-----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, GWzxhcSsUbwbqp2E/H7N8MWxToR5HDwh9O7Xz1L8mRkc21u5mTe71fwWYJdCOytB ZFj4wS1oFP1dw8HOIfgSMA== 0001193125-09-175432.txt : 20090814 0001193125-09-175432.hdr.sgml : 20090814 20090814110335 ACCESSION NUMBER: 0001193125-09-175432 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LORD ABBETT & CO LLC CENTRAL INDEX KEY: 0000728100 IRS NUMBER: 135620131 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00413 FILM NUMBER: 091013131 BUSINESS ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 BUSINESS PHONE: 201-395-2000 MAIL ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 FORMER COMPANY: FORMER CONFORMED NAME: LORD ABBETT & CO DATE OF NAME CHANGE: 19940808 13F-HR 1 d13fhr.txt LORD, ABBETT & CO. LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 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: Lord, Abbett & Co. LLC Address: 90 Hudson Street Jersey City, NJ 07302 Form 13F File Number: 28-413 The institutional investment manager filing this report and the person by whom it is signed hereby 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: Lawrence H. Kaplan Title: General Counsel Phone: (201) 827-2269 Signature, Place, and Date of Signing: /s/ Lawrence H. Kaplan Jersey City, New Jersey August 14, 2009 - -------------------------- ------------------------- ------------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here 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: 0 Form 13F Information Table Entry Total: 958 Form 13F Information Table Value Total: 40,418,822 ----------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE 6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- 3M Co. COM 88579Y101 4,026,700 67,000 67,000 67,000 3Par, Inc. COM 88580F109 13,418,437 1,082,132 1,082,132 1,045,790 36,342 51job, Inc. ADR 316827104 947,583 80,100 80,100 80,100 AAR Corp. COM 000361105 22,400,407 1,395,664 1,395,664 1,220,164 175,500 Aaron's, Inc. COM 002535201 5,347,829 179,337 179,337 172,573 6,764 Abaxis, Inc. COM 002567105 6,726,850 327,500 327,500 279,187 48,313 Abbott Laboratories COM 002824100 382,840,080 8,138,607 8,114,737 7,524,017 614,237 Abercrombie & Fitch Co. COM 002896207 3,933,749 154,933 154,933 154,933 Ace Ltd. COM H0023R105 94,869,944 2,144,923 2,144,923 2,041,723 103,200 Acorda Therapeutics, Inc. COM 00484M106 13,856,513 491,540 491,540 473,893 17,647 Activision Blizzard, Inc. COM 00507V109 20,733,800 1,641,631 1,641,631 1,570,009 71,622 Actuant Corp. Class A 00508X203 21,656,732 1,775,142 1,775,142 1,550,322 224,820 Actuant Corp. CV 2% 11/15/2023 00508XAB0 1,319,500 1,400,000 1,400,000 1,400,000 ADC Telecommunications, Inc. CV Adj% 06/15/2013 000886AB7 37,866,810 51,432,000 51,432,000 39,122,000 12,310,000 Adobe Systems, Inc. COM 00724F101 271,331,797 9,587,696 9,587,392 9,313,117 274,275 Advance Auto Parts, Inc. COM 00751Y106 4,705,713 113,418 113,418 113,418 Advanced Micro Devices, Inc. CV 5.75% 08/15/2012 007903AN7 3,534,000 5,700,000 5,700,000 5,700,000 Advisory Board Co. COM 00762W107 17,072,227 664,289 664,289 566,636 97,653 Aeropostale, Inc. COM 007865108 7,492,621 218,635 218,635 210,478 8,157 AES Trust III CV 6.75% 10/15/2029 00808N202 21,843,320 511,194 511,194 294,885 216,309 Affiliated Manager Group, Inc. COM 008252108 10,713,012 184,104 184,104 178,756 5,348 Affymetrix, Inc. COM 00826T108 3,110,285 524,500 524,500 458,700 65,800 Affymetrix, Inc. CV 3.5% 01/15/2038 00826TAG3 4,051,450 5,420,000 5,420,000 2,045,000 3,375,000 AGCO Corp. COM 001084102 1,558,821 53,623 53,623 53,623 Agilent Technologies, Inc. COM 00846U101 1,646,999 81,093 81,093 81,093 Airgas, Inc. COM 009363102 5,876,445 144,990 144,990 144,990 Albemarle Corp. COM 012653101 28,535,276 1,115,967 1,115,967 993,367 122,600 Alexion Pharmaceuticals, Inc. COM 015351109 17,285,162 420,359 420,359 409,967 10,392 Align Technology, Inc. COM 016255101 6,116,285 577,008 577,008 555,283 21,725 Allegheny Technologies, Inc. COM 01741R102 1,135,225 32,500 32,500 32,500 Allegiant Travel Co. COM 01748X102 929,360 23,445 23,445 22,535 910 Allergan, Inc. COM 018490102 20,441,248 429,619 429,493 417,665 11,828
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 30,766,178 30,126,000 30,126,000 23,136,000 6,990,000 Alliance Data Systems, Inc. COM 018581108 5,044,333 122,465 122,465 122,465 Alliant Techsystems, Inc. COM 018804104 72,866,857 884,736 884,736 860,436 24,300 Alliant Techsystems, Inc. CV 2.75% 02/15/2024 018804AH7 18,027,188 16,750,000 16,750,000 16,750,000 Allied Waste Industries, Inc. CV 4.25% 04/15/2034 019589AD2 1,755,000 1,800,000 1,800,000 1,000,000 800,000 Allos Therapeutics, Inc. COM 019777101 5,010,285 604,377 604,377 582,060 22,317 Allscripts Healthcare, Inc. COM 01988P108 1,459,120 92,000 92,000 92,000 Altera Corp. COM 021441100 2,370,221 145,591 145,591 145,591 Altria Group, Inc. COM 02209S103 39,206,158 2,392,078 2,384,763 2,185,543 206,535 ALZA Corp. CV 0% 7/28/2020 02261WAB5 7,003,631 8,085,000 8,085,000 8,085,000 Amazon.com, Inc. COM 023135106 2,091,500 25,000 25,000 25,000 A. M. Castle & Co. COM 148411101 20,011,088 1,656,547 1,656,547 1,465,641 190,906 Amdocs Ltd. COM G02602103 5,469,943 255,009 255,009 255,009 Amedisys, Inc. COM 023436108 33,133,193 1,003,428 1,003,428 853,912 149,516 Ameren Corp. COM 023608102 4,032,180 162,000 162,000 162,000 American Dental Partners, Inc. COM 025353103 5,206,706 574,058 574,058 502,377 71,681 American Eagle Outfitter, Inc. COM 02553E106 103,002,538 7,269,057 7,269,057 6,977,557 291,500 American Physicians Services Group, Inc. COM 028882108 4,995,498 220,163 220,163 192,763 27,400 American Pub Education, Inc. COM 02913V103 5,446,890 137,513 137,513 132,897 4,616 American Superconductor Corp. COM 030111108 12,497,048 476,078 476,078 458,167 17,911 American Tower Corp. Class A 029912201 3,411,767 108,207 108,207 108,207 America's Car-Mart, Inc. COM 03062T105 3,923,700 191,400 191,400 172,700 18,700 Amerigon Inc. COM 03070L300 4,147,195 679,868 679,868 594,568 85,300 AmerisourceBergen Corp. COM 03073E105 120,561,146 6,796,006 6,796,006 6,553,706 242,300 AMETEK, Inc. COM 031100100 25,306,958 731,838 731,838 691,938 39,900 Amgen, Inc. COM 031162100 428,472,934 8,093,558 8,074,818 7,443,684 649,484 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 60,408,525 63,255,000 63,255,000 45,675,000 17,580,000 Amgen, Inc. CV 0.375% 02/01/2013 031162AQ3 9,025 10,000 10,000 10,000 Amphenol Corp. Class A 032095101 12,841,948 405,877 405,877 405,877 Amylin Pharmaceuticals, Inc. CV 2.5% 4/15/2011 032346AD0 9,881,156 11,025,000 11,025,000 5,870,000 5,155,000 ANADIGICS, Inc. COM 032515108 7,875,482 1,879,590 1,879,590 1,823,082 56,508 Anaren, Inc. COM 032744104 5,202,340 294,250 294,250 271,550 22,700
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Anglo American Capital plc COM 03485P201 513,600 35,082 35,082 35,082 Anglogold Ashanti Ltd. ADR 035128206 7,103,436 193,924 193,924 168,124 25,800 Anixter International, Inc. COM 035290105 161,062,099 4,284,706 4,284,706 3,912,033 372,673 Annaly Capital Mgmt, Inc. COM 035710409 31,510,897 2,081,301 2,080,647 2,029,702 50,945 AnnTaylor Stores Corp. COM 036115103 2,410,758 302,100 302,100 302,100 ANSYS, Inc. COM 03662Q105 7,047,083 226,158 226,158 220,658 5,500 AON Corp. COM 037389103 550,133,551 14,526,896 14,492,719 13,267,209 1,258,943 A.O. Smith Corp. COM 831865209 21,892,186 672,158 672,158 573,441 98,717 Apache Corp. COM 037411105 31,071,614 430,653 430,653 419,363 11,290 Apollo Group, Inc. Class A 037604105 5,004,857 70,372 70,372 70,372 Apple, Inc. COM 037833100 32,990,206 231,624 231,624 224,434 7,190 Approach Resources, Inc. COM 03834A103 1,967,880 285,200 285,200 249,400 35,800 AptarGroup, Inc. COM 038336103 62,232,470 1,842,833 1,842,833 1,700,115 142,718 ArcelorMittal COM 03938L104 367,320 11,104 11,104 11,104 ArcelorMittal CV 5% 05/15/2014 03938LAK0 12,991,875 10,250,000 10,250,000 7,400,000 2,850,000 Arch Chemicals, Inc. COM 03937R102 42,982,877 1,747,982 1,747,982 1,539,401 208,581 Archer Daniels Midland Co. COM 039483102 236,023,768 8,816,727 8,792,516 8,021,552 794,442 Archer Daniels Midland Co. CV 0.875% 02/15/2014 039483AW2 24,230,115 26,481,000 26,481,000 19,781,000 6,700,000 Archer Daniels Midland Co. CVPFD 6.25% 06/01/2011 039483201 57,527,105 1,576,517 1,576,517 1,349,567 226,950 Arena Resources, Inc. COM 040049108 64,181,317 2,015,112 2,015,112 1,758,676 256,436 Arkansas Best Corp. COM 040790107 12,722,992 482,846 482,846 412,137 70,709 Arris Group, Inc. COM 04269Q100 24,891,727 2,047,017 2,047,017 1,792,217 254,800 Art Technology Group, Inc. COM 04289L107 1,896,580 499,100 499,100 499,100 Aruba Networks, Inc. COM 043176106 18,399,929 2,105,255 2,105,255 2,027,756 77,499 AsiaInfo Holdings, Inc. COM 04518A104 3,796,526 220,600 220,600 212,300 8,300 ASML Holding NV ADR N07059186 221,804 10,245 10,245 10,245 Astec Industries, Inc. COM 046224101 8,440,481 284,287 284,287 249,848 34,439 athenahealth, Inc. COM 04685W103 12,601,387 340,486 340,486 328,492 11,994 Atheros Communications, Inc. COM 04743P108 3,140,853 163,246 163,246 163,246 Atlas Air Worldwide Holdings COM 049164205 34,282,218 1,478,319 1,478,319 1,320,319 158,000 AT&T, Inc. COM 00206R102 406,243,095 16,354,392 16,301,877 14,585,846 1,767,880 Atwood Oceanics, Inc. COM 050095108 2,721,716 109,262 109,262 109,262
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Autoliv, Inc. COM 052800109 149,246,677 5,187,580 5,187,580 4,822,968 364,612 Avnet, Inc. COM 053807103 3,422,359 162,737 162,737 162,737 Avon Products, Inc. COM 054303102 37,480,665 1,453,866 1,446,996 1,240,159 213,707 AXA ADR 054536107 274,029 14,453 14,453 14,453 AZZ, Inc. COM 002474104 1,056,387 30,700 30,700 30,700 Balchem Corp. COM 057665200 3,332,268 135,900 135,900 118,800 17,100 Baldor Electric Co. COM 057741100 72,858,112 3,062,552 3,062,552 2,720,952 341,600 Ball Corp. COM 058498106 51,799,694 1,147,026 1,147,026 1,088,826 58,200 BancorpSouth, Inc. COM 059692103 16,011,368 779,901 779,901 693,201 86,700 Banco Santander S.A. ADR 05964H105 7,807,465 645,245 645,245 600,145 45,100 Bank of America, N.A. COM 060505104 163,531,577 12,388,756 12,293,335 11,027,933 1,360,823 Bank of New York Mellon Corp. COM 064058100 935,701,937 31,924,324 31,827,973 28,887,108 3,035,351 Bankrate, Inc. COM 06646V108 4,146,124 164,268 164,268 159,666 4,602 Barclays plc ADR 06738E204 11,920,722 646,460 646,460 552,660 93,800 Bare Escentuals Beauty, Inc. COM 067511105 4,974,748 560,851 560,851 539,656 21,195 Barrett Business Svcs, Inc. COM 068463108 3,388,350 322,700 322,700 282,000 40,700 Barrick Gold Corp. COM 067901108 77,067,806 2,297,103 2,297,103 2,259,323 37,780 Baxter International, Inc. COM 071813109 7,035,048 132,837 132,837 125,832 7,005 Baytex Energy Trust COM 073176109 2,174,958 129,231 129,231 129,231 BB&T Corp. COM 054937107 139,180,976 6,332,165 6,331,454 6,237,644 93,810 Beacon Roofing Supply, Inc. COM 073685109 42,115,921 2,912,581 2,912,581 2,491,660 420,921 BE Aerospace, Inc. COM 073302101 6,270,897 436,692 436,692 420,354 16,338 Beckman Coulter, Inc. CV 2.5% 12/15/2036 075811AD1 44,352,056 44,631,000 44,631,000 30,056,000 14,575,000 Bed Bath & Beyond, Inc. COM 075896100 11,472,733 373,097 373,097 362,307 10,790 Belden, Inc. COM 077454106 19,193,310 1,149,300 1,149,300 978,800 170,500 Benihana, Inc. Class A 082047200 3,273,128 517,900 517,900 451,000 66,900 Berkshire Hathaway, Inc. Class B 084670207 26,064,466 9,001 9,001 8,908 93 Best Buy Co., Inc. COM 086516101 343,536,518 10,257,884 10,228,325 9,241,705 1,015,597 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 15,164,188 15,755,000 15,755,000 14,105,000 1,650,000 Big Lots Stores, Inc. COM 089302103 45,060,056 2,142,656 2,142,656 1,897,956 244,700 Biogen Idec, Inc. COM 09062X103 2,245,490 49,734 49,734 49,734 BioMarin Pharmaceutical, Inc. COM 09061G101 3,387,370 217,000 217,000 217,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- BioMarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 11,232,813 10,270,000 10,270,000 10,270,000 Bio-Reference Laboratories inc. COM $.01 NEW 09057G602 1,869,763 59,151 59,151 59,151 Biovail Corp. COM 09067J109 1,838,615 136,700 136,700 136,700 BJ's Restaurants, Inc. COM 09180C106 9,112,988 540,189 540,189 536,359 3,830 Blackboard, Inc. CV 3.25% 7/1/2027 091935AA4 26,054,625 28,475,000 28,475,000 23,050,000 5,425,000 BlackRock, Inc. COM 09247X101 22,721,626 129,527 128,481 95,651 33,876 Blue Nile, Inc. COM 09578R103 2,240,940 52,127 52,127 50,163 1,964 BMC Software, Inc. COM 055921100 6,086,356 180,123 180,123 180,123 Boeing Co. (The) COM 097023105 4,555,320 107,184 107,184 101,056 6,128 BorgWarner, Inc. COM 099724106 61,271,998 1,794,202 1,794,202 1,730,902 63,300 Boston Beer Co., Inc. Class A 100557107 30,966,083 1,046,505 1,046,505 933,642 112,863 Boston Scientific Corp. COM 101137107 541,479,591 53,400,354 53,229,609 47,843,291 5,553,265 Bowne & Co., Inc. COM 103043105 6,982,489 1,072,579 1,072,579 937,306 135,273 Brinker International, Inc. COM 109641100 33,704,056 1,979,099 1,979,099 1,737,099 242,000 Bristol-Myers Squibb Co. COM 110122108 13,735,653 676,300 676,300 676,300 Bristow Group, Inc. COM 110394103 77,655,815 2,620,851 2,620,851 2,356,850 264,001 Bristow Group, Inc. CVPFD 5.5% 9/15/2009 110394400 9,596,737 235,850 235,850 131,650 104,200 British American Tobacco SPON ADR 110448107 201,494 3,611 3,611 3,611 Broadcom Corp. Class A 111320107 22,529,871 908,829 908,829 903,939 4,890 Broadpoint Gleacher Securities COM 11134A103 5,367,117 961,849 961,849 937,613 24,236 Brown & Brown, Inc. COM 115236101 33,709,602 1,691,400 1,691,400 1,442,500 248,900 Brush Engineer Materials, Inc. COM 117421107 16,886,563 1,008,153 1,008,153 901,760 106,393 Bryn Mawr Bank Corp. COM 117665109 3,177,161 168,371 168,371 147,213 21,158 Buckle, Inc. COM 118440106 4,784,308 150,592 150,592 144,940 5,652 Buffalo Wild Wings, Inc. COM 119848109 1,482,912 45,600 45,600 45,600 Burlington N. Santa Fe Corp. COM 12189T104 17,650,115 240,007 240,007 231,717 8,290 Cabot Oil & Gas Corp. COM 127097103 41,079,722 1,340,722 1,340,722 1,265,422 75,300 Cadence Design Systems, Inc. CV 1.375% 12/15/2011 127387AD0 17,413,219 21,075,000 21,075,000 21,075,000 CA, Inc. COM 12673P105 24,811,361 1,423,486 1,423,486 1,340,086 83,400 Calamos Asset Management, Inc. COM 12811R104 8,010,332 567,706 567,706 546,913 20,793 Cameron International Corp. COM 13342B105 67,175,144 2,373,680 2,373,680 2,298,380 75,300 Cameron International Corp. CV 1.5% 05/15/2024 216640AE2 9,285,719 5,675,000 5,675,000 3,475,000 2,200,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Cameron International Corp. CV 2.5% 06/15/2026 13342BAB1 14,771 13,000 13,000 13,000 Campbell Soup Co. COM 134429109 6,514,157 221,419 221,368 221,368 Canadian National Railway Co. COM 136375102 163,828,561 3,813,514 3,800,502 3,414,314 399,111 Canon, Inc. ADR 138006309 290,428 8,928 8,928 8,928 Capital One Financial Corp. COM 14040H105 209,829 9,590 9,590 9,090 500 CARBO Ceramics, Inc. COM 140781105 14,821,151 433,367 433,367 368,755 64,612 CardioNet, Inc. COM 14159L103 6,205,092 380,214 380,214 373,747 6,467 Carlisle Cos., Inc. COM 142339100 59,818,660 2,488,297 2,488,297 2,207,586 280,711 Carnival Corp. COM 143658300 266,820,570 10,353,922 10,313,361 9,285,127 1,068,166 Carnival Corp. CV 1.132% 4/29/2033 143658AV4 16,455,253 25,027,000 25,027,000 18,177,000 6,850,000 Carnival Corp. CV 2.0% 4/15/2021 143658AN2 7,363,125 7,650,000 7,650,000 4,750,000 2,900,000 Carpenter Technology Corp. COM 144285103 51,059,104 2,453,585 2,453,585 2,288,367 165,218 Carrizo Oil & Gas, Inc. COM 144577103 1,498,910 87,400 87,400 87,400 Carter's, Inc. COM 146229109 3,956,500 160,768 160,768 160,768 Casey's General Stores, Inc. COM 147528103 10,152,123 395,178 395,178 348,926 46,252 Catalyst Health Solution, Inc. COM 14888B103 33,183,269 1,330,524 1,330,524 1,132,256 198,268 Caterpillar, Inc. COM 149123101 159,218,372 4,818,958 4,800,656 4,189,077 629,645 Cavium Networks, Inc. COM 14965A101 9,619,186 572,230 572,230 554,306 17,924 Cbeyond, Inc. COM 149847105 3,732,579 260,110 260,110 250,372 9,738 Celanese Corp. COM 150870103 93,734,315 3,946,708 3,946,708 3,781,808 164,900 Celgene Corp. COM 151020104 26,033,906 544,187 544,187 537,297 6,890 Cemex SAB de CV ADR 151290889 14,333,771 1,534,665 1,534,665 1,351,465 183,200 Centene Corp. COM 15135B101 37,149,094 1,859,314 1,859,314 1,628,457 230,857 Central Euro Distribution Co. CV 3% 03/15/2013 153435AA0 16,056,878 23,398,000 23,398,000 13,722,000 9,676,000 Central Garden & Pet Co. COM 153527106 3,715,202 338,053 338,053 295,453 42,600 CenturyTel, Inc. COM 156700106 37,254,082 1,213,488 1,213,488 1,135,888 77,600 Cephalon, Inc. COM 156708109 2,954,298 52,150 52,150 52,150 Cerner Corp. COM 156782104 2,236,522 35,905 35,905 35,905 CF Industries Holdings Inc. COM 125269100 1,134,639 15,304 15,304 15,304 Changyou.com Ltd. ADR 15911M107 2,184,211 56,777 56,777 54,667 2,110 Charles River Laboratories COM 159864107 2,726,460 80,784 80,784 80,784 Charles Schwab & Co., Inc. COM 808513105 46,050,463 2,625,454 2,625,454 2,588,464 36,990
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Charlotte Russe Holding, Inc. COM 161048103 927,360 72,000 72,000 72,000 Charming Shoppes COM 161133103 7,241,839 1,946,731 1,946,731 1,946,731 Chart Industries, Inc. COM 16115Q308 7,151,158 393,353 393,353 381,504 11,849 Chesapeake Energy Corp. CV 2.75% 11/15/2035 165167BW6 22,879,896 26,261,000 26,261,000 20,036,000 6,225,000 Chesapeake Utilities Corp. COM 165303108 6,766,240 208,000 208,000 181,900 26,100 Chevron Corp. COM 166764100 241,823,299 3,650,163 3,640,273 3,264,758 385,219 Chicago Bridge & Iron Co. NV COM 167250109 31,284,406 2,522,936 2,522,936 2,209,836 313,100 Chico's FAS, Inc. COM 168615102 4,256,320 437,443 437,443 437,443 Children's Place Retail Stores COM 168905107 34,300,775 1,297,797 1,297,797 1,141,397 156,400 ChinaCast Education Corp. COM 16946T109 893,560 125,500 125,500 125,500 China Digital TV Holding Co. ADR 16938G107 1,041,808 119,200 119,200 119,200 Chipotle Mexican Grill, Inc. Class B 169656204 11,415,341 163,567 163,567 139,467 24,100 Chipotle Mexican Grill, Inc. COM 169656105 8,469,840 105,873 105,873 102,312 3,561 C.H. Robinson Worldwide, Inc. COM 12541W209 3,441,431 65,991 65,991 65,991 Church & Dwight Co., Inc. COM 171340102 3,987,223 73,416 73,416 73,416 Cia de Saneamento Basico ADR 20441A102 9,512,588 317,192 317,192 285,592 31,600 Ciena Corp. COM 171779309 6,134,486 592,704 592,704 570,290 22,414 Ciena Corp. CV 0.25% 05/01/2013 171779AB7 24,164,688 36,475,000 36,475,000 36,475,000 Ciena Corp. CV .875% 06/15/2017 171779AE1 2,493,750 5,000,000 5,000,000 5,000,000 Cisco Systems, Inc. COM 17275R102 50,765,276 2,723,459 2,723,459 2,666,557 56,902 Citrix Systems, Inc. COM 177376100 18,606,252 583,451 583,451 574,961 8,490 City National Bank COM 178566105 99,065,371 2,689,801 2,689,801 2,474,801 215,000 CLARCOR, Inc. COM 179895107 34,412,733 1,178,922 1,178,922 1,006,220 172,702 Clean Energy Fuels Corp. COM 184499101 10,217,074 1,186,652 1,186,652 1,150,307 36,345 Cleco Corp. COM 12561W105 2,292,557 102,255 102,255 102,255 Cliffs Natural Resources, Inc. COM 18683K101 2,438,558 99,655 99,655 99,655 Clorox Co. COM 189054109 894,732 16,026 16,026 16,026 CMS Energy Corp. COM 125896100 45,806,756 3,791,950 3,791,950 3,547,050 244,900 CNinsure, Inc. ADR 18976M103 3,143,304 234,400 234,400 234,400 Coach, Inc. COM 189754104 11,117,971 413,615 413,615 403,114 10,501 Coca-Cola Co. COM 191216100 8,877,622 184,989 184,989 174,837 10,152 Coca-Cola Enterprises, Inc. COM 191219104 306,227,716 18,392,055 18,284,207 16,718,579 1,672,562
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Coca Cola Hellenic Bttlg Co. Spon ADR 1912EP104 203,102 10,005 10,005 10,005 Cognizant Tech Solutions Corp. COM 192446102 7,735,124 289,705 289,705 289,705 Colfax Corp. COM 194014106 5,446,375 705,489 705,489 686,124 19,365 Colgate-Palmolive Co. COM 194162103 60,215,657 851,225 847,172 717,849 133,376 Comcast Corp. Class A 20030N101 84,745,678 5,848,563 5,825,536 5,117,108 731,455 Comcast Corp. Class A 20030N200 2,954,232 209,520 209,520 198,045 11,475 Comerica, Inc. COM 200340107 76,772,808 3,629,920 3,616,325 3,107,017 522,903 Commerce Bancshares, Inc. COM 200525103 38,976,599 1,224,524 1,224,524 1,198,285 26,239 Commercial Metals Co. COM 201723103 30,139,959 1,880,222 1,880,222 1,651,322 228,900 CommVault Systems, Inc. COM 204166102 1,440,802 86,900 86,900 86,900 Compellent Technologies, Inc. COM 20452A108 1,883,375 123,500 123,500 123,500 Comstock Resources, Inc. COM 205768203 44,507,840 1,346,682 1,346,682 1,158,458 188,224 COMSYS IT Partners, Inc. COM 20581E104 1,696,541 290,007 290,007 253,607 36,400 Comtech Telecommunications Co. COM 205826209 42,799,601 1,342,522 1,342,522 1,177,922 164,600 Conceptus, Inc. COM 206016107 7,359,071 435,448 435,448 431,467 3,981 Concur Technologies, Inc. COM 206708109 7,687,700 247,352 247,352 238,013 9,339 Connecticut Water, Inc. COM 207797101 1,583,370 73,000 73,000 63,300 9,700 ConocoPhillips Co. COM 20825C104 33,166,371 788,549 788,549 781,292 7,257 Conseco, Inc. CV Adj% 09/30/2035 208464BH9 2,158,000 4,150,000 4,150,000 4,150,000 Consol Energy, Inc. COM 20854P109 6,351,029 187,015 187,015 187,015 Constant Contact, Inc. COM 210313102 11,835,135 596,529 596,529 577,580 18,949 Continental Airlines, Inc. Class B 210795308 43,881,321 4,952,745 4,952,745 4,755,045 197,700 Continental Resources, Inc. COM 212015101 3,607,195 129,989 129,989 129,989 Con-Way Inc COM 205944101 5,014,620 142,017 142,017 142,017 Cooper Cos., Inc. COM 216648402 25,894,783 1,047,100 1,047,100 893,100 154,000 Copa Holdings SA Class A P31076105 5,110,664 125,200 125,200 120,576 4,624 Core Laboratories NV COM N22717107 6,055,095 69,479 69,479 66,855 2,624 Core Labs LP CV 0.25% 10/31/2011 21868FAB9 13,558,500 13,100,000 13,100,000 7,115,000 5,985,000 Corning, Inc. COM 219350105 43,288,012 2,695,393 2,676,546 2,095,506 599,887 Costco Wholesale Corp. COM 22160K105 17,611,455 385,371 385,371 380,871 4,500 Costco Wholesale Corp. CV 0% 08/19/2017 22160QAC6 20,837,490 19,988,000 19,988,000 11,563,000 8,425,000 Covance Inc. COM 222816100 4,155,137 84,454 84,454 84,454
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Covanta Holding Corp. CV 1% 02/01/2027 22282EAA0 13,979,195 16,022,000 16,022,000 7,917,000 8,105,000 Covidien plc COM G2554F105 246,836,622 6,592,859 6,572,490 6,008,112 584,321 CRA International, Inc. COM 12618T105 4,164,000 150,000 150,000 150,000 CRA International, Inc. CV 2.875% 6/15/2034 159852AB8 29,667,038 29,630,000 29,630,000 29,630,000 C.R. Bard, Inc. COM 067383109 5,960,690 80,063 80,063 80,063 Credit Suisse Group ADR 225401108 223,483 4,887 4,887 4,887 Crucell NV ADR 228769105 6,552,115 272,324 272,324 259,704 12,620 CSG Systems International, CV 2.5% 06/15/2024 126349AB5 12,372,750 14,100,000 14,100,000 7,847,000 6,253,000 CSX Corp. CV 0% 10/30/2021 126408GA5 4,865,438 3,850,000 3,850,000 2,150,000 1,700,000 Ctrip.com International Ltd. ADR 22943F100 13,731,886 296,585 296,585 285,530 11,055 CTS Corp. COM 126501105 2,434,635 371,700 371,700 325,100 46,600 Cubist Pharmaceuticals, Inc. COM 229678107 19,255,115 1,050,470 1,050,470 893,800 156,670 Cullen/Frost Bankers, Inc. COM 229899109 103,219,004 2,238,053 2,238,053 2,099,953 138,100 Cummins, Inc. COM 231021106 24,124,026 685,147 685,147 637,947 47,200 Curtiss-Wright Corp. COM 231561101 188,379,329 6,336,338 6,336,338 5,627,908 708,430 CVS Caremark Corp. COM 126650100 12,101,358 379,710 379,710 373,128 6,582 CyberSource Corp. COM 23251J106 6,278,738 410,375 410,375 394,829 15,546 Cypress Bioscience, Inc. COM 232674507 37,732,309 4,005,553 4,005,553 3,634,153 371,400 Cypress Semiconductor Corp. COM 232806109 1,361,646 148,005 148,005 148,005 Danaher Corp. COM 235851102 10,428,936 168,917 168,917 168,917 Danaher Corp. CV 0% 1/22/2021 235851AF9 13,382,655 14,586,000 14,586,000 12,211,000 2,375,000 Darden Restaurants, Inc. COM 237194105 8,119,709 246,201 246,201 239,911 6,290 DaVita, Inc. COM 23918K108 171,693,020 3,471,351 3,471,351 3,366,651 104,700 Dawson Geophysical Co. COM 239359102 907,440 30,400 30,400 30,400 DealerTrack Holdings, Inc. COM 242309102 21,731,100 1,278,300 1,278,300 1,087,800 190,500 DeCODE genetics, Inc. CV 3.5% 04/15/2011 243586AB0 181,280 2,266,000 2,266,000 2,266,000 Delta Air Lines, Inc. COM 247361702 389,323,051 67,240,596 67,033,035 60,422,729 6,813,856 Denbury Resources, Inc. COM 247916208 816,042 55,400 55,400 55,400 Desarrolladora Homex S.A. ADR 25030W100 8,201,975 294,083 294,083 257,883 36,200 Deutsche Telekom AG Reg Shares Spon ADR 251566105 182,699 15,483 15,483 15,483 Devon Energy Corp. COM 25179M103 94,679,253 1,737,234 1,731,373 1,531,101 206,114 DeVry, Inc. COM 251893103 3,932,694 78,591 78,591 78,591
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- DexCom, Inc. COM 252131107 11,417,591 1,844,522 1,844,522 1,790,762 53,760 Diageo plc ADR 25243Q205 39,495,630 689,880 689,880 682,380 7,500 Diamond Offshore Drilling, Inc COM 25271C102 6,715,008 80,855 80,855 80,855 DiamondRock Hospitality Co. COM 252784301 3,536,668 564,963 564,963 564,963 Dick's Sporting Goods, Inc. COM 253393102 19,349,346 1,124,962 1,124,962 1,080,751 44,211 Diebold Inc. COM 253651103 10,673,164 404,900 404,900 376,200 28,700 DigitalGlobe, Inc. COM 25389M877 4,018,714 209,308 209,308 204,570 4,738 Diodes, Inc. COM 254543101 7,865,747 502,925 502,925 483,829 19,096 Dominion Resources, Inc. COM 25746U109 3,745,847 112,084 112,084 105,386 6,698 Donaldson Co., Inc. COM 257651109 71,908,552 2,075,882 2,075,882 1,921,982 153,900 Donegal Group Inc. COM 257701201 4,955,372 325,797 325,797 284,876 40,921 Dow Chemical Co. COM 260543103 145,918,690 9,040,811 9,010,609 7,869,093 1,171,718 Dress Barn, Inc. COM 261570105 34,997,892 2,447,405 2,447,405 2,176,416 270,989 D.R. Horton, Inc. CV 2% 05/15/2014 23331ABB4 6,753,600 7,035,000 7,035,000 4,960,000 2,075,000 Dril-Quip, Inc. COM 262037104 6,079,541 159,568 159,568 153,634 5,934 Duff & Phelps Corp. Class A 26433B107 1,297,567 72,979 72,979 72,979 Dynamic Materials Corp. COM 267888105 728,784 37,800 37,800 37,800 EastGroup Properties, Inc. COM 277276101 3,271,423 99,074 99,074 99,074 Eastman Kodak Co. CV 3.375% 10/15/2033 277461BE8 38,507,400 47,540,000 47,540,000 37,390,000 10,150,000 Eaton Corp. COM 278058102 460,636,659 10,325,861 10,301,239 9,464,852 860,555 Ecolab USA, Inc. COM 278865100 2,347,003 60,195 60,195 60,195 eHealth, Inc. COM 28238P109 6,146,386 348,040 348,040 334,988 13,052 E-House China Holdings Ltd. ADR 26852W103 7,910,113 512,313 512,313 493,080 19,233 E.I. du Pont de Nemours & Co. COM 263534109 3,753,535 146,508 146,508 138,208 8,300 Electronic Arts, Inc. COM 285512109 17,139,817 789,126 789,126 767,045 22,081 Electronic Data Systems Corp. CV 3.875% 07/15/2023 285661AF1 63,840 64,000 64,000 64,000 Electronics for Imaging, Inc. COM 286082102 2,463,526 231,100 231,100 201,700 29,400 El Paso Corp. COM 28336L109 150,641,704 16,320,878 16,301,523 15,548,404 770,883 Embarq Corp. COM 29078E105 74,329,736 1,767,231 1,767,231 1,671,131 96,100 EMC Corp. COM 268648102 5,665,095 432,450 432,450 304,850 127,600 EMC Corp. CV 1.75% 12/01/2011 268648AK8 92,232,400 88,685,000 88,685,000 73,426,000 15,259,000 EMC Corp. CV 1.75% 12/01/2013 268648AM4 16,320 16,000 16,000 16,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Emerson Electric Co. COM 291011104 21,229,873 655,243 655,243 651,271 3,972 EnCana Corp. COM 292505104 78,318,282 1,583,147 1,583,147 1,569,347 13,800 Energizer Holdings, Inc. COM 29266R108 2,089,600 40,000 40,000 40,000 Energy Conversion Device, Inc. COM 292659109 1,576,296 111,399 111,399 107,198 4,201 Energy Conversion Device, Inc. CV 3% 06/15/2013 292659AA7 1,931,250 3,000,000 3,000,000 3,000,000 Energy Recovery, Inc. COM 29270J100 7,263,974 1,025,985 1,025,985 996,387 29,598 EnerNoc, Inc. COM 292764107 19,986,111 922,294 922,294 893,704 28,590 Enerplus Resources Fund Unit 29274D604 3,105,735 144,520 144,520 144,520 EnerSys COM 29275Y102 38,054,571 2,092,060 2,092,060 1,871,160 220,900 EnerSys CV Adj% 06/01/2038 29275YAA0 5,612,985 7,266,000 7,266,000 4,138,000 3,128,000 ENI S.p.A. ADR 26874R108 4,214,417 88,893 88,893 88,893 EnPro Industries, Inc. COM 29355X107 29,967,866 1,663,957 1,663,957 1,458,857 205,100 EOG Resources, Inc. COM 26875P101 162,360,043 2,390,460 2,390,326 2,229,409 160,917 EQT Corp. COM 26884L109 88,156,652 2,525,255 2,525,255 2,402,855 122,400 Equinix, Inc. COM 29444U502 10,896,016 149,794 149,794 146,752 3,042 Equinix, Inc. CV 2.5% 04/15/2012 29444UAF3 36,007,200 40,008,000 40,008,000 40,008,000 Estee Lauder Cos., Inc. (The) COM 518439104 1,820,764 55,732 55,732 55,732 Ethan Allen Interiors Inc. COM 297602104 2,435,356 235,073 235,073 233,173 1,900 Eurand NV COM N31010106 13,488,176 1,037,552 1,037,552 1,007,257 30,295 Euronet Worldwide, Inc. CV 1.625% 12/15/2024 298736AD1 77,321 79,000 79,000 79,000 Euronet Worldwide, Inc. CV 3.5% 10/15/2025 298736AF6 12,939,594 14,725,000 14,725,000 8,085,000 6,640,000 Evercore Partners, Inc. COM 29977A105 1,177,988 59,979 59,979 59,979 Evergreen Solar, Inc. CV 4% 07/15/2013 30033RAC2 2,081,188 4,970,000 4,970,000 4,970,000 EXCO Resources, Inc. COM 269279402 46,501,444 3,599,183 3,599,183 3,146,164 453,019 Expeditors Int'l of Washington COM 302130109 11,442,588 343,209 340,199 253,232 89,977 Exponent, Inc. COM 30214U102 4,253,441 173,539 173,539 152,139 21,400 Express Scripts, Inc. COM 302182100 19,277,775 280,404 280,404 270,714 9,690 Exxon Mobil Corp. COM 30231G102 420,527,546 6,015,270 5,995,377 5,371,667 643,182 F5 Networks Inc. COM 315616102 2,089,063 60,395 60,395 60,395 Family Dollar Stores, Inc. COM 307000109 396,200 14,000 14,000 14,000 FARO Technologies, Inc. COM 311642102 17,229,743 1,109,449 1,109,449 943,842 165,607 FedEx Corp. COM 31428X106 7,236,051 130,098 128,872 91,246 38,852
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Ferro Corp. CV 6.5% 08/15/2013 315405AL4 2,550,000 5,000,000 5,000,000 5,000,000 FGX International Holdings Ltd. COM G3396L102 2,401,749 211,050 211,050 184,650 26,400 Fifth Third Bank COM 316773100 3,905,817 550,115 550,115 535,335 14,780 Financial Federal Corp. COM 317492106 73,791,495 3,590,827 3,590,827 3,189,983 400,844 Financial Select Sector ETF 81369Y605 3,591,000 300,000 300,000 275,000 25,000 First Horizon National Corp. COM 320517105 22,891,356 1,907,613 1,907,613 1,724,783 182,830 First Solar, Inc. COM 336433107 843,024 5,200 5,200 5,200 Fiserv, Inc. COM 337738108 12,415,091 271,665 271,665 271,665 Fisher Scientific Int'l., Inc. CV 3.25% 3/1/2024 338032AX3 62,651,346 51,301,000 51,301,000 39,826,000 11,475,000 Five Star Quality Care, Inc. CV 3.75% 10/15/2026 33832DAB2 7,377,344 11,875,000 11,875,000 9,795,000 2,080,000 Flanders Corp. COM 338494107 5,161,728 844,800 844,800 738,800 106,000 FLIR Systems, Inc. COM 302445101 3,023,040 134,000 134,000 134,000 FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 4,189,650 2,040,000 2,040,000 2,040,000 Fluor Corp. COM 343412102 14,860,508 289,735 287,058 213,920 75,815 Foot Locker, Inc. COM 344849104 27,470,840 2,623,767 2,623,767 2,450,067 173,700 Ford Motor Co. COM 345370860 188,635,605 31,076,706 30,976,728 27,444,164 3,631,185 Forest Oil Corp. COM 346091705 69,800,057 4,678,288 4,678,288 4,369,088 309,200 FormFactor, Inc. COM 346375108 19,690,666 1,142,150 1,142,150 972,000 170,150 Fossil, Inc. COM 349882100 133,449,361 5,541,917 5,541,917 5,129,206 412,711 FPL Group, Inc. COM 302571104 6,267,280 110,223 110,223 106,528 3,695 Franklin Resources, Inc. COM 354613101 399,741,300 5,551,192 5,533,757 5,013,010 537,725 Freeport-McMoRan, Inc. CVPFD 6.75% 5/1/2010 35671D782 38,443,961 483,998 483,998 406,998 77,000 Freeport-McMoRan, Inc. COM 35671D857 3,191,406 63,688 63,688 61,520 2,168 Fresenius Medical Care AG & Co ADR 358029106 4,303,350 95,630 95,630 95,630 FTI Consulting, Inc. COM 302941109 55,585,975 1,095,938 1,095,938 967,025 128,913 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 10,983,600 6,480,000 6,480,000 6,480,000 Gafisa SA ADR 362607301 273,950 16,603 16,603 16,603 GameStop Corp. COM 36467W109 2,069,512 94,026 94,026 94,026 Gap, Inc. COM 364760108 24,937,643 1,520,588 1,510,802 1,217,058 303,530 GATX Corp. COM 361448103 98,671,488 3,836,372 3,836,372 3,528,491 307,881 GenCorp, Inc. CV 2.25% 11/15/2024 368682AL4 3,910,350 7,960,000 7,960,000 7,960,000 General Dynamics Corp. COM 369550108 60,503,162 1,092,312 1,092,312 1,079,912 12,400
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- General Electric Co. COM 369604103 136,614,677 11,656,542 11,562,637 9,083,966 2,570,443 Genesco, Inc. COM 371532102 18,614,997 991,742 991,742 871,262 120,480 Genesee & Wyoming, Inc. Class A 371559105 34,538,686 1,302,855 1,302,855 1,155,549 147,306 Genomic Health, Inc. COM 37244C101 542,429 31,300 31,300 31,300 Gentex Corp. COM 371901109 5,042,404 434,690 434,690 434,690 Genuine Parts Co. COM 372460105 44,112,237 1,314,429 1,314,429 1,243,629 70,800 Genzyme Corp. COM 372917104 11,155,823 200,392 200,392 193,535 6,857 Gerdau Ameristeel Corp. COM 37373P105 3,567,774 523,134 523,134 523,134 GFI Group, Inc. COM 361652209 9,153,257 1,358,050 1,358,050 1,307,212 50,838 Gilead Sciences, Inc. COM 375558103 11,091,103 236,787 236,787 226,867 9,920 Gilead Sciences, Inc. CV 0.625% 05/01/2013 375558AH6 57,751,826 44,553,000 44,553,000 40,653,000 3,900,000 Global Payments, Inc. COM 37940X102 48,768,650 1,301,886 1,301,886 1,128,186 173,700 GMX Resources, Inc. COM 38011M108 697,984 65,600 65,600 65,600 Gold Fields Ltd. ADR 38059T106 741,075 61,500 61,500 61,500 Goldman Sachs Group, Inc. COM 38141G104 700,553,788 4,751,450 4,734,488 4,198,738 552,376 Goodrich Petroleum Corp. COM 382410405 12,079,641 491,242 491,242 435,942 55,300 Goodyear Tire & Rubber Co. COM 382550101 3,029,267 269,029 269,029 269,029 Google, Inc. Class A 38259P508 21,748,985 51,588 51,588 49,288 2,300 Graco, Inc. COM 384109104 20,583,283 934,754 934,754 795,854 138,900 Granite Construction, Inc. COM 387328107 25,190,630 756,930 756,930 663,130 93,800 Great Atl & Pac Tea Co., Inc. CV 5.125% 06/15/2011 390064AJ2 735,000 1,000,000 1,000,000 1,000,000 Greatbatch, Inc. COM 39153L106 35,360,231 1,563,920 1,563,920 1,371,520 192,400 Great Lakes Dredge & Dock COM 390607109 3,866,690 808,931 808,931 708,731 100,200 Greenhill & Co., Inc COM 395259104 5,172,041 71,625 71,625 68,982 2,643 Green Mountain Coffee Roasters COM 393122106 2,299,532 38,896 38,896 37,376 1,520 Greif, Inc. Class A 397624107 38,746,316 876,217 876,217 769,067 107,150 GSI Commerce, Inc. COM 36238G102 8,830,397 619,677 619,677 599,387 20,290 Guess, Inc. COM 401617105 50,138,362 1,944,855 1,944,855 1,836,255 108,600 Gymboree Corp. COM 403777105 20,584,077 580,160 580,160 520,831 59,329 Haemonetics Corp. COM 405024100 4,833,771 84,803 84,803 81,636 3,167 Halliburton Co. COM 406216101 344,041,576 16,620,366 16,581,292 14,989,010 1,630,958 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 11,488,400 14,920,000 14,920,000 14,920,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Hansen Medical, Inc. COM 411307101 1,111,105 224,920 224,920 224,920 Hansen Natural Corp. COM 411310105 33,532,437 1,088,009 1,088,009 935,727 152,282 Harbin Electric, Inc. COM 41145W109 8,639,161 552,376 552,376 536,690 15,686 Hasbro, Inc. CV 2.75% 12/1/2021 418056AN7 16,738,033 13,762,000 13,762,000 13,762,000 HCC Insurance Holdings, Inc. COM 404132102 78,145,899 3,254,723 3,254,723 2,836,423 418,300 HealthSouth Corp. COM 421924309 44,837,644 3,105,100 3,105,100 2,904,800 200,300 HealthSpring, Inc. COM 42224N101 35,032,926 3,225,868 3,225,868 2,881,652 344,216 Heartland Express, Inc. COM 422347104 110,006,814 7,473,289 7,473,289 6,699,961 773,328 HEICO Corp. Class A 422806208 7,134,378 243,827 243,827 207,967 35,860 HEICO Corp. COM 422806109 11,533,109 318,067 318,067 271,258 46,809 Helix Energy Solutions, Inc. CV 3.25% 12/15/2025 127914AB5 4,560,000 6,000,000 6,000,000 2,540,000 3,460,000 Helmerich & Payne, Inc. COM 423452101 6,169,184 199,844 199,844 197,544 2,300 Hertz Global Holdings, Inc. COM 42805T105 424,942,118 53,184,245 53,040,183 48,096,392 5,084,113 Hess Corp. COM 42809H107 377,844,225 7,029,660 7,009,103 6,345,264 684,020 Hewlett-Packard Co. COM 428236103 230,598,558 5,966,328 5,950,002 5,477,796 488,045 Hexcel Corp. COM 428291108 99,348,744 10,424,842 10,424,842 9,407,006 1,017,836 Hhgregg, Inc. COM 42833L108 1,209,768 79,800 79,800 79,800 Hibbett Sports Inc. COM 428567101 1,931,400 107,300 107,300 102,700 4,600 H.J. Heinz Co. COM 423074103 12,566,400 352,000 352,000 352,000 HMS Holdings Corp. COM 40425J101 14,517,535 356,521 356,521 343,347 13,174 Home Depot USA, Inc. COM 437076102 376,634,128 15,938,812 15,881,913 14,096,140 1,842,176 Home Inns & Hotels Management ADR 43713W107 7,927,950 498,927 498,927 484,554 14,373 Honda Motor Co., Ltd. ADR 438128308 77,346,635 2,825,964 2,825,964 2,800,464 25,500 Honeywell International, Inc. COM 438516106 110,725,914 3,526,303 3,521,155 3,239,622 286,681 Host Hotels & Resorts, Inc. COM 44107P104 3,837,477 457,387 457,387 457,387 HSBC Holdings plc ADR 404280406 8,652,196 207,139 207,139 177,739 29,400 HSN Interactive LLC COM 404303109 93,586,822 8,854,004 8,814,224 7,635,905 1,218,099 HUB Group, Inc. Class A 443320106 33,749,991 1,635,174 1,635,174 1,434,450 200,724 Humana, Inc. COM 444859102 31,031,862 961,930 956,327 792,390 169,540 Human Genome Sciences, Inc. CV 2.25% 10/15/2011 444903AK4 2,745,000 4,500,000 4,500,000 2,360,000 2,140,000 Huron Consulting Group, Inc. COM 447462102 41,332,902 894,071 894,071 786,171 107,900 IAC/InterActiveCorp. COM 44919P508 111,932,870 6,974,010 6,952,738 6,352,658 621,352
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- ICF International, Inc. COM 44925C103 4,212,745 152,691 152,691 133,391 19,300 ICICI Bank Ltd. ADR 45104G104 1,592,764 53,992 53,992 53,992 ICON plc ADR 45103T107 41,172,180 1,907,886 1,907,886 1,623,528 284,358 IDEX Corp. COM 45167R104 33,771,735 1,374,511 1,374,511 1,172,311 202,200 II-VI, Inc. COM 902104108 33,783,710 1,523,848 1,523,848 1,372,550 151,298 Ikanos Communications, Inc. COM 45173E105 588,640 367,900 367,900 320,900 47,000 Illumina, Inc. COM 452327109 14,230,311 365,442 365,442 353,177 12,265 Imax Corp. COM 45245E109 1,831,434 225,546 225,546 225,546 Immucor, Inc. COM 452526106 18,142,808 1,318,518 1,318,518 1,124,704 193,814 Incyte Corp. CV 3.5% 02/15/2011 45337CAF9 1,964,250 2,700,000 2,700,000 1,485,000 1,215,000 Incyte Corp. CV 3.5% 2/15/2011 45337CAE2 697,500 1,000,000 1,000,000 500,000 500,000 Infinera Corp. COM 45667G103 1,304,558 142,887 142,887 137,614 5,273 Ingersoll-Rand Co., Ltd. CV 4.5% 04/15/2012 45687AAD4 33,862,500 25,200,000 25,200,000 19,685,000 5,515,000 Ingles Markets, Inc. COM 457030104 10,058,598 660,013 660,013 660,013 Insulet Corp. COM 45784P101 9,129,112 1,185,599 1,185,599 1,151,485 34,114 Intel Corp. COM 458140100 188,601,102 11,395,837 11,353,875 10,204,928 1,190,519 Intel Corp. CV 2.95% 12/15/2035 458140AD2 63,565,125 75,225,000 75,225,000 66,400,000 8,825,000 IntercontinentalExchange, Inc. COM 45865V100 7,340,491 64,255 64,255 64,255 Intermec, Inc. COM 458786100 811,036 62,871 62,871 62,871 International Game Technology COM 459902102 91,814,502 5,774,497 5,774,497 5,561,697 212,800 International Game Technology CV 2.6% 12/15/2036 459902AP7 36,477,353 36,753,000 36,753,000 36,753,000 Interpublic Group of Co., Inc. COM 460690100 38,590,676 7,641,718 7,641,718 7,152,618 489,100 Intersil Corp. COM 46069S109 3,356,215 267,002 267,002 267,002 Int'l Business Machines Corp. COM 459200101 17,253,317 165,230 165,230 160,676 4,554 Intrepid Potash, Inc. COM 46121Y102 4,969,992 176,994 176,994 176,994 Intuit, Inc. COM 461202103 51,582,080 1,831,750 1,831,750 1,746,550 85,200 Invacare Corp. COM 461203101 23,416,237 1,326,699 1,326,699 1,166,299 160,400 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 19,925,000 20,000,000 20,000,000 20,000,000 Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 49,780,575 47,580,000 47,580,000 34,990,000 12,590,000 INX, Inc. COM 46185W109 1,548,720 286,800 286,800 241,200 45,600 IPC The Hopitalist Co., Inc. COM 44984A105 5,459,466 204,551 204,551 191,251 13,300 IPG Photonics Corp. COM 44980X109 4,737,548 431,864 431,864 418,815 13,049
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Iron Mountain, Inc. COM 462846106 2,790,159 97,049 97,049 97,049 iStar Financial, Inc. CV Adj% 10/01/2012 45031UBF7 13,438,824 35,070,000 35,070,000 18,450,000 16,620,000 Itau Unibanco Holding SA ADR 465562106 254,309 16,065 16,065 16,065 ITC Holdings Corp. COM 465685105 3,839,905 84,654 84,654 81,483 3,171 Itron, Inc. COM 465741106 47,248,518 857,972 857,972 777,828 80,144 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 31,369,843 28,583,000 28,583,000 28,508,000 75,000 ITT Corp. COM 450911102 114,178,145 2,565,801 2,565,801 2,489,001 76,800 Jack Henry & Assoc., Inc. COM 426281101 44,950,767 2,166,302 2,166,302 1,939,302 227,000 Jack in the Box, Inc. COM 466367109 7,088,475 315,745 315,745 315,745 Jacobs Engineering Group, Inc. COM 469814107 98,080,728 2,330,262 2,330,262 2,234,516 95,746 J.B. Hunt Transport Services COM 445658107 36,328,532 1,189,929 1,189,929 1,033,884 156,045 J.C. Penney Co., Inc. COM 708160106 199,605,414 6,952,470 6,929,673 6,195,110 756,749 J. Crew Group, Inc. COM 46612H402 262,489,789 9,714,648 9,687,346 8,888,113 826,119 JDS Uniphase Corp. CV 1% 05/15/2026 46612JAD3 24,305,625 32,625,000 32,625,000 32,625,000 Jefferies & Co., Inc. COM 472319102 9,437,800 442,466 442,466 413,766 28,700 JetBlue Airways CV 3.75% 03/15/2035 477143AC5 13,492,325 14,018,000 14,018,000 8,128,000 5,890,000 J & J Snack Foods Corp. COM 466032109 25,441,109 708,666 708,666 603,092 105,574 JMP Group, Inc. COM 46629U107 922,031 119,900 119,900 119,900 J.M. Smucker Co. COM 832696405 75,144,178 1,544,270 1,544,270 1,483,870 60,400 Johnson Controls, Inc. CV 6.5% 09/30/2012 478366AS6 1,020,100 505,000 505,000 505,000 Johnson Controls, Inc. CVPFD 11.5% 3/31/2012 478366602 17,643,641 163,050 163,050 93,400 69,650 Johnson & Johnson, Inc. COM 478160104 96,926,530 1,706,453 1,701,185 1,535,071 171,382 Jones Lang LaSalle, Inc. COM 48020Q107 17,330,535 529,500 529,500 452,100 77,400 Joy Global, Inc. COM 481165108 12,787,081 357,981 355,813 284,770 73,211 JPMorgan Chase & Co. COM 46625H100 1,201,734,707 35,231,155 35,136,866 31,766,473 3,462,779 Juniper Networks, Inc. COM 48203R104 7,006,226 296,874 296,874 296,874 K12, Inc. COM 48273U102 8,472,189 393,141 393,141 379,837 13,304 Kansas City Southern COM 485170302 126,837,961 7,873,244 7,873,244 7,366,244 507,000 Kaydon Corp. COM 486587108 43,979,378 1,350,718 1,350,718 1,215,318 135,400 KBR, Inc. COM 48242W106 59,675,067 3,236,175 3,236,175 3,030,044 206,131 KBW, Inc. COM 482423100 44,818,002 1,558,345 1,558,345 1,391,842 166,503 Kellogg Co. COM 487836108 21,053,366 452,080 452,080 448,342 3,738
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Kennametal, Inc. COM 489170100 83,858,259 4,372,172 4,372,172 4,031,672 340,500 KeyCorp. COM 493267108 2,108,644 402,413 402,413 402,413 KForce, Inc. COM 493732101 17,653,580 2,134,653 2,134,653 1,862,664 271,989 Kirby Corp. COM 497266106 133,402,030 4,196,352 4,196,352 3,869,826 326,526 Knight Transportation, Inc. COM 499064103 54,546,367 3,295,853 3,295,853 2,871,353 424,500 Knot, Inc. COM 499184109 6,556,578 832,053 832,053 808,752 23,301 Kohl's Corp. COM 500255104 446,779,010 10,450,971 10,422,958 9,501,136 949,161 Koppers Holdings, Inc. COM 50060P106 77,933,291 2,955,377 2,955,377 2,639,032 316,345 Kraft Foods, Inc. Class A 50075N104 379,927,974 14,993,211 14,950,564 13,609,539 1,382,880 Kroger Co. COM 501044101 444,883,038 20,176,102 20,136,150 18,282,872 1,892,210 L-3 Communication Corp. CV 3.0% 8/1/2035 502413AW7 37,852,844 39,175,000 39,175,000 39,175,000 L-3 Communication Holding, Inc COM 502424104 3,938,633 56,769 56,769 56,769 Laboratory Corp. of America COM 50540R409 1,798,994 26,538 26,538 15,569 10,969 Laboratory Corp. of America CV 0% 09/11/2021 50540RAG7 20,793,534 22,571,000 22,571,000 12,482,000 10,089,000 Lamar Advertising Co. COM 512815101 2,619,950 171,575 171,575 171,575 Lam Research Corp. COM 512807108 4,527,068 174,118 174,118 174,118 Lasalle Hotel Properties COM 517942108 14,639,707 1,186,362 1,186,362 1,050,007 136,355 Layne Christensen Co. COM 521050104 3,307,276 161,725 161,725 143,244 18,481 Lazard Ltd. Class A G54050102 119,909,379 4,454,286 4,454,286 4,280,386 173,900 Leggett & Platt, Inc. COM 524660107 2,722,789 178,778 178,778 178,778 Legg Mason, Inc. COM 524901105 69,885,514 2,866,510 2,854,103 2,507,032 359,478 Legg Mason, Inc. CVPFD 7% 06/30/2011 524901303 7,808,170 309,848 309,848 309,848 Lender Processing Services COM 52602E102 4,825,621 173,771 173,771 173,771 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 21,507,750 54,450,000 54,450,000 54,450,000 Life Technologies Corp. COM 53217V109 3,419,538 81,964 81,964 81,964 Limited Brands, Inc. COM 532716107 5,406,143 451,641 451,641 451,641 Linear Technology Corp. COM 535678106 4,215,726 180,545 180,545 180,545 Littelfuse, Inc. COM 537008104 11,800,472 591,206 591,206 519,906 71,300 LKQ Corp. COM 501889208 4,129,246 251,018 251,018 251,018 Lockheed Martin Corp. COM 539830109 17,995,193 223,127 223,127 219,399 3,728 Longtop Financial Tech Ltd. ADR 54318P108 6,819,526 277,668 277,668 267,265 10,403 Lorillard Inc. COM 544147101 4,276,558 63,104 63,104 63,104
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Lowe's Cos., Inc. COM 548661107 97,630,039 5,029,884 5,026,459 4,857,563 171,603 LSB Industries, Inc. COM 502160104 4,490,409 277,700 277,700 242,700 35,000 Lucent Technologies, Inc. CV Adj% 06/15/2025 549463AH0 356,875 500,000 500,000 500,000 Lucent Technologies, Inc. CV Adj 6/15/2023 549463AG2 17,222,153 18,081,000 18,081,000 10,711,000 7,370,000 Lufkin Industries, Inc. COM 549764108 28,050,756 667,081 667,081 585,181 81,900 Lumber Liquidators, Inc. COM 55003Q103 9,031,284 573,051 573,051 556,070 16,981 Macrovision Solutions Corp. COM 55611C108 86,133,819 3,949,281 3,949,281 3,539,582 409,699 Macy's, Inc. COM 55616P104 26,716,192 2,271,785 2,271,785 2,119,123 152,662 Marathon Oil Corp. COM 565849106 5,450,125 180,887 180,887 178,387 2,500 Markel Corp. COM 570535104 30,218,241 107,271 107,271 104,281 2,990 Marlin Business Services Corp. COM 571157106 3,291,814 587,824 587,824 513,724 74,100 Marriott International, Inc. COM 571903202 287,689,409 13,035,315 13,007,914 12,015,457 1,019,365 Martek Biosciences Corp. COM 572901106 12,401,895 586,378 586,378 500,187 86,191 Marten Transport Ltd. COM 573075108 3,848,406 185,376 185,376 170,776 14,600 Marvel Entertainment, Inc. COM 57383T103 2,707,936 76,087 76,087 76,087 Marvell Technology Group COM G5876H105 7,817,668 671,621 671,621 626,621 45,000 Masco Corp. COM 574599106 81,009,845 8,456,143 8,413,671 7,409,776 1,045,577 Masimo Corp. COM 574795100 3,075,616 127,566 127,566 122,811 4,755 Mastercard, Inc. Class A 57636Q104 1,091,363 6,523 6,523 6,123 400 Max Capital Group Ltd. COM G6052F103 41,904,643 2,270,024 2,270,024 1,991,024 279,000 MAXIMUS, Inc. COM 577933104 44,889,157 1,088,222 1,088,222 949,122 139,100 Maxwell Technologies, Inc. COM 577767106 916,182 66,246 66,246 66,246 McAfee, Inc. COM 579064106 112,770,621 2,672,923 2,672,923 2,579,823 93,100 McCormick & Schmick's Seafood Restaurants Inc. COM 579793100 1,649,848 216,800 216,800 216,800 McDonald's Corp. COM 580135101 11,499,610 200,028 200,028 200,028 McGrath RentCorp. COM 580589109 3,733,854 195,900 195,900 171,200 24,700 McGraw-Hill Companies, Inc. COM 580645109 15,444,383 512,932 500,058 241,889 271,043 McKesson Corp. COM 58155Q103 55,813,472 1,268,488 1,268,488 1,218,588 49,900 Mechel OAO ADR 583840103 101,962 12,211 12,211 12,211 Medarex, Inc. CV 2.25% 05/15/2011 583916AG6 15,918,375 17,025,000 17,025,000 10,840,000 6,185,000 MedAssets, Inc. COM 584045108 6,390,453 328,558 328,558 316,429 12,129 Medco Health Solutions, Inc. COM 58405U102 1,219,794 26,744 26,744 25,314 1,430
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Medical Action Industries, Inc COM 58449L100 10,847,146 947,349 947,349 828,578 118,771 Medtronic, Inc. COM 585055106 2,464,769 70,644 70,644 66,466 4,178 Medtronic, Inc. CV 1.5% 04/15/2011 585055AL0 11,892,703 12,229,000 12,229,000 8,954,000 3,275,000 Medtronic, Inc. CV 1.625% 04/15/2013 585055AM8 15,661 17,000 17,000 17,000 Mercadolibre Inc COM 58733R102 8,444,110 314,141 314,141 302,413 11,728 Merck & Co., Inc. COM 589331107 10,263,137 367,065 367,065 353,914 13,151 Mercury Computer Systems, Inc. COM 589378108 2,810,150 303,800 303,800 265,400 38,400 Metalico, Inc. COM 591176102 2,451,938 526,167 526,167 480,641 45,526 Methode Electronics, Inc. COM 591520200 2,687,256 382,800 382,800 334,800 48,000 MetLife, Inc. COM 59156R108 194,328,825 6,475,469 6,458,963 5,829,223 646,029 Metro Bancorp, Inc. COM 59161R101 3,638,272 188,903 188,903 165,293 23,610 MetroPCS Wireless, Inc. COM 591708102 4,043,937 303,827 303,827 303,827 MGM Mirage COM 552953101 2,047,273 320,387 320,387 320,387 Michael Baker Corp. COM 057149106 4,240,236 100,100 100,100 87,400 12,700 Microchip Technology, Inc. COM 595017104 2,438,489 108,137 108,137 108,137 Microsoft Corp. COM 594918104 92,250,372 3,880,958 3,880,958 3,810,541 70,417 Middleby Corp. COM 596278101 4,348,168 99,002 99,002 95,313 3,689 Millipore Corp. CV 3.75% 06/01/2026 601073AD1 33,893,875 34,150,000 34,150,000 34,150,000 Mohawk Industries, Inc. COM 608190104 6,700,704 187,800 187,800 160,100 27,700 Molson Coors Brewing Co. CV 2.5% 07/30/2013 60871RAA8 69,748,965 65,034,000 65,034,000 50,169,000 14,865,000 Monolithic Power Systems, Inc. COM 609839105 9,604,500 428,581 428,581 414,509 14,072 Monro Muffler Brake, Inc. COM 610236101 7,788,845 302,950 302,950 275,400 27,550 Monsanto Co. COM 61166W101 35,681,713 479,980 479,951 458,467 21,484 Moody's Corp. COM 615369105 217,325,551 8,247,649 8,219,926 7,366,056 880,897 Moog, Inc. Class A 615394202 51,995,820 2,014,561 2,014,561 1,773,531 241,030 Morgan Stanley COM 617446448 484,367,338 16,989,384 16,944,504 15,294,837 1,693,572 Movado Group, Inc. COM 624580106 1,630,538 154,700 154,700 135,200 19,500 MPS Group, Inc. COM 553409103 19,840,316 2,596,900 2,596,900 2,215,178 381,722 MSC Industrial Direct Co. Class A 553530106 9,836,546 277,242 277,242 244,842 32,400 M&T Bank Corp. COM 55261F104 258,744,645 5,080,398 5,067,011 4,593,541 486,595 Multi-Color Corp. COM 625383104 4,363,677 355,928 355,928 311,728 44,200 Mylan Laboratories, Inc. COM 628530107 110,291,566 8,451,461 8,451,461 8,013,461 438,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Mylan Laboratories, Inc. CVPFD 6.5% 11/15/2010 628530206 73,568,196 85,644 85,644 76,494 9,150 MYR Group, Inc. COM 55405W104 21,986,682 1,087,373 1,087,373 1,037,833 49,540 Myriad Genetics, Inc. COM 62855J104 7,872,768 220,835 220,835 215,835 5,000 Nabors Industries Ltd. CV 0.94% 05/15/2011 629568AP1 31,696,500 33,900,000 33,900,000 24,650,000 9,250,000 Nalco Holding Co. COM 62985Q101 5,440,162 323,050 323,050 323,050 Nasdaq OMX Group, Inc. COM 631103108 2,704,857 126,929 126,929 126,929 Nash Finch CV Step% 03/15/2035 631158AD4 785,633 2,034,000 2,034,000 2,034,000 National City Corp. CV 4% 02/01/2011 635405AW3 39,593,813 40,095,000 40,095,000 37,595,000 2,500,000 National Fuel Gas Co. COM 636180101 5,863,000 162,500 162,500 162,500 National Presto Indus, Inc. COM 637215104 776,220 10,200 10,200 8,900 1,300 Natural Gas Services Group COM 63886Q109 952,280 71,600 71,600 71,600 NBTY, Inc. COM 628782104 74,556,693 2,651,376 2,651,376 2,360,707 290,669 Nektar Therapeutics CV 3.25% 09/28/2012 640268AH1 666,000 900,000 900,000 900,000 NetApp, Inc. COM 64110D104 8,310,087 421,404 421,404 421,404 Netezza Corp. COM 64111N101 7,346,618 883,007 883,007 857,330 25,677 Netflix, Inc. COM 64110L106 2,654,359 64,208 64,208 61,836 2,372 NetLogic Microsystems, Inc. COM 64118B100 11,264,718 308,961 308,961 297,239 11,722 Netsuite, Inc. COM 64118Q107 5,458,582 462,200 462,200 445,192 17,008 Neutral Tandem, Inc. COM 64128B108 4,357,034 147,596 147,596 142,173 5,423 New Jersey Resources Corp. COM 646025106 25,532,079 689,311 689,311 606,711 82,600 Newmont Mining Corp. CV 1.625% 07/15/2017 651639AJ5 4,955,593 4,714,000 4,714,000 2,914,000 1,800,000 Newmont Mining Corp. CV 3% 02/15/2012 651639AK2 31,244,543 27,589,000 27,589,000 21,804,000 5,785,000 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 50,835,545 51,091,000 51,091,000 38,401,000 12,690,000 NII Holdings, Inc. CV 2.75% 08/15/2025 62913FAF9 16,943,500 18,025,000 18,025,000 18,025,000 NII Holdings, Inc. CV 3.125% 06/15/2012 62913FAJ1 32,591,898 42,122,000 42,122,000 29,747,000 12,375,000 Nike, Inc. Class B 654106103 1,190,940 23,000 23,000 23,000 NiSource, Inc. COM 65473P105 5,830,000 500,000 500,000 500,000 Nissan Motor Co., Ltd. ADR 654744408 410,201 33,957 33,957 33,957 Noble Energy, Inc. COM 655044105 66,107,965 1,121,044 1,121,044 1,075,444 45,600 Nokia Corp. ADR 654902204 9,981,760 684,620 684,620 668,140 16,480 Nordson Corp. COM 655663102 46,302,966 1,197,697 1,197,697 1,065,654 132,043 Nordstrom, Inc. COM 655664100 44,088,273 2,216,605 2,216,605 2,126,405 90,200
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Northeast Utility Service Co. COM 664397106 23,660,134 1,060,517 1,060,517 992,017 68,500 Northern Trust Corp. COM 665859104 45,630,040 850,038 850,038 843,238 6,800 Northwest Natural Gas Co. COM 667655104 25,281,591 570,433 570,433 501,493 68,940 NRG Energy, Inc. COM 629377508 20,767,247 799,971 799,971 799,971 Nucor Corp. COM 670346105 12,155,959 273,598 272,444 229,724 43,874 NuVasive, Inc. COM 670704105 13,356,540 299,474 299,474 290,664 8,810 NVIDIA Corp. COM 67066G104 6,563,306 581,338 581,338 581,338 NVR Inc. COM 62944T105 2,476,280 4,929 4,929 4,929 NxStage Medical, Inc. COM 67072V103 2,065,637 350,108 350,108 350,108 Occidental Petroleum Corp. COM 674599105 204,300,498 3,104,399 3,094,785 2,740,025 364,278 Oceaneering Intl, Inc. COM 675232102 40,583,136 897,857 897,857 867,919 29,938 Odyssey Healthcare, Inc. COM 67611V101 46,333,533 4,507,153 4,507,153 3,946,253 560,900 Omnicom Group, Inc. COM 681919106 164,495,641 5,208,855 5,192,649 4,619,117 589,531 Omnicom Group, Inc. CV 0% 7/1/2038 681919AT3 86,599,957 89,509,000 89,509,000 63,934,000 25,575,000 ON Semiconductor Corp. COM 682189105 5,561,663 810,738 810,738 810,738 ON Semiconductor Corp. CV 2.625% 12/15/2026 682189AG0 29,313,248 32,661,000 32,661,000 22,911,000 9,750,000 Onyx Pharmaceuticals, Inc. COM 683399109 74,660,377 2,641,910 2,641,910 2,449,210 192,700 OpenTable, Inc. COM 68372A104 10,768,397 356,924 356,924 347,055 9,869 Optimer Pharmaceuticals, Inc. COM 68401H104 1,746,999 116,700 116,700 116,700 OptionsXpress Holdings, Inc. COM 684010101 44,776,205 2,883,207 2,883,207 2,453,728 429,479 Oracle Corp. COM 68389X105 323,612,980 15,107,982 15,066,466 13,630,784 1,476,003 Orbital Sciences Corp. CV 2.4375% 01/15/2027 685564AN6 10,875,244 11,837,000 11,837,000 6,032,000 5,805,000 O'Reilly Automotive, Inc. COM 686091109 4,918,299 129,157 129,157 129,157 Orion Marine Group, Inc. COM 68628V308 21,333,124 1,122,796 1,122,796 1,058,209 64,587 Orthovita, Inc. COM 68750U102 2,834,045 550,300 550,300 550,300 Oshkosh Corp. COM 688239201 7,488,100 515,000 515,000 515,000 OSI Pharmaceuticals, Inc. COM 671040103 45,259,550 1,603,243 1,603,243 1,425,343 177,900 Otter Tail Corp. COM 689648103 45,942,187 2,103,580 2,103,580 1,859,580 244,000 Overhill Farms, Inc. COM 690212105 10,704,435 2,031,202 2,031,202 1,769,757 261,445 Paccar, Inc. COM 693718108 38,972,533 1,198,786 1,198,786 1,162,886 35,900 Palm, Inc. COM 696643105 10,379,879 626,426 626,426 609,030 17,396 Parker Hannifin Corp. COM 701094104 181,307,954 4,220,390 4,217,684 4,049,999 170,391
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- PartnerRe Ltd. COM G6852T105 65,739,207 1,012,151 1,012,151 956,251 55,900 Patterson Cos., Inc. COM 703395103 48,949,580 2,255,741 2,255,741 2,112,141 143,600 Peet's Coffee & Tea, Inc. COM 705560100 2,136,960 84,800 84,800 84,800 Penn National Gaming, Inc. COM 707569109 9,473,471 325,437 325,437 320,688 4,749 Penn Virginia Corp. CV 4.5% 11/15/2012 707882AA4 13,174,425 15,969,000 15,969,000 9,016,000 6,953,000 Penn West Energy Trust COM 707885109 1,749,484 137,430 137,430 137,430 Penske Automotive Group, Inc. CV 3.5% 04/01/2026 909440AH2 5,689,119 5,965,000 5,965,000 5,965,000 Pentair, Inc. COM 709631105 18,688,509 729,450 729,450 682,550 46,900 PepsiCo, Inc. COM 713448108 18,495,634 336,529 336,529 329,667 6,862 Perficient, Inc. COM 71375U101 1,252,608 179,200 179,200 179,200 PerkinElmer, Inc. COM 714046109 39,952,488 2,296,120 2,296,120 1,990,659 305,461 Perma-Fix Envr Svcs, Inc. COM 714157104 1,630,959 673,950 673,950 589,009 84,941 PetMed Express, Inc. COM 716382106 21,180,081 1,409,187 1,409,187 1,217,656 191,531 Petrohawk Energy Corp. COM 716495106 18,388,580 824,600 824,600 818,700 5,900 Petroleo Brasileiro S.A. ADR 71654V101 14,700,518 440,663 440,663 383,863 56,800 Petroleo Brasileiro S.A. COM 71654V408 4,757,778 116,100 116,100 116,100 PetSmart, Inc. COM 716768106 33,126,965 1,543,661 1,543,661 1,442,561 101,100 PF Chang's China Bistro, Inc. COM 69333Y108 5,794,685 180,745 180,745 173,910 6,835 Pfizer, Inc. COM 717081103 22,131,075 1,475,405 1,475,405 1,458,547 16,858 Phase Forward, Inc. COM 71721R406 25,059,059 1,658,442 1,658,442 1,474,413 184,029 Philip Morris Int'l, Inc. COM 718172109 10,375,410 237,859 237,859 227,869 9,990 Phillips-Van Heusen Corp. COM 718592108 3,724,249 129,810 129,810 129,810 Piedmont Natural Gas Co., Inc. COM 720186105 50,389,996 2,090,004 2,090,004 1,889,173 200,831 Pioneer Drilling Co. COM 723655106 1,127,566 235,400 235,400 205,900 29,500 Placer Dome Inc. CV 2.75% 10/15/2023 725906AK7 14,170,500 10,050,000 10,050,000 10,050,000 Plexus Corp. COM 729132100 51,241,784 2,504,486 2,504,486 2,232,747 271,739 PMC-Sierra, Inc. COM 69344F106 1,150,220 144,500 144,500 144,500 PNC Financial Services Group COM 693475105 309,755,514 7,981,333 7,957,416 7,185,740 795,046 Polo Ralph Lauren Corp. COM 731572103 2,091,647 39,067 39,067 39,067 Polycom, Inc. COM 73172K104 6,215,694 306,645 306,645 306,645 Polypore International, Inc. COM 73179V103 33,471,333 3,010,012 3,010,012 2,647,448 362,564 Portec Rail Products, Inc. COM 736212101 4,671,589 474,273 474,273 414,173 60,100
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Potash Corp. COM 73755L107 13,803,688 148,347 148,347 140,547 7,800 Power Integrations, Inc. COM 739276103 37,684,930 1,584,066 1,584,066 1,347,893 236,173 PPL Corp. COM 69351T106 3,212,216 97,458 97,458 97,458 Praxair, Inc. COM 74005P104 182,443,055 2,567,090 2,563,328 2,370,286 196,558 Precision Castparts Corp. COM 740189105 47,782,872 654,291 654,291 631,891 22,400 Principal Financial Services COM 74251V102 6,054,234 321,350 318,084 223,843 97,507 Procter & Gamble Co. COM 742718109 20,893,104 408,867 408,867 394,704 14,163 Progress Energy, Inc. COM 743263105 42,258,567 1,117,065 1,116,745 1,085,577 31,168 ProLogis CV 2.25% 04/01/2037 743410AQ5 68,799,325 85,465,000 85,465,000 63,475,000 21,990,000 ProLogis CV 2.625% 05/15/2038 743410AS1 16,918,074 23,057,000 23,057,000 23,057,000 Prudential Financial, Inc. COM 744320102 14,060,972 377,780 373,332 234,522 143,258 Prudential Financial, Inc. CV Adj% 12/12/2036 744320AG7 128,118 127,000 127,000 127,000 Prudential plc ADR 74435K204 296,063 21,642 21,642 21,642 Psychemedics Corp. COM 744375205 1,129,104 164,114 164,114 137,425 26,689 Psychiatric Solutions, Inc. COM 74439H108 26,629,359 1,171,036 1,171,036 996,436 174,600 Pulte Homes, Inc. COM 745867101 103,842,840 11,760,231 11,720,511 10,447,225 1,312,460 Quaker Chemical Corp. COM 747316107 2,703,465 203,421 203,421 177,521 25,900 QUALCOMM, Inc. COM 747525103 84,071,864 1,859,997 1,859,709 1,806,692 53,017 Quanex Building Products Corp. COM 747619104 55,083,502 4,909,403 4,909,403 4,467,295 442,108 Quanta Services, Inc. CV 3.75% 04/30/2026 74762EAE2 12,820,700 10,865,000 10,865,000 5,943,000 4,922,000 Quest Diagnostics, Inc. COM 74834L100 15,391,621 272,756 272,756 268,592 4,164 Quicksilver Resources, Inc. COM 74837R104 4,601,263 495,292 495,292 476,740 18,552 Quicksilver Resources, Inc. CV 1.875% 11/1/2024 74837RAB0 4,764,500 5,200,000 5,200,000 5,200,000 Qwest Communications, Inc. COM 749121109 17,741,250 4,275,000 4,275,000 4,275,000 Qwest Communications, Inc. CV 3.50% 11/15/2025 749121BY4 7,048,800 7,120,000 7,120,000 7,120,000 Radiant Systems, Inc. COM 75025N102 6,585,245 793,403 793,403 692,003 101,400 Range Resources Corp. COM 75281A109 26,509,274 640,166 640,166 616,866 23,300 Raymond James Financial, Inc. COM 754730109 75,416,423 4,382,128 4,382,128 4,131,328 250,800 Rayonier Trs Holdings, Inc. CV 3.75% 10/15/2012 75508AAB2 29,865,600 31,110,000 31,110,000 20,085,000 11,025,000 Raytheon Co. COM 755111507 58,606,014 1,319,064 1,314,831 1,204,622 114,442 RBC Bearings, Inc. COM 75524B104 5,051,866 247,035 247,035 233,325 13,710 RC2 Brands, Inc. COM 749388104 4,267,998 322,600 322,600 281,900 40,700
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Red Robin Gourmet Burgers, Inc COM 75689M101 1,871,250 99,800 99,800 87,000 12,800 Reed Elsevier Group plc Spons ADR 758205207 208,074 6,980 6,980 6,980 Regal-Beloit Corp. COM 758750103 26,795,112 674,600 674,600 574,700 99,900 Reliance Steel & Aluminum Co. COM 759509102 247,048,633 6,435,234 6,435,234 5,929,747 505,487 Repsol YPF SA ADR 76026T205 210,586 9,418 9,418 9,418 Republic Services Inc. COM 760759100 37,025,747 1,516,827 1,516,827 1,418,272 98,555 Research In Motion Ltd. COM 760975102 1,650,207 23,226 23,226 23,226 Resources Connection, Inc. COM 76122Q105 21,380,170 1,245,205 1,245,205 1,084,913 160,292 Rex Energy Corp. COM 761565100 1,179,330 206,900 206,900 206,900 Rimage Corp. COM 766721104 5,678,909 341,897 341,897 299,145 42,752 Riverbed Technology, Inc. COM 768573107 26,047,727 1,123,231 1,123,231 1,024,037 99,194 RLI Corp. COM 749607107 28,134,400 628,000 628,000 536,300 91,700 Robert Half Int'l, Inc. COM 770323103 31,309,704 1,325,559 1,325,559 1,148,959 176,600 Rockwell Collins, Inc. COM 774341101 3,894,953 93,337 93,337 93,337 Rogers Corp. COM 775133101 46,809,509 2,313,866 2,313,866 2,047,739 266,127 Roper Industries, Inc. COM 776696106 54,054,649 1,192,996 1,192,996 1,154,296 38,700 Roper Industries, Inc. CV Adj% 01/15/2034 776696AA4 17,666,513 31,062,000 31,062,000 31,062,000 Rosetta Stone Ltd. COM 777780107 2,509,772 91,464 91,464 88,049 3,415 Ross Stores Inc. COM 778296103 6,088,803 157,741 157,741 157,741 Royal Caribbean Cruises Ltd. COM V7780T103 1,387,159 102,449 102,449 96,359 6,090 R.R. Donnelley & Sons Co. COM 257867101 2,498,300 215,000 215,000 215,000 RRI Energy, Inc. COM 74971X107 1,503,000 300,000 300,000 300,000 RTI International Metals, Inc. COM 74973W107 908,980 51,442 51,442 51,442 Rubio's Restaurants, Inc. COM 78116B102 3,606,840 578,947 578,947 503,447 75,500 Ruddick Corp. COM 781258108 10,121,573 431,992 431,992 380,146 51,846 Rush Enterprises, Inc. Class A 781846209 24,819,684 2,130,445 2,130,445 1,795,745 334,700 Rush Enterprises, Inc. Class B 781846308 3,749,468 378,352 378,352 331,848 46,504 Ryanair Holdings plc ADR 783513104 344,910 12,149 12,149 12,149 SAIC, Inc. COM 78390X101 12,465,600 672,000 672,000 672,000 Saks, Inc. CV 2.0% 03/15/2024 79377WAL2 3,881,168 5,782,000 5,782,000 3,057,000 2,725,000 Sanofi-Aventis SA ADR 80105N105 4,495,338 152,436 152,436 132,036 20,400 Santos Ltd. ADR 803021609 257,872 5,453 5,453 5,453
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Sapient Corp. COM 803062108 6,989,486 1,111,206 1,111,206 1,111,206 Savient Pharmaceuticals, Inc. COM 80517Q100 5,196,918 374,958 374,958 360,330 14,628 ScanSource, Inc. COM 806037107 114,836,110 4,683,365 4,683,365 4,062,534 620,831 Schering-Plough Corp. CVPFD 6% 08/13/2010 806605705 76,036,994 335,408 335,408 251,458 83,950 Schlumberger Ltd. COM 806857108 598,710,111 11,064,685 11,030,240 9,943,389 1,120,662 Schlumberger Ltd. CV 2.125% 06/01/2023 806857AD0 14,788 10,000 10,000 10,000 Schnitzer Steel Industries Class A 806882106 23,011,438 435,328 435,328 381,128 54,200 Scientific Games Corp. CV 0.75% 12/1/2024 80874PAD1 12,639,275 12,980,000 12,980,000 7,180,000 5,800,000 SEACOR Holdings, Inc. CV 2.875% 12/15/2024 811904AJ0 6,452,900 5,968,000 5,968,000 5,968,000 Semtech Corp. COM 816850101 24,077,510 1,513,357 1,513,357 1,291,004 222,353 ShoreTel, Inc. COM 825211105 1,799,200 224,900 224,900 224,900 Shutterfly, Inc. COM 82568P304 1,855,350 133,000 133,000 133,000 Siemens AG COM 826197501 375,010 5,420 5,420 5,420 Sigma-Aldrich Corp. COM 826552101 4,840,674 97,673 97,673 97,673 Signature Bank COM 82669G104 20,183,274 744,221 744,221 654,819 89,402 Silgan Holdings, Inc. COM 827048109 33,356,727 680,333 680,333 612,177 68,156 Silicon Laboratories, Inc. COM 826919102 20,439,454 538,731 538,731 525,058 13,673 Simon Property Group, Inc. COM 828806109 4,481,713 87,142 87,142 87,142 Sinclair Broadcast Group, Inc. CV Adj% 7/15/2018 829226AU3 10,437,000 14,700,000 14,700,000 14,700,000 Skilled Heathcare Group, Inc. Class A 83066R107 20,961,758 2,794,901 2,794,901 2,455,101 339,800 Smithfield Foods, Inc. COM 832248108 37,228,094 2,664,860 2,664,860 2,342,760 322,100 Smith International, Inc. COM 832110100 145,956,871 5,668,228 5,661,629 5,174,035 494,193 Snap-on, Inc. COM 833034101 27,414,942 953,895 953,895 916,895 37,000 Sohu.com, Inc. COM 83408W103 21,110,943 336,001 336,001 314,541 21,460 Solera Holdings, Inc. COM 83421A104 47,663,024 1,876,497 1,876,497 1,596,597 279,900 Somanetics Corp. COM 834445405 6,224,270 377,000 377,000 345,700 31,300 Sonoco Products Co. COM 835495102 13,668,265 570,700 570,700 486,800 83,900 Southwest Airlines Co. COM 844741108 37,163,699 5,522,095 5,522,095 5,365,095 157,000 Southwest Bancorp, Inc. COM 844767103 3,913,399 400,963 400,963 350,345 50,618 Southwestern Energy Co. COM 845467109 10,003,836 257,499 257,499 251,399 6,100 Spartan Motors, Inc. COM 846819100 1,817,332 160,400 160,400 160,400 Spartan Stores, Inc. CV 3.375% 05/15/2027 846822AE4 2,665,000 4,000,000 4,000,000 1,800,000 2,200,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- SPDR Trust Series COM 78462F103 34,470,000 375,000 375,000 375,000 Sprint Nextel Corp. COM 852061100 67,888,802 14,114,096 14,038,769 11,607,420 2,506,676 SPSS, Inc. CV 2.5% 03/15/2012 78462KAB8 16,694,950 17,620,000 17,620,000 9,120,000 8,500,000 SPX Corp. COM 784635104 66,391,959 1,355,768 1,355,768 1,297,368 58,400 Standard Parking Corp. COM 853790103 2,130,732 130,800 130,800 114,300 16,500 Starbucks Corp. COM 855244109 18,409,917 1,325,408 1,313,204 958,337 367,071 Starent Networks Corp COM 85528P108 16,103,326 659,702 659,702 634,934 24,768 Starwood Hotels & Resorts COM 85590A401 101,660,216 4,579,289 4,576,155 4,126,310 452,979 State Street Corp. COM 857477103 404,523,069 8,570,404 8,554,862 7,788,485 781,618 STEC, Inc. COM 784774101 4,087,400 176,257 176,257 169,660 6,597 Steel Dynamics, Inc. CV 5.125% 06/15/2014 858119AP5 5,773,625 5,225,000 5,225,000 2,915,000 2,310,000 STERIS Corp. COM 859152100 6,460,120 247,704 247,704 218,504 29,200 Sterling Construction Co. COM 859241101 5,300,210 347,327 347,327 324,227 23,100 Steve Madden Ltd. COM 556269108 5,837,212 229,360 229,360 220,680 8,680 Stifel Financial Corp. COM 860630102 7,788,368 161,954 161,954 155,890 6,064 St. Jude Medical, Inc. COM 790849103 3,548,492 86,338 86,338 81,517 4,821 St. Mary Land & Exploration COM 792228108 5,409,546 259,202 259,202 207,121 52,081 Stratasys, Inc. COM 862685104 8,699,091 791,546 791,546 673,559 117,987 Strayer Education, Inc. COM 863236105 15,641,104 71,712 71,712 69,885 1,827 SuccessFactors, Inc. COM 864596101 5,883,692 640,925 640,925 617,230 23,695 Suncor Energy, Inc. COM 867229106 23,879,218 787,054 787,054 769,185 17,869 Sunoco Inc. COM 86764P109 2,330,742 100,463 100,463 100,463 SunPower Corp. Class B 867652307 1,868,651 78,023 78,023 74,872 3,151 SunPower Corp. CV 4.75% 04/15/2014 867652AC3 16,013,113 13,970,000 13,970,000 13,970,000 Suntech Power Holdings Co. ADR 86800C104 3,860,868 216,174 216,174 208,020 8,154 Suntech Power Holdings Co. CV 3% 03/15/2013 86800CAE4 19,210,958 25,361,000 25,361,000 16,671,000 8,690,000 SunTrust Banks, Inc. COM 867914103 58,099,541 3,531,887 3,509,037 2,637,068 894,512 Superior Energy Services, Inc. COM 868157108 88,674,507 5,134,598 5,134,598 4,783,896 350,702 SUPERVALU Inc. COM 868536103 6,902,350 533,000 533,000 533,000 Susser Holdings Corp. COM 869233106 18,234,899 1,629,571 1,629,571 1,395,710 233,861 SVB Financial Group COM 78486Q101 35,605,883 1,308,078 1,308,078 1,166,962 141,116 Switch And Data Facilities Co. COM 871043105 1,900,495 162,020 162,020 162,020
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Sybase, Inc. COM 871130100 27,866,745 889,175 889,175 832,161 57,014 Sykes Enterprises, Inc. COM 871237103 43,331,574 2,395,333 2,395,333 2,042,484 352,849 Symantec Corp. CV 0.75% 06/15/2011 871503AD0 42,778,125 42,250,000 42,250,000 42,250,000 Symmetry Medical, Inc. COM 871546206 23,963,155 2,571,154 2,571,154 2,187,554 383,600 Synaptics, Inc. COM 87157D109 14,460,820 374,148 374,148 360,199 13,949 Synchronoss Technologies, Inc. COM 87157B103 9,283,273 756,583 756,583 732,218 24,365 Synovis Life Technology, Inc. COM 87162G105 2,226,544 107,200 107,200 107,200 Taiwan Semiconductor Co. ADR 874039100 5,660,444 601,535 601,535 583,555 17,980 Take-Two Interactive Software CV 4.375% 06/01/2014 874054AA7 5,280,438 4,850,000 4,850,000 2,480,000 2,370,000 Taleo Corp. Class A 87424N104 9,951,559 544,694 544,694 526,493 18,201 Target Corp. COM 87612E106 594,253,780 15,055,834 15,009,625 13,555,511 1,499,458 TD AMERITRADE Holdings Corp. COM 87236Y108 64,124,258 3,655,887 3,629,395 2,819,992 835,895 Team, Inc. COM 878155100 4,463,850 284,866 284,866 249,066 35,800 Tech Data Corp CV 2.75% 12/15/2026 878237AE6 24,124,365 25,836,000 25,836,000 21,536,000 4,300,000 Techne Corp. COM 878377100 37,242,643 583,649 583,649 496,544 87,105 TechTeam Global, Inc. COM 878311109 3,851,406 588,900 588,900 514,766 74,134 Techwell, Inc. COM 87874D101 4,040,050 475,300 475,300 415,300 60,000 TECO Energy, Inc. COM 872375100 6,155,880 516,000 516,000 516,000 Teleflex, Inc. COM 879369106 27,296,539 608,890 608,890 547,090 61,800 Telekomunikasi Indonesia Tbk ADR 715684106 2,098,240 69,988 69,988 69,988 TeleTech Holdings, Inc. COM 879939106 4,132,632 272,781 272,781 262,516 10,265 Tellabs, Inc. COM 879664100 50,602,375 8,831,130 8,831,130 8,256,601 574,529 Tennant Co. COM 880345103 10,256,875 557,742 557,742 492,642 65,100 Teradyne, Inc. COM 880770102 6,226,280 907,621 907,621 873,500 34,121 Teradyne, Inc. CV 4.5% 03/15/2014 880770AE2 16,162,781 11,195,000 11,195,000 6,640,000 4,555,000 Tetra Tech, Inc. COM 88162G103 5,790,222 202,102 202,102 202,102 Teva Pharmaceutical Finance CV 1.75% 02/01/2026 88165FAA0 78,098,213 69,190,000 69,190,000 64,215,000 4,975,000 Teva Pharmaceutical Finance CV .25% 2/01/2024 88164RAB3 28,325,506 19,895,000 19,895,000 17,945,000 1,950,000 Teva Pharmaceutical Industries ADR 881624209 417,320,014 8,458,047 8,432,704 7,734,570 722,806 Texas Capital Bancshares, Inc. COM 88224Q107 38,885,578 2,513,612 2,513,612 2,218,280 295,332 Texas Instruments, Inc. COM 882508104 6,587,451 309,270 309,270 297,395 11,875 Textron, Inc. CV 4.5% 05/01/2013 883203BN0 4,030,000 4,000,000 4,000,000 4,000,000
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Thermo Fisher Scientific, Inc. COM 883556102 12,994,337 318,723 318,723 315,323 3,400 Thomas & Betts Corp. COM 884315102 5,093,242 176,481 176,481 150,781 25,700 Thoratec Corp. COM 885175307 9,860,101 368,189 368,189 354,359 13,830 Tiffany & Co. COM 886547108 2,129,657 83,977 83,977 83,977 Time Warner Cable, Inc. COM 88732J207 29,615,187 935,118 933,058 863,890 71,178 Time Warner, Inc. COM 887317303 88,130,507 3,498,631 3,490,420 3,200,683 297,744 TJX Companies, Inc. COM 872540109 96,384,222 3,063,707 3,063,707 2,832,806 230,901 TomoTherapy, Inc. COM 890088107 1,535,875 558,500 558,500 487,100 71,400 Total S.A. ADR 89151E109 14,660,104 270,332 270,332 239,132 31,200 Tower Group, Inc. COM 891777104 23,736,341 957,883 957,883 815,083 142,800 Toyota Motor Corp. ADR 892331307 1,375,326 18,209 18,209 18,209 Transocean, Inc. CV 1.5% 12/15/2037 893830AV1 21,990 24,000 24,000 24,000 Transocean, Inc. CV 1.625% 12/15/2037 893830AU3 92,169,000 97,020,000 97,020,000 71,290,000 25,730,000 Transocean Ltd. COM H8817H100 68,233,285 918,472 918,472 846,872 71,600 Trimble Navigation Ltd. COM 896239100 8,976,799 457,300 457,300 427,200 30,100 T. Rowe Price Group, Inc. COM 74144T108 247,372,788 5,936,472 5,917,180 5,311,879 624,593 TrueBlue, Inc. COM 89785X101 791,280 94,200 94,200 94,200 True Religion Apparel, Inc. COM 89784N104 8,031,055 360,137 360,137 348,820 11,317 Tween Brands, Inc. COM 901166108 2,034,695 304,595 304,595 304,595 Tyco International Ltd. COM H89128104 46,308,363 1,782,462 1,782,462 1,673,062 109,400 UGI Corp. COM 902681105 23,031,948 903,568 903,568 805,268 98,300 Ultimate Software Group, Inc. COM 90385D107 1,582,872 65,300 65,300 65,300 Under Armour, Inc. Class A 904311107 4,153,594 185,594 185,594 181,895 3,699 Union Pacific Corp. COM 907818108 29,202,797 560,945 560,945 549,945 11,000 Unisource Energy Corp. COM 909205106 7,696,600 290,000 290,000 290,000 UnitedHealth Group, Inc. COM 91324P102 171,115,948 6,850,118 6,832,865 6,221,290 628,340 United Parcel Service, Inc. Class B 911312106 6,807,988 136,187 136,187 130,746 5,441 United States Steel Corp. CV 4% 05/15/2014 912909AE8 8,670,750 6,600,000 6,600,000 3,660,000 2,940,000 United Technologies Corp. COM 913017109 88,197,268 1,697,407 1,697,407 1,669,044 28,363 United Therapeutics Corp. COM 91307C102 4,487,154 53,848 53,848 51,870 1,978 United Therapeutics Corp. CV .5% 10/15/2011 91307CAD4 14,721,863 12,230,000 12,230,000 5,905,000 6,325,000 Universal Electronics Inc. COM 913483103 19,675,149 975,466 975,466 831,214 144,252
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Universal Forest Product, Inc. COM 913543104 22,855,296 690,701 690,701 608,077 82,624 Urban Outfitters, Inc. COM 917047102 3,327,179 159,424 159,424 159,424 URS Corp. COM 903236107 73,232,454 1,478,846 1,478,846 1,372,440 106,406 U.S. Bancorp COM 902973304 14,828,460 827,481 827,481 804,096 23,385 UTi Worldwide, Inc. COM G87210103 32,805,723 2,877,695 2,877,695 2,574,695 303,000 Valero Energy Corp. COM 91913Y100 2,736,906 162,043 162,043 153,086 8,957 Valspar Corp. COM 920355104 44,276,857 1,965,240 1,965,240 1,837,915 127,325 VanceInfo Technologies, Inc. ADR 921564100 1,423,414 96,372 96,372 96,372 Vanda Pharmaceuticals, Inc. COM 921659108 6,818,514 579,313 579,313 562,152 17,161 Varian Medical Systems Inc. COM 92220P105 31,922,792 908,446 908,446 879,546 28,900 Varian Semi Equip Assoc., Inc. COM 922207105 3,237,594 134,956 134,956 134,956 VCA Antech, Inc. COM 918194101 34,832,820 1,304,600 1,304,600 1,113,600 191,000 VeriFone Holdings, Inc. CV 1.375% 06/15/2012 92342YAB5 18,013,563 24,550,000 24,550,000 13,425,000 11,125,000 Verigy Ltd. COM Y93691106 28,465,119 2,338,958 2,338,958 1,995,038 343,920 Verizon Communications, Inc. COM 92343V104 250,077,913 8,137,908 8,110,877 7,216,981 920,540 Vertex Pharmaceuticals, Inc. COM 92532F100 12,112,325 339,852 339,852 331,162 8,690 Viacom, Inc. Class B 92553P201 45,918,582 2,022,845 2,016,230 1,806,509 216,336 Visa, Inc. COM 92826C839 1,992,320 32,000 32,000 32,000 VistaPrint Limited COM G93762204 14,328,737 335,961 335,961 323,323 12,638 VMware, Inc. Class A 928563402 8,159,157 299,199 299,199 288,799 10,400 Vocus, Inc. COM 92858J108 6,110,266 309,224 309,224 299,830 9,394 Vodafone Group plc Spons ADR 92857W209 210,083 10,779 10,779 10,779 Volcom, Inc. COM 92864N101 917,500 73,400 73,400 73,400 Vornado Realty Trust CV 3.625% 11/15/2026 929043AE7 62,272,210 68,431,000 68,431,000 48,161,000 20,270,000 Wabco Holdings, Inc. COM 92927K102 55,072,276 3,111,428 3,111,428 2,866,628 244,800 Wabtec Corp. COM 929740108 2,141,332 66,563 66,563 64,070 2,493 Walgreen Co. COM 931422109 1,675,800 57,000 57,000 57,000 Wal-Mart Stores, Inc. COM 931142103 160,662,876 3,316,740 3,311,118 3,115,196 201,284 Walt Disney Co. COM 254687106 8,011,815 343,413 343,413 332,505 10,908 Waste Connections, Inc. COM 941053100 12,621,047 487,111 487,111 439,311 47,800 Waste Connections, Inc. CV 3.75% 04/01/2026 941053AG5 13,886,663 13,515,000 13,515,000 7,160,000 6,355,000 Watsco, Inc. COM 942622200 55,185,211 1,127,840 1,127,840 959,776 168,064
6/30/2009
S.E.C. Use Only ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / Shares or Investment Other SEDOL Fair Principal Discretion Mana- Name of Issuer Title of Class Numbers Market Value Amount Sole gers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ----------------------- Watson Pharmaceuticals, Inc. COM 942683103 118,491,099 3,517,100 3,517,100 3,367,105 149,995 Watson Pharmaceuticals, Inc. CV 1.75% 3/15/2023 942683AC7 6,791,054 6,851,000 6,851,000 3,801,000 3,050,000 Weatherford International Ltd. COM H27013103 14,885,884 761,037 761,037 732,157 28,880 WellPoint, Inc. COM 94973V107 51,698,082 1,015,879 1,010,890 863,063 152,816 Wells Fargo & Co. COM 949746101 970,314,775 39,996,487 39,886,391 35,905,557 4,088,549 Wells Fargo & Co. CVPFD 7.50% Series L 949746804 52,475,245 66,850 66,850 66,850 Wendy's/Arby's Group, Inc. COM 950587105 4,373,652 1,093,413 1,093,413 1,069,013 24,400 WESCO Int'l, Inc. CV 1.75% 11/15/2026 95082PAG0 27,976,481 33,555,000 33,555,000 22,990,000 10,565,000 Westar Energy, Inc. COM 95709T100 17,096,542 910,844 910,844 794,444 116,400 Western Digital Corp. COM 958102105 3,902,894 147,279 147,279 147,279 Western Union Co. COM 959802109 34,495,071 2,103,358 2,103,149 2,059,801 43,348 Westport Innovations, Inc. COM 960908309 10,570,645 1,306,631 1,306,631 1,269,953 36,678 Westwood Holdings Group, Inc. COM 961765104 1,465,566 35,053 35,053 35,053 Whole Foods Market, Inc. COM 966837106 759,200 40,000 40,000 40,000 Williams Cos., Inc. COM 969457100 97,256,575 6,230,402 6,230,402 6,016,202 214,200 Windstream Corp. COM 97381W104 3,833,771 458,585 458,585 458,585 Wisconsin Energy Corp. COM 976657106 3,293,439 80,900 80,900 80,900 WMS Industries, Inc. COM 929297109 6,095,105 193,434 193,434 188,683 4,751 Woodward Governor Co. COM 980745103 25,076,779 1,266,504 1,266,504 1,129,904 136,600 W.W. Grainger, Inc. COM 384802104 33,604,944 410,417 410,417 386,667 23,750 Wyeth CV 0.71625% 1/15/2024 983024AD2 12,357,189 12,319,000 12,319,000 12,319,000 Wynn Resorts Ltd. COM 983134107 102,299,435 2,898,001 2,898,001 2,777,911 120,090 XTO Energy, Inc. COM 98385X106 215,647,870 5,654,113 5,642,512 5,238,700 415,124 Yahoo!, Inc. COM 984332106 4,020,298 256,724 256,724 242,651 14,073 Yingli Green CV 0% 12/15/2012 98584BAA1 17,291,219 17,849,000 17,849,000 9,039,000 8,810,000 Yum! Brands, Inc. COM 988498101 3,195,439 95,844 95,844 95,844 Zebra Technologies Corp. Class A 989207105 10,085,808 426,281 426,281 363,694 62,587 Zhongpin, Inc. COM 98952K107 4,416,478 426,301 426,301 414,064 12,237 Zions Bancorp COM 989701107 28,021,428 2,423,999 2,423,191 2,410,641 12,550 Zumiez, Inc. COM 989817101 732,114 91,400 91,400 91,400 958 40,418,822,438 4,304,048,023 4,301,175,941 3,592,059,470 711,937,401
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