-----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, LoO+nbKtpep3PjHNJPOlHs99b/aCUiFKMUk7IrZ6z5YhtHG8ZJuFS7/LLcVt7hEq kWTj2RInSRL2ieI6IO4M+A== 0001102598-05-000003.txt : 20050203 0001102598-05-000003.hdr.sgml : 20050203 20050203155219 ACCESSION NUMBER: 0001102598-05-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050203 DATE AS OF CHANGE: 20050203 EFFECTIVENESS DATE: 20050203 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: 05573323 BUSINESS ADDRESS: STREET 1: 60 STATE STREET CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 form13fq042004final.txt DECEMBER 2004 13F ---------------------------- 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 December 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 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 February 3, 2005 ------------------------------------------ (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: 1,090 Form 13F Information Table Value Total: $31,090,788 (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 ABBOTT LABORATORIES COMMSTCK 002824100 115010 2465390 SH SOLE 2465390 0 0 D ABITIBI-CONSOLIDATED INC. COMMSTCK 003924107 519 75000 SH SOLE 75000 0 0 D ABLE LABORATORIES INC COMMSTCK 00371N407 1424 62600 SH SOLE 62600 0 0 D ABS-CBN BROADCASTING CORP- DEPRECPT 200365 10822400 SH SOLE 10822400 0 0 D ACCENTURE LTD CLA COMMSTCK G1150G111 25869 958095 SH SOLE 958095 0 0 D ACCREDO HEALTH INC COMMSTCK 00437V104 2766 99775 SH SOLE 99775 0 0 D ACE LTD COMMFORN G0070K103 28940 676962 SH SOLE 676962 0 0 D ACE LTD PFDF G00706111 2934 110000 SH SOLE 110000 0 0 D ACUITY BRANDS INC COMMSTCK 00508Y102 1444 45400 SH SOLE 45400 0 0 D ADAPTEC INC 0.75%, 12/22/2 CNVRTBND 00651FAG3 69628 73100000 PRN SOLE 73100000 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 70896 1130003 SH SOLE 1130003 0 0 D ADVANCED ENERGY IND 5.25%, CNVRTBND 007973AA8 45318 46962000 PRN SOLE 46962000 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 857 93858 SH SOLE 93858 0 0 D ADVANCED MARKETING SERVICE COMMSTCK 00753T105 1927 191515 SH SOLE 191515 0 0 D ADVANTA CORP CL A COMMSTCK 007942105 4294 189825 SH SOLE 189825 0 0 D ADVANTA CORP CL B NON VTG COMMSTCK 007942204 6325 260606 SH SOLE 260606 0 0 D ADVENT SOFTWARE INC COMMSTCK 007974108 1202 58700 SH SOLE 58700 0 0 D AEROFLEX INC COMMSTCK 007768104 1399 115400 SH SOLE 115400 0 0 D AEROPOSTALE INC COMMSTCK 007865108 1389 47200 SH SOLE 47200 0 0 D AFFILIATED COMPUTER SVCS-A COMMSTCK 008190100 9870 163980 SH SOLE 163980 0 0 D AFFILIATED MANAGERS GROUP COMMSTCK 008252108 14937 220500 SH SOLE 220500 0 0 D AFFYMETRIX INC COMMSTCK 00826T108 91380 2500 SH SOLE 2500 0 0 D AFLAC INC COMMSTCK 001055102 14506 364095 SH SOLE 364095 0 0 D AFTERMARKET TECH CORP. COMMSTCK 008318107 1325 82300 SH SOLE 82300 0 0 D AG EDWARDS INC COMMSTCK 281760108 76180 1763010 SH SOLE 1763010 0 0 D AGCO CORP COMMSTCK 001084102 10505 479900 SH SOLE 479900 0 0 D AGL RESOURCES INC COMMSTCK 001204106 4853 146010 SH SOLE 146010 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 95056 1639746 SH SOLE 1639746 0 0 D AIRGAS INC COMMSTCK 009363102 2545 95990 SH SOLE 95990 0 0 D AK STEEL CORP 7.875% 2/15/ CORPBOND 001546AE0 408 400000 SH SOLE 400000 0 0 D ALASKA AIR GROUP, INC COMMSTCK 011659109 1450 43300 SH SOLE 43300 0 0 D ALABAMA POWER CO PFDF 010392561 2395 98000 SH SOLE 98000 0 0 D ALABAMA PWR CO PFDF 2898 113000 SH SOLE 113000 0 0 D ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 1438 40900 SH SOLE 40900 0 0 D ALBERTO-CULVER CO CL B COMMSTCK 013068101 2334 48050 SH SOLE 48050 0 0 D ALCOA INC COMMSTCK 013817101 60807 1935300 SH SOLE 1935300 0 0 D ALCON INC COMMFORN 013817101 2481 30785 SH SOLE 30785 0 0 D ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 20378 273825 SH SOLE 273825 0 0 D ALLEGHENY ENERGY INC COMMSTCK 017361106 9413 477550 SH SOLE 477550 0 0 D ALLIANCE ATLANTIS COMMUNIC COMMSTCK 01853E204 1504 54725 SH SOLE 54725 0 0 D ALLIANCE BANKSHARES CORP COMMSTCK 018535104 2768 178000 SH SOLE 178000 0 0 D ALLIANCE DATA SYSTEM CORP COMMSTCK 018581108 665 14000 SH SOLE 14000 0 0 D ALLIANT TECH SYS 144A 2.75 CNVRTBND 018804AG9 41979 39650000 PRN SOLE 39650000 0 0 D ALLIANT TECHSYSTEMS INC COMMSTCK 018804104 12885 197079 SH SOLE 197079 0 0 D ALLSTATE CORP COMMSTCK 020002101 53230 1029201 SH SOLE 1029201 0 0 D ALLTEL CORP COMMSTCK 020039103 79634 1355242 SH SOLE 1355242 0 0 D ALLTEL CORP PFDF 020039822 3173 60000 SH SOLE 60000 0 0 D ALTIRIS INC COMMSTCK 02148M100 273 7700 SH SOLE 7700 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 57194 936032 SH SOLE 936032 0 0 D AMAZON.COM, INC COMMSTCK 023135106 4004 90400 SH SOLE 90400 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 4831 119600 SH SOLE 119600 0 0 D AMBAC FINANCIAL GROUP INC COMMSTCK 023139108 53766 654648 SH SOLE 654648 0 0 D AMBASSADORS GROUP INC COMMSTCK 023177108 2738 76900 SH SOLE 76900 0 0 D AMER MEDICAL ALERT CORP COMMSTCK 027904101 121 23600 SH SOLE 23600 0 0 D AMEREN CORP COMMSTCK 023608102 25145 501493 SH SOLE 501493 0 0 D AMERESCO ESCROW COMMSTCK 03199Q990 11 150000 SH SOLE 150000 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 14192 271100 SH SOLE 271100 0 0 D AMERICAN EAGLES OUTFITTERS COMMSTCK 02553E106 5011 106400 SH SOLE 106400 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 38838 1130988 SH SOLE 1130988 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 105758 1876141 SH SOLE 1876141 0 0 D AMERICAN GREETINGS CORP COMMSTCK 026375105 29987 1182930 SH SOLE 1182930 0 0 D AMERICAN HEALTHWAYS INC COMMSTCK 02649V104 29317 887325 SH SOLE 887325 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 204846 3119324 SH SOLE 3119324 0 0 D AMERICAN ITALIAN PASTA CO- COMMSTCK 027070101 1170 50325 SH SOLE 50325 0 0 D AMERICAN MEDICAL SYSTEMS H COMMSTCK 02744M108 3214 76870 SH SOLE 76870 0 0 D AMERICAN POWER CONVERSION COMMSTCK 029066107 385 18000 SH SOLE 18000 0 0 D AMERICAN SAFETY INS COMMSTCK G02995101 1737 106325 SH SOLE 106325 0 0 D AMERICAN STANDAR COMPANIES COMMSTCK 029712106 101366 2453192 SH SOLE 2453192 0 0 D AMERICREDIT CORP COMMSTCK 03060R101 3304 135125 SH SOLE 135125 0 0 D AMERIGROUP CORP COMMSTCK 03073T102 9038 119460 SH SOLE 119460 0 0 D AMERISOURCEBERG CORP COMMSTCK 03073E105 1602 27300 SH SOLE 27300 0 0 D AMERISTAR CASINOS INC COMMSTCK 03070Q101 3146 72975 SH SOLE 72975 0 0 D AMERUS GROUP CO. COMMSTCK 03072M108 1459 32200 SH SOLE 32200 0 0 D AMETEK INC. COMMSTCK 030720010 80 2250 SH SOLE 2250 0 0 D AMGEN INC COMMSTCK 031162100 78265 1220031 SH SOLE 1220031 0 0 D AMSURG CORP COMMSTCK 03232P405 2113 71522 SH SOLE 71522 0 0 D ANADARKO PETROLEUM CORP COMMSTCK 032511107 29481 454877 SH SOLE 454877 0 0 D ANALOGIC CORP. COMMSTCK 032657207 3501 78175 SH SOLE 78175 0 0 D ANGLOGOLD ASHANTI LTD SPON DEPRECPT 035128206 21581 593700 SH SOLE 593700 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 14928 294270 SH SOLE 294270 0 0 D ANIXTER INTERNATIONA INC COMMSTCK 035290105 2295 63775 SH SOLE 63775 0 0 D ANTEON INTL CORP COMMSTCK 03674E108 8871 211917 SH SOLE 211917 0 0 D ANWORTH MORTGAGE ASSET COR COMMSTCK 037347101 1392 130000 SH SOLE 130000 0 0 D APACHE CORP COMMSTCK 037411105 71510 1414079 SH SOLE 1414079 0 0 D APACHE CORP PFDF 037411402 5166 49300 SH SOLE 49300 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 3854 100000 SH SOLE 100000 0 0 D APOLLO GROUP INC CL A COMMSTCK 037604105 3156 39100 SH SOLE 39100 0 0 D APOLLO INVESTMNT CORP COMMSTCK 03761U106 12441 823886 SH SOLE 823886 0 0 D APPLE COMPUTER INC COMMSTCK 037833100 5674 88113 SH SOLE 88113 0 0 D APPLIED INDUST TECHNOLOGIE COMMSTCK 03820C105 8452 308465 SH SOLE 308465 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 80497 4707401 SH SOLE 4707401 0 0 D APRIA HEALTHCARE GROUP INC COMMSTCK 037933108 3074 93300 SH SOLE 93300 0 0 D AQUA AMERICA INC. COMMSTCK 03836W103 19912 809775 SH SOLE 809775 0 0 D ARACRUZ CELLULOSE SA SPON DEPRECPT 038496204 6962 184670 SH SOLE 184670 0 0 D ARCHSTONE- SMITH TRUST COMMSTCK 039583109 10341 270000 SH SOLE 270000 0 0 D ARDEN REALTY GROUP INC COMMSTCK 039793104 4149 110000 SH SOLE 110000 0 0 D ARKANSAS BEST CORP COMMSTCK 040790107 1786 39775 SH SOLE 39775 0 0 D ARLINGTON TANKERS LTD. COMMSTCK 1492 65000 SH SOLE 65000 0 0 D ARRIS GROUP INC. COMMSTCK 04269Q100 1671 237400 SH SOLE 237400 0 0 D ARROW ELECTRONICS INC COMMSTCK 042735100 34020 1400 SH SOLE 1400 0 0 D ARTHROCARE CORP COMMSTCK 043136100 1746 54450 SH SOLE 54450 0 0 D ASK JEEVES, INC. COMMSTCK 045174109 8472 316700 SH SOLE 316700 0 0 D ASSURED GUARANTY LTD MISCEQTY 5376 273300 SH SOLE 273300 0 0 D ASTEC INDUSTRIES INC COMMSTCK 046224101 1923 111750 SH SOLE 111750 0 0 D ASTRAZENECA PLC SPONS ADR DEPRECPT 046353108 37963 1043231 SH SOLE 1043231 0 0 D AT&T CORP COMMSTCK 001957505 10521 551947 SH SOLE 551947 0 0 D ATMOS ENERGY CORP COMMSTCK 049560105 8343 305070 SH SOLE 305070 0 0 D ATWOOD OCEANICS INC. COMMSTCK 050095108 2041 39175 SH SOLE 39175 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 74195 1672937 SH SOLE 1672937 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 12387 164500 SH SOLE 164500 0 0 D AVAYA INC. COMMSTCK 053499109 48477 2818414 SH SOLE 2818414 0 0 D AVISTA CORP COMMSTCK 05379B107 2256 127700 SH SOLE 127700 0 0 D AVOCENT CORP COMMSTCK 053893103 2311 57030 SH SOLE 57030 0 0 D AVON PRODUCTS INC. COMMSTCK 054303102 28846 745378 SH SOLE 745378 0 0 D AXCELIS TECH 4.25%, 01/15/ CNVRTBND 054540AB5 49774 50150000 PRN SOLE 50150000 0 0 D AXCELIS TECHNOLOGIES INC COMMSTCK 054540109 1480 182100 SH SOLE 182100 0 0 D B & G FOODS INC. COMMSTCK 05508R205 4712 314525 SH SOLE 314525 0 0 D BALL CORP COMMSTCK 058498106 137418 3124552 SH SOLE 3124552 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460303 8809 351507 SH SOLE 351507 0 0 D BANCO ITAU S.A. Spon. ADR DEPRECPT 059602201 4909 65300 SH SOLE 65300 0 0 D BANCORPSOUTH, INC. COMMSTCK 059692103 1396 57300 SH SOLE 57300 0 0 D BANK NEW YORK INC COMMSTCK 064057102 157502 4712805 SH SOLE 4712805 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 247148 5259575 SH SOLE 5259575 0 0 D BANK OF AMERICA CORP PFDF 060505708 4926 94000 SH SOLE 94000 0 0 D BANKATLANTIC BANCORP INC-A COMMSTCK 065908501 7918 397885 SH SOLE 397885 0 0 D BANKUNITED FINANCIAL CORP- COMMSTCK 06652B103 5589 174925 SH SOLE 174925 0 0 D BANNER CORP COMMSTCK 06652V109 3488 111841 SH SOLE 111841 0 0 D BANPAIS SA ADR DEPRECPT 066700105 0 26000 SH SOLE 26000 0 0 D BARNES & NOBLE INC COMMSTCK 067774109 23576 730588 SH SOLE 730588 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 62130 1364288 SH SOLE 1364288 0 0 D BASSETT FURNITURE INDS INC COMMSTCK 070203104 981 50000 SH SOLE 50000 0 0 D BAXTER INTL INC COMMSTCK 071813109 4521 130900 SH SOLE 130900 0 0 D BEACON ROOFING SUPPLY, INC COMMSTCK 073685109 993 50000 SH SOLE 50000 0 0 D BEAR STEARNS CO PFDF 073902868 2020 40000 SH SOLE 40000 0 0 D BEAR STEARNS CO PFDF 073902876 2954 57000 SH SOLE 57000 0 0 D BEAZER HOMES USA INC COMMSTCK 07556Q105 2372 16225 SH SOLE 16225 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 115095 2026327 SH SOLE 2026327 0 0 D BELL MICROPRODUCTS 3.75%, CNVRTBND 078137AC0 47134 41300000 PRN SOLE 41300000 0 0 D BELLSOUTH CORP COMMSTCK 079860102 191710 6898517 SH SOLE 6898517 0 0 D BENCHMARK ELECTRONIC INC COMMSTCK 08160H101 5345 156750 SH SOLE 156750 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 31051 10576 SH SOLE 10576 0 0 D BERKSHIRE HATHAWAY INC. CL COMMSTCK 084670108 82274 936 SH SOLE 936 0 0 D BEST BUY CO INC COMMSTCK 086516101 22965 386490 SH SOLE 386490 0 0 D BHP BILLITON LTD SPNS-ADR COMMSTCK 088606108 21842 909306 SH SOLE 909306 0 0 D BIO-RAD LABORATORIES INC. COMMSTCK 090572207 711 12385 SH SOLE 12385 0 0 D BIOMED PROPERTY TRUST, INC COMMSTCK 09063H107 13511 608339 SH SOLE 608339 0 0 D BIOMET INC COMMSTCK 090613100 11606 267475 SH SOLE 267475 0 0 D BJ SERVICES CO COMMSTCK 055482103 1923 41325 SH SOLE 41325 0 0 D BJ'S WHOLESALE CLUB INC COMMSTCK 05548J106 55392 1901538 SH SOLE 1901538 0 0 D BLACK BOX CORPORATION COMMSTCK 091826107 7770 161800 SH SOLE 161800 0 0 D BLOCKBUSTER INC CLASS A COMMSTCK 093679108 42211 4424673 SH SOLE 4424673 0 0 D BLOCKBUSTER INC CLASS B COMMSTCK 093679207 777 88173 SH SOLE 88173 0 0 D BOEING CO COMMSTCK 097023105 10524 203284 SH SOLE 203284 0 0 D BONE CARE INTERNATIO INC COMMSTCK 098072101 1554 55800 SH SOLE 55800 0 0 D BORG-WARNER AUTOMOTIVE INC COMMSTCK 099724106 4382 80900 SH SOLE 80900 0 0 D BORLAND SOFTWARE CORP COMMSTCK 099849101 9084 777775 SH SOLE 777775 0 0 D BOSTON COMM GROUP COMMSTCK 100582105 7687 831913 SH SOLE 831913 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 13005 201100 SH SOLE 201100 0 0 D BP PLC ADR DEPRECPT 055622104 79541 1362002 SH SOLE 1362002 0 0 D BRANDYWINE REALTY TRUST COMMSTCK 105368203 1408 47900 SH SOLE 47900 0 0 D BRASIL DISTR PAO ACU-SP AD DEPRECPT 20440T201 11098 433500 SH SOLE 433500 0 0 D BRASIL TELECOM PARTICIPACO DEPRECPT 105530109 6657 174500 SH SOLE 174500 0 0 D BRINKER INTERNATIONAL INC COMMSTCK 109641100 7230 206150 SH SOLE 206150 0 0 D BRISTOL MYERS SQUIBB CO COMMSTCK 110122108 54486 2126676 SH SOLE 2126676 0 0 D BRISTOL WEST HLDGS INC COMMSTCK 11037M105 1400 70000 SH SOLE 70000 0 0 D BROOKFIELD PROPERTIES CORP COMMSTCK 112900105 8497 227200 SH SOLE 227200 0 0 D BROOKS AUTOMATION 4.75% 06 CNVRTBND 11434AAB6 101355 104087000 PRN SOLE 104087000 0 0 D BROOKS AUTOMATION INC COMMSTCK 114340102 1278 74213 SH SOLE 74213 0 0 D BRUSH ENGINEERED MATERIALS COMMSTCK 117421107 1386 74900 SH SOLE 74900 0 0 D BUILDING MATERIAL HOLDING COMMSTCK 120113105 3377 88200 SH SOLE 88200 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 73917 1562400 SH SOLE 1562400 0 0 D C. R. BARD, INC. COMMSTCK 067383109 1615 25250 SH SOLE 25250 0 0 D CACI INTERNATIONAL INC - C COMMSTCK 127190304 2875 42204 SH SOLE 42204 0 0 D CAMBIOR INC COMMFORN 13201L103 1960 734125 SH SOLE 734125 0 0 D CAMBREX CORP COMMSTCK 132011107 1539 56800 SH SOLE 56800 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 7793 152800 SH SOLE 152800 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 85124 2847918 SH SOLE 2847918 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 70677 1153906 SH SOLE 1153906 0 0 D CANON, INC. - ADR DEPRECPT 138006309 92204 1699298 SH SOLE 1699298 0 0 D CAPITAL AUTOMOTIVE REIT COMMSTCK 139733109 590 16600 SH SOLE 16600 0 0 D CAPITAL TRUST, INC. COMMSTCK 14052H506 9879 321700 SH SOLE 321700 0 0 D CAPTARIS INC COMMSTCK 14071N104 1018 197300 SH SOLE 197300 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 7983 716000 SH SOLE 716000 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 167919 2887692 SH SOLE 2887692 0 0 D CAREER EDUCATION CORP COMMSTCK 141665109 5272 131800 SH SOLE 131800 0 0 D CAREMARK RX INC COMMSTCK 141705103 2637 66870 SH SOLE 66870 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 5474 93640 SH SOLE 93640 0 0 D CARRAMERICA REALTY CORP COMMSTCK 144418100 1650 50000 SH SOLE 50000 0 0 D CASEY'S GENERAL STORES, IN COMMSTCK 147528103 9275 511000 SH SOLE 511000 0 0 D CASH AMERICA INTL INC COMMSTCK 14754D100 3835 129000 SH SOLE 129000 0 0 D CATELLUS DEVEL CORP COMMSTCK 149113102 10664 348500 SH SOLE 348500 0 0 D CATERPILLAR INC COMMSTCK 149123101 96528 989929 SH SOLE 989929 0 0 D CATHAY FINANCIAL HOLDING C DEPRECPT 14915V106 1421 70700 SH SOLE 70700 0 0 D CATHAY FINANCIAL REG S GDR DEPRECPT 14915V205 7087 352600 SH SOLE 352600 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 22387 680453 SH SOLE 680453 0 0 D CEMIG SA SPONS ADR COMMSTCK 204409601 1107 45100 SH SOLE 45100 0 0 D CENTERPOINT ENERGY 144A 3. 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COMMSTCK 153491105 2755 437375 SH SOLE 437375 0 0 D CENTRAL PACIFIC FINANCIAL COMMSTCK 154760102 4507 124600 SH SOLE 124600 0 0 D CENTRAL PARKING CORP COMMSTCK 154785109 7775 513225 SH SOLE 513225 0 0 D CENTURY ALUMINUM COMPANY COMMSTCK 156431108 1568 59700 SH SOLE 59700 0 0 D CENTURYTEL INC COMMSTCK 156700106 65799 1855050 SH SOLE 1855050 0 0 D CENTURYTEL INC PFDF 156700403 3339 126000 SH SOLE 126000 0 0 D CERNER CORP COMMSTCK 156782104 1420 26700 SH SOLE 26700 0 0 D CH ENERGY GROUP, INC COMMSTCK 12541M102 1057 22000 SH SOLE 22000 0 0 D CHAMPION ENTERPRISES INC COMMSTCK 158496109 20051 1696325 SH SOLE 1696325 0 0 D CHARLES RIVER ASSOCIATES I COMMSTCK 159852102 2023 43250 SH SOLE 43250 0 0 D CHARLES RIVER LABORATORIES COMMSTCK 159864107 2439 53000 SH SOLE 53000 0 0 D CHARMING SHOPPES COMMSTCK 161133103 6085 649448 SH SOLE 649448 0 0 D CHARTER MUNICIPAL MTG ACCP COMMSTCK 160908109 1264 51700 SH SOLE 51700 0 0 D CHATTEM INC COMMSTCK 162456107 3006 90815 SH SOLE 90815 0 0 D CHECK POINT SOFTWARE TECH COMMFORN M22465104 4459 181028 SH SOLE 181028 0 0 D CHEMED CORP. COMMSTCK 16359R103 10294 153393 SH SOLE 153393 0 0 D CHEMICAL FINANCIAL CORPORA COMMSTCK 163731102 1451 33800 SH SOLE 33800 0 0 D CHEVRONTEXACO CORP COMMSTCK 166764100 326869 6224885 SH SOLE 6224885 0 0 D CHICO'S FAS INC COMMSTCK 168615102 4266 93700 SH SOLE 93700 0 0 D CHINA STEEL CORP GDR DEPRECPT 3307 147985 SH SOLE 147985 0 0 D CHIRON CORP COMMSTCK 170040109 2336 70100 SH SOLE 70100 0 0 D CHOICEPOINT INC COMMSTCK 170388102 1589 34550 SH SOLE 34550 0 0 D CHUBB CORP COMMSTCK 171232101 131663 1712137 SH SOLE 1712137 0 0 D CHURCH & DWIGHT CO, INC COMMSTCK 171340102 2101 62492 SH SOLE 62492 0 0 D CIA CERVECERIA UNIDAS-SP A DEPRECPT 204429104 5629 223100 SH SOLE 223100 0 0 D CIA VALE DO RIO DOCE SP AD DEPRECPT 204412100 31816 1305000 SH SOLE 1305000 0 0 D CIBER INC COMMSTCK 17163B102 14975 1553408 SH SOLE 1553408 0 0 D CIGNA CORP COMMSTCK 125509109 62553 766867 SH SOLE 766867 0 0 D CINERGY CORP COMMSTCK 172474108 4579 110000 SH SOLE 110000 0 0 D CINTAS CORP COMMSTCK 172908105 2627 59898 SH SOLE 59898 0 0 D CISCO SYSTEMS INC COMMSTCK 17275R102 2714 140600 SH SOLE 140600 0 0 D CITIGROUP INC. COMMSTCK 172967101 313012 6496712 SH SOLE 6496712 0 0 D CITIGROUP INC. PFDF 172967507 2912 55000 SH SOLE 55000 0 0 D CITIGROUP INC. PFDF 172967812 4320 81500 SH SOLE 81500 0 0 D CITY NATIONAL CORP COMMSTCK 178566105 45698 646825 SH SOLE 646825 0 0 D CLAIRE'S STORES INC COMMSTCK 179584107 10213 480590 SH SOLE 480590 0 0 D CLEAR CHANNEL COMMUNICATIO COMMSTCK 184502102 80229 2395613 SH SOLE 2395613 0 0 D CLOROX COMPANY COMMSTCK 189054109 45057 764590 SH SOLE 764590 0 0 D CMS ENERGY 3.375%, 07/15/2 CNVRTBND 125896AT7 13216 11200000 PRN SOLE 11200000 0 0 D CMS ENERGY CORP COMMSTCK 125896100 171 16383 SH SOLE 16383 0 0 D CMS ENERGY CORP. 4.5%, 12/ CNVRTPRF 125896886 62405 984700 SH SOLE 984700 0 0 D COCA COLA FEMSA S.A. -SP A DEPRECPT 191241108 6901 290450 SH SOLE 290450 0 0 D COCA-COLA BOTTLING CO CONS COMMSTCK 191098102 7372 129200 SH SOLE 129200 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 6459 155154 SH SOLE 155154 0 0 D COEUR D'ALENE MINES CORP. 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COMMSTCK 91879Q109 1370 61100 SH SOLE 61100 0 0 D VALEANT PHARMACEUTIC 3.0%, CNVRTBND 91911XAB0 14867 13500000 PRN SOLE 13500000 0 0 D VALEANT PHARMACEUTIC 4.0%, CNVRTBND 91911XAD6 8625 7850000 PRN SOLE 7850000 0 0 D VALERO ENERGY CORP COMMSTCK 91913Y100 71820 1582 SH SOLE 1582 0 0 D VALSPAR CORP COMMSTCK 920355104 9641 192784 SH SOLE 192784 0 0 D VALUECLICK INC COMMSTCK 92046N102 1446 108500 SH SOLE 108500 0 0 D VARCO INTERNATIONAL INC COMMSTCK 922122106 10810 370855 SH SOLE 370855 0 0 D VEECO INSTRUMENTS INC COMMSTCK 922417100 25280 1200 SH SOLE 1200 0 0 D VEECO INSTRUMENTS 4.125% 1 CNVRTBND 922417AB6 42739 43280000 PRN SOLE 43280000 0 0 D VERINT SYSTEMS, INC. COMMSTCK 92343X100 1716 47245 SH SOLE 47245 0 0 D VERITAS SOFTWARE CORP COMMSTCK 923436109 216726 7591102 SH SOLE 7591102 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 43135 1064803 SH SOLE 1064803 0 0 D VERTEX PHARM 144A 5.75%, 0 CNVRTBND 92532FAE0 59594 59077000 PRN SOLE 59077000 0 0 D VERTEX PHARMACEUT INC. COMMSTCK 92532F100 106 10000 SH SOLE 10000 0 0 D VIACOM, INC. CLASS B COMMSTCK 925524308 91800 2522679 SH SOLE 2522679 0 0 D VIMPEL COMMUNIC S P ADR DEPRECPT 68370R109 11118 307633 SH SOLE 307633 0 0 D VISHAY INTERTECH 3.625%, 0 CNVRTBND 928298AF5 10876 9700000 PRN SOLE 9700000 0 0 D VODAFONE GROUP PLC PLC - S DEPRECPT 92857W100 147552 5389040 SH SOLE 5389040 0 0 D VORNADO REALTY TRUST COMMSTCK 929042109 7575 99500 SH SOLE 99500 0 0 D VULCAN MATERIALS CO COMMSTCK 929160109 7435 136142 SH SOLE 136142 0 0 D W HOLDING COMPANY INC COMMSTCK 929251106 27894 1215942 SH SOLE 1215942 0 0 D WABASH NATIONAL 144A 3.25% CNVRTBND 929566AB3 6182 3900000 PRN SOLE 3900000 0 0 D WABASH NATIONAL 3.25%, 08/ CNVRTBND 929566AD9 66728 42100000 PRN SOLE 42100000 0 0 D WABASH NATIONAL CORP COMMSTCK 929566107 315 11692 SH SOLE 11692 0 0 D WABTAC COMMSTCK 929740108 12017 563650 SH SOLE 563650 0 0 D WACHOVIA CORP COMMSTCK 929903102 102791 1954207 SH SOLE 1954207 0 0 D WACHOVIA PDF FDG CORP PFDF 92977V206 1561 55000 SH SOLE 55000 0 0 D WADDELL & REED FINANCIAL I COMMSTCK 930059100 1565 65500 SH SOLE 65500 0 0 D WAL-MART STORES INC COMMSTCK 931142103 30653 580337 SH SOLE 580337 0 0 D WALGREEN CO COMMSTCK 931422109 155686 4057502 SH SOLE 4057502 0 0 D WASHINGTON BANKING CO COMMSTCK 937303105 1462 80572 SH SOLE 80572 0 0 D WASHINGTON MUTUAL INC COMMSTCK 939322103 136324 3224317 SH SOLE 3224317 0 0 D WASTE CONNECTION INC COMMSTCK 941053100 2694 78665 SH SOLE 78665 0 0 D WASTE MANAGEMENT INC COMMSTCK 94106L109 65853 2199506 SH SOLE 2199506 0 0 D WATCHGUARD TECH COMMSTCK 941105108 442 99800 SH SOLE 99800 0 0 D WATERS CORP COMMSTCK 941848103 5666 121100 SH SOLE 121100 0 0 D WATSON WYATT & COMPANY HOL COMMSTCK 942712100 5694 211285 SH SOLE 211285 0 0 D WAUSAU-MOSINEE PAPER CORP COMMSTCK 943315101 1437 80450 SH SOLE 80450 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 22797 444390 SH SOLE 444390 0 0 D WEBEX COMMUNICATIONS INC. COMMSTCK 94767L109 6088 256000 SH SOLE 256000 0 0 D WEBSENSE INC COMMSTCK 947684106 21034 414700 SH SOLE 414700 0 0 D WEBSTER FINANCIAL CO COMMSTCK 947890109 1420 28050 SH SOLE 28050 0 0 D WELLMAN INC COMMSTCK 949702104 1432 133975 SH SOLE 133975 0 0 D WELLPOINT INC COMMSTCK 94973V107 7688 66848 SH SOLE 66848 0 0 D WELLS FARGO CO COMMSTCK 949746101 175238 2819590 SH SOLE 2819590 0 0 D WESCO INTERNATIONAL INC COMMSTCK 95082P105 1898 64050 SH SOLE 64050 0 0 D WEST COAST BANCORP OREGON COMMSTCK 952145100 2544 100100 SH SOLE 100100 0 0 D WEST MARINE INC COMMSTCK 954235107 9360 378200 SH SOLE 378200 0 0 D WESTAMERICA BANCORP COMMSTCK 957090103 16059 275400 SH SOLE 275400 0 0 D WEYERHAEUSER CO COMMSTCK 962166104 55071 819259 SH SOLE 819259 0 0 D WHITE MOUNTAINS INSURANCE COMMSTCK G9618E107 56223 87033 SH SOLE 87033 0 0 D WHITNEY HOLDING WTNY COMMSTCK 966612103 1983 44070 SH SOLE 44070 0 0 D WILD OATS MARKETS INC COMMSTCK 96808B107 2675 303665 SH SOLE 303665 0 0 D WILEY JOHN & SONS CL A COMMSTCK 968223206 137039 3933386 SH SOLE 3933386 0 0 D WILLIS GROUP HOLDINGS LTD COMMSTCK G96655108 50228 1220025 SH SOLE 1220025 0 0 D WILSON GRTBATCH TECH 2.25% CNVRTBND 972232AB8 56993 63150000 PRN SOLE 63150000 0 0 D WIND RIVER SYSTEMS COMMSTCK 973149107 1940 143200 SH SOLE 143200 0 0 D WINNEBAGO INDUSTRIES INC COMMSTCK 974637100 1387 35500 SH SOLE 35500 0 0 D WOLVERINE WORLD WIDE INC COMMSTCK 978097103 3950 125725 SH SOLE 125725 0 0 D WORLD FUEL SERVICES CORP COMMSTCK 981475106 4094 82200 SH SOLE 82200 0 0 D WORTHINGTON INDS INC COMMSTCK 981811102 4 200 SH SOLE 200 0 0 D WPP GROUP PLC SPONSORED AD DEPRECPT 929309300 2706 49520 SH SOLE 49520 0 0 D WRIGLEY (WM) JR CO COMMSTCK 982526105 20488 296105 SH SOLE 296105 0 0 D WYETH COMMSTCK 983024100 56828 1334303 SH SOLE 1334303 0 0 D XL CAPTIAL LTD PFDF G98255303 2935 109000 SH SOLE 109000 0 0 D XTO ENERGY, INC. COMMSTCK 98385X106 5586 157894 SH SOLE 157894 0 0 D YANKEE CANDLE CO COMMSTCK 984757104 26782 807160 SH SOLE 807160 0 0 D YUKOS ADR DEPRECPT 98849W108 4584 1560395 SH SOLE 1560395 0 0 D YUM BRANDS INC COMMSTCK 988498101 46119 977519 SH SOLE 977519 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 2422 30225 SH SOLE 30225 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 72597 1067133 SH SOLE 1067133 0 0 S REPORT SUMMARY 1090 DATA RECORDS 31090788
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