-----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, RaBFwzwxDOto1knKiWZaPhFrhiwWMYwBwUevb4wf/lV9uulMpjQuC6lAABYtX1FZ cfhRDpz10PvxIQWMz220AQ== 0000312348-05-000014.txt : 20050720 0000312348-05-000014.hdr.sgml : 20050720 20050720114536 ACCESSION NUMBER: 0000312348-05-000014 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050720 DATE AS OF CHANGE: 20050720 EFFECTIVENESS DATE: 20050720 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: 05963218 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/05 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: Melissa LaGrant Title: Senior Compliance Manager Phone: 617-748-1761 Signature, Place and Date of Signing: /s/ Melissa LaGrant Boston, MA 07/20/05 Signature Place Date 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: 1184 Form 13F Information Table Value Total: $20,519,507.00 List of Other Included Managers: 28-6808 CDC IXIX Asset Management North America, L.P. (1) 28-10092 CDC IXIS Asset Management (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO 0 6/30/2005 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 0 --------- --------- --------- ABB LTD SPON ADR ADR 375204 13,539 2,092,525 X 123 1,928,575 163,950 ADC TELECOMMUNICATIONS INC COMMON 886309 275 12,612 X 123 927 11,685 ADE CORPORATION COMMON 00089C107 693 24,700 X 123 3,875 20,825 AFC ENTERPRISES COMMON 00104Q107 214 16,250 X 123 16,250 AFLAC INC COMMON 1055102 30,079 694,996 X 123 488,990 6,550 199,456 AGL RESOURCES INC COMMON 1204106 18,580 480,725 X 123 403,775 76,950 AES CORPORATION COMMON 00130H105 914 55,809 X 123 17,825 37,984 AMR CORP CVT CV BND 001765BA3 8,218 547,295 X 123 251,468 76,909 218,918 AMR CORP CVT CV BND 001765BB1 6,103 358,277 X 123 214,966 32,426 110,884 ATMI INC COMMON 00207R101 2,820 97,200 X 123 15,100 82,100 ATP OIL & GAS CORPORATION COMMON 00208J108 9,874 421,950 X 123 349,125 72,825 AAMES INVESTMENT CORP COMMON 00253G108 7 719 X 123 719 ABBOTT LABS COMMON 2824100 240,935 2,941,966 X 123 1,496,850 4,875 1,440,241 ABERCROMBIE & FITCH CO CL A COMMON 2896207 5 75 X 123 75 ACE CASH EXPRESS INC COMMON 4403101 1 50 X 123 50 ACTIVISION INC COMMON 4930202 22,110 1,338,375 X 123 332,575 12,500 993,300 ACTUANT CORP CL A COMMON 00508X203 22,433 467,940 X 123 367,725 100,215 ADESA INC COMMON 00686U104 15,954 732,865 X 123 618,100 114,765 ADOBE SYS COMMON 00724F101 153,763 2,780,608 X 123 1,022,516 12,950 1,745,142 ADTRAN INC COMMON 00738A106 20,716 835,675 X 123 705,425 130,250 ADVANCE AUTO PARTS INC COMMON 00751Y106 4,034 62,500 X 123 60,050 2,450 ADVO INC COMMON 7585102 11,532 362,061 X 123 305,110 56,951 ADVISORY BOARD CO COMMON 00762W107 2,455 50,375 X 123 7,750 42,625 ADVANCED MEDICAL OPTICS COMMON 00763M108 2 55 X 123 55 ADVENT/CLAYMORE ENH GR & INC COMMON 7.65E+106 88 5,000 X 123 5,000 ADVANTA CORP CL B COMMON 7942204 3,677 130,583 X 123 108,923 21,660 AES TRUST III CVT PFD CV PFD 00808N202 38,744 461,274 X 123 387,457 7,144 66,673 AETNA INC-NEW COMMON 00817Y108 292,179 1,961,172 X 123 606,810 8,250 1,346,112 AFFILIATED COMPUTER SVSC CL A COMMON 8190100 897 17,550 X 123 150 17,400 AFFILIATED MANAGERS GROUP COMMON 8252108 2,012 29,450 X 123 4,575 24,875 AFFYMETRIX INC COMMON 00826T108 1,614 29,925 X 123 28,775 1,150 AGILENT TECHNOLOGIES INC COMMON 00846U101 322 14,008 X 123 2,615 11,393 AGILENT TECH INC CVT CV BND 00846UAB7 4,616 145,251 X 123 60,832 44,227 40,192 AGILYSYS INC COMMON 00847J105 126 8,003 X 123 8,003 AIR PRODS & CHEM COMMON 9158106 3,755 62,269 X 123 27,150 35,119 AIRGAS INC COMMON 9363102 5,979 242,368 X 123 216,175 26,193 ALABAMA NATIONAL BANCORP DEL COMMON 10317105 10,959 167,650 X 123 138,525 29,125 ALAMO GROUP INC COMMON 11311107 2,346 125,670 X 123 112,075 13,595 ALAMOSA HOLDINGS INC COMMON 11589108 1,714 123,280 X 123 18,975 104,175 130 ALBANY INTL CORP-CL A COMMON 12348108 15,627 486,685 X 123 414,125 72,560 ALBERTO CULVER CO CL B COMMON 13068101 15,885 366,616 X 123 259,510 1,850 105,256 ALBERTSONS INC COMMON 13104104 116 5,600 X 123 5,600 ALCAN INC COMMON 13716105 3 97 X 123 97 ALCOA INC COMMON 13817101 235 9,000 X 123 6,400 2,600 ALLERGAN INC COMMON 18490102 102 1,200 X 123 1,200 ALLETE INC COMMON 18522300 12,475 250,005 X 123 213,472 36,533 ALLIED DEFENSE GROUP INC COMMON 19118108 1,017 44,180 X 123 39,380 4,800 ALLSTATE CORP COMMON 20002101 91,643 1,533,778 X 123 658,577 10,200 865,001 ALLTEL CORP COMMON 20039103 184 2,952 X 123 2,952 ALPHA PRO TECH LTD COMMON 20772109 200 X 123 200 ALTIRIS INC COMMON 02148M100 25 X 123 25 ALTRIA GROUP INC COMMON 02209S103 32,403 501,125 X 123 429,900 71,225 AMBAC FINL GRP COMMON 23139108 27 385 X 123 385 AMEREN CORPORATION COMMON 23608102 55 1,000 X 123 1,000 AMERICAN ECOLOGY CORP COMMON 25533407 6,210 346,900 X 123 217,425 129,475 AMERICAN ELEC PWR COMMON 25537101 102 2,759 X 123 359 2,400 AMERICAN EAGLE OUTFITTERS COMMON 2.553E+109 149,455 2,407,124 X 123 802,625 8,200 1,596,299 AMERICAN EXPRESS CO COMMON 25816109 31,016 586,680 X 123 507,630 6,150 72,900 AMERICAN HOME INVT CORP COMMON 02660R107 12,996 371,750 X 123 308,100 63,650 AMERICAN INTL GRP COMMON 26874107 67,423 1,160,460 X 123 569,099 6,250 585,111 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 1,550 75,075 X 123 11,075 63,850 150 AMERICAN SCIENCE & ENGINEERING COMMON 29429107 1,761 39,700 X 123 6,100 33,600 AMERICAN STATES WATER CO COMMON 29899101 9,989 340,125 X 123 279,625 60,500 AMERUS GROUP CO COMMON 03072M108 9,510 197,925 X 123 164,325 33,600 AMERITRADE HLDG CORP CL A COMMON 03074K100 45 2,400 X 123 2,400 AMETEK INC COMMON 31100100 26,267 627,635 X 123 528,525 99,110 AMGEN INC COMMON 31162100 41,660 689,055 X 123 370,418 4,625 314,012 AMIS HOLDINGS INC COMMON 31538101 14,896 1,116,675 X 123 921,325 195,350 AMKOR TECH INC CVT CV BND 031652AH3 74,915 935,889 X 123 677,519 126,264 132,106 AMPHENOL CORP CL A COMMON 32095101 4,550 113,280 X 123 98,300 14,980 AMYLIN PHARMACEUTICALS INC COMMON 32346108 1,553 74,200 X 123 74,200 ANADARKO PETE CORP COMMON 32511107 593 7,221 X 123 5,181 2,040 ANAREN MICROWAVE INC COMMON 32744104 6,234 474,100 X 123 390,950 83,150 ANDRX GROUP COMMON 34553107 12,031 592,375 X 123 490,400 101,975 ANHEUSER BUSCH COMMON 35229103 554 12,114 X 123 5,025 7,089 ANIXTER INTERNATIONAL INC COMMON 35290105 12,195 328,100 X 123 276,950 51,150 ANTEON INTL CORP COMMON 3.674E+111 1,583 34,700 X 123 5,350 29,350 APACHE CORP COMMON 37411105 659 10,208 X 123 4,400 5,808 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8 186 X 123 186 APPLE COMPUTER COMMON 37833100 151,409 2,346,882 X 123 779,560 38,500 1,528,822 APPLEBEES INTL INC COMMON 37899101 3,488 131,665 X 123 116,425 15,240 APPLIED MATERIALS COMMON 38222105 133 8,190 X 123 6,900 1,290 ARAMARK CORP-CL B COMMON 38521100 19,871 752,685 X 123 594,989 2,425 155,271 ARBITRON INC COMMON 03875Q108 3,186 74,255 X 123 66,300 7,955 ARROW INTERNATIONAL INC COMMON 42764100 13,274 416,125 X 123 342,600 73,525 ARTESYN TECHNOLOGIES INC COMMON 43127109 4,276 491,475 X 123 397,800 93,675 ARTHROCARE CORP COMMON 43136100 2,395 68,535 X 123 10,525 57,975 35 ARVINMERITOR INC COMMON 43353101 10,640 598,100 X 123 492,600 105,500 ASK JEEVES INC COMMON 45174109 1 45 X 123 45 ASPECT MEDICAL SYSTEMS INC COMMON 45235108 2,280 76,650 X 123 11,800 64,850 ASPECT COMMUNICATIONS INC COMMON 04523Q102 10,893 970,000 X 123 798,750 171,250 ASSOCIATED BANC CORP COMMON 45487105 5,889 174,966 X 123 173,151 1,815 ASSOCIATED ESTATES REALTY CP COMMON 45604105 10,633 1,152,025 X 123 1,152,025 ASSURANT INC COMMON 04621X108 9,944 275,455 X 123 238,675 36,780 ATWOOD OCEANICS INC COMMON 50095108 1,360 22,100 X 123 3,500 18,600 AUTODESK INC COMMON 52769106 82,873 1,248,010 X 123 480,329 1,150 766,531 AUTOMATIC DATA PROC COMMON 53015103 3,860 91,974 X 123 43,018 48,956 AUTOZONE INC COMMON 53332102 830 8,975 X 123 4,125 4,850 AVALONBAY COMMUNITIES INC COMMON 53484101 65 800 X 123 800 AVAYA INC COMMON 53499109 14,278 1,716,058 X 123 1,593,533 122,525 AVERY DENNISON CORP COMMON 53611109 39 745 X 123 745 AVIALL INC COMMON 05366B102 2,352 74,450 X 123 11,450 63,000 AVNET INC COMMON 53807103 3,931 174,470 X 123 155,225 19,245 AVOCENT CORP COMMON 53893103 8,929 341,588 X 123 288,025 53,563 AVON PRODS COMMON 54303102 23,093 610,110 X 123 418,675 4,675 186,760 AXCELIS TECHNOLOGIES INC COMMON 54540109 59 X 123 59 AZTAR CORP COMMON 54802103 1,564 45,650 X 123 45,650 BJ SERVICES CO COMMON 55482103 1,761 33,565 X 123 16,250 7,000 10,315 BJ WHOLESALE CLUB INC COMMON 05548J106 15,202 467,883 X 123 384,285 83,598 BOK FINANCIAL CORP COMMON 05561Q201 5,820 126,200 X 123 109,650 16,550 BP PLC ADR 55622104 29,675 475,719 X 123 284,414 5,740 185,565 BAKER HUGHES INC COMMON 57224107 41 800 X 123 500 300 BALL CORPORATION COMMON 58498106 19,317 537,193 X 123 379,745 6,650 150,798 BANKAMERICA CORP COMMON 60505104 28,289 620,244 X 123 505,904 3,150 111,190 BANK MUTUAL CORP COMMON 63750103 203 18,343 X 123 18,343 BANK OF NEW YORK COMMON 64057102 1,193 41,447 X 123 23,047 18,400 BANKATLANTIC BANCORP INC-A COMMON 65908501 14,465 763,325 X 123 634,675 128,650 BANKUNITED FINANCIAL CORP CL A COMMON 06652B103 15,655 578,950 X 123 477,025 101,925 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 67383109 128,753 984,336 X 123 369,261 1,050 614,025 BARNES GROUP INC COMMON 67806109 13,891 419,675 X 123 347,050 72,625 BAUSCH & LOMB COMMON 71707103 133 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 27,167 732,260 X 123 674,125 58,135 BEAR STEARNS COS INC COMMON 73902108 69,823 671,764 X 123 231,414 6,900 433,450 BECKTON DICKINSON & CO COMMON 75887109 9 173 X 123 173 BED BATH & BEYOND INC COMMON 75896100 158,215 1,932,079 X 123 725,104 1,800 1,205,175 BELLSOUTH CORP COMMON 79860102 63,283 2,381,745 X 123 1,346,341 16,925 1,018,479 BEMIS CO COMMON 81437105 19 700 X 123 700 BERKLEY WR CORP COMMON 84423102 54 1,518 X 123 1,518 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 7,849 94 X 123 94 BERKSHIRE HATHAWAY INC CL B COMMON 84670207 12,128 4,357 X 123 2,873 1,484 BEST BUY COMPANY COMMON 86516101 193,303 1,441,812 X 123 540,950 5,300 895,562 BIOMET INC COMMON 90613100 2,026 58,499 X 123 33,424 2,625 22,450 BIOGEN IDEC INC COMMON 09062X103 2 50 X 123 50 BIOMED REALTY TRUST INC COMMON 09063H107 7,722 323,775 X 123 265,275 58,500 BIOTECH HOLDRS TRUST COMMON 09067D201 17 100 X 123 100 BLACK & DECKER CORP COMMON 91797100 916 10,200 X 123 8,300 1,900 H & R BLOCK INC COMMON 93671105 18 300 X 123 300 BLUE NILE INCORPORATED COMMON 09578R103 2,040 62,400 X 123 9,700 52,700 BLUEGREEN CORP COMMON 96231105 1,613 92,650 X 123 92,650 BLUELINX HOLDINGS INC COMMON 09624H109 13,728 1,297,580 X 123 1,102,225 195,355 BOEING CO COMMON 97023105 406 6,146 X 123 100 6,046 BONE CARE INTL COMMON 98072101 1 35 X 123 35 BORDERS GROUP INC COMMON 99709107 939 37,100 X 123 18,200 18,900 BORG WARNER INC COMMON 99724106 1,554 28,950 X 123 28,950 BOSTON SCIENTIFIC CORP COMMON 101137107 123 4,572 X 123 4,572 BOTTOMLINE TECHNOLOGIES INC COMMON 101388106 2,900 193,700 X 123 29,875 163,825 BRADY CORP CL A COMMON 104674106 186 6,000 X 123 6,000 BRIGGS & STRATTON COMMON 109043109 151 4,354 X 123 4,354 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 1,842 45,240 X 123 6,975 38,225 40 BRINKER INTERNATIONAL INC COMMON 109641100 30 750 X 123 750 THE BRINKS CO COMMON 109696104 1,108 30,787 X 123 26,800 3,987 BRISTOL MYERS SQUIBB COMMON 110122108 3,594 143,868 X 123 80,092 63,776 BROADCOM CORP CL A COMMON 111320107 106,682 1,497,689 X 123 521,050 1,450 975,189 BROOKSTONE INC COMMON 114537103 1 61 X 123 61 BROWN FORMAN CORP CL A COMMON 115637100 2,283 35,676 X 123 35,676 BUCYRUS INTERNATIONAL INC COMMON 118759109 1,867 49,150 X 123 7,575 41,575 BUILDERS TRANSPORT SUB ZERO CO CV BND 120084AA6 194,756 X 123 171,190 8,197 15,369 BUILDERS TRANSPORT SUB DEB CV CV BND 120084AB4 1 210,807 X 123 196,238 14,570 BURLINGTON NORTHN SANTA FE COMMON 12189T104 43,105 915,575 X 123 456,950 10,400 448,225 BURLINGTON RESOURCES INC COMMON 122014103 58 1,056 X 123 1,056 CBL & ASSOCIATES PROPERTIES COMMON 124830100 22,787 529,078 X 123 438,700 90,378 CBRL GROUP INC COMMON 12489V106 6,703 172,492 X 123 141,825 30,667 CB RICHARD ELLIS GROUP INC COMMON 12497T101 7,393 168,550 X 123 98,950 66,800 2,800 CIGNA CORP COMMON 125509109 118 1,100 X 123 1,100 CIM HIGH YIELD SECURITIES Closed E 125527101 597 147,100 X 123 147,100 CIT GROUP INC COMMON 125581108 29,714 691,500 X 123 641,025 50,475 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 21,362 518,386 X 123 416,057 102,329 CRA INTERNATIONAL INC COMMON 12618T105 2,879 53,470 X 123 8,275 45,150 45 CSX CORP COMMON 126408103 5 X 123 5 CUNO INC COMMON 126583103 2 21 X 123 21 CVB FINANCIAL CORP COMMON 126600105 7,077 359,619 X 123 359,619 CVS CORP COMMON 126650100 26,699 918,425 X 123 106,925 10,100 801,400 CABOT CORP COMMON 127055101 4,953 150,100 X 123 124,150 25,950 CACI INTERNATIONAL INC CL A COMMON 127190304 1,521 24,075 X 123 3,725 20,350 CADBURY SCHWEPPES PLC -SP ADR ADR 127209302 74 1,925 X 123 1,925 CAL DIVE INTL INC COMMON 127914109 20,796 397,100 X 123 308,350 26,050 62,700 CALIFORNIA WATER SERVICE CORP COMMON 130788102 68 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 76 4,000 X 123 4,000 CAMDEN PROPERTY TRUST COMMON 133131102 1,451 27,000 X 123 5,350 21,650 CANADIAN NATURAL RESOURCES COMMON 136385101 5 150 X 123 150 CANADIAN OIL SANDS TRUST COMMON 13642L100 62 840 X 123 840 CAPITAL CORP OF THE WEST COMMON 140065202 6,091 219,490 X 123 134,623 84,867 CAPITAL ONE FINL CORP COMMON 14040H105 2,380 29,750 X 123 24,075 3,400 2,275 CARBO CERAMICS INC COMMON 140781105 11,427 144,725 X 123 120,025 24,700 CARDIODYNAMICS INTL CORP COMMON 141597104 2 1,000 X 123 1,000 CAREMARK RX INC COMMON 141705103 287,566 3,785,759 X 123 1,381,870 22,525 2,381,364 CARNIVAL CORP CL A COMMON 143658300 25,419 465,968 X 123 327,061 4,900 134,007 CARTER HOLDINGS COMMON 146229109 2,134 36,550 X 123 5,700 30,850 CASEYS GENERAL STORES INC COMMON 147528103 3,736 188,475 X 123 153,975 34,500 CATALINA MARKETING CORP COMMON 148867104 278 10,925 X 123 10,350 575 CATERPILLAR COMMON 149123101 1,120 11,748 X 123 2,900 8,848 CELADON GROUP INC COMMON 150838100 3,203 187,950 X 123 115,300 72,650 CELESTICA INC CVT YANKEE CV BND 15101QAA6 2,968 30,014 X 123 12,990 17,024 CELGENE CORP COMMON 151020104 1,019 25,000 X 123 24,025 975 CENTERPOINT ENERGY INC COMMON 15189T107 11 800 X 123 800 CENTERSTATE BANKS OF FLORIDA COMMON 15201P109 4,506 138,100 X 123 138,100 CENTRAL GARDEN & PET CO COMMON 153527106 6,005 122,250 X 123 74,575 47,675 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 33,002 952,975 X 123 338,450 11,500 603,025 CERTEGY INC COMMON 156880106 9,532 249,408 X 123 217,550 31,858 CERUS CORP COMMON 157085101 48 10,876 X 123 10,876 CHAMPION ENTERPRISES INC COMMON 158496109 1,027 103,275 X 123 103,275 CHARLOTTE RUSSE HOLDING INC COMMON 161048103 8,416 675,450 X 123 556,100 119,350 CHARTER COMMUNICATIONS INC A COMMON 16117M107 1 1,100 X 123 550 550 CHATTEM INC COMMON 162456107 1 28 X 123 28 CHEMED CORP COMMON 16359R103 2,093 51,200 X 123 7,975 43,225 CHESAPEAKE ENERGY CORP COMMON 165167107 1,736 76,120 X 123 75,895 225 CHEVRON CORP COMMON 166764100 75,505 1,350,235 X 123 500,878 9,725 839,632 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 199,279 379,081 X 123 123,325 3,175 252,581 CHICOS FAS INC COMMON 168615102 263,462 4,319,712 X 123 1,563,746 28,125 2,727,841 CHILDRENS PLACE COMMON 168905107 3,798 81,375 X 123 36,425 44,950 CHOICE HOTELS INTL INC COMMON 169905106 5,436 82,745 X 123 59,100 23,645 CHIRON CORP COMMON 170040109 142 4,064 X 123 4,064 CHIRON CORP CVT CV BND 170040AG4 84,379 1,329,263 X 123 1,289,593 16,657 23,013 CHUBB CORP COMMON 171232101 1,155 13,488 X 123 6,388 7,100 CHURCH & DWIGHT CO INC COMMON 171340102 4,049 111,860 X 123 99,300 12,560 CIENA CORP COMMON 171779101 70 33,400 X 123 33,400 CINCINNATI FINANCIAL CORP COMMON 172062101 111 2,807 X 123 2,807 CINERGY CORP COMMON 172474108 46 1,033 X 123 363 670 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 123 7,100 X 123 7,100 CISCO SYSTEMS INC COMMON 17275R102 148,203 4,854,187 X 123 2,231,009 29,575 2,593,603 CITIGROUP INC COMMON 172967101 81,763 1,768,607 X 123 1,453,847 13,979 300,781 CITIZENS COMMUNICATIONS CO COMMON 17453B101 143 10,675 X 123 10,675 CITIZENS FIRST BANCORP INC COMMON 17461R106 3,006 145,550 X 123 93,675 51,875 CITY NATIONAL CORP COMMON 178566105 6,719 93,695 X 123 83,325 10,370 CLAIRES STORE INC COMMON 179584107 5 227 X 123 227 CLARCOR INC COMMON 179895107 18,120 619,475 X 123 512,575 106,900 CLAREMONT TECHNOLOGIES CORP COMMON 180239105 4,750 X 123 4,750 COACH INC COMMON 189754104 325,596 5,592,142 X 123 1,878,387 43,550 3,670,205 COCA-COLA COMMON 191216100 67,089 1,606,927 X 123 188,152 16,825 1,401,950 COCA-COLA ENTERPRISES COMMON 191219104 9 425 X 123 425 COGENT INC COMMON 19239Y108 2,814 98,550 X 123 98,400 150 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 120,521 1,332,287 X 123 519,106 1,200 811,981 COLDWATER CREEK INC COMMON 193068103 2,523 101,299 X 123 15,612 85,687 COLGATE PALMOLIVE COMMON 194162103 545 10,912 X 123 7,900 3,012 COLONIAL BANCGROUP INC COMMON 195493309 6,037 273,672 X 123 240,537 33,135 COLUMBIA ACORN FUND -C COMMON 197199300 26 1,037 X 123 1,037 COMFORT SYSTEMS USA INC COMMON 199908104 3,722 565,685 X 123 498,900 66,785 COMCAST CORP CL A COMMON 20030N101 26 853 X 123 853 COMCAST CORP CL A SPL COMMON 20030N200 1,053 35,150 X 123 9,500 25,650 COMERICA INC COMMON 200340107 490 8,475 X 123 7,800 675 COMMERCE BANCORP INC N J COMMON 200519106 39 1,275 X 123 1,275 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 8,907 501,825 X 123 414,750 87,075 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 8,097 193,200 X 123 160,100 33,100 COMMSCOPE INC COMMON 203372107 3 190 X 123 190 COMMUNITY BANCORP COMMON 20343T100 3,449 111,175 X 123 111,175 COMMUNITY HEALTH SYSTEMS COMMON 203668108 7 185 X 123 185 CIA VALE DO RIO - ADR ADR 204412209 5,360 183,075 X 123 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36,398 4,255 DOLLAR GENERAL COMMON 256669102 124 6,075 X 123 6,075 DOMINION RESOURCES BLACK WARRI COMMON 25746Q108 325 8,000 X 123 8,000 DOMINION RES INC VA COMMON 25746U109 11,084 151,033 X 123 103,859 700 46,474 DONEGAL GROUP INC CL A COMMON 257701201 3,950 197,910 X 123 124,727 73,183 RR DONNELLEY & SONS CO COMMON 257867101 1,217 35,275 X 123 34,375 900 DOVER CORP COMMON 260003108 26,301 722,941 X 123 524,856 6,800 191,285 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 10,148 765,345 X 123 630,810 134,535 DOW CHEMICAL COMMON 260543103 28,290 635,302 X 123 81,324 11,175 542,803 DRESS BARN INC COMMON 261570105 1,066 47,107 X 123 47,107 DREYERS GRAND ICE CREAM HLDGS COMMON 261877104 1 7 X 123 7 DUPONT E I COMMON 263534109 2,999 69,718 X 123 22,950 2,200 44,568 DUKE ENERGY CORP COMMON 264399106 8,412 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 11 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 2.6483E+104 2,187 35,482 X 123 31,150 4,332 DUNES HOTELS & CASINOS INC 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35,150 2,293,785 FMC CORP NEW COMMON 302491303 8,522 151,800 X 123 125,150 26,650 FMC TECHNOLOGIES INC COMMON 30249U101 24,242 758,288 X 123 642,750 115,538 FPL GROUP INC COMMON 302571104 271 6,443 X 123 2,918 3,525 FTD GROUP INC COMMON 30267U108 9,288 818,350 X 123 677,675 140,675 FX ENERGY INC COMMON 302695101 33 3,000 X 123 3,000 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 4,466 302,800 X 123 247,350 55,450 FAIRCHILD SEMI CV BND 303727AJ0 8,296 284,000 X 123 193,833 8,333 81,833 FAIRMONT HOTELS & RESORTS COMMON 305204109 8,088 232,225 X 123 232,225 FASTENAL CO COMMON 311900104 1 17 X 123 17 FREDDIE MAC COMMON 313400301 894 13,705 X 123 11,600 2,105 FANNIE MAE COMMON 313586109 3,585 61,389 X 123 23,033 38,356 FEDERAL REALTY INVS TRUST COMMON 313747206 100 1,698 X 123 1,698 FEDERAL RESOURCES CORP COMMON 313765109 200 X 123 200 FEDERATED DEPT STORES COMMON 31410H101 45,630 622,675 X 123 350,350 3,100 269,225 FELCOR LODGING CONV PFD CV PFD 31430F200 5,257 166,823 X 123 151,707 15,116 F5 NETWORKS INC COMMON 315616102 102 2,155 X 123 2,155 FIDELITY NATIONAL FINANCIAL IN COMMON 316326107 2 45 X 123 45 FIFTH THIRD BANCORP COMMON 316773100 160 3,877 X 123 3,877 FIRST DATA CORP COMMON 319963104 27,714 690,429 X 123 553,342 2,450 134,637 FIRST DEFIANCE FINL CORP COMMON 32006W106 13 500 X 123 500 FIRST HORIZON NATIONAL CORP COMMON 320517105 916 21,700 X 123 13,300 8,400 FIRST HORIZON PHARMACEUTICAL C COMMON 32051K106 1 70 X 123 70 FIRST MIDWEST BANCORP INC COMMON 320867104 13,461 382,750 X 123 316,475 66,275 FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 75 5,173 X 123 5,173 FIRST POTOMAC REALTY TRUST COMMON 33610F109 9,330 376,200 X 123 376,200 FISERV INC COMMON 337738108 4,558 106,131 X 123 1,850 104,281 FIRSTFED FINL CORP COMMON 337907109 2,103 35,275 X 123 5,500 29,775 FISHER SCIENTIFIC INTL COMMON 338032204 92 1,415 X 123 1,300 115 FLUOR CORP NEW COMMON 343412102 490 8,500 X 123 8,500 FOREST LABS COMMON 345838106 136 3,500 X 123 2,900 600 FORMFACTOR INC COMMON 346375108 1,892 71,625 X 123 11,100 60,450 75 FOSSIL INC COMMON 349882100 243 10,712 X 123 10,712 FOX & HOUND RESTAURANT GROUP COMMON 351321104 5,489 459,325 X 123 284,275 175,050 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 1,721 44,975 X 123 7,000 37,975 FRANKLIN RESOURCES COMMON 354613101 61,772 802,443 X 123 249,370 7,875 545,198 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 19,288 910,668 X 123 843,344 67,324 GFI GROUP INC COMMON 361652209 1,990 55,900 X 123 8,650 47,250 GSI COMMERCE INC COMMON 36238G102 2,238 133,625 X 123 20,625 113,000 GAMESTOP CORP COMMON 36466R101 729 22,300 X 123 22,300 GANNETT CO COMMON 364730101 1,428 20,075 X 123 10,025 10,050 GAP INC COMMON 364760108 33 1,687 X 123 390 1,297 GENENTECH INC COMMON 368710406 175,585 1,279,377 X 123 405,883 9,350 864,144 GENERAL CABLE CORP COMMON 369300108 10,364 698,875 X 123 579,375 119,500 GENERAL ELECTRIC COMMON 369604103 560,129 10,480,957 X 123 3,516,511 64,511 6,899,935 GENERAL GROWTH PROPERTIES COMMON 370021107 103 2,500 X 123 2,500 GEN MILLS COMMON 370334104 1,673 35,763 X 123 18,830 16,933 GENERAL MOTORS CORP COMMON 370442105 12 351 X 123 351 GENESEE & WYOMING INC-CL A COMMON 371559105 13,953 512,783 X 123 425,221 87,562 GENZYME CORP -GENL DIVISION COMMON 372917104 131 2,179 X 123 2,104 75 GETTY IMAGES INC COMMON 374276103 139,185 974,737 X 123 381,761 3,450 589,526 GETTY REALTY COMMON 374297109 6 200 X 123 200 GILEAD SCIENCES INC COMMON 375558103 926 21,050 X 123 10,875 5,000 5,175 GILLETTE CO COMMON 375766102 21,808 430,725 X 123 63,625 10,250 356,850 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,964 40,481 X 123 24,947 15,534 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 425 13,325 X 123 13,325 GLOBAL PAYMENTS INC COMMON 37940X102 2,707 39,925 X 123 6,100 33,825 GOLD BANC CORP INC COMMON 379907108 4,181 287,350 X 123 176,350 111,000 GOLDEN WEST FINL COMMON 381317106 30,265 470,100 X 123 96,025 4,650 369,425 GOLDMAN SACHS GROUP COMMON 38141G104 79,232 776,630 X 123 265,853 10,500 500,277 GOODRICH COMMON 382388106 167 4,075 X 123 4,075 GOOGLE INC-CL A COMMON 38259P508 461,484 822,418 X 123 283,863 2,925 535,630 GRAINGER W W COMMON 384802104 131 2,400 X 123 2,400 GRANT PRIDECO INC COMMON 38821G101 19 717 X 123 717 GREAT LAKES CHEM COMMON 390568103 7,636 242,650 X 123 199,900 42,750 GRUPO TELEVISA SA SPON ADR ADR 40049J206 1,253 20,175 X 123 20,175 GUESS INC COMMON 401617105 1,475 88,950 X 123 13,925 75,025 GUIDANT CORP COMMON 401698105 7,522 111,762 X 123 62,083 2,150 47,529 GUITAR CENTER INC COMMON 402040109 2,056 35,220 X 123 5,375 29,825 20 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 27 1,521 X 123 1,521 HCA INC COMMON 404119109 216,870 1,910,200 X 123 681,555 1,875 1,226,770 HSBC HOLDINGS PLC -SP ADR ADR 404280406 372 4,672 X 123 3,539 1,133 HALLIBURTON CO COMMON 406216101 77,373 1,618,005 X 123 815,625 9,200 793,180 HANMI FINANCIAL CORP COMMON 410495105 1,809 108,325 X 123 16,750 91,575 HANOVER COMPRESSOR CO COMMON 410768105 22 1,890 X 123 1,890 HARLEY DAVIDSON COMMON 412822108 17,133 345,419 X 123 242,952 3,725 98,742 HARMAN INTL COMMON 413086109 2,567 31,550 X 123 30,325 1,225 HARRAH'S ENTERTAINMENT INC COMMON 413619107 2,214 30,725 X 123 28,750 1,975 HARRIS CORP COMMON 413875105 47,123 1,509,868 X 123 802,765 13,950 693,153 HARSCO CORP COMMON 415864107 8,474 155,350 X 123 155,350 HARTE HANKS INC COMMON 416196103 16,407 551,850 X 123 459,175 92,675 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 140,008 939,891 X 123 325,825 900 613,166 HASBRO INC COMMON 418056107 16,585 797,740 X 123 750,700 47,040 HEALTH CARE PPTYS INV COMMON 421915109 1,637 60,550 X 123 40,900 1,000 18,650 HEADWATERS INC COMMON 42210P102 4,824 140,320 X 123 115,425 24,895 HEALTHEXTRAS INC COMMON 422211102 2,450 122,055 X 123 18,800 103,125 130 HEALTHTRONICS INC COMMON 42222L107 2,354 181,200 X 123 27,875 153,325 HEIDRICK & STUGGLES INTL COMMON 422819102 1 50 X 123 50 THE HERSHEY CO COMMON 427866108 363 5,850 X 123 5,850 HEWLETT PACKARD COMMON 428236103 20,418 868,497 X 123 754,572 3,499 110,426 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 13,560 2,099,100 X 123 2,099,100 HIGHLAND HOSPITALITY CORP COMMON 430141101 6,196 592,900 X 123 494,325 98,575 HOME DEPOT COMMON 437076102 2,629 67,575 X 123 45,025 7,525 15,025 HONEYWELL INTERNATIONAL INC COMMON 438516106 22,719 620,240 X 123 563,900 56,340 HOSPIRA INC COMMON 441060100 263 6,734 X 123 4,930 1,804 HOST MARRIOT FIN CVT PFD 6.75% CV PFD 441079407 9,557 543,173 X 123 529,182 13,991 HOST MARRIOTT CORP COMMON 44107P104 142 8,100 X 123 8,100 HOT TOPIC INC COMMON 441339108 7,083 370,475 X 123 311,825 58,650 HUBBELL INC CL B COMMON 443510201 26 600 X 123 600 HUDSON CITY BANCORP INC COMMON 443683107 131 11,475 X 123 11,475 HUDSON HIGHLAND GROUP INC COMMON 443792106 14,518 931,260 X 123 690,685 97,450 143,125 HUGHES SUPPLY INC COMMON 444482103 11,086 394,525 X 123 326,375 68,150 HUMAN GENOME SCIENCE COMMON 444903108 950 82,050 X 123 13,025 69,025 HUMAN GENOME CV BND 444903AF5 1,930 35,555 X 123 35,555 HURON CONSULTING GROUP INC COMMON 447462102 1 45 X 123 45 HURRAY HOLDING CO LTD- ADR ADR 447773102 485 48,149 X 123 48,149 HYDRIL CO COMMON 448774109 7,169 131,900 X 123 86,400 28,975 16,525 HYPERION SOLUTIONS CORP COMMON 44914M104 10,463 260,025 X 123 214,625 45,400 IMS HEALTH INC COMMON 449934108 27 1,073 X 123 1,073 IXIA COMMON 45071R109 1,049 53,975 X 123 8,450 45,525 IBERIABANK CORP COMMON 450828108 11,597 188,225 X 123 155,800 32,425 IDENIX PHARMACEUTICALS INC COMMON 45166R204 2,481 114,425 X 123 47,225 67,200 IDEX CORP COMMON 45167R104 17,770 460,247 X 123 386,635 73,612 ILLINOIS TOOL WORKS INC COMMON 452308109 16,499 207,067 X 123 147,797 550 58,720 IMATION CORP COMMON 45245A107 13,442 346,525 X 123 287,075 59,450 IMAGISTICS INTL INC COMMON 45247T104 9,498 339,230 X 123 280,425 58,805 IMMUCOR INC COMMON 452526106 1,303 45,025 X 123 7,000 38,025 IMPAX LABORATORIES INC COMMON 45256B101 1,749 111,400 X 123 17,150 94,250 INCYTE PHARMACEUTICALS INC COMMON 45337C102 40 X 123 40 INDEPENDENCE COMMUNITY BANK COMMON 453414104 11,876 321,575 X 123 267,000 54,575 INDEPENDENT BANK CORP MICH COMMON 453838104 12,506 439,749 X 123 387,924 51,825 INFOSPACE INC COMMON 45678T201 1 45 X 123 45 ING GROEP NV SPON ADR COMMON 456837103 3 100 X 123 100 INFRASOURCE SERVICES INC COMMON 45684P102 24 2,350 X 123 2,350 INHALE THERAPEUT CONV CV BND 457191AH7 21,815 464,230 X 123 404,281 25,763 34,186 INPUT/OUTPUT INC COMMON 457652105 1 100 X 123 100 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 13,991 872,825 X 123 721,800 151,025 INTEL CORP COMMON 458140100 456,606 10,595,428 X 123 3,543,828 49,700 7,001,900 INTERFACE INC COMMON 458665106 5,751 714,382 X 123 672,161 42,221 INTERMAGNETICS GENERAL CORP COMMON 458771102 11,656 378,925 X 123 309,575 69,350 IBM COMMON 459200101 4,180 56,336 X 123 41,073 15,263 INTL FLAV & FRAG COMMON 459506101 38 1,050 X 123 1,050 INTL PAPER COMMON 460146103 428 14,175 X 123 3,475 10,700 INTERVOICE INC COMMON 461142101 1,994 231,025 X 123 188,700 42,325 INTUITIVE SURGICAL INC COMMON 46120E602 2,995 64,224 X 123 37,400 25,450 1,374 INVITROGEN CORP COMMON 46185R100 2,768 33,230 X 123 33,200 30 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 128 3,381 X 123 3,381 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 12,055 642,925 X 123 529,475 113,450 IPAYMENT INC COMMON 4.6262E+109 2,240 61,335 X 123 9,425 51,875 35 IRONSTONE GROUP INC COMMON 463228205 2 X 123 2 IVAX CORP COMMON 465823102 22 1,000 X 123 1,000 IVAX CORP CVT CV BND 465823AG7 16,634 520,475 X 123 394,726 10,456 115,293 J & J SNACK FOODS CORP COMMON 466032109 9,061 173,079 X 123 143,079 30,000 JDS UNIPHASE CORP COMMON 46612J101 3 1,800 X 123 1,000 800 JP MORGAN CHASE & CO COMMON 46625H100 39,928 1,130,459 X 123 1,019,742 110,717 J2 GLOBAL COMMUNICATIONS INC COMMON 4.6626E+209 1,693 49,150 X 123 7,575 41,575 JABIL CIRCUIT INC COMMON 466313103 56 1,825 X 123 1,825 JAKKS PACIFIC INC COMMON 4.7012E+110 1 45 X 123 45 JAMDAT MOBILE INC COMMON 47023T100 1 20 X 123 20 JARDEN CORP COMMON 471109108 3,486 64,650 X 123 64,650 JOHNSON & JOHNSON COMMON 478160104 352,036 3,110,957 X 123 917,405 20,200 2,173,352 JOHNSON CONTROLS COMMON 478366107 1,331 23,625 X 123 22,025 1,600 JONES APPAREL GROUP INC COMMON 480074103 74 2,400 X 123 900 1,500 JONES LANG LASALLE INC COMMON 48020Q107 1,901 42,990 X 123 6,625 36,325 40 JOY GLOBAL INC COMMON 481165108 1,901 56,584 X 123 8,137 44,062 4,385 JUNIPER NETWORKS COMMON 48203R104 132,680 2,701,841 X 123 1,098,273 2,500 1,601,068 JUPITERMEDIA CORP COMMON 48207D101 1 60 X 123 60 KFX INC COMMON 48245L107 13 900 X 123 900 KLA-TENCOR CORPORATION COMMON 482480100 90 2,050 X 123 2,050 KMG AMERICA CORP COMMON 482563103 8,872 892,575 X 123 738,925 153,650 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,179 51,241 X 123 51,241 KANA SOFTWARE INC COMMON 483600300 1 X 123 1 KELLOGG CO COMMON 487836108 144 3,250 X 123 3,250 KERR MCGEE COMMON 492386107 153 2,000 X 123 2,000 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,038 78,625 X 123 12,175 66,450 KEYCORP (NEW) COMMON 493267108 427 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COMMON 49460W208 27,182 453,025 X 123 75,600 5,050 372,375 KNOLL INC COMMON 498904200 1,341 78,375 X 123 78,375 KOHLS CORP COMMON 500255104 9,439 168,827 X 123 88,230 1,250 79,347 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 102 4,058 X 123 4,049 9 KOPIN CORP COMMON 500600101 36 7,000 X 123 7,000 KOS PHARMACEUTICALS INC COMMON 500648100 2,378 36,300 X 123 5,700 30,600 KRAFT FOODS INC COMMON 50075N104 482 15,150 X 123 100 15,050 KROGER COMMON 501044101 38 2,000 X 123 1,000 1,000 KULICKE & SOFFA CV BND 501242AL5 51,670 1,819,971 X 123 1,575,013 67,634 177,324 LCA VISION INC COMMON 501803308 2,975 61,400 X 123 9,550 51,850 LSI LOCIC CVT CV BND 502161AG7 8,536 327,767 X 123 213,943 20,806 93,019 LA QUINTA PROPERTIES INC COMMON 50419U202 6,318 677,215 X 123 599,725 77,490 LAIDLAW INTL COMMON 50730R102 28,273 1,173,150 X 123 979,200 193,950 LAMAR ADVERTISING CO COMMON 512815101 4,567 106,770 X 123 92,500 14,270 LANDSTAR SYSTEM INC COMMON 515098101 6,097 202,425 X 123 167,725 34,700 LASALLE 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161,200 X 123 88,625 72,575 ON SEMICONDUCTOR CORPORATION COMMON 682189105 4,006 870,800 X 123 777,375 93,425 ONEOK INC COMMON 682680103 13,932 426,713 X 123 401,050 25,663 ONLINE RESOURCES CORP COMMON 68273G101 2,251 199,000 X 123 30,775 168,225 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 ORACLE CORP COMMON 68389X105 39,901 3,022,834 X 123 345,164 33,050 2,644,620 ORASURE TECHNOLOGIES INC COMMON 68554V108 1,637 163,875 X 123 25,450 138,425 OSHKOSH TRUCK CORP COMMON 688239201 6,716 85,800 X 123 69,375 16,425 OTTER TAIL CORP COMMON 689648103 2,544 93,100 X 123 93,100 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 42,647 998,928 X 123 937,160 30,371 31,396 P G & E CORP COMMON 69331C108 30,375 809,125 X 123 745,200 63,925 PFF BANCORP INC COMMON 69331W104 1,649 54,425 X 123 8,475 45,950 THE PMI GROUP COMMON 69344M101 94 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 32 534 X 123 534 PACER INTL INC TENN COMMON 69373H106 3 115 X 123 115 PACIFICARE HEALTH SYSTEMS COMMON 695112102 5 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BRANDS INC COMMON 988498101 4,096 78,640 X 123 64,840 13,800 ZEBRA TECHNOLOGIES - CL A COMMON 989207105 2 X 123 2 ZIMMER HOLDINGS INC COMMON 98956P102 173,521 1,277,348 X 123 524,999 6,865 745,484 ZIONS BANCORP COMMON 989701107 22,255 302,670 X 123 215,260 2,700 84,710 ACE LTD COMMON G0070K103 924 20,605 X 123 7,580 13,025 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 178 6,450 X 123 6,450 ACCENTURE LTD CL A COMMON G1150G111 37,358 1,647,900 X 123 1,266,700 10,000 371,200 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 9,262 244,900 X 123 244,900 EVEREST RE GROUP LTD COMMON G3223R108 1,983 21,325 X 123 16,325 5,000 GARMIN LTD COMMON G37260109 1,367 31,975 X 123 31,975 GLOBALSANTAFE CORP COMMON G3930E101 41,241 1,010,802 X 123 824,934 9,500 176,368 INGERSOLL-RAND CO-CL A COMMON G4776G101 379 5,315 X 123 5,315 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 3,779 99,338 X 123 89,450 5,313 4,575 NABORS INDUSTRIES LTD COMMON G6359F103 58 950 X 123 400 550 PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 5,051 158,725 X 123 144,075 14,650 TRANSOCEAN INC COMMON G90078109 38,545 714,188 X 123 321,613 4,850 387,725 WEATHERFORD INTL COMMON G95089101 341 5,887 X 123 2,735 3,152 XL CAPITAL CORP COMMON G98255105 104 1,400 X 123 1,400 ALCON INC COMMON H01301102 191 1,750 X 123 1,750 AUDIOCODES LTD COMMON M15342104 1 65 X 123 65 GIVEN IMAGING LTD COMMON M52020100 1 35 X 123 35 WALMART DE MEXICO-SER V COMMON P98180105 5 1,252 X 123 1,252 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 1,904 39,375 X 123 39,225 150 FLEXTRONICS INTL LTD COMMON Y2573F102 15,340 1,161,206 X 798,525 13,875 348,806 QUATTRO ACCESS LLC MUT FND 9910A9878 93 99,373 X 123 99,373 OZF ACCESS LLC MUT FND 9910B9877 103 100,331 X 123 100,331 VEGA ACCESS LLC II CLASS C MUT FND 9910C9876 190 192,104 X 123 192,104 COLUMN TOTALS 20 ,519,507 2500 45
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