-----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, HaXokSPdzrNG5KNnzRFVjJfpDk7G0pSCKjMZXS22va3cdiSFauWB+ru4cU6r0e/f JsoW5fuHiwM0cB9anQruVw== 0000312348-08-000044.txt : 20080814 0000312348-08-000044.hdr.sgml : 20080814 20080814134835 ACCESSION NUMBER: 0000312348-08-000044 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 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: 081017379 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 q2complete.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: 6/30/08 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 8/14/08 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: 909 Form 13F Information Table Value Total: $ 17,839,648 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) 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) --------- --------- --------- 1-800-FLOWERS.COM INC COMMON 68243Q106 1,943 301,302 X 1 288,944 12,358 3M CO COMMON 88579Y101 670 9,632 X 1 4,628 5,004 ABB LTD SPON ADR ADR 000375204 19,677 694,822 X 1 642,318 52,504 ABBOTT LABS COMMON 002824100 4,415 83,351 X 1 81,593 1,758 ABM INDUSTRIES INC COMMON 000957100 16,892 759,207 X 1 751,262 7,945 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COMMON 26138E109 240 11,422 X 2 11,422 DRESSER-RAND GROUP INC COMMON 261608103 18,099 462,891 X 1 457,992 4,899 DREYFUS HIGH YIELD STRAT FD Closed 26200S101 11,259 3,144,988 X 1 2,778,142 43,366 323,480 DREYFUS HIGH YIELD STRAT FD Closed 26200S101 1,056 294,839 X 2 294,839 DRIL-QUIP COMMON 262037104 3,014 47,844 X 1 47,844 DST SYSTEMS COMMON 233326107 8 150 X 1 150 DUCOMMUN INC COMMON 264147109 8,823 384,282 X 1 380,272 4,010 DUFF & PHELPS CORP-CL A COMMON 26433B107 7,628 460,653 X 1 285,868 174,785 DUFF & PHELPS CORP-CL A COMMON 26433B107 751 45,349 X 2 45,349 DUKE ENERGY CORP COMMON 26441C105 4,917 282,940 X 1 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 8 358 X 1 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 5,245 59,850 X 1 36,989 22,861 DUN & BRADSTREET CORP NEW COMMON 26483E100 515 5,876 X 2 5,876 DUPONT E I COMMON 263534109 25,945 604,911 X 1 554,461 2,200 48,250 DWS HIGH INCOME TRUST Closed 23337C109 3,966 862,250 X 1 681,720 24,235 156,295 DWS HIGH INCOME TRUST Closed 23337C109 768 166,868 X 2 166,868 DYNEGY INC - CL A COMMON 26817G102 2 X 1 2 EASTMAN CHEMICAL CO COMMON 277432100 10 150 X 1 150 EATON CORP COMMON 278058102 17,986 211,678 X 1 69,662 1,641 140,375 EATON VANCE CORP COMMON 278265103 5,944 149,486 X 1 149,486 ECHOSTAR HOLDING CORP-A COMMON 278768106 536 17,156 X 2 17,156 ECHOSTAR HOLDING CORP-A COMMON 278768106 5,386 172,504 X 1 106,846 65,658 ECOLAB INC COMMON 278865100 3,698 86,009 X 1 83,759 2,250 EDISON INTERNATIONAL COMMON 281020107 130 2,532 X 1 1,327 1,205 EHEALTH INC COMMON 28238P109 2,475 140,122 X 1 140,122 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 17,380 799,457 X 1 689,546 3,006 106,906 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 627 28,853 X 2 28,853 EL PASO CORPORATION COMMON 28336L109 5,947 273,565 X 1 273,565 ELAN CORP PLC -SP ADR ADR 284131208 5,268 148,183 X 1 148,183 EMBARQ CORP COMMON 29078E105 1 13 X 1 13 EMC CORP COMMON 268648102 77,418 5,270,090 X 1 2,977,902 8,770 2,283,418 EMC CORP COMMON 268648102 804 54,745 X 2 54,745 EMERSON ELEC COMMON 291011104 17,835 360,665 X 1 96,579 11,861 252,225 EMPLOYERS HOLDINGS INC COMMON 292218104 20,489 989,789 X 1 887,898 101,891 EMPLOYERS HOLDINGS INC COMMON 292218104 489 23,638 X 2 23,638 EMULEX CORP COMMON 292475209 10,945 939,481 X 1 838,323 101,158 EMULEX CORP COMMON 292475209 288 24,712 X 2 24,712 EOG RESOURCES INC COMMON 26875P101 136,389 1,039,553 X 1 582,327 1,867 455,359 EOG RESOURCES INC COMMON 26875P101 1,527 11,639 X 2 11,639 EPICOR SOFTWARE CORP COMMON 29426L108 1,884 272,643 X 1 269,663 2,980 EPIX MEDICAL INC CVT CV BND 26881QAB7 1,032 596,626 X 1 508,163 27,764 60,699 EQUINIX INC COMMON 29444U502 4,611 51,685 X 1 51,685 EQUITABLE RESOURCES INC COMMON 294549100 38,725 560,748 X 1 511,156 49,592 EQUITY RESIDENTIAL COMMON 29476L107 17,604 460,000 X 1 460,000 ESCO TECHNOLOGIES COMMON 296315104 3,171 67,590 X 1 67,590 ESTEE LAUDER COS CL A COMMON 518439104 19,674 423,559 X 1 389,403 34,156 EVEREST RE GROUP LTD COMMON G3223R108 3,370 42,280 X 1 41,180 1,100 EXAR CORP COMMON 300645108 6,758 896,309 X 1 886,604 9,705 EXCEL TECHNOLOGY INC COMMON 30067T103 8,048 360,578 X 1 356,763 3,815 EXCO RESOURCES INC COMMON 269279402 3,362 91,086 X 1 91,086 EXELON CORP COMMON 30161N101 55,481 616,734 X 1 424,190 2,923 189,621 EXPONENT INC COMMON 30214U102 3,649 116,166 X 1 72,241 43,925 EXPONENT INC COMMON 30214U102 362 11,535 X 2 11,535 EXPRESS SCRIPTS INC CL A COMMON 302182100 554 8,825 X 1 5,569 3,256 EXTERRAN HOLDINGS INC COMMON 30225X103 15,965 223,321 X 1 221,352 1,969 EXXON MOBIL CORP COMMON 30231G102 171,166 1,942,197 X 1 1,117,682 21,423 803,092 FEDERAL MOGUL CORP-CL A COMMON 313549404 7,958 493,373 X 1 480,097 13,276 FEDERAL MOGUL CORP-CL A COMMON 313549404 34 2,108 X 2 2,108 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 1,741 165,781 X 1 162,603 3,178 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 4,227 525,807 X 1 520,353 5,454 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 11,886 943,336 X 1 828,299 115,037 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 356 28,286 X 2 28,286 FIDELITY NATIONAL INFORMATION COMMON 31620M106 8,587 232,648 X 1 145,372 87,276 FIDELITY NATIONAL INFORMATION COMMON 31620M106 850 23,034 X 2 23,034 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 1 110 X 1 110 FIRST SECURITY GROUP INC COMMON 336312103 1,369 245,386 X 1 234,846 10,540 FIRST SOLAR INC COMMON 336433107 1,400 5,130 X 2 5,130 FIRST SOLAR INC COMMON 336433107 157,952 578,961 X 1 358,560 2,170 218,231 FIRSTENERGY COMMON 337932107 34,127 414,513 X 1 122,061 5,402 287,050 FLOWERS FOODS INC COMMON 343498101 3,361 118,610 X 1 118,610 FLOWSERVE CORP COMMON 34354P105 227,973 1,667,691 X 1 985,761 3,875 678,055 FLOWSERVE CORP COMMON 34354P105 2,010 14,703 X 2 14,703 FLUOR CORP NEW COMMON 343412102 114,664 616,209 X 1 373,142 928 242,139 FLUOR CORP NEW COMMON 343412102 1,079 5,799 X 2 5,799 FMC CORP NEW COMMON 302491303 14,035 181,231 X 1 179,337 1,894 FMC TECHNOLOGIES INC COMMON 30249U101 4,000 52,000 X 1 52,000 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 50,385 10,475,079 X 1 10,448,808 8,969 17,303 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 14 2,825 X 2 2,825 FORESTAR REAL ESTATE GRP COMMON 346233109 581 30,487 X 2 30,487 FORESTAR REAL ESTATE GRP COMMON 346233109 19,240 1,009,991 X 1 884,317 125,674 FORTRESS INVESTMENT GRP-CL A COMMON 34958B106 308 25,000 X 1 25,000 FOSSIL INC COMMON 349882100 40,504 1,393,321 X 1 1,310,815 82,506 FOSSIL INC COMMON 349882100 541 18,618 X 2 18,618 FOSTER WHEELER LTD COMMON G36535139 30,345 414,836 X 1 384,564 30,272 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 3,704 41,820 X 1 41,820 FOUNDRY NETWORKS INC COMMON 35063R100 2,859 241,841 X 1 241,841 FPL GROUP INC COMMON 302571104 17,174 261,883 X 1 112,293 2,959 146,631 FRANKLIN RESOURCES COMMON 354613101 5,025 54,833 X 1 53,708 1,125 FREDDIE MAC COMMON 313400301 2,198 134,000 X 2 134,000 FREDDIE MAC COMMON 313400301 60,298 3,676,700 X 1 3,676,700 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 190,998 1,629,817 X 1 1,035,350 5,180 589,287 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 1,448 12,354 X 2 12,354 FREIGHTCAR AMERICA INC COMMON 357023100 2,770 78,021 X 1 78,021 FRONTIER OIL CORP COMMON 35914P105 5,971 249,725 X 1 247,128 2,597 FTI CONSULTING CV BND 302941AB5 4 64 X 1 64 FTI CONSULTING INC COMMON 302941109 5,695 83,192 X 1 83,192 FX ENERGY INC COMMON 302695101 16 3,000 X 1 3,000 GAMESTOP CORP COMMON 36467W109 36,289 898,238 X 1 898,238 GAP INC COMMON 364760108 23,931 1,435,545 X 1 1,327,848 107,697 GEN MILLS COMMON 370334104 9 150 X 1 150 GENCO SHIPPING & TRADING LTD COMMON Y2685T107 6,157 94,429 X 1 94,429 GENENTECH INC COMMON 368710406 1,555 20,488 X 1 9,173 2,715 8,600 GENERAL CABLE CORP COMMON 369300108 610 10,026 X 2 10,026 GENERAL CABLE CORP COMMON 369300108 63,164 1,038,024 X 1 959,538 78,486 GENERAL ELECTRIC COMMON 369604103 27,073 1,014,354 X 1 923,538 11,300 79,516 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 87 7,550 X 2 7,550 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 1,575 136,931 X 1 133,781 3,150 GENESCO INC COMMON 371532102 18,865 611,122 X 1 604,699 6,423 GENESEE & WYOMING INC-CL A COMMON 371559105 11,791 346,598 X 1 342,984 3,614 GENTEX CORP COMMON 371901109 9,807 679,179 X 1 671,447 7,732 GENZYME CORP COMMON 372917104 24,828 344,733 X 1 82,077 4,009 258,647 GILDAN ACTIVEWEAR -A COMMON 375916103 49,106 1,897,455 X 1 1,897,455 GILEAD SCIENCES INC COMMON 375558103 1,973 37,271 X 2 37,271 GILEAD SCIENCES INC COMMON 375558103 221,101 4,175,663 X 1 2,365,136 20,717 1,789,810 GOLDMAN SACHS GROUP COMMON 38141G104 162,564 929,470 X 1 512,998 5,274 411,198 GOLDMAN SACHS GROUP COMMON 38141G104 1,234 7,053 X 2 7,053 GOODRICH PETROLEUM CORP COMMON 382410405 2,772 33,426 X 1 33,426 GOOGLE INC-CL A COMMON 38259P508 260,071 494,037 X 1 304,212 744 189,081 GOOGLE INC-CL A COMMON 38259P508 2,445 4,645 X 2 4,645 GRANITE CONSTRUCTION INC COMMON 387328107 11,292 358,123 X 1 331,532 26,591 GRANITE CONSTRUCTION INC COMMON 387328107 197 6,243 X 2 6,243 GREIF INC -CL A COMMON 397624107 6,651 103,870 X 1 102,770 1,100 GREY WOLF INC COMMON 397888108 364 40,325 X 1 40,325 GYMBOREE CORP COMMON 403777105 2,869 71,611 X 1 71,611 HALLIBURTON CO COMMON 406216101 90,983 1,714,403 X 1 1,128,844 9,108 576,451 HANCOCK HOLDING CO COMMON 410120109 17,252 439,085 X 1 434,454 4,631 HANESBRANDS INC COMMON 410345102 713 26,278 X 2 26,278 HANESBRANDS INC COMMON 410345102 27,872 1,026,979 X 1 922,523 104,456 HARRIS CORP COMMON 413875105 12,250 242,629 X 1 97,412 2,820 142,397 HARSCO CORP COMMON 415864107 12,341 226,807 X 1 225,703 1,104 HAYNES INTERNATIONAL INC COMMON 420877201 9,460 164,372 X 1 162,649 1,723 HCP INC COMMON 40414L109 95 3,000 X 1 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 15,981 359,122 X 1 354,114 5,008 HEALTHEXTRAS INC COMMON 422211102 4,710 156,281 X 1 156,281 HEALTHSPRING INC COMMON 42224N101 6,973 413,114 X 1 408,452 4,662 HECKMANN CORP COMMON 422680108 1,794 200,219 X 1 200,219 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 945 22,689 X 2 22,689 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 24,507 588,547 X 1 499,939 88,608 HELMERICH & PAYNE COMMON 423452101 4,877 67,711 X 1 67,711 HERCULES COMMON 427056106 1,708 100,862 X 1 91,187 9,675 HEWLETT PACKARD COMMON 428236103 102,374 2,315,624 X 1 1,162,473 19,435 1,133,716 HIBBETT SPORTS INC COMMON 428567101 26,246 1,243,886 X 1 1,243,886 HIGHLAND CREDIT STRATEGIES F Closed 43005Q107 24,256 1,812,844 X 1 1,811,875 969 HIGHLAND FLOAT RATE ADV FD-A Closed 430097105 46 X 1 46 HILL INTERNATIONAL INC COMMON 431466101 36 2,199 X 1 2,199 HILL-ROM HOLDINGS INC COMMON 431475102 16,489 611,144 X 1 544,583 66,561 HILL-ROM HOLDINGS INC COMMON 431475102 437 16,207 X 2 16,207 HILLENBRAND INC COMMON 431571108 396 18,518 X 2 18,518 HILLENBRAND INC COMMON 431571108 13,058 610,193 X 1 534,580 75,613 HOLOGIC INC COMMON 436440101 2,218 101,731 X 1 77,552 24,179 HONEYWELL INTERNATIONAL INC COMMON 438516106 119 2,375 X 1 2,375 HORNBECK OFFSHORE SERVICES COMMON 440543106 3,504 62,015 X 1 62,015 HOSPIRA INC COMMON 441060100 12,739 317,610 X 1 197,078 120,532 HOSPIRA INC COMMON 441060100 1,255 31,294 X 2 31,294 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 40,468 2,964,659 X 1 2,435,145 93,471 436,043 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 567 41,543 X 2 41,543 HUB GROUP INC CL A COMMON 443320106 14,471 424,006 X 1 419,619 4,387 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 1,894 363,529 X 2 363,529 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 34,254 6,574,728 X 1 5,999,492 93,905 481,331 HUNT J B TRANSPORT SVCS INC COMMON 445658107 139 4,182 X 1 2,185 1,997 HURON CONSULTING GROUP INC COMMON 447462102 75 1,659 X 2 1,659 HURON CONSULTING GROUP INC COMMON 447462102 741 16,341 X 1 10,263 6,078 IBERIABANK CORP COMMON 450828108 10,839 243,733 X 1 241,167 2,566 IBM COMMON 459200101 2,237 18,869 X 2 18,869 IBM COMMON 459200101 236,613 1,996,230 X 1 1,219,428 3,021 773,781 ICF INTERNATIONAL INC COMMON 44925C103 3,506 210,977 X 1 210,977 ICON PLC - SPONSORED ADR ADR 45103T107 4,049 53,619 X 1 53,619 IHS INC-CLASS A COMMON 451734107 4,389 63,066 X 1 63,066 II-VI INC COMMON 902104108 10,277 294,291 X 1 291,193 3,098 ILLINOIS TOOL WORKS INC COMMON 452308109 185 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 1,073 12,316 X 2 12,316 ILLUMINA INC COMMON 452327109 104,040 1,194,355 X 1 678,062 1,974 514,319 INCYTE CORP CVT CV BND 45337CAE2 60,207 7,911,577 X 1 6,986,765 353,880 570,932 INCYTE CORP CVT CV BND 45337CAE2 2,276 299,060 X 2 299,060 INFORMATICA CORP COMMON 45666Q102 3,399 225,972 X 1 225,972 ING GROEP NV SPON ADR ADR 456837103 3 100 X 1 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 389 10,380 X 1 10,380 INNERWORKINGS INC COMMON 45773Y105 17,171 1,435,721 X 1 1,435,721 INSULET CORP COMMON 45784P101 2,379 151,219 X 1 151,219 INTEL CORP COMMON 458140100 371 17,272 X 1 13,534 3,738 INTERACTIVE DATA CORP COMMON 45840J107 912 36,277 X 2 36,277 INTERACTIVE DATA CORP COMMON 45840J107 28,090 1,117,774 X 1 968,371 149,403 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,233 28,363 X 1 1,830 26,533 INTERVOICE INC COMMON 461142101 4,024 706,033 X 1 698,563 7,470 INTEVAC INC COMMON 461148108 5,472 485,101 X 1 480,029 5,072 INTREPID POTASH INC COMMON 46121Y102 7,062 107,351 X 1 70,351 37,000 INTUITIVE SURGICAL INC COMMON 46120E602 1,359 5,043 X 2 5,043 INTUITIVE SURGICAL INC COMMON 46120E602 144,892 537,831 X 1 331,504 807 205,520 INVENTIV HEALTH INC COMMON 46122E105 12,779 459,849 X 1 455,007 4,842 INVESCO LTD COMMON G491BT108 71 2,964 X 1 2,964 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 11,356 339,402 X 1 335,743 3,659 INVITROGEN CORP CV BND 46185RAK6 22,781 580,249 X 1 557,019 14,604 8,625 IPG PHOTONICS CORP COMMON 44980X109 3,682 195,757 X 1 195,757 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 7,511 109,384 X 1 98,253 11,131 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,674 19,700 X 1 16,785 2,915 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 7,998 144,782 X 1 144,021 761 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 99 1,433 X 1 1,433 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 7,964 124,444 X 1 124,444 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 32 300 X 1 300 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 40,064 3,032,853 X 1 3,018,423 333 14,097 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 94 7,104 X 2 7,104 ITC HOLDINGS CORP COMMON 465685105 18,618 364,266 X 1 360,961 3,305 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 19,787 239,468 X 1 239,468 J & J SNACK FOODS CORP COMMON 466032109 8,565 312,474 X 1 309,175 3,299 JACOBS ENGINEERING GROUP INC COMMON 469814107 4,413 54,688 X 1 4,688 50,000 JANUS CAPITAL GROUP INC COMMON 47102X105 8,557 323,258 X 1 203,258 120,000 JDS UNIPHASE CORP CV BND 46612JAD3 4,691 412,901 X 1 263,562 31,188 118,151 JMP GROUP INC COMMON 46629U107 4,048 612,409 X 1 605,891 6,518 JO-ANN STORES INC COMMON 47758P307 8,923 387,436 X 1 383,351 4,085 JOHNSON & JOHNSON COMMON 478160104 63,992 994,587 X 1 578,806 6,631 409,150 JOS A BANK CLOTHIERS INC COMMON 480838101 26,169 978,268 X 1 978,268 JOY GLOBAL INC COMMON 481165108 8,794 115,970 X 1 112,039 3,931 JP MORGAN CHASE & CO COMMON 46625H100 86,840 2,531,031 X 1 1,694,366 13,743 822,922 JUNIPER NETWORKS COMMON 48203R104 725 32,700 X 2 32,700 JUNIPER NETWORKS COMMON 48203R104 65,486 2,952,480 X 1 1,624,227 5,243 1,323,010 KADANT INC COMMON 48282T104 2,873 127,143 X 1 127,143 KANSAS CITY SOUTHERN COMMON 485170302 2,282 51,883 X 1 51,883 KAYDON CORP COMMON 486587108 2,849 55,410 X 1 55,410 KB HOME CORP COMMON 48666K109 8,521 503,290 X 1 498,265 5,025 KBR INC COMMON 48242W106 591 16,918 X 2 16,918 KBR INC COMMON 48242W106 7,974 228,415 X 1 159,548 68,867 KIMBERLY CLARK COMMON 494368103 36 600 X 1 600 KINROSS GOLD CORP COMMON 496902404 5,282 223,727 X 1 223,727 KITE REALTY GROUP TRUST COMMON 49803T102 11,063 885,053 X 1 875,444 9,609 KNOLOGY INC COMMON 499183804 2,813 255,954 X 1 255,954 KRAFT FOODS INC COMMON 50075N104 22,265 782,611 X 1 717,845 64,766 KROGER COMMON 501044101 34,554 1,196,868 X 1 247,670 18,758 930,440 KULICKE & SOFFA CV BND 501242AL5 13,669 1,875,062 X 1 1,667,979 96,163 110,920 KULICKE & SOFFA CVT CV BND 501242AT8 645 88,471 X 2 88,471 KULICKE & SOFFA CVT CV BND 501242AT8 11,278 1,547,056 X 1 1,496,551 3,831 46,674 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 54 7,398 X 2 7,398 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 12,328 1,691,040 X 1 1,469,488 81,768 139,784 L-3 COMMUNICATIONS CORP COMMON 502424104 2,544 28,000 X 1 28,000 LABARGE INC COMMON 502470107 1,515 116,553 X 1 111,764 4,789 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 94 1,354 X 1 710 644 LEGGETT & PLATT INC COMMON 524660107 17 1,000 X 1 1,000 LEHMAN BROS HLDGS 7.25 CVT PFD CV PFD 52523J453 16,380 826,859 X 1 807,009 3,088 16,763 LEHMAN BROS HLDGS 7.25 CVT PFD CV PFD 52523J453 1,455 73,426 X 2 73,426 LEHMAN BROS HOLDING INC COMMON 524908100 54 2,735 X 1 1,785 950 LENNAR CORP COMMON 526057104 6,780 549,450 X 1 549,450 LEUCADIA NATIONAL CORP COMMON 527288104 9,209 196,180 X 1 180,326 15,854 LEVEL 3 COMM CONV CV BND 52729NBF6 25,808 8,748,493 X 1 8,723,393 25,100 LEVEL 3 COMM CONV CV BND 52729NBF6 659 223,394 X 2 223,394 LEVEL 3 COMM CONV CV BND 52729NBK5 59,824 20,279,306 X 1 19,391,943 1,832 885,531 LEVEL 3 COMM CONV CV BND 52729NBK5 1,964 665,751 X 2 665,751 LEVEL 3 COMM CVT CV BND 52729NAS9 10 3,263 X 2 3,263 LEVEL 3 COMM CVT CV BND 52729NAS9 3,258 1,104,472 X 1 998,386 34,039 72,046 LEVEL 3 COMM INC CONV CV BND 52729NAG5 5,253 1,780,648 X 1 1,605,234 19,942 155,472 LEVEL 3 COMM INC CONV CV BND 52729NAG5 49 16,721 X 2 16,721 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 63,824 21,635,103 X 1 19,426,189 557,103 1,651,811 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 877 297,354 X 2 297,354 LIBERTY GLOBAL INC COMMON 530555101 28,908 919,748 X 1 918,686 1,062 LIBERTY MEDIA CORPORAT 530715AN1 7,394 1,007,403 X 1 977,548 29,855 LIBERTY MEDIA CORPORAT 530715AN1 143 19,444 X 2 19,444 LILLY ELI COMMON 532457108 165 3,564 X 1 900 2,664 LINCOLN NATL CORP COMMON 534187109 53 1,179 X 1 611 568 LITTELFUSE INC COMMON 537008104 23,023 729,745 X 1 722,091 7,654 LIZ CLAIBORNE COMMON 539320101 7 519 X 1 519 LOCKHEED MARTIN CORP COMMON 539830109 6,517 66,054 X 1 46,526 3,331 16,197 LOUISIANA-PACIFIC CORP COMMON 546347105 3,776 444,722 X 1 444,722 LOWES COS COMMON 548661107 141 6,775 X 1 3,225 3,550 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 25,286 4,186,415 X 1 4,091,640 11,091 83,685 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 580 96,106 X 2 96,106 LULULEMON ATHLETICA INC COMMON 550021109 14,697 505,742 X 1 505,742 LUMINEX CORP COMMON 55027E102 1,744 84,845 X 1 84,845 M & T BANK CORP COMMON 55261F104 162 2,295 X 1 1,733 562 MACYS INC. COMMON 55616P104 1 50 X 1 50 MARINER ENERGY INC COMMON 56845T305 24,060 650,789 X 1 643,405 7,384 MARRIOTT INTERNATIONAL COMMON 571903202 2,281 86,937 X 1 84,712 2,225 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 6,325 358,175 X 1 358,175 MASIMO CORPORATION COMMON 574795100 3,286 95,671 X 1 95,671 MASSEY ENERGY CO COMMON 576206106 6,072 64,768 X 1 64,768 MASTERCARD INC-CLASS A COMMON 57636Q104 262,388 988,204 X 1 612,811 3,969 371,424 MASTERCARD INC-CLASS A COMMON 57636Q104 2,393 9,014 X 2 9,014 MCAFEE INC COMMON 579064106 660 19,391 X 2 19,391 MCAFEE INC COMMON 579064106 19,672 578,069 X 1 205,716 5,925 366,428 MCDONALDS COMMON 580135101 184,165 3,275,799 X 1 2,423,089 9,903 842,807 MCDONALDS COMMON 580135101 1,121 19,948 X 2 19,948 MCGRATH RENTCORP COMMON 580589109 16,262 661,317 X 1 654,426 6,891 MCGRAW HILL COS INC COMMON 580645109 17,503 436,267 X 1 436,267 MDU RESOURCES GROUP INC COMMON 552690109 1,354 38,847 X 2 38,847 MDU RESOURCES GROUP INC COMMON 552690109 13,800 395,859 X 1 244,879 150,980 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 15,739 333,446 X 1 69,666 5,212 258,568 MEDICAL ACTION IND INC COMMON 58449L100 5,003 482,428 X 1 477,349 5,079 MEDTRONIC INC COMMON 585055106 198 3,825 X 1 2,050 1,775 MEMC ELECTRONIC MATERIALS COMMON 552715104 16,300 264,874 X 1 52,950 3,719 208,205 MENTOR GRAPHICS CORP COMMON 587200106 10,436 660,479 X 1 653,585 6,894 MERCK & CO COMMON 589331107 24,212 642,397 X 1 155,405 14,420 472,572 MERRILL LYNCH & CO COMMON 590188108 10,274 324,002 X 1 297,791 26,211 METAVANTE TECHNOLOGIES COMMON 591407101 68 2,999 X 1 1,553 1,446 METLIFE INC COMMON 59156R108 59,171 1,121,294 X 1 527,269 10,742 583,283 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 4,286 45,183 X 1 45,183 MGM MIRAGE COMMON 552953101 5 147 X 1 147 MICROS SYSTEM INC COMMON 594901100 442 14,488 X 2 14,488 MICROS SYSTEM INC COMMON 594901100 4,582 150,294 X 1 92,930 57,364 MICROSOFT CORP COMMON 594918104 33,115 1,203,738 X 1 1,104,053 12,008 87,677 MIDDLESEX WATER CO COMMON 596680108 7,290 439,413 X 1 433,398 6,015 MILLICOM INTL CELLULAR COMMON L6388F110 4,035 38,985 X 1 38,985 MINE SAFETY APPLIANCES CO COMMON 602720104 72 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 8,449 132,863 X 1 131,473 1,390 MITCHAM INDS INC COMMON 606501104 2,854 167,076 X 1 167,076 MOLSON COORS BREWING CO COMMON 60871R209 23,495 432,453 X 1 396,995 35,458 MONSANTO CO NEW COMMON 61166W101 2,385 18,860 X 2 18,860 MONSANTO CO NEW COMMON 61166W101 287,960 2,277,446 X 1 1,336,452 11,533 929,461 MOODYS CORP COMMON 615369105 7 200 X 1 200 MOOG INC CL A COMMON 615394202 17,636 473,582 X 1 469,216 4,366 MORGAN STANLEY COMMON 617446448 28,025 776,960 X 1 710,620 66,340 MORGAN STANLEY EMERGING MKT Closed 61744H105 4,380 471,000 X 1 471,000 MORNINGSTAR INC COMMON 617700109 1,676 23,270 X 1 23,270 MOSAIC CO COMMON 61945A107 1,376 9,509 X 2 9,509 MOSAIC CO COMMON 61945A107 125,302 865,944 X 1 481,177 1,524 383,243 MOTOROLA INC COMMON 620076109 1 X 1 1 MUNRO MUFFLER BRAKE INC COMMON 610236101 5,687 367,152 X 1 228,775 138,377 MUNRO MUFFLER BRAKE INC COMMON 610236101 572 36,941 X 2 36,941 MWI VETERINARY SUPPLY INC COMMON 55402X105 11,731 354,296 X 1 351,558 2,738 MYERS INDS INC COMMON 628464109 8,285 1,016,512 X 1 1,005,673 10,839 MYRIAD GENETICS INC COMMON 62855J104 4,050 88,963 X 1 88,963 NABORS INDUSTRIES LTD COMMON G6359F103 26,238 532,971 X 1 239,015 5,773 288,183 NATIONAL OILWELL VARCO INC COMMON 637071101 15,416 173,756 X 1 123,413 50,343 NATUS MEDICAL INC COMMON 639050103 4,496 214,693 X 1 214,693 NAVIGATORS GROUP INC COMMON 638904102 12,438 230,120 X 1 227,685 2,435 NCR CORP COMMON 62886E108 7,896 313,342 X 1 193,807 119,535 NCR CORP COMMON 62886E108 779 30,923 X 2 30,923 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 131 39,037 X 2 39,037 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 14,105 4,210,520 X 1 3,702,805 142,206 365,508 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 4,241 127,746 X 1 127,746 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 13,419 229,703 X 1 229,703 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 428 25,501 X 2 25,501 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 16,327 972,423 X 1 902,209 9,865 60,349 NEWFIELD EXPLORATION CO COMMON 651290108 5,803 88,928 X 1 88,928 NEWPARK RESOURCES INC COMMON 651718504 6,864 873,262 X 1 864,123 9,139 NEWS CORP INC-CL A COMMON 65248E104 59,766 3,973,784 X 1 2,993,370 17,219 963,195 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,181 109,110 X 1 101,189 7,921 NII HOLDINGS INC COMMON 62913F201 2,988 62,928 X 1 61,528 1,400 NII HOLDINGS INC CVT CV BND 62913FAJ1 23,150 487,477 X 1 461,514 5,172 20,791 NII HOLDINGS INC CVT CV BND 62913FAJ1 456 9,601 X 2 9,601 NIKE INC CL B COMMON 654106103 117,591 1,972,665 X 1 1,245,217 6,856 720,592 NIKE INC CL B COMMON 654106103 1,025 17,188 X 2 17,188 NOBLE CORP COMMON G65422100 302 4,656 X 1 4,656 NOKIA CORP SPON ADR A ADR 654902204 27,684 1,129,943 X 1 1,079,409 50,534 NORAM ENERGY SUB CONV CV BND 655419AC3 30 1,860 X 1 1,860 NORDSON CORP COMMON 655663102 6,768 92,850 X 1 91,868 982 NORFOLK SOUTHN CORP COMMON 655844108 4,497 71,753 X 1 71,753 NORTEL NETWORKS CORP CV BND 656568AE2 30,906 3,759,844 X 1 3,525,000 10,313 224,531 NORTEL NETWORKS CORP CV BND 656568AE2 1,860 226,250 X 2 226,250 NORTEL NETWORKS CVT CV BND 656568AF9 1,117 135,938 X 1 135,938 NORTEL NETWORKS CVT CV BND 656568AF9 39 4,688 X 2 4,688 NORTHERN TR CORP COMMON 665859104 456 6,650 X 1 6,650 NORTHROP GRUMMAN CORP COMMON 666807102 35,773 534,730 X 1 489,434 45,296 NORTHWEST PIPE COMPANY COMMON 667746101 5,544 99,357 X 1 99,357 NORTHWESTERN CORP COMMON 668074305 10,006 393,634 X 1 389,247 4,387 NOVARTIS AG SPON ADR ADR 66987V109 25,967 471,792 X 1 434,885 36,907 NRG ENERGY INC COMMON 629377508 481 11,201 X 2 11,201 NRG ENERGY INC COMMON 629377508 36,121 841,971 X 1 746,113 95,858 NTELOS HOLDINGS CORP COMMON 67020Q107 3,778 148,897 X 1 148,897 NUVASIVE INC COMMON 670704105 7,602 170,213 X 1 170,213 NVIDIA CORP COMMON 67066G104 2,995 160,001 X 1 160,001 OCCIDENTAL PETE COMMON 674599105 13,049 145,220 X 1 29,374 2,254 113,592 OCEANEERING INTL INC COMMON 675232102 23,676 307,285 X 1 304,611 2,674 OLD NATL BANCORP COMMON 680033107 10,128 710,247 X 1 702,834 7,413 ON SEMICONDUCTOR CORPORATION COMMON 682189105 602 65,659 X 2 65,659 ON SEMICONDUCTOR CORPORATION COMMON 682189105 15,054 1,641,673 X 1 1,379,978 261,695 ONEOK INC COMMON 682680103 5,661 115,925 X 1 72,575 43,350 ONEOK INC COMMON 682680103 542 11,100 X 2 11,100 ONYX PHARMACEUTICALS COMMON 683399109 2,430 68,249 X 1 68,249 ORACLE CORP COMMON 68389X105 205,108 9,767,044 X 1 5,150,121 36,631 4,580,292 ORACLE CORP COMMON 68389X105 1,768 84,170 X 2 84,170 ORBITAL SCIENCES CORP COMMON 685564106 2,641 112,081 X 1 112,081 ORION MARINE GROUP INC COMMON 68628V308 415 29,343 X 2 29,343 ORION MARINE GROUP INC COMMON 68628V308 4,182 295,986 X 1 182,850 113,136 OWENS-ILLINOIS INC COMMON 690768403 898 21,544 X 2 21,544 OWENS-ILLINOIS INC COMMON 690768403 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INC COMMON 714046109 636 22,831 X 2 22,831 PEROT SYSTEMS CORP CL A COMMON 714265105 13,382 891,558 X 1 882,049 9,509 PERRIGO CO COMMON 714290103 581 18,295 X 2 18,295 PERRIGO CO COMMON 714290103 21,302 670,495 X 1 593,914 76,581 PETROHAWK ENERGY CORP COMMON 716495106 29,178 630,069 X 1 499,418 130,651 PETROLEO BRASILEIRO S A ADR ADR 71654V408 9,245 130,519 X 1 130,519 PETROLEUM DEVELOPMENT CORP COMMON 716578109 3,512 52,819 X 1 52,819 PETSMART INC COMMON 716768106 965 48,390 X 1 48,390 PFIZER INC COMMON 717081103 22,768 1,303,291 X 1 1,193,261 110,030 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 74 1,733 X 1 906 827 PHASE FORWARD INC COMMON 71721R406 3,415 190,043 X 1 190,043 PHH CORP COMMON 693320202 15,777 1,027,786 X 1 942,251 85,535 PHH CORP COMMON 693320202 308 20,036 X 2 20,036 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 533 10,783 X 1 9,258 1,525 PIER 1 IMPORTS INC DEL COMMON 720279108 1,637 475,983 X 1 303,015 172,968 PIER 1 IMPORTS INC DEL COMMON 720279108 168 48,903 X 2 48,903 PIMCO FLOATING RATE STRATEGY F Closed 72201J104 186 14,050 X 1 14,050 PIONEER NAT COMMON 723787107 7,911 101,054 X 1 101,054 PLEXUS CORP COMMON 729132100 12,875 465,155 X 1 460,343 4,812 PLUM CREEK TIMBER CO INC COMMON 729251108 12 274 X 1 274 PNC FINANCIAL SERVICES COMMON 693475105 52,761 924,007 X 1 523,958 6,718 393,331 POLARIS INDUSTRIES INC COMMON 731068102 9,251 229,095 X 1 229,095 POLYPORE INTERNATIONAL INC COMMON 73179V103 12,191 481,276 X 1 476,238 5,038 PORTA SYSTEMS CORP COMMON 735647307 143 X 1 143 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 22,124 982,422 X 1 910,280 72,142 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 366 16,266 X 2 16,266 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 54,561 238,704 X 1 166,326 756 71,622 POTLATCH HOLDINGS INC COMMON 737630103 32,582 722,113 X 1 641,541 80,572 POTLATCH HOLDINGS INC COMMON 737630103 882 19,550 X 2 19,550 PPL CORPORATION COMMON 69351T106 56 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 38,528 408,826 X 1 379,074 29,752 PRECISION CASTPARTS COMMON 740189105 14,678 152,313 X 1 33,086 5,621 113,606 PRESTON CORP SUB DEB CONV CV BND 741130AA6 9,138 1,563,099 X 1 1,228,506 290,330 44,263 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 134,157 2,375,719 X 1 1,218,959 11,646 1,145,114 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 1,204 21,314 X 2 21,314 PRICELINE.COM INC COMMON 741503403 1,575 13,644 X 2 13,644 PRICELINE.COM INC COMMON 741503403 204,871 1,774,387 X 1 1,011,329 8,339 754,719 PRIVATEBANCORP INC COMMON 742962103 2,514 82,756 X 1 82,756 PROASSURANCE CORP COMMON 74267C106 10,195 211,902 X 1 209,672 2,230 PROCTER & GAMBLE COMMON 742718109 58,010 953,956 X 1 203,651 19,751 730,554 PROGRESS SOFTWARE CORP COMMON 743312100 16,612 649,671 X 1 642,897 6,774 PROLOGIS COMMON 743410102 3,343 61,503 X 1 60,405 1,098 PROSPERITY BANCSHARES INC COMMON 743606105 14,620 546,964 X 1 541,136 5,828 PRUDENTIAL FINANCIAL INC COMMON 744320102 15,827 264,931 X 1 242,075 22,856 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 3,530 93,283 X 1 93,283 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 18,801 409,339 X 1 190,109 4,277 214,953 QUALCOMM INC COMMON 747525103 243,260 5,482,543 X 1 3,230,697 24,391 2,227,455 QUALCOMM INC COMMON 747525103 2,103 47,397 X 2 47,397 QUEST SOFTWARE INC COMMON 74834T103 5,590 377,465 X 1 373,509 3,956 QUESTAR CORP COMMON 748356102 550 7,748 X 2 7,748 QUESTAR CORP COMMON 748356102 5,641 79,402 X 1 47,864 31,538 QUIDEL CORP COMMON 74838J101 2,713 164,207 X 1 164,207 QWEST COMMUNICATIONS INT CV BND 749121BY4 1 339 X 1 339 RADIANT SYSTEMS INC COMMON 75025N102 7,677 715,459 X 1 707,918 7,541 RADIOSHACK CORP COMMON 750438103 7,343 598,491 X 1 598,491 RALCORP HOLDINGS INC COMMON 751028101 12,585 254,553 X 1 251,884 2,669 RANGE RESOURCES CORP COMMON 75281A109 4,026 61,428 X 1 61,428 RAYMOND JAMES FINANCIAL INC COMMON 754730109 531 20,103 X 2 20,103 RAYMOND JAMES FINANCIAL INC COMMON 754730109 4,498 170,446 X 1 125,770 44,676 RAYTHEON COMPANY WARRANTS WTS 755111119 4 210 X 1 210 RBC BEARINGS INC COMMON 75524B104 15,870 476,283 X 1 471,761 4,522 RELIANCE STEEL & ALUMINUM COMMON 759509102 22,199 287,961 X 1 284,967 2,994 RESEARCH IN MOTION COMMON 760975102 33,237 284,321 X 1 174,772 3,461 106,088 REX ENERGY CORP COMMON 761565100 5,157 195,339 X 1 195,339 RHI ENTERTAINMENT INC COMMON 74957T104 2,189 168,506 X 1 168,506 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 3,986 672,167 X 1 554,278 96,778 21,111 RIGEL PHARMACEUTICALS INC COMMON 766559603 2,344 103,464 X 1 103,464 RIO TINTO PLC SPON ADR ADR 767204100 24,500 49,494 X 1 49,494 RITCHIE BROS AUCTIONEERS COMMON 767744105 13,737 506,344 X 1 506,344 RLI CORPORATION COMMON 749607107 13,770 278,358 X 1 275,170 3,188 ROCK-TENN CO CL A COMMON 772739207 13,591 453,191 X 1 448,435 4,756 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 5,553 183,861 X 1 181,905 1,956 ROLLINS INC COMMON 775711104 28,964 1,954,393 X 1 1,933,327 21,066 ROSS STORES INC COMMON 778296103 6,420 180,743 X 1 180,743 ROWAN COS COMMON 779382100 550 11,771 X 1 11,771 RTI BIOLOGICS INC COMMON 74975N105 2,599 297,045 X 1 297,045 RUBY TUESDAY INC COMMON 781182100 1,609 297,963 X 1 297,963 RYDER SYSTEM COMMON 783549108 15,243 221,292 X 1 218,992 2,300 S & P 500 DEPOSITARY RCPT Exchange 78462F103 992 7,754 X 1 7,754 SALESFORCE.COM INC COMMON 79466L302 104,453 1,530,899 X 1 874,989 2,451 653,459 SALESFORCE.COM INC COMMON 79466L302 1,046 15,334 X 2 15,334 SALLY BEAUTY CO INC COMMON 79546E104 552 85,410 X 2 85,410 SALLY BEAUTY CO INC COMMON 79546E104 20,594 3,187,925 X 1 2,833,278 354,647 SANDRIDGE ENERGY INC COMMON 80007P307 12,730 197,116 X 1 197,116 SAVVIS INC CV BND 805423AA8 1 43 X 1 43 SBA COMMUNICATIONS CORP COMMON 78388J106 3,931 109,164 X 1 109,164 SCANSOURCE INC COMMON 806037107 13,139 490,994 X 1 485,838 5,156 SCHERING-PLOUGH COMMON 806605101 43,576 2,213,090 X 1 2,033,658 179,432 SCHLUMBERGER LTD COMMON 806857108 26,122 243,153 X 1 78,965 7,620 156,568 SCHWAB CHARLES CORP COMMON 808513105 119,311 5,808,702 X 1 3,202,504 10,227 2,595,971 SCHWAB CHARLES CORP COMMON 808513105 1,314 63,978 X 2 63,978 SCIELE PHARMA INC COMMON 808627103 17,064 881,886 X 1 872,614 9,272 SCIENTIFIC GAMES CORP-A COMMON 80874P109 38,459 1,298,416 X 1 1,298,416 SCOTTS MIRACLE-GRO CO COMMON 810186106 44 2,504 X 1 2,504 SHAW GROUP INC COMMON 820280105 3,033 49,091 X 1 49,091 SIEMENS AG SPON ADR ADR 826197501 34,631 314,454 X 1 291,642 22,812 SIGNATURE BANK COMMON 82669G104 11,666 452,856 X 1 448,129 4,727 SIMON PROPERTY GROUP INC COMMON 828806109 15,972 177,682 X 1 177,118 564 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 9,645 1,269,078 X 1 1,023,451 64,815 180,812 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 1,471 1,279,333 X 1 1,279,333 SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 12,684 945,167 X 1 936,226 8,941 SKILLSOFT PLC ADR ADR 830928107 2,853 315,549 X 1 315,549 SMURFIT-STONE CONTAINER CORP COMMON 832727101 81 20,000 X 1 20,000 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SOLERA HOLDINGS INC COMMON 83421A104 33,459 1,209,651 X 1 1,209,651 SOLUTIA INC COMMON 834376501 8,296 647,076 X 1 640,235 6,841 SONOSITE INC COMMON 83568G104 2,823 100,792 X 1 100,792 SONUS NETWORKS INC COMMON 835916107 1,589 464,741 X 1 464,741 SONY CORP ADR ADR 835699307 20,190 461,602 X 1 425,315 36,287 SOTHEBYS COMMON 835898107 5,905 223,947 X 1 223,947 SOUTHWESTERN ENERGY CO COMMON 845467109 217,967 4,578,168 X 1 2,882,944 15,814 1,679,410 SOUTHWESTERN ENERGY CO COMMON 845467109 1,970 41,376 X 2 41,376 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 8,023 1,090,096 X 1 1,059,283 17,383 13,430 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 180 24,394 X 2 24,394 SPARTAN STORES INC COMMON 846822104 31,130 1,353,462 X 1 1,157,040 196,422 SPARTAN STORES INC COMMON 846822104 1,101 47,855 X 2 47,855 SPECTRA ENERGY CORP W/I COMMON 847560109 24,718 860,055 X 1 801,612 58,443 SPX CORP COMMON 784635104 1,223 9,286 X 2 9,286 SPX CORP COMMON 784635104 125,709 954,290 X 1 482,941 3,086 468,263 ST JUDE MEDICAL INC COMMON 790849103 1,366 33,423 X 1 15,578 8,797 9,048 ST MARY LAND & EXPLORATIONS COMMON 792228108 16,559 256,167 X 1 253,431 2,736 STANDARD PARKING CORP COMMON 853790103 21,656 1,189,902 X 1 1,177,294 12,608 STANLEY WORKS COMMON 854616109 17,476 389,837 X 1 389,837 STAPLES INC COMMON 855030102 24,812 1,044,731 X 1 1,044,731 STATE STREET CORP COMMON 857477103 29,857 466,589 X 1 160,493 11,448 294,648 STEEL DYNAMICS INC COMMON 858119100 1,038 26,571 X 2 26,571 STEEL DYNAMICS INC COMMON 858119100 116,908 2,992,282 X 1 1,571,736 17,831 1,402,715 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 8,975 339,971 X 1 336,324 3,647 STERICYCLE INC COMMON 858912108 9,939 192,240 X 1 106,240 86,000 STERLING BANCSHARES INC TX COMMON 858907108 14,858 1,634,499 X 1 1,616,017 18,482 STIFEL FINANCIAL CORP COMMON 860630102 21,126 614,307 X 1 608,628 5,679 STRYKER CORP COMMON 863667101 1,070 17,020 X 1 9,502 6,625 893 SUN HEALTHCARE GROUP COMMON 866933401 3,026 226,015 X 1 226,015 SUPERIOR ENERGY SERVICES INC COMMON 868157108 3,685 66,829 X 1 66,829 SUPERIOR WELL SERVICES INC COMMON 86837X105 12,188 384,351 X 1 381,320 3,031 SVB FINANCIAL GROUP COMMON 78486Q101 17,556 364,912 X 1 361,103 3,809 SYBASE INC COMMON 871130100 14,265 484,877 X 1 479,762 5,115 SYNTEL INC COMMON 87162H103 3,601 106,787 X 1 106,787 T-3 ENERGY SERVICES INC COMMON 87306E107 5,233 65,854 X 1 65,854 TALISMAN ENERGY INC COMMON 87425E103 459 20,736 X 1 20,736 TARGET CORP COMMON 87612E106 528 11,348 X 1 10,558 790 TEAM INC COMMON 878155100 4,341 126,486 X 1 126,486 TECH DATA COMMON 878237106 83 2,454 X 1 1,677 777 TEKELEC COMMON 879101103 13,042 886,578 X 1 877,221 9,357 TELEDYNE TECHNOLOGIES INC COMMON 879360105 21,754 445,867 X 1 441,154 4,713 TELEFLEX INC COMMON 879369106 386 6,949 X 2 6,949 TELEFLEX INC COMMON 879369106 19,280 346,820 X 1 319,687 27,133 TENARIS SA ADR ADR 88031M109 24,757 332,303 X 1 324,983 7,320 TERADATA CORP COMMON 88076W103 649 28,053 X 2 28,053 TERADATA CORP COMMON 88076W103 13,205 570,644 X 1 458,732 111,912 TEREX CORP COMMON 880779103 2,603 50,677 X 1 49,892 785 TESCO CORP COMMON 88157K101 7,745 242,407 X 1 242,407 TESORO PETROLEUM CORP COMMON 881609101 198 10,000 X 1 10,000 TETRA TECHNOLOGIES INC COMMON 88162F105 959 40,447 X 2 40,447 TETRA TECHNOLOGIES INC COMMON 88162F105 19,659 829,127 X 1 669,379 159,748 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,135 24,782 X 1 11,047 13,735 TEXAS INDUSTRIES INC COMMON 882491103 258 4,593 X 2 4,593 TEXAS INDUSTRIES INC COMMON 882491103 13,874 247,183 X 1 227,128 20,055 TEXAS INSTRUMENTS COMMON 882508104 3,655 129,795 X 1 127,545 2,250 TEXTRON INC COMMON 883203101 654 13,638 X 1 8,705 4,933 THE BUCKLE INC COMMON 118440106 2,378 52,000 X 1 52,000 THE DIRECTV GROUP INC COMMON 25459L106 103,137 3,980,605 X 1 3,007,017 15,839 957,749 THE GEO GROUP INC COMMON 36159R103 18,300 813,326 X 1 806,335 6,991 THE WALT DISNEY CO COMMON 254687106 118,723 3,805,236 X 1 1,891,385 16,847 1,897,004 THE WALT DISNEY CO COMMON 254687106 1,080 34,610 X 2 34,610 THERMO FISHER SCIENTIFIC INC COMMON 883556102 149 2,666 X 1 2,666 THIRD WAVE TECHNOLOGIES COMMON 88428W108 3,114 279,003 X 1 279,003 TIDEWATER COMMON 886423102 34,271 527,010 X 1 490,042 36,968 TIFFANY & CO COMMON 886547108 2,771 68,000 X 1 68,000 TIME WARNER CABLE CL A COMMON 88732J108 777 29,361 X 1 29,361 TIME WARNER INC COMMON 887317105 42,543 2,874,552 X 1 2,649,027 225,525 TJX COMPANIES INC COMMON 872540109 2,109 67,019 X 1 38,186 8,400 20,433 TOTAL FINA ELF SA -SP ADR ADR 89151E109 65,252 765,245 X 1 710,103 55,142 TOTAL SYSTEM SERVICES INC COMMON 891906109 426 19,163 X 2 19,163 TOTAL SYSTEM SERVICES INC COMMON 891906109 4,299 193,491 X 1 119,805 73,686 TRANSOCEAN INC COMMON G90073100 276,430 1,813,967 X 1 1,121,680 2,767 689,520 TRANSOCEAN INC COMMON G90073100 2,632 17,273 X 2 17,273 TRICO MARINE SERVICES INC COMMON 896106200 3,140 86,216 X 1 86,216 TRIZETTO GROUP INC COMMON 896882107 1,744 81,581 X 1 81,581 TRUE RELIGION APPAREL INC COMMON 89784N104 23,650 887,411 X 1 887,411 TYCO ELECTRONICS LTD COMMON G9144P105 41 1,156 X 1 1,156 TYCO INTERNATIONAL LTD COMMON G9143X208 46 1,156 X 1 1,156 TYLER TECHNOLOGIES INC COMMON 902252105 4,445 327,593 X 1 327,593 UGI CORP COMMON 902681105 47,539 1,655,830 X 1 1,484,241 171,589 UGI CORP COMMON 902681105 1,165 40,587 X 2 40,587 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,244 91,047 X 1 91,047 UNION PACIFIC COMMON 907818108 22,338 295,873 X 1 59,069 4,325 232,479 UNITED ONLINE INC COMMON 911268100 14,894 1,484,974 X 1 1,300,408 184,566 UNITED ONLINE INC COMMON 911268100 470 46,824 X 2 46,824 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 10,693 545,297 X 1 543,524 1,773 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 110 5,586 X 2 5,586 UNITED STATES STEEL CORP COMMON 912909108 18,368 99,403 X 1 82,403 17,000 UNITED TECHNOLOGIES COMMON 913017109 28,135 455,999 X 1 340,324 115,675 UNITED THERAPEUTICS CORP COMMON 91307C102 3,003 30,721 X 1 30,721 UNITEDHEALTH GROUP COMMON 91324P102 12,759 486,066 X 1 447,602 38,464 URBAN OUTFITTERS INC COMMON 917047102 126,776 4,064,646 X 1 2,044,689 14,476 2,005,481 URBAN OUTFITTERS INC COMMON 917047102 1,155 37,029 X 2 37,029 US BANCORP COMMON 902973304 24,625 882,923 X 1 765,579 117,344 UTI WORLDWIDE INC COMMON G87210103 2,467 123,672 X 1 123,672 V F CORP COMMON 918204108 12,310 172,935 X 1 33,633 2,752 136,550 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 69,009 4,033,284 X 1 3,217,137 135,550 680,597 VALEANT PHARMACY CVT CV BND 91911XAD6 85,004 4,968,089 X 1 3,986,182 177,781 804,126 VALERO ENERGY CORP COMMON 91913Y100 2,442 59,301 X 1 59,301 VAN KAMPEN HIGH INCOME TR II Closed 920913100 702 212,610 X 2 212,610 VAN KAMPEN HIGH INCOME TR II Closed 920913100 3,208 972,224 X 1 731,998 28,323 211,903 VARIAN INC - INSTRUMENT COMMON 922206107 10,905 213,581 X 1 210,784 2,797 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 445 12,768 X 2 12,768 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 7,893 226,689 X 1 176,377 50,312 VENOCO INC COMMON 92275P307 11,212 483,054 X 1 480,065 2,989 VERIGY LTD COMMON Y93691106 20,053 883,021 X 1 873,707 9,314 VERIZON COMMUNICATIONS COMMON 92343V104 9,026 254,981 X 1 50,437 4,537 200,007 VERTEX PHARMACEUTICALS CV BND 92532FAM2 29 864 X 2 864 VERTEX PHARMACEUTICALS CV BND 92532FAM2 107,748 3,219,242 X 1 2,783,916 68,586 366,740 VERTEX PHARMACEUTICALS INC COMMON 92532F100 76,679 2,290,984 X 1 2,166,518 15,060 109,406 VISA INC-CLASS A SHRS COMMON 92826C839 207,687 2,554,261 X 1 1,519,282 9,864 1,025,115 VISA INC-CLASS A SHRS COMMON 92826C839 1,928 23,716 X 2 23,716 VISHAY INTERTECHNOLOGY INC COMMON 928298108 9,642 1,087,080 X 1 1,075,860 11,220 VISTAPRINT LTD COMMON G93762204 36,535 1,365,297 X 1 1,365,297 VOCUS INC COMMON 92858J108 4,255 132,272 X 1 132,272 VODAFONE GROUP PLC ADR 92857W209 8 262 X 1 262 VOLCOM INC COMMON 92864N101 3,230 134,962 X 1 134,962 W-H ENERGY SERVICES INC COMMON 92925E108 374 3,909 X 1 3,909 WABCO HOLDINGS INC COMMON 92927K102 3,845 82,770 X 1 51,638 31,132 WABCO HOLDINGS INC COMMON 92927K102 368 7,914 X 2 7,914 WABTEC COMMON 929740108 22,579 464,406 X 1 411,933 52,473 WABTEC COMMON 929740108 622 12,787 X 2 12,787 WAL-MART STORES INC COMMON 931142103 209,148 3,721,496 X 1 2,070,798 16,183 1,634,515 WAL-MART STORES INC COMMON 931142103 1,464 26,044 X 2 26,044 WALGREEN CO COMMON 931422109 3 100 X 1 100 WALTER INDUSTRIES INC COMMON 93317Q105 6,562 60,333 X 1 22,333 38,000 WASTE CONNECTIONS INC COMMON 941053100 25,568 800,764 X 1 793,655 7,109 WATSON PHARMACEUTICALS CV BND 942683AC7 1,482 54,557 X 1 54,432 125 WEBSITE PROS INC COMMON 94769V105 5,220 626,645 X 1 391,855 234,790 WEBSITE PROS INC COMMON 94769V105 525 63,039 X 2 63,039 WELLS FARGO COMPANY COMMON 949746101 16,485 694,089 X 1 137,095 10,976 546,018 WEST PHARMACEUTICALS SVCS COMMON 955306105 16,775 387,587 X 1 383,514 4,073 WESTAMERICA BANCORPORATION COMMON 957090103 2,534 48,186 X 1 48,186 WESTERN ASSET MANAGED HIGH INC Closed 95766L107 19,430 3,402,825 X 1 3,374,075 28,750 WESTERN UNION CO/THE COMMON 959802109 25,628 1,036,714 X 1 1,036,714 WESTFIELD FINANCIAL INC COMMON 96008P104 6,695 739,797 X 1 732,008 7,789 WETERN ASSET HIGH INCOME OPP Closed 95766K109 27,540 4,882,975 X 1 4,856,100 26,875 WEYERHAEUSER CO COMMON 962166104 20,446 399,798 X 1 371,771 28,027 WHITING PETROLEUM CORP COMMON 966387102 12,127 114,322 X 1 114,322 WILEY JOHN & SONS CL A COMMON 968223206 58,347 1,295,743 X 1 1,288,170 7,573 WILLBROS GROUP INC COMMON 969199108 2,574 58,757 X 1 58,757 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 5,459 135,426 X 1 135,426 WOLVERINE WORLD WIDE INC COMMON 978097103 16,235 608,741 X 1 608,741 WOODWARD GOVERNOR CO COMMON 980745103 2,872 80,546 X 1 80,546 WRIGHT EXPRESS CORP COMMON 98233Q105 556 22,425 X 2 22,425 WRIGHT EXPRESS CORP COMMON 98233Q105 23,065 930,041 X 1 839,241 90,800 WYETH CO COMMON 983024100 17,502 364,929 X 1 70,584 5,771 288,574 WYNDHAM WORLDWIDE CORP COMMON 98310W108 370 20,651 X 2 20,651 WYNDHAM WORLDWIDE CORP COMMON 98310W108 3,747 209,207 X 1 130,043 79,164 XTO ENERGY INC COMMON 98385X106 233,117 3,402,678 X 1 1,923,763 21,640 1,457,275 XTO ENERGY INC COMMON 98385X106 1,949 28,447 X 2 28,447 YUM! BRANDS INC COMMON 988498101 56,104 1,598,871 X 1 929,075 2,536 667,260 YUM! BRANDS INC COMMON 988498101 556 15,835 X 2 15,835 ZEP INC COMMON 98944B108 11,366 763,839 X 1 700,462 63,377 ZEP INC COMMON 98944B108 227 15,288 X 2 15,288 ZIMMER HOLDINGS INC COMMON 98956P102 2,978 43,757 X 1 42,807 950 ZTEST ELECTRONICS INC COMMON 989930102 3 X 1 3 ZTEST ELECTRONICS INC-CL A COMMON 989930201 3 X 1 3 COLUMN TOTALS 17,839,648
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