0000312348-11-000037.txt : 20110516 0000312348-11-000037.hdr.sgml : 20110516 20110516143021 ACCESSION NUMBER: 0000312348-11-000037 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110516 DATE AS OF CHANGE: 20110516 EFFECTIVENESS DATE: 20110516 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: 11845678 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q1complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/11 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: Deputy Chief Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 05/16/11 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: 1030 Form 13F Information Table Value Total: $ 19,929,823 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 03/31/11 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- 3M CO COMMON 88579Y101 5,144 55,021 X 1 7,462 4,005 43,554 ABB LTD SPON ADR ADR 000375204 1,339 55,366 X 2 55,366 ABB LTD SPON ADR ADR 000375204 47,069 1,945,822 X 1 1,734,939 210,883 ABITIBIBOWATER INC/NEW COMMON 003687209 33,738 1,255,586 X 1 1,103,823 151,763 ABITIBIBOWATER INC/NEW COMMON 003687209 737 27,417 X 2 27,417 ACCURAY INC COMMON 004397105 59 6,482 X 2 6,482 ACCURAY INC COMMON 004397105 4,074 451,218 X 1 407,104 44,114 ACE LTD COMMON H0023R105 76 1,179 X 1 1,179 ACME PACKET INC COMMON 004764106 65,335 920,733 X 1 698,027 222,706 ACTUANT CORP CL A COMMON 00508X203 3,186 109,855 X 2 109,855 ACTUANT CORP CL A COMMON 00508X203 44,990 1,551,389 X 1 1,125,440 425,949 ADTRAN INC COMMON 00738A106 10,614 249,986 X 1 229,968 20,018 ADVANCED ENERGY INDS COMMON 007973100 81 4,925 X 2 4,925 ADVANCED ENERGY INDS COMMON 007973100 5,595 342,198 X 1 308,714 33,484 ADVANCED MICRO DEVICES CV BND 007903AL1 77 8,903 X 1 8,903 ADVISORY BOARD CO COMMON 00762W107 8,060 156,508 X 1 141,103 15,405 ADVISORY BOARD CO COMMON 00762W107 117 2,264 X 2 2,264 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 19,350 1,488,442 X 1 1,397,922 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 169 13,008 X 2 13,008 AETNA INC-NEW COMMON 00817Y108 501 13,398 X 1 13,398 AFFILIATED MANAGERS GROUP COMMON 008252108 356 3,253 X 1 3,253 AFLAC INC COMMON 001055102 66 1,242 X 1 1,242 AGILENT TECHNOLOGIES INC COMMON 00846U101 209 4,668 X 1 4,668 AIR PRODS & CHEM COMMON 009158106 62,097 688,584 X 1 597,191 91,393 AIR PRODS & CHEM COMMON 009158106 1,526 16,924 X 2 16,924 AK STEEL HLDG CORP COMMON 001547108 1,723 109,200 X 1 109,200 ALBANY INTL CORP-CL A COMMON 012348108 20,097 807,107 X 1 743,566 63,541 ALERE INC COMMON 01449J105 2,501 63,895 X 2 63,895 ALERE INC COMMON 01449J105 85,345 2,180,507 X 1 1,620,750 559,757 ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 42 545 X 1 545 ALEXION PHARMACEUTICALS INC COMMON 015351109 16,531 167,520 X 1 163,192 4,328 ALLERGAN INC COMMON 018490102 39,771 559,991 X 1 348,697 9,714 201,580 ALLETE INC COMMON 018522300 12,841 329,510 X 1 303,537 25,973 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 32,318 376,275 X 1 250,707 125,568 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 2,958 34,437 X 2 34,437 ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 8,266 139,234 X 1 137,222 2,013 ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 4,589 77,301 X 2 77,301 ALTERA CORP COMMON 021441100 175 3,985 X 2 3,985 ALTERA CORP COMMON 021441100 28,842 655,193 X 1 251,727 403,466 ALTRA HOLDINGS INC COMMON 02208R106 17,475 739,822 X 1 679,878 59,944 ALTRIA GROUP INC COMMON 02209S103 10 400 X 1 400 AMAZON.COM INC COMMON 023135106 119,910 665,688 X 1 321,358 2,863 341,467 AMAZON.COM INC COMMON 023135106 577 3,202 X 2 3,202 AMB PROPERTY CORP COMMON 00163T109 260 7,232 X 1 7,232 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,730 597,893 X 1 552,181 45,712 AMERICAN EXPRESS CO COMMON 025816109 84,470 1,868,800 X 1 959,579 9,940 899,281 AMERICAN EXPRESS CO COMMON 025816109 366 8,103 X 2 8,103 AMERICAN TOWER CORP CL A COMMON 029912201 20,436 394,373 X 1 121,873 6,949 265,551 AMERICAN WATER WORKS CO INC COMMON 030420103 44,805 1,597,335 X 1 960,454 636,881 AMERICAN WATER WORKS CO INC COMMON 030420103 5,171 184,334 X 2 184,334 AMERIGON INC COMMON 03070L300 112 7,364 X 2 7,364 AMERIGON INC COMMON 03070L300 7,827 512,585 X 1 462,471 50,114 AMERIPRISE FINANCIAL INC COMMON 03076C106 1,931 31,614 X 2 31,614 AMERIPRISE FINANCIAL INC COMMON 03076C106 78,097 1,278,604 X 1 1,113,774 164,830 AMGEN INC COMMON 031162100 100,924 1,888,194 X 1 1,171,433 4,981 711,780 AMGEN INC COMMON 031162100 1,560 29,193 X 2 29,193 AMPHENOL CORP CL A COMMON 032095101 3,238 59,532 X 2 59,532 AMPHENOL CORP CL A COMMON 032095101 28,192 518,333 X 1 312,575 205,758 AMR CORP CVT CV BND 001765BC9 29,321 4,538,889 X 1 4,440,404 3,535 94,949 AMR CORP CVT CV BND 001765BC9 662 102,525 X 2 102,525 AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 582 51,156 X 2 51,156 AMYLIN PHARMACEUTICALS CVT CV BND 032346AF5 4,018 353,393 X 1 245,448 11,708 96,237 ANADARKO PETE CORP COMMON 032511107 316 3,855 X 1 3,855 ANALOG DEVICES COMMON 032654105 101 2,572 X 2 2,572 ANALOG DEVICES COMMON 032654105 16,418 416,900 X 1 168,722 248,178 ANCESTRY.COM INC COMMON 032803108 4,679 131,990 X 1 119,198 12,792 ANCESTRY.COM INC COMMON 032803108 67 1,884 X 2 1,884 AOL INC COMMON 00184X105 32,089 1,643,050 X 1 1,432,911 210,139 AOL INC COMMON 00184X105 817 41,840 X 2 41,840 APACHE CORP COMMON 037411105 166 1,269 X 1 1,269 APACHE CORP CVTPFD 6.0% CV PFD 037411808 300 2,291 X 1 2,291 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 8,672 340,470 X 1 340,470 APPLE INC COMMON 037833100 197,391 566,484 X 1 381,858 7,899 176,727 APPLIED MATERIALS COMMON 038222105 1,773 113,518 X 2 113,518 APPLIED MATERIALS COMMON 038222105 75,957 4,862,815 X 1 4,251,128 611,687 APPROACH RESOURCES INC COMMON 03834A103 4,468 132,975 X 1 119,984 12,991 APPROACH RESOURCES INC COMMON 03834A103 64 1,913 X 2 1,913 ARBITRON INC COMMON 03875Q108 11,581 289,319 X 1 268,145 21,174 ARCH CAPITAL GROUP LTD COMMON G0450A105 296 2,986 X 1 2,986 ARES CAPITAL CORP COMMON 04010L103 2,618 154,897 X 2 154,897 ARES CAPITAL CORP COMMON 04010L103 39,492 2,336,789 X 1 1,721,034 615,755 ARIBA INC COMMON 04033V203 10,000 292,926 X 1 264,288 28,638 ARIBA INC COMMON 04033V203 144 4,208 X 2 4,208 ARM HOLDINGS PLC-SPONS ADR COMMON 042068106 3,714 131,839 X 1 131,839 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 1,687 36,455 X 2 36,455 ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 23,244 502,351 X 1 360,989 141,362 ARUBA NETWORKS INC COMMON 043176106 85 2,498 X 2 2,498 ARUBA NETWORKS INC COMMON 043176106 11,178 330,324 X 1 313,370 16,954 ARVINMERITOR INC CVT CV BND 043353AH4 11,488 676,954 X 1 525,813 8,792 142,349 ARVINMERITOR INC CVT CV BND 043353AH4 2,111 124,392 X 2 124,392 ASBURY AUTOMOTIVE GROUP COMMON 043436104 65 3,517 X 2 3,517 ASBURY AUTOMOTIVE GROUP COMMON 043436104 4,512 244,021 X 1 220,149 23,872 ASCENT MEDIA CORP-A COMMON 043632108 5,640 115,458 X 1 69,164 46,294 ASCENT MEDIA CORP-A COMMON 043632108 659 13,486 X 2 13,486 ASHLAND INC COMMON 044209104 13 229 X 2 229 ASHLAND INC COMMON 044209104 113 1,952 X 1 1,952 ASSOCIATED ESTATES REALTY CP COMMON 045604105 19,493 1,227,525 X 1 1,227,525 AT&T INC COMMON 00206R102 116,437 3,805,119 X 1 2,871,899 15,134 918,086 AT&T INC COMMON 00206R102 2,220 72,547 X 2 72,547 ATHEROS COMMUNICATIONS COMMON 04743P108 10 X 1 10 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 115 1,652 X 2 1,652 ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 32,306 463,369 X 1 423,988 39,381 AUTODESK INC COMMON 052769106 3,524 79,898 X 1 79,898 AUTOMATIC DATA PROC COMMON 053015103 142 2,774 X 2 2,774 AUTOMATIC DATA PROC COMMON 053015103 22,021 429,175 X 1 175,980 253,195 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 57 2,658 X 2 2,658 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 3,959 184,414 X 1 166,373 18,041 AVIS BUDGET GROUP INC COMMON 053774105 24,581 1,372,458 X 1 818,425 554,033 AVIS BUDGET GROUP INC COMMON 053774105 2,903 162,102 X 2 162,102 AZZ INC COMMON 002474104 15,911 348,917 X 1 320,998 27,919 BABCOCK & WILCOX COMPANY COMMON 05615F102 1,692 50,698 X 2 50,698 BABCOCK & WILCOX COMPANY COMMON 05615F102 14,864 445,300 X 1 270,413 174,887 BAIDU.COM ADR 056752108 24,514 177,886 X 1 173,713 4,173 BAKER HUGHES INC COMMON 057224107 34,089 464,232 X 1 246,807 217,425 BANCO SANTANDER-CHILE-ADR ADR 05965X109 14,906 171,824 X 1 165,816 6,008 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 18,118 1,359,220 X 1 1,345,520 1,280 12,420 BANK OF AMERICA 7.250 CVT PFD CV PFD 060505682 392 29,440 X 2 29,440 BANK OF NEW YORK MELLON CORP COMMON 064058100 58,749 1,966,808 X 1 1,710,362 256,446 BANK OF NEW YORK MELLON CORP COMMON 064058100 1,507 50,466 X 2 50,466 BANKAMERICA CORP COMMON 060505104 84,817 6,362,854 X 1 5,561,745 801,109 BANKAMERICA CORP COMMON 060505104 2,004 150,322 X 2 150,322 BANKUNITED INC COMMON 06652K103 11,411 397,471 X 1 365,713 31,758 BCE INC COMMON 05534B760 15 400 X 1 400 BERKSHIRE HATHAWAY INC CL B COMMON 084670702 35 424 X 1 424 BERRY PETROLEUM CO-CL A COMMON 085789105 15,995 317,053 X 1 291,746 25,307 BIG LOTS INC COMMON 089302103 1,758 40,477 X 2 40,477 BIG LOTS INC COMMON 089302103 14,889 342,827 X 1 202,805 140,022 BIOGEN IDEC INC COMMON 09062X103 37,316 508,458 X 1 215,513 292,945 BIOGEN IDEC INC COMMON 09062X103 250 3,400 X 2 3,400 BIOMED REALTY TRUST INC COMMON 09063H107 16,232 853,418 X 1 784,299 69,119 BLACKROCK INC COMMON 09247X101 20,371 101,343 X 1 32,065 69,278 BLUE NILE INCORPORATED COMMON 09578R103 31,573 584,786 X 1 182,176 402,610 BLUE NILE INCORPORATED COMMON 09578R103 154 2,857 X 2 2,857 BOB EVANS FARMS COMMON 096761101 9,074 278,353 X 1 256,702 21,651 BORG WARNER INC COMMON 099724106 4,284 53,758 X 1 53,758 BOSTON PROPERTIES INC COMMON 101121101 399 4,205 X 1 4,205 BRIGHAM EXPLORATION CO COMMON 109178103 89 2,391 X 2 2,391 BRIGHAM EXPLORATION CO COMMON 109178103 10,004 269,077 X 1 252,825 16,252 BRIGHTPOINT INC COMMON 109473405 8,766 808,667 X 1 745,236 63,431 BRISTOL MYERS SQUIBB COMMON 110122108 320,873 12,140,479 X 1 11,843,492 296,987 BRISTOL MYERS SQUIBB COMMON 110122108 1,495 56,568 X 2 56,568 BROADCOM CORP CL A COMMON 111320107 1,254 31,847 X 1 18,165 13,682 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 15,704 2,553,536 X 1 2,348,871 204,665 CABLEVISION SYSTEMS CL A COMMON 12686C109 231 6,682 X 1 6,682 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 6,322 374,546 X 1 344,706 29,840 CALPINE CORP COMMON 131347304 94,268 5,940,040 X 1 4,322,523 21,678 1,595,839 CALPINE CORP COMMON 131347304 1,642 103,460 X 2 103,460 CAMERON INTERNATIONAL CORP COMMON 13342B105 284 4,971 X 1 4,971 CAPITOL FEDERAL FINANCIAL INC COMMON 14057J101 10,424 924,977 X 1 851,274 73,703 CARDINAL HEALTH INC COMMON 14149Y108 2,126 51,693 X 1 44,672 7,021 CAREFUSION CORP COMMON 14170T101 31,427 1,114,431 X 1 686,904 427,527 CAREFUSION CORP COMMON 14170T101 3,446 122,215 X 2 122,215 CARROLS RESTAURANT GROUP INC COMMON 14574X104 344 37,130 X 1 37,130 CASH AMERICA INTL INC COMMON 14754D100 17,114 371,649 X 1 341,812 29,837 CATERPILLAR COMMON 149123101 97,596 876,480 X 1 542,941 15,433 318,106 CATHAY GENERAL BANCORP COMMON 149150104 19,393 1,137,403 X 1 1,045,480 91,923 CAVIUM NETWORKS INC COMMON 14965A101 6,402 142,499 X 1 128,918 13,581 CAVIUM NETWORKS INC COMMON 14965A101 90 2,010 X 2 2,010 CB RICHARD ELLIS GROUP INC COMMON 12497T101 4,527 169,567 X 1 169,567 CBOE HOLDINGS INC COMMON 12503M108 37 1,274 X 1 1,274 CBS CORP CL B COMMON 124857202 66,379 2,650,901 X 1 2,307,437 343,464 CBS CORP CL B COMMON 124857202 1,679 67,066 X 2 67,066 CELADON GROUP INC COMMON 150838100 2,109 129,870 X 2 129,870 CELADON GROUP INC COMMON 150838100 17,798 1,095,907 X 1 671,401 424,506 CENTURYLINK INC COMMON 156700106 66,051 1,589,669 X 1 1,383,967 205,702 CENTURYLINK INC COMMON 156700106 1,627 39,165 X 2 39,165 CEPHEID INC COMMON 15670R107 109 3,877 X 2 3,877 CEPHEID INC COMMON 15670R107 7,718 275,450 X 1 248,853 26,597 CHART INDUSTRIES INC COMMON 16115Q308 4,802 87,254 X 1 78,710 8,544 CHART INDUSTRIES INC COMMON 16115Q308 69 1,257 X 2 1,257 CHEMTURA CORP COMMON 163893209 38,945 2,264,224 X 1 1,638,790 625,434 CHEMTURA CORP COMMON 163893209 2,792 162,337 X 2 162,337 CHESAPEAKE ENERGY CORP COMMON 165167107 76,572 2,284,376 X 1 2,284,376 CHESAPEAKE ENERGY CORP CV BND 165167CB1 39,696 1,184,236 X 1 982,874 43,835 157,527 CHESAPEAKE ENERGY CORP CV BND 165167CB1 6,892 205,612 X 2 205,612 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 71 2,114 X 2 2,114 CHESAPEAKE ENRGY CVT PPD 4.50 CV PFD 165167842 12,778 381,214 X 1 378,259 2,955 CHEVRON CORP COMMON 166764100 2,254 20,978 X 2 20,978 CHEVRON CORP COMMON 166764100 154,995 1,442,757 X 1 977,630 12,226 452,901 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 19,766 72,570 X 1 56,149 16,421 CHURCH & DWIGHT CO INC COMMON 171340102 3,432 43,259 X 1 43,259 CIENA CORP COMMON 171779309 88 3,384 X 2 3,384 CIENA CORP COMMON 171779309 6,126 235,983 X 1 213,004 22,979 CIENA CORP CVT CV BND 171779AB7 312 12,018 X 2 12,018 CIENA CORP CVT CV BND 171779AB7 2,914 112,332 X 1 94,622 11,512 6,199 CIENA CORP CVT CV BND 171779AE1 17,898 689,989 X 2 689,989 CIENA CORP CVT CV BND 171779AE1 184,825 7,125,084 X 1 6,322,735 175,381 626,968 CIGNA CORP COMMON 125509109 438 9,881 X 1 9,881 CIRRUS LOGIC INC COMMON 172755100 229 10,885 X 1 10,885 CISCO SYSTEMS INC COMMON 17275R102 119,240 6,952,790 X 1 4,402,749 2,550,041 CISCO SYSTEMS INC COMMON 17275R102 1,754 102,266 X 2 102,266 CIT GROUP INC COMMON 125581801 171 4,022 X 1 4,022 CITIGROUP INC COMMON 172967101 2,078 470,226 X 2 470,226 CITIGROUP INC COMMON 172967101 89,756 20,306,879 X 1 17,797,052 2,509,827 CITY NATIONAL CORP COMMON 178566105 16,697 292,666 X 1 269,227 23,439 CLIFF NATURAL RESOURCES INC COMMON 18683K101 5,309 54,021 X 1 54,021 CLOROX CO COMMON 189054109 22,642 323,133 X 1 130,023 193,110 CLOROX CO COMMON 189054109 143 2,038 X 2 2,038 CLOUD PEAK ENERGY INC COMMON 18911Q102 2,779 128,696 X 2 128,696 CLOUD PEAK ENERGY INC COMMON 18911Q102 34,617 1,603,366 X 1 1,124,242 479,124 CME GROUP INC. COMMON 12572Q105 11,973 39,705 X 1 12,556 27,149 CMS ENERGY CORP COMMON 125896100 331 16,872 X 1 16,872 CMS ENERGY CORP CVT CV BND 125896BD1 3,938 200,512 X 2 200,512 CMS ENERGY CORP CVT CV BND 125896BD1 32,220 1,640,551 X 1 1,212,185 87,636 340,730 COBALT INTERNATIONAL ENERGY COMMON 19075F106 12,040 716,243 X 1 232,423 483,820 COCA-COLA COMMON 191216100 32,942 496,493 X 1 222,905 273,588 COCA-COLA COMMON 191216100 232 3,494 X 2 3,494 COCA-COLA ENTERPRISES COMMON 19122T109 123,571 4,526,402 X 1 3,186,822 33,198 1,306,382 COCA-COLA ENTERPRISES COMMON 19122T109 4,329 158,559 X 2 158,559 COGNEX CORP COMMON 192422103 12,073 427,370 X 1 392,932 34,438 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 59,498 730,930 X 1 440,815 5,758 284,357 COHU INC COMMON 192576106 4,286 279,065 X 1 256,715 22,350 COMCAST CORP CL A COMMON 20030N101 2,794 113,013 X 2 113,013 COMCAST CORP CL A COMMON 20030N101 116,724 4,721,836 X 1 4,126,962 594,874 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 10,108 566,592 X 1 521,316 45,276 COMSCORE INC COMMON 20564W105 4,151 140,671 X 1 126,825 13,846 COMSCORE INC COMMON 20564W105 60 2,035 X 2 2,035 COMSTOCK RESOURCES INC COMMON 205768203 97 3,136 X 2 3,136 COMSTOCK RESOURCES INC COMMON 205768203 14,748 476,654 X 1 434,323 42,331 CONAGRA INC COMMON 205887102 84,175 3,544,209 X 1 3,386,236 157,973 CONAGRA INC COMMON 205887102 665 27,987 X 2 27,987 CONCHO RESOURCES INC COMMON 20605P101 7,491 69,810 X 1 69,810 CONCUR TECHNOLOGIES INC COMMON 206708109 6,643 119,802 X 1 108,269 11,533 CONCUR TECHNOLOGIES INC COMMON 206708109 94 1,688 X 2 1,688 CONSOL ENERGY INC COMMON 20854P109 41,603 775,748 X 1 675,989 99,759 CONSOL ENERGY INC COMMON 20854P109 1,030 19,204 X 2 19,204 CONSTANT CONTACT INC COMMON 210313102 92 2,625 X 2 2,625 CONSTANT CONTACT INC COMMON 210313102 6,360 182,236 X 1 164,387 17,849 COOPER INDS LTD CL A COMMON G24140108 59 906 X 1 906 CORE MARK HOLDING CO INC COMMON 218681104 6,524 197,391 X 1 181,582 15,809 CORN PRODUCTS INTL INC COMMON 219023108 42,653 823,100 X 1 590,134 232,966 CORN PRODUCTS INTL INC COMMON 219023108 3,095 59,728 X 2 59,728 CORNING INC COMMON 219350105 57,644 2,794,167 X 1 1,975,073 103,358 715,736 CORPORATE EXECUTIVE BOARD COMMON 21988R102 83 2,058 X 2 2,058 CORPORATE EXECUTIVE BOARD COMMON 21988R102 5,783 143,238 X 1 129,234 14,004 COSTAR GROUP INC COMMON 22160N109 3,001 47,876 X 1 47,876 COSTCO WHOLESALE CORP COMMON 22160K105 19,539 266,489 X 1 83,752 182,737 CPFL ENERGIA SA- ADR ADR 126153105 15 175 X 1 175 CROWN CORK & SEAL CO INC COMMON 228368106 3,660 94,873 X 1 94,873 CTRIP.COM INTERNATIONAL ADR 22943F100 2,526 60,883 X 1 60,883 CUMMINS ENGINE COMMON 231021106 62,453 569,725 X 1 381,449 3,805 184,471 CVB FINANCIAL CORP COMMON 126600105 8,830 948,396 X 1 867,163 81,233 CVS CAREMARK CORP COMMON 126650100 1,687 49,143 X 2 49,143 CVS CAREMARK CORP COMMON 126650100 72,298 2,106,585 X 1 1,841,345 265,240 CYMER INC COMMON 232572107 112 1,988 X 2 1,988 CYMER INC COMMON 232572107 7,822 138,241 X 1 124,726 13,515 CYTEC INDUSTRIES INC COMMON 232820100 3,220 59,231 X 2 59,231 CYTEC INDUSTRIES INC COMMON 232820100 27,870 512,600 X 1 309,898 202,702 DAKTRONICS INC COMMON 234264109 266 24,706 X 2 24,706 DAKTRONICS INC COMMON 234264109 2,077 193,171 X 1 127,552 65,619 DANA HOLDING CORP COMMON 235825205 15,470 889,615 X 1 819,331 70,284 DANAHER CORP COMMON 235851102 4,540 87,482 X 1 3,721 83,761 DARLING INTERNATIONAL INC COMMON 237266101 18,663 1,214,278 X 1 1,113,700 100,578 DEALERTRACK HOLDINGS INC COMMON 242309102 74 3,206 X 2 3,206 DEALERTRACK HOLDINGS INC COMMON 242309102 5,089 221,666 X 1 199,848 21,818 DECKERS OUTDOOR CORP COMMON 243537107 79 914 X 2 914 DECKERS OUTDOOR CORP COMMON 243537107 9,064 105,217 X 1 99,016 6,201 DEERE & CO COMMON 244199105 70,118 723,690 X 1 613,219 110,471 DELTIC TIMBER CORP COMMON 247850100 10,632 159,072 X 1 147,310 11,762 DENBURY RESOURCES INC COMMON 247916208 1,871 76,700 X 1 76,700 DENTSPLY INTERNATIONAL INC COMMON 249030107 16,122 435,847 X 1 260,828 175,019 DENTSPLY INTERNATIONAL INC COMMON 249030107 1,856 50,175 X 2 50,175 DESTINATION MATERNITY CORP COMMON 25065D100 4,259 184,626 X 1 123,373 61,253 DEVELOPERS DIVERS REALTY COMMON 251591103 5,051 360,772 X 1 360,772 DEVON ENERGY CORP COMMON 25179M103 243 2,652 X 1 2,652 DEX ONE CORP COMMON 25212W100 55 11,334 X 2 11,334 DEX ONE CORP COMMON 25212W100 468 96,684 X 1 90,857 1,497 4,330 DIAGEO PLC SPON ADR ADR 25243Q205 131 1,716 X 2 1,716 DIAGEO PLC SPON ADR ADR 25243Q205 17,391 228,164 X 1 109,390 118,774 DIAMOND FOODS INC COMMON 252603105 10,444 187,171 X 1 174,358 12,813 DIAMOND FOODS INC COMMON 252603105 105 1,884 X 2 1,884 DICE HOLDINGS INC COMMON 253017107 5,003 331,115 X 1 298,524 32,591 DICE HOLDINGS INC COMMON 253017107 72 4,789 X 2 4,789 DIGITAL REALTY TRUST INC COMMON 253868103 49 840 X 1 840 DIODES INC COMMON 254543101 10,474 307,518 X 1 282,893 24,625 DIRECTV CLASS A COMMON 25490A101 1,141 24,371 X 2 24,371 DIRECTV CLASS A COMMON 25490A101 45,514 972,514 X 1 846,635 125,879 DISCOVER FINANCIAL SERVICES COMMON 254709108 120,080 4,978,428 X 1 3,973,011 1,005,417 DISCOVER FINANCIAL SERVICES COMMON 254709108 5,836 241,952 X 2 241,952 DISCOVERY COMMUNICATIONS INC COMMON 25470F104 15,884 398,092 X 1 124,792 273,300 DOLLAR FINANCIAL CORP COMMON 256664103 20,712 998,171 X 1 919,349 78,822 DOLLAR TREE INC COMMON 256746108 4,013 72,289 X 1 72,289 DOVER DOWNS GAMING & ENTERTAIN COMMON 260095104 1,253 349,031 X 1 233,251 115,780 DOW CHEMICAL COMMON 260543103 208 5,509 X 1 5,509 DRESSER-RAND GROUP INC COMMON 261608103 34,114 636,225 X 1 490,991 145,234 DRESSER-RAND GROUP INC COMMON 261608103 1,697 31,653 X 2 31,653 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 1,582 338,745 X 1 338,745 DSW INC- CLASS A COMMON 23334L102 94 2,341 X 2 2,341 DSW INC- CLASS A COMMON 23334L102 6,525 163,293 X 1 147,536 15,757 DUKE ENERGY CORP COMMON 26441C105 5,127 282,504 X 1 282,500 4 DUPONT E I COMMON 263534109 184 3,342 X 1 1,142 2,200 DUPONT FABROS TECHNOLOGY COMMON 26613Q106 16,263 670,649 X 1 616,263 54,386 DWS HIGH INCOME TRUST Closed E 23337C208 1,586 156,414 X 1 155,986 428 EASTMAN CHEMICAL CO COMMON 277432100 169 1,700 X 1 1,700 EASTMAN KODAK CO CVT CV BND 277461BJ7 10,135 3,137,653 X 1 2,684,211 453,441 EATON CORP COMMON 278058102 76,265 1,375,635 X 1 727,559 22,950 625,126 EBAY INC COMMON 278642103 66,380 2,138,522 X 1 1,861,824 276,698 EBAY INC COMMON 278642103 1,676 54,006 X 2 54,006 ECOLAB INC COMMON 278865100 5,766 113,007 X 1 34,879 78,128 EDWARDS LIFESCIENCES CORP COMMON 28176E108 4,378 50,324 X 1 50,324 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 721 40,044 X 2 40,044 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 26,150 1,452,803 X 1 1,337,633 2,404 112,766 EL PASO CORPORATION COMMON 28336L109 134,140 7,452,246 X 1 6,026,094 43,740 1,382,412 EL PASO CORPORATION COMMON 28336L109 8,038 446,582 X 2 446,582 EMBRAER SA-ADR ADR 29082A107 14,192 427,549 X 1 417,454 10,095 EMC CORP CVT CV BND 268648AM4 3,808 143,366 X 1 143,366 EMC CORP CVT CV BND 268648AM4 1,718 64,686 X 2 64,686 EMERSON ELEC COMMON 291011104 233 3,985 X 1 3,985 EMPLOYERS HOLDINGS INC COMMON 292218104 16,990 822,355 X 1 756,321 66,034 ENERGY INCOME AND GROWTH FD Closed E 292697109 51 1,750 X 1 1,750 ENERGY PARTNERS LTD COMMON 29270U303 16,763 931,290 X 1 856,648 74,642 ENERSIS SA - SPNNS ADR ADR 29274F104 301 14,500 X 1 14,500 ENI SPA SPON ADR ADR 26874R108 300 6,100 X 1 6,100 EOG RESOURCES INC COMMON 26875P101 25,614 216,133 X 1 66,466 7,890 141,777 EQUITY RESIDENTIAL COMMON 29476L107 25,949 460,000 X 1 460,000 ESTEE LAUDER COS CL A COMMON 518439104 89,555 929,383 X 1 672,639 12,139 244,605 EVERCORE PARTNERS INC-CL A COMMON 29977A105 92 2,681 X 2 2,681 EVERCORE PARTNERS INC-CL A COMMON 29977A105 6,434 187,644 X 1 169,553 18,091 EXAMWORKS GROUP INC COMMON 30066A105 87 3,896 X 2 3,896 EXAMWORKS GROUP INC COMMON 30066A105 6,019 270,779 X 1 244,292 26,487 EXPEDITORS INTL WASH INC COMMON 302130109 54,355 1,084,067 X 1 403,309 680,758 EXPEDITORS INTL WASH INC COMMON 302130109 317 6,322 X 2 6,322 EXPRESS SCRIPTS INC CL A COMMON 302182100 20,568 369,869 X 1 93,004 12,090 264,775 EXXON MOBIL CORP COMMON 30231G102 187,442 2,228,003 X 1 1,681,330 546,673 EXXON MOBIL CORP COMMON 30231G102 3,615 42,970 X 2 42,970 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 345 3,297 X 2 3,297 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 59,069 564,008 X 1 209,148 354,860 FAIRPOINT COMMUNICATIONS INC COMMON 305560302 791 46,912 X 2 46,912 FAIRPOINT COMMUNICATIONS INC COMMON 305560302 13,691 811,538 X 1 753,021 4,903 53,614 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 6 930 X 2 930 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 325 53,067 X 1 49,966 3,101 FERRO CORP COMMON 315405100 16,592 1,000,102 X 1 921,501 78,601 FIDELITY NATL INFORM SVCS INC COMMON 31620M106 1,607 49,163 X 2 49,163 FIDELITY NATL INFORM SVCS INC COMMON 31620M106 13,896 425,085 X 1 256,956 168,129 FIFTH STREET FINANCE CORP COMMON 31678A103 16,923 1,267,663 X 1 1,168,052 99,611 FIFTH THIRD BANCORP COMMON 316773100 1,642 118,286 X 2 118,286 FIFTH THIRD BANCORP COMMON 316773100 70,337 5,067,499 X 1 4,438,918 628,581 FIRST FINANCIAL BANCORP COMMON 320209109 13,122 786,208 X 1 723,065 63,143 FIRST HORIZON NATIONAL CORP COMMON 320517105 29,282 2,612,091 X 1 1,832,039 780,052 FIRST HORIZON NATIONAL CORP COMMON 320517105 2,149 191,704 X 2 191,704 FIRST NIAGARA FINANCIAL CORP COMMON 33582V108 8,944 658,647 X 1 605,438 53,209 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FMC CORP NEW COMMON 302491303 792 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 60,798 643,504 X 1 559,073 84,431 FORD MOTOR CO COMMON 345370860 59,656 4,001,075 X 1 3,687,517 41,396 272,162 FORD MOTOR CO COMMON 345370860 5,487 367,990 X 2 367,990 FORD MOTOR COMPANY CVT CV BND 345370CN8 34,413 2,308,065 X 2 2,308,065 FORD MOTOR COMPANY CVT CV BND 345370CN8 700,273 46,966,675 X 1 45,114,524 330,645 1,521,506 FORTINET INC COMMON 34959E109 2,286 51,944 X 1 51,944 FORTUNE BRANDS INC COMMON 349631101 2,038 32,923 X 2 32,923 FORTUNE BRANDS INC COMMON 349631101 17,378 280,792 X 1 168,299 112,493 FOSSIL INC COMMON 349882100 39,610 422,961 X 1 210,482 3,917 208,562 FOSSIL INC COMMON 349882100 1,335 14,256 X 2 14,256 FOSTER WHEELER AG COMMON H27178104 50,680 1,347,148 X 1 1,215,335 131,813 FOSTER WHEELER AG COMMON H27178104 1,194 31,750 X 2 31,750 FRANKLIN RESOURCES COMMON 354613101 156 1,251 X 2 1,251 FRANKLIN RESOURCES COMMON 354613101 46,200 369,367 X 1 131,571 5,925 231,871 FRED'S INC COMMON 356108100 11,777 884,180 X 1 814,315 69,865 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 21,490 386,854 X 1 129,907 8,811 248,136 FRESH DEL MONTE PRODUCE INC COMMON G36738105 8,460 324,015 X 1 299,939 24,076 FRESH MARKET INC/THE COMMON 35804H106 54 1,436 X 2 1,436 FRESH MARKET INC/THE COMMON 35804H106 3,761 99,659 X 1 89,901 9,758 FX ENERGY INC COMMON 302695101 25 3,000 X 1 3,000 G-III APPAREL GROUP LTD COMMON 36237H101 6,141 163,410 X 1 147,326 16,084 G-III APPAREL GROUP LTD COMMON 36237H101 89 2,363 X 2 2,363 GAP INC COMMON 364760108 1,241 54,787 X 2 54,787 GAP INC COMMON 364760108 48,749 2,151,343 X 1 1,870,788 280,555 GARTNER GROUP INC CL A COMMON 366651107 3,723 89,340 X 1 89,340 GENERAL ELECTRIC COMMON 369604103 148,950 7,428,906 X 1 6,472,857 956,049 GENERAL ELECTRIC COMMON 369604103 3,697 184,390 X 2 184,390 GENERAL MOTORS CO COMMON 37045V100 80,519 2,594,873 X 1 1,866,576 12,773 715,524 GENERAL MOTORS CO COMMON 37045V100 1,052 33,902 X 2 33,902 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 51,008 1,643,842 X 2 1,643,842 GENERAL MOTORS CVT PFD 4.75% 1 CV PFD 37045V209 334,234 10,771,304 X 1 9,767,032 110,667 893,605 GENESCO INC COMMON 371532102 12,586 313,076 X 1 288,330 24,746 GENESEE & WYOMING INC-CL A COMMON 371559105 20,352 349,688 X 1 320,154 29,534 GENESEE & WYOMING INC-CL A COMMON 371559105 95 1,640 X 2 1,640 GENOMIC HEALTH INC COMMON 37244C101 4,184 170,083 X 1 153,335 16,748 GENOMIC HEALTH INC COMMON 37244C101 61 2,464 X 2 2,464 GEOEYE INC COMMON 37250W108 25,221 606,575 X 1 364,642 241,933 GEOEYE INC COMMON 37250W108 2,922 70,263 X 2 70,263 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 17 450 X 1 450 GLOBAL TRAFFIC NETWORK INC COMMON 37947B103 1,758 140,948 X 1 94,205 46,743 GOLDMAN SACHS GROUP COMMON 38141G104 73 458 X 1 458 GOODYEAR TIRE & RUBBER CO COMMON 382550101 34,186 2,282,124 X 1 1,984,967 297,157 GOODYEAR TIRE & RUBBER CO COMMON 382550101 867 57,894 X 2 57,894 GOOGLE INC-CL A COMMON 38259P508 612 1,044 X 2 1,044 GOOGLE INC-CL A COMMON 38259P508 159,832 272,653 X 1 136,102 1,669 134,882 GRAFTECH INTL LTD COMMON 384313102 6,246 302,749 X 1 273,098 29,651 GRAFTECH INTL LTD COMMON 384313102 90 4,361 X 2 4,361 GREENHILL & CO INC COMMON 395259104 61 932 X 2 932 GREENHILL & CO INC COMMON 395259104 4,321 65,675 X 1 59,315 6,360 GRIFFON CORPORATION COMMON 398433102 8,981 683,971 X 1 630,584 53,387 GSI GROUP INC COMMON 36191C205 6,829 662,985 X 1 609,852 53,133 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 69 6,469 X 2 6,469 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 4,839 453,906 X 1 409,244 44,662 H&E EQUIPMENT SERVICES INC COMMON 404030108 10,606 543,595 X 1 498,265 45,330 HALLIBURTON CO COMMON 406216101 46,659 936,180 X 1 469,736 17,594 448,850 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 5,846 224,606 X 1 202,667 21,939 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 84 3,226 X 2 3,226 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 4,860 107,402 X 1 98,824 8,578 HARLEY DAVIDSON INC COMMON 412822108 3,349 78,811 X 1 78,811 HARMONIC INC COMMON 413160102 6,829 728,087 X 1 670,404 57,683 HARSCO CORP COMMON 415864107 1,003 28,430 X 2 28,430 HARSCO CORP COMMON 415864107 46,156 1,307,917 X 1 1,148,455 159,462 HARTE HANKS INC COMMON 416196103 757 63,594 X 2 63,594 HARTE HANKS INC COMMON 416196103 10,162 853,969 X 1 609,307 244,662 HASBRO INC COMMON 418056107 109 2,325 X 1 2,325 HAYNES INTERNATIONAL INC COMMON 420877201 10,452 188,494 X 1 173,487 15,007 HCA HOLDINGS INC COMMON 40412C101 1,010 29,831 X 2 29,831 HCA HOLDINGS INC COMMON 40412C101 64,565 1,906,267 X 1 1,334,070 9,699 562,498 HCC INSURANCE HLDG COMMON 404132102 16,792 536,303 X 1 494,571 41,732 HCP INC COMMON 40414L109 76 2,000 X 1 2,000 HEALTHSOUTH CORP COMMON 421924309 103 4,125 X 1 4,125 HEARTWARE INTERNATIONAL INC COMMON 422368100 2,897 33,872 X 1 30,557 3,315 HEARTWARE INTERNATIONAL INC COMMON 422368100 42 487 X 2 487 HEICO CORP COMMON 422806109 92 1,469 X 2 1,469 HEICO CORP COMMON 422806109 6,414 102,595 X 1 92,601 9,994 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 14,918 867,340 X 1 698,109 169,231 HELIX ENERGY SOLUTIONS GROUP I COMMON 42330P107 694 40,360 X 2 40,360 HERSHA HOSPITALITY TRUST COMMON 427825104 11,951 2,011,962 X 1 1,849,347 162,615 HESS CORP COMMON 42809H107 2,592 30,415 X 2 30,415 HESS CORP COMMON 42809H107 101,946 1,196,414 X 1 1,041,332 155,082 HEWLETT PACKARD COMMON 428236103 34,733 847,773 X 1 739,010 108,763 HEWLETT PACKARD COMMON 428236103 875 21,351 X 2 21,351 HEXCEL CORP COMMON 428291108 106 5,380 X 2 5,380 HEXCEL CORP COMMON 428291108 7,353 373,428 X 1 336,854 36,574 HIBBETT SPORTS INC COMMON 428567101 6,451 180,152 X 1 162,513 17,639 HIBBETT SPORTS INC COMMON 428567101 93 2,595 X 2 2,595 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 13,614 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 6,284 98,545 X 1 88,943 9,602 HITTITE MICROWAVE CORP COMMON 43365Y104 90 1,412 X 2 1,412 HMS HOLDINGS CORP COMMON 40425J101 9,850 120,347 X 1 112,731 7,616 HMS HOLDINGS CORP COMMON 40425J101 92 1,119 X 2 1,119 HOLOGIC INC CVT CV BND 436440AA9 10,483 472,228 X 2 472,228 HOLOGIC INC CVT CV BND 436440AA9 103,650 4,668,929 X 1 3,969,980 196,017 502,933 HOLOGIC INC CVT CV BND 436440AB7 7,654 344,768 X 1 262,266 4,342 78,159 HOLOGIC INC CVT CV BND 436440AB7 1,239 55,797 X 2 55,797 HOME DEPOT COMMON 437076102 136 3,679 X 2 3,679 HOME DEPOT COMMON 437076102 20,023 540,296 X 1 234,717 305,579 HONEYWELL INTERNATIONAL INC COMMON 438516106 78,603 1,316,415 X 1 1,156,759 159,656 HONEYWELL INTERNATIONAL INC COMMON 438516106 1,846 30,914 X 2 30,914 HORNBECK OFFSHORE SERVICES COMMON 440543106 169 5,473 X 1 5,473 HORSEHEAD HOLDING CORP COMMON 440694305 17,567 1,030,321 X 1 947,527 82,794 HOSPIRA INC COMMON 441060100 1 20 X 1 20 HOT TOPIC INC COMMON 441339108 11,364 1,993,766 X 1 1,834,511 159,255 HOVNANIAN ENT CVT CV PFD 44248W208 6,308 1,787,063 X 1 1,787,063 HSN INC COMMON 404303109 7,525 234,922 X 1 215,916 19,006 HUB GROUP INC CL A COMMON 443320106 6,772 187,129 X 1 168,871 18,258 HUB GROUP INC CL A COMMON 443320106 97 2,689 X 2 2,689 HUMAN GENOME SCIENCES CV BND 444903AK4 5,350 194,893 X 2 194,893 HUMAN GENOME SCIENCES CV BND 444903AK4 26,465 964,109 X 1 720,975 44,703 198,431 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 218,663 7,965,865 X 1 7,503,090 162,506 300,270 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 21,058 767,150 X 2 767,150 HUNT J B TRANSPORT SVCS INC COMMON 445658107 216 4,760 X 1 4,760 HUNTSMAN CORP COMMON 447011107 17 1,000 X 1 1,000 IAC/ INTERACTIVECORP COMMON 44919P508 2,948 95,424 X 2 95,424 IAC/ INTERACTIVECORP COMMON 44919P508 36,063 1,167,452 X 1 812,258 355,194 IBERIABANK CORP COMMON 450828108 16,581 275,753 X 1 254,107 21,646 IBM COMMON 459200101 2,851 17,486 X 1 8,187 3,653 5,646 IHS INC-CLASS A COMMON 451734107 105 1,183 X 2 1,183 IHS INC-CLASS A COMMON 451734107 7,309 82,351 X 1 74,300 8,051 II-VI INC COMMON 902104108 16,330 328,232 X 1 301,950 26,282 ILLINOIS TOOL WORKS INC COMMON 452308109 172 3,200 X 1 3,200 ILLUMINA INC COMMON 452327109 57 810 X 1 810 IMAX CORP COMMON 45245E109 101 3,173 X 2 3,173 IMAX CORP COMMON 45245E109 7,149 223,560 X 1 202,057 21,503 INCYTE CORP COMMON 45337C102 53 3,370 X 2 3,370 INCYTE CORP COMMON 45337C102 3,728 235,232 X 1 212,320 22,912 INFORMATICA CORP COMMON 45666Q102 150 2,873 X 2 2,873 INFORMATICA CORP COMMON 45666Q102 15,314 293,202 X 1 273,718 19,484 INGERSOLL-RAND PLC COMMON G47791101 501 10,380 X 1 10,380 INPHI CORP COMMON 45772F107 78 3,694 X 2 3,694 INPHI CORP COMMON 45772F107 5,366 255,391 X 1 230,254 25,137 INSULET CORP COMMON 45784P101 7,781 377,333 X 1 340,395 36,938 INSULET CORP COMMON 45784P101 112 5,433 X 2 5,433 INTEGRATED DEVICE TECH INC COMMON 458118106 2,505 339,930 X 2 339,930 INTEGRATED DEVICE TECH INC COMMON 458118106 30,797 4,178,729 X 1 2,153,902 2,024,827 INTEL CORP COMMON 458140100 564,622 27,993,179 X 1 27,987,579 5,600 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,191 25,833 X 1 25,833 INTERPUBLIC GROUP COS CVT CV BND 460690BE9 3,542 281,804 X 1 281,804 INTERPUBLIC GROUP COS INC COMMON 460690100 448 35,678 X 1 35,678 INTERVAL LEISURE GROUP COMMON 46113M108 1,530 93,555 X 2 93,555 INTERVAL LEISURE GROUP COMMON 46113M108 13,228 809,053 X 1 486,057 322,996 INTERXION HOLDING NV COMMON N47279109 62 4,756 X 2 4,756 INTERXION HOLDING NV COMMON N47279109 4,275 328,814 X 1 296,450 32,364 INTL PAPER COMMON 460146103 21,652 717,423 X 1 218,222 18,707 480,494 INTRALINKS HOLDINGS INC COMMON 46118H104 3,847 143,855 X 1 129,791 14,064 INTRALINKS HOLDINGS INC COMMON 46118H104 55 2,067 X 2 2,067 INVITROGEN CORP CV BND 46185RAK6 28,510 543,885 X 1 530,457 12,448 980 IPATH DOW JONES-AIG COMMDTY Exchange 06738C778 103 2,000 X 1 2,000 IPG PHOTONICS CORP COMMON 44980X109 97 1,690 X 2 1,690 IPG PHOTONICS CORP COMMON 44980X109 6,765 117,287 X 1 105,802 11,485 ISHARES IBOXX H/Y CORP BOND Exchange 464288513 977 10,625 X 1 10,625 ISHARES LEHMAN INTERMEDIATE Exchange 464288638 50 475 X 1 475 ISHARES MSCI EAFE INDEX FUND Exchange 464287465 2,282 37,979 X 1 36,784 1,195 ISHARES MSCI EMERGING MKT INDE Exchange 464287234 2,221 45,625 X 1 43,675 1,950 ISHARES RUSSELL 2000 INDEX FUN Exchange 464287655 8,346 99,162 X 1 99,162 ISHARES RUSSELL MIDCAP GROWTH Exchange 464287481 37 600 X 1 600 ISLE OF CAPRI CASINOS COMMON 464592104 8,284 872,005 X 1 802,207 69,798 ITC HOLDINGS CORP COMMON 465685105 16,778 240,029 X 1 221,813 18,216 J & J SNACK FOODS CORP COMMON 466032109 14,352 304,908 X 1 280,775 24,133 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,847 35,918 X 1 1,938 33,980 JARDEN CORP COMMON 471109108 12,351 347,221 X 1 322,274 24,947 JM SMUCKER CO COMMON 832696405 22,963 321,655 X 1 194,957 126,698 JM SMUCKER CO COMMON 832696405 2,650 37,119 X 2 37,119 JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 1,730 89,989 X 2 89,989 JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 24,913 1,295,549 X 1 944,987 350,562 JOHNSON CONTROLS COMMON 478366107 53,267 1,281,391 X 1 1,115,178 166,213 JOHNSON CONTROLS COMMON 478366107 1,320 31,759 X 2 31,759 JONES LANG LASALLE INC COMMON 48020Q107 54,221 543,626 X 1 522,891 2,863 17,872 JOY GLOBAL INC COMMON 481165108 6,805 68,868 X 1 68,868 JP MORGAN CHASE & CO COMMON 46625H100 3,667 79,538 X 2 79,538 JP MORGAN CHASE & CO COMMON 46625H100 183,275 3,975,604 X 1 2,990,057 21,599 963,948 JUNIPER NETWORKS COMMON 48203R104 23,770 564,878 X 1 436,880 127,998 K12 INC COMMON 48273U102 99 2,927 X 2 2,927 K12 INC COMMON 48273U102 6,852 203,332 X 1 183,435 19,897 KADANT INC COMMON 48282T104 9,876 377,090 X 1 224,067 153,023 KADANT INC COMMON 48282T104 1,171 44,700 X 2 44,700 KAR AUCTION SERVICES INC COMMON 48238T109 5,512 359,290 X 1 330,177 29,113 KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 32 1,650 X 1 1,650 KB HOME CORP COMMON 48666K109 12 940 X 2 940 KB HOME CORP COMMON 48666K109 6,196 498,050 X 1 496,500 1,550 KBR INC COMMON 48242W106 76 2,000 X 1 2,000 KELLOGG CO COMMON 487836108 1,626 30,118 X 2 30,118 KELLOGG CO COMMON 487836108 65,987 1,222,429 X 1 1,064,225 158,204 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 3,974 371,070 X 1 302,431 14,461 54,178 KENNETH COLE PRODUCTIONS -A COMMON 193294105 3,820 294,530 X 1 271,010 23,520 KEYCORP (NEW) COMMON 493267108 2,790 314,176 X 2 314,176 KEYCORP (NEW) COMMON 493267108 20,905 2,354,150 X 1 1,612,389 741,761 KIMBERLY CLARK COMMON 494368103 39 600 X 1 600 KIMCO REALTY CORP COMMON 49446R109 289 15,753 X 1 15,753 KINROSS GOLD CORP COMMON 496902404 30 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 2,555 44,605 X 2 44,605 KIRBY CORP COMMON 497266106 34,259 597,995 X 1 427,423 170,572 KOPPERS HOLDINGS INC COMMON 50060P106 18,079 423,386 X 1 389,479 33,907 KROGER COMMON 501044101 141 5,900 X 1 5,900 KRONOS WORLDWIDE INC COMMON 50105F105 2,247 38,442 X 1 38,442 KULICKE & SOFFA CVT CV BND 501242AT8 31,572 3,376,661 X 1 3,181,956 80,460 114,246 KULICKE & SOFFA CVT CV BND 501242AT8 6,186 661,581 X 2 661,581 LABARGE INC COMMON 502470107 4,087 230,909 X 1 196,934 33,975 LEAR CORP COMMON 521865204 37,188 760,961 X 1 454,702 306,259 LEAR CORP COMMON 521865204 4,237 86,691 X 2 86,691 LEGG MASON INC COMMON 524901105 130,968 3,628,914 X 1 2,553,542 1,075,372 LEGG MASON INC COMMON 524901105 4,273 118,404 X 2 118,404 LEGGETT & PLATT INC COMMON 524660107 810 33,064 X 2 33,064 LEGGETT & PLATT INC COMMON 524660107 12,300 502,058 X 1 370,900 131,158 LENNAR CORP COMMON 526057104 9,956 549,450 X 1 549,450 LEVEL 3 COMM CONV CV BND 52729NBK5 14,727 10,018,133 X 1 9,503,481 161,172 353,480 LEVEL 3 COMM CONV CV BND 52729NBK5 254 173,077 X 2 173,077 LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 17,854 12,145,749 X 1 10,797,571 1,348,178 LIBERTY MEDIA CORPORAT 530715AN1 896 20,060 X 2 20,060 LIBERTY MEDIA CORPORAT 530715AN1 41,439 927,246 X 1 892,067 9,431 25,749 LIBERTY MEDIA CORP-INTER A COMMON 53071M104 30,650 1,910,847 X 1 1,152,758 758,089 LIBERTY MEDIA CORP-INTER A COMMON 53071M104 3,526 219,798 X 2 219,798 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 56,760 731,438 X 1 540,929 190,509 LIBERTY MEDIA-STARZ SERIES A COMMON 53071M708 3,722 47,970 X 2 47,970 LIFE TIME FITNESS INC COMMON 53217R207 85 2,269 X 2 2,269 LIFE TIME FITNESS INC COMMON 53217R207 5,912 158,451 X 1 143,060 15,391 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 1,632 40,591 X 1 28,177 2,123 10,291 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 12,932 321,696 X 1 251,796 10,717 59,184 LILLY ELI COMMON 532457108 93 2,654 X 1 600 2,054 LINEAR TECHNOLOGY CORP COMMON 535678106 3,236 96,214 X 1 96,214 LITTELFUSE INC COMMON 537008104 13,640 238,886 X 1 220,010 18,876 LIVE NATION ENTERTAINMENT INC COMMON 538034109 6,849 684,882 X 1 538,036 146,846 LIVE NATION ENTERTAINMENT INC COMMON 538034109 494 49,411 X 2 49,411 LOWES COS COMMON 548661107 66,856 2,529,545 X 1 2,068,264 461,281 LOWES COS COMMON 548661107 1,525 57,681 X 2 57,681 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 1,160 199,609 X 2 199,609 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 5,384 926,709 X 1 612,051 13,029 301,628 LUFKIN INDS INC COMMON 549764108 81 864 X 2 864 LUFKIN INDS INC COMMON 549764108 23,044 246,539 X 1 229,011 17,528 LULULEMON ATHLETICA INC COMMON 550021109 16,752 188,119 X 1 183,541 4,578 LYONDELLBASELL INDU-CL A COMMON N53745100 298 7,529 X 1 7,529 M & T BANK CORP COMMON 55261F104 65 732 X 1 732 MADISON SQUARE GARDEN INC-A COMMON 55826P100 1,386 51,353 X 2 51,353 MADISON SQUARE GARDEN INC-A COMMON 55826P100 19,966 739,743 X 1 518,171 221,572 MARATHON OIL CORP COMMON 565849106 113 2,125 X 1 2,125 MARKETAXESS HOLDINGS INC COMMON 57060D108 14,214 587,335 X 1 540,966 46,369 MASTEC INC COMMON 576323109 5,533 266,031 X 1 239,980 26,051 MASTEC INC COMMON 576323109 80 3,833 X 2 3,833 MATERIALS SELECT SECTOR SPDR Exchange 81369Y100 937 23,400 X 1 23,400 MAXWELL TECHNOLOGIES INC COMMON 577767106 74 4,267 X 2 4,267 MAXWELL TECHNOLOGIES INC COMMON 577767106 5,123 296,663 X 1 267,655 29,008 MCCORMICK & CO NON VTG COMMON 579780206 6,556 137,071 X 1 7,474 129,597 MCDERMOTT INTL INC COMMON 580037109 28,353 1,116,682 X 1 664,748 451,934 MCDERMOTT INTL INC COMMON 580037109 3,992 157,216 X 2 157,216 MCDONALDS COMMON 580135101 966 12,701 X 1 6,094 6,607 MCGRATH RENTCORP COMMON 580589109 11,089 406,645 X 1 373,712 32,933 MCKESSON CORP COMMON 58155Q103 14,190 179,510 X 1 55,104 7,301 117,105 MDU RESOURCES GROUP INC COMMON 552690109 8,072 351,409 X 1 205,933 145,476 MDU RESOURCES GROUP INC COMMON 552690109 846 36,817 X 2 36,817 MEADE JOHNSON NUTRITION CO COMMON 582839106 850 14,678 X 2 14,678 MEADE JOHNSON NUTRITION CO COMMON 582839106 7,325 126,449 X 1 75,890 50,559 MEADWESTVACO CORP COMMON 583334107 2,250 74,183 X 1 3,500 70,683 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 62 1,110 X 1 50 1,060 MEDNAX INC COMMON 58502B106 25,676 385,464 X 1 292,676 92,788 MEDNAX INC COMMON 58502B106 1,506 22,614 X 2 22,614 MEDTRONIC INC COMMON 585055106 2,023 51,400 X 2 51,400 MEDTRONIC INC COMMON 585055106 101,748 2,585,716 X 1 2,002,368 583,348 MERCADOLIBRE INC COMMON 58733R102 3,806 46,631 X 1 46,631 MERCK & CO COMMON 58933Y105 2,138 64,783 X 2 64,783 MERCK & CO COMMON 58933Y105 106,313 3,220,629 X 1 2,422,191 798,438 METHODE ELECTRONICS INC COMMON 591520200 11,881 983,543 X 1 905,194 78,349 METLIFE INC COMMON 59156R108 2,007 44,869 X 2 44,869 METLIFE INC COMMON 59156R108 115,492 2,581,974 X 1 1,875,491 19,454 687,029 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 4,696 27,303 X 1 27,303 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 105,325 9,182,609 X 1 7,758,982 387,176 1,036,452 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 7,230 630,303 X 2 630,303 MICROS SYSTEM INC COMMON 594901100 1,853 37,480 X 2 37,480 MICROS SYSTEM INC COMMON 594901100 15,991 323,504 X 1 194,241 129,263 MICROSOFT CORP COMMON 594918104 173 6,828 X 2 6,828 MICROSOFT CORP COMMON 594918104 60,461 2,384,104 X 1 850,536 41,635 1,491,933 MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,105 250,853 X 1 230,834 20,019 MIDDLEBY CORP COMMON 596278101 1,822 19,544 X 2 19,544 MIDDLEBY CORP COMMON 596278101 22,720 243,729 X 1 170,431 73,298 MIDDLESEX WATER CO COMMON 596680108 8,683 477,338 X 1 444,121 33,217 MINE SAFETY APPLIANCES CO COMMON 602720104 66 1,800 X 1 1,800 MINERALS TECHNOLOGIES INC COMMON 603158106 9,702 141,590 X 1 131,329 10,261 MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 5,264 363,000 X 1 334,053 28,947 MONSANTO CO NEW COMMON 61166W101 159 2,200 X 1 2,200 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,488 441,327 X 1 441,327 MOVADO CORP INC COMMON 624580106 11,298 769,600 X 1 707,390 62,210 MSCI INC-A COMMON 55354G100 15,238 413,850 X 1 151,300 262,550 MSCI INC-A COMMON 55354G100 89 2,414 X 2 2,414 MWI VETERINARY SUPPLY INC COMMON 55402X105 89 1,101 X 2 1,101 MWI VETERINARY SUPPLY INC COMMON 55402X105 6,163 76,388 X 1 68,909 7,479 MYLAN LABS COMMON 628530107 19,305 851,551 X 1 652,721 14,982 183,848 MYR GROUP INC/DELAWARE COMMON 55405W104 9,820 410,539 X 1 377,609 32,930 NASDAQ OMX GROUP/THE COMMON 631103108 35,532 1,375,068 X 1 842,023 533,045 NASDAQ OMX GROUP/THE COMMON 631103108 4,227 163,572 X 2 163,572 NATIONAL OILWELL VARCO INC COMMON 637071101 52,278 659,495 X 1 551,584 4,907 103,004 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 12,598 482,131 X 1 445,070 37,061 NATUS MEDICAL INC COMMON 639050103 6,096 362,850 X 1 327,375 35,475 NATUS MEDICAL INC COMMON 639050103 88 5,213 X 2 5,213 NAVISTAR INTL CORP CVT CV BND 63934EAL2 44,329 639,396 X 1 591,061 15,018 33,317 NAVISTAR INTL CORP CVT CV BND 63934EAL2 5,054 72,901 X 2 72,901 NCI BUILDING SYSTEMS INC COMMON 628852204 4,040 318,865 X 1 287,671 31,194 NCI BUILDING SYSTEMS INC COMMON 628852204 58 4,595 X 2 4,595 NEENAH PAPER INC COMMON 640079109 18 X 1 18 NEKTAR THERAPEUTICS COMMON 640268108 3,996 421,978 X 1 380,444 41,534 NEKTAR THERAPEUTICS COMMON 640268108 58 6,103 X 2 6,103 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 39,482 4,169,159 X 1 3,803,883 98,754 266,521 NEKTAR THERAPEUTICS CVT CV BND 640268AH1 700 73,892 X 2 73,892 NETAPP INC COMMON 64110D104 27,808 577,552 X 1 363,138 12,059 202,355 NETFLIX.COM INC COMMON 64110L106 73,383 309,201 X 1 208,408 2,019 98,774 NETGEAR INC COMMON 64111Q104 2,002 61,704 X 2 61,704 NETGEAR INC COMMON 64111Q104 30,721 947,003 X 1 702,783 244,220 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 92 2,183 X 2 2,183 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 6,376 151,727 X 1 136,884 14,843 NEUTRAL TANDEM INC COMMON 64128B108 1,510 102,348 X 1 93,992 8,356 NEWELL RUBBERMAID INC COMMON 651229106 1,310 68,465 X 2 68,465 NEWELL RUBBERMAID INC COMMON 651229106 52,679 2,753,732 X 1 2,395,651 358,081 NEWFIELD EXPLORATION CO COMMON 651290108 185 2,435 X 1 2,435 NEWPARK RESOURCES INC COMMON 651718504 260 33,091 X 1 33,091 NII HOLDINGS INC CVT CV BND 62913FAJ1 141 3,381 X 1 3,381 NOBLE ENERGY INC COMMON 655044105 18,208 188,389 X 1 57,915 3,132 127,342 NORDSTROM INC COMMON 655664100 1,147 25,562 X 1 14,514 11,048 NORFOLK SOUTHN CORP COMMON 655844108 64,732 934,489 X 1 806,393 128,096 NORFOLK SOUTHN CORP COMMON 655844108 1,572 22,700 X 2 22,700 NORTHEAST UTILITIES COMMON 664397106 26,875 776,721 X 1 238,194 15,576 522,951 NORTHROP GRUMMAN CORP COMMON 666807102 2,017 32,159 X 2 32,159 NORTHROP GRUMMAN CORP COMMON 666807102 83,072 1,324,698 X 1 1,156,735 167,963 NOVARTIS AG SPON ADR ADR 66987V109 292 5,367 X 2 5,367 NOVARTIS AG SPON ADR ADR 66987V109 45,161 830,935 X 1 335,935 495,000 NTELOS HOLDINGS CORP COMMON 67020Q107 12,050 654,555 X 1 392,470 262,085 NTELOS HOLDINGS CORP COMMON 67020Q107 1,408 76,456 X 2 76,456 NUANCE COMMUNICATIONS CVT CV BND 67020YAB6 2,511 128,434 X 1 128,434 NUCOR CORP COMMON 670346105 12 250 X 1 250 NV ENERGY INC COMMON 67073Y106 133 8,925 X 1 8,925 NXSTAGE MEDICAL INC COMMON 67072V103 4,455 202,694 X 1 182,958 19,736 NXSTAGE MEDICAL INC COMMON 67072V103 64 2,907 X 2 2,907 O CHARLEYS INC COMMON 670823103 808 135,325 X 2 135,325 O CHARLEYS INC COMMON 670823103 6,325 1,059,454 X 1 607,377 452,077 OASIS PETROLEUM INC COMMON 674215108 68 2,151 X 2 2,151 OASIS PETROLEUM INC COMMON 674215108 4,743 149,989 X 1 135,385 14,604 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 6,885 544,710 X 1 501,174 43,536 OCCIDENTAL PETE COMMON 674599105 4,704 45,022 X 1 16,681 28,341 OCEANEERING INTL INC COMMON 675232102 28,857 322,601 X 1 295,652 26,949 OCEANEERING INTL INC COMMON 675232102 99 1,106 X 2 1,106 OFFICEMAX INC COMMON 67622P101 10,158 785,031 X 1 635,470 149,561 OFFICEMAX INC COMMON 67622P101 735 56,805 X 2 56,805 OIL SERVICE HOLDRS TRUST Exchange 678002106 1,216 7,400 X 1 7,400 OLD DOMINION FREIGHT LINE COMMON 679580100 14,149 403,212 X 1 371,184 32,028 OLD REPUBLIC INTL CORP COMMON 680223104 26,666 2,101,348 X 1 1,547,646 553,702 OLD REPUBLIC INTL CORP COMMON 680223104 1,772 139,601 X 2 139,601 OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 252,983 19,935,644 X 1 19,854,897 80,748 OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 7,883 621,209 X 2 621,209 OLIN COMMON 680665205 9,907 432,231 X 1 400,870 31,361 OMEGA HEALTHCARE INVESTORS COMMON 681936100 15,715 703,462 X 1 646,487 56,975 OMNICARE INC CVT CV BND 681904AL2 9,400 313,432 X 2 313,432 OMNICARE INC CVT CV BND 681904AL2 56,966 1,899,506 X 1 1,440,345 76,194 382,967 OMNICARE INC CVT CV BND 681904AN8 6,606 220,285 X 2 220,285 OMNICARE INC CVT CV BND 681904AN8 98,412 3,281,503 X 1 3,077,798 33,708 169,997 OMNICOM GROUP COMMON 681919106 94,516 1,926,536 X 1 1,356,306 570,230 OMNICOM GROUP COMMON 681919106 1,748 35,622 X 2 35,622 OMNOVA SOLUTIONS INC COMMON 682129101 6,103 775,439 X 1 713,597 61,842 ONEOK INC COMMON 682680103 275 4,105 X 1 4,105 OPENTABLE INC COMMON 68372A104 5,342 50,233 X 1 50,233 ORACLE CORP COMMON 68389X105 311,486 9,334,306 X 1 6,091,616 55,748 3,186,942 ORACLE CORP COMMON 68389X105 3,332 99,855 X 2 99,855 OSHKOSH TRUCK CORP COMMON 688239201 101 2,850 X 1 2,850 OWENS-ILLINOIS INC COMMON 690768403 47,355 1,568,562 X 1 1,482,076 31,083 55,403 OWENS-ILLINOIS INC COMMON 690768403 784 25,966 X 2 25,966 PANERA BREAD CO CL A COMMON 69840W108 26,144 205,855 X 1 165,916 39,939 PANERA BREAD CO CL A COMMON 69840W108 91 715 X 2 715 PARKER HANNIFIN COMMON 701094104 38,787 409,666 X 1 152,916 9,915 246,835 PEABODY ENERGY CORP COMMON 704549104 242 3,357 X 1 3,357 PENN VIRGINIA CORP CVT CV BND 707882AA4 197 11,602 X 2 11,602 PENN VIRGINIA CORP CVT CV BND 707882AA4 1,482 87,359 X 1 54,372 32,987 PENSKE AUTO GROUP INC COMMON 70959W103 313 15,658 X 1 15,658 PEP BOYS COMMON 713278109 15,926 1,253,019 X 1 1,152,584 100,435 PEPSICO INC COMMON 713448108 2,075 32,219 X 2 32,219 PEPSICO INC COMMON 713448108 116,589 1,810,114 X 1 1,303,900 506,214 PERFICIENT INC COMMON 71375U101 3,598 299,586 X 1 257,607 41,979 PERRIGO CO COMMON 714290103 58,317 733,361 X 1 479,562 5,391 248,408 PETROLEUM DEVELOPMENT CORP COMMON 716578109 9,327 194,276 X 1 178,527 15,749 PFIZER INC COMMON 717081103 123,969 6,103,826 X 1 4,239,965 1,863,861 PFIZER INC COMMON 717081103 2,165 106,594 X 2 106,594 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 1,523 54,947 X 2 54,947 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 21,060 760,013 X 1 547,337 212,676 PHARMASSET INC COMMON 71715N106 84 1,064 X 2 1,064 PHARMASSET INC COMMON 71715N106 5,810 73,810 X 1 66,581 7,229 PHH CORP COMMON 693320202 2,265 104,065 X 2 104,065 PHH CORP COMMON 693320202 32,052 1,472,313 X 1 1,065,934 406,379 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 13 200 X 1 200 PHILLIPS-VAN HEUSEN COMMON 718592108 87 1,339 X 2 1,339 PHILLIPS-VAN HEUSEN COMMON 718592108 6,081 93,505 X 1 84,407 9,098 PILGRIMS PRIDE CORP COMMON 72147K108 15,755 2,043,412 X 1 1,882,332 161,080 PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,100 489,699 X 1 450,657 39,042 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 7,064 69,307 X 1 13,779 1,378 54,151 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 161 1,585 X 2 1,585 PITNEY BOWES COMMON 724479100 15 600 X 1 600 PLAINS EXPLORATION & PRODUCT COMMON 726505100 451 12,440 X 1 12,440 PMC SIERRA INC COMMON 69344F106 7,934 1,057,872 X 1 973,380 84,492 PNC FINANCIAL SERVICES COMMON 693475105 106,537 1,691,332 X 1 1,292,586 398,746 PNC FINANCIAL SERVICES COMMON 693475105 2,192 34,807 X 2 34,807 POLYPORE INTERNATIONAL INC COMMON 73179V103 8,706 151,198 X 1 142,832 8,366 POLYPORE INTERNATIONAL INC COMMON 73179V103 71 1,230 X 2 1,230 POPULAR INC COMMON 733174106 11,984 4,118,185 X 1 3,794,391 323,794 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 153 2,600 X 1 2,600 POTLATCH CORP COMMON 737630103 2,898 72,099 X 2 72,099 POTLATCH CORP COMMON 737630103 40,081 997,051 X 1 718,958 278,093 POWER INTEGRATIONS INC COMMON 739276103 60 1,559 X 2 1,559 POWER INTEGRATIONS INC COMMON 739276103 4,171 108,813 X 1 98,212 10,601 PPG INDS COMMON 693506107 421 4,427 X 1 4,427 PPL CORPORATION COMMON 69351T106 68,049 2,689,691 X 1 2,353,606 336,085 PPL CORPORATION COMMON 69351T106 1,574 62,210 X 2 62,210 PRAXAIR INC COMMON 74005P104 1,465 14,419 X 1 7,268 4,157 2,994 PRECISION CASTPARTS COMMON 740189105 73,360 498,434 X 1 323,169 7,700 167,565 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 12,587 1,094,523 X 1 656,062 438,461 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,463 127,196 X 2 127,196 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 6,627 99,773 X 1 84,549 8,035 7,189 PRICELINE.COM INC COMMON 741503403 107,370 212,009 X 1 145,467 2,372 64,170 PRIMORIS SERVICES CORP COMMON 74164F103 2,515 248,044 X 1 165,491 82,553 PROASSURANCE CORP COMMON 74267C106 13,974 220,519 X 1 203,880 16,639 PROCTER & GAMBLE COMMON 742718109 117,074 1,900,556 X 1 1,271,913 3,360 625,283 PROCTER & GAMBLE COMMON 742718109 1,907 30,951 X 2 30,951 PROGRESS ENERGY INC COMMON 743263105 230 4,987 X 1 4,987 PROGRESS SOFTWARE CORP COMMON 743312100 14,813 509,214 X 1 469,122 40,092 PROLOGIS CVT CV BND 743410AY8 1,701 106,445 X 2 106,445 PROLOGIS CVT CV BND 743410AY8 85,927 5,377,185 X 1 5,333,219 2,314 41,652 PROSPERITY BANCSHARES INC COMMON 743606105 14,795 345,919 X 1 317,550 28,369 PRUDENTIAL FINANCIAL INC COMMON 744320102 16,339 265,324 X 1 83,941 181,383 PSS WORLD MEDICAL INC COMMON 69366A100 99 3,647 X 2 3,647 PSS WORLD MEDICAL INC COMMON 69366A100 6,874 253,170 X 1 228,383 24,787 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 1,355 42,989 X 2 42,989 PUB SVC ENTERPRISE GROUP INC COMMON 744573106 53,734 1,705,295 X 1 1,486,209 219,086 QEP RESOURCES INC COMMON 74733V100 3,765 92,878 X 2 92,878 QEP RESOURCES INC COMMON 74733V100 33,308 821,603 X 1 478,110 343,493 QLIK TECHNOLOGIES INC COMMON 74733T105 4,753 182,802 X 1 164,919 17,883 QLIK TECHNOLOGIES INC COMMON 74733T105 68 2,634 X 2 2,634 QUAKER CHEMICAL CORP COMMON 747316107 4,716 117,403 X 1 70,095 47,308 QUAKER CHEMICAL CORP COMMON 747316107 543 13,518 X 2 13,518 QUALCOMM INC COMMON 747525103 148,610 2,710,370 X 1 1,448,683 27,996 1,233,691 QUALCOMM INC COMMON 747525103 451 8,234 X 2 8,234 QUESTAR CORP COMMON 748356102 14,728 843,991 X 1 507,024 336,967 QUESTAR CORP COMMON 748356102 1,701 97,469 X 2 97,469 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 75 5,226 X 2 5,226 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 5,207 361,324 X 1 325,760 35,564 RACKSPACE HOSTING INC COMMON 750086100 3,986 93,026 X 1 93,026 RADIANT SYSTEMS INC COMMON 75025N102 11,136 629,160 X 1 579,824 49,336 RANGE RESOURCES CORP COMMON 75281A109 303 5,189 X 1 5,189 RAVEN INDUSTRIES INC COMMON 754212108 18,194 296,216 X 1 272,562 23,654 RAYMOND JAMES FINANCIAL INC COMMON 754730109 27,798 726,923 X 1 476,437 250,486 RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,507 91,705 X 2 91,705 RAYTHEON CO COMMON 755111507 188 3,700 X 1 3,700 RBC BEARINGS INC COMMON 75524B104 8,057 210,739 X 1 193,914 16,825 RED HAT INC COMMON 756577102 23,696 522,058 X 1 399,438 122,620 REINSURANCE GRP OF AMERI-A COMMON 759351604 18,481 294,385 X 1 271,444 22,941 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 4,186 72,448 X 2 72,448 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 54,211 938,231 X 1 661,822 276,409 ROBBINS & MYERS INC COMMON 770196103 5,519 120,002 X 1 108,348 11,654 ROBBINS & MYERS INC COMMON 770196103 79 1,713 X 2 1,713 ROCKWELL AUTOMATION INC COMMON 773903109 4,677 49,415 X 1 49,415 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 11,109 281,242 X 1 258,467 22,775 ROGERS CORP COMMON 775133101 10,180 225,923 X 1 207,637 18,286 ROLLINS INC COMMON 775711104 30,935 1,523,891 X 1 1,257,870 266,021 ROLLINS INC COMMON 775711104 1,067 52,562 X 2 52,562 ROSETTA RESOURCES INC COMMON 777779307 19,285 405,660 X 1 370,290 35,370 ROSETTA RESOURCES INC COMMON 777779307 101 2,130 X 2 2,130 ROSS STORES INC COMMON 778296103 826 11,608 X 1 5,433 6,175 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 361 8,742 X 1 8,742 RUSH ENTERPRISES INC CL A COMMON 781846209 10,915 551,278 X 1 507,256 44,022 S&P 500 ETF TRUST Exchange 78462F103 988 7,454 X 1 7,454 SABRA HEALTH CARE REIT INC COMMON 78573L106 12,714 721,966 X 1 436,371 285,595 SABRA HEALTH CARE REIT INC COMMON 78573L106 1,497 84,981 X 2 84,981 SALESFORCE.COM INC COMMON 79466L302 63,383 474,491 X 1 405,539 3,118 65,834 SALLY BEAUTY HLDGS INC COMMON 79546E104 35,071 2,503,312 X 1 1,806,160 697,152 SALLY BEAUTY HLDGS INC COMMON 79546E104 2,533 180,769 X 2 180,769 SANDISK CORP CVT CV BND 80004CAD3 1,245 27,017 X 2 27,017 SANDISK CORP CVT CV BND 80004CAD3 4,189 90,883 X 1 90,883 SANOFI-AVENTIS-ADR ADR 80105N105 1,888 53,594 X 2 53,594 SANOFI-AVENTIS-ADR ADR 80105N105 76,515 2,172,486 X 1 1,962,364 210,122 SARA LEE COMMON 803111103 13,880 785,496 X 1 237,906 28,419 519,171 SAVVIS INC COMMON 805423308 66 1,786 X 2 1,786 SAVVIS INC COMMON 805423308 4,598 123,962 X 1 111,835 12,127 SCANSOURCE INC COMMON 806037107 19,443 511,782 X 1 470,417 41,365 SCHLUMBERGER LTD COMMON 806857108 3,392 36,369 X 2 36,369 SCHLUMBERGER LTD COMMON 806857108 206,464 2,213,849 X 1 1,676,310 4,509 533,030 SCHNITZER STEEL INDS INC - A COMMON 806882106 70 1,072 X 2 1,072 SCHNITZER STEEL INDS INC - A COMMON 806882106 4,842 74,488 X 1 67,200 7,288 SCRIPPS CO (E.W.) -CL A COMMON 811054402 10,294 1,039,766 X 1 621,264 418,502 SCRIPPS CO (E.W.) -CL A COMMON 811054402 1,219 123,107 X 2 123,107 SEI INVESTMENTS CO COMMON 784117103 62,752 2,627,797 X 1 1,003,827 1,623,970 SEI INVESTMENTS CO COMMON 784117103 378 15,826 X 2 15,826 SEMGROUP CORP-CLASS A COMMON 81663A105 22,493 798,754 X 1 578,979 219,775 SEMGROUP CORP-CLASS A COMMON 81663A105 1,645 58,420 X 2 58,420 SHUFFLE MASTER INC COMMON 825549108 69 6,454 X 2 6,454 SHUFFLE MASTER INC COMMON 825549108 4,766 446,247 X 1 402,324 43,923 SIEMENS AG SPON ADR ADR 826197501 1,522 11,082 X 2 11,082 SIEMENS AG SPON ADR ADR 826197501 63,504 462,386 X 1 416,940 45,446 SIGMA ALDRICH COMMON 826552101 8,199 128,835 X 1 40,891 87,944 SIGNATURE BANK COMMON 82669G104 25,503 452,175 X 1 413,525 38,650 SIGNATURE BANK COMMON 82669G104 97 1,725 X 2 1,725 SILICON LABS INC COMMON 826919102 4,241 98,154 X 1 88,685 9,469 SILICON LABS INC COMMON 826919102 60 1,386 X 2 1,386 SIMON PROPERTY GROUP INC COMMON 828806109 18,556 173,166 X 1 173,166 SINA.COM COMMON G81477104 21,839 204,031 X 1 200,136 3,895 SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 1,212 16,837 X 2 16,837 SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 15,447 214,548 X 1 168,061 46,487 SKYWORKS SOLUTIONS INC COMMON 83088M102 3,114 96,057 X 1 96,057 SM ENERGY CO COMMON 78454L100 3,383 45,596 X 1 45,596 SMURFIT - STONE CONTAINER CORP COMMON 83272A104 1,592 41,200 X 1 32,042 9,158 SOUTHWESTERN ENERGY CO COMMON 845467109 748 17,400 X 1 7,696 9,704 SOVRAN SELF STORAGE INC COMMON 84610H108 9,643 243,820 X 1 224,073 19,747 SPARTAN STORES INC COMMON 846822104 11,165 754,894 X 1 693,894 61,000 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,256 80,366 X 1 80,366 SPDR GOLD TRUST Exchange 78463V107 140 1,000 X 1 1,000 SPDR NUVEEN BARCLAYS CAPITAL M Exchange 78464A458 658 29,925 X 1 29,925 SPECTRA ENERGY CORP W/I COMMON 847560109 3,839 141,249 X 1 141,249 SPX CORP COMMON 784635104 29,692 374,003 X 1 211,350 162,653 SPX CORP COMMON 784635104 3,145 39,619 X 2 39,619 SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 9,015 441,503 X 1 406,266 35,237 STANDARD PARKING CORP COMMON 853790103 14,474 814,962 X 1 751,689 63,273 STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 4,159 54,301 X 2 54,301 STANLEY BLACK & DECKER I CVTPF CV PFD 854502309 8,900 116,192 X 1 116,192 STANLEY BLACK & DECKER INC COMMON 854502101 74,749 975,839 X 1 711,877 263,962 STANLEY BLACK & DECKER INC COMMON 854502101 1,397 18,242 X 2 18,242 STARBUCKS CORP COMMON 855244109 9,843 266,392 X 1 35,756 14,983 215,653 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 19,008 327,043 X 1 102,773 20,071 204,199 STATE STREET CORP COMMON 857477103 82,984 1,846,552 X 1 1,612,212 234,340 STATE STREET CORP COMMON 857477103 987 21,956 X 2 21,956 STEEL DYNAMICS INC CVT CV BND 858119AP5 5,578 297,151 X 1 286,895 10,256 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,497 79,772 X 2 79,772 STERICYCLE INC COMMON 858912108 4,489 50,625 X 1 50,625 STIFEL FINANCIAL CORP COMMON 860630102 100 1,398 X 2 1,398 STIFEL FINANCIAL CORP COMMON 860630102 29,163 406,229 X 1 357,429 48,800 STILLWATER MINING CO COMMON 86074Q102 189 8,225 X 1 8,225 SUCCESSFACTORS INC COMMON 864596101 107 2,731 X 2 2,731 SUCCESSFACTORS INC COMMON 864596101 7,445 190,465 X 1 171,919 18,546 SUNTRUST BANK COMMON 867914103 318 11,024 X 1 11,024 SUPERIOR ENERGY SERVICES INC COMMON 868157108 2,623 63,966 X 1 63,966 SUPERMEDIA INC COMMON 868447103 1,040 166,647 X 1 155,007 11,640 SVB FINANCIAL GROUP COMMON 78486Q101 6,726 118,153 X 1 106,593 11,560 SVB FINANCIAL GROUP COMMON 78486Q101 97 1,700 X 2 1,700 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 12,209 222,797 X 1 208,197 14,600 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 118 2,150 X 2 2,150 SYNOPSYS INC COMMON 871607107 20,423 738,609 X 1 447,465 291,144 SYNOPSYS INC COMMON 871607107 2,329 84,231 X 2 84,231 TARGET CORP COMMON 87612E106 3,505 70,076 X 1 33,603 36,473 TARGET CORP COMMON 87612E106 26 523 X 2 523 TEAM HEALTH HOLDINGS INC COMMON 87817A107 77 4,427 X 2 4,427 TEAM HEALTH HOLDINGS INC COMMON 87817A107 5,387 308,162 X 1 278,034 30,128 TEAM INC COMMON 878155100 5,452 207,634 X 1 190,824 16,810 TELEFLEX INC COMMON 879369106 11,816 203,796 X 1 187,707 16,089 TEMPLE INLAND INC COMMON 879868107 3,511 150,064 X 2 150,064 TEMPLE INLAND INC COMMON 879868107 47,511 2,030,391 X 1 1,461,503 568,888 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 8,979 177,245 X 1 159,904 17,341 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 129 2,551 X 2 2,551 TENET HEALTHCARE CORP COMMON 88033G100 104 14,000 X 1 14,000 TENNECO AUTOMOTIVE COMMON 880349105 88 2,072 X 2 2,072 TENNECO AUTOMOTIVE COMMON 880349105 19,593 461,546 X 1 421,801 39,745 TERADATA CORP COMMON 88076W103 2,911 57,420 X 2 57,420 TERADATA CORP COMMON 88076W103 25,321 499,437 X 1 301,674 197,763 TERADYNE INC COMMON 880770102 18,426 1,034,603 X 1 952,662 81,941 TERADYNE INC CVT CV BND 880770AE2 4,619 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 199 9,060 X 1 9,060 TETRA TECHNOLOGIES INC COMMON 88162F105 181 11,776 X 1 11,776 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 115 2,288 X 1 2,288 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 90 5,312 X 2 5,312 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 6,263 368,602 X 1 332,542 36,060 THE WALT DISNEY CO COMMON 254687106 21,605 501,390 X 1 154,293 10,283 336,814 THOMAS & BETTS COMMON 884315102 16,692 280,684 X 1 257,922 22,762 TIDEWATER COMMON 886423102 397 6,639 X 1 6,638 1 TIMBERLAND COMPANY CL A COMMON 887100105 5,860 141,921 X 1 141,921 TIME WARNER CABLE CL A COMMON 88732J207 411 5,761 X 1 5,761 TIMKEN CO COMMON 887389104 13,997 267,627 X 1 74,670 192,957 TITAN MACHINERY INC COMMON 88830R101 3,532 139,877 X 1 126,193 13,684 TITAN MACHINERY INC COMMON 88830R101 51 2,016 X 2 2,016 TJX COMPANIES INC COMMON 872540109 157 3,165 X 1 3,165 TOTAL FINA ELF SA -SP ADR ADR 89151E109 94,214 1,545,259 X 1 1,375,126 170,133 TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,590 42,479 X 2 42,479 TRANSDIGM GROUP INC COMMON 893641100 8,864 105,738 X 1 33,176 72,562 TRANSOCEAN LTD COMMON H8817H100 280 3,592 X 1 3,592 TRAVELERS COS INC/THE COMMON 89417E109 65,035 1,093,384 X 1 950,752 142,632 TRAVELERS COS INC/THE COMMON 89417E109 1,653 27,784 X 2 27,784 TREX COMPANY INC COMMON 89531P105 102 3,115 X 2 3,115 TREX COMPANY INC COMMON 89531P105 7,074 216,851 X 1 195,650 21,201 TRIMAS CORP COMMON 896215209 1,069 49,740 X 2 49,740 TRIMAS CORP COMMON 896215209 9,139 425,052 X 1 256,556 168,496 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 9,037 700,038 X 1 643,582 56,456 TTM TECHNOLOGIES COMMON 87305R109 13,623 750,188 X 1 689,402 60,786 TYSON FOODS CL A COMMON 902494103 192 10,000 X 1 10,000 U-STORE-IT TRUST COMMON 91274F104 13,696 1,301,902 X 1 1,196,702 105,200 UAL CORP CVT CV BND 902549AH7 25,579 1,112,607 X 1 912,056 7,048 193,504 UAL CORP CVT CV BND 902549AH7 712 30,948 X 2 30,948 UDR COMMON 902653104 13,700 562,162 X 1 517,793 44,369 UGI CORP COMMON 902681105 4,034 122,611 X 2 122,611 UGI CORP COMMON 902681105 59,411 1,805,807 X 1 1,325,208 480,599 UIL HLDGS CORP COMMON 902748102 12,672 415,200 X 1 382,617 32,583 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 91 1,897 X 2 1,897 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 6,313 131,157 X 1 118,249 12,908 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 7,453 126,856 X 1 114,435 12,421 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 107 1,828 X 2 1,828 UNIFI INC COMMON 904677200 790 46,489 X 2 46,489 UNIFI INC COMMON 904677200 6,775 398,555 X 1 240,807 157,748 UNION PACIFIC COMMON 907818108 2,190 22,277 X 1 11,424 4,880 5,973 UNITED PARCEL SERIVCE CL B COMMON 911312106 62,112 835,743 X 1 344,454 5,300 485,989 UNITED PARCEL SERIVCE CL B COMMON 911312106 385 5,180 X 2 5,180 UNITEDHEALTH GROUP COMMON 91324P102 2,249 49,761 X 2 49,761 UNITEDHEALTH GROUP COMMON 91324P102 112,920 2,498,241 X 1 1,886,032 20,804 591,405 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 244 4,945 X 1 4,945 UNUM GROUP COMMON 91529Y106 80,406 3,063,079 X 1 2,315,418 28,437 719,224 UNUM GROUP COMMON 91529Y106 1,507 57,425 X 2 57,425 URS CORP COMMON 903236107 5,233 113,648 X 1 93,888 19,760 US BANCORP COMMON 902973304 1,506 56,987 X 2 56,987 US BANCORP COMMON 902973304 59,952 2,268,316 X 1 1,964,120 304,196 US STEEL CORP CVT CV BND 912909AE8 64,449 1,194,822 X 1 1,194,822 US STEEL CORP CVT CV BND 912909AE8 4,476 82,980 X 2 82,980 VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 79,012 1,586,269 X 1 1,563,907 22,362 VALEANT PHARMACY CVT CV BND 91911XAD6 4,143 83,178 X 2 83,178 VALEANT PHARMACY CVT CV BND 91911XAD6 459,869 9,232,460 X 1 7,924,934 252,223 1,055,303 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 5,169 164,553 X 1 148,445 16,108 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 74 2,369 X 2 2,369 VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 2,893 59,448 X 2 59,448 VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 31,700 651,326 X 1 439,567 211,759 VERA BRADLEY INC COMMON 92335C106 3,233 76,602 X 1 70,425 6,177 VERIFONE HOLDINGS INC COMMON 92342Y109 5,248 95,510 X 1 95,510 VERISK ANALYTICS INC-CL A COMMON 92345Y106 1,919 58,580 X 2 58,580 VERISK ANALYTICS INC-CL A COMMON 92345Y106 20,553 627,368 X 1 303,612 323,756 VERIZON COMMUNICATIONS COMMON 92343V104 2,354 61,085 X 1 61,085 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 33,408 697,016 X 2 697,016 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 81,221 1,694,568 X 1 1,273,819 28,159 392,590 VERTEX PHARMACEUTICALS INC COMMON 92532F100 229,194 4,781,853 X 1 4,343,581 58,611 379,661 VIACOM INC CL B COMMON 92553P201 1,437 30,889 X 2 30,889 VIACOM INC CL B COMMON 92553P201 62,098 1,334,860 X 1 1,172,301 162,559 VIAD CORP COMMON 92552R406 1,032 43,097 X 2 43,097 VIAD CORP COMMON 92552R406 8,955 374,067 X 1 216,381 157,686 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 14,694 249,387 X 1 150,984 98,403 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 1,678 28,479 X 2 28,479 VISA INC-CLASS A SHRS COMMON 92826C839 528 7,178 X 2 7,178 VISA INC-CLASS A SHRS COMMON 92826C839 81,012 1,100,401 X 1 435,097 665,304 VISTAPRINT NV COMMON N93540107 5,834 112,404 X 1 112,404 VITAMIN SHOPPE INC COMMON 92849E101 92 2,728 X 2 2,728 VITAMIN SHOPPE INC COMMON 92849E101 6,416 189,644 X 1 171,100 18,544 VITRAN CORP INC COMMON 92850E107 7,839 556,333 X 1 511,735 44,598 VMWARE INC-CLASS A COMMON 928563402 19,650 240,984 X 1 183,318 57,666 VOCUS INC COMMON 92858J108 6,204 239,914 X 1 216,424 23,490 VOCUS INC COMMON 92858J108 89 3,457 X 2 3,457 VODAFONE GROUP PLC ADR 92857W209 85,270 2,965,911 X 1 2,675,216 290,695 VODAFONE GROUP PLC ADR 92857W209 2,122 73,824 X 2 73,824 VOLCANO CORP COMMON 928645100 82 3,217 X 2 3,217 VOLCANO CORP COMMON 928645100 5,715 223,226 X 1 201,388 21,838 VULCAN MATER COMMON 929160109 50,150 1,099,780 X 1 957,528 142,252 VULCAN MATER COMMON 929160109 1,248 27,371 X 2 27,371 W R GRACE & CO COMMON 38388F108 18,535 484,062 X 1 444,930 39,132 WABASH NATIONAL CORP COMMON 929566107 12,007 1,036,860 X 1 954,102 82,758 WABCO HOLDINGS INC COMMON 92927K102 3,719 60,334 X 1 60,334 WABTEC COMMON 929740108 6,124 90,278 X 1 83,068 7,210 WADDELL & REED FINANCIAL A COMMON 930059100 89 2,200 X 1 2,200 WALGREEN CO COMMON 931422109 29,307 730,110 X 1 223,430 18,977 487,703 WALTER ENERGY INC COMMON 93317Q105 4,318 31,887 X 1 31,887 WASTE CONNECTIONS INC COMMON 941053100 102 3,530 X 2 3,530 WASTE CONNECTIONS INC COMMON 941053100 16,989 590,096 X 1 538,556 51,540 WEATHERFORD INTL COMMON H27013103 233 10,293 X 1 10,293 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 7,339 137,380 X 1 123,926 13,454 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 106 1,979 X 2 1,979 WELLCARE HEALTH PLANS INC COMMON 94946T106 3,989 95,083 X 2 95,083 WELLCARE HEALTH PLANS INC COMMON 94946T106 55,485 1,322,642 X 1 954,533 368,109 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 8,176 257,840 X 1 243,291 383 14,167 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 1,765 55,646 X 2 55,646 WELLS FARGO COMPANY COMMON 949746101 149,440 4,714,203 X 1 3,345,204 39,197 1,329,802 WELLS FARGO COMPANY COMMON 949746101 2,578 81,327 X 2 81,327 WEST PHARMACEUTICALS SVCS COMMON 955306105 10,300 230,066 X 1 212,095 17,971 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 29,052 4,567,875 X 1 4,567,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 14,580 2,285,255 X 1 2,264,970 20,285 WESTERN DIGITAL CORP COMMON 958102105 25,228 676,533 X 1 406,739 269,794 WESTERN DIGITAL CORP COMMON 958102105 2,934 78,688 X 2 78,688 WESTPORT INNOVATIONS INC COMMON 960908309 6,191 281,674 X 1 254,118 27,556 WESTPORT INNOVATIONS INC COMMON 960908309 89 4,059 X 2 4,059 WEYERHAEUSER CO COMMON 962166104 79,342 3,225,271 X 1 2,738,682 486,589 WEYERHAEUSER CO COMMON 962166104 3,242 131,796 X 2 131,796 WILEY JOHN & SONS CL A COMMON 968223206 19,580 385,128 X 1 355,223 29,905 WINTRUST FINANCIAL CORP COMMON 97650W108 16,511 449,284 X 1 412,887 36,397 WISDOMTREE INDIA EARNINGS Exchange 97717W422 632 25,500 X 1 25,500 WORLD FUEL SERVICES CORP COMMON 981475106 7,194 177,158 X 1 159,909 17,249 WORLD FUEL SERVICES CORP COMMON 981475106 103 2,540 X 2 2,540 WRIGHT EXPRESS CORP COMMON 98233Q105 49,397 952,867 X 1 709,423 243,444 WRIGHT EXPRESS CORP COMMON 98233Q105 3,125 60,289 X 2 60,289 WYNDHAM WORLDWIDE CORP COMMON 98310W108 52,707 1,656,934 X 1 1,133,192 523,742 WYNDHAM WORLDWIDE CORP COMMON 98310W108 4,587 144,193 X 2 144,193 WYNN RESORTS LTD COMMON 983134107 3,547 27,875 X 1 27,875 XL GROUP PLC COMMON G98290102 519 21,087 X 1 21,087 YOUKU.COM INC-SPON ADR ADR 98742U100 2,336 49,167 X 1 49,167 ZEP INC COMMON 98944B108 12,043 691,757 X 1 597,833 93,924 ZIMMER HOLDINGS INC COMMON 98956P102 284 4,687 X 2 4,687 ZIMMER HOLDINGS INC COMMON 98956P102 45,224 747,137 X 1 296,889 450,248 ZOLL MEDICAL CORP COMMON 989922109 6,689 149,273 X 1 134,657 14,616 ZOLL MEDICAL CORP COMMON 989922109 96 2,151 X 2 2,151 COLUMN TOTALS 19,929,823