-----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, HxLpAzbRwlRDKsOxSOHpugOIWsb3o+zxxAxexgNGMkCzYbn/7zECyaTwMETcIUcc L7wjQXNogAh33p+fIwBSOg== 0000312348-09-000147.txt : 20091116 0000312348-09-000147.hdr.sgml : 20091116 20091116153915 ACCESSION NUMBER: 0000312348-09-000147 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 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: 091186475 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: 9/30/09 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 11/16/09 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: 1054 Form 13F Information Table Value Total: $ 14,514,834 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 09/30/09 PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 09/30/09 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 (000) --------- --------- --------- 3M CO COMMON 88579Y101 440 5,966 X 2 5,966 3M CO COMMON 88579Y101 42,916 581,515 X 1 249,845 1,053 330,617 ABB LTD SPON ADR ADR 000375204 90 4,467 X 2 4,467 ABB LTD SPON ADR ADR 000375204 33,022 1,647,795 X 1 1,437,348 210,447 ABBOTT LABS COMMON 002824100 343 6,930 X 1 6,930 ABERCROMBIE & FITCH CO CL A COMMON 002896207 14,871 452,273 X 1 131,531 10,636 310,106 ABM INDUSTRIES INC COMMON 000957100 15,911 756,247 X 1 681,074 75,173 ACCENTURE LTD CL A COMMON G1151C101 2,065 55,407 X 1 2,578 52,829 ACCO BRANDS CORP COMMON 00081T108 1,856 257,042 X 1 257,042 ACE LTD COMMON H0023R105 224 4,193 X 1 4,193 ACTIVISION BLIZZARD INC COMMON 00507V109 12,957 1,045,775 X 1 309,502 24,448 711,825 ACTUANT CORP CL A COMMON 00508X203 22,865 1,423,745 X 1 1,157,354 266,391 ACTUANT CORP CL A COMMON 00508X203 632 39,338 X 2 39,338 ADC TELECOMMUNICATIONS INC COMMON 000886309 7,368 883,473 X 1 790,149 93,324 ADELPHIA RECOVERY TRUST COMMON 00685R409 45 2,268,646 X 1 2,268,646 ADTRAN INC COMMON 00738A106 11,311 460,724 X 1 412,586 48,138 ADVANCED MAGNETICS INC COMMON 00163U106 2,404 55,030 X 1 55,030 ADVANCED MICRO DEVICES CV BND 007903AL1 1,304 230,413 X 1 182,336 44,516 3,561 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 141 24,839 X 2 24,839 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 12,090 2,136,115 X 1 2,095,132 38,003 2,981 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 22,489 1,517,487 X 1 1,412,466 14,500 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 193 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 11,376 408,777 X 1 116,361 7,739 284,677 AFFILIATED MANAGERS GROUP COMMON 008252108 2,632 40,491 X 1 40,491 AFFYMETRIX INC CV BND 00826TAG3 19,139 2,179,787 X 1 2,108,076 34,726 36,984 AFFYMETRIX INC CV BND 00826TAG3 737 83,994 X 2 83,994 AFLAC INC COMMON 001055102 268 6,282 X 1 6,282 AIR PRODS & CHEM COMMON 009158106 192 2,480 X 1 2,480 AIRGAS INC COMMON 009363102 239 4,939 X 1 4,088 851 AIRMEDIA GROUP INC-ADR ADR 009411109 785 106,854 X 1 106,854 ALBANY INTL CORP-CL A COMMON 012348108 13,058 673,072 X 1 601,673 71,399 ALBERTO CULVER CO NEW COMMON 013078100 253 9,157 X 2 9,157 ALBERTO CULVER CO NEW COMMON 013078100 13,845 500,170 X 1 422,440 77,730 ALEXION PHARMACEUTICALS INC COMMON 015351109 5,851 131,366 X 1 131,366 ALLEGHENY ENERGY INC COMMON 017361106 39,668 1,495,782 X 1 1,280,893 214,889 ALLEGHENY ENERGY INC COMMON 017361106 94 3,558 X 2 3,558 ALLERGAN INC COMMON 018490102 14,232 250,741 X 1 62,766 5,069 182,906 ALLETE INC COMMON 018522300 23,930 712,831 X 1 581,760 131,071 ALLETE INC COMMON 018522300 639 19,035 X 2 19,035 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 5,577 91,303 X 1 59,763 31,540 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 456 7,469 X 2 7,469 ALLOY INC COMMON 019855303 3,763 555,828 X 1 477,090 78,738 ALLSTATE CORP COMMON 020002101 3 100 X 1 100 ALTRA HOLDINGS INC COMMON 02208R106 7,368 658,437 X 1 588,563 69,874 ALTRIA GROUP INC COMMON 02209S103 19 1,075 X 1 575 500 AMAZON.COM INC COMMON 023135106 117,302 1,256,450 X 1 697,582 4,452 554,416 AMAZON.COM INC COMMON 023135106 844 9,037 X 2 9,037 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,337 720,199 X 1 643,897 76,302 AMERICAN 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864,097 APPLIED MATERIALS COMMON 038222105 92 6,856 X 2 6,856 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 3,988 399,207 X 1 356,916 42,291 APPLIED SIGNAL TECHNOLOGY INC COMMON 038237103 3,467 148,969 X 1 148,969 ARBITRON INC COMMON 03875Q108 7,872 379,199 X 1 338,981 40,218 ARCELOR MITTAL COMMON 03938L104 27,392 737,522 X 1 663,524 73,998 ARCELOR MITTAL COMMON 03938L104 55 1,479 X 2 1,479 ARCELORMITTAL CVT CV BND 03938LAK0 9,855 265,340 X 1 265,340 ARCH CAPITAL GROUP LTD COMMON G0450A105 33 494 X 1 494 ARCSIGHT INC COMMON 039666102 1,886 78,368 X 1 78,368 ARENA RESOURCES INC COMMON 040049108 15,550 438,020 X 1 402,346 35,674 ARIBA INC COMMON 04033V203 3,751 323,387 X 1 323,387 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 20,739 601,837 X 1 498,304 103,533 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 499 14,484 X 2 14,484 ASBURY AUTOMOTIVE GROUP COMMON 043436104 1,279 100,841 X 1 100,841 ASHLAND INC COMMON 044209104 10 229 X 2 229 ASHLAND INC COMMON 044209104 84 1,952 X 1 1,952 ASKEMNOW 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1,178,740 1,080 60 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 232 13,700 X 2 13,700 BANK OF NEW YORK MELLON CORP COMMON 064058100 96 3,317 X 2 3,317 BANK OF NEW YORK MELLON CORP COMMON 064058100 39,623 1,366,766 X 1 1,172,816 193,950 BANK OF THE OZARKS COMMON 063904106 12,857 484,607 X 1 433,606 51,001 BANKAMERICA CORP COMMON 060505104 553 32,666 X 2 32,666 BANKAMERICA CORP COMMON 060505104 148,398 8,770,591 X 1 6,271,109 51,221 2,448,261 BAXTER INTL COMMON 071813109 772 13,544 X 1 7,698 5,846 BECTON DICKINSON & CO COMMON 075887109 6 84 X 1 84 BED BATH & BEYOND INC COMMON 075896100 3,451 91,938 X 1 15,913 76,025 BELO CORP-A COMMON 080555105 3,766 696,146 X 1 696,146 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 33,758 10,159 X 1 8,656 1,503 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 86 26 X 2 26 BERRY PETROLEUM CO-CL A COMMON 085789105 10,165 379,583 X 1 338,720 40,863 BHIT INC COMMON 05550A100 420 X 1 420 BIG LOTS INC COMMON 089302103 7,338 293,283 X 1 192,737 100,546 BIG LOTS 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HORTON INC COMMON 23331A109 3,502 306,885 X 1 304,538 2,347 DANAHER CORP COMMON 235851102 420 6,240 X 1 2,000 4,240 DARLING INTERNATIONAL INC COMMON 237266101 7,367 1,002,256 X 1 895,688 106,568 DAVITA INC COMMON 23918K108 143 2,519 X 1 2,083 436 DEALERTRACK HOLDINGS INC COMMON 242309102 3,679 194,541 X 1 194,541 DELEK US HOLDINGS INC COMMON 246647101 2,016 235,291 X 1 152,928 82,363 DELEK US HOLDINGS INC COMMON 246647101 165 19,227 X 2 19,227 DELTA AIR LINES INC COMMON 247361702 1,549 172,925 X 1 172,925 DELTIC TIMBER CORP COMMON 247850100 4,129 90,213 X 1 80,656 9,557 DEMANDTEC INC COMMON 24802R506 2,616 296,302 X 1 296,302 DENTSPLY INTERNATIONAL INC COMMON 249030107 5,498 159,170 X 1 104,455 54,715 DENTSPLY INTERNATIONAL INC COMMON 249030107 448 12,963 X 2 12,963 DESARROLLADORA HOMEX-ADR ADR 25030W100 8,363 222,024 X 1 217,974 4,050 DEVELOPERS DIVERS REALTY COMMON 251591103 3,334 360,772 X 1 360,772 DEVON ENERGY CORP COMMON 25179M103 179 2,652 X 1 2,652 DEXCOM INC COMMON 252131107 2,643 333,352 X 1 333,352 DG FASTCHANNEL INC COMMON 23326R109 3,628 173,266 X 1 173,266 DIAMOND FOODS INC COMMON 252603105 3,494 110,157 X 1 110,157 DIANA SHIPPING INC COMMON Y2066G104 199 15,295 X 1 15,295 DICKS SPORTING GOODS INC COMMON 253393102 3,969 177,194 X 1 177,194 DIEBOLD INC COMMON 253651103 3 100 X 1 100 DIGITAL REALTY TRUST INC COMMON 253868103 15,758 344,735 X 1 308,738 35,997 DINEEQUITY INC COMMON 254423106 1,063 42,932 X 1 42,932 DISCOVER FINANCIAL COMMON 254709108 31,575 1,945,467 X 1 1,650,296 295,171 DISCOVER FINANCIAL COMMON 254709108 83 5,097 X 2 5,097 DISCOVERY COMMUNICATIONS INC COMMON 25470F104 2,648 91,647 X 1 91,647 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 65 21,118 X 1 18,634 2,484 DOLAN MEDIA COMPANY COMMON 25659P402 6,973 581,601 X 1 519,707 61,894 DOLLAR FINANCIAL CORP COMMON 256664103 16,236 1,013,458 X 1 907,611 105,847 DOLLAR TREE INC COMMON 256746108 6,676 137,147 X 1 96,147 41,000 DOMINION RES INC VA COMMON 25746U109 8 238 X 1 238 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 5,045 885,060 X 1 694,816 190,244 DOW CHEMICAL COMMON 260543103 613 23,528 X 1 23,528 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 66,635 2,317,751 X 1 1,574,822 13,561 729,368 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 105 3,647 X 2 3,647 DREW INDUSTRIES INC COMMON 26168L205 1,358 62,613 X 1 62,613 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 8,462 2,383,745 X 1 2,380,579 3,166 DRIL-QUIP COMMON 262037104 1,844 37,144 X 1 37,144 DST SYSTEMS COMMON 233326107 7 150 X 1 150 DSW INC- CLASS A COMMON 23334L102 3,821 239,272 X 1 239,272 DUCOMMUN INC COMMON 264147109 7,740 409,313 X 1 366,427 42,886 DUKE ENERGY CORP COMMON 26441C105 4,453 282,899 X 1 282,899 DUPONT E I COMMON 263534109 107 3,342 X 1 1,142 2,200 DWS HIGH INCOME TRUST Closed E 23337C208 1,883 229,414 X 1 228,739 675 DYCOM INDUSTRIES COMMON 267475101 1,799 146,224 X 1 146,224 DYNAMIC MATERIALS CORP COMMON 267888105 7,250 363,247 X 1 324,578 38,669 EAGLE MATERIALS INC COMMON 26969P108 11,825 413,763 X 1 330,969 82,794 EAGLE MATERIALS INC COMMON 26969P108 372 13,006 X 2 13,006 EBAY INC COMMON 278642103 129,860 5,500,221 X 1 3,361,105 5,410 2,133,706 EBAY INC COMMON 278642103 799 33,850 X 2 33,850 ECOLAB INC COMMON 278865100 2,753 59,555 X 1 39,028 7,828 12,699 EDISON INTERNATIONAL COMMON 281020107 131 3,902 X 1 3,228 674 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1,877 26,850 X 1 26,850 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 352 34,153 X 2 34,153 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 7,930 768,429 X 1 683,284 2,404 82,741 EL PASO CORPORATION COMMON 28336L109 1,771 171,636 X 1 52,543 119,093 ELECTRO-OPTICAL SCIENCES INC COMMON 285192100 2,391 249,550 X 1 249,550 EMC CORP COMMON 268648102 78,699 4,618,492 X 1 1,660,642 34,763 2,923,087 EMC CORP COMMON 268648102 560 32,858 X 2 32,858 ENCORE WIRE CORP COMMON 292562105 7,229 323,574 X 1 289,154 34,420 ENDO PHARMAC HLDGS INC COMMON 29264F205 12,096 534,500 X 1 478,082 56,418 ENERGY INCOME AND GROWTH FD Closed E 292697109 38 1,750 X 1 1,750 ENERGY RECOVERY INC COMMON 29270J100 1,982 340,579 X 1 340,579 ENERNOC INC COMMON 292764107 3,340 100,712 X 1 100,712 ENTEGRIS INC COMMON 29362U104 10,277 2,076,078 X 1 1,854,768 221,310 ENTERGY CORP NEW COMMON 29364G103 10,137 126,930 X 1 40,121 2,837 83,972 EPIX PHARMACEUTICALS INC COMMON 26881Q309 115 8,198,376 X 1 7,377,996 50,850 769,530 EPIX PHARMACEUTICALS INC COMMON 26881Q309 1 78,987 X 2 78,987 EQT CORP COMMON 26884L109 111 2,614 X 2 2,614 EQT CORP COMMON 26884L109 47,705 1,119,843 X 1 958,560 161,283 EQUITY RESIDENTIAL COMMON 29476L107 14,122 460,000 X 1 460,000 ERP OPERATING LP CVT CV BND 26884AAV5 1,648 53,688 X 1 53,115 574 ESTEE LAUDER COS CL A COMMON 518439104 73 1,956 X 2 1,956 ESTEE LAUDER COS CL A COMMON 518439104 28,078 757,224 X 1 642,287 114,937 ETHAN ALLEN INTERIORS INC COMMON 297602104 3,171 192,159 X 1 192,159 EURAND NV COMMON N31010106 2,790 184,265 X 1 184,265 EV3 INC COMMON 26928A200 3,640 295,733 X 1 295,733 EVERCORE PARTNERS INC-CL A COMMON 29977A105 3,464 118,536 X 1 118,536 EVEREST RE GROUP LTD COMMON G3223R108 151 1,727 X 1 1,429 298 EXPONENT INC COMMON 30214U102 28 1,000 X 1 1,000 EXPRESS SCRIPTS INC CL A COMMON 302182100 606 7,816 X 2 7,816 EXPRESS SCRIPTS INC CL A COMMON 302182100 98,030 1,263,602 X 1 582,128 7,391 674,083 EXXON MOBIL CORP COMMON 30231G102 94,338 1,374,985 X 1 891,879 11,392 471,714 EXXON MOBIL CORP COMMON 30231G102 151 2,199 X 2 2,199 F5 NETWORKS INC COMMON 315616102 7,678 193,730 X 1 158,730 35,000 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 782 172,603 X 1 169,425 3,178 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 4 930 X 2 930 FERRO CORP COMMON 315405100 10,816 1,215,327 X 1 1,085,502 129,825 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 7,306 523,698 X 1 472,110 51,588 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 46 3,044 X 2 3,044 FIDELITY NATIONAL FINANCIAL I COMMON 31620R105 561 37,221 X 1 24,467 12,754 FIDELITY NATIONAL INFORMATION COMMON 31620M106 494 19,373 X 2 19,373 FIDELITY NATIONAL INFORMATION COMMON 31620M106 5,981 234,446 X 1 154,214 80,232 FIFTH STREET FINANCE CORP COMMON 31678A103 7,509 687,009 X 1 614,138 72,871 FIFTH THIRD BANCORP COMMON 316773100 3,103 306,276 X 1 204,932 101,344 FIFTH THIRD BANCORP COMMON 316773100 241 23,769 X 2 23,769 FIRST HORIZON NATIONAL CORP COMMON 320517105 551 41,614 X 2 41,614 FIRST HORIZON NATIONAL CORP COMMON 320517105 17,584 1,329,083 X 1 1,067,217 261,866 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FIRST SECURITY GROUP INC COMMON 336312103 841 218,543 X 1 123,535 95,008 FLEXTRONICS INTL LTD CV BND 33938EAL1 775 103,704 X 2 103,704 FLEXTRONICS INTL LTD CV BND 33938EAL1 642 85,990 X 1 75,362 10,628 FLOWERS FOODS INC COMMON 343498101 11,865 451,326 X 1 404,213 47,113 FLOWSERVE CORP COMMON 34354P105 106,679 1,082,598 X 1 496,329 5,431 580,838 FLOWSERVE CORP COMMON 34354P105 716 7,263 X 2 7,263 FLUOR CORP NEW COMMON 343412102 285 5,595 X 2 5,595 FLUOR CORP NEW COMMON 343412102 28,425 558,991 X 1 215,119 987 342,885 FMC TECHNOLOGIES INC COMMON 30249U101 71,377 1,366,327 X 1 839,991 1,394 524,942 FMC TECHNOLOGIES INC COMMON 30249U101 422 8,081 X 2 8,081 FOCUS MEDIA HOLDING-ADR ADR 34415V109 4,295 389,050 X 1 389,050 FORD MOTOR CO COMMON 345370860 11,133 1,544,093 X 1 1,544,093 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 39 5,367 X 2 5,367 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 75,613 10,487,221 X 1 10,462,384 8,969 15,867 FORESTAR GROUP INC COMMON 346233109 1,059 61,639 X 2 61,639 FORESTAR GROUP INC COMMON 346233109 31,259 1,819,507 X 1 1,446,510 372,997 FORTRESS INVESTMENT GRP-CL A COMMON 34958B106 156 30,000 X 1 30,000 FORTUNE BRANDS INC COMMON 349631101 4,113 95,704 X 1 95,704 FOSSIL INC COMMON 349882100 732 25,727 X 2 25,727 FOSSIL INC COMMON 349882100 22,938 806,253 X 1 645,684 160,569 FOSTER WHEELER AG COMMON H27178104 45,200 1,416,485 X 1 1,211,927 204,558 FOSTER WHEELER AG COMMON H27178104 106 3,310 X 2 3,310 FRANKLIN RESOURCES COMMON 354613101 865 8,602 X 2 8,602 FRANKLIN RESOURCES COMMON 354613101 117,484 1,167,832 X 1 532,421 4,867 630,544 FREDDIE MAC COMMON 313400301 241 134,000 X 2 134,000 FREDDIE MAC COMMON 313400301 21,808 12,115,431 X 1 12,115,431 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 581 8,464 X 2 8,464 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 99,163 1,445,313 X 1 781,521 5,133 658,659 FTI CONSULTING CV BND 302941AB5 3 64 X 1 64 FUQI INTERNATIONAL INC COMMON 36102A207 4,205 143,630 X 1 143,630 FX ENERGY INC COMMON 302695101 10 3,000 X 1 3,000 GAFISA SA-ADR ADR 362607301 2,786 91,765 X 1 91,765 GANNETT CO COMMON 364730101 5,588 446,710 X 1 446,710 GAP INC COMMON 364760108 79 3,669 X 2 3,669 GAP INC COMMON 364760108 39,470 1,844,385 X 1 1,631,931 212,454 GEN DYNAMICS COMMON 369550108 4,380 67,796 X 1 49,906 3,971 13,919 GEN MILLS COMMON 370334104 348 5,408 X 1 5,408 GENERAL ELECTRIC COMMON 369604103 112 6,806 X 2 6,806 GENERAL ELECTRIC COMMON 369604103 49,548 3,017,541 X 1 2,313,469 17,465 686,607 GENESCO INC COMMON 371532102 7,774 322,954 X 1 289,448 33,506 GENESEE & WYOMING INC-CL A COMMON 371559105 11,421 376,667 X 1 336,219 40,448 GENOPTIX INC COMMON 37243V100 3,245 93,301 X 1 93,301 GENZYME CORP COMMON 372917104 85 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 11,144 415,819 X 1 272,183 143,636 GEOEYE INC COMMON 37250W108 922 34,395 X 2 34,395 GILEAD SCIENCES INC COMMON 375558103 2,376 51,011 X 1 26,627 9,544 14,840 GLACIER BANCORP INC COMMON 37637Q105 6,622 443,251 X 1 397,084 46,167 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 43 1,100 X 1 200 900 GLOBAL PAYMENTS INC COMMON 37940X102 11,403 244,185 X 1 218,563 25,622 GOLDMAN SACHS GROUP COMMON 38141G104 914 4,957 X 2 4,957 GOLDMAN SACHS GROUP COMMON 38141G104 161,971 878,607 X 1 470,283 6,328 401,996 GOODRICH COMMON 382388106 68 1,243 X 2 1,243 GOODRICH COMMON 382388106 36,361 669,133 X 1 571,842 97,291 GOODYEAR TIRE & RUBBER CO COMMON 382550101 10,246 601,615 X 1 536,872 64,743 GOOGLE INC-CL A COMMON 38259P508 188,408 379,970 X 1 191,397 1,504 187,069 GOOGLE INC-CL A COMMON 38259P508 1,272 2,565 X 2 2,565 GRAFTECH INTL LTD COMMON 384313102 7,417 504,542 X 1 451,024 53,518 GRAINGER W W COMMON 384802104 12,218 136,733 X 1 41,882 3,148 91,703 GRAND CANYON EDUCATION INC COMMON 38526M106 2,883 161,717 X 1 161,717 GREEN MOUNTAIN COFFEE INC COMMON 393122106 3,398 46,012 X 1 46,012 GREENHILL & CO INC COMMON 395259104 4,086 45,611 X 1 45,611 GROUP 1 AUTOMOTIVE INC COMMON 398905109 7,069 263,269 X 1 263,269 GRUPO TELEVISA SA SPON ADR ADR 40049J206 3,807 204,781 X 1 204,781 GSI COMMERCE INC COMMON 36238G102 3,775 195,491 X 1 195,491 GUESS INC COMMON 401617105 16,999 458,928 X 1 372,346 86,582 H & R BLOCK INC COMMON 093671105 34,778 1,892,147 X 1 1,620,235 271,912 H & R BLOCK INC COMMON 093671105 82 4,447 X 2 4,447 HALLIBURTON CO COMMON 406216101 6,061 223,485 X 1 64,484 5,201 153,800 HANCOCK HOLDING CO COMMON 410120109 6,262 166,686 X 1 149,254 17,432 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 10,778 260,772 X 1 233,688 27,084 HARRIS CORP COMMON 413875105 14,635 389,235 X 1 126,261 8,717 254,257 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 264 37,728 X 2 37,728 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 11,096 1,585,106 X 1 1,352,694 232,412 HASBRO INC COMMON 418056107 2,298 82,799 X 1 82,799 HCC INSURANCE HLDG COMMON 404132102 17,875 653,557 X 1 584,983 68,574 HCP INC COMMON 40414L109 86 3,000 X 1 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 146 3,503 X 1 2,898 605 HEALTH MANAGEMENT ASSOC CVT 14 CV BND 421933AJ1 5,732 765,306 X 1 699,830 65,476 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 503 33,560 X 1 33,560 HERCULES OFFSHORE INC COMMON 427093109 223 45,374 X 1 45,374 HESS CORP COMMON 42809H107 40,373 755,200 X 1 648,172 107,028 HESS CORP COMMON 42809H107 94 1,762 X 2 1,762 HEWLETT PACKARD COMMON 428236103 102,569 2,172,605 X 1 1,471,284 14,052 687,269 HEWLETT PACKARD COMMON 428236103 161 3,420 X 2 3,420 HEXCEL CORP COMMON 428291108 3,643 318,420 X 1 318,420 HHGREGG INC COMMON 42833L108 2,585 152,602 X 1 152,602 HIBBETT SPORTS INC COMMON 428567101 2,663 146,103 X 1 146,103 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 11,512 1,812,844 X 1 1,811,875 969 HILLENBRAND INC COMMON 431571108 14,241 699,135 X 1 558,904 140,231 HILLENBRAND INC COMMON 431571108 457 22,420 X 2 22,420 HITTITE MICROWAVE CORP COMMON 43365Y104 3,309 89,958 X 1 89,958 HMS HOLDINGS CORP COMMON 40425J101 1,767 46,223 X 1 46,223 HOLOGIC INC COMMON 436440101 1 70 X 1 70 HOLOGIC INC CVT CV BND 436440AA9 29,093 1,780,500 X 1 1,434,329 105,458 240,713 HOLOGIC INC CVT CV BND 436440AA9 2,307 141,215 X 2 141,215 HOME PROPERTIES INC COMMON 437306103 22 500 X 1 500 HONEYWELL INTERNATIONAL INC COMMON 438516106 80 2,143 X 2 2,143 HONEYWELL INTERNATIONAL INC COMMON 438516106 31,278 841,945 X 1 709,456 132,489 HORNBECK OFFSHORE SERVICES COMMON 440543106 9,928 360,233 X 1 321,905 38,328 HORSEHEAD HOLDING CORP COMMON 440694305 8,177 697,659 X 1 623,538 74,121 HOSPIRA INC COMMON 441060100 944 21,164 X 2 21,164 HOSPIRA INC COMMON 441060100 11,297 253,297 X 1 165,847 87,450 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 1,647 139,974 X 2 139,974 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 41,478 3,524,059 X 1 3,057,479 102,772 363,808 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 740 62,850 X 2 62,850 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 1,716 145,765 X 1 116,258 12,688 16,819 HSN INC COMMON 404303109 723 44,441 X 2 44,441 HSN INC COMMON 404303109 22,843 1,403,159 X 1 1,123,920 279,239 HUMAN GENOME SCIENCES CV BND 444903AK4 18,998 1,009,455 X 1 766,322 44,703 198,431 HUMAN GENOME SCIENCES CV BND 444903AK4 3,607 191,677 X 2 191,677 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 150,436 7,993,418 X 1 7,530,643 162,506 300,270 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 14,353 762,652 X 2 762,652 HUNTINGTON BANCSHARES COMMON 446150104 283 60,000 X 1 60,000 HUNTSMAN CORP COMMON 447011107 18 2,000 X 1 2,000 IBERIABANK CORP COMMON 450828108 17,038 373,961 X 1 334,457 39,504 IBM COMMON 459200101 138,155 1,155,046 X 1 599,210 5,168 550,668 IBM COMMON 459200101 1,128 9,427 X 2 9,427 ICF INTERNATIONAL INC COMMON 44925C103 4,514 148,865 X 1 148,865 ICONIX BRAND GROUP INC COMMON 451055107 1,769 141,830 X 1 141,830 IHS INC-CLASS A COMMON 451734107 4,153 81,228 X 1 81,228 II-VI INC COMMON 902104108 13,698 538,433 X 1 480,570 57,863 ILLINOIS TOOL WORKS INC COMMON 452308109 167 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 2,936 69,081 X 1 68,147 934 IMAX CORP COMMON 45245E109 3,109 330,415 X 1 330,415 INCYTE CORP COMMON 45337C102 2,719 402,771 X 1 402,771 INCYTE CORP CVT CV BND 45337CAE2 1,519 224,986 X 2 224,986 INCYTE CORP CVT CV BND 45337CAE2 49,736 7,368,278 X 1 6,846,817 337,835 183,625 INFORMATICA CORP COMMON 45666Q102 10,735 475,414 X 1 447,818 27,596 INGERSOLL-RAND PLC COMMON G47791101 318 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,068 396,074 X 1 396,074 INSULET CORP COMMON 45784P101 2,389 212,706 X 1 212,706 INTEL CORP COMMON 458140100 176 8,971 X 1 4,150 4,821 INTEL CORP 144A W/O RTS CVT CV BND 458140AF7 761,810 38,927,460 X 1 38,272,698 48,060 606,702 INTEL CORP 144A W/O RTS CVT CV BND 458140AF7 27,418 1,401,014 X 2 1,401,014 INTEL CORP CVT CV BND 458140AD2 6,586 336,541 X 1 316,718 1,269 18,554 INTEL CORP CVT CV BND 458140AD2 801 40,914 X 2 40,914 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 28,875 297,097 X 1 107,311 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464288513 83,835 970,873 X 1 970,873 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 4,245 77,634 X 1 67,853 9,781 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,030 52,180 X 1 38,160 14,020 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 5 111 X 1 111 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 106 1,762 X 1 1,762 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 26 600 X 1 600 ISIS PHAMACEUTICALS COMMON 464330109 2,111 144,903 X 1 144,903 ISLE OF CAPRI CASINOS COMMON 464592104 9,909 840,485 X 1 768,305 72,180 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 8,673 2,853,033 X 1 2,848,260 4,773 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 2 666 X 2 666 ITC HOLDINGS CORP COMMON 465685105 16,509 363,229 X 1 333,341 29,888 ITT INDS INC COMMON 450911102 11,674 223,855 X 1 47,226 3,454 173,175 J & J SNACK FOODS CORP COMMON 466032109 16,915 391,648 X 1 352,010 39,638 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,147 24,954 X 1 18,425 6,529 JANUS CAPITAL GROUP INC COMMON 47102X105 2,946 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16,470 X 2 16,470 K12 INC COMMON 48273U102 722 43,805 X 1 43,805 KADANT INC COMMON 48282T104 16 1,309 X 2 1,309 KADANT INC COMMON 48282T104 223 18,358 X 1 10,328 8,030 KB HOME CORP COMMON 48666K109 16 940 X 2 940 KB HOME CORP COMMON 48666K109 8,273 498,050 X 1 496,500 1,550 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 4,573 273,508 X 1 231,696 14,252 27,560 KEY ENERGY SERVICES INC COMMON 492914106 431 49,486 X 1 49,486 KIMBERLY CLARK COMMON 494368103 35 600 X 1 600 KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 8,979 189,627 X 1 55,206 4,462 129,959 KINROSS GOLD CORP COMMON 496902404 41 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 7,747 210,412 X 1 169,193 41,219 KIRBY CORP COMMON 497266106 243 6,590 X 2 6,590 KKR FINANCIAL CORP COMMON 48248A306 162 35,000 X 1 35,000 KOHLS CORP COMMON 500255104 23,016 403,443 X 1 101,822 14,030 287,591 KOPPERS HOLDINGS INC COMMON 50060P106 11,453 386,276 X 1 345,204 41,072 KULICKE & SOFFA CVT CV BND 501242AT8 21,377 3,545,104 X 1 3,154,997 107,280 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10,525,351 60,241 682,731 LEVEL 3 COMM CONV CV BND 52729NBK5 2,756 1,982,601 X 2 1,982,601 LEVEL 3 COMM CONV CV BND 52729NBK5 32,426 23,328,390 X 1 22,404,398 259,158 664,835 LEVEL 3 COMM CVT CV BND 52729NBE9 1,199 862,476 X 2 862,476 LEVEL 3 COMM CVT CV BND 52729NBE9 7,488 5,387,349 X 1 3,740,173 1,647,176 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 1,250 899,025 X 1 899,025 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 109 78,691 X 2 78,691 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 151,896 109,277,787 X 1 102,401,119 1,536,111 5,340,556 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 2,548 1,833,333 X 2 1,833,333 LIBERTY GLOBAL INC CL A COMMON 530555101 2,604 115,367 X 1 115,367 LIBERTY MEDIA CORPORAT 530715AN1 7,936 923,815 X 1 897,766 26,049 LIBERTY MEDIA CORPORAT 530715AN1 174 20,294 X 2 20,294 LIFE TECHNOLOGIES CORP COMMON 53217V109 17,460 375,083 X 1 153,597 5,892 215,594 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,105 40,836 X 1 28,422 2,123 10,291 LIFEPOINT HOSPITALS INC CVT CV BND 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MEDTRONIC INC COMMON 585055106 104 2,825 X 1 1,050 1,775 MERCADOLIBRE INC COMMON 58733R102 1,892 49,188 X 1 49,188 MERCK & CO COMMON 589331107 17,101 540,648 X 1 189,470 11,549 339,629 METHODE ELECTRONICS INC COMMON 591520200 4,601 530,627 X 1 474,429 56,198 METLIFE INC COMMON 59156R108 128 3,361 X 2 3,361 METLIFE INC COMMON 59156R108 70,481 1,851,361 X 1 1,331,404 10,351 509,606 METRO BANCORP INC COMMON 59161R101 2,278 187,147 X 1 187,147 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 13,964 154,146 X 1 141,318 12,828 MICRON TECHNOLOGY COMMON 595112103 205 25,000 X 1 25,000 MICROS SYSTEM INC COMMON 594901100 311 10,310 X 2 10,310 MICROS SYSTEM INC COMMON 594901100 3,721 123,251 X 1 80,956 42,295 MICROSOFT CORP COMMON 594918104 84 3,230 X 2 3,230 MICROSOFT CORP COMMON 594918104 37,860 1,462,345 X 1 1,244,712 12,008 205,625 MICROSTRATEGY INC COMMON 594972408 6,126 85,629 X 1 76,549 9,080 MIDDLEBY CORP COMMON 596278101 209 3,794 X 2 3,794 MIDDLEBY CORP COMMON 596278101 6,538 118,854 X 1 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COMMON 628464109 4,436 411,880 X 1 368,487 43,393 MYLAN LABS COMMON 628530107 569 35,563 X 2 35,563 MYLAN LABS COMMON 628530107 71,208 4,447,713 X 1 1,676,770 27,231 2,743,712 MYR GROUP INC/DELAWARE COMMON 55405W104 7,229 342,773 X 1 306,559 36,214 NABORS INDUSTRIES LTD COMMON G6359F103 3,702 177,127 X 1 177,127 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 9,264 431,495 X 1 386,042 45,453 NAVIGATORS GROUP INC COMMON 638904102 12,556 228,289 X 1 205,296 22,993 NBTY INC COMMON 628782104 6,208 156,838 X 1 156,838 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 3,151 323,462 X 1 323,462 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 3,055 313,691 X 2 313,691 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 42,095 4,321,822 X 1 3,924,015 148,713 249,094 NETAPP INC COMMON 64110D104 2,714 101,731 X 1 101,731 NETEASE.COM INC ADR ADR 64110W102 2,754 60,292 X 1 60,292 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,569 79,305 X 1 79,305 NEUTRAL TANDEM INC COMMON 64128B108 2,692 118,294 X 1 118,294 NEVADA GEOTHERMAL POWER INC COMMON 64127M105 62 63,000 X 1 63,000 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 6,637 82,494 X 1 82,494 NEW YORK TIMES CL A COMMON 650111107 934 115,069 X 1 115,069 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 3,448 219,757 X 2 219,757 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 22,341 1,423,885 X 1 1,322,329 28,091 73,466 NEWS CORP INC-CL A COMMON 65248E104 3 227 X 1 227 NEWS CORP INC-CL B COMMON 65248E203 14 1,000 X 1 1,000 NICE SYSTEMS LTD SPON ADR ADR 653656108 3,297 108,316 X 1 108,316 NII HOLDINGS INC CVT CV BND 62913FAF9 540 17,970 X 2 17,970 NII HOLDINGS INC CVT CV BND 62913FAF9 1,804 60,001 X 1 30,050 2,795 27,155 NII HOLDINGS INC CVT CV BND 62913FAJ1 15,495 515,469 X 1 486,801 4,581 24,087 NII HOLDINGS INC CVT CV BND 62913FAJ1 1,088 36,182 X 2 36,182 NIKE INC CL B COMMON 654106103 80 1,231 X 2 1,231 NIKE INC CL B COMMON 654106103 31,234 482,750 X 1 410,758 71,992 NOKIA CORP SPON ADR A ADR 654902204 55 3,748 X 2 3,748 NOKIA CORP SPON ADR A ADR 654902204 20,721 1,417,300 X 1 1,230,408 186,892 NORAM ENERGY SUB CONV CV BND 655419AC3 20 1,629 X 1 1,629 NORDIC AMERICAN TANKER SHIPPIN COMMON G65773106 9 300 X 1 300 NORDSTROM INC COMMON 655664100 770 25,214 X 1 14,186 11,028 NORFOLK SOUTHN CORP COMMON 655844108 236 5,468 X 1 5,468 NORTEL NETWORKS CORP COMMON 656568508 29 X 1 29 NORTEL NETWORKS CORP CV BND 656568AE2 34 386,875 X 2 386,875 NORTEL NETWORKS CORP CV BND 656568AE2 308 3,537,719 X 1 3,427,563 10,313 99,844 NORTEL NETWORKS CVT CV BND 656568AF9 12 135,938 X 1 135,938 NORTEL NETWORKS CVT CV BND 656568AF9 4,688 X 2 4,688 NORTHERN TR CORP COMMON 665859104 51 878 X 1 878 NORTHROP GRUMMAN CORP COMMON 666807102 156 3,009 X 2 3,009 NORTHROP GRUMMAN CORP COMMON 666807102 64,381 1,244,074 X 1 1,063,317 180,757 NORTHWEST PIPE COMPANY COMMON 667746101 3,328 99,245 X 1 99,245 NORTHWESTERN CORP COMMON 668074305 9,373 383,658 X 1 344,104 39,554 NRG ENERGY INC COMMON 629377508 377 13,365 X 2 13,365 NRG ENERGY INC COMMON 629377508 4,962 176,032 X 1 120,064 55,968 NUCOR CORP COMMON 670346105 12 250 X 1 250 NVR INC COMMON 62944T105 2,448 3,840 X 1 3,840 O CHARLEYS INC COMMON 670823103 6,508 694,552 X 1 456,002 238,550 O CHARLEYS INC COMMON 670823103 536 57,199 X 2 57,199 OAO GAZPROM-SPON ADR REG S ADR 368287207 245 10,542 X 1 10,542 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 8,785 757,318 X 1 676,940 80,378 OCCIDENTAL PETE COMMON 674599105 13,530 172,576 X 1 48,866 3,780 119,930 OCEANEERING INTL INC COMMON 675232102 20,975 369,595 X 1 340,227 29,368 OFFICE DEPOT COMMON 676220106 167 25,225 X 1 20,875 4,350 OIL STATES INTERNATIONAL INC COMMON 678026105 270 7,691 X 1 7,691 OLIN COMMON 680665205 8,870 508,617 X 1 457,070 51,547 OMNICARE INC CVT CV BND 681904AL2 2,334 103,662 X 2 103,662 OMNICARE INC CVT CV BND 681904AL2 18,474 820,329 X 1 606,420 54,559 159,350 ON SEMICONDUCTOR CORPORATION COMMON 682189105 809 98,081 X 2 98,081 ON SEMICONDUCTOR CORPORATION COMMON 682189105 21,834 2,646,557 X 1 2,088,661 557,896 ONEOK INC COMMON 682680103 882 24,095 X 2 24,095 ONEOK INC COMMON 682680103 11,394 311,153 X 1 208,762 102,391 ONYX PHARMACEUTICALS COMMON 683399109 2,355 78,586 X 1 78,586 ORACLE CORP COMMON 68389X105 118,045 5,664,344 X 1 2,090,404 43,238 3,530,702 ORACLE CORP COMMON 68389X105 851 40,844 X 2 40,844 OREILLY AUTOMOTIVE INC COMMON 686091109 1,304 36,085 X 1 36,085 ORION MARINE GROUP INC COMMON 68628V308 5,414 263,581 X 1 228,659 34,922 ORION MARINE GROUP INC COMMON 68628V308 169 8,243 X 2 8,243 OWENS-ILLINOIS INC COMMON 690768403 131,104 3,552,956 X 1 3,000,697 37,601 514,658 OWENS-ILLINOIS INC COMMON 690768403 1,100 29,822 X 2 29,822 P G & E CORP COMMON 69331C108 6 137 X 1 137 PACTIV CORP COMMON 695257105 9,674 371,365 X 1 98,673 7,807 264,885 PANERA BREAD CO CL A COMMON 69840W108 3,566 64,845 X 1 64,845 PENN NATIONAL GAMING INC COMMON 707569109 487 17,608 X 2 17,608 PENN NATIONAL GAMING INC COMMON 707569109 12,447 450,018 X 1 350,365 99,653 PENN VIRGINIA CORP COMMON 707882106 30,466 1,329,833 X 1 1,099,273 230,560 PENN VIRGINIA CORP COMMON 707882106 694 30,297 X 2 30,297 PENN VIRGINIA CORP CVT CV BND 707882AA4 1,029 44,935 X 2 44,935 PENN VIRGINIA CORP CVT CV BND 707882AA4 9,235 403,082 X 1 320,000 26,719 56,364 PENSKE AUTO GROUP INC COMMON 70959W103 222 11,564 X 1 9,570 1,994 PENSON WORLDWIDE INC COMMON 709600100 2,961 304,023 X 1 304,023 PEOPLES UNITED FINANCIAL INC COMMON 712704105 7,367 473,449 X 1 310,435 163,014 PEOPLES UNITED FINANCIAL INC COMMON 712704105 600 38,578 X 2 38,578 PEPSI BOTTLING GROUP INC COMMON 713409100 2 64 X 1 64 PEPSICO INC COMMON 713448108 87 1,480 X 2 1,480 PEPSICO INC COMMON 713448108 35,840 610,970 X 1 524,004 86,966 PERFECT WORLD CO-SPON ADR ADR 71372U104 1,964 40,838 X 1 40,838 PERRIGO CO COMMON 714290103 1,389 40,878 X 2 40,878 PERRIGO CO COMMON 714290103 40,991 1,205,972 X 1 959,388 246,584 PETROHAWK ENERGY CORP COMMON 716495106 16,084 664,373 X 1 299,407 11,995 352,971 PETROLEO BRASILEIRO S A ADR ADR 71654V408 257 5,608 X 1 5,608 PETSMART INC COMMON 716768106 504 23,170 X 1 23,170 PFIZER INC COMMON 717081103 117 7,067 X 2 7,067 PFIZER INC COMMON 717081103 78,066 4,716,989 X 1 2,849,844 44,035 1,823,110 PHASE FORWARD INC COMMON 71721R406 2,956 210,573 X 1 210,573 PHH CORP COMMON 693320202 894 45,038 X 2 45,038 PHH CORP COMMON 693320202 31,260 1,575,607 X 1 1,275,516 300,091 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 26,527 544,253 X 1 165,024 12,530 366,699 PHILLIPS-VAN HEUSEN COMMON 718592108 6,660 155,636 X 1 155,636 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 2,442 67,286 X 1 11,777 1,377 54,132 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 57 1,584 X 2 1,584 PIPER JAFFRAY COS COMMON 724078100 10 X 1 10 PNC FINANCIAL SERVICES COMMON 693475105 52,951 1,089,742 X 1 789,513 6,389 293,840 PNC FINANCIAL SERVICES COMMON 693475105 105 2,156 X 2 2,156 PORTA SYSTEMS CORP COMMON 735647406 13 X 1 13 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 216 10,962 X 2 10,962 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 10,893 552,390 X 1 461,460 90,930 POTLATCH HOLDINGS INC COMMON 737630103 26,843 943,513 X 1 749,304 194,209 POTLATCH HOLDINGS INC COMMON 737630103 993 34,889 X 2 34,889 POWER INTEGRATIONS INC COMMON 739276103 3,136 94,084 X 1 94,084 PPG INDS COMMON 693506107 7 115 X 1 115 PPL CORPORATION COMMON 69351T106 32 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 115,040 1,408,251 X 1 769,665 8,718 629,868 PRAXAIR INC COMMON 74005P104 724 8,865 X 2 8,865 PRECISION CASTPARTS COMMON 740189105 4,045 39,706 X 1 8,656 4,139 26,911 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 2,086 45,639 X 1 27,896 8,060 9,683 PRICELINE.COM INC COMMON 741503403 138,221 833,558 X 1 494,660 946 337,952 PRICELINE.COM INC COMMON 741503403 889 5,360 X 2 5,360 PRIDE INTERNATIONAL INC COMMON 74153Q102 568 18,671 X 1 18,671 PROASSURANCE CORP COMMON 74267C106 10,575 202,625 X 1 181,060 21,565 PROCTER & GAMBLE COMMON 742718109 35,682 616,053 X 1 182,930 17,459 415,664 PROGRESS SOFTWARE CORP COMMON 743312100 6,968 307,630 X 1 275,084 32,546 PROLOGIS CVT CV BND 743410AQ5 611 51,251 X 2 51,251 PROLOGIS CVT CV BND 743410AQ5 7,928 665,089 X 1 631,988 1,959 31,142 PROLOGIS CVT CV BND 743410AR3 610 51,185 X 2 51,185 PROLOGIS CVT CV BND 743410AR3 8,538 716,314 X 1 683,728 2,378 30,209 PROSHARES ULTRASHORT 20+Y TR Exchange 74347R297 830 18,850 X 1 18,850 PROSHARES ULTRASHORT LEH 7 Exchange 74347R313 1,878 35,800 X 1 35,800 PROSPERITY BANCSHARES INC COMMON 743606105 15,509 445,793 X 1 399,178 46,615 PRUDENTIAL FINANCIAL INC COMMON 744320102 14,004 280,594 X 1 82,589 6,555 191,450 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 44,440 1,413,494 X 1 1,059,495 4,915 349,084 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 95 3,019 X 2 3,019 PULTE CORP COMMON 745867101 911 82,931 X 1 82,931 QUAKER CHEMICAL CORP COMMON 747316107 5,092 232,215 X 1 151,974 80,241 QUAKER CHEMICAL CORP COMMON 747316107 429 19,573 X 2 19,573 QUALCOMM INC COMMON 747525103 139,900 3,110,264 X 1 1,709,712 14,904 1,385,648 QUALCOMM INC COMMON 747525103 1,080 24,019 X 2 24,019 QUEST DIAGNOSTICS INC COMMON 74834L100 130 2,483 X 1 2,483 QUEST SOFTWARE INC COMMON 74834T103 9,013 534,919 X 1 478,814 56,105 QUESTAR CORP COMMON 748356102 13,485 359,025 X 1 237,836 121,189 QUESTAR CORP COMMON 748356102 1,095 29,148 X 2 29,148 QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 5,060 129,311 X 1 129,311 QWEST COMMUNICATIONS INT CVT CV BND 749121BY4 1,867 490,003 X 1 391,393 98,611 RALCORP HOLDINGS INC COMMON 751028101 11,543 197,419 X 1 176,307 21,112 RANGE RESOURCES CORP COMMON 75281A109 3,801 77,000 X 1 77,000 RAVEN INDUSTRIES INC COMMON 754212108 6,541 244,703 X 1 218,681 26,022 RAYMOND JAMES FINANCIAL INC COMMON 754730109 9,242 396,999 X 1 315,236 81,763 RAYMOND JAMES FINANCIAL INC COMMON 754730109 907 38,946 X 2 38,946 RAYTHEON CO COMMON 755111507 2,527 52,685 X 1 48,746 3,939 RAYTHEON COMPANY WARRANTS WTS 755111119 2 135 X 1 135 REGENERON PHARMACEUTICALS COMMON 75886F107 2,234 115,771 X 1 115,771 REGIS CORP COMMON 758932107 599 38,670 X 1 38,670 REINSURANCE GRP OF AMERI-A COMMON 759351604 12,372 277,405 X 1 247,975 29,430 RELIANCE STEEL & ALUMINUM COMMON 759509102 29,279 687,944 X 1 539,378 148,566 RELIANCE STEEL & ALUMINUM COMMON 759509102 1,101 25,874 X 2 25,874 RESMED INC COMMON 761152107 3,736 82,665 X 1 82,665 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 3,418 670,223 X 1 552,334 96,778 21,111 RLI CORPORATION COMMON 749607107 11,694 221,560 X 1 198,400 23,160 ROCK-TENN CO CL A COMMON 772739207 17,157 364,189 X 1 328,707 35,482 ROLLINS INC COMMON 775711104 35,049 1,859,369 X 1 1,612,228 247,141 ROLLINS INC COMMON 775711104 353 18,749 X 2 18,749 ROPER INDUSTRIES INC COMMON 776696106 439 8,611 X 1 8,611 ROSNEFT OJSC-GDR Global D 67812M207 251 33,300 X 1 33,300 ROSS STORES INC COMMON 778296103 77,984 1,632,485 X 1 760,807 8,740 862,938 ROSS STORES INC COMMON 778296103 480 10,056 X 2 10,056 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 223 9,275 X 1 9,275 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 473 8,267 X 1 8,267 RPM INTERNATIONAL INC COMMON 749685103 9,081 491,145 X 1 438,626 52,519 RUBY TUESDAY INC COMMON 781182100 478 56,780 X 1 56,780 S & P 500 DEPOSITARY RCPT Exchange 78462F103 724 6,854 X 1 6,854 SAIA INC COMMON 78709Y105 1,845 114,724 X 1 114,724 SALESFORCE.COM INC COMMON 79466L302 375 6,594 X 2 6,594 SALESFORCE.COM INC COMMON 79466L302 51,963 912,756 X 1 487,315 1,163 424,278 SALLY BEAUTY CO INC COMMON 79546E104 754 106,073 X 2 106,073 SALLY BEAUTY CO INC COMMON 79546E104 24,667 3,469,367 X 1 2,804,883 664,484 SAVVIS INC CV BND 805423AA8 14 X 1 14 SCHERING-PLOUGH COMMON 806605101 174 6,161 X 2 6,161 SCHERING-PLOUGH COMMON 806605101 69,067 2,444,846 X 1 2,073,997 370,849 SCHLUMBERGER LTD COMMON 806857108 14,705 246,722 X 1 80,072 9,875 156,775 SCHOLASTIC CORP COMMON 807066105 14,098 579,231 X 1 517,845 61,386 SCHWAB CHARLES CORP COMMON 808513105 1,724 90,000 X 1 90,000 SCOTTS MIRACLE-GRO CO COMMON 810186106 183 4,268 X 1 3,532 736 SCRIPPS CO (E.W.) -CL A COMMON 811054402 424 56,503 X 2 56,503 SCRIPPS CO (E.W.) -CL A COMMON 811054402 5,021 669,522 X 1 445,888 223,634 SEAGATE TECHNOLOGY COMMON G7945J104 1,369 90,000 X 1 90,000 SEAHAWK DRILLING INC COMMON 81201R107 10,633 341,994 X 1 274,387 67,607 SEAHAWK DRILLING INC COMMON 81201R107 339 10,902 X 2 10,902 SEMPRA ENERGY COMMON 816851109 196 3,927 X 1 3,250 677 SEMTECH CORP COMMON 816850101 7,715 453,551 X 1 405,314 48,237 SHANDA GAMES LTD-ADR ADR 81941U105 2,345 200,449 X 1 200,449 SIEMENS AG SPON ADR ADR 826197501 110 1,180 X 2 1,180 SIEMENS AG SPON ADR ADR 826197501 47,484 510,796 X 1 445,599 65,197 SIGNATURE BANK COMMON 82669G104 20,153 694,917 X 1 633,940 60,977 SILICON LABS INC COMMON 826919102 7,838 169,071 X 1 169,071 SIMON PROPERTY GROUP INC COMMON 828806109 12,744 183,546 X 1 183,541 5 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 34 X 1 34 SMITH INTL COMMON 832110100 114 3,958 X 2 3,958 SMITH INTL COMMON 832110100 48,711 1,697,243 X 1 1,453,911 243,332 SMURFIT-STONE CONTAINER CORP COMMON 832727101 23 50,000 X 1 50,000 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SONIC AUTOMOTIVE INC COMMON 83545G102 344 32,760 X 2 32,760 SONIC AUTOMOTIVE INC COMMON 83545G102 22,384 2,131,830 X 1 1,901,245 230,585 SOURCEFIRE INC COMMON 83616T108 2,026 94,352 X 1 94,352 SOUTHWEST BANCORP INC OKLA COMMON 844767103 7,219 514,162 X 1 460,073 54,089 SOUTHWESTERN ENERGY CO COMMON 845467109 97,063 2,274,204 X 1 1,349,852 11,676 912,676 SOUTHWESTERN ENERGY CO COMMON 845467109 602 14,098 X 2 14,098 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 26,937 488,155 X 1 473,969 5,558 8,628 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 2,370 42,956 X 2 42,956 SPARTAN STORES INC COMMON 846822104 14,840 1,050,275 X 1 865,730 184,545 SPARTAN STORES INC COMMON 846822104 355 25,146 X 2 25,146 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 85,056 2,209,832 X 1 2,209,832 SPDR BARCLAYS CAPITAL MUNICIPA Exchange 78464A458 3,564 153,325 X 1 153,325 SPDR GOLD TRUST Exchange 78463V107 99 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 2,675 141,249 X 1 141,249 SPX CORP COMMON 784635104 258 4,211 X 2 4,211 SPX CORP COMMON 784635104 3,379 55,151 X 1 36,954 18,197 SRA INTL INC CL A COMMON 78464R105 8,487 393,121 X 1 351,556 41,565 ST JUDE MEDICAL INC COMMON 790849103 1,654 42,391 X 1 24,288 9,055 9,048 STANDARD PARKING CORP COMMON 853790103 17,152 980,700 X 1 876,718 103,982 STANLEY WORK CVT PFD CV PFD 854616208 1 31 X 1 31 STARBUCKS CORP COMMON 855244109 106,174 5,141,575 X 1 2,476,286 40,279 2,625,010 STARBUCKS CORP COMMON 855244109 696 33,682 X 2 33,682 STARENT NETWORKS CORP COMMON 85528P108 1,872 73,632 X 1 73,632 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 16,641 503,811 X 1 227,608 9,209 266,994 STATE STREET CORP COMMON 857477103 52,931 1,006,288 X 1 866,911 139,377 STATE STREET CORP COMMON 857477103 128 2,437 X 2 2,437 STEEL DYNAMICS INC COMMON 858119100 8 500 X 1 500 STEEL DYNAMICS INC CVT CV BND 858119AP5 4,895 319,089 X 1 304,274 14,815 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,224 79,772 X 2 79,772 STERLING BANCSHARES INC TX COMMON 858907108 13,536 1,851,684 X 1 1,656,853 194,831 STIFEL FINANCIAL CORP COMMON 860630102 28,061 511,131 X 1 449,281 61,850 STRYKER CORP COMMON 863667101 64 1,400 X 1 1,400 SUN MICROSYSTEMS INC COMMON 866810203 455 50,000 X 1 50,000 SUNTRUST BANK COMMON 867914103 189 8,392 X 1 6,946 1,446 SUPERVALU INC COMMON 868536103 48 3,199 X 2 3,199 SUPERVALU INC COMMON 868536103 28,362 1,883,287 X 1 1,242,251 15,040 625,996 SVB FINANCIAL GROUP COMMON 78486Q101 2,801 64,740 X 1 64,740 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,156 88,815 X 1 88,815 SYBASE INC COMMON 871130100 13,392 344,255 X 1 307,968 36,287 TALBOTS INC COMMON 874161102 2,541 275,244 X 1 275,244 TARGET CORP COMMON 87612E106 9 200 X 1 200 TEAM INC COMMON 878155100 5,505 324,757 X 1 290,363 34,394 TECK COMINCO LTD-CL B COMMON 878742204 3,907 141,713 X 1 141,713 TEKELEC COMMON 879101103 11,115 676,515 X 1 604,761 71,754 TELEDYNE TECHNOLOGIES INC COMMON 879360105 13,809 383,702 X 1 343,138 40,564 TELEFLEX INC COMMON 879369106 21,085 436,448 X 1 359,293 77,155 TELEFLEX INC COMMON 879369106 536 11,098 X 2 11,098 TELLABS INC COMMON 879664100 3,168 457,799 X 1 457,799 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 2,383 125,804 X 1 125,804 TENNANT CO COMMON 880345103 5,940 204,408 X 1 182,887 21,521 TERADATA CORP COMMON 88076W103 10,044 364,963 X 1 240,348 124,615 TERADATA CORP COMMON 88076W103 808 29,357 X 2 29,357 TERADYNE INC COMMON 880770102 10,660 1,152,413 X 1 1,030,189 122,224 TERADYNE INC CVT CV BND 880770AE2 2,450 264,840 X 1 264,840 TESCO CORP COMMON 88157K101 3,213 402,681 X 1 402,681 TETRA TECH INC COMMON 88162G103 2,718 102,445 X 1 102,445 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 133 2,630 X 1 2,630 THE BRINKS CO COMMON 109696104 15,726 584,387 X 1 463,506 120,881 THE BRINKS CO COMMON 109696104 497 18,483 X 2 18,483 THE DIRECTV GROUP INC COMMON 25459L106 61,276 2,221,765 X 1 1,903,635 318,130 THE DIRECTV GROUP INC COMMON 25459L106 140 5,075 X 2 5,075 THE FINISH LINE INC COMMON 317923100 1,378 135,584 X 1 135,584 THERAVANCE INC COMMON 88338T104 2,162 147,706 X 1 147,706 THOR INDS INC COMMON 885160101 5,204 168,157 X 1 168,157 TICKETMASTER ENTERTAINMENT COMMON 88633P302 270 23,111 X 2 23,111 TICKETMASTER ENTERTAINMENT COMMON 88633P302 3,276 280,252 X 1 183,830 96,422 TIDEWATER COMMON 886423102 26,100 554,250 X 1 468,603 85,647 TIDEWATER COMMON 886423102 68 1,441 X 2 1,441 TIFFANY & CO COMMON 886547108 417 10,815 X 2 10,815 TIFFANY & CO COMMON 886547108 63,537 1,649,027 X 1 949,054 1,907 698,066 TIME WARNER CABLE CL A COMMON 88732J207 78 1,810 X 2 1,810 TIME WARNER CABLE CL A COMMON 88732J207 33,694 781,937 X 1 671,246 110,691 TIME WARNER INC COMMON 887317303 77 2,685 X 2 2,685 TIME WARNER INC COMMON 887317303 51,339 1,783,847 X 1 1,083,911 16,031 683,905 TJX COMPANIES INC COMMON 872540109 15,544 418,417 X 1 411,999 6,418 TOTAL FINA ELF SA -SP ADR ADR 89151E109 71,926 1,213,735 X 1 1,055,190 158,545 TOTAL FINA ELF SA -SP ADR ADR 89151E109 178 3,007 X 2 3,007 TRANSOCEAN INC CVT CV BND 893830AV1 3,703 43,296 X 1 42,911 178 208 TRANSOCEAN INC CVT CV BND 893830AV1 492 5,753 X 2 5,753 TRANSOCEAN INC CVT CV BND 893830AW9 3,406 39,827 X 2 39,827 TRANSOCEAN INC CVT CV BND 893830AW9 21,501 251,385 X 1 238,041 3,440 9,905 TRANSOCEAN LTD COMMON H8817H100 2,727 31,888 X 1 10,941 20,947 TRAVELERS COS INC/THE COMMON 89417E109 47,938 973,751 X 1 833,781 139,970 TRAVELERS COS INC/THE COMMON 89417E109 110 2,228 X 2 2,228 TREX COMPANY INC COMMON 89531P105 2,358 129,548 X 1 129,548 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 5,582 324,737 X 1 279,358 4,404 40,975 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 555 32,263 X 2 32,263 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 14,274 1,848,994 X 1 1,652,911 196,083 TTM TECHNOLOGIES COMMON 87305R109 7,211 628,723 X 1 562,803 65,920 TUESDAY MORNING CORP COMMON 899035505 2,273 546,314 X 1 350,439 195,875 TUESDAY MORNING CORP COMMON 899035505 182 43,767 X 2 43,767 TYLER TECHNOLOGIES INC COMMON 902252105 3,695 216,189 X 1 216,189 UAL CORP CVT CV BND 902549AH7 283 30,642 X 1 30,642 UGI CORP COMMON 902681105 30,456 1,215,323 X 1 998,723 216,600 UGI CORP COMMON 902681105 752 29,999 X 2 29,999 UIL HLDGS CORP COMMON 902748102 13,405 507,957 X 1 454,411 53,546 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 3,251 196,929 X 1 196,929 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,821 133,048 X 1 133,048 UNDER ARMOUR INC-CLASS A COMMON 904311107 3,770 135,456 X 1 135,456 UNION PACIFIC COMMON 907818108 613 10,509 X 2 10,509 UNION PACIFIC COMMON 907818108 106,244 1,820,813 X 1 960,926 12,170 847,717 UNITED ONLINE INC COMMON 911268100 6,297 783,168 X 1 699,832 83,336 UNITED PARCEL SERIVCE CL B COMMON 911312106 13,632 241,407 X 1 47,563 3,844 190,000 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 5,963 578,943 X 1 577,720 1,224 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 65 6,324 X 2 6,324 UNITED RENTALS NORTH AM CV BND 911365AH7 1,260 122,329 X 1 98,504 23,824 UNITED RENTALS NORTH AM CV BND 911365AH7 156 15,119 X 2 15,119 UNITED TECHNOLOGIES COMMON 913017109 10,645 174,712 X 1 52,851 2,601 119,260 UNITEDHEALTH GROUP COMMON 91324P102 38,463 1,536,069 X 1 1,277,481 258,588 UNITEDHEALTH GROUP COMMON 91324P102 97 3,882 X 2 3,882 URBAN OUTFITTERS INC COMMON 917047102 562 18,640 X 2 18,640 URBAN OUTFITTERS INC COMMON 917047102 84,323 2,794,920 X 1 1,584,717 12,886 1,197,317 US AIRWAYS GROUP INC COMMON 90341W108 2,671 568,304 X 1 568,304 US BANCORP COMMON 902973304 35,605 1,628,755 X 1 1,367,084 10,730 250,941 US BANCORP COMMON 902973304 91 4,182 X 2 4,182 US STEEL CORP CVT CV BND 912909AE8 48,720 1,098,038 X 1 1,098,038 VALE SA-SP ADR ADR 91912E105 6,647 287,374 X 1 287,374 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 18,401 655,765 X 1 349,868 62,951 242,946 VALEANT PHARMACY CVT CV BND 91911XAD6 127,003 4,526,135 X 1 3,741,780 146,622 637,733 VALEANT PHARMACY CVT CV BND 91911XAD6 836 29,799 X 2 29,799 VALERO ENERGY CORP COMMON 91913Y100 36,954 1,905,842 X 1 1,626,588 279,254 VALERO ENERGY CORP COMMON 91913Y100 93 4,777 X 2 4,777 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 588 42,521 X 2 42,521 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 2,428 175,571 X 1 136,077 5,665 33,830 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 4,087 210,225 X 1 210,225 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 694 21,124 X 2 21,124 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 15,435 470,002 X 1 382,921 87,081 VERIZON COMMUNICATIONS COMMON 92343V104 963 31,809 X 1 15,979 15,830 VERTEX PHARMACEUTICALS CV BND 92532FAM2 6,725 177,449 X 1 177,449 VERTEX PHARMACEUTICALS INC COMMON 92532F100 161,126 4,251,354 X 1 4,102,124 52,532 96,698 VIACOM INC CL B COMMON 92553P201 5,192 185,179 X 1 185,179 VIMPELCOM-SP ADR ADR 68370R109 8,453 452,043 X 1 440,933 11,110 VISA INC-CLASS A SHRS COMMON 92826C839 560 8,099 X 2 8,099 VISA INC-CLASS A SHRS COMMON 92826C839 81,212 1,175,113 X 1 639,191 7,500 528,422 VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,455 817,104 X 1 730,187 86,917 VITRAN CORP INC COMMON 92850E107 1,035 114,795 X 1 61,451 53,344 VODAFONE GROUP PLC ADR 92857W209 43,006 1,911,377 X 1 1,698,463 212,914 VODAFONE GROUP PLC ADR 92857W209 92 4,099 X 2 4,099 VOLCANO CORP COMMON 928645100 3,597 213,876 X 1 213,876 VOLCOM INC COMMON 92864N101 2,151 130,544 X 1 130,544 VOTORANTIM CELULOSE-SPON ADR ADR 92906P205 2,645 161,182 X 1 161,182 WABTEC COMMON 929740108 15,249 406,313 X 1 371,019 35,294 WAL-MART STORES INC COMMON 931142103 66 1,348 X 2 1,348 WAL-MART STORES INC COMMON 931142103 26,274 535,231 X 1 447,621 87,610 WALGREEN CO COMMON 931422109 21,283 568,005 X 1 168,935 11,587 387,483 WALTER INDUSTRIES INC COMMON 93317Q105 4,233 70,473 X 1 70,473 WASHINGTON FEDERAL INC COMMON 938824109 9,442 560,000 X 1 500,426 59,574 WASTE CONNECTIONS INC COMMON 941053100 17,804 616,918 X 1 564,566 52,352 WATERS CORP COMMON 941848103 14,697 263,112 X 1 65,136 5,263 192,713 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 13,096 464,744 X 1 464,744 WELLS FARGO COMPANY COMMON 949746101 601 21,316 X 2 21,316 WELLS FARGO COMPANY COMMON 949746101 157,179 5,577,686 X 1 3,524,672 47,190 2,005,824 WEST PHARMACEUTICALS SVCS COMMON 955306105 11,459 282,171 X 1 252,642 29,529 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 16,807 2,782,548 X 1 2,759,599 22,949 WESTERN DIGITAL CORP COMMON 958102105 1,461 40,000 X 1 40,000 WESTERN UNION CO/THE COMMON 959802109 2,694 142,407 X 1 142,407 WESTERN WIND ENERGY CORP COMMON 95988Q108 30 21,950 X 1 21,950 WESTFIELD FINANCIAL INC COMMON 96008P104 6,678 788,410 X 1 707,692 80,718 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 26,760 4,597,875 X 1 4,597,875 WEYERHAEUSER CO COMMON 962166104 30,579 834,356 X 1 709,626 124,730 WEYERHAEUSER CO COMMON 962166104 82 2,251 X 2 2,251 WHIRLPOOL CORP COMMON 963320106 9,935 142,003 X 1 142,003 WHOLE FOODS MARKET INC COMMON 966837106 44,460 1,458,178 X 1 567,052 2,462 888,664 WHOLE FOODS MARKET INC COMMON 966837106 426 13,959 X 2 13,959 WILEY JOHN & SONS CL A COMMON 968223206 17,137 492,738 X 1 440,492 52,246 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 2,420 135,426 X 1 135,426 WR BERKLEY CORP COMMON 084423102 697 27,558 X 2 27,558 WR BERKLEY CORP COMMON 084423102 21,724 859,341 X 1 690,650 168,691 WRIGHT EXPRESS CORP COMMON 98233Q105 20,501 694,717 X 1 555,545 139,172 WRIGHT EXPRESS CORP COMMON 98233Q105 648 21,961 X 2 21,961 WYETH CO COMMON 983024100 102 2,108 X 2 2,108 WYETH CO COMMON 983024100 38,428 791,026 X 1 667,801 123,225 WYNDHAM WORLDWIDE CORP COMMON 98310W108 528 32,337 X 2 32,337 WYNDHAM WORLDWIDE CORP COMMON 98310W108 15,798 968,035 X 1 772,517 195,518 XL CAPITAL LTD CL A COMMON G98255105 182 10,448 X 1 8,646 1,802 XTO ENERGY INC COMMON 98385X106 460 11,122 X 2 11,122 XTO ENERGY INC COMMON 98385X106 72,679 1,758,930 X 1 1,052,329 9,806 696,795 ZENITH NATIONAL INSURANCE CP COMMON 989390109 14,355 464,560 X 1 415,212 49,348 COLUMN TOTALS 14,514,834 VOTING AUTHORITY (SHARES)
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