-----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, HFWZdVSzIpBMXenlNOylxkXZlF7i6S5dItGedQRcLamYPq7L1eoDS1L8Wxl72Wi5 S1nChqXKk0h3EQ86XhQp7Q== 0001102598-04-000113.txt : 20040514 0001102598-04-000113.hdr.sgml : 20040514 20040514144621 ACCESSION NUMBER: 0001102598-04-000113 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040514 EFFECTIVENESS DATE: 20040514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIONEER INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0001102598 IRS NUMBER: 135657669 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04037 FILM NUMBER: 04806698 BUSINESS ADDRESS: STREET 1: 60 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 form13fq012004final.txt FORM 13F MARCH 31, 2004 ---------------------------- 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 March 31, 2004 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 May 14, 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: 892 Form 13F Information Table Value Total: $26,064,733 (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 1822 148375 SH SOLE 148375 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 80630 1961798 SH SOLE 1961798 0 0 D ACCREDO HEALTH INC COMMSTCK 00437V104 403 10585 SH SOLE 10585 0 0 D ADAPTEC INC 144A 0.75%, 12 CNVRTBND 00651FAF5 58346 55900000 PRN SOLE 55900000 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 48790 1237386 SH SOLE 1237386 0 0 D ADOLOR CORPORATION COMMSTCK 00724X102 1187 79000 SH SOLE 79000 0 0 D ADVANCED ENERGY IND 5.25%, CNVRTBND 007973AA8 45706 45592000 PRN SOLE 45592000 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 1773 86958 SH SOLE 86958 0 0 D ADVANCED MARKETING SERVICE COMMSTCK 00753T105 1702 171915 SH SOLE 171915 0 0 D ADVANTA CORP CL A COMMSTCK 007942105 3164 188800 SH SOLE 188800 0 0 D ADVANTA CORP CL B NON VTG COMMSTCK 007942204 6752 406756 SH SOLE 406756 0 0 D AEROFLEX INC COMMSTCK 007768104 1988 147700 SH SOLE 147700 0 0 D AFFILIATED COMPUTER SVCS-A COMMSTCK 008190100 6376 122844 SH SOLE 122844 0 0 D AG EDWARDS INC COMMSTCK 281760108 37788 965939 SH SOLE 965939 0 0 D AGL RESOURCES INC COMMSTCK 001204106 3760 129560 SH SOLE 129560 0 0 D AGNICO EAGLE MINES LTD COMMFORN 008474108 3034 203200 SH SOLE 203200 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 99830 1991823 SH SOLE 1991823 0 0 D AIRGAS INC COMMSTCK 009363102 2320 108920 SH SOLE 108920 0 0 D ALABAMA POWER CO PREFSTCK 010392561 2303 90000 SH SOLE 90000 0 0 D ALABAMA POWER CO PREFSTCK 010392611 1020 38000 SH SOLE 38000 0 0 D ALAMOSA HOLDINGS INC PREFSTCK 011589207 1205 2563 SH SOLE 2563 0 0 D ALBERTO-CULVER CO CL B COMMSTCK 013068101 863 19680 SH SOLE 19680 0 0 D ALCOA INC COMMSTCK 013817101 69498 2003410 SH SOLE 2003410 0 0 D ALCON INC COMMFORN 285239501 277 4370 SH SOLE 4370 0 0 D ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 2742 43521 SH SOLE 43521 0 0 D ALLEGHENY ENERGY INC COMMSTCK 017361106 3526 257200 SH SOLE 257200 0 0 D ALLERGAN INC COMMSTCK 018490102 18431 219000 SH SOLE 219000 0 0 D ALLIANCE ATLANTIS COMMUNIC COMMSTCK 01853E204 3796 199775 SH SOLE 199775 0 0 D ALLIANCE BANKSHARES CORP COMMSTCK 018535104 2743 152300 SH SOLE 152300 0 0 D ALLIANCE DATA SYSTEM CORP COMMSTCK 018581108 470 14000 SH SOLE 14000 0 0 D ALLIANCE GAMING CORP COMMSTCK 01859P609 566 17625 SH SOLE 17625 0 0 D ALLIANT TECH SYS 144A 2.75 CNVRTBND 018804AG9 40245 39650000 PRN SOLE 39650000 0 0 D ALLSTATE CORP COMMSTCK 020002101 35503 780964 SH SOLE 780964 0 0 D ALLTEL CORP COMMSTCK 020039103 122211 2449607 SH SOLE 2449607 0 0 D ALTERA CORPORATION COMMSTCK 021441100 4873 238300 SH SOLE 238300 0 0 D ALTIRIS INC COMMSTCK 02148M100 215 7700 SH SOLE 7700 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 27065 497067 SH SOLE 497067 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 3952 106321 SH SOLE 106321 0 0 D AMBAC FINANCIAL GROUP INC COMMSTCK 023139108 57014 772760 SH SOLE 772760 0 0 D AMEREN CORP COMMSTCK 023608102 6321 137135 SH SOLE 137135 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 20071 519300 SH SOLE 519300 0 0 D AMERICAN CAPITAL STRATEGIE COMMSTCK 024937104 3210 96582 SH SOLE 96582 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 38251 1161926 SH SOLE 1161926 0 0 D AMERICAN EXPRESS 1.00%, 04 COMPAPER 02581RD83 4999 5000000 SH SOLE 5000000 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 104430 2014084 SH SOLE 2014084 0 0 D AMERICAN FINANCIAL REALTY COMMSTCK 02607P305 512 30199 SH SOLE 30199 0 0 D AMERICAN GREETINGS CORP COMMSTCK 026375105 12940 568300 SH SOLE 568300 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 176570 2474698 SH SOLE 2474698 0 0 D AMERICAN ITALIAN PASTA CO- COMMSTCK 027070101 499 12500 SH SOLE 12500 0 0 D American Management System COMMSTCK 027352103 2017 105075 SH SOLE 105075 0 0 D AMERICAN POWER CONVERSION COMMSTCK 029066107 18755 815100 SH SOLE 815100 0 0 D AMERICAN SAFETY INS COMMSTCK G02995101 1357 93225 SH SOLE 93225 0 0 D AMERICAN STANDARD COMPANIE COMMSTCK 029712106 81370 715344 SH SOLE 715344 0 0 D AMERIGROUP CORP COMMSTCK 03073T102 4608 100835 SH SOLE 100835 0 0 D AMGEN INC COMMSTCK 031162100 35331 607382 SH SOLE 607382 0 0 D AMN HEALTHCARE SERVICES IN COMMSTCK 001744101 2042 111293 SH SOLE 111293 0 0 D AMSURG CORP COMMSTCK 03232P405 306 13463 SH SOLE 13463 0 0 D ANADARKO PETROLEUM CORP COMMSTCK 032511107 37774 728390 SH SOLE 728390 0 0 D ANALOG DEVICES INC COMMSTCK 032654105 24495 510200 SH SOLE 510200 0 0 D ANGLOGOLD ASHANTI LTD SPON DEPRECPT 035128206 12630 298800 SH SOLE 298800 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 20192 395928 SH SOLE 395928 0 0 D ANTEON INTL CORP COMMSTCK 03674E108 3791 131221 SH SOLE 131221 0 0 D ANTHEM INC COMMSTCK 03674B104 4685 51687 SH SOLE 51687 0 0 D APACHE CORP COMMSTCK 037411105 25099 581407 SH SOLE 581407 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 4533 145795 SH SOLE 145795 0 0 D APOGENT TECHNOLOGIES INC COMMSTCK 03760A101 31623 1030735 SH SOLE 1030735 0 0 D APOLLO GROUP INC CL A COMMSTCK 037604105 6261 72715 SH SOLE 72715 0 0 D APPLE COMPUTER INC COMMSTCK 037833100 23154 855960 SH SOLE 855960 0 0 D APPLEBEE'S INTL INC COMMSTCK 037899101 1121 27106 SH SOLE 27106 0 0 D APPLIED FILMS CORP COMMSTCK 038197109 2823 101200 SH SOLE 101200 0 0 D APPLIED INDUSTRIAL TECHNOL COMMSTCK 03820C105 4049 178218 SH SOLE 178218 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 97815 4575081 SH SOLE 4575081 0 0 D APPLIED MICRO CIRCUITS COR COMMSTCK 03822W109 9325 1621757 SH SOLE 1621757 0 0 D AQUA AMERICA INC. COMMSTCK 03836W103 17372 801275 SH SOLE 801275 0 0 D ARACRUZ CELLULOSE SA SPON DEPRECPT 038496204 5748 150270 SH SOLE 150270 0 0 D ARBITRON, INC. COMMSTCK 03875Q108 1998 49635 SH SOLE 49635 0 0 D ARCHSTONE- SMITH TRUST COMMSTCK 039583109 5185 175702 SH SOLE 175702 0 0 D ARDEN REALTY GROUP INC COMMSTCK 039793104 6456 199705 SH SOLE 199705 0 0 D ARISTOCRAT LEIS REGS 5% DU CNVRTBND EC3940383 683313 15750000 PRN SOLE 15750000 0 0 D ARROW ELECTRONIC 0.%, 02/2 CNVRTBND 042735AY6 43105 81331000 PRN SOLE 81331000 0 0 D AT&T CORP COMMSTCK 001957505 56321 2877949 SH SOLE 2877949 0 0 D AT&T WIRELESS SERVICES INC COMMSTCK 00209A106 58629 4307784 SH SOLE 4307784 0 0 D ATI TECHNOLOGIES COMMSTCK 001941103 19402 1190300 SH SOLE 1190300 0 0 D ATMI INC COMMSTCK 00207R101 712 27051 SH SOLE 27051 0 0 D ATOS ORIGIN MISCEQTY 565478105 1226 23117 SH SOLE 23117 0 0 D ATWOOD OCEANICS INC. COMMSTCK 050095108 1785 50150 SH SOLE 50150 0 0 D AUTODESK, INC. COMMSTCK 052769106 11257 356004 SH SOLE 356004 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 103130 2455467 SH SOLE 2455467 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 5293 98794 SH SOLE 98794 0 0 D AVOCENT CORP COMMSTCK 053893103 2355 64007 SH SOLE 64007 0 0 D AXCELIS TECH 4.25%, 01/15/ CNVRTBND 054540AB5 68150 68150000 PRN SOLE 68150000 0 0 D BALL CORP COMMSTCK 058498106 74088 1093062 SH SOLE 1093062 0 0 D BALLY TOTAL FITNESS HOLDIN COMMSTCK 05873K108 310 52900 SH SOLE 52900 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460303 9450 196269 SH SOLE 196269 0 0 D BANCO ITAU S.A. Spon. ADR DEPRECPT 059602201 2937 62800 SH SOLE 62800 0 0 D BANCO SANTANDER CHILE SPON DEPRECPT 05965X109 3224 119859 SH SOLE 119859 0 0 D BANK NEW YORK INC COMMSTCK 064057102 143052 4541321 SH SOLE 4541321 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 252044 3112417 SH SOLE 3112417 0 0 D BANKATLANTIC BANCORP INC-A COMMSTCK 065908501 4116 242710 SH SOLE 242710 0 0 D BANNER CORP COMMSTCK 06652V109 2921 99716 SH SOLE 99716 0 0 D BARNES & NOBLE INC COMMSTCK 067774109 23317 715236 SH SOLE 715236 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 19764 430580 SH SOLE 430580 0 0 D BASSETT FURNITURE INDS INC COMMSTCK 070203104 992 50000 SH SOLE 50000 0 0 D BAXTER INTL INC COMMSTCK 071813109 21151 684730 SH SOLE 684730 0 0 D BEA SYSTEMS INC 4% 12/15/0 CNVRTBND 073325AD4 42130 41973000 PRN SOLE 41973000 0 0 D BEA SYSTEMS, INC COMMSTCK 073325102 3256 255200 SH SOLE 255200 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 131574 2713995 SH SOLE 2713995 0 0 D BED BATH& BEYOND INC. COMMSTCK 075896100 3222 77150 SH SOLE 77150 0 0 D BEDFORD PROPERTY INVESTORS COMMSTCK 076446301 4747 155785 SH SOLE 155785 0 0 D BELL MICROPRODUCTS 3.75%, CNVRTBND 078137AA4 41764 43000000 PRN SOLE 43000000 0 0 D BELLSOUTH CORP COMMSTCK 079860102 199124 7191184 SH SOLE 7191184 0 0 D BENCHMARK ELECTRONIC INC COMMSTCK 08160H101 302 9605 SH SOLE 9605 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 26991 8676 SH SOLE 8676 0 0 D BERKSHIRE HATHAWAY INC. CL COMMSTCK 084670108 90408 969 SH SOLE 969 0 0 D BEST BUY CO INC COMMSTCK 086516101 5876 113615 SH SOLE 113615 0 0 D BIOGEN IDEC INC COMMSTCK 09062X103 4543 81705 SH SOLE 81705 0 0 D BIOMET INC COMMSTCK 090613100 63474 1654687 SH SOLE 1654687 0 0 D BJ SERVICES CO COMMSTCK 055482103 3899 90100 SH SOLE 90100 0 0 D BJ'S WHOLESALE CLUB INC COMMSTCK 05548J106 29775 1169928 SH SOLE 1169928 0 0 D BLYTH INDUSTRIES INC COMMSTCK 09643P108 3331 101945 SH SOLE 101945 0 0 D BOEING CO COMMSTCK 097023105 45362 1104496 SH SOLE 1104496 0 0 D BORG-WARNER AUTOMOTIVE INC COMMSTCK 099724106 2681 31600 SH SOLE 31600 0 0 D BORLAND SOFTWARE CORP COMMSTCK 099849101 6212 684175 SH SOLE 684175 0 0 D BOSTON COMM GROUP COMMSTCK 100582105 8140 686938 SH SOLE 686938 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 9855 181462 SH SOLE 181462 0 0 D BP PLC ADR DEPRECPT 055622104 41334 807304 SH SOLE 807304 0 0 D BRANDYWINE REALTY TRUST COMMSTCK 105368203 3483 114012 SH SOLE 114012 0 0 D BRASIL DISTR PAO ACU-SP AD DEPRECPT 20440T201 8304 394500 SH SOLE 394500 0 0 D BRINKER INTERNATIONAL INC COMMSTCK 109641100 49850 1314261 SH SOLE 1314261 0 0 D BRISTOL MYERS SQUIBB CO COMMSTCK 110122108 24347 1004839 SH SOLE 1004839 0 0 D BROCADE COMM SYSTEMS INC COMMSTCK 111621108 3028 454600 SH SOLE 454600 0 0 D BROOKS AUTOMATION 4.75% 06 CNVRTBND 11434AAB6 103803 104587000 PRN SOLE 104587000 0 0 D BROOKS AUTOMATION INC COMMSTCK 114340102 3375 160888 SH SOLE 160888 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 44825 1423014 SH SOLE 1423014 0 0 D C. R. BARD, INC. COMMSTCK 067383109 297 3043 SH SOLE 3043 0 0 D CACI INTERNATIONAL INC - C COMMSTCK 127190304 446 10380 SH SOLE 10380 0 0 D CADENCE DESIGN SYS INC COMMSTCK 127387108 2988 202700 SH SOLE 202700 0 0 D CAESARS ENTERTAIN. INC. COMMSTCK 127687101 8806 675300 SH SOLE 675300 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 4890 108779 SH SOLE 108779 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 74398 2728195 SH SOLE 2728195 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 61831 1572098 SH SOLE 1572098 0 0 D CANON, INC. - ADR DEPRECPT 138006309 78700 1519314 SH SOLE 1519314 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 5253 547200 SH SOLE 547200 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 43553 632118 SH SOLE 632118 0 0 D CAREER EDUCATION CORP COMMSTCK 141665109 9821 173400 SH SOLE 173400 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 2749 83615 SH SOLE 83615 0 0 D CATELLUS DEVEL CORP COMMSTCK 149113102 4895 188214 SH SOLE 188214 0 0 D CATERPILLAR INC COMMSTCK 149123101 86804 1097809 SH SOLE 1097809 0 0 D CBL & ASSOCIATES PROPERTIE COMMSTCK 124830100 5028 81973 SH SOLE 81973 0 0 D CEC ENTERTAINMENT INC COMMSTCK 125137109 1029 29662 SH SOLE 29662 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 23206 663600 SH SOLE 663600 0 0 D CELGENE CORP COMMSTCK 151020104 5401 113350 SH SOLE 113350 0 0 D CEMIG SA SPONS ADR COMMSTCK 204409601 2733 156608 SH SOLE 156608 0 0 D CENTRAL FREIGHT LINES INC. COMMSTCK 153491105 3274 248975 SH SOLE 248975 0 0 D CENTRAL PARKING CORP COMMSTCK 154785109 9085 452425 SH SOLE 452425 0 0 D CENTURYTEL INC COMMSTCK 156700106 28352 1031375 SH SOLE 1031375 0 0 D CHARLES RIVER LABORATORIES COMMSTCK 159864107 2277 53150 SH SOLE 53150 0 0 D CHARMING SHOPPES COMMSTCK 161133103 5834 748848 SH SOLE 748848 0 0 D CHARTER ONE FINL INC COMMSTCK 160903100 135262 3825295 SH SOLE 3825295 0 0 D CHATTEM INC COMMSTCK 162456107 7586 292665 SH SOLE 292665 0 0 D CHECK POINT SOFTWARE TECH COMMFORN M22465104 7372 323778 SH SOLE 323778 0 0 D CHELSEA PROPERTY GROUP INC COMMSTCK 163421100 4922 78204 SH SOLE 78204 0 0 D CHEROKEE INTERNATION CORPO COMMSTCK 164450108 319 22140 SH SOLE 22140 0 0 D CHEVRONTEXACO CORP COMMSTCK 166764100 259171 2952498 SH SOLE 2952498 0 0 D CHINA LIFE INSURANCE CO-AD COMMSTCK 16939P106 3174 126900 SH SOLE 126900 0 0 D CHIRON CORP COMMSTCK 170040109 3085 70100 SH SOLE 70100 0 0 D CHOICEPOINT INC COMMSTCK 170388102 845 22214 SH SOLE 22214 0 0 D CHUBB CORP COMMSTCK 171232101 139285 2002950 SH SOLE 2002950 0 0 D CHURCH & DWIGHT CO INC COMMSTCK 171340102 390 9010 SH SOLE 9010 0 0 D CIA CERVECERIA UNIDAS-SP A DEPRECPT 204429104 7923 346600 SH SOLE 346600 0 0 D CIA SANEAMENTO BASICO - AD DEPRECPT 20441A102 3209 258800 SH SOLE 258800 0 0 D CIA VALE DO RIO DOCE SP AD DEPRECPT 204412100 15756 336300 SH SOLE 336300 0 0 D CIENA CORP COMMSTCK 171779101 801 161200 SH SOLE 161200 0 0 D CIGNA CORP COMMSTCK 125509109 54525 923847 SH SOLE 923847 0 0 D CINERGY CORP COMMSTCK 172474108 6899 168716 SH SOLE 168716 0 0 D CINTAS CORP COMMSTCK 172908105 1535 35298 SH SOLE 35298 0 0 D CISCO SYSTEMS INC COMMSTCK 17275R102 26982 1147187 SH SOLE 1147187 0 0 D CITIGROUP INC. COMMSTCK 172967101 258818 5006144 SH SOLE 5006144 0 0 D CITY NATIONAL CORP COMMSTCK 178566105 26875 448664 SH SOLE 448664 0 0 D CLAIRE'S STORES INC COMMSTCK 179584107 3351 160815 SH SOLE 160815 0 0 D CLEAR CHANNEL COMMUNICATIO COMMSTCK 184502102 55966 1321518 SH SOLE 1321518 0 0 D CLOROX COMPANY COMMSTCK 189054109 3548 72542 SH SOLE 72542 0 0 D CMS ENERGY 144A 3.375%, 07 CNVRTBND 125896AS9 11671 10550000 PRN SOLE 10550000 0 0 D CMS ENERGY 144A CNPFD 4.5% CNVRTPRF 125896803 56990 984700 SH SOLE 984700 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 38134 758126 SH SOLE 758126 0 0 D COEUR D'ALENE MINES CORP. CNVRTBND 192108AQ1 62546 55350000 PRN SOLE 55350000 0 0 D COGNIZANT TECH SOLUTIONS C COMMSTCK 192446102 7111 157149 SH SOLE 157149 0 0 D COLGATE PALMOLIVE CO. COMMSTCK 194162103 109552 1988236 SH SOLE 1988236 0 0 D COLONIAL PROPERTIES TRUST COMMSTCK 195872106 1929 47275 SH SOLE 47275 0 0 D COMCAST CORP - SPECIAL CL COMMSTCK 20030N200 3467 124345 SH SOLE 124345 0 0 D COMCAST CORP CL A COMMSTCK 20030N101 32799 1141219 SH SOLE 1141219 0 0 D COMMERCIAL FEDERAL CORP COMMSTCK 201647104 2184 79125 SH SOLE 79125 0 0 D COMMSCOPE INC. 144A 1.00%, CNVRTBND 203372AC1 48320 46350000 PRN SOLE 46350000 0 0 D COMMUNITY HEALTH 4.25% 10/ CNVRTBND 203668AA6 70518 64180000 PRN SOLE 64180000 0 0 D COMPANHIA DE BEBIDAS PR AD DEPRECPT 20441W203 8482 424100 SH SOLE 424100 0 0 D COMPANIA DE TELECOM. SPONS DEPRECPT 204449300 3043 247432 SH SOLE 247432 0 0 D COMPUTER NETWORK TECHNOLOG COMMSTCK 204925101 620 77530 SH SOLE 77530 0 0 D COMPUTER SCIENCES CORP COMMSTCK 205363104 58192 1442902 SH SOLE 1442902 0 0 D CONAGRA INC. 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COMMSTCK 84855W109 1166 32453 SH SOLE 32453 0 0 D SPX CORP COMMSTCK 784635104 17380 382150 SH SOLE 382150 0 0 D SRA INTERNATIONAL INC-CL A COMMSTCK 78464R105 363 9835 SH SOLE 9835 0 0 D ST JUDE MEDICAL INC COMMSTCK 790849103 69860 968931 SH SOLE 968931 0 0 D STAGE STORES INC COMMSTCK 85254C305 4771 123305 SH SOLE 123305 0 0 D STAPLES INC COMMSTCK 855030102 5983 235635 SH SOLE 235635 0 0 D STARBUCKS CORP COMMSTCK 855244109 8241 218300 SH SOLE 218300 0 0 D STARWOOD HOTELS & RESORTS COMMSTCK 85590A203 7492 184992 SH SOLE 184992 0 0 D STATE STREET BANK 1.01%, 0 COMPAPER 85747JDK0 12250 12250000 SH SOLE 12250000 0 0 D STATE STREET CORP COMMSTCK 857477103 115564 2216836 SH SOLE 2216836 0 0 D STATEN ISLAND BANCORP INC COMMSTCK 857550107 4457 179146 SH SOLE 179146 0 0 D STELMAR SHIPPING LIMITED COMMFORN V8726M103 9093 315197 SH SOLE 315197 0 0 D STERICYCLE INC COMMSTCK 858912108 422 8810 SH SOLE 8810 0 0 D STERLING BANCSHARES INC/TX COMMSTCK 858907108 3112 232430 SH SOLE 232430 0 0 D STEWART INFO SVCS COMMSTCK 860372101 1317 33519 SH SOLE 33519 0 0 D STORAGE TECHNOLOGY CORP. COMMSTCK 862111200 26448 950350 SH SOLE 950350 0 0 D STRYKER CORP COMMSTCK 863667101 9415 106347 SH SOLE 106347 0 0 D SUN BANCORP INC - NJ COMMSTCK 86663B102 971 38375 SH SOLE 38375 0 0 D SUN MICROSYSTEMS INC COMMSTCK 866810104 41297 9927196 SH SOLE 9927196 0 0 D SUNCOR ENERGY INC COMMFORN 867229106 61693 2255690 SH SOLE 2255690 0 0 D SUNGARD DATA SYSTEMS INC COMMSTCK 867363103 49943 1822750 SH SOLE 1822750 0 0 D SUNOCO INC COMMSTCK 86764P109 19935 319580 SH SOLE 319580 0 0 D SUNRISE SENIOR LIVING, INC COMMSTCK 86768K106 3691 102957 SH SOLE 102957 0 0 D SUNTRUST BANKS INC COMMSTCK 867914103 118754 1703544 SH SOLE 1703544 0 0 D SUPERVALU INC COMMSTCK 868536103 2327 76200 SH SOLE 76200 0 0 D SURGUTNEFTEGAZ SPON ADR DEPRECPT 868861204 16459 430300 SH SOLE 430300 0 0 D SWIFT ENERGY CO COMMSTCK 870738101 9929 526760 SH SOLE 526760 0 0 D SYBRON DENTAL SPECIALTIES COMMSTCK 871142105 6771 248476 SH SOLE 248476 0 0 D SYMANTEC CORP COMMSTCK 871503108 62357 1346797 SH SOLE 1346797 0 0 D SYMBOL TECHNOLOGIES INC COMMSTCK 871508107 15772 1142872 SH SOLE 1142872 0 0 D SYNOPSYS INC COMMSTCK 871607107 40564 1400704 SH SOLE 1400704 0 0 D SYSCO CORP COMMSTCK 871829107 83137 2128981 SH SOLE 2128981 0 0 D T ROWE PRICE GROUP INC COMMSTCK 74144T108 172883 3211642 SH SOLE 3211642 0 0 D TAIWAN SEMI MFG CO SPON AD DEPRECPT 874039100 20226 1937366 SH SOLE 1937366 0 0 D TAKE-TWO INTERACTIVE SOFTW COMMSTCK 874054109 8006 217675 SH SOLE 217675 0 0 D TALX CORP COMMSTCK 874918105 687 31300 SH SOLE 31300 0 0 D TARGET CORP COMMSTCK 87612E106 158133 3510939 SH SOLE 3510939 0 0 D TARO PHARMACEUTICAL INDUS COMMFORN 287242301 615 10605 SH SOLE 10605 0 0 D TAUBMAN CENTERS INC COMMSTCK 876664103 3295 130890 SH SOLE 130890 0 0 D TCF FINANCIAL CORP COMMSTCK 872275102 22002 430829 SH SOLE 430829 0 0 D TECH DATA CORP COMMSTCK 878237106 8858 216370 SH SOLE 216370 0 0 D TECHNE CORPORATION COMMSTCK 878377100 2862 70126 SH SOLE 70126 0 0 D TELEKOMUNIK INDONESIA SP A COMMSTCK 715684106 1906 113106 SH SOLE 113106 0 0 D TELEMIG CELULAR PART ADR U PFDDEPR 87944E105 8211 210000 SH SOLE 210000 0 0 D TELENORTE LESTE PFD ADR PFDDEPR 879246106 9357 720907 SH SOLE 720907 0 0 D TELEPHONE & DATA SYSTEMS I COMMSTCK 879433100 35238 497223 SH SOLE 497223 0 0 D TELESP CELULAR PART ADR W/ PFDDEPR 87952L108 3484 381600 SH SOLE 381600 0 0 D TELLABS INC COMMSTCK 879664100 11046 1279968 SH SOLE 1279968 0 0 D TENARIS S.A. ADR DEPRECPT 88031M109 2353 71745 SH SOLE 71745 0 0 D TENET HEALTHCARE CORP COMMSTCK 88033G100 41704 3736951 SH SOLE 3736951 0 0 D TETRA TECH INC COMMSTCK 88162G103 1137 53000 SH SOLE 53000 0 0 D TEVA PHARMACEUTICAL SP ADR DEPRECPT 881624209 30521 481330 SH SOLE 481330 0 0 D TEXAS CAPITAL BANCSHARES, COMMSTCK 88224Q107 3646 224785 SH SOLE 224785 0 0 D TEXAS INSTRUMENTS INC COMMSTCK 882508104 112443 3848157 SH SOLE 3848157 0 0 D THE BISYS GROUP INC COMMSTCK 055472104 10730 640192 SH SOLE 640192 0 0 D THE BRINKS CO COMMSTCK 109696104 2388 86596 SH SOLE 86596 0 0 D THE PMI GROUP INC COMMSTCK 69344M101 24276 649792 SH SOLE 649792 0 0 D TIFFANY & CO. COMMSTCK 886547108 411 10777 SH SOLE 10777 0 0 D TIME WARNER INC COMMSTCK 887317105 96609 5730096 SH SOLE 5730096 0 0 D TIMKEN CO COMMSTCK 887389104 10272 442200 SH SOLE 442200 0 0 D TJX COMPANIES INC COMMSTCK 872540109 6274 255450 SH SOLE 255450 0 0 D TKR CHANGE SEE SPSSE INVAL COMMSTCK 4892 267339 SH SOLE 267339 0 0 D TODCO-A COMMSTCK 88889T107 3981 272650 SH SOLE 272650 0 0 D TOM BROWN INC COMMSTCK 115660201 3039 80816 SH SOLE 80816 0 0 D TOMMY HILFIGER CORP COMMSTCK G8915Z102 2110 124100 SH SOLE 124100 0 0 D TOWER AUTOMOTIVE INC 5%, D CNVRTBND 891707AE1 25162 26210000 PRN SOLE 26210000 0 0 D TRANSOCEAN SEDCO FOREX INC COMMSTCK G90078109 97875 3509332 SH SOLE 3509332 0 0 D TRIAD HOSPITALS INC COMMSTCK 89579K109 43716 1418433 SH SOLE 1418433 0 0 D TRIQUINT SEMI CONV 4.00%, CNVRTBND 89674KAB9 109397 109809000 PRN SOLE 109809000 0 0 D TRIZEC PROPERTIES INC COMMSTCK 89687P107 11869 692078 SH SOLE 692078 0 0 D TRUSTCO BK CORP NY COMMSTCK 898349105 2998 222700 SH SOLE 222700 0 0 D TUESDAY MORNING CORP COMMSTCK 899035505 2400 69650 SH SOLE 69650 0 0 D TUPPERWARE CORP COMMSTCK 899896104 5509 309344 SH SOLE 309344 0 0 D TXI CAP TRUST I CNVRTPRF 873119200 28842 651800 SH SOLE 651800 0 0 D TYCO INTERNATIONAL LIMITED COMMSTCK 902124106 122610 4279584 SH SOLE 4279584 0 0 D UCBH HOLDINGS INC COMMSTCK 90262T308 260 6500 SH SOLE 6500 0 0 D UGI CORP COMMSTCK 902681105 2360 71690 SH SOLE 71690 0 0 D ULTRAPAR PARTICPAC SPON AD DEPRECPT 90400P101 969 81800 SH SOLE 81800 0 0 D UNIBANCO SA GDR DEPRECPT 90458E107 9020 368600 SH SOLE 368600 0 0 D UNIFI INC COMMSTCK 904677101 1542 348011 SH SOLE 348011 0 0 D UNION PAC CORP COMMSTCK 907818108 36264 606225 SH SOLE 606225 0 0 D UNION PLANTERS CORP COMMSTCK 908068109 2024 67800 SH SOLE 67800 0 0 D UNIT CORP COMMSTCK 909218109 5023 183179 SH SOLE 183179 0 0 D UNITED DOMINION REALTY INC COMMSTCK 910197102 2555 130248 SH SOLE 130248 0 0 D UNITED HEALTHCARE GROUP IN COMMSTCK 91324P102 38147 591976 SH SOLE 591976 0 0 D UNITED MICROECLECTRONIC AD DEPRECPT 910873207 4459 857541 SH SOLE 857541 0 0 D UNITED NATURAL FOODS INC COMMSTCK 911163103 573 11905 SH SOLE 11905 0 0 D UNITED PARCEL SERVICE COMMSTCK 911312106 108548 1554238 SH SOLE 1554238 0 0 D UNITED TECHNOLOGIES CORP COMMSTCK 913017109 151642 1757144 SH SOLE 1757144 0 0 D UNIVERSAL HEALTH REALTY IN COMMSTCK 91359E105 4351 129101 SH SOLE 129101 0 0 D UNIVERSAL HEALTH SERVICES COMMSTCK 913903100 974 21150 SH SOLE 21150 0 0 D UNIVISION COMM INC COMMSTCK 914906102 243 7360 SH SOLE 7360 0 0 D US BANCORP COMMSTCK 902973304 77396 2799135 SH SOLE 2799135 0 0 D UST INC COMMSTCK 902911106 2021 56000 SH SOLE 56000 0 0 D UTI WORLDWIDE INC COMMSTCK 267636852 429 9580 SH SOLE 9580 0 0 D UTSTARCOM INC COMMSTCK 918076100 29866 1038452 SH SOLE 1038452 0 0 D VALASSIS COMMUNICATIONS COMMSTCK 918866104 1490 49000 SH SOLE 49000 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAA2 14479 13500000 PRN SOLE 13500000 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAC8 5481 5000000 PRN SOLE 5000000 0 0 D VALSPAR CORP COMMSTCK 920355104 6365 129300 SH SOLE 129300 0 0 D VARCO INTERNATIONAL INC COMMSTCK 922122106 8078 448555 SH SOLE 448555 0 0 D VARIAN SEMICONDUCTOR EQUIP COMMSTCK 922207105 1769 42126 SH SOLE 42126 0 0 D VECTREN CORPORATION COMMSTCK 92240G101 30052 1218148 SH SOLE 1218148 0 0 D VEECO INSTRUMENTS 4.125% 1 CNVRTBND 922417AB6 51128 49280000 PRN SOLE 49280000 0 0 D VENTAS INC COMMSTCK 92276F100 6022 219142 SH SOLE 219142 0 0 D VERINT SYSTEMS, INC. COMMSTCK 92343X100 11128 360140 SH SOLE 360140 0 0 D VERISIGN, INC. COMMSTCK 92343E102 2928 176500 SH SOLE 176500 0 0 D VERITAS SOFTWARE CORP COMMSTCK 923436109 4378 162700 SH SOLE 162700 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 46933 1284425 SH SOLE 1284425 0 0 D VERTEX PHARM 144A 5.75%, 0 CNVRTBND 92532FAE0 83622 87907000 PRN SOLE 87907000 0 0 D VIACOM, INC. CLASS B COMMSTCK 925524308 89678 2287118 SH SOLE 2287118 0 0 D VODAFONE GROUP PLC PLC - S DEPRECPT 92857W100 38374 1605624 SH SOLE 1605624 0 0 D VORNADO REALTY TRUST COMMSTCK 929042109 8508 140681 SH SOLE 140681 0 0 D VULCAN MATERIALS CO COMMSTCK 929160109 6404 135000 SH SOLE 135000 0 0 D WABASH NATIONAL 144A 3.25% CNVRTBND 929566AB3 58262 39500000 PRN SOLE 39500000 0 0 D WABTAC COMMSTCK 929740108 9100 639025 SH SOLE 639025 0 0 D WAL-MART STORES INC COMMSTCK 931142103 130216 2181542 SH SOLE 2181542 0 0 D WALGREEN CO COMMSTCK 931422109 120999 3672187 SH SOLE 3672187 0 0 D WASHINGTON MUTUAL INC COMMSTCK 939322103 110763 2593354 SH SOLE 2593354 0 0 D WASTE CONNECTIONS INC COMMSTCK 941053100 336 8440 SH SOLE 8440 0 0 D WASTE MANAGEMENT INC COMMSTCK 94106L109 75417 2498902 SH SOLE 2498902 0 0 D WATERS CORP COMMSTCK 941848103 6016 147300 SH SOLE 147300 0 0 D WATSON PHARMACEUTICALS INC COMMSTCK 942683103 2828 66100 SH SOLE 66100 0 0 D WATSON WYATT & COMPANY HOL COMMSTCK 942712100 4675 185210 SH SOLE 185210 0 0 D WAUSAU-MOSINEE PAPER CORP COMMSTCK 943315101 1867 132475 SH SOLE 132475 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 30293 720750 SH SOLE 720750 0 0 D WEB MD CORP COMMSTCK 94769M105 2748 309100 SH SOLE 309100 0 0 D WEBSTER FINANCIAL CO COMMSTCK 947890109 2648 52225 SH SOLE 52225 0 0 D WEINGARTEN RLTY INVESTORS COMMSTCK 948741103 3627 104820 SH SOLE 104820 0 0 D WELLMAN INC COMMSTCK 949702104 1306 156350 SH SOLE 156350 0 0 D WELLPOINT HEALTH NETWORKS COMMSTCK 94973H108 118655 1043397 SH SOLE 1043397 0 0 D WELLS FARGO CO COMMSTCK 949746101 106718 1883152 SH SOLE 1883152 0 0 D WEYERHAEUSER CO COMMSTCK 962166104 38445 586942 SH SOLE 586942 0 0 D WHITE MOUNTAINS INSURANCE COMMSTCK G9618E107 41499 79122 SH SOLE 79122 0 0 D WHITNEY HOLDING WTNY COMMSTCK 966612103 4770 114272 SH SOLE 114272 0 0 D WILD OATS MARKETS INC COMMSTCK 96808B107 1929 163040 SH SOLE 163040 0 0 D WILEY JOHN & SONS CL A COMMSTCK 968223206 117038 3910395 SH SOLE 3910395 0 0 D WILLIS GROUP HOLDINGS LTD COMMSTCK G96655108 36727 987289 SH SOLE 987289 0 0 D WILSON GRTBATCH TECH 2.25% CNVRTBND 972232AB8 53586 46800000 PRN SOLE 46800000 0 0 D WIPRO LTD-ADR COMMSTCK 97651M109 3160 75000 SH SOLE 75000 0 0 D WOLVERINE WORLD WIDE INC COMMSTCK 978097103 339 14035 SH SOLE 14035 0 0 D WORTHINGTON INDS INC COMMSTCK 981811102 4 200 SH SOLE 200 0 0 D WPP GROUP PLC SPONSORED AD DEPRECPT 929309300 1260 24737 SH SOLE 24737 0 0 D WRIGLEY (WM) JR CO COMMSTCK 982526105 15271 258297 SH SOLE 258297 0 0 D WYETH COMMSTCK 983024100 9372 249575 SH SOLE 249575 0 0 D YANKEE CANDLE CO COMMSTCK 984757104 1690 61275 SH SOLE 61275 0 0 D YUKOS ADR DEPRECPT 98849W108 18836 312300 SH SOLE 312300 0 0 D YUM BRANDS INC COMMSTCK 988498101 59203 1558381 SH SOLE 1558381 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 35903 486620 SH SOLE 486620 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 30643 535722 SH SOLE 535722 0 0 D ZORAN CORPORATION COMMSTCK 98975F101 8106 466950 SH SOLE 466950 0 0 S REPORT SUMMARY 892 DATA RECORDS 26064733
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