-----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, H6hHn6MAZ3jQf6JRFLAtrfWTOfMic/XtO70tsZ9bfyrfXxfcSPeDPS86tBV2rbFo fBe3+UJqZqIyg9tQ/UyQsQ== 0000312348-05-000028.txt : 20051114 0000312348-05-000028.hdr.sgml : 20051111 20051114115925 ACCESSION NUMBER: 0000312348-05-000028 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 051197969 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/A 1 q3complete4.txt 2ND AMENDMENT FOR 13 F FILING UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/05 Check here if Amendment [ X ]; Amendment Number: TWO This Amendment (Check only one): [ X ] 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 11/14/05 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: 1078 Form 13F Information Table Value Total: $16,658,148.00 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 09/30/05 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 21,765 2,957,150 X 123 2,753,150 204,000 ACCO BRANDS CORP COMMON 00081T108 3,545 125,625 X 123 125,625 ADC TELECOMMUNICATIONS INC COMMON 000886309 316 13,813 X 123 927 12,886 ADE CORPORATION COMMON 00089C107 1,547 68,800 X 123 10,550 58,250 AFLAC INC COMMON 001055102 30,308 669,056 X 123 478,340 6,550 184,166 AGL RESOURCES INC COMMON 001204106 16,520 445,175 X 123 373,775 71,400 AES CORPORATION COMMON 00130H105 115 6,985 X 123 6,985 AMR CORP CVT CV BND 001765BA3 7,553 9,500,000 X 123 4,365,000 1,335,000 3,800,000 AMR CORP CVT CV BND 001765BB1 16,970 24,550,000 X 123 17,620,000 895,000 6,035,000 AT&T CORP COMMON 001957505 154 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HALLIBURTON CO COMMON 406216101 104,385 1,523,430 X 123 727,950 9,025 786,455 JOHN HANCOCK T/A DVD INCOME Closed E 41013V100 80 4,500 X 123 4,500 HANMI FINANCIAL CORP COMMON 410495105 1,936 107,850 X 123 16,275 91,575 HANOVER COMPRESSOR CO COMMON 410768105 26 1,890 X 123 1,890 HARLEY DAVIDSON COMMON 412822108 16,325 337,007 X 123 237,802 3,025 96,180 HARMAN INTL COMMON 413086109 99,911 976,931 X 123 411,300 575 565,056 HARRIS CORP COMMON 413875105 64,374 1,540,043 X 123 727,515 15,225 797,303 HARSCO CORP COMMON 415864107 10,511 160,300 X 123 160,300 HARTE HANKS INC COMMON 416196103 11,024 417,100 X 123 346,625 70,475 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1,007 13,055 X 123 500 12,555 HEALTH CARE PPTYS INV COMMON 421915109 1,583 58,650 X 123 39,200 1,000 18,450 HEADWATERS INC COMMON 42210P102 2 45 X 123 45 HEALTHEXTRAS INC COMMON 422211102 2,598 121,505 X 123 18,250 103,125 130 HEALTH NET INC COMMON 42222G108 4,012 84,775 X 123 84,775 HEIDRICK & STUGGLES INTL COMMON 422819102 2 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1,085,231 KEITHLEY INSTRUMENTS INC COMMON 487584104 6,256 428,475 X 123 353,125 75,350 KELLOGG CO COMMON 487836108 321 6,950 X 123 3,700 3,250 KELLWOOD CO CV BND 488044AF5 2,109 2,500,000 X 123 2,325,000 175,000 KERR MCGEE COMMON 492386107 194 2,000 X 123 2,000 KERYX BIOPHARMACEUTICALS COMMON 492515101 1,236 78,450 X 123 12,000 66,450 KEYCORP (NEW) COMMON 493267108 555 17,216 X 123 10,586 6,630 KEYSPAN ENERGY COMMON 49337W100 169 4,600 X 123 4,600 KIMBERLY CLARK COMMON 494368103 1,801 30,255 X 123 7,620 22,635 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 53 1,000 X 123 1,000 KINDER MORGAN INC COMMON 49455P101 555 5,775 X 123 3,750 2,025 KINDRED HEALTHCARE INC COMMON 494580103 4,906 164,625 X 123 137,175 27,450 KINETIC CONCEPTS, INC. COMMON 49460W208 26,486 466,310 X 123 87,850 4,975 373,485 KIRBY CORP COMMON 497266106 154 3,125 X 123 3,125 KITE REALTY GROUP TRUST COMMON 49803T102 12,707 851,700 X 123 706,475 145,225 KNOLL INC COMMON 498904200 2,186 119,125 X 123 119,125 KOHLS CORP COMMON 500255104 8,510 169,585 X 123 88,255 1,250 80,080 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 108 4,058 X 123 4,049 9 KOPIN CORP COMMON 500600101 49 7,000 X 123 7,000 KOS PHARMACEUTICALS INC COMMON 500648100 1,815 27,125 X 123 4,175 22,950 KRAFT FOODS INC COMMON 50075N104 460 15,050 X 123 15,050 KROGER COMMON 501044101 41 2,000 X 123 1,000 1,000 KULICKE & SOFFA CV BND 501242AL5 28,113 38,055,000 X 123 32,275,000 1,375,000 4,405,000 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 455 600,000 X 123 600,000 LCA VISION INC COMMON 501803308 1,851 49,875 X 123 7,625 42,250 LSI LOCIC CVT CV BND 502161AG7 8,579 8,633,000 X 123 5,635,000 548,000 2,450,000 L-3 COMMUNICATIONS CORP COMMON 502424104 12 150 X 123 150 LA QUINTA PROPERTIES INC 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5,485,000 LEVEL 3 COMM CVT CV BND 52729NAS9 1,028 2,000,000 X 123 1,695,000 305,000 LEVITT CORP COMMON 52742P108 5,724 249,512 X 123 206,938 42,574 LEXMARK INTL INC COMMON 529771107 1,352 22,140 X 123 14,000 8,140 LIBERTY GLOBAL INC COMMON 530555101 95 3,500 X 123 3,500 LIBERTY GLOBAL INC-C COMMON 530555309 90 3,500 X 123 3,500 LIBERTY MEDIA CV BND 530715AN1 13,977 14,100,000 X 123 13,900,000 200,000 LIBERTY MEDIA CVT CV BND 530715AR2 19 25,000 X 123 25,000 LIFEPOINT HOSPITALS COMMON 53219L109 11,088 253,550 X 123 209,950 43,600 LILLY ELI COMMON 532457108 3,154 58,923 X 123 29,925 2,685 26,313 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 55 1,400 X 123 1,400 LINCOLN NATL CORP COMMON 534187109 304 5,838 X 123 5,238 600 LINEAR TECHNOLOGY CORP COMMON 535678106 409 10,875 X 123 4,475 6,400 LITTELFUSE INC COMMON 537008104 1 25 X 123 25 LIZ CLAIBORNE COMMON 539320101 456 11,600 X 123 11,600 LOCKHEED MARTIN CORP COMMON 539830109 12 200 X 123 200 LONGVIEW FIBRE COMMON 543213102 390 20,000 X 123 20,000 LS SENIOR LOAN FUND LS Bank 543499107 198,340 198,339,680 X 123 120,319,616 11,608,588 66,411,476 LOWES COS COMMON 548661107 174,067 2,702,897 X 123 1,079,430 4,100 1,619,367 LUCENT TECH CAP CONV PFD CV PFD 549462307 50,578 50,139 X 123 46,380 200 3,559 LUCENT TECHNOLOGIES- WARRANTS WTS 549463131 1 784 X 123 748 36 LYONDELL PETROCHEMICAL COMMON 552078107 4,470 156,175 X 123 156,175 M & T BANK CORP COMMON 55261F104 103 975 X 123 975 MAF BANCORP INC COMMON 55261R108 23 553 X 123 553 MBNA CORP COMMON 55262L100 15 600 X 123 600 MDU RESOURCES GROUP INC COMMON 552690109 10,809 303,210 X 123 254,475 48,735 MDC PARTNERS INC COMMON 552697104 40 5,500 X 123 2,500 3,000 MGIC INVT CORP WIS COMMON 552848103 141 2,200 X 123 2,200 MRO SOFTWARE INC COMMON 55347W105 4,039 239,825 X 123 200,625 39,200 MACROVISION CORP COMMON 555904101 1 60 X 123 60 MANAGED HIGH INCOME Closed E 56166C105 14,128 2,264,100 X 123 2,264,100 MANPOWER INC COMMON 56418H100 2,487 56,015 X 123 46,650 9,365 MAPINFO CORP 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843,556 X 123 777,355 8,275 57,926 MCG CAPITAL CORP COMMON 58047P107 61 3,600 X 123 3,600 MCGRATH RENTCORP COMMON 580589109 16,115 568,825 X 123 475,025 93,800 MCGRAW HILL COS INC COMMON 580645109 73,361 1,527,084 X 123 724,254 9,425 793,405 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1,176 21,440 X 123 10,655 10,785 MEDIMMUNE INC COMMON 584699102 19 570 X 123 570 MEDTRONIC INC COMMON 585055106 179,876 3,354,638 X 123 1,411,728 10,075 1,932,835 MELLON FINANCIAL CORP COMMON 58551A108 5 171 X 123 171 THE MENS WEARHOUSE INC COMMON 587118100 6,318 236,630 X 123 196,494 40,136 MERCANTILE BANKSHARES CORP COMMON 587405101 16 300 X 123 300 MERCK & CO COMMON 589331107 4,241 155,879 X 123 94,096 61,783 MERIDIAN BIOSCIENCE INC COMMON 589584101 2,337 112,875 X 123 17,375 95,500 MERITOR SAVINGS BANK COMMON 590007100 89 17,000 X 123 17,000 MERRILL LYNCH & CO COMMON 590188108 25,164 410,175 X 123 380,725 29,450 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 47 5,000 X 123 5,000 MERRILL DJIA MITTS COMMON 59021J794 283 30,000 X 123 30,000 ML&CO ASIA/USD BASKET NT COMMON 59021S794 95 10,000 X 123 10,000 ML&CO CUR NT LKT TO US$EUR COMMON 59021W332 94 9,600 X 123 9,600 METALS USA INC COMMON 591324207 61 3,000 X 123 3,000 METLIFE INC COMMON 59156R108 88,844 1,782,932 X 123 759,055 1,150 1,022,727 MICROSOFT CORP COMMON 594918104 7,688 298,783 X 123 200,664 11,609 86,510 MICROSEMI CORP COMMON 595137100 6,720 263,125 X 123 154,025 109,100 MIDLAND COMPANY COMMON 597486109 5,359 148,725 X 123 87,100 61,625 MIDWEST BANC HOLDING INC COMMON 598251106 7,113 307,675 X 123 255,150 52,525 MILLER (HERMAN) INC COMMON 600544100 176 5,800 X 123 5,800 MINE SAFETY APPLIANCES CO COMMON 602720104 9,111 235,425 X 123 196,225 39,200 MOBILE MINI INC COMMON 60740F105 2,335 53,875 X 123 8,075 45,800 MOLSON COORS BREWING CO COMMON 60871R209 22,733 355,150 X 123 330,250 24,900 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 22 1,000 X 123 1,000 MONSANTO CO NEW COMMON 61166W101 50 800 X 123 800 MOODYS CORP COMMON 615369105 219,581 4,298,762 X 123 1,715,624 16,750 2,566,388 MOOG INC CL A COMMON 615394202 124 4,200 X 123 4,200 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 781 822,000 X 123 385,000 191,000 246,000 MORGAN STANLEY COMMON 617446448 29,908 554,475 X 123 499,575 54,900 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,884 471,000 X 123 471,000 MSDW GOVT INCOME TRUST Closed E 61745P106 99 11,200 X 123 11,200 MORGAN STANLEY MUNI PREM INC COMMON 61745P429 9 1,000 X 123 1,000 MORNINGSTAR INC COMMON 617700109 160 5,000 X 123 5,000 MOTOROLA INC COMMON 620076109 246,030 11,137,615 X 123 4,795,980 69,100 6,272,535 MOVADO CORP INC COMMON 624580106 5,913 315,855 X 123 182,550 133,305 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 307 12,275 X 123 12,275 MUNIYIELD INSURED FUND INC Closed E 62630E107 6 X 123 6 MYLAN LABS COMMON 628530107 250 12,975 X 123 12,975 NCR CORP COMMON 62886E108 105 3,275 X 123 3,275 NII HOLDINGS INC COMMON 62913F201 5,641 66,800 X 123 66,800 NRG ENERGY INC COMMON 629377508 27,811 652,845 X 123 591,925 60,920 NUCO2 INC COMMON 629428103 1,837 71,325 X 123 10,750 60,575 NATIONAL CITY CORP COMMON 635405103 520 15,542 X 123 14,542 1,000 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 16,155 357,895 X 123 297,575 60,320 NATIONAL OILWELL VARCO INC COMMON 637071101 137,073 2,083,174 X 123 739,830 5,625 1,337,719 NAVIGATORS GROUP INC COMMON 638904102 10,261 274,950 X 123 228,025 46,925 NAVIGANT CONSULTING GROUP COMMON 63935N107 17,419 909,125 X 123 754,925 154,200 NAVTEQ CORP COMMON 63936L100 3,102 62,100 X 123 62,100 NEENAH PAPER INC COMMON 640079109 18 605 X 123 353 252 NEIMAN MARCUS GRP CL A COMMON 640204202 1,707 17,074 X 123 17,074 NEKTAR THERAPEUTICS 144A W/RTS CV BND 640268AG3 10,525 10,000,000 X 123 7,765,000 275,000 1,960,000 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 1,482 68,625 X 123 10,500 58,125 NETWORK APPLIANCE INC COMMON 64120L104 22 935 X 123 825 110 NEW JERSEY RESOURCES COMMON 646025106 92 2,000 X 123 2,000 NEW YORK COMMUNITY BANCORP COMMON 649445103 38 2,300 X 123 2,300 NEWCASTLE INVESTMENT CORP COMMON 65105M108 12,790 458,425 X 123 382,425 76,000 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 26,002 592,630 X 123 572,130 10,000 10,500 NEWMONT MNG COMMON 651639106 455 9,650 X 123 9,650 NEWS CORP INC-CL A COMMON 65248E104 25,184 1,615,381 X 123 1,521,922 93,459 NEWS CORP INC-CL B WHEN ISS COMMON 65248E203 106 6,400 X 123 2,400 4,000 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 7,869 7,810,000 X 123 7,345,000 465,000 NEXTEL PARTNERS INC -A COMMON 65333F107 3,658 145,750 X 123 145,750 NIKE INC CL B COMMON 654106103 33 400 X 123 400 NISOURCE INC COMMON 65473P105 153 6,300 X 123 6,300 NOKIA CORP SPON ADR A ADR 654902204 2,469 146,032 X 123 121,857 24,175 NORDSON CORP COMMON 655663102 8,760 230,350 X 123 188,675 41,675 NORDSTROM INC COMMON 655664100 3,634 105,875 X 123 92,700 8,675 4,500 NORFOLK SOUTHN CORP COMMON 655844108 2,699 66,555 X 123 48,155 18,400 NORTEL NETWORKS CONV CV BND 656568AB8 82,157 87,285,000 X 123 62,435,000 5,550,000 19,300,000 NORTH FORK BANCORP COMMON 659424105 157 6,150 X 123 6,150 NORTHERN TR CORP COMMON 665859104 143 2,825 X 123 2,825 NORTHROP GRUMMAN CORP COMMON 666807102 25,577 470,605 X 123 442,550 28,055 NORTHWEST NATURAL GAS CO COMMON 667655104 22 600 X 123 600 NORTHWESTERN CORP COMMON 668074305 18,792 622,450 X 123 517,025 105,425 NOVA CHEMICALS CORP COMMON 66977W109 4 104 X 123 104 NOVARTIS AG SPON ADR ADR 66987V109 79 1,550 X 123 1,550 NSTAR COMMON 67019E107 231 8,000 X 123 8,000 NUCOR CORP COMMON 670346105 106 1,800 X 123 1,800 NUVASIVE INC COMMON 670704105 1,827 97,475 X 123 14,875 82,600 NUVEEN PA DIVIDEND ADV MUNI FD Closed E 67071W102 10 666 X 123 666 NUVELO INC COMMON 67072M301 1,118 116,450 X 123 17,875 98,575 NYVATEX OIL CORP COMMON 670794106 1,800 X 123 1,800 O CHARLEYS INC COMMON 670823103 57 4,000 X 123 4,000 OGE ENERGY CORP COMMON 670837103 42 1,500 X 123 1,500 NUVEEN INVESTMENTS INC COMMON 67090F106 7,485 190,014 X 123 163,150 26,864 NUVEEN N J INV QUAL MUNI FD Closed E 670971100 11 700 X 123 700 NUVEEN CALIF SELECT QUALITY Closed E 670975101 50 3,266 X 123 3,266 NUVEEN CALIF QUALITY INC MUN Closed E 670985100 54 3,500 X 123 3,500 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCTUS INC COMMON 675742506 482 X 123 482 OFFICE DEPOT COMMON 676220106 26,505 892,425 X 123 846,025 46,400 OFFSHORE LOGISTICS COMMON 676255102 22 600 X 123 600 OHIO CASUALTY CORP COMMON 677240103 14,378 530,175 X 123 440,675 89,500 OIL STATES INTERNATIONAL INC COMMON 678026105 2,204 60,700 X 123 9,325 51,375 OLD DOMINION FREIGHT LINE COMMON 679580100 2 50 X 123 50 OMNICARE INC COMMON 681904108 5,715 101,638 X 123 86,425 15,213 OMNICOM GROUP COMMON 681919106 1,162 13,900 X 123 925 12,975 OMNOVA SOLUTIONS INC COMMON 682129101 3,145 719,775 X 123 421,600 298,175 ON ASSIGNMENT INC COMMON 682159108 1,069 125,025 X 123 19,275 105,750 ON SEMICONDUCTOR CORPORATION COMMON 682189105 5,060 978,641 X 123 865,250 113,391 ONEOK INC COMMON 682680103 14,186 416,998 X 123 391,900 25,098 ONLINE RESOURCES CORP COMMON 68273G101 2,096 198,125 X 123 29,900 168,225 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 OPEN SOLUTIONS INC COMMON 68371P102 1,919 87,950 X 123 13,450 74,500 ORACLE CORP COMMON 68389X105 57,139 4,611,739 X 123 1,187,414 42,725 3,381,600 ORASURE TECHNOLOGIES INC COMMON 68554V108 1,540 163,325 X 123 24,900 138,425 OSHKOSH TRUCK CORP COMMON 688239201 181 4,200 X 123 4,200 OTTER TAIL CORP COMMON 689648103 2,922 94,450 X 123 94,450 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 42,548 1,153,050 X 123 1,056,070 32,000 64,980 P G & E CORP COMMON 69331C108 282 7,175 X 123 900 6,275 PFF BANCORP INC COMMON 69331W104 1,640 54,200 X 123 8,250 45,950 THE PMI GROUP COMMON 69344M101 96 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 35 1,068 X 123 1,068 PACKAGING CORP OF AMERICA COMMON 695156109 19 1,000 X 123 1,000 PALOMAR MEDICAL TECHNOLOGIES I COMMON 697529303 1,394 53,150 X 123 7,875 44,325 950 PAR PHARMACEUTICAL COS INC COMMON 69888P106 6,003 225,525 X 123 185,075 40,450 PARKER HANNIFIN COMMON 701094104 151 2,350 X 123 2,350 PARTY CITY CORP COMMON 702145103 6,329 374,050 X 123 312,800 61,250 PAYCHEX INC COMMON 704326107 4,219 113,775 X 123 90,800 7,800 15,175 PEABODY ENERGY CORP COMMON 704549104 28,637 339,500 X 123 308,800 8,275 22,425 PENN NATIONAL GAMING INC COMMON 707569109 3,111 100,000 X 123 100,000 PENNEY JC CO INC COMMON 708160106 17,814 375,655 X 123 352,050 23,605 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 5,386 150,950 X 123 150,950 PEOPLES ENERGY CORP COMMON 711030106 21 533 X 123 533 PEOPLESUPPORT INC COMMON 712714302 1,565 199,300 X 123 30,450 168,850 PEPSICO INC COMMON 713448108 95,243 1,679,466 X 123 628,562 16,125 1,034,779 PERFORMANCE FOOD GROUP CO COMMON 713755106 79 2,500 X 123 2,500 PEROT SYSTEMS CORP CL A COMMON 714265105 11,364 803,125 X 123 674,025 129,100 PERRIGO CO COMMON 714290103 23,029 1,609,316 X 123 1,253,040 4,150 352,126 PFIZER INC COMMON 717081103 27,895 1,117,124 X 123 854,922 450 261,752 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 2,818 49,000 X 123 49,000 PHARMION CORP COMMON 71715B409 15 X 123 15 PHELPS DODGE COMMON 717265102 36 275 X 123 275 PHILIPPINE LONG DIST TEL CNV P CV PFD 718252703 118,371 2,254,685 X 123 1,814,660 163,650 276,375 PHILLIPS-VAN HEUSEN COMMON 718592108 1,861 60,000 X 123 9,250 50,750 PIER 1 IMPORTS INC DEL COMMON 720279108 1,353 120,025 X 123 120,025 PIMCO MUNICIPAL INCOME FD Closed E 72200R107 7 480 X 123 480 PINNACLE ENTERTAINMENT INC COMMON 723456109 2,275 124,100 X 123 18,650 105,450 PINNACLE WEST CAPITAL CORP COMMON 723484101 53 1,200 X 123 1,200 PIONEER DRILLING COMPANY COMMON 723655106 2,440 124,975 X 123 18,825 106,150 PIONEER NAT COMMON 723787107 27 500 X 123 500 PIPER JAFFRAY COS COMMON 724078100 110 3,700 X 123 151 391 3,158 PITNEY BOWES COMMON 724479100 100 2,400 X 123 800 1,600 PLUM CREEK TIMBER CO INC COMMON 729251108 81 2,124 X 123 1,850 274 POLARIS INDUSTRIES INC COMMON 731068102 1,762 35,550 X 123 35,550 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTALPLAYER INC COMMON 736187204 1,383 50,425 X 123 7,675 42,750 POWER INTEGRATIONS INC COMMON 739276103 1,695 77,925 X 123 11,975 65,950 POWERWAVE TECHNOLOGIES INC COMMON 739363109 130 10,000 X 123 10,000 PRAXAIR INC COMMON 74005P104 76,342 1,592,785 X 123 1,021,441 14,275 557,069 PRECISION CASTPARTS COMMON 740189105 5,525 104,050 X 123 104,050 PRENTISS PROPERTIES TRUST COMMON 740706106 295 7,269 X 123 3,769 3,500 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,428 12,255,000 X 123 9,633,000 2,275,000 347,000 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 99,821 1,528,655 X 123 657,440 5,125 866,090 PRIDE INTERNATIONAL INC COMMON 74153Q102 105 3,700 X 123 3,700 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 43 900 X 123 100 800 PROASSURANCE CORP COMMON 74267C106 2,367 50,725 X 123 9,350 41,375 PROCTER & GAMBLE COMMON 742718109 309,768 5,209,685 X 123 1,833,267 19,625 3,356,793 PRIVATEBANCORP INC COMMON 742962103 11,975 349,325 X 123 309,150 40,175 PROGRESS ENERGY INC COMMON 743263105 114 2,550 X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 10,662 335,600 X 123 280,700 54,900 PROLIANCE INTERNATIONAL INC COMMON 74340R104 2,578 470,425 X 123 269,075 201,350 PROLOGIS COMMON 743410102 66 1,500 X 123 1,500 PROTECTIVE LIFE CORP COMMON 743674103 18,595 451,564 X 123 382,200 69,364 PROTEIN DESIGN LABS INC COMMON 74369L103 1,926 68,775 X 123 68,775 PROVIDENT NEW YORK BANCORP COMMON 744028101 12,922 1,107,300 X 123 920,975 186,325 PRUDENTIAL FINANCIAL INC COMMON 744320102 170,759 2,527,520 X 123 1,095,122 19,125 1,413,273 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 1,733 31,950 X 123 4,900 27,050 PUGET ENERGY INC COMMON 745310102 47 2,000 X 123 2,000 PULTE CORP COMMON 745867101 2,013 46,890 X 123 44,000 2,890 QLT INC CVT CV BND 746927AB8 1,817 2,000,000 X 123 1,025,000 975,000 QLOGIC CORP COMMON 747277101 14 400 X 123 400 QUALCOMM INC COMMON 747525103 205,460 4,591,296 X 123 1,704,583 34,750 2,851,963 QUEST DIAGNOSTICS INC COMMON 74834L100 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121,750 REGENERON PHARM CVT CV BND 75886FAB3 59,637 62,941,000 X 123 55,346,000 1,775,000 5,820,000 REGIS CORP COMMON 758932107 7,109 187,970 X 123 179,900 8,070 REHABCARE GROUP INC COMMON 759148109 4,987 243,050 X 123 202,350 40,700 REGIONS FINANCIAL CORP COMMON 7591EP100 37 1,200 X 123 1,200 RELIANCE STEEL & ALUMINUM COMMON 759509102 15,288 288,825 X 123 246,125 42,700 RELIANT ENERGY INC COMMON 75952B105 10 630 X 123 630 REMINGTON OIL & GAS CORP COMMON 759594302 10,359 249,625 X 123 208,025 41,600 RENT-A-CENTER INC COMMON 76009N100 3,484 180,420 X 123 159,800 20,620 REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 3,893 272,023 X 123 272,023 REPUBLIC BANCORP COMMON 760282103 16 1,134 X 123 1,134 RESOURCES CONNECTION INC COMMON 76122Q105 2,121 71,575 X 123 11,000 60,575 RETAIL VENTURES INC COMMON 76128Y102 7,651 696,775 X 123 648,125 48,650 REUNION INDUSTRIES INC COMMON 761312107 15 X 123 15 REUTERS HLDGS PLC ADS ADR 76132M102 53 1,333 X 123 1,333 REYNOLDS AMERICAN INC COMMON 761713106 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