JR SBDB CV4.5%05 00130HAN5 10943 8500000 PRN DEFINED 11 0 0 0
AES CORP COM 00130H105 54369 927800 SH DEFINED 02 04 05 0 0 927800
AES CORP COM 00130H105 203225 3444500 SH DEFINED 06 07 09 0 0 3444500
AES CORP COM 00130H105 97757 1656900 SH DEFINED 10 12 13 0 0 1656900
AES CORP COM 00130H105 176856 2997560 SH DEFINED 15 16 19 0 0 2997560
AES CORP COM 00130H105 63043 1068527 SH DEFINED 20 21 22 0 0 1068527
AES CORP COM 00130H105 76841 1302400 SH DEFINED 23 26 28 0 0 1302400
AES CORP COM 00130H105 9568 162180 SH DEFINED 30 32 34 0 0 162180
AES CORP COM 00130H105 129040 2220050 SH DEFINED 03 1817750 0 402300
AK STL HLDG CORP COM 001547108 21567 1181800 SH DEFINED 09 15 20 0 0 1181800
AK STL HLDG CORP COM 001547108 10241 561201 SH DEFINED 21 22 32 0 0 561201
AK STL HLDG CORP COM 001547108 6946 358000 SH DEFINED 36 03 76500 0 281500
AMB PROPERTY CORP COM 00163T109 18928 893400 SH DEFINED 09 12 34 0 0 893400
AMB PROPERTY CORP COM 00163T109 8297 391600 SH DEFINED 35 0 0 391600
AMB PROPERTY CORP COM 00163T109 21695 923200 SH DEFINED 03 923200 0 0
AMFM INC COM 001693100 6203 101900 SH DEFINED 06 07 12 0 0 101900
AMFM INC COM 001693100 112815 1853233 SH DEFINED 15 16 21 0 0 1853233
AMFM INC COM 001693100 4151 68200 SH DEFINED 28 29 34 0 0 68200
AMFM INC COM 001693100 16 300 SH DEFINED 37 300 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 1925 91700 SH DEFINED 35 0 0 91700
AMR CORP COM 001765106 82972 1510700 SH DEFINED 02 04 05 0 0 1510700
AMR CORP COM 001765106 118090 2166800 SH DEFINED 09 10 15 0 0 2166800
AMR CORP COM 001765106 87805 1611110 SH DEFINED 16 18 19 0 0 1611110
AMR CORP COM 001765106 323130 5929000 SH DEFINED 22 26 28 0 0 5929000
AMR CORP COM 001765106 19598 359600 SH DEFINED 30 34 0 0 359600
AMR CORP COM 001765106 99240 1454070 SH DEFINED 03 1338770 0 115300
APAC CUSTOMER SERVICES INC COM 00185E106 21 5000 SH DEFINED 20 32 0 0 5000
ATI TECHNOLOGIES INC COM 001941103 23668 1470300 SH DEFINED 02 0 0 1470300
ATI TECHNOLOGIES INC COM 001941103 240 14740 SH DEFINED 03 14740 0 0
AT&T CORP COM 001957109 259803 5599197 SH DEFINED 02 05 06 0 0 5599197
AT&T CORP COM 001957109 2050674 47141943 SH DEFINED 07 09 10 0 0 47141943
AT&T CORP COM 001957109 326659 7509408 SH DEFINED 11 12 13 0 0 7509408
AT&T CORP COM 001957109 1059264 24350899 SH DEFINED 15 16 18 0 0 24350899
AT&T CORP COM 001957109 595371 13686711 SH DEFINED 19 20 21 0 0 13686711
AT&T CORP COM 001957109 421440 9688290 SH DEFINED 22 23 26 0 0 9688290
AT&T CORP COM 001957109 303867 6985455 SH DEFINED 27 28 30 0 0 6985455
AT&T CORP COM 001957109 154988 3562946 SH DEFINED 32 34 0 0 3562946
AT&T CORP COM 001957109 738853 13243831 SH DEFINED 37 03 10998139 0 2245692
AT&T CORP COM LIB GRP A 001957208 85700 2311984 SH DEFINED 02 05 06 0 0 2311984
AT&T CORP COM LIB GRP A 001957208 73040 1967410 SH DEFINED 07 09 11 0 0 1967410
AT&T CORP COM LIB GRP A 001957208 346515 9333760 SH DEFINED 13 15 16 0 0 9333760
AT&T CORP COM LIB GRP A 001957208 148523 4000642 SH DEFINED 19 20 21 0 0 4000642
AT&T CORP COM LIB GRP A 001957208 238403 6421654 SH DEFINED 22 26 28 0 0 6421654
AT&T CORP COM LIB GRP A 001957208 36595 985730 SH DEFINED 30 32 34 0 0 985730
AT&T CORP COM LIB GRP A 001957208 152 4124 SH DEFINED 37 3000 0 1124
AT&T CORP COM LIB GRP A 001957208 104323 2838736 SH DEFINED 03 2221948 0 616788
ASA LTD COM 002050102 2097 100500 SH DEFINED 19 21 22 0 0 100500
AVT CORP COM 002420107 443 11700 SH DEFINED 02 0 0 11700
AVX CORP NEW COM 002444107 7158 203800 SH DEFINED 06 12 13 0 0 203800
AVX CORP NEW COM 002444107 58416 1663100 SH DEFINED 15 21 26 0 0 1663100
AVX CORP NEW COM 002444107 1092 31100 SH DEFINED 28 0 0 31100
AVX CORP NEW COM 002444107 3310 135800 SH DEFINED 03 135800 0 0
AXA FINL INC COM 002451102 35837 642100 SH DEFINED 12 15 32 0 0 642100
AXA FINL INC COM 002451102 1132 20300 SH DEFINED 34 0 0 20300
AXA FINL INC COM 002451102 5 100 SH DEFINED 37 100 0 0
AAMES FINL CORP COM 00253A101 1 800 SH DEFINED 03 800 0 0
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ABBOTT LABS COM 002824100 38006 1034200 SH DEFINED 18 19 21 0 0 1034200
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ABERCROMBIE & FITCH CO CL A 002896207 40869 1199840 SH DEFINED 22 28 29 0 0 1199840
ABERCROMBIE & FITCH CO CL A 002896207 123 3630 SH DEFINED 30 34 0 0 3630
ABERCROMBIE & FITCH CO CL A 002896207 37904 789676 SH DEFINED 03 740974 0 48702
ABGENIX INC COM 00339B107 16725 426800 SH DEFINED 13 0 0 426800
ABITIBI-CONSOLIDATED INC COM 003924107 1590 133280 SH DEFINED 02 07 15 0 0 133280
ABITIBI-CONSOLIDATED INC COM 003924107 201 16800 SH DEFINED 21 0 0 16800
ACCLAIM ENTMT INC COM PAR $0.02 004325205 987 130000 SH DEFINED 07 0 0 130000
ACCRUE SOFTWARE INC COM 00437W102 40 1800 SH DEFINED 15 34 0 0 1800
ACKERLEY GROUP INC COM 004527107 2782 153000 SH DEFINED 03 153000 0 0
ACNIELSEN CORP COM 004833109 37302 1643133 SH DEFINED 02 09 12 0 0 1643133
ACNIELSEN CORP COM 004833109 20088 885432 SH DEFINED 13 15 16 0 0 885432
ACNIELSEN CORP COM 004833109 85876 3785200 SH DEFINED 18 20 22 0 0 3785200
ACNIELSEN CORP COM 004833109 9696 427400 SH DEFINED 32 34 0 0 427400
ACNIELSEN CORP COM 004833109 24 1066 SH DEFINED 37 1066 0 0
ACNIELSEN CORP COM 004833109 13232 437431 SH DEFINED 03 323665 0 113766
ACTIVISION INC NEW COM NEW 004930202 2643 150000 SH DEFINED 28 0 0 150000
ACTION PERFORMANCE COS INC COM 004933107 31144 1477900 SH DEFINED 02 15 20 0 0 1477900
ACTION PERFORMANCE COS INC COM 004933107 6716 318900 SH DEFINED 26 32 34 0 0 318900
ACTION PERFORMANCE COS INC COM 004933107 5801 175800 SH DEFINED 03 146300 0 29500
ACTIVE SOFTWARE INC COM 00504E100 71 3000 SH DEFINED 12 15 23 0 0 3000
ACTIVE SOFTWARE INC COM 00504E100 11 500 SH DEFINED 26 34 0 0 500
ACTUATE CORP COM 00508B102 3218 95000 SH DEFINED 20 32 0 0 95000
ADAC LABS COM NEW 005313200 116 16000 SH DEFINED 03 16000 0 0
ADAMS EXPRESS CO COM 006212104 456 16073 SH DEFINED 37 16073 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 3686 421300 SH DEFINED 07 0 0 421300
ADAPTIVE BROADBAND CORP COM 00650M104 2278 68000 SH DEFINED 13 0 0 68000
ADAPTEC INC SB NT CV 4.75%04 00651FAC2 13992 14500000 PRN DEFINED 11 0 0 0
ADAPTEC INC COM 00651F108 97564 2505800 SH DEFINED 02 07 13 0 0 2505800
ADAPTEC INC COM 00651F108 156241 3936800 SH DEFINED 15 21 22 0 0 3936800
ADAPTEC INC COM 00651F108 47767 1203600 SH DEFINED 28 32 34 0 0 1203600
ADAPTEC INC COM 00651F108 11554 327200 SH DEFINED 03 146500 0 180700
ADELPHIA COMMUNICATIONS CORP CL A 006848105 51755 880000 SH DEFINED 09 13 27 0 0 880000
ADELPHIA COMMUNICATIONS CORP CL A 006848105 5143 87450 SH DEFINED 28 30 0 0 87450
ADELPHIA COMMUNICATIONS CORP CL A 006848105 1119 17600 SH DEFINED 03 17600 0 0
ADFORCE INC COM 006867105 45 1800 SH DEFINED 02 12 15 0 0 1800
ADFORCE INC COM 006867105 5 200 SH DEFINED 34 0 0 200
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR 00709P108 296 14500 SH DEFINED 13 0 0 14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR 00709P108 503 22900 SH DEFINED 03 22900 0 0
ADOBE SYS INC COM 00724F101 194627 1749300 SH DEFINED 02 13 20 0 0 1749300
ADOBE SYS INC COM 00724F101 85647 754600 SH DEFINED 22 23 28 0 0 754600
ADOBE SYS INC COM 00724F101 59882 527600 SH DEFINED 32 34 0 0 527600
ADOBE SYS INC COM 00724F101 12701 154582 SH DEFINED 37 03 51282 0 103300
ADTRAN INC COM 00738A106 16282 425000 SH DEFINED 13 0 0 425000
ADVANCE PARADIGM INC COM 007491103 26608 486000 SH DEFINED 13 15 0 0 486000
ADVANCED AERODYNAMICS&STRUCTUR CL A 00750B107 995 429000 SH DEFINED 02 12 26 0 0 429000
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</TABLE>
