0000312348-12-000024.txt : 20120514
0000312348-12-000024.hdr.sgml : 20120514
20120514163413
ACCESSION NUMBER: 0000312348-12-000024
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120514
DATE AS OF CHANGE: 20120514
EFFECTIVENESS DATE: 20120514
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: 12839151
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
q1complete.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: 03/31/12
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 05/14/12
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: 1093
Form 13F Information Table Value Total: $ 22,908,611 ('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 03/31/12
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 619 6,936 X 1 2,931 4,005
ABAXIS INC COMMON 002567105 73 2,509 X 2 2,509
ABAXIS INC COMMON 002567105 12,501 429,147 X 1 429,147
ACCO BRANDS CORP COMMON 00081T108 8,467 682,295 X 1 648,030 34,265
ACE LTD COMMON H0023R105 15,129 206,679 X 1 200,663 6,016
ACHILLION PHARMACEUTICALS COMMON 00448Q201 1,181 123,320 X 1 123,320
ACTUANT CORP CL A COMMON 00508X203 22,728 783,985 X 1 610,496 173,489
ACTUANT CORP CL A COMMON 00508X203 1,646 56,786 X 2 56,786
ADTRAN INC COMMON 00738A106 9,068 290,734 X 1 276,299 14,435
ADVISORY BOARD CO COMMON 00762W107 95 1,074 X 2 1,074
ADVISORY BOARD CO COMMON 00762W107 16,242 183,280 X 1 183,280
AEGERION PHARMACEUTICALS INC COMMON 00767E102 5,739 414,937 X 1 414,937
AEGERION PHARMACEUTICALS INC COMMON 00767E102 35 2,516 X 2 2,516
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 456 13,008 X 2 13,008
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 51,729 1,474,013 X 1 1,374,963 99,050
AFFILIATED MANAGERS GROUP COMMON 008252108 5,290 47,308 X 1 47,308
AGILENT TECHNOLOGIES INC COMMON 00846U101 70 1,567 X 2 1,567
AGILENT TECHNOLOGIES INC COMMON 00846U101 9,632 216,396 X 1 81,598 134,798
AIR PRODS & CHEM COMMON 009158106 52,728 574,381 X 1 497,807 76,574
AIR PRODS & CHEM COMMON 009158106 1,258 13,709 X 2 13,709
AIRGAS INC COMMON 009363102 14 161 X 1 161
ALAMO GROUP INC COMMON 011311107 7,765 258,320 X 1 245,518 12,802
ALBANY INTL CORP-CL A COMMON 012348108 16,449 716,746 X 1 680,862 35,884
ALERE INC COMMON 01449J105 717 27,585 X 1 27,585
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 52 707 X 1 707
ALEXION PHARMACEUTICALS INC COMMON 015351109 5,934 63,901 X 1 63,901
ALIGN TECHNOLOGY INC COMMON 016255101 12,372 449,088 X 1 449,088
ALIGN TECHNOLOGY INC COMMON 016255101 72 2,624 X 2 2,624
ALKERMES INC COMMON G01767105 15,347 827,309 X 1 827,309
ALKERMES INC COMMON G01767105 90 4,838 X 2 4,838
ALLERGAN INC COMMON 018490102 153 1,608 X 2 1,608
ALLERGAN INC COMMON 018490102 20,389 213,653 X 1 77,498 136,155
ALLETE INC COMMON 018522300 16,282 392,432 X 1 372,841 19,591
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 2,851 22,633 X 2 22,633
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 23,897 189,721 X 1 128,031 61,690
ALLIANT ENERGY CORP COMMON 018802108 229 5,294 X 1 5,294
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 17,871 768,644 X 1 768,644
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 106 4,563 X 2 4,563
ALLSTATE CORP COMMON 020002101 375 11,388 X 1 11,388
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 2,695 55,255 X 2 55,255
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 4,537 93,000 X 1 89,706 3,293
ALTERA CORP COMMON 021441100 28,290 710,441 X 1 278,847 431,594
ALTERA CORP COMMON 021441100 155 3,891 X 2 3,891
ALTISOURCE PORTFOLIO SOL COMMON L0175J104 8 125 X 1 125
ALTRA HOLDINGS INC COMMON 02208R106 14,944 778,346 X 1 739,539 38,807
ALTRIA GROUP INC COMMON 02209S103 879 28,465 X 2 28,465
ALTRIA GROUP INC COMMON 02209S103 31,693 1,026,644 X 1 420,155 606,489
AMAZON.COM INC COMMON 023135106 95,025 469,235 X 1 186,991 2,863 279,381
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,116 427,452 X 1 406,625 20,827
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 126 7,337 X 1 7,337
AMERICAN ELEC PWR COMMON 025537101 1 X 1 1
AMERICAN EXPRESS CO COMMON 025816109 102,961 1,779,479 X 1 909,666 9,940 859,873
AMERICAN EXPRESS CO COMMON 025816109 131 2,270 X 2 2,270
AMERICAN SOFTWARE INC-CL A COMMON 029683109 918 106,960 X 1 78,927 28,033
AMERICAN TOWER CORPORATION COMMON 03027X100 681 10,813 X 1 10,813
AMERICAN WATER WORKS CO INC COMMON 030420103 4,397 129,212 X 2 129,212
AMERICAN WATER WORKS CO INC COMMON 030420103 36,539 1,073,716 X 1 720,410 353,306
AMERIGON INC COMMON 03070L300 89 5,489 X 2 5,489
AMERIGON INC COMMON 03070L300 14,940 923,335 X 1 923,335
AMERIPRISE FINANCIAL INC COMMON 03076C106 67,884 1,188,235 X 1 1,031,525 156,710
AMERIPRISE FINANCIAL INC COMMON 03076C106 1,622 28,397 X 2 28,397
AMGEN INC COMMON 031162100 1,160 17,064 X 2 17,064
AMGEN INC COMMON 031162100 120,879 1,777,898 X 1 1,038,172 4,981 734,745
AMPHENOL CORP CL A COMMON 032095101 3,096 51,795 X 2 51,795
AMPHENOL CORP CL A COMMON 032095101 25,109 420,102 X 1 279,818 140,284
AMTRUST FINANCIAL SERVICES COMMON 032359309 14 521 X 1 521
ANADARKO PETE CORP COMMON 032511107 205 2,613 X 1 2,613
ANALOG DEVICES COMMON 032654105 9,122 225,782 X 1 94,289 131,493
ANGIES LIST INC COMMON 034754101 11,547 611,257 X 1 611,257
ANGIES LIST INC COMMON 034754101 65 3,451 X 2 3,451
AOL INC COMMON 00184X105 33,843 1,784,020 X 1 1,546,852 237,168
AOL INC COMMON 00184X105 811 42,738 X 2 42,738
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,992 340,470 X 1 332,944 7,526
APPLE INC COMMON 037833100 207,766 346,582 X 1 220,709 3,103 122,770
APPLE INC COMMON 037833100 2,296 3,830 X 2 3,830
APPLIED MATERIALS COMMON 038222105 1,276 102,603 X 2 102,603
APPLIED MATERIALS COMMON 038222105 53,356 4,289,065 X 1 3,722,566 566,499
APPROACH RESOURCES INC COMMON 03834A103 16,744 453,147 X 1 453,147
APPROACH RESOURCES INC COMMON 03834A103 81 2,194 X 2 2,194
ARBITRON INC COMMON 03875Q108 12,097 327,118 X 1 308,796 18,322
ARCH CAPITAL GROUP LTD COMMON G0450A105 573 15,375 X 1 15,375
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 13,162 727,566 X 1 706,045 21,521
ARES CAPITAL CORP COMMON 04010L103 36,483 2,231,351 X 1 1,750,870 480,481
ARES CAPITAL CORP COMMON 04010L103 2,617 160,075 X 2 160,075
ARIAD PHARMACEUTICALS INC COMMON 04033A100 2,250 141,050 X 1 141,050
ARIBA INC COMMON 04033V203 119 3,650 X 2 3,650
ARIBA INC COMMON 04033V203 20,338 621,771 X 1 621,771
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 31,130 638,311 X 1 494,620 143,691
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 2,333 47,830 X 2 47,830
ARVINMERITOR INC CVT CV BND 043353AH4 61,326 2,751,773 X 1 1,898,426 56,865 796,482
ARVINMERITOR INC CVT CV BND 043353AH4 9,030 405,162 X 2 405,162
ASBURY AUTOMOTIVE GROUP COMMON 043436104 117 4,346 X 2 4,346
ASBURY AUTOMOTIVE GROUP COMMON 043436104 19,851 735,214 X 1 735,214
ASCENT CAPITAL GROUP INC COMMON 043632108 739 15,617 X 2 15,617
ASCENT CAPITAL GROUP INC COMMON 043632108 6,094 128,867 X 1 85,863 43,004
ASHLAND INC COMMON 044209104 119 1,952 X 1 1,952
ASHLAND INC COMMON 044209104 14 229 X 2 229
ASKEMNOW INC COMMON 045188109 100 X 1 100
ASSOCIATED ESTATES REALTY CP COMMON 045604105 20,058 1,227,525 X 1 1,195,155 32,370
AT&T INC COMMON 00206R102 132,216 4,233,621 X 1 3,243,642 989,979
AT&T INC COMMON 00206R102 4,252 136,146 X 2 136,146
ATHENAHEALTH INC COMMON 04685W103 2,781 37,521 X 1 37,521
ATMEL CORP COMMON 049513104 16,120 1,634,866 X 1 1,089,934 544,932
ATMEL CORP COMMON 049513104 2,056 208,530 X 2 208,530
AUTOMATIC DATA PROC COMMON 053015103 25,507 462,169 X 1 186,281 275,888
AVIS BUDGET GROUP INC COMMON 053774105 1,995 141,018 X 2 141,018
AVIS BUDGET GROUP INC COMMON 053774105 24,211 1,710,990 X 1 1,294,690 416,300
AVNET INC COMMON 053807103 20,722 569,453 X 1 382,234 187,219
AVNET INC COMMON 053807103 2,482 68,213 X 2 68,213
AZZ INC COMMON 002474104 13,751 266,291 X 1 253,222 13,069
BABCOCK & WILCOX COMPANY COMMON 05615F102 19,355 751,654 X 1 503,792 247,862
BABCOCK & WILCOX COMPANY COMMON 05615F102 2,358 91,582 X 2 91,582
BAIDU.COM ADR 056752108 25,543 175,225 X 1 171,243 3,982
BAIDU.COM ADR 056752108 146 1,000 X 2 1,000
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,848 184,088 X 1 178,413 5,675
BANCORPSOUTH INC COMMON 059692103 13,974 1,037,449 X 1 986,668 50,781
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 68,632 1,402,220 X 1 1,380,420 1,780 20,020
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 1,735 35,440 X 2 35,440
BANK OF AMERICA CORP COMMON 060505104 1,652 172,638 X 2 172,638
BANK OF AMERICA CORP COMMON 060505104 97,624 10,201,097 X 1 9,409,927 791,170
BANK OF NEW YORK MELLON CORP COMMON 064058100 142 5,891 X 1 5,891
BANKUNITED INC COMMON 06652K103 9,316 372,640 X 1 354,680 17,960
BAXTER INTL COMMON 071813109 1,465 24,503 X 2 24,503
BAXTER INTL COMMON 071813109 75,743 1,267,034 X 1 932,759 334,275
BCE INC COMMON 05534B760 16 400 X 1 400
BE AEROSPACE INC COMMON 073302101 6,997 150,567 X 1 60,843 89,724
BE AEROSPACE INC COMMON 073302101 49 1,057 X 2 1,057
BEAM INC COMMON 073730103 1,678 28,643 X 2 28,643
BEAM INC COMMON 073730103 13,567 231,637 X 1 154,573 77,064
BELDEN CDT INC COMMON 077454106 5,247 138,394 X 1 131,475 6,919
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 88 1,083 X 1 1,083
BERRY PETROLEUM CO-CL A COMMON 085789105 9,169 194,545 X 1 184,959 9,586
BHP BILLITON LTD-SPON ADR ADR 088606108 11 150 X 1 150
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 12 360 X 1 360
BIOMED REALTY TRUST INC COMMON 09063H107 17,772 936,336 X 1 891,546 44,790
BLACKROCK INC COMMON 09247X101 22,277 108,723 X 1 39,069 69,654
BLACKROCK INC COMMON 09247X101 166 812 X 2 812
BLUE NILE INCORPORATED COMMON 09578R103 21,991 666,790 X 1 210,930 455,860
BMC SOFTWARE INC COMMON 055921100 15,525 386,591 X 1 257,701 128,890
BMC SOFTWARE INC COMMON 055921100 1,903 47,382 X 2 47,382
BORG WARNER INC COMMON 099724106 380 4,506 X 1 4,506
BP PLC ADR 055622104 100 2,213 X 1 2,213
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 68 3,408 X 2 3,408
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 11,445 573,392 X 1 573,392
BRIGHTCOVE COMMON 10921T101 11,904 480,003 X 1 480,003
BRIGHTCOVE COMMON 10921T101 69 2,788 X 2 2,788
BRISTOL MYERS SQUIBB COMMON 110122108 476,471 14,117,650 X 1 13,965,687 151,963
BRISTOL MYERS SQUIBB COMMON 110122108 1,344 39,833 X 2 39,833
BROADCOM CORP CL A COMMON 111320107 387 9,846 X 1 9,846
BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 455 19,048 X 1 19,048
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 5,615 976,553 X 1 926,552 50,001
CABOT OIL & GAS COMMON 127097103 87 2,796 X 2 2,796
CABOT OIL & GAS COMMON 127097103 11,556 370,740 X 1 133,632 237,108
CALLAWAY GOLF CO COMMON 131193104 6,640 982,207 X 1 932,997 49,210
CALPINE CORP COMMON 131347304 1,783 103,585 X 2 103,585
CALPINE CORP COMMON 131347304 103,422 6,009,422 X 1 4,855,066 1,154,356
CAMERON INTERNATIONAL CORP COMMON 13342B105 224 4,239 X 1 4,239
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 12,049 1,015,919 X 1 959,305 56,614
CARDINAL HEALTH INC COMMON 14149Y108 1,835 42,575 X 1 35,629 6,946
CAREFUSION CORP COMMON 14170T101 19,453 750,213 X 1 506,066 244,147
CAREFUSION CORP COMMON 14170T101 2,261 87,212 X 2 87,212
CASEYS GENERAL STORES INC COMMON 147528103 10,881 196,197 X 1 186,863 9,334
CASH AMERICA INTL INC COMMON 14754D100 27,956 583,269 X 1 481,658 101,611
CASH AMERICA INTL INC COMMON 14754D100 1,511 31,523 X 2 31,523
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 34,985 548,951 X 1 443,642 105,309
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 2,540 39,860 X 2 39,860
CATERPILLAR COMMON 149123101 242 2,269 X 2 2,269
CATERPILLAR COMMON 149123101 51,907 487,298 X 1 283,713 6,667 196,918
CATHAY GENERAL BANCORP COMMON 149150104 19,366 1,094,120 X 1 1,042,101 52,019
CAVIUM INC COMMON 14964U108 12,771 412,763 X 1 412,763
CAVIUM INC COMMON 14964U108 75 2,427 X 2 2,427
CBRE GROUP INC COMMON 12504L109 4,145 207,680 X 1 207,680
CBS CORP CL B COMMON 124857202 1,175 34,641 X 2 34,641
CBS CORP CL B COMMON 124857202 49,161 1,449,740 X 1 1,258,154 191,586
CELADON GROUP INC COMMON 150838100 8,982 577,633 X 1 385,316 192,317
CELADON GROUP INC COMMON 150838100 1,099 70,692 X 2 70,692
CELANESE CORP A COMMON 150870103 157 3,400 X 1 3,400
CELANESE CORP A COMMON 150870103 157 3,400 X 2 3,400
CENTURYLINK INC COMMON 156700106 1,828 47,295 X 2 47,295
CENTURYLINK INC COMMON 156700106 99,000 2,561,447 X 1 2,086,653 474,794
CEPHEID INC COMMON 15670R107 12,523 299,367 X 1 299,367
CEPHEID INC COMMON 15670R107 73 1,755 X 2 1,755
CERNER CORP COMMON 156782104 269 3,534 X 1 3,534
CEVA INC COMMON 157210105 69 3,030 X 2 3,030
CEVA INC COMMON 157210105 11,767 518,124 X 1 518,124
CHART INDUSTRIES INC COMMON 16115Q308 117 1,596 X 2 1,596
CHART INDUSTRIES INC COMMON 16115Q308 19,939 271,914 X 1 271,914
CHESAPEAKE ENERGY CORP COMMON 165167107 51,622 2,227,954 X 1 2,227,954
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 295 6,235 X 2 6,235
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 35,763 756,365 X 1 728,113 3,897 24,355
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 63,353 912,846 X 1 874,274 29,249 9,322
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 15,215 378,052 X 1 378,052
CHEVRON CORP COMMON 166764100 107,777 1,005,006 X 1 875,301 129,705
CHEVRON CORP COMMON 166764100 3,493 32,574 X 2 32,574
CHICAGO BRIDGE & IRON NY COMMON 167250109 405 9,368 X 1 9,368
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 4,391 10,505 X 1 10,505
CHURCHILL DOWNS INC COMMON 171484108 10,680 191,050 X 1 181,489 9,561
CIENA CORP COMMON 171779309 81 4,990 X 2 4,990
CIENA CORP COMMON 171779309 13,603 840,198 X 1 840,198
CIENA CORP CVT CV BND 171779AE1 310,442 9,261,298 X 1 7,865,564 340,407 1,055,327
CIENA CORP CVT CV BND 171779AE1 27,758 828,092 X 2 828,092
CIGNA CORP COMMON 125509109 437 8,865 X 1 8,865
CIRRUS LOGIC INC COMMON 172755100 767 32,219 X 1 32,219
CISCO SYSTEMS INC COMMON 17275R102 178,157 8,423,499 X 1 4,868,416 3,555,083
CISCO SYSTEMS INC COMMON 17275R102 1,592 75,250 X 2 75,250
CIT GROUP INC COMMON 125581801 166 4,022 X 1 4,022
CITIGROUP INC COMMON 172967424 98,836 2,704,134 X 1 2,384,405 319,729
CITIGROUP INC COMMON 172967424 1,943 53,156 X 2 53,156
CITY NATIONAL CORP COMMON 178566105 15,368 292,891 X 1 277,595 15,296
CLARCOR INC COMMON 179895107 14,414 293,622 X 1 195,796 97,826
CLARCOR INC COMMON 179895107 1,764 35,925 X 2 35,925
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 11,918 150,028 X 1 99,761 50,267
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 1,489 18,739 X 2 18,739
CLIFF NATURAL RESOURCES INC COMMON 18683K101 369 5,325 X 1 5,325
CLIFF NATURAL RESOURCES INC COMMON 18683K101 173 2,500 X 2 2,500
CLOROX CO COMMON 189054109 150 2,175 X 2 2,175
CLOROX CO COMMON 189054109 43,625 634,551 X 1 241,290 393,261
CLOUD PEAK ENERGY INC COMMON 18911Q102 1,783 111,955 X 2 111,955
CLOUD PEAK ENERGY INC COMMON 18911Q102 24,281 1,524,214 X 1 1,191,244 332,970
CMS ENERGY CORP COMMON 125896100 14,075 639,774 X 1 432,057 207,717
CMS ENERGY CORP COMMON 125896100 1,679 76,310 X 2 76,310
CMS ENERGY CORP CVT CV BND 125896BD1 33,104 1,473,881 X 1 1,058,808 88,767 326,306
CMS ENERGY CORP CVT CV BND 125896BD1 2,983 132,795 X 2 132,795
COACH INC COMMON 189754104 61 787 X 2 787
COACH INC COMMON 189754104 8,068 104,404 X 1 37,549 66,855
COBALT INTERNATIONAL ENERGY COMMON 19075F106 26,915 896,277 X 1 411,361 484,916
COBALT INTERNATIONAL ENERGY COMMON 19075F106 171 5,680 X 2 5,680
COCA-COLA COMMON 191216100 217 2,929 X 2 2,929
COCA-COLA COMMON 191216100 68,617 927,132 X 1 375,412 551,720
COCA-COLA ENTERPRISES COMMON 19122T109 4,593 160,587 X 2 160,587
COCA-COLA ENTERPRISES COMMON 19122T109 129,015 4,511,004 X 1 3,421,221 1,089,783
COGNEX CORP COMMON 192422103 5,530 130,540 X 1 124,012 6,528
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 148 1,926 X 2 1,926
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 21,687 281,834 X 1 112,935 5,758 163,141
COMCAST CORP CL A COMMON 20030N101 162,538 5,416,144 X 1 4,094,167 1,321,977
COMCAST CORP CL A COMMON 20030N101 3,222 107,348 X 2 107,348
COMMERCIAL VEHICLE GROUP INC COMMON 202608105 6,486 531,184 X 1 505,579 25,605
COMMVAULT SYSTEMS INC COMMON 204166102 11,990 241,537 X 1 241,537
COMMVAULT SYSTEMS INC COMMON 204166102 70 1,417 X 2 1,417
COMPUWARE CORP COMMON 205638109 418 45,472 X 1 45,472
COMVERSE TECHNOLOGY INC COMMON 205862402 16,635 2,421,442 X 1 1,613,084 808,358
COMVERSE TECHNOLOGY INC COMMON 205862402 2,016 293,485 X 2 293,485
CONAGRA INC COMMON 205887102 63,262 2,409,061 X 1 2,398,160 10,901
CONCHO RESOURCES INC COMMON 20605P101 2,932 28,724 X 1 28,724
CONSOL ENERGY INC COMMON 20854P109 31,212 915,294 X 1 794,579 120,715
CONSOL ENERGY INC COMMON 20854P109 744 21,821 X 2 21,821
CONSOLIDATED EDISON INC COMMON 209115104 158 2,700 X 1 2,700
CONSOLIDATED EDISON INC COMMON 209115104 158 2,700 X 2 2,700
CONSTANT CONTACT INC COMMON 210313102 80 2,695 X 2 2,695
CONSTANT CONTACT INC COMMON 210313102 13,603 456,637 X 1 456,637
CONVERGYS CORP COMMON 212485106 14,929 1,118,309 X 1 1,062,433 55,876
COOPER INDS LTD CL A COMMON G24140108 1,519 23,759 X 2 23,759
COOPER INDS LTD CL A COMMON G24140108 65,504 1,024,295 X 1 888,423 135,872
CORE MARK HOLDING CO INC COMMON 218681104 7,671 187,364 X 1 178,453 8,911
CORN PRODUCTS INTL INC COMMON 219023108 36,389 631,206 X 1 495,677 135,529
CORN PRODUCTS INTL INC COMMON 219023108 2,620 45,453 X 2 45,453
CORNING INC COMMON 219350105 141,204 10,028,713 X 1 9,265,356 103,358 659,999
CORNING INC COMMON 219350105 100 7,103 X 2 7,103
CORPORATE EXECUTIVE BOARD COMMON 21988R102 122 2,848 X 2 2,848
CORPORATE EXECUTIVE BOARD COMMON 21988R102 20,951 487,110 X 1 487,110
COSTAR GROUP INC COMMON 22160N109 15,168 219,663 X 1 219,663
COSTAR GROUP INC COMMON 22160N109 90 1,307 X 2 1,307
COVIDIEN PLC COMMON G2554F113 77,856 1,423,847 X 1 1,228,620 195,227
COVIDIEN PLC COMMON G2554F113 1,854 33,912 X 2 33,912
CPFL ENERGIA SA- ADR ADR 126153105 16 525 X 1 525
CRACKER BARREL OLD COUNTRY COMMON 22410J106 8,825 158,156 X 1 150,374 7,782
CROWN CASTLE INTL CORP COMMON 228227104 499 9,363 X 1 9,363
CUBESMART COMMON 229663109 16,422 1,380,038 X 1 1,312,074 67,964
CUBIST PHARMACEUTICALS INC COMMON 229678107 87 2,008 X 2 2,008
CUBIST PHARMACEUTICALS INC COMMON 229678107 14,655 338,847 X 1 338,847
CUMMINS ENGINE COMMON 231021106 64 531 X 2 531
CUMMINS ENGINE COMMON 231021106 11,281 93,977 X 1 49,014 44,963
CVB FINANCIAL CORP COMMON 126600105 10,442 889,424 X 1 843,459 45,965
CVS CAREMARK CORP COMMON 126650100 118,476 2,644,554 X 1 2,003,260 8,839 632,455
CVS CAREMARK CORP COMMON 126650100 2,084 46,514 X 2 46,514
CYBERONICS COMMON 23251P102 60 1,582 X 2 1,582
CYBERONICS COMMON 23251P102 10,228 268,232 X 1 268,232
CYMER INC COMMON 232572107 14,517 290,348 X 1 290,348
CYMER INC COMMON 232572107 85 1,706 X 2 1,706
CYTEC INDUSTRIES INC COMMON 232820100 25,334 416,744 X 1 278,130 138,614
CYTEC INDUSTRIES INC COMMON 232820100 3,132 51,528 X 2 51,528
DANA HOLDING CORP COMMON 235825205 14,732 950,443 X 1 903,659 46,784
DANAHER CORP COMMON 235851102 22 392 X 1 392
DARLING INTERNATIONAL INC COMMON 237266101 11,457 657,687 X 1 625,164 32,523
DDR CORPORATION COMMON 23317H102 5,267 360,772 X 1 360,772
DEALERTRACK HOLDINGS INC COMMON 242309102 126 4,149 X 2 4,149
DEALERTRACK HOLDINGS INC COMMON 242309102 21,357 705,788 X 1 705,788
DELTA AIR LINES INC COMMON 247361702 1 59 X 1 59
DENTSPLY INTERNATIONAL INC COMMON 249030107 1,752 43,655 X 2 43,655
DENTSPLY INTERNATIONAL INC COMMON 249030107 14,275 355,708 X 1 236,684 119,024
DEX ONE CORP COMMON 25212W100 95 67,186 X 1 64,132 1,463 1,591
DFC GLOBAL CORPORATION COMMON 23324T107 18,382 974,132 X 1 926,008 48,124
DIAGEO PLC SPON ADR ADR 25243Q205 23,936 248,046 X 1 112,287 135,759
DIAMOND OFFSHORE DRILLING COMMON 25271C102 161 2,414 X 1 2,414
DICKS SPORTING GOODS INC COMMON 253393102 12 254 X 1 254
DIGITAL REALTY TRUST INC COMMON 253868103 20,667 279,402 X 1 188,283 91,119
DIGITAL REALTY TRUST INC COMMON 253868103 2,485 33,601 X 2 33,601
DIRECTV CLASS A COMMON 25490A101 1,065 21,590 X 2 21,590
DIRECTV CLASS A COMMON 25490A101 44,580 903,536 X 1 784,316 119,220
DISCOVER FINANCIAL SERVICES COMMON 254709108 4,773 143,170 X 2 143,170
DISCOVER FINANCIAL SERVICES COMMON 254709108 105,966 3,178,354 X 1 2,618,124 560,230
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 18,172 359,129 X 1 128,531 230,598
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 136 2,695 X 2 2,695
DOLLAR TREE INC COMMON 256746108 98 1,038 X 2 1,038
DOLLAR TREE INC COMMON 256746108 17,804 188,426 X 1 99,950 88,476
DOW CHEMICAL COMMON 260543103 76,923 2,220,655 X 1 1,824,291 396,364
DOW CHEMICAL COMMON 260543103 1,239 35,765 X 2 35,765
DRESSER-RAND GROUP INC COMMON 261608103 11 233 X 1 233
DRIL-QUIP COMMON 262037104 1,202 18,487 X 2 18,487
DRIL-QUIP COMMON 262037104 21,737 334,317 X 1 286,906 47,411
DUKE ENERGY CORP COMMON 26441C105 5,935 282,500 X 1 282,500
DUPONT E I COMMON 263534109 18,570 351,045 X 1 125,399 2,200 223,446
DUPONT E I COMMON 263534109 139 2,631 X 2 2,631
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 15,447 631,780 X 1 601,008 30,772
DXP ENTERPRISES INC COMMON 233377407 4,700 108,079 X 1 102,681 5,398
EASTMAN CHEMICAL CO COMMON 277432100 2,675 51,742 X 1 51,742
EATON CORP COMMON 278058102 94,506 1,896,569 X 1 1,375,723 7,136 513,710
EATON CORP COMMON 278058102 1,749 35,105 X 2 35,105
EBAY INC COMMON 278642103 1,567 42,487 X 2 42,487
EBAY INC COMMON 278642103 66,119 1,792,315 X 1 1,557,308 235,007
ECOLAB INC COMMON 278865100 258 4,173 X 1 4,173
EDISON INTERNATIONAL COMMON 281020107 93,771 2,205,865 X 1 1,637,870 567,995
EDISON INTERNATIONAL COMMON 281020107 1,781 41,886 X 2 41,886
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 2,537 66,162 X 2 66,162
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 70,843 1,847,450 X 1 1,599,460 2,404 245,585
EL PASO CORPORATION COMMON 28336L109 9,859 333,632 X 2 333,632
EL PASO CORPORATION COMMON 28336L109 58,876 1,992,435 X 1 1,689,432 303,003
EMBRAER SA-ADR ADR 29082A107 15,734 491,981 X 1 477,585 14,396
EMC CORP COMMON 268648102 257 8,600 X 2 8,600
EMC CORP COMMON 268648102 1,371 45,898 X 1 28,215 17,683
EMC CORP CVT CV BND 268648AM4 1,108 36,697 X 2 36,697
EMC CORP CVT CV BND 268648AM4 8,974 297,305 X 1 297,305
EMPLOYERS HOLDINGS INC COMMON 292218104 14,059 793,840 X 1 750,830 43,010
EMERSON ELECTRIC COMMON 291011104 78 PUT 1,500 X 1 1,500
ENERGY PARTNERS LTD COMMON 29270U303 13,439 809,082 X 1 766,879 42,203
ENERGY SELECT SECTOR SPDR Exchange 81369Y506 323 4,500 X 2 4,500
ENERGY SELECT SECTOR SPDR Exchange 81369Y506 323 4,500 X 1 4,500
ENERPLUS CORP COMMON 292766102 10 450 X 1 450
ENERSYS COMMON 29275Y102 17,605 508,071 X 1 483,206 24,865
ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 121 2,402 X 1 2,402
EOG RESOURCES INC COMMON 26875P101 22,335 201,031 X 1 73,233 2,158 125,640
EOG RESOURCES INC COMMON 26875P101 166 1,498 X 2 1,498
EQUITY RESIDENTIAL COMMON 29476L107 28,805 460,000 X 1 460,000
ESTEE LAUDER COS CL A COMMON 518439104 1,273 20,556 X 1 10,652 9,904
EURONET WORLDWIDE INC COMMON 298736109 11,178 535,078 X 1 508,595 26,483
EVERCORE PARTNERS INC-CL A COMMON 29977A105 92 3,148 X 2 3,148
EVERCORE PARTNERS INC-CL A COMMON 29977A105 15,570 535,595 X 1 535,595
EXACT SCIENCES CORP COMMON 30063P105 9,561 856,692 X 1 856,692
EXACT SCIENCES CORP COMMON 30063P105 56 5,038 X 2 5,038
EXACTTARGET INC COMMON 30064K105 299 11,500 X 1 11,500
EXELON CORP COMMON 30161N101 71,853 1,832,520 X 1 1,425,899 406,621
EXELON CORP COMMON 30161N101 1,511 38,534 X 2 38,534
EXPEDIA INC COMMON 30212P303 9,920 296,650 X 1 197,722 98,928
EXPEDIA INC COMMON 30212P303 1,223 36,579 X 2 36,579
EXPEDITORS INTL WASH INC COMMON 302130109 58,405 1,255,748 X 1 464,626 791,122
EXPEDITORS INTL WASH INC COMMON 302130109 37 793 X 2 793
EXXON MOBIL CORP COMMON 30231G102 5,245 60,473 X 2 60,473
EXXON MOBIL CORP COMMON 30231G102 207,830 2,396,287 X 1 1,636,687 759,600
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 78 1,808 X 2 1,808
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 13,375 308,668 X 1 308,668
F5 NETWORKS INC COMMON 315616102 18,136 134,384 X 1 72,173 62,211
F5 NETWORKS INC COMMON 315616102 99 735 X 2 735
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 58,989 595,612 X 1 218,189 377,423
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 2,572 684,110 X 1 664,186 19,924
FEDERATED INVESTORS INC CL-B COMMON 314211103 119 5,304 X 1 5,304
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 2,024 61,125 X 2 61,125
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 16,521 498,824 X 1 333,356 165,468
FIFTH STREET FINANCE CORP COMMON 31678A103 13,219 1,354,409 X 1 1,288,420 65,989
FIFTH THIRD BANCORP COMMON 316773100 1,725 122,771 X 2 122,771
FIFTH THIRD BANCORP COMMON 316773100 74,771 5,321,795 X 1 4,609,202 712,593
FINANCIAL ENGINES INC COMMON 317485100 15,925 712,212 X 1 712,212
FINANCIAL ENGINES INC COMMON 317485100 94 4,186 X 2 4,186
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 10,758 250,835 X 1 250,835
FIRST CASH FINANCIAL SERVICES COMMON 31942D107 64 1,481 X 2 1,481
FIRST FINANCIAL BANCORP COMMON 320209109 15,501 896,030 X 1 849,012 47,018
FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110
FIRST REPUBLIC BANK OF SAN FRA COMMON 33616C100 11 334 X 1 334
FIRSTENERGY COMMON 337932107 176 3,871 X 1 3,871
FLOTEK INDUSTRIES INC COMMON 343389102 72 6,005 X 2 6,005
FLOTEK INDUSTRIES INC COMMON 343389102 12,321 1,025,071 X 1 1,025,071
FMC CORP NEW COMMON 302491303 927 8,758 X 1 4,628 4,130
FMC TECHNOLOGIES INC COMMON 30249U101 17,180 340,733 X 1 330,498 10,235
FORD MOTOR CO COMMON 345370860 4,700 376,330 X 2 376,330
FORD MOTOR CO COMMON 345370860 48,497 3,882,867 X 1 3,170,778 712,089
FORD MOTOR COMPANY CVT CV BND 345370CN8 45,696 3,100,001 X 2 3,100,001
FORD MOTOR COMPANY CVT CV BND 345370CN8 772,759 52,424,202 X 1 49,638,180 353,764 2,432,258
FOREST LABS COMMON 345838106 12,829 369,811 X 1 134,256 235,555
FOREST LABS COMMON 345838106 96 2,780 X 2 2,780
FORTINET INC COMMON 34959E109 2,968 107,355 X 1 107,355
FOSSIL INC COMMON 349882100 1 10 X 1 10
FOSTER WHEELER AG COMMON H27178104 58 2,564 X 1 2,564
FRANKLIN RESOURCES COMMON 354613101 45,837 369,566 X 1 140,373 229,193
FRANKLIN RESOURCES COMMON 354613101 142 1,148 X 2 1,148
FRED'S INC COMMON 356108100 10,912 746,867 X 1 707,283 39,584
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 14,281 375,414 X 1 140,669 234,745
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 105 2,765 X 2 2,765
FRESH MARKET INC/THE COMMON 35804H106 14,332 298,897 X 1 298,897
FRESH MARKET INC/THE COMMON 35804H106 85 1,776 X 2 1,776
FTI CONSULTING INC COMMON 302941109 13,412 357,462 X 1 357,462
FTI CONSULTING INC COMMON 302941109 79 2,109 X 2 2,109
GEN PROBE INC COMMON 36866T103 7 101 X 1 101
GENERAL CABLE CORP COMMON 369300108 8,772 301,666 X 1 286,568 15,098
GENERAL ELECTRIC COMMON 369604103 112,294 5,595,113 X 1 4,395,954 1,199,159
GENERAL ELECTRIC COMMON 369604103 2,374 118,269 X 2 118,269
GENERAL MOTORS CO COMMON 37045V100 40,867 1,593,268 X 1 1,383,429 209,839
GENERAL MOTORS CO COMMON 37045V100 932 36,342 X 2 36,342
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 58,650 1,769,452 X 2 1,769,452
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 496,719 14,985,831 X 1 13,686,616 153,747 1,145,469
GENESCO INC COMMON 371532102 16,723 233,400 X 1 221,862 11,538
GENESEE & WYOMING INC-CL A COMMON 371559105 114 2,087 X 2 2,087
GENESEE & WYOMING INC-CL A COMMON 371559105 29,817 546,299 X 1 474,686 71,613
GEOEYE INC COMMON 37250W108 519 21,582 X 2 21,582
GEOEYE INC COMMON 37250W108 4,223 175,437 X 1 117,230 58,207
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 422 9,400 X 2 9,400
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 890 19,815 X 1 19,815
GLOBAL POWER EQUIPMENT GROUP COMMON 37941P306 7,544 272,339 X 1 256,803 15,536
GOLD RESOURCE CORP COMMON 38068T105 8 312 X 1 312
GOLDMAN SACHS GROUP COMMON 38141G104 72 582 X 1 582
GOODRICH COMMON 382388106 1 X 1 1
GOODYEAR TIRE & RUBBER CO COMMON 382550101 28,819 2,568,511 X 1 2,228,804 339,707
GOODYEAR TIRE & RUBBER CO COMMON 382550101 689 61,406 X 2 61,406
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 116,015 7,687,856 X 1 6,583,552 59,438 1,044,866
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 17,219 1,141,062 X 2 1,141,062
GOOGLE INC-CL A COMMON 38259P508 321 500 X 2 500
GOOGLE INC-CL A COMMON 38259P508 129,341 201,704 X 1 98,810 586 102,308
GRAND CANYON EDUCATION INC COMMON 38526M106 77 4,348 X 2 4,348
GRAND CANYON EDUCATION INC COMMON 38526M106 13,126 739,072 X 1 739,072
GREENHILL & CO INC COMMON 395259104 38,893 891,225 X 1 300,055 591,170
GRIFFON CORPORATION COMMON 398433102 6,883 643,275 X 1 613,094 30,181
GROUP 1 AUTOMOTIVE INC COMMON 398905109 11 200 X 1 200
GSI GROUP INC COMMON 36191C205 7,753 642,868 X 1 607,353 35,515
GUESS INC COMMON 401617105 6 192 X 1 192
GUIDEWIRE SOFTWARE INC COMMON 40171V100 54 1,743 X 2 1,743
GUIDEWIRE SOFTWARE INC COMMON 40171V100 10,507 341,361 X 1 341,361
GULFPORT ENERGY CORP COMMON 402635304 7 250 X 1 250
H & R BLOCK INC COMMON 093671105 126 7,667 X 1 7,666 1
H&E EQUIPMENT SERVICES INC COMMON 404030108 8,376 442,714 X 1 420,592 22,122
HALCON RESOURCES CORP COMMON 40537Q209 6,184 659,321 X 1 659,321
HALCON RESOURCES CORP COMMON 40537Q209 36 3,865 X 2 3,865
HALLIBURTON CO COMMON 406216101 7,975 240,271 X 1 161,850 78,421
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 21,561 986,320 X 1 969,180 17,140
HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 82 3,770 X 2 3,770
HARMONIC INC COMMON 413160102 6,468 1,182,428 X 1 1,123,046 59,382
HARSCO CORP COMMON 415864107 604 25,747 X 2 25,747
HARSCO CORP COMMON 415864107 26,994 1,150,653 X 1 998,106 152,547
HASBRO INC COMMON 418056107 169 4,600 X 2 4,600
HASBRO INC COMMON 418056107 173 4,700 X 1 4,700
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 14,303 829,652 X 1 829,652
HAYNES INTERNATIONAL INC COMMON 420877201 11,748 185,439 X 1 175,285 10,154
HCA HOLDINGS INC COMMON 40412C101 1,015 41,030 X 2 41,030
HCA HOLDINGS INC COMMON 40412C101 44,328 1,791,746 X 1 1,547,266 244,480
HCC INSURANCE HLDG COMMON 404132102 17,956 576,082 X 1 547,329 28,753
HCP INC COMMON 40414L109 298 7,551 X 1 7,551
HEALTH CARE REIT INC COMMON 42217K106 6,595 120,000 X 1 120,000
HEALTHSOUTH CORP COMMON 421924309 749 36,596 X 2 36,596
HEALTHSOUTH CORP COMMON 421924309 6,038 294,821 X 1 196,196 98,625
HEICO CORP COMMON 422806109 10,752 208,413 X 1 208,413
HEICO CORP COMMON 422806109 63 1,226 X 2 1,226
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 17,051 957,927 X 1 784,950 172,977
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 986 55,408 X 2 55,408
HERSHA HOSPITALITY TRUST COMMON 427825104 15,707 2,876,718 X 1 2,735,780 140,938
HESS CORP COMMON 42809H107 78,506 1,331,733 X 1 1,156,317 175,416
HESS CORP COMMON 42809H107 1,874 31,791 X 2 31,791
HEXCEL CORP COMMON 428291108 92 3,823 X 2 3,823
HEXCEL CORP COMMON 428291108 15,489 645,090 X 1 645,090
HIBBETT SPORTS INC COMMON 428567101 14,385 263,708 X 1 263,708
HIBBETT SPORTS INC COMMON 428567101 85 1,557 X 2 1,557
HITTITE MICROWAVE CORP COMMON 43365Y104 24,928 458,996 X 1 387,065 71,931
HITTITE MICROWAVE CORP COMMON 43365Y104 1,515 27,897 X 2 27,897
HMS HOLDINGS CORP COMMON 40425J101 69 2,221 X 2 2,221
HMS HOLDINGS CORP COMMON 40425J101 11,843 379,460 X 1 379,460
HOLOGIC INC COMMON 436440101 100 4,630 X 2 4,630
HOLOGIC INC COMMON 436440101 14,049 651,935 X 1 240,087 19,503 392,345
HOLOGIC INC CVT CV BND 436440AA9 99,103 2,584,000 X 1 2,251,692 163,758 168,551
HOME DEPOT COMMON 437076102 114 2,270 X 2 2,270
HOME DEPOT COMMON 437076102 45,497 904,329 X 1 365,525 8,532 530,272
HOME PROPERTIES INC COMMON 437306103 13,207 216,466 X 1 205,910 10,556
HONEYWELL INTERNATIONAL INC COMMON 438516106 1,673 27,409 X 2 27,409
HONEYWELL INTERNATIONAL INC COMMON 438516106 70,346 1,152,267 X 1 1,001,026 151,241
HORSEHEAD HOLDING CORP COMMON 440694305 11,260 988,615 X 1 941,787 46,828
HOSPIRA INC COMMON 441060100 1 20 X 1 20
HOT TOPIC INC COMMON 441339108 17,598 1,733,808 X 1 1,643,771 90,037
HOVNANIAN ENT CVT CV PFD 44248W208 5,025 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 8,417 221,325 X 1 210,569 10,756
HUB GROUP INC CL A COMMON 443320106 12,755 354,020 X 1 354,020
HUB GROUP INC CL A COMMON 443320106 75 2,080 X 2 2,080
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 122,155 6,851,662 X 1 6,683,815 102,058 65,789
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 2,486 139,451 X 2 139,451
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 17,590 1,338,461 X 2 1,338,461
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 333,900 25,407,503 X 1 23,156,847 123,452 2,127,204
HUNT J B TRANSPORT SVCS INC COMMON 445658107 1,571 28,902 X 2 28,902
HUNT J B TRANSPORT SVCS INC COMMON 445658107 13,117 241,248 X 1 163,355 77,893
HURON CONSULTING GROUP INC COMMON 447462102 10,326 274,931 X 1 274,931
HURON CONSULTING GROUP INC COMMON 447462102 60 1,609 X 2 1,609
IAC/ INTERACTIVECORP COMMON 44919P508 1,581 32,206 X 2 32,206
IAC/ INTERACTIVECORP COMMON 44919P508 22,041 448,991 X 1 351,379 97,612
IBERIABANK CORP COMMON 450828108 15,481 289,520 X 1 275,522 13,998
IBM COMMON 459200101 2,109 10,109 X 1 4,371 3,653 2,085
IDENIX PHARMACEUTICALS INC COMMON 45166R204 38 3,883 X 2 3,883
IDENIX PHARMACEUTICALS INC COMMON 45166R204 7,730 789,545 X 1 789,545
IHS INC-CLASS A COMMON 451734107 13 138 X 1 138
II-VI INC COMMON 902104108 15,037 635,828 X 1 604,506 31,322
IMPAX LABORATORIES INC COMMON 45256B101 12,838 522,286 X 1 493,391 28,895
IMPERVA INC COMMON 45321L100 8,187 209,122 X 1 209,122
IMPERVA INC COMMON 45321L100 48 1,229 X 2 1,229
INFORMATICA CORP COMMON 45666Q102 3,077 58,174 X 1 58,174
INSULET CORP COMMON 45784P101 10,764 562,379 X 1 562,379
INSULET CORP COMMON 45784P101 63 3,305 X 2 3,305
INTEGRATED DEVICE TECH INC COMMON 458118106 462 64,600 X 1 64,600
INTEL CORP COMMON 458140100 898,236 31,954,321 X 1 31,949,721 4,600
INTEL CORP CVT CV BND 458140AD2 369,632 10,728,709 X 1 9,633,538 124,838 970,333
INTEL CORP CVT CV BND 458140AD2 55,361 1,606,875 X 2 1,606,875
INTERPUBLIC GROUP COS INC COMMON 460690100 385 33,733 X 1 33,733
INTERVAL LEISURE GROUP COMMON 46113M108 1,287 73,985 X 2 73,985
INTERVAL LEISURE GROUP COMMON 46113M108 10,454 600,802 X 1 400,802 200,000
INTERXION HOLDING NV COMMON N47279109 15,197 846,647 X 1 846,647
INTERXION HOLDING NV COMMON N47279109 89 4,956 X 2 4,956
INTL PAPER COMMON 460146103 442 12,600 X 2 12,600
INTL PAPER COMMON 460146103 776 22,100 X 1 22,100
INTUITIVE SURGICAL INC COMMON 46120E602 4,522 8,347 X 1 8,347
INVENSENSE INC COMMON 46123D205 2,889 159,600 X 1 159,600
INVESCO LTD COMMON G491BT108 16,798 629,840 X 1 228,381 401,459
INVESCO LTD COMMON G491BT108 126 4,742 X 2 4,742
IPG PHOTONICS CORP COMMON 44980X109 12,031 231,136 X 1 231,136
IPG PHOTONICS CORP COMMON 44980X109 71 1,359 X 2 1,359
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 964 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 1,320 24,056 X 1 24,056
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,447 33,705 X 1 33,705
ISHARES MSCI JAPAN INDEX FUND Exchange 464286848 320 31,450 X 2 31,450
ISHARES MSCI JAPAN INDEX FUND Exchange 464286848 358 35,150 X 1 35,150
ISHARES MSCI MEXICO Exchange 464286822 994 15,900 X 1 15,900
ISHARES MSCI MEXICO Exchange 464286822 950 15,200 X 2 15,200
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 7,950 96,000 X 1 96,000
ISHARES SILVER TRUST Exchange 46428Q109 63 2,000 X 1 2,000
INTERSIL CORP COMMON 46069s109 84 CALL 7,500 X 1 7,500
ITC HOLDINGS CORP COMMON 465685105 8,773 114,026 X 1 108,385 5,641
ITT CORP COMMON 450911201 1,768 77,083 X 2 77,083
ITT CORP COMMON 450911201 14,481 631,256 X 1 420,326 210,930
J & J SNACK FOODS CORP COMMON 466032109 13,881 264,606 X 1 250,989 13,617
JARDEN CORP COMMON 471109108 12,157 302,191 X 1 288,105 14,086
JAZZ PHARMACEUTICALS PLC COMMON G50871105 6 134 X 1 134
JEFFERIES GROUP INC CVT CV BND 472319AG7 15,181 421,238 X 1 313,292 23,988 83,958
JIVE SOFTWARE INC COMMON 47760A108 2,571 94,648 X 1 94,648
JM SMUCKER CO COMMON 832696405 21,564 265,039 X 1 177,738 87,301
JM SMUCKER CO COMMON 832696405 2,627 32,288 X 2 32,288
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 1,000 61,712 X 2 61,712
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 13,541 835,872 X 1 650,374 185,498
JOHNSON CONTROLS COMMON 478366107 38,892 1,197,419 X 1 1,039,846 157,573
JOHNSON CONTROLS COMMON 478366107 1,079 33,226 X 2 33,226
JONES LANG LASALLE INC COMMON 48020Q107 13,755 165,108 X 1 156,260 2,863 5,985
JOY GLOBAL INC COMMON 481165108 10 134 X 1 134
JP MORGAN CHASE & CO COMMON 46625H100 161,428 3,510,821 X 1 2,809,494 701,327
JP MORGAN CHASE & CO COMMON 46625H100 3,707 80,614 X 2 80,614
KADANT INC COMMON 48282T104 926 38,890 X 2 38,890
KADANT INC COMMON 48282T104 7,521 315,757 X 1 210,974 104,783
KANSAS CITY SOUTHERN COMMON 485170302 4,075 56,844 X 1 56,844
KAR AUCTION SERVICES INC COMMON 48238T109 14,851 916,191 X 1 869,275 46,916
KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 42 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 11,110 1,248,275 X 1 1,210,500 37,775
KB HOME CORP COMMON 48666K109 8,006 899,590 X 2 899,590
KELLOGG CO COMMON 487836108 6,460 120,459 X 1 82,024 38,435
KELLY SERVICES INC CL COMMON 488152208 6,602 412,886 X 1 387,028 25,858
KEYCORP (NEW) COMMON 493267108 19,324 2,273,396 X 1 1,540,174 733,222
KEYCORP (NEW) COMMON 493267108 2,310 271,758 X 2 271,758
KIMCO REALTY CORP COMMON 49446R109 376 19,526 X 1 19,526
KINDER MORGAN MANAGEMENT LLC COMMON 49455U100 1 X 1 1
KIRBY CORP COMMON 497266106 35,163 534,468 X 1 418,990 115,478
KIRBY CORP COMMON 497266106 2,553 38,809 X 2 38,809
KLA-TENCOR CORPORATION COMMON 482480100 12 220 X 1 220
KOPPERS HOLDINGS INC COMMON 50060P106 7,729 200,450 X 1 190,436 10,014
KROGER COMMON 501044101 11,345 468,208 X 1 175,052 293,156
KROGER COMMON 501044101 84 3,463 X 2 3,463
KULICKE & SOFFA CVT CV BND 501242AT8 31,721 2,177,080 X 1 2,082,339 80,460 14,281
KULICKE & SOFFA INDUSTRIES COMMON 501242101 16,129 1,297,602 X 1 864,324 433,278
KULICKE & SOFFA INDUSTRIES COMMON 501242101 1,950 156,899 X 2 156,899
LA-Z-BOY INC COMMON 505336107 8,793 587,795 X 1 558,392 29,403
LATTICE SEMICONDUCTOR CORP COMMON 518415104 10,975 1,706,862 X 1 1,623,343 83,519
LEAR CORP COMMON 521865204 23,226 499,590 X 1 336,707 162,883
LEAR CORP COMMON 521865204 2,802 60,278 X 2 60,278
LEGG MASON INC COMMON 524901105 82,372 2,949,230 X 1 2,052,731 896,499
LEGG MASON INC COMMON 524901105 1,225 43,873 X 2 43,873
LEGGETT & PLATT INC COMMON 524660107 4,804 208,785 X 1 198,993 9,792
LENNAR CORP COMMON 526057104 15,208 559,526 X 1 559,526
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 248,557 7,054,252 X 1 6,603,771 97,592 352,889
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 4,307 122,222 X 2 122,222
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 848 28,610 X 2 28,610
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 25,848 872,065 X 1 778,407 89,879 3,779
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 114,964 3,262,775 X 1 3,214,997 29,815 17,963
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 2,023 57,407 X 2 57,407
LEVEL 3 COMMUNICATIONS INC COMMON 52729N308 160 6,200 X 2 6,200
LEVEL 3 COMMUNICATIONS INC COMMON 52729N308 165 6,400 X 1 6,400
LIBERTY INTERACTIVE CORP COMMON 53071M104 4,612 241,567 X 2 241,567
LIBERTY INTERACTIVE CORP COMMON 53071M104 89,923 4,710,460 X 1 3,829,423 881,037
LIBERTY MEDIA CORPORAT 530715AN1 326 19,897 X 2 19,897
LIBERTY MEDIA CORPORAT 530715AN1 16,055 979,120 X 1 884,831 9,355 84,934
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 31,235 354,339 X 1 266,025 88,314
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 2,652 30,081 X 2 30,081
LIFE TIME FITNESS INC COMMON 53217R207 18,251 360,904 X 1 360,904
LIFE TIME FITNESS INC COMMON 53217R207 108 2,129 X 2 2,129
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,238 36,426 X 1 24,502 2,123 9,801
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 13,851 255,947 X 1 197,729 10,717 47,501
LINEAR TECHNOLOGY CORP COMMON 535678106 1,333 39,555 X 1 39,555
LINKEDIN CORP - A COMMON 53578A108 20,118 197,251 X 1 97,583 99,668
LINKEDIN CORP - A COMMON 53578A108 120 1,172 X 2 1,172
LIQUIDITY SERVICES INC COMMON 53635B107 83 1,842 X 2 1,842
LIQUIDITY SERVICES INC COMMON 53635B107 13,997 312,424 X 1 312,424
LITTELFUSE INC COMMON 537008104 18,676 297,869 X 1 282,962 14,907
LIVE NATION ENTERTAINMENT INC COMMON 538034109 17,406 1,851,728 X 1 1,452,917 398,811
LIVE NATION ENTERTAINMENT INC COMMON 538034109 1,205 128,162 X 2 128,162
LKQ CORP COMMON 501889208 10 326 X 1 326
LORILLARD COMMON 544147101 158 1,219 X 1 1,219
LOWES COS COMMON 548661107 28,467 907,181 X 1 379,355 527,826
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 633 41,954 X 2 41,954
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 38,421 2,547,554 X 1 1,784,037 13,029 750,488
LUFKIN INDS INC COMMON 549764108 36,218 449,078 X 1 438,703 10,375
LUFKIN INDS INC COMMON 549764108 101 1,256 X 2 1,256
LULULEMON ATHLETICA INC COMMON 550021109 2,920 39,099 X 1 39,099
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 93 3,714 X 2 3,714
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 15,797 629,121 X 1 629,121
LUMINEX CORP COMMON 55027E102 13,314 570,201 X 1 570,201
LUMINEX CORP COMMON 55027E102 78 3,342 X 2 3,342
LYONDELLBASELL INDU-CL A COMMON N53745100 235 5,390 X 1 5,390
M & T BANK CORP COMMON 55261F104 59 682 X 1 682
MACYS INC. COMMON 55616P104 27,730 697,957 X 1 259,030 438,927
MACYS INC. COMMON 55616P104 206 5,182 X 2 5,182
MADISON SQUARE GARDEN CO-A COMMON 55826P100 295 8,614 X 1 8,614
MAGELLAN HEALTH SERVICES INC COMMON 559079207 1 22 X 1 22
MARATHON OIL CORP COMMON 565849106 107 3,374 X 1 3,374
MARKETAXESS HOLDINGS INC COMMON 57060D108 15,721 421,594 X 1 398,964 22,630
MARRIOTT VACATIONS WORLD COMMON 57164Y107 12,322 432,188 X 1 409,489 22,699
MARTIN MARIETTA MATERIALS COMMON 573284106 160 1,868 X 1 1,868
MASTEC INC COMMON 576323109 61 3,378 X 2 3,378
MASTEC INC COMMON 576323109 10,403 575,049 X 1 575,049
MASTERCARD INC-CLASS A COMMON 57636Q104 936 2,225 X 1 1,151 1,074
MATTEL INC COMMON 577081102 445 13,226 X 1 13,226
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 457 15,980 X 1 15,980
MAXWELL TECHNOLOGIES INC COMMON 577767106 12,611 687,982 X 1 687,982
MAXWELL TECHNOLOGIES INC COMMON 577767106 75 4,087 X 2 4,087
MCCORMICK & CO NON VTG COMMON 579780206 6,847 125,796 X 1 6,575 119,221
MCDONALDS COMMON 580135101 26 266 X 1 266
MCGRATH RENTCORP COMMON 580589109 19,070 593,902 X 1 564,843 29,059
MCKESSON CORP COMMON 58155Q103 18,234 207,747 X 1 84,891 4,766 118,090
MCKESSON CORP COMMON 58155Q103 119 1,359 X 2 1,359
MDC PARTNERS INC COMMON 552697104 5,796 521,241 X 1 521,241
MDC PARTNERS INC COMMON 552697104 34 3,095 X 2 3,095
MDU RESOURCES GROUP INC COMMON 552690109 359 16,020 X 1 16,020
MEADWESTVACO CORP COMMON 583334107 2,431 76,943 X 1 76,943
MEASUREMENT SPECIALTIES INC COMMON 583421102 68 2,017 X 2 2,017
MEASUREMENT SPECIALTIES INC COMMON 583421102 11,327 336,112 X 1 336,112
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 4 50 X 1 50
MEDIVATION INC COMMON 58501N101 2,515 33,663 X 1 33,663
MEDNAX INC COMMON 58502B106 30,586 411,274 X 1 329,916 81,358
MEDNAX INC COMMON 58502B106 1,958 26,331 X 2 26,331
MEDTRONIC INC COMMON 585055106 24,202 617,548 X 1 251,466 366,082
MELLANOX TECHNOLOGIES LTD COMMON M51363113 540 12,919 X 1 12,919
MERCADOLIBRE INC COMMON 58733R102 3,156 32,278 X 1 32,278
MERCK & CO COMMON 58933Y105 141,933 3,696,180 X 1 2,790,056 906,124
MERCK & CO COMMON 58933Y105 2,538 66,105 X 2 66,105
METHODE ELECTRONICS INC COMMON 591520200 5,570 600,171 X 1 570,304 29,867
METLIFE INC COMMON 59156R108 1,777 47,588 X 2 47,588
METLIFE INC COMMON 59156R108 88,472 2,368,717 X 1 1,816,788 551,929
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 2,582 13,976 X 2 13,976
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 24,850 134,507 X 1 96,591 37,916
MICROCHIP TECHNOLOGY INC COMMON 595017104 832 22,365 X 2 22,365
MICROCHIP TECHNOLOGY INC COMMON 595017104 6,773 182,080 X 1 121,252 60,828
MICRON TECHNOLOGY COMMON 595112103 143 17,600 X 1 17,600
MICRON TECHNOLOGY COMMON 595112103 143 17,600 X 2 17,600
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 78,226 5,408,872 X 1 4,377,339 333,773 697,760
MICROS SYSTEMS INC COMMON 594901100 2,362 42,724 X 2 42,724
MICROS SYSTEMS INC COMMON 594901100 19,609 354,658 X 1 239,446 115,212
MICROSOFT CORP COMMON 594918104 1,984 61,531 X 2 61,531
MICROSOFT CORP COMMON 594918104 473,280 14,675,345 X 1 12,575,849 12,008 2,087,488
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,177 241,334 X 1 230,007 11,327
MIDDLEBY CORP COMMON 596278101 20,851 206,083 X 1 164,980 41,103
MIDDLEBY CORP COMMON 596278101 1,366 13,499 X 2 13,499
MIDDLESEX WATER CO COMMON 596680108 7,630 403,942 X 1 385,339 18,603
MINERALS TECHNOLOGIES INC COMMON 603158106 11,288 172,579 X 1 164,078 8,501
MOBILE MINI INC COMMON 60740F105 75 3,553 X 2 3,553
MOBILE MINI INC COMMON 60740F105 12,572 595,279 X 1 595,279
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 8,552 573,957 X 1 545,617 28,340
MONRO MUFFLER BRAKE INC COMMON 610236101 10 243 X 1 243
MONSTER BEVERAGE CORPORATION COMMON 611740101 4,337 69,848 X 1 69,848
MORGAN STANLEY COMMON 617446448 295 15,000 X 2 15,000
MORGAN STANLEY COMMON 617446448 308 15,700 X 1 15,700
MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,788 441,327 X 1 441,327
MOTOROLA SOLUTIONS INC COMMON 620076307 78,587 1,546,078 X 1 1,341,134 204,944
MOTOROLA SOLUTIONS INC COMMON 620076307 1,817 35,746 X 2 35,746
MOVADO CORP INC COMMON 624580106 15,357 625,542 X 1 594,495 31,047
MSCI INC-A COMMON 55354G100 8,468 230,056 X 1 230,056
MYLAN LABS COMMON 628530107 34,635 1,476,962 X 1 697,076 14,982 764,904
MYLAN LABS COMMON 628530107 1,674 71,375 X 2 71,375
MYR GROUP INC/DELAWARE COMMON 55405W104 7,189 402,518 X 1 382,355 20,163
NABORS INDUSTRIES LTD COMMON G6359F103 156 8,900 X 1 8,900
NABORS INDUSTRIES LTD COMMON G6359F103 156 8,900 X 2 8,900
NASDAQ OMX GROUP/THE COMMON 631103108 3,582 138,302 X 2 138,302
NASDAQ OMX GROUP/THE COMMON 631103108 29,471 1,137,885 X 1 763,153 374,732
NATIONAL FUEL GAS CO COMMON 636180101 252 5,228 X 1 5,228
NATIONAL OILWELL VARCO INC COMMON 637071101 118 1,480 X 2 1,480
NATIONAL OILWELL VARCO INC COMMON 637071101 35,958 452,474 X 1 315,475 4,907 132,092
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 13,931 512,360 X 1 487,661 24,699
NAVISTAR INTL CORP CVT CV BND 63934EAL2 4,041 72,901 X 2 72,901
NAVISTAR INTL CORP CVT CV BND 63934EAL2 35,071 632,733 X 1 586,088 15,018 31,627
NCI BUILDING SYSTEMS INC COMMON 628852204 57 4,921 X 2 4,921
NCI BUILDING SYSTEMS INC COMMON 628852204 9,542 828,981 X 1 828,981
NETAPP INC COMMON 64110D104 12 275 X 1 275
NETGEAR INC COMMON 64111Q104 2,503 65,531 X 2 65,531
NETGEAR INC COMMON 64111Q104 34,057 891,540 X 1 697,154 194,386
NETSUITE INC COMMON 64118Q107 1,925 38,276 X 1 38,276
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 7,468 936,974 X 1 936,974
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 44 5,510 X 2 5,510
NEW YORK TIMES CL A COMMON 650111107 849 125,000 X 1 125,000
NEWELL RUBBERMAID INC COMMON 651229106 4,453 250,000 X 1 250,000
NEWPARK RESOURCES INC COMMON 651718504 76 9,257 X 2 9,257
NEWPARK RESOURCES INC COMMON 651718504 13,034 1,591,492 X 1 1,591,492
NOBLE ENERGY INC COMMON 655044105 699 7,144 X 2 7,144
NOBLE ENERGY INC COMMON 655044105 42,132 430,881 X 1 281,142 149,739
NORDSTROM INC COMMON 655664100 1,337 23,989 X 1 12,941 11,048
NORFOLK SOUTHN CORP COMMON 655844108 68,822 1,045,448 X 1 901,026 144,422
NORFOLK SOUTHN CORP COMMON 655844108 1,580 24,005 X 2 24,005
NORTHEAST UTILITIES COMMON 664397106 391 10,523 X 1 10,523
NORTHROP GRUMMAN CORP COMMON 666807102 1,721 28,178 X 2 28,178
NORTHROP GRUMMAN CORP COMMON 666807102 72,162 1,181,436 X 1 1,024,761 156,675
NORTHWESTERN CORP COMMON 668074305 6,063 170,980 X 1 162,573 8,407
NOVARTIS AG SPON ADR ADR 66987V109 51,674 932,567 X 1 360,153 572,414
NTELOS HOLDINGS CORP COMMON 67020Q305 7,314 353,331 X 1 235,488 117,843
NTELOS HOLDINGS CORP COMMON 67020Q305 902 43,575 X 2 43,575
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 3,750 132,287 X 1 132,287
NUANCE COMMUNICATIONS INC COMMON 67020Y100 1,927 75,329 X 1 75,329
NUCOR CORP COMMON 670346105 11 250 X 1 250
NV ENERGY INC COMMON 67073Y106 144 8,925 X 1 8,925
NXSTAGE MEDICAL INC COMMON 67072V103 11,592 601,576 X 1 601,576
NXSTAGE MEDICAL INC COMMON 67072V103 69 3,560 X 2 3,560
O'REILLY AUTOMOTIVE INC COMMON COMMON 67103H107 3,075 33,663 X 1 33,663
OASIS PETROLEUM INC COMMON 674215108 12,231 396,722 X 1 396,722
OASIS PETROLEUM INC COMMON 674215108 72 2,332 X 2 2,332
OCCIDENTAL PETE COMMON 674599105 1,309 13,747 X 1 11,388 2,359
OCEANEERING INTL INC COMMON 675232102 53,945 1,001,019 X 1 832,539 168,480
OCEANEERING INTL INC COMMON 675232102 3,195 59,293 X 2 59,293
OLD DOMINION FREIGHT LINE COMMON 679580100 17,098 358,666 X 1 340,553 18,113
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 17,531 1,143,917 X 2 1,143,917
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 367,423 23,975,282 X 1 23,686,327 6,114 282,842
OLIN COMMON 680665205 10,840 498,392 X 1 473,693 24,699
OMEGA HEALTHCARE INVESTORS COMMON 681936100 16,073 756,023 X 1 718,211 37,812
OMNICARE INC CVT CV BND 681904AL2 59,963 782,389 X 1 596,700 37,376 148,313
OMNICARE INC CVT CV BND 681904AL2 2,853 37,226 X 2 37,226
OMNICARE INC CVT CV BND 681904AN8 98,400 2,468,689 X 1 2,431,519 20,407 16,763
OMNICOM GROUP COMMON 681919106 1,375 27,146 X 2 27,146
OMNICOM GROUP COMMON 681919106 91,495 1,806,411 X 1 1,266,216 540,195
ONEOK INC COMMON 682680103 235 2,875 X 1 2,875
ONYX PHARMACEUTICALS COMMON 683399109 8 212 X 1 212
OPENTABLE INC COMMON 68372A104 408 10,085 X 1 10,085
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 9,192 661,309 X 1 661,309
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 54 3,867 X 2 3,867
ORACLE CORP COMMON 68389X105 206,459 7,080,226 X 1 4,318,295 2,761,931
ORACLE CORP COMMON 68389X105 1,998 68,507 X 2 68,507
OWENS-ILLINOIS INC COMMON 690768403 36,382 1,558,787 X 1 1,464,234 31,083 63,470
OWENS-ILLINOIS INC COMMON 690768403 606 25,966 X 2 25,966
OXFORD INDUSTRIES INC COMMON 691497309 12,913 254,098 X 1 254,098
OXFORD INDUSTRIES INC COMMON 691497309 75 1,484 X 2 1,484
PANERA BREAD CO CL A COMMON 69840W108 13,509 83,951 X 1 83,951
PANERA BREAD CO CL A COMMON 69840W108 60 371 X 2 371
PEABODY ENERGY CORP CVT CV BND 704549AG9 35,953 650,351 X 1 507,203 22,082 121,066
PEABODY ENERGY CORP CVT CV BND 704549AG9 13,164 238,127 X 2 238,127
PEETS COFFEE & TEA INC COMMON 705560100 5,069 68,782 X 1 68,782
PEETS COFFEE & TEA INC COMMON 705560100 30 405 X 2 405
PENSKE AUTO GROUP INC COMMON 70959W103 299 12,125 X 1 12,125
PEOPLES UNITED FINANCIAL INC COMMON 712704105 124 9,398 X 1 9,398
PEPSICO INC COMMON 713448108 93,103 1,403,211 X 1 1,235,903 167,308
PEPSICO INC COMMON 713448108 2,096 31,597 X 2 31,597
PERFICIENT INC COMMON 71375U101 7,249 603,598 X 1 573,410 30,188
PERRIGO CO COMMON 714290103 22,713 219,849 X 1 98,671 5,391 115,787
PERRIGO CO COMMON 714290103 136 1,317 X 2 1,317
PETROLEUM DEVELOPMENT CORP COMMON 716578109 11,325 305,348 X 1 305,348
PETROLEUM DEVELOPMENT CORP COMMON 716578109 67 1,813 X 2 1,813
PETSMART INC COMMON 716768106 3,916 68,438 X 1 68,438
PFIZER INC COMMON 717081103 2,702 119,223 X 2 119,223
PFIZER INC COMMON 717081103 128,768 5,682,601 X 1 4,142,345 1,540,256
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 576 6,500 X 2 6,500
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 1,216 13,725 X 1 13,725
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,065 439,501 X 1 417,680 21,821
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 825 5,925 X 1 5,925
PITNEY BOWES COMMON 724479100 153 8,700 X 1 8,700
PITNEY BOWES COMMON 724479100 148 8,400 X 2 8,400
PLAINS EXPLORATION & PRODUCT COMMON 726505100 438 10,264 X 1 10,264
PNC FINANCIAL SERVICES COMMON 693475105 129,110 2,002,020 X 1 1,616,890 385,130
PNC FINANCIAL SERVICES COMMON 693475105 2,281 35,374 X 2 35,374
POPULAR INC COMMON 733174106 9,434 4,602,016 X 1 4,376,755 225,261
POTLATCH CORP COMMON 737630103 24,411 778,919 X 1 610,508 168,411
POTLATCH CORP COMMON 737630103 1,775 56,635 X 2 56,635
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 432 15,000 X 2 15,000
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 628 21,820 X 1 21,820
PPG INDS COMMON 693506107 313,999 3,277,651 X 1 3,231,141 46,510
PPL CORPORATION COMMON 69351T106 54,933 1,943,830 X 1 1,686,846 256,984
PPL CORPORATION COMMON 69351T106 1,312 46,416 X 2 46,416
PRAXAIR INC COMMON 74005P104 19,105 166,650 X 1 157,947 4,157 4,546
PRECISION CASTPARTS COMMON 740189105 19,687 113,863 X 1 70,760 4,139 38,964
PRECISION CASTPARTS COMMON 740189105 77 444 X 2 444
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,326 75,884 X 2 75,884
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 10,783 616,885 X 1 411,241 205,644
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,269 50,060 X 1 42,025 8,035
PRICELINE.COM INC COMMON 741503403 53,325 74,321 X 1 49,247 1,345 23,729
PRICELINE.COM INC COMMON 741503403 193 269 X 2 269
PRIMORIS SERVICES CORP COMMON 74164F103 1,809 112,658 X 1 83,166 29,492
PROASSURANCE CORP COMMON 74267C106 17,098 194,056 X 1 184,658 9,398
PROCTER & GAMBLE COMMON 742718109 43,219 643,038 X 1 265,731 3,360 373,947
PROCTER & GAMBLE COMMON 742718109 161 2,400 X 2 2,400
PROGRESS SOFTWARE CORP COMMON 743312100 6,410 271,384 X 1 257,492 13,892
PROLOGIS INC COMMON 74340W103 163 4,532 X 1 4,532
PROLOGIS INC CVT CV BND 74340XAT8 105,150 2,400,378 X 1 2,303,278 1,033 96,067
PROLOGIS INC CVT CV BND 74340XAT8 2,082 47,517 X 2 47,517
PROSPERITY BANCSHARES INC COMMON 743606105 1,974 43,104 X 2 43,104
PROSPERITY BANCSHARES INC COMMON 743606105 30,819 672,899 X 1 540,519 132,380
PRUDENTIAL FINANCIAL INC COMMON 744320102 15,991 252,265 X 1 90,864 161,401
PRUDENTIAL FINANCIAL INC COMMON 744320102 119 1,884 X 2 1,884
PUB SVC ENTERPRISE GROUP INC COMMON 744573106 1 X 1 1
PVH CORPORATION COMMON 693656100 13 141 X 1 141
PYXIS CREDIT STRATEGIES FUND Closed E 74734W107 8,630 1,361,139 X 1 1,361,139
QEP RESOURCES INC COMMON 74733V100 17,250 565,566 X 1 378,163 187,403
QEP RESOURCES INC COMMON 74733V100 2,120 69,495 X 2 69,495
QLIK TECHNOLOGIES INC COMMON 74733T105 13,714 428,551 X 1 428,551
QLIK TECHNOLOGIES INC COMMON 74733T105 81 2,537 X 2 2,537
QLOGIC CORP COMMON 747277101 23,135 1,302,648 X 1 999,999 302,649
QLOGIC CORP COMMON 747277101 1,814 102,161 X 2 102,161
QUAKER CHEMICAL CORP COMMON 747316107 3,773 95,636 X 1 63,695 31,941
QUAKER CHEMICAL CORP COMMON 747316107 464 11,762 X 2 11,762
QUALCOMM INC COMMON 747525103 144,565 2,125,324 X 1 978,715 10,489 1,136,120
QUALCOMM INC COMMON 747525103 416 6,115 X 2 6,115
QUESTAR CORP COMMON 748356102 1,633 84,801 X 2 84,801
QUESTAR CORP COMMON 748356102 13,288 689,951 X 1 460,061 229,890
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 7,976 212,017 X 1 212,017
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 47 1,251 X 2 1,251
RACKSPACE HOSTING INC COMMON 750086100 7,078 122,471 X 1 122,471
RAVEN INDUSTRIES INC COMMON 754212108 13,077 214,343 X 1 203,696 10,647
RAYMOND JAMES FINANCIAL INC COMMON 754730109 20,095 550,097 X 1 401,614 148,483
RAYMOND JAMES FINANCIAL INC COMMON 754730109 2,715 74,336 X 2 74,336
RBC BEARINGS INC COMMON 75524B104 101 2,199 X 2 2,199
RBC BEARINGS INC COMMON 75524B104 31,189 676,103 X 1 660,929 15,174
RED HAT INC COMMON 756577102 12,049 201,187 X 1 83,652 117,535
RED HAT INC COMMON 756577102 83 1,384 X 2 1,384
REGENERON PHARMACEUTICALS COMMON 75886F107 8 70 X 1 70
REINSURANCE GRP OF AMERI-A COMMON 759351604 15,172 255,121 X 1 242,147 12,974
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 38,782 686,653 X 1 536,974 149,679
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 2,796 49,513 X 2 49,513
RENT-A-CENTER INC COMMON 76009N100 11,742 311,038 X 1 295,759 15,279
ROBBINS & MYERS INC COMMON 770196103 109 2,096 X 2 2,096
ROBBINS & MYERS INC COMMON 770196103 18,695 359,180 X 1 359,180
ROBERT HALF INTL INC COMMON 770323103 1,352 44,611 X 2 44,611
ROBERT HALF INTL INC COMMON 770323103 11,088 365,937 X 1 243,435 122,502
ROCK-TENN CO CL A COMMON 772739207 972 14,380 X 1 11,478 2,902
ROCKWELL AUTOMATION INC COMMON 773903109 13,597 170,606 X 1 87,207 83,399
ROCKWELL AUTOMATION INC COMMON 773903109 79 985 X 2 985
ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 9,565 362,713 X 1 343,762 18,951
ROGERS CORP COMMON 775133101 8,409 217,019 X 1 206,671 10,348
ROLLINS INC COMMON 775711104 22,871 1,074,742 X 1 937,833 136,909
ROLLINS INC COMMON 775711104 769 36,148 X 2 36,148
ROPER INDUSTRIES INC COMMON 776696106 80 806 X 2 806
ROPER INDUSTRIES INC COMMON 776696106 11,560 116,581 X 1 43,575 4,704 68,302
ROSETTA RESOURCES INC COMMON 777779307 78 1,607 X 2 1,607
ROSETTA RESOURCES INC COMMON 777779307 16,314 334,585 X 1 334,585
ROSS STORES INC COMMON 778296103 168 2,898 X 2 2,898
ROSS STORES INC COMMON 778296103 25,986 447,261 X 1 199,558 247,703
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 1,248 17,800 X 2 17,800
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 243,337 3,469,794 X 1 3,463,648 6,146
ROYAL GOLD INC COMMON 780287108 20 300 X 1 300
RUSH ENTERPRISES INC CL A COMMON 781846209 12,895 607,666 X 1 577,265 30,401
S&P 500 ETF TRUST Exchange 78462F103 946 6,715 X 1 6,715
SABRA HEALTH CARE REIT INC COMMON 78573L106 2,436 148,151 X 2 148,151
SABRA HEALTH CARE REIT INC COMMON 78573L106 19,752 1,201,471 X 1 800,642 400,829
SALESFORCE.COM INC COMMON 79466L302 1,035 6,696 X 1 3,578 3,118
SALIX PHARMACEUTICALS LTD COMMON 795435106 9 170 X 1 170
SALLY BEAUTY HLDGS INC COMMON 79546E104 60,321 2,432,282 X 1 1,898,315 533,967
SALLY BEAUTY HLDGS INC COMMON 79546E104 4,445 179,218 X 2 179,218
SANDISK CORP COMMON 80004C101 603 12,159 X 1 12,159
SANDISK CORP CVT CV BND 80004CAD3 10,784 173,938 X 1 101,766 20,811 51,360
SANDISK CORP CVT CV BND 80004CAD3 1,622 26,158 X 2 26,158
SANOFI ADR 80105N105 1,865 48,140 X 2 48,140
SANOFI ADR 80105N105 75,731 1,954,357 X 1 1,770,760 183,597
SARA LEE COMMON 803111103 1,802 83,682 X 2 83,682
SARA LEE COMMON 803111103 93,369 4,336,711 X 1 3,239,667 1,097,044
SCANSOURCE INC COMMON 806037107 15,638 419,036 X 1 398,405 20,631
SCHLUMBERGER LTD COMMON 806857108 134,043 1,916,820 X 1 1,353,326 4,509 558,985
SCHLUMBERGER LTD COMMON 806857108 1,724 24,660 X 2 24,660
SCHWAB CHARLES CORP COMMON 808513105 58 4,067 X 2 4,067
SCHWAB CHARLES CORP COMMON 808513105 7,749 539,246 X 1 194,599 344,647
SEI INVESTMENTS CO COMMON 784117103 78,052 3,772,463 X 1 1,480,399 2,292,064
SEMTECH CORP COMMON 816850101 14,155 497,351 X 1 472,583 24,768
SERVICESOURCE INTERNATIONAL COMMON 81763U100 11,720 757,110 X 1 757,110
SERVICESOURCE INTERNATIONAL COMMON 81763U100 69 4,449 X 2 4,449
SHAW GROUP INC COMMON 820280105 9 270 X 1 270
SHUFFLE MASTER INC COMMON 825549108 9,101 517,090 X 1 517,090
SHUFFLE MASTER INC COMMON 825549108 53 3,024 X 2 3,024
SIGNATURE BANK COMMON 82669G104 87 1,379 X 2 1,379
SIGNATURE BANK COMMON 82669G104 31,339 497,132 X 1 484,081 13,051
SILICON LABS INC COMMON 826919102 13,249 308,111 X 1 308,111
SILICON LABS INC COMMON 826919102 79 1,829 X 2 1,829
SIMON PROPERTY GROUP INC COMMON 828806109 25,094 172,255 X 1 172,255
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 23,232 496,732 X 1 387,938 108,794
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 1,778 38,010 X 2 38,010
SKYWORKS SOLUTIONS INC COMMON 83088M102 12,976 469,311 X 1 451,576 17,735
SM ENERGY CO COMMON 78454L100 898 12,695 X 2 12,695
SM ENERGY CO COMMON 78454L100 50,622 715,308 X 1 494,556 220,752
SOLARWINDS INC COMMON 83416B109 2,933 75,896 X 1 75,896
SOURCEFIRE INC COMMON 83616T108 103 2,147 X 2 2,147
SOURCEFIRE INC COMMON 83616T108 20,325 422,291 X 1 422,291
SOUTHWEST AIRLINES COMMON 844741108 1,648 200,000 X 1 200,000
SOUTHWESTERN ENERGY CO COMMON 845467109 65 2,136 X 2 2,136
SOUTHWESTERN ENERGY CO COMMON 845467109 8,658 282,937 X 1 102,261 180,676
SOVRAN SELF STORAGE INC COMMON 84610H108 15,901 319,111 X 1 303,158 15,953
SPARTAN STORES INC COMMON 846822104 12,892 711,470 X 1 676,954 34,516
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,164 80,366 X 1 80,366
SPDR GOLD TRUST Exchange 78463V107 430 2,650 X 1 2,650
SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458 160 6,700 X 1 6,700
SPECTRA ENERGY CORP W/I COMMON 847560109 4,456 141,249 X 1 141,249
SPX CORP COMMON 784635104 440 5,677 X 1 5,677
S&P 500 ETF TRUST COMMON 78462F103 22,036 PUT 156,500 X 2 156,500
S&P 500 ETF TRUST COMMON 78462F103 29,006 PUT 206,000 X 1 206,000
S&P 500 ETF TRUST COMMON 78462F103 45,059 PUT 320,000 X 1 320,000
SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 17,331 742,872 X 1 706,517 36,355
STANDARD PARKING CORP COMMON 853790103 14,659 715,094 X 1 679,364 35,730
STANLEY BLACK & DECKER INC COMMON 854502101 77,614 1,008,496 X 1 875,172 133,324
STANLEY BLACK & DECKER INC COMMON 854502101 1,856 24,111 X 2 24,111
STARBUCKS CORP COMMON 855244109 1,751 31,333 X 1 16,350 14,983
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 999 17,718 X 1 7,367 6,529 3,822
STATE STREET CORP COMMON 857477103 999 21,956 X 2 21,956
STATE STREET CORP COMMON 857477103 87,076 1,913,755 X 1 1,659,078 254,677
STEEL DYNAMICS INC CVT CV BND 858119AP5 3,441 172,935 X 2 172,935
STEEL DYNAMICS INC CVT CV BND 858119AP5 12,636 635,043 X 1 526,496 9,117 99,430
STIFEL FINANCIAL CORP COMMON 860630102 33,862 894,868 X 1 847,381 47,487
STIFEL FINANCIAL CORP COMMON 860630102 88 2,328 X 2 2,328
SUNCOKE ENERGY INC COMMON 86722A103 9,395 661,170 X 1 628,091 33,079
SUNTRUST BANK COMMON 867914103 164 6,800 X 1 6,800
SUNTRUST BANK COMMON 867914103 164 6,800 X 2 6,800
SUPERMEDIA INC COMMON 868447103 341 142,474 X 1 142,474
SURMODICS INC COMMON 868873100 4,169 271,247 X 1 258,119 13,128
SVB FINANCIAL GROUP COMMON 78486Q101 14,429 224,264 X 1 224,264
SVB FINANCIAL GROUP COMMON 78486Q101 85 1,319 X 2 1,319
SOUTHWESTERN ENERGY CO COMMON 845467109 61,200 CALL 2,000 X 1 2,000
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 103 1,368 X 2 1,368
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 19,528 260,512 X 1 260,512
SYNOPSYS INC COMMON 871607107 21,993 717,331 X 1 481,416 235,915
SYNOPSYS INC COMMON 871607107 2,668 87,008 X 2 87,008
TARGET CORP COMMON 87612E106 54,387 933,370 X 1 770,796 162,574
TARGET CORP COMMON 87612E106 1,184 20,314 X 2 20,314
TE CONNECTIVITY LTD COMMON H84989104 311 8,467 X 1 8,467
TEAM HEALTH HOLDINGS INC COMMON 87817A107 84 4,079 X 2 4,079
TEAM HEALTH HOLDINGS INC COMMON 87817A107 14,053 683,503 X 1 683,503
TEAM INC COMMON 878155100 7,110 229,722 X 1 218,330 11,392
TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,671 225,000 X 1 225,000
TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 37,668 3,871,339 X 1 3,871,339
TELEFLEX INC COMMON 879369106 11,932 195,128 X 1 186,014 9,114
TELEFONICA DE ESPANA ADR ADR 879382208 389,389 23,728,752 X 1 23,703,054 25,698
TELEFONICA DE ESPANA ADR ADR 879382208 8,083 492,553 X 2 492,553
TENNECO AUTOMOTIVE COMMON 880349105 87 2,355 X 2 2,355
TENNECO AUTOMOTIVE COMMON 880349105 26,569 715,183 X 1 698,073 17,110
TERADATA CORP COMMON 88076W103 23,419 343,640 X 1 228,672 114,968
TERADATA CORP COMMON 88076W103 2,856 41,908 X 2 41,908
TERADYNE INC COMMON 880770102 14,309 847,171 X 1 805,263 41,908
TERADYNE INC CVT CV BND 880770AE2 4,448 259,361 X 1 259,361
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 103 2,288 X 1 2,288
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 13,684 395,252 X 1 395,252
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 81 2,331 X 2 2,331
TEXAS INSTRUMENTS COMMON 882508104 1,660 49,391 X 2 49,391
TEXAS INSTRUMENTS COMMON 882508104 95,066 2,828,507 X 1 2,135,048 693,459
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 13,335 801,390 X 1 801,390
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 78 4,713 X 2 4,713
THE MOSAIC CO COMMON 61945C103 155 2,800 X 1 2,800
THE MOSAIC CO COMMON 61945C103 155 2,800 X 2 2,800
THERMON GROUP HOLDINGS INC COMMON 88362T103 23 1,132 X 2 1,132
THERMON GROUP HOLDINGS INC COMMON 88362T103 3,924 191,866 X 1 191,866
THOMAS & BETTS COMMON 884315102 2,554 35,515 X 1 26,047 9,468
TIDEWATER COMMON 886423102 1 X 1 1
TIME WARNER CABLE CL A COMMON 88732J207 290 3,561 X 1 3,561
TIME WARNER INC COMMON 887317303 1 X 1 1
TIMKEN CO COMMON 887389104 3,322 65,470 X 1 65,470
TORNIER NV COMMON N87237108 104 4,034 X 2 4,034
TORNIER NV COMMON N87237108 17,450 678,979 X 1 678,979
TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,966 58,028 X 1 58,027 1
TRACTOR SUPPLY CO COMMON 892356106 2,996 33,081 X 1 33,081
TRANSDIGM GROUP INC COMMON 893641100 87 753 X 2 753
TRANSDIGM GROUP INC COMMON 893641100 16,297 140,783 X 1 73,651 2,565 64,567
TRANSOCEAN LTD COMMON H8817H100 1,470 26,882 X 2 26,882
TRANSOCEAN LTD COMMON H8817H100 63,660 1,163,798 X 1 1,033,292 130,506
TRAVELERS COS INC/THE COMMON 89417E109 71,298 1,204,353 X 1 913,639 290,714
TRAVELERS COS INC/THE COMMON 89417E109 1,450 24,492 X 2 24,492
TRIMAS CORP COMMON 896215209 17,151 766,010 X 1 511,793 254,217
TRIMAS CORP COMMON 896215209 2,099 93,766 X 2 93,766
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 159,017 2,840,303 X 1 2,324,233 40,691 475,379
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 23,184 414,110 X 2 414,110
TRIUMPH GROUP INC COMMON 896818101 13,985 223,190 X 1 223,190
TRIUMPH GROUP INC COMMON 896818101 83 1,318 X 2 1,318
TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 153 3,300 X 1 3,300
TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 153 3,300 X 2 3,300
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,914 37,054 X 1 35,362 1,692
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 393 7,614 X 2 7,614
UAL CORP CVT CV BND 902549AH7 924 30,948 X 2 30,948
UAL CORP CVT CV BND 902549AH7 33,847 1,133,291 X 1 1,062,508 7,048 63,735
UDR COMMON 902653104 13,019 487,431 X 1 462,294 25,137
UGI CORP COMMON 902681105 10,097 370,525 X 1 352,387 18,138
UIL HLDGS CORP COMMON 902748102 12,150 349,548 X 1 331,146 18,402
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 17,145 184,572 X 1 184,572
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 76 816 X 2 816
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 16,559 225,974 X 1 225,974
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 98 1,333 X 2 1,333
UNDER ARMOUR INC-CLASS A COMMON 904311107 2,762 29,387 X 1 29,387
UNILEVER NV ADR ADR 904784709 1,180 34,681 X 2 34,681
UNILEVER NV ADR ADR 904784709 44,774 1,315,716 X 1 1,176,039 139,677
UNITED PARCEL SERVICE CL B COMMON 911312106 66,251 820,748 X 1 346,452 5,300 468,996
UNITED RENTALS INC COMMON 911363109 3,431 80,000 X 1 80,000
UNITED TECHNOLOGIES COMMON 913017109 19,314 232,873 X 1 83,767 149,106
UNITED TECHNOLOGIES COMMON 913017109 146 1,756 X 2 1,756
UNITEDHEALTH GROUP COMMON 91324P102 129,759 2,201,541 X 1 1,683,462 8,853 509,226
UNITEDHEALTH GROUP COMMON 91324P102 2,601 44,131 X 2 44,131
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 15,779 376,509 X 1 245,767 130,742
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 2,007 47,890 X 2 47,890
UNUM GROUP COMMON 91529Y106 1,471 60,103 X 2 60,103
UNUM GROUP COMMON 91529Y106 76,751 3,135,270 X 1 2,315,308 819,962
US BANCORP COMMON 902973304 54,480 1,719,683 X 1 1,491,903 227,780
US BANCORP COMMON 902973304 1,303 41,141 X 2 41,141
US STEEL CORP CVT CV BND 912909AE8 41,388 1,098,038 X 1 1,098,038
VAIL RESORTS INC COMMON 91879Q109 9 212 X 1 212
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 441,163 8,216,853 X 1 7,923,346 33,518 259,989
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 4,466 83,177 X 2 83,177
VERISK ANALYTICS INC-CL A COMMON 92345Y106 30,328 645,698 X 1 394,990 250,708
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,394 50,967 X 2 50,967
VERIZON COMMUNICATIONS COMMON 92343V104 1,062 27,785 X 2 27,785
VERIZON COMMUNICATIONS COMMON 92343V104 5,465 142,963 X 1 70,566 72,397
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 112,269 2,005,855 X 1 1,506,772 26,418 472,665
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 34,261 612,129 X 2 612,129
VERTEX PHARMACEUTICALS INC COMMON 92532F100 163,307 3,982,117 X 1 3,832,887 52,532 96,698
VIACOM INC CL B COMMON 92553P201 69,370 1,461,657 X 1 1,272,636 189,021
VIACOM INC CL B COMMON 92553P201 1,601 33,740 X 2 33,740
VIROPHARMA INC COMMON 928241108 11 371 X 1 371
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 1,820 21,221 X 2 21,221
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 14,892 173,604 X 1 115,689 57,915
VISA INC-CLASS A SHRS COMMON 92826C839 104,937 889,296 X 1 352,214 537,082
VISTAPRINT NV COMMON N93540107 11,340 293,397 X 1 2,894 290,503
VITAMIN SHOPPE INC COMMON 92849E101 81 1,822 X 2 1,822
VITAMIN SHOPPE INC COMMON 92849E101 13,775 311,590 X 1 311,590
VIVUS INC COMMON 928551100 26 1,154 X 2 1,154
VIVUS INC COMMON 928551100 4,408 197,146 X 1 197,146
VMWARE INC-CLASS A COMMON 928563402 92 821 X 2 821
VMWARE INC-CLASS A COMMON 928563402 23,274 207,123 X 1 135,415 71,708
VODAFONE GROUP PLC ADR 92857W209 75,932 2,744,217 X 1 2,489,272 254,945
VODAFONE GROUP PLC ADR 92857W209 2,654 95,907 X 2 95,907
VOLCANO CORP COMMON 928645100 76 2,684 X 2 2,684
VOLCANO CORP COMMON 928645100 12,894 454,831 X 1 454,831
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 45 1,305 X 2 1,305
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 7,664 222,686 X 1 222,686
VERTEX PHARMACEUTICALS INC COMMON 92532F100 2,009 PUT 49,000 X 1 49,000
VULCAN MATER COMMON 929160109 835 19,552 X 2 19,552
VULCAN MATER COMMON 929160109 34,890 816,516 X 1 707,384 109,132
W R GRACE & CO COMMON 38388F108 1,814 31,380 X 2 31,380
W R GRACE & CO COMMON 38388F108 35,671 617,138 X 1 514,076 103,062
WABCO HOLDINGS INC COMMON 92927K102 2,033 33,615 X 2 33,615
WABCO HOLDINGS INC COMMON 92927K102 16,625 274,885 X 1 183,548 91,337
WABTEC COMMON 929740108 6,587 87,396 X 1 83,320 4,076
WAL-MART STORES INC COMMON 931142103 11,502 187,935 X 1 67,673 120,262
WAL-MART STORES INC COMMON 931142103 87 1,420 X 2 1,420
WALGREEN CO COMMON 931422109 138 4,127 X 1 4,127
WASTE CONNECTIONS INC COMMON 941053100 25,340 778,971 X 1 758,222 20,749
WASTE CONNECTIONS INC COMMON 941053100 66 2,025 X 2 2,025
WEATHERFORD INTL COMMON H27013103 446 29,552 X 1 29,552
WEATHERFORD INTL COMMON H27013103 155 10,300 X 2 10,300
WELLCARE HEALTH PLANS INC COMMON 94946T106 52,827 734,936 X 1 566,655 168,281
WELLCARE HEALTH PLANS INC COMMON 94946T106 4,068 56,593 X 2 56,593
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 9,615 54,944 X 2 54,944
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 46,042 263,105 X 1 249,130 383 13,592
WELLS FARGO COMPANY COMMON 949746101 2,997 87,786 X 2 87,786
WELLS FARGO COMPANY COMMON 949746101 154,519 4,526,053 X 1 3,337,916 20,764 1,167,373
WERNER ENTERPIRSES INC COMMON 950755108 9,384 377,477 X 1 357,024 20,453
WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 5,091 314,230 X 1 298,657 15,573
WESCO INTERNATIONAL INC COMMON 95082P105 14,910 228,290 X 1 152,072 76,218
WESCO INTERNATIONAL INC COMMON 95082P105 1,829 28,011 X 2 28,011
WESTLAKE CHEMICAL CORP COMMON 960413102 12 185 X 1 185
WESTPORT INNOVATIONS INC COMMON 960908309 53 1,307 X 2 1,307
WESTPORT INNOVATIONS INC COMMON 960908309 12,071 294,993 X 1 294,993
WEYERHAEUSER CO COMMON 962166104 59,751 2,725,844 X 1 2,467,144 258,700
WEYERHAEUSER CO COMMON 962166104 1,486 67,804 X 2 67,804
WHOLE FOODS MARKET INC COMMON 966837106 4,982 59,882 X 1 56,085 3,797
WILEY JOHN & SONS CL A COMMON 968223206 15,887 333,834 X 1 316,946 16,888
WINTRUST FINANCIAL CORP COMMON 97650W108 17,418 486,670 X 1 461,375 25,295
WORLD FUEL SERVICES CORP COMMON 981475106 12,935 315,493 X 1 315,493
WORLD FUEL SERVICES CORP COMMON 981475106 76 1,863 X 2 1,863
WRIGHT EXPRESS CORP COMMON 98233Q105 52,265 807,432 X 1 644,865 162,567
WRIGHT EXPRESS CORP COMMON 98233Q105 3,395 52,454 X 2 52,454
WYNDHAM WORLDWIDE CORP COMMON 98310W108 43,699 939,552 X 1 703,895 235,657
WYNDHAM WORLDWIDE CORP COMMON 98310W108 3,825 82,249 X 2 82,249
XILINX INC COMMON 983919101 2,845 78,096 X 1 78,096
XYLEM INC COMMON 98419M100 14,878 536,150 X 1 356,548 179,602
XYLEM INC COMMON 98419M100 1,814 65,361 X 2 65,361
ZEP INC COMMON 98944B108 5,090 353,464 X 1 333,897 19,567
ZIMMER HOLDINGS INC COMMON 98956P102 70,929 1,103,432 X 1 442,461 660,971
ZOLL MEDICAL CORP COMMON 989922109 9,175 99,055 X 1 99,055
ZOLL MEDICAL CORP COMMON 989922109 54 584 X 2 584
COLUMN TOTALS 22,908,611