-----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, TAbnuqruCRInBxdvBmgWgdBLalxJj/Leca2UdiUiRw+KkljURAL+WqU5akgmgJgA GOcq/Lo46f2FgWNQEFL/HA== 0000312348-07-000002.txt : 20070209 0000312348-07-000002.hdr.sgml : 20070209 20070209172518 ACCESSION NUMBER: 0000312348-07-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070209 DATE AS OF CHANGE: 20070209 EFFECTIVENESS DATE: 20070209 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: 07599284 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 q4complete.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: 12/31/06 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: Geraldine Leahy Title: Trading Compliance Manager Phone: 617-960-2010 Signature, Place and Date of Signing: /s/ Geraldine M. Leahy Boston, MA 2/09/07 Signature Place Date NOTE: This filing shows the firms 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: 781 Form 13F Information Table Value Total: $ 21,975,612 ('000) List of Other Included Managers: 28-6808 IXIS Asset Management North America, 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) --------- --------- --------- 3M CO COMMON 88579Y101 1,108 14,224 X 123 5,797 8,427 4KIDS ENTERTAINMENT INC COMMON 350865101 4,231 232,225 X 123 206,000 26,225 ABB LTD SPON ADR ADR 000375204 21,102 1,173,625 X 123 1,098,050 75,575 ABBOTT LABS COMMON 002824100 215,573 4,425,644 X 123 2,151,803 13,900 2,259,941 ABERCROMBIE & FITCH CO CL A COMMON 002896207 71 1,025 X 123 1,025 ACE LTD COMMON G0070K103 111 1,825 X 123 1,825 ACTUANT CORP CL A COMMON 00508X203 21,429 449,725 X 123 390,850 58,875 ADOBE SYS COMMON 00724F101 129,461 3,148,381 X 123 1,593,021 14,150 1,541,210 ADTRAN INC COMMON 00738A106 13,103 577,215 X 123 502,750 74,465 ADVANTA CORP CL B COMMON 007942204 26,311 603,043 X 123 535,948 67,095 ADVISORY BOARD CO COMMON 00762W107 3,832 71,575 X 123 71,575 AES CORPORATION COMMON 00130H105 3,779 171,450 X 123 166,800 4,650 AES TRUST III CVT PFD CV PFD 00808N202 38,873 1,122,069 X 123 994,054 21,644 106,371 AETNA INC-NEW COMMON 00817Y108 2 44 X 123 44 AFC ENTERPRISES COMMON 00104Q107 8,462 478,900 X 123 478,900 AFFILIATED MANAGERS GROUP COMMON 008252108 11,796 112,200 X 123 39,900 72,300 AFLAC INC COMMON 001055102 23,088 501,906 X 123 120,906 4,825 376,175 AGILENT TECHNOLOGIES INC COMMON 00846U101 192 5,500 X 123 5,500 AIR PRODS & CHEM COMMON 009158106 1,223 17,400 X 123 17,400 AIRCASTLE LTD COMMON G0129K104 2,353 79,775 X 123 79,775 AIRGAS INC COMMON 009363102 4,146 102,329 X 123 81,050 21,279 AKAMAI TECHNOLOGIES COMMON 00971T101 207,570 3,907,568 X 123 1,989,487 3,950 1,914,131 ALABAMA NATIONAL BANCORP DEL COMMON 010317105 14,359 208,925 X 123 185,825 23,100 ALBANY INTL CORP-CL A COMMON 012348108 18,598 565,115 X 123 490,625 74,490 ALBERTO CULVER CO NEW COMMON 013078100 16,574 772,683 X 123 666,683 106,000 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 148,260 1,634,984 X 123 808,943 1,775 824,266 ALLEGIANT TRAVEL CO COMMON 01748X102 1,114 39,717 X 123 39,717 ALLETE INC COMMON 018522300 15,137 325,250 X 123 281,598 43,652 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 149,560 2,394,112 X 123 1,157,829 2,650 1,233,633 ALLOY INC COMMON 019855303 10,493 911,625 X 123 787,025 124,600 ALLSCRIPTS INC COMMON 01988P108 2,092 77,500 X 123 77,500 ALLSTATE CORP COMMON 020002101 53,659 824,126 X 123 764,902 59,224 ALPHA NATURAL RESOURCE COMMON 02076X102 7,002 492,025 X 123 436,325 55,700 ALTRIA GROUP INC COMMON 02209S103 32,901 383,375 X 123 354,375 29,000 AMB PROPERTY CORP COMMON 00163T109 164 2,800 X 123 2,800 AMBAC FINL GRP COMMON 023139108 225 2,525 X 123 875 1,650 AMCOMP INC COMMON 02342J101 4,997 454,685 X 123 373,000 81,685 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 151,882 4,866,446 X 123 2,074,957 11,273 2,780,216 AMERICAN ECOLOGY CORP COMMON 025533407 8,215 443,800 X 123 393,100 50,700 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 14,634 1,123,100 X 123 999,050 124,050 AMERICAN EXPRESS CO COMMON 025816109 66,015 1,088,102 X 123 386,100 14,425 687,577 AMERICAN INTL GRP COMMON 026874107 269,128 3,755,621 X 123 1,750,686 14,100 1,990,835 AMERICAN REPROGRAPHICS CO COMMON 029263100 2,625 78,800 X 123 78,800 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 1,598 26,850 X 123 26,850 AMERICAN STATES WATER CO COMMON 029899101 9,204 238,325 X 123 212,075 26,250 AMERICAN TOWER CORP CL A COMMON 029912201 2,900 77,800 X 123 77,800 AMERIPRISE FINANCIAL INC COMMON 03076C106 21,535 395,135 X 123 366,345 1,020 27,770 AMETEK INC COMMON 031100100 6,327 198,720 X 123 163,648 35,072 AMGEN INC COMMON 031162100 8,971 131,327 X 123 116,027 15,300 AMN HEALTHCARE SERVICES INC COMMON 001744101 3,084 111,975 X 123 111,975 AMPHENOL CORP CL A COMMON 032095101 16,814 270,837 X 123 127,875 142,962 AMR CORP DEL COMMON 001765106 1,731 57,250 X 123 57,250 ANAREN INC COMMON 032744104 9,367 527,425 X 123 460,475 66,950 ANGELICA CORP COMMON 034663104 4,074 157,925 X 123 99,300 58,625 ANIXTER INTERNATIONAL INC COMMON 035290105 15,560 286,550 X 123 253,800 32,750 APACHE CORP COMMON 037411105 3,248 48,837 X 123 48,825 12 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 13,999 249,900 X 123 249,900 APPLE COMPUTER COMMON 037833100 397,900 4,690,005 X 123 2,176,501 18,775 2,494,729 APPLEBEES INTL INC COMMON 037899101 3,537 143,356 X 123 117,325 26,031 APPLIED MATERIALS COMMON 038222105 1,148 62,225 X 123 62,225 AQUANTIVE INC COMMON 03839G105 2,340 94,875 X 123 94,875 ARAMARK CORP-CL B COMMON 038521100 7 200 X 123 200 ARCH CAPITAL GROUP LTD COMMON G0450A105 2,977 44,025 X 123 44,025 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 45 1,421 X 123 1,421 ARENA RESOURCES INC COMMON 040049108 1,532 35,875 X 123 35,875 ARGONAUT GROUP INC COMMON 040157109 1,954 56,050 X 123 56,050 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 15,029 354,530 X 123 306,575 47,955 ARROW INTERNATIONAL INC COMMON 042764100 14,576 411,975 X 123 365,325 46,650 ARTHROCARE CORP COMMON 043136100 2,236 56,000 X 123 56,000 ASHLAND INC COMMON 044209104 16,804 242,900 X 123 17,725 2,775 222,400 ASKEMNOW INC COMMON 045188109 100 X 123 100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 199 7,550 X 123 7,550 ASSOCIATED ESTATES REALTY CP COMMON 045604105 19,236 1,400,000 X 123 1,400,000 ASSURANT INC COMMON 04621X108 7,122 128,909 X 123 102,075 26,834 AT&T INC COMMON 00206R102 63,547 1,777,536 X 123 949,691 8,950 818,895 ATMI INC COMMON 00207R101 2,556 83,725 X 123 83,725 ATP OIL & GAS CORPORATION COMMON 00208J108 9,488 239,775 X 123 213,550 26,225 AUTODESK INC COMMON 052769106 3,965 98,000 X 123 98,000 AVAYA INC COMMON 053499109 25,007 1,788,750 X 123 1,661,600 127,150 AVIS BUDGET GROUP INC COMMON 053774105 675 31,140 X 123 25,568 5,572 AVNET INC COMMON 053807103 6,695 262,225 X 123 215,950 46,275 AVNET INC CVT CV BND 053807AL7 63,791 1,873,424 X 123 1,731,576 18,913 122,935 BAKER HUGHES INC COMMON 057224107 11,501 154,050 X 123 29,275 124,775 BANK OF NEW YORK COMMON 064057102 6 147 X 123 147 BANKAMERICA CORP COMMON 060505104 133,793 2,505,952 X 123 1,254,919 14,575 1,236,458 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 067383109 22,186 267,400 X 123 55,200 2,725 209,475 BARNES GROUP INC COMMON 067806109 14,882 684,250 X 123 606,825 77,425 BAXTER INTL COMMON 071813109 165,394 3,565,292 X 123 1,496,833 12,225 2,056,234 BE AEROSPACE INC COMMON 073302101 1,012 39,425 X 123 39,425 BEA SYSTEMS INC COMMON 073325102 101,496 8,068,043 X 123 4,069,548 8,600 3,989,895 BEAR STEARNS COS INC COMMON 073902108 15,700 96,449 X 123 50,464 45,985 BEBE STORES INC COMMON 075571109 2,789 140,950 X 123 140,950 BECKMAN COULTER INC COMMON 075811109 28,070 469,404 X 123 425,275 44,129 BECTON DICKINSON & CO COMMON 075887109 5,265 75,048 X 123 60,748 5,925 8,375 BED BATH & BEYOND INC COMMON 075896100 2,805 73,617 X 123 73,617 BELLSOUTH CORP COMMON 079860102 121,477 2,578,592 X 123 1,376,240 14,500 1,187,852 BEO ENHANCED S&P COVERED CALL Closed E 29332W107 91 4,500 X 123 4,500 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 7,149 65 X 123 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 28,008 7,640 X 123 7,137 503 BEST BUY COMPANY COMMON 086516101 122,850 2,497,465 X 123 1,304,612 2,875 1,189,978 BIG LOTS INC COMMON 089302103 3,325 145,075 X 123 128,725 16,350 BIOGEN IDEC INC COMMON 09062X103 197 4,000 X 123 4,000 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 1,890 115,300 X 123 115,300 BIOMED REALTY TRUST INC COMMON 09063H107 16,833 588,550 X 123 523,650 64,900 BJ SERVICES CO COMMON 055482103 22,414 764,475 X 123 705,275 12,225 46,975 BJ WHOLESALE CLUB INC COMMON 05548J106 7,698 247,450 X 123 247,450 BLACKROCK INC COMMON 09247X101 121,628 800,710 X 123 451,004 1,050 348,656 BLOACKBOARD INC COMMON 091935502 2,792 92,950 X 123 92,950 BLOCKBUSTER INC-CLASS A COMMON 093679108 7,408 1,400,350 X 123 1,400,350 BOB EVANS FARMS COMMON 096761101 15,931 465,550 X 123 413,925 51,625 BOEING CO COMMON 097023105 43,680 491,675 X 123 68,925 5,150 417,600 BOK FINANCIAL CORP COMMON 05561Q201 6,049 110,020 X 123 87,750 22,270 BORG WARNER INC COMMON 099724106 102 1,725 X 123 1,725 BP PLC ADR 055622104 1,023 15,251 X 123 2,822 5,248 7,181 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 6,246 161,575 X 123 161,575 BRISTOL MYERS SQUIBB COMMON 110122108 91,060 3,459,720 X 123 3,385,025 74,695 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 193,655 4,691,254 X 123 4,591,447 10,296 89,511 BROADCOM CORP CL A COMMON 111320107 2 68 X 123 68 BROCADE COMMUNICATIONS SYSTEM COMMON 111621108 2,094 255,050 X 123 255,050 BURGER KING HOLDINGS INC COMMON 121208201 194 9,200 X 123 9,200 BURLINGTON NORTHN SANTA FE COMMON 12189T104 4,792 64,919 X 123 57,419 7,500 C.COR.NET CORP COMMON 125010108 1,367 122,700 X 123 122,700 CAMDEN PROPERTY TRUST COMMON 133131102 10,132 137,200 X 123 137,200 CAPITAL ONE FINL CORP COMMON 14040H105 109 1,425 X 123 1,425 CAREMARK RX INC COMMON 141705103 1,234 21,613 X 123 15,750 5,825 38 CARMAX INC COMMON 143130102 7,570 141,150 X 123 141,150 CASEYS GENERAL STORES INC COMMON 147528103 9,398 399,075 X 123 354,150 44,925 CASUAL MALE RETAIL GROUP INC COMMON 148711104 7,692 589,450 X 123 589,450 CATERPILLAR COMMON 149123101 21 350 X 123 350 CB RICHARD ELLIS GROUP INC COMMON 12497T101 347,965 10,480,866 X 123 5,072,171 35,125 5,373,570 CBL & ASSOCIATES PROPERTIES COMMON 124830100 19,718 454,845 X 123 396,850 57,995 CEC ENTERTAINMENT INC COMMON 125137109 31,524 783,211 X 123 682,475 100,736 CELADON GROUP INC COMMON 150838100 1,762 105,173 X 123 66,286 38,887 CELGENE CORP COMMON 151020104 159,132 2,766,064 X 123 1,358,366 3,075 1,404,623 CENTERSTATE BANKS OF FLORIDA COMMON 15201P109 6,301 301,475 X 123 301,475 CHAPARRAL STEEL CO COMMON 159423102 17,933 405,074 X 123 355,325 49,749 CHEMTURA CORP COMMON 163893100 2,635 273,605 X 123 224,975 48,630 CHESAPEAKE ENERGY CORP COMMON 165167107 2,206 75,932 X 123 75,895 37 CHEVRON CORP COMMON 166764100 1,325 18,025 X 123 18,025 CHICAGO BRIDGE & IRON NY COMMON 167250109 1,282 46,875 X 123 46,875 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 231,765 454,664 X 123 234,247 1,225 219,192 CHICOS FAS INC COMMON 168615102 1 32 X 123 32 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 28,429 498,750 X 123 76,850 3,750 418,150 CHUBB CORP COMMON 171232101 158,736 3,000,105 X 123 1,271,123 9,875 1,719,107 CHURCH & DWIGHT CO INC COMMON 171340102 4,670 109,495 X 123 87,675 21,820 CIENA CORP SUB CONV DEB CV BND 171779AA9 8,045 11,392 X 123 6,247 5,144 CIGNA CORP COMMON 125509109 5 36 X 123 36 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 416 21,900 X 123 8,150 13,750 CISCO SYSTEMS INC COMMON 17275R102 514,086 18,810,306 X 123 9,099,617 34,650 9,676,039 CIT GROUP INC COMMON 125581108 28,234 506,250 X 123 466,125 40,125 CITIGROUP INC COMMON 172967101 62,764 1,126,821 X 123 1,024,172 102,649 CITIZENS FIRST BANCORP INC COMMON 17461R106 2,782 90,500 X 123 57,175 33,325 CMS ENERGY CORP COMMON 125896100 6,729 402,924 X 123 323,250 79,674 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 28,484 699,883 X 123 596,206 103,677 COACH INC COMMON 189754104 246,183 5,730,518 X 123 2,866,457 15,950 2,848,111 COCA-COLA COMMON 191216100 51,898 1,075,600 X 123 78,425 12,325 984,850 COCA-COLA ENTERPRISES COMMON 191219104 27,523 1,347,850 X 123 1,253,425 94,425 COGENT COMMUNICATIONS GROUP COMMON 19239V302 2,650 163,400 X 123 163,400 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 235,201 3,048,223 X 123 1,514,444 3,300 1,530,479 COLGATE PALMOLIVE COMMON 194162103 40,098 614,625 X 123 44,450 6,975 563,200 COLONIAL BANCGROUP INC COMMON 195493309 6,649 258,320 X 123 207,550 50,770 COMCAST CORP CL A COMMON 20030N101 280,749 6,632,388 X 123 3,625,977 6,650 2,999,761 COMCAST CORP CL A SPL COMMON 20030N200 4 100 X 123 100 COMFORT SYSTEMS USA INC COMMON 199908104 4,305 340,600 X 123 279,550 61,050 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 9,845 451,625 X 123 402,050 49,575 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 6,889 164,575 X 123 146,825 17,750 COMMSCOPE INC COMMON 203372107 20,787 682,000 X 123 604,750 77,250 COMMUNITY BANCORP COMMON 20343T100 5,448 180,450 X 123 180,450 COMPASS BANCSHARES INC COMMON 20449H109 81 1,350 X 123 1,350 COMTECH TELECOMUNICATIONS COMMON 205826209 9,845 258,600 X 123 229,875 28,725 CONAGRA INC COMMON 205887102 68,070 2,521,100 X 123 2,510,200 10,900 CONNECTICUT WATER SVC INC COMMON 207797101 690 30,350 X 123 25,246 5,104 CONOCOPHILLIPS COMMON 20825C104 63,623 884,272 X 123 183,829 8,800 691,643 CONSTELLATION ENERGY GROUP COMMON 210371100 55 800 X 123 800 COOPER TIRE COMMON 216831107 18,840 1,317,450 X 123 1,317,450 CORE MARK HOLDING CO INC COMMON 218681104 2,416 72,226 X 123 43,958 28,268 CORNING INC COMMON 219350105 36,808 1,967,270 X 123 1,824,492 117,058 25,720 CORPORATE EXECUTIVE BOARD COMMON 21988R102 9,123 104,025 X 123 21,825 82,200 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 15,453 306,175 X 123 271,600 34,575 COUNTRYWIDE FINANCIAL COMMON 222372104 1,385 32,625 X 123 32,625 CRA INTERNATIONAL INC COMMON 12618T105 2,658 50,725 X 123 50,725 CROCS INC COMMON 227046109 3,307 76,550 X 123 76,550 CSX CORP COMMON 126408103 101 2,925 X 123 2,925 CTRIP.COM INTERNATIONAL ADR 22943F100 1,918 30,700 X 123 30,700 CVB FINANCIAL CORP COMMON 126600105 7,138 493,621 X 123 493,621 CVS CORP COMMON 126650100 286,164 9,257,979 X 123 5,067,616 21,150 4,169,213 CYPRESS SEMICONDUCTOR COMMON 232806109 1,823 108,050 X 123 108,050 CYTEC INDS COMMON 232820100 17,767 314,410 X 123 272,700 41,710 D.R. HORTON INC COMMON 23331A109 110 4,150 X 123 4,150 DAKTRONICS INC COMMON 234264109 5,534 150,175 X 123 133,200 16,975 DANAHER CORP COMMON 235851102 7,306 100,853 X 123 87,628 13,225 DAVITA INC COMMON 23918K108 2,562 45,043 X 123 30,714 5,075 9,254 DAWSON GEOPHYSICAL CO COMMON 239359102 1,450 39,800 X 123 39,800 DEARBORN BANCORP INC COMMON 24242R108 3,501 184,256 X 123 151,010 33,246 DELL INC COMMON 24702R101 49 1,946 X 123 1,920 26 DELPHI FINANCIAL GROUP CL A COMMON 247131105 18,473 456,585 X 123 404,880 51,705 DELTA PETROLEUM CORP COMMON 247907207 2,506 108,200 X 123 108,200 DENBURY RESOURCES INC COMMON 247916208 9,328 335,650 X 123 297,600 38,050 DEVELOPERS DIVERS REALTY COMMON 251591103 29,484 468,378 X 123 443,650 1,125 23,603 DEVON ENERGY CORP COMMON 25179M103 25,095 374,108 X 123 120,058 3,200 250,850 DEVON ENERGY CVT CV BND 25179MAA1 27,008 363,804 X 123 357,274 6,530 DEVON ENERGY CVT CV BND 25179MAB9 31,164 419,792 X 123 417,926 1,866 DEVRY INC COMMON 251893103 2,484 88,700 X 123 88,700 DICKS SPORTING GOODS INC COMMON 253393102 2,675 54,600 X 123 54,600 DIEBOLD INC COMMON 253651103 5 100 X 123 100 DIGENE CORP COMMON 253752109 1,871 39,050 X 123 39,050 DIGITAS INC COMMON 25388K104 13,408 999,864 X 123 888,217 111,647 DIODES INC COMMON 254543101 6,039 170,208 X 123 150,696 19,512 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 1,098 36,242 X 123 32,454 3,789 DOLLAR FINANCIAL CORP COMMON 256664103 18,442 661,950 X 123 587,975 73,975 DOLLAR GENERAL COMMON 256669102 26,807 1,669,175 X 123 1,550,500 118,675 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 7,599 166,600 X 123 166,600 DOLLAR TREE STORES INC COMMON 256747106 8,135 270,250 X 123 270,250 DOMINION RES INC VA COMMON 25746U109 10 119 X 123 119 DOVER CORP COMMON 260003108 8,061 164,444 X 123 151,794 12,650 DOW CHEMICAL COMMON 260543103 377 9,450 X 123 300 4,650 4,500 DRESSER-RAND GROUP INC COMMON 261608103 10,939 447,025 X 123 396,725 50,300 DRIL-QUIP COMMON 262037104 4,550 116,200 X 123 116,200 DSP GROUP INC COMMON 23332B106 90 4,153 X 123 4,153 DST SYSTEMS COMMON 233326107 9 150 X 123 150 DUKE ENERGY CORP COMMON 26441C105 84,877 2,555,765 X 123 1,456,215 13,350 1,086,200 DUKE REALTY INVESTMENTS INC COMMON 264411505 15 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 4,402 53,168 X 123 43,725 9,443 DUPONT E I COMMON 263534109 32,781 672,992 X 123 626,892 2,200 43,900 E*TRADE GROUP INC COMMON 269246104 17,438 777,806 X 123 64,350 9,275 704,181 EAGLE MATERIALS INC COMMON 26969P108 5,962 137,925 X 123 122,775 15,150 EAST WEST BANCORP INC COMMON 27579R104 21,870 617,460 X 123 544,325 73,135 EASTMAN CHEMICAL CO COMMON 277432100 9 150 X 123 150 EBAY INC COMMON 278642103 36,672 1,219,560 X 123 533,475 8,950 677,135 ECHOSTAR COMMUNICATIONS A COMMON 278762109 29,600 778,325 X 123 723,525 54,800 ECOLAB INC COMMON 278865100 8,041 177,906 X 123 166,956 10,950 EDISON INTERNATIONAL COMMON 281020107 1,111 24,425 X 123 24,425 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 18,238 565,088 X 123 494,759 601 69,728 ELECTRO RENT CORP COMMON 285218103 4,503 269,650 X 123 239,117 30,533 ELECTRONICS FOR IMAGING COMMON 286082102 17,067 642,100 X 123 569,675 72,425 EMAGEON INC COMMON 29076V109 2,379 154,875 X 123 154,875 EMBARQ CORP COMMON 29078E105 25,473 484,641 X 123 434,350 50,291 EMC CORP COMMON 268648102 1,910 144,720 X 123 130,020 14,700 EMERSON ELEC COMMON 291011104 34,235 776,469 X 123 159,347 18,875 598,247 ENTEGRIS INC COMMON 29362U104 15,347 1,418,375 X 123 1,260,125 158,250 ENTERGY CORP NEW COMMON 29364G103 9 100 X 123 100 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 82,152 1,205,615 X 123 1,048,952 29,656 127,007 EOG RESOURCES INC COMMON 26875P101 548 8,776 X 123 1,575 7,201 EPIX MEDICAL INC CVT CV BND 26881QAB7 21,251 596,730 X 123 508,252 27,768 60,710 EQUITY RESIDENTIAL COMMON 29476L107 23,345 460,000 X 123 460,000 ESCO TECHNOLOGIES COMMON 296315104 3,690 81,200 X 123 72,100 9,100 EVEREST RE GROUP LTD COMMON G3223R108 4,655 47,448 X 123 42,723 4,725 EXCEL TECHNOLOGY INC COMMON 30067T103 7,799 304,769 X 123 268,100 36,669 EXELON CORP COMMON 30161N101 49,188 794,770 X 123 426,500 4,425 363,845 EXPEDITORS INTL WASH INC COMMON 302130109 118,102 2,916,093 X 123 1,435,637 3,250 1,477,206 EXPLORATION CO OF DELAWARE COMMON 302133202 1,402 105,075 X 123 105,075 EXPONENT INC COMMON 30214U102 3,987 213,676 X 123 175,125 38,551 EXPRESS SCRIPTS INC CL A COMMON 302182100 27 375 X 123 375 EXXON MOBIL CORP COMMON 30231G102 188,837 2,464,276 X 123 1,080,391 27,400 1,356,485 F5 NETWORKS INC COMMON 315616102 4,753 64,050 X 123 64,050 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 6,241 371,275 X 123 329,300 41,975 FARO TECHNOLOGIES INC COMMON 311642102 2,970 123,525 X 123 103,775 19,750 FEDERATED DEPT STORES COMMON 31410H101 18,660 489,388 X 123 451,913 37,475 FELCOR LODGING CONV PFD CV PFD 31430F200 4,876 151,242 X 123 136,280 14,961 FIDELITY NATIONAL INFORMATION COMMON 31620M106 6,790 169,368 X 123 138,100 31,268 FINANSBANK AS-GDR Global D 31770N409 421 20,237 X 123 20,237 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 18,348 709,225 X 123 630,625 78,600 FIRST CHARTER CORP COMMON 319439105 11,929 484,900 X 123 430,500 54,400 FIRST MERCURY FINANCIAL CORP COMMON 320841109 11,760 500,000 X 123 443,400 56,600 FIRST MIDWEST BANCORP INC COMMON 320867104 17,956 464,225 X 123 412,425 51,800 FIRST POTOMAC REALTY TRUST COMMON 33610F109 17,338 595,600 X 123 528,550 67,050 FIRST SECURITY GROUP INC COMMON 336312103 1,837 159,350 X 123 100,175 59,175 FIRST SOLAR INC COMMON 336433107 1,757 58,950 X 123 58,950 FIRST STATE BANCORPORATION COMMON 336453105 16,585 670,086 X 123 593,670 76,416 FISERV INC COMMON 337738108 20 375 X 123 375 FLEXTRONICS INTL LTD COMMON Y2573F102 21,607 1,882,180 X 123 1,741,080 141,100 FMC CORP NEW COMMON 302491303 13,226 172,775 X 123 153,450 19,325 FMC TECHNOLOGIES INC COMMON 30249U101 14,542 235,960 X 123 205,875 30,085 FOCUS MEDIA HOLDING-ADR ADR 34415V109 7,115 107,175 X 123 107,175 FORD MOTOR CO COMMON 345370860 12,118 1,613,525 X 123 1,613,525 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 3,420 282,490 X 123 282,490 FOSSIL INC COMMON 349882100 26,113 1,156,488 X 123 1,004,100 152,388 FOSTER (LB) CO - CLASS A COMMON 350060109 8,166 315,175 X 123 274,600 40,575 FOSTER WHEELER LTD COMMON G36535139 26,911 488,050 X 123 455,000 33,050 FOUNDRY NETWORKS INC COMMON 35063R100 2,767 184,725 X 123 184,725 FRANKLIN RESOURCES COMMON 354613101 9,728 88,296 X 123 74,471 13,825 FREDDIE MAC COMMON 313400301 115 1,700 X 123 1,700 FREEPORT MCMORAN COPPER CL B COMMON 35671D857 141 2,525 X 123 2,525 FTI CONSULTING INC COMMON 302941109 3,044 109,150 X 123 109,150 FX ENERGY INC COMMON 302695101 19 3,000 X 123 3,000 GAMESTOP CORP COMMON 36467W109 22,146 401,850 X 123 401,850 GAP INC COMMON 364760108 25,560 1,310,766 X 123 1,219,975 90,791 GARMIN LTD COMMON G37260109 6,828 122,680 X 123 117,950 4,730 GATEHOUSE MEDIA INC COMMON 367348109 3,190 171,900 X 123 171,900 GEN MILLS COMMON 370334104 9 150 X 123 150 GENENTECH INC COMMON 368710406 190,454 2,347,515 X 123 1,191,843 8,225 1,147,447 GENERAL CABLE CORP COMMON 369300108 23,449 536,475 X 123 470,855 65,620 GENERAL ELECTRIC COMMON 369604103 14,846 398,978 X 123 184,625 13,625 200,728 GENESEE & WYOMING INC-CL A COMMON 371559105 8,564 326,389 X 123 289,959 36,430 GENESIS LEASE LTD-ADS ADR 37183T107 7,638 325,000 X 123 319,575 5,425 GENTEX CORP COMMON 371901109 10,016 643,725 X 123 571,000 72,725 GENWORTH FINANCIAL INC-L A COMMON 37247D106 613 17,925 X 123 7,650 10,275 GENZYME CORP -GENL DIVISION COMMON 372917104 92 1,500 X 123 1,500 GETTY IMAGES INC COMMON 374276103 1 17 X 123 17 GFI GROUP INC COMMON 361652209 2,858 45,900 X 123 45,900 GILDAN ACTIVEWEAR -A COMMON 375916103 22,167 475,375 X 123 475,375 GILEAD SCIENCES INC COMMON 375558103 282,857 4,356,341 X 123 2,228,901 9,775 2,117,665 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 47 891 X 123 891 GLOBAL PAYMENTS INC COMMON 37940X102 6,866 148,300 X 123 148,300 GLOBALSANTAFE CORP COMMON G3930E101 4,189 71,267 X 123 66,342 4,925 GOLDCORP INC COMMON 380956409 818 28,775 X 123 28,775 GOLDMAN SACHS GROUP COMMON 38141G104 410,771 2,060,550 X 123 964,606 6,800 1,089,144 GOODRICH COMMON 382388106 173 3,800 X 123 3,800 GOOGLE INC-CL A COMMON 38259P508 567,070 1,231,476 X 123 562,761 3,200 665,515 GREENHILL & CO INC COMMON 395259104 3,970 53,800 X 123 53,800 GRIFFON CORPORATION COMMON 398433102 17,316 679,050 X 123 602,425 76,625 GRUPO TELEVISA SA SPON ADR ADR 40049J206 34,756 1,286,775 X 123 1,286,775 GUESS INC COMMON 401617105 19,540 308,050 X 123 308,050 HALLIBURTON CO COMMON 406216101 173,530 5,588,726 X 123 2,750,322 6,375 2,832,029 HANESBRANDS INC COMMON 410345102 14,182 600,405 X 123 522,900 77,505 HANOVER COMPRESSOR CO COMMON 410768105 9 492 X 123 492 HANSEN NATURAL CORP COMMON 411310105 18,267 542,376 X 123 41,325 6,500 494,551 HARMAN INTL COMMON 413086109 3 34 X 123 34 HARRAH'S ENTERTAINMENT INC COMMON 413619107 13,446 162,550 X 123 162,550 HARRIS CORP COMMON 413875105 41,376 902,227 X 123 293,205 5,350 603,672 HARSCO CORP COMMON 415864107 9,967 130,975 X 123 129,150 1,825 HARTE HANKS INC COMMON 416196103 13,759 496,525 X 123 440,425 56,100 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,046 11,213 X 123 3,350 7,863 HEALTH CARE PPTYS INV COMMON 421915109 120 3,250 X 123 250 1,000 2,000 HEALTH CARE REIT INC COMMON 42217K106 9,492 220,650 X 123 191,794 28,856 HEALTHSPRING INC COMMON 42224N101 14,056 690,725 X 123 612,775 77,950 HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 2,352 83,250 X 123 83,250 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 27,760 884,920 X 123 778,065 106,855 HERCULES OFFSHORE INC COMMON 427093109 1,270 43,950 X 123 43,950 HESS CORP COMMON 42809H107 31,955 644,650 X 123 601,050 43,600 HEWLETT PACKARD COMMON 428236103 114,996 2,791,848 X 123 1,496,063 14,400 1,281,385 HIBBETT SPORTING GOODS INC COMMON 428565105 10,374 339,792 X 123 339,792 HILTON HOTELS COMMON 432848109 7,516 215,350 X 123 215,350 HOLOGIC INC COMMON 436440101 6,025 127,425 X 123 127,425 HOME DEPOT COMMON 437076102 2 39 X 123 39 HONEYWELL INTERNATIONAL INC COMMON 438516106 4,618 102,081 X 123 90,131 11,950 HORIZON LINES INC CL A COMMON 44044K101 3,283 121,768 X 123 99,425 22,343 HOSPIRA INC COMMON 441060100 4,171 124,220 X 123 102,125 22,095 HOST HOTELS & RESORTS INC COMMON 44107P104 149 6,075 X 123 6,075 HUBBELL INC CL B COMMON 443510201 18,030 398,810 X 123 346,550 52,260 HUDSON CITY BANCORP INC COMMON 443683107 192 13,825 X 123 5,700 8,125 HUGOTON ROYALTY TRUST COMMON 444717102 1 25 X 123 2 23 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 24,099 1,393,387 X 123 1,289,923 65,227 38,237 HURON CONSULTING GROUP INC COMMON 447462102 3,246 71,600 X 123 71,600 HUTCHINSON TECH COMMON 448407106 5,243 222,450 X 123 197,500 24,950 HUTCHISON TELECOMMUNICAT-ADR ADR 44841T107 3,261 85,100 X 123 85,100 HYPERION SOLUTIONS CORP COMMON 44914M104 17,536 487,933 X 123 433,484 54,449 IBERIABANK CORP COMMON 450828108 9,107 154,220 X 123 136,765 17,455 IBM COMMON 459200101 1,111 11,432 X 123 9,932 1,500 ICT GROUP INC COMMON 44929Y101 2,657 84,100 X 123 84,100 IDEARC INC - W/I COMMON 451663108 5,192 181,222 X 123 142,807 35 38,380 IDEX CORP COMMON 45167R104 7,015 147,960 X 123 131,335 16,625 IHS INC-CLASS A COMMON 451734107 2,250 57,000 X 123 57,000 II-VI INC COMMON 902104108 19,471 696,875 X 123 618,625 78,250 ILLINOIS TOOL WORKS INC COMMON 452308109 180 3,900 X 123 3,200 700 IMATION CORP COMMON 45245A107 10,999 236,900 X 123 210,475 26,425 INCYTE CORP CVT CV BND 45337CAE2 56,886 6,308,866 X 123 5,686,234 240,674 381,958 INDEPENDENT BANK CORP MICH COMMON 453838104 7,120 281,527 X 123 250,925 30,602 INFORMATICA CORP COMMON 45666Q102 2,412 197,550 X 123 197,550 ING GROEP NV SPON ADR ADR 456837103 4 100 X 123 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 406 10,380 X 123 10,380 INHALE THERAPEUT CONV CV BND 457191AH7 33,256 672,514 X 123 595,324 32,105 45,085 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 18,522 716,250 X 123 636,175 80,075 INTEL CORP COMMON 458140100 95,833 4,732,502 X 123 1,960,893 16,825 2,754,784 INTERACTIVE DATA CORP COMMON 45840J107 10,204 424,480 X 123 365,525 58,955 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 13,447 124,625 X 123 57,100 67,525 INTERFACE INC COMMON 458665106 27,365 1,924,418 X 123 1,862,845 61,573 INTERNATIONAL SECURITIES EXCHA COMMON 46031W204 1,914 40,900 X 123 40,900 INTERPUBLIC GROUP COS INC COMMON 460690100 1 112 X 123 112 INTL GAME TECH COMMON 459902102 3,181 68,850 X 123 68,850 INTL PAPER COMMON 460146103 3 75 X 123 75 INVENTIV HEALTH INC COMMON 46122E105 3,858 109,150 X 123 109,150 INVERNESS MEDICAL INNOVATION COMMON 46126P106 2,745 70,925 X 123 70,925 INVITROGEN CORP CV BND 46185RAK6 30,846 354,128 X 123 333,398 9,017 11,713 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 9,363 475,025 X 123 421,375 53,650 ISHARES LEHMAN AGGREGATE BOND Exchange 464287226 87 874 X 123 874 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 21,674 296,007 X 123 289,775 6,232 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,747 15,300 X 123 15,300 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 5,509 100,107 X 123 100,107 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 2 28 X 123 28 ISHARES RUSSELL 2000 GROWTH MF Exchange 464287648 4,373 55,645 X 123 55,645 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 125 1,600 X 123 1,600 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 10,037 125,425 X 123 125,425 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 113 1,100 X 123 1,100 ITC HOLDINGS CORP COMMON 465685105 8,684 217,650 X 123 193,175 24,475 IVAX CORP CVT CV BND 465823AG7 11,440 362,016 X 123 319,445 4,370 38,202 J & J SNACK FOODS CORP COMMON 466032109 10,182 245,938 X 123 217,782 28,156 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 1,579 57,950 X 123 57,950 JACKSON HEWITT TAX SERVCE COMMON 468202106 17,117 503,875 X 123 503,875 JARDEN CORP COMMON 471109108 34,852 1,001,775 X 123 1,001,775 JDS UNIPHASE CORP CVT CV BND 46612JAB7 15,284 426,745 X 123 299,974 29,858 96,913 JO-ANN STORES INC COMMON 47758P307 19,676 799,850 X 123 709,250 90,600 JOHNSON & JOHNSON COMMON 478160104 413,266 6,259,714 X 123 3,017,098 21,825 3,220,791 JOHNSON CONTROLS COMMON 478366107 13 153 X 123 153 JONES LANG LASALLE INC COMMON 48020Q107 16,171 175,452 X 123 66,100 109,352 JOURNAL COMMUNICATIONS INC COMMON 481130102 13,477 1,068,775 X 123 946,625 122,150 JOY GLOBAL INC COMMON 481165108 136 2,822 X 123 2,822 JP MORGAN CHASE & CO COMMON 46625H100 54,292 1,124,059 X 123 1,043,000 81,059 JUNIPER NETWORKS COMMON 48203R104 14 719 X 123 719 KB HOME CORP COMMON 48666K109 27,095 528,370 X 123 523,315 5,055 KBR INC COMMON 48242W106 2,566 98,085 X 123 75,737 22,348 KEITHLEY INSTRUMENTS INC COMMON 487584104 7,837 595,975 X 123 529,700 66,275 KELLWOOD CO CV BND 488044AF5 21,431 428,474 X 123 394,455 4,686 29,333 KENEXA CORP COMMON 488879107 2,613 78,550 X 123 78,550 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,594 119,850 X 123 119,850 KEY ENERGY SERVICES INC COMMON 492914106 1,820 116,300 X 123 116,300 KIMBERLY CLARK COMMON 494368103 245 3,600 X 123 3,000 600 KITE REALTY GROUP TRUST COMMON 49803T102 16,069 863,000 X 123 767,475 95,525 KNOLL INC COMMON 498904200 13,114 596,092 X 123 596,092 KOHLS CORP COMMON 500255104 192,311 2,810,339 X 123 1,185,131 9,450 1,615,758 KT CORP SP ADR COMMON 48268K101 4,021 158,600 X 123 158,600 KULICKE & SOFFA CV BND 501242AL5 45,809 2,549,681 X 123 2,127,890 121,495 300,295 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 18,433 1,564,495 X 123 1,369,809 54,901 139,784 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 836 11,375 X 123 11,375 LAIDLAW INTL COMMON 50730R102 25,848 849,420 X 123 735,700 113,720 LAMAR ADVERTISING CO COMMON 512815101 17,587 268,950 X 123 268,950 LAMSON & SESSIONS CO COMMON 513696104 9,310 383,775 X 123 340,625 43,150 LAS VEGAS SANDS CORP COMMON 517834107 199,877 2,233,762 X 123 1,131,800 2,475 1,099,487 LASALLE HOTEL PROPERTIES COMMON 517942108 18,739 408,700 X 123 364,850 43,850 LAUREATE EDUCATION INC COMMON 518613104 18,657 383,650 X 123 383,650 LAZARD LTD COMMON G54050102 3,239 68,425 X 123 68,425 LEAP WIRELESS INTL INC COMMON 521863308 3,150 52,975 X 123 52,975 LEGG MASON INC COMMON 524901105 1,701 17,895 X 123 9,209 4,261 4,425 LEHMAN BROS HOLDING INC COMMON 524908100 261,629 3,349,067 X 123 1,922,578 6,300 1,420,189 LENNAR CORP COMMON 526057104 28,824 549,450 X 123 549,450 LENNOX INTERNATIONAL INC COMMON 526107107 7,632 249,325 X 123 221,500 27,825 LEVEL 3 COMM CVT CV BND 52729NAS9 67,234 540,493 X 123 495,700 25,103 19,689 LEVEL 3 COMM INC CONV CV BND 52729NAG5 50,738 832,431 X 123 722,672 19,942 89,816 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 151,062 20,061,286 X 123 17,923,403 557,103 1,580,780 LIBERTY GLOBAL INC COMMON 530555101 235 8,050 X 123 8,050 LIBERTY MEDIA CV BND 530715AN1 12,219 451,032 X 123 443,668 7,364 LIGHTBRIDGE INC COMMON 532226107 2,323 171,600 X 123 171,600 LILLY ELI COMMON 532457108 277 5,314 X 123 1,750 3,564 LITHIA MOTORS INC - CL A COMMON 536797103 6,532 227,125 X 123 201,175 25,950 LITTELFUSE INC COMMON 537008104 10,065 315,725 X 123 278,550 37,175 LIVE NATION COMMON 538034109 31,635 1,412,276 X 123 1,227,625 184,651 LM ERICSSON TEL SP ADR 294821608 7,692 191,200 X 123 184,250 6,950 LOCKHEED MARTIN CORP COMMON 539830109 48,882 530,925 X 123 30,500 4,800 495,625 LOWES COS COMMON 548661107 3,554 114,094 X 123 107,115 6,979 LUCENT TECH CAP CONV PFD CV PFD 549462307 62,761 2,455,653 X 123 2,254,649 11,091 189,914 M & T BANK CORP COMMON 55261F104 119 975 X 123 975 MACDERMID INC COMMON 554273102 11,675 342,375 X 123 304,550 37,825 MANPOWER INC COMMON 56418H100 169 2,250 X 123 2,250 MAPINFO CORP COMMON 565105103 7,972 610,875 X 123 542,950 67,925 MARATHON OIL CORP COMMON 565849106 6,820 73,725 X 123 73,725 MARINEMAX INC COMMON 567908108 718 27,675 X 123 27,675 MARINER ENERGY INC COMMON 56845T305 14,668 748,375 X 123 669,925 78,450 MARRIOTT INTERNATIONAL COMMON 571903202 24,080 504,600 X 123 493,050 11,550 MARSHALL & ILSLEY COMMON 571834100 24 500 X 123 500 MARTEN TRANSPORT LTD COMMON 573075108 5,089 277,637 X 123 247,012 30,625 MASTERCARD INC-CLASS A COMMON 57636Q104 7,803 79,225 X 123 79,225 MATTEL INC COMMON 577081102 8,413 371,275 X 123 371,275 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 391 12,768 X 123 3,224 9,544 MCAFEE INC COMMON 579064106 7,252 255,535 X 123 219,100 36,435 MCCLATCHY COMPANY-CL A COMMON 579489105 20 460 X 123 460 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 2,439 101,450 X 123 101,450 MCDATA CORP COMMON 580031201 7 X 123 7 MCDERMOTT INTL COMMON 580037109 7,537 148,200 X 123 148,200 MCDONALDS COMMON 580135101 41,463 935,315 X 123 880,645 54,670 MCGRATH RENTCORP COMMON 580589109 19,559 638,550 X 123 567,125 71,425 MCGRAW HILL COS INC COMMON 580645109 244,371 3,592,630 X 123 1,602,758 7,900 1,981,972 MDU RESOURCES GROUP INC COMMON 552690109 4,118 160,592 X 123 127,098 33,494 MEDALLION FINANCIAL CORP COMMON 583928106 4,942 399,475 X 123 329,075 70,400 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 163 3,059 X 123 3,059 MEDICINES COMPANY COMMON 584688105 1,983 62,500 X 123 62,500 MEDTRONIC INC COMMON 585055106 155,910 2,913,657 X 123 1,239,983 15,500 1,658,174 MELCO PBL ENTERTAINMENT-ADR ADR 585464100 1,710 80,424 X 123 80,424 MELLON FINANCIAL CORP COMMON 58551A108 34,251 812,596 X 123 756,846 55,750 MEMC ELECTRONIC MATERIALS COMMON 552715104 7,829 200,016 X 123 37,000 163,016 MERCK & CO COMMON 589331107 55,888 1,281,825 X 123 244,000 12,750 1,025,075 MERIDIAN BIOSCIENCE INC COMMON 589584101 2,039 83,125 X 123 83,125 MERRILL LYNCH & CO COMMON 590188108 106,259 1,141,345 X 123 518,000 7,325 616,020 METABOLIX INC COMMON 591018809 1,742 92,000 X 123 92,000 METLIFE INC COMMON 59156R108 1 23 X 123 23 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 5,551 70,400 X 123 70,400 MGM MIRAGE COMMON 552953101 7,365 128,425 X 123 128,425 MICHAEL BAKER CORP COMMON 057149106 8,662 382,425 X 123 339,550 42,875 MICROSOFT CORP COMMON 594918104 361,121 12,093,794 X 123 6,626,253 25,605 5,441,936 MIDDLEBY CORP COMMON 596278101 2,460 23,500 X 123 23,500 MIDDLESEX WATER CO COMMON 596680108 5,988 319,702 X 123 257,802 61,900 MIDLAND COMPANY COMMON 597486109 8,318 198,275 X 123 174,750 23,525 MIDWEST BANC HOLDING INC COMMON 598251106 3,792 159,675 X 123 141,650 18,025 MILLICOM INTL CELLULAR COMMON L6388F110 2,416 39,200 X 123 39,200 MILLS CORP COMMON 601148109 3,531 176,525 X 123 176,525 MINE SAFETY APPLIANCES CO COMMON 602720104 66 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 10,421 177,250 X 123 157,425 19,825 MIRANT CORP COMMON 60467R100 175 5,550 X 123 5,550 ML&CO ASIA/USD BASKET NT COMMON 59021S794 100 10,000 X 123 10,000 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 48 5,000 X 123 5,000 MOLSON COORS BREWING CO COMMON 60871R209 30,559 399,780 X 123 373,005 26,775 MONSANTO CO NEW COMMON 61166W101 8,505 161,900 X 123 161,900 MONSTER WORLDWIDE INC COMMON 611742107 123,388 2,645,544 X 123 1,270,912 10,875 1,363,757 MOODYS CORP COMMON 615369105 21,749 314,926 X 123 303,483 4,725 6,718 MOOG INC CL A COMMON 615394202 23,606 618,125 X 123 558,600 59,525 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 579 109,506 X 123 73,194 36,312 MORGAN STANLEY COMMON 617446448 263,708 3,238,464 X 123 1,921,365 3,200 1,313,899 MORGAN STANLEY EMERGING MKT Closed E 61744H105 5,106 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 448 9,950 X 123 9,950 MORTONS RESTAURANT GROUP COMMON 619430101 8,823 529,900 X 123 470,675 59,225 MOTOROLA INC COMMON 620076109 62,132 3,022,003 X 123 1,571,577 25,675 1,424,751 MOVADO CORP INC COMMON 624580106 6,294 217,050 X 123 176,900 40,150 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 219 6,800 X 123 6,800 MWI VETERINARY SUPPLY INC COMMON 55402X105 1,932 59,825 X 123 37,575 22,250 MYRIAD GENETICS INC COMMON 62855J104 1,538 49,150 X 123 49,150 NABORS INDUSTRIES LTD COMMON G6359F103 30 1,000 X 123 1,000 NASDAQ STOCK MARKET INC COMMON 631103108 19,280 626,175 X 123 159,675 4,200 462,300 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 25,118 571,264 X 123 498,500 72,764 NATIONAL OILWELL VARCO INC COMMON 637071101 27 443 X 123 443 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 17,927 789,750 X 123 59,875 9,425 720,450 NAVIGANT CONSULTING GROUP COMMON 63935N107 14,389 728,175 X 123 644,975 83,200 NAVIGATORS GROUP INC COMMON 638904102 16,097 334,102 X 123 294,400 39,702 NEENAH PAPER INC COMMON 640079109 1 18 X 123 18 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 37,125 1,727,437 X 123 1,504,368 37,411 185,658 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 1,594 73,500 X 123 73,500 NETRATINGS INC COMMON 64116M108 6,280 358,674 X 123 294,875 63,799 NETWORK APPLIANCE INC COMMON 64120L104 302,049 7,689,631 X 123 3,596,430 14,775 4,078,426 NEWCASTLE INVESTMENT CORP COMMON 65105M108 12,941 413,175 X 123 369,175 44,000 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 50,947 1,055,313 X 123 970,746 18,941 65,627 NEWELL RUBBERMAID INC COMMON 651229106 25,904 894,775 X 123 894,775 NEWS CORP INC-CL A COMMON 65248E104 276,696 12,881,542 X 123 6,565,351 25,025 6,291,166 NEWS CORP INC-CL B WHEN ISS COMMON 65248E203 6,085 273,345 X 123 273,345 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,685 115,754 X 123 107,833 7,921 NII HOLDINGS INC COMMON 62913F201 4,897 76,000 X 123 76,000 NOBLE CORP COMMON G65422100 3,046 40,000 X 123 40,000 NORDSON CORP COMMON 655663102 8,531 171,200 X 123 151,925 19,275 NORDSTROM INC COMMON 655664100 221,443 4,488,103 X 123 1,976,661 20,700 2,490,742 NORFOLK SOUTHN CORP COMMON 655844108 67 1,325 X 123 1,325 NORTEL NETWORKS CONV CV BND 656568AB8 94,983 981,740 X 123 751,190 61,550 169,000 NORTHERN TR CORP COMMON 665859104 4,365 71,926 X 123 71,575 351 NORTHROP GRUMMAN CORP COMMON 666807102 65,835 972,455 X 123 451,800 6,000 514,655 NORTHWEST PIPE COMPANY COMMON 667746101 2,274 67,650 X 123 67,650 NORTHWESTERN CORP COMMON 668074305 19,695 556,675 X 123 495,875 60,800 NOVAMED INC COMMON 66986W108 2,134 281,850 X 123 281,850 NRG ENERGY INC COMMON 629377508 61,692 1,101,442 X 123 679,400 4,625 417,417 NUVASIVE INC COMMON 670704105 2,636 114,100 X 123 114,100 NUVEEN INVESTMENTS INC COMMON 67090F106 12,930 249,237 X 123 69,495 179,742 NVIDIA CORP COMMON 67066G104 218,727 5,909,937 X 123 2,987,956 6,275 2,915,706 NYMEX HOLDINGS INC COMMON 62948N104 1,519 12,250 X 123 12,250 NYSE GROUP INC COMMON 62949W103 114,242 1,175,333 X 123 577,615 1,300 596,418 OCCIDENTAL PETE COMMON 674599105 51,145 1,047,400 X 123 614,850 4,625 427,925 OFFICE DEPOT COMMON 676220106 23,981 628,273 X 123 584,850 43,423 OIL STATES INTERNATIONAL INC COMMON 678026105 1,756 54,475 X 123 54,475 OMNICARE INC COMMON 681904108 25,216 652,750 X 123 606,100 46,650 ON ASSIGNMENT INC COMMON 682159108 2,606 221,800 X 123 221,800 ON SEMICONDUCTOR CORPORATION COMMON 682189105 3,907 516,107 X 123 423,950 92,157 ONEOK INC COMMON 682680103 12,168 282,193 X 123 241,125 41,068 ONLINE RESOURCES CORP COMMON 68273G101 1,539 150,750 X 123 150,750 OPLINK COMMUNICATIONS INC COMMON 68375Q403 1,234 60,000 X 123 60,000 OPSWARE INC COMMON 68383A101 2,033 230,475 X 123 230,475 OPTION CARE INC COMMON 683948103 10,969 769,750 X 123 682,850 86,900 ORACLE CORP COMMON 68389X105 306,638 17,890,200 X 123 9,044,613 19,775 8,825,812 OSI RESTAURANT PARTNERS INC COMMON 67104A101 20,499 522,925 X 123 489,025 33,900 OSI SYSTEMS INC COMMON 671044105 2,496 119,275 X 123 74,500 44,775 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 70,064 1,797,230 X 123 1,684,520 31,083 81,627 P G & E CORP COMMON 69331C108 169 3,575 X 123 3,575 PACTIV CORP COMMON 695257105 17,105 479,275 X 123 34,875 5,475 438,925 PAYCHEX INC COMMON 704326107 1,005 25,425 X 123 17,625 7,800 PDL BIOPHARMA INC COMMON 69329Y104 1,375 68,250 X 123 68,250 PEABODY ENERGY CORP COMMON 704549104 323 7,989 X 123 7,975 14 PENNEY JC CO INC COMMON 708160106 67,495 872,475 X 123 454,750 10,225 407,500 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,232 160,925 X 123 160,925 PENSON WORLDWIDE INC COMMON 709600100 3,905 142,475 X 123 126,200 16,275 PEOPLESUPPORT INC COMMON 712714302 3,173 150,750 X 123 150,750 PEPSICO INC COMMON 713448108 281,290 4,497,050 X 123 1,883,947 14,825 2,598,278 PERICOM SEMICONDUCTOR CORP COMMON 713831105 4,413 384,725 X 123 332,875 51,850 PERKINELMER INC COMMON 714046109 10,968 493,377 X 123 416,750 76,627 PEROT SYSTEMS CORP CL A COMMON 714265105 16,753 1,022,150 X 123 906,750 115,400 PERRIGO CO COMMON 714290103 2,895 167,336 X 123 155,661 11,675 PETROHAWK ENERGY CORP COMMON 716495106 2,208 192,000 X 123 192,000 PETROLEO BRASILEIRO S A ADR ADR 71654V408 2,446 23,750 X 123 23,750 PETSMART INC COMMON 716768106 4,049 140,299 X 123 115,250 25,049 PFF BANCORP INC COMMON 69331W104 2,638 76,450 X 123 76,450 PFIZER INC COMMON 717081103 30,106 1,162,390 X 123 1,079,465 82,925 PHARMION CORP COMMON 71715B409 1,779 69,100 X 123 69,100 PHELPS DODGE COMMON 717265102 76 632 X 123 632 PHILIPPINE LONG DISTANCE ADR ADR 718252604 63,339 1,238,785 X 123 1,079,787 27,588 131,410 PHILLIPS-VAN HEUSEN COMMON 718592108 2,334 46,525 X 123 46,525 PHYSICIANS FORMULA HOLDINGS COMMON 719427106 1,544 82,625 X 123 82,625 PIER 1 IMPORTS INC DEL COMMON 720279108 3,126 525,375 X 123 466,425 58,950 PINNACLE ENTERTAINMENT INC COMMON 723456109 1,881 56,750 X 123 56,750 PIPER JAFFRAY COS COMMON 724078100 1 X 123 1 PLAINS EXPLORATION & PRODUCT COMMON 726505100 1,563 32,875 X 123 32,875 PLUM CREEK TIMBER CO INC COMMON 729251108 11 274 X 123 274 PNC FINANCIAL SERVICES COMMON 693475105 102 1,375 X 123 1,375 PNM RESOURCES INC COMMON 69349H107 181 5,825 X 123 5,825 POLO RALPH LAUREN CORP COMMON 731572103 16,699 215,025 X 123 129,175 85,850 POLYMEDICA CORP COMMON 731738100 2,417 59,800 X 123 59,800 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 13,711 503,157 X 123 435,900 67,257 POTLATCH HOLDINGS INC COMMON 737630103 14,566 332,413 X 123 286,645 45,768 PPL CORPORATION COMMON 69351T106 38 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 44,192 744,849 X 123 438,031 3,575 303,243 PRECISION CASTPARTS COMMON 740189105 316,305 4,040,690 X 123 1,935,181 11,475 2,094,034 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,581 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 152,519 3,484,553 X 123 1,451,597 11,525 2,021,431 PRIVATEBANCORP INC COMMON 742962103 8,457 203,150 X 123 179,975 23,175 PROASSURANCE CORP COMMON 74267C106 2,440 48,875 X 123 48,875 PROCTER & GAMBLE COMMON 742718109 255,724 3,978,896 X 123 1,921,614 19,731 2,037,551 PROGENICS PHARMACEUTICALS COMMON 743187106 1,299 50,475 X 123 50,475 PROGRESS SOFTWARE CORP COMMON 743312100 8,777 314,250 X 123 271,975 42,275 PROLIANCE INTERNATIONAL INC COMMON 74340R104 1,361 301,675 X 123 186,075 115,600 PROLOGIS COMMON 743410102 103 1,700 X 123 1,700 PROTECTIVE LIFE CORP COMMON 743674103 14,591 307,179 X 123 264,125 43,054 PRUDENTIAL FINANCIAL INC COMMON 744320102 81,029 943,735 X 123 412,950 9,625 521,160 QUALCOMM INC COMMON 747525103 133,828 3,541,367 X 123 1,851,777 14,700 1,674,890 QUEST DIAGNOSTICS INC COMMON 74834L100 16 305 X 123 305 QUEST SOFTWARE INC COMMON 74834T103 7,024 479,475 X 123 437,550 41,925 QUESTAR CORP COMMON 748356102 2,566 30,894 X 123 25,275 5,619 QUIKSILVER INC COMMON 74838C106 23,459 1,489,475 X 123 1,489,475 RADIATION THERAPY SERVICES COMMON 750323206 2,325 73,775 X 123 73,775 RALCORP HOLDINGS INC COMMON 751028101 14,278 280,575 X 123 248,850 31,725 RANGE RESOURCES CORP COMMON 75281A109 1,381 50,300 X 123 50,300 RAYTHEON COMPANY WARRANTS WTS 755111119 20 1,138 X 123 495 643 RBC BEARINGS INC COMMON 75524B104 17,112 597,066 X 123 543,129 53,937 REALOGY CORP COMMON 75605E100 6,952 229,294 X 123 178,547 50,747 REDBACK NETWORKS COMMON 757209507 1,769 70,950 X 123 70,950 REGENERON PHARM CVT CV BND 75886FAB3 117,859 3,719,352 X 123 3,305,815 91,897 321,640 REINSURANCE GRP OF AMERICA COMMON 759351109 162 2,900 X 123 2,900 RELIANCE STEEL & ALUMINUM COMMON 759509102 13,423 340,850 X 123 303,100 37,750 RENT-A-CENTER INC COMMON 76009N100 20,140 682,484 X 123 591,900 90,584 RESEARCH IN MOTION COMMON 760975102 6,494 50,825 X 123 50,825 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AD9 13,422 761,834 X 123 590,556 96,778 74,500 RITCHIE BROS AUCTIONEERS COMMON 767744105 7,803 145,750 X 123 145,750 RLI CORPORATION COMMON 749607107 16,885 299,275 X 123 266,075 33,200 ROCK-TENN CO CL A COMMON 772739207 14,544 536,475 X 123 476,375 60,100 ROCKWELL COLLINS COMMON 774341101 3,373 53,300 X 123 53,300 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 10,475 173,250 X 123 153,700 19,550 ROGERS COMMUNICATION CL B COMMON 775109200 4,023 67,500 X 123 67,500 ROHM & HAAS COMMON 775371107 20,985 410,500 X 123 30,325 4,775 375,400 ROLLINS INC COMMON 775711104 20,944 947,275 X 123 840,300 106,975 ROWAN COS COMMON 779382100 2,131 64,200 X 123 64,200 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 22,037 532,550 X 123 532,550 RUDOLPH TECHNOLOGIES INC COMMON 781270103 1,902 119,450 X 123 119,450 S & P 500 DEPOSITARY RCPT Exchange 78462F103 762 5,384 X 123 1,425 3,959 SALESFORCE.COM INC COMMON 79466L302 3,645 100,000 X 123 100,000 SALLY BEAUTY CO INC COMMON 79546E104 229 29,320 X 123 20,250 9,070 SANDERSON FARMS INC COMMON 800013104 2,238 73,900 X 123 73,900 SANDISK CORP COMMON 80004C101 10 223 X 123 223 SANTARUS INC COMMON 802817304 2,188 279,400 X 123 279,400 SBA COMMUNICATIONS CORP COMMON 78388J106 2,989 108,675 X 123 108,675 SCHERING-PLOUGH COMMON 806605101 355 15,000 X 123 15,000 SCHLUMBERGER LTD COMMON 806857108 58,559 927,150 X 123 519,425 4,900 402,825 SCI SYSTEMS INC CVT CV BND 783890AF3 12,472 303,507 X 123 243,047 12,334 48,126 SCIENTIFIC GAMES CORP-A COMMON 80874P109 13,955 461,625 X 123 461,625 SEAGATE TECHNOLOGY COMMON G7945J104 162 6,125 X 123 6,125 SEALY CORP COMMON 812139301 8,087 548,300 X 123 503,375 44,925 SEARS HOLDINGS CORP COMMON 812350106 5,899 35,125 X 123 35,125 SECURITY BANK CORP COMMON 814047106 3,769 165,168 X 123 135,975 29,193 SEMCO ENERGY INC COMMON 78412D109 1,902 311,750 X 123 195,850 115,900 SHIRE PHARMACEUTICALS GR -ADR ADR 82481R106 2,192 35,500 X 123 35,500 SHUTTERFLY INC COMMON 82568P304 2,423 168,275 X 123 168,275 SIGNATURE BANK COMMON 82669G104 14,860 479,650 X 123 426,600 53,050 SIMON PROPERTY GROUP INC COMMON 828806109 18,050 178,200 X 123 175,525 2,675 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 30,442 1,489,225 X 123 1,128,049 64,815 296,361 SIRENZA MICRODEVICES INC COMMON 82966T106 6,065 771,650 X 123 671,175 100,475 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 18,966 1,019,750 X 123 1,019,750 SMART & FINAL INC COMMON 831683107 14,192 750,900 X 123 666,050 84,850 SMITH & WESSON HOLDING CORP COMMON 831756101 1,845 178,400 X 123 178,400 SONIC AUTOMOTIVE INC COMMON 83545G102 17,348 597,400 X 123 524,825 72,575 SONUS NETWORKS INC COMMON 835916107 2,385 361,900 X 123 361,900 SONY CORP ADR ADR 835699307 25,256 589,675 X 123 553,675 36,000 SOTHEBYS COMMON 835898107 22,366 721,025 X 123 721,025 SOUTHWESTERN ENERGY CO COMMON 845467109 12,235 349,066 X 123 117,750 231,316 SOVEREIGN BANCORP INC COMMON 845905108 8 315 X 123 315 SPARTAN STORES INC COMMON 846822104 3,086 147,460 X 123 120,475 26,985 SPARTECH CORP COMMON 847220209 10,714 408,625 X 123 362,450 46,175 SPIRIT AEROSYSTEMS HOLD CL-A COMMON 848574109 2,611 78,000 X 123 78,000 ST JUDE MEDICAL INC COMMON 790849103 1,483 40,555 X 123 18,803 8,950 12,802 STANDARD PARKING CORP COMMON 853790103 6,648 173,079 X 123 128,885 44,194 STAPLES INC COMMON 855030102 49,929 1,869,995 X 123 893,850 12,200 963,945 STARBUCKS CORP COMMON 855244109 333 9,414 X 123 9,275 139 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 114,962 1,839,395 X 123 864,964 7,950 966,481 STATE STREET CORP COMMON 857477103 26,624 394,783 X 123 42,925 10,275 341,583 STEIN MART INC COMMON 858375108 3,957 298,400 X 123 187,475 110,925 STEINER LEISURE LTD COMMON P8744Y102 2,930 64,400 X 123 64,400 STERICYCLE INC COMMON 858912108 4,254 56,350 X 123 56,350 STERLING BANCSHARES INC TX COMMON 858907108 10,830 831,820 X 123 737,846 93,974 STIFEL FINANCIAL CORP COMMON 860630102 7,186 183,175 X 123 162,550 20,625 STRATEX NETWORKS INC COMMON 86279T109 3,809 788,550 X 123 788,550 STRYKER CORP COMMON 863667101 11,252 204,177 X 123 22,700 6,750 174,727 STURM RUGER & CO INC COMMON 864159108 2,065 215,075 X 123 215,075 SUN HEALTHCARE GROUP COMMON 866933401 3,119 246,975 X 123 246,975 SUNCOR ENERGY INC COMMON 867229106 1,399 17,725 X 123 17,725 SUNOCO INC COMMON 86764P109 1,492 23,925 X 123 23,925 SUNTERRA CORP COMMON 86787D208 2,192 181,925 X 123 181,925 SUPERIOR BANCORP COMMON 86806M106 3,486 307,365 X 123 252,150 55,215 SYBASE INC COMMON 871130100 3,803 153,985 X 123 126,450 27,535 SYMANTEC CORP COMMON 871503108 176,873 8,483,133 X 123 3,569,090 21,800 4,892,243 TARGET CORP COMMON 87612E106 2,679 46,951 X 123 44,625 2,326 TD AMERITRADE HOLDING CORP COMMON 87236Y108 450 27,818 X 123 4,975 22,843 TEKELEC COMMON 879101103 7,155 482,450 X 123 428,500 53,950 TENARIS SA ADR ADR 88031M109 7,897 158,287 X 123 153,400 4,887 TENNECO AUTOMOTIVE COMMON 880349105 7,786 314,954 X 123 314,954 TESCO CORP COMMON 88157K101 2,896 163,900 X 123 163,900 TESSERA TECHNOLOGIES INC COMMON 88164L100 3,530 87,500 X 123 87,500 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,242 39,956 X 123 11,047 28,909 TEXAS INDUSTRIES INC COMMON 882491103 21,260 331,003 X 123 287,975 43,028 TEXAS INSTRUMENTS COMMON 882508104 4,918 170,760 X 123 155,755 15,005 TEXTRON INC COMMON 883203101 19,879 212,000 X 123 16,175 2,550 193,275 THE DIRECTV GROUP INC COMMON 25459L106 37,954 1,521,817 X 123 1,412,121 109,696 THE WALT DISNEY CO COMMON 254687106 3,184 92,900 X 123 92,900 THERAVANCE INC COMMON 88338T104 1,628 52,700 X 123 52,700 THERMO FISHER SCIENTIFIC INC COMMON 883556102 31,945 705,350 X 123 42,475 6,675 656,200 TIM HORTONS INC COMMON 88706M103 6,743 232,850 X 123 232,850 TIME WARNER INC COMMON 887317105 48,195 2,212,830 X 123 2,060,705 152,125 TITAN INTL INC COMMON 88830M102 4,641 230,325 X 123 230,325 TJX COMPANIES INC COMMON 872540109 24,460 857,650 X 123 65,825 10,275 781,550 TOLL BROTHERS INC COMMON 889478103 14 X 123 14 TRANSOCEAN INC COMMON G90078109 1,514 18,722 X 123 15,200 3,522 TRAVELERS PPTY CASUALTY 4.5% CV PFD 89420G307 88,256 1,581,459 X 123 1,498,037 12,483 70,939 TRIAD HOSPITALS INC COMMON 89579K109 3,253 77,772 X 123 63,500 14,272 TRIBUNE CO COMMON 896047107 636 20,652 X 123 20,652 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 7,876 431,800 X 123 383,050 48,750 TWEEN BRANDS INC COMMON 901166108 16,264 407,325 X 123 407,325 TXU CORP COMMON 873168108 675 12,450 X 123 12,450 TYCO INTERNATIONAL LTD COMMON 902124106 65,491 2,154,312 X 123 1,291,957 9,450 852,905 TYLER TECHNOLOGIES INC COMMON 902252105 2,002 142,425 X 123 142,425 UBS AG - REGISTERED COMMON H89231338 350 5,800 X 123 5,800 UGI CORP COMMON 902681105 36,316 1,331,239 X 123 1,154,825 176,414 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 2,703 116,200 X 123 116,200 ULTRA PETROLEUM CORP COMMON 903914109 4,092 85,704 X 123 82,395 3,309 UNITED COMMUNITY BANKS/GA COMMON 90984P105 8,294 256,625 X 123 227,725 28,900 UNITED FIRE & CASUALTY CO COMMON 910331107 17,423 494,275 X 123 432,025 62,250 UNITED RENTALS CONV PFD CV PFD 91136H306 2,174 51,107 X 123 50,165 942 UNITED TECHNOLOGIES COMMON 913017109 68,534 1,096,197 X 123 400,083 14,575 681,539 UNITEDHEALTH GROUP COMMON 91324P102 113,485 2,112,128 X 123 1,098,141 2,550 1,011,437 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 15,171 244,257 X 123 220,285 23,972 URBAN OUTFITTERS INC COMMON 917047102 1 34 X 123 34 URS CORP COMMON 903236107 888 20,725 X 123 20,725 US AIRWAYS GROUP INC COMMON 90341W108 1,628 30,225 X 123 30,225 US BANCORP COMMON 902973304 73,644 2,034,940 X 123 974,800 12,375 1,047,765 UTI WORLDWIDE INC COMMON G87210103 6,403 214,150 X 123 214,150 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 124,080 4,088,643 X 123 3,235,643 137,606 715,394 VALEANT PHARMACY CVT CV BND 91911XAD6 107,865 3,582,315 X 123 2,733,428 151,367 697,521 VALERO ENERGY CORP COMMON 91913Y100 1,177 23,000 X 123 23,000 VERIGY LTD COMMON Y93691106 7,372 415,350 X 123 415,350 VERIZON COMMUNICATIONS COMMON 92343V104 32 851 X 123 151 700 VERTEX PHARMACEUTICALS CVT 144 CV BND 92532FAE0 64,744 1,723,092 X 123 1,563,989 45,181 113,922 VERTEX PHARMACEUTICALS INC COMMON 92532F100 51,664 1,380,657 X 123 1,304,179 38,703 37,775 VERTRUE INC COMMON 92534N101 11,712 304,925 X 123 270,500 34,425 VIASYS HEALTHCARE INC COMMON 92553Q209 2,600 93,475 X 123 93,475 VISTAPRINT LTD COMMON G93762204 2,854 86,200 X 123 86,200 VITAL IMAGES COMMON 92846N104 1,944 55,875 X 123 55,875 VODAFONE GROUP PLC ADR 92857W209 7 262 X 123 262 VOLCOM INC COMMON 92864N101 2,028 68,575 X 123 68,575 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 2,215 147,650 X 123 147,650 WABTEC COMMON 929740108 4,773 157,126 X 123 128,200 28,926 WACHOVIA CORP (NEW) COMMON 929903102 136 2,386 X 123 356 2,030 WAL-MART STORES INC COMMON 931142103 836 18,112 X 123 6,804 11,308 WALGREEN CO COMMON 931422109 5,432 118,375 X 123 100 118,275 WALMART DE MEXICO SA-ADR V ADR 93114W107 38,721 882,025 X 123 882,025 WARNACO GROUP INC COMMON 934390402 8,188 322,625 X 123 322,625 WASHINGTON GROUP INTL INC COMMON 938862208 13,925 232,900 X 123 203,150 29,750 WASTE CONNECTIONS INC COMMON 941053100 15,666 377,033 X 123 335,921 41,112 WATSON PHARMACEUTICALS CV BND 942683AC7 2,491 67,416 X 123 64,544 2,871 WEBSENSE INC COMMON 947684106 1,745 76,450 X 123 76,450 WELLPOINT INC COMMON 94973V107 192,637 2,448,047 X 123 1,172,358 10,950 1,264,739 WELLS FARGO CO CVT FLTR CV BND 949746FA4 165,102 3,291,400 X 123 3,234,800 5,200 51,400 WELLS FARGO COMPANY COMMON 949746101 66,902 1,881,390 X 123 662,575 15,325 1,203,490 WEST PHARMACEUTICALS SVCS COMMON 955306105 9,576 186,925 X 123 165,825 21,100 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 21,912 3,246,275 X 123 3,221,425 24,850 WESTERN UNION CO/THE COMMON 959802109 3,884 173,252 X 123 149,877 23,375 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 30,184 4,471,725 X 123 4,447,425 24,300 WHOLE FOODS MARKET INC COMMON 966837106 1,182 25,179 X 123 14,675 4,400 6,104 WILEY JOHN & SONS CL A COMMON 968223206 18,369 477,500 X 123 423,550 53,950 WILLBROS GROUP INC COMMON 969199108 1,286 68,025 X 123 68,025 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 3,614 135,426 X 123 135,426 WINN-DIXIE STORES INC COMMON 974280307 20,207 1,496,798 X 123 1,436,075 60,723 WINNEBAGO INDS COMMON 974637100 22,023 669,185 X 123 622,500 46,685 WRIGHT EXPRESS CORP COMMON 98233Q105 27,953 896,800 X 123 797,100 99,700 WYETH CO COMMON 983024100 11 224 X 123 200 24 WYNDHAM WORLDWIDE CORP COMMON 98310W108 8,529 266,377 X 123 214,500 51,877 WYNN RESORTS LTD COMMON 983134107 3,379 36,000 X 123 36,000 X-RITE INC COMMON 983857103 2,384 193,850 X 123 121,800 72,050 XILINX INC COMMON 983919101 2 100 X 123 100 XTO ENERGY INC COMMON 98385X106 221,688 4,711,761 X 123 2,356,996 21,155 2,333,610 YAHOO INC COMMON 984332106 8 309 X 123 309 YAMANA GOLD INC COMMON 98462Y100 2,956 224,300 X 123 224,300 ZIMMER HOLDINGS INC COMMON 98956P102 4,537 57,891 X 123 53,191 4,700 ZIONS BANCORP COMMON 989701107 4,035 48,941 X 123 41,066 7,875 COLUMN TOTALS 21,975,612
-----END PRIVACY-ENHANCED MESSAGE-----