0000312348-12-000026.txt : 20120814 0000312348-12-000026.hdr.sgml : 20120814 20120814144827 ACCESSION NUMBER: 0000312348-12-000026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES & CO L P CENTRAL INDEX KEY: 0000312348 IRS NUMBER: 043200030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00398 FILM NUMBER: 121032047 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q2complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/12 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Loomis, Sayles and Co., L.P. Address: One Financial Center Boston, MA 02111 Form 13F File Number: 28-398 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mari Shimokawa Title: Deputy Chief Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Mari Shimokawa Boston, MA 08/14/12 Signature Place Date NOTE: This filing shows the firm's convertible holdings and rights as they would be expressed if converted to equity. Report Type (Check only one): [ ] 13F Holdings Report [ ] 13F Notice [X] 13F Combination Report List of other managers reporting for this manager: 28-6808 Natixis Global Asset Management, L.P. 28-10092 Natixis Asset Management FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 1102 Form 13F Information Table Value Total: $ 23,131,074 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 06/30/12 VOTING AUTHORITY (SHARES) ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 INVEST DISCRETION NAME OF ISSUER CLASS CUSIP MKT VAL SHARES A B C MANAGERS (A)SOLE (B)SHARED (C)NONE (000) --------- --------- --------- 3M CO COMMON 88579Y101 621 6,936 X 1 2,931 4,005 ABAXIS INC COMMON 002567105 18,154 490,661 X 1 490,661 ABAXIS INC COMMON 002567105 170 4,600 X 2 4,600 ABIOMED INC COMMON 003654100 83 3,623 X 2 3,623 ABIOMED INC COMMON 003654100 8,837 387,243 X 1 387,243 ACCO BRANDS CORP COMMON 00081T108 11,031 1,066,828 X 1 1,011,141 55,687 ACE LTD COMMON H0023R105 17,016 229,541 X 1 223,525 6,016 ACTUANT CORP CL A COMMON 00508X203 21,073 775,866 X 1 593,895 181,971 ACTUANT CORP CL A COMMON 00508X203 2,374 87,409 X 2 87,409 ADTRAN INC COMMON 00738A106 8,777 290,735 X 1 276,300 14,435 ADVISORY BOARD CO COMMON 00762W107 16,403 330,768 X 1 330,768 ADVISORY BOARD CO COMMON 00762W107 154 3,103 X 2 3,103 AEGERION PHARMACEUTICALS INC COMMON 00767E102 7,267 489,657 X 1 489,657 AEGERION PHARMACEUTICALS INC COMMON 00767E102 68 4,606 X 2 4,606 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 49,156 1,417,149 X 1 1,356,567 60,581 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 451 13,008 X 2 13,008 AFFILIATED MANAGERS GROUP COMMON 008252108 3,312 30,258 X 1 30,258 AFLAC INC COMMON 001055102 15 345 X 1 345 AGILENT TECHNOLOGIES INC COMMON 00846U101 13,865 353,337 X 1 131,416 221,921 AGILENT TECHNOLOGIES INC COMMON 00846U101 103 2,634 X 2 2,634 AIR PRODS & CHEM COMMON 009158106 1,105 13,686 X 2 13,686 AIR PRODS & CHEM COMMON 009158106 45,521 563,862 X 1 488,821 75,041 AIRGAS INC COMMON 009363102 14 168 X 1 168 ALAMO GROUP INC COMMON 011311107 8,146 259,676 X 1 246,874 12,802 ALBANY INTL CORP-CL A COMMON 012348108 10,025 535,831 X 1 508,153 27,678 ALEXANDRIA REAL ESTATE EQUITIE COMMON 015271109 51 707 X 1 707 ALEXION PHARMACEUTICALS INC COMMON 015351109 6,345 63,901 X 1 63,901 ALIGN TECHNOLOGY INC COMMON 016255101 153 4,584 X 2 4,584 ALIGN TECHNOLOGY INC COMMON 016255101 16,378 489,466 X 1 489,466 ALKERMES INC COMMON G01767105 14,301 842,738 X 1 842,738 ALKERMES INC COMMON G01767105 133 7,858 X 2 7,858 ALLERGAN INC COMMON 018490102 149 1,608 X 2 1,608 ALLERGAN INC COMMON 018490102 20,117 217,322 X 1 79,510 4,440 133,372 ALLETE INC COMMON 018522300 16,409 392,554 X 1 372,963 19,591 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 4,703 34,837 X 2 34,837 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 25,185 186,553 X 1 121,382 65,171 ALLIANT ENERGY CORP COMMON 018802108 243 5,322 X 1 5,322 ALLOT COMMUNICATIONS LTD COMMON M0854Q105 17,415 625,077 X 1 625,077 ALLOT COMMUNICATIONS LTD COMMON M0854Q105 163 5,863 X 2 5,863 ALLSTATE CORP COMMON 020002101 402 11,447 X 1 11,447 ALPHA NATURAL RESOURCES CVT CV BND 02076XAA0 1,214 26,255 X 1 22,962 3,293 ALTERA CORP COMMON 021441100 25,065 740,690 X 1 302,206 438,484 ALTERA CORP COMMON 021441100 132 3,891 X 2 3,891 ALTISOURCE PORTFOLIO SOL COMMON L0175J104 14 196 X 1 196 ALTRA HOLDINGS INC COMMON 02208R106 12,444 788,594 X 1 749,787 38,807 ALTRIA GROUP INC COMMON 02209S103 34,858 1,008,929 X 1 414,832 594,097 ALTRIA GROUP INC COMMON 02209S103 1,214 35,144 X 2 35,144 AMAZON.COM INC COMMON 023135106 113,496 497,026 X 1 185,498 2,863 308,665 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 19,222 427,340 X 1 406,513 20,827 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 232 11,757 X 1 11,757 AMERICAN EXPRESS CO COMMON 025816109 107,305 1,843,419 X 1 916,624 9,940 916,855 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CORP COMMON 032511107 173 2,613 X 1 2,613 ANALOG DEVICES COMMON 032654105 9,076 240,936 X 1 93,093 147,843 ANGIES LIST INC COMMON 034754101 12,514 789,999 X 1 789,999 ANGIES LIST INC COMMON 034754101 114 7,183 X 2 7,183 AOL INC COMMON 00184X105 40,979 1,459,381 X 1 1,264,851 194,530 AOL INC COMMON 00184X105 991 35,306 X 2 35,306 APACHE CORP CVTPFD 6.0% CV PFD 037411808 879 8,019 X 2 8,019 APACHE CORP CVTPFD 6.0% CV PFD 037411808 667 6,085 X 1 6,085 APARTMENT INVT & MGMT CO CL A COMMON 03748R101 9,203 340,470 X 1 332,944 7,526 APPLE INC COMMON 037833100 2,134 3,654 X 2 3,654 APPLE INC COMMON 037833100 196,608 336,657 X 1 213,592 3,103 119,962 APPLIED MATERIALS COMMON 038222105 37,778 3,296,532 X 1 2,855,421 441,111 APPLIED MATERIALS COMMON 038222105 918 80,066 X 2 80,066 APPROACH RESOURCES INC COMMON 03834A103 11,303 442,578 X 1 442,578 APPROACH RESOURCES INC COMMON 03834A103 91 3,563 X 2 3,563 ARBITRON INC COMMON 03875Q108 11,440 326,844 X 1 308,522 18,322 ARCH CAPITAL GROUP LTD COMMON 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SILVER TRUST Exchange 46428Q109 53 2,000 X 1 2,000 ITC HOLDINGS CORP COMMON 465685105 17,079 247,843 X 1 204,283 43,560 ITC HOLDINGS CORP COMMON 465685105 1,323 19,198 X 2 19,198 ITT CORP COMMON 450911201 2,833 160,963 X 2 160,963 ITT CORP COMMON 450911201 14,847 843,571 X 1 541,854 301,717 IYR ISHARES DJ US REAL ESTATE Exchange 464287739 640 10,000 X 2 10,000 IYR ISHARES DJ US REAL ESTATE Exchange 464287739 659 10,300 X 1 10,300 J & J SNACK FOODS CORP COMMON 466032109 15,624 264,360 X 1 250,743 13,617 JARDEN CORP COMMON 471109108 3,668 87,295 X 2 87,295 JARDEN CORP COMMON 471109108 36,513 868,953 X 1 683,109 185,844 JAZZ PHARMACEUTICALS PLC COMMON G50871105 11 253 X 1 253 JEFFERIES GROUP INC CVT CV BND 472319AG7 16,105 471,783 X 1 309,359 24,092 138,331 JETBLUE AIRWAYS CORP COMMON 477143101 153 28,900 X 2 28,900 JETBLUE AIRWAYS CORP COMMON 477143101 3,662 691,000 X 1 691,000 JIVE SOFTWARE INC COMMON 47760A108 27 1,271 X 1 1,271 JM SMUCKER CO COMMON 832696405 19,412 257,045 X 1 165,007 92,038 JM SMUCKER CO COMMON 832696405 3,711 49,145 X 2 49,145 JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 715 52,656 X 2 52,656 JOHN BEAN TECHNOLOGIES CORP COMMON 477839104 8,264 608,985 X 1 491,849 117,136 JONES LANG LASALLE INC COMMON 48020Q107 12,804 181,957 X 1 173,109 2,863 5,985 JOS A BANK CLOTHIERS INC COMMON 480838101 19,326 455,159 X 1 350,698 104,461 JOS A BANK CLOTHIERS INC COMMON 480838101 2,133 50,226 X 2 50,226 JOY GLOBAL INC COMMON 481165108 10 181 X 1 181 JP MORGAN CHASE & CO COMMON 46625H100 3,859 108,000 X 2 108,000 JP MORGAN CHASE & CO COMMON 46625H100 139,430 3,902,320 X 1 3,112,838 789,482 KADANT INC COMMON 48282T104 1,388 59,195 X 2 59,195 KADANT INC COMMON 48282T104 7,267 309,902 X 1 199,448 110,454 KANSAS CITY SOUTHERN COMMON 485170302 3,959 56,919 X 1 56,919 KAR AUCTION SERVICES INC COMMON 48238T109 15,709 913,821 X 1 866,905 46,916 KAYNE ANDERSON ENERGY DEV Closed E 48660Q102 41 1,650 X 1 1,650 KB HOME CORP COMMON 48666K109 12,233 1,248,275 X 1 1,190,025 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LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 19,634 554,711 X 2 554,711 LENNAR CORP 144A W/O RTS CVT CV BND 526057BG8 216,606 6,119,694 X 1 5,572,430 50,854 496,410 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 4,027 124,815 X 2 124,815 LEVEL 3 COMMUNICATIONS 144A W CV BND 52729NBQ2 227,522 7,051,660 X 1 6,528,586 97,592 425,481 LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 22,556 872,065 X 1 778,407 89,879 3,779 LEVEL 3 COMMUNICATIONS CVT CV BND 52729NBR0 321 12,416 X 2 12,416 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 1,852 57,407 X 2 57,407 LEVEL 3 COMMUNICATIONS CVT SER CV BND 52729NBP4 105,274 3,262,775 X 1 3,214,997 29,815 17,963 LIBERTY INTERACTIVE CORP COMMON 53071M104 82,026 4,610,817 X 1 3,715,327 895,490 LIBERTY INTERACTIVE CORP COMMON 53071M104 5,768 324,245 X 2 324,245 LIBERTY MEDIA CORPORAT 530715AN1 8,960 107,719 X 1 97,323 1,031 9,364 LIBERTY MEDIA CORPORAT 530715AN1 202 2,423 X 2 2,423 LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 4,068 46,277 X 2 46,277 LIBERTY MEDIA CORP - LIBER-A COMMON 530322106 27,829 316,564 X 1 225,445 91,119 LIFE TIME FITNESS INC COMMON 53217R207 161 3,458 X 2 3,458 LIFE TIME FITNESS INC COMMON 53217R207 17,175 369,266 X 1 369,266 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAG4 2,244 36,426 X 1 21,072 2,123 13,231 LIFEPOINT HOSPITALS INC CVT CV BND 53219LAH2 14,166 255,947 X 1 180,640 10,717 64,590 LINEAR TECHNOLOGY CORP COMMON 535678106 1,278 40,777 X 1 1,462 39,315 LINKEDIN CORP - A COMMON 53578A108 92 865 X 2 865 LINKEDIN CORP - A COMMON 53578A108 17,446 164,166 X 1 92,107 72,059 LIQUIDITY SERVICES INC COMMON 53635B107 102 1,988 X 2 1,988 LIQUIDITY SERVICES INC COMMON 53635B107 10,849 211,941 X 1 211,941 LITTELFUSE INC COMMON 537008104 15,788 277,512 X 1 262,605 14,907 LIVE NATION ENTERTAINMENT INC COMMON 538034109 1,799 195,962 X 2 195,962 LIVE NATION ENTERTAINMENT INC COMMON 538034109 16,827 1,833,031 X 1 1,415,034 417,997 LKQ CORP COMMON 501889208 14 411 X 1 411 LORILLARD COMMON 544147101 243 1,842 X 1 1,842 LOWES COS COMMON 548661107 27,721 974,735 X 1 378,172 596,563 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 33,424 2,207,815 X 1 1,764,493 13,029 430,293 LUCENT TECHNOLOGIES SERIES B C CV BND 549463AH0 395 26,059 X 2 26,059 LUFKIN INDS INC COMMON 549764108 111 2,040 X 2 2,040 LUFKIN INDS INC COMMON 549764108 23,671 435,778 X 1 424,131 11,647 LULULEMON ATHLETICA INC COMMON 550021109 1,847 30,969 X 1 30,969 LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 127 3,748 X 2 3,748 LUMBER LIQUIDATIORS HOLDINS IN COMMON 55003T107 13,533 400,507 X 1 400,507 LUMINEX CORP COMMON 55027E102 133 5,428 X 2 5,428 LUMINEX CORP COMMON 55027E102 14,256 582,129 X 1 582,129 LYONDELLBASELL INDU-CL A COMMON N53745100 193 4,795 X 1 4,795 M & T BANK CORP COMMON 55261F104 56 682 X 1 682 MACYS INC. 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COMMON 579780206 4,335 71,474 X 1 71,474 MCDONALDS COMMON 580135101 11,547 130,428 X 1 47,437 82,991 MCDONALDS COMMON 580135101 88 998 X 2 998 MCGRATH RENTCORP COMMON 580589109 11,226 423,629 X 1 401,516 22,113 MCKESSON CORP COMMON 58155Q103 18,324 195,458 X 1 74,248 4,766 116,444 MCKESSON CORP COMMON 58155Q103 127 1,359 X 2 1,359 MDU RESOURCES GROUP INC COMMON 552690109 348 16,105 X 1 16,105 MEAD JOHNSON NUTRITION CO COMMON 582839106 1,644 20,424 X 1 20,424 MEADWESTVACO CORP COMMON 583334107 2,212 76,943 X 1 76,943 MEASUREMENT SPECIALTIES INC COMMON 583421102 11,212 344,869 X 1 344,869 MEASUREMENT SPECIALTIES INC COMMON 583421102 107 3,276 X 2 3,276 MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 104 3,045 X 2 3,045 MEDICIS PHARMACEUTICAL -CL A COMMON 584690309 11,068 324,105 X 1 324,105 MEDIVATION INC COMMON 58501N101 3,121 34,146 X 1 34,146 MEDNAX INC COMMON 58502B106 3,566 52,028 X 2 52,028 MEDNAX INC COMMON 58502B106 32,296 471,195 X 1 362,327 108,868 MEDTRONIC INC COMMON 585055106 26,528 684,948 X 1 272,161 412,787 MELLANOX TECHNOLOGIES LTD COMMON M51363113 2,634 37,177 X 1 37,177 MERCADOLIBRE INC COMMON 58733R102 197 2,601 X 1 2,601 MERCK & CO COMMON 58933Y105 2,719 65,135 X 2 65,135 MERCK & CO COMMON 58933Y105 148,719 3,562,134 X 1 2,689,501 872,633 METHODE ELECTRONICS INC COMMON 591520200 5,094 598,646 X 1 568,779 29,867 METLIFE INC COMMON 59156R108 1,732 56,158 X 2 56,158 METLIFE INC COMMON 59156R108 83,165 2,695,793 X 1 2,103,215 592,578 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 20,721 132,957 X 1 92,941 40,016 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 3,326 21,338 X 2 21,338 MGM RESORTS INTL CVT CV BND 55303QAE0 2,028 107,661 X 1 79,939 11,574 16,149 MICROCHIP TECHNOLOGY INC COMMON 595017104 2,213 66,891 X 2 66,891 MICROCHIP TECHNOLOGY INC COMMON 595017104 11,696 353,555 X 1 226,896 126,659 MICRON TECHNOLOGY INC CVT CV BND 595112AH6 75,436 5,408,872 X 1 4,090,997 333,773 984,102 MICROS SYSTEMS INC COMMON 594901100 3,338 65,193 X 2 65,193 MICROS SYSTEMS INC COMMON 594901100 17,869 349,003 X 1 227,024 121,979 MICROSOFT CORP COMMON 594918104 1,742 56,942 X 2 56,942 MICROSOFT CORP COMMON 594918104 456,387 14,919,493 X 1 12,653,532 12,008 2,253,953 MID-AMARICA APARTMENT COMMUNIT COMMON 59522J103 16,942 248,269 X 1 235,411 12,858 MIDDLEBY CORP COMMON 596278101 29,872 299,888 X 1 256,718 43,170 MIDDLEBY CORP COMMON 596278101 2,136 21,443 X 2 21,443 MIDDLESEX WATER CO COMMON 596680108 7,666 403,464 X 1 384,861 18,603 MIDSTATES PETROLEUM CO INC COMMON 59804T100 553 56,932 X 1 56,932 MIDSTATES PETROLEUM CO INC COMMON 59804T100 5 536 X 2 536 MINERALS TECHNOLOGIES INC COMMON 603158106 11,009 172,612 X 1 164,111 8,501 MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 9,621 573,708 X 1 545,368 28,340 MONSANTO CO NEW COMMON 61166W101 141 1,700 X 1 1,700 MONSANTO CO NEW COMMON 61166W101 166 2,000 X 2 2,000 MONSTER BEVERAGE CORPORATION COMMON 611740101 4,110 57,727 X 1 57,727 MORGAN STANLEY EMERGING MKT Closed E 61744H105 4,136 373,627 X 1 373,627 MOTOROLA SOLUTIONS INC COMMON 620076307 78,228 1,626,017 X 1 1,302,390 323,627 MOTOROLA SOLUTIONS INC COMMON 620076307 1,657 34,437 X 2 34,437 MSCI INC COMMON 55354G100 8,064 237,047 X 1 8,499 228,548 MYLAN LABS COMMON 628530107 2,256 105,566 X 2 105,566 MYLAN LABS COMMON 628530107 27,342 1,279,446 X 1 613,931 14,982 650,533 MYR GROUP INC/DELAWARE COMMON 55405W104 8,575 502,610 X 1 476,528 26,082 NASDAQ OMX GROUP/THE COMMON 631103108 25,329 1,117,309 X 1 722,775 394,534 NASDAQ OMX GROUP/THE COMMON 631103108 4,772 210,512 X 2 210,512 NATIONAL FUEL GAS CO COMMON 636180101 9,278 197,484 X 1 192,297 5,187 NATIONAL OILWELL VARCO INC COMMON 637071101 75 1,158 X 2 1,158 NATIONAL OILWELL VARCO INC COMMON 637071101 28,222 437,963 X 1 330,422 4,907 102,634 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 14,888 526,281 X 1 497,733 28,548 NAVISTAR INTL CORP CVT CV BND 63934EAL2 37,305 795,739 X 1 700,362 52,910 42,467 NAVISTAR INTL CORP CVT CV BND 63934EAL2 354 7,559 X 2 7,559 NCI BUILDING SYSTEMS INC COMMON 628852204 87 7,993 X 2 7,993 NCI BUILDING SYSTEMS INC COMMON 628852204 9,177 847,391 X 1 847,391 NETGEAR INC COMMON 64111Q104 31,463 911,703 X 1 704,608 207,095 NETGEAR INC COMMON 64111Q104 3,442 99,746 X 2 99,746 NETSUITE INC COMMON 64118Q107 2,096 38,276 X 1 38,276 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 83 10,492 X 2 10,492 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 8,851 1,118,938 X 1 1,118,938 NEW YORK TIMES CL A COMMON 650111107 975 125,000 X 1 125,000 NEWMONT MNG COMMON 651639106 311 6,405 X 2 6,405 NEWMONT MNG COMMON 651639106 535 11,037 X 1 11,037 NEWPARK RESOURCES INC COMMON 651718504 96 16,277 X 1 16,277 NOBLE CORP COMMON H5833N103 145 4,458 X 2 4,458 NOBLE CORP COMMON H5833N103 18,183 558,963 X 1 188,192 370,771 NOBLE ENERGY INC COMMON 655044105 1,948 22,961 X 2 22,961 NOBLE ENERGY INC COMMON 655044105 93,040 1,096,913 X 1 860,282 236,631 NORDSTROM INC COMMON 655664100 1,192 23,989 X 1 12,941 11,048 NORFOLK SOUTHN CORP COMMON 655844108 1,720 23,962 X 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87,558 X 2 87,558 OLD DOMINION FREIGHT LINE COMMON 679580100 15,487 357,755 X 1 339,642 18,113 OLD REPUBLIC INTL CORP COMMON 680223104 4 491 X 1 491 OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 16,209 1,159,334 X 2 1,159,334 OLD REPUBLIC INTL CORP CVT CV BND 680223AH7 351,900 25,169,335 X 1 24,838,786 6,115 324,433 OLIN COMMON 680665205 10,466 501,008 X 1 476,309 24,699 OMEGA HEALTHCARE INVESTORS COMMON 681936100 17,067 758,532 X 1 720,720 37,812 OMNICARE INC CVT CV BND 681904AL2 52,647 694,154 X 1 513,419 36,937 143,797 OMNICARE INC CVT CV BND 681904AL2 1,791 23,617 X 2 23,617 OMNICARE INC CVT CV BND 681904AN8 89,000 2,468,689 X 1 2,419,858 20,407 28,424 OMNICOM GROUP COMMON 681919106 1,300 26,748 X 2 26,748 OMNICOM GROUP COMMON 681919106 53,921 1,109,476 X 1 961,897 147,579 ONEOK INC COMMON 682680103 374 8,850 X 1 8,850 ONYX PHARMACEUTICALS COMMON 683399109 1,334 20,076 X 1 20,076 OPTIMER PHARMACEUTICALS INC COMMON 68401H104 8,777 565,520 X 1 565,520 OPTIMER PHARMACEUTICALS INC COMMON 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167,027 PEPSICO INC COMMON 713448108 2,033 28,768 X 2 28,768 PERFICIENT INC COMMON 71375U101 6,805 605,937 X 1 575,749 30,188 PERRIGO CO COMMON 714290103 130 1,105 X 2 1,105 PERRIGO CO COMMON 714290103 22,445 190,328 X 1 89,106 5,391 95,831 PETSMART INC COMMON 716768106 4,048 59,378 X 1 59,378 PFIZER INC COMMON 717081103 2,618 113,815 X 2 113,815 PFIZER INC COMMON 717081103 137,807 5,991,587 X 1 4,209,200 1,782,387 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 1,212 13,894 X 1 13,894 PHILIP MORRIS INTERNATIONAL IN COMMON 718172109 567 6,500 X 2 6,500 PINNACLE FINANCIAL PARTNERS COMMON 72346Q104 8,575 439,506 X 1 417,685 21,821 PIONEER NATURAL RESOURCE CVT CV BND 723787AH0 635 5,925 X 1 5,925 PLAINS EXPLORATION & PRODUCT COMMON 726505100 362 10,299 X 1 10,299 PNC FINANCIAL SERVICES COMMON 693475105 2,167 35,463 X 2 35,463 PNC FINANCIAL SERVICES COMMON 693475105 127,282 2,082,841 X 1 1,656,779 426,062 POOL CORP COMMON 73278L105 105 2,594 X 2 2,594 POOL CORP COMMON 73278L105 11,217 277,238 X 1 277,238 POPULAR INC COMMON 733174700 7,669 461,691 X 1 439,165 22,526 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 162 3,700 X 2 3,700 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,460 102,078 X 1 99,376 2,702 POTLATCH CORP COMMON 737630103 2,753 86,204 X 2 86,204 POTLATCH CORP COMMON 737630103 24,569 769,218 X 1 592,548 176,670 POWERSHARES DB COMMODITY INDEX Exchange 73935S105 176 6,820 X 1 6,820 PPG INDS COMMON 693506107 347,826 3,277,670 X 1 3,231,160 46,510 PPL CORPORATION COMMON 69351T106 53,032 1,906,956 X 1 1,655,097 251,859 PPL CORPORATION COMMON 69351T106 1,272 45,735 X 2 45,735 PRAXAIR INC COMMON 74005P104 32,987 303,381 X 1 218,801 4,157 80,423 PRAXAIR INC COMMON 74005P104 99 910 X 2 910 PRECISION CASTPARTS COMMON 740189105 101 617 X 2 617 PRECISION CASTPARTS COMMON 740189105 23,104 140,459 X 1 83,791 4,139 52,529 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 1,837 116,188 X 2 116,188 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 9,584 606,226 X 1 388,916 217,310 PRICE (T ROWE) ASSOCIATES COMMON 74144T108 3,152 50,060 X 1 42,025 8,035 PRICELINE.COM INC COMMON 741503403 88 132 X 2 132 PRICELINE.COM INC COMMON 741503403 35,402 53,275 X 1 40,033 1,345 11,897 PRIMORIS SERVICES CORP COMMON 74164F103 4,357 363,073 X 1 333,581 29,492 PROASSURANCE CORP COMMON 74267C106 17,254 193,673 X 1 184,275 9,398 PROCERA NETWORKS INC COMMON 74269U203 47 1,929 X 2 1,929 PROCERA NETWORKS INC COMMON 74269U203 5,014 206,269 X 1 206,269 PROCTER & GAMBLE COMMON 742718109 42,831 699,281 X 1 273,309 3,360 422,612 PROLOGIS INC COMMON 74340W103 243 7,315 X 1 7,315 PROLOGIS INC CVT CV BND 74340XAT8 102,129 2,400,378 X 1 2,303,278 1,033 96,067 PROSPERITY BANCSHARES INC COMMON 743606105 28,770 684,506 X 1 543,950 140,556 PROSPERITY BANCSHARES INC COMMON 743606105 2,758 65,611 X 2 65,611 PRUDENTIAL FINANCIAL INC COMMON 744320102 49,076 1,013,347 X 1 1,013,347 PVH CORPORATION COMMON 693656100 15 190 X 1 190 QEP RESOURCES INC COMMON 74733V100 16,665 556,052 X 1 357,713 198,339 QEP RESOURCES INC COMMON 74733V100 3,197 106,687 X 2 106,687 QLIK TECHNOLOGIES INC COMMON 74733T105 107 4,835 X 2 4,835 QLIK TECHNOLOGIES INC COMMON 74733T105 11,412 515,919 X 1 515,919 QLOGIC CORP COMMON 747277101 17,651 1,289,322 X 1 970,307 319,015 QLOGIC CORP COMMON 747277101 2,146 156,727 X 2 156,727 QUAKER CHEMICAL CORP COMMON 747316107 4,335 93,805 X 1 60,218 33,587 QUAKER CHEMICAL CORP COMMON 747316107 827 17,903 X 2 17,903 QUALCOMM INC COMMON 747525103 124,197 2,230,544 X 1 989,516 10,489 1,230,539 QUALCOMM INC COMMON 747525103 207 3,715 X 2 3,715 QUESTAR CORP COMMON 748356102 2,693 129,077 X 2 129,077 QUESTAR CORP COMMON 748356102 14,108 676,338 X 1 434,867 241,471 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 11,546 216,874 X 1 216,874 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 108 2,032 X 2 2,032 RACKSPACE HOSTING INC COMMON 750086100 11 253 X 1 253 RAVEN INDUSTRIES INC COMMON 754212108 14,917 214,360 X 1 203,713 10,647 RAYMOND JAMES FINANCIAL INC COMMON 754730109 18,416 537,836 X 1 379,819 158,017 RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,874 113,149 X 2 113,149 RBC BEARINGS INC COMMON 75524B104 32,273 682,303 X 1 667,129 15,174 RBC BEARINGS INC COMMON 75524B104 169 3,572 X 2 3,572 RED HAT INC COMMON 756577102 78 1,384 X 2 1,384 RED HAT INC COMMON 756577102 10,744 190,227 X 1 75,094 115,133 REGENCY ENERGY PARTNERS LP COMMON 75885Y107 163 6,854 X 1 6,854 REGENERON PHARMACEUTICALS COMMON 75886F107 1,924 16,845 X 1 16,845 REINSURANCE GRP OF AMERI-A COMMON 759351604 13,570 255,027 X 1 242,053 12,974 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 3,879 76,817 X 2 76,817 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 34,429 681,763 X 1 524,417 157,346 RENT-A-CENTER INC COMMON 76009N100 10,527 311,994 X 1 296,715 15,279 ROBBINS & MYERS INC COMMON 770196103 15,357 367,214 X 1 367,214 ROBBINS & MYERS INC COMMON 770196103 142 3,404 X 2 3,404 ROCK-TENN CO CL A COMMON 772739207 745 13,656 X 1 10,754 2,902 ROCKWELL AUTOMATION INC COMMON 773903109 8,137 123,169 X 1 45,973 77,196 ROCKWELL AUTOMATION INC COMMON 773903109 62 931 X 2 931 ROGERS CORP COMMON 775133101 8,944 225,789 X 1 213,025 12,764 ROLLINS INC COMMON 775711104 1,244 55,626 X 2 55,626 ROLLINS INC COMMON 775711104 23,923 1,069,412 X 1 927,042 142,370 ROPER INDUSTRIES INC COMMON 776696106 108 1,093 X 2 1,093 ROPER INDUSTRIES INC COMMON 776696106 15,019 152,352 X 1 56,855 4,704 90,793 ROSETTA RESOURCES INC COMMON 777779307 10,138 276,696 X 1 276,696 ROSETTA RESOURCES INC COMMON 777779307 96 2,610 X 2 2,610 ROSS STORES INC COMMON 778296103 21,351 341,787 X 1 164,266 177,521 ROSS STORES INC COMMON 778296103 132 2,120 X 2 2,120 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 235,624 3,494,357 X 1 3,488,211 6,146 ROYAL DUTCH SHELL PLC-ADR A ADR 780259206 1,339 19,864 X 2 19,864 RUSH ENTERPRISES INC CL A COMMON 781846209 10,161 621,492 X 1 587,278 34,214 RYLAND GROUP CVT CV BND 783764AQ6 23,274 663,513 X 1 463,726 13,267 186,520 RYLAND GROUP CVT CV BND 783764AQ6 7,386 210,557 X 2 210,557 S&P 500 ETF TRUST Exchange 78462F103 895 6,576 X 1 6,576 SABRA HEALTH CARE REIT INC COMMON 78573L106 3,858 225,503 X 2 225,503 SABRA HEALTH CARE REIT INC COMMON 78573L106 20,185 1,179,748 X 1 757,262 422,486 SALESFORCE.COM INC COMMON 79466L302 926 6,696 X 1 3,578 3,118 SALIX PHARMACEUTICALS LTD COMMON 795435106 14 263 X 1 263 SALLY BEAUTY HLDGS INC COMMON 79546E104 60,708 2,358,513 X 1 1,799,094 559,419 SALLY BEAUTY HLDGS INC COMMON 79546E104 7,022 272,790 X 2 272,790 SANDISK CORP COMMON 80004C101 444 12,159 X 1 12,159 SANDISK CORP CVT CV BND 80004CAD3 10,843 201,241 X 1 122,100 20,811 58,329 SANDISK CORP CVT CV BND 80004CAD3 2,243 41,623 X 2 41,623 SANOFI ADR 80105N105 72,171 1,910,299 X 1 1,732,389 177,910 SANOFI ADR 80105N105 1,792 47,433 X 2 47,433 SBA COMMUNICATIONS CORP COMMON 78388J106 2,944 51,601 X 1 51,601 SCANSOURCE INC COMMON 806037107 12,843 419,164 X 1 398,533 20,631 SCHLUMBERGER LTD COMMON 806857108 136,161 2,097,687 X 1 1,398,589 4,509 694,589 SCHLUMBERGER LTD COMMON 806857108 1,577 24,298 X 2 24,298 SCHWAB CHARLES CORP COMMON 808513105 53 4,067 X 2 4,067 SCHWAB CHARLES CORP COMMON 808513105 6,859 530,498 X 1 192,892 337,606 SEATTLE GENETICS INC WA COMMON 812578102 7,015 276,302 X 1 276,302 SEATTLE GENETICS INC WA COMMON 812578102 66 2,601 X 2 2,601 SEI INVESTMENTS CO COMMON 784117103 80,144 4,029,346 X 1 1,471,812 2,557,534 SEMTECH CORP COMMON 816850101 12,081 496,733 X 1 471,965 24,768 SERVICESOURCE INTERNATIONAL COMMON 81763U100 100 7,226 X 2 7,226 SERVICESOURCE INTERNATIONAL COMMON 81763U100 10,679 771,063 X 1 771,063 SHAW GROUP INC COMMON 820280105 11 411 X 1 411 SHUFFLE MASTER INC COMMON 825549108 13,855 1,003,994 X 1 1,003,994 SHUFFLE MASTER INC COMMON 825549108 131 9,457 X 2 9,457 SIGNATURE BANK COMMON 82669G104 137 2,240 X 2 2,240 SIGNATURE BANK COMMON 82669G104 30,667 502,986 X 1 489,935 13,051 SILICON LABS INC COMMON 826919102 122 3,229 X 2 3,229 SILICON LABS INC COMMON 826919102 12,979 342,459 X 1 342,459 SIMON PROPERTY GROUP INC COMMON 828806109 26,813 172,255 X 1 172,255 SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 3,022 55,776 X 2 55,776 SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 26,636 491,614 X 1 377,587 114,027 SKYWORKS SOLUTIONS INC COMMON 83088M102 5,400 197,283 X 1 192,152 5,131 SM ENERGY CO COMMON 78454L100 743 15,134 X 2 15,134 SM ENERGY CO COMMON 78454L100 41,602 847,123 X 1 571,159 275,964 SOLARWINDS INC COMMON 83416B109 3,332 76,497 X 1 76,497 SOURCEFIRE INC COMMON 83616T108 19,540 380,152 X 1 380,152 SOURCEFIRE INC COMMON 83616T108 156 3,042 X 2 3,042 SOVRAN SELF STORAGE INC COMMON 84610H108 16,325 325,912 X 1 308,571 17,341 SPARTAN STORES INC COMMON 846822104 11,519 635,358 X 1 600,842 34,516 SPDR BARCLAYS CAPITAL HIGH Exchange 78464A417 3,171 80,366 X 1 80,366 SPDR EURO STOXX 50 ETF Exchange 78463X202 288 10,200 X 1 10,200 SPDR EURO STOXX 50 ETF Exchange 78463X202 319 11,300 X 2 11,300 SPDR GOLD TRUST Exchange 78463V107 411 2,650 X 1 2,650 SPDR S&P DIVIDEND ETF Exchange 78464A763 1,286 23,100 X 2 23,100 SPDR S&P DIVIDEND ETF Exchange 78464A763 1,313 23,600 X 1 23,600 SPECTRA ENERGY CORP W/I COMMON 847560109 4,105 141,249 X 1 141,249 SPX CORP COMMON 784635104 424 6,492 X 1 6,492 S&P 500 ETF TRUST COMMON 78462F103 1,361 CALL 10,000 X 1 10,000 S&P 500 ETF TRUST COMMON 78462F103 1,701 CALL 12,500 X 2 12,500 S&P 500 ETF TRUST COMMON 78462F103 68,050 CALL 500 X 1 500 S&P 500 ETF TRUST COMMON 78462F103 2,382 PUT 17,500 X 2 17,500 S&P 500 ETF TRUST COMMON 78462F103 2,042 PUT 15,000 X 1 15,000 S&P 500 ETF TRUST COMMON 78462F103 127,662 PUT 938,000 X 1 938,000 SS&C TECHNOLOGIES HOLDINGS COMMON 78467J100 17,244 689,766 X 1 653,411 36,355 STANLEY BLACK & DECKER INC COMMON 854502101 63,685 989,507 X 1 858,950 130,557 STANLEY BLACK & DECKER INC COMMON 854502101 1,529 23,757 X 2 23,757 STARBUCKS CORP COMMON 855244109 1,663 31,189 X 1 16,206 14,983 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 940 17,718 X 1 7,367 6,529 3,822 STATE STREET CORP COMMON 857477103 83,685 1,874,659 X 1 1,625,094 249,565 STATE STREET CORP COMMON 857477103 980 21,956 X 2 21,956 STEEL DYNAMICS INC CVT CV BND 858119AP5 3,172 172,935 X 2 172,935 STEEL DYNAMICS INC CVT CV BND 858119AP5 11,636 634,473 X 1 521,938 9,117 103,419 STIFEL FINANCIAL CORP COMMON 860630102 27,994 905,958 X 1 856,445 49,513 STIFEL FINANCIAL CORP COMMON 860630102 117 3,781 X 2 3,781 SUNCOKE ENERGY INC COMMON 86722A103 11,635 794,166 X 1 753,287 40,879 SUPERMEDIA INC COMMON 868447103 356 142,474 X 1 142,474 SURMODICS INC COMMON 868873100 4,740 273,984 X 1 260,856 13,128 SVB FINANCIAL GROUP COMMON 78486Q101 126 2,142 X 2 2,142 SVB FINANCIAL GROUP COMMON 78486Q101 13,425 228,628 X 1 228,628 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 4,437 44,725 X 1 44,725 SYNOPSYS INC COMMON 871607107 3,898 132,437 X 2 132,437 SYNOPSYS INC COMMON 871607107 20,733 704,497 X 1 456,005 248,492 TARGET CORP COMMON 87612E106 71,271 1,224,802 X 1 949,137 275,665 TARGET CORP COMMON 87612E106 1,515 26,032 X 2 26,032 TE CONNECTIVITY LTD COMMON H84989104 272 8,511 X 1 8,511 TEAM HEALTH HOLDINGS INC COMMON 87817A107 13,654 566,802 X 1 566,802 TEAM HEALTH HOLDINGS INC COMMON 87817A107 128 5,317 X 2 5,317 TEAM INC COMMON 878155100 7,639 245,003 X 1 229,931 15,072 TELECOM ITALIA SPA - SP ADR ADR 87927Y102 2,216 225,000 X 1 225,000 TELECOM ITALIA SPA-SPON ADR ADR 87927Y201 31,087 3,871,339 X 1 3,871,339 TELEFLEX INC COMMON 879369106 12,296 201,864 X 1 191,189 10,675 TELEFONICA DE ESPANA ADR ADR 879382208 310,041 23,667,249 X 1 23,641,551 25,698 TELEFONICA DE ESPANA ADR ADR 879382208 6,057 462,368 X 2 462,368 TENNECO AUTOMOTIVE COMMON 880349105 8,430 314,306 X 1 297,196 17,110 TERADATA CORP COMMON 88076W103 18,969 263,422 X 1 186,702 76,720 TERADATA CORP COMMON 88076W103 2,953 41,008 X 2 41,008 TERADYNE INC COMMON 880770102 13,644 970,428 X 1 920,069 50,359 TERADYNE INC CVT CV BND 880770AE2 3,708 259,361 X 1 259,361 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 90 2,288 X 1 2,288 TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 16,237 401,998 X 1 401,998 TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 153 3,786 X 2 3,786 TEXAS INSTRUMENTS COMMON 882508104 1,559 54,335 X 2 54,335 TEXAS INSTRUMENTS COMMON 882508104 91,074 3,174,424 X 1 2,460,489 713,935 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 15,057 816,963 X 1 816,963 TEXAS ROADHOUSE INC CLASS A COMMON 882681109 141 7,655 X 2 7,655 THE MOSAIC CO COMMON 61945C103 131 2,400 X 1 2,400 THE MOSAIC CO COMMON 61945C103 159 2,900 X 2 2,900 THERMON GROUP HOLDINGS INC COMMON 88362T103 75 3,619 X 2 3,619 THERMON GROUP HOLDINGS INC COMMON 88362T103 7,929 382,862 X 1 382,862 TIME WARNER CABLE CL A COMMON 88732J207 292 3,561 X 1 3,561 TIMKEN CO COMMON 887389104 2,620 57,211 X 1 57,211 TITAN MACHINERY INC COMMON 88830R101 110 3,636 X 2 3,636 TITAN MACHINERY INC COMMON 88830R101 11,802 388,620 X 1 388,620 ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,504 PUT 20,000 X 2 20,000 ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 2,754 PUT 22,000 X 1 22,000 TORNIER NV COMMON N87237108 15,535 692,905 X 1 692,905 TORNIER NV COMMON N87237108 147 6,552 X 2 6,552 TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,776 61,765 X 1 61,765 TRACTOR SUPPLY CO COMMON 892356106 3,542 42,647 X 1 42,647 TRANSDIGM GROUP INC COMMON 893641100 18,932 140,971 X 1 73,961 2,565 64,445 TRANSDIGM GROUP INC COMMON 893641100 103 766 X 2 766 TRANSOCEAN LTD COMMON H8817H100 1,370 30,623 X 2 30,623 TRANSOCEAN LTD COMMON H8817H100 57,578 1,287,243 X 1 1,147,286 139,957 TRAVELERS COS INC/THE COMMON 89417E109 81,712 1,279,948 X 1 932,600 347,348 TRAVELERS COS INC/THE COMMON 89417E109 1,590 24,912 X 2 24,912 TRIMAS CORP COMMON 896215209 3,196 158,995 X 2 158,995 TRIMAS CORP COMMON 896215209 16,738 832,734 X 1 535,893 296,841 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 21,047 415,473 X 2 415,473 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 143,812 2,838,940 X 1 2,225,038 40,691 573,212 TRIUMPH GROUP INC COMMON 896818101 14,220 252,711 X 1 252,711 TRIUMPH GROUP INC COMMON 896818101 134 2,378 X 2 2,378 TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 327 7,614 X 2 7,614 TRW AUTOMOTIVE INC CVT CV BND 87264MAH2 1,433 33,332 X 1 31,640 1,692 UDR COMMON 902653104 12,327 477,032 X 1 451,895 25,137 UGI CORP COMMON 902681105 14,885 505,774 X 1 479,683 26,091 UIL HLDGS CORP COMMON 902748102 17,082 476,362 X 1 451,497 24,865 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 4,340 46,475 X 1 46,475 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 20,604 231,199 X 1 231,199 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 193 2,165 X 2 2,165 UNDER ARMOUR INC-CLASS A COMMON 904311107 2,776 29,387 X 1 29,387 UNILEVER NV ADR ADR 904784709 1,471 44,115 X 2 44,115 UNILEVER NV ADR ADR 904784709 53,826 1,613,963 X 1 1,445,557 168,406 UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 5,735 235,700 X 1 235,700 UNITED CONTINENTAL HOLDINGS IN COMMON 910047109 153 6,300 X 2 6,300 UNITED PARCEL SERVICE CL B COMMON 911312106 69,215 878,809 X 1 342,702 5,300 530,807 UNITED RENTALS INC COMMON 911363109 2,782 81,721 X 1 81,721 UNITED TECHNOLOGIES COMMON 913017109 201 2,655 X 2 2,655 UNITED TECHNOLOGIES COMMON 913017109 26,589 352,034 X 1 131,129 220,905 UNITEDHEALTH GROUP COMMON 91324P102 2,547 43,530 X 2 43,530 UNITEDHEALTH GROUP COMMON 91324P102 126,119 2,155,888 X 1 1,647,957 8,853 499,078 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 3,182 73,729 X 2 73,729 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 15,925 368,976 X 1 230,993 137,983 UNUM GROUP COMMON 91529Y106 58,341 3,049,695 X 1 2,452,782 596,913 UNUM GROUP COMMON 91529Y106 1,261 65,915 X 2 65,915 US BANCORP COMMON 902973304 1,304 40,537 X 2 40,537 US BANCORP COMMON 902973304 54,143 1,683,560 X 1 1,460,294 223,266 US STEEL CORP CVT CV BND 912909AE8 35,438 1,098,038 X 1 1,098,038 VAIL RESORTS INC COMMON 91879Q109 102 2,037 X 2 2,037 VAIL RESORTS INC COMMON 91879Q109 10,925 218,142 X 1 218,142 VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 333,382 7,443,213 X 1 7,379,356 12,159 51,698 VALEANT PHARMACEUTICALS INTERN COMMON 91911K102 3,245 72,444 X 2 72,444 VERISK ANALYTICS INC-CL A COMMON 92345Y106 2,104 42,714 X 2 42,714 VERISK ANALYTICS INC-CL A COMMON 92345Y106 15,805 320,842 X 1 240,404 80,438 VERIZON COMMUNICATIONS COMMON 92343V104 6,665 149,978 X 1 77,581 72,397 VERIZON COMMUNICATIONS COMMON 92343V104 1,604 36,088 X 2 36,088 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 125,518 1,967,866 X 1 1,468,783 26,418 472,665 VERTEX PHARMACEUTICALS CVT CV BND 92532FAN0 39,142 613,665 X 2 613,665 VERTEX PHARMACEUTICALS INC COMMON 92532F100 220,734 3,947,310 X 1 3,590,863 52,532 303,915 VIACOM INC CL B COMMON 92553P201 67,342 1,432,202 X 1 1,246,930 185,272 VIACOM INC CL B COMMON 92553P201 1,563 33,244 X 2 33,244 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 2,645 32,654 X 2 32,654 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 13,812 170,517 X 1 109,436 61,081 VISA INC-CLASS A SHRS COMMON 92826C839 90,366 730,936 X 1 268,293 462,643 VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,964 738,493 X 1 700,256 38,237 VISTAPRINT NV COMMON N93540107 10,763 333,207 X 1 16,065 317,142 VITAMIN SHOPPE INC COMMON 92849E101 137 2,496 X 2 2,496 VITAMIN SHOPPE INC COMMON 92849E101 14,562 265,097 X 1 265,097 VIVUS INC COMMON 928551100 10,570 370,367 X 1 370,367 VIVUS INC COMMON 928551100 87 3,057 X 2 3,057 VMWARE INC-CLASS A COMMON 928563402 9,166 100,682 X 1 42,017 58,665 VMWARE INC-CLASS A COMMON 928563402 65 714 X 2 714 VODAFONE GROUP PLC ADR 92857W209 2,770 98,290 X 2 98,290 VODAFONE GROUP PLC ADR 92857W209 75,664 2,685,039 X 1 2,437,626 247,413 VOLCANO CORP COMMON 928645100 125 4,359 X 2 4,359 VOLCANO CORP COMMON 928645100 13,336 465,484 X 1 465,484 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 9,247 394,334 X 1 394,334 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 87 3,699 X 2 3,699 VULCAN MATER COMMON 929160109 36,352 915,441 X 1 792,943 122,498 VULCAN MATER COMMON 929160109 883 22,225 X 2 22,225 W R GRACE & CO COMMON 38388F108 2,425 48,068 X 2 48,068 W R GRACE & CO COMMON 38388F108 20,331 402,986 X 1 305,201 97,785 WABCO HOLDINGS INC COMMON 92927K102 2,739 51,741 X 2 51,741 WABCO HOLDINGS INC COMMON 92927K102 14,308 270,328 X 1 173,731 96,597 WABTEC COMMON 929740108 15,554 199,385 X 1 189,104 10,281 WAL-MART STORES INC COMMON 931142103 31,099 446,059 X 1 161,638 284,421 WAL-MART STORES INC COMMON 931142103 238 3,420 X 2 3,420 WALGREEN CO COMMON 931422109 245 8,277 X 1 8,277 WASTE CONNECTIONS INC COMMON 941053100 9,851 329,250 X 1 312,199 17,051 WEATHERFORD INTL COMMON H27013103 117 9,226 X 1 9,226 WELLCARE HEALTH PLANS INC COMMON 94946T106 38,455 725,557 X 1 549,363 176,194 WELLCARE HEALTH PLANS INC COMMON 94946T106 4,565 86,140 X 2 86,140 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 46,277 262,499 X 1 247,726 383 14,390 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 9,765 55,391 X 2 55,391 WELLS FARGO COMPANY COMMON 949746101 146,082 4,368,473 X 1 3,249,394 20,764 1,098,315 WELLS FARGO COMPANY COMMON 949746101 2,879 86,080 X 2 86,080 WERNER ENTERPIRSES INC COMMON 950755108 9,004 376,901 X 1 356,448 20,453 WESCO AIRCRAFT HOLDINGS INC COMMON 950814103 5,825 457,619 X 1 433,732 23,887 WESCO INTERNATIONAL INC COMMON 95082P105 19,063 331,249 X 1 212,657 118,592 WESCO INTERNATIONAL INC COMMON 95082P105 3,608 62,694 X 2 62,694 WESTLAKE CHEMICAL CORP COMMON 960413102 13 249 X 1 249 WEYERHAEUSER CO COMMON 962166104 64,977 2,905,946 X 1 2,633,307 272,639 WEYERHAEUSER CO COMMON 962166104 1,647 73,679 X 2 73,679 WHOLE FOODS MARKET INC COMMON 966837106 5,708 59,882 X 1 56,085 3,797 WILEY JOHN & SONS CL A COMMON 968223206 16,388 334,512 X 1 317,624 16,888 WINTRUST FINANCIAL CORP COMMON 97650W108 17,208 484,721 X 1 459,426 25,295 WORLD FUEL SERVICES CORP COMMON 981475106 12,251 322,145 X 1 322,145 WORLD FUEL SERVICES CORP COMMON 981475106 115 3,026 X 2 3,026 WRIGHT EXPRESS CORP COMMON 98233Q105 49,528 802,462 X 1 632,202 170,260 WRIGHT EXPRESS CORP COMMON 98233Q105 4,928 79,841 X 2 79,841 WYNDHAM WORLDWIDE CORP COMMON 98310W108 41,689 790,456 X 1 580,094 210,362 WYNDHAM WORLDWIDE CORP COMMON 98310W108 5,507 104,423 X 2 104,423 XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 18,727 PUT 525,000 X 2 525,000 XLI INDUSTRIAL SLCT SECT SPD COMMON 81369Y704 31,925 PUT 895,000 X 1 895,000 XYLEM INC COMMON 98419M100 2,533 100,632 X 2 100,632 XYLEM INC COMMON 98419M100 13,258 526,728 X 1 337,287 189,441 ZEP INC COMMON 98944B108 4,839 352,457 X 1 332,890 19,567 ZIMMER HOLDINGS INC COMMON 98956P102 75,962 1,180,260 X 1 439,324 740,936 COLUMN TOTALS 23,131,074