Loomis, Sayles and

Loomis, Sayles and as of Dec. 31, 2011

Portfolio Holdings for Loomis, Sayles and

Loomis, Sayles and holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing

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 PG 1        FORM 13F      NAME OF REPORTING MANAGER  LOOMIS SAYLES & CO., INC     12/31/11
                                                                                                           VOTING AUTHORITY (SHARES)
            ITEM 1              ITEM 2     ITEM 3      ITEM 4     ITEM 5     ITEM 6     ITEM 7                 ITEM 8
                                                                        INVEST DISCRETION
         NAME OF ISSUER         CLASS      CUSIP       MKT VAL            SHARES A B C MANAGERS     (A)SOLE    (B)SHARED    (C)NONE
                                                        (000)                                       ---------  ---------   ---------
 3M CO                          COMMON   88579Y101         571             6,985   X   1              2,980      4,005
 ABAXIS INC                     COMMON   002567105       9,365           338,471   X   1            321,624                 16,847
 ABAXIS INC                     COMMON   002567105          57             2,074   X   2              2,074
 ABITIBIBOWATER INC/NEW         COMMON   003687209          65             4,483   X   1              4,483
 ACE LTD                        COMMON   H0023R105      12,840           183,117   X   1            177,101                  6,016
 ACME PACKET INC                COMMON   004764106         134             4,338   X   1              4,338
 ACTUANT CORP CL A              COMMON   00508X203      17,778           783,506   X   1            608,847                174,659
 ACTUANT CORP CL A              COMMON   00508X203       1,358            59,830   X   2             59,830
 ADTRAN INC                     COMMON   00738A106       8,977           297,633   X   1            283,198                 14,435
 ADVISORY BOARD CO              COMMON   00762W107      15,823           213,217   X   1            202,656                 10,561
 ADVISORY BOARD CO              COMMON   00762W107          96             1,300   X   2              1,300
 AEGERION PHARMACEUTICALS INC   COMMON   00767E102          47             2,814   X   2              2,814
 AEGERION PHARMACEUTICALS INC   COMMON   00767E102       7,649           456,959   X   1            434,097                 22,862
 AES TRUST III CVT PFD 6.75 10/ CV PFD   00808N202         449            13,008   X   2             13,008
 AES TRUST III CVT PFD 6.75 10/ CV PFD   00808N202      50,900         1,474,013   X   1          1,374,963                 99,050
 AETNA INC-NEW                  COMMON   00817Y108         543            12,872   X   1             12,872
 AFFILIATED MANAGERS GROUP      COMMON   008252108       4,248            44,275   X   1             44,275
 AGILENT TECHNOLOGIES INC       COMMON   00846U101       7,444           213,098   X   1             65,933                147,165
 AGILENT TECHNOLOGIES INC       COMMON   00846U101          55             1,572   X   2              1,572
 AGRIUM INC                     COMMON   008916108         148             2,200   X   2              2,200
 AGRIUM INC                     COMMON   008916108         161             2,400   X   1              2,400
 AIR PRODS & CHEM               COMMON   009158106      56,545           663,749   X   1            579,528                 84,221
 AIR PRODS & CHEM               COMMON   009158106       1,265            14,847   X   2             14,847
 AIRGAS INC                     COMMON   009363102          14               182   X   1                182
 ALAMO GROUP INC                COMMON   011311107       7,123           264,499   X   1            251,697                 12,802
 ALBANY INTL CORP-CL A          COMMON   012348108      16,958           733,476   X   1            697,592                 35,884
 ALERE INC                      COMMON   01449J105         388            16,795   X   1             16,795
 ALEXANDRIA REAL ESTATE EQUITIE COMMON   015271109          49               707   X   1                707
 ALEXION PHARMACEUTICALS INC    COMMON   015351109       4,714            65,929   X   1             65,929
 ALKERMES INC                   COMMON   G01767105      10,126           583,269   X   1            554,238                 29,031
 ALKERMES INC                   COMMON   G01767105          62             3,575   X   2              3,575
 ALLERGAN INC                   COMMON   018490102         137             1,559   X   2              1,559
 ALLERGAN INC                   COMMON   018490102      18,432           210,071   X   1             66,383                143,688
 ALLETE INC                     COMMON   018522300      13,759           327,753   X   1            313,083                 14,670
 ALLIANCE DATA SYSTEMS CORP     COMMON   018581108       2,476            23,846   X   2             23,846
 ALLIANCE DATA SYSTEMS CORP     COMMON   018581108      19,843           191,088   X   1            127,949                 63,139
 ALLIANT ENERGY CORP            COMMON   018802108         234             5,294   X   1              5,294
 ALLOT COMMUNICATIONS LTD       COMMON   M0854Q105      11,260           740,809   X   1            703,745                 37,064
 ALLOT COMMUNICATIONS LTD       COMMON   M0854Q105          69             4,563   X   2              4,563
 ALPHA NATURAL RESOURCES CVT    CV BND   02076XAA0       5,959           117,242   X   1            112,851                  4,391
 ALPHA NATURAL RESOURCES CVT    CV BND   02076XAA0       1,228            24,151   X   2             24,151
 ALTERA CORP                    COMMON   021441100         165             4,458   X   2              4,458
 ALTERA CORP                    COMMON   021441100      29,461           794,099   X   1            282,173                511,926
 ALTISOURCE PORTFOLIO SOL       COMMON   L0175J104           8               156   X   1                156
 ALTRA HOLDINGS INC             COMMON   02208R106      15,008           797,034   X   1            758,227                 38,807
 ALTRIA GROUP INC               COMMON   02209S103         833            28,094   X   2             28,094
 ALTRIA GROUP INC               COMMON   02209S103      29,330           989,212   X   1            363,683                625,529
 AMAZON.COM INC                 COMMON   023135106      81,183           468,997   X   1            187,673      2,863     278,461
 AMERICAN CAMPUS COMMUNITIES    COMMON   024835100      21,425           510,602   X   1            486,865                 23,737
 AMERICAN EXPRESS CO            COMMON   025816109         107             2,277   X   2              2,277
 AMERICAN EXPRESS CO            COMMON   025816109      82,055         1,739,562   X   1            858,552      9,940     871,070
 AMERICAN SOFTWARE INC-CL A     COMMON   029683109         964           101,972   X   1             78,254                 23,718
 AMERICAN TOWER CORP CL A       COMMON   029912201         649            10,813   X   1             10,813
 AMERICAN WATER WORKS CO INC    COMMON   030420103      34,540         1,084,113   X   1            722,060                362,053
 AMERICAN WATER WORKS CO INC    COMMON   030420103       4,337           136,140   X   2            136,140
 AMERIGON INC                   COMMON   03070L300      11,003           771,594   X   1            732,660                 38,934
 AMERIGON INC                   COMMON   03070L300          68             4,786   X   2              4,786
 AMERIPRISE FINANCIAL INC       COMMON   03076C106       1,379            27,779   X   2             27,779
 AMERIPRISE FINANCIAL INC       COMMON   03076C106      61,956         1,248,109   X   1          1,090,038                158,071
 AMERISOURCEBERGEN CORP         COMMON   03073E105         306             8,228   X   1              8,228
 AMGEN INC                      COMMON   031162100       1,474            22,962   X   2             22,962
 AMGEN INC                      COMMON   031162100     135,048         2,103,229   X   1          1,323,788      4,981     774,460
 AMPHENOL CORP CL A             COMMON   032095101       2,477            54,572   X   2             54,572
 AMPHENOL CORP CL A             COMMON   032095101      19,207           423,153   X   1            279,138                144,015
 AMR CORP CVT                   CV BND   001765BC9         665           316,162   X   1            312,626      3,030         505
 AMTRUST FINANCIAL SERVICES     COMMON   032359309          12               521   X   1                521
 ANADARKO PETE CORP             COMMON   032511107         225             2,944   X   1              2,944
 ANALOG DEVICES                 COMMON   032654105       8,028           224,362   X   1             94,099                130,263
 ANGIES LIST INC                COMMON   034754101       9,370           581,984   X   1            553,951                 28,033
 ANGIES LIST INC                COMMON   034754101          56             3,451   X   2              3,451
 AOL INC                        COMMON   00184X105         631            41,807   X   2             41,807
 AOL INC                        COMMON   00184X105      27,982         1,853,114   X   1          1,615,265                237,849
 APACHE CORP CVTPFD 6.0%        CV PFD   037411808       6,626            55,930   X   1             55,930
 APACHE CORP CVTPFD 6.0%        CV PFD   037411808       2,361            19,932   X   2             19,932
 APARTMENT INVT & MGMT CO CL A  COMMON   03748R101       7,800           340,470   X   1            332,944                  7,526
 APPLE INC                      COMMON   037833100       1,517             3,745   X   2              3,745
 APPLE INC                      COMMON   037833100     158,602           391,610   X   1            244,284      3,974     143,352
 APPLIED MATERIALS              COMMON   038222105      48,226         4,502,860   X   1          3,934,290                568,570
 APPLIED MATERIALS              COMMON   038222105       1,075           100,369   X   2            100,369
 APPROACH RESOURCES INC         COMMON   03834A103      12,579           427,698   X   1            406,511                 21,187
 APPROACH RESOURCES INC         COMMON   03834A103          77             2,608   X   2              2,608
 ARBITRON INC                   COMMON   03875Q108       8,755           254,421   X   1            242,464                 11,957
 ARCH CAPITAL GROUP LTD         COMMON   G0450A105         572            15,375   X   1             15,375
 ARCHER-DANIELS-MIDLAND CO      COMMON   039483102         152             5,300   X   2              5,300
 ARCHER-DANIELS-MIDLAND CO      COMMON   039483102         160             5,600   X   1              5,600
 ARCOS DORADOS HOLDINGS INC     COMMON   G0457F107      10,101           492,019   X   1            474,903                 17,116
 ARES CAPITAL CORP              COMMON   04010L103       2,606           168,657   X   2            168,657
 ARES CAPITAL CORP              COMMON   04010L103      35,039         2,267,885   X   1          1,777,169                490,716
 ARIAD PHARMACEUTICALS INC      COMMON   04033A100       1,028            83,884   X   1             83,884
 ARIBA INC                      COMMON   04033V203         102             3,650   X   2              3,650
 ARIBA INC                      COMMON   04033V203      16,824           599,142   X   1            569,487                 29,655
 ARM HOLDINGS PLC-SPONS ADR     COMMON   042068106       3,871           139,897   X   1            139,897
 ARMSTRONG WORLD INDUSTRIES     COMMON   04247X102      31,331           714,167   X   1            549,996                164,171
 ARMSTRONG WORLD INDUSTRIES     COMMON   04247X102       2,532            57,709   X   2             57,709
 ARVINMERITOR INC CVT           CV BND   043353AH4      39,416         2,286,192   X   1          1,570,331     50,318     665,543
 ARVINMERITOR INC CVT           CV BND   043353AH4       4,550           263,935   X   2            263,935
 ASBURY AUTOMOTIVE GROUP        COMMON   043436104          94             4,346   X   2              4,346
 ASBURY AUTOMOTIVE GROUP        COMMON   043436104      15,283           708,877   X   1            673,571                 35,306
 ASCENT CAPITAL GROUP INC       COMMON   043632108         637            12,552   X   2             12,552
 ASCENT CAPITAL GROUP INC       COMMON   043632108       5,014            98,861   X   1             64,851                 34,010
 ASHLAND INC                    COMMON   044209104          13               229   X   2                229
 ASHLAND INC                    COMMON   044209104         112             1,952   X   1              1,952
 ASSOCIATED ESTATES REALTY CP   COMMON   045604105      19,579         1,227,525   X   1          1,195,155                 32,370
 AT^T INC                       COMMON   00206R102       4,104           135,726   X   2            135,726
 AT^T INC                       COMMON   00206R102     137,545         4,548,445   X   1          3,411,285              1,137,160
 ATHENAHEALTH INC               COMMON   04685W103           8               170   X   1                170
 AUTOMATIC DATA PROC            COMMON   053015103      24,837           459,858   X   1            185,915                273,943
 AUXILIUM PHARMACEUTICALS INC   COMMON   05334D107       9,762           489,832   X   1            465,438                 24,394
 AUXILIUM PHARMACEUTICALS INC   COMMON   05334D107          60             3,003   X   2              3,003
 AVALONBAY COMMUNITIES INC      COMMON   053484101       2,940            22,508   X   1             22,508
 AVIS BUDGET GROUP INC          COMMON   053774105       1,593           148,579   X   2            148,579
 AVIS BUDGET GROUP INC          COMMON   053774105      12,445         1,160,906   X   1            767,782                393,124
 AVNET INC                      COMMON   053807103      17,549           564,460   X   1            372,779                191,681
 AVNET INC                      COMMON   053807103       2,234            71,870   X   2             71,870
 AZZ INC                        COMMON   002474104      12,387           272,601   X   1            259,532                 13,069
 BABCOCK & WILCOX COMPANY       COMMON   05615F102      15,916           659,334   X   1            438,427                220,907
 BABCOCK & WILCOX COMPANY       COMMON   05615F102       2,054            85,094   X   2             85,094
 BAIDU.COM                      ADR      056752108      17,644           151,487   X   1            147,505                  3,982
 BAKER HUGHES INC               COMMON   057224107      11,913           244,921   X   1             78,193                166,728
 BAKER HUGHES INC               COMMON   057224107          87             1,791   X   2              1,791
 BANCO SANTANDER-CHILE-ADR      ADR      05965X109      12,311           162,635   X   1            156,960                  5,675
 BANCORPSOUTH INC               COMMON   059692103      11,703         1,062,015   X   1          1,011,234                 50,781
 BANK OF AMERICA 7.250 CVT PFD  CV PFD   060505682      54,859         1,392,320   X   1          1,370,520      1,780      20,020
 BANK OF AMERICA 7.250 CVT PFD  CV PFD   060505682       1,396            35,440   X   2             35,440
 BANK OF AMERICA CORP           COMMON   060505104         734           131,999   X   2            131,999
 BANK OF AMERICA CORP           COMMON   060505104      56,612        10,182,031   X   1          9,390,127                791,904
 BANK OF NEW YORK MELLON CORP   COMMON   064058100      38,409         1,929,145   X   1          1,684,167                244,978
 BANK OF NEW YORK MELLON CORP   COMMON   064058100         856            42,977   X   2             42,977
 BANKUNITED INC                 COMMON   06652K103       8,386           381,350   X   1            363,390                 17,960
 BCE INC                        COMMON   05534B760          17               400   X   1                400
 BE AEROSPACE INC               COMMON   073302101       5,915           152,805   X   1             54,849                 97,956
 BE AEROSPACE INC               COMMON   073302101          41             1,061   X   2              1,061
 BEAM INC                       COMMON   073730103      12,025           234,725   X   1            155,712                 79,013
 BEAM INC                       COMMON   073730103       1,546            30,178   X   2             30,178
 BELDEN CDT INC                 COMMON   077454106       7,047           211,741   X   1            201,504                 10,237
 BERKSHIRE HATHAWAY INC CL B    COMMON   084670702          79             1,039   X   1              1,039
 BERRY PETROLEUM CO-CL A        COMMON   085789105       8,369           199,163   X   1            189,577                  9,586
 BHP BILLITON LTD-SPON ADR      ADR      088606108          11               150   X   1                150
 BIOMARIN PHARMACEUTICAL INC    COMMON   09061G101         961            27,959   X   1             27,959
 BIOMED REALTY TRUST INC        COMMON   09063H107      17,326           958,321   X   1            913,531                 44,790
 BLACKROCK INC                  COMMON   09247X101      22,506           126,267   X   1             39,396                 86,871
 BLACKROCK INC                  COMMON   09247X101         166               930   X   2                930
 BLUE NILE INCORPORATED         COMMON   09578R103      27,185           664,986   X   1            210,512                454,474
 BORG WARNER INC                COMMON   099724106         207             3,248   X   1              3,248
 BRAVO BRIO RESTAURANT GROUP    COMMON   10567B109       8,419           490,913   X   1            466,465                 24,448
 BRAVO BRIO RESTAURANT GROUP    COMMON   10567B109          52             3,010   X   2              3,010
 BRISTOL MYERS SQUIBB           COMMON   110122108     510,604        14,489,319   X   1         14,291,100                198,219
 BRISTOL MYERS SQUIBB           COMMON   110122108       1,184            33,609   X   2             33,609
 BROADCOM CORP CL A             COMMON   111320107         289             9,846   X   1              9,846
 BROADRIDGE FINANCIAL SOLUTIONS COMMON   11133T103         430            19,048   X   1             19,048
 BROCADE COMMUNICATIONS SYSTEM  COMMON   111621306       2,998           577,646   X   1            549,655                 27,991
 CABOT OIL & GAS                COMMON   127097103      15,582           205,299   X   1             89,921                115,378
 CABOT OIL & GAS                COMMON   127097103         239             3,150   X   2              3,150
 CALLAWAY GOLF CO               COMMON   131193104       5,562         1,005,824   X   1            956,614                 49,210
 CALPINE CORP                   COMMON   131347304       1,585            97,035   X   2             97,035
 CALPINE CORP                   COMMON   131347304      96,778         5,926,387   X   1          4,950,519                975,868
 CAMERON INTERNATIONAL CORP     COMMON   13342B105         209             4,239   X   1              4,239
 CAPITOL FEDERAL FINANCIAL INC  COMMON   14057J101      11,628         1,007,650   X   1            959,468                 48,182
 CARDINAL HEALTH INC            COMMON   14149Y108       2,138            52,644   X   1             45,445                  7,199
 CAREFUSION CORP                COMMON   14170T101      12,125           477,174   X   1            331,157                146,017
 CAREFUSION CORP                COMMON   14170T101       1,338            52,675   X   2             52,675
 CASEYS GENERAL STORES INC      COMMON   147528103      10,337           200,675   X   1            191,341                  9,334
 CASH AMERICA INTL INC          COMMON   14754D100       1,549            33,213   X   2             33,213
 CASH AMERICA INTL INC          COMMON   14754D100      27,725           594,585   X   1            491,724                102,861
 CATALYST HEALTH SOLUTIONS INC  COMMON   14888B103       1,773            34,092   X   2             34,092
 CATALYST HEALTH SOLUTIONS INC  COMMON   14888B103      23,466           451,270   X   1            353,573                 97,697
 CATERPILLAR                    COMMON   149123101      42,842           472,869   X   1            251,645      6,667     214,557
 CATERPILLAR                    COMMON   149123101         206             2,276   X   2              2,276
 CATHAY GENERAL BANCORP         COMMON   149150104      16,718         1,119,758   X   1          1,067,739                 52,019
 CAVIUM INC                     COMMON   14964U108      11,305           397,645   X   1            377,853                 19,792
 CAVIUM INC                     COMMON   14964U108          69             2,437   X   2              2,437
 CBRE GROUP INC                 COMMON   12504L109       3,651           239,855   X   1            239,855
 CBS CORP CL B                  COMMON   124857202         917            33,790   X   2             33,790
 CBS CORP CL B                  COMMON   124857202      41,268         1,520,567   X   1          1,327,043                193,524
 CELADON GROUP INC              COMMON   150838100         880            74,482   X   2             74,482
 CELADON GROUP INC              COMMON   150838100       6,875           582,174   X   1            385,951                196,223
 CENTURYLINK INC                COMMON   156700106       1,740            46,785   X   2             46,785
 CENTURYLINK INC                COMMON   156700106      84,597         2,274,120   X   1          2,014,528                259,592
 CEPHEID INC                    COMMON   15670R107      11,208           325,716   X   1            309,324                 16,392
 CEPHEID INC                    COMMON   15670R107          69             2,017   X   2              2,017
 CERNER CORP                    COMMON   156782104         293             4,785   X   1              4,785
 CEVA INC                       COMMON   157210105      14,359           474,520   X   1            454,494                 20,026
 CEVA INC                       COMMON   157210105          75             2,466   X   2              2,466
 CHART INDUSTRIES INC           COMMON   16115Q308          75             1,380   X   2              1,380
 CHART INDUSTRIES INC           COMMON   16115Q308      12,246           226,484   X   1            215,273                 11,211
 CHESAPEAKE ENERGY CORP         COMMON   165167107      50,919         2,284,376   X   1          2,284,376
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167BZ9      64,041         1,400,016   X   1          1,285,548      3,897     110,571
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167BZ9       1,194            26,108   X   2             26,108
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167CB1      10,407           147,004   X   2            147,004
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167CB1     118,375         1,672,045   X   1          1,409,792     49,176     213,077
 CHESAPEAKE ENRGY CVT PPD 4.50  CV PFD   165167842          86             2,118   X   2              2,118
 CHESAPEAKE ENRGY CVT PPD 4.50  CV PFD   165167842      15,534           381,968   X   1            379,008                  2,960
 CHEVRON CORP                   COMMON   166764100       2,381            22,377   X   2             22,377
 CHEVRON CORP                   COMMON   166764100     115,692         1,087,327   X   1            956,259                131,068
 CHIPOTLE MEXICAN GRILL INC     COMMON   169656105       3,067             9,081   X   1              9,081
 CHURCHILL DOWNS INC            COMMON   171484108      10,199           195,642   X   1            186,081                  9,561
 CIENA CORP                     COMMON   171779309       9,093           751,468   X   1            714,867                 36,601
 CIENA CORP                     COMMON   171779309         213            17,611   X   2             17,611
 CIENA CORP CVT                 CV BND   171779AE1      24,401           844,477   X   2            844,477
 CIENA CORP CVT                 CV BND   171779AE1     273,395         9,461,584   X   1          8,058,116    347,747   1,055,720
 CIGNA CORP                     COMMON   125509109         304             7,230   X   1              7,230
 CIRRUS LOGIC INC               COMMON   172755100         675            42,585   X   1             42,585
 CISCO SYSTEMS INC              COMMON   17275R102       1,335            73,846   X   2             73,846
 CISCO SYSTEMS INC              COMMON   17275R102     154,589         8,550,284   X   1          5,008,344              3,541,940
 CIT GROUP INC                  COMMON   125581801         140             4,022   X   1              4,022
 CITIGROUP INC                  COMMON   172967424       1,368            51,997   X   2             51,997
 CITIGROUP INC                  COMMON   172967424      64,613         2,455,848   X   1          2,154,030                301,818
 CITY NATIONAL CORP             COMMON   178566105      14,269           322,976   X   1            307,680                 15,296
 CLARCOR INC                    COMMON   179895107       6,883           137,679   X   1             91,507                 46,172
 CLARCOR INC                    COMMON   179895107         883            17,654   X   2             17,654
 CLAYTON WILLIAMS ENERGY INC    COMMON   969490101      11,518           151,788   X   1            100,130                 51,658
 CLAYTON WILLIAMS ENERGY INC    COMMON   969490101       1,498            19,744   X   2             19,744
 CLIFF NATURAL RESOURCES INC    COMMON   18683K101       2,759            44,248   X   1             44,248
 CLOROX CO                      COMMON   189054109      40,880           614,182   X   1            221,550                392,632
 CLOROX CO                      COMMON   189054109         134             2,010   X   2              2,010
 CLOUD PEAK ENERGY INC          COMMON   18911Q102      29,822         1,543,593   X   1          1,203,491                340,102
 CLOUD PEAK ENERGY INC          COMMON   18911Q102       2,279           117,958   X   2            117,958
 CME GROUP INC.                 COMMON   12572Q105       9,361            38,417   X   1             12,043                 26,374
 CME GROUP INC.                 COMMON   12572Q105          69               282   X   2                282
 CMS ENERGY CORP                COMMON   125896100      14,249           645,320   X   1            432,581                212,739
 CMS ENERGY CORP                COMMON   125896100       1,775            80,401   X   2             80,401
 CMS ENERGY CORP CVT            CV BND   125896BD1      33,312         1,473,881   X   1          1,058,808     88,767     326,306
 CMS ENERGY CORP CVT            CV BND   125896BD1       3,001           132,795   X   2            132,795
 COBALT INTERNATIONAL ENERGY    COMMON   19075F106      13,398           863,300   X   1            276,434                586,866
 COBALT INTERNATIONAL ENERGY    COMMON   19075F106          99             6,352   X   2              6,352
 COCA-COLA                      COMMON   191216100         193             2,757   X   2              2,757
 COCA-COLA                      COMMON   191216100      63,365           905,602   X   1            350,840                554,762
 COCA-COLA ENTERPRISES          COMMON   19122T109     118,222         4,585,790   X   1          3,442,331              1,143,459
 COCA-COLA ENTERPRISES          COMMON   19122T109       4,242           164,548   X   2            164,548
 COGNEX CORP                    COMMON   192422103       8,364           233,708   X   1            222,317                 11,391
 COGNIZANT TECH SOLUTIONS CRP   COMMON   192446102         103             1,597   X   2              1,597
 COGNIZANT TECH SOLUTIONS CRP   COMMON   192446102      15,389           239,296   X   1             86,297      5,758     147,241
 COMCAST CORP CL A              COMMON   20030N101     137,703         5,807,792   X   1          4,407,778              1,400,014
 COMCAST CORP CL A              COMMON   20030N101       2,495           105,233   X   2            105,233
 COMMERCIAL VEHICLE GROUP INC   COMMON   202608105       4,914           543,602   X   1            517,997                 25,605
 COMMVAULT SYSTEMS INC          COMMON   204166102       9,936           232,585   X   1            221,082                 11,503
 COMMVAULT SYSTEMS INC          COMMON   204166102          61             1,417   X   2              1,417
 COMPUWARE CORP                 COMMON   205638109         378            45,472   X   1             45,472
 COMVERSE TECHNOLOGY INC        COMMON   205862402       1,288           187,749   X   2            187,749
 COMVERSE TECHNOLOGY INC        COMMON   205862402      10,054         1,465,542   X   1            971,263                494,279
 CONAGRA INC                    COMMON   205887102      63,599         2,409,061   X   1          2,398,160                 10,901
 CONCHO RESOURCES INC           COMMON   20605P101       4,431            47,269   X   1             47,269
 CONSOL ENERGY INC              COMMON   20854P109         778            21,203   X   2             21,203
 CONSOL ENERGY INC              COMMON   20854P109      35,272           961,086   X   1            839,519                121,567
 CONSTANT CONTACT INC           COMMON   210313102      12,470           537,247   X   1            510,636                 26,611
 CONSTANT CONTACT INC           COMMON   210313102          76             3,275   X   2              3,275
 CONSTELLATION ENERGY GROUP     COMMON   210371100           3                75   X   1                 75
 CONVERGYS CORP                 COMMON   212485106      10,800           845,770   X   1            804,894                 40,876
 COOPER INDS LTD CL A           COMMON   G24140108      60,181         1,111,385   X   1            974,179                137,206
 COOPER INDS LTD CL A           COMMON   G24140108       1,250            23,087   X   2             23,087
 CORE MARK HOLDING CO INC       COMMON   218681104       7,535           190,287   X   1            181,376                  8,911
 CORN PRODUCTS INTL INC         COMMON   219023108       2,033            38,654   X   2             38,654
 CORN PRODUCTS INTL INC         COMMON   219023108      26,521           504,289   X   1            393,171                111,118
 CORNING INC                    COMMON   219350105      39,445         3,038,876   X   1          2,076,607    103,358     858,911
 CORNING INC                    COMMON   219350105         113             8,679   X   2              8,679
 CORPORATE EXECUTIVE BOARD      COMMON   21988R102          95             2,488   X   2              2,488
 CORPORATE EXECUTIVE BOARD      COMMON   21988R102      15,311           401,868   X   1            381,644                 20,224
 COSTAR GROUP INC               COMMON   22160N109          87             1,307   X   2              1,307
 COSTAR GROUP INC               COMMON   22160N109      14,138           211,862   X   1            201,239                 10,623
 COVIDIEN PLC                   COMMON   G2554F113      66,959         1,487,639   X   1          1,299,120                188,519
 COVIDIEN PLC                   COMMON   G2554F113       1,493            33,173   X   2             33,173
 CPFL ENERGIA SA- ADR           ADR      126153105          15               525   X   1                525
 CRACKER BARREL OLD COUNTRY     COMMON   22410J106       8,161           161,900   X   1            154,118                  7,782
 CROWN CASTLE INTL CORP         COMMON   228227104         419             9,363   X   1              9,363
 CUBESMART                      COMMON   229663109      15,032         1,412,772   X   1          1,344,808                 67,964
 CUBIST PHARMACEUTICALS INC     COMMON   229678107          80             2,008   X   2              2,008
 CUBIST PHARMACEUTICALS INC     COMMON   229678107      12,941           326,637   X   1            310,334                 16,303
 CUMMINS ENGINE                 COMMON   231021106       7,783            88,426   X   1             48,545                 39,881
 CUMMINS ENGINE                 COMMON   231021106          38               432   X   2                432
 CVB FINANCIAL CORP             COMMON   126600105       9,143           911,537   X   1            865,572                 45,965
 CVS CAREMARK CORP              COMMON   126650100     112,455         2,757,613   X   1          2,132,178      8,839     616,596
 CVS CAREMARK CORP              COMMON   126650100       1,807            44,311   X   2             44,311
 CYBERONICS                     COMMON   23251P102          53             1,582   X   2              1,582
 CYBERONICS                     COMMON   23251P102       8,663           258,598   X   1            245,748                 12,850
 CYMER INC                      COMMON   232572107          85             1,706   X   2              1,706
 CYMER INC                      COMMON   232572107      13,921           279,766   X   1            265,907                 13,859
 CYTEC INDUSTRIES INC           COMMON   232820100       2,424            54,290   X   2             54,290
 CYTEC INDUSTRIES INC           COMMON   232820100      18,618           416,977   X   1            275,820                141,157
 D.R. HORTON INC                COMMON   23331A109         154            12,200   X   2             12,200
 D.R. HORTON INC                COMMON   23331A109       2,498           198,100   X   1            198,100
 DANA HOLDING CORP              COMMON   235825205      11,822           972,973   X   1            926,189                 46,784
 DANAHER CORP                   COMMON   235851102          18               392   X   1                392
 DARLING INTERNATIONAL INC      COMMON   237266101       8,948           673,297   X   1            640,774                 32,523
 DDR CORPORATION                COMMON   23317H102       4,391           360,772   X   1            360,772
 DEALERTRACK HOLDINGS INC       COMMON   242309102      21,240           779,176   X   1            740,417                 38,759
 DEALERTRACK HOLDINGS INC       COMMON   242309102         130             4,773   X   2              4,773
 DECKERS OUTDOOR CORP           COMMON   243537107       9,889           130,861   X   1            124,280                  6,581
 DECKERS OUTDOOR CORP           COMMON   243537107          61               810   X   2                810
 DELTIC TIMBER CORP             COMMON   247850100       7,233           119,777   X   1            114,110                  5,667
 DENTSPLY INTERNATIONAL INC     COMMON   249030107      12,649           361,507   X   1            238,525                122,982
 DENTSPLY INTERNATIONAL INC     COMMON   249030107       1,609            45,995   X   2             45,995
 DEX ONE CORP                   COMMON   25212W100         135            81,537   X   1             75,710      1,497       4,330
 DEX ONE CORP                   COMMON   25212W100          19            11,334   X   2             11,334
 DFC GLOBAL CORPORATION         COMMON   23324T107      18,010           997,235   X   1            949,111                 48,124
 DIAGEO PLC SPON ADR            ADR      25243Q205      21,701           248,239   X   1            113,808                134,431
 DICKS SPORTING GOODS INC       COMMON   253393102          13               345   X   1                345
 DIGITAL REALTY TRUST INC       COMMON   253868103       2,360            35,402   X   2             35,402
 DIGITAL REALTY TRUST INC       COMMON   253868103      18,840           282,589   X   1            189,153                 93,436
 DIRECTV CLASS A                COMMON   25490A101         903            21,121   X   2             21,121
 DIRECTV CLASS A                COMMON   25490A101      40,602           949,542   X   1            829,081                120,461
 DISCOVER FINANCIAL SERVICES    COMMON   254709108      87,497         3,645,718   X   1          2,984,691                661,027
 DISCOVER FINANCIAL SERVICES    COMMON   254709108       4,338           180,755   X   2            180,755
 DISCOVERY COMMUNICATIONS INC   COMMON   25470F104      20,403           498,000   X   1            154,612                343,388
 DISCOVERY COMMUNICATIONS INC   COMMON   25470F104         151             3,687   X   2              3,687
 DOLLAR GENERAL CORP            COMMON   256677105       2,884            70,103   X   1             70,103
 DOLLAR TREE  INC               COMMON   256746108         184             2,208   X   2              2,208
 DOLLAR TREE  INC               COMMON   256746108      30,622           368,447   X   1            163,709                204,738
 DOW CHEMICAL                   COMMON   260543103      62,499         2,173,136   X   1          1,743,478                429,658
 DOW CHEMICAL                   COMMON   260543103         123             4,278   X   2              4,278
 DRESSER-RAND GROUP INC         COMMON   261608103         336             6,739   X   1              6,739
 DRIL-QUIP                      COMMON   262037104      19,406           294,827   X   1            238,681                 56,146
 DRIL-QUIP                      COMMON   262037104       1,265            19,217   X   2             19,217
 DSW INC- CLASS A               COMMON   23334L102      10,695           241,908   X   1            229,832                 12,076
 DSW INC- CLASS A               COMMON   23334L102          66             1,488   X   2              1,488
 DUKE ENERGY CORP               COMMON   26441C105       6,215           282,501   X   1            282,500                      1
 DUPONT E I                     COMMON   263534109         121             2,639   X   2              2,639
 DUPONT E I                     COMMON   263534109      16,356           357,266   X   1            111,120      2,200     243,946
 DUPONT FABROS TECHNOLOGY       COMMON   26613Q106      15,662           646,667   X   1            615,895                 30,772
 EASTMAN CHEMICAL CO            COMMON   277432100         156             4,000   X   1              4,000
 EASTMAN CHEMICAL CO            COMMON   277432100         137             3,500   X   2              3,500
 EASTMAN KODAK CO CVT           CV BND   277461BJ7       9,699         4,986,506   X   1          4,400,811    585,695
 EATON CORP                     COMMON   278058102      88,448         2,031,879   X   1          1,467,388      7,136     557,355
 EATON CORP                     COMMON   278058102       1,652            37,955   X   2             37,955
 EBAY INC                       COMMON   278642103       1,265            41,703   X   2             41,703
 EBAY INC                       COMMON   278642103      57,204         1,886,064   X   1          1,648,697                237,367
 ECOLAB INC                     COMMON   278865100         241             4,173   X   1              4,173
 EDISON INTERNATIONAL           COMMON   281020107       1,829            44,174   X   2             44,174
 EDISON INTERNATIONAL           COMMON   281020107     103,868         2,508,899   X   1          1,881,712                627,187
 EDUCATION MANAGEMENT CORP      COMMON   28140M103          12               427   X   1                427
 EL PASO CORP CAP TRUST CVT PFD CV PFD   283678209       1,534            40,044   X   2             40,044
 EL PASO CORP CAP TRUST CVT PFD CV PFD   283678209      67,576         1,764,554   X   1          1,574,721      2,404     187,429
 EL PASO CORPORATION            COMMON   28336L109      84,689         3,187,398   X   1          2,173,254              1,014,144
 EL PASO CORPORATION            COMMON   28336L109       9,031           339,902   X   2            339,902
 EMBRAER SA-ADR                 ADR      29082A107      10,961           434,621   X   1            420,225                 14,396
 EMC CORP CVT                   CV BND   268648AM4       4,499           194,990   X   1            194,990
 EMC CORP CVT                   CV BND   268648AM4         732            31,721   X   2             31,721
 EMERSON ELEC                   COMMON   291011104         141             3,023   X   1              3,023
 EMPLOYERS HOLDINGS INC         COMMON   292218104      14,283           789,563   X   1            752,221                 37,342
 ENERGY INCOME AND GROWTH FD    Closed E 292697109          49             1,750   X   1              1,750
 ENERGY PARTNERS LTD            COMMON   29270U303      13,050           893,867   X   1            851,664                 42,203
 ENERPLUS CORP                  COMMON   292766102          11               450   X   1                450
 ENERSYS                        COMMON   29275Y102      13,507           520,099   X   1            495,234                 24,865
 EOG RESOURCES INC              COMMON   26875P101      12,233           124,180   X   1             40,755      2,158      81,267
 EOG RESOURCES INC              COMMON   26875P101         235             2,390   X   2              2,390
 EQUITY RESIDENTIAL             COMMON   29476L107      26,234           460,000   X   1            460,000
 EXPRESS SCRIPTS INC CL A       COMMON   302182100      22,345   CALL        500   X   1                500
 ESTEE LAUDER COS CL A          COMMON   518439104       1,154            10,278   X   1              5,326      4,952
 EURONET WORLDWIDE INC          COMMON   298736109      10,198           551,836   X   1            525,155                 26,681
 EVERCORE PARTNERS INC-CL A     COMMON   29977A105          75             2,834   X   2              2,834
 EVERCORE PARTNERS INC-CL A     COMMON   29977A105      12,373           464,787   X   1            441,765                 23,022
 EXELON CORP                    COMMON   30161N101       1,648            37,989   X   2             37,989
 EXELON CORP                    COMMON   30161N101      87,399         2,015,185   X   1          1,515,868                499,317
 EXPEDIA INC                    COMMON   30212P303       1,118            38,540   X   2             38,540
 EXPEDIA INC                    COMMON   30212P303       8,706           300,016   X   1            198,786                101,230
 EXPEDITORS INTL WASH INC       COMMON   302130109      46,836         1,143,456   X   1            425,989                717,467
 EXXON MOBIL CORP               COMMON   30231G102     198,447         2,341,277   X   1          1,624,710                716,567
 EXXON MOBIL CORP               COMMON   30231G102       3,538            41,743   X   2             41,743
 EZCHIP SEMICONDUCTOR LTD       COMMON   M4146Y108       9,730           343,466   X   1            326,399                 17,067
 EZCHIP SEMICONDUCTOR LTD       COMMON   M4146Y108          60             2,101   X   2              2,101
 F5 NETWORKS INC                COMMON   315616102       4,373            41,212   X   1             41,212
 FACTSET RESEARCH SYSTEMS INC   COMMON   303075105      51,678           592,093   X   1            217,673                374,420
 FAIRPOINT COMMUNICATIONS INC   COMMON   305560302       3,380           780,681   X   1            730,796      4,903      44,982
 FAIRPOINT COMMUNICATIONS INC   COMMON   305560302         253            58,365   X   2             58,365
 FAMILY DOLLAR STORES INC       COMMON   307000109          10               166   X   1                166
 FERRO CORP                     COMMON   315405100       5,661         1,157,570   X   1          1,101,129                 56,441
 FIDELITY NATL INFORM SVCS INC  COMMON   31620M106      13,348           502,007   X   1            333,141                168,866
 FIDELITY NATL INFORM SVCS INC  COMMON   31620M106       1,712            64,402   X   2             64,402
 FIFTH STREET FINANCE CORP      COMMON   31678A103      13,268         1,386,368   X   1          1,320,379                 65,989
 FIFTH THIRD BANCORP            COMMON   316773100      72,724         5,717,325   X   1          5,012,268                705,057
 FIFTH THIRD BANCORP            COMMON   316773100       1,504           118,263   X   2            118,263
 FINANCIAL ENGINES INC          COMMON   317485100          72             3,240   X   2              3,240
 FINANCIAL ENGINES INC          COMMON   317485100      11,867           531,439   X   1            505,115                 26,324
 FIRST CASH FINANCIAL SERVICES  COMMON   31942D107          52             1,481   X   2              1,481
 FIRST CASH FINANCIAL SERVICES  COMMON   31942D107       8,482           241,725   X   1            229,701                 12,024
 FIRST FINANCIAL BANCORP        COMMON   320209109      16,537           993,783   X   1            946,765                 47,018
 FIRST REPUBLIC BANK OF SAN FRA COMMON   33616C100          10               334   X   1                334
 FIRST TRUST MID CAP CORE ALP   Exchange 33735B108          55             1,698   X   1                                     1,698
 FMC CORP NEW                   COMMON   302491303         754             8,758   X   1              4,628      4,130
 FMC TECHNOLOGIES INC           COMMON   30249U101      15,735           301,268   X   1            291,033                 10,235
 FORD MOTOR CO                  COMMON   345370860      30,529         2,837,230   X   1          2,810,170     21,205       5,855
 FORD MOTOR CO                  COMMON   345370860       3,960           367,990   X   2            367,990
 FORD MOTOR COMPANY CVT         CV BND   345370CN8      39,442         2,958,065   X   2          2,958,065
 FORD MOTOR COMPANY CVT         CV BND   345370CN8     702,803        52,708,073   X   1         49,876,890    353,764   2,477,420
 FORTINET INC                   COMMON   34959E109       1,822            83,553   X   1             83,553
 FOSSIL INC                     COMMON   349882100       2,124            26,768   X   1             26,768
 FOSTER WHEELER AG              COMMON   H27178104          49             2,564   X   1              2,564
 FRANKLIN RESOURCES             COMMON   354613101         111             1,151   X   2              1,151
 FRANKLIN RESOURCES             COMMON   354613101      35,622           370,826   X   1            133,738                237,088
 FRED'S INC                     COMMON   356108100      12,447           853,694   X   1            814,110                 39,584
 FREEPORT MCMORAN COPPER & GOLD COMMON   35671D857         102             2,773   X   2              2,773
 FREEPORT MCMORAN COPPER & GOLD COMMON   35671D857      14,073           382,510   X   1            126,228                256,282
 FRESH DEL MONTE PRODUCE INC    COMMON   G36738105       4,521           180,783   X   1            172,025                  8,758
 FRESH MARKET INC/THE           COMMON   35804H106          64             1,616   X   2              1,616
 FRESH MARKET INC/THE           COMMON   35804H106      10,531           263,928   X   1            250,818                 13,110
 FTI CONSULTING INC             COMMON   302941109          89             2,109   X   2              2,109
 FTI CONSULTING INC             COMMON   302941109      14,605           344,302   X   1            327,173                 17,129
 FXA                            Exchange 23129U101      20,524   PUT         200   X   1                200
 FXE                            Exchange 23130C108      64,460   PUT         500   X   1                500
 GENERAL ELECTRIC               COMMON   369604103       2,258           126,085   X   2            126,085
 GENERAL ELECTRIC               COMMON   369604103     106,550         5,949,191   X   1          4,666,081              1,283,110
 GENERAL MOTORS - CW16          WTS      37045V118          53             4,490   X   1              4,490
 GENERAL MOTORS - CW19          WTS      37045V126          35             4,490   X   1              4,490
 GENERAL MOTORS CO              COMMON   37045V100         721            35,552   X   2             35,552
 GENERAL MOTORS CO              COMMON   37045V100      34,977         1,725,551   X   1          1,516,026                209,525
 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD   37045V209      46,357         1,708,910   X   2          1,708,910
 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD   37045V209     404,615        14,915,807   X   1         13,643,750    151,916   1,120,141
 GENESCO INC                    COMMON   371532102      14,752           238,937   X   1            227,399                 11,538
 GENESEE & WYOMING INC-CL A     COMMON   371559105          83             1,370   X   2              1,370
 GENESEE & WYOMING INC-CL A     COMMON   371559105      27,337           451,253   X   1            429,369                 21,884
 GEOEYE INC                     COMMON   37250W108       1,410            63,458   X   2             63,458
 GEOEYE INC                     COMMON   37250W108      10,908           490,916   X   1            326,006                164,910
 GILEAD SCIENCES INC            COMMON   375558103          84             2,051   X   2              2,051
 GILEAD SCIENCES INC            COMMON   375558103      11,260           275,104   X   1             86,007                189,097
 GLOBAL POWER EQUIPMENT GROUP   COMMON   37941P306       5,616           236,480   X   1            224,919                 11,561
 GOLD RESOURCE CORP             COMMON   38068T105           6               267   X   1                267
 GOLDMAN SACHS GROUP            COMMON   38141G104          31               340   X   1                340
 GOODYEAR TIRE & RUBBER CO      COMMON   382550101      38,174         2,694,022   X   1          2,350,896                343,126
 GOODYEAR TIRE & RUBBER CO      COMMON   382550101         854            60,280   X   2             60,280
 GOODYEAR TIRE & RUBBER CVTPFD  CV PFD   382550309      18,189         1,026,409   X   2          1,026,409
 GOODYEAR TIRE & RUBBER CVTPFD  CV PFD   382550309     134,489         7,589,433   X   1          6,562,000     59,163     968,270
 GOOGLE INC-CL A                COMMON   38259P508     127,478           197,365   X   1             94,798        586     101,981
 GRAND CANYON EDUCATION INC     COMMON   38526M106          47             2,967   X   2              2,967
 GRAND CANYON EDUCATION INC     COMMON   38526M106       7,724           483,947   X   1            459,855                 24,092
 GREENHILL & CO INC             COMMON   395259104      32,241           886,475   X   1            297,014                589,461
 GRIFFON CORPORATION            COMMON   398433102       6,007           657,979   X   1            627,798                 30,181
 GROUP 1 AUTOMOTIVE INC         COMMON   398905109          11               206   X   1                206
 GSI GROUP INC                  COMMON   36191C205       6,507           636,081   X   1            606,042                 30,039
 GULFPORT ENERGY CORP           COMMON   402635304           6               193   X   1                193
 H^E EQUIPMENT SERVICES INC     COMMON   404030108       7,265           541,336   X   1            514,880                 26,456
 HALLIBURTON CO                 COMMON   406216101         159             4,600   X   2              4,600
 HALLIBURTON CO                 COMMON   406216101       8,912           258,258   X   1            179,648                 78,610
 HANGER ORTHOPEDIC GROUP INC    COMMON   41043F208          70             3,770   X   2              3,770
 HANGER ORTHOPEDIC GROUP INC    COMMON   41043F208      18,151           971,156   X   1            923,417                 47,739
 HARMONIC INC                   COMMON   413160102       7,666         1,520,996   X   1          1,448,536                 72,460
 HARSCO CORP                    COMMON   415864107         518            25,186   X   2             25,186
 HARSCO CORP                    COMMON   415864107      26,315         1,278,660   X   1          1,125,794                152,866
 HAWAIIAN TELCOM HOLDCO INC	  COMMON   420031106      12,777           829,652   X   1            829,652
 HAYNES INTERNATIONAL INC       COMMON   420877201      10,017           183,466   X   1            174,978                  8,488
 HCA HOLDINGS INC               COMMON   40412C101         887            40,255   X   2             40,255
 HCA HOLDINGS INC               COMMON   40412C101      43,006         1,952,151   X   1          1,707,414                244,737
 HCC INSURANCE HLDG             COMMON   404132102      16,222           589,887   X   1            561,134                 28,753
 HCP INC                        COMMON   40414L109         226             5,467   X   1              5,467
 HEALTHSOUTH CORP               COMMON   421924309         681            38,558   X   2             38,558
 HEALTHSOUTH CORP               COMMON   421924309       5,256           297,433   X   1            196,786                100,647
 HEICO CORP                     COMMON   422806109          84             1,432   X   2              1,432
 HEICO CORP                     COMMON   422806109      13,607           232,684   X   1            221,060                 11,624
 HELIX ENERGY SOLUTIONS GROUP I COMMON   42330P107         922            58,379   X   2             58,379
 HELIX ENERGY SOLUTIONS GROUP I COMMON   42330P107      15,404           974,933   X   1            798,403                176,530
 HERSHA HOSPITALITY TRUST       COMMON   427825104      14,371         2,944,900   X   1          2,803,962                140,938
 HESS CORP                      COMMON   42809H107      79,215         1,394,631   X   1          1,218,206                176,425
 HESS CORP                      COMMON   42809H107       1,739            30,623   X   2             30,623
 HEXCEL CORP                    COMMON   428291108      15,055           621,835   X   1            590,799                 31,036
 HEXCEL CORP                    COMMON   428291108          93             3,823   X   2              3,823
 HIBBETT SPORTS INC             COMMON   428567101      11,473           253,950   X   1            241,308                 12,642
 HIBBETT SPORTS INC             COMMON   428567101          70             1,557   X   2              1,557
 HIGHLAND CREDIT STRATEGIES F   Closed E 43005Q107       8,412         1,361,139   X   1          1,361,139
 HITTITE MICROWAVE CORP         COMMON   43365Y104          64             1,293   X   2              1,293
 HITTITE MICROWAVE CORP         COMMON   43365Y104      10,354           209,673   X   1            199,151                 10,522
 HMS HOLDINGS CORP              COMMON   40425J101      14,449           451,817   X   1            429,321                 22,496
 HMS HOLDINGS CORP              COMMON   40425J101          89             2,769   X   2              2,769
 HOLOGIC INC CVT                CV BND   436440AA9      97,694         2,654,090   X   1          2,319,060    163,758     171,272
 HOLOGIC INC CVT                CV BND   436440AB7       2,516            99,870   X   2             99,870
 HOLOGIC INC CVT                CV BND   436440AB7      10,719           425,532   X   1            328,919      4,342      92,271
 HOME DEPOT                     COMMON   437076102      24,549           583,938   X   1            247,895                336,043
 HOME PROPERTIES INC            COMMON   437306103      12,756           221,578   X   1            211,022                 10,556
 HONEYWELL INTERNATIONAL INC    COMMON   438516106       1,457            26,812   X   2             26,812
 HONEYWELL INTERNATIONAL INC    COMMON   438516106      65,669         1,208,266   X   1          1,055,328                152,938
 HORSEHEAD HOLDING CORP         COMMON   440694305       9,111         1,011,193   X   1            964,365                 46,828
 HOSPIRA INC                    COMMON   441060100           1                20   X   1                 20
 HOT TOPIC INC                  COMMON   441339108      12,647         1,913,338   X   1          1,823,301                 90,037
 HOVNANIAN ENT CVT              CV PFD   44248W208       2,869         1,787,063   X   1          1,787,063
 HSN INC                        COMMON   404303109       8,215           226,545   X   1            215,789                 10,756
 HUB GROUP INC CL A             COMMON   443320106          67             2,080   X   2              2,080
 HUB GROUP INC CL A             COMMON   443320106      11,062           341,117   X   1            324,219                 16,898
 HUMAN GENOME SCIENCES CVT      CV BND   444903AM0     120,958         6,870,218   X   1          6,702,371    102,058      65,789
 HUMAN GENOME SCIENCES CVT      CV BND   444903AM0       2,455           139,451   X   2            139,451
 HUMAN GENOME SCIENCES CVT      CV BND   444903AN8      15,034         1,264,165   X   2          1,264,165
 HUMAN GENOME SCIENCES CVT      CV BND   444903AN8     298,916        25,134,708   X   1         22,933,582    123,452   2,077,673
 HUMANA                         COMMON   444859102          98             1,120   X   2              1,120
 HUMANA                         COMMON   444859102      16,809           191,856   X   1             89,217                102,639
 HUNT J B TRANSPORT SVCS INC    COMMON   445658107       1,372            30,451   X   2             30,451
 HUNT J B TRANSPORT SVCS INC    COMMON   445658107      10,990           243,853   X   1            163,895                 79,958
 HUNTSMAN CORP                  COMMON   447011107          10             1,000   X   1              1,000
 IAC/ INTERACTIVECORP           COMMON   44919P508       2,102            49,352   X   2             49,352
 IAC/ INTERACTIVECORP           COMMON   44919P508      27,760           651,651   X   1            509,826                141,825
 IBERIABANK CORP                COMMON   450828108      14,606           296,276   X   1            282,278                 13,998
 IBM                            COMMON   459200101       1,973            10,732   X   1              4,994      3,653       2,085
 IHS INC-CLASS A                COMMON   451734107          10               111   X   1                111
 II-VI INC                      COMMON   902104108      11,950           650,895   X   1            619,573                 31,322
 ILLINOIS TOOL WORKS INC        COMMON   452308109         149             3,200   X   1              3,200
 IMPAX LABORATORIES INC         COMMON   45256B101      10,479           519,528   X   1            494,366                 25,162
 IMPERVA INC                    COMMON   45321L100          43             1,229   X   2              1,229
 IMPERVA INC                    COMMON   45321L100       7,014           201,500   X   1            191,519                  9,981
 INFORMATICA CORP               COMMON   45666Q102          13               352   X   1                352
 INGERSOLL-RAND PLC             COMMON   G47791101         316            10,380   X   1             10,380
 INHIBITEX INC                  COMMON   45719T103       8,457           773,064   X   1            738,301                 34,763
 INHIBITEX INC                  COMMON   45719T103          47             4,281   X   2              4,281
 INSULET CORP                   COMMON   45784P101          83             4,393   X   2              4,393
 INSULET CORP                   COMMON   45784P101      13,461           714,882   X   1            679,230                 35,652
 INTEGRATED DEVICE TECH INC     COMMON   458118106         807           147,893   X   2            147,893
 INTEGRATED DEVICE TECH INC     COMMON   458118106       6,858         1,256,059   X   1            856,164                399,895
 INTEL CORP                     COMMON   458140100     775,559        31,981,798   X   1         31,977,198                  4,600
 INTEL CORP CVT                 CV BND   458140AD2      50,126         1,585,515   X   2          1,585,515
 INTEL CORP CVT                 CV BND   458140AD2     342,601        10,836,735   X   1          9,756,121    123,179     957,435
 INTERPUBLIC GROUP COS CVT      CV BND   460690BA7         303            24,738   X   2             24,738
 INTERPUBLIC GROUP COS CVT      CV BND   460690BA7       2,427           197,907   X   1            197,907
 INTERPUBLIC GROUP COS CVT      CV BND   460690BE9       6,036           453,537   X   1            453,537
 INTERPUBLIC GROUP COS INC      COMMON   460690100         328            33,733   X   1             33,733
 INTERVAL LEISURE GROUP         COMMON   46113M108       5,911           434,326   X   1            292,150                142,176
 INTERVAL LEISURE GROUP         COMMON   46113M108         770            56,566   X   2             56,566
 INTERXION HOLDING NV           COMMON   N47279109          68             5,034   X   2              5,034
 INTERXION HOLDING NV           COMMON   N47279109      10,977           816,146   X   1            775,191                 40,955
 INTUITIVE SURGICAL INC         COMMON   46120E602       4,267             9,215   X   1              9,215
 INVESCO LTD                    COMMON   G491BT108          45             2,218   X   1              2,218
 INVITROGEN CORP                CV BND   46185RAK6      27,745           543,885   X   1            530,457     12,448         980
 IPATH DOW JONES-AIG COMMDTY    Exchange 06738C778          84             2,000   X   1              2,000
 IPG PHOTONICS CORP             COMMON   44980X109          37             1,103   X   2              1,103
 IPG PHOTONICS CORP             COMMON   44980X109       6,065           179,074   X   1            170,101                  8,973
 ISHARES IBOXX H/Y CORP BOND    Exchange 464288513         950            10,625   X   1             10,625
 ISHARES MSCI EAFE INDEX FUND   Exchange 464287465       1,191            24,056   X   1             24,056
 ISHARES MSCI EMERGING MKT INDE Exchange 464287234       1,255            33,080   X   1             33,080
 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614       1,612            27,902   X   1                                    27,902
 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598         232             3,647   X   1                                     3,647
 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655       7,559           102,494   X   1            101,212                  1,282
 ISHARES RUSSELL MIDCAP GROWTH  Exchange 464287481          33               600   X   1                600
 ISHARES SILVER TRUST           Exchange 46428Q109          54             2,000   X   1              2,000
 ISTAR FINANCIAL INC CVT        CV BND   45031UBF7      98,339         2,453,436   X   1          2,453,436
 ITC HOLDINGS CORP              COMMON   465685105       8,857           116,723   X   1            111,082                  5,641
 ITT CORP                       COMMON   450911201      12,301           636,392   X   1            420,443                215,949
 ITT CORP                       COMMON   450911201       1,570            81,216   X   2             81,216
 J & J SNACK FOODS CORP         COMMON   466032109      15,680           294,288   X   1            280,671                 13,617
 JARDEN CORP                    COMMON   471109108       9,250           309,566   X   1            295,480                 14,086
 JDS UNIPHASE CORP              COMMON   46612J507         168            16,100   X   1             16,100
 JDS UNIPHASE CORP              COMMON   46612J507         157            15,000   X   2             15,000
 JEFFERIES GROUP INC CVT        CV BND   472319AG7       1,650            52,450   X   1             31,601                 20,849
 JIVE SOFTWARE INC              COMMON   47760A108          20             1,271   X   1              1,271
 JM SMUCKER CO                  COMMON   832696405       2,659            34,019   X   2             34,019
 JM SMUCKER CO                  COMMON   832696405      24,314           311,035   X   1            221,659                 89,376
 JOHN BEAN TECHNOLOGIES CORP    COMMON   477839104         999            65,021   X   2             65,021
 JOHN BEAN TECHNOLOGIES CORP    COMMON   477839104      13,040           848,424   X   1            658,690                189,734
 JOHNSON CONTROLS               COMMON   478366107      39,217         1,254,541   X   1          1,095,827                158,714
 JOHNSON CONTROLS               COMMON   478366107         872            27,905   X   2             27,905
 JONES LANG LASALLE INC         COMMON   48020Q107       9,041           147,585   X   1            138,737      2,863       5,985
 JOY GLOBAL INC                 COMMON   481165108       3,510            46,821   X   1             46,821
 JP MORGAN CHASE & CO           COMMON   46625H100       2,384            71,707   X   2             71,707
 JP MORGAN CHASE & CO           COMMON   46625H100     118,326         3,558,668   X   1          2,834,209                724,459
 KADANT INC                     COMMON   48282T104       7,245           320,425   X   1            212,632                107,793
 KADANT INC                     COMMON   48282T104         926            40,975   X   2             40,975
 KANSAS CITY SOUTHERN           COMMON   485170302       5,520            81,161   X   1             81,161
 KAR AUCTION SERVICES INC       COMMON   48238T109       8,471           627,506   X   1            597,612                 29,894
 KAYNE ANDERSON ENERGY DEV      Closed E 48660Q102          35             1,650   X   1              1,650
 KB HOME CORP                   COMMON   48666K109       8,388         1,248,275   X   1          1,210,500                 37,775
 KB HOME CORP                   COMMON   48666K109       6,045           899,590   X   2            899,590
 KELLOGG CO                     COMMON   487836108       1,455            28,774   X   2             28,774
 KELLOGG CO                     COMMON   487836108      74,659         1,476,353   X   1          1,133,641                342,712
 KEYCORP (NEW)                  COMMON   493267108      17,472         2,271,977   X   1          1,525,432                746,545
 KEYCORP (NEW)                  COMMON   493267108       2,202           286,328   X   2            286,328
 KIMBERLY CLARK                 COMMON   494368103         154             2,100   X   2              2,100
 KIMBERLY CLARK                 COMMON   494368103         162             2,200   X   1              2,200
 KIMCO REALTY CORP              COMMON   49446R109         262            16,141   X   1             16,141
 KIRBY CORP                     COMMON   497266106      35,866           544,739   X   1            426,116                118,623
 KIRBY CORP                     COMMON   497266106       2,692            40,889   X   2             40,889
 KLA-TENCOR CORPORATION         COMMON   482480100          11               220   X   1                220
 KOPPERS HOLDINGS INC           COMMON   50060P106      10,894           317,059   X   1            301,828                 15,231
 KROGER                         COMMON   501044101         108             4,454   X   2              4,454
 KROGER                         COMMON   501044101      14,700           606,947   X   1            196,581                410,366
 KULICKE & SOFFA CVT            CV BND   501242AT8      34,104         2,384,673   X   1          2,286,449     80,460      17,764
 KULICKE & SOFFA CVT            CV BND   501242AT8       1,098            76,768   X   2             76,768
 KULICKE & SOFFA INDUSTRIES     COMMON   501242101      10,476         1,132,499   X   1            748,252                384,247
 KULICKE & SOFFA INDUSTRIES     COMMON   501242101       1,337           144,543   X   2            144,543
 LA-Z-BOY INC                   COMMON   505336107       8,563           719,552   X   1            685,486                 34,066
 LATTICE SEMICONDUCTOR CORP     COMMON   518415104      10,379         1,747,260   X   1          1,663,741                 83,519
 LEAR CORP                      COMMON   521865204      19,987           502,184   X   1            335,739                166,445
 LEAR CORP                      COMMON   521865204       2,528            63,510   X   2             63,510
 LEGG MASON INC                 COMMON   524901105      74,657         3,104,232   X   1          2,213,449                890,783
 LEGG MASON INC                 COMMON   524901105       1,032            42,918   X   2             42,918
 LEGGETT & PLATT INC            COMMON   524660107       4,795           208,105   X   1            198,313                  9,792
 LENNAR CORP                    COMMON   526057104      10,797           549,450   X   1            549,450
 LEVEL 3 COMMUNICATIONS CVT     CV BND   52729NBR0         645            28,610   X   2             28,610
 LEVEL 3 COMMUNICATIONS CVT     CV BND   52729NBR0      19,649           872,065   X   1            778,407     89,879       3,779
 LEVEL 3 COMMUNICATIONS CVT SER CV BND   52729NBP4       1,680            57,407   X   2             57,407
 LEVEL 3 COMMUNICATIONS CVT SER CV BND   52729NBP4      95,473         3,262,775   X   1          3,214,997     29,815      17,963
 LIBERTY INTERACTIVE CORP       COMMON   53071M104       4,001           246,744   X   2            246,744
 LIBERTY INTERACTIVE CORP       COMMON   53071M104      79,153         4,881,441   X   1          3,986,262                895,179
 LIBERTY MEDIA                  CORPORAT 530715AN1      14,203           923,518   X   1            888,480      9,393      25,645
 LIBERTY MEDIA                  CORPORAT 530715AN1         307            19,979   X   2             19,979
 LIBERTY MEDIA CORP - LIBER-A   COMMON   530322106      32,337           414,312   X   1            321,002                 93,310
 LIBERTY MEDIA CORP - LIBER-A   COMMON   530322106       2,474            31,693   X   2             31,693
 LIFE TIME FITNESS INC          COMMON   53217R207         100             2,129   X   2              2,129
 LIFE TIME FITNESS INC          COMMON   53217R207      16,249           347,564   X   1            330,277                 17,287
 LIFEPOINT HOSPITALS INC CVT    CV BND   53219LAG4       2,266            36,426   X   1             24,502      2,123       9,801
 LIFEPOINT HOSPITALS INC CVT    CV BND   53219LAH2      16,892           318,993   X   1            251,796     10,717      56,480
 LINEAR TECHNOLOGY CORP         COMMON   535678106       1,205            40,131   X   1                                    40,131
 LINKEDIN CORP - A              COMMON   53578A108       9,511           150,939   X   1             54,398                 96,541
 LINKEDIN CORP - A              COMMON   53578A108          66             1,046   X   2              1,046
 LIQUIDITY SERVICES INC         COMMON   53635B107      12,971           351,525   X   1            334,048                 17,477
 LIQUIDITY SERVICES INC         COMMON   53635B107          79             2,151   X   2              2,151
 LITTELFUSE INC                 COMMON   537008104      13,105           304,915   X   1            290,008                 14,907
 LKQ CORP                       COMMON   501889208          10               326   X   1                326
 LOWES COS                      COMMON   548661107      22,864           900,862   X   1            375,962                524,900
 LUCENT TECHNOLOGIES SERIES B C CV BND   549463AH0         565            41,954   X   2             41,954
 LUCENT TECHNOLOGIES SERIES B C CV BND   549463AH0      37,224         2,763,515   X   1          2,171,984     13,029     578,501
 LUFKIN INDS INC                COMMON   549764108          85             1,256   X   2              1,256
 LUFKIN INDS INC                COMMON   549764108      28,465           422,899   X   1            402,323                 20,576
 LULULEMON ATHLETICA INC        COMMON   550021109          36               782   X   1                782
 LUMBER LIQUIDATIORS HOLDINS IN COMMON   55003T107      10,699           605,830   X   1            575,671                 30,159
 LUMBER LIQUIDATIORS HOLDINS IN COMMON   55003T107          66             3,714   X   2              3,714
 LUMINEX CORP                   COMMON   55027E102          57             2,685   X   2              2,685
 LUMINEX CORP                   COMMON   55027E102       9,320           438,988   X   1            417,175                 21,813
 LYONDELLBASELL INDU-CL A       COMMON   N53745100         203             6,249   X   1              6,249
 M & T BANK CORP                COMMON   55261F104          52               682   X   1                682
 MACYS INC.                     COMMON   55616P104         167             5,197   X   2              5,197
 MACYS INC.                     COMMON   55616P104      22,816           709,025   X   1            229,828                479,197
 MADISON SQUARE GARDEN CO-A     COMMON   55826P100         247             8,614   X   1              8,614
 MARATHON OIL CORP              COMMON   565849106         103             3,511   X   1              3,511
 MARKET VECTORS AGRIBUSINESS    Exchange 57060U605         622            13,200   X   1             13,200
 MARKET VECTORS AGRIBUSINESS    Exchange 57060U605         580            12,300   X   2             12,300
 MARKET VECTORS OIL SERVICE ETF Exchange 57060U191         299             2,600   X   2              2,600
 MARKET VECTORS OIL SERVICE ETF Exchange 57060U191         322             2,800   X   1              2,800
 MARKETAXESS HOLDINGS INC       COMMON   57060D108      15,541           516,151   X   1            491,008                 25,143
 MARRIOTT VACATIONS WORLD       COMMON   57164Y107      10,182           593,344   X   1            564,670                 28,674
 MASSEY ENERGY CO CVT           CV BND   576203AJ2      12,702           161,458   X   1            161,458
 MASTEC INC                     COMMON   576323109       9,624           554,076   X   1            526,629                 27,447
 MASTEC INC                     COMMON   576323109          59             3,378   X   2              3,378
 MASTERCARD INC-CLASS A         COMMON   57636Q104         852             2,286   X   1              1,212      1,074
 MATTEL INC                     COMMON   577081102         367            13,226   X   1             13,226
 MAXIM INTEGRATED PRODUCTS      COMMON   57772K101       3,265           125,390   X   1            125,390
 MAXWELL TECHNOLOGIES INC       COMMON   577767106          58             3,566   X   2              3,566
 MAXWELL TECHNOLOGIES INC       COMMON   577767106       9,486           584,136   X   1            555,128                 29,008
 MCCORMICK & CO NON VTG         COMMON   579780206       6,435           127,637   X   1              6,575                121,062
 MCDONALDS                      COMMON   580135101          72               713   X   1                713
 MCGRATH RENTCORP               COMMON   580589109      17,625           607,958   X   1            578,899                 29,059
 MCKESSON CORP                  COMMON   58155Q103      17,423           223,626   X   1             73,325      4,766     145,535
 MCKESSON CORP                  COMMON   58155Q103         123             1,575   X   2              1,575
 MDC PARTNERS INC               COMMON   552697104       8,262           611,124   X   1            580,875                 30,249
 MDC PARTNERS INC               COMMON   552697104          50             3,726   X   2              3,726
 MDU RESOURCES GROUP INC        COMMON   552690109         828            38,574   X   2             38,574
 MDU RESOURCES GROUP INC        COMMON   552690109       6,833           318,423   X   1            216,426                101,997
 MEADWESTVACO CORP              COMMON   583334107       2,304            76,943   X   1                                    76,943
 MEASUREMENT SPECIALTIES INC    COMMON   583421102          56             2,017   X   2              2,017
 MEASUREMENT SPECIALTIES INC    COMMON   583421102       9,063           324,155   X   1            307,762                 16,393
 MEDCO HEALTH SOLUTIONS INC     COMMON   58405U102           3                50   X   1                 50
 MEDNAX INC                     COMMON   58502B106       1,998            27,743   X   2             27,743
 MEDNAX INC                     COMMON   58502B106      30,245           420,006   X   1            336,868                 83,138
 MEDTRONIC INC                  COMMON   585055106       1,464            38,279   X   2             38,279
 MEDTRONIC INC                  COMMON   585055106      93,516         2,444,864   X   1          1,861,889                582,975
 MELLANOX TECHNOLOGIES LTD      COMMON   M51363113         419            12,892   X   1             12,892
 MERCADOLIBRE INC               COMMON   58733R102       1,868            23,481   X   1             23,481
 MERCK & CO                     COMMON   58933Y105     146,310         3,880,889   X   1          2,986,080                894,809
 MERCK & CO                     COMMON   58933Y105       2,423            64,280   X   2             64,280
 METHODE ELECTRONICS INC        COMMON   591520200       6,209           748,938   X   1            712,796                 36,142
 METLIFE INC                    COMMON   59156R108      78,719         2,524,651   X   1          1,944,806                579,845
 METLIFE INC                    COMMON   59156R108       1,424            45,665   X   2             45,665
 METTLER-TOLEDO INTERNATIONAL   COMMON   592688105      23,138           156,643   X   1            110,759                 45,884
 METTLER-TOLEDO INTERNATIONAL   COMMON   592688105       2,590            17,535   X   2             17,535
 MICROCHIP TECHNOLOGY INC       COMMON   595017104      22,415           611,940   X   1            404,652                207,288
 MICROCHIP TECHNOLOGY INC       COMMON   595017104       2,898            79,112   X   2             79,112
 MICRON TECHNOLOGY INC CVT      CV BND   595112AH6      73,774         5,428,195   X   1          4,396,663    333,773     697,760
 MICROS SYSTEMS INC             COMMON   594901100      16,700           358,517   X   1            240,489                118,028
 MICROS SYSTEMS INC             COMMON   594901100       2,097            45,014   X   2             45,014
 MICROSOFT CORP                 COMMON   594918104       1,441            55,493   X   2             55,493
 MICROSOFT CORP                 COMMON   594918104     382,776        14,744,819   X   1         12,589,958     12,008   2,142,853
 MID-AMARICA APARTMENT COMMUNIT COMMON   59522J103      15,461           247,179   X   1            235,852                 11,327
 MIDDLEBY CORP                  COMMON   596278101      19,733           209,840   X   1            167,778                 42,062
 MIDDLEBY CORP                  COMMON   596278101       1,338            14,223   X   2             14,223
 MIDDLESEX WATER CO             COMMON   596680108       7,700           412,645   X   1            394,042                 18,603
 MINE SAFETY APPLIANCES CO      COMMON   602720104          60             1,800   X   1              1,800
 MINERALS TECHNOLOGIES INC      COMMON   603158106       9,987           176,674   X   1            168,173                  8,501
 MOBILE MINI INC                COMMON   60740F105      10,013           573,801   X   1            544,924                 28,877
 MOBILE MINI INC                COMMON   60740F105          62             3,553   X   2              3,553
 MONOTYPE IMAGING HOLDINGS IN   COMMON   61022P100       9,162           587,694   X   1            559,354                 28,340
 MONRO MUFFLER BRAKE INC        COMMON   610236101           9               243   X   1                243
 MORGAN STANLEY EMERGING MKT    Closed E 61744H105       4,594           441,327   X   1            441,327
 MOTOROLA SOLUTIONS INC         COMMON   620076307      63,143         1,364,084   X   1          1,197,174                166,910
 MOTOROLA SOLUTIONS INC         COMMON   620076307       1,314            28,388   X   2             28,388
 MOVADO CORP INC                COMMON   624580106      11,636           640,384   X   1            609,337                 31,047
 MSCI INC-A                     COMMON   55354G100       7,693           233,608   X   1                                   233,608
 MYLAN LABS                     COMMON   628530107       1,082            50,425   X   2             50,425
 MYLAN LABS                     COMMON   628530107      27,823         1,296,518   X   1            524,751     14,982     756,785
 MYR GROUP INC/DELAWARE         COMMON   55405W104       5,831           304,659   X   1            289,907                 14,752
 NASDAQ OMX GROUP/THE           COMMON   631103108      28,084         1,145,834   X   1            762,453                383,381
 NASDAQ OMX GROUP/THE           COMMON   631103108       3,572           145,717   X   2            145,717
 NATIONAL OILWELL VARCO INC     COMMON   637071101      26,079           383,577   X   1            266,461      4,907     112,209
 NATIONAL OILWELL VARCO INC     COMMON   637071101         227             3,345   X   2              3,345
 NATIONAL RETAIL PROPERTIES INC COMMON   637417106      13,834           524,427   X   1            499,728                 24,699
 NAVISTAR INTL CORP CVT         CV BND   63934EAL2       3,949            72,901   X   2             72,901
 NAVISTAR INTL CORP CVT         CV BND   63934EAL2      34,275           632,733   X   1            586,088     15,018      31,627
 NCI BUILDING SYSTEMS INC       COMMON   628852204          53             4,921   X   2              4,921
 NCI BUILDING SYSTEMS INC       COMMON   628852204       8,698           800,170   X   1            760,137                 40,033
 NETGEAR INC                    COMMON   64111Q104      30,447           906,960   X   1            708,158                198,802
 NETGEAR INC                    COMMON   64111Q104       2,318            69,044   X   2             69,044
 NEWPARK RESOURCES INC          COMMON   651718504      12,983         1,366,593   X   1          1,298,619                 67,974
 NEWPARK RESOURCES INC          COMMON   651718504          79             8,363   X   2              8,363
 NOBLE CORP                     COMMON   H5833N103       2,462            81,470   X   1             81,470
 NOBLE ENERGY INC               COMMON   655044105      41,935           444,270   X   1            283,383                160,887
 NOBLE ENERGY INC               COMMON   655044105         655             6,936   X   2              6,936
 NORDSTROM INC                  COMMON   655664100       1,192            23,989   X   1             12,941     11,048
 NORFOLK SOUTHN CORP            COMMON   655844108      66,121           907,509   X   1            782,788                124,721
 NORFOLK SOUTHN CORP            COMMON   655844108       1,418            19,458   X   2             19,458
 NORTHEAST UTILITIES            COMMON   664397106         318             8,809   X   1              8,809
 NORTHROP GRUMMAN CORP          COMMON   666807102      72,457         1,239,007   X   1          1,080,738                158,269
 NORTHROP GRUMMAN CORP          COMMON   666807102       1,612            27,565   X   2             27,565
 NORTHWESTERN CORP              COMMON   668074305       6,264           175,029   X   1            166,622                  8,407
 NOVARTIS AG SPON ADR           ADR      66987V109      53,048           927,896   X   1            363,255                564,641
 NTELOS HOLDINGS CORP           COMMON   67020Q305       7,276           357,018   X   1            236,979                120,039
 NTELOS HOLDINGS CORP           COMMON   67020Q305         936            45,911   X   2             45,911
 NUANCE COMMUNICATIONS CVT      CV BND   67020YAB6       3,606           128,434   X   1            128,434
 NUANCE COMMUNICATIONS INC      COMMON   67020Y100       2,871           114,091   X   1            114,091
 NUCOR CORP                     COMMON   670346105          10               250   X   1                250
 NV ENERGY INC                  COMMON   67073Y106         146             8,925   X   1              8,925
 NXSTAGE MEDICAL INC            COMMON   67072V103      10,315           580,168   X   1            551,278                 28,890
 NXSTAGE MEDICAL INC            COMMON   67072V103          63             3,560   X   2              3,560
 O'REILLY AUTOMOTIVE INC COMMON COMMON   67103H107       3,640            45,531   X   1             45,531
 OASIS PETROLEUM INC            COMMON   674215108      10,114           347,676   X   1            330,353                 17,323
 OASIS PETROLEUM INC            COMMON   674215108          62             2,135   X   2              2,135
 OBAGI MEDICAL PRODUCTS INC     COMMON   67423R108       5,310           522,601   X   1            497,981                 24,620
 OCCIDENTAL PETE                COMMON   674599105       4,508            48,116   X   1             14,909                 33,207
 OCEANEERING INTL INC           COMMON   675232102      62,386         1,352,401   X   1          1,155,011                197,390
 OCEANEERING INTL INC           COMMON   675232102       2,914            63,175   X   2             63,175
 OLD DOMINION FREIGHT LINE      COMMON   679580100      15,809           390,050   X   1            371,937                 18,113
 OLD REPUBLIC INTL CORP CVT     CV BND   680223AH7     325,326        23,819,892   X   1         23,538,402      5,469     276,022
 OLD REPUBLIC INTL CORP CVT     CV BND   680223AH7      15,295         1,119,850   X   2          1,119,850
 OLIN                           COMMON   680665205      10,028           510,314   X   1            485,615                 24,699
 OMEGA HEALTHCARE INVESTORS     COMMON   681936100      14,977           773,984   X   1            736,172                 37,812
 OMNICARE INC CVT               CV BND   681904AL2      12,235           167,252   X   2            167,252
 OMNICARE INC CVT               CV BND   681904AL2     101,772         1,391,230   X   1          1,062,998     54,747     273,485
 OMNICARE INC CVT               CV BND   681904AN8       9,153           239,963   X   2            239,963
 OMNICARE INC CVT               CV BND   681904AN8     119,881         3,142,845   X   1          2,926,751     33,708     182,387
 OMNICOM GROUP                  COMMON   681919106      82,889         1,859,321   X   1          1,321,823                537,498
 OMNICOM GROUP                  COMMON   681919106       1,184            26,556   X   2             26,556
 ONEOK INC                      COMMON   682680103         477             5,508   X   1              5,508
 ONYX PHARMACEUTICALS           COMMON   683399109           9               212   X   1                212
 OPENTABLE INC                  COMMON   68372A104         395            10,085   X   1             10,085
 ORACLE CORP                    COMMON   68389X105       1,708            66,570   X   2             66,570
 ORACLE CORP                    COMMON   68389X105     184,507         7,193,243   X   1          4,418,674     19,977   2,754,592
 OWENS-ILLINOIS INC             COMMON   690768403         503            25,966   X   2             25,966
 OWENS-ILLINOIS INC             COMMON   690768403      30,399         1,568,562   X   1          1,474,009     31,083      63,470
 OXFORD INDUSTRIES INC          COMMON   691497309       6,263           138,817   X   1            131,870                  6,947
 OXFORD INDUSTRIES INC          COMMON   691497309          39               855   X   2                855
 PANERA BREAD CO CL A           COMMON   69840W108      15,926           112,588   X   1            107,984                  4,604
 PANERA BREAD CO CL A           COMMON   69840W108          80               567   X   2                567
 PEABODY ENERGY CORP CVT        CV BND   704549AG9      43,192           726,187   X   1            581,619     22,037     122,532
 PEABODY ENERGY CORP CVT        CV BND   704549AG9      12,084           203,168   X   2            203,168
 PENSKE AUTO GROUP INC          COMMON   70959W103         233            12,125   X   1             12,125
 PEPSICO INC                    COMMON   713448108     102,351         1,542,592   X   1          1,370,118                172,474
 PEPSICO INC                    COMMON   713448108       2,048            30,860   X   2             30,860
 PERFICIENT INC                 COMMON   71375U101       6,186           617,938   X   1            587,750                 30,188
 PERRIGO CO                     COMMON   714290103      18,793           193,141   X   1             89,605      5,391      98,145
 PERRIGO CO                     COMMON   714290103          99             1,019   X   2              1,019
 PETROLEUM DEVELOPMENT CORP     COMMON   716578109          64             1,813   X   2              1,813
 PETROLEUM DEVELOPMENT CORP     COMMON   716578109      10,333           294,297   X   1            279,573                 14,724
 PETSMART INC                   COMMON   716768106       4,051            78,982   X   1             78,982
 PFIZER INC                     COMMON   717081103     147,204         6,802,397   X   1          4,545,727              2,256,670
 PFIZER INC                     COMMON   717081103       2,524           116,636   X   2            116,636
 PHH CORP                       COMMON   693320202         401            37,472   X   2             37,472
 PHH CORP                       COMMON   693320202       5,315           496,686   X   1            385,190                111,496
 PHILIP MORRIS INTERNATIONAL IN COMMON   718172109       1,077            13,725   X   1             13,725
 PHILIP MORRIS INTERNATIONAL IN COMMON   718172109         510             6,500   X   2              6,500
 PINNACLE FINANCIAL PARTNERS    COMMON   72346Q104       7,266           449,930   X   1            428,109                 21,821
 PIONEER NATURAL RESOURCE CVT   CV BND   723787AH0         660             5,925   X   1                                     5,925
 PITNEY BOWES                   COMMON   724479100         161             8,700   X   1              8,700
 PITNEY BOWES                   COMMON   724479100         150             8,100   X   2              8,100
 PLAINS EXPLORATION & PRODUCT   COMMON   726505100         449            12,223   X   1             12,223
 PNC FINANCIAL SERVICES         COMMON   693475105     113,226         1,963,345   X   1          1,524,062                439,283
 PNC FINANCIAL SERVICES         COMMON   693475105       1,881            32,616   X   2             32,616
 POLYPORE INTERNATIONAL INC     COMMON   73179V103       7,403           168,281   X   1            159,915                  8,366
 POLYPORE INTERNATIONAL INC     COMMON   73179V103          45             1,029   X   2              1,029
 POPULAR INC                    COMMON   733174106       6,548         4,710,987   X   1          4,485,726                225,261
 POTASH CORP OF SASKATCHEWAN    COMMON   73755L107         153             3,700   X   1              3,700
 POTASH CORP OF SASKATCHEWAN    COMMON   73755L107         144             3,500   X   2              3,500
 POTLATCH CORP                  COMMON   737630103      24,553           789,223   X   1            616,703                172,520
 POTLATCH CORP                  COMMON   737630103       1,856            59,671   X   2             59,671
 POWER INTEGRATIONS INC         COMMON   739276103       7,875           237,492   X   1            225,666                 11,826
 POWER INTEGRATIONS INC         COMMON   739276103          48             1,453   X   2              1,453
 POWERSHARES DB COMMODITY INDEX Exchange 73935S105         183             6,820   X   1              6,820
 PPG INDS                       COMMON   693506107     273,579         3,276,791   X   1          3,230,281                 46,510
 PPL CORPORATION                COMMON   69351T106      59,802         2,032,683   X   1          1,773,116                259,567
 PPL CORPORATION                COMMON   69351T106       1,315            44,713   X   2             44,713
 PRAXAIR INC                    COMMON   74005P104      15,843           148,208   X   1            139,505      4,157       4,546
 PRECISION CASTPARTS            COMMON   740189105         277             1,681   X   2              1,681
 PRECISION CASTPARTS            COMMON   740189105      30,565           185,478   X   1            105,849      4,139      75,490
 PRESTIGE BRANDS HOLDINGS INC   COMMON   74112D101       1,510           134,009   X   2            134,009
 PRESTIGE BRANDS HOLDINGS INC   COMMON   74112D101      11,740         1,041,660   X   1            689,122                352,538
 PRICE (T ROWE) ASSOCIATES      COMMON   74144T108       1,102            19,359   X   1             11,324      8,035
 PRICELINE.COM INC              COMMON   741503403      33,172            70,925   X   1             43,750      1,345      25,830
 PRICELINE.COM INC              COMMON   741503403         126               270   X   2                270
 PRIMORIS SERVICES CORP         COMMON   74164F103       1,893           126,809   X   1             97,317                 29,492
 PROASSURANCE CORP              COMMON   74267C106      15,864           198,746   X   1            189,348                  9,398
 PROCTER & GAMBLE               COMMON   742718109         163             2,450   X   2              2,450
 PROCTER & GAMBLE               COMMON   742718109      42,819           641,871   X   1            266,504      3,360     372,007
 PROGRESS ENERGY INC            COMMON   743263105         448             8,000   X   1              8,000
 PROGRESS SOFTWARE CORP         COMMON   743312100      11,066           571,871   X   1            544,627                 27,244
 PROLOGIS INC CVT               CV BND   74340XAT8      95,855         2,400,378   X   1          2,303,278      1,033      96,067
 PROLOGIS INC CVT               CV BND   74340XAT8       1,898            47,517   X   2             47,517
 PROSPERITY BANCSHARES INC      COMMON   743606105       1,832            45,415   X   2             45,415
 PROSPERITY BANCSHARES INC      COMMON   743606105      27,609           684,230   X   1            549,338                134,892
 PRUDENTIAL FINANCIAL INC       COMMON   744320102      12,854           256,462   X   1             80,253                176,209
 PRUDENTIAL FINANCIAL INC       COMMON   744320102          95             1,890   X   2              1,890
 PSS WORLD MEDICAL INC          COMMON   69366A100          69             2,871   X   2              2,871
 PSS WORLD MEDICAL INC          COMMON   69366A100      11,395           471,074   X   1            447,749                 23,325
 PULTE GROUP INC                COMMON   745867101       2,461           390,000   X   1            390,000
 PVH CORPORATION                COMMON   693656100          79             1,119   X   2              1,119
 PVH CORPORATION                COMMON   693656100      12,930           183,435   X   1            174,337                  9,098
 QEP RESOURCES INC              COMMON   74733V100      16,647           568,165   X   1            376,743                191,422
 QEP RESOURCES INC              COMMON   74733V100       2,145            73,221   X   2             73,221
 QLIK TECHNOLOGIES INC          COMMON   74733T105      11,292           466,621   X   1            446,032                 20,589
 QLIK TECHNOLOGIES INC          COMMON   74733T105          61             2,537   X   2              2,537
 QLOGIC CORP                    COMMON   747277101      17,387         1,159,102   X   1            901,154                257,948
 QLOGIC CORP                    COMMON   747277101       1,337            89,156   X   2             89,156
 QUAKER CHEMICAL CORP           COMMON   747316107       3,773            97,024   X   1             64,218                 32,806
 QUAKER CHEMICAL CORP           COMMON   747316107         482            12,393   X   2             12,393
 QUALCOMM INC                   COMMON   747525103     115,177         2,105,620   X   1            934,871     10,489   1,160,260
 QUALCOMM INC                   COMMON   747525103         204             3,726   X   2              3,726
 QUESTAR CORP                   COMMON   748356102       1,774            89,348   X   2             89,348
 QUESTAR CORP                   COMMON   748356102      13,912           700,519   X   1            463,859                236,660
 QUESTCOR PHARMACEUTICALS       COMMON   74835Y101       8,490           204,173   X   1            194,011                 10,162
 QUESTCOR PHARMACEUTICALS       COMMON   74835Y101          52             1,251   X   2              1,251
 RACKSPACE HOSTING INC          COMMON   750086100       5,155           119,849   X   1            119,849
 RADIOSHACK CORP                COMMON   750438103       3,873           398,885   X   1            379,380                 19,505
 RANGE RESOURCES CORP           COMMON   75281A109         321             5,178   X   1              5,178
 RAVEN INDUSTRIES INC           COMMON   754212108      13,583           219,433   X   1            208,786                 10,647
 RAYMOND JAMES FINANCIAL INC    COMMON   754730109       2,425            78,322   X   2             78,322
 RAYMOND JAMES FINANCIAL INC    COMMON   754730109      17,150           553,940   X   1            400,067                153,873
 RBC BEARINGS INC               COMMON   75524B104          92             2,199   X   2              2,199
 RBC BEARINGS INC               COMMON   75524B104      25,524           612,080   X   1            582,139                 29,941
 REALPAGE INC                   COMMON   75606N109          67             2,632   X   2              2,632
 REALPAGE INC                   COMMON   75606N109      10,874           430,308   X   1            408,926                 21,382
 RED HAT INC                    COMMON   756577102       8,554           207,172   X   1             78,853                128,319
 RED HAT INC                    COMMON   756577102          57             1,389   X   2              1,389
 REGENERON PHARMACEUTICALS      COMMON   75886F107       1,067            19,255   X   1             19,255
 REINSURANCE GRP OF AMERI-A     COMMON   759351604      14,838           283,989   X   1            271,015                 12,974
 RELIANCE STEEL & ALUMINUM CO   COMMON   759509102       3,234            66,411   X   2             66,411
 RELIANCE STEEL & ALUMINUM CO   COMMON   759509102      38,981           800,597   X   1            610,639                189,958
 RENAISSANCERE HOLDINGS LTD     COMMON   G7496G103          13               178   X   1                178
 RENT-A-CENTER INC              COMMON   76009N100      11,781           318,416   X   1            303,137                 15,279
 ROBBINS & MYERS INC            COMMON   770196103          95             1,961   X   2              1,961
 ROBBINS & MYERS INC            COMMON   770196103      15,446           318,150   X   1            302,198                 15,952
 ROBERT HALF INTL INC           COMMON   770323103      10,511           369,316   X   1            243,794                125,522
 ROBERT HALF INTL INC           COMMON   770323103       1,338            47,003   X   2             47,003
 ROCK-TENN CO CL A              COMMON   772739207         830            14,380   X   1             11,478      2,902
 ROCKWELL AUTOMATION INC        COMMON   773903109      17,796           242,546   X   1            118,442                124,104
 ROCKWELL AUTOMATION INC        COMMON   773903109          99             1,347   X   2              1,347
 ROFIN SINAR TECHNOLOGIES INC   COMMON   775043102      10,197           446,274   X   1            424,464                 21,810
 ROGERS CORP                    COMMON   775133101       8,186           222,089   X   1            211,741                 10,348
 ROLLINS INC                    COMMON   775711104         846            38,086   X   2             38,086
 ROLLINS INC                    COMMON   775711104      24,794         1,115,863   X   1            976,564                139,299
 ROPER INDUSTRIES INC           COMMON   776696106      10,301           118,574   X   1             39,302      4,704      74,568
 ROPER INDUSTRIES INC           COMMON   776696106          70               808   X   2                808
 ROSETTA RESOURCES INC          COMMON   777779307      14,079           323,662   X   1            310,590                 13,072
 ROSETTA RESOURCES INC          COMMON   777779307          70             1,607   X   2              1,607
 ROSS STORES INC                COMMON   778296103      24,970           525,362   X   1            204,077                321,285
 ROSS STORES INC                COMMON   778296103         164             3,454   X   2              3,454
 ROYAL DUTCH SHELL PLC-ADR A    ADR      780259206     251,590         3,442,198   X   1          3,436,052                  6,146
 ROYAL DUTCH SHELL PLC-ADR A    ADR      780259206         833            11,400   X   2             11,400
 RUSH ENTERPRISES INC CL A      COMMON   781846209      11,284           539,402   X   1            514,512                 24,890
 S^P 500 ETF TRUST              Exchange 78462F103         952             7,584   X   1                230                  7,354
 SABRA HEALTH CARE REIT INC     COMMON   78573L106      14,634         1,210,455   X   1            801,356                409,099
 SABRA HEALTH CARE REIT INC     COMMON   78573L106       1,887           156,094   X   2            156,094
 SALESFORCE.COM INC             COMMON   79466L302         701             6,907   X   1              3,789      3,118
 SALIX PHARMACEUTICALS LTD      COMMON   795435106           7               139   X   1                139
 SALLY BEAUTY HLDGS INC         COMMON   79546E104      52,104         2,465,856   X   1          1,919,482                546,374
 SALLY BEAUTY HLDGS INC         COMMON   79546E104       3,990           188,827   X   2            188,827
 SANDISK CORP                   COMMON   80004C101         598            12,159   X   1             12,159
 SANDISK CORP CVT               CV BND   80004CAD3      10,786           174,893   X   1            102,721     20,811      51,360
 SANDISK CORP CVT               CV BND   80004CAD3       1,613            26,158   X   2             26,158
 SANOFI                         ADR      80105N105      77,040         2,108,361   X   1          1,922,134                186,227
 SANOFI                         ADR      80105N105       1,721            47,090   X   2             47,090
 SARA LEE                       COMMON   803111103       1,521            80,366   X   2             80,366
 SARA LEE                       COMMON   803111103      86,064         4,548,846   X   1          3,415,143              1,133,703
 SCANSOURCE INC                 COMMON   806037107      18,363           510,077   X   1            486,669                 23,408
 SCHLUMBERGER LTD               COMMON   806857108     133,024         1,947,360   X   1          1,392,499      4,509     550,352
 SCHLUMBERGER LTD               COMMON   806857108       1,623            23,754   X   2             23,754
 SEI INVESTMENTS CO             COMMON   784117103      63,260         3,646,106   X   1          1,431,499              2,214,607
 SEMGROUP CORP-CLASS A          COMMON   81663A105         946            36,314   X   1             34,377                  1,937
 SEMTECH CORP                   COMMON   816850101      12,641           509,303   X   1            484,535                 24,768
 SERVICESOURCE INTERNATIONAL    COMMON   81763U100       8,204           522,894   X   1            496,911                 25,983
 SERVICESOURCE INTERNATIONAL    COMMON   81763U100          50             3,199   X   2              3,199
 SIGNATURE BANK                 COMMON   82669G104          83             1,379   X   2              1,379
 SIGNATURE BANK                 COMMON   82669G104      29,684           494,814   X   1            470,535                 24,279
 SILICON LABS INC               COMMON   826919102          72             1,649   X   2              1,649
 SILICON LABS INC               COMMON   826919102      11,751           270,644   X   1            257,259                 13,385
 SIMON PROPERTY GROUP INC       COMMON   828806109      22,211           172,255   X   1            172,255
 SIX FLAGS ENTERTAINMENT CORP   COMMON   83001A102      20,816           504,762   X   1            393,417                111,345
 SIX FLAGS ENTERTAINMENT CORP   COMMON   83001A102       1,652            40,048   X   2             40,048
 SM ENERGY CO                   COMMON   78454L100       1,333            18,238   X   2             18,238
 SM ENERGY CO                   COMMON   78454L100      76,070         1,040,629   X   1            808,612                232,017
 SOURCEFIRE INC                 COMMON   83616T108      17,856           551,439   X   1            526,638                 24,801
 SOURCEFIRE INC                 COMMON   83616T108          99             3,051   X   2              3,051
 SOVRAN SELF STORAGE INC        COMMON   84610H108      13,944           326,777   X   1            310,824                 15,953
 SPARTAN STORES INC             COMMON   846822104      13,470           728,100   X   1            693,584                 34,516
 SPDR BARCLAYS CAPITAL HIGH     Exchange 78464A417       3,090            80,366   X   1             80,366
 SPDR GOLD TRUST                Exchange 78463V107         251             1,650   X   1              1,650
 SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458         159             6,700   X   1              6,700
 SPECTRA ENERGY CORP W/I        COMMON   847560109       4,343           141,249   X   1            141,249
 SPX CORP                       COMMON   784635104         272             4,513   X   1              4,513
 S^P 500 ETF TRUST	        Exchange 78462F103      81,575    PUT    650,000   X   1            650,000
 SS^C TECHNOLOGIES HOLDINGS     COMMON   78467J100      13,734           760,457   X   1            724,102                 36,355
 STANDARD PARKING CORP          COMMON   853790103      13,073           731,589   X   1            695,859                 35,730
 STANLEY BLACK & DECKER I CVTPF CV PFD   854502309       3,372            38,501   X   1             38,501
 STANLEY BLACK & DECKER INC     COMMON   854502101      71,671         1,060,219   X   1            925,577                134,642
 STANLEY BLACK & DECKER INC     COMMON   854502101       1,749            25,868   X   2             25,868
 STARBUCKS CORP                 COMMON   855244109       1,493            32,451   X   1             17,468     14,983
 STARWOOD HOTELS & RESORTS TR   COMMON   85590A401       4,004            83,463   X   1             73,112      6,529       3,822
 STATE STREET CORP              COMMON   857477103      72,969         1,810,201   X   1          1,584,301                225,900
 STATE STREET CORP              COMMON   857477103         885            21,956   X   2             21,956
 STEEL DYNAMICS INC             COMMON   858119100       3,449           262,251   X   1            262,251
 STEEL DYNAMICS INC CVT         CV BND   858119AP5       3,304           172,935   X   2            172,935
 STEEL DYNAMICS INC CVT         CV BND   858119AP5      12,553           656,981   X   1            537,892      9,117     109,972
 STERICYCLE INC                 COMMON   858912108       3,050            39,147   X   1             39,147
 STIFEL FINANCIAL CORP          COMMON   860630102      28,575           891,562   X   1            826,161                 65,401
 STIFEL FINANCIAL CORP          COMMON   860630102          75             2,328   X   2              2,328
 SUCCESSFACTORS INC             COMMON   864596101          37               934   X   2                934
 SUCCESSFACTORS INC             COMMON   864596101       6,110           153,238   X   1            145,648                  7,590
 SUNCOKE ENERGY INC             COMMON   86722A103       4,258           380,139   X   1            361,713                 18,426
 SUPERMEDIA INC                 COMMON   868447103         376           142,474   X   1            142,474
 SURMODICS INC                  COMMON   868873100       4,066           277,324   X   1            264,196                 13,128
 SVB FINANCIAL GROUP            COMMON   78486Q101      12,774           267,863   X   1            254,504                 13,359
 SVB FINANCIAL GROUP            COMMON   78486Q101          78             1,646   X   2              1,646
 SXC HEALTH SOLUTIONS CORP      COMMON   78505P100      12,654           224,037   X   1            212,933                 11,104
 SXC HEALTH SOLUTIONS CORP      COMMON   78505P100          77             1,368   X   2              1,368
 SYNOPSYS INC                   COMMON   871607107       2,494            91,673   X   2             91,673
 SYNOPSYS INC                   COMMON   871607107      19,717           724,883   X   1            483,154                241,729
 TARGET CORP                    COMMON   87612E106       3,923            76,588   X   1             35,390                 41,198
 TE CONNECTIVITY LTD            COMMON   H84989104         261             8,467   X   1              8,467
 TEAM HEALTH HOLDINGS INC       COMMON   87817A107      14,541           658,843   X   1            625,686                 33,157
 TEAM HEALTH HOLDINGS INC       COMMON   87817A107          90             4,079   X   2              4,079
 TEAM INC                       COMMON   878155100       6,998           235,220   X   1            223,828                 11,392
 TELECOM ITALIA SPA - SP ADR    ADR      87927Y102       2,396           225,000   X   1            225,000
 TELECOM ITALIA SPA-SPON ADR    ADR      87927Y201      34,455         3,871,339   X   1          3,871,339
 TELEFLEX INC                   COMMON   879369106      12,232           199,571   X   1            190,457                  9,114
 TELEFONICA DE ESPANA ADR       ADR      879382208     407,808        23,723,577   X   1         23,697,879                 25,698
 TELEFONICA DE ESPANA ADR       ADR      879382208       7,693           447,553   X   2            447,553
 TEMPLE INLAND INC              COMMON   879868107           3               100   X   1                100
 TENNECO AUTOMOTIVE             COMMON   880349105          65             2,174   X   2              2,174
 TENNECO AUTOMOTIVE             COMMON   880349105      19,871           667,268   X   1            635,096                 32,172
 TERADATA CORP                  COMMON   88076W103      16,767           345,642   X   1            228,455                117,187
 TERADATA CORP                  COMMON   88076W103       2,142            44,155   X   2             44,155
 TERADYNE INC                   COMMON   880770102      11,820           867,207   X   1            825,299                 41,908
 TERADYNE INC CVT               CV BND   880770AE2       3,632           259,361   X   1            259,361
 TEVA PHARMACEUTICALS -SP ADR   ADR      881624209          92             2,288   X   1              2,288
 TEXAS CAPITAL BANCSHARES INC   COMMON   88224Q107          71             2,331   X   2              2,331
 TEXAS CAPITAL BANCSHARES INC   COMMON   88224Q107      11,664           381,054   X   1            362,119                 18,935
 TEXAS INSTRUMENTS              COMMON   882508104      88,128         3,027,428   X   1          2,245,148                782,280
 TEXAS INSTRUMENTS              COMMON   882508104       1,405            48,280   X   2             48,280
 TEXAS ROADHOUSE INC CLASS A    COMMON   882681109      12,833           861,270   X   1            818,318                 42,952
 TEXAS ROADHOUSE INC CLASS A    COMMON   882681109          79             5,293   X   2              5,293
 THERAVANCE INC                 COMMON   88338T104           7               316   X   1                316
 THOMAS & BETTS                 COMMON   884315102      27,177           497,750   X   1            418,521                 79,229
 THOMAS & BETTS                 COMMON   884315102       1,339            24,529   X   2             24,529
 TIFFANY & CO                   COMMON   886547108          95             1,440   X   2              1,440
 TIFFANY & CO                   COMMON   886547108      15,653           236,237   X   1            103,361                132,876
 TIME WARNER CABLE CL A         COMMON   88732J207         226             3,561   X   1              3,561
 TIMKEN CO                      COMMON   887389104       2,746            70,937   X   1             70,937
 TJX COMPANIES INC              COMMON   872540109         200             3,091   X   1              3,091
 TORNIER NV                     COMMON   N87237108          61             3,414   X   2              3,414
 TORNIER NV                     COMMON   N87237108      10,026           557,024   X   1            529,300                 27,724
 TOTAL FINA ELF SA -SP ADR      ADR      89151E109       2,001            39,156   X   1             39,155                      1
 TRACTOR SUPPLY CO              COMMON   892356106           9               135   X   1                135
 TRANSDIGM GROUP INC            COMMON   893641100          72               754   X   2                754
 TRANSDIGM GROUP INC            COMMON   893641100      12,997           135,839   X   1             65,348                 70,491
 TRANSOCEAN LTD                 COMMON   H8817H100       1,001            26,067   X   2             26,067
 TRANSOCEAN LTD                 COMMON   H8817H100      46,540         1,212,285   X   1          1,091,690                120,595
 TRAVELERS COS INC/THE          COMMON   89417E109      73,742         1,246,280   X   1            943,001                303,279
 TRAVELERS COS INC/THE          COMMON   89417E109       1,409            23,818   X   2             23,818
 TREEHOUSE FOODS INC            COMMON   89469A104       1,843            28,187   X   1             28,187
 TRIMAS CORP                    COMMON   896215209      13,860           772,156   X   1            511,874                260,282
 TRIMAS CORP                    COMMON   896215209       1,773            98,793   X   2             98,793
 TRINITY INDUSTRIES INC CVT     CV BND   896522AF6      20,791           413,276   X   2            413,276
 TRINITY INDUSTRIES INC CVT     CV BND   896522AF6     147,912         2,940,089   X   1          2,422,727     40,609     476,754
 TRIPADVISOR INC                COMMON   896945201         654            25,947   X   2             25,947
 TRIPADVISOR INC                COMMON   896945201       5,291           209,880   X   1            133,832                 76,048
 TRIUMPH GROUP INC              COMMON   896818101      12,562           214,917   X   1            204,214                 10,703
 TRIUMPH GROUP INC              COMMON   896818101          77             1,318   X   2              1,318
 TRUE RELIGION APPAREL INC      COMMON   89784N104      10,505           303,781   X   1            288,658                 15,123
 TRUE RELIGION APPAREL INC      COMMON   89784N104          64             1,862   X   2              1,862
 TRW AUTOMOTIVE INC CVT         CV BND   87264MAH2       1,476            37,054   X   1             35,362                  1,692
 TRW AUTOMOTIVE INC CVT         CV BND   87264MAH2         303             7,614   X   2              7,614
 TTM TECHNOLOGIES               COMMON   87305R109       2,529           230,778   X   1            219,742                 11,036
 UAL CORP CVT                   CV BND   902549AH7      33,287         1,133,291   X   1          1,062,508      7,048      63,735
 UAL CORP CVT                   CV BND   902549AH7         909            30,948   X   2             30,948
 UDR                            COMMON   902653104      13,812           550,279   X   1            525,142                 25,137
 UGI CORP                       COMMON   902681105       2,052            69,792   X   2             69,792
 UGI CORP                       COMMON   902681105      27,518           935,996   X   1            733,178                202,818
 UIL HLDGS CORP                 COMMON   902748102      13,901           393,021   X   1            374,619                 18,402
 ULTA SALON COSMETICS & FRAGR   COMMON   90384S303      11,421           175,924   X   1            169,302                  6,622
 ULTA SALON COSMETICS & FRAGR   COMMON   90384S303          53               816   X   2                816
 ULTIMATE SOFTWARE GROUP INC.   COMMON   90385D107          87             1,333   X   2              1,333
 ULTIMATE SOFTWARE GROUP INC.   COMMON   90385D107      14,173           217,641   X   1            206,819                 10,822
 UNDER ARMOUR INC-CLASS A       COMMON   904311107       2,508            34,940   X   1             34,940
 UNITED PARCEL SERVICE CL B     COMMON   911312106      59,786           816,865   X   1            346,482      5,300     465,083
 UNITED TECHNOLOGIES            COMMON   913017109         160             2,184   X   2              2,184
 UNITED TECHNOLOGIES            COMMON   913017109      21,436           293,285   X   1             91,530                201,755
 UNITEDHEALTH GROUP             COMMON   91324P102       2,192            43,251   X   2             43,251
 UNITEDHEALTH GROUP             COMMON   91324P102     118,314         2,334,534   X   1          1,795,808      8,853     529,873
 UNIVERSAL HEALTH SERVICES CL B COMMON   913903100       1,961            50,457   X   2             50,457
 UNIVERSAL HEALTH SERVICES CL B COMMON   913903100      14,841           381,914   X   1            248,708                133,206
 UNUM GROUP                     COMMON   91529Y106      70,561         3,348,884   X   1          2,480,450                868,434
 UNUM GROUP                     COMMON   91529Y106       1,242            58,940   X   2             58,940
 US BANCORP                     COMMON   902973304      48,756         1,802,439   X   1          1,572,752                229,687
 US BANCORP                     COMMON   902973304       1,072            39,630   X   2             39,630
 US STEEL CORP CVT              CV BND   912909AE8      38,719         1,098,038   X   1          1,098,038
 VALEANT PHARMACEUTICALS INTERN COMMON   91911K102     419,640         8,987,798   X   1          8,354,112     86,972     546,714
 VALEANT PHARMACEUTICALS INTERN COMMON   91911K102       3,884            83,177   X   2             83,177
 VERISK ANALYTICS INC-CL A      COMMON   92345Y106       2,155            53,699   X   2             53,699
 VERISK ANALYTICS INC-CL A      COMMON   92345Y106      26,175           652,249   X   1            395,963                256,286
 VERIZON COMMUNICATIONS         COMMON   92343V104      20,154           502,334   X   1            186,984                315,350
 VERIZON COMMUNICATIONS         COMMON   92343V104       1,377            34,320   X   2             34,320
 VERTEX PHARMACEUTICALS CVT     CV BND   92532FAN0      36,046           703,877   X   2            703,877
 VERTEX PHARMACEUTICALS CVT     CV BND   92532FAN0     113,831         2,222,834   X   1          1,654,326     28,159     540,349
 VERTEX PHARMACEUTICALS INC     COMMON   92532F100     133,547         4,021,300   X   1          3,872,070     52,532      96,698
 VIACOM INC CL B                COMMON   92553P201       1,494            32,909   X   2             32,909
 VIACOM INC CL B                COMMON   92553P201      72,040         1,586,440   X   1          1,395,690                190,750
 VIROPHARMA INC                 COMMON   928241108          11               414   X   1                414
 VIRTUS INVESTMENT PARTNERS     COMMON   92828Q109      13,309           175,098   X   1            115,773                 59,325
 VIRTUS INVESTMENT PARTNERS     COMMON   92828Q109       1,700            22,359   X   2             22,359
 VISA INC-CLASS A SHRS          COMMON   92826C839      91,141           897,676   X   1            355,048                542,628
 VISTAPRINT NV                  COMMON   N93540107       9,027           294,989   X   1                                   294,989
 VITAMIN SHOPPE INC             COMMON   92849E101       9,875           247,607   X   1            235,180                 12,427
 VITAMIN SHOPPE INC             COMMON   92849E101          61             1,527   X   2              1,527
 VMWARE INC-CLASS A             COMMON   928563402      16,803           201,981   X   1            123,945                 78,036
 VMWARE INC-CLASS A             COMMON   928563402          68               823   X   2                823
 VOCUS INC                      COMMON   92858J108          72             3,242   X   2              3,242
 VOCUS INC                      COMMON   92858J108      11,654           527,584   X   1            501,273                 26,311
 VODAFONE GROUP PLC             ADR      92857W209       2,385            85,086   X   2             85,086
 VODAFONE GROUP PLC             ADR      92857W209      82,544         2,944,852   X   1          2,686,132                258,720
 VOLCANO CORP                   COMMON   928645100      10,436           438,668   X   1            416,830                 21,838
 VOLCANO CORP                   COMMON   928645100          64             2,684   X   2              2,684
 VULCAN MATER                   COMMON   929160109      42,428         1,078,228   X   1            941,590                136,638
 VULCAN MATER                   COMMON   929160109         945            24,023   X   2             24,023
 W R GRACE & CO                 COMMON   38388F108      21,802           474,793   X   1            452,648                 22,145
 WABCO HOLDINGS INC             COMMON   92927K102       1,537            35,417   X   2             35,417
 WABCO HOLDINGS INC             COMMON   92927K102      11,980           276,027   X   1            182,705                 93,322
 WABTEC                         COMMON   929740108       6,255            89,420   X   1             85,344                  4,076
 WASTE CONNECTIONS INC          COMMON   941053100      25,734           776,516   X   1            739,321                 37,195
 WASTE CONNECTIONS INC          COMMON   941053100          67             2,025   X   2              2,025
 WELLCARE HEALTH PLANS INC      COMMON   94946T106      44,117           840,319   X   1            664,488                175,831
 WELLCARE HEALTH PLANS INC      COMMON   94946T106       3,130            59,627   X   2             59,627
 WELLS FARGO CO CVT PFD 7.5     CV PFD   949746804      46,935           284,164   X   1            270,188        383      13,592
 WELLS FARGO CO CVT PFD 7.5     CV PFD   949746804      10,129            61,325   X   2             61,325
 WELLS FARGO COMPANY            COMMON   949746101     125,246         4,544,502   X   1          3,255,978     20,764   1,267,760
 WELLS FARGO COMPANY            COMMON   949746101       2,176            78,946   X   2             78,946
 WERNER ENTERPIRSES INC         COMMON   950755108       7,134           296,027   X   1            281,544                 14,483
 WESCO AIRCRAFT HOLDINGS INC    COMMON   950814103       3,989           285,151   X   1            271,382                 13,769
 WESTERN ASSET HIGH INCOME OPP  Closed E 95766K109      13,077         2,119,370   X   1          2,119,370
 WESTLAKE CHEMICAL CORP         COMMON   960413102          11               280   X   1                280
 WESTPORT INNOVATIONS INC       COMMON   960908309      13,147           395,528   X   1            375,648                 19,880
 WESTPORT INNOVATIONS INC       COMMON   960908309          82             2,452   X   2              2,452
 WEYERHAEUSER CO                COMMON   962166104       1,220            65,319   X   2             65,319
 WEYERHAEUSER CO                COMMON   962166104      53,348         2,857,443   X   1          2,596,748                260,695
 WHOLE FOODS MARKET INC         COMMON   966837106       4,098            58,897   X   1             55,100      3,797
 WILEY JOHN & SONS CL A         COMMON   968223206      15,180           341,903   X   1            325,015                 16,888
 WINTRUST FINANCIAL CORP        COMMON   97650W108      14,972           533,766   X   1            508,471                 25,295
 WORLD FUEL SERVICES CORP       COMMON   981475106      12,763           304,035   X   1            288,912                 15,123
 WORLD FUEL SERVICES CORP       COMMON   981475106          78             1,863   X   2              1,863
 WRIGHT EXPRESS CORP            COMMON   98233Q105       3,000            55,266   X   2             55,266
 WRIGHT EXPRESS CORP            COMMON   98233Q105      44,533           820,431   X   1            654,092                166,339
 WYNDHAM WORLDWIDE CORP         COMMON   98310W108       4,471           118,194   X   2            118,194
 WYNDHAM WORLDWIDE CORP         COMMON   98310W108      50,377         1,331,670   X   1          1,002,485                329,185
 WYNN RESORTS LTD               COMMON   983134107       2,533            22,923   X   1             22,923
 XHB SPDR S^P HOMEBUILDERS ETF  Exchange 78464A888         150             8,800   X   2              8,800
 XHB SPDR S^P HOMEBUILDERS ETF  Exchange 78464A888         154             9,000   X   1              9,000
 XYLEM INC                      COMMON   98419M100      13,881           540,341   X   1            356,589                183,752
 XYLEM INC                      COMMON   98419M100       1,769            68,865   X   2             68,865
 ZELTIQ AESTHETICS INC          COMMON   98933Q108          38             3,351   X   2              3,351
 ZELTIQ AESTHETICS INC          COMMON   98933Q108       6,224           547,854   X   1            520,631                 27,223
 ZEP INC                        COMMON   98944B108       3,976           284,383   X   1            270,763                 13,620
 ZIMMER HOLDINGS INC            COMMON   98956P102      58,227         1,089,985   X   1            439,832                650,153
 ZOLL MEDICAL CORP              COMMON   989922109          37               583   X   2                583
 ZOLL MEDICAL CORP              COMMON   989922109       5,980            94,654   X   1             89,917                  4,737
                  COLUMN TOTALS                     21,126,137