0000312348-11-000039.txt : 20110815
0000312348-11-000039.hdr.sgml : 20110815
20110815153332
ACCESSION NUMBER: 0000312348-11-000039
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
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: 111035835
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: 06/30/11
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 08/15/11
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: 1043
Form 13F Information Table Value Total: $ 19,570,964 ('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 06/30/11
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 3,500 36,905 X 1 6,667 4,005 26,233
ABB LTD SPON ADR ADR 000375204 1,311 50,531 X 2 50,531
ABB LTD SPON ADR ADR 000375204 50,039 1,928,286 X 1 1,729,012 199,274
ABERCROMBIE & FITCH CO CL A COMMON 002896207 2,828 42,260 X 1 42,260
ABITIBIBOWATER INC/NEW COMMON 003687209 508 25,024 X 2 25,024
ABITIBIBOWATER INC/NEW COMMON 003687209 25,473 1,254,814 X 1 1,102,614 152,200
ACCURAY INC COMMON 004397105 52 6,515 X 2 6,515
ACCURAY INC COMMON 004397105 6,551 817,853 X 1 764,854 52,999
ACE LTD COMMON H0023R105 100 1,524 X 1 1,524
ACME PACKET INC COMMON 004764106 29,786 424,724 X 1 254,204 170,520
ACME PACKET INC COMMON 004764106 87 1,237 X 2 1,237
ACTUANT CORP CL A COMMON 00508X203 3,216 119,870 X 2 119,870
ACTUANT CORP CL A COMMON 00508X203 40,393 1,505,509 X 1 1,162,782 342,727
ADTRAN INC COMMON 00738A106 9,659 249,516 X 1 229,498 20,018
ADVANCED MICRO DEVICES CV BND 007903AL1 62 8,903 X 1 8,903
ADVISORY BOARD CO COMMON 00762W107 119 2,059 X 2 2,059
ADVISORY BOARD CO COMMON 00762W107 14,784 255,419 X 1 238,667 16,752
AEGERION PHARMACEUTICALS INC COMMON 00767E102 4,860 308,569 X 1 288,422 20,147
AEGERION PHARMACEUTICALS INC COMMON 00767E102 39 2,476 X 2 2,476
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 166 13,008 X 2 13,008
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 18,779 1,474,013 X 1 1,383,493 90,520
AETNA INC-NEW COMMON 00817Y108 587 13,313 X 1 13,313
AFFILIATED MANAGERS GROUP COMMON 008252108 305 3,002 X 1 3,002
AFLAC INC COMMON 001055102 58 1,242 X 1 1,242
AGILENT TECHNOLOGIES INC COMMON 00846U101 415 8,119 X 1 8,119
AGRIUM INC COMMON 008916108 382 4,350 X 1 4,350
AIR PRODS & CHEM COMMON 009158106 58,803 615,220 X 1 535,087 80,133
AIR PRODS & CHEM COMMON 009158106 1,321 13,820 X 2 13,820
ALAMO GROUP INC COMMON 011311107 4,991 210,599 X 1 193,660 16,939
ALBANY INTL CORP-CL A COMMON 012348108 21,377 810,031 X 1 746,490 63,541
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 35,068 6,077,598 X 1 5,433,383 644,215
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 918 159,064 X 2 159,064
ALERE INC COMMON 01449J105 3,267 89,223 X 2 89,223
ALERE INC COMMON 01449J105 89,481 2,443,506 X 1 1,839,262 604,244
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 63 812 X 1 812
ALEXION PHARMACEUTICALS INC COMMON 015351109 3,200 68,044 X 1 68,044
ALLERGAN INC COMMON 018490102 154 1,853 X 2 1,853
ALLERGAN INC COMMON 018490102 20,319 244,069 X 1 78,902 165,167
ALLETE INC COMMON 018522300 13,572 330,695 X 1 304,722 25,973
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 3,263 34,686 X 2 34,686
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 24,884 264,525 X 1 178,033 86,492
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 594 13,082 X 2 13,082
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 9,073 199,666 X 1 197,654 2,013
ALTERA CORP COMMON 021441100 27,449 592,212 X 1 270,648 321,564
ALTRA HOLDINGS INC COMMON 02208R106 17,810 742,401 X 1 682,457 59,944
ALTRIA GROUP INC COMMON 02209S103 330 12,500 X 1 12,500
AMAZON.COM INC COMMON 023135106 114,616 560,495 X 1 235,205 2,863 322,427
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 21,466 604,346 X 1 558,634 45,712
AMERICAN EXPRESS CO COMMON 025816109 97,465 1,885,212 X 1 962,010 9,940 913,262
AMERICAN EXPRESS CO COMMON 025816109 114 2,213 X 2 2,213
AMERICAN TOWER CORP CL A COMMON 029912201 12,326 235,544 X 1 73,694 161,850
AMERICAN TOWER CORP CL A COMMON 029912201 94 1,795 X 2 1,795
AMERICAN WATER WORKS CO INC COMMON 030420103 41,255 1,400,857 X 1 939,664 461,193
AMERICAN WATER WORKS CO INC COMMON 030420103 5,468 185,669 X 2 185,669
AMERIGON INC COMMON 03070L300 83 4,786 X 2 4,786
AMERIGON INC COMMON 03070L300 10,295 592,324 X 1 553,390 38,934
AMERIPRISE FINANCIAL INC COMMON 03076C106 1,651 28,619 X 2 28,619
AMERIPRISE FINANCIAL INC COMMON 03076C106 73,661 1,277,066 X 1 1,111,412 165,654
AMGEN INC COMMON 031162100 1,171 20,068 X 2 20,068
AMGEN INC COMMON 031162100 114,466 1,961,714 X 1 1,229,916 4,981 726,817
AMPHENOL CORP CL A COMMON 032095101 3,237 59,963 X 2 59,963
AMPHENOL CORP CL A COMMON 032095101 24,606 455,747 X 1 306,391 149,356
AMR CORP CVT CV BND 001765BC9 1,732 320,707 X 2 320,707
AMR CORP CVT CV BND 001765BC9 45,281 8,385,353 X 1 7,999,495 81,313 304,545
AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 4,159 311,309 X 1 203,364 11,708 96,237
AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 683 51,156 X 2 51,156
ANADARKO PETE CORP COMMON 032511107 113 1,467 X 2 1,467
ANADARKO PETE CORP COMMON 032511107 14,890 193,982 X 1 63,668 130,314
ANALOG DEVICES COMMON 032654105 17,544 448,235 X 1 196,130 252,105
ANCESTRY.COM INC COMMON 032803108 11,652 281,524 X 1 267,027 14,497
ANCESTRY.COM INC COMMON 032803108 74 1,782 X 2 1,782
AOL INC COMMON 00184X105 855 43,071 X 2 43,071
AOL INC COMMON 00184X105 38,039 1,915,338 X 1 1,665,590 249,748
APACHE CORP COMMON 037411105 157 1,269 X 1 1,269
APACHE CORP CVTPFD 6.0% CV PFD 037411808 6,150 49,841 X 1 49,841
APACHE CORP CVTPFD 6.0% CV PFD 037411808 1,538 12,463 X 2 12,463
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,692 340,470 X 1 340,470
APPLE INC COMMON 037833100 535 1,595 X 2 1,595
APPLE INC COMMON 037833100 112,539 335,267 X 1 166,235 3,974 165,058
APPLIED MATERIALS COMMON 038222105 63,180 4,856,275 X 1 4,243,117 613,158
APPLIED MATERIALS COMMON 038222105 1,345 103,401 X 2 103,401
APPROACH RESOURCES INC COMMON 03834A103 6,520 287,607 X 1 268,903 18,704
APPROACH RESOURCES INC COMMON 03834A103 52 2,298 X 2 2,298
ARBITRON INC COMMON 03875Q108 12,007 290,523 X 1 269,349 21,174
ARCH CAPITAL GROUP LTD COMMON G0450A105 296 9,278 X 1 9,278
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 9,839 466,506 X 1 466,506
ARES CAPITAL CORP COMMON 04010L103 2,507 156,020 X 2 156,020
ARES CAPITAL CORP COMMON 04010L103 34,868 2,169,784 X 1 1,701,056 468,728
ARIBA INC COMMON 04033V203 140 4,051 X 2 4,051
ARIBA INC COMMON 04033V203 17,479 507,068 X 1 474,092 32,976
ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 4,004 140,844 X 1 140,844
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 1,778 39,031 X 2 39,031
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 22,466 493,102 X 1 379,172 113,930
ARUBA NETWORKS INC COMMON 043176106 7,725 261,421 X 1 244,467 16,954
ARUBA NETWORKS INC COMMON 043176106 62 2,084 X 2 2,084
ARVINMERITOR INC CVT CV BND 043353AH4 3,177 198,092 X 2 198,092
ARVINMERITOR INC CVT CV BND 043353AH4 21,891 1,364,757 X 1 974,559 39,656 350,542
ASBURY AUTOMOTIVE GROUP COMMON 043436104 8,683 468,584 X 1 438,032 30,552
ASBURY AUTOMOTIVE GROUP COMMON 043436104 70 3,754 X 2 3,754
ASCENT MEDIA CORP-A COMMON 043632108 720 13,584 X 2 13,584
ASCENT MEDIA CORP-A COMMON 043632108 5,390 101,761 X 1 67,457 34,304
ASHLAND INC COMMON 044209104 2,753 42,602 X 1 42,602
ASHLAND INC COMMON 044209104 15 229 X 2 229
ASSOCIATED ESTATES REALTY CP COMMON 045604105 19,947 1,227,525 X 1 1,227,525
AT&T INC COMMON 00206R102 2,275 72,422 X 2 72,422
AT&T INC COMMON 00206R102 127,625 4,063,191 X 1 2,960,475 1,102,716
ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 27,274 458,307 X 1 424,184 34,123
ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 82 1,380 X 2 1,380
AUTOMATIC DATA PROC COMMON 053015103 24,187 459,135 X 1 201,477 257,658
AUTOZONE INC COMMON 053332102 3,175 10,768 X 1 10,768
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 50 2,558 X 2 2,558
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 6,273 320,072 X 1 299,263 20,809
AVIS BUDGET GROUP INC COMMON 053774105 20,495 1,199,226 X 1 794,384 404,842
AVIS BUDGET GROUP INC COMMON 053774105 2,790 163,277 X 2 163,277
AZZ INC COMMON 002474104 15,950 348,255 X 1 320,336 27,919
BABCOCK & WILCOX COMPANY COMMON 05615F102 2,176 78,517 X 2 78,517
BABCOCK & WILCOX COMPANY COMMON 05615F102 16,257 586,676 X 1 392,912 193,764
BAIDU.COM ADR 056752108 19,317 137,852 X 1 133,870 3,982
BAKER HUGHES INC COMMON 057224107 19,967 275,178 X 1 82,173 193,005
BAKER HUGHES INC COMMON 057224107 139 1,911 X 2 1,911
BANCO SANTANDER-CHILE-ADR ADR 05965X109 14,193 151,294 X 1 145,619 5,675
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 323 29,440 X 2 29,440
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 14,897 1,359,220 X 1 1,345,520 1,280 12,420
BANK OF NEW YORK MELLON CORP COMMON 064058100 1,134 44,276 X 2 44,276
BANK OF NEW YORK MELLON CORP COMMON 064058100 50,400 1,967,211 X 1 1,709,718 257,493
BANKAMERICA CORP COMMON 060505104 70,062 6,392,535 X 1 5,559,566 832,969
BANKAMERICA CORP COMMON 060505104 1,490 135,987 X 2 135,987
BANKUNITED INC COMMON 06652K103 10,529 396,722 X 1 364,964 31,758
BCE INC COMMON 05534B760 16 400 X 1 400
BE AEROSPACE INC COMMON 073302101 8,817 216,039 X 1 73,500 142,539
BE AEROSPACE INC COMMON 073302101 65 1,599 X 2 1,599
BED BATH & BEYOND INC COMMON 075896100 2,375 40,696 X 1 40,696
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 33 424 X 1 424
BERRY PETROLEUM CO-CL A COMMON 085789105 16,813 316,459 X 1 291,152 25,307
BEST BUY CVT CV BND 086516AF8 464 14,783 X 1 14,783
BIG LOTS INC COMMON 089302103 2,720 82,056 X 1 50,422 31,634
BIG LOTS INC COMMON 089302103 445 13,437 X 2 13,437
BIOGEN IDEC INC COMMON 09062X103 17,913 167,538 X 1 81,550 85,988
BIOMED REALTY TRUST INC COMMON 09063H107 18,929 983,844 X 1 904,621 79,223
BLACKROCK INC COMMON 09247X101 19,438 101,342 X 1 32,088 69,254
BLACKROCK INC COMMON 09247X101 148 772 X 2 772
BLUE NILE INCORPORATED COMMON 09578R103 26,947 612,713 X 1 207,727 404,986
BOB EVANS FARMS COMMON 096761101 8,308 237,577 X 1 218,384 19,193
BORG WARNER INC COMMON 099724106 262 3,245 X 1 3,245
BOSTON PROPERTIES INC COMMON 101121101 457 4,306 X 1 4,306
BRIGHAM EXPLORATION CO COMMON 109178103 9,951 332,462 X 1 316,774 15,688
BRIGHAM EXPLORATION CO COMMON 109178103 58 1,927 X 2 1,927
BRISTOL MYERS SQUIBB COMMON 110122108 1,459 50,392 X 2 50,392
BRISTOL MYERS SQUIBB COMMON 110122108 445,868 15,396,003 X 1 15,096,774 299,229
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 17,723 2,743,471 X 1 2,523,070 220,401
ISHARES MSCI JAPAN INDEX FUND COMMON 464286848 21,903 CALL 2,100,000 X 1 2,100,000
S&P 500 ETF TRUST COMMON 78462F103 32,993 CALL 250,000 X 1 250,000
S&P 500 ETF TRUST COMMON 78462F103 29,693 CALL 225,000 X 1 225,000
CALPINE CORP COMMON 131347304 100,411 6,225,104 X 1 4,922,977 1,302,127
CALPINE CORP COMMON 131347304 1,622 100,552 X 2 100,552
CAMERON INTERNATIONAL CORP COMMON 13342B105 188 3,746 X 1 3,746
CAMPBELL SOUP COMMON 134429109 120 3,479 X 2 3,479
CAMPBELL SOUP COMMON 134429109 15,616 451,984 X 1 143,172 308,812
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 10,858 923,266 X 1 849,563 73,703
CARBO CERAMICS INC COMMON 140781105 3,442 21,120 X 1 21,120
CARDINAL HEALTH INC COMMON 14149Y108 2,341 51,541 X 1 44,520 7,021
CAREFUSION CORP COMMON 14170T101 3,431 126,263 X 2 126,263
CAREFUSION CORP COMMON 14170T101 39,323 1,447,285 X 1 831,074 13,204 603,007
CARROLS RESTAURANT GROUP INC COMMON 14574X104 388 37,130 X 1 37,130
CASH AMERICA INTL INC COMMON 14754D100 21,468 370,972 X 1 341,135 29,837
CATERPILLAR COMMON 149123101 62,432 586,432 X 1 274,822 6,667 304,943
CATERPILLAR COMMON 149123101 312 2,930 X 2 2,930
CATHAY GENERAL BANCORP COMMON 149150104 18,707 1,141,376 X 1 1,049,453 91,923
CB RICHARD ELLIS GROUP INC COMMON 12497T101 3,678 146,461 X 1 146,461
CBS CORP CL B COMMON 124857202 1,403 49,258 X 2 49,258
CBS CORP CL B COMMON 124857202 62,357 2,188,728 X 1 1,904,280 284,448
CELADON GROUP INC COMMON 150838100 1,826 130,809 X 2 130,809
CELADON GROUP INC COMMON 150838100 13,646 977,482 X 1 652,178 325,304
CENTURYLINK INC COMMON 156700106 1,645 40,683 X 2 40,683
CENTURYLINK INC COMMON 156700106 73,523 1,818,530 X 1 1,581,822 236,708
CEPHEID INC COMMON 15670R107 84 2,420 X 2 2,420
CEPHEID INC COMMON 15670R107 10,417 300,714 X 1 281,024 19,690
CEVA INC COMMON 157210105 7,673 251,902 X 1 235,408 16,494
CEVA INC COMMON 157210105 62 2,027 X 2 2,027
CHART INDUSTRIES INC COMMON 16115Q308 77 1,422 X 2 1,422
CHART INDUSTRIES INC COMMON 16115Q308 9,539 176,706 X 1 165,138 11,568
CHEMTURA CORP COMMON 163893209 2,976 163,515 X 2 163,515
CHEMTURA CORP COMMON 163893209 38,075 2,092,026 X 1 1,618,006 474,020
CHESAPEAKE ENERGY CORP COMMON 165167107 67,823 2,284,376 X 1 2,284,376
CHESAPEAKE ENERGY CORP CV BND 165167CB1 6,557 220,864 X 2 220,864
CHESAPEAKE ENERGY CORP CV BND 165167CB1 52,562 1,770,346 X 1 1,514,554 49,133 206,660
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 11,318 381,214 X 1 378,259 2,955
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 63 2,114 X 2 2,114
CHEVRON CORP COMMON 166764100 161,398 1,569,404 X 1 1,120,546 448,858
CHEVRON CORP COMMON 166764100 2,731 26,559 X 2 26,559
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 2,451 7,952 X 1 7,952
CIENA CORP CVT CV BND 171779AB7 221 12,018 X 2 12,018
CIENA CORP CVT CV BND 171779AB7 2,058 111,953 X 1 94,243 11,512 6,199
CIENA CORP CVT CV BND 171779AE1 13,332 725,380 X 2 725,380
CIENA CORP CVT CV BND 171779AE1 162,163 8,822,793 X 1 7,573,341 332,542 916,910
CISCO SYSTEMS INC COMMON 17275R102 1,097 70,307 X 2 70,307
CISCO SYSTEMS INC COMMON 17275R102 126,323 8,092,471 X 1 4,823,890 3,268,581
CIT GROUP INC COMMON 125581801 178 4,022 X 1 4,022
CITIGROUP INC COMMON 172967424 2,037 48,921 X 2 48,921
CITIGROUP INC COMMON 172967424 95,832 2,301,444 X 1 2,011,809 289,635
CITRIX SYSTEMS INC COMMON 177376100 3,373 42,166 X 1 42,166
CITY NATIONAL CORP COMMON 178566105 18,227 335,989 X 1 308,934 27,055
CLIFF NATURAL RESOURCES INC COMMON 18683K101 650 7,030 X 1 7,030
CLOROX CO COMMON 189054109 23,270 345,041 X 1 148,760 196,281
CLOUD PEAK ENERGY INC COMMON 18911Q102 2,761 129,627 X 2 129,627
CLOUD PEAK ENERGY INC COMMON 18911Q102 33,523 1,573,827 X 1 1,205,053 368,774
CME GROUP INC. COMMON 12572Q105 11,595 39,764 X 1 12,625 27,139
CME GROUP INC. COMMON 12572Q105 88 303 X 2 303
CMS ENERGY CORP COMMON 125896100 235 11,922 X 1 11,922
CMS ENERGY CORP CVT CV BND 125896BD1 3,948 200,512 X 2 200,512
CMS ENERGY CORP CVT CV BND 125896BD1 32,302 1,640,551 X 1 1,212,185 87,636 340,730
COBALT INTERNATIONAL ENERGY COMMON 19075F106 119 8,735 X 2 8,735
COBALT INTERNATIONAL ENERGY COMMON 19075F106 15,648 1,148,036 X 1 368,925 779,111
COCA-COLA COMMON 191216100 35,999 534,978 X 1 255,025 279,953
COCA-COLA ENTERPRISES COMMON 19122T109 123,978 4,248,746 X 1 3,138,461 1,110,285
COCA-COLA ENTERPRISES COMMON 19122T109 4,590 157,295 X 2 157,295
COGNEX CORP COMMON 192422103 15,113 426,555 X 1 392,117 34,438
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 6,730 91,762 X 1 13,590 5,758 72,414
COMCAST CORP CL A COMMON 20030N101 119,400 4,711,933 X 1 4,115,504 596,429
COMCAST CORP CL A COMMON 20030N101 2,513 99,153 X 2 99,153
COMERICA INC COMMON 200340107 50 1,439 X 1 1,439
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 8,025 565,521 X 1 520,245 45,276
COMSCORE INC COMMON 20564W105 8,246 318,386 X 1 297,501 20,885
COMSCORE INC COMMON 20564W105 66 2,567 X 2 2,567
COMSTOCK RESOURCES INC COMMON 205768203 75 2,620 X 2 2,620
COMSTOCK RESOURCES INC COMMON 205768203 19,870 690,177 X 1 639,698 50,479
CONAGRA INC COMMON 205887102 62,178 2,409,060 X 1 2,398,160 10,900
CONCHO RESOURCES INC COMMON 20605P101 3,451 37,573 X 1 37,573
CONCUR TECHNOLOGIES INC COMMON 206708109 9,077 181,280 X 1 169,747 11,533
CONCUR TECHNOLOGIES INC COMMON 206708109 71 1,418 X 2 1,418
CONSOL ENERGY INC COMMON 20854P109 842 17,366 X 2 17,366
CONSOL ENERGY INC COMMON 20854P109 37,636 776,327 X 1 676,061 100,266
CONSTELLATION ENERGY GROUP COMMON 210371100 3 75 X 1 75
CORE MARK HOLDING CO INC COMMON 218681104 7,072 198,089 X 1 182,280 15,809
CORN PRODUCTS INTL INC COMMON 219023108 3,326 60,161 X 2 60,161
CORN PRODUCTS INTL INC COMMON 219023108 41,488 750,505 X 1 580,695 169,810
CORNING INC COMMON 219350105 53,206 2,931,454 X 1 2,113,556 103,358 714,540
CORNING INC COMMON 219350105 142 7,840 X 2 7,840
CORPORATE EXECUTIVE BOARD COMMON 21988R102 100 2,288 X 2 2,288
CORPORATE EXECUTIVE BOARD COMMON 21988R102 12,408 284,271 X 1 265,651 18,620
COSTAR GROUP INC COMMON 22160N109 68 1,154 X 2 1,154
COSTAR GROUP INC COMMON 22160N109 9,459 159,572 X 1 134,028 25,544
COSTCO WHOLESALE CORP COMMON 22160K105 15,009 184,752 X 1 58,332 126,420
COSTCO WHOLESALE CORP COMMON 22160K105 116 1,423 X 2 1,423
COVIDIEN PLC COMMON G2554F113 85,672 1,609,476 X 1 1,406,231 203,245
COVIDIEN PLC COMMON G2554F113 1,819 34,175 X 2 34,175
CPFL ENERGIA SA- ADR ADR 126153105 15 175 X 1 175
CROWN CORK & SEAL CO INC COMMON 228368106 3,163 81,480 X 1 81,480
CUMMINS ENGINE COMMON 231021106 93 902 X 2 902
CUMMINS ENGINE COMMON 231021106 16,219 156,719 X 1 37,022 119,697
CVB FINANCIAL CORP COMMON 126600105 8,799 951,231 X 1 869,998 81,233
CVS CAREMARK CORP COMMON 126650100 80,375 2,138,776 X 1 1,870,518 268,258
CVS CAREMARK CORP COMMON 126650100 1,686 44,865 X 2 44,865
CYBERONICS COMMON 23251P102 4,926 176,244 X 1 164,703 11,541
CYBERONICS COMMON 23251P102 40 1,419 X 2 1,419
CYMER INC COMMON 232572107 75 1,520 X 2 1,520
CYMER INC COMMON 232572107 9,453 190,938 X 1 178,573 12,365
CYTEC INDUSTRIES INC COMMON 232820100 3,412 59,660 X 2 59,660
CYTEC INDUSTRIES INC COMMON 232820100 25,364 443,498 X 1 296,949 146,549
DANA HOLDING CORP COMMON 235825205 19,091 1,043,240 X 1 959,438 83,802
DANAHER CORP COMMON 235851102 2,805 52,939 X 1 1,992 50,947
DARLING INTERNATIONAL INC COMMON 237266101 17,120 967,240 X 1 888,896 78,344
DEALERTRACK HOLDINGS INC COMMON 242309102 82 3,563 X 2 3,563
DEALERTRACK HOLDINGS INC COMMON 242309102 10,132 441,465 X 1 412,478 28,987
DECKERS OUTDOOR CORP COMMON 243537107 82 925 X 2 925
DECKERS OUTDOOR CORP COMMON 243537107 10,139 115,035 X 1 107,504 7,531
DEERE & CO COMMON 244199105 22,174 268,935 X 1 151,054 117,881
DEERE & CO COMMON 244199105 58 707 X 2 707
DELTA AIR LINES INC COMMON 247361702 335 36,500 X 1 36,500
DELTIC TIMBER CORP COMMON 247850100 6,690 124,613 X 1 114,590 10,023
DENTSPLY INTERNATIONAL INC COMMON 249030107 14,488 380,466 X 1 253,177 127,289
DENTSPLY INTERNATIONAL INC COMMON 249030107 1,924 50,538 X 2 50,538
DESTINATION MATERNITY CORP COMMON 25065D100 7,229 361,821 X 1 300,568 61,253
DEVELOPERS DIVERS REALTY COMMON 251591103 5,087 360,772 X 1 360,772
DEX ONE CORP COMMON 25212W100 29 11,334 X 2 11,334
DEX ONE CORP COMMON 25212W100 245 96,684 X 1 90,857 1,497 4,330
DEXCOM INC COMMON 252131107 4,896 337,898 X 1 315,777 22,121
DEXCOM INC COMMON 252131107 39 2,719 X 2 2,719
DIAGEO PLC SPON ADR ADR 25243Q205 20,108 245,606 X 1 123,492 122,114
DIAMOND FOODS INC COMMON 252603105 86 1,127 X 2 1,127
DIAMOND FOODS INC COMMON 252603105 14,389 188,488 X 1 179,314 9,174
DICE HOLDINGS INC COMMON 253017107 7,805 577,287 X 1 539,975 37,312
DICE HOLDINGS INC COMMON 253017107 62 4,586 X 2 4,586
DIGITAL REALTY TRUST INC COMMON 253868103 13,908 225,119 X 1 152,484 72,635
DIGITAL REALTY TRUST INC COMMON 253868103 1,826 29,563 X 2 29,563
DIRECTV CLASS A COMMON 25490A101 1,106 21,759 X 2 21,759
DIRECTV CLASS A COMMON 25490A101 49,542 974,846 X 1 848,892 125,954
DISCOVER FINANCIAL SERVICES COMMON 254709108 5,930 221,684 X 2 221,684
DISCOVER FINANCIAL SERVICES COMMON 254709108 112,810 4,217,214 X 1 3,447,094 770,120
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 175 4,277 X 2 4,277
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 22,803 556,722 X 1 175,356 381,366
DOLLAR FINANCIAL CORP COMMON 256664103 22,727 1,049,741 X 1 965,377 84,364
DOLLAR TREE INC COMMON 256746108 27,072 406,358 X 1 195,678 210,680
DOLLAR TREE INC COMMON 256746108 157 2,363 X 2 2,363
DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 1,054 329,259 X 1 218,369 110,890
DOW CHEMICAL COMMON 260543103 165 4,572 X 2 4,572
DOW CHEMICAL COMMON 260543103 21,720 603,323 X 1 195,631 407,692
DRESSER-RAND GROUP INC COMMON 261608103 31,959 594,585 X 1 488,119 106,466
DRESSER-RAND GROUP INC COMMON 261608103 1,729 32,164 X 2 32,164
DSW INC- CLASS A COMMON 23334L102 90 1,773 X 2 1,773
DSW INC- CLASS A COMMON 23334L102 11,193 221,168 X 1 206,746 14,422
DUKE ENERGY CORP COMMON 26441C105 5,674 301,304 X 1 301,300 4
DUPONT E I COMMON 263534109 537 9,942 X 1 7,742 2,200
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 16,959 672,979 X 1 618,593 54,386
EASTMAN KODAK CO CVT CV BND 277461BJ7 13,648 3,812,417 X 1 3,317,140 495,277
EATON CORP COMMON 278058102 29,375 570,940 X 1 163,944 7,136 399,860
EATON CORP COMMON 278058102 189 3,679 X 2 3,679
EBAY INC COMMON 278642103 1,552 48,087 X 2 48,087
EBAY INC COMMON 278642103 68,937 2,136,253 X 1 1,857,706 278,547
ECOLAB INC COMMON 278865100 121 2,148 X 2 2,148
ECOLAB INC COMMON 278865100 16,012 284,006 X 1 92,242 191,764
EDISON INTERNATIONAL COMMON 281020107 1,336 34,485 X 2 34,485
EDISON INTERNATIONAL COMMON 281020107 72,494 1,870,815 X 1 1,353,870 516,945
EDWARDS LIFESCIENCES CORP COMMON 28176E108 3,328 38,173 X 1 38,173
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 31,193 1,544,215 X 1 1,427,812 2,404 113,999
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 809 40,044 X 2 40,044
EL PASO CORPORATION COMMON 28336L109 8,292 410,516 X 2 410,516
EL PASO CORPORATION COMMON 28336L109 125,862 6,230,791 X 1 4,988,061 1,242,730
EMBRAER SA-ADR ADR 29082A107 8,003 260,013 X 1 249,918 10,095
EMC CORP COMMON 268648102 909 33,000 X 1 33,000
EMC CORP CVT CV BND 268648AM4 8,156 296,062 X 1 296,062
EMC CORP CVT CV BND 268648AM4 1,782 64,686 X 2 64,686
EMERSON ELEC COMMON 291011104 224 3,985 X 1 3,985
EMPLOYERS HOLDINGS INC COMMON 292218104 13,787 822,150 X 1 756,116 66,034
ENERGY INCOME AND GROWTH FD Closed E 292697109 51 1,750 X 1 1,750
ENERGY PARTNERS LTD COMMON 29270U303 13,773 930,004 X 1 855,362 74,642
ENERSYS COMMON 29275Y102 15,148 440,102 X 1 404,457 35,645
EOG RESOURCES INC COMMON 26875P101 442 4,232 X 1 2,074 2,158
EQUITY RESIDENTIAL COMMON 29476L107 27,600 460,000 X 1 460,000
ESTEE LAUDER COS CL A COMMON 518439104 55,502 527,637 X 1 307,412 4,952 215,273
ESTEE LAUDER COS CL A COMMON 518439104 191 1,813 X 2 1,813
EVERCORE PARTNERS INC-CL A COMMON 29977A105 82 2,463 X 2 2,463
EVERCORE PARTNERS INC-CL A COMMON 29977A105 10,170 305,208 X 1 285,168 20,040
EXAMWORKS GROUP INC COMMON 30066A105 15,018 591,487 X 1 552,847 38,640
EXAMWORKS GROUP INC COMMON 30066A105 121 4,750 X 2 4,750
EXELON CORP COMMON 30161N101 120 2,811 X 2 2,811
EXELON CORP COMMON 30161N101 15,694 366,350 X 1 115,596 250,754
EXPEDIA INC COMMON 30212P105 22,056 760,824 X 1 508,994 251,830
EXPEDIA INC COMMON 30212P105 2,956 101,951 X 2 101,951
EXPEDITORS INTL WASH INC COMMON 302130109 58,907 1,150,753 X 1 461,423 689,330
EXPRESS SCRIPTS INC CL A COMMON 302182100 1,921 35,588 X 1 35,588
EXXON MOBIL CORP COMMON 30231G102 3,113 38,250 X 2 38,250
EXXON MOBIL CORP COMMON 30231G102 144,721 1,778,331 X 1 1,534,498 243,833
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 60,946 595,643 X 1 236,307 359,336
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 7,214 783,286 X 1 733,021 4,903 45,362
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 538 58,365 X 2 58,365
FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 5 930 X 2 930
FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 280 52,447 X 1 49,346 3,101
FERRO CORP COMMON 315405100 13,490 1,003,690 X 1 925,089 78,601
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 11,439 371,508 X 1 249,553 121,955
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 1,525 49,519 X 2 49,519
FIFTH STREET FINANCE CORP COMMON 31678A103 16,733 1,442,510 X 1 1,325,774 116,736
FIFTH THIRD BANCORP COMMON 316773100 1,356 106,371 X 2 106,371
FIFTH THIRD BANCORP COMMON 316773100 64,392 5,050,325 X 1 4,417,736 632,589
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 9,086 216,383 X 1 202,311 14,072
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 73 1,729 X 2 1,729
FIRST FINANCIAL BANCORP COMMON 320209109 17,241 1,032,992 X 1 949,816 83,176
FIRST HORIZON NATIONAL CORP COMMON 320517105 1 109 X 1 109
FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 8,725 660,952 X 1 607,743 53,209
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110
FMC CORP NEW COMMON 302491303 802 9,324 X 1 5,194 4,130
FMC TECHNOLOGIES INC COMMON 30249U101 19,328 431,516 X 1 345,712 85,804
FORD MOTOR CO COMMON 345370860 5,075 367,990 X 2 367,990
FORD MOTOR CO COMMON 345370860 41,595 3,016,281 X 1 2,844,852 21,205 150,224
FORD MOTOR COMPANY CVT CV BND 345370CN8 33,459 2,426,344 X 2 2,426,344
FORD MOTOR COMPANY CVT CV BND 345370CN8 684,043 49,604,310 X 1 47,652,696 340,323 1,611,291
FORTINET INC COMMON 34959E109 4,359 159,737 X 1 159,737
FORTUNE BRANDS INC COMMON 349631101 15,620 244,937 X 1 163,594 81,343
FORTUNE BRANDS INC COMMON 349631101 2,115 33,162 X 2 33,162
FOSSIL INC COMMON 349882100 1,206 10,242 X 2 10,242
FOSSIL INC COMMON 349882100 37,460 318,215 X 1 160,677 157,538
FOSTER WHEELER AG COMMON H27178104 875 28,811 X 2 28,811
FOSTER WHEELER AG COMMON H27178104 41,030 1,350,572 X 1 1,213,646 136,926
FRANKLIN RESOURCES COMMON 354613101 49,407 376,323 X 1 142,722 233,601
FRANKLIN RESOURCES COMMON 354613101 162 1,236 X 2 1,236
FRED'S INC COMMON 356108100 12,805 887,406 X 1 817,541 69,865
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 20,332 384,352 X 1 136,299 248,053
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 139 2,633 X 2 2,633
FRESH DEL MONTE PRODUCE INC COMMON G36738105 8,678 325,382 X 1 301,306 24,076
FRESH MARKET INC/THE COMMON 35804H106 8,819 228,006 X 1 213,071 14,935
FRESH MARKET INC/THE COMMON 35804H106 71 1,835 X 2 1,835
FX ENERGY INC COMMON 302695101 26 3,000 X 1 3,000
G-III APPAREL GROUP LTD COMMON 36237H101 9,026 261,779 X 1 244,784 16,995
G-III APPAREL GROUP LTD COMMON 36237H101 72 2,089 X 2 2,089
GAP INC COMMON 364760108 38,879 2,147,994 X 1 1,866,309 281,685
GAP INC COMMON 364760108 876 48,382 X 2 48,382
GENERAL ELECTRIC COMMON 369604103 123,792 6,563,718 X 1 5,712,089 851,629
GENERAL ELECTRIC COMMON 369604103 2,729 144,717 X 2 144,717
GENERAL MOTORS - CW16 WTS 37045V118 92 4,286 X 1 4,286
GENERAL MOTORS - CW19 WTS 37045V126 68 4,286 X 1 4,286
GENERAL MOTORS CO COMMON 37045V100 1,112 36,627 X 2 36,627
GENERAL MOTORS CO COMMON 37045V100 52,476 1,728,462 X 1 1,511,588 216,874
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 51,125 1,683,974 X 2 1,683,974
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 440,051 14,494,440 X 1 13,439,348 117,927 937,165
GENESCO INC COMMON 371532102 16,369 314,192 X 1 289,446 24,746
GENESEE & WYOMING INC-CL A COMMON 371559105 20,902 356,438 X 1 331,073 25,365
GENESEE & WYOMING INC-CL A COMMON 371559105 80 1,370 X 2 1,370
GENOMIC HEALTH INC COMMON 37244C101 57 2,059 X 2 2,059
GENOMIC HEALTH INC COMMON 37244C101 7,151 256,219 X 1 239,471 16,748
GEOEYE INC COMMON 37250W108 3,389 90,619 X 2 90,619
GEOEYE INC COMMON 37250W108 25,236 674,767 X 1 452,571 222,196
GLOBAL TRAFFIC NETWORK INC COMMON 37947B103 1,595 138,779 X 1 92,036 46,743
GOLDMAN SACHS GROUP COMMON 38141G104 45 340 X 1 340
GOODYEAR TIRE & RUBBER CO COMMON 382550101 28,274 1,685,971 X 1 1,465,369 220,602
GOODYEAR TIRE & RUBBER CO COMMON 382550101 636 37,910 X 2 37,910
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 7,938 473,348 X 2 473,348
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 88,198 5,259,253 X 1 5,235,203 24,050
GOOGLE INC-CL A COMMON 38259P508 50 99 X 2 99
GOOGLE INC-CL A COMMON 38259P508 108,742 214,743 X 1 104,421 586 109,736
GRAFTECH INTL LTD COMMON 384313102 9,277 457,696 X 1 428,045 29,651
GRAFTECH INTL LTD COMMON 384313102 74 3,645 X 2 3,645
GREENHILL & CO INC COMMON 395259104 23,738 441,054 X 1 129,277 311,777
GRIFFON CORPORATION COMMON 398433102 6,891 683,660 X 1 630,273 53,387
GSI GROUP INC COMMON 36191C205 7,974 661,742 X 1 608,609 53,133
GT SOLAR INTERNATIONAL INC COMMON 3623E0209 87 5,392 X 2 5,392
GT SOLAR INTERNATIONAL INC COMMON 3623E0209 11,099 685,122 X 1 640,460 44,662
H&E EQUIPMENT SERVICES INC COMMON 404030108 9,828 702,474 X 1 645,578 56,896
HALLIBURTON CO COMMON 406216101 176 3,459 X 2 3,459
HALLIBURTON CO COMMON 406216101 44,781 878,051 X 1 449,880 428,171
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 10,411 425,442 X 1 397,507 27,935
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 84 3,434 X 2 3,434
HARMONIC INC COMMON 413160102 11,443 1,582,652 X 1 1,454,468 128,184
HARSCO CORP COMMON 415864107 846 25,947 X 2 25,947
HARSCO CORP COMMON 415864107 42,652 1,308,339 X 1 1,147,832 160,507
HAYNES INTERNATIONAL INC COMMON 420877201 11,651 188,138 X 1 173,131 15,007
HCA HOLDINGS INC COMMON 40412C101 1,313 39,778 X 2 39,778
HCA HOLDINGS INC COMMON 40412C101 73,901 2,239,411 X 1 1,665,402 574,009
HCC INSURANCE HLDG COMMON 404132102 16,959 538,377 X 1 496,645 41,732
HCP INC COMMON 40414L109 73 2,000 X 1 2,000
HEALTH CARE SELECT SPDR FD Exchange 81369Y209 529 14,900 X 1 14,900
HEALTHSOUTH CORP COMMON 421924309 108 4,125 X 1 4,125
HEALTHSPRING INC COMMON 42224N101 3,103 67,293 X 1 67,293
HEICO CORP COMMON 422806109 11,406 208,362 X 1 194,840 13,522
HEICO CORP COMMON 422806109 91 1,662 X 2 1,662
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 679 40,983 X 2 40,983
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 13,800 833,355 X 1 692,444 140,911
HERSHA HOSPITALITY TRUST COMMON 427825104 15,566 2,794,699 X 1 2,569,475 225,224
HESS CORP COMMON 42809H107 2,199 29,416 X 2 29,416
HESS CORP COMMON 42809H107 98,107 1,312,293 X 1 1,141,728 170,565
HEXCEL CORP COMMON 428291108 98 4,496 X 2 4,496
HEXCEL CORP COMMON 428291108 12,380 565,557 X 1 528,983 36,574
HIBBETT SPORTS INC COMMON 428567101 11,055 271,550 X 1 253,911 17,639
HIBBETT SPORTS INC COMMON 428567101 88 2,168 X 2 2,168
HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 12,103 1,575,906 X 1 1,574,937 969
HITTITE MICROWAVE CORP COMMON 43365Y104 9,950 160,721 X 1 150,199 10,522
HITTITE MICROWAVE CORP COMMON 43365Y104 80 1,293 X 2 1,293
HMS HOLDINGS CORP COMMON 40425J101 99 1,286 X 2 1,286
HMS HOLDINGS CORP COMMON 40425J101 15,165 197,277 X 1 186,812 10,465
HOLOGIC INC CVT CV BND 436440AA9 9,985 495,030 X 2 495,030
HOLOGIC INC CVT CV BND 436440AA9 93,425 4,631,876 X 1 3,932,927 196,017 502,933
HOLOGIC INC CVT CV BND 436440AB7 1,125 55,797 X 2 55,797
HOLOGIC INC CVT CV BND 436440AB7 6,954 344,768 X 1 262,266 4,342 78,159
HOME DEPOT COMMON 437076102 21,026 580,516 X 1 268,538 311,978
HOME PROPERTIES INC COMMON 437306103 14,037 230,561 X 1 211,887 18,674
HONEYWELL INTERNATIONAL INC COMMON 438516106 1,646 27,622 X 2 27,622
HONEYWELL INTERNATIONAL INC COMMON 438516106 73,366 1,231,187 X 1 1,071,220 159,967
HORNBECK OFFSHORE SERVICES COMMON 440543106 151 5,473 X 1 5,473
HORSEHEAD HOLDING CORP COMMON 440694305 13,772 1,033,954 X 1 951,160 82,794
HOSPIRA INC COMMON 441060100 1 20 X 1 20
HOT TOPIC INC COMMON 441339108 14,807 1,990,126 X 1 1,830,871 159,255
HOVNANIAN ENT CVT CV PFD 44248W208 4,307 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 7,761 235,740 X 1 216,734 19,006
HUB GROUP INC CL A COMMON 443320106 85 2,245 X 2 2,245
HUB GROUP INC CL A COMMON 443320106 10,655 282,937 X 1 264,679 18,258
HUMAN GENOME SCIENCES CV BND 444903AK4 22,909 933,556 X 1 690,423 44,703 198,431
HUMAN GENOME SCIENCES CV BND 444903AK4 4,783 194,893 X 2 194,893
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 194,323 7,918,632 X 1 7,455,857 162,506 300,270
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 18,826 767,150 X 2 767,150
HUMANA COMMON 444859102 4,568 56,715 X 1 56,715
HUNT J B TRANSPORT SVCS INC COMMON 445658107 346 7,352 X 1 7,352
HUNTSMAN CORP COMMON 447011107 19 1,000 X 1 1,000
IAC/ INTERACTIVECORP COMMON 44919P508 3,056 80,068 X 2 80,068
IAC/ INTERACTIVECORP COMMON 44919P508 36,486 955,878 X 1 726,197 229,681
IBERIABANK CORP COMMON 450828108 16,005 277,669 X 1 256,023 21,646
IBM COMMON 459200101 3,007 17,529 X 1 8,230 3,653 5,646
II-VI INC COMMON 902104108 16,774 655,218 X 1 602,654 52,564
ILLINOIS TOOL WORKS INC COMMON 452308109 181 3,200 X 1 3,200
ILLUMINA INC COMMON 452327109 5,158 68,642 X 1 67,832 810
IMAX CORP COMMON 45245E109 10,354 319,279 X 1 298,377 20,902
IMAX CORP COMMON 45245E109 83 2,569 X 2 2,569
IMPAX LABORATORIES INC COMMON 45256B101 6,241 286,408 X 1 267,621 18,787
IMPAX LABORATORIES INC COMMON 45256B101 50 2,309 X 2 2,309
INCYTE CORP COMMON 45337C102 53 2,816 X 2 2,816
INCYTE CORP COMMON 45337C102 6,732 355,414 X 1 332,502 22,912
INDUSTRIAL SELECT SECT SPDR Exchange 81369Y704 1,858 49,900 X 1 49,900
INFORMATICA CORP COMMON 45666Q102 5,840 99,954 X 1 99,954
INGERSOLL-RAND PLC COMMON G47791101 471 10,380 X 1 10,380
INPHI CORP COMMON 45772F107 7,894 453,669 X 1 423,969 29,700
INPHI CORP COMMON 45772F107 64 3,650 X 2 3,650
INSULET CORP COMMON 45784P101 10,922 492,660 X 1 460,312 32,348
INSULET CORP COMMON 45784P101 88 3,976 X 2 3,976
INTEGRATED DEVICE TECH INC COMMON 458118106 2,768 352,168 X 2 352,168
INTEGRATED DEVICE TECH INC COMMON 458118106 29,989 3,815,331 X 1 2,104,753 1,710,578
INTEL CORP COMMON 458140100 707,455 31,924,871 X 1 31,920,271 4,600
INTERPUBLIC GROUP COS CVT CV BND 460690BE9 5,566 445,276 X 1 445,276
INTERPUBLIC GROUP COS INC COMMON 460690100 907 72,542 X 1 72,542
INTERVAL LEISURE GROUP COMMON 46113M108 6,267 457,743 X 1 311,395 146,348
INTERVAL LEISURE GROUP COMMON 46113M108 849 62,041 X 2 62,041
INTERXION HOLDING NV COMMON N47279109 9,471 625,590 X 1 584,635 40,955
INTERXION HOLDING NV COMMON N47279109 76 5,034 X 2 5,034
INVITROGEN CORP CV BND 46185RAK6 28,320 543,885 X 1 530,457 12,448 980
IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 94 2,000 X 1 2,000
IPG PHOTONICS CORP COMMON 44980X109 80 1,103 X 2 1,103
IPG PHOTONICS CORP COMMON 44980X109 9,981 137,278 X 1 128,305 8,973
ISHARES DJ US TRANSPORT AVG Exchange 464287192 1,087 11,100 X 1 11,100
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 970 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 2,212 36,784 X 1 36,784
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,994 41,900 X 1 41,900
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 8,211 99,162 X 1 99,162
ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 37 600 X 1 600
ISLE OF CAPRI CASINOS COMMON 464592104 7,703 870,373 X 1 800,575 69,798
ITC HOLDINGS CORP COMMON 465685105 17,291 240,926 X 1 222,710 18,216
J & J SNACK FOODS CORP COMMON 466032109 15,254 305,997 X 1 281,864 24,133
JACOBS ENGINEERING GROUP INC COMMON 469814107 1,405 32,482 X 1 1,938 30,544
JARDEN CORP COMMON 471109108 12,034 348,701 X 1 323,754 24,947
JM SMUCKER CO COMMON 832696405 24,681 322,876 X 1 230,679 92,197
JM SMUCKER CO COMMON 832696405 2,858 37,388 X 2 37,388
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 23,113 1,196,323 X 1 930,729 265,594
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 1,751 90,640 X 2 90,640
JOHNSON CONTROLS COMMON 478366107 1,198 28,748 X 2 28,748
JOHNSON CONTROLS COMMON 478366107 53,273 1,278,754 X 1 1,112,260 166,494
JONES LANG LASALLE INC COMMON 48020Q107 15,911 168,729 X 1 159,881 2,863 5,985
JP MORGAN CHASE & CO COMMON 46625H100 161,624 3,947,837 X 1 2,982,693 965,144
JP MORGAN CHASE & CO COMMON 46625H100 3,123 76,276 X 2 76,276
JUNIPER NETWORKS COMMON 48203R104 1,989 63,153 X 1 63,153
K12 INC COMMON 48273U102 81 2,446 X 2 2,446
K12 INC COMMON 48273U102 10,185 307,340 X 1 287,443 19,897
KADANT INC COMMON 48282T104 10,619 337,017 X 1 225,668 111,349
KADANT INC COMMON 48282T104 1,419 45,023 X 2 45,023
KANSAS CITY SOUTHERN COMMON 485170302 3,799 64,027 X 1 64,027
KAR AUCTION SERVICES INC COMMON 48238T109 12,347 652,944 X 1 600,060 52,884
KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 30 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 4,871 498,050 X 1 496,500 1,550
KB HOME CORP COMMON 48666K109 9 940 X 2 940
KBR INC COMMON 48242W106 75 2,000 X 1 2,000
KELLOGG CO COMMON 487836108 1,521 27,496 X 2 27,496
KELLOGG CO COMMON 487836108 67,553 1,221,125 X 1 1,061,879 159,246
KENNETH COLE PRODUCTIONS -A COMMON 193294105 3,672 293,979 X 1 270,459 23,520
KEYCORP (NEW) COMMON 493267108 2,636 316,453 X 2 316,453
KEYCORP (NEW) COMMON 493267108 19,511 2,342,197 X 1 1,566,999 775,198
KIMBERLY CLARK COMMON 494368103 40 600 X 1 600
KIMCO REALTY CORP COMMON 49446R109 301 16,126 X 1 16,126
KIRBY CORP COMMON 497266106 2,546 44,928 X 2 44,928
KIRBY CORP COMMON 497266106 31,129 549,306 X 1 421,635 127,671
KOPPERS HOLDINGS INC COMMON 50060P106 16,029 422,591 X 1 388,684 33,907
KRAFT FOODS INC COMMON 50075N104 352 10,000 X 1 10,000
KROGER COMMON 501044101 146 5,900 X 1 5,900
KRONOS WORLDWIDE INC COMMON 50105F105 3,136 99,727 X 1 99,727
KULICKE & SOFFA CVT CV BND 501242AT8 7,370 661,581 X 2 661,581
KULICKE & SOFFA CVT CV BND 501242AT8 36,584 3,284,011 X 1 3,089,305 80,460 114,246
LA-Z-BOY INC COMMON 505336107 7,388 748,544 X 1 688,289 60,255
LEAR CORP COMMON 521865204 4,670 87,318 X 2 87,318
LEAR CORP COMMON 521865204 35,471 663,254 X 1 445,893 217,361
LEGG MASON INC COMMON 524901105 3,501 106,871 X 2 106,871
LEGG MASON INC COMMON 524901105 118,482 3,616,675 X 1 2,589,594 1,027,081
LEGGETT & PLATT INC COMMON 524660107 5,278 216,507 X 1 199,190 17,317
LENNAR CORP COMMON 526057104 9,973 549,450 X 1 549,450
LEVEL 3 COMM CONV CV BND 52729NBK5 20,880 8,557,510 X 1 8,396,338 161,172
LEVEL 3 COMM CONV CV BND 52729NBK5 355 145,604 X 2 145,604
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 26,840 11,000,000 X 1 9,651,822 1,348,178
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 701 287,449 X 2 287,449
LIBERTY MEDIA CORPORAT 530715AN1 924 20,060 X 2 20,060
LIBERTY MEDIA CORPORAT 530715AN1 42,690 927,246 X 1 892,067 9,431 25,749
LIBERTY MEDIA CORP-INTER A COMMON 53071M104 3,085 183,949 X 2 183,949
LIBERTY MEDIA CORP-INTER A COMMON 53071M104 23,633 1,409,259 X 1 951,148 458,111
LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 4,073 54,140 X 2 54,140
LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 50,914 676,691 X 1 521,008 155,683
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,586 40,591 X 1 28,177 2,123 10,291
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 12,572 321,696 X 1 251,796 10,717 59,184
LILLY ELI COMMON 532457108 100 2,654 X 1 600 2,054
LINCARE HLDG COMMON 532791100 1,769 60,450 X 2 60,450
LINCARE HLDG COMMON 532791100 13,339 455,732 X 1 304,225 151,507
LINEAR TECHNOLOGY CORP COMMON 535678106 3,127 94,701 X 1 94,701
LINKEDIN CORP - A COMMON 53578A108 6,816 75,653 X 1 23,880 51,773
LINKEDIN CORP - A COMMON 53578A108 52 581 X 2 581
LITTELFUSE INC COMMON 537008104 14,079 239,757 X 1 220,881 18,876
LOWES COS COMMON 548661107 59,444 2,550,157 X 1 2,083,371 466,786
LOWES COS COMMON 548661107 1,146 49,158 X 2 49,158
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 1,152 199,609 X 2 199,609
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 5,056 876,220 X 1 561,563 13,029 301,628
LUFKIN INDS INC COMMON 549764108 20,879 242,638 X 1 227,495 15,143
LUFKIN INDS INC COMMON 549764108 63 728 X 2 728
LULULEMON ATHLETICA INC COMMON 550021109 7,024 62,812 X 1 58,234 4,578
LYONDELLBASELL INDU-CL A COMMON N53745100 273 7,091 X 1 7,091
M & T BANK CORP COMMON 55261F104 64 732 X 1 732
MACYS INC. COMMON 55616P104 17,248 589,861 X 1 194,471 395,390
MACYS INC. COMMON 55616P104 130 4,441 X 2 4,441
MADISON SQUARE GARDEN CO-A COMMON 55826P100 1,365 49,579 X 2 49,579
MADISON SQUARE GARDEN CO-A COMMON 55826P100 18,149 659,241 X 1 510,457 148,784
MAGNUM HUNTER RESOURCES CORP COMMON 55973B102 5,387 796,821 X 1 732,323 64,498
MARATHON OIL CORP COMMON 565849106 258 4,902 X 1 4,902
MARKETAXESS HOLDINGS INC COMMON 57060D108 17,760 708,714 X 1 651,726 56,988
MASTEC INC COMMON 576323109 6,973 353,624 X 1 330,619 23,005
MASTEC INC COMMON 576323109 56 2,828 X 2 2,828
MATERIALS SELECT SECTOR SPDR Exchange 81369Y100 1,516 38,500 X 1 38,500
MATTEL INC COMMON 577081102 363 13,213 X 1 13,213
MAXWELL TECHNOLOGIES INC COMMON 577767106 7,268 448,916 X 1 419,908 29,008
MAXWELL TECHNOLOGIES INC COMMON 577767106 58 3,566 X 2 3,566
MCCORMICK & CO NON VTG COMMON 579780206 8,741 176,329 X 1 48,772 127,557
MCDERMOTT INTL INC COMMON 580037109 3,537 178,523 X 2 178,523
MCDERMOTT INTL INC COMMON 580037109 21,868 1,103,884 X 1 759,446 344,438
MCDONALDS COMMON 580135101 1,071 12,701 X 1 6,094 6,607
MCGRATH RENTCORP COMMON 580589109 12,976 462,103 X 1 424,892 37,211
MCKESSON CORP COMMON 58155Q103 20,801 248,664 X 1 79,914 168,750
MCKESSON CORP COMMON 58155Q103 159 1,905 X 2 1,905
MDC PARTNERS INC COMMON 552697104 61 3,388 X 2 3,388
MDC PARTNERS INC COMMON 552697104 7,658 424,056 X 1 396,478 27,578
MDU RESOURCES GROUP INC COMMON 552690109 1,966 87,374 X 2 87,374
MDU RESOURCES GROUP INC COMMON 552690109 14,995 666,430 X 1 452,227 214,203
MEAD JOHNSON NUTRITION CO COMMON 582839106 7,444 110,206 X 1 73,704 36,502
MEAD JOHNSON NUTRITION CO COMMON 582839106 999 14,785 X 2 14,785
MEADWESTVACO CORP COMMON 583334107 2,907 87,272 X 1 3,500 83,772
MEASUREMENT SPECIALTIES INC COMMON 583421102 6,712 188,002 X 1 175,776 12,226
MEASUREMENT SPECIALTIES INC COMMON 583421102 54 1,502 X 2 1,502
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 3 50 X 1 50
MEDNAX INC COMMON 58502B106 1,644 22,778 X 2 22,778
MEDNAX INC COMMON 58502B106 25,715 356,218 X 1 285,003 71,215
MEDTRONIC INC COMMON 585055106 88,864 2,306,359 X 1 1,754,389 551,970
MEDTRONIC INC COMMON 585055106 1,374 35,661 X 2 35,661
MERCADOLIBRE INC COMMON 58733R102 3,271 41,229 X 1 41,229
MERCK & CO COMMON 58933Y105 119,668 3,390,976 X 1 2,571,080 819,896
MERCK & CO COMMON 58933Y105 2,007 56,865 X 2 56,865
METHODE ELECTRONICS INC COMMON 591520200 11,460 987,069 X 1 908,720 78,349
METLIFE INC COMMON 59156R108 2,000 45,585 X 2 45,585
METLIFE INC COMMON 59156R108 112,509 2,564,609 X 1 1,872,876 691,733
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 11,793 69,919 X 1 54,847 15,072
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 1,031 6,115 X 2 6,115
MICROCHIP TECHNOLOGY INC COMMON 595017104 2,103 55,471 X 2 55,471
MICROCHIP TECHNOLOGY INC COMMON 595017104 15,966 421,163 X 1 281,015 140,148
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 4,812 643,303 X 2 643,303
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 72,071 9,635,134 X 1 8,080,808 389,636 1,164,690
MICROS SYSTEMS INC COMMON 594901100 18,152 365,158 X 1 246,169 118,989
MICROS SYSTEMS INC COMMON 594901100 2,390 48,079 X 2 48,079
MICROSOFT CORP COMMON 594918104 1,480 56,941 X 2 56,941
MICROSOFT CORP COMMON 594918104 256,689 9,872,644 X 1 7,969,303 12,008 1,891,333
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 17,167 254,443 X 1 234,424 20,019
MIDDLEBY CORP COMMON 596278101 17,939 190,757 X 1 146,813 43,944
MIDDLEBY CORP COMMON 596278101 1,464 15,572 X 2 15,572
MIDDLESEX WATER CO COMMON 596680108 8,907 479,393 X 1 446,176 33,217
MINE SAFETY APPLIANCES CO COMMON 602720104 67 1,800 X 1 1,800
MINERALS TECHNOLOGIES INC COMMON 603158106 9,426 142,188 X 1 131,927 10,261
MOBILE MINI INC COMMON 60740F105 8,372 395,088 X 1 369,217 25,871
MOBILE MINI INC COMMON 60740F105 67 3,180 X 2 3,180
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 7,031 497,597 X 1 457,534 40,063
MONSANTO CO NEW COMMON 61166W101 363 5,000 X 1 5,000
MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,687 441,327 X 1 441,327
MOVADO CORP INC COMMON 624580106 13,214 772,287 X 1 710,077 62,210
MSCI INC-A COMMON 55354G100 76 2,017 X 2 2,017
MSCI INC-A COMMON 55354G100 18,817 499,402 X 1 236,852 262,550
MWI VETERINARY SUPPLY INC COMMON 55402X105 62 767 X 2 767
MWI VETERINARY SUPPLY INC COMMON 55402X105 7,753 95,992 X 1 89,749 6,243
MYLAN LABS COMMON 628530107 3,116 126,319 X 1 21,251 14,982 90,086
MYR GROUP INC/DELAWARE COMMON 55405W104 9,596 410,103 X 1 377,173 32,930
NASDAQ OMX GROUP/THE COMMON 631103108 4,039 159,656 X 2 159,656
NASDAQ OMX GROUP/THE COMMON 631103108 30,164 1,192,269 X 1 796,464 395,805
NATIONAL OILWELL VARCO INC COMMON 637071101 40,391 516,441 X 1 284,967 4,907 226,567
NATIONAL OILWELL VARCO INC COMMON 637071101 149 1,903 X 2 1,903
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 13,223 539,481 X 1 495,787 43,694
NATUS MEDICAL INC COMMON 639050103 9,073 598,883 X 1 559,779 39,104
NATUS MEDICAL INC COMMON 639050103 73 4,807 X 2 4,807
NAVISTAR INTL CORP CVT CV BND 63934EAL2 38,346 679,178 X 1 630,843 15,018 33,317
NAVISTAR INTL CORP CVT CV BND 63934EAL2 4,116 72,901 X 2 72,901
NCI BUILDING SYSTEMS INC COMMON 628852204 6,999 614,469 X 1 574,436 40,033
NCI BUILDING SYSTEMS INC COMMON 628852204 56 4,921 X 2 4,921
NEENAH PAPER INC COMMON 640079109 18 X 1 18
NEKTAR THERAPEUTICS CVT CV BND 640268AH1 28,224 3,882,190 X 1 3,732,083 98,754 51,352
NEKTAR THERAPEUTICS CVT CV BND 640268AH1 537 73,892 X 2 73,892
NETAPP INC COMMON 64110D104 17,524 332,019 X 1 98,308 5,801 227,910
NETAPP INC COMMON 64110D104 114 2,167 X 2 2,167
NETFLIX.COM INC COMMON 64110L106 48,505 184,646 X 1 101,778 2,019 80,849
NETFLIX.COM INC COMMON 64110L106 173 660 X 2 660
NETGEAR INC COMMON 64111Q104 2,717 62,150 X 2 62,150
NETGEAR INC COMMON 64111Q104 36,803 841,782 X 1 657,911 183,871
NETLOGIC MICROSYSTEMS INC COMMON 64118B100 68 1,692 X 2 1,692
NETLOGIC MICROSYSTEMS INC COMMON 64118B100 8,551 211,558 X 1 197,796 13,762
NEWELL RUBBERMAID INC COMMON 651229106 977 61,932 X 2 61,932
NEWELL RUBBERMAID INC COMMON 651229106 43,394 2,749,916 X 1 2,390,967 358,949
NEWPARK RESOURCES INC COMMON 651718504 7,374 813,054 X 1 762,054 51,000
NEWPARK RESOURCES INC COMMON 651718504 57 6,265 X 2 6,265
NII HOLDINGS INC CVT CV BND 62913FAJ1 143 3,381 X 1 3,381
NOBLE ENERGY INC COMMON 655044105 19,721 220,028 X 1 70,409 149,619
NOBLE ENERGY INC COMMON 655044105 149 1,657 X 2 1,657
NORDSTROM INC COMMON 655664100 1,200 25,562 X 1 14,514 11,048
NORFOLK SOUTHN CORP COMMON 655844108 1,502 20,047 X 2 20,047
NORFOLK SOUTHN CORP COMMON 655844108 70,100 935,535 X 1 804,795 130,740
NORTHROP GRUMMAN CORP COMMON 666807102 1,969 28,398 X 2 28,398
NORTHROP GRUMMAN CORP COMMON 666807102 91,761 1,323,156 X 1 1,153,980 169,176
NOVARTIS AG SPON ADR ADR 66987V109 54,003 883,705 X 1 380,175 503,530
NTELOS HOLDINGS CORP COMMON 67020Q107 15,311 749,804 X 1 501,779 248,025
NTELOS HOLDINGS CORP COMMON 67020Q107 2,055 100,623 X 2 100,623
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 2,989 139,222 X 1 139,222
NUCOR CORP COMMON 670346105 10 250 X 1 250
NV ENERGY INC COMMON 67073Y106 137 8,925 X 1 8,925
OASIS PETROLEUM INC COMMON 674215108 57 1,933 X 2 1,933
OASIS PETROLEUM INC COMMON 674215108 7,180 241,924 X 1 226,191 15,733
OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 5,127 543,679 X 1 500,143 43,536
OCCIDENTAL PETE COMMON 674599105 5,028 48,327 X 1 15,180 33,147
OCEANEERING INTL INC COMMON 675232102 29,613 731,197 X 1 676,642 54,555
OCEANEERING INTL INC COMMON 675232102 79 1,942 X 2 1,942
OLD DOMINION FREIGHT LINE COMMON 679580100 15,012 402,459 X 1 370,431 32,028
OLD REPUBLIC INTL CORP COMMON 680223104 22,922 1,950,820 X 1 1,529,758 421,062
OLD REPUBLIC INTL CORP COMMON 680223104 1,652 140,611 X 2 140,611
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 7,469 635,686 X 2 635,686
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 248,603 21,157,667 X 1 21,076,276 81,391
OLIN COMMON 680665205 9,835 434,045 X 1 402,684 31,361
OMEGA HEALTHCARE INVESTORS COMMON 681936100 9,315 443,374 X 1 407,739 35,635
OMNICARE INC CVT CV BND 681904AL2 10,099 316,668 X 2 316,668
OMNICARE INC CVT CV BND 681904AL2 60,472 1,896,270 X 1 1,437,109 76,194 382,967
OMNICARE INC CVT CV BND 681904AN8 103,264 3,238,138 X 1 3,034,434 33,708 169,997
OMNICARE INC CVT CV BND 681904AN8 7,652 239,963 X 2 239,963
OMNICOM GROUP COMMON 681919106 1,318 27,359 X 2 27,359
OMNICOM GROUP COMMON 681919106 90,580 1,880,820 X 1 1,360,439 520,381
OMNOVA SOLUTIONS INC COMMON 682129101 5,387 773,986 X 1 712,144 61,842
ONEOK INC COMMON 682680103 297 4,009 X 1 4,009
ORACLE CORP COMMON 68389X105 235,683 7,161,437 X 1 4,412,406 19,977 2,729,054
ORACLE CORP COMMON 68389X105 2,305 70,046 X 2 70,046
OWENS-ILLINOIS INC COMMON 690768403 40,485 1,568,562 X 1 1,482,076 31,083 55,403
OWENS-ILLINOIS INC COMMON 690768403 670 25,966 X 2 25,966
PANERA BREAD CO CL A COMMON 69840W108 11,842 94,240 X 1 72,083 22,157
PANERA BREAD CO CL A COMMON 69840W108 78 621 X 2 621
PARKER HANNIFIN COMMON 701094104 7,600 84,692 X 1 26,810 57,882
PARKER HANNIFIN COMMON 701094104 59 657 X 2 657
PEABODY ENERGY CORP COMMON 704549104 676 11,470 X 1 11,470
PENSKE AUTO GROUP INC COMMON 70959W103 364 16,029 X 1 16,029
PEP BOYS COMMON 713278109 14,695 1,344,440 X 1 1,236,038 108,402
PEPSICO INC COMMON 713448108 2,336 33,166 X 2 33,166
PEPSICO INC COMMON 713448108 127,157 1,805,436 X 1 1,298,626 506,810
PERFICIENT INC COMMON 71375U101 5,110 498,052 X 1 456,073 41,979
PERKINELMER INC COMMON 714046109 12,197 453,242 X 1 310,509 142,733
PERKINELMER INC COMMON 714046109 1,573 58,455 X 2 58,455
PERRIGO CO COMMON 714290103 25,299 287,917 X 1 113,148 5,391 169,378
PERRIGO CO COMMON 714290103 119 1,355 X 2 1,355
PETSMART INC COMMON 716768106 3,581 78,933 X 1 78,933
PFIZER INC COMMON 717081103 2,369 115,015 X 2 115,015
PFIZER INC COMMON 717081103 127,516 6,190,077 X 1 4,398,306 1,791,771
PHARMACEUTICAL PRODUCT DEV COMMON 717124101 18,749 698,554 X 1 538,747 159,807
PHARMACEUTICAL PRODUCT DEV COMMON 717124101 1,485 55,345 X 2 55,345
PHARMASSET INC COMMON 71715N106 9,431 84,052 X 1 79,459 4,593
PHARMASSET INC COMMON 71715N106 63 565 X 2 565
PHH CORP COMMON 693320202 27,888 1,359,053 X 1 1,052,439 306,614
PHH CORP COMMON 693320202 2,151 104,818 X 2 104,818
PHILLIPS-VAN HEUSEN COMMON 718592108 9,227 140,933 X 1 131,835 9,098
PHILLIPS-VAN HEUSEN COMMON 718592108 73 1,119 X 2 1,119
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 10,944 703,321 X 1 646,641 56,680
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 531 5,925 X 1 5,925
PITNEY BOWES COMMON 724479100 14 600 X 1 600
PLAINS EXPLORATION & PRODUCT COMMON 726505100 451 11,841 X 1 11,841
PMC SIERRA INC COMMON 69344F106 7,993 1,055,894 X 1 971,402 84,492
PNC FINANCIAL SERVICES COMMON 693475105 100,683 1,689,032 X 1 1,289,103 399,929
PNC FINANCIAL SERVICES COMMON 693475105 1,978 33,186 X 2 33,186
POLYPORE INTERNATIONAL INC COMMON 73179V103 70 1,029 X 2 1,029
POLYPORE INTERNATIONAL INC COMMON 73179V103 12,708 187,327 X 1 178,961 8,366
POPULAR INC COMMON 733174106 11,408 4,133,416 X 1 3,809,622 323,794
POTLATCH CORP COMMON 737630103 29,260 829,595 X 1 639,852 189,743
POTLATCH CORP COMMON 737630103 2,314 65,609 X 2 65,609
POWER INTEGRATIONS INC COMMON 739276103 56 1,453 X 2 1,453
POWER INTEGRATIONS INC COMMON 739276103 6,989 181,851 X 1 170,025 11,826
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 145 5,000 X 1 5,000
PPG INDS COMMON 693506107 411 4,528 X 1 4,528
PPL CORPORATION COMMON 69351T106 82,712 2,972,046 X 1 2,587,565 384,481
PPL CORPORATION COMMON 69351T106 1,738 62,437 X 2 62,437
PRAXAIR INC COMMON 74005P104 15,634 144,242 X 1 132,595 4,157 7,490
PRECISION CASTPARTS COMMON 740189105 208 1,264 X 2 1,264
PRECISION CASTPARTS COMMON 740189105 43,829 266,195 X 1 122,547 4,139 139,509
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,645 128,116 X 2 128,116
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 12,249 953,991 X 1 637,760 316,231
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 2,067 34,248 X 1 19,024 8,035 7,189
PRICELINE.COM INC COMMON 741503403 51,313 100,235 X 1 52,993 1,345 45,897
PRICELINE.COM INC COMMON 741503403 183 357 X 2 357
PRIMORIS SERVICES CORP COMMON 74164F103 2,408 186,682 X 1 123,483 63,199
PROASSURANCE CORP COMMON 74267C106 15,498 221,395 X 1 204,756 16,639
PROCTER & GAMBLE COMMON 742718109 41,284 649,424 X 1 294,586 3,360 351,478
PROGRESS ENERGY INC COMMON 743263105 248 5,171 X 1 5,171
PROGRESS SOFTWARE CORP COMMON 743312100 14,359 595,053 X 1 546,857 48,196
PROLOGIS INC COMMON 74340W103 268 7,491 X 1 7,491
PROLOGIS INC CVT CV BND 74340XAT8 1,703 47,517 X 2 47,517
PROLOGIS INC CVT CV BND 74340XAT8 86,030 2,400,378 X 1 2,380,751 1,033 18,594
PROSPERITY BANCSHARES INC COMMON 743606105 1,550 35,376 X 2 35,376
PROSPERITY BANCSHARES INC COMMON 743606105 26,716 609,668 X 1 493,981 115,687
PRUDENTIAL FINANCIAL INC COMMON 744320102 16,883 265,502 X 1 84,183 181,319
PRUDENTIAL FINANCIAL INC COMMON 744320102 129 2,029 X 2 2,029
PSS WORLD MEDICAL INC COMMON 69366A100 11,867 423,684 X 1 396,130 27,554
PSS WORLD MEDICAL INC COMMON 69366A100 95 3,385 X 2 3,385
PUB SVC ENTERPRISE GROUP INC COMMON 744573106 55,710 1,706,801 X 1 1,485,081 221,720
PUB SVC ENTERPRISE GROUP INC COMMON 744573106 1,239 37,965 X 2 37,965
S&P 500 ETF Trust COMMON 78462F103 32,993 PUT 250,000 X 1 250,000
S&P 500 ETF Trust COMMON 78462F103 109,535 PUT 830,000 X 1 830,000
S&P 500 ETF Trust COMMON 78462F103 791 PUT 6,000 X 1 6,000
QEP RESOURCES INC COMMON 74733V100 29,704 710,120 X 1 464,655 245,465
QEP RESOURCES INC COMMON 74733V100 3,913 93,550 X 2 93,550
QLIK TECHNOLOGIES INC COMMON 74733T105 11,981 351,760 X 1 333,877 17,883
QLIK TECHNOLOGIES INC COMMON 74733T105 75 2,198 X 2 2,198
QUAKER CHEMICAL CORP COMMON 747316107 586 13,616 X 2 13,616
QUAKER CHEMICAL CORP COMMON 747316107 4,390 102,076 X 1 68,082 33,994
QUALCOMM INC COMMON 747525103 124,303 2,188,810 X 1 960,338 10,489 1,217,983
QUALCOMM INC COMMON 747525103 231 4,062 X 2 4,062
QUESTAR CORP COMMON 748356102 13,041 736,338 X 1 492,326 244,012
QUESTAR CORP COMMON 748356102 1,739 98,174 X 2 98,174
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 69 2,859 X 2 2,859
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 8,561 355,215 X 1 331,956 23,259
RACKSPACE HOSTING INC COMMON 750086100 4,110 96,174 X 1 96,174
RADIANT SYSTEMS INC COMMON 75025N102 9,969 477,001 X 1 438,583 38,418
RANGE RESOURCES CORP COMMON 75281A109 287 5,172 X 1 5,172
RAVEN INDUSTRIES INC COMMON 754212108 13,154 236,108 X 1 217,121 18,987
RAYMOND JAMES FINANCIAL INC COMMON 754730109 2,764 85,979 X 2 85,979
RAYMOND JAMES FINANCIAL INC COMMON 754730109 18,823 585,480 X 1 428,608 156,872
RBC BEARINGS INC COMMON 75524B104 70 1,860 X 2 1,860
RBC BEARINGS INC COMMON 75524B104 16,682 441,803 X 1 409,849 31,954
RED HAT INC COMMON 756577102 12,704 276,776 X 1 87,102 189,674
RED HAT INC COMMON 756577102 97 2,124 X 2 2,124
REGENERON PHARMACEUTICALS COMMON 75886F107 1,906 33,611 X 1 33,611
REINSURANCE GRP OF AMERI-A COMMON 759351604 17,893 294,007 X 1 271,066 22,941
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 42,619 858,385 X 1 651,722 206,663
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 3,623 72,972 X 2 72,972
RIVERBED TECHNOLOGY INC COMMON 768573107 3,263 82,417 X 1 82,417
ROBBINS & MYERS INC COMMON 770196103 12,878 243,662 X 1 227,710 15,952
ROBBINS & MYERS INC COMMON 770196103 104 1,961 X 2 1,961
ROCK-TENN CO CL A COMMON 772739207 954 14,381 X 1 11,478 2,903
ROCKWOOD HOLDINGS INC COMMON 774415103 3,706 67,023 X 1 67,023
ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 4,851 142,040 X 1 130,617 11,423
ROGERS CORP COMMON 775133101 10,474 226,709 X 1 208,423 18,286
ROLLINS INC COMMON 775711104 1,079 52,943 X 2 52,943
ROLLINS INC COMMON 775711104 29,778 1,461,160 X 1 1,245,090 216,070
ROPER INDUSTRIES INC COMMON 776696106 6,086 73,061 X 1 23,146 49,915
ROPER INDUSTRIES INC COMMON 776696106 47 563 X 2 563
ROSETTA RESOURCES INC COMMON 777779307 83 1,607 X 2 1,607
ROSETTA RESOURCES INC COMMON 777779307 19,435 377,081 X 1 349,773 27,308
ROSS STORES INC COMMON 778296103 20,265 252,938 X 1 81,462 171,476
ROSS STORES INC COMMON 778296103 149 1,854 X 2 1,854
RUSH ENTERPRISES INC CL A COMMON 781846209 10,471 550,247 X 1 506,225 44,022
S&P 500 ETF TRUST Exchange 78462F103 984 7,454 X 1 7,454
SABRA HEALTH CARE REIT INC COMMON 78573L106 1,997 119,497 X 2 119,497
SABRA HEALTH CARE REIT INC COMMON 78573L106 14,913 892,450 X 1 597,014 295,436
SALESFORCE.COM INC COMMON 79466L302 23,768 159,541 X 1 121,952 3,118 34,471
SALLY BEAUTY HLDGS INC COMMON 79546E104 3,114 182,079 X 2 182,079
SALLY BEAUTY HLDGS INC COMMON 79546E104 39,390 2,303,509 X 1 1,777,996 525,513
SANDISK CORP CVT CV BND 80004CAD3 2,884 69,499 X 1 69,499
SANDISK CORP CVT CV BND 80004CAD3 1,121 27,017 X 2 27,017
SANOFI ADR 80105N105 86,649 2,157,061 X 1 1,957,994 199,067
SANOFI ADR 80105N105 1,949 48,514 X 2 48,514
SARA LEE COMMON 803111103 83,288 4,385,902 X 1 3,143,902 1,242,000
SARA LEE COMMON 803111103 1,401 73,758 X 2 73,758
SCANSOURCE INC COMMON 806037107 19,249 513,570 X 1 472,205 41,365
SCHNITZER STEEL INDS INC - A COMMON 806882106 7,404 128,545 X 1 120,143 8,402
SCHNITZER STEEL INDS INC - A COMMON 806882106 60 1,033 X 2 1,033
SCHWAB CHARLES CORP COMMON 808513105 47 2,885 X 1 2,885
SEI INVESTMENTS CO COMMON 784117103 68,041 3,022,689 X 1 1,239,961 1,782,728
SEMGROUP CORP-CLASS A COMMON 81663A105 860 33,505 X 2 33,505
SEMGROUP CORP-CLASS A COMMON 81663A105 12,797 498,531 X 1 402,938 95,593
SEMTECH CORP COMMON 816850101 11,654 426,262 X 1 391,701 34,561
SIEMENS AG SPON ADR ADR 826197501 1,174 8,536 X 2 8,536
SIEMENS AG SPON ADR ADR 826197501 48,113 349,837 X 1 313,548 36,289
SIGNATURE BANK COMMON 82669G104 79 1,379 X 2 1,379
SIGNATURE BANK COMMON 82669G104 28,959 506,268 X 1 468,114 38,154
SILICON LABS INC COMMON 826919102 7,441 180,338 X 1 168,532 11,806
SILICON LABS INC COMMON 826919102 60 1,451 X 2 1,451
SIMON PROPERTY GROUP INC COMMON 828806109 20,127 173,166 X 1 173,166
SINA.COM COMMON G81477104 2,327 22,352 X 1 22,352
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 1,270 33,918 X 2 33,918
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 16,012 427,545 X 1 330,810 96,735
SM ENERGY CO COMMON 78454L100 1,483 20,176 X 2 20,176
SM ENERGY CO COMMON 78454L100 90,394 1,230,182 X 1 882,131 348,051
SOURCEFIRE INC COMMON 83616T108 10,332 347,653 X 1 324,893 22,760
SOURCEFIRE INC COMMON 83616T108 83 2,797 X 2 2,797
SOUTHERN CO COMMON 842587107 363 9,000 X 1 9,000
SOUTHWESTERN ENERGY CO COMMON 845467109 721 16,814 X 1 7,110 9,704
SOVRAN SELF STORAGE INC COMMON 84610H108 10,031 244,667 X 1 224,920 19,747
SPARTAN STORES INC COMMON 846822104 14,796 757,598 X 1 696,598 61,000
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,232 80,366 X 1 80,366
SPDR GOLD TRUST Exchange 78463V107 146 1,000 X 1 1,000
SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458 197 8,700 X 1 8,700
SPECTRA ENERGY CORP W/I COMMON 847560109 3,872 141,249 X 1 141,249
SPX CORP COMMON 784635104 3,299 39,905 X 2 39,905
SPX CORP COMMON 784635104 34,686 419,622 X 1 281,988 137,634
SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 10,852 546,133 X 1 502,233 43,900
STANDARD PARKING CORP COMMON 853790103 12,991 813,457 X 1 750,184 63,273
STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 2,768 38,415 X 1 38,415
STANLEY BLACK & DECKER INC COMMON 854502101 1,171 16,256 X 2 16,256
STANLEY BLACK & DECKER INC COMMON 854502101 52,374 726,910 X 1 632,015 94,895
STARBUCKS CORP COMMON 855244109 6,886 174,380 X 1 31,630 14,983 127,767
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 1,719 30,680 X 1 13,834 6,529 10,317
STATE STREET CORP COMMON 857477103 83,223 1,845,714 X 1 1,609,766 235,948
STATE STREET CORP COMMON 857477103 990 21,956 X 2 21,956
STEEL DYNAMICS INC CVT CV BND 858119AP5 1,296 79,772 X 2 79,772
STEEL DYNAMICS INC CVT CV BND 858119AP5 4,829 297,151 X 1 286,895 10,256
STERICYCLE INC COMMON 858912108 3,988 44,754 X 1 44,754
STIFEL FINANCIAL CORP COMMON 860630102 27,320 761,838 X 1 682,840 78,998
STIFEL FINANCIAL CORP COMMON 860630102 77 2,152 X 2 2,152
STILLWATER MINING CO COMMON 86074Q102 181 8,225 X 1 8,225
SUCCESSFACTORS INC COMMON 864596101 58 1,964 X 2 1,964
SUCCESSFACTORS INC COMMON 864596101 7,260 246,937 X 1 230,958 15,979
SUNTRUST BANK COMMON 867914103 291 11,284 X 1 11,284
SUPERMEDIA INC COMMON 868447103 534 142,474 X 1 142,474
SURMODICS INC COMMON 868873100 3,202 288,485 X 1 265,261 23,224
SVB FINANCIAL GROUP COMMON 78486Q101 85 1,421 X 2 1,421
SVB FINANCIAL GROUP COMMON 78486Q101 14,060 235,475 X 1 223,915 11,560
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 106 1,795 X 2 1,795
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 17,808 302,245 X 1 287,645 14,600
SYNOPSYS INC COMMON 871607107 2,181 84,840 X 2 84,840
SYNOPSYS INC COMMON 871607107 16,617 646,322 X 1 435,375 210,947
TARGET CORP COMMON 87612E106 3,561 75,901 X 1 38,409 37,492
TE CONNECTIVITY LTD COMMON H84989104 311 8,459 X 1 8,459
TEAM HEALTH HOLDINGS INC COMMON 87817A107 10,478 465,488 X 1 435,360 30,128
TEAM HEALTH HOLDINGS INC COMMON 87817A107 83 3,703 X 2 3,703
TEAM INC COMMON 878155100 5,028 208,360 X 1 191,550 16,810
TECHNOLOGY SELECT SECT SPDR Exchange 81369Y803 1,079 42,000 X 1 42,000
TELEFLEX INC COMMON 879369106 12,489 204,541 X 1 188,452 16,089
TEMPLE INLAND INC COMMON 879868107 25,939 872,204 X 1 670,397 201,807
TEMPLE INLAND INC COMMON 879868107 2,053 69,022 X 2 69,022
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 13,956 205,782 X 1 195,886 9,896
TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 82 1,216 X 2 1,216
TENNECO AUTOMOTIVE COMMON 880349105 84 1,897 X 2 1,897
TENNECO AUTOMOTIVE COMMON 880349105 24,444 554,660 X 1 513,536 41,124
TERADATA CORP COMMON 88076W103 3,482 57,836 X 2 57,836
TERADATA CORP COMMON 88076W103 26,464 439,598 X 1 296,050 143,548
TERADYNE INC COMMON 880770102 10,184 688,085 X 1 632,757 55,328
TERADYNE INC CVT CV BND 880770AE2 3,839 259,361 X 1 259,361
TESCO CORP COMMON 88157K101 176 9,060 X 1 9,060
TETRA TECHNOLOGIES INC COMMON 88162F105 150 11,776 X 1 11,776
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 110 2,288 X 1 2,288
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 9,744 555,676 X 1 519,616 36,060
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 78 4,432 X 2 4,432
THOMAS & BETTS COMMON 884315102 16,937 314,522 X 1 289,048 25,474
TIFFANY & CO COMMON 886547108 22,477 286,255 X 1 90,091 196,164
TIFFANY & CO COMMON 886547108 173 2,197 X 2 2,197
TIME WARNER CABLE CL A COMMON 88732J207 278 3,561 X 1 3,561
TIMKEN CO COMMON 887389104 86 1,704 X 2 1,704
TIMKEN CO COMMON 887389104 11,510 228,379 X 1 75,144 153,235
TITAN MACHINERY INC COMMON 88830R101 82 2,841 X 2 2,841
TITAN MACHINERY INC COMMON 88830R101 10,142 352,406 X 1 329,289 23,117
TJX COMPANIES INC COMMON 872540109 166 3,165 X 1 3,165
TOTAL FINA ELF SA -SP ADR ADR 89151E109 24 415 X 1 414 1
TRANSDIGM GROUP INC COMMON 893641100 12,845 140,855 X 1 68,319 72,536
TRANSDIGM GROUP INC COMMON 893641100 74 810 X 2 810
TRANSOCEAN LTD COMMON H8817H100 232 3,592 X 1 3,592
TRAVELERS COS INC/THE COMMON 89417E109 1,166 19,970 X 2 19,970
TRAVELERS COS INC/THE COMMON 89417E109 51,979 890,355 X 1 774,199 116,156
TRAVELZOO INC COMMON 89421Q106 6,121 94,691 X 1 88,533 6,158
TRAVELZOO INC COMMON 89421Q106 49 757 X 2 757
TREX COMPANY INC COMMON 89531P105 57 2,344 X 2 2,344
TREX COMPANY INC COMMON 89531P105 7,218 294,843 X 1 275,773 19,070
TRIMAS CORP COMMON 896215209 10,873 439,314 X 1 294,998 144,316
TRIMAS CORP COMMON 896215209 1,458 58,923 X 2 58,923
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 4,724 463,618 X 1 426,029 37,589
TTM TECHNOLOGIES COMMON 87305R109 7,880 491,902 X 1 452,370 39,532
TYSON FOODS CL A COMMON 902494103 359 18,500 X 1 18,500
U-STORE-IT TRUST COMMON 91274F104 13,744 1,306,453 X 1 1,201,253 105,200
UAL CORP CVT CV BND 902549AH7 700 30,948 X 2 30,948
UAL CORP CVT CV BND 902549AH7 21,000 927,990 X 1 857,207 7,048 63,735
UDR COMMON 902653104 13,852 564,218 X 1 519,849 44,369
UGI CORP COMMON 902681105 53,164 1,667,114 X 1 1,303,207 363,907
UGI CORP COMMON 902681105 3,938 123,498 X 2 123,498
UIL HLDGS CORP COMMON 902748102 13,480 416,693 X 1 384,110 32,583
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 75 1,160 X 2 1,160
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 9,307 144,114 X 1 134,678 9,436
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 9,501 174,551 X 1 163,166 11,385
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 76 1,400 X 2 1,400
UNION PACIFIC COMMON 907818108 2,290 21,935 X 1 11,082 4,880 5,973
UNITED PARCEL SERIVCE CL B COMMON 911312106 61,907 848,858 X 1 380,651 5,300 462,907
UNITED RENTALS INC COMMON 911363109 3,810 150,000 X 1 150,000
UNITED TECHNOLOGIES COMMON 913017109 159 1,799 X 2 1,799
UNITED TECHNOLOGIES COMMON 913017109 20,738 234,303 X 1 73,975 160,328
UNITEDHEALTH GROUP COMMON 91324P102 123,375 2,391,918 X 1 1,780,446 8,853 602,619
UNITEDHEALTH GROUP COMMON 91324P102 2,335 45,260 X 2 45,260
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 15,738 305,407 X 1 202,116 103,291
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 2,155 41,825 X 2 41,825
UNUM GROUP COMMON 91529Y106 81,707 3,206,708 X 1 2,461,849 744,859
UNUM GROUP COMMON 91529Y106 1,509 59,232 X 2 59,232
URS CORP COMMON 903236107 1,329 29,700 X 1 9,940 19,760
US BANCORP COMMON 902973304 1,284 50,326 X 2 50,326
US BANCORP COMMON 902973304 57,752 2,263,894 X 1 1,957,511 306,383
US STEEL CORP CVT CV BND 912909AE8 50,554 1,098,038 X 1 1,098,038
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 489,037 9,411,791 X 1 8,703,941 86,972 620,878
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 4,322 83,177 X 2 83,177
VERA BRADLEY INC COMMON 92335C106 2,921 76,469 X 1 70,292 6,177
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,043 59,004 X 2 59,004
VERISK ANALYTICS INC-CL A COMMON 92345Y106 19,455 561,950 X 1 294,811 267,139
VERIZON COMMUNICATIONS COMMON 92343V104 2,695 72,397 X 1 72,397
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 86,887 1,671,221 X 1 1,250,472 28,159 392,590
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 36,238 697,016 X 2 697,016
VERTEX PHARMACEUTICALS INC COMMON 92532F100 232,635 4,474,614 X 1 4,070,255 58,611 345,748
VERTEX PHARMACEUTICALS INC COMMON 92532F100 123 2,373 X 2 2,373
VIACOM INC CL B COMMON 92553P201 68,112 1,335,538 X 1 1,171,745 163,793
VIACOM INC CL B COMMON 92553P201 1,404 27,525 X 2 27,525
VIAD CORP COMMON 92552R406 7,005 314,252 X 1 210,243 104,009
VIAD CORP COMMON 92552R406 968 43,409 X 2 43,409
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 13,235 218,038 X 1 146,756 71,282
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 1,741 28,685 X 2 28,685
VISA INC-CLASS A SHRS COMMON 92826C839 98,113 1,164,411 X 1 499,478 664,933
VISTAPRINT NV COMMON N93540107 5,294 110,635 X 1 110,635
VITAMIN SHOPPE INC COMMON 92849E101 70 1,527 X 2 1,527
VITAMIN SHOPPE INC COMMON 92849E101 8,685 189,785 X 1 177,358 12,427
VITRAN CORP INC COMMON 92850E107 7,053 555,339 X 1 510,741 44,598
VMWARE INC-CLASS A COMMON 928563402 32,366 322,913 X 1 171,525 151,388
VMWARE INC-CLASS A COMMON 928563402 135 1,344 X 2 1,344
VOCUS INC COMMON 92858J108 88 2,887 X 2 2,887
VOCUS INC COMMON 92858J108 11,134 363,729 X 1 340,239 23,490
VODAFONE GROUP PLC ADR 92857W209 1,756 65,714 X 2 65,714
VODAFONE GROUP PLC ADR 92857W209 78,710 2,945,746 X 1 2,670,222 275,524
VOLCANO CORP COMMON 928645100 87 2,684 X 2 2,684
VOLCANO CORP COMMON 928645100 10,871 336,676 X 1 314,838 21,838
VULCAN MATER COMMON 929160109 42,322 1,098,407 X 1 955,651 142,756
VULCAN MATER COMMON 929160109 954 24,750 X 2 24,750
W R GRACE & CO COMMON 38388F108 22,165 485,753 X 1 446,621 39,132
WABASH NATIONAL CORP COMMON 929566107 7,310 780,156 X 1 717,328 62,828
WABCO HOLDINGS INC COMMON 92927K102 3,678 53,260 X 1 53,260
WABTEC COMMON 929740108 5,922 90,109 X 1 82,899 7,210
WALGREEN CO COMMON 931422109 27,173 639,974 X 1 202,046 437,928
WALGREEN CO COMMON 931422109 209 4,928 X 2 4,928
WASTE CONNECTIONS INC COMMON 941053100 27,229 858,151 X 1 795,271 62,880
WASTE CONNECTIONS INC COMMON 941053100 102 3,218 X 2 3,218
WEBMD HEALTH CORP-CLASS A COMMON 94770V102 75 1,654 X 2 1,654
WEBMD HEALTH CORP-CLASS A COMMON 94770V102 9,476 207,905 X 1 194,451 13,454
WELLCARE HEALTH PLANS INC COMMON 94946T106 51,991 1,011,311 X 1 792,345 218,966
WELLCARE HEALTH PLANS INC COMMON 94946T106 3,757 73,074 X 2 73,074
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 7,665 273,156 X 1 258,606 383 14,167
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 1,561 55,646 X 2 55,646
WELLS FARGO COMPANY COMMON 949746101 2,293 81,728 X 2 81,728
WELLS FARGO COMPANY COMMON 949746101 131,688 4,693,089 X 1 3,339,730 20,764 1,332,595
WEST PHARMACEUTICALS SVCS COMMON 955306105 6,940 158,587 X 1 145,841 12,746
WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 25,263 4,003,699 X 1 4,003,699
WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 2,921 475,778 X 1 472,213 3,565
WESTERN DIGITAL CORP COMMON 958102105 1,813 49,830 X 2 49,830
WESTERN DIGITAL CORP COMMON 958102105 13,520 371,627 X 1 248,482 123,145
WESTPORT INNOVATIONS INC COMMON 960908309 10,201 424,671 X 1 397,115 27,556
WESTPORT INNOVATIONS INC COMMON 960908309 81 3,387 X 2 3,387
WEYERHAEUSER CO COMMON 962166104 2,361 107,996 X 2 107,996
WEYERHAEUSER CO COMMON 962166104 65,656 3,003,494 X 1 2,635,456 368,038
WILEY JOHN & SONS CL A COMMON 968223206 20,105 386,560 X 1 356,655 29,905
WINTRUST FINANCIAL CORP COMMON 97650W108 17,868 555,247 X 1 510,500 44,747
WORLD FUEL SERVICES CORP COMMON 981475106 9,602 267,234 X 1 249,985 17,249
WORLD FUEL SERVICES CORP COMMON 981475106 76 2,121 X 2 2,121
WRIGHT EXPRESS CORP COMMON 98233Q105 46,236 887,968 X 1 701,365 186,603
WRIGHT EXPRESS CORP COMMON 98233Q105 3,162 60,725 X 2 60,725
WYNDHAM WORLDWIDE CORP COMMON 98310W108 4,887 145,236 X 2 145,236
WYNDHAM WORLDWIDE CORP COMMON 98310W108 50,537 1,501,852 X 1 1,113,010 388,842
WYNN RESORTS LTD COMMON 983134107 4,327 30,146 X 1 30,146
XL GROUP PLC COMMON G98290102 328 14,941 X 1 14,941
ZEP INC COMMON 98944B108 12,540 663,508 X 1 569,584 93,924
ZIMMER HOLDINGS INC COMMON 98956P102 78 1,234 X 2 1,234
ZIMMER HOLDINGS INC COMMON 98956P102 60,547 958,025 X 1 390,530 567,495
ZOLL MEDICAL CORP COMMON 989922109 96 1,692 X 2 1,692
ZOLL MEDICAL CORP COMMON 989922109 11,916 210,299 X 1 196,524 13,775
COLUMN TOTALS 19,570,964