-----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, EEdexI6n6pOs2ejqaLhJPplau5pQb2jpbblgsGzW5guETzjvLjY0WVOQvGBVLNxK Kf6l8C1RVM2ljP84cxMrrw== 0000312348-06-000002.txt : 20060131 0000312348-06-000002.hdr.sgml : 20060131 20060131161012 ACCESSION NUMBER: 0000312348-06-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060131 DATE AS OF CHANGE: 20060131 EFFECTIVENESS DATE: 20060131 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: 06566107 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 q4complete.txt 13F 12/31/05 UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/05 Check here if Amendment [ ]; Amendment Number: Three This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: VP and Trading Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 1/31/06 Signature Place Date NOTE: This filing shows the firms holdings as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: Number of other included managers: 2 Form 13F Information Table Entry Total: 1080 Form 13F Information Table Value Total: $19,103,388.00 (000) List of Other Included Managers: 28-6808 IXIS Asset Management North America, L.P. (2) 28-10092 IXIS Asset Management (3) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 12/31/05 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- ABB LTD SPON ADR ADR 000375204 32,565 3,350,325 X 123 3,121,775 228,550 ACCO BRANDS CORP COMMON 00081T108 2 94 X 123 94 A.C. 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123 45,800 ARAMARK CORP-CL B COMMON 038521100 40,235 1,448,338 X 123 1,226,309 6,325 215,704 ARBITRON INC COMMON 03875Q108 4,057 106,817 X 123 88,300 18,517 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 208 8,450 X 123 1,800 6,650 ARDEN REALTY INC COMMON 039793104 45 1,000 X 123 1,000 ARGONAUT GROUP INC COMMON 040157109 1,778 54,250 X 123 54,250 ARROW INTERNATIONAL INC COMMON 042764100 14,139 487,725 X 123 404,125 83,600 ARTHROCARE CORP COMMON 043136100 2,268 53,810 X 123 53,775 35 ASHLAND INC COMMON 044209104 23 400 X 123 400 ASK JEEVES INC COMMON 045174109 2 45 X 123 45 ASPECT MEDICAL SYSTEMS INC COMMON 045235108 1,152 33,550 X 123 33,550 ASSOCIATED BANC CORP COMMON 045487105 5,695 174,966 X 123 173,151 1,815 ASSOCIATED ESTATES REALTY CP COMMON 045604105 14,981 1,657,225 X 123 1,657,225 ASSURANT INC COMMON 04621X108 7,652 175,950 X 123 140,075 35,875 AUTOMATIC DATA PROC COMMON 053015103 3,933 85,679 X 123 38,123 47,556 AUTOZONE INC COMMON 053332102 530 5,775 X 123 2,025 3,750 AVALONBAY COMMUNITIES INC COMMON 053484101 71 800 X 123 800 AVAYA INC COMMON 053499109 19,040 1,784,458 X 123 1,660,033 124,425 AVERY DENNISON CORP COMMON 053611109 41 745 X 123 745 AVIALL INC COMMON 05366B102 2,156 74,850 X 123 74,850 AVID TECHNOLOGY INC COMMON 05367P100 14,264 260,475 X 123 216,075 44,400 AVNET INC COMMON 053807103 3,518 146,945 X 123 121,525 25,420 AVON PRODS COMMON 054303102 652 22,850 X 123 1,200 21,650 AXCELIS TECHNOLOGIES INC COMMON 054540109 59 X 123 59 BG GROUP PLC - SPON ADR ADR 055434203 250 5,025 X 123 5,025 BJ SERVICES CO COMMON 055482103 16,850 459,505 X 123 147,700 17,600 294,205 BJ WHOLESALE CLUB INC COMMON 05548J106 95 3,200 X 123 3,200 BOK FINANCIAL CORP COMMON 05561Q201 6,903 151,955 X 123 122,525 29,430 BP PLC ADR 055622104 13,796 214,817 X 123 45,460 5,740 163,617 BAKER HUGHES INC COMMON 057224107 518 8,525 X 123 8,225 300 BALL CORPORATION COMMON 058498106 20,520 516,617 X 123 366,907 6,400 143,310 BANC COPRORATION COMMON 05944B103 1,796 157,365 X 123 130,075 27,290 BANKAMERICA CORP COMMON 060505104 103,218 2,236,577 X 123 1,026,309 17,025 1,193,243 BANK MUTUAL CORP COMMON 063750103 194 18,343 X 123 18,343 BANK OF NEW YORK COMMON 064057102 1,264 39,697 X 123 22,697 17,000 BANKATLANTIC BANCORP INC-A COMMON 065908501 70 5,000 X 123 5,000 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 067383109 2,375 36,026 X 123 36,026 BARNES GROUP INC COMMON 067806109 13,385 405,600 X 123 334,325 71,275 BAUSCH & LOMB COMMON 071707103 109 1,600 X 123 1,600 BAXTER INTL COMMON 071813109 19,293 512,435 X 123 471,000 41,435 BAXTER INTL CONTINGENT VALUE R RTS 071813125 150 X 123 150 BEAR STEARNS COS INC COMMON 073902108 84,117 728,093 X 123 224,064 7,600 496,429 BECKMAN COULTER INC COMMON 075811109 20,854 366,500 X 123 334,725 31,775 BECKTON DICKINSON & CO COMMON 075887109 161 2,673 X 123 2,673 BED BATH & BEYOND INC COMMON 075896100 223 6,167 X 123 2,292 3,875 BELLSOUTH CORP COMMON 079860102 74,281 2,740,995 X 123 1,626,916 16,800 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COMMON 098072101 1 35 X 123 35 BORG WARNER INC COMMON 099724106 1,401 23,100 X 123 23,100 BOSTON SCIENTIFIC CORP COMMON 101137107 62 2,550 X 123 2,550 BRADY CORP CL A COMMON 104674106 217 6,000 X 123 6,000 BRIGGS & STRATTON COMMON 109043109 169 4,354 X 123 4,354 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 2,341 63,190 X 123 63,150 40 BRISTOL MYERS SQUIBB COMMON 110122108 67,938 2,956,415 X 123 2,873,137 83,278 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 73,483 3,197,674 X 123 3,143,047 5,935 48,692 BROADCOM CORP CL A COMMON 111320107 2,993 63,482 X 123 63,450 32 BROOKSTONE INC COMMON 114537103 1 61 X 123 61 BROWN FORMAN CORP CL A COMMON 115637100 2,531 35,676 X 123 35,676 BUCYRUS INTERNATIONAL INC COMMON 118759109 2,896 54,950 X 123 54,950 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 85,681 1,209,836 X 123 710,100 6,475 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781,400 161,575 FAIRMONT HOTELS & RESORTS COMMON 305204109 5,647 133,150 X 123 133,150 FAMOUS DAVES OF AMERICA COMMON 307068106 2,269 201,375 X 123 117,875 83,500 FREDDIE MAC COMMON 313400301 796 12,180 X 123 11,075 1,105 FANNIE MAE COMMON 313586109 2,294 46,993 X 123 14,475 32,518 FEDERAL RESOURCES CORP COMMON 313765109 200 X 123 200 FEDERATED DEPT STORES COMMON 31410H101 53,424 805,429 X 123 295,725 5,850 503,854 FELCOR LODGING CONV PFD CV PFD 31430F200 2,547 147,986 X 123 132,869 15,116 F5 NETWORKS INC COMMON 315616102 3,310 57,880 X 123 57,825 55 FIDELITY NATIONAL CL A COMMON 31620R105 7 X 123 7 FIDELITY NATIONAL FINANCIAL IN COMMON 316326107 2 45 X 123 45 FIFTH THIRD BANCORP COMMON 316773100 146 3,877 X 123 3,877 FINANSBANK AS-GDR Global D 31770N409 505 22,730 X 123 22,730 FIRST DATA CORP COMMON 319963104 17,432 405,310 X 123 296,614 2,150 106,546 FIRST DEFIANCE FINL CORP COMMON 32006W106 14 500 X 123 500 FIRST HORIZON NATIONAL CORP COMMON 320517105 834 21,700 X 123 13,300 8,400 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123 1,550,442 23,050 2,511,846 FRANKLIN STREET PROPERTIES COR COMMON 35471R106 520 24,800 X 123 24,800 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 10 396 X 123 396 FREIGHTCAR AMERICA INC COMMON 357023100 1,942 40,400 X 123 40,400 GFI GROUP INC COMMON 361652209 4,583 96,625 X 123 96,625 GALLAGHER A J COMMON 363576109 59 1,900 X 123 1,900 GALLAHER GROUP PLC ADR ADR 363595109 24 400 X 123 400 GANNETT CO COMMON 364730101 1,051 17,350 X 123 7,300 10,050 GAP INC COMMON 364760108 5 297 X 123 200 97 GASCO ENERGY INC COMMON 367220100 1,108 169,675 X 123 169,675 GENENTECH INC COMMON 368710406 293,258 3,170,362 X 123 1,173,194 20,625 1,976,543 GENERAL CABLE CORP COMMON 369300108 13,679 694,375 X 123 575,600 118,775 GENERAL ELECTRIC COMMON 369604103 313,327 8,939,416 X 123 3,332,965 65,346 5,541,105 GEN MILLS COMMON 370334104 1,715 34,763 X 123 17,830 16,933 GENESEE & WYOMING INC-CL A COMMON 371559105 18,595 495,208 X 123 413,796 81,412 GENTEX CORP COMMON 371901109 222 11,400 X 123 11,400 GENZYME 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56,325 X 123 56,325 GRIFFON CORPORATION COMMON 398433102 7,425 311,825 X 123 258,525 53,300 GRUPO TELEVISA SA SPON ADR ADR 40049J206 8,289 102,975 X 123 102,975 GUESS INC COMMON 401617105 2,158 60,625 X 123 60,625 GUIDANT CORP COMMON 401698105 5,067 78,252 X 123 36,923 575 40,754 GUITAR CENTER INC COMMON 402040109 1,771 35,420 X 123 35,400 20 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 27 1,521 X 123 1,521 HSBC HOLDINGS PLC -SP ADR ADR 404280406 156 1,935 X 123 802 1,133 HALLIBURTON CO COMMON 406216101 67,383 1,087,530 X 123 564,625 6,025 516,880 JOHN HANCOCK T/A DVD INCOME Closed E 41013V100 76 4,500 X 123 4,500 HANMI FINANCIAL CORP COMMON 410495105 1,945 108,925 X 123 108,925 HARRIS CORP COMMON 413875105 33,121 770,074 X 123 584,197 7,700 178,177 HARSCO CORP COMMON 415864107 8,386 124,225 X 123 124,225 HARTE HANKS INC COMMON 416196103 11,996 454,575 X 123 377,450 77,125 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,376 16,019 X 123 3,569 12,450 HEALTH CARE PPTYS INV COMMON 421915109 1,496 58,525 X 123 39,200 1,000 18,325 HEALTH MGMT ASSOC COMMON 421933102 81 3,700 X 123 3,700 HEADWATERS INC COMMON 42210P102 2 45 X 123 45 HEALTHEXTRAS INC COMMON 422211102 1,571 62,605 X 123 62,475 130 HEALTH NET INC COMMON 42222G108 4,127 80,050 X 123 80,050 HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 1,890 87,275 X 123 87,275 HEIDRICK & STUGGLES INTL COMMON 422819102 2 50 X 123 50 HEINZ H J COMMON 423074103 37 1,100 X 123 1,100 THE HERSHEY CO COMMON 427866108 318 5,750 X 123 5,750 HEWLETT PACKARD COMMON 428236103 289,397 10,108,182 X 123 4,011,041 55,874 6,041,267 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 27,348 4,512,825 X 123 4,447,425 65,400 HOME DEPOT COMMON 437076102 1,501 37,075 X 123 23,675 13,400 HOME PROPERTIES INC COMMON 437306103 82 2,000 X 123 2,000 HONEYWELL INTERNATIONAL INC COMMON 438516106 24,048 645,590 X 123 588,450 57,140 HOSPIRA INC COMMON 441060100 246 5,759 X 123 3,955 1,804 HOST MARRIOT FIN CVT PFD 6.75% CV PFD 441079407 10,293 543,173 X 123 529,182 13,991 HOST MARRIOTT CORP COMMON 44107P104 198 10,450 X 123 10,450 HOT TOPIC INC COMMON 441339108 4,589 322,025 X 123 266,800 55,225 HOUSTON EXPLORATION CO COMMON 442120101 129 2,450 X 123 2,450 HUBBELL INC CL B COMMON 443510201 27 600 X 123 600 HUDSON CITY BANCORP INC COMMON 443683107 89 7,350 X 123 7,350 HUDSON HIGHLAND GROUP INC COMMON 443792106 9,230 531,685 X 123 455,535 76,150 HUGHES SUPPLY INC COMMON 444482103 12,988 362,275 X 123 300,250 62,025 HUMANA COMMON 444859102 3,260 60,000 X 123 60,000 HUMAN GENOME SCIENCE COMMON 444903108 3 300 X 123 300 HUNTSMAN CORP COMMON 447011107 1,851 107,500 X 123 88,975 18,525 HURON CONSULTING GROUP INC COMMON 447462102 1 45 X 123 45 HYPERION SOLUTIONS CORP COMMON 44914M104 15,353 428,620 X 123 354,634 73,986 IMS HEALTH INC COMMON 449934108 27 1,073 X 123 1,073 IBERIABANK CORP COMMON 450828108 13,142 257,645 X 123 213,515 44,130 ITT INDS INC COMMON 450911102 506 4,920 X 123 4,920 ICONIX BRAND GROUP INC COMMON 451055107 5 469 X 123 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4,941,927 X 123 2,200,644 25,975 2,715,308 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 2,027 55,750 X 123 55,750 INTERFACE INC COMMON 458665106 7,935 965,380 X 123 882,411 82,969 INTERMAGNETICS GENERAL CORP COMMON 458771102 18,647 584,550 X 123 484,850 99,700 IBM COMMON 459200101 4,202 51,125 X 123 37,612 13,513 INTL FLAV & FRAG COMMON 459506101 35 1,050 X 123 1,050 INTL PAPER COMMON 460146103 365 10,867 X 123 4,317 6,550 INTERNATIONAL SECURITIES EXCHA COMMON 46031W204 1,775 64,500 X 123 64,500 INTRAWEST CORP COMMON 460915200 6,973 240,875 X 123 240,875 INTERVOICE INC COMMON 461142101 4,348 546,250 X 123 441,600 104,650 INTUIT INC COMMON 461202103 39,290 737,150 X 123 67,075 8,075 662,000 INTUITIVE SURGICAL INC COMMON 46120E602 2,850 24,299 X 123 24,250 49 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 2,685 75,775 X 123 75,775 INVITROGEN CORP CV BND 46185RAK6 4,899 73,511 X 123 62,485 980 10,047 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 125 3,381 X 123 3,381 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 10,256 662,100 X 123 540,925 121,175 IPAYMENT INC COMMON 46262E105 1 35 X 123 35 IRONSTONE GROUP INC COMMON 463228205 2 X 123 2 ETF ISHARES DOW JONES COMMON 464287168 31 500 X 123 500 IVAX CORP CVT CV BND 465823AG7 16,170 516,105 X 123 393,321 10,456 112,328 IVAX CORP CVT CV BND 465823AM4 11,698 373,385 X 123 79,742 7,953 285,690 J & J SNACK FOODS CORP COMMON 466032109 9,881 166,316 X 123 138,466 27,850 JDS UNIPHASE CORP COMMON 46612J101 4 1,800 X 123 1,000 800 JP MORGAN CHASE & CO COMMON 46625H100 46,658 1,175,552 X 123 1,065,842 109,710 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 2,113 49,450 X 123 49,450 JABIL CIRCUIT INC COMMON 466313103 185 5,000 X 123 5,000 JAKKS PACIFIC INC COMMON 47012E106 1 45 X 123 45 JAMDAT MOBILE INC COMMON 47023T100 1 20 X 123 20 JARDEN CORP COMMON 471109108 12,006 398,212 X 123 398,212 JEFFERSON PILOT COMMON 475070108 194 3,400 X 123 3,400 JETBLUE AIRWAYS CORP COMMON 477143101 5 337 X 123 337 JOHNSON & JOHNSON COMMON 478160104 13,976 232,544 X 123 101,814 7,150 123,580 JOHNSON CONTROLS COMMON 478366107 7,014 96,200 X 123 95,800 400 JONES LANG LASALLE INC COMMON 48020Q107 2,177 43,240 X 123 43,200 40 JOY GLOBAL INC COMMON 481165108 6,313 157,831 X 123 157,771 60 JUNIPER NETWORKS COMMON 48203R104 122,537 5,494,911 X 123 1,900,075 31,700 3,563,136 JUPITERMEDIA CORP COMMON 48207D101 1 60 X 123 60 KLA-TENCOR CORPORATION COMMON 482480100 101 2,050 X 123 2,050 KMG AMERICA CORP COMMON 482563103 7,847 854,775 X 123 712,150 142,625 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,009 51,241 X 123 51,241 KANA SOFTWARE INC COMMON 483600300 1 X 123 1 KB HOME CORP COMMON 48666K109 2 30 X 123 30 KEITHLEY INSTRUMENTS INC COMMON 487584104 6,449 461,325 X 123 378,475 82,850 KELLOGG CO COMMON 487836108 236 5,450 X 123 2,200 3,250 KELLWOOD CO CV BND 488044AF5 1,119 46,859 X 123 43,578 3,280 KERR MCGEE COMMON 492386107 182 2,000 X 123 2,000 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,160 79,250 X 123 79,250 KEY ENERGY SERVICES INC COMMON 492914106 229 16,975 X 123 16,975 KEYCORP (NEW) COMMON 493267108 307 9,318 X 123 7,318 2,000 KEYSPAN ENERGY COMMON 49337W100 150 4,200 X 123 4,200 KIMBERLY CLARK COMMON 494368103 1,662 27,855 X 123 5,220 22,635 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 48 1,000 X 123 1,000 KINDER MORGAN INC COMMON 49455P101 547 5,950 X 123 3,750 2,200 KINDRED HEALTHCARE INC COMMON 494580103 59 2,300 X 123 2,300 KINETIC CONCEPTS INC COMMON 49460W208 1,534 38,583 X 123 31,725 425 6,433 KIRBY CORP COMMON 497266106 181 3,475 X 123 3,475 KITE REALTY GROUP TRUST COMMON 49803T102 15,050 972,875 X 123 806,325 166,550 KNOLL INC COMMON 498904200 1,581 92,400 X 123 92,400 KNIGHT RIDDER INC COMMON 499040103 95 1,500 X 123 1,500 KOHLS CORP COMMON 500255104 7,786 160,209 X 123 87,255 1,250 71,704 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 71 2,274 X 123 2,265 9 KOPIN CORP COMMON 500600101 37 7,000 X 123 7,000 KRAFT FOODS INC COMMON 50075N104 359 12,750 X 123 12,750 KROGER COMMON 501044101 19 1,000 X 123 1,000 KULICKE & SOFFA CV BND 501242AL5 16,547 1,871,865 X 123 1,587,556 67,634 216,675 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 3,098 350,434 X 123 322,010 5,062 23,362 LCA VISION INC COMMON 501803308 2,819 59,325 X 123 59,325 LSI LOCIC CVT CV BND 502161AG7 2,299 287,409 X 123 194,390 93,019 L-3 COMMUNICATIONS CORP COMMON 502424104 11 150 X 123 150 LA QUINTA PROPERTIES INC COMMON 50419U202 1,102 98,958 X 123 66,200 32,758 LAIDLAW INTL COMMON 50730R102 25,463 1,096,110 X 123 901,525 194,585 LANDSTAR SYSTEM INC COMMON 515098101 5,169 123,850 X 123 123,850 LASALLE HOTEL PROPERTIES COMMON 517942108 16,730 455,600 X 123 379,625 75,975 LASERSCOPE COMMON 518081104 15 675 X 123 675 ESTEE LAUDER COS CL A COMMON 518439104 12 350 X 123 350 LAUREATE EDUCATION INC COMMON 518613104 3,141 59,825 X 123 59,825 LEAR CORP COMMON 521865105 10,792 379,186 X 123 312,625 66,561 LECG CORP COMMON 523234102 1,676 96,425 X 123 96,425 LEGGETT & PLATT INC COMMON 524660107 11,409 496,922 X 123 315,172 5,300 176,450 LEGG MASON INC COMMON 524901105 348,757 2,913,837 X 123 1,043,402 20,211 1,850,224 LEHMAN BROS HOLDING INC COMMON 524908100 203,908 1,590,915 X 123 668,350 10,075 912,490 LENNOX INTERNATIONAL INC COMMON 526107107 14,227 504,500 X 123 418,250 86,250 LEVEL 3 COMM INC CONV CV BND 52729NAG5 1,728 602,099 X 123 507,297 10,661 84,140 LEVEL 3 COMM CVT CV BND 52729NAS9 59 20,394 X 123 17,798 148 2,447 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 12,385 4,315,461 X 123 4,085,656 144,150 85,655 LEXMARK INTL INC COMMON 529771107 264 5,900 X 123 2,300 3,600 LIBERTY GLOBAL INC COMMON 530555101 79 3,500 X 123 3,500 LIBERTY GLOBAL INC-C COMMON 530555309 74 3,500 X 123 3,500 LIBERTY MEDIA CV BND 530715AN1 11,728 519,146 X 123 511,783 7,364 LIFEPOINT HOSPITALS COMMON 53219L109 9,438 251,675 X 123 209,950 41,725 LIGHTBRIDGE INC COMMON 532226107 1,131 136,450 X 123 136,450 LIFETIME BRANDS INC COMMON 53222Q103 1,909 92,350 X 123 92,350 LILLY ELI COMMON 532457108 2,876 50,813 X 123 24,640 360 25,813 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 56 1,400 X 123 1,400 LINCOLN NATL CORP COMMON 534187109 304 5,724 X 123 5,124 600 LINEAR TECHNOLOGY CORP COMMON 535678106 357 9,900 X 123 4,475 5,425 LITTELFUSE INC COMMON 537008104 1 25 X 123 25 LIZ CLAIBORNE COMMON 539320101 416 11,600 X 123 11,600 LOEWS CORP COMMON 540424108 28 300 X 123 300 LONE STAR TECHNOLOGIES COMMON 542312103 146 2,825 X 123 2,825 LONGVIEW FIBRE COMMON 543213102 416 20,000 X 123 20,000 LS SENIOR LOAN FUND LS Bank 543499107 367,634 367,634,147 X 123 288,707,483 11,743,481 67,183,183 LOWES COS COMMON 548661107 230,119 3,452,133 X 123 1,382,962 17,250 2,051,921 LUCENT TECH CAP CONV PFD CV PFD 549462307 33,505 12,595,870 X 123 11,633,266 56,818 905,785 LUCENT TECHNOLOGIES- WARRANTS WTS 549463131 72 X 123 36 36 M & T BANK CORP COMMON 55261F104 142 1,300 X 123 1,300 MAF BANCORP INC COMMON 55261R108 23 553 X 123 553 MDU RESOURCES GROUP INC COMMON 552690109 7,116 217,360 X 123 167,475 49,885 MDC PARTNERS INC COMMON 552697104 35 5,500 X 123 5,500 MGIC INVT CORP WIS COMMON 552848103 118 1,800 X 123 1,800 MRO SOFTWARE INC COMMON 55347W105 3,367 239,825 X 123 200,625 39,200 MACROVISION CORP COMMON 555904101 1 60 X 123 60 MANAGED HIGH INCOME Closed E 56166C105 19,763 3,288,300 X 123 3,221,425 66,875 MANPOWER INC COMMON 56418H100 171 3,675 X 123 3,675 MAPINFO CORP COMMON 565105103 3,268 259,150 X 123 153,325 105,825 MARATHON OIL CORP COMMON 565849106 235 3,850 X 123 3,850 MARINEMAX INC COMMON 567908108 11,391 360,825 X 123 360,825 MARLIN BUSINESS SERVICES INC COMMON 571157106 2 70 X 123 70 MARSH & MCLENNAN COMMON 571748102 1,044 32,861 X 123 5,220 27,641 MARSHALL & ILSLEY COMMON 571834100 2,803 65,130 X 123 35,883 2,000 27,247 MARRIOTT INTERNATIONAL COMMON 571903202 14,883 222,228 X 123 178,645 43,583 MARTEK BIOSCIENCES CORP COMMON 572901106 20 X 123 20 MARTEN TRANSPORT LTD COMMON 573075108 5,096 279,712 X 123 279,712 MARTIN MARIETTA MATERIALS COMMON 573284106 77 1,000 X 123 1,000 MASCO CORP COMMON 574599106 2,301 76,225 X 123 22,600 53,625 MATRIA HEALTHCARE INC COMMON 576817209 2,468 63,673 X 123 63,673 MATTSON TECHNOLOGY INC COMMON 577223100 2,571 255,600 X 123 255,600 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 10,962 302,481 X 123 192,874 4,100 105,507 MAVERICK TUBE CORP COMMON 577914104 142 3,550 X 123 3,550 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 3,178 140,550 X 123 112,950 27,600 MCDATA CORP COMMON 580031201 6,930 1,823,782 X 123 1,492,825 330,957 MCDERMOTT INTL COMMON 580037109 250 5,600 X 123 5,600 MCDONALDS COMMON 580135101 53,117 1,575,231 X 123 877,330 7,975 689,926 MCG CAPITAL CORP COMMON 58047P107 53 3,600 X 123 3,600 MCGRATH RENTCORP COMMON 580589109 15,813 568,825 X 123 475,025 93,800 MCGRAW HILL COS INC COMMON 580645109 77,128 1,493,869 X 123 642,704 9,875 841,290 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 31,394 562,617 X 123 56,312 5,975 500,330 MEDIMMUNE INC COMMON 584699102 2,305 65,825 X 123 65,825 MEDTRONIC INC COMMON 585055106 309,255 5,371,815 X 123 2,140,590 34,560 3,196,665 MELLON FINANCIAL CORP COMMON 58551A108 6 171 X 123 171 THE MENS WEARHOUSE INC COMMON 587118100 6,966 236,630 X 123 196,494 40,136 MERCANTILE BANKSHARES CORP COMMON 587405101 17 300 X 123 300 MERCK & CO COMMON 589331107 6,907 217,145 X 123 159,631 57,514 MERIDIAN BIOSCIENCE INC COMMON 589584101 2,296 114,025 X 123 114,025 MERITOR SAVINGS BANK COMMON 590007100 71 17,000 X 123 17,000 MERRILL LYNCH & CO COMMON 590188108 70,244 1,037,125 X 123 587,975 5,175 443,975 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 47 5,000 X 123 5,000 MERRILL DJIA MITTS COMMON 59021J794 285 30,000 X 123 30,000 ML&CO ASIA/USD BASKET NT COMMON 59021S794 93 10,000 X 123 10,000 ML&CO CUR NT LKT TO US$EUR COMMON 59021W332 93 9,600 X 123 9,600 METLIFE INC COMMON 59156R108 1 23 X 123 23 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 3,384 61,300 X 123 61,300 MICROSOFT CORP COMMON 594918104 258,792 9,896,456 X 123 3,379,401 73,964 6,443,091 MICROSEMI CORP COMMON 595137100 6,378 230,600 X 123 230,600 MIDLAND COMPANY COMMON 597486109 5,411 150,125 X 123 88,500 61,625 MIDWEST BANC HOLDING INC COMMON 598251106 8,686 390,400 X 123 323,575 66,825 MILLER (HERMAN) INC COMMON 600544100 164 5,800 X 123 5,800 MINE SAFETY APPLIANCES CO COMMON 602720104 65 1,800 X 123 1,800 MOBILE MINI INC COMMON 60740F105 1,548 32,650 X 123 32,650 MOHAWK INDS INC COMMON 608190104 11,057 127,125 X 123 127,125 MOLSON COORS BREWING CO COMMON 60871R209 35,803 534,453 X 123 466,150 525 67,778 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 26 1,000 X 123 1,000 MONSANTO CO NEW COMMON 61166W101 62 800 X 123 800 MONSTER WORLWIDE INC COMMON 611742107 141,983 3,478,280 X 123 1,283,375 17,800 2,177,105 MOODYS CORP COMMON 615369105 279,896 4,557,080 X 123 1,763,875 31,350 2,761,855 MOOG INC CL A COMMON 615394202 119 4,200 X 123 4,200 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 138 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY COMMON 617446448 34,194 602,650 X 123 545,050 57,600 MORGAN STANLEY EMERGING MKT Closed E 61744H105 5,143 472,680 X 123 472,680 MSDW GOVT INCOME TRUST Closed E 61745P106 98 11,200 X 123 11,200 MORGAN STANLEY MUNI PREM INC COMMON 61745P429 9 1,000 X 123 1,000 MORNINGSTAR INC COMMON 617700109 287 8,275 X 123 8,275 MOTOROLA INC COMMON 620076109 264,483 11,707,962 X 123 5,162,965 61,100 6,483,897 MOVADO CORP INC COMMON 624580106 6,382 348,750 X 123 204,275 144,475 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 317 12,275 X 123 12,275 MUNIYIELD INSURED FUND INC Closed E 62630E107 6 X 123 6 MYLAN LABS COMMON 628530107 270 13,537 X 123 13,537 NCR CORP COMMON 62886E108 111 3,275 X 123 3,275 NII HOLDINGS INC COMMON 62913F201 6,253 143,150 X 123 143,150 NRG ENERGY INC COMMON 629377508 27,990 594,016 X 123 534,025 59,991 NRG ENERGY CONV INC 144A CV PFD 629377607 236 5,000 X 123 5,000 NUCO2 INC COMMON 629428103 2,008 72,025 X 123 72,025 NASDAQ STOCK MARKET INC COMMON 631103108 2,832 80,500 X 123 80,500 NATIONAL CITY CORP COMMON 635405103 522 15,542 X 123 14,542 1,000 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 18,807 357,895 X 123 297,575 60,320 NATIONAL OILWELL VARCO INC COMMON 637071101 12 184 X 123 145 39 NAVIGATORS GROUP INC COMMON 638904102 16,183 371,088 X 123 307,025 64,063 NAVIGANT CONSULTING GROUP COMMON 63935N107 18,178 827,025 X 123 685,550 141,475 NAVTEQ CORP COMMON 63936L100 2,573 58,650 X 123 58,650 NEKTAR THERAPEUTICS 144A W/RTS CV BND 640268AG3 12,430 755,181 X 123 579,979 17,427 157,775 THOMAS NELSON INC COMMON 640376109 7,221 292,925 X 123 242,825 50,100 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 2,145 78,750 X 123 78,750 NETWORK APPLIANCE INC COMMON 64120L104 22 825 X 123 825 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 2,530 40,325 X 123 40,325 NEW JERSEY RESOURCES COMMON 646025106 84 2,000 X 123 2,000 NEWCASTLE INVESTMENT CORP COMMON 65105M108 11,373 457,675 X 123 381,675 76,000 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 14,372 604,359 X 123 582,163 9,865 12,331 NEWMONT MNG COMMON 651639106 358 6,700 X 123 6,700 NEWS CORP INC-CL A COMMON 65248E104 25,467 1,637,745 X 123 1,542,245 95,500 NEWS CORP INC-CL B WHEN ISS COMMON 65248E203 33 2,000 X 123 2,000 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,787 91,325 X 123 85,075 6,250 NEXTEL PARTNERS INC -A COMMON 65333F107 2,646 94,700 X 123 94,700 NIKE INC CL B COMMON 654106103 35 400 X 123 400 NISOURCE INC COMMON 65473P105 77 3,700 X 123 3,700 NOKIA CORP SPON ADR A ADR 654902204 1,893 103,432 X 123 83,907 19,525 NORDSON CORP COMMON 655663102 9,331 230,350 X 123 188,675 41,675 NORDSTROM INC COMMON 655664100 32,378 865,725 X 123 186,300 16,500 662,925 NORFOLK SOUTHN CORP COMMON 655844108 2,894 64,555 X 123 46,455 18,100 NORTEL NETWORKS CONV CV BND 656568AB8 26,816 8,763,500 X 123 6,267,500 555,000 1,941,000 NORTH FORK BANCORP COMMON 659424105 36 1,300 X 123 1,300 NORTHERN TR CORP COMMON 665859104 6,712 129,525 X 123 129,525 NORTHROP GRUMMAN CORP COMMON 666807102 54,839 912,305 X 123 469,150 4,900 438,255 NORTHWEST NATURAL GAS CO COMMON 667655104 21 600 X 123 600 NORTHWESTERN CORP COMMON 668074305 19,340 622,450 X 123 517,025 105,425 NOVA CHEMICALS CORP COMMON 66977W109 3 104 X 123 104 NOVARTIS AG SPON ADR ADR 66987V109 49 925 X 123 925 NSTAR COMMON 67019E107 230 8,000 X 123 8,000 NUCOR CORP COMMON 670346105 175 2,625 X 123 2,625 NUVASIVE INC COMMON 670704105 1,782 98,450 X 123 98,450 NUVEEN PA DIVIDEND ADV MUNI FD Closed E 67071W102 10 666 X 123 666 NUVELO INC COMMON 67072M301 1,129 139,175 X 123 139,175 NYVATEX OIL CORP COMMON 670794106 1,800 X 123 1,800 OGE ENERGY CORP COMMON 670837103 21 800 X 123 800 NUVEEN INVESTMENTS INC COMMON 67090F106 7,716 181,039 X 123 144,925 36,114 NUVEEN CALIF SELECT QUALITY Closed E 670975101 49 3,266 X 123 3,266 NUVEEN CALIF QUALITY INC MUN Closed E 670985100 52 3,500 X 123 3,500 OCCIDENTAL PETE COMMON 674599105 24,633 308,375 X 123 287,300 21,075 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCTUS INC COMMON 675742506 482 X 123 482 OFFICE DEPOT COMMON 676220106 27,984 891,200 X 123 830,525 60,675 OHIO CASUALTY CORP COMMON 677240103 15,015 530,175 X 123 440,675 89,500 OIL STATES INTERNATIONAL INC COMMON 678026105 1,943 61,325 X 123 61,325 OLD DOMINION FREIGHT LINE COMMON 679580100 2 75 X 123 75 OMNICARE INC COMMON 681904108 6,337 110,755 X 123 102,850 7,905 OMNICOM GROUP COMMON 681919106 1,190 13,975 X 123 2,400 11,575 OMNOVA SOLUTIONS INC COMMON 682129101 3,455 719,775 X 123 421,600 298,175 ON ASSIGNMENT INC COMMON 682159108 1,542 141,325 X 123 141,325 ON SEMICONDUCTOR CORPORATION COMMON 682189105 4,496 813,036 X 123 672,850 140,186 ONEOK INC COMMON 682680103 13,780 517,468 X 123 424,600 92,868 ONLINE RESOURCES CORP COMMON 68273G101 2,211 200,075 X 123 200,075 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 OPLINK COMMUNICATIONS INC COMMON 68375Q403 1,126 77,675 X 123 77,675 ORACLE CORP COMMON 68389X105 7,194 589,211 X 123 441,836 7,300 140,075 OPTIONSXPRESS HOLDINGS INC COMMON 684010101 2,578 105,000 X 123 105,000 OREILLY AUTOMOTIVE INC COMMON 686091109 189 5,900 X 123 5,900 OSHKOSH TRUCK CORP COMMON 688239201 221 4,950 X 123 4,950 OTTER TAIL CORP COMMON 689648103 2,737 94,450 X 123 94,450 OUTBACK STEAKHOUSE INC COMMON 689899102 2,110 50,720 X 123 40,850 9,870 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 24,635 1,170,857 X 123 1,072,644 31,083 67,130 P G & E CORP COMMON 69331C108 208 5,600 X 123 900 4,700 PFF BANCORP INC COMMON 69331W104 1,671 54,750 X 123 54,750 PMC SIERRA INC COMMON 69344F106 1,030 133,600 X 123 133,600 THE PMI GROUP COMMON 69344M101 99 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 31 1,068 X 123 1,068 PACKAGING CORP OF AMERICA COMMON 695156109 23 1,000 X 123 1,000 PALOMAR MEDICAL TECHNOLOGIES I COMMON 697529303 33 950 X 123 950 PARKER HANNIFIN COMMON 701094104 155 2,350 X 123 2,350 PATTERSON COS INC COMMON 703395103 50 1,500 X 123 1,500 PAYCHEX INC COMMON 704326107 86,013 2,256,381 X 123 952,699 17,375 1,286,307 PEABODY ENERGY CORP COMMON 704549104 21,209 257,325 X 123 240,700 16,625 PENNEY JC CO INC COMMON 708160106 3,276 58,925 X 123 53,325 5,600 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,808 150,950 X 123 150,950 PEOPLESUPPORT INC COMMON 712714302 1,709 201,300 X 123 201,300 PEPSICO INC COMMON 713448108 290,657 4,919,719 X 123 1,889,569 30,580 2,999,570 PERFORMANCE FOOD GROUP CO COMMON 713755106 71 2,500 X 123 2,500 PERKINELMER INC COMMON 714046109 3,897 165,411 X 123 130,325 35,086 PEROT SYSTEMS CORP CL A COMMON 714265105 13,096 926,175 X 123 767,900 158,275 PERRIGO CO COMMON 714290103 21,880 1,467,497 X 123 1,134,565 3,750 329,182 PETSMART INC COMMON 716768106 1,525 59,430 X 123 49,575 9,855 PFIZER INC COMMON 717081103 31,855 1,365,974 X 123 1,094,162 450 271,362 PHARMION CORP COMMON 71715B409 15 X 123 15 PHELPS DODGE COMMON 717265102 40 275 X 123 275 PHILIPPINE LONG DISTANCE ADR ADR 718252604 129,532 3,862,016 X 123 3,108,306 280,314 473,396 PHILLIPS-VAN HEUSEN COMMON 718592108 2,481 76,575 X 123 76,575 PIMCO MUNICIPAL INCOME FD Closed E 72200R107 8 480 X 123 480 PINNACLE ENTERTAINMENT INC COMMON 723456109 3,097 125,325 X 123 125,325 PINNACLE WEST CAPITAL CORP COMMON 723484101 50 1,200 X 123 1,200 PIONEER DRILLING COMPANY COMMON 723655106 2,263 126,225 X 123 126,225 PIPER JAFFRAY COS COMMON 724078100 125 3,097 X 123 241 391 2,465 PITNEY BOWES COMMON 724479100 76 1,800 X 123 800 1,000 PLUM CREEK TIMBER CO INC COMMON 729251108 77 2,124 X 123 1,850 274 POLO RALPH LAUREN CORP COMMON 731572103 2,929 52,175 X 123 52,175 POLYCOM INC COMMON 73172K104 7,328 478,925 X 123 396,800 82,125 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 POTLATCH CORP COMMON 737628107 12,708 249,272 X 123 206,450 42,822 POWER INTEGRATIONS INC COMMON 739276103 1,874 78,725 X 123 78,725 POWERWAVE TECHNOLOGIES INC COMMON 739363109 126 10,000 X 123 10,000 PRAXAIR INC COMMON 74005P104 84,864 1,602,420 X 123 1,006,692 10,825 584,903 PRECISION CASTPARTS COMMON 740189105 4,132 79,750 X 123 79,750 PRENTISS PROPERTIES TRUST COMMON 740706106 296 7,269 X 123 3,769 3,500 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,397 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 95,779 1,329,710 X 123 553,191 10,125 766,394 PRIDE INTERNATIONAL INC COMMON 74153Q102 141 4,575 X 123 4,575 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 43 900 X 123 100 800 PROASSURANCE CORP COMMON 74267C106 2,490 51,200 X 123 51,200 PROCTER & GAMBLE COMMON 742718109 106,425 1,838,712 X 123 290,676 27,231 1,520,805 PRIVATEBANCORP INC COMMON 742962103 12,425 349,325 X 123 309,150 40,175 PROGRESS ENERGY INC COMMON 743263105 112 2,550 X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 10,821 381,300 X 123 316,075 65,225 PROLIANCE INTERNATIONAL INC COMMON 74340R104 2,489 470,425 X 123 269,075 201,350 PROLOGIS COMMON 743410102 197 4,225 X 123 1,200 3,025 PROTECTIVE LIFE CORP COMMON 743674103 19,583 447,404 X 123 369,450 77,954 PROTEIN DESIGN LABS INC COMMON 74369L103 1,846 64,950 X 123 64,950 PROVIDENT NEW YORK BANCORP COMMON 744028101 6,572 596,950 X 123 496,869 100,081 PRUDENTIAL FINANCIAL INC COMMON 744320102 149,757 2,046,134 X 123 838,173 14,225 1,193,736 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 1,896 32,275 X 123 32,275 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 29 450 X 123 450 PULTE CORP COMMON 745867101 65 1,650 X 123 1,650 QLT INC CVT CV BND 746927AB8 715 112,378 X 123 57,594 54,784 QLOGIC CORP COMMON 747277101 13 400 X 123 400 QUALCOMM INC COMMON 747525103 264,900 6,149,024 X 123 2,163,013 45,100 3,940,911 QUEST DIAGNOSTICS INC COMMON 74834L100 15,349 298,150 X 123 280,000 18,150 QUEST SOFTWARE INC COMMON 74834T103 2,113 144,800 X 123 144,800 QUESTAR CORP COMMON 748356102 2,974 39,287 X 123 32,125 7,162 QUICKSILVER RESOURCES INC COMMON 74837R104 3 75 X 123 75 QUIKSILVER INC COMMON 74838C106 2 120 X 123 120 RC2 CORP COMMON 749388104 4,149 116,800 X 123 116,800 R H DONNELLEY COMMON 74955W307 47,008 762,868 X 123 655,455 107,413 RLI CORPORATION COMMON 749607107 14,168 284,100 X 123 235,400 48,700 RPM INC OHIO COMMON 749685103 60 3,432 X 123 3,432 RSA SECURITY INC COMMON 749719100 1 55 X 123 55 RALCORP HOLDINGS INC COMMON 751028101 14,746 369,475 X 123 303,875 65,600 RANGE RESOURCES CORP COMMON 75281A109 2,445 92,811 X 123 92,811 RAYTHEON CO COMMON 755111507 288 7,180 X 123 3,910 3,270 RBC BEARINGS INC COMMON 75524B104 10,827 666,250 X 123 552,200 114,050 REDBACK NETWORKS COMMON 757209507 1,601 113,875 X 123 113,875 REGENERON PHARM CVT CV BND 75886FAB3 37,565 2,362,581 X 123 2,063,255 62,146 237,180 REGIS CORP COMMON 758932107 7,149 185,360 X 123 172,975 12,385 REGIONS FINANCIAL CORP COMMON 7591EP100 41 1,200 X 123 1,200 REINSURANCE GRP OF AMERICA COMMON 759351109 122 2,550 X 123 2,550 RELIANCE STEEL & ALUMINUM COMMON 759509102 7,608 124,475 X 123 103,175 21,300 RELIANT ENERGY INC COMMON 75952B105 7 630 X 123 630 REMINGTON OIL & GAS CORP COMMON 759594302 9,111 249,625 X 123 208,025 41,600 RENT-A-CENTER INC COMMON 76009N100 6,599 349,920 X 123 289,225 60,695 REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 6,974 458,848 X 123 458,848 REPUBLIC BANCORP COMMON 760282103 15 1,247 X 123 1,247 REUNION INDUSTRIES INC COMMON 761312107 15 X 123 15 REYNOLDS AMERICAN INC COMMON 761713106 327 3,432 X 123 3,432 ROANOKE ELECTRIC STEEL CORP COMMON 769841107 189 8,000 X 123 8,000 ROBT HALF COMMON 770323103 23 600 X 123 600 ROCK-TENN CO CL A COMMON 772739207 5,079 372,100 X 123 217,925 154,175 ROCKWELL AUTOMATION INC COMMON 773903109 246 4,160 X 123 4,160 ROCKWELL COLLINS COMMON 774341101 167 3,600 X 123 3,600 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 16,509 379,775 X 123 314,975 64,800 ROHM & HAAS COMMON 775371107 571 11,800 X 123 11,800 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 3,394 55,199 X 123 25,800 29,399 RYANAIR HLDGS ADR ADR 783513104 1,090 19,475 X 123 13,550 5,925 SBA COMMUNICATIONS CORP COMMON 78388J106 1,863 104,100 X 123 104,100 SCI SYSTEMS INC CVT CV BND 783890AF3 2,882 676,421 X 123 517,533 18,380 140,508 SEMCO ENERGY IMC COMMON 78412D109 1,813 322,525 X 123 193,075 129,450 SLM CORP COMMON 78442P106 55 1,000 X 123 1,000 SRA INTL INC CL A COMMON 78464R105 1,866 61,100 X 123 61,100 SABINE ROYALTY TRUST COMMON 785688102 18 400 X 123 400 SAFECO CO COMMON 786429100 11 200 X 123 200 SAFENET INC COMMON 78645R107 5,413 168,000 X 123 139,225 28,775 SAFEWAY INC COMMON 786514208 87 3,665 X 123 3,665 SAGA COMMUNICATIONS INC-CL A COMMON 786598102 933 85,800 X 123 71,100 14,700 THE ST JOE CO COMMON 790148100 74 1,100 X 123 1,100 ST JUDE MEDICAL INC COMMON 790849103 237,026 4,721,636 X 123 1,711,019 34,250 2,976,367 ST PAUL TRAVELERS COS INC/THE COMMON 792860108 824 18,452 X 123 34 18,418 SALESFORCE.COM INC COMMON 79466L302 3,262 101,775 X 123 101,775 SALIX PHARMACEUTICALS LTD COMMON 795435106 2 X 123 2 SALOMON BROTHERS FUND Closed E 795477108 5 359 X 123 359 SANDISK CORP COMMON 80004C101 135,845 2,162,448 X 123 884,825 9,875 1,267,748 SANOFI-AVENTIS-ADR ADR 80105N105 50 1,150 X 123 1,150 SAPIENT CORP COMMON 803062108 1 115 X 123 115 SARA LEE COMMON 803111103 50 2,648 X 123 2,648 SASOL LTD-SPONSORED ADR ADR 803866300 1,175 32,975 X 123 24,450 8,525 SCANA CORP COMMON 80589M102 122 3,100 X 123 3,100 SCANSOURCE INC COMMON 806037107 1 10 X 123 10 SCHERING-PLOUGH COMMON 806605101 810 38,845 X 123 27,545 11,300 SCHLUMBERGER LTD COMMON 806857108 712 7,333 X 123 4,625 2,708 SCHOLASTIC CORP COMMON 807066105 10,271 360,245 X 123 297,550 62,695 SCIENTIFIC ATL COMMON 808655104 174 4,050 X 123 800 3,250 SCIENTIFIC GAMES CORP-A COMMON 80874P109 2 90 X 123 90 SCOTTS MIRACLE-GRO CO COMMON 810186106 1,825 40,350 X 123 40,350 SCUDDER STRATEGIC INC TRUST FD Closed E 81123W101 26 2,000 X 123 2,000 SEACOAST BANKINGCORP FL COMMON 811707306 5,238 228,225 X 123 135,575 92,650 SELIGMAN NEW TECHNOLOGIES FUND Closed E 81634M105 6 3,059 X 123 3,059 SELIGMAN NEW TECHNOLOGIES 2 Closed E 81634R104 117 20,000 X 123 20,000 SEMTECH CORP COMMON 816850101 1 65 X 123 65 SEMPRA ENERGY COMMON 816851109 19 415 X 123 415 SHUFFLE MASTER INC COMMON 825549108 2 61 X 123 61 SIERRA HEALTH SERVICES COMMON 826322109 2 30 X 123 30 SIGMA ALDRICH COMMON 826552101 51 800 X 123 800 SIGMATEL INC COMMON 82661W107 35 X 123 35 SIGNATURE BANK COMMON 82669G104 15,170 540,425 X 123 447,500 92,925 SIMON PROPERTY GROUP INC COMMON 828806109 32,045 418,178 X 123 377,050 41,128 SKECHERS USA INC COMMON 830566105 5,244 342,300 X 123 342,300 SMART & FINAL INC COMMON 831683107 11,390 884,300 X 123 733,175 151,125 JM SMUCKER CO COMMON 832696405 64 1,457 X 123 1,372 85 SMURFIT-STONE CONTAINER CORP COMMON 832727101 28,081 1,981,700 X 123 189,525 22,250 1,769,925 SONIC CORP COMMON 835451105 111 3,750 X 123 3,750 SOUTH FINANCIAL GROUP INC COMMON 837841105 11,248 408,410 X 123 337,925 70,485 SOUTHERN CO COMMON 842587107 551 15,945 X 123 6,655 9,290 SOUTHERN UNION CO COMMON 844030106 7,461 315,740 X 123 258,914 56,826 SOUTHWEST AIRLINES COMMON 844741108 140 8,550 X 123 8,325 225 SOUTHWESTERN ENERGY CO COMMON 845467109 107,151 2,981,378 X 123 1,208,300 15,000 1,758,078 SOVEREIGN BANCORP INC COMMON 845905108 6 300 X 123 300 SPARTAN STORES INC COMMON 846822104 2,242 215,185 X 123 177,975 37,210 SPARTECH CORP COMMON 847220209 12,661 576,800 X 123 478,375 98,425 SPRINT NEXTEL CORP COMMON 852061100 643 27,512 X 123 16,268 8,078 3,166 STANDARD PACIFIC CORP COMMON 85375C101 1,229 33,395 X 123 27,000 6,395 STANDARD PARKING CORP COMMON 853790103 7,663 392,171 X 123 229,403 162,768 STANLEY WORKS COMMON 854616109 12,751 265,425 X 123 262,525 2,900 STAPLES INC COMMON 855030102 2,356 103,740 X 123 103,740 STARBUCKS CORP COMMON 855244109 138,296 4,608,346 X 123 1,928,707 19,980 2,659,659 STARWOOD HOTELS & RESORTS TR COMMON 85590A203 37,898 593,450 X 123 196,625 4,925 391,900 STATE STREET CORP COMMON 857477103 2,886 52,060 X 123 50,750 1,310 THE STEAK N SHAKE CO COMMON 857873103 132 7,800 X 123 - 36,075 43,875 STEEL DYNAMICS INC COMMON 858119100 1 40 X 123 40 STERICYCLE INC COMMON 858912108 3,733 63,400 X 123 63,400 STIFEL FINANCIAL CORP COMMON 860630102 2,333 62,075 X 123 36,350 25,725 STMICROELECTRONICS NV-NY SHS ADR 861012102 9 500 X 123 500 STRATOS LIGHTWARE INC COMMON 863100202 5 X 123 5 STRATTEC SECURITY CORP COMMON 863111100 4 100 X 123 100 STRYKER CORP COMMON 863667101 587 13,217 X 123 8,775 4,442 SUN MICROSYSTEMS COMMON 866810104 84 20,000 X 123 10,600 9,400 SUNCOR ENERGY INC COMMON 867229106 4,067 64,425 X 123 64,425 SUNOCO INC COMMON 86764P109 172 2,200 X 123 200 2,000 SUNTERRA CORP COMMON 86787D208 15,965 1,122,725 X 123 957,375 165,350 SUNTRUST BANK COMMON 867914103 12,464 171,300 X 123 160,450 10,850 SUPERIOR WELL SERVICES INC COMMON 86837X105 3,109 130,850 X 123 76,775 54,075 SUPERVALU INC COMMON 868536103 81 2,500 X 123 2,500 SYBASE INC COMMON 871130100 3,744 171,284 X 123 141,075 30,209 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 15,918 399,855 X 123 331,300 68,555 SYMANTEC CORP COMMON 871503108 326 18,600 X 123 12,000 6,600 SYMBION INC COMMON 871507109 1,834 79,750 X 123 79,750 SYMMETRY MEDICAL INC COMMON 871546206 9,343 481,850 X 123 414,375 67,475 SYNOPSYS INC COMMON 871607107 12 600 X 123 600 SYSCO CORP COMMON 871829107 812 26,150 X 123 21,850 4,300 TCF FINANCIAL CORP COMMON 872275102 326 12,000 X 123 12,000 TEPPCO PARTNERS L P COMMON 872384102 21 600 X 123 600 TJX COMPANIES INC COMMON 872540109 53,012 2,282,050 X 123 1,171,125 12,850 1,098,075 TLC VISION CORP COMMON 872549100 4 600 X 123 600 TXU CORP COMMON 873168108 40 800 X 123 800 TALBOTS INC COMMON 874161102 1 50 X 123 50 TARGET CORP COMMON 87612E106 151,228 2,751,093 X 123 1,266,724 17,650 1,466,719 TEKELEC COMMON 879101103 5,377 386,800 X 123 320,675 66,125 TELEFLEX INC COMMON 879369106 201 3,100 X 123 3,100 TELEFONOS DE MEXICO S P ADR L ADR 879403780 217 8,800 X 123 8,800 TELIK INC COMMON 87959M109 43 2,545 X 123 2,500 45 TELLABS INC COMMON 879664100 22,885 2,099,500 X 123 187,200 22,525 1,889,775 TEMPLE INLAND INC COMMON 879868107 164 3,650 X 123 3,650 TEMPLETON GLOBAL INC FD Closed E 880198106 11 1,400 X 123 1,400 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 23 2,000 X 123 2,000 TENARIS SA ADR ADR 88031M109 160 1,400 X 123 1,400 TENNECO AUTOMOTIVE COMMON 880349105 4,420 225,379 X 123 225,379 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 322 7,490 X 123 1,000 6,490 TESSERA TECHNOLOGIES INC COMMON 88164L100 2,037 78,820 X 123 78,775 45 TEXAS INDUSTRIES INC COMMON 882491103 17,481 350,740 X 123 290,900 59,840 TEXAS INSTRUMENTS COMMON 882508104 2,486 77,506 X 123 28,700 8,550 40,256 TEXAS REGIONAL BANCSHARES A COMMON 882673106 11,543 407,895 X 123 339,471 68,424 TEXTRON INC COMMON 883203101 18,225 236,750 X 123 22,425 2,700 211,625 THERMO ELECTRON CORP COMMON 883556102 75 2,500 X 123 2,500 3M CO COMMON 88579Y101 12,479 161,015 X 123 65,605 6,350 89,060 TIBCO SOFTWARE INC COMMON 88632Q103 40 5,400 X 123 5,400 TIMCO AVIATION SERVICES INC COMMON 887151207 7 X 123 7 TIME WARNER INC COMMON 887317105 34,522 1,979,450 X 123 1,843,150 136,300 TODCO CL A COMMON 88889T107 2,700 70,950 X 123 70,900 50 TORCHMARK CORP COMMON 891027104 445 8,000 X 123 8,000 TRAMMELL CROW CO COMMON 89288R106 8,071 314,640 X 123 260,275 54,365 TRANSCANADA COMMON 89353D107 16 520 X 123 520 TREEHOUSE FOODS INC COMMON 89469A104 12 646 X 123 646 TRI CONTL CORP Closed E 895436103 40 2,139 X 123 2,139 TRIAD HOSPITALS INC COMMON 89579K109 5,179 132,004 X 123 108,850 23,154 TRIBUNE CO COMMON 896047107 2,805 92,689 X 123 89,639 3,050 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 9,957 494,625 X 123 410,050 84,575 TRUSTREET PROPERTIES INC COMMON 898404108 33 2,268 X 123 2,268 TUPPERWARE BRANDS CORP COMMON 899896104 10,176 454,300 X 123 376,750 77,550 TYCO INTERNATIONAL LTD COMMON 902124106 33,914 1,175,115 X 123 1,009,745 2,968 162,402 UGI CORP COMMON 902681105 19,366 940,100 X 123 775,625 164,475 US BANCORP COMMON 902973304 45,698 1,528,886 X 123 1,052,671 24,198 452,017 URS CORP COMMON 903236107 117 3,100 X 123 3,100 US AIRWAYS GROUP INC COMMON 90341W108 265 7,125 X 123 7,125 UAP HOLDING CORP COMMON 903441103 6,183 302,800 X 123 251,000 51,800 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 2,337 122,525 X 123 122,525 ULTRA PETROLEUM CORP COMMON 903914109 4,424 79,275 X 123 79,275 UNION DRILLING INC COMMON 90653P105 130 8,975 X 123 8,975 UNION PACIFIC COMMON 907818108 48 600 X 123 600 UNIT CORP COMMON 909218109 2,258 41,025 X 123 41,025 UNITED AUTO GROUP COMMON 909440109 54 1,425 X 123 1,425 UNITED PANAM FINANCIAL CORP COMMON 911301109 9,371 362,225 X 123 292,475 69,750 UNITED PARCEL SERIVCE CL B COMMON 911312106 48,049 639,375 X 123 60,100 7,225 572,050 UNITED RENTALS CONV PFD CV PFD 91136H306 1,608 68,754 X 123 65,603 3,151 UNITED SURGICAL PARTNERS INTL COMMON 913016309 1,838 57,161 X 123 57,124 37 UNITED TECHNOLOGIES COMMON 913017109 111,441 1,993,223 X 123 928,566 15,825 1,048,832 UNITED THERAPEUTICS CORP COMMON 91307C102 1,030 14,900 X 123 14,900 UNITEDHEALTH GROUP COMMON 91324P102 405,069 6,518,647 X 123 2,358,397 41,700 4,118,550 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 6,397 155,575 X 123 136,375 19,200 UNIVISION COMMUNICATIONS CL A COMMON 914906102 15 500 X 123 500 URBAN OUTFITTERS INC COMMON 917047102 85,181 3,365,493 X 123 1,385,631 14,350 1,965,512 VAIL RESORTS INC COMMON 91879Q109 5,435 164,550 X 123 164,550 VALASSIS COMMUNICATIONS INC COMMON 918866104 7,172 246,700 X 123 204,375 42,325 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 62,638 3,464,512 X 123 2,745,638 95,375 623,498 VALEANT PHARMACY CVT CV BND 91911XAD6 45,111 2,495,100 X 123 1,914,940 81,615 498,546 VALOR COMMUNICATIONS GROUP COMMON 920255106 1,515 132,930 X 123 110,550 22,380 VALUE LINE INC COMMON 920437100 70 2,000 X 123 2,000 VAN KAMPEN SENIOR LOAN FUND-IC Closed E 920914207 8 933 X 123 933 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 57 1,300 X 123 1,300 VECTREN CORP COMMON 92240G101 130 4,800 X 123 4,800 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 2 50 X 123 50 VENTIV HEALTH INC COMMON 922793104 1,429 60,500 X 123 60,500 VERIZON COMMUNICATIONS COMMON 92343V104 2,011 66,761 X 123 33,791 700 32,270 VERINT SYSTEMS INC COMMON 92343X100 1 35 X 123 35 VERTEX PHARMACEUTICALS INC COMMON 92532F100 3,381 122,175 X 123 122,175 VERTEX PHARMACEUTICALS CVT 144 CV BND 92532FAE0 98,166 3,547,724 X 123 3,082,932 100,402 364,391 VERTRUE INC COMMON 92534N101 6,282 177,800 X 123 153,400 24,400 VIACOM INC COMMON 925524100 11 325 X 123 325 VIACOM INC CL B COMMON 925524308 18,247 559,721 X 123 368,825 4,975 185,921 VIASAT INC COMMON 92552V100 76 2,825 X 123 2,825 VIRGINIA COMMERCE BANCORP COMMON 92778Q109 6,940 238,568 X 123 140,994 97,574 VODAFONE GROUP PLC ADR 92857W100 91 4,250 X 123 3,950 300 WABTEC COMMON 929740108 5,923 220,180 X 123 180,450 39,730 WACHOVIA CORP (NEW) COMMON 929903102 25,763 487,383 X 123 451,710 35,673 WADDELL & REED FINANCIAL A COMMON 930059100 94 4,491 X 123 4,491 WAL-MART STORES INC COMMON 931142103 9,133 195,144 X 123 182,524 12,620 WALGREEN CO COMMON 931422109 3,203 72,369 X 123 39,569 32,800 WARNER MUSIC GROUP CORP COMMON 934550104 5,852 303,660 X 123 250,225 53,435 WASHINGTON GROUP INTL INC COMMON 938862208 23,639 446,269 X 123 366,650 79,619 WASHINGTON MUTUAL INC COMMON 939322103 480 11,025 X 123 5,700 5,325 WASHINGTON TRUST BANCORP COMMON 940610108 212 8,080 X 123 8,080 WASTE CONNECTIONS INC COMMON 941053100 14,615 424,108 X 123 352,496 71,612 WASTE MANAGEMENT INC COMMON 94106L109 14 450 X 123 200 250 WAUWATOSA HOLDINGS INC COMMON 94348P108 22 1,957 X 123 1,957 WEBSENSE INC COMMON 947684106 2,422 36,900 X 123 36,900 WEBSIDESTORY INC COMMON 947685103 2,220 122,425 X 123 122,425 WELLPOINT INC COMMON 94973V107 251,573 3,152,933 X 123 1,147,018 24,400 1,981,515 WELLS FARGO COMPANY COMMON 949746101 47,841 761,433 X 123 595,242 4,813 161,378 WEST PHARMACEUTICALS SVCS COMMON 955306105 7,901 315,650 X 123 261,700 53,950 WEYERHAEUSER CO COMMON 962166104 119 1,788 X 123 240 1,548 WHOLE FOODS MARKET INC COMMON 966837106 158,190 2,044,068 X 123 849,152 12,520 1,182,396 WILEY JOHN & SONS CL A COMMON 968223206 9,434 241,650 X 123 200,675 40,975 WILLIAMS COS INC COMMON 969457100 76 3,275 X 123 3,275 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 39,433 1,701,892 X 123 1,114,392 30,418 557,081 WILMINGTON TRUST CORP COMMON 971807102 140 3,600 X 123 3,600 WINDROSE MEDICAL PROPERTIES COMMON 973491103 5,987 402,900 X 123 229,650 173,250 WINNEBAGO INDS COMMON 974637100 12,283 369,085 X 123 310,575 58,510 WINTRUST FINANCIAL CORP COMMON 97650W108 18,592 338,645 X 123 281,625 57,020 WISCONSIN ENERGY CORP COMMON 976657106 161 4,125 X 123 4,125 WOODWARD GOVERNOR CO COMMON 980745103 110 1,280 X 123 1,280 WRIGHT EXPRESS CORP COMMON 98233Q105 26,858 1,220,800 X 123 1,012,225 208,575 WRIGLEY W M JR COMMON 982526105 574 8,629 X 123 8,629 WYETH CO COMMON 983024100 3,723 80,822 X 123 51,154 29,668 XM SATELLITE RADIO HLDG CL A COMMON 983759101 2,105 77,150 X 123 77,150 X-RITE INC COMMON 983857103 2,221 222,125 X 123 128,350 93,775 XTO ENERGY INC COMMON 98385X106 97,218 2,212,508 X 123 882,784 22,969 1,306,755 XILINX INC COMMON 983919101 269 10,660 X 123 3,700 6,960 XEROX CORP COMMON 984121103 62 4,200 X 123 4,200 YAHOO INC COMMON 984332106 335,159 8,554,348 X 123 3,155,952 46,000 5,352,396 ZALE CORP COMMON 988858106 101 4,000 X 123 4,000 ZEBRA TECHNOLOGIES - CL A COMMON 989207105 178 4,161 X 123 4,161 ZIMMER HOLDINGS INC COMMON 98956P102 155,880 2,311,384 X 123 998,847 17,430 1,295,107 ZIONS BANCORP COMMON 989701107 17,955 237,623 X 123 169,090 2,825 65,708 ZUMIEZ INC COMMON 989817101 4,285 99,150 X 123 99,150 DAIMLERCHRYSLER AG COMMON D1668R123 3 55 X 123 55 ACE LTD COMMON G0070K103 1,045 19,555 X 123 6,630 12,925 ARCH CAPITAL GROUP LTD COMMON G0450A105 2,142 39,125 X 123 39,125 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 186 7,850 X 123 7,850 ACCENTURE LTD CL A COMMON G1150G111 26,374 913,550 X 123 612,175 9,400 291,975 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 10,393 289,900 X 123 289,900 EVEREST RE GROUP LTD COMMON G3223R108 6,533 65,100 X 123 53,825 11,275 GLOBALSANTAFE CORP COMMON G3930E101 41,350 858,783 X 123 702,119 3,500 153,164 HELEN OF TROY LTD COMMON G4388N106 32 2,000 X 123 2,000 INGERSOLL-RAND CO-CL A COMMON G4776G101 419 10,380 X 123 10,380 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 8,975 160,009 X 123 109,613 50,396 NABORS INDUSTRIES LTD COMMON G6359F103 339 4,475 X 123 3,975 500 UTI WORLDWIDE INC COMMON G87210103 4,983 53,675 X 123 53,675 TRANSOCEAN INC COMMON G90078109 79,833 1,145,538 X 123 227,013 11,075 907,450 VISTAPRINT LTD COMMON G93762204 341 15,000 X 123 15,000 WEATHERFORD INTL COMMON G95089101 419 11,574 X 123 5,270 6,304 XL CAPITAL CORP COMMON G98255105 94 1,400 X 123 1,400 ALCON INC COMMON H01301102 1,257 9,700 X 123 5,875 3,825 ALADDIN KNOWLEDGE SYSTEMS COMMON M0392N101 6,297 365,700 X 123 365,700 AUDIOCODES LTD COMMON M15342104 1 65 X 123 65 GIVEN IMAGING LTD COMMON M52020100 1 35 X 123 35 CORE LABORATORIES N V COMMON N22717107 4,056 108,575 X 123 108,575 STEINER LEISURE LTD COMMON P8744Y102 1,323 37,200 X 123 37,200 WALMART DE MEXICO-SER V COMMON P98180105 7 1,252 X 123 1,252 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 13,643 302,775 X 123 302,775 FLEXTRONICS INTL LTD COMMON Y2573F102 24,563 2,352,781 X 123 2,012,275 4,100 336,406 COLUMN TOTALS 19,103,388
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