-----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, CYI5+wOxBMm8HnRTEwRlkFPojxk34X+VqJMwc1CIEbqiuHKB/pZS9HF7/N0vyX69 akpcqSWMMmVaFS1ymIxAuQ== 0000312348-09-000018.txt : 20090213 0000312348-09-000018.hdr.sgml : 20090213 20090213153418 ACCESSION NUMBER: 0000312348-09-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090213 EFFECTIVENESS DATE: 20090213 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: 09602871 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q4complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/08 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: Don Ryan Title: Chief Compliance Officer Phone: 617-310-3650 Signature, Place and Date of Signing: /s/ Don Ryan Boston, MA 2/13/09 Signature Place Date NOTE: This filing shows the firm's convertible holdings and rights as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: 28-6808 Natixis Global Asset Management, L.P. 28-10092 Natixis Asset Management FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 897 Form 13F Information Table Value Total: $ 11,463,884 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 12/31/08 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- 3M CO COMMON 88579Y101 554 9,632 X 1 4,628 5,004 ABB LTD SPON ADR ADR 000375204 20,746 1,382,162 X 1 1,238,190 143,972 ABBOTT LABS COMMON 002824100 1,365 25,573 X 2 25,573 ABBOTT LABS COMMON 002824100 119,025 2,230,188 X 1 1,215,133 8,665 1,006,390 ABM INDUSTRIES INC COMMON 000957100 14,303 750,825 X 1 674,838 75,987 ACCENTURE LTD CL A COMMON G1150G111 2,062 62,892 X 1 12,322 50,570 ACE LTD COMMON H0023R105 232 4,393 X 1 4,393 ACTIVISION BLIZZARD INC COMMON 00507V109 355 41,135 X 2 41,135 ACTIVISION BLIZZARD INC COMMON 00507V109 31,149 3,605,215 X 1 1,906,873 6,508 1,691,834 ACTUANT CORP CL A COMMON 00508X203 12,736 669,631 X 1 539,024 130,607 ACTUANT CORP CL A COMMON 00508X203 437 22,979 X 2 22,979 ACUITY BRANDS INC COMMON 00508Y102 60 1,729 X 1 897 832 ADC TELECOMMUNICATIONS INC COMMON 000886309 4,542 830,352 X 1 747,204 83,148 ADELPHIA RECOVERY TRUST COMMON 00685R409 23 2,268,646 X 1 2,268,646 ADOBE SYS COMMON 00724F101 888 41,724 X 1 19,559 9,690 12,475 ADTRAN INC COMMON 00738A106 7,956 534,695 X 1 481,229 53,466 ADVANCE AUTO PARTS INC COMMON 00751Y106 4,669 138,744 X 1 138,744 ADVANCED MEDICAL OPTICS CV BND 00763MAK4 497 75,245 X 2 75,245 ADVANCED MEDICAL OPTICS CV BND 00763MAK4 2,917 441,338 X 1 276,235 26,592 138,512 AECOM TECHNOLOGY CORP COMMON 00766T100 4,024 130,957 X 1 130,957 AEROVIRONMENT INC COMMON 008073108 2,437 66,213 X 1 66,213 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 23 2,843 X 2 2,843 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 12,952 1,571,863 X 1 1,421,636 14,500 135,727 AETNA INC-NEW COMMON 00817Y108 508 17,809 X 1 17,809 AFFYMETRIX INC CV BND 00826TAG3 251 83,994 X 2 83,994 AFFYMETRIX INC CV BND 00826TAG3 6,949 2,324,037 X 1 2,119,364 34,726 169,946 AFLAC INC COMMON 001055102 1,524 33,238 X 1 26,407 6,831 AGNICO EAGLE MINES LTD COMMON 008474108 2,917 56,822 X 1 56,822 AIR PRODS & CHEM COMMON 009158106 215 4,282 X 1 4,282 AIRGAS INC COMMON 009363102 314 8,066 X 1 6,662 1,404 ALBERTO CULVER CO NEW COMMON 013078100 937 38,228 X 2 38,228 ALBERTO CULVER CO NEW COMMON 013078100 29,155 1,189,511 X 1 962,218 227,293 ALEXION PHARMACEUTICALS INC COMMON 015351109 4,057 112,104 X 1 112,104 ALLERGAN INC COMMON 018490102 8,117 201,316 X 1 51,199 3,782 146,335 ALLERGAN INC CV BND 018490AL6 2 47 X 1 47 ALLETE INC COMMON 018522300 18,207 564,205 X 1 475,729 88,476 ALLETE INC COMMON 018522300 382 11,852 X 2 11,852 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 465 9,987 X 2 9,987 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 16,284 349,978 X 1 285,752 64,226 ALLIANZ AG-ADR ADR 018805101 4 409 X 1 409 ALLOY INC COMMON 019855303 2,331 551,153 X 1 471,562 79,591 ALLSTATE CORP COMMON 020002101 41,987 1,281,646 X 1 1,148,969 132,677 ALTERA CORP COMMON 021441100 123 7,372 X 1 6,036 1,336 ALTRA HOLDINGS INC COMMON 02208R106 5,343 675,478 X 1 605,624 69,854 ALTRIA GROUP INC COMMON 02209S103 15 1,000 X 1 500 500 AMAZON.COM INC COMMON 023135106 1,302 25,397 X 2 25,397 AMAZON.COM INC COMMON 023135106 124,149 2,421,002 X 1 1,372,150 4,017 1,044,835 AMEDISYS INC COMMON 023436108 8,108 196,121 X 1 175,362 20,759 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 9,494 463,565 X 1 414,461 49,104 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 2,106 225,000 X 1 225,000 AMERICAN ECOLOGY CORP COMMON 025533407 8,165 403,590 X 1 361,449 42,141 AMERICAN ELEC PWR COMMON 025537101 39,495 1,186,751 X 1 804,513 6,878 375,360 AMERICAN EXPRESS CO COMMON 025816109 249 13,407 X 1 4,275 9,132 AMERICAN PHYSICIANS CAP INC COMMON 028884104 10,121 210,412 X 1 188,950 21,462 AMERICAN PUBLIC EDUCATION COMMON 02913V103 13,444 361,497 X 1 361,497 AMERICAN STATES WATER CO COMMON 029899101 7,921 240,164 X 1 215,009 25,155 AMERICAN TOWER CORP CL A COMMON 029912201 3,271 111,552 X 1 111,552 AMERICAN WATER WORKS CO INC COMMON 030420103 7,333 351,198 X 1 225,906 125,292 AMERICAN WATER WORKS CO INC COMMON 030420103 665 31,842 X 2 31,842 AMERIPRISE FINANCIAL INC COMMON 03076C106 23,033 986,005 X 1 879,608 106,397 AMGEN INC COMMON 031162100 152,088 2,633,566 X 1 1,457,380 12,976 1,163,210 AMGEN INC COMMON 031162100 1,410 24,409 X 2 24,409 AMPHENOL CORP CL A COMMON 032095101 711 29,654 X 2 29,654 AMPHENOL CORP CL A COMMON 032095101 14,003 583,952 X 1 444,661 139,291 AMTRUST FINANCIAL SERVICES COMMON 032359309 1,889 162,816 X 1 162,816 ANAREN INC COMMON 032744104 3,889 325,411 X 1 292,245 33,166 ANNALY CAPITAL MANAGEMENT COMMON 035710409 235 14,789 X 1 12,207 2,582 ANSYS INC COMMON 03662Q105 1,827 65,496 X 1 65,496 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 476 74,088 X 2 74,088 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 5,261 818,263 X 1 530,961 287,302 AON CORP COMMON 037389103 196 4,288 X 1 3,542 746 APACHE CORP COMMON 037411105 755 10,126 X 1 10,126 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 3,424 296,425 X 1 296,425 APOLLO GROUP INC CL A COMMON 037604105 628 8,198 X 2 8,198 APOLLO GROUP INC CL A COMMON 037604105 71,392 931,767 X 1 592,391 1,299 338,077 APPLE INC COMMON 037833100 204,848 2,400,096 X 1 1,323,755 15,371 1,060,970 APPLE INC COMMON 037833100 1,658 19,426 X 2 19,426 APPLIED MATERIALS COMMON 038222105 26,335 2,599,697 X 1 2,327,139 272,558 ARCH CAPITAL GROUP LTD COMMON G0450A105 4,676 66,702 X 1 65,880 822 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 1,384 48,000 X 1 48,000 ARENA RESOURCES INC COMMON 040049108 2,129 75,809 X 1 75,809 ARIBA INC COMMON 04033V203 2,581 358,003 X 1 358,003 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 455 21,052 X 2 21,052 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 14,094 651,901 X 1 528,948 122,953 ASHLAND INC COMMON 044209104 78 7,455 X 1 6,556 899 ASKEMNOW INC COMMON 045188109 100 X 1 100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 8,682 358,020 X 1 319,681 38,339 ASSOCIATED ESTATES REALTY CP COMMON 045604105 11,207 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 139,884 4,908,219 X 1 3,803,991 16,106 1,088,122 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 8,555 452,667 X 1 405,941 46,726 AUTOMATIC DATA PROC COMMON 053015103 251 6,374 X 1 6,374 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 1,904 66,944 X 1 66,944 AVNET INC CVT CV BND 053807AL7 26,766 1,469,867 X 1 1,420,752 2,807 46,307 BADGER METER INC COMMON 056525108 3,023 104,158 X 1 93,103 11,055 BAKER HUGHES INC COMMON 057224107 425 13,251 X 1 13,251 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 2,372 168,500 X 2 168,500 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 13,960 991,500 X 1 989,960 1,080 460 BANK OF NEW YORK MELLON CORP COMMON 064058100 31,899 1,125,991 X 1 1,009,140 116,851 BANK OF THE OZARKS COMMON 063904106 17,508 590,694 X 1 528,917 61,777 BANKAMERICA CORP COMMON 060505104 48,178 3,421,742 X 1 2,167,082 24,099 1,230,561 BARD C R COMMON 067383109 3,619 42,955 X 1 42,955 BAXTER INTL COMMON 071813109 19,507 364,010 X 1 79,271 4,823 279,916 BB&T CORP COMMON 054937107 61 2,236 X 1 2,236 BECKMAN COULTER INC COMMON 075811109 4,406 100,275 X 1 65,238 35,037 BECKMAN COULTER INC COMMON 075811109 408 9,293 X 2 9,293 BECTON DICKINSON & CO COMMON 075887109 1,274 18,622 X 1 11,247 7,375 BED BATH & BEYOND INC COMMON 075896100 13,655 537,183 X 1 136,865 10,138 390,180 BENEFICIAL MUTUAL BANCORP IN COMMON 08173R104 10,337 918,844 X 1 825,901 92,943 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 7,148 74 X 1 74 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 51,546 16,038 X 1 14,638 1,400 BHIT INC COMMON 05550A100 420 X 1 420 BIO-REFERENCE LABS INC COMMON 09057G602 1,878 71,612 X 1 71,612 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 1,644 92,381 X 1 92,381 BJ SERVICES CO COMMON 055482103 564 48,367 X 1 48,367 BJ WHOLESALE CLUB INC COMMON 05548J106 3,394 99,054 X 1 99,054 BLACK & DECKER CORP COMMON 091797100 8 200 X 1 200 BLACKBOARD INC COMMON 091935502 2,667 101,662 X 1 101,662 BLACKBOARD INC CV BND 091935AA4 1 46 X 1 46 BLACKROCK INC COMMON 09247X101 42,892 319,728 X 1 224,781 2,296 92,651 BLACKROCK INC COMMON 09247X101 446 3,328 X 2 3,328 BLOCKBUSTER INC-CLASS A COMMON 093679108 63 50,000 X 1 50,000 BOB EVANS FARMS COMMON 096761101 7,112 348,103 X 1 312,169 35,934 BOEING CO COMMON 097023105 857 20,086 X 1 19,236 850 BORG WARNER INC COMMON 099724106 124 5,701 X 1 4,706 995 BOSTON BEER COMPANY CL A COMMON 100557107 3,797 133,696 X 1 133,696 BP PLC ADR 055622104 653 13,977 X 1 3,880 5,248 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ROBINSON WORLDWIDE COMMON 12541W209 583 10,592 X 2 10,592 C.H. ROBINSON WORLDWIDE COMMON 12541W209 62,158 1,129,528 X 1 547,293 1,676 580,559 CALPINE CORP COMMON 131347304 2 294 X 1 294 CAPELLA EDUCATION CO COMMON 139594105 11,996 204,150 X 1 204,150 CAPSTEAD MTG CORP COMMON 14067E506 13,690 1,271,138 X 1 1,144,536 126,602 CARDINAL HEALTH INC COMMON 14149Y108 1,477 42,853 X 1 42,853 CARDIONET INC COMMON 14159L103 3,387 137,401 X 1 137,401 CARNIVAL CORP CL A COMMON 143658300 317 13,027 X 1 13,027 CARTER HOLDINGS COMMON 146229109 14,502 752,982 X 1 674,102 78,880 CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 3,507 144,034 X 1 144,034 CAVIUM NETWORKS INC COMMON 14965A101 1,751 166,641 X 1 166,641 CBEYOND INC COMMON 149847105 2,363 147,852 X 1 147,852 CELADON GROUP INC COMMON 150838100 199 23,358 X 2 23,358 CELADON GROUP INC COMMON 150838100 2,213 259,464 X 1 165,363 94,101 CELANESE CORP A COMMON 150870103 567 45,586 X 1 45,586 CELGENE CORP COMMON 151020104 73,137 1,323,027 X 1 607,397 7,110 708,520 CELGENE CORP COMMON 151020104 651 11,777 X 2 11,777 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 20,459 748,589 X 1 666,995 81,594 CF INDUSTRIES HOLDINGS INC COMMON 125269100 1,278 26,000 X 1 26,000 CHARTER COMMUNICATIONS INC A COMMON 16117M107 1,100 X 1 1,100 CHEESECAKE FACTORY COMMON 163072101 9,769 967,253 X 1 967,253 CHESAPEAKE ENERGY CORP COMMON 165167107 37,518 2,320,207 X 1 2,320,036 171 CHESAPEAKE ENERGY CORP CV BND 165167CB1 170 10,537 X 2 10,537 CHESAPEAKE ENERGY CORP CV BND 165167CB1 1,618 100,070 X 1 56,118 22,936 21,015 CHESAPEAKE ENGY CORP CVTPFD 5. 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PEPPER SNAPPLE GROUP INC. COMMON 26138E109 36,754 2,261,781 X 1 1,618,217 10,940 632,624 DRESSER-RAND GROUP INC COMMON 261608103 1,284 74,434 X 1 74,434 DREYFUS HIGH YIELD STRAT FD Closed 26200S101 5,508 2,469,845 X 1 2,380,579 89,266 DST SYSTEMS COMMON 233326107 6 150 X 1 150 DUCOMMUN INC COMMON 264147109 5,552 332,472 X 1 297,621 34,851 DUFF & PHELPS CORP-CL A COMMON 26433B107 1,016 53,118 X 2 53,118 DUFF & PHELPS CORP-CL A COMMON 26433B107 15,855 829,248 X 1 599,828 229,420 DUKE ENERGY CORP COMMON 26441C105 4,246 282,899 X 1 282,899 DUN & BRADSTREET CORP NEW COMMON 26483E100 361 4,680 X 2 4,680 DUN & BRADSTREET CORP NEW COMMON 26483E100 4,064 52,637 X 1 34,257 18,380 DUPONT E I COMMON 263534109 26,245 1,037,359 X 1 923,824 2,200 111,335 DWS HIGH INCOME TRUST Closed 23337C109 1,396 481,489 X 1 457,483 24,006 DYNEGY INC - CL A COMMON 26817G102 120 60,002 X 1 60,002 EAGLE BULK SHIPPING INC COMMON Y2187A101 2 X 1 2 EAGLE MATERIALS INC COMMON 26969P108 172 9,324 X 2 9,324 EAGLE MATERIALS INC COMMON 26969P108 5,202 282,583 X 1 228,268 54,315 EATON CORP COMMON 278058102 13,256 266,663 X 1 85,062 4,593 177,008 EATON VANCE CORP COMMON 278265103 3,290 156,609 X 1 156,609 ECOLAB INC COMMON 278865100 493 14,018 X 2 14,018 ECOLAB INC COMMON 278865100 67,660 1,924,903 X 1 1,087,694 15,729 821,480 EDWARDS LIFESCIENCES CORP COMMON 28176E108 6 110 X 1 110 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 6,224 794,878 X 1 685,568 2,404 106,906 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 257 32,831 X 2 32,831 ELAN CORP PLC -SP ADR ADR 284131208 90 15,000 X 1 15,000 EMBARQ CORP COMMON 29078E105 8,848 246,054 X 1 63,019 4,337 178,698 EMC CORP COMMON 268648102 1,140 108,907 X 1 103,257 5,650 EMERSON ELEC COMMON 291011104 1,382 37,762 X 1 24,029 6,423 7,310 EMPLOYERS HOLDINGS INC COMMON 292218104 6,595 399,709 X 1 329,827 69,882 EMPLOYERS HOLDINGS INC COMMON 292218104 169 10,218 X 2 10,218 ENDO PHARMAC HLDGS INC COMMON 29264F205 15,910 614,751 X 1 549,461 65,290 ENERGY CONVERSION DEVICES COMMON 292659109 1,512 59,976 X 1 59,976 ENERGY INCOME AND GROWTH FD Closed 292697109 24 1,750 X 1 1,750 ENERGY RECOVERY INC COMMON 29270J100 1,676 221,158 X 1 221,158 ENI SPA SPON ADR ADR 26874R108 440 9,193 X 1 9,193 ENTERGY CORP NEW COMMON 29364G103 42 500 X 1 500 EOG RESOURCES INC COMMON 26875P101 494 7,427 X 2 7,427 EOG RESOURCES INC COMMON 26875P101 43,915 659,588 X 1 339,563 1,175 318,850 EPIX MEDICAL INC CVT CV BND 26881QAB7 1 1,276 X 2 1,276 EPIX MEDICAL INC CVT CV BND 26881QAB7 613 595,350 X 1 506,887 27,764 60,699 EQUITABLE RESOURCES INC COMMON 294549100 36,318 1,082,502 X 1 970,039 112,463 EQUITY RESIDENTIAL COMMON 29476L107 13,797 462,672 X 1 462,207 465 ESCO TECHNOLOGIES COMMON 296315104 2,009 49,054 X 1 49,054 ESTEE LAUDER COS CL A COMMON 518439104 19,576 632,314 X 1 563,354 68,960 EURAND NV COMMON N31010106 1,559 181,085 X 1 181,085 EVEREST RE GROUP LTD COMMON G3223R108 1,424 18,700 X 1 16,700 2,000 EXELON CORP COMMON 30161N101 9,448 169,903 X 1 42,453 3,112 124,338 EXPONENT INC COMMON 30214U102 3,521 117,052 X 1 78,490 38,562 EXPONENT INC COMMON 30214U102 298 9,917 X 2 9,917 EXPRESS SCRIPTS INC CL A COMMON 302182100 7,038 128,008 X 1 74,176 53,832 EXXON MOBIL CORP COMMON 30231G102 272,758 3,416,733 X 1 2,129,425 16,990 1,270,318 EXXON MOBIL CORP COMMON 30231G102 1,040 13,022 X 2 13,022 F5 NETWORKS INC COMMON 315616102 8,737 382,195 X 1 160,143 5,796 216,256 FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 2,763 8,815 X 1 8,815 FAMILY DOLLAR STORES INC COMMON 307000109 2,724 104,480 X 1 104,480 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 305 165,781 X 1 162,603 3,178 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 7,155 520,733 X 1 468,586 52,147 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 11,483 646,939 X 1 523,234 123,705 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 370 20,842 X 2 20,842 FIDELITY NATIONAL INFORMATION COMMON 31620M106 442 27,190 X 2 27,190 FIDELITY NATIONAL INFORMATION COMMON 31620M106 4,806 295,392 X 1 192,497 102,895 FIFTH THIRD BANCORP COMMON 316773100 2 294 X 1 70 224 FIRST HORIZON NATIONAL CORP COMMON 320517105 8,891 841,145 X 1 691,938 149,207 FIRST HORIZON NATIONAL CORP COMMON 320517105 235 22,213 X 2 22,213 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FIRST SECURITY GROUP INC COMMON 336312103 994 215,068 X 1 118,981 96,087 FIRST SOLAR INC COMMON 336433107 65,286 473,222 X 1 300,865 1,995 170,362 FIRST SOLAR INC COMMON 336433107 566 4,101 X 2 4,101 FLEXTRONICS INTL LTD CV BND 33938EAL1 265 103,704 X 2 103,704 FLEXTRONICS INTL LTD CV BND 33938EAL1 229 89,533 X 1 78,905 10,628 FLEXTRONICS INTL LTD COMMON Y2573F102 51 20,000 X 1 20,000 FLOWERS FOODS INC COMMON 343498101 9,314 382,345 X 1 337,640 44,705 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 6 2,825 X 2 2,825 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 23,988 10,475,079 X 1 10,448,808 8,969 17,303 FORESTAR GROUP INC COMMON 346233109 447 46,936 X 2 46,936 FORESTAR GROUP INC COMMON 346233109 13,024 1,368,043 X 1 1,104,238 263,805 FOSSIL INC COMMON 349882100 10,527 630,382 X 1 504,200 126,182 FOSSIL INC COMMON 349882100 376 22,504 X 2 22,504 FRANKLIN RESOURCES COMMON 354613101 1,997 31,316 X 1 29,366 1,950 FREDDIE MAC COMMON 313400301 8,844 12,115,431 X 1 12,115,431 FREDDIE MAC COMMON 313400301 98 134,000 X 2 134,000 FREIGHTCAR AMERICA INC COMMON 357023100 1,566 85,706 X 1 85,706 FRONTIER OIL CORP COMMON 35914P105 169 13,391 X 1 13,391 FTI CONSULTING CV BND 302941AB5 3 64 X 1 64 FTI CONSULTING INC COMMON 302941109 4,262 95,382 X 1 95,382 FX ENERGY INC COMMON 302695101 8 3,000 X 1 3,000 GAP INC COMMON 364760108 44,799 3,345,698 X 1 1,944,207 28,726 1,372,765 GEN DYNAMICS COMMON 369550108 4,138 71,856 X 1 41,335 2,582 27,939 GEN MILLS COMMON 370334104 87,168 1,434,865 X 1 788,668 2,509 643,688 GEN MILLS COMMON 370334104 964 15,870 X 2 15,870 GENENTECH INC COMMON 368710406 426 5,138 X 2 5,138 GENENTECH INC COMMON 368710406 47,020 567,117 X 1 333,883 3,527 229,707 GENERAL ELECTRIC COMMON 369604103 40,651 2,509,313 X 1 2,188,654 11,300 309,359 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 434 135,542 X 1 132,392 3,150 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 25 7,888 X 2 7,888 GENESCO INC COMMON 371532102 5,430 320,919 X 1 287,060 33,859 GENESEE & WYOMING INC-CL A COMMON 371559105 9,638 316,001 X 1 282,633 33,368 GENOMIC HEALTH INC COMMON 37244C101 1,630 83,666 X 1 83,666 GENTEX CORP COMMON 371901109 6,848 775,561 X 1 693,106 82,455 GENTIVA HEALTH SERVICES COMMON 37247A102 3,480 118,945 X 1 118,945 GENZYME CORP COMMON 372917104 86,246 1,299,473 X 1 653,704 6,204 639,565 GENZYME CORP COMMON 372917104 766 11,545 X 2 11,545 GEOEYE INC COMMON 37250W108 685 35,603 X 2 35,603 GEOEYE INC COMMON 37250W108 7,428 386,288 X 1 247,673 138,615 GILDAN ACTIVEWEAR -A COMMON 375916103 6,207 527,844 X 1 527,844 GILEAD SCIENCES INC COMMON 375558103 118,547 2,318,092 X 1 1,240,566 19,019 1,058,507 GILEAD SCIENCES INC COMMON 375558103 906 17,724 X 2 17,724 GLACIER BANCORP INC COMMON 37637Q105 8,507 447,270 X 1 399,370 47,900 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 41 1,100 X 1 200 900 GOLDMAN SACHS GROUP COMMON 38141G104 13,663 161,904 X 1 46,120 2,545 113,239 GOODRICH COMMON 382388106 33,179 896,232 X 1 824,492 71,740 GOODRICH PETROLEUM CORP COMMON 382410405 2,133 71,227 X 1 71,227 GOOGLE INC-CL A COMMON 38259P508 139,488 453,399 X 1 221,503 602 231,294 GOOGLE INC-CL A COMMON 38259P508 1,170 3,804 X 2 3,804 GRAND CANYON EDUCATION INC COMMON 38526M106 8,519 453,604 X 1 453,604 GRANITE CONSTRUCTION INC COMMON 387328107 10,640 242,205 X 1 215,838 26,367 GRANITE CONSTRUCTION INC COMMON 387328107 142 3,237 X 2 3,237 GREEN MOUNTAIN COFFEE INC COMMON 393122106 2,690 69,521 X 1 69,521 GREENHILL & CO INC COMMON 395259104 2,243 32,153 X 1 32,153 GYMBOREE CORP COMMON 403777105 1,897 72,715 X 1 72,715 HALLIBURTON CO COMMON 406216101 9,832 540,807 X 1 161,820 9,500 369,487 HANCOCK HOLDING CO COMMON 410120109 14,535 319,735 X 1 287,732 32,003 HANESBRANDS INC COMMON 410345102 6,659 522,302 X 1 422,207 100,095 HANESBRANDS INC COMMON 410345102 218 17,104 X 2 17,104 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 11,120 258,795 X 1 231,425 27,370 HARRIS CORP COMMON 413875105 1,906 50,085 X 1 45,909 4,176 HARSCO CORP COMMON 415864107 125 4,518 X 1 3,739 779 HCC INSURANCE HLDG COMMON 404132102 15,623 584,027 X 1 522,259 61,768 HCP INC COMMON 40414L109 83 3,000 X 1 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 18,071 428,225 X 1 384,878 43,347 HEALTHSPRING INC COMMON 42224N101 8,115 406,345 X 1 363,845 42,500 HECKMANN CORP COMMON 422680108 1,590 281,400 X 1 281,400 HEINZ H J COMMON 423074103 2,541 67,568 X 1 3,458 64,110 HELMERICH & PAYNE COMMON 423452101 308 13,548 X 1 13,548 HEWLETT PACKARD COMMON 428236103 1,050 28,929 X 2 28,929 HEWLETT PACKARD COMMON 428236103 202,230 5,572,612 X 1 3,346,548 27,906 2,198,158 HIBBETT SPORTS INC COMMON 428567101 4,169 265,384 X 1 265,384 HIGHLAND CREDIT STRATEGIES F Closed 43005Q107 10,333 1,812,844 X 1 1,811,875 969 HILL INTERNATIONAL INC COMMON 431466101 2,597 368,890 X 1 368,890 HILL-ROM HOLDINGS INC COMMON 431475102 230 13,951 X 2 13,951 HILL-ROM HOLDINGS INC COMMON 431475102 8,531 518,274 X 1 424,857 93,417 HILLENBRAND INC COMMON 431571108 637 38,171 X 2 38,171 HILLENBRAND INC COMMON 431571108 17,711 1,061,782 X 1 845,937 215,845 HOLLY CORP COMMON 435758305 162 8,876 X 1 8,876 HOLOGIC INC COMMON 436440101 280 21,452 X 2 21,452 HOLOGIC INC COMMON 436440101 3,346 255,985 X 1 173,120 82,865 HOME PROPERTIES INC COMMON 437306103 20 500 X 1 500 HONEYWELL INTERNATIONAL INC COMMON 438516106 67 2,050 X 1 2,050 HORNBECK OFFSHORE SERVICES COMMON 440543106 7,144 437,190 X 1 403,426 33,764 HOSPIRA INC COMMON 441060100 941 35,102 X 2 35,102 HOSPIRA INC COMMON 441060100 10,126 377,569 X 1 245,709 131,860 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 505 66,654 X 2 66,654 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 23,650 3,124,165 X 1 2,558,688 93,471 472,005 HSN INC COMMON 404303109 542 74,620 X 2 74,620 HSN INC COMMON 404303109 15,907 2,188,047 X 1 1,785,046 403,001 HUB GROUP INC CL A COMMON 443320106 8,788 331,234 X 1 296,235 34,999 HUDSON CITY BANCORP INC COMMON 443683107 3,792 237,571 X 1 237,571 HUMAN GENOME SCIENCES CV BND 444903AK4 598 282,048 X 1 145,366 25,728 110,954 HUMAN GENOME SCIENCES CV BND 444903AK4 84 39,557 X 2 39,557 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 1,240 584,795 X 2 584,795 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 16,520 7,792,395 X 1 7,108,353 135,796 548,245 HURON CONSULTING GROUP INC COMMON 447462102 398 6,956 X 2 6,956 HURON CONSULTING GROUP INC COMMON 447462102 12,668 221,193 X 1 193,958 27,235 IBERIABANK CORP COMMON 450828108 15,614 325,298 X 1 294,262 31,036 IBM COMMON 459200101 536 6,371 X 2 6,371 IBM COMMON 459200101 68,486 813,756 X 1 519,788 1,008 292,960 ICF INTERNATIONAL INC COMMON 44925C103 4,347 176,925 X 1 176,925 ICON PLC - SPONSORED ADR ADR 45103T107 1,736 88,168 X 1 88,168 IHS INC-CLASS A COMMON 451734107 2,396 64,022 X 1 64,022 II-VI INC COMMON 902104108 3,119 163,399 X 1 146,782 16,617 ILLINOIS TOOL WORKS INC COMMON 452308109 137 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 2,889 110,903 X 1 109,909 994 INCYTE CORP CVT CV BND 45337CAE2 853 224,986 X 2 224,986 INCYTE CORP CVT CV BND 45337CAE2 29,135 7,687,393 X 1 6,849,491 337,835 500,067 INFORMATICA CORP COMMON 45666Q102 9,903 721,271 X 1 676,318 44,953 INGERSOLL-RAND CO-CL A COMMON G4776G101 180 10,380 X 1 10,380 INTEL CORP COMMON 458140100 611 41,678 X 2 41,678 INTEL CORP COMMON 458140100 50,176 3,422,621 X 1 1,925,567 6,595 1,490,459 INTERACTIVE DATA CORP COMMON 45840J107 30,076 1,219,611 X 1 979,489 240,122 INTERACTIVE DATA CORP COMMON 45840J107 1,071 43,411 X 2 43,411 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 35,846 434,812 X 1 242,322 716 191,774 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 373 4,527 X 2 4,527 INTEVAC INC COMMON 461148108 3,021 595,910 X 1 535,507 60,403 INTUITIVE SURGICAL INC COMMON 46120E602 99 783 X 1 783 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 7,797 343,172 X 1 311,775 31,397 INVITROGEN CORP CV BND 46185RAK6 13,526 580,249 X 1 557,019 14,604 8,625 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 70 2,000 X 1 2,000 IPG PHOTONICS CORP COMMON 44980X109 2,621 198,883 X 1 198,883 ISHARES BARCLAYS MBS BOND FD Exchange 464288588 157 1,500 X 1 1,500 ISHARES IBOXX H/Y CORP BOND Exchange 464288513 110 1,442 X 1 1,442 ISHARES LEHMAN AGGREGATE BOND Exchange 464287226 1,418 13,611 X 1 13,611 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 3,187 71,034 X 1 56,503 14,531 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 948 37,980 X 1 25,860 12,120 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 11,470 309,503 X 1 144,021 165,482 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 849 17,139 X 1 17,139 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 800 16,257 X 1 4,392 11,865 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 4,241 86,244 X 1 86,244 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 19 600 X 1 600 ISIS PHAMACEUTICALS COMMON 464330109 1,801 127,032 X 1 127,032 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 6,738 3,021,420 X 1 3,010,764 10,656 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 16 7,326 X 2 7,326 ITC HOLDINGS CORP COMMON 465685105 15,782 361,299 X 1 331,073 30,226 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 15,916 167,569 X 1 167,569 J & J SNACK FOODS CORP COMMON 466032109 14,005 390,335 X 1 350,276 40,059 JACK IN THE BOX INC COMMON 466367109 249 11,266 X 2 11,266 JACK IN THE BOX INC COMMON 466367109 12,781 578,583 X 1 534,510 44,073 JACOBS ENGINEERING GROUP INC COMMON 469814107 79,326 1,649,181 X 1 880,672 4,481 764,028 JACOBS ENGINEERING GROUP INC COMMON 469814107 697 14,482 X 2 14,482 JDS UNIPHASE CORP CV BND 46612JAD3 995 272,473 X 1 164,223 14,686 93,564 JETBLUE AIRWAYS CORP COMMON 477143101 4,754 669,515 X 1 669,515 JM SMUCKER CO COMMON 832696405 15,927 367,321 X 1 284,269 83,052 JM SMUCKER CO COMMON 832696405 708 16,328 X 2 16,328 JMP GROUP INC COMMON 46629U107 1,738 313,072 X 1 280,672 32,400 JO-ANN STORES INC COMMON 47758P307 5,959 384,687 X 1 345,657 39,030 JOHN BEAN TECHNOLOGIES COMMON 477839104 444 54,317 X 2 54,317 JOHN BEAN TECHNOLOGIES COMMON 477839104 12,376 1,514,863 X 1 1,213,439 301,424 JOHNSON & JOHNSON COMMON 478160104 49,057 819,936 X 1 615,650 2,942 201,344 JOY GLOBAL INC COMMON 481165108 593 25,909 X 1 24,284 1,625 JP MORGAN CHASE & CO COMMON 46625H100 102,810 3,260,699 X 1 2,345,837 23,650 891,212 JSC MINING & SMELTING - SP ADR ADR 46626D108 1 179 X 1 179 JUNIPER NETWORKS COMMON 48203R104 326 18,607 X 2 18,607 JUNIPER NETWORKS COMMON 48203R104 33,137 1,892,466 X 1 1,039,194 2,944 850,328 K12 INC COMMON 48273U102 3,610 192,526 X 1 192,526 KB HOME CORP COMMON 48666K109 6,855 503,290 X 1 498,265 5,025 KBW INC COMMON 482423100 1,996 86,776 X 1 86,776 KELLOGG CO 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CORPORATION COMMON 749607107 16,683 272,777 X 1 243,866 28,911 ROCK-TENN CO CL A COMMON 772739207 12,355 361,456 X 1 325,597 35,859 ROCKWELL COLLINS COMMON 774341101 11,636 297,675 X 1 58,899 4,339 234,437 ROLLINS INC COMMON 775711104 350 19,386 X 2 19,386 ROLLINS INC COMMON 775711104 37,657 2,082,786 X 1 1,815,232 267,554 ROSNEFT OJSC-GDR Global 67812M207 76 20,300 X 1 20,300 ROSS STORES INC COMMON 778296103 5,524 185,816 X 1 95,816 90,000 ROWAN COS COMMON 779382100 187 11,771 X 1 11,771 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 4,743 344,969 X 1 344,969 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 41,810 789,753 X 1 703,770 85,983 RPM INTERNATIONAL INC COMMON 749685103 46 3,432 X 1 3,432 RYDER SYSTEM COMMON 783549108 11,287 291,061 X 1 243,154 47,907 RYDER SYSTEM COMMON 783549108 252 6,508 X 2 6,508 S & P 500 DEPOSITARY RCPT Exchange 78462F103 700 7,754 X 1 7,754 SALESFORCE.COM INC COMMON 79466L302 960 30,000 X 1 30,000 SALLY BEAUTY CO INC COMMON 79546E104 19,773 3,475,045 X 1 2,802,256 672,789 SALLY BEAUTY CO INC COMMON 79546E104 639 112,241 X 2 112,241 SAVVIS INC CV BND 805423AA8 43 X 1 43 SCANSOURCE INC COMMON 806037107 6,061 314,533 X 1 281,268 33,265 SCHERING-PLOUGH COMMON 806605101 49,162 2,886,779 X 1 2,577,288 309,491 SCHLUMBERGER LTD COMMON 806857108 10,165 240,129 X 1 68,001 8,666 163,462 SCHWAB CHARLES CORP COMMON 808513105 113,210 7,001,251 X 1 4,217,817 10,853 2,772,581 SCHWAB CHARLES CORP COMMON 808513105 1,107 68,489 X 2 68,489 SCIENTIFIC GAMES CORP-A COMMON 80874P109 3,562 203,058 X 1 203,058 SEMTECH CORP COMMON 816850101 4,173 370,259 X 1 331,111 39,148 SIEMENS AG SPON ADR ADR 826197501 31,158 411,321 X 1 366,034 45,287 SIGNATURE BANK COMMON 82669G104 17,321 603,738 X 1 550,605 53,133 SILICON LABS INC COMMON 826919102 2,002 80,788 X 1 80,788 SIMON PROPERTY GROUP INC COMMON 828806109 9,512 179,032 X 1 178,591 441 SINCLAIR BROADCAST GROUP CV BND 829226AW9 668 215,369 X 1 95,937 38,669 80,764 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 4,248 1,370,323 X 1 1,124,697 64,815 180,812 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 395 1,275,256 X 1 1,275,256 SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 6,948 823,195 X 1 737,615 85,580 SKILLSOFT PLC ADR ADR 830928107 2,516 352,336 X 1 352,336 SMURFIT-STONE CONTAINER CORP COMMON 832727101 13 50,000 X 1 50,000 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SOLERA HOLDINGS INC COMMON 83421A104 18,608 772,125 X 1 772,125 SOLUTIA INC COMMON 834376501 66 14,692 X 2 14,692 SOLUTIA INC COMMON 834376501 3,334 740,810 X 1 624,349 116,461 SONOSITE INC COMMON 83568G104 2,131 111,663 X 1 111,663 SOUTHWEST AIRLINES COMMON 844741108 4,447 515,846 X 1 515,846 SOUTHWESTERN ENERGY CO COMMON 845467109 135,046 4,661,588 X 1 2,807,305 16,462 1,837,821 SOUTHWESTERN ENERGY CO COMMON 845467109 1,331 45,951 X 2 45,951 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 304 101,950 X 2 101,950 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 3,770 1,264,946 X 1 1,214,537 17,383 33,027 SPARTAN STORES INC COMMON 846822104 22,548 969,788 X 1 787,409 182,379 SPARTAN STORES INC COMMON 846822104 607 26,121 X 2 26,121 SPDR BARCLAYS CAPITAL MUNICIPA Exchange 78464A458 4,145 193,500 X 1 193,500 SPDR GOLD TRUST Exchange 78463V107 87 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 2,260 143,592 X 1 142,456 1,136 SPX CORP COMMON 784635104 302 7,441 X 1 7,441 ST JUDE MEDICAL INC COMMON 790849103 1,254 38,047 X 1 20,202 8,797 9,048 ST MARY LAND & EXPLORATIONS COMMON 792228108 4,504 221,767 X 1 199,545 22,222 STANDARD PARKING CORP COMMON 853790103 21,813 1,127,877 X 1 1,015,919 111,958 STANLEY WORK CVT PFD CV PFD 854616208 2 62 X 1 62 STATE STREET CORP COMMON 857477103 47,681 1,212,330 X 1 856,361 6,755 349,214 STEEL DYNAMICS INC COMMON 858119100 2,652 237,200 X 1 235,084 2,116 STEINER LEISURE LTD COMMON P8744Y102 4,757 161,138 X 1 161,138 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 5,867 335,088 X 1 300,210 34,878 STERICYCLE INC COMMON 858912108 470 9,016 X 2 9,016 STERICYCLE INC COMMON 858912108 47,906 919,859 X 1 493,502 1,426 424,931 STERLING BANCSHARES INC TX COMMON 858907108 10,480 1,723,742 X 1 1,547,780 175,962 STIFEL FINANCIAL CORP COMMON 860630102 22,558 491,990 X 1 428,024 63,966 STRAYER EDUCATION INC COMMON 863236105 4,943 23,054 X 1 23,054 STRYKER CORP COMMON 863667101 635 15,898 X 1 9,273 6,625 SUN HEALTHCARE GROUP COMMON 866933401 2,248 253,984 X 1 253,984 SVB FINANCIAL GROUP COMMON 78486Q101 7,029 267,992 X 1 239,715 28,277 SYBASE INC COMMON 871130100 8,220 331,862 X 1 296,637 35,225 SYKES ENTERPRISES INC COMMON 871237103 1,727 90,313 X 1 90,313 SYNTEL INC COMMON 87162H103 2,295 99,251 X 1 99,251 SYSCO CORP COMMON 871829107 34 1,500 X 1 1,500 TALISMAN ENERGY INC COMMON 87425E103 111 11,067 X 1 11,067 TARGET CORP COMMON 87612E106 195 5,659 X 1 5,659 TD AMERITRADE HOLDING CORP COMMON 87236Y108 2,565 180,000 X 1 180,000 TEAM INC COMMON 878155100 2,967 107,126 X 1 107,126 TEKELEC COMMON 879101103 11,742 880,208 X 1 790,838 89,370 TELEDYNE TECHNOLOGIES INC COMMON 879360105 16,407 368,275 X 1 329,304 38,971 TELEFLEX INC COMMON 879369106 21,447 428,092 X 1 352,227 75,865 TELEFLEX INC COMMON 879369106 575 11,475 X 2 11,475 TERADATA CORP COMMON 88076W103 13,711 924,532 X 1 739,047 185,485 TERADATA CORP COMMON 88076W103 494 33,314 X 2 33,314 TEREX CORP COMMON 880779103 434 25,043 X 1 25,043 TESCO CORP COMMON 88157K101 2,280 319,340 X 1 319,340 TETRA TECH INC COMMON 88162G103 2,644 109,488 X 1 109,488 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 116 2,716 X 1 2,630 86 TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 1,393 104,237 X 1 104,237 TEXAS INSTRUMENTS COMMON 882508104 1,327 85,480 X 1 79,880 5,600 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 4,319 557,243 X 1 557,243 TEXTRON INC COMMON 883203101 5 X 1 5 THE BRINKS CO COMMON 109696104 15,297 569,096 X 1 441,872 127,224 THE BRINKS CO COMMON 109696104 677 25,173 X 2 25,173 THE DIRECTV GROUP INC COMMON 25459L106 64,153 2,800,202 X 1 2,105,881 10,999 683,322 THE GEO GROUP INC COMMON 36159R103 12,754 707,371 X 1 636,601 70,770 THE WALT DISNEY CO COMMON 254687106 300 13,225 X 1 13,225 TIDEWATER COMMON 886423102 26,405 655,687 X 1 589,550 66,137 TIME WARNER CABLE CL A COMMON 88732J108 469 21,877 X 1 21,877 TIME WARNER INC COMMON 887317105 43,250 4,299,189 X 1 3,849,893 449,296 TJX COMPANIES INC COMMON 872540109 1,992 96,852 X 1 27,283 8,400 61,169 TOTAL FINA ELF SA -SP ADR ADR 89151E109 56,591 1,023,345 X 1 913,177 110,168 TRANSOCEAN INC CV BND 893830AW9 6,130 129,741 X 1 112,037 3,203 14,501 TRANSOCEAN INC CV BND 893830AW9 1,576 33,362 X 2 33,362 TRANSOCEAN LTD COMMON H8817H100 1,070 22,656 X 1 21,824 832 TRAVELERS COS INC/THE COMMON 89417E109 38,606 854,124 X 1 601,707 4,128 248,289 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 5,203 1,512,562 X 1 1,352,423 160,139 TRUE RELIGION APPAREL INC COMMON 89784N104 1,323 106,371 X 1 106,371 TYLER TECHNOLOGIES INC COMMON 902252105 2,306 192,525 X 1 192,525 UAL CORP COMMON 902549807 532 48,308 X 1 48,308 UBS AG JERSEY BRANCH CVTPFD 9. CV PFD 90264M244 84 985 X 1 985 UGI CORP COMMON 902681105 1,028 42,112 X 2 42,112 UGI CORP COMMON 902681105 40,179 1,645,333 X 1 1,361,022 284,311 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 1,654 199,736 X 1 199,736 UNION PACIFIC COMMON 907818108 15,603 326,433 X 1 68,969 5,080 252,384 UNITED ONLINE INC COMMON 911268100 9,815 1,616,967 X 1 1,311,480 305,487 UNITED ONLINE INC COMMON 911268100 338 55,646 X 2 55,646 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 54 5,942 X 2 5,942 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 5,289 579,988 X 1 578,102 1,885 UNITED TECHNOLOGIES COMMON 913017109 44,808 835,977 X 1 561,311 2,648 272,018 UNITEDHEALTH GROUP COMMON 91324P102 41,385 1,555,827 X 1 1,354,606 201,221 URBAN OUTFITTERS INC COMMON 917047102 91 6,096 X 1 6,096 URS CORP COMMON 903236107 4,424 108,519 X 1 108,519 US BANCORP COMMON 902973304 31,960 1,277,886 X 1 1,142,780 135,106 V F CORP COMMON 918204108 186 3,390 X 1 2,793 597 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 446 19,455 X 2 19,455 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 92,710 4,048,468 X 1 3,235,801 135,550 677,117 VALEANT PHARMACY CVT CV BND 91911XAD6 111,747 4,879,799 X 1 3,931,107 146,622 802,070 VALEANT PHARMACY CVT CV BND 91911XAD6 117 5,125 X 2 5,125 VALMONT INDUSTRIES COMMON 920253101 2,330 37,976 X 1 37,976 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 1,724 968,357 X 1 728,131 28,323 211,903 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 378 212,610 X 2 212,610 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 396 21,841 X 2 21,841 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 6,481 357,698 X 1 272,668 85,030 VERIGY LTD COMMON Y93691106 9,314 968,194 X 1 870,468 97,726 VERIZON COMMUNICATIONS COMMON 92343V104 13,388 394,933 X 1 133,395 6,599 254,939 VERTEX PHARMACEUTICALS CV BND 92532FAM2 26 864 X 2 864 VERTEX PHARMACEUTICALS CV BND 92532FAM2 96,906 3,189,811 X 1 2,763,345 59,726 366,740 VERTEX PHARMACEUTICALS INC COMMON 92532F100 69,037 2,272,450 X 1 2,163,044 109,406 VIROPHARMA INC COMMON 928241108 2,311 177,527 X 1 177,527 VISA INC-CLASS A SHRS COMMON 92826C839 138,267 2,636,174 X 1 1,589,033 10,225 1,036,916 VISA INC-CLASS A SHRS COMMON 92826C839 1,376 26,227 X 2 26,227 VISHAY INTERTECHNOLOGY INC COMMON 928298108 3,329 973,363 X 1 874,192 99,171 VMWARE INC-CLASS A COMMON 928563402 829 35,000 X 1 35,000 VOCUS INC COMMON 92858J108 2,076 114,016 X 1 114,016 VODAFONE GROUP PLC ADR 92857W209 5 262 X 1 262 WABCO HOLDINGS INC COMMON 92927K102 1,658 104,989 X 1 69,440 35,549 WABCO HOLDINGS INC COMMON 92927K102 132 8,368 X 2 8,368 WABTEC COMMON 929740108 155 3,893 X 2 3,893 WABTEC COMMON 929740108 10,272 258,420 X 1 229,172 29,248 WACHOVIA CORP CVT PFD 7.5 CV PFD 929903219 2,575 464,744 X 1 464,744 WAL-MART STORES INC COMMON 931142103 282,468 5,038,664 X 1 2,930,262 23,572 2,084,830 WAL-MART STORES INC COMMON 931142103 1,843 32,874 X 2 32,874 WALGREEN CO COMMON 931422109 2 100 X 1 100 WARNACO GROUP INC COMMON 934390402 6,392 325,627 X 1 325,627 WASTE CONNECTIONS INC COMMON 941053100 25,119 795,673 X 1 725,995 69,678 WATSON PHARMACEUTICALS CV BND 942683AC7 1,450 54,557 X 1 54,432 125 WELLS FARGO COMPANY COMMON 949746101 120,146 4,075,519 X 1 2,385,975 20,594 1,668,950 WELLS FARGO COMPANY COMMON 949746101 556 18,865 X 2 18,865 WENDYS/ARBYS GRP INC COMMON 950587105 1 141 X 1 141 WEST PHARMACEUTICALS SVCS COMMON 955306105 16,241 430,006 X 1 385,798 44,208 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 14,496 3,402,825 X 1 3,374,075 28,750 WESTERN WIND ENERGY CORP COMMON 95988Q108 11 21,950 X 1 21,950 WESTFIELD FINANCIAL INC COMMON 96008P104 8,078 782,799 X 1 701,229 81,570 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 19,434 4,882,975 X 1 4,856,100 26,875 WEYERHAEUSER CO COMMON 962166104 18,727 611,783 X 1 546,178 65,605 WILEY JOHN & SONS CL A COMMON 968223206 24,118 677,854 X 1 606,065 71,789 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 1,961 135,426 X 1 135,426 WORLD ACCEPTANCE CORP COMMON 981419104 4,262 215,665 X 1 194,135 21,530 WR BERKLEY CORP COMMON 084423102 9,037 291,510 X 1 245,175 46,335 WR BERKLEY CORP COMMON 084423102 177 5,719 X 2 5,719 WRIGHT EXPRESS CORP COMMON 98233Q105 279 22,139 X 2 22,139 WRIGHT EXPRESS CORP COMMON 98233Q105 10,973 870,845 X 1 722,694 148,151 WYETH CO COMMON 983024100 61,186 1,631,182 X 1 1,249,538 5,962 375,682 XTO ENERGY INC COMMON 98385X106 686 19,463 X 2 19,463 XTO ENERGY INC COMMON 98385X106 128,214 3,635,213 X 1 2,327,906 20,027 1,287,280 YUM! BRANDS INC COMMON 988498101 3,550 112,695 X 1 112,695 ZENITH NATIONAL INSURANCE CP COMMON 989390109 6,338 200,749 X 1 180,294 20,455 ZEP INC COMMON 98944B108 14,585 755,301 X 1 629,627 125,674 ZEP INC COMMON 98944B108 322 16,678 X 2 16,678 ZIMMER HOLDINGS INC COMMON 98956P102 528 13,075 X 1 13,075 ZTEST ELECTRONICS INC COMMON 989930102 3 X 1 3 ZTEST ELECTRONICS INC-CL A COMMON 989930201 3 X 1 3 COLUMN TOTALS 11,463,884
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