Loomis, Sayles and as of June 30, 2012
Portfolio Holdings for Loomis, Sayles and
Loomis, Sayles and holds 0 positions in its portfolio as reported in the June 2012 quarterly 13F filing
{C} {C}
PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/12
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 621 6,936 X 1 2,931 4,005
ABAXIS INC COMMON 002567105 18,154 490,661 X 1 490,661
ABAXIS INC COMMON 002567105 170 4,600 X 2 4,600
ABIOMED INC COMMON 003654100 83 3,623 X 2 3,623
ABIOMED INC COMMON 003654100 8,837 387,243 X 1 387,243
ACCO BRANDS CORP COMMON 00081T108 11,031 1,066,828 X 1 1,011,141 55,687
ACE LTD COMMON H0023R105 17,016 229,541 X 1 223,525 6,016
ACTUANT CORP CL A COMMON 00508X203 21,073 775,866 X 1 593,895 181,971
ACTUANT CORP CL A COMMON 00508X203 2,374 87,409 X 2 87,409
ADTRAN INC COMMON 00738A106 8,777 290,735 X 1 276,300 14,435
ADVISORY BOARD CO COMMON 00762W107 16,403 330,768 X 1 330,768
ADVISORY BOARD CO COMMON 00762W107 154 3,103 X 2 3,103
AEGERION PHARMACEUTICALS INC COMMON 00767E102 7,267 489,657 X 1 489,657
AEGERION PHARMACEUTICALS INC COMMON 00767E102 68 4,606 X 2 4,606
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 49,156 1,417,149 X 1 1,356,567 60,581
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 451 13,008 X 2 13,008
AFFILIATED MANAGERS GROUP COMMON 008252108 3,312 30,258 X 1 30,258
AFLAC INC COMMON 001055102 15 345 X 1 345
AGILENT TECHNOLOGIES INC COMMON 00846U101 13,865 353,337 X 1 131,416 221,921
AGILENT TECHNOLOGIES INC COMMON 00846U101 103 2,634 X 2 2,634
AIR PRODS & CHEM COMMON 009158106 1,105 13,686 X 2 13,686
AIR PRODS & CHEM COMMON 009158106 45,521 563,862 X 1 488,821 75,041
AIRGAS INC COMMON 009363102 14 168 X 1 168
ALAMO GROUP INC COMMON 011311107 8,146 259,676 X 1 246,874 12,802
ALBANY INTL CORP-CL A COMMON 012348108 10,025 535,831 X 1 508,153 27,678
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 51 707 X 1 707
ALEXION PHARMACEUTICALS INC COMMON 015351109 6,345 63,901 X 1 63,901
ALIGN TECHNOLOGY INC COMMON 016255101 153 4,584 X 2 4,584
ALIGN TECHNOLOGY INC COMMON 016255101 16,378 489,466 X 1 489,466
ALKERMES INC COMMON G01767105 14,301 842,738 X 1 842,738
ALKERMES INC COMMON G01767105 133 7,858 X 2 7,858
ALLERGAN INC COMMON 018490102 149 1,608 X 2 1,608
ALLERGAN INC COMMON 018490102 20,117 217,322 X 1 79,510 4,440 133,372
ALLETE INC COMMON 018522300 16,409 392,554 X 1 372,963 19,591
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 4,703 34,837 X 2 34,837
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 25,185 186,553 X 1 121,382 65,171
ALLIANT ENERGY CORP COMMON 018802108 243 5,322 X 1 5,322
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 17,415 625,077 X 1 625,077
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 163 5,863 X 2 5,863
ALLSTATE CORP COMMON 020002101 402 11,447 X 1 11,447
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 1,214 26,255 X 1 22,962 3,293
ALTERA CORP COMMON 021441100 25,065 740,690 X 1 302,206 438,484
ALTERA CORP COMMON 021441100 132 3,891 X 2 3,891
ALTISOURCE PORTFOLIO SOL COMMON L0175J104 14 196 X 1 196
ALTRA HOLDINGS INC COMMON 02208R106 12,444 788,594 X 1 749,787 38,807
ALTRIA GROUP INC COMMON 02209S103 34,858 1,008,929 X 1 414,832 594,097
ALTRIA GROUP INC COMMON 02209S103 1,214 35,144 X 2 35,144
AMAZON.COM INC COMMON 023135106 113,496 497,026 X 1 185,498 2,863 308,665
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,222 427,340 X 1 406,513 20,827
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 232 11,757 X 1 11,757
AMERICAN EXPRESS CO COMMON 025816109 107,305 1,843,419 X 1 916,624 9,940 916,855
AMERICAN EXPRESS CO COMMON 025816109 132 2,270 X 2 2,270
AMERICAN INTL GRP INC COMMON 026874784 30 933 X 1 933
AMERICAN SOFTWARE INC-CL A COMMON 029683109 839 105,519 X 1 77,486 28,033
AMERICAN TOWER CORPORATION COMMON 03027X100 756 10,813 X 1 10,813
AMERICAN WATER WORKS CO INC COMMON 030420103 36,154 1,054,681 X 1 682,264 372,417
AMERICAN WATER WORKS CO INC COMMON 030420103 6,807 198,558 X 2 198,558
AMERIGON INC COMMON 03070L300 10,830 942,567 X 1 942,567
AMERIGON INC COMMON 03070L300 102 8,916 X 2 8,916
AMERIPRISE FINANCIAL INC COMMON 03076C106 1,663 31,824 X 2 31,824
AMERIPRISE FINANCIAL INC COMMON 03076C106 68,383 1,308,510 X 1 1,134,217 174,293
AMGEN INC COMMON 031162100 38,541 527,673 X 1 198,864 328,809
AMPHENOL CORP CL A COMMON 032095101 4,330 78,838 X 2 78,838
AMPHENOL CORP CL A COMMON 032095101 22,634 412,120 X 1 264,389 147,731
AMTRUST FINANCIAL SERVICES COMMON 032359309 89 3,006 X 2 3,006
AMTRUST FINANCIAL SERVICES COMMON 032359309 9,540 321,106 X 1 321,106
ANADARKO PETE CORP COMMON 032511107 173 2,613 X 1 2,613
ANALOG DEVICES COMMON 032654105 9,076 240,936 X 1 93,093 147,843
ANGIES LIST INC COMMON 034754101 12,514 789,999 X 1 789,999
ANGIES LIST INC COMMON 034754101 114 7,183 X 2 7,183
AOL INC COMMON 00184X105 40,979 1,459,381 X 1 1,264,851 194,530
AOL INC COMMON 00184X105 991 35,306 X 2 35,306
APACHE CORP CVTPFD 6.0% CV PFD 037411808 879 8,019 X 2 8,019
APACHE CORP CVTPFD 6.0% CV PFD 037411808 667 6,085 X 1 6,085
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 9,203 340,470 X 1 332,944 7,526
APPLE INC COMMON 037833100 2,134 3,654 X 2 3,654
APPLE INC COMMON 037833100 196,608 336,657 X 1 213,592 3,103 119,962
APPLIED MATERIALS COMMON 038222105 37,778 3,296,532 X 1 2,855,421 441,111
APPLIED MATERIALS COMMON 038222105 918 80,066 X 2 80,066
APPROACH RESOURCES INC COMMON 03834A103 11,303 442,578 X 1 442,578
APPROACH RESOURCES INC COMMON 03834A103 91 3,563 X 2 3,563
ARBITRON INC COMMON 03875Q108 11,440 326,844 X 1 308,522 18,322
ARCH CAPITAL GROUP LTD COMMON G0450A105 614 15,458 X 1 15,458
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 11,966 809,616 X 1 788,095 21,521
ARES CAPITAL CORP COMMON 04010L103 3,889 243,651 X 2 243,651
ARES CAPITAL CORP COMMON 04010L103 35,307 2,212,224 X 1 1,707,849 504,375
ARIAD PHARMACEUTICALS INC COMMON 04033A100 2,427 141,050 X 1 141,050
ARIBA INC COMMON 04033V203 16,740 373,994 X 1 373,994
ARIBA INC COMMON 04033V203 157 3,516 X 2 3,516
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 38,215 1,606,329 X 1 544,015 1,062,314
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 31,010 630,806 X 1 479,943 150,863
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 3,615 73,536 X 2 73,536
ARVINMERITOR INC CVT CV BND 043353AH4 7,933 405,162 X 2 405,162
ARVINMERITOR INC CVT CV BND 043353AH4 53,879 2,751,773 X 1 1,770,854 56,865 924,054
ASBURY AUTOMOTIVE GROUP COMMON 043436104 14,962 631,587 X 1 631,587
ASBURY AUTOMOTIVE GROUP COMMON 043436104 141 5,942 X 2 5,942
ASCENT CAPITAL GROUP INC COMMON 043632108 1,513 29,234 X 2 29,234
ASCENT CAPITAL GROUP INC COMMON 043632108 7,903 152,716 X 1 97,954 54,762
ASHLAND INC COMMON 044209104 16 229 X 2 229
ASHLAND INC COMMON 044209104 135 1,952 X 1 1,952
ASSOCIATED ESTATES REALTY CP COMMON 045604105 18,351 1,227,525 X 1 1,195,155 32,370
AT^T INC COMMON 00206R102 154,935 4,344,776 X 1 3,308,221 1,036,555
AT^T INC COMMON 00206R102 5,450 152,823 X 2 152,823
ATHENAHEALTH INC COMMON 04685W103 2,975 37,577 X 1 37,577
ATMEL CORP COMMON 049513104 10,771 1,607,652 X 1 1,032,390 575,262
ATMEL CORP COMMON 049513104 2,058 307,104 X 2 307,104
AUTODESK INC COMMON 052769106 50,224 1,435,375 X 1 535,851 899,524
AUTOMATIC DATA PROC COMMON 053015103 27,492 493,930 X 1 183,339 310,591
AUTOZONE INC COMMON 053332102 2,486 6,770 X 1 6,770
AVIS BUDGET GROUP INC COMMON 053774105 27,617 1,816,897 X 1 1,379,119 437,778
AVIS BUDGET GROUP INC COMMON 053774105 3,263 214,646 X 2 214,646
AVNET INC COMMON 053807103 3,241 105,017 X 2 105,017
AVNET INC COMMON 053807103 17,278 559,898 X 1 362,381 197,517
AZZ INC COMMON 002474104 16,426 268,133 X 1 255,064 13,069
BABCOCK & WILCOX COMPANY COMMON 05615F102 18,096 738,623 X 1 476,460 262,163
BABCOCK & WILCOX COMPANY COMMON 05615F102 3,480 142,023 X 2 142,023
BAIDU.COM ADR 056752108 13,393 116,483 X 1 113,486 2,997
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,865 204,738 X 1 199,063 5,675
BANCORPSOUTH INC COMMON 059692103 15,457 1,064,524 X 1 1,007,145 57,379
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 68,306 1,401,140 X 1 1,377,920 700 22,520
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 1,728 35,440 X 2 35,440
BANK OF AMERICA CORP COMMON 060505104 78,898 9,645,231 X 1 8,888,915 756,316
BANK OF AMERICA CORP COMMON 060505104 1,250 152,855 X 2 152,855
BANK OF NEW YORK MELLON CORP COMMON 064058100 219 9,974 X 1 9,974
BANK OF NEW YORK MELLON CORP COMMON 064058100 1,008 45,936 X 2 45,936
BARD C R COMMON 067383109 908 8,449 X 1 8,449
BARRICK GOLD CORP COMMON 067901108 407 10,820 X 2 10,820
BARRICK GOLD CORP COMMON 067901108 698 18,583 X 1 18,583
BAXTER INTL COMMON 071813109 1,435 27,001 X 2 27,001
BAXTER INTL COMMON 071813109 60,229 1,133,194 X 1 978,935 154,259
BCE INC COMMON 05534B760 16 400 X 1 400
BE AEROSPACE INC COMMON 073302101 75 1,720 X 2 1,720
BE AEROSPACE INC COMMON 073302101 10,315 236,257 X 1 93,210 143,047
BEAM INC COMMON 073730103 14,194 227,142 X 1 145,914 81,228
BEAM INC COMMON 073730103 2,724 43,596 X 2 43,596
BELDEN CDT INC COMMON 077454106 4,943 148,208 X 1 138,637 9,571
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 90 1,083 X 1 1,083
BERRY PETROLEUM CO-CL A COMMON 085789105 7,716 194,558 X 1 184,972 9,586
BHP BILLITON LTD-SPON ADR ADR 088606108 10 150 X 1 150
BIO-REFERENCE LABS INC COMMON 09057G602 5,136 195,443 X 1 185,303 10,140
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 19 485 X 1 485
BIOMED REALTY TRUST INC COMMON 09063H107 17,900 958,226 X 1 907,167 51,059
BLACKROCK INC COMMON 09247X101 22,987 135,363 X 1 49,752 85,611
BLACKROCK INC COMMON 09247X101 173 1,018 X 2 1,018
BLUE NILE INCORPORATED COMMON 09578R103 21,019 707,482 X 1 214,045 493,437
BMC SOFTWARE INC COMMON 055921100 16,227 380,210 X 1 243,728 136,482
BMC SOFTWARE INC COMMON 055921100 3,102 72,689 X 2 72,689
BORG WARNER INC COMMON 099724106 297 4,530 X 1 4,530
BOSTON PRIVATE FNL HOLDING COMMON 101119105 12,402 1,388,824 X 1 1,388,824
BOSTON PRIVATE FNL HOLDING COMMON 101119105 117 13,060 X 2 13,060
BP PLC ADR 055622104 90 2,213 X 1 2,213
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 112 6,301 X 2 6,301
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 11,983 672,087 X 1 672,087
BRIGHTCOVE COMMON 10921T101 69 4,528 X 2 4,528
BRIGHTCOVE COMMON 10921T101 7,480 490,508 X 1 490,508
BRISTOL MYERS SQUIBB COMMON 110122108 506,914 14,100,524 X 1 13,950,239 150,285
BRISTOL MYERS SQUIBB COMMON 110122108 1,450 40,338 X 2 40,338
BROADCOM CORP CL A COMMON 111320107 409 12,105 X 1 12,105
BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 405 19,048 X 1 19,048
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 7,204 1,461,238 X 1 1,385,580 75,658
CABOT OIL & GAS COMMON 127097103 16,406 416,388 X 1 184,201 232,187
CABOT OIL & GAS COMMON 127097103 110 2,798 X 2 2,798
CALPINE CORP COMMON 131347304 97,048 5,878,137 X 1 4,833,183 1,044,954
CALPINE CORP COMMON 131347304 1,669 101,116 X 2 101,116
CAMERON INTERNATIONAL CORP COMMON 13342B105 139 3,259 X 1 3,259
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 12,101 1,018,619 X 1 962,005 56,614
CARDINAL HEALTH INC COMMON 14149Y108 432 10,278 X 1 4,675 5,603
CAREFUSION CORP COMMON 14170T101 18,996 739,732 X 1 482,676 257,056
CAREFUSION CORP COMMON 14170T101 3,430 133,567 X 2 133,567
CASEYS GENERAL STORES INC COMMON 147528103 7,117 120,644 X 1 114,738 5,906
CASH AMERICA INTL INC COMMON 14754D100 2,136 48,491 X 2 48,491
CASH AMERICA INTL INC COMMON 14754D100 25,519 579,452 X 1 472,972 106,480
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 1,676 17,938 X 2 17,938
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 21,459 229,652 X 1 198,326 31,326
CATERPILLAR COMMON 149123101 23,015 271,057 X 1 184,468 3,386 83,203
CATERPILLAR COMMON 149123101 81 957 X 2 957
CATHAY GENERAL BANCORP COMMON 149150104 18,493 1,120,099 X 1 1,060,359 59,740
CAVIUM INC COMMON 14964U108 11,782 420,784 X 1 420,784
CAVIUM INC COMMON 14964U108 110 3,942 X 2 3,942
CBS CORP CL B COMMON 124857202 46,505 1,418,706 X 1 1,230,971 187,735
CBS CORP CL B COMMON 124857202 1,119 34,132 X 2 34,132
CELADON GROUP INC COMMON 150838100 9,338 570,090 X 1 366,729 203,361
CELADON GROUP INC COMMON 150838100 1,158 70,692 X 2 70,692
CENTURYLINK INC COMMON 156700106 101,227 2,563,367 X 1 2,098,178 465,189
CENTURYLINK INC COMMON 156700106 2,000 50,638 X 2 50,638
CEPHEID INC COMMON 15670R107 143 3,201 X 2 3,201
CEPHEID INC COMMON 15670R107 15,248 340,737 X 1 340,737
CERNER CORP COMMON 156782104 3,200 38,708 X 1 38,708
CF INDUSTRIES HOLDINGS INC COMMON 125269100 155 800 X 2 800
CF INDUSTRIES HOLDINGS INC COMMON 125269100 136 700 X 1 700
CHART INDUSTRIES INC COMMON 16115Q308 178 2,592 X 2 2,592
CHART INDUSTRIES INC COMMON 16115Q308 19,108 277,887 X 1 277,887
CHESAPEAKE ENERGY CORP COMMON 165167107 41,440 2,227,954 X 1 2,227,954
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 49,787 1,403,912 X 1 1,317,209 12,368 74,335
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 1,133 31,950 X 2 31,950
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 128,391 2,931,909 X 1 2,712,914 26,886 192,109
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 3,613 82,514 X 2 82,514
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 62,962 912,846 X 1 869,438 29,249 14,159
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 13,323 378,052 X 1 378,052
CHEVRON CORP COMMON 166764100 103,488 980,926 X 1 854,673 126,253
CHEVRON CORP COMMON 166764100 3,460 32,793 X 2 32,793
CHICAGO BRIDGE & IRON NY COMMON 167250109 358 9,418 X 1 9,418
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 2,519 6,631 X 1 6,631
CHURCHILL DOWNS INC COMMON 171484108 11,277 191,818 X 1 182,257 9,561
CIENA CORP COMMON 171779309 15,155 925,789 X 1 925,789
CIENA CORP COMMON 171779309 143 8,705 X 2 8,705
CIENA CORP CVT CV BND 171779AE1 295,344 9,055,638 X 1 7,450,705 339,096 1,265,837
CIENA CORP CVT CV BND 171779AE1 27,021 828,485 X 2 828,485
CIGNA CORP COMMON 125509109 458 10,419 X 1 10,419
CINCINNATI BELL INC COMMON 171871106 154 41,396 X 1 41,396
CIRRUS LOGIC INC COMMON 172755100 868 29,058 X 1 29,058
CISCO SYSTEMS INC COMMON 17275R102 145,190 8,456,020 X 1 4,574,587 3,881,433
CISCO SYSTEMS INC COMMON 17275R102 1,176 68,482 X 2 68,482
CIT GROUP INC COMMON 125581801 143 4,022 X 1 4,022
CITIGROUP INC COMMON 172967424 82,043 2,993,184 X 1 2,646,653 346,531
CITIGROUP INC COMMON 172967424 1,636 59,687 X 2 59,687
CITY NATIONAL CORP COMMON 178566105 14,169 291,657 X 1 276,361 15,296
CLARCOR INC COMMON 179895107 13,914 288,921 X 1 185,370 103,551
CLARCOR INC COMMON 179895107 2,660 55,234 X 2 55,234
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 7,118 147,120 X 1 94,354 52,766
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 1,360 28,117 X 2 28,117
CLIFF NATURAL RESOURCES INC COMMON 18683K101 90 1,831 X 1 1,831
CLOROX CO COMMON 189054109 350 4,824 X 2 4,824
CLOROX CO COMMON 189054109 50,873 702,090 X 1 258,296 443,794
CLOUD PEAK ENERGY INC COMMON 18911Q102 22,177 1,311,462 X 1 970,486 340,976
CLOUD PEAK ENERGY INC COMMON 18911Q102 2,882 170,409 X 2 170,409
CMS ENERGY CORP COMMON 125896100 2,881 122,584 X 2 122,584
CMS ENERGY CORP COMMON 125896100 30,628 1,303,300 X 1 656,386 646,914
CMS ENERGY CORP CVT CV BND 125896BD1 3,181 134,159 X 2 134,159
CMS ENERGY CORP CVT CV BND 125896BD1 35,309 1,489,020 X 1 964,939 89,678 434,402
COACH INC COMMON 189754104 6,006 102,710 X 1 37,221 65,489
COACH INC COMMON 189754104 46 787 X 2 787
COBALT INTERNATIONAL ENERGY COMMON 19075F106 99 4,197 X 2 4,197
COBALT INTERNATIONAL ENERGY COMMON 19075F106 13,081 556,641 X 1 205,618 351,023
COCA-COLA COMMON 191216100 67,391 861,894 X 1 334,788 527,106
COCA-COLA COMMON 191216100 170 2,169 X 2 2,169
COCA-COLA ENTERPRISES COMMON 19122T109 128,909 4,597,311 X 1 3,599,935 997,376
COCA-COLA ENTERPRISES COMMON 19122T109 6,012 214,416 X 2 214,416
COGNEX CORP COMMON 192422103 7,931 250,584 X 1 237,504 13,080
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 771 12,846 X 1 7,088 5,758
COMCAST CORP CL A COMMON 20030N101 169,795 5,311,065 X 1 4,015,608 1,295,457
COMCAST CORP CL A COMMON 20030N101 3,386 105,903 X 2 105,903
COMMVAULT SYSTEMS INC COMMON 204166102 12,229 246,703 X 1 246,703
COMMVAULT SYSTEMS INC COMMON 204166102 114 2,301 X 2 2,301
COMPASS MINERALS INTERNATION COMMON 20451N101 4,227 55,413 X 1 1,987 53,426
COMPUWARE CORP COMMON 205638109 422 45,472 X 1 45,472
COMVERSE TECHNOLOGY INC COMMON 205862402 13,852 2,380,062 X 1 1,526,953 853,109
COMVERSE TECHNOLOGY INC COMMON 205862402 2,649 455,126 X 2 455,126
CONAGRA INC COMMON 205887102 62,467 2,409,060 X 1 2,398,160 10,900
CONCEPTUS INC COMMON 206016107 9,147 461,500 X 1 461,500
CONCEPTUS INC COMMON 206016107 86 4,345 X 2 4,345
CONCHO RESOURCES INC COMMON 20605P101 2,647 31,103 X 1 31,103
CONSOL ENERGY INC COMMON 20854P109 650 21,501 X 2 21,501
CONSOL ENERGY INC COMMON 20854P109 27,101 896,181 X 1 778,148 118,033
CONSOLIDATED EDISON INC COMMON 209115104 162 2,600 X 1 2,600
CONSOLIDATED EDISON INC COMMON 209115104 162 2,600 X 2 2,600
CONVERGYS CORP COMMON 212485106 16,506 1,117,557 X 1 1,061,681 55,876
COOPER INDS LTD CL A COMMON G24140108 1,596 23,410 X 2 23,410
COOPER INDS LTD CL A COMMON G24140108 68,388 1,003,054 X 1 869,807 133,247
CORE MARK HOLDING CO INC COMMON 218681104 9,171 190,515 X 1 181,604 8,911
CORNERSTONE ONDEMAND INC COMMON 21925Y103 97 4,075 X 2 4,075
CORNERSTONE ONDEMAND INC COMMON 21925Y103 10,320 433,413 X 1 433,413
CORNING INC COMMON 219350105 690,742 53,421,677 X 1 52,357,423 103,358 960,896
CORNING INC COMMON 219350105 103 8,004 X 2 8,004
CORPORATE EXECUTIVE BOARD COMMON 21988R102 16,688 408,214 X 1 408,214
CORPORATE EXECUTIVE BOARD COMMON 21988R102 156 3,819 X 2 3,819
COSTAR GROUP INC COMMON 22160N109 18,210 224,260 X 1 224,260
COSTAR GROUP INC COMMON 22160N109 172 2,123 X 2 2,123
COVIDIEN PLC COMMON G2554F113 1,667 31,152 X 2 31,152
COVIDIEN PLC COMMON G2554F113 68,773 1,285,474 X 1 1,113,730 171,744
CPFL ENERGIA SA- ADR ADR 126153105 13 525 X 1 525
CRACKER BARREL OLD COUNTRY COMMON 22410J106 13,375 212,982 X 1 201,998 10,984
CROWN CASTLE INTL CORP COMMON 228227104 549 9,363 X 1 9,363
CUBESMART COMMON 229663109 16,113 1,380,705 X 1 1,312,741 67,964
CUBIST PHARMACEUTICALS INC COMMON 229678107 12,455 328,543 X 1 328,543
CUBIST PHARMACEUTICALS INC COMMON 229678107 116 3,070 X 2 3,070
CUMMINS ENGINE COMMON 231021106 51 531 X 2 531
CUMMINS ENGINE COMMON 231021106 6,699 69,127 X 1 25,083 44,044
CVB FINANCIAL CORP COMMON 126600105 10,526 903,517 X 1 857,552 45,965
CVS CAREMARK CORP COMMON 126650100 137,445 2,941,254 X 1 2,198,721 8,839 733,694
CVS CAREMARK CORP COMMON 126650100 2,174 46,523 X 2 46,523
CYBERONICS COMMON 23251P102 131 2,904 X 2 2,904
CYBERONICS COMMON 23251P102 13,912 309,568 X 1 309,568
CYMER INC COMMON 232572107 163 2,771 X 2 2,771
CYMER INC COMMON 232572107 17,410 295,342 X 1 295,342
CYTEC INDUSTRIES INC COMMON 232820100 4,599 78,429 X 2 78,429
CYTEC INDUSTRIES INC COMMON 232820100 24,035 409,879 X 1 263,027 146,852
DANA HOLDING CORP COMMON 235825205 12,179 950,704 X 1 903,920 46,784
DANAHER CORP COMMON 235851102 20 392 X 1 392
DARLING INTERNATIONAL INC COMMON 237266101 13,280 805,337 X 1 763,634 41,703
DDR CORPORATION COMMON 23317H102 5,282 360,772 X 1 360,772
DEALERTRACK HOLDINGS INC COMMON 242309102 226 7,500 X 2 7,500
DEALERTRACK HOLDINGS INC COMMON 242309102 24,096 800,258 X 1 800,258
DELTA AIR LINES INC COMMON 247361702 1 59 X 1 59
DENTSPLY INTERNATIONAL INC COMMON 249030107 2,512 66,447 X 2 66,447
DENTSPLY INTERNATIONAL INC COMMON 249030107 13,461 356,007 X 1 231,043 124,964
DEX ONE CORP COMMON 25212W100 63 67,186 X 1 48,269 1,463 17,454
DFC GLOBAL CORPORATION COMMON 23324T107 17,955 974,214 X 1 926,090 48,124
DIAGEO PLC SPON ADR ADR 25243Q205 5,949 57,721 X 1 20,614 37,107
DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,943 32,868 X 1 5,758 27,110
DICKS SPORTING GOODS INC COMMON 253393102 15 322 X 1 322
DIGITAL REALTY TRUST INC COMMON 253868103 20,642 274,968 X 1 179,028 95,940
DIGITAL REALTY TRUST INC COMMON 253868103 3,839 51,145 X 2 51,145
DIRECTV CLASS A COMMON 25490A101 1,039 21,273 X 2 21,273
DIRECTV CLASS A COMMON 25490A101 43,112 883,080 X 1 766,364 116,716
DISCOVER FINANCIAL SERVICES COMMON 254709108 107,103 3,097,263 X 1 2,532,644 564,619
DISCOVER FINANCIAL SERVICES COMMON 254709108 6,520 188,550 X 2 188,550
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 146 2,695 X 2 2,695
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 19,077 353,286 X 1 127,400 225,886
DOLLAR GENERAL CORP COMMON 256677105 14,160 260,333 X 1 94,277 166,056
DOLLAR GENERAL CORP COMMON 256677105 109 2,001 X 2 2,001
DOLLAR TREE INC COMMON 256746108 5,407 100,510 X 1 100,510
DOW CHEMICAL COMMON 260543103 64,683 2,053,418 X 1 1,767,441 285,977
DOW CHEMICAL COMMON 260543103 1,136 36,054 X 2 36,054
DRESSER-RAND GROUP INC COMMON 261608103 14 315 X 1 315
DRIL-QUIP COMMON 262037104 22,045 336,103 X 1 286,140 49,963
DRIL-QUIP COMMON 262037104 1,871 28,526 X 2 28,526
DUKE ENERGY CORP COMMON 26441C105 6,514 282,500 X 1 282,500
DUNKIN BRANDS GROUP INC COMMON 265504100 2,683 78,124 X 1 78,124
DUPONT E I COMMON 263534109 99 1,967 X 2 1,967
DUPONT E I COMMON 263534109 13,085 258,747 X 1 92,917 2,200 163,630
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 16,334 571,932 X 1 541,160 30,772
DXP ENTERPRISES INC COMMON 233377407 4,486 108,112 X 1 102,714 5,398
EASTMAN CHEMICAL CO COMMON 277432100 16,316 323,931 X 1 150,302 173,629
EASTMAN CHEMICAL CO COMMON 277432100 105 2,083 X 2 2,083
EATON CORP COMMON 278058102 1,291 32,578 X 2 32,578
EATON CORP COMMON 278058102 62,215 1,569,905 X 1 1,238,642 331,263
EBAY INC COMMON 278642103 1,461 34,782 X 2 34,782
EBAY INC COMMON 278642103 60,813 1,447,588 X 1 1,256,070 191,518
ECOLAB INC COMMON 278865100 375 5,469 X 1 5,469
EDISON INTERNATIONAL COMMON 281020107 1,932 41,818 X 2 41,818
EDISON INTERNATIONAL COMMON 281020107 100,095 2,166,550 X 1 1,609,846 556,704
EDWARDS LIFESCIENCES CORP COMMON 28176E108 1,796 17,390 X 1 17,390
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 3,286 46,691 X 2 46,691
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 85,689 1,217,408 X 1 999,718 1,439 216,251
ELLIE MAE INC COMMON 28849P100 56 3,116 X 2 3,116
ELLIE MAE INC COMMON 28849P100 5,994 332,984 X 1 332,984
EMBRAER SA-ADR ADR 29082A107 6,282 236,803 X 1 230,404 6,399
EMC CORP COMMON 268648102 1,084 42,298 X 1 24,615 17,683
EMC CORP COMMON 268648102 161 6,300 X 2 6,300
EMC CORP CVT CV BND 268648AM4 1,571 60,021 X 2 60,021
EMC CORP CVT CV BND 268648AM4 7,828 299,171 X 1 299,171
EMPLOYERS HOLDINGS INC COMMON 292218104 14,553 806,734 X 1 763,724 43,010
ENDOLOGIX INC COMMON 29266S106 9,511 615,981 X 1 615,981
ENDOLOGIX INC COMMON 29266S106 89 5,794 X 2 5,794
ENERGY PARTNERS LTD COMMON 29270U303 13,682 809,564 X 1 767,361 42,203
ENERPLUS CORP COMMON 292766102 6 450 X 1 450
ENERSYS COMMON 29275Y102 11,967 341,246 X 1 323,614 17,632
EOG RESOURCES INC COMMON 26875P101 62,279 691,139 X 1 527,446 2,158 161,535
EOG RESOURCES INC COMMON 26875P101 1,308 14,519 X 2 14,519
EQUINIX INC COMMON 29444U502 3,647 20,763 X 1 20,763
EQUITY RESIDENTIAL COMMON 29476L107 28,686 460,000 X 1 460,000
ESSEX PROPERTY TRUST INC COMMON 297178105 2,721 17,681 X 1 17,681
ESTEE LAUDER COS CL A COMMON 518439104 1,112 20,556 X 1 10,652 9,904
EURONET WORLDWIDE INC COMMON 298736109 9,159 534,965 X 1 508,482 26,483
EVERCORE PARTNERS INC-CL A COMMON 29977A105 12,758 545,457 X 1 545,457
EVERCORE PARTNERS INC-CL A COMMON 29977A105 120 5,113 X 2 5,113
EXACT SCIENCES CORP COMMON 30063P105 97 9,015 X 2 9,015
EXACT SCIENCES CORP COMMON 30063P105 10,266 957,680 X 1 957,680
EXACTTARGET INC COMMON 30064K105 251 11,500 X 1 11,500
EXELON CORP COMMON 30161N101 1,338 35,573 X 2 35,573
EXELON CORP COMMON 30161N101 55,594 1,477,778 X 1 1,282,328 195,450
EXPEDIA INC COMMON 30212P303 9 181 X 1 181
EXPEDITORS INTL WASH INC COMMON 302130109 57,297 1,478,645 X 1 522,124 956,521
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 102 1,825 X 2 1,825
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 14,182 254,016 X 1 94,608 7,525 151,883
EXXON MOBIL CORP COMMON 30231G102 5,935 69,357 X 2 69,357
EXXON MOBIL CORP COMMON 30231G102 226,485 2,646,780 X 1 1,932,894 713,886
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 12,589 314,420 X 1 314,420
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 118 2,936 X 2 2,936
F5 NETWORKS INC COMMON 315616102 60 600 X 2 600
F5 NETWORKS INC COMMON 315616102 8,182 82,184 X 1 32,446 49,738
FACEBOOK INC-A COMMON 30303M102 29,111 935,444 X 1 359,084 576,360
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 48,287 519,546 X 1 186,040 333,506
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 4,207 684,110 X 1 664,186 19,924
FARO TECHNOLOGIES INC COMMON 311642102 56 1,326 X 2 1,326
FARO TECHNOLOGIES INC COMMON 311642102 5,997 142,505 X 1 142,505
FEDERATED INVESTORS INC CL-B COMMON 314211103 198 9,058 X 1 9,058
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 16,712 490,377 X 1 315,350 175,027
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 3,206 94,084 X 2 94,084
FIFTH STREET FINANCE CORP COMMON 31678A103 13,984 1,401,153 X 1 1,326,556 74,597
FIFTH THIRD BANCORP COMMON 316773100 1,621 120,967 X 2 120,967
FIFTH THIRD BANCORP COMMON 316773100 69,813 5,209,894 X 1 4,511,284 698,610
FINANCIAL ENGINES INC COMMON 317485100 146 6,799 X 2 6,799
FINANCIAL ENGINES INC COMMON 317485100 15,558 725,335 X 1 725,335
FIRST FINANCIAL BANCORP COMMON 320209109 14,263 892,547 X 1 845,529 47,018
FIRST FINL BANKSHARES INC COMMON 32020R109 6,806 196,946 X 1 186,687 10,259
FIRST REPUBLIC BANK OF SAN FRA COMMON 33616C100 17 506 X 1 506
FIRST TRUST ENERGY INCOME & GR Closed E 33738G104 53 1,750 X 1 1,750
FIRSTENERGY COMMON 337932107 272 5,530 X 1 5,530
FLOTEK INDUSTRIES INC COMMON 343389102 12,066 1,291,901 X 1 1,291,901
FLOTEK INDUSTRIES INC COMMON 343389102 113 12,119 X 2 12,119
FMC CORP NEW COMMON 302491303 3,696 69,112 X 1 60,852 8,260
FMC TECHNOLOGIES INC COMMON 30249U101 14,856 378,702 X 1 368,467 10,235
FORD MOTOR CO COMMON 345370860 3,599 375,274 X 2 375,274
FORD MOTOR CO COMMON 345370860 38,442 4,008,513 X 1 3,398,464 610,049
FORD MOTOR COMPANY CVT CV BND 345370CN8 668,138 51,685,493 X 1 48,408,073 353,764 2,923,656
FORD MOTOR COMPANY CVT CV BND 345370CN8 38,434 2,973,119 X 2 2,973,119
FOREST LABS COMMON 345838106 1,515 43,292 X 2 43,292
FOREST LABS COMMON 345838106 70,227 2,007,056 X 1 1,550,530 456,526
FORTINET INC COMMON 34959E109 1,925 82,888 X 1 82,888
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 91 4,624 X 2 4,624
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 9,696 492,436 X 1 492,436
FOSSIL INC COMMON 349882100 1 10 X 1 10
FRANCE TELECOM SA -SP ADR ADR 35177Q105 131 10,000 X 2 10,000
FRANCE TELECOM SA -SP ADR ADR 35177Q105 2,659 202,800 X 1 202,800
FRANCESCAS HOLDINGS CORP COMMON 351793104 92 3,408 X 2 3,408
FRANCESCAS HOLDINGS CORP COMMON 351793104 9,800 362,812 X 1 362,812
FRANKLIN RESOURCES COMMON 354613101 127 1,148 X 2 1,148
FRANKLIN RESOURCES COMMON 354613101 42,444 382,415 X 1 139,664 242,751
FRED'S INC COMMON 356108100 11,106 726,388 X 1 686,804 39,584
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 98 2,887 X 1 2,887
FRESH MARKET INC/THE COMMON 35804H106 130 2,418 X 2 2,418
FRESH MARKET INC/THE COMMON 35804H106 13,837 258,015 X 1 258,015
GEN PROBE INC COMMON 36866T103 12 144 X 1 144
GENERAL CABLE CORP COMMON 369300108 9,753 375,984 X 1 356,588 19,396
GENERAL ELECTRIC COMMON 369604103 2,514 120,645 X 2 120,645
GENERAL ELECTRIC COMMON 369604103 125,212 6,008,254 X 1 4,499,515 1,508,739
GENERAL MOTORS - CW16 WTS 37045V118 49 4,490 X 1 4,490
GENERAL MOTORS - CW19 WTS 37045V126 30 4,490 X 1 4,490
GENERAL MOTORS CO COMMON 37045V100 41,692 2,114,212 X 1 1,833,534 280,678
GENERAL MOTORS CO COMMON 37045V100 973 49,364 X 2 49,364
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 424,087 16,128,074 X 1 14,634,809 179,314 1,313,950
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 49,558 1,884,696 X 2 1,884,696
GENESCO INC COMMON 371532102 14,041 233,436 X 1 221,898 11,538
GENESEE & WYOMING INC-CL A COMMON 371559105 30,639 579,841 X 1 490,663 89,178
GENESEE & WYOMING INC-CL A COMMON 371559105 167 3,168 X 2 3,168
GENOMIC HEALTH INC COMMON 37244C101 64 1,930 X 2 1,930
GENOMIC HEALTH INC COMMON 37244C101 6,847 204,993 X 1 204,993
GILEAD SCIENCES INC COMMON 375558103 16,290 317,668 X 1 117,387 200,281
GILEAD SCIENCES INC COMMON 375558103 123 2,407 X 2 2,407
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,031 22,623 X 1 22,623
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 428 9,400 X 2 9,400
GLOBAL POWER EQUIPMENT GROUP COMMON 37941P306 5,954 272,617 X 1 257,081 15,536
GOLD RESOURCE CORP COMMON 38068T105 15 570 X 1 570
GOLDCORP INC COMMON 380956409 526 14,010 X 1 14,010
GOLDCORP INC COMMON 380956409 305 8,128 X 2 8,128
GOLDMAN SACHS GROUP COMMON 38141G104 56 582 X 1 582
GOODYEAR TIRE & RUBBER CO COMMON 382550101 715 60,503 X 2 60,503
GOODYEAR TIRE & RUBBER CO COMMON 382550101 29,680 2,513,111 X 1 2,180,579 332,532
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 17,955 1,141,062 X 2 1,141,062
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 120,972 7,687,856 X 1 6,567,573 59,438 1,060,845
GOOGLE INC-CL A COMMON 38259P508 549 946 X 2 946
GOOGLE INC-CL A COMMON 38259P508 148,759 256,450 X 1 136,539 586 119,325
GRAND CANYON EDUCATION INC COMMON 38526M106 15,777 753,440 X 1 753,440
GRAND CANYON EDUCATION INC COMMON 38526M106 148 7,062 X 2 7,062
GREENHILL & CO INC COMMON 395259104 34,314 962,535 X 1 305,297 657,238
GRIFFON CORPORATION COMMON 398433102 5,504 641,529 X 1 611,348 30,181
GROUP 1 AUTOMOTIVE INC COMMON 398905109 12 270 X 1 270
GSI GROUP INC COMMON 36191C205 7,473 652,111 X 1 616,596 35,515
GUESS INC COMMON 401617105 12 402 X 1 402
GUIDEWIRE SOFTWARE INC COMMON 40171V100 12,733 452,803 X 1 452,803
GUIDEWIRE SOFTWARE INC COMMON 40171V100 120 4,272 X 2 4,272
GULFPORT ENERGY CORP COMMON 402635304 11 516 X 1 516
H & R BLOCK INC COMMON 093671105 285 17,859 X 1 17,859
H^E EQUIPMENT SERVICES INC COMMON 404030108 6,644 442,030 X 1 419,908 22,122
HALCON RESOURCES CORP COMMON 40537Q209 10,809 1,145,007 X 1 1,145,007
HALCON RESOURCES CORP COMMON 40537Q209 101 10,712 X 2 10,712
HALLIBURTON CO COMMON 406216101 6,899 243,000 X 1 164,579 78,421
HANGER INC COMMON 41043F208 25,568 997,184 X 1 980,044 17,140
HANGER INC COMMON 41043F208 157 6,124 X 2 6,124
HARMONIC INC COMMON 413160102 5,024 1,179,378 X 1 1,119,996 59,382
HASBRO INC COMMON 418056107 159 4,700 X 1 4,700
HASBRO INC COMMON 418056107 156 4,600 X 2 4,600
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 15,923 816,128 X 1 816,128
HAYNES INTERNATIONAL INC COMMON 420877201 9,496 186,407 X 1 176,253 10,154
HCA HOLDINGS INC COMMON 40412C101 52,347 1,720,246 X 1 1,482,091 238,155
HCA HOLDINGS INC COMMON 40412C101 1,230 40,407 X 2 40,407
HCC INSURANCE HLDG COMMON 404132102 18,482 588,599 X 1 557,603 30,996
HCP INC COMMON 40414L109 485 10,995 X 1 10,995
HEALTHSOUTH CORP COMMON 421924309 6,738 289,677 X 1 185,746 103,931
HEALTHSOUTH CORP COMMON 421924309 1,296 55,704 X 2 55,704
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 7,022 233,435 X 1 233,435
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 66 2,183 X 2 2,183
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 15,612 951,384 X 1 770,129 181,255
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 1,384 84,338 X 2 84,338
HERSHA HOSPITALITY TRUST COMMON 427825104 15,578 2,950,337 X 1 2,792,190 158,147
HESS CORP COMMON 42809H107 56,629 1,303,322 X 1 1,131,885 171,437
HESS CORP COMMON 42809H107 1,361 31,324 X 2 31,324
HEXCEL CORP COMMON 428291108 15,674 607,762 X 1 607,762
HEXCEL CORP COMMON 428291108 146 5,679 X 2 5,679
HIBBETT SPORTS INC COMMON 428567101 11,825 204,910 X 1 204,910
HIBBETT SPORTS INC COMMON 428567101 111 1,929 X 2 1,929
HILLSHIRE BRANDS CO COMMON 432589109 4,974 171,577 X 1 167,139 4,438
HITTITE MICROWAVE CORP COMMON 43365Y104 2,920 57,121 X 2 57,121
HITTITE MICROWAVE CORP COMMON 43365Y104 27,381 535,616 X 1 432,426 103,190
HOLOGIC INC CVT CV BND 436440AA9 92,116 2,441,749 X 1 2,182,769 163,758 95,223
HOLOGIC INC CVT CV BND 436440AC5 11,578 400,963 X 1 320,930 18,284 61,748
HOME DEPOT COMMON 437076102 305 5,752 X 2 5,752
HOME DEPOT COMMON 437076102 53,444 1,008,563 X 1 387,324 8,532 612,707
HOME PROPERTIES INC COMMON 437306103 13,717 223,550 X 1 211,691 11,859
HONEYWELL INTERNATIONAL INC COMMON 438516106 1,508 27,006 X 2 27,006
HONEYWELL INTERNATIONAL INC COMMON 438516106 62,467 1,118,674 X 1 970,600 148,074
HORSEHEAD HOLDING CORP COMMON 440694305 9,839 987,808 X 1 940,980 46,828
HOSPIRA INC COMMON 441060100 1,037 29,659 X 1 29,659
HOT TOPIC INC COMMON 441339108 16,473 1,699,957 X 1 1,609,920 90,037
HOVNANIAN ENT CVT CV PFD 44248W208 6,094 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 9,080 225,036 X 1 214,280 10,756
HUB GROUP INC CL A COMMON 443320106 99 2,727 X 2 2,727
HUB GROUP INC CL A COMMON 443320106 10,532 290,930 X 1 290,930
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 104,995 5,903,900 X 1 5,738,583 90,250 75,067
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 2,200 123,707 X 2 123,707
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 409,361 25,735,083 X 1 22,996,246 141,463 2,597,373
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 21,947 1,379,737 X 2 1,379,737
HUNT J B TRANSPORT SVCS INC COMMON 445658107 14,142 237,287 X 1 154,927 82,360
HUNT J B TRANSPORT SVCS INC COMMON 445658107 2,622 43,990 X 2 43,990
HURON CONSULTING GROUP INC COMMON 447462102 11,646 367,950 X 1 367,950
HURON CONSULTING GROUP INC COMMON 447462102 110 3,464 X 2 3,464
IAC/ INTERACTIVECORP COMMON 44919P508 20,263 444,367 X 1 341,836 102,531
IAC/ INTERACTIVECORP COMMON 44919P508 2,281 50,014 X 2 50,014
ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 13,909 PUT 107,000 X 1 107,000
IBERIABANK CORP COMMON 450828108 14,599 289,369 X 1 273,932 15,437
IBM COMMON 459200101 1,977 10,109 X 1 4,371 3,653 2,085
IHS INC-CLASS A COMMON 451734107 20 186 X 1 186
II-VI INC COMMON 902104108 10,601 635,937 X 1 604,615 31,322
IMPAX LABORATORIES INC COMMON 45256B101 10,635 524,680 X 1 495,785 28,895
IMPERVA INC COMMON 45321L100 9,019 312,941 X 1 312,941
IMPERVA INC COMMON 45321L100 85 2,943 X 2 2,943
INCYTE CORP COMMON 45337C102 1,732 76,286 X 1 76,286
INFORMATICA CORP COMMON 45666Q102 19 445 X 1 445
INGREDION INCORPORATED COMMON 457187102 30,972 625,446 X 1 482,298 143,148
INGREDION INCORPORATED COMMON 457187102 3,440 69,457 X 2 69,457
INSULET CORP COMMON 45784P101 12,240 572,761 X 1 572,761
INSULET CORP COMMON 45784P101 115 5,368 X 2 5,368
INTEL CORP COMMON 458140100 851,824 31,963,392 X 1 31,958,792 4,600
INTEL CORP CVT CV BND 458140AD2 48,689 1,436,641 X 2 1,436,641
INTEL CORP CVT CV BND 458140AD2 345,782 10,202,820 X 1 9,016,189 124,838 1,061,792
INTERPUBLIC GROUP COS INC COMMON 460690100 368 33,914 X 1 33,914
INTERVAL LEISURE GROUP COMMON 46113M108 1,676 88,169 X 2 88,169
INTERVAL LEISURE GROUP COMMON 46113M108 8,752 460,364 X 1 295,163 165,201
INTERXION HOLDING NV COMMON N47279109 13,803 762,150 X 1 762,150
INTERXION HOLDING NV COMMON N47279109 130 7,204 X 2 7,204
INTL PAPER COMMON 460146103 683 23,625 X 1 23,625
INTL PAPER COMMON 460146103 364 12,600 X 2 12,600
INTUITIVE SURGICAL INC COMMON 46120E602 3,571 6,449 X 1 6,449
INVESCO LTD COMMON G491BT108 153 6,784 X 2 6,784
INVESCO LTD COMMON G491BT108 20,017 885,695 X 1 323,055 562,640
IPG PHOTONICS CORP COMMON 44980X109 107 2,446 X 2 2,446
IPG PHOTONICS CORP COMMON 44980X109 11,340 260,150 X 1 260,150
ISHARES BARCLAYS 1-3 YEAR CR Exchange 464288646 73 700 X 1 700
ISHARES FTSE CHINA 25 INDEX FU Exchange 464287184 38 1,120 X 1 1,120
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 970 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 5,035 100,781 X 1 92,231 8,550
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,149 29,355 X 1 29,355
ISHARES MSCI MEXICO Exchange 464286822 326 5,300 X 2 5,300
ISHARES MSCI MEXICO Exchange 464286822 295 4,800 X 1 4,800
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 4,173 52,450 X 1 52,450
ISHARES SILVER TRUST Exchange 46428Q109 53 2,000 X 1 2,000
ITC HOLDINGS CORP COMMON 465685105 17,079 247,843 X 1 204,283 43,560
ITC HOLDINGS CORP COMMON 465685105 1,323 19,198 X 2 19,198
ITT CORP COMMON 450911201 2,833 160,963 X 2 160,963
ITT CORP COMMON 450911201 14,847 843,571 X 1 541,854 301,717
IYR ISHARES DJ US REAL ESTATE Exchange 464287739 640 10,000 X 2 10,000
IYR ISHARES DJ US REAL ESTATE Exchange 464287739 659 10,300 X 1 10,300
J & J SNACK FOODS CORP COMMON 466032109 15,624 264,360 X 1 250,743 13,617
JARDEN CORP COMMON 471109108 3,668 87,295 X 2 87,295
JARDEN CORP COMMON 471109108 36,513 868,953 X 1 683,109 185,844
JAZZ PHARMACEUTICALS PLC COMMON G50871105 11 253 X 1 253
JEFFERIES GROUP INC CVT CV BND 472319AG7 16,105 471,783 X 1 309,359 24,092 138,331
JETBLUE AIRWAYS CORP COMMON 477143101 153 28,900 X 2 28,900
JETBLUE AIRWAYS CORP COMMON 477143101 3,662 691,000 X 1 691,000
JIVE SOFTWARE INC COMMON 47760A108 27 1,271 X 1 1,271
JM SMUCKER CO COMMON 832696405 19,412 257,045 X 1 165,007 92,038
JM SMUCKER CO COMMON 832696405 3,711 49,145 X 2 49,145
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 715 52,656 X 2 52,656
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 8,264 608,985 X 1 491,849 117,136
JONES LANG LASALLE INC COMMON 48020Q107 12,804 181,957 X 1 173,109 2,863 5,985
JOS A BANK CLOTHIERS INC COMMON 480838101 19,326 455,159 X 1 350,698 104,461
JOS A BANK CLOTHIERS INC COMMON 480838101 2,133 50,226 X 2 50,226
JOY GLOBAL INC COMMON 481165108 10 181 X 1 181
JP MORGAN CHASE & CO COMMON 46625H100 3,859 108,000 X 2 108,000
JP MORGAN CHASE & CO COMMON 46625H100 139,430 3,902,320 X 1 3,112,838 789,482
KADANT INC COMMON 48282T104 1,388 59,195 X 2 59,195
KADANT INC COMMON 48282T104 7,267 309,902 X 1 199,448 110,454
KANSAS CITY SOUTHERN COMMON 485170302 3,959 56,919 X 1 56,919
KAR AUCTION SERVICES INC COMMON 48238T109 15,709 913,821 X 1 866,905 46,916
KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 41 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 12,233 1,248,275 X 1 1,190,025 58,250
KB HOME CORP COMMON 48666K109 8,816 899,590 X 2 899,590
KEYCORP (NEW) COMMON 493267108 20,143 2,602,483 X 1 1,697,101 905,382
KEYCORP (NEW) COMMON 493267108 3,711 479,480 X 2 479,480
KIMCO REALTY CORP COMMON 49446R109 374 19,627 X 1 19,627
KINDER MORGAN INC COMMON 49456B101 3,949 122,564 X 2 122,564
KINDER MORGAN INC COMMON 49456B101 538 16,694 X 1 16,327 367
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 400 185,396 X 2 185,396
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 69 32,134 X 1 24,699 7,435
KIRBY CORP COMMON 497266106 25,149 534,184 X 1 411,389 122,795
KIRBY CORP COMMON 497266106 2,781 59,072 X 2 59,072
KLA-TENCOR CORPORATION COMMON 482480100 18 366 X 1 366
KOHLS CORP COMMON 500255104 238 5,226 X 1 5,226
KOPPERS HOLDINGS INC COMMON 50060P106 6,813 200,370 X 1 190,356 10,014
KROGER COMMON 501044101 162 7,005 X 2 7,005
KROGER COMMON 501044101 21,173 913,044 X 1 331,065 581,979
KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,171 243,426 X 2 243,426
KULICKE & SOFFA INDUSTRIES COMMON 501242101 11,369 1,274,501 X 1 817,469 457,032
LA-Z-BOY INC COMMON 505336107 7,219 587,425 X 1 558,022 29,403
LAM RESEARCH CORP CVT CV BND 512807AL2 5,336 85,850 X 2 85,850
LAM RESEARCH CORP CVT CV BND 512807AL2 25,731 414,014 X 1 382,594 1,269 30,151
LATTICE SEMICONDUCTOR CORP COMMON 518415104 4,279 1,134,994 X 1 1,075,749 59,245
LEAR CORP COMMON 521865204 18,520 490,855 X 1 319,118 171,737
LEAR CORP COMMON 521865204 3,462 91,750 X 2 91,750
LEGG MASON INC COMMON 524901105 1,140 43,229 X 2 43,229
LEGG MASON INC COMMON 524901105 78,568 2,979,454 X 1 2,011,384 968,070
LEGGETT & PLATT INC COMMON 524660107 205 9,686 X 1 9,686
LENNAR CORP COMMON 526057104 17,297 559,578 X 1 559,578
LENNAR CORP 144A W/O RTS CVT CV BND 526057BC7 722 20,805 X 2 20,805
LENNAR CORP 144A W/O RTS CVT CV BND 526057BC7 3,527 101,673 X 1 68,023 2,714 30,936
LENNAR CORP 144A W/O RTS CVT CV BND 526057BE3 10,334 302,928 X 1 288,470 226 14,232
LENNAR CORP 144A W/O RTS CVT CV BND 526057BE3 301 8,810 X 2 8,810
LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 19,634 554,711 X 2 554,711
LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 216,606 6,119,694 X 1 5,572,430 50,854 496,410
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 4,027 124,815 X 2 124,815
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 227,522 7,051,660 X 1 6,528,586 97,592 425,481
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 22,556 872,065 X 1 778,407 89,879 3,779
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 321 12,416 X 2 12,416
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,852 57,407 X 2 57,407
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 105,274 3,262,775 X 1 3,214,997 29,815 17,963
LIBERTY INTERACTIVE CORP COMMON 53071M104 82,026 4,610,817 X 1 3,715,327 895,490
LIBERTY INTERACTIVE CORP COMMON 53071M104 5,768 324,245 X 2 324,245
LIBERTY MEDIA CORPORAT 530715AN1 8,960 107,719 X 1 97,323 1,031 9,364
LIBERTY MEDIA CORPORAT 530715AN1 202 2,423 X 2 2,423
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 4,068 46,277 X 2 46,277
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 27,829 316,564 X 1 225,445 91,119
LIFE TIME FITNESS INC COMMON 53217R207 161 3,458 X 2 3,458
LIFE TIME FITNESS INC COMMON 53217R207 17,175 369,266 X 1 369,266
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,244 36,426 X 1 21,072 2,123 13,231
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 14,166 255,947 X 1 180,640 10,717 64,590
LINEAR TECHNOLOGY CORP COMMON 535678106 1,278 40,777 X 1 1,462 39,315
LINKEDIN CORP - A COMMON 53578A108 92 865 X 2 865
LINKEDIN CORP - A COMMON 53578A108 17,446 164,166 X 1 92,107 72,059
LIQUIDITY SERVICES INC COMMON 53635B107 102 1,988 X 2 1,988
LIQUIDITY SERVICES INC COMMON 53635B107 10,849 211,941 X 1 211,941
LITTELFUSE INC COMMON 537008104 15,788 277,512 X 1 262,605 14,907
LIVE NATION ENTERTAINMENT INC COMMON 538034109 1,799 195,962 X 2 195,962
LIVE NATION ENTERTAINMENT INC COMMON 538034109 16,827 1,833,031 X 1 1,415,034 417,997
LKQ CORP COMMON 501889208 14 411 X 1 411
LORILLARD COMMON 544147101 243 1,842 X 1 1,842
LOWES COS COMMON 548661107 27,721 974,735 X 1 378,172 596,563
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 33,424 2,207,815 X 1 1,764,493 13,029 430,293
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 395 26,059 X 2 26,059
LUFKIN INDS INC COMMON 549764108 111 2,040 X 2 2,040
LUFKIN INDS INC COMMON 549764108 23,671 435,778 X 1 424,131 11,647
LULULEMON ATHLETICA INC COMMON 550021109 1,847 30,969 X 1 30,969
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 127 3,748 X 2 3,748
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 13,533 400,507 X 1 400,507
LUMINEX CORP COMMON 55027E102 133 5,428 X 2 5,428
LUMINEX CORP COMMON 55027E102 14,256 582,129 X 1 582,129
LYONDELLBASELL INDU-CL A COMMON N53745100 193 4,795 X 1 4,795
M & T BANK CORP COMMON 55261F104 56 682 X 1 682
MACYS INC. COMMON 55616P104 116 3,389 X 2 3,389
MACYS INC. COMMON 55616P104 15,449 449,761 X 1 168,899 280,862
MADISON SQUARE GARDEN CO-A COMMON 55826P100 325 8,683 X 1 8,683
MAGELLAN HEALTH SERVICES INC COMMON 559079207 1 22 X 1 22
MARATHON OIL CORP COMMON 565849106 86 3,374 X 1 3,374
MARKET VECTORS AGRIBUSINESS Exchange 57060U605 40 800 X 1 800
MARKETAXESS HOLDINGS INC COMMON 57060D108 18,656 700,315 X 1 677,685 22,630
MARKETAXESS HOLDINGS INC COMMON 57060D108 71 2,681 X 2 2,681
MARRIOTT VACATIONS WORLD COMMON 57164Y107 13,354 431,046 X 1 408,347 22,699
MARTIN MARIETTA MATERIALS COMMON 573284106 261 3,305 X 1 3,305
MASSEY ENERGY CO CVT CV BND 576203AJ2 914 12,447 X 2 12,447
MASSEY ENERGY CO CVT CV BND 576203AJ2 16,698 227,333 X 1 227,333
MASTEC INC COMMON 576323109 8,798 584,947 X 1 584,947
MASTEC INC COMMON 576323109 83 5,487 X 2 5,487
MASTERCARD INC-CLASS A COMMON 57636Q104 957 2,225 X 1 1,151 1,074
MATTEL INC COMMON 577081102 431 13,298 X 1 13,298
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 483 18,840 X 1 18,840
MCCORMICK & CO NON VTG COMMON 579780206 4,335 71,474 X 1 71,474
MCDONALDS COMMON 580135101 11,547 130,428 X 1 47,437 82,991
MCDONALDS COMMON 580135101 88 998 X 2 998
MCGRATH RENTCORP COMMON 580589109 11,226 423,629 X 1 401,516 22,113
MCKESSON CORP COMMON 58155Q103 18,324 195,458 X 1 74,248 4,766 116,444
MCKESSON CORP COMMON 58155Q103 127 1,359 X 2 1,359
MDU RESOURCES GROUP INC COMMON 552690109 348 16,105 X 1 16,105
MEAD JOHNSON NUTRITION CO COMMON 582839106 1,644 20,424 X 1 20,424
MEADWESTVACO CORP COMMON 583334107 2,212 76,943 X 1 76,943
MEASUREMENT SPECIALTIES INC COMMON 583421102 11,212 344,869 X 1 344,869
MEASUREMENT SPECIALTIES INC COMMON 583421102 107 3,276 X 2 3,276
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 104 3,045 X 2 3,045
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 11,068 324,105 X 1 324,105
MEDIVATION INC COMMON 58501N101 3,121 34,146 X 1 34,146
MEDNAX INC COMMON 58502B106 3,566 52,028 X 2 52,028
MEDNAX INC COMMON 58502B106 32,296 471,195 X 1 362,327 108,868
MEDTRONIC INC COMMON 585055106 26,528 684,948 X 1 272,161 412,787
MELLANOX TECHNOLOGIES LTD COMMON M51363113 2,634 37,177 X 1 37,177
MERCADOLIBRE INC COMMON 58733R102 197 2,601 X 1 2,601
MERCK & CO COMMON 58933Y105 2,719 65,135 X 2 65,135
MERCK & CO COMMON 58933Y105 148,719 3,562,134 X 1 2,689,501 872,633
METHODE ELECTRONICS INC COMMON 591520200 5,094 598,646 X 1 568,779 29,867
METLIFE INC COMMON 59156R108 1,732 56,158 X 2 56,158
METLIFE INC COMMON 59156R108 83,165 2,695,793 X 1 2,103,215 592,578
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 20,721 132,957 X 1 92,941 40,016
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 3,326 21,338 X 2 21,338
MGM RESORTS INTL CVT CV BND 55303QAE0 2,028 107,661 X 1 79,939 11,574 16,149
MICROCHIP TECHNOLOGY INC COMMON 595017104 2,213 66,891 X 2 66,891
MICROCHIP TECHNOLOGY INC COMMON 595017104 11,696 353,555 X 1 226,896 126,659
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 75,436 5,408,872 X 1 4,090,997 333,773 984,102
MICROS SYSTEMS INC COMMON 594901100 3,338 65,193 X 2 65,193
MICROS SYSTEMS INC COMMON 594901100 17,869 349,003 X 1 227,024 121,979
MICROSOFT CORP COMMON 594918104 1,742 56,942 X 2 56,942
MICROSOFT CORP COMMON 594918104 456,387 14,919,493 X 1 12,653,532 12,008 2,253,953
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,942 248,269 X 1 235,411 12,858
MIDDLEBY CORP COMMON 596278101 29,872 299,888 X 1 256,718 43,170
MIDDLEBY CORP COMMON 596278101 2,136 21,443 X 2 21,443
MIDDLESEX WATER CO COMMON 596680108 7,666 403,464 X 1 384,861 18,603
MIDSTATES PETROLEUM CO INC COMMON 59804T100 553 56,932 X 1 56,932
MIDSTATES PETROLEUM CO INC COMMON 59804T100 5 536 X 2 536
MINERALS TECHNOLOGIES INC COMMON 603158106 11,009 172,612 X 1 164,111 8,501
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 9,621 573,708 X 1 545,368 28,340
MONSANTO CO NEW COMMON 61166W101 141 1,700 X 1 1,700
MONSANTO CO NEW COMMON 61166W101 166 2,000 X 2 2,000
MONSTER BEVERAGE CORPORATION COMMON 611740101 4,110 57,727 X 1 57,727
MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,136 373,627 X 1 373,627
MOTOROLA SOLUTIONS INC COMMON 620076307 78,228 1,626,017 X 1 1,302,390 323,627
MOTOROLA SOLUTIONS INC COMMON 620076307 1,657 34,437 X 2 34,437
MSCI INC COMMON 55354G100 8,064 237,047 X 1 8,499 228,548
MYLAN LABS COMMON 628530107 2,256 105,566 X 2 105,566
MYLAN LABS COMMON 628530107 27,342 1,279,446 X 1 613,931 14,982 650,533
MYR GROUP INC/DELAWARE COMMON 55405W104 8,575 502,610 X 1 476,528 26,082
NASDAQ OMX GROUP/THE COMMON 631103108 25,329 1,117,309 X 1 722,775 394,534
NASDAQ OMX GROUP/THE COMMON 631103108 4,772 210,512 X 2 210,512
NATIONAL FUEL GAS CO COMMON 636180101 9,278 197,484 X 1 192,297 5,187
NATIONAL OILWELL VARCO INC COMMON 637071101 75 1,158 X 2 1,158
NATIONAL OILWELL VARCO INC COMMON 637071101 28,222 437,963 X 1 330,422 4,907 102,634
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 14,888 526,281 X 1 497,733 28,548
NAVISTAR INTL CORP CVT CV BND 63934EAL2 37,305 795,739 X 1 700,362 52,910 42,467
NAVISTAR INTL CORP CVT CV BND 63934EAL2 354 7,559 X 2 7,559
NCI BUILDING SYSTEMS INC COMMON 628852204 87 7,993 X 2 7,993
NCI BUILDING SYSTEMS INC COMMON 628852204 9,177 847,391 X 1 847,391
NETGEAR INC COMMON 64111Q104 31,463 911,703 X 1 704,608 207,095
NETGEAR INC COMMON 64111Q104 3,442 99,746 X 2 99,746
NETSUITE INC COMMON 64118Q107 2,096 38,276 X 1 38,276
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 83 10,492 X 2 10,492
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 8,851 1,118,938 X 1 1,118,938
NEW YORK TIMES CL A COMMON 650111107 975 125,000 X 1 125,000
NEWMONT MNG COMMON 651639106 311 6,405 X 2 6,405
NEWMONT MNG COMMON 651639106 535 11,037 X 1 11,037
NEWPARK RESOURCES INC COMMON 651718504 96 16,277 X 1 16,277
NOBLE CORP COMMON H5833N103 145 4,458 X 2 4,458
NOBLE CORP COMMON H5833N103 18,183 558,963 X 1 188,192 370,771
NOBLE ENERGY INC COMMON 655044105 1,948 22,961 X 2 22,961
NOBLE ENERGY INC COMMON 655044105 93,040 1,096,913 X 1 860,282 236,631
NORDSTROM INC COMMON 655664100 1,192 23,989 X 1 12,941 11,048
NORFOLK SOUTHN CORP COMMON 655844108 1,720 23,962 X 2 23,962
NORFOLK SOUTHN CORP COMMON 655844108 73,809 1,028,410 X 1 886,872 141,538
NORTHEAST UTILITIES COMMON 664397106 410 10,577 X 1 10,577
NORTHROP GRUMMAN CORP COMMON 666807102 1,771 27,764 X 2 27,764
NORTHROP GRUMMAN CORP COMMON 666807102 73,762 1,156,325 X 1 1,002,883 153,442
NORTHWESTERN CORP COMMON 668074305 6,277 171,049 X 1 162,642 8,407
NOVARTIS AG SPON ADR ADR 66987V109 55,043 984,670 X 1 342,199 642,471
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 3,550 132,287 X 1 132,287
NUCOR CORP COMMON 670346105 9 250 X 1 250
NV ENERGY INC COMMON 67073Y106 157 8,925 X 1 8,925
NXSTAGE MEDICAL INC COMMON 67072V103 10,275 613,045 X 1 613,045
NXSTAGE MEDICAL INC COMMON 67072V103 97 5,782 X 2 5,782
OASIS PETROLEUM INC COMMON 674215108 92 3,809 X 2 3,809
OASIS PETROLEUM INC COMMON 674215108 9,769 404,032 X 1 404,032
OCCIDENTAL PETE COMMON 674599105 1,179 13,747 X 1 11,388 2,359
OCEANEERING INTL INC COMMON 675232102 46,999 982,014 X 1 805,836 176,178
OCEANEERING INTL INC COMMON 675232102 4,191 87,558 X 2 87,558
OLD DOMINION FREIGHT LINE COMMON 679580100 15,487 357,755 X 1 339,642 18,113
OLD REPUBLIC INTL CORP COMMON 680223104 4 491 X 1 491
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 16,209 1,159,334 X 2 1,159,334
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 351,900 25,169,335 X 1 24,838,786 6,115 324,433
OLIN COMMON 680665205 10,466 501,008 X 1 476,309 24,699
OMEGA HEALTHCARE INVESTORS COMMON 681936100 17,067 758,532 X 1 720,720 37,812
OMNICARE INC CVT CV BND 681904AL2 52,647 694,154 X 1 513,419 36,937 143,797
OMNICARE INC CVT CV BND 681904AL2 1,791 23,617 X 2 23,617
OMNICARE INC CVT CV BND 681904AN8 89,000 2,468,689 X 1 2,419,858 20,407 28,424
OMNICOM GROUP COMMON 681919106 1,300 26,748 X 2 26,748
OMNICOM GROUP COMMON 681919106 53,921 1,109,476 X 1 961,897 147,579
ONEOK INC COMMON 682680103 374 8,850 X 1 8,850
ONYX PHARMACEUTICALS COMMON 683399109 1,334 20,076 X 1 20,076
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 8,777 565,520 X 1 565,520
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 83 5,318 X 2 5,318
ORACLE CORP COMMON 68389X105 234,519 7,896,279 X 1 4,811,700 3,084,579
ORACLE CORP COMMON 68389X105 2,209 74,361 X 2 74,361
OWENS-ILLINOIS INC COMMON 690768403 29,882 1,558,787 X 1 1,414,051 31,083 113,653
OWENS-ILLINOIS INC COMMON 690768403 498 25,966 X 2 25,966
OXFORD INDUSTRIES INC COMMON 691497309 141 3,156 X 2 3,156
OXFORD INDUSTRIES INC COMMON 691497309 14,983 335,179 X 1 335,179
PANERA BREAD CO CL A COMMON 69840W108 11,514 82,573 X 1 82,573
PANERA BREAD CO CL A COMMON 69840W108 84 602 X 2 602
PEABODY ENERGY CORP CVT CV BND 704549AG9 8,309 176,005 X 2 176,005
PEABODY ENERGY CORP CVT CV BND 704549AG9 26,843 568,621 X 1 394,026 10,740 163,855
PEETS COFFEE & TEA INC COMMON 705560100 8,812 146,768 X 1 146,768
PEETS COFFEE & TEA INC COMMON 705560100 83 1,383 X 2 1,383
PENSKE AUTO GROUP INC COMMON 70959W103 259 12,190 X 1 12,190
PEOPLES UNITED FINANCIAL INC COMMON 712704105 209 18,039 X 1 18,039
PEPSICO INC COMMON 713448108 86,765 1,227,920 X 1 1,060,893 167,027
PEPSICO INC COMMON 713448108 2,033 28,768 X 2 28,768
PERFICIENT INC COMMON 71375U101 6,805 605,937 X 1 575,749 30,188
PERRIGO CO COMMON 714290103 130 1,105 X 2 1,105
PERRIGO CO COMMON 714290103 22,445 190,328 X 1 89,106 5,391 95,831
PETSMART INC COMMON 716768106 4,048 59,378 X 1 59,378
PFIZER INC COMMON 717081103 2,618 113,815 X 2 113,815
PFIZER INC COMMON 717081103 137,807 5,991,587 X 1 4,209,200 1,782,387
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 1,212 13,894 X 1 13,894
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 567 6,500 X 2 6,500
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,575 439,506 X 1 417,685 21,821
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 635 5,925 X 1 5,925
PLAINS EXPLORATION & PRODUCT COMMON 726505100 362 10,299 X 1 10,299
PNC FINANCIAL SERVICES COMMON 693475105 2,167 35,463 X 2 35,463
PNC FINANCIAL SERVICES COMMON 693475105 127,282 2,082,841 X 1 1,656,779 426,062
POOL CORP COMMON 73278L105 105 2,594 X 2 2,594
POOL CORP COMMON 73278L105 11,217 277,238 X 1 277,238
POPULAR INC COMMON 733174700 7,669 461,691 X 1 439,165 22,526
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 162 3,700 X 2 3,700
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,460 102,078 X 1 99,376 2,702
POTLATCH CORP COMMON 737630103 2,753 86,204 X 2 86,204
POTLATCH CORP COMMON 737630103 24,569 769,218 X 1 592,548 176,670
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 176 6,820 X 1 6,820
PPG INDS COMMON 693506107 347,826 3,277,670 X 1 3,231,160 46,510
PPL CORPORATION COMMON 69351T106 53,032 1,906,956 X 1 1,655,097 251,859
PPL CORPORATION COMMON 69351T106 1,272 45,735 X 2 45,735
PRAXAIR INC COMMON 74005P104 32,987 303,381 X 1 218,801 4,157 80,423
PRAXAIR INC COMMON 74005P104 99 910 X 2 910
PRECISION CASTPARTS COMMON 740189105 101 617 X 2 617
PRECISION CASTPARTS COMMON 740189105 23,104 140,459 X 1 83,791 4,139 52,529
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,837 116,188 X 2 116,188
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 9,584 606,226 X 1 388,916 217,310
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,152 50,060 X 1 42,025 8,035
PRICELINE.COM INC COMMON 741503403 88 132 X 2 132
PRICELINE.COM INC COMMON 741503403 35,402 53,275 X 1 40,033 1,345 11,897
PRIMORIS SERVICES CORP COMMON 74164F103 4,357 363,073 X 1 333,581 29,492
PROASSURANCE CORP COMMON 74267C106 17,254 193,673 X 1 184,275 9,398
PROCERA NETWORKS INC COMMON 74269U203 47 1,929 X 2 1,929
PROCERA NETWORKS INC COMMON 74269U203 5,014 206,269 X 1 206,269
PROCTER & GAMBLE COMMON 742718109 42,831 699,281 X 1 273,309 3,360 422,612
PROLOGIS INC COMMON 74340W103 243 7,315 X 1 7,315
PROLOGIS INC CVT CV BND 74340XAT8 102,129 2,400,378 X 1 2,303,278 1,033 96,067
PROSPERITY BANCSHARES INC COMMON 743606105 28,770 684,506 X 1 543,950 140,556
PROSPERITY BANCSHARES INC COMMON 743606105 2,758 65,611 X 2 65,611
PRUDENTIAL FINANCIAL INC COMMON 744320102 49,076 1,013,347 X 1 1,013,347
PVH CORPORATION COMMON 693656100 15 190 X 1 190
QEP RESOURCES INC COMMON 74733V100 16,665 556,052 X 1 357,713 198,339
QEP RESOURCES INC COMMON 74733V100 3,197 106,687 X 2 106,687
QLIK TECHNOLOGIES INC COMMON 74733T105 107 4,835 X 2 4,835
QLIK TECHNOLOGIES INC COMMON 74733T105 11,412 515,919 X 1 515,919
QLOGIC CORP COMMON 747277101 17,651 1,289,322 X 1 970,307 319,015
QLOGIC CORP COMMON 747277101 2,146 156,727 X 2 156,727
QUAKER CHEMICAL CORP COMMON 747316107 4,335 93,805 X 1 60,218 33,587
QUAKER CHEMICAL CORP COMMON 747316107 827 17,903 X 2 17,903
QUALCOMM INC COMMON 747525103 124,197 2,230,544 X 1 989,516 10,489 1,230,539
QUALCOMM INC COMMON 747525103 207 3,715 X 2 3,715
QUESTAR CORP COMMON 748356102 2,693 129,077 X 2 129,077
QUESTAR CORP COMMON 748356102 14,108 676,338 X 1 434,867 241,471
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 11,546 216,874 X 1 216,874
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 108 2,032 X 2 2,032
RACKSPACE HOSTING INC COMMON 750086100 11 253 X 1 253
RAVEN INDUSTRIES INC COMMON 754212108 14,917 214,360 X 1 203,713 10,647
RAYMOND JAMES FINANCIAL INC COMMON 754730109 18,416 537,836 X 1 379,819 158,017
RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,874 113,149 X 2 113,149
RBC BEARINGS INC COMMON 75524B104 32,273 682,303 X 1 667,129 15,174
RBC BEARINGS INC COMMON 75524B104 169 3,572 X 2 3,572
RED HAT INC COMMON 756577102 78 1,384 X 2 1,384
RED HAT INC COMMON 756577102 10,744 190,227 X 1 75,094 115,133
REGENCY ENERGY PARTNERS LP COMMON 75885Y107 163 6,854 X 1 6,854
REGENERON PHARMACEUTICALS COMMON 75886F107 1,924 16,845 X 1 16,845
REINSURANCE GRP OF AMERI-A COMMON 759351604 13,570 255,027 X 1 242,053 12,974
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 3,879 76,817 X 2 76,817
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 34,429 681,763 X 1 524,417 157,346
RENT-A-CENTER INC COMMON 76009N100 10,527 311,994 X 1 296,715 15,279
ROBBINS & MYERS INC COMMON 770196103 15,357 367,214 X 1 367,214
ROBBINS & MYERS INC COMMON 770196103 142 3,404 X 2 3,404
ROCK-TENN CO CL A COMMON 772739207 745 13,656 X 1 10,754 2,902
ROCKWELL AUTOMATION INC COMMON 773903109 8,137 123,169 X 1 45,973 77,196
ROCKWELL AUTOMATION INC COMMON 773903109 62 931 X 2 931
ROGERS CORP COMMON 775133101 8,944 225,789 X 1 213,025 12,764
ROLLINS INC COMMON 775711104 1,244 55,626 X 2 55,626
ROLLINS INC COMMON 775711104 23,923 1,069,412 X 1 927,042 142,370
ROPER INDUSTRIES INC COMMON 776696106 108 1,093 X 2 1,093
ROPER INDUSTRIES INC COMMON 776696106 15,019 152,352 X 1 56,855 4,704 90,793
ROSETTA RESOURCES INC COMMON 777779307 10,138 276,696 X 1 276,696
ROSETTA RESOURCES INC COMMON 777779307 96 2,610 X 2 2,610
ROSS STORES INC COMMON 778296103 21,351 341,787 X 1 164,266 177,521
ROSS STORES INC COMMON 778296103 132 2,120 X 2 2,120
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 235,624 3,494,357 X 1 3,488,211 6,146
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 1,339 19,864 X 2 19,864
RUSH ENTERPRISES INC CL A COMMON 781846209 10,161 621,492 X 1 587,278 34,214
RYLAND GROUP CVT CV BND 783764AQ6 23,274 663,513 X 1 463,726 13,267 186,520
RYLAND GROUP CVT CV BND 783764AQ6 7,386 210,557 X 2 210,557
S^P 500 ETF TRUST Exchange 78462F103 895 6,576 X 1 6,576
SABRA HEALTH CARE REIT INC COMMON 78573L106 3,858 225,503 X 2 225,503
SABRA HEALTH CARE REIT INC COMMON 78573L106 20,185 1,179,748 X 1 757,262 422,486
SALESFORCE.COM INC COMMON 79466L302 926 6,696 X 1 3,578 3,118
SALIX PHARMACEUTICALS LTD COMMON 795435106 14 263 X 1 263
SALLY BEAUTY HLDGS INC COMMON 79546E104 60,708 2,358,513 X 1 1,799,094 559,419
SALLY BEAUTY HLDGS INC COMMON 79546E104 7,022 272,790 X 2 272,790
SANDISK CORP COMMON 80004C101 444 12,159 X 1 12,159
SANDISK CORP CVT CV BND 80004CAD3 10,843 201,241 X 1 122,100 20,811 58,329
SANDISK CORP CVT CV BND 80004CAD3 2,243 41,623 X 2 41,623
SANOFI ADR 80105N105 72,171 1,910,299 X 1 1,732,389 177,910
SANOFI ADR 80105N105 1,792 47,433 X 2 47,433
SBA COMMUNICATIONS CORP COMMON 78388J106 2,944 51,601 X 1 51,601
SCANSOURCE INC COMMON 806037107 12,843 419,164 X 1 398,533 20,631
SCHLUMBERGER LTD COMMON 806857108 136,161 2,097,687 X 1 1,398,589 4,509 694,589
SCHLUMBERGER LTD COMMON 806857108 1,577 24,298 X 2 24,298
SCHWAB CHARLES CORP COMMON 808513105 53 4,067 X 2 4,067
SCHWAB CHARLES CORP COMMON 808513105 6,859 530,498 X 1 192,892 337,606
SEATTLE GENETICS INC WA COMMON 812578102 7,015 276,302 X 1 276,302
SEATTLE GENETICS INC WA COMMON 812578102 66 2,601 X 2 2,601
SEI INVESTMENTS CO COMMON 784117103 80,144 4,029,346 X 1 1,471,812 2,557,534
SEMTECH CORP COMMON 816850101 12,081 496,733 X 1 471,965 24,768
SERVICESOURCE INTERNATIONAL COMMON 81763U100 100 7,226 X 2 7,226
SERVICESOURCE INTERNATIONAL COMMON 81763U100 10,679 771,063 X 1 771,063
SHAW GROUP INC COMMON 820280105 11 411 X 1 411
SHUFFLE MASTER INC COMMON 825549108 13,855 1,003,994 X 1 1,003,994
SHUFFLE MASTER INC COMMON 825549108 131 9,457 X 2 9,457
SIGNATURE BANK COMMON 82669G104 137 2,240 X 2 2,240
SIGNATURE BANK COMMON 82669G104 30,667 502,986 X 1 489,935 13,051
SILICON LABS INC COMMON 826919102 122 3,229 X 2 3,229
SILICON LABS INC COMMON 826919102 12,979 342,459 X 1 342,459
SIMON PROPERTY GROUP INC COMMON 828806109 26,813 172,255 X 1 172,255
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 3,022 55,776 X 2 55,776
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 26,636 491,614 X 1 377,587 114,027
SKYWORKS SOLUTIONS INC COMMON 83088M102 5,400 197,283 X 1 192,152 5,131
SM ENERGY CO COMMON 78454L100 743 15,134 X 2 15,134
SM ENERGY CO COMMON 78454L100 41,602 847,123 X 1 571,159 275,964
SOLARWINDS INC COMMON 83416B109 3,332 76,497 X 1 76,497
SOURCEFIRE INC COMMON 83616T108 19,540 380,152 X 1 380,152
SOURCEFIRE INC COMMON 83616T108 156 3,042 X 2 3,042
SOVRAN SELF STORAGE INC COMMON 84610H108 16,325 325,912 X 1 308,571 17,341
SPARTAN STORES INC COMMON 846822104 11,519 635,358 X 1 600,842 34,516
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,171 80,366 X 1 80,366
SPDR EURO STOXX 50 ETF Exchange 78463X202 288 10,200 X 1 10,200
SPDR EURO STOXX 50 ETF Exchange 78463X202 319 11,300 X 2 11,300
SPDR GOLD TRUST Exchange 78463V107 411 2,650 X 1 2,650
SPDR S^P DIVIDEND ETF Exchange 78464A763 1,286 23,100 X 2 23,100
SPDR S^P DIVIDEND ETF Exchange 78464A763 1,313 23,600 X 1 23,600
SPECTRA ENERGY CORP W/I COMMON 847560109 4,105 141,249 X 1 141,249
SPX CORP COMMON 784635104 424 6,492 X 1 6,492
S^P 500 ETF TRUST COMMON 78462F103 1,361 CALL 10,000 X 1 10,000
S^P 500 ETF TRUST COMMON 78462F103 1,701 CALL 12,500 X 2 12,500
S^P 500 ETF TRUST COMMON 78462F103 68,050 CALL 500 X 1 500
S^P 500 ETF TRUST COMMON 78462F103 2,382 PUT 17,500 X 2 17,500
S^P 500 ETF TRUST COMMON 78462F103 2,042 PUT 15,000 X 1 15,000
S^P 500 ETF TRUST COMMON 78462F103 127,662 PUT 938,000 X 1 938,000
SS^C TECHNOLOGIES HOLDINGS COMMON 78467J100 17,244 689,766 X 1 653,411 36,355
STANLEY BLACK & DECKER INC COMMON 854502101 63,685 989,507 X 1 858,950 130,557
STANLEY BLACK & DECKER INC COMMON 854502101 1,529 23,757 X 2 23,757
STARBUCKS CORP COMMON 855244109 1,663 31,189 X 1 16,206 14,983
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 940 17,718 X 1 7,367 6,529 3,822
STATE STREET CORP COMMON 857477103 83,685 1,874,659 X 1 1,625,094 249,565
STATE STREET CORP COMMON 857477103 980 21,956 X 2 21,956
STEEL DYNAMICS INC CVT CV BND 858119AP5 3,172 172,935 X 2 172,935
STEEL DYNAMICS INC CVT CV BND 858119AP5 11,636 634,473 X 1 521,938 9,117 103,419
STIFEL FINANCIAL CORP COMMON 860630102 27,994 905,958 X 1 856,445 49,513
STIFEL FINANCIAL CORP COMMON 860630102 117 3,781 X 2 3,781
SUNCOKE ENERGY INC COMMON 86722A103 11,635 794,166 X 1 753,287 40,879
SUPERMEDIA INC COMMON 868447103 356 142,474 X 1 142,474
SURMODICS INC COMMON 868873100 4,740 273,984 X 1 260,856 13,128
SVB FINANCIAL GROUP COMMON 78486Q101 126 2,142 X 2 2,142
SVB FINANCIAL GROUP COMMON 78486Q101 13,425 228,628 X 1 228,628
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,437 44,725 X 1 44,725
SYNOPSYS INC COMMON 871607107 3,898 132,437 X 2 132,437
SYNOPSYS INC COMMON 871607107 20,733 704,497 X 1 456,005 248,492
TARGET CORP COMMON 87612E106 71,271 1,224,802 X 1 949,137 275,665
TARGET CORP COMMON 87612E106 1,515 26,032 X 2 26,032
TE CONNECTIVITY LTD COMMON H84989104 272 8,511 X 1 8,511
TEAM HEALTH HOLDINGS INC COMMON 87817A107 13,654 566,802 X 1 566,802
TEAM HEALTH HOLDINGS INC COMMON 87817A107 128 5,317 X 2 5,317
TEAM INC COMMON 878155100 7,639 245,003 X 1 229,931 15,072
TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,216 225,000 X 1 225,000
TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 31,087 3,871,339 X 1 3,871,339
TELEFLEX INC COMMON 879369106 12,296 201,864 X 1 191,189 10,675
TELEFONICA DE ESPANA ADR ADR 879382208 310,041 23,667,249 X 1 23,641,551 25,698
TELEFONICA DE ESPANA ADR ADR 879382208 6,057 462,368 X 2 462,368
TENNECO AUTOMOTIVE COMMON 880349105 8,430 314,306 X 1 297,196 17,110
TERADATA CORP COMMON 88076W103 18,969 263,422 X 1 186,702 76,720
TERADATA CORP COMMON 88076W103 2,953 41,008 X 2 41,008
TERADYNE INC COMMON 880770102 13,644 970,428 X 1 920,069 50,359
TERADYNE INC CVT CV BND 880770AE2 3,708 259,361 X 1 259,361
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 90 2,288 X 1 2,288
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 16,237 401,998 X 1 401,998
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 153 3,786 X 2 3,786
TEXAS INSTRUMENTS COMMON 882508104 1,559 54,335 X 2 54,335
TEXAS INSTRUMENTS COMMON 882508104 91,074 3,174,424 X 1 2,460,489 713,935
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 15,057 816,963 X 1 816,963
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 141 7,655 X 2 7,655
THE MOSAIC CO COMMON 61945C103 131 2,400 X 1 2,400
THE MOSAIC CO COMMON 61945C103 159 2,900 X 2 2,900
THERMON GROUP HOLDINGS INC COMMON 88362T103 75 3,619 X 2 3,619
THERMON GROUP HOLDINGS INC COMMON 88362T103 7,929 382,862 X 1 382,862
TIME WARNER CABLE CL A COMMON 88732J207 292 3,561 X 1 3,561
TIMKEN CO COMMON 887389104 2,620 57,211 X 1 57,211
TITAN MACHINERY INC COMMON 88830R101 110 3,636 X 2 3,636
TITAN MACHINERY INC COMMON 88830R101 11,802 388,620 X 1 388,620
ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,504 PUT 20,000 X 2 20,000
ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,754 PUT 22,000 X 1 22,000
TORNIER NV COMMON N87237108 15,535 692,905 X 1 692,905
TORNIER NV COMMON N87237108 147 6,552 X 2 6,552
TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,776 61,765 X 1 61,765
TRACTOR SUPPLY CO COMMON 892356106 3,542 42,647 X 1 42,647
TRANSDIGM GROUP INC COMMON 893641100 18,932 140,971 X 1 73,961 2,565 64,445
TRANSDIGM GROUP INC COMMON 893641100 103 766 X 2 766
TRANSOCEAN LTD COMMON H8817H100 1,370 30,623 X 2 30,623
TRANSOCEAN LTD COMMON H8817H100 57,578 1,287,243 X 1 1,147,286 139,957
TRAVELERS COS INC/THE COMMON 89417E109 81,712 1,279,948 X 1 932,600 347,348
TRAVELERS COS INC/THE COMMON 89417E109 1,590 24,912 X 2 24,912
TRIMAS CORP COMMON 896215209 3,196 158,995 X 2 158,995
TRIMAS CORP COMMON 896215209 16,738 832,734 X 1 535,893 296,841
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 21,047 415,473 X 2 415,473
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 143,812 2,838,940 X 1 2,225,038 40,691 573,212
TRIUMPH GROUP INC COMMON 896818101 14,220 252,711 X 1 252,711
TRIUMPH GROUP INC COMMON 896818101 134 2,378 X 2 2,378
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 327 7,614 X 2 7,614
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,433 33,332 X 1 31,640 1,692
UDR COMMON 902653104 12,327 477,032 X 1 451,895 25,137
UGI CORP COMMON 902681105 14,885 505,774 X 1 479,683 26,091
UIL HLDGS CORP COMMON 902748102 17,082 476,362 X 1 451,497 24,865
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 4,340 46,475 X 1 46,475
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 20,604 231,199 X 1 231,199
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 193 2,165 X 2 2,165
UNDER ARMOUR INC-CLASS A COMMON 904311107 2,776 29,387 X 1 29,387
UNILEVER NV ADR ADR 904784709 1,471 44,115 X 2 44,115
UNILEVER NV ADR ADR 904784709 53,826 1,613,963 X 1 1,445,557 168,406
UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 5,735 235,700 X 1 235,700
UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 153 6,300 X 2 6,300
UNITED PARCEL SERVICE CL B COMMON 911312106 69,215 878,809 X 1 342,702 5,300 530,807
UNITED RENTALS INC COMMON 911363109 2,782 81,721 X 1 81,721
UNITED TECHNOLOGIES COMMON 913017109 201 2,655 X 2 2,655
UNITED TECHNOLOGIES COMMON 913017109 26,589 352,034 X 1 131,129 220,905
UNITEDHEALTH GROUP COMMON 91324P102 2,547 43,530 X 2 43,530
UNITEDHEALTH GROUP COMMON 91324P102 126,119 2,155,888 X 1 1,647,957 8,853 499,078
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 3,182 73,729 X 2 73,729
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 15,925 368,976 X 1 230,993 137,983
UNUM GROUP COMMON 91529Y106 58,341 3,049,695 X 1 2,452,782 596,913
UNUM GROUP COMMON 91529Y106 1,261 65,915 X 2 65,915
US BANCORP COMMON 902973304 1,304 40,537 X 2 40,537
US BANCORP COMMON 902973304 54,143 1,683,560 X 1 1,460,294 223,266
US STEEL CORP CVT CV BND 912909AE8 35,438 1,098,038 X 1 1,098,038
VAIL RESORTS INC COMMON 91879Q109 102 2,037 X 2 2,037
VAIL RESORTS INC COMMON 91879Q109 10,925 218,142 X 1 218,142
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 333,382 7,443,213 X 1 7,379,356 12,159 51,698
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 3,245 72,444 X 2 72,444
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,104 42,714 X 2 42,714
VERISK ANALYTICS INC-CL A COMMON 92345Y106 15,805 320,842 X 1 240,404 80,438
VERIZON COMMUNICATIONS COMMON 92343V104 6,665 149,978 X 1 77,581 72,397
VERIZON COMMUNICATIONS COMMON 92343V104 1,604 36,088 X 2 36,088
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 125,518 1,967,866 X 1 1,468,783 26,418 472,665
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 39,142 613,665 X 2 613,665
VERTEX PHARMACEUTICALS INC COMMON 92532F100 220,734 3,947,310 X 1 3,590,863 52,532 303,915
VIACOM INC CL B COMMON 92553P201 67,342 1,432,202 X 1 1,246,930 185,272
VIACOM INC CL B COMMON 92553P201 1,563 33,244 X 2 33,244
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 2,645 32,654 X 2 32,654
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 13,812 170,517 X 1 109,436 61,081
VISA INC-CLASS A SHRS COMMON 92826C839 90,366 730,936 X 1 268,293 462,643
VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,964 738,493 X 1 700,256 38,237
VISTAPRINT NV COMMON N93540107 10,763 333,207 X 1 16,065 317,142
VITAMIN SHOPPE INC COMMON 92849E101 137 2,496 X 2 2,496
VITAMIN SHOPPE INC COMMON 92849E101 14,562 265,097 X 1 265,097
VIVUS INC COMMON 928551100 10,570 370,367 X 1 370,367
VIVUS INC COMMON 928551100 87 3,057 X 2 3,057
VMWARE INC-CLASS A COMMON 928563402 9,166 100,682 X 1 42,017 58,665
VMWARE INC-CLASS A COMMON 928563402 65 714 X 2 714
VODAFONE GROUP PLC ADR 92857W209 2,770 98,290 X 2 98,290
VODAFONE GROUP PLC ADR 92857W209 75,664 2,685,039 X 1 2,437,626 247,413
VOLCANO CORP COMMON 928645100 125 4,359 X 2 4,359
VOLCANO CORP COMMON 928645100 13,336 465,484 X 1 465,484
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 9,247 394,334 X 1 394,334
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 87 3,699 X 2 3,699
VULCAN MATER COMMON 929160109 36,352 915,441 X 1 792,943 122,498
VULCAN MATER COMMON 929160109 883 22,225 X 2 22,225
W R GRACE & CO COMMON 38388F108 2,425 48,068 X 2 48,068
W R GRACE & CO COMMON 38388F108 20,331 402,986 X 1 305,201 97,785
WABCO HOLDINGS INC COMMON 92927K102 2,739 51,741 X 2 51,741
WABCO HOLDINGS INC COMMON 92927K102 14,308 270,328 X 1 173,731 96,597
WABTEC COMMON 929740108 15,554 199,385 X 1 189,104 10,281
WAL-MART STORES INC COMMON 931142103 31,099 446,059 X 1 161,638 284,421
WAL-MART STORES INC COMMON 931142103 238 3,420 X 2 3,420
WALGREEN CO COMMON 931422109 245 8,277 X 1 8,277
WASTE CONNECTIONS INC COMMON 941053100 9,851 329,250 X 1 312,199 17,051
WEATHERFORD INTL COMMON H27013103 117 9,226 X 1 9,226
WELLCARE HEALTH PLANS INC COMMON 94946T106 38,455 725,557 X 1 549,363 176,194
WELLCARE HEALTH PLANS INC COMMON 94946T106 4,565 86,140 X 2 86,140
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 46,277 262,499 X 1 247,726 383 14,390
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 9,765 55,391 X 2 55,391
WELLS FARGO COMPANY COMMON 949746101 146,082 4,368,473 X 1 3,249,394 20,764 1,098,315
WELLS FARGO COMPANY COMMON 949746101 2,879 86,080 X 2 86,080
WERNER ENTERPIRSES INC COMMON 950755108 9,004 376,901 X 1 356,448 20,453
WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 5,825 457,619 X 1 433,732 23,887
WESCO INTERNATIONAL INC COMMON 95082P105 19,063 331,249 X 1 212,657 118,592
WESCO INTERNATIONAL INC COMMON 95082P105 3,608 62,694 X 2 62,694
WESTLAKE CHEMICAL CORP COMMON 960413102 13 249 X 1 249
WEYERHAEUSER CO COMMON 962166104 64,977 2,905,946 X 1 2,633,307 272,639
WEYERHAEUSER CO COMMON 962166104 1,647 73,679 X 2 73,679
WHOLE FOODS MARKET INC COMMON 966837106 5,708 59,882 X 1 56,085 3,797
WILEY JOHN & SONS CL A COMMON 968223206 16,388 334,512 X 1 317,624 16,888
WINTRUST FINANCIAL CORP COMMON 97650W108 17,208 484,721 X 1 459,426 25,295
WORLD FUEL SERVICES CORP COMMON 981475106 12,251 322,145 X 1 322,145
WORLD FUEL SERVICES CORP COMMON 981475106 115 3,026 X 2 3,026
WRIGHT EXPRESS CORP COMMON 98233Q105 49,528 802,462 X 1 632,202 170,260
WRIGHT EXPRESS CORP COMMON 98233Q105 4,928 79,841 X 2 79,841
WYNDHAM WORLDWIDE CORP COMMON 98310W108 41,689 790,456 X 1 580,094 210,362
WYNDHAM WORLDWIDE CORP COMMON 98310W108 5,507 104,423 X 2 104,423
XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 18,727 PUT 525,000 X 2 525,000
XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 31,925 PUT 895,000 X 1 895,000
XYLEM INC COMMON 98419M100 2,533 100,632 X 2 100,632
XYLEM INC COMMON 98419M100 13,258 526,728 X 1 337,287 189,441
ZEP INC COMMON 98944B108 4,839 352,457 X 1 332,890 19,567
ZIMMER HOLDINGS INC COMMON 98956P102 75,962 1,180,260 X 1 439,324 740,936
COLUMN TOTALS 23,131,074