13F-HR 1 jha.txt JOHN HANCOCK ADVISERS John Hancock Advisers SEC13F As of June 30,2005
Item 4 Item 5 Item 6 Item 7 Item B Item 1 SECURITY Fair Shrs/Prin Inv Dscrtn Voting Auth Name of Issuer TYPE CUSIP Market Value Amount Sole Shrd Othr Mgr A-Sole B-Shrd C-None ABC Bancorp Com 000400101 1,807 99960 X 1 99960 0 0 Aflac Inc. Com 001055102 9,487 219200 X 1 219200 0 0 AGCO Corp Com 001084102 51 2670 X 1 2670 0 0 AGL Capital Trust II PFD 001198209 1,061 41000 X 1 41000 0 0 AMR Corp/Del Com 001765106 2,422 200000 X 1 200000 0 0 App China Group Com 002023992 0 37717 X 1 37717 0 0 AU Optronics Corp ADR 002255107 68 3995 X 1 3995 0 0 ABBOTT LABS Com 002824100 58,663 1,196,960 X 1 1191660 0 5,300 Abbey National PLC 7.25% PFD 002920601 13,967 541365 X 1 541365 0 0 Abbey National Pfd Series B Shares PFD 002920700 3,058 114100 X 1 114100 0 0 Abbey National PLC PFD 002920809 24,472 929800 X 1 929800 0 0 Aeropostale Com 007865108 9,502 282800 X 1 282800 0 0 Advanced Micro Devices Com 007903107 43 2500 X 1 2500 0 0 Aegon NV PFD 007924301 5,079 201000 X 1 201000 0 0 Advanced Energy Industries Inc Com 007973100 662 84200 X 1 84200 0 0 Affiliated Computer Services Inc Com 008190100 3,322 65000 X 1 65000 0 0 Affiliated Managers Group Com 008252108 48,697 712675 X 1 712675 0 0 Agnico-Eagle Mines Ltd Com 008474108 17,580 1395240 X 1 1395240 0 0 Air France-KLM ADR 009119108 1,801 118388 X 1 118388 0 0 Air France-KLM WTS 009119116 45 107625 X 1 107625 0 0 Airgas Inc Com 009363102 17,191 696850 X 1 696850 0 0 Alabama National Bancorp Com 010317105 18,376 281100 X 1 281100 0 0 Alabama Power Co PFD 010392561 5,338 213000 X 1 213000 0 0 Alabama Power Co. PFD 010392595 36,895 1477575 X 1 1477575 0 0 Alexandria Real Est Equities REIT 015271109 881 12000 X 1 12000 0 0 Allegheny Energy Inc Com 017361106 12,068 478500 X 1 478500 0 0 Alliant Energy Corp. Com 018802108 31,579 1121800 X 1 1121800 0 0 Allied Waste Industries 6.25% PFD 019589605 13,475 292500 X 1 292500 0 0 Allstate Corp Com 020002101 15,326 256500 X 1 256500 0 0 Amazon.Com Inc Com 023135106 40 1200 X 1 1200 0 0 AMBAC FINL GROUP INC Com 023139108 7,639 109,510 X 1 105040 0 4,470 Amerco Inc. PFD 023586209 9,965 397000 X 1 397000 0 0 Ameren Corp Com 023608102 44,373 802400 X 1 802400 0 0 American Electric Power Co Inc Com 025537101 12,370 335500 X 1 335500 0 0 American Electric Power Inc PFD 025537200 26,089 575800 X 1 575800 0 0 AMERICAN EXPRESS CO Com 025816109 66,269 1,244,960 X 1 1242430 0 2,530 AMERICAN INTL GROUP I Com 026874107 61,271 1,054,578 X 1 1047760 310 6,508 American Pacific Corp. Com 028740108 1,604 200500 X 1 200500 0 0 American Power Conversion Com 029066107 223 9450 X 1 9450 0 0 AMGEN INC Com 031162100 22,191 367,042 X 1 355934 500 10,608 Amphenol Corp Com 032095101 291 7250 X 1 7250 0 0 AmSouth Bancorp Com 032165102 52,073 2002789 X 1 2002789 0 0 Amylin Pharmaceuticals Inc Com 032346108 105 5000 X 1 5000 0 0 Anadarko Petroleum Corp PFD 032511305 38,643 391567 X 1 391567 0 0 Analog Devices Inc. Com 032654105 56 1500 X 1 1500 0 0 ANHEUSER BUSCH COS IN Com 035229103 4,248 92,851 X 1 85,019 430 7,402 Apache Corp PFD 037411402 34,924 336924 X 1 336924 0 0 Apple Computer Inc Com 037833100 86 2330 X 1 2330 0 0 Celera Genomics Group-Applera Corp Com 038020202 329 30000 X 1 30000 0 0 Applied Extrusion Tech - Class A Com 038196200 968 51082 X 1 51082 0 0 Applied Films Corp Com 038197109 2,491 97290 X 1 97290 0 0 Applied Materials Inc Com 038222105 2,744 169600 X 1 169600 0 0 Archstone Communities Trust REIT 039583109 2,182 56502 X 1 56502 0 0 Arden Realty Inc REIT 039793104 612 17000 X 1 17000 0 0 Argon St Inc Com 040149106 5,680 160000 X 1 160000 0 0 ArthroCare Corp Com 043136100 3,843 110000 X 1 110000 0 0 Aspen Technology Inc Com 045327103 197 37850 X 1 37850 0 0 Astoria Financial Corp Com 046265104 18,816 660915 X 1 660915 0 0 AtheroGenics Inc Com 047439104 10,937 684400 X 1 684400 0 0 Atmos Energy Corp Com 049560105 22,931 796200 X 1 796200 0 0 Atwood Oceanics Inc Com 050095108 10,718 174100 X 1 174100 0 0 Autodesk Inc. Com 052769106 26 750 X 1 750 0 0 Autoliv Inc Com 052800109 300 6850 X 1 6850 0 0 AUTOMATIC DATA PROCES Com 053015103 26,600 633,783 X 1 618246 710 14,827 AvalonBay Communities Inc. REIT 053484101 2,262 28000 X 1 28000 0 0 Avocent Corporation Com 053893103 425 16250 X 1 16250 0 0 BB&T Corp Com 054937107 76,129 1904661 X 1 1904661 0 0 BAC Capital Trust V PFD 055184204 380 15000 X 1 15000 0 0 BAC Capital Trust IV PFD 055185201 16,189 643700 X 1 643700 0 0 BAC Capital Trust I PFD 055187207 413 16000 X 1 16000 0 0 BAC Capital Trust II PFD 055188205 2,855 109600 X 1 109600 0 0 BJ Services Co. Com 055482103 4,623 88100 X 1 88100 0 0 BP PLC ADR 055622104 24,851 398375 X 1 398375 0 0 Baltimore Gas & Electric PFD 059165688 2,096 20250 X 1 20250 0 0 Baltimore Gas & Electric PFD 059165761 22,256 213870 X 1 213870 0 0 Bancorpsouth Inc Com 059692103 901 38167 X 1 38167 0 0 Bank of America Corp Com 060505104 190,811 4183545 X 1 4183545 0 0 Bank America Corp PFD 060505708 18,968 352900 X 1 352900 0 0 Bank of New York Co Inc Com 064057102 103,156 3584294 X 1 3584294 0 0 Bear Stearns Cos Inc/The PFD 073902702 26,837 521100 X 1 521100 0 0 Bear Stearns Cos Inc/The PFD 073902868 26,408 529850 X 1 529850 0 0 Bear Stearns Cos Inc/The PFD 073902876 16,488 329760 X 1 329760 0 0 Beckman Coulter Inc Com 075811109 172 2700 X 1 2700 0 0 Becton Dickinson & Co Com 075887109 192 3650 X 1 3650 0 0 Benjamin Franklin Bancorp Inc Com 082073107 173 15000 X 1 15000 0 0 Berkshire Hathaway Inc-Cl A Com 084670108 2,923 35 X 1 35 0 0 Berkshire Hathaway Inc. Com 084670207 61 22 X 1 22 0 0 Beverly National Corp Com 088115100 1,237 47500 X 1 47500 0 0 Biomet Inc Com 090613100 3,464 100000 X 1 100000 0 0 BiolLase Technology Inc Com 090911108 2,377 376100 X 1 376100 0 0 Black Hills Corp Com 092113109 16,730 454000 X 1 454000 0 0 Boeing Co Com 097023105 353 5350 X 1 5350 0 0 BorgWarner Inc Com 099724106 123 2300 X 1 2300 0 0 Boston Edison Company PFD 100599208 10,396 122309 X 1 122309 0 0 Boston Edison Company PFD 100599307 13,479 142258 X 1 142258 0 0 Boston Private Fincl Holdings Inc Com 101119105 3,780 150000 X 1 150000 0 0 Boston Properties Inc REIT 101121101 2,100 30000 X 1 30000 0 0 Boston Scientific Corp Com 101137107 16,732 619700 X 1 619700 0 0 Brandywine Realty Trust REIT 105368203 570 18600 X 1 18600 0 0 Broadcom Corp Com 111320107 3,441 96900 X 1 96900 0 0 Brocade Communications Systems Com 111621108 124 32000 X 1 32000 0 0 Brookfield Properties Co Com 112900105 972 33750 X 1 33750 0 0 Brush Engineered Materials Inc Com 117421107 1,426 100000 X 1 100000 0 0 Bryn Mawr Bank Corp. Com 117665109 6,455 337800 X 1 337800 0 0 CBL & Associates Properties REIT 124830100 1,525 35400 X 1 35400 0 0 CIT Group Inc Com 125581108 11,034 256780 X 1 256780 0 0 CVS Corp. Com 126650100 20,349 700000 X 1 700000 0 0 CACI International Inc Com 127190304 316 5000 X 1 5000 0 0 Cadence Design Systems Inc Com 127387108 1,790 131050 X 1 131050 0 0 Caliper Life Sciences Inc Com 130872104 7,628 1362204 X 1 1362204 0 0 Camden National Corp. Com 133034108 4,585 140000 X 1 140000 0 0 Canadian Natural Resources Ltd Com 136385101 30,483 837900 X 1 837900 0 0 Canon Inc ADR 138006309 91 1732 X 1 1732 0 0 Capital City Bank Group Inc Com 139674105 3,260 80698 X 1 80698 0 0 Capital Automotive Reit Com 139733109 382 10000 X 1 10000 0 0 Caremark Rx Inc Com 141705103 9,702 217930 X 1 217930 0 0 Carolina Power & Light Co PFD 144141207 3,479 41151 X 1 41151 0 0 Carolina Power & Light Co PFD 144141405 11,600 122100 X 1 122100 0 0 CarrAmerica Realty Corp. REIT 144418100 687 19000 X 1 19000 0 0 Cascade Bancorp Com 147154108 4,731 224877 X 1 224877 0 0 Catellus Development Corp REIT 149113102 744 22681 X 1 22681 0 0 Caterpillar Inc Com 149123101 16,489 173000 X 1 173000 0 0 Celadon Group Inc Com 150838100 3,834 225000 X 1 225000 0 0 Celgene Corp. Com 151020104 8,969 220000 X 1 220000 0 0 CENDANT CORP Com 151313103 782 34,964 X 1 18354 0 16,610 Centerpoint Properties Corp. REIT 151895109 529 12500 X 1 12500 0 0 AmerenCILCO PFD 153645304 735 7460 X 1 7460 0 0 Central Maine Power Company PFD 154051866 961 11015 X 1 11015 0 0 Cephalon Inc Com 156708109 199 5000 X 1 5000 0 0 Charles River Laboratories Intl Com 159864107 4,873 101000 X 1 101000 0 0 The Cheescake Factory Com 163072101 299 8600 X 1 8600 0 0 Chevron Corporation Com 166764100 27,546 492600 X 1 492600 0 0 Chicago Bridge & Iron Co NV ADR 167250109 1,907 83422 X 1 83422 0 0 Chittenden Corp Com 170228100 34,533 1269603 X 1 1269603 0 0 ChoicePoint Inc Com 170388102 336 8400 X 1 8400 0 0 Cinergy Corp Com 172474108 31,154 695100 X 1 695100 0 0 Cintas Corp. Com 172908105 1,930 50000 X 1 50000 0 0 CITIGROUP INC Com 172967101 193,026 4,175,332 X 1 4168414 0 6,918 Citigroup Inc PFD 172967309 1,501 28500 X 1 28500 0 0 Citigroup Inc PFD 172967507 9,888 192000 X 1 192000 0 0 Citigroup Inc PFD 172967705 17,596 329700 X 1 329700 0 0 Citigroup Capital X PFD 173064205 20,922 828600 X 1 828600 0 0 Citigroup Capital IX PFD 173066200 18,420 733000 X 1 733000 0 0 City Holding Co Com 177835105 5,637 154356 X 1 154356 0 0 City National Corp. Com 178566105 62,368 869727 X 1 869727 0 0 Clarcor Inc Com 179895107 10,863 371400 X 1 371400 0 0 Clean Harbors Inc Com 184496107 4,305 198550 X 1 198550 0 0 Clear Channel Communications Com 184502102 9 300 X 1 300 0 0 Cleveland Electric Fing Trust I PFD 186127205 6,410 237400 X 1 237400 0 0 Coach Inc Com 189754104 5,573 166000 X 1 166000 0 0 Coastal Financial Trust PFD 190463208 32,621 1306400 X 1 1306400 0 0 CoBiz Inc Com 190897108 573 31600 X 1 31600 0 0 COCA COLA CO Com 191216100 4,604 110,267 X 1 101017 450 8,800 Cognex Corp Com 192422103 7,509 286700 X 1 286700 0 0 COLGATE PALMOLIVE CO Com 194162103 18,700 374,664 X 1 362163 490 12,011 Colonial Bancgroup Inc Com 195493309 36,033 1633412 X 1 1633412 0 0 Colt Telecom Group Plc WTS 196877112 27 5000 X 1 5000 0 0 Columbia Bancorp Com 197227101 3,281 90000 X 1 90000 0 0 Columbia Bancorp/Or Com 197231103 922 48500 X 1 48500 0 0 Columbia Banking System Inc Com 197236102 2,347 95325 X 1 95325 0 0 Comerica Inc Com 200340107 52,546 909097 X 1 909097 0 0 Commerce Bancshares Inc Com 200525103 57,748 1145565 X 1 1145565 0 0 Commercial Bankshares Inc/Fl Com 201607108 14,892 383710 X 1 383710 0 0 Community Banks Inc. Com 203628102 2,723 105056 X 1 105056 0 0 Community Health Systems Inc. Com 203668108 3,023 80000 X 1 80000 0 0 Comverse Technology Inc Com 205862402 6,300 266400 X 1 266400 0 0 Concur Technologies Inc Com 206708109 381 36500 X 1 36500 0 0 Connecticut Light and Power Co PFD 207597709 1,027 20686 X 1 20686 0 0 Connecticut Light and Power Co PFD 207597774 361 7224 X 1 7224 0 0 Connecticut Light and Power Co PFD 207597782 759 18294 X 1 18294 0 0 Connecticut Light and Power Co PFD 207597832 1,065 27255 X 1 27255 0 0 Connetics Corp Com 208192104 88 5000 X 1 5000 0 0 Conseco Inc Com 208464883 12,608 577800 X 1 577800 0 0 Consolidated Edison Co of NY PFD 209111707 2,790 30000 X 1 30000 0 0 Consolidated Edison Inc Com 209115104 31,856 680100 X 1 680100 0 0 Consolidated Edison Inc PFD 209115203 1,488 56000 X 1 56000 0 0 Corning Inc Com 219350105 78 4700 X 1 4700 0 0 Cost Plus Inc. /California Com 221485105 12,859 515600 X 1 515600 0 0 Countrywide Financial Corp Com 222372104 31,583 817998 X 1 817998 0 0 Cousins Properties Inc. REIT 222795106 382 12900 X 1 12900 0 0 Covance Inc. Com 222816100 4,342 96775 X 1 96775 0 0 Crescent Real Estate EQT Co. REIT 225756105 555 29600 X 1 29600 0 0 Crown Holdings Inc Com 228368106 20,057 1409500 X 1 1409500 0 0 Cubist Pharmaceuticals Inc Com 229678107 1,646 125000 X 1 125000 0 0 Cullen/Frost Bankers Inc Com 229899109 64,862 1361225 X 1 1361225 0 0 Cumulus Media Inc. Com 231082108 7,681 652050 X 1 652050 0 0 DNB Financial Corp. Com 233237106 1,846 69121 X 1 69121 0 0 DTE Energy Co Com 233331107 51,788 1107300 X 1 1107300 0 0 DTE Energy Co PFD 233331206 31,265 1240200 X 1 1240200 0 0 Daktronics Inc Com 234264109 1,363 68140 X 1 68140 0 0 Danaher Corp Com 235851102 7,600 145200 X 1 145200 0 0 Delmarva Power & Light Co PFD 247109200 1,050 13109 X 1 13109 0 0 Delta Petroleum Corp Com 247907207 2,114 149700 X 1 149700 0 0 Denbury Resources Inc Com 247916208 16,053 403650 X 1 403650 0 0 Deutsche Telekom ADR 251566105 152 8253 X 1 8253 0 0 Developers Diversified Realty REIT 251591103 1,489 32400 X 1 32400 0 0 Digene Corporation Com 253752109 13,493 487450 X 1 487450 0 0 Walt Disney Co Com 254687106 16,657 661509 X 1 661509 0 0 Dobson Communications Corp. Com 256069105 852 200000 X 1 200000 0 0 Dobson Communications Corp Pfd Srs PFD 256069402 1,002 8000 X 1 8000 0 0 Dobson Communications Corp Com 256069998 2,194 514912 X 1 514912 0 0 Wts Frac Doe Run Resources Corp WTS 256582115 0 27 X 1 27 0 0 Wts Frac Doe Run Resources Corp WTS 256582982 0 1 X 1 1 0 0 Dominion Cng Capital Trust I PFD 257206201 10,563 403476 X 1 403476 0 0 Dover Corp. Com 260003108 24,735 679907 X 1 679907 0 0 EI Du Pont de Nemours & Co PFD 263534307 3,256 33900 X 1 33900 0 0 Duke Energy Corp Com 264399106 23,528 791400 X 1 791400 0 0 Duke Realty Corp REIT 264411505 1,266 40000 X 1 40000 0 0 Duke Realty Corp PFD 264411745 8,828 352680 X 1 352680 0 0 Duke Realty Corp PFD 264411760 9,868 393600 X 1 393600 0 0 Duke Realty Corp PFD 264411778 29,677 1158125 X 1 1158125 0 0 Duke Realty Corp PFD 264411885 13,739 262480 X 1 262480 0 0 Duquesne Light PFD 266228824 38,908 746800 X 1 746800 0 0 EMC Corp/Massachusetts Com 268648102 1,581 115286 X 1 115286 0 0 E*Trade Financial Corporation Com 269246104 212 15150 X 1 15150 0 0 Eaton Vance Corp Com 278265103 658 27500 X 1 27500 0 0 EBAY INC Com 278642103 953 28,858 X 1 21478 330 7,050 El Paso Electric Co Com 283677854 52 2560 X 1 2560 0 0 ELECTRONIC ARTS INC Com 285512109 1,749 30,898 X 1 23008 350 7,540 Emerson Electric Co. Com 291011104 28,663 457650 X 1 457650 0 0 The Empire District Electric Co Com 291641108 10,264 428400 X 1 428400 0 0 Encana Corp Com 292505104 1,517 38320 X 1 38320 0 0 Engineered Support Systems Com 292866100 23,531 656750 X 1 656750 0 0 Enterprises Capital Trust I PFD 293701207 12,799 508100 X 1 508100 0 0 EQUITABLE RES INC Com 294549100 311 4,570 X 1 2,020 0 2,550 Equity Office Properties Trust REIT 294741103 3,346 101078 X 1 101078 0 0 ESCO Technologies Inc Com 296315104 9,843 97650 X 1 97650 0 0 Essex Property Trust Inc. REIT 297178105 880 10600 X 1 10600 0 0 Eurobancshares Inc Com 298716101 5,232 326000 X 1 326000 0 0 Euronet Worldwide Inc Com 298736109 12,645 435000 X 1 435000 0 0 Expeditors Intl Washington Com 302130109 311 6250 X 1 6250 0 0 Eyetech Pharmaceuticals Inc Com 302297106 102 8040 X 1 8040 0 0 FNB Corp Com 302520101 17,058 868072 X 1 868072 0 0 FPC Capital I PFD 302552203 53,871 2136888 X 1 2136888 0 0 FPL Group Inc PFD 302571401 24,035 372000 X 1 372000 0 0 FTI Consulting Inc Com 302941109 5,225 250000 X 1 250000 0 0 Factset Research Systems Com 303075105 1,613 45000 X 1 45000 0 0 Fairmont Hotels Resorts Inc Com 305204109 221 6350 X 1 6350 0 0 Faro Technologies Inc Com 311642102 7,150 262300 X 1 262300 0 0 FREDDIE MAC Com 313400301 30,996 475,180 X 1 471800 0 3,380 Fannie Mae Com 313586109 24,058 411950 X 1 411950 0 0 Fannie Mae PFD 313586794 721 13000 X 1 13000 0 0 Fannie Mae PFD 313586844 5,280 120000 X 1 120000 0 0 Federated Investors Inc Com 314211103 900 30000 X 1 30000 0 0 F5 Networks Inc Com 315616102 6,711 142072 X 1 142072 0 0 Fifth Third Bancorp Com 316773100 94,381 2290243 X 1 2290243 0 0 Financial Institutions Inc. Com 317585404 1,315 73000 X 1 73000 0 0 First Bancorp North Carolina Com 318910106 410 18533 X 1 18533 0 0 First Charter Corp. Com 319439105 1,773 80700 X 1 80700 0 0 First Data Corp Com 319963104 11,807 294148 X 1 294148 0 0 First Financial Holdings Inc Com 320239106 1,211 40500 X 1 40500 0 0 First Horizon National Corp Com 320517105 76,278 1807530 X 1 1807530 0 0 First Midwest Bancorp Inc/Il Com 320867104 5,979 170000 X 1 170000 0 0 First National Lincoln Corp Com 335716106 2,490 146499 X 1 146499 0 0 First Republic Bank Com 336158100 9,208 260615 X 1 260615 0 0 First State Bancorporation Com 336453105 2,797 145000 X 1 145000 0 0 Fiserv Inc Com 337738108 13,882 323205 X 1 323205 0 0 FirstMerit Corporation Com 337915102 9,830 376500 X 1 376500 0 0 Fisher Scientific Intl Inc Com 338032204 3,148 48500 X 1 48500 0 0 Ford Motor Co PFD 345370852 19,125 906385 X 1 906385 0 0 FORD MTR CO DEL Com 345370860 247 24,110 X 1 10,060 0 14,050 Ford Motor Credit Company PFD 345397202 1,196 55000 X 1 55000 0 0 Ford Motor Credit Co PFD 345397301 9,746 440600 X 1 440600 0 0 FormFactor Inc Com 346375108 7,926 300000 X 1 300000 0 0 Forward Air Corporation Com 349853101 6,678 236225 X 1 236225 0 0 Franklin Resources Inc Com 354613101 9,776 127000 X 1 127000 0 0 Fuji Photo Film Company Limited ADR 359586302 51 1550 X 1 1550 0 0 Fulton Financial Corp. Com 360271100 24,958 1386583 X 1 1386583 0 0 GATX Corp Com 361448103 5,785 167690 X 1 167690 0 0 Gannett Co Inc Com 364730101 2,134 30000 X 1 30000 0 0 Gap Inc/The Com 364760108 23,671 1198520 X 1 1198520 0 0 Genentech Inc Com 368710406 14,049 175000 X 1 175000 0 0 General Dynamics Corp Com 369550108 12,268 112000 X 1 112000 0 0 General Electric Co Com 369604103 45,881 1324125 X 1 1324125 0 0 General Electric Capital Corp PFD 369622493 12,932 509930 X 1 509930 0 0 General Electric Capital Corp PFD 369622519 5,025 194020 X 1 194020 0 0 General Growth Properties Inc REIT 370021107 3,190 77630 X 1 77630 0 0 General Motors Corp PFD 370442725 14,014 696194 X 1 696194 0 0 General Motors Corp PFD 370442758 13,941 701600 X 1 701600 0 0 General Motors Corp PFD 370442766 6,348 302125 X 1 302125 0 0 General Motors Corp PFD 370442774 7,985 393141 X 1 393141 0 0 General Motors Corp PFD 370442816 9,295 466600 X 1 466600 0 0 GENZYME CORP COM-GEN Com 372917104 8,583 142,844 X 1 135485 330 7,029 Georgia Power Company PFD 373334523 35,453 1384897 X 1 1384897 0 0 Getty Realty Corp REIT 374297109 443 16000 X 1 16000 0 0 Gilead Sciences Inc Com 375558103 11,085 252000 X 1 252000 0 0 GILLETTE CO Com 375766102 1,410 27,844 X 1 18,033 240 9,571 Glasstech Class B Com 377265707 0 4430 X 1 4430 0 0 Glasstech Inc Cl C Com 377265806 0 10 X 1 10 0 0 Glasstech Inc PFD 377265863 286 286 X 1 286 0 0 Glasstech Inc Series B PFD 377265871 1,439 4476 X 1 4476 0 0 Glasstech Inc Preferred Series C PFD 377265889 0 11 X 1 11 0 0 Golden West Financial Corp. Com 381317106 10,687 166000 X 1 166000 0 0 Granite Broadcasting Corp. PFD 387241508 3,571 11710 X 1 11710 0 0 Great Plains Energy Inc Com 391164100 4,305 135000 X 1 135000 0 0 Great Plains Energy Inc PFD 391164407 1,856 23638 X 1 23638 0 0 Great Plains Energy Inc PFD 391164506 1,032 12510 X 1 12510 0 0 Great Plains Energy Inc PFD 391164605 55,219 1963700 X 1 1963700 0 0 Heco Capital Trust III PFD 404156200 17,856 695600 X 1 695600 0 0 Hancock Holding Co Com 410120109 19,439 565094 X 1 565094 0 0 Harley-Davidson Inc Com 412822108 2,728 55000 X 1 55000 0 0 Harleysville National Corp. Com 412850109 3,191 137776 X 1 137776 0 0 Hartford Financial Services Group Com 416515104 40,920 547210 X 1 547210 0 0 Hartford Life Capital II PFD 416591204 258 10000 X 1 10000 0 0 Health Care Pptys Com 421915109 1,060 39200 X 1 39200 0 0 Healthcare Realty Trust Inc REIT 421946104 463 12000 X 1 12000 0 0 HealthExtras Inc Com 422211102 6,021 300000 X 1 300000 0 0 Heinz (H.J.) Co. Com 423074103 239 6750 X 1 6750 0 0 HemoSense Inc Com 423691104 825 150000 X 1 150000 0 0 Jack Henry & Associates Inc Com 426281101 304 16600 X 1 16600 0 0 HEWLETT PACKARD CO Com 428236103 1,700 72,305 X 1 61565 0 10,740 Hibernia Corp Com 428656102 24,022 724000 X 1 724000 0 0 Highwoods Properties Inc. REIT 431284108 470 15800 X 1 15800 0 0 Hilton Hotels Corp. Com 432848109 358 15000 X 1 15000 0 0 Hilton Hotels Corp PFD 432848307 9,502 361700 X 1 361700 0 0 Hingham Institution for Savings Com 433323102 3,360 80000 X 1 80000 0 0 Hollinger International - Class A Com 435569108 96 9600 X 1 9600 0 0 HOME DEPOT INC Com 437076102 5,142 132,175 X 1 119225 570 12,380 Home Properties Inc REIT 437306103 602 14000 X 1 14000 0 0 HOSPIRA INC Com 441060100 23,801 610,280 X 1 601045 0 9,235 Hudson City Bancorp Inc Com 443683107 20,196 1770000 X 1 1770000 0 0 Hudson United Bancorp Com 444165104 21,435 593759 X 1 593759 0 0 Human Genome Sciences Inc. Com 444903108 290 25000 X 1 25000 0 0 Hydril Com 448774109 11,832 217700 X 1 217700 0 0 Icos Corporation Com 449295104 106 5000 X 1 5000 0 0 IDX Systems Corp. Com 449491109 2,411 80000 X 1 80000 0 0 I-Flow Corp Com 449520303 1,880 113000 X 1 113000 0 0 IBERIABANK Corporation Com 450828108 5,169 83900 X 1 83900 0 0 Illinois Tool Works Com 452308109 2,486 31200 X 1 31200 0 0 Independent Bank Corp.- Mass Com 453836108 20,734 735000 X 1 735000 0 0 Independent Bank Corp.- Mich Com 453838104 16,328 574106 X 1 574106 0 0 Indesco International Inc Com 454071101 794 168966 X 1 168966 0 0 IndyMac Bancorp Inc Com 456607100 305 7500 X 1 7500 0 0 Infosys Technologies Limited ADR 456788108 52 676 X 1 676 0 0 ING Group NV PFD 456837202 58,745 2246470 X 1 2246470 0 0 ING Groep NV PFD 456837301 16,890 641000 X 1 641000 0 0 ING Groep NV PFD 456837400 5,539 218693 X 1 218693 0 0 Integra LifeSciences Holdings Corp Com 457985208 8,385 287150 X 1 287150 0 0 INTEL CORP Com 458140100 3,317 127,311 X 1 116741 0 10,570 Inter-Tel Inc Com 458372109 3,722 200000 X 1 200000 0 0 Intermagnetics General Corp Com 458771102 12,454 404866 X 1 404866 0 0 International Bancshares Corp Com 459044103 5,668 200338 X 1 200338 0 0 Intl Business Machines Corp Com 459200101 34,774 468659 X 1 468659 0 0 Interstate Power & Light Co PFD 461070864 15,373 559000 X 1 559000 0 0 Interstate Power & Light Co PFD 461070872 60,798 1820300 X 1 1820300 0 0 Intuit Inc Com 461202103 871 19303 X 1 19303 0 0 Isle of Capri Casinos Inc Com 464592104 18,969 724020 X 1 724020 0 0 Itron Inc Com 465741106 14,680 328550 X 1 328550 0 0 IVAX Corp. Com 465823102 5,665 263500 X 1 263500 0 0 Jabil Circuit Inc Com 466313103 2,729 88800 X 1 88800 0 0 Jacobs Engineering Group Inc Com 469814107 328 5825 X 1 5825 0 0 Jarden Corp Com 471109108 19,306 358050 X 1 358050 0 0 JOHNSON & JOHNSON Com 478160104 48,228 741,964 X 1 730017 560 11,387 Johnson Controls Inc Com 478366107 14,512 257620 X 1 257620 0 0 Jos A Bank Clothiers Inc Com 480838101 12,626 291600 X 1 291600 0 0 Joy Global Inc Com 481165108 5,122 152500 X 1 152500 0 0 JPMChase Capital XVI PFD 481228203 1,647 65000 X 1 65000 0 0 KCS Energy Inc Com 482434206 4,256 245000 X 1 245000 0 0 KLA-Tencor Corp Com 482480100 430 9850 X 1 9850 0 0 Kaiser Group PLC PFD Stck Rght 483058111 0 68021 X 1 68021 0 0 Kaiser Group Holdings Inc Com 483059101 2,344 81949 X 1 81949 0 0 Kaiser Group Holdings Inc PFD 483059200 1,162 21132 X 1 21132 0 0 Kensey Nash Corp Com 490057106 5,189 171600 X 1 171600 0 0 Keycorp Com 493267108 59,436 1792934 X 1 1792934 0 0 Kindred Healthcare Inc Com 494580103 172 4340 X 1 4340 0 0 Koninklijke Philips Elctrncs N.V. ADR 500472303 53 2108 X 1 2108 0 0 Kronos Inc Com 501052104 1,333 33000 X 1 33000 0 0 Kyphon Inc Com 501577100 5,690 163550 X 1 163550 0 0 LSB Bancshares Inc. Com 502158108 1,015 56512 X 1 56512 0 0 LTX Corp. Com 502392103 301 60750 X 1 60750 0 0 L-3 Communications Holdings Inc Com 502424104 479 6250 X 1 6250 0 0 Labor Ready Inc Com 505401208 9,597 411700 X 1 411700 0 0 Lakeland Financial Corp Com 511656100 1,017 25000 X 1 25000 0 0 Estee Lauder Companies Inc Com 518439104 2,700 69000 X 1 69000 0 0 Leap Wireless International Inc Com 521863308 364 13110 X 1 13110 0 0 Leggett & Platt Inc. Com 524660107 18,312 688925 X 1 688925 0 0 Legg Mason Inc Com 524901105 22,654 217600 X 1 217600 0 0 Lehman Brothers Holdings Inc Com 524908100 30,380 306000 X 1 306000 0 0 Lehman Brothers Holdings Inc PFD 524908704 43,635 864060 X 1 864060 0 0 Lehman Brothers Holdings Inc PFD 524908720 5,021 193500 X 1 193500 0 0 Lehman Brothers Holdings Inc PFD 524908886 37,004 747550 X 1 747550 0 0 Lexicon Genetics Inc/tx Com 528872104 464 94000 X 1 94000 0 0 Lexmark International Inc. Com 529771107 3,648 56277 X 1 56277 0 0 Liberty Global Inc-A Com 530555101 25,066 537100 X 1 537100 0 0 LIBERTY MEDIA CORP SE Com 530718105 381 37,349 X 1 15,245 0 22,104 Liberty Property Trust REIT 531172104 1,285 29000 X 1 29000 0 0 Life Sciences Research Inc Com 532169109 179 15000 X 1 15000 0 0 Eli Lilly & Co Com 532457108 5,585 100250 X 1 100250 0 0 Linear Technology Corp. Com 535678106 12,842 350000 X 1 350000 0 0 LoJack Corporation Com 539451104 2,707 154132 X 1 154132 0 0 Lowe's Companies Com 548661107 30,348 521265 X 1 521265 0 0 MGI Pharma Inc Com 552880106 3,003 138000 X 1 138000 0 0 Macerich Co/The REIT 554382101 1,609 24000 X 1 24000 0 0 Mack-Cali Realty Corp. REIT 554489104 974 21500 X 1 21500 0 0 Macrovision Corp Com 555904101 17,940 795900 X 1 795900 0 0 Magellan Health Services Inc Com 559079207 18,101 512636 X 1 512636 0 0 Magma Design Automation Inc Com 559181102 505 60350 X 1 60350 0 0 Manhattan Associates Inc Com 562750109 626 32600 X 1 32600 0 0 Manitoba Telecom Services Inc Com 563486109 42 910 X 1 910 0 0 Manor Care Inc Com 564055101 1,391 35000 X 1 35000 0 0 MarineMax Inc Com 567908108 903 28900 X 1 28900 0 0 Marsh & McLennan Cos Inc Com 571748102 7,428 268150 X 1 268150 0 0 Marshall & Ilsley Corp Com 571834100 97,956 2203735 X 1 2203735 0 0 Martek Biosciences Corp Com 572901106 5,438 143300 X 1 143300 0 0 Massachusetts Electric Co PFD 575634308 669 6166 X 1 6166 0 0 Massey Energy Co Com 576206106 61 1610 X 1 1610 0 0 McData Corporation Com 580031201 153 38300 X 1 38300 0 0 MCDONALDS CORP Com 580135101 7,273 262,090 X 1 254850 0 7,240 Measurement Specialties Inc Com 583421102 10,154 437500 X 1 437500 0 0 Medarex Inc. Com 583916101 271 32500 X 1 32500 0 0 Medicines Co Com 584688105 24,073 1029180 X 1 1029180 0 0 Medicis Pharmaceutical Corp-CL A Com 584690309 6,981 220000 X 1 220000 0 0 MEDTRONIC INC Com 585055106 47,191 911,207 X 1 898213 570 12,424 Mercantile Bankshares Corp Com 587405101 58,103 1127550 X 1 1127550 0 0 Merrill Lynch & Co Inc Com 590188108 45,554 828100 X 1 828100 0 0 MICROSOFT CORP Com 594918104 61,589 2,479,428 X 1 2440398 1,230 37,800 Microsemi Corporation Com 595137100 8,809 468550 X 1 468550 0 0 Mid-State Bancshares Com 595440108 1,389 50000 X 1 50000 0 0 The Middleby Corporation Com 596278101 2,950 55800 X 1 55800 0 0 MILLIPORE CORP Com 601073109 491 8,660 X 1 3,380 0 5,280 Mills Corp REIT 601148109 1,143 18800 X 1 18800 0 0 Monongahela Power Company PFD 610202400 1,906 24100 X 1 24100 0 0 Monongahela Power Pfd Series D PFD 610202509 2,456 24931 X 1 24931 0 0 Monongahela Power Company PFD 610202848 34,090 339200 X 1 339200 0 0 Monster Worldwide Inc Com 611742107 4,944 172400 X 1 172400 0 0 MORGAN STANLEY Com 617446448 21,297 405,890 X 1 400680 0 5,210 Morgan Stanley Capital Trust III PFD 617460209 27,702 1101904 X 1 1101904 0 0 Morgan Stanley Capital Trust IV PFD 617462205 13,026 517925 X 1 517925 0 0 Morgan Stanley Capital Trust V PFD 617466206 18,383 774000 X 1 774000 0 0 Motorola Inc Com 620076109 1,358 74359 X 1 74359 0 0 Multimedia Games Inc Com 625453105 5,789 525750 X 1 525750 0 0 Murphy Oil Corp. Com 626717102 10 200 X 1 200 0 0 Nabi Biopharmaceuticals Com 629519109 455 29900 X 1 29900 0 0 National City Corp Com 635405103 103,082 3021159 X 1 3021159 0 0 National Commerce Capital Trust II PFD 635458201 4,360 167100 X 1 167100 0 0 National Fuel Gas Company Com 636180101 18,965 656000 X 1 656000 0 0 National Oilwell Varco Com 637071101 300 6300 X 1 6300 0 0 Natural Rural Utility CFC PFD 637432873 1,223 50000 X 1 50000 0 0 Nektar Therapeutics Com 640268108 370 22000 X 1 22000 0 0 New Plan Excel Realty Trust REIT 648053106 965 35500 X 1 35500 0 0 New York Community Bancorp Com 649445103 2,990 165000 X 1 165000 0 0 NewAlliance Bancshares Inc Com 650203102 177 12581 X 1 12581 0 0 NEWMONT MNG CORP Com 651639106 36,890 945,170 X 1 938140 0 7,030 Nokia OYJ ADR 654902204 80 4778 X 1 4778 0 0 Nordson Corporation Com 655663102 6,590 192250 X 1 192250 0 0 North Fork Bancorporation Com 659424105 105,476 3754923 X 1 3754923 0 0 Northern Indiana Public Service Co PFD 665262200 969 11526 X 1 11526 0 0 Northern Indiana Public Service Co PFD 665262507 2,589 28863 X 1 28863 0 0 Northern Indiana Public Service Co PFD 665262606 1,538 15150 X 1 15150 0 0 Northern Indiana Public Service Co PFD 665262705 2,315 22845 X 1 22845 0 0 Northern Indiana Public Service Co PFD 665262853 1,449 14896 X 1 14896 0 0 Northern States Power PFD 665772794 13,067 491250 X 1 491250 0 0 Northern Trust Corp Com 665859104 21,623 474300 X 1 474300 0 0 Northrim Bancorp Inc Com 666762109 1,645 70053 X 1 70053 0 0 Northwest Airlines Corp Com 667280101 4,683 1027000 X 1 1027000 0 0 Northwest Natural Gas Co Com 667655104 12,428 325000 X 1 325000 0 0 Novell Inc. Com 670006105 5,374 866825 X 1 866825 0 0 Novellus Systems Inc. Com 670008101 290 11750 X 1 11750 0 0 OGE Energy Corp. Com 670837103 32,521 1123724 X 1 1123724 0 0 Ocean Spray Cranberries Inc PFD 675022404 68,636 777750 X 1 777750 0 0 Ohio Edison Co PFD 677347502 1,280 15325 X 1 15325 0 0 Omnicom Group Com 681919106 18,899 236650 X 1 236650 0 0 Oneok Inc Com 682680103 26,809 821100 X 1 821100 0 0 Oneok Inc New PFD 682680202 27,839 698600 X 1 698600 0 0 Onyx Pharmaceuticals Inc Com 683399109 203 8500 X 1 8500 0 0 Openwave Systems Inc Com 683718308 9,839 599960 X 1 599960 0 0 O'Reilly Automotive Inc Com 686091109 277 9300 X 1 9300 0 0 Orleans Homebuilders Inc Com 686588104 5,134 218850 X 1 218850 0 0 Oshkosh Truck Corp Com 688239201 9,049 115600 X 1 115600 0 0 Owens-Illinois Inc Com 690768403 5,507 219850 X 1 219850 0 0 PNC Financial Services Group Inc Com 693475105 91,024 1671400 X 1 1671400 0 0 PPG INDS INC Com 693506107 527 8,400 X 1 4670 0 3,730 PSI Energy PFD 693627879 20,337 194610 X 1 194610 0 0 Pacific Mercantile Bancorp Com 694552100 4,724 335000 X 1 335000 0 0 PacifiCare Health Systems Inc Com 695112102 3,573 50000 X 1 50000 0 0 Pan American Silver Corp Com 697900108 4,468 302100 X 1 302100 0 0 Parametric Technology Corp Com 699173100 5,607 878900 X 1 878900 0 0 Paychex Inc Com 704326107 6,508 200000 X 1 200000 0 0 Pegasus Communications Corp PFD 705904506 8,634 345350 X 1 345350 0 0 Pennfed Financial Services Com 708167101 5,294 313600 X 1 313600 0 0 Pennsylvania Real Estate Invst Tru REIT 709102107 465 9792 X 1 9792 0 0 Peoples Banctrust Co. Inc. Com 709796106 845 52800 X 1 52800 0 0 Peoples Bank Com 710198102 6,804 225000 X 1 225000 0 0 Peoples Energy Corp Com 711030106 42,730 983200 X 1 983200 0 0 Pepsico Inc Com 713448108 38,517 714195 X 1 714195 0 0 PETsMART Inc Com 716768106 300 9900 X 1 9900 0 0 PFIZER INC Com 717081103 40,400 1,464,848 X 1 1456762 0 8,086 Phelps Dodge Corp Com 717265102 2,239 24200 X 1 24200 0 0 Piedmont Natural Gas Company, Inc. Com 720186105 4,324 180000 X 1 180000 0 0 Pinnacle Airlines Corp Com 723443107 3,772 439100 X 1 439100 0 0 Pinnacle West Capital Corp. Com 723484101 10,224 230000 X 1 230000 0 0 Piper Jaffray Companies Inc Com 724078100 1,342 44100 X 1 44100 0 0 Pixar Inc Com 725811103 88 1756 X 1 1756 0 0 Placer Dome Inc Com 725906101 2,601 169100 X 1 169100 0 0 Placer Sierra Bancshares Com 726079106 1,473 54000 X 1 54000 0 0 Post Properties Inc. REIT 737464107 614 17000 X 1 17000 0 0 Power Integrations Inc Com 739276103 9,234 428100 X 1 428100 0 0 Premiere Global Services Inc Com 740585104 3,057 270810 X 1 270810 0 0 Prentiss Properties Trust REIT 740706106 521 14300 X 1 14300 0 0 PROCTER & GAMBLE COMP Com 742718109 26,817 508,384 X 1 499651 370 8,363 Progress Energy Inc Com 743263105 35,880 793100 X 1 793100 0 0 Progress Software Corp Com 743312100 7,635 253250 X 1 253250 0 0 Prologis Trust REIT 743410102 2,596 64501 X 1 64501 0 0 Prosperity Bancshares Inc Com 743606105 6,552 229000 X 1 229000 0 0 Provident Bankshares Corp. Com 743859100 11,156 349604 X 1 349604 0 0 Prudential Financial Inc Com 744320102 42,864 652810 X 1 652810 0 0 Public Servic Electric & Gas PFD 744567405 5,626 69457 X 1 69457 0 0 Pub Service Electric & Gas Co 4.3% PFD 744567504 643 7940 X 1 7940 0 0 Public Service Electric & Gas Co PFD 744567603 4,014 42860 X 1 42860 0 0 Public Svc Elec & Gas Co PFD 744567702 2,078 21930 X 1 21930 0 0 Public Service Electric & Gas PFD 744567710 13,644 131425 X 1 131425 0 0 Public Service Enterprise Group Com 744573106 31,547 518700 X 1 518700 0 0 Public Service Enterprise Group PFD 744573304 26,325 341000 X 1 341000 0 0 Puget Energy Inc Com 745310102 11,927 510150 X 1 510150 0 0 Pulte Homes Inc Com 745867101 308 3650 X 1 3650 0 0 QLT Inc Com 746927102 661 63450 X 1 63450 0 0 QLogic Corp Com 747277101 3,988 129200 X 1 129200 0 0 Qualcomm Inc Com 747525103 1,461 44258 X 1 44258 0 0 Quixote Corporation Com 749056107 4,608 235000 X 1 235000 0 0 RCN Corp Com 749361200 239 10345 X 1 10345 0 0 RAB Holdings Preferred PFD 749542981 13 86 X 1 86 0 0 RAB Holdings Com 749542999 0 204 X 1 204 0 0 Radian Group Inc Com 750236101 5,903 125000 X 1 125000 0 0 Radyne Corporation Com 750611402 3,687 425000 X 1 425000 0 0 Raven Industries Inc Com 754212108 5,295 226097 X 1 226097 0 0 Raymond James Financial Corp. Com 754730109 1,129 39950 X 1 39950 0 0 Raytheon Co Com 755111507 405 10350 X 1 10350 0 0 Realty Income Corp REIT 756109104 626 25000 X 1 25000 0 0 Regency Centers Corp REIT 758849103 1,173 20500 X 1 20500 0 0 Remington Oil & Gas Corp Com 759594302 15,076 422300 X 1 422300 0 0 Republic Bancorp Inc Com 760282103 2,093 139700 X 1 139700 0 0 ResMed Inc Com 761152107 7,058 106950 X 1 106950 0 0 Rigel Pharmaceuticals Inc Com 766559603 21,131 1060800 X 1 1060800 0 0 Rosetta Resources Inc. Com 777779109 32,000 2000000 X 1 2000000 0 0 Rowan Companies Inc. Com 779382100 5,089 171300 X 1 171300 0 0 Royal Bank Of Scotland Group PLC PFD 780097770 507 20000 X 1 20000 0 0 Royal Bank of Scotland Group Plc PFD 780097788 83,213 3421600 X 1 3421600 0 0 Royal Bank Of Scotland Group PLC PFD 780097796 933 36200 X 1 36200 0 0 Rural Cellular Corp. PFD 781904305 1,576 1695 X 1 1695 0 0 Rural Cellular Corp 12.25% 05/11 PFD 781904404 12,972 24476 X 1 24476 0 0 S&T Bancorp Inc Com 783859101 5,585 154700 X 1 154700 0 0 SEI Investments Com 784117103 118 3150 X 1 3150 0 0 ST Jude Medical Inc. Com 790849103 4,797 110000 X 1 110000 0 0 Salix Pharmaceuticals Inc Com 795435106 4,192 237350 X 1 237350 0 0 Samsung Electronics-GDR Regs GDR 796050888 4,026 16846 X 1 16846 0 0 Sandy Spring Bancorp Inc Com 800363103 578 16500 X 1 16500 0 0 SAP Aktiengesellschaft ADR 803054204 53 1232 X 1 1232 0 0 SARA LEE CORP Com 803111103 350 17,650 X 1 7,350 0 10,300 Scansource Inc. Com 806037107 9,316 216950 X 1 216950 0 0 SCRIPPS E W CO OHIO C Com 811054204 366 7,500 X 1 3,000 0 4,500 SeaChange International Inc Com 811699107 4,606 656100 X 1 656100 0 0 Seacoast Banking Corp of Florida Com 811707306 12,175 618310 X 1 618310 0 0 Security Bank Corp Com 814047106 1,603 70000 X 1 70000 0 0 Sepracor Inc Com 817315104 2,160 36000 X 1 36000 0 0 Serologicals Corporation Com 817523103 1,211 57000 X 1 57000 0 0 Sheffield Steel Corp Com 821266202 1,336 242897 X 1 242897 0 0 Shuffle Master Inc Com 825549108 8,279 295350 X 1 295350 0 0 Sierra Pacific Power Company PFD 826418709 25,931 1020893 X 1 1020893 0 0 Sierra Pacific Resources Com 826428104 15,701 1261100 X 1 1261100 0 0 Sigma-Aldrich Com 826552101 101 1800 X 1 1800 0 0 Simon Property Group Inc REIT 828806109 3,985 54971 X 1 54971 0 0 Simpson Manufacturing Co Com 829073105 6,244 204400 X 1 204400 0 0 Sonicwall Inc Com 835470105 1,288 238950 X 1 238950 0 0 Sony Corp ADR 835699307 49 1409 X 1 1409 0 0 Sotheby's Holdings Inc Com 835898107 15,861 1157760 X 1 1157760 0 0 South Carolina Electric & Gas PFD 837004829 26,010 255000 X 1 255000 0 0 South Street Financial Corp. Com 840468102 893 95000 X 1 95000 0 0 Southern Co/The Com 842587107 20,573 593400 X 1 593400 0 0 Southern Union Company Com 844030106 8,848 360410 X 1 360410 0 0 Southern Union Co. PFD 844030601 46,265 1739300 X 1 1739300 0 0 Southern Union Co PFD 844030809 1,521 30000 X 1 30000 0 0 Southwest Bancorp Inc/Oklahoma Com 844767103 2,929 143000 X 1 143000 0 0 Southwest Gas Capital II PFD 844891200 39,798 1510350 X 1 1510350 0 0 Sovereign Bancorp Inc. Com 845905108 2,467 110450 X 1 110450 0 0 SpatiaLight Inc Com 847248101 654 115320 X 1 115320 0 0 Spectralink Corp Com 847580107 4,471 425000 X 1 425000 0 0 Spincycle Inc Com 848521985 155 100834 X 1 100834 0 0 Spincycle Inc Units 848521993 2 1375 X 1 1375 0 0 Sprint Corporation Com 852061100 12,111 482700 X 1 482700 0 0 Stancorp Financial Group Com 852891100 1,110 14500 X 1 14500 0 0 STAPLES INC Com 855030102 3,310 155,493 X 1 112,403 1,950 41,140 STARBUCKS CORP Com 855244109 1,528 29,578 X 1 21,538 370 7,670 STATE STR CORP Com 857477103 110,660 2,293,476 X 1 2283174 480 9,822 Station Casinos Inc Com 857689103 302 4550 X 1 4550 0 0 Steel Dynamics Inc Com 858119100 235 8950 X 1 8950 0 0 Sterling Bancshares Inc/Tx Com 858907108 6,755 434145 X 1 434145 0 0 Stericycle Inc Com 858912108 12,643 251250 X 1 251250 0 0 Stratasys Inc Com 862685104 11,129 340550 X 1 340550 0 0 Stryker Corp. Com 863667101 3,091 65000 X 1 65000 0 0 Summit Bancshares Inc/Texas Com 866011109 5,148 297600 X 1 297600 0 0 Suncor Energy Inc Com 867229106 17,781 375770 X 1 375770 0 0 Sungard Data Systems Inc. Com 867363103 68 1944 X 1 1944 0 0 Suntrust Banks Inc Com 867914103 96,781 1339720 X 1 1339720 0 0 Superior Energy Services Inc Com 868157108 6,675 375000 X 1 375000 0 0 Susquehanna Bancshares Inc. Com 869099101 19,271 783693 X 1 783693 0 0 Symantec Corp Com 871503108 66 3022 X 1 3022 0 0 SYSCO CORP Com 871829107 22,582 623,990 X 1 611530 580 11,880 TCF Financial Corp. Com 872275102 78,491 3032900 X 1 3032900 0 0 Teco Energy Inc. Com 872375100 28,028 1482200 X 1 1482200 0 0 TLC Beatrice Intl Holders Inc Com 872543996 15 20000 X 1 20000 0 0 TNP Enterprises Inc PFD 872594403 6,506 5745 X 1 5745 0 0 TXU Corp PFD 873168884 16,862 249800 X 1 249800 0 0 Taylor Capital Group Inc Com 876851106 8,368 213200 X 1 213200 0 0 Tekelec Inc Com 879101103 20,003 1190650 X 1 1190650 0 0 Telefonos de Mexico SA de CV ADR 879403780 55 2900 X 1 2900 0 0 Telephone & Data Systems PFD 879433852 25,152 1008500 X 1 1008500 0 0 Telephone & Data Systems Inc PFD 879433878 45,885 1781930 X 1 1781930 0 0 TEVA PHARMACEUTICAL I Com 881624209 5,246 168,470 X 1 162045 325 6,100 Texas Instruments Inc Com 882508104 2,274 81005 X 1 81005 0 0 Texas Regional Bancshares Com 882673106 34,986 1147832 X 1 1147832 0 0 Texas Roadhouse Inc-Class A Com 882681109 1,163 33480 X 1 33480 0 0 Texas United Bancshares Inc Com 882838105 3,185 175000 X 1 175000 0 0 Textron Inc Com 883203101 15,170 200000 X 1 200000 0 0 Threshold Pharmaceuticals Inc Com 885807107 2,063 250000 X 1 250000 0 0 TIME WARNER INC Com 887317105 488 29,230 X 1 14,170 0 15,060 Toreador Resources Corp Com 891050106 7,736 318500 X 1 318500 0 0 Toronto-Dominion Bank Com 891160509 29,836 668809 X 1 668809 0 0 Touch America Holdings Inc PFD 891539207 162 161778 X 1 161778 0 0 Transatlantic Holdings Inc Com 893521104 3,573 64001 X 1 64001 0 0 TransCanada Corp PFD 893526723 850 32800 X 1 32800 0 0 Trident Microsystems Inc Com 895919108 5,673 250000 X 1 250000 0 0 Trico Bancshares Com 896095106 15,820 708150 X 1 708150 0 0 Trimble Navigation Limited Com 896239100 10,628 272725 X 1 272725 0 0 Trustmark Corp Com 898402102 5,823 199000 X 1 199000 0 0 II-VI Incorporated Com 902104108 6,433 349800 X 1 349800 0 0 U.S. Bancorp Com 902973304 151,763 5197378 X 1 5197378 0 0 USB Capital VI PFD 903304202 1,464 60000 X 1 60000 0 0 Umpqua Holdings Corp. Com 904214103 10,497 445901 X 1 445901 0 0 AmerenUE PFD 906548300 811 12262 X 1 12262 0 0 AmerenUE PFD 906548508 847 10370 X 1 10370 0 0 UnionBanCal Corporation Com 908906100 17,386 259800 X 1 259800 0 0 Unit Corp Com 909218109 13,447 305550 X 1 305550 0 0 United Dominion Realty Trust REIT 910197102 1,034 43000 X 1 43000 0 0 UNITED PARCEL SVC INC Com 911312106 2,073 29,981 X 1 21,815 370 7,796 US Cellular PFD 911684306 13,920 520760 X 1 520760 0 0 US Airways Group Inc Warrant WTS 911902997 0 4934 X 1 4934 0 0 US Airways Group Inc Class A Com 911905503 7 9120 X 1 9120 0 0 US Airways Group Inc Preferred PFD 911905966 0 4933 X 1 4933 0 0 US Airways Group Inc Preferred PFD 911905990 0 362 X 1 362 0 0 United Technologies Corp Com 913017109 8,812 171600 X 1 171600 0 0 Universal American Financial Corp Com 913377107 1,131 50000 X 1 50000 0 0 Universal Technical Institute Inc Com 913915104 7,136 214950 X 1 214950 0 0 Univision Communications Inc. Com 914906102 10 350 X 1 350 0 0 Univest Corp. Of PA Com 915271100 6,148 205218 X 1 205218 0 0 Urban Outfitters Inc Com 917047102 4,734 83500 X 1 83500 0 0 Valley National Bancorp Com 919794107 3,680 157386 X 1 157386 0 0 Varian Semiconductor Eqpmnt Assocs Com 922207105 302 8150 X 1 8150 0 0 VIACOM INC CL B Com 925524308 339 10,580 X 1 4,350 0 6,230 Viacom Inc PFD 925524407 1,013 40000 X 1 40000 0 0 Vicuron Pharmaceuticals Inc Com 926471103 4,185 150000 X 1 150000 0 0 Vineyard National Bancorp Co Com 927426106 8,962 283970 X 1 283970 0 0 Virginia Electric & Power Co PFD 927804500 646 6338 X 1 6338 0 0 Virginia Electric & Power Co PFD 927804625 4,733 45500 X 1 45500 0 0 Virginia Electric & Power Co PFD 927804633 3,143 30200 X 1 30200 0 0 Virginia Financial Group Inc Com 927810101 2,738 78029 X 1 78029 0 0 Virginia Power Capital Trust II PFD 928083203 32,385 1221169 X 1 1221169 0 0 Vornado Realty Trust REIT 929042109 2,999 37300 X 1 37300 0 0 Wachovia Corp Com 929903102 162,722 3280682 X 1 3280682 0 0 WAL MART STORES INC Com 931142103 4,933 102,353 X 1 93744 390 8,219 Washington Federal Inc. Com 938824109 26,486 1126098 X 1 1126098 0 0 Washington Mutual Inc Com 939322103 87,012 2138423 X 1 2138423 0 0 Waste Connections Inc. Com 941053100 16,627 445875 X 1 445875 0 0 Webster Financial Corp Com 947890109 5,141 110110 X 1 110110 0 0 Weingarten Realty Investors REIT 948741103 1,157 29500 X 1 29500 0 0 Wells Fargo & Co Com 949746101 172,072 2794278 X 1 2794278 0 0 West Coast Bancorp-Oregon Com 952145100 1,650 67583 X 1 67583 0 0 Westamerica Bancorporation Com 957090103 22,871 433075 X 1 433075 0 0 Western Alliance Bancorp Com 957638109 1,650 75000 X 1 75000 0 0 Whiting Petroleum Corp Com 966387102 283 7800 X 1 7800 0 0 Whitney Holding Corp. Com 966612103 30,518 935280 X 1 935280 0 0 WHOLE FOODS MKT INC C Com 966837106 1,102 9,320 X 1 6,830 110 2,380 Williams Cos Inc Com 969457100 15,275 803950 X 1 803950 0 0 Wilmington Trust Corp Com 971807102 12,604 350000 X 1 350000 0 0 Wilson Greatbatch Technologies Inc Com 972232102 3,467 145050 X 1 145050 0 0 Winnebago Industries Inc Com 974637100 5,306 162000 X 1 162000 0 0 Wisconsin Power & Light PFD 976826305 396 4600 X 1 4600 0 0 Wisconsin Public Service PFD 976843508 5,134 48978 X 1 48978 0 0 WRIGLEY WM JR CO Com 982526105 4,284 62,227 X 1 56257 270 5,700 XM Satellite Radio Holdings Inc. Com 983759101 43,024 1278200 X 1 1278200 0 0 Xilinx Inc. Com 983919101 47 1850 X 1 1850 0 0 Yahoo Inc Com 984332106 83 2390 X 1 2390 0 0 Yankee Candle Co Com 984757104 5,261 163900 X 1 163900 0 0 Yardville National Bancorp Com 985021104 3,482 97400 X 1 97400 0 0 Zions Bancorporation Com 989701107 111,183 1512075 X 1 1512075 0 0 Zoll Medical Corp Com 989922109 7,082 278280 X 1 278280 0 0 BT Group PLC ADR 05577E101 58 1400 X 1 1400 0 0 Petro-Canada Com 71644E102 332 5100 X 1 5100 0 0 VeriSign Inc Com 92343E102 3,161 109900 X 1 109900 0 0 Talisman Energy Inc. Com 87425E103 263 7000 X 1 7000 0 0 AmerisourceBergen Corp Com 03073E105 1,383 20000 X 1 20000 0 0 Four Seasons Hotel Inc Com 35100E104 248 3750 X 1 3750 0 0 BRE Properties REIT 05564E106 649 15500 X 1 15500 0 0 Target Corporation Com 87612E106 12,710 233600 X 1 233600 0 0 Anteon International Corp Com 03674E108 312 6850 X 1 6850 0 0 NSTAR Com 67019E107 66,531 2158000 X 1 2158000 0 0 W-H Energy Services Inc Com 92925E108 13,852 555650 X 1 555650 0 0 Encore Medical Corp Com 29256E109 821 148000 X 1 148000 0 0 Imax Corp Com 45245E109 9,940 1000000 X 1 1000000 0 0 Total SA ADR 89151E109 21,693 185650 X 1 185650 0 0 Lehman Brother Holding Cap Trust V PFD 52520E200 3,834 153900 X 1 153900 0 0 Bac Capital Trust III PFD 05518E202 577 22000 X 1 22000 0 0 Consumers Energy Finance IV PFD 21051E202 14,022 539300 X 1 539300 0 0 News Corporation Inc - Class B Com 65248E203 18,860 1118600 X 1 1118600 0 0 Countrywide Capital IV PFD 22238E206 363 14000 X 1 14000 0 0 Phoenix Companies Inc PFD 71902E208 11,756 456549 X 1 456549 0 0 ABN Amro Capital Fund Trust VI PFD 00080V203 10,224 400000 X 1 400000 0 0 AES Corp Com 00130H105 287 17500 X 1 17500 0 0 AMB Property Corp. REIT 00163T109 1,129 26000 X 1 26000 0 0 ATP Oil & Gas Corporation Com 00208J108 4,954 211700 X 1 211700 0 0 Abgenix Inc Com 00339B107 1,562 182000 X 1 182000 0 0 ABN AMRO Capital Fund Trust V PFD 00372P203 48,317 1985900 X 1 1985900 0 0 ABN Amro Capital Fund Trust VII PFD 00372Q201 41,400 1666000 X 1 1666000 0 0 Accredo Health Inc Com 00437V104 454 10000 X 1 10000 0 0 Activcard Corp Com 00506J107 175 38360 X 1 38360 0 0 Adobe Systems Inc Com 00724F101 82 2864 X 1 2864 0 0 Advance Auto Parts Inc Com 00751Y106 2,840 44000 X 1 44000 0 0 Advncd Neuromodulation Systems Inc Com 00757T101 333 8400 X 1 8400 0 0 The Advisory Board Company Com 00762W107 14,944 306600 X 1 306600 0 0 Advanced Medical Optics Inc Com 00763M108 2,425 60996 X 1 60996 0 0 Aether Systems Inc Com 00808V105 101 30750 X 1 30750 0 0 Aetna Inc-New Com 00817Y108 3,247 39200 X 1 39200 0 0 Airtran Holdings Inc Com 00949P108 612 66350 X 1 66350 0 0 Alkermes Inc Com 01642T108 132 10000 X 1 10000 0 0 Allegheny Technologies Inc. Com 01741R102 5,140 233000 X 1 233000 0 0 Alliance Capital Mngmnt Holding LP Ltd Prtnrshp 01855A101 3,506 75000 X 1 75000 0 0 ALLIANCE GAMING CORP Com 01859P609 6,075 433,330 X 1 432210 0 1,120 Allscripts Healthcare Solution Com 01988P108 26,511 1596100 X 1 1596100 0 0 Altria Group Inc Com 02209S103 23,863 369050 X 1 369050 0 0 Amegy Bancorp Inc Com 02343R102 19,010 849410 X 1 849410 0 0 American Med Sys Hldgs Com 02744M108 14,740 713800 X 1 713800 0 0 AmericanWest Bancorporation Com 03058P109 7,141 357922 X 1 357922 0 0 Ameritrade Holding Corp Com 03074K100 7,599 408750 X 1 408750 0 0 Put Analog Devices Inc Stock Op U 0326548MH 810 202500 X 1 202500 0 0 Ansys Inc Com 03662Q105 1,475 41550 X 1 41550 0 0 Apartment Investment & Mngmnt Co REIT 03748R101 1,228 30000 X 1 30000 0 0 Apartment Investment & Mngmnt Co PFD 03748R838 1,392 55000 X 1 55000 0 0 Aquantive Inc Com 03839G105 3,544 200000 X 1 200000 0 0 Aquila Inc PFD 03840P300 18,143 730407 X 1 730407 0 0 ARIAD Pharmaceuticals Inc Com 04033A100 167 25000 X 1 25000 0 0 Arris Group Inc Com 04269Q100 213 24400 X 1 24400 0 0 Aspreva Pharmaceuticals Corp Com 04538T109 1,239 80000 X 1 80000 0 0 Asset Acceptance Capital Corp Com 04543P100 2,768 106850 X 1 106850 0 0 Assurant Inc Com 04621X108 6,018 166700 X 1 166700 0 0 Avid Technology Inc Com 05367P100 320 6000 X 1 6000 0 0 Avista Corporation PFD 05379B305 19,319 187559 X 1 187559 0 0 BGE Capital Trust II PFD 05541Q206 60,461 2343453 X 1 2343453 0 0 BOK Financial Corporation Com 05561Q201 12,336 267485 X 1 267485 0 0 Bank One Capital V PFD 06423P209 531 20500 X 1 20500 0 0 Bank One Capital Trust VI PFD 06423W204 2,882 110500 X 1 110500 0 0 Bear Stearns Capital Trust III PFD 07384T206 1,052 40600 X 1 40600 0 0 Bioenvision Inc Com 09059N100 983 135000 X 1 135000 0 0 Blackrock Inc/New York Com 09247X101 11,078 137700 X 1 137700 0 0 BNY Capital IV PFD 09656G201 253 10000 X 1 10000 0 0 BNY Capital V PFD 09656H209 7,154 284461 X 1 284461 0 0 S&P 500 INDEX DEC 05 PO 1150 Stock Op U 1216200XY 615 24700 X 1 24700 0 0 CDW Corporation Com 12512N105 47 820 X 1 820 0 0 CH Energy Group Inc Com 12541M102 51,363 1056200 X 1 1056200 0 0 C H Robinson Worldwide Inc Com 12541W100 310 5325 X 1 5325 0 0 Cabot Microelectronics Corp. Com 12709P103 4,204 145000 X 1 145000 0 0 Capital One Financial Corp Com 14040H105 7,201 90000 X 1 90000 0 0 Put Capital One Financial Corp Stock Op U 14040H8MN 300 162000 X 1 162000 0 0 Cardinal Financial Corp Com 14149F109 3,146 335000 X 1 335000 0 0 Cardinal Health Inc Com 14149Y108 864 15000 X 1 15000 0 0 Charter Communications Inc Com 16117M107 2,006 1700000 X 1 1700000 0 0 China Mobile HK LTD-SP ADR ADR 16941M109 60 3236 X 1 3236 0 0 Chunghwa Telecom Co Limited ADR 17133Q205 7,608 355000 X 1 355000 0 0 Cisco Systems Inc Com 17275R102 38,637 2021795 X 1 2021795 0 0 Citigroup Capital VII PFD 17306N203 6,138 236642 X 1 236642 0 0 Citigroup Cap VIII 6.95% PFD 17306R204 20,094 783700 X 1 783700 0 0 Citigroup Capital XI PFD 17307Q205 854 34000 X 1 34000 0 0 Comcast Corp Special CL A Com 20030N200 50 1679 X 1 1679 0 0 Comerica Capital Trust I PFD 20034Y202 7,515 292400 X 1 292400 0 0 Commercial Capital Bancorp Inc Com 20162L105 7,520 450000 X 1 450000 0 0 Community Bancorp Com 20343T100 1,241 40000 X 1 40000 0 0 Compass Bancshares Inc. Com 20449H109 96,863 2152507 X 1 2152507 0 0 ConocoPhillips Com 20825C104 287 5000 X 1 5000 0 0 Corporate Backed Trst Certificates PFD 21988G296 1,641 65000 X 1 65000 0 0 Corp-Backed Trust Certs PFD 21988K875 441 18000 X 1 18000 0 0 Corporate Executive Board Company Com 21988R102 305 3900 X 1 3900 0 0 Corrections Corp of America Com 22025Y407 13,751 350350 X 1 350350 0 0 COSTCO WHSL CORP NEW Com 22160K105 1,886 42,165 X 1 27,910 430 13,825 Cyberonics Com 23251P102 5,424 125000 X 1 125000 0 0 Cytokinetics Inc Com 23282W100 118 17000 X 1 17000 0 0 DTE Energy Trust I PFD 23333Q201 12,944 494600 X 1 494600 0 0 Dsw Inc-Class A Com 23334L102 873 35000 X 1 35000 0 0 DTE Energy Trust II PFD 23334U201 199 7400 X 1 7400 0 0 DaVita Inc Com 23918K108 3,411 75000 X 1 75000 0 0 Dearborn Bancorp Inc Com 24242R108 3,998 154349 X 1 154349 0 0 DELL INC Com 24702R101 22,830 577,964 X 1 544321 1,140 32,503 Deltathree Inc Com 24783N102 177 54000 X 1 54000 0 0 Desert Community Bank/Calif Com 25037Y109 3,589 137500 X 1 137500 0 0 Devon Energy Corporation PFD 25179M202 49,664 475250 X 1 475250 0 0 Digital Insight Corporation Com 25385P106 20,474 855950 X 1 855950 0 0 DIRECTV GROUP INC Com 25459L106 20,496 1,322,301 X 1 310,636 0 11,665 Dominion Resources Inc/Va Com 25746U109 47,850 652000 X 1 652000 0 0 EOG RES INC Com 26875P101 2,588 45,560 X 1 40,010 0 5,550 EPIX Pharmaceuticals Inc Com 26881Q101 2,567 290000 X 1 290000 0 0 ev3 Inc Com 26928A200 9,383 675000 X 1 675000 0 0 East-West Bancorp Inc Com 27579R104 25,119 747800 X 1 747800 0 0 Energy East Corp. Com 29266M109 41,123 1419000 X 1 1419000 0 0 Energy East Capital Trust I PFD 29267G200 47,649 1815200 X 1 1815200 0 0 Entergy Arkansas Inc PFD 29364D308 837 9388 X 1 9388 0 0 Entergy Arkansas Inc PFD 29364D407 876 9818 X 1 9818 0 0 Entergy Arkansas Inc PFD 29364D605 1,220 11057 X 1 11057 0 0 Entergy Arkansas Inc PFD 29364D837 3,776 150466 X 1 150466 0 0 Entergy Gulf States Inc PFD 29364L847 2,846 28422 X 1 28422 0 0 Entergy Louisiana Inc PFD 29364M506 1,321 12982 X 1 12982 0 0 Entergy Mississippi Inc PFD 29364N405 795 8190 X 1 8190 0 0 Entergy Mississippi Inc PFD 29364N850 14,276 567500 X 1 567500 0 0 Entergy Mississippi Inc PFD 29364N868 13,172 503518 X 1 503518 0 0 Enterprise Capital Trust III PFD 29390B201 8,472 337800 X 1 337800 0 0 Epicor Software Corp Com 29426L108 3,328 252100 X 1 252100 0 0 Equity Residential REIT 29476L107 3,038 82500 X 1 82500 0 0 eResearch Technology Inc Com 29481V108 5,335 398413 X 1 398413 0 0 Excel Technology Inc Com 30067T103 1,966 80892 X 1 80892 0 0 Extreme Networks Inc Com 30226D106 1,360 331700 X 1 331700 0 0 EXXON MOBIL CORP Com 30231G102 48,787 848,917 X 1 842197 0 6,720 FEI Company Com 30241L109 8,338 365550 X 1 365550 0 0 FPL Group Capital Trust I PFD 30257V207 44,387 1782600 X 1 1782600 0 0 First Industrial Realty Trust REIT 32054K103 467 11700 X 1 11700 0 0 First Regional Bancorp Com 33615C101 9,923 150000 X 1 150000 0 0 Fleet Capital Trust IV PFD 33889V207 23,274 903504 X 1 903504 0 0 Fleet Capital Trust VIII PFD 33889X203 20,113 774750 X 1 774750 0 0 Fleet Capital Trust IX PFD 33889Y201 12,269 480200 X 1 480200 0 0 Put Ford Motor Co Del Stock Op U 3453709MV 333 136100 X 1 136100 0 0 Freeport-McMoran Copper & Gld Inc. Com 35671D857 17,242 460525 X 1 460525 0 0 Galaxy Nutritional Foods Inc Com 36317Q104 2,838 1364348 X 1 1364348 0 0 Gen-Probe Inc Com 36866T103 7,542 208160 X 1 208160 0 0 Genworth Financial Inc Class A Com 37247D106 14,671 485317 X 1 485317 0 0 Georgia Power Capital Trust V PFD 37333R308 9,145 350100 X 1 350100 0 0 Georgia Power Capital Trust VII PFD 37333T205 10,269 408300 X 1 408300 0 0 Glacier Bancorp Inc Com 37637Q105 10,107 386789 X 1 386789 0 0 Glenborough Realty Trust Inc REIT 37803P105 313 15200 X 1 15200 0 0 Global Imaging Systems Com 37934A100 5,735 180000 X 1 180000 0 0 Goldman Sachs Group Inc Com 38141G104 62,798 615550 X 1 615550 0 0 Google Inc Class A Com 38259P508 84 285 X 1 285 0 0 Grant Prideco Inc Com 38821G101 7,671 290000 X 1 290000 0 0 HF Holdings Inc/Deleware-Warrants WTS 40417K116 0 28092 X 1 28092 0 0 HRPT Properties Trust REIT 40426W101 267 21500 X 1 21500 0 0 HSBC USA Inc. PFD 40428H201 24,458 489150 X 1 489150 0 0 HSBC Finance Corporation PFD 40429C201 37,944 1440018 X 1 1440018 0 0 HSBC Finance Corporation PFD 40429C300 7,568 301400 X 1 301400 0 0 HSBC Finance Corporation PFD 40429C607 23,354 933000 X 1 933000 0 0 Headwaters Inc Com 42210P102 13,030 379000 X 1 379000 0 0 Health Care Reit Inc REIT 42217K106 547 14500 X 1 14500 0 0 Hospitality Properties Trust REIT 44106M102 1,058 24000 X 1 24000 0 0 Host Marriott Corp. REIT 44107P104 6,001 342900 X 1 342900 0 0 Hyperion Solutions Corp. Com 44914M104 13,879 344900 X 1 344900 0 0 IAC/InterActiveCorp Com 44919P102 48 2000 X 1 2000 0 0 iStar Financial Inc. Com 45031U101 412 9900 X 1 9900 0 0 Icon PLC - Sponsored ADR ADR 45103T107 2,256 65000 X 1 65000 0 0 Impax Laboratories Inc Com 45256B101 8,952 570200 X 1 570200 0 0 Infocrossing Inc Com 45664X109 4,863 390000 X 1 390000 0 0 Infinity Property & Casualty Corp Com 45665Q103 5,930 170000 X 1 170000 0 0 Informatica Corp Com 45666Q102 6,199 738900 X 1 738900 0 0 Infospace Inc Com 45678T201 1,095 33250 X 1 33250 0 0 Put Intel Corp Stock Op U 4581408MD 116 580000 X 1 580000 0 0 Put Intel Corp Stock Op U 4581408MX 110 220000 X 1 220000 0 0 Intersil Holding Corp Com 46069S109 267 14200 X 1 14200 0 0 Invitrogen Corp Com 46185R100 2,153 25850 X 1 25850 0 0 JP Morgan Chase Capital IX PFD 46623C202 3,506 134800 X 1 134800 0 0 JP Morgan Chase Cap X PFD 46623D200 23,702 911600 X 1 911600 0 0 JPMorgan Chase & Co Com 46625H100 130,172 3685494 X 1 3685494 0 0 JPMorgan Chase & Co PFD 46625H845 17,115 332000 X 1 332000 0 0 JP Morgan Chase Capital XI PFD 46626V207 34,441 1402900 X 1 1402900 0 0 JP Morgan Chase Capital XII PFD 48122F207 1,258 50000 X 1 50000 0 0 Keycorp Capital V PFD 49327J200 600 24200 X 1 24200 0 0 Keycorp Capital VI PFD 49327K207 353 14000 X 1 14000 0 0 KeySpan Corporation Com 49337W100 70,649 1735841 X 1 1735841 0 0 Kimco Realty Corp REIT 49446R109 2,239 38000 X 1 38000 0 0 Kimco Realty Corp PFD 49446R869 11,393 446780 X 1 446780 0 0 Kinetic Concepts Inc Com 49460W208 6,000 100000 X 1 100000 0 0 LSB Corp Com 50215P100 1,053 65000 X 1 65000 0 0 Laclede Capital Trust I PFD 50558V201 1,807 68300 X 1 68300 0 0 Lasmo USA Inc PFD 51808V207 10,350 90000 X 1 90000 0 0 Lehman Brothers Hldng Cp Trst III PFD 52519Y209 25,004 994200 X 1 994200 0 0 Lincoln National Capital VI PFD 53404M201 12,526 479000 X 1 479000 0 0 M&T Bank Corporation Com 55261F104 104,246 991310 X 1 991310 0 0 MAF Bancorp Inc. Com 55261R108 12,863 301743 X 1 301743 0 0 MBIA Inc Stock Op U 55262C8MJ 37 18500 X 1 18500 0 0 MBNA Corp Com 55262L100 19,487 744907 X 1 744907 0 0 MB Financial Inc Com 55264U108 17,828 447600 X 1 447600 0 0 Manpower Inc Com 56418H100 3,564 89600 X 1 89600 0 0 Matrixx Initiatives Inc Com 57685L105 4,620 420000 X 1 420000 0 0 Maxim Integrated Products Com 57772K101 50 1300 X 1 1300 0 0 MCKESSON HBOC INC Com 58155Q103 2,359 52,670 X 1 44430 0 8,240 MedCath Corporation Com 58404W109 2,890 104000 X 1 104000 0 0 Medco Health Solutions Inc Com 58405U102 4,802 90000 X 1 90000 0 0 Medianews Group Inc Private Equity Com 58446M101 6,843 29750 X 1 29750 0 0 Medis Technologies Ltd Com 58500P107 8,300 500000 X 1 500000 0 0 Mellon Financial Corp Com 58551A108 65,314 2276554 X 1 2276554 0 0 Merrill Lynch Prfrred Cap Trst III PFD 59021F206 28,770 1094317 X 1 1094317 0 0 ML Preferred Capital Trust IV PFD 59021G204 16,961 641252 X 1 641252 0 0 Merrill Merchants Bancshares Inc. Com 59021H103 1,670 75898 X 1 75898 0 0 Merrill Lynch Prfrred Capital Trst PFD 59021K205 28,805 1076000 X 1 1076000 0 0 METLIFE INC Com 59156R108 7,344 163,420 X 1 155520 0 7,900 Metlife Inc 6.5% Ser B PFD 59156R603 112,615 4472400 X 1 4472400 0 0 Metlife Inc-Com Equity Unit PFD 59156R702 787 30000 X 1 30000 0 0 Modtech Holdings Inc Com 60783C100 2,667 410318 X 1 410318 0 0 Morgan Stanley Capital Trust II PFD 61747N109 6,216 240200 X 1 240200 0 0 Motive Inc Com 61980V107 3,351 337450 X 1 337450 0 0 NII Holdings Inc Com 62913F201 11,496 179786 X 1 179786 0 0 NPS Pharmaceuticals Inc Com 62936P103 4,362 384350 X 1 384350 0 0 NTL Inc Com 62940M104 6,036 88220 X 1 88220 0 0 NTL Inc WTS 62940M138 28 28043 X 1 28043 0 0 NVP Capital III PFD 62944L201 12,490 498205 X 1 498205 0 0 NVP Capital I PFD 62944M209 1,408 56300 X 1 56300 0 0 National Financial Partners Corp Com 63607P208 5,449 139210 X 1 139210 0 0 Neurocrine Biosciences Inc Com 64125C109 4,164 99000 X 1 99000 0 0 Nextel Communications Inc Com 65332V103 34,550 1069321 X 1 1069321 0 0 Nexen Inc PFD 65334H508 116,177 4405663 X 1 4405663 0 0 99 Cents Only Stores Com 65440K106 2,402 188950 X 1 188950 0 0 NiSource Inc. Com 65473P105 21,631 874700 X 1 874700 0 0 Novartis AG Registered ADR ADR 66987V109 11,409 240500 X 1 240500 0 0 Novelis Inc Com 67000X106 10,797 420460 X 1 420460 0 0 Nuvelo Inc Com 67072M301 7,177 928454 X 1 928454 0 0 OPSWARE INC COM Com 68383A101 4,166 813,690 X 1 813690 0 0 Oriental Financial Group Com 68618W100 1,175 77000 X 1 77000 0 0 Oshkosh Truck Corp Stock Op U 6882399GP 14 15000 X 1 15000 0 0 PFGI Capital Corp PFD 69335W209 58,558 2148900 X 1 2148900 0 0 PLC Capital Trust IV PFD 69340N202 16,723 638275 X 1 638275 0 0 PLC Capital Trust V PFD 69340Y208 8,150 324700 X 1 324700 0 0 PPL Electric Utilities Corp PFD 69351U202 2,297 29140 X 1 29140 0 0 PPL Electric Utilities Corp PFD 69351U400 324 3670 X 1 3670 0 0 PS Business Parks Inc. REIT 69360J107 445 10000 X 1 10000 0 0 PSEG Funding Trust II PFD 69361X204 41,877 1545275 X 1 1545275 0 0 Pacific Capital Bancorp Com 69404P101 13,510 364354 X 1 364354 0 0 Pan Pacific Retail Properties Inc. REIT 69806L104 929 14000 X 1 14000 0 0 Panera Bread Co Com 69840W108 22,549 363200 X 1 363200 0 0 Pathmark Stores Inc Com 70322A101 778 88778 X 1 88778 0 0 Pathmark Stores Inc WTS 70322A119 23 62796 X 1 62796 0 0 Peregrine Systems Inc Com 71366Q200 205 9200 X 1 9200 0 0 Pharmion Corp Com 71715B409 116 5000 X 1 5000 0 0 Pinnacle Financial Partners Inc Com 72346Q104 1,872 78000 X 1 78000 0 0 Praxair Inc Com 74005P104 32,051 687800 X 1 687800 0 0 Prestige Brands Holdings Inc Com 74112D101 9,355 479750 X 1 479750 0 0 ProAssurance Corp Com 74267C106 8,461 202615 X 1 202615 0 0 Progress Energy Inc Com 743263AA3 41 337750 X 1 337750 0 0 Protein Design Labs Inc Com 74369L103 6,166 305100 X 1 305100 0 0 Public Storage Inc. REIT 74460D109 2,106 33300 X 1 33300 0 0 Public Storage PFD 74460D430 478 20000 X 1 20000 0 0 Public Storage Inc PFD 74460D554 1,747 70000 X 1 70000 0 0 Public Storage Inc PFD 74460D570 14,643 585000 X 1 585000 0 0 Public Storage Inc PFD 74460D588 26,018 989273 X 1 989273 0 0 Public Storage Inc PFD 74460D646 661 25500 X 1 25500 0 0 Public Storage Inc PFD 74460D687 16,743 643965 X 1 643965 0 0 Public Storage Inc PFD 74460D711 1,577 61300 X 1 61300 0 0 Puget Sound Energy Cap Trust PFD 74531W201 13,675 526960 X 1 526960 0 0 Quest Diagnostics Inc Com 74834L100 1,598 30000 X 1 30000 0 0 Rae Systems Inc Com 75061P102 2,128 680000 X 1 680000 0 0 Reckson Associates Realty REIT 75621K106 1,117 33300 X 1 33300 0 0 Regions Financing Trust I PFD 75914H208 1,199 46856 X 1 46856 0 0 Regions Financial Corp Com 7591EP100 44,399 1310491 X 1 1310491 0 0 RELIANT RES INC COM Com 75952B105 12,841 1,037,250 X 1 1013940 0 23,310 Retractable Technologies Com 76129W105 135 50000 X 1 50000 0 0 SBC Communications Inc Com 78387G103 39,195 1650300 X 1 1650300 0 0 SL Green Realty Corp REIT 78440X101 1,019 15800 X 1 15800 0 0 SLM Corp Com 78442P106 4,318 85000 X 1 85000 0 0 SLM Corp PFD 78442P205 24,760 434000 X 1 434000 0 0 SLM Corp PFD 78442P304 6,485 259400 X 1 259400 0 0 SNB Bancshares Inc/Texas Com 78460M209 3,850 350000 X 1 350000 0 0 Strats-Dominion PFD 78478P202 614 25000 X 1 25000 0 0 SafeNet Inc Com 78645R107 7,493 220000 X 1 220000 0 0 SanDisk Corp Com 80004C101 338 14235 X 1 14235 0 0 Banco Santander PFD 80281R300 14,443 572000 X 1 572000 0 0 Scana Corp New Com 80589M102 10,998 257500 X 1 257500 0 0 Scottish Power plc ADR 81013T705 32,040 900000 X 1 900000 0 0 Select Comfort Corporation Com 81616X103 13,812 644500 X 1 644500 0 0 Semco Capital Trust I PFD 81662F204 13,169 501669 X 1 501669 0 0 Shaw Communications Inc PFD 82028K705 34,756 1378650 X 1 1378650 0 0 Shire Pharmaceuticals Plc ADR 82481R106 19,148 583773 X 1 583773 0 0 Shurgard Storage Centers Inc. REIT 82567D104 570 12400 X 1 12400 0 0 SIRENZA MICRODEVICES Com 82966T106 1,785 518,840 X 1 518840 0 0 Sky Financial Group Inc Com 83080P103 13,973 495850 X 1 495850 0 0 Skyworks Solutions Inc Com 83088M102 5,016 680550 X 1 680550 0 0 Sonosite Inc Com 83568G104 6,670 214900 X 1 214900 0 0 Southern Corp Trust VI PFD 84264C207 2,115 79800 X 1 79800 0 0 Sovran Self Storage Inc. REIT 84610H108 273 6000 X 1 6000 0 0 Starwood Hotels & Resorts Wrldwde Com 85590A203 1,781 30400 X 1 30400 0 0 Sunterra Corp Warrant WTS 86787D117 74 30435 X 1 30435 0 0 Sunterra Corp Com 86787D208 327 20188 X 1 20188 0 0 Suntrust Capital V PFD 86789N204 264 10200 X 1 10200 0 0 Synaptics Incorporated Com 87157D109 989 46300 X 1 46300 0 0 Synovus Financial Corp. Com 87161C105 12,902 450000 X 1 450000 0 0 TD Banknorth Inc Com 87235A101 42,782 1435632 X 1 1435632 0 0 Teco Capital Trust I PFD 87875R208 30,282 1170534 X 1 1170534 0 0 Telewest Global Inc Com 87956T107 26,271 1153250 X 1 1153250 0 0 Telik Inc Com 87959M109 2,878 177000 X 1 177000 0 0 TETRA Technologies Inc Com 88162F105 7,007 220000 X 1 220000 0 0 Put Texas Instruments Inc Stock Op U 8825088MT 111 246000 X 1 246000 0 0 3M COMPANY Com 88579Y101 27,696 383,064 X 1 379604 0 3,460 Tradestation Group Inc Com 89267P105 1,655 192900 X 1 192900 0 0 Triad Hospitals Inc Com 89579K109 1,912 35000 X 1 35000 0 0 Trizec Properties Inc REIT 89687P107 1,022 49700 X 1 49700 0 0 Trump Entertainment Resorts Com 89816T103 758 55764 X 1 55764 0 0 UCBH Holdings Inc. Com 90262T308 6,787 417900 X 1 417900 0 0 USB Capital IV PFD 90334V208 10,908 417600 X 1 417600 0 0 USB Capital III PFD 90335H208 11,969 461400 X 1 461400 0 0 USB Capital V PFD 90335U209 10,824 416299 X 1 416299 0 0 USA Mobility Inc Com 90341G103 1,983 67538 X 1 67538 0 0 UBS Preferred Funding Trust III PFD 90347V203 645 25000 X 1 25000 0 0 UnitedHealth Group Incorporated Com 91324P102 9,385 180000 X 1 180000 0 0 Varian Medical Systems Inc. Com 92220P105 6,346 170000 X 1 170000 0 0 Vectren Utillity Holdings Inc PFD 92239M200 2,096 81900 X 1 81900 0 0 Vectren Corporation Com 92240G101 21,545 749900 X 1 749900 0 0 Verizon Communications Inc Com 92343V104 14,841 429560 X 1 429560 0 0 Verint Systems Inc Com 92343X100 7,252 225500 X 1 225500 0 0 Verizon New England Inc PFD 92344R201 13,281 507700 X 1 507700 0 0 Virginia Commerce Bancorp Inc Com 92778Q109 1,521 62499 X 1 62499 0 0 WGL Holdings Inc Com 92924F106 12,800 380500 X 1 380500 0 0 WPS Resources Corp Com 92931B106 34,324 610200 X 1 610200 0 0 Wachovia Corp PFD 92977V206 22,208 773800 X 1 773800 0 0 Warren Resources Inc Com 93564A100 2,997 286800 X 1 286800 0 0 WebMD Corp Com 94769M105 3,184 310000 X 1 310000 0 0 WellPoint Inc Com 94973V107 10,585 152000 X 1 152000 0 0 Wells Fargo Capital Trust V PFD 94975T209 391 15000 X 1 15000 0 0 Wells Fargo Capital Trust IV PFD 94976Y207 11,096 429400 X 1 429400 0 0 Wells Fargo Capital Trust VI PFD 94978B205 2,984 114100 X 1 114100 0 0 Wells Fargo Capital Trust VII PFD 94979B204 5,549 221950 X 1 221950 0 0 Wells Fargo Cap IX PFD 94979P203 245 10000 X 1 10000 0 0 Westar Energy Inc Com 95709T100 10,213 425000 X 1 425000 0 0 Wild Oats Markets Inc. Com 96808B107 992 86650 X 1 86650 0 0 Wintrust Financial Corp Com 97650W108 5,235 100000 X 1 100000 0 0 Wright Express Corp Com 98233Q105 9,329 505100 X 1 505100 0 0 Wright Medical Group Inc Com 98235T107 9,987 374050 X 1 374050 0 0 XM Satellite Radio Hold-CL A Stock Op U 9837599HG 25 20000 X 1 20000 0 0 XM Satellite Radio Holdings Inc. WTS 98375Y130 561 9350 X 1 9350 0 0 Xcel Energy Inc Com 98389B100 30,764 1576000 X 1 1576000 0 0 Xcel Energy Inc PFD 98389B308 6,012 74680 X 1 74680 0 0 Xcel Energy Inc PFD 98389B506 2,695 33691 X 1 33691 0 0 Xcel Energy Inc PFD 98389B605 763 9390 X 1 9390 0 0 Xcel Energy Inc PFD 98389B704 4,356 53700 X 1 53700 0 0 ZymoGenetics Inc Com 98985T109 14,409 818700 X 1 818700 0 0 Pacific & Atlantic Hldgs Inc. 7.5% PFD 99ATLATI3 0 201822 X 1 201822 0 0 Prudential Plc PFD B02FFZ2 918 35000 X 1 35000 0 0 ACE Ltd Com G0070K103 9,553 213000 X 1 213000 0 0 Amdocs Ltd Com G02602103 159 6000 X 1 6000 0 0 Apex Silver Mines Ltd Com G04074103 17,482 1272320 X 1 1272320 0 0 Arch Capital Group Ltd Com G0450A105 7,028 156000 X 1 156000 0 0 Assured Guaranty Ltd Co Com G0585R106 10,666 456610 X 1 456610 0 0 Axis Capital Holdings Limited Com G0692U109 13,909 491480 X 1 491480 0 0 Accenture Ltd Cl A Com G1150G111 818 36100 X 1 36100 0 0 Garmin Ltd Com G37260109 38 890 X 1 890 0 0 GlobalSantaFe Corp Com G3930E101 10,604 259900 X 1 259900 0 0 IPC Holdings Ltd Com G4933P101 85 2140 X 1 2140 0 0 Nabors Industries Ltd Com G6359F103 297 4900 X 1 4900 0 0 PartnerRe Ltd Com G6852T105 15,332 238000 X 1 238000 0 0 Platinum Underwriter Holdings Ltd Com G7127P100 102 3220 X 1 3220 0 0 RenaissanceRE Holdings Ltd Com G7496G103 18,502 375750 X 1 375750 0 0 Renaissancere Holdings Limited PFD G7498P309 12,001 499000 X 1 499000 0 0 Repsol International Capital Lmtd PFD G7513K103 431 17000 X 1 17000 0 0 Scottish Re Group Limited Com G7885T104 20,116 829852 X 1 829852 0 0 Seagate Technology Com G7945J104 58 3310 X 1 3310 0 0 UTI Worldwide Inc Com G87210103 6,976 100200 X 1 100200 0 0 WEATHERFORD INTL LTD Com G95089101 541 9,330 X 1 3,900 0 5,430 WILLIS GROUP HLDGS LT Com G96655108 26,502 809,950 X 1 801590 0 8,360 Alcon Inc Com H01301102 4,945 45225 X 1 45225 0 0 UBS AG - Registered Com H8920M855 18,731 240600 X 1 240600 0 0 Intel Corp Stock Op U INTCJAN06 345 300000 X 1 300000 0 0 Greater Lakes Carbon USA Inc Units JHFGLCCAR 14,519 1456241 X 1 1456241 0 0 Planet Hollywood Warrants WTS JHFPHWARR 0 2816 X 1 2816 0 0 Silver Slipper Warrants WTS JHFSSLIWW 0 1929 X 1 1929 0 0 Taro Pharmaceutical Industries Ltd Com M8737E108 9,148 314700 X 1 314700 0 0 Eagle Bulk Shipping Inc Com Y2187A101 675 50000 X 1 50000 0 0 12,758,205.66