-----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, TyBU+7Mes8pa2cTsUuVdiENKdS1VE1+X7REy3B5gZDbUFRugwPCALOl7xlyLy33R jGO1ool86mP/hobAE1hezQ== 0000312348-08-000006.txt : 20080214 0000312348-08-000006.hdr.sgml : 20080214 20080214114946 ACCESSION NUMBER: 0000312348-08-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080214 DATE AS OF CHANGE: 20080214 EFFECTIVENESS DATE: 20080214 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: 08610329 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q4complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/07 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 2/14/08 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: Number of other included managers: 2 Form 13F Information Table Entry Total: 767 Form 13F Information Table Value Total: $ 20,873,769 ('000) List of Other Included Managers: 28-6808 Natixis Global Asset Management, L.P. (2) 28-10092 Natixis Asset Management (3) 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) --------- --------- --------- 1-800-FLOWERS.COM INC COMMON 68243Q106 3,351 383,799 X 123 367,563 16,236 3M CO COMMON 88579Y101 823 9,757 X 123 4,753 5,004 AAR CORP COMMON 000361105 19,656 516,846 X 123 511,065 5,781 ABB LTD SPON ADR ADR 000375204 33,156 1,151,259 X 123 1,055,237 96,022 ABBOTT LABS COMMON 002824100 4,835 86,114 X 123 84,181 1,933 ABERCROMBIE & FITCH CO CL A COMMON 002896207 28,700 358,886 X 123 357,958 928 ABM INDUSTRIES INC COMMON 000957100 12,285 602,503 X 123 590,198 12,305 ACCENTURE LTD CL A COMMON G1150G111 231 6,400 X 123 6,400 ACE LTD COMMON G0070K103 42,272 684,237 X 123 118,104 9,834 556,299 ACTIVISION INC COMMON 004930202 172,584 5,810,919 X 123 3,676,457 8,087 2,126,375 ACTUANT CORP CL A COMMON 00508X203 29,158 857,349 X 123 750,100 107,249 ACUITY BRANDS INC COMMON 00508Y102 19,323 429,393 X 123 378,981 50,412 ADELPHIA RECOVERY TRUST COMMON 00685R409 227 2,268,646 X 123 2,268,646 ADIDAS AG COMMON 00687A107 31,540 847,130 X 123 847,130 ADOBE SYS COMMON 00724F101 3,463 81,054 X 123 55,676 10,271 15,107 ADTRAN INC COMMON 00738A106 9,966 466,133 X 123 461,422 4,711 ADVANCED ENERGY INDS COMMON 007973100 2,130 162,808 X 123 156,175 6,633 ADVISORY BOARD CO COMMON 00762W107 5,387 83,917 X 123 83,917 AES TRUST III CVT PFD CV PFD 00808N202 27,240 1,273,505 X 123 1,112,864 21,644 138,997 AETNA INC-NEW COMMON 00817Y108 20,162 349,238 X 123 60,071 4,433 284,734 AFFILIATED MANAGERS GROUP COMMON 008252108 4,737 40,326 X 123 418 39,908 AFFYMETRIX INC COMMON 00826T108 1,837 79,377 X 123 79,377 AFLAC INC COMMON 001055102 30,816 492,034 X 123 134,970 6,286 350,778 AGCO CORP COMMON 001084102 110,592 1,626,829 X 123 926,735 2,716 697,378 AGILENT TECHNOLOGIES INC COMMON 00846U101 133 3,609 X 123 1,689 1,920 AGILYSYS INC COMMON 00847J105 14,300 945,787 X 123 935,196 10,591 AIR PRODS & CHEM COMMON 009158106 3,575 36,250 X 123 34,525 1,725 AIRCASTLE LTD COMMON G0129K104 2,588 98,307 X 123 98,307 AIRGAS INC COMMON 009363102 157 3,007 X 123 1,407 1,600 ALBERTO CULVER CO NEW COMMON 013078100 36,904 1,503,846 X 123 1,350,357 153,489 ALLERGAN INC COMMON 018490102 3,283 51,100 X 123 51,100 ALLETE INC COMMON 018522300 17,738 448,152 X 123 410,326 37,826 ALLOY INC COMMON 019855303 6,020 639,088 X 123 627,591 11,497 ALLSTATE CORP COMMON 020002101 46,883 897,624 X 123 822,350 75,274 ALTRIA GROUP INC COMMON 02209S103 33,681 445,632 X 123 404,881 40,751 AMAZON.COM INC COMMON 023135106 294,637 3,180,450 X 123 1,736,335 9,190 1,434,925 AMBASSADORS INTERNATIONAL COMMON 023178106 4,523 310,218 X 123 306,729 3,489 AMCOMP INC COMMON 02342J101 3,513 375,750 X 123 237,152 138,598 AMERICA MOVIL-SERIES L ADR 02364W105 14,661 238,813 X 123 238,813 AMERICAN AXLE & MFG HLDGS COMMON 024061103 28,861 1,550,026 X 123 1,550,026 AMERICAN ECOLOGY CORP COMMON 025533407 11,019 469,288 X 123 463,614 5,674 AMERICAN ELEC PWR COMMON 025537101 75 1,601 X 123 749 852 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 10,227 1,233,675 X 123 1,218,497 15,178 AMERICAN EXPRESS CO COMMON 025816109 34,094 655,407 X 123 126,260 14,601 514,546 AMERICAN INTL GRP COMMON 026874107 90,276 1,548,472 X 123 854,938 10,968 682,566 AMERICAN PHYSICIANS CAP INC COMMON 028884104 7,580 182,835 X 123 180,786 2,049 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 2,363 41,647 X 123 41,647 AMERICAN STATES WATER CO COMMON 029899101 8,707 231,069 X 123 228,307 2,762 AMERIPRISE FINANCIAL INC COMMON 03076C106 23,963 434,815 X 123 398,110 370 36,335 AMERISTAR CASINOS INC COMMON 03070Q101 7,477 271,514 X 123 271,514 AMETEK INC COMMON 031100100 7,065 150,825 X 123 97,275 53,550 AMGEN INC COMMON 031162100 4 85 X 123 85 AMPHENOL CORP CL A COMMON 032095101 20,311 438,030 X 123 222,217 215,813 ANAREN INC COMMON 032744104 12,428 753,653 X 123 744,941 8,712 ANGELICA CORP COMMON 034663104 3,846 201,363 X 123 193,850 7,513 ANIXTER INTERNATIONAL INC COMMON 035290105 12,321 197,868 X 123 195,641 2,227 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,168 235,175 X 123 235,175 APPLE INC COMMON 037833100 520,391 2,627,176 X 123 1,495,332 12,370 1,119,474 ARCH CAPITAL GROUP LTD COMMON G0450A105 3,520 50,036 X 123 48,867 1,169 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 118 2,535 X 123 1,184 1,351 ARENA RESOURCES INC COMMON 040049108 5,915 141,814 X 123 141,814 ARIBA INC COMMON 04033V203 3,168 284,088 X 123 284,088 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 25,900 645,714 X 123 573,621 72,093 ASKEMNOW INC COMMON 045188109 100 X 123 100 ASSOCIATED ESTATES REALTY CP COMMON 045604105 11,588 1,227,525 X 123 1,227,525 ASSURANT INC COMMON 04621X108 9,044 135,183 X 123 89,526 45,657 AT&T INC COMMON 00206R102 196,944 4,738,776 X 123 2,951,637 34,657 1,752,482 ATMI INC COMMON 00207R101 2,684 83,211 X 123 83,211 ATP OIL & GAS CORPORATION COMMON 00208J108 9,654 191,010 X 123 188,860 2,150 AVERY DENNISON CORP COMMON 053611109 33,195 624,673 X 123 584,794 39,879 AVIS BUDGET GROUP INC COMMON 053774105 10,705 823,434 X 123 702,624 120,810 AVNET INC COMMON 053807103 4,386 125,413 X 123 83,248 42,165 AVNET INC CVT CV BND 053807AL7 51,960 1,485,854 X 123 1,454,086 2,807 28,961 BAKER HUGHES INC COMMON 057224107 19,018 234,500 X 123 124,067 2,019 108,414 BANK OF NEW YORK MELLON CORP COMMON 064058100 46,870 961,230 X 123 876,747 84,483 BANKAMERICA CORP COMMON 060505104 87,669 2,124,784 X 123 1,231,562 13,610 879,612 BANKRATE INC COMMON 06646V108 15,886 330,334 X 123 330,334 BARNES GROUP INC COMMON 067806109 10,792 323,219 X 123 319,354 3,865 BARR PHARMACEUTICALS INC COMMON 068306109 19,737 371,694 X 123 61,796 5,689 304,209 BAXTER INTL COMMON 071813109 107 1,850 X 123 1,850 BE AEROSPACE INC COMMON 073302101 18,413 348,076 X 123 319,614 28,462 BEAR STEARNS COS INC COMMON 073902108 117 1,322 X 123 291 1,031 BECKMAN COULTER INC COMMON 075811109 8,926 122,614 X 123 78,979 43,635 BECTON DICKINSON & CO COMMON 075887109 36,545 437,245 X 123 118,759 10,801 307,685 BELDEN CDT INC COMMON 077454106 11,173 251,071 X 123 248,247 2,824 BELO CORP-A COMMON 080555105 10,981 629,625 X 123 622,542 7,083 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 9,204 65 X 123 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 45,252 9,555 X 123 8,774 781 BHIT INC COMMON 06682N101 420 X 123 420 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 5,130 144,905 X 123 144,905 BJ SERVICES CO COMMON 055482103 914 37,660 X 123 25,490 12,170 BLACKBAUD INC COMMON 09227Q100 3,212 114,565 X 123 114,565 BLACKBOARD INC COMMON 091935502 3,427 85,149 X 123 85,149 BLACKROCK INC COMMON 09247X101 125,999 581,177 X 123 397,541 1,189 182,447 BLACKROCK PREFERRED AND EQUI Closed E 092508100 34 2,000 X 123 2,000 BLADELOGIC INC COMMON 09265M102 3,538 119,646 X 123 119,646 BOB EVANS FARMS COMMON 096761101 12,356 458,819 X 123 453,333 5,486 BOEING CO COMMON 097023105 34,399 393,314 X 123 106,617 4,895 281,802 BOK FINANCIAL CORP COMMON 05561Q201 8,225 159,083 X 123 102,999 56,084 BORDERS GROUP INC COMMON 099709107 14,186 1,332,032 X 123 1,188,463 143,569 BP PLC ADR 055622104 1,072 14,651 X 123 3,880 5,248 5,523 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 9,769 282,834 X 123 282,834 BRISTOL MYERS SQUIBB COMMON 110122108 98,759 3,723,962 X 123 3,492,050 231,912 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 68,842 3,069,198 X 123 2,708,876 360,322 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 2,637 359,208 X 123 359,208 BUNGE LIMITED COMMON G16962105 3,641 31,280 X 123 31,280 BURGER KING HOLDINGS INC COMMON 121208201 164 5,746 X 123 2,689 3,057 BURLINGTON NORTHN SANTA FE COMMON 12189T104 165 1,978 X 123 100 1,878 BlackRock Senior High Income F Closed E 09255T109 9,421 1,744,621 X 123 1,350,698 43,510 350,413 C.H. ROBINSON WORLDWIDE COMMON 12541W209 9,783 180,773 X 123 8,532 172,241 CAMERON INTERNATIONAL CORP COMMON 13342B105 3,491 72,534 X 123 72,534 CAPELLA EDUCATION CO COMMON 139594105 2,782 42,495 X 123 42,495 CARDINAL HEALTH INC COMMON 14149Y108 1,103 19,091 X 123 19,091 CARRIZO OIL & GAS INC COMMON 144577103 3,005 54,885 X 123 54,885 CARTER HOLDINGS COMMON 146229109 7,785 402,341 X 123 397,842 4,499 CASEYS GENERAL STORES INC COMMON 147528103 12,218 412,634 X 123 407,618 5,016 CAVIUM NETWORKS INC COMMON 14965A101 2,337 101,506 X 123 101,506 CBEYOND INC COMMON 149847105 3,022 77,510 X 123 77,510 CEC ENTERTAINMENT INC COMMON 125137109 14,242 548,611 X 123 542,436 6,175 CELGENE CORP COMMON 151020104 3 71 X 123 71 CENTRAL EURO DISTRIBUTION COMP COMMON 153435102 18,995 327,050 X 123 327,050 CENTRAL EUROPEAN MEDIA ENT-A COMMON G20045202 65,738 566,808 X 123 566,808 CEPHALON INC COMMON 156708109 18,566 258,728 X 123 34,551 3,183 220,994 CF INDUSTRIES HOLDINGS INC COMMON 125269100 10,875 98,807 X 123 60,289 38,518 CHESAPEAKE ENERGY CORP COMMON 165167107 3,525 89,931 X 123 89,931 CHESAPEAKE ENERGY CORP CVT PFD CV PFD 165167826 96,508 2,461,937 X 123 2,302,211 26,516 133,209 CHESAPEAKE ENERGY CVT PPD CV PFD 165167842 18,660 476,021 X 123 447,700 91 28,231 CHEVRON CORP COMMON 166764100 149 1,600 X 123 1,600 CHICAGO BRIDGE & IRON NY COMMON 167250109 5,455 90,262 X 123 90,262 CHINA NEPSTAR CHAIN DRUG-ADR ADR 16943C109 7,713 438,737 X 123 438,737 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 5,048 34,323 X 123 34,323 CHUBB CORP COMMON 171232101 51,352 940,851 X 123 159,590 13,598 767,663 CHURCH & DWIGHT CO INC COMMON 171340102 4,157 76,885 X 123 52,345 24,540 CIA VALE DO RIO - ADR ADR 204412209 28,094 859,945 X 123 843,236 16,709 CIE GEN GEOPHYSIQUE-SP ADR ADR 204386106 9,018 160,888 X 123 160,888 CIENA CORP SUB CONV DEB CV BND 171779AA9 269 7,878 X 123 4,514 3,363 CIGNA CORP COMMON 125509109 77 1,434 X 123 671 763 CISCO SYSTEMS INC COMMON 17275R102 241,538 8,922,717 X 123 4,638,358 54,077 4,230,282 CIT GROUP INC COMMON 125581108 9 362 X 123 100 262 CITADEL BROADCASTING CORP COMMON 17285T106 9 4,280 X 123 4,280 CITIGROUP INC COMMON 172967101 36,911 1,253,771 X 123 1,147,553 106,218 CLARCOR INC COMMON 179895107 12,091 318,436 X 123 314,838 3,598 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 518 15,000 X 123 15,000 CLEVELAND-CLIFFS INC COMMON 185896107 12,167 120,708 X 123 120,708 CME GROUP INC. COMMON 12572Q105 261,944 381,842 X 123 220,709 1,672 159,461 CMS ENERGY CORP COMMON 125896100 2,014 115,868 X 123 76,311 39,557 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 11,655 670,594 X 123 566,916 103,677 COACH INC COMMON 189754104 650 21,263 X 123 9,413 9,350 2,500 COCA-COLA COMMON 191216100 290,221 4,729,045 X 123 2,346,645 19,786 2,362,614 COCA-COLA ENTERPRISES COMMON 191219104 31,172 1,197,541 X 123 1,100,737 96,804 COGENT COMMUNICATIONS GROUP COMMON 19239V302 2,019 85,143 X 123 85,143 COHEN & STEERS CLOSED-END OP Closed E 19248P106 39 2,471 X 123 2,471 COHU INC COMMON 192576106 8,892 581,186 X 123 574,657 6,529 COLGATE PALMOLIVE COMMON 194162103 46,975 602,553 X 123 165,141 6,628 430,784 COLONIAL BANCGROUP INC COMMON 195493309 15,953 1,178,221 X 123 1,037,787 140,434 COMCAST CORP CL A COMMON 20030N101 23,496 1,286,771 X 123 1,181,037 105,734 COMFORT SYSTEMS USA INC COMMON 199908104 4,043 316,322 X 123 199,529 116,793 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 6,775 467,222 X 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CORP COMMON 22160K105 126,232 1,809,523 X 123 872,584 9,437 927,502 COUNTRYWIDE FINL CORP 144A W/R CV BND 222372AL8 6,719 751,587 X 123 695,569 25,272 30,746 COUNTRYWIDE FINL CORP 144A W/R CV BND 222372AM6 15,369 1,719,179 X 123 1,595,390 56,858 66,931 COVIDIEN LTD COMMON G2552X108 81,150 1,832,235 X 123 1,252,793 9,123 570,319 CROCS INC COMMON 227046109 62,935 1,709,728 X 123 1,709,728 CROWN CORK & SEAL CO INC COMMON 228368106 2,927 114,099 X 123 114,099 CTRIP.COM INTERNATIONAL ADR 22943F100 4,102 71,374 X 123 71,374 CUMMINS ENGINE COMMON 231021106 656 5,147 X 123 4,154 993 CUMULUS MEDIA INC CL A COMMON 231082108 322 40,000 X 123 40,000 CVB FINANCIAL CORP COMMON 126600105 5,908 571,360 X 123 571,360 CVS CAREMARK CORP COMMON 126650100 154,159 3,878,226 X 123 1,913,955 35,275 1,928,996 CYPRESS SEMICONDUCTOR COMMON 232806109 14,010 388,849 X 123 290,849 98,000 CYTEC INDS COMMON 232820100 27,028 438,913 X 123 405,705 33,208 DANAHER CORP COMMON 235851102 49,819 567,805 X 123 154,820 7,571 405,414 DEALERTRACK HOLDINGS INC COMMON 242309102 2,486 74,280 X 123 74,280 DEAN FOODS COMMON 242370104 38,926 1,505,256 X 123 1,504,368 888 DEERE & CO COMMON 244199105 287,636 3,088,873 X 123 1,763,548 7,400 1,317,925 DELL INC COMMON 24702R101 3,617 147,559 X 123 132,894 14,665 DELPHI FINANCIAL GROUP CL A COMMON 247131105 16,652 471,994 X 123 466,208 5,786 DELTA AIR LINES INC COMMON 247361702 7,006 470,502 X 123 470,502 DENBURY RESOURCES INC COMMON 247916208 7,560 254,101 X 123 165,101 89,000 DEVELOPERS DIVERS REALTY COMMON 251591103 17,561 458,628 X 123 414,868 43,760 DEVON ENERGY CORP COMMON 25179M103 14,238 160,141 X 123 82,846 1,393 75,902 DEVON ENERGY CVT CV BND 25179MAA1 25,596 274,252 X 123 267,722 6,530 DEVON ENERGY CVT CV BND 25179MAB9 35,697 382,479 X 123 380,613 1,866 DEVRY INC COMMON 251893103 4,163 80,119 X 123 80,119 DIAMOND OFFSHORE DRILLING COMMON 25271C102 107 754 X 123 353 401 DICKS SPORTING GOODS INC COMMON 253393102 6,427 231,505 X 123 107,215 124,290 DIEBOLD INC COMMON 253651103 3 100 X 123 100 DIODES INC COMMON 254543101 8,600 285,990 X 123 282,778 3,212 DISCOVER FINANCIAL COMMON 254709108 9,743 646,101 X 123 591,546 54,555 DISCOVERY HOLDING CO-A COMMON 25468Y107 14,262 567,306 X 123 567,306 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 256 30,776 X 123 27,422 3,354 DOLLAR FINANCIAL CORP COMMON 256664103 20,496 667,834 X 123 659,760 8,074 DOLLAR TREE STORES INC COMMON 256747106 12,137 468,262 X 123 468,262 DOMINION RES INC VA COMMON 25746U109 11 238 X 123 238 DOMTAR CORP COMMON 257559104 2,855 371,312 X 123 241,326 129,986 DOVER CORP COMMON 260003108 3,679 79,823 X 123 75,177 4,646 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 4,057 360,659 X 123 345,518 15,141 DOW CHEMICAL COMMON 260543103 189 4,800 X 123 300 4,500 DRESSER-RAND GROUP INC COMMON 261608103 28,977 742,045 X 123 737,146 4,899 DREW INDUSTRIES INC COMMON 26168L205 5,579 203,611 X 123 203,611 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 5,366 1,434,734 X 123 1,218,741 22,965 193,028 DST SYSTEMS COMMON 233326107 12 150 X 123 150 DUKE ENERGY CORP COMMON 26441C105 5,707 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 9 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 4,301 48,528 X 123 31,441 17,087 DUPONT E I COMMON 263534109 25,663 582,051 X 123 532,279 2,200 47,572 DYNEGY INC - CL A COMMON 26817G102 1 82 X 123 51 31 E-HOUSE CHINA HOLDINGS-ADS ADR 26852W103 19,336 811,395 X 123 811,395 EARTHLINK INC COMMON 270321102 11,466 1,621,804 X 123 1,621,804 EAST WEST BANCORP INC COMMON 27579R104 11,744 484,692 X 123 423,944 60,748 EASTMAN CHEMICAL CO COMMON 277432100 9 150 X 123 150 EATON CORP COMMON 278058102 25,250 260,448 X 123 72,886 3,612 183,950 EATON VANCE FLOATING RATE INCO Closed E 278279104 781 50,000 X 123 50,000 EATON VANCE SR FLTG RATE TR Closed E 27828Q105 2,325 150,000 X 123 150,000 EBAY INC COMMON 278642103 7,559 227,742 X 123 45,963 13,123 168,656 ECOLAB INC COMMON 278865100 43,884 856,937 X 123 296,988 9,881 550,068 EDISON INTERNATIONAL COMMON 281020107 151 2,835 X 123 1,327 1,508 EHEALTH INC COMMON 28238P109 1,614 50,250 X 123 50,250 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 12,084 700,937 X 123 607,406 1,803 91,728 ELECTRONICS FOR IMAGING COMMON 286082102 17,911 796,774 X 123 789,718 7,056 EMBARQ CORP COMMON 29078E105 6,352 128,248 X 123 83,067 45,181 EMC CORP COMMON 268648102 132,014 7,124,329 X 123 3,582,494 38,382 3,503,453 EMERSON ELEC COMMON 291011104 35,322 623,400 X 123 200,679 17,002 405,719 EMPLOYERS HOLDINGS INC COMMON 292218104 12,791 765,474 X 123 682,789 82,685 ENBRIDGE INC COMMON 29250N105 5,759 142,442 X 123 142,442 ENERGIZER HOLDINGS INC COMMON 29266R108 39,045 348,210 X 123 348,210 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 8,038 843,473 X 123 779,722 23,598 40,152 EPICOR SOFTWARE CORP COMMON 29426L108 12,155 1,031,805 X 123 1,019,477 12,328 EPIX MEDICAL INC CVT CV BND 26881QAB7 2,351 596,626 X 123 508,163 27,764 60,699 EQUITABLE RESOURCES INC COMMON 294549100 38,656 725,527 X 123 674,123 51,404 EQUITY RESIDENTIAL COMMON 29476L107 16,776 460,000 X 123 460,000 EURONET WORLDWIDE INC COMMON 298736109 26,278 875,926 X 123 875,926 EVEREST RE GROUP LTD COMMON G3223R108 3,409 33,955 X 123 32,930 1,025 EXAR CORP COMMON 300645108 6,927 869,104 X 123 859,399 9,705 EXCEL TECHNOLOGY INC COMMON 30067T103 9,247 341,208 X 123 337,393 3,815 EXELIXIS INC COMMON 30161Q104 1,826 211,548 X 123 211,548 EXELON CORP COMMON 30161N101 51,651 632,669 X 123 410,801 3,402 218,466 EXPEDIA INC COMMON 30212P105 1,369 43,287 X 123 7,412 35,875 EXPEDITORS INTL WASH INC COMMON 302130109 322 7,216 X 123 7,216 EXPONENT INC COMMON 30214U102 6,335 234,284 X 123 149,877 84,407 EXPRESS SCRIPTS INC CL A COMMON 302182100 4,630 63,418 X 123 63,418 EXTERRAN HOLDINGS INC COMMON 30225X103 17,138 209,516 X 123 207,547 1,969 EXXON MOBIL CORP COMMON 30231G102 203,526 2,172,333 X 123 1,204,549 23,023 944,761 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 9,037 626,262 X 123 618,831 7,431 FCSTONE GROUP INC COMMON 31308T100 3,778 82,072 X 123 82,072 FELCOR LODGING CONV PFD CV PFD 31430F200 2,174 139,458 X 123 136,280 3,178 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 4,076 343,950 X 123 343,950 FIDELITY NATIONAL INFORMATION COMMON 31620M106 6,267 150,684 X 123 99,084 51,600 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 12,405 844,999 X 123 835,490 9,509 FIRST COMMUNITY BANCORP COMMON 31983B101 11,436 277,304 X 123 273,981 3,323 FIRST MERCURY FINANCIAL CORP COMMON 320841109 12,612 516,871 X 123 510,551 6,320 FIRST MIDWEST BANCORP INC COMMON 320867104 12,696 414,888 X 123 409,926 4,962 FIRST SECURITY GROUP INC COMMON 336312103 2,211 246,489 X 123 235,949 10,540 FIRST SOLAR INC COMMON 336433107 242,496 907,748 X 123 556,007 1,413 350,328 FIRST STATE BANCORPORATION COMMON 336453105 9,119 656,076 X 123 648,732 7,344 FIRSTENERGY COMMON 337932107 9,777 135,159 X 123 22,553 2,078 110,528 FLOWSERVE CORP COMMON 34354P105 84,747 880,946 X 123 483,202 1,562 396,182 FLUOR CORP NEW COMMON 343412102 4,453 30,557 X 123 30,557 FMC CORP NEW COMMON 302491303 17,201 315,333 X 123 311,493 3,840 FOCUS MEDIA HOLDING-ADR ADR 34415V109 64,078 1,127,936 X 123 1,127,936 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 69,735 10,361,832 X 123 10,336,690 8,969 16,173 FORD MOTOR CREDIT CO LLC COMMON 345370860 14,567 2,164,554 X 123 2,164,554 FORESTAR REAL ESTATE GRP COMMON 346233109 1,588 67,308 X 123 45,226 22,082 FOSSIL INC COMMON 349882100 35,504 845,745 X 123 771,350 74,395 FOSTER WHEELER LTD COMMON G36535139 202,151 1,304,033 X 123 751,767 2,248 550,018 FOUNDRY NETWORKS INC COMMON 35063R100 3,385 193,185 X 123 193,185 FRANKLIN RESOURCES COMMON 354613101 9,252 80,854 X 123 74,102 6,752 FREDDIE MAC COMMON 313400301 129,466 3,800,000 X 123 3,800,000 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 34,308 334,909 X 123 302,305 2,951 29,653 FTI CONSULTING INC COMMON 302941109 4,699 76,237 X 123 76,237 FX ENERGY INC COMMON 302695101 17 3,000 X 123 3,000 GAMESTOP CORP COMMON 36467W109 25,337 407,938 X 123 349,158 58,780 GAP INC COMMON 364760108 30,634 1,439,585 X 123 1,321,595 117,990 GARMIN LTD COMMON G37260109 168,282 1,734,871 X 123 1,295,234 1,699 437,938 GEN MILLS COMMON 370334104 9 150 X 123 150 GEN PROBE INC COMMON 36866T103 3,061 48,639 X 123 48,639 GENCO SHIPPING & TRADING LTD COMMON Y2685T107 4,883 89,169 X 123 89,169 GENENTECH INC COMMON 368710406 1,380 20,580 X 123 9,265 2,715 8,600 GENERAL CABLE CORP COMMON 369300108 80,097 1,093,031 X 123 1,019,040 73,991 GENERAL ELECTRIC COMMON 369604103 5,785 156,059 X 123 129,716 11,300 15,043 GENERAL MOTORS CORP COMMON 370442105 25,554 1,026,662 X 123 1,026,662 GENESEE & WYOMING INC-CL A COMMON 371559105 8,158 337,517 X 123 333,393 4,124 GENESIS LEASE LTD-ADS ADR 37183T107 8,805 469,330 X 123 466,619 2,711 GENTEX CORP COMMON 371901109 11,887 668,935 X 123 658,999 9,936 GENZYME CORP COMMON 372917104 4,516 60,671 X 123 1,500 59,171 GEOEYE INC COMMON 37250W108 13,450 399,715 X 123 258,214 141,501 GFI GROUP INC COMMON 361652209 3,643 38,055 X 123 38,055 GILDAN ACTIVEWEAR -A COMMON 375916103 46,598 1,132,123 X 123 1,132,123 GILEAD SCIENCES INC COMMON 375558103 196,511 4,271,057 X 123 2,628,200 16,484 1,626,373 GOLDMAN SACHS GROUP COMMON 38141G104 236,663 1,100,502 X 123 619,556 5,376 475,570 GOODRICH COMMON 382388106 123,520 1,749,334 X 123 971,536 3,155 774,643 GOODRICH PETROLEUM CORP COMMON 382410405 5,252 232,168 X 123 232,168 GOOGLE INC-CL A COMMON 38259P508 532,258 769,737 X 123 475,137 1,801 292,799 GRANT PRIDECO INC COMMON 38821G101 43 776 X 123 363 413 GREIF INC -CL A COMMON 397624107 12,004 183,624 X 123 181,433 2,191 GROUP 1 AUTOMOTIVE INC COMMON 398905109 3,570 150,312 X 123 150,312 GUARANTY FINANCIAL GROUP COMMON 40108N106 1,077 67,308 X 123 45,226 22,082 GUESS INC COMMON 401617105 47,165 1,244,780 X 123 1,243,125 1,655 GUSHAN ENVIRONMENTAL ENE-ADR ADR 40330W106 1,001 107,100 X 123 107,100 GYMBOREE CORP COMMON 403777105 6,652 218,371 X 123 218,371 HALLIBURTON CO COMMON 406216101 87,409 2,305,704 X 123 1,758,131 7,262 540,311 HANCOCK HOLDING CO COMMON 410120109 12,663 331,482 X 123 327,776 3,706 HANESBRANDS INC COMMON 410345102 27,299 1,004,758 X 123 895,796 108,962 HARMONIC INC COMMON 413160102 2,193 209,267 X 123 209,267 HARRAH'S ENTERTAINMENT INC COMMON 413619107 23,627 266,215 X 123 266,215 HARRIS CORP COMMON 413875105 4,102 65,437 X 123 63,113 2,324 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 14,439 864,592 X 123 854,325 10,267 HARSCO CORP COMMON 415864107 13,484 210,457 X 123 209,075 1,382 HARTE HANKS INC COMMON 416196103 368 21,245 X 123 21,245 HAYNES INTERNATIONAL INC COMMON 420877201 7,955 114,457 X 123 113,177 1,280 HCC INSURANCE HLDG COMMON 404132102 3,577 124,719 X 123 81,602 43,117 HCP INC COMMON 40414L109 104 3,000 X 123 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 12,191 272,784 X 123 269,563 3,221 HEALTHEXTRAS INC COMMON 422211102 3,052 117,043 X 123 117,043 HEALTHSPRING INC COMMON 42224N101 7,454 391,286 X 123 386,624 4,662 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 37,505 903,734 X 123 828,130 75,604 HERCULES COMMON 427056106 2,099 108,462 X 123 98,787 9,675 HESS CORP COMMON 42809H107 38,378 380,506 X 123 237,823 1,982 140,701 HEWLETT PACKARD COMMON 428236103 271,746 5,383,245 X 123 2,957,832 21,921 2,403,492 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 23,800 1,504,380 X 123 1,206,030 34,610 263,740 HILL INTERNATIONAL INC COMMON 431466101 4,157 293,339 X 123 195,901 97,438 HOLOGIC INC COMMON 436440101 129,026 1,879,747 X 123 937,992 11,479 930,276 HONEYWELL INTERNATIONAL INC COMMON 438516106 167 2,715 X 123 200 2,515 HOSPIRA INC COMMON 441060100 11,700 274,396 X 123 179,894 94,502 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 38,917 2,283,855 X 123 1,877,419 72,390 334,047 HUB GROUP INC CL A COMMON 443320106 13,263 498,993 X 123 493,390 5,603 HUBBELL INC CL B COMMON 443510201 7,653 148,323 X 123 145,588 2,735 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 42,434 4,064,607 X 123 3,500,336 93,905 470,366 HURON CONSULTING GROUP INC COMMON 447462102 3,367 41,762 X 123 41,762 IAC/ INTERACTIVECORP COMMON 44919P300 26,918 999,938 X 123 999,938 IBERIABANK CORP COMMON 450828108 15,263 326,482 X 123 322,578 3,904 IBM COMMON 459200101 34,684 320,851 X 123 293,601 27,250 ICF INTERNATIONAL INC COMMON 44925C103 2,077 82,239 X 123 82,239 IDEARC INC - W/I COMMON 451663108 7 X 123 7 IDEXX LABORATORIES INC COMMON 45168D104 4,329 73,833 X 123 73,833 IHS INC-CLASS A COMMON 451734107 3,794 62,645 X 123 62,645 II-VI INC COMMON 902104108 16,429 537,761 X 123 531,691 6,070 ILLINOIS TOOL WORKS INC COMMON 452308109 209 3,900 X 123 3,200 700 ILLUMINA INC COMMON 452327109 4,225 71,297 X 123 71,297 INCYTE CORP CVT CV BND 45337CAE2 97,092 8,808,756 X 123 7,829,124 377,502 602,131 INDEVUS PHARMACEUTICALS INC COMMON 454072109 2,317 333,453 X 123 333,453 INFORMATICA CORP COMMON 45666Q102 4,145 230,019 X 123 230,019 INFORMATION SERVICES GROUP COMMON 45675Y104 2,244 327,602 X 123 327,602 ING GROEP NV SPON ADR ADR 456837103 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450,044 X 123 444,981 5,063 INVERNESS MEDICAL INNOVATION COMMON 46126P106 4,296 76,477 X 123 76,477 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 8,218 172,679 X 123 169,944 2,735 INVESTOOLS INC COMMON 46145P103 34,822 1,962,886 X 123 1,740,302 222,584 INVITROGEN CORP CV BND 46185RAK6 27,439 293,751 X 123 278,608 7,302 7,841 IPG PHOTONICS CORP COMMON 44980X109 2,948 147,494 X 123 147,494 ISHARES COHEN & STEERS RLTY Exchange 464287564 544 6,880 X 123 6,880 ISHARES LEHMAN AGGREGATE BOND Exchange 464287226 371 3,669 X 123 3,669 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 7,653 97,491 X 123 83,942 13,549 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,300 15,300 X 123 15,300 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 15,232 250,610 X 123 133,980 116,630 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 40 500 X 123 500 ISHARES RUSSELL 2000 GROWTH MF Exchange 464287648 2,938 35,200 X 123 35,200 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 88 1,162 X 123 1,162 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 10,689 151,664 X 123 151,664 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 125 1,100 X 123 1,100 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 77,470 2,973,912 X 123 2,962,479 555 10,878 ITC HOLDINGS CORP COMMON 465685105 18,855 334,191 X 123 330,886 3,305 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 41,559 487,387 X 123 487,387 IVAX CORP CVT CV BND 465823AG7 2,053 44,164 X 123 13,889 30,275 J & J SNACK FOODS CORP COMMON 466032109 11,245 359,501 X 123 355,234 4,267 JACKSON HEWITT TAX SERVCE COMMON 468202106 25,859 814,446 X 123 808,048 6,398 JACOBS ENGINEERING GROUP INC COMMON 469814107 10,095 105,585 X 123 64,593 40,992 JANUS CAPITAL GROUP INC COMMON 47102X105 8,299 252,632 X 123 109,488 143,144 JARDEN CORP COMMON 471109108 57,395 2,430,959 X 123 2,430,959 JDS UNIPHASE CORP CV BND 46612JAD3 6,073 456,597 X 123 301,185 31,188 124,223 JMP GROUP INC COMMON 46629U107 6,471 763,076 X 123 753,967 9,109 JO-ANN STORES INC COMMON 47758P307 5,735 438,441 X 123 433,534 4,907 JOHNSON & JOHNSON COMMON 478160104 41,343 619,828 X 123 564,429 55,399 JOY GLOBAL INC COMMON 481165108 25,394 385,807 X 123 373,098 12,709 JP MORGAN CHASE & CO COMMON 46625H100 54,235 1,242,503 X 123 1,131,107 111,396 JUNIPER NETWORKS COMMON 48203R104 3 90 X 123 90 KADANT INC COMMON 48282T104 3,741 126,089 X 123 126,089 KAMAN CORP COMMON 483548103 3,260 88,576 X 123 88,576 KB HOME CORP COMMON 48666K109 10,871 503,290 X 123 498,265 5,025 KBR INC COMMON 48242W106 6,359 163,886 X 123 108,246 55,640 KELLWOOD CO CV BND 488044AF5 15,741 945,998 X 123 824,803 16,213 104,982 KIMBERLY CLARK COMMON 494368103 42 600 X 123 600 KINROSS GOLD CORP COMMON 496902404 12,164 661,083 X 123 661,083 KITE REALTY GROUP TRUST COMMON 49803T102 12,804 838,529 X 123 828,920 9,609 KNOLOGY INC COMMON 499183804 2,640 206,564 X 123 206,564 KRAFT FOODS INC COMMON 50075N104 24,488 750,480 X 123 687,831 62,649 KROGER COMMON 501044101 141 5,291 X 123 2,476 2,815 KULICKE & SOFFA CV BND 501242AL5 44,186 2,303,001 X 123 2,063,453 110,182 129,365 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 18,866 1,698,438 X 123 1,476,886 81,768 139,784 KV PHARMACEUTICAL CO-CL A COMMON 482740206 2,203 77,193 X 123 77,193 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 115 1,517 X 123 710 807 LAS VEGAS SANDS CORP COMMON 517834107 412 4,000 X 123 1,250 2,750 LASALLE HOTEL PROPERTIES COMMON 517942108 8,547 267,928 X 123 264,914 3,014 LAZARD LTD COMMON G54050102 69 1,691 X 123 1,691 LEGG MASON INC COMMON 524901105 467 6,390 X 123 2,530 3,860 LEHMAN BROS HOLDING INC COMMON 524908100 158,928 2,428,602 X 123 1,493,930 6,706 927,966 LENNAR CORP COMMON 526057104 9,830 549,450 X 123 549,450 LEVEL 3 COMM CONV CV BND 52729NBK5 42,593 14,010,990 X 123 13,588,829 23,810 398,352 LEVEL 3 COMM CVT CV BND 52729NAS9 3,378 1,111,169 X 123 1,005,157 34,039 71,972 LEVEL 3 COMM INC CONV CV BND 52729NAG5 5,103 1,678,636 X 123 1,509,358 20,556 148,722 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 65,989 21,706,830 X 123 19,491,648 557,103 1,658,078 LIBBEY INC COMMON 529898108 5,543 349,951 X 123 349,951 LIBERTY GLOBAL INC COMMON 530555101 24,589 627,433 X 123 626,380 1,053 LIBERTY MEDIA CORPORAT 530715AN1 13,127 818,408 X 123 791,983 26,425 LIFE TIME FITNESS INC COMMON 53217R207 3,520 70,854 X 123 70,854 LILLY ELI COMMON 532457108 206 3,864 X 123 900 2,964 LITTELFUSE INC COMMON 537008104 22,055 669,131 X 123 661,564 7,567 LIVE NATION INC COMMON 538034109 4,972 342,430 X 123 338,602 3,828 LIZ CLAIBORNE COMMON 539320101 18,847 926,139 X 123 845,587 80,552 LKQ CORP COMMON 501889208 4,987 237,262 X 123 237,262 LOCKHEED MARTIN CORP COMMON 539830109 2,276 21,621 X 123 6,121 15,500 LOWES COS COMMON 548661107 153 6,775 X 123 3,225 3,550 LUCENT TECH CAP CONV PFD CV PFD 549462307 17,580 2,401,692 X 123 2,200,687 11,091 189,914 LUMBER LIQUIDATORS INC COMMON 55003Q103 8,541 950,000 X 123 950,000 LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 5,612 178,213 X 123 178,213 MACYS INC. COMMON 55616P104 1,679 64,904 X 123 63,329 1,575 MANITOWOC COMPANY INC COMMON 563571108 3,921 80,293 X 123 80,293 MARATHON OIL CORP COMMON 565849106 4,745 77,964 X 123 77,964 MARINEMAX INC COMMON 567908108 2,095 135,168 X 123 135,168 MARINER ENERGY INC COMMON 56845T305 14,107 616,582 X 123 609,198 7,384 MARRIOTT INTERNATIONAL COMMON 571903202 3,081 90,134 X 123 87,709 2,425 MARSHALL & ILSLEY COMMON 571837103 102 3,859 X 123 1,806 2,053 MASIMO CORPORATION COMMON 574795100 3,175 80,478 X 123 80,478 MASTERCARD INC-CLASS A COMMON 57636Q104 314,467 1,461,276 X 123 938,861 2,113 520,302 MCAFEE INC COMMON 579064106 20,282 540,864 X 123 487,922 52,942 MCCLATCHY COMPANY-CL A COMMON 579489105 6 460 X 123 460 MCCORMICK & SCHMICKS SEAFOOD R COMMON 579793100 10,522 881,971 X 123 801,855 80,116 MCDERMOTT INTL COMMON 580037109 7,718 130,745 X 123 67,441 63,304 MCDONALDS COMMON 580135101 347,591 5,900,380 X 123 3,508,843 17,511 2,374,026 MCGRATH RENTCORP COMMON 580589109 16,100 625,247 X 123 618,270 6,977 MCGRAW HILL COS INC COMMON 580645109 30 687 X 123 687 MDU RESOURCES GROUP INC COMMON 552690109 5,220 189,048 X 123 124,778 64,270 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 16,542 163,136 X 123 19,584 1,573 141,979 MEDTRONIC INC COMMON 585055106 197 3,925 X 123 2,150 1,775 MEMC ELECTRONIC MATERIALS COMMON 552715104 214,164 2,420,201 X 123 1,580,703 3,648 835,850 MERCK & CO COMMON 589331107 357,014 6,143,763 X 123 3,234,604 29,725 2,879,434 MEREDITH CO COMMON 589433101 6,824 124,121 X 123 124,121 MERIDIAN BIOSCIENCE INC COMMON 589584101 2,057 68,390 X 123 68,390 MERRILL LYNCH & CO COMMON 590188108 23,487 437,534 X 123 401,009 36,525 METABOLIX INC COMMON 591018809 2,420 101,687 X 123 101,687 METAVANTE TECHNOLOGIES COMMON 591407101 56 2,402 X 123 1,124 1,278 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 6,332 55,641 X 123 55,641 MGM MIRAGE COMMON 552953101 29,568 351,912 X 123 151,690 3,534 196,688 MICHAEL BAKER CORP COMMON 057149106 6,058 147,399 X 123 145,735 1,664 MICRON TECHNOLOGY COMMON 595112103 15,036 2,073,883 X 123 1,897,403 176,480 MICROS SYSTEM INC COMMON 594901100 7,211 102,780 X 123 67,055 35,725 MICROSOFT CORP COMMON 594918104 457,380 12,847,742 X 123 7,043,510 58,450 5,745,782 MICROSTRATEGY INC COMMON 594972408 9,030 94,957 X 123 93,890 1,067 MIDDLEBY CORP COMMON 596278101 2,934 38,297 X 123 38,297 MIDDLESEX WATER CO COMMON 596680108 7,923 418,104 X 123 412,089 6,015 MIDLAND COMPANY COMMON 597486109 17,402 269,012 X 123 265,776 3,236 MILLICOM INTL CELLULAR COMMON L6388F110 3,930 33,324 X 123 33,324 MINDRAY MEDICAL INTL LTD-ADR ADR 602675100 3,056 71,108 X 123 71,108 MINE SAFETY APPLIANCES CO COMMON 602720104 93 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 13,456 200,989 X 123 198,708 2,281 MITCHAM INDS INC COMMON 606501104 2,447 119,027 X 123 119,027 MOHAWK INDS INC COMMON 608190104 19,532 262,528 X 123 262,528 MOLSON COORS BREWING CO COMMON 60871R209 22,575 437,334 X 123 400,480 36,854 MONOLITHIC POWER SYSTEMS INC COMMON 609839105 2,435 113,428 X 123 113,428 MONSANTO CO NEW COMMON 61166W101 343,232 3,073,079 X 123 1,860,426 10,861 1,201,792 MOODYS CORP COMMON 615369105 782 21,911 X 123 11,289 4,725 5,897 MOOG INC CL A COMMON 615394202 29,903 652,765 X 123 646,019 6,746 MORGAN STANLEY COMMON 617446448 35,278 664,245 X 123 604,441 59,804 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,569 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 863 11,098 X 123 11,098 MOSAIC CO COMMON 61945A107 149,471 1,584,382 X 123 922,494 2,654 659,234 MOTOROLA INC COMMON 620076109 30,244 1,885,549 X 123 1,734,944 150,605 MOVADO CORP INC COMMON 624580106 3,417 135,119 X 123 133,432 1,687 MUELLER WATER PRODUCTS INC-A COMMON 624758108 7,661 804,727 X 123 795,790 8,937 MWI VETERINARY SUPPLY INC COMMON 55402X105 2,689 67,219 X 123 64,481 2,738 MYRIAD GENETICS INC COMMON 62855J104 2,060 44,379 X 123 44,379 NASDAQ STOCK MARKET INC COMMON 631103108 4,838 97,762 X 123 97,762 NATIONAL CINEMEDIA INC COMMON 635309107 7,072 280,516 X 123 277,167 3,349 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 34,788 762,734 X 123 709,032 53,702 NATIONAL OILWELL VARCO INC COMMON 637071101 205,527 2,797,802 X 123 1,586,717 5,035 1,206,050 NAVIGATORS GROUP INC COMMON 638904102 14,154 217,760 X 123 215,325 2,435 NCR CORP COMMON 62886E108 6,979 278,064 X 123 181,527 96,537 NEENAH PAPER INC COMMON 640079109 1 18 X 123 18 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 31,857 4,747,744 X 123 4,138,719 150,804 458,221 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,320 103,106 X 123 103,106 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 6,149 76,298 X 123 76,298 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 26,064 1,007,123 X 123 936,909 9,865 60,349 NEWS CORP INC-CL A COMMON 65248E104 44,246 2,159,389 X 123 1,972,674 186,715 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,341 109,110 X 123 101,189 7,921 NII HOLDINGS INC CVT CV BND 62913FAJ1 13,822 286,048 X 123 262,577 2,933 20,538 NIKE INC CL B COMMON 654106103 8,034 125,070 X 123 125,070 NOBLE CORP COMMON G65422100 286 5,060 X 123 5,060 NORAM ENERGY SUB CONV CV BND 655419AC3 717 41,846 X 123 41,846 NORDSON CORP COMMON 655663102 12,994 224,193 X 123 221,614 2,579 NORDSTROM INC COMMON 655664100 1,525 41,515 X 123 22,449 8,641 10,425 NORTEL NETWORKS CONV CV BND 656568AB8 2,433 161,200 X 123 137,710 23,490 NORTEL NETWORKS CORP 144A W/RT CV BND 656568AD4 32,847 2,176,719 X 123 2,139,063 1,094 36,563 NORTHERN TR CORP COMMON 665859104 3,798 49,593 X 123 49,593 NORTHROP GRUMMAN CORP COMMON 666807102 38,464 489,117 X 123 448,523 40,594 NORTHWEST PIPE COMPANY COMMON 667746101 4,074 104,076 X 123 104,076 NORTHWESTERN CORP COMMON 668074305 10,998 372,813 X 123 368,426 4,387 NOVARTIS AG SPON ADR ADR 66987V109 34,609 637,240 X 123 580,452 56,788 NRG ENERGY INC COMMON 629377508 76,135 1,756,702 X 123 1,140,683 6,572 609,447 NTELOS HOLDINGS CORP COMMON 67020Q107 4,055 136,570 X 123 136,570 NUANCE COMMUNICATIONS INC COMMON 67020Y100 2,981 159,581 X 123 159,581 NUVASIVE INC COMMON 670704105 2,500 63,260 X 123 63,260 NVIDIA CORP COMMON 67066G104 186,023 5,468,050 X 123 3,105,177 15,095 2,347,778 NYMEX HOLDINGS INC COMMON 62948N104 179,915 1,346,572 X 123 785,777 4,717 556,078 OCCIDENTAL PETE COMMON 674599105 177 2,300 X 123 2,300 OCEANEERING INTL INC COMMON 675232102 17,529 260,270 X 123 257,853 2,417 OFFICE DEPOT COMMON 676220106 11,514 827,734 X 123 761,402 66,332 OMNICARE INC COMMON 681904108 1 60 X 123 60 ON SEMICONDUCTOR CORPORATION COMMON 682189105 6,059 682,354 X 123 452,672 229,682 ONEOK INC COMMON 682680103 3,605 80,513 X 123 50,732 29,781 ORACLE CORP COMMON 68389X105 486 21,537 X 123 4,936 16,601 ORTHOFIX INTERNATIONAL NV COMMON N6748L102 13,891 239,616 X 123 239,616 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 98,639 1,992,697 X 123 1,841,809 32,696 118,191 OWENS-ILLINOIS INC COMMON 690768403 78,200 1,579,797 X 123 1,135,182 6,407 438,208 P G & E CORP COMMON 69331C108 30,742 713,445 X 123 663,097 50,348 PACTIV CORP COMMON 695257105 5,793 217,530 X 123 37,541 3,507 176,482 PARALLEL PETROLEUM CORP COMMON 699157103 19,753 1,120,393 X 123 1,113,148 7,245 PARAMETRIC TECH CORP COMMON 699173209 8,046 450,769 X 123 445,381 5,388 PAREXEL INTERNATIONAL CORP COMMON 699462107 3,601 74,562 X 123 74,562 PENFORD CORP COMMON 707051108 1,823 71,228 X 123 71,228 PENN NATIONAL GAMING INC COMMON 707569109 28,329 475,724 X 123 475,724 PENN VIRGINIA CORP COMMON 707882106 18,689 428,346 X 123 423,221 5,125 PENNEY JC CO INC COMMON 708160106 16 375 X 123 375 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 4,728 169,781 X 123 169,781 PEPSI BOTTLING GROUP INC COMMON 713409100 12,975 328,806 X 123 54,271 4,534 270,001 PEPSICO INC COMMON 713448108 49,525 652,509 X 123 232,039 7,066 413,404 PERKINELMER INC COMMON 714046109 21,818 838,495 X 123 746,536 91,959 PEROT SYSTEMS CORP CL A COMMON 714265105 9,905 733,729 X 123 725,483 8,246 PERRIGO CO COMMON 714290103 30,012 857,248 X 123 721,676 135,572 PETROHAWK ENERGY CORP COMMON 716495106 2,884 166,620 X 123 166,620 PETROLEO BRASILEIRO S A ADR ADR 71654V408 6,251 54,242 X 123 54,242 PETROLEUM DEVELOPMENT CORP COMMON 716578109 9,628 162,824 X 123 162,824 PETSMART INC COMMON 716768106 2,352 99,976 X 123 66,238 33,738 PFIZER INC COMMON 717081103 28,333 1,246,502 X 123 1,140,071 106,431 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 98 2,421 X 123 1,133 1,288 PHASE FORWARD INC COMMON 71721R406 3,291 151,320 X 123 151,320 PIMCO FLOATING RATE STRATEGY F Closed E 72201J104 1,532 100,000 X 123 100,000 PIONEER FLOATING RATE TRUST Closed E 72369J102 1,583 100,000 X 123 100,000 PIONEER NAT COMMON 723787107 5,691 116,532 X 123 116,532 PIPER JAFFRAY COS COMMON 724078100 1 X 123 1 PLUM CREEK TIMBER CO INC COMMON 729251108 13 274 X 123 274 PNC FINANCIAL SERVICES COMMON 693475105 49,207 749,542 X 123 416,912 5,509 327,121 POLARIS INDUSTRIES INC COMMON 731068102 15,973 334,370 X 123 334,370 POLYPORE INTERNATIONAL INC COMMON 73179V103 8,955 511,698 X 123 505,951 5,747 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTFOLIO RECOVERY ASSOCIATE COMMON 73640Q105 1,803 45,460 X 123 45,460 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 11,817 425,385 X 123 397,199 28,186 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 50,564 351,235 X 123 257,560 787 92,888 POTLATCH HOLDINGS INC COMMON 737630103 18,819 423,465 X 123 371,527 51,938 PPL CORPORATION COMMON 69351T106 56 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 35,454 399,667 X 123 370,778 28,889 PRECISION CASTPARTS COMMON 740189105 315,249 2,272,884 X 123 1,278,846 10,565 983,473 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,406 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 155,899 2,560,766 X 123 1,289,327 12,121 1,259,318 PRICELINE.COM INC COMMON 741503403 109,218 950,881 X 123 479,349 4,041 467,491 PRIMEDIA INC COMMON 74157K846 40 4,714 X 123 4,714 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 179 2,607 X 123 1,220 1,387 PROASSURANCE CORP COMMON 74267C106 12,878 234,478 X 123 232,652 1,826 PROCTER & GAMBLE COMMON 742718109 2,822 38,433 X 123 21,999 5,866 10,568 PROGRESS SOFTWARE CORP COMMON 743312100 19,162 568,929 X 123 562,566 6,363 PROLOGIS COMMON 743410102 124 1,957 X 123 916 1,041 PROSPERITY BANCSHARES INC COMMON 743606105 15,216 517,717 X 123 511,889 5,828 PRUDENTIAL FINANCIAL INC COMMON 744320102 77,175 829,483 X 123 409,144 9,302 411,037 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 3,639 111,962 X 123 111,962 QUALCOMM INC COMMON 747525103 1,649 41,903 X 123 31,186 10,666 51 QUEST SOFTWARE INC COMMON 74834T103 12,885 698,764 X 123 690,879 7,885 QUESTAR CORP COMMON 748356102 3,950 73,022 X 123 47,670 25,352 RADIANT SYSTEMS INC COMMON 75025N102 12,283 712,905 X 123 704,934 7,971 RADNET INC COMMON 750491102 3,643 358,871 X 123 358,871 RALCORP HOLDINGS INC COMMON 751028101 19,125 314,610 X 123 310,819 3,791 RANGE RESOURCES CORP COMMON 75281A109 27,478 535,016 X 123 359,732 2,277 173,007 RAYTHEON COMPANY WARRANTS WTS 755111119 5 210 X 123 210 RBC BEARINGS INC COMMON 75524B104 20,387 469,096 X 123 465,013 4,083 REGENERON PHARM CVT CV BND 75886FAB3 108,785 3,420,753 X 123 3,068,370 77,022 275,361 RELIANCE STEEL & ALUMINUM COMMON 759509102 19,062 351,700 X 123 347,738 3,962 RESEARCH IN MOTION COMMON 760975102 59,203 522,070 X 123 358,454 5,232 158,384 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 4,712 672,167 X 123 554,278 96,778 21,111 RITCHIE BROS AUCTIONEERS COMMON 767744105 23,150 279,924 X 123 279,924 RLI CORPORATION COMMON 749607107 15,038 264,794 X 123 261,606 3,188 ROCK-TENN CO CL A COMMON 772739207 12,473 490,874 X 123 485,339 5,535 ROCKWELL COLLINS COMMON 774341101 19,517 271,177 X 123 45,705 4,232 221,240 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 9,510 197,663 X 123 195,453 2,210 ROGERS COMMUNICATIONS INC COMMON 775109200 104 2,309 X 123 2,309 ROLLINS INC COMMON 775711104 33,900 1,765,633 X 123 1,744,567 21,066 ROPER INDUSTRIES INC COMMON 776696106 4,154 66,414 X 123 66,414 ROWAN COS COMMON 779382100 573 14,515 X 123 14,515 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 34,751 818,826 X 123 818,826 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 9,487 112,676 X 123 112,676 RYDER SYSTEM COMMON 783549108 6,026 128,180 X 123 126,749 1,431 S & P 500 DEPOSITARY RCPT Exchange 78462F103 1,134 7,755 X 123 7,755 SALESFORCE.COM INC COMMON 79466L302 3,933 62,734 X 123 62,734 SALLY BEAUTY CO INC COMMON 79546E104 18,669 2,062,916 X 123 1,879,665 183,251 SBA COMMUNICATIONS CORP COMMON 78388J106 4,056 119,861 X 123 119,861 SCHERING-PLOUGH COMMON 806605101 22,040 827,343 X 123 251,794 22,702 552,847 SCHLUMBERGER LTD COMMON 806857108 53,656 545,446 X 123 319,974 8,336 217,136 SCHWAB CHARLES CORP COMMON 808513105 115,447 4,518,474 X 123 2,525,659 7,558 1,985,257 SCIELE PHARMA INC COMMON 808627103 14,176 693,213 X 123 685,200 8,013 SCIENTIFIC GAMES CORP-A COMMON 80874P109 9,845 296,082 X 123 296,082 SCOTTS MIRACLE-GRO CO COMMON 810186106 10,766 287,697 X 123 254,844 32,853 SEAGATE TECHNOLOGY COMMON G7945J104 152 5,972 X 123 2,795 3,177 SIGNATURE BANK COMMON 82669G104 17,488 518,171 X 123 512,153 6,018 SIMON PROPERTY GROUP INC COMMON 828806109 15,427 177,607 X 123 177,018 589 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 10,419 1,269,078 X 123 1,023,451 64,815 180,812 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 2,597 1,279,333 X 123 1,279,333 SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 6,616 452,200 X 123 447,113 5,087 SLM CORP COMMON 78442P106 151 7,500 X 123 7,500 SOLERA HOLDINGS INC COMMON 83421A104 13,917 561,636 X 123 561,636 SONIC AUTOMOTIVE INC COMMON 83545G102 28,094 1,451,127 X 123 1,441,526 9,601 SONUS NETWORKS INC COMMON 835916107 2,152 369,129 X 123 369,129 SONY CORP ADR ADR 835699307 36,950 680,470 X 123 633,046 47,424 SOTHEBYS COMMON 835898107 52,859 1,387,372 X 123 1,387,372 SOUTHWESTERN ENERGY CO COMMON 845467109 3 55 X 123 55 SOVEREIGN BANCORP INC COMMON 845905108 4 315 X 123 315 SPARTAN STORES INC COMMON 846822104 30,632 1,340,557 X 123 1,181,179 159,378 SPECTRA ENERGY CORP W/I COMMON 847560109 53,257 2,062,624 X 123 1,915,303 147,321 ST JUDE MEDICAL INC COMMON 790849103 1,456 35,824 X 123 16,228 8,908 10,688 ST MARY LAND & EXPLORATIONS COMMON 792228108 9,363 242,506 X 123 239,770 2,736 STANDARD PARKING CORP COMMON 853790103 25,158 518,825 X 123 512,620 6,205 STATE STREET CORP COMMON 857477103 24,980 307,638 X 123 124,943 8,902 173,793 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 10,153 368,273 X 123 363,495 4,778 STERICYCLE INC COMMON 858912108 7,445 125,340 X 123 125,340 STERLING BANCSHARES INC TX COMMON 858907108 17,277 1,548,146 X 123 1,529,664 18,482 STIFEL FINANCIAL CORP COMMON 860630102 13,081 248,836 X 123 246,014 2,822 STONE ENERGY CORP COMMON 861642106 6,212 132,430 X 123 132,430 STRYKER CORP COMMON 863667101 87,747 1,174,346 X 123 646,590 8,793 518,963 SUN HEALTHCARE GROUP COMMON 866933401 5,183 301,851 X 123 301,851 SUNOCO INC COMMON 86764P109 9,860 136,115 X 123 136,115 SUNPOWER CORP-CLASS A COMMON 867652109 118,356 907,709 X 123 550,122 1,424 356,163 SUNRISE ASSISTED LIVING INC COMMON 86768K106 1,306 42,561 X 123 42,561 SUNTECH POWER HOLDINGS ADR ADR 86800C104 4,596 55,832 X 123 55,832 SUREWEST COMMUNICATIONS COMMON 868733106 3,242 189,579 X 123 187,464 2,115 SYBASE INC COMMON 871130100 13,587 520,781 X 123 514,559 6,222 SYNTEL INC COMMON 87162H103 2,981 77,392 X 123 77,392 T-3 ENERGY SERVICES INC COMMON 87306E107 3,028 64,406 X 123 64,406 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 1,892 102,550 X 123 102,550 TALEO CORP-CLASS A COMMON 87424N104 3,503 117,636 X 123 117,636 TALISMAN ENERGY INC COMMON 87425E103 5,974 322,568 X 123 322,568 TARGET CORP COMMON 87612E106 155 3,090 X 123 2,300 790 TEAM INC COMMON 878155100 3,730 101,961 X 123 101,961 TECH DATA COMMON 878237106 93 2,476 X 123 1,159 1,317 TELEDYNE TECHNOLOGIES INC COMMON 879360105 24,240 454,535 X 123 449,393 5,142 TELEFLEX INC COMMON 879369106 11,882 188,573 X 123 178,346 10,227 TEMPLE INLAND INC COMMON 879868107 4,210 201,941 X 123 135,692 66,249 TENARIS SA ADR ADR 88031M109 219 4,887 X 123 4,887 TENNECO AUTOMOTIVE COMMON 880349105 13,740 527,032 X 123 527,032 TERADATA CORP COMMON 88076W103 4,846 176,788 X 123 116,379 60,409 TEREX CORP COMMON 880779103 2,460 37,515 X 123 36,715 800 TESCO CORP COMMON 88157K101 2,488 86,788 X 123 86,788 TESSERA TECHNOLOGIES INC COMMON 88164L100 4,226 101,582 X 123 101,582 TETRA TECHNOLOGIES INC COMMON 88162F105 10,589 680,071 X 123 675,313 4,758 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,171 25,193 X 123 11,047 14,146 TEXAS INDUSTRIES INC COMMON 882491103 19,897 283,832 X 123 257,421 26,411 TEXAS INSTRUMENTS COMMON 882508104 6,568 196,660 X 123 194,185 2,475 TEXTRON INC COMMON 883203101 199,275 2,794,879 X 123 1,596,296 14,665 1,183,918 THE DIRECTV GROUP INC COMMON 25459L106 132,732 5,741,006 X 123 4,858,041 13,244 869,721 THE GEO GROUP INC COMMON 36159R103 13,568 484,579 X 123 480,319 4,260 THE WALT DISNEY CO COMMON 254687106 26,048 806,939 X 123 227,680 17,938 561,321 THERAVANCE INC COMMON 88338T104 1,096 56,204 X 123 56,204 THERMO FISHER SCIENTIFIC INC COMMON 883556102 186,860 3,239,601 X 123 1,593,658 12,938 1,633,005 THIRD WAVE TECHNOLOGIES COMMON 88428W108 2,158 223,649 X 123 223,649 TIDEWATER COMMON 886423102 32,113 585,363 X 123 547,580 37,783 TIFFANY & CO COMMON 886547108 48,414 1,051,784 X 123 1,051,784 TIME WARNER CABLE CL A COMMON 88732J108 810 29,361 X 123 29,361 TIME WARNER INC COMMON 887317105 49,162 2,977,685 X 123 2,203,700 10,712 763,273 TJX COMPANIES INC COMMON 872540109 117 4,059 X 123 2,002 2,057 TOTAL FINA ELF SA -SP ADR ADR 89151E109 36,283 439,262 X 123 400,278 38,984 TRANE INC COMMON 892893108 6,275 134,330 X 123 89,333 44,997 TRANSOCEAN INC COMMON G90073100 226,432 1,581,781 X 123 891,521 5,025 685,235 TRUE RELIGION APPAREL INC COMMON 89784N104 13,621 637,987 X 123 637,987 TUPPERWARE BRANDS CORP COMMON 899896104 16,080 486,834 X 123 486,834 TURKCELL ILETISIM HIZMET ADR ADR 900111204 3,514 127,442 X 123 127,442 TWEEN BRANDS INC COMMON 901166108 2,313 87,337 X 123 56,902 30,435 TXCO RESOURCES INC COMMON 87311M102 2,259 187,323 X 123 187,323 TYCO ELECTRONICS LTD COMMON G9144P105 53 1,418 X 123 1,418 TYCO INTERNATIONAL LTD COMMON G9143X208 56 1,419 X 123 1,419 TYLER TECHNOLOGIES INC COMMON 902252105 3,364 260,940 X 123 260,940 UAL CORP COMMON 902549807 7,062 198,044 X 123 130,084 67,960 UGI CORP COMMON 902681105 40,058 1,470,006 X 123 1,351,655 118,351 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,227 102,538 X 123 102,538 UNITED COMMUNITY BANKS/GA COMMON 90984P105 6,925 438,276 X 123 433,022 5,254 UNITED ONLINE INC COMMON 911268100 12,173 1,029,897 X 123 927,222 102,675 UNITED RENTALS CONV PFD CV PFD 91136H306 919 50,071 X 123 49,129 942 UNITED RENTALS INC COMMON 911363109 133 7,250 X 123 7,250 UNITED TECHNOLOGIES COMMON 913017109 61,748 806,746 X 123 412,521 12,473 381,752 UNITEDHEALTH GROUP COMMON 91324P102 27,061 464,959 X 123 427,600 37,359 US AIRWAYS GROUP INC COMMON 90341W108 177 12,000 X 123 12,000 US BANCORP COMMON 902973304 54,447 1,715,394 X 123 1,098,058 8,866 608,470 USANA HEALTH SCIENCES INC COMMON 90328M107 4,512 121,683 X 123 121,683 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 117,866 4,074,882 X 123 3,258,735 135,550 680,597 VALEANT PHARMACY CVT CV BND 91911XAD6 132,418 4,986,752 X 123 4,004,845 177,781 804,126 VAN KAMPEN DYNAMIC CREDIT OPPO Closed E 921166104 1,612 100,000 X 123 100,000 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 2,212 609,244 X 123 474,427 14,435 120,382 VENOCO INC COMMON 92275P307 7,449 373,754 X 123 373,754 VERIGY LTD COMMON Y93691106 12,631 464,891 X 123 464,891 VERIZON COMMUNICATIONS COMMON 92343V104 37 851 X 123 151 700 VERTEX PHARMACEUTICALS INC COMMON 92532F100 53,374 2,297,632 X 123 2,169,808 15,060 112,764 VIMPELCOM-SP ADR ADR 68370R109 5,858 140,822 X 123 140,822 VISHAY INTERTECHNOLOGY INC COMMON 928298108 11,842 1,037,859 X 123 1,026,639 11,220 VISTAPRINT LTD COMMON G93762204 4,468 104,262 X 123 104,262 VMWARE INC-CLASS A COMMON 928563402 70,391 828,230 X 123 519,695 1,443 307,092 VOCUS INC COMMON 92858J108 3,241 93,855 X 123 93,855 VODAFONE GROUP PLC ADR 92857W209 10 262 X 123 262 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 2,018 182,948 X 123 182,948 W-H ENERGY SERVICES INC COMMON 92925E108 10,609 188,738 X 123 188,738 WABCO HOLDINGS INC COMMON 92927K102 2,773 55,369 X 123 37,469 17,900 WABTEC COMMON 929740108 19,121 555,206 X 123 492,770 62,436 WACHOVIA CORP (NEW) COMMON 929903102 14 356 X 123 356 WAL-MART STORES INC COMMON 931142103 31,073 653,758 X 123 594,508 59,250 WALGREEN CO COMMON 931422109 4 100 X 123 100 WALTER INDUSTRIES INC COMMON 93317Q105 6,190 172,269 X 123 170,178 2,091 WASTE CONNECTIONS INC COMMON 941053100 22,722 735,328 X 123 728,219 7,109 WATERS CORP COMMON 941848103 6,032 76,281 X 123 76,281 WATSON PHARMACEUTICALS CV BND 942683AC7 1,481 54,557 X 123 54,432 125 WELLPOINT INC COMMON 94973V107 4,879 55,610 X 123 54,210 1,400 WELLS FARGO CO CVT FLTR CV BND 949746FA4 31,576 634,500 X 123 622,900 1,300 10,300 WELLS FARGO COMPANY COMMON 949746101 94 3,100 X 123 3,100 WEST PHARMACEUTICALS SVCS COMMON 955306105 16,960 417,845 X 123 412,861 4,984 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 20,147 3,509,850 X 123 3,481,100 28,750 WESTERN UNION CO/THE COMMON 959802109 3,021 124,409 X 123 120,959 3,450 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 29,922 4,987,075 X 123 4,960,200 26,875 WEYERHAEUSER CO COMMON 962166104 10,765 145,992 X 123 145,992 WHITING PETROLEUM CORP COMMON 966387102 9,463 164,122 X 123 164,122 WILEY JOHN & SONS CL A COMMON 968223206 27,154 633,839 X 123 626,266 7,573 WILLBROS GROUP INC COMMON 969199108 11,401 297,753 X 123 297,753 WILLIAMS COS INC COMMON 969457100 5,491 153,465 X 123 153,465 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 4,846 135,426 X 123 135,426 WINN-DIXIE STORES INC COMMON 974280307 11,743 696,074 X 123 618,842 77,232 WINNEBAGO INDS COMMON 974637100 13,960 664,147 X 123 634,279 29,868 WRIGHT EXPRESS CORP COMMON 98233Q105 36,306 1,022,982 X 123 958,931 64,051 WYETH CO COMMON 983024100 9 200 X 123 200 WYNDHAM WORLDWIDE CORP COMMON 98310W108 5,356 227,338 X 123 150,719 76,619 X-RITE INC COMMON 983857103 7,915 681,181 X 123 673,566 7,615 XTO ENERGY INC COMMON 98385X106 184,844 3,598,984 X 123 2,133,693 22,656 1,442,635 YAHOO INC COMMON 984332106 3 150 X 123 150 ZEP INC COMMON 98944B108 3,878 279,625 X 123 252,793 26,832 ZIMMER HOLDINGS INC COMMON 98956P102 2,992 45,236 X 123 44,186 1,050 COLUMN TOTALS 20,873,769
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