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
{C} {C}
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