-----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, QYiuVpzsBwaJziW4e7eR/rDbZ6MyioPBPkpEyRgziK1ZtTYh6AheeoTQsM9ejBkA uLtLGtA3fZQ2Cqheq5bIMQ== 0000312348-05-000010.txt : 20050510 0000312348-05-000010.hdr.sgml : 20050510 20050510110655 ACCESSION NUMBER: 0000312348-05-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050510 DATE AS OF CHANGE: 20050510 EFFECTIVENESS DATE: 20050510 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: 05814500 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 UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/05 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 05/10/05 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: 1055 Form 13F Information Table Value Total: $18,754,407.00 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., INC 3/31/2005 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 --------- --------- --------- ADC TELECOMMUNICATIONS INC COMMON 886101 110 55,450 X 123 6,500 48,950 ACM INCOME FUND INC Closed E 000912105 22 2,675 X 123 2,675 AFC ENTERPRISES COMMON 00104Q107 509 19,950 X 123 19,950 AFLAC INC COMMON 1055102 31,514 845,785 X 123 606,625 7,900 231,260 AGL RESOURCES INC COMMON 1204106 17,308 495,500 X 123 415,025 80,475 AES CORPORATION COMMON 00130H105 133,613 4,015,854 X 123 1,310,975 19,850 2,685,029 ATMI INC COMMON 00207R101 2,451 97,900 X 123 19,350 78,550 ATP OIL & GAS CORPORATION COMMON 00208J108 10,828 500,350 X 123 374,125 50,000 76,225 AAMES INVESTMENT CORP COMMON 00253G108 6 719 X 123 719 ABBOTT LABS COMMON 2824100 65,501 1,404,991 X 123 729,214 10,075 665,702 ACE CASH EXPRESS INC COMMON 4403101 1 50 X 123 50 ACTIVISION INC COMMON 4930202 40 2,700 X 123 2,700 ACTUANT CORP CL A COMMON 00508X203 18,605 414,170 X 123 299,575 114,595 ADESA INC COMMON 00686U104 18,593 795,937 X 123 674,100 121,837 ADOBE SYS COMMON 00724F101 120,115 908,312 X 123 310,522 6,125 591,665 ADTRAN INC COMMON 00738A106 13,761 780,125 X 123 656,825 123,300 ADVANCE AUTO PARTS INC COMMON 00751Y106 252 5,000 X 123 5,000 ADVO INC COMMON 7585102 16,661 444,886 X 123 375,285 69,601 ADVISORY BOARD CO COMMON 00762W107 2,211 50,600 X 123 7,975 42,625 ADVANCED MEDICAL OPTICS COMMON 00763M108 943 26,055 X 123 3,125 22,930 ADVENT/CLAYMORE ENH GR & INC COMMON 7.65E+106 90 5,000 X 123 5,000 AES TRUST III CVT PFD CV PFD 00808N202 25,960 219,602 X 123 179,441 2,132 38,028 AETNA INC-NEW COMMON 00817Y108 254,701 1,896,725 X 123 523,650 9,100 1,363,975 AFFILIATED COMPUTER SVSC CL A COMMON 8190100 934 17,550 X 123 150 17,400 AFFILIATED MANAGERS GROUP COMMON 8252108 2,818 45,425 X 123 6,525 24,875 14,025 AFFYMETRIX INC COMMON 00826T108 1,872 43,700 X 123 42,075 1,625 AGILENT TECHNOLOGIES INC COMMON 00846U101 238 10,733 X 123 4,863 5,870 AGILENT TECH INC CVT CV BND 00846UAB7 4,598 145,251 X 123 60,832 44,227 40,192 AGILYSYS INC COMMON 00847J105 157 8,003 X 123 8,003 AIR PRODS & CHEM COMMON 9158106 3,906 61,709 X 123 27,390 34,319 AIRGAS INC COMMON 9363102 5,715 239,223 X 123 214,850 24,373 ALABAMA NATIONAL BANCORP DEL COMMON 10317105 10,531 170,150 X 123 139,650 30,500 ALAMO GROUP INC COMMON 11311107 2,409 97,385 X 123 86,300 11,085 ALAMOSA HOLDINGS INC COMMON 11589108 2,427 207,955 X 123 26,675 104,175 77,105 ALBANY INTL CORP-CL A COMMON 12348108 15,526 502,800 X 123 427,425 75,375 ALCAN INC COMMON 13716105 4 97 X 123 97 ALCOA INC COMMON 13817101 274 9,000 X 123 6,400 2,600 ALLERGAN INC COMMON 18490102 83 1,200 X 123 1,200 ALLETE INC COMMON 18522300 10,714 256,005 X 123 218,047 37,958 ALLIED DEFENSE GROUP INC COMMON 19118108 5,602 228,750 X 123 194,450 34,300 ALLSTATE CORP COMMON 20002101 33,421 618,228 X 123 561,377 56,851 ALLTEL CORP COMMON 20039103 146 2,657 X 123 2,657 ALPHA PRO TECH LTD COMMON 20772109 200 X 123 200 ALTIRIS INC COMMON 02148M100 1 25 X 123 25 ALTRIA GROUP INC COMMON 02209S103 33,004 504,723 X 123 432,425 72,298 AMBAC FINL GRP COMMON 23139108 111 1,485 X 123 1,485 AMEREN CORPORATION COMMON 23608102 49 1,000 X 123 1,000 AMERICAN BANKNOTE CORP WNTS-SE WTS 24490120 271 X 123 12 259 AMERICAN BANKNOTE CORP WNTS-SE WTS 24490138 271 X 123 12 259 AMERICAN BANKNOTE CORP COMMON 24490302 752 X 123 752 AMERICAN ECOLOGY CORP COMMON 25533407 4,173 352,775 X 123 217,525 135,250 AMERICAN ELEC PWR COMMON 25537101 94 2,759 X 123 359 2,400 AMERICAN EAGLE OUTFITTERS COMMON 2.553E+109 3,691 124,900 X 123 119,350 5,550 AMERICAN EXPRESS CO COMMON 25816109 27,086 527,275 X 123 464,130 10,525 52,620 AMERICAN HEALTHWAYS INC COMMON 02649V104 930 28,175 X 123 28,175 AMERICAN HOME INVT CORP COMMON 02660R107 13,310 464,750 X 123 385,925 78,825 AMERICAN INTL GRP COMMON 26874107 13,054 235,582 X 123 126,826 350 108,406 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 2,189 127,400 X 123 17,500 63,850 46,050 AMERICAN POWER CONVERSION COMMON 29066107 1 45 X 123 45 AMERICAN SCIENCE & ENGINEERING COMMON 29429107 2,993 66,950 X 123 8,725 33,600 24,625 AMERICAN STATES WATER CO COMMON 29899101 8,901 351,825 X 123 288,575 63,250 AMERUS GROUP CO COMMON 03072M108 9,664 204,525 X 123 169,375 35,150 AMERITRADE HLDG CORP CL A COMMON 03074K100 79 7,775 X 123 7,775 AMETEK INC COMMON 31100100 30,334 753,640 X 123 630,550 123,090 AMGEN INC COMMON 31162100 41,828 718,566 X 123 384,693 6,550 327,323 AMIS HOLDINGS INC COMMON 31538101 9,849 872,325 X 123 717,200 155,125 AMKOR TECH INC CVT CV BND 031652AH3 39,575 787,651 X 123 558,492 117,544 111,615 AMPHENOL CORP CL A COMMON 32095101 4,161 112,335 X 123 97,700 14,635 ANADARKO PETE CORP COMMON 32511107 550 7,221 X 123 5,181 2,040 ANALOG DEVICES COMMON 32654105 5 125 X 123 125 ANAREN MICROWAVE INC COMMON 32744104 5,081 418,850 X 123 346,075 72,775 ANDRX GROUP COMMON 34553107 13,885 612,500 X 123 505,850 106,650 ANHEUSER BUSCH COMMON 35229103 10,293 217,204 X 123 194,800 22,404 ANIXTER INTERNATIONAL INC COMMON 35290105 9,554 264,300 X 123 228,025 36,275 APACHE CORP COMMON 37411105 173,498 1,579,609 X 123 477,994 5,025 1,096,590 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 7 186 X 123 186 APPLE COMPUTER COMMON 37833100 408,566 5,697,891 X 123 1,892,262 52,750 3,752,879 APPLEBEES INTL INC COMMON 37899101 5,133 186,245 X 123 113,975 58,600 13,670 APPLIED MATERIALS COMMON 38222105 133 8,190 X 123 5,600 2,590 ARAMARK CORP-CL B COMMON 38521100 18,755 713,643 X 123 571,264 2,425 139,954 ARBITRON INC COMMON 03875Q108 3,171 73,925 X 123 65,900 8,025 ARGON ST INC COMMON 40149106 870 26,375 X 123 26,375 ARMOR HOLDINGS INC COMMON 42260109 96 2,600 X 123 2,600 ARROW INTERNATIONAL INC COMMON 42764100 9,603 279,550 X 123 231,150 48,400 ARTESYN TECHNOLOGIES INC COMMON 43127109 10,836 1,244,100 X 123 1,028,700 215,400 ARTHROCARE CORP COMMON 43136100 2,083 73,085 X 123 15,075 57,975 35 ARVINMERITOR INC COMMON 43353101 9,501 614,175 X 123 508,050 106,125 ASK JEEVES INC COMMON 45174109 1 45 X 123 45 ASPECT MEDICAL SYSTEMS INC COMMON 45235108 844 39,075 X 123 39,075 ASPECT COMMUNICATIONS INC COMMON 04523Q102 7,994 767,875 X 123 635,425 132,450 ASSOCIATED BANC CORP COMMON 45487105 5,464 174,966 X 123 173,151 1,815 ASSOCIATED ESTATES REALTY CP COMMON 45604105 6,164 618,300 X 123 618,300 ASSURANT INC COMMON 04621X108 9,243 274,260 X 123 237,200 37,060 ASTA FUNDING INC COMMON 46220109 725 34,225 X 123 34,225 ATWOOD OCEANICS INC COMMON 50095108 3,781 56,825 X 123 8,200 31,725 16,900 AUDIBLE INC COMMON 05069A302 45 3,300 X 123 3,300 AUTODESK INC COMMON 52769106 17 568 X 123 550 18 AUTOMATIC DATA PROC COMMON 53015103 4,453 99,074 X 123 48,318 50,756 AUTOZONE INC COMMON 53332102 769 8,975 X 123 4,125 4,850 AVALONBAY COMMUNITIES INC COMMON 53484101 54 800 X 123 800 AVAYA INC COMMON 53499109 15,143 1,296,451 X 123 1,198,426 98,025 AVERY DENNISON CORP COMMON 53611109 46 745 X 123 745 AVIALL INC COMMON 05366B102 2,094 74,800 X 123 11,800 63,000 AVOCENT CORP COMMON 53893103 12,994 506,393 X 123 429,800 76,593 AVON PRODS COMMON 54303102 46,448 1,081,698 X 123 450,975 11,125 619,598 AXCELIS TECHNOLOGIES INC COMMON 54540109 59 X 123 59 BJ SERVICES CO COMMON 55482103 2,093 40,340 X 123 18,350 7,000 14,990 BJ WHOLESALE CLUB INC COMMON 05548J106 15,582 501,673 X 123 419,660 82,013 BOK FINANCIAL CORP COMMON 05561Q201 5,106 125,505 X 123 108,825 16,680 BP PLC ADR 55622104 43,658 699,645 X 123 486,697 5,740 207,208 BAKER HUGHES INC COMMON 57224107 36 800 X 123 500 300 BALL CORPORATION COMMON 58498106 21,547 519,459 X 123 367,475 6,650 145,334 BANCORP INC COMMON 05969A105 4 X 123 4 BANKAMERICA CORP COMMON 60505104 28,038 635,780 X 123 517,015 3,150 115,615 BANK MUTUAL CORP COMMON 63750103 217 18,343 X 123 18,343 BANK OF NEW YORK COMMON 64057102 1,456 50,122 X 123 24,122 26,000 BANKATLANTIC BANCORP INC-A COMMON 65908501 13,721 788,550 X 123 654,000 134,550 BANKUNITED FINANCIAL CORP CL A COMMON 06652B103 15,907 592,225 X 123 485,700 106,525 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 67383109 112,716 865,328 X 123 353,825 950 510,553 BARNES GROUP INC COMMON 67806109 15,312 563,575 X 123 465,500 98,075 BAUSCH & LOMB COMMON 71707103 117 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 24,895 732,635 X 123 673,825 58,810 BEAR STEARNS COS INC COMMON 73902108 18,737 187,562 X 123 153,114 1,200 33,248 BEBE STORES INC COMMON 75571109 267 7,875 X 123 7,875 BECKTON DICKINSON & CO COMMON 75887109 10 173 X 123 173 BED BATH & BEYOND INC COMMON 75896100 84 2,292 X 123 2,292 BELLSOUTH CORP COMMON 79860102 51,842 1,971,920 X 123 975,741 17,500 978,679 BEMIS CO COMMON 81437105 22 700 X 123 700 BERKLEY WR CORP COMMON 84423102 50 1,012 X 123 1,012 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 8,091 93 X 123 93 BERKSHIRE HATHAWAY INC CL B COMMON 84670207 23,668 8,287 X 123 6,443 1,844 BEST BUY COMPANY COMMON 86516101 586 10,850 X 123 3,650 7,200 BIOMET INC COMMON 90613100 2,790 76,849 X 123 47,549 2,625 26,675 BIOGEN IDEC INC COMMON 09062X103 14 394 X 123 325 69 BIOTECH HOLDRS TRUST COMMON 09067D201 14 100 X 123 100 BLACK & DECKER CORP COMMON 91797100 806 10,200 X 123 8,300 1,900 H & R BLOCK INC COMMON 93671105 15 300 X 123 300 BLUE NILE INCORPORATED COMMON 09578R103 697 25,225 X 123 25,225 BLUEGREEN CORP COMMON 96231105 1,298 101,050 X 123 48,050 53,000 BLUELINX HOLDINGS INC COMMON 09624H109 17,905 1,325,290 X 123 1,122,625 202,665 BOEING CO COMMON 97023105 365 6,246 X 123 100 6,146 BONE CARE INTL COMMON 98072101 1 35 X 123 35 BORDERS GROUP INC COMMON 99709107 1,243 46,700 X 123 23,900 22,800 BORG WARNER INC COMMON 99724106 245 5,025 X 123 5,025 BORLAND SOFTWARE CORP COMMON 99849101 3,970 488,925 X 123 404,850 84,075 BOSTON SCIENTIFIC CORP COMMON 101137107 134 4,572 X 123 4,572 BOTTOMLINE TECHNOLOGIES INC COMMON 101388106 3,423 262,300 X 123 39,275 163,825 59,200 BRADY CORP CL A COMMON 104674106 194 6,000 X 123 6,000 BRIGGS & STRATTON COMMON 109043109 159 4,354 X 123 4,354 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 2,619 77,615 X 123 10,900 38,225 28,490 BRINKER INTERNATIONAL INC COMMON 109641100 68 1,875 X 123 1,125 750 BRISTOL MYERS SQUIBB COMMON 110122108 3,653 143,464 X 123 80,192 63,272 BROOKSTONE INC COMMON 114537103 1 61 X 123 61 BROWN FORMAN CORP CL A COMMON 115637100 1,964 35,676 X 123 35,676 BUCYRUS INTERNATIONAL INC COMMON 118759109 4,720 120,850 X 123 54,225 41,575 25,050 BUFFALO WILD WINGS INC COMMON 119848109 3,516 92,950 X 123 23,975 44,525 24,450 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 48,900 906,725 X 123 454,100 10,650 441,975 BURLINGTON RESOURCES INC COMMON 122014103 127,372 1,225,407 X 123 386,025 1,250 838,132 CBL & ASSOCIATES PROPERTIES COMMON 124830100 17,305 242,000 X 123 199,050 42,950 CBRL GROUP INC COMMON 12489V106 15,568 376,938 X 123 313,100 63,838 CB RICHARD ELLIS GROUP INC COMMON 12497T101 4,482 128,100 X 123 18,225 66,800 43,075 CIGNA CORP COMMON 125509109 98 1,100 X 123 1,100 CIM HIGH YIELD SECURITIES Closed E 125527101 590 147,100 X 123 147,100 CIT GROUP INC COMMON 125581108 17,449 459,175 X 123 425,150 34,025 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 11,317 273,286 X 123 181,129 92,158 CNF INC COMMON 12612W104 2,115 45,195 X 123 39,750 5,445 CSX CORP COMMON 126408103 5 X 123 5 CUNO INC COMMON 126583103 1 21 X 123 21 CVB FINANCIAL CORP COMMON 126600105 6,523 359,619 X 123 359,619 CVS CORP COMMON 126650100 23,728 450,925 X 123 51,025 5,300 394,600 CABOT CORP COMMON 127055101 10,643 318,375 X 123 262,250 56,125 CAL DIVE INTL INC COMMON 127914109 19,792 436,900 X 123 320,975 26,050 89,875 CALIFORNIA WATER SERVICE CORP COMMON 130788102 60 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 85 4,000 X 123 4,000 CAMDEN PROPERTY TRUST COMMON 133131102 1,284 27,300 X 123 5,350 21,950 CANADIAN OIL SANDS TRUST COMMON 13642L100 57 840 X 123 840 CAPITAL CORP OF THE WEST COMMON 140065103 6,099 131,215 X 123 81,913 49,302 CAPITAL ONE FINL CORP COMMON 14040H105 43,453 581,153 X 123 86,500 9,800 484,853 CARBO CERAMICS INC COMMON 140781105 10,237 145,925 X 123 120,050 25,875 CARDIODYNAMICS INTL CORP COMMON 141597104 3 1,000 X 123 1,000 CAREMARK RX INC COMMON 141705103 246,196 3,631,553 X 123 1,268,700 17,875 2,344,978 CARNIVAL CORP CL A COMMON 143658300 23,120 446,253 X 123 309,651 4,900 131,702 CARRIZO OIL & GAS INC COMMON 144577103 8,141 479,150 X 123 394,325 84,825 CARTER HOLDINGS COMMON 146229109 1,973 49,625 X 123 7,825 41,800 CATALINA MARKETING CORP COMMON 148867104 7,228 279,075 X 123 230,150 48,925 CATERPILLAR COMMON 149123101 1,045 11,423 X 123 2,900 8,523 CELADON GROUP INC COMMON 150838100 3,741 201,675 X 123 125,925 75,750 CELESTICA INC CVT YANKEE CV BND 15101QAA6 2,968 30,014 X 123 12,990 17,024 CENTENE CORP COMMON 15135B101 1,287 42,925 X 123 3,825 39,100 CENTERPOINT ENERGY INC COMMON 15189T107 10 800 X 123 800 CENTRAL GARDEN & PET CO COMMON 153527106 4,527 103,225 X 123 55,550 47,675 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 34,085 1,037,900 X 123 409,175 11,875 616,850 CERADYNE INC COMMON 156710105 117 5,225 X 123 5,225 CERTEGY INC COMMON 156880106 8,536 246,573 X 123 216,125 30,448 CERUS CORP COMMON 157085101 33 10,876 X 123 10,876 CHAMPION ENTERPRISES INC COMMON 158496109 1,838 195,550 X 123 195,550 CHARLES RIVER ASSOCIATES INC COMMON 159852102 4,704 95,320 X 123 11,350 45,375 38,595 CHARTER COMMUNICATIONS INC A COMMON 16117M107 2 1,100 X 123 550 550 CHATTEM INC COMMON 162456107 1 28 X 123 28 CHEMED CORP COMMON 16359R103 4,201 54,925 X 123 7,725 26,675 20,525 CHESAPEAKE ENERGY CORP COMMON 165167107 1,808 82,395 X 123 75,895 6,500 CHEVRONTEXACO CORP COMMON 166764100 27,568 472,785 X 123 408,278 64,507 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 131,593 417,410 X 123 116,373 4,025 297,012 CHICOS FAS INC COMMON 168615102 200,281 4,220,760 X 123 1,312,723 34,075 2,873,962 CHILDRENS PLACE COMMON 168905107 3,698 77,450 X 123 32,500 44,950 CHOICE HOTELS INTL INC COMMON 169905106 7,576 122,300 X 123 87,475 34,825 CHIRON CORP COMMON 170040109 142 4,064 X 123 4,064 CHIRON CORP CVT CV BND 170040AG4 51,407 810,927 X 123 780,755 14,611 15,561 CHUBB CORP COMMON 171232101 1,077 13,588 X 123 5,749 7,839 CHURCH & DWIGHT CO INC COMMON 171340102 3,368 94,960 X 123 84,350 10,610 CIENA CORP COMMON 171779101 57 33,400 X 123 33,400 CINCINNATI FINANCIAL CORP COMMON 172062101 137 3,150 X 123 3,150 CINERGY CORP COMMON 172474108 24 600 X 123 600 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 114 7,100 X 123 7,100 CISCO SYSTEMS INC COMMON 17275R102 133,453 1,851,723 X 123 1,103,738 26,475 721,510 CITIGROUP INC COMMON 172967101 74,152 1,650,013 X 123 1,335,470 14,579 299,964 CITIZENS COMMUNICATIONS CO COMMON 17453B101 13,029 1,006,875 X 123 923,950 82,925 CITIZENS FIRST BANCORP INC COMMON 17461R106 3,302 147,800 X 123 93,750 54,050 CITY NATIONAL CORP COMMON 178566105 6,515 93,305 X 123 82,825 10,480 CLARCOR INC COMMON 179895107 20,852 401,300 X 123 332,675 68,625 CLAREMONT TECHNOLOGIES CORP COMMON 180239105 4,750 X 123 4,750 COACH INC COMMON 189754104 304,770 3,010,807 X 123 938,260 22,475 2,050,072 COCA-COLA COMMON 191216100 4,878 117,058 X 123 24,209 92,849 COCA-COLA ENTERPRISES COMMON 191219104 191 9,300 X 123 1,300 8,000 COGENT INC COMMON 19239Y108 2,791 110,825 X 123 74,150 36,675 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 160,911 1,765,364 X 123 646,875 1,750 1,116,739 COLDWATER CREEK INC COMMON 193068103 1,880 101,724 X 123 16,037 85,687 COLGATE PALMOLIVE COMMON 194162103 592 11,342 X 123 8,130 3,212 COLONIAL BANCGROUP INC COMMON 195493309 119 5,812 X 123 5,812 COLONIAL HIGH INCOME MUNI TRUS Closed E 195743109 15 2,500 X 123 2,500 COLUMBIA ACORN FUND -C COMMON 197199300 26 1,037 X 123 1,037 COLUMBIA FEDERAL SECURITIES CL COMMON 19764J856 13 X 123 13 COMFORT SYSTEMS USA INC COMMON 199908104 5,705 736,160 X 123 654,625 81,535 COMCAST CORP CL A COMMON 20030N101 51 1,509 X 123 1,509 COMCAST CORP CL A SPL COMMON 20030N200 1,313 39,300 X 123 9,500 29,800 COMERICA INC COMMON 200340107 10,579 192,075 X 123 179,525 12,550 COMMERCIAL CAPITAL BANCORP COMMON 20162L105 5,503 270,411 X 123 241,729 28,682 COMMERCIAL METALS CO COMMON 201723103 2,965 87,475 X 123 12,000 36,325 39,150 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 10,381 519,050 X 123 427,950 91,100 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 10,010 212,350 X 123 177,725 34,625 COMMUNITY BANCORP COMMON 20343T100 2,800 111,175 X 123 111,175 CIA VALE DO RIO - ADR ADR 204412209 5,930 187,600 X 123 179,725 6,575 1,300 COMPUCREDIT CORP COMMON 20478N100 13 500 X 123 500 COMPUTER ASSOCIATES INTL COMMON 204912109 208 7,680 X 123 509 7,171 COMPUTER SCIENCE CORP COMMON 205363104 22 470 X 123 470 COMPUWARE CORP COMMON 205638109 5 750 X 123 500 250 COMTECH TELECOMUNICATIONS COMMON 205826209 9,629 184,825 X 123 153,050 31,775 CONAGRA INC COMMON 205887102 27 1,000 X 123 1,000 CONOCOPHILLIPS COMMON 20825C104 85,877 796,341 X 123 488,446 7,515 300,380 CONSOL ENERGY INC COMMON 20854P109 32,845 698,525 X 123 75,200 8,275 615,050 CONSTELLATION BRANDS INC-A COMMON 21036P108 4,251 80,400 X 123 77,500 2,900 CONSTELLATION ENERGY GROUP COMMON 210371100 14,500 280,455 X 123 258,750 21,705 CONVERGYS CORP COMMON 212485106 69 4,650 X 123 4,650 COOPER TIRE COMMON 216831107 13,629 742,325 X 123 619,300 123,025 CORNING INC COMMON 219350105 9,039 812,128 X 123 546,538 34,728 230,862 CORNING INC CVT CV BND 219350AK1 16,774 1,519,174 X 123 1,168,166 68,631 282,377 CORPORATE EXECUTIVE BOARD COMMON 21988R102 7,017 109,720 X 123 66,475 26,675 16,570 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 12,743 481,225 X 123 397,500 83,725 CORRECTIONS CORP OF AMERICA COMMON 22025Y407 2 41 X 123 41 COSI INC COMMON 22122P101 2,963 435,800 X 123 197,200 238,600 COST PLUS INC CALIFORNIA COMMON 221485105 6,096 226,775 X 123 187,800 38,975 COSTCO WHOLESALE CORP COMMON 22160K105 58 1,315 X 123 1,315 COSTAR GROUP INC COMMON 22160N109 1,109 30,100 X 123 2,700 27,400 COUNTRYWIDE FINANCIAL COMMON 222372104 379 11,673 X 123 9,874 1,799 COVAD COMMUNICATIONS GROUP COMMON 222814204 7 5,496 X 123 4,122 1,374 COVENTRY HEALTH CARE INC COMMON 222862104 1,012 14,850 X 123 4,050 10,800 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 1 14 X 123 14 CRYPTOLOGIC INC COMMON 228906103 1,685 54,375 X 123 8,575 45,800 CUMMINS CAPITAL TRUST CVT PFD CV PFD 231029307 31,757 435,960 X 123 400,195 15,779 19,986 CYMER INC COMMON 232572107 8,497 317,400 X 123 262,125 55,275 CYTEC INDS COMMON 232820100 20,671 381,025 X 123 313,000 68,025 DRS TECHNOLOGIES INC COMMON 23330X100 981 23,087 X 123 23,087 D.R. HORTON INC COMMON 23331A109 90,476 1,538,383 X 123 530,324 1,599 1,006,460 DST SYSTEMS COMMON 233326107 128 2,780 X 123 2,250 530 DSP GROUP INC COMMON 23332B106 16,876 655,125 X 123 542,550 112,575 DTE ENERGY CO COMMON 233331107 68 1,500 X 123 1,500 DAKTRONICS INC COMMON 234264109 3,485 160,960 X 123 98,750 62,210 DANAHER CORP COMMON 235851102 250,297 2,610,332 X 123 1,075,240 15,250 1,519,842 DARDEN RESTAURANTS INC COMMON 237194105 695 22,650 X 123 8,100 14,550 DEAN FOODS COMMON 242370104 7,357 214,489 X 123 186,874 27,615 DEARBORN BANCORP INC COMMON 24242R108 3,467 130,830 X 123 114,914 15,916 DEERE & CO COMMON 244199105 2,091 31,150 X 123 30,750 400 DEL MONTE FOODS CO COMMON 24522P103 1 66 X 123 66 DELL INC COMMON 24702R101 74,529 1,939,848 X 123 669,355 34,775 1,235,718 DELPHI FINANCIAL GROUP CL A COMMON 247131105 16,850 391,867 X 123 303,458 88,409 DENBURY RESOURCES INC COMMON 247916208 10,672 302,925 X 123 249,800 53,125 DELUXE CORP COMMON 248019101 183 4,600 X 123 4,600 DESIGN WITHIN REACH INC COMMON 250557105 1,077 68,425 X 123 68,425 DEVELOPERS DIVERS REALTY COMMON 251591103 23,208 583,850 X 123 522,250 1,425 60,175 DEVON ENERGY CORP COMMON 25179M103 25,624 536,630 X 123 386,161 5,900 144,569 DEVON ENERGY CVT CV BND 25179MAA1 22,376 363,804 X 123 357,274 6,530 DEVON ENERGY CVT CV BND 25179MAB9 29,708 483,001 X 123 473,206 9,795 DIAGEO PLC SPON ADR ADR 25243Q205 17 300 X 123 300 DIAMONDCLUSTER INTL INC COMMON 25278P106 3,263 202,650 X 123 30,325 117,200 55,125 DIEBOLD INC COMMON 253651103 5 100 X 123 100 DIGIRAD CORP COMMON 253827109 1 80 X 123 80 DIGITAS INC COMMON 25388K104 18,895 1,870,781 X 123 1,547,032 323,749 DIODES INC COMMON 254543101 860 31,700 X 123 26,000 5,700 THE DIRECTV GROUP INC COMMON 25459L106 22,142 1,535,480 X 123 1,425,286 110,194 THE WALT DISNEY CO COMMON 254687106 1,702 59,231 X 123 31,600 27,631 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 1,388 44,441 X 123 39,752 4,689 DOLLAR GENERAL COMMON 256669102 177 8,075 X 123 8,075 DOMINION RESOURCES BLACK WARRI COMMON 25746Q108 312 8,000 X 123 8,000 DOMINION RES INC VA COMMON 25746U109 12,518 168,189 X 123 104,434 700 63,055 DONEGAL GROUP INC CL A COMMON 257701201 3,846 211,661 X 123 135,428 76,233 RR DONNELLEY & SONS CO COMMON 257867101 82 2,600 X 123 1,700 900 DOVER CORP COMMON 260003108 28,703 759,550 X 123 557,811 7,275 194,464 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 6,359 510,770 X 123 420,710 90,060 DOW CHEMICAL COMMON 260543103 2,403 48,204 X 123 18,001 4,650 25,553 DUPONT E I COMMON 263534109 3,828 74,716 X 123 28,250 2,200 44,266 DUKE ENERGY CORP COMMON 264399106 7,925 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 11 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 2.6483E+104 3,805 61,926 X 123 55,125 6,801 DUNES HOTELS & CASINOS INC COMMON 265440107 25 X 123 25 EGL INC COMMON 268484102 1 45 X 123 45 EMC CORP COMMON 268648102 7,212 585,377 X 123 303,843 4,706 276,828 EOG RESOURCES INC COMMON 26875P101 247,128 2,525,524 X 123 886,715 2,550 1,636,259 EPIX MEDICAL INC CVT CV BND 26881QAB7 42,703 755,795 X 123 640,982 41,653 73,161 EAGLE HOSPITALITY PROPERTIES COMMON 26959T102 5,942 662,475 X 123 662,475 EAGLE MATERIALS INC COMMON 26969P108 11,630 143,682 X 123 116,850 26,832 EAST WEST BANCORP INC COMMON 27579R104 20,503 555,335 X 123 392,700 58,175 104,460 EASTMAN CHEMICAL CO COMMON 277432100 9 150 X 123 150 EATON CORP COMMON 278058102 515 7,876 X 123 3,100 4,776 EBAY INC COMMON 278642103 188,695 2,572,156 X 123 827,876 2,400 1,741,880 ECOLAB INC COMMON 278865100 1,194 36,121 X 123 14,553 21,568 EDISON INTERNATIONAL COMMON 281020107 13,614 392,100 X 123 40,825 4,650 346,625 EDUCATE INC COMMON 28138P100 1 75 X 123 75 EDWARDS LIFESCIENCES CORP COMMON 2.8176E+112 10 240 X 123 70 170 EDUCATIONAL SERVICES INTERNATI COMMON 281902106 100 X 123 100 EL PASO CORPORATION COMMON 28336L109 6 600 X 123 600 ELECTRONIC ARTS INC COMMON 285512109 80,959 802,198 X 123 284,350 4,275 513,573 ELKCORP COMMON 287456107 5,788 150,500 X 123 124,225 26,275 PERRY ELLIS INTERNATIONAL COMMON 288853104 1,795 80,000 X 123 49,975 30,025 EMBRAER AIRCRAFT CORP -SP ADR ADR 29081M102 3 100 X 123 100 EMERSON ELEC COMMON 291011104 861 13,260 X 123 200 13,060 ENERGEN CORP COMMON 29265N108 8,580 128,825 X 123 106,675 22,150 ENERGY EAST CORP COMMON 29266M109 152 5,816 X 123 5,816 ENERGY PARTNERS LTD COMMON 29270U105 30,305 1,166,915 X 123 939,875 52,725 174,315 ENTEGRIS INC COMMON 29362U104 4,047 409,232 X 123 364,525 44,707 ENTERGY CORP NEW COMMON 29364G103 527 7,461 X 123 4,311 3,150 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 1,317 148,525 X 123 148,525 EPICOR SOFTWARE CORP COMMON 29426L108 2,874 219,425 X 123 31,600 122,025 65,800 EQUIFAX INC COMMON 294429105 68 2,200 X 123 2,200 EQUITY OFFICE PROPERTIES TR COMMON 294741103 144 4,789 X 123 4,789 EQUITY RESIDENTIAL COMMON 29476L107 45 1,400 X 123 1,400 ESCO TECHNOLOGIES COMMON 296315104 7,675 95,525 X 123 78,950 16,575 ESSEX CORP COMMON 296744105 3,831 234,600 X 123 28,925 113,925 91,750 EXCEL TECHNOLOGY INC COMMON 30067T103 5,052 205,550 X 123 169,450 36,100 EXELON CORP COMMON 30161N101 71,228 1,552,136 X 123 682,241 10,850 859,045 EXPEDITORS INTL WASH INC COMMON 302130109 127,746 1,184,220 X 123 406,203 1,225 776,792 EXPONENT INC COMMON 30214U102 2,143 89,693 X 123 79,150 10,543 EXXON MOBIL CORP COMMON 30231G102 194,687 3,266,568 X 123 1,569,187 36,525 1,660,856 FMC CORP NEW COMMON 302491303 6,709 125,525 X 123 103,300 22,225 FMC TECHNOLOGIES INC COMMON 30249U101 23,207 699,418 X 123 595,100 104,318 FPL GROUP INC COMMON 302571104 282 7,018 X 123 2,918 4,100 FTD GROUP INC COMMON 30267U108 7,587 625,975 X 123 515,225 110,750 FX ENERGY INC COMMON 302695101 34 3,000 X 123 3,000 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 4,064 265,133 X 123 235,300 29,833 FAIRCHILD SEMI CV BND 303727AJ0 9,292 306,666 X 123 216,500 8,333 81,833 FAIRMONT HOTELS & RESORTS COMMON 305204109 7,696 232,225 X 123 232,225 FASTENAL CO COMMON 311900104 114,968 1,014,279 X 123 356,884 800 656,595 FREDDIE MAC COMMON 313400301 866 13,705 X 123 11,600 2,105 FANNIE MAE COMMON 313586109 15,225 279,612 X 123 223,981 55,631 FEDERAL REALTY INVS TRUST COMMON 313747206 82 1,698 X 123 1,698 FEDERAL RESOURCES CORP COMMON 313765109 200 X 123 200 FEDERATED DEPT STORES COMMON 31410H101 63,142 992,175 X 123 381,825 7,775 602,575 FELCOR LODGING CONV PFD CV PFD 31430F200 3,914 122,637 X 123 115,737 6,899 F5 NETWORKS INC COMMON 315616102 25,296 501,005 X 123 100,725 26,875 373,405 FIDELITY NATIONAL FINANCIAL IN COMMON 316326107 1 45 X 123 45 FIFTH THIRD BANCORP COMMON 316773100 167 3,877 X 123 3,877 FIRST DATA CORP COMMON 319963104 22,805 580,126 X 123 435,477 4,600 140,049 FIRST DEFIANCE FINL CORP COMMON 32006W106 13 500 X 123 500 FIRST HORIZON NATIONAL CORP COMMON 320517105 938 23,000 X 123 14,600 8,400 FIRST HORIZON PHARMACEUTICAL C COMMON 32051K106 973 57,620 X 123 57,620 FIRST MARBLEHEAD CORP COMMON 320771108 25 441 X 123 325 116 FIRST MIDWEST BANCORP INC COMMON 320867104 12,856 395,800 X 123 326,500 69,300 FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 68 5,173 X 123 5,173 FIRST POTOMAC REALTY TRUST COMMON 33610F109 7,487 327,650 X 123 327,650 FIRST TR INSD MUN BD MUTL ST U COMMON 33733R212 6 10 X 123 10 FISERV INC COMMON 337738108 4,238 106,481 X 123 1,850 104,631 FISHER SCIENTIFIC INTL COMMON 338032204 74 1,300 X 123 1,300 FLUOR CORP NEW COMMON 343412102 588 10,600 X 123 10,600 FOREST LABS COMMON 345838106 129 3,500 X 123 2,900 600 FORMFACTOR INC COMMON 346375108 2,696 119,075 X 123 17,425 72,050 29,600 FOSSIL INC COMMON 349882100 6,094 235,059 X 123 194,134 40,925 FOUNDRY NETWORKS INC COMMON 35063R100 6,476 654,150 X 123 541,750 112,400 FRANKLIN FLOATING RATE TRUST Closed E 353531106 1 155 X 123 155 FRANKLIN RESOURCES COMMON 354613101 45,585 664,025 X 123 98,325 7,450 558,250 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 15,739 912,395 X 123 842,419 69,976 GFI GROUP INC COMMON 361652209 1,598 59,550 X 123 12,300 47,250 GSI COMMERCE INC COMMON 36238G102 2,508 185,375 X 123 27,150 113,000 45,225 GANNETT CO COMMON 364730101 2,196 27,775 X 123 15,425 12,350 GAP INC COMMON 364760108 60 2,762 X 123 1,465 1,297 GEN PROBE INC COMMON 36866T103 2,763 62,000 X 123 59,725 2,275 GENENTECH INC COMMON 368710406 22,969 405,748 X 123 75,293 9,275 321,180 GENERAL CABLE CORP COMMON 369300108 8,537 707,250 X 123 582,650 124,600 GENERAL ELECTRIC COMMON 369604103 515,982 9,392,363 X 123 3,034,236 64,861 6,293,266 GEN MILLS COMMON 370334104 2,050 41,713 X 123 22,230 19,483 GENERAL MOTORS CORP COMMON 370442105 22 751 X 123 751 GENESEE & WYOMING INC-CL A COMMON 371559105 13,735 530,108 X 123 438,471 91,637 GENUINE PARTS COMMON 372460105 22 500 X 123 500 GENZYME CORP -GENL DIVISION COMMON 372917104 120 2,104 X 123 604 1,500 GEORGIA PAC COMMON 373298108 35 1,000 X 123 1,000 GETTY IMAGES INC COMMON 374276103 125,224 894,280 X 123 330,250 650 563,380 GETTY REALTY COMMON 374297109 8 300 X 123 300 GILEAD SCIENCES INC COMMON 375558103 17,460 487,700 X 123 60,125 10,475 417,100 GILLETTE CO COMMON 375766102 42,517 842,245 X 123 106,020 15,900 720,325 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,859 40,481 X 123 24,947 15,534 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 10,447 294,625 X 123 243,600 51,025 GLOBAL PAYMENTS INC COMMON 37940X102 3,570 55,350 X 123 8,100 33,825 13,425 GOLD BANC CORP INC COMMON 379907108 4,339 309,275 X 123 193,150 116,125 GOLDEN WEST FINL COMMON 381317106 2,977 49,200 X 123 47,900 1,300 GOLDMAN SACHS GROUP COMMON 38141G104 234,412 1,435,730 X 123 492,736 12,583 930,411 GOODRICH COMMON 382388106 156 4,075 X 123 4,075 GOOGLE INC-CL A COMMON 38259P508 294,741 813,543 X 123 274,455 2,325 536,763 GRAINGER W W COMMON 384802104 149 2,400 X 123 2,400 GRANT PRIDECO INC COMMON 38821G101 17 717 X 123 717 GREAT LAKES CHEM COMMON 390568103 6,039 188,025 X 123 155,675 32,350 GREENFIELD ONLINE INC COMMON 395150105 391 19,900 X 123 19,900 GRUPO TELEVISA SA SPON ADR ADR 40049J206 1,714 29,150 X 123 29,150 GUIDANT CORP COMMON 401698105 13,084 177,053 X 123 117,968 2,150 56,935 GUITAR CENTER INC COMMON 402040109 4,670 85,170 X 123 36,800 29,825 18,545 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 25 1,521 X 123 1,521 HCA INC COMMON 404119109 737 13,750 X 123 13,750 HSBC HOLDINGS PLC -SP ADR ADR 404280406 371 4,672 X 123 3,539 1,133 HALLIBURTON CO COMMON 406216101 59,976 1,386,730 X 123 732,450 7,825 646,455 HANMI FINANCIAL CORP COMMON 410495105 2,564 154,925 X 123 23,700 91,575 39,650 HANOVER COMPRESSOR CO COMMON 410768105 23 1,890 X 123 1,890 HARLEY DAVIDSON COMMON 412822108 20,915 362,094 X 123 257,027 4,225 100,842 HARMAN INTL COMMON 413086109 55 626 X 123 550 76 HARRAH'S ENTERTAINMENT INC COMMON 413619107 2,809 43,500 X 123 41,900 1,600 HARRIS CORP COMMON 413875105 30,131 922,850 X 123 706,500 8,150 208,200 HARSCO CORP COMMON 415864107 9,260 155,350 X 123 155,350 HARTE HANKS INC COMMON 416196103 15,705 569,850 X 123 472,975 96,875 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 888 12,950 X 123 500 12,450 HASBRO INC COMMON 418056107 16,416 802,740 X 123 750,575 52,165 HEALTH CARE PPTYS INV COMMON 421915109 1,538 65,550 X 123 43,450 1,000 21,100 HEADWATERS INC COMMON 42210P102 1 45 X 123 45 HEALTHEXTRAS INC COMMON 422211102 3,582 215,130 X 123 27,025 103,125 84,980 HEALTHTRONICS INC COMMON 42222L107 2,918 271,200 X 123 39,150 153,325 78,725 HEIDRICK & STUGGLES INTL COMMON 422819102 2 50 X 123 50 HEINZ H J COMMON 423074103 6 150 X 123 150 HERSHEY FOODS CORP COMMON 427866108 354 5,850 X 123 5,850 HEWLETT PACKARD COMMON 428236103 4,898 223,231 X 123 154,706 3,499 65,026 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 1,692 268,100 X 123 268,100 HIGHLAND HOSPITALITY CORP COMMON 430141101 6,337 612,300 X 123 509,150 103,150 HOME DEPOT COMMON 437076102 4,932 128,967 X 123 99,800 7,525 21,642 HONEYWELL INTERNATIONAL INC COMMON 438516106 23,128 621,541 X 123 562,651 58,890 HOSPIRA INC COMMON 441060100 3,780 117,139 X 123 103,005 14,134 HOST MARRIOT FIN CVT PFD 6.75% CV PFD 441079407 9,223 543,173 X 123 529,182 13,991 HOST MARRIOTT CORP COMMON 44107P104 157 9,500 X 123 9,500 HOT TOPIC INC COMMON 441339108 7,560 345,975 X 123 284,825 61,150 HUB GROUP INC CL A COMMON 443320106 2,875 45,875 X 123 9,125 36,750 HUBBELL INC CL B COMMON 443510201 31 600 X 123 600 HUDSON HIGHLAND GROUP INC COMMON 443792106 14,328 838,385 X 123 616,610 97,450 124,325 HUGHES SUPPLY INC COMMON 444482103 12,137 407,975 X 123 336,675 71,300 HUMAN GENOME SCIENCE COMMON 444903108 749 81,275 X 123 9,800 71,475 HURON CONSULTING GROUP INC COMMON 447462102 1 45 X 123 45 HURRAY HOLDING CO LTD- ADR ADR 447773102 679 80,374 X 123 80,374 HYDRIL CO COMMON 448774109 9,086 155,550 X 123 89,175 28,975 37,400 HYPERION SOLUTIONS CORP COMMON 44914M104 11,588 262,700 X 123 172,925 35,500 54,275 IMS HEALTH INC COMMON 449934108 26 1,073 X 123 1,073 IBERIABANK CORP COMMON 450828108 10,947 194,575 X 123 160,675 33,900 IDENIX PHARMACEUTICALS INC COMMON 45166R204 4,004 201,700 X 123 86,025 67,200 48,475 IDEX CORP COMMON 45167R104 19,002 470,922 X 123 393,710 77,212 ILLINOIS TOOL WORKS INC COMMON 452308109 25,448 284,236 X 123 207,972 2,625 73,639 IMATION CORP COMMON 45245A107 14,972 430,850 X 123 358,875 71,975 IMERGENT INC COMMON 45247Q100 488 49,750 X 123 3,725 46,025 IMAGISTICS INTL INC COMMON 45247T104 3 80 X 123 80 IMMUCOR INC COMMON 452526106 3,311 109,675 X 123 14,950 57,350 37,375 IMPAX LABORATORIES INC COMMON 45256B101 2,752 172,025 X 123 24,750 94,250 53,025 INCYTE PHARMACEUTICALS INC COMMON 45337C102 504 73,790 X 123 10,275 63,515 INDEPENDENCE COMMUNITY BANK COMMON 453414104 12,957 332,225 X 123 275,175 57,050 INDEPENDENT BANK CORP MICH COMMON 453838104 12,945 449,949 X 123 395,749 54,200 INFOCROSSING INC COMMON 45664X109 3,104 195,950 X 123 28,425 113,425 54,100 INFOSPACE INC COMMON 45678T201 348 8,520 X 123 8,475 45 ING GROEP NV SPON ADR COMMON 456837103 3 100 X 123 100 INFRASOURCE SERVICES INC COMMON 45684P102 28 2,350 X 123 2,350 INHALE THERAPEUT CONV CV BND 457191AH7 15,841 330,460 X 123 277,547 21,304 31,609 INPUT/OUTPUT INC COMMON 457652105 1 100 X 123 100 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 9,664 666,050 X 123 547,350 118,700 INTEL CORP COMMON 458140100 299,687 7,832,508 X 123 2,650,626 40,150 5,141,732 INTERFACE INC COMMON 458665106 3,677 539,179 X 123 510,036 29,143 IBM COMMON 459200101 5,326 58,286 X 123 42,341 15,945 INTL FLAV & FRAG COMMON 459506101 41 1,050 X 123 1,050 INTL PAPER COMMON 460146103 558 15,175 X 123 3,475 11,700 INTUITIVE SURGICAL INC COMMON 46120E602 6,735 148,124 X 123 70,025 42,000 36,099 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 38,690 791,050 X 123 193,125 7,875 590,050 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 9,572 490,875 X 123 405,325 85,550 IPAYMENT INC COMMON 4.6262E+109 2,712 64,260 X 123 12,350 51,875 35 ISHARES MSCI EMERGING MKT INDE COMMON 464287234 1,537 7,579 X 123 5,525 2,054 ISLE OF CAPRI CASINOS COMMON 464592104 1,425 53,700 X 123 4,850 48,850 IVAX CORP COMMON 465823102 20 1,000 X 123 1,000 IVAX CORP CVT CV BND 465823AG7 6,684 208,365 X 123 112,110 96,255 J & J SNACK FOODS CORP COMMON 466032109 5,573 119,000 X 123 96,275 22,725 JDS UNIPHASE CORP COMMON 46612J101 4 2,200 X 123 1,000 1,200 J JILL GROUP INC COMMON 466189107 272 19,775 X 123 19,775 JP MORGAN CHASE & CO COMMON 46625H100 30,403 878,689 X 123 787,632 7,725 83,332 J2 GLOBAL COMMUNICATIONS INC COMMON 4.6626E+209 1,800 52,450 X 123 10,875 41,575 JABIL CIRCUIT INC COMMON 466313103 50 1,740 X 123 1,740 JAKKS PACIFIC INC COMMON 4.7012E+110 1 45 X 123 45 JAMDAT MOBILE INC COMMON 47023T100 20 X 123 20 JARDEN CORP COMMON 471109108 2,443 53,250 X 123 53,250 JETBLUE AIRWAYS CORP COMMON 477143101 4 225 X 123 225 JOHNSON & JOHNSON COMMON 478160104 388,280 2,901,999 X 123 938,671 12,650 1,950,678 JOHNSON CONTROLS COMMON 478366107 490 8,781 X 123 7,181 1,600 JONES APPAREL GROUP INC COMMON 480074103 305 9,100 X 123 900 8,200 JONES LANG LASALLE INC COMMON 48020Q107 3,940 84,465 X 123 9,425 36,325 38,715 JOY GLOBAL INC COMMON 481165108 7,484 213,471 X 123 117,599 59,537 36,335 JUNIPER NETWORKS COMMON 48203R104 105,359 2,318,206 X 123 775,325 2,500 1,540,381 JUPITERMEDIA CORP COMMON 48207D101 857 55,260 X 123 6,475 48,785 KFX INC COMMON 48245L107 12 900 X 123 900 KLA-TENCOR CORPORATION COMMON 482480100 94 2,050 X 123 2,050 KMG AMERICA CORP COMMON 482563103 8,997 922,800 X 123 762,150 160,650 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,178 51,241 X 123 51,241 KANA SOFTWARE INC COMMON 483600300 1 X 123 1 KELLOGG CO COMMON 487836108 350 8,100 X 123 8,100 KERR MCGEE COMMON 492386107 157 2,000 X 123 2,000 KEYCORP (NEW) COMMON 493267108 418 12,866 X 123 6,236 6,630 KEYSPAN ENERGY COMMON 49337W100 179 4,600 X 123 4,600 KIMBERLY CLARK COMMON 494368103 2,825 42,985 X 123 20,350 22,635 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 45 1,000 X 123 1,000 KINDER MORGAN INC COMMON 49455P101 437 5,775 X 123 3,750 2,025 KINDRED HEALTHCARE INC COMMON 494580103 9,311 265,275 X 123 210,125 55,150 KINETIC CONCEPTS, INC. COMMON 49460W208 122,808 1,297,465 X 123 351,000 6,975 939,490 KOHLS CORP COMMON 500255104 8,531 165,233 X 123 87,505 1,250 76,478 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 112 4,058 X 123 4,049 9 KOPIN CORP COMMON 500600101 21 7,000 X 123 7,000 KRAFT FOODS INC COMMON 50075N104 501 15,150 X 123 100 15,050 KROGER COMMON 501044101 32 2,000 X 123 1,000 1,000 KULICKE & SOFFA CV BND 501242AL5 33,535 639,449 X 123 559,764 14,757 64,929 LCA VISION INC COMMON 501803308 3,944 118,425 X 123 23,075 95,350 LSI LOCIC CVT CV BND 502161AG7 8,514 327,767 X 123 213,943 20,806 93,019 L-3 COMMUNICATIONS CORP COMMON 502424104 3,645 51,325 X 123 48,700 2,625 LA QUINTA PROPERTIES INC COMMON 50419U202 6,078 715,115 X 123 633,700 81,415 LAIDLAW INTL COMMON 50730R102 27,628 1,328,260 X 123 1,114,500 213,760 LAMAR ADVERTISING CO COMMON 512815101 3,617 89,778 X 123 78,050 11,728 LANDSTAR SYSTEM INC COMMON 515098101 9,509 290,350 X 123 236,725 53,625 LAS VEGAS SANDS CORP COMMON 517834107 1,797 39,925 X 123 38,525 1,400 LASALLE HOTEL PROPERTIES COMMON 517942108 14,288 491,850 X 123 406,325 85,525 LASERSCOPE COMMON 518081104 21 675 X 123 675 ESTEE LAUDER COS CL A COMMON 518439104 16 350 X 123 350 LAUREATE EDUCATION INC COMMON 518613104 2,191 51,200 X 123 10,450 40,750 LEGGETT & PLATT INC COMMON 524660107 27,319 945,947 X 123 640,627 9,875 295,445 LEGG MASON INC COMMON 524901105 322,701 2,298,731 X 123 728,947 14,786 1,554,998 LEHMAN BROS HOLDING INC COMMON 524908100 345,361 2,319,014 X 123 834,799 10,600 1,473,615 LENNOX INTERNATIONAL INC COMMON 526107107 18,462 842,250 X 123 694,900 147,350 LEVITT CORP COMMON 52742P108 8,632 336,655 X 123 280,506 56,149 LEXMARK INTL INC COMMON 529771107 3,194 39,940 X 123 31,275 8,665 LIBERTY MEDIA CVT CV BND 530715AR2 21 464 X 123 464 LIBERTY MEDIA INTL INC CL A COMMON 530719103 101 2,300 X 123 2,300 LIFEPOINT HOSPITALS COMMON 53219L109 14,805 337,700 X 123 270,800 66,900 LILLY ELI COMMON 532457108 3,969 76,189 X 123 44,786 2,985 28,418 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 42 1,400 X 123 1,400 LINCOLN NATL CORP COMMON 534187109 200 4,428 X 123 3,628 800 LINEAR TECHNOLOGY CORP COMMON 535678106 446 11,650 X 123 2,150 9,500 LITTELFUSE INC COMMON 537008104 1 25 X 123 25 LIZ CLAIBORNE COMMON 539320101 466 11,600 X 123 11,600 LOCKHEED MARTIN CORP COMMON 539830109 12 200 X 123 200 LODGIAN INC COMMON 54021P403 2,162 210,975 X 123 127,275 83,700 LOEWS CORP SUB CONV NTS CV BND 540424AL2 102,715 1,567,553 X 123 1,541,875 9,302 16,375 LONGVIEW FIBRE COMMON 543213102 375 20,000 X 123 20,000 LS SENIOR LOAN FUND LS Ban k 543499107 106,041 97,936,189 X 123 77,773,682 20,162,507 LOWES COS COMMON 548661107 3,419 59,890 X 123 -5,460 2,500 62,850 LOWRANCE ELECTRONICS INC COMMON 548900109 3,468 142,670 X 123 129,745 12,925 LUCENT TECH CAP CONV PFD CV PFD 549462307 32,873 6,536,984 X 123 5,950,414 41,322 545,248 LUCENT TECHNOLOGIES- WARRANTS WTS 549463131 591 X 123 555 36 LUMINENT MORTGAGE CAPITAL INC COMMON 550278303 3,784 344,650 X 123 307,250 37,400 LYONDELL PETROCHEMICAL COMMON 552078107 21,487 769,600 X 123 159,300 10,025 600,275 MAF BANCORP INC COMMON 55261R108 23 553 X 123 553 MBNA CORP COMMON 55262L100 1,679 68,375 X 123 30,300 12,025 26,050 MDU RESOURCES GROUP INC COMMON 552690109 5,496 198,982 X 123 170,100 28,882 MDC PARTNERS INC COMMON 552697104 52 5,500 X 123 2,500 3,000 MGIC INVT CORP WIS COMMON 552848103 136 2,200 X 123 2,200 MGM MIRAGE COMMON 552953101 161,939 1,114,393 X 123 354,850 925 758,618 MPS GROUP INC COMMON 553409103 914 86,975 X 123 10,125 76,850 MRO SOFTWARE INC COMMON 55347W105 2,874 204,875 X 123 170,450 34,425 MACROVISION CORP COMMON 555904101 1 60 X 123 60 MACROMEDIA INC COMMON 556100105 3,258 97,250 X 123 13,125 50,400 33,725 MANDALAY RESORT GROUP COMMON 562567107 18 250 X 123 250 MANPOWER INC COMMON 56418H100 3,342 76,785 X 123 65,750 11,035 MARLIN BUSINESS SERVICES INC COMMON 571157106 1 70 X 123 70 MARSH & MCLENNAN COMMON 571748102 1,024 33,661 X 123 5,620 28,041 MARSHALL & ILSLEY COMMON 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505,900 105,600 MCGRAW HILL COS INC COMMON 580645109 18,498 212,017 X 123 197,852 14,165 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 3,744 75,537 X 123 64,402 11,135 MEDIMMUNE INC COMMON 584699102 14 570 X 123 570 MEDTRONIC INC COMMON 585055106 32,767 643,119 X 123 427,829 5,075 210,215 MELLON FINANCIAL CORP COMMON 58551A108 5 171 X 123 171 THE MENS WEARHOUSE INC COMMON 587118100 15,678 371,425 X 123 306,675 64,750 MERCK & CO COMMON 589331107 5,435 167,901 X 123 101,121 66,780 MERCURY INTERACTIVE CORP COMMON 589405109 25,262 533,175 X 123 111,100 5,675 416,400 MERITOR SAVINGS BANK COMMON 590007100 78 18,000 X 123 18,000 MERITAGE CORP COMMON 59001A102 2,993 50,800 X 123 6,975 26,675 17,150 MERRILL LYNCH & CO COMMON 590188108 22,368 395,200 X 123 365,500 29,700 MERRILL LYNCH BASIC VALUE I COMMON 590190104 9 301 X 123 301 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 47 5,000 X 123 5,000 MERRILL DJIA MITTS COMMON 59021J794 278 30,000 X 123 30,000 ML&CO ASIA/USD BASKET NT COMMON 59021S794 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COMMON 615369105 191,209 1,334,603 X 123 415,641 8,525 910,437 MOOG INC CL A COMMON 615394202 18,082 400,044 X 123 331,795 68,249 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 806 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY US GOVT SEC-B COMMON 616969200 1 100 X 123 100 MORGAN STANLEY COMMON 617446448 4,503 78,650 X 123 20,650 1,000 57,000 MORGAN STANLEY EMERGING MKT Closed E 61744H105 2,329 252,900 X 123 252,900 MORGAN STANLEY MUNI PREM INC COMMON 61745P429 9 1,000 X 123 1,000 MOTOROLA INC COMMON 620076109 19,014 1,270,165 X 123 1,174,975 95,190 MOVADO CORP INC COMMON 624580106 7,846 424,095 X 123 261,550 162,545 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 153 6,275 X 123 6,275 MYLAN LABS COMMON 628530107 230 12,975 X 123 12,975 NRG ENERGY INC COMMON 629377508 9,880 289,305 X 123 253,625 35,680 NUCO2 INC COMMON 629428103 2,794 106,225 X 123 16,750 89,475 NALCO HOLDING COMPANY COMMON 62985Q101 8,637 458,695 X 123 381,950 76,745 NASDAQ-100 SHARES COMMON 631100104 11 300 X 123 300 NATIONAL CITY CORP COMMON 635405103 558 16,642 X 123 15,642 1,000 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 13,906 349,395 X 123 288,175 61,220 NAVIGANT CONSULTING GROUP COMMON 63935N107 3,837 140,925 X 123 17,975 69,100 53,850 NAVTEQ CORP COMMON 63936L100 1,769 40,800 X 123 39,150 1,650 NEENAH PAPER INC COMMON 640079109 23 697 X 123 395 302 NEIMAN MARCUS GRP CL A COMMON 640204202 1,608 17,574 X 123 17,574 NETWORK APPLIANCE INC COMMON 64120L104 2,944 106,436 X 123 101,075 5,361 NEW JERSEY RESOURCES COMMON 646025106 87 2,000 X 123 2,000 NEW YORK COMMUNITY BANCORP COMMON 649445103 64 3,500 X 123 2,800 700 NEWCASTLE INVESTMENT CORP COMMON 65105M108 14,648 494,850 X 123 409,225 85,625 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 26,186 561,565 X 123 541,342 9,865 10,358 NEWS CORP INC-CL A COMMON 6.5248E+108 25,303 1,495,453 X 123 1,412,445 83,008 NEWS CORP INC-CL B WHEN ISS COMMON 6.5248E+207 113 6,400 X 123 2,400 4,000 NEXTEL COMMUNICATIONS CL A COMMON 65332V103 734 25,825 X 123 11,000 6,375 8,450 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 8,005 104,966 X 123 98,717 6,250 NIKE INC CL B COMMON 654106103 201,905 1,209,070 X 123 444,165 3,275 761,630 NIKU CORP COMMON 654113703 3,314 183,575 X 123 26,800 108,800 47,975 NOKIA CORP SPON ADR A ADR 654902204 5,263 341,058 X 123 258,108 22,950 60,000 NORDSTROM INC COMMON 655664100 32,339 583,943 X 123 65,575 6,825 511,543 NORFOLK SOUTHN CORP COMMON 655844108 2,664 71,905 X 123 54,455 17,450 NORTEL NETWORKS CONV CV BND 656568AB8 73,686 7,966,000 X 123 5,618,500 555,000 1,792,500 NORTH FORK BANCORP COMMON 659424105 326 11,750 X 123 5,300 6,450 NORTHERN TR CORP COMMON 665859104 48 1,100 X 123 1,100 NORTHROP GRUMMAN CORP COMMON 666807102 26,039 482,380 X 123 440,800 5,125 36,455 NORTHWEST NATURAL GAS CO COMMON 667655104 22 600 X 123 600 NORTHWESTERN CORP COMMON 668074305 14,395 545,900 X 123 452,000 93,900 NOVA CHEMICALS CORP COMMON 66977W109 28 650 X 123 650 NOVAMED INC COMMON 66986W108 1,397 242,875 X 123 40,200 202,675 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216,419 X 123 194,299 22,120 OMNICARE INC COMMON 681904108 5,560 156,838 X 123 136,775 20,063 OMNICOM GROUP COMMON 681919106 1,456 16,450 X 123 1,225 15,225 ONEOK INC COMMON 682680103 13,051 423,473 X 123 397,600 25,873 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 ORACLE CORP COMMON 68389X105 256,065 11,178,940 X 123 3,143,547 58,975 7,976,418 OPTIONSXPRESS HOLDINGS INC COMMON 684010101 391 24,175 X 123 24,175 ORIENTAL FINANCIAL GROUP COMMON 68618W100 5,965 254,711 X 123 254,711 OSHKOSH TRUCK CORP COMMON 688239201 13,438 163,900 X 123 134,050 29,850 OTELCO INC - IDS COMMON 688823202 996 65,125 X 123 65,125 OTTER TAIL CORP COMMON 689648103 2,331 93,100 X 123 93,100 OVERNITE CORP COMMON 690322102 857 26,800 X 123 26,800 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 33,888 774,086 X 123 720,006 30,371 23,709 P G & E CORP COMMON 69331C108 32,708 959,175 X 123 760,400 1,775 197,000 THE PMI GROUP COMMON 69344M101 91 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 29 534 X 123 534 PACIFIC CAPITAL BANCORP COMMON 69404P101 130 4,351 X 123 4,351 PACIFICARE HEALTH SYSTEMS COMMON 695112102 2,732 48,000 X 123 46,225 1,775 PACKAGING CORP OF AMERICA COMMON 695156109 24 1,000 X 123 1,000 PACTIV CORP COMMON 695257105 3,084 132,058 X 123 117,950 14,108 PALOMAR MEDICAL TECHNOLOGIES I COMMON 697529303 3,085 114,375 X 123 13,225 44,325 56,825 PANERA BREAD CO CL A COMMON 69840W108 3,636 64,325 X 123 9,250 35,500 19,575 PAR PHARMACEUTICAL COS INC COMMON 69888P106 12,238 365,975 X 123 302,475 63,500 PARTY CITY CORP COMMON 702145103 4,608 314,775 X 123 260,950 53,825 PEABODY ENERGY CORP COMMON 704549104 24,214 522,300 X 123 483,700 4,000 34,600 PENNEY JC CO INC COMMON 708160106 81,652 1,572,655 X 123 717,975 10,600 844,080 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,386 146,200 X 123 146,200 PEOPLES ENERGY CORP COMMON 711030106 22 533 X 123 533 PEPSICO INC COMMON 713448108 72,257 1,362,575 X 123 568,722 14,250 779,603 PERFORMANCE FOOD GROUP CO COMMON 713755106 8,335 301,125 X 123 249,750 51,375 PERMIAN BASIN ROYALTY TRUST COMMON 714236106 26,833 1,931,800 X 123 1,931,800 PEROT SYSTEMS CORP CL A COMMON 714265105 9,537 709,625 X 123 585,225 124,400 PERRIGO CO COMMON 714290103 50,011 2,611,527 X 123 2,075,050 7,600 528,877 PETCO ANIMAL SUPPLIES INC COMMON 716016209 2,701 73,375 X 123 26,325 47,050 PETSMART INC COMMON 716768106 964 33,521 X 123 33,425 96 PFIZER INC COMMON 717081103 19,761 752,224 X 123 505,082 450 246,692 PHARMION CORP COMMON 71715B409 15 X 123 15 PHELPS DODGE COMMON 717265102 28 275 X 123 275 PHILIPPINE LONG DIST TEL CNV P CV PFD 718252703 113,100 3,953,876 X 123 3,169,280 309,453 475,143 PIER 1 IMPORTS INC DEL COMMON 720279108 4,849 266,000 X 123 266,000 PINNACLE ENTERTAINMENT INC COMMON 723456109 3,142 188,150 X 123 28,700 105,450 54,000 PINNACLE WEST CAPITAL CORP COMMON 723484101 51 1,200 X 123 1,200 PIONEER DRILLING COMPANY COMMON 723655106 1,736 126,075 X 123 19,925 106,150 PIONEER NAT COMMON 723787107 21 500 X 123 500 PIPER JAFFRAY COS 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310,139 3,466,318 X 123 960,240 21,050 2,485,028 PRIVATEBANCORP INC COMMON 742962103 6,078 193,500 X 123 193,500 PROGRESS ENERGY INC COMMON 743263105 107 2,550 X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 9,379 357,700 X 123 296,200 61,500 PROLOGIS COMMON 743410102 56 1,500 X 123 1,500 PROTECTIVE LIFE CORP COMMON 743674103 17,139 436,114 X 123 369,075 67,039 PROVIDE COMMERCE INC COMMON 74373W103 938 32,475 X 123 3,800 28,675 PROVIDENCE SERVICE CORP COMMON 743815102 2,648 113,850 X 123 70,775 43,075 PROVIDENT BANCORP INC COMMON 74383A109 16,073 1,313,125 X 123 1,083,000 230,125 PROVIDIAN FINANCIAL CORP COMMON 74406A102 149,306 5,010,070 X 123 1,315,800 21,800 3,672,470 PRUDENTIAL FINANCIAL INC COMMON 744320102 230,461 2,552,861 X 123 866,700 15,600 1,670,561 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 4,299 93,450 X 123 13,025 42,850 37,575 PUBLIC STORAGE INC COMMON 74460D109 8 X 123 8 PUGET ENERGY INC COMMON 745310102 44 2,000 X 123 2,000 PULTE CORP COMMON 745867101 163,449 1,094,986 X 123 378,575 1,150 715,261 QLOGIC CORP COMMON 747277101 2,871 70,900 X 123 67,875 3,025 QUAKER CHEMICAL CORP COMMON 747316107 2,939 143,075 X 123 88,900 54,175 QUALCOMM INC COMMON 747525103 245,651 3,738,434 X 123 1,044,334 31,025 2,663,075 QUANEX CORP COMMON 747620102 1,098 20,600 X 123 2,425 18,175 QUEST DIAGNOSTICS INC COMMON 74834L100 14,558 138,475 X 123 130,125 8,350 QUESTAR CORP COMMON 748356102 3,461 58,412 X 123 51,775 6,637 QUICKSILVER RESOURCES INC COMMON 74837R104 2 50 X 123 50 QUIKSILVER INC COMMON 74838C106 1,022 35,210 X 123 4,125 31,085 R H DONNELLEY COMMON 74955W307 39,036 671,988 X 123 565,005 106,983 RLI CORPORATION COMMON 749607107 13,656 329,450 X 123 271,150 58,300 RPM INC OHIO COMMON 749685103 63 3,432 X 123 3,432 RSA SECURITY INC COMMON 749719100 1 55 X 123 55 RADIAN GROUP INC COMMON 750236101 115 2,400 X 123 2,400 RADIATION THERAPY SERVICES COMMON 750323206 1,829 96,375 X 123 15,250 81,125 RALCORP HOLDINGS INC COMMON 751028101 21,138 446,425 X 123 369,225 77,200 RAMCO GERSHENSON PPTYS COMMON 751452202 6,348 233,825 X 123 193,250 40,575 RANGE RESOURCES CORP COMMON 75281A109 3,145 134,625 X 123 16,700 52,100 65,825 RAYTHEON CO COMMON 755111507 337 8,701 X 123 5,431 3,270 RECKSON ASSOCIATES REALTY CORP COMMON 75621K106 9 300 X 123 300 REDENVELOPE INC COMMON 75733R601 258 32,425 X 123 32,425 REGENERON PHARM CVT CV BND 75886FAB3 49,706 915,202 X 123 792,232 23,140 99,831 REGIONS FINANCIAL CORP COMMON 7591EP100 39 1,200 X 123 1,200 RELIANCE STEEL & ALUMINUM COMMON 759509102 10,870 271,675 X 123 223,800 47,875 RELIANT ENERGY INC COMMON 75952B105 7 630 X 123 630 REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 294 23,513 X 123 23,513 REPUBLIC BANCORP COMMON 760282103 15 1,134 X 123 1,134 RESEARCH IN MOTION COMMON 760975102 17,607 230,400 X 123 43,525 2,450 184,425 REUNION INDUSTRIES INC COMMON 761312107 15 X 123 15 REUTERS HLDGS PLC ADS ADR 76132M102 61 1,333 X 123 1,333 REVLON INC CL A COMMON 761525500 1,199 416,225 X 123 416,225 REYNOLDS AMERICAN INC COMMON 761713106 293 3,632 X 123 3,632 RICHARDSON ELEC SUB DEB CONV CV BND 763165AB3 83 3,974 X 123 1,892 2,081 RIGGS NATL CORP WASH D C COMMON 766570105 153 8,000 X 123 8,000 ROANOKE ELECTRIC STEEL CORP COMMON 769841107 2,678 129,505 X 123 115,325 14,180 ROCKWELL AUTOMATION INC COMMON 773903109 17,609 310,892 X 123 32,250 3,600 275,042 ROCKWELL COLLINS COMMON 774341101 25,336 532,375 X 123 55,250 6,275 470,850 ROGERS COMM INC CONV CV BND 775109AE1 64,255 2,253,372 X 123 1,805,626 64,440 383,306 ROGERS CORP COMMON 775133101 2,399 59,975 X 123 49,600 10,375 ROHM & HAAS COMMON 775371107 662 13,800 X 123 13,800 ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 4,140 68,960 X 123 34,800 34,160 RUSH ENTERPRISES INC, CLASS A COMMON 781846209 5,356 341,575 X 123 281,650 59,925 SBC COMMUNICATIONS INC COMMON 78387G103 64,306 2,714,477 X 123 1,653,398 15,450 1,045,629 SBA COMMUNICATIONS CORP COMMON 78388J106 1,980 216,200 X 123 34,100 182,100 SCI SYSTEMS INC CVT CV BND 783890AF3 14,548 365,054 X 123 292,140 22,249 50,665 SEMCO ENERGY IMC COMMON 78412D109 3,482 605,575 X 123 382,525 223,050 SI INTERNATIONAL INC COMMON 78427V102 10,931 395,625 X 123 327,525 68,100 SLM CORP COMMON 78442P106 44,344 889,725 X 123 95,300 10,500 783,925 SRA INTL INC CL A COMMON 78464R105 1,943 32,250 X 123 31,050 1,200 SAFECO CO COMMON 786429100 10 200 X 123 200 SAFENET INC COMMON 78645R107 6,865 234,225 X 123 192,475 41,750 SAFEWAY INC COMMON 786514208 73 3,915 X 123 3,915 SAGA COMMUNICATIONS INC-CL A COMMON 786598102 14,494 900,275 X 123 710,050 190,225 THE ST JOE CO COMMON 790148100 3,702 55,000 X 123 52,950 2,050 ST JUDE MEDICAL INC COMMON 790849103 28,400 788,900 X 123 102,778 21,500 664,622 ST PAUL TRAVELERS COS INC/THE COMMON 792860108 678 18,452 X 123 34 18,418 SALIX PHARMACEUTICALS LTD COMMON 795435106 2 X 123 2 SANDISK CORP COMMON 80004C101 876 31,513 X 123 8,463 23,050 SANMINA-SCI CORP COMMON 800907107 84 16,000 X 123 16,000 SANMINA CORP SUB CONV ZERO CPN CV BND 800907AD9 1,428 17,179 X 123 7,001 10,178 SANOFI-AVENTIS-ADR ADR 80105N105 336 7,925 X 123 900 7,025 SAPIENT CORP COMMON 803062108 1,217 165,640 X 123 165,640 SARA LEE COMMON 803111103 70 3,148 X 123 3,148 SCANSOURCE INC COMMON 806037107 1 10 X 123 10 SCHERING-PLOUGH COMMON 806605101 932 51,345 X 123 38,845 12,500 SCHLUMBERGER LTD COMMON 806857108 624 8,858 X 123 4,950 3,908 SCHOLASTIC CORP COMMON 807066105 21,845 592,175 X 123 507,625 84,550 SCIENTIFIC ATL COMMON 808655104 93 3,300 X 123 3,300 SCIENTIFIC GAMES CORP-A COMMON 80874P109 2 90 X 123 90 SCOTTS MIRACLE-GRO CO COMMON 810186106 12,051 171,600 X 123 142,325 29,275 SCUDDER STRATEGIC INC TRUST FD Closed E 81123W101 26 2,000 X 123 2,000 SEACOAST BANKINGCORP FL COMMON 811707306 4,657 236,650 X 123 147,875 88,775 SEALED AIR CORP 144A CV BND 81211KAG5 2,506 35,714 X 123 20,857 4,929 9,929 SEARS HOLDINGS CORP COMMON 812350106 3,079 23,120 X 123 20,150 2,970 SEMTECH CORP COMMON 816850101 1 65 X 123 65 SEMPRA ENERGY COMMON 816851109 17 415 X 123 415 SENIOR HIGH INCOME PORTFOLIO Closed E 81721E107 200 34,300 X 123 34,300 SHANDA INTERACTIVE ENTERTAINME COMMON 81941Q203 93 3,075 X 123 3,075 SHELL TRNSPORT & TRADING ADR ADR 822703609 33 600 X 123 600 SHOPKO STORES INC COMMON 824911101 5,406 243,300 X 123 203,475 39,825 SHUFFLE MASTER INC COMMON 825549108 2 61 X 123 61 SIERRA HEALTH SERVICES COMMON 826322109 7,449 116,680 X 123 63,225 34,225 19,230 SIGMA ALDRICH COMMON 826552101 49 800 X 123 800 SIGMATEL INC COMMON 82661W107 941 25,135 X 123 2,225 22,910 SIGNATURE BANK COMMON 82669G104 13,563 511,625 X 123 420,425 91,200 SILICON GRAPHICS COMMON 827056102 220 X 123 220 SILICON IMAGE INC COMMON 82705T102 416 41,325 X 123 41,325 SIMON PROPERTY GROUP INC COMMON 828806109 24,788 409,178 X 123 368,500 40,678 SIMPSON MANUFACTURING CO INC COMMON 829073105 3,143 101,725 X 123 12,825 48,950 39,950 SIRIUS SATELLITE RADIO INC COMMON 82966U103 1,302 231,750 X 123 222,625 9,125 SIX FLAGS INC COMMON 83001P109 2,907 705,475 X 123 582,550 122,925 SMART & FINAL INC COMMON 831683107 6,416 527,650 X 123 425,300 102,350 JM SMUCKER CO COMMON 832696405 20 407 X 123 322 85 SMURFIT-STONE CONTAINER CORP COMMON 832727101 14 900 X 123 350 550 SONIC CORP COMMON 835451105 4,161 124,575 X 123 18,475 56,075 50,025 SONY CORP ADR ADR 835699307 193 4,826 X 123 51 4,775 SOUTH FINANCIAL GROUP INC COMMON 837841105 22,535 737,895 X 123 620,400 117,495 SOUTHERN CO COMMON 842587107 564 17,720 X 123 8,030 9,690 SOUTHERN UNION CO COMMON 844030106 11,177 445,124 X 123 367,095 78,029 SOUTHWEST AIRLINES COMMON 844741108 200 14,075 X 123 13,850 225 SOUTHWESTERN ENERGY CO COMMON 845467109 102 1,800 X 123 1,800 SOVEREIGN BANCORP INC COMMON 845905108 25,430 1,147,550 X 123 1,057,125 90,425 SPARTECH CORP COMMON 847220209 10,697 538,900 X 123 445,100 93,800 SPENCER TURBINE CO COMMON 848257101 277 25,984 X 123 25,984 SPINNAKER EXPLORATION CO COMMON 84855W109 158 4,450 X 123 4,450 SPRINT CORP COMMON 852061100 118 5,173 X 123 2,500 2,673 SS&C TECHNOLOGIES INC COMMON 85227Q100 2,450 107,475 X 123 16,950 90,525 STANDARD PACIFIC CORP COMMON 85375C101 2,720 37,680 X 123 33,525 4,155 STANDARD PARKING CORP COMMON 853790103 6,671 424,070 X 123 266,527 157,543 STANLEY WORKS COMMON 854616109 299 6,600 X 123 3,700 2,900 STAPLES INC COMMON 855030102 23,146 736,427 X 123 139,227 7,900 589,300 STARBUCKS CORP COMMON 855244109 3,551 68,735 X 123 64,925 3,810 STARWOOD HOTELS & RESORTS TR COMMON 85590A203 198,635 1,954,791 X 123 556,826 8,325 1,389,640 STATE STREET CORP COMMON 857477103 97 2,210 X 123 100 2,110 STATION CASINOS INC COMMON 857689103 6,150 91,050 X 123 87,425 3,625 THE STEAK N SHAKE CO COMMON 857873103 12,892 666,275 X 123 551,325 114,950 STEEL DYNAMICS INC COMMON 858119100 1 40 X 123 40 STMICROELECTRONICS NV-NY SHS ADR 861012102 8 500 X 123 500 STONE ENERGY CORP COMMON 861642106 10,009 206,075 X 123 170,525 35,550 STORAGE TECH CORP COMMON 862111200 2,637 85,613 X 123 74,400 11,213 STRATOS LIGHTWARE INC COMMON 863100202 5 X 123 5 STRATTEC SECURITY CORP COMMON 863111100 59 1,100 X 123 1,100 STRYKER CORP COMMON 863667101 107,209 1,204,620 X 123 416,870 4,700 783,050 SUN MICROSYSTEMS COMMON 866810104 86 21,400 X 123 10,000 11,400 SUNCOR ENERGY INC COMMON 867229106 3,560 88,525 X 123 88,525 SUNGARD DATA SYSTEMS COMMON 867363103 22,570 654,203 X 123 532,250 5,000 116,953 SUNOCO INC COMMON 86764P109 114 1,100 X 123 100 1,000 SUNTERRA CORP COMMON 86787D208 14,507 962,025 X 123 724,675 106,075 131,275 SUNTRUST BANK COMMON 867914103 11,709 162,465 X 123 152,590 9,875 SUPERVALU INC COMMON 868536103 83 2,500 X 123 2,500 SYBASE INC COMMON 871130100 3,581 193,979 X 123 172,275 21,704 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 14,404 401,225 X 123 335,100 66,125 SYMANTEC CORP COMMON 871503108 181,226 4,194,320 X 123 1,376,728 13,925 2,803,667 SYMBION INC COMMON 871507109 2,508 117,350 X 123 18,550 98,800 SYNAPTICS INC COMMON 87157D109 523 22,525 X 123 22,525 SYNOPSYS INC COMMON 871607107 11 600 X 123 600 SYSCO CORP COMMON 871829107 1,114 31,130 X 123 26,830 4,300 TCF FINANCIAL CORP COMMON 872275102 364 13,425 X 123 425 13,000 TECO ENERGY INC COMMON 872375100 9 600 X 123 600 TEPPCO PARTNERS L P COMMON 872384102 126 3,000 X 123 200 2,800 TJX COMPANIES INC COMMON 872540109 249 10,100 X 123 7,300 2,800 TLC VISION CORP COMMON 872549100 6 600 X 123 600 TXU CORP COMMON 873168108 32 400 X 123 400 TALBOTS INC COMMON 874161102 5,806 181,560 X 123 161,300 20,260 TARGET CORP COMMON 8.7612E+110 28,840 576,563 X 123 384,071 7,925 184,567 TECHNE CORP COMMON 878377100 595 14,800 X 123 14,800 TEKTRONIX INC COMMON 879131100 3 X 123 3 TELEFLEX INC COMMON 879369106 159 3,100 X 123 3,100 TELEFONOS DE MEXICO S P ADR L ADR 879403780 83 2,400 X 123 2,400 TELIK INC COMMON 87959M109 38 2,545 X 123 2,500 45 TEMPLE INLAND INC COMMON 879868107 118 1,625 X 123 1,625 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 3,415 183,000 X 123 31,900 79,400 71,700 TENNECO AUTOMOTIVE COMMON 880349105 396 31,750 X 123 31,750 TERAFORCE TECHNOLOGY CORP COMMON 88077T109 66 X 123 66 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 31 1,000 X 123 1,000 TETRA TECH INC COMMON 88162G103 24 1,912 X 123 1,912 TESSERA TECHNOLOGIES INC COMMON 88164L100 3,071 71,045 X 123 10,325 41,800 18,920 TEXAS INDUSTRIES INC COMMON 882491103 6,015 111,900 X 123 92,100 19,800 TEXAS INSTRUMENTS COMMON 882508104 196,330 3,750,713 X 123 1,246,834 14,075 2,489,804 TEXAS REGIONAL BANCSHARES A COMMON 882673106 13,266 440,582 X 123 363,483 77,099 TEXTRON INC COMMON 883203101 123 1,654 X 123 1,054 600 THE9 LTD ADR ADR 88337K104 279 16,250 X 123 16,250 THERMO ELECTRON CORP COMMON 883556102 63 2,500 X 123 2,500 3M CO COMMON 88579Y101 23,503 274,280 X 123 151,696 6,600 115,984 TIBCO SOFTWARE INC COMMON 88632Q103 571 76,675 X 123 8,350 68,325 TIMCO AVIATION SERVICES WARRAN WTS 887151116 123 X 123 123 TIME WARNER INC COMMON 887317105 22,268 1,268,805 X 123 1,178,755 90,050 TODCO CL A COMMON 88889T107 1 50 X 123 50 TOLL BROTHERS INC COMMON 889478103 167,856 1,051,417 X 123 357,050 3,975 690,392 TORCHMARK CORP COMMON 891027104 418 8,000 X 123 8,000 TOTAL ENTERTAINMENT RESTAURANT COMMON 8.915E+104 5,626 493,900 X 123 310,800 183,100 TOYS R US COMMON 892335100 17 675 X 123 675 TRAMMELL CROW CO COMMON 89288R106 9,021 438,565 X 123 392,400 46,165 TREX COMPANY INC COMMON 89531P105 1,679 37,800 X 123 7,550 30,250 TRIAD HOSPITALS INC TL B L 300 BANK L OA 895799KA1 1,004 989,314 X 123 989,314 TRIAD HOSPITALS INC COMMON 89579K109 6,741 134,549 X 123 119,350 15,199 TRIBUNE CO COMMON 896047107 15,372 385,555 X 123 250,083 135,472 TUPPERWARE CORP COMMON 899896104 8,170 401,275 X 123 321,025 80,250 TURBOCHEF TECHNOLOGIES INC COMMON 900006206 1,649 110,775 X 123 110,775 TYCO INTERNATIONAL LTD COMMON 902124106 85,176 2,520,004 X 123 1,154,651 18,668 1,346,685 UGI CORP COMMON 902681105 6,055 133,320 X 123 116,175 17,145 US BANCORP COMMON 902973304 41,088 1,425,670 X 123 1,003,076 24,198 398,396 UAP HOLDING CORP COMMON 903441103 12,369 768,275 X 123 634,250 134,025 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 222 13,900 X 123 13,900 ULTRA PETROLEUM CORP COMMON 903914109 3,622 71,300 X 123 71,300 UNIFI INC COMMON 904677101 632 188,700 X 123 188,700 UNION PACIFIC COMMON 907818108 42 600 X 123 600 UNIT CORP COMMON 909218109 2,845 62,975 X 123 8,725 27,925 26,325 UNITED AUTO GROUP COMMON 909440109 96 3,450 X 123 3,450 UNITED NATURAL FOODS INC COMMON 911163103 2,892 101,025 X 123 14,525 55,650 30,850 UNITED RENTALS CONV PFD CV PFD 91136H306 2,213 57,295 X 123 57,295 UNITED SURGICAL PARTNERS INTL COMMON 913016309 4,096 89,500 X 123 11,325 43,475 34,700 UNITED TECHNOLOGIES COMMON 913017109 62,772 617,467 X 123 234,088 4,800 378,579 UNITEDHEALTH GROUP COMMON 91324P102 339,076 2,005,923 X 123 597,334 11,825 1,396,764 UNITRIN INC COMMON 913275103 2 35 X 123 35 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 3,494 92,250 X 123 81,625 10,625 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 1,787 84,700 X 123 69,850 14,850 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 29,728 567,325 X 123 524,800 42,525 UNIVERSAL TECHNICAL INSTITUTE COMMON 913915104 3,134 85,150 X 123 12,300 48,100 24,750 UNIVISION COMMUNICATIONS CL A COMMON 914906102 17 625 X 123 625 UNOCAL CORP COMMON 915289102 176 2,850 X 123 2,850 URBAN OUTFITTERS INC COMMON 917047102 1,024 21,350 X 123 20,425 925 VALASSIS COMMUNICATIONS INC COMMON 918866104 11,544 330,200 X 123 270,950 59,250 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 6,711 221,435 X 123 183,791 37,644 VALEANT PHARMACY CVT CV BND 91911XAD6 20,234 665,887 X 123 549,792 26,098 89,998 VALOR COMMUNICATIONS GROUP COMMON 920255106 3,507 242,360 X 123 216,125 26,235 VALUECLICK INC COMMON 92046N102 881 83,000 X 123 9,725 73,275 VARIAN INC - INSTRUMENT COMMON 922206107 9,508 250,925 X 123 207,375 43,550 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 95 2,500 X 123 2,500 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,723 50,250 X 123 48,675 1,575 VECTREN CORP COMMON 92240G101 24 900 X 123 900 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 7,928 211,650 X 123 115,975 49,575 46,100 VENTIV HEALTH INC COMMON 922793104 1,990 86,525 X 123 13,650 72,875 VERISIGN INC COMMON 9.2343E+106 152,349 3,037,501 X 123 803,547 17,725 2,216,229 VERIZON COMMUNICATIONS COMMON 92343V104 2,617 73,729 X 123 35,896 700 37,133 VERINT SYSTEMS INC COMMON 92343X100 1 35 X 123 35 VERTEX PHARMACEUTICALS CVT 144 CV BND 92532FAE0 50,244 3,621,017 X 123 3,156,225 100,402 364,391 VERTRUE INC. COMMON 92534N101 6,608 186,450 X 123 158,950 27,500 VIACOM INC COMMON 925524100 50 1,425 X 123 1,100 325 VIACOM INC CL B COMMON 925524308 140,407 2,627,105 X 123 1,068,200 14,836 1,544,069 VIAD CORP COMMON 92552R406 4,564 169,649 X 123 151,579 18,070 VIASAT INC COMMON 92552V100 9 500 X 123 500 VIRAGEN INC COMMON 927638403 2 2,225 X 123 2,225 VIRGINIA COMMERCE BANCORP COMMON 92778Q109 6,405 236,888 X 123 149,008 87,880 VODAFONE GROUP PLC ADR 92857W100 27 1,000 X 123 1,000 W-H ENERGY SERVICES INC COMMON 9.2925E+112 2,405 100,500 X 123 15,850 84,650 WCA WASTE CORP COMMON 92926K103 3,644 371,875 X 123 371,875 WABTEC COMMON 929740108 6,939 338,670 X 123 302,725 35,945 WACHOVIA CORP (NEW) COMMON 929903102 23,570 462,969 X 123 427,537 35,432 WADDELL & REED FINANCIAL A COMMON 930059100 89 4,491 X 123 4,491 WAL-MART STORES INC COMMON 931142103 17,697 353,163 X 123 273,549 7,625 71,989 WALGREEN CO COMMON 931422109 240,824 2,997,802 X 123 888,925 9,100 2,099,777 WARNACO GROUP INC COMMON 934390402 1,506 62,650 X 123 62,650 WASHINGTON GROUP INTL INC COMMON 938862208 27,053 601,315 X 123 509,975 91,340 WASHINGTON MUTUAL INC COMMON 939322103 771 19,515 X 123 8,700 10,815 WASHINGTON POST CL B COMMON 939640108 89 100 X 123 100 WASHINGTON TRUST BANCORP COMMON 940610108 230 8,380 X 123 8,380 WASTE CONNECTIONS INC COMMON 941053100 12,276 353,258 X 123 291,621 61,637 WASTE MANAGEMENT INC COMMON 94106L109 26,016 901,780 X 123 839,655 62,125 WATSON PHARM COMMON 942683103 32 1,055 X 123 1,055 WELLPOINT INC COMMON 94973V107 300,774 1,327,264 X 123 424,199 7,950 895,115 WELLS FARGO COMPANY COMMON 949746101 48,607 812,823 X 123 614,330 7,338 191,155 WEST MARINE INC COMMON 954235107 16,208 762,350 X 123 628,825 133,525 WESTERN GAS RESOURCES INC COMMON 958259103 8,760 254,275 X 123 209,875 44,400 WEYERHAEUSER CO COMMON 962166104 122 1,788 X 123 240 1,548 WHOLE FOODS MARKET INC COMMON 966837106 179,889 1,013,231 X 123 308,819 7,125 697,287 WILEY JOHN & SONS CL A COMMON 968223206 13,408 380,375 X 123 314,150 66,225 WILLIAMS COS INC COMMON 969457100 56 3,000 X 123 3,000 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 34,642 1,752,390 X 123 1,132,755 62,553 557,081 WINDROSE MEDICAL PROPERTIES COMMON 973491103 4,593 334,975 X 123 210,350 124,625 WINTRUST FINANCIAL CORP COMMON 97650W108 15,421 327,470 X 123 257,025 70,445 WIPRO LTD ADR ADR 97651M109 116 5,675 X 123 5,675 WISCONSIN ENERGY CORP COMMON 976657106 146 4,125 X 123 4,125 WOODWARD GOVERNOR CO COMMON 980745103 92 1,280 X 123 1,280 WRIGHT EXPRESS CORP COMMON 98233Q105 17,244 1,008,450 X 123 833,075 175,375 WRIGLEY W M JR COMMON 982526105 566 8,629 X 123 8,629 WYETH CO COMMON 983024100 3,540 83,922 X 123 53,154 30,768 WYNN RESORTS LTD COMMON 983134107 2,899 42,800 X 123 41,225 1,575 XM SATELLITE RADIO HLDG CL A COMMON 983759101 4,104 130,300 X 123 125,525 4,775 XTO ENERGY INC COMMON 98385X106 257,115 3,504,675 X 123 1,167,222 20,609 2,316,844 XCEL ENERGY INC COMMON 98389B100 27 1,550 X 123 1,550 XILINX INC COMMON 983919101 547 18,706 X 123 7,400 11,306 XEROX CORP COMMON 984121103 153 10,075 X 123 10,075 YAHOO INC COMMON 984332106 28,086 828,491 X 123 110,325 9,500 708,666 YUM! BRANDS INC COMMON 988498101 25,086 484,191 X 123 350,000 4,275 129,916 ZEBRA TECHNOLOGIES - CL A COMMON 989207105 2 32 X 123 32 ZIMMER HOLDINGS INC COMMON 98956P102 194,822 1,536,985 X 123 519,823 11,965 1,005,197 ZIONS BANCORP COMMON 989701107 20,787 301,167 X 123 218,025 2,700 80,442 ACE LTD COMMON G0070K103 835 20,230 X 123 7,580 12,650 AMDOCS LTD COMMON G02602103 88 3,100 X 123 3,100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 163 6,450 X 123 6,450 ACCENTURE LTD CL A COMMON G1150G111 67,479 2,794,175 X 123 1,487,825 27,175 1,279,175 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 9,065 239,550 X 123 239,550 EVEREST RE GROUP LTD COMMON G3223R108 1,681 19,750 X 123 14,750 5,000 GLOBALSANTAFE CORP COMMON G3930E101 37,822 1,021,122 X 123 832,119 9,650 179,353 INGERSOLL-RAND CO-CL A COMMON G4776G101 567 7,115 X 123 5,415 1,700 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 5,081 132,513 X 123 124,200 5,313 3,000 NABORS INDUSTRIES LTD COMMON G6359F103 19,191 324,500 X 123 34,100 3,850 286,550 NOBLE CORP COMMON G65422100 5,348 95,150 X 123 91,675 3,475 PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 4,714 158,725 X 123 144,075 14,650 UTI WORLDWIDE INC COMMON G87210103 2,966 42,700 X 123 41,200 1,500 TOMMY HILFIGER CORP COMMON G8915Z102 5 400 X 123 400 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 15,824 307,500 X 123 304,050 3,450 WEATHERFORD INTL COMMON G95089101 341 5,887 X 123 2,735 3,152 XL CAPITAL CORP COMMON G98255105 116 1,600 X 123 1,600 ALCON INC COMMON H01301102 156 1,750 X 123 1,750 AUDIOCODES LTD COMMON M15342104 810 71,940 X 123 8,175 63,765 GIVEN IMAGING LTD COMMON M52020100 575 19,460 X 123 19,460 LUMENIS LTD COMMON M6778Q105 22 X 123 22 WALMART DE MEXICO-SER V COMMON P98180105 4 1,252 X 123 1,252 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 1,366 30,555 X 123 30,555 FLEXTRONICS INTL LTD COMMON Y2573F102 14,304 1,188,006 X 817,600 13,875 356,531 COLUMN TOTALS 18 ,754,407
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