0000312348-12-000030.txt : 20121114
0000312348-12-000030.hdr.sgml : 20121114
20121114160325
ACCESSION NUMBER: 0000312348-12-000030
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121114
DATE AS OF CHANGE: 20121114
EFFECTIVENESS DATE: 20121114
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: 121204290
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
q3complete.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: 09/30/12
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 11/14/12
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: 1178
Form 13F Information Table Value Total: $ 24,465,578 ('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 09/30/12
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 641 6,936 X 1 2,931 4,005
ABAXIS INC COMMON 002567105 126 3,496 X 2 3,496
ABAXIS INC COMMON 002567105 16,158 449,822 X 1 443,168 6,654
ABIOMED INC COMMON 003654100 11,346 540,550 X 1 532,520 8,030
ABIOMED INC COMMON 003654100 89 4,220 X 2 4,220
ACCO BRANDS CORP COMMON 00081T108 6,951 1,071,095 X 1 1,014,422 56,673
ACE LTD COMMON H0023R105 18,429 243,765 X 1 237,749 6,016
ACME PACKET INC COMMON 004764106 3 170 X 1 170
ACTUANT CORP CL A COMMON 00508X203 22,913 800,599 X 1 605,846 194,753
ACTUANT CORP CL A COMMON 00508X203 2,502 87,409 X 2 87,409
ADVISORY BOARD CO COMMON 00762W107 150 3,146 X 2 3,146
ADVISORY BOARD CO COMMON 00762W107 19,374 405,054 X 1 399,077 5,977
AEGERION PHARMACEUTICALS INC COMMON 00767E102 7,323 494,122 X 1 486,813 7,309
AEGERION PHARMACEUTICALS INC COMMON 00767E102 57 3,845 X 2 3,845
AES CORPORATION COMMON 00130H105 2 143 X 1 143
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 49,684 1,417,149 X 1 1,356,567 60,581
AFFILIATED MANAGERS GROUP COMMON 008252108 3,712 30,179 X 1 30,179
AFLAC INC COMMON 001055102 17 345 X 1 345
AGILENT TECHNOLOGIES INC COMMON 00846U101 12,936 336,428 X 1 120,857 215,571
AGILENT TECHNOLOGIES INC COMMON 00846U101 108 2,821 X 2 2,821
AIR PRODS & CHEM COMMON 009158106 43,276 523,294 X 1 477,610 45,684
AIR PRODS & CHEM COMMON 009158106 1,467 17,736 X 2 17,736
AIRGAS INC COMMON 009363102 17 212 X 1 168 44
ALAMO GROUP INC COMMON 011311107 6,817 201,809 X 1 191,278 10,531
ALBANY INTL CORP-CL A COMMON 012348108 11,818 537,927 X 1 509,758 28,169
ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 52 707 X 1 707
ALEXION PHARMACEUTICALS INC COMMON 015351109 6,950 60,751 X 1 60,751
ALIGN TECHNOLOGY INC COMMON 016255101 157 4,236 X 2 4,236
ALIGN TECHNOLOGY INC COMMON 016255101 20,164 545,424 X 1 537,368 8,056
ALKERMES INC COMMON G01767105 151 7,262 X 2 7,262
ALKERMES INC COMMON G01767105 19,402 935,021 X 1 921,212 13,809
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 4 135 X 1 135
ALLERGAN INC COMMON 018490102 137 1,496 X 2 1,496
ALLERGAN INC COMMON 018490102 16,903 184,576 X 1 67,651 4,440 112,485
ALLETE INC COMMON 018522300 16,448 394,047 X 1 374,109 19,938
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 4,649 32,752 X 2 32,752
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 26,319 185,409 X 1 115,286 70,123
ALLIANT ENERGY CORP COMMON 018802108 231 5,322 X 1 5,322
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 17,395 655,938 X 1 646,239 9,699
ALLOT COMMUNICATIONS LTD COMMON M0854Q105 136 5,115 X 2 5,115
ALLSTATE CORP COMMON 020002101 453 11,447 X 1 11,447
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 464 9,697 X 2 9,697
ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 1,995 41,715 X 1 38,422 3,293
ALTERA CORP COMMON 021441100 24,642 725,087 X 1 295,468 429,619
ALTERA CORP COMMON 021441100 142 4,169 X 2 4,169
ALTISOURCE PORTFOLIO SOL COMMON L0175J104 11 131 X 1 131
ALTRA HOLDINGS INC COMMON 02208R106 14,407 791,581 X 1 752,086 39,495
ALTRIA GROUP INC COMMON 02209S103 1,018 30,483 X 2 30,483
ALTRIA GROUP INC COMMON 02209S103 16,419 491,748 X 1 202,925 288,823
AMAZON.COM INC COMMON 023135106 117,232 460,964 X 1 170,065 2,863 288,036
AMERICAN CAMPUS COMMUNITIES COMMON 024835100 18,821 428,929 X 1 407,733 21,196
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 237 11,236 X 1 11,236
AMERICAN EXPRESS CO COMMON 025816109 105,416 1,853,963 X 1 930,386 9,940 913,637
AMERICAN EXPRESS CO COMMON 025816109 138 2,433 X 2 2,433
AMERICAN INTL GRP INC COMMON 026874784 45 1,380 X 1 1,380
AMERICAN SOFTWARE INC-CL A COMMON 029683109 865 105,989 X 1 77,956 28,033
AMERICAN TOWER CORPORATION COMMON 03027X100 772 10,813 X 1 10,813
AMERICAN WATER WORKS CO INC COMMON 030420103 38,915 1,050,059 X 1 649,930 400,129
AMERICAN WATER WORKS CO INC COMMON 030420103 6,978 188,294 X 2 188,294
AMERIPRISE FINANCIAL INC COMMON 03076C106 68,977 1,216,736 X 1 1,110,178 106,558
AMERIPRISE FINANCIAL INC COMMON 03076C106 2,338 41,243 X 2 41,243
AMGEN INC COMMON 031162100 44,363 526,127 X 1 196,279 329,848
AMPHENOL CORP CL A COMMON 032095101 21,377 363,064 X 1 223,526 139,538
AMPHENOL CORP CL A COMMON 032095101 4,042 68,654 X 2 68,654
AMTRUST FINANCIAL SERVICES COMMON 032359309 109 4,264 X 2 4,264
AMTRUST FINANCIAL SERVICES COMMON 032359309 14,082 549,653 X 1 541,556 8,097
ANADARKO PETE CORP COMMON 032511107 90 1,283 X 1 1,283
ANALOG DEVICES COMMON 032654105 9,816 250,478 X 1 102,296 148,182
ANGIES LIST INC COMMON 034754101 276 26,084 X 1 26,084
AOL INC COMMON 00184X105 45,382 1,288,167 X 1 1,175,980 112,187
AOL INC COMMON 00184X105 1,529 43,402 X 2 43,402
APACHE CORP CVTPFD 6.0% CV PFD 037411808 745 7,001 X 1 7,001
APACHE CORP CVTPFD 6.0% CV PFD 037411808 854 8,019 X 2 8,019
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,849 340,470 X 1 332,944 7,526
APPLE INC COMMON 037833100 2,611 3,913 X 2 3,913
APPLE INC COMMON 037833100 198,258 297,122 X 1 184,555 2,908 109,659
APPLIED MATERIALS COMMON 038222105 34,195 3,062,702 X 1 2,792,677 270,025
APPLIED MATERIALS COMMON 038222105 1,159 103,764 X 2 103,764
APPROACH RESOURCES INC COMMON 03834A103 113 3,752 X 2 3,752
APPROACH RESOURCES INC COMMON 03834A103 16,228 538,585 X 1 531,465 7,120
ARBITRON INC COMMON 03875Q108 12,671 334,323 X 1 315,676 18,647
ARCH CAPITAL GROUP LTD COMMON G0450A105 651 15,616 X 1 15,458 158
ARCOS DORADOS HOLDINGS INC COMMON G0457F107 13,280 860,670 X 1 839,149 21,521
ARES CAPITAL CORP COMMON 04010L103 37,959 2,214,663 X 1 1,674,070 540,593
ARES CAPITAL CORP COMMON 04010L103 3,905 227,846 X 2 227,846
ARIAD PHARMACEUTICALS INC COMMON 04033A100 2,841 117,259 X 1 117,259
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 44,742 1,599,070 X 1 534,341 1,064,729
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 29,273 631,286 X 1 470,145 161,141
ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 3,410 73,536 X 2 73,536
ARVINMERITOR INC CVT CV BND 043353AH4 6,227 312,944 X 2 312,944
ARVINMERITOR INC CVT CV BND 043353AH4 47,502 2,387,389 X 1 1,579,871 56,117 751,402
ASBURY AUTOMOTIVE GROUP COMMON 043436104 153 5,491 X 2 5,491
ASBURY AUTOMOTIVE GROUP COMMON 043436104 19,722 705,615 X 1 695,164 10,451
ASCENT CAPITAL GROUP INC COMMON 043632108 8,228 152,345 X 1 93,774 58,571
ASCENT CAPITAL GROUP INC COMMON 043632108 1,579 29,234 X 2 29,234
ASHLAND INC COMMON 044209104 16 229 X 2 229
ASHLAND INC COMMON 044209104 602 8,409 X 1 8,409
ASSOCIATED ESTATES REALTY CP COMMON 045604105 18,609 1,227,525 X 1 1,195,155 32,370
AT&T INC COMMON 00206R102 145,719 3,865,225 X 1 3,092,829 772,396
AT&T INC COMMON 00206R102 5,038 133,629 X 2 133,629
ATHENAHEALTH INC COMMON 04685W103 2,850 31,060 X 1 31,060
ATMEL CORP COMMON 049513104 1,615 307,104 X 2 307,104
ATMEL CORP COMMON 049513104 8,445 1,605,457 X 1 987,182 618,275
AUTODESK INC COMMON 052769106 47,799 1,432,392 X 1 530,508 901,884
AUTOMATIC DATA PROC COMMON 053015103 28,884 492,397 X 1 180,954 311,443
AVIS BUDGET GROUP INC COMMON 053774105 3,301 214,646 X 2 214,646
AVIS BUDGET GROUP INC COMMON 053774105 27,964 1,818,226 X 1 1,348,904 469,322
AVNET INC COMMON 053807103 15,991 549,722 X 1 337,406 212,316
AVNET INC COMMON 053807103 3,055 105,017 X 2 105,017
AZZ INC COMMON 002474104 19,400 510,799 X 1 485,340 25,459
B/E AEROSPACE INC COMMON 073302101 9,672 229,747 X 1 90,795 138,952
B/E AEROSPACE INC COMMON 073302101 78 1,842 X 2 1,842
BABCOCK & WILCOX COMPANY COMMON 05615F102 3,617 142,023 X 2 142,023
BABCOCK & WILCOX COMPANY COMMON 05615F102 18,796 737,975 X 1 455,997 281,978
BAIDU.COM ADR 056752108 13,947 119,391 X 1 116,394 2,997
BALLY TECHNOLOGIES INC COMMON 05874B107 5 97 X 1 97
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,935 217,579 X 1 211,904 5,675
BANCORPSOUTH INC COMMON 059692103 15,755 1,068,880 X 1 1,010,485 58,395
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 80,559 1,478,140 X 1 1,437,240 1,820 39,080
BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 4,071 74,700 X 2 74,700
BANK OF AMERICA CORP COMMON 060505104 1,866 211,309 X 2 211,309
BANK OF AMERICA CORP COMMON 060505104 83,121 9,413,430 X 1 8,952,822 460,608
BANK OF NEW YORK MELLON CORP COMMON 064058100 1,347 59,532 X 2 59,532
BANK OF NEW YORK MELLON CORP COMMON 064058100 233 10,314 X 1 10,314
BANK OF THE OZARKS COMMON 063904106 10,431 302,621 X 1 298,120 4,501
BANK OF THE OZARKS COMMON 063904106 82 2,366 X 2 2,366
BARD C R COMMON 067383109 1,039 9,925 X 1 9,925
BARRICK GOLD CORP COMMON 067901108 729 17,446 X 1 17,446
BARRICK GOLD CORP COMMON 067901108 452 10,820 X 2 10,820
BAXTER INTL COMMON 071813109 63,608 1,055,565 X 1 963,575 91,990
BAXTER INTL COMMON 071813109 2,109 34,993 X 2 34,993
BCE INC COMMON 05534B760 18 400 X 1 400
BEAM INC COMMON 073730103 2,509 43,596 X 2 43,596
BEAM INC COMMON 073730103 13,001 225,952 X 1 145,426 80,526
BELDEN CDT INC COMMON 077454106 8,581 232,662 X 1 220,281 12,381
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 96 1,083 X 1 1,083
BERRY PETROLEUM CO-CL A COMMON 085789105 7,935 195,288 X 1 185,532 9,756
BHP BILLITON LTD-SPON ADR ADR 088606108 10 150 X 1 150
BIO-REFERENCE LABS INC COMMON 09057G602 13,804 483,009 X 1 457,535 25,474
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 17 430 X 1 430
BIOMED REALTY TRUST INC COMMON 09063H107 29,094 1,554,168 X 1 1,279,221 274,947
BIOMED REALTY TRUST INC COMMON 09063H107 2,027 108,291 X 2 108,291
BLACKROCK INC COMMON 09247X101 23,213 130,190 X 1 47,030 83,160
BLACKROCK INC COMMON 09247X101 194 1,090 X 2 1,090
BLUE NILE INCORPORATED COMMON 09578R103 26,099 703,674 X 1 211,119 492,555
BMC SOFTWARE INC COMMON 055921100 3,016 72,689 X 2 72,689
BMC SOFTWARE INC COMMON 055921100 15,753 379,683 X 1 233,145 146,538
BORG WARNER INC COMMON 099724106 2,485 35,963 X 1 35,963
BOSTON PRIVATE FNL HOLDING COMMON 101119105 14,900 1,553,673 X 1 1,530,678 22,995
BOSTON PRIVATE FNL HOLDING COMMON 101119105 116 12,070 X 2 12,070
BP PLC ADR 055622104 94 2,213 X 1 2,213
BRISTOL MYERS SQUIBB COMMON 110122108 509,712 15,102,591 X 1 14,604,189 498,402
BRISTOL MYERS SQUIBB COMMON 110122108 2,328 68,971 X 2 68,971
BROADCOM CORP CL A COMMON 111320107 419 12,105 X 1 12,105
BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 8,677 1,467,004 X 1 1,390,006 76,998
BUFFALO WILD WINGS INC COMMON 119848109 3 38 X 1 38
CABELAS INC COMMON 126804301 122 2,231 X 2 2,231
CABELAS INC COMMON 126804301 15,650 286,210 X 1 281,974 4,236
CABOT CORP COMMON 127055101 8,419 230,225 X 1 218,106 12,119
CABOT OIL & GAS COMMON 127097103 135 2,997 X 2 2,997
CABOT OIL & GAS COMMON 127097103 20,017 445,820 X 1 220,141 225,679
CADENCE DESIGN SYS INC COMMON 127387108 4 347 X 1 347
CALPINE CORP COMMON 131347304 1,645 95,114 X 2 95,114
CALPINE CORP COMMON 131347304 69,628 4,024,753 X 1 3,749,602 275,151
CAMERON INTERNATIONAL CORP COMMON 13342B105 591 10,543 X 1 10,509 34
CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 12,446 1,040,613 X 1 982,996 57,617
CARDINAL HEALTH INC COMMON 14149Y108 377 9,664 X 1 4,061 5,603
CAREFUSION CORP COMMON 14170T101 3,792 133,567 X 2 133,567
CAREFUSION CORP COMMON 14170T101 21,196 746,601 X 1 471,128 275,473
CASEYS GENERAL STORES INC COMMON 147528103 6,919 121,090 X 1 115,079 6,011
CASH AMERICA INTL INC COMMON 14754D100 13,780 357,262 X 1 279,716 77,546
CASH AMERICA INTL INC COMMON 14754D100 1,390 36,033 X 2 36,033
CATAMARAN CORP COMMON 148887102 1,074 10,967 X 2 10,967
CATAMARAN CORP COMMON 148887102 9,073 92,611 X 1 70,611 22,000
CATERPILLAR COMMON 149123101 23,766 276,225 X 1 191,908 3,386 80,931
CATERPILLAR COMMON 149123101 88 1,024 X 2 1,024
CATHAY GENERAL BANCORP COMMON 149150104 19,642 1,137,982 X 1 1,077,184 60,798
CAVIUM INC COMMON 14964U108 15,660 469,838 X 1 462,791 7,047
CAVIUM INC COMMON 14964U108 121 3,643 X 2 3,643
CBRE GROUP INC COMMON 12504L109 2,690 146,135 X 1 146,135
CBS CORP CL B COMMON 124857202 42,109 1,159,076 X 1 1,057,304 101,772
CBS CORP CL B COMMON 124857202 1,421 39,106 X 2 39,106
CELADON GROUP INC COMMON 150838100 9,168 570,534 X 1 348,671 221,863
CELADON GROUP INC COMMON 150838100 1,136 70,692 X 2 70,692
CELANESE CORP A COMMON 150870103 2 44 X 1 44
CENTENE CORP COMMON 15135B101 3 74 X 1 74
CENTURYLINK INC COMMON 156700106 2,165 53,584 X 2 53,584
CENTURYLINK INC COMMON 156700106 90,834 2,248,357 X 1 1,899,786 348,571
CERNER CORP COMMON 156782104 274 3,534 X 1 3,534
CF INDUSTRIES HOLDINGS INC COMMON 125269100 3,811 17,147 X 1 17,147
CHART INDUSTRIES INC COMMON 16115Q308 177 2,395 X 2 2,395
CHART INDUSTRIES INC COMMON 16115Q308 22,911 310,236 X 1 305,608 4,628
CHECK POINT SOFTWARE TECH COMMON M22465104 1 21 X 1 21
CHEMTURA CORP COMMON 163893209 2 142 X 1 142
CHESAPEAKE ENERGY CORP COMMON 165167107 42,041 2,227,954 X 1 2,227,954
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 1,285 34,784 X 2 34,784
CHESAPEAKE ENERGY CORP CVT CV BND 165167BW6 61,417 1,662,474 X 1 1,468,971 13,527 179,976
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 165,930 3,612,474 X 1 3,310,770 41,257 260,447
CHESAPEAKE ENERGY CORP CVT CV BND 165167BZ9 4,307 93,757 X 2 93,757
CHESAPEAKE ENERGY CORP CVT CV BND 165167CB1 63,109 912,846 X 1 869,438 29,249 14,159
CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 13,449 379,529 X 1 379,529
CHEVRON CORP COMMON 166764100 106,046 909,794 X 1 834,435 75,359
CHEVRON CORP COMMON 166764100 4,600 39,464 X 2 39,464
CHICAGO BRIDGE & IRON NY COMMON 167250109 359 9,418 X 1 9,418
CHICOS FAS INC COMMON 168615102 14,489 800,043 X 1 787,965 12,078
CHICOS FAS INC COMMON 168615102 113 6,238 X 2 6,238
CHURCHILL DOWNS INC COMMON 171484108 14,096 224,739 X 1 212,832 11,907
CIENA CORP COMMON 171779309 14,103 1,036,966 X 1 1,021,639 15,327
CIENA CORP COMMON 171779309 109 8,045 X 2 8,045
CIENA CORP CVT CV BND 171779AE1 27,198 828,485 X 2 828,485
CIENA CORP CVT CV BND 171779AE1 296,009 9,016,708 X 1 7,424,883 339,096 1,252,729
CIGNA CORP COMMON 125509109 14,711 311,874 X 1 118,350 193,524
CIGNA CORP COMMON 125509109 121 2,560 X 2 2,560
CINCINNATI BELL INC COMMON 171871106 201 35,235 X 1 35,235
CINEMARK HOLDINGS INC COMMON 17243V102 2 100 X 1 100
CIRRUS LOGIC INC COMMON 172755100 252 6,572 X 1 6,572
CISCO SYSTEMS INC COMMON 17275R102 156,803 8,213,884 X 1 4,471,183 3,742,701
CISCO SYSTEMS INC COMMON 17275R102 1,855 97,151 X 2 97,151
CIT GROUP INC COMMON 125581801 160 4,053 X 1 4,053
CITIGROUP INC COMMON 172967424 103,424 3,160,888 X 1 2,942,296 218,592
CITIGROUP INC COMMON 172967424 2,531 77,353 X 2 77,353
CITY NATIONAL CORP COMMON 178566105 15,079 292,742 X 1 277,175 15,567
CLARCOR INC COMMON 179895107 2,465 55,234 X 2 55,234
CLARCOR INC COMMON 179895107 12,890 288,813 X 1 177,371 111,442
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 7,621 146,865 X 1 90,184 56,681
CLAYTON WILLIAMS ENERGY INC COMMON 969490101 1,459 28,117 X 2 28,117
CLIFF NATURAL RESOURCES INC COMMON 18683K101 103 2,621 X 1 2,621
CLOROX CO COMMON 189054109 166 2,300 X 2 2,300
CLOROX CO COMMON 189054109 26,816 372,181 X 1 137,391 234,790
CLOUD PEAK ENERGY INC COMMON 18911Q102 23,749 1,312,094 X 1 946,185 365,909
CLOUD PEAK ENERGY INC COMMON 18911Q102 3,084 170,409 X 2 170,409
CMS ENERGY CORP COMMON 125896100 34,452 1,462,939 X 1 743,021 719,918
CMS ENERGY CORP COMMON 125896100 3,608 153,198 X 2 153,198
CMS ENERGY CORP CVT CV BND 125896BD1 3,191 134,159 X 2 134,159
CMS ENERGY CORP CVT CV BND 125896BD1 35,277 1,483,280 X 1 959,200 89,678 434,402
COACH INC COMMON 189754104 5,589 99,767 X 1 36,124 63,643
COACH INC COMMON 189754104 47 842 X 2 842
COBALT INTERNATIONAL ENERGY COMMON 19075F106 12,138 545,046 X 1 201,287 343,759
COBALT INTERNATIONAL ENERGY COMMON 19075F106 101 4,534 X 2 4,534
COCA-COLA COMMON 191216100 64,688 1,705,459 X 1 658,155 1,047,304
COCA-COLA COMMON 191216100 170 4,469 X 2 4,469
COCA-COLA ENTERPRISES COMMON 19122T109 114,998 3,677,568 X 1 3,203,318 474,250
COCA-COLA ENTERPRISES COMMON 19122T109 6,283 200,922 X 2 200,922
COGNEX CORP COMMON 192422103 8,699 251,576 X 1 238,264 13,312
COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 898 12,846 X 1 7,088 5,758
COMCAST CORP CL A COMMON 20030N101 130,254 3,641,423 X 1 2,706,159 935,264
COMCAST CORP CL A COMMON 20030N101 3,263 91,214 X 2 91,214
COMERICA INC COMMON 200340107 7 227 X 1 227
COMMVAULT SYSTEMS INC COMMON 204166102 17,506 298,226 X 1 293,799 4,427
COMMVAULT SYSTEMS INC COMMON 204166102 137 2,327 X 2 2,327
COMPASS MINERALS INTERNATION COMMON 20451N101 4,085 54,761 X 1 1,977 52,784
COMPUWARE CORP COMMON 205638109 451 45,472 X 1 45,472
COMVERSE TECHNOLOGY INC COMMON 205862402 2,799 455,126 X 2 455,126
COMVERSE TECHNOLOGY INC COMMON 205862402 19,749 3,211,212 X 1 2,250,452 960,760
CONAGRA INC COMMON 205887102 66,466 2,409,060 X 1 2,398,160 10,900
CONCEPTUS INC COMMON 206016107 126 6,184 X 2 6,184
CONCEPTUS INC COMMON 206016107 16,104 792,895 X 1 781,151 11,744
CONCHO RESOURCES INC COMMON 20605P101 2,931 30,929 X 1 30,913 16
CONSOL ENERGY INC COMMON 20854P109 837 27,865 X 2 27,865
CONSOL ENERGY INC COMMON 20854P109 25,012 832,353 X 1 760,218 72,135
CONSTELLATION BRANDS INC-A COMMON 21036P108 3 106 X 1 106
CONVERGYS CORP COMMON 212485106 13,276 847,208 X 1 802,745 44,463
CORE MARK HOLDING CO INC COMMON 218681104 9,156 190,310 X 1 181,399 8,911
CORNERSTONE ONDEMAND INC COMMON 21925Y103 115 3,766 X 2 3,766
CORNERSTONE ONDEMAND INC COMMON 21925Y103 14,865 484,828 X 1 477,653 7,175
CORNING INC COMMON 219350105 726,838 55,272,864 X 1 54,303,371 103,358 866,135
CORNING INC COMMON 219350105 100 7,573 X 2 7,573
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 223 4,153 X 2 4,153
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 28,544 532,236 X 1 524,355 7,881
COSTAR GROUP INC COMMON 22160N109 19,693 241,512 X 1 237,934 3,578
COSTAR GROUP INC COMMON 22160N109 154 1,885 X 2 1,885
COSTCO WHOLESALE CORP COMMON 22160K105 131 1,308 X 2 1,308
COSTCO WHOLESALE CORP COMMON 22160K105 15,516 154,967 X 1 56,116 98,851
COVIDIEN PLC COMMON G2554F113 65,671 1,105,198 X 1 1,008,106 97,092
COVIDIEN PLC COMMON G2554F113 2,211 37,203 X 2 37,203
CPFL ENERGIA SA- ADR ADR 126153105 12 525 X 1 525
CRACKER BARREL OLD COUNTRY COMMON 22410J106 14,349 213,813 X 1 202,634 11,179
CROWN CASTLE INTL CORP COMMON 228227104 602 9,394 X 1 9,363 31
CROWN CORK & SEAL CO INC COMMON 228368106 3 83 X 1 83
CUBESMART COMMON 229663109 17,837 1,385,935 X 1 1,316,767 69,168
CUBIST PHARMACEUTICALS INC COMMON 229678107 17,120 359,062 X 1 353,727 5,335
CUBIST PHARMACEUTICALS INC COMMON 229678107 134 2,804 X 2 2,804
CVB FINANCIAL CORP COMMON 126600105 10,827 906,801 X 1 860,022 46,779
CVS CAREMARK CORP COMMON 126650100 87,410 1,805,251 X 1 1,528,909 8,839 267,503
CVS CAREMARK CORP COMMON 126650100 2,040 42,140 X 2 42,140
CYBERONICS COMMON 23251P102 141 2,683 X 2 2,683
CYBERONICS COMMON 23251P102 18,077 344,844 X 1 339,731 5,113
CYMER INC COMMON 232572107 13,496 264,321 X 1 260,416 3,905
CYMER INC COMMON 232572107 105 2,047 X 2 2,047
CYTEC INDUSTRIES INC COMMON 232820100 4,261 65,037 X 2 65,037
CYTEC INDUSTRIES INC COMMON 232820100 22,850 348,754 X 1 214,672 134,082
D.R. HORTON INC COMMON 23331A109 3,507 169,898 X 1 169,898
DANA HOLDING CORP COMMON 235825205 11,738 954,303 X 1 906,690 47,613
DANAHER CORP COMMON 235851102 81 1,461 X 2 1,461
DANAHER CORP COMMON 235851102 9,566 173,448 X 1 63,059 110,389
DARDEN RESTAURANTS INC COMMON 237194105 1 16 X 1 16
DARLING INTERNATIONAL INC COMMON 237266101 11,050 604,154 X 1 572,148 32,006
DDR CORPORATION COMMON 23317H102 5,541 360,772 X 1 360,772
DEALERTRACK HOLDINGS INC COMMON 242309102 24,825 891,381 X 1 878,174 13,207
DEALERTRACK HOLDINGS INC COMMON 242309102 193 6,931 X 2 6,931
DELTA AIR LINES INC COMMON 247361702 1 59 X 1 59
DENTSPLY INTERNATIONAL INC COMMON 249030107 2,534 66,447 X 2 66,447
DENTSPLY INTERNATIONAL INC COMMON 249030107 13,547 355,194 X 1 220,625 134,569
DFC GLOBAL CORPORATION COMMON 23324T107 16,771 977,892 X 1 928,915 48,977
DIAGEO PLC SPON ADR ADR 25243Q205 6,450 57,219 X 1 20,319 36,900
DIAMOND OFFSHORE DRILLING COMMON 25271C102 396 6,014 X 1 6,014
DIAMONDROCK HOSPITALITY CO COMMON 252784301 1 149 X 1 149
DICKS SPORTING GOODS INC COMMON 253393102 19 372 X 1 372
DIGITAL REALTY TRUST INC COMMON 253868103 3,572 51,145 X 2 51,145
DIGITAL REALTY TRUST INC COMMON 253868103 19,011 272,163 X 1 169,008 103,155
DIRECTV COMMON 25490A309 34,205 652,017 X 1 594,795 57,222
DIRECTV COMMON 25490A309 1,151 21,931 X 2 21,931
DISCOVER FINANCIAL SERVICES COMMON 254709108 98,069 2,468,378 X 1 2,095,179 373,199
DISCOVER FINANCIAL SERVICES COMMON 254709108 6,321 159,100 X 2 159,100
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 144 2,407 X 2 2,407
DISCOVERY COMMUNICATIONS INC COMMON 25470F104 17,070 286,259 X 1 103,122 183,137
DISH NETWORK CORP CL A COMMON 25470M109 1 25 X 1 25
DOLLAR GENERAL CORP COMMON 256677105 16,043 311,275 X 1 112,599 198,676
DOLLAR GENERAL CORP COMMON 256677105 138 2,678 X 2 2,678
DOVER CORP COMMON 260003108 1,975 33,197 X 2 33,197
DOVER CORP COMMON 260003108 59,983 1,008,289 X 1 922,055 86,234
DOW CHEMICAL COMMON 260543103 57,394 1,981,837 X 1 1,703,089 278,748
DOW CHEMICAL COMMON 260543103 94 3,246 X 2 3,246
DRESSER-RAND GROUP INC COMMON 261608103 151 2,743 X 1 2,715 28
DRIL-QUIP COMMON 262037104 2,034 28,292 X 2 28,292
DRIL-QUIP COMMON 262037104 24,807 345,118 X 1 288,288 56,830
DUKE ENERGY CORP COMMON 26441C204 6,102 94,166 X 1 94,166
DUPONT E I COMMON 263534109 106 2,108 X 2 2,108
DUPONT E I COMMON 263534109 12,885 256,310 X 1 95,164 2,200 158,946
DUPONT FABROS TECHNOLOGY COMMON 26613Q106 14,497 574,128 X 1 542,811 31,317
DXP ENTERPRISES INC COMMON 233377407 8,034 168,179 X 1 159,270 8,909
EASTMAN CHEMICAL CO COMMON 277432100 18,633 326,845 X 1 158,187 168,658
EASTMAN CHEMICAL CO COMMON 277432100 127 2,231 X 2 2,231
EATON CORP COMMON 278058102 66,246 1,401,732 X 1 1,187,578 214,154
EATON CORP COMMON 278058102 1,949 41,241 X 2 41,241
EBAY INC COMMON 278642103 1,848 38,176 X 2 38,176
EBAY INC COMMON 278642103 55,415 1,144,699 X 1 1,045,693 99,006
ECOLAB INC COMMON 278865100 354 5,469 X 1 5,469
EDISON INTERNATIONAL COMMON 281020107 100,627 2,202,382 X 1 1,729,786 472,596
EDISON INTERNATIONAL COMMON 281020107 2,691 58,888 X 2 58,888
EDWARDS LIFESCIENCES CORP COMMON 28176E108 1,869 17,403 X 1 17,390 13
ELLIE MAE INC COMMON 28849P100 80 2,937 X 2 2,937
ELLIE MAE INC COMMON 28849P100 10,240 376,043 X 1 370,472 5,571
EMC CORP COMMON 268648102 982 35,998 X 1 18,315 17,683
EMC CORP CVT CV BND 268648AM4 8,344 302,281 X 1 302,281
EMC CORP CVT CV BND 268648AM4 1,013 36,697 X 2 36,697
EMPLOYERS HOLDINGS INC COMMON 292218104 14,848 810,014 X 1 766,242 43,772
ENDOLOGIX INC COMMON 29266S106 11,492 831,546 X 1 819,194 12,352
ENDOLOGIX INC COMMON 29266S106 90 6,492 X 2 6,492
ENERPLUS CORP COMMON 292766102 7 450 X 1 450
ENERSYS COMMON 29275Y102 8,307 235,400 X 1 223,050 12,350
ENSCO PLC COMMON G3157S106 2 31 X 1 31
EOG RESOURCES INC COMMON 26875P101 2,118 18,904 X 2 18,904
EOG RESOURCES INC COMMON 26875P101 77,503 691,680 X 1 534,779 2,158 154,743
EPL OIL & GAS INC COMMON 26883D108 18,173 895,657 X 1 848,405 47,252
EQUINIX INC COMMON 29444U502 3,870 18,783 X 1 18,783
EQUITY RESIDENTIAL COMMON 29476L107 26,464 460,000 X 1 460,000
ESSEX PROPERTY TRUST INC COMMON 297178105 2,605 17,572 X 1 17,572
ESTEE LAUDER COS CL A COMMON 518439104 1,266 20,556 X 1 10,652 9,904
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 4 68 X 1 68
EURONET WORLDWIDE INC COMMON 298736109 14,736 784,244 X 1 742,676 41,568
ISHARES MSCI BRAZIL COMMON 464286400 9,001 CALL 166,500 X 2 166,500
ISHARES MSCI BRAZIL COMMON 464286400 13,299 CALL 246,000 X 1 246,000
EXACT SCIENCES CORP COMMON 30063P105 11,812 1,072,812 X 1 1,056,938 15,874
EXACT SCIENCES CORP COMMON 30063P105 92 8,331 X 2 8,331
EXACTTARGET INC COMMON 30064K105 279 11,500 X 1 11,500
EXPEDITORS INTL WASH INC COMMON 302130109 53,582 1,473,661 X 1 515,690 957,971
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 960 15,319 X 1 7,794 7,525
EXXON MOBIL CORP COMMON 30231G102 7,190 78,618 X 2 78,618
EXXON MOBIL CORP COMMON 30231G102 200,693 2,194,560 X 1 1,779,947 414,613
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 83 2,713 X 2 2,713
EZCHIP SEMICONDUCTOR LTD COMMON M4146Y108 10,698 349,708 X 1 344,545 5,163
F5 NETWORKS INC COMMON 315616102 89 847 X 2 847
F5 NETWORKS INC COMMON 315616102 13,634 130,216 X 1 66,554 63,662
FACEBOOK INC-A COMMON 30303M102 27,473 1,268,942 X 1 461,212 807,730
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 50,003 518,597 X 1 183,320 335,277
FAIRPOINT COMMUNICATIONS INC COMMON 305560302 5,172 684,110 X 1 664,186 19,924
FARO TECHNOLOGIES INC COMMON 311642102 8,722 211,091 X 1 207,952 3,139
FARO TECHNOLOGIES INC COMMON 311642102 68 1,650 X 2 1,650
FEDERATED INVESTORS INC CL-B COMMON 314211103 203 9,828 X 1 9,828
FEI COMPANY COMMON 30241L109 72 1,353 X 2 1,353
FEI COMPANY COMMON 30241L109 9,269 173,246 X 1 170,670 2,576
FIDELITY NATL FINANCIAL 144A C CV BND 31620RAE5 12,017 457,656 X 1 386,140 71,516
FIDELITY NATL FINANCIAL 144A C CV BND 31620RAE5 18,468 703,319 X 2 703,319
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 2,937 94,084 X 2 94,084
FIDELITY NATL INFORM SVCS INC COMMON 31620M106 15,306 490,247 X 1 301,776 188,471
FIFTH & PACIFIC CO INC COMMON 316645100 7,327 573,326 X 1 564,834 8,492
FIFTH & PACIFIC CO INC COMMON 316645100 57 4,466 X 2 4,466
FIFTH STREET FINANCE CORP COMMON 31678A103 15,447 1,406,816 X 1 1,330,898 75,918
FIFTH THIRD BANCORP COMMON 316773100 74,821 4,824,023 X 1 4,410,253 413,770
FIFTH THIRD BANCORP COMMON 316773100 2,432 156,771 X 2 156,771
FINANCIAL ENGINES INC COMMON 317485100 19,291 809,512 X 1 797,562 11,950
FINANCIAL ENGINES INC COMMON 317485100 150 6,283 X 2 6,283
FIRST FINANCIAL BANCORP COMMON 320209109 15,127 894,544 X 1 846,693 47,851
FIRST FINL BANKSHARES INC COMMON 32020R109 9,117 253,042 X 1 239,656 13,386
FIRST HORIZON NATIONAL CORP COMMON 320517105 1 85 X 1 85
FIRST REPUBLIC BANK OF SAN FRA COMMON 33616C100 20 573 X 1 573
FIRST TRUST ENERGY INCOME & GR Closed 33738G104 53 1,750 X 1 1,750
FIRSTENERGY COMMON 337932107 58,843 1,334,309 X 1 1,216,236 118,073
FIRSTENERGY COMMON 337932107 1,965 44,554 X 2 44,554
FLOTEK INDUSTRIES INC COMMON 343389102 18,235 1,439,206 X 1 1,417,864 21,342
FLOTEK INDUSTRIES INC COMMON 343389102 142 11,200 X 2 11,200
FLOWSERVE CORP COMMON 34354P105 4 33 X 1 33
FMC CORP NEW COMMON 302491303 971 17,534 X 1 9,256 8,260 18
FMC TECHNOLOGIES INC COMMON 30249U101 18,629 402,345 X 1 392,110 10,235
FORD MOTOR CO COMMON 345370860 3,944 399,994 X 2 399,994
FORD MOTOR CO COMMON 345370860 36,785 3,730,743 X 1 3,137,987 592,756
FORD MOTOR COMPANY CVT CV BND 345370CN8 661,928 52,460,031 X 1 49,136,150 359,663 2,964,217
FORD MOTOR COMPANY CVT CV BND 345370CN8 38,140 3,022,704 X 2 3,022,704
FOREST LABS COMMON 345838106 1,870 52,503 X 2 52,503
FOREST LABS COMMON 345838106 54,330 1,525,708 X 1 1,388,479 137,229
FORTINET INC COMMON 34959E109 1,990 82,446 X 1 82,446
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 15,281 628,329 X 1 618,995 9,334
FORUM ENERGY TECHNOLOGIES IN COMMON 34984V100 119 4,906 X 2 4,906
FOSSIL INC COMMON 349882100 1 10 X 1 10
FRANCE TELECOM SA -SP ADR ADR 35177Q105 657 53,740 X 2 53,740
FRANCE TELECOM SA -SP ADR ADR 35177Q105 799 65,387 X 1 65,387
FRANKLIN RESOURCES COMMON 354613101 154 1,229 X 2 1,229
FRANKLIN RESOURCES COMMON 354613101 47,193 377,333 X 1 137,033 240,300
FRED'S INC COMMON 356108100 10,375 729,091 X 1 688,806 40,285
FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 129 3,250 X 1 3,250
FRESH MARKET INC/THE COMMON 35804H106 12,755 212,650 X 1 209,500 3,150
FRESH MARKET INC/THE COMMON 35804H106 99 1,658 X 2 1,658
GAYLORD ENTERTAINMENT COMMON 367905106 4 108 X 1 108
GENERAL CABLE CORP COMMON 369300108 11,090 377,452 X 1 357,712 19,740
GENERAL ELECTRIC COMMON 369604103 3,496 153,932 X 2 153,932
GENERAL ELECTRIC COMMON 369604103 127,836 5,629,083 X 1 4,391,902 1,237,181
GENERAL MOTORS - CW16 WTS 37045V118 62 4,490 X 1 4,490
GENERAL MOTORS - CW19 WTS 37045V126 37 4,490 X 1 4,490
GENERAL MOTORS CO COMMON 37045V100 1,455 63,975 X 2 63,975
GENERAL MOTORS CO COMMON 37045V100 44,742 1,966,675 X 1 1,800,622 166,053
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 480,116 16,260,565 X 1 14,684,177 183,734 1,392,654
GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 54,579 1,848,484 X 2 1,848,484
GENESCO INC COMMON 371532102 15,636 234,316 X 1 222,574 11,742
GENESEE & WYOMING INC-CL A COMMON 371559105 56,322 842,383 X 1 711,548 6,267 124,568
GENESEE & WYOMING INC-CL A COMMON 371559105 256 3,825 X 2 3,825
GENOMIC HEALTH INC COMMON 37244C101 10,948 315,604 X 1 310,948 4,656
GENOMIC HEALTH INC COMMON 37244C101 85 2,453 X 2 2,453
GILEAD SCIENCES INC COMMON 375558103 149 2,244 X 2 2,244
GILEAD SCIENCES INC COMMON 375558103 17,841 268,971 X 1 99,700 169,271
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 435 9,400 X 2 9,400
GLAXOSMITHKLINE PLC-ADR ADR 37733W105 1,025 22,170 X 1 22,170
GLOBAL POWER EQUIPMENT GROUP COMMON 37941P306 5,046 272,878 X 1 257,342 15,536
GOLD RESOURCE CORP COMMON 38068T105 12 570 X 1 570
GOLDCORP INC COMMON 380956409 373 8,128 X 2 8,128
GOLDCORP INC COMMON 380956409 617 13,464 X 1 13,464
GOLDMAN SACHS GROUP COMMON 38141G104 66 582 X 1 582
GOODYEAR TIRE & RUBBER CO COMMON 382550101 956 78,411 X 2 78,411
GOODYEAR TIRE & RUBBER CO COMMON 382550101 28,437 2,332,817 X 1 2,129,587 203,230
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 18,358 1,141,062 X 2 1,141,062
GOODYEAR TIRE & RUBBER CVTPFD CV PFD 382550309 123,116 7,652,303 X 1 6,532,020 59,438 1,060,845
GOOGLE INC-CL A COMMON 38259P508 201,184 266,646 X 1 147,250 586 118,810
GOOGLE INC-CL A COMMON 38259P508 1,276 1,691 X 2 1,691
GRAND CANYON EDUCATION INC COMMON 38526M106 124 5,252 X 2 5,252
GRAND CANYON EDUCATION INC COMMON 38526M106 15,808 671,831 X 1 661,838 9,993
GREENHILL & CO INC COMMON 395259104 49,553 957,541 X 1 301,250 656,291
GROUP 1 AUTOMOTIVE INC COMMON 398905109 16 270 X 1 270
GSI GROUP INC COMMON 36191C205 5,834 654,823 X 1 618,679 36,144
GUESS INC COMMON 401617105 2 94 X 1 94
GUIDEWIRE SOFTWARE INC COMMON 40171V100 136 4,370 X 2 4,370
GUIDEWIRE SOFTWARE INC COMMON 40171V100 17,324 557,948 X 1 549,649 8,299
GULFPORT ENERGY CORP COMMON 402635304 10,720 342,934 X 1 338,756 4,178
GULFPORT ENERGY CORP COMMON 402635304 69 2,195 X 2 2,195
H & R BLOCK INC COMMON 093671105 363 20,942 X 1 20,942
H&E EQUIPMENT SERVICES INC COMMON 404030108 4,697 387,580 X 1 367,177 20,403
HALLIBURTON CO COMMON 406216101 17,433 517,440 X 1 297,314 220,126
HALLIBURTON CO COMMON 406216101 73 2,152 X 2 2,152
HANCOCK HOLDING CO COMMON 410120109 5 175 X 1 175
HANGER INC COMMON 41043F208 29,135 1,021,192 X 1 993,755 27,437
HANGER INC COMMON 41043F208 150 5,262 X 2 5,262
HARMONIC INC COMMON 413160102 5,359 1,180,376 X 1 1,120,994 59,382
HARRIS CORP COMMON 413875105 1 24 X 1 24
HARRY WINSTON DIAMOND CORP COMMON 41587B100 3 274 X 1 274
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 14,470 816,128 X 1 816,128
HAYNES INTERNATIONAL INC COMMON 420877201 9,761 187,181 X 1 176,847 10,334
HCA HOLDINGS INC COMMON 40412C101 1,557 46,827 X 2 46,827
HCA HOLDINGS INC COMMON 40412C101 45,622 1,372,090 X 1 1,247,706 124,384
HCC INSURANCE HLDG COMMON 404132102 20,027 590,952 X 1 559,407 31,545
HCP INC COMMON 40414L109 489 10,995 X 1 10,995
HEALTHSOUTH CORP COMMON 421924309 1,340 55,704 X 2 55,704
HEALTHSOUTH CORP COMMON 421924309 6,963 289,416 X 1 177,674 111,742
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 15,885 501,410 X 1 493,994 7,416
HEARTLAND PAYMENTS SYSTEMS INC COMMON 42235N108 124 3,904 X 2 3,904
HEINZ H J COMMON 423074103 1 26 X 1 26
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 17,417 953,308 X 1 759,053 194,255
HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 1,541 84,338 X 2 84,338
HERCULES OFFSHORE INC COMMON 427093109 4 719 X 1 719
HERSHA HOSPITALITY TRUST COMMON 427825104 14,516 2,962,349 X 1 2,801,400 160,949
HESS CORP COMMON 42809H107 76,749 1,428,688 X 1 1,304,198 124,490
HESS CORP COMMON 42809H107 2,588 48,183 X 2 48,183
HEXCEL CORP COMMON 428291108 126 5,248 X 2 5,248
HEXCEL CORP COMMON 428291108 16,213 674,965 X 1 664,957 10,008
HIBBETT SPORTS INC COMMON 428567101 120 2,015 X 2 2,015
HIBBETT SPORTS INC COMMON 428567101 15,423 259,423 X 1 255,595 3,828
HILLSHIRE BRANDS CO COMMON 432589109 78 2,930 X 1 2,930
HITTITE MICROWAVE CORP COMMON 43365Y104 31,366 565,463 X 1 450,513 114,950
HITTITE MICROWAVE CORP COMMON 43365Y104 3,159 56,944 X 2 56,944
HOLOGIC INC COMMON 436440101 265 13,109 X 1 12,768 341
HOLOGIC INC CVT CV BND 436440AA9 89,855 2,347,303 X 1 2,088,323 163,758 95,223
HOLOGIC INC CVT CV BND 436440AC5 12,164 400,963 X 1 320,930 18,284 61,748
HOME DEPOT COMMON 437076102 178 2,948 X 2 2,948
HOME DEPOT COMMON 437076102 59,984 993,611 X 1 377,458 8,532 607,621
HOME PROPERTIES INC COMMON 437306103 13,752 224,448 X 1 212,379 12,069
HOMEAWAY INC COMMON 43739Q100 3,471 148,013 X 1 5,310 142,703
HONEYWELL INTERNATIONAL INC COMMON 438516106 2,091 34,999 X 2 34,999
HONEYWELL INTERNATIONAL INC COMMON 438516106 62,044 1,038,389 X 1 947,913 90,476
HORSEHEAD HOLDING CORP COMMON 440694305 9,258 991,196 X 1 943,538 47,658
HOSPIRA INC COMMON 441060100 1,125 34,269 X 1 34,269
HOST HOTELS & RESORTS INC COMMON 44107P104 1 74 X 1 74
HOT TOPIC INC COMMON 441339108 14,846 1,706,446 X 1 1,614,813 91,633
HOVNANIAN ENT CVT CV PFD 44248W208 7,118 1,787,063 X 1 1,787,063
HSN INC COMMON 404303109 11,076 225,805 X 1 214,858 10,947
HUNT J B TRANSPORT SVCS INC COMMON 445658107 2,289 43,990 X 2 43,990
HUNT J B TRANSPORT SVCS INC COMMON 445658107 11,957 229,770 X 1 141,122 88,648
HURON CONSULTING GROUP INC COMMON 447462102 14,369 412,675 X 1 406,575 6,100
HURON CONSULTING GROUP INC COMMON 447462102 111 3,201 X 2 3,201
IAC/ INTERACTIVECORP COMMON 44919P508 3,378 64,895 X 2 64,895
IAC/ INTERACTIVECORP COMMON 44919P508 27,808 534,146 X 1 390,892 143,254
IBERIABANK CORP COMMON 450828108 13,307 290,540 X 1 274,829 15,711
IBM COMMON 459200101 2,097 10,109 X 1 4,371 3,653 2,085
ICON PLC - SPONSORED ADR ADR 45103T107 22 888 X 1 698 190
ICU MEDICAL INC COMMON 44930G107 10,529 174,086 X 1 171,500 2,586
ICU MEDICAL INC COMMON 44930G107 82 1,359 X 2 1,359
IDEX CORP COMMON 45167R104 3 76 X 1 76
IHS INC-CLASS A COMMON 451734107 18 186 X 1 186
II-VI INC COMMON 902104108 12,141 638,343 X 1 606,466 31,877
ILLUMINA INC COMMON 452327109 3 52 X 1 52
IMPAX LABORATORIES INC COMMON 45256B101 13,917 536,103 X 1 506,696 29,407
IMPERVA INC COMMON 45321L100 113 3,061 X 2 3,061
IMPERVA INC COMMON 45321L100 14,497 391,913 X 1 386,089 5,824
INCYTE CORP COMMON 45337C102 10 565 X 1 565
INFORMATICA CORP COMMON 45666Q102 6 171 X 1 171
INGERSOLL-RAND PLC COMMON G47791101 2,632 58,720 X 1 58,720
INGREDION INCORPORATED COMMON 457187102 34,489 625,248 X 1 472,701 152,547
INGREDION INCORPORATED COMMON 457187102 3,831 69,457 X 2 69,457
INSULET CORP COMMON 45784P101 15,460 716,416 X 1 705,804 10,612
INSULET CORP COMMON 45784P101 121 5,587 X 2 5,587
INTEL CORP COMMON 458140100 724,930 31,963,392 X 1 31,958,792 4,600
INTEL CORP CVT CV BND 458140AD2 47,513 1,458,337 X 2 1,458,337
INTEL CORP CVT CV BND 458140AD2 327,864 10,063,295 X 1 8,881,838 124,838 1,056,619
INTEL CORP CVT CV BND 458140AF7 21,310 778,947 X 2 778,947
INTEL CORP CVT CV BND 458140AF7 1,047,375 38,284,969 X 1 37,705,152 9,236 570,582
INTERPUBLIC GROUP COS INC COMMON 460690100 383 34,404 X 1 33,914 490
INTERVAL LEISURE GROUP COMMON 46113M108 8,710 460,113 X 1 282,580 177,533
INTERVAL LEISURE GROUP COMMON 46113M108 1,669 88,169 X 2 88,169
INTERXION HOLDING NV COMMON N47279109 151 6,658 X 2 6,658
INTERXION HOLDING NV COMMON N47279109 19,465 856,746 X 1 844,076 12,670
INTL PAPER COMMON 460146103 366 10,090 X 1 10,040 50
INVENSENSE INC COMMON 46123D205 1,703 142,520 X 1 142,520
INVESCO LTD COMMON G491BT108 21,495 860,151 X 1 313,559 546,592
INVESCO LTD COMMON G491BT108 182 7,269 X 2 7,269
IPG PHOTONICS CORP COMMON 44980X109 129 2,260 X 2 2,260
IPG PHOTONICS CORP COMMON 44980X109 16,675 291,016 X 1 286,709 4,307
ISHARES BARCLAYS 1-3 YEAR CR Exchange 464288646 74 700 X 1 700
ISHARES DJ US REGIONAL BANKS Exchange 464288778 41 1,600 X 1 1,600
ISHARES IBOXX H/Y CORP BOND Exchange 464288513 981 10,625 X 1 10,625
ISHARES MSCI EAFE INDEX FUND Exchange 464287465 5,577 105,231 X 1 96,681 8,550
ISHARES MSCI EMERGING MKT INDE Exchange 464287234 1,125 27,220 X 1 27,220
ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 6,739 80,763 X 1 80,763
ISHARES SILVER TRUST Exchange 46428Q109 97 2,900 X 1 2,900
ITC HOLDINGS CORP COMMON 465685105 18,750 248,077 X 1 201,698 46,379
ITC HOLDINGS CORP COMMON 465685105 1,451 19,198 X 2 19,198
ITT CORP COMMON 450911201 3,920 194,551 X 2 194,551
ITT CORP COMMON 450911201 20,711 1,027,863 X 1 633,308 394,555
IXIA COMMON 45071R109 11,582 720,733 X 1 710,027 10,706
IXIA COMMON 45071R109 90 5,627 X 2 5,627
J & J SNACK FOODS CORP COMMON 466032109 9,747 170,016 X 1 161,090 8,926
JARDEN CORP COMMON 471109108 5,190 98,225 X 2 98,225
JARDEN CORP COMMON 471109108 49,224 931,567 X 1 722,539 209,028
JAZZ PHARMACEUTICALS PLC COMMON G50871105 16 289 X 1 289
PENNEY JC CO INC COMMON 708160106 3,896 PUT 160,400 X 2 160,400
PENNEY JC CO INC COMMON 708160106 5,577 PUT 229,600 X 1 229,600
JDS UNIPHASE CORP COMMON 46612J507 6 445 X 1 445
JEFFERIES GROUP INC CVT CV BND 472319AG7 3,418 94,468 X 2 94,468
JEFFERIES GROUP INC CVT CV BND 472319AG7 36,703 1,014,299 X 1 747,301 28,364 238,633
JETBLUE AIRWAYS CORP CVT CV BND 477143AG6 1 205 X 1 205
JM SMUCKER CO COMMON 832696405 22,139 256,442 X 1 157,354 99,088
JM SMUCKER CO COMMON 832696405 3,952 45,783 X 2 45,783
JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 5,410 331,271 X 1 314,688 16,583
JOHNSON CONTROLS COMMON 478366107 197 7,200 X 1 7,200
JOHNSON CONTROLS COMMON 478366107 233 8,500 X 2 8,500
JONES LANG LASALLE INC COMMON 48020Q107 14,693 192,445 X 1 183,597 2,863 5,985
JOS A BANK CLOTHIERS INC COMMON 480838101 22,148 456,841 X 1 344,532 112,309
JOS A BANK CLOTHIERS INC COMMON 480838101 2,435 50,226 X 2 50,226
JOY GLOBAL INC COMMON 481165108 2,522 44,982 X 1 44,952 30
JP MORGAN CHASE & CO COMMON 46625H100 5,329 131,653 X 2 131,653
JP MORGAN CHASE & CO COMMON 46625H100 147,742 3,649,761 X 1 3,046,093 603,668
KADANT INC COMMON 48282T104 7,172 309,292 X 1 190,164 119,128
KADANT INC COMMON 48282T104 1,373 59,195 X 2 59,195
KANSAS CITY SOUTHERN COMMON 485170302 3,641 48,046 X 1 47,971 75
KAR AUCTION SERVICES INC COMMON 48238T109 18,109 917,399 X 1 869,652 47,747
KAYNE ANDERSON ENERGY DEV Closed 48660Q102 44 1,650 X 1 1,650
KB HOME CORP COMMON 48666K109 17,913 1,248,275 X 1 1,190,025 58,250
KB HOME CORP COMMON 48666K109 12,909 899,590 X 2 899,590
KBR INC COMMON 48242W106 6 195 X 1 195
KEY ENERGY SERVICES INC COMMON 492914106 3 467 X 1 467
KEYCORP (NEW) COMMON 493267108 4,374 500,480 X 2 500,480
KEYCORP (NEW) COMMON 493267108 22,965 2,627,590 X 1 1,650,816 976,774
KIMCO REALTY CORP COMMON 49446R109 475 23,451 X 1 23,451
KINDER MORGAN INC COMMON 49456B101 974 27,434 X 1 27,121 313
KINDER MORGAN INC COMMON 49456B101 4,353 122,564 X 2 122,564
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 647 185,396 X 2 185,396
KINDER MORGAN INC CW17 W/I WTS WTS 49456B119 86 24,699 X 1 24,699
KIRBY CORP COMMON 497266106 29,792 538,937 X 1 407,512 131,425
KIRBY CORP COMMON 497266106 3,266 59,072 X 2 59,072
KLA-TENCOR CORPORATION COMMON 482480100 17 366 X 1 366
KOHLS CORP COMMON 500255104 242 4,723 X 1 4,723
KOPPERS HOLDINGS INC COMMON 50060P106 7,026 201,135 X 1 190,944 10,191
KROGER COMMON 501044101 13,493 573,205 X 1 207,704 365,501
KROGER COMMON 501044101 114 4,852 X 2 4,852
KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,532 243,426 X 2 243,426
KULICKE & SOFFA INDUSTRIES COMMON 501242101 13,226 1,271,687 X 1 780,893 490,794
LA-Z-BOY INC COMMON 505336107 8,627 589,667 X 1 559,743 29,924
LAM RESEARCH CORP CVT CV BND 512807AL2 5,227 85,850 X 2 85,850
LAM RESEARCH CORP CVT CV BND 512807AL2 25,209 414,014 X 1 382,594 1,269 30,151
LASALLE HOTEL PROPERTIES COMMON 517942108 3 110 X 1 110
LATTICE SEMICONDUCTOR CORP COMMON 518415104 4,351 1,135,966 X 1 1,076,721 59,245
LEAR CORP COMMON 521865204 18,535 490,482 X 1 305,280 185,202
LEAR CORP COMMON 521865204 3,467 91,750 X 2 91,750
LEGG MASON INC COMMON 524901105 70,060 2,838,723 X 1 1,969,599 869,124
LEGG MASON INC COMMON 524901105 1,383 56,024 X 2 56,024
LEGGETT & PLATT INC COMMON 524660107 241 9,626 X 1 9,626
LENNAR CORP COMMON 526057104 23,091 664,109 X 1 664,109
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 23,403 878,812 X 1 785,155 89,879 3,779
LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 331 12,416 X 2 12,416
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 106,540 3,262,775 X 1 3,214,997 29,815 17,963
LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,875 57,407 X 2 57,407
LEVEL 3 COMMUNICATIONS INC COMMON 52729N308 152 6,600 X 2 6,600
LEVEL 3 COMMUNICATIONS INC COMMON 52729N308 129 5,600 X 1 5,600
LIBERTY INTERACTIVE CORP COMMON 53071M104 5,638 304,768 X 2 304,768
LIBERTY INTERACTIVE CORP COMMON 53071M104 77,244 4,175,356 X 1 3,491,329 684,027
LIBERTY MEDIA CORPORAT 530715AN1 9,624 107,133 X 1 96,794 1,026 9,313
LIBERTY MEDIA CORPORAT 530715AN1 216 2,410 X 2 2,410
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 4,531 43,500 X 2 43,500
LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 25,225 242,148 X 1 148,225 93,923
LIBERTY VENTURES - SER A COMMON 53071M880 2,887 58,167 X 2 58,167
LIBERTY VENTURES - SER A COMMON 53071M880 24,454 492,636 X 1 365,912 126,724
LIFE TIME FITNESS INC COMMON 53217R207 18,853 412,169 X 1 406,090 6,079
LIFE TIME FITNESS INC COMMON 53217R207 146 3,195 X 2 3,195
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,241 36,426 X 1 21,072 2,123 13,231
LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 14,407 255,947 X 1 180,640 10,717 64,590
LINEAR TECHNOLOGY CORP COMMON 535678106 1,284 40,304 X 1 1,462 38,842
LINKEDIN CORP - A COMMON 53578A108 112 927 X 2 927
LINKEDIN CORP - A COMMON 53578A108 17,236 143,157 X 1 73,160 69,997
LITTELFUSE INC COMMON 537008104 15,754 278,636 X 1 263,465 15,171
LIVE NATION ENTERTAINMENT INC COMMON 538034109 1,687 195,962 X 2 195,962
LIVE NATION ENTERTAINMENT INC COMMON 538034109 15,792 1,834,176 X 1 1,388,208 445,968
LKQ CORP COMMON 501889208 16 890 X 1 890
LORILLARD COMMON 544147101 288 2,476 X 1 2,476
LOWES COS COMMON 548661107 2,067 68,363 X 2 68,363
LOWES COS COMMON 548661107 93,310 3,085,634 X 1 2,306,073 779,561
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 392 26,059 X 2 26,059
LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 32,693 2,173,287 X 1 1,729,965 13,029 430,293
LUFKIN INDS INC COMMON 549764108 101 1,885 X 2 1,885
LUFKIN INDS INC COMMON 549764108 27,866 517,755 X 1 499,750 18,005
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 14,313 282,418 X 1 278,221 4,197
LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 112 2,207 X 2 2,207
LYONDELLBASELL INDU-CL A COMMON N53745100 2,460 47,626 X 1 47,626
LYONDELLBASELL INDU-CL A COMMON N53745100 155 3,000 X 2 3,000
M & T BANK CORP COMMON 55261F104 63 662 X 1 662
MACYS INC. COMMON 55616P104 137 3,630 X 2 3,630
MACYS INC. COMMON 55616P104 16,343 434,426 X 1 161,567 272,859
MADISON SQUARE GARDEN CO-A COMMON 55826P100 353 8,759 X 1 8,759
MAGELLAN HEALTH SERVICES INC COMMON 559079207 1 22 X 1 22
MARATHON OIL CORP COMMON 565849106 21,028 711,128 X 1 260,999 450,129
MARATHON OIL CORP COMMON 565849106 176 5,957 X 2 5,957
MARKET VECTORS GOLD MINERS Exchange 57060U100 542 10,090 X 1 10,090
MARKET VECTORS GOLD MINERS Exchange 57060U100 646 12,030 X 2 12,030
MARKET VECTORS INDIA S/C Exchange 57060U563 44 4,020 X 1 4,020
MARKET VECTORS-BRAZIL SM-CAP Exchange 57060U613 735 18,000 X 2 18,000
MARKET VECTORS-BRAZIL SM-CAP Exchange 57060U613 672 16,450 X 1 16,450
MARKETAXESS HOLDINGS INC COMMON 57060D108 25,238 798,681 X 1 770,016 28,665
MARKETAXESS HOLDINGS INC COMMON 57060D108 94 2,966 X 2 2,966
MARRIOTT VACATIONS WORLD COMMON 57164Y107 15,589 432,778 X 1 409,677 23,101
MARTIN MARIETTA MATERIALS COMMON 573284106 274 3,312 X 1 3,312
MASSEY ENERGY CO CVT CV BND 576203AJ2 11,979 152,475 X 1 152,475
MASSEY ENERGY CO CVT CV BND 576203AJ2 978 12,447 X 2 12,447
MASTEC INC COMMON 576323109 100 5,071 X 2 5,071
MASTEC INC COMMON 576323109 12,888 654,208 X 1 644,557 9,651
MASTERCARD INC-CLASS A COMMON 57636Q104 1,005 2,225 X 1 1,151 1,074
MATTEL INC COMMON 577081102 472 13,298 X 1 13,298
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 11,249 422,592 X 1 164,747 257,845
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 91 3,413 X 2 3,413
MCCORMICK & CO NON VTG COMMON 579780206 3,119 50,282 X 1 50,282
MCDONALDS COMMON 580135101 156 1,700 X 2 1,700
MCDONALDS COMMON 580135101 153 1,666 X 1 1,666
MCGRATH RENTCORP COMMON 580589109 6,887 263,976 X 1 250,167 13,809
MCKESSON CORP COMMON 58155Q103 16,340 189,935 X 1 71,962 4,766 113,207
MCKESSON CORP COMMON 58155Q103 125 1,455 X 2 1,455
MDU RESOURCES GROUP INC COMMON 552690109 355 16,105 X 1 16,105
MEADWESTVACO CORP COMMON 583334107 1,836 59,990 X 1 59,990
MEASUREMENT SPECIALTIES INC COMMON 583421102 100 3,027 X 2 3,027
MEASUREMENT SPECIALTIES INC COMMON 583421102 12,857 389,847 X 1 384,083 5,764
MEDASSETS INC COMMON 584045108 80 4,513 X 2 4,513
MEDASSETS INC COMMON 584045108 10,291 578,134 X 1 569,546 8,588
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 62 1,424 X 2 1,424
MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 7,913 182,866 X 1 180,156 2,710
MEDIVATION INC COMMON 58501N101 4,382 77,742 X 1 77,742
MEDNAX INC COMMON 58502B106 35,047 470,747 X 1 362,547 108,200
MEDNAX INC COMMON 58502B106 3,873 52,028 X 2 52,028
MEDTRONIC INC COMMON 585055106 29,452 683,022 X 1 269,101 413,921
MELLANOX TECHNOLOGIES LTD COMMON M51363113 2,071 20,393 X 1 20,393
MERCADOLIBRE INC COMMON 58733R102 215 2,601 X 1 2,601
MERCK & CO COMMON 58933Y105 3,991 88,498 X 2 88,498
MERCK & CO COMMON 58933Y105 172,675 3,828,712 X 1 2,799,136 1,029,576
METHODE ELECTRONICS INC COMMON 591520200 5,805 597,799 X 1 567,932 29,867
METLIFE INC COMMON 59156R108 92,650 2,688,613 X 1 2,210,808 477,805
METLIFE INC COMMON 59156R108 2,672 77,548 X 2 77,548
METROPCS COMMUNICATIONS INC COMMON 591708102 6,049 516,540 X 1 186,710 329,830
METROPCS COMMUNICATIONS INC COMMON 591708102 51 4,364 X 2 4,364
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 3,643 21,338 X 2 21,338
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 19,026 111,433 X 1 68,438 42,995
MGM RESORTS INTERNATIONAL COMMON 552953101 2,161 201,000 X 1 201,000
MGM RESORTS INTL CVT CV BND 55303QAE0 2,079 107,661 X 1 79,939 11,574 16,149
MICROCHIP TECHNOLOGY INC COMMON 595017104 2,190 66,891 X 2 66,891
MICROCHIP TECHNOLOGY INC COMMON 595017104 11,598 354,256 X 1 217,921 136,335
MICRON TECHNOLOGY INC CV BND 595112AR4 201,232 24,053,694 X 1 21,064,219 152,105 2,837,370
MICRON TECHNOLOGY INC CV BND 595112AR4 11,320 1,353,158 X 2 1,353,158
MICRON TECHNOLOGY INC CVT CV BND 595112AH6 63,987 4,547,387 X 1 3,527,800 333,773 685,815
MICROS SYSTEMS INC COMMON 594901100 17,149 349,120 X 1 217,270 131,850
MICROS SYSTEMS INC COMMON 594901100 3,202 65,193 X 2 65,193
MICROSOFT CORP COMMON 594918104 440,465 14,790,646 X 1 12,653,289 12,008 2,125,349
MICROSOFT CORP COMMON 594918104 2,723 91,430 X 2 91,430
MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,278 249,244 X 1 236,158 13,086
MIDDLEBY CORP COMMON 596278101 34,764 300,625 X 1 253,947 46,678
MIDDLEBY CORP COMMON 596278101 2,492 21,548 X 2 21,548
MIDDLESEX WATER CO COMMON 596680108 7,763 405,158 X 1 386,225 18,933
MINERALS TECHNOLOGIES INC COMMON 603158106 12,290 173,267 X 1 164,615 8,652
MKS INSTRUMENTS INC COMMON 55306N104 4,239 166,306 X 1 157,570 8,736
MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 7,970 511,226 X 1 485,528 25,698
MORGAN STANLEY COMMON 617446448 1,756 104,900 X 1 104,900
MORGAN STANLEY EMERGING MKT Closed 61744H105 1,931 160,227 X 1 160,227
MOTOROLA SOLUTIONS INC COMMON 620076307 2,148 42,491 X 2 42,491
MOTOROLA SOLUTIONS INC COMMON 620076307 66,137 1,308,353 X 1 1,198,413 109,940
MSCI INC COMMON 55354G100 8,384 234,263 X 1 8,458 225,805
MYLAN LABS COMMON 628530107 30,705 1,258,420 X 1 607,243 14,982 636,195
MYLAN LABS COMMON 628530107 2,585 105,963 X 2 105,963
MYR GROUP INC/DELAWARE COMMON 55405W104 10,067 504,590 X 1 478,046 26,544
MYRIAD GENETICS INC COMMON 62855J104 10,231 379,063 X 1 373,281 5,782
MYRIAD GENETICS INC COMMON 62855J104 80 2,953 X 2 2,953
NASDAQ OMX GROUP/THE COMMON 631103108 4,606 197,733 X 2 197,733
NASDAQ OMX GROUP/THE COMMON 631103108 25,820 1,108,400 X 1 685,245 423,155
NATIONAL FUEL GAS CO COMMON 636180101 20,780 384,521 X 1 377,542 6,979
NATIONAL OILWELL VARCO INC COMMON 637071101 35,835 447,326 X 1 342,549 4,907 99,870
NATIONAL OILWELL VARCO INC COMMON 637071101 99 1,240 X 2 1,240
NATIONAL RETAIL PROPERTIES INC COMMON 637417106 10,934 358,480 X 1 339,637 18,843
NAVISTAR INTL CORP CVT CV BND 63934EAL2 50,951 1,142,738 X 1 1,067,351 50,921 24,466
NAVISTAR INTL CORP CVT CV BND 63934EAL2 2,439 54,700 X 2 54,700
NCI BUILDING SYSTEMS INC COMMON 628852204 3,746 373,488 X 1 367,857 5,631
NCI BUILDING SYSTEMS INC COMMON 628852204 32 3,205 X 2 3,205
NEKTAR THERAPEUTICS COMMON 640268108 12,313 1,152,910 X 1 1,135,830 17,080
NEKTAR THERAPEUTICS COMMON 640268108 96 9,001 X 2 9,001
NETAPP INC COMMON 64110D104 2 47 X 1 47
NETGEAR INC COMMON 64111Q104 34,839 913,461 X 1 691,579 221,882
NETGEAR INC COMMON 64111Q104 3,804 99,746 X 2 99,746
NETSUITE INC COMMON 64118Q107 2,427 38,040 X 1 38,040
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 77 9,697 X 2 9,697
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 9,951 1,246,931 X 1 1,228,497 18,434
NEW YORK TIMES CL A COMMON 650111107 1,220 125,000 X 1 125,000
NEWMONT MNG COMMON 651639106 598 10,676 X 1 10,676
NEWMONT MNG COMMON 651639106 359 6,405 X 2 6,405
NEWPARK RESOURCES INC COMMON 651718504 121 16,277 X 1 16,277
NEXPOINT CREDIT STRATEGIES FUN Closed 65340G106 9,405 1,361,139 X 1 1,361,139
NIKE INC CL B COMMON 654106103 763 8,044 X 1 8,044
NIKE INC CL B COMMON 654106103 466 4,911 X 2 4,911
NISOURCE INC COMMON 65473P105 5 193 X 1 193
NOBLE CORP COMMON H5833N103 119 3,330 X 2 3,330
NOBLE CORP COMMON H5833N103 13,508 377,528 X 1 126,496 251,032
NOBLE ENERGY INC COMMON 655044105 98,205 1,059,269 X 1 853,503 205,766
NOBLE ENERGY INC COMMON 655044105 2,756 29,729 X 2 29,729
NORDSTROM INC COMMON 655664100 1,324 23,989 X 1 12,941 11,048
NORFOLK SOUTHN CORP COMMON 655844108 1,976 31,054 X 2 31,054
NORFOLK SOUTHN CORP COMMON 655844108 60,490 950,645 X 1 867,024 83,621
NORTHEAST UTILITIES COMMON 664397106 404 10,577 X 1 10,577
NORTHROP GRUMMAN CORP COMMON 666807102 2,390 35,981 X 2 35,981
NORTHROP GRUMMAN CORP COMMON 666807102 71,326 1,073,695 X 1 979,846 93,849
NORTHWESTERN CORP COMMON 668074305 6,221 171,696 X 1 163,140 8,556
NOVARTIS AG SPON ADR ADR 66987V109 60,033 979,968 X 1 335,720 644,248
NRG ENERGY INC COMMON 629377508 46,807 2,188,245 X 1 1,696,956 491,289
NRG ENERGY INC COMMON 629377508 1,243 58,113 X 2 58,113
NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 3,689 132,287 X 1 132,287
NUCOR CORP COMMON 670346105 10 250 X 1 250
NUVASIVE INC COMMON 670704105 14,988 654,197 X 1 644,479 9,718
NUVASIVE INC COMMON 670704105 117 5,108 X 2 5,108
NV ENERGY INC COMMON 67073Y106 161 8,925 X 1 8,925
NXSTAGE MEDICAL INC COMMON 67072V103 63 4,744 X 2 4,744
NXSTAGE MEDICAL INC COMMON 67072V103 8,088 612,256 X 1 603,243 9,013
OASIS PETROLEUM INC COMMON 674215108 14,610 495,769 X 1 488,425 7,344
OASIS PETROLEUM INC COMMON 674215108 114 3,870 X 2 3,870
OCCIDENTAL PETE COMMON 674599105 1,160 13,477 X 1 11,118 2,359
OCEANEERING INTL INC COMMON 675232102 55,986 1,013,320 X 1 822,170 191,150
OCEANEERING INTL INC COMMON 675232102 4,522 81,841 X 2 81,841
OIL STATES INTERNATIONAL INC COMMON 678026105 1 14 X 1 14
OLD DOMINION FREIGHT LINE COMMON 679580100 16,248 538,720 X 1 511,069 27,651
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 392,622 25,407,933 X 1 25,049,925 6,117 351,891
OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 17,920 1,159,662 X 2 1,159,662
OLIN COMMON 680665205 10,925 502,748 X 1 477,611 25,137
OMEGA HEALTHCARE INVESTORS COMMON 681936100 17,306 761,377 X 1 722,895 38,482
OMNICARE INC CVT CV BND 681904AL2 42,072 534,365 X 1 383,732 36,247 114,386
OMNICARE INC CVT CV BND 681904AN8 95,690 2,468,689 X 1 2,419,858 20,407 28,424
OMNICOM GROUP COMMON 681919106 53,098 1,029,823 X 1 939,306 90,517
OMNICOM GROUP COMMON 681919106 1,787 34,665 X 2 34,665
ONEOK INC COMMON 682680103 428 8,850 X 1 8,850
ONYX PHARMACEUTICALS COMMON 683399109 2,010 23,783 X 1 23,783
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 1,934 136,970 X 1 134,935 2,035
OPTIMER PHARMACEUTICALS INC COMMON 68401H104 16 1,159 X 2 1,159
ORACLE CORP COMMON 68389X105 242,398 7,697,610 X 1 4,778,250 2,919,360
ORACLE CORP COMMON 68389X105 2,973 94,418 X 2 94,418
OSI SYSTEMS INC COMMON 671044105 11,243 144,442 X 1 142,296 2,146
OSI SYSTEMS INC COMMON 671044105 88 1,127 X 2 1,127
OWENS CORNING INC COMMON 690742101 1 40 X 1 40
OWENS-ILLINOIS INC COMMON 690768403 487 25,966 X 2 25,966
OWENS-ILLINOIS INC COMMON 690768403 29,243 1,558,787 X 1 1,414,051 31,083 113,653
OXFORD INDUSTRIES INC COMMON 691497309 165 2,918 X 2 2,918
OXFORD INDUSTRIES INC COMMON 691497309 21,197 375,507 X 1 369,950 5,557
PACIRA PHARMACEUTICALS INC COMMON 695127100 7,895 453,750 X 1 447,001 6,749
PACIRA PHARMACEUTICALS INC COMMON 695127100 62 3,560 X 2 3,560
PALO ALTO NETWORKS INC COMMON 697435105 1,536 24,946 X 1 24,946
PANERA BREAD CO CL A COMMON 69840W108 95 556 X 2 556
PANERA BREAD CO CL A COMMON 69840W108 12,257 71,724 X 1 70,667 1,057
PAREXEL INTERNATIONAL CORP COMMON 699462107 137 4,464 X 2 4,464
PAREXEL INTERNATIONAL CORP COMMON 699462107 17,590 571,840 X 1 563,345 8,495
PEABODY ENERGY CORP CVT CV BND 704549AG9 11,873 242,165 X 2 242,165
PEABODY ENERGY CORP CVT CV BND 704549AG9 37,987 774,836 X 1 536,056 14,349 224,431
PENN NATIONAL GAMING INC COMMON 707569109 6 132 X 1 132
PENSKE AUTO GROUP INC COMMON 70959W103 367 12,190 X 1 12,190
PEOPLES UNITED FINANCIAL INC COMMON 712704105 279 23,013 X 1 23,013
PEPSICO INC COMMON 713448108 2,751 38,867 X 2 38,867
PEPSICO INC COMMON 713448108 93,831 1,325,864 X 1 1,104,505 221,359
PERFICIENT INC COMMON 71375U101 7,341 608,213 X 1 577,490 30,723
PERRIGO CO COMMON 714290103 1,306 11,238 X 1 5,847 5,391
PETSMART INC COMMON 716768106 2,781 40,323 X 1 40,323
PFIZER INC COMMON 717081103 4,202 169,081 X 2 169,081
PFIZER INC COMMON 717081103 154,626 6,222,375 X 1 4,345,398 1,876,977
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 741 8,236 X 2 8,236
PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 19,463 216,404 X 1 85,480 130,924
PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,523 441,174 X 1 418,966 22,208
PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 746 5,925 X 1 5,925
PLAINS EXPLORATION & PRODUCT COMMON 726505100 422 11,249 X 1 11,180 69
PLUM CREEK TIMBER CO INC COMMON 729251108 2 35 X 1 35
PNC FINANCIAL SERVICES COMMON 693475105 126,247 2,000,748 X 1 1,651,625 349,123
PNC FINANCIAL SERVICES COMMON 693475105 3,081 48,825 X 2 48,825
POOL CORP COMMON 73278L105 15,973 384,151 X 1 378,444 5,707
POOL CORP COMMON 73278L105 125 3,000 X 2 3,000
POPULAR INC COMMON 733174700 8,077 463,419 X 1 440,494 22,925
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 9,273 213,554 X 1 207,964 5,590
POTLATCH CORP COMMON 737630103 24,445 654,133 X 1 496,602 157,531
POTLATCH CORP COMMON 737630103 2,582 69,089 X 2 69,089
POWERSHARES DB COMMODITY INDEX Exchange 73935S105 196 6,820 X 1 6,820
PPG INDS COMMON 693506107 376,408 3,277,670 X 1 3,231,160 46,510
PPL CORPORATION COMMON 69351T106 292 10,060 X 1 10,060
PRAXAIR INC COMMON 74005P104 34,795 334,954 X 1 251,664 4,157 79,133
PRAXAIR INC COMMON 74005P104 101 975 X 2 975
PRECISION CASTPARTS COMMON 740189105 108 661 X 2 661
PRECISION CASTPARTS COMMON 740189105 26,012 159,251 X 1 103,615 4,139 51,497
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,971 116,188 X 2 116,188
PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 10,274 605,766 X 1 371,883 233,883
PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,821 60,368 X 1 52,333 8,035
PRICELINE.COM INC COMMON 741503403 66 107 X 2 107
PRICELINE.COM INC COMMON 741503403 26,682 43,124 X 1 32,918 1,345 8,861
PRIMORIS SERVICES CORP COMMON 74164F103 6,030 462,040 X 1 432,025 30,015
PROASSURANCE CORP COMMON 74267C106 17,591 194,504 X 1 184,939 9,565
PROCERA NETWORKS INC COMMON 74269U203 104 4,433 X 2 4,433
PROCERA NETWORKS INC COMMON 74269U203 13,343 567,780 X 1 559,346 8,434
PROCTER & GAMBLE COMMON 742718109 2,141 30,861 X 2 30,861
PROCTER & GAMBLE COMMON 742718109 136,012 1,960,959 X 1 1,176,407 3,360 781,192
PROLOGIS INC COMMON 74340W103 271 7,739 X 1 7,739
PROLOGIS INC CVT CV BND 74340XAT8 104,278 2,400,378 X 1 2,303,278 1,033 96,067
PROSPERITY BANCSHARES INC COMMON 743606105 3,263 76,561 X 2 76,561
PROSPERITY BANCSHARES INC COMMON 743606105 32,319 758,303 X 1 581,939 176,364
PRUDENTIAL FINANCIAL INC COMMON 744320102 82,325 1,510,275 X 1 1,510,275
PULTE GROUP INC COMMON 745867101 3,122 201,390 X 1 201,390
PVH CORPORATION COMMON 693656100 18 190 X 1 190
QEP RESOURCES INC COMMON 74733V100 17,606 556,103 X 1 342,230 213,873
QEP RESOURCES INC COMMON 74733V100 3,378 106,687 X 2 106,687
QLIK TECHNOLOGIES INC COMMON 74733T105 92 4,117 X 2 4,117
QLIK TECHNOLOGIES INC COMMON 74733T105 11,803 526,698 X 1 518,666 8,032
QLOGIC CORP COMMON 747277101 12,100 1,059,510 X 1 806,184 253,326
QLOGIC CORP COMMON 747277101 1,248 109,242 X 2 109,242
QUAKER CHEMICAL CORP COMMON 747316107 4,372 93,689 X 1 57,458 36,231
QUAKER CHEMICAL CORP COMMON 747316107 836 17,903 X 2 17,903
QUALCOMM INC COMMON 747525103 249 3,980 X 2 3,980
QUALCOMM INC COMMON 747525103 139,309 2,229,301 X 1 994,296 10,489 1,224,516
QUANTA SERVICES INC COMMON 74762E102 2 72 X 1 72
QUESTAR CORP COMMON 748356102 13,721 674,892 X 1 414,632 260,260
QUESTAR CORP COMMON 748356102 2,624 129,077 X 2 129,077
RACKSPACE HOSTING INC COMMON 750086100 19 289 X 1 289
RAVEN INDUSTRIES INC COMMON 754212108 12,665 430,346 X 1 408,675 21,671
RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,864 105,428 X 2 105,428
RAYMOND JAMES FINANCIAL INC COMMON 754730109 20,275 553,203 X 1 362,259 190,944
RBC BEARINGS INC COMMON 75524B104 31,562 656,179 X 1 635,528 20,651
RBC BEARINGS INC COMMON 75524B104 132 2,743 X 2 2,743
RED HAT INC COMMON 756577102 13,148 230,909 X 1 92,618 138,291
RED HAT INC COMMON 756577102 104 1,833 X 2 1,833
REGAL BELOIT COMMON 758750103 4 51 X 1 51
REGAL ENTERTAINMENT GROUP-A COMMON 758766109 1 66 X 1 66
REGENCY ENERGY PARTNERS LP COMMON 75885Y107 175 7,504 X 1 7,504
REGENERON PHARMACEUTICALS COMMON 75886F107 3,176 20,802 X 1 20,802
REGIONS FINANCIAL CORP COMMON 7591EP100 144 20,000 X 1 20,000
REGIONS FINANCIAL CORP COMMON 7591EP100 173 24,000 X 2 24,000
REINSURANCE GRP OF AMERI-A COMMON 759351604 14,551 251,440 X 1 238,236 13,204
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 35,813 684,098 X 1 515,699 168,399
RELIANCE STEEL & ALUMINUM CO COMMON 759509102 4,021 76,817 X 2 76,817
RENT-A-CENTER INC COMMON 76009N100 10,986 313,169 X 1 297,619 15,550
REPUBLIC SERVICES INC COMMON 760759100 1 46 X 1 46
RF MICRO DEVICES INC COMMON 749941100 4 985 X 1 985
RIVERBED TECHNOLOGY INC COMMON 768573107 2,813 120,873 X 1 120,549 324
ROBBINS & MYERS INC COMMON 770196103 11,352 190,469 X 1 187,647 2,822
ROBBINS & MYERS INC COMMON 770196103 88 1,483 X 2 1,483
ROCK-TENN CO CL A COMMON 772739207 986 13,656 X 1 10,754 2,902
ROCKWELL AUTOMATION INC COMMON 773903109 69 997 X 2 997
ROCKWELL AUTOMATION INC COMMON 773903109 8,414 120,971 X 1 45,985 74,986
ROCKWELL COLLINS COMMON 774341101 1 27 X 1 27
ROGERS CORP COMMON 775133101 11,397 269,043 X 1 254,730 14,313
ROLLINS INC COMMON 775711104 1,301 55,626 X 2 55,626
ROLLINS INC COMMON 775711104 25,080 1,072,270 X 1 921,291 150,979
ROPER INDUSTRIES INC COMMON 776696106 12,387 112,725 X 1 42,469 4,704 65,552
ROPER INDUSTRIES INC COMMON 776696106 95 869 X 2 869
ROSETTA RESOURCES INC COMMON 777779307 18,347 383,036 X 1 377,974 5,062
ROSETTA RESOURCES INC COMMON 777779307 128 2,667 X 2 2,667
ROSS STORES INC COMMON 778296103 20,099 311,126 X 1 138,684 172,442
ROSS STORES INC COMMON 778296103 147 2,272 X 2 2,272
ROWAN COS PLC COMMON G7665A101 5 140 X 1 140
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 243,381 3,506,424 X 1 3,500,278 6,146
ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 1,379 19,864 X 2 19,864
RUE21 INC COMMON 781295100 61 1,972 X 2 1,972
RUE21 INC COMMON 781295100 7,862 252,395 X 1 248,642 3,753
RUSH ENTERPRISES INC CL A COMMON 781846209 12,020 624,082 X 1 589,262 34,820
RYLAND GROUP CVT CV BND 783764AQ6 25,017 653,524 X 1 453,736 13,267 186,520
RYLAND GROUP CVT CV BND 783764AQ6 8,060 210,557 X 2 210,557
S&P 500 ETF TRUST Exchange 78462F103 921 6,395 X 1 6,395
SABRA HEALTH CARE REIT INC COMMON 78573L106 23,562 1,177,497 X 1 722,636 454,861
SABRA HEALTH CARE REIT INC COMMON 78573L106 4,240 211,916 X 2 211,916
SALESFORCE.COM INC COMMON 79466L302 1,022 6,696 X 1 3,578 3,118
SALIX PHARMACEUTICALS LTD COMMON 795435106 11 263 X 1 263
SALLY BEAUTY HLDGS INC COMMON 79546E104 58,948 2,349,462 X 1 1,751,597 597,865
SALLY BEAUTY HLDGS INC COMMON 79546E104 6,542 260,724 X 2 260,724
SANDISK CORP COMMON 80004C101 528 12,159 X 1 12,159
SANDISK CORP CVT CV BND 80004CAD3 11,828 199,523 X 1 120,382 20,811 58,329
SANDISK CORP CVT CV BND 80004CAD3 2,467 41,623 X 2 41,623
SANOFI ADR 80105N105 74,164 1,722,331 X 1 1,619,024 103,307
SANOFI ADR 80105N105 2,537 58,923 X 2 58,923
SBA COMMUNICATIONS CORP COMMON 78388J106 4,073 64,759 X 1 64,667 92
SCANSOURCE INC COMMON 806037107 9,273 289,588 X 1 274,384 15,204
SCHLUMBERGER LTD COMMON 806857108 148,724 2,056,191 X 1 1,390,948 4,509 660,734
SCHLUMBERGER LTD COMMON 806857108 2,278 31,489 X 2 31,489
SCHWAB CHARLES CORP COMMON 808513105 6,586 515,149 X 1 187,206 327,943
SCHWAB CHARLES CORP COMMON 808513105 56 4,359 X 2 4,359
SEATTLE GENETICS INC WA COMMON 812578102 88 3,252 X 2 3,252
SEATTLE GENETICS INC WA COMMON 812578102 11,281 418,582 X 1 412,393 6,189
SEI INVESTMENTS CO COMMON 784117103 86,119 4,014,868 X 1 1,451,422 2,563,446
SEMTECH CORP COMMON 816850101 12,540 498,598 X 1 473,391 25,207
SHUFFLE MASTER INC COMMON 825549108 17,789 1,125,157 X 1 1,108,487 16,670
SHUFFLE MASTER INC COMMON 825549108 138 8,740 X 2 8,740
SIEMENS AG SPON ADR ADR 826197501 862 8,612 X 1 8,612
SIGNATURE BANK COMMON 82669G104 1,507 22,468 X 2 22,468
SIGNATURE BANK COMMON 82669G104 42,999 641,008 X 1 582,011 58,997
SILICON LABS INC COMMON 826919102 11,229 305,455 X 1 300,948 4,507
SILICON LABS INC COMMON 826919102 87 2,364 X 2 2,364
SIMON PROPERTY GROUP INC COMMON 828806109 26,150 172,255 X 1 172,255
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 3,280 55,776 X 2 55,776
SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 28,937 492,129 X 1 370,013 122,116
SKYWORKS SOLUTIONS INC COMMON 83088M102 173 7,358 X 1 7,321 37
SL GREEN REALTY CORP COMMON 78440X101 5 58 X 1 58
SM ENERGY CO COMMON 78454L100 46,532 859,961 X 1 643,166 216,795
SM ENERGY CO COMMON 78454L100 1,215 22,454 X 2 22,454
SMITH A.O. CORP COMMON 831865209 3 58 X 1 58
SOLARWINDS INC COMMON 83416B109 3,505 62,873 X 1 62,873
SOURCEFIRE INC COMMON 83616T108 19,901 405,890 X 1 400,748 5,142
SOURCEFIRE INC COMMON 83616T108 133 2,707 X 2 2,707
SOUTHWESTERN ENERGY CO COMMON 845467109 1 29 X 1 29
SOVRAN SELF STORAGE INC COMMON 84610H108 19,140 330,856 X 1 313,208 17,648
SPARTAN STORES INC COMMON 846822104 9,734 635,804 X 1 601,288 34,516
SPDR BARCLAYS CAP I/T TERM COR Exchange 78464A375 202 5,800 X 1 5,800
SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,232 80,366 X 1 80,366
SPDR GOLD TRUST Exchange 78463V107 737 4,290 X 1 4,290
SPDR S&P DIVIDEND ETF Exchange 78464A763 76 1,300 X 1 1,300
SPECTRA ENERGY CORP W/I COMMON 847560109 4,147 141,249 X 1 141,249
SPIRIT AEROSYSTEMS HOLD CL-A COMMON 848574109 4 178 X 1 178
SPIRIT AIRLINES INC COMMON 848577102 49 2,866 X 2 2,866
SPIRIT AIRLINES INC COMMON 848577102 6,280 367,674 X 1 362,230 5,444
SPX CORP COMMON 784635104 328 5,021 X 1 5,021
S&P 500 ETF TRUST COMMON 78462F103 99,627 PUT 692,000 X 1 692,000
S&P 500 ETF TRUST COMMON 78462F103 3,239 PUT 22,500 X 2 22,500
S&P 500 ETF TRUST COMMON 78462F103 10,971 PUT 76,200 X 1 76,200
S&P 500 ETF TRUST COMMON 78462F103 12,957 PUT 90,000 X 2 90,000
S&P 500 ETF TRUST COMMON 78462F103 35,993 PUT 250,000 X 2 250,000
S&P 500 ETF TRUST COMMON 78462F103 46,502 PUT 323,000 X 1 323,000
SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 14,409 571,573 X 1 541,757 29,816
STANDARD PACIFIC CORP CVT CV BND 85375CBC4 5,110 574,894 X 2 574,894
STANDARD PACIFIC CORP CVT CV BND 85375CBC4 47,141 5,304,001 X 1 3,294,656 261,766 1,747,579
STANLEY BLACK & DECKER INC COMMON 854502101 2,124 27,860 X 2 27,860
STANLEY BLACK & DECKER INC COMMON 854502101 63,093 827,443 X 1 755,075 72,368
STARBUCKS CORP COMMON 855244109 103 2,027 X 2 2,027
STARBUCKS CORP COMMON 855244109 13,768 271,287 X 1 103,157 14,983 153,147
STARWOOD HOTELS & RESORTS TR COMMON 85590A401 1,029 17,754 X 1 7,367 6,529 3,858
STATE STREET CORP COMMON 857477103 72,901 1,737,387 X 1 1,588,906 148,481
STATE STREET CORP COMMON 857477103 921 21,956 X 2 21,956
STATOIL ASA ADR 85771P102 953 36,936 X 1 36,936
STATOIL ASA ADR 85771P102 792 30,720 X 2 30,720
STEEL DYNAMICS INC CVT CV BND 858119AP5 11,570 630,485 X 1 517,949 9,117 103,419
STEEL DYNAMICS INC CVT CV BND 858119AP5 3,173 172,935 X 2 172,935
STERICYCLE INC COMMON 858912108 2,543 28,094 X 1 28,094
STIFEL FINANCIAL CORP COMMON 860630102 117 3,494 X 2 3,494
STIFEL FINANCIAL CORP COMMON 860630102 31,804 946,561 X 1 901,411 45,150
STREETTRACKS WILSHIRE REIT I Exchange 78464A607 292 4,063 X 1 4,063
STREETTRACKS WILSHIRE REIT I Exchange 78464A607 316 4,393 X 2 4,393
SUNCOKE ENERGY INC COMMON 86722A103 12,852 797,284 X 1 755,681 41,603
SURMODICS INC COMMON 868873100 5,548 274,400 X 1 261,039 13,361
SUSSER HOLDINGS CORP COMMON 869233106 14,082 389,327 X 1 383,537 5,790
SUSSER HOLDINGS CORP COMMON 869233106 110 3,043 X 2 3,043
SVB FINANCIAL GROUP COMMON 78486Q101 120 1,979 X 2 1,979
SVB FINANCIAL GROUP COMMON 78486Q101 15,464 255,774 X 1 252,002 3,772
SYNAGEVA BIOPHARMA CORP COMMON 87159A103 1,315 24,615 X 1 24,615
SYNOPSYS INC COMMON 871607107 23,216 703,102 X 1 436,384 266,718
SYNOPSYS INC COMMON 871607107 4,103 124,267 X 2 124,267
TANGER FACTORY OUTLET CENTER COMMON 875465106 3 90 X 1 90
TARGET CORP COMMON 87612E106 75,076 1,182,864 X 1 940,773 242,091
TARGET CORP COMMON 87612E106 2,137 33,663 X 2 33,663
TEAM HEALTH HOLDINGS INC COMMON 87817A107 17,130 631,413 X 1 622,050 9,363
TEAM HEALTH HOLDINGS INC COMMON 87817A107 133 4,914 X 2 4,914
TEAM INC COMMON 878155100 7,840 246,142 X 1 230,803 15,339
TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,259 225,000 X 1 225,000
TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 33,487 3,871,339 X 1 3,871,339
TELEFLEX INC COMMON 879369106 13,952 202,674 X 1 191,810 10,864
TELEFONICA DE ESPANA ADR ADR 879382208 313,545 23,610,315 X 1 23,584,617 25,698
TELEFONICA DE ESPANA ADR ADR 879382208 5,794 436,271 X 2 436,271
TENNECO AUTOMOTIVE COMMON 880349105 8,837 315,609 X 1 298,196 17,413
TERADATA CORP COMMON 88076W103 18,879 250,347 X 1 167,910 82,437
TERADATA CORP COMMON 88076W103 3,092 41,008 X 2 41,008
TERADYNE INC COMMON 880770102 16,099 1,132,167 X 1 1,072,230 59,937
TERADYNE INC CVT CV BND 880770AE2 3,731 259,361 X 1 259,361
TEREX CORP COMMON 880779103 1 23 X 1 23
TEVA PHARMACEUTICALS -SP ADR ADR 881624209 95 2,288 X 1 2,288
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 19,609 394,476 X 1 388,614 5,862
TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 153 3,084 X 2 3,084
TEXAS INSTRUMENTS COMMON 882508104 1,908 69,262 X 2 69,262
TEXAS INSTRUMENTS COMMON 882508104 85,730 3,111,787 X 1 2,519,316 592,471
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 121 7,074 X 2 7,074
TEXAS ROADHOUSE INC CLASS A COMMON 882681109 15,595 911,969 X 1 898,514 13,455
THE BRINKS CO COMMON 109696104 2,290 89,121 X 1 84,395 4,726
THE HERSHEY CO COMMON 427866108 1 15 X 1 15
THERMON GROUP HOLDINGS INC COMMON 88362T103 17,157 686,551 X 1 676,370 10,181
THERMON GROUP HOLDINGS INC COMMON 88362T103 134 5,354 X 2 5,354
TIME WARNER CABLE CL A COMMON 88732J207 339 3,561 X 1 3,561
TIMKEN CO COMMON 887389104 4 97 X 1 97
TOLL BROTHERS INC COMMON 889478103 2,558 76,973 X 1 76,973
TOTAL FINA ELF SA -SP ADR ADR 89151E109 155 3,100 X 2 3,100
TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,990 59,680 X 1 59,680
TRACTOR SUPPLY CO COMMON 892356106 3,093 31,280 X 1 31,269 11
TRANSDIGM GROUP INC COMMON 893641100 18,604 131,132 X 1 65,967 2,565 62,600
TRANSDIGM GROUP INC COMMON 893641100 116 821 X 2 821
TRANSOCEAN LTD COMMON H8817H100 1,782 39,687 X 2 39,687
TRANSOCEAN LTD COMMON H8817H100 55,177 1,229,165 X 1 1,124,433 104,732
TRAVELERS COS INC/THE COMMON 89417E109 2,162 31,677 X 2 31,677
TRAVELERS COS INC/THE COMMON 89417E109 82,152 1,203,517 X 1 910,281 293,236
TRIMAS CORP COMMON 896215209 28,502 1,182,171 X 1 843,545 338,626
TRIMAS CORP COMMON 896215209 3,833 158,995 X 2 158,995
TRIMBLE NAVIGATION COMMON 896239100 381 7,986 X 1 7,986
TRINITY INDS COMMON 896522109 4 121 X 1 121
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 22,047 415,473 X 2 415,473
TRINITY INDUSTRIES INC CVT CV BND 896522AF6 146,282 2,756,683 X 1 2,127,302 40,691 588,690
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 4 840 X 1 840
TRIUMPH GROUP INC COMMON 896818101 17,660 282,419 X 1 278,147 4,272
TRIUMPH GROUP INC COMMON 896818101 137 2,197 X 2 2,197
TRONOX LTD-CL A COMMON Q9235V101 1,082 47,761 X 2 47,761
TRONOX LTD-CL A COMMON Q9235V101 1,980 87,425 X 1 87,425
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,623 33,332 X 1 31,640 1,692
TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 371 7,614 X 2 7,614
UDR COMMON 902653104 11,888 478,973 X 1 453,390 25,583
UGI CORP COMMON 902681105 16,121 507,750 X 1 481,197 26,553
UIL HLDGS CORP COMMON 902748102 17,150 478,250 X 1 452,945 25,305
ULTA SALON COSMETICS & FRAGR COMMON 90384S303 3,928 40,791 X 1 40,791
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 180 1,762 X 2 1,762
ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 25,122 246,055 X 1 242,695 3,360
ULTRA PETROLEUM CORP COMMON 903914109 1 54 X 1 54
ULTRATECH STEPPER INC COMMON 904034105 73 2,323 X 2 2,323
ULTRATECH STEPPER INC COMMON 904034105 9,350 297,955 X 1 293,542 4,413
UNDER ARMOUR INC-CLASS A COMMON 904311107 3,261 58,412 X 1 58,412
UNILEVER NV ADR ADR 904784709 2,028 57,172 X 2 57,172
UNILEVER NV ADR ADR 904784709 54,350 1,531,850 X 1 1,426,426 105,424
UNITED PARCEL SERVICE CL B COMMON 911312106 62,741 876,645 X 1 338,526 5,300 532,819
UNITED RENTALS INC COMMON 911363109 2,352 71,915 X 1 71,915
UNITED TECHNOLOGIES COMMON 913017109 223 2,844 X 2 2,844
UNITED TECHNOLOGIES COMMON 913017109 26,774 341,984 X 1 127,402 214,582
UNITED TECHNOLOGIES CORP CVTPF CV PFD 913017117 3,585 32,429 X 2 32,429
UNITED TECHNOLOGIES CORP CVTPF CV PFD 913017117 22,474 203,305 X 1 203,305
UNITEDHEALTH GROUP COMMON 91324P102 84,962 1,533,334 X 1 1,399,330 8,853 125,151
UNITEDHEALTH GROUP COMMON 91324P102 2,778 50,131 X 2 50,131
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 3,958 86,549 X 2 86,549
UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 20,513 448,563 X 1 283,787 164,776
UNUM GROUP COMMON 91529Y106 65,586 3,412,382 X 1 2,918,183 494,199
UNUM GROUP COMMON 91529Y106 1,986 103,334 X 2 103,334
US BANCORP COMMON 902973304 1,802 52,535 X 2 52,535
US BANCORP COMMON 902973304 53,577 1,562,026 X 1 1,425,856 136,170
US STEEL CORP CVT CV BND 912909AE8 35,372 1,098,038 X 1 1,098,038
USG CORP COMMON 903293405 3 143 X 1 143
V F CORP COMMON 918204108 2,704 16,966 X 1 16,966
VAIL RESORTS INC COMMON 91879Q109 140 2,420 X 2 2,420
VAIL RESORTS INC COMMON 91879Q109 17,833 309,337 X 1 304,747 4,590
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 4,004 72,444 X 2 72,444
VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 410,295 7,423,475 X 1 7,359,618 12,159 51,698
VALUECLICK INC COMMON 92046N102 3 181 X 1 181
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 4 66 X 1 66
VERISK ANALYTICS INC-CL A COMMON 92345Y106 10,917 229,311 X 1 142,856 86,455
VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,034 42,714 X 2 42,714
VERIZON COMMUNICATIONS COMMON 92343V104 4,749 104,221 X 1 64,925 39,296
VERIZON COMMUNICATIONS COMMON 92343V104 1,629 35,752 X 2 35,752
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 121,919 1,944,007 X 1 1,444,924 26,418 472,665
VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 38,486 613,665 X 2 613,665
VERTEX PHARMACEUTICALS INC COMMON 92532F100 218,986 3,913,958 X 1 3,557,511 52,532 303,915
VIACOM INC CL B COMMON 92553P201 60,106 1,121,595 X 1 1,027,109 94,486
VIACOM INC CL B COMMON 92553P201 2,026 37,810 X 2 37,810
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 2,808 32,654 X 2 32,654
VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 14,656 170,417 X 1 104,728 65,689
VISA INC-CLASS A SHRS COMMON 92826C839 94,639 704,790 X 1 260,269 444,521
VISHAY INTERTECHNOLOGY INC COMMON 928298108 9,815 998,506 X 1 945,930 52,576
VISTAPRINT NV COMMON N93540107 11,247 329,343 X 1 16,009 313,334
VITAMIN SHOPPE INC COMMON 92849E101 134 2,306 X 2 2,306
VITAMIN SHOPPE INC COMMON 92849E101 17,290 296,476 X 1 292,086 4,390
VMWARE INC-CLASS A COMMON 928563402 74 765 X 2 765
VMWARE INC-CLASS A COMMON 928563402 9,531 98,518 X 1 41,534 56,984
VODAFONE GROUP PLC ADR 92857W209 3,343 117,307 X 2 117,307
VODAFONE GROUP PLC ADR 92857W209 72,326 2,538,213 X 1 2,384,357 153,856
VOLCANO CORP COMMON 928645100 14,926 522,425 X 1 514,746 7,679
VOLCANO CORP COMMON 928645100 115 4,028 X 2 4,028
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 75 3,418 X 2 3,418
VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 9,607 439,298 X 1 432,784 6,514
VULCAN MATER COMMON 929160109 1,365 28,852 X 2 28,852
VULCAN MATER COMMON 929160109 40,201 849,915 X 1 775,087 74,828
W R GRACE & CO COMMON 38388F108 2,840 48,068 X 2 48,068
W R GRACE & CO COMMON 38388F108 23,828 403,313 X 1 298,565 104,748
WABCO HOLDINGS INC COMMON 92927K102 2,984 51,741 X 2 51,741
WABCO HOLDINGS INC COMMON 92927K102 15,588 270,293 X 1 166,286 104,007
WABTEC COMMON 929740108 18,131 225,813 X 1 213,906 11,907
WAL-MART STORES INC COMMON 931142103 31,965 433,130 X 1 156,850 276,280
WAL-MART STORES INC COMMON 931142103 270 3,664 X 2 3,664
WALGREEN CO COMMON 931422109 287 7,874 X 1 7,874
WALTER ENERGY INC COMMON 93317Q105 1 30 X 1 30
WARNACO GROUP INC COMMON 934390402 3 56 X 1 56
WASTE CONNECTIONS INC COMMON 941053100 9,999 330,542 X 1 313,189 17,353
WEATHERFORD INTL COMMON H27013103 117 9,226 X 1 9,226
WELLCARE HEALTH PLANS INC COMMON 94946T106 36,673 648,498 X 1 481,605 166,893
WELLCARE HEALTH PLANS INC COMMON 94946T106 4,212 74,481 X 2 74,481
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 50,634 260,999 X 1 246,226 383 14,390
WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 10,746 55,391 X 2 55,391
WELLS FARGO COMPANY COMMON 949746101 141,492 4,097,654 X 1 3,173,834 20,764 903,056
WELLS FARGO COMPANY COMMON 949746101 3,791 109,797 X 2 109,797
WERNER ENTERPIRSES INC COMMON 950755108 8,088 378,461 X 1 357,646 20,815
WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 6,276 459,432 X 1 435,122 24,310
WESCO INTERNATIONAL INC COMMON 95082P105 18,990 331,999 X 1 204,257 127,742
WESCO INTERNATIONAL INC COMMON 95082P105 3,586 62,694 X 2 62,694
WESTLAKE CHEMICAL CORP COMMON 960413102 3,722 50,949 X 1 50,949
WEYERHAEUSER CO COMMON 962166104 2,197 84,031 X 2 84,031
WEYERHAEUSER CO COMMON 962166104 63,563 2,431,650 X 1 2,276,000 155,650
WHITING PETROLEUM CORP COMMON 966387102 6 137 X 1 137
WHOLE FOODS MARKET INC COMMON 966837106 4,492 46,121 X 1 42,324 3,797
WILEY JOHN & SONS CL A COMMON 968223206 15,429 335,771 X 1 318,584 17,187
WINTRUST FINANCIAL CORP COMMON 97650W108 18,049 480,413 X 1 454,670 25,743
WISDOMTREE INDIA EARNINGS Exchange 97717W422 588 31,035 X 1 31,035
WISDOMTREE INDIA EARNINGS Exchange 97717W422 652 34,438 X 2 34,438
WMS INDUSTRIES INC COMMON 929297109 2 145 X 1 145
WRIGHT EXPRESS CORP COMMON 98233Q105 55,840 800,923 X 1 619,181 181,742
WRIGHT EXPRESS CORP COMMON 98233Q105 5,275 75,664 X 2 75,664
WYNDHAM WORLDWIDE CORP COMMON 98310W108 41,462 790,048 X 1 565,125 224,923
WYNDHAM WORLDWIDE CORP COMMON 98310W108 5,480 104,423 X 2 104,423
WYNN RESORTS LTD COMMON 983134107 2 20 X 1 20
XHB SPDR S&P HOMEBUILDERS ETF Exchange 78464A888 300 12,100 X 1 12,100
XHB SPDR S&P HOMEBUILDERS ETF Exchange 78464A888 347 14,000 X 2 14,000
XILINX INC COMMON 983919101 1 44 X 1 44
XLF FINANCIAL SELECT SECTOR SP Exchange 81369Y605 27 1,750 X 1 1,750
XYLEM INC COMMON 98419M100 13,240 526,428 X 1 322,784 203,644
XYLEM INC COMMON 98419M100 2,531 100,632 X 2 100,632
ZEP INC COMMON 98944B108 5,352 353,949 X 1 334,035 19,914
ZILLOW INC COMMON 98954A107 1,916 45,436 X 1 45,436
ZIMMER HOLDINGS INC COMMON 98956P102 79,583 1,176,917 X 1 433,830 743,087
ZIONS BANCORP COMMON 989701107 7 335 X 1 335
COLUMN TOTALS 24,465,578