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 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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. 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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 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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 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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