-----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, CuCXT7be09XmdsNorS6cSO6ObAj5sURwVooSUYFq+wLg/hSf9OeUufRlIb+dkhTB UPG5S6syLQGNLEMJMi0eGw== 0000312348-07-000050.txt : 20071114 0000312348-07-000050.hdr.sgml : 20071114 20071114123221 ACCESSION NUMBER: 0000312348-07-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071114 DATE AS OF CHANGE: 20071114 EFFECTIVENESS DATE: 20071114 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: 071242453 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q3complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/07 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 11/14/07 Signature Place Date NOTE: This filing shows the firm's convertible holdings 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: 797 Form 13F Information Table Value Total: $ 21,257,803 ('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 4,448 383,799 X 123 367,563 16,236 3M CO COMMON 88579Y101 913 9,757 X 123 4,753 5,004 AAR CORP COMMON 000361105 18,192 599,592 X 123 592,419 7,173 ABB LTD SPON ADR ADR 000375204 30,593 1,166,339 X 123 1,063,820 102,519 ABBOTT LABS COMMON 002824100 22,852 426,185 X 123 138,355 3,913 283,917 ABERCROMBIE & FITCH CO CL A COMMON 002896207 15,996 198,218 X 123 198,218 ACE LTD COMMON G0070K103 24,814 409,675 X 123 61,634 4,627 343,414 ACTIVISION INC COMMON 004930202 12,063 558,741 X 123 558,741 ACTUANT CORP CL A COMMON 00508X203 28,253 434,867 X 123 398,465 36,402 ACUITY BRANDS INC COMMON 00508Y102 12,584 249,285 X 123 236,622 12,663 ADELPHIA RECOVERY TRUST COMMON 00685R409 91 2,268,646 X 123 2,268,646 ADOBE SYS COMMON 00724F101 215,584 4,937,798 X 123 3,077,305 18,667 1,841,826 ADTRAN INC COMMON 00738A106 6,562 284,933 X 123 281,494 3,439 ADVANCED ENERGY INDS COMMON 007973100 2,913 192,928 X 123 185,097 7,831 ADVANTA CORP CL B COMMON 007942204 26,475 965,533 X 123 954,162 11,371 ADVISORY BOARD CO COMMON 00762W107 5,651 96,649 X 123 96,649 AES TRUST III CVT PFD CV PFD 00808N202 44,763 1,305,597 X 123 1,144,175 21,644 139,779 AETNA INC-NEW COMMON 00817Y108 27,874 513,610 X 123 65,988 5,695 441,927 AFFILIATED MANAGERS GROUP COMMON 008252108 4,106 32,198 X 123 32,198 AFLAC INC COMMON 001055102 4,050 71,001 X 123 67,001 4,000 AGCO CORP COMMON 001084102 4,051 79,800 X 123 79,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 207 5,605 X 123 5,605 AGILYSYS INC COMMON 00847J105 11,211 663,352 X 123 655,849 7,503 AIR PRODS & CHEM COMMON 009158106 3,774 38,604 X 123 36,822 1,782 AIRCASTLE LTD COMMON G0129K104 3,174 94,969 X 123 94,969 AIRGAS INC COMMON 009363102 294 5,685 X 123 5,685 AKAMAI TECHNOLOGIES COMMON 00971T101 15 518 X 123 518 ALBANY INTL CORP-CL A COMMON 012348108 182 4,866 X 123 4,866 ALBERTO CULVER CO NEW COMMON 013078100 36,329 1,465,471 X 123 1,361,171 104,300 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 109 993 X 123 993 ALLERGAN INC COMMON 018490102 3,543 54,955 X 123 54,955 ALLETE INC COMMON 018522300 18,153 405,562 X 123 383,899 21,663 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 24 316 X 123 316 ALLOY INC COMMON 019855303 5,621 598,613 X 123 587,116 11,497 ALLSCRIPTS INC COMMON 01988P108 2,430 89,883 X 123 89,883 ALLSTATE CORP COMMON 020002101 47,177 824,912 X 123 750,793 74,119 ALTRIA GROUP INC COMMON 02209S103 28,996 417,027 X 123 375,329 41,698 AMAZON.COM INC COMMON 023135106 288,975 3,102,252 X 123 1,709,609 8,933 1,383,710 AMBASSADORS INTERNATIONAL COMMON 023178106 8,727 355,764 X 123 351,514 4,250 AMCOMP INC COMMON 02342J101 4,009 424,646 X 123 320,981 103,665 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 19 718 X 123 718 AMERICAN ECOLOGY CORP COMMON 025533407 9,944 469,288 X 123 463,614 5,674 AMERICAN EQUITY INVT LIFE HLDG COMMON 025676206 13,139 1,233,675 X 123 1,218,497 15,178 AMERICAN EXPRESS CO COMMON 025816109 187,534 3,158,726 X 123 1,479,958 20,095 1,658,673 AMERICAN INTL GRP COMMON 026874107 107,080 1,582,846 X 123 715,830 10,746 856,270 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 2,069 33,027 X 123 33,027 AMERICAN STANDARD COMPANIES COMMON 029712106 4,423 124,185 X 123 94,438 29,747 AMERICAN STATES WATER CO COMMON 029899101 9,012 231,069 X 123 228,307 2,762 AMERIPRISE FINANCIAL INC COMMON 03076C106 25,305 400,961 X 123 364,550 920 35,491 AMERISTAR CASINOS INC COMMON 03070Q101 18,063 642,818 X 123 642,818 AMETEK INC COMMON 031100100 6,285 145,427 X 123 112,480 32,947 AMGEN INC COMMON 031162100 6 110 X 123 110 AMPHENOL CORP CL A COMMON 032095101 15,705 394,993 X 123 248,475 146,518 AMYLIN PHARMACEUTICALS INC COMMON 032346108 2,716 54,320 X 123 54,320 ANAREN INC COMMON 032744104 10,627 753,653 X 123 744,941 8,712 ANGELICA CORP COMMON 034663104 3,969 201,363 X 123 193,850 7,513 ANIXTER INTERNATIONAL INC COMMON 035290105 18,114 219,691 X 123 217,064 2,627 APACHE CORP COMMON 037411105 3,193 35,459 X 123 35,447 12 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 10,613 235,175 X 123 235,175 APPLE INC COMMON 037833100 465,297 3,030,460 X 123 1,672,073 14,143 1,344,244 ARCH CAPITAL GROUP LTD COMMON G0450A105 3,654 49,106 X 123 46,256 2,850 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 8 245 X 123 245 ARENA RESOURCES INC COMMON 040049108 4,899 74,793 X 123 74,793 ARGON ST INC COMMON 040149106 4,563 230,440 X 123 230,440 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 25,545 629,351 X 123 583,442 45,909 ARROW INTERNATIONAL INC COMMON 042764100 14,008 307,938 X 123 307,938 ASKEMNOW INC COMMON 045188109 100 X 123 100 ASSOCIATED ESTATES REALTY CP COMMON 045604105 16,007 1,227,525 X 123 1,227,525 ASSURANT INC COMMON 04621X108 4,337 81,060 X 123 64,087 16,973 AT&T INC COMMON 00206R102 206,964 4,891,601 X 123 2,752,441 32,814 2,106,346 ATMI INC COMMON 00207R101 2,392 80,412 X 123 80,412 ATP OIL & GAS CORPORATION COMMON 00208J108 10,054 213,778 X 123 211,364 2,414 AUTODESK INC COMMON 052769106 105,773 2,116,734 X 123 1,225,056 3,824 887,854 AVERY DENNISON CORP COMMON 053611109 33,099 580,474 X 123 543,013 37,461 AVIS BUDGET GROUP INC COMMON 053774105 9,306 406,545 X 123 358,330 48,215 AVNET INC COMMON 053807103 5,575 139,876 X 123 107,592 32,284 AVNET INC CVT CV BND 053807AL7 64,484 1,485,854 X 123 1,454,086 2,807 28,961 B&G FOODS INC-CLASS A COMMON 05508R106 2,824 220,603 X 123 220,603 BAKER HUGHES INC COMMON 057224107 41,463 458,812 X 123 150,338 3,973 304,501 BANK OF NEW YORK MELLON CORP COMMON 064058100 39,621 897,610 X 123 811,811 85,799 BANKAMERICA CORP COMMON 060505104 114,367 2,275,045 X 123 1,132,528 13,602 1,128,915 BANYAN HOTEL INVT FUND COMMON 06682N101 420 X 123 420 BARCLAYS PLC SPONS ADR ADR 06738E204 316 6,500 X 123 6,500 BARNES GROUP INC COMMON 067806109 10,317 323,219 X 123 319,354 3,865 BARR PHARMACEUTICALS INC COMMON 068306109 19,780 347,566 X 123 40,633 4,246 302,687 BAXTER INTL COMMON 071813109 195 3,468 X 123 3,468 BE AEROSPACE INC COMMON 073302101 13,647 328,616 X 123 311,552 17,064 BEA SYSTEMS INC COMMON 073325102 13 909 X 123 909 BEAR STEARNS COS INC COMMON 073902108 198 1,613 X 123 1,613 BECKMAN COULTER INC COMMON 075811109 29,165 395,399 X 123 343,687 51,712 BECTON DICKINSON & CO COMMON 075887109 37,117 452,366 X 123 114,973 9,795 327,598 BEO ENHANCED S&P COVERED CALL Closed E 29332W107 80 4,500 X 123 4,500 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 7,703 65 X 123 65 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 34,837 8,815 X 123 8,047 768 BEST BUY COMPANY COMMON 086516101 3,285 71,373 X 123 71,373 BIOGEN IDEC INC COMMON 09062X103 134 2,024 X 123 2,024 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 2,538 101,923 X 123 101,923 BJ SERVICES CO COMMON 055482103 1,556 58,620 X 123 46,450 12,170 BLACKROCK INC COMMON 09247X101 9,018 52,002 X 123 21,484 30,518 BLADELOGIC INC COMMON 09265M102 2,486 96,939 X 123 96,939 BLOACKBOARD INC COMMON 091935502 3,736 81,490 X 123 81,490 BOB EVANS FARMS COMMON 096761101 13,847 458,819 X 123 453,333 5,486 BOEING CO COMMON 097023105 238,739 2,273,921 X 123 1,193,608 8,130 1,072,183 BOK FINANCIAL CORP COMMON 05561Q201 7,488 145,643 X 123 112,429 33,214 BORDERS GROUP INC COMMON 099709107 8,249 618,866 X 123 610,785 8,081 BP PLC ADR 055622104 1,016 14,651 X 123 3,880 5,248 5,523 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 3,777 88,158 X 123 88,158 BRINKER INTERNATIONAL INC COMMON 109641100 2,494 90,881 X 123 70,061 20,820 BRISTOL MYERS SQUIBB COMMON 110122108 105,670 3,666,547 X 123 3,422,444 244,103 BRISTOL-MYERS SQUIBB CVT FLTR CV BND 110122AN8 38,270 923,571 X 123 902,737 2,544 18,290 BROADCOM CORP CL A COMMON 111320107 2 48 X 123 48 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 53,805 2,839,304 X 123 2,588,320 250,984 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 2,972 347,245 X 123 347,245 BUCYRUS INTERNATIONAL INC COMMON 118759109 3,251 44,574 X 123 44,574 BURGER KING HOLDINGS INC COMMON 121208201 189 7,415 X 123 7,415 BURLINGTON NORTHN SANTA FE COMMON 12189T104 161 1,978 X 123 100 1,878 BlackRock Senior High Income F Closed E 09255T109 2,606 464,575 X 123 462,450 2,125 CADENCE DESIGN SYS INC COMMON 127387108 333 15,000 X 123 15,000 CAMDEN PROPERTY TRUST COMMON 133131102 13 200 X 123 200 CAMERON INTERNATIONAL CORP COMMON 13342B105 4,929 53,413 X 123 53,413 CAPELLA EDUCATION CO COMMON 139594105 3,683 65,877 X 123 65,877 CAPITAL ONE FINL CORP COMMON 14040H105 531 8,000 X 123 8,000 CAPITALSOURCE INC COMMON 14055X102 445 22,000 X 123 22,000 CARDINAL HEALTH INC COMMON 14149Y108 1,188 18,997 X 123 18,997 CARRIZO OIL & GAS INC COMMON 144577103 2,379 53,022 X 123 53,022 CASEYS GENERAL STORES INC COMMON 147528103 11,430 412,634 X 123 407,618 5,016 CAVIUM NETWORKS INC COMMON 14965A101 2,586 79,571 X 123 79,571 CB RICHARD ELLIS GROUP INC COMMON 12497T101 154 5,515 X 123 5,515 CBEYOND INC COMMON 149847105 3,052 74,819 X 123 74,819 CEC ENTERTAINMENT INC COMMON 125137109 8,408 312,900 X 123 307,983 4,917 CELADON GROUP INC COMMON 150838100 5,927 503,551 X 123 497,469 6,082 CELGENE CORP COMMON 151020104 128,796 1,806,143 X 123 1,059,820 9,761 736,562 CENTRAL EUROPEAN MEDIA ENT-A COMMON G20045202 62,067 676,771 X 123 676,771 CEPHALON INC COMMON 156708109 16,981 232,430 X 123 24,266 2,106 206,058 CF INDUSTRIES HOLDINGS INC COMMON 125269100 4,576 60,284 X 123 60,284 CHATTEM INC COMMON 162456107 6,842 97,017 X 123 97,017 CHEMTURA CORP COMMON 163893100 27 3,040 X 123 3,040 CHESAPEAKE ENERGY CORP COMMON 165167107 2,677 75,932 X 123 75,895 37 CHESAPEAKE ENERGY CORP CVT PFD CV PFD 165167826 107,709 2,472,477 X 123 2,310,640 26,516 135,321 CHESAPEAKE ENERGY CVT PPD CV PFD 165167842 21,184 476,021 X 123 447,700 91 28,231 CHEVRON CORP COMMON 166764100 150 1,600 X 123 1,600 CHICAGO BRIDGE & IRON NY COMMON 167250109 7,215 167,558 X 123 167,558 CHICOS FAS INC COMMON 168615102 32 X 123 32 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 5,587 47,298 X 123 47,298 CHUBB CORP COMMON 171232101 30,710 572,516 X 123 69,941 6,566 496,009 CHURCH & DWIGHT CO INC COMMON 171340102 2,723 57,878 X 123 44,236 13,642 CIA VALE DO RIO - ADR ADR 204412209 24,997 736,721 X 123 717,135 19,586 CIE GEN GEOPHYSIQUE-SP ADR ADR 204386106 7,187 110,416 X 123 110,416 CIENA CORP COMMON 171779309 6,521 171,236 X 123 85,372 85,864 CIENA CORP SUB CONV DEB CV BND 171779AA9 5,707 7,878 X 123 4,514 3,363 CIGNA CORP COMMON 125509109 2 36 X 123 36 CISCO SYSTEMS INC COMMON 17275R102 436,741 13,190,608 X 123 7,143,270 59,265 5,988,073 CIT GROUP INC COMMON 125581108 102 2,534 X 123 100 2,434 CITADEL BROADCASTING CORP COMMON 17285T106 18 4,284 X 123 4,284 CITIGROUP INC COMMON 172967101 57,539 1,232,880 X 123 1,122,692 110,188 CLARCOR INC COMMON 179895107 7,056 206,252 X 123 203,922 2,330 CLEVELAND-CLIFFS INC COMMON 185896107 5,543 63,006 X 123 63,006 CME GROUP INC. COMMON 12572Q105 239,035 406,972 X 123 226,572 1,875 178,525 CMS ENERGY CORP COMMON 125896100 1,780 105,829 X 123 82,012 23,817 CMS ENERGY TRUST CVT PFD CV PFD 12589R203 27,982 687,567 X 123 583,889 103,677 COACH INC COMMON 189754104 163,266 3,453,913 X 123 2,036,218 15,619 1,402,076 COCA-COLA COMMON 191216100 60,917 1,059,986 X 123 125,597 12,814 921,575 COCA-COLA ENTERPRISES COMMON 191219104 26,634 1,099,663 X 123 1,005,255 94,408 COGENT COMMUNICATIONS GROUP COMMON 19239V302 1,918 82,193 X 123 82,193 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 3,738 46,856 X 123 46,856 COHU INC COMMON 192576106 9,383 500,400 X 123 494,465 5,935 COLGATE PALMOLIVE COMMON 194162103 59,986 841,086 X 123 331,742 6,494 502,850 COLONIAL BANCGROUP INC COMMON 195493309 7,379 341,285 X 123 255,869 85,416 COMCAST CORP CL A COMMON 20030N101 23,388 967,265 X 123 883,165 84,100 COMCAST CORP CL A SPL COMMON 20030N200 4 150 X 123 150 COMFORT SYSTEMS USA INC COMMON 199908104 4,283 301,600 X 123 231,255 70,345 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 5,994 467,222 X 123 461,529 5,693 COMMSCOPE INC COMMON 203372107 17,805 354,405 X 123 294,630 59,775 COMVERSE TECH CV BND 205862AM7 2 111 X 123 111 CONAGRA INC COMMON 205887102 98,032 3,751,715 X 123 3,617,987 133,728 CONCEPTUS INC COMMON 206016107 2,056 108,319 X 123 108,319 CONOCOPHILLIPS COMMON 20825C104 35,111 400,039 X 123 121,577 3,790 274,672 CONSOL ENERGY INC COMMON 20854P109 4,217 90,504 X 123 90,504 CONSTELLATION ENERGY GROUP COMMON 210371100 18,237 212,583 X 123 24,733 2,576 185,274 CONTINENTAL AIRLINES CL B COMMON 210795308 3,627 109,820 X 123 109,820 CORE MARK HOLDING CO INC COMMON 218681104 2,945 83,590 X 123 79,973 3,617 CORNING INC COMMON 219350105 77,101 3,127,838 X 123 2,189,763 114,133 823,942 CORPORATE OFFICE PROPERTIES TR COMMON 22002T108 16,788 403,255 X 123 397,409 5,846 CORVEL CORP COMMON 221006109 13,564 586,696 X 123 551,310 35,386 COSI INC COMMON 22122P101 5,294 1,529,942 X 123 1,511,640 18,302 COSTCO WHOLESALE CORP COMMON 22160K105 2,933 47,785 X 123 47,785 COVIDIEN LTD COMMON G2552X108 43,362 1,044,875 X 123 583,178 5,708 455,989 CROCS INC COMMON 227046109 83,462 1,241,071 X 123 833,312 4,392 403,367 CTRIP.COM INTERNATIONAL ADR 22943F100 4,041 78,020 X 123 78,020 CUMMINS ENGINE COMMON 231021106 4,193 32,787 X 123 4,154 28,633 CUMULUS MEDIA INC CL A COMMON 231082108 153 15,000 X 123 15,000 CVB FINANCIAL CORP COMMON 126600105 6,685 571,360 X 123 571,360 CVS CAREMARK CORP COMMON 126650100 264,092 6,663,949 X 123 3,450,058 42,400 3,171,491 CYPRESS SEMICONDUCTOR COMMON 232806109 3,967 135,820 X 123 135,820 CYTEC INDS COMMON 232820100 27,580 403,270 X 123 378,855 24,415 DANAHER CORP COMMON 235851102 46,937 567,483 X 123 130,334 6,059 431,090 DAVITA INC COMMON 23918K108 743 11,764 X 123 11,614 150 DEALERTRACK HOLDINGS INC COMMON 242309102 3,289 78,537 X 123 78,537 DEAN FOODS COMMON 242370104 20,958 819,301 X 123 819,301 DEERE & CO COMMON 244199105 118,896 801,080 X 123 516,938 1,159 282,983 DELL INC COMMON 24702R101 215,515 7,808,530 X 123 4,295,328 37,556 3,475,646 DELPHI FINANCIAL GROUP CL A COMMON 247131105 19,078 471,994 X 123 466,208 5,786 DENBURY RESOURCES INC COMMON 247916208 15,468 346,107 X 123 341,844 4,263 DEVELOPERS DIVERS REALTY COMMON 251591103 25,058 448,511 X 123 421,664 26,847 DEVON ENERGY CORP COMMON 25179M103 16,809 202,029 X 123 148,937 716 52,376 DEVON ENERGY CVT CV BND 25179MAA1 26,892 287,312 X 123 280,782 6,530 DEVON ENERGY CVT CV BND 25179MAB9 36,673 391,807 X 123 389,942 1,866 DEVRY INC COMMON 251893103 4,046 109,328 X 123 109,328 DIAMOND OFFSHORE DRILLING COMMON 25271C102 124 1,092 X 123 1,092 DICKS SPORTING GOODS INC COMMON 253393102 6,207 92,429 X 123 43,596 48,833 DIEBOLD INC COMMON 253651103 5 100 X 123 100 DIODES INC COMMON 254543101 12,840 399,995 X 123 395,223 4,772 DISCOVER FINANCIAL COMMON 254709108 8,549 410,994 X 123 373,089 37,905 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 974 32,143 X 123 28,789 3,354 DOLLAR FINANCIAL CORP COMMON 256664103 19,053 667,834 X 123 659,760 8,074 DOLLAR TREE STORES INC COMMON 256747106 21,675 534,650 X 123 534,650 DOMINION RES INC VA COMMON 25746U109 10 119 X 123 119 DOMTAR CORP COMMON 257559104 7,665 934,703 X 123 711,467 223,236 DOVER CORP COMMON 260003108 4,212 82,677 X 123 78,031 4,646 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 3,333 320,755 X 123 307,039 13,716 DOW CHEMICAL COMMON 260543103 407 9,450 X 123 300 4,650 4,500 DRESSER-RAND GROUP INC COMMON 261608103 19,728 461,909 X 123 456,292 5,617 DREW INDUSTRIES INC COMMON 26168L205 9,690 238,208 X 123 238,208 DST SYSTEMS COMMON 233326107 13 150 X 123 150 DTE ENERGY CO COMMON 233331107 4,568 94,293 X 123 68,174 26,119 DUKE ENERGY CORP COMMON 26441C105 5,288 282,940 X 123 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 12 358 X 123 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 8,359 84,772 X 123 33,755 51,017 DUPONT E I COMMON 263534109 26,656 537,851 X 123 487,442 2,200 48,209 DYNEGY INC - CL A COMMON 26817G102 1 85 X 123 51 34 EARTHLINK INC COMMON 270321102 19,708 2,488,421 X 123 2,488,421 EAST WEST BANCORP INC COMMON 27579R104 22,675 630,568 X 123 582,764 47,804 EASTMAN CHEMICAL CO COMMON 277432100 10 150 X 123 150 EATON CORP COMMON 278058102 37,237 375,984 X 123 97,451 3,539 274,994 EATON VANCE CORP COMMON 278265103 2,813 70,407 X 123 70,407 EBAY INC COMMON 278642103 217,857 5,583,210 X 123 2,925,530 30,011 2,627,669 ECOLAB INC COMMON 278865100 30,963 655,999 X 123 155,757 6,967 493,275 EDDIE BAUER HOLDINGS INC COMMON 071625107 1,114 129,512 X 123 97,899 31,613 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 23,604 688,915 X 123 595,624 1,803 91,487 EL PASO CORPORATION COMMON 28336L109 5,381 317,105 X 123 317,105 ELECTRONICS FOR IMAGING COMMON 286082102 26,672 993,017 X 123 985,961 7,056 EMBARQ CORP COMMON 29078E105 7,689 138,300 X 123 104,048 34,252 EMC CORP COMMON 268648102 205,245 9,867,547 X 123 5,724,487 17,420 4,125,640 EMERSON ELEC COMMON 291011104 38,952 731,907 X 123 188,725 16,855 526,327 EMPLOYERS HOLDINGS INC COMMON 292218104 15,573 755,584 X 123 702,949 52,635 ENBRIDGE INC COMMON 29250N105 3,766 102,708 X 123 102,708 ENERGIZER HOLDINGS INC COMMON 29266R108 11,609 104,727 X 123 104,727 ENTERGY CORP NEW COMMON 29364G103 20,773 191,827 X 123 23,636 2,163 166,028 ENTRAVISION COMMUNICAT - CL A COMMON 29382R107 2,313 250,901 X 123 250,901 ENZON PHARMACEUTICALS CONV CV BND 293904AB4 59,903 858,970 X 123 795,220 23,598 40,152 EOG RESOURCES INC COMMON 26875P101 1 15 X 123 15 EPICOR SOFTWARE CORP COMMON 29426L108 14,208 1,031,805 X 123 1,019,477 12,328 EPIX MEDICAL INC CVT CV BND 26881QAB7 20,651 596,626 X 123 508,163 27,764 60,699 EQUITABLE RESOURCES INC COMMON 294549100 33,594 647,666 X 123 595,588 52,078 EQUITY RESIDENTIAL COMMON 29476L107 19,486 460,000 X 123 460,000 ESCO TECHNOLOGIES COMMON 296315104 5,895 177,344 X 123 175,208 2,136 EVEREST RE GROUP LTD COMMON G3223R108 3,800 34,468 X 123 33,443 1,025 EXCEL TECHNOLOGY INC COMMON 30067T103 10,112 405,309 X 123 400,497 4,812 EXELIXIS INC COMMON 30161Q104 1,866 176,210 X 123 176,210 EXELON CORP COMMON 30161N101 49,995 663,412 X 123 381,993 3,398 278,021 EXPEDITORS INTL WASH INC COMMON 302130109 411 8,690 X 123 8,330 360 EXPONENT INC COMMON 30214U102 6,227 248,180 X 123 192,783 55,397 EXTERRAN HOLDINGS INC COMMON 30225X103 16,723 208,157 X 123 206,029 2,128 EXXON MOBIL CORP COMMON 30231G102 197,852 2,137,550 X 123 1,093,604 20,319 1,023,627 F5 NETWORKS INC COMMON 315616102 3,712 99,820 X 123 99,820 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 11,699 626,262 X 123 618,831 7,431 FCSTONE GROUP INC COMMON 31308T100 2,439 75,579 X 123 75,579 FELCOR LODGING CONV PFD CV PFD 31430F200 4,220 139,458 X 123 136,280 3,178 FIDELITY NATIONAL INFORMATION COMMON 31620M106 4,395 99,046 X 123 74,383 24,663 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 16,970 724,609 X 123 715,847 8,762 FIRST COMMUNITY BANCORP COMMON 31983B101 15,171 277,304 X 123 273,981 3,323 FIRST MERCURY FINANCIAL CORP COMMON 320841109 11,118 516,871 X 123 510,551 6,320 FIRST MIDWEST BANCORP INC COMMON 320867104 14,173 414,888 X 123 409,926 4,962 FIRST SECURITY GROUP INC COMMON 336312103 2,465 246,489 X 123 235,949 10,540 FIRST SOLAR INC COMMON 336433107 3,669 31,160 X 123 31,160 FIRST STATE BANCORPORATION COMMON 336453105 17,368 884,302 X 123 873,728 10,574 FISERV INC COMMON 337738108 19 375 X 123 375 FLUOR CORP NEW COMMON 343412102 3,404 23,645 X 123 23,645 FMC CORP NEW COMMON 302491303 16,404 315,333 X 123 311,493 3,840 FOCUS MEDIA HOLDING-ADR ADR 34415V109 29,366 506,140 X 123 506,140 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 138,621 10,373,245 X 123 10,336,690 8,969 27,585 FORD MOTOR CREDIT CO LLC COMMON 345370860 32,276 3,801,666 X 123 3,801,666 FORTUNE BRANDS INC COMMON 349631101 10,389 127,487 X 123 127,487 FOSSIL INC COMMON 349882100 32,630 873,390 X 123 820,525 52,865 FOSTER WHEELER LTD COMMON G36535139 138,781 1,057,140 X 123 648,894 1,693 406,553 FOUNDRY NETWORKS INC COMMON 35063R100 3,755 211,303 X 123 211,303 FRANKLIN RESOURCES COMMON 354613101 202,299 1,586,655 X 123 985,037 2,563 599,055 FREDDIE MAC COMMON 313400301 2,951 50,000 X 123 50,000 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 214,625 2,046,192 X 123 1,353,445 8,080 684,667 FTI CONSULTING INC COMMON 302941109 4,473 88,908 X 123 88,908 FX ENERGY INC COMMON 302695101 22 3,000 X 123 3,000 GAMESTOP CORP COMMON 36467W109 36,622 649,899 X 123 649,899 GAP INC COMMON 364760108 32,908 1,784,612 X 123 1,624,199 160,413 GARMIN LTD COMMON G37260109 5,635 47,194 X 123 47,194 GEN MILLS COMMON 370334104 9 150 X 123 150 GEN PROBE INC COMMON 36866T103 3,165 47,536 X 123 47,536 GENCO SHIPPING & TRADING LTD COMMON Y2685T107 6,891 105,155 X 123 105,155 GENENTECH INC COMMON 368710406 17,209 220,575 X 123 40,070 7,583 172,922 GENERAL CABLE CORP COMMON 369300108 68,401 1,019,086 X 123 955,815 63,271 GENERAL ELECTRIC COMMON 369604103 8,896 214,880 X 123 188,025 11,300 15,555 GENERAL GROWTH PROPERTIES COMMON 370021107 151 2,818 X 123 2,818 GENERAL MOTORS CORP COMMON 370442105 56,694 1,544,804 X 123 1,544,804 GENESEE & WYOMING INC-CL A COMMON 371559105 9,734 337,517 X 123 333,393 4,124 GENESIS LEASE LTD-ADS ADR 37183T107 11,734 471,609 X 123 464,234 7,375 GENTEX CORP COMMON 371901109 14,336 668,641 X 123 657,406 11,235 GENWORTH FINANCIAL INC-L A COMMON 37247D106 141 4,599 X 123 4,599 GENZYME CORP -GENL DIVISION COMMON 372917104 93 1,500 X 123 1,500 GEOEYE INC COMMON 37250W108 17,096 663,912 X 123 573,295 90,617 GETTY IMAGES INC COMMON 374276103 17 X 123 17 GFI GROUP INC COMMON 361652209 3,679 42,724 X 123 42,724 GILDAN ACTIVEWEAR -A COMMON 375916103 24,113 612,170 X 123 612,170 GILEAD SCIENCES INC COMMON 375558103 143,320 3,506,720 X 123 2,224,214 15,232 1,267,274 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 47 891 X 123 891 GLOBALSANTAFE CORP COMMON G3930E101 20,172 265,351 X 123 99,334 1,961 164,056 GLU MOBILE INC COMMON 379890106 10,255 1,130,669 X 123 1,130,669 GOLDMAN SACHS GROUP COMMON 38141G104 185,677 856,679 X 123 435,431 5,007 416,241 GOODRICH COMMON 382388106 238 3,486 X 123 3,486 GOOGLE INC-CL A COMMON 38259P508 445,237 784,877 X 123 473,228 1,946 309,703 GRAINGER W W COMMON 384802104 821 9,000 X 123 9,000 GRANT PRIDECO INC COMMON 38821G101 6,043 110,835 X 123 107,428 3,407 GREIF INC -CL A COMMON 397624107 11,142 183,624 X 123 181,433 2,191 GROUP 1 AUTOMOTIVE INC COMMON 398905109 25,028 745,561 X 123 745,561 GUESS INC COMMON 401617105 188,986 3,854,502 X 123 2,507,574 15,541 1,331,387 HALLIBURTON CO COMMON 406216101 91,261 2,376,576 X 123 1,751,654 6,272 618,650 HANCOCK HOLDING CO COMMON 410120109 11,801 294,448 X 123 290,855 3,593 HANESBRANDS INC COMMON 410345102 32,872 1,171,494 X 123 1,081,454 90,040 HANSEN NATURAL CORP COMMON 411310105 37,813 667,132 X 123 81,277 7,714 578,141 HARMAN INTL COMMON 413086109 6,315 72,993 X 123 72,981 12 HARMONIC INC COMMON 413160102 2,145 202,155 X 123 202,155 HARRIS CORP COMMON 413875105 3,974 68,766 X 123 64,954 3,812 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 15,104 864,592 X 123 854,325 10,267 HARSCO CORP COMMON 415864107 16,396 276,631 X 123 272,870 3,761 HARTE HANKS INC COMMON 416196103 418 21,245 X 123 21,245 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 11 121 X 123 121 HAYNES INTERNATIONAL INC COMMON 420877201 6,748 79,047 X 123 78,100 947 HCC INSURANCE HLDG COMMON 404132102 1,615 56,397 X 123 46,617 9,780 HCP INC COMMON 40414L109 108 3,250 X 123 2,250 1,000 HEALTH CARE REIT INC COMMON 42217K106 12,068 272,784 X 123 269,563 3,221 HEALTHSPRING INC COMMON 42224N101 7,630 391,286 X 123 386,624 4,662 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 37,585 885,192 X 123 834,433 50,759 HERCULES COMMON 427056106 2,280 108,462 X 123 98,787 9,675 HESS CORP COMMON 42809H107 60,185 904,628 X 123 528,964 4,282 371,382 HEWLETT PACKARD COMMON 428236103 342,416 6,877,195 X 123 4,101,633 17,919 2,757,643 HIGHLAND FLOAT RATE ADV FD-A Closed E 430097105 5 X 123 5 HILL INTERNATIONAL INC COMMON 431466101 1,053 117,033 X 123 96,783 20,250 HILLENBRAND INDUSTRIES COMMON 431573104 22 400 X 123 400 HOLOGIC INC COMMON 436440101 3,375 55,331 X 123 55,331 HOME DEPOT COMMON 437076102 2,580 79,517 X 123 79,517 HONEYWELL INTERNATIONAL INC COMMON 438516106 3,430 57,680 X 123 200 57,480 HOSPIRA INC COMMON 441060100 10,356 249,841 X 123 193,336 56,505 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 43,711 1,503,597 X 123 1,250,156 45,418 208,023 HUBBELL INC CL B COMMON 443510201 19,275 337,439 X 123 330,386 7,053 HUGOTON ROYALTY TRUST COMMON 444717102 1 X 123 1 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 62,247 4,069,949 X 123 3,500,336 93,905 475,708 HUNT J B TRANSPORT SVCS INC COMMON 445658107 127 4,810 X 123 4,810 HUNTSMAN CORP COMMON 447011107 132 5,000 X 123 5,000 HURON CONSULTING GROUP INC COMMON 447462102 3,523 48,509 X 123 48,509 IBERIABANK CORP COMMON 450828108 17,189 326,482 X 123 322,578 3,904 IBM COMMON 459200101 36,209 307,378 X 123 275,484 31,894 IDEARC INC - W/I COMMON 451663108 3,893 123,692 X 123 89,904 33,788 IDEXX LABORATORIES INC COMMON 45168D104 4,051 36,965 X 123 36,965 IHS INC-CLASS A COMMON 451734107 4,801 84,989 X 123 84,989 II-VI INC COMMON 902104108 20,582 596,070 X 123 588,931 7,139 ILLINOIS TOOL WORKS INC COMMON 452308109 829 13,900 X 123 13,200 700 ILLUMINA INC COMMON 452327109 3,926 75,683 X 123 75,683 IMATION CORP COMMON 45245A107 4,240 172,832 X 123 172,832 INCO LTD CVT CV BND 453258AT2 6 64 X 123 64 INCYTE CORP CVT CV BND 45337CAE2 94,310 9,187,594 X 123 8,066,232 397,558 723,805 INDEVUS PHARMACEUTICALS INC COMMON 454072109 1,930 279,294 X 123 279,294 INFORMATICA CORP COMMON 45666Q102 3,489 222,229 X 123 222,229 INFORMATION SERVICES GROUP COMMON 45675Y104 1,160 151,600 X 123 151,600 ING GROEP NV SPON ADR ADR 456837103 4 100 X 123 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 565 10,380 X 123 10,380 INGRAM MICO INC CL A COMMON 457153104 15,016 765,716 X 123 723,001 42,715 INHALE THERAPEUT CONV CV BND 457191AH7 6,309 126,615 X 123 111,058 11,692 3,864 INNERWORKINGS INC COMMON 45773Y105 3,301 191,558 X 123 191,558 INTEL CORP COMMON 458140100 194,907 7,537,011 X 123 4,580,612 13,784 2,942,615 INTERACTIVE DATA CORP COMMON 45840J107 24,162 856,798 X 123 782,600 74,198 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 176,472 1,161,764 X 123 739,547 1,810 420,407 INTERFACE INC COMMON 458665106 5,140 284,789 X 123 260,050 24,739 INTERPUBLIC GROUP COS INC COMMON 460690100 1 112 X 123 112 INTERSIL CORP COMMON 46069S109 3,352 100,270 X 123 100,270 INTERVOICE INC COMMON 461142101 10,021 1,067,198 X 123 1,054,452 12,746 INTL GAME TECH COMMON 459902102 17,823 413,524 X 123 48,403 5,056 360,065 INTUIT INC COMMON 461202103 29,091 960,102 X 123 293,743 9,224 657,135 INTUITIVE SURGICAL INC COMMON 46120E602 5,915 25,719 X 123 25,719 INVENTIV HEALTH INC COMMON 46122E105 16,855 384,645 X 123 381,652 2,993 INVERNESS MEDICAL INNOVATION COMMON 46126P106 4,680 84,601 X 123 84,601 INVESTOOLS INC COMMON 46145P103 15,842 1,310,358 X 123 1,210,227 100,131 INVITROGEN CORP CV BND 46185RAK6 29,818 298,603 X 123 283,459 7,302 7,841 ION GEOPHYSICAL CORP COMMON 462044108 3,056 220,948 X 123 220,948 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 3,292 165,855 X 123 163,829 2,026 IPG PHOTONICS CORP COMMON 44980X109 2,206 112,199 X 123 112,199 ISHARES COHEN & STEERS RLTY Exchange 464287564 631 6,770 X 123 6,770 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 8,052 97,491 X 123 83,942 13,549 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,287 15,300 X 123 15,300 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 8,632 139,840 X 123 133,980 5,860 ISHARES RUSSELL 2000 GROWTH MF Exchange 464287648 4,738 55,645 X 123 55,645 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 93 1,162 X 123 1,162 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 19,686 256,664 X 123 256,664 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 128 1,100 X 123 1,100 ITC HOLDINGS CORP COMMON 465685105 16,454 332,067 X 123 328,762 3,305 IVAX CORP CVT CV BND 465823AG7 11,752 355,244 X 123 313,046 4,370 37,828 J & J SNACK FOODS CORP COMMON 466032109 12,518 359,501 X 123 355,234 4,267 J CREW GROUP COMMON 46612H402 2,549 61,412 X 123 61,412 JACK IN THE BOX INC COMMON 466367109 28,129 433,827 X 123 433,827 JACKSON HEWITT TAX SERVCE COMMON 468202106 18,249 652,694 X 123 651,495 1,199 JACOBS ENGINEERING GROUP INC COMMON 469814107 104,745 1,385,882 X 123 830,925 2,385 552,572 JARDEN CORP COMMON 471109108 44,495 1,438,106 X 123 1,438,106 JDS UNIPHASE CORP CVT CV BND 46612JAB7 15,806 425,480 X 123 306,680 23,912 94,889 JMP GROUP INC COMMON 46629U107 7,158 763,076 X 123 753,967 9,109 JO-ANN STORES INC COMMON 47758P307 13,141 622,804 X 123 615,275 7,529 JOHNSON & JOHNSON COMMON 478160104 38,162 580,848 X 123 524,056 56,792 JONES LANG LASALLE INC COMMON 48020Q107 68,259 664,259 X 123 391,546 1,167 271,546 JOURNAL COMMUNICATIONS INC COMMON 481130102 6,508 686,452 X 123 678,774 7,678 JOY GLOBAL INC COMMON 481165108 12,436 244,518 X 123 231,032 13,486 JP MORGAN CHASE & CO COMMON 46625H100 53,108 1,159,063 X 123 1,046,888 112,175 JUNIPER NETWORKS COMMON 48203R104 144,155 3,937,589 X 123 2,313,059 6,849 1,617,681 KADANT INC COMMON 48282T104 3,049 108,900 X 123 108,900 KB HOME CORP COMMON 48666K109 12,613 503,306 X 123 498,265 5,041 KBR INC COMMON 48242W106 8,742 225,486 X 123 190,135 35,351 KELLWOOD CO CV BND 488044AF5 45,764 941,312 X 123 820,117 16,213 104,982 KEMET CORP COMMON 488360108 11,668 1,587,475 X 123 1,568,523 18,952 KENEXA CORP COMMON 488879107 2,468 80,196 X 123 80,196 KIMBERLY CLARK COMMON 494368103 253 3,600 X 123 3,000 600 KINROSS GOLD CORP COMMON 496902404 2,408 160,779 X 123 160,779 KITE REALTY GROUP TRUST COMMON 49803T102 16,562 880,973 X 123 870,089 10,884 KNOLOGY INC COMMON 499183804 3,148 188,141 X 123 188,141 KOHLS CORP COMMON 500255104 126 2,206 X 123 50 2,156 KRAFT FOODS INC COMMON 50075N104 20,191 585,068 X 123 533,830 51,238 KROGER COMMON 501044101 188 6,600 X 123 6,600 KULICKE & SOFFA CV BND 501242AL5 43,584 2,305,214 X 123 2,065,667 110,182 129,365 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 17,955 1,564,495 X 123 1,369,809 54,901 139,784 KYPHON INC COMMON 501577100 3,045 43,497 X 123 43,497 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 172 2,196 X 123 2,196 LAIDLAW INTL COMMON 50730R102 61 1,740 X 123 1,740 LAMAR ADVERTISING CO COMMON 512815101 16,094 328,657 X 123 328,657 LAMSON & SESSIONS CO COMMON 513696104 9,002 333,911 X 123 333,911 LANDRYS RESTAURANTS INC COMMON 51508L103 3,590 135,693 X 123 135,693 LAS VEGAS SANDS CORP COMMON 517834107 666 4,991 X 123 1,250 3,741 LASALLE HOTEL PROPERTIES COMMON 517942108 17,563 417,361 X 123 412,396 4,965 LAZARD LTD COMMON G54050102 103 2,425 X 123 2,425 LDK SOLAR CO LTD - ADR ADR 50183L107 2,062 29,930 X 123 29,930 LEGG MASON INC COMMON 524901105 541 6,420 X 123 2,530 3,890 LEHMAN BROS HOLDING INC COMMON 524908100 1,176 19,057 X 123 8,872 2,935 7,250 LENNAR CORP COMMON 526057104 12,445 549,450 X 123 549,450 LEVEL 3 COMM CVT CV BND 52729NAS9 141,178 1,128,819 X 123 1,012,165 34,039 82,614 LEVEL 3 COMM INC CONV CV BND 52729NAG5 104,645 1,687,534 X 123 1,506,597 20,556 160,381 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 147,638 21,419,225 X 123 19,226,328 557,103 1,635,794 LIBERTY GLOBAL INC COMMON 530555101 11,620 283,265 X 123 279,627 3,638 LIBERTY MEDIA CORPORAT 530715AN1 21,533 818,408 X 123 791,983 26,425 LIFE TIME FITNESS INC COMMON 53217R207 4,199 68,459 X 123 68,459 LILLY ELI COMMON 532457108 229 4,014 X 123 1,050 2,964 LITTELFUSE INC COMMON 537008104 23,881 669,131 X 123 661,564 7,567 LIVE NATION COMMON 538034109 34,765 1,636,014 X 123 1,552,148 83,866 LIZ CLAIBORNE COMMON 539320101 32,366 942,804 X 123 857,915 84,889 LKQ CORP COMMON 501889208 4,681 134,483 X 123 134,483 LOCKHEED MARTIN CORP COMMON 539830109 1,844 16,995 X 123 5,145 11,850 LOEWS CORP - CAROLINA GROUP COMMON 540424207 87 1,052 X 123 1,052 LOWES COS COMMON 548661107 224 7,991 X 123 3,925 4,066 LUCENT TECH CAP CONV PFD CV PFD 549462307 58,249 2,421,857 X 123 2,220,852 11,091 189,914 LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 10,559 311,672 X 123 311,672 MACYS INC. COMMON 55616P104 21,327 659,876 X 123 137,379 6,856 515,641 MANITOWOC COMPANY INC COMMON 563571108 4,289 96,850 X 123 96,850 MARATHON OIL CORP COMMON 565849106 13,724 240,679 X 123 162,088 78,591 MARINEMAX INC COMMON 567908108 1,600 109,900 X 123 109,900 MARINER ENERGY INC COMMON 56845T305 12,769 616,582 X 123 609,198 7,384 MARRIOTT INTERNATIONAL COMMON 571903202 4,059 93,368 X 123 90,893 2,475 MARSHALL & ILSLEY COMMON 571834100 179 4,098 X 123 500 3,598 MASIMO CORPORATION COMMON 574795100 2,720 105,992 X 123 105,992 MASTERCARD INC-CLASS A COMMON 57636Q104 223,283 1,508,978 X 123 924,797 2,517 581,664 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 4 X 123 4 MCAFEE INC COMMON 579064106 5,728 164,280 X 123 119,673 44,607 MCCLATCHY COMPANY-CL A COMMON 579489105 9 460 X 123 460 MCDERMOTT INTL COMMON 580037109 7,497 138,626 X 123 61,514 77,112 MCDONALDS COMMON 580135101 246,129 4,518,618 X 123 2,697,498 12,775 1,808,345 MCGRATH RENTCORP COMMON 580589109 27,275 820,545 X 123 811,802 8,743 MCGRAW HILL COS INC COMMON 580645109 17,312 340,056 X 123 338,117 1,939 MDU RESOURCES GROUP INC COMMON 552690109 4,837 173,738 X 123 131,784 41,954 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 6,247 69,115 X 123 2,516 66,599 MEDTRONIC INC COMMON 585055106 226 4,004 X 123 2,150 1,854 MEMC ELECTRONIC MATERIALS COMMON 552715104 5,897 100,189 X 123 98,874 1,315 MERCK & CO COMMON 589331107 273,654 5,294,139 X 123 2,733,992 25,791 2,534,356 MERIDIAN BIOSCIENCE INC COMMON 589584101 3,174 104,688 X 123 104,688 MERRILL LYNCH & CO COMMON 590188108 72,792 1,021,217 X 123 475,767 6,828 538,622 METABOLIX INC COMMON 591018809 2,100 86,563 X 123 86,563 METLIFE INC COMMON 59156R108 2 23 X 123 23 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 5,684 55,724 X 123 55,724 MGM MIRAGE COMMON 552953101 41,268 461,402 X 123 194,218 3,464 263,720 MICHAEL BAKER CORP COMMON 057149106 9,351 190,791 X 123 188,633 2,158 MICRON TECHNOLOGY COMMON 595112103 21,386 1,926,678 X 123 1,749,034 177,644 MICROS SYSTEM INC COMMON 594901100 5,812 89,322 X 123 67,533 21,789 MICROSOFT CORP COMMON 594918104 90,280 3,064,511 X 123 1,472,472 32,420 1,559,619 MIDDLEBY CORP COMMON 596278101 2,964 45,930 X 123 45,930 MIDDLESEX WATER CO COMMON 596680108 7,902 418,104 X 123 412,089 6,015 MIDLAND COMPANY COMMON 597486109 14,785 269,012 X 123 265,776 3,236 MINDRAY MEDICAL INTL LTD-ADR ADR 602675100 2,848 66,299 X 123 66,299 MINE SAFETY APPLIANCES CO COMMON 602720104 85 1,800 X 123 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 12,633 188,552 X 123 186,271 2,281 MITCHAM INDS INC COMMON 606501104 4,279 221,929 X 123 221,929 ML&CO ASIA/USD BASKET NT COMMON 59021S794 107 10,000 X 123 10,000 MOLSON COORS BREWING CO COMMON 60871R209 24,321 244,015 X 123 222,983 21,032 MONOLITHIC POWER SYSTEMS INC COMMON 609839105 3,124 122,976 X 123 122,976 MONSANTO CO NEW COMMON 61166W101 243,007 2,834,236 X 123 1,762,798 10,431 1,061,007 MONSTER WORLDWIDE INC COMMON 611742107 14 401 X 123 401 MOODYS CORP COMMON 615369105 1,166 23,138 X 123 12,472 4,725 5,941 MOOG INC CL A COMMON 615394202 28,547 649,681 X 123 642,935 6,746 MORGAN STANLEY COMMON 617446448 42,386 672,798 X 123 597,974 74,824 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,536 471,000 X 123 471,000 MORNINGSTAR INC COMMON 617700109 744 12,122 X 123 12,122 MORTONS RESTAURANT GROUP COMMON 619430101 10,118 636,370 X 123 632,828 3,542 MOSAIC CO COMMON 61945A107 156,657 2,927,069 X 123 1,734,236 5,050 1,187,783 MOTOROLA INC COMMON 620076109 33,062 1,784,252 X 123 1,630,207 154,045 MOVADO CORP INC COMMON 624580106 4,211 131,917 X 123 130,230 1,687 MUELLER WATER PRODUCTS INC-A COMMON 624758108 11,220 905,545 X 123 893,197 12,348 MUNICIPAL MORTGAGE & EQUITY COMMON 62624B101 563 24,800 X 123 24,800 MWI VETERINARY SUPPLY INC COMMON 55402X105 2,965 78,530 X 123 75,220 3,310 MYRIAD GENETICS INC COMMON 62855J104 2,691 51,598 X 123 51,598 NABORS INDUSTRIES LTD COMMON G6359F103 3,031 98,514 X 123 98,514 NATIONAL CINEMEDIA INC COMMON 635309107 6,284 280,516 X 123 277,167 3,349 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 39,417 743,993 X 123 708,695 35,298 NATIONAL OILWELL VARCO INC COMMON 637071101 154,470 1,068,995 X 123 626,258 1,780 440,957 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 485 17,884 X 123 10,177 7,707 NAVIGATORS GROUP INC COMMON 638904102 18,760 345,800 X 123 332,168 13,632 NAVTEQ CORP COMMON 63936L100 4,250 54,513 X 123 54,513 NCR CORP COMMON 62886E108 4,978 99,950 X 123 79,631 20,319 NEENAH PAPER INC COMMON 640079109 1 18 X 123 18 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 84,474 4,578,119 X 123 3,969,094 150,804 458,221 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,910 108,290 X 123 108,290 NETWORK APPLIANCE INC COMMON 64120L104 26 951 X 123 951 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 6,066 91,132 X 123 91,132 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 51,192 1,083,133 X 123 1,003,843 18,941 60,349 NEWS CORP INC-CL A COMMON 65248E104 34,783 1,581,774 X 123 1,429,933 151,841 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 6,778 115,754 X 123 107,833 7,921 NII HOLDINGS INC COMMON 62913F201 136,778 1,664,975 X 123 996,256 2,893 665,826 NISSAN MOTOR CO LTD - ADR ADR 654744408 4 200 X 123 200 NOBLE CORP COMMON G65422100 3,162 64,460 X 123 64,460 NORAM ENERGY SUB CONV CV BND 655419AC3 1,857 2,092 X 123 2,092 NORDSON CORP COMMON 655663102 11,257 224,193 X 123 221,614 2,579 NORDSTROM INC COMMON 655664100 44,205 942,731 X 123 921,540 8,641 12,550 NORTEL NETWORKS CONV CV BND 656568AB8 15,818 161,200 X 123 137,710 23,490 NORTEL NETWORKS CORP 144A W/RT CV BND 656568AD4 10,563 406,250 X 123 404,844 1,406 NORTHERN TR CORP COMMON 665859104 3,359 50,687 X 123 50,687 NORTHROP GRUMMAN CORP COMMON 666807102 35,585 456,217 X 123 416,592 39,625 NORTHWEST PIPE COMPANY COMMON 667746101 3,803 100,554 X 123 100,554 NORTHWESTERN CORP COMMON 668074305 10,129 372,813 X 123 368,426 4,387 NOVAMED INC COMMON 66986W108 280 64,360 X 123 64,360 NOVARTIS AG SPON ADR ADR 66987V109 33,194 603,959 X 123 548,010 55,949 NRG ENERGY INC COMMON 629377508 76,985 1,820,411 X 123 962,596 8,614 849,201 NTELOS HOLDINGS CORP COMMON 67020Q107 2,353 79,875 X 123 79,875 NUVASIVE INC COMMON 670704105 2,196 61,114 X 123 61,114 NUVEEN INVESTMENTS INC COMMON 67090F106 49 790 X 123 790 NVIDIA CORP COMMON 67066G104 155,979 4,304,049 X 123 2,712,608 6,478 1,584,963 NYMEX HOLDINGS INC COMMON 62948N104 112,708 865,787 X 123 508,853 2,875 354,059 NYSE EURONEXT COMMON 629491101 2 22 X 123 22 OCCIDENTAL PETE COMMON 674599105 310 4,832 X 123 4,832 OCEANEERING INTL INC COMMON 675232102 25,998 342,979 X 123 339,969 3,010 OFFICE DEPOT COMMON 676220106 18,619 902,976 X 123 818,644 84,332 OMNICARE INC COMMON 681904108 62 1,860 X 123 1,860 OMNICOM GROUP COMMON 681919106 5,559 115,593 X 123 115,593 ON ASSIGNMENT INC COMMON 682159108 2,486 266,149 X 123 266,149 ON SEMICONDUCTOR CORPORATION COMMON 682189105 7,848 624,860 X 123 486,208 138,652 ONEOK INC COMMON 682680103 3,468 73,169 X 123 53,228 19,941 ONLINE RESOURCES CORP COMMON 68273G101 2,251 178,109 X 123 178,109 ORACLE CORP COMMON 68389X105 214,285 9,897,709 X 123 4,892,219 37,424 4,968,066 ORTHOFIX INTERNATIONAL NV COMMON N6748L102 2,526 51,591 X 123 51,591 OWENS CORNING INC COMMON 690742101 2,473 98,734 X 123 74,959 23,775 OWENS-ILLINOIS 4.75% CVT PFD CV PFD 690768502 95,608 2,016,472 X 123 1,864,896 32,696 118,880 OWENS-ILLINOIS INC COMMON 690768403 69,065 1,666,220 X 123 1,102,685 6,278 557,257 P G & E CORP COMMON 69331C108 35,134 735,019 X 123 679,833 55,186 PACCAR INC COMMON 693718108 3,100 36,359 X 123 36,359 PACTIV CORP COMMON 695257105 28,019 977,630 X 123 120,830 11,451 845,349 PARALLEL PETROLEUM CORP COMMON 699157103 3,078 181,182 X 123 181,182 PARAMETRIC TECH CORP COMMON 699173209 7,852 450,769 X 123 445,381 5,388 PARKER HANNIFIN COMMON 701094104 626 5,600 X 123 5,600 PATTERSON COS INC COMMON 703395103 20 520 X 123 520 PENN VIRGINIA CORP COMMON 707882106 18,839 428,346 X 123 423,221 5,125 PENNEY JC CO INC COMMON 708160106 24 375 X 123 375 PENNSYLVANIA COMMERCE BANCRP COMMON 708677109 5,348 169,781 X 123 169,781 PEOPLES UNITED FINANCIAL INC COMMON 712704105 34 1,990 X 123 1,990 PEPSICO INC COMMON 713448108 57,524 785,210 X 123 242,347 6,924 535,939 PERICOM SEMICONDUCTOR CORP COMMON 713831105 3,596 306,795 X 123 303,331 3,464 PERKINELMER INC COMMON 714046109 19,596 670,859 X 123 617,259 53,600 PEROT SYSTEMS CORP CL A COMMON 714265105 17,871 1,056,807 X 123 1,043,916 12,891 PERRIGO CO COMMON 714290103 18,000 843,084 X 123 752,408 90,676 PETROHAWK ENERGY CORP COMMON 716495106 2,643 160,957 X 123 160,957 PETROLEUM DEVELOPMENT CORP COMMON 716578109 3,801 85,714 X 123 85,714 PETSMART INC COMMON 716768106 6,561 205,683 X 123 160,192 45,491 PFIZER INC COMMON 717081103 28,291 1,158,044 X 123 1,050,213 107,831 PHARMION CORP COMMON 71715B409 1,849 40,066 X 123 40,066 PHASE FORWARD INC COMMON 71721R406 3,693 184,566 X 123 184,566 PIER 1 IMPORTS INC DEL COMMON 720279108 41 8,708 X 123 8,708 PILGRIMS PRIDE CORP COMMON 721467108 268 7,726 X 123 7,726 PIPER JAFFRAY COS COMMON 724078100 1 X 123 1 PLUM CREEK TIMBER CO INC COMMON 729251108 12 274 X 123 274 PNC FINANCIAL SERVICES COMMON 693475105 30,303 444,978 X 123 54,206 5,400 385,372 POLO RALPH LAUREN CORP COMMON 731572103 58 750 X 123 750 POLYMEDICA CORP COMMON 731738100 2,897 55,157 X 123 55,157 PORTA SYSTEMS CORP COMMON 735647307 143 X 123 143 PORTFOLIO RECOVERY ASSOCIATE COMMON 73640Q105 2,331 43,924 X 123 43,924 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 13,117 471,822 X 123 437,521 34,301 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 17,996 170,251 X 123 164,713 5,538 POTLATCH HOLDINGS INC COMMON 737630103 18,544 411,822 X 123 378,744 33,078 PPL CORPORATION COMMON 69351T106 49 1,068 X 123 1,068 PRAXAIR INC COMMON 74005P104 34,999 417,847 X 123 385,916 31,931 PRECISION CASTPARTS COMMON 740189105 330,705 2,234,793 X 123 1,265,121 10,293 959,379 PRESTON CORP SUB DEB CONV CV BND 741130AA6 11,862 1,944,256 X 123 1,528,275 360,929 55,052 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 89,319 1,603,859 X 123 950,249 10,925 642,685 PRICELINE.COM INC COMMON 741503403 4,340 48,904 X 123 48,904 PRIDE INTERNATIONAL INC COMMON 74153Q102 439 12,000 X 123 12,000 PRIMEDIA INC COMMON 74157K846 6,447 459,166 X 123 453,983 5,183 PROASSURANCE CORP COMMON 74267C106 2,753 51,104 X 123 51,104 PROCTER & GAMBLE COMMON 742718109 3,855 54,803 X 123 38,021 5,866 10,916 PROGRESS SOFTWARE CORP COMMON 743312100 15,443 509,684 X 123 503,532 6,152 PROLOGIS COMMON 743410102 222 3,345 X 123 3,345 PROSPERITY BANCSHARES INC COMMON 743606105 15,897 479,410 X 123 473,677 5,733 PRUDENTIAL FINANCIAL INC COMMON 744320102 85,648 877,716 X 123 370,260 9,186 498,270 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 3,756 95,614 X 123 95,614 QUALCOMM INC COMMON 747525103 4,300 101,749 X 123 85,677 10,666 5,406 QUEST SOFTWARE INC COMMON 74834T103 11,991 698,764 X 123 690,879 7,885 QUESTAR CORP COMMON 748356102 3,494 66,507 X 123 51,253 15,254 QUICKSILVER RESOURCES INC COMMON 74837R104 5,281 112,239 X 123 112,239 QUIKSILVER INC COMMON 74838C106 2,215 154,919 X 123 154,919 R H DONNELLEY COMMON 74955W307 56 1,005 X 123 1,005 RADIANT SYSTEMS INC COMMON 75025N102 11,672 737,353 X 123 728,605 8,748 RADNET INC COMMON 750491102 2,225 253,998 X 123 253,998 RALCORP HOLDINGS INC COMMON 751028101 17,562 314,610 X 123 310,819 3,791 RANGE RESOURCES CORP COMMON 75281A109 4,182 102,855 X 123 102,855 RAYTHEON COMPANY WARRANTS WTS 755111119 6 210 X 123 210 RBC BEARINGS INC COMMON 75524B104 15,703 409,464 X 123 405,789 3,675 REGENERON PHARM CVT CV BND 75886FAB3 112,950 3,660,512 X 123 3,246,975 91,897 321,640 RELIANCE STEEL & ALUMINUM COMMON 759509102 19,885 351,700 X 123 347,738 3,962 RENT-A-CENTER INC COMMON 76009N100 59 3,265 X 123 3,265 RESEARCH IN MOTION COMMON 760975102 98,906 1,003,609 X 123 713,904 5,877 283,828 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 11,857 672,167 X 123 554,278 96,778 21,111 RITCHIE BROS AUCTIONEERS COMMON 767744105 25,838 396,899 X 123 396,899 RIVERBED TECHNOLOGY INC COMMON 768573107 3,277 81,132 X 123 81,132 RLI CORPORATION COMMON 749607107 15,019 264,794 X 123 261,606 3,188 ROBERT HALF INTL INC COMMON 770323103 448 15,000 X 123 15,000 ROCK-TENN CO CL A COMMON 772739207 11,914 412,256 X 123 407,354 4,902 ROCKWELL COLLINS COMMON 774341101 40,667 556,779 X 123 58,969 5,706 492,104 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 12,573 179,071 X 123 176,890 2,181 ROGERS COMMUNICATIONS INC COMMON 775109200 4,061 89,194 X 123 89,194 ROLLINS INC COMMON 775711104 31,417 1,177,090 X 123 1,163,046 14,044 ROPER INDUSTRIES INC COMMON 776696106 4,734 72,279 X 123 72,279 ROWAN COS COMMON 779382100 439 12,000 X 123 12,000 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 5,862 150,198 X 123 150,198 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 6,269 76,281 X 123 76,281 S & P 500 DEPOSITARY RCPT Exchange 78462F103 1,522 9,977 X 123 9,977 SALLY BEAUTY CO INC COMMON 79546E104 16,549 1,958,422 X 123 1,843,056 115,366 SBA COMMUNICATIONS CORP COMMON 78388J106 4,082 115,707 X 123 115,707 SCHERING-PLOUGH COMMON 806605101 248,806 7,866,142 X 123 4,040,167 40,302 3,785,673 SCHLUMBERGER LTD COMMON 806857108 283,047 2,695,683 X 123 1,489,220 12,212 1,194,251 SCIELE PHARMA INC COMMON 808627103 17,452 670,713 X 123 662,700 8,013 SCIENTIFIC GAMES CORP-A COMMON 80874P109 26,154 695,591 X 123 695,591 SCOTTS MIRACLE-GRO CO COMMON 810186106 12,936 302,595 X 123 280,565 22,030 SEAGATE TECHNOLOGY COMMON G7945J104 221 8,644 X 123 8,644 SIGNATURE BANK COMMON 82669G104 18,255 518,171 X 123 512,153 6,018 SIMON PROPERTY GROUP INC COMMON 828806109 17,837 178,365 X 123 176,625 1,740 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 26,794 1,269,078 X 123 1,023,451 64,815 180,812 SIRENZA MICRODEVICES INC COMMON 82966T106 20,862 1,206,589 X 123 1,194,413 12,176 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 22,332 1,279,333 X 123 1,279,333 SLM CORP COMMON 78442P106 373 7,500 X 123 7,500 SMITH & WESSON HOLDING CORP COMMON 831756101 3,572 187,104 X 123 187,104 SOLECTRON CORP CONV CV BND 834182AT4 3 310 X 123 310 SONIC AUTOMOTIVE INC COMMON 83545G102 16,182 675,959 X 123 668,111 7,848 SONUS NETWORKS INC COMMON 835916107 2,173 356,280 X 123 356,280 SONY CORP ADR ADR 835699307 30,830 641,480 X 123 593,384 48,096 SOTHEBYS COMMON 835898107 39,805 832,917 X 123 832,917 SOUTHWESTERN ENERGY CO COMMON 845467109 90,167 2,154,534 X 123 1,266,368 3,730 884,436 SOVEREIGN BANCORP INC COMMON 845905108 5 315 X 123 315 SPARTAN STORES INC COMMON 846822104 19,959 885,897 X 123 836,917 48,980 SPECTRA ENERGY CORP W/I COMMON 847560109 48,978 2,000,738 X 123 1,842,527 158,211 SPECTRUM BRANDS INC COMMON 84762L105 5,903 1,017,784 X 123 1,017,784 ST JUDE MEDICAL INC COMMON 790849103 125,760 2,853,632 X 123 1,500,259 18,295 1,335,078 STANDARD PARKING CORP COMMON 853790103 20,644 518,825 X 123 512,620 6,205 STAPLES INC COMMON 855030102 11 509 X 123 509 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 13 211 X 123 211 STATE STREET CORP COMMON 857477103 22,501 330,119 X 123 93,616 8,838 227,665 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 10,908 368,273 X 123 363,495 4,778 STERICYCLE INC COMMON 858912108 7,476 130,794 X 123 130,794 STERLING BANCSHARES INC TX COMMON 858907108 17,664 1,548,146 X 123 1,529,664 18,482 STIFEL FINANCIAL CORP COMMON 860630102 13,518 233,706 X 123 230,884 2,822 STRYKER CORP COMMON 863667101 132,442 1,926,156 X 123 1,111,855 10,168 804,133 SUN HEALTHCARE GROUP COMMON 866933401 4,873 291,626 X 123 291,626 SUNOCO INC COMMON 86764P109 2,828 39,951 X 123 39,951 SUNPOWER CORP-CLASS A COMMON 867652109 2,907 35,104 X 123 35,104 SUPERIOR BANCORP COMMON 86806M106 2,699 305,606 X 123 236,657 68,949 SUREWEST COMMUNICATIONS COMMON 868733106 9,090 363,443 X 123 356,785 6,658 SYBASE INC COMMON 871130100 15,768 681,712 X 123 640,319 41,393 SYMANTEC CORP COMMON 871503108 17 861 X 123 861 SYNTEL INC COMMON 87162H103 1,874 45,067 X 123 45,067 T-3 ENERGY SERVICES INC COMMON 87306E107 4,470 104,841 X 123 104,841 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 6,718 393,298 X 123 393,298 TALEO CORP-CLASS A COMMON 87424N104 3,429 134,930 X 123 134,930 TARGET CORP COMMON 87612E106 3,559 55,990 X 123 55,200 790 TD AMERITRADE HOLDING CORP COMMON 87236Y108 1 50 X 123 50 TECH DATA COMMON 878237106 144 3,583 X 123 3,583 TELEDYNE TECHNOLOGIES INC COMMON 879360105 27,395 513,104 X 123 507,018 6,086 TEMPLE INLAND INC COMMON 879868107 3,421 65,003 X 123 49,042 15,961 TENARIS SA ADR ADR 88031M109 9,408 178,783 X 123 173,896 4,887 TENNECO AUTOMOTIVE COMMON 880349105 36,844 1,188,123 X 123 1,188,123 TEREX CORP COMMON 880779103 149,353 1,677,747 X 123 841,154 2,427 834,166 TESCO CORP COMMON 88157K101 1,984 73,071 X 123 73,071 TESSERA TECHNOLOGIES INC COMMON 88164L100 3,680 98,121 X 123 98,121 TETRA TECHNOLOGIES INC COMMON 88162F105 8,416 398,087 X 123 393,329 4,758 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,787 40,193 X 123 26,047 14,146 TEXAS INDUSTRIES INC COMMON 882491103 19,202 244,617 X 123 227,934 16,683 TEXAS INSTRUMENTS COMMON 882508104 8,480 231,745 X 123 216,967 8,416 6,362 TEXTRON INC COMMON 883203101 182,775 2,938,031 X 123 1,744,103 16,354 1,177,574 THE DIRECTV GROUP INC COMMON 25459L106 47,421 1,953,093 X 123 1,828,468 124,625 THE WALT DISNEY CO COMMON 254687106 51,703 1,503,418 X 123 283,772 23,798 1,195,848 THERAVANCE INC COMMON 88338T104 1,417 54,294 X 123 54,294 THERMO FISHER SCIENTIFIC INC COMMON 883556102 221,228 3,832,772 X 123 1,908,615 13,992 1,910,165 TIFFANY & CO COMMON 886547108 60,438 1,154,492 X 123 1,154,492 TIME WARNER CABLE CL A COMMON 88732J108 963 29,361 X 123 29,361 TIME WARNER INC COMMON 887317105 60,852 3,314,388 X 123 2,059,681 14,060 1,240,647 TJX COMPANIES INC COMMON 872540109 204 7,003 X 123 200 6,803 TOTAL FINA ELF SA -SP ADR ADR 89151E109 49,118 606,167 X 123 555,175 50,992 TRANSOCEAN INC COMMON G90078109 27,224 240,817 X 123 129,526 1,496 109,795 TRIARC COS-B COMMON 895927309 5,414 432,734 X 123 432,734 TRIBUNE CO COMMON 896047107 648 23,733 X 123 15,000 8,733 TRUE RELIGION APPAREL INC COMMON 89784N104 11,342 644,411 X 123 644,411 TXCO RESOURCES INC COMMON 87311M102 1,939 216,380 X 123 216,380 TYCO ELECTRONICS LTD COMMON G9144P105 50 1,418 X 123 1,418 TYCO INTERNATIONAL LTD COMMON G9143X208 648 14,623 X 123 13,205 1,418 TYLER TECHNOLOGIES INC COMMON 902252105 2,832 212,106 X 123 212,106 UAL CORP COMMON 902549807 8,475 182,130 X 123 138,705 43,425 UBS AG - REGISTERED COMMON H89231338 586 11,000 X 123 11,000 UGI CORP COMMON 902681105 32,570 1,253,642 X 123 1,182,708 70,934 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 4,234 121,312 X 123 121,312 UNITED COMMUNITY BANKS/GA COMMON 90984P105 10,747 438,276 X 123 433,022 5,254 UNITED FIRE & CASUALTY CO COMMON 910331107 9,009 230,463 X 123 227,931 2,532 UNITED RENTALS CONV PFD CV PFD 91136H306 2,108 50,071 X 123 49,129 942 UNITED TECHNOLOGIES COMMON 913017109 71,404 887,221 X 123 387,218 12,345 487,658 UNITEDHEALTH GROUP COMMON 91324P102 21,191 437,561 X 123 401,044 36,517 URBAN OUTFITTERS INC COMMON 917047102 1 34 X 123 34 US AIRWAYS GROUP INC COMMON 90341W108 79 3,000 X 123 3,000 US BANCORP COMMON 902973304 55,065 1,692,744 X 123 988,884 7,912 695,948 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 118,156 4,118,695 X 123 3,302,548 135,550 680,597 VALEANT PHARMACY CVT CV BND 91911XAD6 145,369 5,088,296 X 123 4,106,389 177,781 804,126 VALERO ENERGY CORP COMMON 91913Y100 3,488 51,921 X 123 51,921 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 3,135 58,582 X 123 58,582 VENOCO INC COMMON 92275P307 3,179 185,377 X 123 185,377 VERIGY LTD COMMON Y93691106 10,697 432,891 X 123 432,891 VERIZON COMMUNICATIONS COMMON 92343V104 38 851 X 123 151 700 VERTEX PHARMACEUTICALS INC COMMON 92532F100 93,008 2,421,446 X 123 2,293,622 15,060 112,764 VIACOM INC CL B COMMON 92553P201 468 12,000 X 123 12,000 VIMPELCOM-SP ADR ADR 68370R109 6,011 222,307 X 123 222,307 VISTAPRINT LTD COMMON G93762204 30,872 826,109 X 123 826,109 VMWARE INC-CLASS A COMMON 928563402 23,460 275,999 X 123 187,428 604 87,967 VOCUS INC COMMON 92858J108 3,179 108,724 X 123 108,724 VODAFONE GROUP PLC ADR 92857W209 10 262 X 123 262 VOLCOM INC COMMON 92864N101 3,164 74,408 X 123 74,408 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 2,169 176,632 X 123 176,632 VULCAN MATER COMMON 929160109 7,106 79,704 X 123 9,332 975 69,397 WABCO HOLDINGS INC COMMON 92927K102 1,934 41,367 X 123 31,475 9,892 WABTEC COMMON 929740108 20,494 547,085 X 123 507,184 39,901 WACHOVIA CORP (NEW) COMMON 929903102 419 8,356 X 123 8,356 WAL-MART STORES INC COMMON 931142103 26,061 597,034 X 123 538,573 58,461 WALGREEN CO COMMON 931422109 902 19,100 X 123 19,100 WALTER INDUSTRIES INC COMMON 93317Q105 4,648 172,799 X 123 170,178 2,621 WASTE CONNECTIONS INC COMMON 941053100 22,732 715,728 X 123 708,619 7,109 WATERS CORP COMMON 941848103 3,606 53,884 X 123 53,884 WATSON PHARMACEUTICALS CV BND 942683AC7 2,122 54,557 X 123 54,432 125 WCI COMMUNITIES INC COMMON 92923C104 4,366 728,806 X 123 728,806 WEATHERFORD INTL COMMON G95089101 941 14,000 X 123 14,000 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 3,221 61,830 X 123 61,830 WELLPOINT INC COMMON 94973V107 4,561 57,792 X 123 56,009 1,783 WELLS FARGO CO CVT FLTR CV BND 949746FA4 64,278 1,291,500 X 123 1,267,500 2,700 21,300 WELLS FARGO COMPANY COMMON 949746101 65,432 1,836,940 X 123 720,486 14,294 1,102,160 WEST PHARMACEUTICALS SVCS COMMON 955306105 17,407 417,845 X 123 412,861 4,984 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 21,761 3,509,850 X 123 3,481,100 28,750 WESTERN UNION CO/THE COMMON 959802109 2,715 129,487 X 123 125,887 3,600 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 31,474 4,864,625 X 123 4,837,750 26,875 WEYERHAEUSER CO COMMON 962166104 4,008 55,431 X 123 55,431 WHITING PETROLEUM CORP COMMON 966387102 4,749 106,835 X 123 106,835 WHOLE FOODS MARKET INC COMMON 966837106 2 32 X 123 32 WILEY JOHN & SONS CL A COMMON 968223206 28,478 633,839 X 123 626,266 7,573 WILLBROS GROUP INC COMMON 969199108 6,227 183,159 X 123 183,159 WILLIAMS COS INC COMMON 969457100 3,559 104,504 X 123 104,504 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 4,709 135,426 X 123 135,426 WINN-DIXIE STORES INC COMMON 974280307 13,328 711,955 X 123 661,840 50,115 WINNEBAGO INDS COMMON 974637100 15,089 631,866 X 123 607,159 24,707 WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 8,058 534,357 X 123 534,357 WRIGHT EXPRESS CORP COMMON 98233Q105 39,210 1,074,528 X 123 1,030,406 44,122 WRIGLEY W M JR COMMON 982526105 4,317 67,215 X 123 67,215 WYETH CO COMMON 983024100 471 10,582 X 123 9,200 1,382 WYNDHAM WORLDWIDE CORP COMMON 98310W108 4,175 127,430 X 123 95,311 32,119 X-RITE INC COMMON 983857103 6,333 438,599 X 123 432,120 6,479 XILINX INC COMMON 983919101 3 100 X 123 100 XINHUA FINANCE MEDIA LTD-ADR ADR 983982109 1,114 145,380 X 123 145,380 XTO ENERGY INC COMMON 98385X106 186,056 3,008,665 X 123 1,782,586 17,553 1,208,526 YAHOO INC COMMON 984332106 6 230 X 123 230 ZIMMER HOLDINGS INC COMMON 98956P102 4,846 59,835 X 123 58,835 1,000 ZIONS BANCORP COMMON 989701107 2,515 36,623 X 123 31,396 5,227 COLUMN TOTALS 21,257,803
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