-----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, B/knypwSC7m4WzJ6CRDmYvUCd6iehVVnHfgef3iKlBMpgPQzVGUl6mP3YGNETxtw F6xjB/IRnXAX3W3GtMu5lA== 0001193125-10-029491.txt : 20100212 0001193125-10-029491.hdr.sgml : 20100212 20100212074003 ACCESSION NUMBER: 0001193125-10-029491 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100212 DATE AS OF CHANGE: 20100212 EFFECTIVENESS DATE: 20100212 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: 10594281 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: December 31, 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 February 12, 2010 - -------------------------- ---------------------------- --------------------- [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: 46,354,552 ----------- (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 12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- 3M Co. COM 88579Y101 5,538,890.00 67,000 67,000 67,000 3M Co. CV Adj% 11/21/2032 88579YAB7 1,098,020.00 1,232,000 1,232,000 1,232,000 3PAR, Inc. COM 88580F109 22,405,814.10 1,890,786 1,890,786 1,710,537 180,249 51job, Inc. ADR 316827104 1,532,709.12 86,496 86,496 86,496 A. M. Castle & Co. COM 148411101 22,597,042.55 1,650,624 1,650,624 1,450,424 200,200 A.O. Smith Corp. COM 831865209 34,560,004.81 796,497 796,497 698,241 98,256 AAR Corp. COM 000361105 32,670,780.90 1,421,705 1,421,705 1,246,205 175,500 Aaron's, Inc. COM 002535201 37,330,070.52 1,346,198 1,346,198 1,180,998 165,200 Abbott Laboratories COM 002824100 345,511,645.28 6,399,549 6,380,345 5,839,299 560,250 Abercrombie & Fitch Co. COM 002896207 6,672,137.05 191,453 191,453 191,453 Accenture Ltd. COM G1151C101 43,506,732.50 1,048,355 1,048,308 1,036,008 12,347 ACE Ltd. COM H0023R105 51,228,021.60 1,016,429 1,016,417 973,417 43,012 Acorda Therapeutics, Inc. COM 00484M106 9,928,180.86 393,663 393,663 379,564 14,099 Activision Blizzard, Inc. COM 00507V109 71,211,989.20 6,409,720 6,409,720 6,346,437 63,283 Actuant Corp. Class A 00508X203 36,017,242.78 1,943,726 1,943,726 1,786,306 157,420 Actuant Corp. CV 2% 11/15/2023 00508XAB0 1,519,000.00 1,400,000 1,400,000 1,400,000 ADC Telecommunications, Inc. CV Adj% 06/15/2013 000886AB7 36,153,812.50 44,497,000 44,497,000 33,877,000 10,620,000 Addus HomeCare Corp. COM 006739106 7,391,280.00 803,400 803,400 724,800 78,600 Adobe Systems, Inc. COM 00724F101 358,173,680.95 9,738,273 9,738,203 9,534,936 203,337 Advanced Micro Devices, Inc. CV 5.75% 08/15/2012 007903AN7 7,732,741.25 7,801,000 7,801,000 7,489,000 312,000 Advisory Board Co. COM 00762W107 6,689,674.75 218,189 218,189 191,236 26,953 Aeropostale, Inc. COM 007865108 28,184,887.50 827,750 827,750 737,650 90,100 AES Trust III CVPFD 6.75% 10/15/2029 00808N202 23,834,752.50 515,346 515,346 299,037 216,309 Affiliated Manager Group, Inc. COM 008252108 10,815,803.85 160,591 160,591 157,426 3,165 Affiliated Manager Group, Inc. CV 3.95% 08/15/2038 008252AL2 29,241,875.01 29,500,000 29,500,000 21,100,000 8,400,000 Affymetrix, Inc. COM 00826T108 5,121,218.64 876,921 876,921 802,321 74,600 Agilent Technologies, Inc. COM 00846U101 4,414,208.11 142,073 142,073 142,073 Agnico-Eagle Mines Ltd. COM 008474108 58,311,522.00 1,079,843 1,075,943 921,438 158,405 Air Methods Corp COM 009128307 736,278.00 21,900 21,900 21,900 Albemarle Corp. COM 012653101 15,312,206.44 421,012 421,012 421,012 Alcatel-Lucent USA, Inc. CV Adj% 06/15/2025 549463AH0 3,528,612.50 4,115,000 4,115,000 1,830,000 2,285,000 Alcoa, Inc. CV 5.25% 03/15/2014 013817AT8 27,024,401.25 10,399,000 10,399,000 9,169,000 1,230,000 Alexandria Real Estate COM 015271109 86,548,869.54 1,346,226 1,346,226 1,206,326 139,900
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Alexion Pharmaceuticals, Inc. COM 015351109 23,820,449.68 487,924 487,924 475,035 12,889 Align Technology, Inc. COM 016255101 15,178,149.36 851,748 851,748 821,216 30,532 Allegheny Technologies, Inc. COM 01741R102 3,156,285.00 70,500 70,500 70,500 Allegheny Technologies, Inc. CV 4.25% 06/01/2014 01741RAD4 20,091,093.75 14,625,000 14,625,000 14,150,000 475,000 Allergan, Inc. COM 018490102 28,324,790.79 449,529 449,529 437,083 12,446 Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 39,995,843.75 34,591,000 34,591,000 31,176,000 3,415,000 Alliance Data Systems, Inc. COM 018581108 19,471,301.40 301,460 301,460 301,460 Alliant Techsystems, Inc. CV 2.75% 02/15/2024 018804AH7 19,115,937.50 16,750,000 16,750,000 16,750,000 Allos Therapeutics, Inc. COM 019777101 1,744,374.42 265,506 265,506 258,400 7,106 Altera Corp. COM 021441100 5,277,994.90 233,230 233,230 233,230 Altria Group, Inc. COM 02209S103 31,326,064.38 1,595,826 1,595,826 1,587,564 8,262 ALZA Corp. CV 0% 7/28/2020 02261WAB5 7,450,000.00 8,000,000 8,000,000 8,000,000 Amazon.com, Inc. COM 023135106 1,603,209.36 11,918 11,918 11,918 Amdocs Ltd. COM G02602103 10,531,878.03 369,151 369,151 369,151 Amedisys, Inc. COM 023436108 30,995,022.55 638,283 638,283 559,467 78,816 Ameren Corp. COM 023608102 4,527,900.00 162,000 162,000 162,000 American Dental Partners, Inc. COM 025353103 8,032,197.88 622,651 622,651 537,870 84,781 American Eagle Outfitter, Inc. COM 02553E106 86,185,029.44 5,075,679 5,075,614 4,852,014 223,665 American Physicians Services COM 028882108 5,512,876.42 238,963 238,963 208,163 30,800 American Pub Education, Inc. COM 02913V103 29,116,663.97 847,400 847,400 742,700 104,700 American Superconductor Corp. COM 030111108 5,659,742.00 138,380 138,380 133,377 5,003 America's Car-Mart, Inc. COM 03062T105 7,285,511.00 276,700 276,700 254,700 22,000 Amerigon, Inc. COM 03070L300 5,171,861.92 651,368 651,368 566,568 84,800 AmerisourceBergen Corp. COM 03073E105 153,189,327.41 5,876,077 5,875,979 5,616,979 259,098 AMETEK, Inc. COM 031100100 45,225,836.15 1,182,684 1,182,684 1,118,084 64,600 Amgen, Inc. COM 031162100 442,328,947.77 7,819,144 7,804,309 7,329,548 489,596 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 23,728,690.02 23,908,000 23,908,000 22,178,000 1,730,000 Amphenol Corp. Class A 032095101 20,826,764.38 450,991 450,991 450,991 ANADIGICS, Inc. COM 032515108 1,198,146.61 283,921 283,921 283,921 Analog Devices, Inc. COM 032654105 7,577,020.98 239,931 239,931 239,931 Anaren, Inc. COM 032744104 6,020,556.81 400,037 400,037 362,937 37,100 Ancestry.com, Inc. COM 032803108 6,481,054.02 462,602 462,602 449,183 13,419 AngloGold Ashanti Ltd. ADR 035128206 6,301,871.38 156,841 156,841 132,141 24,700
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Anixter International, Inc. COM 035290105 58,843,207.50 1,249,325 1,249,325 1,096,952 152,373 Annaly Capital Mgmt, Inc. COM 035710409 42,848,809.20 2,469,672 2,464,852 2,279,527 190,145 AnnTaylor Stores Corp. COM 036115103 26,704,146.48 1,957,782 1,957,782 1,775,982 181,800 ANSYS, Inc. COM 03662Q105 7,066,422.16 162,596 162,596 162,596 AON Corp. COM 037389103 32,992,336.79 860,520 860,503 818,503 42,017 Apache Corp. COM 037411105 103,058,266.90 998,917 997,602 954,571 44,346 Apollo Group, Inc. Class A 037604105 7,118,331.74 117,503 117,503 117,503 Apple, Inc. COM 037833100 60,281,078.52 285,882 285,882 277,409 8,473 Approach Resources, Inc. COM 03834A103 3,502,564.00 453,700 453,700 395,200 58,500 AptarGroup, Inc. COM 038336103 36,222,740.18 1,013,507 1,013,507 887,389 126,118 ArcelorMittal COM 03938L104 3,322,410.75 72,621 72,621 72,621 ArcelorMittal CV 5% 05/15/2014 03938LAK0 15,424,706.25 9,285,000 9,285,000 7,635,000 1,650,000 Arch Chemicals, Inc. COM 03937R102 42,161,050.72 1,365,319 1,365,319 1,198,338 166,981 Arch Coal, Inc. COM 039380100 60,117,208.23 2,701,897 2,687,397 2,203,925 497,972 Archer-Daniels- Midland Co. COM 039483102 197,123,220.06 6,295,855 6,257,755 5,125,742 1,170,113 Archer-Daniels- Midland Co. CV 0.875% 02/15/2014 039483AW2 20,192,212.50 19,185,000 19,185,000 18,185,000 1,000,000 Archer-Daniels- Midland Co. CVPFD 6.25% 06/01/2011 039483201 82,753,638.24 1,897,584 1,897,584 1,681,734 215,850 Archipelago Learning LLC COM 03956P102 5,088,060.00 245,800 245,800 238,020 7,780 ArcSight, Inc. COM 039666102 11,326,158.92 442,774 442,774 426,843 15,931 Arena Resources, Inc. COM 040049108 67,957,335.58 1,576,005 1,576,005 1,382,053 193,952 Arkansas Best Corp. COM 040790107 19,214,876.41 652,901 652,901 571,637 81,264 Arris Group, Inc. COM 04269Q100 17,414,633.70 1,523,590 1,523,590 1,334,090 189,500 Arrow Electronics, Inc. COM 042735100 21,170,557.80 714,980 714,980 714,980 Aruba Networks, Inc. COM 043176106 20,040,171.06 1,879,941 1,879,941 1,810,796 69,145 ASML Holding NV ADR N07059186 1,833,564.74 53,786 53,786 53,786 AT&T, Inc. COM 00206R102 450,988,598.85 16,089,497 16,040,078 14,606,738 1,482,759 athenahealth, Inc. COM 04685W103 16,867,236.36 372,839 372,839 360,002 12,837 Atheros Communications, Inc. COM 04743P108 25,147,088.64 734,436 734,436 714,942 19,494 Atlas Air Worldwide Holdings COM 049164205 67,304,864.50 1,806,842 1,806,842 1,623,542 183,300 ATS Medical, Inc. COM 002083103 2,245,818.99 695,300 695,300 695,300 Atwood Oceanics, Inc. COM 050095108 6,006,739.20 167,552 167,552 167,552 Autodesk, Inc. COM 052769106 81,679,479.37 3,214,462 3,214,422 3,053,522 160,940 Autoliv, Inc. COM 052800109 50,102,783.55 1,155,507 1,155,501 1,085,957 69,550
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Autoliv, Inc. CVPFD 8% 4/30/2012 052800208 15,178,071.83 254,687 254,687 198,687 56,000 Auxilium Pharmaceuticals, Inc. COM 05334D107 8,117,954.42 270,779 270,779 260,660 10,119 Avnet, Inc. COM 053807103 42,077,271.60 1,395,135 1,395,135 1,395,135 Avon Products, Inc. COM 054303102 6,336,067.50 201,145 201,145 201,145 AXA S.A. ADR 054536107 2,623,601.92 110,794 110,794 110,794 Balchem Corp. COM 057665200 4,745,016.01 141,600 141,600 122,900 18,700 Baldor Electric Co. COM 057741100 89,034,232.54 3,169,606 3,169,606 2,828,006 341,600 Ball Corp. COM 058498106 41,765,431.40 807,842 807,842 744,842 63,000 Banco Santander Brasil SA ADR 05967A107 792,084.74 56,821 56,821 56,821 Banco Santander S.A. ADR 05964H105 14,032,789.44 853,576 853,576 799,176 54,400 BancorpSouth, Inc. COM 059692103 16,798,486.08 716,048 716,048 629,348 86,700 Bank of America Corp. COM 060505104 579,611,720.38 38,486,834 38,395,113 35,716,381 2,770,453 Bank of America Corp. PFD 060505419 89,370,800.01 5,990,000 5,990,000 5,701,500 288,500 Bank of New York Mellon Corp. COM 064058100 339,167,409.23 12,126,114 12,071,212 10,430,609 1,695,505 Barclays plc ADR 06738E204 5,615,104.00 319,040 319,040 287,940 31,100 Bare Escentuals Beauty, Inc. COM 067511105 38,097,183.75 3,115,060 3,115,060 2,795,338 319,722 Barrett Business Service, Inc. COM 068463108 4,340,828.00 353,200 353,200 307,600 45,600 Barrick Gold Corp. COM 067901108 308,658,549.77 7,837,952 7,810,063 6,968,557 869,395 Baxter International, Inc. COM 071813109 4,067,932.32 69,324 69,324 65,926 3,398 Baytex Energy Trust COM 073176109 5,924,067.30 209,331 209,331 209,331 BB&T Corp. COM 054937107 103,754,306.34 4,089,646 4,089,646 4,010,394 79,252 Beacon Roofing Supply, Inc. COM 073685109 16,943,120.03 1,058,945 1,058,945 928,794 130,151 Beckman Coulter, Inc. CV 2.5% 12/15/2036 075811AD1 43,919,650.00 38,191,000 38,191,000 30,066,000 8,125,000 Bed Bath & Beyond, Inc. COM 075896100 14,888,851.86 385,422 385,422 377,554 7,868 Bel Fuse, Inc. Class B 077347300 4,072,355.01 189,500 189,500 164,200 25,300 Belden, Inc. COM 077454106 18,840,239.94 859,500 859,500 753,400 106,100 Berkshire Hathaway, Inc. Class B 084670207 53,469,792.00 16,272 16,272 16,093 179 Best Buy Co., Inc. COM 086516101 164,381,027.79 4,165,764 4,159,887 3,981,226 184,538 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 25,732,061.25 23,909,000 23,909,000 23,409,000 500,000 Big Lots Stores, Inc. COM 089302103 94,492,448.82 3,260,609 3,260,609 2,914,509 346,100 BioMarin Pharmaceutical, Inc. COM 09061G101 4,081,770.00 217,000 217,000 217,000 BioMarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 13,158,437.50 10,250,000 10,250,000 10,250,000 Bio-Reference Labs, Inc. COM 09057G602 3,015,709.69 76,951 76,951 76,951
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- BJ's Restaurants, Inc. COM 09180C106 6,307,748.83 335,162 335,162 332,602 2,560 Blackboard, Inc. CV 3.25% 7/1/2027 091935AA4 32,299,518.76 31,245,000 31,245,000 25,240,000 6,005,000 BlackRock, Inc. COM 09247X101 8,943,415.20 38,516 38,516 38,516 Blue Nile, Inc. COM 09578R103 4,306,693.32 68,004 68,004 65,654 2,350 Boeing Co. COM 097023105 792,950.37 14,649 14,649 13,823 826 Boots and Coots, Inc. COM 099469504 3,110,249.99 1,885,000 1,885,000 1,631,500 253,500 BorgWarner, Inc. CV 3.5% 04/15/2012 099724AF3 16,438,457.50 12,982,000 12,982,000 12,982,000 Boston Beer Co., Inc. Class A 100557107 2,519,289.20 54,062 54,062 52,162 1,900 Boston Scientific Corp. COM 101137107 123,671,620.18 13,741,291 13,633,144 11,404,573 2,336,718 Bowne & Co., Inc. COM 103043105 19,734,790.79 2,954,310 2,954,310 2,586,658 367,652 Briggs & Stratton Corp. COM 109043109 35,202,865.06 1,881,500 1,881,500 1,648,700 232,800 Bringham Exploration Co. COM 109178103 10,595,517.35 781,957 781,957 753,043 28,914 Bristol-Myers Squibb Co. COM 110122108 13,382,500.00 530,000 530,000 530,000 Bristow Group, Inc. COM 110394103 92,495,781.42 2,405,612 2,405,612 2,158,711 246,901 British American Tobacco plc Spons ADR 110448107 2,654,357.66 41,051 41,051 41,051 Broadcom Corp. Class A 111320107 22,832,920.15 726,007 726,007 718,527 7,480 Broadpoint Gleacher Sec Group COM 11134A103 4,915,147.46 1,102,051 1,102,051 1,071,109 30,942 Brown & Brown, Inc. COM 115236101 30,243,509.96 1,683,000 1,683,000 1,475,100 207,900 Brown Shoe Co., Inc. COM 115736100 7,296,446.85 739,255 739,255 739,255 Brush Engineer Materials, Inc. COM 117421107 6,284,707.74 338,981 338,981 295,088 43,893 Bryn Mawr Bank Corp. COM 117665109 2,783,667.50 184,471 184,471 159,413 25,058 Buffalo Wild Wings, Inc. COM 119848109 1,812,149.98 45,000 45,000 45,000 Burlington N. Santa Fe Corp. COM 12189T104 9,171,660.00 93,000 93,000 93,000 C.H. Robinson Worldwide, Inc. COM 12541W209 5,145,746.41 87,617 87,617 87,617 C.R. Bard, Inc. COM 067383109 37,479,325.90 481,121 481,104 476,636 4,485 CA, Inc. COM 12673P105 43,457,517.10 1,934,885 1,934,885 1,810,985 123,900 Cabot Corp. COM 127055101 57,065,174.87 2,175,569 2,175,569 1,906,669 268,900 Cabot Oil & Gas Corp. COM 127097103 60,501,655.89 1,387,971 1,387,971 1,297,471 90,500 Cadence Design Systems, Inc. CV 1.375% 12/15/2011 127387AD0 10,298,750.00 11,000,000 11,000,000 11,000,000 Calamos Asset Management, Inc. COM 12811R104 6,642,525.24 576,108 576,108 555,703 20,405 Callaway Golf Co. COM 131193104 2,675,945.99 354,900 354,900 306,600 48,300 Cameron International Corp. COM 13342B105 34,951,571.60 836,162 836,162 836,162 Cameron International Corp. CV 2.5% 06/15/2026 13342BAB1 8,176,413.75 6,051,000 6,051,000 6,051,000
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Campbell Soup Co. COM 134429109 7,469,800.00 221,000 221,000 221,000 Canadian National Railway Co. COM 136375102 109,035,505.44 2,005,804 2,005,789 1,983,899 21,905 Capital One Financial Corp. COM 14040H105 214,295,909.03 5,589,356 5,586,096 5,497,692 91,664 CARBO Ceramics, Inc. COM 140781105 29,931,742.76 439,075 439,075 408,437 30,638 Cardiovascular Systems, Inc. COM 141619106 228,591.19 49,802 49,802 49,802 Carlisle Cos., Inc. COM 142339100 24,315,144.24 709,724 709,724 622,213 87,511 Carmax, Inc. COM 143130102 7,250,337.75 298,983 298,983 298,983 Carnival Corp. COM 143658300 259,969,041.72 8,203,504 8,187,503 7,691,867 511,637 Carnival Corp. CV 2.0% 4/15/2021 143658AN2 20,147,808.75 19,443,000 19,443,000 19,443,000 Carpenter Technology Corp. COM 144285103 4,467,178.10 165,758 165,758 165,758 Carrizo Oil & Gas, Inc. COM 144577103 1,998,061.23 75,427 75,427 75,427 Carter's, Inc. COM 146229109 5,108,171.25 194,597 194,597 194,597 Catalyst Health Solution, Inc. COM 14888B103 28,116,473.58 770,948 770,948 675,680 95,268 Caterpillar, Inc. COM 149123101 251,483,306.39 4,412,762 4,399,996 3,996,251 416,511 Cavium Networks, Inc. COM 14965A101 20,317,029.06 852,582 852,582 825,466 27,116 CB Richard Ellis Group, Inc. Class A 12497T101 5,368,319.14 395,602 395,602 395,602 Celadon Group, Inc. COM 150838100 3,056,444.97 281,700 281,700 244,900 36,800 Celanese Corp. COM 150870103 48,156,420.03 1,500,200 1,500,183 1,439,088 61,112 Celgene Corp. COM 151020104 28,598,250.24 513,618 513,618 507,242 6,376 Cemex SAB de CV ADR 151290889 7,364,935.62 623,091 623,091 623,091 Cenovus Energy, Inc. COM 15135U109 40,524,523.19 1,608,116 1,608,078 1,594,178 13,938 Centene Corp. COM 15135B101 67,163,412.71 3,172,575 3,172,575 2,782,318 390,257 CenterState Banks, Inc. COM 15201P109 5,052,063.00 500,700 500,700 435,300 65,400 Central Euro Distribution Co. CV 3% 03/15/2013 153435AA0 43,671,873.75 51,153,000 51,153,000 40,577,000 10,576,000 Central Garden & Pet Co. COM 153527106 2,928,087.10 273,653 273,653 237,953 35,700 CenturyTel, Inc. COM 156700106 73,688,291.48 2,035,026 2,035,026 1,887,335 147,691 Cerner Corp. COM 156782104 5,244,420.60 63,615 63,615 63,615 CF Industries Holdings, Inc. COM 125269100 1,385,847.48 15,266 15,266 15,266 Charles Schwab & Co., Inc. COM 808513105 56,036,926.41 2,977,520 2,961,574 2,507,505 470,015 Charming Shoppes, Inc. COM 161133103 129,400.00 20,000 20,000 20,000 Charming Shoppes, Inc. CV 1.125% 05/01/2014 161133AE3 10,683,750.01 14,245,000 14,245,000 7,945,000 6,300,000 Chart Industries, Inc. COM 16115Q308 7,992,259.81 482,916 482,916 468,691 14,225 Chemspec International Ltd. ADR 163868102 3,910,222.79 592,458 592,458 575,853 16,605
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Chesapeake Energy Corp. CV 2.75% 11/15/2035 165167BW6 29,505,397.50 30,146,000 30,146,000 21,371,000 8,775,000 Chesapeake Utilities Corp. COM 165303108 6,647,169.97 207,400 207,400 179,300 28,100 Chevron Corp. COM 166764100 631,405,460.67 8,201,136 8,174,617 7,398,820 802,316 Chicago Bridge & Iron Co. NV COM 167250109 67,594,711.86 3,342,963 3,342,963 2,937,463 405,500 Chico's FAS, Inc. COM 168615102 4,226,043.30 300,786 300,786 300,786 Children's Place Retail Stores COM 168905107 78,154,442.99 2,367,599 2,367,580 2,165,180 202,419 China Real Estate Info Corp. ADR 16948Q103 7,301,656.08 664,996 664,996 641,328 23,668 China Valves Technology, Inc. COM 169476207 1,163,861.16 125,959 125,959 125,959 China-Biotics, Inc. COM 16937B109 374,374.00 24,200 24,200 24,200 ChinaCast Education Corp. COM 16946T109 1,661,688.00 219,800 219,800 219,800 Chipotle Mexican Grill, Inc. COM 169656105 3,866,344.96 43,856 43,856 42,282 1,574 CIA de Minas Buenaventu ADR 204448104 2,532,808.78 75,674 75,674 75,674 Cia de Saneamento Basico ADR 20441A102 16,953,942.96 433,383 433,383 396,483 36,900 Ciena Corp. CV 0.25% 05/01/2013 171779AB7 50,464,000.00 66,400,000 66,400,000 65,500,000 900,000 Ciena Corp. CV .875% 06/15/2017 171779AE1 10,478,312.50 17,950,000 17,950,000 13,515,000 4,435,000 CIGNA Corp. COM 125509109 87,916,999.96 2,492,685 2,492,622 2,408,522 84,163 Cisco Systems, Inc. COM 17275R102 98,301,853.43 4,106,176 4,091,476 3,646,314 459,862 CIT Group, Inc. COM 125581801 3,412,789.27 123,607 123,607 123,607 Citi Trends, Inc. COM 17306X102 28,045,762.35 1,015,415 1,015,415 910,830 104,585 Citigroup, Inc. COM 172967101 74,624,489.51 22,545,163 22,334,463 16,610,714 5,934,449 Citrix Systems, Inc. COM 177376100 16,217,913.60 389,760 389,760 389,760 City National Bank COM 178566105 163,031,992.81 3,575,263 3,575,226 3,319,326 255,937 CLARCOR, Inc. COM 179895107 39,710,517.65 1,224,122 1,224,122 1,072,720 151,402 Clean Energy Fuels Corp. COM 184499101 17,666,363.01 1,146,422 1,146,422 1,113,385 33,037 Cleco Corp. COM 12561W105 11,697,376.65 428,005 428,005 428,005 Cliffs Natural Resources, Inc. COM 18683K101 76,616,098.36 1,662,315 1,653,899 1,367,995 294,320 CMS Energy Corp. COM 125896100 43,648,272.36 2,787,246 2,787,246 2,568,946 218,300 CNinsure, Inc. ADR 18976M103 5,665,893.28 282,166 282,166 271,780 10,386 Coach, Inc. COM 189754104 16,383,303.17 448,489 448,489 438,909 9,580 Coca-Cola Co. COM 191216100 48,799,410.00 856,130 856,130 844,198 11,932 Coca-Cola Enterprises, Inc. COM 191219104 46,968,006.40 2,215,472 2,215,472 2,149,978 65,494 Coca-Cola Hellenic Co., S.A. COM 1912EP104 1,317,779.90 57,245 57,245 57,245 Cognizant Tech Solutions Corp. COM 192446102 12,242,325.00 270,250 270,250 270,250
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Coherent, Inc. COM 192479103 9,872,946.51 332,087 332,087 289,058 43,029 Coinstar, Inc. COM 19259P300 3,197,172.42 115,089 115,089 110,890 4,199 Coinstar, Inc. CV 4% 09/01/2014 19259PAF9 500,000.00 500,000 500,000 0 500,000 Colfax Corp. COM 194014106 4,330,462.90 359,673 359,673 350,287 9,386 Colgate-Palmolive Co. COM 194162103 76,939,061.21 936,568 932,715 830,234 106,334 Columbia Banking System, Inc. COM 197236102 27,283,880.96 1,686,272 1,686,272 1,481,372 204,900 Comcast Corp. Class A 20030N101 76,790,792.05 4,554,614 4,531,087 3,821,696 732,918 Comerica, Inc. COM 200340107 98,196,469.99 3,320,814 3,315,519 3,051,489 269,325 Commerce Bancshares, Inc. COM 200525103 73,393,372.84 1,895,490 1,895,459 1,827,539 67,951 Commercial Metals Co. COM 201723103 29,387,116.15 1,877,771 1,877,771 1,648,871 228,900 CommVault Systems, Inc. COM 204166102 2,127,362.00 89,800 89,800 89,800 Compass Minerals Int'l, Inc. COM 20451N101 3,686,244.97 54,863 54,863 54,863 Compellent Technologies, Inc. COM 20452A108 13,073,772.62 576,445 576,445 561,033 15,412 Computer Programs & Systems COM 205306103 1,524,255.00 33,100 33,100 33,100 Comstock Resources, Inc. COM 205768203 78,408,178.42 1,932,664 1,932,664 1,693,640 239,024 COMSYS IT Partners, Inc. COM 20581E104 5,087,746.98 572,300 572,300 497,900 74,400 Comtech Telecommunications Co. COM 205826209 31,357,868.05 894,661 894,661 785,361 109,300 Conceptus, Inc. COM 206016107 10,325,747.88 550,413 550,413 546,097 4,316 Concur Technologies, Inc. COM 206708109 6,503,557.50 152,130 152,130 146,595 5,535 Connecticut Water, Inc. COM 207797101 1,996,462.00 80,600 80,600 69,400 11,200 ConocoPhillips Co. COM 20825C104 189,688,024.24 3,714,275 3,706,175 3,458,650 255,625 Consol Energy, Inc. COM 20854P109 10,367,164.80 208,176 208,176 208,176 Constant Contact, Inc. COM 210313102 7,355,440.01 459,715 459,715 445,758 13,957 Continental Resources, Inc. COM 212015101 18,963,856.39 442,151 442,151 436,762 5,389 Con-Way, Inc. COM 205944101 5,540,426.46 158,706 158,706 158,706 Cooper Cos., Inc. COM 216648402 141,611,911.67 3,714,898 3,714,868 3,377,468 337,430 Cooper Tire & Rubber Co. COM 216831107 44,058,210.85 2,197,417 2,197,417 1,926,017 271,400 Copa Holdings S.A. Class A P31076105 14,807,451.62 271,846 271,846 262,220 9,626 Core Laboratories L.P. CV 0.25% 10/31/2011 21868FAB9 17,065,812.50 13,255,000 13,255,000 6,735,000 6,520,000 Corning, Inc. COM 219350105 46,913,316.73 2,429,483 2,429,483 2,410,202 19,281 Costco Wholesale Corp. COM 22160K105 976,541.68 16,504 16,504 16,504 Covanta Holding Corp. CV 1% 02/01/2027 22282EAA0 657,125.00 700,000 700,000 700,000 Covidien plc COM G2554F105 175,625,296.94 3,667,265 3,648,522 3,228,744 438,521
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- CRA International, Inc. COM 12618T105 3,997,500.00 150,000 150,000 150,000 CRA International, Inc. CV 2.875% 6/15/2034 159852AB8 29,178,206.27 29,585,000 29,585,000 29,585,000 Credit Suisse Group AG ADR 225401108 2,676,811.16 54,451 54,451 54,451 Cree, Inc. COM 225447101 8,143,943.01 144,473 144,473 144,473 Crown Castle Int'l Corp. COM 228227104 35,549,355.52 910,588 910,588 910,588 Crucell NV ADR 228769105 4,660,369.20 230,940 230,940 220,479 10,461 CSG Systems International, Inc. CV 2.5% 06/15/2024 126349AB5 1,053,937.50 1,050,000 1,050,000 1,050,000 CSX Corp. CV 0% 10/30/2021 126408GA5 6,679,750.00 3,850,000 3,850,000 3,850,000 Ctrip.com International Ltd. ADR 22943F100 2,773,364.84 38,594 38,594 37,150 1,444 CTS Corp. COM 126501105 3,445,884.00 358,200 358,200 311,800 46,400 Cubist Pharmaceuticals, Inc. COM 229678107 20,079,175.89 1,058,470 1,058,470 927,600 130,870 Cullen/Frost Bankers, Inc. COM 229899109 120,503,650.02 2,410,073 2,410,033 2,272,650 137,423 Curtiss-Wright Corp. COM 231561101 145,784,608.85 4,654,681 4,654,664 4,167,534 487,147 CVS Caremark Corp. COM 126650100 99,807,355.45 3,098,645 3,098,645 3,092,477 6,168 Cyberonics, Inc. COM 23251P102 2,072,615.99 101,400 101,400 101,400 CyberSource Corp. COM 23251J106 18,293,825.68 909,688 909,688 877,549 32,139 Cymer, Inc. COM 232572107 11,351,729.36 295,772 295,772 285,099 10,673 Cypress Bioscience, Inc. COM 232674507 23,615,228.17 4,099,866 4,099,866 3,662,866 437,000 Cypress Semiconductor Corp. COM 232806109 3,445,316.16 326,261 326,261 326,261 D.R. Horton, Inc. CV 2% 05/15/2014 23331ABB4 4,995,125.00 4,490,000 4,490,000 2,715,000 1,775,000 Daimler Chrysler AG COM D1668R123 2,647,517.60 49,672 49,672 49,672 Danaher Corp. COM 235851102 9,588,000.00 127,500 127,500 127,500 Danaher Corp. CV 0% 1/22/2021 235851AF9 24,229,335.01 21,927,000 21,927,000 20,077,000 1,850,000 Danvers Bancorp, Inc. COM 236442109 21,835,228.74 1,680,926 1,680,926 1,477,826 203,100 Darden Restaurants, Inc. COM 237194105 4,113,255.09 117,287 117,287 111,409 5,878 DaVita, Inc. COM 23918K108 140,919,374.66 2,399,036 2,398,984 2,312,884 86,152 DealerTrack Holdings, Inc. COM 242309102 15,576,834.83 828,996 828,996 727,100 101,896 Deckers Outdoor Corp. COM 243537107 41,795,222.21 410,885 410,885 372,292 38,593 DeCODE genetics, Inc. CV 3.5% 04/15/2011 243586AB0 135,960.00 2,266,000 2,266,000 2,266,000 Deer Consumer Products, Inc. COM 24379J200 4,457,816.00 393,800 393,800 382,236 11,564 Dell, Inc. COM 24702R101 59,526,249.52 4,145,282 4,145,282 4,122,182 23,100 Delta Air Lines, Inc. COM 247361702 359,512,476.30 31,591,606 31,400,056 26,213,270 5,378,336 DENTSPLY International, Inc. COM 249030107 17,449,525.16 496,148 496,148 457,948 38,200
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Desarrolladora Homex S.A. ADR 25030W100 6,541,880.46 194,583 194,583 162,183 32,400 Deutsche Telekom AG Spons ADR 251566105 1,726,397.40 117,442 117,442 117,442 Devon Energy Corp. COM 25179M103 164,910,626.98 2,243,682 2,236,940 2,030,324 213,358 DeVry, Inc. COM 251893103 1,235,522.67 21,779 21,779 21,779 DexCom, Inc. COM 252131107 14,472,976.80 1,791,210 1,791,210 1,740,882 50,328 Diageo plc ADR 25243Q205 26,297,921.99 378,878 378,861 374,461 4,417 Diamond Offshore Drilling, Inc COM 25271C102 6,452,513.62 65,561 65,561 65,561 DiamondRock Hospitality Co. COM 252784301 5,989,535.09 707,147 707,147 707,147 Dick's Sporting Goods, Inc. COM 253393102 25,421,218.68 1,022,164 1,022,164 985,865 36,299 Diebold, Inc. COM 253651103 42,112,344.35 1,480,223 1,480,223 1,386,223 94,000 DigitalGlobe, Inc. COM 25389M877 11,923,291.60 492,698 492,698 477,960 14,738 Diodes, Inc. CV 2.25% 10/01/2026 254543AA9 8,249,850.00 8,505,000 8,505,000 3,275,000 5,230,000 Dominion Resources, Inc. COM 25746U109 4,605,403.60 118,330 118,330 112,146 6,184 Donaldson Co., Inc. COM 257651109 34,003,498.20 799,330 799,330 700,930 98,400 Donegal Group, Inc. COM 257701201 5,552,395.39 357,297 357,297 311,376 45,921 Dow Chemical Co. COM 260543103 342,667,950.74 12,402,025 12,372,723 11,511,914 890,111 DragonWave, Inc. COM 26144M103 7,792,227.00 679,950 679,950 660,831 19,119 DreamWorks Animation SKG, Inc. Class A 26153C103 804,153.55 20,129 20,129 20,129 Dress Barn, Inc. COM 261570105 90,683,415.91 3,925,689 3,925,689 3,590,600 335,089 DryShips, Inc. CV 5% 12/01/2014 262498AB4 7,200,625.00 7,025,000 7,025,000 3,110,000 3,915,000 Duke Energy Corp. COM 26441C105 32,736,517.80 1,902,180 1,902,180 1,902,180 E.I. du Pont de Nemours & Co. COM 263534109 57,447,619.32 1,706,196 1,706,196 1,698,513 7,683 EastGroup Properties, Inc. COM 277276101 5,609,627.76 146,542 146,542 146,542 Eaton Corp. COM 278058102 467,089,514.91 7,341,866 7,323,251 6,612,945 728,921 Education Management Corp. COM 28140M103 14,757,727.01 670,501 670,501 587,540 82,961 Edwards Lifesciences Corp. COM 28176E108 5,142,388.50 59,210 59,210 59,210 El Paso Corp. COM 28336L109 234,664,040.96 23,872,232 23,800,667 21,428,874 2,443,358 Electronic Arts, Inc. COM 285512109 3,856,791.00 217,284 217,284 217,284 Electronic Data Systems Corp. CV 3.875% 07/15/2023 285661AF1 54,862.50 55,000 55,000 55,000 Electronics for Imaging, Inc. COM 286082102 3,270,714.01 251,400 251,400 218,200 33,200 EMC Corp. COM 268648102 176,044,491.19 10,076,960 10,055,163 9,421,679 655,281 EMC Corp. CV 1.75% 12/01/2011 268648AK8 97,268,160.03 79,728,000 79,728,000 74,719,000 5,009,000 Emerson Electric Co. COM 291011104 91,078,459.21 2,137,992 2,129,092 1,864,600 273,392
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- EnCana Corp. COM 292505104 52,256,762.82 1,613,361 1,613,314 1,599,414 13,947 Endologix, Inc. COM 29266S106 6,443,917.93 1,220,439 1,220,439 1,198,456 21,983 Energizer Holdings, Inc. COM 29266R108 5,332,401.76 87,017 87,017 87,017 Energy Conversion Device, Inc. CV 3% 06/15/2013 292659AA7 3,205,875.00 4,980,000 4,980,000 1,605,000 3,375,000 Energy Recovery, Inc. COM 29270J100 2,903,415.05 422,008 422,008 409,757 12,251 EnerNoc, Inc. COM 292764107 14,173,683.27 466,393 466,393 451,915 14,478 Enerplus Resources Fund UNIT TR G NEW 29274D604 2,425,035.20 105,620 105,620 105,620 EnerSys COM 29275Y102 7,867,798.11 359,753 359,753 359,753 EnerSys CV Adj% 06/01/2038 29275YAA0 8,392,010.00 9,416,000 9,416,000 5,538,000 3,878,000 ENI S.p.A. ADR 26874R108 5,598,883.08 110,628 110,628 110,628 EnPro Industries, Inc. COM 29355X107 62,698,951.01 2,374,061 2,374,039 2,157,339 216,722 Entertainment Properties Trust COM 29380T105 42,942,247.83 1,217,529 1,217,529 1,066,029 151,500 EOG Resources, Inc. COM 26875P101 228,134,834.21 2,344,654 2,338,765 2,149,135 195,519 EQT Corp. COM 26884L109 106,904,793.59 2,434,080 2,434,050 2,305,850 128,230 Equinix, Inc. COM 29444U502 18,365,011.50 173,010 173,010 170,116 2,894 Equinix, Inc. CV 2.5% 04/15/2012 29444UAF3 20,710,250.00 18,700,000 18,700,000 18,700,000 Estee Lauder Cos., Inc. COM 518439104 4,560,202.92 94,297 94,297 94,297 Ethan Allen Interiors, Inc. COM 297602104 4,232,668.00 315,400 315,400 315,400 Eurand NV COM N31010106 9,973,170.59 773,114 773,114 751,527 21,587 Euronet Worldwide, Inc. CV 3.5% 10/15/2025 298736AF6 14,592,868.75 15,545,000 15,545,000 8,305,000 7,240,000 Evercore Partners, Inc. COM 29977A105 1,574,081.61 51,779 51,779 51,779 Evergreen Solar, Inc. CV 4% 07/15/2013 30033RAC2 2,586,375.00 4,950,000 4,950,000 4,950,000 EXCO Resources, Inc. COM 269279402 77,144,894.66 3,633,768 3,633,768 3,251,494 382,274 Expeditors Int'l of Washington COM 302130109 6,855,736.73 197,401 197,401 197,401 Exponent, Inc. COM 30214U102 5,273,981.77 189,439 189,439 165,039 24,400 Express Scripts, Inc. COM 302182100 22,178,747.50 256,550 256,550 247,680 8,870 Exxon Mobil Corp. COM 30231G102 829,898,267.80 12,170,381 12,128,365 10,851,205 1,319,176 F5 Networks, Inc. COM 315616102 5,276,543.10 99,595 99,595 99,595 Family Dollar Stores, Inc. COM 307000109 24,849,073.04 892,888 892,888 823,588 69,300 FARO Technologies, Inc. COM 311642102 23,973,114.54 1,118,149 1,118,149 979,842 138,307 Federal National Mortgage CVPFD 8.75% 05/13/2011 313586745 1,374,160.00 772,000 772,000 772,000 FedEx Corp. COM 31428X106 18,601,338.79 222,904 221,678 163,876 59,028 Ferro Corp. COM 315405100 50,738,714.64 6,157,611 6,157,611 5,413,011 744,600
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Ferro Corp. CV 6.5% 08/15/2013 315405AL4 4,444,650.00 4,980,000 4,980,000 4,980,000 FGX International Holdings Ltd. COM G3396L102 2,031,483.02 103,700 103,700 90,100 13,600 Fifth Third Bank COM 316773100 105,563,532.75 10,827,029 10,827,029 10,780,812 46,217 Financial Federal Corp. COM 317492106 96,323,892.50 3,502,687 3,502,687 3,118,043 384,644 First Financial Bancorp COM 320209109 9,606,571.52 659,792 659,792 659,792 First Horizon National Corp. COM 320517105 9,795,118.60 730,979 730,979 640,715 90,264 First Midwest Bancorp, Inc. COM 320867104 9,015,939.90 827,910 827,910 827,910 FirstMerit Corp. COM 337915102 5,826,502.00 289,300 289,300 266,700 22,600 Fiserv, Inc. COM 337738108 8,375,841.12 172,769 172,769 172,769 Fisher Scientific Int'l, Inc. CV 3.25% 3/1/2024 338032AX3 59,642,700.00 44,760,000 44,760,000 40,635,000 4,125,000 Five Star Quality Care, Inc. CV 3.75% 10/15/2026 33832DAB2 12,070,593.75 14,925,000 14,925,000 11,950,000 2,975,000 Flanders Corp. COM 338494107 3,328,944.02 746,400 746,400 649,200 97,200 Flextronics International Ltd. CV 1% 08/01/2010 33938EAL1 2,049,062.50 2,075,000 2,075,000 2,075,000 FLIR Systems, Inc. COM 302445101 5,889,600.00 180,000 180,000 180,000 FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 6,056,250.00 2,040,000 2,040,000 2,040,000 Fluor Corp. COM 343412102 3,081,726.88 68,422 68,422 68,422 Fluor Corp. CV 1.5% 2/15/2024 343412AA0 8,355,875.00 5,150,000 5,150,000 3,190,000 1,960,000 Ford Motor Co. COM 345370860 426,306,410.05 42,630,641 42,514,644 39,062,258 3,568,383 Ford Motor Co. CV 4.25% 11/15/2016 345370CN8 41,117,068.75 32,665,000 32,665,000 29,465,000 3,200,000 Forest Oil Corp. COM 346091705 24,706,133.00 1,110,388 1,110,388 972,288 138,100 FormFactor, Inc. COM 346375108 26,007,051.56 1,195,177 1,195,177 1,047,627 147,550 Fortinet, Inc. COM 34959E109 9,507,741.95 541,135 541,135 521,645 19,490 Fortune Brands, Inc. COM 349631101 68,982,105.57 1,596,808 1,596,782 1,519,682 77,126 Fossil, Inc. COM 349882100 104,005,292.60 3,099,085 3,099,085 2,864,047 235,038 FPL Group, Inc. COM 302571104 25,952,367.52 491,336 491,336 487,648 3,688 Franklin Resources, Inc. COM 354613101 283,852,669.62 2,694,378 2,686,100 2,469,869 224,509 Freeport-McMoRan, Inc. COM 35671D857 109,624,192.37 1,365,353 1,365,353 1,358,692 6,661 Freeport-McMoRan, Inc. CVPFD 6.75% 5/1/2010 35671D782 67,343,040.00 584,575 584,575 490,275 94,300 Fresenius Medical Care AG Co. ADR 358029106 3,407,270.76 64,276 64,276 64,276 FTI Consulting, Inc. COM 302941109 59,190,516.04 1,255,100 1,255,100 1,112,400 142,700 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 10,400,625.00 6,450,000 6,450,000 6,450,000 Fuel Systems Solutions, Inc. COM 35952W103 4,573,186.08 110,892 110,892 106,930 3,962 Gafisa S.A. ADR 362607301 14,697,103.00 454,175 454,175 440,731 13,444
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- GameStop Corp. COM 36467W109 4,582,344.52 208,858 208,858 208,858 Gap, Inc. COM 364760108 14,667,304.50 700,110 700,110 700,110 GATX Corp. COM 361448103 81,552,681.23 2,836,615 2,836,615 2,558,634 277,981 GenCorp, Inc. CV 2.25% 11/15/2024 368682AL4 7,151,418.75 7,935,000 7,935,000 7,935,000 General Dynamics Corp. COM 369550108 23,454,502.04 344,059 344,041 340,162 3,897 General Electric Co. COM 369604103 250,994,903.96 16,589,220 16,502,848 14,873,959 1,715,261 Genesco, Inc. COM 371532102 27,316,411.66 994,771 994,771 874,291 120,480 Genesee & Wyoming, Inc. Class A 371559105 44,251,908.48 1,355,757 1,355,757 1,208,451 147,306 Genomic Health, Inc. COM 37244C101 1,249,883.99 63,900 63,900 63,900 Gen-Probe, Inc. COM 36866T103 16,895,693.12 393,839 393,839 345,199 48,640 Gentex Corp. COM 371901109 5,749,413.60 322,096 322,096 322,096 Gentiva Health Services, Inc. COM 37247A102 56,295,970.64 2,084,264 2,084,264 1,826,364 257,900 Genuine Parts Co. COM 372460105 8,123,440.00 214,000 214,000 214,000 Genzyme Corp. COM 372917104 14,613,017.64 298,164 298,164 293,121 5,043 Gerdau Ameristeel Corp. COM 37373P105 7,006,799.25 849,309 849,309 849,309 Gilead Sciences, Inc. COM 375558103 15,332,719.04 354,268 354,268 345,168 9,100 Gilead Sciences, Inc. CV 0.625% 05/01/2013 375558AH6 60,982,423.75 49,229,000 49,229,000 49,229,000 Global Defense Tech & Systems COM 37950B107 5,008,778.00 304,300 304,300 264,700 39,600 Global Payments, Inc. COM 37940X102 54,774,596.60 1,016,981 1,016,981 908,881 108,100 Goldman Sachs Group, Inc. COM 38141G104 706,047,345.36 4,181,754 4,168,828 3,831,250 350,504 Goodrich Petroleum Corp. COM 382410405 49,583,978.05 2,036,303 2,036,303 1,863,203 173,100 Goodyear Tire & Rubber Co. COM 382550101 5,443,911.30 386,093 386,093 386,093 Google, Inc. Class A 38259P508 40,292,500.20 64,990 64,990 62,295 2,695 Graco, Inc. COM 384109104 21,737,598.82 760,854 760,854 666,754 94,100 Granite Construction, Inc. COM 387328107 47,483,152.20 1,410,670 1,410,670 1,232,852 177,818 Great Atl & Pac Tea Co., Inc. CV 5.125% 06/15/2011 390064AJ2 241,250.00 250,000 250,000 250,000 Great Lakes Dredge & Dock COM 390607109 6,126,574.33 945,459 945,459 822,253 123,206 Greatbatch, Inc. COM 39153L106 34,850,913.60 1,812,320 1,812,320 1,589,920 222,400 Green Mountain Coffee Roasters COM 393122106 18,012,528.18 221,094 221,094 214,238 6,856 Greenhill & Co., Inc COM 395259104 5,898,442.40 73,510 73,510 70,872 2,638 Greif, Inc. Class A 397624107 47,196,279.42 874,329 874,329 767,179 107,150 GSI Commerce, Inc. COM 36238G102 11,467,901.30 451,670 451,670 435,338 16,332 Guess, Inc. COM 401617105 41,982,157.80 992,486 992,475 916,875 75,611
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Gymboree Corp. COM 403777105 21,342,674.01 490,749 490,749 431,420 59,329 H&R Block, Inc. COM 093671105 32,462,504.88 1,435,124 1,435,124 1,327,524 107,600 H.J. Heinz Co. COM 423074103 15,051,520.00 352,000 352,000 352,000 Halliburton Co. COM 406216101 467,704,125.62 15,543,507 15,512,667 14,414,658 1,128,849 Hancock Holding Co. COM 410120109 6,272,698.55 143,245 143,245 143,245 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 13,447,250.00 14,900,000 14,900,000 14,900,000 Hansen Natural Corp. COM 411310105 38,776,320.02 1,009,800 1,009,800 885,000 124,800 Harbin Electric, Inc. COM 41145W109 10,980,149.95 534,574 534,574 518,653 15,921 Hasbro, Inc. CV 2.75% 12/1/2021 418056AN7 20,279,145.00 13,542,000 13,542,000 13,542,000 HCC Insurance Holdings, Inc. COM 404132102 72,028,259.99 2,575,197 2,575,197 2,294,847 280,350 Health Care REIT, Inc. CV 4.75% 07/15/2027 42217KAQ9 1,401,562.50 1,250,000 1,250,000 1,250,000 HealthSouth Corp. COM 421924309 27,916,320.68 1,487,284 1,487,284 1,370,184 117,100 HealthSpring, Inc. COM 42224N101 65,000,306.24 3,691,102 3,691,102 3,290,386 400,716 Heartland Express, Inc. COM 422347104 98,146,733.97 6,427,422 6,427,364 5,779,336 648,086 HeartWare International, Inc. COM 422368100 2,011,149.01 56,700 56,700 56,700 HEICO Corp. Class A 422806208 8,735,654.91 242,927 242,927 212,967 29,960 HEICO Corp. COM 422806109 14,033,415.08 316,567 316,567 277,458 39,109 Helix Energy Solutions, Inc. CV 3.25% 12/15/2025 127914AB5 6,529,575.00 7,215,000 7,215,000 3,055,000 4,160,000 Helmerich & Payne, Inc. COM 423452101 42,681,490.25 1,070,248 1,070,231 1,027,031 43,217 Herbalife Ltd. COM G4412G101 39,829,800.35 981,755 981,755 863,055 118,700 Hertz Global Holdings, Inc. COM 42805T105 405,613,748.15 34,027,999 33,905,277 30,277,371 3,750,628 Hess Corp. COM 42809H107 305,865,554.47 5,055,629 5,047,848 4,804,971 250,658 Hewlett-Packard Co. COM 428236103 307,041,976.35 5,960,823 5,945,952 5,559,854 400,969 Hexcel Corp. COM 428291108 137,836,904.49 10,619,176 10,619,176 9,560,795 1,058,381 Hhgregg, Inc. COM 42833L108 1,861,535.01 84,500 84,500 84,500 Highwoods Properties, Inc. COM 431284108 4,291,944.90 128,694 128,694 128,694 HMS Holdings Corp. COM 40425J101 13,750,688.97 282,413 282,413 272,272 10,141 Hollysys Automation Tech Ltd. COM G45667105 7,703,514.26 641,425 641,425 622,110 19,315 Home BancShares, Inc. COM 436893200 11,723,534.20 487,060 487,060 426,960 60,100 Home Depot USA, Inc. COM 437076102 210,620,872.70 7,280,362 7,272,819 7,017,886 262,476 Honda Motor Co., Ltd. ADR 438128308 40,256,589.00 1,187,510 1,187,479 1,179,279 8,231 Honeywell International, Inc. COM 438516106 127,577,183.98 3,254,520 3,249,637 3,017,871 236,649 Host Hotels & Resorts, Inc. COM 44107P104 80,508,739.30 6,898,778 6,898,778 6,862,294 36,484
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- HSBC Holdings plc ADR 404280406 9,895,124.25 173,325 173,325 153,625 19,700 HSN, Inc. COM 404303109 105,445,121.72 5,222,641 5,182,861 4,068,247 1,154,394 HUB Group, Inc. Class A 443320106 46,741,482.05 1,742,135 1,742,135 1,529,811 212,324 Human Genome Sciences, Inc. COM 444903108 20,539,882.80 671,238 671,238 648,703 22,535 Human Genome Sciences, Inc. CV 2.25% 10/15/2011 444903AK4 17,756,100.00 8,720,000 8,720,000 4,120,000 4,600,000 Humana, Inc. COM 444859102 93,869,166.93 2,138,737 2,138,673 2,092,227 46,510 Hyatt Hotels Corp. COM 448579102 118,332,374.94 3,969,553 3,953,253 3,390,692 578,861 ICF International, Inc. COM 44925C103 3,019,743.60 112,677 112,677 98,280 14,397 ICICI Bank Ltd. ADR 45104G104 1,896,435.90 50,290 50,290 50,290 ICON plc ADR 45103T107 39,631,586.91 1,823,819 1,823,819 1,598,528 225,291 Iconix Brand Group, Inc. CV 1.875% 06/30/2012 451055AB3 16,686,192.50 18,566,000 18,566,000 12,281,000 6,285,000 IDEX Corp. COM 45167R104 36,888,172.63 1,184,211 1,184,211 1,037,711 146,500 II-VI, Inc. COM 902104108 48,407,868.02 1,522,260 1,522,260 1,364,207 158,053 Illumina, Inc. CV .625% 02/15/2014 452327AB5 7,361,625.00 5,025,000 5,025,000 3,280,000 1,745,000 Imax Corp. COM 45245E109 10,335,137.41 777,078 777,078 756,806 20,272 Informatica Corp. CV 3% 03/15/2026 45666QAB8 15,379,691.25 11,319,000 11,319,000 5,289,000 6,030,000 ING Groep NV ADR 456837103 3,440,484.72 350,712 350,712 350,712 Ingersoll-Rand Co., Ltd. CV 4.5% 04/15/2012 45687AAD4 45,511,900.00 22,120,000 22,120,000 18,605,000 3,515,000 Ingles Markets, Inc. COM 457030104 9,985,996.69 660,013 660,013 660,013 Insulet Corp. COM 45784P101 24,231,760.58 1,696,902 1,696,902 1,648,177 48,725 Integra LifeSciences Holdings COM 457985208 18,688,653.60 508,120 508,120 460,713 47,407 Intel Corp. COM 458140100 198,221,067.60 9,716,719 9,699,347 9,126,713 590,006 Intel Corp. CV 2.95% 12/15/2035 458140AD2 76,616,420.00 78,986,000 78,986,000 75,561,000 3,425,000 Interactive Intelligence, Inc. COM 45839M103 1,399,596.00 75,900 75,900 75,900 Intercontinental- Exchange, Inc. COM 45865V100 7,186,750.80 63,996 63,996 63,996 International Game Technology COM 459902102 51,676,756.90 2,753,157 2,753,119 2,647,269 105,888 Interpublic Group of Co., Inc. COM 460690100 70,866,959.22 9,602,569 9,602,569 8,912,269 690,300 Int'l Business Machines Corp. COM 459200101 11,097,571.10 84,779 84,779 84,779 Intrepid Potash, Inc. COM 46121Y102 5,141,416.69 176,257 176,257 176,257 Intuit, Inc. COM 461202103 97,337,126.20 3,169,558 3,169,509 3,011,709 157,849 Invacare Corp. COM 461203101 49,070,173.26 1,967,529 1,967,529 1,724,729 242,800 Invesco Ltd. COM G491BT108 4,828,886.28 205,572 205,572 205,572 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 23,200,000.00 20,000,000 20,000,000 20,000,000
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 39,888,284.98 33,661,000 33,661,000 27,821,000 5,840,000 INX, Inc. COM 46185W109 1,817,575.00 316,100 316,100 267,500 48,600 ION Geophysical Corp. COM 462044108 5,938,997.29 1,003,209 1,003,209 974,171 29,038 IPC The Hopitalist Co., Inc. COM 44984A105 2,859,799.25 86,009 86,009 86,009 IPG Photonics Corp. COM 44980X109 13,664,928.94 816,304 816,304 793,275 23,029 iStar Financial, Inc. CV Adj% 10/01/2012 45031UBF7 3,599,989.00 6,530,000 6,530,000 6,530,000 Itau Unibanco Holding SA ADR 465562106 2,775,242.72 121,508 121,508 121,508 ITC Holdings Corp. COM 465685105 4,188,036.00 80,400 80,400 77,502 2,898 Itron, Inc. COM 465741106 6,400,230.40 94,720 94,720 94,720 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 38,451,750.00 30,700,000 30,700,000 30,700,000 ITT Corp. COM 450911102 89,882,965.43 1,807,056 1,807,006 1,737,906 69,150 J & J Snack Foods Corp. COM 466032109 28,530,081.36 713,966 713,966 625,792 88,174 J. Crew Group, Inc. COM 46612H402 149,500,678.61 3,341,544 3,330,558 3,007,711 333,833 J.B. Hunt Transport Services COM 445658107 31,963,660.89 990,507 990,507 892,862 97,645 J.C. Penney Co., Inc. COM 708160106 152,608,749.19 5,735,015 5,720,129 5,281,722 453,293 J.M. Smucker Co. COM 832696405 93,926,442.99 1,521,076 1,521,055 1,453,255 67,821 Jack Henry & Assoc., Inc. COM 426281101 55,248,499.92 2,389,641 2,389,641 2,117,741 271,900 Jacobs Engineering Group, Inc. COM 469814107 57,280,218.04 1,523,005 1,522,981 1,458,668 64,337 Janus Capital Group, Inc. CV 3.25% 07/15/2014 47102XAG0 4,145,200.00 3,440,000 3,440,000 3,440,000 JDS Uniphase Corp. COM 46612J507 3,382,500.00 410,000 410,000 410,000 JDS Uniphase Corp. CV 1% 05/15/2026 46612JAD3 42,441,000.00 49,350,000 49,350,000 47,450,000 1,900,000 Jefferies & Co., Inc. CV 3.875% 11/01/2029 472319AG7 30,787,350.00 31,020,000 31,020,000 31,020,000 JMP Group, Inc. COM 46629U107 1,728,216.01 177,800 177,800 177,800 John Wiley & Sons, Inc. Class A 968223206 33,374,172.01 796,900 796,900 698,500 98,400 Johnson & Johnson, Inc. COM 478160104 221,755,385.51 3,442,872 3,434,368 3,169,862 273,010 Jones Lang LaSalle, Inc. COM 48020Q107 43,968,179.99 727,950 727,950 637,950 90,000 Joy Global, Inc. COM 481165108 22,029,961.82 427,020 425,052 343,035 83,985 JPMorgan Chase & Co. COM 46625H100 1,109,414,416.43 26,623,816 26,549,158 24,275,911 2,347,905 Juniper Networks, Inc. COM 48203R104 4,784,731.35 179,405 179,405 179,405 K12, Inc. COM 48273U102 3,114,647.66 153,658 153,658 148,660 4,998 Kansas City Southern COM 485170302 207,806,400.00 6,242,307 6,242,248 5,873,248 369,059 Kaydon Corp. COM 486587108 31,764,714.00 888,275 888,275 781,275 107,000 KBW, Inc. COM 482423100 43,332,904.80 1,583,805 1,583,805 1,410,868 172,937
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Kellogg Co. COM 487836108 21,374,270.40 401,772 401,772 398,042 3,730 Kennametal, Inc. COM 489170100 121,245,258.24 4,677,672 4,677,634 4,308,034 369,638 Key Energy Services, Inc. COM 492914106 40,939,926.03 4,657,557 4,657,557 4,095,957 561,600 KeyCorp. COM 493267108 105,169,047.89 18,949,378 18,883,936 16,592,682 2,356,696 KForce, Inc. COM 493732101 54,317,225.09 4,345,378 4,345,378 3,895,507 449,871 Kinetic Concepts, Inc. COM 49460W208 29,557,207.80 785,052 785,052 737,452 47,600 Kirby Corp. COM 497266106 83,590,571.97 2,399,959 2,399,959 2,144,187 255,772 KMG Chemicals, Inc. COM 482564101 1,339,011.70 89,566 89,566 76,466 13,100 Knight Transportation, Inc. COM 499064103 70,045,037.76 3,631,158 3,631,158 3,236,158 395,000 Knot, Inc. COM 499184109 9,763,207.39 969,534 969,534 940,946 28,588 Kohl's Corp. COM 500255104 221,870,392.94 4,114,044 4,103,105 3,782,095 331,949 Koppers Holdings, Inc. COM 50060P106 58,067,374.43 1,907,601 1,907,601 1,680,653 226,948 Kraft Foods, Inc. Class A 50075N104 226,848,962.97 8,346,172 8,324,117 7,671,015 675,157 Kroger Co. COM 501044101 279,882,841.53 13,632,871 13,552,639 11,289,228 2,343,643 Kubota Corp. ADR 501173207 2,084,347.28 45,194 45,194 45,194 Kulicke & Soffa Industries COM 501242101 1,833,677.99 340,200 340,200 340,200 L-1 Identity Solutions, Inc. CV 3.75% 05/15/2027 50212AAB2 7,023,437.50 7,750,000 7,750,000 7,750,000 L-3 Communications Corp. CV 3.0% 8/1/2035 502413AW7 41,276,875.00 39,125,000 39,125,000 39,125,000 L-3 Communications Hldgs, Inc. COM 502424104 5,762,872.10 66,278 66,278 66,278 Laboratory Corp. of America CV 0% 09/11/2021 50540RAG7 28,993,950.01 28,636,000 28,636,000 21,396,000 7,240,000 Lam Research Corp. COM 512807108 10,618,381.68 270,808 270,808 270,808 Lamar Advertising Co. COM 512815101 7,387,325.99 237,611 237,611 237,611 Lazard Ltd. Class A G54050102 168,643,792.98 4,441,501 4,441,443 4,257,043 184,458 Leap Wireless Int'l, Inc. CV 4.5% 07/15/2014 521863AL4 8,245,912.50 9,905,000 9,905,000 5,025,000 4,880,000 Legg Mason, Inc. COM 524901105 10,283,956.80 340,980 336,273 246,438 94,542 Legg Mason, Inc. CVPFD 7% 06/30/2011 524901303 13,990,558.00 411,487 411,487 411,487 Leggett & Platt, Inc. COM 524660107 6,518,146.80 319,517 319,517 319,517 Lender Processing Services COM 52602E102 8,591,661.30 211,305 211,305 211,305 LG Display Co., Ltd. ADR 50186V102 3,861,986.95 228,115 228,115 228,115 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 32,670,000.00 54,450,000 54,450,000 54,450,000 Life Technologies Corp. COM 53217V109 4,263,169.29 81,623 81,623 81,623 LifePoint Hospitals, Inc. COM 53219L109 5,146,333.01 158,300 158,300 138,626 19,674 Limited Brands, Inc. COM 532716107 11,760,373.04 611,246 611,246 611,246
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Linear Technology Corp. COM 535678106 6,297,622.86 206,209 206,209 206,209 Littelfuse, Inc. COM 537008104 51,466,845.25 1,600,835 1,600,835 1,404,611 196,224 LivePerson, Inc. COM 538146101 869,856.00 124,800 124,800 124,800 LKQ Corp. COM 501889208 4,093,428.45 208,955 208,955 208,955 Lockheed Martin Corp. COM 539830109 11,566,225.00 153,500 153,500 153,500 LogMeIn, Inc. COM 54142L109 11,491,798.50 576,030 576,030 558,912 17,118 Longtop Financial Tech Ltd. ADR 54318P108 13,930,255.80 376,290 376,290 362,732 13,558 Lorillard, Inc. COM 544147101 6,658,127.24 82,988 82,988 82,988 Louisiana-Pacific Corp. COM 546347105 26,983,584.14 3,865,843 3,865,843 3,392,843 473,000 Lowe's Cos., Inc. COM 548661107 25,866,603.36 1,105,883 1,105,838 1,093,338 12,545 LSB Industries, Inc. COM 502160104 4,262,430.01 302,300 302,300 262,900 39,400 Lufkin Industries, Inc. COM 549764108 43,744,466.40 597,602 597,602 524,202 73,400 Lumber Liquidators, Inc. COM 55003Q103 21,981,252.80 820,196 820,196 795,900 24,296 M&T Bank Corp. COM 55261F104 167,455,068.14 2,503,440 2,494,815 2,186,784 316,656 Macy's, Inc. COM 55616P104 2,235,532.60 133,385 133,385 126,875 6,510 MAKO Surgical Corp. COM 560879108 2,880,450.00 259,500 259,500 259,500 Marathon Oil Corp. COM 565849106 125,241,558.81 4,011,581 3,988,599 3,321,064 690,517 Markel Corp. COM 570535104 51,745,960.02 152,194 152,192 145,242 6,952 Marlin Business Services Corp. COM 571157106 4,460,553.62 562,491 562,491 484,491 78,000 Marriott International, Inc. COM 571903202 374,051,660.95 13,726,666 13,701,110 12,826,765 899,901 Marten Transport Ltd. COM 573075108 3,851,639.18 214,576 214,576 186,576 28,000 Marvell Technology Group COM G5876H105 8,087,499.25 389,759 389,759 389,759 Masco Corp. COM 574599106 32,861,910.02 2,379,574 2,366,292 2,152,261 227,313 Masimo Corp. COM 574795100 15,447,306.42 507,801 507,801 489,641 18,160 Mastercard, Inc. Class A 57636Q104 41,666,888.51 162,774 162,767 160,302 2,472 Max Capital Group Ltd. COM G6052F103 50,495,897.00 2,264,390 2,264,390 1,985,390 279,000 MAXIMUS, Inc. COM 577933104 69,252,200.00 1,385,044 1,385,044 1,216,986 168,058 Maxwell Technologies, Inc. COM 577767106 5,779,785.35 323,979 323,979 315,839 8,140 McAfee, Inc. COM 579064106 52,065,347.25 1,283,346 1,283,312 1,236,512 46,834 McDonald's Corp. COM 580135101 7,684,927.88 123,077 123,077 123,077 McGrath RentCorp. COM 580589109 4,762,680.02 213,000 213,000 185,300 27,700 McKesson Corp. COM 58155Q103 135,793,312.49 2,172,693 2,172,645 2,091,145 81,548 Medco Health Solutions, Inc. COM 58405U102 2,911,164.41 45,551 45,551 44,124 1,427
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Medical Action Industries, Inc COM 58449L100 13,589,152.97 846,149 846,149 735,678 110,471 Medtronic, Inc. CV 1.5% 04/15/2011 585055AL0 14,586,000.00 14,300,000 14,300,000 14,300,000 Medtronic, Inc. CV 1.625% 04/15/2013 585055AM8 5,768,125.00 5,500,000 5,500,000 5,500,000 Mercadolibre, Inc. COM 58733R102 5,718,823.11 110,253 110,253 106,347 3,906 Merck & Co., Inc. COM 58933Y105 264,583,070.66 7,240,916 7,226,146 6,761,736 479,180 Mercury Computer Systems, Inc. COM 589378108 4,228,941.02 384,100 384,100 333,700 50,400 Metalico, Inc. COM 591176102 4,747,795.08 964,999 964,999 849,756 115,243 Methode Electronics, Inc. COM 591520200 3,610,012.01 415,900 415,900 361,800 54,100 MetLife, Inc. COM 59156R108 221,564,361.51 6,267,733 6,253,905 5,820,148 447,585 Metro Bancorp, Inc. COM 59161R101 2,947,702.69 234,503 234,503 202,893 31,610 MF Global Holdings LTD CV 9% 06/15/2038 55276YAB2 19,061,250.00 17,000,000 17,000,000 11,700,000 5,300,000 MGIC Investment Corp. COM 552848103 33,085,124.60 5,724,070 5,724,070 5,013,061 711,009 MGM Mirage COM 552953101 4,836,646.08 530,334 530,334 530,334 Michael Baker Corp. COM 057149106 5,659,380.00 136,700 136,700 118,700 18,000 Microchip Technology, Inc. COM 595017104 3,127,030.36 107,606 107,606 107,606 Micron Technology, Inc. COM 595112103 176,301,649.93 16,695,232 16,695,045 16,254,903 440,329 Micron Technology, Inc. CV 1.875% 06/01/2014 595112AH6 28,956,307.50 29,929,000 29,929,000 20,704,000 9,225,000 Microsoft Corp. COM 594918104 170,601,154.36 5,595,315 5,595,217 5,522,900 72,415 Middleby Corp. COM 596278101 5,112,884.04 104,302 104,302 100,493 3,809 MidSouth Bancorp, Inc. COM 598039105 3,202,560.01 230,400 230,400 200,700 29,700 Millipore Corp. CV 3.75% 06/01/2026 601073AD1 35,336,125.00 34,100,000 34,100,000 34,100,000 Mitsubishi UFJ Financial Group ADR 606822104 1,179,422.40 239,720 239,720 239,720 Mitsui & Co., Ltd. ADR 606827202 3,683,871.36 12,896 12,896 12,896 Mobile Mini, Inc. COM 60740F105 2,162,814.99 153,500 153,500 133,500 20,000 Modine Manufacturing Co. COM 607828100 4,154,655.99 350,900 350,900 305,200 45,700 Mohawk Industries, Inc. COM 608190104 8,910,720.00 187,200 187,200 164,100 23,100 Molson Coors Brewing Co. CV 2.5% 07/30/2013 60871RAA8 77,514,630.02 69,833,000 69,833,000 61,093,000 8,740,000 Monolithic Power Systems, Inc. COM 609839105 19,678,794.71 820,976 820,976 758,474 62,502 Monro Muffler Brake, Inc. COM 610236101 7,338,408.01 219,450 219,450 198,600 20,850 Monsanto Co. COM 61166W101 36,947,811.75 451,961 451,961 435,496 16,465 Monster Worldwide, Inc. COM 611742107 12,674,055.60 728,394 728,394 713,194 15,200 Moody's Corp. COM 615369105 6,107,398.40 227,888 227,888 227,888 Moog, Inc. Class A 615394202 62,330,491.14 2,132,415 2,132,415 1,887,885 244,530
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Morgan Stanley COM 617446448 477,483,638.39 16,131,204 16,091,149 14,882,653 1,248,551 Mosaic Co. COM 61945A107 111,205,732.08 1,861,807 1,851,507 1,495,970 365,837 MSC Industrial Direct Co. Class A 553530106 29,735,913.00 632,679 632,679 554,279 78,400 Multi-Color Corp. COM 625383104 4,725,611.88 387,028 387,028 336,428 50,600 Murphy Oil Corp. COM 626717102 28,029,096.39 517,142 512,242 376,605 140,537 Mylan Laboratories, Inc. COM 628530107 91,383,957.11 4,958,435 4,958,435 4,710,535 247,900 Mylan Laboratories, Inc. CVPFD 6.5% 11/15/2010 628530206 100,974,628.00 88,652 88,652 78,777 9,875 MYR Group, Inc. COM 55405W104 15,630,865.11 864,539 864,539 820,664 43,875 Myriad Genetics, Inc. COM 62855J104 2,477,568.60 94,926 94,926 90,136 4,790 Nabors Industeries Ltd. COM G6359F103 10,734,856.00 490,400 490,400 454,400 36,000 Nabors Industries Ltd. CV 0.94% 05/15/2011 629568AP1 12,944,437.50 13,175,000 13,175,000 13,175,000 Nalco Holding Co. COM 62985Q101 7,381,012.38 289,338 289,338 289,338 Nash Finch CV Step% 03/15/2035 631158AD4 940,027.50 2,038,000 2,038,000 2,038,000 National Bank of Greece S.A. ADR 633643408 1,463,624.46 280,926 280,926 280,926 National City Corp. CV 4% 02/01/2011 635405AW3 15,689,992.50 15,326,000 15,326,000 10,951,000 4,375,000 National Grid plc ADR 636274300 4,565,255.38 83,951 83,951 83,951 Natural Gas Services Group COM 63886Q109 1,766,245.01 93,700 93,700 93,700 Navigators Group, Inc. COM 638904102 38,347,068.90 813,990 813,990 714,590 99,400 NBTY, Inc. COM 628782104 62,160,359.94 1,427,661 1,427,661 1,276,258 151,403 Nektar Therapeutics CV 3.25% 09/28/2012 640268AH1 832,500.00 900,000 900,000 900,000 NetApp, Inc. COM 64110D104 14,822,296.34 431,006 431,006 431,006 NetApp, Inc. CV 1.75% 06/01/2013 64110DAB0 46,129,740.00 37,052,000 37,052,000 28,057,000 8,995,000 Netezza Corp. COM 64111N101 13,293,704.51 1,370,485 1,370,485 1,330,580 39,905 Netflix, Inc. COM 64110L106 13,316,971.68 241,512 241,512 232,706 8,806 NetLogic Microsystems, Inc. COM 64118B100 17,250,631.56 372,906 372,906 358,509 14,397 Netsuite, Inc. COM 64118Q107 8,807,632.68 551,166 551,166 531,141 20,025 Neutral Tandem, Inc. COM 64128B108 8,613,150.00 378,600 378,600 331,900 46,700 Newmont Mining Corp. COM 651639106 53,584,441.44 1,132,624 1,121,824 828,421 304,203 Newmont Mining Corp. CV 1.25% 07/15/2014 651639AH9 44,654,130.00 35,652,000 35,652,000 34,827,000 825,000 Newmont Mining Corp. CV 1.625% 07/15/2017 651639AJ5 5,752,343.75 4,625,000 4,625,000 4,625,000 Newmont Mining Corp. CV 3% 02/15/2012 651639AK2 36,938,000.00 29,200,000 29,200,000 25,965,000 3,235,000 NII Holdings, Inc. CV 3.125% 06/15/2012 62913FAJ1 34,654,634.99 37,566,000 37,566,000 25,791,000 11,775,000 Nike, Inc. Class B 654106103 35,031,569.31 530,219 530,199 524,199 6,020
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Nippon Telegraph & Telephone ADR 654624105 848,859.48 43,002 43,002 43,002 NiSource, Inc. COM 65473P105 7,690,000.00 500,000 500,000 500,000 NJ Resources Corp. COM 646025106 25,472,205.00 681,075 681,075 598,475 82,600 Noble Energy, Inc. COM 655044105 73,566,200.44 1,032,943 1,032,926 982,426 50,517 Nokia Corp. ADR 654902204 4,127,034.50 321,170 321,170 306,423 14,747 Nordson Corp. COM 655663102 17,782,272.90 290,655 290,655 255,112 35,543 Nordstrom, Inc. COM 655664100 50,422,363.72 1,341,734 1,341,716 1,285,816 55,918 Northeast Utility Service Co. COM 664397106 21,917,760.45 849,855 849,855 785,155 64,700 Northwest Natural Gas Co. COM 667655104 11,409,758.00 253,325 253,325 222,085 31,240 Novartis AG ADR 66987V109 1,743,937.20 32,040 32,040 32,040 Nuance Communications, Inc. COM 67020Y100 5,527,220.58 355,677 355,677 355,677 Nucor Corp. COM 670346105 72,773,766.74 1,559,995 1,559,973 1,553,273 6,722 Nutrisystem, Inc. COM 67069D108 32,776,719.99 1,051,547 1,051,547 972,047 79,500 NVIDIA Corp. COM 67066G104 10,779,723.64 577,073 577,073 577,073 NVR, Inc. COM 62944T105 3,488,875.39 4,909 4,909 4,909 NxStage Medical, Inc. COM 67072V103 3,517,262.16 421,229 421,229 421,229 Occidental Petroleum Corp. COM 674599105 271,412,641.97 3,336,357 3,327,739 3,076,450 259,907 Oceaneering Int'l, Inc. COM 675232102 14,823,116.00 253,300 253,300 253,300 Odyssey Healthcare, Inc. COM 67611V101 45,988,592.18 2,951,771 2,951,771 2,580,171 371,600 Old Republic Int'l Corp. CV 8% 05/15/2012 680223AF1 7,302,218.75 6,455,000 6,455,000 5,205,000 1,250,000 Olin Corp. COM 680665205 47,898,313.44 2,733,922 2,733,922 2,473,510 260,412 Omnicom Group, Inc. COM 681919106 170,872,915.49 4,364,570 4,356,725 3,993,145 371,425 Omnicom Group, Inc. CV 0% 7/1/2038 681919AT3 68,551,262.50 69,419,000 69,419,000 56,549,000 12,870,000 ON Semiconductor Corp. COM 682189105 6,113,179.71 693,891 693,891 693,891 ON Semiconductor Corp. CV 2.625% 12/15/2026 682189AG0 37,288,331.25 33,405,000 33,405,000 22,855,000 10,550,000 Onyx Pharmaceuticals, Inc. COM 683399109 56,274,882.85 1,918,026 1,917,967 1,856,751 61,275 OpenTable, Inc. COM 68372A104 12,770,277.73 501,582 501,582 486,456 15,126 OptionsXpress Holdings, Inc. COM 684010101 40,114,488.09 2,596,407 2,596,407 2,275,628 320,779 Oracle Corp. COM 68389X105 9,053,100.48 368,912 368,912 368,912 O'Reilly Automotive, Inc. COM 686091109 4,661,580.44 122,287 122,287 122,287 Orion Marine Group, Inc. COM 68628V308 20,254,033.80 961,730 961,730 915,848 45,882 ORIX Corp. ADR 686330101 2,154,197.92 63,062 63,062 63,062 Ormat Technologies, Inc. COM 686688102 3,537,358.88 93,482 93,482 93,482
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Orthovita, Inc. COM 68750U102 890,838.00 253,800 253,800 253,800 Oshkosh Corp. COM 688239201 14,108,430.00 381,000 381,000 381,000 Otter Tail Corp. COM 689648103 53,908,528.80 2,173,731 2,173,731 1,929,731 244,000 Overhill Farms, Inc. COM 690212105 10,638,520.55 2,188,996 2,188,996 1,897,982 291,014 Pacific Gas & Electric Co. COM 69331C108 74,189,814.89 1,661,586 1,651,086 1,346,860 314,726 Pacific Sunwear of California COM 694873100 20,213,918.53 5,078,874 5,078,874 4,451,774 627,100 PacWest Bancorp COM 695263103 48,304,909.91 2,397,266 2,397,266 2,102,966 294,300 Palm, Inc. COM 696643105 7,569,989.32 753,983 753,983 737,263 16,720 Panera Bread Co. Class A 69840W108 1,012,787.31 15,123 15,123 15,123 Papa John's Int'l, Inc. COM 698813102 28,812,224.09 1,233,400 1,233,400 1,081,100 152,300 Parker Hannifin Corp. COM 701094104 162,529,343.31 3,016,506 3,016,474 2,942,124 74,382 PartnerRe Ltd. COM G6852T105 62,487,956.22 836,967 836,967 779,467 57,500 Patterson Cos., Inc. COM 703395103 113,733,775.52 4,064,824 4,064,788 3,862,488 202,336 Peabody Energy Corp. COM 704549104 1,039,377.90 22,990 22,990 22,990 Peet's Coffee & Tea, Inc. COM 705560100 1,306,536.00 39,200 39,200 39,200 Penn Virginia Corp. CV 4.5% 11/15/2012 707882AA4 16,705,897.52 17,539,000 17,539,000 10,236,000 7,303,000 Penn West Energy Trust COM 707885109 2,079,088.00 118,130 118,130 118,130 Penske Automotive Group, Inc. CV 3.5% 04/01/2026 909440AH2 15,723,262.50 15,510,000 15,510,000 11,350,000 4,160,000 Pentair, Inc. COM 709631105 12,053,068.00 373,160 373,160 344,960 28,200 PepsiCo, Inc. COM 713448108 52,182,512.00 858,265 858,265 851,917 6,348 Perficient, Inc. COM 71375U101 1,503,912.00 178,400 178,400 178,400 PerkinElmer, Inc. COM 714046109 42,966,717.91 2,086,776 2,086,776 1,871,715 215,061 Perma-Fix Envr Svcs, Inc. COM 714157104 1,857,427.51 818,250 818,250 711,409 106,841 PetMed Express, Inc. COM 716382106 22,500,939.83 1,276,287 1,276,287 1,115,756 160,531 Petrohawk Energy Corp. COM 716495106 11,248,791.05 468,895 468,895 463,695 5,200 Petroleo Brasileiro S.A. ADR 71654V101 18,767,790.99 442,741 442,741 400,941 41,800 Petroleo Brasileiro S.A. COM 71654V408 80,513,926.09 1,688,631 1,675,331 1,383,845 304,786 PetSmart, Inc. COM 716768106 31,284,469.98 1,172,142 1,172,142 1,079,242 92,900 Pfizer, Inc. COM 717081103 239,650,721.59 13,174,861 13,174,861 13,126,682 48,179 Phase Forward, Inc. COM 71721R406 30,589,004.18 1,992,769 1,992,769 1,808,853 183,916 Philip Morris Int'l, Inc. COM 718172109 2,934,240.91 60,889 60,889 60,889 Phillips-Van Heusen Corp. COM 718592108 7,782,084.00 191,300 191,300 191,300 Piedmont Natural Gas Co., Inc. COM 720186105 21,179,259.00 791,748 791,748 740,548 51,200
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Pier 1 Imports, Inc. COM 720279108 11,294,709.99 2,219,000 2,219,000 2,005,500 213,500 Pioneer Drilling Co. COM 723655106 2,989,359.99 378,400 378,400 328,700 49,700 Placer Dome, Inc. CV 2.75% 10/15/2023 725906AK7 16,507,124.99 10,050,000 10,050,000 10,050,000 Plexus Corp. COM 729132100 78,202,603.50 2,743,951 2,743,951 2,461,312 282,639 PMC-Sierra, Inc. COM 69344F106 938,224.40 108,340 108,340 108,340 PNC Financial Services Group COM 693475105 420,682,427.83 7,968,980 7,942,083 7,152,701 816,279 Polo Ralph Lauren Corp. COM 731572103 4,058,798.58 50,121 50,121 50,121 Polycom, Inc. COM 73172K104 6,585,238.22 263,726 263,726 263,726 Polypore International, Inc. COM 73179V103 13,601,390.60 1,142,974 1,142,974 1,004,754 138,220 Portec Rail Products, Inc. COM 736212101 3,617,548.81 337,773 337,773 296,373 41,400 Potash Corp. COM 73755L107 154,086,057.99 1,420,148 1,419,348 1,371,260 48,888 Power Integrations, Inc. COM 739276103 23,374,607.74 642,866 642,866 563,593 79,273 Praxair, Inc. COM 74005P104 58,010,447.20 722,332 719,016 621,045 101,287 Precision Castparts Corp. COM 740189105 23,279,987.75 210,965 210,965 205,277 5,688 Priceline.com, Inc. COM 741503403 5,164,247.50 23,635 23,635 23,635 Principal Financial Services COM 74251V102 23,325,122.53 970,263 967,197 798,860 171,403 Procter & Gamble Co. COM 742718109 137,864,192.46 2,273,861 2,273,861 2,258,426 15,435 Progress Energy, Inc. COM 743263105 23,152,331.90 564,553 564,553 546,559 17,994 ProLogis CV 2.25% 04/01/2037 743410AQ5 63,032,337.50 67,595,000 67,595,000 55,720,000 11,875,000 ProLogis CV 2.625% 05/15/2038 743410AS1 20,405,201.25 22,641,000 22,641,000 22,641,000 PROS Holdings, Inc. COM 74346Y103 2,142,450.00 207,000 207,000 207,000 Prudential Financial, Inc. COM 744320102 64,946,403.68 1,305,193 1,302,142 1,293,417 11,776 Prudential plc ADR 74435K204 3,171,644.11 155,549 155,549 155,549 PSS World Medical, Inc. COM 69366A100 11,440,732.98 506,900 506,900 444,400 62,500 Psychiatric Solutions, Inc. COM 74439H108 17,278,483.10 817,336 817,336 716,236 101,100 Pulte Homes, Inc. COM 745867101 123,712,370.03 12,371,237 12,330,263 11,115,954 1,255,283 QKL Stores, Inc. COM 74732Y105 2,302,789.99 343,700 343,700 343,700 QLogic Corp. COM 747277101 97,408,392.99 5,162,077 5,162,077 4,690,677 471,400 Quaker Chemical Corp. COM 747316107 3,318,623.04 160,786 160,786 139,686 21,100 QUALCOMM, Inc. COM 747525103 47,516,976.72 1,027,172 1,027,172 1,007,111 20,061 Quanex Building Products Corp. COM 747619104 59,506,374.11 3,506,563 3,506,563 3,200,685 305,878 Quanta Services, Inc. CV 3.75% 04/30/2026 74762EAE2 11,720,750.01 10,840,000 10,840,000 5,918,000 4,922,000 Quest Diagnostics, Inc. COM 74834L100 5,400,447.58 89,441 89,441 85,285 4,156
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Questar Corp. COM 748356102 14,948,904.56 359,608 359,608 331,208 28,400 Quicksilver Resources, Inc. COM 74837R104 2,094,060.11 139,511 139,511 139,511 Quicksilver Resources, Inc. CV 1.875% 11/1/2024 74837RAB0 9,462,098.75 7,943,000 7,943,000 4,998,000 2,945,000 Qwest Communications, Inc. COM 749121109 6,841,250.00 1,625,000 1,625,000 1,625,000 Qwest Communications, Inc. CV 3.50% 11/15/2025 749121BY4 4,691,249.99 4,500,000 4,500,000 4,500,000 R.R. Donnelley & Sons Co. COM 257867101 4,788,050.00 215,000 215,000 215,000 Rackspace Hosting, Inc. COM 750086100 9,217,555.65 442,089 442,089 426,450 15,639 Radian Group, Inc. COM 750236101 3,457,703.10 473,010 473,010 410,410 62,600 Radiant Systems, Inc. COM 75025N102 8,377,231.23 805,503 805,503 700,803 104,700 Range Resources Corp. COM 75281A109 72,672,675.95 1,457,827 1,457,802 1,430,808 27,019 Raymond James Financial, Inc. COM 754730109 49,795,820.54 2,094,902 2,094,885 2,011,785 83,117 Rayonier Trs Holdings, Inc. CV 3.75% 10/15/2012 75508AAB2 30,599,887.50 28,665,000 28,665,000 25,165,000 3,500,000 Raytheon Co. COM 755111507 36,696,408.00 712,275 709,042 630,400 81,875 RBC Bearings, Inc. COM 75524B104 3,593,540.99 147,700 147,700 128,500 19,200 RC2 Brands, Inc. COM 749388104 3,287,775.02 222,900 222,900 193,800 29,100 Reed Elsevier plc Spons ADR 758205207 3,108,623.16 94,804 94,804 94,804 Regal Beloit Corp. COM 758750103 26,260,864.01 505,600 505,600 443,200 62,400 Regions Financial Corp. COM 7591EP100 50,280,027.00 9,504,731 9,471,531 8,435,089 1,069,642 Reliance Steel & Aluminum Co. COM 759509102 258,906,341.40 5,990,429 5,990,429 5,507,329 483,100 ReneSola Ltd. ADR 75971T103 2,284,324.00 479,900 479,900 479,900 Republic Services Inc. COM 760759100 27,333,842.93 965,519 965,519 888,484 77,035 ResMed, Inc. COM 761152107 8,246,481.09 157,767 157,767 157,767 Resources Connection, Inc. COM 76122Q105 6,037,302.20 284,510 284,510 274,500 10,010 RightNow Technologies, Inc. COM 76657R106 2,567,407.59 147,807 147,807 147,807 Rimage Corp. COM 766721104 6,504,181.95 375,097 375,097 326,345 48,752 Riverbed Technology, Inc. COM 768573107 22,085,792.81 961,506 961,506 866,221 95,285 RLI Corp. COM 749607107 33,478,274.98 628,700 628,700 551,800 76,900 Robbins & Myers, Inc. COM 770196103 67,137,181.52 2,854,472 2,854,408 2,695,108 159,364 Robert Half Int'l, Inc. COM 770323103 26,538,746.84 992,845 992,845 918,845 74,000 Rockwell Collins, Inc. COM 774341101 6,400,501.76 115,616 115,616 115,616 Rockwood Holdings, Inc. COM 774415103 6,066,700.00 257,500 257,500 257,500 Rogers Corp. COM 775133101 64,402,172.73 2,124,783 2,124,783 1,869,156 255,627 Roper Industries, Inc. COM 776696106 65,700,364.56 1,254,542 1,254,542 1,209,442 45,100
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Roper Industries, Inc. CV Adj% 01/15/2034 776696AA4 20,378,531.24 31,053,000 31,053,000 31,053,000 Rovi Corp. COM 779376102 58,564,120.78 1,837,594 1,837,594 1,657,021 180,573 Royal Caribbean Cruises Ltd. COM V7780T103 2,738,177.92 108,314 108,314 102,636 5,678 Royal Dutch Shell plc ADR 780259206 2,891,291.00 48,100 48,100 48,100 RRI Energy, Inc. COM 74971X107 1,716,000.00 300,000 300,000 300,000 RTI International Metals, Inc. COM 74973W107 37,673,449.20 1,496,760 1,496,760 1,311,560 185,200 Rubio's Restaurants, Inc. COM 78116B102 4,310,476.90 597,847 597,847 526,447 71,400 Rue21, Inc. COM 781295100 14,099,017.06 501,923 501,923 487,314 14,609 Rush Enterprises, Inc. Class A 781846209 22,164,707.92 1,864,147 1,864,147 1,601,002 263,145 Rush Enterprises, Inc. Class B 781846308 4,089,246.05 389,452 389,452 337,148 52,304 Ryanair Holdings plc ADR 783513104 2,606,287.14 97,177 97,177 92,977 4,200 SAIC, Inc. COM 78390X101 17,803,600.00 940,000 940,000 940,000 Salix Pharmaceuticals, Inc. COM 795435106 15,232,735.60 599,714 599,714 578,232 21,482 SanDisk Corp. CV 1.0% 05/15/2013 80004CAC5 64,814,406.25 77,275,000 77,275,000 72,710,000 4,565,000 Sanofi-Aventis S.A. ADR 80105N105 4,736,158.35 120,605 120,605 107,805 12,800 Sapient Corp. COM 803062108 12,914,448.54 1,561,602 1,561,602 1,561,602 Satyam Computer Services ADR 804098101 1,845,327.68 400,288 400,288 400,288 Savient Pharmaceuticals, Inc. COM 80517Q100 2,202,329.37 161,817 161,817 156,010 5,807 Savvis, Inc. CV 3% 05/15/2012 805423AA8 3,660,000.00 4,000,000 4,000,000 1,695,000 2,305,000 ScanSource, Inc. COM 806037107 81,268,632.32 3,043,769 3,043,769 2,665,313 378,456 Schlumberger Ltd. COM 806857108 644,882,782.06 9,907,555 9,875,923 8,937,626 969,929 Schnitzer Steel Industries Class A 806882106 16,308,439.20 341,896 341,896 300,396 41,500 SEACOR Holdings, Inc. COM 811904101 12,002,207.53 157,406 157,406 85,845 71,561 Semtech Corp. COM 816850101 32,916,952.50 1,935,153 1,935,153 1,698,204 236,949 Sesi LLC CV Adj% 12/15/2026 78412FAH7 1,842,500.00 2,000,000 2,000,000 2,000,000 Shanda Games Ltd. ADR 81941U105 634,837.00 62,300 62,300 62,300 Sharps Compliance Corp. COM 820017101 1,685,760.00 175,600 175,600 175,600 ShoreTel, Inc. COM 825211105 1,791,800.00 310,000 310,000 310,000 ShuffleMaster, Inc. COM 825549108 1,665,304.00 202,100 202,100 202,100 Shutterfly, Inc. COM 82568P304 2,593,136.00 145,600 145,600 145,600 Siemens AG COM 826197501 2,601,895.80 28,374 28,374 28,374 Sigma-Aldrich Corp. COM 826552101 5,995,889.80 118,660 118,660 118,660 Signature Bank COM 82669G104 39,244,687.90 1,230,241 1,230,241 1,078,206 152,035
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Silgan Holdings, Inc. COM 827048109 37,966,849.04 655,958 655,958 592,602 63,356 Silicon Laboratories, Inc. COM 826919102 19,003,082.42 393,113 393,113 384,162 8,951 Simon Property Group, Inc. COM 828806109 7,016,255.41 87,923 87,923 87,923 Simon Property Group, Inc. PFD CONV I 6% 828806802 18,691,024.00 274,868 274,868 251,968 22,900 Simpson Manufacturing Co. COM 829073105 10,414,765.90 387,310 387,310 357,610 29,700 SINA Corp. COM G81477104 6,087,056.22 134,729 134,729 129,820 4,909 Smith International, Inc. COM 832110100 161,145,514.50 5,931,009 5,915,667 5,397,582 533,427 Smithfield Foods, Inc. CV 4% 06/30/2013 832248AR9 14,012,565.00 14,172,000 14,172,000 12,847,000 1,325,000 Snap-on, Inc. COM 833034101 15,805,240.00 374,000 374,000 374,000 Sohu.com, Inc. COM 83408W103 20,237,195.84 353,303 353,303 321,155 32,148 SolarWinds, Inc. COM 83416B109 13,862,328.48 602,448 602,448 580,720 21,728 Solera Holdings, Inc. COM 83421A104 44,637,887.96 1,239,597 1,239,597 1,086,597 153,000 Somanetics Corp. COM 834445405 8,065,980.04 459,600 459,600 417,800 41,800 Sonoco Products Co. COM 835495102 11,232,029.28 384,001 384,001 336,701 47,300 Sony Corp. ADR 835699307 2,141,621.00 73,849 73,849 73,849 Southern Co. COM 842587107 59,838,588.33 1,795,876 1,791,276 1,674,828 121,048 Southwest Bancorp, Inc. COM 844767103 3,020,725.21 435,263 435,263 378,445 56,818 Southwestern Energy Co. COM 845467109 107,895,218.00 2,238,490 2,238,456 2,220,868 17,622 Spartan Stores, Inc. CV 3.375% 05/15/2027 846822AE4 3,170,000.00 4,000,000 4,000,000 1,800,000 2,200,000 SPDR S&P 500 ETF Trust UNIT SER 1 78462F103 41,790,000.00 375,000 375,000 375,000 Spherion Corp. COM 848420105 2,063,101.99 367,100 367,100 318,500 48,600 SPX Corp. COM 784635104 59,744,160.51 1,092,215 1,092,202 1,038,002 54,213 SRA International, Inc. COM 78464R105 2,072,350.00 108,500 108,500 108,500 St. Jude Medical, Inc. COM 790849103 3,363,126.42 91,439 91,439 86,828 4,611 St. Mary Land & Exploration COM 792228108 9,600,656.32 280,393 280,393 228,312 52,081 Standard Parking Corp. COM 853790103 3,904,891.97 245,900 245,900 213,500 32,400 Staples, Inc. COM 855030102 4,219,644.00 171,600 171,600 171,600 Starbucks Corp. COM 855244109 676,580.40 29,340 29,340 29,340 Starwood Hotels & Resorts, Inc COM 85590A401 205,519,487.02 5,619,893 5,611,431 5,322,472 297,421 State Street Corp. COM 857477103 287,922,922.98 6,612,837 6,602,068 6,238,615 374,222 Steel Dynamics, Inc. COM 858119100 22,370,808.92 1,262,461 1,262,461 1,163,961 98,500 Steel Dynamics, Inc. CV 5.125% 06/15/2014 858119AP5 8,663,568.75 6,815,000 6,815,000 3,900,000 2,915,000 Sterling Construction Co. COM 859241101 4,804,589.97 250,500 250,500 217,900 32,600
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Sterlite Industries India Ltd. CV 4% 10/30/2014 859737AB4 2,110,000.00 2,000,000 2,000,000 895,000 1,105,000 Steve Madden Ltd. COM 556269108 10,156,999.60 246,290 246,290 237,425 8,865 Stifel Financial Corp. COM 860630102 11,527,867.04 194,596 194,596 187,675 6,921 STR Holdings, Inc. COM 78478V100 14,632,199.74 931,394 931,394 904,002 27,392 Stratasys, Inc. COM 862685104 13,786,778.87 797,846 797,846 699,259 98,587 Strayer Education, Inc. COM 863236105 8,816,847.57 41,493 41,493 40,033 1,460 Stryker Corp. COM 863667101 49,712,923.37 986,955 986,919 976,719 10,236 SuccessFactors, Inc. COM 864596101 20,311,610.86 1,225,067 1,225,067 1,181,163 43,904 Suncor Energy, Inc. COM 867224107 231,836,879.68 6,565,757 6,549,757 6,009,872 555,885 SunPower Corp. CV 4.75% 04/15/2014 867652AC3 15,955,312.50 13,950,000 13,950,000 13,950,000 Suntech Power Holdings Co. CV 3% 03/15/2013 86800CAE4 27,756,987.50 34,805,000 34,805,000 25,655,000 9,150,000 SunTrust Banks, Inc. COM 867914103 326,635,196.81 16,098,334 16,038,352 14,095,686 2,002,648 Superior Energy Services, Inc. COM 868157108 145,585,515.59 5,993,640 5,993,582 5,568,280 425,360 SUPERVALU, Inc. COM 868536103 6,774,430.00 533,000 533,000 533,000 Susser Holdings Corp. COM 869233106 12,562,368.19 1,462,441 1,462,441 1,282,580 179,861 SVB Financial Group COM 78486Q101 51,634,357.39 1,238,531 1,238,531 1,109,766 128,765 SXC Health Solutions Corp. COM 78505P100 14,526,523.05 269,259 269,259 259,634 9,625 Sykes Enterprises, Inc. COM 871237103 60,784,995.56 2,386,533 2,386,533 2,091,784 294,749 Symantec Corp. CV 0.75% 06/15/2011 871503AD0 47,742,250.00 43,700,000 43,700,000 43,700,000 Synchronoss Technologies, Inc. COM 87157B103 11,907,364.75 753,154 753,154 732,528 20,626 T. Rowe Price Group, Inc. COM 74144T108 129,064,687.50 2,423,750 2,423,750 2,414,204 9,546 Taiwan Semiconductor Co. ADR 874039100 7,124,740.51 622,792 622,792 606,962 15,830 Take-Two Interactive Software CV 4.375% 06/01/2014 874054AA7 9,645,320.00 8,174,000 8,174,000 4,374,000 3,800,000 Taleo Corp. Class A 87424N104 15,690,591.84 667,117 667,117 647,075 20,042 Target Corp. COM 87612E106 439,273,581.97 9,081,530 9,051,772 8,139,787 941,743 TD AMERITRADE Holding Corp. COM 87236Y108 4,669,262.16 240,932 240,932 240,932 Team, Inc. COM 878155100 6,022,322.46 320,166 320,166 278,066 42,100 Tech Data Corp. CV 2.75% 12/15/2026 878237AE6 22,732,500.00 21,000,000 21,000,000 20,250,000 750,000 Techne Corp. COM 878377100 31,431,263.44 458,449 458,449 401,744 56,705 TechTeam Global, Inc. COM 878311109 4,597,962.03 604,200 604,200 530,066 74,134 Techwell, Inc. COM 87874D101 6,126,120.00 464,100 464,100 402,800 61,300 Teleflex, Inc. COM 879369106 40,323,893.07 748,263 748,263 673,563 74,700 Telekomunikasi Indonesia Tbk ADR 715684106 8,219,432.85 205,743 205,743 205,743
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- TeleTech Holdings, Inc. COM 879939106 7,677,739.36 383,312 383,312 369,496 13,816 Tellabs, Inc. COM 879664100 14,880,100.48 2,619,736 2,619,736 2,407,208 212,528 Tennant Co. COM 880345103 801,414.01 30,600 30,600 26,600 4,000 Teradyne, Inc. COM 880770102 10,418,111.09 970,933 970,933 935,791 35,142 Teradyne, Inc. CV 4.5% 03/15/2014 880770AE2 23,138,100.00 10,940,000 10,940,000 6,785,000 4,155,000 Territorial Bancorp, Inc. COM 88145X108 2,481,875.00 137,500 137,500 118,700 18,800 Tesco Corp. COM 88157K101 2,482,593.00 192,300 192,300 166,200 26,100 Tetra Tech, Inc. COM 88162G103 4,872,640.63 179,339 179,339 179,339 Teva Pharmaceutical Fin Co. CV .25% 02/01/2026 88163VAE9 18,889,406.25 15,499,000 15,499,000 9,024,000 6,475,000 Teva Pharmaceutical Fin II LLC CV .25% 2/01/2024 88164RAB3 24,569,145.00 15,027,000 15,027,000 15,027,000 Teva Pharmaceutical Fin LLC CV 1.75% 02/01/2026 88165FAA0 88,285,725.00 71,342,000 71,342,000 70,272,000 1,070,000 Teva Pharmaceutical Industries ADR 881624209 259,704,325.35 4,622,719 4,605,340 4,131,213 491,506 Texas Capital Bancshares, Inc. COM 88224Q107 33,760,794.20 2,418,395 2,418,395 2,123,063 295,332 Texas Instruments, Inc. COM 882508104 63,288,299.66 2,428,561 2,428,561 2,417,810 10,751 Textron, Inc. CV 4.5% 05/01/2013 883203BN0 6,400,350.00 3,960,000 3,960,000 3,960,000 Thermo Fisher Scientific, Inc. COM 883556102 59,834,449.27 1,254,654 1,254,606 1,242,306 12,348 Thomas & Betts Corp. COM 884315102 17,987,374.00 502,581 502,581 440,581 62,000 Thoratec Corp. COM 885175307 12,175,404.52 452,281 452,281 436,069 16,212 Tiffany & Co. COM 886547108 5,142,714.00 119,598 119,598 119,598 Timberland Co. COM 887100105 12,307,869.22 686,440 686,412 676,312 10,128 Time Warner Cable, Inc. COM 88732J207 108,974,696.12 2,632,875 2,624,365 2,385,457 247,418 Time Warner, Inc. COM 887317303 98,905,318.15 3,394,143 3,386,536 3,144,186 249,957 Titanium Metals Corp. COM 888339207 2,034,500.00 162,500 162,500 162,500 TJX Cos., Inc. COM 872540109 4,692,398.65 128,383 128,383 128,383 Tomkins plc ADR 890030208 2,140,687.50 171,255 171,255 171,255 TomoTherapy, Inc. COM 890088107 2,375,100.03 609,000 609,000 528,600 80,400 Total S.A. ADR 89151E109 13,822,969.96 215,849 215,849 196,849 19,000 Tower Group, Inc. COM 891777104 30,013,562.89 1,282,083 1,282,083 1,123,683 158,400 Transocean Ltd. COM H8817H100 32,012,881.20 386,629 386,629 345,883 40,746 Transocean Ltd. CV 1.625% 12/15/2037 893830AU3 68,896,785.06 69,243,000 69,243,000 63,508,000 5,735,000 Trex Co., Inc. COM 89531P105 4,717,092.80 240,668 240,668 238,068 2,600 Trimble Navigation Ltd. COM 896239100 30,642,822.00 1,215,985 1,215,985 1,124,185 91,800 Triumph Group, Inc. COM 896818101 272,130.00 5,640 5,640 5,640
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- TrueBlue, Inc. COM 89785X101 66,445,790.69 4,486,549 4,486,549 4,032,149 454,400 TTM Technologies, Inc. CV 3.25% 05/15/2015 87305RAC3 15,015,444.99 14,978,000 14,978,000 8,893,000 6,085,000 Tyco International Ltd. COM H89128104 48,339,406.72 1,354,804 1,354,804 1,249,504 105,300 Tyler Technologies, Inc. COM 902252105 1,423,565.01 71,500 71,500 71,500 U.S. Bancorp COM 902973304 19,163,438.30 851,330 851,330 830,791 20,539 UGI Corp. COM 902681105 16,977,969.21 701,859 701,859 614,859 87,000 Ulta Salon, Inc. COM 90384S303 9,542,571.52 525,472 525,472 507,244 18,228 Ultimate Software Group, Inc. COM 90385D107 1,509,618.00 51,400 51,400 51,400 Union Pacific Corp. COM 907818108 43,216,145.10 676,309 676,309 663,238 13,071 Unisource Energy Corp. COM 909205106 9,335,100.00 290,000 290,000 290,000 United Parcel Service, Inc. Class B 911312106 2,122,690.00 37,000 37,000 37,000 United Rentals, Inc. COM 911363109 28,706,110.29 2,926,209 2,926,209 2,565,369 360,840 United States Steel Corp. COM 912909108 182,546,415.99 3,311,800 3,308,084 3,040,200 271,600 United States Steel Corp. CV 4% 05/15/2014 912909AE8 12,380,962.50 6,590,000 6,590,000 3,650,000 2,940,000 United Technologies Corp. COM 913017109 121,503,870.83 1,750,524 1,750,493 1,735,149 15,375 United Therapeutics Corp. COM 91307C102 7,023,720.60 133,404 133,404 128,580 4,824 United Therapeutics Corp. CV .5% 10/15/2011 91307CAD4 17,901,425.00 12,410,000 12,410,000 6,085,000 6,325,000 UnitedHealth Group, Inc. COM 91324P102 296,186,047.20 9,717,390 9,676,125 8,512,270 1,205,120 Universal Stainless & Alloy COM 913837100 1,835,078.01 97,300 97,300 84,600 12,700 Urban Outfitters, Inc. COM 917047102 6,594,670.27 188,473 188,473 188,473 URS Corp. COM 903236107 10,125,317.16 227,433 227,433 227,433 UTi Worldwide, Inc. COM G87210103 42,719,381.04 2,983,197 2,983,197 2,680,197 303,000 VanceInfo Technologies, Inc. ADR 921564100 2,448,737.13 127,472 127,472 127,472 Vanda Pharmaceuticals, Inc. COM 921659108 6,359,153.65 565,761 565,761 550,062 15,699 Varian Medical Systems, Inc. COM 92220P105 85,814,348.55 1,831,683 1,831,647 1,753,447 78,236 Varian Semi Equip Assoc., Inc. COM 922207105 4,822,164.36 134,397 134,397 134,397 VCA Antech, Inc. COM 918194101 28,842,407.99 1,157,400 1,157,400 1,014,400 143,000 Veeco Instruments, Inc. COM 922417100 18,186,174.15 550,429 550,429 533,185 17,244 VeriFone Holdings, Inc. COM 92342Y109 54,534,802.09 3,329,353 3,329,280 3,156,480 172,873 VeriFone Holdings, Inc. CV 1.375% 06/15/2012 92342YAB5 1,765,000.00 2,000,000 2,000,000 2,000,000 Verigy Ltd. COM Y93691106 29,938,940.54 2,326,258 2,326,258 2,038,938 287,320 Verisk Analytics, Inc. COM 92345Y106 4,726,586.88 156,096 156,096 156,096 Verizon Communications, Inc. COM 92343V104 224,584,691.95 6,778,892 6,757,348 6,119,555 659,337
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Vertex Pharmaceuticals, Inc. COM 92532F100 10,394,767.25 242,585 242,585 238,713 3,872 Vertex Pharmaceuticals, Inc. CV 4.75% 02/15/2013 92532FAM2 14,671,156.25 7,925,000 7,925,000 3,840,000 4,085,000 Viacom, Inc. Class B 92553P201 58,639,630.38 1,972,406 1,966,191 1,794,424 177,982 ViroPharma, Inc. COM 928241108 5,269,280.77 628,043 628,043 610,140 17,903 Visa, Inc. COM 92826C839 1,387,115.60 15,860 15,860 15,860 VistaPrint Ltd. COM N93540107 15,499,569.64 273,554 273,554 263,673 9,881 VMware, Inc. Class A 928563402 15,387,033.74 363,073 363,073 353,593 9,480 Vodafone Group plc ADR 92857W209 3,469,387.95 150,255 150,255 150,255 Volcom, Inc. COM 92864N101 1,914,888.60 114,390 114,390 114,390 Vornado Realty L.P. CV 3.875% 04/15/2025 929043AC1 40,176,400.00 36,524,000 36,524,000 31,724,000 4,800,000 W.W. Grainger, Inc. COM 384802104 8,284,193.82 85,554 85,554 82,054 3,500 WABCO Holdings, Inc. COM 92927K102 153,970,349.08 5,970,157 5,970,112 5,551,612 418,545 Walgreen Co. COM 931422109 1,665,545.76 45,358 45,358 45,358 Wal-Mart Stores, Inc. COM 931142103 54,258,336.14 1,015,123 1,015,117 990,778 24,345 Walt Disney Co. COM 254687106 110,242,902.02 3,418,385 3,418,385 3,400,400 17,985 Walter Energy, Inc. COM 93317Q105 6,002,131.69 79,699 79,699 79,699 Warner Chilcott plc COM G94368100 177,812,516.69 6,245,610 6,245,502 6,001,502 244,108 Washington Federal, Inc. COM 938824109 88,776,866.16 4,590,324 4,590,324 4,136,224 454,100 Waste Connections, Inc. COM 941053100 21,149,895.80 634,370 634,370 586,570 47,800 Waste Connections, Inc. CV 3.75% 04/01/2026 941053AG5 1,063,800.00 985,000 985,000 985,000 Watsco, Inc. COM 942622200 55,643,239.25 1,136,040 1,136,040 995,676 140,364 Watson Pharmaceuticals, Inc. COM 942683103 82,575,561.15 2,084,715 2,084,666 2,016,821 67,894 Weatherford International Ltd. COM H27013103 11,977,742.34 668,774 668,774 652,748 16,026 WellPoint, Inc. COM 94973V107 31,216,510.02 535,538 535,538 535,538 Wells Fargo & Co. COM 949746101 889,008,252.73 32,938,431 32,836,977 29,412,397 3,526,034 Wells Fargo & Co. CVPFD 7.5% Series L 949746804 82,806,354.00 90,203 90,203 86,753 3,450 WESCO International, Inc. CV 6% 09/15/2029 95082PAH8 20,531,000.00 16,760,000 16,760,000 12,002,000 4,758,000 Western Digital Corp. COM 958102105 7,591,106.85 171,939 171,939 171,939 Westport Innovations, Inc. COM 960908309 13,050,497.89 1,126,986 1,126,986 1,093,401 33,585 Whiting Petroleum Corp. CVPFD 6.25% 12/31/2049 966387201 35,278,756.24 196,364 196,364 161,164 35,200 Whitney Holding Corp. COM 966612103 33,973,959.45 3,729,304 3,729,304 3,273,921 455,383 Williams Cos., Inc. COM 969457100 138,477,703.09 6,569,151 6,569,008 6,322,508 246,643 Windstream Corp. COM 97381W104 3,516,800.00 320,000 320,000 320,000
12/31/2009
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 Fair Principal Discretion Other Name of Issue Title of Class Numbers Market Value Amount Sole Managers Voting Authority - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Wisconsin Energy Corp. COM 976657106 5,191,837.53 104,191 104,191 104,191 WMS Industries, Inc. COM 929297109 7,552,280.00 188,807 188,807 181,970 6,837 Wonder Auto Technology, Inc. COM 978166106 7,588,751.51 645,302 645,302 626,967 18,335 Woodward Governor Co. COM 980745103 11,738,905.02 455,526 455,526 398,706 56,820 Wyndham Worldwide Corp. CV 3.5% 05/01/2012 98310WAC2 26,017,151.26 15,429,000 15,429,000 13,124,000 2,305,000 Wynn Resorts Ltd. COM 983134107 41,129,071.85 706,321 706,311 672,548 33,773 Xilinx, Inc. COM 983919101 55,056,318.80 2,196,980 2,196,928 2,070,930 126,050 XTO Energy, Inc. COM 98385X106 230,857,199.13 4,961,470 4,944,141 4,428,386 533,084 Yingli Green Energy Holding CV 0% 12/15/2012 98584BAA1 15,810,705.00 14,439,000 14,439,000 7,824,000 6,615,000 Zebra Technologies Corp. Class A 989207105 24,543,367.90 865,422 865,422 758,443 106,979 Zenith National Insurance Co. COM 989390109 46,028,184.96 1,546,646 1,546,646 1,356,446 190,200 Zhongpin, Inc. COM 98952K107 5,701,911.53 365,273 365,273 365,273 Zimmer Holdings, Inc. COM 98956P102 53,880,124.56 911,523 911,506 872,706 38,817 Zions Bancorp COM 989701107 106,593,923.77 8,308,178 8,270,878 6,984,302 1,323,876 Zumiez, Inc. COM 989817101 1,664,577.36 130,863 130,863 130,863 1005 46,354,551,852 4,236,120,559 4,233,378,771 3,725,820,560 510,299,999
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