UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2011 Check here if Amendment [ ]; This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: AMERICAN INTERNATIONAL GROUP, INC. Address: 180 Maiden Lane New York, New York 10038 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed represent 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: Monika M. Machon Title: Senior Vice President Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Monika M. Machon New York, New York November 11, 2011 ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 8,006 Form 13F Information Table Value Total: $9,841,906 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name -- -------------------- ------------------------------------------- 1 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 2 28-11910 FSC SECURITIES CORPORATION 3 28-12857 SAGEPOINT FINANCIAL, INC. 4 28-14431 ROYAL ALLIANCE ASSOCIATES, INC.
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- 1 800 FLOWERS.COM INC CL A COM 68243Q106 44,036 18,981 SH SOLE 1 18,981 1ST SOURCE CORP COM 336901103 231,463 11,112 SH SOLE 1 11,112 1ST UNITED BANCORP INC/NOR COM 33740N105 98,038 19,886 SH SOLE 1 19,886 3-D SYS CORP DEL COM 88554D205 2,798 200 SH DEFINED 4 200 3D SYSTEMS CORP COM 88554D205 428,262 30,612 SH SOLE 1 30,612 3M CO COM 88579Y101 15,325,945 213,483 SH SOLE 1 213,483 3M CO COM 88579Y101 101,009 1,407 SH DEFINED 4 1,407 3M CO COM 88579Y101 308,449 4,297 SH DEFINED 3 4,297 3M CO COM 88579Y101 434,545 6,053 SH DEFINED 2 6,053 3SBIO INC COM 88575Y105 13,374 1,121 SH DEFINED 4 1,121 8X8 INC COM 282914100 184,640 45,366 SH SOLE 1 45,366 99 CENTS ONLY STORES COM 65440K106 2,516,375 136,611 SH SOLE 1 136,611 A C MOORE ARTS & CRAFTS INC COM 00086T103 2,502 2,360 SH DEFINED 3 2,360 A123 SYS INC COM 03739T108 344 100 SH DEFINED 4 100 A123 SYS INC COM 03739T108 1,720 500 SH DEFINED 3 500 A123 SYS INC COM 03739T108 9,460 2,750 SH DEFINED 2 2,750 A123 SYSTEMS INC COM 03739T108 221,849 64,491 SH SOLE 1 64,491 AAON INC COM 000360206 242,267 15,382 SH SOLE 1 15,382 AAR CORP COM 000361105 542,592 32,549 SH SOLE 1 32,549 AARON S INC COM 002535300 4,340,172 171,888 SH SOLE 1 171,888 ABAXIS INC COM 002567105 423,216 18,473 SH SOLE 1 18,473 ABAXIS INC COM 002567105 733 32 SH DEFINED 3 32 ABB LTD COM 000375204 27,328 1,600 SH DEFINED 4 1,600 ABB LTD COM 000375204 13,664 800 SH DEFINED 3 800 ABB LTD COM 000375204 13,664 800 SH DEFINED 2 800 ABBOTT LABORATORIES COM 002824100 27,622,095 540,127 SH SOLE 1 540,127 ABBOTT LABS COM 002824100 1,541,988 30,152 SH DEFINED 4 30,152 ABBOTT LABS COM 002824100 1,597,948 31,247 SH DEFINED 3 31,247 ABBOTT LABS COM 002824100 2,044,642 39,981 SH DEFINED 2 39,981 ABERCROMBIE & FITCH CO COM 002896207 985 16 SH DEFINED 3 16 ABERCROMBIE + FITCH CO CL COM 002896207 2,045,516 33,228 SH SOLE 1 33,228 ABERDEEN ASIA PACIFIC INCOM COM 003009107 12,508 1,815 SH DEFINED 4 1,815 ABERDEEN ASIA PACIFIC INCOM COM 003009107 654,605 95,008 SH DEFINED 3 95,008 ABERDEEN AUSTRALIA EQTY FD I COM 003011103 19,140 2,000 SH DEFINED 3 2,000 ABERDEEN CHILE FD INC COM 00301W105 49,950 3,530 SH DEFINED 4 3,530 ABERDEEN GLOBAL INCOME FD IN COM 003013109 12,709 1,020 SH DEFINED 4 1,020 ABERDEEN ISRAEL FUND INC COM 00301L109 14,000 1,000 SH DEFINED 3 1,000 ABERDEEN ISRAEL FUND INC COM 00301L109 4,130 295 SH DEFINED 2 295 ABERDEEN LATIN AMER EQTY FD COM 00306K106 7,934 272 SH DEFINED 3 272 ABINGTON BANCORP INC COM 00350L109 106,409 14,779 SH SOLE 1 14,779 ABIOMED INC COM 003654100 255,168 23,134 SH SOLE 1 23,134 ABITIBIBOWATER INC COM 003687209 2,925 195 SH DEFINED 2 195 ABM INDUSTRIES INC COM 000957100 819,046 42,972 SH SOLE 1 42,972 ABOVENET INC COM 00374N107 908,627 16,952 SH SOLE 1 16,952 ABOVENET INC COM 00374N107 61,908 1,155 SH DEFINED 3 1,155 ABRAXAS PETROLEUM CORP COM 003830106 158,664 60,100 SH SOLE 1 60,100 ACACIA RESEARCH ACACIA T COM 003881307 1,124,292 31,239 SH SOLE 1 31,239 ACADIA PHARMACEUTICALS INC COM 004225108 4,320 4,000 SH DEFINED 2 4,000 ACADIA REALTY TRUST COM 004239109 617,717 33,033 SH SOLE 1 33,033 ACADIA RLTY TR COM 004239109 44,693 2,390 SH DEFINED 3 2,390 ACCELRYS INC COM 00430U103 245,157 40,455 SH SOLE 1 40,455 ACCELRYS INC COM 00430U103 1,364 225 SH DEFINED 2 225 ACCENTURE PLC CL A COM G1151C101 22,347,752 424,217 SH SOLE 1 424,217 ACCENTURE PLC IRELAND COM G1151C101 10,536 200 SH DEFINED 4 200 ACCENTURE PLC IRELAND COM G1151C101 25,919 492 SH DEFINED 3 492 ACCENTURE PLC IRELAND COM G1151C101 12,380 235 SH DEFINED 2 235 ACCO BRANDS CORP COM 00081T108 192,145 40,282 SH SOLE 1 40,282 ACCRETIVE HEALTH INC COM 00438V103 620,383 29,222 SH SOLE 1 29,222 ACCURAY INC COM 004397105 200,767 49,942 SH SOLE 1 49,942 ACCURIDE CORP COM 00439T206 151,250 29,541 SH SOLE 1 29,541 ACE LTD COM H0023R105 9,647,035 159,192 SH SOLE 1 159,192 ACE LTD COM H0023R105 25,270 417 SH DEFINED 3 417 ACETO CORP COM 004446100 102,853 19,443 SH SOLE 1 19,443 ACHILLION PHARMACEUTICALS COM 00448Q201 163,510 34,642 SH SOLE 1 34,642 ACI WORLDWIDE INC COM 004498101 2,668,819 96,907 SH SOLE 1 96,907 ACME PACKET INC COM 004764106 291,614 6,847 SH SOLE 1 6,847 ACME PACKET INC COM 004764106 19,166 450 SH DEFINED 3 450 ACME PACKET INC COM 004764106 2,342 55 SH DEFINED 2 55 ACORDA THERAPEUTICS INC COM 00484M106 575,287 28,822 SH SOLE 1 28,822 ACTIVE NETWORK INC/THE COM 00506D100 132,426 8,978 SH SOLE 1 8,978 ACTIVE POWER INC COM 00504W100 75,371 58,427 SH SOLE 1 58,427 ACTIVISION BLIZZARD INC COM 00507V109 3,980,288 334,478 SH SOLE 1 334,478 ACTIVISION BLIZZARD INC COM 00507V109 18,493 1,554 SH DEFINED 4 1,554 ACTIVISION BLIZZARD INC COM 00507V109 690 58 SH DEFINED 3 58 ACTUANT CORP A COM 00508X203 1,109,891 56,197 SH SOLE 1 56,197 ACTUATE CORP COM 00508B102 144,861 26,243 SH SOLE 1 26,243 ACUITY BRANDS INC COM 00508Y102 4,524,101 125,530 SH SOLE 1 125,530
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ACUITY BRANDS INC COM 00508Y102 2,162 60 SH DEFINED 2 60 ACURA PHARMACEUTICALS INC COM 00509L703 26,717 7,858 SH SOLE 1 7,858 ACXIOM CORP COM 005125109 2,510,721 235,970 SH SOLE 1 235,970 ADECOAGRO S A COM L00849106 4,310 500 SH DEFINED 4 500 ADECOAGRO S A COM L00849106 17,240 2,000 SH DEFINED 2 2,000 ADMINISTRADORA FONDOS PENSIO COM 00709P108 9,991 175 SH DEFINED 4 175 ADMINISTRADORA FONDOS PENSIO COM 00709P108 5,709 100 SH DEFINED 3 100 ADOBE SYS INC COM 00724F101 24,412 1,010 SH DEFINED 4 1,010 ADOBE SYS INC COM 00724F901 2,110 10 SH C DEFINED 4 10 ADOBE SYS INC COM 00724F101 3,891 161 SH DEFINED 3 161 ADOBE SYS INC COM 00724F101 8,097 335 SH DEFINED 2 335 ADOBE SYSTEMS INC COM 00724F101 5,761,451 238,372 SH SOLE 1 238,372 ADTRAN INC COM 00738A106 4,946,274 186,934 SH SOLE 1 186,934 ADVANCE AMERICA CASH ADVAN COM 00739W107 296,144 40,237 SH SOLE 1 40,237 ADVANCE AUTO PARTS INC COM 00751Y106 9,347,186 160,881 SH SOLE 1 160,881 ADVANCE AUTO PARTS INC COM 00751Y106 29,050 500 SH DEFINED 3 500 ADVANCE AUTO PARTS INC COM 00751Y106 10,168 175 SH DEFINED 2 175 ADVANCED ANALOGIC TECHNOLO COM 00752J108 135,897 31,385 SH SOLE 1 31,385 ADVANCED BATTERY TECHNOLOG I COM 00752H102 1,172 1,160 SH DEFINED 2 1,160 ADVANCED ENERGY INDUSTRIES COM 007973100 307,631 35,688 SH SOLE 1 35,688 ADVANCED MICRO DEVICES COM 007903107 1,385,143 272,666 SH SOLE 1 272,666 ADVANCED MICRO DEVICES INC COM 007903107 8,636 1,700 SH DEFINED 4 1,700 ADVANCED MICRO DEVICES INC COM 007903107 37,643 7,410 SH DEFINED 3 7,410 ADVANCED MICRO DEVICES INC COM 007903107 19,528 3,844 SH DEFINED 2 3,844 ADVANCED MICRO DEVICES INC COM 007903907 114 18 SH C DEFINED 2 18 ADVANTAGE OIL & GAS LTD COM 00765F101 26,180 7,000 SH DEFINED 3 7,000 ADVANTAGE OIL & GAS LTD COM 00765F101 14,212 3,800 SH DEFINED 2 3,800 ADVENT CLAY GBL CONV SEC INC COM 007639107 3,150 500 SH DEFINED 2 500 ADVENT CLAYMORE CV SECS & IN COM 00764C109 28,940 2,000 SH DEFINED 3 2,000 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 19,163 2,101 SH DEFINED 3 2,101 ADVENT SOFTWARE INC COM 007974108 1,988,444 95,369 SH SOLE 1 95,369 ADVISORSHARES TR COM 00768Y800 282,542 11,807 SH DEFINED 3 11,807 ADVISORSHARES TR COM 00768Y800 9,572 400 SH DEFINED 2 400 ADVISORY BOARD CO/THE COM 00762W107 746,999 11,576 SH SOLE 1 11,576 AECOM TECHNOLOGY CORP COM 00766T100 4,619,645 261,440 SH SOLE 1 261,440 AEGERION PHARMACEUTICALS I COM 00767E102 84,572 6,675 SH SOLE 1 6,675 AEGON N V COM 007924103 531 131 SH DEFINED 2 131 AEP INDUSTRIES INC COM 001031103 77,811 3,505 SH SOLE 1 3,505 AERCAP HOLDINGS NV COM N00985106 13,888 1,400 SH DEFINED 3 1,400 AEROFLEX HOLDING CORP COM 007767106 131,868 14,491 SH SOLE 1 14,491 AEROPOSTALE COM 007865108 14,053 1,300 SH DEFINED 4 1,300 AEROPOSTALE INC COM 007865108 2,529,097 233,959 SH SOLE 1 233,959 AEROVIRONMENT INC COM 008073108 393,650 13,984 SH SOLE 1 13,984 AES CORP COM 00130H105 3,482,934 356,858 SH SOLE 1 356,858 AES CORP COM 00130H105 6,832 700 SH DEFINED 2 700 AES TR III COM 00808N202 29,442 600 SH DEFINED 4 600 AES TR III COM 00808N202 300,161 6,117 SH DEFINED 3 6,117 AES TR III COM 00808N202 29,442 600 SH DEFINED 2 600 AETNA INC COM 00817Y108 6,868,151 188,945 SH SOLE 1 188,945 AETNA INC NEW COM 00817Y108 10,902 300 SH DEFINED 4 300 AETNA INC NEW COM 00817Y108 28,090 773 SH DEFINED 3 773 AETNA INC NEW COM 00817Y108 7,268 200 SH DEFINED 2 200 AFC ENTERPRISES COM 00104Q107 213,934 18,084 SH SOLE 1 18,084 AFFILIATED MANAGERS GROUP COM 008252108 13,952,218 178,760 SH SOLE 1 178,760 AFFYMAX INC COM 00826A109 115,781 25,844 SH SOLE 1 25,844 AFFYMETRIX INC COM 00826T108 282,946 57,744 SH SOLE 1 57,744 AFLAC INC COM 001055102 4,908,553 140,445 SH SOLE 1 140,445 AFLAC INC COM 001055102 22,718 650 SH DEFINED 4 650 AFLAC INC COM 001055102 130,440 3,732 SH DEFINED 3 3,732 AFLAC INC COM 001055102 44,384 1,270 SH DEFINED 2 1,270 AGCO CORP COM 001084102 7,329,808 212,028 SH SOLE 1 212,028 AGCO CORP COM 001084102 3,734 108 SH DEFINED 4 108 AGCO CORP COM 001084102 15,280 442 SH DEFINED 3 442 AGCO CORP COM 001084102 6,914 200 SH DEFINED 2 200 AGENUS INC COM 00847G101 423 900 SH DEFINED 4 900 AGFEED INDUSTRIES INC COM 00846L101 364 700 SH DEFINED 3 700 AGFEED INDUSTRIES INC COM 00846L101 364 700 SH DEFINED 2 700 AGIC CONV & INCOME FD COM 001190107 307,648 37,066 SH DEFINED 3 37,066 AGIC CONV & INCOME FD COM 001190107 62,798 7,566 SH DEFINED 2 7,566 AGIC CONV & INCOME FD II COM 001191105 8 1 SH DEFINED 4 1 AGIC CONV & INCOME FD II COM 001191105 32,634 4,200 SH DEFINED 3 4,200 AGIC INTL & PREM STRATEGY FD COM 00119Q100 5,055 500 SH DEFINED 2 500 AGILENT TECHNOLOGIES INC COM 00846U101 11,626,813 372,058 SH SOLE 1 372,058 AGILENT TECHNOLOGIES INC COM 00846U101 12,500 400 SH DEFINED 3 400 AGILENT TECHNOLOGIES INC COM 00846U101 86,125 2,756 SH DEFINED 2 2,756 AGILYSYS INC COM 00847J105 102,914 14,434 SH SOLE 1 14,434 AGILYSYS INC COM 00847J105 2,674 375 SH DEFINED 2 375 AGL RES INC COM 001204106 114,072 2,800 SH DEFINED 4 2,800 AGL RES INC COM 001204106 112,442 2,760 SH DEFINED 3 2,760 AGL RES INC COM 001204106 32,388 795 SH DEFINED 2 795 AGL RESOURCES INC COM 001204106 7,029,443 172,544 SH SOLE 1 172,544
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- AGNICO EAGLE MINES LTD COM 008474108 2,333,184 39,200 SH SOLE 1 39,200 AGNICO EAGLE MINES LTD COM 008474108 418,366 7,029 SH DEFINED 4 7,029 AGNICO EAGLE MINES LTD COM 008474108 443,424 7,450 SH DEFINED 3 7,450 AGNICO EAGLE MINES LTD COM 008474108 41,664 700 SH DEFINED 2 700 AGREE REALTY CORP COM 008492100 156,794 7,199 SH SOLE 1 7,199 AGREE REALTY CORP COM 008492100 6,534 300 SH DEFINED 2 300 AGRIUM INC COM 008916108 2,000 30 SH DEFINED 3 30 AH BELO CORP A COM 001282102 57,208 13,621 SH SOLE 1 13,621 AIR LEASE CORP COM 00912X302 18,547 966 SH SOLE 1 966 AIR METHODS CORP COM 009128307 590,539 9,275 SH SOLE 1 9,275 AIR METHODS CORP COM 009128307 5,412 85 SH DEFINED 3 85 AIR PRODS & CHEMS INC COM 009158106 1,833 24 SH DEFINED 4 24 AIR PRODS & CHEMS INC COM 009158106 20,009 262 SH DEFINED 3 262 AIR PRODS & CHEMS INC COM 009158106 300,098 3,930 SH DEFINED 2 3,930 AIR PRODUCTS + CHEMICALS I COM 009158106 8,717,101 114,143 SH SOLE 1 114,143 AIR TRANSPORT SERVICES GRO COM 00922R105 170,234 39,315 SH SOLE 1 39,315 AIR TRANSPORT SERVICES GRP I COM 00922R105 6,062 1,400 SH DEFINED 2 1,400 AIRCASTLE LTD COM G0129K104 403,600 42,395 SH SOLE 1 42,395 AIRGAS INC COM 009363102 1,382,341 21,660 SH SOLE 1 21,660 AIRGAS INC COM 009363102 191 3 SH DEFINED 3 3 AIRGAS INC COM 009363102 8,616 135 SH DEFINED 2 135 AK STEEL HOLDING CORP COM 001547108 3,569,421 545,783 SH SOLE 1 545,783 AK STL HLDG CORP COM 001547108 45,126 6,900 SH DEFINED 3 6,900 AK STL HLDG CORP COM 001547108 9,810 1,500 SH DEFINED 2 1,500 AKAMAI TECHNOLOGIES INC COM 00971T101 1,598,292 80,397 SH SOLE 1 80,397 AKAMAI TECHNOLOGIES INC COM 00971T101 17,892 900 SH DEFINED 4 900 AKAMAI TECHNOLOGIES INC COM 00971T101 3,459 174 SH DEFINED 3 174 AKAMAI TECHNOLOGIES INC COM 00971T101 23,856 1,200 SH DEFINED 2 1,200 AKORN INC COM 009728106 319,827 40,951 SH SOLE 1 40,951 AKORN INC COM 009728106 105,838 13,569 SH DEFINED 3 13,569 ALAMO GROUP INC COM 011311107 101,393 4,877 SH SOLE 1 4,877 ALASKA AIR GROUP INC COM 011659109 5,863,617 104,168 SH SOLE 1 104,168 ALASKA COMM SYSTEMS GROUP COM 01167P101 216,421 32,991 SH SOLE 1 32,991 ALASKA COMMUNICATIONS SYS GR COM 01167P101 166,305 25,390 SH DEFINED 4 25,390 ALBANY INTL CORP CNV 012348AC2 1,943 2 PRN DEFINED 3 2 ALBANY INTL CORP COM 012348108 329 18 SH DEFINED 3 18 ALBANY INTL CORP CL A COM 012348108 414,038 22,687 SH SOLE 1 22,687 ALBANY MOLECULAR RESEARCH COM 012423109 45,326 16,073 SH SOLE 1 16,073 ALBEMARLE CORP COM 012653101 8,090,060 200,249 SH SOLE 1 200,249 ALBEMARLE CORP COM 012653101 8,363 207 SH DEFINED 3 207 ALCATEL-LUCENT COM 013904305 4,684 1,655 SH DEFINED 4 1,655 ALCATEL-LUCENT COM 013904305 9,079 3,208 SH DEFINED 3 3,208 ALCATEL-LUCENT COM 013904305 35,180 12,431 SH DEFINED 2 12,431 ALCOA INC COM 013817101 3,080,114 321,851 SH SOLE 1 321,851 ALCOA INC COM 013817101 109,194 11,410 SH DEFINED 4 11,410 ALCOA INC COM 013817101 338,619 35,383 SH DEFINED 3 35,383 ALCOA INC COM 013817101 199,728 20,870 SH DEFINED 2 20,870 ALERE INC COM 01449J105 46,688 2,376 SH SOLE 1 2,376 ALEXANDER + BALDWIN INC COM 014482103 3,344,541 91,556 SH SOLE 1 91,556 ALEXANDER S INC COM 014752109 541,169 1,499 SH SOLE 1 1,499 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,289 21 SH DEFINED 3 21 ALEXANDRIA REAL ESTATE EQU COM 015271109 8,354,381 136,087 SH SOLE 1 136,087 ALEXCO RESOURCE CORP COM 01535P106 2,034 300 SH DEFINED 2 300 ALEXION PHARMACEUTICALS IN COM 015351109 12,139,178 189,497 SH SOLE 1 189,497 ALEXION PHARMACEUTICALS INC COM 015351109 19,218 300 SH DEFINED 3 300 ALEXION PHARMACEUTICALS INC COM 015351109 1,537 24 SH DEFINED 2 24 ALICO INC COM 016230104 50,789 2,586 SH SOLE 1 2,586 ALIGN TECHNOLOGY INC COM 016255101 771,410 50,851 SH SOLE 1 50,851 ALIMERA SCIENCES INC COM 016259103 65,568 8,196 SH SOLE 1 8,196 ALLEGHANY CORP COM 017175100 53,084 184 SH SOLE 1 184 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,723,290 46,588 SH SOLE 1 46,588 ALLEGHENY TECHNOLOGIES INC COM 01741R102 179,423 4,851 SH DEFINED 3 4,851 ALLEGHENY TECHNOLOGIES INC COM 01741R102 7,408 200 SH DEFINED 2 200 ALLEGIANT TRAVEL CO COM 01748X102 571,593 12,128 SH SOLE 1 12,128 ALLERGAN INC COM 018490102 13,630,430 165,458 SH SOLE 1 165,458 ALLERGAN INC COM 018490102 222,591 2,702 SH DEFINED 3 2,702 ALLETE INC COM 018522300 957,508 26,140 SH SOLE 1 26,140 ALLETE INC COM 018522300 842 23 SH DEFINED 3 23 ALLETE INC COM 018522300 10,989 300 SH DEFINED 2 300 ALLIANCE CALIF MUN INCOME FD COM 018546101 112,586 8,297 SH DEFINED 3 8,297 ALLIANCE DATA SYSTEMS CORP COM 018581108 10,306,571 111,182 SH SOLE 1 111,182 ALLIANCE FINANCIAL CORP COM 019205103 97,221 3,466 SH SOLE 1 3,466 ALLIANCE HEALTHCARE SERVIC COM 018606202 20,381 17,878 SH SOLE 1 17,878 ALLIANCE HOLDINGS GP LP COM 01861G100 22,127 503 SH DEFINED 3 503 ALLIANCE ONE INTERNATIONAL COM 018772103 174,067 71,339 SH SOLE 1 71,339 ALLIANCE ONE INTL INC COM 018772103 1,220 500 SH DEFINED 4 500 ALLIANCE RES PARTNER L P COM 01877R108 126,084 1,923 SH DEFINED 4 1,923 ALLIANCE RES PARTNER L P COM 01877R108 29,371 448 SH DEFINED 3 448 ALLIANCE RES PARTNER L P COM 01877R108 229,460 3,500 SH DEFINED 2 3,500 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 140,790 10,830 SH DEFINED 4 10,830 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 161,538 12,426 SH DEFINED 3 12,426
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ALLIANCEBERNSTEIN HOLDING LP COM 01881G106 95,969 7,031 SH DEFINED 3 7,031 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 3,834 481 SH DEFINED 4 481 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 1,395,852 175,138 SH DEFINED 3 175,138 ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 204,829 25,700 SH DEFINED 2 25,700 ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 579,998 40,874 SH DEFINED 3 40,874 ALLIANT ENERGY CORP COM 018802108 9,432,002 243,847 SH SOLE 1 243,847 ALLIANT ENERGY CORP COM 018802108 155 4 SH DEFINED 3 4 ALLIANT ENERGY CORP COM 018802108 9,683 250 SH DEFINED 2 250 ALLIANT TECHSYSTEMS INC COM 018804104 3,941,237 72,303 SH SOLE 1 72,303 ALLIANT TECHSYSTEMS INC COM 018804104 5,942 109 SH DEFINED 3 109 ALLIED MOTION TECHNOLOGIES I COM 019330109 44,640 9,000 SH DEFINED 2 9,000 ALLIED NEVADA GOLD CORP COM 019344100 50,600 1,413 SH SOLE 1 1,413 ALLIED NEVADA GOLD CORP COM 019344100 1,289 36 SH DEFINED 2 36 ALLIED WORLD ASSURANCE CO COM H01531104 56,610 1,054 SH SOLE 1 1,054 ALLIED WRLD ASSUR COM HLDG A COM H01531104 2,148 40 SH DEFINED 4 40 ALLOS THERAPEUTICS INC COM 019777101 105,885 57,546 SH SOLE 1 57,546 ALLOS THERAPEUTICS INC COM 019777101 92 50 SH DEFINED 2 50 ALLSCRIPTS HEALTHCARE SOLU COM 01988P108 7,398,147 410,552 SH SOLE 1 410,552 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 17,119 950 SH DEFINED 3 950 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 18,020 1,000 SH DEFINED 2 1,000 ALLSTATE CORP COM 020002101 3,701,397 156,243 SH SOLE 1 156,243 ALLSTATE CORP COM 020002101 40,415 1,706 SH DEFINED 4 1,706 ALLSTATE CORP COM 020002101 30,465 1,286 SH DEFINED 3 1,286 ALLSTATE CORP COM 020002101 110,538 4,666 SH DEFINED 2 4,666 ALMOST FAMILY INC COM 020409108 112,053 6,738 SH SOLE 1 6,738 ALNYLAM PHARMACEUTICALS IN COM 02043Q107 176,634 26,885 SH SOLE 1 26,885 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,245 1,255 SH DEFINED 2 1,255 ALON USA ENERGY INC COM 020520102 50,756 8,280 SH SOLE 1 8,280 ALPHA + OMEGA SEMICONDUCTO COM G6331P104 88,102 10,731 SH SOLE 1 10,731 ALPHA NATURAL RESOURCES IN COM 02076X102 1,806,768 102,135 SH SOLE 1 102,135 ALPHA NATURAL RESOURCES INC COM 02076X102 1,769 100 SH DEFINED 4 100 ALPHA NATURAL RESOURCES INC COM 02076X102 101,417 5,733 SH DEFINED 2 5,733 ALPHATEC HOLDINGS INC COM 02081G102 83,098 39,383 SH SOLE 1 39,383 ALPINE GLOBAL DYNAMIC DIVD F COM 02082E106 3,210 600 SH DEFINED 2 600 ALPINE GLOBAL PREMIER PPTYS COM 02083A103 3,610 676 SH DEFINED 4 676 ALPINE GLOBAL PREMIER PPTYS COM 02083A103 30,630 5,736 SH DEFINED 3 5,736 ALPINE TOTAL DYNAMIC DIVID F COM 021060108 36,367 8,064 SH DEFINED 3 8,064 ALPINE TOTAL DYNAMIC DIVID F COM 021060108 4,623 1,025 SH DEFINED 2 1,025 ALPS ETF TR COM 00162Q866 54,338 3,565 SH DEFINED 4 3,565 ALPS ETF TR COM 00162Q866 100,584 6,600 SH DEFINED 3 6,600 ALPS ETF TR COM 00162Q106 6,089 200 SH DEFINED 3 200 ALPS ETF TR COM 00162Q205 19,413 600 SH DEFINED 3 600 ALPS ETF TR COM 00162Q866 571,759 37,517 SH DEFINED 2 37,517 ALTAIR NANOTECHNOLOGIES INC COM 021373204 101 75 SH DEFINED 2 75 ALTERA CORP COM 021441100 4,585,219 145,424 SH SOLE 1 145,424 ALTERA CORP COM 021441100 1,482 47 SH DEFINED 4 47 ALTERA CORP COM 021441100 11,981 380 SH DEFINED 3 380 ALTERA CORP COM 021441100 2,207 70 SH DEFINED 2 70 ALTERRA CAPITAL HOLDINGS L COM G0229R108 1,257,180 66,272 SH SOLE 1 66,272 ALTRA HOLDINGS INC COM 02208R106 227,027 19,622 SH SOLE 1 19,622 ALTRIA GROUP INC COM 02209S103 53,077,553 1,979,767 SH SOLE 1 1,979,767 ALTRIA GROUP INC COM 02209S103 1,247,887 46,546 SH DEFINED 4 46,546 ALTRIA GROUP INC COM 02209S103 2,268,236 84,604 SH DEFINED 3 84,604 ALTRIA GROUP INC COM 02209S103 1,503,425 56,077 SH DEFINED 2 56,077 ALZA CORP CNV 02261WAB5 899 1 PRN DEFINED 4 1 ALZA CORP CNV 02261WAB5 1,798 2 PRN DEFINED 2 2 AMAG PHARMACEUTICALS INC COM 00163U106 228,116 15,455 SH SOLE 1 15,455 AMAZON COM INC COM 023135106 246,502 1,140 SH DEFINED 4 1,140 AMAZON COM INC COM 023135956 3,670 2 SH P DEFINED 4 2 AMAZON COM INC COM 023135106 328,021 1,517 SH DEFINED 3 1,517 AMAZON COM INC COM 023135106 199,364 922 SH DEFINED 2 922 AMAZON.COM INC COM 023135106 49,916,696 230,850 SH SOLE 1 230,850 AMBASSADORS GROUP INC COM 023177108 74,077 12,928 SH SOLE 1 12,928 AMBIENT CORP COM 02318N201 1,900 250 SH DEFINED 3 250 AMC NETWORKS INC COM 00164V103 735 23 SH DEFINED 4 23 AMC NETWORKS INC A COM 00164V103 3,991,545 124,931 SH SOLE 1 124,931 AMCOL INTERNATIONAL CORP COM 02341W103 480,160 20,015 SH SOLE 1 20,015 AMDOCS LTD COM G02602103 153,825 5,672 SH SOLE 1 5,672 AMDOCS LTD COM G02602103 9,817 362 SH DEFINED 3 362 AMEDISYS INC COM 023436108 357,547 24,126 SH SOLE 1 24,126 AMEDISYS INC COM 023436108 593 40 SH DEFINED 4 40 AMEDISYS INC COM 023436108 7,410 500 SH DEFINED 3 500 AMEDISYS INC COM 023436108 21,459 1,448 SH DEFINED 2 1,448 AMERCO COM 023586100 395,309 6,330 SH SOLE 1 6,330 AMEREN CORP COM 023608102 12,406 417 SH DEFINED 4 417 AMEREN CORP COM 023608102 335,558 11,272 SH DEFINED 3 11,272 AMEREN CORP COM 023608102 16,165 543 SH DEFINED 2 543 AMEREN CORPORATION COM 023608102 4,231,448 142,138 SH SOLE 1 142,138 AMERESCO INC CL A COM 02361E108 131,084 12,902 SH SOLE 1 12,902 AMERICA FIRST TAX EX IVS L P COM 02364V107 1,551 300 SH DEFINED 2 300 AMERICA MOVIL SAB DE CV COM 02364W105 81,961 3,712 SH DEFINED 4 3,712
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- AMERICA MOVIL SAB DE CV COM 02364W105 42,570 1,928 SH DEFINED 3 1,928 AMERICA MOVIL SAB DE CV COM 02364W105 69,668 3,155 SH DEFINED 2 3,155 AMERICA S CAR MART INC COM 03062T105 194,463 6,701 SH SOLE 1 6,701 AMERICAN ASSETS TRUST INC COM 024013104 422,381 23,531 SH SOLE 1 23,531 AMERICAN AXLE & MFG HLDGS IN COM 024061103 22,890 3,000 SH DEFINED 2 3,000 AMERICAN AXLE + MFG HOLDIN COM 024061103 372,085 48,766 SH SOLE 1 48,766 AMERICAN CAMPUS CMNTYS INC COM 024835100 11,163 300 SH DEFINED 3 300 AMERICAN CAMPUS COMMUNITIE COM 024835100 7,453,312 200,304 SH SOLE 1 200,304 AMERICAN CAP LTD COM 02503Y103 41,788 6,127 SH DEFINED 4 6,127 AMERICAN CAP LTD COM 02503Y103 37,120 5,443 SH DEFINED 3 5,443 AMERICAN CAP LTD COM 02503Y103 4,440 651 SH DEFINED 2 651 AMERICAN CAPITAL AGENCY CO COM 02503X105 144,362 5,327 SH SOLE 1 5,327 AMERICAN CAPITAL AGENCY CORP COM 02503X105 169,538 6,256 SH DEFINED 4 6,256 AMERICAN CAPITAL AGENCY CORP COM 02503X105 87,804 3,240 SH DEFINED 3 3,240 AMERICAN CAPITAL AGENCY CORP COM 02503X105 7,046 260 SH DEFINED 2 260 AMERICAN CAPITAL LTD COM 02503Y103 66,829 9,799 SH SOLE 1 9,799 AMERICAN DENTAL PARTNERS I COM 025353103 108,849 11,268 SH SOLE 1 11,268 AMERICAN EAGLE OUTFITTERS COM 02553E106 5,024,927 428,748 SH SOLE 1 428,748 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,172 100 SH DEFINED 4 100 AMERICAN ELEC PWR INC COM 025537101 182,478 4,800 SH DEFINED 4 4,800 AMERICAN ELEC PWR INC COM 025537101 934,282 24,573 SH DEFINED 3 24,573 AMERICAN ELEC PWR INC COM 025537101 109,688 2,885 SH DEFINED 2 2,885 AMERICAN ELECTRIC POWER COM 025537101 7,034,232 185,014 SH SOLE 1 185,014 AMERICAN EQUITY INVT LIFE COM 025676206 380,240 43,456 SH SOLE 1 43,456 AMERICAN EXPRESS CO COM 025816109 25,029,460 557,449 SH SOLE 1 557,449 AMERICAN EXPRESS CO COM 025816109 64,387 1,434 SH DEFINED 4 1,434 AMERICAN EXPRESS CO COM 025816109 149,713 3,334 SH DEFINED 3 3,334 AMERICAN EXPRESS CO COM 025816109 50,513 1,125 SH DEFINED 2 1,125 AMERICAN FINANCIAL GROUP I COM 025932104 5,358,736 172,473 SH SOLE 1 172,473 AMERICAN GREETINGS CORP COM 026375105 2,313 125 SH DEFINED 3 125 AMERICAN GREETINGS CORP CL COM 026375105 2,177,894 117,724 SH SOLE 1 117,724 AMERICAN INCOME FD INC COM 02672T109 884,087 119,860 SH DEFINED 3 119,860 AMERICAN INTERNATIONAL GRO COM 026874784 2,899,244 132,084 SH SOLE 1 132,084 AMERICAN INTL GROUP INC COM 026874784 9,965 454 SH DEFINED 4 454 AMERICAN INTL GROUP INC COM 026874156 1,267 207 SH DEFINED 4 207 AMERICAN INTL GROUP INC COM 026874784 52,373 2,386 SH DEFINED 3 2,386 AMERICAN INTL GROUP INC COM 026874156 1,756 287 SH DEFINED 3 287 AMERICAN INTL GROUP INC COM 026874784 5,202 237 SH DEFINED 2 237 AMERICAN INTL GROUP INC COM 026874156 1,836 300 SH DEFINED 2 300 AMERICAN LORAIN CORP COM 027297100 2,119 1,300 SH DEFINED 2 1,300 AMERICAN NATIONAL INSURANC COM 028591105 13,227 191 SH SOLE 1 191 AMERICAN PUBLIC EDUCATION COM 02913V103 497,930 14,645 SH SOLE 1 14,645 AMERICAN RAILCAR INDUSTRIE COM 02916P103 109,367 7,111 SH SOLE 1 7,111 AMERICAN REPROGRAPHICS CO COM 029263100 90,891 27,051 SH SOLE 1 27,051 AMERICAN SCIENCE & ENGR INC COM 029429107 18,010 295 SH DEFINED 2 295 AMERICAN SCIENCE + ENGINEE COM 029429107 454,823 7,450 SH SOLE 1 7,450 AMERICAN SELECT PORTFOLIO IN COM 029570108 14,445 1,477 SH DEFINED 2 1,477 AMERICAN SOFTWARE INC CL A COM 029683109 120,292 16,592 SH SOLE 1 16,592 AMERICAN STATES WATER CO COM 029899101 518,756 15,289 SH SOLE 1 15,289 AMERICAN STS WTR CO COM 029899101 1,663 49 SH DEFINED 3 49 AMERICAN SUPERCONDUCTOR CO COM 030111108 128,216 32,625 SH SOLE 1 32,625 AMERICAN SUPERCONDUCTOR CORP COM 030111108 9,432 2,400 SH DEFINED 3 2,400 AMERICAN SUPERCONDUCTOR CORP COM 030111108 37,280 9,486 SH DEFINED 2 9,486 AMERICAN TOWER CORP COM 029912201 37,660 700 SH DEFINED 4 700 AMERICAN TOWER CORP COM 029912201 211,219 3,926 SH DEFINED 3 3,926 AMERICAN TOWER CORP COM 029912201 83,928 1,560 SH DEFINED 2 1,560 AMERICAN TOWER CORP CL A COM 029912201 9,481,766 176,241 SH SOLE 1 176,241 AMERICAN VANGUARD CORP COM 030371108 205,110 18,379 SH SOLE 1 18,379 AMERICAN WATER WORKS CO IN COM 030420103 157,419 5,216 SH SOLE 1 5,216 AMERICAN WOODMARK CORP COM 030506109 82,978 6,852 SH SOLE 1 6,852 AMERICAN WTR WKS CO INC NEW COM 030420103 7,304 242 SH DEFINED 3 242 AMERICAN WTR WKS CO INC NEW COM 030420103 6,083 202 SH DEFINED 2 202 AMERIGAS PARTNERS L P COM 030975106 77,889 1,771 SH DEFINED 4 1,771 AMERIGAS PARTNERS L P COM 030975106 184,758 4,200 SH DEFINED 3 4,200 AMERIGAS PARTNERS L P COM 030975106 18,168 413 SH DEFINED 2 413 AMERIGON INC COM 03070L300 206,773 16,243 SH SOLE 1 16,243 AMERIGROUP CORP COM 03073T102 4,751,379 121,799 SH SOLE 1 121,799 AMERIPRISE FINANCIAL INC COM 03076C106 4,151,890 105,485 SH SOLE 1 105,485 AMERIPRISE FINL INC COM 03076C106 787 20 SH DEFINED 4 20 AMERIPRISE FINL INC COM 03076C106 5,757 146 SH DEFINED 3 146 AMERIPRISE FINL INC COM 03076C106 4,054 103 SH DEFINED 2 103 AMERIS BANCORP COM 03076K108 151,188 17,358 SH SOLE 1 17,358 AMERISAFE INC COM 03071H100 277,476 15,072 SH SOLE 1 15,072 AMERISOURCEBERGEN CORP COM 03073E105 3,529,544 94,702 SH SOLE 1 94,702 AMERISOURCEBERGEN CORP COM 03073E105 9,318 250 SH DEFINED 4 250 AMERISOURCEBERGEN CORP COM 03073E105 3,727 100 SH DEFINED 3 100 AMERISOURCEBERGEN CORP COM 03073E105 3,839 103 SH DEFINED 2 103 AMERISTAR CASINOS INC COM 03070Q101 377,721 23,534 SH SOLE 1 23,534 AMERON INTERNATIONAL CORP COM 030710107 1,638,747 19,293 SH SOLE 1 19,293 AMERON INTL INC COM 030710107 12,061 142 SH DEFINED 3 142 AMES NATIONAL CORP COM 031001100 94,655 6,056 SH SOLE 1 6,056
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- AMETEK INC COM 031100100 11,620,112 352,445 SH SOLE 1 352,445 AMETEK INC NEW COM 031100100 23,080 700 SH DEFINED 3 700 AMETEK INC NEW COM 031100100 5,440 165 SH DEFINED 2 165 AMGEN INC COM 031162100 31,838,030 579,400 SH SOLE 1 579,400 AMGEN INC COM 031162100 115,086 2,094 SH DEFINED 4 2,094 AMGEN INC COM 031162100 389,092 7,080 SH DEFINED 3 7,080 AMGEN INC COM 031162100 21,984 400 SH DEFINED 2 400 AMICUS THERAPEUTICS INC COM 03152W109 44,237 11,520 SH SOLE 1 11,520 AMKOR TECHNOLOGY INC COM 031652100 336,636 77,210 SH SOLE 1 77,210 AMN HEALTHCARE SERVICES IN COM 001744101 130,317 32,498 SH SOLE 1 32,498 AMPCO PITTSBURGH CORP COM 032037103 127,281 6,224 SH SOLE 1 6,224 AMPHENOL CORP CL A COM 032095101 2,488,234 61,031 SH SOLE 1 61,031 AMPHENOL CORP NEW COM 032095101 45,051 1,105 SH DEFINED 3 1,105 AMPHENOL CORP NEW COM 032095101 3,058 75 SH DEFINED 2 75 AMPIO PHARMACEUTICALS INC COM 03209T109 96,279 14,478 SH SOLE 1 14,478 AMR CORP COM 001765106 21,214 7,167 SH SOLE 1 7,167 AMR CORP COM 001765106 2,664 900 SH DEFINED 4 900 AMR CORP COM 001765106 296 100 SH DEFINED 3 100 AMR CORP COM 001765106 29,156 9,850 SH DEFINED 2 9,850 AMSURG CORP COM 03232P405 576,270 25,612 SH SOLE 1 25,612 AMTECH SYSTEMS INC COM 032332504 55,944 6,993 SH SOLE 1 6,993 AMTRUST FINANCIAL SERVICES COM 032359309 391,754 17,599 SH SOLE 1 17,599 AMYLIN PHARMACEUTICALS INC COM 032346108 16,254 1,761 SH SOLE 1 1,761 AMYRIS INC COM 03236M101 260,752 12,883 SH SOLE 1 12,883 AMYRIS INC COM 03236M101 6,075 300 SH DEFINED 2 300 ANACOR PHARMACEUTICALS INC COM 032420101 45,252 7,939 SH SOLE 1 7,939 ANADARKO PETE CORP COM 032511107 170,550 2,705 SH DEFINED 4 2,705 ANADARKO PETE CORP COM 032511107 166,263 2,637 SH DEFINED 3 2,637 ANADARKO PETE CORP COM 032511107 8,007 127 SH DEFINED 2 127 ANADARKO PETROLEUM CORP COM 032511107 15,685,516 248,779 SH SOLE 1 248,779 ANADIGICS INC COM 032515108 106,384 49,252 SH SOLE 1 49,252 ANALOG DEVICES INC COM 032654105 3,952,781 126,489 SH SOLE 1 126,489 ANALOGIC CORP COM 032657207 466,769 10,279 SH SOLE 1 10,279 ANALOGIC CORP COM 032657207 1,362 30 SH DEFINED 3 30 ANAREN INC COM 032744104 211,435 11,041 SH SOLE 1 11,041 ANCESTRY COM INC COM 032803108 9,400 400 SH DEFINED 3 400 ANCESTRY.COM INC COM 032803108 543,508 23,128 SH SOLE 1 23,128 ANDERSONS INC COM 034164103 100,890 3,000 SH DEFINED 2 3,000 ANDERSONS INC/THE COM 034164103 512,877 15,237 SH SOLE 1 15,237 ANGIODYNAMICS INC COM 03475V101 239,700 18,242 SH SOLE 1 18,242 ANGLOGOLD ASHANTI LTD COM 035128206 10,671 258 SH DEFINED 3 258 ANHEUSER BUSCH INBEV SA/NV COM 03524A108 848 16 SH DEFINED 3 16 ANHEUSER BUSCH INBEV SA/NV COM 03524A108 9,272 175 SH DEFINED 2 175 ANIXTER INTERNATIONAL INC COM 035290105 1,127,886 23,775 SH SOLE 1 23,775 ANIXTER INTL INC COM 035290105 8,207 173 SH DEFINED 3 173 ANN INC COM 035623107 8,163,450 357,419 SH SOLE 1 357,419 ANNALY CAP MGMT INC COM 035710409 1,073,486 64,551 SH DEFINED 4 64,551 ANNALY CAP MGMT INC COM 035710409 2,423,469 145,729 SH DEFINED 3 145,729 ANNALY CAP MGMT INC COM 035710409 1,132,982 68,129 SH DEFINED 2 68,129 ANNALY CAPITAL MANAGEMENT COM 035710409 449,692 27,041 SH SOLE 1 27,041 ANSYS INC COM 03662Q105 9,872,439 201,314 SH SOLE 1 201,314 ANSYS INC COM 03662Q105 2,305 47 SH DEFINED 2 47 ANTARES PHARMA INC COM 036642106 148,591 64,048 SH SOLE 1 64,048 ANTARES PHARMA INC COM 036642106 4,640 2,000 SH DEFINED 3 2,000 ANTHERA PHARMACEUTICALS IN COM 03674U102 73,344 15,376 SH SOLE 1 15,376 ANWORTH MORTGAGE ASSET COR COM 037347101 628,442 92,418 SH SOLE 1 92,418 ANWORTH MORTGAGE ASSET CP COM 037347101 2,380 350 SH DEFINED 4 350 ANWORTH MORTGAGE ASSET CP COM 037347101 22,447 3,301 SH DEFINED 3 3,301 AOL INC COM 00184X105 2,818,452 234,871 SH SOLE 1 234,871 AOL INC COM 00184X105 684 57 SH DEFINED 4 57 AOL INC COM 00184X105 528 44 SH DEFINED 3 44 AOL INC COM 00184X105 1,080 90 SH DEFINED 2 90 AON CORP COM 037389103 5,960,992 141,996 SH SOLE 1 141,996 AON CORP COM 037389103 5,910 141 SH DEFINED 3 141 AON CORP COM 037389103 2,015 48 SH DEFINED 2 48 APAC CUSTOMER SERVICES INC COM 00185E106 196,011 23,006 SH SOLE 1 23,006 APACHE CORP COM 037411105 19,248,533 239,887 SH SOLE 1 239,887 APACHE CORP COM 037411105 42,126 525 SH DEFINED 4 525 APACHE CORP COM 037411105 161,583 2,014 SH DEFINED 3 2,014 APACHE CORP COM 037411808 71,945 1,406 SH DEFINED 3 1,406 APACHE CORP COM 037411105 38,368 478 SH DEFINED 2 478 APARTMENT INVT + MGMT CO COM 03748R101 851,797 38,508 SH SOLE 1 38,508 APCO OIL AND GAS INTL INC COM G0471F109 496,009 6,665 SH SOLE 1 6,665 APOGEE ENTERPRISES INC COM 037598109 197,613 23,005 SH SOLE 1 23,005 APOGEE ENTERPRISES INC COM 037598109 70,268 8,180 SH DEFINED 2 8,180 APOLLO COMMERCIAL REAL EST COM 03762U105 197,774 15,017 SH SOLE 1 15,017 APOLLO GROUP INC COM 037604105 9,110 230 SH DEFINED 3 230 APOLLO GROUP INC COM 037604105 190,128 4,800 SH DEFINED 2 4,800 APOLLO GROUP INC CL A COM 037604105 1,809,226 45,676 SH SOLE 1 45,676 APOLLO INVESTMENT CORP COM 03761U106 4,277,323 568,793 SH SOLE 1 568,793 APOLLO INVT CORP COM 03761U106 38,327 5,100 SH DEFINED 4 5,100
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- APOLLO INVT CORP COM 03761U106 1,588,671 211,400 SH DEFINED 3 211,400 APOLLO INVT CORP COM 03761U106 5,546 738 SH DEFINED 2 738 APPLE INC COM 037833100 194,746,768 510,905 SH SOLE 1 510,905 APPLE INC COM 037833100 3,331,212 8,736 SH DEFINED 4 8,736 APPLE INC COM 037833900 3,510 3 SH C DEFINED 4 3 APPLE INC COM 037833100 8,151,096 21,376 SH DEFINED 3 21,376 APPLE INC COM 037833100 5,889,106 15,444 SH DEFINED 2 15,444 APPLIED ENERGETICS INC COM 03819M106 73 350 SH DEFINED 3 350 APPLIED INDUSTRIAL TECH IN COM 03820C105 943,321 34,732 SH SOLE 1 34,732 APPLIED MATERIALS INC COM 038222105 6,468,388 624,965 SH SOLE 1 624,965 APPLIED MATLS INC COM 038222105 85,574 8,264 SH DEFINED 4 8,264 APPLIED MATLS INC COM 038222105 138,478 13,373 SH DEFINED 3 13,373 APPLIED MATLS INC COM 038222105 28,171 2,721 SH DEFINED 2 2,721 APPLIED MICRO CIRCUITS COR COM 03822W406 248,513 46,278 SH SOLE 1 46,278 APPROACH RESOURCES INC COM 03834A103 313,466 18,450 SH SOLE 1 18,450 APTARGROUP INC COM 038336103 6,557,154 146,791 SH SOLE 1 146,791 AQUA AMERICA INC COM 03836W103 6,560,451 304,147 SH SOLE 1 304,147 AQUA AMERICA INC COM 03836W103 162,616 7,539 SH DEFINED 3 7,539 AQUA AMERICA INC COM 03836W103 104,980 4,867 SH DEFINED 2 4,867 ARABIAN AMERN DEV CO COM 038465100 10,979 3,297 SH DEFINED 3 3,297 ARBITRON INC COM 03875Q108 735,534 22,235 SH SOLE 1 22,235 ARBOR RLTY TR INC COM 038923108 2,646 700 SH DEFINED 3 700 ARCELORMITTAL SA LUXEMBOURG COM 03938L104 4,773 300 SH DEFINED 3 300 ARCH CAP GROUP LTD COM G0450A105 3,921 120 SH DEFINED 2 120 ARCH CAPITAL GROUP LTD COM G0450A105 130,373 3,990 SH SOLE 1 3,990 ARCH CHEMICALS INC COM 03937R102 889,509 18,958 SH SOLE 1 18,958 ARCH COAL INC COM 039380100 6,824,111 468,046 SH SOLE 1 468,046 ARCH COAL INC COM 039380100 199,804 13,704 SH DEFINED 3 13,704 ARCH COAL INC COM 039380100 8,748 600 SH DEFINED 2 600 ARCHER DANIELS MIDLAND CO COM 039483102 5,069,948 204,351 SH SOLE 1 204,351 ARCHER DANIELS MIDLAND CO COM 039483102 7,443 300 SH DEFINED 4 300 ARCHER DANIELS MIDLAND CO COM 039483102 197,041 7,942 SH DEFINED 3 7,942 ARCHER DANIELS MIDLAND CO COM 039483102 94,269 3,800 SH DEFINED 2 3,800 ARCHIPELAGO LEARNING INC COM 03956P102 80,128 9,539 SH SOLE 1 9,539 ARCOS DORADOS HOLDINGS INC COM G0457F907 1,150 5 SH C DEFINED 4 5 ARCOS DORADOS HOLDINGS INC COM G0457F107 40,861 1,762 SH DEFINED 2 1,762 ARCTIC CAT INC COM 039670104 144,089 9,944 SH SOLE 1 9,944 ARDEA BIOSCIENCES INC COM 03969P107 191,361 12,251 SH SOLE 1 12,251 ARDEN GROUP INC A COM 039762109 65,985 830 SH SOLE 1 830 ARENA PHARMACEUTICALS INC COM 040047102 154,511 106,559 SH SOLE 1 106,559 ARENA PHARMACEUTICALS INC COM 040047102 268,589 186,520 SH DEFINED 3 186,520 ARENA PHARMACEUTICALS INC COM 040047102 4,248 2,950 SH DEFINED 2 2,950 ARES CAP CORP COM 04010L103 107,819 7,830 SH DEFINED 4 7,830 ARES CAP CORP COM 04010L103 196,250 14,252 SH DEFINED 3 14,252 ARES CAP CORP COM 04010L103 115,393 8,380 SH DEFINED 2 8,380 ARES CAPITAL CORP COM 04010L103 89,092 6,470 SH SOLE 1 6,470 ARGAN INC COM 04010E109 58,555 5,752 SH SOLE 1 5,752 ARGO GROUP INTERNATIONAL COM G0464B107 568,677 20,045 SH SOLE 1 20,045 ARIAD PHARMACEUTICALS INC COM 04033A100 847,418 96,407 SH SOLE 1 96,407 ARIBA INC COM 04033V203 5,806,935 209,561 SH SOLE 1 209,561 ARIBA INC COM 04033V203 27,710 1,000 SH DEFINED 4 1,000 ARIBA INC COM 04033V203 443 16 SH DEFINED 3 16 ARKANSAS BEST CORP COM 040790107 336,340 20,826 SH SOLE 1 20,826 ARLINGTON ASSET INVESTMENT COM 041356205 113,011 4,699 SH SOLE 1 4,699 ARM HLDGS PLC COM 042068106 1,785 70 SH DEFINED 4 70 ARM HLDGS PLC COM 042068106 404,175 15,850 SH DEFINED 3 15,850 ARM HLDGS PLC COM 042068106 74,205 2,910 SH DEFINED 2 2,910 ARMOUR RESIDENTIAL REIT IN COM 042315101 380,270 55,922 SH SOLE 1 55,922 ARMOUR RESIDENTIAL REIT INC COM 042315101 1,360 200 SH DEFINED 4 200 ARMOUR RESIDENTIAL REIT INC COM 042315101 1,360 200 SH DEFINED 3 200 ARMOUR RESIDENTIAL REIT INC COM 042315101 6,800 1,000 SH DEFINED 2 1,000 ARMSTRONG WORLD INDS INC NEW COM 04247X102 86,100 2,500 SH DEFINED 2 2,500 ARMSTRONG WORLD INDUSTRIES COM 04247X102 19,183 557 SH SOLE 1 557 AROTECH CORP COM 042682203 107 71 SH DEFINED 2 71 ARQULE INC COM 04269E107 220,983 43,759 SH SOLE 1 43,759 ARRAY BIOPHARMA INC COM 04269X105 81,628 41,647 SH SOLE 1 41,647 ARRAY BIOPHARMA INC COM 04269X105 341 175 SH DEFINED 3 175 ARRIS GROUP INC COM 04269Q100 1,040,290 100,999 SH SOLE 1 100,999 ARROW ELECTRONICS INC COM 042735100 7,013,255 252,457 SH SOLE 1 252,457 ARROW ELECTRS INC COM 042735100 374,085 13,466 SH DEFINED 3 13,466 ARROW FINANCIAL CORP COM 042744102 164,731 7,404 SH SOLE 1 7,404 ARTESIAN RESOURCES CORP CL COM 043113208 83,155 4,749 SH SOLE 1 4,749 ARTHROCARE CORP COM 043136100 573,904 19,948 SH SOLE 1 19,948 ARTHUR J GALLAGHER + CO COM 363576109 6,505,384 247,353 SH SOLE 1 247,353 ARTIO GLOBAL INVESTORS INC COM 04315B107 181,870 22,848 SH SOLE 1 22,848 ARTS WAY MFG INC COM 043168103 1,151 204 SH DEFINED 3 204 ARUBA NETWORKS INC COM 043176106 1,828,161 87,430 SH SOLE 1 87,430 ARUBA NETWORKS INC COM 043176106 73,520 3,516 SH DEFINED 3 3,516 ARUBA NETWORKS INC COM 043176106 25,092 1,200 SH DEFINED 2 1,200 ASA GOLD AND PRECIOUS MTLS L COM G3156P103 4,858 180 SH DEFINED 4 180 ASBURY AUTOMOTIVE GROUP COM 043436104 351,583 21,321 SH SOLE 1 21,321
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ASCENA RETAIL GROUP INC COM 04351G101 5,272,586 194,776 SH SOLE 1 194,776 ASCENA RETAIL GROUP INC COM 04351G101 18,056 667 SH DEFINED 4 667 ASCENT CAP GROUP INC COM 043632108 275 7 SH DEFINED 2 7 ASCENT CAPITAL GROUP INC COM 043632108 413,489 10,516 SH SOLE 1 10,516 ASHFORD HOSPITALITY TR INC COM 044103109 10,530 1,500 SH DEFINED 4 1,500 ASHFORD HOSPITALITY TRUST COM 044103109 267,595 38,119 SH SOLE 1 38,119 ASHLAND INC COM 044209104 8,144,404 184,513 SH SOLE 1 184,513 ASHLAND INC NEW COM 044209104 4,414 100 SH DEFINED 2 100 ASPEN INSURANCE HOLDINGS L COM G05384105 3,581,960 155,467 SH SOLE 1 155,467 ASPEN INSURANCE HOLDINGS LTD COM G05384105 5,117 222 SH DEFINED 3 222 ASPEN TECHNOLOGY INC COM 045327103 8,769,500 574,296 SH SOLE 1 574,296 ASSISTED LIVING CONCEPTS I COM 04544X300 180,801 14,270 SH SOLE 1 14,270 ASSOCIATED BANC CORP COM 045487105 3,539,729 380,616 SH SOLE 1 380,616 ASSOCIATED ESTATES REALTY COM 045604105 468,082 30,277 SH SOLE 1 30,277 ASSOCIATED ESTATES RLTY CORP COM 045604105 98,758 6,388 SH DEFINED 3 6,388 ASSURANT INC COM 04621X108 1,128,165 31,513 SH SOLE 1 31,513 ASSURED GUARANTY LTD COM G0585R106 56,467 5,138 SH SOLE 1 5,138 ASSURED GUARANTY LTD COM G0585R106 36,937 3,361 SH DEFINED 2 3,361 ASTEC INDUSTRIES INC COM 046224101 478,289 16,335 SH SOLE 1 16,335 ASTEX PHARMACEUTICALS COM 04624B103 79,077 41,186 SH SOLE 1 41,186 ASTORIA FINANCIAL CORP COM 046265104 1,884,980 245,121 SH SOLE 1 245,121 ASTRAZENECA PLC COM 046353108 147,578 3,327 SH DEFINED 3 3,327 ASTRAZENECA PLC COM 046353108 5,101 115 SH DEFINED 2 115 ASTRONICS CORP COM 046433108 192,806 6,825 SH SOLE 1 6,825 ASTRONICS CORP COM 046433108 37,968 1,344 SH DEFINED 3 1,344 ASTROTECH CORP COM 046484101 2,440 4,000 SH DEFINED 2 4,000 AT CROSS CO CL A COM 227478104 78,858 6,991 SH SOLE 1 6,991 AT&T INC COM 00206R102 2,256,098 79,106 SH DEFINED 4 79,106 AT&T INC COM 00206R102 5,184,933 181,800 SH DEFINED 3 181,800 AT&T INC COM 00206R102 2,229,462 78,172 SH DEFINED 2 78,172 AT+T INC COM 00206R102 89,871,482 3,151,174 SH SOLE 1 3,151,174 ATA INC COM 00211V106 18,000 2,000 SH DEFINED 4 2,000 ATHENAHEALTH INC COM 04685W103 1,516,679 25,469 SH SOLE 1 25,469 ATHENAHEALTH INC COM 04685W103 14,888 250 SH DEFINED 3 250 ATHENAHEALTH INC COM 04685W103 177,102 2,974 SH DEFINED 2 2,974 ATLANTIC AMERN CORP COM 048209100 352 185 SH DEFINED 2 185 ATLANTIC POWER CORP COM 04878Q863 710,280 50,055 SH SOLE 1 50,055 ATLANTIC PWR CORP COM 04878Q863 403,706 28,450 SH DEFINED 4 28,450 ATLANTIC PWR CORP COM 04878Q863 1,475,760 104,000 SH DEFINED 3 104,000 ATLANTIC PWR CORP COM 04878Q863 133,239 9,390 SH DEFINED 2 9,390 ATLANTIC TELE NETWORK INC COM 049079205 252,124 7,668 SH SOLE 1 7,668 ATLAS AIR WORLDWIDE HOLDIN COM 049164205 3,260,090 97,930 SH SOLE 1 97,930 ATLAS ENERGY LP COM 04930A104 120,705 6,500 SH DEFINED 3 6,500 ATLAS ENERGY LP COM 04930A104 11,235 605 SH DEFINED 2 605 ATLAS PIPELINE PARTNERS LP COM 049392103 138,974 4,653 SH DEFINED 4 4,653 ATLAS PIPELINE PARTNERS LP COM 049392103 108,428 3,630 SH DEFINED 3 3,630 ATLAS PIPELINE PARTNERS LP COM 049392103 228,834 7,661 SH DEFINED 2 7,661 ATMEL CORP COM 049513104 8,541,344 1,058,407 SH SOLE 1 1,058,407 ATMEL CORP COM 049513104 76,504 9,480 SH DEFINED 3 9,480 ATMEL CORP COM 049513104 11,298 1,400 SH DEFINED 2 1,400 ATMI INC COM 00207R101 410,165 25,927 SH SOLE 1 25,927 ATMOS ENERGY CORP COM 049560105 6,442,818 198,546 SH SOLE 1 198,546 ATMOS ENERGY CORP COM 049560105 909 28 SH DEFINED 4 28 ATMOS ENERGY CORP COM 049560105 89,444 2,756 SH DEFINED 3 2,756 ATP OIL & GAS CORP COM 00208J108 34,695 4,500 SH DEFINED 3 4,500 ATP OIL & GAS CORP COM 00208J108 69,390 9,000 SH DEFINED 2 9,000 ATP OIL + GAS CORPORATION COM 00208J108 250,698 32,516 SH SOLE 1 32,516 ATRICURE INC COM 04963C209 99,923 10,259 SH SOLE 1 10,259 ATRION CORPORATION COM 049904105 238,706 1,151 SH SOLE 1 1,151 ATWOOD OCEANICS INC COM 050095108 4,252,256 123,756 SH SOLE 1 123,756 ATWOOD OCEANICS INC COM 050095108 17,180 500 SH DEFINED 4 500 AU OPTRONICS CORP COM 002255107 12 3 SH DEFINED 2 3 AUDIOVOX CORP A COM 050757103 81,499 14,845 SH SOLE 1 14,845 AURICO GOLD INC COM 05155C105 16,431 1,748 SH DEFINED 3 1,748 AUTODESK INC COM 052769106 3,233,592 116,400 SH SOLE 1 116,400 AUTODESK INC COM 052769106 3,168 114 SH DEFINED 4 114 AUTODESK INC COM 052769106 8,337 300 SH DEFINED 3 300 AUTOLIV INC COM 052800109 858,062 17,692 SH SOLE 1 17,692 AUTOMATIC DATA PROCESSING COM 053015103 12,232,266 259,433 SH SOLE 1 259,433 AUTOMATIC DATA PROCESSING IN COM 053015103 218,961 4,644 SH DEFINED 4 4,644 AUTOMATIC DATA PROCESSING IN COM 053015103 329,579 6,990 SH DEFINED 3 6,990 AUTOMATIC DATA PROCESSING IN COM 053015103 152,802 3,241 SH DEFINED 2 3,241 AUTONATION INC COM 05329W102 520,350 15,874 SH SOLE 1 15,874 AUTOZONE INC COM 053332102 2,919,312 9,146 SH SOLE 1 9,146 AUTOZONE INC COM 053332902 4,650 5 SH C DEFINED 4 5 AUTOZONE INC COM 053332102 16,917 53 SH DEFINED 3 53 AUTOZONE INC COM 053332102 1,277 4 SH DEFINED 2 4 AUXILIUM PHARMACEUTICALS I COM 05334D107 523,781 34,942 SH SOLE 1 34,942 AUXILIUM PHARMACEUTICALS INC COM 05334D107 10,493 700 SH DEFINED 4 700 AVAGO TECHNOLOGIES LTD COM Y0486S104 2,438,973 74,427 SH SOLE 1 74,427 AVALON RARE METALS INC COM 053470100 6,182 2,298 SH DEFINED 3 2,298
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- AVALONBAY CMNTYS INC COM 053484101 2,281 20 SH DEFINED 4 20 AVALONBAY COMMUNITIES INC COM 053484101 3,531,900 30,968 SH SOLE 1 30,968 AVANIR PHARMACEUTICALS INC COM 05348P401 259,222 90,637 SH SOLE 1 90,637 AVANIR PHARMACEUTICALS INC COM 05348P401 357 125 SH DEFINED 4 125 AVANIR PHARMACEUTICALS INC COM 05348P401 38,682 13,549 SH DEFINED 3 13,549 AVATAR HOLDINGS INC COM 053494100 53,334 6,520 SH SOLE 1 6,520 AVEO PHARMACEUTICALS INC COM 053588109 352,200 22,885 SH SOLE 1 22,885 AVEO PHARMACEUTICALS INC COM 053588109 10,650 692 SH DEFINED 4 692 AVERY DENNISON CORP COM 053611109 883,318 35,220 SH SOLE 1 35,220 AVI BIOPHARMA INC COM 002346104 110,897 99,015 SH SOLE 1 99,015 AVI BIOPHARMA INC COM 002346104 560 500 SH DEFINED 2 500 AVIAT NETWORKS INC COM 05366Y102 104,039 44,272 SH SOLE 1 44,272 AVIAT NETWORKS INC COM 05366Y102 9,400 4,000 SH DEFINED 2 4,000 AVID TECHNOLOGY INC COM 05367P100 187,602 24,238 SH SOLE 1 24,238 AVIS BUDGET GROUP COM 053774105 48 5 SH DEFINED 4 5 AVIS BUDGET GROUP COM 053774105 377 39 SH DEFINED 3 39 AVIS BUDGET GROUP COM 053774105 19,340 2,000 SH DEFINED 2 2,000 AVIS BUDGET GROUP INC COM 053774105 741,496 76,680 SH SOLE 1 76,680 AVISTA CORP COM 05379B107 1,126,698 47,241 SH SOLE 1 47,241 AVISTA CORP COM 05379B107 3,959 166 SH DEFINED 3 166 AVISTA CORP COM 05379B107 4,269 179 SH DEFINED 2 179 AVNET INC COM 053807103 8,758,968 335,850 SH SOLE 1 335,850 AVNET INC COM 053807103 2,608 100 SH DEFINED 4 100 AVNET INC COM 053807103 453,114 17,374 SH DEFINED 3 17,374 AVON PRODS INC COM 054303102 3,352 171 SH DEFINED 3 171 AVON PRODUCTS INC COM 054303102 2,656,702 135,546 SH SOLE 1 135,546 AVX CORP COM 002444107 15,882 1,338 SH SOLE 1 1,338 AVX CORP NEW COM 002444107 11,870 1,000 SH DEFINED 2 1,000 AXCELIS TECHNOLOGIES INC COM 054540109 92,989 77,491 SH SOLE 1 77,491 AXCELIS TECHNOLOGIES INC COM 054540109 1,200 1,000 SH DEFINED 4 1,000 AXCELIS TECHNOLOGIES INC COM 054540109 264 220 SH DEFINED 2 220 AXIS CAPITAL HOLDINGS COM G0692U109 6,096 235 SH DEFINED 4 235 AXIS CAPITAL HOLDINGS COM G0692U109 597 23 SH DEFINED 3 23 AXIS CAPITAL HOLDINGS LTD COM G0692U109 103,656 3,996 SH SOLE 1 3,996 AXT INC COM 00246W103 117,699 23,353 SH SOLE 1 23,353 AZZ INC COM 002474104 398,401 10,276 SH SOLE 1 10,276 B & G FOODS INC NEW COM 05508R106 47,538 2,850 SH DEFINED 4 2,850 B & G FOODS INC NEW COM 05508R106 49,873 2,990 SH DEFINED 3 2,990 B & G FOODS INC NEW COM 05508R106 87,820 5,265 SH DEFINED 2 5,265 B+G FOODS INC COM 05508R106 8,607,164 516,017 SH SOLE 1 516,017 BABCOCK & WILCOX CO NEW COM 05615F102 78 4 SH DEFINED 3 4 BABCOCK + WILCOX CO/THE COM 05615F102 31,964 1,635 SH SOLE 1 1,635 BACTERIN INTERNATIONAL HOL COM 05644R101 32,594 16,297 SH SOLE 1 16,297 BADGER METER INC COM 056525108 356,909 12,337 SH SOLE 1 12,337 BADGER METER INC COM 056525108 2,893 100 SH DEFINED 3 100 BAIDU INC COM 056752108 213,820 2,000 SH DEFINED 4 2,000 BAIDU INC COM 056752108 210,506 1,969 SH DEFINED 3 1,969 BAIDU INC COM 056752108 74,409 696 SH DEFINED 2 696 BAIDU INC SPON ADR COM 056752108 7,981,152 74,653 SH SOLE 1 74,653 BAKER HUGHES INC COM 057224107 7,776,944 168,478 SH SOLE 1 168,478 BAKER HUGHES INC COM 057224107 7,615 165 SH DEFINED 4 165 BAKER HUGHES INC COM 057224107 55,380 1,200 SH DEFINED 3 1,200 BALCHEM CORP COM 057665200 882,195 23,645 SH SOLE 1 23,645 BALCHEM CORP COM 057665200 5,597 150 SH DEFINED 3 150 BALDWIN & LYONS INC COM 057755100 6,933 300 SH DEFINED 2 300 BALDWIN & LYONS INC COM 057755209 25,858 1,210 SH DEFINED 2 1,210 BALDWIN + LYONS INC CL B COM 057755209 130,528 6,108 SH SOLE 1 6,108 BALL CORP COM 058498106 2,061,062 66,443 SH SOLE 1 66,443 BALL CORP COM 058498106 81,086 2,614 SH DEFINED 4 2,614 BALL CORP COM 058498106 1,241 40 SH DEFINED 3 40 BALLARD PWR SYS INC NEW COM 058586108 242 200 SH DEFINED 4 200 BALLARD PWR SYS INC NEW COM 058586108 980 810 SH DEFINED 3 810 BALLY TECHNOLOGIES INC COM 05874B107 2,609,667 96,726 SH SOLE 1 96,726 BALLY TECHNOLOGIES INC COM 05874B107 1,214 45 SH DEFINED 2 45 BALTIC TRADING LIMITED COM Y0553W103 31,943 6,869 SH DEFINED 2 6,869 BALTIC TRADING LTD COM Y0553W103 55,372 11,908 SH SOLE 1 11,908 BANCFIRST CORP COM 05945F103 162,882 4,912 SH SOLE 1 4,912 BANCO BILBAO VIZCAYA ARGENTA COM 05946K101 14,585 1,794 SH DEFINED 2 1,794 BANCO BRADESCO S A COM 059460303 5,369 363 SH DEFINED 4 363 BANCO BRADESCO S A COM 059460303 32,488 2,197 SH DEFINED 3 2,197 BANCO BRADESCO S A COM 059460303 36,679 2,480 SH DEFINED 2 2,480 BANCO LATINOAMERICANO COME COM P16994132 309,535 20,324 SH SOLE 1 20,324 BANCO SANTANDER BRASIL S A COM 05967A107 21,250 2,903 SH DEFINED 3 2,903 BANCO SANTANDER CHILE NEW COM 05965X109 16,974 231 SH DEFINED 4 231 BANCO SANTANDER SA COM 05964H105 8,563 1,065 SH DEFINED 4 1,065 BANCO SANTANDER SA COM 05964H105 5,194 646 SH DEFINED 3 646 BANCO SANTANDER SA COM 05964H105 57,177 7,112 SH DEFINED 2 7,112 BANCORP INC/THE COM 05969A105 152,938 21,360 SH SOLE 1 21,360 BANCORP RHODE ISLAND INC COM 059690107 115,131 2,716 SH SOLE 1 2,716 BANCORPSOUTH INC COM 059692103 1,917,359 218,378 SH SOLE 1 218,378 BANK HAWAII CORP COM 062540109 18,200 500 SH DEFINED 3 500
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- BANK MONTREAL QUE COM 063671101 11,170 200 SH DEFINED 4 200 BANK MONTREAL QUE COM 063671101 61,156 1,095 SH DEFINED 2 1,095 BANK MUTUAL CORP COM 063750103 98,387 37,696 SH SOLE 1 37,696 BANK NOVA SCOTIA HALIFAX COM 064149107 102,808 2,050 SH DEFINED 3 2,050 BANK OF AMERICA CORP COM 060505104 24,716,868 4,038,704 SH SOLE 1 4,038,704 BANK OF AMERICA CORPORATION COM 060505104 212,948 34,795 SH DEFINED 4 34,795 BANK OF AMERICA CORPORATION COM 060505904 3,080 40 SH C DEFINED 4 40 BANK OF AMERICA CORPORATION COM 060505104 915,640 149,614 SH DEFINED 3 149,614 BANK OF AMERICA CORPORATION COM 060505682 19,125 25 SH DEFINED 3 25 BANK OF AMERICA CORPORATION COM 060505104 593,033 96,901 SH DEFINED 2 96,901 BANK OF AMERICA CORPORATION COM 060505682 393,210 514 SH DEFINED 2 514 BANK OF AMERICA CORPORATION COM 060505954 60 60 SH P DEFINED 2 60 BANK OF HAWAII CORP COM 062540109 3,764,670 103,425 SH SOLE 1 103,425 BANK OF KENTUCKY FINL CORP COM 062896105 85,214 4,206 SH SOLE 1 4,206 BANK OF MARIN BANCORP COM 063425102 10,738 325 SH DEFINED 4 325 BANK OF MARIN BANCORP/CA COM 063425102 128,393 3,886 SH SOLE 1 3,886 BANK OF NEW YORK MELLON CO COM 064058100 8,549,838 459,916 SH SOLE 1 459,916 BANK OF NEW YORK MELLON CORP COM 064058100 134,090 7,213 SH DEFINED 4 7,213 BANK OF NEW YORK MELLON CORP COM 064058100 62,200 3,346 SH DEFINED 3 3,346 BANK OF NEW YORK MELLON CORP COM 064058100 88,483 4,760 SH DEFINED 2 4,760 BANK OF THE OZARKS COM 063904106 481,976 23,028 SH SOLE 1 23,028 BANK OF THE OZARKS INC COM 063904106 119,531 5,711 SH DEFINED 3 5,711 BANKATLANTIC BANCORP COM 065908600 3,287 5,320 SH DEFINED 3 5,320 BANKATLANTIC BANCORP COM 065908600 8,031 13,000 SH DEFINED 2 13,000 BANKFINANCIAL CORP COM 06643P104 102,196 15,391 SH SOLE 1 15,391 BANKUNITED INC COM 06652K103 3,633,602 175,029 SH SOLE 1 175,029 BANNER CORPORATION COM 06652V208 154,426 12,074 SH SOLE 1 12,074 BAR HBR BANKSHARES COM 066849100 70,000 2,500 SH DEFINED 2 2,500 BARCLAYS BANK PLC COM 06739H206 65,077 1,251 SH DEFINED 4 1,251 BARCLAYS BANK PLC COM 06739H305 72,263 1,688 SH DEFINED 4 1,688 BARCLAYS BANK PLC COM 06739H248 64,421 728 SH DEFINED 4 728 BARCLAYS BANK PLC COM 06739H255 5,761 164 SH DEFINED 4 164 BARCLAYS BANK PLC COM 06739H750 2,722 145 SH DEFINED 4 145 BARCLAYS BANK PLC COM 06739H776 31,710 1,500 SH DEFINED 4 1,500 BARCLAYS BANK PLC COM 06739H206 5,202 100 SH DEFINED 3 100 BARCLAYS BANK PLC COM 06739H214 24,664 278 SH DEFINED 3 278 BARCLAYS BANK PLC COM 06739H305 5,052 118 SH DEFINED 3 118 BARCLAYS BANK PLC COM 06739H743 107,103 3,435 SH DEFINED 3 3,435 BARCLAYS BANK PLC COM 06739H248 23,007 260 SH DEFINED 3 260 BARCLAYS BANK PLC COM 06739H255 843 24 SH DEFINED 3 24 BARCLAYS BANK PLC COM 06739H362 13,866 600 SH DEFINED 3 600 BARCLAYS BANK PLC COM 06739H776 8,456 400 SH DEFINED 3 400 BARCLAYS BANK PLC COM 06739H214 13,219 149 SH DEFINED 2 149 BARCLAYS BANK PLC COM 06739H230 19,653 270 SH DEFINED 2 270 BARCLAYS BANK PLC COM 06739H271 14,639 238 SH DEFINED 2 238 BARCLAYS BANK PLC COM 06739H305 28,897 675 SH DEFINED 2 675 BARCLAYS BANK PLC COM 06739H248 12,300 139 SH DEFINED 2 139 BARCLAYS BANK PLC COM 06739H263 6,694 137 SH DEFINED 2 137 BARCLAYS BANK PLC COM 06739H362 52,367 2,266 SH DEFINED 2 2,266 BARCLAYS BANK PLC COM 06739H776 21,140 1,000 SH DEFINED 2 1,000 BARCLAYS BK PLC COM 06738C778 623,262 14,932 SH DEFINED 4 14,932 BARCLAYS BK PLC COM 06740C261 11,314 212 SH DEFINED 4 212 BARCLAYS BK PLC COM 06738C794 25,730 845 SH DEFINED 4 845 BARCLAYS BK PLC COM 06738C778 118,876 2,848 SH DEFINED 3 2,848 BARCLAYS BK PLC COM 06738C786 2,460 124 SH DEFINED 3 124 BARCLAYS BK PLC COM 06739F101 64,537 1,605 SH DEFINED 3 1,605 BARCLAYS BK PLC COM 06739F291 3,284 61 SH DEFINED 3 61 BARCLAYS BK PLC COM 06740C261 142,231 2,665 SH DEFINED 3 2,665 BARCLAYS BK PLC COM 06739F135 269,528 6,255 SH DEFINED 3 6,255 BARCLAYS BK PLC COM 06740L485 399 7 SH DEFINED 3 7 BARCLAYS BK PLC COM 06738C778 35,771 857 SH DEFINED 2 857 BARCLAYS BK PLC COM 06738C786 3,968 200 SH DEFINED 2 200 BARCLAYS BK PLC COM 06739F101 6,112 152 SH DEFINED 2 152 BARCLAYS BK PLC COM 06739F291 13,458 250 SH DEFINED 2 250 BARCLAYS BK PLC COM 06740C261 1,045,412 19,588 SH DEFINED 2 19,588 BARCLAYS BK PLC COM 06739F390 22,483 1,150 SH DEFINED 2 1,150 BARCLAYS BK PLC COM 06740L485 5,705 100 SH DEFINED 2 100 BARCLAYS BK PLC COM 06740P270 4,176 100 SH DEFINED 2 100 BARCLAYS PLC COM 06738E204 6,846 700 SH DEFINED 3 700 BARD C R INC COM 067383109 1,226 14 SH DEFINED 3 14 BARD C R INC COM 067383109 221,564 2,531 SH DEFINED 2 2,531 BARNES & NOBLE INC COM 067774109 630 53 SH DEFINED 2 53 BARNES + NOBLE INC COM 067774109 1,300,235 109,910 SH SOLE 1 109,910 BARNES GROUP INC COM 067806109 847,462 44,024 SH SOLE 1 44,024 BARRETT BILL CORP COM 06846N104 7,248 200 SH DEFINED 2 200 BARRETT BUSINESS SVCS INC COM 068463108 77,479 5,558 SH SOLE 1 5,558 BARRICK GOLD CORP COM 067901108 48,355 1,037 SH DEFINED 4 1,037 BARRICK GOLD CORP COM 067901958 284 1 SH P DEFINED 4 1 BARRICK GOLD CORP COM 067901108 357,899 7,672 SH DEFINED 3 7,672 BARRICK GOLD CORP COM 067901908 2,620 10 SH C DEFINED 3 10 BARRICK GOLD CORP COM 067901108 553,316 11,861 SH DEFINED 2 11,861
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- BARRY (R.G.) COM 068798107 66,526 6,276 SH SOLE 1 6,276 BASIC ENERGY SERVICES INC COM 06985P100 286,032 20,200 SH SOLE 1 20,200 BAXTER INTERNATIONAL INC COM 071813109 9,592,810 170,873 SH SOLE 1 170,873 BAXTER INTL INC COM 071813109 205,865 3,667 SH DEFINED 4 3,667 BAXTER INTL INC COM 071813109 56,140 1,000 SH DEFINED 3 1,000 BAYTEX ENERGY CORP COM 07317Q105 4,167 100 SH DEFINED 4 100 BB&T CORP COM 054937107 3,957 186 SH DEFINED 3 186 BB&T CORP COM 054937107 84,168 3,946 SH DEFINED 2 3,946 BB+T CORP COM 054937107 7,734,386 362,606 SH SOLE 1 362,606 BCE INC COM 05534B760 84,285 2,250 SH DEFINED 4 2,250 BCE INC COM 05534B760 8,279 221 SH DEFINED 2 221 BE AEROSPACE INC COM 073302101 19,690,550 594,701 SH SOLE 1 594,701 BE AEROSPACE INC COM 073302101 10,165 307 SH DEFINED 3 307 BEACON POWER CORP COM 073677205 2,091 4,100 SH DEFINED 3 4,100 BEACON ROOFING SUPPLY INC COM 073685109 536,896 33,577 SH SOLE 1 33,577 BEAZER HOMES USA INC COM 07556Q105 84,027 55,647 SH SOLE 1 55,647 BEBE STORES INC COM 075571109 188,556 28,059 SH SOLE 1 28,059 BECTON DICKINSON & CO COM 075887109 21,996 300 SH DEFINED 4 300 BECTON DICKINSON & CO COM 075887109 133,369 1,819 SH DEFINED 3 1,819 BECTON DICKINSON AND CO COM 075887109 4,794,175 65,387 SH SOLE 1 65,387 BED BATH & BEYOND INC COM 075896100 1,433 25 SH DEFINED 4 25 BED BATH & BEYOND INC COM 075896100 405,869 7,082 SH DEFINED 3 7,082 BED BATH & BEYOND INC COM 075896100 222,420 3,881 SH DEFINED 2 3,881 BED BATH + BEYOND INC COM 075896100 6,392,415 111,541 SH SOLE 1 111,541 BEL FUSE INC CL B COM 077347300 133,793 8,582 SH SOLE 1 8,582 BELDEN INC COM 077454106 1,001,065 38,816 SH SOLE 1 38,816 BELO CORPORATION A COM 080555105 330,691 67,626 SH SOLE 1 67,626 BEMIS COMPANY COM 081437105 1,013,159 34,567 SH SOLE 1 34,567 BENCHMARK ELECTRONICS INC COM 08160H101 645,803 49,639 SH SOLE 1 49,639 BENEFICIAL MUTUAL BANCORP COM 08173R104 180,953 24,289 SH SOLE 1 24,289 BENIHANA INC CLASS A COM 082047200 83,767 9,729 SH SOLE 1 9,729 BERKLEY W R CORP COM 084423102 32,659 1,100 SH DEFINED 4 1,100 BERKLEY W R CORP COM 084423102 5,966 201 SH DEFINED 2 201 BERKSHIRE HATHAWAY INC CL COM 084670702 37,782,127 531,843 SH SOLE 1 531,843 BERKSHIRE HATHAWAY INC DEL COM 084670702 976,019 13,739 SH DEFINED 4 13,739 BERKSHIRE HATHAWAY INC DEL COM 084670108 213,600 2 SH DEFINED 4 2 BERKSHIRE HATHAWAY INC DEL COM 084670702 1,465,555 20,630 SH DEFINED 3 20,630 BERKSHIRE HATHAWAY INC DEL COM 084670108 106,800 1 SH DEFINED 3 1 BERKSHIRE HATHAWAY INC DEL COM 084670702 1,139,837 16,045 SH DEFINED 2 16,045 BERKSHIRE HATHAWAY INC DEL COM 084670108 106,800 1 SH DEFINED 2 1 BERKSHIRE HILLS BANCORP IN COM 084680107 279,710 15,144 SH SOLE 1 15,144 BERRY PETE CO COM 085789105 2,618 74 SH DEFINED 2 74 BERRY PETROLEUM CO CLASS A COM 085789105 1,331,845 37,644 SH SOLE 1 37,644 BEST BUY CO INC COM 086516101 2,347,265 100,741 SH SOLE 1 100,741 BEST BUY INC COM 086516101 49,629 2,130 SH DEFINED 4 2,130 BEST BUY INC COM 086516101 2,330 100 SH DEFINED 3 100 BEST BUY INC COM 086516101 5,872 252 SH DEFINED 2 252 BG MEDICINE INC COM 08861T107 19,912 5,609 SH SOLE 1 5,609 BGC PARTNERS INC COM 05541T101 441,975 73,296 SH DEFINED 4 73,296 BGC PARTNERS INC COM 05541T101 17,065 2,830 SH DEFINED 3 2,830 BGC PARTNERS INC CL A COM 05541T101 332,904 55,208 SH SOLE 1 55,208 BHP BILLITON LTD COM 088606108 133,877 2,015 SH DEFINED 4 2,015 BHP BILLITON LTD COM 088606108 186,160 2,802 SH DEFINED 3 2,802 BIG 5 SPORTING GOODS CORP COM 08915P101 109,507 18,011 SH SOLE 1 18,011 BIG LOTS INC COM 089302103 746,686 21,438 SH SOLE 1 21,438 BIGBAND NETWORKS INC COM 089750509 40,942 31,986 SH SOLE 1 31,986 BIGLARI HOLDINGS INC COM 08986R101 300,243 1,013 SH SOLE 1 1,013 BILL BARRETT CORP COM 06846N104 4,985,464 137,568 SH SOLE 1 137,568 BIO RAD LABORATORIES A COM 090572207 3,916,726 43,150 SH SOLE 1 43,150 BIO RAD LABS INC COM 090572207 49,924 550 SH DEFINED 3 550 BIO RAD LABS INC COM 090572207 1,452 16 SH DEFINED 2 16 BIO REFERENCE LABS INC COM 09057G602 370,943 20,149 SH SOLE 1 20,149 BIOCRYST PHARMACEUTICALS COM 09058V103 3,864 1,400 SH DEFINED 2 1,400 BIOCRYST PHARMACEUTICALS I COM 09058V103 58,272 21,113 SH SOLE 1 21,113 BIODELIVERY SCIENCES INTL IN COM 09060J106 14,555 13,353 SH DEFINED 2 13,353 BIOGEN IDEC INC COM 09062X103 9,832,076 105,551 SH SOLE 1 105,551 BIOGEN IDEC INC COM 09062X103 12,203 131 SH DEFINED 4 131 BIOGEN IDEC INC COM 09062X103 54,493 585 SH DEFINED 3 585 BIOGEN IDEC INC COM 09062X103 8,197 88 SH DEFINED 2 88 BIOLASE TECHNOLOGY INC COM 090911108 62,944 20,981 SH SOLE 1 20,981 BIOMARIN PHARMACEUTICAL IN COM 09061G101 57,493 1,804 SH SOLE 1 1,804 BIOMARIN PHARMACEUTICAL INC COM 09061G101 125,663 3,943 SH DEFINED 3 3,943 BIOMED REALTY TRUST INC COM 09063H107 1,781,590 107,519 SH SOLE 1 107,519 BIOMIMETIC THERAPEUTICS IN COM 09064X101 46,273 14,022 SH SOLE 1 14,022 BIO-REFERENCE LABS INC COM 09057G602 5,523 300 SH DEFINED 3 300 BIOSANTE PHARMACEUTICALS I COM 09065V203 182,455 80,024 SH SOLE 1 80,024 BIOSANTE PHARMACEUTICALS INC COM 09065V203 5 2 SH DEFINED 2 2 BIOSCRIP INC COM 09069N108 189,064 29,727 SH SOLE 1 29,727 BIOSPECIFICS TECHNOLOGIES COM 090931106 58,346 3,615 SH SOLE 1 3,615 BIOTECH HOLDRS TR COM 09067D201 779 8 SH DEFINED 3 8 BIOTIME INC COM 09066L105 79,534 18,035 SH SOLE 1 18,035
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- BIOTIME INC COM 09066L105 851 193 SH DEFINED 3 193 BIOTIME INC COM 09066L105 882 200 SH DEFINED 2 200 BIRNER DENTAL MGMT SERVICES COM 091283200 11,648 700 SH DEFINED 2 700 BJ S RESTAURANTS INC COM 09180C106 869,320 19,708 SH SOLE 1 19,708 BJ S WHOLESALE CLUB INC COM 05548J106 6,156,281 120,146 SH SOLE 1 120,146 BJS WHOLESALE CLUB INC COM 05548J106 4,150 81 SH DEFINED 4 81 BLACK BOX CORP COM 091826107 314,443 14,728 SH SOLE 1 14,728 BLACK DIAMOND INC COM 09202G101 63,042 9,669 SH SOLE 1 9,669 BLACK HILLS CORP COM 092113109 3,501,662 114,284 SH SOLE 1 114,284 BLACK HILLS CORP COM 092113109 30,640 1,000 SH DEFINED 3 1,000 BLACKBAUD INC COM 09227Q100 812,098 36,466 SH SOLE 1 36,466 BLACKBOARD INC COM 091935502 1,142,626 25,585 SH SOLE 1 25,585 BLACKROCK BUILD AMER BD TR COM 09248X100 40,400 2,000 SH DEFINED 4 2,000 BLACKROCK CALIF MUN INCOME T COM 09248E102 80,194 5,696 SH DEFINED 3 5,696 BLACKROCK CORE BD TR COM 09249E101 2,529 195 SH DEFINED 2 195 BLACKROCK CORPOR HI YLD III COM 09255M104 368,266 56,919 SH DEFINED 4 56,919 BLACKROCK CORPOR HI YLD III COM 09255M104 146,558 22,652 SH DEFINED 3 22,652 BLACKROCK CORPOR HIGH YLD FD COM 09255L106 81,375 12,367 SH DEFINED 3 12,367 BLACKROCK DEBT STRAT FD INC COM 09255R103 46,316 12,125 SH DEFINED 4 12,125 BLACKROCK DEBT STRAT FD INC COM 09255R103 23,806 6,232 SH DEFINED 3 6,232 BLACKROCK DEBT STRAT FD INC COM 09255R103 9,550 2,500 SH DEFINED 2 2,500 BLACKROCK ENERGY & RES TR COM 09250U101 33,915 1,500 SH DEFINED 4 1,500 BLACKROCK ENERGY & RES TR COM 09250U101 43,327 1,916 SH DEFINED 2 1,916 BLACKROCK ENH CAP & INC FD I COM 09256A109 4,783 405 SH DEFINED 4 405 BLACKROCK ENH CAP & INC FD I COM 09256A109 68,888 5,833 SH DEFINED 3 5,833 BLACKROCK ENHANCED EQT DIV T COM 09251A104 501,632 71,867 SH DEFINED 3 71,867 BLACKROCK FLOAT RATE OME STR COM 09255X100 38,190 3,000 SH DEFINED 3 3,000 BLACKROCK FLOATING RATE INCO COM 091941104 12,670 1,000 SH DEFINED 3 1,000 BLACKROCK GLOBAL OPP EQTY TR COM 092501105 11,598 822 SH DEFINED 4 822 BLACKROCK GLOBAL OPP EQTY TR COM 092501105 193,660 13,725 SH DEFINED 3 13,725 BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,439 102 SH DEFINED 2 102 BLACKROCK HEALTH SCIENCES TR COM 09250W107 23,689 985 SH DEFINED 2 985 BLACKROCK HIGH INCOME SHS COM 09250E107 9,967 5,085 SH DEFINED 3 5,085 BLACKROCK HIGH INCOME SHS COM 09250E107 25,480 13,000 SH DEFINED 2 13,000 BLACKROCK HIGH YIELD TR COM 09248N102 3,631 580 SH DEFINED 3 580 BLACKROCK HIGH YIELD TR COM 09248N102 31,300 5,000 SH DEFINED 2 5,000 BLACKROCK INC COM 09247X101 16,333,496 110,354 SH SOLE 1 110,354 BLACKROCK INC COM 09247X101 9,769 66 SH DEFINED 4 66 BLACKROCK INC COM 09247X101 10,065 68 SH DEFINED 2 68 BLACKROCK INCOME OPP TRUST I COM 092475102 135,005 13,762 SH DEFINED 3 13,762 BLACKROCK INCOME OPP TRUST I COM 092475102 4,905 500 SH DEFINED 2 500 BLACKROCK INTL GRWTH & INC T COM 092524107 112,898 14,777 SH DEFINED 3 14,777 BLACKROCK INTL GRWTH & INC T COM 092524107 1,322 173 SH DEFINED 2 173 BLACKROCK KELSO CAPITAL CO COM 092533108 389,294 53,328 SH SOLE 1 53,328 BLACKROCK KELSO CAPITAL CORP COM 092533108 172,832 23,676 SH DEFINED 4 23,676 BLACKROCK KELSO CAPITAL CORP COM 092533108 355,875 48,750 SH DEFINED 3 48,750 BLACKROCK KELSO CAPITAL CORP COM 092533108 2,993 410 SH DEFINED 2 410 BLACKROCK LTD DURATION INC T COM 09249W101 73,094 4,600 SH DEFINED 4 4,600 BLACKROCK LTD DURATION INC T COM 09249W101 31,748 1,998 SH DEFINED 3 1,998 BLACKROCK MUN INCOME TR COM 09248F109 13,670 1,000 SH DEFINED 4 1,000 BLACKROCK MUN INCOME TR COM 09248F109 820 60 SH DEFINED 3 60 BLACKROCK MUNI INCOME TR II COM 09249N101 83,505 5,700 SH DEFINED 2 5,700 BLACKROCK MUNI INTER DR FD I COM 09253X102 10,988 750 SH DEFINED 4 750 BLACKROCK MUNI INTER DR FD I COM 09253X102 74,554 5,089 SH DEFINED 3 5,089 BLACKROCK MUNIASSETS FD INC COM 09254J102 15,763 1,318 SH DEFINED 2 1,318 BLACKROCK MUNICIPL INC QLTY COM 092479104 45,114 3,157 SH DEFINED 3 3,157 BLACKROCK MUNICIPL INC QLTY COM 092479104 24,293 1,700 SH DEFINED 2 1,700 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 14,443 1,300 SH DEFINED 4 1,300 BLACKROCK MUNIHLDGS FD II IN COM 09253P109 44,790 3,000 SH DEFINED 3 3,000 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 82,766 5,800 SH DEFINED 4 5,800 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 12,286 861 SH DEFINED 2 861 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 210,064 14,825 SH DEFINED 3 14,825 BLACKROCK MUNIVEST FD II INC COM 09253T101 80,895 5,393 SH DEFINED 3 5,393 BLACKROCK MUNIYIELD CALIF FD COM 09254M105 27,018 1,900 SH DEFINED 3 1,900 BLACKROCK MUNIYIELD FD INC COM 09253W104 88,846 6,077 SH DEFINED 2 6,077 BLACKROCK MUNIYIELD NJ QLTY COM 09255A100 65,847 4,700 SH DEFINED 4 4,700 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 13,150 1,000 SH DEFINED 3 1,000 BLACKROCK MUNIYIELD QLTY FD COM 09254E103 30,789 2,329 SH DEFINED 3 2,329 BLACKROCK N Y MUN INCOME TR COM 09248L106 37,960 2,600 SH DEFINED 4 2,600 BLACKROCK REAL ASSET EQUITY COM 09254B109 20,261 1,950 SH DEFINED 4 1,950 BLACKROCK REAL ASSET EQUITY COM 09254B109 9,704 934 SH DEFINED 3 934 BLACKROCK SR HIGH INCOME FD COM 09255T109 169,294 46,382 SH DEFINED 3 46,382 BLACKROCK SR HIGH INCOME FD COM 09255T109 2,938 805 SH DEFINED 2 805 BLACKROCK STRAT EQUITY DIV T COM 09249Y107 34,249 3,760 SH DEFINED 3 3,760 BLACKROCK STRAT EQUITY DIV T COM 09249Y107 7,288 800 SH DEFINED 2 800 BLACKSTONE GROUP L P COM 09253U108 30,140 2,516 SH DEFINED 4 2,516 BLACKSTONE GROUP L P COM 09253U108 7,428 620 SH DEFINED 3 620 BLACKSTONE GROUP L P COM 09253U108 21,204 1,770 SH DEFINED 2 1,770 BLACKSTONE GSO FLTING RTE FU COM 09256U105 7,068 400 SH DEFINED 4 400 BLACKSTONE GSO FLTING RTE FU COM 09256U105 187,214 10,595 SH DEFINED 2 10,595 BLDRS INDEX FDS TR COM 09348R300 594,903 16,493 SH DEFINED 3 16,493
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- BLDRS INDEX FDS TR COM 09348R409 6,616 380 SH DEFINED 3 380 BLDRS INDEX FDS TR COM 09348R300 19,839 550 SH DEFINED 2 550 BLOCK H & R INC COM 093671105 162,511 12,210 SH DEFINED 3 12,210 BLOUNT INTERNATIONAL INC COM 095180105 474,667 35,529 SH SOLE 1 35,529 BLUE COAT SYSTEMS INC COM 09534T508 493,087 35,525 SH SOLE 1 35,525 BLUE NILE INC COM 09578R103 375,661 10,648 SH SOLE 1 10,648 BLUE NILE INC COM 09578R103 882 25 SH DEFINED 4 25 BLYTH INC COM 09643P207 235,940 4,255 SH SOLE 1 4,255 BMC SOFTWARE INC COM 055921100 2,484,305 64,427 SH SOLE 1 64,427 BMC SOFTWARE INC COM 055921100 15,848 411 SH DEFINED 3 411 BMC SOFTWARE INC COM 055921100 4,627 120 SH DEFINED 2 120 BOARDWALK PIPELINE PARTNERS COM 096627104 98,996 3,861 SH DEFINED 3 3,861 BOARDWALK PIPELINE PARTNERS COM 096627104 19,230 750 SH DEFINED 2 750 BOB EVANS FARMS COM 096761101 2,505,026 87,834 SH SOLE 1 87,834 BOB EVANS FARMS INC COM 096761101 101,902 3,573 SH DEFINED 2 3,573 BODY CENTRAL CORP COM 09689U102 155,940 8,587 SH SOLE 1 8,587 BOEING CO COM 097023105 331,474 5,478 SH DEFINED 4 5,478 BOEING CO COM 097023105 1,131,213 18,695 SH DEFINED 3 18,695 BOEING CO COM 097023105 300,071 4,959 SH DEFINED 2 4,959 BOEING CO/THE COM 097023105 31,961,503 528,202 SH SOLE 1 528,202 BOFI HOLDING INC COM 05566U108 87,005 6,464 SH SOLE 1 6,464 BOINGO WIRELESS INC COM 09739C102 30,066 4,205 SH SOLE 1 4,205 BOISE INC COM 09746Y105 393,747 76,160 SH SOLE 1 76,160 BOK FINANCIAL CORPORATION COM 05561Q201 33,339 711 SH SOLE 1 711 BOK FINL CORP COM 05561Q201 10,042 214 SH DEFINED 3 214 BON TON STORES INC/THE COM 09776J101 44,819 9,018 SH SOLE 1 9,018 BON-TON STORES INC COM 09776J101 2,783 560 SH DEFINED 3 560 BOOZ ALLEN HAMILTON HLDG COR COM 099502106 14,870 1,000 SH DEFINED 4 1,000 BOOZ ALLEN HAMILTON HOLDIN COM 099502106 7,420 499 SH SOLE 1 499 BORGWARNER INC COM 099724106 14,480,955 239,236 SH SOLE 1 239,236 BORGWARNER INC COM 099724106 281,041 4,643 SH DEFINED 3 4,643 BOSTON BEER COMPANY INC CL COM 100557107 491,961 6,767 SH SOLE 1 6,767 BOSTON BEER INC COM 100557107 7,270 100 SH DEFINED 3 100 BOSTON BEER INC COM 100557107 74,518 1,025 SH DEFINED 2 1,025 BOSTON PRIVATE FINL HOLDIN COM 101119105 371,428 63,168 SH SOLE 1 63,168 BOSTON PROPERTIES INC COM 101121101 4,201,332 47,153 SH SOLE 1 47,153 BOSTON PROPERTIES INC COM 101121101 1,782 20 SH DEFINED 4 20 BOSTON SCIENTIFIC CORP COM 101137107 3,007,487 508,881 SH SOLE 1 508,881 BOSTON SCIENTIFIC CORP COM 101137107 17,730 3,000 SH DEFINED 4 3,000 BOSTON SCIENTIFIC CORP COM 101137107 47,079 7,966 SH DEFINED 3 7,966 BOSTON SCIENTIFIC CORP COM 101137107 3,499 592 SH DEFINED 2 592 BOTTOMLINE TECHNOLOGIES IN COM 101388106 561,443 27,877 SH SOLE 1 27,877 BOULDER TOTAL RETURN FD INC COM 101541100 5,400 400 SH DEFINED 4 400 BOYD GAMING CORP COM 103304101 219,716 44,840 SH SOLE 1 44,840 BOYD GAMING CORP COM 103304101 500 102 SH DEFINED 2 102 BP PLC COM 055622104 401,171 11,122 SH DEFINED 4 11,122 BP PLC COM 055622104 1,005,090 27,865 SH DEFINED 3 27,865 BP PLC COM 055622104 363,153 10,068 SH DEFINED 2 10,068 BP PRUDHOE BAY RTY TR COM 055630107 138,644 1,316 SH DEFINED 4 1,316 BP PRUDHOE BAY RTY TR COM 055630107 681,615 6,470 SH DEFINED 3 6,470 BP PRUDHOE BAY RTY TR COM 055630107 142,117 1,349 SH DEFINED 2 1,349 BPZ RESOURCES INC COM 055639108 206,562 74,571 SH SOLE 1 74,571 BPZ RESOURCES INC COM 055639108 1,385 500 SH DEFINED 4 500 BRADY CORPORATION CL A COM 104674106 1,040,708 39,376 SH SOLE 1 39,376 BRANDYWINE REALTY TRUST COM 105368203 30,126 3,761 SH SOLE 1 3,761 BRANDYWINE RLTY TR COM 105368203 12,696 1,585 SH DEFINED 3 1,585 BRANDYWINE RLTY TR COM 105368203 21,635 2,701 SH DEFINED 2 2,701 BRAVO BRIO RESTAURANT GROU COM 10567B109 234,075 14,067 SH SOLE 1 14,067 BRE PROPERTIES INC COM 05564E106 6,957,309 164,320 SH SOLE 1 164,320 BRE PROPERTIES INC COM 05564E106 4,234 100 SH DEFINED 3 100 BRE PROPERTIES INC COM 05564E106 67,744 1,600 SH DEFINED 2 1,600 BREITBURN ENERGY PARTNERS LP COM 106776107 43,500 2,500 SH DEFINED 3 2,500 BREITBURN ENERGY PARTNERS LP COM 106776107 3,480 200 SH DEFINED 2 200 BRF-BRASIL FOODS S A COM 10552T107 600 34 SH DEFINED 2 34 BRIDGE BANCORP INC COM 108035106 89,999 4,918 SH SOLE 1 4,918 BRIDGE CAPITAL HOLDINGS COM 108030107 67,191 6,679 SH SOLE 1 6,679 BRIDGEPOINT ED INC COM 10807M105 4,098 235 SH DEFINED 3 235 BRIDGEPOINT EDUCATION INC COM 10807M105 227,557 13,048 SH SOLE 1 13,048 BRIGGS & STRATTON CORP COM 109043109 703 52 SH DEFINED 2 52 BRIGGS + STRATTON COM 109043109 558,314 41,326 SH SOLE 1 41,326 BRIGHAM EXPLORATION CO COM 109178103 47,868 1,895 SH SOLE 1 1,895 BRIGHAM EXPLORATION CO COM 109178103 35,378 1,400 SH DEFINED 3 1,400 BRIGHAM EXPLORATION CO COM 109178103 101,080 4,000 SH DEFINED 2 4,000 BRIGHTPOINT INC COM 109473405 514,507 55,864 SH SOLE 1 55,864 BRIGHTPOINT INC COM 109473405 4,610 500 SH DEFINED 2 500 BRINK S CO/THE COM 109696104 3,158,295 135,491 SH SOLE 1 135,491 BRINKER INTERNATIONAL INC COM 109641100 3,775,014 180,450 SH SOLE 1 180,450 BRINKS CO COM 109696104 3,846 165 SH DEFINED 3 165 BRISTOL MYERS SQUIBB CO COM 110122108 71,893,494 2,291,061 SH SOLE 1 2,291,061 BRISTOL MYERS SQUIBB CO COM 110122108 414,939 13,223 SH DEFINED 4 13,223 BRISTOL MYERS SQUIBB CO COM 110122108 1,258,099 40,092 SH DEFINED 3 40,092
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- BRISTOL MYERS SQUIBB CO COM 110122108 679,231 21,645 SH DEFINED 2 21,645 BRISTOW GROUP INC COM 110394103 1,263,268 29,773 SH SOLE 1 29,773 BRITISH AMERN TOB PLC COM 110448107 93,203 1,100 SH DEFINED 4 1,100 BRITISH AMERN TOB PLC COM 110448107 1,779 21 SH DEFINED 3 21 BROADCOM CORP COM 111320107 999 30 SH DEFINED 4 30 BROADCOM CORP COM 111320107 5,859 176 SH DEFINED 3 176 BROADCOM CORP COM 111320107 6,658 200 SH DEFINED 2 200 BROADCOM CORP CL A COM 111320107 12,223,489 367,182 SH SOLE 1 367,182 BROADRIDGE FINANCIAL SOLUT COM 11133T103 34,185,958 1,697,416 SH SOLE 1 1,697,416 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,628 627 SH DEFINED 4 627 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,490 74 SH DEFINED 3 74 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,316 115 SH DEFINED 2 115 BROADSOFT INC COM 11133B409 499,773 16,467 SH SOLE 1 16,467 BROADWIND ENERGY INC COM 11161T108 25,048 78,251 SH SOLE 1 78,251 BROADWIND ENERGY INC COM 11161T108 1,601 5,000 SH DEFINED 4 5,000 BROADWIND ENERGY INC COM 11161T108 320 1,000 SH DEFINED 3 1,000 BROCADE COMMUNICATIONS SYS COM 111621306 65,604 15,186 SH SOLE 1 15,186 BROCADE COMMUNICATIONS SYS I COM 111621306 12,213 2,827 SH DEFINED 4 2,827 BROCADE COMMUNICATIONS SYS I COM 111621306 1,054 244 SH DEFINED 2 244 BROOKDALE SENIOR LIVING IN COM 112463104 18,885 1,506 SH SOLE 1 1,506 BROOKDALE SR LIVING INC COM 112463104 903 72 SH DEFINED 2 72 BROOKFIELD ASSET MANAGE CL COM 112585104 1,867,835 67,798 SH SOLE 1 67,798 BROOKFIELD ASSET MGMT INC COM 112585104 2,893 105 SH DEFINED 3 105 BROOKFIELD INFRAST PARTNERS COM G16252101 22,368 919 SH DEFINED 3 919 BROOKFIELD INFRAST PARTNERS COM G16252101 17,087 702 SH DEFINED 2 702 BROOKFIELD OFFICE PPTYS INC COM 112900105 5,508 400 SH DEFINED 2 400 BROOKLINE BANCORP INC COM 11373M107 373,187 48,403 SH SOLE 1 48,403 BROOKS AUTOMATION INC COM 114340102 441,559 54,179 SH SOLE 1 54,179 BROWN + BROWN INC COM 115236101 4,523,621 254,136 SH SOLE 1 254,136 BROWN FORMAN CORP COM 115637209 7,715 110 SH DEFINED 2 110 BROWN FORMAN CORP CLASS B COM 115637209 2,244,270 31,997 SH SOLE 1 31,997 BROWN SHOE COMPANY INC COM 115736100 257,139 36,115 SH SOLE 1 36,115 BRUKER CORP COM 116794108 15,384 1,137 SH SOLE 1 1,137 BRUKER CORP COM 116794108 261,129 19,300 SH DEFINED 4 19,300 BRUNSWICK CORP COM 117043109 1,024,148 72,945 SH SOLE 1 72,945 BRYN MAWR BANK CORP COM 117665109 131,234 7,920 SH SOLE 1 7,920 BRYN MAWR BK CORP COM 117665109 33,521 2,023 SH DEFINED 2 2,023 BT GROUP PLC COM 05577E101 7,086 266 SH DEFINED 2 266 BUCKEYE PARTNERS L P COM 118230101 88,889 1,422 SH DEFINED 4 1,422 BUCKEYE PARTNERS L P COM 118230101 89,639 1,434 SH DEFINED 3 1,434 BUCKEYE PARTNERS L P COM 118230101 194,000 3,104 SH DEFINED 2 3,104 BUCKEYE TECHNOLOGIES INC COM 118255108 786,444 32,619 SH SOLE 1 32,619 BUCKLE INC/THE COM 118440106 848,889 22,072 SH SOLE 1 22,072 BUFFALO WILD WINGS INC COM 119848109 897,658 15,011 SH SOLE 1 15,011 BUFFALO WILD WINGS INC COM 119848109 71,760 1,200 SH DEFINED 3 1,200 BUFFALO WILD WINGS INC COM 119848109 1,495 25 SH DEFINED 2 25 BUILD A BEAR WORKSHOP INC COM 120076104 61,945 12,146 SH SOLE 1 12,146 BUILDERS FIRSTSOURCE INC COM 12008R107 42,187 33,218 SH SOLE 1 33,218 BUILDERS FIRSTSOURCE INC COM 12008R107 254 200 SH DEFINED 3 200 BUNGE LIMITED COM G16962105 11,658 200 SH DEFINED 3 200 BUNGE LIMITED COM G16962105 5,829 100 SH DEFINED 2 100 BUNGE LTD COM G16962105 223,834 3,840 SH SOLE 1 3,840 C H ROBINSON WORLDWIDE INC COM 12541W209 6,779 99 SH DEFINED 3 99 C H ROBINSON WORLDWIDE INC COM 12541W209 10,271 150 SH DEFINED 2 150 C.H. ROBINSON WORLDWIDE IN COM 12541W209 4,743,670 69,281 SH SOLE 1 69,281 C+J ENERGY SERVICES INC COM 12467B304 1,376,028 83,700 SH SOLE 1 83,700 CA INC COM 12673P105 3,201,350 164,933 SH SOLE 1 164,933 CA INC COM 12673P105 15,334 790 SH DEFINED 3 790 CA INC COM 12673P105 54,482 2,807 SH DEFINED 2 2,807 CABELA S INC COM 126804301 725,817 35,423 SH SOLE 1 35,423 CABELAS INC COM 126804301 13,319 650 SH DEFINED 3 650 CABLEVISION SYS CORP COM 12686C109 1,494 95 SH DEFINED 4 95 CABLEVISION SYSTEMS NY GRP COM 12686C109 1,529,790 97,253 SH SOLE 1 97,253 CABOT CORP COM 127055101 3,559,102 143,628 SH SOLE 1 143,628 CABOT CORP COM 127055101 121,422 4,900 SH DEFINED 3 4,900 CABOT MICROELECTRONICS COR COM 12709P103 661,836 19,245 SH SOLE 1 19,245 CABOT MICROELECTRONICS CORP COM 12709P103 688 20 SH DEFINED 4 20 CABOT OIL & GAS CORP COM 127097103 10,834 175 SH DEFINED 4 175 CABOT OIL & GAS CORP COM 127097103 25,433 411 SH DEFINED 3 411 CABOT OIL + GAS CORP COM 127097103 2,591,615 41,861 SH SOLE 1 41,861 CACI INTERNATIONAL INC CL COM 127190304 1,233,168 24,693 SH SOLE 1 24,693 CADENCE DESIGN SYS INC COM 127387108 5,424,056 587,019 SH SOLE 1 587,019 CADENCE PHARMACEUTICALS IN COM 12738T100 181,828 27,760 SH SOLE 1 27,760 CADENCE PHARMACEUTICALS INC COM 12738T100 6,550 1,000 SH DEFINED 3 1,000 CADIZ INC COM 127537207 69,655 8,806 SH SOLE 1 8,806 CAI INTERNATIONAL INC COM 12477X106 103,546 8,835 SH SOLE 1 8,835 CAL DIVE INTERNATIONAL INC COM 12802T101 133,091 69,681 SH SOLE 1 69,681 CAL MAINE FOODS INC COM 128030202 365,374 11,625 SH SOLE 1 11,625 CAL MAINE FOODS INC COM 128030202 3,153 100 SH DEFINED 2 100 CALAMOS ASSET MANAGEMENT A COM 12811R104 156,566 15,641 SH SOLE 1 15,641 CALAMOS ASSET MGMT INC COM 12811R104 10,110 1,010 SH DEFINED 4 1,010
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CALAMOS CONV & HIGH INCOME F COM 12811P108 21,090 1,900 SH DEFINED 4 1,900 CALAMOS CONV & HIGH INCOME F COM 12811P108 386,149 34,788 SH DEFINED 3 34,788 CALAMOS CONV & HIGH INCOME F COM 12811P108 2,018,946 181,887 SH DEFINED 2 181,887 CALAMOS CONV OPP AND INC FD COM 128117108 72,073 6,350 SH DEFINED 4 6,350 CALAMOS CONV OPP AND INC FD COM 128117108 292,166 25,742 SH DEFINED 3 25,742 CALAMOS CONV OPP AND INC FD COM 128117108 71,505 6,300 SH DEFINED 2 6,300 CALAMOS GBL DYN INCOME FUND COM 12811L107 3,434 485 SH DEFINED 4 485 CALAMOS GBL DYN INCOME FUND COM 12811L107 5,664 800 SH DEFINED 3 800 CALAMOS GBL DYN INCOME FUND COM 12811L107 24,879 3,514 SH DEFINED 2 3,514 CALAMOS STRATEGIC TOTL RETN COM 128125101 31,961 4,015 SH DEFINED 4 4,015 CALAMOS STRATEGIC TOTL RETN COM 128125101 1,592 200 SH DEFINED 3 200 CALAMOS STRATEGIC TOTL RETN COM 128125101 15,920 2,000 SH DEFINED 2 2,000 CALAMP CORP COM 128126109 642 200 SH DEFINED 2 200 CALAVO GROWERS INC COM 128246105 200,234 9,758 SH SOLE 1 9,758 CALGON CARBON CORP COM 129603106 674,023 46,261 SH SOLE 1 46,261 CALGON CARBON CORP COM 129603106 44 3 SH DEFINED 3 3 CALGON CARBON CORP COM 129603106 52,452 3,600 SH DEFINED 2 3,600 CALIFORNIA FIRST NATL BANC COM 130222102 22,705 1,483 SH SOLE 1 1,483 CALIFORNIA WATER SERVICE G COM 130788102 540,066 30,495 SH SOLE 1 30,495 CALIFORNIA WTR SVC GROUP COM 130788102 20,544 1,160 SH DEFINED 3 1,160 CALIPER LIFE SCIENCES INC COM 130872104 360,817 34,462 SH SOLE 1 34,462 CALIX NETWORKS INC COM 13100M509 214,336 27,479 SH SOLE 1 27,479 CALLAWAY GOLF COMPANY COM 131193104 272,893 52,784 SH SOLE 1 52,784 CALLIDUS SOFTWARE INC COM 13123E500 100,950 21,898 SH SOLE 1 21,898 CALLON PETE CO DEL COM 13123X102 4,342 1,122 SH DEFINED 3 1,122 CALLON PETE CO DEL COM 13123X902 434,214 1,122 SH C DEFINED 3 1,122 CALLON PETROLEUM CO COM 13123X102 110,558 28,568 SH SOLE 1 28,568 CALPINE CORP COM 131347304 151,529 10,762 SH SOLE 1 10,762 CALPINE CORP COM 131347304 8,392 596 SH DEFINED 3 596 CALUMET SPECIALTY PRODS PTNR COM 131476103 10,164 600 SH DEFINED 4 600 CALUMET SPECIALTY PRODS PTNR COM 131476103 4,489 265 SH DEFINED 3 265 CALUMET SPECIALTY PRODS PTNR COM 131476103 15,246 900 SH DEFINED 2 900 CAMAC ENERGY INC COM 131745101 25,706 42,844 SH SOLE 1 42,844 CAMAC ENERGY INC COM 131745101 300 500 SH DEFINED 4 500 CAMBIUM LEARNING GROUP INC COM 13201A107 36,056 12,059 SH SOLE 1 12,059 CAMBREX CORP COM 132011107 121,469 24,101 SH SOLE 1 24,101 CAMDEN NATIONAL CORP COM 133034108 152,706 5,608 SH SOLE 1 5,608 CAMDEN PROPERTY TRUST COM 133131102 8,595,638 155,549 SH SOLE 1 155,549 CAMECO CORP COM 13321L108 14,656 800 SH DEFINED 4 800 CAMECO CORP COM 13321L108 21,984 1,200 SH DEFINED 3 1,200 CAMECO CORP COM 13321L108 11,084 605 SH DEFINED 2 605 CAMERON INTERNATIONAL CORP COM 13342B105 4,027,386 96,952 SH SOLE 1 96,952 CAMERON INTERNATIONAL CORP COM 13342B105 4,403 106 SH DEFINED 4 106 CAMERON INTERNATIONAL CORP COM 13342B105 91,388 2,200 SH DEFINED 3 2,200 CAMPBELL SOUP CO COM 134429109 6,834,828 211,147 SH SOLE 1 211,147 CAMPBELL SOUP CO COM 134429109 16,185 500 SH DEFINED 4 500 CAMPBELL SOUP CO COM 134429109 28,486 880 SH DEFINED 3 880 CAMPBELL SOUP CO COM 134429109 45,480 1,405 SH DEFINED 2 1,405 CAMPUS CREST COMMUNITIES I COM 13466Y105 243,081 22,342 SH SOLE 1 22,342 CANADIAN NAT RES LTD COM 136385101 10,010 342 SH DEFINED 3 342 CANADIAN NATL RY CO COM 136375102 8,323 125 SH DEFINED 3 125 CANADIAN SOLAR INC COM 136635109 3,680 1,000 SH DEFINED 3 1,000 CANON INC COM 138006309 1,358 30 SH DEFINED 4 30 CANTEL MEDICAL CORP COM 138098108 228,349 10,812 SH SOLE 1 10,812 CAPE BANCORP INC COM 139209100 59,261 8,382 SH SOLE 1 8,382 CAPELLA EDUCATION CO COM 139594105 364,314 12,837 SH SOLE 1 12,837 CAPELLA EDUCATION COMPANY COM 139594105 851 30 SH DEFINED 2 30 CAPITAL BANK CORP COM 139793103 21,245 10,214 SH SOLE 1 10,214 CAPITAL CITY BANK GROUP IN COM 139674105 86,767 8,343 SH SOLE 1 8,343 CAPITAL ONE FINANCIAL CORP COM 14040H105 14,329,931 361,593 SH SOLE 1 361,593 CAPITAL ONE FINL CORP COM 14040H105 19,815 500 SH DEFINED 4 500 CAPITAL ONE FINL CORP COM 14040H139 1,272 92 SH DEFINED 4 92 CAPITAL ONE FINL CORP COM 14040H105 5,865 148 SH DEFINED 3 148 CAPITAL PRODUCT PARTNERS L P COM Y11082107 7,668 1,200 SH DEFINED 4 1,200 CAPITAL SENIOR LIVING CORP COM 140475104 124,128 20,118 SH SOLE 1 20,118 CAPITAL SOUTHWEST CORP COM 140501107 158,434 2,141 SH SOLE 1 2,141 CAPITALSOURCE INC COM 14055X102 55,143 8,981 SH SOLE 1 8,981 CAPITALSOURCE INC COM 14055X102 1,228 200 SH DEFINED 3 200 CAPITALSOURCE INC COM 14055X102 5,606 913 SH DEFINED 2 913 CAPITOL FED FINL INC COM 14057J101 8,459 801 SH DEFINED 3 801 CAPITOL FEDERAL FINANCIAL COM 14057J101 49,146 4,654 SH SOLE 1 4,654 CAPLEASE INC COM 140288101 179,442 49,707 SH SOLE 1 49,707 CAPSTEAD MORTGAGE CORP COM 14067E506 711,337 61,641 SH SOLE 1 61,641 CAPSTEAD MTG CORP COM 14067E506 200,796 17,400 SH DEFINED 4 17,400 CAPSTEAD MTG CORP COM 14067E308 56,320 4,000 SH DEFINED 4 4,000 CAPSTEAD MTG CORP COM 14067E506 36,605 3,172 SH DEFINED 3 3,172 CAPSTEAD MTG CORP COM 14067E308 19,712 1,400 SH DEFINED 2 1,400 CAPSTONE TURBINE CORP COM 14067D102 179,663 179,663 SH SOLE 1 179,663 CARBO CERAMICS INC COM 140781105 4,456,672 43,467 SH SOLE 1 43,467 CARBO CERAMICS INC COM 140781105 23,684 231 SH DEFINED 2 231 CARDINAL FINANCIAL CORP COM 14149F109 182,158 21,132 SH SOLE 1 21,132
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CARDINAL HEALTH INC COM 14149Y108 5,753,558 137,382 SH SOLE 1 137,382 CARDINAL HEALTH INC COM 14149Y108 97,497 2,328 SH DEFINED 4 2,328 CARDINAL HEALTH INC COM 14149Y108 138,578 3,309 SH DEFINED 3 3,309 CARDINAL HEALTH INC COM 14149Y108 2,094 50 SH DEFINED 2 50 CARDIONET INC COM 14159L103 53,388 17,796 SH SOLE 1 17,796 CARDIOVASCULAR SYSTEMS INC COM 141619106 110,358 9,689 SH SOLE 1 9,689 CARDTRONICS INC COM 14161H108 8,102,770 353,524 SH SOLE 1 353,524 CAREER EDUCATION CORP COM 141665109 1,726,698 132,314 SH SOLE 1 132,314 CAREFUSION CORP COM 14170T101 1,754,194 73,244 SH SOLE 1 73,244 CAREFUSION CORP COM 14170T101 11,257 470 SH DEFINED 4 470 CAREFUSION CORP COM 14170T101 2,299 96 SH DEFINED 3 96 CARIBOU COFFEE CO INC COM 142042209 111,486 9,432 SH SOLE 1 9,432 CARIBOU COFFEE INC COM 142042209 2,955 250 SH DEFINED 3 250 CARLISLE COS INC COM 142339100 4,308,040 135,133 SH SOLE 1 135,133 CARMAX INC COM 143130102 2,399,000 100,587 SH SOLE 1 100,587 CARMAX INC COM 143130102 7,155 300 SH DEFINED 3 300 CARMAX INC COM 143130102 716 30 SH DEFINED 2 30 CARMIKE CINEMAS INC COM 143436400 126 19 SH DEFINED 4 19 CARNIVAL CORP COM 143658300 6,646,396 219,353 SH SOLE 1 219,353 CARNIVAL CORP COM 143658300 15,150 500 SH DEFINED 2 500 CARPENTER TECHNOLOGY COM 144285103 8,484,524 189,007 SH SOLE 1 189,007 CARPENTER TECHNOLOGY CORP COM 144285103 336,361 7,493 SH DEFINED 3 7,493 CARRIZO OIL & CO INC COM 144577103 30,177 1,400 SH DEFINED 3 1,400 CARRIZO OIL + GAS INC COM 144577103 612,860 28,439 SH SOLE 1 28,439 CARROLS RESTAURANT GROUP I COM 14574X104 81,880 9,200 SH SOLE 1 9,200 CARTER INC COM 146229109 66,241 2,169 SH DEFINED 3 2,169 CARTER S INC COM 146229109 1,233,419 40,387 SH SOLE 1 40,387 CASCADE BANCORP COM 147154207 25,541 4,381 SH SOLE 1 4,381 CASCADE CORP COM 147195101 249,056 7,459 SH SOLE 1 7,459 CASELLA WASTE SYSTEMS INC COM 147448104 97,263 18,491 SH SOLE 1 18,491 CASEY S GENERAL STORES INC COM 147528103 1,357,428 31,098 SH SOLE 1 31,098 CASEYS GEN STORES INC COM 147528103 8,730 200 SH DEFINED 3 200 CASH AMER INTL INC COM 14754D100 300,923 5,882 SH DEFINED 3 5,882 CASH AMERICA INTL INC COM 14754D100 1,231,728 24,076 SH SOLE 1 24,076 CASS INFORMATION SYSTEMS I COM 14808P109 191,051 6,153 SH SOLE 1 6,153 CASTLE (A.M.) + CO COM 148411101 149,659 13,680 SH SOLE 1 13,680 CASUAL MALE RETAIL GROUP I COM 148711302 115,710 30,774 SH SOLE 1 30,774 CATALYST HEALTH SOLUTIONS COM 14888B103 6,270,326 108,690 SH SOLE 1 108,690 CATERPILLAR INC COM 149123101 19,799,236 268,137 SH SOLE 1 268,137 CATERPILLAR INC DEL COM 149123101 1,188,181 16,091 SH DEFINED 4 16,091 CATERPILLAR INC DEL COM 149123101 1,866,510 25,278 SH DEFINED 3 25,278 CATERPILLAR INC DEL COM 149123101 829,592 11,235 SH DEFINED 2 11,235 CATHAY GENERAL BANCORP COM 149150104 2,592,740 227,833 SH SOLE 1 227,833 CATO CORP CLASS A COM 149205106 514,752 22,817 SH SOLE 1 22,817 CAVCO INDUSTRIES INC COM 149568107 171,511 4,980 SH SOLE 1 4,980 CAVIUM INC COM 14964U108 955,452 35,374 SH SOLE 1 35,374 CB RICHARD ELLIS GROUP INC COM 12497T101 1,539,299 114,361 SH SOLE 1 114,361 CBEYOND INC COM 149847105 163,305 23,131 SH SOLE 1 23,131 CBIZ INC COM 124805102 189,706 28,787 SH SOLE 1 28,787 CBL + ASSOCIATES PROPERTIE COM 124830100 1,230,992 108,362 SH SOLE 1 108,362 CBOE HLDGS INC COM 12503M108 22,488 919 SH DEFINED 3 919 CBOE HOLDINGS INC COM 12503M108 17,080 698 SH SOLE 1 698 CBRE CLARION GLOBAL REAL EST COM 12504G100 3,372 504 SH DEFINED 4 504 CBRE CLARION GLOBAL REAL EST COM 12504G100 382,133 57,120 SH DEFINED 3 57,120 CBRE CLARION GLOBAL REAL EST COM 12504G100 10,055 1,503 SH DEFINED 2 1,503 CBS CORP CLASS B NON VOTIN COM 124857202 6,705,917 329,044 SH SOLE 1 329,044 CBS CORP NEW COM 124857202 15,040 738 SH DEFINED 4 738 CBS CORP NEW COM 124857202 33,973 1,667 SH DEFINED 3 1,667 CBS CORP NEW COM 124857202 3,933 193 SH DEFINED 2 193 CDI CORP COM 125071100 111,414 10,432 SH SOLE 1 10,432 CEC ENTERTAINMENT INC COM 125137109 461,755 16,219 SH SOLE 1 16,219 CEDAR FAIR L P COM 150185106 5,670 300 SH DEFINED 4 300 CEDAR FAIR L P COM 150185106 18,900 1,000 SH DEFINED 3 1,000 CEDAR FAIR L P COM 150185106 3,959 209 SH DEFINED 2 209 CEDAR SHOPPING CENTERS INC COM 150602209 142,755 45,902 SH SOLE 1 45,902 CELADON GROUP INC COM 150838100 130,119 14,653 SH SOLE 1 14,653 CELANESE CORP DEL COM 150870103 17,729 545 SH DEFINED 3 545 CELANESE CORP SERIES A COM 150870103 76,933 2,365 SH SOLE 1 2,365 CELGENE CORP COM 151020104 21,087,351 340,558 SH SOLE 1 340,558 CELGENE CORP COM 151020104 28,479 460 SH DEFINED 4 460 CELGENE CORP COM 151020104 234,020 3,780 SH DEFINED 3 3,780 CELGENE CORP COM 151020104 1,548 25 SH DEFINED 2 25 CELL THERAPEUTICS INC COM 150934602 149,326 140,874 SH SOLE 1 140,874 CELL THERAPEUTICS INC COM 150934602 143 135 SH DEFINED 3 135 CELL THERAPEUTICS INC COM 150934602 572 540 SH DEFINED 2 540 CELLCOM ISRAEL LTD COM M2196U109 81,114 3,883 SH DEFINED 4 3,883 CELLCOM ISRAEL LTD COM M2196U109 21,726 1,040 SH DEFINED 3 1,040 CELLDEX THERAPEUTICS INC COM 15117B103 73,650 32,232 SH SOLE 1 32,232 CELLDEX THERAPEUTICS INC NEW COM 15117B103 18 8 SH DEFINED 2 8 CEMEX SAB DE CV COM 151290889 3,160 1,000 SH DEFINED 4 1,000 CEMEX SAB DE CV COM 151290889 4,200 1,329 SH DEFINED 3 1,329
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CEMEX SAB DE CV COM 151290889 25 8 SH DEFINED 2 8 CENOVUS ENERGY INC COM 15135U109 3,410,407 111,052 SH SOLE 1 111,052 CENOVUS ENERGY INC COM 15135U109 6,081 198 SH DEFINED 3 198 CENTENE CORP COM 15135B101 6,320,846 220,469 SH SOLE 1 220,469 CENTER BANCORP INC COM 151408101 85,190 8,828 SH SOLE 1 8,828 CENTER FINANCIAL CORP COM 15146E102 122,090 26,032 SH SOLE 1 26,032 CENTERPOINT ENERGY INC COM 15189T107 5,032,922 256,520 SH SOLE 1 256,520 CENTERPOINT ENERGY INC COM 15189T107 415,748 21,190 SH DEFINED 4 21,190 CENTERPOINT ENERGY INC COM 15189T107 86,367 4,402 SH DEFINED 3 4,402 CENTERPOINT ENERGY INC COM 15189T107 1,472 75 SH DEFINED 2 75 CENTERSTATE BANKS INC COM 15201P109 114,731 21,937 SH SOLE 1 21,937 CENTRAL EURO DISTRIBUTION COM 153435102 372,343 53,116 SH SOLE 1 53,116 CENTRAL EUROPEAN MEDIA ENT COM G20045202 208,957 26,755 SH SOLE 1 26,755 CENTRAL EUROPEAN MEDIA ENTRP COM G20045202 6,295 806 SH DEFINED 4 806 CENTRAL FD CDA LTD COM 153501101 57,415 2,775 SH DEFINED 4 2,775 CENTRAL FD CDA LTD COM 153501101 286,412 13,843 SH DEFINED 3 13,843 CENTRAL FD CDA LTD COM 153501101 337,744 16,324 SH DEFINED 2 16,324 CENTRAL GARDEN AND PET CO COM 153527205 274,499 38,771 SH SOLE 1 38,771 CENTRAL GOLDTRUST COM 153546106 39,894 625 SH DEFINED 2 625 CENTRAL PACIFIC FINANCIAL COM 154760409 115,770 11,218 SH SOLE 1 11,218 CENTRAL VERMONT PUBLIC SER COM 155771108 386,535 10,978 SH SOLE 1 10,978 CENTRAL VT PUB SVC CORP COM 155771108 70,420 2,000 SH DEFINED 3 2,000 CENTURY ALUM CO COM 156431108 12,516 1,400 SH DEFINED 3 1,400 CENTURY ALUMINUM COMPANY COM 156431108 381,908 42,719 SH SOLE 1 42,719 CENTURY BANCORP INC CL A COM 156432106 58,445 2,517 SH SOLE 1 2,517 CENTURYLINK INC COM 156700106 37,766,935 1,140,306 SH SOLE 1 1,140,306 CENTURYLINK INC COM 156700106 178,252 5,382 SH DEFINED 4 5,382 CENTURYLINK INC COM 156700106 205,675 6,210 SH DEFINED 3 6,210 CENTURYLINK INC COM 156700106 71,015 2,144 SH DEFINED 2 2,144 CENVEO INC COM 15670S105 121,059 40,219 SH SOLE 1 40,219 CEPHALON INC COM 156708109 2,076,976 25,737 SH SOLE 1 25,737 CEPHEID INC COM 15670R107 1,751,932 45,118 SH SOLE 1 45,118 CERADYNE INC COM 156710105 548,314 20,391 SH SOLE 1 20,391 CERADYNE INC COM 156710105 3,765 140 SH DEFINED 3 140 CERNER CORP COM 156782104 4,401,793 64,241 SH SOLE 1 64,241 CERNER CORP COM 156782104 507,048 7,400 SH DEFINED 4 7,400 CERNER CORP COM 156782104 548 8 SH DEFINED 3 8 CERNER CORP COM 156782104 185,415 2,706 SH DEFINED 2 2,706 CERUS CORP ADR 157085101 73,704 34,766 SH SOLE 1 34,766 CEVA INC COM 157210105 459,556 18,904 SH SOLE 1 18,904 CF INDS HLDGS INC COM 125269100 1,111 9 SH DEFINED 3 9 CF INDUSTRIES HOLDINGS INC COM 125269100 2,804,408 22,728 SH SOLE 1 22,728 CH ENERGY GROUP INC COM 12541M102 663,707 12,722 SH SOLE 1 12,722 CHARLES & COLVARD LTD COM 159765106 224 100 SH DEFINED 3 100 CHARLES RIVER LABORATORIES COM 159864107 3,205,669 112,008 SH SOLE 1 112,008 CHARMING SHOPPES COM 161133103 220,737 84,899 SH SOLE 1 84,899 CHART INDUSTRIES INC COM 16115Q308 2,945,743 69,854 SH SOLE 1 69,854 CHARTER COMMUNICATION A ADR 16117M305 37,847 808 SH SOLE 1 808 CHARTER FINANCIAL CORP COM 16122M100 46,562 4,964 SH SOLE 1 4,964 CHASE CORP COM 16150R104 50,278 4,677 SH SOLE 1 4,677 CHATHAM LODGING TRUST COM 16208T102 100,142 10,095 SH SOLE 1 10,095 CHECK POINT SOFTWARE TECH COM M22465104 1,005,500 19,058 SH SOLE 1 19,058 CHECK POINT SOFTWARE TECH LT COM M22465104 31,656 600 SH DEFINED 4 600 CHECK POINT SOFTWARE TECH LT COM M22465104 24,270 460 SH DEFINED 3 460 CHECKPOINT SYSTEMS INC COM 162825103 445,981 32,841 SH SOLE 1 32,841 CHEESECAKE FACTORY INC COM 163072101 2,465 100 SH DEFINED 3 100 CHEESECAKE FACTORY INC/THE COM 163072101 4,049,502 164,280 SH SOLE 1 164,280 CHELSEA THERAPEUTICS INTER COM 163428105 142,784 39,119 SH SOLE 1 39,119 CHEMED CORP COM 16359R103 958,338 17,437 SH SOLE 1 17,437 CHEMICAL FINANCIAL CORP COM 163731102 306,966 20,050 SH SOLE 1 20,050 CHEMTURA CORP COM 163893209 705,440 70,333 SH SOLE 1 70,333 CHENIERE ENERGY INC COM 16411R208 311,472 60,480 SH SOLE 1 60,480 CHENIERE ENERGY INC COM 16411R208 21,888 4,250 SH DEFINED 3 4,250 CHENIERE ENERGY INC COM 16411R208 2,060 400 SH DEFINED 2 400 CHENIERE ENERGY PARTNERS LP COM 16411Q101 11,518 850 SH DEFINED 4 850 CHENIERE ENERGY PARTNERS LP COM 16411Q101 393,018 29,005 SH DEFINED 3 29,005 CHENIERE ENERGY PARTNERS LP COM 16411Q101 6,775 500 SH DEFINED 2 500 CHEROKEE INC COM 16444H102 79,837 6,213 SH SOLE 1 6,213 CHESAPEAKE ENERGY CORP COM 165167107 7,135,144 279,262 SH SOLE 1 279,262 CHESAPEAKE ENERGY CORP COM 165167107 103,411 4,047 SH DEFINED 4 4,047 CHESAPEAKE ENERGY CORP COM 165167107 529,499 20,724 SH DEFINED 3 20,724 CHESAPEAKE ENERGY CORP COM 165167842 120,900 1,300 SH DEFINED 3 1,300 CHESAPEAKE ENERGY CORP COM 165167107 187,848 7,352 SH DEFINED 2 7,352 CHESAPEAKE ENERGY CORP COM 165167842 90,210 970 SH DEFINED 2 970 CHESAPEAKE LODGING TRUST COM 165240102 283,476 23,486 SH SOLE 1 23,486 CHESAPEAKE UTILITIES CORP COM 165303108 279,807 6,976 SH SOLE 1 6,976 CHESAPEAKE UTILS CORP COM 165303108 18,050 450 SH DEFINED 2 450 CHEVRON CORP COM 166764100 112,179,112 1,212,485 SH SOLE 1 1,212,485 CHEVRON CORP NEW COM 166764100 1,743,059 18,826 SH DEFINED 4 18,826 CHEVRON CORP NEW COM 166764100 4,861,447 52,505 SH DEFINED 3 52,505 CHEVRON CORP NEW COM 166764100 1,695,336 18,310 SH DEFINED 2 18,310
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CHICAGO BRIDGE & IRON CO N V COM 167250109 5,726 200 SH DEFINED 4 200 CHICAGO BRIDGE & IRON CO N V COM 167250109 1,432 50 SH DEFINED 2 50 CHICAGO BRIDGE + IRON NY S COM 167250109 56,258 1,965 SH SOLE 1 1,965 CHICO S FAS INC COM 168615102 7,919,035 692,829 SH SOLE 1 692,829 CHICOS FAS INC COM 168615102 5,715 500 SH DEFINED 3 500 CHICOS FAS INC COM 168615102 7,921 693 SH DEFINED 2 693 CHILDREN S PLACE COM 168905107 4,764,346 102,393 SH SOLE 1 102,393 CHIMERA INVESTMENT CORP COM 16934Q109 88,546 31,966 SH SOLE 1 31,966 CHIMERA INVT CORP COM 16934Q109 79,593 28,734 SH DEFINED 4 28,734 CHIMERA INVT CORP COM 16934Q109 773,575 279,269 SH DEFINED 3 279,269 CHINA AUTOMOTIVE SYS INC COM 16936R105 1,416 300 SH DEFINED 3 300 CHINA BAK BATTERY INC COM 16936Y100 410 500 SH DEFINED 2 500 CHINA CGAME INC COM 16946P107 39 82 SH DEFINED 4 82 CHINA DIGITAL TV HLDG CO LTD COM 16938G107 780 200 SH DEFINED 4 200 CHINA DIRECT INDS INC COM 169384203 505 500 SH DEFINED 3 500 CHINA FD INC COM 169373107 1,495 65 SH DEFINED 4 65 CHINA FIN ONLINE CO LTD COM 169379104 198 100 SH DEFINED 4 100 CHINA GENGSHENG MINERALS INC COM 16942P101 900 1,000 SH DEFINED 2 1,000 CHINA LIFE INS CO LTD COM 16939P106 284 8 SH DEFINED 3 8 CHINA MED TECHNOLOGIES INC COM 169483104 4,500 900 SH DEFINED 4 900 CHINA MOBILE LIMITED COM 16941M109 29,664 609 SH DEFINED 4 609 CHINA MOBILE LIMITED COM 16941M109 14,613 300 SH DEFINED 3 300 CHINA NEPSTAR CHAIN DRUGSTOR COM 16943C109 5,434 2,470 SH DEFINED 4 2,470 CHINA PRECISION STEEL INC COM 16941J106 3,900 7,500 SH DEFINED 3 7,500 CHINA PRECISION STEEL INC COM 16941J106 104 200 SH DEFINED 2 200 CHINA TELECOM CORP LTD COM 169426103 9,284 150 SH DEFINED 3 150 CHINA UNICOM (HONG KONG) LTD COM 16945R104 10,690 524 SH DEFINED 3 524 CHINA UNICOM (HONG KONG) LTD COM 16945R104 6,120 300 SH DEFINED 2 300 CHINDEX INTERNATIONAL INC COM 169467107 73,088 8,296 SH SOLE 1 8,296 CHIPOTLE MEXICAN GRILL INC COM 169656105 3,573,295 11,795 SH SOLE 1 11,795 CHIPOTLE MEXICAN GRILL INC COM 169656105 22,418 74 SH DEFINED 4 74 CHIPOTLE MEXICAN GRILL INC COM 169656105 41,807 138 SH DEFINED 3 138 CHIPOTLE MEXICAN GRILL INC COM 169656105 2,727 9 SH DEFINED 2 9 CHIQUITA BRANDS INTL COM 170032809 276,638 33,170 SH SOLE 1 33,170 CHIQUITA BRANDS INTL INC COM 170032809 1,276 153 SH DEFINED 3 153 CHOICE HOTELS INTL INC COM 169905106 22,706 764 SH SOLE 1 764 CHRISTOPHER + BANKS CORP COM 171046105 103,510 29,323 SH SOLE 1 29,323 CHUBB CORP COM 171232101 9,654,011 160,927 SH SOLE 1 160,927 CHUBB CORP COM 171232101 6,599 110 SH DEFINED 4 110 CHUBB CORP COM 171232101 137,797 2,297 SH DEFINED 3 2,297 CHUNGHWA TELECOM CO LTD COM 17133Q502 142,593 4,321 SH DEFINED 3 4,321 CHURCH & DWIGHT INC COM 171340102 97,632 2,209 SH DEFINED 4 2,209 CHURCH + DWIGHT CO INC COM 171340102 13,897,055 314,413 SH SOLE 1 314,413 CHURCHILL DOWNS INC COM 171484108 358,061 9,174 SH SOLE 1 9,174 CIBER INC COM 17163B102 160,902 53,103 SH SOLE 1 53,103 CIENA CORP COM 171779309 2,366,258 211,273 SH SOLE 1 211,273 CIENA CORP COM 171779309 11,536 1,030 SH DEFINED 3 1,030 CIENA CORP COM 171779309 78 7 SH DEFINED 2 7 CIFC CORP COM 12547R105 37,472 8,654 SH SOLE 1 8,654 CIFC CORP COM 12547R105 217 50 SH DEFINED 3 50 CIGNA CORP COM 125509109 5,011,327 119,488 SH SOLE 1 119,488 CIGNA CORP COM 125509109 12,582 300 SH DEFINED 3 300 CIGNA CORP COM 125509109 8,682 207 SH DEFINED 2 207 CIMAREX ENERGY CO COM 171798101 10,456,895 187,736 SH SOLE 1 187,736 CIMAREX ENERGY CO COM 171798101 450,479 8,088 SH DEFINED 3 8,088 CIMAREX ENERGY CO COM 171798101 2,952 53 SH DEFINED 2 53 CINCINNATI BELL INC COM 171871106 503,234 162,859 SH SOLE 1 162,859 CINCINNATI FINANCIAL CORP COM 172062101 1,417,739 53,845 SH SOLE 1 53,845 CINCINNATI FINL CORP COM 172062101 3,765 143 SH DEFINED 3 143 CINCINNATI FINL CORP COM 172062101 5,398 205 SH DEFINED 2 205 CINEDIGM DIGITAL CINEMA CORP COM 172407108 21,713 18,246 SH DEFINED 2 18,246 CINEMARK HOLDINGS INC COM 17243V102 1,281,537 67,878 SH SOLE 1 67,878 CINEMARK HOLDINGS INC COM 17243V102 15,217 806 SH DEFINED 2 806 CINTAS CORP COM 172908105 1,053,083 37,423 SH SOLE 1 37,423 CINTAS CORP COM 172908105 14,070 500 SH DEFINED 4 500 CIRCOR INTERNATIONAL INC COM 17273K109 414,675 14,119 SH SOLE 1 14,119 CIRRUS LOGIC INC COM 172755100 798,304 54,159 SH SOLE 1 54,159 CIRRUS LOGIC INC COM 172755100 19,162 1,300 SH DEFINED 3 1,300 CIRRUS LOGIC INC COM 172755100 19,162 1,300 SH DEFINED 2 1,300 CISCO SYS INC COM 17275R102 434,574 28,037 SH DEFINED 4 28,037 CISCO SYS INC COM 17275R102 1,257,319 81,117 SH DEFINED 3 81,117 CISCO SYS INC COM 17275R102 396,504 25,581 SH DEFINED 2 25,581 CISCO SYS INC COM 17275R902 910 30 SH C DEFINED 2 30 CISCO SYSTEMS INC COM 17275R102 34,579,969 2,232,406 SH SOLE 1 2,232,406 CIT GROUP INC COM 125581801 184,771 6,084 SH SOLE 1 6,084 CIT GROUP INC COM 125581801 4,920 162 SH DEFINED 4 162 CIT GROUP INC COM 125581801 85,704 2,822 SH DEFINED 3 2,822 CITI TRENDS INC COM 17306X102 128,717 10,936 SH SOLE 1 10,936 CITIGROUP INC COM 172967424 36,497,714 1,424,579 SH SOLE 1 1,424,579 CITIGROUP INC COM 172967424 65,293 2,549 SH DEFINED 4 2,549 CITIGROUP INC COM 172967904 160 80 SH C DEFINED 4 80
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CITIGROUP INC COM 172967424 576,773 22,517 SH DEFINED 3 22,517 CITIGROUP INC COM 172967416 101,528 1,275 SH DEFINED 3 1,275 CITIGROUP INC COM 172967424 437,530 17,081 SH DEFINED 2 17,081 CITIZENS + NORTHERN CORP COM 172922106 132,224 8,898 SH SOLE 1 8,898 CITIZENS INC COM 174740100 177,506 27,692 SH SOLE 1 27,692 CITRIX SYS INC COM 177376100 2,727 50 SH DEFINED 4 50 CITRIX SYSTEMS INC COM 177376100 4,011,009 73,556 SH SOLE 1 73,556 CITY HLDG CO COM 177835105 7,530 279 SH DEFINED 3 279 CITY HOLDING CO COM 177835105 336,565 12,470 SH SOLE 1 12,470 CITY NATIONAL CORP COM 178566105 3,881,501 102,794 SH SOLE 1 102,794 CLARCOR INC COM 179895107 1,708,953 41,299 SH SOLE 1 41,299 CLAYMORE EXCHANGE TRD FD TR COM 18383M621 966 299 SH DEFINED 4 299 CLAYMORE EXCHANGE TRD FD TR COM 18383Q507 3,664 200 SH DEFINED 4 200 CLAYMORE EXCHANGE TRD FD TR COM 18383Q853 39,842 2,200 SH DEFINED 4 2,200 CLAYMORE EXCHANGE TRD FD TR COM 18383M720 165,168 6,338 SH DEFINED 4 6,338 CLAYMORE EXCHANGE TRD FD TR COM 18383Q879 276,586 17,374 SH DEFINED 4 17,374 CLAYMORE EXCHANGE TRD FD TR COM 18383M100 96,192 2,800 SH DEFINED 3 2,800 CLAYMORE EXCHANGE TRD FD TR COM 18383M407 727 35 SH DEFINED 3 35 CLAYMORE EXCHANGE TRD FD TR COM 18383M506 40,127 2,147 SH DEFINED 3 2,147 CLAYMORE EXCHANGE TRD FD TR COM 18383M621 4,522 1,400 SH DEFINED 3 1,400 CLAYMORE EXCHANGE TRD FD TR COM 18383Q507 75,169 4,103 SH DEFINED 3 4,103 CLAYMORE EXCHANGE TRD FD TR COM 18383Q838 23,660 1,300 SH DEFINED 3 1,300 CLAYMORE EXCHANGE TRD FD TR COM 18383Q853 9,055 500 SH DEFINED 3 500 CLAYMORE EXCHANGE TRD FD TR COM 18383Q879 23,880 1,500 SH DEFINED 3 1,500 CLAYMORE EXCHANGE TRD FD TR COM 18383M506 749,675 40,111 SH DEFINED 2 40,111 CLAYMORE EXCHANGE TRD FD TR COM 18383Q838 625,334 34,359 SH DEFINED 2 34,359 CLAYMORE EXCHANGE TRD FD TR COM 18383Q606 1,418 100 SH DEFINED 2 100 CLAYMORE EXCHANGE TRD FD TR COM 18383Q796 35,640 2,400 SH DEFINED 2 2,400 CLAYTON WILLIAMS ENERGY IN COM 969490101 184,468 4,309 SH SOLE 1 4,309 CLEAN ENERGY FUELS CORP COM 184499101 402,555 36,201 SH SOLE 1 36,201 CLEAN ENERGY FUELS CORP COM 184499101 6,672 600 SH DEFINED 4 600 CLEAN ENERGY FUELS CORP COM 184499101 7,784 700 SH DEFINED 3 700 CLEAN ENERGY FUELS CORP COM 184499101 111,200 10,000 SH DEFINED 2 10,000 CLEAN HARBORS INC COM 184496107 7,003,373 136,518 SH SOLE 1 136,518 CLEAN HARBORS INC COM 184496107 10,260 200 SH DEFINED 3 200 CLEAN HARBORS INC COM 184496107 1,488 29 SH DEFINED 2 29 CLEAR CHANNEL OUTDOOR CL A COM 18451C109 10,642 1,137 SH SOLE 1 1,137 CLEARBRIDGE ENERGY MLP FD IN COM 184692101 18,554 950 SH DEFINED 3 950 CLEARWATER PAPER CORP COM 18538R103 641,271 18,872 SH SOLE 1 18,872 CLEARWIRE CORP CLASS A COM 18538Q105 6,806 2,921 SH SOLE 1 2,921 CLEARWIRE CORP NEW COM 18538Q105 233 100 SH DEFINED 2 100 CLECO CORPORATION COM 12561W105 6,040,663 176,938 SH SOLE 1 176,938 CLEVELAND BIOLABS INC COM 185860103 52,563 20,694 SH SOLE 1 20,694 CLIFFS NATURAL RESOURCES I COM 18683K101 3,888,511 75,992 SH SOLE 1 75,992 CLIFFS NATURAL RESOURCES INC COM 18683K101 10,234 200 SH DEFINED 4 200 CLIFFS NATURAL RESOURCES INC COM 18683K101 112,574 2,200 SH DEFINED 3 2,200 CLIFFS NATURAL RESOURCES INC COM 18683K101 338,492 6,615 SH DEFINED 2 6,615 CLIFTON SAVINGS BANCORP IN COM 18712Q103 57,177 6,242 SH SOLE 1 6,242 CLOROX CO DEL COM 189054109 111,832 1,686 SH DEFINED 4 1,686 CLOROX CO DEL COM 189054109 145,887 2,199 SH DEFINED 3 2,199 CLOROX CO DEL COM 189054109 197,555 2,978 SH DEFINED 2 2,978 CLOROX COMPANY COM 189054109 39,172,707 590,573 SH SOLE 1 590,573 CLOUD PEAK ENERGY INC COM 18911Q102 754,614 44,520 SH SOLE 1 44,520 CLOUD PEAK ENERGY INC COM 18911Q102 1,915 113 SH DEFINED 4 113 CLOUD PEAK ENERGY INC COM 18911Q102 35,595 2,100 SH DEFINED 2 2,100 CLOUGH GLOBAL OPPORTUNITIES COM 18914E106 16,880 1,600 SH DEFINED 4 1,600 CME GROUP INC COM 12572Q105 8,139,824 33,035 SH SOLE 1 33,035 CME GROUP INC COM 12572Q105 10,102 41 SH DEFINED 3 41 CME GROUP INC COM 12572Q105 1,725 7 SH DEFINED 2 7 CMS ENERGY CORP COM 125896100 3,123,733 157,844 SH SOLE 1 157,844 CMS ENERGY CORP COM 125896100 6,002 303 SH DEFINED 4 303 CMS ENERGY CORP COM 125896100 5,106 258 SH DEFINED 3 258 CMS ENERGY CORP COM 125896100 115,653 5,844 SH DEFINED 2 5,844 CNA FINANCIAL CORP COM 126117100 16,650 741 SH SOLE 1 741 CNA FINL CORP COM 126117100 37,300 1,660 SH DEFINED 2 1,660 CNB FINANCIAL CORP/PA COM 126128107 115,072 8,976 SH SOLE 1 8,976 CNH GLOBAL N.V. COM N20935206 19,286 735 SH SOLE 1 735 CNO FINANCIAL GROUP INC COM 12621E103 1,689,527 312,297 SH SOLE 1 312,297 CNO FINL GROUP INC COM 12621E103 271 50 SH DEFINED 3 50 CNOOC LTD COM 126132109 13,305 83 SH DEFINED 4 83 CNOOC LTD COM 126132109 48,090 300 SH DEFINED 3 300 COACH INC COM 189754104 11,534,196 222,539 SH SOLE 1 222,539 COACH INC COM 189754104 62,196 1,200 SH DEFINED 4 1,200 COACH INC COM 189754104 290,791 5,610 SH DEFINED 3 5,610 COACH INC COM 189754104 4,406 85 SH DEFINED 2 85 COBALT INTERNATIONAL ENERG COM 19075F106 13,115 1,701 SH SOLE 1 1,701 COBALT INTL ENERGY INC COM 19075F106 9,252 1,200 SH DEFINED 3 1,200 COBIZ FINANCIAL INC COM 190897108 106,185 23,755 SH SOLE 1 23,755 COCA COLA BOTTLING CO CONS COM 191098102 185,347 3,342 SH SOLE 1 3,342 COCA COLA BOTTLING CO CONS COM 191098102 1,553 28 SH DEFINED 3 28 COCA COLA CO COM 191216100 1,829,998 27,087 SH DEFINED 4 27,087
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- COCA COLA CO COM 191216100 2,479,089 36,695 SH DEFINED 3 36,695 COCA COLA CO COM 191216100 1,419,607 21,013 SH DEFINED 2 21,013 COCA COLA CO/THE COM 191216100 50,463,334 746,941 SH SOLE 1 746,941 COCA COLA ENTERPRISES COM 19122T109 3,598,593 144,638 SH SOLE 1 144,638 COCA COLA ENTERPRISES INC NE COM 19122T109 4,205 169 SH DEFINED 3 169 COCA COLA ENTERPRISES INC NE COM 19122T109 12,440 500 SH DEFINED 2 500 CODEXIS INC COM 192005106 81,926 17,927 SH SOLE 1 17,927 COEUR D ALENE MINES CORP COM 192108504 3,625,204 169,086 SH SOLE 1 169,086 COEUR D ALENE MINES CORP IDA COM 192108504 24,141 1,126 SH DEFINED 3 1,126 COEUR D ALENE MINES CORP IDA COM 192108504 6,432 300 SH DEFINED 2 300 COGDELL SPENCER INC COM 19238U107 122,710 32,549 SH SOLE 1 32,549 COGENT COMMUNICATIONS GROU COM 19239V302 451,611 33,577 SH SOLE 1 33,577 COGNEX CORP COM 192422103 922,201 34,017 SH SOLE 1 34,017 COGNEX CORP COM 192422103 5,285 195 SH DEFINED 2 195 COGNIZANT TECH SOLUTIONS A COM 192446102 15,922,101 253,941 SH SOLE 1 253,941 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 35,426 565 SH DEFINED 4 565 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 9,280 148 SH DEFINED 3 148 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 14,296 228 SH DEFINED 2 228 COHEN & STEERS CLOSED END OP COM 19248P106 111,056 9,549 SH DEFINED 2 9,549 COHEN & STEERS DIV MJRS FDIN COM 19248G106 39,133 3,460 SH DEFINED 4 3,460 COHEN & STEERS GLOBAL INC BL COM 19248M103 31,516 3,631 SH DEFINED 2 3,631 COHEN & STEERS INC COM 19247A100 5,204 181 SH DEFINED 3 181 COHEN & STEERS INFRASTRUCTUR COM 19248A109 71,768 4,609 SH DEFINED 3 4,609 COHEN & STEERS INFRASTRUCTUR COM 19248A109 13,717 881 SH DEFINED 2 881 COHEN & STEERS QUALITY RLTY COM 19247L106 41,786 5,448 SH DEFINED 4 5,448 COHEN & STEERS QUALITY RLTY COM 19247L106 524,096 68,331 SH DEFINED 3 68,331 COHEN & STEERS QUALITY RLTY COM 19247L106 103,067 13,438 SH DEFINED 2 13,438 COHEN & STEERS REIT & PFD IN COM 19247X100 5,723 445 SH DEFINED 4 445 COHEN & STEERS REIT & PFD IN COM 19247X100 9,221 717 SH DEFINED 3 717 COHEN & STEERS TOTAL RETURN COM 19247R103 684,747 60,277 SH DEFINED 4 60,277 COHEN & STEERS TOTAL RETURN COM 19247R103 5,680 500 SH DEFINED 2 500 COHEN + STEERS INC COM 19247A100 373,089 12,977 SH SOLE 1 12,977 COHERENT INC COM 192479103 786,426 18,306 SH SOLE 1 18,306 COHU INC COM 192576106 194,676 19,704 SH SOLE 1 19,704 COINSTAR INC COM 19259P300 1,025,240 25,631 SH SOLE 1 25,631 COINSTAR INC COM 19259P300 4,000 100 SH DEFINED 4 100 COINSTAR INC COM 19259P300 12,000 300 SH DEFINED 3 300 COLDWATER CREEK INC COM 193068103 62,300 49,840 SH SOLE 1 49,840 COLDWATER CREEK INC COM 193068103 132,869 106,295 SH DEFINED 3 106,295 COLDWATER CREEK INC COM 193068103 3,750 3,000 SH DEFINED 2 3,000 COLEMAN CABLE INC COM 193459302 51,699 6,111 SH SOLE 1 6,111 COLFAX CORP COM 194014106 363,728 17,953 SH SOLE 1 17,953 COLFAX CORP COM 194014106 8,104 400 SH DEFINED 3 400 COLGATE PALMOLIVE CO COM 194162103 17,397,774 196,186 SH SOLE 1 196,186 COLGATE PALMOLIVE CO COM 194162103 197,579 2,228 SH DEFINED 4 2,228 COLGATE PALMOLIVE CO COM 194162103 816,866 9,211 SH DEFINED 3 9,211 COLGATE PALMOLIVE CO COM 194162103 261,551 2,949 SH DEFINED 2 2,949 COLLECTIVE BRANDS INC COM 19421W100 2,284,304 176,258 SH SOLE 1 176,258 COLLECTIVE BRANDS INC COM 19421W100 3,240 250 SH DEFINED 3 250 COLONIAL PPTYS TR COM 195872106 9,063 499 SH DEFINED 4 499 COLONIAL PROPERTIES TRUST COM 195872106 1,247,846 68,714 SH SOLE 1 68,714 COLONY FINANCIAL INC COM 19624R106 310,545 24,036 SH SOLE 1 24,036 COLUMBIA BANKING SYSTEM IN COM 197236102 463,195 32,346 SH SOLE 1 32,346 COLUMBIA LABORATORIES INC COM 197779101 104,471 53,575 SH SOLE 1 53,575 COLUMBIA SPORTSWEAR CO COM 198516106 411,290 8,864 SH SOLE 1 8,864 COLUMBUS MCKINNON CORP/NY COM 199333105 154,109 14,061 SH SOLE 1 14,061 COMCAST CORP CLASS A COM 20030N101 39,295,867 1,880,185 SH SOLE 1 1,880,185 COMCAST CORP NEW COM 20030N101 37,656 1,800 SH DEFINED 4 1,800 COMCAST CORP NEW COM 20030N200 2,984 144 SH DEFINED 4 144 COMCAST CORP NEW COM 20030N101 82,869 3,961 SH DEFINED 3 3,961 COMCAST CORP NEW COM 20030N200 17,049 823 SH DEFINED 3 823 COMCAST CORP NEW COM 20030N101 59,240 2,832 SH DEFINED 2 2,832 COMCAST CORP NEW COM 20030N200 9,324 450 SH DEFINED 2 450 COMERICA INC COM 200340107 1,536,394 66,887 SH SOLE 1 66,887 COMERICA INC COM 200340107 2,710 118 SH DEFINED 4 118 COMFORT SYSTEMS USA INC COM 199908104 258,303 31,046 SH SOLE 1 31,046 COMMERCE BANCSHARES INC COM 200525103 5,902,566 169,858 SH SOLE 1 169,858 COMMERCE BANCSHARES INC COM 200525103 1,807 52 SH DEFINED 4 52 COMMERCIAL METALS CO COM 201723103 2,411,812 253,608 SH SOLE 1 253,608 COMMERCIAL VEH GROUP INC COM 202608105 657 100 SH DEFINED 3 100 COMMERCIAL VEHICLE GROUP I COM 202608105 138,101 21,020 SH SOLE 1 21,020 COMMONWEALTH REIT COM 203233101 44,105 2,325 SH SOLE 1 2,325 COMMONWEALTH REIT COM 203233101 9,485 500 SH DEFINED 4 500 COMMONWEALTH REIT COM 203233101 23,504 1,239 SH DEFINED 2 1,239 COMMUNICATIONS SYSTEMS INC COM 203900105 63,128 4,856 SH SOLE 1 4,856 COMMUNITY BANK SYSTEM INC COM 203607106 683,831 30,138 SH SOLE 1 30,138 COMMUNITY BK SYS INC COM 203607106 23,825 1,050 SH DEFINED 3 1,050 COMMUNITY BK SYS INC COM 203607106 34,035 1,500 SH DEFINED 2 1,500 COMMUNITY CAP CORP S C COM 20363C102 312 115 SH DEFINED 3 115 COMMUNITY HEALTH SYS INC NEW COM 203668108 3,744 225 SH DEFINED 3 225 COMMUNITY HEALTH SYSTEMS I COM 203668108 3,405,193 204,639 SH SOLE 1 204,639
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- COMMUNITY TRUST BANCORP IN COM 204149108 235,578 10,115 SH SOLE 1 10,115 COMMVAULT SYSTEMS INC COM 204166102 1,338,533 36,118 SH SOLE 1 36,118 COMPANHIA DE BEBIDAS DAS AME COM 20441W203 17,746 579 SH DEFINED 4 579 COMPANHIA DE BEBIDAS DAS AME COM 20441W203 13,180 430 SH DEFINED 3 430 COMPANHIA DE BEBIDAS DAS AME COM 20441W203 16,091 525 SH DEFINED 2 525 COMPANHIA ENERGETICA DE MINA COM 204409601 15,641 1,054 SH DEFINED 3 1,054 COMPANHIA ENERGETICA DE MINA COM 204409601 1,484 100 SH DEFINED 2 100 COMPANHIA PARANAENSE ENERG C COM 20441B407 3,642 200 SH DEFINED 2 200 COMPANHIA SIDERURGICA NACION COM 20440W105 14,292 1,800 SH DEFINED 4 1,800 COMPANHIA SIDERURGICA NACION COM 20440W105 15,928 2,006 SH DEFINED 3 2,006 COMPANIA CERVECERIAS UNIDAS COM 204429104 155 3 SH DEFINED 3 3 COMPANIA DE MINAS BUENAVENTU COM 204448104 36,004 954 SH DEFINED 4 954 COMPASS DIVERSIFIED HOLDIN COM 20451Q104 359,139 29,486 SH SOLE 1 29,486 COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 352,599 28,949 SH DEFINED 4 28,949 COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 937,258 76,951 SH DEFINED 3 76,951 COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 39,098 3,210 SH DEFINED 2 3,210 COMPASS MINERALS INTERNATI COM 20451N101 4,791,866 71,756 SH SOLE 1 71,756 COMPLETE GENOMICS INC COM 20454K104 42,552 7,249 SH SOLE 1 7,249 COMPLETE PRODUCTION SERVIC COM 20453E109 4,869,822 258,346 SH SOLE 1 258,346 COMPUTER PROGRAMS + SYSTEM COM 205306103 599,517 9,063 SH SOLE 1 9,063 COMPUTER SCIENCES CORP COM 205363104 2,222,428 82,772 SH SOLE 1 82,772 COMPUTER SCIENCES CORP COM 205363104 2,713 101 SH DEFINED 3 101 COMPUTER TASK GROUP INC COM 205477102 123,328 11,041 SH SOLE 1 11,041 COMPUWARE CORP COM 205638109 532,171 69,474 SH SOLE 1 69,474 COMPUWARE CORP COM 205638109 996 130 SH DEFINED 3 130 COMPX INTERNATIONAL INC COM 20563P101 10,668 840 SH SOLE 1 840 COMSCORE INC COM 20564W105 440,526 26,113 SH SOLE 1 26,113 COMSTOCK RESOURCES INC COM 205768203 4,141,502 267,885 SH SOLE 1 267,885 COMTECH TELECOMMUNICATIONS COM 205826209 612,474 21,804 SH SOLE 1 21,804 COMTECH TELECOMMUNICATIONS C COM 205826209 1,826 65 SH DEFINED 2 65 CON WAY INC COM 205944101 2,699,196 121,970 SH SOLE 1 121,970 CONAGRA FOODS INC COM 205887102 3,313,417 136,805 SH SOLE 1 136,805 CONAGRA FOODS INC COM 205887102 65,467 2,703 SH DEFINED 4 2,703 CONAGRA FOODS INC COM 205887102 170,412 7,036 SH DEFINED 3 7,036 CONAGRA FOODS INC COM 205887102 16,954 700 SH DEFINED 2 700 CONCEPTUS INC COM 206016107 238,507 22,780 SH SOLE 1 22,780 CONCHO RES INC COM 20605P101 159,354 2,240 SH DEFINED 3 2,240 CONCHO RES INC COM 20605P101 1,352 19 SH DEFINED 2 19 CONCHO RESOURCES INC COM 20605P101 108,631 1,527 SH SOLE 1 1,527 CONCUR TECHNOLOGIES INC COM 206708109 4,957,965 133,207 SH SOLE 1 133,207 CONMED CORP COM 207410101 534,016 23,208 SH SOLE 1 23,208 CONN S INC COM 208242107 75,979 10,582 SH SOLE 1 10,582 CONNECTICUT WATER SVC INC COM 207797101 156,950 6,273 SH SOLE 1 6,273 CONOCOPHILLIPS COM 20825C104 43,885,826 693,080 SH SOLE 1 693,080 CONOCOPHILLIPS COM 20825C104 583,620 9,217 SH DEFINED 4 9,217 CONOCOPHILLIPS COM 20825C104 3,810,668 60,181 SH DEFINED 3 60,181 CONOCOPHILLIPS COM 20825C104 739,269 11,675 SH DEFINED 2 11,675 CONS TOMOKA LAND CO FLORID COM 210226106 80,434 3,063 SH SOLE 1 3,063 CONSOL ENERGY INC COM 20854P109 8,490,338 250,231 SH SOLE 1 250,231 CONSOL ENERGY INC COM 20854P109 16,965 500 SH DEFINED 3 500 CONSOL ENERGY INC COM 20854P109 25,448 750 SH DEFINED 2 750 CONSOLIDATED COMM HLDGS INC COM 209034107 120,935 6,700 SH DEFINED 4 6,700 CONSOLIDATED COMM HLDGS INC COM 209034107 36 2 SH DEFINED 3 2 CONSOLIDATED COMMUNICATION COM 209034107 344,593 19,091 SH SOLE 1 19,091 CONSOLIDATED EDISON INC COM 209115104 13,333,101 233,832 SH SOLE 1 233,832 CONSOLIDATED EDISON INC COM 209115104 68,200 1,196 SH DEFINED 4 1,196 CONSOLIDATED EDISON INC COM 209115104 264,801 4,644 SH DEFINED 3 4,644 CONSOLIDATED EDISON INC COM 209115104 543,116 9,525 SH DEFINED 2 9,525 CONSOLIDATED GRAPHICS INC COM 209341106 270,541 7,406 SH SOLE 1 7,406 CONSOLIDATED WATER CO INC COM G23773107 3,152 400 SH DEFINED 2 400 CONSOLIDATED WATER CO ORD COM G23773107 83,796 10,634 SH SOLE 1 10,634 CONSTANT CONTACT INC COM 210313102 372,098 21,521 SH SOLE 1 21,521 CONSTANT CONTACT INC COM 210313102 12,968 750 SH DEFINED 3 750 CONSTELLATION BRANDS INC COM 21036P108 5,400 300 SH DEFINED 4 300 CONSTELLATION BRANDS INC COM 21036P108 1,800 100 SH DEFINED 3 100 CONSTELLATION BRANDS INC A COM 21036P108 1,105,128 61,396 SH SOLE 1 61,396 CONSTELLATION ENERGY GROUP COM 210371100 3,425,590 90,005 SH SOLE 1 90,005 CONSTELLATION ENERGY GROUP I COM 210371100 5,671 149 SH DEFINED 3 149 CONSTELLATION ENERGY PRTNR L COM 21038E101 27,800 10,000 SH DEFINED 3 10,000 CONTANGO OIL & GAS COMPANY COM 21075N204 5,471 100 SH DEFINED 2 100 CONTANGO OIL + GAS COM 21075N204 550,820 10,068 SH SOLE 1 10,068 CONTINENTAL RESOURCES INC COM 212015101 18,139 375 SH DEFINED 3 375 CONTINENTAL RESOURCES INC COM 212015101 19,348 400 SH DEFINED 2 400 CONTINENTAL RESOURCES INC/ COM 212015101 28,151 582 SH SOLE 1 582 CONTINUCARE CORP COM 212172100 138,153 21,654 SH SOLE 1 21,654 CONVERGYS CORP COM 212485106 3,160,469 336,937 SH SOLE 1 336,937 CONVERGYS CORP COM 212485106 1,876 200 SH DEFINED 2 200 CONVIO INC COM 21257W105 74,328 8,838 SH SOLE 1 8,838 CON-WAY INC COM 205944101 5,754 260 SH DEFINED 2 260 COOPER COS INC/THE COM 216648402 8,290,804 104,748 SH SOLE 1 104,748 COOPER INDUSTRIES PLC COM G24140108 159,852 3,466 SH SOLE 1 3,466
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- COOPER INDUSTRIES PLC COM G24140108 11,991 260 SH DEFINED 4 260 COOPER INDUSTRIES PLC COM G24140108 84,719 1,837 SH DEFINED 3 1,837 COOPER TIRE + RUBBER COM 216831107 493,916 45,355 SH SOLE 1 45,355 COPA HOLDINGS SA COM P31076105 30,635 500 SH DEFINED 3 500 COPA HOLDINGS SA CLASS A COM P31076105 32,963 538 SH SOLE 1 538 COPANO ENERGY L L C COM 217202100 546,011 18,316 SH DEFINED 3 18,316 COPANO ENERGY L L C COM 217202100 70,352 2,360 SH DEFINED 2 2,360 COPART INC COM 217204106 4,816,650 123,125 SH SOLE 1 123,125 COPART INC COM 217204106 313 8 SH DEFINED 3 8 COPART INC COM 217204106 7,824 200 SH DEFINED 2 200 CORCEPT THERAPEUTICS INC COM 218352102 92,972 29,991 SH SOLE 1 29,991 CORE LABORATORIES N V COM N22717107 8,983 100 SH DEFINED 2 100 CORE LABORATORIES N.V. COM N22717107 63,600 708 SH SOLE 1 708 CORE MARK HOLDING CO INC COM 218681104 254,811 8,319 SH SOLE 1 8,319 CORELOGIC INC COM 21871D103 2,489,236 233,293 SH SOLE 1 233,293 CORELOGIC INC COM 21871D103 7,469 700 SH DEFINED 3 700 CORESITE REALTY CORP ADR 21870Q105 208,219 14,510 SH SOLE 1 14,510 CORESITE RLTY CORP COM 21870Q105 66,857 4,659 SH DEFINED 3 4,659 CORINTHIAN COLLEGES INC COM 218868107 100,537 64,447 SH SOLE 1 64,447 CORINTHIAN COLLEGES INC COM 218868107 11,789 7,606 SH DEFINED 2 7,606 CORN PRODUCTS INTL INC COM 219023108 6,575,486 167,571 SH SOLE 1 167,571 CORNERSTONE ONDEMAND INC COM 21925Y103 104,496 8,333 SH SOLE 1 8,333 CORNERSTONE THERAPEUTICS I COM 21924P103 37,600 5,875 SH SOLE 1 5,875 CORNERSTONE THERAPEUTICS INC COM 21924P103 51,200 8,000 SH DEFINED 2 8,000 CORNERSTONE TOTAL RTRN FD IN COM 21924U201 33 4 SH DEFINED 3 4 CORNING INC COM 219350105 13,613,514 1,101,417 SH SOLE 1 1,101,417 CORNING INC COM 219350105 180,703 14,620 SH DEFINED 4 14,620 CORNING INC COM 219350105 453,949 36,727 SH DEFINED 3 36,727 CORNING INC COM 219350105 27,723 2,243 SH DEFINED 2 2,243 CORPORATE EXECUTIVE BOARD COM 21988R102 2,983,248 100,109 SH SOLE 1 100,109 CORPORATE EXECUTIVE BRD CO COM 21988R102 328 11 SH DEFINED 3 11 CORPORATE OFFICE PPTYS TR COM 22002T108 3,550 163 SH DEFINED 2 163 CORPORATE OFFICE PROPERTIE COM 22002T108 3,431,984 157,575 SH SOLE 1 157,575 CORRECTIONS CORP AMER NEW COM 22025Y407 34,035 1,500 SH DEFINED 4 1,500 CORRECTIONS CORP OF AMERIC COM 22025Y407 5,349,054 235,745 SH SOLE 1 235,745 CORVEL CORP COM 221006109 216,708 5,099 SH SOLE 1 5,099 COST PLUS INC/CALIFORNIA COM 221485105 87,387 13,871 SH SOLE 1 13,871 COSTAR GROUP INC COM 22160N109 959,834 18,469 SH SOLE 1 18,469 COSTCO COMPANIES INC CNV 22160QAC6 1,865 1 PRN DEFINED 2 1 COSTCO WHOLESALE CORP COM 22160K105 15,886,525 193,455 SH SOLE 1 193,455 COSTCO WHSL CORP NEW COM 22160K105 12,073 147 SH DEFINED 4 147 COSTCO WHSL CORP NEW COM 22160K105 195,097 2,375 SH DEFINED 3 2,375 COSTCO WHSL CORP NEW COM 22160K105 100,151 1,219 SH DEFINED 2 1,219 COTT CORPORATION COM 22163N106 5,068,002 744,200 SH SOLE 1 744,200 COURIER CORP COM 222660102 49,174 7,519 SH SOLE 1 7,519 COUSINS PPTYS INC COM 222795106 2,182 373 SH DEFINED 4 373 COUSINS PROPERTIES INC COM 222795106 1,704,737 291,408 SH SOLE 1 291,408 COVANCE INC COM 222816100 6,030,988 132,695 SH SOLE 1 132,695 COVANCE INC COM 222816100 2,454 54 SH DEFINED 3 54 COVANCE INC COM 222816100 2,045 45 SH DEFINED 2 45 COVANTA HLDG CORP COM 22282E102 3,038 200 SH DEFINED 3 200 COVANTA HOLDING CORP COM 22282E102 49,535 3,261 SH SOLE 1 3,261 COVENANT TRANSPORT GRP CL COM 22284P105 22,302 6,110 SH SOLE 1 6,110 COVENTRY HEALTH CARE INC COM 222862104 2,942,826 102,146 SH SOLE 1 102,146 COVENTRY HEALTH CARE INC COM 222862104 6,914 240 SH DEFINED 3 240 COVENTRY HEALTH CARE INC COM 222862104 89,484 3,106 SH DEFINED 2 3,106 COVIDIEN PLC COM G2554F113 9,270,658 210,219 SH SOLE 1 210,219 COVIDIEN PLC COM G2554F113 69,546 1,577 SH DEFINED 4 1,577 COVIDIEN PLC COM G2554F113 21,918 497 SH DEFINED 3 497 COVIDIEN PLC COM G2554F113 13,230 300 SH DEFINED 2 300 COWEN GROUP INC CLASS A COM 223622101 132,327 48,829 SH SOLE 1 48,829 CPFL ENERGIA S A COM 126153105 36,548 1,650 SH DEFINED 4 1,650 CPFL ENERGIA S A COM 126153105 145,902 6,587 SH DEFINED 3 6,587 CPFL ENERGIA S A COM 126153105 8,860 400 SH DEFINED 2 400 CR BARD INC COM 067383109 2,381,963 27,210 SH SOLE 1 27,210 CRA INTERNATIONAL INC COM 12618T105 158,519 7,922 SH SOLE 1 7,922 CRACKER BARREL OLD COUNTRY COM 22410J106 753,704 18,805 SH SOLE 1 18,805 CRACKER BARREL OLD CTRY STOR COM 22410J106 2,002 50 SH DEFINED 4 50 CRACKER BARREL OLD CTRY STOR COM 22410J106 16,012 400 SH DEFINED 3 400 CRAFT BREWERS ALLIANCE INC COM 224122101 42,653 7,603 SH SOLE 1 7,603 CRANE CO COM 224399105 8,974,393 251,454 SH SOLE 1 251,454 CRAWFORD & CO COM 224633107 1,624 303 SH DEFINED 4 303 CRAWFORD & CO COM 224633206 1,142 303 SH DEFINED 4 303 CRAWFORD + CO CL B COM 224633107 100,913 18,827 SH SOLE 1 18,827 CRAY INC COM 225223304 140,311 26,424 SH SOLE 1 26,424 CREDICORP LTD COM G2519Y108 24,433 265 SH DEFINED 4 265 CREDIT ACCEPTANCE CORP COM 225310101 313,948 4,878 SH SOLE 1 4,878 CREDIT SUISSE ASSET MGMT INC COM 224916106 43,125 12,500 SH DEFINED 3 12,500 CREDIT SUISSE ASSET MGMT INC COM 224916106 15,974 4,630 SH DEFINED 2 4,630 CREDIT SUISSE GROUP COM 225401108 289 11 SH DEFINED 3 11 CREDIT SUISSE NASSAU BRH COM 22542D795 539,648 98,476 SH DEFINED 3 98,476
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CREDIT SUISSE NASSAU BRH COM 22542D795 72,626 13,253 SH DEFINED 2 13,253 CREDO PETE CORP COM 225439207 4,190 500 SH DEFINED 4 500 CREE INC COM 225447101 6,814,736 262,307 SH SOLE 1 262,307 CREE INC COM 225447101 12,211 470 SH DEFINED 4 470 CREE INC COM 225447101 5,274 203 SH DEFINED 3 203 CREE INC COM 225447101 5,196 200 SH DEFINED 2 200 CRESTWOOD MIDSTREAM PRTNERS COM 226372100 7,716 300 SH DEFINED 4 300 CRESTWOOD MIDSTREAM PRTNERS COM 226372100 2,572 100 SH DEFINED 3 100 CRESTWOOD MIDSTREAM PRTNERS COM 226372100 12,860 500 SH DEFINED 2 500 CREXUS INVESTMENT CORP COM 226553105 370,713 41,747 SH SOLE 1 41,747 CREXUS INVT CORP COM 226553105 8,880 1,000 SH DEFINED 4 1,000 CRH PLC COM 12626K203 776 50 SH DEFINED 4 50 CRIMSON EXPLORATION INC COM 22662K207 34,275 15,942 SH SOLE 1 15,942 CROCS INC COM 227046109 1,666,557 70,408 SH SOLE 1 70,408 CROCS INC COM 227046109 18,731 791 SH DEFINED 4 791 CROCS INC COM 227046109 170,496 7,200 SH DEFINED 3 7,200 CROSS COUNTRY HEALTHCARE I COM 227483104 96,387 23,059 SH SOLE 1 23,059 CROSS TIMBERS RTY TR COM 22757R109 252,546 5,665 SH DEFINED 3 5,665 CROSSTEX ENERGY INC COM 22765Y104 399,695 29,651 SH SOLE 1 29,651 CROSSTEX ENERGY INC COM 22765Y104 35,048 2,600 SH DEFINED 3 2,600 CROSSTEX ENERGY L P COM 22765U102 30,818 1,900 SH DEFINED 3 1,900 CROWN CASTLE INTL CORP COM 228227104 180,127 4,429 SH SOLE 1 4,429 CROWN CASTLE INTL CORP COM 228227104 976 24 SH DEFINED 3 24 CROWN HOLDINGS INC COM 228368106 72,974 2,384 SH SOLE 1 2,384 CROWN HOLDINGS INC COM 228368106 24,488 800 SH DEFINED 2 800 CROWN MEDIA HOLDINGS CLASS COM 228411104 36,439 25,482 SH SOLE 1 25,482 CRYOLIFE INC COM 228903100 102,812 22,898 SH SOLE 1 22,898 CSG SYSTEMS INTL INC COM 126349109 358,331 28,349 SH SOLE 1 28,349 CSP INC COM 126389105 1,360 400 SH DEFINED 2 400 CSR PLC SPON ADR W/I COM 12640Y205 71,729 5,377 SH SOLE 1 5,377 CSS INDS INC COM 125906107 33,360 2,000 SH DEFINED 2 2,000 CSS INDUSTRIES INC COM 125906107 98,762 5,921 SH SOLE 1 5,921 CSX CORP COM 126408103 8,476,311 454,007 SH SOLE 1 454,007 CSX CORP COM 126408103 66,353 3,554 SH DEFINED 4 3,554 CSX CORP COM 126408103 525,288 28,135 SH DEFINED 3 28,135 CSX CORP COM 126408103 44,808 2,400 SH DEFINED 2 2,400 CTC MEDIA INC COM 12642X106 46,894 5,269 SH DEFINED 4 5,269 CTRIP COM INTL LTD COM 22943F100 14,823 461 SH DEFINED 4 461 CTRIP COM INTL LTD COM 22943F100 50,162 1,560 SH DEFINED 3 1,560 CTRIP.COM INTERNATIONAL AD COM 22943F100 244,705 7,609 SH SOLE 1 7,609 CTS CORP COM 126501105 228,697 28,130 SH SOLE 1 28,130 CUBESMART COM 229663109 619,542 72,631 SH SOLE 1 72,631 CUBIC CORP COM 229669106 505,605 12,941 SH SOLE 1 12,941 CUBIST PHARMACEUTICALS INC COM 229678107 1,738,133 49,211 SH SOLE 1 49,211 CUBIST PHARMACEUTICALS INC COM 229678107 1,413 40 SH DEFINED 4 40 CUBIST PHARMACEUTICALS INC COM 229678107 1,943 55 SH DEFINED 3 55 CULLEN FROST BANKERS INC COM 229899109 41,778 911 SH DEFINED 2 911 CULLEN/FROST BANKERS INC COM 229899109 6,164,088 134,411 SH SOLE 1 134,411 CUMMINS INC COM 231021106 17,771,258 217,625 SH SOLE 1 217,625 CUMMINS INC COM 231021106 224,565 2,750 SH DEFINED 4 2,750 CUMMINS INC COM 231021106 514,691 6,303 SH DEFINED 3 6,303 CUMMINS INC COM 231021106 244,735 2,997 SH DEFINED 2 2,997 CUMULUS MEDIA INC CL A COM 231082108 47,999 16,901 SH SOLE 1 16,901 CURIS INC COM 231269101 176,217 55,765 SH SOLE 1 55,765 CURIS INC COM 231269101 1,896 600 SH DEFINED 3 600 CURRENCYSHARES AUSTRALIAN DL COM 23129U101 31,554 325 SH DEFINED 4 325 CURRENCYSHARES AUSTRALIAN DL COM 23129U101 88,740 914 SH DEFINED 3 914 CURRENCYSHARES AUSTRALIAN DL COM 23129U101 22,816 235 SH DEFINED 2 235 CURRENCYSHARES CDN DLR TR COM 23129X105 18,976 200 SH DEFINED 4 200 CURRENCYSHARES CDN DLR TR COM 23129X105 37,952 400 SH DEFINED 3 400 CURRENCYSHARES CDN DLR TR COM 23129X105 7,590 80 SH DEFINED 2 80 CURRENCYSHARES SWEDISH KRONA COM 23129R108 54,354 374 SH DEFINED 3 374 CURRENCYSHARES SWISS FRANC T COM 23129V109 31,952 293 SH DEFINED 3 293 CURRENCYSHARES SWISS FRANC T COM 23129V109 103,925 953 SH DEFINED 2 953 CURRENCYSHS JAPANESE YEN TR COM 23130A102 254,961 1,995 SH DEFINED 4 1,995 CURRENCYSHS JAPANESE YEN TR COM 23130A102 77,319 605 SH DEFINED 3 605 CURRENCYSHS JAPANESE YEN TR COM 23130A102 478,867 3,747 SH DEFINED 2 3,747 CURTISS WRIGHT CORP COM 231561101 1,096,780 38,043 SH SOLE 1 38,043 CUSHING MLP TOTAL RETURN FD COM 231631102 2,215,400 253,478 SH DEFINED 3 253,478 CVB FINANCIAL CORP COM 126600105 501,673 65,237 SH SOLE 1 65,237 CVB FINL CORP COM 126600105 7,690 1,000 SH DEFINED 3 1,000 CVR ENERGY INC COM 12662P108 1,355,518 64,121 SH SOLE 1 64,121 CVR PARTNERS LP COM 126633106 112,944 4,800 SH DEFINED 4 4,800 CVR PARTNERS LP COM 126633106 40,001 1,700 SH DEFINED 3 1,700 CVR PARTNERS LP COM 126633106 9,412 400 SH DEFINED 2 400 CVS CAREMARK CORP COM 126650100 19,850,951 591,154 SH SOLE 1 591,154 CVS CAREMARK CORPORATION COM 126650100 198,013 5,895 SH DEFINED 4 5,895 CVS CAREMARK CORPORATION COM 126650100 254,828 7,586 SH DEFINED 3 7,586 CVS CAREMARK CORPORATION COM 126650100 29,929 891 SH DEFINED 2 891 CYANOTECH CORP COM 232437301 15,030 4,000 SH DEFINED 3 4,000 CYBERONICS INC COM 23251P102 649,259 22,942 SH SOLE 1 22,942
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- CYMER INC COM 232572107 929,612 25,003 SH SOLE 1 25,003 CYNOSURE INC COM 232577205 10,090 1,000 SH DEFINED 2 1,000 CYNOSURE INC A COM 232577205 71,235 7,060 SH SOLE 1 7,060 CYPRESS SEMICONDUCTOR CORP COM 232806109 7,852,439 524,545 SH SOLE 1 524,545 CYPRESS SEMICONDUCTOR CORP COM 232806109 17,964 1,200 SH DEFINED 3 1,200 CYS INVESTMENTS INC COM 12673A108 729,100 60,306 SH SOLE 1 60,306 CYS INVTS INC COM 12673A108 12,090 1,000 SH DEFINED 2 1,000 CYTEC INDUSTRIES INC COM 232820100 3,825,762 108,872 SH SOLE 1 108,872 CYTORI THERAPEUTICS INC COM 23283K105 104,347 35,372 SH SOLE 1 35,372 CYTORI THERAPEUTICS INC COM 23283K105 37,347 12,660 SH DEFINED 2 12,660 CYTORI THERAPEUTICS INC COM 23283K113 6,800 4,000 SH DEFINED 2 4,000 D R HORTON INC COM 23331A109 2,712 300 SH DEFINED 4 300 D R HORTON INC COM 23331A109 2,947 326 SH DEFINED 3 326 DAKTRONICS INC COM 234264109 244,925 28,546 SH SOLE 1 28,546 DAKTRONICS INC COM 234264109 10,296 1,200 SH DEFINED 2 1,200 DANA HOLDING CORP COM 235825205 3,599,694 342,828 SH SOLE 1 342,828 DANAHER CORP COM 235851102 13,537,309 322,778 SH SOLE 1 322,778 DANAHER CORP DEL COM 235851102 10,695 255 SH DEFINED 3 255 DANAHER CORP DEL COM 235851102 168 4 SH DEFINED 2 4 DANAOS CORPORATION COM Y1968P105 3,320 1,000 SH DEFINED 3 1,000 DARDEN RESTAURANTS INC COM 237194105 3,634,263 85,012 SH SOLE 1 85,012 DARDEN RESTAURANTS INC COM 237194105 2,907 68 SH DEFINED 4 68 DARDEN RESTAURANTS INC COM 237194105 31,460 736 SH DEFINED 3 736 DARDEN RESTAURANTS INC COM 237194105 77,456 1,812 SH DEFINED 2 1,812 DARLING INTERNATIONAL INC COM 237266101 1,206,726 95,848 SH SOLE 1 95,848 DAVITA INC COM 23918K108 2,318,539 36,996 SH SOLE 1 36,996 DAWSON GEOPHYSICAL CO COM 239359102 136,387 5,784 SH SOLE 1 5,784 DCA TOTAL RETURN FD COM 233066109 4,950 1,500 SH DEFINED 3 1,500 DCP MIDSTREAM PARTNERS LP COM 23311P100 76,038 1,900 SH DEFINED 4 1,900 DCP MIDSTREAM PARTNERS LP COM 23311P100 15,008 375 SH DEFINED 3 375 DCP MIDSTREAM PARTNERS LP COM 23311P100 4,002 100 SH DEFINED 2 100 DCT INDUSTRIAL TRUST INC COM 233153105 787,711 179,433 SH SOLE 1 179,433 DCT INDUSTRIAL TRUST INC COM 233153105 25,919 5,904 SH DEFINED 2 5,904 DDI CORP COM 233162502 79,799 11,022 SH SOLE 1 11,022 DDR CORP COM 23317H102 76,420 7,011 SH SOLE 1 7,011 DDR CORP COM 23317H102 4,436 407 SH DEFINED 4 407 DDR CORP COM 23317H102 7,870 722 SH DEFINED 3 722 DDR CORP COM 23317H102 8,557 785 SH DEFINED 2 785 DEALERTRACK HOLDINGS INC COM 242309102 528,204 33,708 SH SOLE 1 33,708 DEAN FOODS CO COM 242370104 771,690 87,000 SH SOLE 1 87,000 DEAN FOODS CO NEW COM 242370104 15,239 1,718 SH DEFINED 4 1,718 DEAN FOODS CO NEW COM 242370104 1,535 173 SH DEFINED 2 173 DECKERS OUTDOOR CORP COM 243537107 18,718,028 200,708 SH SOLE 1 200,708 DECKERS OUTDOOR CORP COM 243537107 4,472 48 SH DEFINED 4 48 DECKERS OUTDOOR CORP COM 243537107 10,248 110 SH DEFINED 3 110 DEERE & CO COM 244199105 742,297 11,496 SH DEFINED 4 11,496 DEERE & CO COM 244199105 812,446 12,582 SH DEFINED 3 12,582 DEERE & CO COM 244199905 141 3 SH C DEFINED 3 3 DEERE & CO COM 244199105 532,199 8,242 SH DEFINED 2 8,242 DEERE + CO COM 244199105 14,051,207 217,612 SH SOLE 1 217,612 DELAWARE ENHANCED GBL DIV & COM 246060107 16,155 1,500 SH DEFINED 3 1,500 DELAWARE INV GLBL DIV & INC COM 245916101 41,254 6,774 SH DEFINED 3 6,774 DELCATH SYSTEMS INC COM 24661P104 117,231 35,099 SH SOLE 1 35,099 DELEK US HLDGS INC COM 246647101 18,032 1,600 SH DEFINED 4 1,600 DELEK US HOLDINGS INC COM 246647101 116,983 10,380 SH SOLE 1 10,380 DELL INC COM 24702R101 10,310,808 728,679 SH SOLE 1 728,679 DELL INC COM 24702R101 25,183 1,781 SH DEFINED 4 1,781 DELL INC COM 24702R101 3,309 234 SH DEFINED 3 234 DELL INC COM 24702R101 54,580 3,860 SH DEFINED 2 3,860 DELPHI FINANCIAL GROUP CL COM 247131105 863,791 40,139 SH SOLE 1 40,139 DELTA AIR LINES INC COM 247361702 1,025,040 136,672 SH SOLE 1 136,672 DELTA AIR LINES INC DEL COM 247361702 38 5 SH DEFINED 4 5 DELTA AIR LINES INC DEL COM 247361702 164,318 21,909 SH DEFINED 3 21,909 DELTA AIR LINES INC DEL COM 247361702 150 20 SH DEFINED 2 20 DELTA APPAREL INC COM 247368103 81,475 5,173 SH SOLE 1 5,173 DELTEK INC COM 24784L105 97,416 16,209 SH SOLE 1 16,209 DELTIC TIMBER CORP COM 247850100 527,810 8,844 SH SOLE 1 8,844 DELUXE CORP COM 248019101 3,716,057 199,788 SH SOLE 1 199,788 DELUXE CORP COM 248019101 301,525 16,211 SH DEFINED 4 16,211 DEMAND MEDIA INC COM 24802N109 46,184 5,773 SH SOLE 1 5,773 DEMANDTEC INC COM 24802R506 154,285 23,591 SH SOLE 1 23,591 DENALI FD INC COM 24823A102 13,380 1,000 SH DEFINED 3 1,000 DENBURY RESOURCES INC COM 247916208 1,847,314 160,636 SH SOLE 1 160,636 DENDREON CORP COM 24823Q107 18,225 2,025 SH SOLE 1 2,025 DENDREON CORP COM 24823Q107 9,000 1,000 SH DEFINED 4 1,000 DENDREON CORP COM 24823Q107 207,495 23,055 SH DEFINED 3 23,055 DENDREON CORP COM 24823Q907 510 3 SH C DEFINED 3 3 DENDREON CORP COM 24823Q107 92,475 10,275 SH DEFINED 2 10,275 DENISON MINES CORP COM 248356107 1,532 1,445 SH DEFINED 3 1,445 DENNY S CORP COM 24869P104 240,579 72,246 SH SOLE 1 72,246 DENTSPLY INTERNATIONAL INC COM 249030107 1,635,900 53,304 SH SOLE 1 53,304
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- DENTSPLY INTL INC NEW COM 249030107 491 16 SH DEFINED 3 16 DEPOMED INC COM 249908104 211,691 39,202 SH SOLE 1 39,202 DESTINATION MATERNITY CORP COM 25065D100 2,342,984 182,050 SH SOLE 1 182,050 DEUTSCHE BANK AG COM D18190898 277 8 SH DEFINED 3 8 DEUTSCHE BANK AG COM D18190898 47,416 1,370 SH DEFINED 2 1,370 DEUTSCHE BK AG LDN BRH COM 25154H467 8,853 250 SH DEFINED 4 250 DEUTSCHE BK AG LDN BRH COM 25154H749 34,768 662 SH DEFINED 4 662 DEUTSCHE BK AG LDN BRH COM 25154H459 9,372 600 SH DEFINED 3 600 DEUTSCHE BK AG LDN BRH COM 25154H756 10,560 2,000 SH DEFINED 3 2,000 DEUTSCHE BK AG LDN BRH COM 25154H749 13,813 263 SH DEFINED 2 263 DEUTSCHE BK AG LONDON BRH COM 25154K866 514,876 45,125 SH DEFINED 4 45,125 DEUTSCHE BK AG LONDON BRH COM 25154W506 4,526 200 SH DEFINED 2 200 DEVON ENERGY CORP NEW COM 25179M103 12,918 233 SH DEFINED 4 233 DEVON ENERGY CORP NEW COM 25179M103 93,072 1,679 SH DEFINED 3 1,679 DEVON ENERGY CORP NEW COM 25179M103 166,537 3,004 SH DEFINED 2 3,004 DEVON ENERGY CORPORATION COM 25179M103 10,852,546 195,753 SH SOLE 1 195,753 DEVRY INC COM 251893103 748,070 20,240 SH SOLE 1 20,240 DEVRY INC DEL COM 251893103 15,634 423 SH DEFINED 3 423 DEXCOM INC COM 252131107 587,868 48,989 SH SOLE 1 48,989 DEXCOM INC COM 252131107 1,200 100 SH DEFINED 3 100 DFC GLOBAL CORP COM 23324T107 693,497 31,739 SH SOLE 1 31,739 DG FASTCHANNEL INC COM 23326R109 380,663 22,458 SH SOLE 1 22,458 DG FASTCHANNEL INC COM 23326R109 25,425 1,500 SH DEFINED 3 1,500 DHT HOLDINGS INC COM Y2065G105 96,025 47,071 SH SOLE 1 47,071 DHT HOLDINGS INC COM Y2065G105 61,200 30,000 SH DEFINED 4 30,000 DHT HOLDINGS INC COM Y2065G105 204 100 SH DEFINED 3 100 DIAGEO P L C COM 25243Q205 155,064 2,042 SH DEFINED 4 2,042 DIAGEO P L C COM 25243Q205 187,033 2,463 SH DEFINED 3 2,463 DIAGEO P L C COM 25243Q205 97,539 1,285 SH DEFINED 2 1,285 DIALOGIC INC COM 25250T100 20,872 11,282 SH SOLE 1 11,282 DIAMOND FOODS INC COM 252603105 1,439,172 18,037 SH SOLE 1 18,037 DIAMOND FOODS INC COM 252603105 15,960 200 SH DEFINED 3 200 DIAMOND HILL INVESTMENT GR COM 25264R207 129,967 1,873 SH SOLE 1 1,873 DIAMOND HILL INVESTMENT GROU COM 25264R207 6,939 100 SH DEFINED 3 100 DIAMOND OFFSHORE DRILLING COM 25271C102 1,543,777 28,202 SH SOLE 1 28,202 DIAMOND OFFSHORE DRILLING IN COM 25271C102 121,304 2,216 SH DEFINED 4 2,216 DIAMOND OFFSHORE DRILLING IN COM 25271C102 583,953 10,668 SH DEFINED 3 10,668 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,230 59 SH DEFINED 2 59 DIAMONDROCK HOSPITALITY CO COM 252784301 958,427 137,114 SH SOLE 1 137,114 DIANA CONTAINERSHIPS INC COM Y2069P101 151 33 SH DEFINED 3 33 DIANA SHIPPING INC COM Y2066G104 742 100 SH DEFINED 4 100 DIANA SHIPPING INC COM Y2066G104 7,791 1,050 SH DEFINED 3 1,050 DICE HOLDINGS INC COM 253017107 276,625 35,374 SH SOLE 1 35,374 DICK S SPORTING GOODS INC COM 253393102 7,026,935 210,010 SH SOLE 1 210,010 DIEBOLD INC COM 253651103 3,879,295 141,014 SH SOLE 1 141,014 DIGI INTERNATIONAL INC COM 253798102 228,525 20,775 SH SOLE 1 20,775 DIGI INTL INC COM 253798102 2,200 200 SH DEFINED 3 200 DIGIMARC CORP COM 25381B101 116,164 4,577 SH SOLE 1 4,577 DIGITAL REALTY TRUST INC COM 253868103 79,651 1,444 SH SOLE 1 1,444 DIGITAL RIV INC COM 25388B104 4,146 200 SH DEFINED 3 200 DIGITAL RIVER INC COM 25388B104 2,383,142 114,961 SH SOLE 1 114,961 DIGITAL RLTY TR INC COM 253868103 5,516 100 SH DEFINED 4 100 DIGITALGLOBE INC COM 25389M877 500,186 25,743 SH SOLE 1 25,743 DIGITALGLOBE INC COM 25389M877 972 50 SH DEFINED 3 50 DILLARDS INC COM 254067101 8,696 200 SH DEFINED 3 200 DILLARDS INC CL A COM 254067101 41,002 943 SH SOLE 1 943 DIME COMMUNITY BANCSHARES COM 253922108 2,940,982 290,324 SH SOLE 1 290,324 DINEEQUITY INC COM 254423106 489,400 12,715 SH SOLE 1 12,715 DIODES INC COM 254543101 521,006 29,074 SH SOLE 1 29,074 DIRECTV COM 25490A101 48,653 1,151 SH DEFINED 4 1,151 DIRECTV COM 25490A101 15,090 357 SH DEFINED 3 357 DIRECTV COM 25490A101 29,547 699 SH DEFINED 2 699 DIRECTV CLASS A COM 25490A101 15,114,684 357,744 SH SOLE 1 357,744 DIREXION SHS ETF TR COM 25459W250 36,400 1,250 SH DEFINED 4 1,250 DIREXION SHS ETF TR COM 25459W516 4,460 420 SH DEFINED 3 420 DIREXION SHS ETF TR COM 25459W532 30,938 2,000 SH DEFINED 3 2,000 DIREXION SHS ETF TR COM 25459W698 6,435 500 SH DEFINED 3 500 DIREXION SHS ETF TR COM 25459W771 2,670 160 SH DEFINED 3 160 DIREXION SHS ETF TR COM 25459W888 6,286 200 SH DEFINED 3 200 DIREXION SHS ETF TR COM 25459W151 37,117 802 SH DEFINED 2 802 DISCOVER FINANCIAL SERVICE COM 254709108 5,489,175 239,284 SH SOLE 1 239,284 DISCOVER FINL SVCS COM 254709108 4,198 183 SH DEFINED 3 183 DISCOVERY COMMUNICATIONS A COM 25470F104 3,242,618 86,194 SH SOLE 1 86,194 DISCOVERY COMMUNICATNS NEW COM 25470F104 68,017 1,808 SH DEFINED 4 1,808 DISCOVERY COMMUNICATNS NEW COM 25470F302 281 8 SH DEFINED 4 8 DISCOVERY COMMUNICATNS NEW COM 25470F104 4,514 120 SH DEFINED 2 120 DISCOVERY LABORATORIES INC N COM 254668403 653 333 SH DEFINED 3 333 DISCOVERY LABORATORIES INC N COM 254668403 194 99 SH DEFINED 2 99 DISH NETWORK CORP COM 25470M109 6,212 248 SH DEFINED 3 248 DISH NETWORK CORP A COM 25470M109 93,800 3,743 SH SOLE 1 3,743 DISNEY WALT CO COM 254687106 125,736 4,169 SH DEFINED 4 4,169
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- DISNEY WALT CO COM 254687106 283,866 9,412 SH DEFINED 3 9,412 DISNEY WALT CO COM 254687106 371,109 12,305 SH DEFINED 2 12,305 DIVIDEND & INCOME FD INC COM 25538A105 9,126 2,600 SH DEFINED 4 2,600 DNP SELECT INCOME FD COM 23325P104 116,880 11,688 SH DEFINED 3 11,688 DNP SELECT INCOME FD COM 23325P104 256,850 25,685 SH DEFINED 2 25,685 DOLAN CO/THE COM 25659P402 223,473 24,858 SH SOLE 1 24,858 DOLBY LABORATORIES INC COM 25659T107 2,744 100 SH DEFINED 4 100 DOLBY LABORATORIES INC COM 25659T107 5,708 208 SH DEFINED 3 208 DOLBY LABORATORIES INC COM 25659T107 2,168 79 SH DEFINED 2 79 DOLBY LABORATORIES INC CL COM 25659T107 20,031 730 SH SOLE 1 730 DOLE FOOD CO INC COM 256603101 262,010 26,201 SH SOLE 1 26,201 DOLLAR GEN CORP NEW COM 256677105 9,440 250 SH DEFINED 4 250 DOLLAR GEN CORP NEW COM 256677105 15,104 400 SH DEFINED 3 400 DOLLAR GEN CORP NEW COM 256677105 1,586 42 SH DEFINED 2 42 DOLLAR GENERAL CORP COM 256677105 1,830,756 48,484 SH SOLE 1 48,484 DOLLAR THRIFTY AUTOMOTIVE COM 256743105 1,189,563 21,129 SH SOLE 1 21,129 DOLLAR TREE INC COM 256746108 20,477,690 272,636 SH SOLE 1 272,636 DOLLAR TREE INC COM 256746108 485,329 6,459 SH DEFINED 3 6,459 DOLLAR TREE INC COM 256746108 242,702 3,230 SH DEFINED 2 3,230 DOMINION RES BLACK WARRIOR T COM 25746Q108 3,540 400 SH DEFINED 3 400 DOMINION RES BLACK WARRIOR T COM 25746Q108 5,903 667 SH DEFINED 2 667 DOMINION RES INC VA NEW COM 25746U109 1,687,493 33,238 SH DEFINED 4 33,238 DOMINION RES INC VA NEW COM 25746U109 1,280,115 25,214 SH DEFINED 3 25,214 DOMINION RES INC VA NEW COM 25746U109 110,729 2,181 SH DEFINED 2 2,181 DOMINION RESOURCES INC/VA COM 25746U109 8,703,146 171,423 SH SOLE 1 171,423 DOMINO S PIZZA INC COM 25754A201 1,228,730 45,091 SH SOLE 1 45,091 DOMINOS PIZZA INC COM 25754A201 12,944 475 SH DEFINED 4 475 DOMINOS PIZZA INC COM 25754A201 19,075 700 SH DEFINED 3 700 DOMTAR CORP COM 257559203 6,699,748 98,280 SH SOLE 1 98,280 DONALDSON CO INC COM 257651109 9,030,054 164,782 SH SOLE 1 164,782 DONALDSON INC COM 257651109 10,960 200 SH DEFINED 3 200 DONEGAL GROUP INC CL A COM 257701201 68,038 5,651 SH SOLE 1 5,651 DONNELLEY R R & SONS CO COM 257867101 9,884 700 SH DEFINED 4 700 DONNELLEY R R & SONS CO COM 257867101 19,086 1,352 SH DEFINED 2 1,352 DORAL FINANCIAL CORP COM 25811P886 101,342 92,974 SH SOLE 1 92,974 DORCHESTER MINERALS LP COM 25820R105 30,392 1,278 SH DEFINED 4 1,278 DORCHESTER MINERALS LP COM 25820R105 9,512 400 SH DEFINED 3 400 DORMAN PRODUCTS INC COM 258278100 261,332 7,900 SH SOLE 1 7,900 DORMAN PRODUCTS INC COM 258278100 67,753 2,050 SH DEFINED 2 2,050 DOT HILL SYSTEMS CORP COM 25848T109 62,307 41,263 SH SOLE 1 41,263 DOUBLE EAGLE PETE CO COM 258570209 3,185 500 SH DEFINED 2 500 DOUGLAS DYNAMICS INC COM 25960R105 173,961 13,612 SH SOLE 1 13,612 DOUGLAS EMMETT INC COM 25960P109 59,115 3,457 SH SOLE 1 3,457 DOVER CORP COM 260003108 2,765,524 59,346 SH SOLE 1 59,346 DOVER CORP COM 260003108 49,070 1,053 SH DEFINED 4 1,053 DOVER CORP COM 260003108 13,141 282 SH DEFINED 3 282 DOW 30SM ENHANCED PREM & INC COM 260537105 9,520 1,000 SH DEFINED 3 1,000 DOW CHEM CO COM 260543103 30,950 1,378 SH DEFINED 4 1,378 DOW CHEM CO COM 260543103 179,922 8,011 SH DEFINED 3 8,011 DOW CHEM CO COM 260543103 74,222 3,305 SH DEFINED 2 3,305 DOW CHEMICAL CO/THE COM 260543103 8,900,561 396,285 SH SOLE 1 396,285 DPL INC COM 233293109 7,814,790 259,283 SH SOLE 1 259,283 DPL INC COM 233293109 24,715 820 SH DEFINED 4 820 DPL INC COM 233293109 12,840 426 SH DEFINED 3 426 DPL INC COM 233293109 56,874 1,887 SH DEFINED 2 1,887 DR HORTON INC COM 23331A109 838,487 92,753 SH SOLE 1 92,753 DR PEPPER SNAPPLE GROUP IN COM 26138E109 2,649,217 68,314 SH SOLE 1 68,314 DR PEPPER SNAPPLE GROUP INC COM 26138E109 465 12 SH DEFINED 3 12 DR PEPPER SNAPPLE GROUP INC COM 26138E109 22,220 573 SH DEFINED 2 573 DR REDDYS LABS LTD COM 256135203 16,301 547 SH DEFINED 4 547 DRAGONWAVE INC COM 26144M103 3,300 1,000 SH DEFINED 3 1,000 DREAMWORKS ANIMATION SKG A COM 26153C103 2,833,971 155,884 SH SOLE 1 155,884 DREAMWORKS ANIMATION SKG INC COM 26153C103 2,091 115 SH DEFINED 2 115 DRESSER RAND GROUP INC COM 261608103 7,063,042 174,267 SH SOLE 1 174,267 DREW INDUSTRIES INC COM 26168L205 312,587 15,645 SH SOLE 1 15,645 DREYFUS STRATEGIC MUN BD FD COM 26202F107 4,691 548 SH DEFINED 4 548 DREYFUS STRATEGIC MUN BD FD COM 26202F107 1,885,662 220,288 SH DEFINED 3 220,288 DRIL QUIP INC COM 262037104 5,380,380 99,803 SH SOLE 1 99,803 DRIL-QUIP INC COM 262037104 16,173 300 SH DEFINED 3 300 DRYSHIPS INC COM Y2109Q101 3,744 1,600 SH DEFINED 4 1,600 DRYSHIPS INC COM Y2109Q101 2,106 900 SH DEFINED 3 900 DRYSHIPS INC COM Y2109Q101 6,002 2,565 SH DEFINED 2 2,565 DSP GROUP INC COM 23332B106 113,227 19,191 SH SOLE 1 19,191 DST SYS INC DEL COM 233326107 124,127 2,832 SH DEFINED 4 2,832 DST SYS INC DEL COM 233326107 128,027 2,921 SH DEFINED 3 2,921 DST SYS INC DEL COM 233326107 877 20 SH DEFINED 2 20 DST SYSTEMS INC COM 233326107 3,401,515 77,607 SH SOLE 1 77,607 DSW INC COM 23334L102 1,616 35 SH DEFINED 2 35 DSW INC CLASS A COM 23334L102 15,286 331 SH SOLE 1 331 DTE ENERGY CO COM 233331107 44,608 910 SH DEFINED 4 910 DTE ENERGY CO COM 233331107 735 15 SH DEFINED 3 15
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- DTE ENERGY CO COM 233331107 264,116 5,388 SH DEFINED 2 5,388 DTE ENERGY COMPANY COM 233331107 2,755,708 56,216 SH SOLE 1 56,216 DTS INC COM 23335C101 353,405 14,233 SH SOLE 1 14,233 DU PONT (E.I.) DE NEMOURS COM 263534109 41,143,559 1,029,361 SH SOLE 1 1,029,361 DU PONT E I DE NEMOURS & CO COM 263534109 395,789 9,902 SH DEFINED 4 9,902 DU PONT E I DE NEMOURS & CO COM 263534109 489,832 12,255 SH DEFINED 3 12,255 DU PONT E I DE NEMOURS & CO COM 263534109 320,548 8,020 SH DEFINED 2 8,020 DUCOMMUN INC COM 264147109 115,256 7,694 SH SOLE 1 7,694 DUFF & PHELPS UTIL CORP BD T COM 26432K108 13,824 1,200 SH DEFINED 4 1,200 DUFF & PHELPS UTIL CORP BD T COM 26432K108 19,803 1,719 SH DEFINED 3 1,719 DUFF & PHELPS UTIL CORP BD T COM 26432K108 1,037 90 SH DEFINED 2 90 DUFF + PHELPS CORP CLASS A COM 26433B107 236,449 22,181 SH SOLE 1 22,181 DUKE ENERGY CORP COM 26441C105 8,050,813 402,742 SH SOLE 1 402,742 DUKE ENERGY CORP NEW COM 26441C105 816,444 40,843 SH DEFINED 4 40,843 DUKE ENERGY CORP NEW COM 26441C105 296,925 14,854 SH DEFINED 3 14,854 DUKE ENERGY CORP NEW COM 26441C105 368,316 18,425 SH DEFINED 2 18,425 DUKE REALTY CORP COM 264411505 5,835,071 555,721 SH SOLE 1 555,721 DUKE REALTY CORP COM 264411505 29,502 2,810 SH DEFINED 2 2,810 DUN & BRADSTREET CORP DEL NE COM 26483E100 20,400 333 SH DEFINED 3 333 DUN + BRADSTREET CORP COM 26483E100 946,528 15,451 SH SOLE 1 15,451 DUNKIN BRANDS GROUP INC COM 265504100 8,310 300 SH DEFINED 4 300 DUNKIN BRANDS GROUP INC COM 265504100 27,340 987 SH DEFINED 3 987 DUOYUAN GLOBAL WTR INC COM 266043108 0 100 SH DEFINED 2 100 DUPONT FABROS TECHNOLOGY COM 26613Q106 845,902 42,961 SH SOLE 1 42,961 DURECT CORPORATION COM 266605104 94,892 58,939 SH SOLE 1 58,939 DUSA PHARMACEUTICALS INC COM 266898105 66,030 17,846 SH SOLE 1 17,846 DUSA PHARMACEUTICALS INC COM 266898105 1,850 500 SH DEFINED 3 500 DWS HIGH INCOME OPPORT FD IN COM 23339M204 2,300 176 SH DEFINED 3 176 DWS HIGH INCOME TR COM 23337C208 36,840 4,000 SH DEFINED 3 4,000 DWS MULTI MKT INCOME TR COM 23338L108 54,692 5,709 SH DEFINED 3 5,709 DWS MULTI MKT INCOME TR COM 23338L108 6,706 700 SH DEFINED 2 700 DXP ENTERPRISES INC COM 233377407 119,495 6,346 SH SOLE 1 6,346 DYAX CORP COM 26746E103 90,841 72,096 SH SOLE 1 72,096 DYCOM INDUSTRIES INC COM 267475101 3,038,779 198,613 SH SOLE 1 198,613 DYNAMIC MATERIALS CORP COM 267888105 153,358 9,737 SH SOLE 1 9,737 DYNAMICS RESEARCH CORP COM 268057106 58,248 6,530 SH SOLE 1 6,530 DYNAVAX TECHNOLOGIES CORP COM 268158102 167,666 90,143 SH SOLE 1 90,143 DYNAVOX INC CLASS A COM 26817F104 24,678 6,855 SH SOLE 1 6,855 DYNEGY INC COM 26817G300 309,824 75,200 SH SOLE 1 75,200 DYNEGY INC DEL COM 26817G300 37 9 SH DEFINED 3 9 DYNEX CAP INC COM 26817Q506 41,106 5,100 SH DEFINED 4 5,100 DYNEX CAP INC COM 26817Q506 8,963 1,112 SH DEFINED 3 1,112 DYNEX CAPITAL INC COM 26817Q506 237,375 29,451 SH SOLE 1 29,451 E HOUSE CHINA HLDGS LTD COM 26852W103 10,486 1,811 SH DEFINED 4 1,811 E HOUSE CHINA HLDGS LTD COM 26852W103 14,475 2,500 SH DEFINED 3 2,500 E M C CORP MASS COM 268648102 121,112 5,770 SH DEFINED 4 5,770 E M C CORP MASS COM 268648102 440,118 20,968 SH DEFINED 3 20,968 E M C CORP MASS COM 268648102 138,954 6,620 SH DEFINED 2 6,620 E TRADE FINANCIAL CORP COM 269246401 770,806 84,611 SH SOLE 1 84,611 E TRADE FINANCIAL CORP COM 269246401 911 100 SH DEFINED 2 100 EAGLE BANCORP INC COM 268948106 144,077 12,241 SH SOLE 1 12,241 EAGLE BULK SHIPPING INC COM Y2187A101 71,738 45,693 SH SOLE 1 45,693 EAGLE BULK SHIPPING INC COM Y2187A101 16,485 10,500 SH DEFINED 4 10,500 EAGLE BULK SHIPPING INC COM Y2187A101 7,536 4,800 SH DEFINED 3 4,800 EAGLE BULK SHIPPING INC COM Y2187A101 12,821 8,166 SH DEFINED 2 8,166 EAGLE MATERIALS INC COM 26969P108 607,459 36,484 SH SOLE 1 36,484 EAGLE ROCK ENERGY PARTNERS L COM 26985R104 1,942 200 SH DEFINED 2 200 EARTHLINK INC COM 270321102 5,309,876 813,151 SH SOLE 1 813,151 EAST WEST BANCORP INC COM 27579R104 12,186,405 817,331 SH SOLE 1 817,331 EAST WEST BANCORP INC COM 27579R104 239 16 SH DEFINED 3 16 EASTGROUP PPTY INC COM 277276101 3,814 100 SH DEFINED 4 100 EASTGROUP PROPERTIES INC COM 277276101 844,420 22,140 SH SOLE 1 22,140 EASTMAN CHEM CO COM 277432100 1,766 26 SH DEFINED 2 26 EASTMAN CHEMICAL CO COM 277432100 2,336,051 34,088 SH SOLE 1 34,088 EASTMAN KODAK CO COM 277461109 608,246 779,702 SH SOLE 1 779,702 EASTMAN KODAK CO COM 277461109 312 400 SH DEFINED 4 400 EASTMAN KODAK CO COM 277461109 117 150 SH DEFINED 3 150 EASTMAN KODAK CO COM 277461109 7,801 10,000 SH DEFINED 2 10,000 EATON CORP COM 278058102 7,696,720 216,809 SH SOLE 1 216,809 EATON CORP COM 278058102 149,661 4,216 SH DEFINED 4 4,216 EATON CORP COM 278058102 31,702 893 SH DEFINED 3 893 EATON CORP COM 278058102 95,631 2,694 SH DEFINED 2 2,694 EATON VANCE CALIF MUN BD FD COM 27828A100 97,657 7,959 SH DEFINED 4 7,959 EATON VANCE CALIF MUN BD FD COM 27828A100 1,027 84 SH DEFINED 3 84 EATON VANCE CORP COM 278265103 5,699,739 255,938 SH SOLE 1 255,938 EATON VANCE CORP COM 278265103 22,470 1,009 SH DEFINED 3 1,009 EATON VANCE ENH EQTY INC FD COM 278277108 13,271 1,346 SH DEFINED 4 1,346 EATON VANCE ENH EQTY INC FD COM 278277108 20,036 2,032 SH DEFINED 3 2,032 EATON VANCE ENH EQTY INC FD COM 278277108 13,903 1,410 SH DEFINED 2 1,410 EATON VANCE ENHANCED EQ INC COM 278274105 60,936 6,231 SH DEFINED 3 6,231 EATON VANCE FLTING RATE INC COM 278279104 21,605 1,533 SH DEFINED 4 1,533
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- EATON VANCE LTD DUR INCOME F COM 27828H105 18,325 1,250 SH DEFINED 3 1,250 EATON VANCE LTD DUR INCOME F COM 27828H105 29,393 2,005 SH DEFINED 2 2,005 EATON VANCE MUN BD FD COM 27827X101 11,634 942 SH DEFINED 4 942 EATON VANCE MUN BD FD COM 27827X101 36,556 2,960 SH DEFINED 2 2,960 EATON VANCE MUN BD FD II COM 27827K109 13,280 1,000 SH DEFINED 2 1,000 EATON VANCE MUNI INCOME TRUS COM 27826U108 203,077 16,673 SH DEFINED 3 16,673 EATON VANCE NATL MUN OPPORT COM 27829L105 75,703 3,835 SH DEFINED 2 3,835 EATON VANCE NJ MUNI INCOME T COM 27826V106 10,710 827 SH DEFINED 4 827 EATON VANCE RISK MNGD DIV EQ COM 27829G106 3,537 323 SH DEFINED 4 323 EATON VANCE RISK MNGD DIV EQ COM 27829G106 43,800 4,000 SH DEFINED 3 4,000 EATON VANCE SR FLTNG RTE TR COM 27828Q105 32,668 2,299 SH DEFINED 4 2,299 EATON VANCE SR FLTNG RTE TR COM 27828Q105 127,748 8,990 SH DEFINED 3 8,990 EATON VANCE SR FLTNG RTE TR COM 27828Q105 36,854 2,594 SH DEFINED 2 2,594 EATON VANCE SR INCOME TR COM 27826S103 35,260 5,588 SH DEFINED 4 5,588 EATON VANCE SR INCOME TR COM 27826S103 33,033 5,235 SH DEFINED 2 5,235 EATON VANCE TAX ADVT DIV INC COM 27828G107 52,041 3,807 SH DEFINED 4 3,807 EATON VANCE TAX ADVT DIV INC COM 27828G107 94,145 6,887 SH DEFINED 3 6,887 EATON VANCE TAX ADVT DIV INC COM 27828G107 94,262 6,896 SH DEFINED 2 6,896 EATON VANCE TAX MNGD GBL DV COM 27829F108 31,220 3,903 SH DEFINED 4 3,903 EATON VANCE TAX MNGD GBL DV COM 27829F108 48,000 6,000 SH DEFINED 3 6,000 EATON VANCE TAX MNGD GBL DV COM 27829F108 133,824 16,728 SH DEFINED 2 16,728 EATON VANCE TAX MNGED BUY WR COM 27828X100 5,810 500 SH DEFINED 4 500 EATON VANCE TAX MNGED BUY WR COM 27828X100 12,832 1,104 SH DEFINED 3 1,104 EATON VANCE TX ADV GLB DIV O COM 27828U106 23,530 1,440 SH DEFINED 2 1,440 EATON VANCE TX ADV GLBL DIV COM 27828S101 46,710 3,835 SH DEFINED 4 3,835 EATON VANCE TX ADV GLBL DIV COM 27828S101 14,287 1,173 SH DEFINED 3 1,173 EATON VANCE TX ADV GLBL DIV COM 27828S101 22,533 1,850 SH DEFINED 2 1,850 EATON VANCE TX MGD DIV EQ IN COM 27828N102 9,417 1,104 SH DEFINED 4 1,104 EATON VANCE TX MGD DIV EQ IN COM 27828N102 25,590 3,000 SH DEFINED 3 3,000 EATON VANCE TX MGD DIV EQ IN COM 27828N102 4,692 550 SH DEFINED 2 550 EATON VANCE TX MNG BY WRT OP COM 27828Y108 95,702 8,764 SH DEFINED 3 8,764 EATON VANCE TX MNG BY WRT OP COM 27828Y108 20,857 1,910 SH DEFINED 2 1,910 EATON VANCE TXMGD GL BUYWR O COM 27829C105 26,352 2,700 SH DEFINED 4 2,700 EATON VANCE TXMGD GL BUYWR O COM 27829C105 23,271 2,384 SH DEFINED 3 2,384 EATON VANCE TXMGD GL BUYWR O COM 27829C105 32,725 3,353 SH DEFINED 2 3,353 EBAY INC COM 278642103 15,222,620 516,196 SH SOLE 1 516,196 EBAY INC COM 278642103 25,774 874 SH DEFINED 4 874 EBAY INC COM 278642103 19,227 652 SH DEFINED 3 652 EBAY INC COM 278642103 15,925 540 SH DEFINED 2 540 EBIX INC COM 278715206 351,448 23,908 SH SOLE 1 23,908 EBIX INC COM 278715206 5,880 400 SH DEFINED 3 400 ECA MARCELLUS TR I COM 26827L109 104,038 4,140 SH DEFINED 4 4,140 ECHELON CORP COM 27874N105 179,750 25,642 SH SOLE 1 25,642 ECHELON CORP COM 27874N105 238 34 SH DEFINED 2 34 ECHO GLOBAL LOGISTICS INC COM 27875T101 109,419 8,227 SH SOLE 1 8,227 ECHO THERAPEUTICS INC COM 27876L107 9,138 3,150 SH DEFINED 4 3,150 ECHOSTAR CORP COM 278768106 452 20 SH DEFINED 3 20 ECHOSTAR CORP A COM 278768106 23,989 1,061 SH SOLE 1 1,061 ECOLAB INC COM 278865100 3,562,419 72,866 SH SOLE 1 72,866 ECOLAB INC COM 278865100 22,978 470 SH DEFINED 3 470 E-COMMERCE CHINA DANGDANG IN COM 26833A105 1,482 300 SH DEFINED 3 300 ECOPETROL S A COM 279158109 19,460 483 SH DEFINED 4 483 ECOPETROL S A COM 279158109 6,044 150 SH DEFINED 3 150 EDAC TECHNOLOGIES CORP COM 279285100 7,100 1,000 SH DEFINED 3 1,000 EDELMAN FINANCIAL GROUP IN COM 27943Q105 95,576 14,795 SH SOLE 1 14,795 EDISON INTERNATIONAL COM 281020107 5,640,881 147,474 SH SOLE 1 147,474 EDISON INTL COM 281020107 7,650 200 SH DEFINED 4 200 EDISON INTL COM 281020107 61,473 1,607 SH DEFINED 3 1,607 EDISON INTL COM 281020107 13,847 362 SH DEFINED 2 362 EDUCATION MANAGEMENT CORP COM 28140M103 15,864 1,069 SH SOLE 1 1,069 EDUCATION REALTY TRUST INC COM 28140H104 453,140 52,752 SH SOLE 1 52,752 EDUCATIONAL DEV CORP COM 281479105 2,575 500 SH DEFINED 2 500 EDWARDS LIFESCIENCES CORP COM 28176E108 2,696,808 37,834 SH SOLE 1 37,834 EDWARDS LIFESCIENCES CORP COM 28176E108 35,640 500 SH DEFINED 4 500 EDWARDS LIFESCIENCES CORP COM 28176E108 95,373 1,338 SH DEFINED 3 1,338 EGA EMERGING GLOBAL SHS TR COM 268461654 7,650 450 SH DEFINED 4 450 EGA EMERGING GLOBAL SHS TR COM 268461829 17,649 900 SH DEFINED 3 900 EGA EMERGING GLOBAL SHS TR COM 268461852 21,351 1,400 SH DEFINED 3 1,400 EGA EMERGING GLOBAL SHS TR COM 268461829 9,805 500 SH DEFINED 2 500 EHEALTH INC COM 28238P109 239,351 17,522 SH SOLE 1 17,522 EINSTEIN NOAH RESTAURANT G COM 28257U104 55,823 4,351 SH SOLE 1 4,351 EL PASO CORP COM 28336L109 6,101,516 349,057 SH SOLE 1 349,057 EL PASO CORP COM 28336L109 48,874 2,796 SH DEFINED 4 2,796 EL PASO CORP COM 28336L109 4,160 238 SH DEFINED 3 238 EL PASO CORP COM 28336L109 21,151 1,210 SH DEFINED 2 1,210 EL PASO ELECTRIC CO COM 283677854 1,106,110 34,469 SH SOLE 1 34,469 EL PASO ENERGY CAP TR I COM 283678209 2,998 67 SH DEFINED 3 67 EL PASO PIPELINE PARTNERS L COM 283702108 160,112 4,514 SH DEFINED 4 4,514 EL PASO PIPELINE PARTNERS L COM 283702108 367,469 10,360 SH DEFINED 3 10,360 EL PASO PIPELINE PARTNERS L COM 283702108 17,735 500 SH DEFINED 2 500 ELAN PLC COM 284131208 56,336 5,350 SH DEFINED 4 5,350
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ELAN PLC COM 284131208 33,696 3,200 SH DEFINED 3 3,200 ELAN PLC COM 284131208 527 50 SH DEFINED 2 50 ELBIT SYS LTD COM M3760D101 3,980 100 SH DEFINED 2 100 ELDORADO GOLD CORP NEW COM 284902103 14,565 850 SH DEFINED 4 850 ELDORADO GOLD CORP NEW COM 284902103 126,836 7,400 SH DEFINED 3 7,400 ELDORADO GOLD CORP NEW COM 284902103 18,854 1,100 SH DEFINED 2 1,100 ELECTRO RENT CORP COM 285218103 189,390 13,714 SH SOLE 1 13,714 ELECTRO SCIENTIFIC INDS IN COM 285229100 221,606 18,638 SH SOLE 1 18,638 ELECTRONIC ARTS INC COM 285512109 2,510,974 122,786 SH SOLE 1 122,786 ELECTRONIC ARTS INC COM 285512109 409 20 SH DEFINED 4 20 ELECTRONIC ARTS INC COM 285512109 7,158 350 SH DEFINED 3 350 ELECTRONIC ARTS INC COM 285512109 2,045 100 SH DEFINED 2 100 ELECTRONICS FOR IMAGING COM 286082102 459,246 34,094 SH SOLE 1 34,094 ELI LILLY + CO COM 532457108 47,595,215 1,287,401 SH SOLE 1 1,287,401 ELIZABETH ARDEN INC COM 28660G106 507,739 17,853 SH SOLE 1 17,853 ELLIE MAE INC COM 28849P100 34,289 6,167 SH SOLE 1 6,167 EMAGIN CORPORATION COM 29076N206 33,325 12,671 SH SOLE 1 12,671 EMC CORP/MASS COM 268648102 26,843,796 1,278,885 SH SOLE 1 1,278,885 EMC INS GROUP INC COM 268664109 61,824 3,360 SH SOLE 1 3,360 EMCOR GROUP INC COM 29084Q100 2,744,265 134,986 SH SOLE 1 134,986 EMCORE CORP COM 290846104 63,874 64,519 SH SOLE 1 64,519 EMDEON INC CLASS A COM 29084T104 14,844 790 SH SOLE 1 790 EMERGENT BIOSOLUTIONS INC COM 29089Q105 308,415 19,988 SH SOLE 1 19,988 EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,086 200 SH DEFINED 3 200 EMERITUS CORP COM 291005106 314,642 22,315 SH SOLE 1 22,315 EMERSON ELEC CO COM 291011104 611,421 14,801 SH DEFINED 4 14,801 EMERSON ELEC CO COM 291011104 108,008 2,615 SH DEFINED 3 2,615 EMERSON ELEC CO COM 291011104 232,902 5,638 SH DEFINED 2 5,638 EMERSON ELECTRIC CO COM 291011104 15,934,672 385,734 SH SOLE 1 385,734 EMPIRE DIST ELEC CO COM 291641108 5,814 300 SH DEFINED 4 300 EMPIRE DIST ELEC CO COM 291641108 36,822 1,900 SH DEFINED 2 1,900 EMPIRE DISTRICT ELECTRIC C COM 291641108 591,342 30,513 SH SOLE 1 30,513 EMPLOYERS HOLDINGS INC COM 292218104 402,285 31,527 SH SOLE 1 31,527 EMPRESA NACIONAL DE ELCTRCID COM 29244T101 13,869 320 SH DEFINED 4 320 EMULEX CORP COM 292475209 410,214 64,096 SH SOLE 1 64,096 EMULEX CORP COM 292475209 640 100 SH DEFINED 3 100 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 45,792 1,667 SH DEFINED 4 1,667 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 259,866 9,460 SH DEFINED 3 9,460 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 58,142 2,117 SH DEFINED 2 2,117 ENBRIDGE INC COM 29250N105 6,386 200 SH DEFINED 3 200 ENBRIDGE INC COM 29250N105 5,109 160 SH DEFINED 2 160 ENCANA CORP COM 292505104 2,108,701 109,771 SH SOLE 1 109,771 ENCANA CORP COM 292505104 12,851 669 SH DEFINED 3 669 ENCANA CORP COM 292505104 18,322 954 SH DEFINED 2 954 ENCORE BANCSHARES INC COM 29255V201 65,719 6,165 SH SOLE 1 6,165 ENCORE CAPITAL GROUP INC COM 292554102 286,301 13,103 SH SOLE 1 13,103 ENCORE ENERGY PARTNERS LP COM 29257A106 43,056 2,300 SH DEFINED 4 2,300 ENCORE ENERGY PARTNERS LP COM 29257A106 3,744 200 SH DEFINED 3 200 ENCORE WIRE CORP COM 292562105 313,783 15,247 SH SOLE 1 15,247 ENCORE WIRE CORP COM 292562105 2,058 100 SH DEFINED 4 100 ENDEAVOUR INTERNATIONAL CO COM 29259G200 216,426 27,121 SH SOLE 1 27,121 ENDEAVOUR SILVER CORP COM 29258Y103 26,572 2,959 SH DEFINED 3 2,959 ENDO PHARMACEUT HLDGS INC COM 29264F205 7,125,498 254,573 SH SOLE 1 254,573 ENDOCYTE INC COM 29269A102 133,274 12,573 SH SOLE 1 12,573 ENDOLOGIX INC COM 29266S106 358,759 35,733 SH SOLE 1 35,733 ENDURANCE SPECIALTY HLDGS LT COM G30397106 9,777 286 SH DEFINED 3 286 ENDURANCE SPECIALTY HOLDIN COM G30397106 38,453 1,126 SH SOLE 1 1,126 ENER1 INC COM 29267A203 7,315 53,397 SH SOLE 1 53,397 ENERGEN CORP COM 29265N108 6,477,385 158,410 SH SOLE 1 158,410 ENERGEN CORP COM 29265N108 1,758 43 SH DEFINED 3 43 ENERGIZER HLDGS INC COM 29266R108 23,918 360 SH DEFINED 4 360 ENERGIZER HLDGS INC COM 29266R108 5,049 76 SH DEFINED 3 76 ENERGIZER HLDGS INC COM 29266R108 24,051 362 SH DEFINED 2 362 ENERGIZER HOLDINGS INC COM 29266R108 10,038,154 151,086 SH SOLE 1 151,086 ENERGY CONVERSION DEVICES IN CNV 292659AA7 3,600 8 PRN DEFINED 3 8 ENERGY CONVERSION DEVICES IN COM 292659109 24,317 45,881 SH DEFINED 2 45,881 ENERGY INCOME & GROWTH FD COM 292697109 65,251 2,575 SH DEFINED 3 2,575 ENERGY PARTNERS LTD COM 29270U303 233,976 21,136 SH SOLE 1 21,136 ENERGY RECOVERY INC COM 29270J100 100,621 33,429 SH SOLE 1 33,429 ENERGY RECOVERY INC COM 29270J100 1,425 475 SH DEFINED 4 475 ENERGY TRANSFER EQUITY L P COM 29273V100 3,652 105 SH DEFINED 4 105 ENERGY TRANSFER EQUITY L P COM 29273V100 44,214 1,271 SH DEFINED 3 1,271 ENERGY TRANSFER PRTNRS L P COM 29273R109 238,301 5,811 SH DEFINED 4 5,811 ENERGY TRANSFER PRTNRS L P COM 29273R109 2,180,774 53,177 SH DEFINED 3 53,177 ENERGY TRANSFER PRTNRS L P COM 29273R109 473,777 11,553 SH DEFINED 2 11,553 ENERGY XXI (BERMUDA) LTD COM G10082140 165,396 7,700 SH DEFINED 3 7,700 ENERGY XXI (BERMUDA) LTD COM G10082140 493,782 22,988 SH DEFINED 2 22,988 ENERGY XXI BERMUDA COM G10082140 1,179,879 55,006 SH SOLE 1 55,006 ENERGYSOLUTIONS INC COM 292756202 205,757 58,288 SH SOLE 1 58,288 ENERNOC INC COM 292764107 152,856 16,984 SH SOLE 1 16,984 ENERNOC INC COM 292764107 2,475 275 SH DEFINED 3 275
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ENERPLUS CORP COM 292766102 157,470 6,417 SH DEFINED 4 6,417 ENERPLUS CORP COM 292766102 13,497 550 SH DEFINED 3 550 ENERPLUS CORP COM 292766102 268,787 10,953 SH DEFINED 2 10,953 ENERSIS S A COM 29274F104 6,764 400 SH DEFINED 3 400 ENERSYS COM 29275Y102 734,314 36,679 SH SOLE 1 36,679 ENI S P A COM 26874R108 17,565 500 SH DEFINED 3 500 ENNIS INC COM 293389102 248,427 19,022 SH SOLE 1 19,022 ENPRO INDS INC COM 29355X107 7,123 240 SH DEFINED 3 240 ENPRO INDUSTRIES INC COM 29355X107 502,720 16,938 SH SOLE 1 16,938 ENSCO PLC COM 29358Q109 42,452 1,050 SH DEFINED 4 1,050 ENSCO PLC COM 29358Q109 91,897 2,273 SH DEFINED 3 2,273 ENSCO PLC COM 29358Q109 82,043 2,029 SH DEFINED 2 2,029 ENSCO PLC SPON ADR COM 29358Q109 16,762,359 414,602 SH SOLE 1 414,602 ENSIGN GROUP INC/THE COM 29358P101 308,773 13,361 SH SOLE 1 13,361 ENSTAR GROUP LIMITED COM G3075P101 952 10 SH DEFINED 2 10 ENSTAR GROUP LTD COM G3075P101 479,197 5,032 SH SOLE 1 5,032 ENTEGRIS INC COM 29362U104 1,687,280 264,464 SH SOLE 1 264,464 ENTEGRIS INC COM 29362U104 20,416 3,200 SH DEFINED 2 3,200 ENTERCOM COMMUNICATIONS CL COM 293639100 92,757 17,668 SH SOLE 1 17,668 ENTERGY CORP COM 29364G103 3,900,371 58,838 SH SOLE 1 58,838 ENTERGY CORP NEW COM 29364G103 19,887 300 SH DEFINED 4 300 ENTERGY CORP NEW COM 29364G103 6,629 100 SH DEFINED 3 100 ENTERGY CORP NEW COM 29364G103 70,069 1,057 SH DEFINED 2 1,057 ENTERPRISE BANCORP INC COM 293668109 52,427 4,252 SH SOLE 1 4,252 ENTERPRISE FINANCIAL SERVI COM 293712105 157,848 11,615 SH SOLE 1 11,615 ENTERPRISE PRODS PARTNERS L COM 293792107 764,759 19,048 SH DEFINED 4 19,048 ENTERPRISE PRODS PARTNERS L COM 293792107 1,735,104 43,216 SH DEFINED 3 43,216 ENTERPRISE PRODS PARTNERS L COM 293792107 141,248 3,518 SH DEFINED 2 3,518 ENTERTAINMENT PROPERTIES T COM 29380T105 1,489,465 38,211 SH SOLE 1 38,211 ENTRAVISION COMMUNICATIONS COM 29382R107 37,449 36,715 SH SOLE 1 36,715 ENTREMED INC COM 29382F202 61 40 SH DEFINED 2 40 ENTROPIC COMMUNICATIONS IN COM 29384R105 290,157 70,256 SH SOLE 1 70,256 ENTROPIC COMMUNICATIONS INC COM 29384R105 1,198 290 SH DEFINED 4 290 ENTROPIC COMMUNICATIONS INC COM 29384R105 4,130 1,000 SH DEFINED 3 1,000 ENTROPIC COMMUNICATIONS INC COM 29384R105 66,493 16,100 SH DEFINED 2 16,100 ENVESTNET INC COM 29404K106 139,830 13,983 SH SOLE 1 13,983 ENZO BIOCHEM INC COM 294100102 79,488 30,929 SH SOLE 1 30,929 ENZO BIOCHEM INC COM 294100102 2,570 1,000 SH DEFINED 2 1,000 ENZON PHARMACEUTICALS INC COM 293904108 193,516 27,488 SH SOLE 1 27,488 EOG RES INC COM 26875P101 176,460 2,485 SH DEFINED 3 2,485 EOG RES INC COM 26875P101 50,985 718 SH DEFINED 2 718 EOG RESOURCES INC COM 26875P101 7,109,805 100,124 SH SOLE 1 100,124 EPIQ SYSTEMS INC COM 26882D109 322,760 25,759 SH SOLE 1 25,759 EPLUS INC COM 294268107 69,545 2,819 SH SOLE 1 2,819 EPOCH HOLDING CORP COM 29428R103 146,312 10,782 SH SOLE 1 10,782 EPOCRATES INC COM 29429D103 41,428 4,598 SH SOLE 1 4,598 EQT CORP COM 26884L109 3,748,700 70,253 SH SOLE 1 70,253 EQT CORP COM 26884L109 283,875 5,320 SH DEFINED 3 5,320 EQT CORP COM 26884L109 13,233 248 SH DEFINED 2 248 EQUAL ENERGY LTD COM 29390Q109 2,897 666 SH DEFINED 3 666 EQUIFAX INC COM 294429105 1,964,593 63,910 SH SOLE 1 63,910 EQUIFAX INC COM 294429105 15,862 516 SH DEFINED 4 516 EQUIFAX INC COM 294429105 99,920 3,250 SH DEFINED 2 3,250 EQUINIX INC COM 29444U502 9,116,090 102,624 SH SOLE 1 102,624 EQUINIX INC COM 29444U502 355 4 SH DEFINED 3 4 EQUITY LIFESTYLE PROPERTIE COM 29472R108 5,077,383 80,979 SH SOLE 1 80,979 EQUITY ONE COM 294752100 19,032 1,200 SH DEFINED 3 1,200 EQUITY ONE COM 294752100 16,653 1,050 SH DEFINED 2 1,050 EQUITY ONE INC COM 294752100 2,670,650 168,389 SH SOLE 1 168,389 EQUITY RESIDENTIAL COM 29476L107 5,942,953 114,574 SH SOLE 1 114,574 ERESEARCH TECHNOLOGY INC COM 29481V108 177,182 39,727 SH SOLE 1 39,727 ERICSSON L M TEL CO COM 294821608 2,789 292 SH DEFINED 4 292 ERICSSON L M TEL CO COM 294821608 2,082 218 SH DEFINED 3 218 ERIE INDEMNITY COMPANY CL COM 29530P102 983,708 13,820 SH SOLE 1 13,820 ESB FINANCIAL CORP COM 26884F102 99,758 9,102 SH SOLE 1 9,102 ESCO TECHNOLOGIES INC COM 296315104 555,798 21,796 SH SOLE 1 21,796 ESCO TECHNOLOGIES INC COM 296315104 765 30 SH DEFINED 2 30 ESPEY MFG & ELECTRS CORP COM 296650104 5,798 250 SH DEFINED 3 250 ESSA BANCORP INC COM 29667D104 87,002 8,278 SH SOLE 1 8,278 ESSEX PROPERTY TRUST INC COM 297178105 8,588,982 71,551 SH SOLE 1 71,551 ESSEX RENTAL CORP COM 297187106 30,767 12,507 SH SOLE 1 12,507 ESTEE LAUDER COMPANIES CL COM 518439104 3,567,885 40,618 SH SOLE 1 40,618 ESTERLINE TECHNOLOGIES COR COM 297425100 4,596,083 88,659 SH SOLE 1 88,659 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 23,376 400 SH DEFINED 4 400 ETFS ASIAN GOLD TR COM 26923C102 32,335 200 SH DEFINED 2 200 ETFS GOLD TR COM 26922Y105 71,027 441 SH DEFINED 3 441 ETFS GOLD TR COM 26922Y105 144,149 895 SH DEFINED 2 895 ETFS PALLADIUM TR COM 26923A106 3,000 50 SH DEFINED 3 50 ETFS PALLADIUM TR COM 26923A106 6,000 100 SH DEFINED 2 100 ETFS PLATINUM TR COM 26922V101 9,019 60 SH DEFINED 4 60 ETFS PLATINUM TR COM 26922V101 601 4 SH DEFINED 3 4
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ETFS PRECIOUS METALS BASKET COM 26922W109 28,248 312 SH DEFINED 4 312 ETFS PRECIOUS METALS BASKET COM 26922W109 170,125 1,879 SH DEFINED 2 1,879 ETFS SILVER TR COM 26922X107 219,894 7,449 SH DEFINED 3 7,449 ETFS SILVER TR COM 26922X107 36,900 1,250 SH DEFINED 2 1,250 ETHAN ALLEN INTERIORS INC COM 297602104 271,315 19,935 SH SOLE 1 19,935 EURONET WORLDWIDE INC COM 298736109 588,692 37,401 SH SOLE 1 37,401 EURONET WORLDWIDE INC COM 298736109 11,018 700 SH DEFINED 4 700 EV ENERGY PARTNERS LP COM 26926V107 15,841 221 SH DEFINED 4 221 EV ENERGY PARTNERS LP COM 26926V107 86,733 1,210 SH DEFINED 3 1,210 EV ENERGY PARTNERS LP COM 26926V107 30,822 430 SH DEFINED 2 430 EVERCORE PARTNERS INC CL A COM 29977A105 349,889 15,346 SH SOLE 1 15,346 EVEREST RE GROUP LTD COM G3223R108 9,462,652 119,207 SH SOLE 1 119,207 EVEREST RE GROUP LTD COM G3223R108 3,969 50 SH DEFINED 4 50 EVERGREEN ENERGY INC NEW COM 30024B203 22 25 SH DEFINED 4 25 EVOLUTION PETROLEUM CORP COM 30049A107 82,835 11,733 SH SOLE 1 11,733 EW SCRIPPS CO/THE A COM 811054402 194,474 27,782 SH SOLE 1 27,782 EXACT SCIENCES CORP COM 30063P105 252,868 38,140 SH SOLE 1 38,140 EXACT SCIENCES CORP COM 30063P105 18,233 2,750 SH DEFINED 3 2,750 EXACTECH INC COM 30064E109 87,437 6,210 SH SOLE 1 6,210 EXAMWORKS GROUP INC COM 30066A105 201,136 19,758 SH SOLE 1 19,758 EXAR CORP COM 300645108 175,308 30,702 SH SOLE 1 30,702 EXCEL MARITIME CARRIERS LT COM V3267N107 625,186 300,570 SH SOLE 1 300,570 EXCEL MARITIME CARRIERS LTD COM V3267N107 624 300 SH DEFINED 3 300 EXCEL MARITIME CARRIERS LTD COM V3267N107 4,202 2,020 SH DEFINED 2 2,020 EXCEL TRUST INC COM 30068C109 217,489 22,608 SH SOLE 1 22,608 EXCO RESOURCES INC COM 269279402 23,809 2,221 SH SOLE 1 2,221 EXCO RESOURCES INC COM 269279402 17,034 1,589 SH DEFINED 3 1,589 EXELIXIS INC COM 30161Q104 509,795 93,369 SH SOLE 1 93,369 EXELIXIS INC COM 30161Q104 633 116 SH DEFINED 3 116 EXELIXIS INC COM 30161Q104 4,368 800 SH DEFINED 2 800 EXELON CORP COM 30161N101 11,979,205 281,136 SH SOLE 1 281,136 EXELON CORP COM 30161N101 759,327 17,820 SH DEFINED 4 17,820 EXELON CORP COM 30161N101 774,744 18,182 SH DEFINED 3 18,182 EXELON CORP COM 30161N101 492,685 11,563 SH DEFINED 2 11,563 EXETER RES CORP COM 301835104 39,930 11,000 SH DEFINED 4 11,000 EXFO INC COM 302046107 3,065 500 SH DEFINED 3 500 EXIDE TECHNOLOGIES COM 302051206 226,132 56,533 SH SOLE 1 56,533 EXLSERVICE HOLDINGS INC COM 302081104 259,710 11,805 SH SOLE 1 11,805 EXPEDIA INC COM 30212P105 2,479,648 96,297 SH SOLE 1 96,297 EXPEDIA INC DEL COM 30212P105 11,382 442 SH DEFINED 4 442 EXPEDITORS INTL WASH INC COM 302130109 4,141,088 102,123 SH SOLE 1 102,123 EXPEDITORS INTL WASH INC COM 302130109 1,946 48 SH DEFINED 3 48 EXPONENT INC COM 30214U102 473,105 11,447 SH SOLE 1 11,447 EXPRESS INC COM 30219E103 818,864 40,358 SH SOLE 1 40,358 EXPRESS SCRIPTS INC COM 302182100 15,977,726 431,015 SH SOLE 1 431,015 EXPRESS SCRIPTS INC COM 302182100 104,315 2,814 SH DEFINED 4 2,814 EXPRESS SCRIPTS INC COM 302182100 41,704 1,125 SH DEFINED 3 1,125 EXPRESS SCRIPTS INC COM 302182100 33,363 900 SH DEFINED 2 900 EXTERRAN HOLDINGS INC COM 30225X103 1,800,980 185,286 SH SOLE 1 185,286 EXTRA SPACE STORAGE INC COM 30225T102 6,444,899 345,942 SH SOLE 1 345,942 EXTREME NETWORKS INC COM 30226D106 178,226 67,255 SH SOLE 1 67,255 EXXON MOBIL CORP COM 30231G102 119,599,748 1,646,699 SH SOLE 1 1,646,699 EXXON MOBIL CORP COM 30231G102 3,762,231 51,800 SH DEFINED 4 51,800 EXXON MOBIL CORP COM 30231G102 14,958,472 205,954 SH DEFINED 3 205,954 EXXON MOBIL CORP COM 30231G102 2,665,068 36,694 SH DEFINED 2 36,694 EZCHIP SEMICONDUCTOR LIMITED COM M4146Y108 6,644 200 SH DEFINED 4 200 EZCORP INC COM 302301106 8,562 300 SH DEFINED 2 300 EZCORP INC CL A COM 302301106 1,088,373 38,135 SH SOLE 1 38,135 F M C CORP COM 302491303 69,160 1,000 SH DEFINED 4 1,000 F M C CORP COM 302491303 32,851 475 SH DEFINED 3 475 F M C CORP COM 302491303 2,766 40 SH DEFINED 2 40 F5 NETWORKS INC COM 315616102 8,012,522 112,773 SH SOLE 1 112,773 F5 NETWORKS INC COM 315616102 35,880 505 SH DEFINED 4 505 F5 NETWORKS INC COM 315616102 264,306 3,720 SH DEFINED 3 3,720 FABRINET COM G3323L100 278,686 14,903 SH SOLE 1 14,903 FACTORSHARES S&P GOLD PREM COM 30304T106 20,578 550 SH DEFINED 2 550 FACTORSHARES S&P US EQTY PRE COM 303046106 4,629 425 SH DEFINED 3 425 FACTSET RESEARCH SYSTEMS I COM 303075105 8,898,512 100,017 SH SOLE 1 100,017 FAIR ISAAC CORP COM 303250104 2,462,271 112,793 SH SOLE 1 112,793 FAIR ISAAC CORP COM 303250104 808 37 SH DEFINED 2 37 FAIRCHILD SEMICONDUCTOR IN COM 303726103 3,027,737 280,346 SH SOLE 1 280,346 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 24,840 2,300 SH DEFINED 3 2,300 FAIRPOINT COMMUNICATIONS I COM 305560302 67,708 15,746 SH SOLE 1 15,746 FALCONSTOR SOFTWARE INC COM 306137100 65,487 22,427 SH SOLE 1 22,427 FAMILY DLR STORES INC COM 307000109 10,935 215 SH DEFINED 3 215 FAMILY DOLLAR STORES COM 307000109 1,928,204 37,912 SH SOLE 1 37,912 FARMER BROS CO COM 307675108 27,258 4,947 SH SOLE 1 4,947 FARO TECHNOLOGIES INC COM 311642102 423,086 13,410 SH SOLE 1 13,410 FASTENAL CO COM 311900104 4,243,366 127,505 SH SOLE 1 127,505 FASTENAL CO COM 311900104 6,656 200 SH DEFINED 4 200 FASTENAL CO COM 311900104 175,831 5,283 SH DEFINED 3 5,283
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- FASTENAL CO COM 311900104 704,205 21,160 SH DEFINED 2 21,160 FBL FINANCIAL GROUP INC CL COM 30239F106 249,376 9,368 SH SOLE 1 9,368 FBR + CO COM 30247C301 87,829 36,903 SH SOLE 1 36,903 FEDERAL AGRIC MTG CORP CL COM 313148306 136,731 7,185 SH SOLE 1 7,185 FEDERAL MOGUL CORP COM 313549404 8,024 544 SH SOLE 1 544 FEDERAL MOGUL CORP COM 313549404 7,375 500 SH DEFINED 2 500 FEDERAL REALTY INVS TRUST COM 313747206 11,313,739 137,286 SH SOLE 1 137,286 FEDERAL REALTY INVT TR COM 313747206 24,723 300 SH DEFINED 2 300 FEDERAL SIGNAL CORP COM 313855108 224,947 50,893 SH SOLE 1 50,893 FEDERATED INVESTORS INC CL COM 314211103 1,451,081 82,777 SH SOLE 1 82,777 FEDERATED INVS INC PA COM 314211103 9,466 540 SH DEFINED 2 540 FEDERATED PREM MUN INC FD COM 31423P108 12,602 880 SH DEFINED 2 880 FEDEX CORP COM 31428X106 11,670,604 172,438 SH SOLE 1 172,438 FEDEX CORP COM 31428X106 14,213 210 SH DEFINED 4 210 FEDEX CORP COM 31428X106 200,209 2,958 SH DEFINED 3 2,958 FEDEX CORP COM 31428X106 134,954 1,994 SH DEFINED 2 1,994 FEI COMPANY COM 30241L109 950,930 31,740 SH SOLE 1 31,740 FEIHE INTL INC COM 31429Y103 1,620 300 SH DEFINED 3 300 FEIHE INTL INC COM 31429Y103 945 175 SH DEFINED 2 175 FELCOR LODGING TRUST INC COM 31430F101 211,839 90,918 SH SOLE 1 90,918 FEMALE HEALTH COMPANY COM 314462102 55,039 13,490 SH SOLE 1 13,490 FERRELLGAS PARTNERS L.P. COM 315293100 30,768 1,550 SH DEFINED 4 1,550 FERRELLGAS PARTNERS L.P. COM 315293100 481,602 24,262 SH DEFINED 3 24,262 FERRELLGAS PARTNERS L.P. COM 315293100 132,459 6,673 SH DEFINED 2 6,673 FERRO CORP COM 315405100 699,704 113,773 SH SOLE 1 113,773 FIDELITY COMWLTH TR COM 315912808 36,903 388 SH DEFINED 3 388 FIDELITY NATIONAL FINANCIAL COM 31620R105 60,720 4,000 SH DEFINED 4 4,000 FIDELITY NATIONAL FINANCIAL COM 31620R105 14,998 988 SH DEFINED 3 988 FIDELITY NATIONAL FINL A COM 31620R105 7,457,145 491,248 SH SOLE 1 491,248 FIDELITY NATIONAL INFORMAT COM 31620M106 2,290,579 94,185 SH SOLE 1 94,185 FIDELITY NATL INFORMATION SV COM 31620M106 195 8 SH DEFINED 3 8 FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 97,869 5,100 SH DEFINED 4 5,100 FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 10,171 530 SH DEFINED 2 530 FIFTH STREET FINANCE CORP COM 31678A103 7,599,211 815,366 SH SOLE 1 815,366 FIFTH STREET FINANCE CORP COM 31678A103 284,996 30,579 SH DEFINED 4 30,579 FIFTH STREET FINANCE CORP COM 31678A103 117,849 12,645 SH DEFINED 2 12,645 FIFTH THIRD BANCORP COM 316773100 3,090,196 305,960 SH SOLE 1 305,960 FIFTH THIRD BANCORP COM 316773100 121 12 SH DEFINED 4 12 FIFTH THIRD BANCORP COM 316773100 3,575 354 SH DEFINED 3 354 FINANCIAL ENGINES INC COM 317485100 569,052 31,422 SH SOLE 1 31,422 FINANCIAL INSTITUTIONS INC COM 317585404 143,655 10,074 SH SOLE 1 10,074 FINISAR CORP COM 31787A507 367,112 20,930 SH DEFINED 3 20,930 FINISAR CORP COM 31787A507 145,582 8,300 SH DEFINED 2 8,300 FINISAR CORPORATION COM 31787A507 3,665,264 208,966 SH SOLE 1 208,966 FINISH LINE/THE CL A COM 317923100 4,856,770 242,960 SH SOLE 1 242,960 FIRST AMERICAN FINANCIAL COM 31847R102 3,905,510 305,118 SH SOLE 1 305,118 FIRST AMERN FINL CORP COM 31847R102 8,960 700 SH DEFINED 3 700 FIRST BANCORP INC/ME COM 31866P102 80,664 6,407 SH SOLE 1 6,407 FIRST BANCORP N C COM 318910106 16,566 1,650 SH DEFINED 2 1,650 FIRST BANCORP PUERTO RICO COM 318672706 5,298 1,892 SH SOLE 1 1,892 FIRST BANCORP/NC COM 318910106 110,741 11,030 SH SOLE 1 11,030 FIRST BANCSHARES INC MS COM 318916103 20,007 2,470 SH DEFINED 2 2,470 FIRST BUSEY CORP COM 319383105 244,870 56,292 SH SOLE 1 56,292 FIRST CASH FINL SVCS INC COM 31942D107 1,074,214 25,607 SH SOLE 1 25,607 FIRST CITIZENS BCSHS CL COM 31946M103 21,675 151 SH SOLE 1 151 FIRST COMMONWEALTH FINL CO COM 319829107 317,978 85,940 SH SOLE 1 85,940 FIRST COMMUNITY BANCSHARES COM 31983A103 118,391 11,607 SH SOLE 1 11,607 FIRST COMWLTH FINL CORP PA COM 319829107 8,325 2,250 SH DEFINED 2 2,250 FIRST DEFIANCE FINL CORP COM 32006W106 95,167 7,102 SH SOLE 1 7,102 FIRST FINANCIAL BANCORP COM 320209109 658,550 47,721 SH SOLE 1 47,721 FIRST FINANCIAL CORP/INDIA COM 320218100 223,821 8,136 SH SOLE 1 8,136 FIRST FINANCIAL HOLDINGS I COM 320239106 48,405 12,071 SH SOLE 1 12,071 FIRST FINL BANKSHARES COM 32020R109 4,124 158 SH DEFINED 3 158 FIRST FINL BANKSHARES INC COM 32020R109 673,725 25,754 SH SOLE 1 25,754 FIRST HORIZON NATIONAL COR COM 320517105 518,741 87,037 SH SOLE 1 87,037 FIRST HORIZON NATL CORP COM 320517105 10,347 1,736 SH DEFINED 2 1,736 FIRST INDUSTRIAL REALTY TR COM 32054K103 506,032 63,254 SH SOLE 1 63,254 FIRST INTERSTATE BANCSYS/M COM 32055Y201 123,326 11,515 SH SOLE 1 11,515 FIRST INTST BANCSYSTEM INC COM 32055Y201 664 62 SH DEFINED 4 62 FIRST MAJESTIC SILVER CORP COM 32076V103 107,231 7,050 SH DEFINED 3 7,050 FIRST MAJESTIC SILVER CORP COM 32076V103 7,605 500 SH DEFINED 2 500 FIRST MARBLEHEAD CORP COM 320771108 2,550 2,500 SH DEFINED 3 2,500 FIRST MARBLEHEAD CORP/THE COM 320771108 41,081 40,275 SH SOLE 1 40,275 FIRST MERCHANTS CORP COM 320817109 132,089 18,736 SH SOLE 1 18,736 FIRST MIDWEST BANCORP INC/ COM 320867104 446,923 61,055 SH SOLE 1 61,055 FIRST NIAGARA FINANCIAL GR COM 33582V108 5,934,891 648,622 SH SOLE 1 648,622 FIRST NIAGARA FINL GP INC COM 33582V108 11,895 1,300 SH DEFINED 4 1,300 FIRST NIAGARA FINL GP INC COM 33582V108 29,280 3,200 SH DEFINED 3 3,200 FIRST NIAGARA FINL GP INC COM 33582V108 49,022 5,358 SH DEFINED 2 5,358 FIRST OF LONG ISLAND CORP COM 320734106 126,330 5,575 SH SOLE 1 5,575 FIRST PACTRUST BANCORP INC COM 33589V101 83,797 7,396 SH SOLE 1 7,396
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- FIRST POTOMAC REALTY TRUST COM 33610F109 455,741 36,547 SH SOLE 1 36,547 FIRST POTOMAC RLTY TR COM 33610F109 57,771 4,633 SH DEFINED 2 4,633 FIRST REPUBLIC BANK/SAN FR COM 33616C100 47,270 2,041 SH SOLE 1 2,041 FIRST SOLAR INC COM 336433107 1,600,035 25,313 SH SOLE 1 25,313 FIRST SOLAR INC COM 336433107 28,445 450 SH DEFINED 4 450 FIRST SOLAR INC COM 336433107 71,427 1,130 SH DEFINED 3 1,130 FIRST SOLAR INC COM 336433107 26,675 422 SH DEFINED 2 422 FIRST TR ABERDEEN GLBL OPP F COM 337319107 1,175,506 72,922 SH DEFINED 3 72,922 FIRST TR ABERDEEN GLBL OPP F COM 337319107 3,224 200 SH DEFINED 2 200 FIRST TR BICK INDEX FD COM 33733H107 63,873 2,902 SH DEFINED 3 2,902 FIRST TR DJS MICROCAP INDEX COM 33718M105 6,702 391 SH DEFINED 3 391 FIRST TR EXCH TRD ALPHA FD I COM 33737J109 15,036 700 SH DEFINED 3 700 FIRST TR EXCH TRD ALPHA FD I COM 33737J125 16,338 731 SH DEFINED 3 731 FIRST TR EXCH TRD ALPHA FD I COM 33737J158 1,757 45 SH DEFINED 3 45 FIRST TR EXCHANGE TRADED FD COM 33733E104 31,705 1,590 SH DEFINED 4 1,590 FIRST TR EXCHANGE TRADED FD COM 33733E203 19,406 587 SH DEFINED 4 587 FIRST TR EXCHANGE TRADED FD COM 33733E302 517,088 17,630 SH DEFINED 4 17,630 FIRST TR EXCHANGE TRADED FD COM 33734X101 496,931 27,638 SH DEFINED 4 27,638 FIRST TR EXCHANGE TRADED FD COM 33734X168 484,539 26,521 SH DEFINED 4 26,521 FIRST TR EXCHANGE TRADED FD COM 33734X184 171,662 10,218 SH DEFINED 4 10,218 FIRST TR EXCHANGE TRADED FD COM 33734X192 1,594 100 SH DEFINED 4 100 FIRST TR EXCHANGE TRADED FD COM 33733E104 24,088 1,208 SH DEFINED 3 1,208 FIRST TR EXCHANGE TRADED FD COM 33733E203 517,521 15,654 SH DEFINED 3 15,654 FIRST TR EXCHANGE TRADED FD COM 33733E302 272,652 9,296 SH DEFINED 3 9,296 FIRST TR EXCHANGE TRADED FD COM 33734X101 340,856 18,958 SH DEFINED 3 18,958 FIRST TR EXCHANGE TRADED FD COM 33734X119 53,656 2,405 SH DEFINED 3 2,405 FIRST TR EXCHANGE TRADED FD COM 33734X127 116,719 7,044 SH DEFINED 3 7,044 FIRST TR EXCHANGE TRADED FD COM 33734X135 130,106 11,054 SH DEFINED 3 11,054 FIRST TR EXCHANGE TRADED FD COM 33734X168 167,236 9,154 SH DEFINED 3 9,154 FIRST TR EXCHANGE TRADED FD COM 33734X176 49,020 2,686 SH DEFINED 3 2,686 FIRST TR EXCHANGE TRADED FD COM 33734X184 74,592 4,440 SH DEFINED 3 4,440 FIRST TR EXCHANGE TRADED FD COM 33734X192 141,738 8,892 SH DEFINED 3 8,892 FIRST TR EXCHANGE TRADED FD COM 33733E500 420 42 SH DEFINED 3 42 FIRST TR EXCHANGE TRADED FD COM 33734X143 66,304 2,589 SH DEFINED 3 2,589 FIRST TR EXCHANGE TRADED FD COM 33734X150 27,389 1,857 SH DEFINED 3 1,857 FIRST TR EXCHANGE TRADED FD COM 33734X200 16,013 760 SH DEFINED 3 760 FIRST TR EXCHANGE TRADED FD COM 33733E203 1,653 50 SH DEFINED 2 50 FIRST TR EXCHANGE TRADED FD COM 33733E302 414,316 14,126 SH DEFINED 2 14,126 FIRST TR EXCHANGE TRADED FD COM 33734X101 49,301 2,742 SH DEFINED 2 2,742 FIRST TR EXCHANGE TRADED FD COM 33734X119 265,734 11,911 SH DEFINED 2 11,911 FIRST TR EXCHANGE TRADED FD COM 33734X127 389,296 23,494 SH DEFINED 2 23,494 FIRST TR EXCHANGE TRADED FD COM 33734X135 21,457 1,823 SH DEFINED 2 1,823 FIRST TR EXCHANGE TRADED FD COM 33734X168 37,454 2,050 SH DEFINED 2 2,050 FIRST TR EXCHANGE TRADED FD COM 33734X176 21,134 1,158 SH DEFINED 2 1,158 FIRST TR EXCHANGE TRADED FD COM 33733E401 2,684 133 SH DEFINED 2 133 FIRST TR EXCHANGE TRADED FD COM 33734X143 443,924 17,334 SH DEFINED 2 17,334 FIRST TR EXCHANGE TRADED FD COM 33734X150 20,604 1,397 SH DEFINED 2 1,397 FIRST TR ISE GLB WIND ENRG E COM 33736G106 1,467 182 SH DEFINED 4 182 FIRST TR ISE GLBL PLAT INDX COM 33737C104 6,889 362 SH DEFINED 3 362 FIRST TR ISE GLOBAL ENGR & C COM 33736M103 18,594 550 SH DEFINED 4 550 FIRST TR ISE GLOBAL ENGR & C COM 33736M103 12,475 369 SH DEFINED 3 369 FIRST TR ISE GLOBL COPPR IND COM 33733J103 27,599 1,051 SH DEFINED 3 1,051 FIRST TR ISE GLOBL COPPR IND COM 33733J103 6,696 255 SH DEFINED 2 255 FIRST TR ISE REVERE NAT GAS COM 33734J102 7,910 500 SH DEFINED 4 500 FIRST TR ISE REVERE NAT GAS COM 33734J102 109,522 6,923 SH DEFINED 3 6,923 FIRST TR ISE REVERE NAT GAS COM 33734J102 72,244 4,567 SH DEFINED 2 4,567 FIRST TR LRG CP GRWTH ALPHAD COM 33735K108 1,660 66 SH DEFINED 3 66 FIRST TR LRG CP GRWTH ALPHAD COM 33735K108 154,798 6,155 SH DEFINED 2 6,155 FIRST TR LRG CP VL ALPHADEX COM 33735J101 155,483 6,566 SH DEFINED 2 6,566 FIRST TR LRGE CP CORE ALPHA COM 33734K109 316,970 12,927 SH DEFINED 4 12,927 FIRST TR LRGE CP CORE ALPHA COM 33734K109 62,158 2,535 SH DEFINED 3 2,535 FIRST TR LRGE CP CORE ALPHA COM 33734K109 301,645 12,302 SH DEFINED 2 12,302 FIRST TR MID CAP CORE ALPHAD COM 33735B108 75,787 2,662 SH DEFINED 4 2,662 FIRST TR MID CAP CORE ALPHAD COM 33735B108 35,815 1,258 SH DEFINED 3 1,258 FIRST TR MID CAP CORE ALPHAD COM 33735B108 115,844 4,069 SH DEFINED 2 4,069 FIRST TR MORNINGSTAR DIV LEA COM 336917109 134,409 8,338 SH DEFINED 4 8,338 FIRST TR MORNINGSTAR DIV LEA COM 336917109 58,225 3,612 SH DEFINED 3 3,612 FIRST TR MORNINGSTAR DIV LEA COM 336917109 261,805 16,241 SH DEFINED 2 16,241 FIRST TR MULTI CAP VALUE ALP COM 33733F101 67,921 2,541 SH DEFINED 4 2,541 FIRST TR MULTI CP VAL ALPHA COM 33733C108 1,756 70 SH DEFINED 3 70 FIRST TR NAS100 EQ WEIGHTED COM 337344105 37,230 1,730 SH DEFINED 3 1,730 FIRST TR NAS100 EQ WEIGHTED COM 337344105 5,380 250 SH DEFINED 2 250 FIRST TR NASDAQ SMART PHONE COM 33737K106 115,923 5,100 SH DEFINED 3 5,100 FIRST TR NASDAQ100 TECH INDE COM 337345102 16,898 778 SH DEFINED 3 778 FIRST TR NASDAQ100 TECH INDE COM 337345102 2,042 94 SH DEFINED 2 94 FIRST TR S&P REIT INDEX FD COM 33734G108 517,398 38,100 SH DEFINED 4 38,100 FIRST TR S&P REIT INDEX FD COM 33734G108 179,799 13,240 SH DEFINED 3 13,240 FIRST TR S&P REIT INDEX FD COM 33734G108 38,323 2,822 SH DEFINED 2 2,822 FIRST TR SML CP CORE ALPHA F COM 33734Y109 70,294 2,748 SH DEFINED 4 2,748 FIRST TR SML CP CORE ALPHA F COM 33734Y109 13,046 510 SH DEFINED 3 510 FIRST TR SML CP CORE ALPHA F COM 33734Y109 73,440 2,871 SH DEFINED 2 2,871
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- FIRST TR STRTGC HIGH INCM FD COM 337347108 13,393 3,882 SH DEFINED 3 3,882 FIRST TR STRTGC HIGH INCM FD COM 337347108 6,038 1,750 SH DEFINED 2 1,750 FIRST TR VALUE LINE 100 ETF COM 33735G107 2,260 213 SH DEFINED 3 213 FIRST TR VALUE LINE DIVID IN COM 33734H106 1,446 100 SH DEFINED 4 100 FIRST TR VALUE LINE DIVID IN COM 33734H106 28,211 1,952 SH DEFINED 3 1,952 FIRST TR VALUE LINE DIVID IN COM 33734H106 2,168 150 SH DEFINED 2 150 FIRST TRUST MORTGAGE INCM FD COM 33734E103 6,102 327 SH DEFINED 3 327 FIRSTENERGY CORP COM 337932107 5,678,600 126,444 SH SOLE 1 126,444 FIRSTENERGY CORP COM 337932107 228,996 5,099 SH DEFINED 4 5,099 FIRSTENERGY CORP COM 337932107 756,464 16,844 SH DEFINED 3 16,844 FIRSTENERGY CORP COM 337932107 37,275 830 SH DEFINED 2 830 FIRSTMERIT CORP COM 337915102 3,596,485 316,592 SH SOLE 1 316,592 FIRSTMERIT CORP COM 337915102 11,246 990 SH DEFINED 2 990 FISERV INC COM 337738108 2,661,973 52,432 SH SOLE 1 52,432 FISERV INC COM 337738108 10,154 200 SH DEFINED 3 200 FISERV INC COM 337738108 3,300 65 SH DEFINED 2 65 FISHER COMMUNICATIONS INC COM 337756209 143,981 6,445 SH SOLE 1 6,445 FIVE STAR QUALITY CARE COM 33832D106 76,618 30,647 SH SOLE 1 30,647 FIVE STAR QUALITY CARE INC COM 33832D106 18 7 SH DEFINED 2 7 FLAGSTAR BANCORP INC COM 337930507 69,961 142,806 SH SOLE 1 142,806 FLAGSTAR BANCORP INC COM 337930507 125 255 SH DEFINED 3 255 FLAGSTONE REINSURANCE HOLD COM L3466T104 296,616 38,273 SH SOLE 1 38,273 FLAHERTY & CRMN/CLYMR PFD SE COM 338478100 646,320 40,395 SH DEFINED 3 40,395 FLAHERTY & CRMRN CLYMRE T R COM 338479108 18,341 1,053 SH DEFINED 3 1,053 FLAHERTY & CRUMRINE PFD INC COM 338480106 30,547 2,283 SH DEFINED 3 2,283 FLEETCOR TECHNOLOGIES INC COM 339041105 5,593 213 SH SOLE 1 213 FLEXTRONICS INTL LTD COM Y2573F102 213,416 37,907 SH SOLE 1 37,907 FLEXTRONICS INTL LTD COM Y2573F102 7,905 1,404 SH DEFINED 4 1,404 FLEXTRONICS INTL LTD COM Y2573F102 39,877 7,083 SH DEFINED 3 7,083 FLIR SYS INC COM 302445101 8,016 320 SH DEFINED 3 320 FLIR SYS INC COM 302445101 1,378 55 SH DEFINED 2 55 FLIR SYSTEMS INC COM 302445101 1,469,583 58,666 SH SOLE 1 58,666 FLOTEK INDS INC DEL COM 343389102 55,106 11,800 SH DEFINED 2 11,800 FLOTEK INDUSTRIES INC COM 343389102 170,306 36,468 SH SOLE 1 36,468 FLOW INTL CORP COM 343468104 3,012,939 1,363,321 SH SOLE 1 1,363,321 FLOW INTL CORP COM 343468104 4,420 2,000 SH DEFINED 3 2,000 FLOWERS FOODS INC COM 343498101 4,805,530 246,944 SH SOLE 1 246,944 FLOWERS FOODS INC COM 343498101 3,055 157 SH DEFINED 2 157 FLOWSERVE CORP COM 34354P105 1,868,944 25,256 SH SOLE 1 25,256 FLUIDIGM CORP COM 34385P108 65,610 4,710 SH SOLE 1 4,710 FLUOR CORP COM 343412102 3,277,958 70,418 SH SOLE 1 70,418 FLUOR CORP NEW COM 343412102 46,550 1,000 SH DEFINED 4 1,000 FLUOR CORP NEW COM 343412102 24,512 527 SH DEFINED 3 527 FLUOR CORP NEW COM 343412102 51,205 1,100 SH DEFINED 2 1,100 FLUSHING FINANCIAL CORP COM 343873105 247,590 22,925 SH SOLE 1 22,925 FLY LEASING LTD COM 34407D109 2,270 200 SH DEFINED 2 200 FMC CORP COM 302491303 1,766,277 25,539 SH SOLE 1 25,539 FMC TECHNOLOGIES INC COM 30249U101 3,791,734 100,844 SH SOLE 1 100,844 FMC TECHNOLOGIES INC COM 30249U101 2,707 72 SH DEFINED 4 72 FNB CORP COM 302520101 891,057 103,974 SH SOLE 1 103,974 FNB CORP PA COM 302520101 52,761 6,156 SH DEFINED 3 6,156 FOMENTO ECONOMICO MEXICANO S COM 344419106 19,446 300 SH DEFINED 2 300 FONAR CORP COM 344437405 78 40 SH DEFINED 3 40 FOOT LOCKER INC COM 344849104 6,756,729 336,323 SH SOLE 1 336,323 FOOT LOCKER INC COM 344849104 6,469 322 SH DEFINED 2 322 FORCE PROTECTION INC COM 345203202 199,684 51,866 SH SOLE 1 51,866 FORCE PROTECTION INC COM 345203202 1,540 400 SH DEFINED 3 400 FORD MOTOR CO COM 345370860 18,750,159 1,939,003 SH SOLE 1 1,939,003 FORD MTR CO DEL COM 345370860 266,369 27,546 SH DEFINED 4 27,546 FORD MTR CO DEL COM 345370860 2,386,547 246,799 SH DEFINED 3 246,799 FORD MTR CO DEL COM 345370860 1,368,499 141,520 SH DEFINED 2 141,520 FORD MTR CO DEL COM 345370134 6,630 3,000 SH DEFINED 2 3,000 FOREST CITY ENTERPRISES CL COM 345550107 40,657 3,814 SH SOLE 1 3,814 FOREST CITY ENTERPRISES INC COM 345550107 6,929 650 SH DEFINED 2 650 FOREST LABORATORIES INC COM 345838106 3,630,572 117,914 SH SOLE 1 117,914 FOREST LABS INC COM 345838106 6,312 205 SH DEFINED 4 205 FOREST LABS INC COM 345838106 6,928 225 SH DEFINED 3 225 FOREST OIL CORP COM 346091705 3,937,219 273,418 SH SOLE 1 273,418 FORESTAR GROUP INC COM 346233109 316,652 29,024 SH SOLE 1 29,024 FORMFACTOR INC COM 346375108 230,466 36,993 SH SOLE 1 36,993 FORMULA SYS 1985 LTD COM 346414105 37,706 3,150 SH DEFINED 2 3,150 FORRESTER RESEARCH INC COM 346563109 392,006 12,058 SH SOLE 1 12,058 FORTEGRA FINANCIAL CORP COM 34954W104 22,412 4,269 SH SOLE 1 4,269 FORTINET INC COM 34959E109 27,804 1,655 SH SOLE 1 1,655 FORTUNE BRANDS INC COM 349631101 2,778,306 51,374 SH SOLE 1 51,374 FORTUNE BRANDS INC COM 349631101 135,200 2,500 SH DEFINED 4 2,500 FORTUNE BRANDS INC COM 349631101 5,949 110 SH DEFINED 2 110 FORWARD AIR CORPORATION COM 349853101 612,760 24,077 SH SOLE 1 24,077 FOSSIL INC COM 349882100 9,378,723 115,701 SH SOLE 1 115,701 FOSTER (LB) CO A COM 350060109 154,432 6,947 SH SOLE 1 6,947 FOSTER WHEELER AG COM H27178104 44,475 2,500 SH DEFINED 4 2,500
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- FOSTER WHEELER AG COM H27178104 5,782 325 SH DEFINED 3 325 FOX CHASE BANCORP INC COM 35137T108 134,750 10,627 SH SOLE 1 10,627 FPIC INSURANCE GROUP INC COM 302563101 254,847 6,091 SH SOLE 1 6,091 FRANCE TELECOM COM 35177Q105 1,637 100 SH DEFINED 4 100 FRANCE TELECOM COM 35177Q105 28,271 1,727 SH DEFINED 3 1,727 FRANCE TELECOM COM 35177Q105 11,279 689 SH DEFINED 2 689 FRANCO NEVADA CORP COM 351858105 19,730 547 SH DEFINED 3 547 FRANCO NEVADA CORP COM 351858105 36,070 1,000 SH DEFINED 2 1,000 FRANKLIN COVEY CO COM 353469109 74,047 9,743 SH SOLE 1 9,743 FRANKLIN ELECTRIC CO INC COM 353514102 616,470 16,992 SH SOLE 1 16,992 FRANKLIN FINANCIAL CORP/VA COM 35353C102 111,990 10,144 SH SOLE 1 10,144 FRANKLIN RES INC COM 354613101 9,982 104 SH DEFINED 4 104 FRANKLIN RES INC COM 354613101 8,608 90 SH DEFINED 2 90 FRANKLIN RESOURCES INC COM 354613101 5,357,944 56,022 SH SOLE 1 56,022 FRANKLIN STREET PPTYS CORP COM 35471R106 3,393 300 SH DEFINED 3 300 FRANKLIN STREET PROPERTIES COM 35471R106 654,408 57,861 SH SOLE 1 57,861 FRANKLIN TEMPLETON LTD DUR I COM 35472T101 19,524 1,503 SH DEFINED 3 1,503 FRANKLIN TEMPLETON LTD DUR I COM 35472T101 234,794 18,075 SH DEFINED 2 18,075 FRANKLIN UNVL TR COM 355145103 21,528 3,450 SH DEFINED 3 3,450 FRANKLIN UNVL TR COM 355145103 186,039 29,814 SH DEFINED 2 29,814 FRED S INC CLASS A COM 356108100 342,580 32,137 SH SOLE 1 32,137 FREEPORT MCMORAN COPPER COM 35671D857 14,789,870 485,710 SH SOLE 1 485,710 FREEPORT-MCMORAN COPPER & GO COM 35671D857 250,992 8,243 SH DEFINED 4 8,243 FREEPORT-MCMORAN COPPER & GO COM 35671D857 718,378 23,592 SH DEFINED 3 23,592 FREEPORT-MCMORAN COPPER & GO COM 35671D857 370,907 12,181 SH DEFINED 2 12,181 FREESCALE SEMICONDUCTOR HO COM G3727Q101 9,320 845 SH SOLE 1 845 FREIGHTCAR AMER INC COM 357023100 2,963 206 SH DEFINED 3 206 FREIGHTCAR AMERICA INC COM 357023100 125,756 8,727 SH SOLE 1 8,727 FRESENIUS KABI PHARMA CVR COM 35802M115 0 666 SH SOLE 1 666 FRESENIUS MED CARE AG&CO KGA COM 358029106 40,518 600 SH DEFINED 3 600 FRESH DEL MONTE PRODUCE IN COM G36738105 618,582 26,663 SH SOLE 1 26,663 FRESH DEL MONTE PRODUCE INC COM G36738105 371 16 SH DEFINED 3 16 FRESH MARKET INC/THE COM 35804H106 783,806 20,540 SH SOLE 1 20,540 FRIENDFINDER NETWORKS INC COM 358453306 7,446 4,047 SH SOLE 1 4,047 FRONTIER COMMUNICATIONS CO COM 35906A108 4,477,604 732,832 SH SOLE 1 732,832 FRONTIER COMMUNICATIONS CORP COM 35906A108 468,381 76,658 SH DEFINED 4 76,658 FRONTIER COMMUNICATIONS CORP COM 35906A108 437,654 71,629 SH DEFINED 3 71,629 FRONTIER COMMUNICATIONS CORP COM 35906A108 164,581 26,936 SH DEFINED 2 26,936 FRONTLINE LTD COM G3682E127 182,583 37,646 SH SOLE 1 37,646 FRONTLINE LTD COM G3682E127 149,356 30,795 SH DEFINED 3 30,795 FRONTLINE LTD COM G3682E127 8,032 1,656 SH DEFINED 2 1,656 FROZEN FOOD EXPRESS INDS INC COM 359360104 2 1 SH DEFINED 3 1 FSI INTL INC COM 302633102 53,421 28,265 SH SOLE 1 28,265 FTI CONSULTING INC COM 302941109 4,447,127 120,813 SH SOLE 1 120,813 FUEL SYS SOLUTIONS INC COM 35952W103 9,605 500 SH DEFINED 2 500 FUEL SYSTEMS SOLUTIONS INC COM 35952W103 233,440 12,152 SH SOLE 1 12,152 FUEL TECH INC COM 359523107 77,534 13,322 SH SOLE 1 13,322 FUEL TECH INC COM 359523107 2,910 500 SH DEFINED 4 500 FUEL TECH INC COM 359523107 1,164 200 SH DEFINED 3 200 FUELCELL ENERGY INC COM 35952H106 76,213 90,740 SH SOLE 1 90,740 FULTON FINANCIAL CORP COM 360271100 3,355,573 438,637 SH SOLE 1 438,637 FULTON FINL CORP PA COM 360271100 32,597 4,261 SH DEFINED 2 4,261 FURIEX PHARMACEUTICALS COM 36106P101 102,698 7,217 SH SOLE 1 7,217 FURMANITE CORP COM 361086101 145,994 26,986 SH SOLE 1 26,986 FURNITURE BRANDS INTL INC COM 360921100 63,096 30,629 SH SOLE 1 30,629 FUSION-IO INC COM 36112J107 437 23 SH DEFINED 3 23 FUTUREFUEL CORP COM 36116M106 141,835 13,638 SH SOLE 1 13,638 FX ENERGY INC COM 302695101 157,811 38,211 SH SOLE 1 38,211 FXCM INC A COM 302693106 177,353 12,650 SH SOLE 1 12,650 G + K SERVICES INC CL A COM 361268105 391,528 15,330 SH SOLE 1 15,330 G III APPAREL GROUP LTD COM 36237H101 275,669 12,059 SH SOLE 1 12,059 GABELLI DIVD & INCOME TR COM 36242H104 3,217 235 SH DEFINED 3 235 GABELLI DIVD & INCOME TR COM 36242H104 34,225 2,500 SH DEFINED 2 2,500 GABELLI EQUITY TR INC COM 362397101 11,044 2,325 SH DEFINED 3 2,325 GABELLI EQUITY TR INC COM 362397101 2,242 472 SH DEFINED 2 472 GABELLI GLB GLD NAT RES & IN COM 36244N109 264,735 18,500 SH DEFINED 4 18,500 GABELLI GLB GLD NAT RES & IN COM 36244N109 34,258 2,394 SH DEFINED 3 2,394 GABELLI GLB GLD NAT RES & IN COM 36244N109 32,941 2,302 SH DEFINED 2 2,302 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 892 144 SH DEFINED 3 144 GABELLI HLTHCARE & WELLNESS COM 36246K103 775 116 SH DEFINED 3 116 GABELLI HLTHCARE & WELLNESS COM 36246K103 207 31 SH DEFINED 2 31 GABELLI UTIL TR COM 36240A101 24,655 3,594 SH DEFINED 3 3,594 GABELLI UTIL TR COM 36240A101 460 67 SH DEFINED 2 67 GAIAM INC COM 36268Q103 1,695 500 SH DEFINED 4 500 GAIN CAPITAL HOLDINGS INC COM 36268W100 34,249 5,445 SH SOLE 1 5,445 GALLAGHER ARTHUR J & CO COM 363576109 5,260 200 SH DEFINED 3 200 GALLAGHER ARTHUR J & CO COM 363576109 108,748 4,135 SH DEFINED 2 4,135 GAMCO INVESTORS INC A COM 361438104 195,335 4,959 SH SOLE 1 4,959 GAMESTOP CORP CLASS A COM 36467W109 1,072,533 46,430 SH SOLE 1 46,430 GAMESTOP CORP NEW COM 36467W109 2,310 100 SH DEFINED 3 100 GAMESTOP CORP NEW COM 36467W109 9,748 422 SH DEFINED 2 422
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- GANNETT CO COM 364730101 757,683 79,505 SH SOLE 1 79,505 GANNETT INC COM 364730101 28,590 3,000 SH DEFINED 3 3,000 GAP INC DEL COM 364760108 2,192 135 SH DEFINED 3 135 GAP INC DEL COM 364760108 33,827 2,083 SH DEFINED 2 2,083 GAP INC/THE COM 364760108 2,146,002 132,143 SH SOLE 1 132,143 GARDNER DENVER INC COM 365558105 7,259,444 114,232 SH SOLE 1 114,232 GARMIN LTD COM H2906T109 32,415,757 1,020,326 SH SOLE 1 1,020,326 GARMIN LTD COM H2906T109 17,283 544 SH DEFINED 4 544 GARMIN LTD COM H2906T109 191,764 6,036 SH DEFINED 3 6,036 GARTNER INC COM 366651107 7,348,608 210,743 SH SOLE 1 210,743 GASCO ENERGY INC COM 367220100 703 3,700 SH DEFINED 4 3,700 GASTAR EXPLORATION LTD COM 367299203 3,726,000 1,242,000 SH SOLE 1 1,242,000 GATX CORP COM 361448103 3,169,936 102,289 SH SOLE 1 102,289 GAYLORD ENTERTAINMENT CO COM 367905106 503,459 26,032 SH SOLE 1 26,032 GAYLORD ENTMT CO NEW COM 367905106 1,451 75 SH DEFINED 2 75 GEEKNET INC COM 36846Q203 64,664 3,198 SH SOLE 1 3,198 GEEKNET INC COM 36846Q203 61 3 SH DEFINED 3 3 GEN PROBE INC COM 36866T103 6,015,086 105,067 SH SOLE 1 105,067 GENCO SHIPPING & TRADING LTD COM Y2685T107 8,591 1,100 SH DEFINED 3 1,100 GENCO SHIPPING + TRADING L COM Y2685T107 168,571 21,584 SH SOLE 1 21,584 GENCORP INC COM 368682100 215,911 48,087 SH SOLE 1 48,087 GENCORP INC COM 368682100 54 12 SH DEFINED 2 12 GENERAC HLDGS INC COM 368736104 18,810 1,000 SH DEFINED 4 1,000 GENERAC HOLDINGS INC COM 368736104 342,511 18,209 SH SOLE 1 18,209 GENERAL AMERN INVS INC COM 368802104 14,212 619 SH DEFINED 2 619 GENERAL CABLE CORP COM 369300108 2,666,266 114,187 SH SOLE 1 114,187 GENERAL COMMUNICATION INC COM 369385109 274,511 33,477 SH SOLE 1 33,477 GENERAL DYNAMICS CORP COM 369550108 33,569,765 590,082 SH SOLE 1 590,082 GENERAL DYNAMICS CORP COM 369550108 3,812 67 SH DEFINED 4 67 GENERAL DYNAMICS CORP COM 369550108 22,877 402 SH DEFINED 3 402 GENERAL DYNAMICS CORP COM 369550108 12,516 220 SH DEFINED 2 220 GENERAL ELECTRIC CO COM 369604103 61,894,151 4,061,296 SH SOLE 1 4,061,296 GENERAL ELECTRIC CO COM 369604103 1,377,140 90,482 SH DEFINED 4 90,482 GENERAL ELECTRIC CO COM 369604903 1,760 20 SH C DEFINED 4 20 GENERAL ELECTRIC CO COM 369604103 2,746,747 180,470 SH DEFINED 3 180,470 GENERAL ELECTRIC CO COM 369604103 1,369,985 90,012 SH DEFINED 2 90,012 GENERAL EMPLOYMENT ENTERPRIS COM 369730106 26 115 SH DEFINED 3 115 GENERAL GROWTH PPTYS INC NEW COM 370023103 121 10 SH DEFINED 4 10 GENERAL GROWTH PPTYS INC NEW COM 370023103 17,436 1,441 SH DEFINED 3 1,441 GENERAL GROWTH PROPERTIES COM 370023103 215,138 17,780 SH SOLE 1 17,780 GENERAL MARITIME CORP COM Y2693R101 22,036 84,753 SH SOLE 1 84,753 GENERAL MARITIME CORP NEW COM Y2693R101 20,379 78,380 SH DEFINED 3 78,380 GENERAL MILLS INC COM 370334104 14,967,407 389,067 SH SOLE 1 389,067 GENERAL MLS INC COM 370334104 227,129 5,901 SH DEFINED 4 5,901 GENERAL MLS INC COM 370334104 740,158 19,230 SH DEFINED 3 19,230 GENERAL MLS INC COM 370334104 181,673 4,720 SH DEFINED 2 4,720 GENERAL MOLY INC COM 370373102 142,802 49,242 SH SOLE 1 49,242 GENERAL MOLY INC COM 370373102 290 100 SH DEFINED 4 100 GENERAL MTRS CO COM 37045V100 109,335 5,418 SH DEFINED 4 5,418 GENERAL MTRS CO COM 37045V118 2,049 176 SH DEFINED 4 176 GENERAL MTRS CO COM 37045V126 1,396 176 SH DEFINED 4 176 GENERAL MTRS CO COM 37045V209 35,080 1,000 SH DEFINED 4 1,000 GENERAL MTRS CO COM 37045V100 196,109 9,718 SH DEFINED 3 9,718 GENERAL MTRS CO COM 37045V118 13,386 1,150 SH DEFINED 3 1,150 GENERAL MTRS CO COM 37045V126 9,120 1,150 SH DEFINED 3 1,150 GENERAL MTRS CO COM 37045V100 103,887 5,148 SH DEFINED 2 5,148 GENERAL MTRS CO COM 37045V118 10,499 902 SH DEFINED 2 902 GENERAL MTRS CO COM 37045V126 7,153 902 SH DEFINED 2 902 GENERAL STEEL HOLDINGS INC COM 370853103 2,856 2,400 SH DEFINED 2 2,400 GENESCO INC COM 371532102 1,002,259 19,450 SH SOLE 1 19,450 GENESEE & WYO INC COM 371559105 4,652 100 SH DEFINED 2 100 GENESEE + WYOMING INC CL A COM 371559105 1,346,335 28,941 SH SOLE 1 28,941 GENESIS ENERGY L P COM 371927104 45,999 1,900 SH DEFINED 4 1,900 GENESIS ENERGY L P COM 371927104 227,090 9,380 SH DEFINED 3 9,380 GENOMIC HEALTH INC COM 37244C101 272,970 12,419 SH SOLE 1 12,419 GENOMIC HEALTH INC COM 37244C101 32,970 1,500 SH DEFINED 3 1,500 GENON ENERGY INC COM 37244E107 67,982 24,454 SH SOLE 1 24,454 GENON ENERGY INC COM 37244E107 56 20 SH DEFINED 3 20 GENPACT LTD COM G3922B107 30,363 2,110 SH SOLE 1 2,110 GEN-PROBE INC NEW COM 36866T103 515 9 SH DEFINED 3 9 GENTEX CORP COM 371901109 7,515,096 312,478 SH SOLE 1 312,478 GENTEX CORP COM 371901109 26,840 1,116 SH DEFINED 3 1,116 GENTIVA HEALTH SERVICES COM 37247A102 138,282 25,051 SH SOLE 1 25,051 GENUINE PARTS CO COM 372460105 4,607,408 90,697 SH SOLE 1 90,697 GENUINE PARTS CO COM 372460105 5,080 100 SH DEFINED 4 100 GENUINE PARTS CO COM 372460105 125,781 2,476 SH DEFINED 3 2,476 GENWORTH FINANCIAL INC CL COM 37247D106 940,000 163,763 SH SOLE 1 163,763 GENWORTH FINL INC COM 37247D106 49,938 8,700 SH DEFINED 3 8,700 GENWORTH FINL INC COM 37247D106 36,902 6,429 SH DEFINED 2 6,429 GEO GROUP INC/THE COM 36159R103 986,724 53,164 SH SOLE 1 53,164 GEOEYE INC COM 37250W108 459,100 16,194 SH SOLE 1 16,194
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- GEOKINETICS INC COM 372910307 18,871 7,798 SH SOLE 1 7,798 GEORESOURCES INC COM 372476101 292,058 16,417 SH SOLE 1 16,417 GEORGIA GULF CORP COM 373200302 343,122 24,810 SH SOLE 1 24,810 GERBER SCIENTIFIC INC COM COM 37373ESC5 0 21,242 SH SOLE 1 21,242 GERDAU S A COM 373737105 16,756 2,350 SH DEFINED 4 2,350 GERDAU S A COM 373737105 16,043 2,250 SH DEFINED 2 2,250 GERMAN AMERICAN BANCORP COM 373865104 148,256 9,197 SH SOLE 1 9,197 GERON CORP COM 374163103 199,732 94,213 SH SOLE 1 94,213 GERON CORP COM 374163103 2,544 1,200 SH DEFINED 3 1,200 GETTY REALTY CORP COM 374297109 306,497 21,255 SH SOLE 1 21,255 GETTY RLTY CORP NEW COM 374297109 4,326 300 SH DEFINED 4 300 GETTY RLTY CORP NEW COM 374297109 85,179 5,907 SH DEFINED 3 5,907 GEVO INC COM 374396109 24,185 4,342 SH SOLE 1 4,342 GFI GROUP INC COM 361652209 207,468 51,609 SH SOLE 1 51,609 GIBRALTAR INDUSTRIES INC COM 374689107 202,261 24,909 SH SOLE 1 24,909 GILEAD SCIENCES INC COM 375558103 17,058,614 439,655 SH SOLE 1 439,655 GILEAD SCIENCES INC COM 375558103 202,769 5,226 SH DEFINED 4 5,226 GILEAD SCIENCES INC COM 375558103 49,936 1,287 SH DEFINED 3 1,287 GILEAD SCIENCES INC COM 375558103 8,575 221 SH DEFINED 2 221 GLACIER BANCORP INC COM 37637Q105 552,015 58,913 SH SOLE 1 58,913 GLADSTONE CAPITAL CORP COM 376535100 105,418 15,367 SH SOLE 1 15,367 GLADSTONE CAPITAL CORP COM 376535100 21 3 SH DEFINED 3 3 GLADSTONE CAPITAL CORP COM 376535100 3,210 468 SH DEFINED 2 468 GLADSTONE COMMERCIAL CORP COM 376536108 125,362 7,995 SH SOLE 1 7,995 GLADSTONE INVESTMENT CORP COM 376546107 109,664 16,127 SH SOLE 1 16,127 GLADSTONE INVT CORP COM 376546107 1,428 210 SH DEFINED 2 210 GLATFELTER COM 377316104 444,199 33,626 SH SOLE 1 33,626 GLATFELTER COM 377316104 6,605 500 SH DEFINED 4 500 GLAXOSMITHKLINE PLC COM 37733W105 76,085 1,843 SH DEFINED 4 1,843 GLAXOSMITHKLINE PLC COM 37733W105 388,911 9,419 SH DEFINED 3 9,419 GLAXOSMITHKLINE PLC COM 37733W105 36,294 879 SH DEFINED 2 879 GLEACHER + CO INC COM 377341102 68,480 57,546 SH SOLE 1 57,546 GLIMCHER REALTY TRUST COM 379302102 554,130 78,267 SH SOLE 1 78,267 GLOBAL CASH ACCESS HOLDING COM 378967103 120,602 47,110 SH SOLE 1 47,110 GLOBAL CROSSING LTD COM G3921A175 535,847 22,411 SH SOLE 1 22,411 GLOBAL GEOPHYSICAL SERVICE COM 37946S107 105,443 13,230 SH SOLE 1 13,230 GLOBAL HIGH INCOME FUND INC COM 37933G108 17,552 1,490 SH DEFINED 3 1,490 GLOBAL HIGH INCOME FUND INC COM 37933G108 28,272 2,400 SH DEFINED 2 2,400 GLOBAL INCOME&CURRENCY FD IN COM 378968101 6,500 500 SH DEFINED 4 500 GLOBAL INCOME&CURRENCY FD IN COM 378968101 10,400 800 SH DEFINED 3 800 GLOBAL INDEMNITY PLC COM G39319101 168,853 9,886 SH SOLE 1 9,886 GLOBAL INDUSTRIES LTD COM 379336100 585,573 73,936 SH SOLE 1 73,936 GLOBAL PAYMENTS INC COM 37940X102 7,083,558 175,379 SH SOLE 1 175,379 GLOBAL PMTS INC COM 37940X102 646 16 SH DEFINED 3 16 GLOBAL PMTS INC COM 37940X102 39,178 970 SH DEFINED 2 970 GLOBAL POWER EQUIPMENT GRO COM 37941P306 267,768 11,507 SH SOLE 1 11,507 GLOBAL SHIP LEASE INC NEW COM Y27183105 420 200 SH DEFINED 4 200 GLOBAL SOURCES LTD COM G39300101 56,333 8,321 SH SOLE 1 8,321 GLOBAL X FDS COM 37950E762 1,348 100 SH DEFINED 4 100 GLOBAL X FDS COM 37950E648 14,971 1,100 SH DEFINED 4 1,100 GLOBAL X FDS COM 37950E754 55,647 7,035 SH DEFINED 2 7,035 GLOBAL X FDS COM 37950E853 7,808 375 SH DEFINED 2 375 GLOBAL X FDS COM 37950E861 4,628 400 SH DEFINED 2 400 GLOBAL X FDS COM 37950E549 1,969 100 SH DEFINED 2 100 GLOBAL X FDS COM 37950E747 5,915 500 SH DEFINED 2 500 GLOBAL X FDS COM 37950E788 42,900 3,300 SH DEFINED 2 3,300 GLOBALSTAR INC COM 378973408 30,549 74,691 SH SOLE 1 74,691 GLOBE SPECIALTY METALS INC COM 37954N206 668,399 46,033 SH SOLE 1 46,033 GLOBECOMM SYSTEMS INC COM 37956X103 221,253 16,377 SH SOLE 1 16,377 GLU MOBILE INC COM 379890106 64,589 30,611 SH SOLE 1 30,611 GMX RESOURCES INC COM 38011M108 99,428 43,801 SH SOLE 1 43,801 GNC HOLDINGS INC CL A COM 36191G107 335,722 16,686 SH SOLE 1 16,686 GOL LINHAS AEREAS INTLG S A COM 38045R107 1,668 300 SH DEFINED 4 300 GOLAR LNG LTD COM G9456A100 38,301,542 1,205,209 SH SOLE 1 1,205,209 GOLAR LNG LTD BERMUDA COM G9456A100 6,356 200 SH DEFINED 3 200 GOLD RESOURCE CORP COM 38068T105 345,438 20,747 SH SOLE 1 20,747 GOLD RESOURCE CORP COM 38068T105 9,990 600 SH DEFINED 4 600 GOLD RESOURCE CORP COM 38068T105 7,909 475 SH DEFINED 3 475 GOLD RESV INC CNV 38068NAB4 840 1 PRN DEFINED 3 1 GOLDCORP INC NEW COM 380956409 57,997 1,271 SH DEFINED 4 1,271 GOLDCORP INC NEW COM 380956959 445 1 SH P DEFINED 4 1 GOLDCORP INC NEW COM 380956409 477,075 10,453 SH DEFINED 3 10,453 GOLDCORP INC NEW COM 380956409 69,784 1,529 SH DEFINED 2 1,529 GOLDEN MINERALS CO COM 381119106 151,538 20,368 SH SOLE 1 20,368 GOLDEN STAR RESOURCES LTD COM 38119T104 351,257 188,848 SH SOLE 1 188,848 GOLDMAN SACHS GROUP INC COM 38141G104 19,236,103 203,449 SH SOLE 1 203,449 GOLDMAN SACHS GROUP INC COM 38141G104 193,638 2,048 SH DEFINED 4 2,048 GOLDMAN SACHS GROUP INC COM 38141G104 117,147 1,239 SH DEFINED 3 1,239 GOLDMAN SACHS GROUP INC COM 38141G104 187,965 1,988 SH DEFINED 2 1,988 GOLUB CAPITAL BDC INC COM 38173M102 111,137 7,484 SH SOLE 1 7,484 GOODRICH CORP COM 382388106 4,880,661 40,443 SH SOLE 1 40,443
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- GOODRICH CORP COM 382388106 205,880 1,706 SH DEFINED 3 1,706 GOODRICH PETROLEUM CORP COM 382410405 223,705 18,926 SH SOLE 1 18,926 GOODYEAR TIRE & RUBR CO COM 382550101 6,054 600 SH DEFINED 2 600 GOODYEAR TIRE + RUBBER CO COM 382550101 779,563 77,261 SH SOLE 1 77,261 GOOGLE INC COM 38259P508 186,444 362 SH DEFINED 4 362 GOOGLE INC COM 38259P508 872,478 1,694 SH DEFINED 3 1,694 GOOGLE INC COM 38259P508 548,003 1,064 SH DEFINED 2 1,064 GOOGLE INC CL A COM 38259P508 85,392,224 166,010 SH SOLE 1 166,010 GORDMANS STORES INC COM 38269P100 46,599 3,893 SH SOLE 1 3,893 GORMAN RUPP CO COM 383082104 274,355 11,112 SH SOLE 1 11,112 GOVERNMENT PPTYS INCOME TR COM 38376A103 34,416 1,600 SH DEFINED 4 1,600 GOVERNMENT PPTYS INCOME TR COM 38376A103 4,302 200 SH DEFINED 3 200 GOVERNMENT PROPERTIES INCO COM 38376A103 556,141 25,855 SH SOLE 1 25,855 GP STRATEGIES CORP COM 36225V104 108,232 10,834 SH SOLE 1 10,834 GP STRATEGIES CORP COM 36225V104 4,995 500 SH DEFINED 3 500 GRACO INC COM 384109104 4,531,846 132,743 SH SOLE 1 132,743 GRACO INC COM 384109104 6,828 200 SH DEFINED 4 200 GRAFTECH INTERNATIONAL LTD COM 384313102 44,082 3,471 SH SOLE 1 3,471 GRAHAM CORP COM 384556106 119,592 7,187 SH SOLE 1 7,187 GRAHAM CORP COM 384556106 6,656 400 SH DEFINED 3 400 GRAINGER W W INC COM 384802104 109,762 734 SH DEFINED 4 734 GRAINGER W W INC COM 384802104 10,916 73 SH DEFINED 3 73 GRAN TIERRA ENERGY INC COM 38500T101 9,540 2,000 SH DEFINED 4 2,000 GRAN TIERRA ENERGY INC COM 38500T101 31,768 6,660 SH DEFINED 2 6,660 GRAND CANYON ED INC COM 38526M106 16,150 1,000 SH DEFINED 2 1,000 GRAND CANYON EDUCATION INC COM 38526M106 338,133 20,937 SH SOLE 1 20,937 GRANITE CONSTRUCTION INC COM 387328107 1,945,004 103,623 SH SOLE 1 103,623 GRAPHIC PACKAGING HLDG CO COM 388689101 26,565 7,700 SH DEFINED 2 7,700 GRAPHIC PACKAGING HOLDING COM 388689101 402,770 116,745 SH SOLE 1 116,745 GRAY TELEVISION INC COM 389375106 56,519 36,230 SH SOLE 1 36,230 GRAY TELEVISION INC COM 389375106 5,616 3,600 SH DEFINED 3 3,600 GREAT BASIN GOLD LTD COM 390124105 16,900 10,000 SH DEFINED 4 10,000 GREAT BASIN GOLD LTD COM 390124105 149 88 SH DEFINED 3 88 GREAT LAKES DREDGE & DOCK CO COM 390607109 1,221 300 SH DEFINED 4 300 GREAT LAKES DREDGE + DOCK COM 390607109 174,835 42,957 SH SOLE 1 42,957 GREAT PANTHER SILVER LTD COM 39115V101 2,520 1,000 SH DEFINED 2 1,000 GREAT PLAINS ENERGY INC COM 391164100 5,773,132 299,126 SH SOLE 1 299,126 GREAT PLAINS ENERGY INC COM 391164100 5,790 300 SH DEFINED 3 300 GREAT PLAINS ENERGY INC COM 391164100 31,363 1,625 SH DEFINED 2 1,625 GREAT SOUTHERN BANCORP INC COM 390905107 124,491 7,419 SH SOLE 1 7,419 GREAT SOUTHN BANCORP INC COM 390905107 3,356 200 SH DEFINED 2 200 GREATBATCH INC COM 39153L106 382,211 19,101 SH SOLE 1 19,101 GREATBATCH INC COM 39153L106 4,502 225 SH DEFINED 3 225 GREATER CHINA FD INC COM 39167B102 5,983 613 SH DEFINED 2 613 GREEN DOT CORP CLASS A COM 39304D102 9,960 318 SH SOLE 1 318 GREEN MOUNTAIN COFFEE ROAS COM 393122106 26,809,379 288,459 SH SOLE 1 288,459 GREEN MTN COFFEE ROASTERS IN COM 393122106 174,263 1,875 SH DEFINED 3 1,875 GREEN MTN COFFEE ROASTERS IN COM 393122106 76,768 826 SH DEFINED 2 826 GREEN PLAINS RENEWABLE ENE COM 393222104 141,210 15,135 SH SOLE 1 15,135 GREENBRIER COMPANIES INC COM 393657101 156,832 13,462 SH SOLE 1 13,462 GREENBRIER COS INC COM 393657101 20,970 1,800 SH DEFINED 2 1,800 GREENHAVEN CONT CMDTY INDEX COM 395258106 18,022 594 SH DEFINED 4 594 GREENHAVEN CONT CMDTY INDEX COM 395258106 122,452 4,036 SH DEFINED 3 4,036 GREENHAVEN CONT CMDTY INDEX COM 395258106 1,845,977 60,843 SH DEFINED 2 60,843 GREENHILL + CO INC COM 395259104 1,815,322 63,495 SH SOLE 1 63,495 GREENLIGHT CAPITAL RE LTD COM G4095J109 424,548 20,470 SH SOLE 1 20,470 GREIF INC COM 397624107 17,585 410 SH DEFINED 3 410 GREIF INC CL A COM 397624107 2,906,312 67,762 SH SOLE 1 67,762 GRIFFIN LAND + NURSERIES COM 398231100 46,789 1,822 SH SOLE 1 1,822 GRIFFON CORP COM 398433102 319,331 39,038 SH SOLE 1 39,038 GROUP 1 AUTOMOTIVE INC COM 398905109 698,380 19,645 SH SOLE 1 19,645 GROUPE CGI INC COM 39945C109 884 47 SH DEFINED 3 47 GROUPE CGI INC COM 39945C109 19 1 SH DEFINED 2 1 GRUPO AEROPORTUARIO DEL SURE COM 40051E202 2,486 50 SH DEFINED 3 50 GRUPO TELEVISA SA DE CV COM 40049J206 1,103 60 SH DEFINED 4 60 GRUPO TELEVISA SA DE CV COM 40049J206 2,207 120 SH DEFINED 3 120 GS FIN CORP COM 362273104 1,431 91 SH DEFINED 4 91 GSI GROUP INC COM 36191C205 144,983 18,878 SH SOLE 1 18,878 GSI TECHNOLOGY INC COM 36241U106 72,457 14,727 SH SOLE 1 14,727 GT ADVANCED TECHNOLOGIES I COM 36191U106 724,408 103,192 SH SOLE 1 103,192 GT ADVANCED TECHNOLOGIES INC COM 36191U106 21 3 SH DEFINED 3 3 GTX INC COM 40052B108 53,577 15,993 SH SOLE 1 15,993 GUANGSHEN RY LTD COM 40065W107 31,916 2,155 SH DEFINED 4 2,155 GUESS? INC COM 401617105 9,014,122 316,396 SH SOLE 1 316,396 GUGGENHEIM ENHANCED EQUITY S COM 40167K100 11,484 807 SH DEFINED 4 807 GUGGENHEIM ENHANCED EQUITY S COM 40167K100 2,846 200 SH DEFINED 3 200 GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 22,405 2,964 SH DEFINED 3 2,964 GUGGENHEIM STRATEGIC OPP FD COM 40167F101 189,266 9,435 SH DEFINED 3 9,435 GUIDANCE SOFTWARE INC COM 401692108 65,874 10,150 SH SOLE 1 10,150 GULF ISLAND FABRICATION IN COM 402307102 243,073 11,754 SH SOLE 1 11,754 GULFMARK OFFSHORE INC CL A COM 402629208 630,208 17,342 SH SOLE 1 17,342
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- GULFPORT ENERGY CORP COM 402635304 826,134 34,166 SH SOLE 1 34,166 GULFPORT ENERGY CORP COM 402635304 2,902 120 SH DEFINED 4 120 GULFPORT ENERGY CORP COM 402635304 3,482 144 SH DEFINED 3 144 H & E EQUIPMENT SERVICES INC COM 404030108 825 100 SH DEFINED 2 100 H & Q HEALTHCARE INVESTORS COM 404052102 7,272 553 SH DEFINED 3 553 H & Q LIFE SCIENCES INVS COM 404053100 4,927 471 SH DEFINED 4 471 H.B. FULLER CO. COM 359694106 737,618 40,484 SH SOLE 1 40,484 H+E EQUIPMENT SERVICES INC COM 404030108 172,227 20,876 SH SOLE 1 20,876 H+R BLOCK INC COM 093671105 38,483,429 2,891,317 SH SOLE 1 2,891,317 HACKETT GROUP INC/THE COM 404609109 82,925 22,232 SH SOLE 1 22,232 HAEMONETICS CORP/MASS COM 405024100 1,230,829 21,047 SH SOLE 1 21,047 HAIN CELESTIAL GROUP INC COM 405217100 918,119 30,053 SH SOLE 1 30,053 HAIN CELESTIAL GROUP INC COM 405217100 24,440 800 SH DEFINED 4 800 HAIN CELESTIAL GROUP INC COM 405217100 13,442 440 SH DEFINED 3 440 HALLADOR ENERGY CO COM 40609P105 27,966 3,267 SH SOLE 1 3,267 HALLIBURTON CO COM 406216101 12,488,753 409,199 SH SOLE 1 409,199 HALLIBURTON CO COM 406216101 300,775 9,855 SH DEFINED 4 9,855 HALLIBURTON CO COM 406216101 439,122 14,388 SH DEFINED 3 14,388 HALLIBURTON CO COM 406216101 86,390 2,831 SH DEFINED 2 2,831 HALLMARK FINL SERVICES INC COM 40624Q203 64,996 8,819 SH SOLE 1 8,819 HALOZYME THERAPEUTICS INC COM 40637H109 367,903 59,919 SH SOLE 1 59,919 HALOZYME THERAPEUTICS INC COM 40637H109 3,070 500 SH DEFINED 4 500 HALOZYME THERAPEUTICS INC COM 40637H109 614 100 SH DEFINED 3 100 HAMPTON ROADS BANKSHARES I COM 409321502 33,694 7,169 SH SOLE 1 7,169 HANCOCK HOLDING CO COM 410120109 6,409,365 239,334 SH SOLE 1 239,334 HANCOCK JOHN INV TRUST COM 41013P749 1,568 128 SH DEFINED 2 128 HANCOCK JOHN PFD INCOME FD COM 41013W108 35,887 1,700 SH DEFINED 4 1,700 HANCOCK JOHN PFD INCOME FD COM 41013W108 155,370 7,360 SH DEFINED 3 7,360 HANCOCK JOHN PFD INCOME FD COM 41013W108 52,775 2,500 SH DEFINED 2 2,500 HANCOCK JOHN PFD INCOME FD I COM 41013X106 23,424 1,200 SH DEFINED 4 1,200 HANCOCK JOHN PFD INCOME FD I COM 41021P103 16,140 1,000 SH DEFINED 3 1,000 HANCOCK JOHN PFD INCOME FD I COM 41013X106 14,689 752 SH DEFINED 2 752 HANCOCK JOHN PREMUIM DIV FD COM 41013T105 16,702 1,400 SH DEFINED 4 1,400 HANCOCK JOHN PREMUIM DIV FD COM 41013T105 332,561 27,876 SH DEFINED 3 27,876 HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 48,453 3,100 SH DEFINED 4 3,100 HANDY + HARMAN LTD COM 410315105 43,084 4,270 SH SOLE 1 4,270 HANESBRANDS INC COM 410345102 6,893,381 275,625 SH SOLE 1 275,625 HANESBRANDS INC COM 410345102 2,826 113 SH DEFINED 4 113 HANESBRANDS INC COM 410345102 26,786 1,071 SH DEFINED 3 1,071 HANGER ORTHOPEDIC GROUP IN COM 41043F208 518,379 27,442 SH SOLE 1 27,442 HANMI FINANCIAL CORPORATIO COM 410495105 102,845 123,910 SH SOLE 1 123,910 HANOVER COMPRESSOR CO CNV 410768AE5 13,875 15 PRN DEFINED 3 15 HANOVER INS GROUP INC COM 410867105 2,308 65 SH DEFINED 2 65 HANOVER INSURANCE GROUP IN COM 410867105 3,541,587 99,763 SH SOLE 1 99,763 HANSEN MEDICAL INC COM 411307101 113,617 34,222 SH SOLE 1 34,222 HANSEN NAT CORP COM 411310105 67,562 774 SH DEFINED 3 774 HANSEN NAT CORP COM 411310105 5,412 62 SH DEFINED 2 62 HANSEN NATURAL CORP COM 411310105 14,678,425 168,157 SH SOLE 1 168,157 HANWHA SOLARONE CO LTD COM 41135V103 241 100 SH DEFINED 4 100 HANWHA SOLARONE CO LTD COM 41135V103 482 200 SH DEFINED 2 200 HARBIN ELECTRIC INC COM 41145W109 15,901 770 SH DEFINED 4 770 HARBIN ELECTRIC INC COM 41145W109 38,203 1,850 SH DEFINED 2 1,850 HARBINGER GROUP INC COM 41146A106 33,508 6,609 SH SOLE 1 6,609 HARLEY DAVIDSON INC COM 412822108 3,544,195 103,239 SH SOLE 1 103,239 HARLEY DAVIDSON INC COM 412822108 34,570 1,007 SH DEFINED 4 1,007 HARLEY DAVIDSON INC COM 412822108 137,285 3,999 SH DEFINED 3 3,999 HARLEY DAVIDSON INC COM 412822108 9,582 279 SH DEFINED 2 279 HARLEYSVILLE GROUP INC COM 412824104 524,089 8,904 SH SOLE 1 8,904 HARLEYSVILLE GROUP INC COM 412824104 9,123 155 SH DEFINED 3 155 HARLEYSVILLE GROUP INC COM 412824104 7,240 123 SH DEFINED 2 123 HARMAN INTERNATIONAL COM 413086109 697,552 24,407 SH SOLE 1 24,407 HARMONIC INC COM 413160102 400,943 94,118 SH SOLE 1 94,118 HARMONIC INC COM 413160102 19,609 4,603 SH DEFINED 3 4,603 HARRIS + HARRIS GROUP INC COM 413833104 80,383 22,643 SH SOLE 1 22,643 HARRIS CORP COM 413875105 1,947,622 56,998 SH SOLE 1 56,998 HARRIS CORP DEL COM 413875105 18,554 543 SH DEFINED 3 543 HARSCO CORP COM 415864107 3,432,922 177,046 SH SOLE 1 177,046 HARSCO CORP COM 415864107 970 50 SH DEFINED 4 50 HARTE HANKS INC COM 416196103 307,239 36,231 SH SOLE 1 36,231 HARTFORD FINANCIAL SVCS GR COM 416515104 5,603,324 347,170 SH SOLE 1 347,170 HARTFORD FINL SVCS GROUP INC COM 416515104 16,140 1,000 SH DEFINED 4 1,000 HARTFORD FINL SVCS GROUP INC COM 416515104 59,039 3,658 SH DEFINED 3 3,658 HARTFORD FINL SVCS GROUP INC COM 416515708 36,594 1,900 SH DEFINED 3 1,900 HARTFORD FINL SVCS GROUP INC COM 416515104 143,937 8,918 SH DEFINED 2 8,918 HARTFORD FINL SVCS GROUP INC COM 416515708 7,704 400 SH DEFINED 2 400 HARVARD BIOSCIENCE INC COM 416906105 70,964 16,816 SH SOLE 1 16,816 HARVARD BIOSCIENCE INC COM 416906105 4,220 1,000 SH DEFINED 4 1,000 HARVEST NATURAL RESOURCES COM 41754V103 212,665 24,815 SH SOLE 1 24,815 HARVEST NATURAL RESOURCES IN COM 41754V103 8,570 1,000 SH DEFINED 3 1,000 HASBRO INC COM 418056107 2,820,145 86,481 SH SOLE 1 86,481 HATTERAS FINANCIAL CORP COM 41902R103 1,373,585 54,594 SH SOLE 1 54,594
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- HATTERAS FINL CORP COM 41902R103 432,983 17,209 SH DEFINED 4 17,209 HATTERAS FINL CORP COM 41902R103 168,069 6,680 SH DEFINED 3 6,680 HATTERAS FINL CORP COM 41902R103 196,316 7,803 SH DEFINED 2 7,803 HAUPPAUGE DIGITAL INC COM 419131107 1,722 2,000 SH DEFINED 2 2,000 HAVERTY FURNITURE COM 419596101 154,006 15,416 SH SOLE 1 15,416 HAWAIIAN ELEC INDUSTRIES COM 419870100 557,935 22,979 SH DEFINED 4 22,979 HAWAIIAN ELEC INDUSTRIES COM 419870100 148,764 6,127 SH DEFINED 3 6,127 HAWAIIAN ELEC INDUSTRIES COM 419870100 12,747 525 SH DEFINED 2 525 HAWAIIAN ELECTRIC INDS COM 419870100 5,120,239 210,883 SH SOLE 1 210,883 HAWAIIAN HOLDINGS INC COM 419879101 154,983 36,813 SH SOLE 1 36,813 HAWKINS INC COM 420261109 227,210 7,136 SH SOLE 1 7,136 HAWKINS INC COM 420261109 11,144 350 SH DEFINED 3 350 HAYNES INTERNATIONAL INC COM 420877201 433,892 9,986 SH SOLE 1 9,986 HCA HOLDINGS INC COM 40412C101 24,192 1,200 SH DEFINED 4 1,200 HCA HOLDINGS INC COM 40412C101 65,621 3,255 SH DEFINED 2 3,255 HCC INSURANCE HOLDINGS INC COM 404132102 6,544,856 241,954 SH SOLE 1 241,954 HCP INC COM 40414L109 4,723,178 134,717 SH SOLE 1 134,717 HCP INC COM 40414L109 127,057 3,624 SH DEFINED 3 3,624 HCP INC COM 40414L109 64,950 1,853 SH DEFINED 2 1,853 HEADWATERS INC COM 42210P102 71,741 49,820 SH SOLE 1 49,820 HEALTH CARE REIT INC COM 42217K106 2,747,254 58,702 SH SOLE 1 58,702 HEALTH CARE REIT INC COM 42217K106 31,824 680 SH DEFINED 4 680 HEALTH CARE REIT INC COM 42217K106 121,727 2,601 SH DEFINED 3 2,601 HEALTH CARE REIT INC COM 42217K106 95,957 2,050 SH DEFINED 2 2,050 HEALTH MGMT ASSOC INC NEW COM 421933102 4,844 700 SH DEFINED 3 700 HEALTH MGMT ASSOC INC NEW COM 421933102 15,570 2,250 SH DEFINED 2 2,250 HEALTH MGMT ASSOCIATES INC COM 421933102 3,835,749 554,299 SH SOLE 1 554,299 HEALTH NET INC COM 42222G108 4,648,464 196,055 SH SOLE 1 196,055 HEALTHCARE REALTY TRUST IN COM 421946104 1,074,305 63,757 SH SOLE 1 63,757 HEALTHCARE SERVICES GROUP COM 421906108 877,677 54,379 SH SOLE 1 54,379 HEALTHCARE SVCS GRP INC COM 421906108 30,666 1,900 SH DEFINED 4 1,900 HEALTHCARE SVCS GRP INC COM 421906108 1,453 90 SH DEFINED 3 90 HEALTHSOUTH CORP COM 421924309 1,037,321 69,479 SH SOLE 1 69,479 HEALTHSOUTH CORP COM 421924309 25,381 1,700 SH DEFINED 4 1,700 HEALTHSOUTH CORP COM 421924309 2,986 200 SH DEFINED 2 200 HEALTHSPRING INC COM 42224N101 2,024,223 55,519 SH SOLE 1 55,519 HEALTHSPRING INC COM 42224N101 47,398 1,300 SH DEFINED 4 1,300 HEALTHSPRING INC COM 42224N101 61,253 1,680 SH DEFINED 3 1,680 HEALTHSPRING INC COM 42224N101 1,641 45 SH DEFINED 2 45 HEALTHSTREAM INC COM 42222N103 143,888 11,215 SH SOLE 1 11,215 HEALTHWAYS INC COM 422245100 273,254 27,798 SH SOLE 1 27,798 HEARTLAND EXPRESS INC COM 422347104 571,473 42,144 SH SOLE 1 42,144 HEARTLAND FINANCIAL USA IN COM 42234Q102 137,901 9,725 SH SOLE 1 9,725 HEARTLAND PAYMENT SYSTEMS COM 42235N108 623,842 31,635 SH SOLE 1 31,635 HEARTWARE INTERNATIONAL IN COM 422368100 565,133 8,774 SH SOLE 1 8,774 HECKMANN CORP COM 422680108 356,996 67,485 SH SOLE 1 67,485 HECLA MINING CO COM 422704106 1,093,011 203,920 SH SOLE 1 203,920 HECLA MNG CO COM 422704106 4,824 900 SH DEFINED 4 900 HECLA MNG CO COM 422704106 770,232 143,700 SH DEFINED 3 143,700 HECLA MNG CO COM 422704205 2,120 40 SH DEFINED 2 40 HEICO CORP COM 422806109 1,500,244 30,468 SH SOLE 1 30,468 HEIDRICK + STRUGGLES INTL COM 422819102 239,742 14,574 SH SOLE 1 14,574 HEINZ H J CO COM 423074103 195,560 3,874 SH DEFINED 4 3,874 HEINZ H J CO COM 423074103 802,346 15,894 SH DEFINED 3 15,894 HEINZ H J CO COM 423074103 124,958 2,475 SH DEFINED 2 2,475 HELEN OF TROY LTD COM G4388N106 635,209 25,287 SH SOLE 1 25,287 HELIOS HIGH YIELD FD COM 42328Q109 472,266 51,111 SH DEFINED 3 51,111 HELIOS TOTAL RETURN FD INC COM 42327V109 13,135 2,122 SH DEFINED 3 2,122 HELIX ENERGY SOLUTIONS GRO COM 42330P107 4,022,080 307,029 SH SOLE 1 307,029 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,310 100 SH DEFINED 3 100 HELMERICH & PAYNE INC COM 423452101 934 23 SH DEFINED 4 23 HELMERICH & PAYNE INC COM 423452101 9,541 235 SH DEFINED 2 235 HELMERICH + PAYNE COM 423452101 1,804,508 44,446 SH SOLE 1 44,446 HENRY JACK & ASSOC INC COM 426281101 43,470 1,500 SH DEFINED 3 1,500 HENRY SCHEIN INC COM 806407102 12,851,386 207,247 SH SOLE 1 207,247 HERBALIFE LTD COM G4412G101 95,569 1,783 SH SOLE 1 1,783 HERBALIFE LTD COM G4412G101 65,660 1,225 SH DEFINED 3 1,225 HERBALIFE LTD COM G4412G101 3,752 70 SH DEFINED 2 70 HERCULES OFFSHORE INC COM 427093109 2,347,391 803,901 SH SOLE 1 803,901 HERCULES OFFSHORE INC COM 427093109 22,407 7,700 SH DEFINED 3 7,700 HERCULES TECH GROWTH CAP INC COM 427096508 4,217 495 SH DEFINED 4 495 HERCULES TECH GROWTH CAP INC COM 427096508 932,369 109,433 SH DEFINED 3 109,433 HERCULES TECH GROWTH CAP INC COM 427096508 79,198 9,295 SH DEFINED 2 9,295 HERCULES TECHNOLOGY GROWTH COM 427096508 272,555 31,990 SH SOLE 1 31,990 HERITAGE COMMERCE CORP COM 426927109 58,643 15,232 SH SOLE 1 15,232 HERITAGE CRYSTAL CLEAN INC COM 42726M106 62,797 3,458 SH SOLE 1 3,458 HERITAGE FINANCIAL CORP COM 42722X106 126,187 11,430 SH SOLE 1 11,430 HERMAN MILLER INC COM 600544100 2,997,694 167,844 SH SOLE 1 167,844 HERSHA HOSPITALITY TRUST COM 427825104 355,723 102,810 SH SOLE 1 102,810 HERSHEY CO COM 427866108 126,547 2,136 SH DEFINED 4 2,136 HERSHEY CO COM 427866108 61,195 1,033 SH DEFINED 3 1,033
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- HERSHEY CO COM 427866108 36,650 619 SH DEFINED 2 619 HERSHEY CO/THE COM 427866108 5,039,251 85,065 SH SOLE 1 85,065 HERTZ GLOBAL HOLDINGS INC COM 42805T105 30,305 3,405 SH SOLE 1 3,405 HESS CORP COM 42809H107 8,745,764 166,713 SH SOLE 1 166,713 HESS CORP COM 42809H107 133,511 2,545 SH DEFINED 4 2,545 HESS CORP COM 42809H107 21,981 419 SH DEFINED 3 419 HESS CORP COM 42809H107 41,968 800 SH DEFINED 2 800 HEWLETT PACKARD CO COM 428236103 20,015,522 891,560 SH SOLE 1 891,560 HEWLETT PACKARD CO COM 428236103 146,082 6,507 SH DEFINED 4 6,507 HEWLETT PACKARD CO COM 428236103 338,987 15,100 SH DEFINED 3 15,100 HEWLETT PACKARD CO COM 428236103 199,855 8,902 SH DEFINED 2 8,902 HEXCEL CORP COM 428291108 8,667,729 391,143 SH SOLE 1 391,143 HEXCEL CORP NEW COM 428291108 6,648 300 SH DEFINED 4 300 HEXCEL CORP NEW COM 428291108 2,216 100 SH DEFINED 3 100 HEXCEL CORP NEW COM 428291108 2,216 100 SH DEFINED 2 100 HFF INC CLASS A COM 40418F108 185,314 21,203 SH SOLE 1 21,203 HHGREGG INC COM 42833L108 128,720 13,202 SH SOLE 1 13,202 HI TECH PHARMACAL CO INC COM 42840B101 284,760 8,475 SH SOLE 1 8,475 HIBBETT SPORTS INC COM 428567101 759,000 22,396 SH SOLE 1 22,396 HIBBETT SPORTS INC COM 428567101 77,123 2,275 SH DEFINED 3 2,275 HICKORYTECH CORP COM 429060106 93,862 9,757 SH SOLE 1 9,757 HIGHER ONE HOLDINGS INC COM 42983D104 363,635 22,350 SH SOLE 1 22,350 HIGHLAND CR STRATEGIES FD COM 43005Q107 26,518 4,277 SH DEFINED 4 4,277 HIGHLAND CR STRATEGIES FD COM 43005Q107 13,950 2,250 SH DEFINED 3 2,250 HIGHLAND CR STRATEGIES FD COM 43005Q107 310 50 SH DEFINED 2 50 HIGHWOODS PPTYS INC COM 431284108 4,239 150 SH DEFINED 3 150 HIGHWOODS PROPERTIES INC COM 431284108 5,922,674 209,578 SH SOLE 1 209,578 HILL INTERNATIONAL INC COM 431466101 85,672 18,306 SH SOLE 1 18,306 HILL ROM HOLDINGS INC COM 431475102 4,138,497 137,858 SH SOLE 1 137,858 HILLENBRAND INC COM 431571108 944,987 51,358 SH SOLE 1 51,358 HILLTOP HOLDINGS INC COM 432748101 209,753 29,092 SH SOLE 1 29,092 HILLTOP HOLDINGS INC COM 432748101 3,605 500 SH DEFINED 2 500 HIMAX TECHNOLOGIES INC COM 43289P106 1,110 1,000 SH DEFINED 2 1,000 HITTITE MICROWAVE CORP COM 43365Y104 1,235,324 25,366 SH SOLE 1 25,366 HJ HEINZ CO COM 423074103 7,337,672 145,358 SH SOLE 1 145,358 HMS HLDGS CORP COM 40425J101 39,804 1,632 SH DEFINED 3 1,632 HMS HOLDINGS CORP COM 40425J101 1,693,690 69,442 SH SOLE 1 69,442 HNI CORP COM 404251100 2,482,519 129,771 SH SOLE 1 129,771 HOLLY ENERGY PARTNERS L P COM 435763107 12,298 250 SH DEFINED 4 250 HOLLY ENERGY PARTNERS L P COM 435763107 14,068 286 SH DEFINED 3 286 HOLLY ENERGY PARTNERS L P COM 435763107 3,935 80 SH DEFINED 2 80 HOLLYFRONTIER CORP COM 436106108 12,014,240 458,209 SH SOLE 1 458,209 HOLLYFRONTIER CORP COM 436106108 5,034 192 SH DEFINED 4 192 HOLLYFRONTIER CORP COM 436106108 80,758 3,080 SH DEFINED 3 3,080 HOLOGIC INC COM 436440101 12,613,136 829,266 SH SOLE 1 829,266 HOLOGIC INC COM 436440101 12,442 818 SH DEFINED 3 818 HOME BANCSHARES INC COM 436893200 389,960 18,377 SH SOLE 1 18,377 HOME DEPOT INC COM 437076102 17,488,779 532,059 SH SOLE 1 532,059 HOME DEPOT INC COM 437076102 230,024 6,998 SH DEFINED 4 6,998 HOME DEPOT INC COM 437076102 494,321 15,039 SH DEFINED 3 15,039 HOME DEPOT INC COM 437076102 230,232 7,004 SH DEFINED 2 7,004 HOME FEDERAL BANCORP INC/M COM 43710G105 94,599 12,097 SH SOLE 1 12,097 HOME PROPERTIES INC COM 437306103 6,675,487 117,609 SH SOLE 1 117,609 HONDA MOTOR LTD COM 438128308 24,049 825 SH DEFINED 4 825 HONDA MOTOR LTD COM 438128308 17,490 600 SH DEFINED 2 600 HONEYWELL INTERNATIONAL IN COM 438516106 12,621,403 287,438 SH SOLE 1 287,438 HONEYWELL INTL INC COM 438516106 728,260 16,585 SH DEFINED 4 16,585 HONEYWELL INTL INC COM 438516106 761,504 17,342 SH DEFINED 3 17,342 HONEYWELL INTL INC COM 438516106 108,032 2,460 SH DEFINED 2 2,460 HORACE MANN EDUCATORS COM 440327104 372,833 32,676 SH SOLE 1 32,676 HORMEL FOODS CORP COM 440452100 1,402,959 51,923 SH SOLE 1 51,923 HORMEL FOODS CORP COM 440452100 2,702 100 SH DEFINED 3 100 HORNBECK OFFSHORE SERVICES COM 440543106 467,959 18,786 SH SOLE 1 18,786 HORSEHEAD HLDG CORP COM 440694305 8,162 1,100 SH DEFINED 2 1,100 HORSEHEAD HOLDING CORP COM 440694305 236,705 31,901 SH SOLE 1 31,901 HOSPIRA INC COM 441060100 1,933,879 52,267 SH SOLE 1 52,267 HOSPIRA INC COM 441060100 50,209 1,357 SH DEFINED 4 1,357 HOSPIRA INC COM 441060100 37 1 SH DEFINED 3 1 HOSPITALITY PPTYS TR COM 44106M102 40,422 1,904 SH DEFINED 4 1,904 HOSPITALITY PPTYS TR COM 44106M102 10,254 483 SH DEFINED 3 483 HOSPITALITY PPTYS TR COM 44106M102 10,615 500 SH DEFINED 2 500 HOSPITALITY PROPERTIES TRU COM 44106M102 5,764,136 271,509 SH SOLE 1 271,509 HOST HOTELS + RESORTS INC COM 44107P104 3,689,745 337,271 SH SOLE 1 337,271 HOT TOPIC INC COM 441339108 279,807 36,672 SH SOLE 1 36,672 HOUSTON AMERICAN ENERGY CO COM 44183U100 166,069 12,069 SH SOLE 1 12,069 HOUSTON WIRE + CABLE CO COM 44244K109 149,071 12,974 SH SOLE 1 12,974 HOVNANIAN ENTERPRISES A COM 442487203 54,579 44,737 SH SOLE 1 44,737 HOVNANIAN ENTERPRISES INC COM 442487203 854 700 SH DEFINED 4 700 HOVNANIAN ENTERPRISES INC COM 442487203 1,769 1,450 SH DEFINED 3 1,450 HOWARD HUGHES CORP COM 44267D107 5,768 137 SH DEFINED 3 137 HOWARD HUGHES CORP/THE COM 44267D107 25,134 597 SH SOLE 1 597
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- HSBC HLDGS PLC COM 404280406 7,532 198 SH DEFINED 4 198 HSBC HLDGS PLC COM 404280604 1,355,379 59,525 SH DEFINED 4 59,525 HSBC HLDGS PLC COM 404280406 9,966 262 SH DEFINED 3 262 HSBC HLDGS PLC COM 404280604 29,601 1,300 SH DEFINED 3 1,300 HSBC HLDGS PLC COM 404280406 64,258 1,689 SH DEFINED 2 1,689 HSBC USA INC COM 4042EP602 10,215 1,362 SH DEFINED 3 1,362 HSBC USA INC COM 4042EP602 3,750 500 SH DEFINED 2 500 HSN INC COM 404303109 1,084,842 32,745 SH SOLE 1 32,745 HSN INC COM 404303109 265 8 SH DEFINED 4 8 HUANENG PWR INTL INC COM 443304100 3,366 200 SH DEFINED 4 200 HUANENG PWR INTL INC COM 443304100 5,049 300 SH DEFINED 2 300 HUB GROUP INC CL A COM 443320106 854,178 30,215 SH SOLE 1 30,215 HUBBELL INC CL B COM 443510201 6,528,431 131,781 SH SOLE 1 131,781 HUDSON CITY BANCORP COM 443683107 33,960 6,000 SH DEFINED 4 6,000 HUDSON CITY BANCORP COM 443683107 62,904 11,114 SH DEFINED 3 11,114 HUDSON CITY BANCORP COM 443683107 5,094 900 SH DEFINED 2 900 HUDSON CITY BANCORP INC COM 443683107 1,230,184 217,347 SH SOLE 1 217,347 HUDSON HIGHLAND GROUP INC COM 443792106 81,895 23,946 SH SOLE 1 23,946 HUDSON PACIFIC PROPERTIES COM 444097109 187,313 16,106 SH SOLE 1 16,106 HUDSON VALLEY HOLDING CORP COM 444172100 180,592 10,361 SH SOLE 1 10,361 HUDSON VALLEY HOLDING CORP COM 444172100 30,328 1,740 SH DEFINED 2 1,740 HUGOTON RTY TR TEX COM 444717102 501,021 23,542 SH DEFINED 3 23,542 HUGOTON RTY TR TEX COM 444717102 6,385 300 SH DEFINED 2 300 HUMAN GENOME SCIENCES INC COM 444903108 40,062 3,157 SH SOLE 1 3,157 HUMAN GENOME SCIENCES INC COM 444903108 7,728 609 SH DEFINED 3 609 HUMANA INC COM 444859102 5,273,652 72,510 SH SOLE 1 72,510 HUMANA INC COM 444859102 7,273 100 SH DEFINED 4 100 HUMANA INC COM 444859102 21,819 300 SH DEFINED 3 300 HUMANA INC COM 444859102 1,527 21 SH DEFINED 2 21 HUNT (JB) TRANSPRT SVCS IN COM 445658107 11,124,382 307,984 SH SOLE 1 307,984 HUNT J B TRANS SVCS INC COM 445658107 289 8 SH DEFINED 3 8 HUNTINGTON BANCSHARES INC COM 446150104 1,377,298 286,937 SH SOLE 1 286,937 HUNTINGTON BANCSHARES INC COM 446150104 9,120 1,900 SH DEFINED 4 1,900 HUNTINGTON BANCSHARES INC COM 446150104 168,168 35,035 SH DEFINED 3 35,035 HUNTINGTON BANCSHARES INC COM 446150401 390,885 372 SH DEFINED 3 372 HUNTINGTON INGALLS INDS INC COM 446413106 97 4 SH DEFINED 4 4 HUNTINGTON INGALLS INDS INC COM 446413106 973 40 SH DEFINED 3 40 HUNTINGTON INGALLS INDUSTR COM 446413106 2,677,079 110,032 SH SOLE 1 110,032 HUNTSMAN CORP COM 447011107 55,322 5,721 SH SOLE 1 5,721 HURCO COMPANIES INC COM 447324104 95,491 4,704 SH SOLE 1 4,704 HURON CONSULTING GROUP INC COM 447462102 504,742 16,214 SH SOLE 1 16,214 HUTCHINSON TECHNOLOGY INC COM 448407106 5,586 2,850 SH DEFINED 3 2,850 HYATT HOTELS CORP CL A COM 448579102 37,550 1,197 SH SOLE 1 1,197 HYPERDYNAMICS CORP COM 448954107 420,394 113,620 SH SOLE 1 113,620 HYPERDYNAMICS CORP COM 448954107 114,700 31,000 SH DEFINED 3 31,000 IAC INTERACTIVECORP COM 44919P508 831 21 SH DEFINED 4 21 IAC INTERACTIVECORP COM 44919P508 3,560 90 SH DEFINED 2 90 IAC/INTERACTIVECORP COM 44919P508 7,895,604 199,636 SH SOLE 1 199,636 IAMGOLD CORP COM 450913108 257,140 13,000 SH DEFINED 3 13,000 IAMGOLD CORP COM 450913108 17,347 877 SH DEFINED 2 877 IBERIABANK CORP COM 450828108 1,015,225 21,573 SH SOLE 1 21,573 IBERIABANK CORP COM 450828108 1,224 26 SH DEFINED 2 26 IBIO INC COM 451033104 800 500 SH DEFINED 3 500 ICF INTERNATIONAL INC COM 44925C103 270,149 14,362 SH SOLE 1 14,362 ICG GROUP INC COM 44928D108 249,462 27,086 SH SOLE 1 27,086 ICICI BK LTD COM 45104G104 3,472 100 SH DEFINED 2 100 ICON PUB LTD CO COM 45103T107 32,160 2,000 SH DEFINED 4 2,000 ICONIX BRAND GROUP INC COM 451055107 944,429 59,774 SH SOLE 1 59,774 ICONIX BRAND GROUP INC COM 451055107 126 8 SH DEFINED 3 8 ICU MEDICAL INC COM 44930G107 366,712 9,965 SH SOLE 1 9,965 IDACORP INC COM 451107106 5,440,282 143,999 SH SOLE 1 143,999 IDACORP INC COM 451107106 18,588 492 SH DEFINED 3 492 IDENIX PHARMACEUTICALS INC COM 45166R204 199,775 40,035 SH SOLE 1 40,035 IDENTIVE GROUP INC COM 45170X106 56,241 28,262 SH SOLE 1 28,262 IDEX CORP COM 45167R104 5,651,645 181,375 SH SOLE 1 181,375 IDEXX LABORATORIES INC COM 45168D104 8,558,763 124,094 SH SOLE 1 124,094 IDEXX LABS INC COM 45168D104 3,449 50 SH DEFINED 2 50 IDT CORP CLASS B COM 448947507 206,999 10,147 SH SOLE 1 10,147 IGATE CORP COM 45169U105 291,466 25,257 SH SOLE 1 25,257 IGATE CORP COM 45169U105 19,618 1,700 SH DEFINED 3 1,700 IHS INC COM 451734107 4,264 57 SH DEFINED 2 57 IHS INC CLASS A COM 451734107 58,202 778 SH SOLE 1 778 II VI INC COM 902104108 746,165 42,638 SH SOLE 1 42,638 II VI INC COM 902104108 388,500 22,200 SH DEFINED 3 22,200 ILLINOIS TOOL WKS INC COM 452308109 583,731 14,032 SH DEFINED 4 14,032 ILLINOIS TOOL WKS INC COM 452308109 240,448 5,780 SH DEFINED 3 5,780 ILLINOIS TOOL WKS INC COM 452308109 271,773 6,533 SH DEFINED 2 6,533 ILLINOIS TOOL WORKS COM 452308109 6,150,810 147,856 SH SOLE 1 147,856 ILLUMINA INC COM 452327109 340,209 8,314 SH SOLE 1 8,314 ILLUMINA INC COM 452327109 1,841 45 SH DEFINED 3 45 ILLUMINA INC COM 452327109 16,368 400 SH DEFINED 2 400
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- IMATION CORP COM 45245A107 160,389 21,941 SH SOLE 1 21,941 IMATION CORP COM 45245A107 80 11 SH DEFINED 3 11 IMAX CORP COM 45245E109 2,172 150 SH DEFINED 4 150 IMMERSION CORPORATION COM 452521107 124,599 20,836 SH SOLE 1 20,836 IMMUNOGEN INC COM 45253H101 601,342 54,867 SH SOLE 1 54,867 IMMUNOGEN INC COM 45253H101 3,288 300 SH DEFINED 2 300 IMMUNOMEDICS INC COM 452907108 153,706 48,033 SH SOLE 1 48,033 IMPAX LABORATORIES INC COM 45256B101 853,967 47,681 SH SOLE 1 47,681 IMPERIAL HOLDINGS INC COM 452834104 30,847 12,853 SH SOLE 1 12,853 IMPERIAL OIL LTD COM 453038408 7,222 200 SH DEFINED 3 200 IMPERIAL SUGAR CO COM 453096208 57,599 8,944 SH SOLE 1 8,944 INCONTACT INC COM 45336E109 77,328 22,414 SH SOLE 1 22,414 INCYTE CORP COM 45337C102 7,589,552 543,275 SH SOLE 1 543,275 INCYTE CORP COM 45337C102 1,397 100 SH DEFINED 3 100 INDEPENDENCE HOLDING CO COM 453440307 38,983 5,377 SH SOLE 1 5,377 INDEPENDENT BANK CORP MASS COM 453836108 4,348 200 SH DEFINED 3 200 INDEPENDENT BANK CORP MICH COM 453838609 173 90 SH DEFINED 3 90 INDEPENDENT BANK CORP/MA COM 453836108 381,776 17,561 SH SOLE 1 17,561 INDEXIQ ETF TR COM 45409B107 79,608 2,955 SH DEFINED 3 2,955 INDEXIQ ETF TR COM 45409B628 1,589 100 SH DEFINED 3 100 INDUSTRIAS BACHOCO S A B DE COM 456463108 15,572 693 SH DEFINED 4 693 INERGY L P COM 456615103 41,501 1,659 SH DEFINED 4 1,659 INERGY L P COM 456615103 60,737 2,428 SH DEFINED 3 2,428 INERGY L P COM 456615103 58,003 2,318 SH DEFINED 2 2,318 INFINERA CORP COM 45667G103 589,476 76,357 SH SOLE 1 76,357 INFINERA CORPORATION COM 45667G103 1,544 200 SH DEFINED 4 200 INFINITY PHARMACEUTICALS I COM 45665G303 98,418 13,960 SH SOLE 1 13,960 INFINITY PROPERTY + CASUAL COM 45665Q103 532,305 10,143 SH SOLE 1 10,143 INFORMATICA CORP COM 45666Q102 9,534,798 232,840 SH SOLE 1 232,840 INFORMATICA CORP COM 45666Q102 47,993 1,172 SH DEFINED 3 1,172 INFORMATION SERVICES GROUP I COM 45675Y104 530 500 SH DEFINED 2 500 INFOSONICS CORP COM 456784107 495 900 SH DEFINED 3 900 INFOSPACE INC COM 45678T300 254,462 30,438 SH SOLE 1 30,438 INFOSYS LTD COM 456788108 664 13 SH DEFINED 3 13 INFOSYS LTD SP ADR COM 456788108 222,818 4,363 SH SOLE 1 4,363 ING GLBL ADV & PREM OPP FUND COM 44982N109 171,476 15,660 SH DEFINED 4 15,660 ING GLOBAL EQTY DIV & PREM O COM 45684E107 13,436 1,451 SH DEFINED 4 1,451 ING GLOBAL EQTY DIV & PREM O COM 45684E107 114,627 12,379 SH DEFINED 3 12,379 ING GLOBAL EQTY DIV & PREM O COM 45684E107 16,668 1,800 SH DEFINED 2 1,800 ING GROEP N V COM 456837103 3,772 535 SH DEFINED 4 535 ING GROEP N V COM 456837103 1,481 210 SH DEFINED 3 210 ING INTL HIGH DIVD EQTY INC COM 45684Q100 54,240 6,000 SH DEFINED 3 6,000 ING PRIME RATE TR COM 44977W106 14,448 2,822 SH DEFINED 4 2,822 ING PRIME RATE TR COM 44977W106 5,120 1,000 SH DEFINED 2 1,000 ING RISK MANAGED NAT RES FD COM 449810100 18,705 1,500 SH DEFINED 3 1,500 INGERSOLL RAND PLC COM G47791101 4,258,641 151,607 SH SOLE 1 151,607 INGERSOLL-RAND PLC COM G47791101 2,191 78 SH DEFINED 4 78 INGERSOLL-RAND PLC COM G47791101 20,618 734 SH DEFINED 3 734 INGERSOLL-RAND PLC COM G47791101 4,214 150 SH DEFINED 2 150 INGLES MARKETS INC CLASS A COM 457030104 131,036 9,202 SH SOLE 1 9,202 INGRAM MICRO INC CL A COM 457153104 5,587,497 346,404 SH SOLE 1 346,404 INHIBITEX INC COM 45719T103 114,220 46,431 SH SOLE 1 46,431 INLAND REAL ESTATE CORP COM 457461200 461,251 63,185 SH SOLE 1 63,185 INLAND REAL ESTATE CORP COM 457461200 7,300 1,000 SH DEFINED 4 1,000 INLAND REAL ESTATE CORP COM 457461200 187,768 25,722 SH DEFINED 3 25,722 INLAND REAL ESTATE CORP COM 457461200 9,833 1,347 SH DEFINED 2 1,347 INNERWORKINGS INC COM 45773Y105 147,619 18,829 SH SOLE 1 18,829 INNOPHOS HOLDINGS INC COM 45774N108 631,979 15,851 SH SOLE 1 15,851 INNOSPEC INC COM 45768S105 419,172 17,314 SH SOLE 1 17,314 INNOSPEC INC COM 45768S105 12,105 500 SH DEFINED 2 500 INOVIO PHARMACEUTICALS INC COM 45773H102 565 1,000 SH DEFINED 4 1,000 INPHI CORP COM 45772F107 131,427 14,986 SH SOLE 1 14,986 INSIGHT ENTERPRISES INC COM 45765U103 577,485 38,143 SH SOLE 1 38,143 INSITUFORM TECHNOLOGIES CL COM 457667103 374,590 32,348 SH SOLE 1 32,348 INSITUFORM TECHNOLOGIES INC COM 457667103 115,800 10,000 SH DEFINED 4 10,000 INSMED INC COM 457669307 92,483 18,134 SH SOLE 1 18,134 INSMED INC COM 457669307 51 10 SH DEFINED 3 10 INSPERITY INC COM 45778Q107 417,811 18,778 SH SOLE 1 18,778 INSTEEL INDUSTRIES INC COM 45774W108 129,551 12,865 SH SOLE 1 12,865 INSTITUTIONAL FINL MKTS INC COM 45779L107 1,995 1,050 SH DEFINED 3 1,050 INSULET CORP COM 45784P101 5,496,881 360,215 SH SOLE 1 360,215 INSULET CORP COM 45784P101 13,734 900 SH DEFINED 3 900 INTEGRA LIFESCIENCES HLDGS C COM 457985208 484,684 13,550 SH DEFINED 2 13,550 INTEGRA LIFESCIENCES HOLDI COM 457985208 609,378 17,036 SH SOLE 1 17,036 INTEGRATED DEVICE TECH INC COM 458118106 2,188,868 425,023 SH SOLE 1 425,023 INTEGRATED SILICON SOLUTIO COM 45812P107 152,686 19,550 SH SOLE 1 19,550 INTEGRYS ENERGY GROUP INC COM 45822P105 6,117,417 125,821 SH SOLE 1 125,821 INTEGRYS ENERGY GROUP INC COM 45822P105 200,898 4,132 SH DEFINED 3 4,132 INTEGRYS ENERGY GROUP INC COM 45822P105 3,209 66 SH DEFINED 2 66 INTEL CORP COM 458140100 94,188,545 4,415,778 SH SOLE 1 4,415,778 INTEL CORP COM 458140100 361,682 16,953 SH DEFINED 4 16,953
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- INTEL CORP COM 458140900 3,050 50 SH C DEFINED 4 50 INTEL CORP CNV 458140AD2 4,055 4 PRN DEFINED 3 4 INTEL CORP COM 458140100 2,648,275 124,128 SH DEFINED 3 124,128 INTEL CORP COM 458140100 823,127 38,581 SH DEFINED 2 38,581 INTER PARFUMS INC COM 458334109 203,878 13,196 SH SOLE 1 13,196 INTERACTIVE BROKERS GRO CL COM 45841N107 2,726,867 195,755 SH SOLE 1 195,755 INTERACTIVE INTELLIGENCE G COM 45841V109 317,003 11,676 SH SOLE 1 11,676 INTERCLICK INC COM 458483203 83,100 14,973 SH SOLE 1 14,973 INTERCONTINENTAL HTLS GRP PL COM 45857P301 772 48 SH DEFINED 3 48 INTERCONTINENTALEXCHANGE I COM 45865V100 2,735,945 23,135 SH SOLE 1 23,135 INTERCONTINENTALEXCHANGE INC COM 45865V100 9,106 77 SH DEFINED 3 77 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,183 10 SH DEFINED 2 10 INTERDIGITAL INC COM 45867G101 1,543,102 33,128 SH SOLE 1 33,128 INTERDIGITAL INC COM 45867G101 9,316 200 SH DEFINED 4 200 INTERDIGITAL INC COM 45867G101 235,229 5,050 SH DEFINED 3 5,050 INTERDIGITAL INC COM 45867G101 18,657 401 SH DEFINED 2 401 INTERFACE INC CLASS A COM 458665106 517,001 43,592 SH SOLE 1 43,592 INTERLINE BRANDS INC COM 458743101 313,552 24,363 SH SOLE 1 24,363 INTERMEC INC COM 458786100 312,478 47,926 SH SOLE 1 47,926 INTERMUNE INC COM 45884X103 722,150 35,750 SH SOLE 1 35,750 INTERNAP NETWORK SERVICES COM 45885A300 187,801 38,171 SH SOLE 1 38,171 INTERNAP NETWORK SVCS CORP COM 45885A300 494 100 SH DEFINED 3 100 INTERNATIONAL BANCSHARES C COM 459044103 2,029,255 154,316 SH SOLE 1 154,316 INTERNATIONAL BUSINESS MACHS COM 459200101 641,307 3,667 SH DEFINED 4 3,667 INTERNATIONAL BUSINESS MACHS COM 459200101 869,540 4,972 SH DEFINED 3 4,972 INTERNATIONAL BUSINESS MACHS COM 459200101 1,588,274 9,083 SH DEFINED 2 9,083 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 28,110 500 SH DEFINED 4 500 INTERNATIONAL GAME TECHNOLOG COM 459902102 6,539 450 SH DEFINED 3 450 INTERNATIONAL GAME TECHNOLOG COM 459902102 6,815 469 SH DEFINED 2 469 INTERNATIONAL PAPER CO COM 460146103 3,342,211 143,751 SH SOLE 1 143,751 INTERNATIONAL SHIPHOLDING CO COM 460321201 93,911 5,079 SH DEFINED 4 5,079 INTERNATIONAL SHIPHOLDING CO COM 460321201 130,225 7,043 SH DEFINED 3 7,043 INTERNATIONAL SPEEDWAY CORP COM 460335201 57,100 2,500 SH DEFINED 4 2,500 INTERNATIONAL TOWER HILL MIN COM 46050R102 5,030 1,000 SH DEFINED 2 1,000 INTERNET ARCHITECTURE HOLDR COM 46060A107 5,455 100 SH DEFINED 2 100 INTEROIL CORP COM 460951106 1,481,925 30,386 SH DEFINED 3 30,386 INTERPUBLIC GROUP OF COS I COM 460690100 7,416,799 1,030,111 SH SOLE 1 1,030,111 INTERSECTIONS INC COM 460981301 86,262 6,713 SH SOLE 1 6,713 INTERSIL CORP A COM 46069S109 2,834,401 275,452 SH SOLE 1 275,452 INTERVAL LEISURE GROUP COM 46113M108 439,707 33,011 SH SOLE 1 33,011 INTERVAL LEISURE GROUP INC COM 46113M108 107 8 SH DEFINED 4 8 INTERVAL LEISURE GROUP INC COM 46113M108 2,384 179 SH DEFINED 2 179 INTEVAC INC COM 461148108 130,804 18,713 SH SOLE 1 18,713 INTL BUSINESS MACHINES COR COM 459200101 77,254,391 441,378 SH SOLE 1 441,378 INTL FCSTONE INC COM 46116V105 201,247 9,694 SH SOLE 1 9,694 INTL FCSTONE INC COM 46116V105 408,910 19,697 SH DEFINED 4 19,697 INTL FLAVORS + FRAGRANCES COM 459506101 1,999,802 35,571 SH SOLE 1 35,571 INTL GAME TECHNOLOGY COM 459902102 1,395,883 96,069 SH SOLE 1 96,069 INTL PAPER CO COM 460146103 51,150 2,200 SH DEFINED 4 2,200 INTL PAPER CO COM 460146103 49,197 2,116 SH DEFINED 3 2,116 INTL PAPER CO COM 460146103 36,038 1,550 SH DEFINED 2 1,550 INTL RECTIFIER CORP COM 460254105 2,862,602 153,738 SH SOLE 1 153,738 INTL SHIPHOLDING CORP COM 460321201 73,313 3,965 SH SOLE 1 3,965 INTL SPEEDWAY CORP CL A COM 460335201 1,902,755 83,308 SH SOLE 1 83,308 INTRALINKS HOLDINGS INC COM 46118H104 175,298 23,342 SH SOLE 1 23,342 INTREPID POTASH INC COM 46121Y102 2,855,325 114,810 SH SOLE 1 114,810 INTREPID POTASH INC COM 46121Y102 74,610 3,000 SH DEFINED 2 3,000 INTUIT COM 461202103 45,068 950 SH DEFINED 3 950 INTUIT INC COM 461202103 5,531,267 116,595 SH SOLE 1 116,595 INTUITIVE SURGICAL INC COM 46120E602 5,482,778 15,051 SH SOLE 1 15,051 INTUITIVE SURGICAL INC COM 46120E602 72,856 200 SH DEFINED 3 200 INTUITIVE SURGICAL INC COM 46120E602 230,589 633 SH DEFINED 2 633 INVACARE CORP COM 461203101 547,845 23,778 SH SOLE 1 23,778 INVESCO HIGH YIELD INVST FD COM 46133K108 13,975 2,500 SH DEFINED 3 2,500 INVESCO INSRD MUNI INCM TRST COM 46132P108 26,299 1,700 SH DEFINED 2 1,700 INVESCO LTD COM G491BT108 3,177,720 204,882 SH SOLE 1 204,882 INVESCO LTD COM G491BT108 3,536 228 SH DEFINED 3 228 INVESCO MORTGAGE CAPITAL COM 46131B100 1,190,820 84,276 SH SOLE 1 84,276 INVESCO MORTGAGE CAPITAL INC COM 46131B100 71,893 5,088 SH DEFINED 4 5,088 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,060 75 SH DEFINED 3 75 INVESCO MORTGAGE CAPITAL INC COM 46131B100 60,307 4,268 SH DEFINED 2 4,268 INVESCO MUNI INC OPP TRS III COM 46133C106 30 4 SH DEFINED 3 4 INVESCO QUALITY MUN INVT TR COM 46133H105 19,032 1,444 SH DEFINED 3 1,444 INVESCO QUALITY MUN SECS COM 46133J101 4,766 334 SH DEFINED 4 334 INVESCO QUALITY MUNI INC TRS COM 46133G107 8,981 700 SH DEFINED 4 700 INVESCO QUALITY MUNI INC TRS COM 46133G107 69,474 5,415 SH DEFINED 3 5,415 INVESCO VAN KAMP DYN CRDT OP COM 46132R104 22,898 2,150 SH DEFINED 3 2,150 INVESCO VAN KAMP DYN CRDT OP COM 46132R104 1,065 100 SH DEFINED 2 100 INVESCO VAN KAMPEN ADVANTAGE COM 46132E103 97,155 7,996 SH DEFINED 4 7,996 INVESCO VAN KAMPEN ADVANTAGE COM 46132E103 37,774 3,109 SH DEFINED 3 3,109 INVESCO VAN KAMPEN MUNI OPP COM 46132C107 7,741 563 SH DEFINED 3 563
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- INVESCO VAN KAMPEN MUNI TRST COM 46131J103 2,708 200 SH DEFINED 2 200 INVESCO VAN KAMPEN OHIO QUAL COM 46131K100 11,272 756 SH DEFINED 2 756 INVESCO VAN KAMPEN PA VALUE COM 46132K109 23,137 1,700 SH DEFINED 3 1,700 INVESCO VAN KAMPEN SR INC TR COM 46131H107 18,990 4,500 SH DEFINED 4 4,500 INVESCO VAN KAMPEN SR INC TR COM 46131H107 21,801 5,166 SH DEFINED 3 5,166 INVESCO VAN KAMPEN SR INC TR COM 46131H107 82,248 19,490 SH DEFINED 2 19,490 INVESCO VAN KAMPEN TR INVT G COM 46131R105 791 50 SH DEFINED 4 50 INVESCO VAN KAMPEN TR INVT G COM 46131M106 6,562 456 SH DEFINED 2 456 INVESTMENT TECHNOLOGY GROU COM 46145F105 330,628 33,772 SH SOLE 1 33,772 INVESTORS BANCORP INC COM 46146P102 426,970 33,806 SH SOLE 1 33,806 INVESTORS REAL ESTATE TRUS COM 461730103 422,129 58,629 SH SOLE 1 58,629 ION GEOPHYSICAL CORP COM 462044108 507,293 107,250 SH SOLE 1 107,250 ION GEOPHYSICAL CORP COM 462044108 44,935 9,500 SH DEFINED 4 9,500 ION GEOPHYSICAL CORP COM 462044108 2,365 500 SH DEFINED 2 500 IPC THE HOSPITALIST CO COM 44984A105 478,781 13,415 SH SOLE 1 13,415 IPG PHOTONICS CORP COM 44980X109 16,290 375 SH SOLE 1 375 IRELAND BK COM 46267Q103 15 15 SH DEFINED 4 15 IRELAND BK COM 46267Q103 103 100 SH DEFINED 3 100 IRELAND BK COM 46267Q103 34,997 33,978 SH DEFINED 2 33,978 IRIDIUM COMMUNICATIONS INC COM 46269C102 197,309 31,824 SH SOLE 1 31,824 IRIS INTERNATIONAL INC COM 46270W105 116,601 12,999 SH SOLE 1 12,999 IROBOT CORP COM 462726100 496,533 19,735 SH SOLE 1 19,735 IRON MOUNTAIN INC COM 462846106 2,972,343 94,002 SH SOLE 1 94,002 IRON MTN INC COM 462846106 296,564 9,379 SH DEFINED 3 9,379 IRON MTN INC COM 462846106 1,549 49 SH DEFINED 2 49 IRONWOOD PHARMACEUTICALS I COM 46333X108 397,904 36,843 SH SOLE 1 36,843 ISHARES GOLD TRUST COM 464285105 1,355,016 85,598 SH DEFINED 4 85,598 ISHARES GOLD TRUST COM 464285105 416,155 26,289 SH DEFINED 3 26,289 ISHARES GOLD TRUST COM 464285105 3,807,590 240,530 SH DEFINED 2 240,530 ISHARES GOLD TRUST COM 464285905 300 10 SH C DEFINED 2 10 ISHARES INC COM 464286103 62,186 3,100 SH DEFINED 4 3,100 ISHARES INC COM 464286400 232,381 4,468 SH DEFINED 4 4,468 ISHARES INC COM 464286509 15,676 615 SH DEFINED 4 615 ISHARES INC COM 464286640 85,173 1,601 SH DEFINED 4 1,601 ISHARES INC COM 464286657 4,403 130 SH DEFINED 4 130 ISHARES INC COM 464286665 58,060 1,579 SH DEFINED 4 1,579 ISHARES INC COM 464286673 5,500 500 SH DEFINED 4 500 ISHARES INC COM 464286707 8,668 455 SH DEFINED 4 455 ISHARES INC COM 464286756 10,920 475 SH DEFINED 4 475 ISHARES INC COM 464286772 27,337 587 SH DEFINED 4 587 ISHARES INC COM 464286780 5,315 94 SH DEFINED 4 94 ISHARES INC COM 464286806 18,325 1,003 SH DEFINED 4 1,003 ISHARES INC COM 464286822 76,262 1,557 SH DEFINED 4 1,557 ISHARES INC COM 464286830 113,113 9,283 SH DEFINED 4 9,283 ISHARES INC COM 464286848 35,002 3,700 SH DEFINED 4 3,700 ISHARES INC COM 464286624 71,874 1,350 SH DEFINED 4 1,350 ISHARES INC COM 464286715 11,657 245 SH DEFINED 4 245 ISHARES INC COM 464286103 296,487 14,780 SH DEFINED 3 14,780 ISHARES INC COM 464286400 918,542 17,661 SH DEFINED 3 17,661 ISHARES INC COM 464286509 177,818 6,976 SH DEFINED 3 6,976 ISHARES INC COM 464286640 36,176 680 SH DEFINED 3 680 ISHARES INC COM 464286657 51,110 1,509 SH DEFINED 3 1,509 ISHARES INC COM 464286665 17,130 466 SH DEFINED 3 466 ISHARES INC COM 464286731 94 8 SH DEFINED 3 8 ISHARES INC COM 464286756 2,483 108 SH DEFINED 3 108 ISHARES INC COM 464286772 1,397 30 SH DEFINED 3 30 ISHARES INC COM 464286806 64,584 3,535 SH DEFINED 3 3,535 ISHARES INC COM 464286822 38,204 780 SH DEFINED 3 780 ISHARES INC COM 464286830 76,851 6,307 SH DEFINED 3 6,307 ISHARES INC COM 464286848 34,075 3,602 SH DEFINED 3 3,602 ISHARES INC COM 464286871 13,656 953 SH DEFINED 3 953 ISHARES INC COM 464286202 1,501 100 SH DEFINED 3 100 ISHARES INC COM 464286624 57,819 1,086 SH DEFINED 3 1,086 ISHARES INC COM 464286632 8,028 200 SH DEFINED 3 200 ISHARES INC COM 464286103 388,887 19,386 SH DEFINED 2 19,386 ISHARES INC COM 464286400 162,803 3,130 SH DEFINED 2 3,130 ISHARES INC COM 464286509 25,490 1,000 SH DEFINED 2 1,000 ISHARES INC COM 464286608 6,229 228 SH DEFINED 2 228 ISHARES INC COM 464286640 904 17 SH DEFINED 2 17 ISHARES INC COM 464286657 8,129 240 SH DEFINED 2 240 ISHARES INC COM 464286665 122,555 3,333 SH DEFINED 2 3,333 ISHARES INC COM 464286673 3,993 363 SH DEFINED 2 363 ISHARES INC COM 464286731 11,456 970 SH DEFINED 2 970 ISHARES INC COM 464286749 10,570 488 SH DEFINED 2 488 ISHARES INC COM 464286756 28,370 1,234 SH DEFINED 2 1,234 ISHARES INC COM 464286772 30,736 660 SH DEFINED 2 660 ISHARES INC COM 464286780 10,912 193 SH DEFINED 2 193 ISHARES INC COM 464286806 12,351 676 SH DEFINED 2 676 ISHARES INC COM 464286830 201,187 16,511 SH DEFINED 2 16,511 ISHARES INC COM 464286848 116,623 12,328 SH DEFINED 2 12,328 ISHARES INC COM 464286871 4,299 300 SH DEFINED 2 300
---------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 ---------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER --------------------------- ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE(C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- ------- ISHARES INC COM 464286582 9,376 205 SH DEFINED 2 205 ISHARES INC COM 464286624 801,315 15,051 SH DEFINED 2 15,051 ISHARES RUSSELL MIDCAP GRO RUSS MCP 464287481 1,350,208 27,200 SH SOLE 1 27,200 ISHARES RUSSELL MIDCAP IND RUSS MCP 464287499 1,888,550 21,400 SH SOLE 1 21,400 ISHARES RUSSELL MIDCAP VAL RUSS MCP V 464287473 2,780,176 72,100 SH SOLE 1 72,100 ISHARES S&P GSCI COMMODITY I COM 46428R107 223,044 7,388 SH DEFINED 4 7,388 ISHARES S&P GSCI COMMODITY I COM 46428R107 188,869 6,256 SH DEFINED 3 6,256 ISHARES S&P GSCI COMMODITY I COM 46428R107 4,136 137 SH DEFINED 2 137 ISHARES S+P 500 GROWTH IND S&P 500 GR 464287309 649,144 10,600 SH SOLE 1 10,600 ISHARES S+P 500 INDEX FUND S&P 500 IND 464287200 284,225 2,500 SH SOLE 1 2,500 ISHARES S+P 500 VALUE INDE S&P 500 VAL 464287408 61,896 1,200 SH SOLE 1 1,200 ISHARES S+P SMALLCAP 600 I S&P SML CAP 464287804 99,450 1,700 SH SOLE 1 1,700 ISHARES SILVER TRUST COM 46428Q109 744,635 25,757 SH DEFINED 4 25,757 ISHARES SILVER TRUST COM 46428Q909 2,370 20 SH C DEFINED 4 20 ISHARES SILVER TRUST COM 46428Q109 1,569,004 54,272 SH DEFINED 3 54,272 ISHARES SILVER TRUST COM 46428Q909 3,472 47 SH C DEFINED 3 47 ISHARES SILVER TRUST COM 46428Q109 3,592,299 124,258 SH DEFINED 2 124,258 ISHARES TR COM 464287101 7,766 151 SH DEFINED 4 151 ISHARES TR COM 464287168 165,511 3,431 SH DEFINED 4 3,431 ISHARES TR COM 464287176 1,536,336 13,441 SH DEFINED 4 13,441 ISHARES TR COM 464287184 52,226 1,694 SH DEFINED 4 1,694 ISHARES TR COM 464287192 26,334 350 SH DEFINED 4 350 ISHARES TR COM 464287200 68,896 606 SH DEFINED 4 606 ISHARES TR COM 464287226 246,646 2,240 SH DEFINED 4 2,240 ISHARES TR COM 464287234 1,235,941 35,217 SH DEFINED 4 35,217 ISHARES TR COM 464287242 3,045,515 27,117 SH DEFINED 4 27,117 ISHARES TR COM 464287275 13,575 250 SH DEFINED 4 250 ISHARES TR COM 464287291 4,372 80 SH DEFINED 4 80 ISHARES TR COM 464287309 324,450 5,298 SH DEFINED 4 5,298 ISHARES TR COM 464287325 25,970 500 SH DEFINED 4 500 ISHARES TR COM 464287333 2,246 65 SH DEFINED 4 65 ISHARES TR COM 464287341 102,858 3,100 SH DEFINED 4 3,100 ISHARES TR COM 464287374 36,839 1,101 SH DEFINED 4 1,101 ISHARES TR COM 464287408 154,431 2,994 SH DEFINED 4 2,994 ISHARES TR COM 464287432 316,496 2,620 SH DEFINED 4 2,620 ISHARES TR COM 464287440 2,120,102 20,178 SH DEFINED 4 20,178 ISHARES TR COM 464287457 1,071,618 12,671 SH DEFINED 4 12,671 ISHARES TR COM 464287465 459,883 9,625 SH DEFINED 4 9,625 ISHARES TR COM 464287473 832,857 21,599 SH DEFINED 4 21,599 ISHARES TR COM 464287481 48,995 987 SH DEFINED 4 987 ISHARES TR COM 464287499 158,938 1,801 SH DEFINED 4 1,801 ISHARES TR COM 464287507 303,771 3,895 SH DEFINED 4 3,895 ISHARES TR COM 464287515 20,868 400 SH DEFINED 4 400 ISHARES TR COM 464287556 64,412 690 SH DEFINED 4 690 ISHARES TR COM 464287564 81,118 1,322 SH DEFINED 4 1,322 ISHARES TR COM 464287572 16,086 300 SH DEFINED 4 300 ISHARES TR COM 464287598 134,797 2,382 SH DEFINED 4 2,382 ISHARES TR COM 464287606 23,808 265 SH DEFINED 4 265 ISHARES TR COM 464287614 232,877 4,429 SH DEFINED 4 4,429 ISHARES TR COM 464287630 60,395 1,059 SH DEFINED 4 1,059 ISHARES TR COM 464287648 5,510 75 SH DEFINED 4 75 ISHARES TR COM 464287655 259,515 4,036 SH DEFINED 4 4,036 ISHARES TR COM 464287663 44,400 600 SH DEFINED 4 600 ISHARES TR COM 464287671 549,722 12,859 SH DEFINED 4 12,859 ISHARES TR COM 464287689 27,493 412 SH DEFINED 4 412 ISHARES TR COM 464287697 8,175 100 SH DEFINED 4 100 ISHARES TR COM 464287705 17,889 271 SH DEFINED 4 271 ISHARES TR COM 464287721 36,963 625 SH DEFINED 4 625 ISHARES TR COM 464287739 915,924 18,112 SH DEFINED 4 18,112 ISHARES TR COM 464287762 6,531 100 SH DEFINED 4 100 ISHARES TR COM 464287796 125,187 3,695 SH DEFINED 4 3,695 ISHARES TR COM 464287804 68,199 1,165 SH DEFINED 4 1,165 ISHARES TR COM 464287812 12,582 200 SH DEFINED 4 200 ISHARES TR COM 464287838 154,533 2,738 SH DEFINED 4 2,738 ISHARES TR COM 464287879 2,664 45 SH DEFINED 4 45 ISHARES TR COM 464287887 32,230 500 SH DEFINED 4 500 ISHARES TR COM 464288323 149,592 1,390 SH DEFINED 4 1,390 ISHARES TR COM 464288356 10,955 100 SH DEFINED 4 100 ISHARES TR COM 464288414 1,901,356 17,828 SH DEFINED 4 17,828 ISHARES TR COM 464288513 629,831 7,604 SH DEFINED 4 7,604 ISHARES TR COM 464288588 108,082 999 SH DEFINED 4 999 ISHARES TR COM 464288646 73,930 711 SH DEFINED 4 711 ISHARES TR COM 464288661 31,099 256 SH DEFINED 4 256 ISHARES TR COM 464288687 1,496,640 42,029 SH DEFINED 4 42,029 ISHARES TR COM 464288778 2,533 140 SH DEFINED 4 140 ISHARES TR COM 464288802 5,047 101 SH DEFINED 4 101 ISHARES TR COM 464288810 442,461 7,840 SH DEFINED 4 7,840 ISHARES TR COM 464288828 15,353 298 SH DEFINED 4 298 ISHARES TR COM 464288851 46,062 900 SH DEFINED 4 900 ISHARES TR COM 464288869 31,244 794 SH DEFINED 4 794 ISHARES TR COM 464288885 22,926 460 SH DEFINED 4 460
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ISHARES TR COM 464288109 5,276 100 SH DEFINED 4 100 ISHARES TR COM 464288125 91,220 893 SH DEFINED 4 893 ISHARES TR COM 464288174 366,564 10,687 SH DEFINED 4 10,687 ISHARES TR COM 464288208 3,750 50 SH DEFINED 4 50 ISHARES TR COM 464288224 3,801 410 SH DEFINED 4 410 ISHARES TR COM 464288281 120,717 1,145 SH DEFINED 4 1,145 ISHARES TR COM 464288448 48,444 1,710 SH DEFINED 4 1,710 ISHARES TR COM 464288489 2,599 104 SH DEFINED 4 104 ISHARES TR COM 464288497 2,506 81 SH DEFINED 4 81 ISHARES TR COM 464288620 92,997 863 SH DEFINED 4 863 ISHARES TR COM 464288638 96,111 900 SH DEFINED 4 900 ISHARES TR COM 464288653 275,484 2,084 SH DEFINED 4 2,084 ISHARES TR COM 464288679 21,940 199 SH DEFINED 4 199 ISHARES TR COM 464288695 28,156 525 SH DEFINED 4 525 ISHARES TR COM 464288703 11,434 168 SH DEFINED 4 168 ISHARES TR COM 464288711 8,276 200 SH DEFINED 4 200 ISHARES TR COM 464288760 39,077 717 SH DEFINED 4 717 ISHARES TR COM 464289511 1,115,183 19,381 SH DEFINED 4 19,381 ISHARES TR COM 464289859 17,504 575 SH DEFINED 4 575 ISHARES TR COM 46429B309 70,336 2,722 SH DEFINED 4 2,722 ISHARES TR COM 46429B606 11,620 500 SH DEFINED 4 500 ISHARES TR COM 46429B663 24,975 500 SH DEFINED 4 500 ISHARES TR COM 464287952 58,784 352 SH P DEFINED 4 352 ISHARES TR COM 464287101 21,955 427 SH DEFINED 3 427 ISHARES TR COM 464287143 183,193 2,900 SH DEFINED 3 2,900 ISHARES TR COM 464287168 1,240,335 25,712 SH DEFINED 3 25,712 ISHARES TR COM 464287176 4,859,720 42,517 SH DEFINED 3 42,517 ISHARES TR COM 464287184 157,177 5,098 SH DEFINED 3 5,098 ISHARES TR COM 464287192 34,234 455 SH DEFINED 3 455 ISHARES TR COM 464287200 641,439 5,642 SH DEFINED 3 5,642 ISHARES TR COM 464287226 2,118,977 19,244 SH DEFINED 3 19,244 ISHARES TR COM 464287234 935,649 26,660 SH DEFINED 3 26,660 ISHARES TR COM 464287242 1,151,655 10,254 SH DEFINED 3 10,254 ISHARES TR COM 464287275 255,427 4,704 SH DEFINED 3 4,704 ISHARES TR COM 464287291 250,242 4,579 SH DEFINED 3 4,579 ISHARES TR COM 464287309 898,956 14,679 SH DEFINED 3 14,679 ISHARES TR COM 464287325 43,058 829 SH DEFINED 3 829 ISHARES TR COM 464287333 18,559 537 SH DEFINED 3 537 ISHARES TR COM 464287341 134,346 4,049 SH DEFINED 3 4,049 ISHARES TR COM 464287374 133,093 3,978 SH DEFINED 3 3,978 ISHARES TR COM 464287408 69,370 1,345 SH DEFINED 3 1,345 ISHARES TR COM 464287432 85,647 709 SH DEFINED 3 709 ISHARES TR COM 464287440 789,811 7,517 SH DEFINED 3 7,517 ISHARES TR COM 464287457 728,892 8,619 SH DEFINED 3 8,619 ISHARES TR COM 464287465 401,441 8,402 SH DEFINED 3 8,402 ISHARES TR COM 464287473 464,031 12,034 SH DEFINED 3 12,034 ISHARES TR COM 464287481 823,279 16,585 SH DEFINED 3 16,585 ISHARES TR COM 464287499 177,831 2,015 SH DEFINED 3 2,015 ISHARES TR COM 464287507 201,045 2,578 SH DEFINED 3 2,578 ISHARES TR COM 464287531 6,293 250 SH DEFINED 3 250 ISHARES TR COM 464287549 850,508 15,366 SH DEFINED 3 15,366 ISHARES TR COM 464287556 89,523 959 SH DEFINED 3 959 ISHARES TR COM 464287564 1,310,904 21,364 SH DEFINED 3 21,364 ISHARES TR COM 464287572 9,491 177 SH DEFINED 3 177 ISHARES TR COM 464287580 5,885 92 SH DEFINED 3 92 ISHARES TR COM 464287598 1,304,117 23,045 SH DEFINED 3 23,045 ISHARES TR COM 464287606 131,795 1,467 SH DEFINED 3 1,467 ISHARES TR COM 464287614 1,689,974 32,141 SH DEFINED 3 32,141 ISHARES TR COM 464287622 105,130 1,681 SH DEFINED 3 1,681 ISHARES TR COM 464287630 299,680 5,255 SH DEFINED 3 5,255 ISHARES TR COM 464287648 336,786 4,584 SH DEFINED 3 4,584 ISHARES TR COM 464287655 387,613 6,028 SH DEFINED 3 6,028 ISHARES TR COM 464287671 90,630 2,120 SH DEFINED 3 2,120 ISHARES TR COM 464287689 390,611 5,854 SH DEFINED 3 5,854 ISHARES TR COM 464287697 18,921 231 SH DEFINED 3 231 ISHARES TR COM 464287705 254,535 3,856 SH DEFINED 3 3,856 ISHARES TR COM 464287713 14,089 691 SH DEFINED 3 691 ISHARES TR COM 464287721 34,006 575 SH DEFINED 3 575 ISHARES TR COM 464287739 900,154 17,800 SH DEFINED 3 17,800 ISHARES TR COM 464287754 32,909 599 SH DEFINED 3 599 ISHARES TR COM 464287762 42,778 655 SH DEFINED 3 655 ISHARES TR COM 464287770 2,055 50 SH DEFINED 3 50 ISHARES TR COM 464287788 24,536 556 SH DEFINED 3 556 ISHARES TR COM 464287796 135,825 4,009 SH DEFINED 3 4,009 ISHARES TR COM 464287804 274,347 4,686 SH DEFINED 3 4,686 ISHARES TR COM 464287812 102,626 1,631 SH DEFINED 3 1,631 ISHARES TR COM 464287838 36,404 645 SH DEFINED 3 645 ISHARES TR COM 464287846 185,121 3,273 SH DEFINED 3 3,273 ISHARES TR COM 464287879 107,785 1,821 SH DEFINED 3 1,821 ISHARES TR COM 464287887 97,335 1,510 SH DEFINED 3 1,510 ISHARES TR COM 464288273 629 18 SH DEFINED 3 18
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ISHARES TR COM 464288414 70,709 663 SH DEFINED 3 663 ISHARES TR COM 464288513 1,320,276 15,940 SH DEFINED 3 15,940 ISHARES TR COM 464288539 492,338 39,577 SH DEFINED 3 39,577 ISHARES TR COM 464288570 4,235 100 SH DEFINED 3 100 ISHARES TR COM 464288588 1,839 17 SH DEFINED 3 17 ISHARES TR COM 464288646 121,137 1,165 SH DEFINED 3 1,165 ISHARES TR COM 464288661 685,147 5,640 SH DEFINED 3 5,640 ISHARES TR COM 464288687 1,615,586 45,369 SH DEFINED 3 45,369 ISHARES TR COM 464288752 157,422 17,589 SH DEFINED 3 17,589 ISHARES TR COM 464288794 5,967 300 SH DEFINED 3 300 ISHARES TR COM 464288802 33,362 668 SH DEFINED 3 668 ISHARES TR COM 464288828 3,709 72 SH DEFINED 3 72 ISHARES TR COM 464288844 6,936 160 SH DEFINED 3 160 ISHARES TR COM 464288851 50,719 991 SH DEFINED 3 991 ISHARES TR COM 464288869 28,394 722 SH DEFINED 3 722 ISHARES TR COM 464288877 32,509 784 SH DEFINED 3 784 ISHARES TR COM 464288885 16,696 335 SH DEFINED 3 335 ISHARES TR COM 464287119 11,314 188 SH DEFINED 3 188 ISHARES TR COM 464287127 38,438 599 SH DEFINED 3 599 ISHARES TR COM 464287150 31,209 609 SH DEFINED 3 609 ISHARES TR COM 464288109 46,798 887 SH DEFINED 3 887 ISHARES TR COM 464288125 40,656 398 SH DEFINED 3 398 ISHARES TR COM 464288158 58,636 550 SH DEFINED 3 550 ISHARES TR COM 464288166 451 4 SH DEFINED 3 4 ISHARES TR COM 464288190 12,019 325 SH DEFINED 3 325 ISHARES TR COM 464288281 17,607 167 SH DEFINED 3 167 ISHARES TR COM 464288307 22,103 254 SH DEFINED 3 254 ISHARES TR COM 464288372 19,134 600 SH DEFINED 3 600 ISHARES TR COM 464288406 9,572 149 SH DEFINED 3 149 ISHARES TR COM 464288422 5,548 200 SH DEFINED 3 200 ISHARES TR COM 464288448 345,909 12,210 SH DEFINED 3 12,210 ISHARES TR COM 464288463 2,358 100 SH DEFINED 3 100 ISHARES TR COM 464288505 7,732 106 SH DEFINED 3 106 ISHARES TR COM 464288562 29,085 750 SH DEFINED 3 750 ISHARES TR COM 464288604 11,581 158 SH DEFINED 3 158 ISHARES TR COM 464288620 1,832 17 SH DEFINED 3 17 ISHARES TR COM 464288638 198,523 1,859 SH DEFINED 3 1,859 ISHARES TR COM 464288653 225,516 1,706 SH DEFINED 3 1,706 ISHARES TR COM 464288695 148,180 2,763 SH DEFINED 3 2,763 ISHARES TR COM 464288703 10,807 159 SH DEFINED 3 159 ISHARES TR COM 464288711 49,863 1,205 SH DEFINED 3 1,205 ISHARES TR COM 464288729 18,790 429 SH DEFINED 3 429 ISHARES TR COM 464288737 26,675 431 SH DEFINED 3 431 ISHARES TR COM 464288745 10,913 232 SH DEFINED 3 232 ISHARES TR COM 464288760 103,169 1,893 SH DEFINED 3 1,893 ISHARES TR COM 464288836 33,180 500 SH DEFINED 3 500 ISHARES TR COM 464289446 13,029 490 SH DEFINED 3 490 ISHARES TR COM 464289511 212,610 3,695 SH DEFINED 3 3,695 ISHARES TR COM 464289636 3,911 75 SH DEFINED 3 75 ISHARES TR COM 464289875 90,753 3,137 SH DEFINED 3 3,137 ISHARES TR COM 46429B309 22,532 872 SH DEFINED 3 872 ISHARES TR COM 46429B408 64 3 SH DEFINED 3 3 ISHARES TR COM 46429B606 2,185 94 SH DEFINED 3 94 ISHARES TR COM 464287101 81,362 1,582 SH DEFINED 2 1,582 ISHARES TR COM 464287168 1,596,856 33,102 SH DEFINED 2 33,102 ISHARES TR COM 464287176 7,285,560 63,741 SH DEFINED 2 63,741 ISHARES TR COM 464287184 383,313 12,433 SH DEFINED 2 12,433 ISHARES TR COM 464287192 8,276 110 SH DEFINED 2 110 ISHARES TR COM 464287200 1,563,124 13,749 SH DEFINED 2 13,749 ISHARES TR COM 464287226 2,434,303 22,108 SH DEFINED 2 22,108 ISHARES TR COM 464287234 1,033,342 29,444 SH DEFINED 2 29,444 ISHARES TR COM 464287242 7,486,839 66,662 SH DEFINED 2 66,662 ISHARES TR COM 464287275 28,236 520 SH DEFINED 2 520 ISHARES TR COM 464287291 13,663 250 SH DEFINED 2 250 ISHARES TR COM 464287309 25,598 418 SH DEFINED 2 418 ISHARES TR COM 464287325 5,558 107 SH DEFINED 2 107 ISHARES TR COM 464287333 34,560 1,000 SH DEFINED 2 1,000 ISHARES TR COM 464287341 194,522 5,863 SH DEFINED 2 5,863 ISHARES TR COM 464287374 134,264 4,013 SH DEFINED 2 4,013 ISHARES TR COM 464287390 23,406 602 SH DEFINED 2 602 ISHARES TR COM 464287408 12,843 249 SH DEFINED 2 249 ISHARES TR COM 464287432 1,222,556 10,120 SH DEFINED 2 10,120 ISHARES TR COM 464287440 1,251,804 11,914 SH DEFINED 2 11,914 ISHARES TR COM 464287457 715,631 8,462 SH DEFINED 2 8,462 ISHARES TR COM 464287465 415,313 8,692 SH DEFINED 2 8,692 ISHARES TR COM 464287473 649,981 16,856 SH DEFINED 2 16,856 ISHARES TR COM 464287481 59,007 1,189 SH DEFINED 2 1,189 ISHARES TR COM 464287499 164,702 1,866 SH DEFINED 2 1,866 ISHARES TR COM 464287507 2,761,317 35,406 SH DEFINED 2 35,406 ISHARES TR COM 464287515 626 12 SH DEFINED 2 12 ISHARES TR COM 464287523 1,653 36 SH DEFINED 2 36
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ISHARES TR COM 464287531 403 16 SH DEFINED 2 16 ISHARES TR COM 464287549 8,192 148 SH DEFINED 2 148 ISHARES TR COM 464287556 44,808 480 SH DEFINED 2 480 ISHARES TR COM 464287564 21,906 357 SH DEFINED 2 357 ISHARES TR COM 464287572 25,523 476 SH DEFINED 2 476 ISHARES TR COM 464287580 31,473 492 SH DEFINED 2 492 ISHARES TR COM 464287598 421,205 7,443 SH DEFINED 2 7,443 ISHARES TR COM 464287606 1,732,385 19,283 SH DEFINED 2 19,283 ISHARES TR COM 464287614 483,357 9,193 SH DEFINED 2 9,193 ISHARES TR COM 464287622 9,124 146 SH DEFINED 2 146 ISHARES TR COM 464287630 1,069,027 18,745 SH DEFINED 2 18,745 ISHARES TR COM 464287648 91,838 1,250 SH DEFINED 2 1,250 ISHARES TR COM 464287655 74,723 1,162 SH DEFINED 2 1,162 ISHARES TR COM 464287689 510,630 7,652 SH DEFINED 2 7,652 ISHARES TR COM 464287697 8,093 99 SH DEFINED 2 99 ISHARES TR COM 464287705 22,311 338 SH DEFINED 2 338 ISHARES TR COM 464287713 5,363 263 SH DEFINED 2 263 ISHARES TR COM 464287721 125,791 2,127 SH DEFINED 2 2,127 ISHARES TR COM 464287739 824,240 16,299 SH DEFINED 2 16,299 ISHARES TR COM 464287754 494 9 SH DEFINED 2 9 ISHARES TR COM 464287762 42,778 655 SH DEFINED 2 655 ISHARES TR COM 464287770 164 4 SH DEFINED 2 4 ISHARES TR COM 464287788 7,502 170 SH DEFINED 2 170 ISHARES TR COM 464287796 222,338 6,563 SH DEFINED 2 6,563 ISHARES TR COM 464287804 277,328 4,737 SH DEFINED 2 4,737 ISHARES TR COM 464287812 248,054 3,943 SH DEFINED 2 3,943 ISHARES TR COM 464287838 13,546 240 SH DEFINED 2 240 ISHARES TR COM 464287879 45,931 776 SH DEFINED 2 776 ISHARES TR COM 464287887 135,173 2,097 SH DEFINED 2 2,097 ISHARES TR COM 464288182 560 12 SH DEFINED 2 12 ISHARES TR COM 464288414 395,672 3,710 SH DEFINED 2 3,710 ISHARES TR COM 464288513 2,694,851 32,535 SH DEFINED 2 32,535 ISHARES TR COM 464288539 2,488 200 SH DEFINED 2 200 ISHARES TR COM 464288570 64,457 1,522 SH DEFINED 2 1,522 ISHARES TR COM 464288588 482,852 4,463 SH DEFINED 2 4,463 ISHARES TR COM 464288646 2,574,138 24,756 SH DEFINED 2 24,756 ISHARES TR COM 464288661 594,098 4,891 SH DEFINED 2 4,891 ISHARES TR COM 464288687 1,488,374 41,797 SH DEFINED 2 41,797 ISHARES TR COM 464288752 19,153 2,140 SH DEFINED 2 2,140 ISHARES TR COM 464288778 12,663 700 SH DEFINED 2 700 ISHARES TR COM 464288810 16,932 300 SH DEFINED 2 300 ISHARES TR COM 464288851 2,559 50 SH DEFINED 2 50 ISHARES TR COM 464288869 22,430 570 SH DEFINED 2 570 ISHARES TR COM 464288877 10,373 250 SH DEFINED 2 250 ISHARES TR COM 464288885 2,542 51 SH DEFINED 2 51 ISHARES TR COM 464287127 107,806 1,680 SH DEFINED 2 1,680 ISHARES TR COM 464288117 9,940 95 SH DEFINED 2 95 ISHARES TR COM 464288174 6,860 200 SH DEFINED 2 200 ISHARES TR COM 464288281 439,011 4,164 SH DEFINED 2 4,164 ISHARES TR COM 464288372 60,591 1,900 SH DEFINED 2 1,900 ISHARES TR COM 464288448 226,272 7,987 SH DEFINED 2 7,987 ISHARES TR COM 464288505 461,418 6,326 SH DEFINED 2 6,326 ISHARES TR COM 464288653 125,184 947 SH DEFINED 2 947 ISHARES TR COM 464288679 737,793 6,692 SH DEFINED 2 6,692 ISHARES TR COM 464288695 164,483 3,067 SH DEFINED 2 3,067 ISHARES TR COM 464288737 619,086 10,003 SH DEFINED 2 10,003 ISHARES TR COM 464288760 11,718 215 SH DEFINED 2 215 ISHARES TR COM 464288836 7,631 115 SH DEFINED 2 115 ISHARES TR COM 464289875 421,915 14,584 SH DEFINED 2 14,584 ISHARES TR COM 464289883 65,065 2,275 SH DEFINED 2 2,275 ISHARES TR COM 46429B309 186,746 7,227 SH DEFINED 2 7,227 ISHARES TR COM 46429B747 1,499,207 14,788 SH DEFINED 2 14,788 ISIS PHARMACEUTICALS INC COM 464330109 493,191 72,742 SH SOLE 1 72,742 ISIS PHARMACEUTICALS INC COM 464330109 6,780 1,000 SH DEFINED 3 1,000 ISIS PHARMACEUTICALS INC COM 464330109 678 100 SH DEFINED 2 100 ISLE OF CAPRI CASINOS COM 464592104 72,145 14,906 SH SOLE 1 14,906 ISLE OF CAPRI CASINOS INC COM 464592104 295 61 SH DEFINED 3 61 ISRAMCO INC COM 465141406 45,192 782 SH SOLE 1 782 ISTA PHARMACEUTICALS INC COM 45031X204 80,792 23,418 SH SOLE 1 23,418 ISTAR FINANCIAL INC COM 45031U101 393,083 67,540 SH SOLE 1 67,540 ISTAR FINL INC COM 45031U101 15,272 2,624 SH DEFINED 3 2,624 ITAU UNIBANCO HLDG SA COM 465562106 14,403 928 SH DEFINED 4 928 ITAU UNIBANCO HLDG SA COM 465562106 19,054 1,228 SH DEFINED 3 1,228 ITC HLDGS CORP COM 465685105 607,516 7,846 SH DEFINED 4 7,846 ITC HLDGS CORP COM 465685105 49,555 640 SH DEFINED 3 640 ITC HLDGS CORP COM 465685105 26,558 343 SH DEFINED 2 343 ITC HOLDINGS CORP COM 465685105 61,712 797 SH SOLE 1 797 ITRON INC COM 465741106 2,635,176 89,328 SH SOLE 1 89,328 ITRON INC COM 465741106 1,180 40 SH DEFINED 3 40 ITRON INC COM 465741106 3,275 111 SH DEFINED 2 111 ITT CORP COM 450911102 2,835,042 67,501 SH SOLE 1 67,501
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ITT CORP NEW COM 450911102 156,408 3,724 SH DEFINED 3 3,724 ITT CORP NEW COM 450911102 291,942 6,951 SH DEFINED 2 6,951 ITT EDUCATIONAL SERVICES I COM 45068B109 2,550,103 44,288 SH SOLE 1 44,288 ITT EDUCATIONAL SERVICES INC COM 45068B109 5,470 95 SH DEFINED 3 95 IVANHOE MINES LTD COM 46579N103 10,960 800 SH DEFINED 4 800 IVANHOE MINES LTD COM 46579N103 9,590 700 SH DEFINED 3 700 IXIA COM 45071R109 216,302 28,201 SH SOLE 1 28,201 IXYS CORPORATION COM 46600W106 191,956 17,643 SH SOLE 1 17,643 J & J SNACK FOODS CORP COM 466032109 1,682 35 SH DEFINED 3 35 J + J SNACK FOODS CORP COM 466032109 562,906 11,715 SH SOLE 1 11,715 J.C. PENNEY CO INC COM 708160106 1,291,251 48,217 SH SOLE 1 48,217 J2 GLOBAL COMMUNICATIONS I COM 46626E205 1,014,049 37,697 SH SOLE 1 37,697 JA SOLAR HOLDINGS CO LTD COM 466090107 5,919 3,325 SH DEFINED 4 3,325 JA SOLAR HOLDINGS CO LTD COM 466090107 1,157 650 SH DEFINED 3 650 JABIL CIRCUIT INC COM 466313103 1,711,024 96,179 SH SOLE 1 96,179 JABIL CIRCUIT INC COM 466313103 925 52 SH DEFINED 4 52 JABIL CIRCUIT INC COM 466313103 23,127 1,300 SH DEFINED 3 1,300 JACK HENRY + ASSOCIATES IN COM 426281101 7,255,230 250,353 SH SOLE 1 250,353 JACK IN THE BOX INC COM 466367109 756,940 37,999 SH SOLE 1 37,999 JACOBS ENGINEERING GROUP I COM 469814107 1,368,676 42,387 SH SOLE 1 42,387 JACOBS ENGR GROUP INC DEL COM 469814107 13,142 407 SH DEFINED 3 407 JAGUAR MINING INC COM 47009M103 289,642 61,626 SH SOLE 1 61,626 JAKKS PACIFIC INC COM 47012E106 422,358 22,288 SH SOLE 1 22,288 JAMBA INC COM 47023A101 62,093 48,134 SH SOLE 1 48,134 JAMES RIVER COAL CO COM 470355207 1,969,336 309,158 SH SOLE 1 309,158 JAMES RIVER COAL CO COM 470355207 5,733 900 SH DEFINED 3 900 JANUS CAP GROUP INC COM 47102X105 5,502 917 SH DEFINED 4 917 JANUS CAPITAL GROUP INC COM 47102X105 872,622 145,437 SH SOLE 1 145,437 JARDEN CORP COM 471109108 5,349,788 189,306 SH SOLE 1 189,306 JARDEN CORP COM 471109108 1,498 53 SH DEFINED 2 53 JAZZ PHARMACEUTICALS INC COM 472147107 669,635 16,128 SH SOLE 1 16,128 JAZZ PHARMACEUTICALS INC COM 472147107 141,100 3,400 SH DEFINED 3 3,400 JAZZ PHARMACEUTICALS INC COM 472147107 48,680 1,173 SH DEFINED 2 1,173 JDA SOFTWARE GROUP INC COM 46612K108 812,876 34,679 SH SOLE 1 34,679 JDA SOFTWARE GROUP INC COM 46612K108 2,930 125 SH DEFINED 3 125 JDS UNIPHASE CORP COM 46612J507 914,568 91,732 SH SOLE 1 91,732 JDS UNIPHASE CORP COM 46612J507 12,861 1,290 SH DEFINED 4 1,290 JDS UNIPHASE CORP COM 46612J507 110,567 11,090 SH DEFINED 3 11,090 JDS UNIPHASE CORP COM 46612J507 4,806 482 SH DEFINED 2 482 JEFFERIES GROUP INC COM 472319102 4,016,658 323,663 SH SOLE 1 323,663 JEFFERIES GROUP INC NEW COM 472319102 745 60 SH DEFINED 3 60 JETBLUE AIRWAYS CORP COM 477143101 2,551,783 622,386 SH SOLE 1 622,386 JETBLUE AIRWAYS CORP COM 477143101 1,841 450 SH DEFINED 4 450 JETBLUE AIRWAYS CORP COM 477143101 14,609 3,572 SH DEFINED 3 3,572 JM SMUCKER CO/THE COM 832696405 4,936,913 67,731 SH SOLE 1 67,731 JMP GROUP INC COM 46629U107 64,288 11,065 SH SOLE 1 11,065 JOHN BEAN TECHNOLOGIES COR COM 477839104 334,597 23,464 SH SOLE 1 23,464 JOHN BEAN TECHNOLOGIES CORP COM 477839104 200 14 SH DEFINED 4 14 JOHN HANCOCK BK &THRIFT OPP COM 409735206 1,247 100 SH DEFINED 4 100 JOHNSON & JOHNSON COM 478160104 1,430,012 22,453 SH DEFINED 4 22,453 JOHNSON & JOHNSON COM 478160104 3,668,103 57,593 SH DEFINED 3 57,593 JOHNSON & JOHNSON COM 478160104 2,499,890 39,251 SH DEFINED 2 39,251 JOHNSON + JOHNSON COM 478160104 120,223,764 1,887,047 SH SOLE 1 1,887,047 JOHNSON CONTROLS INC COM 478366107 7,737,459 293,419 SH SOLE 1 293,419 JOHNSON CTLS INC COM 478366107 88,340 3,350 SH DEFINED 4 3,350 JOHNSON CTLS INC COM 478366107 850,669 32,259 SH DEFINED 3 32,259 JOHNSON CTLS INC COM 478366107 167,450 6,350 SH DEFINED 2 6,350 JOHNSON OUTDOORS INC A COM 479167108 54,230 3,526 SH SOLE 1 3,526 JONES GROUP INC/THE COM 48020T101 2,826,310 306,874 SH SOLE 1 306,874 JONES LANG LASALLE INC COM 48020Q107 4,913,142 94,830 SH SOLE 1 94,830 JONES SODA CO COM 48023P106 327 500 SH DEFINED 3 500 JOS A BANK CLOTHIERS INC COM 480838101 1,056,123 22,649 SH SOLE 1 22,649 JOURNAL COMMUNICATIONS INC COM 481130102 93,712 31,553 SH SOLE 1 31,553 JOY GLOBAL INC COM 481165108 3,096,917 49,646 SH SOLE 1 49,646 JOY GLOBAL INC COM 481165108 149,712 2,400 SH DEFINED 4 2,400 JOY GLOBAL INC COM 481165108 43,856 703 SH DEFINED 3 703 JOY GLOBAL INC COM 481165108 218,330 3,500 SH DEFINED 2 3,500 JPMORGAN CHASE & CO COM 46625H100 211,248 7,014 SH DEFINED 4 7,014 JPMORGAN CHASE & CO COM 46625H365 150,822 4,429 SH DEFINED 4 4,429 JPMORGAN CHASE & CO COM 46625H100 663,806 22,039 SH DEFINED 3 22,039 JPMORGAN CHASE & CO COM 46625H365 1,348,327 39,598 SH DEFINED 3 39,598 JPMORGAN CHASE & CO COM 46625H100 287,680 9,551 SH DEFINED 2 9,551 JPMORGAN CHASE & CO COM 46625H365 474,816 13,945 SH DEFINED 2 13,945 JPMORGAN CHASE + CO COM 46625H100 66,139,273 2,195,859 SH SOLE 1 2,195,859 JUNIPER NETWORKS INC COM 48203R104 3,265,281 189,182 SH SOLE 1 189,182 JUNIPER NETWORKS INC COM 48203R104 44,445 2,575 SH DEFINED 4 2,575 JUNIPER NETWORKS INC COM 48203R104 32,259 1,869 SH DEFINED 3 1,869 JUNIPER NETWORKS INC COM 48203R104 27,081 1,569 SH DEFINED 2 1,569 K SWISS INC A COM 482686102 91,609 21,555 SH SOLE 1 21,555 K12 INC COM 48273U102 483,333 18,984 SH SOLE 1 18,984 KADANT INC COM 48282T104 159,609 8,987 SH SOLE 1 8,987
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- KADANT INC COM 48282T104 160 9 SH DEFINED 3 9 KAISER ALUMINUM CORP COM 483007704 588,791 13,297 SH SOLE 1 13,297 KAMAN CORP COM 483548103 599,527 21,527 SH SOLE 1 21,527 KANSAS CITY LIFE INS CO COM 484836101 96,438 3,124 SH SOLE 1 3,124 KANSAS CITY LIFE INS CO COM 484836101 27,783 900 SH DEFINED 2 900 KANSAS CITY SOUTHERN COM 485170302 11,992,648 240,045 SH SOLE 1 240,045 KANSAS CITY SOUTHERN COM 485170302 39,968 800 SH DEFINED 3 800 KANSAS CITY SOUTHERN COM 485170302 6,545 131 SH DEFINED 2 131 KAPSTONE PAPER AND PACKAGI COM 48562P103 444,341 31,990 SH SOLE 1 31,990 KAR AUCTION SERVICES INC COM 48238T109 8,768 724 SH SOLE 1 724 KAYDON CORP COM 486587108 765,240 26,682 SH SOLE 1 26,682 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 46,655 2,395 SH DEFINED 2 2,395 KAYNE ANDERSON ENRGY TTL RT COM 48660P104 16,328 675 SH DEFINED 4 675 KAYNE ANDERSON ENRGY TTL RT COM 48660P104 8,055 333 SH DEFINED 3 333 KAYNE ANDERSON MLP INVSMNT C COM 486606106 31,937 1,148 SH DEFINED 3 1,148 KB HOME COM 48666K109 1,246,475 212,709 SH SOLE 1 212,709 KB HOME COM 48666K109 6,486 1,107 SH DEFINED 3 1,107 KB HOME COM 48666K109 1,172 200 SH DEFINED 2 200 KBR INC COM 48242W106 7,827,296 331,244 SH SOLE 1 331,244 KBR INC COM 48242W106 14,178 600 SH DEFINED 4 600 KBR INC COM 48242W106 3,714 157 SH DEFINED 3 157 KBW INC COM 482423100 363,891 26,388 SH SOLE 1 26,388 KEARNY FINANCIAL CORP COM 487169104 86,022 9,731 SH SOLE 1 9,731 KELLOGG CO COM 487836108 9,854,139 185,263 SH SOLE 1 185,263 KELLOGG CO COM 487836108 30,850 580 SH DEFINED 4 580 KELLOGG CO COM 487836108 147,885 2,780 SH DEFINED 3 2,780 KELLOGG CO COM 487836108 62,764 1,180 SH DEFINED 2 1,180 KELLY SERVICES INC CL A COM 488152208 250,640 21,986 SH SOLE 1 21,986 KELLY SVCS INC COM 488152208 5,700 500 SH DEFINED 4 500 KELLY SVCS INC COM 488152208 21,113 1,852 SH DEFINED 2 1,852 KEMET CORP COM 488360207 230,545 32,244 SH SOLE 1 32,244 KEMPER CORP COM 488401100 2,640,128 110,189 SH SOLE 1 110,189 KEMPER CORP DEL COM 488401100 4,576 191 SH DEFINED 3 191 KENEXA CORP COM 488879107 301,649 19,287 SH SOLE 1 19,287 KENNAMETAL INC COM 489170100 5,846,709 178,580 SH SOLE 1 178,580 KENNAMETAL INC COM 489170100 425,882 13,008 SH DEFINED 3 13,008 KENNEDY WILSON HOLDINGS IN COM 489398107 184,154 17,373 SH SOLE 1 17,373 KENNETH COLE PRODUCTIONS A COM 193294105 59,133 5,511 SH SOLE 1 5,511 KENSEY NASH CORP COM 490057106 169,344 6,912 SH SOLE 1 6,912 KERYX BIOPHARMACEUTICALS COM 492515101 151,362 50,454 SH SOLE 1 50,454 KERYX BIOPHARMACEUTICALS INC COM 492515101 15,000 5,000 SH DEFINED 3 5,000 KEY ENERGY SERVICES INC COM 492914106 864,795 91,127 SH SOLE 1 91,127 KEYCORP COM 493267108 2,897,659 488,644 SH SOLE 1 488,644 KEYCORP NEW COM 493267108 1,245 210 SH DEFINED 4 210 KEYCORP NEW COM 493267108 3,214 542 SH DEFINED 3 542 KEYCORP NEW COM 493267405 76,493 750 SH DEFINED 3 750 KEYNOTE SYSTEMS INC COM 493308100 215,251 10,187 SH SOLE 1 10,187 KEYW HOLDING CORP/THE COM 493723100 95,693 13,459 SH SOLE 1 13,459 KFORCE INC COM 493732101 241,493 24,617 SH SOLE 1 24,617 KID BRANDS INC COM 49375T100 3,960 1,500 SH SOLE 1 1,500 KILROY REALTY CORP COM 49427F108 1,498,894 47,888 SH SOLE 1 47,888 KIMBALL INTERNATIONAL B COM 494274103 111,216 22,884 SH SOLE 1 22,884 KIMBERLY CLARK CORP COM 494368103 10,675,501 150,338 SH SOLE 1 150,338 KIMBERLY CLARK CORP COM 494368103 115,107 1,621 SH DEFINED 4 1,621 KIMBERLY CLARK CORP COM 494368103 1,538,089 21,660 SH DEFINED 3 21,660 KIMBERLY CLARK CORP COM 494368103 799,840 11,264 SH DEFINED 2 11,264 KIMCO REALTY CORP COM 49446R109 2,025,668 134,775 SH SOLE 1 134,775 KIMCO RLTY CORP COM 49446R109 736 49 SH DEFINED 4 49 KIMCO RLTY CORP COM 49446R109 13,317 886 SH DEFINED 3 886 KIMCO RLTY CORP COM 49446R109 43,041 2,864 SH DEFINED 2 2,864 KINDER MORGAN ENERGY PARTNER COM 494550106 1,293,179 18,912 SH DEFINED 4 18,912 KINDER MORGAN ENERGY PARTNER COM 494550106 2,736,902 40,025 SH DEFINED 3 40,025 KINDER MORGAN ENERGY PARTNER COM 494550106 2,038,363 29,809 SH DEFINED 2 29,809 KINDER MORGAN INC DEL COM 49456B101 5,178 200 SH DEFINED 4 200 KINDER MORGAN INC DEL COM 49456B101 2,589 100 SH DEFINED 3 100 KINDER MORGAN INC DEL COM 49456B101 18,796 726 SH DEFINED 2 726 KINDER MORGAN MANAGEMENT LLC COM 49455U100 163,980 2,794 SH DEFINED 4 2,794 KINDER MORGAN MANAGEMENT LLC COM 49455U100 73,304 1,249 SH DEFINED 3 1,249 KINDER MORGAN MANAGEMENT LLC COM 49455U100 176 3 SH DEFINED 2 3 KINDRED HEALTHCARE INC COM 494580103 1,301,249 150,957 SH SOLE 1 150,957 KINETIC CONCEPTS INC COM 49460W208 8,972,900 136,180 SH SOLE 1 136,180 KINROSS GOLD CORP COM 496902404 222 15 SH DEFINED 4 15 KINROSS GOLD CORP COM 496902404 141,888 9,600 SH DEFINED 3 9,600 KINROSS GOLD CORP COM 496902904 1,539 9 SH C DEFINED 3 9 KINROSS GOLD CORP COM 496902404 51,966 3,516 SH DEFINED 2 3,516 KIRBY CORP COM 497266106 6,398,760 121,557 SH SOLE 1 121,557 KIRBY CORP COM 497266106 1,105 21 SH DEFINED 3 21 KIRKLAND S INC COM 497498105 126,032 13,744 SH SOLE 1 13,744 KIRKLANDS INC COM 497498105 1,073 117 SH DEFINED 4 117 KIRKLANDS INC COM 497498105 229 25 SH DEFINED 2 25 KIT DIGITAL INC COM 482470200 217,098 25,845 SH SOLE 1 25,845
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- KITE REALTY GROUP TRUST COM 49803T102 169,513 46,315 SH SOLE 1 46,315 KKR & CO L P DEL COM 48248M102 72,280 6,950 SH DEFINED 4 6,950 KKR & CO L P DEL COM 48248M102 7,280 700 SH DEFINED 3 700 KKR FINANCIAL HLDGS LLC COM 48248A306 3,715 500 SH DEFINED 3 500 KKR FINANCIAL HLDGS LLC COM 48248A306 1,560 210 SH DEFINED 2 210 KLA TENCOR CORPORATION COM 482480100 3,846,757 100,490 SH SOLE 1 100,490 KMG CHEMICALS INC COM 482564101 64,544 5,239 SH SOLE 1 5,239 KNIGHT CAPITAL GROUP INC A COM 499005106 5,048,346 415,160 SH SOLE 1 415,160 KNIGHT TRANSPORTATION INC COM 499064103 663,410 49,843 SH SOLE 1 49,843 KNIGHTSBRIDGE TANKERS LTD COM G5299G106 265,727 16,056 SH SOLE 1 16,056 KNOLL INC COM 498904200 478,705 34,942 SH SOLE 1 34,942 KNOLOGY INC COM 499183804 284,807 21,942 SH SOLE 1 21,942 KODIAK OIL & GAS CORP COM 50015Q100 31,260 6,000 SH DEFINED 3 6,000 KODIAK OIL & GAS CORP COM 50015Q100 101,892 19,557 SH DEFINED 2 19,557 KODIAK OIL + GAS CORP COM 50015Q100 796,380 152,856 SH SOLE 1 152,856 KOHLBERG CAPITAL CORP COM 500233101 81,672 13,961 SH SOLE 1 13,961 KOHLBERG CAPITAL CORP COM 500233101 7,196 1,230 SH DEFINED 2 1,230 KOHLS CORP COM 500255104 6,419,776 130,749 SH SOLE 1 130,749 KOHLS CORP COM 500255104 737 15 SH DEFINED 4 15 KOHLS CORP COM 500255104 11,637 237 SH DEFINED 3 237 KONA GRILL INC COM 50047H201 4,440 800 SH DEFINED 3 800 KONINKLIJKE PHILIPS ELECTRS COM 500472303 753 42 SH DEFINED 4 42 KOPIN CORP COM 500600101 182,226 53,127 SH SOLE 1 53,127 KOPPERS HOLDINGS INC COM 50060P106 432,246 16,878 SH SOLE 1 16,878 KOPPERS HOLDINGS INC COM 50060P106 345,146 13,477 SH DEFINED 4 13,477 KORN FERRY INTL COM 500643200 101,555 8,331 SH DEFINED 3 8,331 KORN/FERRY INTERNATIONAL COM 500643200 1,662,777 136,405 SH SOLE 1 136,405 KOSMOS ENERGY LTD COM G5315B107 6,370 544 SH SOLE 1 544 KRAFT FOODS INC COM 50075N104 186,369 5,550 SH DEFINED 4 5,550 KRAFT FOODS INC COM 50075N104 923,148 27,491 SH DEFINED 3 27,491 KRAFT FOODS INC COM 50075N104 633,601 18,868 SH DEFINED 2 18,868 KRAFT FOODS INC CLASS A COM 50075N104 53,782,769 1,601,631 SH SOLE 1 1,601,631 KRATON PERFORMANCE POLYMER COM 50077C106 422,961 26,141 SH SOLE 1 26,141 KRATOS DEFENSE & SEC SOLUTIO COM 50077B207 403 60 SH DEFINED 3 60 KRATOS DEFENSE + SECURITY COM 50077B207 162,523 24,185 SH SOLE 1 24,185 KRISPY KREME DOUGHNUTS INC COM 501014104 291,309 42,714 SH SOLE 1 42,714 KRISPY KREME DOUGHNUTS INC COM 501014104 136 20 SH DEFINED 3 20 KRISPY KREME DOUGHNUTS INC COM 501014104 31,031 4,550 SH DEFINED 2 4,550 KROGER CO COM 501044101 4,017,802 182,960 SH SOLE 1 182,960 KROGER CO COM 501044101 8,059 367 SH DEFINED 3 367 KROGER CO COM 501044101 11,309 515 SH DEFINED 2 515 KRONOS WORLDWIDE INC COM 50105F105 5,049 314 SH SOLE 1 314 KRONOS WORLDWIDE INC COM 50105F105 4,824 300 SH DEFINED 2 300 KUBOTA CORP COM 501173207 5,988 150 SH DEFINED 2 150 KULICKE + SOFFA INDUSTRIES COM 501242101 440,461 59,043 SH SOLE 1 59,043 KV PHARMACEUTICAL CO CL A COM 482740206 50,776 37,612 SH SOLE 1 37,612 KVH INDUSTRIES INC COM 482738101 85,942 10,865 SH SOLE 1 10,865 KYOCERA CORP COM 501556203 37,147 446 SH DEFINED 2 446 L & L ENERGY INC COM 50162D100 1,350 500 SH DEFINED 3 500 L 3 COMMUNICATIONS HOLDING COM 502424104 3,251,752 52,473 SH SOLE 1 52,473 L+L ENERGY INC COM 50162D100 43,970 16,285 SH SOLE 1 16,285 L-3 COMMUNICATIONS HLDGS INC COM 502424104 13,943 225 SH DEFINED 4 225 L-3 COMMUNICATIONS HLDGS INC COM 502424104 16,099 260 SH DEFINED 3 260 L-3 COMMUNICATIONS HLDGS INC COM 502424104 30,241 488 SH DEFINED 2 488 LA Z BOY INC COM 505336107 314,955 42,504 SH SOLE 1 42,504 LABORATORY CORP AMER HLDGS COM 50540R409 15,336 194 SH DEFINED 4 194 LABORATORY CORP AMER HLDGS COM 50540R409 14,545 184 SH DEFINED 2 184 LABORATORY CRP OF AMER HLD COM 50540R409 2,517,426 31,846 SH SOLE 1 31,846 LACLEDE GROUP INC COM 505597104 2,558 66 SH DEFINED 3 66 LACLEDE GROUP INC/THE COM 505597104 711,411 18,359 SH SOLE 1 18,359 LADENBURG THALMANN FINANCI COM 50575Q102 120,500 77,742 SH SOLE 1 77,742 LAKELAND BANCORP INC COM 511637100 123,791 15,830 SH SOLE 1 15,830 LAKELAND FINANCIAL CORP COM 511656100 244,470 11,833 SH SOLE 1 11,833 LAM RESEARCH CORP COM 512807108 10,507,015 276,646 SH SOLE 1 276,646 LAM RESEARCH CORP COM 512807108 777,375 20,468 SH DEFINED 3 20,468 LAMAR ADVERTISING CO A COM 512815101 2,184,642 128,282 SH SOLE 1 128,282 LANCASTER COLONY CORP COM 513847103 3,475,618 56,968 SH SOLE 1 56,968 LANCASTER COLONY CORP COM 513847103 32,518 533 SH DEFINED 2 533 LANDAUER INC COM 51476K103 382,350 7,718 SH SOLE 1 7,718 LANDAUER INC COM 51476K103 4,954 100 SH DEFINED 4 100 LANDAUER INC COM 51476K103 70,347 1,420 SH DEFINED 2 1,420 LANDEC CORP COM 514766104 102,527 19,272 SH SOLE 1 19,272 LANDEC CORP COM 514766104 58,520 11,000 SH DEFINED 2 11,000 LANDSTAR SYSTEM INC COM 515098101 4,116,495 104,057 SH SOLE 1 104,057 LANNETT CO INC COM 516012101 45,424 11,860 SH SOLE 1 11,860 LAS VEGAS SANDS CORP COM 517834107 2,587,950 67,500 SH SOLE 1 67,500 LAS VEGAS SANDS CORP COM 517834107 26,838 700 SH DEFINED 4 700 LAS VEGAS SANDS CORP COM 517834107 439,952 11,475 SH DEFINED 3 11,475 LAS VEGAS SANDS CORP COM 517834107 95,850 2,500 SH DEFINED 2 2,500 LASALLE HOTEL PROPERTIES COM 517942108 1,338,278 69,702 SH SOLE 1 69,702 LATTICE SEMICONDUCTOR CORP COM 518415104 451,689 86,036 SH SOLE 1 86,036
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- LAUDER ESTEE COS INC COM 518439104 49,103 559 SH DEFINED 3 559 LAWSON PRODUCTS INC COM 520776105 38,978 2,883 SH SOLE 1 2,883 LAYNE CHRISTENSEN COMPANY COM 521050104 331,277 14,341 SH SOLE 1 14,341 LAZARD GLB TTL RET&INCM FD I COM 52106W103 47,227 3,681 SH DEFINED 4 3,681 LAZARD LTD COM G54050102 127,128 6,025 SH DEFINED 3 6,025 LAZARD LTD COM G54050102 717 34 SH DEFINED 2 34 LAZARD LTD CL A COM G54050102 32,600 1,545 SH SOLE 1 1,545 LCA VISION INC COM 501803308 3,580 1,673 SH SOLE 1 1,673 LDK SOLAR CO LTD COM 50183L107 624 200 SH DEFINED 2 200 LEAP WIRELESS INTL INC COM 521863308 307,781 44,606 SH SOLE 1 44,606 LEAP WIRELESS INTL INC COM 521863308 3,455 500 SH DEFINED 3 500 LEAPFROG ENTERPRISES INC COM 52186N106 101,996 30,266 SH SOLE 1 30,266 LEAR CORP COM 521865204 136,379 3,179 SH SOLE 1 3,179 LEAR CORP COM 521865204 4,290 100 SH DEFINED 3 100 LECROY CORP COM 52324W109 94,610 11,976 SH SOLE 1 11,976 LEGACY RESERVES LP COM 524707304 83,040 3,200 SH DEFINED 4 3,200 LEGACY RESERVES LP COM 524707304 102,087 3,934 SH DEFINED 3 3,934 LEGACY RESERVES LP COM 524707304 12,975 500 SH DEFINED 2 500 LEGG MASON INC COM 524901105 2,583,495 100,486 SH SOLE 1 100,486 LEGG MASON INC COM 524901105 15,426 600 SH DEFINED 2 600 LEGGETT & PLATT INC COM 524660107 1,088 55 SH DEFINED 4 55 LEGGETT & PLATT INC COM 524660107 1,979 100 SH DEFINED 3 100 LEGGETT & PLATT INC COM 524660107 46,405 2,345 SH DEFINED 2 2,345 LEGGETT + PLATT INC COM 524660107 895,676 45,259 SH SOLE 1 45,259 LENDER PROCESSING SERVICES COM 52602E102 2,519,877 184,067 SH SOLE 1 184,067 LENNAR CORP COM 526057104 69,823 5,157 SH DEFINED 3 5,157 LENNAR CORP A COM 526057104 716,239 52,898 SH SOLE 1 52,898 LENNOX INTERNATIONAL INC COM 526107107 2,986,175 115,833 SH SOLE 1 115,833 LEUCADIA NATIONAL CORP COM 527288104 1,488,375 65,625 SH SOLE 1 65,625 LEUCADIA NATL CORP COM 527288104 56,246 2,480 SH DEFINED 4 2,480 LEUCADIA NATL CORP COM 527288104 24,154 1,065 SH DEFINED 3 1,065 LEVEL 3 COMMUNICATIONS INC COM 52729N100 81,586 54,756 SH SOLE 1 54,756 LEVEL 3 COMMUNICATIONS INC COM 52729N100 16,098 10,804 SH DEFINED 4 10,804 LEVEL 3 COMMUNICATIONS INC COM 52729N100 5,963 4,002 SH DEFINED 3 4,002 LEVEL 3 COMMUNICATIONS INC COM 52729N100 119 80 SH DEFINED 2 80 LEXICON PHARMACEUTICALS IN COM 528872104 114,568 124,544 SH SOLE 1 124,544 LEXICON PHARMACEUTICALS INC COM 528872104 1,840 2,000 SH DEFINED 4 2,000 LEXINGTON REALTY TRUST COM 529043101 651,685 99,646 SH SOLE 1 99,646 LEXINGTON REALTY TRUST COM 529043101 5,003 765 SH DEFINED 4 765 LEXINGTON REALTY TRUST COM 529043101 14,499 2,217 SH DEFINED 3 2,217 LEXMARK INTERNATIONAL INC COM 529771107 716,863 26,521 SH SOLE 1 26,521 LEXMARK INTL NEW COM 529771107 405 15 SH DEFINED 3 15 LEXMARK INTL NEW COM 529771107 2,703 100 SH DEFINED 2 100 LHC GROUP INC COM 50187A107 220,535 12,927 SH SOLE 1 12,927 LIBBEY INC COM 529898108 152,682 14,486 SH SOLE 1 14,486 LIBERTY ALL STAR EQUITY FD COM 530158104 4,494 1,096 SH DEFINED 4 1,096 LIBERTY ALL STAR EQUITY FD COM 530158104 86 21 SH DEFINED 3 21 LIBERTY ALL STAR EQUITY FD COM 530158104 7,134 1,740 SH DEFINED 2 1,740 LIBERTY GLOBAL INC COM 530555101 253 7 SH DEFINED 4 7 LIBERTY GLOBAL INC COM 530555309 242 7 SH DEFINED 4 7 LIBERTY GLOBAL INC COM 530555101 4,523 125 SH DEFINED 3 125 LIBERTY GLOBAL INC A COM 530555101 151,377 4,184 SH SOLE 1 4,184 LIBERTY INTERACTIVE CORP COM 53071M104 705,711 47,780 SH SOLE 1 47,780 LIBERTY MEDIA CORP CNV 530715AR2 783 1 PRN DEFINED 4 1 LIBERTY MEDIA CORP CNV 530715AG6 13,680 24 PRN DEFINED 3 24 LIBERTY MEDIA CORP CNV 530715AR2 783 1 PRN DEFINED 2 1 LIBERTY MEDIA CORP LIBER COM 530322106 243,399 3,743 SH SOLE 1 3,743 LIBERTY MEDIA CORP NEW COM 53071M104 590 40 SH DEFINED 4 40 LIBERTY MEDIA CORP NEW COM 53071M104 295 20 SH DEFINED 3 20 LIBERTY MEDIA CORP NEW CNV 530718AF2 2,148 2 PRN DEFINED 2 2 LIBERTY PPTY TR COM 531172104 4,832 166 SH DEFINED 3 166 LIBERTY PPTY TR COM 531172104 28,091 965 SH DEFINED 2 965 LIBERTY PROPERTY TRUST COM 531172104 7,401,159 254,248 SH SOLE 1 254,248 LIFE PARTNERS HOLDINGS INC COM 53215T106 4,538 750 SH DEFINED 2 750 LIFE TECHNOLOGIES CORP COM 53217V109 2,638,143 68,648 SH SOLE 1 68,648 LIFE TECHNOLOGIES CORP COM 53217V109 1,922 50 SH DEFINED 3 50 LIFE TIME FITNESS INC COM 53217R207 4,517,405 122,589 SH SOLE 1 122,589 LIFEPOINT HOSPITALS INC COM 53219L109 4,182,786 114,159 SH SOLE 1 114,159 LIFEPOINT HOSPITALS INC COM 53219L109 1,466 40 SH DEFINED 2 40 LIFETIME BRANDS INC COM 53222Q103 65,330 6,777 SH SOLE 1 6,777 LIFEWAY FOODS INC COM 531914109 35,745 3,350 SH SOLE 1 3,350 LIFEWAY FOODS INC COM 531914109 2,134 200 SH DEFINED 3 200 LIFEWAY FOODS INC COM 531914109 60,584 5,678 SH DEFINED 2 5,678 LIGAND PHARMACEUTICALS CL COM 53220K504 196,212 14,343 SH SOLE 1 14,343 LIGAND PHARMACEUTICALS INC COM 53220K504 150 11 SH DEFINED 2 11 LILLY ELI & CO COM 532457108 1,926,641 52,114 SH DEFINED 4 52,114 LILLY ELI & CO COM 532457108 469,075 12,688 SH DEFINED 3 12,688 LILLY ELI & CO COM 532457108 171,763 4,646 SH DEFINED 2 4,646 LIMELIGHT NETWORKS INC COM 53261M104 116,969 49,563 SH SOLE 1 49,563 LIMELIGHT NETWORKS INC COM 53261M104 2,360 1,000 SH DEFINED 4 1,000 LIMELIGHT NETWORKS INC COM 53261M104 1,062 450 SH DEFINED 3 450
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- LIMELIGHT NETWORKS INC COM 53261M104 2,360 1,000 SH DEFINED 2 1,000 LIMITED BRANDS INC COM 532716107 4,379,088 113,713 SH SOLE 1 113,713 LIMITED BRANDS INC COM 532716107 70,858 1,840 SH DEFINED 3 1,840 LIMITED BRANDS INC COM 532716107 7,702 200 SH DEFINED 2 200 LIMONEIRA CO COM 532746104 81,567 5,712 SH SOLE 1 5,712 LIMONEIRA CO COM 532746104 1,571 110 SH DEFINED 3 110 LIN TV CORP CL A COM 532774106 47,206 21,654 SH SOLE 1 21,654 LINCARE HOLDINGS INC COM 532791100 32,207,918 1,431,463 SH SOLE 1 1,431,463 LINCOLN EDUCATIONAL SERVIC COM 533535100 149,681 18,502 SH SOLE 1 18,502 LINCOLN ELECTRIC HOLDINGS COM 533900106 5,340,973 184,108 SH SOLE 1 184,108 LINCOLN NATIONAL CORP COM 534187109 3,644,119 233,149 SH SOLE 1 233,149 LINCOLN NATL CORP IND COM 534187109 30,282 1,937 SH DEFINED 3 1,937 LINCOLN NATL CORP IND COM 534187109 133,028 8,511 SH DEFINED 2 8,511 LINDSAY CORP COM 535555106 553,548 10,289 SH SOLE 1 10,289 LINDSAY CORP COM 535555106 18,830 350 SH DEFINED 3 350 LINEAR TECHNOLOGY CORP COM 535678106 2,309,743 83,535 SH SOLE 1 83,535 LINEAR TECHNOLOGY CORP COM 535678106 2,627 95 SH DEFINED 4 95 LINEAR TECHNOLOGY CORP COM 535678106 2,571 93 SH DEFINED 3 93 LINEAR TECHNOLOGY CORP COM 535678106 2,765 100 SH DEFINED 2 100 LINKEDIN CORP COM 53578A108 3,123 40 SH DEFINED 2 40 LINKEDIN CORP A COM 53578A108 10,072 129 SH SOLE 1 129 LINN ENERGY LLC COM 536020100 439,788 12,333 SH DEFINED 4 12,333 LINN ENERGY LLC COM 536020100 476,261 13,356 SH DEFINED 3 13,356 LINN ENERGY LLC COM 536020100 306,141 8,585 SH DEFINED 2 8,585 LIONBRIDGE TECHNOLOGIES IN COM 536252109 110,668 44,987 SH SOLE 1 44,987 LIONS GATE ENTERTAINMENT W COM 535919203 227,155 32,921 SH SOLE 1 32,921 LIQUIDITY SERVICES INC COM 53635B107 497,213 15,504 SH SOLE 1 15,504 LITHIA MOTORS INC CL A COM 536797103 259,861 18,071 SH SOLE 1 18,071 LITTELFUSE INC COM 537008104 749,715 18,645 SH SOLE 1 18,645 LIVE NATION ENTERTAINMENT COM 538034109 930,570 116,176 SH SOLE 1 116,176 LIVE NATION ENTERTAINMENT IN COM 538034109 88 11 SH DEFINED 4 11 LIVE NATION ENTERTAINMENT IN COM 538034109 2,075 259 SH DEFINED 2 259 LIVEPERSON INC COM 538146101 4,116,186 413,687 SH SOLE 1 413,687 LIZ CLAIBORNE INC COM 539320101 387,445 77,489 SH SOLE 1 77,489 LKQ CORP COM 501889208 7,725,377 319,759 SH SOLE 1 319,759 LKQ CORP COM 501889208 242 10 SH DEFINED 3 10 LLOYDS BANKING GROUP PLC COM 539439109 428 205 SH DEFINED 4 205 LLOYDS BANKING GROUP PLC COM 539439109 428 205 SH DEFINED 3 205 LLOYDS BANKING GROUP PLC COM 539439109 924 442 SH DEFINED 2 442 LMI AEROSPACE INC COM 502079106 114,029 6,684 SH SOLE 1 6,684 LMI AEROSPACE INC COM 502079106 1,024 60 SH DEFINED 2 60 LMP CAP & INCOME FD INC COM 50208A102 11,989 1,047 SH DEFINED 3 1,047 LMP CAP & INCOME FD INC COM 50208A102 2,185 191 SH DEFINED 2 191 LOCKHEED MARTIN CORP COM 539830109 38,456,415 529,411 SH SOLE 1 529,411 LOCKHEED MARTIN CORP COM 539830109 31,962 440 SH DEFINED 4 440 LOCKHEED MARTIN CORP COM 539830109 183,852 2,531 SH DEFINED 3 2,531 LOCKHEED MARTIN CORP COM 539830109 6,320 87 SH DEFINED 2 87 LOEWS CORP COM 540424108 5,360,191 155,143 SH SOLE 1 155,143 LOEWS CORP COM 540424108 188,876 5,467 SH DEFINED 3 5,467 LOGITECH INTL S A COM H50430232 55,256 7,075 SH DEFINED 3 7,075 LOGMEIN INC COM 54142L109 556,234 16,749 SH SOLE 1 16,749 LOJACK CORPORATION COM 539451104 5,196 1,639 SH SOLE 1 1,639 LOOPNET INC COM 543524300 207,496 12,113 SH SOLE 1 12,113 LORAL SPACE + COMMUNICATIO COM 543881106 399,898 7,982 SH SOLE 1 7,982 LORILLARD INC COM 544147101 45,072,612 407,160 SH SOLE 1 407,160 LORILLARD INC COM 544147101 15,498 140 SH DEFINED 3 140 LORILLARD INC COM 544147101 19,815 179 SH DEFINED 2 179 LOUISIANA PACIFIC CORP COM 546347105 1,952,897 382,921 SH SOLE 1 382,921 LOWE S COS INC COM 548661107 20,050,300 1,036,727 SH SOLE 1 1,036,727 LOWES COS INC COM 548661107 53,372 2,760 SH DEFINED 4 2,760 LOWES COS INC COM 548661107 212,567 10,991 SH DEFINED 3 10,991 LOWES COS INC COM 548661107 217,981 11,271 SH DEFINED 2 11,271 LPL INVESTMENT HOLDINGS IN COM 50213H100 14,413 567 SH SOLE 1 567 LRAD CORP COM 50213V109 9,250 5,000 SH DEFINED 3 5,000 LSB INDS INC COM 502160104 9,146 319 SH DEFINED 3 319 LSB INDUSTRIES INC COM 502160104 431,570 15,053 SH SOLE 1 15,053 LSI CORP COM 502161102 1,135,606 219,229 SH SOLE 1 219,229 LSI CORPORATION COM 502161102 461 89 SH DEFINED 4 89 LSI CORPORATION COM 502161102 3,647 704 SH DEFINED 3 704 LSI CORPORATION COM 502161102 435 84 SH DEFINED 2 84 LSI INDUSTRIES INC COM 50216C108 88,628 14,226 SH SOLE 1 14,226 LTC PPTYS INC COM 502175102 8,862 350 SH DEFINED 4 350 LTC PPTYS INC COM 502175102 12,660 500 SH DEFINED 2 500 LTC PROPERTIES INC COM 502175102 629,227 24,851 SH SOLE 1 24,851 LTX CREDENCE CORP COM 502403207 191,112 36,127 SH SOLE 1 36,127 LUBY S INC COM 549282101 56,318 13,736 SH SOLE 1 13,736 LUFKIN INDS INC COM 549764108 5,321 100 SH DEFINED 3 100 LUFKIN INDUSTRIES INC COM 549764108 3,983,035 74,855 SH SOLE 1 74,855 LULULEMON ATHLETICA INC COM 550021109 14,607 300 SH DEFINED 4 300 LULULEMON ATHLETICA INC COM 550021109 90,320 1,855 SH DEFINED 3 1,855 LULULEMON ATHLETICA INC COM 550021109 14,266 293 SH DEFINED 2 293
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- LUMBER LIQUIDATORS HOLDING COM 55003T107 292,321 19,359 SH SOLE 1 19,359 LUMINEX CORP COM 55027E102 612,003 27,605 SH SOLE 1 27,605 LYDALL INC COM 550819106 125,072 14,053 SH SOLE 1 14,053 LYONDELLBASELL INDUSTRIES N COM N53745100 127,036 5,200 SH DEFINED 4 5,200 M & F WORLDWIDE CORP COM 552541104 1,034 42 SH DEFINED 4 42 M & T BK CORP COM 55261F104 24,255 347 SH DEFINED 3 347 M + F WORLDWIDE CORP COM 552541104 190,510 7,738 SH SOLE 1 7,738 M + T BANK CORP COM 55261F104 2,920,282 41,778 SH SOLE 1 41,778 M D C HLDGS INC COM 552676108 5,150 304 SH DEFINED 4 304 M/I HOMES INC COM 55305B101 92,121 15,328 SH SOLE 1 15,328 MAC GRAY CORP COM 554153106 112,136 8,686 SH SOLE 1 8,686 MACERICH CO/THE COM 554382101 12,325,100 289,118 SH SOLE 1 289,118 MAC-GRAY CORP COM 554153106 6,455 500 SH DEFINED 3 500 MACK CALI REALTY CORP COM 554489104 5,122,518 191,496 SH SOLE 1 191,496 MACKINAC FINL CORP COM 554571109 15,446 2,829 SH DEFINED 3 2,829 MACQUARIE FT TR GB INF UT DI COM 55607W100 13,530 1,000 SH DEFINED 2 1,000 MACY S INC COM 55616P104 5,023,067 190,846 SH SOLE 1 190,846 MACYS INC COM 55616P104 23,583 896 SH DEFINED 3 896 MACYS INC COM 55616P104 31,426 1,194 SH DEFINED 2 1,194 MADDEN STEVEN LTD COM 556269108 181 6 SH DEFINED 3 6 MADISON CLAYMORE CALL &EQTY COM 556582104 4,630 651 SH DEFINED 4 651 MADISON CLAYMORE CALL &EQTY COM 556582104 8,774 1,234 SH DEFINED 3 1,234 MADISON SQUARE GARDEN CO COM 55826P100 524 23 SH DEFINED 4 23 MADISON SQUARE GARDEN CO A COM 55826P100 38,167 1,674 SH SOLE 1 1,674 MADISON STRTG SECTOR PREM FD COM 558268108 1,427 138 SH DEFINED 4 138 MADISON STRTG SECTOR PREM FD COM 558268108 82,720 8,000 SH DEFINED 3 8,000 MAG SILVER CORP COM 55903Q104 27,440 3,500 SH DEFINED 3 3,500 MAGELLAN HEALTH SERVICES I COM 559079207 1,262,804 26,145 SH SOLE 1 26,145 MAGELLAN MIDSTREAM PRTNRS LP COM 559080106 102,136 1,691 SH DEFINED 4 1,691 MAGELLAN MIDSTREAM PRTNRS LP COM 559080106 332,140 5,499 SH DEFINED 3 5,499 MAGELLAN MIDSTREAM PRTNRS LP COM 559080106 4,530 75 SH DEFINED 2 75 MAGIC SOFTWARE ENTERPRISES L COM 559166103 3,083 750 SH DEFINED 2 750 MAGICJACK VOCALTEC LTD COM M6787E101 9,280 400 SH DEFINED 2 400 MAGMA DESIGN AUTOMATION IN COM 559181102 221,917 48,773 SH SOLE 1 48,773 MAGNA INTL INC COM 559222401 197,820 6,000 SH DEFINED 3 6,000 MAGNUM HUNTER RES CORP DEL COM 55973B102 3,452 1,043 SH DEFINED 2 1,043 MAGNUM HUNTER RESOURCES CO COM 55973B102 269,235 81,340 SH SOLE 1 81,340 MAIDEN HOLDINGS LTD COM G5753U112 272,831 36,919 SH SOLE 1 36,919 MAIDENFORM BRANDS INC COM 560305104 449,027 19,181 SH SOLE 1 19,181 MAIN STREET CAPITAL CORP COM 56035L104 260,894 14,690 SH SOLE 1 14,690 MAIN STREET CAPITAL CORP COM 56035L104 179,376 10,100 SH DEFINED 4 10,100 MAINSOURCE FINANCIAL GROUP COM 56062Y102 128,245 14,707 SH SOLE 1 14,707 MAKO SURGICAL CORP COM 560879108 799,516 23,364 SH SOLE 1 23,364 MAKO SURGICAL CORP COM 560879108 41,201 1,204 SH DEFINED 2 1,204 MANHATTAN ASSOCIATES INC COM 562750109 587,335 17,755 SH SOLE 1 17,755 MANITOWOC COMPANY INC COM 563571108 12,132 1,808 SH SOLE 1 1,808 MANITOWOC INC COM 563571108 124,269 18,520 SH DEFINED 3 18,520 MANITOWOC INC COM 563571108 3,355 500 SH DEFINED 2 500 MANNKIND CORP COM 56400P201 213,798 56,411 SH SOLE 1 56,411 MANPOWER INC COM 56418H100 6,056,475 180,145 SH SOLE 1 180,145 MANTECH INTERNATIONAL CORP COM 564563104 2,109,395 67,221 SH SOLE 1 67,221 MANTECH INTL CORP COM 564563104 5,178 165 SH DEFINED 4 165 MANTECH INTL CORP COM 564563104 263,655 8,402 SH DEFINED 2 8,402 MANULIFE FINL CORP COM 56501R106 2,719 240 SH DEFINED 4 240 MANULIFE FINL CORP COM 56501R106 9,721 858 SH DEFINED 2 858 MAP PHARMACEUTICALS INC COM 56509R108 233,423 15,966 SH SOLE 1 15,966 MARATHON OIL CORP COM 565849106 4,660,201 215,950 SH SOLE 1 215,950 MARATHON OIL CORP COM 565849106 49,095 2,275 SH DEFINED 4 2,275 MARATHON OIL CORP COM 565849106 65,291 3,026 SH DEFINED 3 3,026 MARATHON OIL CORP COM 565849106 32,370 1,500 SH DEFINED 2 1,500 MARATHON PETE CORP COM 56585A102 23,705 876 SH DEFINED 4 876 MARATHON PETE CORP COM 56585A102 38,128 1,409 SH DEFINED 3 1,409 MARATHON PETE CORP COM 56585A102 20,295 750 SH DEFINED 2 750 MARATHON PETROLEUM CORP COM 56585A102 7,577,152 280,013 SH SOLE 1 280,013 MARCHEX INC CLASS B COM 56624R108 132,634 15,604 SH SOLE 1 15,604 MARCUS CORPORATION COM 566330106 166,066 16,690 SH SOLE 1 16,690 MARINA BIOTECH INC COM 56804Q102 89 625 SH DEFINED 3 625 MARINE PRODUCTS CORP COM 568427108 25,506 7,458 SH SOLE 1 7,458 MARINEMAX INC COM 567908108 123,156 19,035 SH SOLE 1 19,035 MARKEL CORP COM 570535104 105,353 295 SH SOLE 1 295 MARKEL CORP COM 570535104 2,143 6 SH DEFINED 2 6 MARKET VECTORS ETF TR COM 57060U100 229,370 4,156 SH DEFINED 4 4,156 MARKET VECTORS ETF TR COM 57060U472 3,840 250 SH DEFINED 4 250 MARKET VECTORS ETF TR COM 57060U589 48,137 1,710 SH DEFINED 4 1,710 MARKET VECTORS ETF TR COM 57060U605 409,172 9,465 SH DEFINED 4 9,465 MARKET VECTORS ETF TR COM 57060U613 15,602 398 SH DEFINED 4 398 MARKET VECTORS ETF TR COM 57060U795 55,980 1,800 SH DEFINED 4 1,800 MARKET VECTORS ETF TR COM 57060U761 4,313 250 SH DEFINED 4 250 MARKET VECTORS ETF TR COM 57060U902 100 10 SH C DEFINED 4 10 MARKET VECTORS ETF TR COM 57060U959 10,600 20 SH P DEFINED 4 20 MARKET VECTORS ETF TR COM 57060U100 449,809 8,150 SH DEFINED 3 8,150
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- MARKET VECTORS ETF TR COM 57060U308 8,648 200 SH DEFINED 3 200 MARKET VECTORS ETF TR COM 57060U407 1,224 100 SH DEFINED 3 100 MARKET VECTORS ETF TR COM 57060U472 239,002 15,560 SH DEFINED 3 15,560 MARKET VECTORS ETF TR COM 57060U506 2,530 100 SH DEFINED 3 100 MARKET VECTORS ETF TR COM 57060U589 59,115 2,100 SH DEFINED 3 2,100 MARKET VECTORS ETF TR COM 57060U605 204,175 4,723 SH DEFINED 3 4,723 MARKET VECTORS ETF TR COM 57060U837 48,576 1,600 SH DEFINED 3 1,600 MARKET VECTORS ETF TR COM 57060U753 76 3 SH DEFINED 3 3 MARKET VECTORS ETF TR COM 57060U100 517,161 9,371 SH DEFINED 2 9,371 MARKET VECTORS ETF TR COM 57060U308 15,134 350 SH DEFINED 2 350 MARKET VECTORS ETF TR COM 57060U407 2,448 200 SH DEFINED 2 200 MARKET VECTORS ETF TR COM 57060U472 5,837 380 SH DEFINED 2 380 MARKET VECTORS ETF TR COM 57060U589 73,640 2,616 SH DEFINED 2 2,616 MARKET VECTORS ETF TR COM 57060U605 93,593 2,165 SH DEFINED 2 2,165 MARKET VECTORS ETF TR COM 57060U837 1,761 58 SH DEFINED 2 58 MARKET VECTORS ETF TR COM 57060U522 2,459 100 SH DEFINED 2 100 MARKET VECTORS ETF TR COM 57060U753 329 13 SH DEFINED 2 13 MARKET VECTORS ETF TR COM 57060U845 27,972 1,246 SH DEFINED 2 1,246 MARKET VECTORS ETF TR COM 57060U878 240,769 7,994 SH DEFINED 2 7,994 MARKETAXESS HOLDINGS INC COM 57060D108 545,379 20,960 SH SOLE 1 20,960 MARKWEST ENERGY PARTNERS L P COM 570759100 218,722 4,760 SH DEFINED 4 4,760 MARKWEST ENERGY PARTNERS L P COM 570759100 225,155 4,900 SH DEFINED 3 4,900 MARKWEST ENERGY PARTNERS L P COM 570759100 22,111 481 SH DEFINED 2 481 MARLIN BUSINESS SERVICES I COM 571157106 67,003 6,321 SH SOLE 1 6,321 MARRIOTT INTERNATIONAL CL COM 571903202 3,787,177 139,030 SH SOLE 1 139,030 MARRIOTT INTL INC NEW COM 571903202 82 3 SH DEFINED 3 3 MARSH & MCLENNAN COS INC COM 571748102 18,204 686 SH DEFINED 3 686 MARSH + MCLENNAN COS COM 571748102 6,753,262 254,456 SH SOLE 1 254,456 MARTEN TRANSPORT LTD COM 573075108 195,708 11,352 SH SOLE 1 11,352 MARTHA STEWART LIVING CL COM 573083102 62,013 19,876 SH SOLE 1 19,876 MARTHA STEWART LIVING OMNIME COM 573083102 312 100 SH DEFINED 2 100 MARTIN MARIETTA MATERIALS COM 573284106 6,319,598 99,962 SH SOLE 1 99,962 MARTIN MARIETTA MATLS INC COM 573284106 18,966 300 SH DEFINED 3 300 MARTIN MIDSTREAM PRTNRS L P COM 573331105 79,601 2,450 SH DEFINED 4 2,450 MARTIN MIDSTREAM PRTNRS L P COM 573331105 15,433 475 SH DEFINED 3 475 MARTIN MIDSTREAM PRTNRS L P COM 573331105 13,711 422 SH DEFINED 2 422 MARVELL TECHNOLOGY GROUP L COM G5876H105 1,013,569 69,757 SH SOLE 1 69,757 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 145,266 10,008 SH DEFINED 3 10,008 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 25,038 1,725 SH DEFINED 2 1,725 MASCO CORP COM 574599106 805,899 113,188 SH SOLE 1 113,188 MASCO CORP COM 574599106 562 79 SH DEFINED 4 79 MASCO CORP COM 574599106 7,120 1,000 SH DEFINED 3 1,000 MASIMO CORPORATION COM 574795100 3,642,959 168,266 SH SOLE 1 168,266 MASSMUTUAL CORPORATE INVS IN COM 576292106 39,100 2,300 SH DEFINED 2 2,300 MASTEC INC COM 576323109 16,858,458 957,323 SH SOLE 1 957,323 MASTECH HOLDINGS INC COM 57633B100 132 46 SH DEFINED 3 46 MASTERCARD INC COM 57636Q104 22,201 70 SH DEFINED 4 70 MASTERCARD INC COM 57636Q104 232,534 733 SH DEFINED 3 733 MASTERCARD INC COM 57636Q104 157,002 495 SH DEFINED 2 495 MASTERCARD INC CLASS A COM 57636Q104 14,723,519 46,423 SH SOLE 1 46,423 MATERION CORP COM 576690101 379,210 16,720 SH SOLE 1 16,720 MATERION CORP COM 576690101 15,876 700 SH DEFINED 4 700 MATRIX SERVICE CO COM 576853105 184,361 21,664 SH SOLE 1 21,664 MATTEL INC COM 577081102 3,926,322 151,654 SH SOLE 1 151,654 MATTEL INC COM 577081102 1,709 66 SH DEFINED 4 66 MATTEL INC COM 577081102 1,315 51 SH DEFINED 3 51 MATTHEWS INTL CORP COM 577128101 46,095 1,500 SH DEFINED 2 1,500 MATTHEWS INTL CORP CLASS A COM 577128101 2,613,247 84,956 SH SOLE 1 84,956 MAXIM INTEGRATED PRODS INC COM 57772K101 350 15 SH DEFINED 4 15 MAXIM INTEGRATED PRODS INC COM 57772K101 1,167 50 SH DEFINED 3 50 MAXIM INTEGRATED PRODS INC COM 57772K101 42,488 1,821 SH DEFINED 2 1,821 MAXIM INTEGRATED PRODUCTS COM 57772K101 458,784 19,665 SH SOLE 1 19,665 MAXIMUS INC COM 577933104 991,614 28,413 SH SOLE 1 28,413 MAXLINEAR INC COM 57776J100 18,088 2,800 SH DEFINED 3 2,800 MAXLINEAR INC CLASS A COM 57776J100 75,472 11,683 SH SOLE 1 11,683 MAXWELL TECHNOLOGIES INC COM 577767106 375,822 20,414 SH SOLE 1 20,414 MAXWELL TECHNOLOGIES INC COM 577767106 9,205 500 SH DEFINED 3 500 MAXYGEN INC COM 577776107 120,657 22,058 SH SOLE 1 22,058 MB FINANCIAL INC COM 55264U108 585,164 39,753 SH SOLE 1 39,753 MBIA INC COM 55262C100 29,865 4,108 SH SOLE 1 4,108 MBIA INC COM 55262C100 59,381 8,168 SH DEFINED 2 8,168 MCCLATCHY CO CLASS A COM 579489105 56,481 42,150 SH SOLE 1 42,150 MCCORMICK & CO INC COM 579780206 13,848 300 SH DEFINED 4 300 MCCORMICK & CO INC COM 579780206 67,929 1,472 SH DEFINED 3 1,472 MCCORMICK & CO INC COM 579780107 1,518 33 SH DEFINED 2 33 MCCORMICK & CO INC COM 579780206 6,370 138 SH DEFINED 2 138 MCCORMICK + CO NON VTG SHR COM 579780206 1,955,845 42,371 SH SOLE 1 42,371 MCCORMICK + SCHMICK S SEAF COM 579793100 67,567 9,764 SH SOLE 1 9,764 MCDERMOTT INTL INC COM 580037109 419,909 39,025 SH SOLE 1 39,025 MCDERMOTT INTL INC COM 580037109 10,760 1,000 SH DEFINED 2 1,000 MCDONALD S CORP COM 580135101 76,767,414 874,145 SH SOLE 1 874,145
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- MCDONALDS CORP COM 580135101 577,630 6,577 SH DEFINED 4 6,577 MCDONALDS CORP COM 580135101 2,304,415 26,240 SH DEFINED 3 26,240 MCDONALDS CORP COM 580135101 1,678,173 19,109 SH DEFINED 2 19,109 MCG CAPITAL CORP COM 58047P107 222,885 56,284 SH SOLE 1 56,284 MCG CAPITAL CORP COM 58047P107 7,920 2,000 SH DEFINED 3 2,000 MCG CAPITAL CORP COM 58047P107 1,228 310 SH DEFINED 2 310 MCGRATH RENTCORP COM 580589109 422,249 17,749 SH SOLE 1 17,749 MCGRAW HILL COMPANIES INC COM 580645109 38,761,154 945,394 SH SOLE 1 945,394 MCKESSON CORP COM 58155Q103 6,500,761 89,419 SH SOLE 1 89,419 MCKESSON CORP COM 58155Q103 30,898 425 SH DEFINED 4 425 MCKESSON CORP COM 58155Q103 54,162 745 SH DEFINED 3 745 MCKESSON CORP COM 58155Q103 14,904 205 SH DEFINED 2 205 MCMORAN EXPLORATION CO COM 582411104 712,428 71,745 SH SOLE 1 71,745 MCMORAN EXPLORATION CO COM 582411104 993 100 SH DEFINED 4 100 MCMORAN EXPLORATION CO COM 582411104 34,755 3,500 SH DEFINED 3 3,500 MCMORAN EXPLORATION CO COM 582411104 188,670 19,000 SH DEFINED 2 19,000 MDC HOLDINGS INC COM 552676108 1,842,970 108,794 SH SOLE 1 108,794 MDC PARTNERS INC CL A COM 552697104 264,030 18,310 SH SOLE 1 18,310 MDU RES GROUP INC COM 552690109 51,045 2,660 SH DEFINED 3 2,660 MDU RES GROUP INC COM 552690109 12,474 650 SH DEFINED 2 650 MDU RESOURCES GROUP INC COM 552690109 7,964,023 415,009 SH SOLE 1 415,009 MEAD JOHNSON NUTRITION CO COM 582839106 5,956,066 86,533 SH SOLE 1 86,533 MEAD JOHNSON NUTRITION CO COM 582839106 15,624 227 SH DEFINED 2 227 MEADOWBROOK INSURANCE GROU COM 58319P108 388,538 43,607 SH SOLE 1 43,607 MEADWESTVACO CORP COM 583334107 1,393,805 56,751 SH SOLE 1 56,751 MEADWESTVACO CORP COM 583334107 2,702 110 SH DEFINED 2 110 MEASUREMENT SPECIALTIES IN COM 583421102 283,587 10,924 SH SOLE 1 10,924 MECHEL OAO COM 583840103 7,673 753 SH DEFINED 4 753 MEDALLION FINANCIAL CORP COM 583928106 99,910 10,743 SH SOLE 1 10,743 MEDALLION FINL CORP COM 583928106 112,679 12,116 SH DEFINED 4 12,116 MEDASSETS INC COM 584045108 334,476 34,805 SH SOLE 1 34,805 MEDCATH CORPORATION COM 58404W109 231,269 16,662 SH SOLE 1 16,662 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6,379,244 136,047 SH SOLE 1 136,047 MEDCO HEALTH SOLUTIONS INC COM 58405U102 68,084 1,452 SH DEFINED 4 1,452 MEDCO HEALTH SOLUTIONS INC COM 58405U102 24,945 532 SH DEFINED 3 532 MEDCO HEALTH SOLUTIONS INC COM 58405U102 19,694 420 SH DEFINED 2 420 MEDIA GEN INC COM 584404107 9,550 5,000 SH DEFINED 2 5,000 MEDICAL ACTION IND INC COM 58449L100 60,428 11,966 SH SOLE 1 11,966 MEDICAL PPTYS TRUST INC COM 58463J304 21,529 2,405 SH DEFINED 4 2,405 MEDICAL PPTYS TRUST INC COM 58463J304 25,194 2,815 SH DEFINED 3 2,815 MEDICAL PROPERTIES TRUST I COM 58463J304 819,077 91,517 SH SOLE 1 91,517 MEDICINES CO COM 584688105 46,470 3,123 SH DEFINED 3 3,123 MEDICINES COMPANY COM 584688105 657,056 44,157 SH SOLE 1 44,157 MEDICIS PHARMACEUTICAL CL COM 584690309 6,653,660 182,392 SH SOLE 1 182,392 MEDIDATA SOLUTIONS INC COM 58471A105 252,617 15,366 SH SOLE 1 15,366 MEDIFAST INC COM 58470H101 182,253 11,285 SH SOLE 1 11,285 MEDIFAST INC COM 58470H101 98,515 6,100 SH DEFINED 3 6,100 MEDIVATION INC COM 58501N101 388,689 22,891 SH SOLE 1 22,891 MEDIVATION INC COM 58501N101 8,490 500 SH DEFINED 2 500 MEDLEY CAPITAL CORP COM 58503F106 81,860 8,121 SH SOLE 1 8,121 MEDNAX INC COM 58502B106 6,669,657 106,476 SH SOLE 1 106,476 MEDQUIST HOLDINGS INC COM 58506K102 174,568 23,091 SH SOLE 1 23,091 MEDTOX SCIENTIFIC INC COM 584977201 72,388 5,530 SH SOLE 1 5,530 MEDTOX SCIENTIFIC INC COM 584977201 7,553 577 SH DEFINED 2 577 MEDTRONIC INC COM 585055106 13,397,050 403,040 SH SOLE 1 403,040 MEDTRONIC INC COM 585055106 190,066 5,718 SH DEFINED 4 5,718 MEDTRONIC INC COM 585055106 305,349 9,186 SH DEFINED 3 9,186 MEDTRONIC INC COM 585055106 328,564 9,885 SH DEFINED 2 9,885 MELA SCIENCES INC COM 55277R100 2,215 500 SH DEFINED 2 500 MELCO CROWN ENTMT LTD COM 585464100 66,729 8,030 SH DEFINED 3 8,030 MELCO CROWN ENTMT LTD COM 585464100 8,310 1,000 SH DEFINED 2 1,000 MEMC ELECTR MATLS INC COM 552715104 330 63 SH DEFINED 3 63 MEMC ELECTRONIC MATERIALS COM 552715104 389,259 74,286 SH SOLE 1 74,286 MEN S WEARHOUSE INC/THE COM 587118100 1,099,194 42,147 SH SOLE 1 42,147 MENTOR GRAPHICS CORP COM 587200106 2,622,691 272,629 SH SOLE 1 272,629 MERCADOLIBRE INC COM 58733R102 8,035,625 149,500 SH SOLE 1 149,500 MERCADOLIBRE INC COM 58733R102 5,375 100 SH DEFINED 3 100 MERCHANTS BANCSHARES INC COM 588448100 94,051 3,512 SH SOLE 1 3,512 MERCK & CO INC NEW COM 58933Y105 624,525 19,099 SH DEFINED 4 19,099 MERCK & CO INC NEW COM 58933Y105 585,600 17,908 SH DEFINED 3 17,908 MERCK & CO INC NEW COM 58933Y105 306,441 9,371 SH DEFINED 2 9,371 MERCK + CO. INC. ADR 58933Y105 67,621,939 2,067,317 SH SOLE 1 2,067,317 MERCURY COMPUTER SYSTEMS I COM 589378108 284,464 24,736 SH SOLE 1 24,736 MERCURY GENERAL CORP COM 589400100 5,024,195 131,009 SH SOLE 1 131,009 MERCURY GENL CORP NEW COM 589400100 67,113 1,750 SH DEFINED 2 1,750 MEREDITH CORP COM 589433101 23,457,712 1,036,118 SH SOLE 1 1,036,118 MERGE HEALTHCARE INC COM 589499102 230,902 37,915 SH SOLE 1 37,915 MERIDIAN BIOSCIENCE INC COM 589584101 528,785 33,595 SH SOLE 1 33,595 MERIDIAN BIOSCIENCE INC COM 589584101 15,740 1,000 SH DEFINED 3 1,000 MERIDIAN BIOSCIENCE INC COM 589584101 818 52 SH DEFINED 2 52 MERIDIAN INTERSTATE BANCOR COM 58964Q104 69,999 6,416 SH SOLE 1 6,416
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- MERIT MEDICAL SYSTEMS INC COM 589889104 450,978 34,321 SH SOLE 1 34,321 MERITAGE HOMES CORP COM 59001A102 346,539 22,889 SH SOLE 1 22,889 MERITOR INC COM 59001K100 487,027 68,984 SH SOLE 1 68,984 MERITOR INC COM 59001K100 113 16 SH DEFINED 3 16 MERU NETWORKS INC COM 59047Q103 64,124 7,868 SH SOLE 1 7,868 MESABI TR COM 590672101 4,170 200 SH DEFINED 2 200 MET PRO CORP COM 590876306 91,866 10,707 SH SOLE 1 10,707 METABOLIX INC COM 591018809 108,909 24,865 SH SOLE 1 24,865 METALICO INC COM 591176102 114,297 29,307 SH SOLE 1 29,307 METALS USA HOLDINGS CORP COM 59132A104 75,753 8,464 SH SOLE 1 8,464 METHODE ELECTRONICS INC COM 591520200 224,891 30,268 SH SOLE 1 30,268 METLIFE INC COM 59156R108 10,890,316 388,801 SH SOLE 1 388,801 METLIFE INC COM 59156R108 21,148 755 SH DEFINED 4 755 METLIFE INC COM 59156R108 76,750 2,740 SH DEFINED 3 2,740 METLIFE INC COM 59156R108 89,632 3,200 SH DEFINED 2 3,200 METRO BANCORP INC COM 59161R101 87,547 10,121 SH SOLE 1 10,121 METRO HEALTH NETWORKS INC COM 592142103 136,291 30,020 SH SOLE 1 30,020 METROPCS COMMUNICATIONS IN COM 591708102 5,221,236 599,453 SH SOLE 1 599,453 METROPCS COMMUNICATIONS INC COM 591708102 1,741 200 SH DEFINED 4 200 METROPCS COMMUNICATIONS INC COM 591708102 16,540 1,900 SH DEFINED 3 1,900 METTLER TOLEDO INTERNATION COM 592688105 9,741,496 69,602 SH SOLE 1 69,602 METTLER TOLEDO INTERNATIONAL COM 592688105 3,499 25 SH DEFINED 4 25 MEXICO FD INC COM 592835102 103,050 4,749 SH DEFINED 4 4,749 MF GLOBAL HLDGS LTD COM 55277J108 12,390 3,000 SH DEFINED 3 3,000 MF GLOBAL HOLDINGS LTD COM 55277J108 494,225 119,667 SH SOLE 1 119,667 MFA FINANCIAL INC COM 55272X102 1,825,621 260,060 SH SOLE 1 260,060 MFA FINANCIAL INC COM 55272X102 30,888 4,400 SH DEFINED 4 4,400 MFA FINANCIAL INC COM 55272X102 2,106 300 SH DEFINED 3 300 MFS GOVT MKTS INCOME TR COM 552939100 6,660 1,000 SH DEFINED 3 1,000 MFS HIGH INCOME MUN TR COM 59318D104 9,820 2,000 SH DEFINED 3 2,000 MFS HIGH YIELD MUN TR COM 59318E102 3,537 802 SH DEFINED 3 802 MFS INTER INCOME TR COM 55273C107 37,800 6,300 SH DEFINED 3 6,300 MFS INTER INCOME TR COM 55273C107 22,200 3,700 SH DEFINED 2 3,700 MFS INTERMARKET INCOME TRUST COM 59318R103 4,921 609 SH DEFINED 4 609 MFS INTERMEDIATE HIGH INC FD COM 59318T109 1,384 505 SH DEFINED 4 505 MFS INTERMEDIATE HIGH INC FD COM 59318T109 5,913 2,158 SH DEFINED 3 2,158 MFS INTERMEDIATE HIGH INC FD COM 59318T109 48,224 17,600 SH DEFINED 2 17,600 MFS INVT GRADE MUN TR COM 59318B108 4,684 502 SH DEFINED 4 502 MFS MULTIMARKET INCOME TR COM 552737108 6,300 1,000 SH DEFINED 3 1,000 MFS MULTIMARKET INCOME TR COM 552737108 1,046 166 SH DEFINED 2 166 MFS MUN INCOME TR COM 552738106 7,614 1,128 SH DEFINED 3 1,128 MFS MUN INCOME TR COM 552738106 2,343 347 SH DEFINED 2 347 MFS SPL VALUE TR COM 55274E102 3,250 500 SH DEFINED 4 500 MFS SPL VALUE TR COM 55274E102 975 150 SH DEFINED 3 150 MGE ENERGY INC COM 55277P104 686,591 16,882 SH SOLE 1 16,882 MGE ENERGY INC COM 55277P104 9,354 230 SH DEFINED 2 230 MGIC INVESTMENT CORP COM 552848103 256,319 137,069 SH SOLE 1 137,069 MGIC INVT CORP WIS COM 552848103 7,517 4,020 SH DEFINED 4 4,020 MGM RESORTS INTERNATIONAL COM 552953101 89,779 9,664 SH SOLE 1 9,664 MGM RESORTS INTERNATIONAL COM 552953101 38,526 4,147 SH DEFINED 3 4,147 MGM RESORTS INTERNATIONAL COM 552953101 18,116 1,950 SH DEFINED 2 1,950 MGP INGREDIENTS INC COM 55302G103 44,525 8,782 SH SOLE 1 8,782 MICHAEL BAKER CORP COM 057149106 116,789 6,105 SH SOLE 1 6,105 MICREL INC COM 594793101 391,092 41,298 SH SOLE 1 41,298 MICREL INC COM 594793101 16,459 1,738 SH DEFINED 3 1,738 MICROCHIP TECHNOLOGY INC COM 595017104 2,174,216 69,888 SH SOLE 1 69,888 MICROCHIP TECHNOLOGY INC COM 595017104 3,733 120 SH DEFINED 4 120 MICROCHIP TECHNOLOGY INC COM 595017104 6,222 200 SH DEFINED 3 200 MICROCHIP TECHNOLOGY INC COM 595017104 20,408 656 SH DEFINED 2 656 MICROMET INC COM 59509C105 320,890 66,852 SH SOLE 1 66,852 MICRON TECHNOLOGY INC COM 595112103 3,944,863 782,711 SH SOLE 1 782,711 MICRON TECHNOLOGY INC COM 595112103 4,939 980 SH DEFINED 4 980 MICRON TECHNOLOGY INC COM 595112103 136,186 27,021 SH DEFINED 3 27,021 MICRON TECHNOLOGY INC COM 595112103 2,520 500 SH DEFINED 2 500 MICROS SYSTEMS INC COM 594901100 7,744,846 176,380 SH SOLE 1 176,380 MICROSEMI CORP COM 595137100 1,131,416 70,802 SH SOLE 1 70,802 MICROSOFT CORP COM 594918104 136,407,305 5,480,406 SH SOLE 1 5,480,406 MICROSOFT CORP COM 594918104 1,750,505 70,330 SH DEFINED 4 70,330 MICROSOFT CORP COM 594918104 2,665,296 107,083 SH DEFINED 3 107,083 MICROSOFT CORP COM 594918104 798,997 32,101 SH DEFINED 2 32,101 MICROSTRATEGY INC CL A COM 594972408 746,816 6,547 SH SOLE 1 6,547 MICROVISION INC COM 594960106 52,207 76,763 SH SOLE 1 76,763 MICROVISION INC DEL COM 594960106 680 1,000 SH DEFINED 4 1,000 MICROVISION INC DEL COM 594960106 1,097 1,613 SH DEFINED 3 1,613 MID AMERICA APARTMENT COMM COM 59522J103 1,812,803 30,103 SH SOLE 1 30,103 MIDAS INC COM 595626102 10,496 1,280 SH SOLE 1 1,280 MIDDLEBY CORP COM 596278101 964,386 13,687 SH SOLE 1 13,687 MIDDLESEX WATER CO COM 596680108 194,393 11,388 SH SOLE 1 11,388 MIDDLESEX WATER CO COM 596680108 1,707 100 SH DEFINED 3 100 MIDSOUTH BANCORP INC COM 598039105 60,039 5,585 SH SOLE 1 5,585 MIDWAY GOLD CORP COM 598153104 3,185,832 1,584,991 SH SOLE 1 1,584,991
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- MILLER ENERGY RESOURCES IN COM 600527105 59,891 22,686 SH SOLE 1 22,686 MILLER INDUSTRIES INC/TENN COM 600551204 149,887 8,639 SH SOLE 1 8,639 MINDSPEED TECHNOLOGIES INC COM 602682205 127,187 24,459 SH SOLE 1 24,459 MINDSPEED TECHNOLOGIES INC COM 602682205 1,628 313 SH DEFINED 3 313 MINDSPEED TECHNOLOGIES INC COM 602682205 9,880 1,900 SH DEFINED 2 1,900 MINE SAFETY APPLIANCES CO COM 602720104 2,332,984 86,535 SH SOLE 1 86,535 MINEFINDERS LTD COM 602900102 12,124 871 SH DEFINED 3 871 MINEFINDERS LTD COM 602900102 974 70 SH DEFINED 2 70 MINERALS TECHNOLOGIES INC COM 603158106 2,588,794 52,543 SH SOLE 1 52,543 MIPS TECHNOLOGIES INC COM 604567107 185,745 38,377 SH SOLE 1 38,377 MIPS TECHNOLOGIES INC COM 604567107 532 110 SH DEFINED 2 110 MIRANT CORP COM 8428159A2 0 150,000 SH SOLE 1 150,000 MISSION WEST PROPERTIES COM 605203108 98,177 12,935 SH SOLE 1 12,935 MISTRAS GROUP INC COM 60649T107 188,770 10,750 SH SOLE 1 10,750 MITCHAM INDUSTRIES INC COM 606501104 98,358 8,782 SH SOLE 1 8,782 MITSUBISHI UFJ FINL GROUP IN COM 606822104 401 90 SH DEFINED 4 90 MIZUHO FINL GROUP INC COM 60687Y109 9 3 SH DEFINED 3 3 MIZUHO FINL GROUP INC COM 60687Y109 53,523 18,780 SH DEFINED 2 18,780 MKS INSTRUMENT INC COM 55306N104 11,767 542 SH DEFINED 4 542 MKS INSTRUMENTS INC COM 55306N104 929,883 42,832 SH SOLE 1 42,832 MLP & STRATEGIC EQUITY FD IN COM 55312N106 46 3 SH DEFINED 3 3 MOBILE MINI INC COM 60740F105 493,825 30,038 SH SOLE 1 30,038 MOD PAC CORP COM 607495108 1,520 268 SH DEFINED 3 268 MODINE MANUFACTURING CO COM 607828100 307,940 33,989 SH SOLE 1 33,989 MODUSLINK GLOBAL SOLUTIONS COM 60786L107 111,631 31,986 SH SOLE 1 31,986 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 41 12 SH DEFINED 3 12 MOHAWK INDS INC COM 608190104 8,496 198 SH DEFINED 2 198 MOHAWK INDUSTRIES INC COM 608190104 5,386,535 125,531 SH SOLE 1 125,531 MOLEX INC COM 608554101 977,027 47,964 SH SOLE 1 47,964 MOLEX INC COM 608554101 12,222 600 SH DEFINED 2 600 MOLEX INC COM 608554200 287 17 SH DEFINED 2 17 MOLINA HEALTHCARE INC COM 60855R100 930,337 60,255 SH SOLE 1 60,255 MOLSON COORS BREWING CO COM 60871R209 167,313 4,224 SH DEFINED 3 4,224 MOLSON COORS BREWING CO COM 60871R209 4,753 120 SH DEFINED 2 120 MOLSON COORS BREWING CO B COM 60871R209 2,109,827 53,265 SH SOLE 1 53,265 MOLYCORP INC COM 608753109 25,606 779 SH SOLE 1 779 MOLYCORP INC DEL COM 608753109 12,819 390 SH DEFINED 4 390 MOLYCORP INC DEL COM 608753109 79,874 2,430 SH DEFINED 3 2,430 MOLYCORP INC DEL COM 608753208 27,640 400 SH DEFINED 3 400 MOLYCORP INC DEL COM 608753109 1,644 50 SH DEFINED 2 50 MOMENTA PHARMACEUTICALS IN COM 60877T100 387,412 33,688 SH SOLE 1 33,688 MOMENTA PHARMACEUTICALS INC COM 60877T100 2,300 200 SH DEFINED 3 200 MONARCH CASINO + RESORT IN COM 609027107 73,585 7,524 SH SOLE 1 7,524 MONEYGRAM INTERNATIONAL IN COM 60935Y109 142,347 61,093 SH SOLE 1 61,093 MONEYGRAM INTL INC COM 60935Y109 26,902 11,546 SH DEFINED 4 11,546 MONMOUTH REIT CLASS A COM 609720107 205,117 25,866 SH SOLE 1 25,866 MONOLITHIC POWER SYSTEMS I COM 609839105 249,329 24,492 SH SOLE 1 24,492 MONOTYPE IMAGING HOLDINGS COM 61022P100 355,652 29,320 SH SOLE 1 29,320 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,424 200 SH DEFINED 2 200 MONRO MUFFLER BRAKE INC COM 610236101 823,624 24,981 SH SOLE 1 24,981 MONRO MUFFLER BRAKE INC COM 610236101 3,297 100 SH DEFINED 2 100 MONSANTO CO COM 61166W101 12,835,111 213,776 SH SOLE 1 213,776 MONSANTO CO NEW COM 61166W101 103,929 1,731 SH DEFINED 4 1,731 MONSANTO CO NEW COM 61166W101 339,826 5,660 SH DEFINED 3 5,660 MONSANTO CO NEW COM 61166W101 291,076 4,848 SH DEFINED 2 4,848 MONSTER WORLDWIDE INC COM 611742107 732,841 102,067 SH SOLE 1 102,067 MONSTER WORLDWIDE INC COM 611742107 1,436 200 SH DEFINED 4 200 MONSTER WORLDWIDE INC COM 611742907 0 5 SH C DEFINED 4 5 MONSTER WORLDWIDE INC COM 611742107 108 15 SH DEFINED 3 15 MONSTER WORLDWIDE INC COM 611742107 3,590 500 SH DEFINED 2 500 MONTPELIER RE HOLDINGS LTD COM G62185106 805,342 45,551 SH SOLE 1 45,551 MONTPELIER RE HOLDINGS LTD COM G62185106 6,185 350 SH DEFINED 3 350 MOODY S CORP COM 615369105 2,397,907 78,749 SH SOLE 1 78,749 MOODYS CORP COM 615369105 9,135 300 SH DEFINED 4 300 MOODYS CORP COM 615369105 12,055 396 SH DEFINED 3 396 MOOG INC COM 615394301 9,235 279 SH DEFINED 3 279 MOOG INC CLASS A COM 615394202 1,214,997 37,247 SH SOLE 1 37,247 MORGAN STANLEY COM 617446448 9,655,079 715,191 SH SOLE 1 715,191 MORGAN STANLEY COM 617446448 19,603 1,451 SH DEFINED 4 1,451 MORGAN STANLEY COM 617446448 7,471 553 SH DEFINED 3 553 MORGAN STANLEY COM 617480280 163,894 3,800 SH DEFINED 3 3,800 MORGAN STANLEY COM 617446448 88,977 6,586 SH DEFINED 2 6,586 MORGAN STANLEY COM 61747W257 50,725 1,250 SH DEFINED 2 1,250 MORGAN STANLEY ASIA PAC FD I COM 61744U106 6,314 450 SH DEFINED 2 450 MORGAN STANLEY CHINA A SH FD COM 617468103 17,736 837 SH DEFINED 4 837 MORGAN STANLEY CHINA A SH FD COM 617468103 52,975 2,500 SH DEFINED 3 2,500 MORGAN STANLEY EM MKTS DM DE COM 617477104 47,028 3,250 SH DEFINED 3 3,250 MORGAN STANLEY EM MKTS DM DE COM 617477104 1,447 100 SH DEFINED 2 100 MORGAN STANLEY EMER MKTS DEB COM 61744H105 49,346 5,103 SH DEFINED 4 5,103 MORGAN STANLEY EMER MKTS DEB COM 61744H105 86,972 8,994 SH DEFINED 3 8,994 MORGAN STANLEY INDIA INVS FD COM 61745C105 5,037 300 SH DEFINED 3 300
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- MORGAN STANLEY INDIA INVS FD COM 61745C105 33,580 2,000 SH DEFINED 2 2,000 MORGANS HOTEL GROUP CO COM 61748W108 96,493 16,109 SH SOLE 1 16,109 MORNINGSTAR INC COM 617700109 18,512 328 SH SOLE 1 328 MOSAIC CO NEW COM 61945C103 10,529 215 SH DEFINED 3 215 MOSAIC CO NEW COM 61945C103 345,239 7,050 SH DEFINED 2 7,050 MOSAIC CO/THE COM 61945C103 4,064,069 82,991 SH SOLE 1 82,991 MOSYS INC COM 619718109 87,225 23,832 SH SOLE 1 23,832 MOTORCAR PARTS OF AMERICA COM 620071100 72,539 8,814 SH SOLE 1 8,814 MOTOROLA MOBILITY HLDGS INC COM 620097105 1,473 39 SH DEFINED 4 39 MOTOROLA MOBILITY HLDGS INC COM 620097105 15,830 419 SH DEFINED 3 419 MOTOROLA MOBILITY HLDGS INC COM 620097105 23,801 630 SH DEFINED 2 630 MOTOROLA MOBILITY HOLDINGS COM 620097105 3,710,903 98,224 SH SOLE 1 98,224 MOTOROLA SOLUTIONS INC COM 620076307 6,323,758 150,925 SH SOLE 1 150,925 MOTOROLA SOLUTIONS INC COM 620076307 1,886 45 SH DEFINED 4 45 MOTOROLA SOLUTIONS INC COM 620076307 20,699 494 SH DEFINED 3 494 MOTOROLA SOLUTIONS INC COM 620076307 53,423 1,275 SH DEFINED 2 1,275 MOTRICITY INC COM 620107102 45,693 27,037 SH SOLE 1 27,037 MOTRICITY INC COM 620107102 2,028 1,200 SH DEFINED 4 1,200 MOTRICITY INC COM 620107102 845 500 SH DEFINED 3 500 MOTRICITY INC COM 620107102 8,450 5,000 SH DEFINED 2 5,000 MOVADO GROUP INC COM 624580106 172,700 14,179 SH SOLE 1 14,179 MOVE INC COM 62458M108 168,093 115,926 SH SOLE 1 115,926 MPG OFFICE TRUST INC COM 553274101 75,582 35,821 SH SOLE 1 35,821 MSC INDUSTRIAL DIRECT CO A COM 553530106 5,748,531 101,816 SH SOLE 1 101,816 MSCI INC COM 55354G100 1,820 60 SH DEFINED 2 60 MSCI INC A COM 55354G100 7,976,942 263,005 SH SOLE 1 263,005 MTS SYSTEMS CORP COM 553777103 391,763 12,786 SH SOLE 1 12,786 MUELLER INDS INC COM 624756102 1,428 37 SH DEFINED 2 37 MUELLER INDUSTRIES INC COM 624756102 1,196,869 31,015 SH SOLE 1 31,015 MUELLER WATER PRODUCTS INC COM 624758108 281,629 113,560 SH SOLE 1 113,560 MULTI COLOR CORP COM 625383104 188,107 8,327 SH SOLE 1 8,327 MULTI FINELINE ELECTRONIX COM 62541B101 131,564 6,598 SH SOLE 1 6,598 MULTIMEDIA GAMES HOLDING C COM 625453105 88,908 22,007 SH SOLE 1 22,007 MURPHY OIL CORP COM 626717102 6,726,584 152,323 SH SOLE 1 152,323 MURPHY OIL CORP COM 626717102 8,832 200 SH DEFINED 4 200 MV OIL TR COM 553859109 143,285 3,860 SH DEFINED 4 3,860 MVC CAPITAL INC COM 553829102 183,466 17,523 SH SOLE 1 17,523 MVC CAPITAL INC COM 553829102 10,470 1,000 SH DEFINED 4 1,000 MWI VETERINARY SUPPLY INC COM 55402X105 707,745 10,284 SH SOLE 1 10,284 MWI VETERINARY SUPPLY INC COM 55402X105 20,646 300 SH DEFINED 3 300 MYERS INDUSTRIES INC COM 628464109 266,204 26,227 SH SOLE 1 26,227 MYLAN INC COM 628530107 6,484,803 381,459 SH SOLE 1 381,459 MYLAN INC COM 628530107 5,097 300 SH DEFINED 4 300 MYLAN INC COM 628530107 231,693 13,637 SH DEFINED 3 13,637 MYLAN INC COM 628530107 28,883 1,700 SH DEFINED 2 1,700 MYR GROUP INC/DELAWARE COM 55405W104 259,361 14,703 SH SOLE 1 14,703 MYRIAD GENETICS INC COM 62855J104 21,945 1,171 SH SOLE 1 1,171 N B T BANCORP INC COM 628778102 523,930 28,138 SH SOLE 1 28,138 NABI BIOPHARMACEUTICALS COM 629519109 52,513 31,258 SH SOLE 1 31,258 NABI BIOPHARMACEUTICALS COM 629519109 1,008 600 SH DEFINED 4 600 NABORS INDUSTRIES LTD COM G6359F103 1,509,647 123,136 SH SOLE 1 123,136 NABORS INDUSTRIES LTD COM G6359F103 33,850 2,761 SH DEFINED 3 2,761 NABORS INDUSTRIES LTD COM G6359F103 3,065 250 SH DEFINED 2 250 NACCO INDUSTRIES CL A COM 629579103 270,084 4,260 SH SOLE 1 4,260 NALCO HOLDING CO COM 62985Q101 82,833 2,368 SH SOLE 1 2,368 NALCO HOLDING COMPANY COM 62985Q101 245 7 SH DEFINED 3 7 NAM TAI ELECTRS INC COM 629865205 29,460 6,000 SH DEFINED 3 6,000 NANOMETRICS INC COM 630077105 235,016 16,208 SH SOLE 1 16,208 NANOMETRICS INC COM 630077105 217,500 15,000 SH DEFINED 4 15,000 NARA BANCORP INC COM 63080P105 189,026 31,141 SH SOLE 1 31,141 NASDAQ OMX GROUP INC COM 631103108 4,628 200 SH DEFINED 3 200 NASDAQ OMX GROUP INC COM 631103108 12,496 540 SH DEFINED 2 540 NASDAQ OMX GROUP/THE COM 631103108 2,498,009 107,952 SH SOLE 1 107,952 NASDAQ PREM INCM & GRW FD IN COM 63110R105 10,305 797 SH DEFINED 4 797 NASDAQ PREM INCM & GRW FD IN COM 63110R105 43,846 3,391 SH DEFINED 3 3,391 NASH FINCH CO COM 631158102 267,199 9,922 SH SOLE 1 9,922 NATIONAL AMERICAN UNIVERSI COM 63245Q105 46,311 6,468 SH SOLE 1 6,468 NATIONAL BANKSHARES INC/VA COM 634865109 122,243 5,066 SH SOLE 1 5,066 NATIONAL BEVERAGE CORP COM 635017106 123,857 8,170 SH SOLE 1 8,170 NATIONAL BK GREECE S A COM 633643408 44 57 SH DEFINED 4 57 NATIONAL BK GREECE S A COM 633643408 18,562 23,800 SH DEFINED 2 23,800 NATIONAL CINEMEDIA INC COM 635309107 584,361 40,273 SH SOLE 1 40,273 NATIONAL FINANCIAL PARTNER COM 63607P208 1,084,220 99,106 SH SOLE 1 99,106 NATIONAL FUEL GAS CO COM 636180101 8,840,239 181,599 SH SOLE 1 181,599 NATIONAL FUEL GAS CO N J COM 636180101 60,850 1,250 SH DEFINED 4 1,250 NATIONAL FUEL GAS CO N J COM 636180101 46,246 950 SH DEFINED 3 950 NATIONAL GRID PLC COM 636274300 153,512 3,095 SH DEFINED 4 3,095 NATIONAL GRID PLC COM 636274300 139,872 2,820 SH DEFINED 3 2,820 NATIONAL GRID PLC COM 636274300 64,480 1,300 SH DEFINED 2 1,300 NATIONAL HEALTH INVS INC COM 63633D104 30,334 720 SH DEFINED 3 720 NATIONAL HEALTHCARE CORP COM 635906100 241,443 7,475 SH SOLE 1 7,475
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- NATIONAL INSTRS CORP COM 636518102 6,933 303 SH DEFINED 2 303 NATIONAL INSTRUMENTS CORP COM 636518102 4,612,142 201,756 SH SOLE 1 201,756 NATIONAL INTERSTATE CORP COM 63654U100 110,493 5,027 SH SOLE 1 5,027 NATIONAL OILWELL VARCO INC COM 637071101 13,620,371 265,919 SH SOLE 1 265,919 NATIONAL OILWELL VARCO INC COM 637071101 2,254 44 SH DEFINED 4 44 NATIONAL OILWELL VARCO INC COM 637071101 147,360 2,877 SH DEFINED 3 2,877 NATIONAL OILWELL VARCO INC COM 637071101 10,244 200 SH DEFINED 2 200 NATIONAL PENN BANCSHARES INC COM 637138108 5,769 823 SH DEFINED 2 823 NATIONAL PRESTO INDS INC COM 637215104 341,904 3,934 SH SOLE 1 3,934 NATIONAL RESEARCH CORP COM 637372103 44,176 1,333 SH SOLE 1 1,333 NATIONAL RETAIL PROPERTIES COM 637417106 1,893,153 70,456 SH SOLE 1 70,456 NATIONAL RETAIL PROPERTIES I COM 637417106 55,406 2,062 SH DEFINED 4 2,062 NATIONAL RETAIL PROPERTIES I COM 637417106 20,153 750 SH DEFINED 3 750 NATIONAL RETAIL PROPERTIES I COM 637417106 1,160,776 43,200 SH DEFINED 2 43,200 NATL HEALTH INVESTORS INC COM 63633D104 750,335 17,810 SH SOLE 1 17,810 NATL PENN BCSHS INC COM 637138108 709,980 101,281 SH SOLE 1 101,281 NATL WESTERN LIFE INS CL A COM 638522102 217,884 1,608 SH SOLE 1 1,608 NATURAL GAS SERVICES GROUP COM 63886Q109 114,469 8,922 SH SOLE 1 8,922 NATURAL GAS SERVICES GROUP COM 63886Q109 29,676 2,313 SH DEFINED 3 2,313 NATURAL RESOURCE PARTNERS L COM 63900P103 92,715 3,656 SH DEFINED 4 3,656 NATURAL RESOURCE PARTNERS L COM 63900P103 12,680 500 SH DEFINED 3 500 NATURAL RESOURCE PARTNERS L COM 63900P103 101,440 4,000 SH DEFINED 2 4,000 NATURES SUNSHINE PRODS INC COM 639027101 114,851 8,157 SH SOLE 1 8,157 NATUS MEDICAL INC COM 639050103 226,214 23,787 SH SOLE 1 23,787 NAVIGANT CONSULTING INC COM 63935N107 392,195 42,308 SH SOLE 1 42,308 NAVIGATORS GROUP INC COM 638904102 411,437 9,524 SH SOLE 1 9,524 NAVIOS MARITIME PARTNERS L P COM Y62267102 107,531 8,085 SH DEFINED 4 8,085 NAVIOS MARITIME PARTNERS L P COM Y62267102 21,426 1,611 SH DEFINED 3 1,611 NAVISTAR INTERNATIONAL COR COM 63934E108 46,831 1,458 SH SOLE 1 1,458 NAVISTAR INTL CORP NEW COM 63934E108 22,484 700 SH DEFINED 2 700 NCI BUILDING SYSTEMS INC COM 628852204 122,366 16,186 SH SOLE 1 16,186 NCI INC A COM 62886K104 66,510 5,575 SH SOLE 1 5,575 NCR CORP NEW COM 62886E108 3,682 218 SH DEFINED 3 218 NCR CORPORATION COM 62886E108 5,802,712 343,559 SH SOLE 1 343,559 NEENAH PAPER INC COM 640079109 173,393 12,228 SH SOLE 1 12,228 NEKTAR THERAPEUTICS COM 640268108 404,087 83,317 SH SOLE 1 83,317 NEKTAR THERAPEUTICS COM 640268108 111,550 23,000 SH DEFINED 3 23,000 NELNET INC CL A COM 64031N108 353,740 18,836 SH SOLE 1 18,836 NEOGEN CORP COM 640491106 659,923 19,007 SH SOLE 1 19,007 NEOGEN CORP COM 640491106 22,581 650 SH DEFINED 2 650 NEOPHOTONICS CORP COM 64051T100 43,482 6,320 SH SOLE 1 6,320 NEOPROBE CORP COM 640518106 204,580 69,115 SH SOLE 1 69,115 NEOSTEM INC COM 640650305 21,640 33,293 SH SOLE 1 33,293 NEOSTEM INC COM 640650305 65 100 SH DEFINED 4 100 NEOSTEM INC COM 640650305 1 1 SH DEFINED 2 1 NESS TECHNOLOGIES INC COM 64104X108 187,999 24,543 SH SOLE 1 24,543 NETAPP INC COM 64110D104 5,789,044 170,567 SH SOLE 1 170,567 NETAPP INC COM 64110D104 2,545 75 SH DEFINED 4 75 NETAPP INC COM 64110D104 178,234 5,253 SH DEFINED 3 5,253 NETFLIX INC COM 64110L106 2,473,225 21,856 SH SOLE 1 21,856 NETFLIX INC COM 64110L106 6,796 60 SH DEFINED 4 60 NETFLIX INC COM 64110L106 104,322 921 SH DEFINED 3 921 NETFLIX INC COM 64110L106 48,026 424 SH DEFINED 2 424 NETGEAR INC COM 64111Q104 5,518,790 213,163 SH SOLE 1 213,163 NETGEAR INC COM 64111Q104 12,945 500 SH DEFINED 2 500 NETLIST INC COM 64118P109 2,220 1,850 SH DEFINED 3 1,850 NETLOGIC MICROSYSTEMS INC COM 64118B100 2,400,352 49,893 SH SOLE 1 49,893 NETLOGIC MICROSYSTEMS INC COM 64118B100 52,932 1,100 SH DEFINED 2 1,100 NETSCOUT SYSTEMS INC COM 64115T104 347,499 30,429 SH SOLE 1 30,429 NETSPEND HOLDINGS INC COM 64118V106 111,615 21,715 SH SOLE 1 21,715 NETSUITE INC COM 64118Q107 536,878 19,877 SH SOLE 1 19,877 NETWORK ENGINES INC COM 64121A107 3,450 3,000 SH DEFINED 3 3,000 NETWORK EQUIPMENT TECH INC COM 641208103 5,160 2,660 SH SOLE 1 2,660 NEUBERGER BERMAN INTER MUNI COM 64124P101 53,003 3,580 SH DEFINED 4 3,580 NEUBERGER BERMAN INTER MUNI COM 64124P101 2,221 150 SH DEFINED 2 150 NEUBERGER BERMAN NY INT MUN COM 64124K102 22,798 1,628 SH DEFINED 2 1,628 NEUBERGER BERMAN RE ES SEC F COM 64190A103 4,062 1,154 SH DEFINED 3 1,154 NEURALSTEM INC COM 64127R302 3,250 2,500 SH DEFINED 2 2,500 NEUROCRINE BIOSCIENCES INC COM 64125C109 215,304 36,004 SH SOLE 1 36,004 NEUSTAR INC CLASS A COM 64126X201 4,022,526 160,005 SH SOLE 1 160,005 NEUTRAL TANDEM INC COM 64128B108 249,095 25,733 SH SOLE 1 25,733 NEUTRAL TANDEM INC COM 64128B108 10,648 1,100 SH DEFINED 2 1,100 NEVADA GOLD & CASINOS INC COM 64126Q206 1,313 750 SH DEFINED 2 750 NEVSUN RES LTD COM 64156L101 11,066 2,200 SH DEFINED 4 2,200 NEW AMER HIGH INCOME FD INC COM 641876800 155,551 17,207 SH DEFINED 3 17,207 NEW ENERGY SYS GROUP COM 643847106 9,000 5,000 SH DEFINED 2 5,000 NEW GOLD INC CDA COM 644535106 15,435 1,500 SH DEFINED 4 1,500 NEW GOLD INC CDA COM 644535956 1,400 10 SH P DEFINED 4 10 NEW GOLD INC CDA COM 644535106 15,126 1,470 SH DEFINED 3 1,470 NEW GOLD INC CDA COM 644535106 2,058 200 SH DEFINED 2 200 NEW JERSEY RES COM 646025106 6,386 150 SH DEFINED 3 150
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- NEW JERSEY RESOURCES CORP COM 646025106 1,442,995 33,897 SH SOLE 1 33,897 NEW MOUNTAIN FINANCE CORP COM 647551100 67,528 5,313 SH SOLE 1 5,313 NEW ORIENTAL ED & TECH GRP I COM 647581107 15,987 696 SH DEFINED 4 696 NEW ORIENTAL ED & TECH GRP I COM 647581107 2,297 100 SH DEFINED 3 100 NEW ORIENTAL ED & TECH GRP I COM 647581107 16,538 720 SH DEFINED 2 720 NEW YORK + CO COM 649295102 63,353 19,860 SH SOLE 1 19,860 NEW YORK CMNTY BANCORP INC COM 649445103 176,186 14,806 SH DEFINED 4 14,806 NEW YORK CMNTY BANCORP INC COM 649445103 405,106 34,043 SH DEFINED 3 34,043 NEW YORK CMNTY BANCORP INC COM 649445103 318,403 26,757 SH DEFINED 2 26,757 NEW YORK COMMUNITY BANCORP COM 649445103 11,440,517 961,388 SH SOLE 1 961,388 NEW YORK TIMES CO A COM 650111107 2,104,882 362,286 SH SOLE 1 362,286 NEWCASTLE INVESTMENT CORP COM 65105M108 235,665 57,903 SH SOLE 1 57,903 NEWELL RUBBERMAID INC COM 651229106 2,203,214 185,612 SH SOLE 1 185,612 NEWELL RUBBERMAID INC COM 651229106 285 24 SH DEFINED 4 24 NEWELL RUBBERMAID INC COM 651229106 1,899 160 SH DEFINED 3 160 NEWELL RUBBERMAID INC COM 651229106 594 50 SH DEFINED 2 50 NEWFIELD EXPL CO COM 651290108 60,924 1,535 SH DEFINED 4 1,535 NEWFIELD EXPL CO COM 651290108 33,340 840 SH DEFINED 3 840 NEWFIELD EXPL CO COM 651290108 11,907 300 SH DEFINED 2 300 NEWFIELD EXPLORATION CO COM 651290108 2,131,035 53,692 SH SOLE 1 53,692 NEWMARKET CORP COM 651587107 4,599,079 30,283 SH SOLE 1 30,283 NEWMARKET CORP COM 651587107 84,895 559 SH DEFINED 3 559 NEWMONT MINING CORP COM 651639106 9,312,785 148,057 SH SOLE 1 148,057 NEWMONT MINING CORP COM 651639106 45,765 727 SH DEFINED 4 727 NEWMONT MINING CORP COM 651639106 93,355 1,483 SH DEFINED 3 1,483 NEWMONT MINING CORP COM 651639906 6,550 20 SH C DEFINED 3 20 NEWMONT MINING CORP COM 651639106 30,657 487 SH DEFINED 2 487 NEWPARK RES INC COM 651718504 1,218 200 SH DEFINED 3 200 NEWPARK RESOURCES INC COM 651718504 402,062 66,020 SH SOLE 1 66,020 NEWPORT CORP COM 651824104 331,835 30,697 SH SOLE 1 30,697 NEWPORT CORP COM 651824104 205 19 SH DEFINED 3 19 NEWS CORP COM 65248E104 15 1 SH DEFINED 4 1 NEWS CORP COM 65248E203 1,092 70 SH DEFINED 4 70 NEWS CORP COM 65248E104 9,089 587 SH DEFINED 3 587 NEWS CORP COM 65248E203 468 30 SH DEFINED 3 30 NEWS CORP COM 65248E104 2,694 174 SH DEFINED 2 174 NEWS CORP CL A COM 65248E104 16,366,254 1,057,935 SH SOLE 1 1,057,935 NEWSTAR FINANCIAL INC COM 65251F105 186,109 19,926 SH SOLE 1 19,926 NEXEN INC COM 65334H102 620 40 SH DEFINED 3 40 NEXSTAR BROADCASTING GROUP COM 65336K103 52,880 8,000 SH SOLE 1 8,000 NEXTERA ENERGY INC COM 65339F101 9,016,964 166,919 SH SOLE 1 166,919 NEXTERA ENERGY INC COM 65339F101 92,752 1,717 SH DEFINED 4 1,717 NEXTERA ENERGY INC COM 65339F101 98,749 1,828 SH DEFINED 3 1,828 NEXTERA ENERGY INC COM 65339F101 107,054 1,982 SH DEFINED 2 1,982 NFJ DIVID INT & PREM STRTGY COM 65337H109 17,446 1,182 SH DEFINED 4 1,182 NFJ DIVID INT & PREM STRTGY COM 65337H109 249,193 16,883 SH DEFINED 3 16,883 NFJ DIVID INT & PREM STRTGY COM 65337H109 1,476 100 SH DEFINED 2 100 NGL ENERGY PARTNERS LP COM 62913M107 2,150 100 SH DEFINED 3 100 NGP CAP RES CO COM 62912R107 7,194 1,100 SH DEFINED 2 1,100 NGP CAPITAL RESOURCES CO COM 62912R107 103,312 15,797 SH SOLE 1 15,797 NIC INC COM 62914B100 534,990 46,724 SH SOLE 1 46,724 NIC INC COM 62914B100 57,250 5,000 SH DEFINED 3 5,000 NICE SYS LTD COM 653656108 243 8 SH DEFINED 3 8 NICHOLAS FINANCIAL INC COM 65373J209 69,357 7,099 SH SOLE 1 7,099 NICOR INC COM 654086107 3,422,392 62,214 SH SOLE 1 62,214 NICOR INC COM 654086107 11,002 200 SH DEFINED 4 200 NICOR INC COM 654086107 11,827 215 SH DEFINED 2 215 NIELSEN HOLDINGS NV COM N63218106 32,913 1,262 SH SOLE 1 1,262 NII HLDGS INC CNV 62913FAJ1 14,105 14 PRN DEFINED 3 14 NII HOLDINGS INC COM 62913F201 316,959 11,761 SH SOLE 1 11,761 NIKE INC COM 654106103 17,530 205 SH DEFINED 4 205 NIKE INC COM 654106103 49,767 582 SH DEFINED 3 582 NIKE INC COM 654106103 142,296 1,664 SH DEFINED 2 1,664 NIKE INC CL B COM 654106103 11,982,944 140,135 SH SOLE 1 140,135 NIPPON TELEG & TEL CORP COM 654624105 958 40 SH DEFINED 4 40 NISKA GAS STORAGE PARTNERS L COM 654678101 6,984 600 SH DEFINED 2 600 NISOURCE INC COM 65473P105 3,310,586 154,845 SH SOLE 1 154,845 NISOURCE INC COM 65473P105 66,278 3,100 SH DEFINED 4 3,100 NISOURCE INC COM 65473P105 8,552 400 SH DEFINED 3 400 NL INDUSTRIES COM 629156407 61,009 4,869 SH SOLE 1 4,869 NN INC COM 629337106 61,974 12,272 SH SOLE 1 12,272 NOBLE CORP COM H5833N103 2,481,895 84,562 SH SOLE 1 84,562 NOBLE CORPORATION BAAR COM H5833N103 7,338 250 SH DEFINED 4 250 NOBLE CORPORATION BAAR COM H5833N103 108,235 3,688 SH DEFINED 3 3,688 NOBLE CORPORATION BAAR COM H5833N103 13,119 447 SH DEFINED 2 447 NOBLE ENERGY INC COM 655044105 5,374,782 75,915 SH SOLE 1 75,915 NOBLE ENERGY INC COM 655044105 15,576 220 SH DEFINED 3 220 NOBLE ENERGY INC COM 655044105 3,186 45 SH DEFINED 2 45 NOKIA CORP COM 654902204 2,009 355 SH DEFINED 4 355 NOKIA CORP COM 654902204 1,072,949 189,567 SH DEFINED 3 189,567 NOKIA CORP COM 654902204 2,190 387 SH DEFINED 2 387
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- NOMURA HLDGS INC COM 65535H208 214 60 SH DEFINED 4 60 NORANDA ALUMINUM HOLDING C COM 65542W107 138,568 16,595 SH SOLE 1 16,595 NORDIC AMERICAN TANKERS LIMI COM G65773106 36,942 2,620 SH DEFINED 4 2,620 NORDIC AMERICAN TANKERS LIMI COM G65773106 192,239 13,634 SH DEFINED 3 13,634 NORDIC AMERICAN TANKERS LIMI COM G65773106 21,187 1,503 SH DEFINED 2 1,503 NORDIC AMERICAN TANKERS LT COM G65773106 486,337 34,492 SH SOLE 1 34,492 NORDSON CORP COM 655663102 5,168,028 130,046 SH SOLE 1 130,046 NORDSON CORP COM 655663102 330,438 8,315 SH DEFINED 3 8,315 NORDSTROM INC COM 655664100 7,646,878 167,401 SH SOLE 1 167,401 NORDSTROM INC COM 655664100 119,403 2,614 SH DEFINED 3 2,614 NORDSTROM INC COM 655664100 45,641 999 SH DEFINED 2 999 NORFOLK SOUTHERN CORP COM 655844108 9,756,244 159,886 SH SOLE 1 159,886 NORFOLK SOUTHERN CORP COM 655844108 57,664 945 SH DEFINED 4 945 NORFOLK SOUTHERN CORP COM 655844108 501,481 8,218 SH DEFINED 3 8,218 NORFOLK SOUTHERN CORP COM 655844108 96,900 1,588 SH DEFINED 2 1,588 NORTH AMERN PALLADIUM LTD COM 656912102 89 35 SH DEFINED 3 35 NORTH EUROPEAN OIL RTY TR COM 659310106 2,506 80 SH DEFINED 2 80 NORTH VALLEY BANCORP COM 66304M204 935 100 SH DEFINED 4 100 NORTHEAST UTILITIES COM 664397106 3,662,971 108,855 SH SOLE 1 108,855 NORTHEAST UTILS COM 664397106 16,825 500 SH DEFINED 4 500 NORTHEAST UTILS COM 664397106 3,533 105 SH DEFINED 3 105 NORTHEAST UTILS COM 664397106 10,730 319 SH DEFINED 2 319 NORTHERN DYNASTY MINERALS LT COM 66510M204 16,080 3,000 SH DEFINED 3 3,000 NORTHERN OIL & GAS INC NEV COM 665531109 19,390 1,000 SH DEFINED 4 1,000 NORTHERN OIL & GAS INC NEV COM 665531109 11,634 600 SH DEFINED 3 600 NORTHERN OIL AND GAS INC COM 665531109 3,548,641 183,014 SH SOLE 1 183,014 NORTHERN TRUST CORP COM 665859104 4,206,170 120,245 SH SOLE 1 120,245 NORTHFIELD BANCORP INC NEW COM 66611L105 92,680 7,000 SH DEFINED 4 7,000 NORTHFIELD BANCORP INC NEW COM 66611L105 10,592 800 SH DEFINED 3 800 NORTHFIELD BANCORP INC/NJ COM 66611L105 164,851 12,451 SH SOLE 1 12,451 NORTHGATE MINERALS CORP COM 666416102 990 300 SH DEFINED 4 300 NORTHROP GRUMMAN CORP COM 666807102 30,954,874 593,460 SH SOLE 1 593,460 NORTHROP GRUMMAN CORP COM 666807102 29,893 573 SH DEFINED 4 573 NORTHROP GRUMMAN CORP COM 666807102 35,267 676 SH DEFINED 3 676 NORTHROP GRUMMAN CORP COM 666807102 7,930 152 SH DEFINED 2 152 NORTHSTAR REALTY FINANCE C COM 66704R100 231,046 70,014 SH SOLE 1 70,014 NORTHWEST BANCSHARES INC COM 667340103 1,032,144 86,662 SH SOLE 1 86,662 NORTHWEST NAT GAS CO COM 667655104 36,338 824 SH DEFINED 4 824 NORTHWEST NAT GAS CO COM 667655104 22,050 500 SH DEFINED 3 500 NORTHWEST NAT GAS CO COM 667655104 72,554 1,645 SH DEFINED 2 1,645 NORTHWEST NATURAL GAS CO COM 667655104 963,629 21,851 SH SOLE 1 21,851 NORTHWEST PIPE CO COM 667746101 137,992 6,801 SH SOLE 1 6,801 NORTHWESTERN CORP COM 668074305 948,682 29,702 SH SOLE 1 29,702 NOVAGOLD RES INC COM 66987E206 3,548 550 SH DEFINED 4 550 NOVAGOLD RES INC COM 66987E206 38,700 6,000 SH DEFINED 3 6,000 NOVAGOLD RES INC COM 66987E206 18,060 2,800 SH DEFINED 2 2,800 NOVARTIS A G COM 66987V109 140,485 2,519 SH DEFINED 4 2,519 NOVARTIS A G COM 66987V109 256,877 4,606 SH DEFINED 3 4,606 NOVARTIS A G COM 66987V109 37,366 670 SH DEFINED 2 670 NOVATEL WIRELESS INC COM 66987M604 79,290 26,255 SH SOLE 1 26,255 NOVATEL WIRELESS INC COM 66987M604 604 200 SH DEFINED 3 200 NOVAVAX INC COM 670002104 112,969 70,167 SH SOLE 1 70,167 NOVELLUS SYS INC COM 670008101 1,636 60 SH DEFINED 3 60 NOVELLUS SYSTEMS INC COM 670008101 629,515 23,093 SH SOLE 1 23,093 NOVO-NORDISK A S COM 670100205 13,933 140 SH DEFINED 4 140 NOVO-NORDISK A S COM 670100205 57,224 575 SH DEFINED 3 575 NOVO-NORDISK A S COM 670100205 13,933 140 SH DEFINED 2 140 NPS PHARMACEUTICALS INC COM 62936P103 408,919 62,814 SH SOLE 1 62,814 NPS PHARMACEUTICALS INC COM 62936P103 9,765 1,500 SH DEFINED 3 1,500 NRG ENERGY INC COM 629377508 1,703,630 80,322 SH SOLE 1 80,322 NRG ENERGY INC COM 629377508 11,241 530 SH DEFINED 4 530 NRG ENERGY INC COM 629377508 3,818 180 SH DEFINED 3 180 NRG ENERGY INC COM 629377508 10,499 495 SH DEFINED 2 495 NSTAR COM 67019E107 10,199,518 227,617 SH SOLE 1 227,617 NSTAR COM 67019E107 26,035 581 SH DEFINED 4 581 NSTAR COM 67019E107 31,367 700 SH DEFINED 3 700 NSTAR COM 67019E107 1,792 40 SH DEFINED 2 40 NTELOS HLDGS CORP COM 67020Q107 174,641 9,850 SH DEFINED 3 9,850 NTELOS HOLDINGS CORP COM 67020Q107 436,406 24,614 SH SOLE 1 24,614 NU SKIN ENTERPRISES INC COM 67018T105 1,621,489 40,017 SH SOLE 1 40,017 NU SKIN ENTERPRISES INC COM 67018T105 235,259 5,806 SH DEFINED 2 5,806 NUANCE COMMUNICATIONS INC COM 67020Y100 74,823 3,675 SH SOLE 1 3,675 NUANCE COMMUNICATIONS INC COM 67020Y100 30,510 1,500 SH DEFINED 3 1,500 NUANCE COMMUNICATIONS INC COM 67020Y100 3,051 150 SH DEFINED 2 150 NUCOR CORP COM 670346105 3,331,186 105,284 SH SOLE 1 105,284 NUCOR CORP COM 670346105 39,934 1,262 SH DEFINED 4 1,262 NUCOR CORP COM 670346105 136,930 4,328 SH DEFINED 3 4,328 NUCOR CORP COM 670346105 139,442 4,407 SH DEFINED 2 4,407 NUMEREX CORP CL A COM 67053A102 38,803 6,979 SH SOLE 1 6,979 NUSTAR ENERGY LP COM 67058H102 26,140 500 SH DEFINED 4 500 NUSTAR ENERGY LP COM 67058H102 93,529 1,789 SH DEFINED 3 1,789
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- NUSTAR ENERGY LP COM 67058H102 86,053 1,646 SH DEFINED 2 1,646 NUSTAR GP HOLDINGS LLC COM 67059L102 33,726 1,100 SH DEFINED 3 1,100 NUTRACEUTICAL INTL CORP COM 67060Y101 85,869 6,719 SH SOLE 1 6,719 NUTRI SYS INC NEW COM 67069D108 41,174 3,400 SH DEFINED 4 3,400 NUTRISYSTEM INC COM 67069D108 268,418 22,165 SH SOLE 1 22,165 NUVASIVE INC COM 670704105 2,038,499 119,420 SH SOLE 1 119,420 NUVEEN ARIZ DIVID ADVANTAGE COM 67071P107 42,492 3,136 SH DEFINED 3 3,136 NUVEEN CALIF MUN VALUE FD COM 67062C107 8,145 900 SH DEFINED 2 900 NUVEEN CORE EQUITY ALPHA FUN COM 67090X107 23,763 2,045 SH DEFINED 3 2,045 NUVEEN CT DIVID ADVANTAGE MU COM 67069T103 28,580 2,000 SH DEFINED 3 2,000 NUVEEN DIV ADV MUNI FD 3 COM 67070X101 55,228 3,854 SH DEFINED 2 3,854 NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 15,753 1,614 SH DEFINED 3 1,614 NUVEEN ENHANCED MUN VALUE FD COM 67074M101 18,141 1,293 SH DEFINED 3 1,293 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 14,881 1,369 SH DEFINED 3 1,369 NUVEEN EQUITY PREM ADV FD COM 6706ET107 104,442 9,512 SH DEFINED 3 9,512 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 8,010 750 SH DEFINED 3 750 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 1,068 100 SH DEFINED 2 100 NUVEEN FLOATING RATE INCOME COM 67072T108 52,676 5,200 SH DEFINED 3 5,200 NUVEEN FLTNG RTE INCM OPP FD COM 6706EN100 4,176 400 SH DEFINED 4 400 NUVEEN FLTNG RTE INCM OPP FD COM 6706EN100 172,260 16,500 SH DEFINED 3 16,500 NUVEEN FLTNG RTE INCM OPP FD COM 6706EN100 7,621 730 SH DEFINED 2 730 NUVEEN GA DIV ADV MUNI FD COM 67070T100 22,575 1,500 SH DEFINED 2 1,500 NUVEEN GA PREM INCOME MUN FD COM 67060F102 61,060 4,300 SH DEFINED 2 4,300 NUVEEN GBL VL OPPORTUNITIES COM 6706EH103 117,227 7,109 SH DEFINED 4 7,109 NUVEEN GBL VL OPPORTUNITIES COM 6706EH103 10,455 634 SH DEFINED 3 634 NUVEEN GLB GOVT ENHANCED IN COM 67073C104 15,677 1,076 SH DEFINED 3 1,076 NUVEEN INSD MUN OPPORTUNITY COM 670984103 56,697 3,940 SH DEFINED 4 3,940 NUVEEN INSD MUN OPPORTUNITY COM 670984103 8,634 600 SH DEFINED 3 600 NUVEEN INSD PREM INCOME MUN COM 6706D8104 7,492 575 SH DEFINED 2 575 NUVEEN INVT QUALITY MUN FD I COM 67062E103 20,706 1,400 SH DEFINED 2 1,400 NUVEEN MICH QUALITY INCOME M COM 670979103 64,775 4,650 SH DEFINED 3 4,650 NUVEEN MULT CURR ST GV INCM COM 67090N109 9,107 700 SH DEFINED 3 700 NUVEEN MULT STRAT INCM GR FD COM 67073D102 36,619 4,659 SH DEFINED 4 4,659 NUVEEN MULT STRAT INCM GR FD COM 67073D102 123,509 15,714 SH DEFINED 3 15,714 NUVEEN MULT STRAT INCM GR FD COM 67073D102 317,471 40,391 SH DEFINED 2 40,391 NUVEEN MULTI STRAT INC & GR COM 67073B106 9,000 1,200 SH DEFINED 4 1,200 NUVEEN MULTI STRAT INC & GR COM 67073B106 248 33 SH DEFINED 3 33 NUVEEN MULTI STRAT INC & GR COM 67073B106 55,500 7,400 SH DEFINED 2 7,400 NUVEEN MUN HIGH INCOME OPP F COM 670682103 7,532 651 SH DEFINED 3 651 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 27,000 2,000 SH DEFINED 3 2,000 NUVEEN MUN VALUE FD INC COM 670928100 34,162 3,511 SH DEFINED 3 3,511 NUVEEN N C DIV ADV FD 2 COM 67071D104 157,718 10,445 SH DEFINED 2 10,445 NUVEEN N C PREM INCOME MUN F COM 67060P100 20,763 1,427 SH DEFINED 4 1,427 NUVEEN N C PREM INCOME MUN F COM 67060P100 100,395 6,900 SH DEFINED 2 6,900 NUVEEN NC DIV ADV MUN FD 3 COM 67072D103 119,474 8,200 SH DEFINED 2 8,200 NUVEEN NC DIVID ADVANTAGE MU COM 67069N106 102,426 6,865 SH DEFINED 2 6,865 NUVEEN NEW JERSEY DIVID COM 67071T109 201,055 14,849 SH DEFINED 4 14,849 NUVEEN NEW JERSEY MUN VALUE COM 670702109 15,265 1,022 SH DEFINED 2 1,022 NUVEEN NJ PREM INCOME MUN FD COM 67101N106 6,589 465 SH DEFINED 4 465 NUVEEN NY DIV ADVANTG MUN FD COM 67070A101 10,200 750 SH DEFINED 3 750 NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 5,480 400 SH DEFINED 3 400 NUVEEN OHIO QUALITY INCOME M COM 670980101 8,576 535 SH DEFINED 2 535 NUVEEN PA PREM INCOME MUN FD COM 67061F101 9,254 700 SH DEFINED 2 700 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 2,595 178 SH DEFINED 2 178 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 28,860 2,000 SH DEFINED 3 2,000 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 10,101 700 SH DEFINED 2 700 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 26,476 2,093 SH DEFINED 4 2,093 NUVEEN PREMIER INSD MUN INCO COM 670987106 37,379 2,512 SH DEFINED 4 2,512 NUVEEN PREMIER INSD MUN INCO COM 670987106 12,291 826 SH DEFINED 3 826 NUVEEN PREMIER MUN INCOME FD COM 670988104 99,639 7,112 SH DEFINED 4 7,112 NUVEEN QUALITY INCOME MUN FD COM 670977107 63,445 4,535 SH DEFINED 4 4,535 NUVEEN QUALITY INCOME MUN FD COM 670977107 211,711 15,133 SH DEFINED 3 15,133 NUVEEN QUALITY INCOME MUN FD COM 670977107 24,576 1,757 SH DEFINED 2 1,757 NUVEEN QUALITY PFD INCOME FD COM 67071S101 52,785 7,010 SH DEFINED 3 7,010 NUVEEN QUALITY PFD INCOME FD COM 67072C105 19,481 2,570 SH DEFINED 3 2,570 NUVEEN QUALITY PFD INCOME FD COM 67072C105 7,580 1,000 SH DEFINED 2 1,000 NUVEEN REAL ESTATE INCOME FD COM 67071B108 2,990 333 SH DEFINED 3 333 NUVEEN SELECT QUALITY MUN FD COM 670973106 29,320 2,000 SH DEFINED 4 2,000 NUVEEN SELECT TAX FREE INCM COM 67063C106 30,217 2,328 SH DEFINED 4 2,328 NUVEEN SELECT TAX FREE INCM COM 67063C106 3,894 300 SH DEFINED 2 300 NUVEEN SELECT TAX FREE INCM COM 67063X100 2,315 168 SH DEFINED 2 168 NUVEEN SR INCOME FD COM 67067Y104 4,925 732 SH DEFINED 3 732 NUVEEN TAX ADV FLTG RATE FUN COM 6706EV102 3,837 1,890 SH DEFINED 2 1,890 NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 108,960 9,737 SH DEFINED 2 9,737 NV ENERGY INC COM 67073Y106 7,631,430 518,792 SH SOLE 1 518,792 NV ENERGY INC COM 67073Y106 3,678 250 SH DEFINED 3 250 NVE CORP COM 629445206 211,582 3,488 SH SOLE 1 3,488 NVIDIA CORP COM 67066G104 3,312,450 264,996 SH SOLE 1 264,996 NVIDIA CORP COM 67066G104 15,012 1,200 SH DEFINED 4 1,200 NVIDIA CORP COM 67066G904 410 10 SH C DEFINED 4 10 NVIDIA CORP COM 67066G104 7,293 583 SH DEFINED 3 583
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- NVIDIA CORP COM 67066G104 32,526 2,600 SH DEFINED 2 2,600 NVR INC COM 62944T105 7,230,849 11,972 SH SOLE 1 11,972 NXSTAGE MEDICAL INC COM 67072V103 679,953 32,596 SH SOLE 1 32,596 NYMOX PHARMACEUTICAL CORP COM 67076P102 115,952 14,175 SH SOLE 1 14,175 NYSE EURONEXT COM 629491101 3,219,414 138,529 SH SOLE 1 138,529 NYSE EURONEXT COM 629491101 6,856 295 SH DEFINED 4 295 NYSE EURONEXT COM 629491101 25,703 1,106 SH DEFINED 3 1,106 NYSE EURONEXT COM 629491101 42,456 1,827 SH DEFINED 2 1,827 O CHARLEYS INC COM 670823103 89,795 15,117 SH SOLE 1 15,117 O REILLY AUTOMOTIVE INC COM 67103H107 3,318,441 49,804 SH SOLE 1 49,804 O REILLY AUTOMOTIVE INC NEW COM 67103H107 31,649 475 SH DEFINED 4 475 O REILLY AUTOMOTIVE INC NEW COM 67103H107 618,326 9,280 SH DEFINED 3 9,280 OASIS PETE INC NEW COM 674215108 20,097 900 SH DEFINED 3 900 OASIS PETE INC NEW COM 674215108 2,680 120 SH DEFINED 2 120 OASIS PETROLEUM INC COM 674215108 970,774 43,474 SH SOLE 1 43,474 OBAGI MEDICAL PRODUCTS INC COM 67423R108 122,790 13,538 SH SOLE 1 13,538 OCCIDENTAL PETE CORP DEL COM 674599105 262,405 3,670 SH DEFINED 4 3,670 OCCIDENTAL PETE CORP DEL COM 674599105 274,365 3,837 SH DEFINED 3 3,837 OCCIDENTAL PETE CORP DEL COM 674599105 192,840 2,697 SH DEFINED 2 2,697 OCCIDENTAL PETROLEUM CORP COM 674599105 26,733,922 373,901 SH SOLE 1 373,901 OCEANEERING INTL INC COM 675232102 8,371,657 236,889 SH SOLE 1 236,889 OCEANEERING INTL INC COM 675232102 7,068 200 SH DEFINED 3 200 OCEANFIRST FINANCIAL CORP COM 675234108 124,974 10,709 SH SOLE 1 10,709 OCEANFREIGHT INC COM Y64202123 18 1 SH DEFINED 4 1 OCH ZIFF CAP MGMT GROUP COM 67551U105 33,781 3,700 SH DEFINED 4 3,700 OCLARO INC COM 67555N206 134,159 36,857 SH SOLE 1 36,857 OCLARO INC COM 67555N206 1,492 410 SH DEFINED 3 410 OCULUS INNOVATIVE SCIENCES I COM 67575P108 6,274 4,155 SH DEFINED 2 4,155 OCWEN FINANCIAL CORP COM 675746309 718,716 54,407 SH SOLE 1 54,407 OCZ TECHNOLOGY GROUP INC COM 67086E303 182,016 37,529 SH SOLE 1 37,529 ODYSSEY MARINE EXPLORATION COM 676118102 130,793 53,168 SH SOLE 1 53,168 ODYSSEY MARINE EXPLORATION I COM 676118102 6,760 2,748 SH DEFINED 3 2,748 OFFICE DEPOT INC COM 676220106 1,668,052 809,734 SH SOLE 1 809,734 OFFICE DEPOT INC COM 676220106 2,060 1,000 SH DEFINED 3 1,000 OFFICEMAX INC COM 67622P101 7,216,456 1,487,929 SH SOLE 1 1,487,929 OGE ENERGY CORP COM 670837103 10,292,437 215,368 SH SOLE 1 215,368 OGE ENERGY CORP COM 670837103 21,506 450 SH DEFINED 4 450 OGE ENERGY CORP COM 670837103 289,752 6,063 SH DEFINED 3 6,063 OGE ENERGY CORP COM 670837103 66,906 1,400 SH DEFINED 2 1,400 OIL DRI CORP AMER COM 677864100 4,645 250 SH DEFINED 2 250 OIL DRI CORP OF AMERICA COM 677864100 67,631 3,640 SH SOLE 1 3,640 OIL STATES INTERNATIONAL I COM 678026105 5,709,456 112,126 SH SOLE 1 112,126 OIL SVC HOLDRS TR COM 678002106 30,933 300 SH DEFINED 4 300 OIL SVC HOLDRS TR COM 678002106 10,311 100 SH DEFINED 2 100 OILSANDS QUEST INC COM 678046103 231 1,100 SH DEFINED 2 1,100 OLD DOMINION FGHT LINES INC COM 679580100 435 15 SH DEFINED 3 15 OLD DOMINION FREIGHT LINE COM 679580100 1,125,137 38,838 SH SOLE 1 38,838 OLD NATIONAL BANCORP COM 680033107 723,297 77,607 SH SOLE 1 77,607 OLD REPUBLIC INTL CORP COM 680223104 5,011,764 561,857 SH SOLE 1 561,857 OLIN CORP COM 680665205 4,178,374 232,003 SH SOLE 1 232,003 OLIN CORP COM 680665205 3,602 200 SH DEFINED 4 200 OLIN CORP COM 680665205 5,684 316 SH DEFINED 3 316 OLYMPIC STEEL INC COM 68162K106 126,914 7,492 SH SOLE 1 7,492 OM GROUP INC COM 670872100 662,599 25,514 SH SOLE 1 25,514 OMEGA FLEX INC COM 682095104 26,760 2,012 SH SOLE 1 2,012 OMEGA HEALTHCARE INVESTORS COM 681936100 4,742,632 297,717 SH SOLE 1 297,717 OMEGA HEALTHCARE INVS INC COM 681936100 15,134 950 SH DEFINED 3 950 OMEGA HEALTHCARE INVS INC COM 681936100 6,372 400 SH DEFINED 2 400 OMEGA PROTEIN CORP COM 68210P107 128,373 14,138 SH SOLE 1 14,138 OMEGA PROTEIN CORP COM 68210P107 10,088 1,111 SH DEFINED 2 1,111 OMNIAMERICAN BANCORP INC COM 68216R107 118,032 8,647 SH SOLE 1 8,647 OMNICARE INC COM 681904108 6,474,707 254,609 SH SOLE 1 254,609 OMNICARE INC CNV 681904AL2 904 1 PRN DEFINED 3 1 OMNICELL INC COM 68213N109 373,893 27,133 SH SOLE 1 27,133 OMNICOM GROUP COM 681919106 3,713,804 100,809 SH SOLE 1 100,809 OMNIVISION TECHNOLOGIES IN COM 682128103 594,496 42,343 SH SOLE 1 42,343 OMNIVISION TECHNOLOGIES INC COM 682128103 144,991 10,327 SH DEFINED 3 10,327 OMNIVISION TECHNOLOGIES INC COM 682128103 9,828 700 SH DEFINED 2 700 OMNOVA SOLUTIONS INC COM 682129101 118,287 33,041 SH SOLE 1 33,041 OMNOVA SOLUTIONS INC COM 682129101 64 18 SH DEFINED 2 18 ON ASSIGNMENT INC COM 682159108 214,136 30,288 SH SOLE 1 30,288 ON SEMICONDUCTOR CORP COM 682189105 230 32 SH DEFINED 3 32 ON SEMICONDUCTOR CORPORATI COM 682189105 52,018 7,255 SH SOLE 1 7,255 ONCOGENEX PHARMACEUTICAL I COM 68230A106 69,560 7,098 SH SOLE 1 7,098 ONCOLYTICS BIOTECH INC COM 682310107 1,044 300 SH DEFINED 3 300 ONCOTHYREON INC COM 682324108 181,678 30,381 SH SOLE 1 30,381 ONE LIBERTY PROPERTIES INC COM 682406103 118,805 8,104 SH SOLE 1 8,104 ONEBEACON INSURANCE GROUP COM G67742109 221,036 16,205 SH SOLE 1 16,205 ONEBEACON INSURANCE GROUP LT COM G67742109 1,364 100 SH DEFINED 4 100 ONEOK INC COM 682680103 3,648,578 55,248 SH SOLE 1 55,248 ONEOK INC NEW COM 682680103 66,832 1,012 SH DEFINED 4 1,012
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ONEOK INC NEW COM 682680103 603,172 9,133 SH DEFINED 3 9,133 ONEOK INC NEW COM 682680103 2,972 45 SH DEFINED 2 45 ONEOK PARTNERS LP COM 68268N103 55,944 1,200 SH DEFINED 4 1,200 ONEOK PARTNERS LP COM 68268N103 522,275 11,203 SH DEFINED 3 11,203 ONEOK PARTNERS LP COM 68268N103 93,240 2,000 SH DEFINED 2 2,000 ONYX PHARMACEUTICALS INC COM 683399109 1,388,683 46,274 SH SOLE 1 46,274 ONYX PHARMACEUTICALS INC COM 683399109 30,010 1,000 SH DEFINED 2 1,000 OPEN TEXT CORP COM 683715106 16,053 308 SH DEFINED 3 308 OPENTABLE INC COM 68372A104 791,188 17,196 SH SOLE 1 17,196 OPENTABLE INC COM 68372A104 23,005 500 SH DEFINED 3 500 OPENWAVE SYSTEMS INC COM 683718308 97,096 62,241 SH SOLE 1 62,241 OPKO HEALTH INC COM 68375N103 344,378 79,533 SH SOLE 1 79,533 OPLINK COMMUNICATIONS INC COM 68375Q403 256,123 16,917 SH SOLE 1 16,917 OPLINK COMMUNICATIONS INC COM 68375Q403 7,570 500 SH DEFINED 3 500 OPNET TECHNOLOGIES INC COM 683757108 367,044 10,514 SH SOLE 1 10,514 OPNEXT INC COM 68375V105 39,885 31,908 SH SOLE 1 31,908 OPPENHEIMER HOLDINGS CL A COM 683797104 120,845 7,534 SH SOLE 1 7,534 OPTIMER PHARMACEUTICALS IN COM 68401H104 468,526 33,853 SH SOLE 1 33,853 ORACLE CORP COM 68389X105 66,184,857 2,302,883 SH SOLE 1 2,302,883 ORACLE CORP COM 68389X105 105,936 3,686 SH DEFINED 4 3,686 ORACLE CORP COM 68389X105 924,249 32,159 SH DEFINED 3 32,159 ORACLE CORP COM 68389X105 571,971 19,902 SH DEFINED 2 19,902 ORACLE CORP COM 68389X905 945 1 SH C DEFINED 2 1 ORASURE TECHNOLOGIES INC COM 68554V108 271,436 34,100 SH SOLE 1 34,100 ORBCOMM INC COM 68555P100 64,502 25,295 SH SOLE 1 25,295 ORBITAL SCIENCES CORP COM 685564106 612,685 47,866 SH SOLE 1 47,866 ORBITAL SCIENCES CORP CNV 685564AN6 1,993 2 PRN DEFINED 3 2 ORBITZ WORLDWIDE INC COM 68557K109 33,158 15,280 SH SOLE 1 15,280 OREXIGEN THERAPEUTICS INC COM 686164104 46,821 23,528 SH SOLE 1 23,528 ORIENT EXPRESS HOTELS LTD COM G67743107 480,957 69,603 SH SOLE 1 69,603 ORIENTAL FINANCIAL GROUP COM 68618W100 319,758 33,067 SH SOLE 1 33,067 ORION ENERGY SYSTEMS INC COM 686275108 265 100 SH DEFINED 2 100 ORION MARINE GROUP INC COM 68628V308 127,500 22,097 SH SOLE 1 22,097 ORITANI FINANCIAL CORP COM 68633D103 586,236 45,586 SH SOLE 1 45,586 ORIX CORP COM 686330101 387 10 SH DEFINED 4 10 ORMAT TECHNOLOGIES INC COM 686688102 210,761 13,107 SH SOLE 1 13,107 ORMAT TECHNOLOGIES INC COM 686688102 9,648 600 SH DEFINED 2 600 ORRSTOWN FINL SERVICES INC COM 687380105 65,586 5,104 SH SOLE 1 5,104 ORTHOFIX INTERNATIONAL NV COM N6748L102 455,083 13,187 SH SOLE 1 13,187 OSHKOSH CORP COM 688239201 3,150,062 200,131 SH SOLE 1 200,131 OSHKOSH CORP COM 688239201 149,530 9,500 SH DEFINED 3 9,500 OSHKOSH CORP COM 688239201 3,148 200 SH DEFINED 2 200 OSI SYSTEMS INC COM 671044105 524,789 15,656 SH SOLE 1 15,656 OSIRIS THERAPEUTICS INC COM 68827R108 62,351 12,178 SH SOLE 1 12,178 OSIRIS THERAPEUTICS INC NEW COM 68827R108 5,120 1,000 SH DEFINED 3 1,000 OSSEN INNOVATION CO LTD COM 688410109 17,760 12,000 SH DEFINED 3 12,000 OTELCO INC COM 688823202 16,060 1,000 SH DEFINED 3 1,000 OTTER TAIL CORP COM 689648103 481,967 26,337 SH SOLE 1 26,337 OTTER TAIL CORP COM 689648103 21,977 1,201 SH DEFINED 3 1,201 OUTDOOR CHANNEL HOLDINGS I COM 690027206 60,020 10,493 SH SOLE 1 10,493 OVERSEAS SHIPHOLDING GROUP COM 690368105 1,047,648 76,248 SH SOLE 1 76,248 OVERSEAS SHIPHOLDING GROUP I COM 690368105 2,748 200 SH DEFINED 3 200 OVERSTOCK.COM INC COM 690370101 78,387 8,456 SH SOLE 1 8,456 OWENS & MINOR INC NEW COM 690732102 29,050 1,020 SH DEFINED 3 1,020 OWENS & MINOR INC NEW COM 690732102 22,385 786 SH DEFINED 2 786 OWENS + MINOR INC COM 690732102 5,261,908 184,758 SH SOLE 1 184,758 OWENS CORNING COM 690742101 83,685 3,860 SH SOLE 1 3,860 OWENS CORNING NEW COM 690742101 2,602 120 SH DEFINED 3 120 OWENS CORNING NEW COM 690742127 45 35 SH DEFINED 3 35 OWENS ILL INC COM 690768403 302 20 SH DEFINED 3 20 OWENS ILLINOIS INC COM 690768403 1,394,835 92,251 SH SOLE 1 92,251 OXFORD INDUSTRIES INC COM 691497309 363,786 10,606 SH SOLE 1 10,606 OXYGEN BIOTHERAPEUTICS INC COM 69207P209 418 200 SH DEFINED 3 200 OYO GEOSPACE CORP COM 671074102 201,631 3,582 SH SOLE 1 3,582 P G + E CORP COM 69331C108 5,147,096 121,652 SH SOLE 1 121,652 PACCAR INC COM 693718108 4,556,839 134,738 SH SOLE 1 134,738 PACCAR INC COM 693718108 6,764 200 SH DEFINED 4 200 PACCAR INC COM 693718108 21,070 623 SH DEFINED 3 623 PACCAR INC COM 693718108 6,832 202 SH DEFINED 2 202 PACER INTERNATIONAL INC COM 69373H106 95,831 25,555 SH SOLE 1 25,555 PACHOLDER HIGH YIELD FD INC COM 693742108 11,053 1,220 SH DEFINED 3 1,220 PACIFIC BIOSCIENCES OF CAL COM 69404D108 79,528 24,775 SH SOLE 1 24,775 PACIFIC CAPITAL BANCORP COM 69404P200 76,662 3,004 SH SOLE 1 3,004 PACIFIC CONTINENTAL CORP COM 69412V108 95,424 13,459 SH SOLE 1 13,459 PACIFIC ETHANOL INC COM 69423U206 5,780 20,000 SH DEFINED 2 20,000 PACIFIC SUNWEAR OF CALIF COM 694873100 41,570 34,642 SH SOLE 1 34,642 PACIRA PHARMACEUTICALS INC COM 695127100 35,500 3,575 SH SOLE 1 3,575 PACKAGING CORP AMER COM 695156109 5,709 245 SH DEFINED 4 245 PACKAGING CORP AMER COM 695156109 93,200 4,000 SH DEFINED 3 4,000 PACKAGING CORP OF AMERICA COM 695156109 5,073,435 217,744 SH SOLE 1 217,744 PACWEST BANCORP COM 695263103 349,476 25,070 SH SOLE 1 25,070
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PAETEC HOLDING CORP COM 695459107 484,300 91,550 SH SOLE 1 91,550 PAETEC HOLDING CORP COM 695459107 6,348 1,200 SH DEFINED 4 1,200 PAIN THERAPEUTICS INC COM 69562K100 128,234 26,940 SH SOLE 1 26,940 PALATIN TECHNOLOGIES INC COM 696077403 20 40 SH DEFINED 4 40 PALL CORP COM 696429307 1,874,674 44,214 SH SOLE 1 44,214 PALL CORP COM 696429307 10,388 245 SH DEFINED 4 245 PALOMAR MEDICAL TECHNOLOGI COM 697529303 122,707 15,572 SH SOLE 1 15,572 PAN AMERICAN SILVER CORP COM 697900108 10,976 410 SH DEFINED 4 410 PAN AMERICAN SILVER CORP COM 697900108 88,341 3,300 SH DEFINED 3 3,300 PAN AMERICAN SILVER CORP COM 697900108 2,142 80 SH DEFINED 2 80 PANDORA MEDIA INC COM 698354107 21,243 1,450 SH DEFINED 3 1,450 PANERA BREAD CO COM 69840W108 34,612 333 SH DEFINED 4 333 PANERA BREAD CO COM 69840W108 10,394 100 SH DEFINED 3 100 PANERA BREAD COMPANY CLASS COM 69840W108 6,902,136 66,405 SH SOLE 1 66,405 PANHANDLE OIL AND GAS INC COM 698477106 145,737 5,137 SH SOLE 1 5,137 PANTRY INC COM 698657103 203,651 16,789 SH SOLE 1 16,789 PAPA JOHN S INTL INC COM 698813102 489,835 16,113 SH SOLE 1 16,113 PAR PHARMACEUTICAL COS INC COM 69888P106 790,321 29,689 SH SOLE 1 29,689 PARAGON SHIPPING INC COM 69913R309 79 100 SH DEFINED 4 100 PARAGON SHIPPING INC COM 69913R309 553 700 SH DEFINED 3 700 PARAMETRIC TECHNOLOGY CORP COM 699173209 7,379,232 479,794 SH SOLE 1 479,794 PARAMETRIC TECHNOLOGY CORP COM 699173209 46 3 SH DEFINED 4 3 PARAMOUNT GOLD AND SILVER COM 69924P102 201,893 85,548 SH SOLE 1 85,548 PAREXEL INTERNATIONAL CORP COM 699462107 913,126 48,237 SH SOLE 1 48,237 PAREXEL INTL CORP COM 699462107 5,206 275 SH DEFINED 2 275 PARK ELECTROCHEMICAL CORP COM 700416209 362,820 16,978 SH SOLE 1 16,978 PARK ELECTROCHEMICAL CORP COM 700416209 137,580 6,438 SH DEFINED 4 6,438 PARK NATIONAL CORP COM 700658107 498,394 9,425 SH SOLE 1 9,425 PARK NATL CORP COM 700658107 120,824 2,285 SH DEFINED 3 2,285 PARK OHIO HOLDINGS CORP COM 700666100 73,129 6,089 SH SOLE 1 6,089 PARK STERLING CORP COM 70086Y105 71,488 20,903 SH SOLE 1 20,903 PARKER DRILLING CO COM 701081101 374,107 85,218 SH SOLE 1 85,218 PARKER HANNIFIN CORP COM 701094104 4,963,849 78,629 SH SOLE 1 78,629 PARKER HANNIFIN CORP COM 701094104 68,622 1,087 SH DEFINED 4 1,087 PARKER HANNIFIN CORP COM 701094104 209,403 3,317 SH DEFINED 3 3,317 PARKVALE FINL CORP COM 701492100 112,558 6,117 SH DEFINED 3 6,117 PARKWAY PPTYS INC COM 70159Q104 859 78 SH DEFINED 4 78 PARKWAY PROPERTIES INC COM 70159Q104 198,235 18,005 SH SOLE 1 18,005 PARTNER COMMUNICATIONS CO LT COM 70211M109 1,890 200 SH DEFINED 4 200 PARTNER COMMUNICATIONS CO LT COM 70211M109 5,103 540 SH DEFINED 3 540 PARTNER COMMUNICATIONS CO LT COM 70211M109 3,780 400 SH DEFINED 2 400 PARTNERRE LTD COM G6852T105 108,251 2,071 SH SOLE 1 2,071 PATRIOT COAL CORP COM 70336T104 2,239,167 264,677 SH SOLE 1 264,677 PATRIOT COAL CORP COM 70336T104 57,528 6,800 SH DEFINED 3 6,800 PATRIOT COAL CORP COM 70336T104 253,580 29,974 SH DEFINED 2 29,974 PATRIOT TRANSPORTATION HLD COM 70337B102 91,086 4,507 SH SOLE 1 4,507 PATTERSON COMPANIES INC COM 703395103 11,452 400 SH DEFINED 3 400 PATTERSON COMPANIES INC COM 703395103 7,644 267 SH DEFINED 2 267 PATTERSON COS INC COM 703395103 868,119 30,322 SH SOLE 1 30,322 PATTERSON UTI ENERGY INC COM 703481101 5,929,482 341,954 SH SOLE 1 341,954 PATTERSON UTI ENERGY INC COM 703481101 1,561 90 SH DEFINED 4 90 PATTERSON UTI ENERGY INC COM 703481101 500,883 28,886 SH DEFINED 3 28,886 PAYCHEX INC COM 704326107 6,499,836 246,486 SH SOLE 1 246,486 PAYCHEX INC COM 704326107 86,098 3,265 SH DEFINED 4 3,265 PAYCHEX INC COM 704326107 27,214 1,032 SH DEFINED 3 1,032 PAYCHEX INC COM 704326107 57,012 2,162 SH DEFINED 2 2,162 PC CONNECTION INC COM 69318J100 54,232 6,796 SH SOLE 1 6,796 PC TEL INC COM 69325Q105 10,111 1,644 SH SOLE 1 1,644 PCM FUND INC COM 69323T101 5,050 500 SH DEFINED 3 500 PCM FUND INC COM 69323T101 1,358,753 134,530 SH DEFINED 2 134,530 PDF SOLUTIONS INC COM 693282105 69,760 17,098 SH SOLE 1 17,098 PDL BIOPHARMA INC COM 69329Y104 566,211 102,020 SH SOLE 1 102,020 PDL BIOPHARMA INC COM 69329Y104 1,110 200 SH DEFINED 4 200 PDL BIOPHARMA INC COM 69329Y104 288,700 52,018 SH DEFINED 3 52,018 PEABODY ENERGY CORP COM 704549104 2,888,643 85,261 SH SOLE 1 85,261 PEABODY ENERGY CORP COM 704549104 105,028 3,100 SH DEFINED 4 3,100 PEABODY ENERGY CORP COM 704549104 47,906 1,414 SH DEFINED 3 1,414 PEABODY ENERGY CORP COM 704549104 406,662 12,003 SH DEFINED 2 12,003 PEARSON PLC COM 705015105 3,502 200 SH DEFINED 4 200 PEBBLEBROOK HOTEL TR COM 70509V100 4,695 300 SH DEFINED 3 300 PEBBLEBROOK HOTEL TRUST COM 70509V100 581,695 37,169 SH SOLE 1 37,169 PEETS COFFEE & TEA INC COM 705560100 6,399 115 SH DEFINED 4 115 PEETS COFFEE + TEA INC COM 705560100 584,721 10,509 SH SOLE 1 10,509 PEGASYSTEMS INC COM 705573103 371,728 12,144 SH SOLE 1 12,144 PENDRELL CORP COM 70686R104 248,434 110,415 SH SOLE 1 110,415 PENGROWTH ENERGY CORP COM 70706P104 22,475 2,500 SH DEFINED 4 2,500 PENGROWTH ENERGY CORP COM 70706P104 152,111 16,920 SH DEFINED 3 16,920 PENGROWTH ENERGY CORP COM 70706P104 171,110 19,033 SH DEFINED 2 19,033 PENN NATIONAL GAMING INC COM 707569109 73,105 2,196 SH SOLE 1 2,196 PENN REAL ESTATE INVEST TS COM 709102107 352,418 45,591 SH SOLE 1 45,591 PENN VA RESOURCES PARTNERS L COM 707884102 22,110 945 SH DEFINED 4 945
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PENN VA RESOURCES PARTNERS L COM 707884102 16,841 720 SH DEFINED 3 720 PENN VA RESOURCES PARTNERS L COM 707884102 17,075 730 SH DEFINED 2 730 PENN VIRGINIA CORP COM 707882106 208,407 37,416 SH SOLE 1 37,416 PENN WEST PETE LTD NEW COM 707887105 178,747 12,102 SH DEFINED 4 12,102 PENN WEST PETE LTD NEW COM 707887105 162,337 10,991 SH DEFINED 3 10,991 PENN WEST PETE LTD NEW COM 707887105 60,996 4,130 SH DEFINED 2 4,130 PENNANTPARK INVESTMENT COR COM 708062104 296,965 33,292 SH SOLE 1 33,292 PENNANTPARK INVT CORP COM 708062104 202,484 22,700 SH DEFINED 4 22,700 PENNANTPARK INVT CORP COM 708062104 728,087 81,624 SH DEFINED 3 81,624 PENNANTPARK INVT CORP COM 708062104 1,873 210 SH DEFINED 2 210 PENNEY J C INC COM 708160106 18,344 685 SH DEFINED 4 685 PENNEY J C INC COM 708160106 375 14 SH DEFINED 3 14 PENNICHUCK CORP COM 708254206 95,692 3,420 SH SOLE 1 3,420 PENNS WOODS BANCORP INC COM 708430103 91,766 2,802 SH SOLE 1 2,802 PENNYMAC MORTGAGE INVESTME COM 70931T103 322,420 20,278 SH SOLE 1 20,278 PENSKE AUTOMOTIVE GROUP IN COM 70959W103 521,744 32,609 SH SOLE 1 32,609 PENSKE AUTOMOTIVE GRP INC COM 70959W103 117,648 7,353 SH DEFINED 4 7,353 PENTAIR INC COM 709631105 6,951,452 217,165 SH SOLE 1 217,165 PENTAIR INC COM 709631105 3,201 100 SH DEFINED 4 100 PENTAIR INC COM 709631105 59,859 1,870 SH DEFINED 3 1,870 PEOPLE S UNITED FINANCIAL COM 712704105 1,417,123 124,309 SH SOLE 1 124,309 PEOPLES BANCORP INC COM 709789101 84,854 7,714 SH SOLE 1 7,714 PEOPLES UNITED FINANCIAL INC COM 712704105 2,314 203 SH DEFINED 3 203 PEOPLES UNITED FINANCIAL INC COM 712704105 8,067 708 SH DEFINED 2 708 PEP BOYS MANNY MOE + JACK COM 713278109 425,742 43,135 SH SOLE 1 43,135 PEPCO HOLDINGS INC COM 713291102 1,423,957 75,262 SH SOLE 1 75,262 PEPCO HOLDINGS INC COM 713291102 21,096 1,115 SH DEFINED 4 1,115 PEPCO HOLDINGS INC COM 713291102 298,312 15,767 SH DEFINED 2 15,767 PEPSICO INC COM 713448108 59,813,042 966,285 SH SOLE 1 966,285 PEPSICO INC COM 713448108 450,974 7,286 SH DEFINED 4 7,286 PEPSICO INC COM 713448108 2,328,262 37,613 SH DEFINED 3 37,613 PEPSICO INC COM 713448108 1,302,854 21,048 SH DEFINED 2 21,048 PEREGRINE PHARMACEUTICALS COM 713661304 54,045 49,583 SH SOLE 1 49,583 PEREGRINE PHARMACEUTICALS IN COM 713661304 22 20 SH DEFINED 3 20 PERFICIENT INC COM 71375U101 149,174 20,379 SH SOLE 1 20,379 PERICOM SEMICONDUCTOR CORP COM 713831105 151,572 20,455 SH SOLE 1 20,455 PERKINELMER INC COM 714046109 723,602 37,668 SH SOLE 1 37,668 PERKINELMER INC COM 714046109 26,587 1,384 SH DEFINED 4 1,384 PERKINELMER INC COM 714046109 250 13 SH DEFINED 3 13 PERMIAN BASIN RTY TR COM 714236106 26,598 1,300 SH DEFINED 4 1,300 PERMIAN BASIN RTY TR COM 714236106 30,281 1,480 SH DEFINED 3 1,480 PERMIAN BASIN RTY TR COM 714236106 69,237 3,384 SH DEFINED 2 3,384 PERNIX THERAPEUTICS HOLDIN COM 71426V108 24,008 2,722 SH SOLE 1 2,722 PERRIGO CO COM 714290103 19,647,975 202,327 SH SOLE 1 202,327 PERRIGO CO COM 714290103 245,203 2,525 SH DEFINED 4 2,525 PERRIGO CO COM 714290103 1,554 16 SH DEFINED 2 16 PERRY ELLIS INTERNATIONAL COM 288853104 199,618 10,618 SH SOLE 1 10,618 PETMED EXPRESS INC COM 716382106 159,021 17,669 SH SOLE 1 17,669 PETROBRAS ARGENTINA S A COM 71646J109 12,939 941 SH DEFINED 4 941 PETROBRAS ARGENTINA S A COM 71646J109 481 35 SH DEFINED 3 35 PETROCHINA CO LTD COM 71646E100 29,520 245 SH DEFINED 4 245 PETROCHINA CO LTD COM 71646E100 1,928 16 SH DEFINED 2 16 PETROLEO BRASILEIRO SA PETRO COM 71654V408 97,658 4,350 SH DEFINED 4 4,350 PETROLEO BRASILEIRO SA PETRO COM 71654V408 102,735 4,576 SH DEFINED 3 4,576 PETROLEO BRASILEIRO SA PETRO COM 71654V101 870 42 SH DEFINED 2 42 PETROLEO BRASILEIRO SA PETRO COM 71654V408 11,382 507 SH DEFINED 2 507 PETROLEUM & RES CORP COM 716549100 6,628 293 SH DEFINED 4 293 PETROLEUM & RES CORP COM 716549100 4,524 200 SH DEFINED 3 200 PETROLEUM & RES CORP COM 716549100 9,048 400 SH DEFINED 2 400 PETROLEUM DEV CORP COM 716578109 21,329 1,100 SH DEFINED 3 1,100 PETROLEUM DEVELOPMENT CORP COM 716578109 373,393 19,257 SH SOLE 1 19,257 PETROQUEST ENERGY INC COM 716748108 828,091 150,562 SH SOLE 1 150,562 PETROQUEST ENERGY INC COM 716748108 27,500 5,000 SH DEFINED 3 5,000 PETSMART INC COM 716768106 10,497,914 246,141 SH SOLE 1 246,141 PF CHANG S CHINA BISTRO IN COM 69333Y108 506,255 18,585 SH SOLE 1 18,585 PFIZER INC COM 717081103 84,992,003 4,807,240 SH SOLE 1 4,807,240 PFIZER INC COM 717081103 936,050 52,944 SH DEFINED 4 52,944 PFIZER INC COM 717081103 1,166,002 65,950 SH DEFINED 3 65,950 PFIZER INC COM 717081103 1,482,396 83,846 SH DEFINED 2 83,846 PG&E CORP COM 69331C108 63,450 1,500 SH DEFINED 4 1,500 PG&E CORP COM 69331C108 65,751 1,554 SH DEFINED 3 1,554 PG&E CORP COM 69331C108 70,561 1,668 SH DEFINED 2 1,668 PHARMACEUTICAL PRODUCT DEV COM 717124101 6,371,121 248,290 SH SOLE 1 248,290 PHARMACYCLICS INC COM 716933106 396,766 33,539 SH SOLE 1 33,539 PHARMASSET INC COM 71715N106 91,843 1,115 SH SOLE 1 1,115 PHARMATHENE INC COM 71714G102 45,827 26,038 SH SOLE 1 26,038 PHARMATHENE INC COM 71714G102 1,760 1,000 SH DEFINED 3 1,000 PHARMATHENE INC COM 71714G102 598 340 SH DEFINED 2 340 PHARMERICA CORP COM 71714F104 343,293 24,057 SH SOLE 1 24,057 PHARMERICA CORP COM 71714F104 2,611 183 SH DEFINED 3 183 PHARMERICA CORP COM 71714F104 14 1 SH DEFINED 2 1
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PHAZAR CORP COM 71722R108 2,625 1,500 SH DEFINED 4 1,500 PHH CORP COM 693320202 660,695 41,088 SH SOLE 1 41,088 PHH CORP COM 693320202 289 18 SH DEFINED 3 18 PHI INC NON VOTING COM 69336T205 182,366 9,528 SH SOLE 1 9,528 PHILIP MORRIS INTERNATIONA COM 718172109 68,210,596 1,093,469 SH SOLE 1 1,093,469 PHILIP MORRIS INTL INC COM 718172109 391,883 6,282 SH DEFINED 4 6,282 PHILIP MORRIS INTL INC COM 718172109 2,142,776 34,350 SH DEFINED 3 34,350 PHILIP MORRIS INTL INC COM 718172109 693,703 11,121 SH DEFINED 2 11,121 PHILIPPINE LONG DISTANCE TEL COM 718252604 13,373 270 SH DEFINED 3 270 PHOENIX COMPANIES INC COM 71902E109 103,632 84,944 SH SOLE 1 84,944 PHOENIX COS INC NEW COM 71902E109 32 26 SH DEFINED 3 26 PHOTRONICS INC COM 719405102 213,821 42,936 SH SOLE 1 42,936 PICO HLDGS INC COM 693366205 6,153 300 SH DEFINED 2 300 PICO HOLDINGS INC COM 693366205 340,056 16,580 SH SOLE 1 16,580 PIEDMONT NAT GAS INC COM 720186105 235,829 8,163 SH DEFINED 2 8,163 PIEDMONT NATURAL GAS CO COM 720186105 1,699,368 58,822 SH SOLE 1 58,822 PIEDMONT OFFICE REALTY TR IN COM 720190206 244,232 15,104 SH DEFINED 4 15,104 PIEDMONT OFFICE REALTY TR IN COM 720190206 1,350,549 83,522 SH DEFINED 3 83,522 PIEDMONT OFFICE REALTY TR IN COM 720190206 2,013,652 124,530 SH DEFINED 2 124,530 PIEDMONT OFFICE REALTY TRU COM 720190206 87,884 5,435 SH SOLE 1 5,435 PIER 1 IMPORTS INC COM 720279108 760,092 77,719 SH SOLE 1 77,719 PIKE ELECTRIC CORP COM 721283109 80,367 11,871 SH SOLE 1 11,871 PILGRIM S PRIDE CORP COM 72147K108 157,862 36,970 SH SOLE 1 36,970 PILGRIMS PRIDE CORP NEW COM 72147K108 23,272 5,450 SH DEFINED 2 5,450 PIMCO CA MUNICIPAL INCOME FD COM 72200N106 210,880 16,000 SH DEFINED 2 16,000 PIMCO CALIF MUN INCOME FD II COM 72201C109 53,368 5,600 SH DEFINED 4 5,600 PIMCO CALIF MUN INCOME FD II COM 72200M108 35,606 3,800 SH DEFINED 3 3,800 PIMCO CORPORATE INCOME FD COM 72200U100 90,999 6,454 SH DEFINED 4 6,454 PIMCO CORPORATE INCOME FD COM 72200U100 14,100 1,000 SH DEFINED 3 1,000 PIMCO CORPORATE OPP FD COM 72201B101 23,966 1,449 SH DEFINED 4 1,449 PIMCO CORPORATE OPP FD COM 72201B101 71,122 4,300 SH DEFINED 3 4,300 PIMCO CORPORATE OPP FD COM 72201B101 239,747 14,495 SH DEFINED 2 14,495 PIMCO ETF TR COM 72201R205 471,719 8,897 SH DEFINED 3 8,897 PIMCO ETF TR COM 72201R304 10,729 171 SH DEFINED 3 171 PIMCO ETF TR COM 72201R825 16,680 300 SH DEFINED 3 300 PIMCO ETF TR COM 72201R866 31,434 600 SH DEFINED 3 600 PIMCO ETF TR COM 72201R106 28,141 550 SH DEFINED 2 550 PIMCO ETF TR COM 72201R833 97,207 968 SH DEFINED 2 968 PIMCO ETF TR COM 72201R866 52,390 1,000 SH DEFINED 2 1,000 PIMCO ETF TR COM 72201R874 50,513 1,000 SH DEFINED 2 1,000 PIMCO GLOBAL STOCKSPLS INCM COM 722011103 25,675 1,440 SH DEFINED 4 1,440 PIMCO GLOBAL STOCKSPLS INCM COM 722011103 17,830 1,000 SH DEFINED 3 1,000 PIMCO HIGH INCOME FD COM 722014107 133,605 11,730 SH DEFINED 4 11,730 PIMCO HIGH INCOME FD COM 722014107 179,290 15,741 SH DEFINED 3 15,741 PIMCO HIGH INCOME FD COM 722014107 82,008 7,200 SH DEFINED 2 7,200 PIMCO INCOME OPPORTUNITY FD COM 72202B100 155,043 6,300 SH DEFINED 3 6,300 PIMCO INCOME STRATEGY FUND COM 72201H108 33,146 3,305 SH DEFINED 4 3,305 PIMCO INCOME STRATEGY FUND COM 72201H108 9,478 945 SH DEFINED 3 945 PIMCO INCOME STRATEGY FUND COM 72201H108 14,042 1,400 SH DEFINED 2 1,400 PIMCO INCOME STRATEGY FUND I COM 72201J104 877 100 SH DEFINED 2 100 PIMCO MUN INCOME FD II COM 72200W106 111 10 SH DEFINED 4 10 PIMCO MUN INCOME FD III COM 72201A103 13,782 1,282 SH DEFINED 3 1,282 PIMCO MUNICIPAL INCOME FD COM 72200R107 183,589 13,529 SH DEFINED 3 13,529 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 21,420 2,000 SH DEFINED 4 2,000 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 103,544 9,668 SH DEFINED 3 9,668 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 63,189 5,900 SH DEFINED 2 5,900 PINNACLE ENTERTAINMENT INC COM 723456109 460,674 50,735 SH SOLE 1 50,735 PINNACLE ENTMT INC COM 723456109 699 77 SH DEFINED 3 77 PINNACLE FINANCIAL PARTNER COM 72346Q104 305,926 27,964 SH SOLE 1 27,964 PINNACLE WEST CAP CORP COM 723484101 816 19 SH DEFINED 3 19 PINNACLE WEST CAP CORP COM 723484101 10,735 250 SH DEFINED 2 250 PINNACLE WEST CAPITAL COM 723484101 1,556,919 36,258 SH SOLE 1 36,258 PIONEER DRILLING CO COM 723655106 7,180 1,000 SH DEFINED 4 1,000 PIONEER DRILLING COMPANY COM 723655106 362,439 50,479 SH SOLE 1 50,479 PIONEER FLOATING RATE TR COM 72369J102 9,742 820 SH DEFINED 2 820 PIONEER HIGH INCOME TR COM 72369H106 150,911 9,230 SH DEFINED 3 9,230 PIONEER HIGH INCOME TR COM 72369H106 8,175 500 SH DEFINED 2 500 PIONEER MUN HIGH INCOME ADV COM 723762100 64,518 4,655 SH DEFINED 3 4,655 PIONEER MUN HIGH INCOME TR COM 723763108 7,743 534 SH DEFINED 3 534 PIONEER NAT RES CO COM 723787107 137,328 2,088 SH DEFINED 3 2,088 PIONEER NATURAL RESOURCES COM 723787107 3,239,633 49,257 SH SOLE 1 49,257 PIONEER SOUTHWST ENRG PRTNR COM 72388B106 14,019 580 SH DEFINED 3 580 PIPER JAFFRAY COS COM 724078100 231,781 12,927 SH SOLE 1 12,927 PIPER JAFFRAY COS COM 724078100 36 2 SH DEFINED 3 2 PITNEY BOWES INC COM 724479100 1,254,900 66,750 SH SOLE 1 66,750 PITNEY BOWES INC COM 724479100 382,693 20,356 SH DEFINED 4 20,356 PITNEY BOWES INC COM 724479100 254,209 13,522 SH DEFINED 3 13,522 PITTSBURGH & W VA RR COM 724819107 8,763 701 SH DEFINED 3 701 PIXELWORKS INC COM 72581M305 2,514 1,197 SH DEFINED 3 1,197 PLAINS ALL AMERN PIPELINE L COM 726503105 39,476 670 SH DEFINED 4 670 PLAINS ALL AMERN PIPELINE L COM 726503105 319,405 5,421 SH DEFINED 3 5,421
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PLAINS ALL AMERN PIPELINE L COM 726503105 181,233 3,076 SH DEFINED 2 3,076 PLAINS EXPLORATION + PRODU COM 726505100 7,039,419 309,970 SH SOLE 1 309,970 PLANTRONICS INC COM 727493108 3,878,702 136,334 SH SOLE 1 136,334 PLATINUM UNDERWRITERS HLDG COM G7127P100 837,046 27,221 SH SOLE 1 27,221 PLEXUS CORP COM 729132100 658,491 29,111 SH SOLE 1 29,111 PLEXUS CORP COM 729132100 113,010 4,996 SH DEFINED 4 4,996 PLEXUS CORP COM 729132100 7,917 350 SH DEFINED 2 350 PLUM CREEK TIMBER CO COM 729251108 1,818,318 52,386 SH SOLE 1 52,386 PLUM CREEK TIMBER CO INC COM 729251108 40,368 1,163 SH DEFINED 4 1,163 PLUM CREEK TIMBER CO INC COM 729251108 87,157 2,511 SH DEFINED 3 2,511 PLUM CREEK TIMBER CO INC COM 729251108 137,952 3,974 SH DEFINED 2 3,974 PLURISTEM THERAPEUTICS INC COM 72940R102 17 8 SH DEFINED 3 8 PLX TECHNOLOGY INC COM 693417107 97,870 32,515 SH SOLE 1 32,515 PMC SIERRA INC COM 69344F106 37,716 6,307 SH SOLE 1 6,307 PMFG INC COM 69345P103 202,077 12,814 SH SOLE 1 12,814 PMI GROUP INC COM 69344M101 707 3,536 SH DEFINED 4 3,536 PMI GROUP INC/THE COM 69344M101 22,255 111,273 SH SOLE 1 111,273 PNC FINANCIAL SERVICES GRO COM 693475105 12,126,146 251,632 SH SOLE 1 251,632 PNC FINL SVCS GROUP INC COM 693475105 30,456 632 SH DEFINED 4 632 PNC FINL SVCS GROUP INC COM 693475105 86,895 1,803 SH DEFINED 3 1,803 PNC FINL SVCS GROUP INC COM 693475105 23,999 498 SH DEFINED 2 498 PNM RESOURCES INC COM 69349H107 4,127,298 251,205 SH SOLE 1 251,205 POLARIS INDS INC COM 731068102 3,998 80 SH DEFINED 3 80 POLARIS INDUSTRIES INC COM 731068102 7,538,124 150,853 SH SOLE 1 150,853 POLYCOM INC COM 73172K104 12,374,877 673,646 SH SOLE 1 673,646 POLYONE CORP COM 73179P106 2,142 200 SH DEFINED 2 200 POLYONE CORPORATION COM 73179P106 818,619 76,435 SH SOLE 1 76,435 POLYPORE INTERNATIONAL INC COM 73179V103 30,521 540 SH SOLE 1 540 POOL CORP COM 73278L105 1,033,429 39,474 SH SOLE 1 39,474 POPULAR INC COM 733174106 42,843 28,562 SH SOLE 1 28,562 PORTFOLIO RECOVERY ASSOCIA COM 73640Q105 871,889 14,013 SH SOLE 1 14,013 PORTLAND GENERAL ELECTRIC COM 736508847 1,303,353 55,017 SH SOLE 1 55,017 POSCO COM 693483109 21,283 280 SH DEFINED 4 280 POSCO COM 693483109 7,601 100 SH DEFINED 3 100 POST PROPERTIES INC COM 737464107 1,420,310 40,884 SH SOLE 1 40,884 POTASH CORP OF SASKATCHEWA COM 73755L107 1,888,714 43,700 SH SOLE 1 43,700 POTASH CORP SASK INC COM 73755L107 86,008 1,990 SH DEFINED 4 1,990 POTASH CORP SASK INC COM 73755L107 457,829 10,593 SH DEFINED 3 10,593 POTASH CORP SASK INC COM 73755L107 25,932 600 SH DEFINED 2 600 POTLATCH CORP COM 737630103 3,669,527 116,419 SH SOLE 1 116,419 POTLATCH CORP NEW COM 737630103 64,871 2,058 SH DEFINED 2 2,058 POWELL INDUSTRIES INC COM 739128106 224,006 7,233 SH SOLE 1 7,233 POWER INTEGRATIONS INC COM 739276103 723,712 23,643 SH SOLE 1 23,643 POWER ONE INC COM 73930R102 223,776 49,728 SH SOLE 1 49,728 POWERSECURE INTERNATIONAL COM 73936N105 65,061 13,755 SH SOLE 1 13,755 POWERSECURE INTL INC COM 73936N105 1,821 385 SH DEFINED 2 385 POWERSHARES ACTIVE MNG ETF T COM 73935B201 1,654 117 SH DEFINED 3 117 POWERSHARES ACTIVE MNG ETF T COM 73935B508 17,796 400 SH DEFINED 3 400 POWERSHARES ACTIVE MNG ETF T COM 73935B300 36,261 1,504 SH DEFINED 2 1,504 POWERSHARES ACTIVE MNG ETF T COM 73935B508 372,070 8,363 SH DEFINED 2 8,363 POWERSHARES DB CMDTY IDX TRA COM 73935S105 273,877 10,636 SH DEFINED 4 10,636 POWERSHARES DB CMDTY IDX TRA COM 73935S105 311,668 12,104 SH DEFINED 3 12,104 POWERSHARES DB CMDTY IDX TRA COM 73935S105 275,113 10,684 SH DEFINED 2 10,684 POWERSHARES DB G10 CURCY HAR COM 73935Y102 25,635 1,117 SH DEFINED 3 1,117 POWERSHARES ETF TR II COM 73937B308 1,296 183 SH DEFINED 4 183 POWERSHARES ETF TR II COM 73937B407 28,820 1,000 SH DEFINED 4 1,000 POWERSHARES ETF TR II COM 73937B506 2,154 91 SH DEFINED 4 91 POWERSHARES ETF TR II COM 73937B704 1,912 71 SH DEFINED 4 71 POWERSHARES ETF TR II COM 73937B886 2,209 80 SH DEFINED 4 80 POWERSHARES ETF TR II COM 73937B407 462,849 16,060 SH DEFINED 3 16,060 POWERSHARES ETF TR II COM 73937B209 220,480 6,400 SH DEFINED 2 6,400 POWERSHARES ETF TR II COM 73937B407 298,287 10,350 SH DEFINED 2 10,350 POWERSHARES ETF TR II COM 73937B704 2,127 79 SH DEFINED 2 79 POWERSHARES ETF TR II COM 73937B779 586,457 24,745 SH DEFINED 2 24,745 POWERSHARES ETF TR II COM 73937B860 30,628 1,305 SH DEFINED 2 1,305 POWERSHARES ETF TRUST COM 73935X229 308,884 19,126 SH DEFINED 4 19,126 POWERSHARES ETF TRUST COM 73935X302 44,687 5,443 SH DEFINED 4 5,443 POWERSHARES ETF TRUST COM 73935X385 4,709 150 SH DEFINED 4 150 POWERSHARES ETF TRUST COM 73935X575 10,521 700 SH DEFINED 4 700 POWERSHARES ETF TRUST COM 73935X583 77,582 1,586 SH DEFINED 4 1,586 POWERSHARES ETF TRUST COM 73935X625 12,936 800 SH DEFINED 4 800 POWERSHARES ETF TRUST COM 73935X666 28,005 2,812 SH DEFINED 4 2,812 POWERSHARES ETF TRUST COM 73935X716 71,721 5,216 SH DEFINED 4 5,216 POWERSHARES ETF TRUST COM 73935X732 20,190 1,500 SH DEFINED 4 1,500 POWERSHARES ETF TRUST COM 73935X773 1,850 85 SH DEFINED 4 85 POWERSHARES ETF TRUST COM 73935X823 2,409 205 SH DEFINED 4 205 POWERSHARES ETF TRUST COM 73935X104 4,589 125 SH DEFINED 3 125 POWERSHARES ETF TRUST COM 73935X153 37,705 1,717 SH DEFINED 3 1,717 POWERSHARES ETF TRUST COM 73935X229 88,760 5,496 SH DEFINED 3 5,496 POWERSHARES ETF TRUST COM 73935X302 1,494 182 SH DEFINED 3 182 POWERSHARES ETF TRUST COM 73935X351 5,186 200 SH DEFINED 3 200
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- POWERSHARES ETF TRUST COM 73935X385 20,874 665 SH DEFINED 3 665 POWERSHARES ETF TRUST COM 73935X401 41,836 2,165 SH DEFINED 3 2,165 POWERSHARES ETF TRUST COM 73935X500 7,352 1,349 SH DEFINED 3 1,349 POWERSHARES ETF TRUST COM 73935X575 42,039 2,797 SH DEFINED 3 2,797 POWERSHARES ETF TRUST COM 73935X583 36,927 755 SH DEFINED 3 755 POWERSHARES ETF TRUST COM 73935X591 1,537 100 SH DEFINED 3 100 POWERSHARES ETF TRUST COM 73935X609 36,670 2,548 SH DEFINED 3 2,548 POWERSHARES ETF TRUST COM 73935X625 22,638 1,400 SH DEFINED 3 1,400 POWERSHARES ETF TRUST COM 73935X633 2,935 500 SH DEFINED 3 500 POWERSHARES ETF TRUST COM 73935X641 18,875 1,420 SH DEFINED 3 1,420 POWERSHARES ETF TRUST COM 73935X690 119,927 7,335 SH DEFINED 3 7,335 POWERSHARES ETF TRUST COM 73935X708 38,080 2,222 SH DEFINED 3 2,222 POWERSHARES ETF TRUST COM 73935X716 45,272 3,293 SH DEFINED 3 3,293 POWERSHARES ETF TRUST COM 73935X773 1,937 89 SH DEFINED 3 89 POWERSHARES ETF TRUST COM 73935X807 26,310 1,433 SH DEFINED 3 1,433 POWERSHARES ETF TRUST COM 73935X880 22,900 1,699 SH DEFINED 3 1,699 POWERSHARES ETF TRUST COM 73935X567 25,948 495 SH DEFINED 3 495 POWERSHARES ETF TRUST COM 73935X104 18,425 500 SH DEFINED 2 500 POWERSHARES ETF TRUST COM 73935X153 593,776 27,039 SH DEFINED 2 27,039 POWERSHARES ETF TRUST COM 73935X161 10,980 549 SH DEFINED 2 549 POWERSHARES ETF TRUST COM 73935X229 717,771 44,444 SH DEFINED 2 44,444 POWERSHARES ETF TRUST COM 73935X278 7,405 356 SH DEFINED 2 356 POWERSHARES ETF TRUST COM 73935X302 2,299 280 SH DEFINED 2 280 POWERSHARES ETF TRUST COM 73935X500 10,110 1,855 SH DEFINED 2 1,855 POWERSHARES ETF TRUST COM 73935X575 38,567 2,566 SH DEFINED 2 2,566 POWERSHARES ETF TRUST COM 73935X583 108,642 2,221 SH DEFINED 2 2,221 POWERSHARES ETF TRUST COM 73935X609 4,029 280 SH DEFINED 2 280 POWERSHARES ETF TRUST COM 73935X625 9,864 610 SH DEFINED 2 610 POWERSHARES ETF TRUST COM 73935X658 9,510 500 SH DEFINED 2 500 POWERSHARES ETF TRUST COM 73935X716 89,100 6,480 SH DEFINED 2 6,480 POWERSHARES ETF TRUST COM 73935X732 70,463 5,235 SH DEFINED 2 5,235 POWERSHARES ETF TRUST COM 73935X740 3,164 360 SH DEFINED 2 360 POWERSHARES ETF TRUST COM 73935X757 296,105 18,312 SH DEFINED 2 18,312 POWERSHARES ETF TRUST COM 73935X773 6,790 312 SH DEFINED 2 312 POWERSHARES ETF TRUST COM 73935X799 29,484 1,200 SH DEFINED 2 1,200 POWERSHARES ETF TRUST COM 73935X807 5,508 300 SH DEFINED 2 300 POWERSHARES ETF TRUST COM 73935X815 2,309 111 SH DEFINED 2 111 POWERSHARES ETF TRUST COM 73935X823 6,533 556 SH DEFINED 2 556 POWERSHARES ETF TRUST COM 73935X856 10,986 600 SH DEFINED 2 600 POWERSHARES ETF TRUST COM 73935X864 64,571 5,130 SH DEFINED 2 5,130 POWERSHARES ETF TRUST COM 73935X146 6,744 212 SH DEFINED 2 212 POWERSHARES ETF TRUST COM 73935X567 264,354 5,043 SH DEFINED 2 5,043 POWERSHARES ETF TRUST II COM 73936Q702 58,857 2,300 SH DEFINED 4 2,300 POWERSHARES ETF TRUST II COM 73936Q207 7,788 545 SH DEFINED 3 545 POWERSHARES ETF TRUST II COM 73936Q843 137,160 6,000 SH DEFINED 3 6,000 POWERSHARES ETF TRUST II COM 73936Q876 24,894 600 SH DEFINED 3 600 POWERSHARES ETF TRUST II COM 73936Q207 347,290 24,303 SH DEFINED 2 24,303 POWERSHARES ETF TRUST II COM 73936Q108 77,592 4,714 SH DEFINED 2 4,714 POWERSHARES ETF TRUST II COM 73936Q702 554,755 21,679 SH DEFINED 2 21,679 POWERSHARES ETF TRUST II COM 73936Q769 207,897 9,039 SH DEFINED 2 9,039 POWERSHARES ETF TRUST II COM 73936Q835 362,116 13,753 SH DEFINED 2 13,753 POWERSHARES ETF TRUST II COM 73936Q884 5,328 227 SH DEFINED 2 227 POWERSHARES GLOBAL ETF TRUST COM 73936T474 48,500 2,000 SH DEFINED 4 2,000 POWERSHARES GLOBAL ETF TRUST COM 73936T557 22,815 1,300 SH DEFINED 4 1,300 POWERSHARES GLOBAL ETF TRUST COM 73936T565 69,014 5,082 SH DEFINED 4 5,082 POWERSHARES GLOBAL ETF TRUST COM 73936T573 107,555 4,113 SH DEFINED 4 4,113 POWERSHARES GLOBAL ETF TRUST COM 73936T771 34,126 1,647 SH DEFINED 4 1,647 POWERSHARES GLOBAL ETF TRUST COM 73936T805 70,568 4,850 SH DEFINED 4 4,850 POWERSHARES GLOBAL ETF TRUST COM 73936T474 242,500 10,000 SH DEFINED 3 10,000 POWERSHARES GLOBAL ETF TRUST COM 73936T557 67,936 3,871 SH DEFINED 3 3,871 POWERSHARES GLOBAL ETF TRUST COM 73936T565 154,510 11,378 SH DEFINED 3 11,378 POWERSHARES GLOBAL ETF TRUST COM 73936T573 369,217 14,119 SH DEFINED 3 14,119 POWERSHARES GLOBAL ETF TRUST COM 73936T623 15,620 1,000 SH DEFINED 3 1,000 POWERSHARES GLOBAL ETF TRUST COM 73936T763 46,542 2,447 SH DEFINED 3 2,447 POWERSHARES GLOBAL ETF TRUST COM 73936T433 17,500 700 SH DEFINED 3 700 POWERSHARES GLOBAL ETF TRUST COM 73936T441 9,596 400 SH DEFINED 3 400 POWERSHARES GLOBAL ETF TRUST COM 73936T474 2,374,463 97,916 SH DEFINED 2 97,916 POWERSHARES GLOBAL ETF TRUST COM 73936T557 540,730 30,811 SH DEFINED 2 30,811 POWERSHARES GLOBAL ETF TRUST COM 73936T565 46,172 3,400 SH DEFINED 2 3,400 POWERSHARES GLOBAL ETF TRUST COM 73936T573 104,705 4,004 SH DEFINED 2 4,004 POWERSHARES GLOBAL ETF TRUST COM 73936T433 35,000 1,400 SH DEFINED 2 1,400 POWERSHARES GLOBAL ETF TRUST COM 73936T615 6,086 694 SH DEFINED 2 694 POWERSHARES INDIA ETF TR COM 73935L100 26,601 1,460 SH DEFINED 4 1,460 POWERSHARES INDIA ETF TR COM 73935L100 28,095 1,542 SH DEFINED 3 1,542 POWERSHARES INDIA ETF TR COM 73935L100 9,110 500 SH DEFINED 2 500 POWERSHARES QQQ TRUST COM 73935A104 333,626 6,356 SH DEFINED 4 6,356 POWERSHARES QQQ TRUST COM 73935A104 759,365 14,467 SH DEFINED 3 14,467 POWERSHARES QQQ TRUST COM 73935A104 3,929,498 74,862 SH DEFINED 2 74,862 POWERSHS DB MULTI SECT COMM COM 73936B101 18,306 712 SH DEFINED 4 712 POWERSHS DB MULTI SECT COMM COM 73936B200 33,888 600 SH DEFINED 4 600 POWERSHS DB MULTI SECT COMM COM 73936B309 10,330 200 SH DEFINED 4 200
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- POWERSHS DB MULTI SECT COMM COM 73936B408 1,293,646 43,609 SH DEFINED 4 43,609 POWERSHS DB MULTI SECT COMM COM 73936B606 242,664 4,270 SH DEFINED 4 4,270 POWERSHS DB MULTI SECT COMM COM 73936B705 20,887 1,126 SH DEFINED 4 1,126 POWERSHS DB MULTI SECT COMM COM 73936B101 20,362 792 SH DEFINED 3 792 POWERSHS DB MULTI SECT COMM COM 73936B200 30,499 540 SH DEFINED 3 540 POWERSHS DB MULTI SECT COMM COM 73936B408 152,567 5,143 SH DEFINED 3 5,143 POWERSHS DB MULTI SECT COMM COM 73936B507 8,064 350 SH DEFINED 3 350 POWERSHS DB MULTI SECT COMM COM 73936B705 39,400 2,124 SH DEFINED 3 2,124 POWERSHS DB MULTI SECT COMM COM 73936B200 318,321 5,636 SH DEFINED 2 5,636 POWERSHS DB MULTI SECT COMM COM 73936B408 2,952,676 99,534 SH DEFINED 2 99,534 POWERSHS DB MULTI SECT COMM COM 73936B507 69 3 SH DEFINED 2 3 POWERSHS DB MULTI SECT COMM COM 73936B705 12,095 652 SH DEFINED 2 652 POWERSHS DB US DOLLAR INDEX COM 73936D107 504,249 22,607 SH DEFINED 4 22,607 POWERSHS DB US DOLLAR INDEX COM 73936D206 6,790 250 SH DEFINED 4 250 POWERSHS DB US DOLLAR INDEX COM 73936D107 30,290 1,358 SH DEFINED 3 1,358 POWERSHS DB US DOLLAR INDEX COM 73936D206 67,900 2,500 SH DEFINED 3 2,500 POWERSHS DB US DOLLAR INDEX COM 73936D107 1,601,432 71,797 SH DEFINED 2 71,797 POWERSHS DB US DOLLAR INDEX COM 73936D206 246,586 9,079 SH DEFINED 2 9,079 POWERWAVE TECHNOLOGIES INC COM 739363109 198,920 115,651 SH SOLE 1 115,651 POZEN INC COM 73941U102 46,585 19,330 SH SOLE 1 19,330 PPG INDS INC COM 693506107 604,920 8,561 SH DEFINED 4 8,561 PPG INDS INC COM 693506107 628,797 8,899 SH DEFINED 3 8,899 PPG INDS INC COM 693506107 38,015 538 SH DEFINED 2 538 PPG INDUSTRIES INC COM 693506107 5,319,002 75,276 SH SOLE 1 75,276 PPL CORP COM 69351T106 33,535 1,175 SH DEFINED 4 1,175 PPL CORP COM 69351T106 88,560 3,103 SH DEFINED 3 3,103 PPL CORP COM 69351T601 815,785 14,760 SH DEFINED 3 14,760 PPL CORP COM 69351T106 888,448 31,130 SH DEFINED 2 31,130 PPL CORPORATION COM 69351T106 5,480,279 192,021 SH SOLE 1 192,021 PRAXAIR INC COM 74005P104 25,794,497 275,936 SH SOLE 1 275,936 PRAXAIR INC COM 74005P104 511,429 5,471 SH DEFINED 4 5,471 PRAXAIR INC COM 74005P104 36,476 390 SH DEFINED 3 390 PRAXAIR INC COM 74005P104 90,208 965 SH DEFINED 2 965 PRECISION CASTPARTS CORP COM 740189105 6,705,301 43,132 SH SOLE 1 43,132 PRECISION CASTPARTS CORP COM 740189105 81,486 524 SH DEFINED 3 524 PRECISION CASTPARTS CORP COM 740189105 3,109 20 SH DEFINED 2 20 PREFORMED LINE PRODUCTS CO COM 740444104 81,478 1,779 SH SOLE 1 1,779 PREMIERE GLOBAL SERVICES I COM 740585104 244,974 38,158 SH SOLE 1 38,158 PRESIDENTIAL LIFE CORP COM 740884101 145,691 17,724 SH SOLE 1 17,724 PRESTIGE BRANDS HOLDINGS I COM 74112D101 372,896 41,204 SH SOLE 1 41,204 PRGX GLOBAL INC COM 69357C503 67,336 14,266 SH SOLE 1 14,266 PRICE T ROWE GROUP INC COM 74144T108 2,627 55 SH DEFINED 3 55 PRICE T ROWE GROUP INC COM 74144T108 4,777 100 SH DEFINED 2 100 PRICELINE COM INC COM 741503403 1,348 3 SH DEFINED 4 3 PRICELINE COM INC COM 741503403 25,619 57 SH DEFINED 3 57 PRICELINE COM INC COM 741503403 899 2 SH DEFINED 2 2 PRICELINE.COM INC COM 741503403 14,888,812 33,126 SH SOLE 1 33,126 PRICESMART INC COM 741511109 809,724 12,993 SH SOLE 1 12,993 PRICESMART INC COM 741511109 872 14 SH DEFINED 3 14 PRIMERICA INC COM 74164M108 535,421 24,834 SH SOLE 1 24,834 PRIMO WATER CORP COM 74165N105 60,483 10,724 SH SOLE 1 10,724 PRIMORIS SERVICES CORP COM 74164F103 203,949 19,498 SH SOLE 1 19,498 PRIMUS GUARANTY LTD COM G72457107 96,947 18,396 SH SOLE 1 18,396 PRINCIPAL FINANCIAL GROUP COM 74251V102 2,442,851 107,757 SH SOLE 1 107,757 PRINCIPAL FINL GROUP INC COM 74251V102 748 33 SH DEFINED 4 33 PRINCIPAL FINL GROUP INC COM 74251V102 9,867 435 SH DEFINED 3 435 PRINCIPAL FINL GROUP INC COM 74251V102 8,637 381 SH DEFINED 2 381 PRIVATEBANCORP INC COM 742962103 369,533 49,140 SH SOLE 1 49,140 PROASSURANCE CORP COM 74267C106 1,804,029 25,049 SH SOLE 1 25,049 PROASSURANCE CORP COM 74267C106 1,801 25 SH DEFINED 2 25 PROCERA NETWORKS INC COM 74269U203 100,906 10,511 SH SOLE 1 10,511 PROCTER & GAMBLE CO COM 742718109 1,051,067 16,636 SH DEFINED 4 16,636 PROCTER & GAMBLE CO COM 742718109 1,938,074 30,675 SH DEFINED 3 30,675 PROCTER & GAMBLE CO COM 742718109 3,230,049 51,125 SH DEFINED 2 51,125 PROCTER + GAMBLE CO/THE COM 742718109 83,631,935 1,323,709 SH SOLE 1 1,323,709 PROGENICS PHARMACEUTICALS COM 743187106 123,043 21,436 SH SOLE 1 21,436 PROGRESS ENERGY INC COM 743263105 5,052,061 97,681 SH SOLE 1 97,681 PROGRESS ENERGY INC COM 743263105 163,021 3,152 SH DEFINED 4 3,152 PROGRESS ENERGY INC COM 743263105 131,627 2,545 SH DEFINED 3 2,545 PROGRESS ENERGY INC COM 743263105 83,944 1,623 SH DEFINED 2 1,623 PROGRESS SOFTWARE CORP COM 743312100 963,284 54,888 SH SOLE 1 54,888 PROGRESS SOFTWARE CORP COM 743312100 579 33 SH DEFINED 3 33 PROGRESSIVE CORP COM 743315103 4,810,793 270,878 SH SOLE 1 270,878 PROGRESSIVE CORP OHIO COM 743315103 21,578 1,215 SH DEFINED 3 1,215 PROLOGIS INC COM 74340W103 4,533,368 186,943 SH SOLE 1 186,943 PROLOGIS INC COM 74340W103 1,601 66 SH DEFINED 2 66 PROLOR BIOTECH INC COM 74344F106 90,273 22,180 SH DEFINED 3 22,180 PROS HOLDINGS INC COM 74346Y103 202,437 15,705 SH SOLE 1 15,705 PROSHARES TR COM 74347R107 62,081 1,635 SH DEFINED 4 1,635 PROSHARES TR COM 74347R297 985,511 50,695 SH DEFINED 4 50,695 PROSHARES TR COM 74347R313 11,621 368 SH DEFINED 4 368
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PROSHARES TR COM 74347R503 964,735 20,927 SH DEFINED 4 20,927 PROSHARES TR COM 74347R602 8,552 251 SH DEFINED 4 251 PROSHARES TR COM 74347R701 131,483 2,958 SH DEFINED 4 2,958 PROSHARES TR COM 74347R719 14,747 450 SH DEFINED 4 450 PROSHARES TR COM 74347R776 8,887 350 SH DEFINED 4 350 PROSHARES TR COM 74347R842 4,357 160 SH DEFINED 4 160 PROSHARES TR COM 74347R867 4,078 200 SH DEFINED 4 200 PROSHARES TR COM 74347R883 109,607 4,300 SH DEFINED 4 4,300 PROSHARES TR COM 74347X146 18,988 225 SH DEFINED 4 225 PROSHARES TR COM 74347X237 206,682 3,800 SH DEFINED 4 3,800 PROSHARES TR COM 74347X567 22,685 500 SH DEFINED 4 500 PROSHARES TR COM 74347X591 1,976 50 SH DEFINED 4 50 PROSHARES TR COM 74347X633 5,535 150 SH DEFINED 4 150 PROSHARES TR COM 74348A202 213,051 3,650 SH DEFINED 4 3,650 PROSHARES TR COM 74347X344 22,067 640 SH DEFINED 4 640 PROSHARES TR COM 74347R903 144,000 750 SH C DEFINED 4 750 PROSHARES TR COM 74347R107 183,072 4,821 SH DEFINED 3 4,821 PROSHARES TR COM 74347R206 12,620 173 SH DEFINED 3 173 PROSHARES TR COM 74347R297 33,048 1,700 SH DEFINED 3 1,700 PROSHARES TR COM 74347R305 17,967 373 SH DEFINED 3 373 PROSHARES TR COM 74347R404 3,143 70 SH DEFINED 3 70 PROSHARES TR COM 74347R503 1,522,453 33,025 SH DEFINED 3 33,025 PROSHARES TR COM 74347R602 454,835 13,350 SH DEFINED 3 13,350 PROSHARES TR COM 74347R719 79,303 2,420 SH DEFINED 3 2,420 PROSHARES TR COM 74347R727 13,050 416 SH DEFINED 3 416 PROSHARES TR COM 74347R776 5,078 200 SH DEFINED 3 200 PROSHARES TR COM 74347R842 60,505 2,222 SH DEFINED 3 2,222 PROSHARES TR COM 74347R867 22,490 1,103 SH DEFINED 3 1,103 PROSHARES TR COM 74347R883 7,647 300 SH DEFINED 3 300 PROSHARES TR COM 74347X146 10,633 126 SH DEFINED 3 126 PROSHARES TR COM 74347X237 4,569 84 SH DEFINED 3 84 PROSHARES TR COM 74347X302 449 8 SH DEFINED 3 8 PROSHARES TR COM 74347X567 4,083 90 SH DEFINED 3 90 PROSHARES TR COM 74347X575 4,176 90 SH DEFINED 3 90 PROSHARES TR COM 74347X633 82,914 2,247 SH DEFINED 3 2,247 PROSHARES TR COM 74347X849 4,340 135 SH DEFINED 3 135 PROSHARES TR COM 74348A301 10,728 175 SH DEFINED 3 175 PROSHARES TR COM 74347R214 16,360 289 SH DEFINED 3 289 PROSHARES TR COM 74347R487 38,648 1,230 SH DEFINED 3 1,230 PROSHARES TR COM 74347R495 2,859 109 SH DEFINED 3 109 PROSHARES TR COM 74347R511 7,006 200 SH DEFINED 3 200 PROSHARES TR COM 74347R537 18,335 440 SH DEFINED 3 440 PROSHARES TR COM 74347R784 931,395 30,045 SH DEFINED 3 30,045 PROSHARES TR COM 74347X310 17,404 455 SH DEFINED 3 455 PROSHARES TR COM 74347X708 28,158 500 SH DEFINED 3 500 PROSHARES TR COM 74347R107 342 9 SH DEFINED 2 9 PROSHARES TR COM 74347R206 6,493 89 SH DEFINED 2 89 PROSHARES TR COM 74347R230 487,025 11,132 SH DEFINED 2 11,132 PROSHARES TR COM 74347R248 358,019 6,964 SH DEFINED 2 6,964 PROSHARES TR COM 74347R297 395,137 20,326 SH DEFINED 2 20,326 PROSHARES TR COM 74347R305 258,817 5,373 SH DEFINED 2 5,373 PROSHARES TR COM 74347R339 6,258 200 SH DEFINED 2 200 PROSHARES TR COM 74347R404 9,070 202 SH DEFINED 2 202 PROSHARES TR COM 74347R503 925,043 20,066 SH DEFINED 2 20,066 PROSHARES TR COM 74347R602 369,694 10,851 SH DEFINED 2 10,851 PROSHARES TR COM 74347R701 12,668 285 SH DEFINED 2 285 PROSHARES TR COM 74347R719 345,166 10,533 SH DEFINED 2 10,533 PROSHARES TR COM 74347R776 43,798 1,725 SH DEFINED 2 1,725 PROSHARES TR COM 74347R800 2,264 63 SH DEFINED 2 63 PROSHARES TR COM 74347R826 778,873 21,738 SH DEFINED 2 21,738 PROSHARES TR COM 74347R867 2,488 122 SH DEFINED 2 122 PROSHARES TR COM 74347R883 2,628,401 103,115 SH DEFINED 2 103,115 PROSHARES TR COM 74347X146 337,982 4,005 SH DEFINED 2 4,005 PROSHARES TR COM 74347X237 29,806 548 SH DEFINED 2 548 PROSHARES TR COM 74347X302 4,493 80 SH DEFINED 2 80 PROSHARES TR COM 74347X567 33,392 736 SH DEFINED 2 736 PROSHARES TR COM 74347X625 5,575 137 SH DEFINED 2 137 PROSHARES TR COM 74347X849 28,806 896 SH DEFINED 2 896 PROSHARES TR COM 74347X880 8,191 220 SH DEFINED 2 220 PROSHARES TR COM 74348A202 2,919 50 SH DEFINED 2 50 PROSHARES TR COM 74348A301 1,082,865 17,665 SH DEFINED 2 17,665 PROSHARES TR COM 74347R370 9,225 165 SH DEFINED 2 165 PROSHARES TR COM 74347R396 31,068 815 SH DEFINED 2 815 PROSHARES TR COM 74347R487 8,452 269 SH DEFINED 2 269 PROSHARES TR COM 74347X641 186,093 4,620 SH DEFINED 2 4,620 PROSHARES TR COM 74348A400 30,000 500 SH DEFINED 2 500 PROSHARES TR II COM 74347W650 18,828 695 SH DEFINED 4 695 PROSHARES TR II COM 74347W718 1,917 100 SH DEFINED 4 100 PROSHARES TR II COM 74347W882 382,612 19,845 SH DEFINED 4 19,845 PROSHARES TR II COM 74347W900 820 4 SH C DEFINED 4 4 PROSHARES TR II COM 74347W601 95,206 1,090 SH DEFINED 3 1,090
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- PROSHARES TR II COM 74347W650 13,545 500 SH DEFINED 3 500 PROSHARES TR II COM 74347W841 10,886 105 SH DEFINED 3 105 PROSHARES TR II COM 74347W858 1,378 100 SH DEFINED 3 100 PROSHARES TR II COM 74347W882 15,424 800 SH DEFINED 3 800 PROSHARES TR II COM 74347W718 9,585 500 SH DEFINED 2 500 PROSHARES TR II COM 74347W841 7,776 75 SH DEFINED 2 75 PROSHARES TR II COM 74347W858 22,048 1,600 SH DEFINED 2 1,600 PROSHARES TR II COM 74347W882 181,888 9,434 SH DEFINED 2 9,434 PROSHARES TR II COM 74347W676 2,372 40 SH DEFINED 2 40 PROSPECT CAPITAL CORP COM 74348T102 751,265 89,330 SH SOLE 1 89,330 PROSPECT CAPITAL CORPORATION COM 74348T102 477,688 56,800 SH DEFINED 4 56,800 PROSPECT CAPITAL CORPORATION COM 74348T102 5,467 650 SH DEFINED 3 650 PROSPECT CAPITAL CORPORATION COM 74348T102 82,712 9,835 SH DEFINED 2 9,835 PROSPERITY BANCSHARES INC COM 743606105 4,439,415 135,845 SH SOLE 1 135,845 PROSPERITY BANCSHARES INC COM 743606105 229 7 SH DEFINED 3 7 PROTECTIVE LIFE CORP COM 743674103 2,906,883 185,981 SH SOLE 1 185,981 PROVIDENCE SERVICE CORP COM 743815102 100,824 9,467 SH SOLE 1 9,467 PROVIDENT ENERGY LTD NEW COM 74386V100 358,020 43,875 SH DEFINED 4 43,875 PROVIDENT ENERGY LTD NEW COM 74386V100 345,625 42,356 SH DEFINED 3 42,356 PROVIDENT ENERGY LTD NEW COM 74386V100 1,064,482 130,451 SH DEFINED 2 130,451 PROVIDENT FINANCIAL SERVIC COM 74386T105 526,094 48,939 SH SOLE 1 48,939 PROVIDENT NEW YORK BANCORP COM 744028101 161,680 27,780 SH SOLE 1 27,780 PRUDENTIAL FINANCIAL INC COM 744320102 16,913,086 360,928 SH SOLE 1 360,928 PRUDENTIAL FINL INC COM 744320102 63,275 1,350 SH DEFINED 4 1,350 PRUDENTIAL FINL INC COM 744320102 68,509 1,462 SH DEFINED 3 1,462 PRUDENTIAL FINL INC COM 744320102 70,946 1,514 SH DEFINED 2 1,514 PRUDENTIAL PLC COM 74435K204 4,853 284 SH DEFINED 3 284 PS BUSINESS PARKS INC/CA COM 69360J107 757,070 15,282 SH SOLE 1 15,282 PSIVIDA CORP COM 74440J101 6,405 1,500 SH DEFINED 2 1,500 PSS WORLD MED INC COM 69366A100 19,887 1,010 SH DEFINED 2 1,010 PSS WORLD MEDICAL INC COM 69366A100 890,953 45,249 SH SOLE 1 45,249 PUBLIC SERVICE ENTERPRISE COM 744573106 5,107,178 153,047 SH SOLE 1 153,047 PUBLIC STORAGE COM 74460D109 4,903,409 44,036 SH SOLE 1 44,036 PUBLIC STORAGE COM 74460D109 87,855 789 SH DEFINED 4 789 PUBLIC STORAGE COM 74460D109 13,251 119 SH DEFINED 3 119 PUBLIC STORAGE COM 74460D109 269,328 2,419 SH DEFINED 2 2,419 PUBLIC SVC ENTERPRISE GROUP COM 744573106 123,272 3,694 SH DEFINED 4 3,694 PUBLIC SVC ENTERPRISE GROUP COM 744573106 372,767 11,171 SH DEFINED 3 11,171 PUBLIC SVC ENTERPRISE GROUP COM 744573106 109,950 3,295 SH DEFINED 2 3,295 PULSE ELECTRONICS CORP COM 74586W106 97,475 34,082 SH SOLE 1 34,082 PULSE ELECTRONICS CORP COM 74586W106 858 300 SH DEFINED 2 300 PULTE GROUP INC COM 745867101 3,950 1,000 SH DEFINED 4 1,000 PULTE GROUP INC COM 745867101 395 100 SH DEFINED 3 100 PULTEGROUP INC COM 745867101 439,817 111,346 SH SOLE 1 111,346 PUTMAN HIGH INCOME SEC FUND COM 746779107 4,464 600 SH DEFINED 2 600 PUTNAM MANAGED MUN INCOM TR COM 746823103 84,057 11,298 SH DEFINED 4 11,298 PUTNAM MANAGED MUN INCOM TR COM 746823103 1,918,888 257,915 SH DEFINED 3 257,915 PUTNAM MASTER INTER INCOME T COM 746909100 2,525 500 SH DEFINED 4 500 PUTNAM MASTER INTER INCOME T COM 746909100 3,666 726 SH DEFINED 3 726 PUTNAM PREMIER INCOME TR COM 746853100 6,153 1,150 SH DEFINED 3 1,150 PUTNAM PREMIER INCOME TR COM 746853100 32,635 6,100 SH DEFINED 2 6,100 PVH CORP COM 693656100 8,625,985 148,111 SH SOLE 1 148,111 PZENA INVESTMENT MANAGM CL COM 74731Q103 20,884 6,367 SH SOLE 1 6,367 QAD INC A COM 74727D306 51,398 4,808 SH SOLE 1 4,808 QEP RES INC COM 74733V100 39,252 1,450 SH DEFINED 4 1,450 QEP RES INC COM 74733V100 6,786 251 SH DEFINED 3 251 QEP RESOURCES INC COM 74733V100 3,465,989 128,038 SH SOLE 1 128,038 QIAGEN N.V. COM N72482107 268,150 19,389 SH SOLE 1 19,389 QIAO XING UNVL RESOURCES INC COM G7303A109 97,667 132,000 SH DEFINED 3 132,000 QIAO XING UNVL RESOURCES INC COM G7303A109 370 500 SH DEFINED 2 500 QIHOO 360 TECHNOLOGY CO LTD COM 74734M109 98,040 6,000 SH DEFINED 3 6,000 QIHOO 360 TECHNOLOGY CO LTD COM 74734M109 118,057 7,225 SH DEFINED 2 7,225 QLIK TECHNOLOGIES INC COM 74733T105 1,113,541 51,410 SH SOLE 1 51,410 QLOGIC CORP COM 747277101 2,878,043 226,975 SH SOLE 1 226,975 QLOGIC CORP COM 747277101 3,880 306 SH DEFINED 3 306 QR ENERGY LP COM 74734R108 3,910 200 SH DEFINED 3 200 QUAD GRAPHICS INC COM 747301109 333,084 18,433 SH SOLE 1 18,433 QUAKER CHEMICAL CORP COM 747316107 271,953 10,492 SH SOLE 1 10,492 QUALCOMM INC COM 747525103 59,123,625 1,215,785 SH SOLE 1 1,215,785 QUALCOMM INC COM 747525103 146,571 3,014 SH DEFINED 4 3,014 QUALCOMM INC COM 747525953 2,264 4 SH P DEFINED 4 4 QUALCOMM INC COM 747525103 530,359 10,906 SH DEFINED 3 10,906 QUALCOMM INC COM 747525103 372,039 7,650 SH DEFINED 2 7,650 QUALITY DISTRIBUTION INC COM 74756M102 97,988 10,924 SH SOLE 1 10,924 QUALITY SYSTEMS INC COM 747582104 1,541,621 15,893 SH SOLE 1 15,893 QUANEX BUILDING PRODUCTS COM 747619104 339,921 31,043 SH SOLE 1 31,043 QUANTA SERVICES INC COM 74762E102 1,329,505 70,756 SH SOLE 1 70,756 QUANTA SVCS INC COM 74762E102 22,003 1,171 SH DEFINED 2 1,171 QUANTUM CORP COM 747906204 297,978 164,629 SH SOLE 1 164,629 QUANTUM CORP COM 747906204 109 60 SH DEFINED 2 60 QUANTUM FUEL SYS TECH WORLDW COM 74765E208 25 10 SH DEFINED 3 10
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- QUEPASA CORP COM 74833W206 17,155 4,987 SH SOLE 1 4,987 QUEPASA CORP COM 74833W206 7,224 2,100 SH DEFINED 3 2,100 QUEST DIAGNOSTICS INC COM 74834L100 2,477,428 50,191 SH SOLE 1 50,191 QUEST DIAGNOSTICS INC COM 74834L100 4,936 100 SH DEFINED 4 100 QUEST DIAGNOSTICS INC COM 74834L100 3,653 74 SH DEFINED 3 74 QUEST SOFTWARE INC COM 74834T103 2,719,688 171,265 SH SOLE 1 171,265 QUESTAR CORP COM 748356102 6,912,302 390,305 SH SOLE 1 390,305 QUESTAR CORP COM 748356102 15,054 850 SH DEFINED 4 850 QUESTAR CORP COM 748356102 27,340 1,544 SH DEFINED 3 1,544 QUESTAR CORP COM 748356102 14,168 800 SH DEFINED 2 800 QUESTCOR PHARMACEUTICALS COM 74835Y101 1,208,163 44,320 SH SOLE 1 44,320 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8,178 300 SH DEFINED 3 300 QUICKLOGIC CORP COM 74837P108 9,360 4,000 SH DEFINED 3 4,000 QUICKSILVER RESOURCES INC COM 74837R104 2,462,697 324,894 SH SOLE 1 324,894 QUICKSILVER RESOURCES INC COM 74837R104 7,580 1,000 SH DEFINED 4 1,000 QUICKSILVER RESOURCES INC COM 74837R104 4,548 600 SH DEFINED 3 600 QUIDEL CORP COM 74838J101 340,627 20,808 SH SOLE 1 20,808 QUIDEL CORP COM 74838J101 1,637 100 SH DEFINED 3 100 QUIKSILVER INC COM 74838C106 322,541 105,751 SH SOLE 1 105,751 QUIKSILVER INC COM 74838C106 21,350 7,000 SH DEFINED 3 7,000 QUINSTREET INC COM 74874Q100 208,252 20,121 SH SOLE 1 20,121 RACKSPACE HOSTING INC COM 750086100 7,679,008 224,927 SH SOLE 1 224,927 RACKSPACE HOSTING INC COM 750086100 3,414 100 SH DEFINED 4 100 RACKSPACE HOSTING INC COM 750086100 143,183 4,194 SH DEFINED 3 4,194 RACKSPACE HOSTING INC COM 750086100 10,583 310 SH DEFINED 2 310 RADIAN GROUP INC COM 750236101 212,923 97,225 SH SOLE 1 97,225 RADIAN GROUP INC COM 750236101 114 52 SH DEFINED 4 52 RADIOSHACK CORP COM 750438103 2,547,650 219,247 SH SOLE 1 219,247 RADISYS CORP COM 750459109 99,309 16,227 SH SOLE 1 16,227 RADNET INC COM 750491102 54,336 22,269 SH SOLE 1 22,269 RAILAMERICA INC COM 750753402 203,151 15,591 SH SOLE 1 15,591 RAIT FINANCIAL TRUST COM 749227609 94,161 27,776 SH SOLE 1 27,776 RAIT FINANCIAL TRUST COM 749227609 112 33 SH DEFINED 4 33 RAIT FINANCIAL TRUST COM 749227609 2,593 765 SH DEFINED 3 765 RALCORP HLDGS INC NEW COM 751028101 50,092 653 SH DEFINED 4 653 RALCORP HLDGS INC NEW COM 751028101 3,836 50 SH DEFINED 3 50 RALCORP HLDGS INC NEW COM 751028101 1,074 14 SH DEFINED 2 14 RALCORP HOLDINGS INC COM 751028101 9,295,488 121,177 SH SOLE 1 121,177 RALPH LAUREN CORP COM 751212101 3,080,245 23,749 SH SOLE 1 23,749 RALPH LAUREN CORP COM 751212101 14,137 109 SH DEFINED 3 109 RAMBUS INC COM 750917106 1,004,052 71,718 SH SOLE 1 71,718 RAMBUS INC DEL COM 750917106 109,760 7,840 SH DEFINED 3 7,840 RAMCO GERSHENSON PROPERTIE COM 751452202 230,715 28,136 SH SOLE 1 28,136 RAMCO-GERSHENSON PPTYS TR COM 751452202 6,060 739 SH DEFINED 2 739 RANDGOLD RES LTD COM 752344309 145,080 1,500 SH DEFINED 3 1,500 RANGE RES CORP COM 75281A109 159,596 2,730 SH DEFINED 2 2,730 RANGE RESOURCES CORP COM 75281A109 3,662,577 62,651 SH SOLE 1 62,651 RAPTOR PHARMACEUTICAL CORP COM 75382F106 113,959 25,268 SH SOLE 1 25,268 RARE ELEMENT RES LTD COM 75381M102 14,402 2,835 SH DEFINED 3 2,835 RAVEN INDS INC COM 754212108 35,427 735 SH DEFINED 3 735 RAVEN INDUSTRIES INC COM 754212108 636,481 13,205 SH SOLE 1 13,205 RAYMOND JAMES FINANCIAL IN COM 754730109 5,855,018 225,540 SH SOLE 1 225,540 RAYONIER INC COM 754907103 9,782,130 265,891 SH SOLE 1 265,891 RAYONIER INC COM 754907103 47,091 1,280 SH DEFINED 4 1,280 RAYONIER INC COM 754907103 76,707 2,085 SH DEFINED 3 2,085 RAYONIER INC COM 754907103 22,589 614 SH DEFINED 2 614 RAYTHEON CO COM 755111507 114,205 2,794 SH DEFINED 4 2,794 RAYTHEON CO COM 755111507 55,379 1,355 SH DEFINED 3 1,355 RAYTHEON CO COM 755111507 322,548 7,892 SH DEFINED 2 7,892 RAYTHEON COMPANY COM 755111507 32,306,427 790,468 SH SOLE 1 790,468 RBC BEARINGS INC COM 75524B104 544,282 16,013 SH SOLE 1 16,013 RBC BEARINGS INC COM 75524B104 6,288 185 SH DEFINED 3 185 REACHLOCAL INC COM 75525F104 79,177 7,284 SH SOLE 1 7,284 REAL GOODS SOLAR INC COM 75601N104 182 100 SH DEFINED 4 100 REALD INC COM 75604L105 280,397 29,989 SH SOLE 1 29,989 REALNETWORKS INC COM 75605L708 129,881 15,407 SH SOLE 1 15,407 REALPAGE INC COM 75606N109 452,865 22,145 SH SOLE 1 22,145 REALTY INCOME CORP COM 756109104 8,989,286 278,824 SH SOLE 1 278,824 REALTY INCOME CORP COM 756109104 14,379 446 SH DEFINED 4 446 REALTY INCOME CORP COM 756109104 799,406 24,795 SH DEFINED 3 24,795 REALTY INCOME CORP COM 756109104 1,367,187 42,407 SH DEFINED 2 42,407 REAVES UTIL INCOME FD COM 756158101 4,880 200 SH DEFINED 4 200 REAVES UTIL INCOME FD COM 756158101 73 3 SH DEFINED 3 3 RED HAT INC COM 756577102 2,562,520 60,637 SH SOLE 1 60,637 RED HAT INC COM 756577102 4,226 100 SH DEFINED 3 100 RED LION HOTELS CORP COM 756764106 71,898 10,715 SH SOLE 1 10,715 RED LION HOTELS CORP COM 756764106 1,342 200 SH DEFINED 2 200 RED ROBIN GOURMET BURGERS COM 75689M101 252,969 10,501 SH SOLE 1 10,501 REDWOOD TR INC COM 758075402 56,967 5,100 SH DEFINED 3 5,100 REDWOOD TRUST INC COM 758075402 640,823 57,370 SH SOLE 1 57,370 REGAL BELOIT CORP COM 758750103 4,132,938 91,074 SH SOLE 1 91,074
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- REGAL ENTERTAINMENT GROUP COM 758766109 8,591,215 731,790 SH SOLE 1 731,790 REGAL ENTMT GROUP COM 758766109 402,377 34,274 SH DEFINED 4 34,274 REGAL ENTMT GROUP COM 758766109 4,696 400 SH DEFINED 2 400 REGENCY CENTERS CORP COM 758849103 6,984,564 197,695 SH SOLE 1 197,695 REGENCY ENERGY PARTNERS L P COM 75885Y107 9,408 420 SH DEFINED 4 420 REGENCY ENERGY PARTNERS L P COM 75885Y107 18,816 840 SH DEFINED 3 840 REGENERON PHARMACEUTICALS COM 75886F107 452,796 7,780 SH SOLE 1 7,780 REGIONS FINANCIAL CORP COM 7591EP100 1,702,066 511,131 SH SOLE 1 511,131 REGIONS FINANCIAL CORP NEW COM 7591EP100 9,990 3,000 SH DEFINED 4 3,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,346 404 SH DEFINED 3 404 REGIONS FINANCIAL CORP NEW COM 7591EP100 12,821 3,850 SH DEFINED 2 3,850 REGIS CORP COM 758932107 2,357,172 167,294 SH SOLE 1 167,294 REINSURANCE GROUP AMER INC COM 759351604 2,298 50 SH DEFINED 4 50 REINSURANCE GROUP AMER INC COM 759351604 36,163 787 SH DEFINED 3 787 REINSURANCE GROUP AMER INC COM 759351604 4,595 100 SH DEFINED 2 100 REINSURANCE GROUP OF AMERI COM 759351604 7,484,520 162,884 SH SOLE 1 162,884 REIS INC COM 75936P105 35 4 SH DEFINED 2 4 RELIANCE STEEL & ALUMINUM CO COM 759509102 6,802 200 SH DEFINED 3 200 RELIANCE STEEL & ALUMINUM CO COM 759509102 51,015 1,500 SH DEFINED 2 1,500 RELIANCE STEEL + ALUMINUM COM 759509102 5,596,243 164,547 SH SOLE 1 164,547 RENAISSANCE LEARNING INC COM 75968L105 161,810 9,643 SH SOLE 1 9,643 RENAISSANCERE HOLDINGS LTD COM G7496G103 102,016 1,599 SH SOLE 1 1,599 RENASANT CORP COM 75970E107 232,972 18,301 SH SOLE 1 18,301 RENESOLA LTD COM 75971T103 38,700 22,500 SH DEFINED 3 22,500 RENESOLA LTD COM 75971T103 3,440 2,000 SH DEFINED 2 2,000 RENREN INC COM 759892102 1,020 200 SH DEFINED 4 200 RENT A CENTER INC COM 76009N100 4,942,922 180,070 SH SOLE 1 180,070 RENTECH INC COM 760112102 126,996 162,774 SH SOLE 1 162,774 RENTECH INC COM 760112102 2,731 3,500 SH DEFINED 3 3,500 RENTRAK CORP COM 760174102 87,438 6,945 SH SOLE 1 6,945 REPUBLIC AIRWAYS HOLDINGS COM 760276105 99,613 35,199 SH SOLE 1 35,199 REPUBLIC BANCORP INC CLASS COM 760281204 128,096 7,233 SH SOLE 1 7,233 REPUBLIC FIRST BANCORP INC COM 760416107 72,194 46,577 SH DEFINED 4 46,577 REPUBLIC SERVICES INC COM 760759100 6,618,260 235,861 SH SOLE 1 235,861 REPUBLIC SVCS INC COM 760759100 2,105 75 SH DEFINED 4 75 REPUBLIC SVCS INC COM 760759100 2,806 100 SH DEFINED 3 100 REPUBLIC SVCS INC COM 760759100 40,406 1,440 SH DEFINED 2 1,440 RESEARCH IN MOTION COM 760975102 548,080 26,999 SH SOLE 1 26,999 RESEARCH IN MOTION LTD COM 760975102 2,030 100 SH DEFINED 4 100 RESEARCH IN MOTION LTD COM 760975102 21,011 1,035 SH DEFINED 3 1,035 RESEARCH IN MOTION LTD COM 760975102 152,717 7,523 SH DEFINED 2 7,523 RESMED INC COM 761152107 9,523,300 330,785 SH SOLE 1 330,785 RESMED INC COM 761152107 11,516 400 SH DEFINED 3 400 RESOLUTE ENERGY CORP COM 76116A108 382,957 33,711 SH SOLE 1 33,711 RESOURCE CAP CORP COM 76120W302 1,500 300 SH DEFINED 4 300 RESOURCE CAPITAL CORP COM 76120W302 260,095 52,019 SH SOLE 1 52,019 RESOURCES CONNECTION INC COM 76122Q105 331,112 33,856 SH SOLE 1 33,856 RESPONSYS INC COM 761248103 74,619 6,922 SH SOLE 1 6,922 RETAIL OPPORTUNITY INVESTM COM 76131N101 340,499 30,731 SH SOLE 1 30,731 REVETT MINERALS INC COM 761505205 70,638 18,300 SH SOLE 1 18,300 REVLON INC COM 761525609 6,160 500 SH DEFINED 3 500 REVLON INC CLASS A COM 761525609 97,648 7,926 SH SOLE 1 7,926 REX AMERICAN RESOURCES COR COM 761624105 83,843 4,967 SH SOLE 1 4,967 REX ENERGY CORP COM 761565100 322,259 25,475 SH SOLE 1 25,475 REYNOLDS AMERICAN INC COM 761713106 41,163,647 1,098,283 SH SOLE 1 1,098,283 REYNOLDS AMERICAN INC COM 761713106 147,746 3,942 SH DEFINED 4 3,942 REYNOLDS AMERICAN INC COM 761713106 67,576 1,803 SH DEFINED 3 1,803 REYNOLDS AMERICAN INC COM 761713106 23,762 634 SH DEFINED 2 634 RF MICRO DEVICES INC COM 749941100 5,076,273 800,674 SH SOLE 1 800,674 RF MICRODEVICES INC COM 749941100 6,340 1,000 SH DEFINED 4 1,000 RF MICRODEVICES INC COM 749941100 292 46 SH DEFINED 3 46 RF MICRODEVICES INC COM 749941100 317 50 SH DEFINED 2 50 RHINO RESOURCE PARTNERS LP COM 76218Y103 7,060 400 SH DEFINED 4 400 RICHARDSON ELEC LTD COM 763165107 140,183 10,300 SH SOLE 1 10,300 RICHMONT MINES INC COM 76547T106 2,114 200 SH DEFINED 3 200 RICHMONT MINES INC COM 76547T106 3,171 300 SH DEFINED 2 300 RICKS CABARET INTL INC COM 765641303 665 100 SH DEFINED 3 100 RIGEL PHARMACEUTICALS INC COM 766559603 368,655 50,089 SH SOLE 1 50,089 RIGHTNOW TECHNOLOGIES INC COM 76657R106 670,254 20,280 SH SOLE 1 20,280 RIGHTNOW TECHNOLOGIES INC COM 76657R106 430 13 SH DEFINED 3 13 RIGNET INC COM 766582100 68,496 4,273 SH SOLE 1 4,273 RIMAGE CORP COM 766721104 87,766 6,938 SH SOLE 1 6,938 RIO TINTO PLC COM 767204100 20,806 472 SH DEFINED 4 472 RIO TINTO PLC COM 767204100 46,681 1,059 SH DEFINED 3 1,059 RIO TINTO PLC COM 767204100 13,224 300 SH DEFINED 2 300 RITCHIE BROS AUCTIONEERS COM 767744105 3,030 150 SH DEFINED 3 150 RITE AID CORP COM 767754104 421,829 430,438 SH SOLE 1 430,438 RITE AID CORP COM 767754104 294 300 SH DEFINED 4 300 RITE AID CORP COM 767754104 5,488 5,600 SH DEFINED 3 5,600 RITE AID CORP COM 767754104 3,920 4,000 SH DEFINED 2 4,000 RIVERBED TECHNOLOGY INC COM 768573107 6,772,548 339,306 SH SOLE 1 339,306
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- RIVERBED TECHNOLOGY INC COM 768573107 3,992 200 SH DEFINED 4 200 RIVERBED TECHNOLOGY INC COM 768573107 470,557 23,575 SH DEFINED 3 23,575 RIVERBED TECHNOLOGY INC COM 768573907 380 10 SH C DEFINED 3 10 RIVERBED TECHNOLOGY INC COM 768573107 15,369 770 SH DEFINED 2 770 RIVERVIEW BANCORP INC COM 769397100 2,400 1,000 SH DEFINED 3 1,000 RIVUS BOND FUND COM 769667106 3,364 184 SH DEFINED 3 184 RLI CORP COM 749607107 940,730 14,796 SH SOLE 1 14,796 RLI CORP COM 749607107 13,034 205 SH DEFINED 4 205 RLI CORP COM 749607107 6,047 95 SH DEFINED 3 95 RLJ LODGING TRUST COM 74965L101 256,805 20,110 SH SOLE 1 20,110 ROADRUNNER TRANSPORTATION COM 76973Q105 91,087 6,639 SH SOLE 1 6,639 ROBBINS + MYERS INC COM 770196103 1,140,328 32,853 SH SOLE 1 32,853 ROBERT HALF INTL INC COM 770323103 977,245 46,053 SH SOLE 1 46,053 ROCHESTER MED CORP COM 771497104 759 100 SH DEFINED 3 100 ROCHESTER MED CORP COM 771497104 99 13 SH DEFINED 2 13 ROCK TENN COMPANY CL A COM 772739207 7,564,921 155,401 SH SOLE 1 155,401 ROCK-TENN CO COM 772739207 86,066 1,768 SH DEFINED 2 1,768 ROCKVILLE FINANCIAL INC COM 774188106 204,294 21,550 SH SOLE 1 21,550 ROCKWELL AUTOMATION INC COM 773903109 3,834,600 68,475 SH SOLE 1 68,475 ROCKWELL AUTOMATION INC COM 773903109 122,080 2,180 SH DEFINED 4 2,180 ROCKWELL AUTOMATION INC COM 773903109 25,536 456 SH DEFINED 3 456 ROCKWELL AUTOMATION INC COM 773903109 1,691 30 SH DEFINED 2 30 ROCKWELL COLLINS INC COM 774341101 4,077,662 77,287 SH SOLE 1 77,287 ROCKWELL COLLINS INC COM 774341101 5,276 100 SH DEFINED 4 100 ROCKWELL COLLINS INC COM 774341101 18,609 353 SH DEFINED 3 353 ROCKWELL MEDICAL TECH INC COM 774374102 95,603 11,716 SH SOLE 1 11,716 ROCKWOOD HLDGS INC COM 774415103 17,687 525 SH DEFINED 3 525 ROCKWOOD HOLDINGS INC COM 774415103 2,468,635 73,275 SH SOLE 1 73,275 ROFIN SINAR TECHNOLOGIES I COM 775043102 447,437 23,304 SH SOLE 1 23,304 ROGERS CORP COM 775133101 512,251 13,091 SH SOLE 1 13,091 ROLLINS INC COM 775711104 3,489,583 186,509 SH SOLE 1 186,509 ROMA FINANCIAL CORP COM 77581P109 44,695 5,484 SH SOLE 1 5,484 ROPER INDS INC NEW COM 776696106 15,574 226 SH DEFINED 2 226 ROPER INDUSTRIES INC COM 776696106 2,981,460 43,266 SH SOLE 1 43,266 ROSETTA RESOURCES INC COM 777779307 1,324,519 38,706 SH SOLE 1 38,706 ROSETTA RESOURCES INC COM 777779307 155,724 4,550 SH DEFINED 4 4,550 ROSETTA RESOURCES INC COM 777779307 308,299 9,008 SH DEFINED 3 9,008 ROSETTA STONE INC COM 777780107 73,301 8,011 SH SOLE 1 8,011 ROSS STORES INC COM 778296103 4,019,407 51,079 SH SOLE 1 51,079 ROSS STORES INC COM 778296103 384,165 4,882 SH DEFINED 2 4,882 ROVI CORP COM 779376102 10,440,874 242,924 SH SOLE 1 242,924 ROWAN COMPANIES INC COM 779382100 1,460,049 48,362 SH SOLE 1 48,362 ROYAL BK CDA MONTREAL QUE COM 780087102 27,523 602 SH DEFINED 3 602 ROYAL BK CDA MONTREAL QUE COM 780087102 99,167 2,169 SH DEFINED 2 2,169 ROYAL BK SCOTLAND GROUP PLC COM 780097713 1,205 100 SH DEFINED 3 100 ROYAL BK SCOTLAND GROUP PLC COM 780097739 7,777 700 SH DEFINED 3 700 ROYAL BK SCOTLAND GROUP PLC COM 780097762 1,050 100 SH DEFINED 3 100 ROYAL BK SCOTLAND GROUP PLC COM 780097788 682,213 42,665 SH DEFINED 3 42,665 ROYAL BK SCOTLAND GROUP PLC COM 780097739 13,332 1,200 SH DEFINED 2 1,200 ROYAL BK SCOTLAND GROUP PLC COM 780097754 2,274 200 SH DEFINED 2 200 ROYAL BK SCOTLAND GROUP PLC COM 780097762 9,765 930 SH DEFINED 2 930 ROYAL BK SCOTLAND GROUP PLC COM 780097788 3,198 200 SH DEFINED 2 200 ROYAL BK SCOTLAND N V COM 78009L209 10,219 457 SH DEFINED 3 457 ROYAL BK SCOTLAND N V COM 78009L308 16,363 679 SH DEFINED 3 679 ROYAL BK SCOTLAND N V COM 78009L407 15,191 519 SH DEFINED 3 519 ROYAL CARIBBEAN CRUISES LT COM V7780T103 11,654,460 538,561 SH SOLE 1 538,561 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,082 50 SH DEFINED 3 50 ROYAL DUTCH SHELL PLC COM 780259206 46,722 759 SH DEFINED 4 759 ROYAL DUTCH SHELL PLC COM 780259107 65,773 1,060 SH DEFINED 3 1,060 ROYAL DUTCH SHELL PLC COM 780259206 215,505 3,503 SH DEFINED 3 3,503 ROYAL DUTCH SHELL PLC COM 780259107 10,114 163 SH DEFINED 2 163 ROYAL DUTCH SHELL PLC COM 780259206 33,036 537 SH DEFINED 2 537 ROYAL GOLD INC COM 780287108 53,746 839 SH SOLE 1 839 ROYAL GOLD INC COM 780287108 5,125 80 SH DEFINED 4 80 ROYAL GOLD INC COM 780287108 690,823 10,784 SH DEFINED 3 10,784 ROYAL GOLD INC COM 780287108 20,460 319 SH DEFINED 2 319 ROYALE ENERGY INC COM 78074G200 2,704 1,300 SH DEFINED 2 1,300 ROYCE VALUE TR INC COM 780910105 5,662 511 SH DEFINED 4 511 ROYCE VALUE TR INC COM 780910105 36,486 3,293 SH DEFINED 2 3,293 RPC INC COM 749660106 10,069 617 SH SOLE 1 617 RPM INTERNATIONAL INC COM 749685103 5,393,192 288,406 SH SOLE 1 288,406 RPM INTL INC COM 749685103 28,050 1,500 SH DEFINED 4 1,500 RPM INTL INC COM 749685103 80,298 4,294 SH DEFINED 3 4,294 RPM INTL INC COM 749685103 4,801 257 SH DEFINED 2 257 RPX CORP COM 74972G103 144,556 6,980 SH SOLE 1 6,980 RR DONNELLEY + SONS CO COM 257867101 881,808 62,451 SH SOLE 1 62,451 RSC HOLDINGS INC COM 74972L102 352,821 49,484 SH SOLE 1 49,484 RTI BIOLOGICS INC COM 74975N105 132,544 40,287 SH SOLE 1 40,287 RTI INTERNATIONAL METALS I COM 74973W107 576,704 24,730 SH SOLE 1 24,730 RUBICON TECHNOLOGY INC COM 78112T107 157,173 14,380 SH SOLE 1 14,380 RUBY TUESDAY INC COM 781182100 380,561 53,151 SH SOLE 1 53,151
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- RUDDICK CORP COM 781258108 5,551,708 142,388 SH SOLE 1 142,388 RUDDICK CORP COM 781258108 18,403 472 SH DEFINED 4 472 RUDDICK CORP COM 781258108 3,704 95 SH DEFINED 2 95 RUDOLPH TECHNOLOGIES INC COM 781270103 173,552 25,942 SH SOLE 1 25,942 RUE21 INC COM 781295100 279,745 12,329 SH SOLE 1 12,329 RUSH ENTERPRISES INC CL A COM 781846209 335,082 23,664 SH SOLE 1 23,664 RUTH S HOSPITALITY GROUP I COM 783332109 123,599 28,811 SH SOLE 1 28,811 RXI PHARMACEUTICALS CORP COM 74978T109 101 100 SH DEFINED 4 100 RYANAIR HLDGS PLC COM 783513104 5,150 200 SH DEFINED 3 200 RYANAIR HLDGS PLC COM 783513104 9,013 350 SH DEFINED 2 350 RYDER SYSTEM INC COM 783549108 913,856 24,363 SH SOLE 1 24,363 RYDEX ETF TRUST COM 78355W106 332,276 8,026 SH DEFINED 4 8,026 RYDEX ETF TRUST COM 78355W817 19,501 430 SH DEFINED 4 430 RYDEX ETF TRUST COM 78355W106 117,162 2,830 SH DEFINED 3 2,830 RYDEX ETF TRUST COM 78355W205 65,014 789 SH DEFINED 3 789 RYDEX ETF TRUST COM 78355W403 34,567 874 SH DEFINED 3 874 RYDEX ETF TRUST COM 78355W601 53,429 730 SH DEFINED 3 730 RYDEX ETF TRUST COM 78355W783 5,888 181 SH DEFINED 3 181 RYDEX ETF TRUST COM 78355W874 28,865 500 SH DEFINED 3 500 RYDEX ETF TRUST COM 78355W106 4,596,922 111,037 SH DEFINED 2 111,037 RYDEX ETF TRUST COM 78355W403 115,684 2,925 SH DEFINED 2 2,925 RYDEX ETF TRUST COM 78355W601 1,242,181 16,972 SH DEFINED 2 16,972 RYDEX ETF TRUST COM 78355W577 10,976 400 SH DEFINED 2 400 RYDEX ETF TRUST COM 78355W825 348,532 7,105 SH DEFINED 2 7,105 RYDEX ETF TRUST COM 78355W866 4,389 84 SH DEFINED 2 84 RYLAND GROUP INC/THE COM 783764103 1,370,793 128,713 SH SOLE 1 128,713 S + T BANCORP INC COM 783859101 371,454 22,986 SH SOLE 1 22,986 S L INDS INC COM 784413106 135 8 SH DEFINED 3 8 S.Y. BANCORP INC COM 785060104 163,856 8,800 SH SOLE 1 8,800 S1 CORPORATION COM 78463B101 357,905 39,030 SH SOLE 1 39,030 SABA SOFTWARE INC COM 784932600 119,053 20,669 SH SOLE 1 20,669 SABINE ROYALTY TR COM 785688102 173,360 2,750 SH DEFINED 4 2,750 SABINE ROYALTY TR COM 785688102 34,924 554 SH DEFINED 3 554 SABINE ROYALTY TR COM 785688102 106,231 1,685 SH DEFINED 2 1,685 SABRA HEALTH CARE REIT INC COM 78573L106 256,893 26,928 SH SOLE 1 26,928 SAFEGUARD SCIENTIFICS INC COM 786449207 226,575 15,105 SH SOLE 1 15,105 SAFETY INSURANCE GROUP INC COM 78648T100 399,636 10,564 SH SOLE 1 10,564 SAFEWAY INC COM 786514208 1,939,341 116,617 SH SOLE 1 116,617 SAFEWAY INC COM 786514208 7,284 438 SH DEFINED 3 438 SAFEWAY INC COM 786514208 8,315 500 SH DEFINED 2 500 SAGA COMMUNICATIONS INC CL COM 786598300 77,700 2,633 SH SOLE 1 2,633 SAGENT PHARMACEUTICALS INC COM 786692103 98,306 4,857 SH SOLE 1 4,857 SAIA INC COM 78709Y105 122,369 11,632 SH SOLE 1 11,632 SAIC INC COM 78390X101 1,071,569 90,734 SH SOLE 1 90,734 SAIC INC COM 78390X101 50,027 4,236 SH DEFINED 2 4,236 SAKS INC COM 79377W108 3,771,521 431,031 SH SOLE 1 431,031 SALESFORCE COM INC COM 79466L302 51,426 450 SH DEFINED 4 450 SALESFORCE COM INC COM 79466L952 3,920 2 SH P DEFINED 4 2 SALESFORCE COM INC COM 79466L302 34,284 300 SH DEFINED 3 300 SALESFORCE COM INC COM 79466L302 5,028 44 SH DEFINED 2 44 SALESFORCE.COM INC COM 79466L302 7,478,826 65,443 SH SOLE 1 65,443 SALIX PHARMACEUTICALS INC COM 795435106 5,121 173 SH DEFINED 4 173 SALIX PHARMACEUTICALS LTD COM 795435106 1,417,899 47,902 SH SOLE 1 47,902 SALLY BEAUTY HOLDINGS INC COM 79546E104 22,891 1,379 SH SOLE 1 1,379 SAMSON OIL & GAS LTD COM 796043107 79,100 35,000 SH DEFINED 3 35,000 SAN JUAN BASIN RTY TR COM 798241105 128,632 5,600 SH DEFINED 4 5,600 SAN JUAN BASIN RTY TR COM 798241105 505,294 21,998 SH DEFINED 3 21,998 SAN JUAN BASIN RTY TR COM 798241105 411,462 17,913 SH DEFINED 2 17,913 SANDERSON FARMS INC COM 800013104 847,495 17,842 SH SOLE 1 17,842 SANDISK CORP COM 80004C101 4,424,055 109,642 SH SOLE 1 109,642 SANDISK CORP COM 80004C101 1,211 30 SH DEFINED 4 30 SANDISK CORP COM 80004C101 72,639 1,800 SH DEFINED 3 1,800 SANDISK CORP COM 80004C101 133,615 3,311 SH DEFINED 2 3,311 SANDRIDGE ENERGY INC COM 80007P307 931,294 167,499 SH SOLE 1 167,499 SANDRIDGE ENERGY INC COM 80007P307 2,780 500 SH DEFINED 4 500 SANDRIDGE ENERGY INC COM 80007P307 1,668 300 SH DEFINED 3 300 SANDRIDGE ENERGY INC COM 80007P307 108,426 19,501 SH DEFINED 2 19,501 SANDY SPRING BANCORP INC COM 800363103 257,386 17,593 SH SOLE 1 17,593 SANGAMO BIOSCIENCES INC COM 800677106 166,227 38,213 SH SOLE 1 38,213 SANGAMO BIOSCIENCES INC COM 800677106 19,575 4,500 SH DEFINED 3 4,500 SANMINA SCI CORP COM 800907206 392,824 58,806 SH SOLE 1 58,806 SANMINA SCI CORP COM 800907206 2,939 440 SH DEFINED 2 440 SANOFI COM 80105N105 50,348 1,535 SH DEFINED 4 1,535 SANOFI COM 80105N113 716 675 SH DEFINED 4 675 SANOFI COM 80105N105 40,770 1,243 SH DEFINED 3 1,243 SANOFI COM 80105N113 584 551 SH DEFINED 3 551 SANOFI COM 80105N105 13,120 400 SH DEFINED 2 400 SANOFI COM 80105N113 128 121 SH DEFINED 2 121 SANTARUS INC COM 802817304 108,587 38,920 SH SOLE 1 38,920 SAP AG COM 803054204 6,581 130 SH DEFINED 4 130 SAP AG COM 803054204 31,638 625 SH DEFINED 2 625
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SAPIENT CORPORATION COM 803062108 809,040 79,787 SH SOLE 1 79,787 SARA LEE CORP COM 803111103 3,059,134 187,103 SH SOLE 1 187,103 SARA LEE CORP COM 803111103 67,853 4,150 SH DEFINED 4 4,150 SARA LEE CORP COM 803111103 138,417 8,466 SH DEFINED 3 8,466 SASOL LTD COM 803866300 6,090 150 SH DEFINED 4 150 SASOL LTD COM 803866300 1,827 45 SH DEFINED 2 45 SATCON TECHNOLOGY CORP COM 803893106 62,939 66,252 SH SOLE 1 66,252 SAUER DANFOSS INC COM 804137107 244,234 8,451 SH SOLE 1 8,451 SAUER-DANFOSS INC COM 804137107 112,710 3,900 SH DEFINED 2 3,900 SAUL CENTERS INC COM 804395101 216,080 6,391 SH SOLE 1 6,391 SAVIENT PHARMACEUTICALS IN COM 80517Q100 238,731 58,227 SH SOLE 1 58,227 SBA COMMUNICATIONS CORP COM 78388J106 2,827 82 SH DEFINED 3 82 SBA COMMUNICATIONS CORP COM 78388J106 2,069 60 SH DEFINED 2 60 SBA COMMUNICATIONS CORP CL COM 78388J106 61,685 1,789 SH SOLE 1 1,789 SCANA CORP COM 80589M102 1,543,451 38,157 SH SOLE 1 38,157 SCANA CORP NEW COM 80589M102 44,495 1,100 SH DEFINED 4 1,100 SCANA CORP NEW COM 80589M102 4,733 117 SH DEFINED 3 117 SCANA CORP NEW COM 80589M102 123,777 3,060 SH DEFINED 2 3,060 SCANSOURCE INC COM 806037107 654,281 22,134 SH SOLE 1 22,134 SCBT FINANCIAL CORP COM 78401V102 251,859 10,205 SH SOLE 1 10,205 SCHAWK INC COM 806373106 84,981 8,610 SH SOLE 1 8,610 SCHEIN HENRY INC COM 806407102 31,005 500 SH DEFINED 4 500 SCHIFF NUTRITION INTERNATI COM 806693107 98,767 8,914 SH SOLE 1 8,914 SCHLUMBERGER LTD COM 806857108 40,051,414 670,541 SH SOLE 1 670,541 SCHLUMBERGER LTD COM 806857108 430,130 7,201 SH DEFINED 4 7,201 SCHLUMBERGER LTD COM 806857108 409,509 6,856 SH DEFINED 3 6,856 SCHLUMBERGER LTD COM 806857108 158,882 2,660 SH DEFINED 2 2,660 SCHNITZER STEEL INDS INC A COM 806882106 577,429 15,691 SH SOLE 1 15,691 SCHNITZER STL INDS COM 806882106 7,360 200 SH DEFINED 2 200 SCHOLASTIC CORP COM 807066105 2,074,360 74,005 SH SOLE 1 74,005 SCHOOL SPECIALTY INC COM 807863105 94,045 13,190 SH SOLE 1 13,190 SCHULMAN (A.) INC COM 808194104 429,439 25,276 SH SOLE 1 25,276 SCHWAB (CHARLES) CORP COM 808513105 6,241,506 553,816 SH SOLE 1 553,816 SCHWAB CHARLES CORP NEW COM 808513105 5,567 494 SH DEFINED 4 494 SCHWAB CHARLES CORP NEW COM 808513105 11,563 1,026 SH DEFINED 3 1,026 SCHWAB CHARLES CORP NEW COM 808513105 383 34 SH DEFINED 2 34 SCHWAB STRATEGIC TR COM 808524847 7,722 330 SH DEFINED 4 330 SCHWEITZER MAUDUIT INTL IN COM 808541106 737,316 13,197 SH SOLE 1 13,197 SCICLONE PHARMACEUTICALS I COM 80862K104 96,187 25,246 SH SOLE 1 25,246 SCIENTIFIC GAMES CORP A COM 80874P109 1,198,275 168,297 SH SOLE 1 168,297 SCIQUEST INC COM 80908T101 134,580 9,008 SH SOLE 1 9,008 SCORPIO TANKERS INC COM Y7542C106 95,853 18,154 SH SOLE 1 18,154 SCOTTS MIRACLE GRO CO CL A COM 810186106 4,344,397 97,408 SH SOLE 1 97,408 SCRIPPS NETWORKS INTER CL COM 811065101 1,152,233 30,999 SH SOLE 1 30,999 SEABOARD CORP COM 811543107 410,854 228 SH SOLE 1 228 SEABRIDGE GOLD INC COM 811916105 55,076 2,450 SH DEFINED 4 2,450 SEABRIDGE GOLD INC COM 811916105 4,496 200 SH DEFINED 3 200 SEABRIDGE GOLD INC COM 811916105 21,851 972 SH DEFINED 2 972 SEABRIGHT HOLDINGS INC COM 811656107 105,199 14,611 SH SOLE 1 14,611 SEACHANGE INTERNATIONAL IN COM 811699107 148,695 19,311 SH SOLE 1 19,311 SEACHANGE INTL INC COM 811699107 86,240 11,200 SH DEFINED 4 11,200 SEACOAST BANKING CORP/FL COM 811707306 77,812 52,933 SH SOLE 1 52,933 SEACOR HOLDINGS INC COM 811904101 202,851 2,529 SH SOLE 1 2,529 SEACUBE CONTAINER LEASING COM G79978105 97,889 8,070 SH SOLE 1 8,070 SEADRILL LIMITED COM G7945E105 204,823 7,440 SH DEFINED 4 7,440 SEADRILL LIMITED COM G7945E105 311,769 11,325 SH DEFINED 3 11,325 SEADRILL LIMITED COM G7945E105 140,460 5,102 SH DEFINED 2 5,102 SEAGATE TECHNOLOGY COM G7945M107 561,720 54,642 SH SOLE 1 54,642 SEAGATE TECHNOLOGY PLC COM G7945M107 42,980 4,183 SH DEFINED 4 4,183 SEAGATE TECHNOLOGY PLC COM G7945M107 15,639 1,522 SH DEFINED 3 1,522 SEAGATE TECHNOLOGY PLC COM G7945M107 1,284 125 SH DEFINED 2 125 SEALED AIR CORP COM 81211K100 1,767,428 105,834 SH SOLE 1 105,834 SEALED AIR CORP NEW COM 81211K100 7,427 445 SH DEFINED 3 445 SEALY CORP COM 812139301 53,456 36,119 SH SOLE 1 36,119 SEARS HLDGS CORP COM 812350106 978 17 SH DEFINED 3 17 SEARS HOLDINGS CORP COM 812350106 1,048,014 18,220 SH SOLE 1 18,220 SEASPAN CORP COM Y75638109 3,438 300 SH DEFINED 3 300 SEASPAN CORP COM Y75638109 16,059 1,401 SH DEFINED 2 1,401 SEATTLE GENETICS INC COM 812578102 1,343,139 70,469 SH SOLE 1 70,469 SEATTLE GENETICS INC COM 812578102 6,664 350 SH DEFINED 3 350 SEATTLE GENETICS INC COM 812578102 952 50 SH DEFINED 2 50 SEI INVESTMENTS CO COM 784117103 6,152 400 SH DEFINED 4 400 SEI INVESTMENTS CO COM 784117103 111,736 7,265 SH DEFINED 2 7,265 SEI INVESTMENTS COMPANY COM 784117103 5,022,001 326,528 SH SOLE 1 326,528 SELECT COMFORT CORPORATION COM 81616X103 636,655 45,573 SH SOLE 1 45,573 SELECT MEDICAL HOLDINGS CO COM 81619Q105 217,956 32,677 SH SOLE 1 32,677 SELECT SECTOR SPDR TR COM 81369Y100 9,100 310 SH DEFINED 4 310 SELECT SECTOR SPDR TR COM 81369Y209 2,216,150 69,844 SH DEFINED 4 69,844 SELECT SECTOR SPDR TR COM 81369Y308 2,350,229 79,239 SH DEFINED 4 79,239 SELECT SECTOR SPDR TR COM 81369Y407 3,172 91 SH DEFINED 4 91 SELECT SECTOR SPDR TR COM 81369Y506 155,052 2,650 SH DEFINED 4 2,650
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SELECT SECTOR SPDR TR COM 81369Y605 15,944 1,350 SH DEFINED 4 1,350 SELECT SECTOR SPDR TR COM 81369Y803 198,051 8,392 SH DEFINED 4 8,392 SELECT SECTOR SPDR TR COM 81369Y886 2,513,052 74,749 SH DEFINED 4 74,749 SELECT SECTOR SPDR TR COM 81369Y100 61,908 2,109 SH DEFINED 3 2,109 SELECT SECTOR SPDR TR COM 81369Y209 36,254 1,143 SH DEFINED 3 1,143 SELECT SECTOR SPDR TR COM 81369Y308 202,641 6,832 SH DEFINED 3 6,832 SELECT SECTOR SPDR TR COM 81369Y407 19,007 545 SH DEFINED 3 545 SELECT SECTOR SPDR TR COM 81369Y506 323,788 5,534 SH DEFINED 3 5,534 SELECT SECTOR SPDR TR COM 81369Y605 69,388 5,875 SH DEFINED 3 5,875 SELECT SECTOR SPDR TR COM 81369Y704 65,841 2,253 SH DEFINED 3 2,253 SELECT SECTOR SPDR TR COM 81369Y803 86,303 3,657 SH DEFINED 3 3,657 SELECT SECTOR SPDR TR COM 81369Y886 247,446 7,360 SH DEFINED 3 7,360 SELECT SECTOR SPDR TR COM 81369Y100 440 15 SH DEFINED 2 15 SELECT SECTOR SPDR TR COM 81369Y209 961,690 30,309 SH DEFINED 2 30,309 SELECT SECTOR SPDR TR COM 81369Y308 1,259,623 42,469 SH DEFINED 2 42,469 SELECT SECTOR SPDR TR COM 81369Y407 6,379 183 SH DEFINED 2 183 SELECT SECTOR SPDR TR COM 81369Y506 373,842 6,389 SH DEFINED 2 6,389 SELECT SECTOR SPDR TR COM 81369Y605 72,490 6,138 SH DEFINED 2 6,138 SELECT SECTOR SPDR TR COM 81369Y704 50,406 1,725 SH DEFINED 2 1,725 SELECT SECTOR SPDR TR COM 81369Y803 466,943 19,786 SH DEFINED 2 19,786 SELECT SECTOR SPDR TR COM 81369Y886 2,103,324 62,562 SH DEFINED 2 62,562 SELECTIVE INSURANCE GROUP COM 816300107 1,253,674 96,067 SH SOLE 1 96,067 SEMGROUP CORP CLASS A COM 81663A105 605,067 30,314 SH SOLE 1 30,314 SEMICONDUCTOR HLDRS TR COM 816636203 28,440 1,000 SH DEFINED 3 1,000 SEMICONDUCTOR HLDRS TR COM 816636203 2,844 100 SH DEFINED 2 100 SEMICONDUCTOR MFG INTL CORP COM 81663N206 2,365 1,015 SH DEFINED 3 1,015 SEMPRA ENERGY COM 816851109 4,103,469 79,679 SH SOLE 1 79,679 SEMPRA ENERGY COM 816851109 2,575 50 SH DEFINED 4 50 SEMPRA ENERGY COM 816851109 401,347 7,793 SH DEFINED 3 7,793 SEMPRA ENERGY COM 816851109 15,450 300 SH DEFINED 2 300 SEMTECH CORP COM 816850101 3,995,412 189,356 SH SOLE 1 189,356 SEMTECH CORP COM 816850101 90,730 4,300 SH DEFINED 3 4,300 SENECA FOODS CORP CL A COM 817070501 149,668 7,559 SH SOLE 1 7,559 SENIOR HOUSING PROP TRUST COM 81721M109 7,261,651 337,124 SH SOLE 1 337,124 SENIOR HSG PPTYS TR COM 81721M109 117,824 5,470 SH DEFINED 4 5,470 SENIOR HSG PPTYS TR COM 81721M109 66,472 3,086 SH DEFINED 3 3,086 SENIOR HSG PPTYS TR COM 81721M109 29,704 1,379 SH DEFINED 2 1,379 SENOMYX INC COM 81724Q107 101,446 28,902 SH SOLE 1 28,902 SENOMYX INC COM 81724Q107 10,530 3,000 SH DEFINED 2 3,000 SENSATA TECHNOLOGIES HLDG BV COM N7902X106 2,646 100 SH DEFINED 3 100 SENSIENT TECHNOLOGIES CORP COM 81725T100 4,725,088 145,164 SH SOLE 1 145,164 SEQUENOM INC COM 817337405 368,262 72,350 SH SOLE 1 72,350 SEQUENOM INC COM 817337405 91,290 17,900 SH DEFINED 3 17,900 SERVICE CORP INTERNATIONAL COM 817565104 4,776,537 521,456 SH SOLE 1 521,456 SERVICE CORP INTL COM 817565104 18,320 2,000 SH DEFINED 4 2,000 SERVICESOURCE INTERNATIONA COM 81763U100 96,420 7,299 SH SOLE 1 7,299 SERVICESOURCE INTL LLC COM 81763U100 621 47 SH DEFINED 2 47 SHAW COMMUNICATIONS INC COM 82028K200 6,484 321 SH DEFINED 2 321 SHAW GROUP INC COM 820280105 3,448,094 158,606 SH SOLE 1 158,606 SHAW GROUP INC COM 820280105 4,348 200 SH DEFINED 3 200 SHAW GROUP INC COM 820280105 86,960 4,000 SH DEFINED 2 4,000 SHENANDOAH TELECOMMUNICATI COM 82312B106 193,379 17,359 SH SOLE 1 17,359 SHERWIN WILLIAMS CO COM 824348106 144,478 1,944 SH DEFINED 4 1,944 SHERWIN WILLIAMS CO COM 824348106 7,432 100 SH DEFINED 3 100 SHERWIN WILLIAMS CO COM 824348106 6,169 83 SH DEFINED 2 83 SHERWIN WILLIAMS CO/THE COM 824348106 2,079,176 27,976 SH SOLE 1 27,976 SHILOH INDUSTRIES INC COM 824543102 35,234 3,928 SH SOLE 1 3,928 SHINHAN FINANCIAL GROUP CO L COM 824596100 6,844 100 SH DEFINED 3 100 SHIP FINANCE INTERNATIONAL L COM G81075106 52,559 4,043 SH DEFINED 3 4,043 SHIP FINANCE INTERNATIONAL L COM G81075106 100,734 7,749 SH DEFINED 2 7,749 SHIP FINANCE INTL LTD COM G81075106 427,479 32,883 SH SOLE 1 32,883 SHIRE PLC COM 82481R106 4,154 44 SH DEFINED 3 44 SHIRE PLC COM 82481R106 1,597 17 SH DEFINED 2 17 SHOE CARNIVAL INC COM 824889109 157,790 6,686 SH SOLE 1 6,686 SHORETEL INC COM 825211105 171,561 34,450 SH SOLE 1 34,450 SHORETEL INC COM 825211105 19,686 3,953 SH DEFINED 2 3,953 SHUFFLE MASTER INC COM 825549108 372,336 44,273 SH SOLE 1 44,273 SHUTTERFLY INC COM 82568P304 895,994 21,758 SH SOLE 1 21,758 SIEMENS A G COM 826197501 40,406 450 SH DEFINED 4 450 SIEMENS A G COM 826197501 56,568 630 SH DEFINED 3 630 SIEMENS A G COM 826197501 4,490 50 SH DEFINED 2 50 SIERRA BANCORP COM 82620P102 79,459 8,684 SH SOLE 1 8,684 SIGA TECHNOLOGIES INC COM 826917106 82,139 25,119 SH SOLE 1 25,119 SIGMA ALDRICH COM 826552101 3,654,261 59,140 SH SOLE 1 59,140 SIGMA ALDRICH CORP COM 826552101 343,738 5,563 SH DEFINED 4 5,563 SIGMA DESIGNS INC COM 826565103 204,491 26,083 SH SOLE 1 26,083 SIGMA DESIGNS INC COM 826565103 235 30 SH DEFINED 2 30 SIGNATURE BANK COM 82669G104 1,801,330 37,740 SH SOLE 1 37,740 SIGNATURE BK NEW YORK N Y COM 82669G104 1,909 40 SH DEFINED 2 40 SIGNET JEWELERS LTD COM G81276100 2,759,297 81,636 SH SOLE 1 81,636 SILGAN HOLDINGS INC COM 827048109 3,988,972 108,573 SH SOLE 1 108,573
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SILGAN HOLDINGS INC COM 827048109 4,850 132 SH DEFINED 2 132 SILICON GRAPHICS INTERNATI COM 82706L108 269,785 22,633 SH SOLE 1 22,633 SILICON GRAPHICS INTL CORP COM 82706L108 3,576 300 SH DEFINED 2 300 SILICON IMAGE INC COM 82705T102 340,824 58,062 SH SOLE 1 58,062 SILICON IMAGE INC COM 82705T102 2,348 400 SH DEFINED 3 400 SILICON LABORATORIES INC COM 826919102 3,235,692 96,559 SH SOLE 1 96,559 SILICON LABORATORIES INC COM 826919102 771 23 SH DEFINED 2 23 SILICONWARE PRECISION INDS L COM 827084864 497 104 SH DEFINED 3 104 SILVER STD RES INC COM 82823L106 47,710 2,600 SH DEFINED 3 2,600 SILVER STD RES INC COM 82823L906 450 10 SH C DEFINED 3 10 SILVER WHEATON CORP COM 828336107 230,093 7,813 SH DEFINED 4 7,813 SILVER WHEATON CORP COM 828336107 403,907 13,715 SH DEFINED 3 13,715 SILVER WHEATON CORP COM 828336107 156,232 5,305 SH DEFINED 2 5,305 SILVERCORP METALS INC COM 82835P103 2,373 300 SH DEFINED 4 300 SILVERCORP METALS INC COM 82835P103 28,239 3,570 SH DEFINED 3 3,570 SILVERCORP METALS INC COM 82835P103 34,804 4,400 SH DEFINED 2 4,400 SIMCERE PHARMACEUTICAL GROUP COM 82859P104 16,067 1,618 SH DEFINED 4 1,618 SIMMONS FIRST NATL CORP CL COM 828730200 308,118 14,199 SH SOLE 1 14,199 SIMON PPTY GROUP INC NEW COM 828806109 2,200 20 SH DEFINED 4 20 SIMON PPTY GROUP INC NEW COM 828806109 130,326 1,185 SH DEFINED 3 1,185 SIMON PROPERTY GROUP INC COM 828806109 13,193,641 119,964 SH SOLE 1 119,964 SIMPSON MANUFACTURING CO I COM 829073105 847,096 33,979 SH SOLE 1 33,979 SINA CORP COM G81477104 3,581 50 SH DEFINED 4 50 SINA CORP COM G81477104 53,493 747 SH DEFINED 2 747 SINCLAIR BROADCAST GROUP A COM 829226109 264,114 36,836 SH SOLE 1 36,836 SINCLAIR BROADCAST GROUP INC COM 829226109 406,625 56,712 SH DEFINED 4 56,712 SINOCOKING COAL & COKE CH IN COM 829357102 25 8 SH DEFINED 3 8 SINOPEC SHANGHAI PETROCHEMIC COM 82935M109 258,729 7,426 SH DEFINED 2 7,426 SINOVAC BIOTECH LTD COM P8696W104 8,028 3,600 SH DEFINED 3 3,600 SIRIUS XM RADIO INC COM 82967N108 397,841 263,471 SH SOLE 1 263,471 SIRIUS XM RADIO INC COM 82967N108 16,278 10,780 SH DEFINED 4 10,780 SIRIUS XM RADIO INC COM 82967N908 2,100 150 SH C DEFINED 4 150 SIRIUS XM RADIO INC COM 82967N108 105,631 69,954 SH DEFINED 3 69,954 SIRIUS XM RADIO INC COM 82967N108 27,973 18,525 SH DEFINED 2 18,525 SIRONA DENTAL SYSTEMS INC COM 82966C103 3,955,835 93,276 SH SOLE 1 93,276 SIX FLAGS ENTERTAINMENT CO COM 83001A102 844,129 30,452 SH SOLE 1 30,452 SIX FLAGS ENTMT CORP NEW COM 83001A102 776 28 SH DEFINED 3 28 SIX FLAGS ENTMT CORP NEW COM 83001A102 22,952 828 SH DEFINED 2 828 SJW CORP COM 784305104 224,187 10,298 SH SOLE 1 10,298 SK TELECOM LTD COM 78440P108 563 40 SH DEFINED 4 40 SKECHERS USA INC CL A COM 830566105 429,697 30,627 SH SOLE 1 30,627 SKILLED HEALTHCARE GROU CL COM 83066R107 51,045 14,140 SH SOLE 1 14,140 SKULLCANDY INC COM 83083J104 353 25 SH DEFINED 2 25 SKYLINE CORP COM 830830105 53,652 5,618 SH SOLE 1 5,618 SKYWEST INC COM 830879102 497,635 43,235 SH SOLE 1 43,235 SKYWEST INC COM 830879102 3,257 283 SH DEFINED 3 283 SKYWORKS SOLUTIONS INC COM 83088M102 12,175,268 678,666 SH SOLE 1 678,666 SKYWORKS SOLUTIONS INC COM 83088M102 3,592 200 SH DEFINED 4 200 SKYWORKS SOLUTIONS INC COM 83088M102 10,040 559 SH DEFINED 3 559 SKYWORKS SOLUTIONS INC COM 83088M102 12,572 700 SH DEFINED 2 700 SL GREEN REALTY CORP COM 78440X101 10,912,429 187,660 SH SOLE 1 187,660 SLM CORP COM 78442P106 2,397,322 192,556 SH SOLE 1 192,556 SLM CORP COM 78442P106 1,245 100 SH DEFINED 4 100 SLM CORP COM 78442P106 1,868 150 SH DEFINED 3 150 SM ENERGY CO COM 78454L100 8,445,937 139,257 SH SOLE 1 139,257 SM ENERGY CO COM 78454L100 30,325 500 SH DEFINED 4 500 SM ENERGY CO COM 78454L100 48,520 800 SH DEFINED 3 800 SMART BALANCE INC COM 83169Y108 256,361 43,451 SH SOLE 1 43,451 SMART TECHNOLOGIES INC COM 83172R108 420 100 SH DEFINED 3 100 SMITH & NEPHEW PLC COM 83175M205 14,301 320 SH DEFINED 4 320 SMITH & WESSON HLDG CORP COM 831756101 10,080 4,000 SH DEFINED 3 4,000 SMITH & WESSON HLDG CORP COM 831756101 1,260 500 SH DEFINED 2 500 SMITH (A.O.) CORP COM 831865209 999,752 31,213 SH SOLE 1 31,213 SMITH + WESSON HOLDING COR COM 831756101 110,903 44,009 SH SOLE 1 44,009 SMITH A O COM 831865209 4,420 138 SH DEFINED 3 138 SMITH A O COM 831865209 6,406 200 SH DEFINED 2 200 SMITH MICRO SOFTWARE INC COM 832154108 44,115 29,023 SH SOLE 1 29,023 SMITH MICRO SOFTWARE INC COM 832154108 456 300 SH DEFINED 2 300 SMITHFIELD FOODS INC COM 832248108 7,076,121 362,878 SH SOLE 1 362,878 SMITHFIELD FOODS INC COM 832248108 1,950 100 SH DEFINED 4 100 SMITHFIELD FOODS INC COM 832248108 4,641 238 SH DEFINED 3 238 SMUCKER J M CO COM 832696405 14,724 202 SH DEFINED 4 202 SMUCKER J M CO COM 832696405 237,160 3,254 SH DEFINED 3 3,254 SMUCKER J M CO COM 832696405 30,905 424 SH DEFINED 2 424 SNAP ON INC COM 833034101 914,951 20,607 SH SOLE 1 20,607 SNAP ON INC COM 833034101 888 20 SH DEFINED 3 20 SNAP ON INC COM 833034101 2,220 50 SH DEFINED 2 50 SNYDERS LANCE INC COM 833551104 805,832 38,649 SH SOLE 1 38,649 SOCIEDAD QUIMICA MINERA DE C COM 833635105 47,810 1,000 SH DEFINED 4 1,000 SOCIEDAD QUIMICA MINERA DE C COM 833635105 4,781 100 SH DEFINED 3 100 SOCKET MOBILE INC COM 83368E200 296 130 SH DEFINED 4 130
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SODASTREAM INTERNATIONAL LTD COM M9068E105 42,965 1,300 SH DEFINED 3 1,300 SODASTREAM INTERNATIONAL LTD COM M9068E105 20,260 613 SH DEFINED 2 613 SOHU COM INC COM 83408W103 723 15 SH DEFINED 2 15 SOLAR CAP LTD COM 83413U100 60,776 3,019 SH DEFINED 4 3,019 SOLAR CAPITAL LTD COM 83413U100 536,324 26,643 SH SOLE 1 26,643 SOLAR SENIOR CAPITAL LTD COM 83416M105 80,910 5,662 SH SOLE 1 5,662 SOLARWINDS INC COM 83416B109 916,340 41,614 SH SOLE 1 41,614 SOLARWINDS INC COM 83416B109 33,030 1,500 SH DEFINED 3 1,500 SOLAZYME INC COM 83415T101 76,995 8,012 SH SOLE 1 8,012 SOLAZYME INC COM 83415T101 9,130 950 SH DEFINED 4 950 SOLAZYME INC COM 83415T101 4,805 500 SH DEFINED 2 500 SOLERA HOLDINGS INC COM 83421A104 7,813,259 154,718 SH SOLE 1 154,718 SOLERA HOLDINGS INC COM 83421A104 2,525 50 SH DEFINED 2 50 SOLTA MEDICAL INC COM 83438K103 55,326 44,261 SH SOLE 1 44,261 SOLUTIA INC COM 834376501 21,755 1,693 SH SOLE 1 1,693 SOLUTIA INC COM 834376501 39 3 SH DEFINED 4 3 SOLUTIA INC COM 834376147 16 24 SH DEFINED 4 24 SOLUTIA INC COM 834376501 1,349 105 SH DEFINED 2 105 SONDE RES CORP COM 835426107 916 400 SH DEFINED 2 400 SONIC AUTOMOTIVE INC CLASS COM 83545G102 350,675 32,500 SH SOLE 1 32,500 SONIC CORP COM 835451105 358,025 50,640 SH SOLE 1 50,640 SONIC CORP COM 835451105 10,732 1,518 SH DEFINED 4 1,518 SONIC CORP COM 835451105 16,021 2,266 SH DEFINED 3 2,266 SONIC CORP COM 835451105 8,024 1,135 SH DEFINED 2 1,135 SONOCO PRODS CO COM 835495102 13,042 462 SH DEFINED 3 462 SONOCO PRODS CO COM 835495102 31,138 1,103 SH DEFINED 2 1,103 SONOCO PRODUCTS CO COM 835495102 6,199,675 219,613 SH SOLE 1 219,613 SONOSITE INC COM 83568G104 343,388 11,318 SH SOLE 1 11,318 SONUS NETWORKS INC COM 835916107 334,430 154,115 SH SOLE 1 154,115 SONY CORP COM 835699307 9,500 500 SH DEFINED 3 500 SOTHEBY S COM 835898107 5,396,469 195,737 SH SOLE 1 195,737 SOTHEBYS COM 835898107 83 3 SH DEFINED 3 3 SOURCEFIRE INC COM 83616T108 623,508 23,300 SH SOLE 1 23,300 SOURCEFIRE INC COM 83616T108 13,380 500 SH DEFINED 2 500 SOUTH JERSEY INDS INC COM 838518108 207,766 4,176 SH DEFINED 2 4,176 SOUTH JERSEY INDUSTRIES COM 838518108 4,421,283 88,870 SH SOLE 1 88,870 SOUTHERN CO COM 842587107 10,950,272 258,444 SH SOLE 1 258,444 SOUTHERN CO COM 842587107 549,957 12,980 SH DEFINED 4 12,980 SOUTHERN CO COM 842587107 619,764 14,627 SH DEFINED 3 14,627 SOUTHERN CO COM 842587107 800,737 18,899 SH DEFINED 2 18,899 SOUTHERN COPPER CORP COM 84265V105 86,590 3,465 SH DEFINED 4 3,465 SOUTHERN COPPER CORP COM 84265V105 245,977 9,843 SH DEFINED 3 9,843 SOUTHERN COPPER CORP COM 84265V105 55,049 2,203 SH DEFINED 2 2,203 SOUTHERN UN CO NEW COM 844030106 15,092 372 SH DEFINED 3 372 SOUTHERN UN CO NEW COM 844030106 46,684 1,151 SH DEFINED 2 1,151 SOUTHERN UNION CO COM 844030106 11,121,860 274,140 SH SOLE 1 274,140 SOUTHSIDE BANCSHARES INC COM 84470P109 216,264 12,008 SH SOLE 1 12,008 SOUTHWALL TECHNOLOGIES INC COM 844909200 202 21 SH DEFINED 3 21 SOUTHWEST AIRLINES CO COM 844741108 2,122,319 263,970 SH SOLE 1 263,970 SOUTHWEST AIRLS CO COM 844741108 1,608 200 SH DEFINED 4 200 SOUTHWEST AIRLS CO COM 844741108 49,899 6,206 SH DEFINED 3 6,206 SOUTHWEST AIRLS CO COM 844741108 32,538 4,047 SH DEFINED 2 4,047 SOUTHWEST BANCORP INC/OKLA COM 844767103 59,916 14,198 SH SOLE 1 14,198 SOUTHWEST GAS CORP COM 844895102 1,358,618 37,562 SH SOLE 1 37,562 SOUTHWEST GAS CORP COM 844895102 4,452 123 SH DEFINED 4 123 SOUTHWESTERN ENERGY CO COM 845467109 4,857,681 145,745 SH SOLE 1 145,745 SOUTHWESTERN ENERGY CO COM 845467109 3,433 103 SH DEFINED 4 103 SOUTHWESTERN ENERGY CO COM 845467109 87,625 2,629 SH DEFINED 3 2,629 SOVRAN SELF STORAGE INC COM 84610H108 843,053 22,681 SH SOLE 1 22,681 SOVRAN SELF STORAGE INC COM 84610H108 22,822 614 SH DEFINED 2 614 SPANSION INC CLASS A COM 84649R200 449,048 36,747 SH SOLE 1 36,747 SPARTAN MOTORS INC COM 846819100 112,832 27,320 SH SOLE 1 27,320 SPARTAN MTRS INC COM 846819100 8,260 2,000 SH DEFINED 3 2,000 SPARTAN STORES INC COM 846822104 286,798 18,527 SH SOLE 1 18,527 SPARTECH CORP COM 847220209 72,147 22,546 SH SOLE 1 22,546 SPDR DOW JONES INDL AVRG ETF COM 78467X109 95,137 873 SH DEFINED 4 873 SPDR DOW JONES INDL AVRG ETF COM 78467X109 1,659,734 15,237 SH DEFINED 3 15,237 SPDR DOW JONES INDL AVRG ETF COM 78467X109 45,968 422 SH DEFINED 2 422 SPDR GOLD TRUST COM 78463V107 3,443,021 21,783 SH DEFINED 4 21,783 SPDR GOLD TRUST COM 78463V107 2,240,342 14,174 SH DEFINED 3 14,174 SPDR GOLD TRUST COM 78463V107 7,368,915 46,621 SH DEFINED 2 46,621 SPDR INDEX SHS FDS COM 78463X509 8,886 158 SH DEFINED 4 158 SPDR INDEX SHS FDS COM 78463X798 22,462 1,100 SH DEFINED 4 1,100 SPDR INDEX SHS FDS COM 78463X806 30,290 500 SH DEFINED 4 500 SPDR INDEX SHS FDS COM 78463X863 2,724 85 SH DEFINED 4 85 SPDR INDEX SHS FDS COM 78463X640 22,550 1,000 SH DEFINED 4 1,000 SPDR INDEX SHS FDS COM 78463X756 19,410 500 SH DEFINED 4 500 SPDR INDEX SHS FDS COM 78463X848 288,628 10,682 SH DEFINED 4 10,682 SPDR INDEX SHS FDS COM 78463X509 43,867 780 SH DEFINED 3 780 SPDR INDEX SHS FDS COM 78463X608 7,714 215 SH DEFINED 3 215 SPDR INDEX SHS FDS COM 78463X772 71,216 1,600 SH DEFINED 3 1,600
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SPDR INDEX SHS FDS COM 78463X798 17,398 852 SH DEFINED 3 852 SPDR INDEX SHS FDS COM 78463X863 14,006 437 SH DEFINED 3 437 SPDR INDEX SHS FDS COM 78463X103 11,160 400 SH DEFINED 3 400 SPDR INDEX SHS FDS COM 78463X681 3,954 135 SH DEFINED 3 135 SPDR INDEX SHS FDS COM 78463X749 70,114 2,160 SH DEFINED 3 2,160 SPDR INDEX SHS FDS COM 78463X756 1,320 34 SH DEFINED 3 34 SPDR INDEX SHS FDS COM 78463X301 52,437 815 SH DEFINED 2 815 SPDR INDEX SHS FDS COM 78463X400 1,674 30 SH DEFINED 2 30 SPDR INDEX SHS FDS COM 78463X798 145,765 7,138 SH DEFINED 2 7,138 SPDR INDEX SHS FDS COM 78463X822 150,097 3,489 SH DEFINED 2 3,489 SPDR INDEX SHS FDS COM 78463X863 6,218 194 SH DEFINED 2 194 SPDR INDEX SHS FDS COM 78463X871 3,190 127 SH DEFINED 2 127 SPDR INDEX SHS FDS COM 78463X707 1,904 30 SH DEFINED 2 30 SPDR INDEX SHS FDS COM 78463X749 104,197 3,210 SH DEFINED 2 3,210 SPDR INDEX SHS FDS COM 78463X848 5,218 193 SH DEFINED 2 193 SPDR INDEX SHS FDS COM 78463X889 8,456 400 SH DEFINED 2 400 SPDR S&P 500 ETF TR COM 78462F103 1,726,216 15,256 SH DEFINED 4 15,256 SPDR S&P 500 ETF TR COM 78462F103 667,022 5,895 SH DEFINED 3 5,895 SPDR S&P 500 ETF TR COM 78462F103 667,879 5,903 SH DEFINED 2 5,903 SPDR S&P 500 ETF TR COM 78462F903 5,187 21 SH C DEFINED 2 21 SPDR S&P 500 ETF TR COM 78462F953 4,240 20 SH P DEFINED 2 20 SPDR S&P MIDCAP 400 ETF TR COM 78467Y107 311,193 2,189 SH DEFINED 4 2,189 SPDR S&P MIDCAP 400 ETF TR COM 78467Y107 140,851 991 SH DEFINED 3 991 SPDR S&P MIDCAP 400 ETF TR COM 78467Y107 665,547 4,683 SH DEFINED 2 4,683 SPDR SERIES TRUST COM 78464A417 58,592 1,619 SH DEFINED 4 1,619 SPDR SERIES TRUST COM 78464A516 9,137 152 SH DEFINED 4 152 SPDR SERIES TRUST COM 78464A607 2,882 51 SH DEFINED 4 51 SPDR SERIES TRUST COM 78464A672 36,707 599 SH DEFINED 4 599 SPDR SERIES TRUST COM 78464A680 7,634,850 166,518 SH DEFINED 4 166,518 SPDR SERIES TRUST COM 78464A706 55,139 1,150 SH DEFINED 4 1,150 SPDR SERIES TRUST COM 78464A763 128,463 2,646 SH DEFINED 4 2,646 SPDR SERIES TRUST COM 78464A805 756,947 8,992 SH DEFINED 4 8,992 SPDR SERIES TRUST COM 78464A300 226,966 3,998 SH DEFINED 4 3,998 SPDR SERIES TRUST COM 78464A375 388,187 11,710 SH DEFINED 4 11,710 SPDR SERIES TRUST COM 78464A441 11,472 500 SH DEFINED 4 500 SPDR SERIES TRUST COM 78464A490 28,605 500 SH DEFINED 4 500 SPDR SERIES TRUST COM 78464A649 588,585 10,101 SH DEFINED 4 10,101 SPDR SERIES TRUST COM 78464A417 875,979 24,205 SH DEFINED 3 24,205 SPDR SERIES TRUST COM 78464A458 68,123 2,910 SH DEFINED 3 2,910 SPDR SERIES TRUST COM 78464A516 176,904 2,943 SH DEFINED 3 2,943 SPDR SERIES TRUST COM 78464A607 2,091 37 SH DEFINED 3 37 SPDR SERIES TRUST COM 78464A656 658,369 11,591 SH DEFINED 3 11,591 SPDR SERIES TRUST COM 78464A722 13,631 298 SH DEFINED 3 298 SPDR SERIES TRUST COM 78464A748 15,593 550 SH DEFINED 3 550 SPDR SERIES TRUST COM 78464A755 215,363 4,804 SH DEFINED 3 4,804 SPDR SERIES TRUST COM 78464A763 309,120 6,367 SH DEFINED 3 6,367 SPDR SERIES TRUST COM 78464A789 48,067 1,505 SH DEFINED 3 1,505 SPDR SERIES TRUST COM 78464A797 59,185 3,374 SH DEFINED 3 3,374 SPDR SERIES TRUST COM 78464A805 238,210 2,830 SH DEFINED 3 2,830 SPDR SERIES TRUST COM 78464A813 4,224 75 SH DEFINED 3 75 SPDR SERIES TRUST COM 78464A888 2,645 199 SH DEFINED 3 199 SPDR SERIES TRUST COM 78464A201 3,113 32 SH DEFINED 3 32 SPDR SERIES TRUST COM 78464A292 20,018 472 SH DEFINED 3 472 SPDR SERIES TRUST COM 78464A375 13,028 393 SH DEFINED 3 393 SPDR SERIES TRUST COM 78464A425 45,218 1,857 SH DEFINED 3 1,857 SPDR SERIES TRUST COM 78464A474 60,183 1,985 SH DEFINED 3 1,985 SPDR SERIES TRUST COM 78464A490 142,281 2,487 SH DEFINED 3 2,487 SPDR SERIES TRUST COM 78464A649 10,372 178 SH DEFINED 3 178 SPDR SERIES TRUST COM 78464A417 333,780 9,223 SH DEFINED 2 9,223 SPDR SERIES TRUST COM 78464A458 3,418 146 SH DEFINED 2 146 SPDR SERIES TRUST COM 78464A516 50,553 841 SH DEFINED 2 841 SPDR SERIES TRUST COM 78464A607 6,159 109 SH DEFINED 2 109 SPDR SERIES TRUST COM 78464A656 56,800 1,000 SH DEFINED 2 1,000 SPDR SERIES TRUST COM 78464A714 399,942 8,653 SH DEFINED 2 8,653 SPDR SERIES TRUST COM 78464A730 16,450 384 SH DEFINED 2 384 SPDR SERIES TRUST COM 78464A755 4,483 100 SH DEFINED 2 100 SPDR SERIES TRUST COM 78464A763 529,892 10,914 SH DEFINED 2 10,914 SPDR SERIES TRUST COM 78464A797 20,469 1,167 SH DEFINED 2 1,167 SPDR SERIES TRUST COM 78464A805 12,627 150 SH DEFINED 2 150 SPDR SERIES TRUST COM 78464A821 2,674 40 SH DEFINED 2 40 SPDR SERIES TRUST COM 78464A870 3,987 67 SH DEFINED 2 67 SPDR SERIES TRUST COM 78464A888 6,645 500 SH DEFINED 2 500 SPDR SERIES TRUST COM 78464A201 16,147 166 SH DEFINED 2 166 SPDR SERIES TRUST COM 78464A490 67,679 1,183 SH DEFINED 2 1,183 SPECTRA ENERGY CORP COM 847560109 8,902,722 362,932 SH SOLE 1 362,932 SPECTRA ENERGY CORP COM 847560109 17,784 725 SH DEFINED 4 725 SPECTRA ENERGY CORP COM 847560109 186,871 7,618 SH DEFINED 3 7,618 SPECTRA ENERGY CORP COM 847560109 88,774 3,619 SH DEFINED 2 3,619 SPECTRA ENERGY PARTNERS LP COM 84756N109 21,158 750 SH DEFINED 3 750 SPECTRANETICS CORP COM 84760C107 173,880 24,353 SH SOLE 1 24,353 SPECTRUM BRANDS HOLDINGS I COM 84763R101 288,235 12,203 SH SOLE 1 12,203
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SPECTRUM PHARMACEUTICALS I COM 84763A108 290,024 38,011 SH SOLE 1 38,011 SPECTRUM PHARMACEUTICALS INC COM 84763A108 11,445 1,500 SH DEFINED 4 1,500 SPECTRUM PHARMACEUTICALS INC COM 84763A108 4,006 525 SH DEFINED 2 525 SPEEDWAY MOTORSPORTS INC COM 847788106 104,178 8,624 SH SOLE 1 8,624 SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 31,900 2,000 SH DEFINED 3 2,000 SPIRIT AEROSYSTEMS HOLD CL COM 848574109 46,813 2,935 SH SOLE 1 2,935 SPIRIT AIRLINES INC COM 848577102 142,300 11,384 SH SOLE 1 11,384 SPRINT NEXTEL CORP COM 852061100 3,580,816 1,177,900 SH SOLE 1 1,177,900 SPRINT NEXTEL CORP COM 852061100 17,948 5,904 SH DEFINED 4 5,904 SPRINT NEXTEL CORP COM 852061100 43,469 14,299 SH DEFINED 3 14,299 SPRINT NEXTEL CORP COM 852061100 12,126 3,989 SH DEFINED 2 3,989 SPROTT PHYSICAL GOLD TRUST COM 85207H104 48,628 3,466 SH DEFINED 3 3,466 SPROTT PHYSICAL GOLD TRUST COM 85207H104 48,151 3,432 SH DEFINED 2 3,432 SPROTT PHYSICAL SILVER TR COM 85207K107 114,050 8,205 SH DEFINED 2 8,205 SPS COMMERCE INC COM 78463M107 100,216 6,152 SH SOLE 1 6,152 SPX CORP COM 784635104 5,084,598 112,218 SH SOLE 1 112,218 SPX CORP COM 784635104 45,310 1,000 SH DEFINED 4 1,000 SPX CORP COM 784635104 4,259 94 SH DEFINED 3 94 SRS LABS INC COM 78464M106 63,065 8,808 SH SOLE 1 8,808 SS+C TECHNOLOGIES HOLDINGS COM 78467J100 263,179 18,417 SH SOLE 1 18,417 ST JOE CO COM 790148100 3,478 232 SH DEFINED 4 232 ST JOE CO COM 790148100 20,207 1,348 SH DEFINED 2 1,348 ST JOE CO/THE COM 790148100 27,102 1,808 SH SOLE 1 1,808 ST JUDE MED INC COM 790849103 32,571 900 SH DEFINED 4 900 ST JUDE MED INC COM 790849103 87,797 2,426 SH DEFINED 3 2,426 ST JUDE MED INC COM 790849103 27,504 760 SH DEFINED 2 760 ST JUDE MEDICAL INC COM 790849103 6,091,827 168,329 SH SOLE 1 168,329 STAAR SURGICAL CO COM 852312305 202,480 25,959 SH SOLE 1 25,959 STAAR SURGICAL CO COM 852312305 8,580 1,100 SH DEFINED 3 1,100 STAG INDUSTRIAL INC COM 85254J102 118,259 11,594 SH SOLE 1 11,594 STAGE STORES INC COM 85254C305 404,186 29,141 SH SOLE 1 29,141 STAMPS.COM INC COM 852857200 179,995 8,806 SH SOLE 1 8,806 STANCORP FINANCIAL GROUP COM 852891100 2,695,160 97,757 SH SOLE 1 97,757 STANCORP FINL GROUP INC COM 852891100 7,278 264 SH DEFINED 4 264 STANCORP FINL GROUP INC COM 852891100 46,869 1,700 SH DEFINED 2 1,700 STANDARD MICROSYSTEMS CORP COM 853626109 365,981 18,865 SH SOLE 1 18,865 STANDARD MOTOR PRODS COM 853666105 209,037 16,117 SH SOLE 1 16,117 STANDARD PAC CORP NEW COM 85375C101 4,940 2,000 SH DEFINED 4 2,000 STANDARD PACIFIC CORP COM 85375C101 213,744 86,536 SH SOLE 1 86,536 STANDARD PARKING CORP COM 853790103 180,767 11,558 SH SOLE 1 11,558 STANDARD REGISTER CO COM 853887107 2,743 1,084 SH SOLE 1 1,084 STANDEX INTERNATIONAL CORP COM 854231107 318,896 10,244 SH SOLE 1 10,244 STANLEY BLACK & DECKER INC COM 854502101 4,910 100 SH DEFINED 4 100 STANLEY BLACK & DECKER INC COM 854502101 22,448 457 SH DEFINED 3 457 STANLEY BLACK & DECKER INC COM 854502101 8,605 175 SH DEFINED 2 175 STANLEY BLACK + DECKER INC COM 854502101 4,890,360 99,600 SH SOLE 1 99,600 STANTEC INC COM 85472N109 3,339 150 SH DEFINED 4 150 STAPLES INC COM 855030102 4,805,091 361,285 SH SOLE 1 361,285 STAPLES INC COM 855030102 8,126 611 SH DEFINED 3 611 STAPLES INC COM 855030102 331,503 24,925 SH DEFINED 2 24,925 STAR GAS PARTNERS L P COM 85512C105 39,200 8,000 SH DEFINED 3 8,000 STAR SCIENTIFIC INC COM 85517P101 180,633 78,196 SH SOLE 1 78,196 STAR SCIENTIFIC INC COM 85517P101 57,265 24,790 SH DEFINED 4 24,790 STARBUCKS CORP COM 855244109 12,228,845 327,939 SH SOLE 1 327,939 STARBUCKS CORP COM 855244109 88,974 2,386 SH DEFINED 4 2,386 STARBUCKS CORP COM 855244109 904,767 24,263 SH DEFINED 3 24,263 STARBUCKS CORP COM 855244109 127,486 3,419 SH DEFINED 2 3,419 STARWOOD HOTELS + RESORTS COM 85590A401 12,316,344 317,268 SH SOLE 1 317,268 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 20,381 525 SH DEFINED 4 525 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 18,051 465 SH DEFINED 3 465 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 19,410 500 SH DEFINED 2 500 STARWOOD PROPERTY TRUST IN COM 85571B105 1,168,218 68,078 SH SOLE 1 68,078 STATE AUTO FINANCIAL CORP COM 855707105 140,574 10,690 SH SOLE 1 10,690 STATE BANCORP INC COM 855716106 116,809 11,051 SH SOLE 1 11,051 STATE BANK FINANCIAL CORP COM 856190103 291,371 23,088 SH SOLE 1 23,088 STATE STR CORP COM 857477103 23,091 718 SH DEFINED 4 718 STATE STR CORP COM 857477103 6,239 194 SH DEFINED 3 194 STATE STR CORP COM 857477103 8,683 270 SH DEFINED 2 270 STATE STREET CORP COM 857477103 8,667,860 269,523 SH SOLE 1 269,523 STATOIL ASA COM 85771P102 4,310 200 SH DEFINED 4 200 STATOIL ASA COM 85771P102 122,835 5,700 SH DEFINED 3 5,700 STATOIL ASA COM 85771P102 15,925 739 SH DEFINED 2 739 STEC INC COM 784774101 304,322 30,012 SH SOLE 1 30,012 STEC INC COM 784774101 50,750 5,000 SH DEFINED 2 5,000 STEEL DYNAMICS INC COM 858119100 4,740,163 477,839 SH SOLE 1 477,839 STEEL DYNAMICS INC COM 858119100 12,896 1,300 SH DEFINED 4 1,300 STEEL DYNAMICS INC CNV 858119AP5 6,173 6 PRN DEFINED 3 6 STEEL DYNAMICS INC COM 858119100 268,689 27,086 SH DEFINED 3 27,086 STEEL DYNAMICS INC COM 858119100 63,488 6,400 SH DEFINED 2 6,400 STEELCASE INC CL A COM 858155203 366,567 58,093 SH SOLE 1 58,093 STEIN MART INC COM 858375108 140,575 22,492 SH SOLE 1 22,492
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- STEINER LEISURE LTD COM P8744Y102 447,492 10,976 SH SOLE 1 10,976 STEINWAY MUSICAL INSTRUMEN COM 858495104 103,833 4,816 SH SOLE 1 4,816 STELLARONE CORP COM 85856G100 166,991 16,783 SH SOLE 1 16,783 STEPAN CO COM 858586100 446,680 6,649 SH SOLE 1 6,649 STEPAN CO COM 858586100 46,018 685 SH DEFINED 3 685 STEREOTAXIS INC COM 85916J102 35,755 32,212 SH SOLE 1 32,212 STERICYCLE INC COM 858912108 2,974,613 36,851 SH SOLE 1 36,851 STERICYCLE INC COM 858912108 110,102 1,364 SH DEFINED 3 1,364 STERICYCLE INC COM 858912108 1,614 20 SH DEFINED 2 20 STERIS CORP COM 859152100 5,027,210 171,753 SH SOLE 1 171,753 STERIS CORP COM 859152100 2,927 100 SH DEFINED 2 100 STERLING BANCORP N Y COM 859158107 4,514,522 621,835 SH SOLE 1 621,835 STERLING CONSTRUCTION CO COM 859241101 134,297 12,023 SH SOLE 1 12,023 STERLING FINL CORP WASH COM 859319303 5,385 435 SH DEFINED 2 435 STERLING FINL CORP/SPOKANE COM 859319303 242,524 19,590 SH SOLE 1 19,590 STERLITE INDS INDIA LTD COM 859737207 74 8 SH DEFINED 3 8 STEVEN MADDEN LTD COM 556269108 933,461 31,012 SH SOLE 1 31,012 STEWART ENTERPRISES INC COM 860370105 8,747 1,470 SH DEFINED 3 1,470 STEWART ENTERPRISES INC CL COM 860370105 342,387 57,544 SH SOLE 1 57,544 STEWART INFORMATION SERVIC COM 860372101 132,582 14,998 SH SOLE 1 14,998 STIFEL FINANCIAL CORP COM 860630102 1,168,826 44,007 SH SOLE 1 44,007 STILLWATER MINING CO COM 86074Q102 639,642 75,252 SH SOLE 1 75,252 STILLWATER MNG CO COM 86074Q102 5,100 600 SH DEFINED 3 600 STILLWATER MNG CO COM 86074Q102 25,075 2,950 SH DEFINED 2 2,950 STONE ENERGY CORP COM 861642106 650,767 40,146 SH SOLE 1 40,146 STONEMOR PARTNERS L P COM 86183Q100 144,820 5,200 SH DEFINED 4 5,200 STONEMOR PARTNERS L P COM 86183Q100 41,914 1,505 SH DEFINED 2 1,505 STONERIDGE INC COM 86183P102 100,845 19,319 SH SOLE 1 19,319 STR HOLDINGS INC COM 78478V100 208,468 25,705 SH SOLE 1 25,705 STRATASYS INC COM 862685104 320,983 17,313 SH SOLE 1 17,313 STRATEGIC GLOBAL INCOME FD COM 862719101 38,473 3,728 SH DEFINED 2 3,728 STRATEGIC HOTELS + RESORTS COM 86272T106 550,262 127,671 SH SOLE 1 127,671 STRAYER ED INC COM 863236105 2,760 36 SH DEFINED 3 36 STRAYER EDUCATION INC COM 863236105 21,154,633 275,918 SH SOLE 1 275,918 STREAM GLOBAL SERVICES INC COM 86323M100 13,783 6,691 SH SOLE 1 6,691 STRYKER CORP COM 863667101 7,000,926 148,545 SH SOLE 1 148,545 STRYKER CORP COM 863667101 32,991 700 SH DEFINED 4 700 STRYKER CORP COM 863667101 9,850 209 SH DEFINED 3 209 STRYKER CORP COM 863667101 31,225 663 SH DEFINED 2 663 STURM RUGER & CO INC COM 864159108 6,885 265 SH DEFINED 3 265 STURM RUGER & CO INC COM 864159108 5,196 200 SH DEFINED 2 200 STURM RUGER + CO INC COM 864159108 401,703 15,462 SH SOLE 1 15,462 SUBURBAN PROPANE PARTNERS L COM 864482104 132,394 2,853 SH DEFINED 4 2,853 SUBURBAN PROPANE PARTNERS L COM 864482104 330,578 7,123 SH DEFINED 3 7,123 SUBURBAN PROPANE PARTNERS L COM 864482104 84,608 1,823 SH DEFINED 2 1,823 SUCAMPO PHARMACEUTICALS CL COM 864909106 34,547 9,262 SH SOLE 1 9,262 SUCCESSFACTORS INC COM 864596101 1,400,919 60,936 SH SOLE 1 60,936 SUFFOLK BANCORP COM 864739107 59,022 7,094 SH SOLE 1 7,094 SUMMER INFANT INC COM 865646103 64,271 9,738 SH SOLE 1 9,738 SUMMIT HOTEL PROPERTIES IN COM 866082100 140,699 19,929 SH SOLE 1 19,929 SUN BANCORP INC NJ COM 86663B102 72,785 27,466 SH SOLE 1 27,466 SUN COMMUNITIES INC COM 866674104 545,832 15,511 SH SOLE 1 15,511 SUN HEALTHCARE GROUP INC COM 86677E100 49,483 18,327 SH SOLE 1 18,327 SUN HYDRAULICS CORP COM 866942105 298,363 14,640 SH SOLE 1 14,640 SUN LIFE FINL INC COM 866796105 10,349 435 SH DEFINED 2 435 SUNAMERICA FCSED ALPHA GRW F COM 867037103 36,162 2,050 SH DEFINED 2 2,050 SUNCOR ENERGY INC NEW COM 867224107 78,864 3,100 SH DEFINED 4 3,100 SUNCOR ENERGY INC NEW COM 867224107 225,398 8,860 SH DEFINED 3 8,860 SUNCOR ENERGY INC NEW COM 867224107 55,391 2,177 SH DEFINED 2 2,177 SUNESIS PHARMACEUTICALS IN COM 867328601 25,553 20,775 SH SOLE 1 20,775 SUNOCO INC COM 86764P109 1,125,787 36,304 SH SOLE 1 36,304 SUNOCO INC COM 86764P109 155 5 SH DEFINED 3 5 SUNOCO LOGISTICS PRTNRS L P COM 86764L108 44,245 500 SH DEFINED 4 500 SUNOCO LOGISTICS PRTNRS L P COM 86764L108 123,886 1,400 SH DEFINED 3 1,400 SUNOCO LOGISTICS PRTNRS L P COM 86764L108 26,547 300 SH DEFINED 2 300 SUNPOWER CORP COM 867652109 5,712 706 SH DEFINED 3 706 SUNPOWER CORP CLASS A COM 867652109 22,248 2,750 SH SOLE 1 2,750 SUNRISE SENIOR LIVING INC COM 86768K106 194,090 41,920 SH SOLE 1 41,920 SUNRISE SENIOR LIVING INC COM 86768K106 5,209 1,125 SH DEFINED 3 1,125 SUNSTONE HOTEL INVESTORS I COM 867892101 491,155 86,319 SH SOLE 1 86,319 SUNTECH PWR HLDGS CO LTD COM 86800C104 2,229 965 SH DEFINED 3 965 SUNTECH PWR HLDGS CO LTD COM 86800C104 1,113 482 SH DEFINED 2 482 SUNTRUST BANKS INC COM 867914103 3,206,462 178,633 SH SOLE 1 178,633 SUNTRUST BKS INC COM 867914103 179,500 10,000 SH DEFINED 4 10,000 SUNTRUST BKS INC COM 867914103 1,903 106 SH DEFINED 3 106 SUNTRUST BKS INC COM 867914103 101,759 5,669 SH DEFINED 2 5,669 SUPER MICRO COMPUTER INC COM 86800U104 275,247 21,967 SH SOLE 1 21,967 SUPERCONDUCTOR TECHNOLOGIES COM 867931305 300 200 SH DEFINED 4 200 SUPERCONDUCTOR TECHNOLOGIES COM 867931305 30 20 SH DEFINED 3 20 SUPERIOR ENERGY SERVICES I COM 868157108 7,714,770 294,008 SH SOLE 1 294,008 SUPERIOR ENERGY SVCS INC COM 868157108 1,968 75 SH DEFINED 3 75
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- SUPERIOR ENERGY SVCS INC COM 868157108 5,904 225 SH DEFINED 2 225 SUPERIOR INDUSTRIES INTL COM 868168105 296,563 19,195 SH SOLE 1 19,195 SUPERMEDIA INC COM 868447103 1,550 1,000 SH DEFINED 3 1,000 SUPERTEX INC COM 868532102 159,385 9,213 SH SOLE 1 9,213 SUPERVALU INC COM 868536103 731,401 109,820 SH SOLE 1 109,820 SUPERVALU INC COM 868536103 113 17 SH DEFINED 4 17 SUPERVALU INC COM 868536103 16,848 2,530 SH DEFINED 3 2,530 SUPPORT.COM INC COM 86858W101 70,116 35,412 SH SOLE 1 35,412 SUREWEST COMMUNICATIONS COM 868733106 107,516 10,269 SH SOLE 1 10,269 SURMODICS INC COM 868873100 113,159 12,435 SH SOLE 1 12,435 SUSQUEHANNA BANCSHARES INC COM 869099101 582,467 106,484 SH SOLE 1 106,484 SUSSER HLDGS CORP COM 869233106 777 39 SH DEFINED 3 39 SUSSER HOLDINGS CORP COM 869233106 116,969 5,869 SH SOLE 1 5,869 SVB FINANCIAL GROUP COM 78486Q101 4,625,888 125,024 SH SOLE 1 125,024 SWEDISH EXPT CR CORP COM 870297405 20,500 2,000 SH DEFINED 4 2,000 SWEDISH EXPT CR CORP COM 870297603 18,020 2,000 SH DEFINED 3 2,000 SWEDISH EXPT CR CORP COM 870297801 2,429 301 SH DEFINED 3 301 SWEDISH EXPT CR CORP COM 870297801 11,944 1,480 SH DEFINED 2 1,480 SWIFT ENERGY CO COM 870738101 845,985 34,757 SH SOLE 1 34,757 SWIFT ENERGY CO COM 870738101 74,237 3,050 SH DEFINED 4 3,050 SWIFT TRANSPORTATION CO COM 87074U101 1,259,451 195,567 SH SOLE 1 195,567 SWISHER HYGIENE INC COM 870808102 250,282 61,798 SH SOLE 1 61,798 SWISHER HYGIENE INC COM 870808102 9,315 2,300 SH DEFINED 4 2,300 SWS GROUP INC COM 78503N107 112,044 23,890 SH SOLE 1 23,890 SXC HEALTH SOLUTIONS CORP COM 78505P100 54,753 983 SH SOLE 1 983 SYCAMORE NETWORKS INC COM 871206405 263,404 14,593 SH SOLE 1 14,593 SYCAMORE NETWORKS INC COM 871206405 90 5 SH DEFINED 2 5 SYKES ENTERPRISES INC COM 871237103 512,621 34,289 SH SOLE 1 34,289 SYMANTEC CORP COM 871503108 5,269,872 323,305 SH SOLE 1 323,305 SYMANTEC CORP COM 871503108 2,999 184 SH DEFINED 4 184 SYMANTEC CORP COM 871503108 26,748 1,641 SH DEFINED 3 1,641 SYMETRA FINANCIAL CORP COM 87151Q106 899,067 110,315 SH SOLE 1 110,315 SYMMETRICOM INC COM 871543104 153,727 35,421 SH SOLE 1 35,421 SYMMETRY MEDICAL INC COM 871546206 229,994 29,792 SH SOLE 1 29,792 SYMS CORP COM 871551107 41,552 4,738 SH SOLE 1 4,738 SYNAPTICS INC COM 87157D109 667,814 27,942 SH SOLE 1 27,942 SYNAPTICS INC COM 87157D109 23,900 1,000 SH DEFINED 3 1,000 SYNCHRONOSS TECHNOLOGIES I COM 87157B103 539,775 21,669 SH SOLE 1 21,669 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 28,647 1,150 SH DEFINED 3 1,150 SYNERGETICS USA INC COM 87160G107 87,577 16,248 SH SOLE 1 16,248 SYNERGY RES CORP COM 87164P103 2,850 1,000 SH DEFINED 4 1,000 SYNERON MEDICAL LTD COM M87245102 2,973 300 SH DEFINED 3 300 SYNNEX CORP COM 87162W100 540,716 20,638 SH SOLE 1 20,638 SYNOPSYS INC COM 871607107 7,711,548 316,566 SH SOLE 1 316,566 SYNOPSYS INC COM 871607107 11,157 458 SH DEFINED 2 458 SYNOVIS LIFE TECHNOLOGIES COM 87162G105 139,796 8,371 SH SOLE 1 8,371 SYNOVUS FINANCIAL CORP COM 87161C105 1,857,755 1,736,220 SH SOLE 1 1,736,220 SYNOVUS FINL CORP COM 87161C105 3,210 3,000 SH DEFINED 4 3,000 SYNOVUS FINL CORP COM 87161C105 37,970 35,486 SH DEFINED 2 35,486 SYNTA PHARMACEUTICALS CORP COM 87162T206 55,270 17,006 SH SOLE 1 17,006 SYNTEL INC COM 87162H103 485,888 11,250 SH SOLE 1 11,250 SYNTROLEUM CORP COM 871630109 55,462 64,483 SH SOLE 1 64,483 SYNUTRA INTERNATIONAL INC COM 87164C102 67,239 12,639 SH SOLE 1 12,639 SYSCO CORP COM 871829107 12,261,682 473,424 SH SOLE 1 473,424 SYSCO CORP COM 871829107 147,245 5,685 SH DEFINED 4 5,685 SYSCO CORP COM 871829107 127,713 4,931 SH DEFINED 3 4,931 SYSCO CORP COM 871829107 564,992 21,814 SH DEFINED 2 21,814 SYSTEMAX INC COM 871851101 100,361 7,890 SH SOLE 1 7,890 T ROWE PRICE GROUP INC COM 74144T108 4,496,781 94,134 SH SOLE 1 94,134 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 25,958 2,271 SH DEFINED 3 2,271 TAKE TWO INTERACTIVE SOFTW COM 874054109 780,881 61,390 SH SOLE 1 61,390 TAL INTERNATIONAL GROUP IN COM 874083108 400,312 16,051 SH SOLE 1 16,051 TALBOTS INC COM 874161102 137,857 51,058 SH SOLE 1 51,058 TALEO CORP CLASS A COM 87424N104 6,419,969 249,610 SH SOLE 1 249,610 TAM SA COM 87484D103 15,580 1,000 SH DEFINED 3 1,000 TANDY LEATHER FACTORY INC COM 87538X105 2,300 500 SH DEFINED 2 500 TANGER FACTORY OUTLET CENT COM 875465106 1,830,610 70,381 SH SOLE 1 70,381 TANGER FACTORY OUTLET CTRS I COM 875465106 403,077 15,497 SH DEFINED 3 15,497 TANZANIAN ROYALTY EXPL CORP COM 87600U104 78,621 21,900 SH DEFINED 3 21,900 TARGA RESOURCES CORP COM 87612G101 357,030 12,001 SH SOLE 1 12,001 TARGA RESOURCES PARTNERS LP COM 87611X105 3,288 100 SH DEFINED 4 100 TARGA RESOURCES PARTNERS LP COM 87611X105 114,554 3,484 SH DEFINED 3 3,484 TARGA RESOURCES PARTNERS LP COM 87611X105 10,979 334 SH DEFINED 2 334 TARGACEPT INC COM 87611R306 301,830 20,122 SH SOLE 1 20,122 TARGET CORP COM 87612E106 20,683,601 421,770 SH SOLE 1 421,770 TARGET CORP COM 87612E106 16,183 330 SH DEFINED 4 330 TARGET CORP COM 87612E106 322,928 6,585 SH DEFINED 3 6,585 TARGET CORP COM 87612E106 65,910 1,344 SH DEFINED 2 1,344 TASEKO MINES LTD COM 876511106 5,100 2,000 SH DEFINED 2 2,000 TASER INTERNATIONAL INC COM 87651B104 190,842 44,279 SH SOLE 1 44,279 TASER INTL INC COM 87651B104 346,955 80,500 SH DEFINED 3 80,500
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- TASER INTL INC COM 87651B104 862 200 SH DEFINED 2 200 TATA MTRS LTD COM 876568502 24,608 1,600 SH DEFINED 3 1,600 TATA MTRS LTD COM 876568502 2,461 160 SH DEFINED 2 160 TAUBMAN CENTERS INC COM 876664103 6,401,998 127,251 SH SOLE 1 127,251 TAYLOR CAPITAL GROUP INC COM 876851106 50,879 7,925 SH SOLE 1 7,925 TC PIPELINES LP COM 87233Q108 104,558 2,385 SH DEFINED 4 2,385 TC PIPELINES LP COM 87233Q108 85,269 1,945 SH DEFINED 3 1,945 TC PIPELINES LP COM 87233Q108 65,102 1,485 SH DEFINED 2 1,485 TCF FINANCIAL CORP COM 872275102 3,209,838 350,419 SH SOLE 1 350,419 TCF FINL CORP COM 872275102 21,993 2,401 SH DEFINED 2 2,401 TD AMERITRADE HOLDING CORP COM 87236Y108 44,821 3,048 SH SOLE 1 3,048 TE CONNECTIVITY LTD COM H84989104 1,857 66 SH DEFINED 4 66 TE CONNECTIVITY LTD COM H84989104 12,389 440 SH DEFINED 3 440 TE CONNECTIVITY LTD COM H84989104 2,448 87 SH DEFINED 2 87 TEAM HEALTH HOLDINGS INC COM 87817A107 319,714 19,471 SH SOLE 1 19,471 TEAM INC COM 878155100 298,315 14,219 SH SOLE 1 14,219 TEAMSTAFF INC COM 87815U303 8,150 5,000 SH DEFINED 2 5,000 TECH DATA CORP COM 878237106 4,133,826 95,624 SH SOLE 1 95,624 TECHNE CORP COM 878377100 5,503,097 80,916 SH SOLE 1 80,916 TECHNE CORP COM 878377100 1,360 20 SH DEFINED 2 20 TECHTARGET COM 87874R100 60,874 10,661 SH SOLE 1 10,661 TECK RESOURCES LTD COM 878742204 6,188 212 SH DEFINED 3 212 TECK RESOURCES LTD COM 878742204 52,454 1,797 SH DEFINED 2 1,797 TECO ENERGY INC COM 872375100 2,640,264 154,131 SH SOLE 1 154,131 TECO ENERGY INC COM 872375100 9,980 583 SH DEFINED 3 583 TECO ENERGY INC COM 872375100 9,764 570 SH DEFINED 2 570 TECUMSEH PRODUCTS CO CLASS COM 878895200 98,400 13,498 SH SOLE 1 13,498 TEEKAY CORP COM Y8564W103 26,205 1,159 SH SOLE 1 1,159 TEEKAY CORPORATION COM Y8564W103 1,651 73 SH DEFINED 4 73 TEEKAY LNG PARTNERS L P COM Y8564M105 20,228 650 SH DEFINED 3 650 TEEKAY OFFSHORE PARTNERS L P COM Y8565J101 30,479 1,240 SH DEFINED 2 1,240 TEEKAY TANKERS LTD COM Y8565N102 1,840 400 SH DEFINED 3 400 TEEKAY TANKERS LTD COM Y8565N102 5,060 1,100 SH DEFINED 2 1,100 TEEKAY TANKERS LTD CLASS A COM Y8565N102 142,402 30,957 SH SOLE 1 30,957 TEJON RANCH CO COM 879080109 248,081 10,393 SH SOLE 1 10,393 TEKELEC COM 879101103 304,766 50,458 SH SOLE 1 50,458 TEKELEC COM 879101103 2,416 400 SH DEFINED 2 400 TELE NORTE LESTE PART S A COM 879246106 2,859 300 SH DEFINED 4 300 TELECOM CORP NEW ZEALAND LTD COM 879278208 14,860 1,504 SH DEFINED 4 1,504 TELECOM CORP NEW ZEALAND LTD COM 879278208 133,953 13,558 SH DEFINED 3 13,558 TELECOM CORP NEW ZEALAND LTD COM 879278208 13,832 1,400 SH DEFINED 2 1,400 TELECOMMUNICATION SYSTEMS COM 87929J103 116,889 33,881 SH SOLE 1 33,881 TELECOMUNICACOES DE SAO PAUL COM 87929A102 6,613 250 SH DEFINED 3 250 TELECOMUNICACOES DE SAO PAUL COM 87929A102 13,225 500 SH DEFINED 2 500 TELEDYNE TECHNOLOGIES INC COM 879360105 1,470,344 30,093 SH SOLE 1 30,093 TELEDYNE TECHNOLOGIES INC COM 879360105 2,785 57 SH DEFINED 3 57 TELEDYNE TECHNOLOGIES INC COM 879360105 1,906 39 SH DEFINED 2 39 TELEFLEX INC COM 879369106 4,813,168 89,514 SH SOLE 1 89,514 TELEFLEX INC COM 879369106 5,377 100 SH DEFINED 2 100 TELEFONICA S A COM 879382208 18,030 943 SH DEFINED 4 943 TELEFONICA S A COM 879382208 117,206 6,130 SH DEFINED 3 6,130 TELEFONICA S A COM 879382208 8,910 466 SH DEFINED 2 466 TELEFONOS DE MEXICO S A B COM 879403780 5,980 400 SH DEFINED 4 400 TELEFONOS DE MEXICO S A B COM 879403780 17,118 1,145 SH DEFINED 2 1,145 TELENAV INC COM 879455103 106,697 12,029 SH SOLE 1 12,029 TELEPHONE AND DATA SYSTEMS COM 879433100 4,288,739 201,823 SH SOLE 1 201,823 TELETECH HOLDINGS INC COM 879939106 316,794 20,787 SH SOLE 1 20,787 TELLABS INC COM 879664100 516,791 120,464 SH SOLE 1 120,464 TELLABS INC COM 879664100 455 106 SH DEFINED 3 106 TELLABS INC COM 879664100 5,148 1,200 SH DEFINED 2 1,200 TELULAR CORP COM 87970T208 1,180 200 SH DEFINED 4 200 TELULAR CORP COM 87970T208 2,950 500 SH DEFINED 3 500 TELULAR CORP COM 87970T208 139,430 23,632 SH DEFINED 2 23,632 TELUS CORP COM 87971M202 373,722 8,082 SH DEFINED 3 8,082 TELVENT GIT SA COM E90215109 7,710 200 SH DEFINED 4 200 TEMPLE INLAND INC COM 879868107 7,480,459 238,459 SH SOLE 1 238,459 TEMPLE INLAND INC COM 879868107 15,685 500 SH DEFINED 3 500 TEMPLETON DRAGON FD INC COM 88018T101 3,630 150 SH DEFINED 3 150 TEMPLETON EMERG MKTS INCOME COM 880192109 4,461 300 SH DEFINED 4 300 TEMPLETON EMERG MKTS INCOME COM 880192109 219,109 14,735 SH DEFINED 3 14,735 TEMPLETON EMERG MKTS INCOME COM 880192109 38,662 2,600 SH DEFINED 2 2,600 TEMPLETON EMERGING MKTS FD I COM 880191101 19,130 1,138 SH DEFINED 3 1,138 TEMPLETON EMERGING MKTS FD I COM 880191101 26,728 1,590 SH DEFINED 2 1,590 TEMPLETON GLOBAL INCOME FD COM 880198106 40,578 4,294 SH DEFINED 4 4,294 TEMPLETON GLOBAL INCOME FD COM 880198106 26,347 2,788 SH DEFINED 3 2,788 TEMPLETON GLOBAL INCOME FD COM 880198106 1,935,899 204,857 SH DEFINED 2 204,857 TEMPUR PEDIC INTERNATIONAL COM 88023U101 56,503 1,074 SH SOLE 1 1,074 TEMPUR PEDIC INTL INC COM 88023U101 21,044 400 SH DEFINED 3 400 TENET HEALTHCARE CORP COM 88033G100 651,045 157,638 SH SOLE 1 157,638 TENET HEALTHCARE CORP COM 88033G100 127 31 SH DEFINED 4 31 TENET HEALTHCARE CORP COM 88033G100 559 136 SH DEFINED 3 136
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- TENNANT CO COM 880345103 554,000 15,663 SH SOLE 1 15,663 TENNECO INC COM 880349105 1,130,886 44,158 SH SOLE 1 44,158 TENNECO INC COM 880349105 256 10 SH DEFINED 3 10 TENNECO INC COM 880349105 2,561 100 SH DEFINED 2 100 TERADATA CORP COM 88076W103 3,355,635 62,687 SH SOLE 1 62,687 TERADATA CORP DEL COM 88076W103 13,383 250 SH DEFINED 4 250 TERADATA CORP DEL COM 88076W103 8,511 159 SH DEFINED 3 159 TERADATA CORP DEL COM 88076W103 5,728 107 SH DEFINED 2 107 TERADYNE INC COM 880770102 917,816 83,362 SH SOLE 1 83,362 TERADYNE INC COM 880770102 6,044 549 SH DEFINED 3 549 TERADYNE INC COM 880770102 19,818 1,800 SH DEFINED 2 1,800 TEREX CORP COM 880779103 2,469,018 240,645 SH SOLE 1 240,645 TEREX CORP NEW COM 880779103 2,052 200 SH DEFINED 4 200 TEREX CORP NEW COM 880779103 368,385 35,905 SH DEFINED 3 35,905 TEREX CORP NEW COM 880779103 103,626 10,100 SH DEFINED 2 10,100 TERRA NITROGEN CO L P COM 881005201 6,644 46 SH DEFINED 3 46 TERRA NITROGEN CO L P COM 881005201 220,849 1,529 SH DEFINED 2 1,529 TERRENO REALTY CORP COM 88146M101 87,064 6,786 SH SOLE 1 6,786 TERRITORIAL BANCORP INC COM 88145X108 167,582 8,751 SH SOLE 1 8,751 TESCO CORP COM 88157K101 853,598 73,586 SH SOLE 1 73,586 TESLA MOTORS INC COM 88160R101 17,756 728 SH SOLE 1 728 TESLA MTRS INC COM 88160R101 18,829 772 SH DEFINED 3 772 TESLA MTRS INC COM 88160R101 2,171 89 SH DEFINED 2 89 TESORO CORP COM 881609101 935,962 48,072 SH SOLE 1 48,072 TESORO CORP COM 881609101 7,788 400 SH DEFINED 4 400 TESORO CORP COM 881609101 31,386 1,612 SH DEFINED 3 1,612 TESORO LOGISTICS LP COM 88160T107 4,764 200 SH DEFINED 3 200 TESSCO TECHNOLOGIES INC COM 872386107 7,974 600 SH DEFINED 4 600 TESSERA TECHNOLOGIES INC COM 88164L100 500,131 41,887 SH SOLE 1 41,887 TETRA TECH INC COM 88162G103 957,295 51,083 SH SOLE 1 51,083 TETRA TECHNOLOGIES INC COM 88162F105 486,074 62,963 SH SOLE 1 62,963 TEUCRIUM COMMODITY TR COM 88166A102 11,964 300 SH DEFINED 3 300 TEUCRIUM COMMODITY TR COM 88166A102 12,961 325 SH DEFINED 2 325 TEVA PHARMACEUTICAL INDS LTD COM 881624209 147,875 3,973 SH DEFINED 4 3,973 TEVA PHARMACEUTICAL INDS LTD COM 881624209 750,221 20,156 SH DEFINED 3 20,156 TEVA PHARMACEUTICAL INDS LTD COM 881624209 55,681 1,496 SH DEFINED 2 1,496 TEVA PHARMACEUTICAL SP ADR COM 881624209 1,349,262 36,251 SH SOLE 1 36,251 TEXAS CAPITAL BANCSHARES I COM 88224Q107 696,925 30,500 SH SOLE 1 30,500 TEXAS INDUSTRIES INC COM 882491103 606,678 19,114 SH SOLE 1 19,114 TEXAS INSTRS INC COM 882508104 28,222 1,059 SH DEFINED 4 1,059 TEXAS INSTRS INC COM 882508104 37,470 1,406 SH DEFINED 3 1,406 TEXAS INSTRS INC COM 882508104 2,665 100 SH DEFINED 2 100 TEXAS INSTRUMENTS INC COM 882508104 9,559,328 358,699 SH SOLE 1 358,699 TEXAS ROADHOUSE INC COM 882681109 679,693 51,414 SH SOLE 1 51,414 TEXAS ROADHOUSE INC COM 882681109 19,830 1,500 SH DEFINED 3 1,500 TEXAS ROADHOUSE INC COM 882681109 15,652 1,184 SH DEFINED 2 1,184 TEXTAINER GROUP HOLDINGS L COM G8766E109 168,628 8,315 SH SOLE 1 8,315 TEXTAINER GROUP HOLDINGS LTD COM G8766E109 2,028 100 SH DEFINED 3 100 TEXTRON INC COM 883203101 3,698,967 209,692 SH SOLE 1 209,692 TEXTRON INC COM 883203101 56,601 3,209 SH DEFINED 3 3,209 TEXTRON INC COM 883203101 40,890 2,318 SH DEFINED 2 2,318 TFS FINANCIAL CORP COM 87240R107 18,049 2,220 SH SOLE 1 2,220 THERAGENICS CORP COM 883375107 2,680 2,000 SH DEFINED 3 2,000 THERAVANCE INC COM 88338T104 1,014,351 50,365 SH SOLE 1 50,365 THERMO FISHER SCIENTIFIC I COM 883556102 7,644,513 150,958 SH SOLE 1 150,958 THERMO FISHER SCIENTIFIC INC COM 883556102 8,710 172 SH DEFINED 4 172 THERMO FISHER SCIENTIFIC INC COM 883556102 5,824 115 SH DEFINED 3 115 THERMO FISHER SCIENTIFIC INC COM 883556102 2,532 50 SH DEFINED 2 50 THERMON GROUP HOLDINGS INC ADR 88362T103 100,941 7,304 SH SOLE 1 7,304 THL CREDIT INC COM 872438106 73,852 6,763 SH SOLE 1 6,763 THOMAS & BETTS CORP COM 884315102 11,973 300 SH DEFINED 4 300 THOMAS + BETTS CORP COM 884315102 4,597,113 115,187 SH SOLE 1 115,187 THOMPSON CREEK METALS CO I COM 884768102 677,169 111,560 SH SOLE 1 111,560 THOMPSON CREEK METALS CO INC COM 884768102 1,214 200 SH DEFINED 4 200 THOMSON REUTERS CORP COM 884903105 7,030 260 SH DEFINED 2 260 THOR INDUSTRIES INC COM 885160101 2,171,342 98,029 SH SOLE 1 98,029 THORATEC CORP COM 885175307 4,252,404 130,282 SH SOLE 1 130,282 THORATEC CORP COM 885175307 4,896 150 SH DEFINED 3 150 THQ INC COM 872443403 96,477 55,767 SH SOLE 1 55,767 TIBCO SOFTWARE INC COM 88632Q103 7,953,667 355,233 SH SOLE 1 355,233 TIBCO SOFTWARE INC COM 88632Q103 45,093 2,014 SH DEFINED 3 2,014 TIBCO SOFTWARE INC COM 88632Q103 8,956 400 SH DEFINED 2 400 TICC CAPITAL CORP COM 87244T109 192,493 23,561 SH SOLE 1 23,561 TICC CAPITAL CORP COM 87244T109 51,471 6,300 SH DEFINED 4 6,300 TICC CAPITAL CORP COM 87244T109 12,337 1,510 SH DEFINED 2 1,510 TIDEWATER INC COM 886423102 4,797,905 114,100 SH SOLE 1 114,100 TIDEWATER INC COM 886423102 6,308 150 SH DEFINED 4 150 TIDEWATER INC COM 886423102 1,009 24 SH DEFINED 3 24 TIFFANY & CO NEW COM 886547108 973 16 SH DEFINED 4 16 TIFFANY & CO NEW COM 886547108 14,110 232 SH DEFINED 3 232 TIFFANY + CO COM 886547108 3,092,454 50,846 SH SOLE 1 50,846
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- TIM HORTONS INC COM 88706M103 249,958 5,401 SH DEFINED 3 5,401 TIM HORTONS INC COM 88706M103 63,728 1,377 SH DEFINED 2 1,377 TIM PARTICIPACOES S A COM 88706P205 613 26 SH DEFINED 3 26 TIME WARNER CABLE COM 88732J207 7,075,506 112,901 SH SOLE 1 112,901 TIME WARNER CABLE INC COM 88732J207 5,891 94 SH DEFINED 4 94 TIME WARNER CABLE INC COM 88732J207 270,922 4,323 SH DEFINED 3 4,323 TIME WARNER CABLE INC COM 88732J207 22,311 356 SH DEFINED 2 356 TIME WARNER INC COM 887317303 20,175,265 673,182 SH SOLE 1 673,182 TIME WARNER INC COM 887317303 11,568 386 SH DEFINED 4 386 TIME WARNER INC COM 887317303 18,971 633 SH DEFINED 3 633 TIME WARNER INC COM 887317303 43,756 1,460 SH DEFINED 2 1,460 TIMKEN CO COM 887389104 6,048,989 184,308 SH SOLE 1 184,308 TIMKEN CO COM 887389104 502,048 15,297 SH DEFINED 3 15,297 TITAN INTERNATIONAL INC COM 88830M102 3,204,795 213,653 SH SOLE 1 213,653 TITAN MACHINERY INC COM 88830R101 201,447 11,254 SH SOLE 1 11,254 TITAN MACHY INC COM 88830R101 143 8 SH DEFINED 3 8 TITANIUM METALS CORP COM 888339207 404,355 26,993 SH SOLE 1 26,993 TITANIUM METALS CORP COM 888339207 14,980 1,000 SH DEFINED 3 1,000 TIVO INC COM 888706108 813,299 87,077 SH SOLE 1 87,077 TJX COMPANIES INC COM 872540109 6,334,840 114,203 SH SOLE 1 114,203 TJX COS INC NEW COM 872540109 21,079 380 SH DEFINED 4 380 TJX COS INC NEW COM 872540109 1,941 35 SH DEFINED 2 35 TMS INTERNATIONAL CORP A COM 87261Q103 68,461 9,404 SH SOLE 1 9,404 TNS INC COM 872960109 349,661 18,599 SH SOLE 1 18,599 TOLL BROTHERS INC COM 889478103 4,667,557 323,462 SH SOLE 1 323,462 TOLL BROTHERS INC COM 889478103 1,530 106 SH DEFINED 3 106 TOMPKINS FINANCIAL CORP COM 890110109 237,901 6,649 SH SOLE 1 6,649 TOOTSIE ROLL INDS COM 890516107 1,718,960 71,267 SH SOLE 1 71,267 TOP SHIPS INC COM Y8897Y123 507 350 SH DEFINED 4 350 TORCHMARK CORP COM 891027104 1,219,751 34,990 SH SOLE 1 34,990 TORCHMARK CORP COM 891027104 4,972 143 SH DEFINED 3 143 TOREADOR RES CORP COM 891050106 614 200 SH DEFINED 3 200 TORNIER NV COM N87237108 157,732 7,698 SH SOLE 1 7,698 TORO CO COM 891092108 154,560 3,137 SH SOLE 1 3,137 TORO CO COM 891092108 443 9 SH DEFINED 2 9 TORONTO DOMINION BK ONT COM 891160509 14,190 200 SH DEFINED 4 200 TORONTO DOMINION BK ONT COM 891160509 16,248 229 SH DEFINED 3 229 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 77,691 2,290 SH DEFINED 4 2,290 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 20,358 600 SH DEFINED 3 600 TORTOISE PWR & ENERGY INFRAS COM 89147X104 5,600 250 SH DEFINED 4 250 TOTAL S A COM 89151E109 118,449 2,700 SH DEFINED 4 2,700 TOTAL S A COM 89151E109 150,210 3,424 SH DEFINED 3 3,424 TOTAL S A COM 89151E109 43,870 1,000 SH DEFINED 2 1,000 TOTAL SYS SVCS INC COM 891906109 4,182 247 SH DEFINED 2 247 TOTAL SYSTEM SERVICES INC COM 891906109 921,500 54,430 SH SOLE 1 54,430 TOWER BANCORP INC COM 891709107 160,317 7,656 SH SOLE 1 7,656 TOWER GROUP INC COM 891777104 699,287 30,590 SH SOLE 1 30,590 TOWER INTERNATIONAL INC COM 891826109 49,478 4,799 SH SOLE 1 4,799 TOWERS WATSON + CO CL A COM 891894107 6,911,345 115,613 SH SOLE 1 115,613 TOWERSTREAM CORP COM 892000100 79,150 30,918 SH SOLE 1 30,918 TOWN SPORTS INTERNATIONAL COM 89214A102 108,646 14,965 SH SOLE 1 14,965 TOWNE BANK COM 89214P109 202,193 17,783 SH SOLE 1 17,783 TOYOTA MOTOR CORP COM 892331307 10,239 150 SH DEFINED 4 150 TOYOTA MOTOR CORP COM 892331307 16,543 242 SH DEFINED 3 242 TOYOTA MOTOR CORP COM 892331307 36,929 541 SH DEFINED 2 541 TPC GROUP INC COM 89236Y104 194,555 9,689 SH SOLE 1 9,689 TRACTOR SUPPLY CO COM 892356106 126,748 2,027 SH DEFINED 3 2,027 TRACTOR SUPPLY CO COM 892356106 31,265 500 SH DEFINED 2 500 TRACTOR SUPPLY COMPANY COM 892356106 9,751,920 155,906 SH SOLE 1 155,906 TRANSACT TECHNOLOGIES INC COM 892918103 130 16 SH DEFINED 3 16 TRANSALTA CORP COM 89346D107 32,655 1,500 SH DEFINED 2 1,500 TRANSATLANTIC HLDGS INC COM 893521104 9,756 201 SH DEFINED 3 201 TRANSATLANTIC HOLDINGS INC COM 893521104 6,664,659 137,359 SH SOLE 1 137,359 TRANSATLANTIC PETROLEUM LTD COM G89982105 22,386 27,300 SH DEFINED 2 27,300 TRANSCANADA CORP COM 89353D107 97,783 2,415 SH DEFINED 3 2,415 TRANSCEND SERVICES INC COM 893929208 144,842 6,426 SH SOLE 1 6,426 TRANSCEPT PHARMACEUTICALS COM 89354M106 24,957 3,770 SH SOLE 1 3,770 TRANSCONTINENTAL RLTY INVS COM 893617209 358 148 SH DEFINED 2 148 TRANSDIGM GROUP INC COM 893641100 63,294 775 SH SOLE 1 775 TRANSMONTAIGNE PARTNERS L P COM 89376V100 37,046 1,125 SH DEFINED 4 1,125 TRANSMONTAIGNE PARTNERS L P COM 89376V100 16,465 500 SH DEFINED 3 500 TRANSOCEAN LTD COM H8817H100 115,531 2,420 SH DEFINED 4 2,420 TRANSOCEAN LTD COM H8817H100 88,510 1,854 SH DEFINED 3 1,854 TRANSOCEAN LTD COM H8817H100 10,121 212 SH DEFINED 2 212 TRAVELCENTERS OF AMERICA LLC COM 894174101 141 40 SH DEFINED 3 40 TRAVELCENTERS OF AMERICA LLC COM 894174101 237 67 SH DEFINED 2 67 TRAVELERS COMPANIES INC COM 89417E109 438,814 9,005 SH DEFINED 4 9,005 TRAVELERS COMPANIES INC COM 89417E109 20,102 413 SH DEFINED 3 413 TRAVELERS COMPANIES INC COM 89417E109 44,272 909 SH DEFINED 2 909 TRAVELERS COS INC/THE COM 89417E109 11,020,241 226,149 SH SOLE 1 226,149 TRAVELZOO INC COM 89421Q106 88,840 4,040 SH SOLE 1 4,040
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- TRC COS INC COM 872625108 38,967 12,946 SH SOLE 1 12,946 TREDEGAR CORP COM 894650100 289,378 19,513 SH SOLE 1 19,513 TREE COM INC COM 894675107 10 2 SH DEFINED 4 2 TREEHOUSE FOODS INC COM 89469A104 1,800,595 29,117 SH SOLE 1 29,117 TREEHOUSE FOODS INC COM 89469A104 2,103 34 SH DEFINED 2 34 TREX COMPANY INC COM 89531P105 182,229 11,368 SH SOLE 1 11,368 TRI CONTL CORP COM 895436103 58,766 4,620 SH DEFINED 3 4,620 TRIANGLE CAP CORP COM 895848109 260,719 17,130 SH DEFINED 4 17,130 TRIANGLE CAP CORP COM 895848109 3,044 200 SH DEFINED 3 200 TRIANGLE CAP CORP COM 895848109 3,196 210 SH DEFINED 2 210 TRIANGLE CAPITAL CORP COM 895848109 245,940 16,159 SH SOLE 1 16,159 TRIANGLE PETROLEUM CORP COM 89600B201 2,651,807 738,665 SH SOLE 1 738,665 TRICO BANCSHARES COM 896095106 125,964 10,266 SH SOLE 1 10,266 TRIMAS CORP COM 896215209 277,175 18,665 SH SOLE 1 18,665 TRIMBLE NAVIGATION LTD COM 896239100 8,994,654 268,097 SH SOLE 1 268,097 TRINA SOLAR LIMITED COM 89628E104 4,973 818 SH DEFINED 4 818 TRINITY INDS INC COM 896522109 5,031 235 SH DEFINED 3 235 TRINITY INDS INC COM 896522109 42,315 1,976 SH DEFINED 2 1,976 TRINITY INDUSTRIES INC COM 896522109 3,768,588 176,020 SH SOLE 1 176,020 TRIPLE S MANAGEMENT CORP B COM 896749108 241,786 14,435 SH SOLE 1 14,435 TRIQUINT SEMICONDUCTOR INC COM 89674K103 675,567 134,575 SH SOLE 1 134,575 TRIQUINT SEMICONDUCTOR INC COM 89674K103 42,168 8,400 SH DEFINED 4 8,400 TRIQUINT SEMICONDUCTOR INC COM 89674K103 146 29 SH DEFINED 3 29 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,762 351 SH DEFINED 2 351 TRIUMPH GROUP INC COM 896818101 5,379,434 110,370 SH SOLE 1 110,370 TRIUMPH GROUP INC NEW COM 896818101 585 12 SH DEFINED 3 12 TRIUS THERAPEUTICS INC COM 89685K100 29,295 4,650 SH SOLE 1 4,650 TRUE RELIGION APPAREL INC COM 89784N104 569,233 21,114 SH SOLE 1 21,114 TRUE RELIGION APPAREL INC COM 89784N104 2,696 100 SH DEFINED 3 100 TRUEBLUE INC COM 89785X101 3,504,924 309,349 SH SOLE 1 309,349 TRUEBLUE INC COM 89785X101 249 22 SH DEFINED 3 22 TRUSTCO BANK CORP NY COM 898349105 339,870 76,204 SH SOLE 1 76,204 TRUSTMARK CORP COM 898402102 3,371,145 185,738 SH SOLE 1 185,738 TRUSTMARK CORP COM 898402102 555,953 30,631 SH DEFINED 4 30,631 TRUSTMARK CORP COM 898402102 8,730 481 SH DEFINED 2 481 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 406,703 12,426 SH DEFINED 3 12,426 TRW AUTOMOTIVE HOLDINGS CO COM 87264S106 102,936 3,145 SH SOLE 1 3,145 TTM TECHNOLOGIES COM 87305R109 404,204 42,503 SH SOLE 1 42,503 TUESDAY MORNING CORP COM 899035505 124,312 35,316 SH SOLE 1 35,316 TUESDAY MORNING CORP COM 899035505 528 150 SH DEFINED 3 150 TUPPERWARE BRANDS CORP COM 899896104 7,114,692 132,391 SH SOLE 1 132,391 TURKCELL ILETISIM HIZMETLERI COM 900111204 2,256 200 SH DEFINED 3 200 TUTOR PERINI CORP COM 901109108 261,788 22,784 SH SOLE 1 22,784 TW TELECOM INC COM 87311L104 5,436,550 329,089 SH SOLE 1 329,089 TWIN DISC INC COM 901476101 164,794 6,179 SH SOLE 1 6,179 TWO HARBORS INVESTMENT COR COM 90187B101 906,638 102,677 SH SOLE 1 102,677 TWO HBRS INVT CORP COM 90187B101 429,986 48,696 SH DEFINED 4 48,696 TWO HBRS INVT CORP COM 90187B101 81,881 9,273 SH DEFINED 3 9,273 TWO HBRS INVT CORP COM 90187B101 1,766 200 SH DEFINED 2 200 TYCO INTERNATIONAL LTD COM H89128104 5,700,110 139,880 SH SOLE 1 139,880 TYCO INTERNATIONAL LTD COM H89128104 2,812 69 SH DEFINED 4 69 TYCO INTERNATIONAL LTD COM H89128104 20,905 513 SH DEFINED 3 513 TYCO INTERNATIONAL LTD COM H89128104 8,476 208 SH DEFINED 2 208 TYLER TECHNOLOGIES INC COM 902252105 650,075 25,715 SH SOLE 1 25,715 TYSON FOODS INC CL A COM 902494103 1,715,428 98,815 SH SOLE 1 98,815 U S ENERGY CORP WYOMING COM 911805109 41,157 17,817 SH SOLE 1 17,817 U S G CORP COM 903293405 11,939 1,774 SH DEFINED 4 1,774 U S G CORP COM 903293405 1,561 232 SH DEFINED 3 232 U S G CORP COM 903293405 44,613 6,629 SH DEFINED 2 6,629 U S GOLD CORP COM 912023207 9,063,033 2,260,108 SH SOLE 1 2,260,108 U.S. GLOBAL INVESTORS INC COM 902952100 3,091,511 455,975 SH SOLE 1 455,975 U.S. PHYSICAL THERAPY INC COM 90337L108 159,642 8,620 SH SOLE 1 8,620 UBS AG COM H89231338 240 21 SH DEFINED 4 21 UBS AG JERSEY BRANCH COM 902664200 15,650 500 SH DEFINED 3 500 UBS AG JERSEY BRH COM 902641737 13,460 500 SH DEFINED 4 500 UBS AG JERSEY BRH COM 902641646 30,837 1,070 SH DEFINED 3 1,070 UBS AG JERSEY BRH COM 902641786 4,622 262 SH DEFINED 2 262 UDR INC COM 902653104 10,652,705 481,152 SH SOLE 1 481,152 UDR INC COM 902653104 731 33 SH DEFINED 2 33 UGI CORP COM 902681105 6,457,061 245,796 SH SOLE 1 245,796 UGI CORP NEW COM 902681105 3,809 145 SH DEFINED 4 145 UGI CORP NEW COM 902681105 21,016 800 SH DEFINED 2 800 UIL HLDG CORP COM 902748102 3,293 100 SH DEFINED 4 100 UIL HLDG CORP COM 902748102 5,466 166 SH DEFINED 3 166 UIL HLDG CORP COM 902748102 9,879 300 SH DEFINED 2 300 UIL HOLDINGS CORP COM 902748102 1,363,071 41,393 SH SOLE 1 41,393 ULTA SALON COSMETCS & FRAG I COM 90384S303 18,669 300 SH DEFINED 3 300 ULTA SALON COSMETCS & FRAG I COM 90384S303 1,431 23 SH DEFINED 2 23 ULTA SALON COSMETICS + FRA COM 90384S303 39,205 630 SH SOLE 1 630 ULTIMATE SOFTWARE GROUP IN COM 90385D107 881,700 18,872 SH SOLE 1 18,872 ULTRA CLEAN HOLDINGS COM 90385V107 71,291 16,618 SH SOLE 1 16,618
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- ULTRA PETROLEUM CORP COM 903914109 65,419 2,360 SH SOLE 1 2,360 ULTRA PETROLEUM CORP COM 903914109 2,772 100 SH DEFINED 4 100 ULTRA PETROLEUM CORP COM 903914109 209,840 7,570 SH DEFINED 3 7,570 ULTRA PETROLEUM CORP COM 903914109 30,492 1,100 SH DEFINED 2 1,100 ULTRAPETROL (BAHAMAS) LTD COM P94398107 35,398 15,594 SH SOLE 1 15,594 ULTRATECH INC COM 904034105 354,079 20,646 SH SOLE 1 20,646 UMB FINANCIAL CORP COM 902788108 842,228 26,254 SH SOLE 1 26,254 UMH PROPERTIES INC COM 903002103 76,447 8,410 SH SOLE 1 8,410 UMPQUA HLDGS CORP COM 904214103 35,160 4,000 SH DEFINED 3 4,000 UMPQUA HOLDINGS CORP COM 904214103 825,434 93,906 SH SOLE 1 93,906 UNDER ARMOUR INC COM 904311107 66,476 1,001 SH DEFINED 3 1,001 UNDER ARMOUR INC COM 904311107 3,321 50 SH DEFINED 2 50 UNDER ARMOUR INC CLASS A COM 904311107 5,299,850 79,805 SH SOLE 1 79,805 UNIFI INC COM 904677200 83,122 10,174 SH SOLE 1 10,174 UNIFIRST CORP/MA COM 904708104 530,029 11,703 SH SOLE 1 11,703 UNILEVER N V COM 904784709 40,433 1,284 SH DEFINED 4 1,284 UNILEVER N V COM 904784709 57,217 1,817 SH DEFINED 3 1,817 UNILEVER N V COM 904784709 54,364 1,726 SH DEFINED 2 1,726 UNILEVER PLC COM 904767704 4,679 150 SH DEFINED 4 150 UNILEVER PLC COM 904767704 392,308 12,578 SH DEFINED 3 12,578 UNILEVER PLC COM 904767704 33,104 1,061 SH DEFINED 2 1,061 UNILIFE CORP COM 90478E103 174,325 41,506 SH SOLE 1 41,506 UNION DRILLING INC COM 90653P105 51,977 11,059 SH SOLE 1 11,059 UNION FIRST MARKET BANKSHA COM 90662P104 158,581 14,793 SH SOLE 1 14,793 UNION FIRST MKT BANKSH CP COM 90662P104 1,394 130 SH DEFINED 2 130 UNION PAC CORP COM 907818108 249,805 3,059 SH DEFINED 4 3,059 UNION PAC CORP COM 907818108 80,137 981 SH DEFINED 3 981 UNION PAC CORP COM 907818108 252,330 3,090 SH DEFINED 2 3,090 UNION PACIFIC CORP COM 907818108 17,397,915 213,027 SH SOLE 1 213,027 UNISOURCE ENERGY CORP COM 909205106 37,640 1,043 SH DEFINED 3 1,043 UNISOURCE ENERGY CORP COM 909205106 8,734 242 SH DEFINED 2 242 UNISOURCE ENERGY CORP CO COM 909205106 1,085,695 30,083 SH SOLE 1 30,083 UNISYS CORP COM 909214306 493,152 31,431 SH SOLE 1 31,431 UNISYS CORP COM 909214306 1,883 120 SH DEFINED 2 120 UNIT CORP COM 909218109 3,358,391 90,964 SH SOLE 1 90,964 UNITED BANKSHARES INC COM 909907107 817,121 40,673 SH SOLE 1 40,673 UNITED BANKSHARES INC WEST V COM 909907107 6,027 300 SH DEFINED 3 300 UNITED CMNTY FINL CORP OHIO COM 909839102 19,167 14,198 SH DEFINED 3 14,198 UNITED COMMUNITY BANKS/GA COM 90984P303 272,071 32,046 SH SOLE 1 32,046 UNITED CONTINENTAL HOLDING COM 910047109 110,854 5,720 SH SOLE 1 5,720 UNITED CONTL HLDGS INC COM 910047109 7,752 400 SH DEFINED 3 400 UNITED FINANCIAL BANCORP I COM 91030T109 161,022 11,762 SH SOLE 1 11,762 UNITED FIRE + CASUALTY CO COM 910331107 311,149 17,589 SH SOLE 1 17,589 UNITED NATURAL FOODS INC COM 911163103 1,468,006 39,633 SH SOLE 1 39,633 UNITED ONLINE INC COM 911268100 379,787 72,617 SH SOLE 1 72,617 UNITED ONLINE INC COM 911268100 418,709 80,059 SH DEFINED 4 80,059 UNITED ONLINE INC COM 911268100 1,700 325 SH DEFINED 3 325 UNITED PARCEL SERVICE CL B COM 911312106 23,940,544 379,106 SH SOLE 1 379,106 UNITED PARCEL SERVICE INC COM 911312106 1,146,362 18,153 SH DEFINED 4 18,153 UNITED PARCEL SERVICE INC COM 911312106 2,753,656 43,605 SH DEFINED 3 43,605 UNITED PARCEL SERVICE INC COM 911312106 115,675 1,832 SH DEFINED 2 1,832 UNITED RENTALS INC COM 911363109 3,055,635 181,451 SH SOLE 1 181,451 UNITED RENTALS INC COM 911363109 20,208 1,200 SH DEFINED 4 1,200 UNITED RENTALS INC COM 911363109 4,631 275 SH DEFINED 2 275 UNITED STATES LIME + MINER COM 911922102 75,730 1,898 SH SOLE 1 1,898 UNITED STATES NATL GAS FUND COM 912318110 12,922 1,435 SH DEFINED 4 1,435 UNITED STATES NATL GAS FUND COM 912318110 28,465 3,161 SH DEFINED 3 3,161 UNITED STATES NATL GAS FUND COM 912318110 75,552 8,390 SH DEFINED 2 8,390 UNITED STATES OIL FUND LP COM 91232N108 15,245 500 SH DEFINED 4 500 UNITED STATES OIL FUND LP COM 91232N108 46,741 1,533 SH DEFINED 3 1,533 UNITED STATES OIL FUND LP COM 91232N108 24,453 802 SH DEFINED 2 802 UNITED STATES STEEL CORP COM 912909108 1,628,454 73,987 SH SOLE 1 73,987 UNITED STATES STL CORP NEW COM 912909108 2,201 100 SH DEFINED 4 100 UNITED STATES STL CORP NEW COM 912909108 130,101 5,911 SH DEFINED 3 5,911 UNITED STATES STL CORP NEW COM 912909108 14,527 660 SH DEFINED 2 660 UNITED STATIONERS INC COM 913004107 1,023,156 37,547 SH SOLE 1 37,547 UNITED STS 12 MONTH OIL FD L COM 91288V103 3,513 100 SH DEFINED 2 100 UNITED STS BRENT OIL FD LP COM 91167Q100 32,805 485 SH DEFINED 4 485 UNITED STS COMMODITY INDEX F COM 911717106 40,589 698 SH DEFINED 3 698 UNITED STS GASOLINE FD LP COM 91201T102 29,172 635 SH DEFINED 4 635 UNITED STS GASOLINE FD LP COM 91201T102 352,727 7,678 SH DEFINED 2 7,678 UNITED STS HEATING OIL FD LP COM 91204P107 7,877 250 SH DEFINED 4 250 UNITED TECHNOLOGIES CORP COM 913017109 43,318,682 615,672 SH SOLE 1 615,672 UNITED TECHNOLOGIES CORP COM 913017109 192,257 2,732 SH DEFINED 4 2,732 UNITED TECHNOLOGIES CORP COM 913017109 849,895 12,079 SH DEFINED 3 12,079 UNITED TECHNOLOGIES CORP COM 913017109 554,133 7,876 SH DEFINED 2 7,876 UNITED THERAPEUTICS CORP COM 91307C102 4,244,580 113,219 SH SOLE 1 113,219 UNITED THERAPEUTICS CORP DEL COM 91307C102 207,132 5,525 SH DEFINED 3 5,525 UNITEDHEALTH GROUP INC COM 91324P102 30,833,941 668,559 SH SOLE 1 668,559 UNITEDHEALTH GROUP INC COM 91324P102 64,245 1,393 SH DEFINED 4 1,393 UNITEDHEALTH GROUP INC COM 91324P102 153,373 3,326 SH DEFINED 3 3,326
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- UNITEDHEALTH GROUP INC COM 91324P102 416,371 9,028 SH DEFINED 2 9,028 UNITEK GLOBAL SERVICES INC COM 91324T302 39,779 8,020 SH SOLE 1 8,020 UNITIL CORP COM 913259107 204,926 7,980 SH SOLE 1 7,980 UNIVERSAL AMERICAN CORP COM 91338E101 237,195 23,578 SH SOLE 1 23,578 UNIVERSAL CORP VA COM 913456109 71,720 2,000 SH DEFINED 4 2,000 UNIVERSAL CORP/VA COM 913456109 2,410,366 67,216 SH SOLE 1 67,216 UNIVERSAL DISPLAY CORP COM 91347P105 1,346,874 28,095 SH SOLE 1 28,095 UNIVERSAL DISPLAY CORP COM 91347P105 479 10 SH DEFINED 4 10 UNIVERSAL DISPLAY CORP COM 91347P105 34,996 730 SH DEFINED 2 730 UNIVERSAL ELECTRONICS INC COM 913483103 201,581 12,299 SH SOLE 1 12,299 UNIVERSAL FOREST PRODUCTS COM 913543104 384,680 15,995 SH SOLE 1 15,995 UNIVERSAL HEALTH RLTY INCM T COM 91359E105 45,706 1,360 SH DEFINED 4 1,360 UNIVERSAL HEALTH RLTY INCM T COM 91359E105 24,468 728 SH DEFINED 3 728 UNIVERSAL HEALTH RLTY INCO COM 91359E105 329,109 9,792 SH SOLE 1 9,792 UNIVERSAL HEALTH SERVICES COM 913903100 14,227,470 418,455 SH SOLE 1 418,455 UNIVERSAL HLTH SVCS INC COM 913903100 27,200 800 SH DEFINED 3 800 UNIVERSAL INSURANCE HOLDIN COM 91359V107 52,718 13,693 SH SOLE 1 13,693 UNIVERSAL STAINLESS + ALLO COM 913837100 131,904 5,189 SH SOLE 1 5,189 UNIVERSAL TECHNICAL INSTIT COM 913915104 237,648 17,487 SH SOLE 1 17,487 UNIVERSAL TRAVEL GROUP COM 91388Q202 0 1,000 SH DEFINED 2 1,000 UNIVERSAL TRUCKLOAD SERVIC COM 91388P105 52,065 4,005 SH SOLE 1 4,005 UNIVEST CORP OF PENNSYLVAN COM 915271100 163,293 12,250 SH SOLE 1 12,250 UNUM GROUP COM 91529Y106 2,115,556 100,933 SH SOLE 1 100,933 UNUM GROUP COM 91529Y106 4,003 191 SH DEFINED 3 191 UR ENERGY INC COM 91688R108 68,028 75,587 SH SOLE 1 75,587 UR ENERGY INC COM 91688R108 2,700 3,000 SH DEFINED 2 3,000 URANERZ ENERGY CORP COM 91688T104 64,601 47,154 SH SOLE 1 47,154 URANERZ ENERGY CORP COM 91688T104 3,237 2,363 SH DEFINED 3 2,363 URANIUM ENERGY CORP COM 916896103 142,694 52,078 SH SOLE 1 52,078 URANIUM RES INC COM 916901507 4,771 7,000 SH DEFINED 3 7,000 URANIUM RES INC COM 916901507 3,067 4,500 SH DEFINED 2 4,500 URANIUM RESOURCES INC COM 916901507 46,488 68,214 SH SOLE 1 68,214 URBAN OUTFITTERS INC COM 917047102 1,012,391 45,358 SH SOLE 1 45,358 URBAN OUTFITTERS INC COM 917047102 6,693 300 SH DEFINED 4 300 URBAN OUTFITTERS INC COM 917047102 6,693 300 SH DEFINED 3 300 URBAN OUTFITTERS INC COM 917047102 379 17 SH DEFINED 2 17 UROPLASTY INC COM 917277204 73,201 15,093 SH SOLE 1 15,093 URS CORP COM 903236107 5,692,169 191,914 SH SOLE 1 191,914 URS CORP NEW COM 903236107 3,856 130 SH DEFINED 4 130 URS CORP NEW COM 903236107 17,618 594 SH DEFINED 3 594 URSTADT BIDDLE CLASS A COM 917286205 301,434 18,875 SH SOLE 1 18,875 US AIRWAYS GROUP INC COM 90341W108 650,766 118,321 SH SOLE 1 118,321 US AUTO PARTS NETWORK INC COM 90343C100 54,741 10,797 SH SOLE 1 10,797 US BANCORP COM 902973304 19,509,340 828,774 SH SOLE 1 828,774 US BANCORP DEL COM 902973304 108,213 4,597 SH DEFINED 4 4,597 US BANCORP DEL COM 902973304 78,318 3,327 SH DEFINED 3 3,327 US BANCORP DEL COM 902973304 146,412 6,220 SH DEFINED 2 6,220 US CELLULAR CORP COM 911684108 15,979 403 SH SOLE 1 403 US ECOLOGY INC COM 91732J102 206,896 13,374 SH SOLE 1 13,374 US ECOLOGY INC COM 91732J102 103,463 6,688 SH DEFINED 4 6,688 US GOLD CORPORATION COM 912023207 201 50 SH DEFINED 4 50 US GOLD CORPORATION COM 912023207 28,070 7,000 SH DEFINED 3 7,000 US GOLD CORPORATION COM 912023207 4,010 1,000 SH DEFINED 2 1,000 USA MOBILITY INC COM 90341G103 238,986 18,105 SH SOLE 1 18,105 USANA HEALTH SCIENCES INC COM 90328M107 136,648 4,969 SH SOLE 1 4,969 USEC INC COM 90333E108 136,475 84,767 SH SOLE 1 84,767 USEC INC COM 90333E108 60,198 37,390 SH DEFINED 3 37,390 USEC INC COM 90333E108 1,771 1,100 SH DEFINED 2 1,100 USG CORP COM 903293405 351,017 52,157 SH SOLE 1 52,157 UTI WORLDWIDE INC COM G87210103 2,923,829 224,220 SH SOLE 1 224,220 UTI WORLDWIDE INC COM G87210103 209 16 SH DEFINED 3 16 UTSTARCOM HOLDINGS CORP COM G9310A106 10,200 10,000 SH DEFINED 4 10,000 UTSTARCOM HOLDINGS CORP COM G9310A106 110 108 SH DEFINED 3 108 V F CORP COM 918204108 51,646 425 SH DEFINED 4 425 V F CORP COM 918204108 77,530 638 SH DEFINED 3 638 V F CORP COM 918204108 58,937 485 SH DEFINED 2 485 VAALCO ENERGY INC COM 91851C201 181,545 37,355 SH SOLE 1 37,355 VAIL RESORTS INC COM 91879Q109 993,839 26,299 SH SOLE 1 26,299 VALASSIS COMMUNICATIONS IN COM 918866104 2,585,876 137,987 SH SOLE 1 137,987 VALASSIS COMMUNICATIONS INC COM 918866104 3,748 200 SH DEFINED 3 200 VALE S A COM 91912E105 11,400 500 SH DEFINED 4 500 VALE S A COM 91912E105 7,091 311 SH DEFINED 3 311 VALE S A COM 91912E204 6,783 323 SH DEFINED 3 323 VALE S A COM 91912E105 100,709 4,417 SH DEFINED 2 4,417 VALEANT PHARMACEUTICALS INTL COM 91911K102 37 1 SH DEFINED 3 1 VALEANT PHARMACEUTICALS INTL COM 91911K102 16,110 434 SH DEFINED 2 434 VALENCE TECHNOLOGY INC COM 918914102 54,858 52,748 SH SOLE 1 52,748 VALERO ENERGY CORP COM 91913Y100 3,382,236 190,227 SH SOLE 1 190,227 VALERO ENERGY CORP NEW COM 91913Y100 8,001 450 SH DEFINED 4 450 VALERO ENERGY CORP NEW COM 91913Y100 63,621 3,578 SH DEFINED 3 3,578 VALERO ENERGY CORP NEW COM 91913Y100 6,010 338 SH DEFINED 2 338
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- VALIDUS HOLDINGS LTD COM G9319H102 49,865 2,001 SH SOLE 1 2,001 VALLEY NATIONAL BANCORP COM 919794107 3,952,400 373,220 SH SOLE 1 373,220 VALLEY NATL BANCORP COM 919794107 114,683 10,829 SH DEFINED 4 10,829 VALMONT INDUSTRIES COM 920253101 3,819,995 49,012 SH SOLE 1 49,012 VALSPAR CORP COM 920355104 6,412,063 205,449 SH SOLE 1 205,449 VALSPAR CORP COM 920355104 2,091 67 SH DEFINED 2 67 VALUE LINE INC COM 920437100 11,295 983 SH SOLE 1 983 VALUECLICK INC COM 92046N102 3,688,778 237,068 SH SOLE 1 237,068 VALUEVISION MEDIA INC A COM 92047K107 70,531 29,886 SH SOLE 1 29,886 VANDA PHARMACEUTICALS INC COM 921659108 101,604 20,526 SH SOLE 1 20,526 VANGUARD ADMIRAL FDS INC COM 921932885 3,803 72 SH DEFINED 4 72 VANGUARD ADMIRAL FDS INC COM 921932885 7,923 150 SH DEFINED 2 150 VANGUARD BD INDEX FD INC COM 921937827 7,568 93 SH DEFINED 4 93 VANGUARD BD INDEX FD INC COM 921937835 457,115 5,459 SH DEFINED 4 5,459 VANGUARD BD INDEX FD INC COM 921937793 500,514 5,454 SH DEFINED 3 5,454 VANGUARD BD INDEX FD INC COM 921937819 508,790 5,806 SH DEFINED 3 5,806 VANGUARD BD INDEX FD INC COM 921937827 1,172,053 14,395 SH DEFINED 3 14,395 VANGUARD BD INDEX FD INC COM 921937835 1,089,692 13,013 SH DEFINED 3 13,013 VANGUARD BD INDEX FD INC COM 921937793 129,487 1,411 SH DEFINED 2 1,411 VANGUARD BD INDEX FD INC COM 921937819 210,312 2,400 SH DEFINED 2 2,400 VANGUARD BD INDEX FD INC COM 921937827 236,769 2,908 SH DEFINED 2 2,908 VANGUARD BD INDEX FD INC COM 921937835 3,238,226 38,670 SH DEFINED 2 38,670 VANGUARD INDEX FDS COM 922908413 11,025 213 SH DEFINED 4 213 VANGUARD INDEX FDS COM 922908512 234,923 5,063 SH DEFINED 4 5,063 VANGUARD INDEX FDS COM 922908538 50,274 925 SH DEFINED 4 925 VANGUARD INDEX FDS COM 922908553 68,780 1,352 SH DEFINED 4 1,352 VANGUARD INDEX FDS COM 922908595 12,035 180 SH DEFINED 4 180 VANGUARD INDEX FDS COM 922908611 31,236 562 SH DEFINED 4 562 VANGUARD INDEX FDS COM 922908629 56,897 874 SH DEFINED 4 874 VANGUARD INDEX FDS COM 922908652 139,130 3,018 SH DEFINED 4 3,018 VANGUARD INDEX FDS COM 922908736 146,115 2,612 SH DEFINED 4 2,612 VANGUARD INDEX FDS COM 922908744 604,875 12,856 SH DEFINED 4 12,856 VANGUARD INDEX FDS COM 922908751 254,133 4,141 SH DEFINED 4 4,141 VANGUARD INDEX FDS COM 922908769 226,378 3,922 SH DEFINED 4 3,922 VANGUARD INDEX FDS COM 922908413 362,579 7,005 SH DEFINED 3 7,005 VANGUARD INDEX FDS COM 922908512 4,146 89 SH DEFINED 3 89 VANGUARD INDEX FDS COM 922908538 3,102 57 SH DEFINED 3 57 VANGUARD INDEX FDS COM 922908553 845,297 16,617 SH DEFINED 3 16,617 VANGUARD INDEX FDS COM 922908595 31,759 475 SH DEFINED 3 475 VANGUARD INDEX FDS COM 922908611 240,227 4,322 SH DEFINED 3 4,322 VANGUARD INDEX FDS COM 922908629 269,212 4,135 SH DEFINED 3 4,135 VANGUARD INDEX FDS COM 922908637 2,014 39 SH DEFINED 3 39 VANGUARD INDEX FDS COM 922908652 18,210 395 SH DEFINED 3 395 VANGUARD INDEX FDS COM 922908736 616,962 11,029 SH DEFINED 3 11,029 VANGUARD INDEX FDS COM 922908744 197,092 4,189 SH DEFINED 3 4,189 VANGUARD INDEX FDS COM 922908751 533,507 8,693 SH DEFINED 3 8,693 VANGUARD INDEX FDS COM 922908769 710,475 12,309 SH DEFINED 3 12,309 VANGUARD INDEX FDS COM 922908512 40,773 879 SH DEFINED 2 879 VANGUARD INDEX FDS COM 922908538 44,202 813 SH DEFINED 2 813 VANGUARD INDEX FDS COM 922908553 157,392 3,094 SH DEFINED 2 3,094 VANGUARD INDEX FDS COM 922908595 167,573 2,506 SH DEFINED 2 2,506 VANGUARD INDEX FDS COM 922908611 37,700 678 SH DEFINED 2 678 VANGUARD INDEX FDS COM 922908629 47,328 727 SH DEFINED 2 727 VANGUARD INDEX FDS COM 922908637 349,154 6,760 SH DEFINED 2 6,760 VANGUARD INDEX FDS COM 922908652 14,291 310 SH DEFINED 2 310 VANGUARD INDEX FDS COM 922908736 149,793 2,678 SH DEFINED 2 2,678 VANGUARD INDEX FDS COM 922908744 162,181 3,447 SH DEFINED 2 3,447 VANGUARD INDEX FDS COM 922908751 2,331,080 37,984 SH DEFINED 2 37,984 VANGUARD INDEX FDS COM 922908769 2,134,947 36,988 SH DEFINED 2 36,988 VANGUARD INTL EQUITY INDEX F COM 922042775 136,294 3,520 SH DEFINED 4 3,520 VANGUARD INTL EQUITY INDEX F COM 922042858 148,695 4,150 SH DEFINED 4 4,150 VANGUARD INTL EQUITY INDEX F COM 922042775 558,165 14,415 SH DEFINED 3 14,415 VANGUARD INTL EQUITY INDEX F COM 922042858 824,076 23,000 SH DEFINED 3 23,000 VANGUARD INTL EQUITY INDEX F COM 922042866 260,085 5,367 SH DEFINED 3 5,367 VANGUARD INTL EQUITY INDEX F COM 922042874 242,484 5,964 SH DEFINED 3 5,964 VANGUARD INTL EQUITY INDEX F COM 922042718 38,597 492 SH DEFINED 3 492 VANGUARD INTL EQUITY INDEX F COM 922042742 40,650 1,000 SH DEFINED 3 1,000 VANGUARD INTL EQUITY INDEX F COM 922042775 271,660 7,016 SH DEFINED 2 7,016 VANGUARD INTL EQUITY INDEX F COM 922042858 251,177 7,010 SH DEFINED 2 7,010 VANGUARD INTL EQUITY INDEX F COM 922042866 66,584 1,374 SH DEFINED 2 1,374 VANGUARD INTL EQUITY INDEX F COM 922042874 31,349 771 SH DEFINED 2 771 VANGUARD INTL EQUITY INDEX F COM 922042718 235 3 SH DEFINED 2 3 VANGUARD INTL EQUITY INDEX F COM 922042742 75,975 1,869 SH DEFINED 2 1,869 VANGUARD NATURAL RESOURCES L COM 92205F106 72,637 2,784 SH DEFINED 4 2,784 VANGUARD NATURAL RESOURCES L COM 92205F106 31,308 1,200 SH DEFINED 3 1,200 VANGUARD SCOTTSDALE FDS COM 92206C409 175,906 2,266 SH DEFINED 4 2,266 VANGUARD SCOTTSDALE FDS COM 92206C409 332,703 4,286 SH DEFINED 3 4,286 VANGUARD SCOTTSDALE FDS COM 92206C409 56,507 728 SH DEFINED 2 728 VANGUARD SCOTTSDALE FDS COM 92206C870 78,045 964 SH DEFINED 2 964 VANGUARD SPECIALIZED PORTFOL COM 921908844 1,159,181 23,773 SH DEFINED 4 23,773 VANGUARD SPECIALIZED PORTFOL COM 921908844 2,150,950 44,113 SH DEFINED 3 44,113
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- VANGUARD SPECIALIZED PORTFOL COM 921908844 253,357 5,196 SH DEFINED 2 5,196 VANGUARD STAR FD COM 921909768 146,285 3,629 SH DEFINED 2 3,629 VANGUARD TAX-MANAGED INTL FD COM 921943858 24,104 800 SH DEFINED 4 800 VANGUARD TAX-MANAGED INTL FD COM 921943858 20,897 694 SH DEFINED 3 694 VANGUARD TAX-MANAGED INTL FD COM 921943858 382,169 12,684 SH DEFINED 2 12,684 VANGUARD WHITEHALL FDS INC COM 921946406 34,680 858 SH DEFINED 4 858 VANGUARD WHITEHALL FDS INC COM 921946406 13,824 342 SH DEFINED 3 342 VANGUARD WORLD FD COM 921910873 115,720 2,984 SH DEFINED 3 2,984 VANGUARD WORLD FD COM 921910873 7,823 202 SH DEFINED 2 202 VANGUARD WORLD FDS COM 92204A306 8,634 100 SH DEFINED 4 100 VANGUARD WORLD FDS COM 92204A504 5,669 100 SH DEFINED 4 100 VANGUARD WORLD FDS COM 92204A603 8,478 157 SH DEFINED 4 157 VANGUARD WORLD FDS COM 92204A702 513,877 9,054 SH DEFINED 4 9,054 VANGUARD WORLD FDS COM 92204A801 38,682 600 SH DEFINED 4 600 VANGUARD WORLD FDS COM 92204A207 15,246 200 SH DEFINED 3 200 VANGUARD WORLD FDS COM 92204A306 135,381 1,568 SH DEFINED 3 1,568 VANGUARD WORLD FDS COM 92204A504 23,130 408 SH DEFINED 3 408 VANGUARD WORLD FDS COM 92204A801 13,797 214 SH DEFINED 3 214 VANGUARD WORLD FDS COM 92204A876 2,715 38 SH DEFINED 3 38 VANGUARD WORLD FDS COM 92204A884 4,551 75 SH DEFINED 3 75 VANGUARD WORLD FDS COM 92204A108 4,126 74 SH DEFINED 2 74 VANGUARD WORLD FDS COM 92204A207 646,376 8,479 SH DEFINED 2 8,479 VANGUARD WORLD FDS COM 92204A306 61,042 707 SH DEFINED 2 707 VANGUARD WORLD FDS COM 92204A405 37,176 1,492 SH DEFINED 2 1,492 VANGUARD WORLD FDS COM 92204A504 710,269 12,529 SH DEFINED 2 12,529 VANGUARD WORLD FDS COM 92204A603 12,601 233 SH DEFINED 2 233 VANGUARD WORLD FDS COM 92204A702 44,784 789 SH DEFINED 2 789 VANGUARD WORLD FDS COM 92204A801 115,401 1,790 SH DEFINED 2 1,790 VANGUARD WORLD FDS COM 92204A876 17,942 251 SH DEFINED 2 251 VANGUARD WORLD FDS COM 92204A884 7,828 129 SH DEFINED 2 129 VANTAGE DRILLING CO COM G93205113 159,465 127,572 SH SOLE 1 127,572 VARIAN MED SYS INC COM 92220P105 62,592 1,200 SH DEFINED 4 1,200 VARIAN MED SYS INC COM 92220P105 69,894 1,340 SH DEFINED 3 1,340 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,924,287 36,892 SH SOLE 1 36,892 VARIAN SEMICONDUCTOR EQUIP COM 922207105 10,068,531 164,653 SH SOLE 1 164,653 VASCO DATA SEC INTL INC COM 92230Y104 9,198 1,800 SH DEFINED 4 1,800 VASCO DATA SEC INTL INC COM 92230Y104 2,811 550 SH DEFINED 3 550 VASCO DATA SECURITY INTL COM 92230Y104 100,866 19,739 SH SOLE 1 19,739 VASCULAR SOLUTIONS INC COM 92231M109 141,728 12,378 SH SOLE 1 12,378 VCA ANTECH INC COM 918194101 3,037,814 190,101 SH SOLE 1 190,101 VCA ANTECH INC COM 918194101 1,598 100 SH DEFINED 2 100 VECTOR GROUP LTD COM 92240M108 603,729 35,141 SH SOLE 1 35,141 VECTOR GROUP LTD COM 92240M108 117,322 6,829 SH DEFINED 4 6,829 VECTOR GROUP LTD COM 92240M108 67,157 3,909 SH DEFINED 3 3,909 VECTOR GROUP LTD COM 92240M108 3,436 200 SH DEFINED 2 200 VECTREN CORPORATION COM 92240G101 4,873,263 179,958 SH SOLE 1 179,958 VEECO INSTRS INC DEL COM 922417100 6,100 250 SH DEFINED 4 250 VEECO INSTRS INC DEL COM 922417100 20,130 825 SH DEFINED 3 825 VEECO INSTRUMENTS INC COM 922417100 814,984 33,401 SH SOLE 1 33,401 VENOCO INC COM 92275P307 190,234 21,593 SH SOLE 1 21,593 VENOCO INC COM 92275P307 4,846 550 SH DEFINED 3 550 VENTAS INC COM 92276F100 4,526,028 91,620 SH SOLE 1 91,620 VENTAS INC COM 92276F100 1,927 39 SH DEFINED 3 39 VENTAS INC COM 92276F100 18,080 366 SH DEFINED 2 366 VEOLIA ENVIRONNEMENT COM 92334N103 4,368 300 SH DEFINED 4 300 VEOLIA ENVIRONNEMENT COM 92334N103 12,624 867 SH DEFINED 3 867 VERA BRADLEY INC COM 92335C106 521,535 14,467 SH SOLE 1 14,467 VERENIUM CORP COM 92340P209 120 50 SH DEFINED 3 50 VERIFONE SYSTEMS INC COM 92342Y109 12,731,766 363,557 SH SOLE 1 363,557 VERINT SYSTEMS INC COM 92343X100 406,654 15,468 SH SOLE 1 15,468 VERISIGN INC COM 92343E102 1,754,737 61,333 SH SOLE 1 61,333 VERISK ANALYTICS INC CLASS COM 92345Y106 74,721 2,149 SH SOLE 1 2,149 VERIZON COMMUNICATIONS INC COM 92343V104 73,871,878 2,007,388 SH SOLE 1 2,007,388 VERIZON COMMUNICATIONS INC COM 92343V104 4,329,391 117,647 SH DEFINED 4 117,647 VERIZON COMMUNICATIONS INC COM 92343V104 3,804,106 103,372 SH DEFINED 3 103,372 VERIZON COMMUNICATIONS INC COM 92343V104 1,165,580 31,673 SH DEFINED 2 31,673 VERSO PAPER CORP COM 92531L108 18,230 10,916 SH SOLE 1 10,916 VERTEX PHARMACEUTICALS INC COM 92532F100 20,718,004 465,155 SH SOLE 1 465,155 VF CORP COM 918204108 6,780,087 55,794 SH SOLE 1 55,794 VIACOM INC CLASS B COM 92553P201 10,279,853 265,355 SH SOLE 1 265,355 VIACOM INC NEW COM 92553P201 37,423 966 SH DEFINED 4 966 VIACOM INC NEW COM 92553P102 387 8 SH DEFINED 3 8 VIACOM INC NEW COM 92553P201 89,141 2,301 SH DEFINED 3 2,301 VIACOM INC NEW COM 92553P201 7,477 193 SH DEFINED 2 193 VIAD CORP COM 92552R406 283,396 16,690 SH SOLE 1 16,690 VIAD CORP COM 92552R406 49,004 2,886 SH DEFINED 4 2,886 VIASAT INC COM 92552V100 1,007,294 30,240 SH SOLE 1 30,240 VIASYSTEMS GROUP INC COM 92553H803 36,675 2,085 SH SOLE 1 2,085 VICAL INC COM 925602104 129,900 52,379 SH SOLE 1 52,379 VICOR CORP COM 925815102 140,481 16,055 SH SOLE 1 16,055 VIEWPOINT FINANCIAL GROUP COM 92672A101 291,357 25,446 SH SOLE 1 25,446
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- VILLAGE SUPER MARKET CLASS COM 927107409 109,286 4,565 SH SOLE 1 4,565 VIMPELCOM LTD COM 92719A106 953 100 SH DEFINED 2 100 VIRGIN MEDIA INC COM 92769L101 513,006 21,068 SH SOLE 1 21,068 VIRGINIA COMMERCE BANCORP COM 92778Q109 100,406 17,105 SH SOLE 1 17,105 VIRNETX HLDG CORP COM 92823T108 146,677 9,785 SH DEFINED 3 9,785 VIRNETX HLDG CORP COM 92823T908 18,450 85 SH C DEFINED 3 85 VIRNETX HLDG CORP COM 92823T108 41,972 2,800 SH DEFINED 2 2,800 VIRNETX HOLDING CORP COM 92823T108 445,668 29,731 SH SOLE 1 29,731 VIROPHARMA INC COM 928241108 5,450,436 301,629 SH SOLE 1 301,629 VIROPHARMA INC COM 928241108 578 32 SH DEFINED 3 32 VIROPHARMA INC COM 928241108 12,649 700 SH DEFINED 2 700 VIRTUS INVESTMENT PARTNERS COM 92828Q109 214,748 4,005 SH SOLE 1 4,005 VIRTUSA CORP COM 92827P102 167,548 12,693 SH SOLE 1 12,693 VISA INC COM 92826C839 69,862 815 SH DEFINED 4 815 VISA INC COM 92826C839 218,140 2,545 SH DEFINED 3 2,545 VISA INC COM 92826C839 91,013 1,062 SH DEFINED 2 1,062 VISA INC CLASS A SHARES COM 92826C839 24,769,137 288,954 SH SOLE 1 288,954 VISHAY INTERTECHNOLOGY INC COM 928298108 5,386,967 644,374 SH SOLE 1 644,374 VISHAY INTERTECHNOLOGY INC COM 928298108 329,175 39,375 SH DEFINED 3 39,375 VISHAY INTERTECHNOLOGY INC COM 928298108 2,717 325 SH DEFINED 2 325 VISHAY PRECISION GROUP COM 92835K103 118,396 8,983 SH SOLE 1 8,983 VISHAY PRECISION GROUP INC COM 92835K103 303 23 SH DEFINED 2 23 VISTA GOLD CORP COM 927926303 173,293 51,884 SH SOLE 1 51,884 VISTAPRINT NV COM N93540107 72,603 2,686 SH SOLE 1 2,686 VISTEON CORP COM 92839U206 59,555 1,385 SH SOLE 1 1,385 VISTEON CORP COM 92839U206 301 7 SH DEFINED 4 7 VISTEON CORP COM 92839U206 645 15 SH DEFINED 3 15 VITAMIN SHOPPE INC COM 92849E101 775,382 20,710 SH SOLE 1 20,710 VIVUS INC COM 928551100 523,759 64,902 SH SOLE 1 64,902 VIVUS INC COM 928551100 2,098 260 SH DEFINED 3 260 VIVUS INC COM 928551100 3,228 400 SH DEFINED 2 400 VMWARE INC COM 928563402 24,918 310 SH DEFINED 3 310 VMWARE INC COM 928563402 34,162 425 SH DEFINED 2 425 VOCUS INC COM 92858J108 215,634 12,866 SH SOLE 1 12,866 VODAFONE GROUP PLC NEW COM 92857W209 425,545 16,584 SH DEFINED 4 16,584 VODAFONE GROUP PLC NEW COM 92857W209 502,215 19,572 SH DEFINED 3 19,572 VODAFONE GROUP PLC NEW COM 92857W209 98,477 3,838 SH DEFINED 2 3,838 VODAFONE GROUP PLC SP ADR COM 92857W209 2,529,911 98,632 SH SOLE 1 98,632 VOLCANO CORP COM 928645100 8,387,246 283,066 SH SOLE 1 283,066 VOLCANO CORPORATION COM 928645100 4,445 150 SH DEFINED 4 150 VOLTERRA SEMICONDUCTOR COR COM 928708106 387,292 20,140 SH SOLE 1 20,140 VONAGE HOLDINGS CORP COM 92886T201 29,270,15811,257,753 SH SOLE 1 11,257,753 VORNADO REALTY TRUST COM 929042109 4,533,240 60,751 SH SOLE 1 60,751 VOYAGER OIL & GAS INC COM 92911K100 4,725 2,250 SH DEFINED 3 2,250 VOYAGER OIL + GAS INC COM 92911K100 72,047 34,308 SH SOLE 1 34,308 VSE CORP COM 918284100 78,080 3,017 SH SOLE 1 3,017 VSE CORP COM 918284100 2,096 81 SH DEFINED 3 81 VULCAN MATERIALS CO COM 929160109 1,185,383 43,011 SH SOLE 1 43,011 VULCAN MATLS CO COM 929160109 4,051 147 SH DEFINED 4 147 VULCAN MATLS CO COM 929160109 13,087 475 SH DEFINED 3 475 W & T OFFSHORE INC COM 92922P106 13,760 1,000 SH DEFINED 2 1,000 W P CAREY & CO LLC COM 92930Y107 156,649 4,300 SH DEFINED 4 4,300 W P CAREY & CO LLC COM 92930Y107 5,465 150 SH DEFINED 2 150 W+T OFFSHORE INC COM 92922P106 350,261 25,455 SH SOLE 1 25,455 WABASH NATIONAL CORP COM 929566107 2,706,155 567,328 SH SOLE 1 567,328 WABASH NATL CORP COM 929566107 14,310 3,000 SH DEFINED 3 3,000 WABCO HLDGS INC COM 92927K102 3,786 100 SH DEFINED 3 100 WABCO HLDGS INC COM 92927K102 121,152 3,200 SH DEFINED 2 3,200 WABCO HOLDINGS INC COM 92927K102 42,744 1,129 SH SOLE 1 1,129 WABTEC CORP COM 929740108 5,565,784 105,273 SH SOLE 1 105,273 WADDELL + REED FINANCIAL A COM 930059100 4,696,978 187,804 SH SOLE 1 187,804 WAL MART STORES INC COM 931142103 31,334,885 603,755 SH SOLE 1 603,755 WAL MART STORES INC COM 931142103 435,608 8,393 SH DEFINED 4 8,393 WAL MART STORES INC COM 931142103 698,741 13,463 SH DEFINED 3 13,463 WAL MART STORES INC COM 931142103 751,900 14,487 SH DEFINED 2 14,487 WALGREEN CO COM 931422109 9,006,894 273,849 SH SOLE 1 273,849 WALGREEN CO COM 931422109 61,044 1,856 SH DEFINED 4 1,856 WALGREEN CO COM 931422109 258,666 7,865 SH DEFINED 3 7,865 WALGREEN CO COM 931422109 85,275 2,593 SH DEFINED 2 2,593 WALKER + DUNLOP INC COM 93148P102 91,182 7,847 SH SOLE 1 7,847 WALT DISNEY CO/THE COM 254687106 26,560,374 880,649 SH SOLE 1 880,649 WALTER ENERGY INC COM 93317Q105 58,690 978 SH SOLE 1 978 WALTER ENERGY INC COM 93317Q105 24,004 400 SH DEFINED 4 400 WALTER ENERGY INC COM 93317Q105 12,002 200 SH DEFINED 3 200 WALTER ENERGY INC COM 93317Q105 120,020 2,000 SH DEFINED 2 2,000 WALTER INVESTMENT MANAGEME COM 93317W102 432,116 18,845 SH SOLE 1 18,845 WALTER INVT MGMT CORP COM 93317W102 138 6 SH DEFINED 4 6 WALTER INVT MGMT CORP COM 93317W102 9,172 400 SH DEFINED 3 400 WARNACO GROUP INC/THE COM 934390402 5,776,690 125,335 SH SOLE 1 125,335 WARNER CHILCOTT PLC CLASS COM G94368100 225,125 15,743 SH SOLE 1 15,743 WARREN RESOURCES INC COM 93564A100 125,194 52,164 SH SOLE 1 52,164
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- WASHINGTON BANKING CO COM 937303105 108,966 11,199 SH SOLE 1 11,199 WASHINGTON FEDERAL INC COM 938824109 3,084,176 242,086 SH SOLE 1 242,086 WASHINGTON POST CLASS B COM 939640108 532,961 1,630 SH SOLE 1 1,630 WASHINGTON REAL ESTATE INVT COM 939653101 14,090 500 SH DEFINED 4 500 WASHINGTON REAL ESTATE INVT COM 939653101 32,689 1,160 SH DEFINED 3 1,160 WASHINGTON REAL ESTATE INVT COM 939653101 22,967 815 SH DEFINED 2 815 WASHINGTON REIT COM 939653101 1,357,290 48,165 SH SOLE 1 48,165 WASHINGTON TRUST BANCORP COM 940610108 205,910 10,410 SH SOLE 1 10,410 WASTE CONNECTIONS INC COM 941053100 13,361,572 395,079 SH SOLE 1 395,079 WASTE CONNECTIONS INC COM 941053100 6,832 202 SH DEFINED 3 202 WASTE CONNECTIONS INC COM 941053100 2,638 78 SH DEFINED 2 78 WASTE MANAGEMENT INC COM 94106L109 4,630,520 142,215 SH SOLE 1 142,215 WASTE MGMT INC DEL COM 94106L109 110,248 3,386 SH DEFINED 4 3,386 WASTE MGMT INC DEL COM 94106L109 340,725 10,465 SH DEFINED 3 10,465 WASTE MGMT INC DEL COM 94106L109 184,785 5,675 SH DEFINED 2 5,675 WATERS CORP COM 941848103 2,172,225 28,775 SH SOLE 1 28,775 WATERS CORP COM 941848103 75 1 SH DEFINED 3 1 WATERS CORP COM 941848103 81,529 1,080 SH DEFINED 2 1,080 WATSCO INC COM 942622200 4,187,185 81,941 SH SOLE 1 81,941 WATSON PHARMACEUTICALS INC COM 942683103 3,393,595 49,723 SH SOLE 1 49,723 WATSON PHARMACEUTICALS INC COM 942683103 4,573 67 SH DEFINED 4 67 WATSON PHARMACEUTICALS INC COM 942683103 273,000 4,000 SH DEFINED 3 4,000 WATTS WATER TECHNOLOGIES A COM 942749102 1,782,432 66,883 SH SOLE 1 66,883 WATTS WATER TECHNOLOGIES INC COM 942749102 39,975 1,500 SH DEFINED 4 1,500 WATTS WATER TECHNOLOGIES INC COM 942749102 3,331 125 SH DEFINED 3 125 WAUSAU PAPER CORP COM 943315101 257,415 40,284 SH SOLE 1 40,284 WAUSAU PAPER CORP COM 943315101 3,546 555 SH DEFINED 3 555 WAVE SYSTEMS CORP CLASS A COM 943526301 141,605 60,515 SH SOLE 1 60,515 WCA WASTE CORP COM 92926K103 52,114 12,291 SH SOLE 1 12,291 WD 40 CO COM 929236107 550,589 13,820 SH SOLE 1 13,820 WEATHERFORD INTERNATIONAL LT COM H27013103 72,137 5,908 SH DEFINED 4 5,908 WEATHERFORD INTERNATIONAL LT COM H27013103 15,873 1,300 SH DEFINED 3 1,300 WEATHERFORD INTERNATIONAL LT COM H27013103 107,814 8,830 SH DEFINED 2 8,830 WEB COM GROUP INC COM 94733A104 698 100 SH DEFINED 3 100 WEB.COM GROUP INC COM 94733A104 148,185 21,230 SH SOLE 1 21,230 WEBMD HEALTH CORP COM 94770V102 24,391 809 SH SOLE 1 809 WEBMD HEALTH CORP COM 94770V102 15,075 500 SH DEFINED 3 500 WEBMD HEALTH CORP COM 94770V102 11,427 379 SH DEFINED 2 379 WEBSENSE INC COM 947684106 565,952 32,714 SH SOLE 1 32,714 WEBSTER FINANCIAL CORP COM 947890109 3,243,875 212,018 SH SOLE 1 212,018 WEIGHT WATCHERS INTL INC COM 948626106 23,184 398 SH SOLE 1 398 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,456 25 SH DEFINED 3 25 WEINGARTEN REALTY INVESTOR COM 948741103 5,625,949 265,751 SH SOLE 1 265,751 WEINGARTEN RLTY INVS COM 948741103 7,134 337 SH DEFINED 4 337 WEINGARTEN RLTY INVS COM 948741103 10,585 500 SH DEFINED 2 500 WEIS MARKETS INC COM 948849104 297,777 8,035 SH SOLE 1 8,035 WEIS MKTS INC COM 948849104 3,706 100 SH DEFINED 2 100 WELLCARE HEALTH PLANS INC COM 94946T106 4,697,594 123,686 SH SOLE 1 123,686 WELLPOINT INC COM 94973V107 10,776,684 165,084 SH SOLE 1 165,084 WELLPOINT INC COM 94973V107 23,827 365 SH DEFINED 4 365 WELLPOINT INC COM 94973V107 19,715 302 SH DEFINED 3 302 WELLPOINT INC COM 94973V107 31,401 481 SH DEFINED 2 481 WELLS FARGO & CO NEW COM 949746101 146,529 6,075 SH DEFINED 4 6,075 WELLS FARGO & CO NEW COM 949746101 170,713 7,078 SH DEFINED 3 7,078 WELLS FARGO & CO NEW COM 949746101 6,586,133 273,057 SH DEFINED 2 273,057 WELLS FARGO + CO COM 949746101 59,693,237 2,474,844 SH SOLE 1 2,474,844 WELLS FARGO ADV GLB DIV OPP COM 94987C103 13,957 1,749 SH DEFINED 3 1,749 WELLS FARGO ADVANTAGE INCOME COM 94987B105 3,744 400 SH DEFINED 4 400 WELLS FARGO ADVANTAGE INCOME COM 94987B105 16,762 1,791 SH DEFINED 3 1,791 WELLS FARGO ADVANTAGE INCOME COM 94987B105 70,883 7,573 SH DEFINED 2 7,573 WELLS FARGO ADVANTAGE MULTI COM 94987D101 2,842 200 SH DEFINED 4 200 WELLS FARGO ADVANTAGE MULTI COM 94987D101 25,464 1,792 SH DEFINED 3 1,792 WELLS FARGO ADVANTAGE UTILS COM 94987E109 2,052 200 SH DEFINED 4 200 WELLS FARGO ADVANTAGE UTILS COM 94987E109 10,667 1,040 SH DEFINED 3 1,040 WENDY S CO/THE COM 95058W100 3,035,785 661,391 SH SOLE 1 661,391 WENDYS CO COM 95058W100 4,590 1,000 SH DEFINED 4 1,000 WENDYS CO COM 95058W900 1,200 80 SH C DEFINED 4 80 WENDYS CO COM 95058W100 3,213 700 SH DEFINED 3 700 WENDYS CO COM 95058W100 9,754 2,125 SH DEFINED 2 2,125 WERNER ENTERPRISES INC COM 950755108 2,672,656 128,308 SH SOLE 1 128,308 WESBANCO INC COM 950810101 292,175 16,879 SH SOLE 1 16,879 WESCO INTERNATIONAL INC COM 95082P105 31,034 925 SH SOLE 1 925 WESCO INTL INC COM 95082P105 33,550 1,000 SH DEFINED 3 1,000 WEST BANCORPORATION COM 95123P106 96,367 11,364 SH SOLE 1 11,364 WEST COAST BANCORP/OREGON COM 952145209 197,176 14,084 SH SOLE 1 14,084 WEST MARINE INC COM 954235107 83,222 10,808 SH SOLE 1 10,808 WEST PHARMACEUTICAL SERVIC COM 955306105 1,018,395 27,450 SH SOLE 1 27,450 WESTAMERICA BANCORPORATION COM 957090103 3,176,421 82,892 SH SOLE 1 82,892 WESTAR ENERGY INC COM 95709T100 6,725,158 254,548 SH SOLE 1 254,548 WESTAR ENERGY INC COM 95709T100 91,387 3,459 SH DEFINED 3 3,459 WESTELL TECHNOLOGIES INC A COM 957541105 83,765 38,780 SH SOLE 1 38,780
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- WESTERN ALLIANCE BANCORP COM 957638109 277,524 50,643 SH SOLE 1 50,643 WESTERN ASSET CLYM INFL OPP COM 95766R104 39,153 3,100 SH DEFINED 3 3,100 WESTERN ASSET CLYM INFL OPP COM 95766R104 69,566 5,508 SH DEFINED 2 5,508 WESTERN ASSET CLYM INFL SEC COM 95766Q106 61,869 4,887 SH DEFINED 2 4,887 WESTERN ASSET EMRG MKT DEBT COM 95766A101 45,200 2,500 SH DEFINED 4 2,500 WESTERN ASSET EMRG MKT DEBT COM 95766A101 435 24 SH DEFINED 3 24 WESTERN ASSET EMRG MKT DEBT COM 95766A101 2,278 126 SH DEFINED 2 126 WESTERN ASSET EMRG MKT INCM COM 95766E103 5,080 400 SH DEFINED 4 400 WESTERN ASSET GLB HI INCOME COM 95766B109 48,013 4,132 SH DEFINED 4 4,132 WESTERN ASSET GLB HI INCOME COM 95766B109 14,037 1,208 SH DEFINED 3 1,208 WESTERN ASSET HIGH INCM FD I COM 95766J102 124,740 13,200 SH DEFINED 4 13,200 WESTERN ASSET HIGH INCM FD I COM 95766H106 16,554 1,728 SH DEFINED 3 1,728 WESTERN ASSET HIGH INCM FD I COM 95766J102 25,165 2,663 SH DEFINED 3 2,663 WESTERN ASSET HIGH INCM FD I COM 95766J102 69,344 7,338 SH DEFINED 2 7,338 WESTERN ASSET HIGH INCM OPP COM 95766K109 28,224 4,883 SH DEFINED 3 4,883 WESTERN ASSET HIGH INCM OPP COM 95766K109 6,156 1,065 SH DEFINED 2 1,065 WESTERN ASSET INFL MGMT FD I COM 95766U107 12,689 728 SH DEFINED 3 728 WESTERN ASSET MGD HI INCM FD COM 95766L107 4,820 850 SH DEFINED 3 850 WESTERN ASSET MGD HI INCM FD COM 95766L107 18,711 3,300 SH DEFINED 2 3,300 WESTERN ASSET MUN DEF OPP TR COM 95768A109 133,897 6,370 SH DEFINED 4 6,370 WESTERN ASSET MUN DEF OPP TR COM 95768A109 1,051 50 SH DEFINED 3 50 WESTERN ASSET PREMIER BD FD COM 957664105 261,440 17,200 SH DEFINED 3 17,200 WESTERN ASST MN PRT FD INC COM 95766P108 42,093 2,825 SH DEFINED 4 2,825 WESTERN ASST MN PRT FD INC COM 95766P108 14,900 1,000 SH DEFINED 3 1,000 WESTERN ASST MNG MUN FD INC COM 95766M105 13,100 1,000 SH DEFINED 3 1,000 WESTERN DIGITAL CORP COM 958102105 2,381,672 92,600 SH SOLE 1 92,600 WESTERN DIGITAL CORP COM 958102105 8,359 325 SH DEFINED 4 325 WESTERN DIGITAL CORP COM 958102105 20,319 790 SH DEFINED 3 790 WESTERN DIGITAL CORP COM 958102105 17,232 670 SH DEFINED 2 670 WESTERN GAS PARTNERS LP COM 958254104 149,939 4,440 SH DEFINED 4 4,440 WESTERN GAS PARTNERS LP COM 958254104 24,449 724 SH DEFINED 3 724 WESTERN REFINING INC COM 959319104 480,183 38,538 SH SOLE 1 38,538 WESTERN REFNG INC COM 959319104 7,476 600 SH DEFINED 3 600 WESTERN UN CO COM 959802109 5,489 359 SH DEFINED 4 359 WESTERN UN CO COM 959802109 8,379 548 SH DEFINED 3 548 WESTERN UN CO COM 959802109 1,835 120 SH DEFINED 2 120 WESTERN UNION CO COM 959802109 3,491,456 228,349 SH SOLE 1 228,349 WESTFIELD FINANCIAL INC COM 96008P104 134,990 20,484 SH SOLE 1 20,484 WESTINGHOUSE SOLAR COM 96040V101 28 37 SH DEFINED 2 37 WESTLAKE CHEMICAL CORP COM 960413102 17,071 498 SH SOLE 1 498 WESTMORELAND COAL CO COM 960878106 56,074 7,226 SH SOLE 1 7,226 WESTPORT INNOVATIONS INC COM 960908309 50,628 1,750 SH DEFINED 4 1,750 WESTPORT INNOVATIONS INC COM 960908309 24,880 860 SH DEFINED 3 860 WESTPORT INNOVATIONS INC COM 960908309 99,143 3,427 SH DEFINED 2 3,427 WESTWOOD HOLDINGS GROUP IN COM 961765104 157,375 4,555 SH SOLE 1 4,555 WESTWOOD ONE INC COM 961815305 13,355 3,679 SH SOLE 1 3,679 WET SEAL INC/THE CLASS A COM 961840105 296,164 66,108 SH SOLE 1 66,108 WEYCO GROUP INC COM 962149100 116,674 5,232 SH SOLE 1 5,232 WEYERHAEUSER CO COM 962166104 2,746,814 176,644 SH SOLE 1 176,644 WEYERHAEUSER CO COM 962166104 5,287 340 SH DEFINED 4 340 WEYERHAEUSER CO COM 962166104 19,921 1,281 SH DEFINED 3 1,281 WEYERHAEUSER CO COM 962166104 28,877 1,857 SH DEFINED 2 1,857 WGL HLDGS INC COM 92924F106 3,594 92 SH DEFINED 2 92 WGL HOLDINGS INC COM 92924F106 5,806,388 148,615 SH SOLE 1 148,615 WHIRLPOOL CORP COM 963320106 1,269,161 25,429 SH SOLE 1 25,429 WHIRLPOOL CORP COM 963320106 7,487 150 SH DEFINED 3 150 WHIRLPOOL CORP COM 963320106 4,008 80 SH DEFINED 2 80 WHITE MOUNTAINS INSURANCE COM G9618E107 87,642 216 SH SOLE 1 216 WHITE RIVER CAPITAL INC COM 96445P105 2,557 132 SH DEFINED 3 132 WHITESTONE REIT B COM 966084204 61,114 5,486 SH SOLE 1 5,486 WHITING PETE CORP NEW COM 966387102 5,753 164 SH DEFINED 2 164 WHITING PETROLEUM CORP COM 966387102 63,881 1,821 SH SOLE 1 1,821 WHITING USA TR I COM 966389108 664,283 39,945 SH DEFINED 3 39,945 WHITING USA TR I COM 966389108 3,326 200 SH DEFINED 2 200 WHOLE FOODS MARKET INC COM 966837106 4,987,529 76,367 SH SOLE 1 76,367 WHOLE FOODS MKT INC COM 966837106 4,049 62 SH DEFINED 4 62 WHOLE FOODS MKT INC COM 966837106 20,899 320 SH DEFINED 3 320 WHOLE FOODS MKT INC COM 966837106 289,780 4,437 SH DEFINED 2 4,437 WILEY (JOHN) + SONS CLASS COM 968223206 4,603,778 103,642 SH SOLE 1 103,642 WILEY JOHN & SONS INC COM 968223206 1,954 44 SH DEFINED 2 44 WILLAMETTE VY VINEYARD INC COM 969136100 2,960 1,000 SH DEFINED 3 1,000 WILLBROS GROUP INC COM 969203108 118,983 28,533 SH SOLE 1 28,533 WILLIAMS COS INC COM 969457100 6,081,958 249,875 SH SOLE 1 249,875 WILLIAMS COS INC DEL COM 969457100 12,170 500 SH DEFINED 4 500 WILLIAMS COS INC DEL COM 969457100 74,334 3,054 SH DEFINED 3 3,054 WILLIAMS COS INC DEL COM 969457100 15,821 650 SH DEFINED 2 650 WILLIAMS PARTNERS L P COM 96950F104 352,180 6,493 SH DEFINED 3 6,493 WILLIAMS SONOMA INC COM 969904101 7,039,980 228,645 SH SOLE 1 228,645 WILLIAMS SONOMA INC COM 969904101 6,158 200 SH DEFINED 3 200 WILSHIRE BANCORP INC COM 97186T108 137,693 50,253 SH SOLE 1 50,253 WINDSTREAM CORP COM 97381W104 4,023,260 345,048 SH SOLE 1 345,048
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- WINDSTREAM CORP COM 97381W104 774,690 66,497 SH DEFINED 4 66,497 WINDSTREAM CORP COM 97381W104 1,045,620 89,753 SH DEFINED 3 89,753 WINDSTREAM CORP COM 97381W104 50,689 4,351 SH DEFINED 2 4,351 WINMARK CORP COM 974250102 76,171 1,648 SH SOLE 1 1,648 WINN DIXIE STORES INC COM 974280307 4,609,720 778,669 SH SOLE 1 778,669 WINNEBAGO INDUSTRIES COM 974637100 165,090 23,857 SH SOLE 1 23,857 WINTHROP REALTY TRUST COM 976391300 182,082 20,953 SH SOLE 1 20,953 WINTRUST FINANCIAL CORP COM 97650W108 740,541 28,692 SH SOLE 1 28,692 WISCONSIN ENERGY CORP COM 976657106 2,594,974 82,933 SH SOLE 1 82,933 WISCONSIN ENERGY CORP COM 976657106 33,918 1,084 SH DEFINED 4 1,084 WISCONSIN ENERGY CORP COM 976657106 2,190 70 SH DEFINED 3 70 WISDOMTREE TR COM 97717X867 378,481 7,867 SH DEFINED 3 7,867 WISDOMTREE TR COM 97717X859 4,574 184 SH DEFINED 2 184 WISDOMTREE TR COM 97717X867 33,677 700 SH DEFINED 2 700 WISDOMTREE TRUST COM 97717W133 4,136 200 SH DEFINED 4 200 WISDOMTREE TRUST COM 97717W182 46,338 1,833 SH DEFINED 4 1,833 WISDOMTREE TRUST COM 97717W315 7,103 150 SH DEFINED 4 150 WISDOMTREE TRUST COM 97717W505 164,244 3,562 SH DEFINED 4 3,562 WISDOMTREE TRUST COM 97717W836 108,975 2,500 SH DEFINED 4 2,500 WISDOMTREE TRUST COM 97717W281 3,866 100 SH DEFINED 4 100 WISDOMTREE TRUST COM 97717W547 9,076 250 SH DEFINED 4 250 WISDOMTREE TRUST COM 97717W562 81,450 1,875 SH DEFINED 4 1,875 WISDOMTREE TRUST COM 97717W570 18,780 400 SH DEFINED 4 400 WISDOMTREE TRUST COM 97717W133 300,108 14,512 SH DEFINED 3 14,512 WISDOMTREE TRUST COM 97717W182 68,256 2,700 SH DEFINED 3 2,700 WISDOMTREE TRUST COM 97717W216 70 3 SH DEFINED 3 3 WISDOMTREE TRUST COM 97717W307 34,648 788 SH DEFINED 3 788 WISDOMTREE TRUST COM 97717W315 33,571 709 SH DEFINED 3 709 WISDOMTREE TRUST COM 97717W836 9,633 221 SH DEFINED 3 221 WISDOMTREE TRUST COM 97717W851 1,301 40 SH DEFINED 3 40 WISDOMTREE TRUST COM 97717W125 548,507 11,516 SH DEFINED 3 11,516 WISDOMTREE TRUST COM 97717W281 71,444 1,848 SH DEFINED 3 1,848 WISDOMTREE TRUST COM 97717W331 20,517 925 SH DEFINED 3 925 WISDOMTREE TRUST COM 97717W653 165,368 9,364 SH DEFINED 3 9,364 WISDOMTREE TRUST COM 97717W711 43,260 2,060 SH DEFINED 3 2,060 WISDOMTREE TRUST COM 97717W760 25,918 595 SH DEFINED 3 595 WISDOMTREE TRUST COM 97717W778 23,124 542 SH DEFINED 3 542 WISDOMTREE TRUST COM 97717W794 18,297 482 SH DEFINED 3 482 WISDOMTREE TRUST COM 97717W109 10,526 240 SH DEFINED 2 240 WISDOMTREE TRUST COM 97717W240 9,524 390 SH DEFINED 2 390 WISDOMTREE TRUST COM 97717W315 47,813 1,010 SH DEFINED 2 1,010 WISDOMTREE TRUST COM 97717W406 59,013 1,258 SH DEFINED 2 1,258 WISDOMTREE TRUST COM 97717W422 172,654 9,513 SH DEFINED 2 9,513 WISDOMTREE TRUST COM 97717W604 4,413 112 SH DEFINED 2 112 WISDOMTREE TRUST COM 97717W828 4,694 87 SH DEFINED 2 87 WISDOMTREE TRUST COM 97717W125 953 20 SH DEFINED 2 20 WISDOMTREE TRUST COM 97717W281 22,036 570 SH DEFINED 2 570 WISDOMTREE TRUST COM 97717W331 8,096 365 SH DEFINED 2 365 WISDOMTREE TRUST COM 97717W703 37,810 950 SH DEFINED 2 950 WISDOMTREE TRUST COM 97717W760 42,602 978 SH DEFINED 2 978 WISDOMTREE TRUST COM 97717W810 18,836 400 SH DEFINED 2 400 WISDOMTREE TRUST COM 97717W844 4,099 96 SH DEFINED 2 96 WMS INDUSTRIES INC COM 929297109 2,152,858 122,391 SH SOLE 1 122,391 WOLVERINE WORLD WIDE INC COM 978097103 1,350,881 40,628 SH SOLE 1 40,628 WOLVERINE WORLD WIDE INC COM 978097103 4,988 150 SH DEFINED 3 150 WOLVERINE WORLD WIDE INC COM 978097103 2,993 90 SH DEFINED 2 90 WOODWARD INC COM 980745103 4,787,136 174,713 SH SOLE 1 174,713 WOODWARD INC COM 980745103 34,223 1,249 SH DEFINED 4 1,249 WORLD ACCEPTANCE CORP COM 981419104 689,192 12,318 SH SOLE 1 12,318 WORLD FUEL SERVICES CORP COM 981475106 1,894,777 58,033 SH SOLE 1 58,033 WORLD FUEL SVCS CORP COM 981475106 62,035 1,900 SH DEFINED 3 1,900 WORLD FUEL SVCS CORP COM 981475106 11,428 350 SH DEFINED 2 350 WORLD WRESTLING ENTERTAIN COM 98156Q108 177,362 19,906 SH SOLE 1 19,906 WORLD WRESTLING ENTMT INC COM 98156Q108 2,673 300 SH DEFINED 3 300 WORTHINGTON INDS INC COM 981811102 4,319 309 SH DEFINED 3 309 WORTHINGTON INDS INC COM 981811102 9,779 700 SH DEFINED 2 700 WORTHINGTON INDUSTRIES COM 981811102 2,257,342 161,585 SH SOLE 1 161,585 WOWJOINT HOLDINGS LIMITED COM G9796W101 1,600 2,000 SH DEFINED 2 2,000 WPP PLC COM 92933H101 691 15 SH DEFINED 4 15 WR BERKLEY CORP COM 084423102 7,408,783 249,538 SH SOLE 1 249,538 WR GRACE + CO COM 38388F108 37,396 1,123 SH SOLE 1 1,123 WRIGHT EXPRESS CORP COM 98233Q105 1,203,586 31,640 SH SOLE 1 31,640 WRIGHT MEDICAL GROUP INC COM 98235T107 509,580 28,500 SH SOLE 1 28,500 WSB HOLDINGS INC COM 92934C101 27,074 12,033 SH DEFINED 3 12,033 WSFS FINANCIAL CORP COM 929328102 148,063 4,690 SH SOLE 1 4,690 WW GRAINGER INC COM 384802104 3,523,162 23,560 SH SOLE 1 23,560 WYNDHAM WORLDWIDE CORP COM 98310W108 1,548,977 54,331 SH SOLE 1 54,331 WYNDHAM WORLDWIDE CORP COM 98310W108 3,136 110 SH DEFINED 4 110 WYNDHAM WORLDWIDE CORP COM 98310W108 3,136 110 SH DEFINED 3 110 WYNN RESORTS LTD COM 983134107 3,635,838 31,594 SH SOLE 1 31,594 WYNN RESORTS LTD COM 983134107 13,349 116 SH DEFINED 4 116
--------------------------------------------------------------------------------------------- 13F SECURITIES - 3Q 2011 --------------------------------------------------------------------------------------------- VOTING AUTHORITY TITLE OF CUSIP ACTUAL SHARES/ SH/ PUT/ INVESTMENT OTHER ------------------------------ ISSUER NAME CLASS NUMBER VALUE PRINCIPAL PRN CALL DISCRETION MGRS SOLE (A) SHARED (B) NONE (C) ----------------------------- -------- --------- ---------- --------- --- ---- ---------- ----- -------- ---------- -------- WYNN RESORTS LTD COM 983134107 285,398 2,480 SH DEFINED 3 2,480 X RITE INC COM 983857103 71,873 19,269 SH SOLE 1 19,269 XCEL ENERGY INC COM 98389B100 3,971,115 160,839 SH SOLE 1 160,839 XCEL ENERGY INC COM 98389B100 191,965 7,775 SH DEFINED 4 7,775 XCEL ENERGY INC COM 98389B100 1,410,614 57,133 SH DEFINED 3 57,133 XCEL ENERGY INC COM 98389B100 27,530 1,115 SH DEFINED 2 1,115 XENOPORT INC COM 98411C100 152,362 25,824 SH SOLE 1 25,824 XERIUM TECHNOLOGIES INC COM 98416J118 84,168 8,039 SH SOLE 1 8,039 XEROX CORP COM 984121103 4,230,044 606,893 SH SOLE 1 606,893 XEROX CORP COM 984121103 7,667 1,100 SH DEFINED 4 1,100 XEROX CORP COM 984121103 5,925 850 SH DEFINED 3 850 XEROX CORP COM 984121103 1,575 226 SH DEFINED 2 226 XILINX INC COM 983919101 2,869,730 104,582 SH SOLE 1 104,582 XILINX INC COM 983919101 50,325 1,834 SH DEFINED 3 1,834 XL GROUP PLC COM G98290102 2,040,420 108,533 SH SOLE 1 108,533 XL GROUP PLC COM G98290102 1,598 85 SH DEFINED 3 85 XO GROUP INC COM 983772104 210,484 25,763 SH SOLE 1 25,763 XYRATEX LTD COM G98268108 209,456 22,595 SH SOLE 1 22,595 XYRATEX LTD COM G98268108 18,540 2,000 SH DEFINED 3 2,000 YADKIN VALLEY FINANCIAL CORP COM 984314104 863 523 SH DEFINED 3 523 YAHOO INC COM 984332106 6,373,033 484,273 SH SOLE 1 484,273 YAHOO INC COM 984332106 4,873 370 SH DEFINED 4 370 YAHOO INC COM 984332106 153,944 11,689 SH DEFINED 3 11,689 YAHOO INC COM 984332106 29,237 2,220 SH DEFINED 2 2,220 YAMANA GOLD INC COM 98462Y100 9,562 700 SH DEFINED 4 700 YAMANA GOLD INC COM 98462Y100 44,108 3,229 SH DEFINED 3 3,229 YAMANA GOLD INC COM 98462Y100 43,849 3,210 SH DEFINED 2 3,210 YINGLI GREEN ENERGY HLDG CO COM 98584B103 930 300 SH DEFINED 4 300 YINGLI GREEN ENERGY HLDG CO COM 98584B103 3,100 1,000 SH DEFINED 2 1,000 YM BIOSCIENCES INC COM 984238105 930 500 SH DEFINED 2 500 YORK WATER CO COM 987184108 150,312 9,290 SH SOLE 1 9,290 YOUKU COM INC COM 98742U100 16,360 1,000 SH DEFINED 2 1,000 YOUNG INNOVATIONS INC COM 987520103 117,534 4,124 SH SOLE 1 4,124 YPF SOCIEDAD ANONIMA COM 984245100 10,263 300 SH DEFINED 3 300 YPF SOCIEDAD ANONIMA COM 984245100 17,105 500 SH DEFINED 2 500 YRC WORLDWIDE INC COM 984249300 245 5,000 SH DEFINED 4 5,000 YUM BRANDS INC COM 988498101 6,874,841 139,195 SH SOLE 1 139,195 YUM BRANDS INC COM 988498101 99,076 2,006 SH DEFINED 4 2,006 YUM BRANDS INC COM 988498101 462,056 9,355 SH DEFINED 3 9,355 YUM BRANDS INC COM 988498101 288,001 5,831 SH DEFINED 2 5,831 ZAGG INC COM 98884U108 33,956,051 3,422,989 SH SOLE 1 3,422,989 ZALE CORP COM 988858106 73,482 25,783 SH SOLE 1 25,783 ZALICUS INC COM 98887C105 53,260 54,314 SH SOLE 1 54,314 ZALICUS INC COM 98887C105 3,922 4,000 SH DEFINED 2 4,000 ZEBRA TECHNOLOGIES CORP CL COM 989207105 3,633,903 117,450 SH SOLE 1 117,450 ZEP INC COM 98944B108 270,000 17,976 SH SOLE 1 17,976 ZHONE TECHNOLOGIES INC NEW COM 98950P884 561 475 SH DEFINED 3 475 ZHONGPIN INC COM 98952K107 1,520 200 SH DEFINED 3 200 ZIMMER HLDGS INC COM 98956P102 40,591 759 SH DEFINED 4 759 ZIMMER HLDGS INC COM 98956P102 26,419 494 SH DEFINED 3 494 ZIMMER HLDGS INC COM 98956P102 12,193 228 SH DEFINED 2 228 ZIMMER HOLDINGS INC COM 98956P102 3,372,052 63,029 SH SOLE 1 63,029 ZION OIL & GAS INC COM 989696109 33,567 17,126 SH DEFINED 3 17,126 ZION OIL & GAS INC COM 989696125 1,951 3,252 SH DEFINED 3 3,252 ZION OIL & GAS INC COM 989696133 891 3,182 SH DEFINED 3 3,182 ZION OIL & GAS INC COM 989696109 12,152 6,200 SH DEFINED 2 6,200 ZION OIL & GAS INC COM 989696125 162 270 SH DEFINED 2 270 ZION OIL + GAS INC COM 989696109 43,479 22,183 SH SOLE 1 22,183 ZIONS BANCORPORATION COM 989701107 864,855 61,468 SH SOLE 1 61,468 ZIOPHARM ONCOLOGY INC COM 98973P101 188,461 42,735 SH SOLE 1 42,735 ZIOPHARM ONCOLOGY INC COM 98973P101 55,125 12,500 SH DEFINED 4 12,500 ZIPCAR INC COM 98974X103 134,658 7,481 SH SOLE 1 7,481 ZIPCAR INC COM 98974X103 9,900 550 SH DEFINED 3 550 ZIX CORP COM 98974P100 129,474 48,492 SH SOLE 1 48,492 ZIX CORP COM 98974P100 16,020 6,000 SH DEFINED 3 6,000 ZOGENIX INC COM 98978L105 14,915 8,150 SH SOLE 1 8,150 ZOLL MEDICAL CORP COM 989922109 678,263 17,972 SH SOLE 1 17,972 ZOLTEK COMPANIES INC COM 98975W104 130,452 20,288 SH SOLE 1 20,288 ZOLTEK COS INC COM 98975W104 1,608 250 SH DEFINED 4 250 ZUMIEZ INC COM 989817101 305,462 17,445 SH SOLE 1 17,445 ZWEIG TOTAL RETURN FD INC COM 989837109 16,694 5,510 SH DEFINED 4 5,510 ZYGO CORP COM 989855101 134,235 11,612 SH SOLE 1 11,612