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 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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 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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 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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 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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