-----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, RMTja6JUf/RGlHkmx0jwCXZXwCy2d5CzU1G3fxf+xY9b042eejEFDwiYCLl3cGkj lLNhfDmBEMH6vtgGF8Z1cQ== 0000312348-06-000035.txt : 20060508 0000312348-06-000035.hdr.sgml : 20060508 20060508171958 ACCESSION NUMBER: 0000312348-06-000035 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060508 DATE AS OF CHANGE: 20060508 EFFECTIVENESS DATE: 20060508 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: 06817726 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 q1complete.txt 2006 Q1 13F UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/06 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: VP and Trading Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 5/8/06 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: 1072 Form 13F Information Table Value Total: $23,892,117.00 (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 03/31/06 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) --------- --------- --------- ABB LTD SPON ADR ADR 000375204 36,537 2,911,275 X 123 2,726,025 185,250 ADC TELECOMMUNICATIONS INC COMMON 000886309 113 4,400 X 123 4,400 AFLAC INC COMMON 001055102 25,857 572,938 X 123 407,668 6,200 159,070 AGL RESOURCES INC COMMON 001204106 54 1,500 X 123 1,500 AES CORPORATION COMMON 00130H105 224 13,125 X 123 13,125 AMR CORP DEL COMMON 001765106 334 12,350 X 123 12,350 AMR CORP CVT CV BND 001765BA3 14,664 542,110 X 123 246,283 76,909 218,918 AMR CORP CVT CV BND 001765BB1 30,117 1,113,379 X 123 799,093 40,590 273,696 AT&T INC COMMON 00206R102 77,757 2,875,611 X 123 1,624,110 13,450 1,238,050 ATMI INC COMMON 00207R101 2,354 77,950 X 123 77,950 ATP OIL & GAS CORPORATION COMMON 00208J108 10,251 233,450 X 123 208,675 24,775 AAMES INVESTMENT CORP COMMON 00253G108 4 719 X 123 719 ABBOTT LABS COMMON 002824100 65,769 1,548,602 X 123 850,031 8,550 690,021 ACE CASH EXPRESS INC COMMON 004403101 1 50 X 123 50 ACTIVISION INC COMMON 004930202 30 2,200 X 123 2,200 ACTUANT CORP CL A COMMON 00508X203 35,263 575,997 X 123 484,895 91,102 ADAMS RESPIRATORY THERA INC COMMON 00635P107 2,436 61,250 X 123 61,250 ADESA INC COMMON 00686U104 13,862 518,409 X 123 453,250 65,159 ADOBE SYS COMMON 00724F101 132,923 3,806,499 X 123 1,916,443 18,150 1,871,906 ADTRAN INC COMMON 00738A106 18,418 703,530 X 123 616,175 87,355 ADVANCE AUTO PARTS INC COMMON 00751Y106 14,623 351,186 X 123 351,186 ADVANCED DIGITAL INFO CORP COMMON 007525108 1,483 168,950 X 123 168,950 ADVISORY BOARD CO COMMON 00762W107 3,548 63,625 X 123 63,625 ADVANCED MEDICAL OPTICS COMMON 00763M108 3 55 X 123 55 ADVANCED MICRO COMMON 007903107 136 4,088 X 123 4,088 AEGON NV AMERICAN REG SHR COMMON 007924103 58 3,141 X 123 3,141 ADVANTA CORP CL B COMMON 007942204 24,843 673,793 X 123 602,573 71,220 AES TRUST III CVT PFD CV PFD 00808N202 11,151 653,616 X 123 577,738 7,144 68,734 AETNA INC-NEW COMMON 00817Y108 351,832 7,159,796 X 123 3,067,069 23,775 4,068,952 AFFILIATED MANAGERS GROUP COMMON 008252108 16,727 156,900 X 123 70,450 86,450 AGILENT TECHNOLOGIES INC COMMON 00846U101 500 13,324 X 123 481 12,843 AGILYSYS INC COMMON 00847J105 121 8,003 X 123 8,003 AIR PRODS & CHEM COMMON 009158106 3,609 53,719 X 123 21,600 32,119 AIRGAS INC COMMON 009363102 6,141 157,098 X 123 125,000 32,098 AKAMAI TECHNOLOGIES COMMON 00971T101 22,925 697,025 X 123 295,425 401,600 ALABAMA NATIONAL BANCORP DEL COMMON 010317105 12,377 180,950 X 123 161,775 19,175 ALAMOSA HOLDINGS INC COMMON 011589108 2 130 X 123 130 ALBANY INTL CORP-CL A COMMON 012348108 27,308 716,945 X 123 627,375 89,570 ALBERTO CULVER CO CL B COMMON 013068101 22,583 510,582 X 123 364,587 4,600 141,395 ALBERTSONS INC COMMON 013104104 144 5,600 X 123 5,600 ALCAN INC COMMON 013716105 4 97 X 123 97 ALCOA INC COMMON 013817101 226 7,400 X 123 6,400 1,000 ALLEGHENY ENERGY INC COMMON 017361106 320 9,450 X 123 9,450 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 13,784 225,300 X 123 225,300 ALLERGAN INC COMMON 018490102 271 2,500 X 123 1,300 1,200 ALLETE INC COMMON 018522300 9,507 204,014 X 123 178,181 25,833 ALLIS-CHALMERS ENERGY INC COMMON 019645506 1,373 100,750 X 123 100,750 ALLOY INC COMMON 019855303 1,854 138,250 X 123 96,875 41,375 ALLSTATE CORP COMMON 020002101 47,387 909,371 X 123 789,042 1,150 119,179 ALLTEL CORP COMMON 020039103 306 4,719 X 123 4,719 ALPHA NATURAL RESOURCE COMMON 02076X102 9,816 424,200 X 123 379,075 45,125 ALPHA PRO TECH LTD COMMON 020772109 1 200 X 123 200 ALTIRIS INC COMMON 02148M100 1 25 X 123 25 ALTRIA GROUP INC COMMON 02209S103 29,007 409,353 X 123 351,150 58,203 AMBAC FINL GRP COMMON 023139108 15 185 X 123 185 AMCOL INTERNATIONAL CORP COMMON 02341W103 6,633 230,325 X 123 205,875 24,450 AMCOMP INC COMMON 02342J101 4,347 453,305 X 123 370,400 82,905 AMEREN CORPORATION COMMON 023608102 27 550 X 123 550 AMERICAN COMMERCIAL LINES INC COMMON 025195207 19,115 404,975 X 123 362,200 42,775 AMERICAN ECOLOGY CORP COMMON 025533407 5,653 277,375 X 123 231,000 46,375 AMERICAN ELEC PWR COMMON 025537101 54 1,580 X 123 180 1,400 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 17,076 1,190,775 X 123 1,064,850 125,925 AMERICAN EXPRESS CO COMMON 025816109 28,636 544,928 X 123 465,183 5,800 73,945 AMERICAN HOME INVT CORP COMMON 02660R107 109 3,500 X 123 3,500 AMERICAN INTL GRP COMMON 026874107 45,755 692,312 X 123 576,956 150 115,206 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 2,396 106,500 X 123 106,500 AMERICAN REPROGRAPHICS CO COMMON 029263100 3,208 92,475 X 123 92,475 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 2,622 28,075 X 123 28,075 AMERICAN STATES WATER CO COMMON 029899101 9,446 252,850 X 123 226,175 26,675 AMERICAN TOWER CORP CL A COMMON 029912201 4,402 145,175 X 123 145,175 AMERICAN TOWER CONV BOND CV BND 029912AR3 259 8,537 X 123 8,537 AMERUS GROUP CO COMMON 03072M108 9,226 153,150 X 123 136,800 16,350 AMERIPRISE FINANCIAL INC COMMON 03076C106 22,671 503,125 X 123 465,935 1,020 36,170 AMETEK INC COMMON 031100100 27,151 603,900 X 123 529,475 74,425 AMGEN INC COMMON 031162100 255,201 3,507,919 X 123 1,751,532 9,725 1,746,662 AMKOR TECH INC CVT CV BND 031652AH3 6,564 759,747 X 123 558,841 102,720 98,186 AMPHENOL CORP CL A COMMON 032095101 6,840 131,087 X 123 104,975 26,112 ANADARKO PETE CORP COMMON 032511107 761 7,529 X 123 5,489 2,040 ANAREN MICROWAVE INC COMMON 032744104 10,361 532,150 X 123 475,750 56,400 ANHEUSER BUSCH COMMON 035229103 1,268 29,647 X 123 27,688 1,959 ANIXTER INTERNATIONAL INC COMMON 035290105 15,102 316,075 X 123 282,625 33,450 ANNTAYLOR STORES CORP COMMON 036115103 18,091 491,750 X 123 491,750 ANTEON INTL CORP COMMON 03674E108 1,899 34,800 X 123 34,800 APACHE CORP COMMON 037411105 4,029 61,503 X 123 56,675 4,828 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 11,729 250,086 X 123 249,900 186 APPLE COMPUTER COMMON 037833100 421,884 6,726,460 X 123 3,244,474 34,725 3,447,261 APPLEBEES INTL INC COMMON 037899101 6,076 247,475 X 123 205,350 42,125 APPLIED MATERIALS COMMON 038222105 82 4,690 X 123 4,000 690 AQUANTIVE INC COMMON 03839G105 2,478 105,275 X 123 105,275 ARAMARK CORP-CL B COMMON 038521100 47,050 1,592,771 X 123 1,355,484 5,200 232,087 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 284 8,450 X 123 1,800 6,650 ARDEN REALTY INC COMMON 039793104 45 1,000 X 123 1,000 ARGONAUT GROUP INC COMMON 040157109 2,001 56,275 X 123 56,275 ARROW INTERNATIONAL INC COMMON 042764100 10,322 315,950 X 123 282,125 33,825 ARTHROCARE CORP COMMON 043136100 2,690 56,260 X 123 56,225 35 ASHLAND INC COMMON 044209104 28 400 X 123 400 ASK JEEVES INC COMMON 045174109 2 45 X 123 45 ASSOCIATED BANC CORP COMMON 045487105 5,894 173,466 X 123 171,651 1,815 ASSOCIATED ESTATES REALTY CP COMMON 045604105 15,750 1,400,000 X 123 1,400,000 ASSURANT INC COMMON 04621X108 8,642 175,480 X 123 140,075 35,405 AUTOMATIC DATA PROC COMMON 053015103 3,550 77,709 X 123 31,053 46,656 AUTOZONE INC COMMON 053332102 553 5,550 X 123 1,800 3,750 AVALONBAY COMMUNITIES INC COMMON 053484101 49 450 X 123 450 AVAYA INC COMMON 053499109 19,793 1,751,583 X 123 1,634,708 116,875 AVERY DENNISON CORP COMMON 053611109 44 745 X 123 745 AVID TECHNOLOGY INC COMMON 05367P100 10,679 245,725 X 123 219,875 25,850 AVNET INC COMMON 053807103 4,409 173,735 X 123 143,550 30,185 AVON PRODS COMMON 054303102 544 17,450 X 123 17,450 AXCELIS TECHNOLOGIES INC COMMON 054540109 59 X 123 59 BG GROUP PLC - SPON ADR ADR 055434203 277 4,425 X 123 4,425 BJ SERVICES CO COMMON 055482103 2,420 69,933 X 123 48,475 12,225 9,233 BJ WHOLESALE CLUB INC COMMON 05548J106 50 1,600 X 123 1,600 BOK FINANCIAL CORP COMMON 05561Q201 7,233 152,105 X 123 122,525 29,580 BP PLC ADR 055622104 14,037 203,608 X 123 39,483 5,740 158,385 MICHAEL BAKER CORP COMMON 057149106 4,072 143,725 X 123 128,775 14,950 BAKER HUGHES INC 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BEYOND INC COMMON 075896100 294 7,667 X 123 2,292 5,375 BELLSOUTH CORP COMMON 079860102 96,588 2,787,520 X 123 1,584,766 15,175 1,187,579 BEMIS CO COMMON 081437105 22 700 X 123 700 BERKLEY WR CORP COMMON 084423102 88 1,518 X 123 1,518 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 8,403 93 X 123 93 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 19,747 6,556 X 123 5,090 1,466 BEST BUY COMPANY COMMON 086516101 2,513 44,935 X 123 44,925 10 BIG LOTS INC COMMON 089302103 8,854 634,275 X 123 566,950 67,325 BIOMET INC COMMON 090613100 449 12,650 X 123 2,675 9,975 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 1,252 93,275 X 123 93,275 BIOMED REALTY TRUST INC COMMON 09063H107 18,509 624,450 X 123 558,575 65,875 BIOTECH HOLDRS TRUST COMMON 09067D201 19 100 X 123 100 BLACK & DECKER CORP COMMON 091797100 426 4,900 X 123 4,600 300 BLOACKBOARD INC COMMON 091935502 2,152 75,750 X 123 75,750 BLACKROCK INC COMMON 09247X101 154 1,100 X 123 1,100 H & R BLOCK INC COMMON 093671105 13 600 X 123 600 BLUELINX HOLDINGS INC COMMON 09624H109 1,054 65,850 X 123 55,175 10,675 BOB EVANS FARMS COMMON 096761101 14,695 494,625 X 123 442,225 52,400 BOEING CO COMMON 097023105 280 3,596 X 123 450 3,146 THE BON-TON STORES INC/ THE COMMON 09776J101 2,373 73,350 X 123 73,350 BONE CARE INTL COMMON 098072101 1 35 X 123 35 BORG WARNER INC COMMON 099724106 4,794 79,850 X 123 79,850 BOSTON SCIENTIFIC CORP COMMON 101137107 59 2,550 X 123 2,550 BRADY CORP CL A COMMON 104674106 225 6,000 X 123 6,000 BRANDYWINE RLTY TRUST COMMON 105368203 159 5,015 X 123 2,600 2,415 BRIGGS & STRATTON COMMON 109043109 154 4,354 X 123 4,354 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 3,110 80,290 X 123 80,250 40 BRISTOL MYERS SQUIBB COMMON 110122108 72,355 2,940,074 X 123 2,862,973 77,101 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 131,328 5,336,360 X 123 5,236,554 10,296 89,511 BRISTOW GROUP INC COMMON 110394103 19 600 X 123 600 BROADCOM CORP CL A COMMON 111320107 301,364 6,982,490 X 123 3,347,846 22,061 3,612,583 BROOKSTONE INC COMMON 114537103 1 61 X 123 61 BROWN FORMAN CORP CL A COMMON 115637100 2,792 35,676 X 123 35,676 BUCYRUS INTERNATIONAL INC COMMON 118759109 3,750 77,811 X 123 77,811 BURLINGTON NORTHN SANTA FE COMMON 12189T104 103,245 1,238,990 X 123 698,960 6,025 534,005 BURLINGTON RESOURCES INC COMMON 122014103 390 4,247 X 123 3,200 1,047 CBL & ASSOCIATES PROPERTIES COMMON 124830100 20,164 474,999 X 123 416,075 58,924 CBS CORP CL B COMMON 124857202 89 3,719 X 123 412 250 3,057 CBRL GROUP INC COMMON 12489V106 3,579 81,519 X 123 67,300 14,219 CB RICHARD ELLIS GROUP INC COMMON 12497T101 340,103 4,214,408 X 123 1,813,313 17,600 2,383,495 CEC ENTERTAINMENT INC COMMON 125137109 4,492 133,625 X 123 133,625 C.H. ROBINSON WORLDWIDE COMMON 12541W209 4,934 100,500 X 123 100,500 CIGNA CORP COMMON 125509109 10,532 80,632 X 123 80,632 CIT GROUP INC COMMON 125581108 37,655 703,575 X 123 654,325 49,250 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 9,094 702,212 X 123 597,309 104,903 CRA INTERNATIONAL INC COMMON 12618T105 3,159 64,120 X 123 64,075 45 CTS CORP COMMON 126501105 29 2,200 X 123 2,200 CUNO INC COMMON 126583103 2 21 X 123 21 CVB FINANCIAL CORP COMMON 126600105 8,202 479,646 X 123 479,646 CVS CORP COMMON 126650100 38,118 1,276,125 X 123 114,675 11,950 1,149,500 CA INC COMMON 12673P105 198 7,274 X 123 268 7,006 CADBURY SCHWEPPES PLC -SP ADR ADR 127209302 38 950 X 123 950 CALIFORNIA WATER SERVICE CORP COMMON 130788102 81 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 59 3,000 X 123 3,000 CAMDEN PROPERTY TRUST COMMON 133131102 11,798 163,750 X 123 142,350 21,400 CANADIAN OIL SANDS TRUST COMMON 13642L100 63 440 X 123 440 CAPITAL CORP OF THE WEST COMMON 140065202 10,016 272,756 X 123 225,056 47,700 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COMFORT SYSTEMS USA INC COMMON 199908104 6,081 450,435 X 123 370,200 80,235 COMCAST CORP CL A COMMON 20030N101 18,590 710,628 X 123 668,778 41,850 COMCAST CORP CL A SPL COMMON 20030N200 604 23,130 X 123 8,280 14,850 COMERICA INC COMMON 200340107 432 7,450 X 123 7,450 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 9,203 479,075 X 123 428,725 50,350 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 6,024 174,875 X 123 156,850 18,025 COMMSCOPE INC COMMON 203372107 23,133 810,275 X 123 724,125 86,150 COMMUNITY BANCORP COMMON 20343T100 5,455 176,125 X 123 176,125 CIA VALE DO RIO - ADR ADR 204412209 8,885 183,075 X 123 175,200 6,575 1,300 COMPASS BANCSHARES INC COMMON 20449H109 229 4,525 X 123 4,525 COMPUCREDIT CORP COMMON 20478N100 18 500 X 123 500 COMPUTER PROGRAMS & SYSTEMS COMMON 205306103 2,514 50,275 X 123 50,275 COMPUWARE CORP COMMON 205638109 6 750 X 123 750 CONAGRA INC COMMON 205887102 54,103 2,521,100 X 1236 2,510,200 10,900 CONOCOPHILLIPS COMMON 20825C104 28,337 448,719 X 123 313,682 3,980 131,057 CONOR MEDSYSTEMS INC COMMON 208264101 3,255 110,725 X 123 110,725 CONSTELLATION ENERGY GROUP COMMON 210371100 148 2,700 X 123 300 2,400 CONTINENTAL AIRLINES CL B COMMON 210795308 331 12,300 X 123 12,300 CONTINENTAL AIRLINES INC CVT CV BND 210795PJ3 21,117 785,000 X 123 631,250 12,500 141,250 CONVERGYS CORP COMMON 212485106 66 3,650 X 123 3,650 CORE MARK HOLDING CO INC COMMON 218681104 15 400 X 123 400 CORNING INC COMMON 219350105 447,316 16,622,678 X 123 8,088,676 160,933 8,373,069 CORPORATE EXECUTIVE BOARD COMMON 21988R102 8,553 84,770 X 123 84,750 20 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 20,226 442,200 X 123 395,200 47,000 COSTCO WHOLESALE CORP COMMON 22160K105 54 1,000 X 123 1,000 COSTAR GROUP INC COMMON 22160N109 3 50 X 123 50 COUNTRYWIDE FINANCIAL COMMON 222372104 218 5,950 X 123 5,950 COVENTRY HEALTH CARE INC COMMON 222862104 9,581 177,500 X 123 177,500 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 1 14 X 123 14 CUBIST PHARMACEUTICALS INC COMMON 229678107 1,243 54,100 X 123 54,100 CUMMINS CAPITAL TRUST CVT PFD CV PFD 231029307 45,092 429,044 X 123 393,279 15,779 19,986 CYTEC INDS COMMON 232820100 23,880 397,932 X 123 348,367 49,565 DPL INC COMMON 233293109 120 4,450 X 123 4,450 DRS TECHNOLOGIES INC COMMON 23330X100 2 37 X 123 37 DST SYSTEMS COMMON 233326107 72 1,250 X 123 1,250 DSP GROUP INC COMMON 23332B106 18,442 635,700 X 123 568,225 67,475 DTE ENERGY CO COMMON 233331107 60 1,500 X 123 1,500 DWS STRATEGIC INCOME TRUST Closed E 23338N104 28 2,000 X 123 2,000 DAKTRONICS INC COMMON 234264109 4,175 114,375 X 123 80,975 33,400 DANAHER CORP COMMON 235851102 30,807 484,766 X 123 331,923 4,225 148,618 DARDEN RESTAURANTS INC COMMON 237194105 880 21,450 X 123 6,900 14,550 DAVITA INC COMMON 23918K108 176,633 2,933,617 X 123 1,319,988 10,775 1,602,854 DEARBORN BANCORP INC COMMON 24242R108 3,123 138,781 X 123 114,807 23,974 DEERE & CO COMMON 244199105 690 8,725 X 123 8,725 DELL INC COMMON 24702R101 942 31,646 X 123 13,045 300 18,301 DELPHI FINANCIAL GROUP CL A COMMON 247131105 20,696 400,855 X 123 332,021 68,834 DENBURY RESOURCES INC COMMON 247916208 19,096 602,975 X 123 550,750 52,225 DEVELOPERS DIVERS REALTY COMMON 251591103 29,250 534,240 X 1236 470,975 1,425 61,840 DEVON ENERGY CORP COMMON 25179M103 25,897 423,358 X 123 311,581 4,050 107,727 DEVON ENERGY CVT CV BND 25179MAA1 21,090 363,804 X 123 357,274 6,530 DEVON ENERGY CVT CV BND 25179MAB9 24,795 427,721 X 123 417,926 9,795 DIEBOLD INC COMMON 253651103 70 1,700 X 123 1,700 DIGIRAD CORP COMMON 253827109 80 X 123 80 DIGITAL INSIGHT COMMON 25385P106 3,486 95,775 X 123 95,775 DIGITAS INC COMMON 25388K104 12,408 861,639 X 123 769,692 91,947 DIODES INC COMMON 254543101 12,512 301,483 X 123 269,246 32,237 DIRECTED ELECTRONICS INC COMMON 254575103 4,327 258,325 X 123 258,325 THE DIRECTV GROUP INC COMMON 25459L106 50,814 3,098,389 X 123 2,675,200 3,250 419,939 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 607 40,590 X 123 36,336 4,255 DODGE & COX INTL STOCK FUND Closed E 256206103 34 870 X 123 870 DOLLAR TREE STORES INC COMMON 256747106 10,343 373,810 X 123 354,275 19,535 DOMINION RESOURCES BLACK WARRI COMMON 25746Q108 333 8,400 X 123 400 8,000 DOMINION RES INC VA COMMON 25746U109 3,069 44,457 X 123 26,419 2,075 15,963 DONEGAL GROUP INC CL A COMMON 257701201 168 6,433 X 123 6,433 RR DONNELLEY & SONS CO COMMON 257867101 59 1,800 X 123 900 900 DOVER CORP COMMON 260003108 30,451 627,070 X 123 462,544 5,600 158,926 DOW CHEMICAL COMMON 260543103 1,821 44,844 X 123 19,874 4,650 20,320 DRIL-QUIP COMMON 262037104 5,186 73,200 X 123 73,200 DUPONT E I COMMON 263534109 1,802 42,692 X 123 8,626 2,200 31,866 DUKE ENERGY CORP COMMON 264399106 8,248 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 14 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 38 500 X 123 500 DURA AUTOMOTIVE SYSTEMS INC COMMON 265903104 4 1,500 X 123 1,500 EGL INC COMMON 268484102 2 45 X 123 45 EMC CORP COMMON 268648102 31,170 2,286,872 X 123 512,063 23,531 1,751,278 EOG RESOURCES INC COMMON 26875P101 108,268 1,503,720 X 123 752,078 3,200 748,442 EPIX MEDICAL INC CVT CV BND 26881QAB7 3,163 903,595 X 123 772,154 41,653 89,788 E*TRADE GROUP INC COMMON 269246104 9,214 341,500 X 123 341,500 EV3 INC COMMON 26928A200 2,165 122,275 X 123 122,275 EAGLE MATERIALS INC COMMON 26969P108 9,404 147,496 X 123 129,475 18,021 EAST WEST BANCORP INC COMMON 27579R104 25,877 671,270 X 123 597,150 74,120 EASTMAN CHEMICAL CO COMMON 277432100 8 150 X 123 150 EATON CORP COMMON 278058102 161 2,200 X 123 600 1,600 EATON VANCE T/A GLOBAL DIV INC Closed E 27828S101 70 3,250 X 123 2,650 600 EBAY INC COMMON 278642103 246,382 6,307,788 X 123 3,111,974 13,375 3,182,439 ECHOSTAR COMM CONV CV BND 278762AG4 172 5,775 X 123 5,775 ECOLAB INC COMMON 278865100 34,070 891,894 X 123 372,383 8,275 511,236 EDISON INTERNATIONAL COMMON 281020107 32,518 789,650 X 123 68,500 7,400 713,750 EDUCATE INC COMMON 28138P100 1 75 X 123 75 EDWARDS (A.G.) INC COMMON 281760108 26 520 X 123 520 EDWARDS LIFESCIENCES CORP COMMON 28176E108 10 240 X 123 70 170 EDUCATIONAL SERVICES INTERNATI COMMON 281902106 100 X 123 100 EL PASO CORPORATION COMMON 28336L109 280 23,250 X 123 23,250 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 4,345 360,540 X 123 286,604 601 73,334 ELECTRO RENT CORP COMMON 285218103 6,450 379,425 X 123 339,950 39,475 ELECTRONICS FOR IMAGING COMMON 286082102 16,029 573,075 X 123 512,075 61,000 EMAGEON INC COMMON 29076V109 1,256 73,950 X 123 73,950 EMBRAER AIRCRAFT CORP -SP ADR ADR 29081M102 4 100 X 123 100 EMERSON ELEC COMMON 291011104 293,609 3,510,812 X 123 1,608,264 15,400 1,887,148 ENERGY EAST CORP COMMON 29266M109 141 5,816 X 123 5,816 ENERGY PARTNERS LTD COMMON 29270U105 11,358 481,675 X 123 430,450 51,225 BEO ENHANCED S&P COVERED CALL Closed E 29332W107 41 2,300 X 123 2,300 ENTEGRIS INC COMMON 29362U104 11,885 1,116,975 X 123 999,075 117,900 ENTERGY CORP NEW COMMON 29364G103 31,722 460,146 X 123 429,296 30,850 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 2,891 315,650 X 123 315,650 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 8,384 1,035,032 X 123 889,218 29,656 116,159 EQUIFAX INC COMMON 294429105 45 1,200 X 123 1,200 EQUITY OFFICE PROPERTIES TR COMMON 294741103 87 2,594 X 123 2,594 EQUITY RESIDENTIAL COMMON 29476L107 21,551 460,600 X 123 460,600 ESCO TECHNOLOGIES COMMON 296315104 7,428 146,650 X 123 131,400 15,250 ESSEX CORP COMMON 296744105 2,614 118,700 X 123 118,700 EXCEL TECHNOLOGY INC COMMON 30067T103 13,046 442,675 X 123 395,650 47,025 EXELON CORP COMMON 30161N101 78,639 1,486,561 X 123 489,566 9,650 987,345 EXFO ELECTRO OPITCAL ENGINEERI COMMON 302043104 1,252 159,125 X 123 159,125 EXPEDITORS INTL WASH INC COMMON 302130109 26,224 303,550 X 123 121,925 181,625 EXPONENT INC COMMON 30214U102 4,593 145,128 X 123 119,475 25,653 EXPRESS SCRIPTS INC CL A COMMON 302182100 205,658 2,339,676 X 123 1,129,389 4,750 1,205,537 EXXON MOBIL CORP COMMON 30231G102 203,740 3,347,683 X 123 1,490,751 31,900 1,825,032 FMC CORP NEW COMMON 302491303 8,573 138,325 X 123 123,850 14,475 FMC TECHNOLOGIES INC COMMON 30249U101 29,105 568,227 X 123 501,100 67,127 FPL GROUP INC COMMON 302571104 411 10,231 X 123 9,643 588 FTD GROUP INC COMMON 30267U108 4,199 433,325 X 123 387,400 45,925 FX ENERGY INC COMMON 302695101 16 3,000 X 123 3,000 FTI CONSULTING INC COMMON 302941109 5,195 182,085 X 123 146,500 35,585 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 14,260 747,775 X 123 668,175 79,600 FAIRMONT HOTELS & RESORTS COMMON 305204109 6,144 137,450 X 123 137,450 FAMOUS DAVES OF AMERICA COMMON 307068106 2,135 163,450 X 123 114,825 48,625 FREDDIE MAC COMMON 313400301 662 10,850 X 123 10,045 805 FANNIE MAE COMMON 313586109 1,740 33,843 X 123 11,300 22,543 FEDERAL RESOURCES CORP COMMON 313765109 200 X 123 200 FEDERATED DEPT STORES COMMON 31410H101 86,633 1,186,753 X 123 622,890 7,400 556,463 FEDEX CORP COMMON 31428X106 25 225 X 123 225 FELCOR LODGING CONV PFD CV PFD 31430F200 3,122 147,986 X 123 132,869 15,116 F5 NETWORKS INC COMMON 315616102 4,196 57,880 X 123 57,825 55 FIDELITY NATIONAL INFORMATION COMMON 31620M106 7,196 177,458 X 123 144,950 32,508 FIDELITY NATIONAL CL A COMMON 31620R105 7 X 123 7 FIDELITY NATIONAL FINANCIAL IN COMMON 316326107 2 45 X 123 45 FIFTH THIRD BANCORP COMMON 316773100 153 3,877 X 123 3,877 FINANSBANK AS-GDR Global D 31770N409 440 15,380 X 123 15,380 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 15,057 753,225 X 123 673,425 79,800 FIRST DATA CORP COMMON 319963104 16,361 349,451 X 123 242,354 1,900 105,197 FIRST DEFIANCE FINL CORP COMMON 32006W106 13 500 X 123 500 FIRST HORIZON NATIONAL CORP COMMON 320517105 800 19,200 X 123 12,300 6,900 FIRST HORIZON PHARMACEUTICAL C COMMON 32051K106 2 70 X 123 70 FIRST MIDWEST BANCORP INC COMMON 320867104 18,019 492,725 X 123 440,125 52,600 FIRST POTOMAC REALTY TRUST COMMON 33610F109 14,876 526,600 X 123 489,275 37,325 FIRST STATE BANCORPORATION COMMON 336453105 5,588 210,400 X 123 188,050 22,350 FISERV INC COMMON 337738108 3,597 84,528 X 123 1,300 83,228 FIRSTFED FINL CORP COMMON 337907109 2,663 44,525 X 123 44,525 FLEETWOOD COMMON 339099103 12,233 1,095,175 X 123 1,095,175 FLORIDA ROCK INDS COMMON 341140101 104 1,850 X 123 1,850 FLUOR CORP NEW COMMON 343412102 686 8,000 X 123 8,000 FLOW INTL CORP COMMON 343468104 2,271 172,400 X 123 172,400 FOREST LABS COMMON 345838106 36 800 X 123 400 400 FORMFACTOR INC COMMON 346375108 3 75 X 123 75 FORTUNE BRANDS INC COMMON 349631101 24,004 297,700 X 123 297,700 FOSSIL INC COMMON 349882100 6,368 342,750 X 123 306,575 36,175 FOUNDRY NETWORKS INC COMMON 35063R100 3,289 181,125 X 123 181,125 FRANKLIN RESOURCES COMMON 354613101 258,676 2,744,867 X 123 1,212,187 11,100 1,521,580 FRANKLIN STREET PROPERTIES COR COMMON 35471R106 525 24,800 X 123 24,800 FREIGHTCAR AMERICA INC COMMON 357023100 2,061 32,400 X 123 32,400 GFI GROUP INC COMMON 361652209 2,362 45,500 X 123 45,500 GALLAGHER A J COMMON 363576109 11 400 X 123 400 GALLAHER GROUP PLC ADR ADR 363595109 23 400 X 123 400 GAMESTOP CORP COMMON 36467W109 16,635 352,875 X 123 352,875 GANNETT CO COMMON 364730101 893 14,900 X 123 6,950 7,950 GAP INC COMMON 364760108 13,298 711,872 X 123 63,050 6,800 642,022 GENENTECH INC COMMON 368710406 296,929 3,513,531 X 123 1,534,087 13,925 1,965,519 GENERAL CABLE CORP COMMON 369300108 14,200 468,175 X 123 418,625 49,550 GEN DYNAMICS COMMON 369550108 324 5,065 X 123 5,050 15 GENERAL ELECTRIC COMMON 369604103 90,385 2,598,757 X 123 789,997 29,671 1,779,089 GEN MILLS COMMON 370334104 1,721 33,963 X 123 17,030 16,933 GENESEE & WYOMING INC-CL A COMMON 371559105 16,865 549,719 X 123 491,614 58,105 GENTEX CORP COMMON 371901109 98 5,600 X 123 5,600 GENWORTH FINANCIAL INC-L A COMMON 37247D106 58,815 1,759,350 X 123 169,675 16,500 1,573,175 GENZYME CORP -GENL DIVISION COMMON 372917104 141 2,104 X 123 2,104 GETTY IMAGES INC COMMON 374276103 142,431 1,902,122 X 123 827,541 8,775 1,065,806 GILEAD SCIENCES INC COMMON 375558103 187,848 3,019,096 X 123 1,362,392 10,825 1,645,879 GILDAN ACTIVEWEAR -A COMMON 375916103 7,615 160,250 X 123 160,250 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,914 36,593 X 123 23,855 12,738 GOLDEN WEST FINL COMMON 381317106 3,484 51,304 X 123 51,304 GOLDMAN SACHS GROUP COMMON 38141G104 516,271 3,289,187 X 123 1,439,010 13,775 1,836,402 GOODRICH COMMON 382388106 106 2,425 X 123 2,425 GOODRICH PETROLEUM CORP COMMON 382410405 176 6,500 X 123 6,500 GOOGLE INC-CL A COMMON 38259P508 210,665 540,167 X 123 254,930 1,050 284,187 GRAINGER W W COMMON 384802104 181 2,400 X 123 2,400 GRANT PRIDECO INC COMMON 38821G101 118 2,757 X 123 2,757 GREENBRIER COMPANIES INC COMMON 393657101 10,236 255,575 X 123 228,525 27,050 GREENHILL & CO INC COMMON 395259104 3,724 56,325 X 123 56,325 GRIFFON CORPORATION COMMON 398433102 16,008 644,425 X 123 576,275 68,150 GRUPO TELEVISA SA SPON ADR ADR 40049J206 14,634 735,375 X 123 735,375 GUESS INC COMMON 401617105 1,741 44,525 X 123 44,525 GUIDANT CORP COMMON 401698105 2,904 37,202 X 123 19,898 375 16,929 GUITAR CENTER INC COMMON 402040109 1,662 34,845 X 123 34,825 20 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 29 1,521 X 123 1,521 HSBC HOLDINGS PLC -SP ADR ADR 404280406 162 1,935 X 123 802 1,133 HALLIBURTON CO COMMON 406216101 68,570 939,055 X 123 537,750 3,775 397,530 HANSEN NATURAL CORP COMMON 411310105 9,841 78,075 X 123 78,075 HARMAN INTL COMMON 413086109 42 375 X 123 300 75 HARRIS CORP COMMON 413875105 35,865 758,403 X 123 579,622 6,550 172,231 HARSCO CORP COMMON 415864107 10,586 128,125 X 123 128,125 HARTE HANKS INC COMMON 416196103 18,260 667,650 X 123 596,375 71,275 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,282 15,919 X 123 3,869 12,050 HEALTH CARE PPTYS INV COMMON 421915109 1,620 57,025 X 123 37,800 1,000 18,225 HEADWATERS INC COMMON 42210P102 2 45 X 123 45 HEALTHEXTRAS INC COMMON 422211102 2,293 64,955 X 123 64,825 130 HEALTH NET INC COMMON 42222G108 3,560 70,050 X 123 70,050 HEALTHSPRING INC COMMON 42224N101 10,594 569,250 X 123 508,850 60,400 HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 2,650 106,975 X 123 106,975 HEIDRICK & STUGGLES INTL COMMON 422819102 2 50 X 123 50 HEINZ H J COMMON 423074103 114 3,000 X 123 3,000 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 18,015 475,340 X 123 423,750 51,590 HERCULES COMMON 427056106 1 50 X 123 50 THE HERSHEY CO COMMON 427866108 300 5,750 X 123 5,750 HEWLETT PACKARD COMMON 428236103 349,763 10,631,095 X 123 4,306,028 47,074 6,277,993 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 27,980 4,512,825 X 123 4,447,425 65,400 HILTON HOTELS COMMON 432848109 17,595 691,075 X 123 691,075 HOLOGIC INC COMMON 436440101 2,491 45,000 X 123 45,000 HOME DEPOT COMMON 437076102 229,197 5,418,379 X 123 2,693,529 11,725 2,713,125 HOME PROPERTIES INC COMMON 437306103 51 1,000 X 123 1,000 HONEYWELL INTERNATIONAL INC COMMON 438516106 41,800 977,317 X 123 838,745 700 137,872 HOSPIRA INC COMMON 441060100 227 5,759 X 123 3,955 1,804 HOST MARRIOTT CORP COMMON 44107P104 11,847 553,606 X 123 529,166 24,440 HUBBELL INC CL B COMMON 443510201 31 600 X 123 600 HUDSON CITY BANCORP INC COMMON 443683107 121 9,075 X 123 9,075 HUMANA COMMON 444859102 185,251 3,518,539 X 123 1,659,590 7,000 1,851,949 HUMAN GENOME SCIENCE COMMON 444903108 3 300 X 123 300 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 5,562 511,696 X 123 473,178 29,240 9,278 HUNTSMAN CORP COMMON 447011107 2,895 150,015 X 123 124,425 25,590 HURON CONSULTING GROUP INC COMMON 447462102 1 45 X 123 45 HUTCHINSON TECH COMMON 448407106 5,765 191,100 X 123 170,725 20,375 HUTCHISON TELECOMMUNICAT-ADR ADR 44841T107 2,207 85,000 X 123 85,000 HYPERION SOLUTIONS CORP COMMON 44914M104 11,229 344,458 X 123 312,484 31,974 IMS HEALTH INC COMMON 449934108 28 1,073 X 123 1,073 IBERIABANK CORP COMMON 450828108 16,853 297,920 X 123 266,290 31,630 ITT INDS INC COMMON 450911102 553 9,840 X 123 9,840 ICONIX BRAND GROUP INC COMMON 451055107 6 419 X 123 419 IDEX CORP COMMON 45167R104 21,973 421,185 X 123 381,085 40,100 ILLINOIS TOOL WORKS INC COMMON 452308109 991 10,288 X 123 4,716 5,572 IMATION CORP COMMON 45245A107 10,995 256,225 X 123 229,125 27,100 INCYTE PHARMACEUTICALS INC COMMON 45337C102 40 X 123 40 INCYTE CORP CVT CV BND 45337CAE2 9,090 1,510,006 X 123 1,186,433 8,914 314,659 INDEPENDENT BANK CORP MICH COMMON 453838104 12,543 440,892 X 123 411,272 29,620 INFORMATICA CORP COMMON 45666Q102 3,321 213,550 X 123 213,550 INFOSPACE INC COMMON 45678T201 1 45 X 123 45 ING GROEP NV SPON ADR ADR 456837103 4 100 X 123 100 INGRAM MICO INC CL A COMMON 457153104 3,628 181,420 X 123 150,000 31,420 INHALE THERAPEUT CONV CV BND 457191AH7 13,716 673,009 X 123 594,432 32,105 46,473 INPUT/OUTPUT INC COMMON 457652105 1 100 X 123 100 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 10,016 376,550 X 123 336,525 40,025 INTEGRATED DEVICE TECH INC COMMON 458118106 8,005 538,675 X 123 481,325 57,350 INTEL CORP COMMON 458140100 9,040 467,195 X 123 177,439 289,756 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,889 56,325 X 123 56,325 INTERFACE INC COMMON 458665106 14,163 1,025,545 X 123 963,361 62,184 INTERMAGNETICS GENERAL CORP COMMON 458771102 10,238 408,721 X 123 365,709 43,012 IBM COMMON 459200101 4,005 48,560 X 123 38,147 10,413 INTL FLAV & FRAG COMMON 459506101 36 1,050 X 123 1,050 INTL GAME TECH COMMON 459902102 41 1,150 X 123 800 350 INTL PAPER COMMON 460146103 300 8,667 X 123 3,867 4,800 INTERNATIONAL SECURITIES EXCHA COMMON 46031W204 1,638 39,325 X 123 39,325 INTERPUBLIC GROUP COS INC COMMON 460690100 23 X 123 23 INTRAWEST CORP COMMON 460915200 4,947 144,700 X 123 144,700 INTUITIVE SURGICAL INC COMMON 46120E602 124,472 1,054,848 X 123 468,821 1,925 584,102 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 18,854 378,600 X 123 172,100 206,500 INVITROGEN CORP CV BND 46185RAK6 5,155 73,511 X 123 62,485 980 10,047 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 134 2,856 X 123 2,856 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 11,816 619,275 X 123 548,625 70,650 IPAYMENT INC COMMON 46262E105 1 35 X 123 35 IRONSTONE GROUP INC COMMON 463228205 2 X 123 2 ETF ISHARES DOW JONES COMMON 464287168 31 500 X 123 500 IVAX CORP CVT CV BND 465823AG7 16,728 515,637 X 123 392,853 10,456 112,328 J & J SNACK FOODS CORP COMMON 466032109 9,886 294,313 X 123 261,657 32,656 JDS UNIPHASE CORP COMMON 46612J101 3 800 X 123 800 JLG INDUSTRIES INC COMMON 466210101 13,697 444,850 X 123 141,500 303,350 JP MORGAN CHASE & CO COMMON 46625H100 47,483 1,140,317 X 123 1,045,642 94,675 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 2,309 49,125 X 123 49,125 JABIL CIRCUIT INC COMMON 466313103 171 4,000 X 123 4,000 JAKKS PACIFIC INC COMMON 47012E106 1 45 X 123 45 JAMDAT MOBILE INC COMMON 47023T100 1 20 X 123 20 JARDEN CORP COMMON 471109108 10,096 307,325 X 123 307,325 JEFFERSON PILOT COMMON 475070108 246 4,400 X 123 4,400 JOHNSON & JOHNSON COMMON 478160104 11,274 190,370 X 123 100,320 6,775 83,275 JOHNSON CONTROLS COMMON 478366107 11,201 147,515 X 123 147,115 400 JONES LANG LASALLE INC COMMON 48020Q107 15,070 196,892 X 123 86,925 109,967 JOY GLOBAL INC COMMON 481165108 200,339 3,351,831 X 123 1,607,441 6,425 1,737,965 JUNIPER NETWORKS COMMON 48203R104 47 2,435 X 123 2,435 JUPITERMEDIA CORP COMMON 48207D101 1 60 X 123 60 KFX INC COMMON 48245L107 189 10,400 X 123 10,400 KLA-TENCOR CORPORATION COMMON 482480100 99 2,050 X 123 2,050 KMG AMERICA CORP COMMON 482563103 6,908 806,975 X 123 723,275 83,700 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,172 46,575 X 123 46,575 KANA SOFTWARE INC COMMON 483600300 1 X 123 1 KB HOME CORP COMMON 48666K109 2 30 X 123 30 KEITHLEY INSTRUMENTS INC COMMON 487584104 7,892 513,825 X 123 457,800 56,025 KELLOGG CO COMMON 487836108 284 6,450 X 123 3,700 2,750 KELLWOOD CO CV BND 488044AF5 12,944 412,355 X 123 388,644 4,686 19,025 KERR MCGEE COMMON 492386107 143 1,500 X 123 1,500 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,535 80,325 X 123 80,325 KEY ENERGY SERVICES INC COMMON 492914106 280 18,350 X 123 18,350 KEYCORP (NEW) COMMON 493267108 343 9,318 X 123 7,318 2,000 KEYSPAN ENERGY COMMON 49337W100 172 4,200 X 123 4,200 KIMBERLY CLARK COMMON 494368103 1,434 24,805 X 123 5,220 19,585 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 48 1,000 X 123 1,000 KINDER MORGAN INC COMMON 49455P101 547 5,950 X 123 3,750 2,200 KINETIC CONCEPTS INC COMMON 49460W208 2,094 50,861 X 123 38,900 100 11,861 KIRBY CORP COMMON 497266106 237 3,475 X 123 3,475 KITE REALTY GROUP TRUST COMMON 49803T102 14,608 915,850 X 123 818,875 96,975 KNOLL INC COMMON 498904200 12,347 579,125 X 123 579,125 KNIGHT RIDDER INC COMMON 499040103 95 1,500 X 123 1,500 KOHLS CORP COMMON 500255104 2,078 39,205 X 123 6,850 100 32,255 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 77 2,274 X 123 2,265 9 KOPIN CORP COMMON 500600101 35 7,000 X 123 7,000 KRAFT FOODS INC COMMON 50075N104 346 11,400 X 123 11,400 KROGER COMMON 501044101 20 1,000 X 123 1,000 KULICKE & SOFFA CV BND 501242AL5 17,834 1,869,405 X 123 1,585,096 67,634 216,675 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 3,336 349,656 X 123 321,231 5,062 23,362 LSI LOCIC CVT CV BND 502161AG7 2,524 218,309 X 123 125,290 93,019 L-3 COMMUNICATIONS CORP COMMON 502424104 13 150 X 123 150 LABOR READY INC COMMON 505401208 2,402 100,275 X 123 100,275 LADISH COMPANY INC COMMON 505754200 8,052 277,950 X 123 248,500 29,450 LAIDLAW INTL COMMON 50730R102 29,660 1,090,435 X 123 955,350 135,085 LAMAR ADVERTISING CO COMMON 512815101 3,491 66,350 X 123 66,350 LANDSTAR SYSTEM INC COMMON 515098101 5,641 127,850 X 123 127,850 LASALLE HOTEL PROPERTIES COMMON 517942108 17,629 429,975 X 123 385,450 44,525 ESTEE LAUDER COS CL A COMMON 518439104 13 350 X 123 350 LAUREATE EDUCATION INC COMMON 518613104 3,267 61,200 X 123 61,200 LEAP WIRELESS INTL INC COMMON 521863308 3,268 74,975 X 123 74,975 LEGGETT & PLATT INC COMMON 524660107 3,465 142,175 X 123 61,325 1,600 79,250 LEGG MASON INC COMMON 524901105 459,121 3,663,294 X 123 1,572,960 15,761 2,074,573 LEHMAN BROS HOLDING INC COMMON 524908100 510,285 3,530,650 X 123 1,567,795 12,150 1,950,705 LENNOX INTERNATIONAL INC COMMON 526107107 7,902 264,625 X 123 236,375 28,250 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565105103 7,135 508,900 X 123 447,275 61,625 MARATHON OIL CORP COMMON 565849106 442 5,800 X 123 5,800 MARINEMAX INC COMMON 567908108 19,923 594,375 X 123 594,375 MARLIN BUSINESS SERVICES INC COMMON 571157106 2 70 X 123 70 MARSH & MCLENNAN COMMON 571748102 942 32,086 X 123 4,445 27,641 MARSHALL & ILSLEY COMMON 571834100 2,068 47,455 X 123 18,208 2,000 27,247 MARRIOTT INTERNATIONAL COMMON 571903202 42,075 613,335 X 123 541,820 600 70,915 MARTEK BIOSCIENCES CORP COMMON 572901106 1 20 X 123 20 MARTEN TRANSPORT LTD COMMON 573075108 7,105 392,737 X 123 361,637 31,100 MARTIN MARIETTA MATERIALS COMMON 573284106 107 1,000 X 123 1,000 MASCO CORP COMMON 574599106 2,351 72,375 X 123 20,900 51,475 MASSEY ENERGY CO COMMON 576206106 300 8,325 X 123 8,325 MATRIA HEALTHCARE INC COMMON 576817209 2,510 66,123 X 123 66,123 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 10,947 294,678 X 123 193,174 3,450 98,054 MAYTAG CORP COMMON 578592107 3,529 165,450 X 123 165,450 MCAFEE INC COMMON 579064106 28,314 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328,525 38,900 MINE SAFETY APPLIANCES CO COMMON 602720104 76 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 3,797 65,000 X 123 58,000 7,000 MIRANT CORP COMMON 60467R100 394 15,750 X 123 10,950 4,800 MOBILE MINI INC COMMON 60740F105 3,189 103,125 X 123 103,125 MOLSON COORS BREWING CO COMMON 60871R209 36,440 531,042 X 123 463,475 525 67,042 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 31 1,000 X 123 1,000 MONSANTO CO NEW COMMON 61166W101 68 800 X 123 800 MONSTER WORLDWIDE INC COMMON 611742107 303,914 6,095,339 X 123 2,636,974 23,400 3,434,965 MOODYS CORP COMMON 615369105 421,331 5,896,035 X 123 2,630,008 24,750 3,241,277 MOOG INC CL A COMMON 615394202 13,041 367,450 X 123 328,600 38,850 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 208 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY COMMON 617446448 39,470 628,300 X 123 570,975 57,325 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,921 472,680 X 123 472,680 MSDW GOVT INCOME TRUST Closed E 61745P106 97 11,200 X 123 11,200 MORGAN STANLEY MUNI PREM INC COMMON 61745P429 9 1,000 X 123 1,000 MORGANS HOTEL GROUP COMMON 61748W108 7,269 411,625 X 123 411,625 MORNINGSTAR INC COMMON 617700109 269 6,000 X 123 6,000 MORTONS RESTAURANT GROUP COMMON 619430101 6,225 358,150 X 123 320,500 37,650 MOTOROLA INC COMMON 620076109 256,008 11,174,506 X 123 5,299,027 45,450 5,830,029 MOVADO CORP INC COMMON 624580106 4,883 211,575 X 123 148,275 63,300 MUNIYIELD INSURED FUND INC Closed E 62630E107 6 X 123 6 MYLAN LABS COMMON 628530107 290 12,412 X 123 12,412 NCR CORP COMMON 62886E108 178 4,250 X 123 4,250 NII HOLDINGS INC COMMON 62913F201 8,442 143,150 X 123 143,150 NRG ENERGY INC COMMON 629377508 23,264 514,462 X 123 469,950 44,512 NRG ENERGY CONV INC 144A CV PFD 629377607 226 5,000 X 123 5,000 NUCO2 INC COMMON 629428103 3,380 106,500 X 123 106,500 NYSE GROUP INC COMMON 62949W103 17,348 218,900 X 123 42,000 176,900 NASDAQ STOCK MARKET INC COMMON 631103108 11,775 294,075 X 123 80,500 213,575 NATIONAL CITY CORP COMMON 635405103 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NEW JERSEY RESOURCES COMMON 646025106 91 2,000 X 123 2,000 NEWCASTLE INVESTMENT CORP COMMON 65105M108 10,340 432,275 X 123 387,575 44,700 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 23,778 943,959 X 123 832,337 42,863 68,759 NEWFIELD EXPLORATION CO COMMON 651290108 155 3,700 X 123 3,700 NEWMONT MNG COMMON 651639106 400 7,700 X 123 7,700 NEWS CORP INC-CL A COMMON 65248E104 26,832 1,615,421 X 123 1,528,295 87,126 NEWS CORP INC-CL B WHEN ISS COMMON 65248E203 35 2,000 X 123 2,000 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,795 91,325 X 123 85,075 6,250 NISOURCE INC COMMON 65473P105 65 3,200 X 123 3,200 NOKIA CORP SPON ADR A ADR 654902204 1,959 94,557 X 123 79,507 15,050 NOBLE ENERGY INC COMMON 655044105 330 7,525 X 123 7,525 NORDSON CORP COMMON 655663102 12,944 259,600 X 123 231,950 27,650 NORDSTROM INC COMMON 655664100 233,493 5,959,499 X 123 2,308,036 29,850 3,621,613 NORFOLK SOUTHN CORP COMMON 655844108 14,517 268,480 X 123 43,130 225,350 NORTEL NETWORKS CONV CV BND 656568AB8 28,633 9,387,900 X 123 6,606,900 555,000 2,226,000 NORTH FORK BANCORP COMMON 659424105 37 1,300 X 123 1,300 NORTHERN TR CORP COMMON 665859104 2,601 49,550 X 123 49,550 NORTHROP GRUMMAN CORP COMMON 666807102 63,565 930,805 X 123 451,375 4,475 474,955 NORTHWEST NATURAL GAS CO COMMON 667655104 21 600 X 123 600 NORTHWESTERN CORP COMMON 668074305 18,278 586,950 X 123 525,200 61,750 NOVA CHEMICALS CORP COMMON 66977W109 3 104 X 123 104 NOVAMED INC COMMON 66986W108 1,668 234,975 X 123 234,975 NOVARTIS AG SPON ADR ADR 66987V109 51 925 X 123 925 NSTAR COMMON 67019E107 229 8,000 X 123 8,000 NUCOR CORP COMMON 670346105 13,924 132,875 X 123 11,525 1,250 120,100 NUVASIVE INC COMMON 670704105 1,873 99,375 X 123 99,375 NUVEEN PA DIVIDEND ADV MUNI FD Closed E 67071W102 10 666 X 123 666 NUVELO INC COMMON 67072M301 2,158 121,075 X 123 121,075 NYVATEX OIL CORP COMMON 670794106 1,800 X 123 1,800 OGE ENERGY CORP COMMON 670837103 23 800 X 123 800 NUVEEN INVESTMENTS INC COMMON 67090F106 8,770 182,144 X 123 145,850 36,294 NUVEEN CALIF SELECT QUALITY Closed E 670975101 10 666 X 123 666 OCCIDENTAL PETE COMMON 674599105 85,257 920,200 X 123 337,575 5,750 576,875 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCTUS INC COMMON 675742506 482 X 123 482 OFFICE DEPOT COMMON 676220106 32,857 882,300 X 123 825,300 57,000 OHIO CASUALTY CORP COMMON 677240103 15,852 500,050 X 123 447,650 52,400 OIL STATES INTERNATIONAL INC COMMON 678026105 2,904 78,800 X 123 78,800 OLD DOMINION FREIGHT LINE COMMON 679580100 2 75 X 123 75 OMNICARE INC COMMON 681904108 181 3,300 X 123 3,300 OMNICOM GROUP COMMON 681919106 604 7,250 X 123 800 6,450 OMNOVA SOLUTIONS INC COMMON 682129101 2,403 392,625 X 123 275,925 116,700 ON ASSIGNMENT INC COMMON 682159108 2,053 187,000 X 123 187,000 ON SEMICONDUCTOR CORPORATION COMMON 682189105 4,475 616,411 X 123 506,400 110,011 ONEOK INC COMMON 682680103 18,903 586,128 X 123 503,075 83,053 ONLINE RESOURCES CORP COMMON 68273G101 2,602 200,125 X 123 200,125 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 OPLINK COMMUNICATIONS INC COMMON 68375Q403 1,913 110,350 X 123 110,350 ORACLE CORP COMMON 68389X105 854 62,396 X 123 48,521 13,875 OREILLY AUTOMOTIVE INC COMMON 686091109 212 5,800 X 123 5,800 OSHKOSH TRUCK CORP COMMON 688239201 244 3,925 X 123 3,925 OTTER TAIL CORP COMMON 689648103 2,796 97,450 X 123 97,450 OUTBACK STEAKHOUSE INC COMMON 689899102 168 3,825 X 123 3,825 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 23,054 1,327,212 X 123 1,225,677 31,083 70,452 P G & E CORP COMMON 69331C108 218 5,600 X 123 900 4,700 PFF BANCORP INC COMMON 69331W104 1,863 55,275 X 123 55,275 PMC SIERRA INC COMMON 69344F106 2,888 235,000 X 123 235,000 THE PMI GROUP COMMON 69344M101 110 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 31 1,068 X 123 1,068 PACKAGING CORP OF AMERICA COMMON 695156109 22 1,000 X 123 1,000 PALM INC COMMON 696643105 33,286 1,437,225 X 123 122,525 13,250 1,301,450 PALOMAR MEDICAL TECHNOLOGIES I COMMON 697529303 2 50 X 123 50 PARKER HANNIFIN COMMON 701094104 216 2,675 X 123 2,675 PATTERSON COS INC COMMON 703395103 53 1,500 X 123 1,500 PAYCHEX INC COMMON 704326107 4,948 118,783 X 123 97,199 7,800 13,784 PEABODY ENERGY CORP COMMON 704549104 3,509 69,600 X 123 69,600 PENNEY JC CO INC COMMON 708160106 385 6,375 X 123 225 6,150 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,693 155,650 X 123 155,650 PEOPLES ENERGY CORP COMMON 711030106 19 533 X 123 533 PEOPLESUPPORT INC COMMON 712714302 2,567 261,975 X 123 261,975 PEPSICO INC COMMON 713448108 359,157 6,214,872 X 123 2,665,463 25,975 3,523,434 PERKINELMER INC COMMON 714046109 3,947 168,186 X 123 130,325 37,861 PEROT SYSTEMS CORP CL A COMMON 714265105 14,518 933,050 X 123 834,700 98,350 PERRIGO CO COMMON 714290103 24,539 1,504,546 X 123 1,208,515 3,250 292,781 PETSMART INC COMMON 716768106 1,674 59,505 X 123 49,575 9,930 PFIZER INC COMMON 717081103 34,850 1,398,460 X 123 1,146,295 200 251,965 PHARMION CORP COMMON 71715B409 15 X 123 15 PHELPS DODGE COMMON 717265102 14,485 179,875 X 123 15,900 1,725 162,250 PHILIPPINE LONG DISTANCE ADR ADR 718252604 133,750 3,560,028 X 1236 2,806,318 280,314 473,396 PHILLIPS-VAN HEUSEN COMMON 718592108 3,024 79,150 X 123 79,150 PIER 1 IMPORTS INC DEL COMMON 720279108 5,578 480,425 X 123 480,425 PIMCO MUNICIPAL INCOME FD Closed E 72200R107 8 480 X 123 480 PINNACLE ENTERTAINMENT INC COMMON 723456109 2,342 83,125 X 123 83,125 PINNACLE WEST CAPITAL CORP COMMON 723484101 47 1,200 X 123 1,200 PIPER JAFFRAY COS COMMON 724078100 159 2,889 X 123 151 391 2,347 PITNEY BOWES COMMON 724479100 77 1,800 X 123 800 1,000 PLUM CREEK TIMBER CO INC COMMON 729251108 28 754 X 123 480 274 POLO RALPH LAUREN CORP COMMON 731572103 2,411 39,775 X 123 39,775 POLYCOM INC COMMON 73172K104 9,225 425,525 X 123 380,075 45,450 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 POTLATCH HOLDINGS INC COMMON 737630103 12,876 300,559 X 123 249,220 51,339 POWER INTEGRATIONS INC COMMON 739276103 1,606 64,800 X 123 64,800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 135 10,000 X 123 10,000 PRAXAIR INC COMMON 74005P104 84,597 1,533,950 X 123 995,042 8,700 530,208 PRECISION CASTPARTS COMMON 740189105 16,231 273,250 X 123 84,750 188,500 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,367 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,734 47,739 X 123 40,691 4,175 2,873 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5 100 X 123 100 PROASSURANCE CORP COMMON 74267C106 2,656 51,075 X 123 51,075 PROCTER & GAMBLE COMMON 742718109 95,545 1,658,186 X 123 230,381 23,406 1,404,399 PRIVATEBANCORP INC COMMON 742962103 14,073 339,200 X 123 315,675 23,525 PROGRESS ENERGY INC COMMON 743263105 112 2,550 X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 10,439 358,850 X 123 320,875 37,975 PROGRESSIVE CORP COMMON 743315103 162 1,550 X 123 1,550 PROLIANCE INTERNATIONAL INC COMMON 74340R104 2,085 379,125 X 123 261,775 117,350 PROLOGIS COMMON 743410102 259 4,850 X 123 1,200 3,650 PROTECTIVE LIFE CORP COMMON 743674103 14,740 296,334 X 123 252,800 43,534 PRUDENTIAL FINANCIAL INC COMMON 744320102 330,359 4,357,720 X 123 1,950,441 18,350 2,388,929 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 29 450 X 123 450 QLOGIC CORP COMMON 747277101 15 800 X 123 800 QUALCOMM INC COMMON 747525103 494,156 9,764,006 X 123 4,149,193 41,875 5,572,938 QUEST DIAGNOSTICS INC COMMON 74834L100 19,181 373,900 X 123 351,925 21,975 QUEST SOFTWARE INC COMMON 74834T103 13,352 799,525 X 123 737,850 61,675 QUESTAR CORP COMMON 748356102 1,369 19,540 X 123 15,125 4,415 QUICKSILVER RESOURCES INC COMMON 74837R104 3 75 X 123 75 QUIKSILVER INC COMMON 74838C106 2 120 X 123 120 RC2 CORP COMMON 749388104 4,293 107,825 X 123 107,825 R H DONNELLEY COMMON 74955W307 22,393 384,563 X 123 332,985 51,578 RLI CORPORATION COMMON 749607107 15,313 267,250 X 123 238,900 28,350 RPM INC OHIO COMMON 749685103 62 3,432 X 123 3,432 RSA SECURITY INC COMMON 749719100 1 55 X 123 55 RALCORP HOLDINGS INC COMMON 751028101 6,053 159,075 X 123 142,425 16,650 RANGE RESOURCES CORP COMMON 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