-----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, Uyv/r7UE9IwXPs7JGIKeQKJnofNnpBRPTOfWVe9nZE4FUgu7Tvkp4xrcjSeU6bgC 8yBii28XbFaNylsB33VfKg== 0000312348-10-000003.txt : 20100212 0000312348-10-000003.hdr.sgml : 20100212 20100212163905 ACCESSION NUMBER: 0000312348-10-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100212 DATE AS OF CHANGE: 20100212 EFFECTIVENESS DATE: 20100212 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: 10600063 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q4complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/09 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: Deputy Chief Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 2/12/10 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: 1040 Form 13F Information Table Value Total: $ 16,178,390 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 12/31/09 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) --------- --------- --------- 3COM COMMON 885535104 375 50,000 X 1 50,000 3M CO COMMON 88579Y101 627 7,587 X 2 7,587 3M CO COMMON 88579Y101 65,061 786,996 X 1 301,545 8,999 476,452 ABB LTD SPON ADR ADR 000375204 32,937 1,724,474 X 1 1,557,123 167,351 ABB LTD SPON ADR ADR 000375204 184 9,609 X 2 9,609 ABBOTT LABS COMMON 002824100 372 6,882 X 1 6,882 ABM INDUSTRIES INC COMMON 000957100 15,414 746,060 X 1 670,887 75,173 ACCO BRANDS CORP COMMON 00081T108 3,303 453,716 X 1 453,716 ACE LTD COMMON H0023R105 205 4,071 X 1 4,071 ACTIVISION BLIZZARD INC COMMON 00507V109 8,454 760,927 X 1 248,225 512,702 ACTUANT CORP CL A COMMON 00508X203 27,557 1,487,138 X 1 1,132,749 354,389 ACTUANT CORP CL A COMMON 00508X203 812 43,801 X 2 43,801 ADELPHIA RECOVERY TRUST COMMON 00685R409 73 2,268,646 X 1 2,268,646 ADTRAN INC COMMON 00738A106 10,250 454,559 X 1 406,421 48,138 ADVANCED MICRO DEVICES CV BND 007903AL1 4,933 509,615 X 1 442,841 44,516 22,258 ADVANCED MICRO DEVICES CV BND 007903AL1 572 59,117 X 2 59,117 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 20,694 2,137,804 X 1 1,910,184 48,733 178,887 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 4,518 466,716 X 2 466,716 AEGEAN MARINE PETROLEUM NETW COMMON Y0017S102 3,378 122,926 X 1 122,926 AEROPOSTALE INC COMMON 007865108 3,063 89,964 X 1 89,964 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 19,897 1,494,883 X 1 1,389,863 14,500 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 173 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 18,291 577,005 X 1 169,448 30,421 377,136 AFFILIATED MANAGERS GROUP COMMON 008252108 2,642 39,233 X 1 39,233 AFFYMETRIX INC CV BND 00826TAG3 491 83,994 X 2 83,994 AFFYMETRIX INC CV BND 00826TAG3 12,695 2,173,811 X 1 2,102,101 34,726 36,984 AFLAC INC COMMON 001055102 291 6,282 X 1 6,282 AGA MEDICAL HOLDINGS INC COMMON 008368102 2,837 192,049 X 1 192,049 AIR PRODS & CHEM COMMON 009158106 201 2,480 X 1 2,480 AIRGAS INC COMMON 009363102 150 3,160 X 1 2,614 546 AIRMEDIA GROUP INC-ADR ADR 009411109 726 96,605 X 1 96,605 AKAMAI TECHNOLOGIES COMMON 00971T101 2,655 104,821 X 1 104,821 ALBANY INTL CORP-CL A COMMON 012348108 17,906 797,238 X 1 710,410 86,828 ALBERTO CULVER CO NEW COMMON 013078100 10,937 373,420 X 1 297,885 75,535 ALBERTO CULVER CO NEW COMMON 013078100 233 7,970 X 2 7,970 ALEXION PHARMACEUTICALS INC COMMON 015351109 6,250 128,023 X 1 128,023 ALIGN TECHNOLOGY INC COMMON 016255101 2,968 166,578 X 1 166,578 ALLEGHENY ENERGY INC COMMON 017361106 209 8,903 X 2 8,903 ALLEGHENY ENERGY INC COMMON 017361106 43,129 1,836,831 X 1 1,597,287 239,544 ALLERGAN INC COMMON 018490102 39,121 620,868 X 1 240,700 758 379,410 ALLERGAN INC COMMON 018490102 393 6,238 X 2 6,238 ALLETE INC COMMON 018522300 12,846 393,092 X 1 350,380 42,712 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 22,314 345,467 X 1 255,217 90,250 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 789 12,210 X 2 12,210 ALLOY INC COMMON 019855303 4,071 523,311 X 1 454,485 68,826 ALLSTATE CORP COMMON 020002101 3 100 X 1 100 ALTRA HOLDINGS INC COMMON 02208R106 7,984 646,445 X 1 576,571 69,874 ALTRIA GROUP INC COMMON 02209S103 21 1,075 X 1 575 500 AMAZON.COM INC COMMON 023135106 175,398 1,303,884 X 1 750,245 4,334 549,305 AMAZON.COM INC COMMON 023135106 1,629 12,109 X 2 12,109 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,886 707,683 X 1 631,381 76,302 AMERICAN ECOLOGY CORP COMMON 025533407 4,944 290,151 X 1 259,255 30,896 AMERICAN ELEC PWR COMMON 025537101 218 6,258 X 2 6,258 AMERICAN ELEC PWR COMMON 025537101 50,041 1,438,387 X 1 1,099,215 339,172 AMERICAN EXPRESS CO COMMON 025816109 1,914 47,236 X 1 26,880 9,940 10,416 AMERICAN WATER WORKS CO INC COMMON 030420103 1,475 65,837 X 2 65,837 AMERICAN WATER WORKS CO INC COMMON 030420103 19,000 847,845 X 1 469,741 378,104 AMERIPRISE FINANCIAL INC COMMON 03076C106 81,831 2,107,958 X 1 1,634,830 473,128 AMERIPRISE FINANCIAL INC COMMON 03076C106 332 8,544 X 2 8,544 AMERISOURCEBERGEN CORP COMMON 03073E105 1,628 62,461 X 1 1,844 24,529 36,088 AMGEN INC COMMON 031162100 55,902 988,196 X 1 697,443 14,289 276,464 AMGEN INC COMMON 031162100 203 3,583 X 2 3,583 AMPHENOL CORP CL A COMMON 032095101 911 19,734 X 2 19,734 AMPHENOL CORP CL A COMMON 032095101 16,818 364,185 X 1 153,105 211,080 AMR CORP CVT CV BND 001765BC9 105 13,636 X 2 13,636 AMR CORP CVT CV BND 001765BC9 18,634 2,410,606 X 1 2,404,545 6,061 ANADARKO PETE CORP COMMON 032511107 114,395 1,832,671 X 1 1,152,678 1,157 678,836 ANADARKO PETE CORP COMMON 032511107 793 12,705 X 2 12,705 ANNALY CAPITAL MANAGEMENT COMMON 035710409 245 14,097 X 1 11,661 2,436 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 6,989 998,484 X 1 555,838 442,646 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 562 80,258 X 2 80,258 AOL INC COMMON 00184X105 769 33,012 X 2 33,012 AOL INC COMMON 00184X105 29,244 1,256,205 X 1 972,802 283,403 APACHE CORP COMMON 037411105 13,538 131,224 X 1 43,558 87,666 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 5,420 340,470 X 1 340,470 APOLLO GROUP INC CL A COMMON 037604105 1,743 28,780 X 1 28,780 APPLE INC COMMON 037833100 288,943 1,370,309 X 1 766,316 12,637 591,356 APPLE INC COMMON 037833100 1,885 8,941 X 2 8,941 APPLIED MATERIALS COMMON 038222105 33,574 2,408,457 X 1 2,082,710 325,747 APPLIED MATERIALS COMMON 038222105 177 12,679 X 2 12,679 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 6,615 885,529 X 1 788,728 96,801 ARBITRON INC COMMON 03875Q108 8,728 372,669 X 1 332,451 40,218 ARCELOR MITTAL COMMON 03938L104 47,448 1,037,121 X 1 949,950 87,171 ARCELOR MITTAL COMMON 03938L104 198 4,320 X 2 4,320 ARCH CAPITAL GROUP LTD COMMON G0450A105 42 586 X 1 586 ARCHIPELAGO LEARNING INC COMMON 03956P102 7,957 384,394 X 1 384,394 ARCSIGHT INC COMMON 039666102 3,599 140,678 X 1 140,678 ARENA RESOURCES INC COMMON 040049108 14,195 329,203 X 1 293,529 35,674 ARIBA INC COMMON 04033V203 4,574 365,346 X 1 365,346 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 24,318 624,658 X 1 489,187 135,471 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 632 16,224 X 2 16,224 ASBURY AUTOMOTIVE GROUP COMMON 043436104 275 23,821 X 1 23,821 ASHLAND INC COMMON 044209104 9 229 X 2 229 ASHLAND INC COMMON 044209104 77 1,952 X 1 1,952 ASKEMNOW INC COMMON 045188109 100 X 1 100 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 12,420 487,999 X 1 435,288 52,711 ASSOCIATED ESTATES REALTY CP COMMON 045604105 13,834 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 87,382 3,117,459 X 1 1,814,680 37,767 1,265,012 AT&T INC COMMON 00206R102 228 8,148 X 2 8,148 ATHENAHEALTH INC COMMON 04685W103 3,785 83,660 X 1 83,660 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 20,961 562,706 X 1 516,469 46,237 ATMEL CORP COMMON 049513104 8,039 1,743,867 X 1 1,556,590 187,277 BAIDU.COM ADR 056752108 11,690 28,428 X 1 28,028 400 BAKER HUGHES INC COMMON 057224107 201 4,964 X 1 4,964 BALDOR ELECTRIC COMMON 057741100 11,121 395,922 X 1 352,678 43,244 BALLY TECHNOLOGIES INC COMMON 05874B107 3,301 79,937 X 1 79,937 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 17,757 1,179,080 X 1 1,177,940 1,080 60 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 206 13,700 X 2 13,700 BANK OF NEW YORK MELLON CORP COMMON 064058100 252 9,007 X 2 9,007 BANK OF NEW YORK MELLON CORP COMMON 064058100 47,844 1,710,557 X 1 1,478,747 231,810 BANKAMERICA CORP COMMON 060505104 351 23,301 X 2 23,301 BANKAMERICA CORP COMMON 060505104 100,884 6,698,831 X 1 4,942,798 49,829 1,706,204 BAXTER INTL COMMON 071813109 504 8,587 X 1 3,905 4,682 BECTON DICKINSON & CO COMMON 075887109 7 84 X 1 84 BED BATH & BEYOND INC COMMON 075896100 5,786 149,779 X 1 93,754 56,025 BELO CORP-A COMMON 080555105 8,625 1,585,492 X 1 1,585,492 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 233 71 X 2 71 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 43,687 13,295 X 1 11,479 1,816 BERRY PETROLEUM CO-CL A COMMON 085789105 10,823 371,283 X 1 330,745 40,538 BHIT INC COMMON 05550A100 420 X 1 420 BIG 5 SPORTING GOOGS CORP COMMON 08915P101 1,038 60,396 X 1 60,396 BIG LOTS INC COMMON 089302103 11,908 410,919 X 1 225,168 185,751 BIG LOTS INC COMMON 089302103 938 32,355 X 2 32,355 BIO-REFERENCE LABS INC COMMON 09057G602 4,414 112,640 X 1 112,640 BLACK & DECKER CORP COMMON 091797100 13 200 X 1 200 BLACKBOARD INC COMMON 091935502 5,082 111,952 X 1 111,952 BLACKBOARD INC CV BND 091935AA4 2 46 X 1 46 BLACKROCK INC COMMON 09247X101 702 3,022 X 2 3,022 BLACKROCK INC COMMON 09247X101 67,599 291,125 X 1 174,886 3,416 112,823 BOB EVANS FARMS COMMON 096761101 10,013 345,865 X 1 310,307 35,558 BOEING CO COMMON 097023105 5 100 X 1 100 BORG WARNER INC COMMON 099724106 235 7,061 X 1 5,842 1,219 BOSTON PROPERTIES INC COMMON 101121101 227 3,391 X 1 2,806 585 BOSTON SCIENTIFIC CORP COMMON 101137107 42,512 4,723,538 X 1 4,117,611 605,927 BOSTON SCIENTIFIC CORP COMMON 101137107 200 22,169 X 2 22,169 BP PLC ADR 055622104 770 13,277 X 1 3,880 5,248 4,149 BRIGHAM EXPLORATION CO COMMON 109178103 3,384 249,709 X 1 249,709 BRISTOL MYERS SQUIBB COMMON 110122108 219,356 8,687,380 X 1 8,509,082 178,298 BRISTOL MYERS SQUIBB COMMON 110122108 164 6,503 X 2 6,503 BROADCOM CORP CL A COMMON 111320107 112,226 3,568,399 X 1 2,001,987 4,132 1,562,280 BROADCOM CORP CL A COMMON 111320107 1,070 34,012 X 2 34,012 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 1,313 58,194 X 2 58,194 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 37,962 1,682,699 X 1 1,247,603 435,096 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 60,443 7,921,717 X 1 4,369,899 8,047 3,543,771 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 952 124,751 X 2 124,751 BROWN FORMAN CORP CL B COMMON 115637209 14,650 273,468 X 1 84,777 9,150 179,541 BUCYRUS INTERNATIONAL INC COMMON 118759109 8,603 152,608 X 1 152,608 BUFFALO WILD WINGS INC COMMON 119848109 3,221 79,992 X 1 79,992 BUNGE LTD CV PFD G16962204 1 18 X 1 18 BURLINGTON NORTHN SANTA FE COMMON 12189T104 10 100 X 1 100 BlackRock Senior High Income F Closed E 09255T109 1,815 518,684 X 1 471,249 5,686 41,749 BlackRock Senior High Income F Closed E 09255T109 169 48,179 X 2 48,179 CALGON CARBON CORP COMMON 129603106 7,292 524,574 X 1 468,181 56,393 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 5,271 391,874 X 1 349,229 42,645 CALPINE CORP COMMON 131347304 3 294 X 1 294 CAMERON INTERNATIONAL CORP COMMON 13342B105 9,903 236,910 X 1 75,793 161,117 CANADIAN SOLAR INC COMMON 136635109 1,177 40,852 X 1 40,852 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111,201 FIFTH THIRD BANCORP COMMON 316773100 26,786 2,747,284 X 1 2,392,730 354,554 FIFTH THIRD BANCORP COMMON 316773100 126 12,912 X 2 12,912 FIRST FINANCIAL BANCORP COMMON 320209109 10,658 732,008 X 1 652,534 79,474 FIRST HORIZON NATIONAL CORP COMMON 320517105 19,046 1,421,379 X 1 1,060,808 360,571 FIRST HORIZON NATIONAL CORP COMMON 320517105 634 47,305 X 2 47,305 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FLEXTRONICS INTL LTD CV BND 33938EAL1 57 7,729 X 2 7,729 FLEXTRONICS INTL LTD CV BND 33938EAL1 318 43,478 X 1 32,850 10,628 FLOWSERVE CORP COMMON 34354P105 91,794 971,057 X 1 452,623 1,122 517,312 FLOWSERVE CORP COMMON 34354P105 873 9,237 X 2 9,237 FMC CORP NEW COMMON 302491303 520 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 77,664 1,342,737 X 1 839,395 1,248 502,094 FMC TECHNOLOGIES INC COMMON 30249U101 594 10,276 X 2 10,276 FOCUS MEDIA HOLDING-ADR ADR 34415V109 2,322 146,477 X 1 146,477 FORD MOTOR CO COMMON 345370860 26,079 2,607,853 X 1 1,050,370 1,557,483 FORD MOTOR COMPANY CVT CV BND 345370CN8 462,081 46,208,072 X 1 44,359,685 330,645 1,517,742 FORD MOTOR COMPANY CVT CV BND 345370CN8 21,054 2,105,377 X 2 2,105,377 FORD MTR CO CP TR II CVTPRF 6. 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CV PFD 345395206 104,872 10,487,221 X 1 10,462,384 8,969 15,867 FORESTAR GROUP INC COMMON 346233109 33,789 1,537,252 X 1 1,141,195 396,057 FORESTAR GROUP INC COMMON 346233109 1,165 53,004 X 2 53,004 FOSSIL INC COMMON 349882100 964 28,725 X 2 28,725 FOSSIL INC COMMON 349882100 28,522 849,881 X 1 631,907 217,974 FOSTER WHEELER AG COMMON H27178104 218 7,414 X 2 7,414 FOSTER WHEELER AG COMMON H27178104 44,947 1,526,741 X 1 1,326,143 200,598 FRANKLIN RESOURCES COMMON 354613101 133,000 1,262,462 X 1 656,177 1,329 604,956 FRANKLIN RESOURCES COMMON 354613101 1,152 10,939 X 2 10,939 FREDDIE MAC COMMON 313400301 197 134,000 X 2 134,000 FREDDIE MAC COMMON 313400301 17,810 12,115,431 X 1 12,115,431 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 864 10,763 X 2 10,763 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 94,538 1,177,458 X 1 672,412 1,308 503,738 FRESH DEL MONTE PRODUCE INC COMMON G36738105 7,871 356,149 X 1 316,559 39,590 FTI CONSULTING CV BND 302941AB5 3 64 X 1 64 FX ENERGY INC COMMON 302695101 9 3,000 X 1 3,000 GAFISA SA-ADR ADR 362607301 2,842 87,838 X 1 87,838 GAP INC COMMON 364760108 181 8,638 X 2 8,638 GAP INC COMMON 364760108 34,451 1,644,420 X 1 1,421,011 223,409 GARMIN LTD COMMON G37260109 2,396 78,057 X 1 78,057 GEN DYNAMICS COMMON 369550108 4,302 63,111 X 1 54,776 8,335 GEN MILLS COMMON 370334104 566 7,990 X 1 7,990 GENERAL CABLE CORP COMMON 369300108 8,458 287,506 X 1 251,975 35,531 GENERAL ELECTRIC COMMON 369604103 294 19,411 X 2 19,411 GENERAL ELECTRIC COMMON 369604103 77,631 5,130,954 X 1 3,553,531 20,334 1,557,089 GENERAL MOTORS CVT PFD 6.25 SE CV PFD 370442717 47 4,384 X 1 4,384 GENESCO INC COMMON 371532102 10,183 370,848 X 1 330,163 40,685 GENESEE & WYOMING INC-CL A COMMON 371559105 12,143 372,041 X 1 331,284 40,757 GENOPTIX INC COMMON 37243V100 3,268 91,973 X 1 91,973 GENZYME CORP COMMON 372917104 74 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 13,553 486,122 X 1 266,413 219,709 GEOEYE INC COMMON 37250W108 1,070 38,394 X 2 38,394 GILEAD SCIENCES INC COMMON 375558103 2,050 47,376 X 1 25,409 9,571 12,396 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 27 650 X 1 200 450 GLOBAL PAYMENTS INC COMMON 37940X102 12,958 240,588 X 1 214,966 25,622 GOLDMAN SACHS GROUP COMMON 38141G104 926 5,486 X 2 5,486 GOLDMAN SACHS GROUP COMMON 38141G104 128,295 759,860 X 1 405,681 7,524 346,655 GOODRICH COMMON 382388106 1 X 1 1 GOODRICH PETROLEUM CORP CVT CV BND 382410AB4 369 15,165 X 1 15,165 GOODYEAR TIRE & RUBBER CO COMMON 382550101 169 11,993 X 2 11,993 GOODYEAR TIRE & RUBBER CO COMMON 382550101 48,165 3,415,980 X 1 2,991,070 424,910 GOOGLE INC-CL A COMMON 38259P508 1,934 3,120 X 2 3,120 GOOGLE INC-CL A COMMON 38259P508 261,472 421,743 X 1 232,458 2,705 186,580 GRAFTECH INTL LTD COMMON 384313102 7,726 496,822 X 1 443,304 53,518 GRAINGER W W COMMON 384802104 281 2,903 X 1 2,903 GRAND CANYON EDUCATION INC COMMON 38526M106 4,925 259,060 X 1 259,060 GREEN MOUNTAIN COFFEE INC COMMON 393122106 4,178 51,287 X 1 51,287 GREENHILL & CO INC COMMON 395259104 3,591 44,749 X 1 44,749 GREIF INC -CL A COMMON 397624107 3 60 X 1 60 GRIFFON CORPORATION COMMON 398433102 8,249 675,044 X 1 601,551 73,493 GROUP 1 AUTOMOTIVE INC COMMON 398905109 3,791 133,731 X 1 133,731 GSI COMMERCE INC COMMON 36238G102 10,407 409,890 X 1 409,890 GUESS INC COMMON 401617105 605 14,297 X 2 14,297 GUESS INC COMMON 401617105 83,641 1,977,333 X 1 1,257,819 10,143 709,371 H & R BLOCK INC COMMON 093671105 194 8,593 X 2 8,593 H & R BLOCK INC COMMON 093671105 36,503 1,613,738 X 1 1,393,249 220,489 HAEMONETICS CORP COMMON 405024100 21,225 384,853 X 1 280,918 103,935 HAEMONETICS CORP COMMON 405024100 796 14,436 X 2 14,436 HALLIBURTON CO COMMON 406216101 11,742 390,232 X 1 124,267 265,965 HANCOCK HOLDING CO COMMON 410120109 11,484 262,259 X 1 233,804 28,455 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 11,427 257,195 X 1 230,111 27,084 HARMAN INTL COMMON 413086109 28,646 811,961 X 1 707,340 104,621 HARMAN INTL COMMON 413086109 135 3,824 X 2 3,824 HARRIS & HARRIS GROUP INC COMMON 413833104 2,139 468,003 X 1 468,003 HARRIS CORP COMMON 413875105 11,738 246,864 X 1 91,275 155,589 HCC INSURANCE HLDG COMMON 404132102 18,011 643,930 X 1 575,356 68,574 HCP INC COMMON 40414L109 61 2,000 X 1 2,000 HEALTH CARE REIT INC COMMON 42217K106 155 3,503 X 1 2,898 605 HEALTH MANAGEMENT ASSOC CVT 14 CV BND 421933AJ1 5,564 765,306 X 1 699,830 65,476 HESS CORP COMMON 42809H107 71,009 1,173,709 X 1 1,020,909 152,800 HESS CORP COMMON 42809H107 349 5,770 X 2 5,770 HEWLETT PACKARD COMMON 428236103 184,885 3,589,301 X 1 2,246,793 27,874 1,314,634 HEWLETT PACKARD COMMON 428236103 1,198 23,254 X 2 23,254 HEXCEL CORP COMMON 428291108 4,072 313,735 X 1 313,735 HHGREGG INC COMMON 42833L108 11,006 499,575 X 1 499,575 HIBBETT SPORTS INC COMMON 428567101 4,273 194,302 X 1 194,302 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 11,457 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 3,613 88,672 X 1 88,672 HMS HOLDINGS CORP COMMON 40425J101 3,156 64,821 X 1 64,821 HOLOGIC INC COMMON 436440101 1 70 X 1 70 HOLOGIC INC CVT CV BND 436440AA9 2,784 192,001 X 2 192,001 HOLOGIC INC CVT CV BND 436440AA9 29,512 2,035,335 X 1 1,651,463 104,033 279,839 HOME PROPERTIES INC COMMON 437306103 24 500 X 1 500 HONEYWELL INTERNATIONAL INC COMMON 438516106 188 4,795 X 2 4,795 HONEYWELL INTERNATIONAL INC COMMON 438516106 36,494 930,974 X 1 793,916 137,058 HORNBECK OFFSHORE SERVICES COMMON 440543106 8,234 353,700 X 1 315,372 38,328 HORSEHEAD HOLDING CORP COMMON 440694305 10,582 829,995 X 1 740,639 89,356 HOSPIRA INC COMMON 441060100 15,129 296,654 X 1 163,662 132,992 HOSPIRA INC COMMON 441060100 1,209 23,702 X 2 23,702 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 445 38,132 X 2 38,132 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 40,509 3,471,201 X 1 3,004,621 102,772 363,808 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 733 62,850 X 2 62,850 HOST HOTELS & RESORTS CVT 144A CV BND 44108EAT5 1,667 142,814 X 1 113,307 12,688 16,819 HSN INC COMMON 404303109 814 40,305 X 2 40,305 HSN INC COMMON 404303109 23,636 1,170,662 X 1 867,682 302,980 HUMAN GENOME SCIENCE COMMON 444903108 1,823 59,579 X 1 59,579 HUMAN GENOME SCIENCES CV BND 444903AK4 5,861 191,677 X 2 191,677 HUMAN GENOME SCIENCES CV BND 444903AK4 30,869 1,009,455 X 1 766,322 44,703 198,431 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 23,322 762,652 X 2 762,652 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 244,043 7,980,485 X 1 7,517,710 162,506 300,270 HUNTSMAN CORP COMMON 447011107 23 2,000 X 1 2,000 IAC/ INTERACTIVECORP COMMON 44919P508 243 11,874 X 2 11,874 IAC/ INTERACTIVECORP COMMON 44919P508 7,075 345,442 X 1 257,563 87,879 IBERIABANK CORP COMMON 450828108 19,705 366,196 X 1 326,692 39,504 IBM COMMON 459200101 871 6,653 X 2 6,653 IBM COMMON 459200101 85,519 653,317 X 1 392,016 4,287 257,014 ICF INTERNATIONAL INC COMMON 44925C103 3,924 146,413 X 1 146,413 IGATE CORP COMMON 45169U105 5,604 560,408 X 1 560,408 IHS INC-CLASS A COMMON 451734107 4,397 80,227 X 1 80,227 II-VI INC COMMON 902104108 17,180 540,244 X 1 481,171 59,073 ILLINOIS TOOL WORKS INC COMMON 452308109 154 3,200 X 1 3,200 ILLUMINA INC COMMON 452327109 29 934 X 1 934 IMAX CORP COMMON 45245E109 3,583 269,391 X 1 269,391 IMPERIAL SUGAR CO COMMON 453096208 5,002 286,801 X 1 255,451 31,350 INCYTE CORP COMMON 45337C102 2,708 297,223 X 1 297,223 INCYTE CORP CVT CV BND 45337CAE2 66,394 7,288,053 X 1 6,766,593 337,835 183,625 INCYTE CORP CVT CV BND 45337CAE2 2,050 224,986 X 2 224,986 INFORMATICA CORP COMMON 45666Q102 5,487 212,190 X 1 212,190 INGERSOLL-RAND PLC COMMON G47791101 371 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,552 462,350 X 1 462,350 INSULET CORP COMMON 45784P101 3,743 262,080 X 1 262,080 INTEL CORP COMMON 458140100 354 17,342 X 1 15,926 1,416 INTEL CORP 144A W/O RTS CVT CV BND 458140AF7 791,323 38,790,334 X 1 38,121,243 26,235 642,857 INTEL CORP 144A W/O RTS CVT CV BND 458140AF7 28,581 1,401,014 X 2 1,401,014 INTEL CORP CVT CV BND 458140AD2 39,501 1,936,306 X 1 1,820,859 24,580 90,867 INTEL CORP CVT CV BND 458140AD2 3,863 189,346 X 2 189,346 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 441 3,925 X 2 3,925 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 33,343 296,912 X 1 103,907 477 192,528 INTERPUBLIC GROUP COS INC COMMON 460690100 163 22,089 X 1 18,280 3,809 INTERVAL LEISURE GROUP COMMON 46113M108 9,372 751,588 X 1 418,881 332,707 INTERVAL LEISURE GROUP COMMON 46113M108 721 57,836 X 2 57,836 INTEVAC INC COMMON 461148108 4,375 381,432 X 1 340,425 41,007 INTL GAME TECH COMMON 459902102 76,589 4,080,415 X 1 2,211,713 16,954 1,851,748 INTL GAME TECH COMMON 459902102 602 32,052 X 2 32,052 INTL PAPER COMMON 460146103 3,124 116,650 X 1 115,389 1,261 INTREPID POTASH INC COMMON 46121Y102 1,618 55,483 X 1 55,483 INTUITIVE SURGICAL INC COMMON 46120E602 4,849 15,988 X 1 9,988 6,000 INVESCO LTD COMMON G491BT108 22,828 971,812 X 1 257,199 24,304 690,309 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 8,319 422,293 X 1 376,511 45,782 INVITROGEN CORP CV BND 46185RAK6 29,272 560,548 X 1 544,963 14,604 980 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 85 2,000 X 1 2,000 IPC THE HOSPITALIST CO COMMON 44984A105 4,626 139,113 X 1 139,113 IPG PHOTONICS CORP COMMON 44980X109 4,230 252,704 X 1 252,704 ISHARES IBOXX H/Y CORP BOND Exchange 464288513 933 10,625 X 1 10,625 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 4,333 78,384 X 1 76,734 1,650 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,140 51,555 X 1 50,280 1,275 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 29 588 X 1 588 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 415 7,235 X 1 7,235 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 149 2,385 X 1 1,762 623 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 27 600 X 1 600 ISLE OF CAPRI CASINOS COMMON 464592104 6,248 835,237 X 1 743,926 91,311 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 7,304 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 15,023 288,410 X 1 258,522 29,888 ITT INDS INC COMMON 450911102 427 8,578 X 1 7,740 838 J & J SNACK FOODS CORP COMMON 466032109 15,440 386,398 X 1 346,760 39,638 J CREW GROUP COMMON 46612H402 7,038 157,313 X 1 62,313 95,000 JACOBS ENGINEERING GROUP INC COMMON 469814107 175 4,654 X 1 4,654 JARDEN CORP COMMON 471109108 18,041 583,672 X 1 542,682 40,990 JDS UNIPHASE CORP CV BND 46612JAD3 1,500 181,847 X 1 120,791 14,686 46,369 JEFFERIES GROUP INC NEW COMMON 472319102 2,136 90,000 X 1 90,000 JM SMUCKER CO COMMON 832696405 13,508 218,756 X 1 119,537 99,219 JM SMUCKER CO COMMON 832696405 1,058 17,139 X 2 17,139 JMP GROUP INC COMMON 46629U107 3,025 311,174 X 1 279,121 32,053 JO-ANN STORES INC COMMON 47758P307 13,854 382,286 X 1 343,674 38,612 JOHN BEAN TECHNOLOGIES COMMON 477839104 718 42,217 X 2 42,217 JOHN BEAN TECHNOLOGIES COMMON 477839104 21,339 1,254,523 X 1 933,811 320,712 JOHNSON & JOHNSON COMMON 478160104 41,346 641,921 X 1 554,670 87,251 JOHNSON & JOHNSON COMMON 478160104 227 3,518 X 2 3,518 JOY GLOBAL INC COMMON 481165108 2,476 48,000 X 1 48,000 JP MORGAN CHASE & CO COMMON 46625H100 1,106 26,534 X 2 26,534 JP MORGAN CHASE & CO COMMON 46625H100 198,011 4,751,882 X 1 3,235,427 16,413 1,500,042 JUNIPER NETWORKS COMMON 48203R104 2,862 107,296 X 1 12,237 11,278 83,781 KADANT INC COMMON 48282T104 4,235 265,367 X 1 146,444 118,923 KADANT INC COMMON 48282T104 337 21,137 X 2 21,137 KAR AUCTION SERVICES INC COMMON 48238T109 1,198 86,882 X 1 86,882 KB HOME CORP COMMON 48666K109 6,813 498,050 X 1 496,500 1,550 KB HOME CORP COMMON 48666K109 13 940 X 2 940 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 5,265 287,551 X 1 231,696 14,252 41,603 KEY ENERGY SERVICES INC COMMON 492914106 134 15,237 X 1 15,237 KIMBERLY CLARK COMMON 494368103 38 600 X 1 600 KINROSS GOLD CORP COMMON 496902404 35 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 497 14,283 X 2 14,283 KIRBY CORP COMMON 497266106 14,632 420,087 X 1 313,018 107,069 KIRKLANDS INC COMMON 497498105 1,309 75,366 X 1 75,366 KOHLS CORP COMMON 500255104 1,395 25,858 X 1 18,426 7,432 KOPPERS HOLDINGS INC COMMON 50060P106 11,540 379,096 X 1 338,024 41,072 KULICKE & SOFFA CVT CV BND 501242AT8 3,480 645,559 X 2 645,559 KULICKE & SOFFA CVT CV BND 501242AT8 19,756 3,665,271 X 1 3,275,164 107,280 282,828 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 11,241 2,085,474 X 1 1,675,855 159,642 249,977 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 189 35,043 X 2 35,043 LABARGE INC COMMON 502470107 1,976 163,975 X 1 92,109 71,866 LAM RESEARCH CORP COMMON 512807108 7,944 202,602 X 1 202,602 LEGG MASON INC COMMON 524901105 670 22,216 X 2 22,216 LEGG MASON INC COMMON 524901105 58,528 1,940,583 X 1 1,633,485 307,098 LEGGETT & PLATT INC COMMON 524660107 1,180 57,847 X 2 57,847 LEGGETT & PLATT INC COMMON 524660107 28,704 1,407,057 X 1 1,003,090 403,967 LENDER PROCESSING SERV COMMON 52602E102 901 22,150 X 2 22,150 LENDER PROCESSING SERV COMMON 52602E102 28,511 701,203 X 1 530,829 170,374 LENNAR CORP COMMON 526057104 7,016 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 2,544 1,662,902 X 2 1,662,902 LEVEL 3 COMM CONV CV BND 52729NBF6 16,979 11,097,640 X 1 10,354,668 60,241 682,731 LEVEL 3 COMM CONV CV BND 52729NBK5 3,033 1,982,601 X 2 1,982,601 LEVEL 3 COMM CONV CV BND 52729NBK5 35,161 22,981,321 X 1 22,057,328 259,158 664,835 LEVEL 3 COMM CVT CV BND 52729NBE9 8,024 5,244,298 X 1 3,597,122 1,647,176 LEVEL 3 COMM CVT CV BND 52729NBE9 1,320 862,476 X 2 862,476 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 1,170 764,624 X 1 764,624 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 120 78,691 X 2 78,691 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 167,085 109,205,564 X 1 102,401,119 1,463,889 5,340,556 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 2,805 1,833,333 X 2 1,833,333 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 74,881 48,941,679 X 1 48,225,013 447,222 269,445 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,318 861,111 X 2 861,111 LIBERTY GLOBAL INC CL A COMMON 530555101 3,095 141,260 X 1 141,260 LIBERTY MEDIA CORPORAT 530715AN1 149 19,234 X 2 19,234 LIBERTY MEDIA CORPORAT 530715AN1 7,169 923,815 X 1 897,766 26,049 LIFE TECHNOLOGIES CORP COMMON 53217V109 18,766 359,286 X 1 152,553 206,733 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,320 40,591 X 1 28,177 2,123 10,291 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 10,465 321,696 X 1 251,796 10,717 59,184 LILLY ELI COMMON 532457108 127 3,564 X 1 900 2,664 LIMITED BRANDS INC COMMON 532716107 18,414 957,075 X 1 381,468 37,352 538,255 LINCOLN EDUCATIONAL SERVICES COMMON 533535100 3,073 141,830 X 1 141,830 LITTELFUSE INC COMMON 537008104 6,283 195,435 X 1 174,168 21,267 LIVE NATION ENTERTAINMENT COMMON 538034109 15,218 1,788,245 X 1 1,595,369 192,876 LOUISIANA-PACIFIC CORP COMMON 546347105 216 30,912 X 1 30,912 LSI LOGIC COMMON 502161102 936 155,718 X 2 155,718 LSI LOGIC COMMON 502161102 27,448 4,567,138 X 1 3,393,874 1,173,264 LUBRIZOL CORP COMMON 549271104 223 3,061 X 1 2,535 526 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 16,060 4,837,261 X 1 4,763,901 73,360 LUCENT TECH CAP CONV PFD 7.75 CV PFD 549462307 1,243 374,383 X 2 374,383 LUCENT TECHNOLOGIES SERIES A C CV BND 549463AG2 139 8,358 X 2 8,358 LUCENT TECHNOLOGIES SERIES A C CV BND 549463AG2 4,302 259,105 X 1 145,075 5,373 108,657 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 4,973 380,065 X 2 380,065 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 33,546 2,563,515 X 1 1,674,917 16,938 871,660 LUFKIN INDS INC COMMON 549764108 11,343 154,954 X 1 138,491 16,463 LULULEMON ATHLETICA INC COMMON 550021109 6,269 208,281 X 1 208,281 LUMBER LIQUIDATORS INC COMMON 55003Q103 4,178 155,887 X 1 155,887 MACYS INC. COMMON 55616P104 1,004 59,887 X 1 59,887 MARATHON OIL CORP COMMON 565849106 3,587 114,897 X 1 8,258 33,069 73,570 MARINER ENERGY INC COMMON 56845T305 8,104 698,012 X 1 622,847 75,165 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 733 35,319 X 2 35,319 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 69,737 3,360,830 X 1 1,619,282 39,446 1,702,102 MASCO CORP COMMON 574599106 10,259 742,886 X 1 239,858 503,028 MASIMO CORPORATION COMMON 574795100 3,075 101,069 X 1 101,069 MASSEY ENERGY CO COMMON 576206106 195 4,644 X 1 4,644 MASTEC INC COMMON 576323109 3,291 263,242 X 1 263,242 MASTERCARD INC-CLASS A COMMON 57636Q104 9,001 35,162 X 1 13,844 1,565 19,753 MATTEL INC COMMON 577081102 2,053 102,747 X 1 102,747 MCAFEE INC COMMON 579064106 672 16,567 X 2 16,567 MCAFEE INC COMMON 579064106 8,579 211,464 X 1 116,255 95,209 MCCORMICK & CO NON VTG COMMON 579780206 237 6,553 X 1 5,422 1,131 MCDONALDS COMMON 580135101 819 13,120 X 1 6,079 7,041 MCGRATH RENTCORP COMMON 580589109 6,391 285,804 X 1 255,114 30,690 MCGRAW HILL COS INC COMMON 580645109 9,545 284,836 X 1 284,836 MCKESSON CORP COMMON 58155Q103 257 4,106 X 1 3,396 710 MDU RESOURCES GROUP INC COMMON 552690109 3,884 164,565 X 1 91,845 72,720 MDU RESOURCES GROUP INC COMMON 552690109 289 12,231 X 2 12,231 MEAD JOHNSON NUTRITION CO-A COMMON 582839106 417 9,552 X 2 9,552 MEAD JOHNSON NUTRITION CO-A COMMON 582839106 8,759 200,444 X 1 143,154 57,290 MEDASSETS INC COMMON 584045108 4,787 225,718 X 1 225,718 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 61,092 955,909 X 1 379,217 6,848 569,844 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 786 12,293 X 2 12,293 MEDICAL ACTION IND INC COMMON 58449L100 7,169 446,413 X 1 397,606 48,807 MEDNAX COMMON 58502B106 18,900 314,418 X 1 252,572 61,846 MEDNAX COMMON 58502B106 389 6,471 X 2 6,471 MEDTRONIC INC COMMON 585055106 55,075 1,252,267 X 1 975,201 7,344 269,722 MEDTRONIC INC COMMON 585055106 246 5,588 X 2 5,588 MERCADOLIBRE INC COMMON 58733R102 5,116 98,629 X 1 98,629 MERCK & CO COMMON 58933Y105 331 9,070 X 2 9,070 MERCK & CO COMMON 58933Y105 93,774 2,566,343 X 1 1,820,943 32,687 712,713 METHODE ELECTRONICS INC COMMON 591520200 7,927 913,242 X 1 813,795 99,447 METLIFE INC COMMON 59156R108 4 114 X 1 114 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 18,792 178,993 X 1 163,085 15,908 MICHAEL BAKER CORP COMMON 057149106 2,983 72,050 X 1 38,753 33,297 MICHAEL BAKER CORP COMMON 057149106 231 5,568 X 2 5,568 MICRON TECHNOLOGY COMMON 595112103 106 10,000 X 1 10,000 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 742 70,268 X 1 70,268 MICROS SYSTEM INC COMMON 594901100 755 24,332 X 2 24,332 MICROS SYSTEM INC COMMON 594901100 9,454 304,687 X 1 167,953 136,734 MICROSOFT CORP COMMON 594918104 117,055 3,839,143 X 1 1,988,278 16,651 1,834,214 MICROSOFT CORP COMMON 594918104 1,314 43,103 X 2 43,103 MICROSTRATEGY INC COMMON 594972408 7,926 84,301 X 1 75,221 9,080 MIDDLEBY CORP COMMON 596278101 7,095 144,738 X 1 107,491 37,247 MIDDLEBY CORP COMMON 596278101 241 4,914 X 2 4,914 MIDDLESEX WATER CO COMMON 596680108 9,241 524,189 X 1 469,667 54,522 MINE SAFETY APPLIANCES CO COMMON 602720104 48 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 8,473 155,549 X 1 138,674 16,875 MOLSON COORS BREWING CO COMMON 60871R209 25,016 553,945 X 1 477,706 76,239 MOLSON COORS BREWING CO COMMON 60871R209 134 2,978 X 2 2,978 MONSANTO CO NEW COMMON 61166W101 414 5,063 X 1 2,262 2,801 MONSTER WORLDWIDE INC COMMON 611742107 3,563 204,796 X 1 204,796 MORGAN STANLEY COMMON 617446448 73 2,483 X 1 2,483 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,735 469,700 X 1 469,700 MOSAIC CO COMMON 61945A107 13,096 219,254 X 1 57,130 162,124 MOTOROLA INC COMMON 620076109 1 X 1 1 MOVADO CORP INC COMMON 624580106 5,318 547,138 X 1 488,096 59,042 MSCI INC-A COMMON 55354G100 4,133 129,961 X 1 129,961 MUNRO MUFFLER BRAKE INC COMMON 610236101 3,824 114,359 X 1 114,359 MWI VETERINARY SUPPLY INC COMMON 55402X105 10,179 270,010 X 1 240,611 29,399 MYERS INDS INC COMMON 628464109 5,944 653,207 X 1 582,023 71,184 MYLAN LABS COMMON 628530107 833 45,225 X 2 45,225 MYLAN LABS COMMON 628530107 80,434 4,364,309 X 1 1,686,316 5,495 2,672,498 MYR GROUP INC/DELAWARE COMMON 55405W104 8,535 472,086 X 1 421,574 50,512 NABORS INDUSTRIES LTD COMMON G6359F103 3,713 169,641 X 1 169,641 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 8,998 424,039 X 1 378,586 45,453 NAVIGATORS GROUP INC COMMON 638904102 10,611 225,247 X 1 202,254 22,993 NAVISTAR INTL CORP CVT CV BND 63934EAL2 2,798 72,403 X 2 72,403 NAVISTAR INTL CORP CVT CV BND 63934EAL2 25,197 651,928 X 1 603,592 15,018 33,317 NBTY INC COMMON 628782104 3,130 71,885 X 1 71,885 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 2,972 318,854 X 1 318,854 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 41,339 4,435,494 X 1 4,017,007 151,966 266,521 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 2,941 315,550 X 2 315,550 NETAPP INC COMMON 64110D104 4,896 142,353 X 1 142,353 NETEZZA CORP COMMON 64111N101 2,327 239,849 X 1 239,849 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,595 77,721 X 1 77,721 NEUTRAL TANDEM INC COMMON 64128B108 2,658 116,834 X 1 116,834 NEVADA GEOTHERMAL POWER INC COMMON 64127M105 60 63,000 X 1 63,000 NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 1,865 24,666 X 1 24,666 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 21,046 1,402,109 X 1 1,284,448 18,226 99,435 NEWELL FINL TR I CONV PFD 5.25 CV PFD 651195307 3,811 253,865 X 2 253,865 NEWS CORP INC-CL A COMMON 65248E104 3 227 X 1 227 NICE SYSTEMS LTD SPON ADR ADR 653656108 3,295 106,153 X 1 106,153 NII HOLDINGS INC CVT CV BND 62913FAF9 2,005 59,701 X 1 29,751 2,795 27,155 NII HOLDINGS INC CVT CV BND 62913FAF9 603 17,970 X 2 17,970 NII HOLDINGS INC CVT CV BND 62913FAJ1 651 19,397 X 2 19,397 NII HOLDINGS INC CVT CV BND 62913FAJ1 20,124 599,285 X 1 543,951 7,962 47,372 NIKE INC CL B COMMON 654106103 34,731 525,675 X 1 455,005 70,670 NIKE INC CL B COMMON 654106103 182 2,753 X 2 2,753 NOBLE ENERGY INC COMMON 655044105 10,686 150,046 X 1 48,087 101,959 NORAM ENERGY SUB CONV CV BND 655419AC3 426 29,354 X 1 29,354 NORDIC AMERICAN TANKER SHIPPIN COMMON G65773106 9 300 X 1 300 NORDSTROM INC COMMON 655664100 608 16,184 X 2 16,184 NORDSTROM INC COMMON 655664100 57,577 1,532,112 X 1 783,686 13,014 735,412 NORTEK INC COMMON 656559309 15 439 X 1 439 NORTEL NETWORKS CORP COMMON 656568508 29 X 1 29 NORTEL NETWORKS CORP CV BND 656568AE2 80 3,499,188 X 1 3,389,031 10,313 99,844 NORTEL NETWORKS CORP CV BND 656568AE2 1 65,156 X 2 65,156 NORTEL NETWORKS CVT CV BND 656568AF9 4,688 X 2 4,688 NORTEL NETWORKS CVT CV BND 656568AF9 3 135,938 X 1 135,938 NORTHERN TR CORP COMMON 665859104 55 1,041 X 1 1,041 NORTHROP GRUMMAN CORP COMMON 666807102 308 5,513 X 2 5,513 NORTHROP GRUMMAN CORP COMMON 666807102 62,310 1,115,665 X 1 969,857 145,808 NORTHWESTERN CORP COMMON 668074305 9,852 378,632 X 1 339,078 39,554 NRG ENERGY INC COMMON 629377508 2,001 84,748 X 1 46,894 37,854 NRG ENERGY INC COMMON 629377508 159 6,714 X 2 6,714 NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 399 25,687 X 1 25,687 NUCOR CORP COMMON 670346105 12 250 X 1 250 NVIDIA CORP COMMON 67066G104 5,127 274,454 X 1 164,454 110,000 NVR INC COMMON 62944T105 2,487 3,500 X 1 3,500 O CHARLEYS INC COMMON 670823103 665 101,510 X 2 101,510 O CHARLEYS INC COMMON 670823103 8,480 1,294,641 X 1 707,708 586,933 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 8,948 745,661 X 1 665,283 80,378 OCCIDENTAL PETE COMMON 674599105 14,796 181,876 X 1 53,592 128,284 OCEANEERING INTL INC COMMON 675232102 18,336 313,333 X 1 286,603 26,730 OLIN COMMON 680665205 8,333 475,649 X 1 424,102 51,547 OMNICARE INC CVT CV BND 681904AL2 4,128 170,701 X 2 170,701 OMNICARE INC CVT CV BND 681904AL2 25,993 1,074,975 X 1 786,879 65,095 223,002 ON ASSIGNMENT INC COMMON 682159108 2,953 413,002 X 1 413,002 ON SEMICONDUCTOR CORPORATION COMMON 682189105 24,875 2,823,490 X 1 2,045,396 778,094 ON SEMICONDUCTOR CORPORATION COMMON 682189105 965 109,522 X 2 109,522 ONEOK INC COMMON 682680103 6,272 140,731 X 1 78,861 61,870 ONEOK INC COMMON 682680103 473 10,613 X 2 10,613 ORACLE CORP COMMON 68389X105 1,038 42,282 X 2 42,282 ORACLE CORP COMMON 68389X105 148,908 6,067,964 X 1 3,208,977 68,146 2,790,841 OREILLY AUTOMOTIVE INC COMMON 686091109 628 16,462 X 1 16,462 ORION MARINE GROUP INC COMMON 68628V308 309 14,663 X 2 14,663 ORION MARINE GROUP INC COMMON 68628V308 7,267 345,038 X 1 263,037 82,001 OWENS CORNING INC COMMON 690742101 385 15,000 X 1 15,000 OWENS-ILLINOIS INC COMMON 690768403 1,113 33,852 X 2 33,852 OWENS-ILLINOIS INC COMMON 690768403 119,853 3,646,264 X 1 3,033,405 47,529 565,330 P G & E CORP COMMON 69331C108 6 137 X 1 137 PACTIV CORP COMMON 695257105 9,674 400,760 X 1 110,001 18,447 272,312 PANERA BREAD CO CL A COMMON 69840W108 8,668 129,430 X 1 129,430 PARKER HANNIFIN COMMON 701094104 2,101 39,000 X 1 39,000 PEABODY ENERGY CORP CVT CV BND 704549AG9 2,920 64,582 X 1 54,488 2,310 7,784 PEABODY ENERGY CORP CVT CV BND 704549AG9 920 20,358 X 2 20,358 PENN NATIONAL GAMING INC COMMON 707569109 332 12,215 X 2 12,215 PENN NATIONAL GAMING INC COMMON 707569109 4,076 149,960 X 1 80,631 69,329 PENN VIRGINIA CORP COMMON 707882106 29,255 1,374,135 X 1 1,077,616 296,519 PENN VIRGINIA CORP COMMON 707882106 722 33,918 X 2 33,918 PENN VIRGINIA CORP CVT CV BND 707882AA4 9,865 463,342 X 1 364,762 28,190 70,390 PENN VIRGINIA CORP CVT CV BND 707882AA4 1,213 56,970 X 2 56,970 PENSKE AUTO GROUP INC COMMON 70959W103 176 11,564 X 1 9,570 1,994 PEOPLES UNITED FINANCIAL INC COMMON 712704105 11,624 696,050 X 1 387,000 309,050 PEOPLES UNITED FINANCIAL INC COMMON 712704105 899 53,819 X 2 53,819 PEPSICO INC COMMON 713448108 68,837 1,132,184 X 1 756,306 8,991 366,887 PEPSICO INC COMMON 713448108 230 3,789 X 2 3,789 PERFICIENT INC COMMON 71375U101 2,190 259,841 X 1 144,650 115,191 PERRIGO CO COMMON 714290103 38,136 957,239 X 1 653,567 303,672 PERRIGO CO COMMON 714290103 1,241 31,156 X 2 31,156 PFIZER INC COMMON 717081103 379 20,859 X 2 20,859 PFIZER INC COMMON 717081103 113,571 6,243,572 X 1 4,116,461 72,538 2,054,573 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 352 15,034 X 2 15,034 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 4,473 190,847 X 1 104,874 85,973 PHH CORP COMMON 693320202 808 50,144 X 2 50,144 PHH CORP COMMON 693320202 26,651 1,654,338 X 1 1,253,851 400,487 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 16,158 335,298 X 1 112,646 222,652 PHILLIPS-VAN HEUSEN COMMON 718592108 5,877 144,462 X 1 144,462 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 76 1,584 X 2 1,584 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 3,172 65,840 X 1 10,331 1,377 54,132 PIPER JAFFRAY COS COMMON 724078100 1 10 X 1 10 PNC FINANCIAL SERVICES COMMON 693475105 68,886 1,304,906 X 1 1,005,971 298,935 PNC FINANCIAL SERVICES COMMON 693475105 289 5,469 X 2 5,469 PORTA SYSTEMS CORP COMMON 735647406 13 X 1 13 POTLATCH HOLDINGS INC COMMON 737630103 1,242 38,945 X 2 38,945 POTLATCH HOLDINGS INC COMMON 737630103 32,022 1,004,460 X 1 734,880 269,580 POWER INTEGRATIONS INC COMMON 739276103 3,364 92,522 X 1 92,522 PPG INDS COMMON 693506107 7 115 X 1 115 PPL CORPORATION COMMON 69351T106 35 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 126 1,573 X 2 1,573 PRAXAIR INC COMMON 74005P104 29,274 364,516 X 1 310,597 4,157 49,762 PRECISION CASTPARTS COMMON 740189105 4,860 44,044 X 1 32,772 4,139 7,133 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 5,130 96,341 X 1 80,619 8,081 7,641 PRICELINE.COM INC COMMON 741503403 1,489 6,816 X 2 6,816 PRICELINE.COM INC COMMON 741503403 176,860 809,428 X 1 484,266 5,340 319,822 PRIDE INTERNATIONAL INC COMMON 74153Q102 2,103 65,918 X 1 9,162 23,861 32,895 PROASSURANCE CORP COMMON 74267C106 10,681 198,863 X 1 177,298 21,565 PROCTER & GAMBLE COMMON 742718109 39,303 648,250 X 1 196,958 15,806 435,486 PROGRESS SOFTWARE CORP COMMON 743312100 8,848 302,897 X 1 270,351 32,546 PROLOGIS CVT CV BND 743410AQ5 9,088 663,848 X 1 629,703 1,959 32,187 PROLOGIS CVT CV BND 743410AQ5 702 51,251 X 2 51,251 PROLOGIS CVT CV BND 743410AR3 9,784 714,668 X 1 680,862 2,378 31,428 PROLOGIS CVT CV BND 743410AR3 701 51,185 X 2 51,185 PROSPERITY BANCSHARES INC COMMON 743606105 17,800 439,822 X 1 393,207 46,615 PRUDENTIAL FINANCIAL INC COMMON 744320102 14,135 284,070 X 1 91,706 192,364 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 225 6,756 X 2 6,756 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 42,463 1,277,074 X 1 1,103,727 173,347 PULTE CORP COMMON 745867101 46 4,588 X 2 4,588 PULTE CORP COMMON 745867101 13,299 1,329,905 X 1 1,187,727 142,178 QUAKER CHEMICAL CORP COMMON 747316107 5,619 272,255 X 1 151,501 120,754 QUAKER CHEMICAL CORP COMMON 747316107 437 21,169 X 2 21,169 QUALCOMM INC COMMON 747525103 627 13,558 X 2 13,558 QUALCOMM INC COMMON 747525103 103,483 2,236,987 X 1 1,223,186 30,024 983,777 QUEST DIAGNOSTICS INC COMMON 74834L100 149 2,465 X 1 2,465 QUEST SOFTWARE INC COMMON 74834T103 9,678 525,957 X 1 469,852 56,105 QUESTAR CORP COMMON 748356102 19,168 461,100 X 1 253,417 207,683 QUESTAR CORP COMMON 748356102 1,514 36,418 X 2 36,418 QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 5,091 135,508 X 1 135,508 QWEST COMMUNICATIONS INT CVT CV BND 749121BY4 2,063 490,003 X 1 391,393 98,611 RACKSPACE HOSTING INC COMMON 750086100 3,108 149,059 X 1 149,059 RADIOSHACK CORP COMMON 750438103 167 8,551 X 1 7,073 1,478 RALCORP HOLDINGS INC COMMON 751028101 8,211 137,520 X 1 122,347 15,173 RANGE RESOURCES CORP COMMON 75281A109 567 11,384 X 2 11,384 RANGE RESOURCES CORP COMMON 75281A109 55,530 1,113,938 X 1 560,808 1,383 551,747 RAVEN INDUSTRIES INC COMMON 754212108 7,629 240,146 X 1 214,124 26,022 RAYMOND JAMES FINANCIAL INC COMMON 754730109 9,414 396,066 X 1 259,298 136,768 RAYMOND JAMES FINANCIAL INC COMMON 754730109 864 36,355 X 2 36,355 RED HAT INC COMMON 756577102 1,700 55,000 X 1 55,000 REGENERON PHARMACEUTICALS COMMON 75886F107 3,432 141,954 X 1 141,954 REGIS CORP COMMON 758932107 500 32,096 X 1 32,096 REINSURANCE GRP OF AMERI-A COMMON 759351604 13,027 273,389 X 1 243,959 29,430 RELIANCE STEEL & ALUMINUM COMMON 759509102 1,248 28,886 X 2 28,886 RELIANCE STEEL & ALUMINUM COMMON 759509102 31,810 735,993 X 1 530,653 205,340 RESMED INC COMMON 761152107 4,268 81,648 X 1 81,648 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 3,934 670,223 X 1 552,334 96,778 21,111 RLI CORPORATION COMMON 749607107 11,640 218,596 X 1 195,436 23,160 ROCK-TENN CO CL A COMMON 772739207 16,618 329,652 X 1 294,170 35,482 ROLLINS INC COMMON 775711104 413 21,399 X 2 21,399 ROLLINS INC COMMON 775711104 34,172 1,772,407 X 1 1,486,929 285,478 ROSETTA RESOURCES INC COMMON 777779307 3,542 177,728 X 1 177,728 ROSNEFT OJSC-GDR Global D 67812M207 347 40,400 X 1 40,400 ROSS STORES INC COMMON 778296103 819 19,168 X 1 12,578 6,590 RPM INTERNATIONAL INC COMMON 749685103 9,800 482,032 X 1 429,513 52,519 S & P 500 DEPOSITARY RCPT Exchange 78462F103 764 6,854 X 1 6,854 SALESFORCE.COM INC COMMON 79466L302 619 8,386 X 2 8,386 SALESFORCE.COM INC COMMON 79466L302 75,080 1,017,759 X 1 617,263 1,019 399,477 SALLY BEAUTY CO INC COMMON 79546E104 909 118,806 X 2 118,806 SALLY BEAUTY CO INC COMMON 79546E104 27,918 3,649,427 X 1 2,755,839 893,588 SAVVIS INC CV BND 805423AA8 14 X 1 14 SCANSOURCE INC COMMON 806037107 2,273 85,135 X 1 75,817 9,318 SCHLUMBERGER LTD COMMON 806857108 11,389 174,979 X 1 63,681 4,509 106,789 SCHOLASTIC CORP COMMON 807066105 15,286 512,435 X 1 456,191 56,244 SCRIPPS CO (E.W.) -CL A COMMON 811054402 5,548 797,106 X 1 444,736 352,370 SCRIPPS CO (E.W.) -CL A COMMON 811054402 441 63,317 X 2 63,317 SEMPRA ENERGY COMMON 816851109 220 3,927 X 1 3,250 677 SENSIO TECHNOLOGIES INC COMMON 81725Y109 41 13,000 X 1 13,000 SHANDA GAMES LTD-ADR ADR 81941U105 2,804 275,125 X 1 275,125 SIEMENS AG SPON ADR ADR 826197501 222 2,420 X 2 2,420 SIEMENS AG SPON ADR ADR 826197501 44,115 481,077 X 1 432,685 48,392 SIGNATURE BANK COMMON 82669G104 21,759 682,102 X 1 621,125 60,977 SILICON LABS INC COMMON 826919102 4,391 90,831 X 1 90,831 SIMON PROPERTY GROUP INC COMMON 828806109 14,784 185,262 X 1 185,262 SINA.COM COMMON G81477104 2,604 57,636 X 1 57,636 SIX FLAGS INC 7.25% CVT PFD CV PFD 83001P505 34 X 1 34 SMITH INTL COMMON 832110100 50,291 1,850,987 X 1 1,610,269 240,718 SMITH INTL COMMON 832110100 241 8,875 X 2 8,875 SMURFIT-STONE CONTAINER CORP COMMON 832727101 14 50,000 X 1 50,000 SOLECTRON CORP CONV CV BND 834182AT4 103 X 1 103 SONIC AUTOMOTIVE INC COMMON 83545G102 488 46,957 X 2 46,957 SONIC AUTOMOTIVE INC COMMON 83545G102 21,015 2,022,610 X 1 1,677,269 345,341 SOURCEFIRE INC COMMON 83616T108 3,610 134,942 X 1 134,942 SOUTHWEST WATER CO COMMON 845331107 1,845 313,325 X 1 175,266 138,059 SOUTHWESTERN ENERGY CO COMMON 845467109 1,249 25,916 X 2 25,916 SOUTHWESTERN ENERGY CO COMMON 845467109 135,303 2,807,119 X 1 1,610,194 12,365 1,184,560 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 35,118 622,279 X 1 581,794 5,695 34,791 SOVEREIGN CAP IV CONV PFD 4.37 CV PFD 846048205 6,603 117,004 X 2 117,004 SPARTAN STORES INC COMMON 846822104 233 16,298 X 2 16,298 SPARTAN STORES INC COMMON 846822104 7,349 514,303 X 1 387,844 126,459 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,119 80,366 X 1 80,366 SPDR BARCLAYS CAPITAL MUNICIPA Exchange 78464A458 2,802 123,525 X 1 123,525 SPDR GOLD TRUST Exchange 78463V107 107 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 2,897 141,249 X 1 141,249 SPX CORP COMMON 784635104 4,908 89,722 X 1 50,557 39,165 SPX CORP COMMON 784635104 374 6,831 X 2 6,831 SRA INTL INC CL A COMMON 78464R105 7,390 386,895 X 1 345,330 41,565 ST JUDE MEDICAL INC COMMON 790849103 1,345 36,578 X 1 20,202 9,078 7,298 STANDARD PARKING CORP COMMON 853790103 15,304 963,748 X 1 859,766 103,982 STANLEY WORK CVT PFD CV PFD 854616208 2 31 X 1 31 STANLEY WORKS COMMON 854616109 2,112 40,999 X 1 40,999 STARBUCKS CORP COMMON 855244109 107,776 4,673,701 X 1 2,589,295 18,811 2,065,595 STARBUCKS CORP COMMON 855244109 727 31,507 X 2 31,507 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 254 6,952 X 1 5,754 1,198 STATE STREET CORP COMMON 857477103 62,369 1,432,446 X 1 1,246,502 185,944 STATE STREET CORP COMMON 857477103 303 6,952 X 2 6,952 STEEL DYNAMICS INC COMMON 858119100 17,688 998,204 X 1 321,998 676,206 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,414 79,772 X 2 79,772 STEEL DYNAMICS INC CVT CV BND 858119AP5 5,594 315,670 X 1 300,855 14,815 STERLING BANCSHARES INC TX COMMON 858907108 9,333 1,819,225 X 1 1,624,394 194,831 STIFEL FINANCIAL CORP COMMON 860630102 29,813 503,258 X 1 442,301 60,957 STRYKER CORP COMMON 863667101 71 1,400 X 1 1,400 SUPERVALU INC COMMON 868536103 10,961 862,401 X 1 275,485 586,916 SWS GROUP INC COMMON 78503N107 9,315 769,847 X 1 685,721 84,126 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,723 87,550 X 1 87,550 SYBASE INC COMMON 871130100 19,433 447,754 X 1 398,989 48,765 TARGET CORP COMMON 87612E106 10 200 X 1 200 TEAM INC COMMON 878155100 7,291 387,635 X 1 345,625 42,010 TECH DATA CORP CVT CV BND 878237AE6 430 9,216 X 1 9,216 TECK COMINCO LTD-CL B COMMON 878742204 4,043 115,602 X 1 115,602 TEKELEC COMMON 879101103 10,158 664,790 X 1 593,036 71,754 TELEFLEX INC COMMON 879369106 670 12,432 X 2 12,432 TELEFLEX INC COMMON 879369106 24,594 456,368 X 1 354,962 101,406 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 3,838 162,410 X 1 162,410 TENNANT CO COMMON 880345103 5,262 200,899 X 1 179,378 21,521 TENNECO AUTOMOTIVE COMMON 880349105 2,329 131,380 X 1 131,380 TERADATA CORP COMMON 88076W103 11,354 361,239 X 1 200,468 160,771 TERADATA CORP COMMON 88076W103 869 27,651 X 2 27,651 TERADYNE INC COMMON 880770102 9,860 918,900 X 1 819,079 99,821 TERADYNE INC CVT CV BND 880770AE2 2,783 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 4,773 369,723 X 1 369,723 TETRA TECH INC COMMON 88162G103 2,744 100,992 X 1 100,992 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 148 2,630 X 1 2,630 THE BRINKS CO COMMON 109696104 4,923 202,261 X 1 149,177 53,084 THE BRINKS CO COMMON 109696104 168 6,894 X 2 6,894 THE WALT DISNEY CO COMMON 254687106 2,085 64,652 X 1 64,652 THERAVANCE INC COMMON 88338T104 2,107 161,239 X 1 161,239 THOMAS & BETTS COMMON 884315102 6,243 174,429 X 1 155,490 18,939 TICKETMASTER ENTERTAINMENT COMMON 88633P302 3,465 283,521 X 1 155,986 127,535 TICKETMASTER ENTERTAINMENT COMMON 88633P302 279 22,826 X 2 22,826 TIDEWATER COMMON 886423102 35,808 746,768 X 1 645,625 101,143 TIDEWATER COMMON 886423102 188 3,917 X 2 3,917 TIFFANY & CO COMMON 886547108 84,771 1,971,419 X 1 1,142,772 2,202 826,445 TIFFANY & CO COMMON 886547108 779 18,121 X 2 18,121 TIME WARNER CABLE CL A COMMON 88732J207 152 3,671 X 1 3,671 TIME WARNER INC COMMON 887317303 175 6,011 X 2 6,011 TIME WARNER INC COMMON 887317303 52,669 1,807,454 X 1 1,194,588 612,866 TJX COMPANIES INC COMMON 872540109 5,819 159,200 X 1 153,669 5,531 TOTAL FINA ELF SA -SP ADR ADR 89151E109 446 6,957 X 2 6,957 TOTAL FINA ELF SA -SP ADR ADR 89151E109 77,286 1,206,837 X 1 1,084,133 122,704 TRANSOCEAN INC CVT CV BND 893830AV1 3,575 43,178 X 1 42,792 178 208 TRANSOCEAN INC CVT CV BND 893830AV1 476 5,753 X 2 5,753 TRANSOCEAN INC CVT CV BND 893830AW9 22,944 277,096 X 1 263,811 3,321 9,964 TRANSOCEAN INC CVT CV BND 893830AW9 2,112 25,503 X 2 25,503 TRANSOCEAN LTD COMMON H8817H100 3,858 46,596 X 1 11,138 11,276 24,182 TRAVELERS COS INC/THE COMMON 89417E109 58,471 1,172,711 X 1 1,018,770 153,941 TRAVELERS COS INC/THE COMMON 89417E109 287 5,758 X 2 5,758 TREX COMPANY INC COMMON 89531P105 3,426 174,779 X 1 174,779 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 2,145 123,021 X 2 123,021 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 21,027 1,205,699 X 1 1,067,552 14,839 123,308 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 6,388 1,064,605 X 1 927,088 137,517 TTM TECHNOLOGIES COMMON 87305R109 8,934 774,882 X 1 690,514 84,368 TYLER TECHNOLOGIES INC COMMON 902252105 3,678 184,724 X 1 184,724 UAL CORP CVT CV BND 902549AH7 3,001 232,419 X 1 228,129 4,290 UAL CORP CVT CV BND 902549AH7 3,515 272,253 X 2 272,253 UGI CORP COMMON 902681105 49,445 2,044,009 X 1 1,505,574 538,435 UGI CORP COMMON 902681105 1,769 73,129 X 2 73,129 UIL HLDGS CORP COMMON 902748102 13,996 498,435 X 1 444,889 53,546 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 3,523 193,982 X 1 193,982 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,852 131,150 X 1 131,150 UNDER ARMOUR INC-CLASS A COMMON 904311107 2,984 109,418 X 1 109,418 UNION PACIFIC COMMON 907818108 14,109 220,803 X 1 70,071 4,880 145,852 UNITED ONLINE INC COMMON 911268100 6,130 852,539 X 1 760,020 92,519 UNITED PARCEL SERIVCE CL B COMMON 911312106 11,804 205,746 X 1 52,957 152,789 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 5,679 578,943 X 1 577,720 1,224 UNITED RENTALS CONV PFD 6.50 8 CV PFD 91136H306 62 6,324 X 2 6,324 UNITED RENTALS NORTH AM CV BND 911365AH7 72 7,331 X 2 7,331 UNITED RENTALS NORTH AM CV BND 911365AH7 1,072 109,271 X 1 85,447 23,824 UNITED STATES STEEL CORP COMMON 912909108 3,092 56,091 X 1 56,091 UNITED TECHNOLOGIES COMMON 913017109 16,425 236,631 X 1 67,903 16,702 152,026 UNITEDHEALTH GROUP COMMON 91324P102 49,725 1,631,410 X 1 1,415,295 216,115 UNITEDHEALTH GROUP COMMON 91324P102 265 8,680 X 2 8,680 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 168 5,509 X 1 4,557 952 URBAN OUTFITTERS INC COMMON 917047102 829 23,705 X 2 23,705 URBAN OUTFITTERS INC COMMON 917047102 93,821 2,681,358 X 1 1,573,881 12,583 1,094,894 US BANCORP COMMON 902973304 39,051 1,734,842 X 1 1,492,677 242,165 US BANCORP COMMON 902973304 202 8,955 X 2 8,955 US STEEL CORP CVT CV BND 912909AE8 60,524 1,098,038 X 1 1,098,038 VALE SA-SP ADR ADR 91912E105 19,047 656,119 X 1 645,563 10,556 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 20,786 653,867 X 1 349,868 61,053 242,946 VALEANT PHARMACY CVT CV BND 91911XAD6 947 29,799 X 2 29,799 VALEANT PHARMACY CVT CV BND 91911XAD6 143,489 4,513,640 X 1 3,725,805 146,305 641,529 VALERO ENERGY CORP COMMON 91913Y100 41,796 2,495,290 X 1 2,171,611 323,679 VALERO ENERGY CORP COMMON 91913Y100 203 12,107 X 2 12,107 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 616 42,521 X 2 42,521 VAN KAMPEN HIGH INCOME TR II Closed E 920913506 2,542 175,571 X 1 136,077 5,665 33,830 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 3,982 207,281 X 1 207,281 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 18,668 520,303 X 1 386,885 133,418 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 849 23,661 X 2 23,661 VERISK ANALYTICS INC-CL A COMMON 92345Y106 4,712 155,602 X 1 83,837 71,765 VERIZON COMMUNICATIONS COMMON 92343V104 2,375 71,694 X 1 14,273 57,421 VERTEX PHARMACEUTICALS CV BND 92532FAM2 7,604 177,449 X 1 177,449 VERTEX PHARMACEUTICALS INC COMMON 92532F100 183,048 4,271,827 X 1 4,122,597 52,532 96,698 VIACOM INC CL B COMMON 92553P201 2,460 82,755 X 1 82,755 VIMPELCOM-SP ADR ADR 68370R109 14,421 775,740 X 1 756,988 18,752 VISA INC-CLASS A SHRS COMMON 92826C839 1,301 14,876 X 2 14,876 VISA INC-CLASS A SHRS COMMON 92826C839 109,823 1,255,690 X 1 573,599 7,895 674,196 VISTAPRINT NV COMMON N93540107 2,612 46,091 X 1 46,091 VITRAN CORP INC COMMON 92850E107 1,511 139,020 X 1 74,505 64,515 VMWARE INC-CLASS A COMMON 928563402 2,569 60,607 X 1 60,607 VODAFONE GROUP PLC ADR 92857W209 240 10,411 X 2 10,411 VODAFONE GROUP PLC ADR 92857W209 53,080 2,298,813 X 1 2,091,001 207,812 VOLCANO CORP COMMON 928645100 4,200 241,632 X 1 241,632 VOLCOM INC COMMON 92864N101 3,032 181,128 X 1 181,128 WABTEC COMMON 929740108 13,399 328,091 X 1 292,797 35,294 WAL-MART STORES INC COMMON 931142103 58,851 1,101,056 X 1 696,043 8,464 396,549 WAL-MART STORES INC COMMON 931142103 183 3,424 X 2 3,424 WALGREEN CO COMMON 931422109 23,832 649,019 X 1 211,025 437,994 WALTER INDUSTRIES INC COMMON 93317Q105 308 4,090 X 2 4,090 WALTER INDUSTRIES INC COMMON 93317Q105 53,481 710,142 X 1 496,482 4,694 208,966 WARNACO GROUP INC COMMON 934390402 8,221 194,849 X 1 194,849 WASHINGTON FEDERAL INC COMMON 938824109 15,419 797,277 X 1 711,317 85,960 WASTE CONNECTIONS INC COMMON 941053100 20,233 606,865 X 1 554,513 52,352 WATERS CORP COMMON 941848103 10,706 172,786 X 1 44,014 128,772 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 12,543 464,744 X 1 464,744 WELLS FARGO COMPANY COMMON 949746101 548 20,311 X 2 20,311 WELLS FARGO COMPANY COMMON 949746101 135,502 5,020,453 X 1 3,526,356 21,740 1,472,357 WEST PHARMACEUTICALS SVCS COMMON 955306105 10,909 278,291 X 1 248,762 29,529 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 27,495 4,597,875 X 1 4,597,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,532 2,682,548 X 1 2,659,599 22,949 WESTERN DIGITAL CORP COMMON 958102105 2,031 46,000 X 1 46,000 WESTERN WIND ENERGY CORP COMMON 95988Q108 39 21,950 X 1 21,950 WEYERHAEUSER CO COMMON 962166104 42,482 984,755 X 1 824,860 159,895 WEYERHAEUSER CO COMMON 962166104 496 11,492 X 2 11,492 WHIRLPOOL CORP COMMON 963320106 21,942 272,027 X 1 105,410 8,114 158,503 WILEY JOHN & SONS CL A COMMON 968223206 18,812 449,188 X 1 400,013 49,175 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 2,855 135,426 X 1 135,426 WR BERKLEY CORP COMMON 084423102 761 30,883 X 2 30,883 WR BERKLEY CORP COMMON 084423102 22,485 912,559 X 1 683,074 229,485 WRIGHT EXPRESS CORP COMMON 98233Q105 23,286 730,885 X 1 542,825 188,060 WRIGHT EXPRESS CORP COMMON 98233Q105 779 24,453 X 2 24,453 WYNDHAM WORLDWIDE CORP COMMON 98310W108 20,627 1,022,643 X 1 755,150 267,493 WYNDHAM WORLDWIDE CORP COMMON 98310W108 728 36,112 X 2 36,112 XL CAPITAL LTD CL A COMMON G98255105 192 10,448 X 1 8,646 1,802 XTO ENERGY INC COMMON 98385X106 186 3,996 X 2 3,996 XTO ENERGY INC COMMON 98385X106 35,203 756,575 X 1 654,109 102,466 ZENITH NATIONAL INSURANCE CP COMMON 989390109 13,580 456,320 X 1 406,972 49,348 COLUMN TOTALS 16,178,390
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