-----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, OzEMD3wD5DXz/evrs6vzGbNLn3F0qtKpobDcxPFQ2uXpl8gDP70tpgAPQWz/fRbB DBQ/EE+Gh3xDUuUCthfBXA== 0000312348-10-000039.txt : 20100517 0000312348-10-000039.hdr.sgml : 20100517 20100517161727 ACCESSION NUMBER: 0000312348-10-000039 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 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: 10838777 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: 3/31/10 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 5/17/10 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: 1071 Form 13F Information Table Value Total: $ 16,460,688 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 03/31/10 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 385 50,000 X 1 50,000 3M CO COMMON 88579Y101 84,672 1,013,191 X 1 379,181 9,561 624,449 3M CO COMMON 88579Y101 873 10,443 X 2 10,443 ABB LTD SPON ADR ADR 000375204 43,017 1,969,665 X 1 1,802,972 166,693 ABB LTD SPON ADR ADR 000375204 374 17,106 X 2 17,106 ABBOTT LABS COMMON 002824100 363 6,882 X 1 6,882 ABERCROMBIE & FITCH CO CL A COMMON 002896207 319 6,983 X 2 6,983 ABERCROMBIE & FITCH CO CL A COMMON 002896207 6,649 145,673 X 1 103,581 42,092 ACCO BRANDS CORP COMMON 00081T108 930 121,364 X 1 121,364 ACE LTD COMMON H0023R105 156 2,980 X 1 2,980 ACTUANT CORP CL A COMMON 00508X203 28,839 1,475,155 X 1 1,117,978 357,177 ACTUANT CORP CL A COMMON 00508X203 856 43,801 X 2 43,801 ADTRAN INC COMMON 00738A106 14,894 565,240 X 1 501,926 63,314 ADVANCED ENERGY INDS COMMON 007973100 3,235 195,337 X 1 195,337 ADVANCED ENERGY INDS COMMON 007973100 55 3,315 X 2 3,315 ADVANCED MICRO DEVICES CV BND 007903AL1 17,901 1,931,088 X 1 1,583,154 92,593 255,342 ADVANCED MICRO DEVICES CV BND 007903AL1 1,155 124,644 X 2 124,644 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 19,024 2,052,161 X 1 1,824,541 48,733 178,887 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 4,361 470,442 X 2 470,442 AEGEAN MARINE PETROLEUM NETW COMMON Y0017S102 66 2,319 X 2 2,319 AEGEAN MARINE PETROLEUM NETW COMMON Y0017S102 3,854 135,808 X 1 135,808 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 16,444 1,494,883 X 1 1,389,863 14,500 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 143 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 1,257 35,814 X 1 18,873 15,201 1,740 AFFILIATED MANAGERS GROUP COMMON 008252108 53 671 X 1 671 AFFYMETRIX INC CV BND 00826TAG3 15,795 2,151,899 X 1 2,080,189 34,726 36,984 AFFYMETRIX INC CV BND 00826TAG3 617 83,994 X 2 83,994 AFLAC INC COMMON 001055102 265 4,882 X 1 4,882 AGA MEDICAL HOLDINGS INC COMMON 008368102 3,871 238,211 X 1 238,211 AGA MEDICAL HOLDINGS INC COMMON 008368102 66 4,057 X 2 4,057 AIR PRODS & CHEM COMMON 009158106 248 3,353 X 2 3,353 AIR PRODS & CHEM COMMON 009158106 31,782 429,781 X 1 379,864 49,917 AKAMAI TECHNOLOGIES COMMON 00971T101 5,204 165,676 X 1 110,676 55,000 ALBANY INTL CORP-CL A COMMON 012348108 20,079 932,605 X 1 828,120 104,485 ALEXANDRIA REAL ESTATE 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INC COMMON 02209S103 22 1,075 X 1 575 500 AMAZON.COM INC COMMON 023135106 1,561 11,498 X 2 11,498 AMAZON.COM INC COMMON 023135106 167,984 1,237,637 X 1 695,942 3,380 538,315 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 18,465 667,556 X 1 590,950 76,606 AMERICAN ELEC PWR COMMON 025537101 381 11,142 X 2 11,142 AMERICAN ELEC PWR COMMON 025537101 57,620 1,685,777 X 1 1,346,636 339,141 AMERICAN EXPRESS CO COMMON 025816109 617 14,958 X 2 14,958 AMERICAN EXPRESS CO COMMON 025816109 76,502 1,854,136 X 1 927,728 9,940 916,468 AMERICAN WATER WORKS CO INC COMMON 030420103 12,252 563,068 X 1 308,679 254,389 AMERICAN WATER WORKS CO INC COMMON 030420103 920 42,296 X 2 42,296 AMERIGON INC COMMON 03070L300 54 5,377 X 2 5,377 AMERIGON INC COMMON 03070L300 3,200 316,534 X 1 316,534 AMERIPRISE FINANCIAL INC COMMON 03076C106 111,094 2,449,152 X 1 1,975,866 473,286 AMERIPRISE FINANCIAL INC COMMON 03076C106 690 15,211 X 2 15,211 AMERISOURCEBERGEN CORP COMMON 03073E105 2,034 70,343 X 1 43,605 24,529 2,209 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COMMON 038222105 31,598 2,344,077 X 1 2,070,318 273,759 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 5,708 661,459 X 1 585,157 76,302 ARBITRON INC COMMON 03875Q108 8,354 313,343 X 1 278,532 34,811 ARCELOR MITTAL COMMON 03938L104 337 7,665 X 2 7,665 ARCELOR MITTAL COMMON 03938L104 52,866 1,203,972 X 1 1,118,305 85,667 ARCHIPELAGO LEARNING INC COMMON 03956P102 385 26,428 X 1 26,428 ARCSIGHT INC COMMON 039666102 4,101 145,678 X 1 145,678 ARCSIGHT INC COMMON 039666102 70 2,474 X 2 2,474 ARENA RESOURCES INC COMMON 040049108 10,842 324,617 X 1 288,943 35,674 ARES CAPITAL CORP COMMON 04010L103 893 60,164 X 2 60,164 ARES CAPITAL CORP COMMON 04010L103 27,683 1,865,412 X 1 1,381,226 484,186 ARIBA INC COMMON 04033V203 76 5,919 X 2 5,919 ARIBA INC COMMON 04033V203 4,531 352,572 X 1 352,572 ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 2,921 273,251 X 1 273,251 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 743 20,458 X 2 20,458 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 23,537 648,214 X 1 484,490 163,724 ARVINMERITOR INC CVT CV BND 043353AH4 4,575 342,686 X 1 252,899 2,245 87,542 ARVINMERITOR INC CVT CV BND 043353AH4 919 68,836 X 2 68,836 ASHLAND INC COMMON 044209104 420 7,952 X 1 7,952 ASHLAND INC COMMON 044209104 12 229 X 2 229 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 13,875 481,087 X 1 428,376 52,711 ASSOCIATED ESTATES REALTY CP COMMON 045604105 16,928 1,227,525 X 1 1,227,525 ASSURED GUARANTY LTD COMMON G0585R106 7,760 353,187 X 1 311,771 41,416 AT&T INC COMMON 00206R102 23,021 890,894 X 1 308,325 582,569 ATHENAHEALTH INC COMMON 04685W103 39 1,062 X 2 1,062 ATHENAHEALTH INC COMMON 04685W103 2,275 62,218 X 1 62,218 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 85 1,611 X 2 1,611 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 27,095 510,750 X 1 464,513 46,237 ATMEL CORP COMMON 049513104 13,231 2,630,410 X 1 2,334,353 296,057 BAIDU.COM ADR 056752108 24,506 41,049 X 1 40,508 541 BAKER HUGHES INC COMMON 057224107 242 5,172 X 1 5,172 BALDOR ELECTRIC COMMON 057741100 18,898 505,294 X 1 447,606 57,688 BALLY TECHNOLOGIES INC COMMON 05874B107 53 1,303 X 2 1,303 BALLY TECHNOLOGIES INC COMMON 05874B107 3,146 77,596 X 1 77,596 BANCO SANTANDER-CHILE-ADR ADR 05965X109 9,559 140,114 X 1 135,500 4,614 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 21,046 1,179,060 X 1 1,177,920 1,080 60 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 245 13,700 X 2 13,700 BANK OF NEW YORK MELLON CORP COMMON 064058100 63,931 2,070,307 X 1 1,826,021 244,286 BANK OF NEW YORK MELLON CORP COMMON 064058100 495 16,032 X 2 16,032 BANKAMERICA CORP COMMON 060505104 740 41,475 X 2 41,475 BANKAMERICA CORP COMMON 060505104 141,947 7,952,216 X 1 6,123,813 49,829 1,778,574 BAXTER INTL COMMON 071813109 500 8,587 X 1 3,905 4,682 BEAZER HOMES USA CVT CV BND 07556QAL9 89 19,668 X 1 19,668 BED BATH & BEYOND INC COMMON 075896100 6,315 144,314 X 1 143,289 1,025 BELO CORP-A COMMON 080555105 3,365 493,459 X 1 493,459 BERKSHIRE HATHAWAY INC CL B COMMON 084670702 424 5,217 X 2 5,217 BERKSHIRE HATHAWAY INC CL B COMMON 084670702 53,999 664,440 X 1 586,961 77,479 BERRY PETROLEUM CO-CL A COMMON 085789105 10,310 366,110 X 1 325,572 40,538 BEST BUY COMPANY COMMON 086516101 3,550 83,460 X 1 83,460 BIG LOTS INC COMMON 089302103 838 23,020 X 2 23,020 BIG LOTS INC COMMON 089302103 10,924 299,937 X 1 162,964 136,973 BIO-REFERENCE LABS INC COMMON 09057G602 3,866 87,916 X 1 87,916 BIO-REFERENCE LABS INC COMMON 09057G602 66 1,492 X 2 1,492 BJ WHOLESALE CLUB INC COMMON 05548J106 12,448 336,533 X 1 237,160 99,373 BJ WHOLESALE CLUB INC COMMON 05548J106 498 13,475 X 2 13,475 BLACKBOARD INC COMMON 091935502 4,570 109,701 X 1 109,701 BLACKBOARD INC COMMON 091935502 77 1,841 X 2 1,841 BLACKBOARD INC CV BND 091935AA4 2 46 X 1 46 BLACKROCK INC COMMON 09247X101 1,638 7,524 X 1 1,533 3,431 2,560 BOB EVANS FARMS COMMON 096761101 10,540 340,991 X 1 305,433 35,558 BOEING CO COMMON 097023105 18,050 248,590 X 1 60,331 188,259 BOK FINANCIAL CORP COMMON 05561Q201 220 4,196 X 1 3,462 734 BORG WARNER INC COMMON 099724106 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3,267,889 X 1 2,894,401 373,488 FIRST FINANCIAL BANCORP COMMON 320209109 16,436 923,878 X 1 820,049 103,829 FIRST HORIZON NATIONAL CORP COMMON 320517105 762 54,248 X 2 54,248 FIRST HORIZON NATIONAL CORP COMMON 320517105 24,566 1,748,497 X 1 1,309,595 438,902 FIRST MIDWEST BANCORP INC COMMON 320867104 9,263 683,589 X 1 607,403 76,186 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FLEXTRONICS INTL LTD CV BND 33938EAL1 167 21,256 X 1 21,256 FLOWSERVE CORP COMMON 34354P105 14,847 134,644 X 1 45,534 89,110 FMC CORP NEW COMMON 302491303 564 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 631 9,758 X 2 9,758 FMC TECHNOLOGIES INC COMMON 30249U101 81,559 1,261,938 X 1 787,240 439 474,259 FORD MOTOR CO COMMON 345370860 97,733 7,775,120 X 1 3,747,641 89,276 3,938,203 FORD MOTOR CO COMMON 345370860 747 59,449 X 2 59,449 FORD MOTOR COMPANY CVT CV BND 345370CN8 580,687 46,196,244 X 1 44,347,857 330,645 1,517,742 FORD MOTOR COMPANY CVT CV BND 345370CN8 26,613 2,117,205 X 2 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CV PFD 345395206 914 72,730 X 2 72,730 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 136,265 10,840,486 X 1 10,799,548 10,523 30,416 FOREST LABS COMMON 345838106 161 5,147 X 1 4,258 889 FORESTAR GROUP INC COMMON 346233109 22,137 1,172,526 X 1 859,874 312,652 FORESTAR GROUP INC COMMON 346233109 766 40,593 X 2 40,593 FOSSIL INC COMMON 349882100 35,082 929,558 X 1 733,935 195,623 FOSSIL INC COMMON 349882100 912 24,177 X 2 24,177 FOSTER WHEELER AG COMMON H27178104 349 12,865 X 2 12,865 FOSTER WHEELER AG COMMON H27178104 48,284 1,779,074 X 1 1,578,050 201,024 FRANKLIN RESOURCES COMMON 354613101 90,346 814,658 X 1 360,031 387 454,240 FRANKLIN RESOURCES COMMON 354613101 801 7,221 X 2 7,221 FRED'S INC COMMON 356108100 4,989 416,472 X 1 36 4,125 WOODWARD GOVERNOR CO COMMON 980745103 246 7,680 X 1 7,680 XCEL ENERGY INC COMMON 98389B100 22 1,050 X 1 200 850 XTO ENERGY INC COMMON 98385X106 13 276 X 1 276 YUM! BRANDS INC COMMON 988498101 149 3,880 X 1 280 3,600 ZIMMER HOLDINGS INC COMMON 98956P102 349 5,887 X 1 5,167 720 GAP INC COMMON 364760108 45,921 1,987,053 X 1 1,755,268 231,785 GEN DYNAMICS COMMON 369550108 4,755 61,587 X 1 48,952 10,857 1,778 GEN MILLS COMMON 370334104 425 6,009 X 1 6,009 GENERAL CABLE CORP COMMON 369300108 8,062 298,604 X 1 264,299 34,305 GENERAL ELECTRIC COMMON 369604103 699 38,403 X 2 38,403 GENERAL ELECTRIC COMMON 369604103 116,665 6,410,148 X 1 4,827,013 41,621 1,541,514 GENESCO INC COMMON 371532102 11,355 366,172 X 1 325,487 40,685 GENESEE & WYOMING INC-CL A COMMON 371559105 12,505 366,511 X 1 325,817 40,694 GENWORTH FINANCIAL INC-L A COMMON 37247D106 166 9,042 X 1 7,461 1,581 GENZYME CORP COMMON 372917104 78 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 13,807 468,023 X 1 254,343 213,680 GEOEYE INC COMMON 37250W108 1,059 35,897 X 2 35,897 GILEAD SCIENCES INC COMMON 375558103 61,998 1,363,182 X 1 647,848 9,571 705,763 GILEAD SCIENCES INC COMMON 375558103 669 14,719 X 2 14,719 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 25 650 X 1 200 450 GOLDMAN SACHS GROUP COMMON 38141G104 583 3,417 X 2 3,417 GOLDMAN SACHS GROUP COMMON 38141G104 90,009 527,508 X 1 276,013 7,010 244,485 GOODRICH COMMON 382388106 1 X 1 1 GOODYEAR TIRE & RUBBER CO COMMON 382550101 49,362 3,905,204 X 1 3,462,988 442,216 GOODYEAR TIRE & RUBBER CO COMMON 382550101 270 21,347 X 2 21,347 GOOGLE INC-CL A COMMON 38259P508 1,423 2,510 X 2 2,510 GOOGLE INC-CL A COMMON 38259P508 184,379 325,178 X 1 173,530 2,733 148,915 GRAFTECH INTL LTD COMMON 384313102 9,174 671,141 X 1 593,919 77,222 GRAINGER W W COMMON 384802104 438 4,050 X 1 4,050 GRAND CANYON EDUCATION INC COMMON 38526M106 67 2,563 X 2 2,563 GRAND CANYON EDUCATION INC COMMON 38526M106 5,965 228,189 X 1 228,189 GREEN MOUNTAIN COFFEE INC COMMON 393122106 4,785 49,417 X 1 49,417 GREENHILL & CO INC COMMON 395259104 60 729 X 2 729 GREENHILL & CO INC COMMON 395259104 6,231 75,910 X 1 75,910 GRIFFON CORPORATION COMMON 398433102 8,294 665,634 X 1 592,141 73,493 GROUP 1 AUTOMOTIVE INC COMMON 398905109 4,110 129,007 X 1 129,007 GSI COMMERCE INC COMMON 36238G102 116 4,205 X 2 4,205 GSI COMMERCE INC COMMON 36238G102 12,878 465,410 X 1 465,410 GUESS INC COMMON 401617105 85,379 1,817,355 X 1 1,114,651 9,017 693,687 GUESS INC COMMON 401617105 638 13,576 X 2 13,576 H & R BLOCK INC COMMON 093671105 1 X 1 1 HAEMONETICS CORP COMMON 405024100 948 16,588 X 2 16,588 HAEMONETICS CORP COMMON 405024100 26,131 457,239 X 1 332,206 125,033 HALLIBURTON CO COMMON 406216101 15,821 525,094 X 1 195,358 329,736 HANCOCK HOLDING CO COMMON 410120109 13,554 324,183 X 1 286,866 37,317 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 50 2,729 X 2 2,729 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 2,921 160,681 X 1 160,681 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 11,059 253,581 X 1 226,497 27,084 HARMAN INTL COMMON 413086109 51,254 1,095,649 X 1 918,563 177,086 HARMAN INTL COMMON 413086109 347 7,411 X 2 7,411 HARRIS & HARRIS GROUP INC COMMON 413833104 2,096 454,753 X 1 454,753 HARRIS & HARRIS GROUP INC COMMON 413833104 35 7,634 X 2 7,634 HARRIS CORP COMMON 413875105 1,347 28,364 X 1 16,875 10,464 1,025 HARSCO CORP COMMON 415864107 431 13,479 X 2 13,479 HARSCO CORP COMMON 415864107 11,977 374,983 X 1 271,724 103,259 HASBRO INC COMMON 418056107 2,909 76,000 X 1 76,000 HCC INSURANCE HLDG COMMON 404132102 17,499 634,025 X 1 565,451 68,574 HCP INC COMMON 40414L109 66 2,000 X 1 2,000 HEIDRICK & STUGGLES INTL COMMON 422819102 1,140 40,674 X 1 40,674 HESS CORP COMMON 42809H107 81,781 1,307,449 X 1 1,158,733 148,716 HESS CORP COMMON 42809H107 599 9,574 X 2 9,574 HEWLETT PACKARD COMMON 428236103 197,265 3,711,482 X 1 2,451,837 26,646 1,232,999 HEWLETT PACKARD COMMON 428236103 1,512 28,444 X 2 28,444 HEXCEL CORP COMMON 428291108 74 5,132 X 2 5,132 HEXCEL CORP COMMON 428291108 4,415 305,715 X 1 305,715 HHGREGG INC COMMON 42833L108 64 2,519 X 2 2,519 HHGREGG INC COMMON 42833L108 3,723 147,494 X 1 147,494 HIBBETT SPORTS INC COMMON 428567101 61 2,373 X 2 2,373 HIBBETT SPORTS INC COMMON 428567101 3,617 141,398 X 1 141,398 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 14,321 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 63 1,444 X 2 1,444 HITTITE MICROWAVE CORP COMMON 43365Y104 3,783 86,036 X 1 86,036 HMS HOLDINGS CORP COMMON 40425J101 2,032 39,852 X 1 39,852 HOLOGIC INC COMMON 436440101 1 70 X 1 70 HOLOGIC INC CVT CV BND 436440AA9 4,285 231,126 X 2 231,126 HOLOGIC INC CVT CV BND 436440AA9 49,132 2,650,048 X 1 2,198,419 119,191 332,438 HOME DEPOT COMMON 437076102 19,184 593,001 X 1 200,804 392,197 HOME PROPERTIES INC COMMON 437306103 23 500 X 1 500 HONEYWELL INTERNATIONAL INC COMMON 438516106 436 9,627 X 2 9,627 HONEYWELL INTERNATIONAL INC COMMON 438516106 57,272 1,265,128 X 1 1,108,271 156,857 HORSEHEAD HOLDING CORP COMMON 440694305 10,333 872,758 X 1 768,614 104,144 HOSPIRA INC COMMON 441060100 1 20 X 1 20 HOST HOTELS & RESORTS INC COMMON 44107P104 2 X 1 2 HSN INC COMMON 404303109 642 21,824 X 2 21,824 HSN INC COMMON 404303109 18,529 629,366 X 1 458,337 171,029 HUMAN GENOME SCIENCE COMMON 444903108 9,916 328,341 X 1 149,379 178,962 HUMAN GENOME SCIENCES CV BND 444903AK4 30,388 1,006,239 X 1 763,106 44,703 198,431 HUMAN GENOME SCIENCES CV BND 444903AK4 5,886 194,893 X 2 194,893 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 240,807 7,973,738 X 1 7,510,962 162,506 300,270 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 23,168 767,150 X 2 767,150 HUNTSMAN CORP COMMON 447011107 24 2,000 X 1 2,000 IAC/ INTERACTIVECORP COMMON 44919P508 583 25,656 X 2 25,656 IAC/ INTERACTIVECORP COMMON 44919P508 15,186 667,810 X 1 478,864 188,946 IBERIABANK CORP COMMON 450828108 21,669 361,091 X 1 321,587 39,504 IBM COMMON 459200101 44,613 347,860 X 1 301,485 3,653 42,722 IBM COMMON 459200101 328 2,559 X 2 2,559 ICF INTERNATIONAL INC COMMON 44925C103 3,535 142,318 X 1 142,318 ICF INTERNATIONAL INC COMMON 44925C103 59 2,389 X 2 2,389 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 1,095 71,299 X 2 71,299 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 4,166 271,227 X 1 180,334 12,518 78,375 IGATE CORP COMMON 45169U105 6,357 653,295 X 1 653,295 IHS INC-CLASS A COMMON 451734107 4,203 78,609 X 1 78,609 IHS INC-CLASS A COMMON 451734107 71 1,319 X 2 1,319 II-VI INC COMMON 902104108 18,638 550,780 X 1 487,373 63,407 ILLINOIS TOOL WORKS INC COMMON 452308109 152 3,200 X 1 3,200 ILLUMINA INC COMMON 452327109 35 898 X 1 898 IMAX CORP COMMON 45245E109 3,899 216,757 X 1 216,757 IMAX CORP COMMON 45245E109 66 3,672 X 2 3,672 IMPERIAL SUGAR CO COMMON 453096208 4,386 282,816 X 1 251,466 31,350 INCYTE CORP COMMON 45337C102 2,694 193,005 X 1 193,005 INCYTE CORP COMMON 45337C102 46 3,283 X 2 3,283 INFORMATICA CORP COMMON 45666Q102 93 3,467 X 2 3,467 INFORMATICA CORP COMMON 45666Q102 5,547 206,531 X 1 206,531 INGERSOLL-RAND PLC COMMON G47791101 362 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 41 6,602 X 2 6,602 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,454 393,314 X 1 393,314 INSULET CORP COMMON 45784P101 64 4,253 X 2 4,253 INSULET CORP COMMON 45784P101 3,824 253,383 X 1 253,383 INTEL CORP COMMON 458140100 616 27,670 X 2 27,670 INTEL CORP COMMON 458140100 73,471 3,300,596 X 1 1,198,966 2,101,630 INTEL CORP CVT CV BND 458140AD2 69,857 3,134,005 X 1 2,891,376 48,050 194,579 INTEL CORP CVT CV BND 458140AD2 7,511 336,985 X 2 336,985 INTERPUBLIC GROUP COS INC COMMON 460690100 181 21,801 X 1 17,992 3,809 INTERVAL LEISURE GROUP COMMON 46113M108 500 34,347 X 2 34,347 INTERVAL LEISURE GROUP COMMON 46113M108 6,727 462,030 X 1 253,197 208,833 INTEVAC INC COMMON 461148108 5,198 376,098 X 1 335,091 41,007 INTL GAME TECH COMMON 459902102 11 604 X 1 604 INTL PAPER COMMON 460146103 10,207 414,758 X 1 133,195 23,179 258,384 INTUITIVE SURGICAL INC COMMON 46120E602 463 1,330 X 2 1,330 INTUITIVE SURGICAL INC COMMON 46120E602 48,610 139,632 X 1 77,533 62,099 INVITROGEN CORP CV BND 46185RAK6 29,187 558,391 X 1 542,807 14,604 980 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 80 2,000 X 1 2,000 IPC THE HOSPITALIST CO COMMON 44984A105 3,844 109,487 X 1 109,487 IPC THE HOSPITALIST CO COMMON 44984A105 65 1,838 X 2 1,838 IPG PHOTONICS CORP COMMON 44980X109 62 4,157 X 2 4,157 IPG PHOTONICS CORP COMMON 44980X109 3,665 247,609 X 1 247,609 ISHARES IBOXX H/Y CORP BOND Exchange 464288513 939 10,625 X 1 10,625 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 4,580 81,809 X 1 79,834 1,975 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,274 53,980 X 1 52,280 1,700 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 119 1,762 X 1 1,762 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 29 600 X 1 600 ISLE OF CAPRI CASINOS COMMON 464592104 6,408 823,636 X 1 732,325 91,311 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 3 666 X 2 666 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 13,094 2,852,700 X 1 2,847,927 4,773 ITC HOLDINGS CORP COMMON 465685105 15,617 283,947 X 1 254,059 29,888 J & J SNACK FOODS CORP COMMON 466032109 15,967 367,308 X 1 327,670 39,638 J CREW GROUP COMMON 46612H402 6,731 146,645 X 1 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42,684 X 2 42,684 LENDER PROCESSING SERV COMMON 52602E102 26,252 695,405 X 1 522,756 172,649 LENDER PROCESSING SERV COMMON 52602E102 836 22,150 X 2 22,150 LENNAR CORP COMMON 526057104 9,456 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 2,694 1,662,902 X 2 1,662,902 LEVEL 3 COMM CONV CV BND 52729NBF6 17,978 11,097,640 X 1 10,354,668 60,241 682,731 LEVEL 3 COMM CONV CV BND 52729NBK5 3,494 2,156,594 X 2 2,156,594 LEVEL 3 COMM CONV CV BND 52729NBK5 40,206 24,818,684 X 1 23,894,691 259,158 664,835 LEVEL 3 COMM CVT CV BND 52729NBE9 8,363 5,162,355 X 1 3,515,179 1,647,176 LEVEL 3 COMM CVT CV BND 52729NBE9 1,397 862,476 X 2 862,476 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 158 97,493 X 2 97,493 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 1,208 745,822 X 1 745,822 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,395 861,111 X 2 861,111 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 79,286 48,941,679 X 1 48,225,013 447,222 269,445 LIBERTY MEDIA CORPORAT 530715AN1 6,216 885,477 X 1 859,527 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33,317 NAVISTAR INTL CORP CVT CV BND 63934EAL2 3,261 72,901 X 2 72,901 NBTY INC COMMON 628782104 2,681 55,876 X 1 55,876 NCI INC-CLASS A COMMON 62886K104 8,322 275,274 X 1 241,687 33,587 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 2,921 192,049 X 1 192,049 NEKTAR THERAPEUTICS COMMON 640268108 50 3,260 X 2 3,260 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 66,286 4,358,070 X 1 3,939,584 151,966 266,521 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 4,863 319,732 X 2 319,732 NETAPP INC COMMON 64110D104 607 18,635 X 2 18,635 NETAPP INC COMMON 64110D104 59,653 1,832,091 X 1 930,338 901,753 NETEZZA CORP COMMON 64111N101 64 5,019 X 2 5,019 NETEZZA CORP COMMON 64111N101 3,824 298,976 X 1 298,976 NETFLIX.COM INC COMMON 64110L106 5,972 80,989 X 1 41,989 39,000 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,416 116,061 X 1 116,061 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 57 1,952 X 2 1,952 NEWFIELD EXPLORATION CO COMMON 651290108 244 4,681 X 1 3,862 819 NII HOLDINGS INC CVT CV BND 62913FAF9 770 18,469 X 2 18,469 NII HOLDINGS INC CVT CV BND 62913FAF9 2,468 59,202 X 1 29,252 2,795 27,155 NII HOLDINGS INC CVT CV BND 62913FAJ1 25,202 604,652 X 1 548,050 7,962 48,640 NII HOLDINGS INC CVT CV BND 62913FAJ1 937 22,482 X 2 22,482 NIKE INC CL B COMMON 654106103 366 4,980 X 1 4,795 185 NOBLE ENERGY INC COMMON 655044105 10,748 147,238 X 1 49,857 97,381 NORDIC AMERICAN TANKER SHIPPIN COMMON G65773106 9 300 X 1 300 NORDSTROM INC COMMON 655664100 774 18,956 X 2 18,956 NORDSTROM INC COMMON 655664100 58,463 1,431,161 X 1 532,999 11,739 886,423 NORFOLK SOUTHN CORP COMMON 655844108 46,269 827,852 X 1 732,049 95,803 NORFOLK SOUTHN CORP COMMON 655844108 356 6,361 X 2 6,361 NORTHROP GRUMMAN CORP COMMON 666807102 643 9,813 X 2 9,813 NORTHROP GRUMMAN CORP COMMON 666807102 87,507 1,334,553 X 1 1,181,673 152,880 NORTHWESTERN CORP COMMON 668074305 10,012 373,440 X 1 333,886 39,554 NRG ENERGY INC COMMON 629377508 140 6,714 X 2 6,714 NRG ENERGY INC COMMON 629377508 1,817 86,944 X 1 47,048 39,896 NUCOR CORP COMMON 670346105 11 250 X 1 250 O CHARLEYS INC COMMON 670823103 765 85,526 X 2 85,526 O CHARLEYS INC COMMON 670823103 9,995 1,118,041 X 1 603,609 514,432 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 8,660 710,980 X 1 633,306 77,674 OCCIDENTAL PETE COMMON 674599105 15,420 182,396 X 1 55,483 126,913 OCEANEERING INTL INC COMMON 675232102 70 1,106 X 2 1,106 OCEANEERING INTL INC COMMON 675232102 19,593 308,594 X 1 281,864 26,730 OLIN COMMON 680665205 9,202 469,024 X 1 417,477 51,547 OMNICARE INC CVT CV BND 681904AL2 6,958 245,955 X 2 245,955 OMNICARE INC CVT CV BND 681904AL2 42,612 1,506,242 X 1 1,126,650 68,920 310,673 ON ASSIGNMENT INC COMMON 682159108 3,189 447,252 X 1 447,252 ON ASSIGNMENT INC COMMON 682159108 54 7,595 X 2 7,595 ON SEMICONDUCTOR CORPORATION COMMON 682189105 876 109,522 X 2 109,522 ON SEMICONDUCTOR CORPORATION COMMON 682189105 22,439 2,804,848 X 1 2,019,439 785,409 ONEOK INC COMMON 682680103 239 5,244 X 1 4,327 917 ORACLE CORP COMMON 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COMMON 718592108 88 1,526 X 2 1,526 PIONEER NAT COMMON 723787107 11,683 207,434 X 1 70,211 137,223 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 89 1,584 X 2 1,584 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 3,708 65,840 X 1 10,331 1,377 54,132 PIPER JAFFRAY COS COMMON 724078100 10 X 1 10 PNC FINANCIAL SERVICES COMMON 693475105 90,614 1,517,821 X 1 1,219,121 298,700 PNC FINANCIAL SERVICES COMMON 693475105 581 9,736 X 2 9,736 POLYPORE INTERNATIONAL INC COMMON 73179V103 44 2,514 X 2 2,514 POLYPORE INTERNATIONAL INC COMMON 73179V103 2,581 147,809 X 1 147,809 POTLATCH HOLDINGS INC COMMON 737630103 33,605 959,058 X 1 701,261 257,797 POTLATCH HOLDINGS INC COMMON 737630103 1,210 34,531 X 2 34,531 POWER INTEGRATIONS INC COMMON 739276103 49 1,196 X 2 1,196 POWER INTEGRATIONS INC COMMON 739276103 2,885 70,022 X 1 70,022 PPG INDS COMMON 693506107 8 115 X 1 115 PPL CORPORATION COMMON 69351T106 30 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 1,712 20,627 X 1 12,537 4,157 3,933 PRECISION CASTPARTS COMMON 740189105 87,648 691,722 X 1 442,679 4,290 244,753 PRECISION CASTPARTS COMMON 740189105 428 3,381 X 2 3,381 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 2,248 249,786 X 1 137,423 112,363 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 176 19,559 X 2 19,559 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 9,361 170,410 X 1 96,688 8,081 65,641 PRICELINE.COM INC COMMON 741503403 197,134 773,076 X 1 426,990 5,085 341,001 PRICELINE.COM INC COMMON 741503403 1,650 6,472 X 2 6,472 PRIDE INTERNATIONAL INC COMMON 74153Q102 236 7,853 X 1 7,853 PROASSURANCE CORP COMMON 74267C106 14,035 239,743 X 1 212,379 27,364 PROCTER & GAMBLE COMMON 742718109 36,681 579,758 X 1 195,350 17,400 367,008 PROGRESS SOFTWARE CORP COMMON 743312100 9,387 298,662 X 1 266,116 32,546 PROLOGIS CVT CV BND 743410AQ5 678 51,382 X 2 51,382 PROLOGIS CVT CV BND 743410AQ5 8,402 636,493 X 1 602,347 1,959 32,187 PROLOGIS CVT CV BND 743410AR3 9,532 722,107 X 1 684,642 2,378 35,087 PROLOGIS CVT CV BND 743410AR3 883 66,857 X 2 66,857 PROLOGIS CVT CV BND 743410AY8 71,139 5,389,334 X 1 5,345,368 2,314 41,652 PROLOGIS CVT CV BND 743410AY8 1,405 106,445 X 2 106,445 PROSPERITY BANCSHARES INC COMMON 743606105 17,780 433,658 X 1 387,043 46,615 PRUDENTIAL FINANCIAL INC COMMON 744320102 59 974 X 1 974 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 355 12,025 X 2 12,025 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 45,681 1,547,463 X 1 1,365,236 182,227 PULTE GROUP INC COMMON 745867101 29,374 2,611,005 X 1 2,300,880 310,125 PULTE GROUP INC COMMON 745867101 228 20,282 X 2 20,282 QUAKER CHEMICAL CORP COMMON 747316107 6,383 235,436 X 1 127,552 107,884 QUAKER CHEMICAL CORP COMMON 747316107 488 18,012 X 2 18,012 QUALCOMM INC COMMON 747525103 25,347 603,643 X 1 214,465 10,706 378,472 QUEST SOFTWARE INC COMMON 74834T103 9,226 518,594 X 1 462,489 56,105 QUESTAR CORP COMMON 748356102 1,573 36,418 X 2 36,418 QUESTAR CORP COMMON 748356102 19,953 461,886 X 1 251,386 210,500 QWEST COMMUNICATIONS INT CVT CV BND 749121BY4 2,558 490,003 X 1 391,393 98,611 QWEST COMMUNICATIONS INTL COMMON 749121109 17,626 3,376,600 X 1 1,152,507 2,224,093 RADIANT SYSTEMS INC COMMON 75025N102 5,796 406,133 X 1 359,776 46,357 RADIOSHACK CORP COMMON 750438103 196 8,675 X 1 7,158 1,517 RALCORP HOLDINGS INC COMMON 751028101 6,040 89,116 X 1 78,739 10,377 RANGE RESOURCES CORP COMMON 75281A109 507 10,810 X 2 10,810 RANGE RESOURCES CORP COMMON 75281A109 47,617 1,015,931 X 1 502,523 486 512,922 RAVEN INDUSTRIES INC COMMON 754212108 6,983 236,800 X 1 210,778 26,022 RAYMOND JAMES FINANCIAL INC COMMON 754730109 10,682 399,491 X 1 260,462 139,029 RAYMOND JAMES FINANCIAL INC COMMON 754730109 972 36,355 X 2 36,355 RBC BEARINGS INC COMMON 75524B104 9,043 283,752 X 1 251,325 32,427 RED HAT INC COMMON 756577102 11,102 379,282 X 1 108,102 271,180 REGENERON PHARMACEUTICALS COMMON 75886F107 2,902 109,547 X 1 109,547 REGENERON PHARMACEUTICALS COMMON 75886F107 49 1,839 X 2 1,839 REINSURANCE GRP OF AMERI-A COMMON 759351604 14,157 269,562 X 1 240,132 29,430 RELIANCE STEEL & ALUMINUM COMMON 759509102 36,196 735,249 X 1 526,393 208,856 RELIANCE STEEL & ALUMINUM COMMON 759509102 1,422 28,886 X 2 28,886 RESMED INC COMMON 761152107 67 1,050 X 2 1,050 RESMED INC COMMON 761152107 3,933 61,795 X 1 61,795 RICHARDSON ELEC CONV SNR SUB N CV BND 763165AE7 4,338 545,667 X 1 449,000 79,889 16,778 RLI CORPORATION COMMON 749607107 12,290 215,535 X 1 192,375 23,160 ROBERT HALF INTL INC COMMON 770323103 2,704 88,863 X 1 88,863 ROCKWELL AUTOMATION INC COMMON 773903109 3,125 55,445 X 1 55,445 ROLLINS INC COMMON 775711104 32,150 1,482,923 X 1 1,249,232 233,691 ROLLINS INC COMMON 775711104 295 13,614 X 2 13,614 ROSETTA RESOURCES INC COMMON 777779307 5,639 239,434 X 1 239,434 ROSETTA RESOURCES INC COMMON 777779307 57 2,433 X 2 2,433 ROSS STORES INC COMMON 778296103 1,025 19,168 X 1 12,578 6,590 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 3,772 114,332 X 1 114,332 RPM INTERNATIONAL INC COMMON 749685103 12,452 583,519 X 1 516,311 67,208 RUE21 INC COMMON 781295100 48 1,397 X 2 1,397 RUE21 INC COMMON 781295100 2,863 82,582 X 1 82,582 S&P 500 ETF TRUST COMMON 78462F103 779 6,654 X 1 6,654 S&P 500 ETF TRUST COMMON 78462F103 3,802 PUT 32,500 x 1 32,500 SALESFORCE.COM INC COMMON 79466L302 593 7,963 X 2 7,963 SALESFORCE.COM INC COMMON 79466L302 72,601 975,163 X 1 578,927 357 395,879 SALLY BEAUTY CO INC COMMON 79546E104 27,903 3,128,108 X 1 2,375,429 752,679 SALLY BEAUTY CO INC COMMON 79546E104 795 89,102 X 2 89,102 SANDISK CORP CVT CV BND 80004CAC5 420 12,143 X 1 12,143 SANOFI-AVENTIS-ADR ADR 80105N105 47,646 1,275,318 X 1 1,171,078 104,240 SANOFI-AVENTIS-ADR ADR 80105N105 371 9,927 X 2 9,927 SCANSOURCE INC COMMON 806037107 11,458 398,137 X 1 352,702 45,435 SCHLUMBERGER LTD COMMON 806857108 94 1,489 X 2 1,489 SCHLUMBERGER LTD COMMON 806857108 17,978 283,296 X 1 263,138 4,509 15,649 SCHOLASTIC CORP COMMON 807066105 14,151 505,395 X 1 449,151 56,244 SCRIPPS CO (E.W.) -CL A COMMON 811054402 479 56,636 X 2 56,636 SCRIPPS CO (E.W.) -CL A COMMON 811054402 6,247 739,329 X 1 401,425 337,904 SIEMENS AG SPON ADR ADR 826197501 57,917 579,347 X 1 531,366 47,981 SIEMENS AG SPON ADR ADR 826197501 431 4,308 X 2 4,308 SIGNATURE BANK COMMON 82669G104 20,692 558,491 X 1 507,210 51,281 SIGNATURE BANK COMMON 82669G104 70 1,897 X 2 1,897 SILICON LABS INC COMMON 826919102 4,243 89,002 X 1 89,002 SILICON LABS INC COMMON 826919102 71 1,494 X 2 1,494 SIMON PROPERTY GROUP INC COMMON 828806109 15,494 184,674 X 1 184,674 SMITH INTL COMMON 832110100 56,311 1,315,066 X 1 1,168,840 146,226 SMITH INTL COMMON 832110100 405 9,468 X 2 9,468 SOMAXON PHARMACEUTICALS INC COMMON 834453102 1,938 224,005 X 1 224,005 SOMAXON PHARMACEUTICALS INC COMMON 834453102 33 3,826 X 2 3,826 SONIC AUTOMOTIVE INC COMMON 83545G102 17,887 1,626,135 X 1 1,311,520 314,615 SONIC AUTOMOTIVE INC COMMON 83545G102 438 39,796 X 2 39,796 SOURCEFIRE INC COMMON 83616T108 3,434 149,641 X 1 149,641 SOURCEFIRE INC COMMON 83616T108 58 2,512 X 2 2,512 SOUTHERN COPPER CORP COMMON 84265V105 1,742 55,000 X 1 55,000 SOUTHWEST WATER CO COMMON 845331107 592 56,661 X 1 32,045 24,616 SOUTHWESTERN ENERGY CO COMMON 845467109 56,518 1,387,955 X 1 823,729 9,684 554,542 SOUTHWESTERN ENERGY CO COMMON 845467109 468 11,485 X 2 11,485 SPARTAN STORES INC COMMON 846822104 8,238 571,290 X 1 508,600 62,690 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,198 80,366 X 1 80,366 SPDR BARCLAYS CAPITAL MUNICIPA Exchange 78464A458 1,536 67,650 X 1 67,650 SPDR GOLD TRUST Exchange 78463V107 109 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 3,182 141,249 X 1 141,249 SPX CORP COMMON 784635104 600 9,053 X 2 9,053 SPX CORP COMMON 784635104 7,904 119,181 X 1 65,797 53,384 ST JUDE MEDICAL INC COMMON 790849103 588 14,326 X 1 7,028 7,298 STANDARD PARKING CORP COMMON 853790103 15,604 950,301 X 1 846,319 103,982 STANLEY BLACK & DECKER INC COMMON 854502101 3,202 55,766 X 1 55,512 254 STANLEY FURNITURE CO INC COMMON 854305208 193 19,016 X 2 19,016 STANLEY FURNITURE CO INC COMMON 854305208 2,496 245,666 X 1 134,824 110,842 STARBUCKS CORP COMMON 855244109 950 39,142 X 2 39,142 STARBUCKS CORP COMMON 855244109 111,469 4,592,885 X 1 2,402,299 16,330 2,174,256 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 2,745 58,861 X 1 5,663 53,198 STATE STREET CORP COMMON 857477103 77,141 1,708,917 X 1 1,513,221 195,696 STATE STREET CORP COMMON 857477103 559 12,374 X 2 12,374 STEEL DYNAMICS INC COMMON 858119100 17,113 979,558 X 1 333,703 645,855 STEEL DYNAMICS INC CVT CV BND 858119AP5 5,515 315,670 X 1 300,855 14,815 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,394 79,772 X 2 79,772 STEIN MART INC COMMON 858375108 5,382 595,988 X 1 326,669 269,319 STEIN MART INC COMMON 858375108 417 46,173 X 2 46,173 STERLING BANCSHARES INC TX COMMON 858907108 9,995 1,791,307 X 1 1,596,476 194,831 STIFEL FINANCIAL CORP COMMON 860630102 76 1,411 X 2 1,411 STIFEL FINANCIAL CORP COMMON 860630102 25,241 469,607 X 1 407,649 61,958 STRYKER CORP COMMON 863667101 80 1,400 X 1 1,400 SUCCESSFACTORS INC COMMON 864596101 4,944 259,680 X 1 259,680 SUCCESSFACTORS INC COMMON 864596101 48 2,512 X 2 2,512 SUPERVALU INC COMMON 868536103 740 44,371 X 2 44,371 SUPERVALU INC COMMON 868536103 26,730 1,602,498 X 1 669,311 933,187 SWS GROUP INC COMMON 78503N107 9,548 828,110 X 1 736,314 91,796 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 78 1,166 X 2 1,166 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,607 68,474 X 1 68,474 SYBASE INC COMMON 871130100 17,933 384,663 X 1 340,261 44,402 TALBOTS INC COMMON 874161102 3,502 270,212 X 1 270,212 TARGET CORP COMMON 87612E106 11 200 X 1 200 TEAM INC COMMON 878155100 5,524 332,990 X 1 296,244 36,746 TEKELEC COMMON 879101103 11,904 655,516 X 1 583,762 71,754 TELEFLEX INC COMMON 879369106 28,261 441,093 X 1 338,920 102,173 TELEFLEX INC COMMON 879369106 797 12,432 X 2 12,432 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 4,759 157,801 X 1 157,801 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 80 2,649 X 2 2,649 TENNECO AUTOMOTIVE COMMON 880349105 15,312 647,459 X 1 584,590 62,869 TERADATA CORP COMMON 88076W103 10,554 365,330 X 1 201,368 163,962 TERADATA CORP COMMON 88076W103 799 27,651 X 2 27,651 TERADYNE INC COMMON 880770102 14,409 1,290,005 X 1 1,142,764 147,241 TERADYNE INC CVT CV BND 880770AE2 2,897 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 66 5,674 X 2 5,674 TESCO CORP COMMON 88157K101 4,121 353,130 X 1 353,130 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 166 2,630 X 1 2,630 THE BRINKS CO COMMON 109696104 5,751 203,733 X 1 150,066 53,667 THE BRINKS CO COMMON 109696104 195 6,894 X 2 6,894 THERMO FISHER SCIENTIFIC INC COMMON 883556102 17,427 338,789 X 1 110,584 6,407 221,798 THOMAS & BETTS COMMON 884315102 9,303 237,082 X 1 210,398 26,684 TIDEWATER COMMON 886423102 42,728 903,904 X 1 797,584 106,320 TIDEWATER COMMON 886423102 330 6,975 X 2 6,975 TIFFANY & CO COMMON 886547108 817 17,206 X 2 17,206 TIFFANY & CO COMMON 886547108 72,878 1,534,603 X 1 569,619 774 964,210 TIME WARNER CABLE CL A COMMON 88732J207 190 3,561 X 1 3,561 TIME WARNER INC COMMON 887317303 42,966 1,374,044 X 1 1,216,301 157,743 TIME WARNER INC COMMON 887317303 335 10,700 X 2 10,700 TJX COMPANIES INC COMMON 872540109 3,192 75,077 X 1 70,185 4,892 TOTAL FINA ELF SA -SP ADR ADR 89151E109 599 10,326 X 2 10,326 TOTAL FINA ELF SA -SP ADR ADR 89151E109 67,195 1,158,130 X 1 1,054,647 103,483 TRANSOCEAN INC CVT CV BND 893830AV1 8,133 94,155 X 1 93,769 178 208 TRANSOCEAN INC CVT CV BND 893830AV1 3,153 36,505 X 2 36,505 TRANSOCEAN INC CVT CV BND 893830AW9 22,191 256,901 X 1 243,616 3,321 9,964 TRANSOCEAN INC CVT CV BND 893830AW9 2,203 25,503 X 2 25,503 TRANSOCEAN LTD COMMON H8817H100 1,976 22,878 X 1 10,029 11,276 1,573 TRAVELERS COS INC/THE COMMON 89417E109 76,395 1,416,305 X 1 1,240,301 12,049 163,955 TRAVELERS COS INC/THE COMMON 89417E109 553 10,251 X 2 10,251 TREX COMPANY INC COMMON 89531P105 3,977 186,789 X 1 186,789 TREX COMPANY INC COMMON 89531P105 68 3,171 X 2 3,171 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 34,644 1,735,675 X 1 1,539,224 26,232 170,219 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 2,905 145,519 X 2 145,519 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 7,354 1,050,511 X 1 912,994 137,517 TTM TECHNOLOGIES COMMON 87305R109 8,372 942,780 X 1 836,628 106,152 TYLER TECHNOLOGIES INC COMMON 902252105 32 1,716 X 2 1,716 TYLER TECHNOLOGIES INC COMMON 902252105 1,895 101,103 X 1 101,103 UAL CORP COMMON 902549807 5,080 259,865 X 1 259,865 UAL CORP CVT CV BND 902549AH7 2,208 112,915 X 2 112,915 UAL CORP CVT CV BND 902549AH7 8,613 440,477 X 1 435,728 4,749 UGI CORP COMMON 902681105 63,411 2,389,256 X 1 1,738,792 650,464 UGI CORP COMMON 902681105 2,275 85,703 X 2 85,703 UIL HLDGS CORP COMMON 902748102 13,516 491,473 X 1 437,927 53,546 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 72 3,173 X 2 3,173 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 4,276 189,029 X 1 189,029 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 71 2,143 X 2 2,143 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 4,206 127,662 X 1 127,662 UNION PACIFIC COMMON 907818108 1,645 22,447 X 1 11,252 4,880 6,315 UNITED PARCEL SERIVCE CL B COMMON 911312106 101,318 1,573,021 X 1 739,927 5,894 827,200 UNITED PARCEL SERIVCE CL B COMMON 911312106 850 13,200 X 2 13,200 UNITED RENTALS INC CVT CV BND 911363AL3 844 89,989 X 1 89,989 UNITED RENTALS INC CVT CV BND 911363AL3 4,174 444,995 X 2 444,995 UNITED RENTALS NORTH AM CV BND 911365AH7 75 8,018 X 2 8,018 UNITED RENTALS NORTH AM CV BND 911365AH7 518 55,208 X 1 31,384 23,824 UNITED TECHNOLOGIES COMMON 913017109 1,330 18,065 X 1 16,965 1,100 UNITEDHEALTH GROUP COMMON 91324P102 505 15,450 X 2 15,450 UNITEDHEALTH GROUP COMMON 91324P102 64,918 1,987,086 X 1 1,760,306 226,780 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 297 8,454 X 1 6,975 1,479 UNUMPROVIDENT CORP COMMON 91529Y106 342 13,801 X 2 13,801 UNUMPROVIDENT CORP COMMON 91529Y106 65,442 2,641,977 X 1 1,936,134 27,744 678,099 URBAN OUTFITTERS INC COMMON 917047102 2,634 69,248 X 1 46,573 9,703 12,972 US BANCORP COMMON 902973304 413 15,942 X 2 15,942 US BANCORP COMMON 902973304 54,537 2,107,291 X 1 1,852,701 254,590 US ECOLOGY INC COMMON 91732J102 4,606 286,087 X 1 255,191 30,896 US STEEL CORP CVT CV BND 912909AE8 69,747 1,098,038 X 1 1,098,038 VALE SA-SP ADR ADR 91912E105 21,198 658,514 X 1 645,563 12,951 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 28,057 653,867 X 1 349,868 61,053 242,946 VALEANT PHARMACY CVT CV BND 91911XAD6 192,289 4,481,216 X 1 3,693,381 146,305 641,529 VALEANT PHARMACY CVT CV BND 91911XAD6 1,428 33,279 X 2 33,279 VALERO ENERGY CORP COMMON 91913Y100 58,732 2,981,328 X 1 2,640,126 341,202 VALERO ENERGY CORP COMMON 91913Y100 425 21,550 X 2 21,550 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 3,708 166,353 X 1 166,353 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 63 2,824 X 2 2,824 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 605 18,255 X 2 18,255 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 11,335 342,234 X 1 245,382 96,852 VERISK ANALYTICS INC-CL A COMMON 92345Y106 123 4,377 X 1 3,612 765 VERIZON COMMUNICATIONS COMMON 92343V104 2,587 83,400 X 1 14,079 69,321 VERTEX PHARMACEUTICALS INC COMMON 92532F100 174,522 4,270,166 X 1 4,120,936 52,532 96,698 VISA INC-CLASS A SHRS COMMON 92826C839 1,286 14,126 X 2 14,126 VISA INC-CLASS A SHRS COMMON 92826C839 122,617 1,346,992 X 1 670,279 6,724 669,989 VISTAPRINT NV COMMON N93540107 3,050 53,268 X 1 53,268 VITRAN CORP INC COMMON 92850E107 1,675 138,418 X 1 73,903 64,515 VODAFONE GROUP PLC ADR 92857W209 62,826 2,697,568 X 1 2,492,632 204,936 VODAFONE GROUP PLC ADR 92857W209 432 18,531 X 2 18,531 VOLCANO CORP COMMON 928645100 3,885 160,804 X 1 160,804 VOLCANO CORP COMMON 928645100 66 2,729 X 2 2,729 VOLCOM INC COMMON 92864N101 3,904 199,995 X 1 199,995 VOLCOM INC COMMON 92864N101 66 3,397 X 2 3,397 W R GRACE & CO COMMON 38388F108 8,361 301,182 X 1 266,351 34,831 WABTEC COMMON 929740108 13,626 323,502 X 1 288,208 35,294 WAL-MART STORES INC COMMON 931142103 83,688 1,505,175 X 1 1,029,304 5,777 470,094 WAL-MART STORES INC COMMON 931142103 409 7,355 X 2 7,355 WALGREEN CO COMMON 931422109 710 19,146 X 1 19,146 WALTER INDUSTRIES INC COMMON 93317Q105 480 5,199 X 2 5,199 WALTER INDUSTRIES INC COMMON 93317Q105 71,479 774,676 X 1 508,023 8,428 258,225 WARNACO GROUP INC COMMON 934390402 929 19,472 X 1 19,472 WASHINGTON FEDERAL INC COMMON 938824109 15,974 786,122 X 1 700,162 85,960 WASTE CONNECTIONS INC COMMON 941053100 68 2,013 X 2 2,013 WASTE CONNECTIONS INC COMMON 941053100 20,256 596,465 X 1 544,113 52,352 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 58 1,256 X 2 1,256 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 3,434 74,033 X 1 74,033 WELLPOINT INC COMMON 94973V107 18,408 285,927 X 1 89,437 15,832 180,658 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 14,463 464,744 X 1 464,744 WELLS FARGO COMPANY COMMON 949746101 708 22,736 X 2 22,736 WELLS FARGO COMPANY COMMON 949746101 148,194 4,762,008 X 1 3,643,232 20,824 1,097,952 WEST PHARMACEUTICALS SVCS COMMON 955306105 11,511 274,390 X 1 244,861 29,529 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 29,242 4,597,875 X 1 4,597,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 16,158 2,585,255 X 1 2,562,306 22,949 WEYERHAEUSER CO COMMON 962166104 62,136 1,372,554 X 1 1,122,824 249,730 WEYERHAEUSER CO COMMON 962166104 1,320 29,154 X 2 29,154 WHIRLPOOL CORP COMMON 963320106 21,244 243,479 X 1 75,293 11,092 157,094 WILEY JOHN & SONS CL A COMMON 968223206 19,171 442,943 X 1 393,768 49,175 WILLIAMS COS INC COMMON 969457100 10,737 464,790 X 1 150,483 21,309 292,998 WRIGHT EXPRESS CORP COMMON 98233Q105 737 24,453 X 2 24,453 WRIGHT EXPRESS CORP COMMON 98233Q105 21,904 727,240 X 1 537,853 189,387 WYNDHAM WORLDWIDE CORP COMMON 98310W108 25,979 1,009,671 X 1 739,576 270,095 WYNDHAM WORLDWIDE CORP COMMON 98310W108 929 36,112 X 2 36,112 XL CAPITAL LTD CL A COMMON G98255105 232 12,261 X 1 10,116 2,145 ZENITH NATIONAL INSURANCE CP COMMON 989390109 5,827 152,053 X 1 134,524 17,529 COLUMN TOTALS 16,460,688
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