-----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, OZUrQeQZGnkDDHDY0DxTPHFxREPymUbwV1CIwQlPTj6Iw9jUiN2AQ+2TW25mKtsx 3qNmyvatzhKwAcXHEaoh4w== 0000312348-06-000045.txt : 20061114 0000312348-06-000045.hdr.sgml : 20061114 20061114171233 ACCESSION NUMBER: 0000312348-06-000045 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061114 DATE AS OF CHANGE: 20061114 EFFECTIVENESS DATE: 20061114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 061216651 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/A 1 q3complete.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: 9/30/06 Check here if Amendment [ X ]; Amendment Number: ONE This Amendment (Check only one): [ X] 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 Leahy Boston, MA 11/14/06 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: 775 Form 13F Information Table Value Total: $22,297,152 ('000) List of Other Included Managers: 28-6808 IXIS Asset Management North America, L.P. (2) 28-10092 IXIS Asset Management (3) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 09/30/06 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 1,243 16,704 X 123 7,877 8,827 ABB LTD SPON ADR ADR 000375204 14,992 1,137,500 X 123 1,061,925 75,575 ABBOTT LABS COMMON 002824100 221,978 4,571,214 X 123 2,244,392 12,425 2,314,397 ACE LTD COMMON G0070K103 100 1,825 X 123 1,825 ACTUANT CORP CL A COMMON 00508X203 22,479 448,675 X 123 389,800 58,875 ADESA INC COMMON 00686U104 4,781 206,900 X 123 182,325 24,575 ADOBE SYS COMMON 00724F101 2,592 69,223 X 123 34,575 10,450 24,198 ADTRAN INC COMMON 00738A106 24,087 1,010,365 X 123 884,325 126,040 ADVANTA CORP CL B COMMON 007942204 22,252 603,043 X 123 535,948 67,095 ADVISORY BOARD CO COMMON 00762W107 3,616 71,575 X 123 71,575 AES CORPORATION COMMON 00130H105 3,012 147,725 X 123 140,800 6,925 AES TRUST III CVT PFD CV PFD 00808N202 33,550 975,360 X 123 847,345 21,644 106,371 AETNA INC-NEW COMMON 00817Y108 2 44 X 123 44 AFFILIATED MANAGERS GROUP COMMON 008252108 10,094 100,825 X 123 12,275 88,550 AFLAC INC COMMON 001055102 4,530 99,000 X 123 89,475 9,525 AGILENT TECHNOLOGIES INC COMMON 00846U101 140 4,275 X 123 4,275 AIR PRODS & CHEM COMMON 009158106 2,077 31,300 X 123 31,300 AIRCASTLE LTD COMMON G0129K104 1,764 60,700 X 123 60,700 AIRGAS INC COMMON 009363102 3,679 101,714 X 123 80,425 21,289 AKAMAI TECHNOLOGIES COMMON 00971T101 231,576 4,632,444 X 123 2,140,807 9,725 2,481,912 ALABAMA NATIONAL BANCORP DEL COMMON 010317105 14,259 208,925 X 123 185,825 23,100 ALBANY INTL CORP-CL A COMMON 012348108 21,524 676,440 X 123 588,025 88,415 ALBERTO CULVER CO CL B COMMON 013068101 10,348 204,550 X 123 170,775 33,775 ALCAN INC COMMON 013716105 4 97 X 123 97 ALLERGAN INC COMMON 018490102 3,288 29,200 X 123 29,200 ALLETE INC COMMON 018522300 7,746 178,271 X 123 153,998 24,273 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 81,891 1,483,810 X 123 673,036 2,025 808,749 ALLOY INC COMMON 019855303 10,190 862,850 X 123 756,850 106,000 ALLSCRIPTS INC COMMON 01988P108 1,740 77,500 X 123 77,500 ALLSTATE CORP COMMON 020002101 50,552 805,874 X 123 747,150 58,724 ALPHA NATURAL RESOURCE COMMON 02076X102 10,836 687,550 X 123 610,775 76,775 ALTRIA GROUP INC COMMON 02209S103 28,570 373,225 X 123 344,200 29,025 AMBAC FINL GRP COMMON 023139108 192 2,325 X 123 2,325 AMCOMP INC COMMON 02342J101 4,383 450,910 X 123 369,250 81,660 AMERICAN COMMERCIAL LINES INC COMMON 025195207 9,331 156,950 X 123 139,275 17,675 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 180,386 4,115,577 X 123 1,679,736 11,075 2,424,766 AMERICAN ECOLOGY CORP COMMON 025533407 7,591 384,550 X 123 341,900 42,650 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 13,780 1,123,100 X 123 999,050 124,050 AMERICAN EXPRESS CO COMMON 025816109 23,892 426,028 X 123 387,783 5,800 32,445 AMERICAN INTL GRP COMMON 026874107 38,818 585,846 X 123 537,981 47,865 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 2,621 142,200 X 123 142,200 AMERICAN REPROGRAPHICS CO COMMON 029263100 2,315 72,200 X 123 72,200 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 2,046 42,175 X 123 42,175 AMERICAN STATES WATER CO COMMON 029899101 9,116 238,325 X 123 212,075 26,250 AMERICAN TOWER CORP CL A COMMON 029912201 4,683 128,300 X 123 128,300 AMERIPRISE FINANCIAL INC COMMON 03076C106 18,051 384,875 X 123 356,000 1,020 27,855 AMERUS GROUP CO COMMON 03072M108 9,827 144,500 X 123 128,425 16,075 AMETEK INC COMMON 031100100 5,721 131,369 X 123 107,975 23,394 AMGEN INC COMMON 031162100 9,261 129,470 X 123 114,545 14,925 AMKOR TECH INC CVT CV BND 031652AH3 43,949 815,380 X 123 624,502 104,116 86,763 AMN HEALTHCARE SERVICES INC COMMON 001744101 2,659 111,975 X 123 111,975 AMPHENOL CORP CL A COMMON 032095101 7,815 126,195 X 123 100,625 25,570 AMR CORP DEL COMMON 001765106 1,293 55,875 X 123 55,875 AMYLIN PHARMACEUTICALS INC COMMON 032346108 1,842 41,800 X 123 41,800 ANADARKO PETE CORP COMMON 032511107 26,855 612,700 X 123 70,400 5,400 536,900 ANAREN INC COMMON 032744104 7,472 354,650 X 123 314,775 39,875 ANGELICA CORP COMMON 034663104 740 43,500 X 123 27,350 16,150 ANIXTER INTERNATIONAL INC COMMON 035290105 18,358 325,100 X 123 288,725 36,375 ANNTAYLOR STORES CORP COMMON 036115103 3,077 73,500 X 123 73,500 APACHE CORP COMMON 037411105 3,086 48,837 X 123 48,825 12 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 13,597 249,900 X 123 249,900 APPLE COMPUTER COMMON 037833100 483,393 6,275,380 X 123 2,775,367 24,475 3,475,538 APPLEBEES INTL INC COMMON 037899101 5,948 276,521 X 123 226,975 49,546 APPLIED MATERIALS COMMON 038222105 1,077 60,725 X 123 60,725 AQUANTIVE INC COMMON 03839G105 1,780 75,350 X 123 75,350 ARAMARK CORP-CL B COMMON 038521100 13,219 402,275 X 123 374,525 27,750 ARCH CAPITAL GROUP LTD COMMON G0450A105 3,373 53,125 X 123 53,125 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 154,667 4,083,069 X 123 2,007,367 5,600 2,070,102 ARENA RESOURCES INC COMMON 040049108 1,415 44,050 X 123 44,050 ARGONAUT GROUP INC COMMON 040157109 1,739 56,050 X 123 56,050 ARROW INTERNATIONAL INC COMMON 042764100 11,756 369,575 X 123 328,225 41,350 ARTHROCARE CORP COMMON 043136100 2,624 56,000 X 123 56,000 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 259 10,025 X 123 10,025 ASSOCIATED ESTATES REALTY CP COMMON 045604105 21,658 1,400,000 X 123 1,400,000 ASSURANT INC COMMON 04621X108 6,830 127,874 X 123 101,025 26,849 AT&T INC COMMON 00206R102 83,552 2,566,085 X 123 1,611,115 8,675 946,295 ATMI INC COMMON 00207R101 2,112 72,650 X 123 72,650 ATP OIL & GAS CORPORATION COMMON 00208J108 8,857 239,775 X 123 213,550 26,225 AUTOMATIC DATA PROC COMMON 053015103 47 1,000 X 123 1,000 AVAYA INC COMMON 053499109 19,951 1,744,000 X 123 1,616,875 127,125 AVIS BUDGET GROUP INC COMMON 053774105 566 30,946 X 123 25,368 5,578 AVNET INC COMMON 053807103 5,007 255,215 X 123 209,825 45,390 AVNET INC CVT CV BND 053807AL7 56,097 1,740,441 X 123 1,601,106 20,391 118,945 BAKER HUGHES INC COMMON 057224107 9,202 134,925 X 123 21,025 113,900 BANK OF NEW YORK COMMON 064057102 5 147 X 123 147 BANKAMERICA CORP COMMON 060505104 147,276 2,749,223 X 123 1,249,990 14,100 1,485,133 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 067383109 29,678 395,700 X 123 69,500 3,300 322,900 BARE ESCENTUALS INC COMMON 067511105 2,864 105,500 X 123 105,500 BARNES GROUP INC COMMON 067806109 14,737 839,225 X 123 745,050 94,175 BAXTER INTL COMMON 071813109 192,255 4,229,097 X 123 2,028,788 12,100 2,188,209 BEA SYSTEMS INC COMMON 073325102 131,352 8,641,579 X 123 4,096,348 11,425 4,533,806 BEACON ROOFING SUPPLY INC COMMON 073685109 2,197 108,525 X 123 108,525 BEAR STEARNS COS INC COMMON 073902108 83,500 596,005 X 123 87,345 4,500 504,160 BEBE STORES INC COMMON 075571109 21,550 869,650 X 123 869,650 BECKMAN COULTER INC COMMON 075811109 26,508 460,534 X 123 416,400 44,134 BECTON DICKINSON & CO COMMON 075887109 30,533 432,048 X 123 86,023 9,125 336,900 BED BATH & BEYOND INC COMMON 075896100 72 1,892 X 123 1,892 BELLSOUTH CORP COMMON 079860102 135,742 3,175,242 X 123 1,414,890 17,025 1,743,327 BEO ENHANCED S&P COVERED CALL Closed E 29332W107 87 4,500 X 123 4,500 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 6,227 65 X 123 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 23,783 7,493 X 123 6,964 529 BEST BUY COMPANY COMMON 086516101 153,643 2,868,617 X 123 1,381,947 3,800 1,482,870 BIG LOTS INC COMMON 089302103 4,776 241,100 X 123 214,000 27,100 BIOGEN IDEC INC COMMON 09062X103 125 2,800 X 123 2,800 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 1,641 115,300 X 123 115,300 BIOMED REALTY TRUST INC COMMON 09063H107 17,857 588,550 X 123 523,650 64,900 BJ SERVICES CO COMMON 055482103 1,394 46,250 X 123 34,025 12,225 BLACKROCK INC COMMON 09247X101 157,675 1,058,219 X 123 586,535 1,600 470,084 BLOACKBOARD INC COMMON 091935502 2,197 82,900 X 123 82,900 BLOCKBUSTER INC-CLASS A COMMON 093679108 6,040 1,572,825 X 123 1,572,825 BOB EVANS FARMS COMMON 096761101 14,097 465,550 X 123 413,925 51,625 BOEING CO COMMON 097023105 19,701 249,850 X 123 36,175 213,675 BOK FINANCIAL CORP COMMON 05561Q201 7,613 144,732 X 123 115,375 29,357 BP PLC ADR 055622104 1,080 16,467 X 123 2,822 5,248 8,397 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 1,195 28,625 X 123 28,625 BRISTOL MYERS SQUIBB COMMON 110122108 87,798 3,523,195 X 123 3,452,025 71,170 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 194,004 4,691,254 X 123 4,591,447 10,296 89,511 BROADCOM CORP CL A COMMON 111320107 2 68 X 123 68 BURGER KING HOLDINGS INC COMMON 121208201 295 18,500 X 123 18,500 BURLINGTON NORTHN SANTA FE COMMON 12189T104 36,689 499,575 X 123 90,500 4,075 405,000 C.H. ROBINSON WORLDWIDE COMMON 12541W209 9,478 212,600 X 123 57,675 154,925 CAMDEN PROPERTY TRUST COMMON 133131102 10,429 137,200 X 123 137,200 CAPITAL CORP OF THE WEST COMMON 140065202 5,716 184,256 X 123 158,456 25,800 CAPITAL ONE FINL CORP COMMON 14040H105 118 1,500 X 123 1,500 CAREMARK RX INC COMMON 141705103 40,268 710,578 X 123 127,965 11,250 571,363 CARTER HOLDINGS COMMON 146229109 1,250 47,375 X 123 47,375 CASEYS GENERAL STORES INC COMMON 147528103 8,887 399,075 X 123 354,150 44,925 CASUAL MALE RETAIL GROUP INC COMMON 148711104 3,165 230,500 X 123 230,500 CATERPILLAR COMMON 149123101 48 734 X 123 734 CB RICHARD ELLIS GROUP INC COMMON 12497T101 225,599 9,170,694 X 123 4,165,886 35,275 4,969,533 CBL & ASSOCIATES PROPERTIES COMMON 124830100 19,000 453,343 X 123 395,850 57,493 CBS CORP CL B COMMON 124857202 10,564 375,000 X 123 375,000 CEC ENTERTAINMENT INC COMMON 125137109 24,026 762,481 X 123 664,975 97,506 CELADON GROUP INC COMMON 150838100 1,750 105,173 X 123 66,286 38,887 CELGENE CORP COMMON 151020104 2,410 55,650 X 123 55,650 CENTERSTATE BANKS OF FLORIDA COMMON 15201P109 6,060 301,475 X 123 301,475 CENTRAL GARDEN & PET CO COMMON 153527106 3,651 75,650 X 123 75,650 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 1,670 42,100 X 123 42,100 CHAMPION ENTERPRISES INC COMMON 158496109 4,211 610,225 X 123 610,225 CHAPARRAL STEEL CO COMMON 159423102 13,784 404,709 X 123 354,950 49,759 CHARLES RIVER LABS COMMON 159864107 4,741 109,225 X 123 96,975 12,250 CHEMTURA CORP COMMON 163893100 2,116 244,050 X 123 200,325 43,725 CHESAPEAKE ENERGY CORP COMMON 165167107 2,201 75,932 X 123 75,895 37 CHEVRON CORP COMMON 166764100 1,156 17,825 X 123 17,825 CHICAGO BRIDGE & IRON NY COMMON 167250109 17,284 718,375 X 123 666,650 51,725 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 301,963 631,392 X 123 313,537 1,950 315,905 CHICOS FAS INC COMMON 168615102 1 32 X 123 32 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 10,017 201,675 X 123 201,675 CHUBB CORP COMMON 171232101 195,669 3,765,756 X 123 1,615,498 11,325 2,138,933 CHURCH & DWIGHT CO INC COMMON 171340102 4,126 105,500 X 123 86,775 18,725 CIA VALE DO RIO - ADR ADR 204412209 194 9,000 X 123 9,000 CIENA CORP SUB CONV DEB CV BND 171779AA9 8,048 11,426 X 123 6,281 5,144 CIGNA CORP COMMON 125509109 5 45 X 123 45 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 7,527 299,750 X 123 285,325 14,425 CISCO SYSTEMS INC COMMON 17275R102 202,204 8,791,458 X 123 4,438,752 10,125 4,342,581 CIT GROUP INC COMMON 125581108 33,951 698,150 X 123 648,250 49,900 CITIGROUP INC COMMON 172967101 121,280 2,441,718 X 123 1,094,291 12,525 1,334,902 CITIZENS FIRST BANCORP INC COMMON 17461R106 2,304 90,500 X 123 57,175 33,325 CITRIX SYSTEMS INC COMMON 177376100 1,847 51,000 X 123 51,000 CITY NATIONAL CORP COMMON 178566105 31 466 X 123 466 CMS ENERGY CORP COMMON 125896100 5,506 381,319 X 123 313,150 68,169 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 28,484 699,883 X 123 596,206 103,677 COACH INC COMMON 189754104 171,792 4,993,946 X 123 2,381,228 16,450 2,596,268 COCA-COLA COMMON 191216100 58,204 1,302,675 X 123 92,325 11,875 1,198,475 COGENT COMMUNICATIONS GROUP COMMON 19239V302 2,407 207,650 X 123 207,650 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 243,671 3,290,186 X 123 1,617,474 4,375 1,668,337 COLDWATER CREEK INC COMMON 193068103 1,956 68,022 X 123 68,022 COLGATE PALMOLIVE COMMON 194162103 6 100 X 123 100 COLLECTORS UNIVERSE COMMON 19421R200 1,188 85,149 X 123 53,540 31,609 COLONIAL BANCGROUP INC COMMON 195493309 5,862 239,265 X 123 193,975 45,290 COMCAST CORP CL A COMMON 20030N101 66,708 1,810,250 X 123 1,061,675 7,225 741,350 COMCAST CORP CL A SPL COMMON 20030N200 4 100 X 123 100 COMFORT SYSTEMS USA INC COMMON 199908104 3,870 337,710 X 123 276,625 61,085 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 8,698 451,625 X 123 402,050 49,575 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 6,785 164,575 X 123 146,825 17,750 COMMSCOPE INC COMMON 203372107 24,906 757,950 X 123 679,100 78,850 COMMUNITY BANCORP COMMON 20343T100 5,506 180,450 X 123 180,450 COMPASS BANCSHARES INC COMMON 20449H109 184 3,225 X 123 3,225 COMTECH TELECOMUNICATIONS COMMON 205826209 9,913 296,100 X 123 267,375 28,725 CONAGRA INC COMMON 205887102 61,717 2,521,100 X 123 2,510,200 10,900 CONMED CORP CONV BD CV BND 207410AD3 7,255 219,299 X 123 179,236 10,998 29,065 CONOCOPHILLIPS COMMON 20825C104 7,885 132,462 X 123 122,144 10,318 CONOR MEDSYSTEMS INC COMMON 208264101 1,630 69,150 X 123 69,150 CONSTELLATION ENERGY GROUP COMMON 210371100 47 800 X 123 800 CONTINENTAL AIRLINES CL B COMMON 210795308 1,283 45,325 X 123 45,325 COOPER TIRE COMMON 216831107 7,898 785,050 X 123 785,050 CORNING INC COMMON 219350105 159,546 6,536,112 X 123 4,163,894 123,908 2,248,310 CORPORATE EXECUTIVE BOARD COMMON 21988R102 14,442 160,625 X 123 59,850 100,775 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 18,626 416,125 X 123 369,825 46,300 COUNTRYWIDE FINANCIAL COMMON 222372104 26,071 744,025 X 123 54,125 6,650 683,250 COVANCE INC COMMON 222816100 3,160 47,600 X 123 47,600 CRA INTERNATIONAL INC COMMON 12618T105 2,418 50,725 X 123 50,725 CUBIST PHARMACEUTICALS INC COMMON 229678107 1,335 61,425 X 123 61,425 CVB FINANCIAL CORP COMMON 126600105 7,291 493,621 X 123 493,621 CVS CORP COMMON 126650100 191,122 5,950,248 X 123 2,163,750 32,250 3,754,248 CYPRESS SEMICONDUCTOR COMMON 232806109 1,888 106,225 X 123 106,225 CYTEC INDS COMMON 232820100 21,028 378,265 X 123 328,975 49,290 DAKTRONICS INC COMMON 234264109 4,534 219,150 X 123 188,550 30,600 DANAHER CORP COMMON 235851102 7,034 102,435 X 123 90,085 12,350 DAVITA INC COMMON 23918K108 186,764 3,227,296 X 123 1,558,057 9,600 1,659,639 DAWSON GEOPHYSICAL CO COMMON 239359102 993 33,425 X 123 33,425 DEARBORN BANCORP INC COMMON 24242R108 2,237 94,054 X 123 76,799 17,255 DELL INC COMMON 24702R101 44 1,946 X 123 1,920 26 DELPHI FINANCIAL GROUP CL A COMMON 247131105 20,942 525,135 X 123 467,130 58,005 DENBURY RESOURCES INC COMMON 247916208 18,406 636,875 X 123 585,575 51,300 DEVELOPERS DIVERS REALTY COMMON 251591103 26,349 472,538 X 123 447,100 1,125 24,313 DEVON ENERGY CORP COMMON 25179M103 5,997 94,970 X 123 86,670 8,300 DEVON ENERGY CVT CV BND 25179MAA1 24,497 363,804 X 123 357,274 6,530 DEVON ENERGY CVT CV BND 25179MAB9 28,267 419,792 X 123 417,926 1,866 DICKS SPORTING GOODS INC COMMON 253393102 3,372 74,075 X 123 74,075 DIEBOLD INC COMMON 253651103 4 100 X 123 100 DIGENE CORP COMMON 253752109 1,685 39,050 X 123 39,050 DIGITAS INC COMMON 25388K104 23,877 2,482,064 X 123 2,370,417 111,647 DIODES INC COMMON 254543101 10,347 239,683 X 123 212,721 26,962 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 1,107 36,242 X 123 32,454 3,789 DOLLAR FINANCIAL CORP COMMON 256664103 14,444 661,950 X 123 587,975 73,975 DOLLAR TREE STORES INC COMMON 256747106 6,251 201,900 X 123 201,900 DOMINION RES INC VA COMMON 25746U109 9 119 X 123 119 DOVER CORP COMMON 260003108 7,533 158,795 X 123 146,445 12,350 DOW CHEMICAL COMMON 260543103 368 9,450 X 123 300 4,650 4,500 DPL INC COMMON 233293109 94 3,475 X 123 3,475 DRIL-QUIP COMMON 262037104 2,409 35,600 X 123 35,600 DSP GROUP INC COMMON 23332B106 9,788 428,350 X 123 380,600 47,750 DST SYSTEMS COMMON 233326107 9 150 X 123 150 DUKE ENERGY CORP COMMON 26441C105 8,545 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 13 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 3,954 52,723 X 123 43,275 9,448 DUPONT E I COMMON 263534109 25,528 595,892 X 123 554,117 2,200 39,575 E*TRADE GROUP INC COMMON 269246104 135 5,656 X 123 5,600 56 EAGLE MATERIALS INC COMMON 26969P108 4,725 140,296 X 123 122,600 17,696 EAST WEST BANCORP INC COMMON 27579R104 25,717 649,245 X 123 576,100 73,145 EASTMAN CHEMICAL CO COMMON 277432100 8 150 X 123 150 EBAY INC COMMON 278642103 1 35 X 123 35 ECHOSTAR COMMUNICATIONS A COMMON 278762109 19,483 595,075 X 123 552,275 42,800 ECOLAB INC COMMON 278865100 8,767 204,730 X 123 194,930 9,800 EDISON INTERNATIONAL COMMON 281020107 32,775 787,100 X 123 56,000 7,200 723,900 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 16,670 538,279 X 123 467,950 601 69,728 ELAN CAP CORP CV BND G2955CAA5 17,338 1,096,361 X 123 988,545 107,817 ELECTRO RENT CORP COMMON 285218103 6,760 397,400 X 123 352,917 44,483 ELECTRONICS FOR IMAGING COMMON 286082102 13,420 586,550 X 123 521,375 65,175 EMAGEON INC COMMON 29076V109 2,415 154,875 X 123 154,875 EMBARQ CORP COMMON 29078E105 24,192 500,140 X 123 446,025 54,115 EMC CORP COMMON 268648102 1,734 144,720 X 123 130,020 14,700 EMERSON ELEC COMMON 291011104 191,127 2,279,120 X 123 990,539 11,925 1,276,656 ENTEGRIS INC COMMON 29362U104 15,474 1,418,375 X 123 1,260,125 158,250 ENTERGY CORP NEW COMMON 29364G103 39,103 499,850 X 123 466,100 33,750 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 5,154 692,725 X 123 692,725 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 1,786 27,451 X 123 20,250 7,201 EPIX MEDICAL INC CVT CV BND 26881QAB7 17,054 895,097 X 123 762,379 41,653 91,065 EQUITY RESIDENTIAL COMMON 29476L107 23,267 460,000 X 123 460,000 ESCO TECHNOLOGIES COMMON 296315104 3,738 81,200 X 123 72,100 9,100 ESSEX CORP COMMON 296744105 2,057 118,225 X 123 118,225 EVEREST RE GROUP LTD COMMON G3223R108 3,318 34,025 X 123 31,150 2,875 EXCEL TECHNOLOGY INC COMMON 30067T103 9,290 313,950 X 123 278,750 35,200 EXELON CORP COMMON 30161N101 86,906 1,435,520 X 123 459,975 9,375 966,170 EXPEDITORS INTL WASH INC COMMON 302130109 182,033 4,083,294 X 123 2,029,146 5,500 2,048,648 EXPONENT INC COMMON 30214U102 3,531 211,846 X 123 173,300 38,546 EXPRESS SCRIPTS INC CL A COMMON 302182100 8,862 117,388 X 123 79,850 37,538 EXXON MOBIL CORP COMMON 30231G102 217,443 3,240,583 X 123 1,310,973 29,025 1,900,585 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 14,288 764,075 X 123 678,200 85,875 FAMILY DOLLAR STORES INC COMMON 307000109 162 5,550 X 123 5,550 FEDERATED DEPT STORES COMMON 31410H101 61,859 1,431,600 X 123 670,575 7,225 753,800 FELCOR LODGING CONV PFD CV PFD 31430F200 4,860 151,242 X 123 136,280 14,961 FIDELITY NATIONAL INFORMATION COMMON 31620M106 6,212 167,883 X 123 136,600 31,283 FINANSBANK AS-GDR Global D 31770N409 405 20,237 X 123 20,237 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 14,603 709,225 X 123 630,625 78,600 FIRST CHARTER CORP COMMON 319439105 11,072 460,200 X 123 409,075 51,125 FIRST DATA CORP COMMON 319963104 2,465 58,690 X 123 52,965 5,725 FIRST MIDWEST BANCORP INC COMMON 320867104 17,589 464,225 X 123 412,425 51,800 FIRST POTOMAC REALTY TRUST COMMON 33610F109 17,999 595,600 X 123 528,550 67,050 FIRST SECURITY GROUP INC COMMON 336312103 1,120 97,200 X 123 61,150 36,050 FIRST STATE BANCORPORATION COMMON 336453105 13,383 515,336 X 123 457,920 57,416 FISERV INC COMMON 337738108 18 375 X 123 375 FISHER SCIENTIFIC INTL COMMON 338032204 34,885 445,875 X 123 32,625 4,200 409,050 FLEXTRONICS INTL LTD COMMON Y2573F102 23,372 1,849,050 X 123 1,707,750 141,300 FLOW INTL CORP COMMON 343468104 2,914 224,700 X 123 224,700 FMC CORP NEW COMMON 302491303 11,038 172,275 X 123 152,950 19,325 FMC TECHNOLOGIES INC COMMON 30249U101 12,647 235,515 X 123 205,425 30,090 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 6,886 579,105 X 123 334,539 244,566 FORMFACTOR INC COMMON 346375108 2,589 61,450 X 123 61,450 FOSSIL INC COMMON 349882100 27,757 1,288,638 X 123 1,120,125 168,513 FOSTER WHEELER LTD COMMON G36535139 16,378 424,400 X 123 395,625 28,775 FOUNDRY NETWORKS INC COMMON 35063R100 2,688 204,400 X 123 204,400 FRANKLIN RESOURCES COMMON 354613101 9,469 89,537 X 123 75,462 14,075 FRED'S INC COMMON 356108100 2,378 188,400 X 123 188,400 FREEPORT MCMORAN COPPER CL B COMMON 35671D857 48 900 X 123 900 FTD GROUP INC COMMON 30267U108 746 48,300 X 123 44,775 3,525 FTI CONSULTING INC COMMON 302941109 2,072 82,677 X 123 65,775 16,902 FX ENERGY INC COMMON 302695101 15 3,000 X 123 3,000 GAMESTOP CORP COMMON 36467W109 38,338 828,400 X 123 828,400 GAP INC COMMON 364760108 24,224 1,278,291 X 123 1,187,500 90,791 GARMIN LTD COMMON G37260109 6,119 125,450 X 123 125,450 GEN DYNAMICS COMMON 369550108 2,435 33,975 X 123 33,975 GEN MILLS COMMON 370334104 8 150 X 123 150 GENENTECH INC COMMON 368710406 301,271 3,642,935 X 123 1,752,868 10,525 1,879,542 GENERAL CABLE CORP COMMON 369300108 24,626 644,490 X 123 570,150 74,340 GENERAL ELECTRIC COMMON 369604103 313,573 8,883,085 X 123 4,060,831 34,150 4,788,104 GENESEE & WYOMING INC-CL A COMMON 371559105 7,618 328,069 X 123 291,639 36,430 GENTEX CORP COMMON 371901109 7,428 522,750 X 123 461,725 61,025 GENWORTH FINANCIAL INC-L A COMMON 37247D106 62,214 1,777,025 X 123 133,625 16,000 1,627,400 GENZYME CORP -GENL DIVISION COMMON 372917104 101 1,500 X 123 1,500 GETTY IMAGES INC COMMON 374276103 1 17 X 123 17 GFI GROUP INC COMMON 361652209 2,069 37,425 X 123 37,425 GILDAN ACTIVEWEAR -A COMMON 375916103 21,832 450,525 X 123 450,525 GILEAD SCIENCES INC COMMON 375558103 325,938 4,744,362 X 123 2,360,171 11,350 2,372,841 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 47 891 X 123 891 GLOBALSANTAFE CORP COMMON G3930E101 3,594 71,890 X 123 68,265 3,625 GOLDMAN SACHS GROUP COMMON 38141G104 380,836 2,251,200 X 123 1,023,965 7,300 1,219,935 GOODRICH COMMON 382388106 154 3,800 X 123 3,800 GOODYEAR TIRE & RUBBER CO COMMON 382550101 15,856 1,093,525 X 123 1,093,525 GOOGLE INC-CL A COMMON 38259P508 524,925 1,306,108 X 123 599,582 3,050 703,476 GRIFFON CORPORATION COMMON 398433102 16,209 679,050 X 123 602,425 76,625 GRUPO TELEVISA SA SPON ADR ADR 40049J206 33,688 1,584,575 X 123 1,584,575 GUESS INC COMMON 401617105 21,595 444,975 X 123 444,975 HALLIBURTON CO COMMON 406216101 198,743 6,985,686 X 123 3,441,357 16,750 3,527,579 HANESBRANDS INC COMMON 410345102 12,800 568,620 X 123 496,800 71,820 HANOVER COMPRESSOR CO COMMON 410768105 9 492 X 123 492 HANSEN NATURAL CORP COMMON 411310105 96,246 2,963,253 X 123 1,195,294 9,250 1,758,709 HARLEY DAVIDSON COMMON 412822108 188 3,000 X 123 3,000 HARMAN INTL COMMON 413086109 3 34 X 123 34 HARRIS CORP COMMON 413875105 16,672 374,737 X 123 226,565 148,172 HARSCO CORP COMMON 415864107 10,028 129,150 X 123 129,150 HARTE HANKS INC COMMON 416196103 15,457 586,600 X 123 520,975 65,625 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 175,226 2,019,891 X 123 953,762 2,825 1,063,304 HEALTH CARE PPTYS INV COMMON 421915109 101 3,250 X 123 250 1,000 2,000 HEALTHEXTRAS INC COMMON 422211102 2,743 96,875 X 123 96,875 HEALTHSPRING INC COMMON 42224N101 10,239 531,875 X 123 472,800 59,075 HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 2,165 83,250 X 123 83,250 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 19,423 581,512 X 123 520,115 61,397 HERCULES OFFSHORE INC COMMON 427093109 1,332 42,900 X 123 42,900 HEWLETT PACKARD COMMON 428236103 146,310 3,987,725 X 123 1,550,173 21,450 2,416,102 HIBBETT SPORTING GOODS INC COMMON 428565105 14,066 537,292 X 123 537,292 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 28,485 4,471,725 X 123 4,447,425 24,300 HILTON HOTELS COMMON 432848109 18,529 665,325 X 123 665,325 HOLOGIC INC COMMON 436440101 4,070 93,525 X 123 93,525 HOME DEPOT COMMON 437076102 1 39 X 123 39 HONEYWELL INTERNATIONAL INC COMMON 438516106 4,199 102,675 X 123 91,625 11,050 HORIZON LINES INC CL A COMMON 44044K101 4,869 291,538 X 123 239,375 52,163 HOSPIRA INC COMMON 441060100 25,405 663,830 X 123 126,900 5,300 531,630 HOST HOTELS & RESORTS INC COMMON 44107P104 100 4,350 X 123 4,350 HUDSON CITY BANCORP INC COMMON 443683107 66 4,950 X 123 4,950 HUGOTON ROYALTY TRUST COMMON 444717102 1 34 X 123 2 32 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 22,860 1,393,387 X 123 1,289,923 65,227 38,237 HUMANA COMMON 444859102 4,640 70,200 X 123 70,200 HURON CONSULTING GROUP INC COMMON 447462102 3,236 82,550 X 123 82,550 HUTCHINSON TECH COMMON 448407106 4,678 222,450 X 123 197,500 24,950 HYPERION SOLUTIONS CORP COMMON 44914M104 16,824 487,933 X 123 433,484 54,449 IBERIABANK CORP COMMON 450828108 13,989 229,320 X 123 203,565 25,755 IBM COMMON 459200101 937 11,432 X 123 9,932 1,500 ICONIX BRAND GROUP INC COMMON 451055107 7 419 X 123 419 ICT GROUP INC COMMON 44929Y101 3,234 102,750 X 123 102,750 IDEX CORP COMMON 45167R104 6,370 147,960 X 123 131,335 16,625 II-VI INC COMMON 902104108 17,366 696,875 X 123 618,625 78,250 ILLINOIS TOOL WORKS INC COMMON 452308109 213 4,754 X 123 3,200 1,554 IMATION CORP COMMON 45245A107 9,491 236,400 X 123 209,975 26,425 INCYTE CORP CVT CV BND 45337CAE2 41,941 4,927,220 X 123 4,340,243 207,247 379,730 INDEPENDENT BANK CORP MICH COMMON 453838104 6,836 281,533 X 123 250,931 30,602 INFORMATICA CORP COMMON 45666Q102 2,685 197,550 X 123 197,550 ING GROEP NV SPON ADR ADR 456837103 4 100 X 123 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 394 10,380 X 123 10,380 INHALE THERAPEUT CONV CV BND 457191AH7 32,917 672,514 X 123 595,324 32,105 45,085 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 17,391 716,250 X 123 636,175 80,075 INTEGRATED DEVICE TECH INC COMMON 458118106 10,816 673,500 X 123 597,050 76,450 INTEL CORP COMMON 458140100 163,315 7,939,491 X 123 4,010,332 11,500 3,917,659 INTERACTIVE DATA CORP COMMON 45840J107 2,840 142,331 X 123 117,300 25,031 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 2,845 37,900 X 123 37,900 INTERFACE INC COMMON 458665106 35,119 2,726,668 X 123 2,644,576 82,092 INTERMAGNETICS GENERAL CORP COMMON 458771102 13,939 515,320 X 123 457,858 57,462 INTERNATIONAL SECURITIES EXCHA COMMON 46031W204 1,407 30,000 X 123 30,000 INTL GAME TECH COMMON 459902102 2,857 68,850 X 123 68,850 INTL PAPER COMMON 460146103 3 75 X 123 75 INTUIT INC COMMON 461202103 2,840 88,500 X 123 88,500 INTUITIVE SURGICAL INC COMMON 46120E602 8,584 81,400 X 123 24,750 56,650 INVENTIV HEALTH INC COMMON 46122E105 3,496 109,150 X 123 109,150 INVERNESS MEDICAL INNOVATION COMMON 46126P106 2,465 70,925 X 123 70,925 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 6,196 138,450 X 123 47,800 90,650 INVITROGEN CORP CV BND 46185RAK6 9,655 109,091 X 123 99,387 2,940 6,763 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 11,485 580,325 X 123 510,750 69,575 ISHARES MSCI EAFE INDEX FUND ETF 464287465 19,623 289,632 X 123 283,400 6,232 ISHARES MSCI EMERGING MKT INDE ETF 464287234 1,423 14,700 X 123 14,700 ISHARES RUSSELL 1000 GROWTH IN ETF 464287614 220 4,214 X 123 4,214 ISHARES RUSSELL 2000 GROWTH MF ETF 464287648 4,028 55,645 X 123 55,645 ISHARES RUSSELL 2000 INDEX FUN ETF 464287655 115 1,600 X 123 1,600 ISHARES RUSSELL 2000 VALUE IN ETF 464287630 11,094 150,425 X 123 150,425 ISHARES RUSSELL MIDCAP GROWTH ETF 464287481 106 1,100 X 123 1,100 ITC HOLDINGS CORP COMMON 465685105 5,683 182,150 X 123 161,700 20,450 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 7,394 111,525 X 123 111,525 IVAX CORP CVT CV BND 465823AG7 13,045 405,618 X 123 363,046 4,370 38,202 J & J SNACK FOODS CORP COMMON 466032109 8,889 285,813 X 123 252,832 32,981 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 1,575 57,950 X 123 57,950 JACKSON HEWITT TAX SERVCE COMMON 468202106 20,202 673,175 X 123 673,175 JARDEN CORP COMMON 471109108 27,096 821,850 X 123 821,850 JDS UNIPHASE CORP CVT CV BND 46612JAB7 12,586 350,455 X 123 247,106 28,071 75,278 JO-ANN STORES INC COMMON 47758P307 10,753 643,150 X 123 570,975 72,175 JOHNSON & JOHNSON COMMON 478160104 110,259 1,697,866 X 123 713,558 13,600 970,708 JOHNSON CONTROLS COMMON 478366107 15 206 X 123 206 JONES LANG LASALLE INC COMMON 48020Q107 11,598 135,677 X 123 76,075 59,602 JOURNAL COMMUNICATIONS INC COMMON 481130102 9,557 848,025 X 123 753,275 94,750 JOY GLOBAL INC COMMON 481165108 1 33 X 123 33 JP MORGAN CHASE & CO COMMON 46625H100 54,310 1,156,524 X 123 1,040,475 116,049 JUNIPER NETWORKS COMMON 48203R104 15 870 X 123 870 KB HOME CORP COMMON 48666K109 23,143 528,370 X 123 523,315 5,055 KEITHLEY INSTRUMENTS INC COMMON 487584104 7,599 595,975 X 123 529,700 66,275 KELLWOOD CO CV BND 488044AF5 20,460 428,474 X 123 394,455 4,686 29,333 KENEXA CORP COMMON 488879107 1,981 78,550 X 123 78,550 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,418 119,850 X 123 119,850 KEY ENERGY SERVICES INC COMMON 492914106 1,195 87,900 X 123 87,900 KIMBERLY CLARK COMMON 494368103 235 3,600 X 123 3,000 600 KITE REALTY GROUP TRUST COMMON 49803T102 14,706 863,000 X 123 767,475 95,525 KNOLL INC COMMON 498904200 20,354 1,007,642 X 123 1,007,642 KOHLS CORP COMMON 500255104 2,029 31,250 X 123 31,250 KOMAG INC COMMON 500453204 4,915 153,775 X 123 136,475 17,300 KT CORP SP ADR COMMON 48268K101 3,441 160,275 X 123 160,275 KULICKE & SOFFA CV BND 501242AL5 34,756 1,959,420 X 123 1,640,187 75,504 243,729 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 18,935 1,564,495 X 123 1,369,809 54,901 139,784 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 136 2,075 X 123 2,075 LAIDLAW INTL COMMON 50730R102 24,101 881,845 X 123 761,075 120,770 LAMAR ADVERTISING CO COMMON 512815101 9,034 169,150 X 123 169,150 LAMSON & SESSIONS CO COMMON 513696104 9,142 383,775 X 123 340,625 43,150 LANDSTAR SYSTEM INC COMMON 515098101 4,588 107,450 X 123 107,450 LAS VEGAS SANDS CORP COMMON 517834107 6,039 88,350 X 123 88,350 LASALLE HOTEL PROPERTIES COMMON 517942108 17,713 408,700 X 123 364,850 43,850 LAUREATE EDUCATION INC COMMON 518613104 13,909 290,625 X 123 290,625 LAZARD LTD COMMON G54050102 102 2,550 X 123 2,550 LEAP WIRELESS INTL INC COMMON 521863308 3,151 64,975 X 123 64,975 LEGG MASON INC COMMON 524901105 1,874 18,582 X 123 9,546 4,611 4,425 LEHMAN BROS HOLDING INC COMMON 524908100 397,553 5,382,524 X 123 2,582,709 15,025 2,784,790 LENNAR CORP COMMON 526057104 24,863 549,450 X 123 549,450 LENNOX INTERNATIONAL INC COMMON 526107107 5,710 249,325 X 123 221,500 27,825 LEVEL 3 COMM CVT CV BND 52729NAS9 3,620 30,554 X 123 27,995 148 2,410 LEVEL 3 COMM INC CONV CV BND 52729NAG5 48,771 832,431 X 123 722,672 19,942 89,816 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 143,283 19,782,735 X 123 17,644,851 557,103 1,580,780 LIBERTY GLOBAL INC COMMON 530555101 207 8,050 X 123 8,050 LIBERTY MEDIA CV BND 530715AN1 13,521 451,032 X 123 443,668 7,364 LIFETIME BRANDS INC COMMON 53222Q103 1,021 55,150 X 123 55,150 LIGHTBRIDGE INC COMMON 532226107 2,011 171,600 X 123 171,600 LILLY ELI COMMON 532457108 303 5,314 X 123 1,750 3,564 LINEAR TECHNOLOGY CORP COMMON 535678106 2,717 87,300 X 123 87,300 LIVE NATION COMMON 538034109 25,657 1,256,476 X 123 1,093,475 163,001 LOCKHEED MARTIN CORP COMMON 539830109 55,543 645,400 X 123 36,200 4,650 604,550 LOWES COS COMMON 548661107 3,201 114,094 X 123 107,115 6,979 LSI LOGIC CVT CV BND 502161AG7 3,567 136,111 X 123 117,697 18,414 LUCENT TECH CAP CONV PFD CV PFD 549462307 62,221 12,580,374 X 123 11,550,621 56,818 972,934 LYONDELL PETROCHEMICAL COMMON 552078107 100 3,925 X 123 3,925 M & T BANK CORP COMMON 55261F104 123 1,025 X 123 1,025 MACDERMID INC COMMON 554273102 11,168 342,375 X 123 304,550 37,825 MANAGED HIGH INCOME Closed E 56166C105 20,224 3,246,275 X 123 3,221,425 24,850 MANPOWER INC COMMON 56418H100 97 1,575 X 123 1,575 MAPINFO CORP COMMON 565105103 7,838 610,875 X 123 542,950 67,925 MARINEMAX INC COMMON 567908108 8,844 347,500 X 123 347,500 MARINER ENERGY INC COMMON 56845T305 9,947 541,475 X 123 486,550 54,925 MARRIOTT INTERNATIONAL COMMON 571903202 23,426 606,250 X 123 594,250 12,000 MARSHALL & ILSLEY COMMON 571834100 24 500 X 123 500 MARTEN TRANSPORT LTD COMMON 573075108 4,745 277,637 X 123 247,012 30,625 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 377 13,443 X 123 3,899 9,544 MCAFEE INC COMMON 579064106 4,060 165,975 X 123 128,750 37,225 MCCLATCHY COMPANY-CL A COMMON 579489105 19 460 X 123 460 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 2,631 117,000 X 123 117,000 MCDATA CORP COMMON 580031201 7 X 123 7 MCDERMOTT INTL COMMON 580037109 4,861 116,300 X 123 116,300 MCDONALDS COMMON 580135101 35,901 917,715 X 123 862,920 54,795 MCGRATH RENTCORP COMMON 580589109 16,347 638,550 X 123 567,125 71,425 MCGRAW HILL COS INC COMMON 580645109 186,313 3,210,626 X 123 1,387,457 8,000 1,815,169 MCKESSON CORP COMMON 58155Q103 1,151 21,825 X 123 21,825 MDU RESOURCES GROUP INC COMMON 552690109 3,563 159,477 X 123 125,773 33,704 MEDALLION FINANCIAL CORP COMMON 583928106 4,406 399,475 X 123 329,075 70,400 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 269,629 4,485,592 X 123 2,012,795 10,350 2,462,447 MEDTRONIC INC COMMON 585055106 5,792 124,714 X 123 107,820 5,025 11,869 MELLON FINANCIAL CORP COMMON 58551A108 31,076 794,771 X 123 739,021 55,750 MEMC ELECTRONIC MATERIALS COMMON 552715104 1,324 36,141 X 123 36,125 16 MERCANTILE BANKSHARES CORP COMMON 587405101 90 2,475 X 123 2,475 MERCK & CO COMMON 589331107 19,994 477,175 X 123 117,950 3,700 355,525 MERIDIAN BIOSCIENCE INC COMMON 589584101 1,954 83,125 X 123 83,125 MERRILL LYNCH & CO COMMON 590188108 37,553 480,100 X 123 445,925 34,175 METLIFE INC COMMON 59156R108 1 23 X 123 23 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 4,657 70,400 X 123 70,400 MICHAEL BAKER CORP COMMON 057149106 5,426 266,500 X 123 235,825 30,675 MICROSOFT CORP COMMON 594918104 31,656 1,158,286 X 123 1,064,374 9,280 84,632 MIDDLESEX WATER CO COMMON 596680108 3,220 167,427 X 123 105,527 61,900 MIDLAND COMPANY COMMON 597486109 10,003 230,900 X 123 195,550 35,350 MIDWEST BANC HOLDING INC COMMON 598251106 6,007 246,000 X 123 218,525 27,475 MINE SAFETY APPLIANCES CO COMMON 602720104 64 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 9,465 177,250 X 123 157,425 19,825 MIRANT CORP COMMON 60467R100 152 5,550 X 123 5,550 ML&CO ASIA/USD BASKET NT COMMON 59021S794 97 10,000 X 123 10,000 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 48 5,000 X 123 5,000 MOBILE MINI INC COMMON 60740F105 2,542 89,475 X 123 89,475 MOLSON COORS BREWING CO COMMON 60871R209 29,732 431,525 X 123 399,875 31,650 MONSANTO CO NEW COMMON 61166W101 9,350 198,900 X 123 198,900 MONSTER WORLDWIDE INC COMMON 611742107 137,552 3,800,836 X 123 2,021,067 12,600 1,767,169 MOODYS CORP COMMON 615369105 7,272 111,226 X 123 45,658 4,725 60,843 MOOG INC CL A COMMON 615394202 21,424 618,125 X 123 558,600 59,525 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 564 32,839 X 123 21,950 10,889 MORGAN STANLEY COMMON 617446448 202,609 2,778,888 X 123 1,684,348 3,225 1,091,315 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,762 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 367 9,950 X 123 9,950 MORTONS RESTAURANT GROUP COMMON 619430101 8,166 529,900 X 123 470,675 59,225 MOTOROLA INC COMMON 620076109 339,685 13,587,397 X 123 6,662,190 43,700 6,881,507 MOVADO CORP INC COMMON 624580106 7,052 277,400 X 123 215,050 62,350 MYOGEN INC COMMON 62856E104 1,420 40,475 X 123 40,475 NABORS INDUSTRIES LTD COMMON G6359F103 30 1,000 X 123 1,000 NASDAQ STOCK MARKET INC COMMON 631103108 2,700 89,300 X 123 89,300 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 18,361 447,500 X 123 397,125 50,375 NATIONAL OILWELL VARCO INC COMMON 637071101 154,561 2,639,818 X 123 1,279,584 3,775 1,356,459 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 22,479 955,350 X 123 70,475 9,075 875,800 NAVIGANT CONSULTING GROUP COMMON 63935N107 10,427 519,775 X 123 475,800 43,975 NAVIGATORS GROUP INC COMMON 638904102 16,049 334,286 X 123 294,025 40,261 NEENAH PAPER INC COMMON 640079109 1 18 X 123 18 NEKTAR THERAPEUTICS 144A W/RTS CV BND 640268AG3 15,684 745,654 X 123 571,149 17,427 157,078 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 10,313 490,287 X 123 460,080 11,618 18,589 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 1,865 73,500 X 123 73,500 NETRATINGS INC COMMON 64116M108 5,844 410,654 X 123 337,325 73,329 NETWORK APPLIANCE INC COMMON 64120L104 310,400 8,386,917 X 123 3,831,550 17,075 4,538,292 NEWCASTLE INVESTMENT CORP COMMON 65105M108 11,325 413,175 X 123 369,175 44,000 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 48,281 1,041,080 X 123 948,620 26,833 65,627 NEWELL RUBBERMAID INC COMMON 651229106 15,870 560,375 X 123 560,375 NEWS CORP INC-CL A COMMON 65248E104 310,989 15,826,414 X 123 7,829,914 34,950 7,961,550 NEWS CORP INC-CL B WHEN ISS COMMON 65248E203 7,222 349,920 X 123 349,920 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,685 115,754 X 123 109,504 6,250 NII HOLDINGS INC COMMON 62913F201 6,713 108,000 X 123 108,000 NORDSON CORP COMMON 655663102 6,824 171,200 X 123 151,925 19,275 NORDSTROM INC COMMON 655664100 165,431 3,910,908 X 123 1,510,071 21,200 2,379,637 NORFOLK SOUTHN CORP COMMON 655844108 58 1,325 X 123 1,325 NORTEL NETWORKS CONV CV BND 656568AB8 95,313 9,980,400 X 123 7,674,900 615,500 1,690,000 NORTHERN TR CORP COMMON 665859104 124,115 2,124,162 X 123 1,027,570 2,650 1,093,942 NORTHROP GRUMMAN CORP COMMON 666807102 73,431 1,078,755 X 123 447,550 5,825 625,380 NORTHWESTERN CORP COMMON 668074305 19,472 556,675 X 123 495,875 60,800 NOVAMED INC COMMON 66986W108 2,221 281,850 X 123 281,850 NRG ENERGY INC COMMON 629377508 32,084 708,247 X 123 658,550 49,697 NUCO2 INC COMMON 629428103 3,176 118,050 X 123 118,050 NUCOR CORP COMMON 670346105 36,793 743,450 X 123 54,375 7,000 682,075 NUVASIVE INC COMMON 670704105 2,295 114,100 X 123 114,100 NUVEEN INVESTMENTS INC COMMON 67090F106 16,056 313,401 X 123 147,150 166,251 NUVELO INC COMMON 67072M301 1,422 77,950 X 123 77,950 NVIDIA CORP COMMON 67066G104 102,520 3,464,675 X 123 1,780,210 5,150 1,679,315 OCCIDENTAL PETE COMMON 674599105 67,597 1,405,050 X 123 631,425 7,000 766,625 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCEANEERING INTL INC COMMON 675232102 1,027 33,350 X 123 33,350 OFFICE DEPOT COMMON 676220106 48,957 1,233,181 X 123 1,175,075 58,106 OIL STATES INTERNATIONAL INC COMMON 678026105 2,158 78,475 X 123 78,475 ON ASSIGNMENT INC COMMON 682159108 2,176 221,800 X 123 221,800 ON SEMICONDUCTOR CORPORATION COMMON 682189105 3,010 511,827 X 123 419,625 92,202 ONEOK INC COMMON 682680103 12,579 332,858 X 123 285,050 47,808 ONLINE RESOURCES CORP COMMON 68273G101 2,442 199,325 X 123 199,325 OPLINK COMMUNICATIONS INC COMMON 68375Q403 2,196 109,900 X 123 109,900 OPSWARE INC COMMON 68383A101 1,293 143,550 X 123 143,550 OPTION CARE INC COMMON 683948103 7,811 583,325 X 123 517,400 65,925 ORACLE CORP COMMON 68389X105 341,159 19,231,080 X 123 9,596,668 26,275 9,608,137 OSHKOSH TRUCK CORP COMMON 688239201 182 3,600 X 123 3,600 OSI RESTAURANT PARTNERS INC COMMON 67104A101 21,158 667,250 X 123 619,300 47,950 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 66,397 1,797,918 X 123 1,685,208 31,083 81,627 P G & E CORP COMMON 69331C108 106 2,550 X 123 2,550 PARALLEL PETROLEUM CORP COMMON 699157103 1,457 72,625 X 123 72,625 PARKER HANNIFIN COMMON 701094104 196 2,525 X 123 2,525 PAYCHEX INC COMMON 704326107 3,490 94,699 X 123 86,899 7,800 PEABODY ENERGY CORP COMMON 704549104 1 15 X 123 15 PENNEY JC CO INC COMMON 708160106 43,848 641,150 X 123 53,875 10,775 576,500 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,224 160,925 X 123 160,925 PEOPLESUPPORT INC COMMON 712714302 3,764 203,475 X 123 203,475 PEPSI BOTTLING GROUP INC COMMON 713409100 3,988 112,325 X 123 109,200 3,125 PEPSICO INC COMMON 713448108 497,617 7,625,141 X 123 3,403,190 19,375 4,202,576 PERFORMANCE FOOD GROUP CO COMMON 713755106 2,462 87,635 X 123 72,025 15,610 PERKINELMER INC COMMON 714046109 2,972 157,016 X 123 125,800 31,216 PEROT SYSTEMS CORP CL A COMMON 714265105 13,481 977,575 X 123 868,725 108,850 PERRIGO CO COMMON 714290103 8,097 477,165 X 123 430,390 46,775 PETROLEO BRASILEIRO S A ADR ADR 71654V408 1,945 23,200 X 123 23,200 PETSMART INC COMMON 716768106 3,861 139,119 X 123 114,050 25,069 PFF BANCORP INC COMMON 69331W104 2,832 76,450 X 123 76,450 PFIZER INC COMMON 717081103 32,035 1,129,590 X 123 1,047,265 82,325 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 4,611 129,200 X 123 129,200 PHELPS DODGE COMMON 717265102 56 663 X 123 663 PHILIPPINE LONG DISTANCE ADR ADR 718252604 112,340 2,578,975 X 123 2,110,735 217,448 250,792 PHILLIPS-VAN HEUSEN COMMON 718592108 3,293 78,825 X 123 78,825 PIER 1 IMPORTS INC DEL COMMON 720279108 3,898 525,375 X 123 466,425 58,950 PINNACLE ENTERTAINMENT INC COMMON 723456109 1,175 41,775 X 123 41,775 PIPER JAFFRAY COS COMMON 724078100 1 X 123 1 PLAINS EXPLORATION & PRODUCT COMMON 726505100 990 23,075 X 123 23,075 PLUM CREEK TIMBER CO INC COMMON 729251108 9 274 X 123 274 PNC FINANCIAL SERVICES COMMON 693475105 105 1,450 X 123 1,450 PNM RESOURCES INC COMMON 69349H107 137 4,975 X 123 4,975 POLO RALPH LAUREN CORP COMMON 731572103 21,521 332,675 X 123 332,675 POLYMEDICA CORP COMMON 731738100 2,975 69,500 X 123 69,500 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 11,913 488,022 X 123 424,025 63,997 POTLATCH HOLDINGS INC COMMON 737630103 12,303 331,607 X 123 285,819 45,788 PPL CORPORATION COMMON 69351T106 35 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 56,203 950,023 X 123 569,800 3,475 376,748 PRECISION CASTPARTS COMMON 740189105 271,379 4,296,696 X 123 2,047,086 7,525 2,242,085 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,275 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 180,614 3,774,597 X 123 1,491,321 12,425 2,270,851 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 6,434 118,525 X 123 118,525 PRIVATEBANCORP INC COMMON 742962103 12,158 265,925 X 123 242,750 23,175 PROASSURANCE CORP COMMON 74267C106 2,409 48,875 X 123 48,875 PROCTER & GAMBLE COMMON 742718109 269,234 4,343,884 X 123 1,960,424 20,356 2,363,104 PROGRESS SOFTWARE CORP COMMON 743312100 6,341 243,900 X 123 216,625 27,275 PROLIANCE INTERNATIONAL INC COMMON 74340R104 1,379 301,675 X 123 186,075 115,600 PROLOGIS COMMON 743410102 160 2,800 X 123 2,800 PROTECTIVE LIFE CORP COMMON 743674103 15,611 341,229 X 123 292,325 48,904 PRUDENTIAL FINANCIAL INC COMMON 744320102 93,952 1,232,155 X 123 424,450 11,125 796,580 QUALCOMM INC COMMON 747525103 299,845 8,248,825 X 123 4,059,741 29,200 4,159,884 QUEST DIAGNOSTICS INC COMMON 74834L100 113,277 1,852,141 X 123 949,650 2,800 899,691 QUEST SOFTWARE INC COMMON 74834T103 7,441 521,050 X 123 479,125 41,925 QUESTAR CORP COMMON 748356102 1,906 23,309 X 123 19,000 4,309 QUIKSILVER INC COMMON 74838C106 21,537 1,772,625 X 123 1,772,625 RALCORP HOLDINGS INC COMMON 751028101 10,427 216,200 X 123 192,025 24,175 RANGE RESOURCES CORP COMMON 75281A109 986 39,050 X 123 39,050 RAYTHEON COMPANY WARRANTS WTS 755111119 48 3,395 X 123 2,097 394 904 RBC BEARINGS INC COMMON 75524B104 17,989 744,866 X 123 674,979 69,887 REALOGY CORP COMMON 75605E100 4,540 200,195 X 123 160,047 40,148 REDBACK NETWORKS COMMON 757209507 1,693 121,975 X 123 121,975 REGENERON PHARM CVT CV BND 75886FAB3 110,827 3,719,352 X 123 3,305,815 91,897 321,640 REGIS CORP COMMON 758932107 5,018 139,975 X 123 124,325 15,650 REINSURANCE GRP OF AMERICA COMMON 759351109 228 4,400 X 123 4,400 RELIANCE STEEL & ALUMINUM COMMON 759509102 10,955 340,850 X 123 303,100 37,750 RENT-A-CENTER INC COMMON 76009N100 24,941 851,519 X 123 739,100 112,419 RESMED INC COMMON 761152107 6,708 166,650 X 123 166,650 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AD9 12,376 761,834 X 123 590,556 96,778 74,500 RITCHIE BROS AUCTIONEERS COMMON 767744105 7,814 145,750 X 123 145,750 RLI CORPORATION COMMON 749607107 15,200 299,275 X 123 266,075 33,200 ROCK-TENN CO CL A COMMON 772739207 13,871 700,575 X 123 623,275 77,300 ROCKWELL COLLINS COMMON 774341101 4,294 78,300 X 123 78,300 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 13,020 214,250 X 123 190,425 23,825 ROHM & HAAS COMMON 775371107 24,943 526,775 X 123 35,825 4,625 486,325 ROLLINS INC COMMON 775711104 18,546 878,550 X 123 779,975 98,575 ROWAN COS COMMON 779382100 1,699 53,700 X 123 53,700 S & P 500 DEPOSITARY RCPT Exchange 78462F103 571 4,275 X 123 1,800 2,475 SAFEWAY INC COMMON 786514208 23,994 790,575 X 123 790,575 SALESFORCE.COM INC COMMON 79466L302 3,021 84,200 X 123 84,200 SANDISK CORP COMMON 80004C101 13 247 X 123 247 SANTARUS INC COMMON 802817304 1,848 249,050 X 123 249,050 SASOL LTD-SPONSORED ADR ADR 803866300 859 26,125 X 123 26,125 SBA COMMUNICATIONS CORP COMMON 78388J106 2,644 108,675 X 123 108,675 SCHERING-PLOUGH COMMON 806605101 331 15,000 X 123 15,000 SCHLUMBERGER LTD COMMON 806857108 35,732 576,050 X 123 540,900 35,150 SCI SYSTEMS INC CVT CV BND 783890AF3 12,461 307,497 X 123 247,038 12,334 48,126 SEACOAST BANKINGCORP FL COMMON 811707306 12,189 403,625 X 123 350,400 53,225 SEAGATE TECHNOLOGY COMMON G7945J104 160 6,925 X 123 6,925 SEALY CORP COMMON 812139301 7,161 548,300 X 123 503,375 44,925 SEARS HOLDINGS CORP COMMON 812350106 14,240 90,075 X 123 46,925 43,150 SECURITY BANK CORP COMMON 814047106 3,704 163,813 X 123 134,600 29,213 SEMCO ENERGY INC COMMON 78412D109 2,183 387,075 X 123 243,350 143,725 SHUTTERFLY INC COMMON 82568P304 700 45,000 X 123 45,000 SIGNATURE BANK COMMON 82669G104 14,836 479,650 X 123 426,600 53,050 SIMON PROPERTY GROUP INC COMMON 828806109 16,300 179,875 X 123 176,900 2,975 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 29,610 1,489,225 X 123 1,128,049 64,815 296,361 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 18,116 1,019,750 X 123 1,019,750 SMART & FINAL INC COMMON 831683107 13,680 801,400 X 123 713,050 88,350 SMITH & WESSON HOLDING CORP COMMON 831756101 1,811 130,450 X 123 130,450 SONIC AUTOMOTIVE INC COMMON 83545G102 11,886 514,775 X 123 457,675 57,100 SONUS NETWORKS INC COMMON 835916107 1,701 323,375 X 123 323,375 SOTHEBYS COMMON 835898107 29,502 915,075 X 123 915,075 SOUTHWESTERN ENERGY CO COMMON 845467109 11,998 401,668 X 123 118,100 283,568 SOVEREIGN BANCORP INC COMMON 845905108 7 315 X 123 315 SPARTAN STORES INC COMMON 846822104 2,673 158,155 X 123 129,350 28,805 SPARTECH CORP COMMON 847220209 13,649 509,875 X 123 453,450 56,425 SPECTRANETICS CORP COMMON 84760C107 1,748 149,400 X 123 149,400 SPRINT NEXTEL CORP COMMON 852061100 22 1,298 X 123 1,298 SRA INTL INC CL A COMMON 78464R105 2,691 89,525 X 123 89,525 ST JUDE MEDICAL INC COMMON 790849103 1,691 47,922 X 123 25,553 8,950 13,419 STANDARD PARKING CORP COMMON 853790103 8,235 262,424 X 123 186,108 76,316 STAPLES INC COMMON 855030102 135,228 5,558,076 X 123 3,515,104 6,300 2,036,672 STARBUCKS CORP COMMON 855244109 321 9,414 X 123 9,275 139 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 158,442 2,770,450 X 123 973,553 15,550 1,781,347 STATE STREET CORP COMMON 857477103 172,742 2,768,305 X 123 1,344,970 9,500 1,413,835 STEINER LEISURE LTD COMMON P8744Y102 2,708 64,400 X 123 64,400 STERICYCLE INC COMMON 858912108 5,049 72,350 X 123 72,350 STERLING BANCSHARES INC TX COMMON 858907108 8,685 428,875 X 123 380,975 47,900 STIFEL FINANCIAL CORP COMMON 860630102 5,814 183,175 X 123 162,550 20,625 STRATEX NETWORKS INC COMMON 86279T109 2,907 654,750 X 123 654,750 STRYKER CORP COMMON 863667101 1 27 X 123 27 SUBMARINO SA-SPON GDR 144A COMMON 86431P102 4,580 117,525 X 123 117,525 SUNCOR ENERGY INC COMMON 867229106 1,246 17,300 X 123 17,300 SUNOCO INC COMMON 86764P109 1,452 23,350 X 123 23,350 SUNTECH POWER HOLDINGS ADR ADR 86800C104 1,707 66,100 X 123 66,100 SUNTERRA CORP COMMON 86787D208 2,061 181,925 X 123 181,925 SUPERIOR BANCORP COMMON 86806M106 2,173 188,925 X 123 156,175 32,750 SYBASE INC COMMON 871130100 3,701 152,675 X 123 125,125 27,550 SYMANTEC CORP COMMON 871503108 162,535 7,637,900 X 123 3,703,670 10,925 3,923,305 SYMMETRY MEDICAL INC COMMON 871546206 6,106 404,625 X 123 359,700 44,925 TAIWAN SEMICONDUCTOR ADR ADR 874039100 5 X 123 5 TARGET CORP COMMON 87612E106 2,653 48,027 X 123 44,625 3,402 TD AMERITRADE HOLDING CORP COMMON 87236Y108 682 36,168 X 123 13,325 22,843 TEKELEC COMMON 879101103 6,253 482,450 X 123 428,500 53,950 TEMPLE INLAND INC COMMON 879868107 94 2,350 X 123 2,350 TENARIS SA ADR ADR 88031M109 5,614 158,689 X 123 153,925 4,764 TENNECO AUTOMOTIVE COMMON 880349105 10,827 462,879 X 123 462,879 TESCO CORP COMMON 88157K101 2,509 161,975 X 123 161,975 TESSERA TECHNOLOGIES INC COMMON 88164L100 3,043 87,500 X 123 87,500 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,362 39,955 X 123 11,046 28,909 TEXAS INDUSTRIES INC COMMON 882491103 17,201 330,403 X 123 287,375 43,028 TEXAS INSTRUMENTS COMMON 882508104 223,884 6,733,343 X 123 2,642,666 24,050 4,066,627 TEXAS REGIONAL BANCSHARES A COMMON 882673106 10,186 264,909 X 123 235,207 29,702 TEXTRON INC COMMON 883203101 22,527 257,450 X 123 18,975 2,450 236,025 THE DIRECTV GROUP INC COMMON 25459L106 39,699 2,017,202 X 123 1,868,906 148,296 THERAVANCE INC COMMON 88338T104 1,425 52,700 X 123 52,700 TIM HORTONS INC COMMON 88706M103 10,750 408,750 X 123 408,750 TIMCO AVIATION SERVICES INC COMMON 887151207 7 X 123 7 TIME WARNER INC COMMON 887317105 39,376 2,159,930 X 123 2,007,830 152,100 TITAN INTL INC COMMON 88830M102 2,255 124,700 X 123 124,700 TJX COMPANIES INC COMMON 872540109 173 6,175 X 123 200 5,975 TOLL BROTHERS INC COMMON 889478103 14 X 123 14 TRAMMELL CROW CO COMMON 89288R106 6,475 177,349 X 123 156,900 20,449 TRANSOCEAN INC COMMON G90078109 29,215 398,947 X 123 60,425 3,350 335,172 TRAVELERS PPTY CASUALTY 4.5% CV PFD 89420G307 81,815 1,581,459 X 123 1,581,459 TRIAD HOSPITALS INC COMMON 89579K109 7,338 166,650 X 123 133,650 33,000 TRIBUNE CO COMMON 896047107 811 24,777 X 123 24,777 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 8,633 509,025 X 123 453,175 55,850 TXU CORP COMMON 873168108 758 12,125 X 123 12,125 TYCO INTERNATIONAL LTD COMMON 902124106 31,096 1,110,977 X 123 1,027,757 83,220 UAL CORP COMMON 902549807 28 1,037 X 123 1,037 UAL CORP CV BND 902549AE4 76 1,689 X 123 1,689 UBS AG - REGISTERED COMMON H89231338 344 5,800 X 123 5,800 UGI CORP COMMON 902681105 40,304 1,648,408 X 123 1,438,000 210,408 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 2,734 116,200 X 123 116,200 ULTRA PETROLEUM CORP COMMON 903914109 10,169 211,379 X 123 92,945 118,434 UNDER ARMOUR INC-CLASS A COMMON 904311107 1,898 47,425 X 123 47,425 UNITED AUTO GROUP COMMON 909440109 108 4,600 X 123 4,600 UNITED COMMUNITY BANKS/GA COMMON 90984P105 7,486 249,125 X 123 221,075 28,050 UNITED FIRE & CASUALTY CO COMMON 910331107 15,441 493,325 X 123 431,075 62,250 UNITED PANAM FINANCIAL CORP COMMON 911301109 8,315 537,125 X 123 476,575 60,550 UNITED RENTALS CONV PFD CV PFD 91136H306 2,266 55,554 X 123 54,528 1,027 UNITED TECHNOLOGIES COMMON 913017109 96,070 1,516,498 X 123 453,620 15,750 1,047,128 UNITEDHEALTH GROUP COMMON 91324P102 10,704 217,561 X 123 217,512 49 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 13,031 243,802 X 123 219,825 23,977 UNIVISION COMMUNICATIONS CL A COMMON 914906102 11,151 324,725 X 123 324,725 URBAN OUTFITTERS INC COMMON 917047102 1 34 X 123 34 URS CORP COMMON 903236107 693 17,825 X 123 17,825 US AIRWAYS GROUP INC COMMON 90341W108 972 21,925 X 123 21,925 US BANCORP COMMON 902973304 30,847 928,565 X 123 865,875 62,690 VAIL RESORTS INC COMMON 91879Q109 3,896 97,350 X 123 97,350 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 128,118 4,288,725 X 123 3,330,385 137,606 820,734 VALEANT PHARMACY CVT CV BND 91911XAD6 110,387 3,719,763 X 123 2,798,751 151,367 769,645 VALERO ENERGY CORP COMMON 91913Y100 1,156 22,450 X 123 22,450 VERIZON COMMUNICATIONS COMMON 92343V104 32 851 X 123 151 700 VERTEX PHARMACEUTICALS CVT 144 CV BND 92532FAE0 60,529 1,790,696 X 123 1,629,250 45,181 116,265 VERTEX PHARMACEUTICALS INC COMMON 92532F100 59,285 1,761,800 X 123 1,572,158 58,054 131,588 VERTRUE INC COMMON 92534N101 10,549 268,275 X 123 238,325 29,950 VIASYS HEALTHCARE INC COMMON 92553Q209 2,546 93,475 X 123 93,475 VIRGINIA COMMERCE BANCORP COMMON 92778Q109 3,119 140,492 X 123 88,131 52,361 VODAFONE GROUP PLC ADR 92857W209 6 262 X 123 262 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 2,399 147,650 X 123 147,650 WABTEC COMMON 929740108 5,577 205,551 X 123 168,525 37,026 WACHOVIA CORP (NEW) COMMON 929903102 133 2,386 X 123 356 2,030 WAL-MART STORES INC COMMON 931142103 143,098 2,901,416 X 123 1,483,513 4,175 1,413,728 WALGREEN CO COMMON 931422109 4 100 X 123 100 WALMART DE MEXICO SA-ADR V ADR 93114W107 35,435 1,042,100 X 123 1,042,100 WARNER MUSIC GROUP CORP COMMON 934550104 12 X 123 12 WASHINGTON GROUP INTL INC COMMON 938862208 13,683 232,460 X 123 202,700 29,760 WASTE CONNECTIONS INC COMMON 941053100 14,293 377,033 X 123 335,921 41,112 WATSON PHARMACEUTICALS CV BND 942683AC7 2,471 67,416 X 123 64,544 2,871 WEBEX COMMUNICATIONS INC COMMON 94767L109 1,904 48,800 X 123 48,800 WEBSENSE INC COMMON 947684106 1,652 76,450 X 123 76,450 WELLPOINT INC COMMON 94973V107 281,065 3,647,831 X 123 1,748,949 13,100 1,885,782 WELLS FARGO CO CVT FLTR CV BND 949746FA4 173,782 3,419,100 X 123 3,419,100 WELLS FARGO COMPANY COMMON 949746101 93,740 2,590,940 X 123 695,725 18,800 1,876,415 WENDYS INTL COMMON 950590109 2,931 43,750 X 123 43,750 WEST PHARMACEUTICALS SVCS COMMON 955306105 11,010 280,375 X 123 249,450 30,925 WHOLE FOODS MARKET INC COMMON 966837106 4,634 77,980 X 123 67,476 4,400 6,104 WILEY JOHN & SONS CL A COMMON 968223206 24,006 666,650 X 123 591,850 74,800 WILLBROS GROUP INC COMMON 969199108 779 49,875 X 123 49,875 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 38,411 1,565,663 X 123 1,118,983 30,418 416,262 WILLIAMS SCOTSMAN INTL INC COMMON 96950G102 2,567 120,200 X 123 120,200 WINDROSE MEDICAL PROPERTIES COMMON 973491103 8,652 489,375 X 123 425,375 64,000 WINNEBAGO INDS COMMON 974637100 10,758 342,840 X 123 296,150 46,690 WRIGHT EXPRESS CORP COMMON 98233Q105 21,577 896,800 X 123 797,100 99,700 WYETH CO COMMON 983024100 37 724 X 123 200 524 WYNDHAM WORLDWIDE CORP COMMON 98310W108 4,362 155,941 X 123 125,315 30,626 X-RITE INC COMMON 983857103 1,491 138,850 X 123 87,300 51,550 XILINX INC COMMON 983919101 2 100 X 123 100 XTO ENERGY INC COMMON 98385X106 46,821 1,111,339 X 123 589,721 16,830 504,788 YAHOO INC COMMON 984332106 10 383 X 123 383 ZIMMER HOLDINGS INC COMMON 98956P102 3,939 58,360 X 123 53,735 4,625 ZIONS BANCORP COMMON 989701107 3,846 48,185 X 123 40,885 7,300 COLUMN TOTALS 22,297,152
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