-----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, TQ0iKbF7A1vvApLFby1oZox9/hodsfKkDB9NUz8C7UQi7SHZE7SxnMTiI6fBZH7h iJzwBrnhSxQraxTB/RS/Sg== 0000312348-06-000038.txt : 20060811 0000312348-06-000038.hdr.sgml : 20060811 20060811114333 ACCESSION NUMBER: 0000312348-06-000038 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060811 DATE AS OF CHANGE: 20060811 EFFECTIVENESS DATE: 20060811 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: 061023620 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 q2completetxt.txt LOOMIS SAYLES 2ND QUARTER 13F FILING UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/06 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 Leahy Boston, MA 8/11/06 Signature Place Date NOTE: This filing shows the firms convertible holdings as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: Number of other included managers: 2 Form 13F Information Table Entry Total: 771 Form 13F Information Table Value Total: $21,256,904.00 (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 06/30/06 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 1,365 16,904 X 123 7,877 9,027 ABB LTD SPON ADR ADR 000375204 37,008 2,855,525 X 123 2,668,775 186,750 ABBOTT LABS COMMON 002824100 63,286 1,451,185 X 123 670,260 7,075 773,850 ACE LTD COMMON G0070K103 92 1,825 X 123 1,825 ACTUANT CORP CL A COMMON 00508X203 22,663 453,719 X 123 396,025 57,694 ADAMS RESPIRATORY THERA INC COMMON 00635P107 2,722 61,000 X 123 61,000 ADESA INC COMMON 00686U104 8,434 379,244 X 123 333,475 45,769 ADOBE SYS COMMON 00724F101 2,097 69,060 X 123 33,250 10,450 25,360 ADTRAN INC COMMON 00738A106 19,110 852,005 X 123 747,875 104,130 ADVANCED MICRO COMMON 007903107 1 30 X 123 30 ADVANTA CORP CL B COMMON 007942204 22,637 629,693 X 123 562,223 67,470 ADVISORY BOARD CO COMMON 00762W107 3,442 71,575 X 123 71,575 AES CORPORATION COMMON 00130H105 214 11,625 X 123 11,625 AES TRUST III CVT PFD CV PFD 00808N202 16,376 887,576 X 123 783,764 7,144 96,669 AETNA INC-NEW COMMON 00817Y108 22 560 X 123 560 AFFILIATED MANAGERS GROUP COMMON 008252108 9,408 108,275 X 123 21,825 86,450 AFLAC INC COMMON 001055102 5,584 120,475 X 123 97,150 23,325 AGILENT TECHNOLOGIES INC COMMON 00846U101 186 5,900 X 123 5,900 AIR PRODS & CHEM COMMON 009158106 487 7,625 X 123 7,625 AIRGAS INC COMMON 009363102 5,759 154,603 X 123 122,550 32,053 AKAMAI TECHNOLOGIES COMMON 00971T101 136,912 3,783,142 X 123 1,840,551 5,400 1,937,191 ALABAMA NATIONAL BANCORP DEL COMMON 010317105 14,881 218,350 X 123 195,125 23,225 ALBANY INTL CORP-CL A COMMON 012348108 29,932 706,105 X 123 616,625 89,480 ALBERTO CULVER CO CL B COMMON 013068101 11,058 226,964 X 123 175,700 51,264 ALCAN INC COMMON 013716105 5 97 X 123 97 ALLEGHENY TECHNOLOGIES INC COMMON 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02744M108 2,092 125,625 X 123 125,625 AMERICAN REPROGRAPHICS CO COMMON 029263100 2,617 72,200 X 123 72,200 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 2,443 42,175 X 123 42,175 AMERICAN STATES WATER CO COMMON 029899101 8,876 248,975 X 123 222,575 26,400 AMERIPRISE FINANCIAL INC COMMON 03076C106 16,815 376,435 X 123 351,785 1,020 23,630 AMERUS GROUP CO COMMON 03072M108 8,828 150,775 X 123 134,600 16,175 AMETEK INC COMMON 031100100 21,292 449,380 X 123 391,350 58,030 AMGEN INC COMMON 031162100 10,135 155,373 X 123 131,654 23,719 AMKOR TECH INC CVT CV BND 031652AH3 6,064 640,982 X 123 453,766 102,720 84,496 AMPHENOL CORP CL A COMMON 032095101 8,233 147,128 X 123 117,575 29,553 AMR CORP CVT CV BND 001765BA3 13,780 542,110 X 123 246,283 76,909 218,918 AMR CORP CVT CV BND 001765BB1 28,302 1,113,379 X 123 789,570 40,590 283,220 AMR CORP DEL COMMON 001765106 332 13,050 X 123 13,050 AMYLIN PHARMACEUTICALS INC COMMON 032346108 1,792 36,300 X 123 36,300 ANAREN MICROWAVE INC COMMON 032744104 8,307 405,400 X 123 361,875 43,525 ANIXTER INTERNATIONAL INC COMMON 035290105 14,672 309,150 X 123 276,025 33,125 ANNTAYLOR STORES CORP COMMON 036115103 13,398 308,850 X 123 308,850 APACHE CORP COMMON 037411105 3,647 53,437 X 123 53,425 12 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 10,858 249,900 X 123 249,900 APPLE COMPUTER COMMON 037833100 266,658 4,668,379 X 123 2,005,223 21,125 2,642,031 APPLEBEES INTL INC COMMON 037899101 4,674 243,185 X 123 200,450 42,735 AQUANTIVE INC COMMON 03839G105 2,656 104,850 X 123 104,850 ARAMARK CORP-CL B COMMON 038521100 17,549 530,009 X 123 480,250 49,759 ARCH CAPITAL GROUP LTD COMMON G0450A105 2,838 47,725 X 123 47,725 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 176,261 4,269,899 X 123 2,067,656 6,125 2,196,118 ARGONAUT GROUP INC COMMON 040157109 1,684 56,050 X 123 56,050 ARKEMA SPONSOSRED ADR ADR 041232109 1 X 123 1 ARROW INTERNATIONAL INC COMMON 042764100 10,224 311,050 X 123 277,550 33,500 ARTHROCARE CORP COMMON 043136100 2,353 56,000 X 123 56,000 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 233 10,025 X 123 10,025 ASSOCIATED ESTATES REALTY CP COMMON 045604105 17,360 1,400,000 X 123 1,400,000 ASSURANT INC COMMON 04621X108 8,484 175,290 X 123 139,475 35,815 AT&T INC COMMON 00206R102 88,444 3,171,185 X 123 2,186,940 8,850 975,395 ATMI INC COMMON 00207R101 2,517 102,250 X 123 102,250 ATP OIL & GAS CORPORATION COMMON 00208J108 9,637 229,825 X 123 205,300 24,525 AUTOMATIC DATA PROC COMMON 053015103 45 1,000 X 123 1,000 AVAYA INC COMMON 053499109 19,541 1,711,125 X 123 1,593,100 118,025 AVENTINE RENEWABLE ENERGY HLDG COMMON 05356X403 778 20,000 X 123 20,000 AVNET INC COMMON 053807103 4,598 229,680 X 123 188,150 41,530 BAKER HUGHES INC COMMON 057224107 9,245 112,950 X 123 112,950 BANK OF NEW YORK COMMON 064057102 5 147 X 123 147 BANKAMERICA CORP COMMON 060505104 130,401 2,711,048 X 123 1,193,940 14,350 1,502,758 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 067383109 4,394 59,975 X 123 57,600 2,375 BARNES GROUP INC COMMON 067806109 13,634 683,400 X 123 610,100 73,300 BAXTER INTL COMMON 071813109 43,482 1,182,850 X 123 501,000 6,675 675,175 BEAR STEARNS COS INC COMMON 073902108 66,637 475,705 X 123 84,220 3,275 388,210 BECKMAN COULTER INC COMMON 075811109 25,666 462,036 X 123 417,600 44,436 BECTON DICKINSON & CO COMMON 075887109 24,146 394,998 X 123 86,073 8,775 300,150 BED BATH & BEYOND INC COMMON 075896100 63 1,892 X 123 1,892 BELLSOUTH CORP COMMON 079860102 96,475 2,665,067 X 123 1,535,440 10,600 1,119,027 BEO ENHANCED S&P COVERED CALL Closed E 29332W107 78 4,500 X 123 4,500 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 5,958 65 X 123 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 39,386 12,943 X 123 5,464 75 7,404 BEST BUY COMPANY COMMON 086516101 153,299 2,795,379 X 123 1,438,644 4,275 1,352,460 BG GROUP PLC - SPON ADR ADR 055434203 373 5,575 X 123 5,575 BIG LOTS INC COMMON 089302103 6,253 366,125 X 123 326,675 39,450 BIOGEN IDEC INC COMMON 09062X103 168 3,625 X 123 3,625 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 1,657 115,300 X 123 115,300 BIOMED REALTY TRUST INC COMMON 09063H107 18,412 614,950 X 123 549,700 65,250 BJ SERVICES CO COMMON 055482103 2,106 56,525 X 123 44,300 12,225 BLACKROCK INC COMMON 09247X101 134,503 966,466 X 123 537,196 1,550 427,720 BLOACKBOARD INC COMMON 091935502 2,185 75,450 X 123 75,450 BLOCKBUSTER INC-CLASS A COMMON 093679108 7,322 1,470,375 X 123 1,470,375 BOB EVANS FARMS COMMON 096761101 14,616 487,050 X 123 435,150 51,900 BOEING CO COMMON 097023105 18,260 222,925 X 123 36,125 186,800 BOK FINANCIAL CORP COMMON 05561Q201 7,552 152,040 X 123 122,100 29,940 BOSTON SCIENTIFIC CORP COMMON 101137107 3 207 X 123 207 BP PLC ADR 055622104 1,183 16,995 X 123 2,822 5,248 8,925 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 3,408 90,425 X 123 90,425 BRISTOL MYERS SQUIBB COMMON 110122108 71,769 2,775,275 X 123 2,759,075 16,200 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 137,998 5,336,360 X 123 5,236,554 10,296 89,511 BROADCOM CORP 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ROBINSON WORLDWIDE COMMON 12541W209 20,493 384,492 X 123 184,900 199,592 CA INC COMMON 12673P105 1 57 X 123 57 CAMDEN PROPERTY TRUST COMMON 133131102 10,091 137,200 X 123 137,200 CAPITAL CORP OF THE WEST COMMON 140065202 8,471 264,706 X 123 217,481 47,225 CAPITAL ONE FINL CORP COMMON 14040H105 186 2,175 X 123 2,175 CARBO CERAMICS INC COMMON 140781105 13,570 276,198 X 123 251,861 24,337 CAREMARK RX INC COMMON 141705103 34,348 688,744 X 123 136,440 10,875 541,429 CARNIVAL CORP CL A COMMON 143658300 45 1,075 X 123 1,075 CARTER HOLDINGS COMMON 146229109 2,591 98,050 X 123 98,050 CASEYS GENERAL STORES INC COMMON 147528103 9,496 379,675 X 123 338,925 40,750 CATERPILLAR COMMON 149123101 297,248 3,990,973 X 123 1,936,987 5,725 2,048,261 CB RICHARD ELLIS GROUP INC COMMON 12497T101 220,249 8,845,330 X 123 4,044,744 35,075 4,765,511 CBL & ASSOCIATES PROPERTIES COMMON 124830100 18,265 469,169 X 123 410,650 58,519 CBS CORP CL B COMMON 124857202 3 X 123 3 CEC ENTERTAINMENT INC COMMON 125137109 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CHILDRENS PLACE COMMON 168905107 6,458 107,550 X 123 107,550 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 12,292 201,675 X 123 201,675 CHUBB CORP COMMON 171232101 137,751 2,760,547 X 123 1,380,625 4,350 1,375,572 CHURCH & DWIGHT CO INC COMMON 171340102 3,856 105,885 X 123 86,775 19,110 CIA VALE DO RIO - ADR ADR 204412209 8,761 364,450 X 123 348,700 13,150 2,600 CIENA CORP SUB CONV DEB CV BND 171779AA9 401 83,401 X 123 47,425 35,976 CIGNA CORP COMMON 125509109 7 72 X 123 72 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 45,415 1,668,450 X 123 262,150 9,175 1,397,125 CISCO SYSTEMS INC COMMON 17275R102 257,279 13,173,521 X 123 6,505,863 17,650 6,650,008 CIT GROUP INC COMMON 125581108 35,670 682,150 X 123 634,925 47,225 CITI TRENDS INC COMMON 17306X102 6,839 160,200 X 123 160,200 CITIGROUP INC COMMON 172967101 150,748 3,124,949 X 123 1,130,457 19,200 1,975,292 CITIZENS FIRST BANCORP INC COMMON 17461R106 2,873 107,575 X 123 74,075 33,500 CITY NATIONAL CORP COMMON 178566105 1,921 29,511 X 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INC COMMON 269246104 140 6,123 X 123 4,775 1,348 EAGLE MATERIALS INC COMMON 26969P108 6,932 145,946 X 123 127,350 18,596 EAST WEST BANCORP INC COMMON 27579R104 25,188 664,415 X 123 590,450 73,965 EASTMAN CHEMICAL CO COMMON 277432100 8 150 X 123 150 EBAY INC COMMON 278642103 31 1,063 X 123 1,063 ECOLAB INC COMMON 278865100 6,379 157,205 X 123 110,505 46,700 ECOLLEGE.COM INC COMMON 27887E100 2,538 120,075 X 123 120,075 EDISON INTERNATIONAL COMMON 281020107 31,241 801,050 X 123 65,875 7,325 727,850 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 7,495 499,688 X 123 425,753 601 73,334 EL PASO CORPORATION COMMON 28336L109 408 27,225 X 123 27,225 ELAN CAP CORP CV BND G2955CAA5 18,309 1,096,361 X 123 988,545 107,817 ELECTRO RENT CORP COMMON 285218103 5,888 367,550 X 123 328,450 39,100 ELECTRONIC ARTS INC COMMON 285512109 3,555 82,600 X 123 82,600 ELECTRONICS FOR IMAGING COMMON 286082102 7,544 361,300 X 123 322,500 38,800 EMAGEON INC COMMON 29076V109 2,260 154,875 X 123 154,875 EMBARQ CORP COMMON 29078E105 18,846 459,762 X 123 415,000 44,762 EMC CORP COMMON 268648102 2,156 196,495 X 123 145,245 51,250 EMERSON ELEC COMMON 291011104 301,339 3,595,504 X 123 1,694,084 13,625 1,887,795 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 6,248 195,250 X 123 195,250 ENERGIZER HOLDINGS INC COMMON 29266R108 16,523 282,100 X 123 282,100 ENTEGRIS INC COMMON 29362U104 14,037 1,472,950 X 123 1,313,875 159,075 ENTERGY CORP NEW COMMON 29364G103 31,119 439,850 X 123 410,675 29,175 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 6,208 724,425 X 123 724,425 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 9,090 1,205,615 X 123 1,048,952 29,656 127,007 EOG RESOURCES INC COMMON 26875P101 1,081 15,585 X 123 7,975 7,610 EPIX MEDICAL INC CVT CV BND 26881QAB7 3,894 895,097 X 123 762,379 41,653 91,065 EQUITY RESIDENTIAL COMMON 29476L107 20,576 460,000 X 123 460,000 ESCO TECHNOLOGIES COMMON 296315104 7,558 141,400 X 123 126,300 15,100 ESSEX CORP COMMON 296744105 2,178 118,225 X 123 118,225 EVEREST RE GROUP LTD COMMON G3223R108 3,523 40,700 X 123 32,775 7,925 EXCEL TECHNOLOGY INC COMMON 30067T103 12,940 432,475 X 123 385,900 46,575 EXELON CORP COMMON 30161N101 81,201 1,428,845 X 123 450,825 9,550 968,470 EXFO ELECTRO OPITCAL ENGINEERI COMMON 302043104 1,442 234,075 X 123 234,075 EXPEDITORS INTL WASH INC COMMON 302130109 118,275 2,111,669 X 123 1,034,925 2,525 1,074,219 EXPONENT INC COMMON 30214U102 4,782 282,971 X 123 231,100 51,871 EXPRESS SCRIPTS INC CL A COMMON 302182100 113,479 1,581,803 X 123 809,653 2,425 769,725 EXXON MOBIL CORP COMMON 30231G102 183,287 2,987,558 X 123 1,261,148 27,300 1,699,110 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 16,760 922,375 X 123 823,400 98,975 FAMOUS DAVES OF AMERICA COMMON 307068106 1,569 117,975 X 123 81,095 36,880 FEDERATED DEPT STORES COMMON 31410H101 65,625 1,793,045 X 123 1,029,545 7,350 756,150 FELCOR LODGING CONV PFD CV PFD 31430F200 3,204 147,366 X 123 132,404 14,961 FIDELITY NATIONAL INFORMATION COMMON 31620M106 6,251 176,568 X 123 144,425 32,143 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 14,649 741,725 X 123 662,700 79,025 FIRST CHARTER CORP COMMON 319439105 10,455 426,225 X 123 380,425 45,800 FIRST DATA CORP COMMON 319963104 3,345 74,265 X 123 56,340 17,925 FIRST MIDWEST BANCORP INC COMMON 320867104 17,988 485,125 X 123 433,025 52,100 FIRST POTOMAC REALTY TRUST COMMON 33610F109 15,561 522,350 X 123 485,400 36,950 FIRST STATE BANCORPORATION COMMON 336453105 12,790 537,836 X 123 480,095 57,741 FISERV INC COMMON 337738108 17 375 X 123 375 FISHER SCIENTIFIC INTL COMMON 338032204 27,456 375,850 X 123 31,775 3,525 340,550 FLEXTRONICS INTL LTD COMMON Y2573F102 20,023 1,885,425 X 123 1,701,575 183,850 FLORIDA ROCK INDS COMMON 341140101 67 1,350 X 123 1,350 FLOW INTL CORP COMMON 343468104 2,809 199,625 X 123 199,625 FMC CORP NEW COMMON 302491303 8,763 136,100 X 123 121,775 14,325 FMC TECHNOLOGIES INC COMMON 30249U101 29,625 439,147 X 123 383,125 56,022 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 4,013 579,105 X 123 334,539 244,566 FORTUNE BRANDS INC COMMON 349631101 15,402 216,900 X 123 216,900 FOSSIL INC COMMON 349882100 15,087 837,716 X 123 727,950 109,766 FOUNDRY NETWORKS INC COMMON 35063R100 2,179 204,400 X 123 204,400 FRANKLIN RESOURCES COMMON 354613101 8,669 99,866 X 123 78,512 21,354 FTD GROUP INC COMMON 30267U108 5,760 426,650 X 123 381,175 45,475 FTI CONSULTING INC COMMON 302941109 4,892 182,760 X 123 145,975 36,785 FX ENERGY INC COMMON 302695101 14 3,000 X 123 3,000 GAMESTOP CORP COMMON 36467W109 31,422 748,150 X 123 748,150 GAP INC COMMON 364760108 38,242 2,197,841 X 123 1,065,600 10,900 1,121,341 GARMIN LTD COMMON G37260109 3,817 36,200 X 123 36,200 GEN DYNAMICS COMMON 369550108 543 8,290 X 123 8,275 15 GEN MILLS COMMON 370334104 8 150 X 123 150 GENENTECH INC COMMON 368710406 273,530 3,343,893 X 123 1,607,128 10,200 1,726,565 GENERAL CABLE CORP COMMON 369300108 19,463 556,075 X 123 500,925 55,150 GENERAL ELECTRIC COMMON 369604103 379,000 11,498,799 X 123 5,373,567 38,750 6,086,482 GENESEE & WYOMING INC-CL A COMMON 371559105 19,201 541,319 X 123 483,764 57,555 GENWORTH FINANCIAL INC-L A COMMON 37247D106 63,039 1,809,400 X 123 157,850 16,275 1,635,275 GENZYME CORP -GENL DIVISION COMMON 372917104 92 1,500 X 123 1,500 GETTY IMAGES INC COMMON 374276103 585 9,217 X 123 6,225 2,800 192 GFI GROUP INC COMMON 361652209 2,445 45,325 X 123 45,325 GILDAN ACTIVEWEAR -A COMMON 375916103 26,893 572,200 X 123 572,200 GILEAD SCIENCES INC COMMON 375558103 250,113 4,227,734 X 123 2,052,739 10,875 2,164,120 GLAMIS GOLD LTD COMMON 376775102 4,326 114,275 X 123 114,275 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 50 891 X 123 891 GLOBALSANTAFE CORP COMMON G3930E101 32,385 560,780 X 123 518,695 42,085 GOLDMAN SACHS GROUP COMMON 38141G104 461,445 3,067,506 X 123 1,397,200 8,700 1,661,606 GOODRICH COMMON 382388106 127 3,150 X 123 3,150 GOOGLE INC-CL A COMMON 38259P508 512,857 1,223,038 X 123 558,014 2,850 662,174 GRANT PRIDECO INC COMMON 38821G101 105 2,350 X 123 2,350 GRIFFON CORPORATION COMMON 398433102 16,464 630,800 X 123 563,300 67,500 GRUPO TELEVISA SA SPON ADR ADR 40049J206 27,333 1,415,475 X 123 1,415,475 GUESS INC COMMON 401617105 1,852 44,350 X 123 44,350 GUITAR CENTER INC COMMON 402040109 1,542 34,675 X 123 34,675 HALLIBURTON CO COMMON 406216101 365,247 4,921,800 X 123 2,367,568 11,225 2,543,007 HANOVER COMPRESSOR CO COMMON 410768105 9 492 X 123 492 HANSEN NATURAL CORP COMMON 411310105 146,617 770,168 X 123 350,280 1,025 418,863 HARMAN INTL COMMON 413086109 5 59 X 123 59 HARRIS CORP COMMON 413875105 11,027 265,638 X 123 214,990 50,648 HARSCO CORP COMMON 415864107 9,899 126,975 X 123 126,975 HARTE HANKS INC COMMON 416196103 18,101 705,950 X 123 630,125 75,825 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 178,812 2,113,613 X 123 989,675 3,075 1,120,863 HCA INC COMMON 404119109 32,684 757,460 X 123 754,135 3,325 HEALTH CARE PPTYS INV COMMON 421915109 87 3,250 X 123 250 1,000 2,000 HEALTHEXTRAS INC COMMON 422211102 2,575 85,200 X 123 85,200 HEALTHSPRING INC COMMON 42224N101 10,510 560,525 X 123 500,700 59,825 HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 2,971 106,550 X 123 106,550 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 19,100 473,245 X 123 421,725 51,520 HERCULES OFFSHORE INC COMMON 427093109 366 10,450 X 123 10,450 HESS CORP COMMON 42809H107 1 15 X 123 15 HEWLETT PACKARD COMMON 428236103 336,096 10,609,088 X 123 4,768,505 35,250 5,805,333 HIBBETT SPORTING GOODS INC COMMON 428565105 6,901 288,725 X 123 288,725 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 27,143 4,471,725 X 123 4,447,425 24,300 HILTON HOTELS COMMON 432848109 35,633 1,260,000 X 123 1,260,000 HOLOGIC INC COMMON 436440101 2,105 42,650 X 123 42,650 HOME DEPOT COMMON 437076102 18 498 X 123 498 HONEYWELL INTERNATIONAL INC COMMON 438516106 4,990 123,825 X 123 97,100 26,725 HORIZON LINES INC CL A COMMON 44044K101 2,226 138,942 X 123 114,450 24,492 HOST HOTELS & RESORTS INC COMMON 44107P104 10,094 461,530 X 123 451,080 10,450 HUDSON CITY BANCORP INC COMMON 443683107 146 10,925 X 123 10,925 HUGOTON ROYALTY TRUST COMMON 444717102 1 18 X 123 1 17 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 12,620 1,179,431 X 123 1,113,079 48,920 17,431 HUMANA COMMON 444859102 3,160 58,845 X 123 58,500 345 HURON CONSULTING GROUP INC COMMON 447462102 2,505 71,375 X 123 71,375 HUTCHINSON TECH COMMON 448407106 6,672 308,450 X 123 275,300 33,150 HYPERION SOLUTIONS CORP COMMON 44914M104 13,822 500,808 X 123 446,059 54,749 IBERIABANK CORP COMMON 450828108 16,876 293,295 X 123 261,965 31,330 IBM COMMON 459200101 878 11,432 X 123 9,932 1,500 ICONIX BRAND GROUP INC COMMON 451055107 7 419 X 123 419 ICT GROUP INC COMMON 44929Y101 1,624 66,225 X 123 66,225 IDEX CORP COMMON 45167R104 17,581 372,485 X 123 332,810 39,675 II-VI INC COMMON 902104108 17,002 929,050 X 123 829,350 99,700 ILLINOIS TOOL WORKS INC COMMON 452308109 226 4,754 X 123 3,200 1,554 IMATION CORP COMMON 45245A107 8,584 209,100 X 123 186,700 22,400 INCYTE CORP CVT CV BND 45337CAE2 14,875 3,233,588 X 123 2,748,229 126,577 358,782 INDEPENDENT BANK CORP MICH COMMON 453838104 7,355 279,646 X 123 250,326 29,320 INFORMATICA CORP COMMON 45666Q102 2,600 197,550 X 123 197,550 ING GROEP NV SPON ADR ADR 456837103 4 100 X 123 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 444 10,380 X 123 10,380 INHALE THERAPEUT CONV CV BND 457191AH7 12,334 672,514 X 123 595,324 32,105 45,085 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 14,558 636,000 X 123 567,775 68,225 INTEGRATED DEVICE TECH INC COMMON 458118106 9,045 637,850 X 123 581,050 56,800 INTEL CORP COMMON 458140100 153 8,034 X 123 4,100 3,934 INTERFACE INC COMMON 458665106 29,563 2,581,963 X 123 2,498,051 83,912 INTERMAGNETICS GENERAL CORP COMMON 458771102 14,549 539,245 X 123 481,458 57,787 INTERPUBLIC GROUP COS INC COMMON 460690100 2 X 123 2 INTL PAPER COMMON 460146103 2 75 X 123 75 INTUITIVE SURGICAL INC COMMON 46120E602 12,962 109,875 X 123 32,350 77,525 INVENTIV HEALTH INC COMMON 46122E105 2,628 91,325 X 123 91,325 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 13,124 258,050 X 123 131,100 126,950 INVITROGEN CORP CV BND 46185RAK6 4,293 64,984 X 123 60,475 980 3,529 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 11,517 608,725 X 123 538,750 69,975 ISHARES MSCI EAFE INDEX FUND ETF 464287465 18,765 286,965 X 123 273,325 13,640 ISHARES MSCI EMERGING MKT INDE ETF 464287234 1,380 14,700 X 123 14,700 ISHARES RUSSELL 1000 GROWTH IN ETF 464287614 3,804 75,211 X 123 75,211 ISHARES RUSSELL 2000 GROWTH MF ETF 464287648 4,090 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 7,588 104,850 X 123 104,850 ISHARES RUSSELL MIDCAP GROWTH ETF 464287481 106 1,100 X 123 1,100 IVAX CORP CVT CV BND 465823AG7 14,166 439,950 X 123 383,334 10,456 46,161 J & J SNACK FOODS CORP COMMON 466032109 9,453 285,863 X 123 253,532 32,331 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 2,398 76,825 X 123 76,825 JARDEN CORP COMMON 471109108 11,227 368,700 X 123 368,700 JDS UNIPHASE CORP CVT CV BND 46612JAB7 6,018 2,378,542 X 123 1,835,020 82,996 460,526 JETBLUE AIRWAYS CORP COMMON 477143101 6,475 533,400 X 123 533,400 JOHNSON & JOHNSON COMMON 478160104 94,570 1,578,266 X 123 603,733 13,750 960,783 JOHNSON CONTROLS COMMON 478366107 127,066 1,545,443 X 123 807,138 1,975 736,330 JONES LANG LASALLE INC COMMON 48020Q107 15,361 175,452 X 123 92,550 82,902 JOURNAL COMMUNICATIONS INC COMMON 481130102 9,969 886,900 X 123 791,650 95,250 JOY GLOBAL INC COMMON 481165108 351 6,747 X 123 6,350 397 JP MORGAN CHASE & CO COMMON 46625H100 180,086 4,287,761 X 123 2,616,075 5,000 1,666,686 JUNIPER NETWORKS COMMON 48203R104 19 1,205 X 123 1,205 KB HOME CORP COMMON 48666K109 24,226 528,370 X 123 523,315 5,055 KEITHLEY INSTRUMENTS INC COMMON 487584104 6,629 520,775 X 123 462,575 58,200 KELLWOOD CO CV BND 488044AF5 12,904 440,845 X 123 403,171 4,686 32,988 KENEXA CORP COMMON 488879107 1,295 40,650 X 123 40,650 KERR MCGEE COMMON 492386107 326 4,700 X 123 4,700 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,136 80,000 X 123 80,000 KEY ENERGY SERVICES INC COMMON 492914106 194 12,725 X 123 12,725 KFX INC COMMON 48245L107 205 13,425 X 123 13,425 KIMBERLY CLARK COMMON 494368103 253 4,100 X 123 3,000 1,100 KINETIC CONCEPTS INC COMMON 49460W208 117 2,650 X 123 2,650 KIRBY CORP COMMON 497266106 213 5,400 X 123 5,400 KITE REALTY GROUP TRUST COMMON 49803T102 14,054 901,450 X 123 805,400 96,050 KMG AMERICA CORP COMMON 482563103 7,037 793,375 X 123 710,500 82,875 KNOLL INC COMMON 498904200 13,062 711,425 X 123 711,425 KOHLS CORP COMMON 500255104 3 50 X 123 50 KULICKE & SOFFA CV BND 501242AL5 13,790 1,861,043 X 123 1,569,602 67,634 223,807 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 6,036 814,565 X 123 752,266 13,628 48,671 LABOR READY INC COMMON 505401208 2,262 99,875 X 123 99,875 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 101 1,625 X 123 1,625 LADISH COMPANY INC COMMON 505754200 8,169 218,025 X 123 194,625 23,400 LAIDLAW INTL COMMON 50730R102 28,864 1,145,415 X 123 996,200 149,215 LAMAR ADVERTISING CO COMMON 512815101 5,145 95,525 X 123 95,525 LAMSON & SESSIONS CO COMMON 513696104 9,053 319,200 X 123 284,925 34,275 LANDSTAR SYSTEM INC COMMON 515098101 6,079 128,700 X 123 128,700 LAS VEGAS SANDS CORP COMMON 517834107 18,529 237,975 X 123 107,225 130,750 LASALLE HOTEL PROPERTIES COMMON 517942108 19,617 423,700 X 123 379,600 44,100 LAZARD LTD COMMON G54050102 103 2,550 X 123 2,550 LEAP WIRELESS INTL INC COMMON 521863308 3,728 78,575 X 123 78,575 LEGG MASON INC COMMON 524901105 1,902 19,112 X 123 9,546 4,611 4,955 LEHMAN BROS HOLDING INC COMMON 524908100 251,072 3,853,748 X 123 1,775,591 13,050 2,065,107 LENNAR CORP COMMON 526057104 24,379 549,450 X 123 549,450 LENNOX INTERNATIONAL INC COMMON 526107107 6,898 260,500 X 123 232,525 27,975 LEVEL 3 COMM CVT CV BND 52729NAS9 136 30,554 X 123 27,995 148 2,410 LEVEL 3 COMM INC CONV CV BND 52729NAG5 2,875 647,582 X 123 545,494 12,272 89,816 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 70,598 15,900,422 X 123 14,127,441 357,939 1,415,042 LIBERTY GLOBAL INC COMMON 530555101 131 6,075 X 123 6,075 LIBERTY MEDIA CV BND 530715AN1 9,088 451,032 X 123 443,668 7,364 LIFETIME BRANDS INC COMMON 53222Q103 2,299 106,100 X 123 106,100 LIGHTBRIDGE INC COMMON 532226107 1,841 142,175 X 123 142,175 LILLY ELI COMMON 532457108 846 15,314 X 123 11,550 3,764 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 4,313 68,850 X 123 61,450 7,400 LINCOLN NATL CORP COMMON 534187109 7 116 X 123 116 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 6,028 705,000 X 123 705,000 LIVE NATION COMMON 538034109 28,485 1,399,047 X 123 1,220,075 178,972 LOWES COS COMMON 548661107 232,770 3,836,654 X 123 1,608,400 7,275 2,220,979 LSI LOGIC CVT CV BND 502161AG7 1,218 136,111 X 123 117,697 18,414 LUCENT TECH CAP CONV PFD CV PFD 549462307 30,445 12,580,374 X 123 11,550,621 56,818 972,934 LUCENT TECHNOLOGIES- WARRANTS WTS 549463131 93 X 123 93 M & T BANK CORP COMMON 55261F104 121 1,025 X 123 1,025 MACDERMID INC COMMON 554273102 10,300 357,650 X 123 319,625 38,025 MANAGED HIGH INCOME Closed E 56166C105 19,088 3,246,275 X 123 3,221,425 24,850 MANPOWER INC COMMON 56418H100 215 3,325 X 123 3,325 MAPINFO CORP COMMON 565105103 7,997 612,800 X 123 547,500 65,300 MARATHON OIL CORP COMMON 565849106 475 5,700 X 123 5,700 MARINEMAX INC COMMON 567908108 19,966 761,200 X 123 761,200 MARRIOTT INTERNATIONAL COMMON 571903202 31,457 825,200 X 123 799,000 26,200 MARSHALL & ILSLEY COMMON 571834100 23 500 X 123 500 MARTEN TRANSPORT LTD COMMON 573075108 8,455 388,912 X 123 358,112 30,800 MARTHA STEWART LIVING CL A COMMON 573083102 2,803 167,750 X 123 167,750 MASCO CORP COMMON 574599106 30 1,000 X 123 1,000 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2,517 78,393 X 123 54,224 24,169 MCAFEE INC COMMON 579064106 28,788 1,186,150 X 123 228,125 9,450 948,575 MCCLATCHY COMPANY-CL A COMMON 579489105 18 460 X 123 460 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 2,785 117,000 X 123 117,000 MCDATA CORP COMMON 580031201 7,634 1,871,032 X 123 1,670,275 200,757 MCDERMOTT INTL COMMON 580037109 340 7,475 X 123 7,475 MCDONALDS COMMON 580135101 30,103 895,915 X 123 846,560 49,355 MCGRATH RENTCORP COMMON 580589109 16,496 593,150 X 123 534,475 58,675 MCGRAW HILL COS INC COMMON 580645109 132,451 2,636,886 X 123 1,088,074 8,500 1,540,312 MCKESSON CORP COMMON 58155Q103 21,635 457,600 X 123 36,775 4,100 416,725 MDU RESOURCES GROUP INC COMMON 552690109 5,229 142,843 X 123 113,600 29,243 MEDALLION FINANCIAL CORP COMMON 583928106 5,593 431,525 X 123 360,725 70,800 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 31,278 546,050 X 123 44,675 4,975 496,400 MEDTRONIC INC COMMON 585055106 7,020 149,608 X 123 115,520 5,025 29,063 MELLON FINANCIAL CORP COMMON 58551A108 26,027 755,946 X 123 705,771 50,175 MEMC ELECTRONIC MATERIALS COMMON 552715104 5,502 146,713 X 123 146,125 588 MERCK & CO COMMON 589331107 3,295 90,450 X 123 89,350 1,100 MERIDIAN BIOSCIENCE INC COMMON 589584101 1,788 71,650 X 123 71,650 MERRILL LYNCH & CO COMMON 590188108 32,775 471,175 X 123 439,350 31,825 METLIFE INC COMMON 59156R108 1 23 X 123 23 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 5,058 83,500 X 123 83,500 MICHAEL BAKER CORP COMMON 057149106 4,449 205,025 X 123 183,200 21,825 MICROSEMI CORP COMMON 595137100 2,628 107,775 X 123 107,775 MICROSOFT CORP COMMON 594918104 20,830 893,980 X 123 747,599 9,280 137,101 MIDDLESEX WATER CO COMMON 596680108 3,761 198,777 X 123 136,527 62,250 MIDLAND COMPANY COMMON 597486109 9,373 246,800 X 123 211,250 35,550 MIDWEST BANC HOLDING INC COMMON 598251106 5,716 256,900 X 123 229,275 27,625 MINE SAFETY APPLIANCES CO COMMON 602720104 72 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 7,318 140,725 X 123 125,550 15,175 MIRANT CORP COMMON 60467R100 129 4,800 X 123 4,800 ML&CO ASIA/USD BASKET NT COMMON 59021S794 96 10,000 X 123 10,000 ML&CO CUR NT LKT TO US$EUR COMMON 59021W332 97 9,600 X 123 9,600 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 48 5,000 X 123 5,000 MOBILE MINI INC COMMON 60740F105 2,322 79,350 X 123 79,350 MOLSON COORS BREWING CO COMMON 60871R209 29,445 433,775 X 123 394,500 39,275 MONSANTO CO NEW COMMON 61166W101 8,373 99,450 X 123 99,450 MONSTER WORLDWIDE INC COMMON 611742107 166,025 3,891,822 X 123 1,641,255 17,175 2,233,392 MOODYS CORP COMMON 615369105 5,268 96,728 X 123 51,533 9,050 36,145 MOOG INC CL A COMMON 615394202 18,305 534,925 X 123 485,550 49,375 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 166 32,839 X 123 21,950 10,889 MORGAN STANLEY COMMON 617446448 37,749 597,200 X 123 555,900 41,300 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,300 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 413 9,950 X 123 9,950 MORTONS RESTAURANT GROUP COMMON 619430101 7,437 485,450 X 123 433,500 51,950 MOTOROLA INC COMMON 620076109 137,405 6,819,118 X 123 4,011,661 17,900 2,789,557 MOVADO CORP INC COMMON 624580106 4,588 199,925 X 123 137,225 62,700 NABORS INDUSTRIES LTD COMMON G6359F103 34 1,000 X 123 1,000 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 16,771 378,500 X 123 337,850 40,650 NATIONAL OILWELL VARCO INC COMMON 637071101 175,142 2,765,978 X 123 1,327,027 4,125 1,434,826 NATURAL GAS SERVICES GROUP COMMON 63886Q109 1,585 105,875 X 123 105,875 NAVIGANT CONSULTING GROUP COMMON 63935N107 16,029 707,700 X 123 632,025 75,675 NAVIGATORS GROUP INC COMMON 638904102 15,220 347,323 X 123 306,600 40,723 NCR CORP COMMON 62886E108 116 3,175 X 123 3,175 NEENAH PAPER INC COMMON 640079109 1 33 X 123 33 NEKTAR THERAPEUTICS COMMON 640268108 1,137 61,975 X 123 61,975 NEKTAR THERAPEUTICS 144A W/RTS CV BND 640268AG3 13,675 745,654 X 123 571,149 17,427 157,078 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 1,983 61,475 X 123 61,475 NETRATINGS INC COMMON 64116M108 4,758 342,552 X 123 279,300 63,252 NETWORK APPLIANCE INC COMMON 64120L104 284,290 8,053,548 X 123 3,434,617 20,925 4,598,006 NEWCASTLE INVESTMENT CORP COMMON 65105M108 10,784 425,925 X 123 381,675 44,250 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 27,364 1,059,380 X 123 940,432 45,132 73,815 NEWELL RUBBERMAID INC COMMON 651229106 6,509 251,975 X 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281,850 NRG ENERGY INC COMMON 629377508 23,755 493,042 X 123 449,750 43,292 NUCO2 INC COMMON 629428103 2,550 106,075 X 123 106,075 NUCOR CORP COMMON 670346105 41,191 759,275 X 123 64,025 7,125 688,125 NUVASIVE INC COMMON 670704105 2,080 114,100 X 123 114,100 NUVEEN INVESTMENTS INC COMMON 67090F106 8,950 207,902 X 123 170,050 37,852 NUVELO INC COMMON 67072M301 1,670 100,300 X 123 100,300 OCCIDENTAL PETE COMMON 674599105 93,569 912,425 X 123 329,725 5,675 577,025 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCEANEERING INTL INC COMMON 675232102 3,824 83,400 X 123 83,400 OFFICE DEPOT COMMON 676220106 167,926 4,419,099 X 123 2,851,518 4,250 1,563,331 OIL STATES INTERNATIONAL INC COMMON 678026105 2,690 78,475 X 123 78,475 OMNOVA SOLUTIONS INC COMMON 682129101 2,107 370,950 X 123 255,375 115,575 ON ASSIGNMENT INC COMMON 682159108 1,712 186,250 X 123 186,250 ON SEMICONDUCTOR CORPORATION COMMON 682189105 3,024 514,346 X 123 419,625 94,721 ONEOK INC COMMON 682680103 17,970 527,918 X 123 453,300 74,618 ONLINE RESOURCES CORP COMMON 68273G101 2,061 199,325 X 123 199,325 OPLINK COMMUNICATIONS INC COMMON 68375Q403 2,012 109,900 X 123 109,900 ORACLE CORP COMMON 68389X105 72 4,936 X 123 4,936 OREILLY AUTOMOTIVE INC COMMON 686091109 6,158 197,450 X 123 197,450 OSHKOSH TRUCK CORP COMMON 688239201 156 3,275 X 123 3,275 OSI RESTAURANT PARTNERS INC COMMON 67104A101 16,503 476,975 X 123 444,250 32,725 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 29,499 1,760,073 X 123 1,646,271 31,083 82,719 P G & E CORP COMMON 69331C108 100 2,550 X 123 2,550 PALM INC COMMON 696643105 15,772 979,600 X 123 81,375 9,075 889,150 PARKER HANNIFIN COMMON 701094104 178 2,300 X 123 2,300 PAYCHEX INC COMMON 704326107 7,591 194,749 X 123 186,949 7,800 PEABODY ENERGY CORP COMMON 704549104 8,195 147,004 X 123 76,800 70,204 PENNEY JC CO INC COMMON 708160106 46,987 696,000 X 123 53,925 10,025 632,050 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 5,014 156,700 X 123 156,700 PEOPLESUPPORT INC COMMON 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38,225 PLUM CREEK TIMBER CO INC COMMON 729251108 10 274 X 123 274 PMC SIERRA INC COMMON 69344F106 2,671 284,100 X 123 284,100 PNC FINANCIAL SERVICES COMMON 693475105 102 1,450 X 123 1,450 PNM RESOURCES INC COMMON 69349H107 124 4,975 X 123 4,975 POLO RALPH LAUREN CORP COMMON 731572103 14,474 263,650 X 123 263,650 POLYCOM INC COMMON 73172K104 9,183 418,925 X 123 373,925 45,000 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 11,585 463,966 X 123 406,125 57,841 POTLATCH HOLDINGS INC COMMON 737630103 11,869 314,421 X 123 270,919 43,502 PPL CORPORATION COMMON 69351T106 34 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 53,169 984,613 X 123 590,265 3,525 390,823 PRECISION CASTPARTS COMMON 740189105 192,314 3,218,107 X 123 1,577,385 4,550 1,636,172 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 2,690 269,800 X 123 269,800 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 38,788 1,025,853 X 123 85,232 8,350 932,271 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 6,596 118,525 X 123 118,525 PRIVATEBANCORP INC COMMON 742962103 13,838 334,175 X 123 310,875 23,300 PROASSURANCE CORP COMMON 74267C106 2,355 48,875 X 123 48,875 PROCTER & GAMBLE COMMON 742718109 439,833 7,910,657 X 123 3,633,842 27,631 4,249,184 PROGRESS SOFTWARE CORP COMMON 743312100 5,973 255,150 X 123 227,725 27,425 PROGRESSIVE CORP COMMON 743315103 121 4,700 X 123 4,700 PROLIANCE INTERNATIONAL INC COMMON 74340R104 1,651 357,350 X 123 241,125 116,225 PROLOGIS COMMON 743410102 108 2,075 X 123 2,075 PROTECTIVE LIFE CORP COMMON 743674103 13,584 291,379 X 123 247,675 43,704 PRUDENTIAL FINANCIAL INC COMMON 744320102 342,385 4,406,493 X 123 1,977,954 16,375 2,412,164 QUALCOMM INC COMMON 747525103 216,673 5,407,351 X 123 2,282,346 27,125 3,097,880 QUEST DIAGNOSTICS INC COMMON 74834L100 137,517 2,295,005 X 123 1,313,985 3,050 977,970 QUEST SOFTWARE INC COMMON 74834T103 9,062 645,425 X 123 591,975 53,450 QUESTAR CORP COMMON 748356102 1,888 23,455 X 123 19,000 4,455 QUIKSILVER INC COMMON 74838C106 2,197 180,400 X 123 180,400 R H DONNELLEY COMMON 74955W307 3,217 59,489 X 123 48,535 10,954 RALCORP HOLDINGS INC COMMON 751028101 6,542 153,825 X 123 137,350 16,475 RANGE RESOURCES CORP COMMON 75281A109 383 14,100 X 123 14,100 RAYTHEON COMPANY WARRANTS WTS 755111119 7 533 X 123 533 RBC BEARINGS INC COMMON 75524B104 15,850 698,241 X 123 635,676 62,565 REDBACK NETWORKS COMMON 757209507 1,414 77,100 X 123 77,100 REGENERON PHARM CVT CV BND 75886FAB3 47,682 3,719,352 X 123 3,305,815 91,897 321,640 REINSURANCE GRP OF AMERICA COMMON 759351109 216 4,400 X 123 4,400 RELIANCE STEEL & ALUMINUM COMMON 759509102 14,786 178,250 X 123 159,275 18,975 REMINGTON OIL & GAS CORP COMMON 759594302 10,234 232,750 X 123 208,650 24,100 RENT-A-CENTER INC COMMON 76009N100 20,625 829,640 X 123 716,200 113,440 RESMED INC COMMON 761152107 7,824 166,650 X 123 166,650 RICHARDSON ELEC CONV SNR SUB N CV BND 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SCHLUMBERGER LTD COMMON 806857108 524 8,050 X 123 8,050 SCI SYSTEMS INC CVT CV BND 783890AF3 2,529 549,698 X 123 435,913 18,380 95,405 SCOTTS MIRACLE-GRO CO COMMON 810186106 2,258 53,350 X 123 53,350 SEACOAST BANKINGCORP FL COMMON 811707306 11,467 430,600 X 123 377,075 53,525 SEAGATE TECHNOLOGY COMMON G7945J104 129 5,700 X 123 5,700 SEALY CORP COMMON 812139301 5,848 440,725 X 123 440,725 SEARS HOLDINGS CORP COMMON 812350106 16,549 106,875 X 123 63,725 43,150 SECURITY BANK CORP COMMON 814047106 3,664 164,522 X 123 134,600 29,922 SEMCO ENERGY INC COMMON 78412D109 2,940 528,850 X 123 364,050 164,800 SIGNATURE BANK COMMON 82669G104 16,203 500,400 X 123 447,050 53,350 SIMON PROPERTY GROUP INC COMMON 828806109 30,624 369,228 X 123 355,450 13,778 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 10,850 1,267,513 X 123 997,302 40,230 229,982 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 5,563 989,775 X 123 989,775 SMART & FINAL INC COMMON 831683107 14,099 837,225 X 123 748,400 88,825 SONUS NETWORKS INC COMMON 835916107 1,601 323,375 X 123 323,375 SOTHEBYS HOLDINGS CL A COMMON 835898107 16,696 636,050 X 123 636,050 SOUTHWESTERN ENERGY CO COMMON 845467109 6,931 222,419 X 123 17,150 205,269 SOVEREIGN BANCORP INC COMMON 845905108 19 955 X 123 315 640 SPARTAN STORES INC COMMON 846822104 3,170 216,690 X 123 179,000 37,690 SPARTECH CORP COMMON 847220209 12,031 532,350 X 123 475,600 56,750 SPECTRANETICS CORP COMMON 84760C107 1,602 149,400 X 123 149,400 SPRINT NEXTEL CORP COMMON 852061100 26 1,298 X 123 1,298 SPSS INC COMMON 78462K102 2,310 71,875 X 123 71,875 SRA INTL INC CL A COMMON 78464R105 2,384 89,525 X 123 89,525 ST JUDE MEDICAL INC COMMON 790849103 3,062 94,433 X 123 71,896 8,950 13,587 STANDARD PARKING CORP COMMON 853790103 9,429 348,199 X 123 239,193 109,006 STANLEY WORKS COMMON 854616109 8,356 176,950 X 123 176,950 STAPLES INC COMMON 855030102 134,171 5,516,916 X 123 3,347,801 6,875 2,162,240 STARBUCKS CORP COMMON 855244109 405,344 10,734,745 X 123 4,943,564 23,075 5,768,106 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 211,565 3,506,207 X 123 1,481,348 15,075 2,009,784 STATE STREET CORP COMMON 857477103 166,509 2,866,402 X 123 1,372,489 4,025 1,489,888 STATION CASINOS INC COMMON 857689103 5,195 76,300 X 123 76,300 STEINER LEISURE LTD COMMON P8744Y102 2,546 64,400 X 123 64,400 STERICYCLE INC COMMON 858912108 4,166 64,000 X 123 64,000 STERLING BANCSHARES INC TX COMMON 858907108 8,398 447,875 X 123 399,725 48,150 STIFEL FINANCIAL CORP COMMON 860630102 6,766 191,625 X 123 170,875 20,750 STRYKER CORP COMMON 863667101 1 27 X 123 27 SUNCOR ENERGY INC COMMON 867229106 405 5,000 X 123 5,000 SUPERIOR BANCORP COMMON 86806M106 1,899 172,630 X 123 142,225 30,405 SYBASE INC COMMON 871130100 3,313 170,755 X 123 140,600 30,155 SYMMETRY MEDICAL INC COMMON 871546206 6,518 423,250 X 123 378,100 45,150 TARGET CORP COMMON 87612E106 2,352 48,137 X 123 44,425 3,712 TD AMERITRADE HOLDING CORP COMMON 87236Y108 560 37,843 X 123 13,325 24,518 TEKELEC COMMON 879101103 6,233 504,700 X 123 450,450 54,250 TEMPLE INLAND INC COMMON 879868107 110 2,575 X 123 2,575 TENARIS SA ADR ADR 88031M109 6,709 165,689 X 123 160,925 4,764 TENNECO AUTOMOTIVE COMMON 880349105 4,753 182,804 X 123 182,804 TESSERA TECHNOLOGIES INC COMMON 88164L100 2,004 72,875 X 123 72,875 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,262 39,956 X 123 8,713 31,243 TEXAS INDUSTRIES INC COMMON 882491103 18,133 341,480 X 123 297,900 43,580 TEXAS INSTRUMENTS COMMON 882508104 251,210 8,293,496 X 123 3,566,907 24,925 4,701,664 TEXAS REGIONAL BANCSHARES A COMMON 882673106 13,918 367,034 X 123 327,607 39,427 TEXTRON INC COMMON 883203101 24,130 261,775 X 123 22,100 2,450 237,225 THE DIRECTV GROUP INC COMMON 25459L106 41,552 2,518,277 X 123 2,296,859 221,418 THE MENS WEARHOUSE INC COMMON 587118100 5,429 179,168 X 123 159,969 19,199 THERAVANCE INC COMMON 88338T104 1,206 52,700 X 123 52,700 TIM HORTONS INC COMMON 88706M103 10,525 408,750 X 123 408,750 TIMCO AVIATION SERVICES INC COMMON 887151207 7 X 123 7 TIME WARNER INC COMMON 887317105 32,158 1,858,825 X 123 1,737,075 121,750 TJX COMPANIES INC COMMON 872540109 111 4,850 X 123 200 4,650 TOLL BROTHERS INC COMMON 889478103 14 X 123 14 TRAMMELL CROW CO COMMON 89288R106 7,946 225,934 X 123 196,000 29,934 TRANSOCEAN INC COMMON G90078109 61,521 765,947 X 123 195,325 5,750 564,872 TRAVELERS PPTY CASUALTY CV PFD 86420G307 65,998 1,480,448 X 123 1,384,368 23,045 73,035 TRIAD HOSPITALS INC COMMON 89579K109 5,227 132,064 X 123 108,450 23,614 TRIBUNE CO COMMON 896047107 130 4,000 X 123 1,500 2,500 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 12,138 602,400 X 123 537,325 65,075 TUESDAY MORNING CORP COMMON 899035505 3,787 288,000 X 123 257,075 30,925 TXU CORP COMMON 873168108 378 6,325 X 123 6,325 TYCO INTERNATIONAL LTD COMMON 902124106 29,908 1,087,562 X 123 1,013,792 73,770 UAL CORP COMMON 902549807 32 1,037 X 123 1,037 UGI CORP COMMON 902681105 44,286 1,798,775 X 123 1,565,925 232,850 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 1,850 96,550 X 123 96,550 ULTRA PETROLEUM CORP COMMON 903914109 11,875 200,354 X 123 81,920 118,434 UNDER ARMOUR INC-CLASS A COMMON 904311107 1,629 38,225 X 123 38,225 UNIFIRST CORP COMMON 904708104 6,175 178,975 X 123 159,925 19,050 UNIONBANCAL CORP COMMON 908906100 6 100 X 123 100 UNIT CORP COMMON 909218109 2,377 41,775 X 123 41,775 UNITED FIRE & CASUALTY CO COMMON 910331107 15,367 510,015 X 123 447,125 62,890 UNITED PANAM FINANCIAL CORP COMMON 911301109 15,574 512,300 X 123 457,400 54,900 UNITED PARCEL SERIVCE CL B COMMON 911312106 57,405 697,250 X 123 58,875 6,550 631,825 UNITED RENTALS CONV PFD CV PFD 91136H306 2,116 66,176 X 123 64,743 1,432 UNITED TECHNOLOGIES COMMON 913017109 422,812 6,666,861 X 123 3,196,431 23,300 3,447,130 UNITEDHEALTH GROUP COMMON 91324P102 23,572 526,398 X 123 45,312 4,950 476,136 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 16,894 268,280 X 123 238,225 30,055 URBAN OUTFITTERS INC COMMON 917047102 1 34 X 123 34 URS CORP COMMON 903236107 177 4,225 X 123 4,225 US AIRWAYS GROUP INC COMMON 90341W108 229 4,525 X 123 4,525 US BANCORP COMMON 902973304 32,745 1,060,390 X 123 989,975 70,415 VAIL RESORTS INC COMMON 91879Q109 6,970 187,875 X 123 187,875 VALASSIS COMMUNICATIONS INC COMMON 918866104 6,972 295,550 X 123 263,800 31,750 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 72,565 4,288,725 X 123 3,307,767 137,606 843,352 VALEANT PHARMACY CVT CV BND 91911XAD6 62,896 3,717,233 X 123 2,785,465 151,367 780,401 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 3,227 68,400 X 123 68,400 VERASUN ENERGY CORP COMMON 92336G106 1,320 50,300 X 123 50,300 VERIFONE HOLDINGS INC COMMON 92342Y109 2,993 98,200 X 123 98,200 VERIZON COMMUNICATIONS COMMON 92343V104 28 851 X 123 151 700 VERTEX PHARMACEUTICALS CVT 144 CV BND 92532FAE0 125,937 3,430,589 X 123 3,088,621 100,402 241,566 VERTRUE INC COMMON 92534N101 11,352 263,825 X 123 235,375 28,450 VIACOM INC CL B COMMON 92553P201 3,601 100,474 X 123 82,064 18,410 VIASYS HEALTHCARE INC COMMON 92553Q209 2,175 84,950 X 123 84,950 VIRGINIA COMMERCE BANCORP COMMON 92778Q109 5,572 233,142 X 123 160,406 72,736 VODAFONE GROUP PLC ADR 92857W100 6 300 X 123 300 VOLCOM INC COMMON 92864N101 6,803 212,650 X 123 212,650 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 1,386 90,850 X 123 90,850 WABTEC COMMON 929740108 8,179 218,683 X 123 179,625 39,058 WACHOVIA CORP (NEW) COMMON 929903102 129 2,386 X 123 356 2,030 WAL-MART STORES INC COMMON 931142103 222,782 4,624,922 X 123 2,395,893 6,900 2,222,129 WALGREEN CO COMMON 931422109 1,620 36,119 X 123 36,119 WALMART DE MEXICO SA-ADR V ADR 93114W107 13,484 480,150 X 123 480,150 WARNER MUSIC GROUP CORP COMMON 934550104 3,060 103,805 X 123 84,575 19,230 WARRIOR ENERGY SERVICE CORP COMMON 936258102 7,013 288,225 X 123 257,375 30,850 WASHINGTON GROUP INTL INC COMMON 938862208 15,333 287,454 X 123 246,500 40,954 WASTE CONNECTIONS INC COMMON 941053100 14,336 393,833 X 123 352,496 41,337 WATSON PHARMACEUTICALS CV BND 942683AC7 1,569 67,416 X 123 64,544 2,871 WEATHERFORD INTL COMMON G95089101 3,136 63,200 X 123 63,200 WEBSENSE INC COMMON 947684106 1,570 76,450 X 123 76,450 WELLPOINT INC COMMON 94973V107 190,594 2,619,126 X 123 1,209,738 11,725 1,397,663 WELLS FARGO COMPANY COMMON 949746101 98,045 1,461,620 X 123 436,500 9,575 1,015,545 WENDYS INTL COMMON 950590109 9,868 169,300 X 123 32,700 136,600 WEST PHARMACEUTICALS SVCS COMMON 955306105 10,611 292,475 X 123 261,375 31,100 WHOLE FOODS MARKET INC COMMON 966837106 242,432 3,750,493 X 123 1,839,535 9,600 1,901,358 WILEY JOHN & SONS CL A COMMON 968223206 13,564 408,550 X 123 364,725 43,825 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 37,325 1,597,798 X 123 1,114,392 30,418 452,987 WILLIAMS SCOTSMAN INTL INC COMMON 96950G102 12,872 589,375 X 123 589,375 WINDROSE MEDICAL PROPERTIES COMMON 973491103 8,957 613,525 X 123 518,850 94,675 WINNEBAGO INDS COMMON 974637100 9,701 312,520 X 123 271,100 41,420 WRIGHT EXPRESS CORP COMMON 98233Q105 26,954 937,850 X 123 837,600 100,250 WYETH CO COMMON 983024100 189,024 4,256,330 X 123 1,818,725 12,325 2,425,280 XILINX INC COMMON 983919101 2 100 X 123 100 XTO ENERGY INC COMMON 98385X106 51,509 1,163,522 X 123 642,851 16,905 503,766 YAHOO INC COMMON 984332106 19 579 X 123 579 YUM! BRANDS INC COMMON 988498101 9,809 195,125 X 123 195,125 ZIMMER HOLDINGS INC COMMON 98956P102 3,937 69,415 X 123 57,160 12,255 ZIONS BANCORP COMMON 989701107 4,619 59,260 X 123 43,460 15,800 COLUMN TOTALS 21,256,904
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