-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, UkKK7e1qIkzhWfxSfJ3vxckzCzi9nbFSYzMkoBoFCOk8ClxjLouHH81kH/rpS0De ZWZ7LubYZumQFlF33uvG1g== 0000312348-10-000045.txt : 20100816 0000312348-10-000045.hdr.sgml : 20100816 20100816141448 ACCESSION NUMBER: 0000312348-10-000045 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 101018810 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/10 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: Deputy Chief Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 8/16/10 Signature Place Date NOTE: This filing shows the firm's convertible holdings and rights as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: 28-6808 Natixis Global Asset Management, L.P. 28-10092 Natixis Asset Management FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 1030 Form 13F Information Table Value Total: $ 14,131,530 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/10 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 59,343 751,271 X 1 316,363 13,789 421,119 3M CO COMMON 88579Y101 627 7,940 X 2 7,940 ABB LTD SPON ADR ADR 000375204 845 48,887 X 2 48,887 ABB LTD SPON ADR ADR 000375204 27,090 1,567,714 X 1 1,368,533 199,181 ABBOTT LABS COMMON 002824100 241 5,145 X 1 5,145 ABERCROMBIE & FITCH CO CL A COMMON 002896207 139 4,532 X 1 4,532 ACE LTD COMMON H0023R105 194 3,759 X 1 3,759 ACTUANT CORP CL A COMMON 00508X203 878 46,602 X 2 46,602 ACTUANT CORP CL A COMMON 00508X203 23,481 1,247,026 X 1 914,383 332,643 ADTRAN INC COMMON 00738A106 13,371 490,312 X 1 432,660 57,652 ADVANCED ENERGY INDS COMMON 007973100 47 3,799 X 2 3,799 ADVANCED ENERGY INDS COMMON 007973100 2,676 217,734 X 1 217,734 ADVANCED MICRO DEVICES CV BND 007903AL1 1,336 182,514 X 2 182,514 ADVANCED MICRO DEVICES CV BND 007903AL1 21,355 2,917,340 X 1 2,403,808 128,205 385,327 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 13,403 1,830,999 X 1 1,603,378 48,733 178,887 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 3,444 470,442 X 2 470,442 ADVISORY BOARD CO COMMON 00762W107 70 1,629 X 2 1,629 ADVISORY BOARD CO COMMON 00762W107 4,007 93,262 X 1 93,262 AEGEAN MARINE PETROLEUM NETW COMMON Y0017S102 46 2,319 X 2 2,319 AEGEAN MARINE PETROLEUM NETW COMMON Y0017S102 2,669 133,560 X 1 133,560 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 14,131 1,529,322 X 1 1,424,301 14,500 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 120 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 454 17,220 X 1 17,220 AFFILIATED MANAGERS GROUP COMMON 008252108 37 611 X 1 611 AFFYMETRIX INC CV BND 00826TAG3 10,661 1,806,961 X 1 1,792,519 12,649 1,793 AGA MEDICAL HOLDINGS INC COMMON 008368102 58 4,549 X 2 4,549 AGA MEDICAL HOLDINGS INC COMMON 008368102 3,311 260,947 X 1 260,947 AGNICO EAGLE MINES LTD COMMON 008474108 3,614 59,454 X 1 59,454 AIR PRODS & CHEM COMMON 009158106 45,805 706,751 X 1 600,031 106,720 AIR PRODS & CHEM COMMON 009158106 1,280 19,748 X 2 19,748 AKAMAI TECHNOLOGIES COMMON 00971T101 1,972 PUT 51,400 X 1 51,400 AKAMAI TECHNOLOGIES COMMON 00971T101 520 12,807 X 2 12,807 AKAMAI TECHNOLOGIES COMMON 00971T101 59,672 1,470,846 X 1 996,190 474,656 ALBANY INTL CORP-CL A COMMON 012348108 14,883 919,274 X 1 814,789 104,485 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COMMON 03073E105 294 9,263 X 1 9,263 AMGEN INC COMMON 031162100 86,160 1,638,024 X 1 927,487 16,844 693,693 AMGEN INC COMMON 031162100 1,232 23,428 X 2 23,428 AMPHENOL CORP CL A COMMON 032095101 13,206 336,210 X 1 199,641 136,569 AMPHENOL CORP CL A COMMON 032095101 992 25,255 X 2 25,255 AMR CORP CVT CV BND 001765BC9 19,316 2,848,990 X 1 2,751,010 3,535 94,444 AMR CORP CVT CV BND 001765BC9 695 102,525 X 2 102,525 ANADARKO PETE CORP COMMON 032511107 462 12,795 X 2 12,795 ANADARKO PETE CORP COMMON 032511107 22,993 637,114 X 1 467,306 169,808 ANALOG DEVICES COMMON 032654105 6,454 231,672 X 1 37,751 193,921 ANCESTRY.COM INC COMMON 032803108 33 1,876 X 2 1,876 ANCESTRY.COM INC COMMON 032803108 1,887 107,066 X 1 107,066 AOL INC COMMON 00184X105 1,201 57,760 X 2 57,760 AOL INC COMMON 00184X105 40,443 1,945,288 X 1 1,611,809 333,479 APACHE CORP COMMON 037411105 204 2,424 X 1 2,424 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 6,595 340,470 X 1 340,470 APPLE INC COMMON 037833100 196,821 782,494 X 1 496,210 10,291 275,993 APPLE INC COMMON 037833100 1,380 5,487 X 2 5,487 APPLIED MATERIALS COMMON 038222105 52,949 4,405,045 X 1 3,762,020 643,025 APPLIED MATERIALS COMMON 038222105 1,370 113,975 X 2 113,975 APPLIED MICRO CIRCUITS CORP COMMON 03822W406 4,096 390,820 X 1 343,767 47,053 ARBITRON INC COMMON 03875Q108 7,914 308,794 X 1 273,983 34,811 ARCSIGHT INC COMMON 039666102 55 2,474 X 2 2,474 ARCSIGHT INC COMMON 039666102 3,204 143,100 X 1 143,100 ARENA RESOURCES INC COMMON 040049108 3 100 X 1 100 ARES CAPITAL CORP COMMON 04010L103 23,880 1,905,860 X 1 1,421,886 483,974 ARES CAPITAL CORP COMMON 04010L103 823 65,707 X 2 65,707 ARIBA INC COMMON 04033V203 94 5,919 X 2 5,919 ARIBA INC COMMON 04033V203 5,455 342,434 X 1 342,434 ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 2,172 175,140 X 1 175,140 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 483 16,002 X 2 16,002 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 14,397 477,044 X 1 358,461 118,583 ARVINMERITOR INC CVT CV BND 043353AH4 8,091 617,657 X 1 482,603 4,863 130,191 ARVINMERITOR INC CVT CV BND 043353AH4 1,446 110,363 X 2 110,363 ASHLAND INC COMMON 044209104 91 1,952 X 1 1,952 ASHLAND INC COMMON 044209104 11 229 X 2 229 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 11,701 472,964 X 1 420,253 52,711 ASSOCIATED ESTATES REALTY CP COMMON 045604105 15,896 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 21,530 890,031 X 1 294,968 595,063 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 23,315 490,846 X 1 444,609 46,237 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 68 1,430 X 2 1,430 AUTOMATIC DATA PROC COMMON 053015103 9,414 233,834 X 1 40,032 193,802 AUTOZONE INC COMMON 053332102 2,682 13,880 X 1 13,880 BAIDU.COM ADR 056752108 20,904 307,047 X 1 299,906 7,141 BAIDU.COM ADR 056752108 161 15,000 X 1 15,000 BAKER HUGHES INC COMMON 057224107 10,874 261,592 X 1 89,934 171,658 BALDOR ELECTRIC COMMON 057741100 24,944 691,361 X 1 555,600 135,761 BALDOR ELECTRIC COMMON 057741100 1,221 14,143 X 2 14,143 BANCO SANTANDER-CHILE-ADR 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BRISTOL MYERS SQUIBB COMMON 110122108 304,651 12,215,358 X 1 11,831,668 383,690 BRISTOL MYERS SQUIBB COMMON 110122108 1,600 64,173 X 2 64,173 BROADCOM CORP CL A COMMON 111320107 886 26,882 X 2 26,882 BROADCOM CORP CL A COMMON 111320107 63,611 1,929,365 X 1 1,323,084 606,281 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 915 48,019 X 2 48,019 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 25,400 1,333,312 X 1 981,538 351,774 BROWN FORMAN CORP CL B COMMON 115637209 15,109 264,013 X 1 114,576 9,150 140,287 BUCYRUS INTERNATIONAL INC COMMON 118759109 48 1,013 X 2 1,013 BUCYRUS INTERNATIONAL INC COMMON 118759109 2,783 58,646 X 1 58,646 CA INC COMMON 12673P105 116 6,290 X 1 6,290 CABLEVISION SYSTEMS CL A COMMON 12686C109 8,478 353,121 X 1 208,672 144,449 CABLEVISION SYSTEMS CL A COMMON 12686C109 634 26,420 X 2 26,420 CALGON CARBON CORP COMMON 129603106 6,733 508,541 X 1 452,148 56,393 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 4,346 286,837 X 1 253,102 33,735 CALPINE CORP COMMON 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780,153 4,181 340,405 CREE INC COMMON 225447101 668 11,133 X 2 11,133 CREE INC COMMON 225447101 2,550 PUT 36,000 X 1 36,000 CTRIP.COM INTERNATIONAL ADR 22943F100 11,976 318,862 X 1 311,718 7,144 CUMMINS ENGINE COMMON 231021106 4,604 70,683 X 1 70,683 CVS CAREMARK CORP COMMON 126650100 1,296 44,205 X 2 44,205 CVS CAREMARK CORP COMMON 126650100 50,136 1,709,955 X 1 1,461,231 248,724 CYBERSOURCE CORP COMMON 23251J106 45 1,779 X 2 1,779 CYBERSOURCE CORP COMMON 23251J106 2,611 102,280 X 1 102,280 CYMER INC COMMON 232572107 2,965 98,713 X 1 98,713 CYMER INC COMMON 232572107 52 1,722 X 2 1,722 DANA HOLDING CORP COMMON 235825205 7,654 765,424 X 1 674,714 90,710 DANAHER CORP COMMON 235851102 25,755 693,822 X 1 364,731 329,091 DANAHER CORP COMMON 235851102 572 15,415 X 2 15,415 DARLING INTERNATIONAL INC COMMON 237266101 10,488 1,396,493 X 1 1,231,053 165,440 DEERE & CO COMMON 244199105 617 11,080 X 2 11,080 DEERE & CO COMMON 244199105 54,339 975,921 X 1 580,465 395,456 DELTIC TIMBER CORP COMMON 247850100 7,387 176,734 X 1 156,912 19,822 DENTSPLY INTERNATIONAL INC COMMON 249030107 8,253 275,913 X 1 158,889 117,024 DENTSPLY INTERNATIONAL INC COMMON 249030107 637 21,283 X 2 21,283 DESTINATION MATERNITY CORP COMMON 25065D100 2,854 112,792 X 1 62,432 50,360 DEVELOPERS DIVERS REALTY COMMON 251591103 3,572 360,772 X 1 360,772 DEVON ENERGY CORP COMMON 25179M103 162 2,652 X 1 2,652 DEX ONE CORP COMMON 25212W100 215 11,334 X 2 11,334 DEX ONE CORP COMMON 25212W100 1,876 98,717 X 1 92,890 1,497 4,330 DEXCOM INC COMMON 252131107 55 4,726 X 2 4,726 DEXCOM INC COMMON 252131107 3,115 269,440 X 1 269,440 DG FASTCHANNEL INC COMMON 23326R109 57 1,763 X 2 1,763 DG FASTCHANNEL INC COMMON 23326R109 3,298 101,227 X 1 101,227 DIAGEO PLC SPON ADR ADR 25243Q205 6,497 103,548 X 1 23,004 80,544 DIAMOND FOODS INC COMMON 252603105 71 1,728 X 2 1,728 DIAMOND FOODS INC COMMON 252603105 4,051 98,558 X 1 98,558 DIAMONDCLUSTER INTL INC COMMON 25269L106 5,943 576,448 X 1 576,448 DIGITAL REALTY TRUST INC COMMON 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PEPPER SNAPPLE GROUP INC. COMMON 26138E109 1,846 49,380 X 2 49,380 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 131,264 3,510,658 X 1 2,539,069 19,772 951,817 DRESSER-RAND GROUP INC COMMON 261608103 14,509 459,866 X 1 407,072 52,794 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 9,151 2,173,745 X 1 2,171,165 2,580 DSW INC- CLASS A COMMON 23334L102 2,793 124,371 X 1 124,371 DSW INC- CLASS A COMMON 23334L102 49 2,160 X 2 2,160 DUKE ENERGY CORP COMMON 26441C105 4,520 282,500 X 1 282,500 DUPONT E I COMMON 263534109 116 3,342 X 1 1,142 2,200 DUPONT FABROS TECHNOLOGY COMMON 26613Q106 12,711 517,529 X 1 456,120 61,409 DWS HIGH INCOME TRUST Closed E 23337C208 2,042 229,414 X 1 228,739 675 DYNEGY INC - CL A COMMON 26817G300 5 X 1 5 EATON CORP COMMON 278058102 247 3,772 X 1 3,772 EBAY INC COMMON 278642103 1,290 65,799 X 2 65,799 EBAY INC COMMON 278642103 46,064 2,348,984 X 1 1,992,859 356,125 EDWARDS LIFESCIENCES CORP COMMON 28176E108 3,163 56,456 X 1 56,456 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 445 40,044 X 2 40,044 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 9,123 821,141 X 1 731,337 2,404 87,400 EL PASO CORPORATION COMMON 28336L109 4,919 442,755 X 2 442,755 EL PASO CORPORATION COMMON 28336L109 80,769 7,269,929 X 1 5,507,517 64,801 1,697,611 ELDORADO GOLD COMMON 284902103 4,906 273,188 X 1 273,188 EMERSON ELEC COMMON 291011104 432 9,897 X 2 9,897 EMERSON ELEC COMMON 291011104 22,287 510,107 X 1 298,189 211,918 EMPLOYERS HOLDINGS INC COMMON 292218104 7,666 520,417 X 1 459,223 61,194 ENCORE WIRE CORP COMMON 292562105 5,601 307,932 X 1 273,512 34,420 ENERGIZER HOLDINGS INC COMMON 29266R108 514 10,229 X 2 10,229 ENERGIZER HOLDINGS INC COMMON 29266R108 18,408 366,111 X 1 310,707 55,404 ENERGY INCOME AND GROWTH FD Closed E 292697109 42 1,750 X 1 1,750 ENERNOC INC COMMON 292764107 3,388 107,748 X 1 107,748 ENERNOC INC COMMON 292764107 59 1,862 X 2 1,862 EOG RESOURCES INC COMMON 26875P101 25,927 263,571 X 1 141,474 9,596 112,501 EQT CORP COMMON 26884L109 50,258 1,390,646 X 1 1,187,368 203,278 EQT CORP COMMON 26884L109 1,320 36,526 X 2 36,526 EQUITY RESIDENTIAL COMMON 29476L107 19,154 460,000 X 1 460,000 ERP OPERATING LP CVT CV BND 26884AAV5 2,102 50,492 X 1 50,492 ESTEE LAUDER COS CL A COMMON 518439104 70,324 1,261,877 X 1 901,527 7,486 352,864 ESTEE LAUDER COS CL A COMMON 518439104 1,103 19,799 X 2 19,799 EV3 INC COMMON 26928A200 61 2,741 X 2 2,741 EV3 INC COMMON 26928A200 3,524 157,245 X 1 157,245 EVERCORE PARTNERS INC-CL A COMMON 29977A105 46 1,973 X 2 1,973 EVERCORE PARTNERS INC-CL A COMMON 29977A105 2,665 114,137 X 1 114,137 EXPEDITORS INTL WASH INC COMMON 302130109 22,365 648,065 X 1 96,154 551,911 EXPONENT INC COMMON 30214U102 33 1,000 X 1 1,000 EXPRESS SCRIPTS INC CL A COMMON 302182100 864 18,368 X 2 18,368 EXPRESS SCRIPTS INC CL A COMMON 302182100 78,850 1,676,953 X 1 982,663 11,550 682,740 EXXON MOBIL CORP COMMON 30231G102 2,744 48,078 X 2 48,078 EXXON MOBIL CORP COMMON 30231G102 127,113 2,227,309 X 1 1,644,235 583,074 F5 NETWORKS INC COMMON 315616102 67,401 982,951 X 1 642,203 6,220 334,528 F5 NETWORKS INC COMMON 315616102 774 11,292 X 2 11,292 F5 NETWORKS INC COMMON 315616102 5,006 PUT 57,000 X 1 57,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 22,629 337,790 X 1 50,137 287,653 FAMILY DOLLAR STORES INC COMMON 307000109 2,488 66,017 X 1 66,017 FEDERAL SIGNAL CORP COMMON 313855108 5,243 868,078 X 1 765,546 102,532 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 5 930 X 2 930 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 857 171,828 X 1 168,649 3,178 FERRO CORP COMMON 315405100 8,524 1,156,623 X 1 1,026,798 129,825 FIDELITY NATIONAL INFORMATION COMMON 31620M106 4,440 165,543 X 1 95,527 70,016 FIDELITY NATIONAL INFORMATION COMMON 31620M106 349 13,031 X 2 13,031 FIFTH STREET FINANCE CORP COMMON 31678A103 15,022 1,361,890 X 1 1,198,044 163,846 FIFTH THIRD BANCORP COMMON 316773100 46,788 3,806,976 X 1 3,264,144 542,832 FIFTH THIRD BANCORP COMMON 316773100 1,191 96,906 X 2 96,906 FIRST FINANCIAL BANCORP COMMON 320209109 13,630 911,733 X 1 807,904 103,829 FIRST HORIZON NATIONAL CORP COMMON 320517105 687 60,037 X 2 60,037 FIRST HORIZON NATIONAL CORP COMMON 320517105 20,692 1,807,133 X 1 1,362,369 444,764 FIRST MIDWEST BANCORP INC COMMON 320867104 9,808 806,586 X 1 712,060 94,526 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FLEXTRONICS INTL LTD CV BND 33938EAL1 119 21,256 X 1 21,256 FMC CORP NEW COMMON 302491303 535 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 579 10,993 X 2 10,993 FMC TECHNOLOGIES INC COMMON 30249U101 51,631 980,459 X 1 733,694 246,765 FORD MOTOR CO COMMON 345370860 54,209 5,377,916 X 1 3,233,155 21,205 2,123,556 FORD MOTOR CO COMMON 345370860 604 59,941 X 2 59,941 FORD MOTOR COMPANY CVT CV BND 345370CN8 21,341 2,117,205 X 2 2,117,205 FORD MOTOR COMPANY CVT CV BND 345370CN8 465,306 46,161,298 X 1 44,312,911 330,645 1,517,742 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 120,756 11,979,768 X 1 11,879,832 10,523 89,414 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 733 72,730 X 2 72,730 FOREST LABS COMMON 345838106 154 5,599 X 1 5,599 FORESTAR GROUP INC COMMON 346233109 16,021 892,042 X 1 663,855 228,187 FORESTAR GROUP INC COMMON 346233109 550 30,637 X 2 30,637 FOSSIL INC COMMON 349882100 772 22,260 X 2 22,260 FOSSIL INC COMMON 349882100 25,324 729,788 X 1 566,788 163,000 FOSTER WHEELER AG COMMON H27178104 25,657 1,218,284 X 1 1,077,646 140,638 FOSTER WHEELER AG COMMON H27178104 677 32,134 X 2 32,134 FRANKLIN RESOURCES COMMON 354613101 48,137 558,501 X 1 238,736 319,765 FRANKLIN RESOURCES COMMON 354613101 518 6,015 X 2 6,015 FRED'S INC COMMON 356108100 7,922 716,240 X 1 631,260 84,980 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 953 16,109 X 1 10,339 5,770 FRESH DEL MONTE PRODUCE INC COMMON G36738105 7,003 345,978 X 1 306,388 39,590 FURIEX PHARMACEUTICALS INC COMMON 36106P101 5 X 1 5 FX ENERGY INC COMMON 302695101 11 3,000 X 1 3,000 GAP INC COMMON 364760108 54,669 2,809,290 X 1 1,976,137 35,056 798,097 GAP INC COMMON 364760108 1,099 56,480 X 2 56,480 GENERAL CABLE CORP COMMON 369300108 5,450 204,507 X 1 180,471 24,036 GENERAL ELECTRIC COMMON 369604103 118,749 8,235,031 X 1 6,546,182 77,296 1,611,553 GENERAL ELECTRIC COMMON 369604103 2,917 202,299 X 2 202,299 GENESCO INC COMMON 371532102 9,598 364,811 X 1 324,126 40,685 GENESEE & WYOMING INC-CL A COMMON 371559105 12,302 329,718 X 1 290,762 38,956 GENZYME CORP COMMON 372917104 76 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 1,210 38,868 X 2 38,868 GEOEYE INC COMMON 37250W108 15,489 497,414 X 1 286,978 210,436 GILEAD SCIENCES INC COMMON 375558103 770 22,455 X 1 10,459 11,996 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 15 450 X 1 450 GOLDMAN SACHS GROUP COMMON 38141G104 47 355 X 1 355 GOODRICH COMMON 382388106 1 X 1 1 GOODYEAR TIRE & RUBBER CO COMMON 382550101 46,626 4,690,701 X 1 4,032,224 658,477 GOODYEAR TIRE & RUBBER CO COMMON 382550101 989 99,544 X 2 99,544 GOOGLE INC-CL A COMMON 38259P508 523 1,175 X 2 1,175 GOOGLE INC-CL A COMMON 38259P508 71,152 159,909 X 1 61,906 586 97,417 GRAFTECH INTL LTD COMMON 384313102 10,824 740,326 X 1 653,312 87,014 GRAINGER W W COMMON 384802104 403 4,050 X 1 4,050 GRAND CANYON EDUCATION INC COMMON 38526M106 55 2,344 X 2 2,344 GRAND CANYON EDUCATION INC COMMON 38526M106 3,158 134,787 X 1 134,787 GREENHILL & CO INC COMMON 395259104 50 818 X 2 818 GREENHILL & CO INC COMMON 395259104 2,876 47,051 X 1 47,051 GRIFFON CORPORATION COMMON 398433102 7,239 654,550 X 1 581,057 73,493 GSI COMMERCE INC COMMON 36238G102 9,010 312,856 X 1 312,856 GSI COMMERCE INC COMMON 36238G102 121 4,205 X 2 4,205 GUESS INC COMMON 401617105 1,100 35,198 X 1 18,080 8,406 8,712 H & R BLOCK INC COMMON 093671105 1 X 1 1 HAEMONETICS CORP COMMON 405024100 25,157 470,048 X 1 344,927 125,121 HAEMONETICS CORP COMMON 405024100 969 18,112 X 2 18,112 HALLIBURTON CO COMMON 406216101 10,593 431,469 X 1 152,963 22,504 256,002 HANCOCK HOLDING CO COMMON 410120109 10,615 318,189 X 1 280,872 37,317 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 69 3,816 X 2 3,816 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 3,941 219,421 X 1 219,421 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 10,969 252,151 X 1 225,067 27,084 HARMAN INTL COMMON 413086109 940 31,435 X 2 31,435 HARMAN INTL COMMON 413086109 36,279 1,213,762 X 1 1,037,894 175,868 HARRIS & HARRIS GROUP INC COMMON 413833104 1,982 484,691 X 1 484,691 HARRIS & HARRIS GROUP INC COMMON 413833104 34 8,423 X 2 8,423 HARSCO CORP COMMON 415864107 11,657 496,052 X 1 363,733 132,319 HARSCO CORP COMMON 415864107 437 18,583 X 2 18,583 HASBRO INC COMMON 418056107 464 11,292 X 2 11,292 HASBRO INC COMMON 418056107 20,177 490,933 X 1 255,076 235,857 HAYNES INTERNATIONAL INC COMMON 420877201 6,478 210,129 X 1 184,859 25,270 HCC INSURANCE HLDG COMMON 404132102 14,710 594,121 X 1 525,547 68,574 HCP INC COMMON 40414L109 65 2,000 X 1 2,000 HEICO CORP COMMON 422806109 54 1,517 X 2 1,517 HEICO CORP COMMON 422806109 3,108 86,527 X 1 86,527 HESS CORP COMMON 42809H107 67,954 1,349,907 X 1 1,153,660 196,247 HESS CORP COMMON 42809H107 1,777 35,297 X 2 35,297 HEWLETT PACKARD COMMON 428236103 83,022 1,918,261 X 1 1,444,444 473,817 HEWLETT PACKARD COMMON 428236103 2,145 49,550 X 2 49,550 HEXCEL CORP COMMON 428291108 70 4,522 X 2 4,522 HEXCEL CORP COMMON 428291108 4,024 259,416 X 1 259,416 HHGREGG INC COMMON 42833L108 2,889 123,885 X 1 123,885 HHGREGG INC COMMON 42833L108 50 2,160 X 2 2,160 HIBBETT SPORTS INC COMMON 428567101 62 2,608 X 2 2,608 HIBBETT SPORTS INC COMMON 428567101 3,596 150,100 X 1 150,100 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 12,926 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 3,300 73,764 X 1 73,764 HITTITE MICROWAVE CORP COMMON 43365Y104 58 1,286 X 2 1,286 HMS HOLDINGS CORP COMMON 40425J101 7,261 133,922 X 1 133,922 HMS HOLDINGS CORP COMMON 40425J101 78 1,431 X 2 1,431 HOLOGIC INC CVT CV BND 436440AA9 59,370 4,261,997 X 1 3,666,692 153,264 442,042 HOLOGIC INC CVT CV BND 436440AA9 4,725 339,175 X 2 339,175 HOME DEPOT COMMON 437076102 8,008 285,292 X 1 60,544 224,748 HONEYWELL INTERNATIONAL INC COMMON 438516106 51,276 1,313,768 X 1 1,107,979 205,789 HONEYWELL INTERNATIONAL INC COMMON 438516106 1,385 35,477 X 2 35,477 HORSEHEAD HOLDING CORP COMMON 440694305 7,618 1,007,644 X 1 884,568 123,076 HOSPIRA INC COMMON 441060100 1 20 X 1 20 HSN INC COMMON 404303109 14,184 591,020 X 1 435,082 155,938 HSN INC COMMON 404303109 519 21,605 X 2 21,605 HUMAN GENOME SCIENCE COMMON 444903108 7,345 324,139 X 1 145,730 178,409 HUMAN GENOME SCIENCES CV BND 444903AK4 4,416 194,893 X 2 194,893 HUMAN GENOME SCIENCES CV BND 444903AK4 22,000 970,863 X 1 727,729 44,703 198,431 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 17,384 767,150 X 2 767,150 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 180,507 7,965,865 X 1 7,503,090 162,506 300,270 HUNT J B TRANSPORT SVCS INC COMMON 445658107 158 4,821 X 1 4,821 HUNTSMAN CORP COMMON 447011107 17 2,000 X 1 2,000 IAC/ INTERACTIVECORP COMMON 44919P508 20,423 929,565 X 1 650,982 278,583 IAC/ INTERACTIVECORP COMMON 44919P508 954 43,411 X 2 43,411 IBERIABANK CORP COMMON 450828108 16,886 328,014 X 1 288,510 39,504 IBM COMMON 459200101 38,758 313,878 X 1 104,629 14,169 195,080 ICF INTERNATIONAL INC COMMON 44925C103 66 2,768 X 2 2,768 ICF INTERNATIONAL INC COMMON 44925C103 3,808 159,140 X 1 159,140 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 1,025 71,299 X 2 71,299 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 4,424 307,874 X 1 216,981 12,518 78,375 IGATE CORP COMMON 45169U105 6,885 537,041 X 1 537,041 IHS INC-CLASS A COMMON 451734107 77 1,319 X 2 1,319 IHS INC-CLASS A COMMON 451734107 4,459 76,335 X 1 76,335 II-VI INC COMMON 902104108 16,019 540,642 X 1 477,235 63,407 ILLINOIS TOOL WORKS INC COMMON 452308109 132 3,200 X 1 3,200 ILLUMINA INC COMMON 452327109 35 810 X 1 810 IMAX CORP COMMON 45245E109 2,642 180,955 X 1 180,955 IMAX CORP COMMON 45245E109 46 3,173 X 2 3,173 INCYTE CORP COMMON 45337C102 39 3,548 X 2 3,548 INCYTE CORP COMMON 45337C102 3,064 276,752 X 1 276,752 INFORMATICA CORP COMMON 45666Q102 4,790 200,594 X 1 200,594 INFORMATICA CORP COMMON 45666Q102 83 3,467 X 2 3,467 INGERSOLL-RAND PLC COMMON G47791101 358 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 37 7,467 X 2 7,467 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,125 425,905 X 1 425,905 INSULET CORP COMMON 45784P101 50 3,355 X 2 3,355 INSULET CORP COMMON 45784P101 2,879 191,268 X 1 191,268 INTEL CORP COMMON 458140100 347,637 17,873,369 X 1 16,095,140 56,329 1,721,900 INTEL CORP COMMON 458140100 699 35,922 X 2 35,922 INTEL CORP CVT CV BND 458140AD2 29,144 1,498,400 X 2 1,498,400 INTEL CORP CVT CV BND 458140AD2 146,832 7,549,185 X 1 6,598,333 112,751 838,101 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,440 30,435 X 1 30,435 INTERPUBLIC GROUP COS CVT CV BND 460690BE9 1,553 217,794 X 1 210,548 7,246 INTERPUBLIC GROUP COS INC COMMON 460690100 128 17,992 X 1 17,992 INTERVAL LEISURE GROUP COMMON 46113M108 6,126 492,022 X 1 282,461 209,561 INTERVAL LEISURE GROUP COMMON 46113M108 476 38,244 X 2 38,244 INTEVAC INC COMMON 461148108 3,945 369,752 X 1 328,745 41,007 INTL PAPER COMMON 460146103 17,408 769,256 X 1 242,893 30,238 496,125 INTUITIVE SURGICAL INC COMMON 46120E602 350 1,108 X 2 1,108 INTUITIVE SURGICAL INC COMMON 46120E602 28,638 90,737 X 1 66,351 24,386 INVERNESS MEDICAL INNOVATION COMMON 46126P106 232 8,688 X 2 8,688 INVERNESS MEDICAL INNOVATION COMMON 46126P106 3,041 114,080 X 1 65,662 48,418 INVITROGEN CORP CV BND 46185RAK6 25,699 543,885 X 1 530,457 12,448 980 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 75 2,000 X 1 2,000 IPC THE HOSPITALIST CO COMMON 44984A105 2,669 106,340 X 1 106,340 IPC THE HOSPITALIST CO COMMON 44984A105 46 1,838 X 2 1,838 IPG PHOTONICS CORP COMMON 44980X109 63 4,157 X 2 4,157 IPG PHOTONICS CORP COMMON 44980X109 3,663 240,491 X 1 240,491 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 3,799 81,684 X 1 79,709 1,975 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,132 57,130 X 1 55,430 1,700 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 108 1,762 X 1 1,762 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 26 600 X 1 600 ISLE OF CAPRI CASINOS COMMON 464592104 7,503 810,228 X 1 718,917 91,311 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 3 666 X 2 666 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 12,723 2,852,589 X 1 2,847,816 4,773 ITC HOLDINGS CORP COMMON 465685105 14,778 279,312 X 1 249,424 29,888 J & J SNACK FOODS CORP COMMON 466032109 14,292 339,470 X 1 299,832 39,638 J CREW GROUP COMMON 46612H402 2,292 62,266 X 1 62,266 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,626 44,619 X 1 7,961 36,658 JARDEN CORP COMMON 471109108 9,950 370,296 X 1 329,306 40,990 JDS UNIPHASE CORP CV BND 46612JAD3 3 330 X 2 330 JDS UNIPHASE CORP CV BND 46612JAD3 1,772 180,031 X 1 118,976 14,686 46,369 JM SMUCKER CO COMMON 832696405 451 7,482 X 2 7,482 JM SMUCKER CO COMMON 832696405 5,952 98,840 X 1 56,496 42,344 JMP GROUP INC COMMON 46629U107 1,868 301,803 X 1 269,750 32,053 JO-ANN STORES INC COMMON 47758P307 10,015 267,004 X 1 235,510 31,494 JOHN BEAN TECHNOLOGIES COMMON 477839104 19,405 1,272,486 X 1 949,970 322,516 JOHN BEAN TECHNOLOGIES COMMON 477839104 685 44,916 X 2 44,916 JOHNSON & JOHNSON COMMON 478160104 1,211 20,499 X 2 20,499 JOHNSON & JOHNSON COMMON 478160104 43,597 738,179 X 1 610,128 128,051 JOHNSON CONTROLS COMMON 478366107 2,165 80,583 X 2 80,583 JOHNSON CONTROLS COMMON 478366107 95,671 3,560,503 X 1 2,773,375 787,128 JONES LANG LASALLE INC COMMON 48020Q107 4,910 74,804 X 1 72,508 2,296 JP MORGAN CHASE & CO COMMON 46625H100 3,408 93,090 X 2 93,090 JP MORGAN CHASE & CO COMMON 46625H100 159,478 4,356,121 X 1 3,062,143 26,896 1,267,082 KADANT INC COMMON 48282T104 4,227 242,658 X 1 139,528 103,130 KADANT INC COMMON 48282T104 331 19,000 X 2 19,000 KB HOME CORP COMMON 48666K109 5,479 498,050 X 1 496,500 1,550 KB HOME CORP COMMON 48666K109 10 940 X 2 940 KELLOGG CO COMMON 487836108 11,176 222,179 X 1 72,736 149,443 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 4,855 421,475 X 1 352,836 14,461 54,178 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 63 5,449 X 2 5,449 KIMBERLY CLARK COMMON 494368103 36 600 X 1 600 KINROSS GOLD CORP COMMON 496902404 33 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 724 18,920 X 2 18,920 KIRBY CORP COMMON 497266106 20,806 543,957 X 1 407,997 135,960 KOHLS CORP COMMON 500255104 1,021 21,500 X 1 14,068 7,432 KOPPERS HOLDINGS INC COMMON 50060P106 8,617 383,297 X 1 338,337 44,960 KULICKE & SOFFA CVT CV BND 501242AT8 26,796 3,817,135 X 1 3,381,398 107,280 328,457 KULICKE & SOFFA CVT CV BND 501242AT8 4,644 661,581 X 2 661,581 LABARGE INC COMMON 502470107 1,424 124,780 X 1 68,912 55,868 LEAR CORP COMMON 521865204 1,185 17,902 X 2 17,902 LEAR CORP COMMON 521865204 15,695 237,083 X 1 138,233 98,850 LEGG MASON INC COMMON 524901105 77,943 2,780,699 X 1 1,929,881 850,818 LEGG MASON INC COMMON 524901105 1,909 68,117 X 2 68,117 LEGGETT & PLATT INC COMMON 524660107 825 41,122 X 2 41,122 LEGGETT & PLATT INC COMMON 524660107 23,714 1,182,157 X 1 886,490 295,667 LENDER PROCESSING SERV COMMON 52602E102 738 23,567 X 2 23,567 LENDER PROCESSING SERV COMMON 52602E102 21,376 682,726 X 1 510,385 172,341 LENNAR CORP COMMON 526057104 7,643 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 12,597 11,556,977 X 1 10,814,005 60,241 682,731 LEVEL 3 COMM CONV CV BND 52729NBF6 1,813 1,662,902 X 2 1,662,902 LEVEL 3 COMM CONV CV BND 52729NBK5 2,351 2,156,594 X 2 2,156,594 LEVEL 3 COMM CONV CV BND 52729NBK5 26,618 24,420,332 X 1 23,496,339 259,158 664,835 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 106 97,493 X 2 97,493 LEVEL 3 COMM SUB CONV CV BND 52729NBA7 813 745,822 X 1 745,822 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 53,346 48,941,679 X 1 48,225,013 447,222 269,445 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 939 861,111 X 2 861,111 LIBERTY MEDIA CORPORAT 530715AN1 6,093 934,511 X 1 899,056 9,505 25,950 LIBERTY MEDIA CORPORAT 530715AN1 132 20,217 X 2 20,217 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 33,078 638,077 X 1 472,505 165,572 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 1,227 23,664 X 2 23,664 LIFE TECHNOLOGIES CORP COMMON 53217V109 2,786 58,970 X 1 58,970 LIFE TIME FITNESS INC COMMON 53217R207 3,575 112,445 X 1 112,445 LIFE TIME FITNESS INC COMMON 53217R207 62 1,962 X 2 1,962 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,275 40,591 X 1 28,177 2,123 10,291 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 10,101 321,696 X 1 251,796 10,717 59,184 LILLY ELI COMMON 532457108 109 3,264 X 1 600 2,664 LINCOLN EDUCATIONAL SERVICES COMMON 533535100 3,006 145,973 X 1 145,973 LINCOLN EDUCATIONAL SERVICES COMMON 533535100 52 2,537 X 2 2,537 LINCOLN NATL CORP COMMON 534187109 57 2,345 X 1 2,345 LINEAR TECHNOLOGY CORP COMMON 535678106 2,976 106,996 X 1 4,570 102,426 LITTELFUSE INC COMMON 537008104 6,813 215,530 X 1 189,640 25,890 LIVE NATION ENTERTAINMENT INC COMMON 538034109 276 26,417 X 2 26,417 LIVE NATION ENTERTAINMENT INC COMMON 538034109 11,243 1,075,916 X 1 842,474 233,442 LOUISIANA-PACIFIC CORP COMMON 546347105 181 27,092 X 1 27,092 LOWES COS COMMON 548661107 1,312 64,259 X 2 64,259 LOWES COS COMMON 548661107 50,454 2,470,826 X 1 2,003,229 467,597 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 38,536 2,979,801 X 1 1,925,405 24,756 1,029,640 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 5,071 392,117 X 2 392,117 LUFKIN INDS INC COMMON 549764108 11,516 295,355 X 1 262,429 32,926 LULULEMON ATHLETICA INC COMMON 550021109 2,524 67,820 X 1 67,820 MADISON SQUARE GARDEN INC-A COMMON 55826P100 18,286 929,622 X 1 684,986 244,636 MADISON SQUARE GARDEN INC-A COMMON 55826P100 703 35,732 X 2 35,732 MARINER ENERGY INC COMMON 56845T305 2 100 X 1 100 MARKETAXESS HOLDINGS INC COMMON 57060D108 5,928 429,897 X 1 379,232 50,665 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 1,045 66,276 X 1 16,339 29,812 20,125 MASIMO CORPORATION COMMON 574795100 2,926 122,893 X 1 122,893 MASIMO CORPORATION COMMON 574795100 51 2,124 X 2 2,124 MASSEY ENERGY CO COMMON 576206106 155 5,685 X 1 5,685 MASTEC INC COMMON 576323109 2,816 299,599 X 1 299,599 MASTEC INC COMMON 576323109 49 5,205 X 2 5,205 MASTERCARD INC-CLASS A COMMON 57636Q104 1,299 6,508 X 1 3,190 1,565 1,753 MCAFEE INC COMMON 579064106 9,312 303,113 X 1 174,879 128,234 MCAFEE INC COMMON 579064106 723 23,525 X 2 23,525 MCCORMICK & CO NON VTG COMMON 579780206 5,712 150,480 X 1 12,513 137,967 MCDERMOTT INTL COMMON 580037109 1,142 52,741 X 2 52,741 MCDERMOTT INTL COMMON 580037109 10,795 498,404 X 1 309,789 188,615 MCDONALDS COMMON 580135101 864 13,120 X 1 6,079 7,041 MCGRATH RENTCORP COMMON 580589109 6,311 277,058 X 1 246,368 30,690 MCKESSON CORP COMMON 58155Q103 845 12,587 X 1 12,587 MEADE JOHNSON NUTRITION CO COMMON 582839106 12,083 241,079 X 1 172,467 68,612 MEADE JOHNSON NUTRITION CO COMMON 582839106 621 12,396 X 2 12,396 MEDASSETS INC COMMON 584045108 4,915 212,950 X 1 212,950 MEDASSETS INC COMMON 584045108 85 3,681 X 2 3,681 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 739 13,409 X 1 6,995 5,354 1,060 MEDICAL ACTION IND INC COMMON 58449L100 5,939 495,331 X 1 439,170 56,161 MEDNAX COMMON 58502B106 534 9,594 X 2 9,594 MEDNAX COMMON 58502B106 18,298 329,048 X 1 253,048 76,000 MEDTRONIC INC COMMON 585055106 52,855 1,457,252 X 1 1,012,710 444,542 MEDTRONIC INC COMMON 585055106 1,131 31,175 X 2 31,175 MELA SCIENCES INC COMMON 55277R100 35 4,676 X 2 4,676 MELA SCIENCES INC COMMON 55277R100 2,012 270,487 X 1 270,487 MERCADOLIBRE INC COMMON 58733R102 67 1,271 X 2 1,271 MERCADOLIBRE INC COMMON 58733R102 7,125 135,585 X 1 135,585 MERCK & CO COMMON 58933Y105 115,819 3,311,953 X 1 2,200,665 1,111,288 MERCK & CO COMMON 58933Y105 2,081 59,497 X 2 59,497 MERU NETWORKS INC COMMON 59047Q103 35 2,964 X 2 2,964 MERU NETWORKS INC COMMON 59047Q103 2,013 169,737 X 1 169,737 METHODE ELECTRONICS INC COMMON 591520200 8,624 885,391 X 1 785,944 99,447 METLIFE INC COMMON 59156R108 14,252 377,438 X 1 124,185 253,253 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 10,743 96,234 X 1 88,691 7,543 MGIC INVT CORP WIS COMMON 552848103 175 25,380 X 2 25,380 MGIC INVT CORP WIS COMMON 552848103 8,338 1,210,127 X 1 975,361 234,766 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 5,226 615,547 X 2 615,547 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 49,808 5,866,667 X 1 4,831,972 229,073 805,621 MICROS SYSTEM INC COMMON 594901100 941 29,525 X 2 29,525 MICROS SYSTEM INC COMMON 594901100 12,054 378,218 X 1 219,071 159,147 MICROSOFT CORP COMMON 594918104 34,167 1,484,871 X 1 527,526 12,008 945,337 MICROSOFT CORP COMMON 594918104 527 22,895 X 2 22,895 MIDDLEBY CORP COMMON 596278101 441 8,291 X 2 8,291 MIDDLEBY CORP COMMON 596278101 9,855 185,281 X 1 131,538 53,743 MIDDLESEX WATER CO COMMON 596680108 8,057 508,357 X 1 453,835 54,522 MINE SAFETY APPLIANCES CO COMMON 602720104 45 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 7,182 151,072 X 1 134,197 16,875 MONSANTO CO NEW COMMON 61166W101 3 64 X 1 64 MONSTER WORLDWIDE INC COMMON 611742107 39 3,305 X 2 3,305 MONSTER WORLDWIDE INC COMMON 611742107 2,209 189,594 X 1 189,594 MORGAN STANLEY COMMON 617446448 60 2,575 X 1 2,575 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,407 443,400 X 1 443,400 MOTOROLA INC COMMON 620076109 1 X 1 1 MOVADO CORP INC COMMON 624580106 4,274 400,213 X 1 353,295 46,918 MSCI INC-A COMMON 55354G100 49 1,804 X 2 1,804 MSCI INC-A COMMON 55354G100 9,287 338,932 X 1 113,896 225,036 MUNRO MUFFLER BRAKE INC COMMON 610236101 4,279 108,235 X 1 108,235 MUNRO MUFFLER BRAKE INC COMMON 610236101 74 1,871 X 2 1,871 MWI VETERINARY SUPPLY INC COMMON 55402X105 3,277 65,193 X 1 65,193 MWI VETERINARY SUPPLY INC COMMON 55402X105 57 1,142 X 2 1,142 MYLAN LABS COMMON 628530107 609 35,743 X 2 35,743 MYLAN LABS COMMON 628530107 56,604 3,321,834 X 1 2,061,676 50,473 1,209,685 MYR GROUP INC/DELAWARE COMMON 55405W104 7,073 423,761 X 1 373,660 50,101 NABORS INDUSTRIES LTD COMMON G6359F103 2,349 133,341 X 1 133,341 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 11,066 516,133 X 1 455,170 60,963 NAVIGANT CONSULTING GROUP COMMON 63935N107 3,157 304,109 X 1 268,812 35,297 NAVISTAR INTL CORP CVT CV BND 63934EAL2 3,587 72,901 X 2 72,901 NAVISTAR INTL CORP CVT CV BND 63934EAL2 31,967 649,740 X 1 601,404 15,018 33,317 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 2,282 188,616 X 1 188,616 NEKTAR THERAPEUTICS COMMON 640268108 39 3,260 X 2 3,260 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 52,440 4,333,905 X 1 3,915,418 151,966 266,521 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 3,869 319,732 X 2 319,732 NETAPP INC COMMON 64110D104 959 25,706 X 2 25,706 NETAPP INC COMMON 64110D104 89,515 2,399,232 X 1 1,598,978 15,637 784,617 NETEZZA CORP COMMON 64111N101 3,972 290,381 X 1 290,381 NETEZZA CORP COMMON 64111N101 69 5,019 X 2 5,019 NETFLIX.COM INC COMMON 64110L106 65,714 604,821 X 1 466,322 2,019 136,480 NETFLIX.COM INC COMMON 64110L106 657 6,048 X 2 6,048 NETFLIX.COM INC COMMON 64110L106 3,077 PUT 30,000 X 1 30,000 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 3,071 112,903 X 1 112,903 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 53 1,952 X 2 1,952 NEWFIELD EXPLORATION CO COMMON 651290108 189 3,862 X 1 3,862 NII HOLDINGS INC CVT CV BND 62913FAF9 601 18,469 X 2 18,469 NII HOLDINGS INC CVT CV BND 62913FAF9 1,925 59,202 X 1 29,252 2,795 27,155 NII HOLDINGS INC CVT CV BND 62913FAJ1 20,895 642,515 X 1 581,223 7,962 53,330 NII HOLDINGS INC CVT CV BND 62913FAJ1 884 27,172 X 2 27,172 NIKE INC CL B COMMON 654106103 336 4,980 X 1 4,795 185 NORDIC AMERICAN TANKER SHIPPIN COMMON G65773106 8 300 X 1 300 NORDSTROM INC COMMON 655664100 259 8,039 X 2 8,039 NORDSTROM INC COMMON 655664100 12,076 375,134 X 1 196,103 11,048 167,983 NORFOLK SOUTHN CORP COMMON 655844108 1,241 23,401 X 2 23,401 NORFOLK SOUTHN CORP COMMON 655844108 46,256 871,940 X 1 735,863 136,077 NORTHROP GRUMMAN CORP COMMON 666807102 1,805 33,153 X 2 33,153 NORTHROP GRUMMAN CORP COMMON 666807102 68,317 1,254,906 X 1 1,070,707 184,199 NOVARTIS AG SPON ADR ADR 66987V109 22,285 461,188 X 1 77,827 383,361 NUCOR CORP COMMON 670346105 10 250 X 1 250 O CHARLEYS INC COMMON 670823103 4,600 867,848 X 1 483,215 384,633 O CHARLEYS INC COMMON 670823103 371 69,941 X 2 69,941 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 10,646 900,661 X 1 822,987 77,674 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 42 3,557 X 2 3,557 OCCIDENTAL PETE COMMON 674599105 2,713 35,159 X 1 2,146 33,013 OCEANEERING INTL INC COMMON 675232102 50 1,106 X 2 1,106 OCEANEERING INTL INC COMMON 675232102 12,646 281,658 X 1 255,875 25,783 OLD DOMINION FREIGHT LINE COMMON 679580100 4,430 126,067 X 1 111,222 14,845 OLD REPUBLIC INTL CORP COMMON 680223104 20,816 1,716,043 X 1 1,280,238 435,805 OLD REPUBLIC INTL CORP COMMON 680223104 720 59,335 X 2 59,335 OLIN COMMON 680665205 8,342 461,138 X 1 409,591 51,547 OMNICARE INC CVT CV BND 681904AL2 47,656 2,010,819 X 1 1,551,395 76,006 383,418 OMNICARE INC CVT CV BND 681904AL2 7,278 307,098 X 2 307,098 OMNICOM GROUP COMMON 681919106 1,096 31,939 X 2 31,939 OMNICOM GROUP COMMON 681919106 52,232 1,522,789 X 1 1,038,361 484,428 ON SEMICONDUCTOR CORPORATION COMMON 682189105 23,516 3,685,931 X 1 2,716,734 969,197 ON SEMICONDUCTOR CORPORATION COMMON 682189105 886 138,819 X 2 138,819 ONEOK INC COMMON 682680103 244 5,645 X 1 5,645 OPENTABLE INC COMMON 68372A104 1,952 47,060 X 1 47,060 ORACLE CORP COMMON 68389X105 160,508 7,479,414 X 1 4,370,204 57,974 3,051,236 ORACLE CORP COMMON 68389X105 2,611 121,682 X 2 121,682 OWENS-ILLINOIS INC COMMON 690768403 90,209 3,410,563 X 1 3,058,321 31,083 321,159 OWENS-ILLINOIS INC COMMON 690768403 1,949 73,704 X 2 73,704 PANERA BREAD CO CL A COMMON 69840W108 6,417 85,230 X 1 85,230 PANERA BREAD CO CL A COMMON 69840W108 64 845 X 2 845 PARKER HANNIFIN COMMON 701094104 47,287 852,641 X 1 487,533 11,201 353,907 PARKER HANNIFIN COMMON 701094104 456 8,220 X 2 8,220 PATTERSON-UTI ENERGY INC COMMON 703481101 159 12,333 X 1 12,333 PEABODY ENERGY CORP CVT CV BND 704549AG9 5,956 152,208 X 2 152,208 PEABODY ENERGY CORP CVT CV BND 704549AG9 24,213 618,789 X 1 476,367 21,641 120,781 PENN VIRGINIA CORP COMMON 707882106 726 36,087 X 2 36,087 PENN VIRGINIA CORP COMMON 707882106 22,527 1,120,170 X 1 846,694 273,476 PENN VIRGINIA CORP CVT CV BND 707882AA4 11,909 592,173 X 1 462,251 32,952 96,970 PENN VIRGINIA CORP CVT CV BND 707882AA4 1,635 81,299 X 2 81,299 PEOPLES UNITED FINANCIAL INC COMMON 712704105 11,347 840,532 X 1 483,760 356,772 PEOPLES UNITED FINANCIAL INC COMMON 712704105 891 65,968 X 2 65,968 PEPSICO INC COMMON 713448108 94,335 1,547,738 X 1 1,093,370 9,782 444,586 PEPSICO INC COMMON 713448108 1,883 30,899 X 2 30,899 PERFICIENT INC COMMON 71375U101 2,286 256,523 X 1 141,332 115,191 PERRIGO CO COMMON 714290103 74,547 1,262,003 X 1 787,337 14,003 460,663 PERRIGO CO COMMON 714290103 1,217 20,597 X 2 20,597 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 851 33,473 X 2 33,473 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 20,817 819,237 X 1 590,723 228,514 PHARMASSET INC COMMON 71715N106 41 1,517 X 2 1,517 PHARMASSET INC COMMON 71715N106 2,370 86,688 X 1 86,688 PHH CORP COMMON 693320202 840 44,143 X 2 44,143 PHH CORP COMMON 693320202 22,436 1,178,341 X 1 863,796 314,545 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 23 500 X 1 500 PHILLIPS-VAN HEUSEN COMMON 718592108 3,069 66,330 X 1 66,330 PHILLIPS-VAN HEUSEN COMMON 718592108 54 1,157 X 2 1,157 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 94 1,584 X 2 1,584 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 3,914 65,840 X 1 10,331 1,377 54,132 PIPER JAFFRAY COS COMMON 724078100 3 X 1 3 PLAINS EXPLORATION & PRODUCT COMMON 726505100 9,132 443,073 X 1 144,943 298,130 PNC FINANCIAL SERVICES COMMON 693475105 2,027 35,883 X 2 35,883 PNC FINANCIAL SERVICES COMMON 693475105 87,985 1,557,248 X 1 1,211,748 345,500 POLYPORE INTERNATIONAL INC COMMON 73179V103 76 3,347 X 2 3,347 POLYPORE INTERNATIONAL INC COMMON 73179V103 4,376 192,456 X 1 192,456 POPULAR INC COMMON 733174106 11,637 4,342,098 X 1 3,807,669 534,429 POTLATCH HOLDINGS INC COMMON 737630103 33,981 951,049 X 1 693,390 257,659 POTLATCH HOLDINGS INC COMMON 737630103 1,347 37,694 X 2 37,694 POWER INTEGRATIONS INC COMMON 739276103 2,539 78,874 X 1 78,874 POWER INTEGRATIONS INC COMMON 739276103 44 1,378 X 2 1,378 PPG INDS COMMON 693506107 7 115 X 1 115 PPL CORPORATION COMMON 69351T106 27 1,068 X 1 1,068 PRAXAIR INC COMMON 74005P104 1,316 17,314 X 1 9,532 4,157 3,625 PRECISION CASTPARTS COMMON 740189105 528 5,130 X 2 5,130 PRECISION CASTPARTS COMMON 740189105 69,922 679,380 X 1 427,188 4,139 248,053 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 379 53,497 X 2 53,497 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 4,920 694,921 X 1 400,603 294,318 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 1,962 44,197 X 1 28,521 8,035 7,641 PRICELINE.COM INC COMMON 741503403 352 1,994 X 2 1,994 PRICELINE.COM INC COMMON 741503403 33,506 189,791 X 1 101,474 1,345 86,972 PRIDE INTERNATIONAL INC COMMON 74153Q102 175 7,853 X 1 7,853 PROASSURANCE CORP COMMON 74267C106 13,376 235,656 X 1 208,292 27,364 PROCTER & GAMBLE COMMON 742718109 43,095 718,493 X 1 210,577 17,400 490,516 PROGRESS ENERGY INC COMMON 743263105 166 4,234 X 1 4,234 PROGRESS SOFTWARE CORP COMMON 743312100 10,957 364,858 X 1 320,893 43,965 PROLOGIS CVT CV BND 743410AQ5 2,112 208,530 X 1 208,530 PROLOGIS CVT CV BND 743410AR3 257 25,391 X 2 25,391 PROLOGIS CVT CV BND 743410AR3 6,700 661,373 X 1 644,701 427 16,245 PROLOGIS CVT CV BND 743410AY8 1,078 106,445 X 2 106,445 PROLOGIS CVT CV BND 743410AY8 54,491 5,379,210 X 1 5,335,244 2,314 41,652 PROSPERITY BANCSHARES INC COMMON 743606105 13,946 401,328 X 1 354,713 46,615 PRUDENTIAL FINANCIAL INC COMMON 744320102 63 1,169 X 1 1,169 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 68,290 2,179,708 X 1 1,544,371 635,337 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 1,388 44,317 X 2 44,317 PULTE GROUP INC COMMON 745867101 618 74,601 X 2 74,601 PULTE GROUP INC COMMON 745867101 22,340 2,698,049 X 1 2,288,281 409,768 QUAKER CHEMICAL CORP COMMON 747316107 3,733 137,802 X 1 79,395 58,407 QUAKER CHEMICAL CORP COMMON 747316107 293 10,800 X 2 10,800 QUALCOMM INC COMMON 747525103 19,594 596,651 X 1 117,871 10,627 468,153 QUESTAR CORP COMMON 748356102 1,881 41,344 X 2 41,344 QUESTAR CORP COMMON 748356102 23,958 526,656 X 1 304,156 222,500 QWEST COMMUNICATIONS INT CVT CV BND 749121BY4 1,957 372,755 X 1 372,755 QWEST COMMUNICATIONS INTL COMMON 749121109 17,865 3,402,837 X 1 1,087,946 97,974 2,216,917 RADIANT SYSTEMS INC COMMON 75025N102 6,905 477,549 X 1 421,144 56,405 RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,535 26,757 X 1 26,757 RANGE RESOURCES CORP COMMON 75281A109 15,775 392,895 X 1 204,837 188,058 RANGE RESOURCES CORP COMMON 75281A109 361 8,997 X 2 8,997 RAVEN INDUSTRIES INC COMMON 754212108 9,674 286,981 X 1 252,930 34,051 RAYMOND JAMES FINANCIAL INC COMMON 754730109 960 38,900 X 2 38,900 RAYMOND JAMES FINANCIAL INC COMMON 754730109 10,656 431,600 X 1 294,189 137,411 RBC BEARINGS INC COMMON 75524B104 8,084 278,860 X 1 246,433 32,427 RED HAT INC COMMON 756577102 11,574 399,943 X 1 130,569 269,374 REGENERON PHARMACEUTICALS COMMON 75886F107 37 1,678 X 2 1,678 REGENERON PHARMACEUTICALS COMMON 75886F107 2,137 95,734 X 1 95,734 REINSURANCE GRP OF AMERI-A COMMON 759351604 10,179 222,692 X 1 196,950 25,742 RELIANCE STEEL & ALUMINUM COMMON 759509102 26,443 731,479 X 1 523,828 207,651 RELIANCE STEEL & ALUMINUM COMMON 759509102 1,111 30,733 X 2 30,733 REPSOL ADR ADR 76026T205 11,227 550,000 X 1 550,000 RESMED INC COMMON 761152107 4,140 68,077 X 1 68,077 RESMED INC COMMON 761152107 72 1,187 X 2 1,187 RIVERBED TECHNOLOGY INC COMMON 768573107 2,700 97,762 X 1 97,762 RLI CORPORATION COMMON 749607107 10,288 195,922 X 1 172,762 23,160 ROCKWELL AUTOMATION INC COMMON 773903109 2,367 48,223 X 1 48,223 ROLLINS INC COMMON 775711104 27,094 1,309,545 X 1 1,097,207 212,338 ROLLINS INC COMMON 775711104 307 14,862 X 2 14,862 ROSETTA RESOURCES INC COMMON 777779307 48 2,433 X 2 2,433 ROSETTA RESOURCES INC COMMON 777779307 12,284 620,092 X 1 576,859 43,233 ROSS STORES INC COMMON 778296103 1,021 19,168 X 1 12,578 6,590 RUE21 INC COMMON 781295100 46 1,527 X 2 1,527 RUE21 INC COMMON 781295100 2,666 87,869 X 1 87,869 S&P 500 ETF TRUST Exchange 78462F103 687 6,654 X 1 6,654 SALESFORCE.COM INC COMMON 79466L302 77,101 898,409 X 1 673,641 224,768 SALESFORCE.COM INC COMMON 79466L302 856 9,970 X 2 9,970 SALLY BEAUTY CO INC COMMON 79546E104 738 89,967 X 2 89,967 SALLY BEAUTY CO INC COMMON 79546E104 22,982 2,802,640 X 1 2,125,413 677,227 SANOFI-AVENTIS-ADR ADR 80105N105 1,379 45,860 X 2 45,860 SANOFI-AVENTIS-ADR ADR 80105N105 49,735 1,654,538 X 1 1,460,962 193,576 SCANSOURCE INC COMMON 806037107 12,185 488,750 X 1 432,152 56,598 SCHLUMBERGER LTD COMMON 806857108 887 16,021 X 2 16,021 SCHLUMBERGER LTD COMMON 806857108 54,518 985,139 X 1 659,174 4,509 321,456 SCHOLASTIC CORP COMMON 807066105 8,481 351,618 X 1 310,244 41,374 SCRIPPS CO (E.W.) -CL A COMMON 811054402 4,320 581,466 X 1 328,916 252,550 SCRIPPS CO (E.W.) -CL A COMMON 811054402 337 45,360 X 2 45,360 SEI INVESTMENTS CO COMMON 784117103 25,465 1,250,735 X 1 188,669 1,062,066 SIEMENS AG SPON ADR ADR 826197501 1,651 18,443 X 2 18,443 SIEMENS AG SPON ADR ADR 826197501 62,367 696,607 X 1 616,297 80,310 SIGNATURE BANK COMMON 82669G104 20,791 546,992 X 1 495,711 51,281 SIGNATURE BANK COMMON 82669G104 72 1,897 X 2 1,897 SILICON LABS INC COMMON 826919102 3,225 79,503 X 1 79,503 SILICON LABS INC COMMON 826919102 56 1,386 X 2 1,386 SIMON PROPERTY GROUP INC COMMON 828806109 14,912 184,674 X 1 184,674 SMITH INTL COMMON 832110100 41,607 1,105,105 X 1 927,122 177,983 SMITH INTL COMMON 832110100 1,124 29,851 X 2 29,851 SOUTHWESTERN ENERGY CO COMMON 845467109 1,740 45,026 X 1 25,502 9,216 10,308 SOVRAN SELF STORAGE INC COMMON 84610H108 6,813 197,889 X 1 174,087 23,802 SPARTAN STORES INC COMMON 846822104 7,318 533,356 X 1 472,516 60,840 SPDR GOLD TRUST Exchange 78463V107 122 1,000 X 1 1,000 SPECTRA ENERGY CORP W/I COMMON 847560109 2,835 141,249 X 1 141,249 SPX CORP COMMON 784635104 8,909 168,702 X 1 98,421 70,281 SPX CORP COMMON 784635104 684 12,960 X 2 12,960 STANDARD PARKING CORP COMMON 853790103 13,951 881,296 X 1 777,314 103,982 STANLEY BLACK & DECKER INC COMMON 854502101 13 254 X 1 254 STARBUCKS CORP COMMON 855244109 792 32,608 X 2 32,608 STARBUCKS CORP COMMON 855244109 61,871 2,546,112 X 1 1,795,247 14,983 735,882 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 37,016 893,450 X 1 646,501 246,949 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 452 10,898 X 2 10,898 STATE STREET CORP COMMON 857477103 59,340 1,754,580 X 1 1,497,967 256,613 STATE STREET CORP COMMON 857477103 743 21,956 X 2 21,956 STEEL DYNAMICS INC COMMON 858119100 12,644 958,620 X 1 314,828 643,792 STEEL DYNAMICS INC CVT CV BND 858119AP5 3,919 297,151 X 1 286,895 10,256 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,052 79,772 X 2 79,772 STEIN MART INC COMMON 858375108 380 60,954 X 2 60,954 STEIN MART INC COMMON 858375108 4,842 777,165 X 1 443,391 333,774 STERICYCLE INC COMMON 858912108 3,442 52,490 X 1 52,490 STERLING BANCSHARES INC TX COMMON 858907108 8,419 1,787,514 X 1 1,592,683 194,831 STIFEL FINANCIAL CORP COMMON 860630102 17,909 412,742 X 1 357,204 55,538 STIFEL FINANCIAL CORP COMMON 860630102 61 1,411 X 2 1,411 STRYKER CORP COMMON 863667101 70 1,400 X 1 1,400 SUCCESSFACTORS INC COMMON 864596101 5,405 259,961 X 1 259,961 SUCCESSFACTORS INC COMMON 864596101 52 2,512 X 2 2,512 SUPERMEDIA INC COMMON 868447103 1,596 87,250 X 1 49,029 38,221 SUPERMEDIA INC COMMON 868447103 119 6,504 X 2 6,504 SVB FINANCIAL GROUP COMMON 78486Q101 54 1,319 X 2 1,319 SVB FINANCIAL GROUP COMMON 78486Q101 3,103 75,253 X 1 75,253 SWS GROUP INC COMMON 78503N107 7,850 826,323 X 1 734,527 91,796 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 72 982 X 2 982 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 7,747 105,757 X 1 105,757 SYBASE INC COMMON 871130100 14,359 222,074 X 1 192,890 29,184 T-3 ENERGY SERVICES INC COMMON 87306E107 50 1,809 X 2 1,809 T-3 ENERGY SERVICES INC COMMON 87306E107 2,890 103,589 X 1 103,589 TARGET CORP COMMON 87612E106 5,175 105,240 X 1 17,715 87,525 TD AMERITRADE HOLDING CORP COMMON 87236Y108 27 1,733 X 1 1,733 TEAM INC COMMON 878155100 4,281 328,070 X 1 291,324 36,746 TELEFLEX INC COMMON 879369106 718 13,227 X 2 13,227 TELEFLEX INC COMMON 879369106 23,628 435,307 X 1 333,036 102,271 TELLABS INC COMMON 879664100 7,470 1,169,037 X 1 381,701 787,336 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 6,171 200,698 X 1 200,698 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 58 1,882 X 2 1,882 TENNECO AUTOMOTIVE COMMON 880349105 11,419 542,213 X 1 479,344 62,869 TERADATA CORP COMMON 88076W103 897 29,419 X 2 29,419 TERADATA CORP COMMON 88076W103 11,719 384,467 X 1 223,907 160,560 TERADYNE INC COMMON 880770102 12,363 1,268,020 X 1 1,120,779 147,241 TERADYNE INC CVT CV BND 880770AE2 2,529 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 185 15,099 X 1 15,099 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 137 2,630 X 1 2,630 THERMO FISHER SCIENTIFIC INC COMMON 883556102 28,926 589,717 X 1 237,257 14,463 337,997 THERMO FISHER SCIENTIFIC INC COMMON 883556102 294 6,004 X 2 6,004 THOMAS & BETTS COMMON 884315102 8,102 233,496 X 1 206,812 26,684 TIDEWATER COMMON 886423102 285 7,352 X 1 7,351 1 TIMBERLAND COMPANY CL A COMMON 887100105 4,629 286,616 X 1 12,242 274,374 TIME WARNER CABLE CL A COMMON 88732J207 185 3,561 X 1 3,561 TIME WARNER INC COMMON 887317303 1 X 1 1 TJX COMPANIES INC COMMON 872540109 646 15,405 X 1 10,513 4,892 TOTAL FINA ELF SA -SP ADR ADR 89151E109 67,627 1,514,932 X 1 1,319,286 195,646 TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,161 48,407 X 2 48,407 TRANSOCEAN INC CVT SER B CV BND 893830AV1 1,425 30,752 X 2 30,752 TRANSOCEAN INC CVT SER B CV BND 893830AV1 1,952 42,140 X 1 42,140 TRANSOCEAN INC CVT SER C CV BND 893830AW9 7,224 155,926 X 1 155,926 TRANSOCEAN INC SERIES A CV BND 893830AU3 3,297 71,172 X 1 71,172 TRANSOCEAN LTD COMMON H8817H100 107 2,307 X 1 2,307 TRAVELERS COS INC/THE COMMON 89417E109 51,468 1,045,037 X 1 888,596 156,441 TRAVELERS COS INC/THE COMMON 89417E109 1,411 28,643 X 2 28,643 TREX COMPANY INC COMMON 89531P105 69 3,420 X 2 3,420 TREX COMPANY INC COMMON 89531P105 3,953 196,778 X 1 196,778 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 36,823 2,078,065 X 1 1,800,392 28,338 249,335 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 3,496 197,312 X 2 197,312 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 8,121 1,329,209 X 1 1,169,373 159,836 TTM TECHNOLOGIES COMMON 87305R109 10,992 1,157,100 X 1 1,020,777 136,323 U-STORE-IT TRUST COMMON 91274F104 8,306 1,113,430 X 1 979,503 133,927 UAL CORP CVT CV BND 902549AH7 6,558 318,982 X 2 318,982 UAL CORP CVT CV BND 902549AH7 29,635 1,441,395 X 1 1,265,357 7,048 168,990 UDR COMMON 902653104 13,160 687,934 X 1 606,408 81,526 UGI CORP COMMON 902681105 61,371 2,412,369 X 1 1,764,786 647,583 UGI CORP COMMON 902681105 2,334 91,735 X 2 91,735 UIL HLDGS CORP COMMON 902748102 12,094 483,191 X 1 429,645 53,546 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 75 3,173 X 2 3,173 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 4,344 183,594 X 1 183,594 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 4,074 123,989 X 1 123,989 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 70 2,143 X 2 2,143 UNION PACIFIC COMMON 907818108 1,553 22,338 X 1 11,143 4,880 6,315 UNITED PARCEL SERIVCE CL B COMMON 911312106 437 7,682 X 2 7,682 UNITED PARCEL SERIVCE CL B COMMON 911312106 65,967 1,159,549 X 1 444,254 5,300 709,995 UNITED RENTALS NORTH AM CV BND 911365AH7 6 687 X 2 687 UNITED RENTALS NORTH AM CV BND 911365AH7 280 30,009 X 1 28,864 1,145 UNITEDHEALTH GROUP COMMON 91324P102 1,617 56,939 X 2 56,939 UNITEDHEALTH GROUP COMMON 91324P102 58,393 2,056,085 X 1 1,748,567 307,518 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 266 6,975 X 1 6,975 UNUM GROUP COMMON 91529Y106 60,507 2,788,322 X 1 2,111,676 34,821 641,825 UNUM GROUP COMMON 91529Y106 1,285 59,198 X 2 59,198 URBAN OUTFITTERS INC COMMON 917047102 1,552 45,133 X 1 22,458 9,703 12,972 US BANCORP COMMON 902973304 1,313 58,748 X 2 58,748 US BANCORP COMMON 902973304 48,677 2,177,926 X 1 1,842,853 335,073 US STEEL CORP CVT CV BND 912909AE8 42,329 1,098,038 X 1 1,098,038 VALEANT PHARMACEUTICALS COMMON 91911X104 831 15,885 X 1 15,885 VALEANT PHARMACEUTICALS CVT CV BND 91911XAB0 34,191 653,867 X 1 349,868 61,053 242,946 VALEANT PHARMACY CVT CV BND 91911XAD6 1,740 33,279 X 2 33,279 VALEANT PHARMACY CVT CV BND 91911XAD6 228,095 4,362,115 X 1 3,574,280 146,305 641,529 VALERO ENERGY CORP COMMON 91913Y100 41,428 2,304,090 X 1 1,952,301 351,789 VALERO ENERGY CORP COMMON 91913Y100 1,155 64,265 X 2 64,265 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 3,803 163,375 X 1 163,375 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 66 2,824 X 2 2,824 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 553 19,298 X 2 19,298 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 9,367 326,843 X 1 231,415 95,428 VERISK ANALYTICS INC-CL A COMMON 92345Y106 1,309 43,781 X 1 8,241 35,540 VERIZON COMMUNICATIONS COMMON 92343V104 2,084 74,375 X 1 5,054 69,321 VERTEX PHARMACEUTICALS INC COMMON 92532F100 135,630 4,122,478 X 1 3,973,248 52,532 96,698 VIACOM INC CL B COMMON 92553P201 56,361 1,796,656 X 1 1,539,958 256,698 VIACOM INC CL B COMMON 92553P201 1,475 47,006 X 2 47,006 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 2,640 141,048 X 1 80,573 60,475 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 206 10,993 X 2 10,993 VISA INC-CLASS A SHRS COMMON 92826C839 136,094 1,923,585 X 1 959,358 6,088 958,139 VISA INC-CLASS A SHRS COMMON 92826C839 1,010 14,272 X 2 14,272 VITAMIN SHOPPE INC COMMON 92849E101 3,065 119,474 X 1 119,474 VITAMIN SHOPPE INC COMMON 92849E101 54 2,090 X 2 2,090 VITRAN CORP INC COMMON 92850E107 5,612 424,192 X 1 359,677 64,515 VMWARE INC-CLASS A COMMON 928563402 2,622 41,887 X 1 41,887 VODAFONE GROUP PLC ADR 92857W209 1,693 81,921 X 2 81,921 VODAFONE GROUP PLC ADR 92857W209 61,629 2,981,590 X 1 2,628,026 353,564 VOLCANO CORP COMMON 928645100 3,938 180,495 X 1 180,495 VOLCANO CORP COMMON 928645100 69 3,149 X 2 3,149 VOLCOM INC COMMON 92864N101 63 3,397 X 2 3,397 VOLCOM INC COMMON 92864N101 3,649 196,479 X 1 196,479 VULCAN MATER COMMON 929160109 144 3,278 X 1 3,278 W R GRACE & CO COMMON 38388F108 10,632 505,331 X 1 445,922 59,409 WABASH NATIONAL CORP COMMON 929566107 8,705 1,224,398 X 1 1,079,373 145,025 WABTEC COMMON 929740108 8,967 224,793 X 1 198,373 26,420 WAL-MART STORES INC COMMON 931142103 15,922 331,225 X 1 108,713 222,512 WALGREEN CO COMMON 931422109 514 19,242 X 1 19,242 WASHINGTON FEDERAL INC COMMON 938824109 12,505 772,851 X 1 686,891 85,960 WASTE CONNECTIONS INC COMMON 941053100 70 2,013 X 2 2,013 WASTE CONNECTIONS INC COMMON 941053100 17,108 490,352 X 1 445,394 44,958 WEATHERFORD INTL COMMON H27013103 3,475 264,468 X 1 38,906 225,562 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 4,660 100,371 X 1 100,371 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 81 1,751 X 2 1,751 WELLCARE HEALTH PLANS INC COMMON 94946T106 696 29,317 X 2 29,317 WELLCARE HEALTH PLANS INC COMMON 94946T106 17,233 725,920 X 1 527,825 198,095 WELLPOINT INC COMMON 94973V107 12,810 261,810 X 1 76,170 185,640 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 2,369 92,530 X 1 92,530 WELLS FARGO COMPANY COMMON 949746101 119,669 4,674,552 X 1 3,422,768 42,418 1,209,366 WELLS FARGO COMPANY COMMON 949746101 2,145 83,790 X 2 83,790 WEST PHARMACEUTICALS SVCS COMMON 955306105 9,114 249,754 X 1 220,225 29,529 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 27,225 4,567,875 X 1 4,567,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,382 2,585,255 X 1 2,562,306 22,949 WESTERN DIGITAL CORP COMMON 958102105 67 2,224 X 1 2,224 WESTERN REFINING INC CVT CV BND 959319AC8 233 46,296 X 1 46,296 WEYERHAEUSER CO COMMON 962166104 50,253 1,427,642 X 1 1,133,386 294,256 WEYERHAEUSER CO COMMON 962166104 1,916 54,418 X 2 54,418 WHIRLPOOL CORP COMMON 963320106 15,421 175,598 X 1 55,184 7,383 113,031 WHOLE FOODS MARKET INC COMMON 966837106 2,562 71,123 X 1 71,123 WILEY JOHN & SONS CL A COMMON 968223206 16,072 415,627 X 1 366,452 49,175 WORLD FUEL SERVICES CORP COMMON 981475106 2,670 102,941 X 1 102,941 WORLD FUEL SERVICES CORP COMMON 981475106 46 1,789 X 2 1,789 WRIGHT EXPRESS CORP COMMON 98233Q105 24,612 828,695 X 1 630,291 198,404 WRIGHT EXPRESS CORP COMMON 98233Q105 736 24,768 X 2 24,768 WYNDHAM WORLDWIDE CORP COMMON 98310W108 25,588 1,270,531 X 1 940,344 330,187 WYNDHAM WORLDWIDE CORP COMMON 98310W108 944 46,877 X 2 46,877 XL CAPITAL LTD CL A COMMON G98255105 162 10,116 X 1 10,116 ZEP INC COMMON 98944B108 9,084 520,874 X 1 468,100 52,774 ZIMMER HOLDINGS INC COMMON 98956P102 20,103 371,929 X 1 59,324 312,605 ZOLL MEDICAL CORP COMMON 989922109 3,631 133,967 X 1 133,967 ZOLL MEDICAL CORP COMMON 989922109 63 2,340 X 2 2,340 COLUMN TOTALS 14,131,530
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