0000312348-12-000026.txt : 20120814
0000312348-12-000026.hdr.sgml : 20120814
20120814144827
ACCESSION NUMBER: 0000312348-12-000026
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120814
DATE AS OF CHANGE: 20120814
EFFECTIVENESS DATE: 20120814
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: 121032047
BUSINESS ADDRESS:
STREET 1: ONE FINANCIAL CTR
STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-748-1761
MAIL ADDRESS:
STREET 1: ONE FINANCIAL CENTER
STREET 2: 27TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC
DATE OF NAME CHANGE: 19920929
13F-HR
1
q2complete.txt
UNITED STATES
SECUIRTIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 06/30/12
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 08/14/12
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: 1102
Form 13F Information Table Value Total: $ 23,131,074 ('000)
List of Other Included Managers:
28-13087 Loomis Sayles Trust Company, LLC (2)
PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/12
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 621 6,936 X 1 2,931 4,005
ABAXIS INC COMMON 002567105 18,154 490,661 X 1 490,661
ABAXIS INC COMMON 002567105 170 4,600 X 2 4,600
ABIOMED INC COMMON 003654100 83 3,623 X 2 3,623
ABIOMED INC COMMON 003654100 8,837 387,243 X 1 387,243
ACCO BRANDS CORP COMMON 00081T108 11,031 1,066,828 X 1 1,011,141 55,687
ACE LTD COMMON H0023R105 17,016 229,541 X 1 223,525 6,016
ACTUANT CORP CL A COMMON 00508X203 21,073 775,866 X 1 593,895 181,971
ACTUANT CORP CL A COMMON 00508X203 2,374 87,409 X 2 87,409
ADTRAN INC COMMON 00738A106 8,777 290,735 X 1 276,300 14,435
ADVISORY BOARD CO COMMON 00762W107 16,403 330,768 X 1 330,768
ADVISORY BOARD CO COMMON 00762W107 154 3,103 X 2 3,103
AEGERION PHARMACEUTICALS INC COMMON 00767E102 7,267 489,657 X 1 489,657
AEGERION PHARMACEUTICALS INC COMMON 00767E102 68 4,606 X 2 4,606
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 49,156 1,417,149 X 1 1,356,567 60,581
AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 451 13,008 X 2 13,008
AFFILIATED MANAGERS GROUP COMMON 008252108 3,312 30,258 X 1 30,258
AFLAC INC COMMON 001055102 15 345 X 1 345
AGILENT TECHNOLOGIES INC COMMON 00846U101 13,865 353,337 X 1 131,416 221,921
AGILENT TECHNOLOGIES INC COMMON 00846U101 103 2,634 X 2 2,634
AIR PRODS & CHEM COMMON 009158106 1,105 13,686 X 2 13,686
AIR PRODS & CHEM COMMON 009158106 45,521 563,862 X 1 488,821 75,041
AIRGAS INC COMMON 009363102 14 168 X 1 168
ALAMO GROUP INC COMMON 011311107 8,146 259,676 X 1 246,874 12,802
ALBANY INTL CORP-CL A COMMON 012348108 10,025 535,831 X 1 508,153 27,678
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 51 707 X 1 707
ALEXION PHARMACEUTICALS INC COMMON 015351109 6,345 63,901 X 1 63,901
ALIGN TECHNOLOGY INC COMMON 016255101 153 4,584 X 2 4,584
ALIGN TECHNOLOGY INC COMMON 016255101 16,378 489,466 X 1 489,466
ALKERMES INC COMMON G01767105 14,301 842,738 X 1 842,738
ALKERMES INC COMMON G01767105 133 7,858 X 2 7,858
ALLERGAN INC COMMON 018490102 149 1,608 X 2 1,608
ALLERGAN INC COMMON 018490102 20,117 217,322 X 1 79,510 4,440 133,372
ALLETE INC COMMON 018522300 16,409 392,554 X 1 372,963 19,591
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 4,703 34,837 X 2 34,837
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 25,185 186,553 X 1 121,382 65,171
ALLIANT ENERGY CORP COMMON 018802108 243 5,322 X 1 5,322
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 17,415 625,077 X 1 625,077
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 163 5,863 X 2 5,863
ALLSTATE CORP COMMON 020002101 402 11,447 X 1 11,447
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 1,214 26,255 X 1 22,962 3,293
ALTERA CORP COMMON 021441100 25,065 740,690 X 1 302,206 438,484
ALTERA CORP COMMON 021441100 132 3,891 X 2 3,891
ALTISOURCE PORTFOLIO SOL COMMON L0175J104 14 196 X 1 196
ALTRA HOLDINGS INC COMMON 02208R106 12,444 788,594 X 1 749,787 38,807
ALTRIA GROUP INC COMMON 02209S103 34,858 1,008,929 X 1 414,832 594,097
ALTRIA GROUP INC COMMON 02209S103 1,214 35,144 X 2 35,144
AMAZON.COM INC COMMON 023135106 113,496 497,026 X 1 185,498 2,863 308,665
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,222 427,340 X 1 406,513 20,827
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 232 11,757 X 1 11,757
AMERICAN EXPRESS CO COMMON 025816109 107,305 1,843,419 X 1 916,624 9,940 916,855
AMERICAN EXPRESS CO COMMON 025816109 132 2,270 X 2 2,270
AMERICAN INTL GRP INC COMMON 026874784 30 933 X 1 933
AMERICAN SOFTWARE INC-CL A COMMON 029683109 839 105,519 X 1 77,486 28,033
AMERICAN TOWER CORPORATION COMMON 03027X100 756 10,813 X 1 10,813
AMERICAN WATER WORKS CO INC COMMON 030420103 36,154 1,054,681 X 1 682,264 372,417
AMERICAN WATER WORKS CO INC COMMON 030420103 6,807 198,558 X 2 198,558
AMERIGON INC COMMON 03070L300 10,830 942,567 X 1 942,567
AMERIGON INC COMMON 03070L300 102 8,916 X 2 8,916
AMERIPRISE FINANCIAL INC COMMON 03076C106 1,663 31,824 X 2 31,824
AMERIPRISE FINANCIAL INC COMMON 03076C106 68,383 1,308,510 X 1 1,134,217 174,293
AMGEN INC COMMON 031162100 38,541 527,673 X 1 198,864 328,809
AMPHENOL CORP CL A COMMON 032095101 4,330 78,838 X 2 78,838
AMPHENOL CORP CL A COMMON 032095101 22,634 412,120 X 1 264,389 147,731
AMTRUST FINANCIAL SERVICES COMMON 032359309 89 3,006 X 2 3,006
AMTRUST FINANCIAL SERVICES COMMON 032359309 9,540 321,106 X 1 321,106
ANADARKO PETE CORP COMMON 032511107 173 2,613 X 1 2,613
ANALOG DEVICES COMMON 032654105 9,076 240,936 X 1 93,093 147,843
ANGIES LIST INC COMMON 034754101 12,514 789,999 X 1 789,999
ANGIES LIST INC COMMON 034754101 114 7,183 X 2 7,183
AOL INC COMMON 00184X105 40,979 1,459,381 X 1 1,264,851 194,530
AOL INC COMMON 00184X105 991 35,306 X 2 35,306
APACHE CORP CVTPFD 6.0% CV PFD 037411808 879 8,019 X 2 8,019
APACHE CORP CVTPFD 6.0% CV PFD 037411808 667 6,085 X 1 6,085
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 9,203 340,470 X 1 332,944 7,526
APPLE INC COMMON 037833100 2,134 3,654 X 2 3,654
APPLE INC COMMON 037833100 196,608 336,657 X 1 213,592 3,103 119,962
APPLIED MATERIALS COMMON 038222105 37,778 3,296,532 X 1 2,855,421 441,111
APPLIED MATERIALS COMMON 038222105 918 80,066 X 2 80,066
APPROACH RESOURCES INC COMMON 03834A103 11,303 442,578 X 1 442,578
APPROACH RESOURCES INC COMMON 03834A103 91 3,563 X 2 3,563
ARBITRON INC COMMON 03875Q108 11,440 326,844 X 1 308,522 18,322
ARCH CAPITAL GROUP LTD COMMON G0450A105 614 15,458 X 1 15,458
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 11,966 809,616 X 1 788,095 21,521
ARES CAPITAL CORP COMMON 04010L103 3,889 243,651 X 2 243,651
ARES CAPITAL CORP COMMON 04010L103 35,307 2,212,224 X 1 1,707,849 504,375
ARIAD PHARMACEUTICALS INC COMMON 04033A100 2,427 141,050 X 1 141,050
ARIBA INC COMMON 04033V203 16,740 373,994 X 1 373,994
ARIBA INC COMMON 04033V203 157 3,516 X 2 3,516
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 38,215 1,606,329 X 1 544,015 1,062,314
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 31,010 630,806 X 1 479,943 150,863
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 3,615 73,536 X 2 73,536
ARVINMERITOR INC CVT CV BND 043353AH4 7,933 405,162 X 2 405,162
ARVINMERITOR INC CVT CV BND 043353AH4 53,879 2,751,773 X 1 1,770,854 56,865 924,054
ASBURY AUTOMOTIVE GROUP COMMON 043436104 14,962 631,587 X 1 631,587
ASBURY AUTOMOTIVE GROUP COMMON 043436104 141 5,942 X 2 5,942
ASCENT CAPITAL GROUP INC COMMON 043632108 1,513 29,234 X 2 29,234
ASCENT CAPITAL GROUP INC COMMON 043632108 7,903 152,716 X 1 97,954 54,762
ASHLAND INC COMMON 044209104 16 229 X 2 229
ASHLAND INC COMMON 044209104 135 1,952 X 1 1,952
ASSOCIATED ESTATES REALTY CP COMMON 045604105 18,351 1,227,525 X 1 1,195,155 32,370
AT&T INC COMMON 00206R102 154,935 4,344,776 X 1 3,308,221 1,036,555
AT&T INC COMMON 00206R102 5,450 152,823 X 2 152,823
ATHENAHEALTH INC COMMON 04685W103 2,975 37,577 X 1 37,577
ATMEL CORP COMMON 049513104 10,771 1,607,652 X 1 1,032,390 575,262
ATMEL CORP COMMON 049513104 2,058 307,104 X 2 307,104
AUTODESK INC COMMON 052769106 50,224 1,435,375 X 1 535,851 899,524
AUTOMATIC DATA PROC COMMON 053015103 27,492 493,930 X 1 183,339 310,591
AUTOZONE INC COMMON 053332102 2,486 6,770 X 1 6,770
AVIS BUDGET GROUP INC COMMON 053774105 27,617 1,816,897 X 1 1,379,119 437,778
AVIS BUDGET GROUP INC COMMON 053774105 3,263 214,646 X 2 214,646
AVNET INC COMMON 053807103 3,241 105,017 X 2 105,017
AVNET INC COMMON 053807103 17,278 559,898 X 1 362,381 197,517
AZZ INC COMMON 002474104 16,426 268,133 X 1 255,064 13,069
BABCOCK & WILCOX COMPANY COMMON 05615F102 18,096 738,623 X 1 476,460 262,163
BABCOCK & WILCOX COMPANY COMMON 05615F102 3,480 142,023 X 2 142,023
BAIDU.COM ADR 056752108 13,393 116,483 X 1 113,486 2,997
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,865 204,738 X 1 199,063 5,675
BANCORPSOUTH INC COMMON 059692103 15,457 1,064,524 X 1 1,007,145 57,379
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 68,306 1,401,140 X 1 1,377,920 700 22,520
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 1,728 35,440 X 2 35,440
BANK OF AMERICA CORP COMMON 060505104 78,898 9,645,231 X 1 8,888,915 756,316
BANK OF AMERICA CORP COMMON 060505104 1,250 152,855 X 2 152,855
BANK OF NEW YORK MELLON CORP COMMON 064058100 219 9,974 X 1 9,974
BANK OF NEW YORK MELLON CORP COMMON 064058100 1,008 45,936 X 2 45,936
BARD C R COMMON 067383109 908 8,449 X 1 8,449
BARRICK GOLD CORP COMMON 067901108 407 10,820 X 2 10,820
BARRICK GOLD CORP COMMON 067901108 698 18,583 X 1 18,583
BAXTER INTL COMMON 071813109 1,435 27,001 X 2 27,001
BAXTER INTL COMMON 071813109 60,229 1,133,194 X 1 978,935 154,259
BCE INC COMMON 05534B760 16 400 X 1 400
BE AEROSPACE INC COMMON 073302101 75 1,720 X 2 1,720
BE AEROSPACE INC COMMON 073302101 10,315 236,257 X 1 93,210 143,047
BEAM INC COMMON 073730103 14,194 227,142 X 1 145,914 81,228
BEAM INC COMMON 073730103 2,724 43,596 X 2 43,596
BELDEN CDT INC COMMON 077454106 4,943 148,208 X 1 138,637 9,571
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 90 1,083 X 1 1,083
BERRY PETROLEUM CO-CL A COMMON 085789105 7,716 194,558 X 1 184,972 9,586
BHP BILLITON LTD-SPON ADR ADR 088606108 10 150 X 1 150
BIO-REFERENCE LABS INC COMMON 09057G602 5,136 195,443 X 1 185,303 10,140
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 19 485 X 1 485
BIOMED REALTY TRUST INC COMMON 09063H107 17,900 958,226 X 1 907,167 51,059
BLACKROCK INC COMMON 09247X101 22,987 135,363 X 1 49,752 85,611
BLACKROCK INC COMMON 09247X101 173 1,018 X 2 1,018
BLUE NILE INCORPORATED COMMON 09578R103 21,019 707,482 X 1 214,045 493,437
BMC SOFTWARE INC COMMON 055921100 16,227 380,210 X 1 243,728 136,482
BMC SOFTWARE INC COMMON 055921100 3,102 72,689 X 2 72,689
BORG WARNER INC COMMON 099724106 297 4,530 X 1 4,530
BOSTON PRIVATE FNL HOLDING COMMON 101119105 12,402 1,388,824 X 1 1,388,824
BOSTON PRIVATE FNL HOLDING COMMON 101119105 117 13,060 X 2 13,060
BP PLC ADR 055622104 90 2,213 X 1 2,213
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 112 6,301 X 2 6,301
BRAVO BRIO RESTAURANT GROUP COMMON 10567B109 11,983 672,087 X 1 672,087
BRIGHTCOVE COMMON 10921T101 69 4,528 X 2 4,528
BRIGHTCOVE COMMON 10921T101 7,480 490,508 X 1 490,508
BRISTOL MYERS SQUIBB COMMON 110122108 506,914 14,100,524 X 1 13,950,239 150,285
BRISTOL MYERS SQUIBB COMMON 110122108 1,450 40,338 X 2 40,338
BROADCOM CORP CL A COMMON 111320107 409 12,105 X 1 12,105
BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 405 19,048 X 1 19,048
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 7,204 1,461,238 X 1 1,385,580 75,658
CABOT OIL & GAS COMMON 127097103 16,406 416,388 X 1 184,201 232,187
CABOT OIL & GAS COMMON 127097103 110 2,798 X 2 2,798
CALPINE CORP COMMON 131347304 97,048 5,878,137 X 1 4,833,183 1,044,954
CALPINE CORP COMMON 131347304 1,669 101,116 X 2 101,116
CAMERON INTERNATIONAL CORP COMMON 13342B105 139 3,259 X 1 3,259
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 12,101 1,018,619 X 1 962,005 56,614
CARDINAL HEALTH INC COMMON 14149Y108 432 10,278 X 1 4,675 5,603
CAREFUSION CORP COMMON 14170T101 18,996 739,732 X 1 482,676 257,056
CAREFUSION CORP COMMON 14170T101 3,430 133,567 X 2 133,567
CASEYS GENERAL STORES INC COMMON 147528103 7,117 120,644 X 1 114,738 5,906
CASH AMERICA INTL INC COMMON 14754D100 2,136 48,491 X 2 48,491
CASH AMERICA INTL INC COMMON 14754D100 25,519 579,452 X 1 472,972 106,480
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 1,676 17,938 X 2 17,938
CATALYST HEALTH SOLUTIONS INC COMMON 14888B103 21,459 229,652 X 1 198,326 31,326
CATERPILLAR COMMON 149123101 23,015 271,057 X 1 184,468 3,386 83,203
CATERPILLAR COMMON 149123101 81 957 X 2 957
CATHAY GENERAL BANCORP COMMON 149150104 18,493 1,120,099 X 1 1,060,359 59,740
CAVIUM INC COMMON 14964U108 11,782 420,784 X 1 420,784
CAVIUM INC COMMON 14964U108 110 3,942 X 2 3,942
CBS CORP CL B COMMON 124857202 46,505 1,418,706 X 1 1,230,971 187,735
CBS CORP CL B COMMON 124857202 1,119 34,132 X 2 34,132
CELADON GROUP INC COMMON 150838100 9,338 570,090 X 1 366,729 203,361
CELADON GROUP INC COMMON 150838100 1,158 70,692 X 2 70,692
CENTURYLINK INC COMMON 156700106 101,227 2,563,367 X 1 2,098,178 465,189
CENTURYLINK INC COMMON 156700106 2,000 50,638 X 2 50,638
CEPHEID INC COMMON 15670R107 143 3,201 X 2 3,201
CEPHEID INC COMMON 15670R107 15,248 340,737 X 1 340,737
CERNER CORP COMMON 156782104 3,200 38,708 X 1 38,708
CF INDUSTRIES HOLDINGS INC COMMON 125269100 155 800 X 2 800
CF INDUSTRIES HOLDINGS INC COMMON 125269100 136 700 X 1 700
CHART INDUSTRIES INC COMMON 16115Q308 178 2,592 X 2 2,592
CHART INDUSTRIES INC COMMON 16115Q308 19,108 277,887 X 1 277,887
CHESAPEAKE ENERGY CORP COMMON 165167107 41,440 2,227,954 X 1 2,227,954
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 49,787 1,403,912 X 1 1,317,209 12,368 74,335
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 1,133 31,950 X 2 31,950
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 128,391 2,931,909 X 1 2,712,914 26,886 192,109
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 3,613 82,514 X 2 82,514
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 62,962 912,846 X 1 869,438 29,249 14,159
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 13,323 378,052 X 1 378,052
CHEVRON CORP COMMON 166764100 103,488 980,926 X 1 854,673 126,253
CHEVRON CORP COMMON 166764100 3,460 32,793 X 2 32,793
CHICAGO BRIDGE & IRON NY COMMON 167250109 358 9,418 X 1 9,418
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 2,519 6,631 X 1 6,631
CHURCHILL DOWNS INC COMMON 171484108 11,277 191,818 X 1 182,257 9,561
CIENA CORP COMMON 171779309 15,155 925,789 X 1 925,789
CIENA CORP COMMON 171779309 143 8,705 X 2 8,705
CIENA CORP CVT CV BND 171779AE1 295,344 9,055,638 X 1 7,450,705 339,096 1,265,837
CIENA CORP CVT CV BND 171779AE1 27,021 828,485 X 2 828,485
CIGNA CORP COMMON 125509109 458 10,419 X 1 10,419
CINCINNATI BELL INC COMMON 171871106 154 41,396 X 1 41,396
CIRRUS LOGIC INC COMMON 172755100 868 29,058 X 1 29,058
CISCO SYSTEMS INC COMMON 17275R102 145,190 8,456,020 X 1 4,574,587 3,881,433
CISCO SYSTEMS INC COMMON 17275R102 1,176 68,482 X 2 68,482
CIT GROUP INC COMMON 125581801 143 4,022 X 1 4,022
CITIGROUP INC COMMON 172967424 82,043 2,993,184 X 1 2,646,653 346,531
CITIGROUP INC COMMON 172967424 1,636 59,687 X 2 59,687
CITY NATIONAL CORP COMMON 178566105 14,169 291,657 X 1 276,361 15,296
CLARCOR INC COMMON 179895107 13,914 288,921 X 1 185,370 103,551
CLARCOR INC COMMON 179895107 2,660 55,234 X 2 55,234
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 7,118 147,120 X 1 94,354 52,766
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 1,360 28,117 X 2 28,117
CLIFF NATURAL RESOURCES INC COMMON 18683K101 90 1,831 X 1 1,831
CLOROX CO COMMON 189054109 350 4,824 X 2 4,824
CLOROX CO COMMON 189054109 50,873 702,090 X 1 258,296 443,794
CLOUD PEAK ENERGY INC COMMON 18911Q102 22,177 1,311,462 X 1 970,486 340,976
CLOUD PEAK ENERGY INC COMMON 18911Q102 2,882 170,409 X 2 170,409
CMS ENERGY CORP COMMON 125896100 2,881 122,584 X 2 122,584
CMS ENERGY CORP COMMON 125896100 30,628 1,303,300 X 1 656,386 646,914
CMS ENERGY CORP CVT CV BND 125896BD1 3,181 134,159 X 2 134,159
CMS ENERGY CORP CVT CV BND 125896BD1 35,309 1,489,020 X 1 964,939 89,678 434,402
COACH INC COMMON 189754104 6,006 102,710 X 1 37,221 65,489
COACH INC COMMON 189754104 46 787 X 2 787
COBALT INTERNATIONAL ENERGY COMMON 19075F106 99 4,197 X 2 4,197
COBALT INTERNATIONAL ENERGY COMMON 19075F106 13,081 556,641 X 1 205,618 351,023
COCA-COLA COMMON 191216100 67,391 861,894 X 1 334,788 527,106
COCA-COLA COMMON 191216100 170 2,169 X 2 2,169
COCA-COLA ENTERPRISES COMMON 19122T109 128,909 4,597,311 X 1 3,599,935 997,376
COCA-COLA ENTERPRISES COMMON 19122T109 6,012 214,416 X 2 214,416
COGNEX CORP COMMON 192422103 7,931 250,584 X 1 237,504 13,080
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 771 12,846 X 1 7,088 5,758
COMCAST CORP CL A COMMON 20030N101 169,795 5,311,065 X 1 4,015,608 1,295,457
COMCAST CORP CL A COMMON 20030N101 3,386 105,903 X 2 105,903
COMMVAULT SYSTEMS INC COMMON 204166102 12,229 246,703 X 1 246,703
COMMVAULT SYSTEMS INC COMMON 204166102 114 2,301 X 2 2,301
COMPASS MINERALS INTERNATION COMMON 20451N101 4,227 55,413 X 1 1,987 53,426
COMPUWARE CORP COMMON 205638109 422 45,472 X 1 45,472
COMVERSE TECHNOLOGY INC COMMON 205862402 13,852 2,380,062 X 1 1,526,953 853,109
COMVERSE TECHNOLOGY INC COMMON 205862402 2,649 455,126 X 2 455,126
CONAGRA INC COMMON 205887102 62,467 2,409,060 X 1 2,398,160 10,900
CONCEPTUS INC COMMON 206016107 9,147 461,500 X 1 461,500
CONCEPTUS INC COMMON 206016107 86 4,345 X 2 4,345
CONCHO RESOURCES INC COMMON 20605P101 2,647 31,103 X 1 31,103
CONSOL ENERGY INC COMMON 20854P109 650 21,501 X 2 21,501
CONSOL ENERGY INC COMMON 20854P109 27,101 896,181 X 1 778,148 118,033
CONSOLIDATED EDISON INC COMMON 209115104 162 2,600 X 1 2,600
CONSOLIDATED EDISON INC COMMON 209115104 162 2,600 X 2 2,600
CONVERGYS CORP COMMON 212485106 16,506 1,117,557 X 1 1,061,681 55,876
COOPER INDS LTD CL A COMMON G24140108 1,596 23,410 X 2 23,410
COOPER INDS LTD CL A COMMON G24140108 68,388 1,003,054 X 1 869,807 133,247
CORE MARK HOLDING CO INC COMMON 218681104 9,171 190,515 X 1 181,604 8,911
CORNERSTONE ONDEMAND INC COMMON 21925Y103 97 4,075 X 2 4,075
CORNERSTONE ONDEMAND INC COMMON 21925Y103 10,320 433,413 X 1 433,413
CORNING INC COMMON 219350105 690,742 53,421,677 X 1 52,357,423 103,358 960,896
CORNING INC COMMON 219350105 103 8,004 X 2 8,004
CORPORATE EXECUTIVE BOARD COMMON 21988R102 16,688 408,214 X 1 408,214
CORPORATE EXECUTIVE BOARD COMMON 21988R102 156 3,819 X 2 3,819
COSTAR GROUP INC COMMON 22160N109 18,210 224,260 X 1 224,260
COSTAR GROUP INC COMMON 22160N109 172 2,123 X 2 2,123
COVIDIEN PLC COMMON G2554F113 1,667 31,152 X 2 31,152
COVIDIEN PLC COMMON G2554F113 68,773 1,285,474 X 1 1,113,730 171,744
CPFL ENERGIA SA- ADR ADR 126153105 13 525 X 1 525
CRACKER BARREL OLD COUNTRY COMMON 22410J106 13,375 212,982 X 1 201,998 10,984
CROWN CASTLE INTL CORP COMMON 228227104 549 9,363 X 1 9,363
CUBESMART COMMON 229663109 16,113 1,380,705 X 1 1,312,741 67,964
CUBIST PHARMACEUTICALS INC COMMON 229678107 12,455 328,543 X 1 328,543
CUBIST PHARMACEUTICALS INC COMMON 229678107 116 3,070 X 2 3,070
CUMMINS ENGINE COMMON 231021106 51 531 X 2 531
CUMMINS ENGINE COMMON 231021106 6,699 69,127 X 1 25,083 44,044
CVB FINANCIAL CORP COMMON 126600105 10,526 903,517 X 1 857,552 45,965
CVS CAREMARK CORP COMMON 126650100 137,445 2,941,254 X 1 2,198,721 8,839 733,694
CVS CAREMARK CORP COMMON 126650100 2,174 46,523 X 2 46,523
CYBERONICS COMMON 23251P102 131 2,904 X 2 2,904
CYBERONICS COMMON 23251P102 13,912 309,568 X 1 309,568
CYMER INC COMMON 232572107 163 2,771 X 2 2,771
CYMER INC COMMON 232572107 17,410 295,342 X 1 295,342
CYTEC INDUSTRIES INC COMMON 232820100 4,599 78,429 X 2 78,429
CYTEC INDUSTRIES INC COMMON 232820100 24,035 409,879 X 1 263,027 146,852
DANA HOLDING CORP COMMON 235825205 12,179 950,704 X 1 903,920 46,784
DANAHER CORP COMMON 235851102 20 392 X 1 392
DARLING INTERNATIONAL INC COMMON 237266101 13,280 805,337 X 1 763,634 41,703
DDR CORPORATION COMMON 23317H102 5,282 360,772 X 1 360,772
DEALERTRACK HOLDINGS INC COMMON 242309102 226 7,500 X 2 7,500
DEALERTRACK HOLDINGS INC COMMON 242309102 24,096 800,258 X 1 800,258
DELTA AIR LINES INC COMMON 247361702 1 59 X 1 59
DENTSPLY INTERNATIONAL INC COMMON 249030107 2,512 66,447 X 2 66,447
DENTSPLY INTERNATIONAL INC COMMON 249030107 13,461 356,007 X 1 231,043 124,964
DEX ONE CORP COMMON 25212W100 63 67,186 X 1 48,269 1,463 17,454
DFC GLOBAL CORPORATION COMMON 23324T107 17,955 974,214 X 1 926,090 48,124
DIAGEO PLC SPON ADR ADR 25243Q205 5,949 57,721 X 1 20,614 37,107
DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,943 32,868 X 1 5,758 27,110
DICKS SPORTING GOODS INC COMMON 253393102 15 322 X 1 322
DIGITAL REALTY TRUST INC COMMON 253868103 20,642 274,968 X 1 179,028 95,940
DIGITAL REALTY TRUST INC COMMON 253868103 3,839 51,145 X 2 51,145
DIRECTV CLASS A COMMON 25490A101 1,039 21,273 X 2 21,273
DIRECTV CLASS A COMMON 25490A101 43,112 883,080 X 1 766,364 116,716
DISCOVER FINANCIAL SERVICES COMMON 254709108 107,103 3,097,263 X 1 2,532,644 564,619
DISCOVER FINANCIAL SERVICES COMMON 254709108 6,520 188,550 X 2 188,550
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 146 2,695 X 2 2,695
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 19,077 353,286 X 1 127,400 225,886
DOLLAR GENERAL CORP COMMON 256677105 14,160 260,333 X 1 94,277 166,056
DOLLAR GENERAL CORP COMMON 256677105 109 2,001 X 2 2,001
DOLLAR TREE INC COMMON 256746108 5,407 100,510 X 1 100,510
DOW CHEMICAL COMMON 260543103 64,683 2,053,418 X 1 1,767,441 285,977
DOW CHEMICAL COMMON 260543103 1,136 36,054 X 2 36,054
DRESSER-RAND GROUP INC COMMON 261608103 14 315 X 1 315
DRIL-QUIP COMMON 262037104 22,045 336,103 X 1 286,140 49,963
DRIL-QUIP COMMON 262037104 1,871 28,526 X 2 28,526
DUKE ENERGY CORP COMMON 26441C105 6,514 282,500 X 1 282,500
DUNKIN BRANDS GROUP INC COMMON 265504100 2,683 78,124 X 1 78,124
DUPONT E I COMMON 263534109 99 1,967 X 2 1,967
DUPONT E I COMMON 263534109 13,085 258,747 X 1 92,917 2,200 163,630
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 16,334 571,932 X 1 541,160 30,772
DXP ENTERPRISES INC COMMON 233377407 4,486 108,112 X 1 102,714 5,398
EASTMAN CHEMICAL CO COMMON 277432100 16,316 323,931 X 1 150,302 173,629
EASTMAN CHEMICAL CO COMMON 277432100 105 2,083 X 2 2,083
EATON CORP COMMON 278058102 1,291 32,578 X 2 32,578
EATON CORP COMMON 278058102 62,215 1,569,905 X 1 1,238,642 331,263
EBAY INC COMMON 278642103 1,461 34,782 X 2 34,782
EBAY INC COMMON 278642103 60,813 1,447,588 X 1 1,256,070 191,518
ECOLAB INC COMMON 278865100 375 5,469 X 1 5,469
EDISON INTERNATIONAL COMMON 281020107 1,932 41,818 X 2 41,818
EDISON INTERNATIONAL COMMON 281020107 100,095 2,166,550 X 1 1,609,846 556,704
EDWARDS LIFESCIENCES CORP COMMON 28176E108 1,796 17,390 X 1 17,390
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 3,286 46,691 X 2 46,691
EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 85,689 1,217,408 X 1 999,718 1,439 216,251
ELLIE MAE INC COMMON 28849P100 56 3,116 X 2 3,116
ELLIE MAE INC COMMON 28849P100 5,994 332,984 X 1 332,984
EMBRAER SA-ADR ADR 29082A107 6,282 236,803 X 1 230,404 6,399
EMC CORP COMMON 268648102 1,084 42,298 X 1 24,615 17,683
EMC CORP COMMON 268648102 161 6,300 X 2 6,300
EMC CORP CVT CV BND 268648AM4 1,571 60,021 X 2 60,021
EMC CORP CVT CV BND 268648AM4 7,828 299,171 X 1 299,171
EMPLOYERS HOLDINGS INC COMMON 292218104 14,553 806,734 X 1 763,724 43,010
ENDOLOGIX INC COMMON 29266S106 9,511 615,981 X 1 615,981
ENDOLOGIX INC COMMON 29266S106 89 5,794 X 2 5,794
ENERGY PARTNERS LTD COMMON 29270U303 13,682 809,564 X 1 767,361 42,203
ENERPLUS CORP COMMON 292766102 6 450 X 1 450
ENERSYS COMMON 29275Y102 11,967 341,246 X 1 323,614 17,632
EOG RESOURCES INC COMMON 26875P101 62,279 691,139 X 1 527,446 2,158 161,535
EOG RESOURCES INC COMMON 26875P101 1,308 14,519 X 2 14,519
EQUINIX INC COMMON 29444U502 3,647 20,763 X 1 20,763
EQUITY RESIDENTIAL COMMON 29476L107 28,686 460,000 X 1 460,000
ESSEX PROPERTY TRUST INC COMMON 297178105 2,721 17,681 X 1 17,681
ESTEE LAUDER COS CL A COMMON 518439104 1,112 20,556 X 1 10,652 9,904
EURONET WORLDWIDE INC COMMON 298736109 9,159 534,965 X 1 508,482 26,483
EVERCORE PARTNERS INC-CL A COMMON 29977A105 12,758 545,457 X 1 545,457
EVERCORE PARTNERS INC-CL A COMMON 29977A105 120 5,113 X 2 5,113
EXACT SCIENCES CORP COMMON 30063P105 97 9,015 X 2 9,015
EXACT SCIENCES CORP COMMON 30063P105 10,266 957,680 X 1 957,680
EXACTTARGET INC COMMON 30064K105 251 11,500 X 1 11,500
EXELON CORP COMMON 30161N101 1,338 35,573 X 2 35,573
EXELON CORP COMMON 30161N101 55,594 1,477,778 X 1 1,282,328 195,450
EXPEDIA INC COMMON 30212P303 9 181 X 1 181
EXPEDITORS INTL WASH INC COMMON 302130109 57,297 1,478,645 X 1 522,124 956,521
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 102 1,825 X 2 1,825
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 14,182 254,016 X 1 94,608 7,525 151,883
EXXON MOBIL CORP COMMON 30231G102 5,935 69,357 X 2 69,357
EXXON MOBIL CORP COMMON 30231G102 226,485 2,646,780 X 1 1,932,894 713,886
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 12,589 314,420 X 1 314,420
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 118 2,936 X 2 2,936
F5 NETWORKS INC COMMON 315616102 60 600 X 2 600
F5 NETWORKS INC COMMON 315616102 8,182 82,184 X 1 32,446 49,738
FACEBOOK INC-A COMMON 30303M102 29,111 935,444 X 1 359,084 576,360
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 48,287 519,546 X 1 186,040 333,506
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 4,207 684,110 X 1 664,186 19,924
FARO TECHNOLOGIES INC COMMON 311642102 56 1,326 X 2 1,326
FARO TECHNOLOGIES INC COMMON 311642102 5,997 142,505 X 1 142,505
FEDERATED INVESTORS INC CL-B COMMON 314211103 198 9,058 X 1 9,058
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 16,712 490,377 X 1 315,350 175,027
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 3,206 94,084 X 2 94,084
FIFTH STREET FINANCE CORP COMMON 31678A103 13,984 1,401,153 X 1 1,326,556 74,597
FIFTH THIRD BANCORP COMMON 316773100 1,621 120,967 X 2 120,967
FIFTH THIRD BANCORP COMMON 316773100 69,813 5,209,894 X 1 4,511,284 698,610
FINANCIAL ENGINES INC COMMON 317485100 146 6,799 X 2 6,799
FINANCIAL ENGINES INC COMMON 317485100 15,558 725,335 X 1 725,335
FIRST FINANCIAL BANCORP COMMON 320209109 14,263 892,547 X 1 845,529 47,018
FIRST FINL BANKSHARES INC COMMON 32020R109 6,806 196,946 X 1 186,687 10,259
FIRST REPUBLIC BANK OF SAN FRA COMMON 33616C100 17 506 X 1 506
FIRST TRUST ENERGY INCOME & GR Closed E 33738G104 53 1,750 X 1 1,750
FIRSTENERGY COMMON 337932107 272 5,530 X 1 5,530
FLOTEK INDUSTRIES INC COMMON 343389102 12,066 1,291,901 X 1 1,291,901
FLOTEK INDUSTRIES INC COMMON 343389102 113 12,119 X 2 12,119
FMC CORP NEW COMMON 302491303 3,696 69,112 X 1 60,852 8,260
FMC TECHNOLOGIES INC COMMON 30249U101 14,856 378,702 X 1 368,467 10,235
FORD MOTOR CO COMMON 345370860 3,599 375,274 X 2 375,274
FORD MOTOR CO COMMON 345370860 38,442 4,008,513 X 1 3,398,464 610,049
FORD MOTOR COMPANY CVT CV BND 345370CN8 668,138 51,685,493 X 1 48,408,073 353,764 2,923,656
FORD MOTOR COMPANY CVT CV BND 345370CN8 38,434 2,973,119 X 2 2,973,119
FOREST LABS COMMON 345838106 1,515 43,292 X 2 43,292
FOREST LABS COMMON 345838106 70,227 2,007,056 X 1 1,550,530 456,526
FORTINET INC COMMON 34959E109 1,925 82,888 X 1 82,888
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 91 4,624 X 2 4,624
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 9,696 492,436 X 1 492,436
FOSSIL INC COMMON 349882100 1 10 X 1 10
FRANCE TELECOM SA -SP ADR ADR 35177Q105 131 10,000 X 2 10,000
FRANCE TELECOM SA -SP ADR ADR 35177Q105 2,659 202,800 X 1 202,800
FRANCESCAS HOLDINGS CORP COMMON 351793104 92 3,408 X 2 3,408
FRANCESCAS HOLDINGS CORP COMMON 351793104 9,800 362,812 X 1 362,812
FRANKLIN RESOURCES COMMON 354613101 127 1,148 X 2 1,148
FRANKLIN RESOURCES COMMON 354613101 42,444 382,415 X 1 139,664 242,751
FRED'S INC COMMON 356108100 11,106 726,388 X 1 686,804 39,584
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 98 2,887 X 1 2,887
FRESH MARKET INC/THE COMMON 35804H106 130 2,418 X 2 2,418
FRESH MARKET INC/THE COMMON 35804H106 13,837 258,015 X 1 258,015
GEN PROBE INC COMMON 36866T103 12 144 X 1 144
GENERAL CABLE CORP COMMON 369300108 9,753 375,984 X 1 356,588 19,396
GENERAL ELECTRIC COMMON 369604103 2,514 120,645 X 2 120,645
GENERAL ELECTRIC COMMON 369604103 125,212 6,008,254 X 1 4,499,515 1,508,739
GENERAL MOTORS - CW16 WTS 37045V118 49 4,490 X 1 4,490
GENERAL MOTORS - CW19 WTS 37045V126 30 4,490 X 1 4,490
GENERAL MOTORS CO COMMON 37045V100 41,692 2,114,212 X 1 1,833,534 280,678
GENERAL MOTORS CO COMMON 37045V100 973 49,364 X 2 49,364
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 424,087 16,128,074 X 1 14,634,809 179,314 1,313,950
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 49,558 1,884,696 X 2 1,884,696
GENESCO INC COMMON 371532102 14,041 233,436 X 1 221,898 11,538
GENESEE & WYOMING INC-CL A COMMON 371559105 30,639 579,841 X 1 490,663 89,178
GENESEE & WYOMING INC-CL A COMMON 371559105 167 3,168 X 2 3,168
GENOMIC HEALTH INC COMMON 37244C101 64 1,930 X 2 1,930
GENOMIC HEALTH INC COMMON 37244C101 6,847 204,993 X 1 204,993
GILEAD SCIENCES INC COMMON 375558103 16,290 317,668 X 1 117,387 200,281
GILEAD SCIENCES INC COMMON 375558103 123 2,407 X 2 2,407
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,031 22,623 X 1 22,623
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 428 9,400 X 2 9,400
GLOBAL POWER EQUIPMENT GROUP COMMON 37941P306 5,954 272,617 X 1 257,081 15,536
GOLD RESOURCE CORP COMMON 38068T105 15 570 X 1 570
GOLDCORP INC COMMON 380956409 526 14,010 X 1 14,010
GOLDCORP INC COMMON 380956409 305 8,128 X 2 8,128
GOLDMAN SACHS GROUP COMMON 38141G104 56 582 X 1 582
GOODYEAR TIRE & RUBBER CO COMMON 382550101 715 60,503 X 2 60,503
GOODYEAR TIRE & RUBBER CO COMMON 382550101 29,680 2,513,111 X 1 2,180,579 332,532
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 17,955 1,141,062 X 2 1,141,062
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 120,972 7,687,856 X 1 6,567,573 59,438 1,060,845
GOOGLE INC-CL A COMMON 38259P508 549 946 X 2 946
GOOGLE INC-CL A COMMON 38259P508 148,759 256,450 X 1 136,539 586 119,325
GRAND CANYON EDUCATION INC COMMON 38526M106 15,777 753,440 X 1 753,440
GRAND CANYON EDUCATION INC COMMON 38526M106 148 7,062 X 2 7,062
GREENHILL & CO INC COMMON 395259104 34,314 962,535 X 1 305,297 657,238
GRIFFON CORPORATION COMMON 398433102 5,504 641,529 X 1 611,348 30,181
GROUP 1 AUTOMOTIVE INC COMMON 398905109 12 270 X 1 270
GSI GROUP INC COMMON 36191C205 7,473 652,111 X 1 616,596 35,515
GUESS INC COMMON 401617105 12 402 X 1 402
GUIDEWIRE SOFTWARE INC COMMON 40171V100 12,733 452,803 X 1 452,803
GUIDEWIRE SOFTWARE INC COMMON 40171V100 120 4,272 X 2 4,272
GULFPORT ENERGY CORP COMMON 402635304 11 516 X 1 516
H & R BLOCK INC COMMON 093671105 285 17,859 X 1 17,859
H&E EQUIPMENT SERVICES INC COMMON 404030108 6,644 442,030 X 1 419,908 22,122
HALCON RESOURCES CORP COMMON 40537Q209 10,809 1,145,007 X 1 1,145,007
HALCON RESOURCES CORP COMMON 40537Q209 101 10,712 X 2 10,712
HALLIBURTON CO COMMON 406216101 6,899 243,000 X 1 164,579 78,421
HANGER INC COMMON 41043F208 25,568 997,184 X 1 980,044 17,140
HANGER INC COMMON 41043F208 157 6,124 X 2 6,124
HARMONIC INC COMMON 413160102 5,024 1,179,378 X 1 1,119,996 59,382
HASBRO INC COMMON 418056107 159 4,700 X 1 4,700
HASBRO INC COMMON 418056107 156 4,600 X 2 4,600
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 15,923 816,128 X 1 816,128
HAYNES INTERNATIONAL INC COMMON 420877201 9,496 186,407 X 1 176,253 10,154
HCA HOLDINGS INC COMMON 40412C101 52,347 1,720,246 X 1 1,482,091 238,155
HCA HOLDINGS INC COMMON 40412C101 1,230 40,407 X 2 40,407
HCC INSURANCE HLDG COMMON 404132102 18,482 588,599 X 1 557,603 30,996
HCP INC COMMON 40414L109 485 10,995 X 1 10,995
HEALTHSOUTH CORP COMMON 421924309 6,738 289,677 X 1 185,746 103,931
HEALTHSOUTH CORP COMMON 421924309 1,296 55,704 X 2 55,704
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 7,022 233,435 X 1 233,435
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 66 2,183 X 2 2,183
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 15,612 951,384 X 1 770,129 181,255
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 1,384 84,338 X 2 84,338
HERSHA HOSPITALITY TRUST COMMON 427825104 15,578 2,950,337 X 1 2,792,190 158,147
HESS CORP COMMON 42809H107 56,629 1,303,322 X 1 1,131,885 171,437
HESS CORP COMMON 42809H107 1,361 31,324 X 2 31,324
HEXCEL CORP COMMON 428291108 15,674 607,762 X 1 607,762
HEXCEL CORP COMMON 428291108 146 5,679 X 2 5,679
HIBBETT SPORTS INC COMMON 428567101 11,825 204,910 X 1 204,910
HIBBETT SPORTS INC COMMON 428567101 111 1,929 X 2 1,929
HILLSHIRE BRANDS CO COMMON 432589109 4,974 171,577 X 1 167,139 4,438
HITTITE MICROWAVE CORP COMMON 43365Y104 2,920 57,121 X 2 57,121
HITTITE MICROWAVE CORP COMMON 43365Y104 27,381 535,616 X 1 432,426 103,190
HOLOGIC INC CVT CV BND 436440AA9 92,116 2,441,749 X 1 2,182,769 163,758 95,223
HOLOGIC INC CVT CV BND 436440AC5 11,578 400,963 X 1 320,930 18,284 61,748
HOME DEPOT COMMON 437076102 305 5,752 X 2 5,752
HOME DEPOT COMMON 437076102 53,444 1,008,563 X 1 387,324 8,532 612,707
HOME PROPERTIES INC COMMON 437306103 13,717 223,550 X 1 211,691 11,859
HONEYWELL INTERNATIONAL INC COMMON 438516106 1,508 27,006 X 2 27,006
HONEYWELL INTERNATIONAL INC COMMON 438516106 62,467 1,118,674 X 1 970,600 148,074
HORSEHEAD HOLDING CORP COMMON 440694305 9,839 987,808 X 1 940,980 46,828
HOSPIRA INC COMMON 441060100 1,037 29,659 X 1 29,659
HOT TOPIC INC COMMON 441339108 16,473 1,699,957 X 1 1,609,920 90,037
HOVNANIAN ENT CVT CV PFD 44248W208 6,094 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 9,080 225,036 X 1 214,280 10,756
HUB GROUP INC CL A COMMON 443320106 99 2,727 X 2 2,727
HUB GROUP INC CL A COMMON 443320106 10,532 290,930 X 1 290,930
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 104,995 5,903,900 X 1 5,738,583 90,250 75,067
HUMAN GENOME SCIENCES CVT CV BND 444903AM0 2,200 123,707 X 2 123,707
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 409,361 25,735,083 X 1 22,996,246 141,463 2,597,373
HUMAN GENOME SCIENCES CVT CV BND 444903AN8 21,947 1,379,737 X 2 1,379,737
HUNT J B TRANSPORT SVCS INC COMMON 445658107 14,142 237,287 X 1 154,927 82,360
HUNT J B TRANSPORT SVCS INC COMMON 445658107 2,622 43,990 X 2 43,990
HURON CONSULTING GROUP INC COMMON 447462102 11,646 367,950 X 1 367,950
HURON CONSULTING GROUP INC COMMON 447462102 110 3,464 X 2 3,464
IAC/ INTERACTIVECORP COMMON 44919P508 20,263 444,367 X 1 341,836 102,531
IAC/ INTERACTIVECORP COMMON 44919P508 2,281 50,014 X 2 50,014
ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 13,909 PUT 107,000 X 1 107,000
IBERIABANK CORP COMMON 450828108 14,599 289,369 X 1 273,932 15,437
IBM COMMON 459200101 1,977 10,109 X 1 4,371 3,653 2,085
IHS INC-CLASS A COMMON 451734107 20 186 X 1 186
II-VI INC COMMON 902104108 10,601 635,937 X 1 604,615 31,322
IMPAX LABORATORIES INC COMMON 45256B101 10,635 524,680 X 1 495,785 28,895
IMPERVA INC COMMON 45321L100 9,019 312,941 X 1 312,941
IMPERVA INC COMMON 45321L100 85 2,943 X 2 2,943
INCYTE CORP COMMON 45337C102 1,732 76,286 X 1 76,286
INFORMATICA CORP COMMON 45666Q102 19 445 X 1 445
INGREDION INCORPORATED COMMON 457187102 30,972 625,446 X 1 482,298 143,148
INGREDION INCORPORATED COMMON 457187102 3,440 69,457 X 2 69,457
INSULET CORP COMMON 45784P101 12,240 572,761 X 1 572,761
INSULET CORP COMMON 45784P101 115 5,368 X 2 5,368
INTEL CORP COMMON 458140100 851,824 31,963,392 X 1 31,958,792 4,600
INTEL CORP CVT CV BND 458140AD2 48,689 1,436,641 X 2 1,436,641
INTEL CORP CVT CV BND 458140AD2 345,782 10,202,820 X 1 9,016,189 124,838 1,061,792
INTERPUBLIC GROUP COS INC COMMON 460690100 368 33,914 X 1 33,914
INTERVAL LEISURE GROUP COMMON 46113M108 1,676 88,169 X 2 88,169
INTERVAL LEISURE GROUP COMMON 46113M108 8,752 460,364 X 1 295,163 165,201
INTERXION HOLDING NV COMMON N47279109 13,803 762,150 X 1 762,150
INTERXION HOLDING NV COMMON N47279109 130 7,204 X 2 7,204
INTL PAPER COMMON 460146103 683 23,625 X 1 23,625
INTL PAPER COMMON 460146103 364 12,600 X 2 12,600
INTUITIVE SURGICAL INC COMMON 46120E602 3,571 6,449 X 1 6,449
INVESCO LTD COMMON G491BT108 153 6,784 X 2 6,784
INVESCO LTD COMMON G491BT108 20,017 885,695 X 1 323,055 562,640
IPG PHOTONICS CORP COMMON 44980X109 107 2,446 X 2 2,446
IPG PHOTONICS CORP COMMON 44980X109 11,340 260,150 X 1 260,150
ISHARES BARCLAYS 1-3 YEAR CR Exchange 464288646 73 700 X 1 700
ISHARES FTSE CHINA 25 INDEX FU Exchange 464287184 38 1,120 X 1 1,120
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 970 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 5,035 100,781 X 1 92,231 8,550
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,149 29,355 X 1 29,355
ISHARES MSCI MEXICO Exchange 464286822 326 5,300 X 2 5,300
ISHARES MSCI MEXICO Exchange 464286822 295 4,800 X 1 4,800
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 4,173 52,450 X 1 52,450
ISHARES SILVER TRUST Exchange 46428Q109 53 2,000 X 1 2,000
ITC HOLDINGS CORP COMMON 465685105 17,079 247,843 X 1 204,283 43,560
ITC HOLDINGS CORP COMMON 465685105 1,323 19,198 X 2 19,198
ITT CORP COMMON 450911201 2,833 160,963 X 2 160,963
ITT CORP COMMON 450911201 14,847 843,571 X 1 541,854 301,717
IYR ISHARES DJ US REAL ESTATE Exchange 464287739 640 10,000 X 2 10,000
IYR ISHARES DJ US REAL ESTATE Exchange 464287739 659 10,300 X 1 10,300
J & J SNACK FOODS CORP COMMON 466032109 15,624 264,360 X 1 250,743 13,617
JARDEN CORP COMMON 471109108 3,668 87,295 X 2 87,295
JARDEN CORP COMMON 471109108 36,513 868,953 X 1 683,109 185,844
JAZZ PHARMACEUTICALS PLC COMMON G50871105 11 253 X 1 253
JEFFERIES GROUP INC CVT CV BND 472319AG7 16,105 471,783 X 1 309,359 24,092 138,331
JETBLUE AIRWAYS CORP COMMON 477143101 153 28,900 X 2 28,900
JETBLUE AIRWAYS CORP COMMON 477143101 3,662 691,000 X 1 691,000
JIVE SOFTWARE INC COMMON 47760A108 27 1,271 X 1 1,271
JM SMUCKER CO COMMON 832696405 19,412 257,045 X 1 165,007 92,038
JM SMUCKER CO COMMON 832696405 3,711 49,145 X 2 49,145
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 715 52,656 X 2 52,656
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 8,264 608,985 X 1 491,849 117,136
JONES LANG LASALLE INC COMMON 48020Q107 12,804 181,957 X 1 173,109 2,863 5,985
JOS A BANK CLOTHIERS INC COMMON 480838101 19,326 455,159 X 1 350,698 104,461
JOS A BANK CLOTHIERS INC COMMON 480838101 2,133 50,226 X 2 50,226
JOY GLOBAL INC COMMON 481165108 10 181 X 1 181
JP MORGAN CHASE & CO COMMON 46625H100 3,859 108,000 X 2 108,000
JP MORGAN CHASE & CO COMMON 46625H100 139,430 3,902,320 X 1 3,112,838 789,482
KADANT INC COMMON 48282T104 1,388 59,195 X 2 59,195
KADANT INC COMMON 48282T104 7,267 309,902 X 1 199,448 110,454
KANSAS CITY SOUTHERN COMMON 485170302 3,959 56,919 X 1 56,919
KAR AUCTION SERVICES INC COMMON 48238T109 15,709 913,821 X 1 866,905 46,916
KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 41 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 12,233 1,248,275 X 1 1,190,025 58,250
KB HOME CORP COMMON 48666K109 8,816 899,590 X 2 899,590
KEYCORP (NEW) COMMON 493267108 20,143 2,602,483 X 1 1,697,101 905,382
KEYCORP (NEW) COMMON 493267108 3,711 479,480 X 2 479,480
KIMCO REALTY CORP COMMON 49446R109 374 19,627 X 1 19,627
KINDER MORGAN INC COMMON 49456B101 3,949 122,564 X 2 122,564
KINDER MORGAN INC COMMON 49456B101 538 16,694 X 1 16,327 367
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 400 185,396 X 2 185,396
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 69 32,134 X 1 24,699 7,435
KIRBY CORP COMMON 497266106 25,149 534,184 X 1 411,389 122,795
KIRBY CORP COMMON 497266106 2,781 59,072 X 2 59,072
KLA-TENCOR CORPORATION COMMON 482480100 18 366 X 1 366
KOHLS CORP COMMON 500255104 238 5,226 X 1 5,226
KOPPERS HOLDINGS INC COMMON 50060P106 6,813 200,370 X 1 190,356 10,014
KROGER COMMON 501044101 162 7,005 X 2 7,005
KROGER COMMON 501044101 21,173 913,044 X 1 331,065 581,979
KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,171 243,426 X 2 243,426
KULICKE & SOFFA INDUSTRIES COMMON 501242101 11,369 1,274,501 X 1 817,469 457,032
LA-Z-BOY INC COMMON 505336107 7,219 587,425 X 1 558,022 29,403
LAM RESEARCH CORP CVT CV BND 512807AL2 5,336 85,850 X 2 85,850
LAM RESEARCH CORP CVT CV BND 512807AL2 25,731 414,014 X 1 382,594 1,269 30,151
LATTICE SEMICONDUCTOR CORP COMMON 518415104 4,279 1,134,994 X 1 1,075,749 59,245
LEAR CORP COMMON 521865204 18,520 490,855 X 1 319,118 171,737
LEAR CORP COMMON 521865204 3,462 91,750 X 2 91,750
LEGG MASON INC COMMON 524901105 1,140 43,229 X 2 43,229
LEGG MASON INC COMMON 524901105 78,568 2,979,454 X 1 2,011,384 968,070
LEGGETT & PLATT INC COMMON 524660107 205 9,686 X 1 9,686
LENNAR CORP COMMON 526057104 17,297 559,578 X 1 559,578
LENNAR CORP 144A W/O RTS CVT CV BND 526057BC7 722 20,805 X 2 20,805
LENNAR CORP 144A W/O RTS CVT CV BND 526057BC7 3,527 101,673 X 1 68,023 2,714 30,936
LENNAR CORP 144A W/O RTS CVT CV BND 526057BE3 10,334 302,928 X 1 288,470 226 14,232
LENNAR CORP 144A W/O RTS CVT CV BND 526057BE3 301 8,810 X 2 8,810
LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 19,634 554,711 X 2 554,711
LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 216,606 6,119,694 X 1 5,572,430 50,854 496,410
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 4,027 124,815 X 2 124,815
LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 227,522 7,051,660 X 1 6,528,586 97,592 425,481
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 22,556 872,065 X 1 778,407 89,879 3,779
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 321 12,416 X 2 12,416
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,852 57,407 X 2 57,407
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 105,274 3,262,775 X 1 3,214,997 29,815 17,963
LIBERTY INTERACTIVE CORP COMMON 53071M104 82,026 4,610,817 X 1 3,715,327 895,490
LIBERTY INTERACTIVE CORP COMMON 53071M104 5,768 324,245 X 2 324,245
LIBERTY MEDIA CORPORAT 530715AN1 8,960 107,719 X 1 97,323 1,031 9,364
LIBERTY MEDIA CORPORAT 530715AN1 202 2,423 X 2 2,423
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 4,068 46,277 X 2 46,277
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 27,829 316,564 X 1 225,445 91,119
LIFE TIME FITNESS INC COMMON 53217R207 161 3,458 X 2 3,458
LIFE TIME FITNESS INC COMMON 53217R207 17,175 369,266 X 1 369,266
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,244 36,426 X 1 21,072 2,123 13,231
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 14,166 255,947 X 1 180,640 10,717 64,590
LINEAR TECHNOLOGY CORP COMMON 535678106 1,278 40,777 X 1 1,462 39,315
LINKEDIN CORP - A COMMON 53578A108 92 865 X 2 865
LINKEDIN CORP - A COMMON 53578A108 17,446 164,166 X 1 92,107 72,059
LIQUIDITY SERVICES INC COMMON 53635B107 102 1,988 X 2 1,988
LIQUIDITY SERVICES INC COMMON 53635B107 10,849 211,941 X 1 211,941
LITTELFUSE INC COMMON 537008104 15,788 277,512 X 1 262,605 14,907
LIVE NATION ENTERTAINMENT INC COMMON 538034109 1,799 195,962 X 2 195,962
LIVE NATION ENTERTAINMENT INC COMMON 538034109 16,827 1,833,031 X 1 1,415,034 417,997
LKQ CORP COMMON 501889208 14 411 X 1 411
LORILLARD COMMON 544147101 243 1,842 X 1 1,842
LOWES COS COMMON 548661107 27,721 974,735 X 1 378,172 596,563
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 33,424 2,207,815 X 1 1,764,493 13,029 430,293
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 395 26,059 X 2 26,059
LUFKIN INDS INC COMMON 549764108 111 2,040 X 2 2,040
LUFKIN INDS INC COMMON 549764108 23,671 435,778 X 1 424,131 11,647
LULULEMON ATHLETICA INC COMMON 550021109 1,847 30,969 X 1 30,969
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 127 3,748 X 2 3,748
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 13,533 400,507 X 1 400,507
LUMINEX CORP COMMON 55027E102 133 5,428 X 2 5,428
LUMINEX CORP COMMON 55027E102 14,256 582,129 X 1 582,129
LYONDELLBASELL INDU-CL A COMMON N53745100 193 4,795 X 1 4,795
M & T BANK CORP COMMON 55261F104 56 682 X 1 682
MACYS INC. COMMON 55616P104 116 3,389 X 2 3,389
MACYS INC. COMMON 55616P104 15,449 449,761 X 1 168,899 280,862
MADISON SQUARE GARDEN CO-A COMMON 55826P100 325 8,683 X 1 8,683
MAGELLAN HEALTH SERVICES INC COMMON 559079207 1 22 X 1 22
MARATHON OIL CORP COMMON 565849106 86 3,374 X 1 3,374
MARKET VECTORS AGRIBUSINESS Exchange 57060U605 40 800 X 1 800
MARKETAXESS HOLDINGS INC COMMON 57060D108 18,656 700,315 X 1 677,685 22,630
MARKETAXESS HOLDINGS INC COMMON 57060D108 71 2,681 X 2 2,681
MARRIOTT VACATIONS WORLD COMMON 57164Y107 13,354 431,046 X 1 408,347 22,699
MARTIN MARIETTA MATERIALS COMMON 573284106 261 3,305 X 1 3,305
MASSEY ENERGY CO CVT CV BND 576203AJ2 914 12,447 X 2 12,447
MASSEY ENERGY CO CVT CV BND 576203AJ2 16,698 227,333 X 1 227,333
MASTEC INC COMMON 576323109 8,798 584,947 X 1 584,947
MASTEC INC COMMON 576323109 83 5,487 X 2 5,487
MASTERCARD INC-CLASS A COMMON 57636Q104 957 2,225 X 1 1,151 1,074
MATTEL INC COMMON 577081102 431 13,298 X 1 13,298
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 483 18,840 X 1 18,840
MCCORMICK & CO NON VTG COMMON 579780206 4,335 71,474 X 1 71,474
MCDONALDS COMMON 580135101 11,547 130,428 X 1 47,437 82,991
MCDONALDS COMMON 580135101 88 998 X 2 998
MCGRATH RENTCORP COMMON 580589109 11,226 423,629 X 1 401,516 22,113
MCKESSON CORP COMMON 58155Q103 18,324 195,458 X 1 74,248 4,766 116,444
MCKESSON CORP COMMON 58155Q103 127 1,359 X 2 1,359
MDU RESOURCES GROUP INC COMMON 552690109 348 16,105 X 1 16,105
MEAD JOHNSON NUTRITION CO COMMON 582839106 1,644 20,424 X 1 20,424
MEADWESTVACO CORP COMMON 583334107 2,212 76,943 X 1 76,943
MEASUREMENT SPECIALTIES INC COMMON 583421102 11,212 344,869 X 1 344,869
MEASUREMENT SPECIALTIES INC COMMON 583421102 107 3,276 X 2 3,276
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 104 3,045 X 2 3,045
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 11,068 324,105 X 1 324,105
MEDIVATION INC COMMON 58501N101 3,121 34,146 X 1 34,146
MEDNAX INC COMMON 58502B106 3,566 52,028 X 2 52,028
MEDNAX INC COMMON 58502B106 32,296 471,195 X 1 362,327 108,868
MEDTRONIC INC COMMON 585055106 26,528 684,948 X 1 272,161 412,787
MELLANOX TECHNOLOGIES LTD COMMON M51363113 2,634 37,177 X 1 37,177
MERCADOLIBRE INC COMMON 58733R102 197 2,601 X 1 2,601
MERCK & CO COMMON 58933Y105 2,719 65,135 X 2 65,135
MERCK & CO COMMON 58933Y105 148,719 3,562,134 X 1 2,689,501 872,633
METHODE ELECTRONICS INC COMMON 591520200 5,094 598,646 X 1 568,779 29,867
METLIFE INC COMMON 59156R108 1,732 56,158 X 2 56,158
METLIFE INC COMMON 59156R108 83,165 2,695,793 X 1 2,103,215 592,578
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 20,721 132,957 X 1 92,941 40,016
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 3,326 21,338 X 2 21,338
MGM RESORTS INTL CVT CV BND 55303QAE0 2,028 107,661 X 1 79,939 11,574 16,149
MICROCHIP TECHNOLOGY INC COMMON 595017104 2,213 66,891 X 2 66,891
MICROCHIP TECHNOLOGY INC COMMON 595017104 11,696 353,555 X 1 226,896 126,659
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 75,436 5,408,872 X 1 4,090,997 333,773 984,102
MICROS SYSTEMS INC COMMON 594901100 3,338 65,193 X 2 65,193
MICROS SYSTEMS INC COMMON 594901100 17,869 349,003 X 1 227,024 121,979
MICROSOFT CORP COMMON 594918104 1,742 56,942 X 2 56,942
MICROSOFT CORP COMMON 594918104 456,387 14,919,493 X 1 12,653,532 12,008 2,253,953
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,942 248,269 X 1 235,411 12,858
MIDDLEBY CORP COMMON 596278101 29,872 299,888 X 1 256,718 43,170
MIDDLEBY CORP COMMON 596278101 2,136 21,443 X 2 21,443
MIDDLESEX WATER CO COMMON 596680108 7,666 403,464 X 1 384,861 18,603
MIDSTATES PETROLEUM CO INC COMMON 59804T100 553 56,932 X 1 56,932
MIDSTATES PETROLEUM CO INC COMMON 59804T100 5 536 X 2 536
MINERALS TECHNOLOGIES INC COMMON 603158106 11,009 172,612 X 1 164,111 8,501
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 9,621 573,708 X 1 545,368 28,340
MONSANTO CO NEW COMMON 61166W101 141 1,700 X 1 1,700
MONSANTO CO NEW COMMON 61166W101 166 2,000 X 2 2,000
MONSTER BEVERAGE CORPORATION COMMON 611740101 4,110 57,727 X 1 57,727
MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,136 373,627 X 1 373,627
MOTOROLA SOLUTIONS INC COMMON 620076307 78,228 1,626,017 X 1 1,302,390 323,627
MOTOROLA SOLUTIONS INC COMMON 620076307 1,657 34,437 X 2 34,437
MSCI INC COMMON 55354G100 8,064 237,047 X 1 8,499 228,548
MYLAN LABS COMMON 628530107 2,256 105,566 X 2 105,566
MYLAN LABS COMMON 628530107 27,342 1,279,446 X 1 613,931 14,982 650,533
MYR GROUP INC/DELAWARE COMMON 55405W104 8,575 502,610 X 1 476,528 26,082
NASDAQ OMX GROUP/THE COMMON 631103108 25,329 1,117,309 X 1 722,775 394,534
NASDAQ OMX GROUP/THE COMMON 631103108 4,772 210,512 X 2 210,512
NATIONAL FUEL GAS CO COMMON 636180101 9,278 197,484 X 1 192,297 5,187
NATIONAL OILWELL VARCO INC COMMON 637071101 75 1,158 X 2 1,158
NATIONAL OILWELL VARCO INC COMMON 637071101 28,222 437,963 X 1 330,422 4,907 102,634
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 14,888 526,281 X 1 497,733 28,548
NAVISTAR INTL CORP CVT CV BND 63934EAL2 37,305 795,739 X 1 700,362 52,910 42,467
NAVISTAR INTL CORP CVT CV BND 63934EAL2 354 7,559 X 2 7,559
NCI BUILDING SYSTEMS INC COMMON 628852204 87 7,993 X 2 7,993
NCI BUILDING SYSTEMS INC COMMON 628852204 9,177 847,391 X 1 847,391
NETGEAR INC COMMON 64111Q104 31,463 911,703 X 1 704,608 207,095
NETGEAR INC COMMON 64111Q104 3,442 99,746 X 2 99,746
NETSUITE INC COMMON 64118Q107 2,096 38,276 X 1 38,276
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 83 10,492 X 2 10,492
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 8,851 1,118,938 X 1 1,118,938
NEW YORK TIMES CL A COMMON 650111107 975 125,000 X 1 125,000
NEWMONT MNG COMMON 651639106 311 6,405 X 2 6,405
NEWMONT MNG COMMON 651639106 535 11,037 X 1 11,037
NEWPARK RESOURCES INC COMMON 651718504 96 16,277 X 1 16,277
NOBLE CORP COMMON H5833N103 145 4,458 X 2 4,458
NOBLE CORP COMMON H5833N103 18,183 558,963 X 1 188,192 370,771
NOBLE ENERGY INC COMMON 655044105 1,948 22,961 X 2 22,961
NOBLE ENERGY INC COMMON 655044105 93,040 1,096,913 X 1 860,282 236,631
NORDSTROM INC COMMON 655664100 1,192 23,989 X 1 12,941 11,048
NORFOLK SOUTHN CORP COMMON 655844108 1,720 23,962 X 2 23,962
NORFOLK SOUTHN CORP COMMON 655844108 73,809 1,028,410 X 1 886,872 141,538
NORTHEAST UTILITIES COMMON 664397106 410 10,577 X 1 10,577
NORTHROP GRUMMAN CORP COMMON 666807102 1,771 27,764 X 2 27,764
NORTHROP GRUMMAN CORP COMMON 666807102 73,762 1,156,325 X 1 1,002,883 153,442
NORTHWESTERN CORP COMMON 668074305 6,277 171,049 X 1 162,642 8,407
NOVARTIS AG SPON ADR ADR 66987V109 55,043 984,670 X 1 342,199 642,471
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 3,550 132,287 X 1 132,287
NUCOR CORP COMMON 670346105 9 250 X 1 250
NV ENERGY INC COMMON 67073Y106 157 8,925 X 1 8,925
NXSTAGE MEDICAL INC COMMON 67072V103 10,275 613,045 X 1 613,045
NXSTAGE MEDICAL INC COMMON 67072V103 97 5,782 X 2 5,782
OASIS PETROLEUM INC COMMON 674215108 92 3,809 X 2 3,809
OASIS PETROLEUM INC COMMON 674215108 9,769 404,032 X 1 404,032
OCCIDENTAL PETE COMMON 674599105 1,179 13,747 X 1 11,388 2,359
OCEANEERING INTL INC COMMON 675232102 46,999 982,014 X 1 805,836 176,178
OCEANEERING INTL INC COMMON 675232102 4,191 87,558 X 2 87,558
OLD DOMINION FREIGHT LINE COMMON 679580100 15,487 357,755 X 1 339,642 18,113
OLD REPUBLIC INTL CORP COMMON 680223104 4 491 X 1 491
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 16,209 1,159,334 X 2 1,159,334
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 351,900 25,169,335 X 1 24,838,786 6,115 324,433
OLIN COMMON 680665205 10,466 501,008 X 1 476,309 24,699
OMEGA HEALTHCARE INVESTORS COMMON 681936100 17,067 758,532 X 1 720,720 37,812
OMNICARE INC CVT CV BND 681904AL2 52,647 694,154 X 1 513,419 36,937 143,797
OMNICARE INC CVT CV BND 681904AL2 1,791 23,617 X 2 23,617
OMNICARE INC CVT CV BND 681904AN8 89,000 2,468,689 X 1 2,419,858 20,407 28,424
OMNICOM GROUP COMMON 681919106 1,300 26,748 X 2 26,748
OMNICOM GROUP COMMON 681919106 53,921 1,109,476 X 1 961,897 147,579
ONEOK INC COMMON 682680103 374 8,850 X 1 8,850
ONYX PHARMACEUTICALS COMMON 683399109 1,334 20,076 X 1 20,076
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 8,777 565,520 X 1 565,520
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 83 5,318 X 2 5,318
ORACLE CORP COMMON 68389X105 234,519 7,896,279 X 1 4,811,700 3,084,579
ORACLE CORP COMMON 68389X105 2,209 74,361 X 2 74,361
OWENS-ILLINOIS INC COMMON 690768403 29,882 1,558,787 X 1 1,414,051 31,083 113,653
OWENS-ILLINOIS INC COMMON 690768403 498 25,966 X 2 25,966
OXFORD INDUSTRIES INC COMMON 691497309 141 3,156 X 2 3,156
OXFORD INDUSTRIES INC COMMON 691497309 14,983 335,179 X 1 335,179
PANERA BREAD CO CL A COMMON 69840W108 11,514 82,573 X 1 82,573
PANERA BREAD CO CL A COMMON 69840W108 84 602 X 2 602
PEABODY ENERGY CORP CVT CV BND 704549AG9 8,309 176,005 X 2 176,005
PEABODY ENERGY CORP CVT CV BND 704549AG9 26,843 568,621 X 1 394,026 10,740 163,855
PEETS COFFEE & TEA INC COMMON 705560100 8,812 146,768 X 1 146,768
PEETS COFFEE & TEA INC COMMON 705560100 83 1,383 X 2 1,383
PENSKE AUTO GROUP INC COMMON 70959W103 259 12,190 X 1 12,190
PEOPLES UNITED FINANCIAL INC COMMON 712704105 209 18,039 X 1 18,039
PEPSICO INC COMMON 713448108 86,765 1,227,920 X 1 1,060,893 167,027
PEPSICO INC COMMON 713448108 2,033 28,768 X 2 28,768
PERFICIENT INC COMMON 71375U101 6,805 605,937 X 1 575,749 30,188
PERRIGO CO COMMON 714290103 130 1,105 X 2 1,105
PERRIGO CO COMMON 714290103 22,445 190,328 X 1 89,106 5,391 95,831
PETSMART INC COMMON 716768106 4,048 59,378 X 1 59,378
PFIZER INC COMMON 717081103 2,618 113,815 X 2 113,815
PFIZER INC COMMON 717081103 137,807 5,991,587 X 1 4,209,200 1,782,387
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 1,212 13,894 X 1 13,894
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 567 6,500 X 2 6,500
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,575 439,506 X 1 417,685 21,821
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 635 5,925 X 1 5,925
PLAINS EXPLORATION & PRODUCT COMMON 726505100 362 10,299 X 1 10,299
PNC FINANCIAL SERVICES COMMON 693475105 2,167 35,463 X 2 35,463
PNC FINANCIAL SERVICES COMMON 693475105 127,282 2,082,841 X 1 1,656,779 426,062
POOL CORP COMMON 73278L105 105 2,594 X 2 2,594
POOL CORP COMMON 73278L105 11,217 277,238 X 1 277,238
POPULAR INC COMMON 733174700 7,669 461,691 X 1 439,165 22,526
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 162 3,700 X 2 3,700
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,460 102,078 X 1 99,376 2,702
POTLATCH CORP COMMON 737630103 2,753 86,204 X 2 86,204
POTLATCH CORP COMMON 737630103 24,569 769,218 X 1 592,548 176,670
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 176 6,820 X 1 6,820
PPG INDS COMMON 693506107 347,826 3,277,670 X 1 3,231,160 46,510
PPL CORPORATION COMMON 69351T106 53,032 1,906,956 X 1 1,655,097 251,859
PPL CORPORATION COMMON 69351T106 1,272 45,735 X 2 45,735
PRAXAIR INC COMMON 74005P104 32,987 303,381 X 1 218,801 4,157 80,423
PRAXAIR INC COMMON 74005P104 99 910 X 2 910
PRECISION CASTPARTS COMMON 740189105 101 617 X 2 617
PRECISION CASTPARTS COMMON 740189105 23,104 140,459 X 1 83,791 4,139 52,529
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,837 116,188 X 2 116,188
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 9,584 606,226 X 1 388,916 217,310
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,152 50,060 X 1 42,025 8,035
PRICELINE.COM INC COMMON 741503403 88 132 X 2 132
PRICELINE.COM INC COMMON 741503403 35,402 53,275 X 1 40,033 1,345 11,897
PRIMORIS SERVICES CORP COMMON 74164F103 4,357 363,073 X 1 333,581 29,492
PROASSURANCE CORP COMMON 74267C106 17,254 193,673 X 1 184,275 9,398
PROCERA NETWORKS INC COMMON 74269U203 47 1,929 X 2 1,929
PROCERA NETWORKS INC COMMON 74269U203 5,014 206,269 X 1 206,269
PROCTER & GAMBLE COMMON 742718109 42,831 699,281 X 1 273,309 3,360 422,612
PROLOGIS INC COMMON 74340W103 243 7,315 X 1 7,315
PROLOGIS INC CVT CV BND 74340XAT8 102,129 2,400,378 X 1 2,303,278 1,033 96,067
PROSPERITY BANCSHARES INC COMMON 743606105 28,770 684,506 X 1 543,950 140,556
PROSPERITY BANCSHARES INC COMMON 743606105 2,758 65,611 X 2 65,611
PRUDENTIAL FINANCIAL INC COMMON 744320102 49,076 1,013,347 X 1 1,013,347
PVH CORPORATION COMMON 693656100 15 190 X 1 190
QEP RESOURCES INC COMMON 74733V100 16,665 556,052 X 1 357,713 198,339
QEP RESOURCES INC COMMON 74733V100 3,197 106,687 X 2 106,687
QLIK TECHNOLOGIES INC COMMON 74733T105 107 4,835 X 2 4,835
QLIK TECHNOLOGIES INC COMMON 74733T105 11,412 515,919 X 1 515,919
QLOGIC CORP COMMON 747277101 17,651 1,289,322 X 1 970,307 319,015
QLOGIC CORP COMMON 747277101 2,146 156,727 X 2 156,727
QUAKER CHEMICAL CORP COMMON 747316107 4,335 93,805 X 1 60,218 33,587
QUAKER CHEMICAL CORP COMMON 747316107 827 17,903 X 2 17,903
QUALCOMM INC COMMON 747525103 124,197 2,230,544 X 1 989,516 10,489 1,230,539
QUALCOMM INC COMMON 747525103 207 3,715 X 2 3,715
QUESTAR CORP COMMON 748356102 2,693 129,077 X 2 129,077
QUESTAR CORP COMMON 748356102 14,108 676,338 X 1 434,867 241,471
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 11,546 216,874 X 1 216,874
QUESTCOR PHARMACEUTICALS COMMON 74835Y101 108 2,032 X 2 2,032
RACKSPACE HOSTING INC COMMON 750086100 11 253 X 1 253
RAVEN INDUSTRIES INC COMMON 754212108 14,917 214,360 X 1 203,713 10,647
RAYMOND JAMES FINANCIAL INC COMMON 754730109 18,416 537,836 X 1 379,819 158,017
RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,874 113,149 X 2 113,149
RBC BEARINGS INC COMMON 75524B104 32,273 682,303 X 1 667,129 15,174
RBC BEARINGS INC COMMON 75524B104 169 3,572 X 2 3,572
RED HAT INC COMMON 756577102 78 1,384 X 2 1,384
RED HAT INC COMMON 756577102 10,744 190,227 X 1 75,094 115,133
REGENCY ENERGY PARTNERS LP COMMON 75885Y107 163 6,854 X 1 6,854
REGENERON PHARMACEUTICALS COMMON 75886F107 1,924 16,845 X 1 16,845
REINSURANCE GRP OF AMERI-A COMMON 759351604 13,570 255,027 X 1 242,053 12,974
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 3,879 76,817 X 2 76,817
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 34,429 681,763 X 1 524,417 157,346
RENT-A-CENTER INC COMMON 76009N100 10,527 311,994 X 1 296,715 15,279
ROBBINS & MYERS INC COMMON 770196103 15,357 367,214 X 1 367,214
ROBBINS & MYERS INC COMMON 770196103 142 3,404 X 2 3,404
ROCK-TENN CO CL A COMMON 772739207 745 13,656 X 1 10,754 2,902
ROCKWELL AUTOMATION INC COMMON 773903109 8,137 123,169 X 1 45,973 77,196
ROCKWELL AUTOMATION INC COMMON 773903109 62 931 X 2 931
ROGERS CORP COMMON 775133101 8,944 225,789 X 1 213,025 12,764
ROLLINS INC COMMON 775711104 1,244 55,626 X 2 55,626
ROLLINS INC COMMON 775711104 23,923 1,069,412 X 1 927,042 142,370
ROPER INDUSTRIES INC COMMON 776696106 108 1,093 X 2 1,093
ROPER INDUSTRIES INC COMMON 776696106 15,019 152,352 X 1 56,855 4,704 90,793
ROSETTA RESOURCES INC COMMON 777779307 10,138 276,696 X 1 276,696
ROSETTA RESOURCES INC COMMON 777779307 96 2,610 X 2 2,610
ROSS STORES INC COMMON 778296103 21,351 341,787 X 1 164,266 177,521
ROSS STORES INC COMMON 778296103 132 2,120 X 2 2,120
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 235,624 3,494,357 X 1 3,488,211 6,146
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 1,339 19,864 X 2 19,864
RUSH ENTERPRISES INC CL A COMMON 781846209 10,161 621,492 X 1 587,278 34,214
RYLAND GROUP CVT CV BND 783764AQ6 23,274 663,513 X 1 463,726 13,267 186,520
RYLAND GROUP CVT CV BND 783764AQ6 7,386 210,557 X 2 210,557
S&P 500 ETF TRUST Exchange 78462F103 895 6,576 X 1 6,576
SABRA HEALTH CARE REIT INC COMMON 78573L106 3,858 225,503 X 2 225,503
SABRA HEALTH CARE REIT INC COMMON 78573L106 20,185 1,179,748 X 1 757,262 422,486
SALESFORCE.COM INC COMMON 79466L302 926 6,696 X 1 3,578 3,118
SALIX PHARMACEUTICALS LTD COMMON 795435106 14 263 X 1 263
SALLY BEAUTY HLDGS INC COMMON 79546E104 60,708 2,358,513 X 1 1,799,094 559,419
SALLY BEAUTY HLDGS INC COMMON 79546E104 7,022 272,790 X 2 272,790
SANDISK CORP COMMON 80004C101 444 12,159 X 1 12,159
SANDISK CORP CVT CV BND 80004CAD3 10,843 201,241 X 1 122,100 20,811 58,329
SANDISK CORP CVT CV BND 80004CAD3 2,243 41,623 X 2 41,623
SANOFI ADR 80105N105 72,171 1,910,299 X 1 1,732,389 177,910
SANOFI ADR 80105N105 1,792 47,433 X 2 47,433
SBA COMMUNICATIONS CORP COMMON 78388J106 2,944 51,601 X 1 51,601
SCANSOURCE INC COMMON 806037107 12,843 419,164 X 1 398,533 20,631
SCHLUMBERGER LTD COMMON 806857108 136,161 2,097,687 X 1 1,398,589 4,509 694,589
SCHLUMBERGER LTD COMMON 806857108 1,577 24,298 X 2 24,298
SCHWAB CHARLES CORP COMMON 808513105 53 4,067 X 2 4,067
SCHWAB CHARLES CORP COMMON 808513105 6,859 530,498 X 1 192,892 337,606
SEATTLE GENETICS INC WA COMMON 812578102 7,015 276,302 X 1 276,302
SEATTLE GENETICS INC WA COMMON 812578102 66 2,601 X 2 2,601
SEI INVESTMENTS CO COMMON 784117103 80,144 4,029,346 X 1 1,471,812 2,557,534
SEMTECH CORP COMMON 816850101 12,081 496,733 X 1 471,965 24,768
SERVICESOURCE INTERNATIONAL COMMON 81763U100 100 7,226 X 2 7,226
SERVICESOURCE INTERNATIONAL COMMON 81763U100 10,679 771,063 X 1 771,063
SHAW GROUP INC COMMON 820280105 11 411 X 1 411
SHUFFLE MASTER INC COMMON 825549108 13,855 1,003,994 X 1 1,003,994
SHUFFLE MASTER INC COMMON 825549108 131 9,457 X 2 9,457
SIGNATURE BANK COMMON 82669G104 137 2,240 X 2 2,240
SIGNATURE BANK COMMON 82669G104 30,667 502,986 X 1 489,935 13,051
SILICON LABS INC COMMON 826919102 122 3,229 X 2 3,229
SILICON LABS INC COMMON 826919102 12,979 342,459 X 1 342,459
SIMON PROPERTY GROUP INC COMMON 828806109 26,813 172,255 X 1 172,255
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 3,022 55,776 X 2 55,776
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 26,636 491,614 X 1 377,587 114,027
SKYWORKS SOLUTIONS INC COMMON 83088M102 5,400 197,283 X 1 192,152 5,131
SM ENERGY CO COMMON 78454L100 743 15,134 X 2 15,134
SM ENERGY CO COMMON 78454L100 41,602 847,123 X 1 571,159 275,964
SOLARWINDS INC COMMON 83416B109 3,332 76,497 X 1 76,497
SOURCEFIRE INC COMMON 83616T108 19,540 380,152 X 1 380,152
SOURCEFIRE INC COMMON 83616T108 156 3,042 X 2 3,042
SOVRAN SELF STORAGE INC COMMON 84610H108 16,325 325,912 X 1 308,571 17,341
SPARTAN STORES INC COMMON 846822104 11,519 635,358 X 1 600,842 34,516
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,171 80,366 X 1 80,366
SPDR EURO STOXX 50 ETF Exchange 78463X202 288 10,200 X 1 10,200
SPDR EURO STOXX 50 ETF Exchange 78463X202 319 11,300 X 2 11,300
SPDR GOLD TRUST Exchange 78463V107 411 2,650 X 1 2,650
SPDR S&P DIVIDEND ETF Exchange 78464A763 1,286 23,100 X 2 23,100
SPDR S&P DIVIDEND ETF Exchange 78464A763 1,313 23,600 X 1 23,600
SPECTRA ENERGY CORP W/I COMMON 847560109 4,105 141,249 X 1 141,249
SPX CORP COMMON 784635104 424 6,492 X 1 6,492
S&P 500 ETF TRUST COMMON 78462F103 1,361 CALL 10,000 X 1 10,000
S&P 500 ETF TRUST COMMON 78462F103 1,701 CALL 12,500 X 2 12,500
S&P 500 ETF TRUST COMMON 78462F103 68,050 CALL 500 X 1 500
S&P 500 ETF TRUST COMMON 78462F103 2,382 PUT 17,500 X 2 17,500
S&P 500 ETF TRUST COMMON 78462F103 2,042 PUT 15,000 X 1 15,000
S&P 500 ETF TRUST COMMON 78462F103 127,662 PUT 938,000 X 1 938,000
SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 17,244 689,766 X 1 653,411 36,355
STANLEY BLACK & DECKER INC COMMON 854502101 63,685 989,507 X 1 858,950 130,557
STANLEY BLACK & DECKER INC COMMON 854502101 1,529 23,757 X 2 23,757
STARBUCKS CORP COMMON 855244109 1,663 31,189 X 1 16,206 14,983
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 940 17,718 X 1 7,367 6,529 3,822
STATE STREET CORP COMMON 857477103 83,685 1,874,659 X 1 1,625,094 249,565
STATE STREET CORP COMMON 857477103 980 21,956 X 2 21,956
STEEL DYNAMICS INC CVT CV BND 858119AP5 3,172 172,935 X 2 172,935
STEEL DYNAMICS INC CVT CV BND 858119AP5 11,636 634,473 X 1 521,938 9,117 103,419
STIFEL FINANCIAL CORP COMMON 860630102 27,994 905,958 X 1 856,445 49,513
STIFEL FINANCIAL CORP COMMON 860630102 117 3,781 X 2 3,781
SUNCOKE ENERGY INC COMMON 86722A103 11,635 794,166 X 1 753,287 40,879
SUPERMEDIA INC COMMON 868447103 356 142,474 X 1 142,474
SURMODICS INC COMMON 868873100 4,740 273,984 X 1 260,856 13,128
SVB FINANCIAL GROUP COMMON 78486Q101 126 2,142 X 2 2,142
SVB FINANCIAL GROUP COMMON 78486Q101 13,425 228,628 X 1 228,628
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,437 44,725 X 1 44,725
SYNOPSYS INC COMMON 871607107 3,898 132,437 X 2 132,437
SYNOPSYS INC COMMON 871607107 20,733 704,497 X 1 456,005 248,492
TARGET CORP COMMON 87612E106 71,271 1,224,802 X 1 949,137 275,665
TARGET CORP COMMON 87612E106 1,515 26,032 X 2 26,032
TE CONNECTIVITY LTD COMMON H84989104 272 8,511 X 1 8,511
TEAM HEALTH HOLDINGS INC COMMON 87817A107 13,654 566,802 X 1 566,802
TEAM HEALTH HOLDINGS INC COMMON 87817A107 128 5,317 X 2 5,317
TEAM INC COMMON 878155100 7,639 245,003 X 1 229,931 15,072
TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,216 225,000 X 1 225,000
TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 31,087 3,871,339 X 1 3,871,339
TELEFLEX INC COMMON 879369106 12,296 201,864 X 1 191,189 10,675
TELEFONICA DE ESPANA ADR ADR 879382208 310,041 23,667,249 X 1 23,641,551 25,698
TELEFONICA DE ESPANA ADR ADR 879382208 6,057 462,368 X 2 462,368
TENNECO AUTOMOTIVE COMMON 880349105 8,430 314,306 X 1 297,196 17,110
TERADATA CORP COMMON 88076W103 18,969 263,422 X 1 186,702 76,720
TERADATA CORP COMMON 88076W103 2,953 41,008 X 2 41,008
TERADYNE INC COMMON 880770102 13,644 970,428 X 1 920,069 50,359
TERADYNE INC CVT CV BND 880770AE2 3,708 259,361 X 1 259,361
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 90 2,288 X 1 2,288
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 16,237 401,998 X 1 401,998
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 153 3,786 X 2 3,786
TEXAS INSTRUMENTS COMMON 882508104 1,559 54,335 X 2 54,335
TEXAS INSTRUMENTS COMMON 882508104 91,074 3,174,424 X 1 2,460,489 713,935
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 15,057 816,963 X 1 816,963
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 141 7,655 X 2 7,655
THE MOSAIC CO COMMON 61945C103 131 2,400 X 1 2,400
THE MOSAIC CO COMMON 61945C103 159 2,900 X 2 2,900
THERMON GROUP HOLDINGS INC COMMON 88362T103 75 3,619 X 2 3,619
THERMON GROUP HOLDINGS INC COMMON 88362T103 7,929 382,862 X 1 382,862
TIME WARNER CABLE CL A COMMON 88732J207 292 3,561 X 1 3,561
TIMKEN CO COMMON 887389104 2,620 57,211 X 1 57,211
TITAN MACHINERY INC COMMON 88830R101 110 3,636 X 2 3,636
TITAN MACHINERY INC COMMON 88830R101 11,802 388,620 X 1 388,620
ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,504 PUT 20,000 X 2 20,000
ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,754 PUT 22,000 X 1 22,000
TORNIER NV COMMON N87237108 15,535 692,905 X 1 692,905
TORNIER NV COMMON N87237108 147 6,552 X 2 6,552
TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,776 61,765 X 1 61,765
TRACTOR SUPPLY CO COMMON 892356106 3,542 42,647 X 1 42,647
TRANSDIGM GROUP INC COMMON 893641100 18,932 140,971 X 1 73,961 2,565 64,445
TRANSDIGM GROUP INC COMMON 893641100 103 766 X 2 766
TRANSOCEAN LTD COMMON H8817H100 1,370 30,623 X 2 30,623
TRANSOCEAN LTD COMMON H8817H100 57,578 1,287,243 X 1 1,147,286 139,957
TRAVELERS COS INC/THE COMMON 89417E109 81,712 1,279,948 X 1 932,600 347,348
TRAVELERS COS INC/THE COMMON 89417E109 1,590 24,912 X 2 24,912
TRIMAS CORP COMMON 896215209 3,196 158,995 X 2 158,995
TRIMAS CORP COMMON 896215209 16,738 832,734 X 1 535,893 296,841
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 21,047 415,473 X 2 415,473
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 143,812 2,838,940 X 1 2,225,038 40,691 573,212
TRIUMPH GROUP INC COMMON 896818101 14,220 252,711 X 1 252,711
TRIUMPH GROUP INC COMMON 896818101 134 2,378 X 2 2,378
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 327 7,614 X 2 7,614
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,433 33,332 X 1 31,640 1,692
UDR COMMON 902653104 12,327 477,032 X 1 451,895 25,137
UGI CORP COMMON 902681105 14,885 505,774 X 1 479,683 26,091
UIL HLDGS CORP COMMON 902748102 17,082 476,362 X 1 451,497 24,865
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 4,340 46,475 X 1 46,475
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 20,604 231,199 X 1 231,199
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 193 2,165 X 2 2,165
UNDER ARMOUR INC-CLASS A COMMON 904311107 2,776 29,387 X 1 29,387
UNILEVER NV ADR ADR 904784709 1,471 44,115 X 2 44,115
UNILEVER NV ADR ADR 904784709 53,826 1,613,963 X 1 1,445,557 168,406
UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 5,735 235,700 X 1 235,700
UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 153 6,300 X 2 6,300
UNITED PARCEL SERVICE CL B COMMON 911312106 69,215 878,809 X 1 342,702 5,300 530,807
UNITED RENTALS INC COMMON 911363109 2,782 81,721 X 1 81,721
UNITED TECHNOLOGIES COMMON 913017109 201 2,655 X 2 2,655
UNITED TECHNOLOGIES COMMON 913017109 26,589 352,034 X 1 131,129 220,905
UNITEDHEALTH GROUP COMMON 91324P102 2,547 43,530 X 2 43,530
UNITEDHEALTH GROUP COMMON 91324P102 126,119 2,155,888 X 1 1,647,957 8,853 499,078
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 3,182 73,729 X 2 73,729
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 15,925 368,976 X 1 230,993 137,983
UNUM GROUP COMMON 91529Y106 58,341 3,049,695 X 1 2,452,782 596,913
UNUM GROUP COMMON 91529Y106 1,261 65,915 X 2 65,915
US BANCORP COMMON 902973304 1,304 40,537 X 2 40,537
US BANCORP COMMON 902973304 54,143 1,683,560 X 1 1,460,294 223,266
US STEEL CORP CVT CV BND 912909AE8 35,438 1,098,038 X 1 1,098,038
VAIL RESORTS INC COMMON 91879Q109 102 2,037 X 2 2,037
VAIL RESORTS INC COMMON 91879Q109 10,925 218,142 X 1 218,142
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 333,382 7,443,213 X 1 7,379,356 12,159 51,698
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 3,245 72,444 X 2 72,444
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,104 42,714 X 2 42,714
VERISK ANALYTICS INC-CL A COMMON 92345Y106 15,805 320,842 X 1 240,404 80,438
VERIZON COMMUNICATIONS COMMON 92343V104 6,665 149,978 X 1 77,581 72,397
VERIZON COMMUNICATIONS COMMON 92343V104 1,604 36,088 X 2 36,088
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 125,518 1,967,866 X 1 1,468,783 26,418 472,665
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 39,142 613,665 X 2 613,665
VERTEX PHARMACEUTICALS INC COMMON 92532F100 220,734 3,947,310 X 1 3,590,863 52,532 303,915
VIACOM INC CL B COMMON 92553P201 67,342 1,432,202 X 1 1,246,930 185,272
VIACOM INC CL B COMMON 92553P201 1,563 33,244 X 2 33,244
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 2,645 32,654 X 2 32,654
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 13,812 170,517 X 1 109,436 61,081
VISA INC-CLASS A SHRS COMMON 92826C839 90,366 730,936 X 1 268,293 462,643
VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,964 738,493 X 1 700,256 38,237
VISTAPRINT NV COMMON N93540107 10,763 333,207 X 1 16,065 317,142
VITAMIN SHOPPE INC COMMON 92849E101 137 2,496 X 2 2,496
VITAMIN SHOPPE INC COMMON 92849E101 14,562 265,097 X 1 265,097
VIVUS INC COMMON 928551100 10,570 370,367 X 1 370,367
VIVUS INC COMMON 928551100 87 3,057 X 2 3,057
VMWARE INC-CLASS A COMMON 928563402 9,166 100,682 X 1 42,017 58,665
VMWARE INC-CLASS A COMMON 928563402 65 714 X 2 714
VODAFONE GROUP PLC ADR 92857W209 2,770 98,290 X 2 98,290
VODAFONE GROUP PLC ADR 92857W209 75,664 2,685,039 X 1 2,437,626 247,413
VOLCANO CORP COMMON 928645100 125 4,359 X 2 4,359
VOLCANO CORP COMMON 928645100 13,336 465,484 X 1 465,484
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 9,247 394,334 X 1 394,334
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 87 3,699 X 2 3,699
VULCAN MATER COMMON 929160109 36,352 915,441 X 1 792,943 122,498
VULCAN MATER COMMON 929160109 883 22,225 X 2 22,225
W R GRACE & CO COMMON 38388F108 2,425 48,068 X 2 48,068
W R GRACE & CO COMMON 38388F108 20,331 402,986 X 1 305,201 97,785
WABCO HOLDINGS INC COMMON 92927K102 2,739 51,741 X 2 51,741
WABCO HOLDINGS INC COMMON 92927K102 14,308 270,328 X 1 173,731 96,597
WABTEC COMMON 929740108 15,554 199,385 X 1 189,104 10,281
WAL-MART STORES INC COMMON 931142103 31,099 446,059 X 1 161,638 284,421
WAL-MART STORES INC COMMON 931142103 238 3,420 X 2 3,420
WALGREEN CO COMMON 931422109 245 8,277 X 1 8,277
WASTE CONNECTIONS INC COMMON 941053100 9,851 329,250 X 1 312,199 17,051
WEATHERFORD INTL COMMON H27013103 117 9,226 X 1 9,226
WELLCARE HEALTH PLANS INC COMMON 94946T106 38,455 725,557 X 1 549,363 176,194
WELLCARE HEALTH PLANS INC COMMON 94946T106 4,565 86,140 X 2 86,140
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 46,277 262,499 X 1 247,726 383 14,390
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 9,765 55,391 X 2 55,391
WELLS FARGO COMPANY COMMON 949746101 146,082 4,368,473 X 1 3,249,394 20,764 1,098,315
WELLS FARGO COMPANY COMMON 949746101 2,879 86,080 X 2 86,080
WERNER ENTERPIRSES INC COMMON 950755108 9,004 376,901 X 1 356,448 20,453
WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 5,825 457,619 X 1 433,732 23,887
WESCO INTERNATIONAL INC COMMON 95082P105 19,063 331,249 X 1 212,657 118,592
WESCO INTERNATIONAL INC COMMON 95082P105 3,608 62,694 X 2 62,694
WESTLAKE CHEMICAL CORP COMMON 960413102 13 249 X 1 249
WEYERHAEUSER CO COMMON 962166104 64,977 2,905,946 X 1 2,633,307 272,639
WEYERHAEUSER CO COMMON 962166104 1,647 73,679 X 2 73,679
WHOLE FOODS MARKET INC COMMON 966837106 5,708 59,882 X 1 56,085 3,797
WILEY JOHN & SONS CL A COMMON 968223206 16,388 334,512 X 1 317,624 16,888
WINTRUST FINANCIAL CORP COMMON 97650W108 17,208 484,721 X 1 459,426 25,295
WORLD FUEL SERVICES CORP COMMON 981475106 12,251 322,145 X 1 322,145
WORLD FUEL SERVICES CORP COMMON 981475106 115 3,026 X 2 3,026
WRIGHT EXPRESS CORP COMMON 98233Q105 49,528 802,462 X 1 632,202 170,260
WRIGHT EXPRESS CORP COMMON 98233Q105 4,928 79,841 X 2 79,841
WYNDHAM WORLDWIDE CORP COMMON 98310W108 41,689 790,456 X 1 580,094 210,362
WYNDHAM WORLDWIDE CORP COMMON 98310W108 5,507 104,423 X 2 104,423
XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 18,727 PUT 525,000 X 2 525,000
XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 31,925 PUT 895,000 X 1 895,000
XYLEM INC COMMON 98419M100 2,533 100,632 X 2 100,632
XYLEM INC COMMON 98419M100 13,258 526,728 X 1 337,287 189,441
ZEP INC COMMON 98944B108 4,839 352,457 X 1 332,890 19,567
ZIMMER HOLDINGS INC COMMON 98956P102 75,962 1,180,260 X 1 439,324 740,936
COLUMN TOTALS 23,131,074