13F-HR 1 form13fq032004final.txt SEPTEMBER 30, 2004 13F - PIONEER ---------------------------- 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 September 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 CCO & 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 November 3, 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: 895 Form 13F Information Table Value Total: $26,998,675 (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 1879 150950 SH SOLE 150950 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 83266 1965670 SH SOLE 1965670 0 0 D ABS-CBN BROADCASTING CORP- DEPRECPT 00437v114 221274 10413000 SH SOLE 10413000 0 0 D ACCENTURE LTD CLA COMMSTCK G1150G111 8319 307535 SH SOLE 307535 0 0 D ACCREDO HEALTH INC COMMSTCK 00437V104 745 31600 SH SOLE 31600 0 0 D ACE LTD COMMFORN G0070K103 7752 193522 SH SOLE 193522 0 0 D ADAPTEC INC 0.75%, 12/22/2 CNVRTBND 00651FAG3 70450 73100000 PRN SOLE 73100000 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 64851 1310922 SH SOLE 1310922 0 0 D ADOLOR CORPORATION COMMSTCK 00724X102 904 80350 SH SOLE 80350 0 0 D ADVANCED ENERGY IND 5.25%, CNVRTBND 007973AA8 44362 45267000 PRN SOLE 45267000 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 860 92608 SH SOLE 92608 0 0 D ADVANCED MARKETING SERVICE COMMSTCK 00753T105 1969 182465 SH SOLE 182465 0 0 D ADVANTA CORP CL A COMMSTCK 007942105 4321 189525 SH SOLE 189525 0 0 D ADVANTA CORP CL B NON VTG COMMSTCK 007942204 8260 341456 SH SOLE 341456 0 0 D AEROFLEX INC COMMSTCK 007768104 1590 150400 SH SOLE 150400 0 0 D AFFILIATED COMPUTER SVCS-A COMMSTCK 008190100 7618 136850 SH SOLE 136850 0 0 D AFFORDABLE RESIDENT COMMUN COMMSTCK 008273104 1000 68500 SH SOLE 68500 0 0 D AFLAC INC COMMSTCK 001055102 829 21135 SH SOLE 21135 0 0 D AG EDWARDS INC COMMSTCK 281760108 52905 1528160 SH SOLE 1528160 0 0 D AGL RESOURCES INC COMMSTCK 001204106 4283 139210 SH SOLE 139210 0 0 D AGNICO EAGLE MINES LTD COMMFORN 008474108 2952 206700 SH SOLE 206700 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 77013 1416205 SH SOLE 1416205 0 0 D AIRGAS INC COMMSTCK 009363102 3625 150615 SH SOLE 150615 0 0 D ALABAMA POWER CO PFDF 010392561 2398 98000 SH SOLE 98000 0 0 D ALABAMA PWR CO PFDF 010392611 2814 113000 SH SOLE 113000 0 0 D ALBERTO-CULVER CO CL B COMMSTCK 013068101 1889 43450 SH SOLE 43450 0 0 D ALBERTSON'S INC COMMSTCK 013104104 4336 181200 SH SOLE 181200 0 0 D ALCOA INC COMMSTCK 013817101 61255 1823603 SH SOLE 1823603 0 0 D ALCON INC COMMFORN 1015 12655 SH SOLE 12655 0 0 D ALLERGAN INC COMMSTCK 018490102 8010 110400 SH SOLE 110400 0 0 D ALLIANCE ATLANTIS COMMUNIC COMMSTCK 01853E204 4293 193625 SH SOLE 193625 0 0 D ALLIANCE BANKSHARES CORP COMMSTCK 018535104 2576 169450 SH SOLE 169450 0 0 D ALLIANCE DATA SYSTEM CORP COMMSTCK 018581108 568 14000 SH SOLE 14000 0 0 D ALLIANT TECH SYS 144A 2.75 CNVRTBND 018804AG9 40542 39650000 PRN SOLE 39650000 0 0 D ALLSTATE CORP COMMSTCK 020002101 63059 1314011 SH SOLE 1314011 0 0 D ALLTEL CORP COMMSTCK 020039103 72160 1314145 SH SOLE 1314145 0 0 D ALLTEL CORP PFDF 020039822 3106 60000 SH SOLE 60000 0 0 D ALNYLAM PHARMACEUTIC INC COMMSTCK 02043Q107 722 125350 SH SOLE 125350 0 0 D ALTIRIS INC COMMSTCK 02148M100 244 7700 SH SOLE 7700 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 42318 1081515 SH SOLE 823615 0 0 D AMAZON.COM, INC COMMSTCK 023135106 3694 90400 SH SOLE 90400 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 4428 119600 SH SOLE 119600 0 0 D AMBAC FINANCIAL GROUP INC COMMSTCK 023139108 91082 1139238 SH SOLE 1139238 0 0 D AMEREN CORP COMMSTCK 023608102 17726 384093 SH SOLE 246958 0 0 D AMERESCO ESCROW COMMSTCK 03199Q990 11 150000 SH SOLE 150000 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 22126 566900 SH SOLE 566900 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 37196 1163816 SH SOLE 1163816 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 80894 1571979 SH SOLE 1571979 0 0 D AMERICAN GREETINGS CORP COMMSTCK 026375105 32384 1289191 SH SOLE 1289191 0 0 D AMERICAN HEALTHWAYS INC COMMSTCK 02649V104 790 27150 SH SOLE 27150 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 138055 2030516 SH SOLE 2030516 0 0 D AMERICAN MEDICAL SYSTEMS H COMMSTCK 02744M108 1309 36095 SH SOLE 36095 0 0 D AMERICAN PHARMA PARTNERS, COMMSTCK 02886P109 6096 221100 SH SOLE 221100 0 0 D AMERICAN POWER CONVERSION COMMSTCK 029066107 313 18000 SH SOLE 18000 0 0 D AMERICAN SAFETY INS COMMSTCK G02995101 1456 106250 SH SOLE 106250 0 0 D AMERICAN STANDAR COMPANIES COMMSTCK 029712106 80783 2076153 SH SOLE 2076153 0 0 D AMERIGROUP CORP COMMSTCK 03073T102 6412 113985 SH SOLE 113985 0 0 D AMERISOURCEBERG CORP COMMSTCK 03073E105 3147 58600 SH SOLE 58600 0 0 D AMGEN INC COMMSTCK 031162100 45923 810210 SH SOLE 810210 0 0 D AMN HEALTHCARE SERVICES IN COMMSTCK 001744101 1530 128052 SH SOLE 128052 0 0 D AMSURG CORP COMMSTCK 03232P405 871 41147 SH SOLE 41147 0 0 D ANADARKO PETROLEUM CORP COMMSTCK 032511107 48832 735867 SH SOLE 735867 0 0 D ANALOG DEVICES INC COMMSTCK 032654105 3079 79400 SH SOLE 79400 0 0 D ANALOGIC CORP. COMMSTCK 032657207 3213 77075 SH SOLE 77075 0 0 D ANGLOGOLD ASHANTI LTD SPON DEPRECPT 035128206 14615 375700 SH SOLE 375700 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 14859 297470 SH SOLE 297470 0 0 D ANTEON INTL CORP COMMSTCK 03674E108 3149 85919 SH SOLE 85919 0 0 D ANTHEM INC COMMSTCK 03674B104 4683 53674 SH SOLE 53674 0 0 D APACHE CORP COMMSTCK 037411105 29833 595352 SH SOLE 595352 0 0 D APACHE CORP PFDF 037411402 5001 49300 SH SOLE 49300 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 3478 100000 SH SOLE 100000 0 0 D APOLLO GROUP INC CL A COMMSTCK 037604105 594 8100 SH SOLE 8100 0 0 D APOLLO INVESTMNT CORP MFC 03761U106 10566 746725 SH SOLE 746725 0 0 D APPLE COMPUTER INC COMMSTCK 037833100 23525 607087 SH SOLE 607087 0 0 D APPLEBEE'S INTL INC COMMSTCK 037899101 1050 41546 SH SOLE 41546 0 0 D APPLIED INDUSTRIAL TECHNOL COMMSTCK 03820C105 7242 202618 SH SOLE 202618 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 64770 3927862 SH SOLE 3927862 0 0 D APRIA HEALTHCARE GROUP INC COMMSTCK 037933108 2542 93300 SH SOLE 93300 0 0 D AQUA AMERICA INC. COMMSTCK 03836W103 17784 804332 SH SOLE 804332 0 0 D ARACRUZ CELLULOSE SA SPON DEPRECPT 038496204 2427 73270 SH SOLE 73270 0 0 D ARCHSTONE- SMITH TRUST COMMSTCK 039583109 7859 248400 SH SOLE 248400 0 0 D ARDEN REALTY GROUP INC COMMSTCK 039793104 3584 110000 SH SOLE 110000 0 0 D ARENA RESOURCES INC. UNITS COMMSTCK 040049306 237 30050 SH SOLE 30050 0 0 D ASSURED GUARANTY LTD MISCEQTY 1975 118575 SH SOLE 118575 0 0 D AT&T CORP COMMSTCK 001957505 12144 590147 SH SOLE 590147 0 0 D AT&T WIRELESS SERVICES INC COMMSTCK 00209A106 49731 3364716 SH SOLE 3364716 0 0 D ATWOOD OCEANICS INC. COMMSTCK 050095108 2560 53850 SH SOLE 53850 0 0 D AUTODESK, INC. COMMSTCK 052769106 4498 92500 SH SOLE 92500 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 61192 1480920 SH SOLE 1480920 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9756 162000 SH SOLE 162000 0 0 D AVID TECHNOLOGY INC COMMSTCK 05367P100 1560 33275 SH SOLE 33275 0 0 D AVOCENT CORP COMMSTCK 053893103 2385 91637 SH SOLE 91637 0 0 D AXCELIS TECH 4.25%, 01/15/ CNVRTBND 054540AB5 62306 64150000 PRN SOLE 64150000 0 0 D BALL CORP COMMSTCK 058498106 107326 2867366 SH SOLE 2867366 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460303 5300 100569 SH SOLE 100569 0 0 D BANCO ITAU S.A. Spon. ADR DEPRECPT 059602201 3624 65300 SH SOLE 65300 0 0 D BANK NEW YORK INC COMMSTCK 064057102 123781 4243421 SH SOLE 4243421 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 272637 6292094 SH SOLE 6109294 0 0 D BANKAMERICA CORP PFDF 060505708 5002 94000 SH SOLE 94000 0 0 D BANKATLANTIC BANCORP INC-A COMMSTCK 065908501 6223 339685 SH SOLE 339685 0 0 D BANKUNITED FINANCIAL CORP- COMMSTCK 06652B103 1770 60725 SH SOLE 60725 0 0 D BANNER CORP COMMSTCK 06652V109 3171 107841 SH SOLE 107841 0 0 D BANPAIS SA ADR DEPRECPT 066700105 0 26000 SH SOLE 26000 0 0 D BARNES & NOBLE INC COMMSTCK 067774109 26728 722368 SH SOLE 722368 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 59121 1427016 SH SOLE 1427016 0 0 D Basset Furnitur INC COMMSTCK 070203104 944 50000 SH SOLE 50000 0 0 D BAXTER INTL INC COMMSTCK 071813109 23150 719830 SH SOLE 719830 0 0 D BEA SYSTEMS, INC COMMSTCK 073325102 7003 1013500 SH SOLE 1013500 0 0 D BEAR STEARNS CO PFDF 073902868 2020 40000 SH SOLE 40000 0 0 D BEAR STEARNS CO PFDF 073902876 2822 57000 SH SOLE 57000 0 0 D BEACON ROOFING SUPPLY, INC COMMSTCK 073685109 820 50000 SH SOLE 50000 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 121908 2357992 SH SOLE 2357992 0 0 D BED BATH& BEYOND INC. COMMSTCK 075896100 3644 98200 SH SOLE 98200 0 0 D BELL MICROPRODUCTS 3.75%, CNVRTBND 078137AB2 37828 39200000 PRN SOLE 39200000 0 0 D BELL MICROPRODUCTS 3.75%, CNVRTBND 078137AA4 3667 3800000 PRN SOLE 3800000 0 0 D BELLSOUTH CORP COMMSTCK 079860102 181849 6705340 SH SOLE 6705340 0 0 D BENCHMARK ELECTRONIC INC COMMSTCK 08160H101 1173 39350 SH SOLE 39350 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 30771 10718 SH SOLE 10718 0 0 D BERKSHIRE HATHAWAY INC. CL COMMSTCK 084670108 86217 995 SH SOLE 995 0 0 D BEST BUY CO INC COMMSTCK 086516101 6272 115630 SH SOLE 115630 0 0 D BHP BILLITON LTD SPNS-ADR COMMSTCK 088606108 12746 614263 SH SOLE 614263 0 0 D BIOGEN IDEC INC COMMSTCK 09062X103 4998 81705 SH SOLE 81705 0 0 D BIOMED PROPERTY TRUST, INC COMMSTCK 09063H107 9339 530900 SH SOLE 530900 0 0 D BIOMET INC COMMSTCK 090613100 12481 266225 SH SOLE 266225 0 0 D BJ SERVICES CO COMMSTCK 055482103 5614 107125 SH SOLE 107125 0 0 D BJ'S WHOLESALE CLUB INC COMMSTCK 05548J106 42849 1567258 SH SOLE 1567258 0 0 D BLACK BOX CORPORATION COMMSTCK 091826107 3634 98350 SH SOLE 98350 0 0 D BOEING CO COMMSTCK 097023105 10494 203284 SH SOLE 203284 0 0 D BORG-WARNER AUTOMOTIVE INC COMMSTCK 099724106 4035 93200 SH SOLE 93200 0 0 D BORLAND SOFTWARE CORP COMMSTCK 099849101 6243 747625 SH SOLE 747625 0 0 D BOSTON COMM GROUP COMMSTCK 100582105 6996 797713 SH SOLE 797713 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 10779 194600 SH SOLE 194600 0 0 D BP PLC ADR DEPRECPT 055622104 75157 1306392 SH SOLE 1306392 0 0 D BRASIL DISTR PAO ACU-SP AD DEPRECPT 20440T201 7556 378000 SH SOLE 378000 0 0 D BRASIL TELECOM PARTICIPACO DEPRECPT 105530109 6535 201700 SH SOLE 201700 0 0 D BRINKER INTERNATIONAL INC COMMSTCK 109641100 27596 885920 SH SOLE 885920 0 0 D BRISTOL MYERS SQUIBB CO COMMSTCK 110122108 41463 1751719 SH SOLE 1751719 0 0 D BROOKFIELD PROPERTIES CORP COMMSTCK 112900105 6758 209500 SH SOLE 209500 0 0 D BROOKS AUTOMATION 4.75% 06 CNVRTBND 11434AAB6 99663 104087000 PRN SOLE 104087000 0 0 D BROOKS AUTOMATION INC COMMSTCK 114340102 4294 303488 SH SOLE 303488 0 0 D BROWN-FORMAN CORP CL B COMMSTCK 115637209 1740 38000 SH SOLE 38000 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 59347 1549134 SH SOLE 1549134 0 0 D C. R. BARD, INC. COMMSTCK 067383109 1201 21200 SH SOLE 21200 0 0 D CACI INTERNATIONAL INC - C COMMSTCK 127190304 1318 24979 SH SOLE 24979 0 0 D CAMBIOR INC COMMFORN 13201L103 1447 469900 SH SOLE 469900 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 3428 74200 SH SOLE 74200 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 74292 2825851 SH SOLE 2825851 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 59670 1230306 SH SOLE 1230306 0 0 D CANON, INC. - ADR DEPRECPT 138006309 71697 1520283 SH SOLE 1520283 0 0 D CAPITAL TRUST, INC. COMMSTCK 14052H506 9922 340975 SH SOLE 340975 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 6411 681275 SH SOLE 681275 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 56314 1286593 SH SOLE 1286593 0 0 D CAREMARK RX INC COMMSTCK 141705103 872 27195 SH SOLE 27195 0 0 D CARNIVAL CORP COMMSTCK 143658300 4975 105200 SH SOLE 105200 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 4279 89640 SH SOLE 89640 0 0 D CARRAMERICA REALTY CORP COMMSTCK 144418100 1635 50000 SH SOLE 50000 0 0 D CATELLUS DEVEL CORP COMMSTCK 149113102 8656 326500 SH SOLE 326500 0 0 D CATERPILLAR INC COMMSTCK 149123101 78882 980505 SH SOLE 980505 0 0 D CATHAY FINANCIAL 144A GDR DEPRECPT 14915V106 1355 70700 SH SOLE 70700 0 0 D CATHAY FINANCIAL REG S GDR DEPRECPT 14915V205 5034 262600 SH SOLE 262600 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 20472 667920 SH SOLE 667920 0 0 D CEMIG SA SPONS ADR COMMSTCK 204409601 3836 180500 SH SOLE 180500 0 0 D CENTRAL FREIGHT LINES INC. COMMSTCK 153491105 2588 430650 SH SOLE 430650 0 0 D CENTRAL PARKING CORP COMMSTCK 154785109 6843 517625 SH SOLE 517625 0 0 D CENTURYTEL INC COMMSTCK 156700106 49604 1448710 SH SOLE 1448710 0 0 D CENTURYTEL INC PFDF 156700403 3329 126000 SH SOLE 126000 0 0 D CHARLES RIVER LABORATORIES COMMSTCK 159864107 2427 53000 SH SOLE 53000 0 0 D CHARMING SHOPPES COMMSTCK 161133103 5335 749273 SH SOLE 749273 0 0 D CHATTEM INC COMMSTCK 162456107 6895 213790 SH SOLE 213790 0 0 D CHECK POINT SOFTWARE TECH COMMFORN M22465104 3072 181028 SH SOLE 181028 0 0 D CHEMED CORP. 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COMMSTCK 172967101 269500 6108351 SH SOLE 6108351 0 0 D CITIGROUP INC. PFDF 172967507 2926 55000 SH SOLE 55000 0 0 D CITIGROUP INC. PFDF 172967812 4238 81500 SH SOLE 81500 0 0 D CITY NATIONAL CORP COMMSTCK 178566105 41749 642790 SH SOLE 642790 0 0 D CLAIRE'S STORES INC COMMSTCK 179584107 7999 319465 SH SOLE 319465 0 0 D CLEAR CHANNEL COMMUNICATIO COMMSTCK 184502102 47537 1525083 SH SOLE 1525083 0 0 D CLOROX COMPANY COMMSTCK 189054109 52968 993778 SH SOLE 993778 0 0 D CMS ENERGY 144A 3.375%, 07 CNVRTBND 125896AS9 12614 11200000 PRN SOLE 11200000 0 0 D CMS ENERGY 144A CNPFD 4.5% CNVRTPRF 125896803 58097 984700 SH SOLE 984700 0 0 D COCA COLA FEMSA S.A. -SP A DEPRECPT 191241108 4989 256100 SH SOLE 256100 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 24229 604964 SH SOLE 604964 0 0 D COEUR D'ALENE MINES CORP. CNVRTBND 192108AQ1 58938 64150000 PRN SOLE 64150000 0 0 D COGNIZANT TECH SOLUTIONS C COMMSTCK 192446102 9571 313698 SH SOLE 313698 0 0 D COLGATE PALMOLIVE CO. 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COMMSTCK 84855W109 1145 32678 SH SOLE 32678 0 0 D SPSS INC. COMMSTCK 78462K102 4385 328989 SH SOLE 328989 0 0 D SRA INTERNATIONAL INC-CL A COMMSTCK 78464R105 1335 25895 SH SOLE 25895 0 0 D ST JUDE MEDICAL INC COMMSTCK 790849103 3509 46622 SH SOLE 46622 0 0 D STAGE STORES INC COMMSTCK 85254C305 4212 123080 SH SOLE 123080 0 0 D STAPLES INC COMMSTCK 855030102 7913 265355 SH SOLE 265355 0 0 D STARBUCKS CORP COMMSTCK 855244109 9924 218300 SH SOLE 218300 0 0 D STARWOOD HOTELS & RESORTS COMMSTCK 85590A203 6777 146000 SH SOLE 146000 0 0 D STATE BANK OF INDIA GDR RE DEPRECPT 856552203 9714 390925 SH SOLE 390925 0 0 D STATE STREET CORP COMMSTCK 857477103 93042 2178469 SH SOLE 2178469 0 0 D STELMAR SHIPPING LIMITED COMMFORN V8726M103 6596 174447 SH SOLE 174447 0 0 D STERICYCLE INC COMMSTCK 858912108 427 9305 SH SOLE 9305 0 0 D STERLING BANCSHARES INC/TX COMMSTCK 858907108 8073 600255 SH SOLE 600255 0 0 D STORAGE TECHNOLOGY CORP. COMMSTCK 862111200 26703 1057140 SH SOLE 1057140 0 0 D STRATASYS INC COMMSTCK 862685104 757 24000 SH SOLE 24000 0 0 D STRATEGIC HOTEL CAPITAL, I COMMSTCK 86272T106 730 54000 SH SOLE 54000 0 0 D STRYKER CORP COMMSTCK 863667101 1833 38134 SH SOLE 38134 0 0 D SUN MICROSYSTEMS INC COMMSTCK 866810104 40161 9940863 SH SOLE 9940863 0 0 D SUNCOR ENERGY INC COMMFORN 867229106 36961 1154682 SH SOLE 1154682 0 0 D SUNGARD DATA SYSTEMS INC COMMSTCK 867363103 57799 2431593 SH SOLE 2431593 0 0 D SUNOCO INC COMMSTCK 86764P109 14426 195000 SH SOLE 195000 0 0 D SUNRISE SENIOR LIVING, INC COMMSTCK 86768K106 4877 138857 SH SOLE 138857 0 0 D SUNTRUST BANKS INC COMMSTCK 867914103 119909 1703011 SH SOLE 1703011 0 0 D SUPERVALU INC COMMSTCK 868536103 2099 76200 SH SOLE 76200 0 0 D SURGUTNEFTEGAZ SPON ADR DEPRECPT 868861204 15761 434200 SH SOLE 434200 0 0 D SWIFT ENERGY CO COMMSTCK 870738101 3274 136660 SH SOLE 136660 0 0 D SYBASE INC COMMSTCK 871130100 2309 167450 SH SOLE 167450 0 0 D SYMANTEC CORP COMMSTCK 871503108 46025 838647 SH SOLE 838647 0 0 D SYMBOL TECHNOLOGIES INC COMMSTCK 871508107 31650 2503992 SH SOLE 2503992 0 0 D SYNOPSYS INC COMMSTCK 871607107 2773 175200 SH SOLE 175200 0 0 D SYSCO CORP COMMSTCK 871829107 63532 2123386 SH SOLE 2123386 0 0 D T ROWE PRICE GROUP INC COMMSTCK 74144T108 162352 3187125 SH SOLE 3187125 0 0 D TAIWAN SEMI MFG CO SPON AD DEPRECPT 874039100 29901 4187752 SH SOLE 4187752 0 0 D TAKE-TWO INTERACTIVE SOFTW COMMSTCK 874054109 16115 490574 SH SOLE 490574 0 0 D TALX CORP COMMSTCK 874918105 732 31700 SH SOLE 31700 0 0 D TARGET CORP COMMSTCK 87612E106 204022 4508768 SH SOLE 4508768 0 0 D TAUBMAN CENTERS INC COMMSTCK 876664103 3242 125500 SH SOLE 125500 0 0 D TECH DATA CORP COMMSTCK 878237106 8553 221870 SH SOLE 221870 0 0 D TECHNE CORPORATION COMMSTCK 878377100 3876 101530 SH SOLE 101530 0 0 D TELEFONOS DE MEXICO S A A DEPRECPT 879403780 19807 613800 SH SOLE 613800 0 0 D TELEMIG CELULAR PART ADR U PFDDEPR 87944E105 5314 186600 SH SOLE 186600 0 0 D TELENORTE LESTE PFD ADR PFDDEPR 879246106 7680 580507 SH SOLE 580507 0 0 D TELLABS INC COMMSTCK 879664100 11525 1254123 SH SOLE 1254123 0 0 D TENET HEALTHCARE CORP COMMSTCK 88033G100 40066 3713281 SH SOLE 3713281 0 0 D TETRA TECH INC COMMSTCK 88162G103 1327 104750 SH SOLE 104750 0 0 D TEVA PHARMAC SP ADR DEPRECPT 881624209 21649 834265 SH SOLE 834265 0 0 D TEXAS CAPITAL BANCSHARES, COMMSTCK 88224Q107 11435 630035 SH SOLE 630035 0 0 D TEXAS INSTRUMENTS INC COMMSTCK 882508104 75589 3552126 SH SOLE 3552126 0 0 D THE BISYS GROUP INC COMMSTCK 055472104 41200 2819994 SH SOLE 2819994 0 0 D THE BRINKS CO COMMSTCK 109696104 3269 108346 SH SOLE 108346 0 0 D THE LOEWEN GROUP INC COMMFORN 54042L100 0 20000 SH SOLE 20000 0 0 D THE PMI GROUP INC COMMSTCK 69344M101 47667 1174633 SH SOLE 1174633 0 0 D TIFFANY & CO. COMMSTCK 886547108 2055 66850 SH SOLE 66850 0 0 D TIME WARNER INC COMMSTCK 887317105 93301 5780735 SH SOLE 5780735 0 0 D TIMKEN CO COMMSTCK 887389104 10961 445208 SH SOLE 445208 0 0 D TJX COMPANIES INC COMMSTCK 872540109 14414 654000 SH SOLE 654000 0 0 D TODCO-A COMMSTCK 88889T107 7587 437275 SH SOLE 437275 0 0 D TOYOTA MOTOR CC 1.58%, 10/ COMPAPER 89233GKU9 2000000 20000000 SH SOLE 20000000 0 0 D TOYS R US INC COMMSTCK 892335100 35475 1999700 SH SOLE 1999700 0 0 D TRANSOCEAN SEDCO FOREX INC COMMSTCK G90078109 81089 2266325 SH SOLE 2266325 0 0 D TRIAD HOSPITALS INC COMMSTCK 89579K109 56373 1636838 SH SOLE 1636838 0 0 D TRIQUINT SEMI CONV 4.00%, CNVRTBND 89674KAB9 42010 43647000 PRN SOLE 43647000 0 0 D TUESDAY MORNING CORP COMMSTCK 899035505 2192 70900 SH SOLE 70900 0 0 D TRUST CO BANK COMMSTCK 898349105 2855 222700 SH SOLE 222700 0 0 D TUPPERWARE CORP COMMSTCK 899896104 9504 559719 SH SOLE 559719 0 0 D TURKCELL ILETISM HIZMET AD DEPRECPT 900111204 7153 638058 SH SOLE 638058 0 0 D TWEETER HOME ENTERTAINMENT COMMSTCK 901167106 1713 303100 SH SOLE 303100 0 0 D TXI CAP TRUST I CNVRTPRF 873119200 39577 823500 SH SOLE 823500 0 0 D TYCO INTERNATIONAL LIMITED COMMSTCK 902124106 134906 4400078 SH SOLE 4400078 0 0 D UCBH HOLDINGS INC COMMSTCK 90262T308 1235 31600 SH SOLE 31600 0 0 D UGI CORP COMMSTCK 902681105 1502 40315 SH SOLE 40315 0 0 D ULTRAPAR PARTICPAC SPON AD DEPRECPT 90400P101 1305 81800 SH SOLE 81800 0 0 D ULTRATECH CEMCO REGS GDR DEPRECPT 90403E202 956 82425 SH SOLE 82425 0 0 D UNIBANCO SA GDR DEPRECPT 90458E107 9777 403500 SH SOLE 403500 0 0 D UNIFI INC COMMSTCK 904677101 1056 463011 SH SOLE 463011 0 0 D UNIFIED ENERGY SYSTEM - GD DEPRECPT 7541 320682 SH SOLE 320682 0 0 D UNIT CORP COMMSTCK 909218109 7027 200304 SH SOLE 200304 0 0 D UNITED DEFENSE INDUSTRIES, COMMSTCK 91018B104 28172 704480 SH SOLE 704480 0 0 D UNITED DOMINION REALTY INC COMMSTCK 910197102 2641 133200 SH SOLE 133200 0 0 D UNITED HEALTHCARE GROUP IN COMMSTCK 91324P102 43709 592743 SH SOLE 592743 0 0 D UNITED INDUSTRIES CO 144A CNVRTBND 910671AA4 11848 10650000 PRN SOLE 10650000 0 0 D UNITED MICROECLECTRONIC AD DEPRECPT 910873207 3111 920498 SH SOLE 920498 0 0 D UNITED NATURAL FOODS INC COMMSTCK 911163103 1149 43183 SH SOLE 43183 0 0 D UNITED PARCEL SERVICE COMMSTCK 911312106 102020 1343786 SH SOLE 1343786 0 0 D UNITED TECHNOLOGIES CORP COMMSTCK 913017109 221209 2368907 SH SOLE 2368907 0 0 D UNIVERSAL HEALTH REALTY IN COMMSTCK 91359E105 3249 107226 SH SOLE 107226 0 0 D UNIVERSAL HEALTH SERVICES COMMSTCK 913903100 927 21300 SH SOLE 21300 0 0 D UNIVISION COMM INC COMMSTCK 914906102 876 27700 SH SOLE 27700 0 0 D UNUMPROVIDENT CORP COMMSTCK 91529Y106 80686 5142529 SH SOLE 5142529 0 0 D US BANCORP COMMSTCK 902973304 141480 4895507 SH SOLE 4895507 0 0 D UST INC COMMSTCK 902911106 1954 56000 SH SOLE 56000 0 0 D UTI WORLDWIDE INC COMMSTCK 1515 25760 SH SOLE 25760 0 0 D UTSTARCOM INC COMMSTCK 918076100 2411 149657 SH SOLE 149657 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAA2 14192 13500000 PRN SOLE 13500000 0 0 D VALEANT PHARMACEUTIC 144A CNVRTBND 91911XAC8 5362 5000000 PRN SOLE 5000000 0 0 D VALEANT PHARMACEUTIC 4.0%, CNVRTBND 91911XAD6 375 350000 PRN SOLE 350000 0 0 D VALSPAR CORP COMMSTCK 920355104 11842 253689 SH SOLE 253689 0 0 D VARCO INTERNATIONAL INC COMMSTCK 922122106 9866 367855 SH SOLE 367855 0 0 D VARIAN MEDICAL SYSTEMS INC COMMSTCK 92220P105 2005 58000 SH SOLE 58000 0 0 D VARIAN SEMICONDUCTOR EQUIP COMMSTCK 922207105 1328 42976 SH SOLE 42976 0 0 D VEECO INSTRUMENTS 4.125% 1 CNVRTBND 922417AB6 32614 33280000 PRN SOLE 33280000 0 0 D VENTAS INC COMMSTCK 92276F100 1466 56542 SH SOLE 56542 0 0 D VERINT SYSTEMS, INC. COMMSTCK 92343X100 1099 29845 SH SOLE 29845 0 0 D VERISIGN, INC. COMMSTCK 92343E102 4425 222600 SH SOLE 222600 0 0 D VERITAS SOFTWARE CORP COMMSTCK 923436109 111415 6259260 SH SOLE 6259260 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 20225 513589 SH SOLE 513589 0 0 D VERTEX PHARM 144A 5.75%, 0 CNVRTBND 92532FAE0 62105 59077000 PRN SOLE 59077000 0 0 D VIACOM, INC. CLASS B COMMSTCK 925524308 83048 2474607 SH SOLE 2474607 0 0 D VIMPEL COMMUNICATION S P A DEPRECPT 68370R109 5353 49200 SH SOLE 49200 0 0 D VIRGINIA COMM BANCORP, INC COMMSTCK 92778Q109 1765 65374 SH SOLE 65374 0 0 D VISHAY INTERTECH 3.625%, 0 CNVRTBND 928298AF5 10440 9700000 PRN SOLE 9700000 0 0 D VITESSE SEMICOND 1.50%, 10 CNVRTBND 928497AC0 4045 4000000 PRN SOLE 4000000 0 0 D VODAFONE GROUP PLC PLC - S DEPRECPT 92857W100 116142 4817179 SH SOLE 4817179 0 0 D VORNADO REALTY TRUST COMMSTCK 929042109 6237 99500 SH SOLE 99500 0 0 D VULCAN MATERIALS CO COMMSTCK 929160109 6936 136142 SH SOLE 136142 0 0 D WABASH NATIONAL 144A 3.25% CNVRTBND 929566AB3 6318 3900000 PRN SOLE 3900000 0 0 D WABASH NATIONAL 3.25%, 08/ CNVRTBND 929566AD9 57672 35600000 PRN SOLE 35600000 0 0 D WABTAC COMMSTCK 929740108 13414 717700 SH SOLE 717700 0 0 D WACHOVIA PFDF 929740108 1521 55000 SH SOLE 55000 0 0 D WAL-MART STORES INC COMMSTCK 931142103 6618 124400 SH SOLE 124400 0 0 D WALGREEN CO COMMSTCK 931422109 137637 3841378 SH SOLE 3841378 0 0 D WASHINGTON MUTUAL INC COMMSTCK 939322103 97282 2489302 SH SOLE 2489302 0 0 D WASTE CONNECTION INC COMMSTCK 941053100 1055 33290 SH SOLE 33290 0 0 D WASTE MANAGEMENT INC COMMSTCK 94106L109 71891 2629516 SH SOLE 2629516 0 0 D WATERS CORP COMMSTCK 941848103 6928 157100 SH SOLE 157100 0 0 D WATSON PHARMACEUTICALS INC COMMSTCK 942683103 1947 66100 SH SOLE 66100 0 0 D WATSON WYATT & COMPANY HOL COMMSTCK 942712100 5278 200685 SH SOLE 200685 0 0 D WAUSAU-MOSINEE PAPER CORP COMMSTCK 943315101 2254 135350 SH SOLE 135350 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 23949 469405 SH SOLE 469405 0 0 D WEBSTER FINANCIAL CO COMMSTCK 947890109 1835 37150 SH SOLE 37150 0 0 D WEINGARTEN RLTY INVESTORS COMMSTCK 948741103 1403 42500 SH SOLE 42500 0 0 D WELLMAN INC COMMSTCK 949702104 1343 158375 SH SOLE 158375 0 0 D WELLPOINT HLTH NETWORKS IN COMMSTCK 94973H108 6432 61200 SH SOLE 61200 0 0 D WELLS FARGO CO COMMSTCK 949746101 137955 2313516 SH SOLE 2313516 0 0 D WEYERHAEUSER CO COMMSTCK 962166104 52455 789029 SH SOLE 789029 0 0 D WHITE MOUNTAINS INSURANCE COMMSTCK G9618E107 43778 83228 SH SOLE 83228 0 0 D WHITNEY HOLDING WTNY COMMSTCK 966612103 4294 102247 SH SOLE 102247 0 0 D WILD OATS MARKETS INC COMMSTCK 96808B107 2583 298965 SH SOLE 298965 0 0 D WILEY JOHN & SONS CL A COMMSTCK 968223206 124562 3898640 SH SOLE 3898640 0 0 D WILLIS GROUP HOLDINGS LTD COMMSTCK G96655108 39200 1048128 SH SOLE 1048128 0 0 D WILSON GRTBATCH TECH 2.25% CNVRTBND 972232AB8 51758 61800000 PRN SOLE 61800000 0 0 D WOLVERINE WORLD WIDE INC COMMSTCK 978097103 1035 41075 SH SOLE 41075 0 0 D WORTHINGTON INDS INC COMMSTCK 981811102 4 200 SH SOLE 200 0 0 D WPP GROUP PLC SPONSORED AD DEPRECPT 929309300 2178 46644 SH SOLE 46644 0 0 D WRIGLEY (WM) JR CO COMMSTCK 982526105 20041 316555 SH SOLE 316555 0 0 D WYETH COMMSTCK 983024100 78701 2104308 SH SOLE 2104308 0 0 D XTO ENERGY, INC. COMMSTCK 98385X106 1391 42814 SH SOLE 42814 0 0 D XL CAPITAL LTD PFDF G98255303 2948 109000 SH SOLE 109000 0 0 D YANKEE CANDLE CO COMMSTCK 984757104 22192 766300 SH SOLE 766300 0 0 D YUKOS ADR DEPRECPT 98849W108 12796 758300 SH SOLE 758300 0 0 D YUM BRANDS INC COMMSTCK 988498101 66081 1625197 SH SOLE 1625197 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 982 12430 SH SOLE 12430 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 63859 1046180 SH SOLE 1046180 0 0 D ZORAN CORPORATION COMMSTCK 98975F101 8179 520300 SH SOLE 520300 0 0 S REPORT SUMMARY 895 DATA RECORDS 26998675