-----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, VNvFSRHppRc5W9EeHtevRdy31g1d9VC2aI6UnCBB8NyS+C5MTmIZxLHkQg/JpMD6 DuKSZGNLviFXFBDIIUCW4g== 0000312348-11-000002.txt : 20110214 0000312348-11-000002.hdr.sgml : 20110214 20110214135530 ACCESSION NUMBER: 0000312348-11-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 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: 11605460 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 q4complete.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: 12/31/10 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 02/14/11 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: 1040 Form 13F Information Table Value Total: $ 18,944,776 ('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 09/30/10 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 5,597 64,856 X 1 10,223 4,005 50,628 ABB LTD SPON ADR ADR 000375204 1,065 47,422 X 2 47,422 ABB LTD SPON ADR ADR 000375204 36,942 1,645,506 X 1 1,454,841 190,665 ABBOTT LABS COMMON 002824100 93 1,936 X 1 1,936 ABERCROMBIE & FITCH CO CL A COMMON 002896207 3,199 55,503 X 1 55,503 ACE LTD COMMON H0023R105 201 3,229 X 1 3,229 ACME PACKET INC COMMON 004764106 18,780 353,275 X 1 281,562 71,713 ACTUANT CORP CL A COMMON 00508X203 39,167 1,471,328 X 1 1,118,391 352,937 ACTUANT CORP CL A COMMON 00508X203 2,664 100,073 X 2 100,073 ADTRAN INC COMMON 00738A106 14,062 388,336 X 1 339,560 48,776 ADVANCED ENERGY INDS COMMON 007973100 67 4,925 X 2 4,925 ADVANCED ENERGY INDS COMMON 007973100 4,457 326,735 X 1 293,251 33,484 ADVANCED MICRO DEVICES CV BND 007903AL1 15,341 1,875,390 X 1 1,665,454 44,017 165,919 ADVANCED MICRO DEVICES CV BND 007903AL1 415 50,748 X 2 50,748 ADVISORY BOARD CO COMMON 00762W107 6,531 137,121 X 1 123,069 14,052 ADVISORY BOARD CO COMMON 00762W107 98 2,067 X 2 2,067 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 18,441 1,514,040 X 1 1,423,519 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 158 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 525 17,203 X 1 17,203 AFFILIATED MANAGERS GROUP COMMON 008252108 354 3,566 X 1 3,566 AFLAC INC COMMON 001055102 70 1,242 X 1 1,242 AIR PRODS & CHEM COMMON 009158106 1,930 21,219 X 2 21,219 AIR PRODS & CHEM COMMON 009158106 77,297 849,887 X 1 735,151 114,736 AKAMAI TECHNOLOGIES COMMON 00971T101 10,052 213,655 X 1 107,705 105,950 ALBANY INTL CORP-CL A COMMON 012348108 20,497 865,212 X 1 759,639 105,573 ALERE INC COMMON 01449J105 1,680 45,903 X 2 45,903 ALERE INC COMMON 01449J105 68,150 1,862,025 X 1 1,407,432 454,593 ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 40 545 X 1 545 ALEXION PHARMACEUTICALS INC COMMON 015351109 26,793 332,625 X 1 210,889 6,345 115,391 ALIGN TECHNOLOGY INC COMMON 016255101 4,912 251,384 X 1 226,355 25,029 ALIGN TECHNOLOGY INC COMMON 016255101 72 3,704 X 2 3,704 ALLERGAN INC COMMON 018490102 30,609 445,747 X 1 312,979 11,106 121,662 ALLETE INC COMMON 018522300 13,195 354,142 X 1 310,985 43,157 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 2,228 31,371 X 2 31,371 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 27,013 380,300 X 1 279,603 100,697 ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 906 15,094 X 2 15,094 ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 3,460 57,633 X 1 55,620 2,013 ALTERA CORP COMMON 021441100 142 3,984 X 2 3,984 ALTERA CORP COMMON 021441100 22,254 625,458 X 1 243,349 382,109 ALTRA HOLDINGS INC COMMON 02208R106 15,704 790,749 X 1 690,935 99,814 ALTRIA GROUP INC COMMON 02209S103 17,152 696,682 X 1 227,470 469,212 AMAZON.COM INC COMMON 023135106 149,662 831,454 X 1 465,718 2,863 362,873 AMAZON.COM INC COMMON 023135106 576 3,201 X 2 3,201 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 20,446 643,752 X 1 567,847 75,905 AMERICAN EXPRESS CO COMMON 025816109 109,850 2,559,420 X 1 1,373,056 32,195 1,154,169 AMERICAN EXPRESS CO COMMON 025816109 348 8,102 X 2 8,102 AMERICAN WATER WORKS CO INC COMMON 030420103 35,183 1,391,197 X 1 933,608 457,589 AMERICAN WATER WORKS CO INC COMMON 030420103 4,247 167,920 X 2 167,920 AMERIGON INC COMMON 03070L300 5,946 546,516 X 1 490,570 55,946 AMERIGON INC COMMON 03070L300 90 8,229 X 2 8,229 AMERIPRISE FINANCIAL INC COMMON 03076C106 2,121 36,863 X 2 36,863 AMERIPRISE FINANCIAL INC COMMON 03076C106 86,791 1,508,096 X 1 1,305,736 202,360 AMERISOURCEBERGEN CORP COMMON 03073E105 118 3,456 X 1 3,456 AMGEN INC COMMON 031162100 124,706 2,271,520 X 1 1,338,597 4,981 927,942 AMGEN INC COMMON 031162100 1,603 29,192 X 2 29,192 AMPHENOL CORP CL A COMMON 032095101 2,862 54,231 X 2 54,231 AMPHENOL CORP CL A COMMON 032095101 24,157 457,694 X 1 309,674 148,020 AMR CORP CVT CV BND 001765BC9 35,869 4,604,545 X 1 4,506,061 3,535 94,949 AMR CORP CVT CV BND 001765BC9 799 102,525 X 2 102,525 AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 734 49,928 X 2 49,928 AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 4,735 321,871 X 1 224,242 10,644 86,985 ANADARKO PETE CORP COMMON 032511107 13,157 172,760 X 1 56,640 4,570 111,550 ANALOG DEVICES COMMON 032654105 15,021 398,743 X 1 164,089 234,654 ANALOG DEVICES COMMON 032654105 97 2,572 X 2 2,572 ANCESTRY.COM INC COMMON 032803108 65 2,301 X 2 2,301 ANCESTRY.COM INC COMMON 032803108 4,344 153,395 X 1 137,774 15,621 AOL INC COMMON 00184X105 1,737 73,248 X 2 73,248 AOL INC COMMON 00184X105 46,147 1,946,298 X 1 1,636,196 310,102 APACHE CORP COMMON 037411105 289 2,424 X 1 2,424 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,798 340,470 X 1 340,470 APPLE INC COMMON 037833100 182,132 564,645 X 1 384,243 8,975 171,427 APPLIED MATERIALS COMMON 038222105 77,867 5,542,138 X 1 4,816,540 725,598 APPLIED MATERIALS COMMON 038222105 1,800 128,146 X 2 128,146 APPROACH RESOURCES INC COMMON 03834A103 3,441 148,967 X 1 133,817 15,150 APPROACH RESOURCES INC COMMON 03834A103 51 2,228 X 2 2,228 ARBITRON INC COMMON 03875Q108 12,720 306,362 X 1 271,188 35,174 ARCH CAPITAL GROUP LTD COMMON G0450A105 250 2,844 X 1 2,844 ARES CAPITAL CORP COMMON 04010L103 2,325 141,103 X 2 141,103 ARES CAPITAL CORP COMMON 04010L103 36,704 2,227,168 X 1 1,709,391 517,777 ARIBA INC COMMON 04033V203 9,498 404,342 X 1 363,844 40,498 ARIBA INC COMMON 04033V203 139 5,919 X 2 5,919 ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 3,498 168,577 X 1 168,577 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 1,428 33,209 X 2 33,209 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 20,401 474,434 X 1 358,495 115,939 ARUBA NETWORKS INC COMMON 043176106 3,624 173,586 X 1 155,797 17,789 ARUBA NETWORKS INC COMMON 043176106 55 2,617 X 2 2,617 ARVINMERITOR INC COMMON 043353101 5,196 253,216 X 1 221,405 31,811 ARVINMERITOR INC CVT CV BND 043353AH4 2,368 115,413 X 2 115,413 ARVINMERITOR INC CVT CV BND 043353AH4 13,338 650,018 X 1 506,733 8,792 134,493 ASBURY AUTOMOTIVE GROUP COMMON 043436104 2,908 157,342 X 1 141,231 16,111 ASBURY AUTOMOTIVE GROUP COMMON 043436104 44 2,370 X 2 2,370 ASHLAND INC COMMON 044209104 99 1,952 X 1 1,952 ASHLAND INC COMMON 044209104 12 229 X 2 229 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 12,334 430,946 X 1 377,687 53,259 ASSOCIATED ESTATES REALTY CP COMMON 045604105 18,769 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 112,981 3,845,510 X 1 2,897,695 19,285 928,530 AT&T INC COMMON 00206R102 2,131 72,547 X 2 72,547 ATHEROS COMMUNICATIONS COMMON 04743P108 2,415 67,242 X 2 67,242 ATHEROS COMMUNICATIONS COMMON 04743P108 36,430 1,014,192 X 1 773,589 240,603 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 27,003 483,659 X 1 425,713 57,946 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 92 1,652 X 2 1,652 AUTODESK INC COMMON 052769106 3,095 81,020 X 1 81,020 AUTOMATIC DATA PROC COMMON 053015103 128 2,773 X 2 2,773 AUTOMATIC DATA PROC COMMON 053015103 18,928 408,997 X 1 170,334 238,663 AUTOZONE INC COMMON 053332102 4,199 15,405 X 1 15,405 AVIS BUDGET GROUP INC COMMON 053774105 18,584 1,194,343 X 1 793,446 400,897 AVIS BUDGET GROUP INC COMMON 053774105 2,297 147,608 X 2 147,608 AVIS BUDGET GROUP INC CVT CV BND 053774AB1 2,394 153,846 X 1 153,846 AZZ INC COMMON 002474104 12,553 313,746 X 1 274,242 39,504 BABCOCK & WILCOX COMPANY COMMON 05615F102 15,330 599,079 X 1 401,317 197,762 BABCOCK & WILCOX COMPANY COMMON 05615F102 1,867 72,945 X 2 72,945 BAIDU.COM ADR 056752108 12,447 128,948 X 1 124,775 4,173 BAKER HUGHES INC COMMON 057224107 286 5,003 X 1 5,003 BALLANTYNE STRONG INC COMMON 058516105 390 50,227 X 2 50,227 BALLANTYNE STRONG INC COMMON 058516105 2,510 323,036 X 1 183,227 139,809 BANCO SANTANDER-CHILE-ADR ADR 05965X109 12,142 129,899 X 1 125,285 4,614 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 18,132 1,359,220 X 1 1,345,520 1,280 12,420 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 393 29,440 X 2 29,440 BANK OF NEW YORK MELLON CORP COMMON 064058100 1,524 50,466 X 2 50,466 BANK OF NEW YORK MELLON CORP COMMON 064058100 60,540 2,004,625 X 1 1,731,300 273,325 BANKAMERICA CORP COMMON 060505104 100,308 7,519,366 X 1 6,510,612 1,008,754 BANKAMERICA CORP COMMON 060505104 2,443 183,107 X 2 183,107 BCE INC COMMON 05534B760 14 400 X 1 400 BED BATH & BEYOND INC COMMON 075896100 248 5,054 X 1 5,054 BERKSHIRE HATHAWAY INC CL B COMMON 084670702 34 424 X 1 424 BERRY PETROLEUM CO-CL A COMMON 085789105 17,393 398,006 X 1 350,360 47,646 BIG LOTS INC COMMON 089302103 19,674 645,911 X 1 432,610 213,301 BIG LOTS INC COMMON 089302103 2,389 78,428 X 2 78,428 BIOGEN IDEC INC COMMON 09062X103 228 3,400 X 2 3,400 BIOGEN IDEC INC COMMON 09062X103 33,174 494,759 X 1 220,038 274,721 BIOMED REALTY TRUST INC COMMON 09063H107 17,042 913,774 X 1 798,675 115,099 BJ WHOLESALE CLUB INC COMMON 05548J106 753 15,710 X 2 15,710 BJ WHOLESALE CLUB INC COMMON 05548J106 14,944 311,978 X 1 247,506 64,472 BLACKBOARD INC COMMON 091935502 18,110 438,507 X 1 323,357 115,150 BLACKBOARD INC COMMON 091935502 1,648 39,892 X 2 39,892 BLACKROCK INC COMMON 09247X101 14,410 75,612 X 1 24,297 51,315 BLUE NILE INCORPORATED COMMON 09578R103 163 2,856 X 2 2,856 BLUE NILE INCORPORATED COMMON 09578R103 32,144 563,334 X 1 176,141 387,193 BOB EVANS FARMS COMMON 096761101 9,911 300,689 X 1 264,760 35,929 BORG WARNER INC COMMON 099724106 4,960 68,541 X 1 68,541 BOSTON PROPERTIES INC COMMON 101121101 161 1,867 X 1 1,867 BRIGHAM EXPLORATION CO COMMON 109178103 81 2,976 X 2 2,976 BRIGHAM EXPLORATION CO COMMON 109178103 7,493 275,087 X 1 254,857 20,230 BRISTOL MYERS SQUIBB COMMON 110122108 1,498 56,568 X 2 56,568 BRISTOL MYERS SQUIBB COMMON 110122108 322,547 12,180,794 X 1 11,864,554 316,240 BRITISH AMERICAN TOB-SP ADR ADR 110448107 140 1,800 X 1 1,800 BROADCOM CORP CL A COMMON 111320107 1,387 31,847 X 1 18,165 13,682 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 8,004 1,513,080 X 1 1,322,222 190,858 CA INC COMMON 12673P105 159 6,525 X 1 6,525 CABLEVISION SYSTEMS CL A COMMON 12686C109 311 9,205 X 1 9,205 CALGON CARBON CORP COMMON 129603106 7,628 504,482 X 1 447,502 56,980 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 6,910 399,866 X 1 350,116 49,750 CALPINE CORP COMMON 131347304 65,891 4,939,322 X 1 4,024,079 915,243 CALPINE CORP COMMON 131347304 1,380 103,460 X 2 103,460 CAMERON INTERNATIONAL CORP COMMON 13342B105 13,131 258,850 X 1 85,801 173,049 CARDINAL HEALTH INC COMMON 14149Y108 2,171 56,671 X 1 48,373 8,298 CAREFUSION CORP COMMON 14170T101 24,772 963,904 X 1 657,034 306,870 CAREFUSION CORP COMMON 14170T101 2,861 111,332 X 2 111,332 CARTER HOLDINGS COMMON 146229109 149 5,045 X 1 5,045 CASH AMERICA INTL INC COMMON 14754D100 10,795 292,311 X 1 256,221 36,090 CATERPILLAR COMMON 149123101 18,652 199,143 X 1 180,851 6,667 11,625 CATHAY GENERAL BANCORP COMMON 149150104 20,335 1,217,660 X 1 1,064,581 153,079 CAVIUM NETWORKS INC COMMON 14965A101 5,164 137,045 X 1 123,464 13,581 CAVIUM NETWORKS INC COMMON 14965A101 76 2,010 X 2 2,010 CB RICHARD ELLIS GROUP INC COMMON 12497T101 3,521 171,911 X 1 171,911 CBS CORP CL B COMMON 124857202 51,285 2,692,148 X 1 2,326,542 365,606 CBS CORP CL B COMMON 124857202 1,278 67,066 X 2 67,066 CELADON GROUP INC COMMON 150838100 1,987 134,375 X 2 134,375 CELADON GROUP INC COMMON 150838100 16,349 1,105,405 X 1 741,779 363,626 CELANESE CORP A COMMON 150870103 270 6,550 X 1 6,550 CENTURYLINK INC COMMON 156700106 68,329 1,479,947 X 1 1,281,594 198,353 CENTURYLINK INC COMMON 156700106 1,674 36,250 X 2 36,250 CEPHEID INC COMMON 15670R107 6,028 264,972 X 1 238,375 26,597 CEPHEID INC COMMON 15670R107 88 3,877 X 2 3,877 CF INDUSTRIES HOLDINGS INC COMMON 125269100 4,381 32,419 X 1 32,419 CHART INDUSTRIES INC COMMON 16115Q308 2,819 83,440 X 1 74,896 8,544 CHART INDUSTRIES INC COMMON 16115Q308 42 1,257 X 2 1,257 CHEMTURA CORP COMMON 163893209 1,728 108,125 X 2 108,125 CHEMTURA CORP COMMON 163893209 29,119 1,822,212 X 1 1,408,629 413,583 CHESAPEAKE ENERGY CORP COMMON 165167107 60,883 2,349,776 X 1 2,349,776 CHESAPEAKE ENERGY CORP CV BND 165167CB1 335 12,924 X 2 12,924 CHESAPEAKE ENERGY CORP CV BND 165167CB1 9,875 381,127 X 1 325,707 28,176 27,244 CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 859 33,167 X 2 33,167 CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 17,495 675,214 X 1 609,852 17,799 47,563 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 9,877 381,214 X 1 378,259 2,955 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 55 2,114 X 2 2,114 CHEVRON CORP COMMON 166764100 125,582 1,376,236 X 1 959,126 18,312 398,798 CHEVRON CORP COMMON 166764100 1,914 20,978 X 2 20,978 CHIMERA INVESTMENT CORP COMMON 16934Q109 223 54,219 X 1 54,219 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 25,476 119,795 X 1 88,113 31,682 CIENA CORP COMMON 171779309 94 4,477 X 2 4,477 CIENA CORP COMMON 171779309 6,314 299,953 X 1 269,424 30,529 CIENA CORP CVT CV BND 171779AB7 253 12,018 X 2 12,018 CIENA CORP CVT CV BND 171779AB7 2,410 114,483 X 1 96,773 11,512 6,199 CIENA CORP CVT CV BND 171779AE1 9,856 468,207 X 2 468,207 CIENA CORP CVT CV BND 171779AE1 115,195 5,472,439 X 1 4,863,848 145,627 462,964 CIGNA CORP COMMON 125509109 112 3,053 X 1 3,053 CISCO SYSTEMS INC COMMON 17275R102 2,044 101,030 X 2 101,030 CISCO SYSTEMS INC COMMON 17275R102 161,905 8,003,231 X 1 4,720,012 41,991 3,241,228 CITIGROUP INC COMMON 172967101 2,034 429,928 X 2 429,928 CITIGROUP INC COMMON 172967101 86,182 18,220,320 X 1 15,828,978 2,391,342 CITIGROUP INC COMMON 172967101 1,183 CALL 250,000 X 1 250,000 CITY NATIONAL CORP COMMON 178566105 10,257 167,164 X 1 147,040 20,124 CLIFF NATURAL RESOURCES INC COMMON 18683K101 4,082 52,331 X 1 52,331 CLINICAL DATA INC COMMON 18725U109 2,857 179,560 X 1 161,286 18,274 CLINICAL DATA INC COMMON 18725U109 43 2,694 X 2 2,694 CLOROX CO COMMON 189054109 129 2,038 X 2 2,038 CLOROX CO COMMON 189054109 19,497 308,112 X 1 125,716 182,396 CLOUD PEAK ENERGY INC COMMON 18911Q102 29,016 1,249,078 X 1 923,602 325,476 CLOUD PEAK ENERGY INC COMMON 18911Q102 2,311 99,502 X 2 99,502 CMS ENERGY CORP COMMON 125896100 229 12,292 X 1 12,292 CMS ENERGY CORP CVT CV BND 125896BD1 3,678 197,753 X 2 197,753 CMS ENERGY CORP CVT CV BND 125896BD1 30,982 1,665,686 X 1 1,243,215 86,430 336,041 COACH INC COMMON 189754104 3,480 62,920 X 1 62,920 COBALT INTERNATIONAL ENERGY COMMON 19075F106 10,556 864,564 X 1 284,586 579,978 COCA-COLA COMMON 191216100 31,110 473,012 X 1 217,785 255,227 COCA-COLA COMMON 191216100 230 3,494 X 2 3,494 COCA-COLA ENTERPRISES COMMON 19122T109 3,259 130,197 X 2 130,197 COCA-COLA ENTERPRISES COMMON 19122T109 106,097 4,238,791 X 1 3,066,167 45,769 1,126,855 COGNEX CORP COMMON 192422103 13,184 448,144 X 1 391,729 56,415 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 80,412 1,097,179 X 1 745,483 5,758 345,938 COHU INC COMMON 192576106 7,677 463,019 X 1 413,031 49,988 COLGATE PALMOLIVE COMMON 194162103 45 557 X 1 557 COMCAST CORP CL A COMMON 20030N101 105,946 4,822,289 X 1 4,189,087 633,202 COMCAST CORP CL A COMMON 20030N101 2,483 113,013 X 2 113,013 COMERICA INC COMMON 200340107 242 5,719 X 1 5,719 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 9,369 576,544 X 1 504,792 71,752 COMMUNITY CENTRAL BANK CORP COMMON 20363J107 500 X 1 500 COMMUNITY HEALTH SYSTEMS COMMON 203668108 9,435 252,486 X 1 76,675 11,067 164,744 COMPLETE PRODUCTION SERVICES COMMON 20453E109 3,590 121,477 X 1 121,477 COMSTOCK RESOURCES INC COMMON 205768203 65 2,664 X 2 2,664 COMSTOCK RESOURCES INC COMMON 205768203 11,149 453,938 X 1 400,845 53,093 CONAGRA INC COMMON 205887102 1,336 59,150 X 2 59,150 CONAGRA INC COMMON 205887102 111,991 4,959,761 X 1 4,616,357 343,404 CONCHO RESOURCES INC COMMON 20605P101 6,206 70,787 X 1 70,787 CONCUR TECHNOLOGIES INC COMMON 206708109 88 1,688 X 2 1,688 CONCUR TECHNOLOGIES INC COMMON 206708109 5,986 115,261 X 1 103,728 11,533 CONOCOPHILLIPS COMMON 20825C104 136 2,000 X 1 2,000 CONSOL ENERGY INC COMMON 20854P109 70,489 1,446,219 X 1 1,258,307 187,912 CONSOL ENERGY INC COMMON 20854P109 1,622 33,270 X 2 33,270 CONSTANT CONTACT INC COMMON 210313102 81 2,625 X 2 2,625 CONSTANT CONTACT INC COMMON 210313102 5,396 174,136 X 1 156,287 17,849 COOPER INDS LTD CL A COMMON G24140108 16,738 287,148 X 1 67,428 219,720 CORE MARK HOLDING CO INC COMMON 218681104 7,519 211,268 X 1 184,962 26,306 CORN PRODUCTS INTERNATIONAL COMMON 219023108 37,135 807,292 X 1 609,689 197,603 CORN PRODUCTS INTERNATIONAL COMMON 219023108 2,632 57,217 X 2 57,217 CORNING INC COMMON 219350105 48,549 2,512,898 X 1 1,895,917 103,358 513,623 COSTAR GROUP INC COMMON 22160N109 2,756 47,876 X 1 47,876 COVIDIEN PLC COMMON G2554F105 86,772 1,900,386 X 1 1,651,342 249,044 COVIDIEN PLC COMMON G2554F105 2,026 44,374 X 2 44,374 CPFL ENERGIA SA- ADR ADR 126153105 13 175 X 1 175 CREDICORP LTD COMMON G2519Y108 11,043 92,870 X 1 89,670 3,200 CREE INC COMMON 225447101 30,348 460,585 X 1 258,079 4,181 198,325 CTRIP.COM INTERNATIONAL ADR 22943F100 3,056 75,538 X 1 75,538 CUMMINS ENGINE COMMON 231021106 87,198 792,638 X 1 519,232 10,849 262,557 CVB FINANCIAL CORP COMMON 126600105 8,910 1,027,736 X 1 892,475 135,261 CVS CAREMARK CORP COMMON 126650100 1,643 47,254 X 2 47,254 CVS CAREMARK CORP COMMON 126650100 70,423 2,025,385 X 1 1,758,434 266,951 CYMER INC COMMON 232572107 5,951 132,031 X 1 118,516 13,515 CYMER INC COMMON 232572107 90 1,988 X 2 1,988 DAKTRONICS INC COMMON 234264109 4,181 262,645 X 1 174,903 87,742 DAKTRONICS INC COMMON 234264109 503 31,603 X 2 31,603 DANA HOLDING CORP COMMON 235825205 14,369 834,936 X 1 729,527 105,409 DANAHER CORP COMMON 235851102 5,042 106,891 X 1 9,014 97,877 DARLING INTERNATIONAL INC COMMON 237266101 17,204 1,295,511 X 1 1,128,349 167,162 DECKERS OUTDOOR CORP COMMON 243537107 55 688 X 2 688 DECKERS OUTDOOR CORP COMMON 243537107 3,644 45,702 X 1 41,024 4,678 DEERE & CO COMMON 244199105 48,268 581,191 X 1 471,795 109,396 DELTIC TIMBER CORP COMMON 247850100 9,501 168,631 X 1 149,080 19,551 DENTSPLY INTERNATIONAL INC COMMON 249030107 1,562 45,707 X 2 45,707 DENTSPLY INTERNATIONAL INC COMMON 249030107 13,046 381,792 X 1 255,015 126,777 DESTINATION MATERNITY CORP COMMON 25065D100 4,333 114,233 X 1 63,349 50,884 DEVELOPERS DIVERS REALTY COMMON 251591103 5,083 360,772 X 1 360,772 DEVON ENERGY CORP COMMON 25179M103 208 2,652 X 1 2,652 DEX ONE CORP COMMON 25212W100 736 98,717 X 1 92,890 1,497 4,330 DEX ONE CORP COMMON 25212W100 85 11,334 X 2 11,334 DIAGEO PLC SPON ADR ADR 25243Q205 16,020 215,532 X 1 105,768 109,764 DIAGEO PLC SPON ADR ADR 25243Q205 127 1,715 X 2 1,715 DIAMOND FOODS INC COMMON 252603105 9,697 182,339 X 1 169,526 12,813 DIAMOND FOODS INC COMMON 252603105 100 1,884 X 2 1,884 DICE HOLDINGS INC COMMON 253017107 2,956 205,984 X 1 184,897 21,087 DICE HOLDINGS INC COMMON 253017107 45 3,102 X 2 3,102 DIGITAL REALTY TRUST INC COMMON 253868103 31 605 X 1 605 DIODES INC COMMON 254543101 13,813 511,797 X 1 448,276 63,521 DIRECTV CLASS A COMMON 25490A101 973 24,371 X 2 24,371 DIRECTV CLASS A COMMON 25490A101 39,689 993,972 X 1 859,762 134,210 DISCOVER FINANCIAL COMMON 254709108 4,487 242,134 X 2 242,134 DISCOVER FINANCIAL COMMON 254709108 92,468 4,990,154 X 1 4,076,480 913,674 DISCOVERY COMMUNICATIONS INC COMMON 25470F104 38,704 928,147 X 1 523,866 404,281 DIXIE GROUP INC SUB DEB CONV CV BND 255519AA8 56 15,093 X 1 13,043 2,050 DOLLAR FINANCIAL CORP COMMON 256664103 20,384 711,966 X 1 624,547 87,419 DOLLAR TREE INC COMMON 256746108 53,145 947,661 X 1 603,384 13,238 331,039 DOVER CORP COMMON 260003108 126 2,150 X 1 2,150 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 1,468 431,788 X 1 239,563 192,225 DOW CHEMICAL COMMON 260543103 325 9,509 X 1 9,509 DR. PEPPER SNAPPLE GROUP INC. COMMON 26138E109 5,733 163,060 X 1 2,758 160,302 DRESSER-RAND GROUP INC COMMON 261608103 15,919 373,770 X 1 328,026 45,744 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 3,995 903,745 X 1 903,745 DRIL-QUIP COMMON 262037104 3,057 39,337 X 1 39,337 DSW INC- CLASS A COMMON 23334L102 92 2,341 X 2 2,341 DSW INC- CLASS A COMMON 23334L102 6,053 154,813 X 1 139,056 15,757 DUKE ENERGY CORP COMMON 26441C105 5,031 282,504 X 1 282,500 4 DUPONT E I COMMON 263534109 167 3,342 X 1 1,142 2,200 DUPONT FABROS TECHNOLOGY COMMON 26613Q106 15,262 717,544 X 1 626,978 90,566 DWS HIGH INCOME TRUST Closed E 23337C208 2,154 229,414 X 1 228,739 675 EATON CORP COMMON 278058102 65,257 642,861 X 1 330,598 10,076 302,187 EBAY INC COMMON 278642103 60,424 2,171,178 X 1 1,876,281 294,897 EBAY INC COMMON 278642103 1,503 54,006 X 2 54,006 ECOPETROL SA-SPONSORED ADR ADR 279158109 124 2,850 X 1 2,850 EDWARDS LIFESCIENCES CORP COMMON 28176E108 3,081 38,110 X 1 38,110 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 551 40,044 X 2 40,044 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 19,019 1,382,196 X 1 1,268,107 2,404 111,684 EL PASO CORPORATION COMMON 28336L109 6,145 446,582 X 2 446,582 EL PASO CORPORATION COMMON 28336L109 110,029 7,996,285 X 1 6,275,419 66,952 1,653,914 EMC CORP CVT CV BND 268648AM4 4,508 196,856 X 1 196,856 EMERSON ELEC COMMON 291011104 10,366 181,317 X 1 62,364 118,953 EMPLOYERS HOLDINGS INC COMMON 292218104 13,517 773,284 X 1 675,869 97,415 ENCORE WIRE CORP COMMON 292562105 5,028 200,483 X 1 175,215 25,268 ENERGY INCOME AND GROWTH FD Closed E 292697109 47 1,750 X 1 1,750 ENERGY PARTNERS LTD COMMON 29270U303 12,021 808,963 X 1 706,876 102,087 EOG RESOURCES INC COMMON 26875P101 550 6,012 X 1 3,854 2,158 EQUITY RESIDENTIAL COMMON 29476L107 23,897 460,000 X 1 460,000 ERP OPERATING LP CVT CV BND 26884AAV5 2.628 50,579 X 1 50,579 ESTEE LAUDER COS CL A COMMON 518439104 1,154 14,297 X 2 14,297 ESTEE LAUDER COS CL A COMMON 518439104 111,407 1,380,513 X 1 1,055,082 15,407 310,024 EVERCORE PARTNERS INC-CL A COMMON 29977A105 91 2,681 X 2 2,681 EVERCORE PARTNERS INC-CL A COMMON 29977A105 6,073 178,622 X 1 160,531 18,091 EXAMWORKS GROUP INC COMMON 30066A105 4,782 258,773 X 1 232,286 26,487 EXAMWORKS GROUP INC COMMON 30066A105 72 3,896 X 2 3,896 EXPEDITORS INTL WASH INC COMMON 302130109 345 6,321 X 2 6,321 EXPEDITORS INTL WASH INC COMMON 302130109 56,644 1,037,442 X 1 389,967 647,475 EXPONENT INC COMMON 30214U102 19 500 X 1 500 EXPRESS SCRIPTS INC CL A COMMON 302182100 19,389 358,723 X 1 90,672 10,258 257,793 EXXON MOBIL CORP COMMON 30231G102 151,008 2,065,209 X 1 1,641,458 423,751 EXXON MOBIL CORP COMMON 30231G102 3,142 42,970 X 2 42,970 F5 NETWORKS INC COMMON 315616102 65,586 503,887 X 1 386,338 117,549 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 309 3,297 X 2 3,297 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 50,628 539,976 X 1 202,474 337,502 FAMILY DOLLAR STORES INC COMMON 307000109 3,672 73,878 X 1 73,878 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 1,213 172,293 X 1 169,115 3,178 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 7 930 X 2 930 FERRO CORP COMMON 315405100 15,736 1,074,893 X 1 943,715 131,178 FIDELITY NATIONAL INFORMATION COMMON 31620M106 10,110 369,124 X 1 247,611 121,513 FIDELITY NATIONAL INFORMATION COMMON 31620M106 1,227 44,786 X 2 44,786 FIFTH STREET FINANCE CORP COMMON 31678A103 16,407 1,351,446 X 1 1,185,893 165,553 FIFTH THIRD BANCORP COMMON 316773100 59,394 4,045,934 X 1 3,523,414 522,520 FIFTH THIRD BANCORP COMMON 316773100 1,380 94,002 X 2 94,002 FIRST FINANCIAL BANCORP COMMON 320209109 15,629 845,730 X 1 740,819 104,911 FIRST HORIZON NATIONAL CORP COMMON 320517105 40,058 3,400,549 X 1 2,673,744 726,805 FIRST HORIZON NATIONAL CORP COMMON 320517105 2,633 223,492 X 2 223,492 FIRST MIDWEST BANCORP INC COMMON 320867104 9,166 795,657 X 1 700,146 95,511 FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 9,859 705,199 X 1 616,590 88,609 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FMC CORP NEW COMMON 302491303 745 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 57,477 646,464 X 1 550,026 96,438 FORD MOTOR CO COMMON 345370860 62,833 3,742,272 X 1 2,188,555 53,734 1,499,983 FORD MOTOR COMPANY CVT CV BND 345370CN8 36,171 2,154,301 X 2 2,154,301 FORD MOTOR COMPANY CVT CV BND 345370CN8 783,055 46,638,180 X 1 44,786,029 330,645 1,521,506 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 7,215 429,725 X 2 429,725 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 453,644 27,018,691 X 1 26,607,145 93,140 318,407 FOREST LABS COMMON 345838106 250 7,824 X 1 7,824 FOSSIL INC COMMON 349882100 1,615 22,918 X 2 22,918 FOSSIL INC COMMON 349882100 36,743 521,321 X 1 276,356 4,496 240,469 FOSTER WHEELER AG COMMON H27178104 1,076 31,171 X 2 31,171 FOSTER WHEELER AG COMMON H27178104 45,527 1,318,854 X 1 1,176,016 142,838 FRANKLIN RESOURCES COMMON 354613101 40,536 364,497 X 1 134,119 4,731 225,647 FRANKLIN RESOURCES COMMON 354613101 139 1,251 X 2 1,251 FRED'S INC COMMON 356108100 12,994 944,331 X 1 827,846 116,485 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 23,666 197,067 X 1 67,067 5,614 124,386 FRESH DEL MONTE PRODUCE INC COMMON G36738105 8,560 343,103 X 1 303,101 40,002 FRESH MARKET INC/THE COMMON 35804H106 3,413 82,839 X 1 74,348 8,491 FRESH MARKET INC/THE COMMON 35804H106 51 1,249 X 2 1,249 FX ENERGY INC COMMON 302695101 18 3,000 X 1 3,000 G-III APPAREL GROUP LTD COMMON 36237H101 3,846 109,425 X 1 98,209 11,216 G-III APPAREL GROUP LTD COMMON 36237H101 58 1,650 X 2 1,650 GAP INC COMMON 364760108 48,980 2,212,272 X 1 1,913,554 298,718 GAP INC COMMON 364760108 1,213 54,787 X 2 54,787 GEN DYNAMICS COMMON 369550108 4,173 58,809 X 1 58,809 GENERAL ELECTRIC COMMON 369604103 139,326 7,617,626 X 1 6,599,462 1,018,164 GENERAL ELECTRIC COMMON 369604103 3,372 184,390 X 2 184,390 GENERAL MOTORS CO COMMON 37045V100 836 22,682 X 2 22,682 GENERAL MOTORS CO COMMON 37045V100 97,629 2,648,647 X 1 2,010,839 28,446 609,362 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 141,475 3,838,178 X 1 3,644,053 19,823 174,302 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 18,662 506,303 X 2 506,303 GENESCO INC COMMON 371532102 12,625 336,750 X 1 295,641 41,109 GENESEE & WYOMING INC-CL A COMMON 371559105 87 1,640 X 2 1,640 GENESEE & WYOMING INC-CL A COMMON 371559105 18,982 358,481 X 1 316,714 41,767 GENOMIC HEALTH INC COMMON 37244C101 3,004 140,460 X 1 126,058 14,402 GENOMIC HEALTH INC COMMON 37244C101 45 2,119 X 2 2,119 GEOEYE INC COMMON 37250W108 16,948 399,820 X 1 268,100 131,720 GEOEYE INC COMMON 37250W108 2,059 48,577 X 2 48,577 GILEAD SCIENCES INC COMMON 375558103 16 441 X 1 441 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 18 450 X 1 450 GOLDMAN SACHS GROUP COMMON 38141G104 82 488 X 1 488 GOODYEAR TIRE & RUBBER CO COMMON 382550101 27,431 2,314,845 X 1 2,000,065 314,780 GOODYEAR TIRE & RUBBER CO COMMON 382550101 686 57,894 X 2 57,894 GOOGLE INC-CL A COMMON 38259P508 175,186 294,940 X 1 150,055 2,907 141,978 GOOGLE INC-CL A COMMON 38259P508 620 1,044 X 2 1,044 GRAFTECH INTL LTD COMMON 384313102 87 4,361 X 2 4,361 GRAFTECH INTL LTD COMMON 384313102 8,651 436,039 X 1 387,882 48,157 GRAINGER W W COMMON 384802104 210 1,519 X 1 1,519 GREENHILL & CO INC COMMON 395259104 8,230 100,755 X 1 94,395 6,360 GREENHILL & CO INC COMMON 395259104 76 932 X 2 932 GRIFFON CORPORATION COMMON 398433102 8,273 649,358 X 1 575,100 74,258 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 3,942 432,219 X 1 387,557 44,662 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 59 6,469 X 2 6,469 H&E EQUIPMENT SERVICES INC COMMON 404030108 6,667 576,208 X 1 500,721 75,487 HAEMONETICS CORP COMMON 405024100 1,233 19,508 X 2 19,508 HAEMONETICS CORP COMMON 405024100 18,694 295,891 X 1 225,775 70,116 HALLIBURTON CO COMMON 406216101 35,067 858,853 X 1 445,300 22,420 391,133 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 5,499 259,486 X 1 232,988 26,498 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 81 3,816 X 2 3,816 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 10,313 220,743 X 1 193,377 27,366 HARMAN INTL COMMON 413086109 1,179 25,464 X 2 25,464 HARMAN INTL COMMON 413086109 51,452 1,111,284 X 1 967,138 144,146 HARTE HANKS INC COMMON 416196103 1,311 102,631 X 2 102,631 HARTE HANKS INC COMMON 416196103 14,749 1,154,965 X 1 834,389 320,576 HAYNES INTERNATIONAL INC COMMON 420877201 11,318 270,583 X 1 237,162 33,421 HCC INSURANCE HLDG COMMON 404132102 16,780 579,816 X 1 510,528 69,288 HCP INC COMMON 40414L109 74 2,000 X 1 2,000 HEICO CORP COMMON 422806109 5,009 98,165 X 1 88,171 9,994 HEICO CORP COMMON 422806109 75 1,469 X 2 1,469 HERSHA HOSPITALITY TRUST COMMON 427825104 14,216 2,154,000 X 1 1,883,250 270,750 HESS CORP COMMON 42809H107 2,328 30,415 X 2 30,415 HESS CORP COMMON 42809H107 109,051 1,424,756 X 1 1,121,394 303,362 HEWLETT PACKARD COMMON 428236103 899 21,351 X 2 21,351 HEWLETT PACKARD COMMON 428236103 36,594 869,213 X 1 753,418 115,795 HEXCEL CORP COMMON 428291108 6,053 334,607 X 1 300,310 34,297 HEXCEL CORP COMMON 428291108 91 5,045 X 2 5,045 HIBBETT SPORTS INC COMMON 428567101 5,713 154,822 X 1 138,953 15,869 HIBBETT SPORTS INC COMMON 428567101 86 2,334 X 2 2,334 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 13,741 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 86 1,412 X 2 1,412 HITTITE MICROWAVE CORP COMMON 43365Y104 5,755 94,278 X 1 84,676 9,602 HMS HOLDINGS CORP COMMON 40425J101 92 1,413 X 2 1,413 HMS HOLDINGS CORP COMMON 40425J101 8,892 137,292 X 1 127,679 9,613 HOLOGIC INC CVT CV BND 436440AA9 8,848 470,155 X 2 470,155 HOLOGIC INC CVT CV BND 436440AA9 88,966 4,727,229 X 1 4,031,259 195,758 500,212 HOLOGIC INC CVT CV BND 436440AB7 204 10,855 X 1 10,855 HOME DEPOT COMMON 437076102 129 3,679 X 2 3,679 HOME DEPOT COMMON 437076102 18,246 520,409 X 1 234,196 286,213 HONEYWELL INTERNATIONAL INC COMMON 438516106 1,643 30,914 X 2 30,914 HONEYWELL INTERNATIONAL INC COMMON 438516106 67,147 1,263,120 X 1 1,093,308 169,812 HORSEHEAD HOLDING CORP COMMON 440694305 14,370 1,101,983 X 1 964,182 137,801 HOSPIRA INC COMMON 441060100 1 20 X 1 20 HOT TOPIC INC COMMON 441339108 9,407 1,500,327 X 1 1,310,918 189,409 HSN INC COMMON 404303109 1,112 36,292 X 2 36,292 HSN INC COMMON 404303109 16,895 551,398 X 1 420,013 131,385 HUB GROUP INC CL A COMMON 443320106 6,262 178,197 X 1 159,939 18,258 HUB GROUP INC CL A COMMON 443320106 94 2,689 X 2 2,689 HUMAN GENOME SCIENCES CV BND 444903AK4 4,656 194,893 X 2 194,893 HUMAN GENOME SCIENCES CV BND 444903AK4 23,194 970,863 X 1 727,729 44,703 198,431 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 190,305 7,965,865 X 1 7,503,090 162,506 300,270 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 18,327 767,150 X 2 767,150 HUNT J B TRANSPORT SVCS INC COMMON 445658107 153 3,759 X 1 3,759 HUNTSMAN CORP COMMON 447011107 31 2,000 X 1 2,000 IAC/ INTERACTIVECORP COMMON 44919P508 35,813 1,247,856 X 1 915,695 332,161 IAC/ INTERACTIVECORP COMMON 44919P508 3,059 106,600 X 2 106,600 IBERIABANK CORP COMMON 450828108 14,428 243,998 X 1 213,324 30,674 IBM COMMON 459200101 2,452 16,707 X 1 9,493 3,653 3,561 ICF INTERNATIONAL INC COMMON 44925C103 5,583 217,052 X 1 195,046 22,006 ICF INTERNATIONAL INC COMMON 44925C103 84 3,279 X 2 3,279 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 5,945 307,874 X 1 216,981 12,518 78,375 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 1,377 71,299 X 2 71,299 IGATE CORP COMMON 45169U105 3,335 169,227 X 1 152,021 17,206 IGATE CORP COMMON 45169U105 50 2,532 X 2 2,532 IHS INC-CLASS A COMMON 451734107 106 1,319 X 2 1,319 IHS INC-CLASS A COMMON 451734107 7,238 90,040 X 1 81,107 8,933 II-VI INC COMMON 902104108 18,724 403,874 X 1 353,101 50,773 ILLINOIS TOOL WORKS INC COMMON 452308109 310 5,800 X 1 5,800 ILLUMINA INC COMMON 452327109 51 810 X 1 810 IMAX CORP COMMON 45245E109 89 3,173 X 2 3,173 IMAX CORP COMMON 45245E109 5,993 213,661 X 1 192,158 21,503 INFORMATICA CORP COMMON 45666Q102 137 3,115 X 2 3,115 INFORMATICA CORP COMMON 45666Q102 12,307 279,515 X 1 258,388 21,127 INGERSOLL-RAND PLC COMMON G47791101 489 10,380 X 1 10,380 INPHI CORP COMMON 45772F107 3,984 198,291 X 1 177,974 20,317 INPHI CORP COMMON 45772F107 60 2,992 X 2 2,992 INSPIRE PHARMACEUTICALS INC COMMON 457733103 63 7,467 X 2 7,467 INSPIRE PHARMACEUTICALS INC COMMON 457733103 4,219 502,217 X 1 452,272 49,945 INSULET CORP COMMON 45784P101 5,088 328,235 X 1 294,630 33,605 INSULET CORP COMMON 45784P101 77 4,943 X 2 4,943 INTEL CORP COMMON 458140100 588,911 28,003,378 X 1 27,997,778 5,600 INTEL CORP CVT CV BND 458140AD2 251,731 11,970,079 X 1 10,786,905 143,893 1,039,282 INTEL CORP CVT CV BND 458140AD2 37,010 1,759,852 X 2 1,759,852 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,121 26,190 X 1 26,190 INTERPUBLIC GROUP COS CVT CV BND 460690BE9 2,236 210,548 X 1 203,301 7,246 INTERPUBLIC GROUP COS INC COMMON 460690100 279 26,294 X 1 26,294 INTERVAL LEISURE GROUP COMMON 46113M108 1,326 82,128 X 2 82,128 INTERVAL LEISURE GROUP COMMON 46113M108 11,093 687,273 X 1 460,711 226,562 INTL PAPER COMMON 460146103 19,999 734,163 X 1 228,552 23,838 481,773 INVITROGEN CORP CV BND 46185RAK6 30,186 543,885 X 1 530,457 12,448 980 IPG PHOTONICS CORP COMMON 44980X109 93 2,939 X 2 2,939 IPG PHOTONICS CORP COMMON 44980X109 6,164 194,936 X 1 174,955 19,981 ISHARES MSCI ALL PERU CAPPED Exchange 464289842 131 2,600 X 1 2,600 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 3,843 66,004 X 1 64,809 1,195 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 4,149 87,080 X 1 83,205 3,875 ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 41 717 X 1 717 ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 130 2,000 X 1 2,000 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 273 3,485 X 1 3,162 323 ISHARES RUSSELL 2000 VALUE IN Exchange 464287630 373 5,243 X 1 5,243 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 34 600 X 1 600 ISHARES S&P 500 VALUE INDEX FU Exchange 464287408 7 125 X 1 125 ISLE OF CAPRI CASINOS COMMON 464592104 4,964 485,756 X 1 425,513 60,243 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 20,778 2,656,982 X 1 2,652,154 4,828 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 5 674 X 2 674 ITC HOLDINGS CORP COMMON 465685105 15,936 257,123 X 1 226,923 30,200 IVANHOE MINES LTD COMMON 46579N103 3,041 132,672 X 1 132,672 J & J SNACK FOODS CORP COMMON 466032109 16,247 336,790 X 1 296,739 40,051 J CREW GROUP COMMON 46612H402 2,377 55,108 X 1 49,460 5,648 J CREW GROUP COMMON 46612H402 36 832 X 2 832 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,767 38,534 X 1 1,876 36,658 JARDEN CORP COMMON 471109108 11,340 367,334 X 1 325,917 41,417 JM SMUCKER CO COMMON 832696405 13,086 199,330 X 1 133,483 65,847 JM SMUCKER CO COMMON 832696405 1,587 24,173 X 2 24,173 JMP GROUP INC COMMON 46629U107 2,284 299,362 X 1 266,975 32,387 JOHN BEAN TECHNOLOGIES COMMON 477839104 1,942 96,458 X 2 96,458 JOHN BEAN TECHNOLOGIES COMMON 477839104 29,018 1,441,534 X 1 1,096,558 344,976 JOHNSON & JOHNSON COMMON 478160104 59 950 X 1 950 JOHNSON CONTROLS COMMON 478366107 1,422 37,218 X 2 37,218 JOHNSON CONTROLS COMMON 478366107 57,986 1,517,958 X 1 1,313,326 204,632 JONES LANG LASALLE INC COMMON 48020Q107 40,298 480,199 X 1 463,103 17,096 JOY GLOBAL INC COMMON 481165108 6,163 71,040 X 1 71,040 JP MORGAN CHASE & CO COMMON 46625H100 3,374 79,538 X 2 79,538 JP MORGAN CHASE & CO COMMON 46625H100 172,729 4,071,870 X 1 3,048,081 31,476 992,313 JP MORGAN CHASE & CO COMMON 46625H100 3,818 CALL 90,000 X 1 90,000 K12 INC COMMON 48273U102 84 2,927 X 2 2,927 K12 INC COMMON 48273U102 5,564 194,152 X 1 174,255 19,897 KADANT INC COMMON 48282T104 960 40,719 X 2 40,719 KADANT INC COMMON 48282T104 7,806 331,180 X 1 219,181 111,999 KAR AUCTION SERVICES INC COMMON 48238T109 4,064 294,463 X 1 257,296 37,167 KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 30 1,650 X 1 1,650 KB HOME CORP COMMON 48666K109 13 940 X 2 940 KB HOME CORP COMMON 48666K109 6,719 498,050 X 1 496,500 1,550 KELLOGG CO COMMON 487836108 1,373 26,884 X 2 26,884 KELLOGG CO COMMON 487836108 55,323 1,083,069 X 1 936,594 146,475 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 4,590 421,475 X 1 352,836 14,461 54,178 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 59 5,449 X 2 5,449 KENNETH COLE PRODUCTIONS -A COMMON 193294105 5,461 437,231 X 1 382,677 54,554 KIMBERLY CLARK COMMON 494368103 38 600 X 1 600 KIMCO REALTY CORP COMMON 49446R109 111 6,140 X 1 6,140 KINROSS GOLD CORP COMMON 496902404 36 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 24,618 558,864 X 1 420,969 137,895 KIRBY CORP COMMON 497266106 1,790 40,634 X 2 40,634 KOHLS CORP COMMON 500255104 132 2,422 X 1 2,422 KOPPERS HOLDINGS INC COMMON 50060P106 17,697 494,613 X 1 433,188 61,425 KULICKE & SOFFA CVT CV BND 501242AT8 24,415 3,390,942 X 1 3,196,236 80,460 114,246 KULICKE & SOFFA CVT CV BND 501242AT8 4,763 661,581 X 2 661,581 LABARGE INC COMMON 502470107 3,604 229,420 X 1 172,971 56,449 LADISH COMPANY INC COMMON 505754200 42 859 X 2 859 LADISH COMPANY INC COMMON 505754200 2,774 57,059 X 1 51,219 5,840 LANCE INC COMMON 833551104 12,013 512,516 X 1 393,546 118,970 LANCE INC COMMON 833551104 766 32,690 X 2 32,690 LEAR CORP COMMON 521865204 32,595 330,207 X 1 221,843 108,364 LEAR CORP COMMON 521865204 3,898 39,486 X 2 39,486 LEGG MASON INC COMMON 524901105 4,094 112,864 X 2 112,864 LEGG MASON INC COMMON 524901105 129,074 3,558,699 X 1 2,559,157 999,542 LEGGETT & PLATT INC COMMON 524660107 1,002 44,017 X 2 44,017 LEGGETT & PLATT INC COMMON 524660107 18,319 804,885 X 1 628,830 176,055 LENNAR CORP COMMON 526057104 10,302 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBF6 1,111 1,133,283 X 2 1,133,283 LEVEL 3 COMM CONV CV BND 52729NBF6 7,281 7,429,216 X 1 7,011,295 417,922 LEVEL 3 COMM CONV CV BND 52729NBK5 23,537 24,017,401 X 1 22,914,837 259,158 843,407 LEVEL 3 COMM CONV CV BND 52729NBK5 2,113 2,156,594 X 2 2,156,594 LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 11,903 12,145,749 X 1 10,797,570 1,348,178 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 844 861,111 X 2 861,111 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 47,963 48,941,671 X 1 48,225,004 447,222 269,444 LIBERTY MEDIA CORPORAT 530715AN1 8,443 930,910 X 1 895,592 9,468 25,850 LIBERTY MEDIA CORPORAT 530715AN1 183 20,139 X 2 20,139 LIBERTY MEDIA-INTERACTIVE A COMMON 53071M104 32,851 2,083,129 X 1 1,395,868 687,261 LIBERTY MEDIA-INTERACTIVE A COMMON 53071M104 3,949 250,439 X 2 250,439 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 46,319 696,740 X 1 537,252 159,488 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 2,905 43,699 X 2 43,699 LIFE TECHNOLOGIES CORP COMMON 53217V109 188 3,391 X 1 3,391 LIFE TIME FITNESS INC COMMON 53217R207 5,812 141,797 X 1 127,269 14,528 LIFE TIME FITNESS INC COMMON 53217R207 88 2,142 X 2 2,142 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,492 40,591 X 1 28,177 2,123 10,291 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 11,822 321,696 X 1 251,796 10,717 59,184 LILLY ELI COMMON 532457108 114 3,264 X 1 1,210 2,054 LINEAR TECHNOLOGY CORP COMMON 535678106 3,328 96,214 X 1 96,214 LITTELFUSE INC COMMON 537008104 11,999 254,969 X 1 223,503 31,466 LOCKHEED MARTIN CORP COMMON 539830109 128 1,825 X 1 1,825 LOWES COS COMMON 548661107 64,108 2,556,159 X 1 2,089,574 466,585 LOWES COS COMMON 548661107 1,447 57,680 X 2 57,680 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 4,277 1,444,949 X 1 973,614 24,756 446,579 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 1,161 392,117 X 2 392,117 LUFKIN INDS INC COMMON 549764108 14,311 229,379 X 1 202,289 27,090 LUFKIN INDS INC COMMON 549764108 71 1,133 X 2 1,133 LULULEMON ATHLETICA INC COMMON 550021109 3,906 57,089 X 1 57,089 LYONDELLBASELL INDU-CL A COMMON N53745100 424 12,329 X 1 12,329 M & T BANK CORP COMMON 55261F104 52 599 X 1 599 MADISON SQUARE GARDEN INC-A COMMON 55826P100 1,977 76,688 X 2 76,688 MADISON SQUARE GARDEN INC-A COMMON 55826P100 28,557 1,107,729 X 1 842,981 264,748 MARKET VECTORS COAL ETF Exchange 57060U837 274 5,800 X 1 5,800 MARKETAXESS HOLDINGS INC COMMON 57060D108 13,052 627,177 X 1 549,880 77,297 MASSEY ENERGY CO COMMON 576206106 2,212 41,223 X 1 41,223 MASTEC INC COMMON 576323109 4,286 293,738 X 1 263,822 29,916 MASTEC INC COMMON 576323109 64 4,398 X 2 4,398 MASTERCARD INC-CLASS A COMMON 57636Q104 4 19 X 1 19 MAXWELL TECHNOLOGIES INC COMMON 577767106 81 4,267 X 2 4,267 MAXWELL TECHNOLOGIES INC COMMON 577767106 5,352 283,339 X 1 254,331 29,008 MCCORMICK & CO NON VTG COMMON 579780206 6,337 136,192 X 1 6,595 129,597 MCDERMOTT INTL COMMON 580037109 2,963 143,216 X 2 143,216 MCDERMOTT INTL COMMON 580037109 19,243 930,083 X 1 644,662 285,421 MCDONALDS COMMON 580135101 18,326 238,747 X 1 79,216 159,531 MCGRATH RENTCORP COMMON 580589109 11,397 434,661 X 1 379,823 54,838 MDU RESOURCES GROUP INC COMMON 552690109 678 33,450 X 2 33,450 MDU RESOURCES GROUP INC COMMON 552690109 6,040 297,972 X 1 184,505 113,467 MEADE JOHNSON NUTRITION CO COMMON 582839106 13,657 219,391 X 1 168,498 50,893 MEADE JOHNSON NUTRITION CO COMMON 582839106 1,113 17,884 X 2 17,884 MEADWESTVACO CORP COMMON 583334107 1,849 70,683 X 1 70,683 MEDASSETS INC COMMON 584045108 5,074 251,301 X 1 226,262 25,039 MEDASSETS INC COMMON 584045108 74 3,681 X 2 3,681 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 65 1,060 X 1 1,060 MEDNAX COMMON 58502B106 25,330 376,437 X 1 295,146 81,291 MEDNAX COMMON 58502B106 1,386 20,601 X 2 20,601 MEDTRONIC INC COMMON 585055106 96,057 2,589,823 X 1 2,011,280 578,543 MEDTRONIC INC COMMON 585055106 1,906 51,400 X 2 51,400 MERCK & CO COMMON 58933Y105 2,036 56,488 X 2 56,488 MERCK & CO COMMON 58933Y105 103,112 2,861,051 X 1 2,110,218 750,833 METHODE ELECTRONICS INC COMMON 591520200 13,634 1,051,204 X 1 920,743 130,461 METLIFE INC COMMON 59156R108 87,917 1,978,336 X 1 1,391,374 21,929 565,033 METLIFE INC COMMON 59156R108 1,438 32,368 X 2 32,368 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 10,858 71,807 X 1 66,295 5,512 MGIC INVT CORP WIS COMMON 552848103 1,443 141,616 X 2 141,616 MGIC INVT CORP WIS COMMON 552848103 22,127 2,171,432 X 1 1,663,803 507,629 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 5,055 630,303 X 2 630,303 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 75,268 9,384,981 X 1 7,961,353 387,176 1,036,452 MICROS SYSTEM INC COMMON 594901100 12,364 281,896 X 1 188,626 93,270 MICROS SYSTEM INC COMMON 594901100 1,498 34,143 X 2 34,143 MICROSOFT CORP COMMON 594918104 28,852 1,033,390 X 1 440,761 12,008 580,621 MICROSOFT CORP COMMON 594918104 191 6,827 X 2 6,827 MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 17,057 268,658 X 1 235,320 33,338 MIDDLEBY CORP COMMON 596278101 19,229 227,775 X 1 169,474 58,301 MIDDLEBY CORP COMMON 596278101 1,503 17,804 X 2 17,804 MIDDLESEX WATER CO COMMON 596680108 9,253 504,261 X 1 449,171 55,090 MINE SAFETY APPLIANCES CO COMMON 602720104 56 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 9,803 149,868 X 1 132,818 17,050 MOLSON COORS BREWING CO COMMON 60871R209 16,992 338,555 X 1 109,717 228,838 MONSANTO CO NEW COMMON 61166W101 4 64 X 1 64 MONSTER WORLDWIDE INC COMMON 611742107 3,945 166,944 X 1 149,854 17,090 MONSTER WORLDWIDE INC COMMON 611742107 59 2,514 X 2 2,514 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,656 443,400 X 1 443,400 MOVADO CORP INC COMMON 624580106 13,298 823,903 X 1 720,307 103,596 MSCI INC-A COMMON 55354G100 15,828 406,269 X 1 143,719 262,550 MSCI INC-A COMMON 55354G100 94 2,414 X 2 2,414 MUNRO MUFFLER BRAKE INC COMMON 610236101 68 1,971 X 2 1,971 MUNRO MUFFLER BRAKE INC COMMON 610236101 4,548 131,473 X 1 118,107 13,366 MWI VETERINARY SUPPLY INC COMMON 55402X105 82 1,302 X 2 1,302 MWI VETERINARY SUPPLY INC COMMON 55402X105 5,448 86,269 X 1 77,444 8,825 MYLAN LABS COMMON 628530107 30,991 1,466,673 X 1 742,732 43,521 680,420 MYR GROUP INC/DELAWARE COMMON 55405W104 13,132 625,320 X 1 546,383 78,937 NASDAQ OMX GROUP/THE COMMON 631103108 2,841 119,803 X 2 119,803 NASDAQ OMX GROUP/THE COMMON 631103108 23,457 989,317 X 1 660,861 328,456 NATIONAL OILWELL VARCO INC COMMON 637071101 24,991 371,616 X 1 278,683 92,933 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 13,574 512,212 X 1 450,614 61,598 NATURAL RESOURCE PARTNERS LP COMMON 63900P103 136 4,100 X 1 4,100 NAVISTAR INTL CORP CVT CV BND 63934EAL2 37,609 649,441 X 1 601,106 15,018 33,317 NAVISTAR INTL CORP CVT CV BND 63934EAL2 4,222 72,901 X 2 72,901 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 55 4,305 X 2 4,305 NEKTAR THERAPEUTICS COMMON 640268108 3,673 285,835 X 1 256,571 29,264 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 54,664 4,253,972 X 1 3,888,696 98,754 266,521 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 4,109 319,732 X 2 319,732 NETAPP INC COMMON 64110D104 71,672 1,304,068 X 1 926,777 19,987 357,304 NETFLIX.COM INC COMMON 64110L106 54,103 307,928 X 1 221,801 2,019 84,108 NETGEAR INC COMMON 64111Q104 6,665 197,903 X 1 173,024 24,879 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 69 2,183 X 2 2,183 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 4,554 144,999 X 1 130,156 14,843 NETSPEND HOLDINGS INC COMMON 64118V106 4,487 349,970 X 1 314,140 35,830 NETSPEND HOLDINGS INC COMMON 64118V106 68 5,270 X 2 5,270 NEWFIELD EXPLORATION CO COMMON 651290108 342 4,739 X 1 4,739 NEWPARK RESOURCES INC COMMON 651718504 68 11,066 X 1 11,066 NII HOLDINGS INC CVT CV BND 62913FAJ1 3,996 89,487 X 1 71,020 18,467 NII HOLDINGS INC CVT CV BND 62913FAJ1 425 9,508 X 2 9,508 NIKE INC CL B COMMON 654106103 5 55 X 1 55 NOBLE ENERGY INC COMMON 655044105 13,991 162,536 X 1 51,216 3,991 107,329 NORDIC AMERICAN TANKER SHIPPIN COMMON G65773106 8 300 X 1 300 NORDSTROM INC COMMON 655664100 1,083 25,562 X 1 14,514 11,048 NORFOLK SOUTHN CORP COMMON 655844108 1,426 22,700 X 2 22,700 NORFOLK SOUTHN CORP COMMON 655844108 59,991 954,965 X 1 819,382 135,583 NORTHEAST UTILITIES COMMON 664397106 26,820 841,266 X 1 264,182 22,002 555,082 NORTHROP GRUMMAN CORP COMMON 666807102 87,442 1,349,828 X 1 1,171,551 178,277 NORTHROP GRUMMAN CORP COMMON 666807102 2,083 32,159 X 2 32,159 NOVARTIS AG SPON ADR ADR 66987V109 316 5,366 X 2 5,366 NOVARTIS AG SPON ADR ADR 66987V109 46,654 791,409 X 1 324,606 466,803 NTELOS HOLDINGS CORP COMMON 67020Q107 10,794 566,615 X 1 379,219 187,396 NTELOS HOLDINGS CORP COMMON 67020Q107 1,326 69,618 X 2 69,618 NUCOR CORP COMMON 670346105 11 250 X 1 250 NXSTAGE MEDICAL INC COMMON 67072V103 68 2,728 X 2 2,728 NXSTAGE MEDICAL INC COMMON 67072V103 7,220 290,207 X 1 271,657 18,550 O CHARLEYS INC COMMON 670823103 8,785 1,220,079 X 1 793,255 426,824 O CHARLEYS INC COMMON 670823103 1,122 155,873 X 2 155,873 OASIS PETROLEUM INC COMMON 674215108 66 2,421 X 2 2,421 OASIS PETROLEUM INC COMMON 674215108 4,378 161,418 X 1 144,980 16,438 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 5,694 492,963 X 1 431,118 61,845 OCCIDENTAL PETE COMMON 674599105 4,250 43,328 X 1 14,931 28,397 OCEANEERING INTL INC COMMON 675232102 24,743 336,042 X 1 296,171 39,871 OCEANEERING INTL INC COMMON 675232102 81 1,106 X 2 1,106 OLD DOMINION FREIGHT LINE COMMON 679580100 11,457 358,143 X 1 314,287 43,856 OLD REPUBLIC INTL CORP COMMON 680223104 1,733 127,170 X 2 127,170 OLD REPUBLIC INTL CORP COMMON 680223104 27,355 2,006,942 X 1 1,547,512 459,430 OLIN COMMON 680665205 9,388 457,485 X 1 405,401 52,084 OMEGA HEALTHCARE INVESTORS COMMON 681936100 16,902 753,212 X 1 658,337 94,875 OMNICARE INC CVT CV BND 681904AL2 7,970 313,884 X 2 313,884 OMNICARE INC CVT CV BND 681904AL2 52,181 2,055,181 X 1 1,596,020 76,194 382,967 OMNICARE INC CVT CV BND 681904AN8 6,204 244,336 X 2 244,336 OMNICARE INC CVT CV BND 681904AN8 86,533 3,408,135 X 1 3,204,431 33,708 169,997 OMNICOM GROUP COMMON 681919106 1,631 35,621 X 2 35,621 OMNICOM GROUP COMMON 681919106 87,452 1,909,438 X 1 1,353,458 555,980 ONEOK INC COMMON 682680103 214 3,865 X 1 3,865 OPENTABLE INC COMMON 68372A104 3,213 45,593 X 1 45,593 ORACLE CORP COMMON 68389X105 242,094 7,734,637 X 1 4,625,704 64,779 3,044,154 ORACLE CORP COMMON 68389X105 3,125 99,852 X 2 99,852 OWENS-ILLINOIS INC COMMON 690768403 2,219 72,273 X 2 72,273 OWENS-ILLINOIS INC COMMON 690768403 108,564 3,536,285 X 1 3,193,397 31,083 311,805 PANERA BREAD CO CL A COMMON 69840W108 5,784 57,146 X 1 51,418 5,728 PANERA BREAD CO CL A COMMON 69840W108 86 845 X 2 845 PARKER HANNIFIN COMMON 701094104 36,591 423,999 X 1 160,202 12,635 251,162 PEABODY ENERGY CORP CVT CV BND 704549AG9 43,436 678,897 X 1 529,829 21,720 127,320 PEABODY ENERGY CORP CVT CV BND 704549AG9 9,879 154,411 X 2 154,411 PENN VIRGINIA CORP CVT CV BND 707882AA4 195 11,602 X 2 11,602 PENN VIRGINIA CORP CVT CV BND 707882AA4 1,737 103,290 X 1 70,303 32,987 PENSKE AUTO GROUP INC COMMON 70959W103 237 13,603 X 1 13,603 PEOPLES UNITED FINANCIAL INC COMMON 712704105 21,233 1,515,564 X 1 1,016,334 499,230 PEOPLES UNITED FINANCIAL INC COMMON 712704105 2,587 184,626 X 2 184,626 PEP BOYS COMMON 713278109 6,409 477,226 X 1 477,226 PEPSICO INC COMMON 713448108 1,958 29,973 X 2 29,973 PEPSICO INC COMMON 713448108 108,364 1,658,719 X 1 1,194,473 8,929 455,317 PERFICIENT INC COMMON 71375U101 1,950 155,993 X 1 86,076 69,917 PERRIGO CO COMMON 714290103 52,271 825,370 X 1 534,803 5,391 285,176 PERRIGO CO COMMON 714290103 589 9,305 X 2 9,305 PETROLEUM DEVELOPMENT CORP COMMON 716578109 8,765 207,648 X 1 181,423 26,225 PFIZER INC COMMON 717081103 103,698 5,922,224 X 1 4,135,434 1,786,790 PFIZER INC COMMON 717081103 1,822 104,048 X 2 104,048 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 26,712 984,213 X 1 720,418 263,795 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 2,174 80,087 X 2 80,087 PHARMASSET INC COMMON 71715N106 3,430 79,018 X 1 70,920 8,098 PHARMASSET INC COMMON 71715N106 52 1,191 X 2 1,191 PHH CORP COMMON 693320202 2,195 94,798 X 2 94,798 PHH CORP COMMON 693320202 32,358 1,397,746 X 1 1,059,899 337,847 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 152 2,600 X 1 2,100 500 PHILLIPS-VAN HEUSEN COMMON 718592108 5,585 88,642 X 1 79,544 9,098 PHILLIPS-VAN HEUSEN COMMON 718592108 84 1,339 X 2 1,339 PILGRIMS PRIDE CORP COMMON 72147K108 10,709 1,510,505 X 1 1,320,361 190,144 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 5,716 65,840 X 1 10,331 1,377 54,132 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 138 1,584 X 2 1,584 PIPER JAFFRAY COS COMMON 724078100 3 X 1 3 PITNEY BOWES COMMON 724479100 145 6,000 X 1 6,000 PLAINS EXPLORATION & PRODUCT COMMON 726505100 17,314 538,705 X 1 182,340 356,365 PMC SIERRA INC COMMON 69344F106 13,688 1,593,517 X 1 1,392,473 201,044 PNC FINANCIAL SERVICES COMMON 693475105 103,653 1,707,062 X 1 1,296,250 410,812 PNC FINANCIAL SERVICES COMMON 693475105 2,113 34,807 X 2 34,807 POLYPORE INTERNATIONAL INC COMMON 73179V103 5,360 131,588 X 1 117,854 13,734 POLYPORE INTERNATIONAL INC COMMON 73179V103 82 2,020 X 2 2,020 POPULAR INC COMMON 733174106 13,796 4,393,698 X 1 3,853,702 539,996 POTLATCH HOLDINGS INC COMMON 737630103 2,445 75,125 X 2 75,125 POTLATCH HOLDINGS INC COMMON 737630103 35,414 1,087,976 X 1 826,540 261,436 POWER INTEGRATIONS INC COMMON 739276103 4,178 104,091 X 1 93,490 10,601 POWER INTEGRATIONS INC COMMON 739276103 63 1,559 X 2 1,559 PPG INDS COMMON 693506107 279 3,314 X 1 3,314 PPL CORPORATION COMMON 69351T106 75,002 2,849,614 X 1 2,158,846 14,065 676,703 PPL CORPORATION COMMON 69351T106 1,391 52,854 X 2 52,854 PRAXAIR INC COMMON 74005P104 1,653 17,314 X 1 10,108 4,157 3,049 PRECISION CASTPARTS COMMON 740189105 70,426 505,900 X 1 323,220 8,677 174,003 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 10,415 871,572 X 1 581,475 290,097 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,260 105,458 X 2 105,458 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 6,765 104,819 X 1 89,595 8,035 7,189 PRICELINE.COM INC COMMON 741503403 67,006 167,704 X 1 106,025 2,654 59,025 PRIDE INTERNATIONAL INC COMMON 74153Q102 259 7,853 X 1 7,853 PRIMORIS SERVICES CORP COMMON 74164F103 1,958 205,214 X 1 113,257 91,957 PROASSURANCE CORP COMMON 74267C106 14,172 233,858 X 1 206,209 27,649 PROCTER & GAMBLE COMMON 742718109 133,719 2,078,645 X 1 1,250,189 16,857 811,599 PROCTER & GAMBLE COMMON 742718109 1,775 27,599 X 2 27,599 PROGRESS ENERGY INC COMMON 743263105 186 4,272 X 1 4,272 PROGRESS SOFTWARE CORP COMMON 743312100 15,322 362,059 X 1 317,636 44,423 PROLOGIS CVT CV BND 743410AY8 1,537 106,445 X 2 106,445 PROLOGIS CVT CV BND 743410AY8 77,647 5,377,185 X 1 5,333,219 2,314 41,652 PROSHARES SHORT OIL & GAS Exchange 74347R222 36 900 X 1 900 PROSPERITY BANCSHARES INC COMMON 743606105 14,356 365,471 X 1 318,370 47,101 PRUDENTIAL FINANCIAL INC COMMON 744320102 21,684 369,340 X 1 119,750 249,590 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 55,256 1,737,052 X 1 1,504,942 232,110 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 1,367 42,989 X 2 42,989 PULTE GROUP INC COMMON 745867101 564 75,000 X 1 75,000 QEP RESOURCES INC COMMON 74733V100 3,349 92,239 X 2 92,239 QEP RESOURCES INC COMMON 74733V100 28,044 772,349 X 1 509,262 263,087 QLIK TECHNOLOGIES INC COMMON 74733T105 3,916 151,712 X 1 136,183 15,529 QLIK TECHNOLOGIES INC COMMON 74733T105 59 2,284 X 2 2,284 QUAKER CHEMICAL CORP COMMON 747316107 513 12,315 X 2 12,315 QUAKER CHEMICAL CORP COMMON 747316107 4,274 102,564 X 1 68,040 34,524 QUALCOMM INC COMMON 747525103 128,675 2,600,022 X 1 1,258,153 32,798 1,309,071 QUALCOMM INC COMMON 747525103 407 8,233 X 2 8,233 QUESTAR CORP COMMON 748356102 12,901 741,000 X 1 496,919 244,081 QUESTAR CORP COMMON 748356102 1,546 88,790 X 2 88,790 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 3,973 269,707 X 1 242,253 27,454 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 59 4,037 X 2 4,037 QWEST COMMUNICATIONS INTL COMMON 749121109 24,821 3,261,572 X 1 1,027,481 67,831 2,166,260 RADIANT SYSTEMS INC COMMON 75025N102 4,418 225,773 X 1 197,751 28,022 RADIOSHACK CORP COMMON 750438103 677 36,623 X 2 36,623 RADIOSHACK CORP COMMON 750438103 9,761 527,922 X 1 399,940 127,982 RANGE RESOURCES CORP COMMON 75281A109 228 5,065 X 1 5,065 RAVEN INDUSTRIES INC COMMON 754212108 15,085 316,306 X 1 276,865 39,441 RAYMOND JAMES FINANCIAL INC COMMON 754730109 2,732 83,539 X 2 83,539 RAYMOND JAMES FINANCIAL INC COMMON 754730109 20,485 626,442 X 1 463,635 162,807 RAYTHEON CO COMMON 755111507 125 2,700 X 1 2,700 RBC BEARINGS INC COMMON 75524B104 10,815 276,748 X 1 243,983 32,765 RED HAT INC COMMON 756577102 25,731 563,668 X 1 410,191 153,477 REINSURANCE GRP OF AMERI-A COMMON 759351604 11,880 221,185 X 1 195,175 26,010 RELIANCE STEEL & ALUMINUM COMMON 759509102 45,119 882,963 X 1 661,511 221,452 RELIANCE STEEL & ALUMINUM COMMON 759509102 3,372 65,997 X 2 65,997 REPSOL ADR ADR 76026T205 15,500 554,750 X 1 554,750 RESMED INC COMMON 761152107 5,677 163,894 X 1 147,101 16,793 RESMED INC COMMON 761152107 86 2,473 X 2 2,473 RIVERBED TECHNOLOGY INC COMMON 768573107 3,192 90,747 X 1 90,747 ROCKWELL AUTOMATION INC COMMON 773903109 3,184 44,400 X 1 44,400 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 10,674 301,189 X 1 263,263 37,926 ROGERS CORP COMMON 775133101 9,252 241,892 X 1 211,441 30,451 ROLLINS INC COMMON 775711104 37,997 1,923,883 X 1 1,602,204 321,679 ROLLINS INC COMMON 775711104 946 47,881 X 2 47,881 ROSETTA RESOURCES INC COMMON 777779307 15,685 416,703 X 1 367,441 49,262 ROSETTA RESOURCES INC COMMON 777779307 80 2,130 X 2 2,130 ROSS STORES INC COMMON 778296103 915 14,464 X 1 8,289 6,175 ROVI CORP COMMON 779376102 3,368 54,308 X 1 54,308 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 140 2,100 X 1 2,100 S&P 500 ETF TRUST Exchange 78462F103 937 7,454 X 1 7,454 SALESFORCE.COM INC COMMON 79466L302 65,928 499,452 X 1 421,353 3,118 74,981 SALLY BEAUTY CO INC COMMON 79546E104 34,133 2,349,143 X 1 1,776,919 572,224 SALLY BEAUTY CO INC COMMON 79546E104 2,372 163,228 X 2 163,228 SANDISK CORP CVT CV BND 80004CAC5 772 15,482 X 2 15,482 SANDISK CORP CVT CV BND 80004CAD3 809 16,229 X 1 16,229 SANDISK CORP CVT CV BND 80004CAD3 3,427 68,735 X 2 68,735 SANOFI-AVENTIS-ADR ADR 80105N105 1,709 53,012 X 2 53,012 SANOFI-AVENTIS-ADR ADR 80105N105 69,440 2,154,523 X 1 1,933,244 221,279 SAPIENT CORP COMMON 803062108 5,485 453,269 X 1 406,818 46,451 SAPIENT CORP COMMON 803062108 83 6,833 X 2 6,833 SCANSOURCE INC COMMON 806037107 17,474 547,767 X 1 478,882 68,885 SCHLUMBERGER LTD COMMON 806857108 3,037 36,369 X 2 36,369 SCHLUMBERGER LTD COMMON 806857108 146,666 1,756,485 X 1 1,306,271 4,509 445,705 SCHNITZER STEEL INDS INC - A COMMON 806882106 3,875 58,365 X 1 52,390 5,975 SCHNITZER STEEL INDS INC - A COMMON 806882106 58 879 X 2 879 SCRIPPS CO (E.W.) -CL A COMMON 811054402 8,409 828,514 X 1 554,172 274,342 SCRIPPS CO (E.W.) -CL A COMMON 811054402 1,022 100,656 X 2 100,656 SEI INVESTMENTS CO COMMON 784117103 376 15,823 X 2 15,823 SEI INVESTMENTS CO COMMON 784117103 59,853 2,515,897 X 1 971,076 1,544,821 SIEMENS AG SPON ADR ADR 826197501 1,906 15,337 X 2 15,337 SIEMENS AG SPON ADR ADR 826197501 80,327 646,492 X 1 580,155 66,337 SIGMA ALDRICH COMMON 826552101 14,937 224,412 X 1 72,427 151,985 SIGNATURE BANK COMMON 82669G104 23,484 469,683 X 1 413,122 56,561 SIGNATURE BANK COMMON 82669G104 86 1,725 X 2 1,725 SILICON LABS INC COMMON 826919102 4,320 93,875 X 1 84,406 9,469 SILICON LABS INC COMMON 826919102 64 1,386 X 2 1,386 SIMON PROPERTY GROUP INC COMMON 828806109 17,228 173,166 X 1 173,166 SINA.COM COMMON G81477104 7,926 115,173 X 1 110,714 4,459 SMURFIT - STONE CONTAINER CORP COMMON 83272A104 28,152 1,099,704 X 1 877,831 221,873 SOUTHERN COPPER CORP COMMON 84265V105 141 2,900 X 1 2,900 SOUTHWESTERN ENERGY CO COMMON 845467109 1,753 46,827 X 1 27,907 9,216 9,704 SOVRAN SELF STORAGE INC COMMON 84610H108 9,610 261,065 X 1 228,181 32,884 SPARTAN STORES INC COMMON 846822104 13,700 808,247 X 1 706,671 101,576 SPECTRA ENERGY CORP W/I COMMON 847560109 3,530 141,249 X 1 141,249 SPX CORP COMMON 784635104 2,580 36,091 X 2 36,091 SPX CORP COMMON 784635104 23,191 324,395 X 1 203,622 120,773 S&P 500 ETF TRUST COMMON 78462F103 503 CALL 4,000 X 1 4,000 S&P 500 ETF TRUST COMMON 78462F103 9,431 PUT 75,000 X 1 75,000 S&P 500 ETF TRUST COMMON 78462F103 5,030 PUT 40,000 X 1 40,000 S&P 500 ETF TRUST COMMON 78462F103 3,144 PUT 25,000 X 1 25,000 STANDARD PARKING CORP COMMON 853790103 16,507 873,856 X 1 768,791 105,065 STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 6,325 94,592 X 1 94,592 STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 3,384 50,612 X 2 50,612 STANLEY BLACK & DECKER INC COMMON 854502101 49,184 735,512 X 1 635,301 100,211 STANLEY BLACK & DECKER INC COMMON 854502101 1,220 18,242 X 2 18,242 STARBUCKS CORP COMMON 855244109 9,992 310,972 X 1 42,742 14,983 253,247 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 26,128 429,880 X 1 173,555 23,786 232,539 STATE STREET CORP COMMON 857477103 1,017 21,956 X 2 21,956 STATE STREET CORP COMMON 857477103 87,314 1,884,203 X 1 1,635,096 249,107 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,460 79,772 X 2 79,772 STEEL DYNAMICS INC CVT CV BND 858119AP5 5,438 297,151 X 1 286,895 10,256 STEIN MART INC COMMON 858375108 765 82,703 X 2 82,703 STEIN MART INC COMMON 858375108 6,244 674,996 X 1 445,182 229,814 STERICYCLE INC COMMON 858912108 3,686 45,553 X 1 45,553 STIFEL FINANCIAL CORP COMMON 860630102 96 1,552 X 2 1,552 STIFEL FINANCIAL CORP COMMON 860630102 26,705 430,447 X 1 365,249 65,198 STILLWATER MINING CO COMMON 86074Q102 3,237 151,619 X 1 151,619 STRYKER CORP COMMON 863667101 75 1,400 X 1 1,400 SUCCESSFACTORS INC COMMON 864596101 88 3,054 X 2 3,054 SUCCESSFACTORS INC COMMON 864596101 5,870 202,698 X 1 181,424 21,274 SUNTRUST BANK COMMON 867914103 1,010 34,216 X 1 34,216 SUPERMEDIA INC COMMON 868447103 2,027 232,678 X 1 191,770 40,908 SUPERMEDIA INC COMMON 868447103 48 5,465 X 2 5,465 SVB FINANCIAL GROUP COMMON 78486Q101 90 1,700 X 2 1,700 SVB FINANCIAL GROUP COMMON 78486Q101 5,991 112,923 X 1 101,363 11,560 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 92 2,150 X 2 2,150 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 8,946 208,722 X 1 194,122 14,600 SYNOPSYS INC COMMON 871607107 8,329 309,509 X 1 210,054 99,455 SYNOPSYS INC COMMON 871607107 989 36,738 X 2 36,738 T-3 ENERGY SERVICES INC COMMON 87306E107 90 2,263 X 2 2,263 T-3 ENERGY SERVICES INC COMMON 87306E107 6,013 150,969 X 1 135,573 15,396 TARGET CORP COMMON 87612E106 3,991 66,368 X 1 32,685 33,683 TARGET CORP COMMON 87612E106 31 523 X 2 523 TEAM INC COMMON 878155100 5,371 221,929 X 1 193,939 27,990 TECK COMINCO LTD-CL B COMMON 878742204 3,919 63,384 X 1 63,384 TELEFLEX INC COMMON 879369106 11,710 217,619 X 1 190,799 26,820 TEMPLE INLAND INC COMMON 879868107 2,302 108,377 X 2 108,377 TEMPLE INLAND INC COMMON 879868107 30,967 1,457,976 X 1 1,096,109 361,867 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 102 2,551 X 2 2,551 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 6,786 169,395 X 1 152,054 17,341 TENNECO AUTOMOTIVE COMMON 880349105 19,924 484,057 X 1 426,635 57,422 TENNECO AUTOMOTIVE COMMON 880349105 89 2,161 X 2 2,161 TERADATA CORP COMMON 88076W103 18,090 439,501 X 1 296,541 142,960 TERADATA CORP COMMON 88076W103 2,153 52,308 X 2 52,308 TERADYNE INC COMMON 880770102 17,667 1,258,337 X 1 1,109,563 148,774 TERADYNE INC CVT CV BND 880770AE2 3,641 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 144 9,060 X 1 9,060 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 119 2,288 X 1 2,288 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 5,503 320,522 X 1 287,669 32,853 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 83 4,832 X 2 4,832 THOMAS & BETTS COMMON 884315102 14,505 300,312 X 1 262,407 37,905 TIDEWATER COMMON 886423102 265 4,929 X 1 4,928 1 TIMBERLAND COMPANY CL A COMMON 887100105 3,490 141,921 X 1 141,921 TIME WARNER CABLE CL A COMMON 88732J207 235 3,561 X 1 3,561 TJX COMPANIES INC COMMON 872540109 187 4,220 X 1 4,220 TOTAL FINA ELF SA -SP ADR ADR 89151E109 74,273 1,388,796 X 1 1,218,738 170,058 TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,155 40,300 X 2 40,300 TRANSOCEAN LTD COMMON H8817H100 250 3,592 X 1 3,592 TRAVELERS COS INC/THE COMMON 89417E109 1,548 27,784 X 2 27,784 TRAVELERS COS INC/THE COMMON 89417E109 62,867 1,128,469 X 1 976,561 151,908 TREX COMPANY INC COMMON 89531P105 5,565 232,276 X 1 208,923 23,353 TREX COMPANY INC COMMON 89531P105 82 3,420 X 2 3,420 TRIMAS CORP COMMON 896215209 342 16,736 X 2 16,736 TRIMAS CORP COMMON 896215209 2,852 139,408 X 1 92,451 46,957 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 67,054 2,519,885 X 2 2,519,885 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 6,611 248,440 X 1 2,177,467 36,279 306,138 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 8,759 749,264 X 1 655,265 93,999 TTM TECHNOLOGIES COMMON 87305R109 11,975 803,157 X 1 701,937 101,220 U-STORE-IT TRUST COMMON 91274F104 13,283 1,393,772 X 1 1,218,618 175,154 UAL CORP CVT CV BND 902549AH7 31,239 1,311,473 X 1 1,110,922 7,048 193,504 UAL CORP CVT CV BND 902549AH7 6,401 268,729 X 2 268,729 UDR COMMON 902653104 14,119 600,307 X 1 526,335 73,972 UGI CORP COMMON 902681105 4,510 142,801 X 2 142,801 UGI CORP COMMON 902681105 65,014 2,058,702 X 1 1,560,542 498,160 UIL HLDGS CORP COMMON 902748102 13,374 446,387 X 1 392,284 54,103 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 5,225 153,680 X 1 138,052 15,628 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 78 2,298 X 2 2,298 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 7,113 146,274 X 1 131,741 14,533 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 104 2,143 X 2 2,143 UNIFI INC COMMON 904677200 1,662 98,174 X 1 64,131 34,043 UNIFI INC COMMON 904677200 198 11,694 X 2 11,694 UNION PACIFIC COMMON 907818108 2,070 22,337 X 1 11,484 4,880 5,973 UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 108 4,528 X 1 4,528 UNITED PARCEL SERIVCE CL B COMMON 911312106 376 5,179 X 2 5,179 UNITED PARCEL SERIVCE CL B COMMON 911312106 73,387 1,011,124 X 1 402,260 5,300 603,564 UNITEDHEALTH GROUP COMMON 91324P102 90,164 2,496,919 X 1 1,899,284 24,322 573,313 UNITEDHEALTH GROUP COMMON 91324P102 1,797 49,761 X 2 49,761 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 240 5,534 X 1 5,534 UNUM GROUP COMMON 91529Y106 75,656 3,123,682 X 1 2,353,378 32,658 737,646 UNUM GROUP COMMON 91529Y106 1,391 57,425 X 2 57,425 URBAN OUTFITTERS INC COMMON 917047102 760 21,214 X 1 10,037 11,177 US BANCORP COMMON 902973304 63,097 2,339,510 X 1 2,016,490 323,020 US BANCORP COMMON 902973304 1,537 56,987 X 2 56,987 US STEEL CORP CVT CV BND 912909AE8 64,147 1,098,038 X 1 1,098,038 VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 42,234 1,492,887 X 1 1,470,525 22,362 VALEANT PHARMACY CVT CV BND 91911XAD6 2,353 83,178 X 2 83,178 VALEANT PHARMACY CVT CV BND 91911XAD6 307,202 10,859,021 X 1 8,933,746 365,683 1,559,591 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 5,434 157,333 X 1 141,225 16,108 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 82 2,369 X 2 2,369 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 22,159 599,368 X 1 441,447 157,921 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 2,018 54,590 X 2 54,590 VERA BRADLEY INC COMMON 92335C106 2,640 79,997 X 1 69,842 10,155 VERIFONE HOLDINGS INC COMMON 92342Y109 3,131 81,205 X 1 81,205 VERISK ANALYTICS INC-CL A COMMON 92345Y106 19,476 571,483 X 1 303,217 268,266 VERISK ANALYTICS INC-CL A COMMON 92345Y106 1,819 53,364 X 2 53,364 VERIZON COMMUNICATIONS COMMON 92343V104 2,186 61,085 X 1 61,085 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 23,617 674,182 X 2 674,182 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 55,397 1,581,419 X 1 1,173,470 26,623 381,326 VERTEX PHARMACEUTICALS INC COMMON 92532F100 143,068 4,084,159 X 1 3,934,929 52,532 96,698 VIACOM INC CL B COMMON 92553P201 1,224 30,889 X 2 30,889 VIACOM INC CL B COMMON 92553P201 53,734 1,356,581 X 1 1,183,726 172,855 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 1,177 25,943 X 2 25,943 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 9,938 219,044 X 1 147,686 71,358 VISA INC-CLASS A SHRS COMMON 92826C839 505 7,177 X 2 7,177 VISA INC-CLASS A SHRS COMMON 92826C839 75,588 1,074,004 X 1 428,947 645,057 VISHAY PRECISION GROUP COMMON 92835K103 1,510 80,174 X 1 44,249 35,925 VISTAPRINT NV COMMON N93540107 5,171 112,404 X 1 112,404 VITAMIN SHOPPE INC COMMON 92849E101 92 2,728 X 2 2,728 VITAMIN SHOPPE INC COMMON 92849E101 6,093 181,132 X 1 162,588 18,544 VITRAN CORP INC COMMON 92850E107 8,289 631,757 X 1 552,064 79,693 VMWARE INC-CLASS A COMMON 928563402 42,898 482,484 X 1 413,384 69,100 VOCUS INC COMMON 92858J108 84 3,050 X 2 3,050 VOCUS INC COMMON 92858J108 5,596 202,313 X 1 181,576 20,737 VODAFONE GROUP PLC ADR 92857W209 1,951 73,824 X 2 73,824 VODAFONE GROUP PLC ADR 92857W209 79,785 3,018,735 X 1 2,703,015 315,720 VOLCANO CORP COMMON 928645100 5,236 191,739 X 1 172,109 19,630 VOLCANO CORP COMMON 928645100 79 2,888 X 2 2,888 VULCAN MATER COMMON 929160109 33,181 747,989 X 1 646,625 101,364 VULCAN MATER COMMON 929160109 820 18,494 X 2 18,494 W R GRACE & CO COMMON 38388F108 18,203 518,166 X 1 453,000 65,166 WABASH NATIONAL CORP COMMON 929566107 14,892 1,256,723 X 1 1,100,376 156,347 WABCO HOLDINGS INC COMMON 92927K102 3,726 61,159 X 1 61,159 WABTEC COMMON 929740108 9,187 173,702 X 1 151,773 21,929 WALGREEN CO COMMON 931422109 15,317 393,143 X 1 139,605 253,538 WALTER ENERGY INC COMMON 93317Q105 5,286 41,346 X 1 41,346 WASTE CONNECTIONS INC COMMON 941053100 97 3,530 X 2 3,530 WASTE CONNECTIONS INC COMMON 941053100 21,775 790,954 X 1 698,818 92,136 WATERS CORP COMMON 941848103 11,700 150,554 X 1 48,398 102,156 WAUSAU PAPER CORP COMMON 943315101 4,972 577,422 X 1 381,086 196,336 WAUSAU PAPER CORP COMMON 943315101 640 74,331 X 2 74,331 WEATHERFORD INTL COMMON H27013103 21 924 X 2 924 WEATHERFORD INTL COMMON H27013103 2,802 122,909 X 1 63,447 59,462 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 101 1,979 X 2 1,979 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 6,702 131,266 X 1 117,812 13,454 WELLCARE HEALTH PLANS INC COMMON 94946T106 37,763 1,249,602 X 1 947,303 302,299 WELLCARE HEALTH PLANS INC COMMON 94946T106 2,611 86,390 X 2 86,390 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 4,719 152,260 X 1 149,197 64 2,999 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 166 5,360 X 2 5,360 WELLS FARGO COMPANY COMMON 949746101 151,118 4,876,342 X 1 3,425,324 44,253 1,406,765 WELLS FARGO COMPANY COMMON 949746101 2,520 81,327 X 2 81,327 WEST PHARMACEUTICALS SVCS COMMON 955306105 10,200 247,567 X 1 217,730 29,837 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 27,773 4,567,875 X 1 4,567,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,038 2,457,255 X 1 2,435,443 21,812 WESTERN DIGITAL CORP COMMON 958102105 1,947 57,437 X 2 57,437 WESTERN DIGITAL CORP COMMON 958102105 15,913 469,401 X 1 313,334 156,067 WESTPORT INNOVATIONS INC COMMON 960908309 4,345 234,591 X 1 210,576 24,015 WESTPORT INNOVATIONS INC COMMON 960908309 65 3,532 X 2 3,532 WEYERHAEUSER CO COMMON 962166104 3,326 175,701 X 2 175,701 WEYERHAEUSER CO COMMON 962166104 74,722 3,947,256 X 1 3,354,056 593,200 WILEY JOHN & SONS CL A COMMON 968223206 18,648 412,193 X 1 362,506 49,687 WILLIAMS COS INC COMMON 969457100 130 5,250 X 1 5,250 WINTRUST FINANCIAL CORP COMMON 97650W108 15,863 480,271 X 1 419,664 60,607 WORLD FUEL SERVICES CORP COMMON 981475106 102 2,830 X 2 2,830 WORLD FUEL SERVICES CORP COMMON 981475106 6,843 189,231 X 1 169,987 19,244 WRIGHT EXPRESS CORP COMMON 98233Q105 2,526 54,921 X 2 54,921 WRIGHT EXPRESS CORP COMMON 98233Q105 42,279 919,101 X 1 709,644 209,457 WYNDHAM WORLDWIDE CORP COMMON 98310W108 3,136 104,671 X 2 104,671 WYNDHAM WORLDWIDE CORP COMMON 98310W108 39,211 1,308,771 X 1 968,997 339,774 WYNN RESORTS LTD COMMON 983134107 3,809 36,677 X 1 36,677 XL GROUP PLC COMMON G98290102 280 12,825 X 1 12,825 ZEP INC COMMON 98944B108 12,837 645,701 X 1 532,121 113,580 ZIMMER HOLDINGS INC COMMON 98956P102 252 4,686 X 2 4,686 ZIMMER HOLDINGS INC COMMON 98956P102 38,295 713,392 X 1 287,098 426,294 ZOLL MEDICAL CORP COMMON 989922109 7,096 190,595 X 1 171,036 19,559 ZOLL MEDICAL CORP COMMON 989922109 107 2,875 X 2 2,875 COLUMN TOTALS 18,944,776
-----END PRIVACY-ENHANCED MESSAGE-----