-----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, CZnB+N7XyUHAZ7+Bi4toHmYUHHiGeLOcXuunCLRLhn2m59FyrLP58GVlioHEEVqm H/QiPTk0YHb3piYfizCkTg== 0000312348-05-000022.txt : 20051025 0000312348-05-000022.hdr.sgml : 20051025 20051025102957 ACCESSION NUMBER: 0000312348-05-000022 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051025 DATE AS OF CHANGE: 20051025 EFFECTIVENESS DATE: 20051025 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: 051153477 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 q3complete.txt 3RD QTR 13F UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/05 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: VP and Trading Compliance Manager Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 10/10/05 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: 1141 Form 13F Information Table Value Total: $21,097,763.00 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 5/31/2005 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 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 886309 229 12,621 X 123 929 11,693 ADE CORPORATION COMMON 00089C107 555 24,750 X 123 3,925 20,825 ACM INCOME FUND INC Closed E 912105 22 2,675 X 123 2,675 AFC ENTERPRISES COMMON 00104Q107 845 33,150 X 123 33,150 AFLAC INC COMMON 1055102 28,956 696,896 X 123 492,165 6,550 198,181 AGL RESOURCES INC COMMON 1204106 17,065 484,250 X 123 403,775 80,475 AES CORPORATION COMMON 00130H105 948 63,647 X 123 19,525 6,000 38,122 AMR CORP DEL COMMON 1765106 966 74,900 X 123 74,900 AMR CORP CVT CV BND 001765BA3 8,633 547,295 X 123 251,468 76,909 218,918 ATMI INC COMMON 00207R101 3,175 112,975 X 123 18,025 94,950 ATP OIL & GAS CORPORATION COMMON 00208J108 8,971 425,350 X 123 349,125 76,225 AAMES INVESTMENT CORP COMMON 00253G108 7 719 X 123 719 ABBOTT LABS COMMON 2824100 229,218 2,833,064 X 123 1,402,000 4,875 1,426,189 ACE CASH EXPRESS INC COMMON 4403101 1 50 X 123 50 ACTIVISION INC COMMON 4930202 2,495 158,325 X 123 153,850 4,475 ACTUANT CORP CL A COMMON 00508X203 21,208 471,295 X 123 367,725 103,570 ADESA INC COMMON 00686U104 17,844 783,320 X 123 661,675 121,645 ADOBE SYS COMMON 00724F101 173,904 2,741,189 X 123 987,516 12,950 1,740,723 ADTRAN INC COMMON 00738A106 18,470 840,675 X 123 705,425 135,250 ADVANCE AUTO PARTS INC COMMON 00751Y106 4,327 73,000 X 123 70,550 2,450 ADVO INC COMMON 7585102 11,158 359,361 X 123 299,810 59,551 ADVISORY BOARD CO COMMON 00762W107 2,285 50,600 X 123 7,975 42,625 ADVANCED MEDICAL OPTICS COMMON 00763M108 2 55 X 123 55 ADVENT/CLAYMORE ENH GR & INC COMMON 7.65E+106 86 5,000 X 123 5,000 AES TRUST III CVT PFD CV PFD 00808N202 36,765 461,274 X 123 387,457 7,144 66,673 AETNA INC-NEW COMMON 00817Y108 269,723 1,934,889 X 123 583,960 8,250 1,342,679 AFFILIATED COMPUTER SVSC CL A COMMON 8190100 908 17,550 X 123 150 17,400 AFFILIATED MANAGERS GROUP COMMON 8252108 1,969 29,525 X 123 4,650 24,875 AFFYMETRIX INC COMMON 00826T108 1,601 29,925 X 123 28,775 1,150 AGILENT TECHNOLOGIES INC COMMON 00846U101 367 15,304 X 123 3,911 11,393 AGILENT TECH INC CVT CV BND 00846UAB7 4,581 145,251 X 123 60,832 44,227 40,192 AGILYSYS INC COMMON 00847J105 123 8,003 X 123 8,003 AIR PRODS & CHEM COMMON 9158106 3,705 61,509 X 123 27,190 34,319 AIRGAS INC COMMON 9363102 5,820 242,488 X 123 216,175 26,313 ALABAMA NATIONAL BANCORP DEL COMMON 10317105 10,628 169,025 X 123 138,525 30,500 ALAMO GROUP INC COMMON 11311107 2,565 125,730 X 123 112,075 13,655 ALAMOSA HOLDINGS INC COMMON 11589108 1,529 123,805 X 123 19,500 104,175 130 ALBANY INTL CORP-CL A COMMON 12348108 15,490 495,365 X 123 420,100 75,265 ALBERTO CULVER CO CL B COMMON 13068101 12,919 291,435 X 123 201,385 1,850 88,200 ALBERTSONS INC COMMON 13104104 118 5,600 X 123 5,600 ALCAN INC COMMON 13716105 3 97 X 123 97 ALCOA INC COMMON 13817101 244 9,000 X 123 6,400 2,600 ALLERGAN INC COMMON 18490102 93 1,200 X 123 1,200 ALLETE INC COMMON 18522300 12,069 251,430 X 123 213,472 37,958 ALLIED DEFENSE GROUP INC COMMON 19118108 3,320 139,250 X 123 118,700 20,550 ALLSTATE CORP COMMON 20002101 83,744 1,438,903 X 123 647,252 9,150 782,501 ALLTEL CORP COMMON 20039103 188 3,227 X 123 3,227 ALPHA PRO TECH LTD COMMON 20772109 200 X 123 200 ALTIRIS INC COMMON 02148M100 25 X 123 25 ALTRIA GROUP INC COMMON 02209S103 33,711 502,100 X 123 430,575 71,525 AMBAC FINL GRP COMMON 23139108 28 385 X 123 385 AMEREN CORPORATION COMMON 23608102 55 1,000 X 123 1,000 AMERICAN ECOLOGY CORP COMMON 25533407 4,466 352,800 X 123 217,425 135,375 AMERICAN ELEC PWR COMMON 25537101 98 2,759 X 123 359 2,400 AMERICAN EAGLE OUTFITTERS COMMON 2.553E+109 126,244 2,218,088 X 123 728,575 1,650 1,487,863 AMERICAN EXPRESS CO COMMON 25816109 32,161 603,780 X 123 508,580 10,525 84,675 AMERICAN HOME INVT CORP COMMON 02660R107 14,766 453,500 X 123 374,675 78,825 AMERICAN INTL GRP COMMON 26874107 62,646 1,127,735 X 123 538,624 6,250 582,861 AMERICAN MEDICAL SYS HLDGS COMMON 02744M108 1,502 75,250 X 123 11,400 63,850 AMERICAN SCIENCE & ENGINEERING COMMON 29429107 1,521 39,900 X 123 6,300 33,600 AMERICAN STATES WATER CO COMMON 29899101 9,594 342,875 X 123 279,625 63,250 AMERUS GROUP CO COMMON 03072M108 9,493 199,475 X 123 164,325 35,150 AMERITRADE HLDG CORP CL A COMMON 03074K100 75 5,075 X 123 5,075 AMETEK INC COMMON 31100100 24,320 636,160 X 123 533,275 102,885 AMGEN INC COMMON 31162100 43,094 688,630 X 123 371,118 4,625 312,887 AMIS HOLDINGS INC COMMON 31538101 13,508 1,125,650 X 123 921,325 204,325 AMKOR TECH INC CVT CV BND 031652AH3 62,987 935,889 X 123 677,519 126,264 132,106 AMPHENOL CORP CL A COMMON 32095101 4,800 113,235 X 123 98,300 14,935 ANADARKO PETE CORP COMMON 32511107 547 7,221 X 123 5,181 2,040 ANAREN MICROWAVE INC COMMON 32744104 5,659 477,925 X 123 390,950 86,975 ANDRX GROUP COMMON 34553107 11,929 597,050 X 123 490,400 106,650 ANHEUSER BUSCH COMMON 35229103 732 15,614 X 123 7,425 8,189 ANIXTER INTERNATIONAL INC COMMON 35290105 12,396 327,850 X 123 274,350 53,500 ANTEON INTL CORP COMMON 3.674E+111 1,542 34,900 X 123 5,550 29,350 APACHE CORP COMMON 37411105 625 10,641 X 123 4,750 5,891 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 7 186 X 123 186 APPLE COMPUTER COMMON 37833100 189,083 3,044,894 X 123 833,760 46,675 2,164,459 APPLEBEES INTL INC COMMON 37899101 3,197 117,220 X 123 103,650 13,570 APPLIED MATERIALS COMMON 38222105 134 8,190 X 123 6,700 1,490 ARAMARK CORP-CL B COMMON 38521100 20,874 799,470 X 123 637,964 2,425 159,081 ARBITRON INC COMMON 03875Q108 2,997 74,285 X 123 66,300 7,985 ARROW INTERNATIONAL INC COMMON 42764100 12,629 373,650 X 123 305,575 68,075 ARTESYN TECHNOLOGIES INC COMMON 43127109 5,533 672,325 X 123 553,625 118,700 ARTHROCARE CORP COMMON 43136100 2,220 68,860 X 123 10,850 57,975 35 ARVINMERITOR INC COMMON 43353101 8,660 601,375 X 123 492,600 108,775 ASK JEEVES INC COMMON 45174109 1 45 X 123 45 ASPECT MEDICAL SYSTEMS INC COMMON 45235108 2,480 77,100 X 123 12,250 64,850 ASPECT COMMUNICATIONS INC COMMON 04523Q102 7,187 748,675 X 123 616,225 132,450 ASSOCIATED BANC CORP COMMON 45487105 5,847 174,966 X 123 173,151 1,815 ASSOCIATED ESTATES REALTY CP COMMON 45604105 9,100 1,052,025 X 123 1,052,025 ASSURANT INC COMMON 04621X108 9,686 275,575 X 123 238,675 36,900 ATWOOD OCEANICS INC COMMON 50095108 1,269 22,150 X 123 3,550 18,600 AUTODESK INC COMMON 52769106 94,723 1,262,921 X 123 498,529 1,150 763,242 AUTOMATIC DATA PROC COMMON 53015103 4,028 91,974 X 123 43,018 48,956 AUTOZONE INC COMMON 53332102 812 8,975 X 123 4,125 4,850 AVALONBAY COMMUNITIES INC COMMON 53484101 60 800 X 123 800 AVAYA INC COMMON 53499109 15,421 1,685,308 X 123 1,576,058 109,250 AVERY DENNISON CORP COMMON 53611109 39 745 X 123 745 AVIALL INC COMMON 05366B102 2,302 74,800 X 123 11,800 63,000 AVNET INC COMMON 53807103 3,583 171,275 X 123 155,225 16,050 AVOCENT CORP COMMON 53893103 12,786 456,633 X 123 383,850 72,783 AVON PRODS COMMON 54303102 44,381 1,116,785 X 123 469,275 10,800 636,710 AXCELIS TECHNOLOGIES INC COMMON 54540109 59 X 123 59 AZTAR CORP COMMON 54802103 1,956 61,250 X 123 61,250 BJ SERVICES CO COMMON 55482103 1,708 33,915 X 123 16,600 7,000 10,315 BJ WHOLESALE CLUB INC COMMON 05548J106 14,448 479,203 X 123 392,360 86,843 BOK FINANCIAL CORP COMMON 05561Q201 5,709 126,260 X 123 109,650 16,610 BP PLC ADR 55622104 28,654 475,984 X 123 285,109 5,740 185,135 BAKER HUGHES INC COMMON 57224107 37 800 X 123 500 300 BALL CORPORATION COMMON 58498106 20,054 534,068 X 123 377,970 6,650 149,448 BANKAMERICA CORP COMMON 60505104 28,830 622,405 X 123 508,015 3,150 111,240 BANK MUTUAL CORP COMMON 63750103 199 18,343 X 123 18,343 BANK OF NEW YORK COMMON 64057102 1,402 48,647 X 123 23,647 25,000 BANKATLANTIC BANCORP INC-A COMMON 65908501 13,646 769,225 X 123 634,675 134,550 BANKUNITED FINANCIAL CORP CL A COMMON 06652B103 14,420 583,550 X 123 477,025 106,525 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARD C R COMMON 67383109 129,208 968,416 X 123 355,861 1,050 611,505 BARNES GROUP INC COMMON 67806109 12,978 423,025 X 123 347,050 75,975 BAUSCH & LOMB COMMON 71707103 125 1,600 X 123 1,600 BAXTER INTL COMMON 71813109 27,043 732,885 X 123 674,100 58,785 BEAR STEARNS COS INC COMMON 73902108 60,676 612,639 X 123 220,214 6,300 386,125 BECKTON DICKINSON & CO COMMON 75887109 10 173 X 123 173 BED BATH & BEYOND INC COMMON 75896100 150,523 1,900,505 X 123 699,004 1,800 1,199,701 BELLSOUTH CORP COMMON 79860102 63,652 2,378,620 X 123 1,342,341 16,925 1,019,354 BEMIS CO COMMON 81437105 19 700 X 123 700 BERKLEY WR CORP COMMON 84423102 54 1,518 X 123 1,518 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 7,821 93 X 123 93 BERKSHIRE HATHAWAY INC CL B COMMON 84670207 24,593 8,752 X 123 6,918 1,834 BEST BUY COMPANY COMMON 86516101 518 9,525 X 123 5,475 4,050 BIOMET INC COMMON 90613100 2,265 60,099 X 123 33,974 2,625 23,500 BIOGEN IDEC INC COMMON 09062X103 2 50 X 123 50 BIOTECH HOLDRS TRUST COMMON 09067D201 17 100 X 123 100 BLACK & DECKER CORP COMMON 91797100 301 3,450 X 123 1,550 1,900 H & R BLOCK INC COMMON 93671105 15 300 X 123 300 BLUE NILE INCORPORATED COMMON 09578R103 631 21,100 X 123 21,100 BLUEGREEN CORP COMMON 96231105 710 42,100 X 123 42,100 BLUELINX HOLDINGS INC COMMON 09624H109 15,865 1,304,660 X 123 1,102,225 202,435 BOEING CO COMMON 97023105 393 6,146 X 123 100 6,046 BONE CARE INTL COMMON 98072101 1 35 X 123 35 BORDERS GROUP INC COMMON 99709107 938 37,100 X 123 18,200 18,900 BORG WARNER INC COMMON 99724106 1,304 24,400 X 123 24,400 BOSTON SCIENTIFIC CORP COMMON 101137107 124 4,572 X 123 4,572 BOTTOMLINE TECHNOLOGIES INC COMMON 101388106 2,641 194,500 X 123 30,675 163,825 BRADY CORP CL A COMMON 104674106 183 6,000 X 123 6,000 BRIGGS & STRATTON COMMON 109043109 147 4,354 X 123 4,354 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 1,681 45,415 X 123 7,150 38,225 40 BRINKER INTERNATIONAL INC COMMON 109641100 71 1,875 X 123 1,125 750 BRISTOL MYERS SQUIBB COMMON 110122108 3,638 143,464 X 123 80,192 63,272 BROADCOM CORP CL A COMMON 111320107 104,215 1,472,216 X 123 499,725 1,450 971,041 BROOKSTONE INC COMMON 114537103 1 61 X 123 61 BROWN FORMAN CORP CL A COMMON 115637100 2,187 35,676 X 123 35,676 BUCYRUS INTERNATIONAL INC COMMON 118759109 1,762 49,375 X 123 7,800 41,575 BUILDERS TRANSPORT SUB ZERO CO CV BND 120084AA6 194,756 X 123 171,190 8,197 15,369 BUILDERS TRANSPORT SUB DEB CV CV BND 120084AB4 1 210,807 X 123 196,238 14,570 BURLINGTON NORTHN SANTA FE COMMON 12189T104 45,135 913,300 X 123 455,100 10,400 447,800 BURLINGTON RESOURCES INC COMMON 122014103 54 1,074 X 123 1,074 CBL & ASSOCIATES PROPERTIES COMMON 124830100 19,310 237,025 X 123 193,175 43,850 CBRL GROUP INC COMMON 12489V106 9,996 245,493 X 123 204,900 40,593 CB RICHARD ELLIS GROUP INC COMMON 12497T101 3,087 80,275 X 123 13,475 66,800 CIGNA CORP COMMON 125509109 107 1,100 X 123 1,100 CIM HIGH YIELD SECURITIES Closed E 125527101 581 147,100 X 123 147,100 CIT GROUP INC COMMON 125581108 29,326 691,325 X 123 640,950 50,375 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 15,746 395,837 X 123 298,593 97,243 CNF INC COMMON 12612W104 3 60 X 123 60 CRA INTERNATIONAL INC COMMON 12618T105 3,073 53,920 X 123 8,500 45,375 45 CSX CORP COMMON 126408103 5 X 123 5 CUNO INC COMMON 126583103 1 21 X 123 21 CVB FINANCIAL CORP COMMON 126600105 6,631 359,619 X 123 359,619 CVS CORP COMMON 126650100 25,091 457,450 X 123 51,700 5,050 400,700 CABOT CORP COMMON 127055101 4,388 151,325 X 123 124,150 27,175 CADBURY SCHWEPPES PLC -SP ADR ADR 127209302 76 1,925 X 123 1,925 CAL DIVE INTL INC COMMON 127914109 18,165 400,100 X 123 308,450 26,050 65,600 CALIFORNIA WATER SERVICE CORP COMMON 130788102 65 1,800 X 123 1,800 CAMBREX CORP COMMON 132011107 72 4,000 X 123 4,000 CAMDEN PROPERTY TRUST COMMON 133131102 1,393 27,000 X 123 5,350 21,650 CANADIAN OIL SANDS TRUST COMMON 13642L100 54 840 X 123 840 CAPITAL CORP OF THE WEST COMMON 140065202 5,417 223,365 X 123 134,623 88,742 CAPITAL ONE FINL CORP COMMON 14040H105 2,432 32,250 X 123 26,575 3,400 2,275 CARBO CERAMICS INC COMMON 140781105 10,452 145,900 X 123 120,025 25,875 CARDIODYNAMICS INTL CORP COMMON 141597104 2 1,000 X 123 1,000 CAREMARK RX INC COMMON 141705103 283,046 3,738,879 X 123 1,343,920 22,525 2,372,434 CARNIVAL CORP CL A COMMON 143658300 24,127 456,093 X 123 317,486 4,900 133,707 CARTER HOLDINGS COMMON 146229109 2,315 49,625 X 123 7,825 41,800 CATALINA MARKETING CORP COMMON 148867104 3,708 154,500 X 123 127,175 27,325 CATERPILLAR COMMON 149123101 1,106 11,748 X 123 2,900 8,848 CELADON GROUP INC COMMON 150838100 3,462 191,250 X 123 115,300 75,950 CELESTICA INC CVT YANKEE CV BND 15101QAA6 2,968 30,014 X 123 12,990 17,024 CELGENE CORP COMMON 151020104 1,694 40,000 X 123 38,475 1,525 CENTERPOINT ENERGY INC COMMON 15189T107 10 800 X 123 800 CENTRAL GARDEN & PET CO COMMON 153527106 4,901 110,500 X 123 62,825 47,675 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 31,164 950,425 X 123 335,900 11,500 603,025 CERTEGY INC COMMON 156880106 9,370 249,523 X 123 217,550 31,973 CERUS CORP COMMON 157085101 44 10,876 X 123 10,876 CHAMPION ENTERPRISES INC COMMON 158496109 847 87,075 X 123 87,075 CHARLOTTE RUSSE HOLDING INC COMMON 161048103 8,137 680,925 X 123 556,100 124,825 CHARTER COMMUNICATIONS INC A COMMON 16117M107 1 1,100 X 123 550 550 CHATTEM INC COMMON 162456107 1 28 X 123 28 CHEMED CORP COMMON 16359R103 1,924 45,500 X 123 7,200 38,300 CHESAPEAKE ENERGY CORP COMMON 165167107 1,554 75,895 X 123 75,895 CHEVRON CORP COMMON 166764100 72,465 1,347,435 X 123 498,078 9,725 839,632 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 23,132 107,000 X 123 23,025 3,100 80,875 CHICOS FAS INC COMMON 168615102 302,991 4,891,985 X 123 1,763,821 29,225 3,098,939 CHILDRENS PLACE COMMON 168905107 3,769 80,700 X 123 35,750 44,950 CHOICE HOTELS INTL INC COMMON 169905106 5,492 83,715 X 123 59,100 24,615 CHIRON CORP COMMON 170040109 153 4,064 X 123 4,064 CHIRON CORP CVT CV BND 170040AG4 69,099 1,088,542 X 1235 1,056,032 14,611 CHUBB CORP COMMON 171232101 1,136 13,488 X 123 6,388 7,100 CHURCH & DWIGHT CO INC COMMON 171340102 3,430 94,870 X 123 84,350 10,520 CIENA CORP COMMON 171779101 73 33,400 X 123 33,400 CINCINNATI FINANCIAL CORP COMMON 172062101 111 2,807 X 123 2,807 CINERGY CORP COMMON 172474108 50 1,213 X 123 613 600 CIRCUIT CITY STORES-CIRCUIT GP COMMON 172737108 116 7,100 X 123 7,100 CISCO SYSTEMS INC COMMON 17275R102 147,793 4,806,552 X 123 2,193,659 29,575 2,583,318 CITIGROUP INC COMMON 172967101 83,430 1,770,959 X 123 1,454,819 14,579 301,561 CITIZENS COMMUNICATIONS CO COMMON 17453B101 146 10,675 X 123 10,675 CITIZENS FIRST BANCORP INC COMMON 17461R106 3,104 147,725 X 123 93,675 54,050 CITY NATIONAL CORP COMMON 178566105 6,659 93,745 X 123 83,325 10,420 CLARCOR INC COMMON 179895107 21,990 782,825 X 123 645,575 137,250 CLAREMONT TECHNOLOGIES CORP COMMON 180239105 4,750 X 123 4,750 COACH INC COMMON 189754104 322,571 6,335,289 X 123 2,087,812 44,350 4,203,127 COCA-COLA COMMON 191216100 27,837 623,733 X 123 79,527 5,775 538,431 COCA-COLA ENTERPRISES COMMON 191219104 9 425 X 123 425 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 120,493 1,319,808 X 123 509,981 1,200 808,627 COLDWATER CREEK INC COMMON 193068103 2,286 101,724 X 123 16,037 85,687 COLGATE PALMOLIVE COMMON 194162103 555 11,112 X 123 7,900 3,212 COLONIAL BANCGROUP INC COMMON 195493309 6,103 273,802 X 123 240,537 33,265 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 3,836 609,915 X 123 539,025 70,890 COMCAST CORP CL A COMMON 20030N101 27 853 X 123 853 COMCAST CORP CL A SPL COMMON 20030N200 1,112 35,150 X 123 9,500 25,650 COMERICA INC COMMON 200340107 474 8,475 X 123 7,800 675 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 9,303 505,850 X 123 414,750 91,100 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 10,117 193,625 X 123 159,000 34,625 COMMUNITY BANCORP COMMON 20343T100 3,164 111,175 X 123 111,175 CIA VALE DO RIO - ADR ADR 204412209 5,446 187,600 X 123 179,725 6,575 1,300 COMPUCREDIT CORP COMMON 20478N100 16 500 X 123 500 COMPUTER ASSOCIATES INTL COMMON 204912109 206 7,547 X 123 500 7,047 COMPUTER SCIENCE CORP COMMON 205363104 22 470 X 123 470 COMPUWARE CORP COMMON 205638109 5 750 X 123 500 250 COMTECH TELECOMUNICATIONS COMMON 205826209 5,442 150,456 X 123 123,969 26,487 CONAGRA INC COMMON 205887102 26 1,000 X 123 1,000 CONOCOPHILLIPS COMMON 20825C104 71,432 662,390 X 123 374,054 6,759 281,577 CONSOL ENERGY INC COMMON 20854P109 138 2,875 X 123 2,875 CONSTELLATION BRANDS INC-A COMMON 21036P108 2,004 72,050 X 123 67,950 4,100 CONSTELLATION ENERGY GROUP COMMON 210371100 14,986 280,380 X 123 259,100 21,280 CONVERGYS CORP COMMON 212485106 63 4,650 X 123 4,650 COOPER TIRE COMMON 216831107 14,543 763,800 X 123 640,775 123,025 CORNING INC COMMON 219350105 165,740 6,352,791 X 123 3,214,171 107,583 3,031,037 CORPORATE EXECUTIVE BOARD COMMON 21988R102 6,482 92,895 X 123 63,900 26,675 2,320 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 16,216 580,600 X 123 474,800 105,800 COSI INC COMMON 22122P101 1,194 222,325 X 123 222,325 COST PLUS INC CALIFORNIA COMMON 221485105 4,544 195,375 X 123 149,975 45,400 COSTCO WHOLESALE CORP COMMON 22160K105 60 1,315 X 123 1,315 COSTAR GROUP INC COMMON 22160N109 2 50 X 123 50 COUNTRYWIDE FINANCIAL COMMON 222372104 28,499 766,722 X 123 91,299 8,400 667,023 COVAD COMMUNICATIONS GROUP COMMON 222814204 7 5,496 X 123 4,122 1,374 COVANCE INC COMMON 222816100 3,296 75,500 X 123 72,150 3,350 COVENTRY HEALTH CARE INC COMMON 222862104 1,034 14,850 X 123 6,625 8,225 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 1 14 X 123 14 CRYPTOLOGIC INC COMMON 228906103 1,833 54,375 X 123 8,575 45,800 CUMMINS CAPITAL TRUST CVT PFD CV PFD 231029307 30,462 435,960 X 123 400,195 15,779 19,986 CUTERA INC COMMON 232109108 19 1,200 X 123 1,200 CYMER INC COMMON 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8,000 DOMINION RES INC VA COMMON 25746U109 10,626 151,133 X 123 103,959 700 46,474 DONEGAL GROUP INC CL A COMMON 257701201 3,710 200,961 X 123 124,728 76,233 RR DONNELLEY & SONS CO COMMON 257867101 709 21,325 X 123 20,425 900 DOVER CORP COMMON 260003108 27,390 723,266 X 123 525,106 6,800 191,360 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 9,127 771,545 X 123 630,810 140,735 DOW CHEMICAL COMMON 260543103 28,672 633,077 X 123 79,099 11,175 542,803 DUPONT E I COMMON 263534109 3,242 69,716 X 123 23,250 2,200 44,266 DUKE ENERGY CORP COMMON 264399106 7,775 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 11 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 2.6483E+104 3,478 56,611 X 123 50,275 6,336 DUNES HOTELS & CASINOS INC COMMON 265440107 25 X 123 25 DURA AUTOMOTIVE SYSTEMS INC COMMON 265903104 6 1,500 X 123 1,500 EGL INC COMMON 268484102 1 45 X 123 45 EMC CORP COMMON 268648102 8,151 579,697 X 123 301,663 4,706 273,328 EOG RESOURCES INC COMMON 26875P101 107,671 1,135,068 X 123 449,019 1,025 685,024 EPIX MEDICAL INC CVT CV BND 26881QAB7 43,616 755,795 X 1236 640,982 41,653 EAGLE HOSPITALITY PROPERTIES COMMON 26959T102 6,022 662,475 X 123 662,475 EAGLE MATERIALS INC COMMON 26969P108 12,285 140,132 X 123 113,300 26,832 EAST WEST BANCORP INC COMMON 27579R104 17,427 518,035 X 123 378,600 58,175 81,260 EASTMAN CHEMICAL CO COMMON 277432100 9 150 X 123 150 EASTMAN KODAK COMMON 277461109 28 1,050 X 123 1,050 EATON CORP COMMON 278058102 299 4,988 X 123 2,900 2,088 EBAY INC COMMON 278642103 40 1,046 X 123 1,046 ECOLAB INC COMMON 278865100 32,387 1,001,758 X 123 347,508 8,275 645,975 EDISON INTERNATIONAL COMMON 281020107 26,239 713,975 X 123 74,325 7,950 631,700 EDUCATE INC COMMON 28138P100 1 75 X 123 75 EDWARDS LIFESCIENCES CORP COMMON 2.8176E+112 11 240 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 19,488 370,921 X 123 50,350 7,375 313,196 ELKCORP COMMON 287456107 173 5,250 X 123 5,250 PERRY ELLIS INTERNATIONAL COMMON 288853104 1,019 50,925 X 123 32,975 17,950 EMBRAER AIRCRAFT CORP -SP ADR ADR 29081M102 3 100 X 123 100 EMERSON ELEC COMMON 291011104 881 13,260 X 123 300 12,960 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 943 92,425 X 123 14,600 77,825 ENERGEN CORP COMMON 29265N108 8,195 125,725 X 123 103,575 22,150 ENERGY EAST CORP COMMON 29266M109 163 5,816 X 123 5,816 ENERGY PARTNERS LTD COMMON 29270U105 26,210 1,147,050 X 123 920,150 52,725 174,175 ENTEGRIS INC COMMON 29362U104 3,989 411,197 X 123 366,750 44,447 ENTERGY CORP NEW COMMON 29364G103 569 7,921 X 123 4,821 3,100 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 616 82,900 X 123 82,900 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 15,643 256,268 X 123 218,370 8,876 29,022 EQUIFAX INC COMMON 294429105 76 2,200 X 123 2,200 EQUITY OFFICE PROPERTIES TR COMMON 294741103 156 4,789 X 123 4,789 EQUITY RESIDENTIAL COMMON 29476L107 50 1,400 X 123 1,400 ESCO 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69,300 FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 67 5,173 X 123 5,173 FIRST POTOMAC REALTY TRUST COMMON 33610F109 8,521 376,200 X 123 376,200 FIRST TR INSD MUN BD MUTL ST U COMMON 33733R212 6 10 X 123 10 FISERV INC COMMON 337738108 4,564 106,131 X 123 1,850 104,281 FIRSTFED FINL CORP COMMON 337907109 1,919 35,425 X 123 5,650 29,775 FISHER SCIENTIFIC INTL COMMON 338032204 81 1,300 X 123 1,300 FLUOR CORP NEW COMMON 343412102 488 8,500 X 123 8,500 FOREST LABS COMMON 345838106 135 3,500 X 123 2,900 600 FORMFACTOR INC COMMON 346375108 2,228 85,625 X 123 13,500 72,050 75 FOSSIL INC COMMON 349882100 229 10,712 X 123 10,712 FOX & HOUND RESTAURANT GROUP COMMON 351321104 5,749 467,375 X 123 284,275 183,100 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 1,709 45,100 X 123 7,125 37,975 FRANKLIN FLOATING RATE TRUST Closed E 353531106 1 155 X 123 155 FRANKLIN RESOURCES COMMON 354613101 52,351 725,693 X 123 240,370 7,050 478,273 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 18,405 911,143 X 123 843,219 67,924 FRONTIER AIRLINES INC COMMON 359065109 948 77,650 X 123 77,650 GFI GROUP INC COMMON 361652209 1,565 56,100 X 123 8,850 47,250 GSI COMMERCE INC COMMON 36238G102 1,991 134,150 X 123 21,150 113,000 GANNETT CO COMMON 364730101 1,956 26,275 X 123 13,925 12,350 GAP INC COMMON 364760108 35 1,687 X 123 390 1,297 GENENTECH INC COMMON 368710406 170,126 1,264,441 X 123 393,708 9,350 861,383 GENERAL CABLE CORP COMMON 369300108 9,863 703,975 X 123 579,375 124,600 GENERAL ELECTRIC COMMON 369604103 580,056 10,376,152 X 123 3,436,512 64,511 6,875,129 GENERAL GROWTH PROPERTIES COMMON 370021107 97 2,500 X 123 2,500 GEN MILLS COMMON 370334104 1,770 35,763 X 123 18,830 16,933 GENERAL MOTORS CORP COMMON 370442105 24 751 X 123 751 GENESEE & WYOMING INC-CL A COMMON 371559105 14,441 516,858 X 123 425,221 91,637 GENUINE PARTS COMMON 372460105 21 500 X 123 500 GENZYME CORP -GENL DIVISION COMMON 372917104 131 2,104 X 123 2,104 GETTY IMAGES INC COMMON 374276103 137,325 960,648 X 123 374,061 650 585,937 GETTY REALTY COMMON 374297109 6 200 X 123 200 GILEAD SCIENCES INC COMMON 375558103 874 21,425 X 123 11,250 5,000 5,175 GILLETTE CO COMMON 375766102 44,844 850,275 X 123 106,125 14,825 729,325 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 2,012 40,481 X 123 24,947 15,534 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 424 13,325 X 123 13,325 GLOBAL PAYMENTS INC COMMON 37940X102 2,782 40,150 X 123 6,325 33,825 GOLD BANC CORP INC COMMON 379907108 4,062 292,475 X 123 176,350 116,125 GOLDEN WEST FINL COMMON 381317106 29,352 468,725 X 123 94,650 4,650 369,425 GOLDMAN SACHS GROUP COMMON 38141G104 75,470 774,053 X 123 263,178 11,625 499,250 GOODRICH COMMON 382388106 171 4,075 X 123 4,075 GOOGLE INC-CL A COMMON 38259P508 483,415 920,584 X 123 310,363 3,200 607,021 GRAINGER W W COMMON 384802104 131 2,400 X 123 2,400 GRANT PRIDECO INC COMMON 38821G101 17 717 X 123 717 GREAT LAKES CHEM COMMON 390568103 8,294 244,650 X 123 199,900 44,750 GRUPO TELEVISA SA SPON ADR ADR 40049J206 1,020 17,000 X 123 17,000 GTECH HOLDINGS CORP COMMON 400518106 505 17,900 X 123 17,900 GUIDANT CORP COMMON 401698105 8,580 116,112 X 123 66,433 2,150 47,529 GUITAR CENTER INC COMMON 402040109 3,535 62,020 X 123 32,175 29,825 20 H & Q HEALTHCARE INVESTORS FD Closed E 404052102 27 1,521 X 123 1,521 HCA INC COMMON 404119109 202,049 1,878,849 X 123 655,980 1,875 1,220,994 HSBC HOLDINGS PLC -SP ADR ADR 404280406 371 4,672 X 123 3,539 1,133 HALLIBURTON CO COMMON 406216101 66,182 1,548,480 X 123 750,500 9,200 788,780 HANMI FINANCIAL CORP COMMON 410495105 1,747 108,725 X 123 17,150 91,575 HANOVER COMPRESSOR CO COMMON 410768105 20 1,890 X 123 1,890 HARLEY DAVIDSON COMMON 412822108 16,229 330,994 X 123 232,027 3,725 95,242 HARMAN INTL COMMON 413086109 52 626 X 123 550 76 HARRAH'S ENTERTAINMENT INC COMMON 413619107 4,310 60,025 X 123 58,075 1,950 HARRIS CORP COMMON 413875105 27,324 950,748 X 123 719,115 8,150 223,483 HARSCO CORP COMMON 415864107 9,015 155,350 X 123 155,350 HARTE HANKS INC COMMON 416196103 16,287 556,050 X 123 459,175 96,875 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 137,003 925,684 X 123 312,325 900 612,459 HASBRO INC COMMON 418056107 16,099 797,765 X 123 750,725 47,040 HEALTH CARE PPTYS INV COMMON 421915109 1,674 61,550 X 123 40,900 1,000 19,650 HEADWATERS INC COMMON 42210P102 1 45 X 123 45 HEALTHEXTRAS INC COMMON 422211102 2,101 122,555 X 123 19,300 103,125 130 HEALTHTRONICS INC COMMON 42222L107 2,310 182,025 X 123 28,700 153,325 HEIDRICK & STUGGLES INTL COMMON 422819102 1 50 X 123 50 THE HERSHEY CO COMMON 427866108 376 5,850 X 123 5,850 HEWLETT PACKARD COMMON 428236103 19,554 868,672 X 123 754,247 3,499 110,926 HIGH INCOME OPPORTUNITY FD Closed E 42967Q105 9,540 1,483,600 X 123 1,483,600 HIGHLAND HOSPITALITY CORP COMMON 430141101 6,333 597,475 X 123 494,325 103,150 HOME DEPOT COMMON 437076102 2,662 67,660 X 123 45,025 7,525 15,110 HONEYWELL INTERNATIONAL INC COMMON 438516106 22,435 619,230 X 123 562,890 56,340 HOSPIRA INC COMMON 441060100 4,479 117,624 X 123 103,580 14,044 HOST MARRIOT FIN CVT PFD 6.75% CV PFD 441079407 9,307 543,173 X 123 529,182 13,991 HOST MARRIOTT CORP COMMON 44107P104 136 8,100 X 123 8,100 HOT TOPIC INC COMMON 441339108 7,241 337,275 X 123 276,125 61,150 HUB GROUP INC CL A COMMON 443320106 1,462 53,200 X 123 8,450 44,750 HUBBELL INC CL B COMMON 443510201 27 600 X 123 600 HUDSON HIGHLAND GROUP INC COMMON 443792106 15,023 938,360 X 123 691,210 97,450 149,700 HUGHES SUPPLY INC COMMON 444482103 10,340 397,675 X 123 326,375 71,300 HUMAN GENOME SCIENCE COMMON 444903108 929 82,325 X 123 13,300 69,025 HURON CONSULTING GROUP INC COMMON 447462102 1 45 X 123 45 HURRAY HOLDING CO LTD- ADR ADR 447773102 461 49,299 X 123 49,299 HYDRIL CO COMMON 448774109 6,895 132,825 X 123 86,500 28,975 17,350 HYPERION SOLUTIONS CORP COMMON 44914M104 11,484 260,225 X 123 212,725 47,500 IMS HEALTH INC COMMON 449934108 26 1,073 X 123 1,073 IXIA COMMON 45071R109 994 54,025 X 123 8,500 45,525 IBERIABANK CORP COMMON 450828108 11,162 189,700 X 123 155,800 33,900 IDENIX PHARMACEUTICALS INC COMMON 45166R204 1,629 79,775 X 123 12,575 67,200 IDEX CORP COMMON 45167R104 17,816 463,847 X 123 386,635 77,212 ILLINOIS TOOL WORKS INC COMMON 452308109 23,298 275,942 X 123 201,272 2,350 72,320 IMATION CORP COMMON 45245A107 13,189 349,275 X 123 287,075 62,200 IMAGISTICS INTL INC COMMON 45247T104 9,212 341,955 X 123 280,425 61,530 IMMUCOR INC COMMON 452526106 2,281 68,100 X 123 10,750 57,350 IMPAX LABORATORIES INC COMMON 45256B101 1,836 111,950 X 123 17,700 94,250 INCYTE PHARMACEUTICALS INC COMMON 45337C102 40 X 123 40 INDEPENDENCE COMMUNITY BANK COMMON 453414104 12,145 324,050 X 123 267,000 57,050 INDEPENDENT BANK CORP MICH COMMON 453838104 12,441 442,124 X 123 387,924 54,200 INFOSPACE INC COMMON 45678T201 2 45 X 123 45 ING GROEP NV SPON ADR COMMON 456837103 3 100 X 123 100 INFRASOURCE SERVICES INC COMMON 45684P102 26 2,350 X 123 2,350 INHALE THERAPEUT CONV CV BND 457191AH7 21,727 464,230 X 123 404,281 25,763 34,186 INPUT/OUTPUT INC COMMON 457652105 1 100 X 123 100 INSITUFORM TECHNOLOGIES CL A COMMON 457667103 13,055 879,750 X 123 721,800 157,950 INTEL CORP COMMON 458140100 371,345 8,668,756 X 123 2,858,894 45,500 5,764,362 INTERFACE INC COMMON 458665106 5,063 661,787 X 123 619,386 42,401 INTERMAGNETICS GENERAL CORP COMMON 458771102 11,032 382,125 X 123 309,575 72,550 IBM COMMON 459200101 4,226 55,936 X 123 41,073 14,863 INTL FLAV & FRAG COMMON 459506101 39 1,050 X 123 1,050 INTL PAPER COMMON 460146103 489 15,175 X 123 3,475 11,700 INTERNET CABLE CORP COMMON 46057X102 2,000 X 123 2,000 INTERPUBLIC GROUP COS INC COMMON 460690100 4 300 X 123 300 INTUITIVE SURGICAL INC COMMON 46120E602 3,189 64,424 X 123 37,600 25,450 1,374 INVESTORS FINANCIAL SVCS CORP COMMON 461915100 259 6,231 X 123 6,231 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 10,794 574,175 X 123 470,875 103,300 IPAYMENT INC COMMON 4.6262E+109 2,351 61,635 X 123 9,725 51,875 35 IRONSTONE GROUP INC COMMON 463228205 2 X 123 2 IVAX CORP COMMON 465823102 20 1,000 X 123 1,000 IVAX CORP CVT CV BND 465823AG7 16,342 520,475 X 123 394,726 10,456 115,293 J & J SNACK FOODS CORP COMMON 466032109 8,609 174,404 X 123 143,079 31,325 JDS UNIPHASE CORP COMMON 46612J101 3 2,200 X 123 1,000 1,200 JP MORGAN CHASE & CO COMMON 46625H100 40,500 1,132,867 X 123 1,023,507 109,360 J2 GLOBAL COMMUNICATIONS INC COMMON 4.6626E+209 1,732 49,375 X 123 7,800 41,575 JABIL CIRCUIT INC COMMON 466313103 51 1,740 X 123 1,740 JAMDAT MOBILE INC COMMON 47023T100 1 20 X 123 20 JARDEN CORP COMMON 471109108 3,330 65,450 X 123 65,450 JOHNSON & JOHNSON COMMON 478160104 356,256 3,069,167 X 123 882,605 20,200 2,166,362 JOHNSON CONTROLS COMMON 478366107 1,364 24,075 X 123 22,475 1,600 JONES APPAREL GROUP INC COMMON 480074103 77 2,400 X 123 900 1,500 JONES LANG LASALLE INC COMMON 48020Q107 1,831 43,165 X 123 6,800 36,325 40 JOY GLOBAL INC COMMON 481165108 6,123 163,109 X 123 114,662 44,062 4,385 JUNIPER NETWORKS COMMON 48203R104 131,530 2,634,653 X 123 1,038,948 2,500 1,593,205 JUPITERMEDIA CORP COMMON 48207D101 1 60 X 123 60 KFX INC COMMON 48245L107 12 900 X 123 900 KLA-TENCOR CORPORATION COMMON 482480100 93 2,050 X 123 2,050 KMG AMERICA CORP COMMON 482563103 8,132 899,575 X 123 738,925 160,650 KAMAN CORP SUB DEB CONV CV BND 483548AC7 1,179 51,241 X 123 51,241 KANA SOFTWARE INC COMMON 483600300 1 X 123 1 KELLOGG CO COMMON 487836108 148 3,250 X 123 3,250 KERR MCGEE COMMON 492386107 148 2,000 X 123 2,000 KEYCORP (NEW) COMMON 493267108 421 12,866 X 123 6,236 6,630 KEYSPAN ENERGY COMMON 49337W100 183 4,600 X 123 4,600 KIMBERLY CLARK COMMON 494368103 2,783 43,255 X 123 20,620 22,635 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 48 1,000 X 123 1,000 KINDER MORGAN INC COMMON 49455P101 449 5,775 X 123 3,750 2,025 KINDRED HEALTHCARE INC COMMON 494580103 9,928 257,325 X 123 202,175 55,150 KINETIC CONCEPTS, INC. COMMON 49460W208 31,834 495,477 X 123 117,975 5,050 372,452 KNOLL INC COMMON 498904200 1,148 66,075 X 123 66,075 KOHLS CORP COMMON 500255104 8,186 168,127 X 123 87,830 1,250 79,047 PHILIPS ELECTRONICS -NY REG SH ADR 500472303 104 4,058 X 123 4,049 9 KOPIN CORP COMMON 500600101 27 7,000 X 123 7,000 KOS PHARMACEUTICALS INC COMMON 500648100 2,103 36,425 X 123 5,825 30,600 KRAFT FOODS INC COMMON 50075N104 491 15,150 X 123 100 15,050 KROGER COMMON 501044101 34 2,000 X 123 1,000 1,000 KULICKE & SOFFA CV BND 501242AL5 43,640 1,598,623 X 123 1,394,491 56,075 148,057 LCA VISION INC COMMON 501803308 3,751 84,900 X 123 13,400 71,500 LSI LOCIC CVT CV BND 502161AG7 8,450 327,767 X 123 213,943 20,806 93,019 L-3 COMMUNICATIONS CORP COMMON 502424104 42 600 X 123 600 LA QUINTA PROPERTIES INC COMMON 50419U202 5,875 677,625 X 123 599,725 77,900 LAIDLAW INTL COMMON 50730R102 26,900 1,209,520 X 123 1,005,550 203,970 LAMAR ADVERTISING CO COMMON 512815101 4,460 106,640 X 123 92,500 14,140 LANDSTAR SYSTEM INC COMMON 515098101 9,391 278,325 X 123 228,525 49,800 LASALLE HOTEL PROPERTIES COMMON 517942108 14,816 479,475 X 123 393,950 85,525 LASERSCOPE COMMON 518081104 23 675 X 123 675 ESTEE LAUDER COS CL A COMMON 518439104 14 350 X 123 350 LAUREATE EDUCATION INC COMMON 518613104 2,259 48,375 X 123 7,625 40,750 LECG CORP COMMON 523234102 2,043 105,975 X 123 16,850 89,125 LEGGETT & PLATT INC COMMON 524660107 24,144 906,297 X 123 611,572 9,875 284,850 LEGG MASON INC COMMON 524901105 347,958 2,416,495 X 123 806,530 14,711 1,595,254 LEHMAN BROS HOLDING INC COMMON 524908100 348,262 2,416,708 X 123 896,895 10,225 1,509,588 LENNOX INTERNATIONAL INC COMMON 526107107 17,438 821,000 X 123 673,650 147,350 LEVITT CORP COMMON 52742P108 9,467 328,730 X 123 272,581 56,149 LEXMARK INTL INC COMMON 529771107 1,729 25,265 X 123 17,125 8,140 LIBERTY MEDIA CV BND 530715AN1 11,967 519,146 X 123 511,783 7,364 LIBERTY MEDIA CVT CV BND 530715AR2 19 464 X 123 464 LIBERTY MEDIA INTL INC CL A COMMON 530719103 127 3,025 X 123 3,025 LIFEPOINT HOSPITALS COMMON 53219L109 12,039 267,650 X 123 217,850 49,800 LILLY ELI COMMON 532457108 3,631 62,278 X 123 32,850 2,685 26,743 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 46 1,400 X 123 1,400 LINCOLN NATL CORP COMMON 534187109 252 5,528 X 123 4,928 600 LINEAR TECHNOLOGY CORP COMMON 535678106 437 11,650 X 123 5,250 6,400 LITTELFUSE INC COMMON 537008104 1 25 X 123 25 LIZ CLAIBORNE COMMON 539320101 436 11,600 X 123 11,600 LOCKHEED MARTIN CORP COMMON 539830109 13 200 X 123 200 LONGVIEW FIBRE COMMON 543213102 399 20,000 X 123 20,000 LS SENIOR LOAN FUND LS Bank 543499107 125,685 115,517,791 X 123 91,256,341 4,002,077 20,259,373 LOWES COS COMMON 548661107 4,706 82,265 X 123 19,665 2,500 60,100 LOWRANCE ELECTRONICS INC COMMON 548900109 1,857 89,495 X 123 81,095 8,400 LUCENT TECH CAP CONV PFD CV PFD 549462307 80,979 10,049,382 X 123 9,272,729 41,322 735,331 LUCENT TECHNOLOGIES- WARRANTS WTS 549463131 1 1,433 X 123 1,397 36 M & T BANK CORP COMMON 55261F104 100 975 X 123 975 MAF BANCORP INC COMMON 55261R108 24 553 X 123 553 MBNA CORP COMMON 55262L100 13 600 X 123 600 MDU RESOURCES GROUP INC COMMON 552690109 7,472 259,547 X 123 223,075 36,472 MDC PARTNERS INC COMMON 552697104 49 5,500 X 123 2,500 3,000 MGIC INVT CORP WIS COMMON 552848103 135 2,200 X 123 2,200 MGM MIRAGE COMMON 552953101 11 280 X 123 280 MRO SOFTWARE INC COMMON 55347W105 3,073 204,875 X 123 170,450 34,425 MACROVISION CORP COMMON 555904101 1 60 X 123 60 MANPOWER INC COMMON 56418H100 2,221 55,770 X 123 46,525 9,245 MARLIN BUSINESS SERVICES INC COMMON 571157106 1 70 X 123 70 MARSH & MCLENNAN COMMON 571748102 978 33,661 X 123 6,020 27,641 MARSHALL & ILSLEY COMMON 571834100 2,720 62,515 X 123 33,268 2,000 27,247 MARRIOTT INTERNATIONAL COMMON 571903202 27,428 406,100 X 123 43,800 4,500 357,800 MARTEK BIOSCIENCES CORP COMMON 572901106 1 20 X 123 20 MARTEN TRANSPORT LTD COMMON 573075108 3,543 180,650 X 123 180,650 MARTIN MARIETTA MATERIALS COMMON 573284106 61 1,000 X 123 1,000 MASCO CORP COMMON 574599106 3,076 96,060 X 123 39,385 56,675 MATRIA HEALTHCARE INC COMMON 576817209 1,517 53,248 X 123 8,399 44,849 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 15,165 384,899 X 123 253,874 8,850 122,175 MAY DEPT STORES CO COMMON 577778103 65 1,700 X 123 1,700 MCAFEE INC COMMON 579064106 2,882 100,500 X 123 95,075 5,425 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 3,039 200,300 X 123 122,400 77,900 MCDATA CORP COMMON 580031201 7 X 123 7 MCDERMOTT INTL COMMON 580037109 10 X 123 10 MCDONALDS COMMON 580135101 30,222 976,806 X 123 892,455 5,750 78,601 MCG CAPITAL CORP COMMON 58047P107 58 3,600 X 123 3,600 MCGRATH RENTCORP COMMON 580589109 13,788 598,175 X 123 492,575 105,600 MCGRAW HILL COS INC COMMON 580645109 38,085 872,309 X 123 469,904 4,675 397,730 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 195,348 2,012,392 X 123 727,983 6,900 1,277,509 MEDIMMUNE INC COMMON 584699102 15 570 X 123 570 MEDTRONIC INC COMMON 585055106 33,410 621,586 X 123 414,924 4,775 201,887 MELLON FINANCIAL CORP COMMON 58551A108 5 171 X 123 171 THE MENS WEARHOUSE INC COMMON 587118100 17,312 337,000 X 123 276,325 60,675 MERCANTILE BANKSHARES CORP COMMON 587405101 16 300 X 123 300 MERCK & CO COMMON 589331107 5,412 166,831 X 123 100,746 66,085 MERCURY INTERACTIVE CORP COMMON 589405109 16,856 373,575 X 123 38,975 4,150 330,450 MERITOR SAVINGS BANK COMMON 590007100 71 17,000 X 123 17,000 MERITAGE CORP COMMON 59001A102 2,303 31,675 X 123 5,000 26,675 MERRILL LYNCH & CO COMMON 590188108 22,028 405,975 X 123 376,000 29,975 ML&CO CURRENCY GLOBAL NOTES COMMON 590215752 47 5,000 X 123 5,000 MERRILL DJIA MITTS COMMON 59021J794 279 30,000 X 123 30,000 ML&CO ASIA/USD BASKET NT COMMON 59021S794 96 10,000 X 123 10,000 ML&CO CUR NT LKT TO US$EUR COMMON 59021W332 95 9,600 X 123 9,600 METALS USA INC COMMON 591324207 64 3,000 X 123 3,000 METLIFE INC COMMON 59156R108 139,485 1,541,014 X 123 542,400 1,600 997,014 MICROS SYSTEM INC COMMON 594901100 2,726 60,600 X 123 58,200 2,400 MICROSOFT CORP COMMON 594918104 108,513 2,231,481 X 123 849,754 13,159 1,368,568 MICROSEMI CORP COMMON 595137100 6,014 291,525 X 123 155,675 130,475 5,375 S & P MID-CAP DEP RECPT COMMON 595635103 25 200 X 123 200 MIDLAND COMPANY COMMON 597486109 4,560 142,725 X 123 86,250 56,475 MILLER (HERMAN) INC COMMON 600544100 169 5,800 X 123 5,800 MINE SAFETY APPLIANCES CO COMMON 602720104 11,198 244,450 X 123 200,300 44,150 MOBILE MINI INC COMMON 60740F105 2,008 54,375 X 123 8,575 45,800 MOHAWK INDS INC COMMON 608190104 102 1,225 X 123 1,225 MONACO COACH CORP COMMON 60886R103 4,458 271,650 X 123 223,850 47,800 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 19 1,000 X 123 1,000 MONSANTO CO NEW COMMON 61166W101 46 800 X 123 800 MOODYS CORP COMMON 615369105 292,999 3,795,998 X 123 1,311,003 17,725 2,467,270 MOOG INC CL A COMMON 615394202 11,341 373,686 X 123 307,263 66,423 MORAN ENERGY SUB DEB CONV CV BND 616457AC1 806 46,864 X 123 21,950 10,889 14,025 MORGAN STANLEY COMMON 617446448 849 17,350 X 123 1,000 16,350 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,583 471,000 X 123 471,000 MORGAN STANLEY MUNI PREM INC COMMON 61745P429 9 1,000 X 123 1,000 MOTOROLA INC COMMON 620076109 179,958 6,499,090 X 123 2,849,750 16,500 3,632,840 MOVADO CORP INC COMMON 624580106 6,763 401,155 X 123 238,800 162,355 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 305 12,275 X 123 12,275 MYLAN LABS COMMON 628530107 219 13,275 X 123 13,275 NCR CORP COMMON 6.2886E+112 73 2,000 X 123 2,000 NRG ENERGY INC COMMON 629377508 10,392 290,695 X 123 255,175 35,520 NUCO2 INC COMMON 629428103 1,706 72,050 X 123 11,475 60,575 NALCO HOLDING COMPANY COMMON 62985Q101 3,905 220,400 X 123 186,650 33,750 NASDAQ-100 SHARES COMMON 631100104 11 300 X 123 300 NASH FINCH CO COMMON 631158102 293 8,225 X 123 8,225 NATIONAL CITY CORP COMMON 635405103 575 16,642 X 123 15,642 1,000 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 13,024 340,595 X 123 279,375 61,220 NATIONAL OILWELL VARCO INC COMMON 637071101 2,700 60,000 X 123 57,650 2,350 NAVIGANT CONSULTING GROUP COMMON 63935N107 1,884 82,125 X 123 12,950 69,100 75 NEENAH PAPER INC COMMON 640079109 20 653 X 123 353 300 NEIMAN MARCUS GRP CL A COMMON 640204202 1,648 17,074 X 123 17,074 NETWORK APPLIANCE INC COMMON 64120L104 27 935 X 123 825 110 NEW JERSEY RESOURCES COMMON 646025106 90 2,000 X 123 2,000 NEW YORK COMMUNITY BANCORP COMMON 649445103 55 3,000 X 123 2,300 700 NEWCASTLE INVESTMENT CORP COMMON 65105M108 14,837 482,675 X 123 397,050 85,625 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 24,478 561,565 X 123 541,342 9,865 10,358 NEWS CORP INC-CL A COMMON 6.5248E+108 24,538 1,521,278 X 123 1,434,770 86,508 NEWS CORP INC-CL B WHEN ISS COMMON 6.5248E+207 107 6,400 X 123 2,400 4,000 NEXTEL COMMUNICATIONS CL A COMMON 65332V103 622 20,600 X 123 10,000 6,375 4,225 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 7,790 104,966 X 123 98,717 6,250 NEXTEL PARTNERS INC -A COMMON 65333F107 3,451 145,300 X 123 139,550 5,750 NIKE INC CL B COMMON 654106103 2,800 34,062 X 123 33,565 497 NOKIA CORP SPON ADR A ADR 654902204 3,808 225,858 X 123 168,408 21,225 36,225 NORDSTROM INC COMMON 655664100 36,149 592,225 X 123 66,350 6,500 519,375 NORFOLK SOUTHN CORP COMMON 655844108 2,123 66,505 X 123 49,555 16,950 NORTEL NETWORKS CONV CV BND 656568AB8 73,703 8,066,000 X 123 5,718,500 555,000 1,792,500 NORTH FORK BANCORP COMMON 659424105 313 11,475 X 123 6,150 5,325 NORTHERN TR CORP COMMON 665859104 51 1,100 X 123 1,100 NORTHROP GRUMMAN CORP COMMON 666807102 26,373 473,305 X 123 439,400 5,125 28,780 NORTHWEST NATURAL GAS CO COMMON 667655104 22 600 X 123 600 NORTHWESTERN CORP COMMON 668074305 15,475 534,000 X 123 438,150 95,850 NOVA CHEMICALS CORP COMMON 66977W109 3 104 X 123 104 NOVARTIS AG SPON ADR ADR 66987V109 76 1,550 X 123 1,550 NSTAR COMMON 6.7019E+111 234 4,000 X 123 4,000 NUVASIVE INC COMMON 670704105 1,541 98,125 X 123 15,525 82,600 NUVEEN PA DIVIDEND ADV MUNI FD Closed E 67071W102 10 666 X 123 666 NYVATEX OIL CORP COMMON 670794106 1,800 X 123 1,800 O CHARLEYS INC COMMON 670823103 74 4,000 X 123 4,000 OGE ENERGY CORP COMMON 670837103 42 1,500 X 123 1,500 NUVEEN INVESTMENTS INC COMMON 67090F106 7,244 200,950 X 123 175,100 25,850 OCEAN WEST HOLDING CORP COMMON 67517P109 100 X 123 100 OCTUS INC COMMON 675742407 241 X 123 241 OFFICE DEPOT COMMON 676220106 1,972 100,000 X 123 93,575 6,425 OFFICEMAX INC COMMON 67622P101 2,870 94,568 X 123 87,150 7,418 OFFSHORE LOGISTICS COMMON 676255102 19 600 X 123 600 OHIO CASUALTY CORP COMMON 677240103 13,431 561,950 X 123 461,200 100,750 OLD DOMINION FREIGHT LINE COMMON 679580100 5,548 182,070 X 123 149,345 32,725 OLD REPUBLIC INTL CORP COMMON 680223104 2,754 110,799 X 123 100,424 10,375 OMNICARE INC COMMON 681904108 6,059 158,128 X 123 137,600 20,528 OMNICOM GROUP COMMON 681919106 1,163 14,200 X 123 1,225 12,975 ON SEMICONDUCTOR CORPORATION COMMON 682189105 3,920 871,130 X 123 777,375 93,755 ONEOK INC COMMON 682680103 13,093 424,403 X 123 398,650 25,753 ONLINE RESOURCES CORP COMMON 68273G101 1,948 200,000 X 123 31,775 168,225 ONYX PHARMACEUTICALS COMMON 683399109 1 30 X 123 30 ORACLE CORP COMMON 68389X105 144,482 7,111,152 X 123 1,755,867 52,975 5,302,310 OSHKOSH TRUCK CORP COMMON 688239201 6,898 86,500 X 123 69,375 17,125 OTTER TAIL CORP COMMON 689648103 2,370 93,100 X 123 93,100 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 43,258 998,928 X 123 937,160 30,371 31,396 P G & E CORP COMMON 69331C108 28,967 809,825 X 123 745,075 64,750 PFF BANCORP INC COMMON 69331W104 1,586 54,600 X 123 8,650 45,950 THE PMI GROUP COMMON 69344M101 91 2,400 X 123 2,400 PPL CORPORATION COMMON 69351T106 31 534 X 123 534 PACKAGING CORP OF AMERICA COMMON 695156109 22 1,000 X 123 1,000 PACTIV CORP COMMON 695257105 3,033 132,743 X 123 118,675 14,068 PALOMAR MEDICAL TECHNOLOGIES I COMMON 697529303 1,224 53,575 X 123 8,300 44,325 950 PANERA BREAD CO CL A COMMON 69840W108 1,736 27,475 X 123 4,325 23,150 PAR PHARMACEUTICAL COS INC COMMON 69888P106 8,114 253,575 X 123 208,025 45,550 PARTY CITY CORP COMMON 702145103 4,208 314,700 X 123 260,875 53,825 PATHMARK STORES INC COMMON 70322A101 1,143 127,725 X 123 77,002 50,723 PEABODY ENERGY CORP COMMON 704549104 18,860 395,050 X 123 364,050 4,000 27,000 PENNEY JC CO INC COMMON 708160106 79,131 1,590,255 X 123 724,650 10,075 855,530 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,605 146,200 X 123 146,200 PENWEST PHARMACEUTICALS CO COMMON 709754105 1,281 106,050 X 123 16,925 89,125 PEOPLES ENERGY CORP COMMON 711030106 23 533 X 123 533 PEOPLESUPPORT INC COMMON 712714302 1,407 144,275 X 123 22,800 121,475 PEPSICO INC COMMON 713448108 278,347 3,166,283 X 123 1,213,005 15,425 1,937,853 PERFORMANCE FOOD GROUP CO COMMON 713755106 7,943 293,525 X 123 242,150 51,375 PERMIAN BASIN ROYALTY TRUST COMMON 714236106 18,417 1,438,800 X 123 1,438,800 PEROT SYSTEMS CORP CL A COMMON 714265105 9,654 747,250 X 123 612,950 134,300 PERRIGO CO COMMON 714290103 33,704 2,168,824 X 123 1,698,440 7,600 462,784 PETCO ANIMAL SUPPLIES INC COMMON 716016209 930 30,900 X 123 30,900 PETSMART INC COMMON 716768106 341 10,725 X 123 10,725 PFIZER INC COMMON 717081103 77,879 2,791,374 X 123 920,697 20,450 1,850,227 PHARMION CORP COMMON 71715B409 15 X 123 15 PHELPS DODGE COMMON 717265102 24 275 X 123 275 PHILIPPINE LONG DIST TEL CNV P CV PFD 718252703 112,217 3,923,001 X 123 3,167,525 280,332 475,143 PIER 1 IMPORTS INC DEL COMMON 720279108 2,273 135,350 X 123 135,350 PINNACLE ENTERTAINMENT INC COMMON 723456109 2,182 125,200 X 123 19,750 105,450 PINNACLE WEST CAPITAL CORP COMMON 723484101 53 1,200 X 123 1,200 PIONEER DRILLING COMPANY COMMON 723655106 1,764 126,075 X 123 19,925 106,150 PIONEER NAT COMMON 723787107 20 500 X 123 500 PIPER JAFFRAY COS COMMON 724078100 104 3,690 X 123 151 391 3,148 PITNEY BOWES COMMON 724479100 107 2,400 X 123 800 1,600 PLUM CREEK TIMBER CO INC COMMON 729251108 74 2,124 X 123 1,850 274 POGO PRODUCING CO COMMON 730448107 4,998 101,093 X 123 87,465 13,628 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTALPLAYER INC COMMON 736187204 1,031 50,725 X 123 7,975 42,750 POWER INTEGRATIONS INC COMMON 739276103 1,601 67,200 X 123 10,700 56,500 POWERWAVE TECHNOLOGIES INC COMMON 739363109 91 10,000 X 123 10,000 PRAXAIR INC COMMON 74005P104 77,811 1,660,151 X 123 1,070,296 12,325 577,530 PRECISION CASTPARTS COMMON 740189105 3,818 49,125 X 123 47,250 1,875 PRENTISS PROPERTIES TRUST COMMON 740706106 303 8,769 X 123 3,769 5,000 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,474 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 157,974 1,356,457 X 123 481,780 5,475 869,202 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 36 900 X 123 100 800 PROASSURANCE CORP COMMON 74267C106 9,199 235,150 X 123 161,850 41,375 31,925 PROCTER & GAMBLE COMMON 742718109 437,146 4,579,160 X 123 1,380,932 20,900 3,177,328 PRIVATEBANCORP INC COMMON 742962103 12,117 358,600 X 123 313,350 45,250 PROGRESS ENERGY INC COMMON 743263105 113 2,550 X 123 2,550 PROGRESS SOFTWARE CORP COMMON 743312100 10,284 352,550 X 123 291,050 61,500 PROLOGIS COMMON 743410102 61 1,500 X 123 1,500 PROTECTIVE LIFE CORP COMMON 743674103 19,253 479,044 X 123 402,375 76,669 PROVIDENT BANCORP INC COMMON 74383A109 14,989 1,279,975 X 123 1,049,850 230,125 PROVIDIAN FINANCIAL CORP COMMON 74406A102 149 8,377 X 123 7,975 402 PRUDENTIAL FINANCIAL INC COMMON 744320102 261,783 2,670,751 X 123 931,611 18,600 1,720,540 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 2,083 50,875 X 123 8,025 42,850 PUGET ENERGY INC COMMON 745310102 46 2,000 X 123 2,000 PULTE CORP COMMON 745867101 174,465 1,145,428 X 123 414,184 1,150 730,094 QLOGIC CORP COMMON 747277101 13 400 X 123 400 QUAKER CHEMICAL CORP COMMON 747316107 162 9,125 X 123 9,125 QUALCOMM INC COMMON 747525103 135,958 2,224,523 X 123 602,233 27,950 1,594,340 QUEST DIAGNOSTICS INC COMMON 74834L100 18,288 174,175 X 123 164,150 10,025 QUESTAR CORP COMMON 748356102 3,700 58,691 X 123 52,100 6,591 QUICKSILVER RESOURCES INC COMMON 74837R104 3 50 X 123 50 QUIKSILVER INC COMMON 74838C106 506 31,770 X 123 31,650 120 R H DONNELLEY COMMON 74955W307 40,574 659,958 X 123 553,055 106,903 RLI CORPORATION COMMON 749607107 16,281 372,225 X 123 304,600 67,625 RPM INC OHIO COMMON 749685103 60 3,432 X 123 3,432 RSA SECURITY INC COMMON 749719100 1 55 X 123 55 RADIATION THERAPY SERVICES COMMON 750323206 1,367 66,050 X 123 10,475 55,575 RALCORP HOLDINGS INC COMMON 751028101 16,620 435,750 X 123 358,550 77,200 RAMCO GERSHENSON PPTYS COMMON 751452202 297 10,700 X 123 10,700 RANGE RESOURCES CORP COMMON 75281A109 1,429 61,850 X 123 9,750 52,100 RAYTHEON CO COMMON 755111507 332 8,487 X 123 5,217 3,270 RECKSON ASSOCIATES REALTY CORP COMMON 75621K106 6 200 X 123 200 REGENERON PHARM CVT CV BND 75886FAB3 56,634 1,263,287 X 123 1,085,113 35,536 142,639 REGIONS FINANCIAL CORP COMMON 7591EP100 40 1,200 X 123 1,200 RELIANCE STEEL & ALUMINUM COMMON 759509102 11,591 301,150 X 123 253,275 47,875 RELIANT ENERGY INC COMMON 75952B105 8 630 X 123 630 REMINGTON OIL & GAS CORP COMMON 759594302 7,669 247,400 X 123 200,550 46,850 REPUBLIC AIRWAYS HOLDINGS INC COMMON 760276105 821 64,373 X 123 64,373 REPUBLIC BANCORP COMMON 760282103 16 1,134 X 123 1,134 RESMED INC COMMON 761152107 2,705 43,300 X 123 41,625 1,675 REUNION INDUSTRIES INC COMMON 761312107 15 X 123 15 REUTERS HLDGS PLC ADS ADR 76132M102 56 1,333 X 123 1,333 REVLON INC CL A COMMON 761525500 1,315 442,875 X 123 442,875 REYNOLDS AMERICAN INC COMMON 761713106 301 3,632 X 123 3,632 RICHARDSON ELEC SUB DEB CONV CV BND 763165AB3 83 3,974 X 123 1,892 2,081 ROANOKE ELECTRIC STEEL CORP COMMON 769841107 2,608 130,090 X 123 116,000 14,090 ROCK-TENN CO CL A COMMON 772739207 2,378 206,600 X 123 116,225 90,375 ROCKWELL AUTOMATION INC COMMON 773903109 217 4,230 X 123 4,230 ROCKWELL COLLINS COMMON 774341101 26,680 540,200 X 123 56,175 5,950 478,075 ROGERS COMM INC CONV CV BND 775109AE1 65,230 2,129,991 X 123 1,682,245 64,440 383,306 ROHM & HAAS COMMON 775371107 569 12,200 X 123 12,200 ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 4,040 68,960 X 123 34,800 34,160 RUSH ENTERPRISES INC, CLASS A COMMON 781846209 114 7,950 X 123 7,950 SBC COMMUNICATIONS INC COMMON 78387G103 67,783 2,899,180 X 123 1,783,463 15,675 1,100,042 SBA COMMUNICATIONS CORP COMMON 78388J106 2,417 216,200 X 123 34,100 182,100 SCI SYSTEMS INC CVT CV BND 783890AF3 14,208 365,054 X 123 292,140 22,249 50,665 SEMCO ENERGY IMC COMMON 78412D109 3,142 573,350 X 123 350,300 223,050 SI INTERNATIONAL INC COMMON 78427V102 8,914 314,425 X 123 258,650 55,775 SLM CORP COMMON 78442P106 48 1,000 X 123 1,000 SRA INTL INC CL A COMMON 78464R105 3,624 106,750 X 123 67,850 36,500 2,400 SVB FINANCIAL GROUP COMMON 78486Q101 2,646 55,400 X 123 53,275 2,125 SABINE ROYALTY TRUST COMMON 785688102 16 400 X 123 400 SAFECO CO COMMON 786429100 11 200 X 123 200 SAFENET INC COMMON 78645R107 11,350 361,250 X 123 296,300 64,950 SAFEWAY INC COMMON 786514208 86 3,915 X 123 3,915 SAGA COMMUNICATIONS INC-CL A COMMON 786598102 10,174 737,275 X 123 602,875 134,400 THE ST JOE CO COMMON 790148100 4,261 54,025 X 123 51,975 2,050 ST JUDE MEDICAL INC 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INC TRUST FD Closed E 81123W101 27 2,000 X 123 2,000 SEACOAST BANKINGCORP FL COMMON 811707306 4,794 236,525 X 123 147,750 88,775 SEARS HOLDINGS CORP COMMON 812350106 155,851 536,215 X 123 188,284 2,000 345,931 SEMTECH CORP COMMON 816850101 1 65 X 123 65 SEMPRA ENERGY COMMON 816851109 16 415 X 123 415 SENIOR HIGH INCOME PORTFOLIO Closed E 8.1721E+111 201 34,300 X 123 34,300 SENOMYX INC COMMON 81724Q107 1,000 72,275 X 123 11,450 60,825 SHELL TRNSPORT & TRADING ADR ADR 822703609 31 600 X 123 600 SHOPKO STORES INC COMMON 824911101 237 10,000 X 123 10,000 SHUFFLE MASTER INC COMMON 825549108 2 61 X 123 61 SIERRA HEALTH SERVICES COMMON 826322109 6,356 96,205 X 123 59,975 34,225 2,005 SIGMA ALDRICH COMMON 826552101 48 800 X 123 800 SIGMATEL INC COMMON 82661W107 1 35 X 123 35 SIGNATURE BANK COMMON 82669G104 12,542 511,500 X 123 420,300 91,200 SIMON PROPERTY GROUP INC COMMON 828806109 28,153 409,678 X 123 368,650 41,028 SIRIUS SATELLITE RADIO INC COMMON 82966U103 5 750 X 123 750 SIX FLAGS INC 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123 2,675 SPRINT CORP COMMON 852061100 191 8,044 X 123 5,371 2,673 SS&C TECHNOLOGIES INC COMMON 85227Q100 2,400 80,275 X 123 12,625 67,650 STANDARD PACIFIC CORP COMMON 85375C101 3,033 37,860 X 123 33,725 4,135 STANDARD PARKING CORP COMMON 853790103 6,828 454,870 X 123 271,652 183,218 STANLEY WORKS COMMON 854616109 294 6,600 X 123 3,700 2,900 STAPLES INC COMMON 855030102 2,287 106,202 X 123 106,202 STARBUCKS CORP COMMON 855244109 2,001 36,550 X 123 34,925 1,625 STARWOOD HOTELS & RESORTS TR COMMON 85590A203 37,020 661,425 X 123 126,625 6,600 528,200 STATE STREET CORP COMMON 857477103 106 2,210 X 123 100 2,110 STATION CASINOS INC COMMON 857689103 4,236 65,075 X 123 62,100 2,975 THE STEAK N SHAKE CO COMMON 857873103 13,377 649,675 X 123 534,725 114,950 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 256 5,950 X 123 5,950 STORAGE TECH CORP COMMON 862111200 1 35 X 123 35 STRATOS LIGHTWARE INC 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CORP COMMON 872275102 347 13,425 X 123 425 13,000 TECO ENERGY INC COMMON 872375100 11 600 X 123 600 TEPPCO PARTNERS L P COMMON 872384102 124 3,000 X 123 200 2,800 TJX COMPANIES INC COMMON 872540109 227 9,900 X 123 7,300 2,600 TLC VISION CORP COMMON 872549100 5 600 X 123 600 TXU CORP COMMON 873168108 32 400 X 123 400 TALBOTS INC COMMON 874161102 6,514 219,700 X 123 195,925 23,775 TARGET CORP COMMON 8.7612E+110 29,023 540,456 X 123 349,091 7,925 183,440 TELEFLEX INC COMMON 879369106 173 3,100 X 123 3,100 TELEFONOS DE MEXICO S P ADR L ADR 879403780 90 4,800 X 123 4,800 TELIK INC COMMON 87959M109 36 2,545 X 123 2,500 45 TEMPLE INLAND INC COMMON 879868107 116 3,250 X 123 3,250 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 6,339 271,725 X 123 187,800 79,400 4,525 TENNECO AUTOMOTIVE COMMON 880349105 890 59,300 X 123 59,300 TETRA TECH INC COMMON 88162G103 23 1,912 X 123 1,912 TESSERA TECHNOLOGIES INC COMMON 88164L100 1,680 57,070 X 123 9,100 47,925 45 TEXAS INDUSTRIES INC COMMON 882491103 15,458 335,895 X 123 280,975 54,920 TEXAS INSTRUMENTS COMMON 882508104 219,794 3,966,068 X 123 1,370,170 14,075 2,581,823 TEXAS REGIONAL BANCSHARES A COMMON 882673106 12,365 429,482 X 123 352,383 77,099 TEXTRON INC COMMON 883203101 128 1,654 X 123 1,054 600 THERMO ELECTRON CORP COMMON 883556102 66 2,500 X 123 2,500 3M CO COMMON 88579Y101 13,911 181,488 X 123 84,021 6,600 90,867 TIBCO SOFTWARE INC COMMON 88632Q103 34 5,400 X 123 5,400 TIME WARNER INC COMMON 887317105 22,801 1,310,380 X 123 1,215,030 95,350 TODCO CL A COMMON 88889T107 1 50 X 123 50 TOLL BROTHERS INC COMMON 889478103 210,903 1,177,693 X 123 458,603 3,975 715,115 TORCHMARK CORP COMMON 891027104 422 8,000 X 123 8,000 TRAMMELL CROW CO COMMON 89288R106 7,941 352,170 X 123 313,025 39,145 TRANSCANADA COMMON 89353D107 13 520 X 123 520 TRIAD HOSPITALS INC TL B L 300 BANK LOA 895799KA1 998 989,314 X 123 989,314 TRIAD HOSPITALS INC COMMON 89579K109 4,982 98,230 X 123 87,275 10,955 TRIDENT MICROSYSTEMS INC COMMON 895919108 1,504 71,000 X 123 11,225 59,775 TRIBUNE CO COMMON 896047107 12,740 352,139 X 123 221,458 130,681 TUPPERWARE CORP COMMON 899896104 15,037 665,375 X 123 549,650 115,725 TURBOCHEF TECHNOLOGIES INC COMMON 900006206 614 55,275 X 123 55,275 TYCO INTERNATIONAL LTD COMMON 902124106 72,794 2,516,204 X 123 1,134,801 17,893 1,363,510 UGI CORP COMMON 902681105 7,103 267,930 X 123 233,800 34,130 US BANCORP COMMON 902973304 42,606 1,452,657 X 123 1,002,751 24,198 425,708 UAP HOLDING CORP COMMON 903441103 10,896 748,900 X 123 614,875 134,025 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 919 57,700 X 123 9,100 48,600 UNIFI INC COMMON 904677101 636 198,200 X 123 198,200 UNION PACIFIC COMMON 907818108 40 600 X 123 600 UNIT CORP COMMON 909218109 1,942 49,775 X 123 7,825 41,950 UNITED AUTO GROUP COMMON 909440109 92 3,000 X 123 3,000 UNITED NATURAL FOODS INC COMMON 911163103 2,143 66,075 X 123 10,425 55,650 UNITED RENTALS CONV PFD CV PFD 91136H306 2,113 57,295 X 123 57,295 UNITED SURGICAL PARTNERS INTL COMMON 913016309 2,246 46,650 X 123 7,400 39,225 25 UNITED TECHNOLOGIES COMMON 913017109 85,606 802,302 X 123 326,898 6,475 468,929 UNITEDHEALTH GROUP COMMON 91324P102 237,520 2,816,575 X 123 891,696 18,950 1,905,929 UNITRIN INC COMMON 913275103 2 35 X 123 35 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 4,854 141,935 X 123 90,000 41,400 10,535 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 51,033 873,400 X 123 557,425 3,525 312,450 UNIVERSAL TECHNICAL INSTITUTE COMMON 913915104 1,744 57,100 X 123 9,000 48,100 UNIVISION COMMUNICATIONS CL A COMMON 914906102 1,152 43,275 X 123 43,275 UNOCAL CORP COMMON 915289102 162 2,850 X 123 2,850 URBAN OUTFITTERS INC COMMON 917047102 6,152 115,337 X 123 111,725 3,612 VALASSIS COMMUNICATIONS INC COMMON 918866104 15,183 437,675 X 123 359,150 78,525 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 36,894 986,652 X 123 842,877 24,042 119,733 VALEANT PHARMACY CVT CV BND 91911XAD6 30,978 1,007,530 X 123 829,749 45,236 132,545 VALERO ENERGY CORP COMMON 91913Y100 36 529 X 123 475 54 VALOR COMMUNICATIONS GROUP COMMON 920255106 3,312 243,525 X 123 217,450 26,075 VARIAN INC - 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