-----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, KuE6aiBCsXTgV4dFJO/AvxSXiGvp9cgMwPqP/7XzIY3b2s38ot11M5RGNezE2F6O oV1mEA2Sk9z9OxVbN/pLzA== 0000312348-08-000036.txt : 20080515 0000312348-08-000036.hdr.sgml : 20080515 20080515123301 ACCESSION NUMBER: 0000312348-08-000036 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 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: 08835420 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 q1complete.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: 3/31/08 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: Vice President and Trading Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 5/15/08 Signature Place Date NOTE: This filing shows the firm's convertible holdings and rights as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: 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: 927 Form 13F Information Table Value Total: $ 18,264,312 ('000) List of Other Included Managers: 28- Loomis Sayles Trust Company, LLC (2) VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- 1-800-FLOWERS.COM INC COMMON 68243Q106 3,252 382,193 X 1 365,957 16,236 3M CO COMMON 88579Y101 762 9,632 X 1 4,628 5,004 AAR CORP COMMON 000361105 7,516 275,616 X 1 272,577 3,039 ABB LTD SPON ADR ADR 000375204 31,573 1,172,833 X 1 1,069,354 103,479 ABBOTT LABS COMMON 002824100 4,707 85,355 X 1 83,597 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HORTON INC COMMON 23331A109 18,200 1,155,558 X 1 1,155,558 DANAHER CORP COMMON 235851102 44,582 586,372 X 1 172,604 7,402 406,366 DEERE & CO COMMON 244199105 173,178 2,152,882 X 1 1,143,391 7,199 1,002,292 DEERE & CO COMMON 244199105 1,342 16,689 X 2 16,689 DELPHI FINANCIAL GROUP CL A COMMON 247131105 13,817 472,692 X 1 466,906 5,786 DENBURY RESOURCES INC COMMON 247916208 12,649 443,048 X 1 310,048 133,000 DEVELOPERS DIVERS REALTY COMMON 251591103 13,681 326,670 X 1 326,670 DEVON ENERGY CORP COMMON 25179M103 26,881 257,657 X 1 177,276 1,297 79,084 DEVON ENERGY CVT CV BND 25179MAA1 23,410 274,252 X 1 267,722 6,530 DEVON ENERGY CVT CV BND 25179MAB9 32,648 382,479 X 1 380,613 1,866 DEVRY INC COMMON 251893103 38,307 915,566 X 1 915,566 DG FASTCHANNEL INC COMMON 23326R109 3,004 156,613 X 1 156,613 DICKS SPORTING GOODS INC COMMON 253393102 3,357 125,343 X 1 125,343 DIEBOLD INC COMMON 253651103 4 100 X 1 100 DISCOVER FINANCIAL COMMON 254709108 406 24,826 X 2 24,826 DISCOVER FINANCIAL COMMON 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43,366 323,480 DST SYSTEMS COMMON 233326107 10 150 X 1 150 DUCOMMUN INC COMMON 264147109 10,411 376,270 X 1 372,129 4,141 DUFF & PHELPS CORP-CL A COMMON 26433B107 7,420 412,445 X 1 261,009 151,436 DUFF & PHELPS CORP-CL A COMMON 26433B107 791 43,963 X 2 43,963 DUKE ENERGY CORP COMMON 26441C105 5,050 282,940 X 1 282,940 DUKE REALTY INVESTMENTS INC COMMON 264411505 8 358 X 1 358 DUN & BRADSTREET CORP NEW COMMON 26483E100 4,494 55,227 X 1 34,870 20,357 DUN & BRADSTREET CORP NEW COMMON 26483E100 478 5,876 X 2 5,876 DUPONT E I COMMON 263534109 27,721 592,828 X 1 539,539 2,200 51,089 DWS HIGH INCOME TRUST Closed E 23337C109 3,977 870,222 X 1 689,692 24,235 156,295 DWS HIGH INCOME TRUST Closed E 23337C109 729 159,573 X 2 159,573 DYNEGY INC - CL A COMMON 26817G102 8,479 1,074,685 X 1 1,074,685 EAST WEST BANCORP INC COMMON 27579R104 16,264 916,254 X 1 844,934 71,320 EAST WEST BANCORP INC COMMON 27579R104 340 19,127 X 2 19,127 EASTMAN CHEMICAL CO COMMON 277432100 9 150 X 1 150 EATON CORP COMMON 278058102 13,878 174,193 X 1 72,399 1,654 100,140 EATON VANCE SR FLTG RATE TR Closed E 27828Q105 255 18,455 X 1 18,455 ECHOSTAR HOLDING CORP-A COMMON 278768106 2,127 72,004 X 1 45,772 26,232 ECHOSTAR HOLDING CORP-A COMMON 278768106 226 7,651 X 2 7,651 ECOLAB INC COMMON 278865100 3,830 88,196 X 1 85,946 2,250 EDISON INTERNATIONAL COMMON 281020107 94 1,927 X 1 1,327 600 EHEALTH INC COMMON 28238P109 2,804 127,037 X 1 127,037 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 12,936 777,397 X 1 671,333 3,006 103,059 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 164 9,858 X 2 9,858 EL PASO CORPORATION COMMON 28336L109 347 20,840 X 1 20,840 EMBARQ CORP COMMON 29078E105 177 4,407 X 2 4,407 EMBARQ CORP COMMON 29078E105 1,825 45,514 X 1 26,001 19,513 EMC CORP COMMON 268648102 3,411 237,874 X 1 234,549 3,325 EMERSON ELEC COMMON 291011104 27,692 538,120 X 1 119,851 15,174 403,095 EMPLOYERS HOLDINGS INC COMMON 292218104 17,279 932,004 X 1 840,167 91,837 EMPLOYERS HOLDINGS INC COMMON 292218104 438 23,638 X 2 23,638 EMULEX CORP COMMON 292475209 401 24,712 X 2 24,712 EMULEX CORP COMMON 292475209 13,982 860,975 X 1 769,831 91,144 ENERGIZER HOLDINGS INC COMMON 29266R108 7,081 78,265 X 1 78,265 EOG RESOURCES INC COMMON 26875P101 99,726 831,046 X 1 460,800 1,579 368,667 EOG RESOURCES INC COMMON 26875P101 1,075 8,958 X 2 8,958 EPICOR SOFTWARE CORP COMMON 29426L108 8,142 726,939 X 1 718,848 8,091 EPIX MEDICAL INC CVT CV BND 26881QAB7 853 596,626 X 1 508,163 27,764 60,699 EQUITABLE RESOURCES INC COMMON 294549100 41,189 699,308 X 1 644,634 54,674 EQUITY RESIDENTIAL COMMON 29476L107 19,085 460,000 X 1 460,000 ESCO TECHNOLOGIES COMMON 296315104 8,724 219,634 X 1 217,545 2,089 ESTEE LAUDER COS CL A COMMON 518439104 18,940 413,093 X 1 377,443 35,650 EURONET WORLDWIDE INC COMMON 298736109 11,749 610,002 X 1 610,002 EVEREST RE GROUP LTD COMMON G3223R108 3,849 42,992 X 1 41,892 1,100 EXAR CORP COMMON 300645108 7,168 870,917 X 1 861,212 9,705 EXCEL TECHNOLOGY INC COMMON 30067T103 9,218 341,912 X 1 338,097 3,815 EXELIXIS INC COMMON 30161Q104 1,739 250,229 X 1 250,229 EXELON CORP COMMON 30161N101 47,415 583,424 X 1 409,125 2,419 171,880 EXPONENT INC COMMON 30214U102 6,682 203,479 X 1 129,566 73,913 EXPONENT INC COMMON 30214U102 548 16,682 X 2 16,682 EXPRESS SCRIPTS INC CL A COMMON 302182100 93,395 1,452,038 X 1 784,942 2,628 664,468 EXPRESS SCRIPTS INC CL A COMMON 302182100 959 14,915 X 2 14,915 EXTERRAN HOLDINGS INC COMMON 30225X103 13,782 213,548 X 1 211,579 1,969 EXXON MOBIL CORP COMMON 30231G102 197,551 2,335,675 X 1 1,311,361 23,426 1,000,888 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 8,472 710,770 X 1 703,339 7,431 FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 3,721 12,962 X 1 12,962 FELCOR LODGING CONV PFD CV PFD 31430F200 1,724 143,334 X 1 140,156 3,178 FGX INTERNATIONAL HOLDINGS COMMON G3396L102 4,110 343,645 X 1 343,645 FIDELITY NATIONAL INFORMATION COMMON 31620M106 8,196 214,901 X 1 136,881 78,020 FIDELITY NATIONAL INFORMATION COMMON 31620M106 879 23,034 X 2 23,034 FIRST CASH FINANCIAL SERVICES COMMON 31942D107 6,191 599,365 X 1 592,631 6,734 FIRST MERCURY FINANCIAL CORP COMMON 320841109 3,406 195,663 X 1 193,509 2,154 FIRST SECURITY GROUP INC COMMON 336312103 2,228 245,331 X 1 234,791 10,540 FIRST SOLAR INC COMMON 336433107 1,330 5,753 X 2 5,753 FIRST SOLAR INC COMMON 336433107 156,858 678,627 X 1 429,111 2,362 247,154 FIRST STATE BANCORPORATION COMMON 336453105 8,803 657,421 X 1 650,077 7,344 FIRST TRUST/FOUR CRNS SR F 2 Closed E 33733U108 257 18,905 X 1 18,905 FIRSTENERGY COMMON 337932107 20,211 294,539 X 1 58,588 4,091 231,860 FLOWSERVE CORP COMMON 34354P105 1,356 12,992 X 2 12,992 FLOWSERVE CORP COMMON 34354P105 149,296 1,430,311 X 1 873,346 2,291 554,674 FMC CORP NEW COMMON 302491303 17,528 315,874 X 1 312,034 3,840 FMC TECHNOLOGIES INC COMMON 30249U101 4,928 86,619 X 1 86,619 FOCUS MEDIA HOLDING-ADR ADR 34415V109 32,075 912,507 X 1 912,507 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 59,927 10,476,707 X 1 10,450,435 8,969 17,303 FORD MOTOR CO CAP TR II CVT PR CV PFD 345395206 8 1,412 X 2 1,412 FORESTAR REAL ESTATE GRP COMMON 346233109 706 28,362 X 2 28,362 FORESTAR REAL ESTATE GRP COMMON 346233109 20,548 824,908 X 1 719,712 105,196 FOSSIL INC COMMON 349882100 429 14,035 X 2 14,035 FOSSIL INC COMMON 349882100 23,942 783,959 X 1 709,400 74,559 FOSTER WHEELER LTD COMMON G36535139 413 7,303 X 1 3,724 3,579 FOUNDRY NETWORKS INC COMMON 35063R100 2,632 227,256 X 1 227,256 FPL GROUP INC COMMON 302571104 18,129 288,947 X 1 136,675 2,737 149,535 FRANKLIN RESOURCES COMMON 354613101 5,422 55,900 X 1 54,775 1,125 FREDDIE MAC COMMON 313400301 3,393 134,000 X 2 134,000 FREDDIE MAC COMMON 313400301 91,701 3,621,700 X 1 3,621,700 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 32,453 337,274 X 1 274,946 2,951 59,377 FTI CONSULTING CV BND 302941AB5 5 64 X 1 64 FTI CONSULTING INC COMMON 302941109 9,604 135,191 X 1 135,191 FX ENERGY INC COMMON 302695101 13 3,000 X 1 3,000 GAMESTOP CORP COMMON 36467W109 41,783 808,021 X 1 808,021 GAMMON GOLD INC COMMON 36467T106 5,259 700,261 X 1 700,261 GAP INC COMMON 364760108 26,924 1,368,102 X 1 1,198,477 169,625 GARMIN LTD COMMON G37260109 24,417 452,088 X 1 452,088 GEN MILLS COMMON 370334104 9 150 X 1 150 GENCO SHIPPING & TRADING LTD COMMON Y2685T107 4,219 74,768 X 1 74,768 GENENTECH INC COMMON 368710406 1,663 20,488 X 1 9,173 2,715 8,600 GENERAL CABLE CORP COMMON 369300108 592 10,026 X 2 10,026 GENERAL CABLE CORP COMMON 369300108 72,693 1,230,627 X 1 1,151,257 79,370 GENERAL ELECTRIC COMMON 369604103 54,480 1,472,038 X 1 1,347,535 11,300 113,203 GENESCO INC COMMON 371532102 8,721 377,373 X 1 373,219 4,154 GENESEE & WYOMING INC-CL A COMMON 371559105 14,626 425,160 X 1 420,440 4,720 GENESIS LEASE LTD-ADS ADR 37183T107 5,058 347,646 X 1 346,567 1,079 GENTEX CORP COMMON 371901109 11,471 668,864 X 1 660,019 8,845 GENZYME CORP COMMON 372917104 876 11,754 X 2 11,754 GENZYME CORP COMMON 372917104 111,821 1,500,141 X 1 745,825 6,173 748,143 GEOEYE INC COMMON 37250W108 6,219 239,266 X 1 151,668 87,598 GEOEYE INC COMMON 37250W108 586 22,532 X 2 22,532 GILDAN ACTIVEWEAR -A COMMON 375916103 52,328 1,400,653 X 1 1,400,653 GILEAD SCIENCES INC COMMON 375558103 229,253 4,448,915 X 1 2,520,144 21,770 1,907,001 GILEAD SCIENCES INC COMMON 375558103 1,936 37,572 X 2 37,572 GOLDMAN SACHS GROUP COMMON 38141G104 156,646 947,131 X 1 525,973 5,112 416,046 GOLDMAN SACHS GROUP COMMON 38141G104 1,176 7,110 X 2 7,110 GOODRICH COMMON 382388106 3,460 60,165 X 1 1,127 59,038 GOOGLE INC-CL A COMMON 38259P508 95,690 217,245 X 1 130,225 357 86,663 GOOGLE INC-CL A COMMON 38259P508 893 2,027 X 2 2,027 GRANITE CONSTRUCTION INC COMMON 387328107 204 6,243 X 2 6,243 GRANITE CONSTRUCTION INC COMMON 387328107 7,553 230,910 X 1 207,991 22,919 GREIF INC -CL A COMMON 397624107 9,370 137,932 X 1 136,397 1,535 GREY WOLF INC COMMON 397888108 7,139 1,052,958 X 1 1,052,958 GROUP 1 AUTOMOTIVE INC COMMON 398905109 9,215 392,453 X 1 392,453 GUESS INC COMMON 401617105 67 1,655 X 1 1,655 GYMBOREE CORP COMMON 403777105 2,416 60,577 X 1 60,577 HALLIBURTON CO COMMON 406216101 92,729 2,357,705 X 1 1,670,795 9,758 677,152 HANCOCK HOLDING CO COMMON 410120109 17,486 416,126 X 1 411,495 4,631 HANESBRANDS INC COMMON 410345102 767 26,278 X 2 26,278 HANESBRANDS INC COMMON 410345102 28,383 972,013 X 1 877,356 94,657 HARRIS CORP COMMON 413875105 3,085 63,559 X 1 61,931 1,628 HARRIS STRATEX NETWORKS-CL A COMMON 41457P106 4,646 463,164 X 1 458,068 5,096 HARSCO CORP COMMON 415864107 11,663 210,608 X 1 210,058 550 HARTE HANKS INC COMMON 416196103 290 21,245 X 1 21,245 HAYNES INTERNATIONAL INC COMMON 420877201 6,294 114,687 X 1 113,407 1,280 HCC INSURANCE HLDG COMMON 404132102 2,952 130,085 X 1 82,707 47,378 HCC INSURANCE HLDG COMMON 404132102 310 13,683 X 2 13,683 HCP INC COMMON 40414L109 101 3,000 X 1 2,000 1,000 HEALTH CARE REIT INC COMMON 42217K106 13,372 296,308 X 1 293,087 3,221 HEALTHEXTRAS INC COMMON 422211102 3,641 146,592 X 1 146,592 HEALTHSPRING INC COMMON 42224N101 5,519 392,007 X 1 387,345 4,662 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 451 14,310 X 2 14,310 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 13,555 430,329 X 1 368,822 61,507 HERCULES COMMON 427056106 1,845 100,862 X 1 91,187 9,675 HEWLETT PACKARD COMMON 428236103 115,321 2,525,648 X 1 1,190,330 20,853 1,314,465 HIBBETT SPORTS INC COMMON 428567101 1,788 115,782 X 1 115,782 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 5,612 431,038 X 2 431,038 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 33,258 2,554,385 X 1 2,198,048 29,344 326,993 HILL INTERNATIONAL INC COMMON 431466101 385 30,800 X 2 30,800 HILL INTERNATIONAL INC COMMON 431466101 3,533 282,450 X 1 182,664 99,786 HILLENBRAND INDUSTRIES COMMON 431573104 446 9,338 X 2 9,338 HILLENBRAND INDUSTRIES COMMON 431573104 4,170 87,234 X 1 55,359 31,875 HOLOGIC INC COMMON 436440101 1,075 19,340 X 2 19,340 HOLOGIC INC COMMON 436440101 116,245 2,090,732 X 1 1,093,704 10,870 986,158 HOME DEPOT COMMON 437076102 27,029 966,366 X 1 185,833 12,944 767,589 HONEYWELL INTERNATIONAL INC COMMON 438516106 142 2,515 X 1 2,515 HOSPIRA INC COMMON 441060100 1,338 31,294 X 2 31,294 HOSPIRA INC COMMON 441060100 12,526 292,877 X 1 185,542 107,335 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 43,303 2,720,053 X 1 2,224,176 89,751 406,126 HOST HOTELS & RESORTS 144A W CV BND 44107TAE6 607 38,132 X 2 38,132 HUB GROUP INC CL A COMMON 443320106 15,704 477,466 X 1 472,202 5,264 HUBBELL INC CL B COMMON 443510201 61 1,391 X 1 958 433 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 1,618 274,685 X 2 274,685 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 31,901 5,416,102 X 1 4,846,490 93,905 475,708 HUNT J B TRANSPORT SVCS INC COMMON 445658107 100 3,179 X 1 2,185 994 IBERIABANK CORP COMMON 450828108 10,221 230,992 X 1 228,426 2,566 IBM COMMON 459200101 1,664 14,451 X 2 14,451 IBM COMMON 459200101 190,520 1,654,682 X 1 1,021,759 2,548 630,375 ICF INTERNATIONAL INC COMMON 44925C103 2,634 131,363 X 1 131,363 ICON PLC - SPONSORED ADR ADR 45103T107 3,299 50,846 X 1 50,846 IDEXX LABORATORIES INC COMMON 45168D104 4,813 97,697 X 1 97,697 IHS INC-CLASS A COMMON 451734107 3,843 59,752 X 1 59,752 II-VI INC COMMON 902104108 17,973 473,230 X 1 468,024 5,206 ILLINOIS TOOL WORKS INC COMMON 452308109 188 3,900 X 1 3,200 700 ILLUMINA INC COMMON 452327109 10,967 144,496 X 1 103,449 41,047 INCYTE CORP CVT CV BND 45337CAE2 83,216 7,917,816 X 1 6,993,004 353,880 570,932 INCYTE CORP CVT CV BND 45337CAE2 3,143 299,060 X 2 299,060 INDEVUS PHARMACEUTICALS INC COMMON 454072109 1,871 392,274 X 1 392,274 INFORMATICA CORP COMMON 45666Q102 4,171 244,511 X 1 244,511 INFORMATION SERVICES GROUP COMMON 45675Y104 1,815 351,739 X 1 351,739 ING GROEP NV SPON ADR ADR 456837103 4 100 X 1 100 INGERSOLL-RAND CO-CL A COMMON G4776G101 463 10,380 X 1 10,380 INNERWORKINGS INC COMMON 45773Y105 3,651 260,204 X 1 260,204 INTEL CORP COMMON 458140100 167 7,885 X 1 4,150 3,735 INTER PARFUMS INC COMMON 458334109 4,158 188,300 X 1 188,300 INTERACTIVE DATA CORP COMMON 45840J107 1,033 36,277 X 2 36,277 INTERACTIVE DATA CORP COMMON 45840J107 29,881 1,049,566 X 1 915,647 133,919 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 931 7,136 X 2 7,136 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 108,661 832,651 X 1 519,986 1,259 311,406 INTERFACE INC COMMON 458665106 7,828 557,141 X 1 557,141 INTERSIL CORP COMMON 46069S109 4,075 158,758 X 1 158,758 INTERVOICE INC COMMON 461142101 9,889 1,242,342 X 1 1,228,647 13,695 INTL GAME TECH COMMON 459902102 17,915 445,545 X 1 85,558 6,455 353,532 INTUITIVE SURGICAL INC COMMON 46120E602 1,649 5,084 X 2 5,084 INTUITIVE SURGICAL INC COMMON 46120E602 182,264 561,936 X 1 348,148 897 212,891 INVENTIV HEALTH INC COMMON 46122E105 14,812 514,130 X 1 508,803 5,327 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 14,852 321,603 X 1 317,643 3,960 INVESTOOLS INC COMMON 46145P103 305 27,726 X 2 27,726 INVESTOOLS INC COMMON 46145P103 15,929 1,449,366 X 1 1,331,434 117,932 INVITROGEN CORP CV BND 46185RAK6 24,935 291,742 X 1 278,510 7,302 5,930 IPG PHOTONICS CORP COMMON 44980X109 2,733 174,192 X 1 174,192 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 6,939 96,511 X 1 85,380 11,131 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,647 19,700 X 1 16,785 2,915 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 7,546 138,605 X 1 134,696 3,909 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 98 1,433 X 1 1,433 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 9,945 151,664 X 1 151,664 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 30 300 X 1 300 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 90 6,438 X 2 6,438 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 42,562 3,033,630 X 1 3,019,200 333 14,097 ITC HOLDINGS CORP COMMON 465685105 17,638 338,803 X 1 335,498 3,305 IVAX CORP CVT CV BND 465823AG7 2,011 43,539 X 1 13,889 29,650 J & J SNACK FOODS CORP COMMON 466032109 8,134 296,105 X 1 292,806 3,299 JACKSON HEWITT TAX SERVCE COMMON 468202106 2,904 253,174 X 1 250,387 2,787 JACOBS ENGINEERING GROUP INC COMMON 469814107 4,567 62,065 X 1 4,688 57,377 JARDEN CORP COMMON 471109108 23,553 1,083,382 X 1 1,083,382 JDS UNIPHASE CORP COMMON 46612J507 23 1,721 X 1 1,721 JDS UNIPHASE CORP CV BND 46612JAD3 6,033 450,524 X 1 301,185 31,188 118,151 JMP GROUP INC COMMON 46629U107 5,351 764,486 X 1 755,377 9,109 JO-ANN STORES INC COMMON 47758P307 4,632 314,428 X 1 310,961 3,467 JOHNSON & JOHNSON COMMON 478160104 64,382 992,477 X 1 565,100 6,270 421,107 JOY GLOBAL INC COMMON 481165108 17,200 263,968 X 1 256,382 7,586 JP MORGAN CHASE & CO COMMON 46625H100 113,809 2,649,804 X 1 1,720,379 13,832 915,593 JUNIPER NETWORKS COMMON 48203R104 1,050 42,007 X 2 42,007 JUNIPER NETWORKS COMMON 48203R104 100,308 4,012,307 X 1 2,209,862 7,408 1,795,037 KADANT INC COMMON 48282T104 4,358 148,322 X 1 148,322 KAMAN CORP COMMON 483548103 2,959 104,605 X 1 104,605 KB HOME CORP COMMON 48666K109 34,619 1,399,871 X 1 1,394,846 5,025 KBR INC COMMON 48242W106 469 16,918 X 2 16,918 KBR INC COMMON 48242W106 4,741 170,986 X 1 109,796 61,190 KELLWOOD CO CV BND 488044AF5 54,090 1,008,789 X 1 887,781 16,213 104,794 KIMBERLY CLARK COMMON 494368103 39 600 X 1 600 KINROSS GOLD CORP COMMON 496902404 14,446 653,383 X 1 653,383 KITE REALTY GROUP TRUST COMMON 49803T102 11,760 840,011 X 1 830,402 9,609 KNOLOGY INC COMMON 499183804 3,147 242,997 X 1 242,997 KRAFT FOODS INC COMMON 50075N104 23,716 764,790 X 1 697,371 67,419 KROGER COMMON 501044101 64 2,511 X 1 1,726 785 KULICKE & SOFFA CV BND 501242AL5 10,953 2,291,442 X 1 2,063,207 104,279 123,955 KULICKE & SOFFA CVT CV BND 501242AT8 18 3,831 X 2 3,831 KULICKE & SOFFA CVT CV BND 501242AT8 6,135 1,283,385 X 1 1,276,070 3,831 3,483 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 17 3,504 X 2 3,504 KULICKE & SOFFA IND INC CVT CV BND 501242AP6 8,102 1,694,934 X 1 1,473,382 81,768 139,784 KV PHARMACEUTICAL CO-CL A COMMON 482740206 2,283 91,450 X 1 91,450 L-3 COMMUNICATIONS CORP COMMON 502424104 3,062 28,000 X 1 28,000 LABORATORY CORP OF AMERICA HLD COMMON 50540R409 76 1,031 X 1 710 321 LAS VEGAS SANDS CORP COMMON 517834107 247 3,350 X 1 1,175 2,175 LEAR CORP COMMON 521865105 29 1,117 X 1 768 349 LEHMAN BROS HOLDING INC COMMON 524908100 368 9,784 X 1 5,599 2,935 1,250 LENNAR CORP COMMON 526057104 10,335 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 18,081 8,528,865 X 1 8,499,999 28,865 LEVEL 3 COMM CONV CV BND 52729NBF6 415 195,783 X 2 195,783 LEVEL 3 COMM CONV CV BND 52729NBK5 40,985 19,332,419 X 1 18,498,170 834,249 LEVEL 3 COMM CONV CV BND 52729NBK5 316 149,267 X 2 149,267 LEVEL 3 COMM CVT CV BND 52729NAS9 5 2,410 X 2 2,410 LEVEL 3 COMM CVT CV BND 52729NAS9 2,345 1,106,326 X 1 1,000,240 34,039 72,046 LEVEL 3 COMM INC CONV CV BND 52729NAG5 3,840 1,811,252 X 1 1,634,610 20,556 156,086 LEVEL 3 COMM INC CONV CV BND 52729NAG5 36 16,874 X 2 16,874 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 381 179,666 X 2 179,666 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 45,621 21,519,504 X 1 19,304,322 557,103 1,658,078 LIBBEY INC COMMON 529898108 8,032 476,932 X 1 476,932 LIBERTY ENTERTAINMENT CL A COMMON 53071M500 12,877 568,768 X 1 568,768 LIBERTY GLOBAL INC COMMON 530555101 59,036 1,732,267 X 1 1,731,738 529 LIBERTY MEDIA CORPORAT 530715AN1 9,369 1,007,403 X 1 977,548 29,855 LIBERTY MEDIA CORPORAT 530715AN1 181 19,444 X 2 19,444 LILLY ELI COMMON 532457108 11,402 221,013 X 1 43,422 3,223 174,368 LITTELFUSE INC COMMON 537008104 24,190 691,745 X 1 684,091 7,654 LIZ CLAIBORNE COMMON 539320101 17,300 953,156 X 1 865,839 87,317 LKQ CORP COMMON 501889208 17,613 783,830 X 1 783,830 LOCKHEED MARTIN CORP COMMON 539830109 7,240 72,910 X 1 48,195 4,060 20,655 LOEWS CORP - CAROLINA GROUP COMMON 540424207 17,896 246,673 X 1 47,658 3,411 195,604 LOWES COS COMMON 548661107 155 6,775 X 1 3,225 3,550 LUCENT TECH CAP CONV PFD CV PFD 549462307 12 2,017 X 2 2,017 LUCENT TECH CAP CONV PFD CV PFD 549462307 20,837 3,617,520 X 1 3,522,745 11,091 83,685 M & T BANK CORP COMMON 55261F104 91 1,129 X 1 1,129 MACYS INC. 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JUDE MEDICAL INC COMMON 790849103 1,466 33,934 X 1 15,578 8,908 9,448 ST MARY LAND & EXPLORATIONS COMMON 792228108 9,355 242,979 X 1 240,243 2,736 STANDARD PARKING CORP COMMON 853790103 21,788 1,039,510 X 1 1,027,100 12,410 STANLEY WORKS COMMON 854616109 15,436 324,144 X 1 324,144 STATE STREET CORP COMMON 857477103 1,085 13,735 X 2 13,735 STATE STREET CORP COMMON 857477103 133,709 1,692,513 X 1 822,805 12,877 856,831 STEEL DYNAMICS INC COMMON 858119100 885 26,786 X 2 26,786 STEEL DYNAMICS INC COMMON 858119100 104,511 3,163,151 X 1 1,694,549 10,610 1,457,992 STEINWAY MUSICAL INSTRUMENTS I COMMON 858495104 9,418 330,236 X 1 326,589 3,647 STERICYCLE INC COMMON 858912108 9,267 179,945 X 1 129,945 50,000 STERLING BANCSHARES INC TX COMMON 858907108 15,417 1,551,015 X 1 1,532,533 18,482 STIFEL FINANCIAL CORP COMMON 860630102 15,451 344,115 X 1 340,329 3,786 STRYKER CORP COMMON 863667101 94,736 1,456,364 X 1 736,267 11,224 708,873 STRYKER CORP COMMON 863667101 884 13,595 X 2 13,595 SUN HEALTHCARE GROUP COMMON 866933401 4,664 354,929 X 1 354,929 SUNPOWER CORP-CLASS A COMMON 867652109 2,459 33,000 X 1 33,000 SYBASE INC COMMON 871130100 13,722 521,751 X 1 515,529 6,222 SYNTEL INC COMMON 87162H103 2,696 101,163 X 1 101,163 T-3 ENERGY SERVICES INC COMMON 87306E107 3,116 73,213 X 1 73,213 TALEO CORP-CLASS A COMMON 87424N104 1,967 101,381 X 1 101,381 TALISMAN ENERGY INC COMMON 87425E103 5,595 316,080 X 1 316,080 TARGET CORP COMMON 87612E106 1,564 30,852 X 1 12,440 18,412 TASER INTERNATIONAL INC COMMON 87651B104 2,145 228,139 X 1 228,139 TEAM INC COMMON 878155100 3,278 120,057 X 1 120,057 TECH DATA COMMON 878237106 55 1,683 X 1 1,159 524 TEKELEC COMMON 879101103 13,602 1,092,503 X 1 1,080,482 12,021 TELEDYNE TECHNOLOGIES INC COMMON 879360105 23,739 505,079 X 1 499,517 5,562 TELEFLEX INC COMMON 879369106 15,756 330,235 X 1 305,395 24,840 TELEFLEX INC COMMON 879369106 332 6,949 X 2 6,949 TEMPLE INLAND INC COMMON 879868107 3 199 X 1 199 TENARIS SA ADR ADR 88031M109 319 6,396 X 1 6,396 TENNECO AUTOMOTIVE COMMON 880349105 11,071 396,234 X 1 396,234 TERADATA CORP COMMON 88076W103 5,199 235,657 X 1 150,261 85,396 TERADATA CORP COMMON 88076W103 545 24,712 X 2 24,712 TEREX CORP COMMON 880779103 3,346 53,537 X 1 52,812 725 TESCO CORP COMMON 88157K101 7,672 320,325 X 1 320,325 TETRA TECHNOLOGIES INC COMMON 88162F105 12,272 774,736 X 1 632,767 141,969 TETRA TECHNOLOGIES INC COMMON 88162F105 641 40,447 X 2 40,447 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 1,145 24,782 X 1 11,047 13,735 TEXAS INDUSTRIES INC COMMON 882491103 17,623 293,186 X 1 262,285 30,901 TEXAS INDUSTRIES INC COMMON 882491103 513 8,529 X 2 8,529 TEXAS INSTRUMENTS COMMON 882508104 3,252 115,028 X 1 112,778 2,250 TEXTRON INC COMMON 883203101 4,588 82,785 X 1 67,358 9,822 5,605 THE DIRECTV GROUP INC COMMON 25459L106 116,072 4,682,227 X 1 3,742,883 13,736 925,608 THE GEO GROUP INC COMMON 36159R103 17,992 632,637 X 1 627,477 5,160 THE WALT DISNEY CO COMMON 254687106 1,205 38,414 X 1 30,283 8,131 THERMO FISHER SCIENTIFIC INC COMMON 883556102 672 11,819 X 2 11,819 THERMO FISHER SCIENTIFIC INC COMMON 883556102 64,950 1,142,676 X 1 607,732 2,085 532,859 THIRD WAVE TECHNOLOGIES COMMON 88428W108 2,439 264,541 X 1 264,541 TIDEWATER COMMON 886423102 40,573 736,222 X 1 684,006 52,216 TIME WARNER CABLE CL A COMMON 88732J108 733 29,361 X 1 29,361 TIME WARNER INC COMMON 887317105 39,705 2,832,059 X 1 2,578,862 253,197 TJX COMPANIES INC COMMON 872540109 138,427 4,185,893 X 1 2,605,816 14,729 1,565,348 TJX COMPANIES INC COMMON 872540109 1,187 35,899 X 2 35,899 TOTAL FINA ELF SA -SP ADR ADR 89151E109 51,289 692,998 X 1 643,137 49,861 TOTAL SYSTEM SERVICES INC COMMON 891906109 663 28,036 X 2 28,036 TOTAL SYSTEM SERVICES INC COMMON 891906109 6,188 261,555 X 1 166,747 94,808 TRANSOCEAN INC COMMON G90073100 240,189 1,776,543 X 1 1,006,023 5,423 765,097 TRANSOCEAN INC COMMON G90073100 1,972 14,586 X 2 14,586 TRICO MARINE SERVICES INC COMMON 896106200 2,343 60,115 X 1 60,115 TRIZETTO GROUP INC COMMON 896882107 2,262 135,539 X 1 135,539 TRUE RELIGION APPAREL INC COMMON 89784N104 26,808 1,445,166 X 1 1,445,166 TURKCELL ILETISIM HIZMET ADR ADR 900111204 2,569 123,001 X 1 123,001 TXCO RESOURCES INC COMMON 87311M102 2,163 174,730 X 1 174,730 TYCO ELECTRONICS LTD COMMON G9144P105 44 1,293 X 1 1,293 TYCO INTERNATIONAL LTD COMMON G9143X208 57 1,294 X 1 1,294 TYLER TECHNOLOGIES INC COMMON 902252105 4,301 307,645 X 1 307,645 UGI CORP COMMON 902681105 38,879 1,560,141 X 1 1,406,694 153,447 UGI CORP COMMON 902681105 1,011 40,587 X 2 40,587 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 3,634 120,885 X 1 120,885 ULTRA PETROLEUM CORP COMMON 903914109 12,105 156,198 X 1 153,622 2,576 UNION PACIFIC COMMON 907818108 20,303 161,929 X 1 31,953 2,177 127,799 UNITED COMMUNITY BANKS/GA COMMON 90984P105 7,232 425,928 X 1 421,245 4,683 UNITED ONLINE INC COMMON 911268100 416 39,368 X 2 39,368 UNITED ONLINE INC COMMON 911268100 13,064 1,237,129 X 1 1,099,095 138,034 UNITED RENTALS CONV PFD CV PFD 91136H306 2,951 156,640 X 1 155,469 1,171 UNITED RENTALS CONV PFD CV PFD 91136H306 2 115 X 2 115 UNITED RENTALS INC COMMON 911363109 5 250 X 1 250 UNITED STATES STEEL CORP COMMON 912909108 9,473 74,670 X 1 74,670 UNITED TECHNOLOGIES COMMON 913017109 51,724 751,584 X 1 368,504 1,638 381,442 UNITED THERAPEUTICS CORP COMMON 91307C102 2,524 29,112 X 1 29,112 UNITEDHEALTH GROUP COMMON 91324P102 16,306 474,566 X 1 434,114 40,452 URBAN OUTFITTERS INC COMMON 917047102 129,824 4,141,112 X 1 2,563,211 6,581 1,571,320 URBAN OUTFITTERS INC COMMON 917047102 1,170 37,328 X 2 37,328 US AIRWAYS GROUP INC COMMON 90341W108 107 12,000 X 1 12,000 US BANCORP COMMON 902973304 37,893 1,170,971 X 1 1,027,251 143,720 UTI WORLDWIDE INC COMMON G87210103 3,793 188,874 X 1 188,874 V F CORP COMMON 918204108 102,535 1,322,862 X 1 725,017 2,482 595,363 V F CORP COMMON 918204108 1,091 14,075 X 2 14,075 VAIL RESORTS INC COMMON 91879Q109 10,441 216,207 X 1 216,207 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 52,017 4,054,320 X 1 3,238,173 135,550 680,597 VALEANT PHARMACY CVT CV BND 91911XAD6 63,960 4,985,171 X 1 4,003,264 177,781 804,126 VALERO ENERGY CORP COMMON 91913Y100 4,562 92,892 X 1 92,892 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 3,497 982,328 X 1 742,102 28,323 211,903 VAN KAMPEN HIGH INCOME TR II Closed E 920913100 725 203,789 X 2 203,789 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1,555 55,224 X 1 55,224 VERIGY LTD COMMON Y93691106 14,045 745,512 X 1 738,270 7,242 VERIZON COMMUNICATIONS COMMON 92343V104 31 851 X 1 151 700 VERTEX PHARMACEUTICALS CV BND 92532FAM2 77,155 3,229,614 X 1 2,794,288 68,586 366,740 VERTEX PHARMACEUTICALS CV BND 92532FAM2 21 864 X 2 864 VERTEX PHARMACEUTICALS INC COMMON 92532F100 54,810 2,294,274 X 1 2,169,808 15,060 109,406 VIMPELCOM-SP ADR ADR 68370R109 4,325 144,686 X 1 144,686 VISA INC-CLASS A SHRS COMMON 92826C839 1,491 23,908 X 2 23,908 VISA INC-CLASS A SHRS COMMON 92826C839 167,100 2,679,595 X 1 1,605,074 10,287 1,064,234 VISHAY INTERTECHNOLOGY INC COMMON 928298108 9,428 1,040,616 X 1 1,029,396 11,220 VISTAPRINT LTD COMMON G93762204 39,860 1,140,493 X 1 1,140,493 VMWARE INC-CLASS A COMMON 928563402 66 1,542 X 1 1,542 VOCUS INC COMMON 92858J108 3,310 125,365 X 1 125,365 VODAFONE GROUP PLC ADR 92857W209 8 262 X 1 262 W-H ENERGY SERVICES INC COMMON 92925E108 337 4,891 X 1 4,891 WABCO HOLDINGS INC COMMON 92927K102 3,444 75,483 X 1 48,317 27,166 WABCO HOLDINGS INC COMMON 92927K102 361 7,914 X 2 7,914 WABTEC COMMON 929740108 21,149 561,583 X 1 495,294 66,289 WABTEC COMMON 929740108 678 17,993 X 2 17,993 WACHOVIA CORP (NEW) COMMON 929903102 50 1,842 X 1 1,842 WADDELL & REED FINANCIAL A COMMON 930059100 4,901 152,546 X 1 152,546 WAL-MART STORES INC COMMON 931142103 208,944 3,966,286 X 1 2,278,887 13,387 1,674,012 WAL-MART STORES INC COMMON 931142103 1,552 29,470 X 2 29,470 WALGREEN CO COMMON 931422109 4 100 X 1 100 WALTER INDUSTRIES INC COMMON 93317Q105 5,653 90,261 X 1 89,268 993 WASTE CONNECTIONS INC COMMON 941053100 24,401 793,774 X 1 786,665 7,109 WATSON PHARMACEUTICALS CV BND 942683AC7 1,600 54,557 X 1 54,432 125 WEBSITE PROS INC COMMON 94769V105 398 40,455 X 2 40,455 WEBSITE PROS INC COMMON 94769V105 4,187 425,942 X 1 271,536 154,406 WELLPOINT INC COMMON 94973V107 7 150 X 1 150 WELLS FARGO COMPANY COMMON 949746101 22,294 766,106 X 1 149,251 11,048 605,807 WEST PHARMACEUTICALS SVCS COMMON 955306105 18,515 418,608 X 1 413,624 4,984 WESTAMERICA BANCORPORATION COMMON 957090103 1,554 29,552 X 1 29,552 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 19,197 3,503,173 X 1 3,474,423 28,750 WESTERN UNION CO/THE COMMON 959802109 47,215 2,219,814 X 1 2,219,814 WESTFIELD FINANCIAL INC COMMON 96008P104 3,995 408,898 X 1 404,403 4,495 WETERN ASSET HIGH INCOME OPP Closed E 95766K109 28,114 4,967,075 X 1 4,940,200 26,875 WEYERHAEUSER CO COMMON 962166104 480 7,384 X 1 7,384 WHITING PETROLEUM CORP COMMON 966387102 10,042 155,335 X 1 155,335 WILEY JOHN & SONS CL A COMMON 968223206 26,255 661,324 X 1 653,751 7,573 WILLBROS GROUP INC COMMON 969199108 5,527 180,636 X 1 180,636 WILLIAMS COS INC CVT PFD 5.5% CV PFD 969457845 4,466 135,426 X 1 135,426 WINNEBAGO INDS COMMON 974637100 5,880 347,911 X 1 315,859 32,052 WRIGHT EXPRESS CORP COMMON 98233Q105 32,931 1,071,610 X 1 987,370 84,240 WRIGHT EXPRESS CORP COMMON 98233Q105 689 22,425 X 2 22,425 WYETH CO COMMON 983024100 8 200 X 1 200 WYNDHAM WORLDWIDE CORP COMMON 98310W108 3,990 192,954 X 1 122,433 70,521 WYNDHAM WORLDWIDE CORP COMMON 98310W108 427 20,651 X 2 20,651 X-RITE INC COMMON 983857103 3,114 521,670 X 1 516,017 5,653 XTO ENERGY INC COMMON 98385X106 298,141 4,819,609 X 1 2,737,888 24,421 2,057,300 XTO ENERGY INC COMMON 98385X106 2,547 41,169 X 2 41,169 YUM! BRANDS INC COMMON 988498101 5,651 151,855 X 1 151,855 ZEP INC COMMON 98944B108 7,791 480,350 X 1 429,970 50,380 ZEP INC COMMON 98944B108 226 13,929 X 2 13,929 ZIMMER HOLDINGS INC COMMON 98956P102 18,209 233,869 X 1 80,943 2,466 150,460 COLUMN TOTALS 18,264,312
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