0000312348-12-000022.txt : 20120214
0000312348-12-000022.hdr.sgml : 20120214
20120214152148
ACCESSION NUMBER: 0000312348-12-000022
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
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: 12608605
BUSINESS ADDRESS:
STREET 1: ONE FINANCIAL CTR
STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-748-1761
MAIL ADDRESS:
STREET 1: ONE FINANCIAL CENTER
STREET 2: 27TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC
DATE OF NAME CHANGE: 19920929
13F-HR
1
q4complete.txt
UNITED STATES
SECUIRTIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 012/31/11
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 02/15/12
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: 1069
Form 13F Information Table Value Total: $ 21,126,137 ('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 12/31/11
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 571 6,985 X 1 2,980 4,005
ABAXIS INC COMMON 002567105 9,365 338,471 X 1 321,624 16,847
ABAXIS INC COMMON 002567105 57 2,074 X 2 2,074
ABITIBIBOWATER INC/NEW COMMON 003687209 65 4,483 X 1 4,483
ACE LTD COMMON H0023R105 12,840 183,117 X 1 177,101 6,016
ACME PACKET INC COMMON 004764106 134 4,338 X 1 4,338
ACTUANT CORP CL A COMMON 00508X203 17,778 783,506 X 1 608,847 174,659
ACTUANT CORP CL A COMMON 00508X203 1,358 59,830 X 2 59,830
ADTRAN INC COMMON 00738A106 8,977 297,633 X 1 283,198 14,435
ADVISORY BOARD CO COMMON 00762W107 15,823 213,217 X 1 202,656 10,561
ADVISORY BOARD CO COMMON 00762W107 96 1,300 X 2 1,300
AEGERION PHARMACEUTICALS INC COMMON 00767E102 47 2,814 X 2 2,814
AEGERION PHARMACEUTICALS INC COMMON 00767E102 7,649 456,959 X 1 434,097 22,862
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 449 13,008 X 2 13,008
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 50,900 1,474,013 X 1 1,374,963 99,050
AETNA INC-NEW COMMON 00817Y108 543 12,872 X 1 12,872
AFFILIATED MANAGERS GROUP COMMON 008252108 4,248 44,275 X 1 44,275
AGILENT TECHNOLOGIES INC COMMON 00846U101 7,444 213,098 X 1 65,933 147,165
AGILENT TECHNOLOGIES INC COMMON 00846U101 55 1,572 X 2 1,572
AGRIUM INC COMMON 008916108 148 2,200 X 2 2,200
AGRIUM INC COMMON 008916108 161 2,400 X 1 2,400
AIR PRODS & CHEM COMMON 009158106 56,545 663,749 X 1 579,528 84,221
AIR PRODS & CHEM COMMON 009158106 1,265 14,847 X 2 14,847
AIRGAS INC COMMON 009363102 14 182 X 1 182
ALAMO GROUP INC COMMON 011311107 7,123 264,499 X 1 251,697 12,802
ALBANY INTL CORP-CL A COMMON 012348108 16,958 733,476 X 1 697,592 35,884
ALERE INC COMMON 01449J105 388 16,795 X 1 16,795
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 49 707 X 1 707
ALEXION PHARMACEUTICALS INC COMMON 015351109 4,714 65,929 X 1 65,929
ALKERMES INC COMMON G01767105 10,126 583,269 X 1 554,238 29,031
ALKERMES INC COMMON G01767105 62 3,575 X 2 3,575
ALLERGAN INC COMMON 018490102 137 1,559 X 2 1,559
ALLERGAN INC COMMON 018490102 18,432 210,071 X 1 66,383 143,688
ALLETE INC COMMON 018522300 13,759 327,753 X 1 313,083 14,670
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 2,476 23,846 X 2 23,846
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 19,843 191,088 X 1 127,949 63,139
ALLIANT ENERGY CORP COMMON 018802108 234 5,294 X 1 5,294
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 11,260 740,809 X 1 703,745 37,064
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 69 4,563 X 2 4,563
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 5,959 117,242 X 1 112,851 4,391
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 1,228 24,151 X 2 24,151
ALTERA CORP COMMON 021441100 165 4,458 X 2 4,458
ALTERA CORP COMMON 021441100 29,461 794,099 X 1 282,173 511,926
ALTISOURCE PORTFOLIO SOL COMMON L0175J104 8 156 X 1 156
ALTRA HOLDINGS INC COMMON 02208R106 15,008 797,034 X 1 758,227 38,807
ALTRIA GROUP INC COMMON 02209S103 833 28,094 X 2 28,094
ALTRIA GROUP INC COMMON 02209S103 29,330 989,212 X 1 363,683 625,529
AMAZON.COM INC COMMON 023135106 81,183 468,997 X 1 187,673 2,863 278,461
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 21,425 510,602 X 1 486,865 23,737
AMERICAN EXPRESS CO COMMON 025816109 107 2,277 X 2 2,277
AMERICAN EXPRESS CO COMMON 025816109 82,055 1,739,562 X 1 858,552 9,940 871,070
AMERICAN SOFTWARE INC-CL A COMMON 029683109 964 101,972 X 1 78,254 23,718
AMERICAN TOWER CORP CL A COMMON 029912201 649 10,813 X 1 10,813
AMERICAN WATER WORKS CO INC COMMON 030420103 34,540 1,084,113 X 1 722,060 362,053
AMERICAN WATER WORKS CO INC COMMON 030420103 4,337 136,140 X 2 136,140
AMERIGON INC COMMON 03070L300 11,003 771,594 X 1 732,660 38,934
AMERIGON INC COMMON 03070L300 68 4,786 X 2 4,786
AMERIPRISE FINANCIAL INC COMMON 03076C106 1,379 27,779 X 2 27,779
AMERIPRISE FINANCIAL INC COMMON 03076C106 61,956 1,248,109 X 1 1,090,038 158,071
AMERISOURCEBERGEN CORP COMMON 03073E105 306 8,228 X 1 8,228
AMGEN INC COMMON 031162100 1,474 22,962 X 2 22,962
AMGEN INC COMMON 031162100 135,048 2,103,229 X 1 1,323,788 4,981 774,460
AMPHENOL CORP CL A COMMON 032095101 2,477 54,572 X 2 54,572
AMPHENOL CORP CL A COMMON 032095101 19,207 423,153 X 1 279,138 144,015
AMR CORP CVT CV BND 001765BC9 665 316,162 X 1 312,626 3,030 505
AMTRUST FINANCIAL SERVICES COMMON 032359309 12 521 X 1 521
ANADARKO PETE CORP COMMON 032511107 225 2,944 X 1 2,944
ANALOG DEVICES COMMON 032654105 8,028 224,362 X 1 94,099 130,263
ANGIES LIST INC COMMON 034754101 9,370 581,984 X 1 553,951 28,033
ANGIES LIST INC COMMON 034754101 56 3,451 X 2 3,451
AOL INC COMMON 00184X105 631 41,807 X 2 41,807
AOL INC COMMON 00184X105 27,982 1,853,114 X 1 1,615,265 237,849
APACHE CORP CVTPFD 6.0% CV PFD 037411808 6,626 55,930 X 1 55,930
APACHE CORP CVTPFD 6.0% CV PFD 037411808 2,361 19,932 X 2 19,932
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 7,800 340,470 X 1 332,944 7,526
APPLE INC COMMON 037833100 1,517 3,745 X 2 3,745
APPLE INC COMMON 037833100 158,602 391,610 X 1 244,284 3,974 143,352
APPLIED MATERIALS COMMON 038222105 48,226 4,502,860 X 1 3,934,290 568,570
APPLIED MATERIALS COMMON 038222105 1,075 100,369 X 2 100,369
APPROACH RESOURCES INC COMMON 03834A103 12,579 427,698 X 1 406,511 21,187
APPROACH RESOURCES INC COMMON 03834A103 77 2,608 X 2 2,608
ARBITRON INC COMMON 03875Q108 8,755 254,421 X 1 242,464 11,957
ARCH CAPITAL GROUP LTD COMMON G0450A105 572 15,375 X 1 15,375
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 152 5,300 X 2 5,300
ARCHER-DANIELS-MIDLAND CO COMMON 039483102 160 5,600 X 1 5,600
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 10,101 492,019 X 1 474,903 17,116
ARES CAPITAL CORP COMMON 04010L103 2,606 168,657 X 2 168,657
ARES CAPITAL CORP COMMON 04010L103 35,039 2,267,885 X 1 1,777,169 490,716
ARIAD PHARMACEUTICALS INC COMMON 04033A100 1,028 83,884 X 1 83,884
ARIBA INC COMMON 04033V203 102 3,650 X 2 3,650
ARIBA INC COMMON 04033V203 16,824 599,142 X 1 569,487 29,655
ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 3,871 139,897 X 1 139,897
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 31,331 714,167 X 1 549,996 164,171
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 2,532 57,709 X 2 57,709
ARVINMERITOR INC CVT CV BND 043353AH4 39,416 2,286,192 X 1 1,570,331 50,318 665,543
ARVINMERITOR INC CVT CV BND 043353AH4 4,550 263,935 X 2 263,935
ASBURY AUTOMOTIVE GROUP COMMON 043436104 94 4,346 X 2 4,346
ASBURY AUTOMOTIVE GROUP COMMON 043436104 15,283 708,877 X 1 673,571 35,306
ASCENT CAPITAL GROUP INC COMMON 043632108 637 12,552 X 2 12,552
ASCENT CAPITAL GROUP INC COMMON 043632108 5,014 98,861 X 1 64,851 34,010
ASHLAND INC COMMON 044209104 13 229 X 2 229
ASHLAND INC COMMON 044209104 112 1,952 X 1 1,952
ASSOCIATED ESTATES REALTY CP COMMON 045604105 19,579 1,227,525 X 1 1,195,155 32,370
AT&T INC COMMON 00206R102 4,104 135,726 X 2 135,726
AT&T INC COMMON 00206R102 137,545 4,548,445 X 1 3,411,285 1,137,160
ATHENAHEALTH INC COMMON 04685W103 8 170 X 1 170
AUTOMATIC DATA PROC COMMON 053015103 24,837 459,858 X 1 185,915 273,943
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 9,762 489,832 X 1 465,438 24,394
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 60 3,003 X 2 3,003
AVALONBAY COMMUNITIES INC COMMON 053484101 2,940 22,508 X 1 22,508
AVIS BUDGET GROUP INC COMMON 053774105 1,593 148,579 X 2 148,579
AVIS BUDGET GROUP INC COMMON 053774105 12,445 1,160,906 X 1 767,782 393,124
AVNET INC COMMON 053807103 17,549 564,460 X 1 372,779 191,681
AVNET INC COMMON 053807103 2,234 71,870 X 2 71,870
AZZ INC COMMON 002474104 12,387 272,601 X 1 259,532 13,069
BABCOCK & WILCOX COMPANY COMMON 05615F102 15,916 659,334 X 1 438,427 220,907
BABCOCK & WILCOX COMPANY COMMON 05615F102 2,054 85,094 X 2 85,094
BAIDU.COM ADR 056752108 17,644 151,487 X 1 147,505 3,982
BAKER HUGHES INC COMMON 057224107 11,913 244,921 X 1 78,193 166,728
BAKER HUGHES INC COMMON 057224107 87 1,791 X 2 1,791
BANCO SANTANDER-CHILE-ADR ADR 05965X109 12,311 162,635 X 1 156,960 5,675
BANCORPSOUTH INC COMMON 059692103 11,703 1,062,015 X 1 1,011,234 50,781
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 54,859 1,392,320 X 1 1,370,520 1,780 20,020
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 1,396 35,440 X 2 35,440
BANK OF AMERICA CORP COMMON 060505104 734 131,999 X 2 131,999
BANK OF AMERICA CORP COMMON 060505104 56,612 10,182,031 X 1 9,390,127 791,904
BANK OF NEW YORK MELLON CORP COMMON 064058100 38,409 1,929,145 X 1 1,684,167 244,978
BANK OF NEW YORK MELLON CORP COMMON 064058100 856 42,977 X 2 42,977
BANKUNITED INC COMMON 06652K103 8,386 381,350 X 1 363,390 17,960
BCE INC COMMON 05534B760 17 400 X 1 400
BE AEROSPACE INC COMMON 073302101 5,915 152,805 X 1 54,849 97,956
BE AEROSPACE INC COMMON 073302101 41 1,061 X 2 1,061
BEAM INC COMMON 073730103 12,025 234,725 X 1 155,712 79,013
BEAM INC COMMON 073730103 1,546 30,178 X 2 30,178
BELDEN CDT INC COMMON 077454106 7,047 211,741 X 1 201,504 10,237
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 79 1,039 X 1 1,039
BERRY PETROLEUM CO-CL A COMMON 085789105 8,369 199,163 X 1 189,577 9,586
BHP BILLITON LTD-SPON ADR ADR 088606108 11 150 X 1 150
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 961 27,959 X 1 27,959
BIOMED REALTY TRUST INC COMMON 09063H107 17,326 958,321 X 1 913,531 44,790
BLACKROCK INC COMMON 09247X101 22,506 126,267 X 1 39,396 86,871
BLACKROCK INC COMMON 09247X101 166 930 X 2 930
BLUE NILE INCORPORATED COMMON 09578R103 27,185 664,986 X 1 210,512 454,474
BORG WARNER INC COMMON 099724106 207 3,248 X 1 3,248
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 8,419 490,913 X 1 466,465 24,448
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 52 3,010 X 2 3,010
BRISTOL MYERS SQUIBB COMMON 110122108 510,604 14,489,319 X 1 14,291,100 198,219
BRISTOL MYERS SQUIBB COMMON 110122108 1,184 33,609 X 2 33,609
BROADCOM CORP CL A COMMON 111320107 289 9,846 X 1 9,846
BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 430 19,048 X 1 19,048
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 2,998 577,646 X 1 549,655 27,991
CABOT OIL & GAS COMMON 127097103 15,582 205,299 X 1 89,921 115,378
CABOT OIL & GAS COMMON 127097103 239 3,150 X 2 3,150
CALLAWAY GOLF CO COMMON 131193104 5,562 1,005,824 X 1 956,614 49,210
CALPINE CORP COMMON 131347304 1,585 97,035 X 2 97,035
CALPINE CORP COMMON 131347304 96,778 5,926,387 X 1 4,950,519 975,868
CAMERON INTERNATIONAL CORP COMMON 13342B105 209 4,239 X 1 4,239
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 11,628 1,007,650 X 1 959,468 48,182
CARDINAL HEALTH INC COMMON 14149Y108 2,138 52,644 X 1 45,445 7,199
CAREFUSION CORP COMMON 14170T101 12,125 477,174 X 1 331,157 146,017
CAREFUSION CORP COMMON 14170T101 1,338 52,675 X 2 52,675
CASEYS GENERAL STORES INC COMMON 147528103 10,337 200,675 X 1 191,341 9,334
CASH AMERICA INTL INC COMMON 14754D100 1,549 33,213 X 2 33,213
CASH AMERICA INTL INC COMMON 14754D100 27,725 594,585 X 1 491,724 102,861
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 1,773 34,092 X 2 34,092
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 23,466 451,270 X 1 353,573 97,697
CATERPILLAR COMMON 149123101 42,842 472,869 X 1 251,645 6,667 214,557
CATERPILLAR COMMON 149123101 206 2,276 X 2 2,276
CATHAY GENERAL BANCORP COMMON 149150104 16,718 1,119,758 X 1 1,067,739 52,019
CAVIUM INC COMMON 14964U108 11,305 397,645 X 1 377,853 19,792
CAVIUM INC COMMON 14964U108 69 2,437 X 2 2,437
CBRE GROUP INC COMMON 12504L109 3,651 239,855 X 1 239,855
CBS CORP CL B COMMON 124857202 917 33,790 X 2 33,790
CBS CORP CL B COMMON 124857202 41,268 1,520,567 X 1 1,327,043 193,524
CELADON GROUP INC COMMON 150838100 880 74,482 X 2 74,482
CELADON GROUP INC COMMON 150838100 6,875 582,174 X 1 385,951 196,223
CENTURYLINK INC COMMON 156700106 1,740 46,785 X 2 46,785
CENTURYLINK INC COMMON 156700106 84,597 2,274,120 X 1 2,014,528 259,592
CEPHEID INC COMMON 15670R107 11,208 325,716 X 1 309,324 16,392
CEPHEID INC COMMON 15670R107 69 2,017 X 2 2,017
CERNER CORP COMMON 156782104 293 4,785 X 1 4,785
CEVA INC COMMON 157210105 14,359 474,520 X 1 454,494 20,026
CEVA INC COMMON 157210105 75 2,466 X 2 2,466
CHART INDUSTRIES INC COMMON 16115Q308 75 1,380 X 2 1,380
CHART INDUSTRIES INC COMMON 16115Q308 12,246 226,484 X 1 215,273 11,211
CHESAPEAKE ENERGY CORP COMMON 165167107 50,919 2,284,376 X 1 2,284,376
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 64,041 1,400,016 X 1 1,285,548 3,897 110,571
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 1,194 26,108 X 2 26,108
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 10,407 147,004 X 2 147,004
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 118,375 1,672,045 X 1 1,409,792 49,176 213,077
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 86 2,118 X 2 2,118
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 15,534 381,968 X 1 379,008 2,960
CHEVRON CORP COMMON 166764100 2,381 22,377 X 2 22,377
CHEVRON CORP COMMON 166764100 115,692 1,087,327 X 1 956,259 131,068
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 3,067 9,081 X 1 9,081
CHURCHILL DOWNS INC COMMON 171484108 10,199 195,642 X 1 186,081 9,561
CIENA CORP COMMON 171779309 9,093 751,468 X 1 714,867 36,601
CIENA CORP COMMON 171779309 213 17,611 X 2 17,611
CIENA CORP CVT CV BND 171779AE1 24,401 844,477 X 2 844,477
CIENA CORP CVT CV BND 171779AE1 273,395 9,461,584 X 1 8,058,116 347,747 1,055,720
CIGNA CORP COMMON 125509109 304 7,230 X 1 7,230
CIRRUS LOGIC INC COMMON 172755100 675 42,585 X 1 42,585
CISCO SYSTEMS INC COMMON 17275R102 1,335 73,846 X 2 73,846
CISCO SYSTEMS INC COMMON 17275R102 154,589 8,550,284 X 1 5,008,344 3,541,940
CIT GROUP INC COMMON 125581801 140 4,022 X 1 4,022
CITIGROUP INC COMMON 172967424 1,368 51,997 X 2 51,997
CITIGROUP INC COMMON 172967424 64,613 2,455,848 X 1 2,154,030 301,818
CITY NATIONAL CORP COMMON 178566105 14,269 322,976 X 1 307,680 15,296
CLARCOR INC COMMON 179895107 6,883 137,679 X 1 91,507 46,172
CLARCOR INC COMMON 179895107 883 17,654 X 2 17,654
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 11,518 151,788 X 1 100,130 51,658
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 1,498 19,744 X 2 19,744
CLIFF NATURAL RESOURCES INC COMMON 18683K101 2,759 44,248 X 1 44,248
CLOROX CO COMMON 189054109 40,880 614,182 X 1 221,550 392,632
CLOROX CO COMMON 189054109 134 2,010 X 2 2,010
CLOUD PEAK ENERGY INC COMMON 18911Q102 29,822 1,543,593 X 1 1,203,491 340,102
CLOUD PEAK ENERGY INC COMMON 18911Q102 2,279 117,958 X 2 117,958
CME GROUP INC. COMMON 12572Q105 9,361 38,417 X 1 12,043 26,374
CME GROUP INC. COMMON 12572Q105 69 282 X 2 282
CMS ENERGY CORP COMMON 125896100 14,249 645,320 X 1 432,581 212,739
CMS ENERGY CORP COMMON 125896100 1,775 80,401 X 2 80,401
CMS ENERGY CORP CVT CV BND 125896BD1 33,312 1,473,881 X 1 1,058,808 88,767 326,306
CMS ENERGY CORP CVT CV BND 125896BD1 3,001 132,795 X 2 132,795
COBALT INTERNATIONAL ENERGY COMMON 19075F106 13,398 863,300 X 1 276,434 586,866
COBALT INTERNATIONAL ENERGY COMMON 19075F106 99 6,352 X 2 6,352
COCA-COLA COMMON 191216100 193 2,757 X 2 2,757
COCA-COLA COMMON 191216100 63,365 905,602 X 1 350,840 554,762
COCA-COLA ENTERPRISES COMMON 19122T109 118,222 4,585,790 X 1 3,442,331 1,143,459
COCA-COLA ENTERPRISES COMMON 19122T109 4,242 164,548 X 2 164,548
COGNEX CORP COMMON 192422103 8,364 233,708 X 1 222,317 11,391
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 103 1,597 X 2 1,597
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 15,389 239,296 X 1 86,297 5,758 147,241
COMCAST CORP CL A COMMON 20030N101 137,703 5,807,792 X 1 4,407,778 1,400,014
COMCAST CORP CL A COMMON 20030N101 2,495 105,233 X 2 105,233
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 4,914 543,602 X 1 517,997 25,605
COMMVAULT SYSTEMS INC COMMON 204166102 9,936 232,585 X 1 221,082 11,503
COMMVAULT SYSTEMS INC COMMON 204166102 61 1,417 X 2 1,417
COMPUWARE CORP COMMON 205638109 378 45,472 X 1 45,472
COMVERSE TECHNOLOGY INC COMMON 205862402 1,288 187,749 X 2 187,749
COMVERSE TECHNOLOGY INC COMMON 205862402 10,054 1,465,542 X 1 971,263 494,279
CONAGRA INC COMMON 205887102 63,599 2,409,061 X 1 2,398,160 10,901
CONCHO RESOURCES INC COMMON 20605P101 4,431 47,269 X 1 47,269
CONSOL ENERGY INC COMMON 20854P109 778 21,203 X 2 21,203
CONSOL ENERGY INC COMMON 20854P109 35,272 961,086 X 1 839,519 121,567
CONSTANT CONTACT INC COMMON 210313102 12,470 537,247 X 1 510,636 26,611
CONSTANT CONTACT INC COMMON 210313102 76 3,275 X 2 3,275
CONSTELLATION ENERGY GROUP COMMON 210371100 3 75 X 1 75
CONVERGYS CORP COMMON 212485106 10,800 845,770 X 1 804,894 40,876
COOPER INDS LTD CL A COMMON G24140108 60,181 1,111,385 X 1 974,179 137,206
COOPER INDS LTD CL A COMMON G24140108 1,250 23,087 X 2 23,087
CORE MARK HOLDING CO INC COMMON 218681104 7,535 190,287 X 1 181,376 8,911
CORN PRODUCTS INTL INC COMMON 219023108 2,033 38,654 X 2 38,654
CORN PRODUCTS INTL INC COMMON 219023108 26,521 504,289 X 1 393,171 111,118
CORNING INC COMMON 219350105 39,445 3,038,876 X 1 2,076,607 103,358 858,911
CORNING INC COMMON 219350105 113 8,679 X 2 8,679
CORPORATE EXECUTIVE BOARD COMMON 21988R102 95 2,488 X 2 2,488
CORPORATE EXECUTIVE BOARD COMMON 21988R102 15,311 401,868 X 1 381,644 20,224
COSTAR GROUP INC COMMON 22160N109 87 1,307 X 2 1,307
COSTAR GROUP INC COMMON 22160N109 14,138 211,862 X 1 201,239 10,623
COVIDIEN PLC COMMON G2554F113 66,959 1,487,639 X 1 1,299,120 188,519
COVIDIEN PLC COMMON G2554F113 1,493 33,173 X 2 33,173
CPFL ENERGIA SA- ADR ADR 126153105 15 525 X 1 525
CRACKER BARREL OLD COUNTRY COMMON 22410J106 8,161 161,900 X 1 154,118 7,782
CROWN CASTLE INTL CORP COMMON 228227104 419 9,363 X 1 9,363
CUBESMART COMMON 229663109 15,032 1,412,772 X 1 1,344,808 67,964
CUBIST PHARMACEUTICALS INC COMMON 229678107 80 2,008 X 2 2,008
CUBIST PHARMACEUTICALS INC COMMON 229678107 12,941 326,637 X 1 310,334 16,303
CUMMINS ENGINE COMMON 231021106 7,783 88,426 X 1 48,545 39,881
CUMMINS ENGINE COMMON 231021106 38 432 X 2 432
CVB FINANCIAL CORP COMMON 126600105 9,143 911,537 X 1 865,572 45,965
CVS CAREMARK CORP COMMON 126650100 112,455 2,757,613 X 1 2,132,178 8,839 616,596
CVS CAREMARK CORP COMMON 126650100 1,807 44,311 X 2 44,311
CYBERONICS COMMON 23251P102 53 1,582 X 2 1,582
CYBERONICS COMMON 23251P102 8,663 258,598 X 1 245,748 12,850
CYMER INC COMMON 232572107 85 1,706 X 2 1,706
CYMER INC COMMON 232572107 13,921 279,766 X 1 265,907 13,859
CYTEC INDUSTRIES INC COMMON 232820100 2,424 54,290 X 2 54,290
CYTEC INDUSTRIES INC COMMON 232820100 18,618 416,977 X 1 275,820 141,157
D.R. HORTON INC COMMON 23331A109 154 12,200 X 2 12,200
D.R. HORTON INC COMMON 23331A109 2,498 198,100 X 1 198,100
DANA HOLDING CORP COMMON 235825205 11,822 972,973 X 1 926,189 46,784
DANAHER CORP COMMON 235851102 18 392 X 1 392
DARLING INTERNATIONAL INC COMMON 237266101 8,948 673,297 X 1 640,774 32,523
DDR CORPORATION COMMON 23317H102 4,391 360,772 X 1 360,772
DEALERTRACK HOLDINGS INC COMMON 242309102 21,240 779,176 X 1 740,417 38,759
DEALERTRACK HOLDINGS INC COMMON 242309102 130 4,773 X 2 4,773
DECKERS OUTDOOR CORP COMMON 243537107 9,889 130,861 X 1 124,280 6,581
DECKERS OUTDOOR CORP COMMON 243537107 61 810 X 2 810
DELTIC TIMBER CORP COMMON 247850100 7,233 119,777 X 1 114,110 5,667
DENTSPLY INTERNATIONAL INC COMMON 249030107 12,649 361,507 X 1 238,525 122,982
DENTSPLY INTERNATIONAL INC COMMON 249030107 1,609 45,995 X 2 45,995
DEX ONE CORP COMMON 25212W100 135 81,537 X 1 75,710 1,497 4,330
DEX ONE CORP COMMON 25212W100 19 11,334 X 2 11,334
DFC GLOBAL CORPORATION COMMON 23324T107 18,010 997,235 X 1 949,111 48,124
DIAGEO PLC SPON ADR ADR 25243Q205 21,701 248,239 X 1 113,808 134,431
DICKS SPORTING GOODS INC COMMON 253393102 13 345 X 1 345
DIGITAL REALTY TRUST INC COMMON 253868103 2,360 35,402 X 2 35,402
DIGITAL REALTY TRUST INC COMMON 253868103 18,840 282,589 X 1 189,153 93,436
DIRECTV CLASS A COMMON 25490A101 903 21,121 X 2 21,121
DIRECTV CLASS A COMMON 25490A101 40,602 949,542 X 1 829,081 120,461
DISCOVER FINANCIAL SERVICES COMMON 254709108 87,497 3,645,718 X 1 2,984,691 661,027
DISCOVER FINANCIAL SERVICES COMMON 254709108 4,338 180,755 X 2 180,755
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 20,403 498,000 X 1 154,612 343,388
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 151 3,687 X 2 3,687
DOLLAR GENERAL CORP COMMON 256677105 2,884 70,103 X 1 70,103
DOLLAR TREE INC COMMON 256746108 184 2,208 X 2 2,208
DOLLAR TREE INC COMMON 256746108 30,622 368,447 X 1 163,709 204,738
DOW CHEMICAL COMMON 260543103 62,499 2,173,136 X 1 1,743,478 429,658
DOW CHEMICAL COMMON 260543103 123 4,278 X 2 4,278
DRESSER-RAND GROUP INC COMMON 261608103 336 6,739 X 1 6,739
DRIL-QUIP COMMON 262037104 19,406 294,827 X 1 238,681 56,146
DRIL-QUIP COMMON 262037104 1,265 19,217 X 2 19,217
DSW INC- CLASS A COMMON 23334L102 10,695 241,908 X 1 229,832 12,076
DSW INC- CLASS A COMMON 23334L102 66 1,488 X 2 1,488
DUKE ENERGY CORP COMMON 26441C105 6,215 282,501 X 1 282,500 1
DUPONT E I COMMON 263534109 121 2,639 X 2 2,639
DUPONT E I COMMON 263534109 16,356 357,266 X 1 111,120 2,200 243,946
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 15,662 646,667 X 1 615,895 30,772
EASTMAN CHEMICAL CO COMMON 277432100 156 4,000 X 1 4,000
EASTMAN CHEMICAL CO COMMON 277432100 137 3,500 X 2 3,500
EASTMAN KODAK CO CVT CV BND 277461BJ7 9,699 4,986,506 X 1 4,400,811 585,695
EATON CORP COMMON 278058102 88,448 2,031,879 X 1 1,467,388 7,136 557,355
EATON CORP COMMON 278058102 1,652 37,955 X 2 37,955
EBAY INC COMMON 278642103 1,265 41,703 X 2 41,703
EBAY INC COMMON 278642103 57,204 1,886,064 X 1 1,648,697 237,367
ECOLAB INC COMMON 278865100 241 4,173 X 1 4,173
EDISON INTERNATIONAL COMMON 281020107 1,829 44,174 X 2 44,174
EDISON INTERNATIONAL COMMON 281020107 103,868 2,508,899 X 1 1,881,712 627,187
EDUCATION MANAGEMENT CORP COMMON 28140M103 12 427 X 1 427
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 1,534 40,044 X 2 40,044
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 67,576 1,764,554 X 1 1,574,721 2,404 187,429
EL PASO CORPORATION COMMON 28336L109 84,689 3,187,398 X 1 2,173,254 1,014,144
EL PASO CORPORATION COMMON 28336L109 9,031 339,902 X 2 339,902
EMBRAER SA-ADR ADR 29082A107 10,961 434,621 X 1 420,225 14,396
EMC CORP CVT CV BND 268648AM4 4,499 194,990 X 1 194,990
EMC CORP CVT CV BND 268648AM4 732 31,721 X 2 31,721
EMERSON ELEC COMMON 291011104 141 3,023 X 1 3,023
EMPLOYERS HOLDINGS INC COMMON 292218104 14,283 789,563 X 1 752,221 37,342
ENERGY INCOME AND GROWTH FD Closed E 292697109 49 1,750 X 1 1,750
ENERGY PARTNERS LTD COMMON 29270U303 13,050 893,867 X 1 851,664 42,203
ENERPLUS CORP COMMON 292766102 11 450 X 1 450
ENERSYS COMMON 29275Y102 13,507 520,099 X 1 495,234 24,865
EOG RESOURCES INC COMMON 26875P101 12,233 124,180 X 1 40,755 2,158 81,267
EOG RESOURCES INC COMMON 26875P101 235 2,390 X 2 2,390
EQUITY RESIDENTIAL COMMON 29476L107 26,234 460,000 X 1 460,000
EXPRESS SCRIPTS INC CL A COMMON 302182100 22,345 CALL 500 X 1 500
ESTEE LAUDER COS CL A COMMON 518439104 1,154 10,278 X 1 5,326 4,952
EURONET WORLDWIDE INC COMMON 298736109 10,198 551,836 X 1 525,155 26,681
EVERCORE PARTNERS INC-CL A COMMON 29977A105 75 2,834 X 2 2,834
EVERCORE PARTNERS INC-CL A COMMON 29977A105 12,373 464,787 X 1 441,765 23,022
EXELON CORP COMMON 30161N101 1,648 37,989 X 2 37,989
EXELON CORP COMMON 30161N101 87,399 2,015,185 X 1 1,515,868 499,317
EXPEDIA INC COMMON 30212P303 1,118 38,540 X 2 38,540
EXPEDIA INC COMMON 30212P303 8,706 300,016 X 1 198,786 101,230
EXPEDITORS INTL WASH INC COMMON 302130109 46,836 1,143,456 X 1 425,989 717,467
EXXON MOBIL CORP COMMON 30231G102 198,447 2,341,277 X 1 1,624,710 716,567
EXXON MOBIL CORP COMMON 30231G102 3,538 41,743 X 2 41,743
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 9,730 343,466 X 1 326,399 17,067
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 60 2,101 X 2 2,101
F5 NETWORKS INC COMMON 315616102 4,373 41,212 X 1 41,212
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 51,678 592,093 X 1 217,673 374,420
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 3,380 780,681 X 1 730,796 4,903 44,982
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 253 58,365 X 2 58,365
FAMILY DOLLAR STORES INC COMMON 307000109 10 166 X 1 166
FERRO CORP COMMON 315405100 5,661 1,157,570 X 1 1,101,129 56,441
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 13,348 502,007 X 1 333,141 168,866
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 1,712 64,402 X 2 64,402
FIFTH STREET FINANCE CORP COMMON 31678A103 13,268 1,386,368 X 1 1,320,379 65,989
FIFTH THIRD BANCORP COMMON 316773100 72,724 5,717,325 X 1 5,012,268 705,057
FIFTH THIRD BANCORP COMMON 316773100 1,504 118,263 X 2 118,263
FINANCIAL ENGINES INC COMMON 317485100 72 3,240 X 2 3,240
FINANCIAL ENGINES INC COMMON 317485100 11,867 531,439 X 1 505,115 26,324
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 52 1,481 X 2 1,481
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 8,482 241,725 X 1 229,701 12,024
FIRST FINANCIAL BANCORP COMMON 320209109 16,537 993,783 X 1 946,765 47,018
FIRST REPUBLIC BANK OF SAN FRA COMMON 33616C100 10 334 X 1 334
FIRST TRUST MID CAP CORE ALP Exchange 33735B108 55 1,698 X 1 1,698
FMC CORP NEW COMMON 302491303 754 8,758 X 1 4,628 4,130
FMC TECHNOLOGIES INC COMMON 30249U101 15,735 301,268 X 1 291,033 10,235
FORD MOTOR CO COMMON 345370860 30,529 2,837,230 X 1 2,810,170 21,205 5,855
FORD MOTOR CO COMMON 345370860 3,960 367,990 X 2 367,990
FORD MOTOR COMPANY CVT CV BND 345370CN8 39,442 2,958,065 X 2 2,958,065
FORD MOTOR COMPANY CVT CV BND 345370CN8 702,803 52,708,073 X 1 49,876,890 353,764 2,477,420
FORTINET INC COMMON 34959E109 1,822 83,553 X 1 83,553
FOSSIL INC COMMON 349882100 2,124 26,768 X 1 26,768
FOSTER WHEELER AG COMMON H27178104 49 2,564 X 1 2,564
FRANKLIN RESOURCES COMMON 354613101 111 1,151 X 2 1,151
FRANKLIN RESOURCES COMMON 354613101 35,622 370,826 X 1 133,738 237,088
FRED'S INC COMMON 356108100 12,447 853,694 X 1 814,110 39,584
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 102 2,773 X 2 2,773
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 14,073 382,510 X 1 126,228 256,282
FRESH DEL MONTE PRODUCE INC COMMON G36738105 4,521 180,783 X 1 172,025 8,758
FRESH MARKET INC/THE COMMON 35804H106 64 1,616 X 2 1,616
FRESH MARKET INC/THE COMMON 35804H106 10,531 263,928 X 1 250,818 13,110
FTI CONSULTING INC COMMON 302941109 89 2,109 X 2 2,109
FTI CONSULTING INC COMMON 302941109 14,605 344,302 X 1 327,173 17,129
FXA Exchange 23129U101 20,524 PUT 200 X 1 200
FXE Exchange 23130C108 64,460 PUT 500 X 1 500
GENERAL ELECTRIC COMMON 369604103 2,258 126,085 X 2 126,085
GENERAL ELECTRIC COMMON 369604103 106,550 5,949,191 X 1 4,666,081 1,283,110
GENERAL MOTORS - CW16 WTS 37045V118 53 4,490 X 1 4,490
GENERAL MOTORS - CW19 WTS 37045V126 35 4,490 X 1 4,490
GENERAL MOTORS CO COMMON 37045V100 721 35,552 X 2 35,552
GENERAL MOTORS CO COMMON 37045V100 34,977 1,725,551 X 1 1,516,026 209,525
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 46,357 1,708,910 X 2 1,708,910
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 404,615 14,915,807 X 1 13,643,750 151,916 1,120,141
GENESCO INC COMMON 371532102 14,752 238,937 X 1 227,399 11,538
GENESEE & WYOMING INC-CL A COMMON 371559105 83 1,370 X 2 1,370
GENESEE & WYOMING INC-CL A COMMON 371559105 27,337 451,253 X 1 429,369 21,884
GEOEYE INC COMMON 37250W108 1,410 63,458 X 2 63,458
GEOEYE INC COMMON 37250W108 10,908 490,916 X 1 326,006 164,910
GILEAD SCIENCES INC COMMON 375558103 84 2,051 X 2 2,051
GILEAD SCIENCES INC COMMON 375558103 11,260 275,104 X 1 86,007 189,097
GLOBAL POWER EQUIPMENT GROUP COMMON 37941P306 5,616 236,480 X 1 224,919 11,561
GOLD RESOURCE CORP COMMON 38068T105 6 267 X 1 267
GOLDMAN SACHS GROUP COMMON 38141G104 31 340 X 1 340
GOODYEAR TIRE & RUBBER CO COMMON 382550101 38,174 2,694,022 X 1 2,350,896 343,126
GOODYEAR TIRE & RUBBER CO COMMON 382550101 854 60,280 X 2 60,280
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 18,189 1,026,409 X 2 1,026,409
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 134,489 7,589,433 X 1 6,562,000 59,163 968,270
GOOGLE INC-CL A COMMON 38259P508 127,478 197,365 X 1 94,798 586 101,981
GRAND CANYON EDUCATION INC COMMON 38526M106 47 2,967 X 2 2,967
GRAND CANYON EDUCATION INC COMMON 38526M106 7,724 483,947 X 1 459,855 24,092
GREENHILL & CO INC COMMON 395259104 32,241 886,475 X 1 297,014 589,461
GRIFFON CORPORATION COMMON 398433102 6,007 657,979 X 1 627,798 30,181
GROUP 1 AUTOMOTIVE INC COMMON 398905109 11 206 X 1 206
GSI GROUP INC COMMON 36191C205 6,507 636,081 X 1 606,042 30,039
GULFPORT ENERGY CORP COMMON 402635304 6 193 X 1 193
H&E EQUIPMENT SERVICES INC COMMON 404030108 7,265 541,336 X 1 514,880 26,456
HALLIBURTON CO COMMON 406216101 159 4,600 X 2 4,600
HALLIBURTON CO COMMON 406216101 8,912 258,258 X 1 179,648 78,610
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 70 3,770 X 2 3,770
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 18,151 971,156 X 1 923,417 47,739
HARMONIC INC COMMON 413160102 7,666 1,520,996 X 1 1,448,536 72,460
HARSCO CORP COMMON 415864107 518 25,186 X 2 25,186
HARSCO CORP COMMON 415864107 26,315 1,278,660 X 1 1,125,794 152,866
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 12,777 829,652 X 1 829,652
HAYNES INTERNATIONAL INC COMMON 420877201 10,017 183,466 X 1 174,978 8,488
HCA HOLDINGS INC COMMON 40412C101 887 40,255 X 2 40,255
HCA HOLDINGS INC COMMON 40412C101 43,006 1,952,151 X 1 1,707,414 244,737
HCC INSURANCE HLDG COMMON 404132102 16,222 589,887 X 1 561,134 28,753
HCP INC COMMON 40414L109 226 5,467 X 1 5,467
HEALTHSOUTH CORP COMMON 421924309 681 38,558 X 2 38,558
HEALTHSOUTH CORP COMMON 421924309 5,256 297,433 X 1 196,786 100,647
HEICO CORP COMMON 422806109 84 1,432 X 2 1,432
HEICO CORP COMMON 422806109 13,607 232,684 X 1 221,060 11,624
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 922 58,379 X 2 58,379
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 15,404 974,933 X 1 798,403 176,530
HERSHA HOSPITALITY TRUST COMMON 427825104 14,371 2,944,900 X 1 2,803,962 140,938
HESS CORP COMMON 42809H107 79,215 1,394,631 X 1 1,218,206 176,425
HESS CORP COMMON 42809H107 1,739 30,623 X 2 30,623
HEXCEL CORP COMMON 428291108 15,055 621,835 X 1 590,799 31,036
HEXCEL CORP COMMON 428291108 93 3,823 X 2 3,823
HIBBETT SPORTS INC COMMON 428567101 11,473 253,950 X 1 241,308 12,642
HIBBETT SPORTS INC COMMON 428567101 70 1,557 X 2 1,557
HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 8,412 1,361,139 X 1 1,361,139
HITTITE MICROWAVE CORP COMMON 43365Y104 64 1,293 X 2 1,293
HITTITE MICROWAVE CORP COMMON 43365Y104 10,354 209,673 X 1 199,151 10,522
HMS HOLDINGS CORP COMMON 40425J101 14,449 451,817 X 1 429,321 22,496
HMS HOLDINGS CORP COMMON 40425J101 89 2,769 X 2 2,769
HOLOGIC INC CVT CV BND 436440AA9 97,694 2,654,090 X 1 2,319,060 163,758 171,272
HOLOGIC INC CVT CV BND 436440AB7 2,516 99,870 X 2 99,870
HOLOGIC INC CVT CV BND 436440AB7 10,719 425,532 X 1 328,919 4,342 92,271
HOME DEPOT COMMON 437076102 24,549 583,938 X 1 247,895 336,043
HOME PROPERTIES INC COMMON 437306103 12,756 221,578 X 1 211,022 10,556
HONEYWELL INTERNATIONAL INC COMMON 438516106 1,457 26,812 X 2 26,812
HONEYWELL INTERNATIONAL INC COMMON 438516106 65,669 1,208,266 X 1 1,055,328 152,938
HORSEHEAD HOLDING CORP COMMON 440694305 9,111 1,011,193 X 1 964,365 46,828
HOSPIRA INC COMMON 441060100 1 20 X 1 20
HOT TOPIC INC COMMON 441339108 12,647 1,913,338 X 1 1,823,301 90,037
HOVNANIAN ENT CVT CV PFD 44248W208 2,869 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 8,215 226,545 X 1 215,789 10,756
HUB GROUP INC CL A COMMON 443320106 67 2,080 X 2 2,080
HUB GROUP INC CL A COMMON 443320106 11,062 341,117 X 1 324,219 16,898
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 120,958 6,870,218 X 1 6,702,371 102,058 65,789
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 2,455 139,451 X 2 139,451
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 15,034 1,264,165 X 2 1,264,165
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 298,916 25,134,708 X 1 22,933,582 123,452 2,077,673
HUMANA COMMON 444859102 98 1,120 X 2 1,120
HUMANA COMMON 444859102 16,809 191,856 X 1 89,217 102,639
HUNT J B TRANSPORT SVCS INC COMMON 445658107 1,372 30,451 X 2 30,451
HUNT J B TRANSPORT SVCS INC COMMON 445658107 10,990 243,853 X 1 163,895 79,958
HUNTSMAN CORP COMMON 447011107 10 1,000 X 1 1,000
IAC/ INTERACTIVECORP COMMON 44919P508 2,102 49,352 X 2 49,352
IAC/ INTERACTIVECORP COMMON 44919P508 27,760 651,651 X 1 509,826 141,825
IBERIABANK CORP COMMON 450828108 14,606 296,276 X 1 282,278 13,998
IBM COMMON 459200101 1,973 10,732 X 1 4,994 3,653 2,085
IHS INC-CLASS A COMMON 451734107 10 111 X 1 111
II-VI INC COMMON 902104108 11,950 650,895 X 1 619,573 31,322
ILLINOIS TOOL WORKS INC COMMON 452308109 149 3,200 X 1 3,200
IMPAX LABORATORIES INC COMMON 45256B101 10,479 519,528 X 1 494,366 25,162
IMPERVA INC COMMON 45321L100 43 1,229 X 2 1,229
IMPERVA INC COMMON 45321L100 7,014 201,500 X 1 191,519 9,981
INFORMATICA CORP COMMON 45666Q102 13 352 X 1 352
INGERSOLL-RAND PLC COMMON G47791101 316 10,380 X 1 10,380
INHIBITEX INC COMMON 45719T103 8,457 773,064 X 1 738,301 34,763
INHIBITEX INC COMMON 45719T103 47 4,281 X 2 4,281
INSULET CORP COMMON 45784P101 83 4,393 X 2 4,393
INSULET CORP COMMON 45784P101 13,461 714,882 X 1 679,230 35,652
INTEGRATED DEVICE TECH INC COMMON 458118106 807 147,893 X 2 147,893
INTEGRATED DEVICE TECH INC COMMON 458118106 6,858 1,256,059 X 1 856,164 399,895
INTEL CORP COMMON 458140100 775,559 31,981,798 X 1 31,977,198 4,600
INTEL CORP CVT CV BND 458140AD2 50,126 1,585,515 X 2 1,585,515
INTEL CORP CVT CV BND 458140AD2 342,601 10,836,735 X 1 9,756,121 123,179 957,435
INTERPUBLIC GROUP COS CVT CV BND 460690BA7 303 24,738 X 2 24,738
INTERPUBLIC GROUP COS CVT CV BND 460690BA7 2,427 197,907 X 1 197,907
INTERPUBLIC GROUP COS CVT CV BND 460690BE9 6,036 453,537 X 1 453,537
INTERPUBLIC GROUP COS INC COMMON 460690100 328 33,733 X 1 33,733
INTERVAL LEISURE GROUP COMMON 46113M108 5,911 434,326 X 1 292,150 142,176
INTERVAL LEISURE GROUP COMMON 46113M108 770 56,566 X 2 56,566
INTERXION HOLDING NV COMMON N47279109 68 5,034 X 2 5,034
INTERXION HOLDING NV COMMON N47279109 10,977 816,146 X 1 775,191 40,955
INTUITIVE SURGICAL INC COMMON 46120E602 4,267 9,215 X 1 9,215
INVESCO LTD COMMON G491BT108 45 2,218 X 1 2,218
INVITROGEN CORP CV BND 46185RAK6 27,745 543,885 X 1 530,457 12,448 980
IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 84 2,000 X 1 2,000
IPG PHOTONICS CORP COMMON 44980X109 37 1,103 X 2 1,103
IPG PHOTONICS CORP COMMON 44980X109 6,065 179,074 X 1 170,101 8,973
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 950 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 1,191 24,056 X 1 24,056
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,255 33,080 X 1 33,080
ISHARES RUSSELL 1000 GROWTH IN Exchange 464287614 1,612 27,902 X 1 27,902
ISHARES RUSSELL 1000 VALUE IND Exchange 464287598 232 3,647 X 1 3,647
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 7,559 102,494 X 1 101,212 1,282
ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 33 600 X 1 600
ISHARES SILVER TRUST Exchange 46428Q109 54 2,000 X 1 2,000
ISTAR FINANCIAL INC CVT CV BND 45031UBF7 98,339 2,453,436 X 1 2,453,436
ITC HOLDINGS CORP COMMON 465685105 8,857 116,723 X 1 111,082 5,641
ITT CORP COMMON 450911201 12,301 636,392 X 1 420,443 215,949
ITT CORP COMMON 450911201 1,570 81,216 X 2 81,216
J & J SNACK FOODS CORP COMMON 466032109 15,680 294,288 X 1 280,671 13,617
JARDEN CORP COMMON 471109108 9,250 309,566 X 1 295,480 14,086
JDS UNIPHASE CORP COMMON 46612J507 168 16,100 X 1 16,100
JDS UNIPHASE CORP COMMON 46612J507 157 15,000 X 2 15,000
JEFFERIES GROUP INC CVT CV BND 472319AG7 1,650 52,450 X 1 31,601 20,849
JIVE SOFTWARE INC COMMON 47760A108 20 1,271 X 1 1,271
JM SMUCKER CO COMMON 832696405 2,659 34,019 X 2 34,019
JM SMUCKER CO COMMON 832696405 24,314 311,035 X 1 221,659 89,376
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 999 65,021 X 2 65,021
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 13,040 848,424 X 1 658,690 189,734
JOHNSON CONTROLS COMMON 478366107 39,217 1,254,541 X 1 1,095,827 158,714
JOHNSON CONTROLS COMMON 478366107 872 27,905 X 2 27,905
JONES LANG LASALLE INC COMMON 48020Q107 9,041 147,585 X 1 138,737 2,863 5,985
JOY GLOBAL INC COMMON 481165108 3,510 46,821 X 1 46,821
JP MORGAN CHASE & CO COMMON 46625H100 2,384 71,707 X 2 71,707
JP MORGAN CHASE & CO COMMON 46625H100 118,326 3,558,668 X 1 2,834,209 724,459
KADANT INC COMMON 48282T104 7,245 320,425 X 1 212,632 107,793
KADANT INC COMMON 48282T104 926 40,975 X 2 40,975
KANSAS CITY SOUTHERN COMMON 485170302 5,520 81,161 X 1 81,161
KAR AUCTION SERVICES INC COMMON 48238T109 8,471 627,506 X 1 597,612 29,894
KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 35 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 8,388 1,248,275 X 1 1,210,500 37,775
KB HOME CORP COMMON 48666K109 6,045 899,590 X 2 899,590
KELLOGG CO COMMON 487836108 1,455 28,774 X 2 28,774
KELLOGG CO COMMON 487836108 74,659 1,476,353 X 1 1,133,641 342,712
KEYCORP (NEW) COMMON 493267108 17,472 2,271,977 X 1 1,525,432 746,545
KEYCORP (NEW) COMMON 493267108 2,202 286,328 X 2 286,328
KIMBERLY CLARK COMMON 494368103 154 2,100 X 2 2,100
KIMBERLY CLARK COMMON 494368103 162 2,200 X 1 2,200
KIMCO REALTY CORP COMMON 49446R109 262 16,141 X 1 16,141
KIRBY CORP COMMON 497266106 35,866 544,739 X 1 426,116 118,623
KIRBY CORP COMMON 497266106 2,692 40,889 X 2 40,889
KLA-TENCOR CORPORATION COMMON 482480100 11 220 X 1 220
KOPPERS HOLDINGS INC COMMON 50060P106 10,894 317,059 X 1 301,828 15,231
KROGER COMMON 501044101 108 4,454 X 2 4,454
KROGER COMMON 501044101 14,700 606,947 X 1 196,581 410,366
KULICKE & SOFFA CVT CV BND 501242AT8 34,104 2,384,673 X 1 2,286,449 80,460 17,764
KULICKE & SOFFA CVT CV BND 501242AT8 1,098 76,768 X 2 76,768
KULICKE & SOFFA INDUSTRIES COMMON 501242101 10,476 1,132,499 X 1 748,252 384,247
KULICKE & SOFFA INDUSTRIES COMMON 501242101 1,337 144,543 X 2 144,543
LA-Z-BOY INC COMMON 505336107 8,563 719,552 X 1 685,486 34,066
LATTICE SEMICONDUCTOR CORP COMMON 518415104 10,379 1,747,260 X 1 1,663,741 83,519
LEAR CORP COMMON 521865204 19,987 502,184 X 1 335,739 166,445
LEAR CORP COMMON 521865204 2,528 63,510 X 2 63,510
LEGG MASON INC COMMON 524901105 74,657 3,104,232 X 1 2,213,449 890,783
LEGG MASON INC COMMON 524901105 1,032 42,918 X 2 42,918
LEGGETT & PLATT INC COMMON 524660107 4,795 208,105 X 1 198,313 9,792
LENNAR CORP COMMON 526057104 10,797 549,450 X 1 549,450
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 645 28,610 X 2 28,610
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 19,649 872,065 X 1 778,407 89,879 3,779
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,680 57,407 X 2 57,407
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 95,473 3,262,775 X 1 3,214,997 29,815 17,963
LIBERTY INTERACTIVE CORP COMMON 53071M104 4,001 246,744 X 2 246,744
LIBERTY INTERACTIVE CORP COMMON 53071M104 79,153 4,881,441 X 1 3,986,262 895,179
LIBERTY MEDIA CORPORAT 530715AN1 14,203 923,518 X 1 888,480 9,393 25,645
LIBERTY MEDIA CORPORAT 530715AN1 307 19,979 X 2 19,979
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 32,337 414,312 X 1 321,002 93,310
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 2,474 31,693 X 2 31,693
LIFE TIME FITNESS INC COMMON 53217R207 100 2,129 X 2 2,129
LIFE TIME FITNESS INC COMMON 53217R207 16,249 347,564 X 1 330,277 17,287
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,266 36,426 X 1 24,502 2,123 9,801
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 16,892 318,993 X 1 251,796 10,717 56,480
LINEAR TECHNOLOGY CORP COMMON 535678106 1,205 40,131 X 1 40,131
LINKEDIN CORP - A COMMON 53578A108 9,511 150,939 X 1 54,398 96,541
LINKEDIN CORP - A COMMON 53578A108 66 1,046 X 2 1,046
LIQUIDITY SERVICES INC COMMON 53635B107 12,971 351,525 X 1 334,048 17,477
LIQUIDITY SERVICES INC COMMON 53635B107 79 2,151 X 2 2,151
LITTELFUSE INC COMMON 537008104 13,105 304,915 X 1 290,008 14,907
LKQ CORP COMMON 501889208 10 326 X 1 326
LOWES COS COMMON 548661107 22,864 900,862 X 1 375,962 524,900
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 565 41,954 X 2 41,954
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 37,224 2,763,515 X 1 2,171,984 13,029 578,501
LUFKIN INDS INC COMMON 549764108 85 1,256 X 2 1,256
LUFKIN INDS INC COMMON 549764108 28,465 422,899 X 1 402,323 20,576
LULULEMON ATHLETICA INC COMMON 550021109 36 782 X 1 782
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 10,699 605,830 X 1 575,671 30,159
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 66 3,714 X 2 3,714
LUMINEX CORP COMMON 55027E102 57 2,685 X 2 2,685
LUMINEX CORP COMMON 55027E102 9,320 438,988 X 1 417,175 21,813
LYONDELLBASELL INDU-CL A COMMON N53745100 203 6,249 X 1 6,249
M & T BANK CORP COMMON 55261F104 52 682 X 1 682
MACYS INC. COMMON 55616P104 167 5,197 X 2 5,197
MACYS INC. COMMON 55616P104 22,816 709,025 X 1 229,828 479,197
MADISON SQUARE GARDEN CO-A COMMON 55826P100 247 8,614 X 1 8,614
MARATHON OIL CORP COMMON 565849106 103 3,511 X 1 3,511
MARKET VECTORS AGRIBUSINESS Exchange 57060U605 622 13,200 X 1 13,200
MARKET VECTORS AGRIBUSINESS Exchange 57060U605 580 12,300 X 2 12,300
MARKET VECTORS OIL SERVICE ETF Exchange 57060U191 299 2,600 X 2 2,600
MARKET VECTORS OIL SERVICE ETF Exchange 57060U191 322 2,800 X 1 2,800
MARKETAXESS HOLDINGS INC COMMON 57060D108 15,541 516,151 X 1 491,008 25,143
MARRIOTT VACATIONS WORLD COMMON 57164Y107 10,182 593,344 X 1 564,670 28,674
MASSEY ENERGY CO CVT CV BND 576203AJ2 12,702 161,458 X 1 161,458
MASTEC INC COMMON 576323109 9,624 554,076 X 1 526,629 27,447
MASTEC INC COMMON 576323109 59 3,378 X 2 3,378
MASTERCARD INC-CLASS A COMMON 57636Q104 852 2,286 X 1 1,212 1,074
MATTEL INC COMMON 577081102 367 13,226 X 1 13,226
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 3,265 125,390 X 1 125,390
MAXWELL TECHNOLOGIES INC COMMON 577767106 58 3,566 X 2 3,566
MAXWELL TECHNOLOGIES INC COMMON 577767106 9,486 584,136 X 1 555,128 29,008
MCCORMICK & CO NON VTG COMMON 579780206 6,435 127,637 X 1 6,575 121,062
MCDONALDS COMMON 580135101 72 713 X 1 713
MCGRATH RENTCORP COMMON 580589109 17,625 607,958 X 1 578,899 29,059
MCKESSON CORP COMMON 58155Q103 17,423 223,626 X 1 73,325 4,766 145,535
MCKESSON CORP COMMON 58155Q103 123 1,575 X 2 1,575
MDC PARTNERS INC COMMON 552697104 8,262 611,124 X 1 580,875 30,249
MDC PARTNERS INC COMMON 552697104 50 3,726 X 2 3,726
MDU RESOURCES GROUP INC COMMON 552690109 828 38,574 X 2 38,574
MDU RESOURCES GROUP INC COMMON 552690109 6,833 318,423 X 1 216,426 101,997
MEADWESTVACO CORP COMMON 583334107 2,304 76,943 X 1 76,943
MEASUREMENT SPECIALTIES INC COMMON 583421102 56 2,017 X 2 2,017
MEASUREMENT SPECIALTIES INC COMMON 583421102 9,063 324,155 X 1 307,762 16,393
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 3 50 X 1 50
MEDNAX INC COMMON 58502B106 1,998 27,743 X 2 27,743
MEDNAX INC COMMON 58502B106 30,245 420,006 X 1 336,868 83,138
MEDTRONIC INC COMMON 585055106 1,464 38,279 X 2 38,279
MEDTRONIC INC COMMON 585055106 93,516 2,444,864 X 1 1,861,889 582,975
MELLANOX TECHNOLOGIES LTD COMMON M51363113 419 12,892 X 1 12,892
MERCADOLIBRE INC COMMON 58733R102 1,868 23,481 X 1 23,481
MERCK & CO COMMON 58933Y105 146,310 3,880,889 X 1 2,986,080 894,809
MERCK & CO COMMON 58933Y105 2,423 64,280 X 2 64,280
METHODE ELECTRONICS INC COMMON 591520200 6,209 748,938 X 1 712,796 36,142
METLIFE INC COMMON 59156R108 78,719 2,524,651 X 1 1,944,806 579,845
METLIFE INC COMMON 59156R108 1,424 45,665 X 2 45,665
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 23,138 156,643 X 1 110,759 45,884
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 2,590 17,535 X 2 17,535
MICROCHIP TECHNOLOGY INC COMMON 595017104 22,415 611,940 X 1 404,652 207,288
MICROCHIP TECHNOLOGY INC COMMON 595017104 2,898 79,112 X 2 79,112
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 73,774 5,428,195 X 1 4,396,663 333,773 697,760
MICROS SYSTEMS INC COMMON 594901100 16,700 358,517 X 1 240,489 118,028
MICROS SYSTEMS INC COMMON 594901100 2,097 45,014 X 2 45,014
MICROSOFT CORP COMMON 594918104 1,441 55,493 X 2 55,493
MICROSOFT CORP COMMON 594918104 382,776 14,744,819 X 1 12,589,958 12,008 2,142,853
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 15,461 247,179 X 1 235,852 11,327
MIDDLEBY CORP COMMON 596278101 19,733 209,840 X 1 167,778 42,062
MIDDLEBY CORP COMMON 596278101 1,338 14,223 X 2 14,223
MIDDLESEX WATER CO COMMON 596680108 7,700 412,645 X 1 394,042 18,603
MINE SAFETY APPLIANCES CO COMMON 602720104 60 1,800 X 1 1,800
MINERALS TECHNOLOGIES INC COMMON 603158106 9,987 176,674 X 1 168,173 8,501
MOBILE MINI INC COMMON 60740F105 10,013 573,801 X 1 544,924 28,877
MOBILE MINI INC COMMON 60740F105 62 3,553 X 2 3,553
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 9,162 587,694 X 1 559,354 28,340
MONRO MUFFLER BRAKE INC COMMON 610236101 9 243 X 1 243
MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,594 441,327 X 1 441,327
MOTOROLA SOLUTIONS INC COMMON 620076307 63,143 1,364,084 X 1 1,197,174 166,910
MOTOROLA SOLUTIONS INC COMMON 620076307 1,314 28,388 X 2 28,388
MOVADO CORP INC COMMON 624580106 11,636 640,384 X 1 609,337 31,047
MSCI INC-A COMMON 55354G100 7,693 233,608 X 1 233,608
MYLAN LABS COMMON 628530107 1,082 50,425 X 2 50,425
MYLAN LABS COMMON 628530107 27,823 1,296,518 X 1 524,751 14,982 756,785
MYR GROUP INC/DELAWARE COMMON 55405W104 5,831 304,659 X 1 289,907 14,752
NASDAQ OMX GROUP/THE COMMON 631103108 28,084 1,145,834 X 1 762,453 383,381
NASDAQ OMX GROUP/THE COMMON 631103108 3,572 145,717 X 2 145,717
NATIONAL OILWELL VARCO INC COMMON 637071101 26,079 383,577 X 1 266,461 4,907 112,209
NATIONAL OILWELL VARCO INC COMMON 637071101 227 3,345 X 2 3,345
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 13,834 524,427 X 1 499,728 24,699
NAVISTAR INTL CORP CVT CV BND 63934EAL2 3,949 72,901 X 2 72,901
NAVISTAR INTL CORP CVT CV BND 63934EAL2 34,275 632,733 X 1 586,088 15,018 31,627
NCI BUILDING SYSTEMS INC COMMON 628852204 53 4,921 X 2 4,921
NCI BUILDING SYSTEMS INC COMMON 628852204 8,698 800,170 X 1 760,137 40,033
NETGEAR INC COMMON 64111Q104 30,447 906,960 X 1 708,158 198,802
NETGEAR INC COMMON 64111Q104 2,318 69,044 X 2 69,044
NEWPARK RESOURCES INC COMMON 651718504 12,983 1,366,593 X 1 1,298,619 67,974
NEWPARK RESOURCES INC COMMON 651718504 79 8,363 X 2 8,363
NOBLE CORP COMMON H5833N103 2,462 81,470 X 1 81,470
NOBLE ENERGY INC COMMON 655044105 41,935 444,270 X 1 283,383 160,887
NOBLE ENERGY INC COMMON 655044105 655 6,936 X 2 6,936
NORDSTROM INC COMMON 655664100 1,192 23,989 X 1 12,941 11,048
NORFOLK SOUTHN CORP COMMON 655844108 66,121 907,509 X 1 782,788 124,721
NORFOLK SOUTHN CORP COMMON 655844108 1,418 19,458 X 2 19,458
NORTHEAST UTILITIES COMMON 664397106 318 8,809 X 1 8,809
NORTHROP GRUMMAN CORP COMMON 666807102 72,457 1,239,007 X 1 1,080,738 158,269
NORTHROP GRUMMAN CORP COMMON 666807102 1,612 27,565 X 2 27,565
NORTHWESTERN CORP COMMON 668074305 6,264 175,029 X 1 166,622 8,407
NOVARTIS AG SPON ADR ADR 66987V109 53,048 927,896 X 1 363,255 564,641
NTELOS HOLDINGS CORP COMMON 67020Q305 7,276 357,018 X 1 236,979 120,039
NTELOS HOLDINGS CORP COMMON 67020Q305 936 45,911 X 2 45,911
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 3,606 128,434 X 1 128,434
NUANCE COMMUNICATIONS INC COMMON 67020Y100 2,871 114,091 X 1 114,091
NUCOR CORP COMMON 670346105 10 250 X 1 250
NV ENERGY INC COMMON 67073Y106 146 8,925 X 1 8,925
NXSTAGE MEDICAL INC COMMON 67072V103 10,315 580,168 X 1 551,278 28,890
NXSTAGE MEDICAL INC COMMON 67072V103 63 3,560 X 2 3,560
O'REILLY AUTOMOTIVE INC COMMON COMMON 67103H107 3,640 45,531 X 1 45,531
OASIS PETROLEUM INC COMMON 674215108 10,114 347,676 X 1 330,353 17,323
OASIS PETROLEUM INC COMMON 674215108 62 2,135 X 2 2,135
OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 5,310 522,601 X 1 497,981 24,620
OCCIDENTAL PETE COMMON 674599105 4,508 48,116 X 1 14,909 33,207
OCEANEERING INTL INC COMMON 675232102 62,386 1,352,401 X 1 1,155,011 197,390
OCEANEERING INTL INC COMMON 675232102 2,914 63,175 X 2 63,175
OLD DOMINION FREIGHT LINE COMMON 679580100 15,809 390,050 X 1 371,937 18,113
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 325,326 23,819,892 X 1 23,538,402 5,469 276,022
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 15,295 1,119,850 X 2 1,119,850
OLIN COMMON 680665205 10,028 510,314 X 1 485,615 24,699
OMEGA HEALTHCARE INVESTORS COMMON 681936100 14,977 773,984 X 1 736,172 37,812
OMNICARE INC CVT CV BND 681904AL2 12,235 167,252 X 2 167,252
OMNICARE INC CVT CV BND 681904AL2 101,772 1,391,230 X 1 1,062,998 54,747 273,485
OMNICARE INC CVT CV BND 681904AN8 9,153 239,963 X 2 239,963
OMNICARE INC CVT CV BND 681904AN8 119,881 3,142,845 X 1 2,926,751 33,708 182,387
OMNICOM GROUP COMMON 681919106 82,889 1,859,321 X 1 1,321,823 537,498
OMNICOM GROUP COMMON 681919106 1,184 26,556 X 2 26,556
ONEOK INC COMMON 682680103 477 5,508 X 1 5,508
ONYX PHARMACEUTICALS COMMON 683399109 9 212 X 1 212
OPENTABLE INC COMMON 68372A104 395 10,085 X 1 10,085
ORACLE CORP COMMON 68389X105 1,708 66,570 X 2 66,570
ORACLE CORP COMMON 68389X105 184,507 7,193,243 X 1 4,418,674 19,977 2,754,592
OWENS-ILLINOIS INC COMMON 690768403 503 25,966 X 2 25,966
OWENS-ILLINOIS INC COMMON 690768403 30,399 1,568,562 X 1 1,474,009 31,083 63,470
OXFORD INDUSTRIES INC COMMON 691497309 6,263 138,817 X 1 131,870 6,947
OXFORD INDUSTRIES INC COMMON 691497309 39 855 X 2 855
PANERA BREAD CO CL A COMMON 69840W108 15,926 112,588 X 1 107,984 4,604
PANERA BREAD CO CL A COMMON 69840W108 80 567 X 2 567
PEABODY ENERGY CORP CVT CV BND 704549AG9 43,192 726,187 X 1 581,619 22,037 122,532
PEABODY ENERGY CORP CVT CV BND 704549AG9 12,084 203,168 X 2 203,168
PENSKE AUTO GROUP INC COMMON 70959W103 233 12,125 X 1 12,125
PEPSICO INC COMMON 713448108 102,351 1,542,592 X 1 1,370,118 172,474
PEPSICO INC COMMON 713448108 2,048 30,860 X 2 30,860
PERFICIENT INC COMMON 71375U101 6,186 617,938 X 1 587,750 30,188
PERRIGO CO COMMON 714290103 18,793 193,141 X 1 89,605 5,391 98,145
PERRIGO CO COMMON 714290103 99 1,019 X 2 1,019
PETROLEUM DEVELOPMENT CORP COMMON 716578109 64 1,813 X 2 1,813
PETROLEUM DEVELOPMENT CORP COMMON 716578109 10,333 294,297 X 1 279,573 14,724
PETSMART INC COMMON 716768106 4,051 78,982 X 1 78,982
PFIZER INC COMMON 717081103 147,204 6,802,397 X 1 4,545,727 2,256,670
PFIZER INC COMMON 717081103 2,524 116,636 X 2 116,636
PHH CORP COMMON 693320202 401 37,472 X 2 37,472
PHH CORP COMMON 693320202 5,315 496,686 X 1 385,190 111,496
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 1,077 13,725 X 1 13,725
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 510 6,500 X 2 6,500
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 7,266 449,930 X 1 428,109 21,821
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 660 5,925 X 1 5,925
PITNEY BOWES COMMON 724479100 161 8,700 X 1 8,700
PITNEY BOWES COMMON 724479100 150 8,100 X 2 8,100
PLAINS EXPLORATION & PRODUCT COMMON 726505100 449 12,223 X 1 12,223
PNC FINANCIAL SERVICES COMMON 693475105 113,226 1,963,345 X 1 1,524,062 439,283
PNC FINANCIAL SERVICES COMMON 693475105 1,881 32,616 X 2 32,616
POLYPORE INTERNATIONAL INC COMMON 73179V103 7,403 168,281 X 1 159,915 8,366
POLYPORE INTERNATIONAL INC COMMON 73179V103 45 1,029 X 2 1,029
POPULAR INC COMMON 733174106 6,548 4,710,987 X 1 4,485,726 225,261
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 153 3,700 X 1 3,700
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 144 3,500 X 2 3,500
POTLATCH CORP COMMON 737630103 24,553 789,223 X 1 616,703 172,520
POTLATCH CORP COMMON 737630103 1,856 59,671 X 2 59,671
POWER INTEGRATIONS INC COMMON 739276103 7,875 237,492 X 1 225,666 11,826
POWER INTEGRATIONS INC COMMON 739276103 48 1,453 X 2 1,453
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 183 6,820 X 1 6,820
PPG INDS COMMON 693506107 273,579 3,276,791 X 1 3,230,281 46,510
PPL CORPORATION COMMON 69351T106 59,802 2,032,683 X 1 1,773,116 259,567
PPL CORPORATION COMMON 69351T106 1,315 44,713 X 2 44,713
PRAXAIR INC COMMON 74005P104 15,843 148,208 X 1 139,505 4,157 4,546
PRECISION CASTPARTS COMMON 740189105 277 1,681 X 2 1,681
PRECISION CASTPARTS COMMON 740189105 30,565 185,478 X 1 105,849 4,139 75,490
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,510 134,009 X 2 134,009
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 11,740 1,041,660 X 1 689,122 352,538
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 1,102 19,359 X 1 11,324 8,035
PRICELINE.COM INC COMMON 741503403 33,172 70,925 X 1 43,750 1,345 25,830
PRICELINE.COM INC COMMON 741503403 126 270 X 2 270
PRIMORIS SERVICES CORP COMMON 74164F103 1,893 126,809 X 1 97,317 29,492
PROASSURANCE CORP COMMON 74267C106 15,864 198,746 X 1 189,348 9,398
PROCTER & GAMBLE COMMON 742718109 163 2,450 X 2 2,450
PROCTER & GAMBLE COMMON 742718109 42,819 641,871 X 1 266,504 3,360 372,007
PROGRESS ENERGY INC COMMON 743263105 448 8,000 X 1 8,000
PROGRESS SOFTWARE CORP COMMON 743312100 11,066 571,871 X 1 544,627 27,244
PROLOGIS INC CVT CV BND 74340XAT8 95,855 2,400,378 X 1 2,303,278 1,033 96,067
PROLOGIS INC CVT CV BND 74340XAT8 1,898 47,517 X 2 47,517
PROSPERITY BANCSHARES INC COMMON 743606105 1,832 45,415 X 2 45,415
PROSPERITY BANCSHARES INC COMMON 743606105 27,609 684,230 X 1 549,338 134,892
PRUDENTIAL FINANCIAL INC COMMON 744320102 12,854 256,462 X 1 80,253 176,209
PRUDENTIAL FINANCIAL INC COMMON 744320102 95 1,890 X 2 1,890
PSS WORLD MEDICAL INC COMMON 69366A100 69 2,871 X 2 2,871
PSS WORLD MEDICAL INC COMMON 69366A100 11,395 471,074 X 1 447,749 23,325
PULTE GROUP INC COMMON 745867101 2,461 390,000 X 1 390,000
PVH CORPORATION COMMON 693656100 79 1,119 X 2 1,119
PVH CORPORATION COMMON 693656100 12,930 183,435 X 1 174,337 9,098
QEP RESOURCES INC COMMON 74733V100 16,647 568,165 X 1 376,743 191,422
QEP RESOURCES INC COMMON 74733V100 2,145 73,221 X 2 73,221
QLIK TECHNOLOGIES INC COMMON 74733T105 11,292 466,621 X 1 446,032 20,589
QLIK TECHNOLOGIES INC COMMON 74733T105 61 2,537 X 2 2,537
QLOGIC CORP COMMON 747277101 17,387 1,159,102 X 1 901,154 257,948
QLOGIC CORP COMMON 747277101 1,337 89,156 X 2 89,156
QUAKER CHEMICAL CORP COMMON 747316107 3,773 97,024 X 1 64,218 32,806
QUAKER CHEMICAL CORP COMMON 747316107 482 12,393 X 2 12,393
QUALCOMM INC COMMON 747525103 115,177 2,105,620 X 1 934,871 10,489 1,160,260
QUALCOMM INC COMMON 747525103 204 3,726 X 2 3,726
QUESTAR CORP COMMON 748356102 1,774 89,348 X 2 89,348
QUESTAR CORP COMMON 748356102 13,912 700,519 X 1 463,859 236,660
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 8,490 204,173 X 1 194,011 10,162
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 52 1,251 X 2 1,251
RACKSPACE HOSTING INC COMMON 750086100 5,155 119,849 X 1 119,849
RADIOSHACK CORP COMMON 750438103 3,873 398,885 X 1 379,380 19,505
RANGE RESOURCES CORP COMMON 75281A109 321 5,178 X 1 5,178
RAVEN INDUSTRIES INC COMMON 754212108 13,583 219,433 X 1 208,786 10,647
RAYMOND JAMES FINANCIAL INC COMMON 754730109 2,425 78,322 X 2 78,322
RAYMOND JAMES FINANCIAL INC COMMON 754730109 17,150 553,940 X 1 400,067 153,873
RBC BEARINGS INC COMMON 75524B104 92 2,199 X 2 2,199
RBC BEARINGS INC COMMON 75524B104 25,524 612,080 X 1 582,139 29,941
REALPAGE INC COMMON 75606N109 67 2,632 X 2 2,632
REALPAGE INC COMMON 75606N109 10,874 430,308 X 1 408,926 21,382
RED HAT INC COMMON 756577102 8,554 207,172 X 1 78,853 128,319
RED HAT INC COMMON 756577102 57 1,389 X 2 1,389
REGENERON PHARMACEUTICALS COMMON 75886F107 1,067 19,255 X 1 19,255
REINSURANCE GRP OF AMERI-A COMMON 759351604 14,838 283,989 X 1 271,015 12,974
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 3,234 66,411 X 2 66,411
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 38,981 800,597 X 1 610,639 189,958
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 13 178 X 1 178
RENT-A-CENTER INC COMMON 76009N100 11,781 318,416 X 1 303,137 15,279
ROBBINS & MYERS INC COMMON 770196103 95 1,961 X 2 1,961
ROBBINS & MYERS INC COMMON 770196103 15,446 318,150 X 1 302,198 15,952
ROBERT HALF INTL INC COMMON 770323103 10,511 369,316 X 1 243,794 125,522
ROBERT HALF INTL INC COMMON 770323103 1,338 47,003 X 2 47,003
ROCK-TENN CO CL A COMMON 772739207 830 14,380 X 1 11,478 2,902
ROCKWELL AUTOMATION INC COMMON 773903109 17,796 242,546 X 1 118,442 124,104
ROCKWELL AUTOMATION INC COMMON 773903109 99 1,347 X 2 1,347
ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 10,197 446,274 X 1 424,464 21,810
ROGERS CORP COMMON 775133101 8,186 222,089 X 1 211,741 10,348
ROLLINS INC COMMON 775711104 846 38,086 X 2 38,086
ROLLINS INC COMMON 775711104 24,794 1,115,863 X 1 976,564 139,299
ROPER INDUSTRIES INC COMMON 776696106 10,301 118,574 X 1 39,302 4,704 74,568
ROPER INDUSTRIES INC COMMON 776696106 70 808 X 2 808
ROSETTA RESOURCES INC COMMON 777779307 14,079 323,662 X 1 310,590 13,072
ROSETTA RESOURCES INC COMMON 777779307 70 1,607 X 2 1,607
ROSS STORES INC COMMON 778296103 24,970 525,362 X 1 204,077 321,285
ROSS STORES INC COMMON 778296103 164 3,454 X 2 3,454
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 251,590 3,442,198 X 1 3,436,052 6,146
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 833 11,400 X 2 11,400
RUSH ENTERPRISES INC CL A COMMON 781846209 11,284 539,402 X 1 514,512 24,890
S&P 500 ETF TRUST Exchange 78462F103 952 7,584 X 1 230 7,354
SABRA HEALTH CARE REIT INC COMMON 78573L106 14,634 1,210,455 X 1 801,356 409,099
SABRA HEALTH CARE REIT INC COMMON 78573L106 1,887 156,094 X 2 156,094
SALESFORCE.COM INC COMMON 79466L302 701 6,907 X 1 3,789 3,118
SALIX PHARMACEUTICALS LTD COMMON 795435106 7 139 X 1 139
SALLY BEAUTY HLDGS INC COMMON 79546E104 52,104 2,465,856 X 1 1,919,482 546,374
SALLY BEAUTY HLDGS INC COMMON 79546E104 3,990 188,827 X 2 188,827
SANDISK CORP COMMON 80004C101 598 12,159 X 1 12,159
SANDISK CORP CVT CV BND 80004CAD3 10,786 174,893 X 1 102,721 20,811 51,360
SANDISK CORP CVT CV BND 80004CAD3 1,613 26,158 X 2 26,158
SANOFI ADR 80105N105 77,040 2,108,361 X 1 1,922,134 186,227
SANOFI ADR 80105N105 1,721 47,090 X 2 47,090
SARA LEE COMMON 803111103 1,521 80,366 X 2 80,366
SARA LEE COMMON 803111103 86,064 4,548,846 X 1 3,415,143 1,133,703
SCANSOURCE INC COMMON 806037107 18,363 510,077 X 1 486,669 23,408
SCHLUMBERGER LTD COMMON 806857108 133,024 1,947,360 X 1 1,392,499 4,509 550,352
SCHLUMBERGER LTD COMMON 806857108 1,623 23,754 X 2 23,754
SEI INVESTMENTS CO COMMON 784117103 63,260 3,646,106 X 1 1,431,499 2,214,607
SEMGROUP CORP-CLASS A COMMON 81663A105 946 36,314 X 1 34,377 1,937
SEMTECH CORP COMMON 816850101 12,641 509,303 X 1 484,535 24,768
SERVICESOURCE INTERNATIONAL COMMON 81763U100 8,204 522,894 X 1 496,911 25,983
SERVICESOURCE INTERNATIONAL COMMON 81763U100 50 3,199 X 2 3,199
SIGNATURE BANK COMMON 82669G104 83 1,379 X 2 1,379
SIGNATURE BANK COMMON 82669G104 29,684 494,814 X 1 470,535 24,279
SILICON LABS INC COMMON 826919102 72 1,649 X 2 1,649
SILICON LABS INC COMMON 826919102 11,751 270,644 X 1 257,259 13,385
SIMON PROPERTY GROUP INC COMMON 828806109 22,211 172,255 X 1 172,255
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 20,816 504,762 X 1 393,417 111,345
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 1,652 40,048 X 2 40,048
SM ENERGY CO COMMON 78454L100 1,333 18,238 X 2 18,238
SM ENERGY CO COMMON 78454L100 76,070 1,040,629 X 1 808,612 232,017
SOURCEFIRE INC COMMON 83616T108 17,856 551,439 X 1 526,638 24,801
SOURCEFIRE INC COMMON 83616T108 99 3,051 X 2 3,051
SOVRAN SELF STORAGE INC COMMON 84610H108 13,944 326,777 X 1 310,824 15,953
SPARTAN STORES INC COMMON 846822104 13,470 728,100 X 1 693,584 34,516
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,090 80,366 X 1 80,366
SPDR GOLD TRUST Exchange 78463V107 251 1,650 X 1 1,650
SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458 159 6,700 X 1 6,700
SPECTRA ENERGY CORP W/I COMMON 847560109 4,343 141,249 X 1 141,249
SPX CORP COMMON 784635104 272 4,513 X 1 4,513
S&P 500 ETF TRUST Exchange 78462F103 81,575 PUT 650,000 X 1 650,000
SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 13,734 760,457 X 1 724,102 36,355
STANDARD PARKING CORP COMMON 853790103 13,073 731,589 X 1 695,859 35,730
STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 3,372 38,501 X 1 38,501
STANLEY BLACK & DECKER INC COMMON 854502101 71,671 1,060,219 X 1 925,577 134,642
STANLEY BLACK & DECKER INC COMMON 854502101 1,749 25,868 X 2 25,868
STARBUCKS CORP COMMON 855244109 1,493 32,451 X 1 17,468 14,983
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 4,004 83,463 X 1 73,112 6,529 3,822
STATE STREET CORP COMMON 857477103 72,969 1,810,201 X 1 1,584,301 225,900
STATE STREET CORP COMMON 857477103 885 21,956 X 2 21,956
STEEL DYNAMICS INC COMMON 858119100 3,449 262,251 X 1 262,251
STEEL DYNAMICS INC CVT CV BND 858119AP5 3,304 172,935 X 2 172,935
STEEL DYNAMICS INC CVT CV BND 858119AP5 12,553 656,981 X 1 537,892 9,117 109,972
STERICYCLE INC COMMON 858912108 3,050 39,147 X 1 39,147
STIFEL FINANCIAL CORP COMMON 860630102 28,575 891,562 X 1 826,161 65,401
STIFEL FINANCIAL CORP COMMON 860630102 75 2,328 X 2 2,328
SUCCESSFACTORS INC COMMON 864596101 37 934 X 2 934
SUCCESSFACTORS INC COMMON 864596101 6,110 153,238 X 1 145,648 7,590
SUNCOKE ENERGY INC COMMON 86722A103 4,258 380,139 X 1 361,713 18,426
SUPERMEDIA INC COMMON 868447103 376 142,474 X 1 142,474
SURMODICS INC COMMON 868873100 4,066 277,324 X 1 264,196 13,128
SVB FINANCIAL GROUP COMMON 78486Q101 12,774 267,863 X 1 254,504 13,359
SVB FINANCIAL GROUP COMMON 78486Q101 78 1,646 X 2 1,646
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 12,654 224,037 X 1 212,933 11,104
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 77 1,368 X 2 1,368
SYNOPSYS INC COMMON 871607107 2,494 91,673 X 2 91,673
SYNOPSYS INC COMMON 871607107 19,717 724,883 X 1 483,154 241,729
TARGET CORP COMMON 87612E106 3,923 76,588 X 1 35,390 41,198
TE CONNECTIVITY LTD COMMON H84989104 261 8,467 X 1 8,467
TEAM HEALTH HOLDINGS INC COMMON 87817A107 14,541 658,843 X 1 625,686 33,157
TEAM HEALTH HOLDINGS INC COMMON 87817A107 90 4,079 X 2 4,079
TEAM INC COMMON 878155100 6,998 235,220 X 1 223,828 11,392
TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,396 225,000 X 1 225,000
TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 34,455 3,871,339 X 1 3,871,339
TELEFLEX INC COMMON 879369106 12,232 199,571 X 1 190,457 9,114
TELEFONICA DE ESPANA ADR ADR 879382208 407,808 23,723,577 X 1 23,697,879 25,698
TELEFONICA DE ESPANA ADR ADR 879382208 7,693 447,553 X 2 447,553
TEMPLE INLAND INC COMMON 879868107 3 100 X 1 100
TENNECO AUTOMOTIVE COMMON 880349105 65 2,174 X 2 2,174
TENNECO AUTOMOTIVE COMMON 880349105 19,871 667,268 X 1 635,096 32,172
TERADATA CORP COMMON 88076W103 16,767 345,642 X 1 228,455 117,187
TERADATA CORP COMMON 88076W103 2,142 44,155 X 2 44,155
TERADYNE INC COMMON 880770102 11,820 867,207 X 1 825,299 41,908
TERADYNE INC CVT CV BND 880770AE2 3,632 259,361 X 1 259,361
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 92 2,288 X 1 2,288
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 71 2,331 X 2 2,331
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 11,664 381,054 X 1 362,119 18,935
TEXAS INSTRUMENTS COMMON 882508104 88,128 3,027,428 X 1 2,245,148 782,280
TEXAS INSTRUMENTS COMMON 882508104 1,405 48,280 X 2 48,280
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 12,833 861,270 X 1 818,318 42,952
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 79 5,293 X 2 5,293
THERAVANCE INC COMMON 88338T104 7 316 X 1 316
THOMAS & BETTS COMMON 884315102 27,177 497,750 X 1 418,521 79,229
THOMAS & BETTS COMMON 884315102 1,339 24,529 X 2 24,529
TIFFANY & CO COMMON 886547108 95 1,440 X 2 1,440
TIFFANY & CO COMMON 886547108 15,653 236,237 X 1 103,361 132,876
TIME WARNER CABLE CL A COMMON 88732J207 226 3,561 X 1 3,561
TIMKEN CO COMMON 887389104 2,746 70,937 X 1 70,937
TJX COMPANIES INC COMMON 872540109 200 3,091 X 1 3,091
TORNIER NV COMMON N87237108 61 3,414 X 2 3,414
TORNIER NV COMMON N87237108 10,026 557,024 X 1 529,300 27,724
TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,001 39,156 X 1 39,155 1
TRACTOR SUPPLY CO COMMON 892356106 9 135 X 1 135
TRANSDIGM GROUP INC COMMON 893641100 72 754 X 2 754
TRANSDIGM GROUP INC COMMON 893641100 12,997 135,839 X 1 65,348 70,491
TRANSOCEAN LTD COMMON H8817H100 1,001 26,067 X 2 26,067
TRANSOCEAN LTD COMMON H8817H100 46,540 1,212,285 X 1 1,091,690 120,595
TRAVELERS COS INC/THE COMMON 89417E109 73,742 1,246,280 X 1 943,001 303,279
TRAVELERS COS INC/THE COMMON 89417E109 1,409 23,818 X 2 23,818
TREEHOUSE FOODS INC COMMON 89469A104 1,843 28,187 X 1 28,187
TRIMAS CORP COMMON 896215209 13,860 772,156 X 1 511,874 260,282
TRIMAS CORP COMMON 896215209 1,773 98,793 X 2 98,793
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 20,791 413,276 X 2 413,276
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 147,912 2,940,089 X 1 2,422,727 40,609 476,754
TRIPADVISOR INC COMMON 896945201 654 25,947 X 2 25,947
TRIPADVISOR INC COMMON 896945201 5,291 209,880 X 1 133,832 76,048
TRIUMPH GROUP INC COMMON 896818101 12,562 214,917 X 1 204,214 10,703
TRIUMPH GROUP INC COMMON 896818101 77 1,318 X 2 1,318
TRUE RELIGION APPAREL INC COMMON 89784N104 10,505 303,781 X 1 288,658 15,123
TRUE RELIGION APPAREL INC COMMON 89784N104 64 1,862 X 2 1,862
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,476 37,054 X 1 35,362 1,692
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 303 7,614 X 2 7,614
TTM TECHNOLOGIES COMMON 87305R109 2,529 230,778 X 1 219,742 11,036
UAL CORP CVT CV BND 902549AH7 33,287 1,133,291 X 1 1,062,508 7,048 63,735
UAL CORP CVT CV BND 902549AH7 909 30,948 X 2 30,948
UDR COMMON 902653104 13,812 550,279 X 1 525,142 25,137
UGI CORP COMMON 902681105 2,052 69,792 X 2 69,792
UGI CORP COMMON 902681105 27,518 935,996 X 1 733,178 202,818
UIL HLDGS CORP COMMON 902748102 13,901 393,021 X 1 374,619 18,402
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 11,421 175,924 X 1 169,302 6,622
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 53 816 X 2 816
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 87 1,333 X 2 1,333
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 14,173 217,641 X 1 206,819 10,822
UNDER ARMOUR INC-CLASS A COMMON 904311107 2,508 34,940 X 1 34,940
UNITED PARCEL SERVICE CL B COMMON 911312106 59,786 816,865 X 1 346,482 5,300 465,083
UNITED TECHNOLOGIES COMMON 913017109 160 2,184 X 2 2,184
UNITED TECHNOLOGIES COMMON 913017109 21,436 293,285 X 1 91,530 201,755
UNITEDHEALTH GROUP COMMON 91324P102 2,192 43,251 X 2 43,251
UNITEDHEALTH GROUP COMMON 91324P102 118,314 2,334,534 X 1 1,795,808 8,853 529,873
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 1,961 50,457 X 2 50,457
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 14,841 381,914 X 1 248,708 133,206
UNUM GROUP COMMON 91529Y106 70,561 3,348,884 X 1 2,480,450 868,434
UNUM GROUP COMMON 91529Y106 1,242 58,940 X 2 58,940
US BANCORP COMMON 902973304 48,756 1,802,439 X 1 1,572,752 229,687
US BANCORP COMMON 902973304 1,072 39,630 X 2 39,630
US STEEL CORP CVT CV BND 912909AE8 38,719 1,098,038 X 1 1,098,038
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 419,640 8,987,798 X 1 8,354,112 86,972 546,714
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 3,884 83,177 X 2 83,177
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,155 53,699 X 2 53,699
VERISK ANALYTICS INC-CL A COMMON 92345Y106 26,175 652,249 X 1 395,963 256,286
VERIZON COMMUNICATIONS COMMON 92343V104 20,154 502,334 X 1 186,984 315,350
VERIZON COMMUNICATIONS COMMON 92343V104 1,377 34,320 X 2 34,320
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 36,046 703,877 X 2 703,877
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 113,831 2,222,834 X 1 1,654,326 28,159 540,349
VERTEX PHARMACEUTICALS INC COMMON 92532F100 133,547 4,021,300 X 1 3,872,070 52,532 96,698
VIACOM INC CL B COMMON 92553P201 1,494 32,909 X 2 32,909
VIACOM INC CL B COMMON 92553P201 72,040 1,586,440 X 1 1,395,690 190,750
VIROPHARMA INC COMMON 928241108 11 414 X 1 414
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 13,309 175,098 X 1 115,773 59,325
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 1,700 22,359 X 2 22,359
VISA INC-CLASS A SHRS COMMON 92826C839 91,141 897,676 X 1 355,048 542,628
VISTAPRINT NV COMMON N93540107 9,027 294,989 X 1 294,989
VITAMIN SHOPPE INC COMMON 92849E101 9,875 247,607 X 1 235,180 12,427
VITAMIN SHOPPE INC COMMON 92849E101 61 1,527 X 2 1,527
VMWARE INC-CLASS A COMMON 928563402 16,803 201,981 X 1 123,945 78,036
VMWARE INC-CLASS A COMMON 928563402 68 823 X 2 823
VOCUS INC COMMON 92858J108 72 3,242 X 2 3,242
VOCUS INC COMMON 92858J108 11,654 527,584 X 1 501,273 26,311
VODAFONE GROUP PLC ADR 92857W209 2,385 85,086 X 2 85,086
VODAFONE GROUP PLC ADR 92857W209 82,544 2,944,852 X 1 2,686,132 258,720
VOLCANO CORP COMMON 928645100 10,436 438,668 X 1 416,830 21,838
VOLCANO CORP COMMON 928645100 64 2,684 X 2 2,684
VULCAN MATER COMMON 929160109 42,428 1,078,228 X 1 941,590 136,638
VULCAN MATER COMMON 929160109 945 24,023 X 2 24,023
W R GRACE & CO COMMON 38388F108 21,802 474,793 X 1 452,648 22,145
WABCO HOLDINGS INC COMMON 92927K102 1,537 35,417 X 2 35,417
WABCO HOLDINGS INC COMMON 92927K102 11,980 276,027 X 1 182,705 93,322
WABTEC COMMON 929740108 6,255 89,420 X 1 85,344 4,076
WASTE CONNECTIONS INC COMMON 941053100 25,734 776,516 X 1 739,321 37,195
WASTE CONNECTIONS INC COMMON 941053100 67 2,025 X 2 2,025
WELLCARE HEALTH PLANS INC COMMON 94946T106 44,117 840,319 X 1 664,488 175,831
WELLCARE HEALTH PLANS INC COMMON 94946T106 3,130 59,627 X 2 59,627
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 46,935 284,164 X 1 270,188 383 13,592
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 10,129 61,325 X 2 61,325
WELLS FARGO COMPANY COMMON 949746101 125,246 4,544,502 X 1 3,255,978 20,764 1,267,760
WELLS FARGO COMPANY COMMON 949746101 2,176 78,946 X 2 78,946
WERNER ENTERPIRSES INC COMMON 950755108 7,134 296,027 X 1 281,544 14,483
WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 3,989 285,151 X 1 271,382 13,769
WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 13,077 2,119,370 X 1 2,119,370
WESTLAKE CHEMICAL CORP COMMON 960413102 11 280 X 1 280
WESTPORT INNOVATIONS INC COMMON 960908309 13,147 395,528 X 1 375,648 19,880
WESTPORT INNOVATIONS INC COMMON 960908309 82 2,452 X 2 2,452
WEYERHAEUSER CO COMMON 962166104 1,220 65,319 X 2 65,319
WEYERHAEUSER CO COMMON 962166104 53,348 2,857,443 X 1 2,596,748 260,695
WHOLE FOODS MARKET INC COMMON 966837106 4,098 58,897 X 1 55,100 3,797
WILEY JOHN & SONS CL A COMMON 968223206 15,180 341,903 X 1 325,015 16,888
WINTRUST FINANCIAL CORP COMMON 97650W108 14,972 533,766 X 1 508,471 25,295
WORLD FUEL SERVICES CORP COMMON 981475106 12,763 304,035 X 1 288,912 15,123
WORLD FUEL SERVICES CORP COMMON 981475106 78 1,863 X 2 1,863
WRIGHT EXPRESS CORP COMMON 98233Q105 3,000 55,266 X 2 55,266
WRIGHT EXPRESS CORP COMMON 98233Q105 44,533 820,431 X 1 654,092 166,339
WYNDHAM WORLDWIDE CORP COMMON 98310W108 4,471 118,194 X 2 118,194
WYNDHAM WORLDWIDE CORP COMMON 98310W108 50,377 1,331,670 X 1 1,002,485 329,185
WYNN RESORTS LTD COMMON 983134107 2,533 22,923 X 1 22,923
XHB SPDR S&P HOMEBUILDERS ETF Exchange 78464A888 150 8,800 X 2 8,800
XHB SPDR S&P HOMEBUILDERS ETF Exchange 78464A888 154 9,000 X 1 9,000
XYLEM INC COMMON 98419M100 13,881 540,341 X 1 356,589 183,752
XYLEM INC COMMON 98419M100 1,769 68,865 X 2 68,865
ZELTIQ AESTHETICS INC COMMON 98933Q108 38 3,351 X 2 3,351
ZELTIQ AESTHETICS INC COMMON 98933Q108 6,224 547,854 X 1 520,631 27,223
ZEP INC COMMON 98944B108 3,976 284,383 X 1 270,763 13,620
ZIMMER HOLDINGS INC COMMON 98956P102 58,227 1,089,985 X 1 439,832 650,153
ZOLL MEDICAL CORP COMMON 989922109 37 583 X 2 583
ZOLL MEDICAL CORP COMMON 989922109 5,980 94,654 X 1 89,917 4,737
COLUMN TOTALS 21,126,137