-----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, T0F5UOzAjKc4DrbncEJtV0qRzCZstbXYvZKGYnnwYnjP7bOWrk//CYfOl7IlXN31 /D+UcJ9NdgmYRpql+8wzNA== 0000312348-09-000140.txt : 20090814 0000312348-09-000140.hdr.sgml : 20090814 20090814151726 ACCESSION NUMBER: 0000312348-09-000140 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 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: 091015200 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/09 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: Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 8/14/09 Signature Place Date NOTE: This filing shows the firm's convertible holdings and rights as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: 28-6808 Natixis Global Asset Management, L.P. 28-10092 Natixis Asset Management FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 1022 Form 13F Information Table Value Total: $ 12,076,489 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/09 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 ABB LTD SPON ADR ADR 000375204 25,748 1,631,676 X 1 1,388,386 243,290 ABB LTD SPON ADR ADR 000375204 70 4,467 X 2 4,467 ABBOTT LABS COMMON 002824100 542 11,521 X 2 11,521 ABBOTT LABS COMMON 002824100 88,490 1,881,175 X 1 1,008,697 11,915 860,563 ABM INDUSTRIES INC COMMON 000957100 13,631 754,342 X 1 678,355 75,987 ACCENTURE LTD CL A COMMON G1150G111 1,906 56,958 X 1 4,099 52,859 ACE LTD COMMON H0023R105 185 4,193 X 1 4,193 ACTIVISION BLIZZARD INC COMMON 00507V109 89 7,042 X 1 7,042 ACTUANT CORP CL A COMMON 00508X203 15,944 1,306,865 X 1 1,052,390 254,475 ACTUANT CORP CL A COMMON 00508X203 480 39,338 X 2 39,338 ADC TELECOMMUNICATIONS INC COMMON 000886309 7,014 881,170 X 1 786,859 94,311 ADELPHIA RECOVERY TRUST COMMON 00685R409 45 2,268,646 X 1 2,268,646 ADTRAN INC COMMON 00738A106 9,867 459,579 X 1 410,932 48,647 AECOM TECHNOLOGY CORP COMMON 00766T100 5,274 164,819 X 1 89,819 75,000 AEROPOSTALE INC COMMON 007865108 2,466 71,966 X 1 71,966 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 17,618 1,517,487 X 1 1,412,466 14,500 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 151 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 416 16,603 X 1 16,603 AFFILIATED MANAGERS GROUP COMMON 008252108 3,075 52,852 X 1 52,852 AFFYMETRIX INC CV BND 00826TAG3 12,926 2,179,787 X 1 2,108,076 34,726 36,984 AFFYMETRIX INC CV BND 00826TAG3 498 83,994 X 2 83,994 AFLAC INC COMMON 001055102 251 8,082 X 1 7,082 1,000 AIR PRODS & CHEM COMMON 009158106 160 2,480 X 1 2,480 AIRGAS INC COMMON 009363102 200 4,939 X 1 4,088 851 ALBERTO CULVER CO NEW COMMON 013078100 233 9,157 X 2 9,157 ALBERTO CULVER CO NEW COMMON 013078100 15,330 602,836 X 1 522,430 80,406 ALEXION PHARMACEUTICALS INC COMMON 015351109 5,116 124,420 X 1 124,420 ALLERGAN INC COMMON 018490102 13,120 275,756 X 1 78,848 4,901 192,007 ALLERGAN INC CV BND 018490AL6 2 47 X 1 47 ALLETE INC COMMON 018522300 20,569 715,452 X 1 582,852 132,600 ALLETE INC COMMON 018522300 547 19,035 X 2 19,035 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 8,573 208,144 X 1 163,604 44,540 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 308 7,469 X 2 7,469 ALLIANZ AG-ADR ADR 018805101 4 409 X 1 409 ALLOY INC COMMON 019855303 2,936 554,940 X 1 475,349 79,591 ALLSCRIPTS INC COMMON 01988P108 1,779 112,140 X 1 112,140 ALLSTATE CORP COMMON 020002101 24,093 987,399 X 1 841,932 145,467 ALLSTATE CORP COMMON 020002101 60 2,478 X 2 2,478 ALTRA HOLDINGS INC COMMON 02208R106 5,858 782,140 X 1 698,742 83,398 ALTRIA GROUP INC COMMON 02209S103 17,707 1,080,384 X 1 341,395 20,920 718,069 AMAZON.COM INC COMMON 023135106 1,071 12,802 X 2 12,802 AMAZON.COM INC COMMON 023135106 135,708 1,622,138 X 1 832,245 5,222 784,671 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 15,781 711,497 X 1 635,580 75,917 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 5,119 361,274 X 1 361,274 AMERICAN ECOLOGY CORP COMMON 025533407 5,271 294,127 X 1 262,904 31,223 AMERICAN ELEC PWR COMMON 025537101 47,376 1,639,881 X 1 1,252,569 4,882 382,430 AMERICAN ELEC PWR COMMON 025537101 97 3,358 X 2 3,358 AMERICAN EXPRESS CO COMMON 025816109 1,691 72,749 X 1 29,873 9,921 32,955 AMERICAN PHYSICIANS CAP INC COMMON 028884104 8,278 211,399 X 1 189,937 21,462 AMERICAN STATES WATER CO COMMON 029899101 8,360 241,350 X 1 216,195 25,155 AMERICAN WATER WORKS CO INC COMMON 030420103 7,349 384,559 X 1 256,771 127,788 AMERICAN WATER WORKS CO INC COMMON 030420103 589 30,796 X 2 30,796 AMERIGROUP CORP COMMON 03073T102 2,582 96,170 X 1 96,170 AMERIPRISE FINANCIAL INC COMMON 03076C106 80 3,301 X 2 3,301 AMERIPRISE FINANCIAL INC COMMON 03076C106 28,798 1,186,570 X 1 1,006,902 179,668 AMGEN INC COMMON 031162100 44,555 841,621 X 1 540,296 5,868 295,457 AMGEN INC COMMON 031162100 69 1,298 X 2 1,298 AMPHENOL CORP CL A COMMON 032095101 7,277 229,978 X 1 151,833 78,145 AMPHENOL CORP CL A COMMON 032095101 557 17,618 X 2 17,618 AMTRUST FINANCIAL SERVICES COMMON 032359309 2,934 257,397 X 1 257,397 ANADARKO PETE CORP COMMON 032511107 13,662 301,001 X 1 101,370 5,262 194,369 ANAREN INC COMMON 032744104 4,672 264,276 X 1 236,022 28,254 ANNALY CAPITAL MANAGEMENT COMMON 035710409 213 14,097 X 1 11,661 2,436 ANNTAYLOR STORES CORP COMMON 036115103 4,712 590,478 X 1 590,478 ANSYS INC COMMON 03662Q105 2,533 81,279 X 1 81,279 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 6,349 880,565 X 1 582,440 298,125 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 517 71,655 X 2 71,655 APACHE CORP COMMON 037411105 481 6,660 X 1 6,660 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 3,013 340,470 X 1 340,470 APOLLO GROUP INC CL A COMMON 037604105 1,978 27,819 X 1 27,819 APPLE INC COMMON 037833100 1,251 8,780 X 2 8,780 APPLE INC COMMON 037833100 236,678 1,661,712 X 1 898,899 12,696 750,117 APPLIED MATERIALS COMMON 038222105 37,972 3,461,406 X 1 2,567,320 15,325 878,761 APPLIED MATERIALS COMMON 038222105 75 6,856 X 2 6,856 APPLIED SIGNAL TECHNOLOGY INC COMMON 038237103 2,839 111,279 X 1 111,279 ARBITRON INC COMMON 03875Q108 3,146 197,980 X 1 176,867 21,113 ARCELOR MITTAL COMMON 03938L104 11,964 361,678 X 1 306,300 55,378 ARCELOR MITTAL COMMON 03938L104 32 961 X 2 961 ARCELORMITTAL CVT CV BND 03938LAK0 8,777 265,340 X 1 265,340 ARCH CAPITAL GROUP LTD COMMON G0450A105 29 494 X 1 494 ARENA RESOURCES INC COMMON 040049108 11,905 373,793 X 1 344,057 29,736 ARIBA INC COMMON 04033V203 3,200 325,214 X 1 325,214 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 9,964 604,215 X 1 499,467 104,748 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 239 14,484 X 2 14,484 ARRAY BIOPHARMA INC COMMON 04269X105 1,826 581,479 X 1 581,479 ASBURY AUTOMOTIVE GROUP COMMON 043436104 2,681 261,820 X 1 261,820 ASHLAND INC COMMON 044209104 55 1,952 X 1 1,952 ASHLAND INC COMMON 044209104 6 229 X 2 229 ASKEMNOW INC COMMON 045188109 100 X 1 100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 11,071 495,549 X 1 442,280 53,269 ASSOCIATED ESTATES REALTY CP COMMON 045604105 7,316 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 240 9,677 X 2 9,677 AT&T INC COMMON 00206R102 124,046 4,993,783 X 1 3,601,128 23,768 1,368,887 ATHENAHEALTH INC COMMON 04685W103 3,776 102,019 X 1 102,019 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 10,546 454,754 X 1 408,028 46,726 ATMEL CORP COMMON 049513104 6,591 1,767,142 X 1 1,577,888 189,254 AUTONATION INC COMMON 05329W102 11,652 671,584 X 1 671,584 AUTOZONE INC COMMON 053332102 303 2,006 X 2 2,006 AUTOZONE INC COMMON 053332102 34,255 226,690 X 1 100,580 371 125,739 AVOCENT CORP COMMON 053893103 5,513 394,945 X 1 352,791 42,154 AVON PRODS COMMON 054303102 8,962 347,635 X 1 117,377 7,310 222,948 BAKER HUGHES INC COMMON 057224107 513 14,084 X 1 14,084 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 15,574 1,179,880 X 1 1,178,740 1,080 60 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 181 13,700 X 2 13,700 BANK OF NEW YORK MELLON CORP COMMON 064058100 97 3,317 X 2 3,317 BANK OF NEW YORK MELLON CORP COMMON 064058100 38,622 1,317,697 X 1 1,122,169 195,528 BANK OF THE OZARKS COMMON 063904106 10,455 483,362 X 1 431,822 51,540 BANKAMERICA CORP COMMON 060505104 551 41,738 X 2 41,738 BANKAMERICA CORP COMMON 060505104 120,344 9,116,996 X 1 6,424,933 27,622 2,664,441 BASIC ENERGY SERVICES INC COMMON 06985P100 245 35,936 X 1 35,936 BAXTER INTL COMMON 071813109 27,455 518,416 X 1 214,965 1,002 302,449 BAXTER INTL COMMON 071813109 287 5,425 X 2 5,425 BECKMAN COULTER INC COMMON 075811109 349 6,103 X 2 6,103 BECKMAN COULTER INC COMMON 075811109 4,282 74,939 X 1 49,499 25,440 BECTON DICKINSON & CO COMMON 075887109 204 2,862 X 1 2,862 BED BATH & BEYOND INC COMMON 075896100 183 5,961 X 1 4,936 1,025 BENEFICIAL MUTUAL BANCORP IN COMMON 08173R104 8,863 923,269 X 1 830,326 92,943 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 90 1 X 1 1 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 69 24 X 2 24 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 26,499 9,151 X 1 7,765 1,386 BERRY PETROLEUM CO-CL A COMMON 085789105 5,456 293,506 X 1 261,661 31,845 BEST BUY COMPANY COMMON 086516101 321 9,587 X 2 9,587 BEST BUY COMPANY COMMON 086516101 42,620 1,272,632 X 1 638,770 8,990 624,872 BHIT INC COMMON 05550A100 420 X 1 420 BIG LOTS INC COMMON 089302103 5,323 253,129 X 1 165,754 87,375 BIG LOTS INC COMMON 089302103 431 20,504 X 2 20,504 BIO-REFERENCE LABS INC COMMON 09057G602 3,775 119,413 X 1 119,413 BJ SERVICES CO COMMON 055482103 108 7,926 X 1 7,926 BJS RESTAURANTS INC COMMON 09180C106 2,683 159,037 X 1 159,037 BLACK & DECKER CORP COMMON 091797100 6 200 X 1 200 BLACKBOARD INC COMMON 091935502 3,290 113,991 X 1 113,991 BLACKBOARD INC CV BND 091935AA4 1 46 X 1 46 BLACKROCK INC COMMON 09247X101 39,230 223,636 X 1 139,972 349 83,315 BLACKROCK INC COMMON 09247X101 333 1,900 X 2 1,900 BOB EVANS FARMS COMMON 096761101 10,051 349,710 X 1 313,776 35,934 BOEING CO COMMON 097023105 2,632 61,918 X 1 12,548 49,370 BOEING CO COMMON 097023105 425 PUT 10,000 X 1 10,000 BORG WARNER INC COMMON 099724106 198 5,797 X 1 4,802 995 BOSTON PROPERTIES INC COMMON 101121101 212 4,435 X 1 3,671 764 BOSTON SCIENTIFIC CORP COMMON 101137107 35,857 3,536,212 X 1 3,018,341 517,871 BOSTON SCIENTIFIC CORP COMMON 101137107 88 8,644 X 2 8,644 BP PLC ADR 055622104 666 13,977 X 1 3,880 5,248 4,849 BRINKER INTERNATIONAL INC COMMON 109641100 4,069 238,954 X 1 173,954 65,000 BRISTOL MYERS SQUIBB COMMON 110122108 81 3,980 X 2 3,980 BRISTOL MYERS SQUIBB COMMON 110122108 183,353 9,027,740 X 1 8,785,495 242,245 BROADCOM CORP CL A COMMON 111320107 95,247 3,842,172 X 1 2,058,172 5,243 1,778,757 BROADCOM CORP CL A COMMON 111320107 704 28,415 X 2 28,415 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 26,827 1,618,007 X 1 1,290,286 327,721 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 861 51,957 X 2 51,957 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 600 76,683 X 2 76,683 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 42,312 5,410,758 X 1 2,996,003 5,793 2,408,962 BUCYRUS INTERNATIONAL INC COMMON 118759109 1,570 PUT 55,000 X 1 55,000 BUCYRUS INTERNATIONAL INC COMMON 118759109 12,897 451,584 X 1 294,589 4,833 152,162 BUFFALO WILD WINGS INC COMMON 119848109 2,261 69,518 X 1 69,518 BUNGE LTD CV PFD G16962204 1 18 X 1 18 BURLINGTON NORTHN SANTA FE COMMON 12189T104 7 100 X 1 100 BlackRock Senior High Income F Closed E 09255T109 1,556 518,684 X 1 471,249 5,686 41,749 BlackRock Senior High Income F Closed E 09255T109 145 48,179 X 2 48,179 C.H. ROBINSON WORLDWIDE COMMON 12541W209 503 9,650 X 1 9,650 CAL DIVE INTERNATIONAL INC COMMON 12802T101 8,967 1,039,073 X 1 677,289 361,784 CAL DIVE INTERNATIONAL INC COMMON 12802T101 704 81,624 X 2 81,624 CALGON CARBON CORP COMMON 129603106 7,323 527,212 X 1 470,223 56,989 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 6,521 490,650 X 1 438,246 52,404 CALPINE CORP COMMON 131347304 3 294 X 1 294 CAPELLA EDUCATION CO COMMON 139594105 3,364 56,107 X 1 56,107 CAPSTEAD MTG CORP COMMON 14067E506 16,236 1,277,414 X 1 1,150,812 126,602 CARDINAL HEALTH INC COMMON 14149Y108 1,432 46,862 X 1 46,862 CARNIVAL CORP CL A COMMON 143658300 19,855 770,462 X 1 660,673 109,789 CARNIVAL CORP CL A COMMON 143658300 46 1,775 X 2 1,775 CARTER HOLDINGS COMMON 146229109 18,596 755,633 X 1 676,753 78,880 CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 4,185 167,802 X 1 167,802 CAVIUM NETWORKS INC COMMON 14965A101 3,036 180,636 X 1 180,636 CB RICHARD ELLIS GROUP INC COMMON 12497T101 1,915 204,557 X 1 204,557 CBIZ INC COMMON 124805102 3,990 560,444 X 1 371,492 188,952 CBIZ INC COMMON 124805102 327 45,985 X 2 45,985 CBS CORP CL B COMMON 124857202 82 11,778 X 1 9,745 2,033 CEC ENTERTAINMENT INC COMMON 125137109 5,821 197,445 X 1 130,052 67,393 CEC ENTERTAINMENT INC COMMON 125137109 466 15,792 X 2 15,792 CELADON GROUP INC COMMON 150838100 3,543 422,334 X 1 276,761 145,573 CELADON GROUP INC COMMON 150838100 283 33,786 X 2 33,786 CELANESE CORP A COMMON 150870103 573 24,108 X 1 24,108 CENTRAL EURO DISTRIBUTION COMP COMMON 153435102 6,034 227,109 X 1 227,109 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 93 3,029 X 2 3,029 CENTURY TELEPHONE ENTERPRISE COMMON 156700106 33,657 1,096,326 X 1 928,461 167,865 CHARTER COMMUNICATIONS INC COMMON 16117M107 1,100 X 1 1,100 CHEESECAKE FACTORY COMMON 163072101 13,628 787,766 X 1 787,766 CHESAPEAKE ENERGY CORP COMMON 165167107 45,324 2,285,614 X 1 2,285,443 171 CHESAPEAKE ENERGY CORP CV BND 165167CB1 4,563 230,120 X 1 197,054 22,936 10,129 CHESAPEAKE ENERGY CORP CV BND 165167CB1 704 35,511 X 2 35,511 CHESAPEAKE ENGY CORP CVTPFD 5. CV PFD 165167826 1,753 88,417 X 1 88,417 CHESAPEAKE ENGY CORP CVTPFD 5. CV PFD 165167826 163 8,239 X 2 8,239 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 41 2,107 X 2 2,107 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 7,537 380,126 X 1 377,182 2,944 CHEVRON CORP COMMON 166764100 63,295 955,391 X 1 624,279 6,890 324,222 CHEVRON CORP COMMON 166764100 94 1,421 X 2 1,421 CHIMERA INVESTMENT CORP COMMON 16934Q109 446 127,925 X 2 127,925 CHIMERA INVESTMENT CORP COMMON 16934Q109 18,275 5,236,271 X 1 4,508,123 728,148 CHURCH & DWIGHT CO INC COMMON 171340102 2,963 54,548 X 1 35,374 19,174 CHURCH & DWIGHT CO INC COMMON 171340102 236 4,347 X 2 4,347 CIENA CORP COMMON 171779309 3,282 317,112 X 1 317,112 CIGNA CORP COMMON 125509109 119 4,960 X 1 4,103 857 CISCO SYSTEMS INC COMMON 17275R102 142,068 7,621,672 X 1 3,790,577 49,321 3,781,774 CISCO SYSTEMS INC COMMON 17275R102 918 49,271 X 2 49,271 CIT GROUP INC CVT PFD 8.75 C CV PFD 125581603 472 219,369 X 1 219,369 CITADEL BROADCASTING CORP COMMON 17285T106 5 X 1 5 CITIGROUP INC COMMON 172967101 1 240 X 1 240 CITRIX SYSTEMS INC COMMON 177376100 2,581 80,930 X 1 80,930 CITY NATIONAL CORP COMMON 178566105 2,378 64,578 X 1 64,578 CLARCOR INC COMMON 179895107 4,588 157,191 X 1 140,452 16,739 CLEARWATER PAPER CORP COMMON 18538R103 584 23,077 X 2 23,077 CLEARWATER PAPER CORP COMMON 18538R103 16,360 646,905 X 1 507,279 139,626 CLIFF NATURAL RESOURCES INC COMMON 18683K101 997 40,749 X 1 40,749 CME GROUP INC. COMMON 12572Q105 14,880 47,828 X 1 15,046 912 31,870 CMS ENERGY CORP COMMON 125896100 200 16,539 X 1 13,686 2,853 CMS ENERGY CORP CVT CV BND 125896BD1 2,389 197,753 X 2 197,753 CMS ENERGY CORP CVT CV BND 125896BD1 20,999 1,738,288 X 1 1,289,195 113,051 336,041 CMS ENERGY TRUST CVT PFD 7.75 CV PFD 12589R203 7,956 658,614 X 1 563,148 95,466 CMS ENERGY TRUST CVT PFD 7.75 CV PFD 12589R203 99 8,180 X 2 8,180 COCA-COLA COMMON 191216100 1,060 22,078 X 1 13,936 8,142 COCA-COLA ENTERPRISES COMMON 191219104 12,532 752,647 X 1 249,528 15,500 487,619 COGENT INC COMMON 19239Y108 2,476 230,753 X 1 230,753 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 12,164 455,590 X 1 155,297 9,191 291,102 COHU INC COMMON 192576106 4,372 486,877 X 1 436,360 50,517 COLGATE PALMOLIVE COMMON 194162103 17,401 245,991 X 1 107,331 3,742 134,918 COMCAST CORP CL A COMMON 20030N101 3 198 X 1 198 COMERICA INC COMMON 200340107 11,433 540,574 X 1 443,505 97,069 COMERICA INC COMMON 200340107 285 13,452 X 2 13,452 COMMERCE BANCSHARES COMMON 200525103 501 15,725 X 2 15,725 COMMERCE BANCSHARES COMMON 200525103 6,195 194,616 X 1 128,473 66,143 COMMSCOPE INC COMMON 203372107 13,050 496,964 X 1 444,012 52,952 COMMUNITY CENTRAL BANK CORP COMMON 20363J107 1 500 X 1 500 COMPLETE PRODUCTION SERVICES COMMON 20453E109 314 49,390 X 1 49,390 COMSTOCK RESOURCES INC COMMON 205768203 14,715 445,230 X 1 408,409 36,821 CON-WAY INC COMMON 205944101 7,035 199,228 X 1 177,908 21,320 CONAGRA INC COMMON 205887102 111 5,804 X 2 5,804 CONAGRA INC COMMON 205887102 105,839 5,552,959 X 1 4,671,285 15,354 866,320 CONCHO RESOURCES INC COMMON 20605P101 5,780 201,467 X 1 201,467 CONCUR TECHNOLOGIES INC COMMON 206708109 4,542 146,128 X 1 146,128 CONOCOPHILLIPS COMMON 20825C104 8 200 X 1 200 CONSOL ENERGY INC COMMON 20854P109 229 6,739 X 1 6,739 CONSTANT CONTACT INC COMMON 210313102 3,693 186,146 X 1 186,146 CONSTELLATION ENERGY GROUP COMMON 210371100 6,227 234,262 X 1 77,673 4,825 151,764 COOPER TIRE COMMON 216831107 4,130 416,354 X 1 416,354 CORE MARK HOLDING CO INC COMMON 218681104 4,487 172,168 X 1 136,127 36,041 CORNING INC COMMON 219350105 105,756 6,585,039 X 1 4,257,669 123,573 2,203,797 CORNING INC COMMON 219350105 556 34,623 X 2 34,623 CORVEL CORP COMMON 221006109 9,932 436,179 X 1 348,032 88,147 CORVEL CORP COMMON 221006109 299 13,128 X 2 13,128 COVANCE INC COMMON 222816100 7,857 159,698 X 1 53,008 3,294 103,396 COVIDIEN PLC COMMON G2554F105 113 3,010 X 2 3,010 COVIDIEN PLC COMMON G2554F105 63,234 1,688,935 X 1 1,264,033 7,515 417,387 CROWN CORK & SEAL CO INC COMMON 228368106 2,445 101,289 X 1 101,289 CSX CORP COMMON 126408103 6,159 177,865 X 1 39,988 1,447 136,430 CTRIP.COM INTERNATIONAL ADR 22943F100 2,985 64,481 X 1 64,481 CVS CAREMARK CORP COMMON 126650100 97 3,033 X 2 3,033 CVS CAREMARK CORP COMMON 126650100 37,428 1,174,390 X 1 1,002,391 171,999 CYBERSOURCE CORP COMMON 23251J106 3,016 197,124 X 1 197,124 CYPRESS BIOSCIENCE INC COMMON 232674507 1,643 174,370 X 1 174,370 CYPRESS SEMICONDUCTOR COMMON 232806109 2,535 275,574 X 1 275,574 DANAHER CORP COMMON 235851102 385 6,240 X 1 2,000 4,240 DARDEN RESTAURANTS INC COMMON 237194105 995 30,180 X 1 8,555 21,625 DARLING INTERNATIONAL INC COMMON 237266101 5,395 817,352 X 1 729,970 87,382 DATA DOMAIN INC COMMON 23767P109 1,387 41,586 X 1 41,586 DEALERTRACK HOLDINGS INC COMMON 242309102 2,840 167,035 X 1 167,035 DECKERS OUTDOOR CORP COMMON 243537107 1,864 26,529 X 1 26,529 DELEK US HOLDINGS INC COMMON 246647101 281 33,177 X 2 33,177 DELEK US HOLDINGS INC COMMON 246647101 3,494 412,006 X 1 270,252 141,754 DEMANDTEC INC COMMON 24802R506 2,289 260,062 X 1 260,062 DENTSPLY INTERNATIONAL INC COMMON 249030107 396 12,963 X 2 12,963 DENTSPLY INTERNATIONAL INC COMMON 249030107 4,934 161,671 X 1 106,078 55,593 DEVELOPERS DIVERS REALTY COMMON 251591103 1,695 347,242 X 1 347,242 DEVON ENERGY CORP COMMON 25179M103 145 2,652 X 1 2,652 DG FASTCHANNEL INC COMMON 23326R109 3,551 194,064 X 1 194,064 DIAMOND FOODS INC COMMON 252603105 3,091 110,780 X 1 110,780 DIANA SHIPPING INC COMMON Y2066G104 113 8,467 X 1 8,467 DIEBOLD INC COMMON 253651103 3 100 X 1 100 DIGITAL REALTY TRUST INC COMMON 253868103 12,328 343,887 X 1 307,520 36,367 DISCOVER FINANCIAL COMMON 254709108 15,887 1,546,949 X 1 1,308,957 237,992 DISCOVER FINANCIAL COMMON 254709108 45 4,377 X 2 4,377 DISCOVERY COMMUNICATIONS INC COMMON 25470F104 1,690 74,960 X 1 74,960 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 61 21,118 X 1 18,634 2,484 DOLLAR FINANCIAL CORP COMMON 256664103 13,941 1,010,934 X 1 903,969 106,965 DOLLAR TREE INC COMMON 256746108 10,033 238,323 X 1 189,323 49,000 DOMINION RES INC VA COMMON 25746U109 8 238 X 1 238 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 4,115 884,960 X 1 692,707 192,253 DOW CHEMICAL COMMON 260543103 3 176 X 1 176 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 77 3,647 X 2 3,647 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 50,758 2,395,393 X 1 1,587,099 13,112 795,182 DREW INDUSTRIES INC COMMON 26168L205 1,180 96,927 X 1 86,635 10,292 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 7,270 2,383,745 X 1 2,380,579 3,166 DST SYSTEMS COMMON 233326107 6 150 X 1 150 DUCOMMUN INC COMMON 264147109 7,672 408,285 X 1 364,947 43,338 DUKE ENERGY CORP COMMON 26441C105 4,127 282,899 X 1 282,899 DUN & BRADSTREET CORP NEW COMMON 26483E100 368 4,534 X 2 4,534 DUN & BRADSTREET CORP NEW COMMON 26483E100 4,685 57,696 X 1 38,471 19,225 DUPONT E I COMMON 263534109 20,547 801,989 X 1 678,396 2,200 121,393 DUPONT E I COMMON 263534109 54 2,095 X 2 2,095 DWS HIGH INCOME TRUST Closed E 23337C109 1,615 458,833 X 1 457,483 1,350 DYCOM INDUSTRIES COMMON 267475101 3,171 286,433 X 1 286,433 DYNAMIC MATERIALS CORP COMMON 267888105 3,119 161,753 X 1 144,453 17,300 E-HOUSE CHINA HOLDINGS-ADS ADR 26852W103 693 44,888 X 1 44,888 EAGLE MATERIALS INC COMMON 26969P108 455 18,015 X 2 18,015 EAGLE MATERIALS INC COMMON 26969P108 14,764 584,948 X 1 470,144 114,804 EATON VANCE CORP COMMON 278265103 3,232 120,826 X 1 120,826 EBAY INC COMMON 278642103 47,283 2,760,254 X 1 1,623,086 2,866 1,134,302 EBAY INC COMMON 278642103 321 18,748 X 2 18,748 ECOLAB INC COMMON 278865100 2,530 64,880 X 1 43,303 7,828 13,749 EDISON INTERNATIONAL COMMON 281020107 123 3,902 X 1 3,228 674 EDWARDS LIFESCIENCES CORP COMMON 28176E108 4,756 69,908 X 1 39,908 30,000 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 7,093 768,429 X 1 683,284 2,404 82,741 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 315 34,153 X 2 34,153 EL PASO CORPORATION COMMON 28336L109 7,433 805,344 X 1 259,954 13,342 532,048 EMBARQ CORP COMMON 29078E105 10,115 240,484 X 1 74,191 4,516 161,777 EMC CORP COMMON 268648102 5 345 X 1 145 200 ENDO PHARMAC HLDGS INC COMMON 29264F205 9,551 532,993 X 1 475,978 57,015 ENERGY INCOME AND GROWTH FD Closed E 292697109 36 1,750 X 1 1,750 ENERGY RECOVERY INC COMMON 29270J100 2,025 286,086 X 1 286,086 ENTERGY CORP NEW COMMON 29364G103 10,754 138,729 X 1 48,540 2,742 87,447 EPIX MEDICAL INC CVT CV BND 26881QAB7 8 77,035 X 1 77,035 EPIX PHARMACEUTICALS INC COMMON 26881Q309 9 78,987 X 2 78,987 EPIX PHARMACEUTICALS INC COMMON 26881Q309 965 8,771,286 X 1 7,581,396 420,360 769,530 EQT CORP COMMON 26884L109 91 2,614 X 2 2,614 EQT CORP COMMON 26884L109 37,830 1,083,636 X 1 925,153 158,483 EQUITY RESIDENTIAL COMMON 29476L107 10,226 460,000 X 1 460,000 ERP OPERATING LP CVT CV BND 26884AAV5 1,196 53,781 X 1 53,206 575 ESTEE LAUDER COS CL A COMMON 518439104 64 1,956 X 2 1,956 ESTEE LAUDER COS CL A COMMON 518439104 23,996 734,493 X 1 621,164 113,329 EURAND NV COMMON N31010106 2,492 191,703 X 1 191,703 EVEREST RE GROUP LTD COMMON G3223R108 703 9,825 X 1 8,625 1,200 EXPRESS SCRIPTS INC CL A COMMON 302182100 644 9,361 X 2 9,361 EXPRESS SCRIPTS INC CL A COMMON 302182100 99,138 1,442,011 X 1 659,905 7,016 775,090 EXXON MOBIL CORP COMMON 30231G102 204 2,923 X 2 2,923 EXXON MOBIL CORP COMMON 30231G102 125,494 1,795,074 X 1 1,167,508 12,914 614,652 F5 NETWORKS INC COMMON 315616102 3,172 91,705 X 1 91,705 FAMILY DOLLAR STORES INC COMMON 307000109 3,160 111,669 X 1 21,944 89,725 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 425 172,603 X 1 169,425 3,178 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 2 930 X 2 930 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 5,946 522,521 X 1 470,374 52,147 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 201 14,837 X 2 14,837 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 2,515 185,896 X 1 122,056 63,840 FIDELITY NATIONAL INFORMATION COMMON 31620M106 632 31,675 X 2 31,675 FIDELITY NATIONAL INFORMATION COMMON 31620M106 7,870 394,303 X 1 260,215 134,088 FIFTH THIRD BANCORP COMMON 316773100 14,718 2,072,889 X 1 1,659,583 413,306 FIFTH THIRD BANCORP COMMON 316773100 462 65,100 X 2 65,100 FIRST HORIZON NATIONAL CORP COMMON 320517105 492 40,963 X 2 40,963 FIRST HORIZON NATIONAL CORP COMMON 320517105 18,218 1,518,174 X 1 1,254,985 263,189 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FIRST SECURITY GROUP INC COMMON 336312103 835 219,639 X 1 123,552 96,087 FIRST SOLAR INC COMMON 336433107 97,948 604,170 X 1 326,018 2,203 275,949 FIRST SOLAR INC COMMON 336433107 719 4,437 X 2 4,437 FLEXTRONICS INTL LTD CV BND 33938EAL1 357 85,990 X 1 75,362 10,628 FLEXTRONICS INTL LTD CV BND 33938EAL1 430 103,704 X 2 103,704 FLOWERS FOODS INC COMMON 343498101 9,832 450,204 X 1 402,593 47,611 FLOWSERVE CORP COMMON 34354P105 359 5,145 X 2 5,145 FLOWSERVE CORP COMMON 34354P105 45,569 652,762 X 1 270,995 2,586 379,181 FLUOR CORP NEW COMMON 343412102 448 8,740 X 2 8,740 FLUOR CORP NEW COMMON 343412102 54,541 1,063,377 X 1 522,203 1,546 539,628 FMC TECHNOLOGIES INC COMMON 30249U101 198 5,281 X 1 4,369 912 FORD MOTOR CO COMMON 345370860 10,584 1,743,583 X 1 1,738,030 5,553 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 33 5,367 X 2 5,367 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 63,491 10,459,819 X 1 10,434,983 8,969 15,867 FORESTAR GROUP INC COMMON 346233109 21,734 1,829,492 X 1 1,454,050 375,442 FORESTAR GROUP INC COMMON 346233109 732 61,639 X 2 61,639 FORTUNE BRANDS INC COMMON 349631101 1,314 37,821 X 1 37,821 FOSSIL INC COMMON 349882100 21,736 902,656 X 1 716,914 185,742 FOSSIL INC COMMON 349882100 775 32,164 X 2 32,164 FOSTER WHEELER AG COMMON H27178104 62 2,630 X 2 2,630 FOSTER WHEELER AG COMMON H27178104 25,535 1,075,171 X 1 916,637 158,534 FRANKLIN RESOURCES COMMON 354613101 862 11,975 X 1 10,675 1,300 FREDDIE MAC COMMON 313400301 7,512 12,115,431 X 1 12,115,431 FREDDIE MAC COMMON 313400301 83 134,000 X 2 134,000 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 263 5,240 X 2 5,240 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 63,103 1,259,280 X 1 773,246 4,484 481,550 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 1,403 PUT 28,000 X 1 28,000 FRESH DEL MONTE PRODUCE INC COMMON G36738105 1,267 77,916 X 1 77,916 FTI CONSULTING CV BND 302941AB5 3 64 X 1 64 FX ENERGY INC COMMON 302695101 11 3,000 X 1 3,000 GAP INC COMMON 364760108 60 3,669 X 2 3,669 GAP INC COMMON 364760108 23,720 1,446,327 X 1 1,236,810 209,517 GEN DYNAMICS COMMON 369550108 5,188 93,663 X 1 63,824 3,839 26,000 GEN MILLS COMMON 370334104 8 150 X 1 150 GENERAL ELECTRIC COMMON 369604103 51 4,331 X 2 4,331 GENERAL ELECTRIC COMMON 369604103 30,816 2,629,339 X 1 1,706,277 28,145 894,917 GENERAL MOTORS CVTPRFD CV PFD 370442733 5 4,959 X 1 4,959 GENESCO INC COMMON 371532102 6,047 322,149 X 1 288,290 33,859 GENESEE & WYOMING INC-CL A COMMON 371559105 8,815 332,526 X 1 296,959 35,567 GENOPTIX INC COMMON 37243V100 3,503 109,515 X 1 109,515 GENTEX CORP COMMON 371901109 7,399 637,813 X 1 570,033 67,780 GENZYME CORP COMMON 372917104 84 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 6,750 286,516 X 1 185,091 101,425 GEOEYE INC COMMON 37250W108 531 22,551 X 2 22,551 GILEAD SCIENCES INC COMMON 375558103 91,941 1,962,876 X 1 958,217 18,758 985,901 GILEAD SCIENCES INC COMMON 375558103 612 13,072 X 2 13,072 GLACIER BANCORP INC COMMON 37637Q105 6,530 442,146 X 1 395,494 46,652 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 39 1,100 X 1 200 900 GLOBAL PAYMENTS INC COMMON 37940X102 9,124 243,562 X 1 217,670 25,892 GOLDMAN SACHS GROUP COMMON 38141G104 777 5,267 X 2 5,267 GOLDMAN SACHS GROUP COMMON 38141G104 137,304 931,253 X 1 506,477 6,207 418,569 GOODRICH COMMON 382388106 491 9,826 X 2 9,826 GOODRICH COMMON 382388106 112,417 2,249,699 X 1 1,408,891 7,489 833,319 GOODYEAR TIRE & RUBBER CO COMMON 382550101 8,445 749,999 X 1 669,632 80,367 GOOGLE INC-CL A COMMON 38259P508 1,149 2,725 X 2 2,725 GOOGLE INC-CL A COMMON 38259P508 200,931 476,603 X 1 206,323 1,626 268,654 GRAFTECH INTL LTD COMMON 384313102 7,834 692,651 X 1 619,071 73,580 GRAINGER W W COMMON 384802104 12,244 149,537 X 1 51,020 3,043 95,474 GRAND CANYON EDUCATION INC COMMON 38526M106 1,664 99,148 X 1 99,148 GREEN MOUNTAIN COFFEE INC COMMON 393122106 4,518 76,415 X 1 76,415 GREENHILL & CO INC COMMON 395259104 3,070 42,514 X 1 42,514 GROUP 1 AUTOMOTIVE INC COMMON 398905109 8,341 320,551 X 1 320,551 GUESS INC COMMON 401617105 3,001 116,411 X 1 116,411 H & R BLOCK INC COMMON 093671105 77 4,447 X 2 4,447 H & R BLOCK INC COMMON 093671105 31,739 1,842,059 X 1 1,574,659 267,400 HAEMONETICS CORP COMMON 405024100 2,838 49,790 X 1 49,790 HALLIBURTON CO COMMON 406216101 5,091 245,965 X 1 81,046 5,028 159,891 HANCOCK HOLDING CO COMMON 410120109 5,402 166,271 X 1 148,655 17,616 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 9,913 260,118 X 1 232,748 27,370 HARRIS CORP COMMON 413875105 6,507 229,446 X 1 89,011 4,264 136,171 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 7,157 1,104,541 X 1 939,126 165,415 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 172 26,508 X 2 26,508 HASBRO INC COMMON 418056107 7,173 295,908 X 1 295,908 HCC INSURANCE HLDG COMMON 404132102 15,652 651,889 X 1 582,592 69,297 HCP INC COMMON 40414L109 64 3,000 X 1 2,000 1,000 HEALTH MANAGEMENT ASSOC CVT 14 CV BND 421933AJ1 3,781 765,306 X 1 699,830 65,476 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 423 38,936 X 1 38,936 HESS CORP COMMON 42809H107 62 1,152 X 2 1,152 HESS CORP COMMON 42809H107 26,263 488,617 X 1 419,500 69,117 HEWLETT PACKARD COMMON 428236103 132 3,420 X 2 3,420 HEWLETT PACKARD COMMON 428236103 92,659 2,397,382 X 1 1,576,540 16,610 804,232 HEXCEL CORP COMMON 428291108 2,771 290,809 X 1 290,809 HHGREGG INC COMMON 42833L108 2,552 168,314 X 1 168,314 HIBBETT SPORTS INC COMMON 428567101 2,645 146,929 X 1 146,929 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 8,901 1,812,844 X 1 1,811,875 969 HILL-ROM HOLDINGS INC COMMON 431475102 105 6,496 X 2 6,496 HILL-ROM HOLDINGS INC COMMON 431475102 4,436 273,520 X 1 227,834 45,686 HILLENBRAND INC COMMON 431571108 473 28,429 X 2 28,429 HILLENBRAND INC COMMON 431571108 14,949 898,400 X 1 719,828 178,572 HITTITE MICROWAVE CORP COMMON 43365Y104 2,721 78,299 X 1 78,299 HMS HOLDINGS CORP COMMON 40425J101 2,637 64,749 X 1 64,749 HOLOGIC INC COMMON 436440101 1 70 X 1 70 HOLOGIC INC CVT CV BND 436440AA9 21,580 1,514,394 X 1 1,203,981 100,405 210,009 HOLOGIC INC CVT CV BND 436440AA9 1,482 104,033 X 2 104,033 HOME PROPERTIES INC COMMON 437306103 17 500 X 1 500 HONEYWELL INTERNATIONAL INC COMMON 438516106 64 2,050 X 1 2,050 HORNBECK OFFSHORE SERVICES COMMON 440543106 7,603 355,465 X 1 331,307 24,158 HOSPIRA INC COMMON 441060100 10,049 260,868 X 1 172,256 88,612 HOSPIRA INC COMMON 441060100 815 21,164 X 2 21,164 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 111,362 3,318,303 X 1 2,872,977 99,536 345,791 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 907 108,158 X 2 108,158 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 559 266,296 X 2 266,296 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 2,376 283,174 X 1 126.897 13,440 142,837 HSN INC COMMON 404303109 514 48,673 X 2 48,673 HSN INC COMMON 404303109 16,343 1,546,205 X 1 1,237,738 308,467 HUB GROUP INC CL A COMMON 443320106 3,151 152,659 X 1 136,303 16,356 HUMAN GENOME SCIENCES CV BND 444903AK4 2,897 1,009,455 X 1 766,322 44,703 198,431 HUMAN GENOME SCIENCES CV BND 444903AK4 550 191,677 X 2 191,677 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 2,189 762,652 X 2 762,652 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 23,528 8,197,815 X 1 7,734,197 162,506 301,113 HURON CONSULTING GROUP INC COMMON 447462102 312 6,750 X 2 6,750 HURON CONSULTING GROUP INC COMMON 447462102 4,085 88,352 X 1 58,654 29,698 IBERIABANK CORP COMMON 450828108 16,726 424,398 X 1 384,476 39,922 IBM COMMON 459200101 152,744 1,462,788 X 1 872,554 5,382 584,852 IBM COMMON 459200101 1,055 10,104 X 2 10,104 ICF INTERNATIONAL INC COMMON 44925C103 4,466 161,884 X 1 161,884 ICONIX BRAND GROUP INC COMMON 451055107 13,805 897,622 X 1 897,622 IHS INC-CLASS A COMMON 451734107 4,074 81,687 X 1 81,687 II-VI INC COMMON 902104108 10,360 467,294 X 1 417,421 49,873 ILLINOIS TOOL WORKS INC COMMON 452308109 146 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 5,129 131,710 X 1 75,776 55,934 IMAX CORP COMMON 45245E109 2,698 332,282 X 1 332,282 INCYTE CORP COMMON 45337C102 1,952 593,463 X 1 593,463 INCYTE CORP CVT CV BND 45337CAE2 740 224,986 X 2 224,986 INCYTE CORP CVT CV BND 45337CAE2 24,242 7,368,278 X 1 6,846,817 337,835 183,625 INFORMATICA CORP COMMON 45666Q102 9,914 576,724 X 1 542,031 34,693 INGERSOLL-RAND CO-CL A COMMON G4776G101 217 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,246 403,963 X 1 403,963 INTEL CORP COMMON 458140100 163 9,846 X 1 4,150 5,696 INTEL CORP CVT CV BND 458140AD2 5,570 336,541 X 1 316,718 1,269 18,554 INTEL CORP CVT CV BND 458140AD2 677 40,914 X 2 40,914 INTERACTIVE DATA CORP COMMON 45840J107 20,943 905,060 X 1 728,026 177,034 INTERACTIVE DATA CORP COMMON 45840J107 637 27,517 X 2 27,517 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 377 3,297 X 2 3,297 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 38,106 333,559 X 1 131,679 607 201,273 INTERVAL LEISURE GROUP COMMON 46113M108 514 55,186 X 2 55,186 INTERVAL LEISURE GROUP COMMON 46113M108 6,546 702,359 X 1 464,804 237,555 INTEVAC INC COMMON 461148108 5,211 598,318 X 1 537,915 60,403 INTL GAME TECH COMMON 459902102 323 20,332 X 2 20,332 INTL GAME TECH COMMON 459902102 45,627 2,869,615 X 1 1,074,202 33,385 1,762,028 INTUITIVE SURGICAL INC COMMON 46120E602 2,721 16,627 X 1 16,627 INVESCO LTD COMMON G491BT108 17 939 X 2 939 INVESCO LTD COMMON G491BT108 23,600 1,324,352 X 1 574,077 17,029 733,246 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 6,823 334,626 X 1 299,191 35,435 INVITROGEN CORP CV BND 46185RAK6 23,570 564,958 X 1 544,963 14,604 5,391 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 74 2,000 X 1 2,000 IPC THE HOSPITALIST CO COMMON 44984A105 3,113 116,634 X 1 116,634 IPG PHOTONICS CORP COMMON 44980X109 2,823 257,306 X 1 257,306 ISHARES IBOXX H/Y CORP BOND Exchange 464288513 74,388 933,229 X 1 932,584 645 ISHARES LEHMAN AGGREGATE BOND Exchange 464287226 75 730 X 1 730 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 3,119 68,084 X 1 58,503 9,581 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,592 49,380 X 1 35,360 14,020 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 5,958 145,221 X 1 145,221 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 90 1,762 X 1 1,762 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 782 16,800 X 1 16,800 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 22 600 X 1 600 ISIS PHAMACEUTICALS COMMON 464330109 2,404 145,715 X 1 145,715 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 31 10,778 X 2 10,778 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 8,533 3,004,458 X 1 2,998,170 6,287 ITC HOLDINGS CORP COMMON 465685105 16,463 362,943 X 1 332,717 30,226 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 229 2,276 X 1 2,276 ITT INDS INC COMMON 450911102 10,597 238,131 X 1 56,041 3,338 178,752 J & J SNACK FOODS CORP COMMON 466032109 14,025 390,665 X 1 350,606 40,059 JACK IN THE BOX INC COMMON 466367109 5,450 242,761 X 1 158,801 83,960 JACK IN THE BOX INC COMMON 466367109 445 19,809 X 2 19,809 JACOBS ENGINEERING GROUP INC COMMON 469814107 773 18,357 X 1 11,619 6,738 JANUS CAPITAL GROUP INC COMMON 47102X105 3,258 285,800 X 1 285,800 JARDEN CORP COMMON 471109108 12,947 690,482 X 1 649,058 41,424 JDS UNIPHASE CORP CV BND 46612JAD3 1,508 263,696 X 1 155,446 14,686 93,564 JM SMUCKER CO COMMON 832696405 768 15,792 X 2 15,792 JM SMUCKER CO COMMON 832696405 9,456 194,328 X 1 128,077 66,251 JMP GROUP INC COMMON 46629U107 2,419 314,607 X 1 282,207 32,400 JO-ANN STORES INC COMMON 47758P307 7,990 386,539 X 1 347,509 39,030 JOHN BEAN TECHNOLOGIES COMMON 477839104 17,443 1,393,226 X 1 1,113,754 279,472 JOHN BEAN TECHNOLOGIES COMMON 477839104 554 44,239 X 2 44,239 JOHNSON & JOHNSON COMMON 478160104 44,592 785,075 X 1 666,134 118,941 JOHNSON & JOHNSON COMMON 478160104 108 1,908 X 2 1,908 JONES APPAREL GROUP INC COMMON 480074103 14,165 1,320,146 X 1 1,320,146 JP MORGAN CHASE & CO COMMON 46625H100 776 22,739 X 2 22,739 JP MORGAN CHASE & CO COMMON 46625H100 189,428 5,553,452 X 1 3,559,016 20,390 1,974,046 JSC MINING & SMELTING - SP ADR ADR 46626D108 21 X 1 21 JUNIPER NETWORKS COMMON 48203R104 4,327 183,339 X 1 108,339 75,000 KB HOME CORP COMMON 48666K109 13 940 X 2 940 KB HOME CORP COMMON 48666K109 6,813 498,050 X 1 496,500 1,550 KBW INC COMMON 482423100 3,300 114,759 X 1 114,759 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 2,758 225,304 X 1 195,438 8,593 21,273 KEY ENERGY SERVICES INC COMMON 492914106 374 65,001 X 1 65,001 KIMBERLY CLARK COMMON 494368103 31 600 X 1 600 KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 1 X 1 1 KINROSS GOLD CORP COMMON 496902404 35 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 10,581 332,842 X 1 268,146 64,696 KIRBY CORP COMMON 497266106 317 9,983 X 2 9,983 KOHLS CORP COMMON 500255104 61,957 1,449,289 X 1 653,892 15,609 779,788 KOHLS CORP COMMON 500255104 382 8,942 X 2 8,942 KOPPERS HOLDINGS INC COMMON 50060P106 8,931 338,691 X 1 302,784 35,907 KULICKE & SOFFA CVT CV BND 501242AT8 2,095 616,301 X 2 616,301 KULICKE & SOFFA CVT CV BND 501242AT8 11,871 3,491,464 X 1 3,101,357 107,280 282,828 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 119 35,043 X 2 35,043 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 7,436 2,187,100 X 1 1,775,534 161,589 249,977 LABARGE INC COMMON 502470107 1,526 164,567 X 1 91,941 72,626 LAM RESEARCH CORP COMMON 512807108 3,109 119,595 X 1 119,595 LAMAR ADVERTISING CO COMMON 512815101 6,233 408,212 X 1 408,212 LAS VEGAS SANDS CORP COMMON 517834107 4,085 519,675 X 1 519,675 LEGG MASON INC COMMON 524901105 39,709 1,628,750 X 1 1,368,787 259,963 LEGG MASON INC COMMON 524901105 407 16,680 X 2 16,680 LEGGETT & PLATT INC COMMON 524660107 671 44,027 X 2 44,027 LEGGETT & PLATT INC COMMON 524660107 19,568 1,284,822 X 1 1,017,703 267,119 LENDER PROCESSING SERV COMMON 52602E102 18,651 671,619 X 1 542,594 129,025 LENDER PROCESSING SERV COMMON 52602E102 549 19,776 X 2 19,776 LENNAR CORP COMMON 526057104 5,324 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 1,328 879,769 X 2 879,769 LEVEL 3 COMM CONV CV BND 52729NBF6 15,406 10,202,811 X 1 9,622,991 579,819 LEVEL 3 COMM CONV CV BND 52729NBK5 34,922 23,127,292 X 1 22,203,299 259,158 664,835 LEVEL 3 COMM CONV CV BND 52729NBK5 2,938 1,945,971 X 2 1,945,971 LEVEL 3 COMM CVT CV BND 52729NBE9 1,302 862,507 X 2 862,507 LEVEL 3 COMM CVT CV BND 52729NBE9 8,135 5,387,543 X 1 3,740,308 1,647,235 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 119 78,691 X 2 78,691 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 1,358 899,025 X 1 899,025 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 165,009 109,277,787 X 1 102,401,119 1,536,111 5,340,556 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 2,768 1,833,333 X 2 1,833,333 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 76 50,000 X 1 50,000 LIBERTY MEDIA CORPORAT 530715AN1 6,351 957,945 X 1 931,800 26,145 LIBERTY MEDIA CORPORAT 530715AN1 135 20,369 X 2 20,369 LIFE TECHNOLOGIES CORP COMMON 53217V109 58,474 1,401,570 X 1 555,697 9,267 836,606 LIFE TECHNOLOGIES CORP COMMON 53217V109 400 9,598 X 2 9,598 LILLY ELI COMMON 532457108 123 3,564 X 1 900 2,664 LITTELFUSE INC COMMON 537008104 6,064 303,822 X 1 271,383 32,439 LIVE NATION INC COMMON 538034109 6,608 1,359,668 X 1 1,214,661 145,007 LOCKHEED MARTIN CORP COMMON 539830109 8,502 105,418 X 1 90,982 7,682 6,754 LSB INDUSTRIES INC COMMON 502160104 5,971 369,285 X 1 329,754 39,531 LUBRIZOL CORP COMMON 549271104 271 5,718 X 2 5,718 LUBRIZOL CORP COMMON 549271104 11,830 250,050 X 1 206,202 43,848 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 929 374,623 X 2 374,623 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 12,077 4,870,140 X 1 4,799,986 3,025 64,085 LUCENT TECHNOLOGIES SERIES A C CV BND 549463AG2 4,548 286,567 X 1 172,537 5,373 108,657 LUCENT TECHNOLOGIES SERIES A C CV BND 549463AG2 2,767 174,328 X 2 174,328 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 3,476 319,544 X 2 319,544 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 10,819 994,461 X 1 686,318 308,143 LUFKIN INDS INC COMMON 549764108 449 10,679 X 1 10,679 LUMBER LIQUIDATORS INC COMMON 55003Q103 6,795 431,145 X 1 431,145 M & T BANK CORP COMMON 55261F104 44 868 X 1 868 MACYS INC. COMMON 55616P104 2,759 234,636 X 1 234,636 MARATHON OIL CORP COMMON 565849106 51,698 1,715,847 X 1 1,251,199 6,688 457,960 MARATHON OIL CORP COMMON 565849106 96 3,197 X 2 3,197 MARINER ENERGY INC COMMON 56845T305 9,106 774,959 X 1 697,176 77,783 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 2,786 239,339 X 1 239,339 MASCO CORP COMMON 574599106 383 40,000 X 1 40,000 MASIMO CORPORATION COMMON 574795100 2,021 83,812 X 1 83,812 MASSEY ENERGY CO COMMON 576206106 2,877 147,227 X 1 147,227 MASTEC INC COMMON 576323109 3,469 296,029 X 1 296,029 MASTERCARD INC-CLASS A COMMON 57636Q104 1,398 8,353 X 1 4,588 1,561 2,204 MATTEL INC COMMON 577081102 2,874 179,092 X 1 179,092 MCAFEE INC COMMON 579064106 87,973 2,085,174 X 1 1,188,681 7,712 888,781 MCAFEE INC COMMON 579064106 1,037 24,576 X 2 24,576 MCDONALDS COMMON 580135101 1,178 20,492 X 1 11,449 9,043 MCGRATH RENTCORP COMMON 580589109 5,521 289,670 X 1 258,656 31,014 MCGRAW HILL COS INC COMMON 580645109 24,032 798,136 X 1 476,462 16,666 305,008 MCKESSON CORP COMMON 58155Q103 41,970 953,862 X 1 672,012 4,695 277,155 MCKESSON CORP COMMON 58155Q103 73 1,665 X 2 1,665 MDU RESOURCES GROUP INC COMMON 552690109 356 18,781 X 2 18,781 MDU RESOURCES GROUP INC COMMON 552690109 4,626 243,850 X 1 160,741 83,109 MEAD JOHNSON NUTRITION CO-A COMMON 582839106 558 17,570 X 2 17,570 MEAD JOHNSON NUTRITION CO-A COMMON 582839106 9,024 284,052 X 1 209,158 74,894 MEDASSETS INC COMMON 584045108 5,178 266,210 X 1 266,210 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 39,736 871,206 X 1 331,880 6,845 532,481 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 371 8,141 X 2 8,141 MEDICAL ACTION IND INC COMMON 58449L100 5,747 501,895 X 1 451,423 50,472 MEDNAX COMMON 58502B106 12,877 305,638 X 1 256,009 49,629 MEDNAX COMMON 58502B106 243 5,776 X 2 5,776 MEDTRONIC INC COMMON 585055106 99 2,825 X 1 1,050 1,775 MERCK & CO COMMON 589331107 854 30,553 X 1 28,653 1,900 METLIFE INC COMMON 59156R108 55,230 1,840,375 X 1 1,312,551 10,007 517,817 METLIFE INC COMMON 59156R108 101 3,361 X 2 3,361 METRO BANCORP INC COMMON 59161R101 3,586 186,212 X 1 186,212 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 8,219 106,533 X 1 97,615 8,918 MICROS SYSTEM INC COMMON 594901100 3,188 125,900 X 1 82,844 43,056 MICROS SYSTEM INC COMMON 594901100 261 10,310 X 2 10,310 MICROSOFT CORP COMMON 594918104 113,583 4,778,419 X 1 2,570,094 18,274 2,190,051 MICROSOFT CORP COMMON 594918104 898 37,786 X 2 37,786 MIDDLEBY CORP COMMON 596278101 12,174 277,177 X 1 218,725 58,452 MIDDLEBY CORP COMMON 596278101 433 9,852 X 2 9,852 MIDDLESEX WATER CO COMMON 596680108 7,658 529,988 X 1 474,849 55,139 MILLICOM INTL CELLULAR COMMON L6388F110 2,343 41,639 X 1 41,639 MINE SAFETY APPLIANCES CO COMMON 602720104 43 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 2,945 81,772 X 1 73,155 8,617 MOHAWK INDS INC COMMON 608190104 3,408 95,527 X 1 95,527 MOLSON COORS BREWING CO COMMON 60871R209 96 2,267 X 2 2,267 MOLSON COORS BREWING CO COMMON 60871R209 33,878 800,325 X 1 676,531 123,794 MONSANTO CO NEW COMMON 61166W101 11,158 150,097 X 1 61,940 8,384 79,773 MONSTER WORLDWIDE INC COMMON 611742107 2,797 236,856 X 1 236,856 MOODYS CORP COMMON 615369105 12,144 460,879 X 1 460,679 200 MORGAN STANLEY COMMON 617446448 60 2,094 X 1 2,094 MORGAN STANLEY EMERGING MKT Closed E 61744H105 3,905 471,000 X 1 471,000 MOTOROLA INC COMMON 620076109 1 X 1 1 MOVADO CORP INC COMMON 624580106 6,639 629,839 X 1 562,539 67,300 MSCI INC-A COMMON 55354G100 3,234 132,324 X 1 132,324 MUNRO MUFFLER BRAKE INC COMMON 610236101 2,893 112,522 X 1 112,522 MWI VETERINARY SUPPLY INC COMMON 55402X105 7,308 209,626 X 1 188,707 20,919 MYERS INDS INC COMMON 628464109 3,418 410,822 X 1 366,970 43,852 MYLAN LABS COMMON 628530107 3,061 234,588 X 1 32,729 201,859 MYR GROUP INC/DELAWARE COMMON 55405W104 6,913 341,869 X 1 305,272 36,597 MYRIAD GENETICS INC COMMON 62855J104 2,319 65,053 X 1 65,053 NABORS INDUSTRIES LTD COMMON G6359F103 2,390 153,419 X 1 153,419 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 7,467 430,389 X 1 384,455 45,934 NAVIGANT CONSULTING GROUP COMMON 63935N107 4,558 352,800 X 1 315,120 37,680 NAVIGATORS GROUP INC COMMON 638904102 10,118 227,725 X 1 204,483 23,242 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 2,754 425,033 X 1 425,033 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 28,287 4,365,274 X 1 3,967,467 148,713 249,094 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 2,033 313,691 X 2 313,691 NETFLIX.COM INC COMMON 64110L106 7,415 179,361 X 1 118,361 61,000 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 2,908 79,749 X 1 79,749 NEUTRAL TANDEM INC COMMON 64128B108 3,512 118,962 X 1 118,962 NEVADA GEOTHERMAL POWER INC COMMON 64127M105 43 63,000 X 1 63,000 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 5,493 81,546 X 1 81,546 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 12,502 1,201,000 X 1 1,123,347 11,690 65,962 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 654 62,840 X 2 62,840 NEWS CORP INC-CL A COMMON 65248E104 2 227 X 1 227 NEWS CORP INC-CL B COMMON 65248E203 11 1,000 X 1 1,000 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 9,964 187,602 X 1 176,139 11,463 NEXTEL COMMUNICATIONS CVT CV BND 65332VAY9 1,269 23,895 X 2 23,895 NICE SYSTEMS LTD SPON ADR ADR 653656108 2,513 108,923 X 1 108,923 NII HOLDINGS INC CVT CV BND 62913FAF9 343 17,970 X 2 17,970 NII HOLDINGS INC CVT CV BND 62913FAF9 1,260 66,091 X 1 36,140 2,795 27,155 NII HOLDINGS INC CVT CV BND 62913FAJ1 9,830 515,469 X 1 486,801 4,581 24,087 NII HOLDINGS INC CVT CV BND 62913FAJ1 690 36,182 X 2 36,182 NIKE INC CL B COMMON 654106103 56 1,087 X 2 1,087 NIKE INC CL B COMMON 654106103 21,147 408,398 X 1 345,180 63,218 NOKIA CORP SPON ADR A ADR 654902204 33,956 2,328,925 X 1 2,015,430 313,495 NOKIA CORP SPON ADR A ADR 654902204 82 5,616 X 2 5,616 NORAM ENERGY SUB CONV CV BND 655419AC3 18 1,629 X 1 1,629 NORDSTROM INC COMMON 655664100 502 25,214 X 1 14,186 11,028 NORTEL NETWORKS CORP COMMON 656568508 29 X 1 29 NORTEL NETWORKS CORP CV BND 656568AE2 154 3,541,781 X 1 3,431,625 10,313 99,844 NORTEL NETWORKS CORP CV BND 656568AE2 17 386,875 X 2 386,875 NORTEL NETWORKS CVT CV BND 656568AF9 6 135,938 X 1 135,938 NORTEL NETWORKS CVT CV BND 656568AF9 4,688 X 2 4,688 NORTHERN TR CORP COMMON 665859104 47 878 X 1 878 NORTHROP GRUMMAN CORP COMMON 666807102 36,003 788,154 X 1 671,643 116,511 NORTHROP GRUMMAN CORP COMMON 666807102 89 1,951 X 2 1,951 NORTHWEST PIPE COMPANY COMMON 667746101 3,469 99,805 X 1 99,805 NORTHWESTERN CORP COMMON 668074305 8,712 382,766 X 1 342,763 40,003 NOVARTIS AG SPON ADR ADR 66987V109 760 18,640 X 1 17,390 1,250 NRG ENERGY INC COMMON 629377508 4,703 181,174 X 1 131,077 50,097 NRG ENERGY INC COMMON 629377508 347 13,365 X 2 13,365 NTELOS HOLDINGS CORP COMMON 67020Q107 2,925 158,811 X 1 158,811 NUANCE COMMUNICATIONS INC COMMON 67020Y100 2 138 X 1 138 NUVASIVE INC COMMON 670704105 2,998 67,230 X 1 67,230 O CHARLEYS INC COMMON 670823103 333 35,987 X 2 35,987 O CHARLEYS INC COMMON 670823103 4,122 445,569 X 1 293,153 152,416 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 5,503 754,913 X 1 673,687 81,226 OCCIDENTAL PETE COMMON 674599105 16,506 250,820 X 1 89,602 4,929 156,289 OCEANEERING INTL INC COMMON 675232102 16,687 369,187 X 1 339,507 29,680 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 4,550 113,806 X 1 93,341 20,465 OFFICE DEPOT COMMON 676220106 3,439 754,164 X 1 747,484 6,680 OIL STATES INTERNATIONAL INC COMMON 678026105 152 6,260 X 1 6,260 OLIN COMMON 680665205 252 21,189 X 1 21,189 OMNICARE INC CVT CV BND 681904AL2 15,495 601,504 X 1 427,291 49,918 124,294 OMNICARE INC CVT CV BND 681904AL2 1,864 72,369 X 2 72,369 ON SEMICONDUCTOR CORPORATION COMMON 682189105 17,198 2,507,030 X 1 1,989,869 517,161 ON SEMICONDUCTOR CORPORATION COMMON 682189105 579 84,375 X 2 84,375 ONEOK INC COMMON 682680103 10,955 371,490 X 1 252,765 118,725 ONEOK INC COMMON 682680103 829 28,109 X 2 28,109 ONYX PHARMACEUTICALS COMMON 683399109 2,319 82,046 X 1 82,046 ORACLE CORP COMMON 68389X105 184,620 8,619,062 X 1 4,213,334 44,667 4,361,061 ORACLE CORP COMMON 68389X105 1,140 53,202 X 2 53,202 ORBITAL SCIENCES CORP COMMON 685564106 2,964 195,363 X 1 195,363 OREILLY AUTOMOTIVE INC COMMON 686091109 3,768 98,955 X 1 98,955 ORION MARINE GROUP INC COMMON 68628V308 377 19,861 X 2 19,861 ORION MARINE GROUP INC COMMON 68628V308 7,818 411,470 X 1 326,238 85,232 OSI PHARMACEUTICALS INC COMMON 671040103 1,765 62,528 X 1 62,528 OWENS-ILLINOIS INC COMMON 690768403 835 29,822 X 2 29,822 OWENS-ILLINOIS INC COMMON 690768403 90,147 3,218,396 X 1 2,880,604 31,083 306,709 P G & E CORP COMMON 69331C108 85 2,219 X 2 2,219 P G & E CORP COMMON 69331C108 43,900 1,142,031 X 1 797,925 6,019 338,087 PACTIV CORP COMMON 695257105 8,797 405,414 X 1 124,718 7,547 273,149 PALM INC COMMON 696643105 2,928 176,735 X 1 176,735 PANERA BREAD CO CL A COMMON 69840W108 2,289 45,905 X 1 45,905 PENN NATIONAL GAMING INC COMMON 707569109 693 23,799 X 2 23,799 PENN NATIONAL GAMING INC COMMON 707569109 24,347 836,370 X 1 688,210 148,160 PENN VIRGINIA CORP COMMON 707882106 22,437 1,370,616 X 1 1,134,612 236,004 PENN VIRGINIA CORP COMMON 707882106 496 30,297 X 2 30,297 PENN VIRGINIA CORP CVT CV BND 707882AA4 3,093 188,970 X 1 138,701 15,983 34,286 PENN VIRGINIA CORP CVT CV BND 707882AA4 414 25,281 X 2 25,281 PENSKE AUTO GROUP INC COMMON 70959W103 253 15,191 X 1 12,570 2,621 PEOPLES UNITED FINANCIAL INC COMMON 712704105 580 38,578 X 2 38,578 PEOPLES UNITED FINANCIAL INC COMMON 712704105 7,256 482,423 X 1 317,185 165,238 PEPSI BOTTLING GROUP INC COMMON 713409100 26,909 795,194 X 1 679,382 115,812 PEPSI BOTTLING GROUP INC COMMON 713409100 65 1,931 X 2 1,931 PEPSICO INC COMMON 713448108 15,042 273,684 X 1 237,349 36,335 PEPSICO INC COMMON 713448108 33 608 X 2 608 PEROT SYSTEMS CORP CL A COMMON 714265105 12,708 886,812 X 1 795,785 91,027 PERRIGO CO COMMON 714290103 1,136 40,878 X 2 40,878 PERRIGO CO COMMON 714290103 33,846 1,218,343 X 1 967,795 250,548 PETROHAWK ENERGY CORP COMMON 716495106 307 13,775 X 2 13,775 PETROHAWK ENERGY CORP COMMON 716495106 50,652 2,271,368 X 1 1,149,521 10,612 1,111,235 PETROLEO BRASILEIRO S A ADR ADR 71654V408 377 9,188 X 1 9,188 PETSMART INC COMMON 716768106 9,806 456,945 X 1 456,945 PFIZER INC COMMON 717081103 106 7,067 X 2 7,067 PFIZER INC COMMON 717081103 75,037 5,002,456 X 1 2,973,294 47,004 1,982,158 PHASE FORWARD INC COMMON 71721R406 3,200 211,763 X 1 211,763 PHH CORP COMMON 693320202 28,813 1,584,850 X 1 1,282,235 302,615 PHH CORP COMMON 693320202 819 45,038 X 2 45,038 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 377 8,647 X 1 8,147 500 PHILLIPS-VAN HEUSEN COMMON 718592108 3,514 122,485 X 1 122,485 PIMCO INCOME OPPORTUNITY FUN Closed E 72202B100 1 X 1 1 PINNACLE ENTERTAINMENT INC COMMON 723456109 2,295 246,991 X 1 246,991 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 40 1,584 X 2 1,584 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 1,716 67,286 X 1 11,777 1,377 54,132 PIPER JAFFRAY COS COMMON 724078100 1 26 X 1 26 PLUM CREEK TIMBER CO INC COMMON 729251108 8 274 X 1 274 PNC FINANCIAL SERVICES COMMON 693475105 75 1,932 X 2 1,932 PNC FINANCIAL SERVICES COMMON 693475105 33,558 864,666 X 1 647,020 3,913 213,733 POLARIS INDUSTRIES INC COMMON 731068102 2,775 86,393 X 1 86,393 POLYPORE INTERNATIONAL INC COMMON 73179V103 2,953 265,573 X 1 237,678 27,895 PORTA SYSTEMS CORP COMMON 735647406 13 X 1 13 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 18,866 968,456 X 1 834,311 134,145 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 240 12,315 X 2 12,315 POTLATCH HOLDINGS INC COMMON 737630103 679 27,936 X 2 27,936 POTLATCH HOLDINGS INC COMMON 737630103 22,472 925,170 X 1 745,145 180,025 POWER INTEGRATIONS INC COMMON 739276103 2,544 106,943 X 1 106,943 POWERSHARES VRDO TAX-FREE WK Exchange 73936T433 100 4,000 X 1 4,000 PPL CORPORATION COMMON 69351T106 35 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 84,620 1,190,656 X 1 658,689 8,317 523,650 PRAXAIR INC COMMON 74005P104 494 6,946 X 2 6,946 PRECISION CASTPARTS COMMON 740189105 74,159 1,015,454 X 1 505,810 7,013 502,631 PRECISION CASTPARTS COMMON 740189105 474 6,491 X 2 6,491 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 1,812 43,482 X 1 25,739 8,060 9,683 PRICELINE.COM INC COMMON 741503403 483 4,329 X 2 4,329 PRICELINE.COM INC COMMON 741503403 79,702 714,494 X 1 435,027 799 278,668 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 150 7,971 X 1 6,595 1,376 PROASSURANCE CORP COMMON 74267C106 7,052 152,597 X 1 136,286 16,311 PROCTER & GAMBLE COMMON 742718109 863 16,896 X 1 8,507 3,360 5,029 PROGRESS SOFTWARE CORP COMMON 743312100 6,496 306,855 X 1 273,965 32,890 PROSHARES ULTRASHORT 20+Y TR Exchange 74347R297 270 5,300 X 1 5,300 PROSHARES ULTRASHORT LEH 7 Exchange 74347R313 594 10,500 X 1 10,500 PROSPERITY BANCSHARES INC COMMON 743606105 13,265 444,683 X 1 397,576 47,107 PRUDENTIAL FINANCIAL INC COMMON 744320102 7,873 211,519 X 1 71,001 4,334 136,184 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 14,670 645,108 X 1 645,108 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 91 2,804 X 2 2,804 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 46,589 1,427,802 X 1 1,028,193 6,326 393,283 PULTE CORP COMMON 745867101 2,732 309,393 X 1 309,393 QUAKER CHEMICAL CORP COMMON 747316107 2,613 196,595 X 1 129,643 66,952 QUAKER CHEMICAL CORP COMMON 747316107 220 16,575 X 2 16,575 QUALCOMM INC COMMON 747525103 195,337 4,321,617 X 1 2,352,064 28,221 1,941,332 QUALCOMM INC COMMON 747525103 1,153 25,518 X 2 25,518 QUANTA SERVICES INC COMMON 74762E102 2,480 107,214 X 1 107,214 QUEST SOFTWARE INC COMMON 74834T103 7,438 533,541 X 1 476,842 56,699 QUESTAR CORP COMMON 748356102 8,483 273,112 X 1 182,410 90,702 QUESTAR CORP COMMON 748356102 679 21,862 X 2 21,862 QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 9,735 269,008 X 1 262,171 6,837 QWEST COMMUNICATIONS INT CVT CV BND 749121BY4 2,297 553,580 X 1 441,898 111,336 RALCORP HOLDINGS INC COMMON 751028101 13,021 213,738 X 1 191,069 22,669 RANGE RESOURCES CORP COMMON 75281A109 49,945 1,206,105 X 1 680,942 1,510 523,653 RANGE RESOURCES CORP COMMON 75281A109 337 8,148 X 2 8,148 RAVEN INDUSTRIES INC COMMON 754212108 4,699 183,539 X 1 163,927 19,612 RAYMOND JAMES FINANCIAL INC COMMON 754730109 7,466 433,811 X 1 337,983 95,828 RAYMOND JAMES FINANCIAL INC COMMON 754730109 714 41,481 X 2 41,481 RAYTHEON CO COMMON 755111507 11 238 X 1 238 RAYTHEON COMPANY WARRANTS WTS 755111119 1 135 X 1 135 REGENERON PHARMACEUTICALS COMMON 75886F107 2,406 134,278 X 1 134,278 REINSURANCE GRP OF AMERI-A COMMON 759351604 9,607 275,204 X 1 245,731 29,473 RELIANCE STEEL & ALUMINUM COMMON 759509102 14,856 386,974 X 1 320,641 66,333 RELIANCE STEEL & ALUMINUM COMMON 759509102 331 8,620 X 2 8,620 RESEARCH IN MOTION COMMON 760975102 8,917 125,510 X 1 122,373 3,137 RESMED INC COMMON 761152107 3,386 83,132 X 1 83,132 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 2.192 670,222 X 1 552,333 96,778 21,111 RIVERBED TECHNOLOGY INC COMMON 768573107 7,261 313,125 X 1 313,125 RLI CORPORATION COMMON 749607107 9,901 221,009 X 1 197,604 23,405 ROCK-TENN CO CL A COMMON 772739207 13,861 363,232 X 1 327,373 35,859 ROCKWELL COLLINS COMMON 774341101 1,934 46,340 X 1 46,340 ROGERS CORP COMMON 775133101 324 16,000 X 1 14,287 1,713 ROLLINS INC COMMON 775711104 325 18,749 X 2 18,749 ROLLINS INC COMMON 775711104 32,202 1,860,332 X 1 1,609,377 250,955 ROPER INDUSTRIES INC COMMON 776696106 390 8,611 X 1 8,611 ROSNEFT OJSC-GDR Global D 67812M207 209 38,200 X 1 38,200 ROSS STORES INC COMMON 778296103 312 8,075 X 2 8,075 ROSS STORES INC COMMON 778296103 44,459 1,151,775 X 1 435,180 8,089 708,506 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 46,577 928,022 X 1 786,043 141,979 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 118 2,353 X 2 2,353 RPM INTERNATIONAL INC COMMON 749685103 6,926 493,323 X 1 440,267 53,056 RUBY TUESDAY INC COMMON 781182100 1,433 215,197 X 1 215,197 S & P 500 DEPOSITARY RCPT Exchange 78462F103 713 7,754 X 1 7,754 SALESFORCE.COM INC COMMON 79466L302 3,419 89,575 X 1 89,575 SALLY BEAUTY CO INC COMMON 79546E104 22,177 3,487,016 X 1 2,812,791 674,225 SALLY BEAUTY CO INC COMMON 79546E104 675 106,073 X 2 106,073 SAVVIS INC CV BND 805423AA8 43 X 1 43 SCHERING-PLOUGH COMMON 806605101 155 6,161 X 2 6,161 SCHERING-PLOUGH COMMON 806605101 62,645 2,493,833 X 1 2,126,151 367,682 SCHLUMBERGER LTD COMMON 806857108 44,132 815,598 X 1 343,013 10,589 461,996 SCHLUMBERGER LTD COMMON 806857108 262 4,839 X 2 4,839 SCHOLASTIC CORP COMMON 807066105 10,152 512,997 X 1 458,204 54,793 SCHOOL SPECIALTY INC COMMON 807863105 1,278 63,253 X 1 63,253 SCHWAB CHARLES CORP COMMON 808513105 2,368 135,000 X 1 135,000 SCOTTS MIRACLE-GRO CO COMMON 810186106 7,955 226,951 X 1 225,917 1,034 SEMPRA ENERGY COMMON 816851109 195 3,927 X 1 3,250 677 SEMTECH CORP COMMON 816850101 5,921 372,147 X 1 332,999 39,148 SHERWIN WILLIAMS COMMON 824348106 6,137 114,181 X 1 114,181 SIEMENS AG SPON ADR ADR 826197501 82 1,180 X 2 1,180 SIEMENS AG SPON ADR ADR 826197501 33,147 479,078 X 1 405,596 73,482 SIGNATURE BANK COMMON 82669G104 18,525 683,087 X 1 621,465 61,622 SILICON LABS INC COMMON 826919102 6,314 166,413 X 1 166,413 SIMON PROPERTY GROUP INC COMMON 828806109 9,374 182,268 X 1 182,268 SINCLAIR BROADCAST GROUP CV BND 829226AW9 4,759 2,453,334 X 1 1,305,242 464,122 683,970 SINCLAIR BROADCAST GROUP CVT CV BND 829226AU3 4,185 2,157,116 X 1 1,778,047 110,860 268,209 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 34 X 1 34 SMART BALANCE INC COMMON 83169Y108 2,345 344,324 X 1 344,324 SMITH INTL COMMON 832110100 84 3,257 X 2 3,257 SMITH INTL COMMON 832110100 34,952 1,357,366 X 1 1,160,814 196,552 SMURFIT-STONE CONTAINER CORP COMMON 832727101 9 50,000 X 1 50,000 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SOLERA HOLDINGS INC COMMON 83421A104 3,258 128,269 X 1 128,269 SOTHEBYS COMMON 835898107 725 51,385 X 1 51,385 SOUTHWEST BANCORP INC OKLA COMMON 844767103 5,005 512,838 X 1 458,177 54,661 SOUTHWESTERN ENERGY CO COMMON 845467109 100,463 2,585,925 X 1 1,420,941 12,554 1,152,430 SOUTHWESTERN ENERGY CO COMMON 845467109 708 18,221 X 2 18,221 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 1,260 35,170 X 2 35,170 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 16,317 455,567 X 1 441,118 5,661 8,789 SPARTAN STORES INC COMMON 846822104 361 29,126 X 2 29,126 SPARTAN STORES INC COMMON 846822104 15,052 1,212,914 X 1 1,002,663 210,251 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 61,633 1,751,432 X 1 1,751,432 SPDR BARCLAYS CAPITAL MUNICIPA Exchange 78464A458 5,846 265,500 X 1 265,500 SPDR GOLD TRUST Exchange 78463V107 91 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 2,390 141,249 X 1 141,249 SRA INTL INC CL A COMMON 78464R105 6,886 392,131 X 1 350,127 42,004 ST JUDE MEDICAL INC COMMON 790849103 59,160 1,439,407 X 1 591,461 15,810 832,136 ST JUDE MEDICAL INC COMMON 790849103 442 10,755 X 2 10,755 STANDARD PARKING CORP COMMON 853790103 17,118 1,050,810 X 1 939,351 111,459 STANLEY INC COMMON 854532108 2,629 79,971 X 1 79,971 STANLEY WORK CVT PFD CV PFD 854616208 2 62 X 1 62 STARBUCKS CORP COMMON 855244109 11,269 811,309 X 1 389,465 13,006 408,838 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 269 12,106 X 2 12,106 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 44,502 2,004,602 X 1 920,855 12,971 1,070,776 STATE STREET CORP COMMON 857477103 46,399 983,039 X 1 840,999 142,040 STATE STREET CORP COMMON 857477103 115 2,437 X 2 2,437 STEEL DYNAMICS INC COMMON 858119100 4,162 282,527 X 1 282,527 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,181 79,772 X 2 79,772 STEEL DYNAMICS INC CVT CV BND 858119AP5 4,723 319,089 X 1 304,274 14,815 STERICYCLE INC COMMON 858912108 2,600 50,462 X 1 50,462 STERLING BANCSHARES INC TX COMMON 858907108 11,691 1,846,922 X 1 1,650,030 196,892 STIFEL FINANCIAL CORP COMMON 860630102 24,761 514,896 X 1 448,174 66,722 STRYKER CORP COMMON 863667101 56 1,400 X 1 1,400 SUN HEALTHCARE GROUP COMMON 866933401 2,081 246,597 X 1 246,597 SUNOCO INC COMMON 86764P109 120 5,175 X 1 5,175 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 3,230 127,081 X 1 127,081 SYBASE INC COMMON 871130100 10,761 343,373 X 1 306,702 36,671 SYNAPTICS INC COMMON 87157D109 2,527 65,392 X 1 65,392 SYSCO CORP COMMON 871829107 34 1,500 X 1 1,500 TALISMAN ENERGY INC COMMON 87425E103 158 11,067 X 1 11,067 TARGET CORP COMMON 87612E106 18,291 463,416 X 1 145,834 8,908 308,674 TEAM INC COMMON 878155100 4,879 311,387 X 1 278,036 33,351 TECK COMINCO LTD-CL B COMMON 878742204 2,637 165,436 X 1 165,436 TEKELEC COMMON 879101103 13,209 784,867 X 1 701,602 83,265 TELEDYNE TECHNOLOGIES INC COMMON 879360105 12,534 382,707 X 1 341,714 40,993 TELEFLEX INC COMMON 879369106 19,691 439,237 X 1 360,986 78,251 TELEFLEX INC COMMON 879369106 498 11,098 X 2 11,098 TELLABS INC COMMON 879664100 3,662 639,175 X 1 639,175 TENNANT CO COMMON 880345103 3,749 203,884 X 1 182,135 21,749 TERADATA CORP COMMON 88076W103 688 29,357 X 2 29,357 TERADATA CORP COMMON 88076W103 20,030 854,887 X 1 677,601 177,286 TERADYNE INC COMMON 880770102 7,916 1,153,871 X 1 1,030,353 123,518 TERADYNE INC CVT CV BND 880770AE2 1,817 264,840 X 1 264,840 TEREX CORP COMMON 880779103 289 23,934 X 1 23,934 TESCO CORP COMMON 88157K101 3,092 389,480 X 1 389,480 TETRA TECH INC COMMON 88162G103 6,164 215,139 X 1 215,139 TETRA TECHNOLOGIES INC COMMON 88162F105 150 18,800 X 1 18,800 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 134 2,716 X 1 2,630 86 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 3,164 290,018 X 1 290,018 THE BRINKS CO COMMON 109696104 19,077 657,162 X 1 529,759 127,403 THE BRINKS CO COMMON 109696104 572 19,695 X 2 19,695 THE BUCKLE INC COMMON 118440106 2,725 85,773 X 1 13,914 5,704 66,155 THE DIRECTV GROUP INC COMMON 25459L106 125 5,075 X 2 5,075 THE DIRECTV GROUP INC COMMON 25459L106 53,125 2,149,926 X 1 1,835,909 314,017 THE GEO GROUP INC COMMON 36159R103 7,003 376,896 X 1 336,537 40,359 THE WALT DISNEY CO COMMON 254687106 23 1,000 X 1 1,000 TIDEWATER COMMON 886423102 23,710 553,072 X 1 468,149 84,923 TIDEWATER COMMON 886423102 62 1,441 X 2 1,441 TIME WARNER CABLE CL A COMMON 88732J207 29,898 944,060 X 1 810,372 133,688 TIME WARNER CABLE CL A COMMON 88732J207 69 2,167 X 2 2,167 TIME WARNER INC COMMON 887317303 44,433 1,763,916 X 1 1,104,606 15,499 643,811 TIME WARNER INC COMMON 887317303 68 2,685 X 2 2,685 TJX COMPANIES INC COMMON 872540109 12,099 384,593 X 1 377,718 6,875 TOTAL FINA ELF SA -SP ADR ADR 89151E109 163 3,007 X 2 3,007 TOTAL FINA ELF SA -SP ADR ADR 89151E109 64,115 1,182,279 X 1 1,000,029 182,250 TRANSOCEAN INC CVT CV BND 893830AV1 3,523 47,418 X 1 42,970 178 4,270 TRANSOCEAN INC CVT CV BND 893830AV1 427 5,753 X 2 5,753 TRANSOCEAN INC CVT CV BND 893830AW9 15,626 210,343 X 1 198,659 3,321 8,363 TRANSOCEAN INC CVT CV BND 893830AW9 2,672 35,972 X 2 35,972 TRANSOCEAN LTD COMMON H8817H100 878 11,814 X 1 11,410 404 TRAVELERS COS INC/THE COMMON 89417E109 91 2,228 X 2 2,228 TRAVELERS COS INC/THE COMMON 89417E109 50,983 1,242,284 X 1 898,816 6,291 337,177 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 11,400 2,146,834 X 1 1,917,833 229,001 TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 4,596 406,697 X 1 406,697 TTM TECHNOLOGIES COMMON 87305R109 4,992 627,152 X 1 560,534 66,618 TUESDAY MORNING CORP COMMON 899035505 1,741 516,743 X 1 332,920 183,823 TUESDAY MORNING CORP COMMON 899035505 135 40,130 X 2 40,130 TYLER TECHNOLOGIES INC COMMON 902252105 3,396 217,411 X 1 217,411 UGI CORP COMMON 902681105 35,576 1,395,669 X 1 1,149,193 246,476 UGI CORP COMMON 902681105 843 33,066 X 2 33,066 UIL HLDGS CORP COMMON 902748102 11,374 506,640 X 1 452,528 54,112 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,635 149,956 X 1 149,956 UNDER ARMOUR INC-CLASS A COMMON 904311107 3,049 136,222 X 1 136,222 UNION PACIFIC COMMON 907818108 457 8,783 X 2 8,783 UNION PACIFIC COMMON 907818108 76,596 1,471,308 X 1 774,908 6,886 689,514 UNITED ONLINE INC COMMON 911268100 3,635 558,387 X 1 499,134 59,253 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 3,760 579,353 X 1 577,767 1,224 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 41 6,328 X 2 6,328 UNITED RENTALS NORTH AM CV BND 911365AH7 98 15,119 X 2 15,119 UNITED RENTALS NORTH AM CV BND 911365AH7 794 122,329 X 1 98,504 23,824 UNITED TECHNOLOGIES COMMON 913017109 13,120 252,501 X 1 63,021 2,513 186,967 UNITEDHEALTH GROUP COMMON 91324P102 45,787 1,832,954 X 1 1,342,855 6,445 483,654 UNITEDHEALTH GROUP COMMON 91324P102 97 3,882 X 2 3,882 URBAN OUTFITTERS INC COMMON 917047102 6,381 305,741 X 1 305,741 URS CORP COMMON 903236107 61,811 1,248,193 X 1 545,106 7,594 695,493 URS CORP COMMON 903236107 394 7,951 X 2 7,951 US BANCORP COMMON 902973304 75 4,182 X 2 4,182 US BANCORP COMMON 902973304 32,494 1,813,278 X 1 1,340,347 10,730 462,201 US STEEL CORP CVT CV BND 912909AE8 39,244 1,098,038 X 1 1,098,038 VALE SA-SP ADR ADR 91912E105 5,075 287,869 X 1 287,869 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 62,372 2,425,032 X 1 2,119,135 62,951 242,946 VALEANT PHARMACY CVT CV BND 91911XAD6 766 29,799 X 2 29,799 VALEANT PHARMACY CVT CV BND 91911XAD6 124,402 4,836,777 X 1 3,888,086 146,622 802,070 VALERO ENERGY CORP COMMON 91913Y100 126 7,471 X 1 7,471 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 2,074 175,572 X 1 136,077 5,665 33,830 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 502 42,521 X 2 42,521 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 507 21,124 X 2 21,124 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 9,485 395,385 X 1 307,856 87,529 VERIZON COMMUNICATIONS COMMON 92343V104 1,351 43,956 X 1 43,956 VERTEX PHARMACEUTICALS CV BND 92532FAM2 6,383 177,449 X 1 177,449 VERTEX PHARMACEUTICALS INC COMMON 92532F100 156,570 4,393,106 X 1 4,243,876 52,532 96,698 VISA INC-CLASS A SHRS COMMON 92826C839 991 15,917 X 2 15,917 VISA INC-CLASS A SHRS COMMON 92826C839 145,771 2,341,326 X 1 1,244,672 12,753 1,083,901 VISHAY INTERTECHNOLOGY INC COMMON 928298108 3,403 501,205 X 1 447,606 53,599 VISTAPRINT LTD COMMON G93762204 3,090 72,448 X 1 72,448 VOCUS INC COMMON 92858J108 2,159 109,247 X 1 109,247 VODAFONE GROUP PLC ADR 92857W209 5 262 X 1 262 VOLCANO CORP COMMON 928645100 2,740 195,997 X 1 195,997 VULCAN MATER COMMON 929160109 103 2,395 X 1 1,981 414 WABTEC COMMON 929740108 9,361 290,989 X 1 267,776 23,213 WAL-MART STORES INC COMMON 931142103 44,158 911,593 X 1 556,051 7,520 348,022 WAL-MART STORES INC COMMON 931142103 65 1,348 X 2 1,348 WALGREEN CO COMMON 931422109 30,267 1,029,496 X 1 352,970 19,339 657,187 WASTE CONNECTIONS INC COMMON 941053100 17,869 689,653 X 1 627,237 62,416 WATSON PHARMACEUTICALS CV BND 942683AC7 1,581 46,941 X 1 46,941 WEATHERFORD INTL COMMON H27013103 2,314 118,307 X 1 118,307 WEB.COM GROUP INC COMMON 94733A104 4,309 765,298 X 1 500,404 264,894 WEB.COM GROUP INC COMMON 94733A104 345 61,250 X 2 61,250 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 35,917 1,480,485 X 1 1,480,485 WELLS FARGO COMPANY COMMON 949746101 885 36,482 X 2 36,482 WELLS FARGO COMPANY COMMON 949746101 181,585 7,484,939 X 1 4,400,394 49,376 3,035,169 WEST PHARMACEUTICALS SVCS COMMON 955306105 9,809 281,464 X 1 251,624 29,840 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,144 2,986,908 X 1 2,963,959 22,949 WESTERN WIND ENERGY CORP COMMON 95988Q108 20 21,950 X 1 21,950 WESTFIELD FINANCIAL INC COMMON 96008P104 7,125 786,421 X 1 704,851 81,570 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 25,147 4,882,975 X 1 4,856,100 26,875 WEYERHAEUSER CO COMMON 962166104 24,452 803,551 X 1 681,266 122,285 WEYERHAEUSER CO COMMON 962166104 68 2,251 X 2 2,251 WHIRLPOOL CORP COMMON 963320106 3,353 78,778 X 1 78,778 WILEY JOHN & SONS CL A COMMON 968223206 19,622 590,131 X 1 526,980 63,151 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 2,114 135,426 X 1 135,426 WR BERKLEY CORP COMMON 084423102 542 25,266 X 2 25,266 WR BERKLEY CORP COMMON 084423102 15,814 736,582 X 1 582,708 153,874 WRIGHT EXPRESS CORP COMMON 98233Q105 559 21,961 X 2 21,961 WRIGHT EXPRESS CORP COMMON 98233Q105 17,758 697,205 X 1 556,468 140,737 WYETH CO COMMON 983024100 96 2,108 X 2 2,108 WYETH CO COMMON 983024100 34,775 766,141 X 1 644,677 121,464 WYNDHAM WORLDWIDE CORP COMMON 98310W108 327 27,018 X 2 27,018 WYNDHAM WORLDWIDE CORP COMMON 98310W108 10,824 893,034 X 1 725,282 167,752 WYNN RESORTS LTD COMMON 983134107 2,826 80,054 X 1 80,054 XL CAPITAL LTD CL A COMMON G98255105 209 18,197 X 1 15,058 3,139 XTO ENERGY INC COMMON 98385X106 409 10,718 X 2 10,718 XTO ENERGY INC COMMON 98385X106 63,740 1,671,216 X 1 785,807 16,765 868,644 ZENITH NATIONAL INSURANCE CP COMMON 989390109 5,918 272,231 X 1 243,437 28,794 ZTEST ELECTRONICS INC COMMON 989930102 3 X 1 3 ZTEST ELECTRONICS INC-CL A COMMON 989930201 3 X 1 3 COLUMN TOTALS 12,076,489
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