Loomis, Sayles and

Loomis, Sayles and as of March 31, 2012

Portfolio Holdings for Loomis, Sayles and

Loomis, Sayles and holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

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PG 1        FORM 13F      NAME OF REPORTING MANAGER  LOOMIS SAYLES & CO., INC     03/31/12
                                                                                                           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         619             6,936   X   1              2,931      4,005
 ABAXIS INC                     COMMON   002567105          73             2,509   X   2              2,509
 ABAXIS INC                     COMMON   002567105      12,501           429,147   X   1            429,147
 ACCO BRANDS CORP               COMMON   00081T108       8,467           682,295   X   1            648,030                 34,265
 ACE LTD                        COMMON   H0023R105      15,129           206,679   X   1            200,663                  6,016
 ACHILLION PHARMACEUTICALS      COMMON   00448Q201       1,181           123,320   X   1            123,320
 ACTUANT CORP CL A              COMMON   00508X203      22,728           783,985   X   1            610,496                173,489
 ACTUANT CORP CL A              COMMON   00508X203       1,646            56,786   X   2             56,786
 ADTRAN INC                     COMMON   00738A106       9,068           290,734   X   1            276,299                 14,435
 ADVISORY BOARD CO              COMMON   00762W107          95             1,074   X   2              1,074
 ADVISORY BOARD CO              COMMON   00762W107      16,242           183,280   X   1            183,280
 AEGERION PHARMACEUTICALS INC   COMMON   00767E102       5,739           414,937   X   1            414,937
 AEGERION PHARMACEUTICALS INC   COMMON   00767E102          35             2,516   X   2              2,516
 AES TRUST III CVT PFD 6.75 10/ CV PFD   00808N202         456            13,008   X   2             13,008
 AES TRUST III CVT PFD 6.75 10/ CV PFD   00808N202      51,729         1,474,013   X   1          1,374,963                 99,050
 AFFILIATED MANAGERS GROUP      COMMON   008252108       5,290            47,308   X   1             47,308
 AGILENT TECHNOLOGIES INC       COMMON   00846U101          70             1,567   X   2              1,567
 AGILENT TECHNOLOGIES INC       COMMON   00846U101       9,632           216,396   X   1             81,598                134,798
 AIR PRODS & CHEM               COMMON   009158106      52,728           574,381   X   1            497,807                 76,574
 AIR PRODS & CHEM               COMMON   009158106       1,258            13,709   X   2             13,709
 AIRGAS INC                     COMMON   009363102          14               161   X   1                161
 ALAMO GROUP INC                COMMON   011311107       7,765           258,320   X   1            245,518                 12,802
 ALBANY INTL CORP-CL A          COMMON   012348108      16,449           716,746   X   1            680,862                 35,884
 ALERE INC                      COMMON   01449J105         717            27,585   X   1             27,585
 ALEXANDRIA REAL ESTATE EQUITIE COMMON   015271109          52               707   X   1                707
 ALEXION PHARMACEUTICALS INC    COMMON   015351109       5,934            63,901   X   1             63,901
 ALIGN TECHNOLOGY INC           COMMON   016255101      12,372           449,088   X   1            449,088
 ALIGN TECHNOLOGY INC           COMMON   016255101          72             2,624   X   2              2,624
 ALKERMES INC                   COMMON   G01767105      15,347           827,309   X   1            827,309
 ALKERMES INC                   COMMON   G01767105          90             4,838   X   2              4,838
 ALLERGAN INC                   COMMON   018490102         153             1,608   X   2              1,608
 ALLERGAN INC                   COMMON   018490102      20,389           213,653   X   1             77,498                136,155
 ALLETE INC                     COMMON   018522300      16,282           392,432   X   1            372,841                 19,591
 ALLIANCE DATA SYSTEMS CORP     COMMON   018581108       2,851            22,633   X   2             22,633
 ALLIANCE DATA SYSTEMS CORP     COMMON   018581108      23,897           189,721   X   1            128,031                 61,690
 ALLIANT ENERGY CORP            COMMON   018802108         229             5,294   X   1              5,294
 ALLOT COMMUNICATIONS LTD       COMMON   M0854Q105      17,871           768,644   X   1            768,644
 ALLOT COMMUNICATIONS LTD       COMMON   M0854Q105         106             4,563   X   2              4,563
 ALLSTATE CORP                  COMMON   020002101         375            11,388   X   1             11,388
 ALPHA NATURAL RESOURCES CVT    CV BND   02076XAA0       2,695            55,255   X   2             55,255
 ALPHA NATURAL RESOURCES CVT    CV BND   02076XAA0       4,537            93,000   X   1             89,706                  3,293
 ALTERA CORP                    COMMON   021441100      28,290           710,441   X   1            278,847                431,594
 ALTERA CORP                    COMMON   021441100         155             3,891   X   2              3,891
 ALTISOURCE PORTFOLIO SOL       COMMON   L0175J104           8               125   X   1                125
 ALTRA HOLDINGS INC             COMMON   02208R106      14,944           778,346   X   1            739,539                 38,807
 ALTRIA GROUP INC               COMMON   02209S103         879            28,465   X   2             28,465
 ALTRIA GROUP INC               COMMON   02209S103      31,693         1,026,644   X   1            420,155                606,489
 AMAZON.COM INC                 COMMON   023135106      95,025           469,235   X   1            186,991      2,863     279,381
 AMERICAN CAMPUS COMMUNITIES    COMMON   024835100      19,116           427,452   X   1            406,625                 20,827
 AMERICAN EAGLE OUTFITTERS      COMMON   02553E106         126             7,337   X   1              7,337
 AMERICAN ELEC PWR              COMMON   025537101                             1   X   1                                         1
 AMERICAN EXPRESS CO            COMMON   025816109     102,961         1,779,479   X   1            909,666      9,940     859,873
 AMERICAN EXPRESS CO            COMMON   025816109         131             2,270   X   2              2,270
 AMERICAN SOFTWARE INC-CL A     COMMON   029683109         918           106,960   X   1             78,927                 28,033
 AMERICAN TOWER CORPORATION     COMMON   03027X100         681            10,813   X   1             10,813
 AMERICAN WATER WORKS CO INC    COMMON   030420103       4,397           129,212   X   2            129,212
 AMERICAN WATER WORKS CO INC    COMMON   030420103      36,539         1,073,716   X   1            720,410                353,306
 AMERIGON INC                   COMMON   03070L300          89             5,489   X   2              5,489
 AMERIGON INC                   COMMON   03070L300      14,940           923,335   X   1            923,335
 AMERIPRISE FINANCIAL INC       COMMON   03076C106      67,884         1,188,235   X   1          1,031,525                156,710
 AMERIPRISE FINANCIAL INC       COMMON   03076C106       1,622            28,397   X   2             28,397
 AMGEN INC                      COMMON   031162100       1,160            17,064   X   2             17,064
 AMGEN INC                      COMMON   031162100     120,879         1,777,898   X   1          1,038,172      4,981     734,745
 AMPHENOL CORP CL A             COMMON   032095101       3,096            51,795   X   2             51,795
 AMPHENOL CORP CL A             COMMON   032095101      25,109           420,102   X   1            279,818                140,284
 AMTRUST FINANCIAL SERVICES     COMMON   032359309          14               521   X   1                521
 ANADARKO PETE CORP             COMMON   032511107         205             2,613   X   1              2,613
 ANALOG DEVICES                 COMMON   032654105       9,122           225,782   X   1             94,289                131,493
 ANGIES LIST INC                COMMON   034754101      11,547           611,257   X   1            611,257
 ANGIES LIST INC                COMMON   034754101          65             3,451   X   2              3,451
 AOL INC                        COMMON   00184X105      33,843         1,784,020   X   1          1,546,852                237,168
 AOL INC                        COMMON   00184X105         811            42,738   X   2             42,738
 APARTMENT INVT & MGMT CO CL A  COMMON   03748R101       8,992           340,470   X   1            332,944                  7,526
 APPLE INC                      COMMON   037833100     207,766           346,582   X   1            220,709      3,103     122,770
 APPLE INC                      COMMON   037833100       2,296             3,830   X   2              3,830
 APPLIED MATERIALS              COMMON   038222105       1,276           102,603   X   2            102,603
 APPLIED MATERIALS              COMMON   038222105      53,356         4,289,065   X   1          3,722,566                566,499
 APPROACH RESOURCES INC         COMMON   03834A103      16,744           453,147   X   1            453,147
 APPROACH RESOURCES INC         COMMON   03834A103          81             2,194   X   2              2,194
 ARBITRON INC                   COMMON   03875Q108      12,097           327,118   X   1            308,796                 18,322
 ARCH CAPITAL GROUP LTD         COMMON   G0450A105         573            15,375   X   1             15,375
 ARCOS DORADOS HOLDINGS INC     COMMON   G0457F107      13,162           727,566   X   1            706,045                 21,521
 ARES CAPITAL CORP              COMMON   04010L103      36,483         2,231,351   X   1          1,750,870                480,481
 ARES CAPITAL CORP              COMMON   04010L103       2,617           160,075   X   2            160,075
 ARIAD PHARMACEUTICALS INC      COMMON   04033A100       2,250           141,050   X   1            141,050
 ARIBA INC                      COMMON   04033V203         119             3,650   X   2              3,650
 ARIBA INC                      COMMON   04033V203      20,338           621,771   X   1            621,771
 ARMSTRONG WORLD INDUSTRIES     COMMON   04247X102      31,130           638,311   X   1            494,620                143,691
 ARMSTRONG WORLD INDUSTRIES     COMMON   04247X102       2,333            47,830   X   2             47,830
 ARVINMERITOR INC CVT           CV BND   043353AH4      61,326         2,751,773   X   1          1,898,426     56,865     796,482
 ARVINMERITOR INC CVT           CV BND   043353AH4       9,030           405,162   X   2            405,162
 ASBURY AUTOMOTIVE GROUP        COMMON   043436104         117             4,346   X   2              4,346
 ASBURY AUTOMOTIVE GROUP        COMMON   043436104      19,851           735,214   X   1            735,214
 ASCENT CAPITAL GROUP INC       COMMON   043632108         739            15,617   X   2             15,617
 ASCENT CAPITAL GROUP INC       COMMON   043632108       6,094           128,867   X   1             85,863                 43,004
 ASHLAND INC                    COMMON   044209104         119             1,952   X   1              1,952
 ASHLAND INC                    COMMON   044209104          14               229   X   2                229
 ASKEMNOW INC                   COMMON   045188109                           100   X   1                100
 ASSOCIATED ESTATES REALTY CP   COMMON   045604105      20,058         1,227,525   X   1          1,195,155                 32,370
 AT^T INC                       COMMON   00206R102     132,216         4,233,621   X   1          3,243,642                989,979
 AT^T INC                       COMMON   00206R102       4,252           136,146   X   2            136,146
 ATHENAHEALTH INC               COMMON   04685W103       2,781            37,521   X   1             37,521
 ATMEL CORP                     COMMON   049513104      16,120         1,634,866   X   1          1,089,934                544,932
 ATMEL CORP                     COMMON   049513104       2,056           208,530   X   2            208,530
 AUTOMATIC DATA PROC            COMMON   053015103      25,507           462,169   X   1            186,281                275,888
 AVIS BUDGET GROUP INC          COMMON   053774105       1,995           141,018   X   2            141,018
 AVIS BUDGET GROUP INC          COMMON   053774105      24,211         1,710,990   X   1          1,294,690                416,300
 AVNET INC                      COMMON   053807103      20,722           569,453   X   1            382,234                187,219
 AVNET INC                      COMMON   053807103       2,482            68,213   X   2             68,213
 AZZ INC                        COMMON   002474104      13,751           266,291   X   1            253,222                 13,069
 BABCOCK & WILCOX COMPANY       COMMON   05615F102      19,355           751,654   X   1            503,792                247,862
 BABCOCK & WILCOX COMPANY       COMMON   05615F102       2,358            91,582   X   2             91,582
 BAIDU.COM                      ADR      056752108      25,543           175,225   X   1            171,243                  3,982
 BAIDU.COM                      ADR      056752108         146             1,000   X   2              1,000
 BANCO SANTANDER-CHILE-ADR      ADR      05965X109      15,848           184,088   X   1            178,413                  5,675
 BANCORPSOUTH INC               COMMON   059692103      13,974         1,037,449   X   1            986,668                 50,781
 BANK OF AMERICA 7.250 CVT PFD  CV PFD   060505682      68,632         1,402,220   X   1          1,380,420      1,780      20,020
 BANK OF AMERICA 7.250 CVT PFD  CV PFD   060505682       1,735            35,440   X   2             35,440
 BANK OF AMERICA CORP           COMMON   060505104       1,652           172,638   X   2            172,638
 BANK OF AMERICA CORP           COMMON   060505104      97,624        10,201,097   X   1          9,409,927                791,170
 BANK OF NEW YORK MELLON CORP   COMMON   064058100         142             5,891   X   1              5,891
 BANKUNITED INC                 COMMON   06652K103       9,316           372,640   X   1            354,680                 17,960
 BAXTER INTL                    COMMON   071813109       1,465            24,503   X   2             24,503
 BAXTER INTL                    COMMON   071813109      75,743         1,267,034   X   1            932,759                334,275
 BCE INC                        COMMON   05534B760          16               400   X   1                400
 BE AEROSPACE INC               COMMON   073302101       6,997           150,567   X   1             60,843                 89,724
 BE AEROSPACE INC               COMMON   073302101          49             1,057   X   2              1,057
 BEAM INC                       COMMON   073730103       1,678            28,643   X   2             28,643
 BEAM INC                       COMMON   073730103      13,567           231,637   X   1            154,573                 77,064
 BELDEN CDT INC                 COMMON   077454106       5,247           138,394   X   1            131,475                  6,919
 BERKSHIRE HATHAWAY INC CL B    COMMON   084670702          88             1,083   X   1              1,083
 BERRY PETROLEUM CO-CL A        COMMON   085789105       9,169           194,545   X   1            184,959                  9,586
 BHP BILLITON LTD-SPON ADR      ADR      088606108          11               150   X   1                150
 BIOMARIN PHARMACEUTICAL INC    COMMON   09061G101          12               360   X   1                360
 BIOMED REALTY TRUST INC        COMMON   09063H107      17,772           936,336   X   1            891,546                 44,790
 BLACKROCK INC                  COMMON   09247X101      22,277           108,723   X   1             39,069                 69,654
 BLACKROCK INC                  COMMON   09247X101         166               812   X   2                812
 BLUE NILE INCORPORATED         COMMON   09578R103      21,991           666,790   X   1            210,930                455,860
 BMC SOFTWARE INC               COMMON   055921100      15,525           386,591   X   1            257,701                128,890
 BMC SOFTWARE INC               COMMON   055921100       1,903            47,382   X   2             47,382
 BORG WARNER INC                COMMON   099724106         380             4,506   X   1              4,506
 BP PLC                         ADR      055622104         100             2,213   X   1              2,213
 BRAVO BRIO RESTAURANT GROUP    COMMON   10567B109          68             3,408   X   2              3,408
 BRAVO BRIO RESTAURANT GROUP    COMMON   10567B109      11,445           573,392   X   1            573,392
 BRIGHTCOVE                     COMMON   10921T101      11,904           480,003   X   1            480,003
 BRIGHTCOVE                     COMMON   10921T101          69             2,788   X   2              2,788
 BRISTOL MYERS SQUIBB           COMMON   110122108     476,471        14,117,650   X   1         13,965,687                151,963
 BRISTOL MYERS SQUIBB           COMMON   110122108       1,344            39,833   X   2             39,833
 BROADCOM CORP CL A             COMMON   111320107         387             9,846   X   1              9,846
 BROADRIDGE FINANCIAL SOLUTIONS COMMON   11133T103         455            19,048   X   1             19,048
 BROCADE COMMUNICATIONS SYSTEM  COMMON   111621306       5,615           976,553   X   1            926,552                 50,001
 CABOT OIL & GAS                COMMON   127097103          87             2,796   X   2              2,796
 CABOT OIL & GAS                COMMON   127097103      11,556           370,740   X   1            133,632                237,108
 CALLAWAY GOLF CO               COMMON   131193104       6,640           982,207   X   1            932,997                 49,210
 CALPINE CORP                   COMMON   131347304       1,783           103,585   X   2            103,585
 CALPINE CORP                   COMMON   131347304     103,422         6,009,422   X   1          4,855,066              1,154,356
 CAMERON INTERNATIONAL CORP     COMMON   13342B105         224             4,239   X   1              4,239
 CAPITOL FEDERAL FINANCIAL INC  COMMON   14057J101      12,049         1,015,919   X   1            959,305                 56,614
 CARDINAL HEALTH INC            COMMON   14149Y108       1,835            42,575   X   1             35,629                  6,946
 CAREFUSION CORP                COMMON   14170T101      19,453           750,213   X   1            506,066                244,147
 CAREFUSION CORP                COMMON   14170T101       2,261            87,212   X   2             87,212
 CASEYS GENERAL STORES INC      COMMON   147528103      10,881           196,197   X   1            186,863                  9,334
 CASH AMERICA INTL INC          COMMON   14754D100      27,956           583,269   X   1            481,658                101,611
 CASH AMERICA INTL INC          COMMON   14754D100       1,511            31,523   X   2             31,523
 CATALYST HEALTH SOLUTIONS INC  COMMON   14888B103      34,985           548,951   X   1            443,642                105,309
 CATALYST HEALTH SOLUTIONS INC  COMMON   14888B103       2,540            39,860   X   2             39,860
 CATERPILLAR                    COMMON   149123101         242             2,269   X   2              2,269
 CATERPILLAR                    COMMON   149123101      51,907           487,298   X   1            283,713      6,667     196,918
 CATHAY GENERAL BANCORP         COMMON   149150104      19,366         1,094,120   X   1          1,042,101                 52,019
 CAVIUM INC                     COMMON   14964U108      12,771           412,763   X   1            412,763
 CAVIUM INC                     COMMON   14964U108          75             2,427   X   2              2,427
 CBRE GROUP INC                 COMMON   12504L109       4,145           207,680   X   1            207,680
 CBS CORP CL B                  COMMON   124857202       1,175            34,641   X   2             34,641
 CBS CORP CL B                  COMMON   124857202      49,161         1,449,740   X   1          1,258,154                191,586
 CELADON GROUP INC              COMMON   150838100       8,982           577,633   X   1            385,316                192,317
 CELADON GROUP INC              COMMON   150838100       1,099            70,692   X   2             70,692
 CELANESE CORP A                COMMON   150870103         157             3,400   X   1              3,400
 CELANESE CORP A                COMMON   150870103         157             3,400   X   2              3,400
 CENTURYLINK INC                COMMON   156700106       1,828            47,295   X   2             47,295
 CENTURYLINK INC                COMMON   156700106      99,000         2,561,447   X   1          2,086,653                474,794
 CEPHEID INC                    COMMON   15670R107      12,523           299,367   X   1            299,367
 CEPHEID INC                    COMMON   15670R107          73             1,755   X   2              1,755
 CERNER CORP                    COMMON   156782104         269             3,534   X   1              3,534
 CEVA INC                       COMMON   157210105          69             3,030   X   2              3,030
 CEVA INC                       COMMON   157210105      11,767           518,124   X   1            518,124
 CHART INDUSTRIES INC           COMMON   16115Q308         117             1,596   X   2              1,596
 CHART INDUSTRIES INC           COMMON   16115Q308      19,939           271,914   X   1            271,914
 CHESAPEAKE ENERGY CORP         COMMON   165167107      51,622         2,227,954   X   1          2,227,954
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167BZ9         295             6,235   X   2              6,235
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167BZ9      35,763           756,365   X   1            728,113      3,897      24,355
 CHESAPEAKE ENERGY CORP CVT     CV BND   165167CB1      63,353           912,846   X   1            874,274     29,249       9,322
 CHESAPEAKE ENRGY CVT PPD 4.50  CV PFD   165167842      15,215           378,052   X   1            378,052
 CHEVRON CORP                   COMMON   166764100     107,777         1,005,006   X   1            875,301                129,705
 CHEVRON CORP                   COMMON   166764100       3,493            32,574   X   2             32,574
 CHICAGO BRIDGE & IRON NY       COMMON   167250109         405             9,368   X   1              9,368
 CHIPOTLE MEXICAN GRILL INC     COMMON   169656105       4,391            10,505   X   1             10,505
 CHURCHILL DOWNS INC            COMMON   171484108      10,680           191,050   X   1            181,489                  9,561
 CIENA CORP                     COMMON   171779309          81             4,990   X   2              4,990
 CIENA CORP                     COMMON   171779309      13,603           840,198   X   1            840,198
 CIENA CORP CVT                 CV BND   171779AE1     310,442         9,261,298   X   1          7,865,564    340,407   1,055,327
 CIENA CORP CVT                 CV BND   171779AE1      27,758           828,092   X   2            828,092
 CIGNA CORP                     COMMON   125509109         437             8,865   X   1              8,865
 CIRRUS LOGIC INC               COMMON   172755100         767            32,219   X   1             32,219
 CISCO SYSTEMS INC              COMMON   17275R102     178,157         8,423,499   X   1          4,868,416              3,555,083
 CISCO SYSTEMS INC              COMMON   17275R102       1,592            75,250   X   2             75,250
 CIT GROUP INC                  COMMON   125581801         166             4,022   X   1              4,022
 CITIGROUP INC                  COMMON   172967424      98,836         2,704,134   X   1          2,384,405                319,729
 CITIGROUP INC                  COMMON   172967424       1,943            53,156   X   2             53,156
 CITY NATIONAL CORP             COMMON   178566105      15,368           292,891   X   1            277,595                 15,296
 CLARCOR INC                    COMMON   179895107      14,414           293,622   X   1            195,796                 97,826
 CLARCOR INC                    COMMON   179895107       1,764            35,925   X   2             35,925
 CLAYTON WILLIAMS ENERGY INC    COMMON   969490101      11,918           150,028   X   1             99,761                 50,267
 CLAYTON WILLIAMS ENERGY INC    COMMON   969490101       1,489            18,739   X   2             18,739
 CLIFF NATURAL RESOURCES INC    COMMON   18683K101         369             5,325   X   1              5,325
 CLIFF NATURAL RESOURCES INC    COMMON   18683K101         173             2,500   X   2              2,500
 CLOROX CO                      COMMON   189054109         150             2,175   X   2              2,175
 CLOROX CO                      COMMON   189054109      43,625           634,551   X   1            241,290                393,261
 CLOUD PEAK ENERGY INC          COMMON   18911Q102       1,783           111,955   X   2            111,955
 CLOUD PEAK ENERGY INC          COMMON   18911Q102      24,281         1,524,214   X   1          1,191,244                332,970
 CMS ENERGY CORP                COMMON   125896100      14,075           639,774   X   1            432,057                207,717
 CMS ENERGY CORP                COMMON   125896100       1,679            76,310   X   2             76,310
 CMS ENERGY CORP CVT            CV BND   125896BD1      33,104         1,473,881   X   1          1,058,808     88,767     326,306
 CMS ENERGY CORP CVT            CV BND   125896BD1       2,983           132,795   X   2            132,795
 COACH INC                      COMMON   189754104          61               787   X   2                787
 COACH INC                      COMMON   189754104       8,068           104,404   X   1             37,549                 66,855
 COBALT INTERNATIONAL ENERGY    COMMON   19075F106      26,915           896,277   X   1            411,361                484,916
 COBALT INTERNATIONAL ENERGY    COMMON   19075F106         171             5,680   X   2              5,680
 COCA-COLA                      COMMON   191216100         217             2,929   X   2              2,929
 COCA-COLA                      COMMON   191216100      68,617           927,132   X   1            375,412                551,720
 COCA-COLA ENTERPRISES          COMMON   19122T109       4,593           160,587   X   2            160,587
 COCA-COLA ENTERPRISES          COMMON   19122T109     129,015         4,511,004   X   1          3,421,221              1,089,783
 COGNEX CORP                    COMMON   192422103       5,530           130,540   X   1            124,012                  6,528
 COGNIZANT TECH SOLUTIONS CRP   COMMON   192446102         148             1,926   X   2              1,926
 COGNIZANT TECH SOLUTIONS CRP   COMMON   192446102      21,687           281,834   X   1            112,935      5,758     163,141
 COMCAST CORP CL A              COMMON   20030N101     162,538         5,416,144   X   1          4,094,167              1,321,977
 COMCAST CORP CL A              COMMON   20030N101       3,222           107,348   X   2            107,348
 COMMERCIAL VEHICLE GROUP INC   COMMON   202608105       6,486           531,184   X   1            505,579                 25,605
 COMMVAULT SYSTEMS INC          COMMON   204166102      11,990           241,537   X   1            241,537
 COMMVAULT SYSTEMS INC          COMMON   204166102          70             1,417   X   2              1,417
 COMPUWARE CORP                 COMMON   205638109         418            45,472   X   1             45,472
 COMVERSE TECHNOLOGY INC        COMMON   205862402      16,635         2,421,442   X   1          1,613,084                808,358
 COMVERSE TECHNOLOGY INC        COMMON   205862402       2,016           293,485   X   2            293,485
 CONAGRA INC                    COMMON   205887102      63,262         2,409,061   X   1          2,398,160                 10,901
 CONCHO RESOURCES INC           COMMON   20605P101       2,932            28,724   X   1             28,724
 CONSOL ENERGY INC              COMMON   20854P109      31,212           915,294   X   1            794,579                120,715
 CONSOL ENERGY INC              COMMON   20854P109         744            21,821   X   2             21,821
 CONSOLIDATED EDISON INC        COMMON   209115104         158             2,700   X   1              2,700
 CONSOLIDATED EDISON INC        COMMON   209115104         158             2,700   X   2              2,700
 CONSTANT CONTACT INC           COMMON   210313102          80             2,695   X   2              2,695
 CONSTANT CONTACT INC           COMMON   210313102      13,603           456,637   X   1            456,637
 CONVERGYS CORP                 COMMON   212485106      14,929         1,118,309   X   1          1,062,433                 55,876
 COOPER INDS LTD CL A           COMMON   G24140108       1,519            23,759   X   2             23,759
 COOPER INDS LTD CL A           COMMON   G24140108      65,504         1,024,295   X   1            888,423                135,872
 CORE MARK HOLDING CO INC       COMMON   218681104       7,671           187,364   X   1            178,453                  8,911
 CORN PRODUCTS INTL INC         COMMON   219023108      36,389           631,206   X   1            495,677                135,529
 CORN PRODUCTS INTL INC         COMMON   219023108       2,620            45,453   X   2             45,453
 CORNING INC                    COMMON   219350105     141,204        10,028,713   X   1          9,265,356    103,358     659,999
 CORNING INC                    COMMON   219350105         100             7,103   X   2              7,103
 CORPORATE EXECUTIVE BOARD      COMMON   21988R102         122             2,848   X   2              2,848
 CORPORATE EXECUTIVE BOARD      COMMON   21988R102      20,951           487,110   X   1            487,110
 COSTAR GROUP INC               COMMON   22160N109      15,168           219,663   X   1            219,663
 COSTAR GROUP INC               COMMON   22160N109          90             1,307   X   2              1,307
 COVIDIEN PLC                   COMMON   G2554F113      77,856         1,423,847   X   1          1,228,620                195,227
 COVIDIEN PLC                   COMMON   G2554F113       1,854            33,912   X   2             33,912
 CPFL ENERGIA SA- ADR           ADR      126153105          16               525   X   1                525
 CRACKER BARREL OLD COUNTRY     COMMON   22410J106       8,825           158,156   X   1            150,374                  7,782
 CROWN CASTLE INTL CORP         COMMON   228227104         499             9,363   X   1              9,363
 CUBESMART                      COMMON   229663109      16,422         1,380,038   X   1          1,312,074                 67,964
 CUBIST PHARMACEUTICALS INC     COMMON   229678107          87             2,008   X   2              2,008
 CUBIST PHARMACEUTICALS INC     COMMON   229678107      14,655           338,847   X   1            338,847
 CUMMINS ENGINE                 COMMON   231021106          64               531   X   2                531
 CUMMINS ENGINE                 COMMON   231021106      11,281            93,977   X   1             49,014                 44,963
 CVB FINANCIAL CORP             COMMON   126600105      10,442           889,424   X   1            843,459                 45,965
 CVS CAREMARK CORP              COMMON   126650100     118,476         2,644,554   X   1          2,003,260      8,839     632,455
 CVS CAREMARK CORP              COMMON   126650100       2,084            46,514   X   2             46,514
 CYBERONICS                     COMMON   23251P102          60             1,582   X   2              1,582
 CYBERONICS                     COMMON   23251P102      10,228           268,232   X   1            268,232
 CYMER INC                      COMMON   232572107      14,517           290,348   X   1            290,348
 CYMER INC                      COMMON   232572107          85             1,706   X   2              1,706
 CYTEC INDUSTRIES INC           COMMON   232820100      25,334           416,744   X   1            278,130                138,614
 CYTEC INDUSTRIES INC           COMMON   232820100       3,132            51,528   X   2             51,528
 DANA HOLDING CORP              COMMON   235825205      14,732           950,443   X   1            903,659                 46,784
 DANAHER CORP                   COMMON   235851102          22               392   X   1                392
 DARLING INTERNATIONAL INC      COMMON   237266101      11,457           657,687   X   1            625,164                 32,523
 DDR CORPORATION                COMMON   23317H102       5,267           360,772   X   1            360,772
 DEALERTRACK HOLDINGS INC       COMMON   242309102         126             4,149   X   2              4,149
 DEALERTRACK HOLDINGS INC       COMMON   242309102      21,357           705,788   X   1            705,788
 DELTA AIR LINES INC            COMMON   247361702           1                59   X   1                 59
 DENTSPLY INTERNATIONAL INC     COMMON   249030107       1,752            43,655   X   2             43,655
 DENTSPLY INTERNATIONAL INC     COMMON   249030107      14,275           355,708   X   1            236,684                119,024
 DEX ONE CORP                   COMMON   25212W100          95            67,186   X   1             64,132      1,463       1,591
 DFC GLOBAL CORPORATION         COMMON   23324T107      18,382           974,132   X   1            926,008                 48,124
 DIAGEO PLC SPON ADR            ADR      25243Q205      23,936           248,046   X   1            112,287                135,759
 DIAMOND OFFSHORE DRILLING      COMMON   25271C102         161             2,414   X   1              2,414
 DICKS SPORTING GOODS INC       COMMON   253393102          12               254   X   1                254
 DIGITAL REALTY TRUST INC       COMMON   253868103      20,667           279,402   X   1            188,283                 91,119
 DIGITAL REALTY TRUST INC       COMMON   253868103       2,485            33,601   X   2             33,601
 DIRECTV CLASS A                COMMON   25490A101       1,065            21,590   X   2             21,590
 DIRECTV CLASS A                COMMON   25490A101      44,580           903,536   X   1            784,316                119,220
 DISCOVER FINANCIAL SERVICES    COMMON   254709108       4,773           143,170   X   2            143,170
 DISCOVER FINANCIAL SERVICES    COMMON   254709108     105,966         3,178,354   X   1          2,618,124                560,230
 DISCOVERY COMMUNICATIONS INC   COMMON   25470F104      18,172           359,129   X   1            128,531                230,598
 DISCOVERY COMMUNICATIONS INC   COMMON   25470F104         136             2,695   X   2              2,695
 DOLLAR TREE  INC               COMMON   256746108          98             1,038   X   2              1,038
 DOLLAR TREE  INC               COMMON   256746108      17,804           188,426   X   1             99,950                 88,476
 DOW CHEMICAL                   COMMON   260543103      76,923         2,220,655   X   1          1,824,291                396,364
 DOW CHEMICAL                   COMMON   260543103       1,239            35,765   X   2             35,765
 DRESSER-RAND GROUP INC         COMMON   261608103          11               233   X   1                233
 DRIL-QUIP                      COMMON   262037104       1,202            18,487   X   2             18,487
 DRIL-QUIP                      COMMON   262037104      21,737           334,317   X   1            286,906                 47,411
 DUKE ENERGY CORP               COMMON   26441C105       5,935           282,500   X   1            282,500
 DUPONT E I                     COMMON   263534109      18,570           351,045   X   1            125,399      2,200     223,446
 DUPONT E I                     COMMON   263534109         139             2,631   X   2              2,631
 DUPONT FABROS TECHNOLOGY       COMMON   26613Q106      15,447           631,780   X   1            601,008                 30,772
 DXP ENTERPRISES INC            COMMON   233377407       4,700           108,079   X   1            102,681                  5,398
 EASTMAN CHEMICAL CO            COMMON   277432100       2,675            51,742   X   1             51,742
 EATON CORP                     COMMON   278058102      94,506         1,896,569   X   1          1,375,723      7,136     513,710
 EATON CORP                     COMMON   278058102       1,749            35,105   X   2             35,105
 EBAY INC                       COMMON   278642103       1,567            42,487   X   2             42,487
 EBAY INC                       COMMON   278642103      66,119         1,792,315   X   1          1,557,308                235,007
 ECOLAB INC                     COMMON   278865100         258             4,173   X   1              4,173
 EDISON INTERNATIONAL           COMMON   281020107      93,771         2,205,865   X   1          1,637,870                567,995
 EDISON INTERNATIONAL           COMMON   281020107       1,781            41,886   X   2             41,886
 EL PASO CORP CAP TRUST CVT PFD CV PFD   283678209       2,537            66,162   X   2             66,162
 EL PASO CORP CAP TRUST CVT PFD CV PFD   283678209      70,843         1,847,450   X   1          1,599,460      2,404     245,585
 EL PASO CORPORATION            COMMON   28336L109       9,859           333,632   X   2            333,632
 EL PASO CORPORATION            COMMON   28336L109      58,876         1,992,435   X   1          1,689,432                303,003
 EMBRAER SA-ADR                 ADR      29082A107      15,734           491,981   X   1            477,585                 14,396
 EMC CORP                       COMMON   268648102         257             8,600   X   2              8,600
 EMC CORP                       COMMON   268648102       1,371            45,898   X   1             28,215     17,683
 EMC CORP CVT                   CV BND   268648AM4       1,108            36,697   X   2             36,697
 EMC CORP CVT                   CV BND   268648AM4       8,974           297,305   X   1            297,305
 EMPLOYERS HOLDINGS INC         COMMON   292218104      14,059           793,840   X   1            750,830                 43,010
 EMERSON ELECTRIC	        COMMON   291011104          78    PUT      1,500   X   1              1,500
 ENERGY PARTNERS LTD            COMMON   29270U303      13,439           809,082   X   1            766,879                 42,203
 ENERGY SELECT SECTOR SPDR      Exchange 81369Y506         323             4,500   X   2              4,500
 ENERGY SELECT SECTOR SPDR      Exchange 81369Y506         323             4,500   X   1              4,500
 ENERPLUS CORP                  COMMON   292766102          10               450   X   1                450
 ENERSYS                        COMMON   29275Y102      17,605           508,071   X   1            483,206                 24,865
 ENTERPRISE PRODUCTS PARTNERS   COMMON   293792107         121             2,402   X   1              2,402
 EOG RESOURCES INC              COMMON   26875P101      22,335           201,031   X   1             73,233      2,158     125,640
 EOG RESOURCES INC              COMMON   26875P101         166             1,498   X   2              1,498
 EQUITY RESIDENTIAL             COMMON   29476L107      28,805           460,000   X   1            460,000
 ESTEE LAUDER COS CL A          COMMON   518439104       1,273            20,556   X   1             10,652      9,904
 EURONET WORLDWIDE INC          COMMON   298736109      11,178           535,078   X   1            508,595                 26,483
 EVERCORE PARTNERS INC-CL A     COMMON   29977A105          92             3,148   X   2              3,148
 EVERCORE PARTNERS INC-CL A     COMMON   29977A105      15,570           535,595   X   1            535,595
 EXACT SCIENCES CORP            COMMON   30063P105       9,561           856,692   X   1            856,692
 EXACT SCIENCES CORP            COMMON   30063P105          56             5,038   X   2              5,038
 EXACTTARGET INC                COMMON   30064K105         299            11,500   X   1             11,500
 EXELON CORP                    COMMON   30161N101      71,853         1,832,520   X   1          1,425,899                406,621
 EXELON CORP                    COMMON   30161N101       1,511            38,534   X   2             38,534
 EXPEDIA INC                    COMMON   30212P303       9,920           296,650   X   1            197,722                 98,928
 EXPEDIA INC                    COMMON   30212P303       1,223            36,579   X   2             36,579
 EXPEDITORS INTL WASH INC       COMMON   302130109      58,405         1,255,748   X   1            464,626                791,122
 EXPEDITORS INTL WASH INC       COMMON   302130109          37               793   X   2                793
 EXXON MOBIL CORP               COMMON   30231G102       5,245            60,473   X   2             60,473
 EXXON MOBIL CORP               COMMON   30231G102     207,830         2,396,287   X   1          1,636,687                759,600
 EZCHIP SEMICONDUCTOR LTD       COMMON   M4146Y108          78             1,808   X   2              1,808
 EZCHIP SEMICONDUCTOR LTD       COMMON   M4146Y108      13,375           308,668   X   1            308,668
 F5 NETWORKS INC                COMMON   315616102      18,136           134,384   X   1             72,173                 62,211
 F5 NETWORKS INC                COMMON   315616102          99               735   X   2                735
 FACTSET RESEARCH SYSTEMS INC   COMMON   303075105      58,989           595,612   X   1            218,189                377,423
 FAIRPOINT COMMUNICATIONS INC   COMMON   305560302       2,572           684,110   X   1            664,186                 19,924
 FEDERATED INVESTORS INC CL-B   COMMON   314211103         119             5,304   X   1              5,304
 FIDELITY NATL INFORM SVCS INC  COMMON   31620M106       2,024            61,125   X   2             61,125
 FIDELITY NATL INFORM SVCS INC  COMMON   31620M106      16,521           498,824   X   1            333,356                165,468
 FIFTH STREET FINANCE CORP      COMMON   31678A103      13,219         1,354,409   X   1          1,288,420                 65,989
 FIFTH THIRD BANCORP            COMMON   316773100       1,725           122,771   X   2            122,771
 FIFTH THIRD BANCORP            COMMON   316773100      74,771         5,321,795   X   1          4,609,202                712,593
 FINANCIAL ENGINES INC          COMMON   317485100      15,925           712,212   X   1            712,212
 FINANCIAL ENGINES INC          COMMON   317485100          94             4,186   X   2              4,186
 FIRST CASH FINANCIAL SERVICES  COMMON   31942D107      10,758           250,835   X   1            250,835
 FIRST CASH FINANCIAL SERVICES  COMMON   31942D107          64             1,481   X   2              1,481
 FIRST FINANCIAL BANCORP        COMMON   320209109      15,501           896,030   X   1            849,012                 47,018
 FIRST PLACE FINANCIAL /OHIO    COMMON   33610T109                           110   X   1                110
 FIRST REPUBLIC BANK OF SAN FRA COMMON   33616C100          11               334   X   1                334
 FIRSTENERGY                    COMMON   337932107         176             3,871   X   1              3,871
 FLOTEK INDUSTRIES INC          COMMON   343389102          72             6,005   X   2              6,005
 FLOTEK INDUSTRIES INC          COMMON   343389102      12,321         1,025,071   X   1          1,025,071
 FMC CORP NEW                   COMMON   302491303         927             8,758   X   1              4,628      4,130
 FMC TECHNOLOGIES INC           COMMON   30249U101      17,180           340,733   X   1            330,498                 10,235
 FORD MOTOR CO                  COMMON   345370860       4,700           376,330   X   2            376,330
 FORD MOTOR CO                  COMMON   345370860      48,497         3,882,867   X   1          3,170,778                712,089
 FORD MOTOR COMPANY CVT         CV BND   345370CN8      45,696         3,100,001   X   2          3,100,001
 FORD MOTOR COMPANY CVT         CV BND   345370CN8     772,759        52,424,202   X   1         49,638,180    353,764   2,432,258
 FOREST LABS                    COMMON   345838106      12,829           369,811   X   1            134,256                235,555
 FOREST LABS                    COMMON   345838106          96             2,780   X   2              2,780
 FORTINET INC                   COMMON   34959E109       2,968           107,355   X   1            107,355
 FOSSIL INC                     COMMON   349882100           1                10   X   1                 10
 FOSTER WHEELER AG              COMMON   H27178104          58             2,564   X   1              2,564
 FRANKLIN RESOURCES             COMMON   354613101      45,837           369,566   X   1            140,373                229,193
 FRANKLIN RESOURCES             COMMON   354613101         142             1,148   X   2              1,148
 FRED'S INC                     COMMON   356108100      10,912           746,867   X   1            707,283                 39,584
 FREEPORT MCMORAN COPPER & GOLD COMMON   35671D857      14,281           375,414   X   1            140,669                234,745
 FREEPORT MCMORAN COPPER & GOLD COMMON   35671D857         105             2,765   X   2              2,765
 FRESH MARKET INC/THE           COMMON   35804H106      14,332           298,897   X   1            298,897
 FRESH MARKET INC/THE           COMMON   35804H106          85             1,776   X   2              1,776
 FTI CONSULTING INC             COMMON   302941109      13,412           357,462   X   1            357,462
 FTI CONSULTING INC             COMMON   302941109          79             2,109   X   2              2,109
 GEN PROBE INC                  COMMON   36866T103           7               101   X   1                101
 GENERAL CABLE CORP             COMMON   369300108       8,772           301,666   X   1            286,568                 15,098
 GENERAL ELECTRIC               COMMON   369604103     112,294         5,595,113   X   1          4,395,954              1,199,159
 GENERAL ELECTRIC               COMMON   369604103       2,374           118,269   X   2            118,269
 GENERAL MOTORS CO              COMMON   37045V100      40,867         1,593,268   X   1          1,383,429                209,839
 GENERAL MOTORS CO              COMMON   37045V100         932            36,342   X   2             36,342
 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD   37045V209      58,650         1,769,452   X   2          1,769,452
 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD   37045V209     496,719        14,985,831   X   1         13,686,616    153,747   1,145,469
 GENESCO INC                    COMMON   371532102      16,723           233,400   X   1            221,862                 11,538
 GENESEE & WYOMING INC-CL A     COMMON   371559105         114             2,087   X   2              2,087
 GENESEE & WYOMING INC-CL A     COMMON   371559105      29,817           546,299   X   1            474,686                 71,613
 GEOEYE INC                     COMMON   37250W108         519            21,582   X   2             21,582
 GEOEYE INC                     COMMON   37250W108       4,223           175,437   X   1            117,230                 58,207
 GLAXOSMITHKLINE PLC-ADR        ADR      37733W105         422             9,400   X   2              9,400
 GLAXOSMITHKLINE PLC-ADR        ADR      37733W105         890            19,815   X   1             19,815
 GLOBAL POWER EQUIPMENT GROUP   COMMON   37941P306       7,544           272,339   X   1            256,803                 15,536
 GOLD RESOURCE CORP             COMMON   38068T105           8               312   X   1                312
 GOLDMAN SACHS GROUP            COMMON   38141G104          72               582   X   1                582
 GOODRICH                       COMMON   382388106                             1   X   1                                         1
 GOODYEAR TIRE & RUBBER CO      COMMON   382550101      28,819         2,568,511   X   1          2,228,804                339,707
 GOODYEAR TIRE & RUBBER CO      COMMON   382550101         689            61,406   X   2             61,406
 GOODYEAR TIRE & RUBBER CVTPFD  CV PFD   382550309     116,015         7,687,856   X   1          6,583,552     59,438   1,044,866
 GOODYEAR TIRE & RUBBER CVTPFD  CV PFD   382550309      17,219         1,141,062   X   2          1,141,062
 GOOGLE INC-CL A                COMMON   38259P508         321               500   X   2                500
 GOOGLE INC-CL A                COMMON   38259P508     129,341           201,704   X   1             98,810        586     102,308
 GRAND CANYON EDUCATION INC     COMMON   38526M106          77             4,348   X   2              4,348
 GRAND CANYON EDUCATION INC     COMMON   38526M106      13,126           739,072   X   1            739,072
 GREENHILL & CO INC             COMMON   395259104      38,893           891,225   X   1            300,055                591,170
 GRIFFON CORPORATION            COMMON   398433102       6,883           643,275   X   1            613,094                 30,181
 GROUP 1 AUTOMOTIVE INC         COMMON   398905109          11               200   X   1                200
 GSI GROUP INC                  COMMON   36191C205       7,753           642,868   X   1            607,353                 35,515
 GUESS INC                      COMMON   401617105           6               192   X   1                192
 GUIDEWIRE SOFTWARE INC         COMMON   40171V100          54             1,743   X   2              1,743
 GUIDEWIRE SOFTWARE INC         COMMON   40171V100      10,507           341,361   X   1            341,361
 GULFPORT ENERGY CORP           COMMON   402635304           7               250   X   1                250
 H & R BLOCK INC                COMMON   093671105         126             7,667   X   1              7,666                      1
 H^E EQUIPMENT SERVICES INC     COMMON   404030108       8,376           442,714   X   1            420,592                 22,122
 HALCON RESOURCES CORP          COMMON   40537Q209       6,184           659,321   X   1            659,321
 HALCON RESOURCES CORP          COMMON   40537Q209          36             3,865   X   2              3,865
 HALLIBURTON CO                 COMMON   406216101       7,975           240,271   X   1            161,850                 78,421
 HANGER ORTHOPEDIC GROUP INC    COMMON   41043F208      21,561           986,320   X   1            969,180                 17,140
 HANGER ORTHOPEDIC GROUP INC    COMMON   41043F208          82             3,770   X   2              3,770
 HARMONIC INC                   COMMON   413160102       6,468         1,182,428   X   1          1,123,046                 59,382
 HARSCO CORP                    COMMON   415864107         604            25,747   X   2             25,747
 HARSCO CORP                    COMMON   415864107      26,994         1,150,653   X   1            998,106                152,547
 HASBRO INC                     COMMON   418056107         169             4,600   X   2              4,600
 HASBRO INC                     COMMON   418056107         173             4,700   X   1              4,700
 HAWAIIAN TELCOM HOLDCO INC     COMMON   420031106      14,303           829,652   X   1            829,652
 HAYNES INTERNATIONAL INC       COMMON   420877201      11,748           185,439   X   1            175,285                 10,154
 HCA HOLDINGS INC               COMMON   40412C101       1,015            41,030   X   2             41,030
 HCA HOLDINGS INC               COMMON   40412C101      44,328         1,791,746   X   1          1,547,266                244,480
 HCC INSURANCE HLDG             COMMON   404132102      17,956           576,082   X   1            547,329                 28,753
 HCP INC                        COMMON   40414L109         298             7,551   X   1              7,551
 HEALTH CARE REIT INC           COMMON   42217K106       6,595           120,000   X   1            120,000
 HEALTHSOUTH CORP               COMMON   421924309         749            36,596   X   2             36,596
 HEALTHSOUTH CORP               COMMON   421924309       6,038           294,821   X   1            196,196                 98,625
 HEICO CORP                     COMMON   422806109      10,752           208,413   X   1            208,413
 HEICO CORP                     COMMON   422806109          63             1,226   X   2              1,226
 HELIX ENERGY SOLUTIONS GROUP I COMMON   42330P107      17,051           957,927   X   1            784,950                172,977
 HELIX ENERGY SOLUTIONS GROUP I COMMON   42330P107         986            55,408   X   2             55,408
 HERSHA HOSPITALITY TRUST       COMMON   427825104      15,707         2,876,718   X   1          2,735,780                140,938
 HESS CORP                      COMMON   42809H107      78,506         1,331,733   X   1          1,156,317                175,416
 HESS CORP                      COMMON   42809H107       1,874            31,791   X   2             31,791
 HEXCEL CORP                    COMMON   428291108          92             3,823   X   2              3,823
 HEXCEL CORP                    COMMON   428291108      15,489           645,090   X   1            645,090
 HIBBETT SPORTS INC             COMMON   428567101      14,385           263,708   X   1            263,708
 HIBBETT SPORTS INC             COMMON   428567101          85             1,557   X   2              1,557
 HITTITE MICROWAVE CORP         COMMON   43365Y104      24,928           458,996   X   1            387,065                 71,931
 HITTITE MICROWAVE CORP         COMMON   43365Y104       1,515            27,897   X   2             27,897
 HMS HOLDINGS CORP              COMMON   40425J101          69             2,221   X   2              2,221
 HMS HOLDINGS CORP              COMMON   40425J101      11,843           379,460   X   1            379,460
 HOLOGIC INC                    COMMON   436440101         100             4,630   X   2              4,630
 HOLOGIC INC                    COMMON   436440101      14,049           651,935   X   1            240,087     19,503     392,345
 HOLOGIC INC CVT                CV BND   436440AA9      99,103         2,584,000   X   1          2,251,692    163,758     168,551
 HOME DEPOT                     COMMON   437076102         114             2,270   X   2              2,270
 HOME DEPOT                     COMMON   437076102      45,497           904,329   X   1            365,525      8,532     530,272
 HOME PROPERTIES INC            COMMON   437306103      13,207           216,466   X   1            205,910                 10,556
 HONEYWELL INTERNATIONAL INC    COMMON   438516106       1,673            27,409   X   2             27,409
 HONEYWELL INTERNATIONAL INC    COMMON   438516106      70,346         1,152,267   X   1          1,001,026                151,241
 HORSEHEAD HOLDING CORP         COMMON   440694305      11,260           988,615   X   1            941,787                 46,828
 HOSPIRA INC                    COMMON   441060100           1                20   X   1                 20
 HOT TOPIC INC                  COMMON   441339108      17,598         1,733,808   X   1          1,643,771                 90,037
 HOVNANIAN ENT CVT              CV PFD   44248W208       5,025         1,787,063   X   1          1,787,063
 HSN INC                        COMMON   404303109       8,417           221,325   X   1            210,569                 10,756
 HUB GROUP INC CL A             COMMON   443320106      12,755           354,020   X   1            354,020
 HUB GROUP INC CL A             COMMON   443320106          75             2,080   X   2              2,080
 HUMAN GENOME SCIENCES CVT      CV BND   444903AM0     122,155         6,851,662   X   1          6,683,815    102,058      65,789
 HUMAN GENOME SCIENCES CVT      CV BND   444903AM0       2,486           139,451   X   2            139,451
 HUMAN GENOME SCIENCES CVT      CV BND   444903AN8      17,590         1,338,461   X   2          1,338,461
 HUMAN GENOME SCIENCES CVT      CV BND   444903AN8     333,900        25,407,503   X   1         23,156,847    123,452   2,127,204
 HUNT J B TRANSPORT SVCS INC    COMMON   445658107       1,571            28,902   X   2             28,902
 HUNT J B TRANSPORT SVCS INC    COMMON   445658107      13,117           241,248   X   1            163,355                 77,893
 HURON CONSULTING GROUP INC     COMMON   447462102      10,326           274,931   X   1            274,931
 HURON CONSULTING GROUP INC     COMMON   447462102          60             1,609   X   2              1,609
 IAC/ INTERACTIVECORP           COMMON   44919P508       1,581            32,206   X   2             32,206
 IAC/ INTERACTIVECORP           COMMON   44919P508      22,041           448,991   X   1            351,379                 97,612
 IBERIABANK CORP                COMMON   450828108      15,481           289,520   X   1            275,522                 13,998
 IBM                            COMMON   459200101       2,109            10,109   X   1              4,371      3,653       2,085
 IDENIX PHARMACEUTICALS INC     COMMON   45166R204          38             3,883   X   2              3,883
 IDENIX PHARMACEUTICALS INC     COMMON   45166R204       7,730           789,545   X   1            789,545
 IHS INC-CLASS A                COMMON   451734107          13               138   X   1                138
 II-VI INC                      COMMON   902104108      15,037           635,828   X   1            604,506                 31,322
 IMPAX LABORATORIES INC         COMMON   45256B101      12,838           522,286   X   1            493,391                 28,895
 IMPERVA INC                    COMMON   45321L100       8,187           209,122   X   1            209,122
 IMPERVA INC                    COMMON   45321L100          48             1,229   X   2              1,229
 INFORMATICA CORP               COMMON   45666Q102       3,077            58,174   X   1             58,174
 INSULET CORP                   COMMON   45784P101      10,764           562,379   X   1            562,379
 INSULET CORP                   COMMON   45784P101          63             3,305   X   2              3,305
 INTEGRATED DEVICE TECH INC     COMMON   458118106         462            64,600   X   1             64,600
 INTEL CORP                     COMMON   458140100     898,236        31,954,321   X   1         31,949,721                  4,600
 INTEL CORP CVT                 CV BND   458140AD2     369,632        10,728,709   X   1          9,633,538    124,838     970,333
 INTEL CORP CVT                 CV BND   458140AD2      55,361         1,606,875   X   2          1,606,875
 INTERPUBLIC GROUP COS INC      COMMON   460690100         385            33,733   X   1             33,733
 INTERVAL LEISURE GROUP         COMMON   46113M108       1,287            73,985   X   2             73,985
 INTERVAL LEISURE GROUP         COMMON   46113M108      10,454           600,802   X   1            400,802                200,000
 INTERXION HOLDING NV           COMMON   N47279109      15,197           846,647   X   1            846,647
 INTERXION HOLDING NV           COMMON   N47279109          89             4,956   X   2              4,956
 INTL PAPER                     COMMON   460146103         442            12,600   X   2             12,600
 INTL PAPER                     COMMON   460146103         776            22,100   X   1             22,100
 INTUITIVE SURGICAL INC         COMMON   46120E602       4,522             8,347   X   1              8,347
 INVENSENSE INC                 COMMON   46123D205       2,889           159,600   X   1            159,600
 INVESCO LTD                    COMMON   G491BT108      16,798           629,840   X   1            228,381                401,459
 INVESCO LTD                    COMMON   G491BT108         126             4,742   X   2              4,742
 IPG PHOTONICS CORP             COMMON   44980X109      12,031           231,136   X   1            231,136
 IPG PHOTONICS CORP             COMMON   44980X109          71             1,359   X   2              1,359
 ISHARES IBOXX H/Y CORP BOND    Exchange 464288513         964            10,625   X   1             10,625
 ISHARES MSCI EAFE INDEX FUND   Exchange 464287465       1,320            24,056   X   1             24,056
 ISHARES MSCI EMERGING MKT INDE Exchange 464287234       1,447            33,705   X   1             33,705
 ISHARES MSCI JAPAN INDEX FUND  Exchange 464286848         320            31,450   X   2             31,450
 ISHARES MSCI JAPAN INDEX FUND  Exchange 464286848         358            35,150   X   1             35,150
 ISHARES MSCI MEXICO            Exchange 464286822         994            15,900   X   1             15,900
 ISHARES MSCI MEXICO            Exchange 464286822         950            15,200   X   2             15,200
 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655       7,950            96,000   X   1             96,000
 ISHARES SILVER TRUST           Exchange 46428Q109          63             2,000   X   1              2,000
 INTERSIL CORP		        COMMON   46069s109          84    CALL     7,500   X   1              7,500
 ITC HOLDINGS CORP              COMMON   465685105       8,773           114,026   X   1            108,385                  5,641
 ITT CORP                       COMMON   450911201       1,768            77,083   X   2             77,083
 ITT CORP                       COMMON   450911201      14,481           631,256   X   1            420,326                210,930
 J & J SNACK FOODS CORP         COMMON   466032109      13,881           264,606   X   1            250,989                 13,617
 JARDEN CORP                    COMMON   471109108      12,157           302,191   X   1            288,105                 14,086
 JAZZ PHARMACEUTICALS PLC       COMMON   G50871105           6               134   X   1                134
 JEFFERIES GROUP INC CVT        CV BND   472319AG7      15,181           421,238   X   1            313,292     23,988      83,958
 JIVE SOFTWARE INC              COMMON   47760A108       2,571            94,648   X   1             94,648
 JM SMUCKER CO                  COMMON   832696405      21,564           265,039   X   1            177,738                 87,301
 JM SMUCKER CO                  COMMON   832696405       2,627            32,288   X   2             32,288
 JOHN BEAN TECHNOLOGIES CORP    COMMON   477839104       1,000            61,712   X   2             61,712
 JOHN BEAN TECHNOLOGIES CORP    COMMON   477839104      13,541           835,872   X   1            650,374                185,498
 JOHNSON CONTROLS               COMMON   478366107      38,892         1,197,419   X   1          1,039,846                157,573
 JOHNSON CONTROLS               COMMON   478366107       1,079            33,226   X   2             33,226
 JONES LANG LASALLE INC         COMMON   48020Q107      13,755           165,108   X   1            156,260      2,863       5,985
 JOY GLOBAL INC                 COMMON   481165108          10               134   X   1                134
 JP MORGAN CHASE & CO           COMMON   46625H100     161,428         3,510,821   X   1          2,809,494                701,327
 JP MORGAN CHASE & CO           COMMON   46625H100       3,707            80,614   X   2             80,614
 KADANT INC                     COMMON   48282T104         926            38,890   X   2             38,890
 KADANT INC                     COMMON   48282T104       7,521           315,757   X   1            210,974                104,783
 KANSAS CITY SOUTHERN           COMMON   485170302       4,075            56,844   X   1             56,844
 KAR AUCTION SERVICES INC       COMMON   48238T109      14,851           916,191   X   1            869,275                 46,916
 KAYNE ANDERSON ENERGY DEV      Closed E 48660Q102          42             1,650   X   1              1,650
 KB HOME CORP                   COMMON   48666K109      11,110         1,248,275   X   1          1,210,500                 37,775
 KB HOME CORP                   COMMON   48666K109       8,006           899,590   X   2            899,590
 KELLOGG CO                     COMMON   487836108       6,460           120,459   X   1             82,024                 38,435
 KELLY SERVICES INC CL          COMMON   488152208       6,602           412,886   X   1            387,028                 25,858
 KEYCORP (NEW)                  COMMON   493267108      19,324         2,273,396   X   1          1,540,174                733,222
 KEYCORP (NEW)                  COMMON   493267108       2,310           271,758   X   2            271,758
 KIMCO REALTY CORP              COMMON   49446R109         376            19,526   X   1             19,526
 KINDER MORGAN MANAGEMENT LLC   COMMON   49455U100                             1   X   1                  1
 KIRBY CORP                     COMMON   497266106      35,163           534,468   X   1            418,990                115,478
 KIRBY CORP                     COMMON   497266106       2,553            38,809   X   2             38,809
 KLA-TENCOR CORPORATION         COMMON   482480100          12               220   X   1                220
 KOPPERS HOLDINGS INC           COMMON   50060P106       7,729           200,450   X   1            190,436                 10,014
 KROGER                         COMMON   501044101      11,345           468,208   X   1            175,052                293,156
 KROGER                         COMMON   501044101          84             3,463   X   2              3,463
 KULICKE & SOFFA CVT            CV BND   501242AT8      31,721         2,177,080   X   1          2,082,339     80,460      14,281
 KULICKE & SOFFA INDUSTRIES     COMMON   501242101      16,129         1,297,602   X   1            864,324                433,278
 KULICKE & SOFFA INDUSTRIES     COMMON   501242101       1,950           156,899   X   2            156,899
 LA-Z-BOY INC                   COMMON   505336107       8,793           587,795   X   1            558,392                 29,403
 LATTICE SEMICONDUCTOR CORP     COMMON   518415104      10,975         1,706,862   X   1          1,623,343                 83,519
 LEAR CORP                      COMMON   521865204      23,226           499,590   X   1            336,707                162,883
 LEAR CORP                      COMMON   521865204       2,802            60,278   X   2             60,278
 LEGG MASON INC                 COMMON   524901105      82,372         2,949,230   X   1          2,052,731                896,499
 LEGG MASON INC                 COMMON   524901105       1,225            43,873   X   2             43,873
 LEGGETT & PLATT INC            COMMON   524660107       4,804           208,785   X   1            198,993                  9,792
 LENNAR CORP                    COMMON   526057104      15,208           559,526   X   1            559,526
 LEVEL 3 COMMUNICATIONS 144A W  CV BND   52729NBQ2     248,557         7,054,252   X   1          6,603,771     97,592     352,889
 LEVEL 3 COMMUNICATIONS 144A W  CV BND   52729NBQ2       4,307           122,222   X   2            122,222
 LEVEL 3 COMMUNICATIONS CVT     CV BND   52729NBR0         848            28,610   X   2             28,610
 LEVEL 3 COMMUNICATIONS CVT     CV BND   52729NBR0      25,848           872,065   X   1            778,407     89,879       3,779
 LEVEL 3 COMMUNICATIONS CVT SER CV BND   52729NBP4     114,964         3,262,775   X   1          3,214,997     29,815      17,963
 LEVEL 3 COMMUNICATIONS CVT SER CV BND   52729NBP4       2,023            57,407   X   2             57,407
 LEVEL 3 COMMUNICATIONS INC     COMMON   52729N308         160             6,200   X   2              6,200
 LEVEL 3 COMMUNICATIONS INC     COMMON   52729N308         165             6,400   X   1              6,400
 LIBERTY INTERACTIVE CORP       COMMON   53071M104       4,612           241,567   X   2            241,567
 LIBERTY INTERACTIVE CORP       COMMON   53071M104      89,923         4,710,460   X   1          3,829,423                881,037
 LIBERTY MEDIA                  CORPORAT 530715AN1         326            19,897   X   2             19,897
 LIBERTY MEDIA                  CORPORAT 530715AN1      16,055           979,120   X   1            884,831      9,355      84,934
 LIBERTY MEDIA CORP - LIBER-A   COMMON   530322106      31,235           354,339   X   1            266,025                 88,314
 LIBERTY MEDIA CORP - LIBER-A   COMMON   530322106       2,652            30,081   X   2             30,081
 LIFE TIME FITNESS INC          COMMON   53217R207      18,251           360,904   X   1            360,904
 LIFE TIME FITNESS INC          COMMON   53217R207         108             2,129   X   2              2,129
 LIFEPOINT HOSPITALS INC CVT    CV BND   53219LAG4       2,238            36,426   X   1             24,502      2,123       9,801
 LIFEPOINT HOSPITALS INC CVT    CV BND   53219LAH2      13,851           255,947   X   1            197,729     10,717      47,501
 LINEAR TECHNOLOGY CORP         COMMON   535678106       1,333            39,555   X   1                                    39,555
 LINKEDIN CORP - A              COMMON   53578A108      20,118           197,251   X   1             97,583                 99,668
 LINKEDIN CORP - A              COMMON   53578A108         120             1,172   X   2              1,172
 LIQUIDITY SERVICES INC         COMMON   53635B107          83             1,842   X   2              1,842
 LIQUIDITY SERVICES INC         COMMON   53635B107      13,997           312,424   X   1            312,424
 LITTELFUSE INC                 COMMON   537008104      18,676           297,869   X   1            282,962                 14,907
 LIVE NATION ENTERTAINMENT INC  COMMON   538034109      17,406         1,851,728   X   1          1,452,917                398,811
 LIVE NATION ENTERTAINMENT INC  COMMON   538034109       1,205           128,162   X   2            128,162
 LKQ CORP                       COMMON   501889208          10               326   X   1                326
 LORILLARD                      COMMON   544147101         158             1,219   X   1              1,219
 LOWES COS                      COMMON   548661107      28,467           907,181   X   1            379,355                527,826
 LUCENT TECHNOLOGIES SERIES B C CV BND   549463AH0         633            41,954   X   2             41,954
 LUCENT TECHNOLOGIES SERIES B C CV BND   549463AH0      38,421         2,547,554   X   1          1,784,037     13,029     750,488
 LUFKIN INDS INC                COMMON   549764108      36,218           449,078   X   1            438,703                 10,375
 LUFKIN INDS INC                COMMON   549764108         101             1,256   X   2              1,256
 LULULEMON ATHLETICA INC        COMMON   550021109       2,920            39,099   X   1             39,099
 LUMBER LIQUIDATIORS HOLDINS IN COMMON   55003T107          93             3,714   X   2              3,714
 LUMBER LIQUIDATIORS HOLDINS IN COMMON   55003T107      15,797           629,121   X   1            629,121
 LUMINEX CORP                   COMMON   55027E102      13,314           570,201   X   1            570,201
 LUMINEX CORP                   COMMON   55027E102          78             3,342   X   2              3,342
 LYONDELLBASELL INDU-CL A       COMMON   N53745100         235             5,390   X   1              5,390
 M & T BANK CORP                COMMON   55261F104          59               682   X   1                682
 MACYS INC.                     COMMON   55616P104      27,730           697,957   X   1            259,030                438,927
 MACYS INC.                     COMMON   55616P104         206             5,182   X   2              5,182
 MADISON SQUARE GARDEN CO-A     COMMON   55826P100         295             8,614   X   1              8,614
 MAGELLAN HEALTH SERVICES INC   COMMON   559079207           1                22   X   1                 22
 MARATHON OIL CORP              COMMON   565849106         107             3,374   X   1              3,374
 MARKETAXESS HOLDINGS INC       COMMON   57060D108      15,721           421,594   X   1            398,964                 22,630
 MARRIOTT VACATIONS WORLD       COMMON   57164Y107      12,322           432,188   X   1            409,489                 22,699
 MARTIN MARIETTA MATERIALS      COMMON   573284106         160             1,868   X   1              1,868
 MASTEC INC                     COMMON   576323109          61             3,378   X   2              3,378
 MASTEC INC                     COMMON   576323109      10,403           575,049   X   1            575,049
 MASTERCARD INC-CLASS A         COMMON   57636Q104         936             2,225   X   1              1,151      1,074
 MATTEL INC                     COMMON   577081102         445            13,226   X   1             13,226
 MAXIM INTEGRATED PRODUCTS      COMMON   57772K101         457            15,980   X   1             15,980
 MAXWELL TECHNOLOGIES INC       COMMON   577767106      12,611           687,982   X   1            687,982
 MAXWELL TECHNOLOGIES INC       COMMON   577767106          75             4,087   X   2              4,087
 MCCORMICK & CO NON VTG         COMMON   579780206       6,847           125,796   X   1              6,575                119,221
 MCDONALDS                      COMMON   580135101          26               266   X   1                266
 MCGRATH RENTCORP               COMMON   580589109      19,070           593,902   X   1            564,843                 29,059
 MCKESSON CORP                  COMMON   58155Q103      18,234           207,747   X   1             84,891      4,766     118,090
 MCKESSON CORP                  COMMON   58155Q103         119             1,359   X   2              1,359
 MDC PARTNERS INC               COMMON   552697104       5,796           521,241   X   1            521,241
 MDC PARTNERS INC               COMMON   552697104          34             3,095   X   2              3,095
 MDU RESOURCES GROUP INC        COMMON   552690109         359            16,020   X   1             16,020
 MEADWESTVACO CORP              COMMON   583334107       2,431            76,943   X   1                                    76,943
 MEASUREMENT SPECIALTIES INC    COMMON   583421102          68             2,017   X   2              2,017
 MEASUREMENT SPECIALTIES INC    COMMON   583421102      11,327           336,112   X   1            336,112
 MEDCO HEALTH SOLUTIONS INC     COMMON   58405U102           4                50   X   1                 50
 MEDIVATION INC                 COMMON   58501N101       2,515            33,663   X   1             33,663
 MEDNAX INC                     COMMON   58502B106      30,586           411,274   X   1            329,916                 81,358
 MEDNAX INC                     COMMON   58502B106       1,958            26,331   X   2             26,331
 MEDTRONIC INC                  COMMON   585055106      24,202           617,548   X   1            251,466                366,082
 MELLANOX TECHNOLOGIES LTD      COMMON   M51363113         540            12,919   X   1             12,919
 MERCADOLIBRE INC               COMMON   58733R102       3,156            32,278   X   1             32,278
 MERCK & CO                     COMMON   58933Y105     141,933         3,696,180   X   1          2,790,056                906,124
 MERCK & CO                     COMMON   58933Y105       2,538            66,105   X   2             66,105
 METHODE ELECTRONICS INC        COMMON   591520200       5,570           600,171   X   1            570,304                 29,867
 METLIFE INC                    COMMON   59156R108       1,777            47,588   X   2             47,588
 METLIFE INC                    COMMON   59156R108      88,472         2,368,717   X   1          1,816,788                551,929
 METTLER-TOLEDO INTERNATIONAL   COMMON   592688105       2,582            13,976   X   2             13,976
 METTLER-TOLEDO INTERNATIONAL   COMMON   592688105      24,850           134,507   X   1             96,591                 37,916
 MICROCHIP TECHNOLOGY INC       COMMON   595017104         832            22,365   X   2             22,365
 MICROCHIP TECHNOLOGY INC       COMMON   595017104       6,773           182,080   X   1            121,252                 60,828
 MICRON TECHNOLOGY              COMMON   595112103         143            17,600   X   1             17,600
 MICRON TECHNOLOGY              COMMON   595112103         143            17,600   X   2             17,600
 MICRON TECHNOLOGY INC CVT      CV BND   595112AH6      78,226         5,408,872   X   1          4,377,339    333,773     697,760
 MICROS SYSTEMS INC             COMMON   594901100       2,362            42,724   X   2             42,724
 MICROS SYSTEMS INC             COMMON   594901100      19,609           354,658   X   1            239,446                115,212
 MICROSOFT CORP                 COMMON   594918104       1,984            61,531   X   2             61,531
 MICROSOFT CORP                 COMMON   594918104     473,280        14,675,345   X   1         12,575,849     12,008   2,087,488
 MID-AMARICA APARTMENT COMMUNIT COMMON   59522J103      16,177           241,334   X   1            230,007                 11,327
 MIDDLEBY CORP                  COMMON   596278101      20,851           206,083   X   1            164,980                 41,103
 MIDDLEBY CORP                  COMMON   596278101       1,366            13,499   X   2             13,499
 MIDDLESEX WATER CO             COMMON   596680108       7,630           403,942   X   1            385,339                 18,603
 MINERALS TECHNOLOGIES INC      COMMON   603158106      11,288           172,579   X   1            164,078                  8,501
 MOBILE MINI INC                COMMON   60740F105          75             3,553   X   2              3,553
 MOBILE MINI INC                COMMON   60740F105      12,572           595,279   X   1            595,279
 MONOTYPE IMAGING HOLDINGS IN   COMMON   61022P100       8,552           573,957   X   1            545,617                 28,340
 MONRO MUFFLER BRAKE INC        COMMON   610236101          10               243   X   1                243
 MONSTER BEVERAGE CORPORATION   COMMON   611740101       4,337            69,848   X   1             69,848
 MORGAN STANLEY                 COMMON   617446448         295            15,000   X   2             15,000
 MORGAN STANLEY                 COMMON   617446448         308            15,700   X   1             15,700
 MORGAN STANLEY EMERGING MKT    Closed E 61744H105       4,788           441,327   X   1            441,327
 MOTOROLA SOLUTIONS INC         COMMON   620076307      78,587         1,546,078   X   1          1,341,134                204,944
 MOTOROLA SOLUTIONS INC         COMMON   620076307       1,817            35,746   X   2             35,746
 MOVADO CORP INC                COMMON   624580106      15,357           625,542   X   1            594,495                 31,047
 MSCI INC-A                     COMMON   55354G100       8,468           230,056   X   1                                   230,056
 MYLAN LABS                     COMMON   628530107      34,635         1,476,962   X   1            697,076     14,982     764,904
 MYLAN LABS                     COMMON   628530107       1,674            71,375   X   2             71,375
 MYR GROUP INC/DELAWARE         COMMON   55405W104       7,189           402,518   X   1            382,355                 20,163
 NABORS INDUSTRIES LTD          COMMON   G6359F103         156             8,900   X   1              8,900
 NABORS INDUSTRIES LTD          COMMON   G6359F103         156             8,900   X   2              8,900
 NASDAQ OMX GROUP/THE           COMMON   631103108       3,582           138,302   X   2            138,302
 NASDAQ OMX GROUP/THE           COMMON   631103108      29,471         1,137,885   X   1            763,153                374,732
 NATIONAL FUEL GAS CO           COMMON   636180101         252             5,228   X   1              5,228
 NATIONAL OILWELL VARCO INC     COMMON   637071101         118             1,480   X   2              1,480
 NATIONAL OILWELL VARCO INC     COMMON   637071101      35,958           452,474   X   1            315,475      4,907     132,092
 NATIONAL RETAIL PROPERTIES INC COMMON   637417106      13,931           512,360   X   1            487,661                 24,699
 NAVISTAR INTL CORP CVT         CV BND   63934EAL2       4,041            72,901   X   2             72,901
 NAVISTAR INTL CORP CVT         CV BND   63934EAL2      35,071           632,733   X   1            586,088     15,018      31,627
 NCI BUILDING SYSTEMS INC       COMMON   628852204          57             4,921   X   2              4,921
 NCI BUILDING SYSTEMS INC       COMMON   628852204       9,542           828,981   X   1            828,981
 NETAPP INC                     COMMON   64110D104          12               275   X   1                275
 NETGEAR INC                    COMMON   64111Q104       2,503            65,531   X   2             65,531
 NETGEAR INC                    COMMON   64111Q104      34,057           891,540   X   1            697,154                194,386
 NETSUITE INC                   COMMON   64118Q107       1,925            38,276   X   1             38,276
 NEUROCRINE BIOSCIENCES INC     COMMON   64125C109       7,468           936,974   X   1            936,974
 NEUROCRINE BIOSCIENCES INC     COMMON   64125C109          44             5,510   X   2              5,510
 NEW YORK TIMES CL A            COMMON   650111107         849           125,000   X   1            125,000
 NEWELL RUBBERMAID INC          COMMON   651229106       4,453           250,000   X   1            250,000
 NEWPARK RESOURCES INC          COMMON   651718504          76             9,257   X   2              9,257
 NEWPARK RESOURCES INC          COMMON   651718504      13,034         1,591,492   X   1          1,591,492
 NOBLE ENERGY INC               COMMON   655044105         699             7,144   X   2              7,144
 NOBLE ENERGY INC               COMMON   655044105      42,132           430,881   X   1            281,142                149,739
 NORDSTROM INC                  COMMON   655664100       1,337            23,989   X   1             12,941     11,048
 NORFOLK SOUTHN CORP            COMMON   655844108      68,822         1,045,448   X   1            901,026                144,422
 NORFOLK SOUTHN CORP            COMMON   655844108       1,580            24,005   X   2             24,005
 NORTHEAST UTILITIES            COMMON   664397106         391            10,523   X   1             10,523
 NORTHROP GRUMMAN CORP          COMMON   666807102       1,721            28,178   X   2             28,178
 NORTHROP GRUMMAN CORP          COMMON   666807102      72,162         1,181,436   X   1          1,024,761                156,675
 NORTHWESTERN CORP              COMMON   668074305       6,063           170,980   X   1            162,573                  8,407
 NOVARTIS AG SPON ADR           ADR      66987V109      51,674           932,567   X   1            360,153                572,414
 NTELOS HOLDINGS CORP           COMMON   67020Q305       7,314           353,331   X   1            235,488                117,843
 NTELOS HOLDINGS CORP           COMMON   67020Q305         902            43,575   X   2             43,575
 NUANCE COMMUNICATIONS CVT      CV BND   67020YAB6       3,750           132,287   X   1            132,287
 NUANCE COMMUNICATIONS INC      COMMON   67020Y100       1,927            75,329   X   1             75,329
 NUCOR CORP                     COMMON   670346105          11               250   X   1                250
 NV ENERGY INC                  COMMON   67073Y106         144             8,925   X   1              8,925
 NXSTAGE MEDICAL INC            COMMON   67072V103      11,592           601,576   X   1            601,576
 NXSTAGE MEDICAL INC            COMMON   67072V103          69             3,560   X   2              3,560
 O'REILLY AUTOMOTIVE INC COMMON COMMON   67103H107       3,075            33,663   X   1             33,663
 OASIS PETROLEUM INC            COMMON   674215108      12,231           396,722   X   1            396,722
 OASIS PETROLEUM INC            COMMON   674215108          72             2,332   X   2              2,332
 OCCIDENTAL PETE                COMMON   674599105       1,309            13,747   X   1             11,388                  2,359
 OCEANEERING INTL INC           COMMON   675232102      53,945         1,001,019   X   1            832,539                168,480
 OCEANEERING INTL INC           COMMON   675232102       3,195            59,293   X   2             59,293
 OLD DOMINION FREIGHT LINE      COMMON   679580100      17,098           358,666   X   1            340,553                 18,113
 OLD REPUBLIC INTL CORP CVT     CV BND   680223AH7      17,531         1,143,917   X   2          1,143,917
 OLD REPUBLIC INTL CORP CVT     CV BND   680223AH7     367,423        23,975,282   X   1         23,686,327      6,114     282,842
 OLIN                           COMMON   680665205      10,840           498,392   X   1            473,693                 24,699
 OMEGA HEALTHCARE INVESTORS     COMMON   681936100      16,073           756,023   X   1            718,211                 37,812
 OMNICARE INC CVT               CV BND   681904AL2      59,963           782,389   X   1            596,700     37,376     148,313
 OMNICARE INC CVT               CV BND   681904AL2       2,853            37,226   X   2             37,226
 OMNICARE INC CVT               CV BND   681904AN8      98,400         2,468,689   X   1          2,431,519     20,407      16,763
 OMNICOM GROUP                  COMMON   681919106       1,375            27,146   X   2             27,146
 OMNICOM GROUP                  COMMON   681919106      91,495         1,806,411   X   1          1,266,216                540,195
 ONEOK INC                      COMMON   682680103         235             2,875   X   1              2,875
 ONYX PHARMACEUTICALS           COMMON   683399109           8               212   X   1                212
 OPENTABLE INC                  COMMON   68372A104         408            10,085   X   1             10,085
 OPTIMER PHARMACEUTICALS INC    COMMON   68401H104       9,192           661,309   X   1            661,309
 OPTIMER PHARMACEUTICALS INC    COMMON   68401H104          54             3,867   X   2              3,867
 ORACLE CORP                    COMMON   68389X105     206,459         7,080,226   X   1          4,318,295              2,761,931
 ORACLE CORP                    COMMON   68389X105       1,998            68,507   X   2             68,507
 OWENS-ILLINOIS INC             COMMON   690768403      36,382         1,558,787   X   1          1,464,234     31,083      63,470
 OWENS-ILLINOIS INC             COMMON   690768403         606            25,966   X   2             25,966
 OXFORD INDUSTRIES INC          COMMON   691497309      12,913           254,098   X   1            254,098
 OXFORD INDUSTRIES INC          COMMON   691497309          75             1,484   X   2              1,484
 PANERA BREAD CO CL A           COMMON   69840W108      13,509            83,951   X   1             83,951
 PANERA BREAD CO CL A           COMMON   69840W108          60               371   X   2                371
 PEABODY ENERGY CORP CVT        CV BND   704549AG9      35,953           650,351   X   1            507,203     22,082     121,066
 PEABODY ENERGY CORP CVT        CV BND   704549AG9      13,164           238,127   X   2            238,127
 PEETS COFFEE & TEA INC         COMMON   705560100       5,069            68,782   X   1             68,782
 PEETS COFFEE & TEA INC         COMMON   705560100          30               405   X   2                405
 PENSKE AUTO GROUP INC          COMMON   70959W103         299            12,125   X   1             12,125
 PEOPLES UNITED FINANCIAL INC   COMMON   712704105         124             9,398   X   1              9,398
 PEPSICO INC                    COMMON   713448108      93,103         1,403,211   X   1          1,235,903                167,308
 PEPSICO INC                    COMMON   713448108       2,096            31,597   X   2             31,597
 PERFICIENT INC                 COMMON   71375U101       7,249           603,598   X   1            573,410                 30,188
 PERRIGO CO                     COMMON   714290103      22,713           219,849   X   1             98,671      5,391     115,787
 PERRIGO CO                     COMMON   714290103         136             1,317   X   2              1,317
 PETROLEUM DEVELOPMENT CORP     COMMON   716578109      11,325           305,348   X   1            305,348
 PETROLEUM DEVELOPMENT CORP     COMMON   716578109          67             1,813   X   2              1,813
 PETSMART INC                   COMMON   716768106       3,916            68,438   X   1             68,438
 PFIZER INC                     COMMON   717081103       2,702           119,223   X   2            119,223
 PFIZER INC                     COMMON   717081103     128,768         5,682,601   X   1          4,142,345              1,540,256
 PHILIP MORRIS INTERNATIONAL IN COMMON   718172109         576             6,500   X   2              6,500
 PHILIP MORRIS INTERNATIONAL IN COMMON   718172109       1,216            13,725   X   1             13,725
 PINNACLE FINANCIAL PARTNERS    COMMON   72346Q104       8,065           439,501   X   1            417,680                 21,821
 PIONEER NATURAL RESOURCE CVT   CV BND   723787AH0         825             5,925   X   1                                     5,925
 PITNEY BOWES                   COMMON   724479100         153             8,700   X   1              8,700
 PITNEY BOWES                   COMMON   724479100         148             8,400   X   2              8,400
 PLAINS EXPLORATION & PRODUCT   COMMON   726505100         438            10,264   X   1             10,264
 PNC FINANCIAL SERVICES         COMMON   693475105     129,110         2,002,020   X   1          1,616,890                385,130
 PNC FINANCIAL SERVICES         COMMON   693475105       2,281            35,374   X   2             35,374
 POPULAR INC                    COMMON   733174106       9,434         4,602,016   X   1          4,376,755                225,261
 POTLATCH CORP                  COMMON   737630103      24,411           778,919   X   1            610,508                168,411
 POTLATCH CORP                  COMMON   737630103       1,775            56,635   X   2             56,635
 POWERSHARES DB COMMODITY INDEX Exchange 73935S105         432            15,000   X   2             15,000
 POWERSHARES DB COMMODITY INDEX Exchange 73935S105         628            21,820   X   1             21,820
 PPG INDS                       COMMON   693506107     313,999         3,277,651   X   1          3,231,141                 46,510
 PPL CORPORATION                COMMON   69351T106      54,933         1,943,830   X   1          1,686,846                256,984
 PPL CORPORATION                COMMON   69351T106       1,312            46,416   X   2             46,416
 PRAXAIR INC                    COMMON   74005P104      19,105           166,650   X   1            157,947      4,157       4,546
 PRECISION CASTPARTS            COMMON   740189105      19,687           113,863   X   1             70,760      4,139      38,964
 PRECISION CASTPARTS            COMMON   740189105          77               444   X   2                444
 PRESTIGE BRANDS HOLDINGS INC   COMMON   74112D101       1,326            75,884   X   2             75,884
 PRESTIGE BRANDS HOLDINGS INC   COMMON   74112D101      10,783           616,885   X   1            411,241                205,644
 PRICE (T ROWE) ASSOCIATES      COMMON   74144T108       3,269            50,060   X   1             42,025      8,035
 PRICELINE.COM INC              COMMON   741503403      53,325            74,321   X   1             49,247      1,345      23,729
 PRICELINE.COM INC              COMMON   741503403         193               269   X   2                269
 PRIMORIS SERVICES CORP         COMMON   74164F103       1,809           112,658   X   1             83,166                 29,492
 PROASSURANCE CORP              COMMON   74267C106      17,098           194,056   X   1            184,658                  9,398
 PROCTER & GAMBLE               COMMON   742718109      43,219           643,038   X   1            265,731      3,360     373,947
 PROCTER & GAMBLE               COMMON   742718109         161             2,400   X   2              2,400
 PROGRESS SOFTWARE CORP         COMMON   743312100       6,410           271,384   X   1            257,492                 13,892
 PROLOGIS INC                   COMMON   74340W103         163             4,532   X   1              4,532
 PROLOGIS INC CVT               CV BND   74340XAT8     105,150         2,400,378   X   1          2,303,278      1,033      96,067
 PROLOGIS INC CVT               CV BND   74340XAT8       2,082            47,517   X   2             47,517
 PROSPERITY BANCSHARES INC      COMMON   743606105       1,974            43,104   X   2             43,104
 PROSPERITY BANCSHARES INC      COMMON   743606105      30,819           672,899   X   1            540,519                132,380
 PRUDENTIAL FINANCIAL INC       COMMON   744320102      15,991           252,265   X   1             90,864                161,401
 PRUDENTIAL FINANCIAL INC       COMMON   744320102         119             1,884   X   2              1,884
 PUB SVC ENTERPRISE GROUP INC   COMMON   744573106                             1   X   1                                         1
 PVH CORPORATION                COMMON   693656100          13               141   X   1                141
 PYXIS CREDIT STRATEGIES FUND   Closed E 74734W107       8,630         1,361,139   X   1          1,361,139
 QEP RESOURCES INC              COMMON   74733V100      17,250           565,566   X   1            378,163                187,403
 QEP RESOURCES INC              COMMON   74733V100       2,120            69,495   X   2             69,495
 QLIK TECHNOLOGIES INC          COMMON   74733T105      13,714           428,551   X   1            428,551
 QLIK TECHNOLOGIES INC          COMMON   74733T105          81             2,537   X   2              2,537
 QLOGIC CORP                    COMMON   747277101      23,135         1,302,648   X   1            999,999                302,649
 QLOGIC CORP                    COMMON   747277101       1,814           102,161   X   2            102,161
 QUAKER CHEMICAL CORP           COMMON   747316107       3,773            95,636   X   1             63,695                 31,941
 QUAKER CHEMICAL CORP           COMMON   747316107         464            11,762   X   2             11,762
 QUALCOMM INC                   COMMON   747525103     144,565         2,125,324   X   1            978,715     10,489   1,136,120
 QUALCOMM INC                   COMMON   747525103         416             6,115   X   2              6,115
 QUESTAR CORP                   COMMON   748356102       1,633            84,801   X   2             84,801
 QUESTAR CORP                   COMMON   748356102      13,288           689,951   X   1            460,061                229,890
 QUESTCOR PHARMACEUTICALS       COMMON   74835Y101       7,976           212,017   X   1            212,017
 QUESTCOR PHARMACEUTICALS       COMMON   74835Y101          47             1,251   X   2              1,251
 RACKSPACE HOSTING INC          COMMON   750086100       7,078           122,471   X   1            122,471
 RAVEN INDUSTRIES INC           COMMON   754212108      13,077           214,343   X   1            203,696                 10,647
 RAYMOND JAMES FINANCIAL INC    COMMON   754730109      20,095           550,097   X   1            401,614                148,483
 RAYMOND JAMES FINANCIAL INC    COMMON   754730109       2,715            74,336   X   2             74,336
 RBC BEARINGS INC               COMMON   75524B104         101             2,199   X   2              2,199
 RBC BEARINGS INC               COMMON   75524B104      31,189           676,103   X   1            660,929                 15,174
 RED HAT INC                    COMMON   756577102      12,049           201,187   X   1             83,652                117,535
 RED HAT INC                    COMMON   756577102          83             1,384   X   2              1,384
 REGENERON PHARMACEUTICALS      COMMON   75886F107           8                70   X   1                 70
 REINSURANCE GRP OF AMERI-A     COMMON   759351604      15,172           255,121   X   1            242,147                 12,974
 RELIANCE STEEL & ALUMINUM CO   COMMON   759509102      38,782           686,653   X   1            536,974                149,679
 RELIANCE STEEL & ALUMINUM CO   COMMON   759509102       2,796            49,513   X   2             49,513
 RENT-A-CENTER INC              COMMON   76009N100      11,742           311,038   X   1            295,759                 15,279
 ROBBINS & MYERS INC            COMMON   770196103         109             2,096   X   2              2,096
 ROBBINS & MYERS INC            COMMON   770196103      18,695           359,180   X   1            359,180
 ROBERT HALF INTL INC           COMMON   770323103       1,352            44,611   X   2             44,611
 ROBERT HALF INTL INC           COMMON   770323103      11,088           365,937   X   1            243,435                122,502
 ROCK-TENN CO CL A              COMMON   772739207         972            14,380   X   1             11,478      2,902
 ROCKWELL AUTOMATION INC        COMMON   773903109      13,597           170,606   X   1             87,207                 83,399
 ROCKWELL AUTOMATION INC        COMMON   773903109          79               985   X   2                985
 ROFIN SINAR TECHNOLOGIES INC   COMMON   775043102       9,565           362,713   X   1            343,762                 18,951
 ROGERS CORP                    COMMON   775133101       8,409           217,019   X   1            206,671                 10,348
 ROLLINS INC                    COMMON   775711104      22,871         1,074,742   X   1            937,833                136,909
 ROLLINS INC                    COMMON   775711104         769            36,148   X   2             36,148
 ROPER INDUSTRIES INC           COMMON   776696106          80               806   X   2                806
 ROPER INDUSTRIES INC           COMMON   776696106      11,560           116,581   X   1             43,575      4,704      68,302
 ROSETTA RESOURCES INC          COMMON   777779307          78             1,607   X   2              1,607
 ROSETTA RESOURCES INC          COMMON   777779307      16,314           334,585   X   1            334,585
 ROSS STORES INC                COMMON   778296103         168             2,898   X   2              2,898
 ROSS STORES INC                COMMON   778296103      25,986           447,261   X   1            199,558                247,703
 ROYAL DUTCH SHELL PLC-ADR A    ADR      780259206       1,248            17,800   X   2             17,800
 ROYAL DUTCH SHELL PLC-ADR A    ADR      780259206     243,337         3,469,794   X   1          3,463,648                  6,146
 ROYAL GOLD INC                 COMMON   780287108          20               300   X   1                300
 RUSH ENTERPRISES INC CL A      COMMON   781846209      12,895           607,666   X   1            577,265                 30,401
 S^P 500 ETF TRUST              Exchange 78462F103         946             6,715   X   1                                     6,715
 SABRA HEALTH CARE REIT INC     COMMON   78573L106       2,436           148,151   X   2            148,151
 SABRA HEALTH CARE REIT INC     COMMON   78573L106      19,752         1,201,471   X   1            800,642                400,829
 SALESFORCE.COM INC             COMMON   79466L302       1,035             6,696   X   1              3,578      3,118
 SALIX PHARMACEUTICALS LTD      COMMON   795435106           9               170   X   1                170
 SALLY BEAUTY HLDGS INC         COMMON   79546E104      60,321         2,432,282   X   1          1,898,315                533,967
 SALLY BEAUTY HLDGS INC         COMMON   79546E104       4,445           179,218   X   2            179,218
 SANDISK CORP                   COMMON   80004C101         603            12,159   X   1             12,159
 SANDISK CORP CVT               CV BND   80004CAD3      10,784           173,938   X   1            101,766     20,811      51,360
 SANDISK CORP CVT               CV BND   80004CAD3       1,622            26,158   X   2             26,158
 SANOFI                         ADR      80105N105       1,865            48,140   X   2             48,140
 SANOFI                         ADR      80105N105      75,731         1,954,357   X   1          1,770,760                183,597
 SARA LEE                       COMMON   803111103       1,802            83,682   X   2             83,682
 SARA LEE                       COMMON   803111103      93,369         4,336,711   X   1          3,239,667              1,097,044
 SCANSOURCE INC                 COMMON   806037107      15,638           419,036   X   1            398,405                 20,631
 SCHLUMBERGER LTD               COMMON   806857108     134,043         1,916,820   X   1          1,353,326      4,509     558,985
 SCHLUMBERGER LTD               COMMON   806857108       1,724            24,660   X   2             24,660
 SCHWAB CHARLES CORP            COMMON   808513105          58             4,067   X   2              4,067
 SCHWAB CHARLES CORP            COMMON   808513105       7,749           539,246   X   1            194,599                344,647
 SEI INVESTMENTS CO             COMMON   784117103      78,052         3,772,463   X   1          1,480,399              2,292,064
 SEMTECH CORP                   COMMON   816850101      14,155           497,351   X   1            472,583                 24,768
 SERVICESOURCE INTERNATIONAL    COMMON   81763U100      11,720           757,110   X   1            757,110
 SERVICESOURCE INTERNATIONAL    COMMON   81763U100          69             4,449   X   2              4,449
 SHAW GROUP INC                 COMMON   820280105           9               270   X   1                270
 SHUFFLE MASTER INC             COMMON   825549108       9,101           517,090   X   1            517,090
 SHUFFLE MASTER INC             COMMON   825549108          53             3,024   X   2              3,024
 SIGNATURE BANK                 COMMON   82669G104          87             1,379   X   2              1,379
 SIGNATURE BANK                 COMMON   82669G104      31,339           497,132   X   1            484,081                 13,051
 SILICON LABS INC               COMMON   826919102      13,249           308,111   X   1            308,111
 SILICON LABS INC               COMMON   826919102          79             1,829   X   2              1,829
 SIMON PROPERTY GROUP INC       COMMON   828806109      25,094           172,255   X   1            172,255
 SIX FLAGS ENTERTAINMENT CORP   COMMON   83001A102      23,232           496,732   X   1            387,938                108,794
 SIX FLAGS ENTERTAINMENT CORP   COMMON   83001A102       1,778            38,010   X   2             38,010
 SKYWORKS SOLUTIONS INC         COMMON   83088M102      12,976           469,311   X   1            451,576                 17,735
 SM ENERGY CO                   COMMON   78454L100         898            12,695   X   2             12,695
 SM ENERGY CO                   COMMON   78454L100      50,622           715,308   X   1            494,556                220,752
 SOLARWINDS INC                 COMMON   83416B109       2,933            75,896   X   1             75,896
 SOURCEFIRE INC                 COMMON   83616T108         103             2,147   X   2              2,147
 SOURCEFIRE INC                 COMMON   83616T108      20,325           422,291   X   1            422,291
 SOUTHWEST AIRLINES             COMMON   844741108       1,648           200,000   X   1            200,000
 SOUTHWESTERN ENERGY CO         COMMON   845467109          65             2,136   X   2              2,136
 SOUTHWESTERN ENERGY CO         COMMON   845467109       8,658           282,937   X   1            102,261                180,676
 SOVRAN SELF STORAGE INC        COMMON   84610H108      15,901           319,111   X   1            303,158                 15,953
 SPARTAN STORES INC             COMMON   846822104      12,892           711,470   X   1            676,954                 34,516
 SPDR BARCLAYS CAPITAL HIGH     Exchange 78464A417       3,164            80,366   X   1             80,366
 SPDR GOLD TRUST                Exchange 78463V107         430             2,650   X   1              2,650
 SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458         160             6,700   X   1              6,700
 SPECTRA ENERGY CORP W/I        COMMON   847560109       4,456           141,249   X   1            141,249
 SPX CORP                       COMMON   784635104         440             5,677   X   1              5,677
 S^P 500 ETF TRUST	        COMMON   78462F103      22,036    PUT    156,500   X   2            156,500
 S^P 500 ETF TRUST  		COMMON   78462F103      29,006    PUT    206,000   X   1            206,000
 S^P 500 ETF TRUST  		COMMON   78462F103      45,059    PUT    320,000   X   1            320,000
 SS^C TECHNOLOGIES HOLDINGS     COMMON   78467J100      17,331           742,872   X   1            706,517                 36,355
 STANDARD PARKING CORP          COMMON   853790103      14,659           715,094   X   1            679,364                 35,730
 STANLEY BLACK & DECKER INC     COMMON   854502101      77,614         1,008,496   X   1            875,172                133,324
 STANLEY BLACK & DECKER INC     COMMON   854502101       1,856            24,111   X   2             24,111
 STARBUCKS CORP                 COMMON   855244109       1,751            31,333   X   1             16,350     14,983
 STARWOOD HOTELS & RESORTS TR   COMMON   85590A401         999            17,718   X   1              7,367      6,529       3,822
 STATE STREET CORP              COMMON   857477103         999            21,956   X   2             21,956
 STATE STREET CORP              COMMON   857477103      87,076         1,913,755   X   1          1,659,078                254,677
 STEEL DYNAMICS INC CVT         CV BND   858119AP5       3,441           172,935   X   2            172,935
 STEEL DYNAMICS INC CVT         CV BND   858119AP5      12,636           635,043   X   1            526,496      9,117      99,430
 STIFEL FINANCIAL CORP          COMMON   860630102      33,862           894,868   X   1            847,381                 47,487
 STIFEL FINANCIAL CORP          COMMON   860630102          88             2,328   X   2              2,328
 SUNCOKE ENERGY INC             COMMON   86722A103       9,395           661,170   X   1            628,091                 33,079
 SUNTRUST BANK                  COMMON   867914103         164             6,800   X   1              6,800
 SUNTRUST BANK                  COMMON   867914103         164             6,800   X   2              6,800
 SUPERMEDIA INC                 COMMON   868447103         341           142,474   X   1            142,474
 SURMODICS INC                  COMMON   868873100       4,169           271,247   X   1            258,119                 13,128
 SVB FINANCIAL GROUP            COMMON   78486Q101      14,429           224,264   X   1            224,264
 SVB FINANCIAL GROUP            COMMON   78486Q101          85             1,319   X   2              1,319
 SOUTHWESTERN ENERGY CO	        COMMON   845467109      61,200   CALL      2,000   X   1              2,000
 SXC HEALTH SOLUTIONS CORP      COMMON   78505P100         103             1,368   X   2              1,368
 SXC HEALTH SOLUTIONS CORP      COMMON   78505P100      19,528           260,512   X   1            260,512
 SYNOPSYS INC                   COMMON   871607107      21,993           717,331   X   1            481,416                235,915
 SYNOPSYS INC                   COMMON   871607107       2,668            87,008   X   2             87,008
 TARGET CORP                    COMMON   87612E106      54,387           933,370   X   1            770,796                162,574
 TARGET CORP                    COMMON   87612E106       1,184            20,314   X   2             20,314
 TE CONNECTIVITY LTD            COMMON   H84989104         311             8,467   X   1              8,467
 TEAM HEALTH HOLDINGS INC       COMMON   87817A107          84             4,079   X   2              4,079
 TEAM HEALTH HOLDINGS INC       COMMON   87817A107      14,053           683,503   X   1            683,503
 TEAM INC                       COMMON   878155100       7,110           229,722   X   1            218,330                 11,392
 TELECOM ITALIA SPA - SP ADR    ADR      87927Y102       2,671           225,000   X   1            225,000
 TELECOM ITALIA SPA-SPON ADR    ADR      87927Y201      37,668         3,871,339   X   1          3,871,339
 TELEFLEX INC                   COMMON   879369106      11,932           195,128   X   1            186,014                  9,114
 TELEFONICA DE ESPANA ADR       ADR      879382208     389,389        23,728,752   X   1         23,703,054                 25,698
 TELEFONICA DE ESPANA ADR       ADR      879382208       8,083           492,553   X   2            492,553
 TENNECO AUTOMOTIVE             COMMON   880349105          87             2,355   X   2              2,355
 TENNECO AUTOMOTIVE             COMMON   880349105      26,569           715,183   X   1            698,073                 17,110
 TERADATA CORP                  COMMON   88076W103      23,419           343,640   X   1            228,672                114,968
 TERADATA CORP                  COMMON   88076W103       2,856            41,908   X   2             41,908
 TERADYNE INC                   COMMON   880770102      14,309           847,171   X   1            805,263                 41,908
 TERADYNE INC CVT               CV BND   880770AE2       4,448           259,361   X   1            259,361
 TEVA PHARMACEUTICALS -SP ADR   ADR      881624209         103             2,288   X   1              2,288
 TEXAS CAPITAL BANCSHARES INC   COMMON   88224Q107      13,684           395,252   X   1            395,252
 TEXAS CAPITAL BANCSHARES INC   COMMON   88224Q107          81             2,331   X   2              2,331
 TEXAS INSTRUMENTS              COMMON   882508104       1,660            49,391   X   2             49,391
 TEXAS INSTRUMENTS              COMMON   882508104      95,066         2,828,507   X   1          2,135,048                693,459
 TEXAS ROADHOUSE INC CLASS A    COMMON   882681109      13,335           801,390   X   1            801,390
 TEXAS ROADHOUSE INC CLASS A    COMMON   882681109          78             4,713   X   2              4,713
 THE MOSAIC CO                  COMMON   61945C103         155             2,800   X   1              2,800
 THE MOSAIC CO                  COMMON   61945C103         155             2,800   X   2              2,800
 THERMON GROUP HOLDINGS INC     COMMON   88362T103          23             1,132   X   2              1,132
 THERMON GROUP HOLDINGS INC     COMMON   88362T103       3,924           191,866   X   1            191,866
 THOMAS & BETTS                 COMMON   884315102       2,554            35,515   X   1             26,047                  9,468
 TIDEWATER                      COMMON   886423102                             1   X   1                                         1
 TIME WARNER CABLE CL A         COMMON   88732J207         290             3,561   X   1              3,561
 TIME WARNER INC                COMMON   887317303                             1   X   1                                         1
 TIMKEN CO                      COMMON   887389104       3,322            65,470   X   1             65,470
 TORNIER NV                     COMMON   N87237108         104             4,034   X   2              4,034
 TORNIER NV                     COMMON   N87237108      17,450           678,979   X   1            678,979
 TOTAL FINA ELF SA -SP ADR      ADR      89151E109       2,966            58,028   X   1             58,027                      1
 TRACTOR SUPPLY CO              COMMON   892356106       2,996            33,081   X   1             33,081
 TRANSDIGM GROUP INC            COMMON   893641100          87               753   X   2                753
 TRANSDIGM GROUP INC            COMMON   893641100      16,297           140,783   X   1             73,651      2,565      64,567
 TRANSOCEAN LTD                 COMMON   H8817H100       1,470            26,882   X   2             26,882
 TRANSOCEAN LTD                 COMMON   H8817H100      63,660         1,163,798   X   1          1,033,292                130,506
 TRAVELERS COS INC/THE          COMMON   89417E109      71,298         1,204,353   X   1            913,639                290,714
 TRAVELERS COS INC/THE          COMMON   89417E109       1,450            24,492   X   2             24,492
 TRIMAS CORP                    COMMON   896215209      17,151           766,010   X   1            511,793                254,217
 TRIMAS CORP                    COMMON   896215209       2,099            93,766   X   2             93,766
 TRINITY INDUSTRIES INC CVT     CV BND   896522AF6     159,017         2,840,303   X   1          2,324,233     40,691     475,379
 TRINITY INDUSTRIES INC CVT     CV BND   896522AF6      23,184           414,110   X   2            414,110
 TRIUMPH GROUP INC              COMMON   896818101      13,985           223,190   X   1            223,190
 TRIUMPH GROUP INC              COMMON   896818101          83             1,318   X   2              1,318
 TRW AUTOMOTIVE HOLDINGS CORP   COMMON   87264S106         153             3,300   X   1              3,300
 TRW AUTOMOTIVE HOLDINGS CORP   COMMON   87264S106         153             3,300   X   2              3,300
 TRW AUTOMOTIVE INC CVT         CV BND   87264MAH2       1,914            37,054   X   1             35,362                  1,692
 TRW AUTOMOTIVE INC CVT         CV BND   87264MAH2         393             7,614   X   2              7,614
 UAL CORP CVT                   CV BND   902549AH7         924            30,948   X   2             30,948
 UAL CORP CVT                   CV BND   902549AH7      33,847         1,133,291   X   1          1,062,508      7,048      63,735
 UDR                            COMMON   902653104      13,019           487,431   X   1            462,294                 25,137
 UGI CORP                       COMMON   902681105      10,097           370,525   X   1            352,387                 18,138
 UIL HLDGS CORP                 COMMON   902748102      12,150           349,548   X   1            331,146                 18,402
 ULTA SALON COSMETICS & FRAGR   COMMON   90384S303      17,145           184,572   X   1            184,572
 ULTA SALON COSMETICS & FRAGR   COMMON   90384S303          76               816   X   2                816
 ULTIMATE SOFTWARE GROUP INC.   COMMON   90385D107      16,559           225,974   X   1            225,974
 ULTIMATE SOFTWARE GROUP INC.   COMMON   90385D107          98             1,333   X   2              1,333
 UNDER ARMOUR INC-CLASS A       COMMON   904311107       2,762            29,387   X   1             29,387
 UNILEVER NV ADR                ADR      904784709       1,180            34,681   X   2             34,681
 UNILEVER NV ADR                ADR      904784709      44,774         1,315,716   X   1          1,176,039                139,677
 UNITED PARCEL SERVICE CL B     COMMON   911312106      66,251           820,748   X   1            346,452      5,300     468,996
 UNITED RENTALS INC             COMMON   911363109       3,431            80,000   X   1             80,000
 UNITED TECHNOLOGIES            COMMON   913017109      19,314           232,873   X   1             83,767                149,106
 UNITED TECHNOLOGIES            COMMON   913017109         146             1,756   X   2              1,756
 UNITEDHEALTH GROUP             COMMON   91324P102     129,759         2,201,541   X   1          1,683,462      8,853     509,226
 UNITEDHEALTH GROUP             COMMON   91324P102       2,601            44,131   X   2             44,131
 UNIVERSAL HEALTH SERVICES CL B COMMON   913903100      15,779           376,509   X   1            245,767                130,742
 UNIVERSAL HEALTH SERVICES CL B COMMON   913903100       2,007            47,890   X   2             47,890
 UNUM GROUP                     COMMON   91529Y106       1,471            60,103   X   2             60,103
 UNUM GROUP                     COMMON   91529Y106      76,751         3,135,270   X   1          2,315,308                819,962
 US BANCORP                     COMMON   902973304      54,480         1,719,683   X   1          1,491,903                227,780
 US BANCORP                     COMMON   902973304       1,303            41,141   X   2             41,141
 US STEEL CORP CVT              CV BND   912909AE8      41,388         1,098,038   X   1          1,098,038
 VAIL RESORTS INC               COMMON   91879Q109           9               212   X   1                212
 VALEANT PHARMACEUTICALS INTERN COMMON   91911K102     441,163         8,216,853   X   1          7,923,346     33,518     259,989
 VALEANT PHARMACEUTICALS INTERN COMMON   91911K102       4,466            83,177   X   2             83,177
 VERISK ANALYTICS INC-CL A      COMMON   92345Y106      30,328           645,698   X   1            394,990                250,708
 VERISK ANALYTICS INC-CL A      COMMON   92345Y106       2,394            50,967   X   2             50,967
 VERIZON COMMUNICATIONS         COMMON   92343V104       1,062            27,785   X   2             27,785
 VERIZON COMMUNICATIONS         COMMON   92343V104       5,465           142,963   X   1             70,566                 72,397
 VERTEX PHARMACEUTICALS CVT     CV BND   92532FAN0     112,269         2,005,855   X   1          1,506,772     26,418     472,665
 VERTEX PHARMACEUTICALS CVT     CV BND   92532FAN0      34,261           612,129   X   2            612,129
 VERTEX PHARMACEUTICALS INC     COMMON   92532F100     163,307         3,982,117   X   1          3,832,887     52,532      96,698
 VIACOM INC CL B                COMMON   92553P201      69,370         1,461,657   X   1          1,272,636                189,021
 VIACOM INC CL B                COMMON   92553P201       1,601            33,740   X   2             33,740
 VIROPHARMA INC                 COMMON   928241108          11               371   X   1                371
 VIRTUS INVESTMENT PARTNERS     COMMON   92828Q109       1,820            21,221   X   2             21,221
 VIRTUS INVESTMENT PARTNERS     COMMON   92828Q109      14,892           173,604   X   1            115,689                 57,915
 VISA INC-CLASS A SHRS          COMMON   92826C839     104,937           889,296   X   1            352,214                537,082
 VISTAPRINT NV                  COMMON   N93540107      11,340           293,397   X   1              2,894                290,503
 VITAMIN SHOPPE INC             COMMON   92849E101          81             1,822   X   2              1,822
 VITAMIN SHOPPE INC             COMMON   92849E101      13,775           311,590   X   1            311,590
 VIVUS INC                      COMMON   928551100          26             1,154   X   2              1,154
 VIVUS INC                      COMMON   928551100       4,408           197,146   X   1            197,146
 VMWARE INC-CLASS A             COMMON   928563402          92               821   X   2                821
 VMWARE INC-CLASS A             COMMON   928563402      23,274           207,123   X   1            135,415                 71,708
 VODAFONE GROUP PLC             ADR      92857W209      75,932         2,744,217   X   1          2,489,272                254,945
 VODAFONE GROUP PLC             ADR      92857W209       2,654            95,907   X   2             95,907
 VOLCANO CORP                   COMMON   928645100          76             2,684   X   2              2,684
 VOLCANO CORP                   COMMON   928645100      12,894           454,831   X   1            454,831
 VOLTERRA SEMICONDUCTOR CORP    COMMON   928708106          45             1,305   X   2              1,305
 VOLTERRA SEMICONDUCTOR CORP    COMMON   928708106       7,664           222,686   X   1            222,686
 VERTEX PHARMACEUTICALS INC     COMMON   92532F100       2,009   PUT      49,000   X   1             49,000
 VULCAN MATER                   COMMON   929160109         835            19,552   X   2             19,552
 VULCAN MATER                   COMMON   929160109      34,890           816,516   X   1            707,384                109,132
 W R GRACE & CO                 COMMON   38388F108       1,814            31,380   X   2             31,380
 W R GRACE & CO                 COMMON   38388F108      35,671           617,138   X   1            514,076                103,062
 WABCO HOLDINGS INC             COMMON   92927K102       2,033            33,615   X   2             33,615
 WABCO HOLDINGS INC             COMMON   92927K102      16,625           274,885   X   1            183,548                 91,337
 WABTEC                         COMMON   929740108       6,587            87,396   X   1             83,320                  4,076
 WAL-MART STORES INC            COMMON   931142103      11,502           187,935   X   1             67,673                120,262
 WAL-MART STORES INC            COMMON   931142103          87             1,420   X   2              1,420
 WALGREEN CO                    COMMON   931422109         138             4,127   X   1              4,127
 WASTE CONNECTIONS INC          COMMON   941053100      25,340           778,971   X   1            758,222                 20,749
 WASTE CONNECTIONS INC          COMMON   941053100          66             2,025   X   2              2,025
 WEATHERFORD INTL               COMMON   H27013103         446            29,552   X   1             29,552
 WEATHERFORD INTL               COMMON   H27013103         155            10,300   X   2             10,300
 WELLCARE HEALTH PLANS INC      COMMON   94946T106      52,827           734,936   X   1            566,655                168,281
 WELLCARE HEALTH PLANS INC      COMMON   94946T106       4,068            56,593   X   2             56,593
 WELLS FARGO CO CVT PFD 7.5     CV PFD   949746804       9,615            54,944   X   2             54,944
 WELLS FARGO CO CVT PFD 7.5     CV PFD   949746804      46,042           263,105   X   1            249,130        383      13,592
 WELLS FARGO COMPANY            COMMON   949746101       2,997            87,786   X   2             87,786
 WELLS FARGO COMPANY            COMMON   949746101     154,519         4,526,053   X   1          3,337,916     20,764   1,167,373
 WERNER ENTERPIRSES INC         COMMON   950755108       9,384           377,477   X   1            357,024                 20,453
 WESCO AIRCRAFT HOLDINGS INC    COMMON   950814103       5,091           314,230   X   1            298,657                 15,573
 WESCO INTERNATIONAL INC        COMMON   95082P105      14,910           228,290   X   1            152,072                 76,218
 WESCO INTERNATIONAL INC        COMMON   95082P105       1,829            28,011   X   2             28,011
 WESTLAKE CHEMICAL CORP         COMMON   960413102          12               185   X   1                185
 WESTPORT INNOVATIONS INC       COMMON   960908309          53             1,307   X   2              1,307
 WESTPORT INNOVATIONS INC       COMMON   960908309      12,071           294,993   X   1            294,993
 WEYERHAEUSER CO                COMMON   962166104      59,751         2,725,844   X   1          2,467,144                258,700
 WEYERHAEUSER CO                COMMON   962166104       1,486            67,804   X   2             67,804
 WHOLE FOODS MARKET INC         COMMON   966837106       4,982            59,882   X   1             56,085      3,797
 WILEY JOHN & SONS CL A         COMMON   968223206      15,887           333,834   X   1            316,946                 16,888
 WINTRUST FINANCIAL CORP        COMMON   97650W108      17,418           486,670   X   1            461,375                 25,295
 WORLD FUEL SERVICES CORP       COMMON   981475106      12,935           315,493   X   1            315,493
 WORLD FUEL SERVICES CORP       COMMON   981475106          76             1,863   X   2              1,863
 WRIGHT EXPRESS CORP            COMMON   98233Q105      52,265           807,432   X   1            644,865                162,567
 WRIGHT EXPRESS CORP            COMMON   98233Q105       3,395            52,454   X   2             52,454
 WYNDHAM WORLDWIDE CORP         COMMON   98310W108      43,699           939,552   X   1            703,895                235,657
 WYNDHAM WORLDWIDE CORP         COMMON   98310W108       3,825            82,249   X   2             82,249
 XILINX INC                     COMMON   983919101       2,845            78,096   X   1             78,096
 XYLEM INC                      COMMON   98419M100      14,878           536,150   X   1            356,548                179,602
 XYLEM INC                      COMMON   98419M100       1,814            65,361   X   2             65,361
 ZEP INC                        COMMON   98944B108       5,090           353,464   X   1            333,897                 19,567
 ZIMMER HOLDINGS INC            COMMON   98956P102      70,929         1,103,432   X   1            442,461                660,971
 ZOLL MEDICAL CORP              COMMON   989922109       9,175            99,055   X   1             99,055
 ZOLL MEDICAL CORP              COMMON   989922109          54               584   X   2                584
                  COLUMN TOTALS                     22,908,611