-----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, BgYPwEq3vuGD+Rm3FnHBAU5wINwHoFCALDxAjWlQHWDA6SDw3MiVjU5tkRQaMQkG 9OYUtZp8K1vRyH2IHOSvgA== 0000312348-07-000046.txt : 20070814 0000312348-07-000046.hdr.sgml : 20070814 20070814141620 ACCESSION NUMBER: 0000312348-07-000046 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 071053746 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/07 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents 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, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: Vice President and Trading Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 8/14/07 Signature Place Date NOTE: This filing shows the firm's convertible holdings as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: Number of other included managers: 2 Form 13F Information Table Entry Total: 824 Form 13F Information Table Value Total: $ 22,722,557 ('000) List of Other Included Managers: 28-6808 IXIS Asset Management US Group, L.P. (2) 28-10092 IXIS Asset Management (3) VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- 1-800-FLOWERS.COM INC COMMON 68243Q106 14,587 1,546,922 X 123 1,398,243 148,679 3M CO COMMON 88579Y101 847 9,757 X 123 4,753 5,004 AAR CORP COMMON 000361105 17,873 541,457 X 123 483,864 57,593 ABB LTD SPON ADR ADR 000375204 28,087 1,242,769 X 123 1,134,237 108,532 ABBOTT LABS COMMON 002824100 64,709 1,208,382 X 123 558,931 15,035 634,416 ACE LTD COMMON G0070K103 21,308 340,819 X 123 29,253 3,980 307,586 ACTUANT CORP CL A COMMON 00508X203 33,720 534,730 X 123 463,016 71,714 ADELPHIA RECOVERY TRUST COMMON 00685R409 135 1,593,522 X 123 1,593,522 ADOBE SYS COMMON 00724F101 190,165 4,736,376 X 123 2,335,378 16,478 2,384,520 ADTRAN INC COMMON 00738A106 7,422 285,781 X 123 254,296 31,485 ADVANTA CORP CL B COMMON 007942204 29,219 938,313 X 123 835,222 103,091 ADVISORY BOARD CO COMMON 00762W107 5,046 90,813 X 123 90,813 AES TRUST III CVT PFD CV PFD 00808N202 45,816 1,299,769 X 123 1,141,900 21,644 136,225 AETNA INC-NEW COMMON 00817Y108 2 44 X 123 44 AFFILIATED COMPUTER SVSC CL A COMMON 008190100 3 45 X 123 45 AFFILIATED MANAGERS GROUP COMMON 008252108 7,682 59,658 X 123 59,658 AFLAC INC COMMON 001055102 3,942 76,701 X 123 70,701 6,000 AGCO CORP COMMON 001084102 3,464 79,800 X 123 79,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 176 4,587 X 123 4,587 AIR PRODS & CHEM COMMON 009158106 241 3,000 X 123 3,000 AIRCASTLE LTD COMMON G0129K104 2,766 69,472 X 123 69,472 AIRGAS INC COMMON 009363102 3,675 76,732 X 123 57,264 19,468 AKAMAI TECHNOLOGIES COMMON 00971T101 5,314 109,251 X 123 109,251 ALBANY INTL CORP-CL A COMMON 012348108 28,454 703,614 X 123 609,465 94,149 ALBERTO CULVER CO NEW COMMON 013078100 29,419 1,240,263 X 123 1,071,079 169,184 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 160,879 1,533,935 X 123 613,952 3,614 916,369 ALLETE INC COMMON 018522300 18,972 403,232 X 123 352,084 51,148 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1,232 15,945 X 123 8,797 4,245 2,903 ALLOY INC COMMON 019855303 8,460 846,011 X 123 753,322 92,689 ALLSCRIPTS INC COMMON 01988P108 2,667 104,673 X 123 104,673 ALLSTATE CORP COMMON 020002101 52,494 853,421 X 123 776,992 76,429 ALTRIA GROUP INC COMMON 02209S103 30,679 437,393 X 123 394,595 42,798 AMAZON.COM INC COMMON 023135106 117,840 1,722,560 X 123 751,437 2,322 968,801 AMBAC FINL GRP COMMON 023139108 569 6,530 X 123 4,255 2,275 AMCOMP INC COMMON 02342J101 4,171 427,768 X 123 337,267 90,501 AMERICA MOVIL-SERIES L ADR 02364W105 10,580 170,842 X 123 170,842 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 232 9,030 X 123 9,030 AMERICAN ECOLOGY CORP COMMON 025533407 10,082 470,667 X 123 418,758 51,909 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 14,947 1,237,371 X 123 1,098,383 138,988 AMERICAN EXPRESS CO COMMON 025816109 213,130 3,483,661 X 123 1,436,338 19,388 2,027,935 AMERICAN INTL GRP COMMON 026874107 112,070 1,600,313 X 123 666,937 11,012 922,364 AMERICAN REPROGRAPHICS CO COMMON 029263100 2,812 91,320 X 123 91,320 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 1,507 26,501 X 123 26,501 AMERICAN STANDARD COMPANIES COMMON 029712106 6,234 105,689 X 123 82,255 23,434 AMERICAN STATES WATER CO COMMON 029899101 8,787 247,039 X 123 220,151 26,888 AMERICAN TOWER CORP CL A COMMON 029912201 3 75 X 123 75 AMERIPRISE FINANCIAL INC COMMON 03076C106 26,255 413,004 X 123 375,473 920 36,611 AMETEK INC COMMON 031100100 5,661 142,659 X 123 113,452 29,207 AMGEN INC COMMON 031162100 1,449 26,200 X 123 24,600 1,600 AMPHENOL CORP CL A COMMON 032095101 17,767 498,386 X 123 249,128 249,258 ANAREN INC COMMON 032744104 13,455 764,049 X 123 683,730 80,319 ANGELICA CORP COMMON 034663104 3,783 179,447 X 123 110,637 68,810 ANIXTER INTERNATIONAL INC COMMON 035290105 22,341 297,053 X 123 263,507 33,546 APACHE CORP COMMON 037411105 3,631 44,508 X 123 44,496 12 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 11,858 235,175 X 123 235,175 APPLE INC COMMON 037833100 367,735 3,013,233 X 123 1,408,732 9,087 1,595,414 ARCH CAPITAL GROUP LTD COMMON G0450A105 3,152 43,457 X 123 43,457 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 33 996 X 123 996 ARENA RESOURCES INC COMMON 040049108 2,423 41,697 X 123 41,697 ARGON ST INC COMMON 040149106 10,450 450,221 X 123 400,443 49,778 ARGONAUT GROUP INC COMMON 040157109 2,187 70,084 X 123 70,084 ARMOR HOLDINGS INC COMMON 042260109 84 969 X 123 969 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 29,228 582,821 X 123 506,144 76,677 ARROW INTERNATIONAL INC COMMON 042764100 16,354 427,223 X 123 379,438 47,785 ASKEMNOW INC COMMON 045188109 100 X 123 100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 193 6,887 X 123 6,887 ASSOCIATED ESTATES REALTY CP COMMON 045604105 19,137 1,227,525 X 123 1,227,525 ASSURANT INC COMMON 04621X108 6,344 107,668 X 123 85,603 22,065 ASTORIA FINANCIAL CORP COMMON 046265104 2 60 X 123 60 AT&T INC COMMON 00206R102 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TECHNOLOGIES INC COMMON 311642102 119 3,740 X 123 3,740 FCSTONE GROUP INC COMMON 31308T100 2,456 42,855 X 123 42,855 FELCOR LODGING CONV PFD CV PFD 31430F200 4,569 139,458 X 123 136,280 3,178 FIDELITY NATIONAL INFORMATION COMMON 31620M106 133,282 2,455,448 X 123 1,103,724 3,135 1,348,589 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 17,035 726,732 X 123 646,573 80,159 FIRST COMMUNITY BANCORP COMMON 31983B101 15,911 278,108 X 123 247,718 30,390 FIRST MERCURY FINANCIAL CORP COMMON 320841109 10,871 518,425 X 123 460,447 57,978 FIRST MIDWEST BANCORP INC COMMON 320867104 12,175 342,852 X 123 304,471 38,381 FIRST SECURITY GROUP INC COMMON 336312103 2,295 212,469 X 123 130,778 81,691 FIRST SOLAR INC COMMON 336433107 3,004 33,642 X 123 33,642 FIRST STATE BANCORPORATION COMMON 336453105 14,935 701,493 X 123 623,217 78,276 FISERV INC COMMON 337738108 21 375 X 123 375 FLEXTRONICS INTL LTD COMMON Y2573F102 3 250 X 123 250 FMC CORP NEW COMMON 302491303 14,136 158,135 X 123 140,538 17,597 FOCUS 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1,633,217 GATX CORP COMMON 361448103 3 55 X 123 55 GEN MILLS COMMON 370334104 9 150 X 123 150 GENCO SHIPPING & TRADING LTD COMMON Y2685T107 3,353 81,269 X 123 81,269 GENENTECH INC COMMON 368710406 22,933 303,105 X 123 35,607 8,627 258,871 GENERAL CABLE CORP COMMON 369300108 44,836 591,894 X 123 528,540 63,354 GENERAL ELECTRIC COMMON 369604103 7,558 197,433 X 123 168,580 11,300 17,553 GENERAL MOTORS CORP COMMON 370442105 20,630 545,763 X 123 545,763 GENESEE & WYOMING INC-CL A COMMON 371559105 10,102 338,524 X 123 301,208 37,316 GENESIS LEASE LTD-ADS ADR 37183T107 12,911 471,209 X 123 463,834 7,375 GENTEX CORP COMMON 371901109 13,144 667,525 X 123 593,030 74,495 GENZYME CORP -GENL DIVISION COMMON 372917104 97 1,500 X 123 1,500 GEOEYE INC COMMON 37250W108 11,427 525,853 X 123 471,250 54,603 GETTY IMAGES INC COMMON 374276103 1 17 X 123 17 GFI GROUP INC COMMON 361652209 6,477 89,366 X 123 89,366 GILDAN ACTIVEWEAR -A COMMON 375916103 26,003 758,328 X 123 758,328 GILEAD SCIENCES INC COMMON 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2,028,574 3,410 1,481,134 GUITAR CENTER INC COMMON 402040109 1 25 X 123 25 HALLIBURTON CO COMMON 406216101 61,588 1,785,169 X 123 1,630,141 155,028 HANESBRANDS INC COMMON 410345102 16,778 620,736 X 123 538,914 81,822 HANOVER COMPRESSOR CO COMMON 410768105 12 492 X 123 492 HANSEN NATURAL CORP COMMON 411310105 21,653 503,785 X 123 34,863 6,207 462,715 HARMAN INTL COMMON 413086109 6 54 X 123 54 HARMONIC INC COMMON 413160102 1,955 220,374 X 123 220,374 HARRIS CORP COMMON 413875105 4,599 84,307 X 123 78,930 5,377 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 15,590 867,086 X 123 773,292 93,794 HARSCO CORP COMMON 415864107 14,416 277,233 X 123 272,695 4,538 HARTE HANKS INC COMMON 416196103 546 21,245 X 123 21,245 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,084 10,999 X 123 4,075 6,924 HAYNES INTERNATIONAL INC COMMON 420877201 6,177 73,167 X 123 65,032 8,135 HEALTH CARE PPTYS INV COMMON 421915109 94 3,250 X 123 2,250 1,000 HEALTH CARE REIT INC COMMON 42217K106 11,042 273,578 X 123 244,020 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INC COMMON 441060100 8,613 220,610 X 123 177,387 43,223 HOVNANIAN ENTERPRISES-A COMMON 442487203 1 40 X 123 40 HUBBELL INC CL B COMMON 443510201 18,350 338,443 X 123 297,962 40,481 HUGOTON ROYALTY TRUST COMMON 444717102 1 24 X 123 1 23 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 36,118 2,461,763 X 123 1,944,163 91,374 426,226 HUNT J B TRANSPORT SVCS INC COMMON 445658107 115 3,934 X 123 3,934 HURON CONSULTING GROUP INC COMMON 447462102 1,972 27,011 X 123 27,011 IBERIABANK CORP COMMON 450828108 13,440 271,782 X 123 242,082 29,700 IBM COMMON 459200101 204,267 1,940,776 X 123 1,075,314 2,063 863,399 ICONIX BRAND GROUP INC COMMON 451055107 4,050 182,277 X 123 182,277 IDEARC INC - W/I COMMON 451663108 6,465 182,978 X 123 142,512 40,466 IHS INC-CLASS A COMMON 451734107 3,673 79,854 X 123 79,854 II-VI INC COMMON 902104108 16,242 597,797 X 123 532,471 65,326 ILLINOIS TOOL WORKS INC COMMON 452308109 211 3,900 X 123 3,200 700 ILLUMINA INC COMMON 452327109 2,239 55,162 X 123 55,162 IMATION CORP 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266,983 23,568 INTERNATIONAL RECTIFIER CORP COMMON 460254105 2 60 X 123 60 INTERPUBLIC GROUP COS INC COMMON 460690100 1 112 X 123 112 INTERSIL CORP COMMON 46069S109 4,132 131,340 X 123 131,340 INTERVOICE INC COMMON 461142101 7,387 886,816 X 123 789,522 97,294 INTL GAME TECH COMMON 459902102 4 100 X 123 100 INTL PAPER COMMON 460146103 3 75 X 123 75 INTUITIVE SURGICAL INC COMMON 46120E602 4,096 29,517 X 123 29,517 INVENTIV HEALTH INC COMMON 46122E105 3,945 107,760 X 123 107,760 INVERNESS MEDICAL INNOVATION COMMON 46126P106 3,636 71,265 X 123 71,265 INVITROGEN CORP CV BND 46185RAK6 27,990 298,603 X 123 283,459 7,302 7,841 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 3,781 166,350 X 123 147,794 18,556 IPG PHOTONICS CORP COMMON 44980X109 1,871 93,802 X 123 93,802 ISHARES COHEN & STEERS RLTY Exchange 464287564 612 6,770 X 123 6,770 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 7,936 98,259 X 123 84,710 13,549 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,014 15,300 X 123 15,300 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 2,092 35,334 X 123 33,985 1,349 ISHARES RUSSELL 2000 GROWTH MF Exchange 464287648 4,777 55,645 X 123 55,645 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 136 1,635 X 123 1,600 35 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 11,256 136,664 X 123 136,664 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 125 1,100 X 123 1,100 ITC HOLDINGS CORP COMMON 465685105 13,376 329,222 X 123 298,928 30,294 IVAX CORP CVT CV BND 465823AG7 11,694 359,145 X 123 316,948 4,370 37,828 J & J SNACK FOODS CORP COMMON 466032109 13,607 360,547 X 123 321,538 39,009 J CREW GROUP COMMON 46612H402 9,521 176,020 X 123 60,800 115,220 JACK IN THE BOX INC COMMON 466367109 7,823 110,273 X 123 110,273 JACKSON HEWITT TAX SERVCE COMMON 468202106 17,163 610,581 X 123 610,581 JACOBS ENGINEERING GROUP INC COMMON 469814107 8,241 143,302 X 123 39,949 103,353 JARDEN CORP COMMON 471109108 44,122 1,025,851 X 123 1,025,851 JDS UNIPHASE CORP CVT CV BND 46612JAB7 17,214 471,533 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328,498 X 123 293,540 34,958 MICROCHIP TECHNOLOGY INC COMMON 595017104 6,396 172,674 X 123 172,674 MICRON TECHNOLOGY COMMON 595112103 25,134 2,005,919 X 123 1,823,446 182,473 MICROSOFT CORP COMMON 594918104 223,082 7,569,793 X 123 4,059,358 21,488 3,488,947 MIDDLEBY CORP COMMON 596278101 2,581 43,144 X 123 43,144 MIDDLESEX WATER CO COMMON 596680108 8,060 419,566 X 123 364,608 54,958 MIDLAND COMPANY COMMON 597486109 12,664 269,795 X 123 240,179 29,616 MILLICOM INTL CELLULAR COMMON L6388F110 7,149 78,017 X 123 78,017 MINE SAFETY APPLIANCES CO COMMON 602720104 79 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 12,660 189,102 X 123 168,250 20,852 ML&CO ASIA/USD BASKET NT COMMON 59021S794 103 10,000 X 123 10,000 MOLSON COORS BREWING CO COMMON 60871R209 24,144 261,125 X 123 239,464 21,661 MONSANTO CO NEW COMMON 61166W101 143,003 2,117,303 X 123 914,710 2,762 1,199,831 MONSTER WORLDWIDE INC COMMON 611742107 18,886 459,516 X 123 445,588 13,928 MOODYS CORP COMMON 615369105 12,097 194,492 X 123 66,322 4,725 123,445 MOOG INC CL A COMMON 615394202 28,498 646,067 X 123 585,093 60,974 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 847 109,506 X 123 73,194 36,312 MORGAN STANLEY COMMON 617446448 291,415 3,474,187 X 123 1,834,836 3,714 1,635,637 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,814 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 476 10,132 X 123 10,132 MORTONS RESTAURANT GROUP COMMON 619430101 10,316 569,644 X 123 537,266 32,378 MOSAIC CO COMMON 61945A107 115,023 2,947,804 X 123 1,326,250 3,706 1,617,848 MOTOROLA INC COMMON 620076109 33,085 1,869,188 X 123 1,701,991 167,197 MOVADO CORP INC COMMON 624580106 5,310 157,388 X 123 141,937 15,451 MUELLER WATER PRODUCTS INC-A COMMON 624758108 17,204 1,008,445 X 123 888,202 120,243 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 312 12,800 X 123 12,800 MWI VETERINARY SUPPLY INC COMMON 55402X105 3,165 79,337 X 123 49,007 30,330 MYRIAD GENETICS INC COMMON 62855J104 1,804 48,516 X 123 48,516 NABORS INDUSTRIES LTD 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278,235 X 123 278,235 NOVARTIS AG SPON ADR ADR 66987V109 21,393 381,540 X 123 349,787 31,753 NRG ENERGY INC COMMON 629377508 95,409 2,295,129 X 123 1,307,813 8,828 978,488 NUCOR CORP COMMON 670346105 6,263 106,785 X 123 106,785 NUTRISYSTEM INC COMMON 67069D108 4,532 64,892 X 123 64,892 NUVASIVE INC COMMON 670704105 3,284 121,572 X 123 121,572 NUVEEN INVESTMENTS INC COMMON 67090F106 5,241 84,334 X 123 68,472 15,862 NVIDIA CORP COMMON 67066G104 165,144 3,997,679 X 123 1,906,479 4,693 2,086,507 NVR INC COMMON 62944T105 137 202 X 123 202 NYMEX HOLDINGS INC COMMON 62948N104 2,958 23,543 X 123 23,543 NYSE EURONEXT COMMON 629491101 1,182 16,050 X 123 8,880 2,933 4,237 OCCIDENTAL PETE COMMON 674599105 40,263 695,622 X 123 635,815 59,807 OCEANEERING INTL INC COMMON 675232102 20,753 394,253 X 123 357,934 36,319 OFFICE DEPOT COMMON 676220106 41,225 1,360,547 X 123 1,273,995 86,552 OMNICARE INC COMMON 681904108 71 1,960 X 123 1,960 ON ASSIGNMENT INC COMMON 682159108 2,681 250,112 X 123 250,112 ON 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115,818 X 123 115,818 PEABODY ENERGY CORP COMMON 704549104 3,946 81,558 X 123 79,313 2,245 PENN VIRGINIA CORP COMMON 707882106 14,913 370,965 X 123 335,121 35,844 PENNEY JC CO INC COMMON 708160106 5,586 77,182 X 123 76,807 375 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,793 169,781 X 123 169,781 PENSON WORLDWIDE INC COMMON 709600100 7,711 314,357 X 123 279,211 35,146 PEOPLES UNITED FINANCIAL INC COMMON 712704105 3,356 189,268 X 123 153,179 36,089 PEPSICO INC COMMON 713448108 48,969 755,112 X 123 180,815 7,098 567,199 PERICOM SEMICONDUCTOR CORP COMMON 713831105 4,779 428,268 X 123 379,817 48,451 PERKINELMER INC COMMON 714046109 17,549 673,392 X 123 586,203 87,189 PEROT SYSTEMS CORP CL A COMMON 714265105 18,062 1,059,971 X 123 941,761 118,210 PERRIGO CO COMMON 714290103 17,221 879,501 X 123 744,048 135,453 PETROHAWK ENERGY CORP COMMON 716495106 4,368 275,419 X 123 275,419 PETSMART INC COMMON 716768106 3,425 105,544 X 123 85,045 20,499 PFF BANCORP INC COMMON 69331W104 2,108 75,468 X 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735647307 143 X 123 143 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 12,868 468,968 X 123 406,357 62,611 POTLATCH HOLDINGS INC COMMON 737630103 17,599 408,815 X 123 352,308 56,507 PPL CORPORATION COMMON 69351T106 50 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 32,303 448,717 X 123 413,696 35,021 PRECISION CASTPARTS COMMON 740189105 252,704 2,082,265 X 123 908,735 9,377 1,164,153 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,753 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 133,498 2,572,703 X 123 1,144,184 11,443 1,417,076 PRIDE INTERNATIONAL INC COMMON 74153Q102 450 12,000 X 123 12,000 PROASSURANCE CORP COMMON 74267C106 2,686 48,254 X 123 48,254 PROCTER & GAMBLE COMMON 742718109 21,353 348,969 X 123 47,596 9,191 292,182 PROGRESS SOFTWARE CORP COMMON 743312100 14,288 449,461 X 123 400,057 49,404 PROLOGIS COMMON 743410102 190 3,345 X 123 3,345 PROTECTIVE LIFE CORP COMMON 743674103 2 40 X 123 40 PRUDENTIAL FINANCIAL INC COMMON 744320102 90,191 927,608 X 123 427,616 9,329 490,663 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 16,907 466,267 X 123 466,267 PULTE CORP COMMON 745867101 1 65 X 123 65 QUALCOMM INC COMMON 747525103 280,202 6,457,760 X 123 2,930,666 24,827 3,502,267 QUEST DIAGNOSTICS INC COMMON 74834L100 15 292 X 123 292 QUEST SOFTWARE INC COMMON 74834T103 10,677 659,487 X 123 598,455 61,032 QUESTAR CORP COMMON 748356102 3,401 64,345 X 123 51,460 12,885 QUIKSILVER INC COMMON 74838C106 2,059 145,692 X 123 145,692 R H DONNELLEY COMMON 74955W307 5,628 74,273 X 123 59,773 14,500 RADIANT SYSTEMS INC COMMON 75025N102 9,791 739,478 X 123 659,554 79,924 RADIATION THERAPY SERVICES COMMON 750323206 2,520 95,656 X 123 95,656 RALCORP HOLDINGS INC COMMON 751028101 16,865 315,527 X 123 280,876 34,651 RANGE RESOURCES CORP COMMON 75281A109 7,248 193,733 X 123 193,733 RAYMOND JAMES FINANCIAL INC COMMON 754730109 3 82 X 123 82 RAYTHEON CO COMMON 755111507 331 6,144 X 123 6,144 RAYTHEON COMPANY WARRANTS WTS 755111119 9 495 X 123 495 RBC 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179,607 X 123 159,582 20,025 ROGERS COMMUNICATIONS INC COMMON 775109200 4,262 100,300 X 123 100,300 ROLLINS INC COMMON 775711104 25,275 1,110,024 X 123 986,852 123,172 ROPER INDUSTRIES INC COMMON 776696106 4,127 72,279 X 123 72,279 ROWAN COS COMMON 779382100 492 12,000 X 123 12,000 RUDOLPH TECHNOLOGIES INC COMMON 781270103 2,251 135,528 X 123 135,528 RUTHS CHRIS STEAK HOUSE COMMON 783332109 2,980 175,393 X 123 175,393 S & P 500 DEPOSITARY RCPT Exchange 78462F103 1,429 9,499 X 123 9,499 SAKS INCORPORATED COMMON 79377W108 6,887 322,564 X 123 322,564 SALLY BEAUTY CO INC COMMON 79546E104 10,979 1,219,864 X 123 1,086,569 133,295 SANDISK CORP COMMON 80004C101 10 197 X 123 197 SANMINA-SCI CORP COMMON 800907107 1 245 X 123 245 SBA COMMUNICATIONS CORP COMMON 78388J106 3,604 107,297 X 123 107,297 SCHERING-PLOUGH COMMON 806605101 211,469 6,947,071 X 123 2,746,136 33,624 4,167,311 SCHLUMBERGER LTD COMMON 806857108 23,782 279,991 X 123 36,828 3,199 239,964 SCIELE PHARMA INC COMMON 808627103 11,061 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X 123 17,782 5,933 2,203 STATE STREET CORP COMMON 857477103 29,190 426,753 X 123 94,475 9,974 322,304 STEIN MART INC COMMON 858375108 3,273 266,978 X 123 164,914 102,064 STEINER LEISURE LTD COMMON P8744Y102 3,123 63,578 X 123 63,578 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 8,348 241,334 X 123 205,662 35,672 STERICYCLE INC COMMON 858912108 5,815 130,794 X 123 130,794 STERLING BANCSHARES INC TX COMMON 858907108 12,318 1,089,092 X 123 969,736 119,356 STIFEL FINANCIAL CORP COMMON 860630102 13,803 234,390 X 123 208,577 25,813 STRYKER CORP COMMON 863667101 116,237 1,842,396 X 123 792,276 9,088 1,041,032 SUN HEALTHCARE GROUP COMMON 866933401 3,686 254,367 X 123 254,367 SUNCOR ENERGY INC COMMON 867229106 3,333 37,070 X 123 37,070 SUNTECH POWER HOLDINGS ADR ADR 86800C104 1,883 51,627 X 123 51,627 SUPERIOR BANCORP COMMON 86806M106 3,194 312,238 X 123 251,846 60,392 SUREWEST COMMUNICATIONS COMMON 868733106 4,313 158,329 X 123 97,467 60,862 SYBASE INC COMMON 871130100 13,417 561,597 X 123 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PHARMACEUTICALS -SP ADR ADR 881624209 1,039 25,193 X 123 11,047 14,146 TEXAS INDUSTRIES INC COMMON 882491103 19,044 242,879 X 123 210,587 32,292 TEXAS INSTRUMENTS COMMON 882508104 245,691 6,529,137 X 123 2,731,846 26,965 3,770,326 TEXTRON INC COMMON 883203101 136,765 1,242,072 X 123 558,751 4,844 678,477 THE DIRECTV GROUP INC COMMON 25459L106 35,478 1,535,196 X 123 1,403,750 131,446 THE WALT DISNEY CO COMMON 254687106 207,296 6,071,951 X 123 2,352,933 26,510 3,692,508 THERAVANCE INC COMMON 88338T104 1,406 43,944 X 123 43,944 THERMO FISHER SCIENTIFIC INC COMMON 883556102 209,036 4,041,690 X 123 1,529,408 12,183 2,500,099 TIFFANY & CO COMMON 886547108 3,181 59,944 X 123 59,944 TIME WARNER CABLE CL A COMMON 88732J108 854 21,813 X 123 21,813 TIME WARNER INC COMMON 887317105 89,876 4,271,677 X 123 2,221,455 23,738 2,026,484 TJX COMPANIES INC COMMON 872540109 7 260 X 123 200 60 TRANSOCEAN INC COMMON G90078109 14,977 141,317 X 123 23,253 1,536 116,528 TRIARC COS-B COMMON 895927309 11,954 761,374 X 123 677,417 83,957 TRIBUNE CO COMMON 896047107 257 8,733 X 123 8,733 TXCO RESOURCES INC COMMON 87311M102 2,089 203,245 X 123 203,245 TYCO INTERNATIONAL LTD COMMON 902124106 32,889 973,343 X 123 243,911 9,030 720,402 TYLER TECHNOLOGIES INC COMMON 902252105 1,922 154,906 X 123 154,906 UAL CORP COMMON 902549807 4,588 113,040 X 123 88,523 24,517 UGI CORP COMMON 902681105 34,124 1,250,877 X 123 1,083,604 167,273 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,319 114,721 X 123 114,721 ULTRA PETROLEUM CORP COMMON 903914109 3,297 59,692 X 123 59,692 UNITED COMMUNITY BANKS/GA COMMON 90984P105 11,380 439,546 X 123 391,513 48,033 UNITED FIRE & CASUALTY CO COMMON 910331107 13,933 393,806 X 123 350,554 43,252 UNITED RENTALS CONV PFD CV PFD 91136H306 2,147 50,071 X 123 49,129 942 UNITED STATES STEEL CORP COMMON 912909108 1,903 17,500 X 123 17,500 UNITED TECHNOLOGIES COMMON 913017109 64,005 902,369 X 123 373,089 12,503 516,777 UNITEDHEALTH GROUP COMMON 91324P102 22,066 431,484 X 123 393,778 37,706 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 2,621 36,170 X 123 36,170 URBAN OUTFITTERS INC COMMON 917047102 1 34 X 123 34 US BANCORP COMMON 902973304 33,324 1,011,352 X 123 922,361 88,991 VALASSIS COMMUNICATIONS INC COMMON 918866104 15,369 894,061 X 123 894,061 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 126,677 4,240,484 X 123 3,378,943 139,979 721,562 VALEANT PHARMACY CVT CV BND 91911XAD6 150,256 5,124,675 X 123 4,142,768 177,781 804,126 VALERO ENERGY CORP COMMON 91913Y100 2,325 31,481 X 123 31,481 VALSPAR CORP COMMON 920355104 2 65 X 123 65 VENOCO INC COMMON 92275P307 2,239 119,918 X 123 119,918 VERIGY LTD COMMON Y93691106 12,376 432,591 X 123 432,591 VERIZON COMMUNICATIONS COMMON 92343V104 35 851 X 123 151 700 VERTEX PHARMACEUTICALS INC COMMON 92532F100 70,910 2,482,858 X 123 2,355,034 15,060 112,764 VERTRUE INC COMMON 92534N101 14,151 290,101 X 123 257,866 32,235 VIMPELCOM-SP ADR ADR 68370R109 3,319 31,500 X 123 31,500 VISTAPRINT LTD COMMON G93762204 12,917 337,708 X 123 337,708 VITAL IMAGES COMMON 92846N104 2,352 86,610 X 123 86,610 VOCUS INC COMMON 92858J108 2,021 80,500 X 123 80,500 VODAFONE GROUP PLC ADR 92857W209 9 262 X 123 262 VOLCOM INC COMMON 92864N101 3,393 67,687 X 123 67,687 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 2,070 145,757 X 123 145,757 WABTEC COMMON 929740108 5,787 158,407 X 123 127,926 30,481 WACHOVIA CORP (NEW) COMMON 929903102 18 356 X 123 356 WAL-MART STORES INC COMMON 931142103 29,648 616,248 X 123 556,778 59,470 WALGREEN CO COMMON 931422109 4 100 X 123 100 WALTER INDUSTRIES INC COMMON 93317Q105 5,019 173,309 X 123 153,640 19,669 WARNACO GROUP INC COMMON 934390402 8,584 218,209 X 123 218,209 WASTE CONNECTIONS INC COMMON 941053100 21,119 698,364 X 123 635,197 63,167 WATERS CORP COMMON 941848103 6,001 101,095 X 123 101,095 WATSON PHARMACEUTICALS CV BND 942683AC7 2,131 54,931 X 123 54,432 499 WELLPOINT INC COMMON 94973V107 5,262 65,913 X 123 59,459 6,454 WELLS FARGO CO CVT FLTR CV BND 949746FA4 128,317 2,566,600 X 123 2,520,700 5,200 40,700 WELLS FARGO COMPANY COMMON 949746101 64,096 1,822,467 X 123 661,830 14,647 1,145,990 WEST PHARMACEUTICALS SVCS COMMON 955306105 14,442 306,291 X 123 272,667 33,624 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 21,360 3,246,275 X 123 3,221,425 24,850 WESTERN UNION CO/THE COMMON 959802109 2,877 138,102 X 123 132,052 6,050 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 29,916 4,471,725 X 123 4,447,425 24,300 WHITING PETROLEUM CORP COMMON 966387102 2,957 72,976 X 123 72,976 WHOLE FOODS MARKET INC COMMON 966837106 1 32 X 123 32 WILEY JOHN & SONS CL A COMMON 968223206 24,772 512,975 X 123 455,786 57,189 WILLBROS GROUP INC COMMON 969199108 3,358 113,147 X 123 113,147 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 4,370 135,426 X 123 135,426 WINN-DIXIE STORES INC COMMON 974280307 27,007 921,755 X 123 873,177 48,578 WINNEBAGO INDS COMMON 974637100 36,940 1,251,348 X 123 1,204,302 47,046 WMS INDUSTRIES INC COMMON 929297109 2 52 X 123 52 WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 3,388 211,865 X 123 211,865 WRIGHT EXPRESS CORP COMMON 98233Q105 36,771 1,072,974 X 123 942,865 130,109 WRIGLEY W M JR COMMON 982526105 6,975 126,107 X 123 126,107 WYETH CO COMMON 983024100 183,443 3,199,220 X 123 1,157,010 11,211 2,030,999 WYNDHAM WORLDWIDE CORP COMMON 98310W108 9,323 257,109 X 123 201,915 55,194 X-RITE INC COMMON 983857103 7,087 479,848 X 123 406,044 73,804 XILINX INC COMMON 983919101 5 180 X 123 100 80 XINHUA FINANCE MEDIA LTD-ADR ADR 983982109 13,088 1,582,587 X 123 1,582,587 XTO ENERGY INC COMMON 98385X106 241,618 4,020,264 X 123 1,960,601 16,903 2,042,760 YAHOO INC COMMON 984332106 7 270 X 123 270 YUM! BRANDS INC COMMON 988498101 1 25 X 123 25 ZIMMER HOLDINGS INC COMMON 98956P102 5,286 62,265 X 123 60,265 2,000 ZIONS BANCORP COMMON 989701107 3,002 39,033 X 123 33,056 5,977 COLUMN TOTALS 22,722,557
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