-----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, HSoFuoXJwgC4k8HSURgLUcu3nnWGkneGT7Jd2GX4ijSpUgXbf4kHoKy/SYY61qyY YyZX/sZTmmySqzZWD0G9iw== 0000312348-08-000070.txt : 20081114 0000312348-08-000070.hdr.sgml : 20081114 20081114153536 ACCESSION NUMBER: 0000312348-08-000070 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081190807 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q3complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/08 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: Mari Shimokawa Title: Vice President and Trading Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 11/14/08 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: 885 Form 13F Information Table Value Total: $ 15,179,744 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 09/30/08 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 658 9,632 X 1 4,628 5,004 ABB LTD SPON ADR ADR 000375204 23,353 1,203,773 X 1 1,088,066 115,707 ABBOTT LABS COMMON 002824100 4,646 80,683 X 1 78,938 1,745 ABM INDUSTRIES INC COMMON 000957100 16,828 770,532 X 1 762,587 7,945 ACCENTURE LTD CL A COMMON G1150G111 355 9,351 X 1 9,351 ACE LTD COMMON H0023R105 173 3,188 X 1 1,363 1,825 ACTIVISION BLIZZARD INC COMMON 00507V109 125,855 8,156,492 X 1 4,469,649 31,492 3,655,351 ACTIVISION BLIZZARD INC COMMON 00507V109 1,036 67,137 X 2 67,137 ACTUANT CORP CL A COMMON 00508X203 20,821 824,908 X 1 712,393 112,515 ACTUANT CORP CL A COMMON 00508X203 687 27,225 X 2 27,225 ACUITY BRANDS INC COMMON 00508Y102 13,479 322,778 X 1 282,636 40,142 ACUITY BRANDS INC COMMON 00508Y102 428 10,261 X 2 10,261 ADC TELECOMMUNICATIONS INC COMMON 000886309 7,147 845,748 X 1 837,049 8,699 ADELPHIA RECOVERY TRUST COMMON 00685R409 45 2,268,646 X 1 2,268,646 ADIDAS AG COMMON 00687A107 8,094 305,117 X 1 305,117 ADOBE SYS COMMON 00724F101 1,647 41,724 X 1 19,559 9,690 12,475 ADTRAN INC COMMON 00738A106 10,611 544,408 X 1 538,813 5,595 ADVANCE AUTO PARTS INC COMMON 00751Y106 4,418 111,407 X 1 111,407 ADVANCED MEDICAL OPTICS CV BND 00763MAK4 4,634 260,632 X 1 164,080 23,488 73,064 ADVANCED MEDICAL OPTICS CV BND 00763MAK4 556 31,289 X 2 31,289 ADVENT SOFTWARE INC COMMON 007974108 2,929 83,135 X 1 83,135 AEROPOSTALE INC COMMON 007865108 7,784 242,404 X 1 242,404 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 18,459 1,579,007 X 1 1,421,636 21,644 135,727 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 33 2,843 X 2 2,843 AETNA INC-NEW COMMON 00817Y108 577 15,986 X 1 15,986 AFFILIATED MANAGERS GROUP COMMON 008252108 68 817 X 1 428 389 AFFYMETRIX INC CV BND 00826TAG3 650 83,994 X 2 83,994 AFFYMETRIX INC CV BND 00826TAG3 17,988 2,324,037 X 1 2,119,364 34,726 169,946 AFLAC INC COMMON 001055102 4,683 79,716 X 1 70,810 8,906 AH BELO CORP-A COMMON 001282102 2,350 455,397 X 1 450,654 4,743 AIR PRODS & CHEM COMMON 009158106 521 7,604 X 1 7,604 AIRGAS INC COMMON 009363102 133 2,684 X 1 1,407 1,277 ALBERTO CULVER CO NEW COMMON 013078100 33,247 1,220,506 X 1 1,094,442 126,064 ALBERTO CULVER CO NEW COMMON 013078100 881 32,326 X 2 32,326 ALEXION PHARMACEUTICALS INC COMMON 015351109 3,128 79,602 X 1 79,602 ALLEGIANT TRAVEL CO COMMON 01748X102 2,265 64,126 X 1 64,126 ALLERGAN INC CV BND 018490AL6 2 47 X 1 47 ALLETE INC COMMON 018522300 522 11,722 X 2 11,722 ALLETE INC COMMON 018522300 24,383 547,929 X 1 500,815 47,114 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 27,347 431,473 X 1 385,271 46,202 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 751 11,850 X 2 11,850 ALLOY INC COMMON 019855303 4,454 576,186 X 1 567,861 8,325 ALLSTATE CORP COMMON 020002101 52,716 1,143,019 X 1 1,031,712 111,307 ALPHARMA INC-CL A COMMON 020813101 1,770 47,984 X 1 47,984 ALTERA CORP COMMON 021441100 57 2,772 X 1 1,436 1,336 ALTRA HOLDINGS INC COMMON 02208R106 9,001 609,799 X 1 603,655 6,144 ALTRIA GROUP INC COMMON 02209S103 30 1,525 X 1 1,525 AMAZON.COM INC COMMON 023135106 1,542 21,190 X 2 21,190 AMAZON.COM INC COMMON 023135106 146,466 2,013,004 X 1 1,153,884 3,416 855,704 AMEDISYS INC COMMON 023436108 13,120 269,572 X 1 267,058 2,514 AMERICA MOVIL-SERIES L ADR 02364W105 8 X 1 8 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 12,656 373,555 X 1 369,729 3,826 AMERICAN ECOLOGY CORP COMMON 025533407 13,898 502,259 X 1 496,585 5,674 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 2,281 304,141 X 1 261,418 42,723 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 71 9,529 X 2 9,529 AMERICAN EXPRESS CO COMMON 025816109 488 13,770 X 1 4,638 9,132 AMERICAN PHYSICIANS CAP INC COMMON 028884104 9,135 215,816 X 1 213,574 2,242 AMERICAN PUBLIC EDUCATION COMMON 02913V103 4,339 89,868 X 1 89,868 AMERICAN STATES WATER CO COMMON 029899101 9,529 247,503 X 1 244,741 2,762 AMERICAN TOWER CORP CL A COMMON 029912201 18,854 524,168 X 1 216,517 6,973 300,678 AMERICAN WATER WORKS CO INC COMMON 030420103 5,999 279,007 X 1 165,347 113,660 AMERICAN WATER WORKS CO INC COMMON 030420103 677 31,494 X 2 31,494 AMERIPRISE FINANCIAL INC COMMON 03076C106 33,181 868,624 X 1 781,429 87,195 AMETEK INC COMMON 031100100 469 11,494 X 2 11,494 AMETEK INC COMMON 031100100 4,249 104,231 X 1 62,370 41,861 AMPHENOL CORP CL A COMMON 032095101 2,077 51,742 X 2 51,742 AMPHENOL CORP CL A COMMON 032095101 105,042 2,616,892 X 1 1,448,351 4,341 1,164,200 AMTRUST FINANCIAL SERVICES COMMON 032359309 2,392 176,016 X 1 176,016 ANAREN INC COMMON 032744104 3,373 332,353 X 1 328,883 3,470 ANIXTER INTERNATIONAL INC COMMON 035290105 5,447 91,533 X 1 90,576 957 ANNALY CAPITAL MANAGEMENT COMMON 035710409 72 5,364 X 1 2,782 2,582 ANSYS INC COMMON 03662Q105 2,795 73,814 X 1 73,814 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 3,739 631,625 X 1 380,967 250,658 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 434 73,319 X 2 73,319 APACHE CORP COMMON 037411105 3,295 31,594 X 1 31,484 110 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 9,148 261,221 X 1 261,221 APOLLO GROUP INC CL A COMMON 037604105 25,760 434,409 X 1 434,409 APPLE INC COMMON 037833100 256,994 2,261,078 X 1 1,256,789 14,015 990,274 APPLE INC COMMON 037833100 2,008 17,671 X 2 17,671 APPLIED MATERIALS COMMON 038222105 27,950 1,847,309 X 1 1,667,123 180,186 ARCH CAPITAL GROUP LTD COMMON G0450A105 2,313 31,668 X 1 30,612 1,056 ARENA RESOURCES INC COMMON 040049108 2,743 70,608 X 1 70,608 ARIBA INC COMMON 04033V203 5,077 359,334 X 1 359,334 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 602 20,822 X 2 20,822 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 17,662 611,130 X 1 531,981 79,149 ASKEMNOW INC COMMON 045188109 100 X 1 100 ASSOCIATED ESTATES REALTY CP COMMON 045604105 15,995 1,227,525 X 1 1,227,525 ASSURANT INC COMMON 04621X108 8,170 148,537 X 1 88,182 60,355 ASSURANT INC COMMON 04621X108 857 15,581 X 2 15,581 AT&T INC COMMON 00206R102 143,365 5,134,844 X 1 3,887,195 18,526 1,229,123 ATHENAHEALTH INC COMMON 04685W103 2,657 79,868 X 1 79,868 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 10,346 256,652 X 1 254,019 2,633 AUTOLIV INC COMMON 052800109 7,070 209,470 X 1 209,470 AUTOZONE INC COMMON 053332102 15,872 128,684 X 1 30,888 2,064 95,732 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 1,791 55,267 X 1 55,267 AVALONBAY COMMUNITIES INC COMMON 053484101 60 611 X 1 317 294 AVNET INC CVT CV BND 053807AL7 35,108 1,425,421 X 1 1,399,121 2,807 23,494 AVON PRODS COMMON 054303102 9,255 222,642 X 1 166,485 56,157 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 34,003 971,500 X 1 969,960 1,080 460 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 5,898 168,500 X 2 168,500 BANK OF NEW YORK MELLON CORP COMMON 064058100 43,427 1,332,923 X 1 1,206,986 125,937 BANK OF THE OZARKS COMMON 063904106 20,042 742,308 X 1 734,679 7,629 BANKAMERICA CORP COMMON 060505104 103,231 2,949,444 X 1 1,918,244 19,100 1,012,100 BARCLAYS PLC SPONS ADR ADR 06738E204 4 X 1 4 BARD C R COMMON 067383109 5,990 63,140 X 1 63,140 BAXTER INTL COMMON 071813109 24,126 367,607 X 1 81,430 4,899 281,278 BB&T CORP COMMON 054937107 44 1,177 X 1 1,177 BCE INC COMMON 05534B760 694 20,000 X 1 20,000 BECKMAN COULTER INC COMMON 075811109 8,549 120,426 X 1 71,603 48,823 BECKMAN COULTER INC COMMON 075811109 961 13,543 X 2 13,543 BECTON DICKINSON & CO COMMON 075887109 1,628 20,287 X 1 12,912 7,375 BENEFICIAL MUTUAL BANCORP IN COMMON 08173R104 11,871 938,383 X 1 928,651 9,732 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 8,489 65 X 1 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 66,655 15,166 X 1 13,965 1,201 BEST BUY COMPANY COMMON 086516101 160 4,265 X 1 4,265 BHIT INC COMMON 05550A100 420 X 1 420 BIG LOTS INC COMMON 089302103 100 3,607 X 1 1,868 1,739 BIO-REFERENCE LABS INC COMMON 09057G602 3,450 119,386 X 1 119,386 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 2,157 81,421 X 1 81,421 BIOMED REALTY TRUST INC COMMON 09063H107 3,057 115,582 X 1 115,582 BJ SERVICES CO COMMON 055482103 313 16,349 X 1 16,349 BJ WHOLESALE CLUB INC COMMON 05548J106 14,023 360,870 X 1 360,870 BLACKBAUD INC COMMON 09227Q100 2,273 123,215 X 1 123,215 BLACKBOARD INC COMMON 091935502 4,112 102,061 X 1 102,061 BLACKBOARD INC CV BND 091935AA4 2 46 X 1 46 BLACKROCK INC COMMON 09247X101 149,803 770,194 X 1 553,398 3,156 213,640 BLACKROCK INC COMMON 09247X101 1,673 8,600 X 2 8,600 BLOCKBUSTER INC-CLASS A COMMON 093679108 103 50,000 X 1 50,000 BOB EVANS FARMS COMMON 096761101 13,409 491,335 X 1 485,849 5,486 BOEING CO COMMON 097023105 8,643 150,699 X 1 68,557 1,825 80,317 BORG WARNER INC COMMON 099724106 4,163 127,038 X 1 127,038 BP PLC ADR 055622104 732 14,584 X 1 3,880 5,248 5,456 BRISTOL MYERS SQUIBB COMMON 110122108 217,486 10,430,977 X 1 9,499,056 14,372 917,549 BROADCOM CORP CL A COMMON 111320107 18 990 X 1 990 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 45,309 2,944,058 X 1 2,546,107 397,951 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 1,253 81,436 X 2 81,436 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 1,836 315,509 X 1 315,509 BUCYRUS INTERNATIONAL INC COMMON 118759109 1,917 42,914 X 1 42,914 BUFFALO WILD WINGS INC COMMON 119848109 2,649 65,822 X 1 65,822 BUNGE LIMITED COMMON G16962105 1,706 27,000 X 1 27,000 BUNGE LTD CV PFD G16962204 1 18 X 1 18 BURGER KING HOLDINGS INC COMMON 121208201 108 4,378 X 1 2,287 2,091 BURLINGTON NORTHN SANTA FE COMMON 12189T104 17,360 187,820 X 1 44,197 3,015 140,608 BlackRock Senior High Income F Closed E 09255T109 2,163 659,397 X 1 562,739 11,447 85,211 BlackRock Senior High Income F Closed E 09255T109 278 84,803 X 2 84,803 C.H. ROBINSON WORLDWIDE COMMON 12541W209 7,281 142,880 X 1 142,880 CABLEVISION SYSTEMS CL A COMMON 12686C109 16,598 659,684 X 1 659,684 CAPELLA EDUCATION CO COMMON 139594105 4,676 109,088 X 1 109,088 CAPSTEAD MTG CORP COMMON 14067E506 14,113 1,288,821 X 1 1,275,830 12,991 CARDINAL HEALTH INC COMMON 14149Y108 1,781 36,134 X 1 36,134 CARDIONET INC COMMON 14159L103 3,120 124,998 X 1 124,998 CARTER HOLDINGS COMMON 146229109 11,216 568,477 X 1 562,750 5,727 CAVIUM NETWORKS INC COMMON 14965A101 2,356 167,308 X 1 167,308 CELGENE CORP COMMON 151020104 87,246 1,378,736 X 1 656,900 6,442 715,394 CELGENE CORP COMMON 151020104 767 12,117 X 2 12,117 CENTEX CORP COMMON 152312104 10,077 622,044 X 1 622,044 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 84 2,298 X 1 1,192 1,106 CHESAPEAKE ENERGY CORP COMMON 165167107 87,656 2,444,388 X 1 2,326,217 171 118,000 CHESAPEAKE ENGY CORP CVTPFD 5. CV PFD 165167826 3,462 96,547 X 1 96,547 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 14,592 406,908 X 1 379,051 27,857 CHEVRON CORP COMMON 166764100 24,344 295,156 X 1 79,920 4,486 210,750 CHICAGO BRIDGE & IRON NY COMMON 167250109 794 41,285 X 1 41,285 CHICOS FAS INC COMMON 168615102 3,233 591,045 X 1 591,045 CHUBB CORP COMMON 171232101 29,447 536,381 X 1 129,314 8,612 398,455 CHURCH & DWIGHT CO INC COMMON 171340102 11,647 187,590 X 1 143,739 43,851 CHURCH & DWIGHT CO INC COMMON 171340102 740 11,921 X 2 11,921 CISCO SYSTEMS INC COMMON 17275R102 7,063 313,097 X 1 260,564 16,162 36,371 CIT GROUP INC CVT PFD 8.75 C CV PFD 125581603 674 96,839 X 1 96,839 CITADEL BROADCASTING CORP COMMON 17285T106 6 X 1 6 CITIGROUP INC COMMON 172967101 46,694 2,276,667 X 1 2,060,089 216,578 CITIZENS BANKING COR MICH COMMON 174420109 5,389 1,749,730 X 1 1,731,837 17,893 CLARCOR INC COMMON 179895107 8,533 224,837 X 1 222,517 2,320 CLEAN HARBORS INC COMMON 184496107 3,927 58,137 X 1 58,137 CLEVELAND-CLIFFS INC COMMON 185896107 1,059 20,000 X 1 20,000 CME GROUP INC. COMMON 12572Q105 3,147 8,472 X 1 920 7,552 CMS ENERGY TRUST CVT PFD 7.75 CV PFD 12589R203 8,315 666,795 X 1 566,916 99,878 COACH INC COMMON 189754104 63 2,500 X 1 2,500 COCA-COLA COMMON 191216100 1,197 22,628 X 1 14,486 8,142 COCA-COLA ENTERPRISES COMMON 191219104 3 200 X 1 200 COHU INC COMMON 192576106 7,063 446,489 X 1 441,936 4,553 COLGATE PALMOLIVE COMMON 194162103 3,677 48,802 X 1 47,627 1,175 COMCAST CORP CL A COMMON 20030N101 53,482 2,724,519 X 1 2,583,212 141,307 COMERICA INC COMMON 200340107 10,401 317,200 X 1 313,933 3,267 COMFORT SYSTEMS USA INC COMMON 199908104 417 31,202 X 2 31,202 COMFORT SYSTEMS USA INC COMMON 199908104 3,671 274,799 X 1 162,855 111,944 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 410 57,644 X 1 57,042 602 COMMSCOPE INC COMMON 203372107 22,881 660,528 X 1 610,876 49,652 COMMSCOPE INC COMMON 203372107 417 12,048 X 2 12,048 COMSTOCK RESOURCES INC COMMON 205768203 1,467 29,320 X 1 29,320 CON-WAY INC COMMON 205944101 14,519 329,155 X 1 325,714 3,441 CONAGRA INC COMMON 205887102 85,178 4,377,080 X 1 4,178,496 198,584 CONCUR TECHNOLOGIES INC COMMON 206708109 6,321 165,205 X 1 165,205 CONOCOPHILLIPS COMMON 20825C104 13,807 188,485 X 1 90,946 1,824 95,715 CONSTANT CONTACT INC COMMON 210313102 3,004 175,979 X 1 175,979 CONSTELLATION ENERGY GROUP COMMON 210371100 19 800 X 1 800 CONTINENTAL RESOURCES INC COMMON 212015101 4,285 109,238 X 1 109,238 COOPER COMPANIES INC COMMON 216648402 2,655 76,383 X 1 45,134 31,249 COOPER COMPANIES INC COMMON 216648402 301 8,657 X 2 8,657 CORE LABORATORIES N V COMMON N22717107 3,870 38,195 X 1 38,195 CORE MARK HOLDING CO INC COMMON 218681104 4,544 181,835 X 1 178,006 3,829 CORNING INC COMMON 219350105 31,469 2,012,076 X 1 1,886,859 103,358 21,859 CORVEL CORP COMMON 221006109 432 15,099 X 2 15,099 CORVEL CORP COMMON 221006109 14,889 520,413 X 1 462,683 57,730 COSI INC COMMON 22122P101 5,508 2,796,187 X 1 2,766,087 30,100 COSTCO WHOLESALE CORP COMMON 22160K105 11,855 182,582 X 1 176,199 5,083 1,300 COUNTRYWIDE FINL AS FRN CV BND 222372AN4 1,514 356,347 X 1 345,157 11,190 COUNTRYWIDE FINL BS FRN CV BND 222372AP9 3,906 918,969 X 1 890,953 28,016 COVANCE INC COMMON 222816100 712 8,058 X 2 8,058 COVANCE INC COMMON 222816100 70,643 799,033 X 1 442,898 4,951 351,184 COVIDIEN LTD COMMON G2552X108 1,191 22,154 X 2 22,154 COVIDIEN LTD COMMON G2552X108 201,818 3,754,057 X 1 2,337,606 13,252 1,403,199 CSX CORP COMMON 126408103 1,289 23,618 X 2 23,618 CSX CORP COMMON 126408103 114,552 2,099,168 X 1 1,162,693 3,810 932,665 CULLEN FROST BANKERS INC COMMON 229899109 124 2,065 X 1 1,069 996 CUMMINS ENGINE COMMON 231021106 57,393 1,312,746 X 1 660,296 9,634 642,816 CUMMINS ENGINE COMMON 231021106 560 12,807 X 2 12,807 CURTISS-WRIGHT CORP COMMON 231561101 3,366 74,049 X 1 74,049 CVB FINANCIAL CORP COMMON 126600105 11,374 818,247 X 1 810,020 8,227 CVS CAREMARK CORP COMMON 126650100 416 12,371 X 1 12,371 CYTEC INDS COMMON 232820100 182 4,686 X 2 4,686 CYTEC INDS COMMON 232820100 10,637 273,373 X 1 249,512 23,861 DAKTRONICS INC COMMON 234264109 7,377 442,780 X 1 438,185 4,595 DANAHER CORP COMMON 235851102 37,202 536,046 X 1 180,954 7,796 347,296 DARDEN RESTAURANTS INC COMMON 237194105 2,666 93,105 X 1 93,105 DAVITA INC COMMON 23918K108 94 1,643 X 1 851 792 DEERE & CO COMMON 244199105 8,511 171,937 X 1 35,080 2,192 134,665 DELEK US HOLDINGS INC COMMON 246647101 4,289 462,677 X 1 275,510 187,167 DELEK US HOLDINGS INC COMMON 246647101 491 52,995 X 2 52,995 DELL INC COMMON 24702R101 15,297 928,233 X 1 221,967 14,330 691,936 DELPHI FINANCIAL GROUP CL A COMMON 247131105 8,977 320,161 X 1 316,845 3,316 DELTA AIR LINES INC COMMON 247361702 28,843 3,871,513 X 1 3,871,513 DEVELOPERS DIVERS REALTY COMMON 251591103 10,352 326,670 X 1 326,670 DEVON ENERGY CORP COMMON 25179M103 23,003 252,230 X 1 125,875 2,619 123,736 DEVRY INC COMMON 251893103 3,515 70,956 X 1 70,956 DG FASTCHANNEL INC COMMON 23326R109 4,091 186,648 X 1 186,648 DIEBOLD INC COMMON 253651103 3 100 X 1 100 DIGITAL REALTY TRUST INC COMMON 253868103 15,506 328,168 X 1 324,013 4,155 DIODES INC COMMON 254543101 8,895 482,135 X 1 477,169 4,966 DISCOVER FINANCIAL COMMON 254709108 20,694 1,497,405 X 1 1,243,942 253,463 DISCOVER FINANCIAL COMMON 254709108 495 35,816 X 2 35,816 DISCOVERY COMMUNICATIONS INC COMMON 25470F104 9,913 695,628 X 1 695,628 DISCOVERY COMMUNICATIONS-C COMMON 25470F302 9,801 692,127 X 1 692,127 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 724 98,882 X 1 87,205 11,677 DOLBY LABORATORIES INC-CL A COMMON 25659T107 126 3,594 X 1 3,594 DOLLAR FINANCIAL CORP COMMON 256664103 13,232 859,804 X 1 850,905 8,899 DOLLAR TREE INC COMMON 256746108 31,229 858,880 X 1 574,412 6,491 277,977 DOMINION RES INC VA COMMON 25746U109 10 238 X 1 238 DOVER CORP COMMON 260003108 115 2,825 X 1 2,825 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 6,285 807,869 X 1 792,728 15,141 DOW CHEMICAL COMMON 260543103 10 300 X 1 300 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 816 30,829 X 2 30,829 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 51,075 1,928,823 X 1 1,657,915 270,908 DREAMWORKS ANIMATION SKG A COMMON 26153C103 4,208 133,803 X 1 133,803 DRESSER-RAND GROUP INC COMMON 261608103 14,781 469,694 X 1 464,795 4,899 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 7,360 2,469,845 X 1 2,380,579 89,266 DST SYSTEMS COMMON 233326107 8 150 X 1 150 DUCOMMUN INC COMMON 264147109 9,315 390,059 X 1 386,049 4,010 DUFF & PHELPS CORP-CL A COMMON 26433B107 1,121 53,305 X 2 53,305 DUFF & PHELPS CORP-CL A COMMON 26433B107 11,000 523,077 X 1 327,946 195,131 DUKE ENERGY CORP COMMON 26441C105 4,932 282,940 X 1 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 9 358 X 1 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 5,749 60,930 X 1 35,327 25,603 DUN & BRADSTREET CORP NEW COMMON 26483E100 637 6,756 X 2 6,756 DUPONT E I COMMON 263534109 36,793 912,978 X 1 820,334 2,200 90,444 DWS HIGH INCOME TRUST Closed E 23337C109 1,599 481,489 X 1 457,483 24,006 DXP ENTERPRISES INC COMMON 233377407 2,244 42,090 X 1 42,090 DYNEGY INC - CL A COMMON 26817G102 215 60,002 X 1 60,002 EASTMAN CHEMICAL CO COMMON 277432100 8 150 X 1 150 EATON CORP COMMON 278058102 2,753 48,995 X 1 47,745 1,250 ECHOSTAR HOLDING CORP-A COMMON 278768106 1,659 68,825 X 1 40,243 28,582 ECHOSTAR HOLDING CORP-A COMMON 278768106 183 7,580 X 2 7,580 ECOLAB INC COMMON 278865100 4,014 82,736 X 1 80,711 2,025 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 10,150 795,479 X 1 685,568 3,006 106,906 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 419 32,831 X 2 32,831 EL PASO CORPORATION COMMON 28336L109 6,753 529,255 X 1 127,284 9,170 392,801 ELAN CORP PLC -SP ADR ADR 284131208 160 15,000 X 1 15,000 EMC CORP COMMON 268648102 2,746 229,611 X 1 224,611 5,000 EMERSON ELEC COMMON 291011104 14,494 355,337 X 1 110,165 12,188 232,984 EMPLOYERS HOLDINGS INC COMMON 292218104 12,832 738,317 X 1 658,688 79,629 EMPLOYERS HOLDINGS INC COMMON 292218104 297 17,089 X 2 17,089 ENDO PHARMAC HLDGS INC COMMON 29264F205 10,896 544,781 X 1 539,291 5,490 ENERGEN CORP COMMON 29265N108 7,379 162,973 X 1 147,130 15,843 ENERGEN CORP COMMON 29265N108 186 4,101 X 2 4,101 ENERGY CONVERSION DEVICES COMMON 292659109 3,535 60,692 X 1 32,692 28,000 ENERGY RECOVERY INC COMMON 29270J100 2,129 221,969 X 1 221,969 EOG RESOURCES INC COMMON 26875P101 48,300 539,907 X 1 291,333 966 247,608 EOG RESOURCES INC COMMON 26875P101 536 5,990 X 2 5,990 EPIX MEDICAL INC CVT CV BND 26881QAB7 613 595,454 X 1 506,975 27,769 60,710 EPIX MEDICAL INC CVT CV BND 26881QAB7 1 1,276 X 2 1,276 EQUINIX INC COMMON 29444U502 3,705 53,345 X 1 53,345 EQUITABLE RESOURCES INC COMMON 294549100 16,495 449,689 X 1 406,348 43,341 EQUITY RESIDENTIAL COMMON 29476L107 20,429 460,000 X 1 460,000 ESCO TECHNOLOGIES COMMON 296315104 1,927 40,003 X 1 40,003 ESTEE LAUDER COS CL A COMMON 518439104 28,845 577,934 X 1 520,945 56,989 EURAND NV COMMON N31010106 2,370 130,484 X 1 130,484 EVEREST RE GROUP LTD COMMON G3223R108 3,514 40,612 X 1 39,512 1,100 EXELON CORP COMMON 30161N101 44,718 714,111 X 1 514,817 3,095 196,199 EXPONENT INC COMMON 30214U102 325 9,808 X 2 9,808 EXPONENT INC COMMON 30214U102 2,867 86,637 X 1 51,450 35,187 EXPRESS SCRIPTS INC CL A COMMON 302182100 3,647 49,401 X 1 5,569 43,832 EXTERRAN HOLDINGS INC COMMON 30225X103 2,358 73,768 X 1 73,768 EXXON MOBIL CORP COMMON 30231G102 178,652 2,300,435 X 1 1,573,548 12,665 714,222 FASTENAL CO COMMON 311900104 4,335 87,777 X 1 87,777 FEDERAL MOGUL CORP COMMON 313549404 205 16,342 X 2 16,342 FEDERAL MOGUL CORP COMMON 313549404 7,734 616,256 X 1 552,608 63,648 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 1,187 165,781 X 1 162,603 3,178 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 5,909 533,782 X 1 528,328 5,454 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 8,891 604,824 X 1 526,653 78,171 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 303 20,614 X 2 20,614 FIDELITY NATIONAL INFORMATION COMMON 31620M106 653 35,384 X 2 35,384 FIDELITY NATIONAL INFORMATION COMMON 31620M106 5,785 313,376 X 1 185,762 127,614 FIFTH THIRD BANCORP COMMON 316773100 372 31,263 X 2 31,263 FIFTH THIRD BANCORP COMMON 316773100 3,434 288,544 X 1 170,009 118,535 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 1 110 X 1 110 FIRST SECURITY GROUP INC COMMON 336312103 1,796 245,386 X 1 234,846 10,540 FIRST SOLAR INC COMMON 336433107 142,881 756,343 X 1 461,322 2,492 292,529 FIRST SOLAR INC COMMON 336433107 1,342 7,104 X 2 7,104 FIRSTENERGY COMMON 337932107 27,037 403,596 X 1 121,942 5,726 275,928 FLEXTRONICS INTL LTD COMMON Y2573F102 142 20,000 X 1 20,000 FLOWERS FOODS INC COMMON 343498101 3,550 120,918 X 1 120,918 FLOWSERVE CORP COMMON 34354P105 878 9,894 X 2 9,894 FLOWSERVE CORP COMMON 34354P105 100,847 1,136,045 X 1 706,199 4,504 425,342 FLUOR CORP NEW COMMON 343412102 855 15,356 X 2 15,356 FLUOR CORP NEW COMMON 343412102 83,622 1,501,298 X 1 963,659 2,475 535,164 FOOT LOCKER INC COMMON 344849104 7,940 491,324 X 1 491,324 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 54,470 10,475,079 X 1 10,448,808 8,969 17,303 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 15 2,825 X 2 2,825 FORESTAR REAL ESTATE GRP COMMON 346233109 685 46,459 X 2 46,459 FORESTAR REAL ESTATE GRP COMMON 346233109 18,765 1,272,205 X 1 1,097,057 175,148 FOSSIL INC COMMON 349882100 15,218 539,068 X 1 486,933 52,135 FOSSIL INC COMMON 349882100 376 13,319 X 2 13,319 FOSTER WHEELER LTD COMMON G36535139 21,138 585,381 X 1 526,264 59,117 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 1,985 55,783 X 1 55,783 FOUNDRY NETWORKS INC COMMON 35063R100 3,481 191,167 X 1 191,167 FPL GROUP INC COMMON 302571104 11,724 233,081 X 1 94,857 3,134 135,090 FRANKLIN RESOURCES COMMON 354613101 4,521 51,303 X 1 50,153 1,150 FREDDIE MAC COMMON 313400301 20,717 12,115,431 X 1 12,115,431 FREDDIE MAC COMMON 313400301 229 134,000 X 2 134,000 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 57 1,000 X 1 1,000 FREIGHTCAR AMERICA INC COMMON 357023100 2,517 86,009 X 1 86,009 FRONTIER OIL CORP COMMON 35914P105 2,159 117,215 X 1 117,215 FTI CONSULTING CV BND 302941AB5 5 64 X 1 64 FTI CONSULTING INC COMMON 302941109 6,994 96,812 X 1 57,812 39,000 FX ENERGY INC COMMON 302695101 22 3,000 X 1 3,000 GAMESTOP CORP COMMON 36467W109 38,173 1,115,839 X 1 598,253 1,945 515,641 GAMESTOP CORP COMMON 36467W109 413 12,063 X 2 12,063 GAP INC COMMON 364760108 45,674 2,568,848 X 1 1,673,568 16,243 879,037 GEN DYNAMICS COMMON 369550108 4,834 65,656 X 1 39,098 2,334 24,224 GEN MILLS COMMON 370334104 4,915 71,524 X 1 27,524 44,000 GENENTECH INC COMMON 368710406 1,765 19,901 X 1 8,586 2,715 8,600 GENERAL CABLE CORP COMMON 369300108 7,866 220,774 X 1 218,555 2,219 GENERAL ELECTRIC COMMON 369604103 72,198 2,831,307 X 1 1,902,463 19,911 908,933 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 75 7,888 X 2 7,888 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 1,281 135,542 X 1 132,392 3,150 GENESCO INC COMMON 371532102 20,767 620,268 X 1 613,845 6,423 GENESEE & WYOMING INC-CL A COMMON 371559105 15,160 404,062 X 1 399,896 4,166 GENTEX CORP COMMON 371901109 6,559 458,694 X 1 453,303 5,391 GENTIVA HEALTH SERVICES COMMON 37247A102 2,441 90,610 X 1 90,610 GENZYME CORP COMMON 372917104 117,732 1,455,455 X 1 781,728 6,973 666,754 GENZYME CORP COMMON 372917104 844 10,435 X 2 10,435 GILDAN ACTIVEWEAR -A COMMON 375916103 32,730 1,436,802 X 1 1,436,802 GILEAD SCIENCES INC COMMON 375558103 100,873 2,213,103 X 1 1,072,408 19,136 1,121,559 GILEAD SCIENCES INC COMMON 375558103 868 19,054 X 2 19,054 GOLDMAN SACHS GROUP COMMON 38141G104 16,851 131,648 X 1 44,737 1,693 85,218 GOODRICH COMMON 382388106 37,072 891,160 X 1 831,195 59,965 GOODRICH PETROLEUM CORP COMMON 382410405 2,349 53,886 X 1 53,886 GOOGLE INC-CL A COMMON 38259P508 178,361 445,324 X 1 263,924 728 180,672 GOOGLE INC-CL A COMMON 38259P508 1,809 4,516 X 2 4,516 GRANITE CONSTRUCTION INC COMMON 387328107 13,076 365,044 X 1 335,991 29,053 GRANITE CONSTRUCTION INC COMMON 387328107 263 7,336 X 2 7,336 GREEN MOUNTAIN COFFEE INC COMMON 393122106 2,913 74,050 X 1 74,050 GREIF INC -CL A COMMON 397624107 6,918 105,420 X 1 104,320 1,100 GREY WOLF INC COMMON 397888108 173 22,228 X 1 22,228 GUESS INC COMMON 401617105 7,388 212,365 X 1 115,365 97,000 GYMBOREE CORP COMMON 403777105 2,591 72,997 X 1 72,997 HALLIBURTON CO COMMON 406216101 51,905 1,602,486 X 1 1,082,341 8,564 511,581 HANCOCK HOLDING CO COMMON 410120109 16,719 327,822 X 1 324,520 3,302 HANESBRANDS INC COMMON 410345102 17,311 795,917 X 1 706,681 89,236 HANESBRANDS INC COMMON 410345102 511 23,487 X 2 23,487 HARRIS CORP COMMON 413875105 14,600 316,025 X 1 130,514 4,124 181,387 HARSCO CORP COMMON 415864107 60 1,618 X 1 839 779 HAYNES INTERNATIONAL INC COMMON 420877201 7,698 164,372 X 1 162,649 1,723 HCC INSURANCE HLDG COMMON 404132102 14,167 524,699 X 1 519,421 5,278 HCP INC COMMON 40414L109 120 3,000 X 1 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 22,844 429,152 X 1 423,372 5,780 HEALTHEXTRAS INC COMMON 422211102 3,043 116,504 X 1 116,504 HEALTHSPRING INC COMMON 42224N101 8,868 419,106 X 1 414,444 4,662 HECKMANN CORP COMMON 422680108 1,884 228,326 X 1 228,326 HEINZ H J COMMON 423074103 23,727 474,828 X 1 173,826 5,879 295,123 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 385 15,841 X 1 15,841 HERCULES COMMON 427056106 2,590 130,862 X 1 121,187 9,675 HEWLETT PACKARD COMMON 428236103 227,807 4,926,622 X 1 3,026,754 19,745 1,880,123 HEWLETT PACKARD COMMON 428236103 1,169 25,285 X 2 25,285 HIBBETT SPORTS INC COMMON 428567101 29,554 1,476,243 X 1 1,476,243 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 17,331 1,812,844 X 1 1,811,875 969 HILL INTERNATIONAL INC COMMON 431466101 2,995 216,214 X 1 216,214 HILL-ROM HOLDINGS INC COMMON 431475102 18,934 624,680 X 1 551,404 73,276 HILL-ROM HOLDINGS INC COMMON 431475102 577 19,039 X 2 19,039 HILLENBRAND INC COMMON 431571108 439 21,769 X 2 21,769 HILLENBRAND INC COMMON 431571108 12,582 624,111 X 1 541,014 83,097 HOLOGIC INC COMMON 436440101 1,450 75,003 X 1 73,333 1,670 HONEYWELL INTERNATIONAL INC COMMON 438516106 95 2,275 X 1 2,275 HORNBECK OFFSHORE SERVICES COMMON 440543106 16,081 416,393 X 1 412,932 3,461 HOSPIRA INC COMMON 441060100 12,427 325,313 X 1 192,089 133,224 HOSPIRA INC COMMON 441060100 1,405 36,779 X 2 36,779 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 577 43,420 X 2 43,420 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 40,847 3,073,491 X 1 2,538,033 94,520 440,938 HSN INC COMMON 404303109 16,092 1,461,553 X 1 1,288,291 173,262 HSN INC COMMON 404303109 496 45,050 X 2 45,050 HUB GROUP INC CL A COMMON 443320106 13,161 349,555 X 1 345,950 3,605 HUDSON CITY BANCORP INC COMMON 443683107 3,937 213,368 X 1 213,368 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 3,713 584,795 X 2 584,795 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 49,482 7,792,395 X 1 7,108,353 135,796 548,245 HUNT J B TRANSPORT SVCS INC COMMON 445658107 3,962 118,719 X 1 117,906 813 HURON CONSULTING GROUP INC COMMON 447462102 558 9,800 X 2 9,800 HURON CONSULTING GROUP INC COMMON 447462102 4,935 86,607 X 1 51,643 34,964 IBERIABANK CORP COMMON 450828108 12,475 236,054 X 1 233,581 2,473 IBM COMMON 459200101 1,980 16,930 X 2 16,930 IBM COMMON 459200101 230,903 1,974,203 X 1 1,256,146 2,730 715,327 ICF INTERNATIONAL INC COMMON 44925C103 4,249 215,158 X 1 215,158 ICON PLC - SPONSORED ADR ADR 45103T107 3,395 88,763 X 1 88,763 IDEXX LABORATORIES INC COMMON 45168D104 6,230 113,692 X 1 113,692 IHS INC-CLASS A COMMON 451734107 3,062 64,277 X 1 64,277 II-VI INC COMMON 902104108 8,364 216,342 X 1 214,121 2,221 ILLINOIS TOOL WORKS INC COMMON 452308109 173 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 95,033 2,344,754 X 1 1,350,705 3,864 990,185 ILLUMINA INC COMMON 452327109 971 23,964 X 2 23,964 INCYTE CORP CVT CV BND 45337CAE2 1,721 224,986 X 2 224,986 INCYTE CORP CVT CV BND 45337CAE2 58,809 7,687,393 X 1 6,849,491 337,835 500,067 INFORMATICA CORP COMMON 45666Q102 2,994 230,450 X 1 230,450 ING GROEP NV SPON ADR ADR 456837103 2 100 X 1 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 324 10,380 X 1 10,380 INNERWORKINGS INC COMMON 45773Y105 2,843 256,377 X 1 256,377 INSULET CORP COMMON 45784P101 2,147 154,205 X 1 154,205 INTEL CORP COMMON 458140100 117,596 6,278,508 X 1 3,564,142 11,781 2,702,585 INTEL CORP COMMON 458140100 1,369 73,069 X 2 73,069 INTERACTIVE DATA CORP COMMON 45840J107 28,731 1,139,205 X 1 974,990 164,215 INTERACTIVE DATA CORP COMMON 45840J107 1,083 42,936 X 2 42,936 INTEVAC INC COMMON 461148108 6,450 606,234 X 1 600,027 6,207 INTUITIVE SURGICAL INC COMMON 46120E602 1,033 4,287 X 2 4,287 INTUITIVE SURGICAL INC COMMON 46120E602 104,677 434,380 X 1 262,520 692 171,168 INVENTIV HEALTH INC COMMON 46122E105 8,121 459,849 X 1 455,007 4,842 INVESCO LTD COMMON G491BT108 65 3,105 X 1 3,105 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 10,458 343,669 X 1 340,390 3,279 INVITROGEN CORP CV BND 46185RAK6 21,933 580,249 X 1 557,019 14,604 8,625 IPG PHOTONICS CORP COMMON 44980X109 3,895 199,619 X 1 199,619 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 6,117 108,644 X 1 97,513 11,131 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,980 57,933 X 1 49,188 8,745 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 7,473 153,924 X 1 144,021 9,903 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 38 600 X 1 600 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 97 1,433 X 1 1,433 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 11,393 169,444 X 1 169,444 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 26 600 X 1 600 ISIS PHAMACEUTICALS COMMON 464330109 2,153 127,450 X 1 127,450 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 19 7,410 X 2 7,410 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 7,971 3,066,049 X 1 3,051,678 337 14,034 ITC HOLDINGS CORP COMMON 465685105 19,147 369,839 X 1 366,534 3,305 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 30,977 382,860 X 1 382,860 J & J SNACK FOODS CORP COMMON 466032109 10,754 317,148 X 1 313,849 3,299 JACOBS ENGINEERING GROUP INC COMMON 469814107 2,390 44,000 X 1 44,000 JANUS CAPITAL GROUP INC COMMON 47102X105 2,549 105,000 X 1 105,000 JDS UNIPHASE CORP CV BND 46612JAD3 2,393 282,541 X 1 164,225 24,752 93,564 JETBLUE AIRWAYS CORP COMMON 477143101 1,309 264,370 X 1 264,370 JMP GROUP INC COMMON 46629U107 1,672 321,448 X 1 318,056 3,392 JO-ANN STORES INC COMMON 47758P307 8,250 393,253 X 1 389,168 4,085 JOHN BEAN TECHNOLOGIES COMMON 477839104 15,452 1,220,540 X 1 1,067,397 153,143 JOHN BEAN TECHNOLOGIES COMMON 477839104 509 40,221 X 2 40,221 JOHNSON & JOHNSON COMMON 478160104 69,909 1,009,077 X 1 632,297 6,340 370,440 JOHNSON CONTROLS COMMON 478366107 8,192 270,096 X 1 270,096 JOY GLOBAL INC COMMON 481165108 2,406 53,305 X 1 51,885 1,420 JP MORGAN CHASE & CO COMMON 46625H100 764 16,355 X 2 16,355 JP MORGAN CHASE & CO COMMON 46625H100 233,818 5,006,812 X 1 3,372,794 19,618 1,614,400 JUNIPER NETWORKS COMMON 48203R104 6,018 285,610 X 1 170,610 115,000 KANSAS CITY SOUTHERN COMMON 485170302 10,073 227,080 X 1 227,080 KAYDON CORP COMMON 486587108 2,811 62,386 X 1 62,386 KB HOME CORP COMMON 48666K109 9,905 503,290 X 1 498,265 5,025 KBR INC COMMON 48242W106 840 55,031 X 1 55,031 KIMBERLY CLARK COMMON 494368103 39 600 X 1 600 KITE REALTY GROUP TRUST COMMON 49803T102 5,654 514,002 X 1 508,637 5,365 KNOLOGY INC COMMON 499183804 2,103 260,602 X 1 260,602 KOHLS CORP COMMON 500255104 653 14,169 X 2 14,169 KOHLS CORP COMMON 500255104 76,917 1,669,212 X 1 1,081,164 9,700 578,348 KOPPERS HOLDINGS INC COMMON 50060P106 8,537 228,210 X 1 225,919 2,291 KRAFT FOODS INC COMMON 50075N104 34,931 1,066,601 X 1 960,025 106,576 KROGER COMMON 501044101 39,756 1,446,740 X 1 351,243 23,277 1,072,220 KULICKE & SOFFA CV BND 501242AL5 8,441 1,871,619 X 1 1,664,535 96,163 110,920 KULICKE & SOFFA CVT CV BND 501242AT8 875 194,009 X 2 194,009 KULICKE & SOFFA CVT CV BND 501242AT8 9,329 2,068,477 X 1 1,972,343 3,831 92,302 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 97 21,415 X 2 21,415 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 8,055 1,786,047 X 1 1,552,424 81,768 151,855 LABARGE INC COMMON 502470107 1,937 128,648 X 1 123,364 5,284 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 94 1,354 X 1 710 644 LAYNE CHRISTENSEN COMPANY COMMON 521050104 3,949 111,470 X 1 97,965 13,505 LAYNE CHRISTENSEN COMPANY COMMON 521050104 128 3,623 X 2 3,623 LEGGETT & PLATT INC COMMON 524660107 22 1,000 X 1 1,000 LEHMAN BROS HLDGS 7.25 CVT PFD CV PFD 52523J453 39 182,463 X 2 182,463 LEHMAN BROS HLDGS 7.25 CVT PFD CV PFD 52523J453 457 2,126,398 X 1 2,069,293 18,928 38,177 LENDER PROCESSING SERV COMMON 52602E102 413 13,535 X 2 13,535 LENDER PROCESSING SERV COMMON 52602E102 19,079 625,140 X 1 570,766 54,374 LENNAR CORP COMMON 526057104 8,346 549,450 X 1 549,450 LEUCADIA NATIONAL CORP COMMON 527288104 24,693 543,421 X 1 491,164 52,257 LEVEL 3 COMM CONV CV BND 52729NBF6 23,621 8,748,493 X 1 8,723,393 25,100 LEVEL 3 COMM CONV CV BND 52729NBF6 603 223,394 X 2 223,394 LEVEL 3 COMM CONV CV BND 52729NBK5 58,797 21,776,559 X 1 20,867,218 23,810 885,531 LEVEL 3 COMM CONV CV BND 52729NBK5 3,002 1,111,722 X 2 1,111,722 LEVEL 3 COMM CVT CV BND 52729NAS9 10 3,708 X 2 3,708 LEVEL 3 COMM CVT CV BND 52729NAS9 2,897 1,072,917 X 1 972,579 28,737 71,601 LEVEL 3 COMM INC CONV CV BND 52729NAG5 47 17,411 X 2 17,411 LEVEL 3 COMM INC CONV CV BND 52729NAG5 4,761 1,763,314 X 1 1,587,900 19,942 155,472 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 886 327,995 X 2 327,995 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 58,212 21,559,894 X 1 19,373,264 557,103 1,629,527 LIBERTY GLOBAL INC CL A COMMON 530555101 5,587 184,389 X 1 183,327 1,062 LIBERTY MEDIA CORPORAT 530715AN1 138 19,375 X 2 19,375 LIBERTY MEDIA CORPORAT 530715AN1 7,088 992,697 X 1 962,948 29,749 LILLY ELI COMMON 532457108 157 3,564 X 1 900 2,664 LINCOLN NATL CORP COMMON 534187109 50 1,179 X 1 611 568 LITTELFUSE INC COMMON 537008104 18,732 630,071 X 1 623,645 6,426 LOCKHEED MARTIN CORP COMMON 539830109 9,048 82,499 X 1 57,640 3,527 21,332 LOUISIANA-PACIFIC CORP COMMON 546347105 3,544 381,037 X 1 381,037 LOWES COS COMMON 548661107 964 40,692 X 2 40,692 LOWES COS COMMON 548661107 119,466 5,042,868 X 1 3,343,581 6,560 1,692,727 LSB INDUSTRIES INC COMMON 502160104 2,414 174,272 X 1 172,521 1,751 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 1,401 364,866 X 2 364,866 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 19,005 4,949,136 X 1 4,804,755 11,091 133,291 LUMINEX CORP COMMON 55027E102 3,225 128,948 X 1 128,948 M & T BANK CORP COMMON 55261F104 185 2,078 X 1 1,646 432 MARATHON OIL CORP COMMON 565849106 14,396 361,084 X 1 170,016 4,373 186,695 MARINER ENERGY INC COMMON 56845T305 13,982 682,066 X 1 675,047 7,019 MARRIOTT INTERNATIONAL COMMON 571903202 646 24,753 X 1 24,753 MASCO CORP COMMON 574599106 2,268 126,418 X 1 126,418 MASIMO CORPORATION COMMON 574795100 6,194 166,506 X 1 166,506 MASTEC INC COMMON 576323109 2,219 166,977 X 1 166,977 MASTERCARD INC-CLASS A COMMON 57636Q104 102,716 579,238 X 1 361,816 2,395 215,027 MASTERCARD INC-CLASS A COMMON 57636Q104 916 5,166 X 2 5,166 MCAFEE INC COMMON 579064106 105,307 3,100,920 X 1 1,771,033 11,119 1,318,768 MCAFEE INC COMMON 579064106 1,485 43,723 X 2 43,723 MCDONALDS COMMON 580135101 261,397 4,236,587 X 1 2,930,744 15,426 1,290,417 MCDONALDS COMMON 580135101 1,500 24,312 X 2 24,312 MCGRATH RENTCORP COMMON 580589109 16,806 583,146 X 1 577,147 5,999 MCGRAW HILL COS INC COMMON 580645109 19 592 X 1 592 MDU RESOURCES GROUP INC COMMON 552690109 6,375 219,833 X 1 129,838 89,995 MDU RESOURCES GROUP INC COMMON 552690109 695 23,970 X 2 23,970 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 18,923 420,502 X 1 104,606 7,168 308,728 MEDICAL ACTION IND INC COMMON 58449L100 6,696 509,993 X 1 504,709 5,284 MEDTRONIC INC COMMON 585055106 937 18,707 X 2 18,707 MEDTRONIC INC COMMON 585055106 83,055 1,657,778 X 1 904,473 3,017 750,288 MENTOR GRAPHICS CORP COMMON 587200106 11,250 991,162 X 1 980,940 10,222 MERCK & CO COMMON 589331107 2,347 74,363 X 1 39,715 5,615 29,033 MERRILL LYNCH & CO COMMON 590188108 3 100 X 1 100 METLIFE INC COMMON 59156R108 83,365 1,488,658 X 1 884,125 11,388 593,145 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 8,036 82,005 X 1 57,005 25,000 MICROS SYSTEM INC COMMON 594901100 4,097 153,671 X 1 91,756 61,915 MICROS SYSTEM INC COMMON 594901100 454 17,014 X 2 17,014 MICROSOFT CORP COMMON 594918104 41,262 1,545,965 X 1 1,391,964 12,008 141,993 MIDDLESEX WATER CO COMMON 596680108 9,400 538,088 X 1 532,062 6,026 MINE SAFETY APPLIANCES CO COMMON 602720104 69 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 7,887 132,863 X 1 131,473 1,390 MITCHAM INDS INC COMMON 606501104 933 92,500 X 1 92,500 MOLSON COORS BREWING CO COMMON 60871R209 27,471 587,623 X 1 528,400 59,223 MONSANTO CO NEW COMMON 61166W101 2,188 22,108 X 2 22,108 MONSANTO CO NEW COMMON 61166W101 246,460 2,489,999 X 1 1,448,596 12,204 1,029,199 MOODYS CORP COMMON 615369105 7 200 X 1 200 MOOG INC CL A COMMON 615394202 20,259 472,459 X 1 468,093 4,366 MORGAN STANLEY COMMON 617446448 141 6,115 X 1 6,115 MORGAN STANLEY EMERGING MKT Closed E 61744H105 3,405 471,000 X 1 471,000 MORNINGSTAR INC COMMON 617700109 1,382 24,906 X 1 24,906 MOTOROLA INC COMMON 620076109 54 7,501 X 1 7,500 1 MSCI INC-A COMMON 55354G100 45 1,866 X 1 1,866 MUNRO MUFFLER BRAKE INC COMMON 610236101 669 28,990 X 2 28,990 MUNRO MUFFLER BRAKE INC COMMON 610236101 5,855 253,905 X 1 150,559 103,346 MWI VETERINARY SUPPLY INC COMMON 55402X105 11,993 305,233 X 1 303,044 2,189 MYERS INDS INC COMMON 628464109 13,315 1,055,921 X 1 1,044,960 10,961 MYRIAD GENETICS INC COMMON 62855J104 4,685 72,205 X 1 72,205 NASDAQ OMX GORUP/THE COMMON 631103108 4,032 131,907 X 1 131,907 NATIONAL OILWELL VARCO INC COMMON 637071101 1,836 36,549 X 1 28,760 7,789 NATUS MEDICAL INC COMMON 639050103 3,856 170,185 X 1 170,185 NAVIGATORS GROUP INC COMMON 638904102 13,543 233,504 X 1 231,069 2,435 NCR CORP COMMON 62886E108 14,038 636,627 X 1 476,421 160,206 NCR CORP COMMON 62886E108 972 44,065 X 2 44,065 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 140 39,037 X 2 39,037 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 15,067 4,196,810 X 1 3,689,096 142,206 365,508 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,270 108,120 X 1 108,120 NETSCOUT SYSTEMS INC COMMON 64115T104 2,141 201,242 X 1 201,242 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 24,155 376,017 X 1 370,735 5,282 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 440 25,501 X 2 25,501 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 15,690 909,040 X 1 890,691 9,865 8,484 NEWPARK RESOURCES INC COMMON 651718504 6,375 873,262 X 1 864,123 9,139 NEWS CORP INC-CL A COMMON 65248E104 44,511 3,712,356 X 1 3,419,262 293,094 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,005 109,110 X 1 101,189 7,921 NII HOLDINGS INC COMMON 62913F201 2,303 60,726 X 1 59,142 1,584 NII HOLDINGS INC CVT CV BND 62913FAJ1 364 9,601 X 2 9,601 NII HOLDINGS INC CVT CV BND 62913FAJ1 18,365 484,308 X 1 458,344 5,172 20,791 NIKE INC CL B COMMON 654106103 3,361 50,245 X 1 46,522 3,723 NOKIA CORP SPON ADR A ADR 654902204 38,331 2,055,264 X 1 1,900,717 154,547 NORAM ENERGY SUB CONV CV BND 655419AC3 27 1,860 X 1 1,860 NORFOLK SOUTHN CORP COMMON 655844108 5,528 83,494 X 1 22,494 61,000 NORTEL NETWORKS CORP COMMON 656568508 1 489 X 1 489 NORTEL NETWORKS CORP CV BND 656568AE2 867 386,875 X 2 386,875 NORTEL NETWORKS CORP CV BND 656568AE2 8,865 3,957,594 X 1 3,722,750 10,313 224,531 NORTEL NETWORKS CVT CV BND 656568AF9 11 4,688 X 2 4,688 NORTEL NETWORKS CVT CV BND 656568AF9 305 135,938 X 1 135,938 NORTHERN TR CORP COMMON 665859104 4,035 55,880 X 1 7,880 48,000 NORTHROP GRUMMAN CORP COMMON 666807102 44,041 727,475 X 1 653,177 74,298 NORTHWEST PIPE COMPANY COMMON 667746101 3,770 86,439 X 1 86,439 NORTHWESTERN CORP COMMON 668074305 9,890 393,566 X 1 389,179 4,387 NOVARTIS AG SPON ADR ADR 66987V109 36,534 691,400 X 1 623,950 67,450 NRG ENERGY INC COMMON 629377508 31,285 1,264,031 X 1 1,114,761 149,270 NRG ENERGY INC COMMON 629377508 327 13,219 X 2 13,219 NTELOS HOLDINGS CORP COMMON 67020Q107 4,081 151,749 X 1 151,749 NUVASIVE INC COMMON 670704105 8,233 166,891 X 1 166,891 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 8,735 875,231 X 1 866,412 8,819 OCCIDENTAL PETE COMMON 674599105 28,539 405,097 X 1 141,597 5,944 257,556 OCEANEERING INTL INC COMMON 675232102 19,284 361,674 X 1 358,630 3,044 OLD NATL BANCORP COMMON 680033107 7,612 380,206 X 1 376,377 3,829 ON SEMICONDUCTOR CORPORATION COMMON 682189105 14,193 2,099,497 X 1 1,807,894 291,603 ON SEMICONDUCTOR CORPORATION COMMON 682189105 521 77,124 X 2 77,124 ONEOK INC COMMON 682680103 7,392 214,873 X 1 151,544 63,329 ONEOK INC COMMON 682680103 586 17,045 X 2 17,045 ONYX PHARMACEUTICALS COMMON 683399109 3,572 98,720 X 1 98,720 ORACLE CORP COMMON 68389X105 199,233 9,809,608 X 1 5,070,739 48,007 4,690,862 ORACLE CORP COMMON 68389X105 1,662 81,827 X 2 81,827 ORBITAL SCIENCES CORP COMMON 685564106 3,607 150,481 X 1 150,481 ORION MARINE GROUP INC COMMON 68628V308 2,595 247,411 X 1 146,580 100,831 ORION MARINE GROUP INC COMMON 68628V308 245 23,342 X 2 23,342 OWENS CORNING INC COMMON 690742101 345 14,433 X 2 14,433 OWENS CORNING INC COMMON 690742101 10,853 453,922 X 1 402,671 51,251 OWENS-ILLINOIS INC COMMON 690768403 633 21,544 X 2 21,544 OWENS-ILLINOIS INC COMMON 690768403 96,526 3,283,184 X 1 2,772,479 36,881 473,824 P G & E CORP COMMON 69331C108 36,743 981,126 X 1 882,228 98,898 PACTIV CORP COMMON 695257105 55,424 2,232,148 X 1 1,684,624 9,335 538,189 PANERA BREAD CO CL A COMMON 69840W108 2,498 49,069 X 1 49,069 PAREXEL INTERNATIONAL CORP COMMON 699462107 3,680 128,386 X 1 128,386 PEDIATRIX COMMON 705324101 10,064 186,655 X 1 184,360 2,295 PENN NATIONAL GAMING INC COMMON 707569109 15,571 586,040 X 1 506,663 79,377 PENN NATIONAL GAMING INC COMMON 707569109 569 21,430 X 2 21,430 PENN VIRGINIA CORP COMMON 707882106 20,146 376,990 X 1 373,196 3,794 PENNEY JC CO INC COMMON 708160106 13 375 X 1 375 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 5,493 184,256 X 1 184,256 PEOPLES UNITED FINANCIAL INC COMMON 712704105 7,892 409,988 X 1 242,515 167,473 PEOPLES UNITED FINANCIAL INC COMMON 712704105 865 44,910 X 2 44,910 PEPSICO INC COMMON 713448108 85,965 1,206,193 X 1 738,316 2,002 465,875 PEPSICO INC COMMON 713448108 886 12,426 X 2 12,426 PERKINELMER INC COMMON 714046109 19,397 776,817 X 1 674,395 102,422 PERKINELMER INC COMMON 714046109 670 26,818 X 2 26,818 PEROT SYSTEMS CORP CL A COMMON 714265105 15,702 905,028 X 1 895,519 9,509 PERRIGO CO COMMON 714290103 32,433 843,293 X 1 736,070 107,223 PERRIGO CO COMMON 714290103 1,074 27,923 X 2 27,923 PETROHAWK ENERGY CORP COMMON 716495106 464 21,430 X 2 21,430 PETROHAWK ENERGY CORP COMMON 716495106 51,802 2,394,895 X 1 1,322,729 6,423 1,065,743 PETROLEO BRASILEIRO S A ADR ADR 71654V408 1,359 30,920 X 1 30,920 PETROLEUM DEVELOPMENT CORP COMMON 716578109 2,385 53,755 X 1 53,755 PETSMART INC COMMON 716768106 27,644 1,118,736 X 1 1,118,736 PFIZER INC COMMON 717081103 33,017 1,790,503 X 1 1,606,975 183,528 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 94 2,268 X 1 1,176 1,092 PHASE FORWARD INC COMMON 71721R406 4,275 204,442 X 1 204,442 PHH CORP COMMON 693320202 648 48,726 X 2 48,726 PHH CORP COMMON 693320202 20,928 1,574,687 X 1 1,388,972 185,715 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 530 11,017 X 1 9,492 1,525 PIONEER NAT COMMON 723787107 3,287 62,868 X 1 62,868 PLUM CREEK TIMBER CO INC COMMON 729251108 14 274 X 1 274 PNC FINANCIAL SERVICES COMMON 693475105 89,377 1,196,474 X 1 828,328 6,408 361,738 POLYPORE INTERNATIONAL INC COMMON 73179V103 13,116 609,760 X 1 603,489 6,271 PORTA SYSTEMS CORP COMMON 735647406 13 X 1 13 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 455 19,231 X 2 19,231 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 23,739 1,003,355 X 1 923,769 79,586 POTLATCH HOLDINGS INC COMMON 737630103 1,013 21,843 X 2 21,843 POTLATCH HOLDINGS INC COMMON 737630103 34,118 735,452 X 1 646,324 89,128 PPL CORPORATION COMMON 69351T106 40 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 45,788 638,246 X 1 480,859 2,680 154,707 PRECISION CASTPARTS COMMON 740189105 10,776 136,789 X 1 33,836 5,713 97,240 PRESTON CORP SUB DEB CONV CV BND 741130AA6 8,769 1,563,099 X 1 1,228,506 290,330 44,263 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 1,299 24,179 X 2 24,179 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 123,782 2,304,643 X 1 1,302,933 11,749 989,961 PRICELINE.COM INC COMMON 741503403 466 6,803 X 2 6,803 PRICELINE.COM INC COMMON 741503403 42,637 623,077 X 1 334,166 3,390 285,521 PRIVATEBANCORP INC COMMON 742962103 2,724 65,391 X 1 65,391 PROASSURANCE CORP COMMON 74267C106 12,125 216,510 X 1 213,587 2,923 PROCTER & GAMBLE COMMON 742718109 65,408 938,562 X 1 237,238 20,590 680,734 PROGRESS SOFTWARE CORP COMMON 743312100 16,885 649,671 X 1 642,897 6,774 PROSPERITY BANCSHARES INC COMMON 743606105 18,865 555,006 X 1 549,178 5,828 PRUDENTIAL FINANCIAL INC COMMON 744320102 32,654 453,531 X 1 407,096 46,435 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 2,753 72,555 X 1 72,555 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 11,939 364,119 X 1 161,569 4,531 198,019 PULTE CORP COMMON 745867101 16,293 1,166,278 X 1 1,055,812 110,466 QUALCOMM INC COMMON 747525103 285,656 6,647,808 X 1 3,648,168 37,197 2,962,443 QUALCOMM INC COMMON 747525103 2,340 54,450 X 2 54,450 QUEST SOFTWARE INC COMMON 74834T103 10,212 804,727 X 1 796,610 8,117 QUESTAR CORP COMMON 748356102 3,085 75,396 X 1 44,742 30,654 QUESTAR CORP COMMON 748356102 351 8,584 X 2 8,584 QUIDEL CORP COMMON 74838J101 2,746 167,331 X 1 167,331 QWEST COMMUNICATIONS INT CV BND 749121BY4 1 357 X 1 357 RADIANT SYSTEMS INC COMMON 75025N102 5,152 592,829 X 1 586,597 6,232 RADIOSHACK CORP COMMON 750438103 16,902 978,137 X 1 818,290 159,847 RADIOSHACK CORP COMMON 750438103 727 42,067 X 2 42,067 RALCORP HOLDINGS INC COMMON 751028101 17,417 258,370 X 1 255,701 2,669 RANGE RESOURCES CORP COMMON 75281A109 4,539 105,882 X 1 105,882 RAYMOND JAMES FINANCIAL INC COMMON 754730109 779 23,611 X 2 23,611 RAYMOND JAMES FINANCIAL INC COMMON 754730109 5,690 172,541 X 1 126,600 45,941 RBC BEARINGS INC COMMON 75524B104 12,745 378,304 X 1 374,358 3,946 RELIANCE STEEL & ALUMINUM COMMON 759509102 10,934 287,961 X 1 284,967 2,994 RESEARCH IN MOTION COMMON 760975102 680 9,959 X 1 4,896 1,996 3,067 REX ENERGY CORP COMMON 761565100 2,566 162,818 X 1 162,818 RHI ENTERTAINMENT INC COMMON 74957T104 2,837 190,389 X 1 190,389 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 4,155 670,222 X 1 552,333 96,778 21,111 RIGEL PHARMACEUTICALS INC COMMON 766559603 2,463 105,498 X 1 105,498 RITCHIE BROS AUCTIONEERS COMMON 767744105 5,915 253,199 X 1 253,199 RLI CORPORATION COMMON 749607107 17,529 282,320 X 1 279,132 3,188 ROCK-TENN CO CL A COMMON 772739207 14,711 367,951 X 1 364,271 3,680 ROCKWELL COLLINS COMMON 774341101 10,872 226,067 X 1 54,354 3,916 167,797 ROLLINS INC COMMON 775711104 40,346 2,125,720 X 1 2,035,977 89,743 ROLLINS INC COMMON 775711104 364 19,174 X 2 19,174 ROSS STORES INC COMMON 778296103 10,329 280,603 X 1 208,603 72,000 ROWAN COS COMMON 779382100 360 11,771 X 1 11,771 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 24,495 1,180,496 X 1 1,180,496 RTI BIOLOGICS INC COMMON 74975N105 3,165 338,482 X 1 338,482 RYDER SYSTEM COMMON 783549108 399 6,437 X 2 6,437 RYDER SYSTEM COMMON 783549108 19,808 319,486 X 1 293,677 25,809 S & P 500 DEPOSITARY RCPT Exchange 78462F103 899 7,754 X 1 7,754 SALESFORCE.COM INC COMMON 79466L302 1,156 23,874 X 1 23,874 SALLY BEAUTY CO INC COMMON 79546E104 25,195 2,929,624 X 1 2,587,635 341,989 SALLY BEAUTY CO INC COMMON 79546E104 762 88,614 X 2 88,614 SAVVIS INC CV BND 805423AA8 1 43 X 1 43 SBA COMMUNICATIONS CORP COMMON 78388J106 2,879 111,279 X 1 111,279 SCANSOURCE INC COMMON 806037107 14,349 498,390 X 1 493,234 5,156 SCHERING-PLOUGH COMMON 806605101 68,795 3,724,695 X 1 2,835,129 13,662 875,904 SCHLUMBERGER LTD COMMON 806857108 21,734 278,315 X 1 106,327 8,258 163,730 SCHWAB CHARLES CORP COMMON 808513105 185,272 7,125,858 X 1 4,238,994 11,319 2,875,545 SCHWAB CHARLES CORP COMMON 808513105 1,824 70,167 X 2 70,167 SCIENTIFIC GAMES CORP-A COMMON 80874P109 18,596 807,838 X 1 807,838 SEMTECH CORP COMMON 816850101 5,778 413,864 X 1 409,688 4,176 SIEMENS AG SPON ADR ADR 826197501 37,657 401,076 X 1 363,504 37,572 SIGNATURE BANK COMMON 82669G104 20,992 601,823 X 1 596,322 5,501 SIMON PROPERTY GROUP INC COMMON 828806109 17,235 177,682 X 1 177,118 564 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 6,381 1,266,212 X 1 1,020,580 64,816 180,816 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 880 1,275,256 X 1 1,275,256 SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 15,267 960,762 X 1 951,821 8,941 SKILLSOFT PLC ADR ADR 830928107 3,697 353,478 X 1 353,478 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SOLERA HOLDINGS INC COMMON 83421A104 16,348 569,214 X 1 569,214 SOLUTIA INC COMMON 834376501 432 30,854 X 2 30,854 SOLUTIA INC COMMON 834376501 20,086 1,434,729 X 1 1,309,640 125,089 SONOSITE INC COMMON 83568G104 3,225 102,708 X 1 102,708 SONY CORP ADR ADR 835699307 3 104 X 1 104 SOTHEBYS COMMON 835898107 598 29,822 X 1 29,822 SOUTHWESTERN ENERGY CO COMMON 845467109 921 30,157 X 2 30,157 SOUTHWESTERN ENERGY CO COMMON 845467109 97,352 3,187,700 X 1 1,961,308 14,051 1,212,341 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 4,560 1,154,466 X 1 1,114,823 17,383 22,261 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 181 45,754 X 2 45,754 SPARTAN STORES INC COMMON 846822104 34,461 1,385,077 X 1 1,168,760 216,317 SPARTAN STORES INC COMMON 846822104 1,406 56,504 X 2 56,504 SPECTRA ENERGY CORP W/I COMMON 847560109 3,474 145,949 X 1 143,816 2,133 SPX CORP COMMON 784635104 35 452 X 1 452 ST JUDE MEDICAL INC COMMON 790849103 76,889 1,767,970 X 1 965,411 11,779 790,780 ST JUDE MEDICAL INC COMMON 790849103 804 18,491 X 2 18,491 ST MARY LAND & EXPLORATIONS COMMON 792228108 8,056 225,974 X 1 223,649 2,325 STANDARD PARKING CORP COMMON 853790103 25,056 1,127,614 X 1 1,115,897 11,717 STANLEY WORK CVT PFD CV PFD 854616208 3 62 X 1 62 STAPLES INC COMMON 855030102 14,138 628,337 X 1 628,337 STATE STREET CORP COMMON 857477103 26,579 467,280 X 1 174,702 11,793 280,785 STATOIL ASA SPON ADR ADR 85771P102 2,640 110,923 X 1 110,923 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 9,769 344,948 X 1 341,301 3,647 STERICYCLE INC COMMON 858912108 15,252 258,909 X 1 166,909 92,000 STERLING BANCSHARES INC TX COMMON 858907108 18,426 1,763,241 X 1 1,744,852 18,389 STIFEL FINANCIAL CORP COMMON 860630102 32,127 643,828 X 1 618,157 25,671 STONERIDGE INC COMMON 86183P102 4,465 396,918 X 1 392,913 4,005 STRYKER CORP COMMON 863667101 903 14,498 X 1 7,873 6,625 SUN HEALTHCARE GROUP COMMON 866933401 3,378 230,389 X 1 230,389 SUPERIOR WELL SERVICES INC COMMON 86837X105 7,408 292,696 X 1 289,665 3,031 SVB FINANCIAL GROUP COMMON 78486Q101 26,738 461,629 X 1 457,820 3,809 SYBASE INC COMMON 871130100 14,388 469,877 X 1 464,849 5,028 SYMANTEC CORP COMMON 871503108 636 32,504 X 2 32,504 SYMANTEC CORP COMMON 871503108 57,677 2,945,734 X 1 1,584,853 5,243 1,355,638 SYNTEL INC COMMON 87162H103 2,666 108,830 X 1 108,830 T-3 ENERGY SERVICES INC COMMON 87306E107 1,991 53,634 X 1 53,634 TALISMAN ENERGY INC COMMON 87425E103 2,652 186,491 X 1 186,491 TARGET CORP COMMON 87612E106 555 11,308 X 1 10,558 750 TD AMERITRADE HOLDING CORP COMMON 87236Y108 2,916 180,000 X 1 180,000 TEAM INC COMMON 878155100 3,705 102,575 X 1 102,575 TEKELEC COMMON 879101103 12,589 899,879 X 1 890,522 9,357 TELEDYNE TECHNOLOGIES INC COMMON 879360105 25,868 452,552 X 1 447,839 4,713 TELEFLEX INC COMMON 879369106 520 8,193 X 2 8,193 TELEFLEX INC COMMON 879369106 22,637 356,550 X 1 323,816 32,734 TERADATA CORP COMMON 88076W103 15,015 770,006 X 1 644,848 125,158 TERADATA CORP COMMON 88076W103 643 32,950 X 2 32,950 TEREX CORP COMMON 880779103 1,505 49,319 X 1 48,594 725 TESCO CORP COMMON 88157K101 4,243 202,629 X 1 202,629 TETRA TECHNOLOGIES INC COMMON 88162F105 1,719 124,109 X 1 73,253 50,856 TETRA TECHNOLOGIES INC COMMON 88162F105 197 14,226 X 2 14,226 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 120 2,630 X 1 2,630 TEXAS INDUSTRIES INC COMMON 882491103 3 80 X 1 80 TEXAS INSTRUMENTS COMMON 882508104 2,708 125,947 X 1 123,547 2,400 TEXTRON INC COMMON 883203101 361 12,324 X 1 7,453 4,871 THE BUCKLE INC COMMON 118440106 10,398 187,218 X 1 152,218 35,000 THE DIRECTV GROUP INC COMMON 25459L106 71,017 2,713,686 X 1 1,991,629 11,282 710,775 THE GEO GROUP INC COMMON 36159R103 17,624 872,054 X 1 864,649 7,405 THE WALT DISNEY CO COMMON 254687106 19,515 635,861 X 1 161,955 9,797 464,109 TIDEWATER COMMON 886423102 34,222 618,178 X 1 558,145 60,033 TIME WARNER CABLE CL A COMMON 88732J108 529 21,877 X 1 21,877 TIME WARNER INC COMMON 887317105 50,050 3,817,676 X 1 3,446,718 370,958 TJX COMPANIES INC COMMON 872540109 4,175 136,787 X 1 35,222 8,400 93,165 TOTAL FINA ELF SA -SP ADR ADR 89151E109 58,557 965,005 X 1 874,747 90,258 TRANSOCEAN INC COMMON G90073100 168,871 1,537,425 X 1 964,003 2,286 571,136 TRANSOCEAN INC COMMON G90073100 1,559 14,190 X 2 14,190 TRAVELERS COS INC/THE COMMON 89417E109 8,616 190,625 X 1 48,400 3,243 138,982 TRUE RELIGION APPAREL INC COMMON 89784N104 2,760 106,770 X 1 106,770 TYLER TECHNOLOGIES INC COMMON 902252105 4,178 275,401 X 1 275,401 UAL CORP COMMON 902549807 1,125 127,959 X 1 127,959 UGI CORP COMMON 902681105 42,456 1,646,857 X 1 1,461,002 185,855 UGI CORP COMMON 902681105 1,234 47,878 X 2 47,878 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 1,654 124,552 X 1 124,552 UNION PACIFIC COMMON 907818108 20,662 290,363 X 1 69,847 4,582 215,934 UNITED ONLINE INC COMMON 911268100 14,258 1,515,153 X 1 1,315,547 199,606 UNITED ONLINE INC COMMON 911268100 518 55,038 X 2 55,038 UNITED PARCEL SERIVCE CL B COMMON 911312106 1,839 29,234 X 1 29,234 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 8,840 580,036 X 1 578,150 1,886 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 91 5,942 X 2 5,942 UNITED TECHNOLOGIES COMMON 913017109 38,590 642,524 X 1 509,309 133,215 UNITED THERAPEUTICS CORP COMMON 91307C102 2,383 22,662 X 1 22,662 UNITEDHEALTH GROUP COMMON 91324P102 26,554 1,045,858 X 1 942,752 103,106 URBAN OUTFITTERS INC COMMON 917047102 94,990 2,980,534 X 1 1,548,952 12,113 1,419,469 URBAN OUTFITTERS INC COMMON 917047102 807 25,308 X 2 25,308 US BANCORP COMMON 902973304 42,287 1,173,989 X 1 1,012,358 161,631 V F CORP COMMON 918204108 16,591 214,600 X 1 53,545 3,641 157,414 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 82,467 4,028,697 X 1 3,213,499 135,550 679,648 VALEANT PHARMACY CVT CV BND 91911XAD6 100,803 4,924,403 X 1 3,942,496 177,781 804,126 VALMONT INDUSTRIES COMMON 920253101 1,885 22,791 X 1 22,791 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 2,218 968,357 X 1 728,131 28,323 211,903 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 487 212,610 X 2 212,610 VARIAN INC - INSTRUMENT COMMON 922206107 8,624 201,020 X 1 198,965 2,055 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 6,050 105,900 X 1 105,900 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 7,349 292,565 X 1 213,437 79,128 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 543 21,602 X 2 21,602 VENOCO INC COMMON 92275P307 5,668 436,011 X 1 431,542 4,469 VERIGY LTD COMMON Y93691106 16,050 985,886 X 1 975,660 10,226 VERIZON COMMUNICATIONS COMMON 92343V104 5 151 X 1 151 VERTEX PHARMACEUTICALS CV BND 92532FAM2 29 864 X 2 864 VERTEX PHARMACEUTICALS CV BND 92532FAM2 106,324 3,198,670 X 1 2,763,345 68,586 366,740 VERTEX PHARMACEUTICALS INC COMMON 92532F100 76,037 2,287,510 X 1 2,163,044 15,060 109,406 VIROPHARMA INC COMMON 928241108 2,091 159,354 X 1 159,354 VISA INC-CLASS A SHRS COMMON 92826C839 1,649 26,869 X 2 26,869 VISA INC-CLASS A SHRS COMMON 92826C839 175,126 2,852,672 X 1 1,761,979 10,403 1,080,290 VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,589 995,332 X 1 984,953 10,379 VISTAPRINT LTD COMMON G93762204 3,675 111,901 X 1 111,901 VOCUS INC COMMON 92858J108 3,885 114,392 X 1 114,392 VODAFONE GROUP PLC ADR 92857W209 6 262 X 1 262 WABCO HOLDINGS INC COMMON 92927K102 3,046 85,694 X 1 51,465 34,229 WABCO HOLDINGS INC COMMON 92927K102 331 9,307 X 2 9,307 WABTEC COMMON 929740108 20,237 395,020 X 1 357,719 37,301 WABTEC COMMON 929740108 488 9,535 X 2 9,535 WACHOVIA CORP CVT PFD 7.5 CV PFD 929903219 1,627 464,744 X 1 464,744 WAL-MART STORES INC COMMON 931142103 366,866 6,125,672 X 1 3,707,090 25,761 2,392,821 WAL-MART STORES INC COMMON 931142103 2,272 37,928 X 2 37,928 WALGREEN CO COMMON 931422109 3 100 X 1 100 WARNACO GROUP INC COMMON 934390402 7,500 165,610 X 1 165,610 WASTE CONNECTIONS INC COMMON 941053100 32,008 933,164 X 1 926,055 7,109 WATSON PHARMACEUTICALS CV BND 942683AC7 1,555 54,557 X 1 54,432 125 WEBSENSE INC COMMON 947684106 2,005 89,701 X 1 89,701 WELLS FARGO COMPANY COMMON 949746101 44,764 1,192,749 X 1 532,312 14,696 645,741 WEST PHARMACEUTICALS SVCS COMMON 955306105 19,205 393,384 X 1 389,311 4,073 WESTAMERICA BANCORPORATION COMMON 957090103 2,219 38,568 X 1 38,568 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,211 3,402,825 X 1 3,374,075 28,750 WESTERN UNION CO/THE COMMON 959802109 75,838 3,074,078 X 1 1,662,282 5,547 1,406,249 WESTERN UNION CO/THE COMMON 959802109 848 34,387 X 2 34,387 WESTFIELD FINANCIAL INC COMMON 96008P104 7,734 750,918 X 1 743,129 7,789 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 21,192 4,882,975 X 1 4,856,100 26,875 WEYERHAEUSER CO COMMON 962166104 37,026 611,192 X 1 558,694 52,498 WHITING PETROLEUM CORP COMMON 966387102 5,099 71,554 X 1 71,112 442 WILEY JOHN & SONS CL A COMMON 968223206 46,383 1,146,676 X 1 1,139,103 7,573 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 3,203 135,426 X 1 135,426 WOODWARD GOVERNOR CO COMMON 980745103 3,203 90,807 X 1 90,807 WORLD ACCEPTANCE CORP COMMON 981419104 7,865 218,463 X 1 216,210 2,253 WRIGHT EXPRESS CORP COMMON 98233Q105 845 28,321 X 2 28,321 WRIGHT EXPRESS CORP COMMON 98233Q105 31,008 1,038,796 X 1 928,649 110,147 WYETH CO COMMON 983024100 40,256 1,089,777 X 1 837,504 3,690 248,583 WYNDHAM WORLDWIDE CORP COMMON 98310W108 10,292 655,094 X 1 562,885 92,209 WYNDHAM WORLDWIDE CORP COMMON 98310W108 381 24,262 X 2 24,262 XTO ENERGY INC COMMON 98385X106 199,385 4,286,009 X 1 2,687,970 22,176 1,575,863 XTO ENERGY INC COMMON 98385X106 1,357 29,167 X 2 29,167 YUM! BRANDS INC COMMON 988498101 3,392 104,015 X 1 104,015 ZEP INC COMMON 98944B108 14,809 839,491 X 1 744,513 94,978 ZEP INC COMMON 98944B108 439 24,896 X 2 24,896 ZIMMER HOLDINGS INC COMMON 98956P102 2,725 42,212 X 1 41,287 925 ZTEST ELECTRONICS INC COMMON 989930102 3 X 1 3 ZTEST ELECTRONICS INC-CL A COMMON 989930201 3 X 1 3 COLUMN TOTALS 15,179,744
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