-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Wj0Lg6mVFrEabNFFQe0UxzV4K6q8Y9sfnMbPDNKfbFsLQVPCNmr8jx9SQTvSflJD lIxz6gMHoovSVLWlTiDR1Q== 0000312348-10-000047.txt : 20101115 0000312348-10-000047.hdr.sgml : 20101115 20101115155557 ACCESSION NUMBER: 0000312348-10-000047 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 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: 101192242 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CTR STREET 2: LEGAL & COMPLIANCE, 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617-748-1761 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER STREET 2: 27TH FLOOR CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 q3complete.txt UNITED STATES SECUIRTIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/10 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: Donald P. Ryan Title: Chief Compliance Officer Phone: 617-478-7446 Signature, Place and Date of Signing: /s/ Donald P. Ryan Boston, MA 11/15/10 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: 1005 Form 13F Information Table Value Total: $ 16,313,566 ('000) List of Other Included Managers: 28-13087 Loomis Sayles Trust Company, LLC (2) PG 1 FORM 13F NAME OF REPORTING MANAGER LOOMIS SAYLES & CO., INC 09/30/10 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 36,687 423,101 X 1 141,345 14,343 267,413 ABB LTD SPON ADR ADR 000375204 1,002 47,422 X 2 47,422 ABB LTD SPON ADR ADR 000375204 34,107 1,614,920 X 1 1,421,469 193,451 ABBOTT LABS COMMON 002824100 101 1,936 X 1 1,936 ACE LTD COMMON H0023R105 200 3,429 X 1 3,429 ACME PACKET INC COMMON 004764106 3,305 87,109 X 1 87,109 ACTUANT CORP CL A COMMON 00508X203 30,218 1,316,125 X 1 954,544 361,581 ACTUANT CORP CL A COMMON 00508X203 2,152 93,719 X 2 93,719 ADTRAN INC COMMON 00738A106 14,756 418,027 X 1 366,006 52,021 ADVANCED ENERGY INDS COMMON 007973100 3,568 273,202 X 1 243,775 29,427 ADVANCED ENERGY INDS COMMON 007973100 57 4,345 X 2 4,345 ADVANCED MICRO DEVICES CV BND 007903AL1 21,112 2,969,299 X 1 2,595,831 81,873 291,595 ADVANCED MICRO DEVICES CV BND 007903AL1 850 119,516 X 2 119,516 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 3,038 427,223 X 2 427,223 ADVANCED MICRO DEVICES CVT CV BND 007903AN7 4,724 664,431 X 1 466,716 28,068 169,647 ADVISORY BOARD CO COMMON 00762W107 79 1,787 X 2 1,787 ADVISORY BOARD CO COMMON 00762W107 4,924 111,520 X 1 99,581 11,939 AES TRUST III CVT PFD 6.75 10/ CV PFD 00808N202 17,193 1,514,821 X 1 1,424,301 90,520 AES TRUST III CVT PFD 6.75 10/ CV PFD 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COMMON 26138E109 41,681 1,173,440 X 1 706,839 7,892 458,709 DRESSER-RAND GROUP INC COMMON 261608103 13,785 373,668 X 1 327,924 45,744 DREYFUS HIGH YIELD STRAT FD Closed E 26200S101 4,040 903,745 X 1 903,745 DSW INC- CLASS A COMMON 23334L102 67 2,341 X 2 2,341 DSW INC- CLASS A COMMON 23334L102 4,158 144,866 X 1 129,109 15,757 DUKE ENERGY CORP COMMON 26441C105 5,003 282,500 X 1 282,500 DUPONT E I COMMON 263534109 149 3,342 X 1 1,142 2,200 DUPONT FABROS TECHNOLOGY COMMON 26613Q106 12,922 513,789 X 1 451,741 62,048 DWS HIGH INCOME TRUST Closed E 23337C208 2,317 229,414 X 1 228,739 675 EATON CORP COMMON 278058102 21,913 265,649 X 1 85,979 179,670 EBAY INC COMMON 278642103 1,557 63,827 X 2 63,827 EBAY INC COMMON 278642103 58,356 2,391,648 X 1 2,044,122 347,526 EDWARDS LIFESCIENCES CORP COMMON 28176E108 2,444 36,453 X 1 36,453 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 496 40,044 X 2 40,044 EL PASO CORP CAP TRUST CVT PFD CV PFD 283678209 10,441 843,382 X 1 753,577 2,404 87,400 EL PASO CORPORATION COMMON 28336L109 88,216 7,125,657 X 1 5,540,620 69,690 1,515,347 EL PASO CORPORATION COMMON 28336L109 5,425 438,168 X 2 438,168 ELDORADO GOLD COMMON 284902103 5,160 279,049 X 1 279,049 EMERSON ELEC COMMON 291011104 14,106 267,871 X 1 131,920 135,951 EMPLOYERS HOLDINGS INC COMMON 292218104 8,148 516,685 X 1 454,853 61,832 ENCORE WIRE CORP COMMON 292562105 6,268 305,603 X 1 270,824 34,779 ENERGIZER HOLDINGS INC COMMON 29266R108 25,108 373,466 X 1 319,375 54,091 ENERGIZER HOLDINGS INC COMMON 29266R108 667 9,921 X 2 9,921 ENERGY INCOME AND GROWTH FD Closed E 292697109 46 1,750 X 1 1,750 ENERNOC INC COMMON 292764107 58 1,862 X 2 1,862 ENERNOC INC COMMON 292764107 3,743 119,155 X 1 106,189 12,966 EOG RESOURCES INC COMMON 26875P101 13,320 143,273 X 1 49,817 2,158 91,298 EQUITY RESIDENTIAL COMMON 29476L107 21,882 460,000 X 1 460,000 ERP OPERATING LP CVT CV BND 26884AAV5 2,406 50,579 X 1 50,579 ESTEE LAUDER COS CL A COMMON 518439104 904 14,297 X 2 14,297 ESTEE LAUDER COS CL A COMMON 518439104 72,449 1,145,807 X 1 814,492 12,790 318,525 EVERCORE PARTNERS INC-CL A COMMON 29977A105 77 2,681 X 2 2,681 EVERCORE PARTNERS INC-CL A COMMON 29977A105 4,782 167,132 X 1 149,041 18,091 EXPEDITORS INTL WASH INC COMMON 302130109 771 16,667 X 2 16,667 EXPEDITORS INTL WASH INC COMMON 302130109 39,554 855,584 X 1 206,092 649,492 EXPONENT INC COMMON 30214U102 34 1,000 X 1 1,000 EXPRESS SCRIPTS INC CL A COMMON 302182100 38,995 800,726 X 1 415,537 12,183 373,006 EXXON MOBIL CORP COMMON 30231G102 128,926 2,086,527 X 1 1,611,704 474,823 EXXON MOBIL CORP COMMON 30231G102 2,882 46,638 X 2 46,638 F5 NETWORKS INC COMMON 315616102 81,507 785,156 X 1 537,843 5,687 241,626 F5 NETWORKS INC COMMON 315616102 5,191 PUT 50,000 X 1 50,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 36,123 445,249 X 1 106,697 338,552 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 705 8,692 X 2 8,692 FAMILY DOLLAR STORES INC COMMON 307000109 3,994 90,448 X 1 90,448 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 4 930 X 2 930 FELCOR LODGING CONV PFD 1.95 CV PFD 31430F200 793 172,293 X 1 169,115 3,178 FERRO CORP COMMON 315405100 13,861 1,075,308 X 1 944,130 131,178 FIDELITY NATIONAL INFORMATION COMMON 31620M106 2,547 93,898 X 1 54,994 38,904 FIDELITY NATIONAL INFORMATION COMMON 31620M106 354 13,049 X 2 13,049 FIFTH STREET FINANCE CORP COMMON 31678A103 15,061 1,351,933 X 1 1,186,380 165,553 FIFTH THIRD BANCORP COMMON 316773100 1,131 94,002 X 2 94,002 FIFTH THIRD BANCORP COMMON 316773100 46,508 3,865,964 X 1 3,339,092 526,872 FIRST FINANCIAL BANCORP COMMON 320209109 15,094 904,930 X 1 800,019 104,911 FIRST HORIZON NATIONAL CORP COMMON 320517105 22,066 1,933,936 X 1 1,437,593 496,343 FIRST HORIZON NATIONAL CORP COMMON 320517105 1,400 122,732 X 2 122,732 FIRST MIDWEST BANCORP INC COMMON 320867104 9,177 795,941 X 1 700,430 95,511 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 110 X 1 110 FMC CORP NEW COMMON 302491303 638 9,324 X 1 5,194 4,130 FMC TECHNOLOGIES INC COMMON 30249U101 56,862 832,656 X 1 603,048 229,608 FORD MOTOR CO COMMON 345370860 43,753 3,574,614 X 1 2,298,044 21,205 1,255,365 FORD MOTOR COMPANY CVT CV BND 345370CN8 566,133 46,252,696 X 1 44,407,534 330,645 1,514,516 FORD MOTOR COMPANY CVT CV BND 345370CN8 26,441 2,160,215 X 2 2,160,215 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 231,282 18,895,556 X 1 18,755,527 31,430 108,609 FORD MTR CO CP TR II CVTPRF 6. CV PFD 345395206 907 74,069 X 2 74,069 FOREST LABS COMMON 345838106 233 7,542 X 1 7,542 FORESTAR GROUP INC COMMON 346233109 819 48,059 X 2 48,059 FORESTAR GROUP INC COMMON 346233109 13,261 777,753 X 1 579,558 198,195 FOSSIL INC COMMON 349882100 31,350 582,819 X 1 441,456 141,363 FOSSIL INC COMMON 349882100 1,915 35,595 X 2 35,595 FOSTER WHEELER AG COMMON H27178104 762 31,171 X 2 31,171 FOSTER WHEELER AG COMMON H27178104 30,289 1,238,304 X 1 1,093,771 144,533 FRANKLIN RESOURCES COMMON 354613101 59,181 553,609 X 1 171,739 4,731 377,139 FRANKLIN RESOURCES COMMON 354613101 352 3,297 X 2 3,297 FRED'S INC COMMON 356108100 11,147 944,669 X 1 828,184 116,485 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 17,143 200,763 X 1 66,610 5,757 128,396 FRESH DEL MONTE PRODUCE INC COMMON G36738105 7,448 343,228 X 1 303,226 40,002 FX ENERGY INC COMMON 302695101 12 3,000 X 1 3,000 GAP INC COMMON 364760108 1,021 54,787 X 2 54,787 GAP INC COMMON 364760108 38,859 2,084,689 X 1 1,783,972 300,717 GENERAL ELECTRIC COMMON 369604103 3,189 196,237 X 2 196,237 GENERAL ELECTRIC COMMON 369604103 122,662 7,548,447 X 1 6,436,600 1,111,847 GENESCO INC COMMON 371532102 10,817 362,031 X 1 320,922 41,109 GENESEE & WYOMING INC-CL A COMMON 371559105 53 1,210 X 2 1,210 GENESEE & WYOMING INC-CL A COMMON 371559105 17,478 402,804 X 1 355,230 47,574 GENZYME CORP COMMON 372917104 106 1,500 X 1 1,500 GEOEYE INC COMMON 37250W108 14,858 367,049 X 1 213,113 153,936 GEOEYE INC COMMON 37250W108 2,068 51,088 X 2 51,088 GILEAD SCIENCES INC COMMON 375558103 16 441 X 1 441 GLAXOSMITHKLINE PLC-ADR ADR 37733W105 18 450 X 1 450 GOLDMAN SACHS GROUP COMMON 38141G104 66 459 X 1 459 GOODRICH COMMON 382388106 1 X 1 1 GOODYEAR TIRE & RUBBER CO COMMON 382550101 557 51,828 X 2 51,828 GOODYEAR TIRE & RUBBER CO COMMON 382550101 27,266 2,536,355 X 1 2,179,494 356,861 GOOGLE INC-CL A COMMON 38259P508 1,447 2,752 X 2 2,752 GOOGLE INC-CL A COMMON 38259P508 95,374 181,392 X 1 67,056 586 113,750 GRAFTECH INTL LTD COMMON 384313102 8,147 521,216 X 1 456,584 64,632 GRAINGER W W COMMON 384802104 181 1,519 X 1 1,519 GREENHILL & CO INC COMMON 395259104 74 932 X 2 932 GREENHILL & CO INC COMMON 395259104 7,871 99,233 X 1 92,873 6,360 GRIFFON CORPORATION COMMON 398433102 7,919 649,592 X 1 575,334 74,258 GSI COMMERCE INC COMMON 36238G102 77 3,130 X 2 3,130 GSI COMMERCE INC COMMON 36238G102 4,821 195,186 X 1 173,932 21,254 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 54 6,469 X 2 6,469 GT SOLAR INTERNATIONAL INC COMMON 3623E0209 3,385 404,475 X 1 359,813 44,662 GUESS INC COMMON 401617105 1,399 34,422 X 1 17,304 8,406 8,712 H & R BLOCK INC COMMON 093671105 1 X 1 1 HAEMONETICS CORP COMMON 405024100 29,226 499,329 X 1 361,350 137,979 HAEMONETICS CORP COMMON 405024100 2,132 36,422 X 2 36,422 HALLIBURTON CO COMMON 406216101 21,025 635,762 X 1 275,610 22,504 337,648 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 3,530 242,750 X 1 216,252 26,498 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 55 3,816 X 2 3,816 HANOVER INSURANCE GROUP INC/TH COMMON 410867105 10,379 220,833 X 1 193,467 27,366 HARMAN INTL COMMON 413086109 1,019 30,493 X 2 30,493 HARMAN INTL COMMON 413086109 41,402 1,239,224 X 1 1,067,415 171,809 HARTE HANKS INC COMMON 416196103 6,957 596,137 X 1 426,865 169,272 HARTE HANKS INC COMMON 416196103 533 45,688 X 2 45,688 HAYNES INTERNATIONAL INC COMMON 420877201 9,452 270,680 X 1 237,259 33,421 HCC INSURANCE HLDG COMMON 404132102 15,133 580,019 X 1 510,731 69,288 HCP INC COMMON 40414L109 72 2,000 X 1 2,000 HEICO CORP COMMON 422806109 80 1,755 X 2 1,755 HEICO CORP COMMON 422806109 5,013 109,829 X 1 98,019 11,810 HESS CORP COMMON 42809H107 81,213 1,373,691 X 1 1,066,146 307,545 HESS CORP COMMON 42809H107 1,798 30,415 X 2 30,415 HEWLETT PACKARD COMMON 428236103 58,205 1,383,524 X 1 1,175,056 208,468 HEWLETT PACKARD COMMON 428236103 1,519 36,109 X 2 36,109 HEXCEL CORP COMMON 428291108 80 4,522 X 2 4,522 HEXCEL CORP COMMON 428291108 5,089 286,044 X 1 255,670 30,374 HHGREGG INC COMMON 42833L108 3,766 152,107 X 1 135,247 16,860 HHGREGG INC COMMON 42833L108 60 2,430 X 2 2,430 HIBBETT SPORTS INC COMMON 428567101 4,138 165,836 X 1 147,933 17,903 HIBBETT SPORTS INC COMMON 428567101 65 2,608 X 2 2,608 HIGHLAND CREDIT STRATEGIES F Closed E 43005Q107 13,288 1,812,844 X 1 1,811,875 969 HITTITE MICROWAVE CORP COMMON 43365Y104 61 1,286 X 2 1,286 HITTITE MICROWAVE CORP COMMON 43365Y104 3,875 81,330 X 1 72,700 8,630 HMS HOLDINGS CORP COMMON 40425J101 71 1,205 X 2 1,205 HMS HOLDINGS CORP COMMON 40425J101 7,580 128,609 X 1 120,485 8,124 HOLOGIC INC CVT CV BND 436440AA9 75,826 4,736,168 X 1 4,040,199 195,758 500,212 HOLOGIC INC CVT CV BND 436440AA9 7,527 470,155 X 2 470,155 HOME DEPOT COMMON 437076102 307 9,699 X 2 9,699 HOME DEPOT COMMON 437076102 12,951 408,814 X 1 123,234 285,580 HONEYWELL INTERNATIONAL INC COMMON 438516106 1,512 34,414 X 2 34,414 HONEYWELL INTERNATIONAL INC COMMON 438516106 59,003 1,342,804 X 1 1,137,646 205,158 HORSEHEAD HOLDING CORP COMMON 440694305 10,881 1,102,381 X 1 964,580 137,801 HOSPIRA INC COMMON 441060100 1 20 X 1 20 HSN INC COMMON 404303109 1,272 42,532 X 2 42,532 HSN INC COMMON 404303109 18,533 619,827 X 1 450,459 169,368 HUB GROUP INC CL A COMMON 443320106 4,049 138,371 X 1 123,154 15,217 HUB GROUP INC CL A COMMON 443320106 65 2,215 X 2 2,215 HUMAN GENOME SCIENCE COMMON 444903108 10,039 336,978 X 1 158,129 178,849 HUMAN GENOME SCIENCES CV BND 444903AK4 28,922 970,863 X 1 727,729 44,703 198,431 HUMAN GENOME SCIENCES CV BND 444903AK4 5,806 194,893 X 2 194,893 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 237,303 7,965,865 X 1 7,503,090 162,506 300,270 HUMAN GENOME SCIENCES CVT CV BND 444903AM0 22,853 767,150 X 2 767,150 HUNT J B TRANSPORT SVCS INC COMMON 445658107 126 3,623 X 1 3,623 HUNTSMAN CORP COMMON 447011107 23 2,000 X 1 2,000 IAC/ INTERACTIVECORP COMMON 44919P508 26,287 1,000,632 X 1 692,606 308,026 IAC/ INTERACTIVECORP COMMON 44919P508 2,293 87,303 X 2 87,303 IBERIABANK CORP COMMON 450828108 16,259 325,320 X 1 285,405 39,915 IBM COMMON 459200101 35,620 265,540 X 1 84,802 12,111 168,627 ICF INTERNATIONAL INC COMMON 44925C103 5,091 203,087 X 1 181,081 22,006 ICF INTERNATIONAL INC COMMON 44925C103 82 3,279 X 2 3,279 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 5,388 307,874 X 1 216,981 12,518 78,375 ICONIX BRAND GROUP INC CVT CV BND 451055AB3 1,248 71,299 X 2 71,299 IGATE CORP COMMON 45169U105 3,639 200,628 X 1 200,628 IHS INC-CLASS A COMMON 451734107 90 1,319 X 2 1,319 IHS INC-CLASS A COMMON 451734107 5,723 84,162 X 1 75,229 8,933 II-VI INC COMMON 902104108 17,344 464,608 X 1 406,958 57,650 ILLINOIS TOOL WORKS INC COMMON 452308109 150 3,200 X 1 3,200 ILLUMINA INC COMMON 452327109 40 810 X 1 810 IMAX CORP COMMON 45245E109 53 3,173 X 2 3,173 IMAX CORP COMMON 45245E109 3,362 199,419 X 1 178,345 21,074 INCYTE CORP COMMON 45337C102 5,611 350,916 X 1 328,347 22,569 INCYTE CORP COMMON 45337C102 53 3,324 X 2 3,324 INFINERA CORP COMMON 45667G103 45 3,838 X 2 3,838 INFINERA CORP COMMON 45667G103 2,793 239,319 X 1 213,288 26,031 INFORMATICA CORP COMMON 45666Q102 7,461 194,238 X 1 173,111 21,127 INFORMATICA CORP COMMON 45666Q102 120 3,115 X 2 3,115 INGERSOLL-RAND PLC COMMON G47791101 371 10,380 X 1 10,380 INSPIRE PHARMACEUTICALS INC COMMON 457733103 44 7,467 X 2 7,467 INSPIRE PHARMACEUTICALS INC COMMON 457733103 2,795 469,706 X 1 419,761 49,945 INSULET CORP COMMON 45784P101 47 3,355 X 2 3,355 INSULET CORP COMMON 45784P101 2,982 210,865 X 1 188,509 22,356 INTEL CORP COMMON 458140100 552,438 28,727,919 X 1 28,057,387 21,704 648,828 INTEL CORP CVT CV BND 458140AD2 33,333 1,736,114 X 2 1,736,114 INTEL CORP CVT CV BND 458140AD2 209,758 10,924,912 X 1 9,811,977 96,579 1,016,356 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 3,158 30,157 X 1 30,157 INTERPUBLIC GROUP COS CVT CV BND 460690BA7 888 88,567 X 2 88,567 INTERPUBLIC GROUP COS CVT CV BND 460690BA7 3,489 347,826 X 1 340,177 7,649 INTERPUBLIC GROUP COS CVT CV BND 460690BE9 2,112 210,548 X 1 203,301 7,246 INTERPUBLIC GROUP COS INC COMMON 460690100 254 25,346 X 1 25,346 INTERVAL LEISURE GROUP COMMON 46113M108 1,036 76,912 X 2 76,912 INTERVAL LEISURE GROUP COMMON 46113M108 7,537 559,519 X 1 325,525 233,994 INTL PAPER COMMON 460146103 16,401 754,076 X 1 227,526 30,238 496,312 INTUITIVE SURGICAL INC COMMON 46120E602 23,083 81,352 X 1 50,145 31,207 INVITROGEN CORP CV BND 46185RAK6 25,394 543,885 X 1 530,457 12,448 980 IPG PHOTONICS CORP COMMON 44980X109 4,892 202,644 X 1 180,657 21,987 IPG PHOTONICS CORP COMMON 44980X109 79 3,282 X 2 3,282 ISLE OF CAPRI CASINOS COMMON 464592104 3,479 485,929 X 1 425,686 60,243 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 8,130 2,656,982 X 1 2,652,154 4,828 ISTAR FINANCIAL INC CVT CV BND 45031UBF7 2 674 X 2 674 ITC HOLDINGS CORP COMMON 465685105 16,011 257,209 X 1 227,009 30,200 IVANHOE MINES LTD COMMON 46579N103 5,861 250,342 X 1 250,342 J & J SNACK FOODS CORP COMMON 466032109 14,122 336,793 X 1 296,742 40,051 J CREW GROUP COMMON 46612H402 3,440 102,310 X 1 91,260 11,050 J CREW GROUP COMMON 46612H402 55 1,641 X 2 1,641 JACOBS 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JP MORGAN CHASE & CO COMMON 46625H100 3,028 79,538 X 2 79,538 K12 INC COMMON 48273U102 56 1,934 X 2 1,934 K12 INC COMMON 48273U102 3,511 120,956 X 1 107,822 13,134 KADANT INC COMMON 48282T104 721 38,133 X 2 38,133 KADANT INC COMMON 48282T104 5,223 276,215 X 1 160,586 115,629 KB HOME CORP COMMON 48666K109 11 940 X 2 940 KB HOME CORP COMMON 48666K109 5,643 498,050 X 1 496,500 1,550 KELLOGG CO COMMON 487836108 1,078 21,334 X 2 21,334 KELLOGG CO COMMON 487836108 51,864 1,026,807 X 1 758,379 268,428 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 3,928 421,475 X 1 352,836 14,461 54,178 KENDLE INTERNATIONAL INC CVT CV BND 48880LAA5 51 5,449 X 2 5,449 KENNETH COLE PRODUCTIONS -A COMMON 193294105 7,291 437,388 X 1 382,834 54,554 KIMBERLY CLARK COMMON 494368103 39 600 X 1 600 KINROSS GOLD CORP COMMON 496902404 36 1,902 X 1 1,902 KIRBY CORP COMMON 497266106 1,524 38,050 X 2 38,050 KIRBY CORP COMMON 497266106 19,867 495,931 X 1 354,063 141,868 KOHLS CORP COMMON 500255104 128 2,422 X 1 2,422 KOPPERS 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1,022,853 97,974 2,231,648 RADIANT SYSTEMS INC COMMON 75025N102 3,862 225,854 X 1 197,832 28,022 RANDGOLD RESOURCES LTD-ADR ADR 752344309 3,235 31,883 X 1 31,883 RANGE RESOURCES CORP COMMON 75281A109 136 3,574 X 1 3,574 RAVEN INDUSTRIES INC COMMON 754212108 11,989 316,419 X 1 276,978 39,441 RAYMOND JAMES FINANCIAL INC COMMON 754730109 12,546 495,290 X 1 326,830 168,460 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1,982 78,230 X 2 78,230 RBC BEARINGS INC COMMON 75524B104 9,407 276,826 X 1 244,061 32,765 RED HAT INC COMMON 756577102 10,105 246,473 X 1 77,325 169,148 REGENERON PHARMACEUTICALS COMMON 75886F107 3,289 120,036 X 1 106,931 13,105 REGENERON PHARMACEUTICALS COMMON 75886F107 53 1,918 X 2 1,918 REINSURANCE GRP OF AMERI-A COMMON 759351604 10,678 221,116 X 1 195,106 26,010 RELIANCE STEEL & ALUMINUM COMMON 759509102 32,289 777,483 X 1 550,261 227,222 RELIANCE STEEL & ALUMINUM COMMON 759509102 2,567 61,806 X 2 61,806 REPSOL ADR ADR 76026T205 14,188 550,000 X 1 550,000 RESMED INC COMMON 761152107 4,142 126,236 X 1 112,471 13,765 RESMED INC COMMON 761152107 66 2,023 X 2 2,023 RIVERBED TECHNOLOGY INC COMMON 768573107 4,498 98,694 X 1 98,694 RLI CORPORATION COMMON 749607107 11,000 194,278 X 1 170,877 23,401 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 4,098 161,476 X 1 139,360 22,116 ROLLINS INC COMMON 775711104 31,090 1,329,786 X 1 1,106,222 223,564 ROLLINS INC COMMON 775711104 699 29,892 X 2 29,892 ROSETTA RESOURCES INC COMMON 777779307 12,206 519,623 X 1 459,338 60,285 ROSETTA RESOURCES INC COMMON 777779307 57 2,433 X 2 2,433 ROSS STORES INC COMMON 778296103 790 14,464 X 1 7,874 6,590 ROVI CORP COMMON 779376102 3,428 68,010 X 1 68,010 S&P 500 ETF TRUST Exchange 78462F103 759 6,654 X 1 6,654 SALESFORCE.COM INC COMMON 79466L302 77,656 694,595 X 1 520,782 173,813 SALESFORCE.COM INC COMMON 79466L302 4,025 PUT 36,000 X 1 36,000 SALLY BEAUTY CO INC COMMON 79546E104 33,048 2,950,696 X 1 2,207,646 743,050 SALLY BEAUTY CO INC COMMON 79546E104 2,022 180,552 X 2 180,552 SANDISK CORP CVT CV BND 80004CAC5 1,335 36,428 X 1 36,428 SANDISK CORP CVT CV BND 80004CAC5 567 15,482 X 2 15,482 SANDISK CORP CVT CV BND 80004CAD3 4,534 123,723 X 1 123,723 SANDISK CORP CVT CV BND 80004CAD3 2,519 68,735 X 2 68,735 SANOFI-AVENTIS-ADR ADR 80105N105 1,763 53,012 X 2 53,012 SANOFI-AVENTIS-ADR ADR 80105N105 67,337 2,025,171 X 1 1,800,080 225,091 SAPIENT CORP COMMON 803062108 4,393 367,033 X 1 328,780 38,253 SAPIENT CORP COMMON 803062108 71 5,911 X 2 5,911 SCANSOURCE INC COMMON 806037107 13,137 473,567 X 1 416,380 57,187 SCHLUMBERGER LTD COMMON 806857108 108,728 1,764,782 X 1 1,304,071 4,509 456,202 SCHLUMBERGER LTD COMMON 806857108 2,743 44,526 X 2 44,526 SCHOLASTIC CORP COMMON 807066105 9,712 349,084 X 1 307,279 41,805 SCRIPPS CO (E.W.) -CL A COMMON 811054402 552 70,062 X 2 70,062 SCRIPPS CO (E.W.) -CL A COMMON 811054402 3,923 497,832 X 1 283,696 214,136 SEI INVESTMENTS CO COMMON 784117103 42,289 2,079,095 X 1 509,206 1,569,889 SEI INVESTMENTS CO COMMON 784117103 852 41,897 X 2 41,897 SIEMENS AG SPON ADR ADR 826197501 1,886 17,891 X 2 17,891 SIEMENS AG SPON ADR ADR 826197501 73,969 701,792 X 1 624,880 76,912 SIGNATURE BANK COMMON 82669G104 74 1,897 X 2 1,897 SIGNATURE BANK COMMON 82669G104 21,550 554,845 X 1 490,445 64,400 SILICON LABS INC COMMON 826919102 3,219 87,823 X 1 78,354 9,469 SILICON LABS INC COMMON 826919102 51 1,386 X 2 1,386 SIMON PROPERTY GROUP INC COMMON 828806109 16,059 173,166 X 1 173,166 SMITHFIELD FOODS INC CVT CV BND 832248AR9 2,968 176,328 X 1 176,328 SMURFIT - STONE CONTAINER CORP COMMON 83272A104 20,202 1,099,702 X 1 877,829 221,873 SOUTHWESTERN ENERGY CO COMMON 845467109 1,506 45,026 X 1 25,502 9,216 10,308 SOVRAN SELF STORAGE INC COMMON 84610H108 7,445 196,443 X 1 172,393 24,050 SPARTAN STORES INC COMMON 846822104 10,696 737,671 X 1 645,415 92,256 SPECTRA ENERGY CORP W/I COMMON 847560109 3,185 141,249 X 1 141,249 SPX CORP COMMON 784635104 12,137 191,798 X 1 112,942 78,856 SPX CORP COMMON 784635104 1,646 26,004 X 2 26,004 STANDARD PARKING CORP COMMON 853790103 14,949 874,187 X 1 769,122 105,065 STANLEY BLACK & DECKER INC COMMON 854502101 16 254 X 1 254 STARBUCKS CORP COMMON 855244109 24,245 947,795 X 1 369,287 14,983 563,525 STARWOOD HOTELS & RESORTS TR COMMON 85590A401 77,738 1,479,306 X 1 819,417 23,480 636,409 STATE STREET CORP COMMON 857477103 827 21,956 X 2 21,956 STATE STREET CORP COMMON 857477103 67,052 1,780,445 X 1 1,530,361 250,084 STEEL DYNAMICS INC COMMON 858119100 13,421 951,143 X 1 299,004 652,139 STEEL DYNAMICS INC CVT CV BND 858119AP5 4,193 297,151 X 1 286,895 10,256 STEEL DYNAMICS INC CVT CV BND 858119AP5 1,126 79,772 X 2 79,772 STEIN MART INC COMMON 858375108 8,394 950,630 X 1 549,808 400,822 STEIN MART INC COMMON 858375108 1,165 131,929 X 2 131,929 STERICYCLE INC COMMON 858912108 3,758 54,084 X 1 54,084 STERLING BANCSHARES INC TX COMMON 858907108 4,475 833,402 X 1 729,044 104,358 STIFEL FINANCIAL CORP COMMON 860630102 20,064 433,439 X 1 367,153 66,286 STIFEL FINANCIAL CORP COMMON 860630102 79 1,708 X 2 1,708 STRYKER CORP COMMON 863667101 70 1,400 X 1 1,400 SUCCESSFACTORS INC COMMON 864596101 4,764 189,720 X 1 168,446 21,274 SUCCESSFACTORS INC COMMON 864596101 77 3,054 X 2 3,054 SUPERMEDIA INC COMMON 868447103 1,988 188,099 X 1 164,611 23,488 SVB FINANCIAL GROUP COMMON 78486Q101 4,030 95,230 X 1 84,922 10,308 SVB FINANCIAL GROUP COMMON 78486Q101 65 1,540 X 2 1,540 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 6,739 184,772 X 1 173,413 11,359 SXC HEALTH SOLUTIONS CORP COMMON 78505P100 60 1,658 X 2 1,658 T-3 ENERGY SERVICES INC COMMON 87306E107 3,684 140,897 X 1 125,868 15,029 T-3 ENERGY SERVICES INC COMMON 87306E107 59 2,263 X 2 2,263 TARGET CORP COMMON 87612E106 73 1,364 X 2 1,364 TARGET CORP COMMON 87612E106 3,193 59,749 X 1 17,489 42,260 TEAM INC COMMON 878155100 5,603 325,578 X 1 288,449 37,129 TEKELEC COMMON 879101103 4,575 353,030 X 1 308,847 44,183 TELEFLEX INC COMMON 879369106 23,252 409,515 X 1 302,720 106,795 TELEFLEX INC COMMON 879369106 1,510 26,599 X 2 26,599 TEMPLE INLAND INC COMMON 879868107 17,387 931,789 X 1 673,977 257,812 TEMPLE INLAND INC COMMON 879868107 1,271 68,116 X 2 68,116 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 70 2,273 X 2 2,273 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 4,364 140,775 X 1 125,364 15,411 TENNECO AUTOMOTIVE COMMON 880349105 17,359 599,200 X 1 524,637 74,563 TENNECO AUTOMOTIVE COMMON 880349105 63 2,161 X 2 2,161 TERADATA CORP COMMON 88076W103 1,888 48,974 X 2 48,974 TERADATA CORP COMMON 88076W103 13,770 357,117 X 1 209,870 147,247 TERADYNE INC COMMON 880770102 14,023 1,258,787 X 1 1,110,013 148,774 TERADYNE INC CVT CV BND 880770AE2 2,889 259,361 X 1 259,361 TESCO CORP COMMON 88157K101 182 15,099 X 1 15,099 TEVA PHARMACEUTICALS -SP ADR ADR 881624209 139 2,630 X 1 2,630 TEXTAINER GROUP HOLDINGS LTD COMMON G8766E109 3,121 116,703 X 1 116,703 THE BRINKS CO COMMON 109696104 1,447 62,896 X 2 62,896 THE BRINKS CO COMMON 109696104 14,301 621,784 X 1 410,933 210,851 THE WALT DISNEY CO COMMON 254687106 15,435 466,310 X 1 146,507 319,803 THOMAS & BETTS COMMON 884315102 9,507 231,762 X 1 204,800 26,962 THORATEC CORP COMMON 885175307 3,102 83,874 X 1 74,886 8,988 THORATEC CORP COMMON 885175307 50 1,346 X 2 1,346 TIDEWATER COMMON 886423102 132 2,940 X 1 2,939 1 TIMBERLAND COMPANY CL A COMMON 887100105 3,824 193,041 X 1 193,041 TIME WARNER CABLE CL A COMMON 88732J207 192 3,561 X 1 3,561 TIME WARNER INC COMMON 887317303 1 X 1 1 TJX COMPANIES INC COMMON 872540109 188 4,220 X 1 4,220 TOTAL FINA ELF SA -SP ADR ADR 89151E109 2,423 46,957 X 2 46,957 TOTAL FINA ELF SA -SP ADR ADR 89151E109 80,331 1,556,807 X 1 1,367,455 189,352 TRANSOCEAN INC SERIES A CV BND 893830AU3 917 14,264 X 2 14,264 TRANSOCEAN INC SERIES A CV BND 893830AU3 2,097 32,621 X 1 32,621 TRANSOCEAN LTD COMMON H8817H100 242 3,764 X 1 3,764 TRAVELERS COS INC/THE COMMON 89417E109 55,403 1,063,389 X 1 910,829 152,560 TRAVELERS COS INC/THE COMMON 89417E109 1,448 27,784 X 2 27,784 TREX COMPANY INC COMMON 89531P105 4,144 217,291 X 1 193,938 23,353 TREX COMPANY INC COMMON 89531P105 65 3,420 X 2 3,420 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 4,981 223,673 X 2 223,673 TRINITY INDUSTRIES INC CVT CV BND 896522AF6 50,127 2,250,877 X 1 1,923,552 34,925 292,401 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 9,599 999,903 X 1 874,736 125,167 TTM TECHNOLOGIES COMMON 87305R109 6,252 638,624 X 1 558,749 79,875 U-STORE-IT TRUST COMMON 91274F104 10,118 1,211,735 X 1 1,062,091 149,644 UAL CORP COMMON 902549807 2,363 100,000 X 1 100,000 UAL CORP CVT CV BND 902549AH7 12,158 513,865 X 2 513,865 UAL CORP CVT CV BND 902549AH7 31,515 1,332,003 X 1 1,129,001 7,048 195,955 UDR COMMON 902653104 12,683 600,522 X 1 526,550 73,972 UGI CORP COMMON 902681105 56,383 1,970,728 X 1 1,406,298 564,430 UGI CORP COMMON 902681105 4,359 152,356 X 2 152,356 UIL HLDGS CORP COMMON 902748102 12,575 446,561 X 1 392,458 54,103 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 93 3,173 X 2 3,173 ULTA SALON COSMETICS & FRAGR COMMON 90384S303 5,908 202,337 X 1 180,937 21,400 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 5,283 136,727 X 1 122,194 14,533 ULTIMATE SOFTWARE GROUP INC. COMMON 90385D107 83 2,143 X 2 2,143 UNION PACIFIC COMMON 907818108 1,827 22,338 X 1 11,143 4,880 6,315 UNITED PARCEL SERIVCE CL B COMMON 911312106 911 13,655 X 2 13,655 UNITED PARCEL SERIVCE CL B COMMON 911312106 71,492 1,072,008 X 1 333,399 5,300 733,309 UNITED RENTALS INC CVT CV BND 911363AL3 2,671 179,978 X 1 179,978 UNITED RENTALS NORTH AM CV BND 911365AH7 445 30,009 X 1 28,864 1,145 UNITED RENTALS NORTH AM CV BND 911365AH7 10 687 X 2 687 UNITEDHEALTH GROUP COMMON 91324P102 73,329 2,088,555 X 1 1,788,702 299,853 UNITEDHEALTH GROUP COMMON 91324P102 1,939 55,233 X 2 55,233 UNIVERSAL HEALTH SERVICES CL B COMMON 913903100 148 3,820 X 1 3,820 UNUM GROUP COMMON 91529Y106 66,229 2,990,002 X 1 2,205,377 32,658 751,967 UNUM GROUP COMMON 91529Y106 1,272 57,425 X 2 57,425 URBAN OUTFITTERS INC COMMON 917047102 1,412 44,903 X 1 22,228 9,703 12,972 US BANCORP COMMON 902973304 1,232 56,987 X 2 56,987 US BANCORP COMMON 902973304 47,692 2,205,927 X 1 1,879,747 326,180 US STEEL CORP CVT CV BND 912909AE8 51,164 1,167,057 X 1 1,167,057 US STEEL CORP COMMON 912909108 2,959 PUT 67,500 X 1 67,500 VALEANT PHARMACY CVT CV BND 91911XAD6 263,447 4,360,375 X 1 3,574,280 146,305 639,790 VALEANT PHARMACY CVT CV BND 91911XAD6 2,011 33,279 X 2 33,279 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 87 2,687 X 2 2,687 VANCEINFO TECHNOLOGIES-ADR ADR 921564100 5,510 170,365 X 1 152,278 18,087 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1,454 50,515 X 2 50,515 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 13,272 461,168 X 1 303,665 157,503 VERISK ANALYTICS INC-CL A COMMON 92345Y106 12,932 461,701 X 1 211,951 249,750 VERISK ANALYTICS INC-CL A COMMON 92345Y106 1,400 49,965 X 2 49,965 VERIZON COMMUNICATIONS COMMON 92343V104 2,259 69,321 X 1 69,321 VERTEX PHARMACEUTICALS INC COMMON 92532F100 141,189 4,084,159 X 1 3,934,929 52,532 96,698 VIACOM INC CL B COMMON 92553P201 53,363 1,474,524 X 1 1,273,425 201,099 VIACOM INC CL B COMMON 92553P201 1,319 36,448 X 2 36,448 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 5,087 168,122 X 1 94,201 73,921 VIRTUS INVESTMENT PARTNERS COMMON 92828Q109 735 24,293 X 2 24,293 VISA INC-CLASS A SHRS COMMON 92826C839 62,736 844,816 X 1 223,783 621,033 VISA INC-CLASS A SHRS COMMON 92826C839 1,405 18,923 X 2 18,923 VITAMIN SHOPPE INC COMMON 92849E101 4,166 151,769 X 1 135,251 16,518 VITAMIN SHOPPE INC COMMON 92849E101 67 2,446 X 2 2,446 VITRAN CORP INC COMMON 92850E107 6,920 631,986 X 1 552,293 79,693 VMWARE INC-CLASS A COMMON 928563402 56,915 670,062 X 1 516,144 153,918 VOCUS INC COMMON 92858J108 3,011 162,958 X 1 145,233 17,725 VOCUS INC COMMON 92858J108 48 2,613 X 2 2,613 VODAFONE GROUP PLC ADR 92857W209 75,023 3,023,899 X 1 2,684,055 339,844 VODAFONE GROUP PLC ADR 92857W209 1,972 79,466 X 2 79,466 VOLCANO CORP COMMON 928645100 5,184 199,557 X 1 177,891 21,666 VOLCANO CORP COMMON 928645100 82 3,149 X 2 3,149 VOLCOM INC COMMON 92864N101 72 3,765 X 2 3,765 VOLCOM INC COMMON 92864N101 4,483 234,490 X 1 209,424 25,066 W R GRACE & CO COMMON 38388F108 14,016 501,632 X 1 441,605 60,027 WABASH NATIONAL CORP COMMON 929566107 10,159 1,255,772 X 1 1,099,617 156,155 WABTEC COMMON 929740108 10,666 223,179 X 1 196,484 26,695 WALGREEN CO COMMON 931422109 645 19,242 X 1 19,242 WALTER ENERGY INC COMMON 93317Q105 3,727 45,848 X 1 45,848 WASHINGTON FEDERAL INC COMMON 938824109 11,704 766,940 X 1 680,085 86,855 WASTE CONNECTIONS INC COMMON 941053100 19,822 499,789 X 1 440,505 59,284 WASTE CONNECTIONS INC COMMON 941053100 80 2,013 X 2 2,013 WATERS CORP COMMON 941848103 12,168 171,909 X 1 54,011 117,898 WEATHERFORD INTL COMMON H27013103 5,938 347,255 X 1 82,459 264,796 WEATHERFORD INTL COMMON H27013103 115 6,722 X 2 6,722 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 4,616 92,563 X 1 82,292 10,271 WEBMD HEALTH CORP-CLASS A COMMON 94770V102 74 1,493 X 2 1,493 WELLCARE HEALTH PLANS INC COMMON 94946T106 24,853 858,188 X 1 627,325 230,863 WELLCARE HEALTH PLANS INC COMMON 94946T106 1,704 58,848 X 2 58,848 WELLPOINT INC COMMON 94973V107 18,567 327,811 X 1 102,970 224,841 WELLPOINT INC COMMON 94973V107 86 1,524 X 2 1,524 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 3,824 152,260 X 1 149,197 64 2,999 WELLS FARGO CO CVT PFD 7.5 CV PFD 949746804 135 5,360 X 2 5,360 WELLS FARGO COMPANY COMMON 949746101 2,044 81,327 X 2 81,327 WELLS FARGO COMPANY COMMON 949746101 117,068 4,658,499 X 1 3,211,443 44,253 1,402,803 WEST PHARMACEUTICALS SVCS COMMON 955306105 8,497 247,663 X 1 217,826 29,837 WESTERN ASSET HIGH INCOME OPP Closed E 95766K109 28,641 4,567,875 X 1 4,567,875 WESTERN ASSET MANAGED HIGH INC Closed E 95766L107 15,825 2,457,255 X 1 2,435,443 21,812 WESTERN DIGITAL CORP COMMON 958102105 137 4,829 X 1 4,829 WEYERHAEUSER CO COMMON 962166104 2,857 181,289 X 2 181,289 WEYERHAEUSER CO COMMON 962166104 49,366 3,132,344 X 1 2,513,344 619,000 WILEY JOHN & SONS CL A COMMON 968223206 16,849 412,348 X 1 362,661 49,687 WORLD FUEL SERVICES CORP COMMON 981475106 4,246 163,261 X 1 145,710 17,551 WORLD FUEL SERVICES CORP COMMON 981475106 68 2,620 X 2 2,620 WRIGHT EXPRESS CORP COMMON 98233Q105 1,837 51,435 X 2 51,435 WRIGHT EXPRESS CORP COMMON 98233Q105 32,422 907,930 X 1 686,431 221,499 WYNDHAM WORLDWIDE CORP COMMON 98310W108 43,478 1,582,750 X 1 1,127,387 455,363 WYNDHAM WORLDWIDE CORP COMMON 98310W108 3,302 120,199 X 2 120,199 WYNN RESORTS LTD COMMON 983134107 3,912 45,080 X 1 45,080 XL GROUP PLC COMMON G98290102 268 12,362 X 1 12,362 ZEP INC COMMON 98944B108 9,662 554,041 X 1 500,717 53,324 ZIMMER HOLDINGS INC COMMON 98956P102 26,522 506,815 X 1 130,736 376,079 ZIMMER HOLDINGS INC COMMON 98956P102 553 10,573 X 2 10,573 ZOLL MEDICAL CORP COMMON 989922109 5,745 178,022 X 1 158,791 19,231 ZOLL MEDICAL CORP COMMON 989922109 93 2,875 X 2 2,875 COLUMN TOTALS 16,313,566
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