-----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, RD+TPntGghV4ijWt215PHT1zAh7fe9s4u68owMCQd5Sd0Ptdsyu5la1ShRx1Ekw6 ewXjIvWM6Mh/97T2gMhO2A== 0001193125-09-233789.txt : 20091113 0001193125-09-233789.hdr.sgml : 20091113 20091113104412 ACCESSION NUMBER: 0001193125-09-233789 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 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: 091179654 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: September 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 November 13, 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: 1,005 Form 13F Information Table Value Total: 45,811,011 (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
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- 3M Co. COM 88579Y101 4,947,921.00 67,045 67,045 67,045 3PAR, Inc. COM 88580F109 22,964,735.76 2,082,025 2,082,025 1,934,294 147,731 51job, Inc. ADR 316827104 2,346,067.03 167,696 167,696 167,696 A. M. Castle & Co. COM 148411101 16,433,285.10 1,653,248 1,653,248 1,455,248 198,000 A.O. Smith Corp. COM 831865209 30,860,885.74 809,997 809,997 711,741 98,256 AAR Corp. COM 000361105 30,704,240.16 1,399,464 1,399,464 1,223,964 175,500 Aaron's, Inc. COM 002535201 29,905,867.23 1,132,798 1,132,798 995,098 137,700 Abbott Laboratories COM 002824100 309,757,500.36 6,261,522 6,240,966 5,724,224 537,059 Abercrombie & Fitch Co. COM 002896207 6,330,419.28 192,531 192,531 192,531 Accenture Ltd. COM G1151C101 33,611,315.92 901,833 901,833 891,433 10,400 Ace Ltd. COM H0023R105 119,729,336.74 2,239,606 2,239,515 2,127,315 112,200 Acorda Therapeutics, Inc. COM 00484M106 4,094,556.24 175,883 175,883 169,429 6,454 Activision Blizzard, Inc. COM 00507V109 104,291,214.29 8,417,370 8,417,370 8,329,487 87,883 Actuant Corp. Class A 00508X203 30,675,274.51 1,910,042 1,910,042 1,722,122 187,920 Actuant Corp. CV 2% 11/15/2023 00508XAB0 1,435,000.00 1,400,000 1,400,000 1,400,000 ADC Telecommunications, CV Adj% Inc. 06/15/2013 000886AB7 41,525,027.51 52,069,000 52,069,000 39,759,000 12,310,000 Adobe Systems, Inc. COM 00724F101 383,694,940.73 11,613,043 11,612,693 11,333,054 279,639 Advanced Micro CV 5.75% Devices, Inc. 08/15/2012 007903AN7 17,730,562.50 21,014,000 21,014,000 21,014,000 Advisory Board Co. COM 00762W107 10,000,415.45 397,789 397,789 349,436 48,353 Aeropostale, Inc. COM 007865108 15,723,142.47 361,701 361,701 349,308 12,393 AES Trust III CV 6.75% 10/15/2029 00808N202 22,822,272.00 518,688 518,688 302,379 216,309 Affiliated Manager Group, Inc. COM 008252108 12,372,118.11 190,311 190,311 185,829 4,482 Affiliated Manager CV 3.95% Group, Inc. 08/15/2038 008252AL2 36,546,718.75 38,725,000 38,725,000 30,325,000 8,400,000 Affymetrix, Inc. COM 00826T108 4,874,656.01 555,200 555,200 489,400 65,800 Affymetrix, Inc. CV 3.5% 01/15/2038 00826TAG3 7,812,450.00 9,645,000 9,645,000 4,420,000 5,225,000 Agilent Technologies, Inc. COM 00846U101 3,981,498.95 143,065 143,065 143,065 Air Methods Corp COM 009128307 713,283.00 21,900 21,900 21,900 Airgas, Inc. COM 009363102 3,340,915.90 69,070 69,070 69,070 Albemarle Corp. COM 012653101 19,440,044.56 561,851 561,851 529,851 32,000 Alcatel-Lucent USA, CV Adj% Inc. 06/15/2025 549463AH0 5,460,000.00 6,500,000 6,500,000 2,490,000 4,010,000 Alexandria Real Estate COM 015271109 52,413,835.60 964,376 964,376 858,276 106,100 Alexion Pharmaceuticals, Inc. COM 015351109 24,093,690.30 540,945 540,945 525,938 15,007 Align Technology, Inc. COM 016255101 8,987,822.10 632,055 632,055 608,766 23,289 Allegheny Technologies, Inc. COM 01741R102 2,466,795.00 70,500 70,500 70,500
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Allegheny CV 4.25% Technologies, Inc. 06/01/2014 01741RAD4 8,943,750.00 7,500,000 7,500,000 7,025,000 475,000 Allergan, Inc. COM 018490102 26,716,052.22 470,685 470,582 458,136 12,446 Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 37,075,582.50 32,883,000 32,883,000 30,393,000 2,490,000 Alliance Data Systems, Inc. COM 018581108 10,165,605.48 166,431 166,431 166,431 Alliant Techsystems, CV 2.75% Inc. 02/15/2024 018804AH7 17,671,250.00 16,750,000 16,750,000 16,750,000 Allied Waste CV 4.25% Industries, Inc. 04/15/2034 019589AD2 2,596,750.00 2,600,000 2,600,000 2,600,000 Allos Therapeutics, Inc. COM 019777101 2,511,117.25 346,361 346,361 333,720 12,641 Altera Corp. COM 021441100 4,215,440.81 205,531 205,531 205,531 Altria Group, Inc. COM 02209S103 28,244,202.22 1,585,862 1,585,862 1,577,600 8,262 ALZA Corp. CV 0% 7/28/2020 02261WAB5 7,120,000.00 8,000,000 8,000,000 8,000,000 Amazon.com, Inc. COM 023135106 1,112,664.48 11,918 11,918 11,918 Amdocs Ltd. COM G02602103 7,768,508.16 289,007 289,007 289,007 Amedisys, Inc. COM 023436108 22,734,851.31 521,083 521,083 457,767 63,316 Ameren Corp. COM 023608102 4,095,360.00 162,000 162,000 162,000 American Dental Partners, Inc. COM 025353103 8,400,714.00 600,051 600,051 524,370 75,681 American Eagle Outfitter, Inc. COM 02553E106 82,203,121.75 4,875,630 4,875,473 4,670,373 205,100 American Physicians Services COM 028882108 5,358,251.52 232,563 232,563 205,163 27,400 American Pub Education, Inc. COM 02913V103 2,667,094.02 76,773 76,773 67,473 9,300 American Superconductor Corp. COM 030111108 13,821,699.84 412,096 412,096 397,206 14,890 America's Car-Mart, Inc. COM 03062T105 6,490,450.01 271,000 271,000 252,300 18,700 Amerigon, Inc. COM 03070L300 5,285,884.76 719,168 719,168 633,868 85,300 AmerisourceBergen Corp. COM 03073E105 152,598,231.45 6,818,509 6,818,305 6,541,305 277,000 AMETEK, Inc. COM 031100100 16,689,877.53 478,083 478,083 440,583 37,500 Amgen, Inc. COM 031162100 573,540,325.55 9,522,503 9,498,510 8,682,709 839,451 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 67,605,592.50 67,437,000 67,437,000 63,932,000 3,505,000 Amphenol Corp. Class A 032095101 14,752,850.40 391,530 391,530 391,530 Amylin Pharmaceuticals, CV 2.5% Inc. 4/15/2011 032346AD0 13,471,937.50 14,525,000 14,525,000 7,645,000 6,880,000 ANADIGICS, Inc. COM 032515108 11,470,051.05 2,435,255 2,435,255 2,363,593 71,662 Analog Devices, Inc. COM 032654105 4,223,656.36 153,142 153,142 153,142 Anaren, Inc. COM 032744104 7,705,470.98 453,263 453,263 422,163 31,100 Anglo American plc COM 03485P201 690,922.92 43,509 31,162 31,162 Anglogold Ashanti Ltd. ADR 035128206 6,392,839.16 156,841 156,841 132,141 24,700 Anixter International, Inc. COM 035290105 60,716,071.29 1,513,739 1,513,739 1,330,066 183,673 Annaly Capital Mgmt, Inc. COM 035710409 46,464,521.60 2,561,440 2,555,882 2,368,257 192,745
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- AnnTaylor Stores Corp. COM 036115103 29,409,386.79 1,850,811 1,850,811 1,669,011 181,800 ANSYS, Inc. COM 03662Q105 6,134,850.69 163,727 163,727 163,727 AON Corp. COM 037389103 271,285,845.24 6,667,138 6,647,331 5,884,655 782,009 Apache Corp. COM 037411105 33,144,018.24 360,928 360,928 353,255 7,673 Apollo Group, Inc. Class A 037604105 6,651,295.95 90,285 90,285 90,285 Apple, Inc. COM 037833100 49,293,590.40 265,920 265,920 258,247 7,673 Approach Resources, Inc. COM 03834A103 3,970,684.03 437,300 437,300 384,800 52,500 AptarGroup, Inc. COM 038336103 53,089,680.79 1,421,030 1,421,030 1,281,912 139,118 ArcelorMittal COM 03938L104 876,132.60 23,590 17,022 17,022 ArcelorMittal CV 5% 05/15/2014 03938LAK0 21,658,812.50 14,950,000 14,950,000 13,300,000 1,650,000 Arch Chemicals, Inc. COM 03937R102 41,410,251.98 1,380,802 1,380,802 1,213,821 166,981 Arch Coal, Inc. COM 039380100 17,038,506.66 769,928 761,828 507,110 262,818 Archer-Daniels -Midland Co. COM 039483102 9,351,524.97 320,039 320,007 294,607 25,400 Archer-Daniels CV 0.875% -Midland Co. 02/15/2014 039483AW2 26,001,862.50 26,465,000 26,465,000 25,465,000 1,000,000 Archer-Daniels CVPFD 6.25% -Midland Co. 06/01/2011 039483201 67,665,452.40 1,695,876 1,695,876 1,527,226 168,650 Arena Resources, Inc. COM 040049108 67,581,598.51 1,903,707 1,903,707 1,671,755 231,952 Arkansas Best Corp. COM 040790107 20,921,054.06 698,766 698,766 627,502 71,264 Arris Group, Inc. COM 04269Q100 20,548,410.32 1,579,432 1,579,432 1,389,932 189,500 Arrow Electronics, Inc. COM 042735100 20,289,957.00 720,780 720,780 720,780 Aruba Networks, Inc. COM 043176106 15,417,569.96 1,744,069 1,744,069 1,680,633 63,436 ASML Holding NV ADR N07059186 426,340.26 14,418 10,510 10,510 AT&T, Inc. COM 00206R102 420,871,924.87 15,582,078 15,537,206 14,235,388 1,346,237 athenahealth, Inc. COM 04685W103 10,076,652.66 262,618 262,618 253,672 8,946 Atheros Communications, Inc. COM 04743P108 20,411,226.92 769,364 769,364 748,167 21,197 Atlas Air Worldwide Holdings COM 049164205 55,730,008.09 1,743,197 1,743,197 1,559,897 183,300 ATS Medical, Inc. COM 002083103 780,148.00 291,100 291,100 291,100 Atwood Oceanics, Inc. COM 050095108 5,667,324.68 160,684 160,684 160,684 Autodesk, Inc. COM 052769106 57,731,041.21 2,425,674 2,425,568 2,296,033 129,535 Autoliv, Inc. COM 052800109 65,051,952.06 1,936,070 1,936,045 1,797,639 138,406 Autoliv, Inc. CVPFD 8% 4/30/2012 052800208 12,510,318.04 260,849 260,849 204,849 56,000 Auxilium Pharmaceuticals, Inc. COM 05334D107 9,495,977.59 277,579 277,579 267,460 10,119 Avnet, Inc. COM 053807103 25,285,586.62 973,646 973,646 973,646 Avon Products, Inc. COM 054303102 9,139,790.64 269,134 269,134 269,134 AXA ADR 054536107 550,873.25 20,365 14,780 14,780
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Balchem Corp. COM 057665200 3,703,039.99 140,800 140,800 123,700 17,100 Baldor Electric Co. COM 057741100 86,882,145.60 3,177,840 3,177,840 2,836,240 341,600 Ball Corp. COM 058498106 36,072,702.00 733,185 733,131 680,331 52,800 Banco Santander S.A. ADR 05964H105 13,414,771.40 830,636 818,242 742,742 75,500 BancorpSouth, Inc. COM 059692103 23,901,759.39 979,179 979,179 877,279 101,900 Bank of America Corp. COM 060505104 619,676,878.75 36,623,929 36,528,508 33,960,074 2,663,855 Bank of New York Mellon Corp. COM 064058100 553,069,191.21 19,077,930 19,014,078 17,090,352 1,986,612 Barclays plc ADR 06738E204 10,494,316.08 443,922 434,746 365,046 69,700 Bare Escentuals Beauty, Inc. COM 067511105 9,531,131.01 801,609 801,609 772,166 29,443 Barrett Business Svcs, Inc. COM 068463108 3,619,417.97 342,100 342,100 301,400 40,700 Barrick Gold Corp. COM 067901108 253,063,643.89 6,677,141 6,666,224 6,285,205 391,819 Baxter International, Inc. COM 071813109 4,513,481.70 79,170 79,170 75,772 3,398 Baytex Energy Trust COM 073176109 3,449,943.24 156,531 156,531 156,531 BB&T Corp. COM 054937107 142,464,042.30 5,229,958 5,229,500 5,135,690 93,810 Beacon Roofing Supply, Inc. COM 073685109 41,619,574.42 2,604,479 2,604,479 2,285,595 318,884 Beckman Coulter, Inc. CV 2.5% 12/15/2036 075811AD1 53,471,697.50 46,346,000 46,346,000 38,221,000 8,125,000 Bed Bath & Beyond, Inc. COM 075896100 13,896,744.90 370,185 370,185 362,317 7,868 Bel Fuse, Inc. Class B 077347300 1,132,532.39 59,513 59,513 52,013 7,500 Belden, Inc. COM 077454106 23,124,370.47 1,001,055 1,001,055 879,455 121,600 Benihana, Inc. Class A 082047200 2,967,567.00 517,900 517,900 451,000 66,900 Berkshire Hathaway, Inc. Class B 084670207 45,272,552.01 13,624 13,624 13,485 139 Berkshire Hathaway, Inc. COM 084670108 202,000.00 2 2 2 Best Buy Co., Inc. COM 086516101 192,524,406.27 5,131,248 5,118,473 4,811,852 319,198 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 20,884,402.50 20,033,000 20,033,000 20,033,000 Big Lots Stores, Inc. COM 089302103 71,598,558.06 2,861,653 2,861,603 2,554,903 306,700 BioMarin Pharmaceutical, Inc. COM 09061G101 3,923,360.00 217,000 217,000 217,000 BioMarin CV 2.5% Pharmaceutical, Inc. 3/29/2013 09061GAC5 12,786,150.00 10,270,000 10,270,000 10,270,000 Bio-Reference Laboratories Inc. COM $.01 NEW 09057G602 2,241,194.42 65,151 65,151 65,151 BJ's Restaurants, Inc. COM 09180C106 6,977,530.21 465,479 465,479 462,179 3,300 Blackboard, Inc. CV 3.25% 7/1/2027 091935AA4 30,626,531.25 30,975,000 30,975,000 24,970,000 6,005,000 BlackRock, Inc. COM 09247X101 40,795,333.48 188,153 187,107 148,948 39,205 Blue Nile, Inc. COM 09578R103 7,464,339.20 120,160 120,160 115,813 4,347 BMC Software, Inc. COM 055921100 1,463,031.99 38,983 38,983 38,983 Boeing Co. COM 097023105 787,232.70 14,538 14,538 13,712 826
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - --------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Boots and Coots, Inc. COM 099469504 2,553,298.99 1,585,900 1,585,900 1,396,300 189,600 BorgWarner, Inc. COM 099724106 16,988,538.93 561,419 561,400 536,500 24,900 BorgWarner, Inc. CV 3.5% 04/15/2012 099724AF3 7,612,507.50 6,227,000 6,227,000 6,227,000 Boston Beer Co., Inc. Class A 100557107 25,944,282.70 699,684 699,684 618,412 81,272 Boston Scientific Corp. COM 101137107 327,433,969.34 30,919,166 30,770,290 26,302,323 4,614,414 Bowne & Co., Inc. COM 103043105 22,516,494.36 2,924,220 2,924,220 2,572,968 351,252 Brinker International, Inc. COM 109641100 23,137,414.30 1,470,910 1,470,910 1,293,510 177,400 Bristol-Myers Squibb Co. COM 110122108 13,174,200.00 585,000 585,000 585,000 Bristow Group, Inc. COM 110394103 80,451,616.50 2,709,721 2,709,721 2,372,480 337,241 British American Tobacco plc SP ADR 110448107 533,640.25 8,437 5,997 5,997 Broadcom Corp. Class A 111320107 23,700,014.91 772,239 772,239 764,759 7,480 Broadpoint Gleacher Securities COM 11134A103 11,455,632.17 1,373,577 1,373,577 1,335,759 37,818 Brown & Brown, Inc. COM 115236101 32,677,380.06 1,705,500 1,705,500 1,497,600 207,900 Brush Engineer Materials, Inc. COM 117421107 10,230,810.82 418,267 418,267 367,174 51,093 Bryn Mawr Bank Corp. COM 117665109 3,114,394.37 178,271 178,271 157,113 21,158 Buffalo Wild Wings, Inc. COM 119848109 2,126,270.99 51,100 51,100 51,100 Burlington N. Santa Fe Corp. COM 12189T104 25,877,133.99 324,153 324,153 313,885 10,268 C.H. Robinson Worldwide, Inc. COM 12541W209 2,631,667.50 45,570 45,570 45,570 C.R. Bard, Inc. COM 067383109 2,517,563.86 32,026 32,026 32,026 CA, Inc. COM 12673P105 37,294,996.02 1,695,998 1,695,925 1,591,125 104,800 Cabot Oil & Gas Corp. COM 127097103 49,592,864.75 1,387,213 1,387,132 1,294,932 92,200 Cadence Design CV 1.375% Systems, Inc. 12/15/2011 127387AD0 26,319,281.25 28,725,000 28,725,000 28,725,000 Calamos Asset Management, Inc. COM 12811R104 9,244,181.44 707,824 707,824 682,033 25,791 California Pizza Kitchen, Inc. COM 13054D109 1,531,775.30 98,065 98,065 98,065 Cameron International Corp. COM 13342B105 78,884,842.53 2,085,797 2,085,746 2,026,346 59,400 Cameron International CV 2.5% Corp. 06/15/2026 13342BAB1 19,790,285.00 15,401,000 15,401,000 15,401,000 Campbell Soup Co. COM 134429109 7,209,020.00 221,000 221,000 221,000 Canadian National Railway Co. COM 136375102 192,842,031.45 3,936,355 3,924,594 3,570,907 365,310 Canon, Inc. ADR 138006309 515,191.17 12,883 9,205 9,205 Capital One Financial Corp. COM 14040H105 181,543,522.59 5,080,983 5,078,783 4,979,269 101,714 CARBO Ceramics, Inc. COM 140781105 32,008,941.46 620,930 620,930 560,207 60,723 Cardiovascular Systems, Inc. COM 141619106 1,358,763.00 186,900 186,900 186,900 Carlisle Cos., Inc. COM 142339100 48,280,752.81 1,423,791 1,423,791 1,265,680 158,111 Carmax, Inc. COM 143130102 8,884,088.40 425,076 425,076 425,076
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9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- DigitalGlobe, Inc. COM 25389M877 7,876,342.78 352,094 352,094 341,860 10,234 Diodes, Inc. COM 254543101 3,921,351.21 216,769 216,769 208,775 7,994 Diodes, Inc. CV 2.25% 10/01/2026 254543AA9 10,963,375.00 11,450,000 11,450,000 5,470,000 5,980,000 Dominion Resources, Inc. COM 25746U109 4,052,542.50 117,465 117,465 111,281 6,184 Donaldson Co., Inc. COM 257651109 31,070,451.56 897,212 897,212 797,812 99,400 Donegal Group, Inc. COM 257701201 5,323,665.68 344,797 344,797 303,876 40,921 Dow Chemical Co. COM 260543103 281,399,944.97 10,794,014 10,763,485 9,709,810 1,083,877 Dress Barn, Inc. COM 261570105 45,104,815.58 2,515,606 2,515,606 2,244,617 270,989 Duke Energy Corp COM 26441C105 30,182,709.20 1,917,580 1,917,580 1,917,580 Duoyuan Global Water, Inc. ADR 266043108 8,312,745.60 249,632 249,632 242,286 7,346 E.I. du Pont de Nemours & Co. COM 263534109 55,201,671.32 1,717,538 1,717,538 1,709,855 7,683 EastGroup Properties, Inc. COM 277276101 4,125,887.22 107,951 107,951 107,951 Eastman Kodak Co. CV 3.375% 10/15/2033 277461BE8 42,992,895.00 42,779,000 42,779,000 35,804,000 6,975,000 Eaton Corp. COM 278058102 534,356,734.06 9,442,600 9,420,758 8,706,241 735,985 Edwards Lifesciences Corp. COM 28176E108 3,829,879.53 54,783 54,783 54,783 E-House China Holdings Ltd. ADR 26852W103 7,206,223.20 337,370 337,370 325,110 12,260 El Paso Corp. COM 28336L109 164,758,418.51 15,964,963 15,946,408 15,171,765 792,407 Electronic Arts, Inc. COM 285512109 11,113,503.30 583,386 583,386 564,747 18,639 Electronic Data CV 3.875% Systems Corp. 07/15/2023 285661AF1 63,840.00 64,000 64,000 64,000 Electronics for Imaging, Inc. COM 286082102 2,756,642.00 244,600 244,600 215,200 29,400 EMC Corp. COM 268648102 191,440,821.59 11,234,790 11,220,490 10,765,270 469,520 EMC Corp. CV 1.75% 12/01/2011 268648AK8 112,527,274.99 92,806,000 92,806,000 87,797,000 5,009,000 Emerson Electric Co. COM 291011104 81,479,112.95 2,032,912 2,032,811 1,782,554 250,257 Empresas ICA S.A.B de C.V. ADR 292448206 215,203.68 22,797 16,420 16,420 EnCana Corp. COM 292505104 90,809,202.76 1,576,275 1,576,275 1,562,475 13,800 Endologix, Inc. COM 29266S106 3,125,330.99 504,900 504,900 504,900 Energizer Holdings, Inc. COM 29266R108 3,791,662.70 57,155 57,155 57,155 Energy Conversion CV 3% Device, Inc. 06/15/2013 292659AA7 7,387,500.00 10,000,000 10,000,000 6,625,000 3,375,000 Energy Recovery, Inc. COM 29270J100 3,123,244.80 536,640 536,640 519,927 16,713 EnerNoc, Inc. COM 292764107 26,183,401.30 789,608 789,608 765,518 24,090 Enerplus Resources Fund COM 29274D604 2,175,007.80 95,020 95,020 95,020 EnerSys COM 29275Y102 12,229,064.12 552,851 552,851 517,251 35,600 EnerSys CV Adj% 06/01/2038 29275YAA0 8,415,550.00 9,416,000 9,416,000 5,538,000 3,878,000 ENI S.p.A. ADR 26874R108 4,029,874.00 80,840 78,818 78,818
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- EnPro Industries, Inc. COM 29355X107 40,168,517.58 1,757,153 1,757,153 1,552,053 205,100 Entertainment Properties Trust COM 29380T105 26,593,967.52 778,968 778,968 684,868 94,100 EOG Resources, Inc. COM 26875P101 212,779,053.96 2,547,947 2,541,439 2,342,035 205,793 EQT Corp. COM 26884L109 102,518,774.39 2,406,544 2,406,444 2,278,544 127,900 Equinix, Inc. COM 29444U502 16,938,028.00 184,109 184,109 180,705 3,404 Equinix, Inc. CV 2.5% 04/15/2012 29444UAF3 42,098,366.25 39,951,000 39,951,000 39,951,000 Estee Lauder Cos., Inc. COM 518439104 3,521,079.72 94,959 94,959 94,959 Eurand NV COM N31010106 12,837,675.33 847,931 847,931 823,827 24,104 Euronet Worldwide, CV 3.5% Inc. 10/15/2025 298736AF6 14,698,906.25 15,575,000 15,575,000 8,335,000 7,240,000 Evercore Partners, Inc. COM 29977A105 1,586,032.39 54,279 54,279 54,279 Evergreen Solar, Inc. CV 4% 07/15/2013 30033RAC2 2,012,850.00 4,970,000 4,970,000 4,970,000 EXCO Resources, Inc. COM 269279402 67,572,984.78 3,615,462 3,615,462 3,232,394 383,068 Expeditors Int'l of Washington COM 302130109 6,987,292.75 198,785 198,785 198,785 Exponent, Inc. COM 30214U102 5,181,561.63 183,939 183,939 162,539 21,400 Express Scripts, Inc. COM 302182100 18,448,213.68 237,796 237,796 228,926 8,870 Exxon Mobil Corp. COM 30231G102 512,770,748.62 7,473,703 7,452,187 6,799,167 674,292 F5 Networks, Inc. COM 315616102 2,400,032.43 60,561 60,561 60,561 FARO Technologies, Inc. COM 311642102 19,220,107.81 1,118,749 1,118,749 980,442 138,307 FedEx Corp. COM 31428X106 17,062,227.82 226,831 225,605 163,152 63,679 Ferro Corp. COM 315405100 54,904,634.00 6,169,060 6,169,060 5,424,460 744,600 Ferro Corp. CV 6.5% 08/15/2013 315405AL4 4,450,000.00 5,000,000 5,000,000 5,000,000 FGX International Holdings Ltd. COM G3396L102 2,869,514.98 205,700 205,700 180,200 25,500 Fifth Third Bank COM 316773100 109,701,193.94 10,829,338 10,829,338 10,781,421 47,917 Financial Federal Corp. COM 317492106 89,639,907.16 3,632,087 3,632,087 3,231,243 400,844 Financial Select Sector SPDR COM 81369Y605 4,482,000.00 300,000 300,000 275,000 25,000 First Financial Bancorp COM 320209109 4,364,510.00 362,200 362,200 362,200 First Horizon National Corp. COM 320517105 20,770,677.71 1,569,968 1,569,968 1,384,232 185,736 First Midwest Bancorp, Inc. COM 320867104 3,870,118.00 343,400 343,400 343,400 Fiserv, Inc. COM 337738108 13,834,364.00 287,020 287,020 287,020 Fisher Scientific CV 3.25% Intl, Inc. 3/1/2024 338032AX3 65,981,522.49 52,891,000 52,891,000 48,766,000 4,125,000 Five Star Quality CV 3.75% Care, Inc. 10/15/2026 33832DAB2 10,203,437.50 12,875,000 12,875,000 10,345,000 2,530,000 Flanders Corp. COM 338494107 4,096,007.99 793,800 793,800 697,600 96,200 Flextronics Int'l Ltd. CV 1% 08/01/2010 33938EAL1 2,043,248.75 2,077,000 2,077,000 2,077,000 FLIR Systems, Inc. COM 302445101 5,034,600.00 180,000 180,000 180,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 5,181,600.00 2,040,000 2,040,000 2,040,000 Fluor Corp. COM 343412102 6,885,801.90 135,414 135,414 135,414 Ford Motor Co. COM 345370860 292,494,083.20 40,567,834 40,467,833 36,854,404 3,712,050 Forest Oil Corp. COM 346091705 22,424,519.34 1,145,862 1,145,862 1,007,462 138,400 FormFactor, Inc. COM 346375108 27,547,467.94 1,151,650 1,151,650 1,009,500 142,150 Fortune Brands, Inc. COM 349631101 45,302,854.08 1,054,045 1,054,006 1,001,006 53,000 Fossil, Inc. COM 349882100 143,204,099.24 5,033,536 5,033,506 4,630,114 403,392 FPL Group, Inc. COM 302571104 27,284,337.99 494,013 494,013 490,325 3,688 France Telecom S.A. Spons ADR 35177Q105 448,783.32 16,671 12,002 12,002 Franklin Resources, Inc. COM 354613101 361,563,794.08 3,594,074 3,582,552 3,252,714 341,116 Freeport-McMoRan, Inc. CVPFD 6.75% 5/1/2010 35671D782 60,298,157.00 585,419 585,419 497,969 87,450 Freeport-McMoRan, Inc. COM 35671D857 56,437,831.29 822,589 822,589 819,128 3,461 Fresenius Medical Care AG Co. ADR 358029106 352,059.72 7,078 5,104 5,104 FTI Consulting, Inc. COM 302941109 48,696,966.37 1,142,853 1,142,853 1,017,675 125,178 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 9,517,500.00 6,480,000 6,480,000 6,480,000 Fuqi International, Inc. COM 36102A207 11,422,655.04 390,118 390,118 375,900 14,218 Gafisa S.A. ADR 362607301 6,746,538.48 222,218 216,007 208,769 7,238 GameStop Corp. COM 36467W109 6,690,663.08 252,764 252,764 252,764 Gap, Inc. COM 364760108 15,107,758.00 705,970 705,970 705,970 GATX Corp. COM 361448103 98,050,388.82 3,508,064 3,508,007 3,207,126 300,881 GenCorp, Inc. CV 2.25% 11/15/2024 368682AL4 6,527,200.00 7,960,000 7,960,000 7,960,000 General Dynamics Corp. COM 369550108 46,924,664.80 726,388 726,388 718,109 8,279 General Electric Co. COM 369604103 285,052,510.24 17,360,080 17,267,646 15,086,975 2,272,443 Genesco, Inc. COM 371532102 23,918,840.40 993,720 993,720 873,240 120,480 Genesee & Wyoming, Inc. Class A 371559105 40,018,124.88 1,319,859 1,319,859 1,172,553 147,306 Genomic Health, Inc. COM 37244C101 1,370,622.00 62,700 62,700 62,700 Gen-Probe, Inc. COM 36866T103 11,289,872.15 272,439 272,439 239,499 32,940 Gentex Corp. COM 371901109 4,903,258.00 346,520 346,520 346,520 Gentiva Health Services, Inc. COM 37247A102 39,330,075.74 1,572,574 1,572,574 1,382,472 190,102 Genuine Parts Co. COM 372460105 15,877,337.96 417,166 417,147 401,947 15,200 Genzyme Corp. COM 372917104 18,461,927.55 325,435 325,435 319,092 6,343 Gerdau Ameristeel Corp. COM 37373P105 5,339,624.40 674,195 674,195 674,195 GFI Group, Inc. COM 361652209 9,206,949.51 1,273,437 1,273,437 1,226,551 46,886 Gibraltar Industries, Inc. COM 374689107 1,459,700.00 110,000 110,000 110,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Gilead Sciences, Inc. COM 375558103 14,677,264.84 315,098 315,098 305,998 9,100 Gilead Sciences, Inc. CV 0.625% 05/01/2013 375558AH6 63,413,361.25 48,361,000 48,361,000 48,361,000 Global Payments, Inc. COM 37940X102 52,087,265.31 1,115,359 1,115,359 996,159 119,200 Goldman Sachs Group, Inc. COM 38141G104 836,883,555.77 4,539,645 4,524,496 4,083,543 455,879 Goodrich Petroleum Corp. COM 382410405 36,684,011.10 1,421,310 1,421,256 1,306,956 114,300 Goodyear Tire & Rubber Co. COM 382550101 6,624,721.09 389,003 389,003 389,003 Google, Inc. Class A 38259P508 28,733,515.80 57,948 57,948 55,553 2,395 Gorman-Rupp Co. COM 383082104 986,436.00 39,600 39,600 39,600 Graco, Inc. COM 384109104 26,268,980.01 942,554 942,554 826,554 116,000 Granite Construction, Inc. COM 387328107 23,465,978.90 758,435 758,435 664,635 93,800 Great Atl & Pac Tea CV 5.125% Co., Inc. 06/15/2011 390064AJ2 1,005,375.00 1,050,000 1,050,000 250,000 800,000 Great Lakes Dredge & Dock COM 390607109 6,413,635.86 918,859 918,859 809,753 109,106 Greatbatch, Inc. COM 39153L106 40,841,427.06 1,817,598 1,817,598 1,595,198 222,400 Greenhill & Co., Inc COM 395259104 6,298,369.80 70,310 70,310 67,672 2,638 Greif, Inc. Class A 397624107 48,325,202.10 877,842 877,842 770,692 107,150 GSI Commerce, Inc. COM 36238G102 13,974,646.99 723,700 723,700 700,177 23,523 Guess, Inc. COM 401617105 62,515,556.42 1,687,785 1,687,733 1,589,233 98,500 Gymboree Corp. COM 403777105 27,837,852.00 575,400 575,400 516,071 59,329 H.J. Heinz Co. COM 423074103 13,992,000.00 352,000 352,000 352,000 Haemonetics Corp. COM 405024100 4,521,195.56 80,563 80,563 77,656 2,907 Halliburton Co. COM 406216101 444,150,342.03 16,377,225 16,334,854 14,931,741 1,444,789 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 18,077,399.99 19,920,000 19,920,000 19,920,000 Hansen Natural Corp. COM 411310105 37,658,500.01 1,025,000 1,025,000 900,200 124,800 Harbin Electric, Inc. COM 41145W109 10,224,604.25 605,723 605,723 587,162 18,561 Hasbro, Inc. CV 2.75% 12/1/2021 418056AN7 18,686,055.00 14,116,000 14,116,000 14,116,000 HCC Insurance Holdings, Inc. COM 404132102 89,568,214.22 3,274,889 3,274,889 2,911,839 363,050 HealthSouth Corp. COM 421924309 34,264,753.24 2,190,841 2,190,648 2,029,148 161,500 HealthSpring, Inc. COM 42224N101 45,046,520.76 3,677,267 3,677,267 3,280,551 396,716 Heartland Express, Inc. COM 422347104 102,713,371.13 7,132,873 7,132,873 6,414,345 718,528 HEICO Corp. Class A 422806208 8,346,166.59 246,127 246,127 216,167 29,960 HEICO Corp. COM 422806109 13,904,121.13 320,667 320,667 281,558 39,109 Helix Energy CV 3.25% Solutions, Inc. 12/15/2025 127914AB5 6,893,250.00 7,800,000 7,800,000 3,640,000 4,160,000 Helmerich & Payne, Inc. COM 423452101 33,309,598.74 842,641 842,598 806,398 36,200 Herbalife Ltd. COM G4412G101 21,970,177.00 671,050 671,050 590,550 80,500
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Hertz Global Holdings, Inc. COM 42805T105 383,773,417.87 35,436,142 35,303,886 31,399,908 4,034,400 Hess Corp. COM 42809H107 324,274,834.63 6,065,747 6,051,286 5,609,486 456,081 Hewlett-Packard Co. COM 428236103 256,823,801.30 5,440,030 5,423,967 5,006,062 433,744 Hexcel Corp. COM 428291108 118,632,113.57 10,369,940 10,369,940 9,371,204 998,736 Hhgregg, Inc. COM 42833L108 2,591,819.99 153,000 153,000 153,000 Highwoods Properties, Inc. COM 431284108 3,095,309.00 98,420 98,420 98,420 HMS Holdings Corp. COM 40425J101 8,781,622.15 229,705 229,705 221,392 8,313 Home BancShares, Inc. COM 436893200 10,851,715.21 495,060 495,060 434,960 60,100 Home Depot USA, Inc. COM 437076102 379,355,598.01 14,240,075 14,197,397 12,949,495 1,290,245 Home Inns & Hotels Management ADR 43713W107 9,204,605.69 308,362 308,362 299,284 9,078 Honda Motor Co., Ltd. ADR 438128308 71,661,326.78 2,364,280 2,360,951 2,340,951 20,000 Honeywell International, Inc. COM 438516106 128,066,823.49 3,447,290 3,442,142 3,194,634 252,656 Host Hotels & Resorts, Inc. COM 44107P104 31,264,603.92 2,656,296 2,656,296 2,646,796 9,500 HSBC Holdings plc ADR 404280406 14,338,016.15 250,009 245,477 205,977 39,500 HSN, Inc. COM 404303109 62,472,855.74 3,837,399 3,797,619 2,740,717 1,096,682 HUB Group, Inc. Class A 443320106 37,403,690.55 1,636,923 1,636,923 1,436,199 200,724 Human Genome Sciences, Inc. COM 444903108 9,473,705.70 503,385 503,385 486,297 17,088 Human Genome CV 2.25% Sciences, Inc. 10/15/2011 444903AK4 6,249,375.00 4,500,000 4,500,000 2,360,000 2,140,000 Humana, Inc. COM 444859102 63,321,860.08 1,697,637 1,697,637 1,678,391 19,246 Huron Consulting Group, Inc. COM 447462102 502,393.50 19,450 19,450 19,450 IAC/InterActiveCorp COM 44919P508 43,462,739.48 2,152,686 2,131,414 1,626,534 526,152 ICF International, Inc. COM 44925C103 4,296,071.10 141,691 141,691 123,991 17,700 ICICI Bank Ltd. ADR 45104G104 709,311.20 18,395 13,324 13,324 ICON plc ADR 45103T107 50,383,742.31 2,057,319 2,057,319 1,806,228 251,091 Iconix Brand Group CV 1.875% Inc. 06/30/2012 451055AB3 877,500.00 1,000,000 1,000,000 1,000,000 IDEX Corp. COM 45167R104 39,823,467.50 1,424,811 1,424,811 1,252,211 172,600 II-VI, Inc. COM 902104108 43,576,150.55 1,712,899 1,712,899 1,554,754 158,145 Illumina, Inc. COM 452327109 4,716,395.00 110,974 110,974 106,907 4,067 Imax Corp. COM 45245E109 1,923,648.67 204,426 204,426 204,426 Incyte Corp. CV 3.5% 2/15/2011 45337CAE2 4,900,000.00 5,000,000 5,000,000 5,000,000 Informatica Corp. CV 3% 03/15/2026 45666QAB8 14,181,667.50 11,334,000 11,334,000 5,304,000 6,030,000 ING Groep NV ADR 456837103 662,919.40 37,180 26,638 26,638 Ingersoll-Rand Co., CV 4.5% Ltd. 04/15/2012 45687AAD4 48,428,380.00 26,609,000 26,609,000 23,094,000 3,515,000 Ingles Markets, Inc. COM 457030104 10,448,005.79 660,013 660,013 660,013
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Insulet Corp. COM 45784P101 18,729,079.58 1,667,772 1,667,772 1,620,565 47,207 Intel Corp. COM 458140100 221,162,898.83 11,301,119 11,259,173 10,244,352 1,056,393 Intel Corp. CV 2.95% 12/15/2035 458140AD2 72,850,972.49 81,171,000 81,171,000 77,746,000 3,425,000 Interactive Intelligence, Inc. COM 45839M103 2,325,686.99 121,700 121,700 121,700 Intercontinental Exchange, Inc. COM 45865V100 6,261,854.51 64,429 64,429 64,429 International Game Technology COM 459902102 110,490,542.40 5,143,880 5,143,736 4,935,886 207,850 International Game CV 2.6% Technology 12/15/2036 459902AP7 3,644,130.00 3,626,000 3,626,000 3,626,000 Interpublic Group of Co., Inc. COM 460690100 52,046,611.84 6,921,092 6,920,670 6,431,570 489,100 Intersil Corp. COM 46069S109 4,099,114.71 267,741 267,741 267,741 Int'l Business Machines Corp. COM 459200101 14,865,011.19 124,279 124,279 122,334 1,945 Intrepid Potash, Inc. COM 46121Y102 4,186,871.15 177,485 177,485 177,485 Intuit, Inc. COM 461202103 70,258,884.02 2,465,224 2,465,136 2,344,436 120,700 Invacare Corp. COM 461203101 38,617,834.88 1,733,296 1,733,296 1,524,396 208,900 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 21,950,000.00 20,000,000 20,000,000 20,000,000 Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 58,040,281.25 50,197,000 50,197,000 43,107,000 7,090,000 INX, Inc. COM 46185W109 2,149,840.01 308,000 308,000 262,400 45,600 IPC The Hopitalist Co., Inc. COM 44984A105 2,230,088.05 70,909 70,909 70,909 IPG Photonics Corp. COM 44980X109 12,492,758.42 821,892 821,892 798,195 23,697 Iron Mountain, Inc. COM 462846106 2,594,444.56 97,316 97,316 97,316 iStar Financial, Inc. CV Adj% 10/01/2012 45031UBF7 8,506,725.00 16,845,000 16,845,000 15,950,000 895,000 Itau Unibanco Holding SA ADR 465562106 507,175.50 25,170 18,131 18,131 ITC Holdings Corp. COM 465685105 3,765,441.60 82,848 82,848 79,683 3,165 Itron, Inc. COM 465741106 27,183,686.52 423,818 423,818 381,213 42,605 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 36,534,423.75 29,733,000 29,733,000 29,658,000 75,000 ITT Corp. COM 450911102 134,985,894.43 2,588,416 2,588,358 2,502,658 85,700 J & J Snack Foods Corp. COM 466032109 30,857,786.53 714,466 714,466 626,292 88,174 J. Crew Group, Inc. COM 46612H402 210,733,430.06 5,883,122 5,863,060 5,287,237 595,609 J.B. Hunt Transport Services COM 445658107 31,759,348.38 988,464 988,464 883,719 104,745 J.C. Penney Co., Inc. COM 708160106 212,523,142.51 6,296,982 6,278,758 5,698,916 597,728 J.M. Smucker Co. COM 832696405 82,424,294.81 1,554,882 1,554,830 1,485,630 69,200 Jack Henry & Assoc., Inc. COM 426281101 76,722,186.09 3,268,947 3,268,857 2,929,557 339,300 Jacobs Engineering Group, Inc. COM 469814107 101,606,386.11 2,211,238 2,211,164 2,109,818 101,346 JDS Uniphase Corp. COM 46612J507 2,616,480.00 368,000 368,000 368,000 JDS Uniphase Corp. CV 1% 05/15/2026 46612JAD3 38,257,375.00 45,275,000 45,275,000 45,275,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- JetBlue Airways CV 3.75% 03/15/2035 477143AC5 14,268,262.50 14,358,000 14,358,000 9,068,000 5,290,000 JMP Group, Inc. COM 46629U107 1,254,834.01 129,900 129,900 129,900 John Wiley & Sons, Inc. Class A 968223206 28,317,875.96 814,200 814,200 715,800 98,400 Johnson & Johnson, Inc. COM 478160104 249,201,641.18 4,092,653 4,079,428 3,674,600 417,932 Johnson Controls, Inc. COM 478366107 20,248,759.80 792,205 792,205 627,283 164,922 Jones Lang LaSalle, Inc. COM 48020Q107 35,146,171.53 741,950 741,950 651,950 90,000 Jos. A. Bank Clothiers, Inc. COM 480838101 312,942.30 6,990 6,990 6,990 Joy Global, Inc. COM 481165108 21,274,413.77 434,704 432,536 344,144 90,560 JP Morgan Chase & Co. COM 46625H100 1,279,828,624.41 29,206,495 29,118,989 26,529,727 2,675,548 Juniper Networks, Inc. COM 48203R104 6,483,421.98 239,949 239,949 239,949 K12, Inc. COM 48273U102 2,594,907.85 157,458 157,458 152,460 4,998 Kansas City Southern COM 485170302 224,026,777.66 8,457,032 8,456,833 7,944,310 512,523 Kaydon Corp. COM 486587108 28,876,720.94 890,707 890,707 783,707 107,000 KBR, Inc. COM 48242W106 38,235,449.19 1,641,711 1,641,579 1,519,148 122,431 KBW, Inc. COM 482423100 50,749,593.12 1,575,096 1,575,096 1,402,578 172,518 Kellogg Co. COM 487836108 26,979,073.83 548,021 546,621 503,211 44,810 Kennametal, Inc. COM 489170100 109,365,388.00 4,443,941 4,443,873 4,087,473 356,400 Key Energy Services, Inc. COM 492914106 36,673,049.10 4,215,293 4,215,293 3,711,255 504,038 Key Technology, Inc. COM 493143101 1,236,250.00 115,000 115,000 115,000 KeyCorp. COM 493267108 80,441,380.50 12,375,597 12,346,731 11,005,701 1,369,630 KForce, Inc. COM 493732101 29,303,425.71 2,437,889 2,437,889 2,165,081 272,808 Kinetic Concepts, Inc. COM 49460W208 4,860,096.50 131,425 131,425 131,425 Kirby Corp. COM 497266106 108,522,457.96 2,947,378 2,947,330 2,667,304 280,026 KMG Chemicals, Inc. COM 482564101 926,730.23 82,966 82,966 72,466 10,500 Knight Capital Group, Inc COM 499005106 8,054,634.00 370,328 370,328 356,880 13,448 Knight Transportation, Inc. COM 499064103 55,630,918.53 3,315,311 3,315,311 2,946,811 368,500 Knot, Inc. COM 499184109 11,255,615.28 1,030,734 1,030,734 1,002,146 28,588 Kohl's Corp. COM 500255104 392,888,745.18 6,886,744 6,866,263 6,252,572 633,830 Koppers Holdings, Inc. COM 50060P106 67,126,265.75 2,263,955 2,263,955 1,996,555 267,400 Kraft Foods, Inc. Class A 50075N104 309,178,415.36 11,769,258 11,723,881 10,444,036 1,324,700 Kroger Co. COM 501044101 222,743,195.65 10,791,822 10,743,611 9,314,570 1,476,573 Kulicke & Soffa Industries COM 501242101 2,051,406.01 340,200 340,200 340,200 L-1 Identity CV 3.75% Solutions, Inc. 05/15/2027 50212AAB2 4,418,750.00 5,000,000 5,000,000 5,000,000 L-3 Communications CV 3.0% Corp. 8/1/2035 502413AW7 40,350,249.99 39,175,000 39,175,000 39,175,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- L-3 Communications Hldgs, Inc. COM 502424104 4,624,825.60 57,580 57,580 57,580 Laboratory Corp. of CV 0% America 09/11/2021 50540RAG7 26,883,715.01 29,954,000 29,954,000 22,714,000 7,240,000 Lam Research Corp. COM 512807108 5,964,301.84 174,599 174,599 174,599 Lamar Advertising Co. COM 512815101 6,555,937.36 238,919 238,919 238,919 Lasalle Hotel Properties COM 517942108 15,335,704.38 780,046 780,046 686,646 93,400 Lazard Ltd. Class A G54050102 169,608,780.36 4,105,756 4,105,612 3,939,012 166,600 Leap Wireless Int'l, CV 4.5% Inc. 07/15/2014 521863AL4 13,926,937.50 17,010,000 17,010,000 9,595,000 7,415,000 Legg Mason, Inc. COM 524901105 36,833,789.12 1,187,038 1,174,631 870,260 316,778 Legg Mason, Inc. CVPFD 7% 06/30/2011 524901303 11,031,698.40 308,148 308,148 308,148 Leggett & Platt, Inc. COM 524660107 4,621,545.60 238,224 238,224 238,224 Lender Processing Services COM 52602E102 7,189,090.48 188,344 188,344 188,344 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 28,177,875.00 54,450,000 54,450,000 54,450,000 Life Technologies Corp. COM 53217V109 3,825,991.05 82,191 82,191 82,191 Limited Brands, Inc. COM 532716107 9,367,351.55 551,345 551,345 551,345 Linear Technology Corp. COM 535678106 5,732,257.95 207,465 207,465 207,465 Littelfuse, Inc. COM 537008104 26,775,847.04 1,020,421 1,020,421 899,230 121,191 LKQ Corp. COM 501889208 4,666,703.40 251,710 251,710 251,710 Lockheed Martin Corp. COM 539830109 12,061,642.24 154,478 154,478 154,478 Longtop Financial Tech Ltd. ADR 54318P108 8,505,470.22 298,857 298,857 287,805 11,052 Lorillard, Inc. COM 544147101 4,701,258.20 63,274 63,274 63,274 Louisiana-Pacific Corp. COM 546347105 24,209,038.47 3,629,541 3,629,541 3,188,941 440,600 Lowe's Cos., Inc. COM 548661107 106,783,896.46 5,099,518 5,096,336 4,935,240 163,803 LSB Industries, Inc. COM 502160104 4,577,579.99 294,000 294,000 259,000 35,000 Lufkin Industries, Inc. COM 549764108 35,425,431.56 666,142 666,142 584,242 81,900 Lumber Liquidators, Inc. COM 55003Q103 19,003,086.18 876,122 876,122 849,250 26,872 M&T Bank Corp. COM 55261F104 244,801,529.02 3,928,138 3,917,680 3,559,455 368,450 Macy's, Inc. COM 55616P104 11,744,484.52 642,126 642,084 597,636 44,448 MAKO Surgical Corp. COM 560879108 1,765,139.99 201,500 201,500 201,500 Marathon Oil Corp. COM 565849106 66,162,482.12 2,074,059 2,060,736 1,676,657 397,279 Markel Corp. COM 570535104 52,300,217.03 158,572 158,566 151,516 7,050 Marlin Business Services Corp. COM 571157106 4,462,934.38 545,591 545,591 476,691 68,900 Marriott International, Inc. COM 571903202 386,825,291.66 14,020,489 13,992,956 13,059,203 960,762 Martek Biosciences Corp. COM 572901106 10,132,744.49 448,550 448,550 393,937 54,613 Marten Transport Ltd. COM 573075108 2,323,162.57 136,176 136,176 119,976 16,200
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9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Mitsubishi UFJ Financial Group ADR 606822104 267,464.58 50,087 35,998 35,998 Mitsui & Co Ltd ADR 606827202 283,098.28 1,087 781 781 Modine Manufacturing Co. COM 607828100 4,391,199.00 473,700 473,700 417,100 56,600 Mohawk Industries, Inc. COM 608190104 9,032,486.01 189,400 189,400 166,300 23,100 Molson Coors Brewing CV 2.5% Co. 07/30/2013 60871RAA8 76,566,206.25 67,385,000 67,385,000 59,995,000 7,390,000 Monolithic Power Systems, Inc. COM 609839105 8,589,523.95 366,291 366,291 354,469 11,822 Monro Muffler Brake, Inc. COM 610236101 8,623,037.52 271,250 271,250 246,600 24,650 Monsanto Co. COM 61166W101 35,826,912.00 462,880 462,880 446,015 16,865 Monster Worldwide, Inc. COM 611742107 2,643,413.00 151,225 151,225 144,125 7,100 Moody's Corp. COM 615369105 88,988,969.49 4,349,412 4,336,946 3,964,103 384,870 Moog, Inc. Class A 615394202 62,314,532.09 2,112,357 2,112,357 1,873,522 238,835 Morgan Stanley COM 617446448 502,801,716.31 16,282,439 16,239,320 14,941,123 1,340,702 Movado Group, Inc. COM 624580106 1,951,379.00 134,300 134,300 117,800 16,500 MPS Group, Inc. COM 553409103 30,012,507.99 2,852,900 2,852,900 2,506,978 345,922 MSC Industrial Direct Co. Class A 553530106 27,830,144.42 638,599 638,599 560,199 78,400 MTS Systems Corp. COM 553777103 1,314,450.00 45,000 45,000 45,000 Multi-Color Corp. COM 625383104 5,791,311.04 375,328 375,328 331,128 44,200 Mylan Laboratories, Inc. COM 628530107 101,924,943.38 6,366,330 6,366,003 6,027,703 338,300 Mylan Laboratories, CVPFD 6.5% Inc. 11/15/2010 628530206 90,831,991.25 88,165 88,165 79,015 9,150 MYR Group, Inc. COM 55405W104 21,569,438.96 1,022,733 1,022,733 981,510 41,223 Myriad Genetics, Inc. COM 62855J104 3,938,421.20 143,738 143,738 138,948 4,790 Nabors Industeries Ltd. COM G6359F103 10,372,670.00 496,300 496,300 459,600 36,700 Nabors Industries Ltd. CV 0.94% 05/15/2011 629568AP1 14,256,978.75 14,679,000 14,679,000 14,679,000 Nalco Holding Co. COM 62985Q101 6,637,018.35 323,915 323,915 323,915 Nash Finch CV Step% 03/15/2035 631158AD4 901,192.50 2,133,000 2,133,000 2,133,000 National Bank of Greece SA ADR 633643408 560,231.42 77,702 55,724 55,724 National City Corp. CV 4% 02/01/2011 635405AW3 50,618,925.00 49,994,000 49,994,000 45,619,000 4,375,000 National Presto Indus, Inc. COM 637215104 354,690.99 4,100 4,100 3,600 500 Natural Gas Services Group COM 63886Q109 1,753,190.01 99,500 99,500 99,500 Navigators Group, Inc. (The) COM 638904102 591,250.00 10,750 10,750 10,750 NBTY, Inc. COM 628782104 92,824,084.66 2,345,227 2,345,227 2,099,358 245,869 Nektar Therapeutics CV 3.25% 09/28/2012 640268AH1 821,250.00 900,000 900,000 900,000 NetApp, Inc. COM 64110D104 12,463,268.52 467,139 467,139 467,139 NetApp, Inc. CV 1.75% 06/01/2013 64110DAB0 27,167,925.00 24,982,000 24,982,000 16,487,000 8,495,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Netezza Corp. COM 64111N101 14,505,017.68 1,290,482 1,290,482 1,252,030 38,452 Netflix, Inc. COM 64110L106 11,282,008.86 244,358 244,358 236,596 7,762 NetLogic Microsystems, Inc. COM 64118B100 18,824,760.00 418,328 418,328 402,349 15,979 Netsuite, Inc. COM 64118Q107 9,278,838.00 606,460 606,460 584,210 22,250 New Jersey Resources Corp. COM 646025106 24,927,250.83 686,512 686,512 603,912 82,600 Newmont Mining Corp. CV 1.25% 07/15/2014 651639AH9 47,611,190.01 39,842,000 39,842,000 39,017,000 825,000 Newmont Mining Corp. CV 1.625% 07/15/2017 651639AJ5 5,516,625.00 4,700,000 4,700,000 4,700,000 Newmont Mining Corp. CV 3% 02/15/2012 651639AK2 35,918,640.00 29,808,000 29,808,000 26,573,000 3,235,000 NII Holdings, Inc. CV 3.125% 06/15/2012 62913FAJ1 37,251,091.25 42,391,000 42,391,000 30,616,000 11,775,000 Nike, Inc. Class B 654106103 19,321,037.50 298,625 298,625 295,225 3,400 Nippon Telegraph & Telephone ADR 654624105 353,809.89 15,363 11,120 11,120 NiSource, Inc. COM 65473P105 6,945,000.00 500,000 500,000 500,000 Nissan Motor Co., Ltd. ADR 654744408 620,604.81 46,557 33,304 33,304 Noble Energy, Inc. COM 655044105 63,682,071.40 965,465 965,433 919,833 45,600 Nokia Corp. ADR 654902204 10,340,506.70 707,285 697,346 682,299 15,047 Nordson Corp. COM 655663102 40,076,978.08 714,512 714,512 628,369 86,143 Nordstrom, Inc. COM 655664100 55,826,448.12 1,827,978 1,827,909 1,745,909 82,000 Northeast Utility Service Co. COM 664397106 20,904,257.00 880,550 880,493 817,093 63,400 Northern Trust Corp. COM 665859104 18,063,739.92 310,587 310,587 307,787 2,800 Northwest Natural Gas Co. COM 667655104 24,048,609.94 577,259 577,259 508,319 68,940 Nucor Corp. COM 670346105 66,826,125.30 1,421,530 1,421,530 1,416,830 4,700 NuVasive, Inc. COM 670704105 9,078,373.44 217,394 217,394 209,494 7,900 NVIDIA Corp. COM 67066G104 9,133,821.18 607,706 607,706 607,706 NVR, Inc. COM 62944T105 3,150,519.91 4,943 4,943 4,943 NxStage Medical, Inc. COM 67072V103 2,844,113.01 425,129 425,129 425,129 Occidental Petroleum Corp. COM 674599105 257,562,894.38 3,285,241 3,275,644 2,970,333 314,829 Oceaneering Int'l, Inc. COM 675232102 12,733,848.75 224,385 224,385 224,385 Odyssey Healthcare, Inc. COM 67611V101 56,482,587.52 4,518,607 4,518,607 3,957,707 560,900 Old Republic Int'l CV 8% Corp. 05/15/2012 680223AF1 8,012,812.50 6,475,000 6,475,000 5,225,000 1,250,000 Omnicom Group, Inc. COM 681919106 165,570,251.57 4,482,140 4,465,918 3,921,716 560,201 Omnicom Group, Inc. CV 0% 7/1/2038 681919AT3 92,145,685.00 92,842,000 92,842,000 79,972,000 12,870,000 ON Semiconductor Corp. COM 682189105 6,706,986.00 812,968 812,968 812,968 ON Semiconductor Corp. CV 2.625% 12/15/2026 682189AG0 36,753,480.00 34,031,000 34,031,000 23,481,000 10,550,000 Onyx Pharmaceuticals, Inc. COM 683399109 99,872,417.58 3,332,413 3,332,376 3,109,877 222,499
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- OpenTable, Inc. COM 68372A104 14,202,026.27 515,313 515,313 499,646 15,667 Optimer Pharmaceuticals, Inc. COM 68401H104 1,738,605.00 128,500 128,500 128,500 OptionsXpress Holdings, Inc. COM 684010101 50,245,176.92 2,907,707 2,907,707 2,548,928 358,779 Oracle Corp. COM 68389X105 158,970,234.38 7,628,130 7,587,201 6,391,073 1,236,449 Orbital Sciences Corp. CV 2.4375% 01/15/2027 685564AN6 884,823.75 971,000 971,000 46,000 925,000 O'Reilly Automotive, Inc. COM 686091109 4,450,424.16 123,144 123,144 123,144 Orion Marine Group, Inc. COM 68628V308 22,589,809.84 1,099,796 1,099,796 1,048,349 51,447 ORIX Corp. ADR 686330101 305,622.80 10,060 7,121 7,121 Ormat Technologies, Inc. COM 686688102 3,308,175.26 81,043 81,043 81,043 Orthovita, Inc. COM 68750U102 1,154,570.00 263,000 263,000 263,000 Oshkosh Corp. COM 688239201 11,784,330.00 381,000 381,000 381,000 OSI Pharmaceuticals, Inc. COM 671040103 31,286,601.80 886,306 886,306 790,406 95,900 Otter Tail Corp. COM 689648103 50,245,485.98 2,099,686 2,099,686 1,855,686 244,000 Overhill Farms, Inc. COM 690212105 12,887,268.38 2,130,127 2,130,127 1,868,682 261,445 Paccar, Inc. COM 693718108 9,706,327.73 257,394 257,394 254,394 3,000 Pacific Gas & Electric Co. COM 69331C108 50,791,303.84 1,254,416 1,243,916 949,383 305,033 PacWest Bancorp COM 695263103 23,856,962.70 1,252,334 1,252,334 1,100,834 151,500 Palm, Inc. COM 696643105 11,697,952.77 671,139 671,139 653,913 17,226 Papa John's Int'l, Inc. COM 698813102 20,140,029.03 819,700 819,700 720,100 99,600 Parker Hannifin Corp. COM 701094104 160,546,872.96 3,096,969 3,096,919 3,021,169 75,750 PartnerRe Ltd. COM G6852T105 77,949,452.80 1,013,120 1,013,069 953,669 59,400 Patterson Cos., Inc. COM 703395103 111,878,390.11 4,105,629 4,105,474 3,902,674 202,800 Peabody Energy Corp. COM 704549104 702,527.50 18,875 18,875 18,875 Peet's Coffee & Tea, Inc. COM 705560100 1,676,862.00 59,400 59,400 59,400 Penn Virginia Corp. CV 4.5% 11/15/2012 707882AA4 15,356,944.99 16,969,000 16,969,000 9,666,000 7,303,000 Penn West Energy Trust COM 707885109 1,497,355.20 94,530 94,530 94,530 Penske Automotive CV 3.5% Group, Inc. 04/01/2026 909440AH2 6,399,990.00 6,052,000 6,052,000 6,052,000 Pentair, Inc. COM 709631105 15,640,286.40 529,820 529,779 490,779 39,000 PepsiCo, Inc. COM 713448108 20,508,533.22 349,617 349,617 343,269 6,348 Perficient, Inc. COM 71375U101 1,510,928.99 182,700 182,700 182,700 PerkinElmer, Inc. COM 714046109 36,927,062.69 1,919,286 1,919,286 1,717,825 201,461 Perma-Fix Envr Svcs, Inc. COM 714157104 1,669,472.99 713,450 713,450 628,509 84,941 PetMed Express, Inc. COM 716382106 27,290,784.99 1,447,787 1,447,787 1,279,856 167,931 Petrohawk Energy Corp. COM 716495106 6,521,254.02 269,362 269,362 269,362
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Petroleo Brasileiro S.A. ADR 71654V101 15,995,592.79 406,909 404,283 362,483 41,800 Petroleo Brasileiro S.A. COM 71654V408 30,729,636.91 669,491 665,136 561,997 107,439 PetSmart, Inc. COM 716768106 27,158,703.00 1,248,676 1,248,594 1,151,394 97,200 Pfizer, Inc. COM 717081103 110,094,141.70 6,652,214 6,652,214 6,615,635 36,579 Phase Forward, Inc. COM 71721R406 26,930,503.12 1,918,127 1,918,127 1,723,763 194,364 Philip Morris Int'l, Inc. COM 718172109 11,316,014.54 232,171 232,171 194,519 37,652 Phillips-Van Heusen Corp. COM 718592108 6,612,295.91 154,529 154,529 154,529 Piedmont Natural Gas Co., Inc. COM 720186105 49,256,956.98 2,057,517 2,057,476 1,856,645 200,831 Pier 1 Imports, Inc. COM 720279108 1,161,000.00 300,000 300,000 300,000 Pioneer Drilling Co. COM 723655106 2,176,332.02 296,503 296,503 260,903 35,600 PLACER DOME INC CV 2.75% 10/15/2023 725906AK7 15,916,687.50 10,050,000 10,050,000 10,050,000 Plexus Corp. COM 729132100 68,579,429.82 2,603,623 2,603,623 2,322,626 280,997 PMC-Sierra, Inc. COM 69344F106 1,381,420.00 144,500 144,500 144,500 PNC Financial Services Group COM 693475105 429,673,474.13 8,842,838 8,815,901 7,984,110 858,361 Polo Ralph Lauren Corp. COM 731572103 3,001,435.26 39,173 39,173 39,173 Polycom, Inc. COM 73172K104 8,779,697.75 328,213 328,213 328,213 Polypore International, Inc. COM 73179V103 33,617,084.87 2,603,957 2,603,957 2,287,850 316,107 Portec Rail Products, Inc. COM 736212101 3,758,970.04 396,098 396,098 346,098 50,000 Potash Corp. COM 73755L107 106,546,092.60 1,179,390 1,179,390 1,172,106 7,284 Power Integrations, Inc. COM 739276103 34,615,404.78 1,038,566 1,038,566 912,193 126,373 PPL Corp. COM 69351T106 2,965,188.88 97,732 97,732 97,732 Praxair, Inc. COM 74005P104 62,996,840.97 771,170 767,568 662,527 108,557 Precision Castparts Corp. COM 740189105 22,177,404.61 217,703 217,703 212,015 5,688 Principal Financial Services COM 74251V102 23,297,742.26 850,593 847,327 694,082 156,511 Procter & Gamble Co. COM 742718109 114,824,662.40 1,982,470 1,982,470 1,969,635 12,835 Progress Energy, Inc. COM 743263105 40,788,676.07 1,044,257 1,044,047 1,014,432 29,615 ProLogis CV 2.25% 04/01/2037 743410AQ5 78,399,687.50 86,510,000 86,510,000 74,635,000 11,875,000 ProLogis CV 2.625% 05/15/2038 743410AS1 20,427,687.50 23,650,000 23,650,000 23,650,000 PROS Holdings, Inc. COM 74346Y103 1,784,198.00 211,900 211,900 211,900 Prudential Financial, Inc. COM 744320102 75,450,743.74 1,511,736 1,507,288 1,385,592 126,144 Prudential Financial, CV Adj% Inc. 12/12/2036 744320AG7 124,777.50 127,000 127,000 127,000 Prudential Financial, CV Adj% Inc. 12/15/2037 744320AJ1 10,571.00 11,000 11,000 11,000 Prudential plc ADR 74435K204 594,633.24 30,874 22,190 22,190 Psychemedics Corp. COM 744375205 346,158.43 55,832 55,832 47,143 8,689
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Psychiatric Solutions, Inc. COM 74439H108 31,601,847.42 1,180,936 1,180,936 1,035,136 145,800 Pulte Homes, Inc. COM 745867101 157,783,199.21 14,356,979 14,302,973 12,754,735 1,601,512 QLogic Corp. COM 747277101 79,825,681.60 4,641,028 4,640,947 4,225,447 415,500 Quaker Chemical Corp. COM 747316107 3,806,740.99 173,586 173,586 151,886 21,700 QUALCOMM, Inc. COM 747525103 55,231,571.72 1,227,914 1,227,808 1,181,811 45,997 Quanex Building Products Corp. COM 747619104 51,669,821.72 3,598,177 3,598,177 3,284,399 313,778 Quanta Services, Inc. CV 3.75% 04/30/2026 74762EAE2 12,345,356.25 10,865,000 10,865,000 5,943,000 4,922,000 Quest Diagnostics, Inc. COM 74834L100 8,772,199.58 168,082 168,082 163,926 4,156 Quicksilver Resources, Inc. COM 74837R104 559,469.13 39,427 39,427 39,427 Quicksilver CV 1.875% Resources, Inc. 11/1/2024 74837RAB0 3,412,500.00 3,000,000 3,000,000 3,000,000 Qwest Communications, Inc. COM 749121109 10,191,750.00 2,675,000 2,675,000 2,675,000 Qwest Communications, CV 3.50% Inc. 11/15/2025 749121BY4 7,197,625.01 7,100,000 7,100,000 7,100,000 R.R. Donnelley & Sons Co. COM 257867101 4,570,900.00 215,000 215,000 215,000 Radian Group, Inc. COM 750236101 4,994,923.81 472,110 472,110 417,410 54,700 Radiant Systems, Inc. COM 75025N102 8,171,024.23 760,803 760,803 667,803 93,000 Range Resources Corp. COM 75281A109 44,860,539.84 908,844 908,844 891,050 17,794 Raymond James Financial, Inc. COM 754730109 51,992,574.26 2,233,358 2,233,255 2,142,755 90,500 Rayonier Trs CV 3.75% Holdings, Inc. 10/15/2012 75508AAB2 35,471,562.50 33,385,000 33,385,000 29,885,000 3,500,000 Raytheon Co. COM 755111507 61,649,413.02 1,285,166 1,280,233 1,161,235 123,931 RBC Bearings, Inc. COM 75524B104 4,703,584.63 201,611 201,611 190,137 11,474 RC2 Brands, Inc. COM 749388104 3,702,150.00 259,800 259,800 227,400 32,400 Red Robin Gourmet Burgers, Inc COM 75689M101 2,392,407.19 117,160 117,160 104,360 12,800 Reed Elsevier plc Spons ADR 758205207 336,174.08 11,176 7,966 7,966 Regal Beloit Corp. COM 758750103 23,563,505.03 515,500 515,500 453,100 62,400 Regions Financial Corp. COM 7591EP100 41,512,570.70 6,684,794 6,657,594 5,691,387 993,407 Reliance Steel & Aluminum Co. COM 759509102 246,330,172.55 5,787,833 5,787,731 5,331,631 456,100 ReneSola Ltd. ADR 75971T103 2,617,602.00 544,200 544,200 544,200 Rentech, Inc. CV 4% 04/15/2013 760112AA0 2,158,750.00 2,750,000 2,750,000 1,330,000 1,420,000 Republic Services Inc. COM 760759100 31,764,381.93 1,195,498 1,195,426 1,109,171 86,255 Research In Motion Ltd. COM 760975102 793,442.30 11,746 11,746 11,746 ResMed, Inc. COM 761152107 6,787,774.40 150,172 148,442 148,442 RightNow Technologies, Inc. COM 76657R106 1,715,573.10 118,807 118,807 118,807 Rimage Corp. COM 766721104 6,189,946.76 362,197 362,197 319,445 42,752 RINO International Corp. COM 766883102 5,613,663.58 265,547 265,547 257,790 7,757
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Riverbed Technology, Inc. COM 768573107 16,653,629.53 758,362 758,362 695,727 62,635 RLI Corp. COM 749607107 33,415,017.96 633,100 633,100 556,500 76,600 Robbins & Myers, Inc. COM 770196103 30,419,936.67 1,295,568 1,295,568 1,208,602 86,966 Robert Half Int'l, Inc. COM 770323103 20,995,933.32 839,166 839,166 765,166 74,000 Rockwell Collins, Inc. COM 774341101 5,914,694.80 116,431 116,431 116,431 Rogers Corp. COM 775133101 67,581,780.57 2,254,981 2,254,981 1,999,354 255,627 Roper Industries, Inc. COM 776696106 59,141,133.30 1,160,085 1,160,050 1,120,550 39,500 Roper Industries, Inc. CV Adj% 01/15/2034 776696AA4 19,770,725.00 31,135,000 31,135,000 31,135,000 Rosetta Stone Ltd. COM 777780107 1,071,221.76 46,656 46,656 44,939 1,717 Ross Stores, Inc. COM 778296103 8,270,133.48 173,124 173,124 173,124 Rotal Dutch Shell plc ADR 780259206 2,350,509.00 41,100 41,100 41,100 Rovi Corp. COM 779376102 43,487,337.60 1,294,266 1,294,266 1,175,993 118,273 Royal Caribbean Cruises Ltd. COM V7780T103 2,586,336.48 107,406 107,406 101,728 5,678 RRI Energy, Inc. COM 74971X107 2,142,000.00 300,000 300,000 300,000 RTI International Metals, Inc. COM 74973W107 17,279,444.25 693,675 693,675 610,932 82,743 Rubio's Restaurants, Inc. COM 78116B102 3,889,887.98 613,547 613,547 538,047 75,500 Ruddick Corp. COM 781258108 9,107,287.64 342,122 342,122 301,376 40,746 Rush Enterprises, Inc. Class A 781846209 27,714,278.57 2,145,068 2,145,068 1,848,668 296,400 Rush Enterprises, Inc. Class B 781846308 4,120,253.41 378,352 378,352 331,848 46,504 Ryanair Holdings plc ADR 783513104 462,055.44 15,911 11,428 11,428 SAIC, Inc. COM 78390X101 16,487,600.00 940,000 940,000 940,000 Saks, Inc. CV 2.0% 03/15/2024 79377WAL2 649,350.00 780,000 780,000 780,000 Salix Pharmaceuticals, Inc. COM 795435106 8,944,868.62 420,737 420,737 405,450 15,287 SanDisk Corp. CV 1.0% 05/15/2013 80004CAC5 38,342,500.00 49,000,000 49,000,000 49,000,000 Sanofi-Aventis S.A. ADR 80105N105 3,262,500.25 88,295 84,672 71,872 12,800 Sapient Corp. COM 803062108 10,691,133.72 1,329,743 1,329,743 1,329,743 Savient Pharmaceuticals, Inc. COM 80517Q100 3,111,622.40 204,712 204,712 196,990 7,722 ScanSource, Inc. COM 806037107 91,954,247.10 3,246,972 3,246,972 2,848,984 397,988 Schering-Plough Corp. CVPFD 6% 08/13/2010 806605705 70,179,374.70 289,161 289,161 263,161 26,000 Schlumberger Ltd. COM 806857108 641,168,223.61 10,757,856 10,725,322 9,783,767 973,666 Schnitzer Steel Industries Class A 806882106 18,256,070.25 342,837 342,837 301,337 41,500 SEACOR Holdings, Inc. CV 2.875% 12/15/2024 811904AJ0 13,960,375.00 12,100,000 12,100,000 11,340,000 760,000 Semtech Corp. COM 816850101 25,956,460.50 1,525,953 1,525,953 1,340,204 185,749 Sesi LLC CV Adj% 12/15/2026 78412FAH7 1,805,000.00 2,000,000 2,000,000 2,000,000
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- ShoreTel, Inc. COM 825211105 1,948,595.02 249,500 249,500 249,500 Shutterfly, Inc. COM 82568P304 2,506,141.00 150,700 150,700 150,700 Siemens AG COM 826197501 720,811.84 7,754 5,580 5,580 Sigma-Aldrich Corp. COM 826552101 6,286,186.92 116,454 116,454 116,454 Signature Bank COM 82669G104 21,615,759.00 745,371 745,371 655,969 89,402 Signet Jewelers Ltd. COM G81276100 318,224.38 12,086 8,685 8,685 Silgan Holdings, Inc. COM 827048109 33,399,076.54 633,398 633,398 570,042 63,356 Silicon Laboratories, Inc. COM 826919102 26,931,914.80 580,930 580,930 564,887 16,043 Simon Property Group, Inc. COM 828806109 6,113,380.93 88,051 88,051 88,051 Simon Property Group, Inc. CV PFD 828806802 10,472,753.25 172,391 172,391 172,391 Sinclair Broadcast CV 3% Group, Inc. 05/15/2027 829226AW9 4,830,000.00 5,250,000 5,250,000 5,250,000 Sinclair Broadcast CV Adj% Group, Inc. 7/15/2018 829226AU3 12,789,000.00 14,700,000 14,700,000 14,700,000 SmartHeat, Inc. COM 83172F104 11,163,212.72 940,456 940,456 913,341 27,115 Smith & Wesson CV 4% Holding Corp. 12/15/2026 831756AB7 388,543.75 415,000 415,000 415,000 Smith International, Inc. COM 832110100 136,648,563.78 4,761,274 4,761,194 4,645,124 116,070 Snap-on, Inc. COM 833034101 13,000,240.00 374,000 374,000 374,000 Sohu.com, Inc. COM 83408W103 19,549,614.52 284,234 282,266 255,813 26,453 Solera Holdings, Inc. COM 83421A104 58,869,359.66 1,892,297 1,892,297 1,658,497 233,800 Somanetics Corp. COM 834445405 6,903,551.20 428,260 428,260 393,460 34,800 Sonic Automotive, Inc. Class A 83545G102 4,898,250.00 466,500 466,500 466,500 Sonoco Products Co. COM 835495102 13,781,043.54 500,401 500,401 439,601 60,800 South Financial Group, Inc. COM 837841105 4,051,487.58 2,756,114 2,756,114 2,756,114 Southern Co. COM 842587107 77,372,280.27 2,443,078 2,432,778 2,135,857 307,221 Southwest Airlines Co. COM 844741108 19,348,982.39 2,015,519 2,015,519 1,953,809 61,710 Southwest Bancorp, Inc. COM 844767103 5,944,016.50 423,363 423,363 372,745 50,618 Southwestern Energy Co. COM 845467109 62,386,679.08 1,461,731 1,461,731 1,452,143 9,588 Spartan Stores, Inc. CV 3.375% 05/15/2027 846822AE4 3,020,000.00 4,000,000 4,000,000 1,800,000 2,200,000 SPDR Trust Series COM 78462F103 39,585,000.00 375,000 375,000 375,000 SPX Corp. COM 784635104 76,358,962.91 1,246,270 1,246,228 1,188,728 57,500 SRA Int'l, Inc. COM 78464R105 2,342,515.00 108,500 108,500 108,500 St. Jude Medical, Inc. COM 790849103 3,536,490.56 90,656 90,656 86,045 4,611 St. Mary Land & Exploration COM 792228108 7,907,093.70 243,595 243,595 191,514 52,081 Standard Parking Corp. COM 853790103 2,425,863.00 138,700 138,700 122,200 16,500 Staples, Inc. COM 855030102 1,154,126.88 49,704 49,704 49,704
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9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Team, Inc. COM 878155100 5,104,763.69 301,166 301,166 265,366 35,800 Tech Data Corp. CV 2.75% 12/15/2026 878237AE6 28,291,803.75 27,171,000 27,171,000 27,171,000 Techne Corp. COM 878377100 34,906,027.46 558,050 558,050 490,545 67,505 TechTeam Global, Inc. COM 878311109 5,130,600.00 603,600 603,600 529,466 74,134 Techwell, Inc. COM 87874D101 5,519,646.02 502,700 502,700 442,700 60,000 TECO Energy, Inc. COM 872375100 3,041,280.00 216,000 216,000 216,000 Teleflex, Inc. COM 879369106 34,246,765.76 708,896 708,896 634,196 74,700 Telekomunikasi Indonesia Tbk ADR 715684106 3,780,987.00 105,910 101,739 101,739 TeleTech Holdings, Inc. COM 879939106 7,496,471.08 439,418 439,418 423,236 16,182 Tellabs, Inc. COM 879664100 45,210,359.88 6,533,289 6,532,833 6,035,005 497,828 Tennant Co. COM 880345103 3,536,602.02 121,700 121,700 108,000 13,700 Teradyne, Inc. COM 880770102 9,787,462.00 1,058,104 1,058,104 1,019,180 38,924 Teradyne, Inc. CV 4.5% 03/15/2014 880770AE2 20,609,887.50 10,970,000 10,970,000 6,815,000 4,155,000 Territorial Bancorp, Inc. COM 88145X108 1,652,672.03 105,400 105,400 92,800 12,600 Tetra Tech, Inc. COM 88162G103 3,879,216.60 146,220 146,220 146,220 Teva Pharmaceutical CV 1.75% Finance 02/01/2026 88165FAA0 81,157,770.01 69,144,000 69,144,000 69,144,000 Teva Pharmaceutical CV .25% Finance 02/01/2026 88163VAE9 15,675,100.00 13,720,000 13,720,000 7,970,000 5,750,000 Teva Pharmaceutical CV .25% Finance 2/01/2024 88164RAB3 28,362,862.50 19,410,000 19,410,000 19,410,000 Teva Pharmaceutical Industries ADR 881624209 290,331,117.75 5,742,309 5,714,097 5,074,210 665,353 Texas Capital Bancshares, Inc. COM 88224Q107 42,577,835.01 2,528,375 2,528,375 2,233,043 295,332 Texas Instruments, Inc. COM 882508104 58,068,312.06 2,451,174 2,451,174 2,440,223 10,951 Textron, Inc. CV 4.5% 05/01/2013 883203BN0 6,479,550.00 3,960,000 3,960,000 3,960,000 Thermo Fisher Scientific, Inc. COM 883556102 56,372,380.25 1,290,872 1,290,872 1,278,572 12,300 Thomas & Betts Corp. COM 884315102 15,436,484.53 513,181 513,181 451,181 62,000 Thoratec Corp. COM 885175307 11,237,101.83 371,229 371,229 357,669 13,560 Tiffany & Co. COM 886547108 3,232,705.53 83,901 83,901 83,901 Time Warner Cable, Inc. COM 88732J207 109,050,189.92 2,530,754 2,523,777 2,322,764 207,923 Time Warner, Inc. COM 887317303 99,214,954.46 3,447,358 3,439,216 3,180,408 266,815 Titanium Metals Corp. COM 888339207 1,558,375.00 162,500 162,500 162,500 TJX Cos., Inc. COM 872540109 59,028,452.28 1,588,922 1,588,870 1,521,770 67,100 TomoTherapy, Inc. COM 890088107 2,563,359.98 592,000 592,000 520,600 71,400 Total S.A. ADR 89151E109 11,408,379.64 192,514 189,413 170,413 19,000 Tower Group, Inc. COM 891777104 25,633,475.47 1,050,983 1,050,983 922,083 128,900 Transocean Ltd. COM H8817H100 29,768,288.85 348,045 346,230 306,384 39,846
9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- Transocean Ltd. CV 1.625% 12/15/2037 893830AU3 87,970,000.00 87,970,000 87,970,000 82,235,000 5,735,000 Trimble Navigation Ltd. COM 896239100 25,972,117.95 1,086,245 1,086,175 1,006,775 79,400 Triumph Group Inc COM 896818101 270,663.60 5,640 5,640 5,640 TrueBlue, Inc. COM 89785X101 35,580,384.84 2,528,812 2,528,812 2,234,412 294,400 TTM Technologies, Inc. CV 3.25% 05/15/2015 87305RAC3 10,842,812.50 11,050,000 11,050,000 5,780,000 5,270,000 Tween Brands, Inc. COM 901166108 5,698,018.16 679,144 679,144 679,144 Tyco International Ltd. COM H89128104 56,621,573.36 1,642,157 1,642,064 1,527,864 114,200 U.S. Bancorp COM 902973304 18,536,952.10 847,985 847,985 827,046 20,939 UGI Corp. COM 902681105 20,463,519.86 816,581 816,581 718,281 98,300 Ulta Salon, Inc. COM 90384S303 9,552,355.80 578,580 578,580 565,480 13,100 Ultimate Software Group, Inc. COM 90385D107 2,317,704.01 80,700 80,700 80,700 Under Armour, Inc. Class A 904311107 1,975,011.61 70,967 70,967 68,322 2,645 Union Pacific Corp. COM 907818108 39,345,813.45 674,307 674,307 660,836 13,471 Unisource Energy Corp. COM 909205106 8,917,500.00 290,000 290,000 290,000 Unisys Corp. COM 909214108 1,922,586.90 720,070 720,070 720,070 United Parcel Service, Inc. Class B 911312106 2,089,390.00 37,000 37,000 37,000 United Rentals, Inc. COM 911363109 25,644,270.50 2,489,735 2,489,735 2,187,935 301,800 United States Steel Corp. COM 912909108 102,536,052.83 2,310,932 2,310,905 2,261,214 49,691 United States Steel CV 4% Corp. 05/15/2014 912909AE8 10,527,000.00 6,600,000 6,600,000 3,660,000 2,940,000 United Technologies Corp. COM 913017109 107,171,604.89 1,758,930 1,758,930 1,743,586 15,344 United Therapeutics Corp. COM 91307C102 8,634,389.52 176,248 176,248 169,900 6,348 United Therapeutics CV .5% Corp. 10/15/2011 91307CAD4 16,982,487.50 12,430,000 12,430,000 6,105,000 6,325,000 UnitedHealth Group, Inc. COM 91324P102 173,765,105.02 6,939,501 6,917,709 6,282,856 656,318 Universal Electronics, Inc. COM 913483103 15,612,968.61 764,592 764,592 669,865 94,727 Universal Stainless & Alloy COM 913837100 1,726,450.00 94,600 94,600 83,400 11,200 Urban Outfitters, Inc. COM 917047102 5,723,309.34 189,702 189,702 189,702 URS Corp. COM 903236107 8,148,582.00 186,680 186,680 186,680 UTi Worldwide, Inc. COM G87210103 42,045,938.00 2,903,725 2,903,725 2,600,725 303,000 Valspar Corp. COM 920355104 36,375,290.07 1,322,257 1,322,168 1,225,443 96,725 VanceInfo Technologies, Inc. ADR 921564100 2,063,983.68 106,172 106,172 106,172 Vanda Pharmaceuticals, Inc. COM 921659108 6,841,200.48 587,732 587,732 570,602 17,130 Varian Medical Systems Inc. COM 92220P105 80,495,515.98 1,910,646 1,910,587 1,830,787 79,800 Varian Semi Equip Assoc., Inc. COM 922207105 4,444,040.16 135,324 135,324 135,324 VCA Antech, Inc. COM 918194101 31,103,663.03 1,156,700 1,156,700 1,016,400 140,300
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9/30/2009 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 SEDOL Principal Discretion Other Name of Issue Title of Class Numbers Fair Market Value Amount Sole Managers Voting Authority - ---------------------- -------------- --------- ----------------- ------------- ------------- -------- ------------------------- (A) SOLE (C) NONE ------------- ----------- WESCO International, CV 6% Inc. 09/15/2029 95082PAH8 21,737,060.00 16,916,000 16,916,000 12,158,000 4,758,000 Western Digital Corp. COM 958102105 5,395,006.11 147,687 147,687 147,687 Westport Innovations, Inc. COM 960908309 13,699,756.69 1,078,721 1,078,721 1,045,401 33,320 Whiting Petroleum CVPFD 6.25% Corp. 12/31/2049 966387201 5,359,435.00 35,500 35,500 17,850 17,650 Williams Cos., Inc. COM 969457100 109,358,002.49 6,119,642 6,119,475 5,880,175 239,300 Windstream Corp. COM 97381W104 4,305,250.00 425,000 425,000 425,000 Wisconsin Energy Corp. COM 976657106 3,591,692.55 79,515 79,515 79,515 WMS Industries, Inc. COM 929297109 13,332,842.16 299,211 299,211 290,538 8,673 Woodward Governor Co. COM 980745103 36,108,486.96 1,488,396 1,488,396 1,303,496 184,900 Wyndham Worldwide CV 3.5% Corp. 05/01/2012 98310WAC2 15,631,330.00 10,931,000 10,931,000 8,626,000 2,305,000 Wynn Resorts Ltd. COM 983134107 107,967,242.22 1,523,025 1,522,978 1,457,915 65,063 Xilinx, Inc. COM 983919101 50,450,356.94 2,154,157 2,154,056 2,038,458 115,598 XTO Energy, Inc. COM 98385X106 200,179,285.21 4,844,610 4,836,555 4,561,424 283,043 Yingli Green Energy CV 0% Holding 12/15/2012 98584BAA1 19,109,378.76 18,049,000 18,049,000 9,239,000 8,810,000 Zebra Technologies Corp. Class A 989207105 16,173,111.46 623,722 623,722 548,043 75,679 Zenith National Insurance Co. COM 989390109 34,047,690.30 1,101,867 1,101,867 964,167 137,700 Zhongpin, Inc. COM 98952K107 1,840,883.20 125,060 125,060 125,060 Zions Bancorp COM 989701107 105,336,744.09 5,861,811 5,835,702 5,090,665 770,537 Zumiez, Inc. COM 989817101 2,487,148.82 151,563 151,563 151,563 1005 45,811,010,530 4,508,445,190 4,505,452,502 3,995,761,011 512,379,063
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