13F-HR 1 form13fq022004final.txt FORM 13F JUNE 30, 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 FORM 13F Cover Page Report for the Calendar Year or Quarter Ended June 30, 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 J. Wolin ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) Boston, MA August 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: 908 Form 13F Information Table Value Total: $26,623,812 (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 *INVALID AFFORDABLE SEE TK COMMSTCK 121111552 588 35400 SH SOLE 35400 0 0 D AAR CORP COMMSTCK 000361105 1691 148950 SH SOLE 148950 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 80135 1966006 SH SOLE 1966006 0 0 D ACCENTURE LTD CLA COMMSTCK G1150G111 8792 319935 SH SOLE 319935 0 0 D ACCREDO HEALTH INC COMMSTCK 00437V104 633 16250 SH SOLE 16250 0 0 D ADAPTEC INC 0.75%, 12/22/2 CNVRTBND 00651FAG3 49375 50000000 PRN SOLE 50000000 0 0 D ADAPTEC INC 144A 0.75%, 12 CNVRTBND 00651FAF5 5826 5900000 PRN SOLE 5900000 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 61084 1313639 SH SOLE 1309471 0 0 D ADOLOR CORPORATION COMMSTCK 00724X102 1006 79300 SH SOLE 79300 0 0 D ADVANCED GLASSFIBER COMMSTCK 00724X102 0 27 SH SOLE 27 0 0 D ADVANCED GLASSFIBER COMMSTCK 00724X102 2 33 SH SOLE 33 0 0 D ADVANCED ENERGY IND 5.25%, CNVRTBND 007973AA8 44814 45267000 PRN SOLE 45267000 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 1403 89233 SH SOLE 89233 0 0 D ADVANCED MARKETING SERVICE COMMSTCK 00753T105 2257 174840 SH SOLE 174840 0 0 D ADVANTA CORP CL A COMMSTCK 007942105 4100 186950 SH SOLE 186950 0 0 D ADVANTA CORP CL B NON VTG COMMSTCK 007942204 8904 388481 SH SOLE 388481 0 0 D AEROFLEX INC COMMSTCK 007768104 2127 148400 SH SOLE 148400 0 0 D AFFILIATED COMPUTER SVCS-A COMMSTCK 008190100 6732 127163 SH SOLE 127163 0 0 D AFFORDABLE RESIDENT COMMUN COMMSTCK 008273104 380 22900 SH SOLE 22900 0 0 D AFLAC INC COMMSTCK 001055102 394 9653 SH SOLE 9653 0 0 D AG EDWARDS INC COMMSTCK 281760108 41518 1220029 SH SOLE 1220029 0 0 D AGL RESOURCES INC COMMSTCK 001204106 3873 133335 SH SOLE 133335 0 0 D AGNICO EAGLE MINES LTD COMMFORN 008474108 2694 203950 SH SOLE 203950 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 73386 1399158 SH SOLE 1399158 0 0 D AIRGAS INC COMMSTCK 009363102 3106 129915 SH SOLE 129915 0 0 D ALABAMA POWER CO PFDF 010392561 2251 98000 SH SOLE 98000 0 0 D ALABAMA PWR CO PFDF 010392611 2645 113000 SH SOLE 113000 0 0 D ALAMOSA HOLDINGS INC PFDF 011589207 1481 2363 SH SOLE 2363 0 0 D ALBERTO-CULVER CO CL B COMMSTCK 013068101 1022 20380 SH SOLE 20380 0 0 D ALCOA INC COMMSTCK 013817101 45682 1383056 SH SOLE 1383056 0 0 D ALCON INC COMMFORN 2852395a1 642 8161 SH SOLE 8161 0 0 D ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 2471 43521 SH SOLE 43521 0 0 D ALLERGAN INC COMMSTCK 018490102 9883 110400 SH SOLE 110400 0 0 D ALLIANCE ATLANTIS COMMUNIC COMMSTCK 01853E204 3706 201425 SH SOLE 201425 0 0 D ALLIANCE BANKSHARES CORP COMMSTCK 018535104 2550 169450 SH SOLE 169450 0 0 D ALLIANCE DATA SYSTEM CORP COMMSTCK 018581108 592 14000 SH SOLE 14000 0 0 D ALLIANT TECH SYS 144A 2.75 CNVRTBND 018804AG9 41038 39650000 PRN SOLE 39650000 0 0 D ALLSTATE CORP COMMSTCK 020002101 60919 1308686 SH SOLE 1308686 0 0 D ALLTEL CORP COMMSTCK 020039103 87332 1725254 SH SOLE 1725254 0 0 D ALLTEL CORP PFDF 020039822 3010 60000 SH SOLE 60000 0 0 D ALNYLAM PHARMACEUTIC INC COMMSTCK 02043Q107 945 125000 SH SOLE 125000 0 0 D ALTERA CORPORATION COMMSTCK 021441100 8717 392300 SH SOLE 392300 0 0 D ALTIRIS INC COMMSTCK 02148M100 213 7700 SH SOLE 7700 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 44103 881178 SH SOLE 881178 0 0 D AMAZON.COM, INC COMMSTCK 023135106 4950 91000 SH SOLE 91000 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 4142 119600 SH SOLE 119600 0 0 D AMBAC FINANCIAL GROUP INC COMMSTCK 023139108 81134 1104760 SH SOLE 1104760 0 0 D AMEREN CORP COMMSTCK 023608102 16416 382135 SH SOLE 382135 0 0 D AMERESCO ESCROW COMMSTCK 03199Q990 11 150000 SH SOLE 150000 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 17629 484700 SH SOLE 484700 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 37260 1164376 SH SOLE 1164376 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 85271 1659618 SH SOLE 1659618 0 0 D AMERICAN GREETINGS CORP COMMSTCK 026375105 25423 1096766 SH SOLE 1096766 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 183909 2580101 SH SOLE 2580101 0 0 D AMERICAN ITALIAN PASTA CO- COMMSTCK 027070101 387 12700 SH SOLE 12700 0 0 D AMERICAN MEDICAL SYSTEMS H COMMSTCK 02744M108 684 20285 SH SOLE 20285 0 0 D AMERICAN POWER CONVERSION COMMSTCK 029066107 16986 864440 SH SOLE 864440 0 0 D AMERICAN SAFETY INS COMMSTCK G02995101 1528 101775 SH SOLE 101775 0 0 D AMERICAN STANDAR COMPANIES COMMSTCK 029712106 84023 2084417 SH SOLE 2084417 0 0 D AMERICAN TOWER CORP COMMSTCK 03027R111 27 140 SH SOLE 140 0 0 D AMERIGROUP CORP COMMSTCK 03073T102 5090 103460 SH SOLE 103460 0 0 D AMGEN INC COMMSTCK 031162100 37792 692533 SH SOLE 692533 0 0 D AMN HEALTHCARE SERVICES IN COMMSTCK 001744101 1713 112018 SH SOLE 112018 0 0 D AMSURG CORP COMMSTCK 03232P405 645 25682 SH SOLE 25682 0 0 D ANADARKO PETROLEUM CORP COMMSTCK 032511107 42951 732947 SH SOLE 732947 0 0 D ANALOG DEVICES INC COMMSTCK 032654105 23966 509050 SH SOLE 509050 0 0 D ANALOGIC CORP. COMMSTCK 032657207 743 17500 SH SOLE 17500 0 0 D ANGLO AMERICAN PLC COMMSTCK 03485P102 7419 355300 SH SOLE 355300 0 0 D ANGLOGOLD ASHANTI LTD SPON DEPRECPT 035128206 9748 303100 SH SOLE 303100 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 17505 324170 SH SOLE 324170 0 0 D ANTEON INTL CORP COMMSTCK 03674E108 2853 87462 SH SOLE 87462 0 0 D ANTHEM INC COMMSTCK 03674B104 4890 54604 SH SOLE 54604 0 0 D APACHE CORP COMMSTCK 037411105 25704 590219 SH SOLE 590219 0 0 D APACHE CORP PFDF 037411402 4922 49300 SH SOLE 49300 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 3066 98500 SH SOLE 98500 0 0 D APOGENT TECHNOLOGIES INC COMMSTCK 03760A101 35105 1097020 SH SOLE 1097020 0 0 D APOLLO GROUP INC CL A COMMSTCK 037604105 443 5022 SH SOLE 5022 0 0 D APOLLO INVESTMENT CORP MFC 03761U106 9926 720825 SH SOLE 720825 0 0 D APPLE COMPUTER INC COMMSTCK 037833100 27901 857427 SH SOLE 857427 0 0 D APPLEBEE'S INTL INC COMMSTCK 037899101 944 40996 SH SOLE 40996 0 0 D APPLIED FILMS CORP COMMSTCK 038197109 3768 129825 SH SOLE 129825 0 0 D APPLIED INDUSTRIAL TECHNOL COMMSTCK 03820C105 5599 185893 SH SOLE 185893 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 77246 3937126 SH SOLE 3937126 0 0 D APPLIED MICRO CIRCUITS COR COMMSTCK 03822W109 2539 477200 SH SOLE 477200 0 0 D APRIA HEALTHCARE GROUP INC COMMSTCK 037933108 2678 93300 SH SOLE 93300 0 0 D AQUA AMERICA INC. COMMSTCK 03836W103 16122 804070 SH SOLE 804070 0 0 D ARACRUZ CELLULOSE SA SPON DEPRECPT 038496204 2393 73270 SH SOLE 73270 0 0 D ARBITRON, INC. COMMSTCK 03875Q108 3042 83285 SH SOLE 83285 0 0 D ARCH WIRELESS COMMSTCK 039392709 0 3 SH SOLE 3 0 0 D ARCHIBALD CANDY CORP COMMSTCK 039525100 1 308 SH SOLE 308 0 0 D ARCHSTONE- SMITH TRUST COMMSTCK 039583109 7054 240500 SH SOLE 240500 0 0 D ARDEN REALTY GROUP INC COMMSTCK 039793104 3353 114000 SH SOLE 114000 0 0 D AT&T CORP COMMSTCK 001957505 36112 2468328 SH SOLE 2468328 0 0 D AT&T WIRELESS SERVICES INC COMMSTCK 00209A106 52516 3667327 SH SOLE 3667327 0 0 D ATI TECHNOLOGIES COMMSTCK 001941103 11339 601200 SH SOLE 601200 0 0 D ATOS ORIGIN MISCEQTY 565478105 1576 29702 SH SOLE 29702 0 0 D ATWOOD OCEANICS INC. COMMSTCK 050095108 2171 52000 SH SOLE 52000 0 0 D AURORA FOODS INC COMMSTCK 05164B106 0 2833 SH SOLE 2833 0 0 D AUTODESK, INC. COMMSTCK 052769106 3960 92500 SH SOLE 92500 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 81346 1942357 SH SOLE 1942357 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 7630 135000 SH SOLE 135000 0 0 D AVID TECHNOLOGY INC COMMSTCK 05367P100 1266 23200 SH SOLE 23200 0 0 D AVOCENT CORP COMMSTCK 053893103 2678 72884 SH SOLE 72884 0 0 D AXCELIS TECH 4.25%, 01/15/ CNVRTBND 054540AB5 68644 69250000 PRN SOLE 69250000 0 0 D BALL CORP COMMSTCK 058498106 90981 1262754 SH SOLE 1262754 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460303 3178 69169 SH SOLE 69169 0 0 D BANCO ITAU S.A. Spon. ADR DEPRECPT 059602201 2929 62800 SH SOLE 62800 0 0 D BANCO SANTANDER CHILE SPON DEPRECPT 05965X109 2704 101259 SH SOLE 101259 0 0 D BANK NEW YORK INC COMMSTCK 064057102 116161 3940355 SH SOLE 3940355 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 262875 3106533 SH SOLE 3106533 0 0 D BANKAMERICA CORP PFDF 060505708 5001 94000 SH SOLE 94000 0 0 D BANKATLANTIC BANCORP INC-A COMMSTCK 065908501 5705 309210 SH SOLE 309210 0 0 D BANNER CORP COMMSTCK 06652V109 3003 103341 SH SOLE 103341 0 0 D BARNES & NOBLE INC COMMSTCK 067774109 24440 719257 SH SOLE 719257 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 35177 1043817 SH SOLE 1043817 0 0 D BAXTER INTL INC COMMSTCK 071813109 24841 719830 SH SOLE 719830 0 0 D BASSET FUNRITURE INDS INC COMMSTCK 070203104 1088 50000 SH SOLE 50000 0 0 D BEA SYSTEMS INC 4% 12/15/0 CNVRTBND 073325AD4 16397 16668000 PRN SOLE 16668000 0 0 D BEA SYSTEMS, INC COMMSTCK 073325102 2080 253100 SH SOLE 253100 0 0 D BEAR STEARNS CO PFDF 073902868 1814 40000 SH SOLE 40000 0 0 D BEAR STEARNS CO PFDF 073902876 2648 57000 SH SOLE 57000 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 135386 2613619 SH SOLE 2613619 0 0 D BED BATH& BEYOND INC. COMMSTCK 075896100 3776 98200 SH SOLE 98200 0 0 D BEDFORD PROPERTY INVESTORS COMMSTCK 076446301 3243 110910 SH SOLE 110910 0 0 D BELL MICROPRODUCTS 3.75%, CNVRTBND 078137AA4 42731 43000000 PRN SOLE 43000000 0 0 D BELLSOUTH CORP COMMSTCK 079860102 176064 6714854 SH SOLE 6714854 0 0 D BENCHMARK ELECTRONIC INC COMMSTCK 08160H101 464 15950 SH SOLE 15950 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 29881 10112 SH SOLE 10112 0 0 D BERKSHIRE HATHAWAY INC. CL COMMSTCK 084670108 87972 989 SH SOLE 989 0 0 D BEST BUY CO INC COMMSTCK 086516101 416 8198 SH SOLE 8198 0 0 D BIOGEN IDEC INC COMMSTCK 09062X103 5168 81705 SH SOLE 81705 0 0 D BIOMET INC COMMSTCK 090613100 66148 1488471 SH SOLE 1488471 0 0 D BIRCH TELECOM INC COMMSTCK 09069B302 2 563 SH SOLE 563 0 0 D BJ SERVICES CO COMMSTCK 055482103 4130 90100 SH SOLE 90100 0 0 D BJ'S WHOLESALE CLUB INC COMMSTCK 05548J106 35930 1437208 SH SOLE 1437208 0 0 D BLYTH INDUSTRIES INC COMMSTCK 09643P108 1801 52220 SH SOLE 52220 0 0 D BOEING CO COMMSTCK 097023105 10300 201600 SH SOLE 201600 0 0 D BORG-WARNER AUTOMOTIVE INC COMMSTCK 099724106 4079 93200 SH SOLE 93200 0 0 D BORLAND SOFTWARE CORP COMMSTCK 099849101 6116 720425 SH SOLE 720425 0 0 D BOSTON COMM GROUP COMMSTCK 100582105 7467 728513 SH SOLE 728513 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 9440 188500 SH SOLE 188500 0 0 D BP PLC ADR DEPRECPT 055622104 69808 1303112 SH SOLE 1303112 0 0 D BRASIL DISTR PAO ACU-SP AD DEPRECPT 20440T201 6235 360400 SH SOLE 360400 0 0 D BRINKER INTERNATIONAL INC COMMSTCK 109641100 32021 938477 SH SOLE 938477 0 0 D BRISTOL MYERS SQUIBB CO COMMSTCK 110122108 55741 2275140 SH SOLE 2275140 0 0 D BROOKFIELD PROPERTIES CORP COMMSTCK 112900105 5721 199000 SH SOLE 199000 0 0 D BROOKS AUTOMATION 4.75% 06 CNVRTBND 11434AAB6 101485 104087000 PRN SOLE 104087000 0 0 D BROOKS AUTOMATION INC COMMSTCK 114340102 4653 230938 SH SOLE 230938 0 0 D BROWN-FORMAN CORP CL B COMMSTCK 115637209 1834 38000 SH SOLE 38000 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 50039 1426838 SH SOLE 1426838 0 0 D C. R. BARD, INC. COMMSTCK 067383109 1036 18286 SH SOLE 18286 0 0 D CACI INTERNATIONAL INC - C COMMSTCK 127190304 561 13869 SH SOLE 13869 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 5029 109800 SH SOLE 109800 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 73525 2735326 SH SOLE 2735326 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 79603 1826187 SH SOLE 1826187 0 0 D CANON, INC. - ADR DEPRECPT 138006309 81347 1523348 SH SOLE 1523348 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 5593 618000 SH SOLE 618000 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 60128 858362 SH SOLE 858362 0 0 D CAREER EDUCATION CORP COMMSTCK 141665109 319 7000 SH SOLE 7000 0 0 D CAREMARK RX INC COMMSTCK 141705103 450 13653 SH SOLE 13653 0 0 D CARNIVAL CORP COMMSTCK 143658300 6721 143000 SH SOLE 143000 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 2922 85815 SH SOLE 85815 0 0 D CARRAMERICA REALTY CORP COMMSTCK 144418100 907 30000 SH SOLE 30000 0 0 D CATELLUS DEVEL CORP COMMSTCK 149113102 7432 301500 SH SOLE 301500 0 0 D CATERPILLAR INC COMMSTCK 149123101 87489 1101330 SH SOLE 1101330 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 20937 663600 SH SOLE 663600 0 0 D CELGENE CORP COMMSTCK 151020104 6490 113350 SH SOLE 113350 0 0 D CENTRAL FREIGHT LINES INC. 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COMMSTCK 84855W109 1281 32528 SH SOLE 32528 0 0 D SPSS INC. COMMSTCK 78462K102 5037 280314 SH SOLE 280314 0 0 D SRA INTERNATIONAL INC-CL A COMMSTCK 78464R105 698 16500 SH SOLE 16500 0 0 D ST JUDE MEDICAL INC COMMSTCK 790849103 60202 795802 SH SOLE 795802 0 0 D STAGE STORES INC COMMSTCK 85254C305 4438 117855 SH SOLE 117855 0 0 D STAPLES INC COMMSTCK 855030102 7178 244915 SH SOLE 244915 0 0 D STARBUCKS CORP COMMSTCK 855244109 9492 218300 SH SOLE 218300 0 0 D STARTEC GLOBAL COMMSTCK 85569E111 0 170 SH SOLE 170 0 0 D STARWOOD HOTELS & RESORTS COMMSTCK 85590A203 6728 150000 SH SOLE 150000 0 0 D STATE STREET CORP COMMSTCK 857477103 108002 2202333 SH SOLE 2202333 0 0 D STELMAR SHIPPING LIMITED COMMFORN V8726M103 5618 169472 SH SOLE 169472 0 0 D STERICYCLE INC COMMSTCK 858912108 481 9305 SH SOLE 9305 0 0 D STERLING BANCSHARES INC/TX COMMSTCK 858907108 6008 423430 SH SOLE 423430 0 0 D STERLING CHEMICAL COMMSTCK 859166100 1 35 SH SOLE 35 0 0 D STORAGE TECHNOLOGY CORP. COMMSTCK 862111200 28516 983315 SH SOLE 983315 0 0 D STRATEGIC HOTEL CAPITAL, I COMMSTCK 86272T106 609 41400 SH SOLE 41400 0 0 D STRYKER CORP COMMSTCK 863667101 11720 213089 SH SOLE 213089 0 0 D SUN HEALTHCARE GROUP COMMSTCK 866933112 0 437 SH SOLE 437 0 0 D SUN MICROSYSTEMS INC COMMSTCK 866810104 43237 9962459 SH SOLE 9962459 0 0 D SUNCOR ENERGY INC COMMFORN 867229106 40257 1571928 SH SOLE 1571928 0 0 D SUNGARD DATA SYSTEMS INC COMMSTCK 867363103 53810 2069634 SH SOLE 2069634 0 0 D SUNOCO INC COMMSTCK 86764P109 16847 264800 SH SOLE 264800 0 0 D SUNRISE SENIOR LIVING, INC COMMSTCK 86768K106 4107 104932 SH SOLE 104932 0 0 D SUNTRUST BANKS INC COMMSTCK 867914103 110743 1704004 SH SOLE 1704004 0 0 D SUPERVALU INC COMMSTCK 868536103 2332 76200 SH SOLE 76200 0 0 D SURGUTNEFTEGAZ SPON ADR DEPRECPT 868861204 13617 415800 SH SOLE 415800 0 0 D SWIFT ENERGY CO COMMSTCK 870738101 6447 292235 SH SOLE 292235 0 0 D SYMANTEC CORP COMMSTCK 871503108 53424 1220291 SH SOLE 1220291 0 0 D SYMBOL TECHNOLOGIES INC COMMSTCK 871508107 33317 2260292 SH SOLE 2260292 0 0 D SYNOPSYS INC COMMSTCK 871607107 4987 175400 SH SOLE 175400 0 0 D SYSCO CORP COMMSTCK 871829107 76849 2142424 SH SOLE 2142424 0 0 D T ROWE PRICE GROUP INC COMMSTCK 74144T108 161663 3207592 SH SOLE 3207592 0 0 D TAIWAN SEMI MFG CO SPON AD DEPRECPT 874039100 27826 3348438 SH SOLE 3348438 0 0 D TAKE-TWO INTERACTIVE SOFTW COMMSTCK 874054109 13300 434059 SH SOLE 434059 0 0 D TALX CORP COMMSTCK 874918105 764 31275 SH SOLE 31275 0 0 D TARGET CORP COMMSTCK 87612E106 182090 4287511 SH SOLE 4287511 0 0 D TARO PHARMACEUTICAL INDUS COMMFORN 287242301 594 13655 SH SOLE 13655 0 0 D TAUBMAN CENTERS INC COMMSTCK 876664103 2999 131000 SH SOLE 131000 0 0 D TCF FINANCIAL CORP COMMSTCK 872275102 24150 416024 SH SOLE 416024 0 0 D TECH DATA CORP COMMSTCK 878237106 8524 217845 SH SOLE 217845 0 0 D TECHNE CORPORATION COMMSTCK 878377100 3315 76296 SH SOLE 76296 0 0 D TELEFONOS DE MEXICO S A A DEPRECPT 879403780 26064 783400 SH SOLE 783400 0 0 D TELEKOMUNIK INDONESIA SP A COMMSTCK 715684106 1658 106606 SH SOLE 106606 0 0 D TELEMIG CELULAR PART ADR U PFDDEPR 87944E105 5295 179500 SH SOLE 179500 0 0 D TELENORTE LESTE PFD ADR PFDDEPR 879246106 6737 529207 SH SOLE 529207 0 0 D TELESP CELULAR PART ADR W/ PFDDEPR 87952L108 2658 337300 SH SOLE 337300 0 0 D TELEX COMMUNICATIONS INC COMMSTCK 879569200 0 1417 SH SOLE 1417 0 0 D TELLABS INC COMMSTCK 879664100 14461 1654548 SH SOLE 1654548 0 0 D TENARIS S.A. ADR DEPRECPT 88031M109 2156 65845 SH SOLE 65845 0 0 D TENET HEALTHCARE CORP COMMSTCK 88033G100 61837 4611246 SH SOLE 4611246 0 0 D TETRA TECH INC COMMSTCK 88162G103 1689 103500 SH SOLE 103500 0 0 D TEVA PHARMAC SP ADR DEPRECPT 881624209 42475 631230 SH SOLE 631230 0 0 D TEXAS CAPITAL BANCSHARES, COMMSTCK 88224Q107 9484 571335 SH SOLE 571335 0 0 D TEXAS INSTRUMENTS INC COMMSTCK 882508104 96366 3985386 SH SOLE 3985386 0 0 D THE BISYS GROUP INC COMMSTCK 055472104 36102 2567694 SH SOLE 2567694 0 0 D THE BRINKS CO COMMSTCK 109696104 2986 87171 SH SOLE 87171 0 0 D THE LOWEN GROUP COMMSTCK 54042L944 0 20000 SH SOLE 20000 0 0 D THE PMI GROUP INC COMMSTCK 69344M101 44428 1020858 SH SOLE 1020858 0 0 D THE ST. PAUL TRAVELE COMPA COMMSTCK 792860108 81593 2012661 SH SOLE 2012661 0 0 D TIFFANY & CO. COMMSTCK 886547108 1900 51570 SH SOLE 51570 0 0 D TIME WARNER INC COMMSTCK 887317105 101254 5759587 SH SOLE 5759587 0 0 D TIMKEN CO COMMSTCK 887389104 11714 442200 SH SOLE 442200 0 0 D TJX COMPANIES INC COMMSTCK 872540109 9702 401900 SH SOLE 401900 0 0 D TODCO-A COMMSTCK 88889T107 4618 298525 SH SOLE 298525 0 0 D TOYOTA MOTOR CC 1.18%, 7/2 COMPAPER 89233GGP5 21333 21350000 SH SOLE 21350000 0 0 D TOYS R US INC COMMSTCK 892335100 14437 906300 SH SOLE 906300 0 0 D TRANSOCEAN SEDCO FOREX INC COMMSTCK G90078109 81812 2826955 SH SOLE 2826955 0 0 D TRAVELCENTERS OF AM COMMSTCK 894172113 4 750 SH SOLE 750 0 0 D TRIAD HOSPITALS INC COMMSTCK 89579K109 58892 1581838 SH SOLE 1581838 0 0 D TRIQUINT SEMI CONV 4.00%, CNVRTBND 89674KAB9 57112 59647000 PRN SOLE 59647000 0 0 D TRIZEC PROPERTIES INC COMMSTCK 89687P107 5754 353860 SH SOLE 353860 0 0 D TRUSTCO BK CORP N Y COMMSTCK 898349105 2917 222700 SH SOLE 222700 0 0 D TUESDAY MORNING CORP COMMSTCK 899035505 2029 69975 SH SOLE 69975 0 0 D TUPPERWARE CORP COMMSTCK 899896104 6025 310094 SH SOLE 310094 0 0 D TURKCELL ILETISM HIZMET AD DEPRECPT 900111105 1025 33400 SH SOLE 33400 0 0 D TXI CAP TRUST I CNVRTPRF 873119200 35706 777900 SH SOLE 777900 0 0 D TYCO INTERNATIONAL LIMITED COMMSTCK 902124106 146590 4423366 SH SOLE 4423366 0 0 D UBIQUITEL INC COMMSTCK 903474112 0 310 SH SOLE 310 0 0 D UCBH HOLDINGS INC COMMSTCK 90262T308 1016 25700 SH SOLE 25700 0 0 D UGI CORP COMMSTCK 902681105 2384 74265 SH SOLE 74265 0 0 D ULTRAPAR PARTICPAC SPON AD DEPRECPT 90400P101 833 81800 SH SOLE 81800 0 0 D UNIBANCO SA GDR DEPRECPT 90458E107 4488 227000 SH SOLE 227000 0 0 D UNIFI INC COMMSTCK 904677101 1339 456886 SH SOLE 456886 0 0 D UNION PLANTERS CORP COMMSTCK 908068109 2021 67800 SH SOLE 67800 0 0 D UNIT CORP COMMSTCK 909218109 6031 191754 SH SOLE 191754 0 0 D UNITED DEFENSE INDUSTRIES, COMMSTCK 91018B104 23820 680580 SH SOLE 680580 0 0 D UNITED DOMINION REALTY INC COMMSTCK 910197102 2447 123700 SH SOLE 123700 0 0 D UNITED HEALTHCARE GROUP IN COMMSTCK 91324P102 36970 593897 SH SOLE 593897 0 0 D UNITED MICROECLECTRONIC AD DEPRECPT 910873207 4445 1031341 SH SOLE 1031341 0 0 D UNITED NATURAL FOODS INC COMMSTCK 911163103 881 30463 SH SOLE 30463 0 0 D UNITED PARCEL SERVICE COMMSTCK 911312106 113871 1514841 SH SOLE 1514841 0 0 D UNITED TECHNOLOGIES CORP COMMSTCK 913017109 211043 2306985 SH SOLE 2306985 0 0 D UNIVERSAL HEALTH REALTY IN COMMSTCK 91359E105 3006 104751 SH SOLE 104751 0 0 D UNIVERSAL HEALTH SERVICES COMMSTCK 913903100 973 21200 SH SOLE 21200 0 0 D UNIVISION COMM INC COMMSTCK 914906102 457 14310 SH SOLE 14310 0 0 D US BANCORP COMMSTCK 902973304 134478 4879463 SH SOLE 4879463 0 0 D UST INC COMMSTCK 908068109 2016 56000 SH SOLE 56000 0 0 D UTI WORLDWIDE INC COMMSTCK 267636804 820 15525 SH SOLE 15525 0 0 D UTSTARCOM INC COMMSTCK 918076100 64193 2122078 SH SOLE 2122078 0 0 D VALASSIS COMMUNICATIONS COMMSTCK 918866104 1562 51250 SH SOLE 51250 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAA2 12859 13500000 PRN SOLE 13500000 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAC8 4712 5000000 PRN SOLE 5000000 0 0 D VALSPAR CORP COMMSTCK 920355104 9967 197793 SH SOLE 197793 0 0 D VARCO INTERNATIONAL INC COMMSTCK 922122106 7339 335255 SH SOLE 335255 0 0 D VARIAN MEDICAL SYSTEMS INC COMMSTCK 92220P105 2313 29150 SH SOLE 29150 0 0 D VARIAN SEMICONDUCTOR EQUIP COMMSTCK 922207105 1635 42401 SH SOLE 42401 0 0 D VECTREN CORPORATION COMMSTCK 92240G101 30618 1220328 SH SOLE 1220328 0 0 D VEECO INSTRUMENTS 4.125% 1 CNVRTBND 922417AB6 43010 43280000 PRN SOLE 43280000 0 0 D VENTAS INC COMMSTCK 92276F100 4424 189467 SH SOLE 189467 0 0 D VERINT SYSTEMS, INC. COMMSTCK 92343X100 648 18945 SH SOLE 18945 0 0 D VERISIGN, INC. COMMSTCK 92343E102 4436 222900 SH SOLE 222900 0 0 D VERITAS SOFTWARE CORP COMMSTCK 923436109 5942 214500 SH SOLE 214500 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 23886 660000 SH SOLE 660000 0 0 D VERTEX PHARM 144A 5.75%, 0 CNVRTBND 92532FAE0 59372 59077000 PRN SOLE 59077000 0 0 D VIACOM, INC. CLASS B COMMSTCK 925524308 78061 2185345 SH SOLE 2185345 0 0 D VIRGINIA COMM BANCORP, INC COMMSTCK 92778Q109 1514 51300 SH SOLE 51300 0 0 D VISHAY INTERTECH 3.625%, 0 CNVRTBND 928298AF5 9384 7700000 PRN SOLE 7700000 0 0 D VODAFONE GROUP PLC PLC - S DEPRECPT 92857W100 92359 4179154 SH SOLE 4179154 0 0 D VORNADO REALTY TRUST COMMSTCK 929042109 6453 113000 SH SOLE 113000 0 0 D VULCAN MATERIALS CO COMMSTCK 929160109 6419 135000 SH SOLE 135000 0 0 D WABASH NATIONAL 144A 3.25% CNVRTBND 929566AB3 6289 3900000 PRN SOLE 3900000 0 0 D WABASH NATIONAL 3.25%, 08/ CNVRTBND 929566AD9 57405 35600000 PRN SOLE 35600000 0 0 D WABTAC COMMSTCK 929740108 12492 692450 SH SOLE 692450 0 0 D WACHOVIA PFDF 929740108 1449 55000 SH SOLE 55000 0 0 D WAL-MART STORES INC COMMSTCK 931142103 54601 1034885 SH SOLE 1034885 0 0 D WALGREEN CO COMMSTCK 931422109 138390 3821858 SH SOLE 3821858 0 0 D WASHINGTON MUTUAL INC COMMSTCK 939322103 91446 2366628 SH SOLE 2366628 0 0 D WASTE CONNECTION INC COMMSTCK 941053100 631 21283 SH SOLE 21283 0 0 D WASTE MANAGEMENT INC COMMSTCK 94106L109 80268 2618868 SH SOLE 2618868 0 0 D WATERS CORP COMMSTCK 941848103 7057 147700 SH SOLE 147700 0 0 D WATSON PHARMACEUTICALS INC COMMSTCK 942683103 1778 66100 SH SOLE 66100 0 0 D WATSON WYATT & COMPANY HOL COMMSTCK 942712100 5120 192135 SH SOLE 192135 0 0 D WAUSAU-MOSINEE PAPER CORP COMMSTCK 943315101 2311 133575 SH SOLE 133575 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 20380 453095 SH SOLE 453095 0 0 D WEBSTER FINANCIAL CO COMMSTCK 947890109 2467 52475 SH SOLE 52475 0 0 D WEINGARTEN RLTY INVESTORS COMMSTCK 948741103 1329 42500 SH SOLE 42500 0 0 D WEIRTON STEEL CORP COMMSTCK 948774302 0 180 SH SOLE 180 0 0 D WELLMAN INC COMMSTCK 949702104 1281 157625 SH SOLE 157625 0 0 D WELLPOINT HLTH NETWORKS IN COMMSTCK 94973H108 85806 766054 SH SOLE 766054 0 0 D WELLS FARGO CO COMMSTCK 949746101 132247 2310796 SH SOLE 2310796 0 0 D WEYERHAEUSER CO COMMSTCK 962166104 49597 785764 SH SOLE 785764 0 0 D WHITE MOUNTAINS INSURANCE COMMSTCK G9618E107 41056 80502 SH SOLE 80502 0 0 D WHITNEY HOLDING WTNY COMMSTCK 966612103 4451 99647 SH SOLE 99647 0 0 D WILD OATS MARKETS INC COMMSTCK 96808B107 3018 214490 SH SOLE 214490 0 0 D WILEY JOHN & SONS CL A COMMSTCK 968223206 124754 3898578 SH SOLE 3898578 0 0 D WILLIS GROUP HOLDINGS LTD COMMSTCK G96655108 42012 1121824 SH SOLE 1121824 0 0 D WILSON GRTBATCH TECH 2.25% CNVRTBND 972232AB8 53889 56800000 PRN SOLE 56800000 0 0 D WIPRO LTD-ADR COMMSTCK 97651M109 1014 21700 SH SOLE 21700 0 0 D WOLVERINE WORLD WIDE INC COMMSTCK 978097103 654 24925 SH SOLE 24925 0 0 D WORTHINGTON INDS INC COMMSTCK 981811102 4 200 SH SOLE 200 0 0 D WPP GROUP PLC SPONSORED AD DEPRECPT 929309300 1996 38969 SH SOLE 38969 0 0 D WRIGLEY (WM) JR CO COMMSTCK 982526105 19418 307981 SH SOLE 307981 0 0 D WYETH COMMSTCK 983024100 65260 1804745 SH SOLE 1804745 0 0 D XM SATELLITE RADIO COMMSTCK 98375Y114 6 100 SH SOLE 100 0 0 D YANKEE CANDLE CO COMMSTCK 984757104 16147 552050 SH SOLE 552050 0 0 D YORK RESEARCH CORP COMMSTCK 98799Z994 0 337 SH SOLE 337 0 0 D YUM BRANDS INC COMMSTCK 988498101 56442 1516441 SH SOLE 1516441 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 25957 294294 SH SOLE 294294 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 58204 947182 SH SOLE 947182 0 0 D ZORAN CORPORATION COMMSTCK 98975F101 8552 466050 SH SOLE 466050 0 0 S REPORT SUMMARY 908 DATA RECORDS 29623812