13F-HR 1 december2003.txt FORM 13F DECEMBER 31, 2003 ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F-HR FORM 13F Cover Page Report for the Calendar Year or Quarter Ended December 31, 2003 If amended report check here: |_| Amendment Number: __ This Amendment (Check only one): | | is a restatement |_| adds new holding entries. Pioneer Investment Management, Inc. -------------------------------------------------------------------------------- Name of Institutional Investment Manager 60 State Street Boston MA 02109 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-58 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Matin J. Wolin Asst. Vice President 617-422-4962 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/Martin Wolin ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) Boston, MA February 10, 2004 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 763 Form 13F Information Table Value Total: $23,740,027 (thousands) List of Other Included Managers:
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 D AAR CORP COMMSTCK 000361105 2820 188625 SH SOLE 188625 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 91920 1972529 SH SOLE 1972529 0 0 D ADAPTEC CONB 3% 03/05/07 CNVRTBND 00651FAE8 36987 36941000 PRN SOLE 36941000 0 0 D ADAPTEC INC 144A 0.75%, 12 CNVRTBND 00651FAF5 51438 50000000 PRN SOLE 50000000 0 0 D ADAPTEC INC 144A 3.00% DUE CNVRTBND 00651FAD0 42653 42600000 PRN SOLE 42600000 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 48886 1243907 SH SOLE 1243907 0 0 D ADVANCED ENERGY IND 5.25%, CNVRTBND 007973AA8 46504 45592000 PRN SOLE 45592000 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 2176 83533 SH SOLE 83533 0 0 D ADVANCED MARKETING SERVICE COMMSTCK 00753T105 1899 166540 SH SOLE 166540 0 0 D ADVANTA CORP CL A COMMSTCK 007942105 2241 172550 SH SOLE 172550 0 0 D ADVANTA CORP CL B NON VTG COMMSTCK 007942204 5104 401231 SH SOLE 401231 0 0 D AEROFLEX INC COMMSTCK 007768104 1893 161975 SH SOLE 161975 0 0 D AFFILIATED COMPUTER SVCS-A COMMSTCK 008190100 6435 118159 SH SOLE 118159 0 0 D AFFYMETRIX INC 4.75% 02/15 CNVRTBND 00826TAD0 64991 64991000 PRN SOLE 64991000 0 0 D AFFYMETRIX INC 5.00% 10/01 CNVRTBND 00826TAB4 650 640000 PRN SOLE 640000 0 0 D AG EDWARDS INC COMMSTCK 281760108 31109 858664 SH SOLE 858664 0 0 D AGL RESOURCES INC COMMSTCK 001204106 3620 124410 SH SOLE 124410 0 0 D AGNICO EAGLE MINES LTD COMMFORN 008474108 2981 247000 SH SOLE 247000 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 108939 2062061 SH SOLE 2062061 0 0 D AIRGAS INC COMMSTCK 009363102 5644 262750 SH SOLE 262750 0 0 D ALAMOSA HOLDINGS INC CNVRTBND 011589207 9 2564 SH SOLE 2564 0 0 D ALBERTSON'S INC COMMSTCK 013104104 10502 463680 SH SOLE 463680 0 0 D ALCOA INC COMMSTCK 013817101 99815 2626708 SH SOLE 2626708 0 0 D ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 2495 43084 SH SOLE 43084 0 0 D ALLEGHENY ENERGY INC COMMSTCK 017361106 3157 247425 SH SOLE 247425 0 0 D ALLERGAN INC COMMSTCK 018490102 5123 66700 SH SOLE 66700 0 0 D ALLIANCE ATLANTIS COMMUNIC COMMSTCK 01853E204 3046 198850 SH SOLE 198850 0 0 D ALLSTATE CORP COMMSTCK 020002101 33325 774642 SH SOLE 774642 0 0 D ALLTEL CORP COMMSTCK 020039103 110469 2371589 SH SOLE 2371589 0 0 D ALPHARMA INC 5.75% DUE 4/1 CNVRTBND 020813AB7 26798 26240000 PRN SOLE 26240000 0 0 D ALTERA CORPORATION COMMSTCK 021441100 17962 791278 SH SOLE 791278 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 26104 479684 SH SOLE 479684 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 3461 105256 SH SOLE 105256 0 0 D AMBAC FINANCIAL GROUP INC COMMSTCK 023139108 52066 750335 SH SOLE 750335 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 11234 410900 SH SOLE 410900 0 0 D AMERICA TELECOM SA DE CV DEPRECPT 023647100 910 355300 SH SOLE 355300 0 0 D AMERICAN CAPITAL STRATEGIE COMMSTCK 024937104 2852 95932 SH SOLE 95932 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 35602 1166884 SH SOLE 1166884 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 111238 2306408 SH SOLE 2306408 0 0 D AMERICAN FINANCIAL REALTY COMMSTCK 02607P305 510 29896 SH SOLE 29896 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 164250 2478118 SH SOLE 2478118 0 0 D American Management System COMMSTCK 027352103 1576 104600 SH SOLE 104600 0 0 D AMERICAN POWER CONVERSION COMMSTCK 029066107 20621 843387 SH SOLE 843387 0 0 D AMERICAN SAFETY INS COMMSTCK G02995101 1522 116100 SH SOLE 116100 0 0 D AMERICAN STANDARD COMPANIE COMMSTCK 029712106 75484 749590 SH SOLE 749590 0 0 D AMERIGROUP CORP COMMSTCK 03073T102 4129 96810 SH SOLE 96810 0 0 D AMERON INTL CORP. COMMSTCK 030710107 493 14225 SH SOLE 14225 0 0 D AMGEN INC COMMSTCK 031162100 16534 267540 SH SOLE 267540 0 0 D AMN HEALTHCARE SERVICES IN COMMSTCK 001744101 2244 130768 SH SOLE 130768 0 0 D ANADARKO PETROLEUM CORP COMMSTCK 032511107 39528 774910 SH SOLE 774910 0 0 D ANALOG DEVICES INC COMMSTCK 032654105 26155 572939 SH SOLE 572939 0 0 D ANGLOGOLD LIMITED SPON ADR DEPRECPT 035128206 17251 369400 SH SOLE 369400 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 29699 563770 SH SOLE 563770 0 0 D ANTHEM INC COMMSTCK 03674B104 3831 51084 SH SOLE 51084 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 4979 144324 SH SOLE 144324 0 0 D APOGENT TECHNOLOGIES INC COMMSTCK 03760A101 24080 1045135 SH SOLE 1045135 0 0 D APOLLO GROUP INC CL A COMMSTCK 037604105 4623 67979 SH SOLE 67979 0 0 D APPLE COMPUTER INC COMMSTCK 037833100 7455 348863 SH SOLE 348863 0 0 D APPLEBEE'S INTL INC COMMSTCK 037899101 1060 26981 SH SOLE 26981 0 0 D APPLIED INDUSTRIAL TECHNOL COMMSTCK 03820C105 4413 184968 SH SOLE 184968 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 95418 4250259 SH SOLE 4250259 0 0 D APPLIED MICRO CIRCUITS COR COMMSTCK 03822W109 11206 1873957 SH SOLE 1873957 0 0 D ARACRUZ CELLULOSE SA SPON DEPRECPT 038496204 6446 183970 SH SOLE 183970 0 0 D ARBITRON, INC. COMMSTCK 03875Q108 1600 38360 SH SOLE 38360 0 0 D ARCHSTONE- SMITH TRUST COMMSTCK 039583109 4866 173927 SH SOLE 173927 0 0 D ARDEN REALTY GROUP INC COMMSTCK 039793104 5999 197710 SH SOLE 197710 0 0 D ARROW ELECTRONIC 0.%, 02/2 CNVRTBND 042735AY6 52786 101511000 PRN SOLE 101511000 0 0 D ARROW INTL INC COMMSTCK 042764100 406 16250 SH SOLE 16250 0 0 D AT&T CORP COMMSTCK 001957505 48939 2410778 SH SOLE 2410778 0 0 D AT&T WIRELESS SERVICES INC COMMSTCK 00209A106 64696 8097108 SH SOLE 8097108 0 0 D ATI TECHNOLOGIES COMMSTCK 001941103 15258 1009100 SH SOLE 1009100 0 0 D ATMI INC COMMSTCK 00207R101 622 26876 SH SOLE 26876 0 0 D ATWOOD OCEANICS INC. COMMSTCK 050095108 5551 173785 SH SOLE 173785 0 0 D AUTODESK, INC. COMMSTCK 052769106 12433 505829 SH SOLE 505829 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 102075 2577002 SH SOLE 2577002 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 4675 97807 SH SOLE 97807 0 0 D AVOCENT CORP COMMSTCK 053893103 1928 52782 SH SOLE 52782 0 0 D AXCELIS TECH 4.25%, 01/15/ CNVRTBND 054540AB5 65254 68150000 PRN SOLE 68150000 0 0 D BALL CORP COMMSTCK 058498106 60034 1007784 SH SOLE 1007784 0 0 D BALLY TOTAL FITNESS HOLDIN COMMSTCK 05873K108 679 97035 SH SOLE 97035 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460204 10984 415919 SH SOLE 415919 0 0 D BANCO ITAU S.A. Spon. ADR DEPRECPT 059602201 6384 130900 SH SOLE 130900 0 0 D BANCO SANTANDER CHILE SPON DEPRECPT 05965X109 3650 153504 SH SOLE 153504 0 0 D BANK NEW YORK INC COMMSTCK 064057102 160502 4846089 SH SOLE 4846089 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 189906 2361128 SH SOLE 2361128 0 0 D BANKATLANTIC BANCORP INC-A COMMSTCK 065908501 4349 228910 SH SOLE 228910 0 0 D BANNER CORP COMMSTCK 06652V109 2410 95841 SH SOLE 95841 0 0 D BARNES & NOBLE INC COMMSTCK 067774109 12203 371462 SH SOLE 371462 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 2339 30400 SH SOLE 30400 0 0 D BAXTER INTL INC COMMSTCK 071813109 17802 583300 SH SOLE 583300 0 0 D BEA SYSTEMS INC 4% 12/15/0 CNVRTBND 073325AD4 71869 71600000 PRN SOLE 71600000 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 118910 2890371 SH SOLE 2890371 0 0 D BED BATH& BEYOND INC. COMMSTCK 075896100 3344 77150 SH SOLE 77150 0 0 D BEDFORD PROPERTY INVESTORS COMMSTCK 076446301 4283 149610 SH SOLE 149610 0 0 D BELLSOUTH CORP COMMSTCK 079860102 172508 6095689 SH SOLE 6095689 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 24910 8849 SH SOLE 8849 0 0 D BERKSHIRE HATHAWAY INC. CL COMMSTCK 084670108 81386 966 SH SOLE 966 0 0 D BEST BUY CO INC COMMSTCK 086516101 5715 109400 SH SOLE 109400 0 0 D BIOGEN IDEC INC COMMSTCK 09062X103 17875 486005 SH SOLE 486005 0 0 D BIOMET INC COMMSTCK 090613100 77873 2138776 SH SOLE 2138776 0 0 D BIOVAIL CORP INTL COMMSTCK 09067J109 9417 438220 SH SOLE 438220 0 0 D BJ SERVICES CO COMMSTCK 055482103 3235 90100 SH SOLE 90100 0 0 D BJ'S WHOLESALE CLUB INC COMMSTCK 05548J106 16258 708103 SH SOLE 708103 0 0 D BLYTH INDUSTRIES INC COMMSTCK 09643P108 3156 97945 SH SOLE 97945 0 0 D BMC SOFTWARE, INC COMMSTCK 055921100 21149 1133979 SH SOLE 1133979 0 0 D BOB EVANS FARMS COMMSTCK 096761101 2796 86142 SH SOLE 86142 0 0 D BOEING CO COMMSTCK 097023105 50302 1193692 SH SOLE 1193692 0 0 D BORG-WARNER AUTOMOTIVE INC COMMSTCK 099724106 2688 31600 SH SOLE 31600 0 0 D BORLAND SOFTWARE CORP COMMSTCK 099849101 5913 607700 SH SOLE 607700 0 0 D BOSTON COMM GROUP COMMSTCK 100582105 5707 614338 SH SOLE 614338 0 0 D BOSTON PRIVATE FINL HOLDIN COMMSTCK 101119105 8333 335468 SH SOLE 335468 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 8658 179662 SH SOLE 179662 0 0 D BP PLC ADR DEPRECPT 055622104 20386 413092 SH SOLE 413092 0 0 D BRANDYWINE REALTY TRUST COMMSTCK 105368203 2543 94999 SH SOLE 94999 0 0 D BRASIL DISTR PAO ACU-SP AD DEPRECPT 20440T201 11423 454200 SH SOLE 454200 0 0 D BRINKER INTERNATIONAL INC COMMSTCK 109641100 39352 1186716 SH SOLE 1186716 0 0 D BROOKS AUTOMATION 4.75% 06 CNVRTBND 11434AAB6 107587 107587000 PRN SOLE 107587000 0 0 D BROOKS AUTOMATION INC COMMSTCK 114340102 2733 113088 SH SOLE 113088 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 46289 1430883 SH SOLE 1430883 0 0 D CADENCE DESIGN SYS INC COMMSTCK 127387108 16081 894400 SH SOLE 894400 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 4778 107849 SH SOLE 107849 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 73444 2740444 SH SOLE 2740444 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 68559 1083427 SH SOLE 1083427 0 0 D CANON, INC. - ADR DEPRECPT 138006309 72822 1528598 SH SOLE 1528598 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 3556 429500 SH SOLE 429500 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 15205 248610 SH SOLE 248610 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 2374 80290 SH SOLE 80290 0 0 D CARSO GLOBAL TELECOM-SP AD DEPRECPT 14574P101 1184 422000 SH SOLE 422000 0 0 D CATELLUS DEVEL CORP COMMSTCK 149113102 4494 186316 SH SOLE 186316 0 0 D CATERPILLAR INC COMMSTCK 149123101 91696 1104502 SH SOLE 1104502 0 0 D CBL & ASSOCIATES PROPERTIE COMMSTCK 124830100 4585 81156 SH SOLE 81156 0 0 D CEC ENTERTAINMENT INC COMMSTCK 125137109 1498 31600 SH SOLE 31600 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 20406 663600 SH SOLE 663600 0 0 D CELGENE CORP COMMSTCK 151020104 5913 131350 SH SOLE 131350 0 0 D CEMEX SA SPONS ADR CPO DEPRECPT 151290889 796 30400 SH SOLE 30400 0 0 D CEMIG SA SPONS ADR COMMSTCK 204409601 3715 201908 SH SOLE 201908 0 0 D CENTRAL FREIGHT LINES INC. COMMSTCK 153491105 1242 70000 SH SOLE 70000 0 0 D CENTRAL PARKING CORP COMMSTCK 154785109 5217 349425 SH SOLE 349425 0 0 D CHARLES RIVER LABORATORIES COMMSTCK 159864107 5041 146850 SH SOLE 146850 0 0 D CHARMING SHOPPES COMMSTCK 161133103 3949 731273 SH SOLE 731273 0 0 D CHARTER ONE FINL INC COMMSTCK 160903100 105725 3060067 SH SOLE 3060067 0 0 D CHATTEM INC COMMSTCK 162456107 4224 235965 SH SOLE 235965 0 0 D CHECK POINT SOFTWARE TECH COMMFORN M22465104 17771 1056528 SH SOLE 1056528 0 0 D CHELSEA PROPERTY GROUP INC COMMSTCK 163421100 4244 77424 SH SOLE 77424 0 0 D CHEVRONTEXACO CORP COMMSTCK 166764100 338410 3917234 SH SOLE 3917234 0 0 D CHINA LIFE INSURANCE CO-AD COMMSTCK 16939P106 4889 148300 SH SOLE 148300 0 0 D CHUBB CORP COMMSTCK 171232101 133282 1957157 SH SOLE 1957157 0 0 D CIA CERVECERIA UNIDAS-SP A DEPRECPT 204429104 8456 393300 SH SOLE 393300 0 0 D CIA SANEAMENTO BASICO - AD DEPRECPT 20441A102 3307 237900 SH SOLE 237900 0 0 D CIA VALE DO RIO DOCE SP AD DEPRECPT 204412100 21057 408800 SH SOLE 408800 0 0 D CIENA CORP COMMSTCK 171779101 1619 243815 SH SOLE 243815 0 0 D CIGNA CORP COMMSTCK 125509109 50409 876672 SH SOLE 876672 0 0 D CINTAS CORP COMMSTCK 172908105 902 18000 SH SOLE 18000 0 0 D CISCO SYSTEMS INC COMMSTCK 17275R102 65254 2686474 SH SOLE 2686474 0 0 D CITIGROUP INC. COMMSTCK 172967101 250532 5161350 SH SOLE 5161350 0 0 D CLAIRE'S STORES INC COMMSTCK 179584107 2731 144940 SH SOLE 144940 0 0 D CLEAR CHANNEL COMMUNICATIO COMMSTCK 184502102 58107 1240816 SH SOLE 1240816 0 0 D CMS ENERGY 144A 3.375%, 07 CNVRTBND 125896AS9 11737 10550000 PRN SOLE 10550000 0 0 D CMS ENERGY 144A CNPFD 4.5% CNVRTPRF 125896803 53651 960200 SH SOLE 960200 0 0 D COACH INC COMMSTCK 189754104 2270 60123 SH SOLE 60123 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 13262 261315 SH SOLE 261315 0 0 D COGNIZANT TECH SOLUTIONS C COMMSTCK 192446102 13265 290649 SH SOLE 290649 0 0 D COLGATE PALMOLIVE CO. COMMSTCK 194162103 96868 1935424 SH SOLE 1935424 0 0 D COLONIAL PROPERTIES TRUST COMMSTCK 195872106 1863 47050 SH SOLE 47050 0 0 D COMCAST CORP - SPECIAL CL COMMSTCK 20030N200 3930 125645 SH SOLE 125645 0 0 D COMCAST CORP CL A COMMSTCK 20030N101 42442 1291222 SH SOLE 1291222 0 0 D COMMERCIAL FEDERAL CORP COMMSTCK 201647104 3074 115100 SH SOLE 115100 0 0 D COMMSCOPE INC. CONV 4.00% CNVRTBND 203372AB3 43198 45115000 PRN SOLE 45115000 0 0 D COMMUNITY HEALTH 4.25% 10/ CNVRTBND 203668AA6 95750 49680000 PRN SOLE 49680000 0 0 D COMPANHIA DE BEBIDAS PR AD DEPRECPT 20441W203 11245 440800 SH SOLE 440800 0 0 D COMPANIA DE TELECOM. SPONS DEPRECPT 204449300 5133 343332 SH SOLE 343332 0 0 D COMPUTER NETWORK TECHNOLOG COMMSTCK 204925101 720 75455 SH SOLE 75455 0 0 D COMPUTER SCIENCES CORP COMMSTCK 205363104 64192 1451314 SH SOLE 1451314 0 0 D CONAGRA INC. COMMSTCK 205887102 35595 1348810 SH SOLE 1348810 0 0 D CONEXANT SYSTEMS INC 4%, D CNVRTBND 207142AF7 246717 259020000 PRN SOLE 259020000 0 0 D CONOCOPHILLIPS COMMSTCK 20825C104 189379 2888197 SH SOLE 2888197 0 0 D CONSOLIDATED EDISON INC COMMSTCK 209115104 49834 1158658 SH SOLE 1158658 0 0 D CONSTELLATION ENERGY GROUP COMMSTCK 210371100 49038 1252239 SH SOLE 1252239 0 0 D COOPER INDUSTRIES LTD COMMSTCK G24182100 31215 538835 SH SOLE 538835 0 0 D COPEL ADR DEPRECPT 20441B407 3413 715600 SH SOLE 715600 0 0 D CORN PRODUCTS INTL INC. COMMSTCK 219023108 2633 76420 SH SOLE 76420 0 0 D CORNELL COMPANIES COMMSTCK 219141108 5036 368925 SH SOLE 368925 0 0 D CORNING INC 3.50%, DUE: 11 CNVRTBND 219350AK1 160232 129350000 PRN SOLE 129350000 0 0 D CORRECTIONS CORP OF AMERIC COMMSTCK 22025Y407 2482 86105 SH SOLE 86105 0 0 D COSTCO WHOLESALE CORP COMMSTCK 22160K105 9414 253200 SH SOLE 253200 0 0 D COUNTRYWIDE FINANCIAL CORP COMMSTCK 222372104 91950 1212255 SH SOLE 1212255 0 0 D COX COMMUNIC CLASS A COMMSTCK 224044107 24908 723016 SH SOLE 723016 0 0 D CREO PRODUCTS INC COMMSTCK 225606102 860 83525 SH SOLE 83525 0 0 D CROSS COUNTRY HEALTHCARES COMMSTCK 227483104 5125 343510 SH SOLE 343510 0 0 D CT COMMUNICATIONS INC COMMSTCK 126426402 2394 177329 SH SOLE 177329 0 0 D CUBIST PHARM 5.50% DUE 11/ CNVRTBND 229678AB3 60606 66600000 PRN SOLE 66600000 0 0 D CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 4283 352250 SH SOLE 352250 0 0 D CV THERAPEUTICS 144A 2.0% CNVRTBND 126667AC8 27819 39600000 PRN SOLE 39600000 0 0 D CV THERAPEUTICS 4.75%, 03/ CNVRTBND 126667AB0 107621 117779000 PRN SOLE 117779000 0 0 D CVS CORP COMMSTCK 126650100 51004 1412058 SH SOLE 1412058 0 0 D CYMER INC COMMSTCK 232572107 3115 67448 SH SOLE 67448 0 0 D CYMER INC 3.50%, 02/15/09 CNVRTBND 232572AE7 31353 27175000 PRN SOLE 27175000 0 0 D CYPRESS SEMICONDUCTOR CORP COMMSTCK 232806109 2070 96900 SH SOLE 96900 0 0 D DAVITA INC COMMSTCK 23918K108 3081 79000 SH SOLE 79000 0 0 D DEERE & CO COMMSTCK 244199105 120696 1855431 SH SOLE 1855431 0 0 D DELL INC COMMSTCK 24702R101 107080 3153107 SH SOLE 3153107 0 0 D DELTA AIR LINES INC COMMSTCK 247361108 6108 517200 SH SOLE 517200 0 0 D DEVON ENERGY CORPORATION COMMSTCK 25179M103 76601 1337782 SH SOLE 1337782 0 0 D DIEBOLD INC COMMSTCK 253651103 50993 946598 SH SOLE 946598 0 0 D DISTRIBUCION Y SERVICIO-AD DEPRECPT 254753106 4793 232000 SH SOLE 232000 0 0 D DOLLAR THRIFTY AUTOMOTIVE COMMSTCK 256743105 3655 140893 SH SOLE 140893 0 0 D DOMINION RESOURCES INC COMMSTCK 25746U109 67322 1054711 SH SOLE 1054711 0 0 D DOMTAR INC COMMSTCK 257561100 4428 354488 SH SOLE 354488 0 0 D DONALDSON CO COMMSTCK 257651109 45830 774679 SH SOLE 774679 0 0 D DONNELLEY R R & SONS CO COMMSTCK 257867101 29482 977830 SH SOLE 977830 0 0 D DOW JONES COMMSTCK 260561105 27128 544197 SH SOLE 544197 0 0 D DR REDDYS LABS ADR DEPRECPT 256135203 5890 186100 SH SOLE 186100 0 0 D DST SYSTEMS INC COMMSTCK 233326107 28489 682205 SH SOLE 682205 0 0 D DTE ENERGY CO COMMSTCK 233331107 22583 573171 SH SOLE 573171 0 0 D DU PONT E I DE NEMOURS & C COMMSTCK 263534109 92540 2016564 SH SOLE 2016564 0 0 D DUKE REALTY CORP COMMSTCK 264411505 4711 151954 SH SOLE 151954 0 0 D DUPONT PHOTOMASKS INC COMMSTCK 26613X101 1136 47051 SH SOLE 47051 0 0 D EASTMAN KODAK CO COMMSTCK 277461109 7631 297267 SH SOLE 297267 0 0 D EATON VANCE CORP COMMSTCK 278265103 8603 234800 SH SOLE 234800 0 0 D EDO CORP 5.25% 4/15/07 CNVRTBND 281347AD6 69247 62035000 PRN SOLE 62035000 0 0 D ELECTRO SCIENTIFIC 4.25% 1 CNVRTBND 285229AC4 50388 51746000 PRN SOLE 51746000 0 0 D ELECTROBRAS SPON ADR PFD- PFDDEPR 15234Q108 6707 869600 SH SOLE 869600 0 0 D ELECTRONIC ARTS INC. 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