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
{C} {C}
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