0001193125-11-220824.txt : 20110812 0001193125-11-220824.hdr.sgml : 20110812 20110812113935 ACCESSION NUMBER: 0001193125-11-220824 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110812 DATE AS OF CHANGE: 20110812 EFFECTIVENESS DATE: 20110812 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: 111029906 BUSINESS ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 BUSINESS PHONE: 201-395-2000 MAIL ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 FORMER COMPANY: FORMER CONFORMED NAME: LORD ABBETT & CO DATE OF NAME CHANGE: 19940808 13F-HR 1 d13fhr.txt LORD, ABBETT & CO. LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 Check here if Amendment [ ]; Amendment Number: _________________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lord, Abbett & Co. LLC Address: 90 Hudson Street Jersey City, NJ 07302 Form 13F File Number: 28-413 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Lawrence H. Kaplan Title: General Counsel Phone: (201) 827-2269 Signature, Place, and Date of Signing: /s/ Lawrence H. Kaplan Jersey City, New Jersey August 12, 2011 ------------------------- --------------------------- --------------------- [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: 993 Form 13F Information Table Value Total: 47,835,093 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE 6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- 3M Co. COM 88579Y101 6,354,950.00 67,000 67,000 67,000 3M Co. CV Adj% 11/21/2032 88579YAB7 1,218,918.75 1,255,000 1,255,000 1,255,000 A123 Systems, Inc. COM 03739T108 1,266,160.00 238,000 238,000 238,000 A123 Systems, Inc. CV 3.75% 04/15/2016 03739TAA6 18,614,375.00 20,540,000 20,540,000 15,765,000 4,775,000 AAR Corp. COM 000361105 64,448,870.85 2,379,065 2,379,065 2,086,615 292,450 Aaron's, Inc. COM 002535300 25,913,402.64 916,964 916,964 771,064 145,900 ABB Ltd. Spon ADR 000375204 11,954,646.00 460,680 460,680 460,680 Abbott Laboratories COM 002824100 10,981,899.24 208,702 208,702 188,115 20,587 Abercrombie & Fitch Co. COM 002896207 9,975,429.80 149,065 149,065 149,065 Accenture Ltd. COM G1151C101 83,011,823.45 1,373,913 1,373,913 1,318,793 55,120 ACE Ltd. COM H0023R105 22,280,530.74 338,507 338,507 332,607 5,900 Acme Packet, Inc. COM 004764106 28,463,663.10 405,870 405,870 396,314 9,556 Activision Blizzard, Inc. COM 00507V109 23,070,359.36 1,975,202 1,975,202 1,946,059 29,143 Actuant Corp. COM 00508X203 10,195,400.00 380,000 380,000 380,000 Actuant Corp. CV 2.672% 11/15/2023 00508XAB0 1,925,000.00 1,400,000 1,400,000 1,400,000 Adobe Systems, Inc. COM 00724F101 287,354,184.12 9,136,858 9,108,027 8,620,056 516,771 Advance Auto Parts, Inc. COM 00751Y106 374,394.49 6,401 6,401 6,401 AES Trust III CVPFD 6.75% 10/15/2029 00808N202 13,971,071.94 283,619 283,619 102,769 180,850 Affiliated Manager Group, Inc. COM 008252108 120,015,451.45 1,183,001 1,183,001 1,140,222 42,779 Affiliated Manager Group, Inc. CV 3.95% 08/15/2038 008252AL2 30,333,575.00 27,205,000 27,205,000 16,220,000 10,985,000 AFLAC, Inc. COM 001055102 232,933.20 4,990 4,990 4,990 Agilent Technologies, Inc. COM 00846U101 16,419,394.16 321,256 321,256 321,256 Agnico-Eagle Mines Ltd. COM 008474108 73,087,747.43 1,157,734 1,157,734 1,118,534 39,200 Agrium, Inc. COM 008916108 37,604,282.40 428,490 428,490 428,490 Air Products & Chemicals, Inc. COM 009158106 106,466,179.68 1,113,896 1,113,896 1,089,996 23,900 Akamai Technologies, Inc. COM 00971T101 4,137,675.60 131,480 131,480 131,480 Akorn Inc. COM 009728106 1,050,133.00 150,019 150,019 150,019 Albemarle Corp. COM 012653101 67,482,663.58 975,183 975,183 899,633 75,550 Alcatel-Lucent USA, Inc. CV 2.75% 06/15/2025 549463AH0 3,121,300.00 3,185,000 3,185,000 900,000 2,285,000 Alcoa, Inc. CV 5.25% 03/15/2014 013817AT8 17,488,882.50 6,882,000 6,882,000 6,077,000 805,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Alexandria Real Estate Equities, Inc. COM 015271109 63,905,487.38 825,439 825,439 752,389 73,050 Alexion Pharmaceuticals, Inc. COM 015351109 1,037,199.62 22,054 22,054 22,054 Align Technology, Inc. COM 016255101 40,285,753.20 1,766,919 1,766,919 1,714,768 52,151 Allegheny Technologies, Inc. COM 01741R102 25,943,743.30 408,756 408,756 369,756 39,000 Allegheny Technologies, Inc. CV 4.25% 06/01/2014 01741RAD4 18,494,890.00 11,141,500 11,141,500 10,741,500 400,000 Allergan, Inc. COM 018490102 1,841,323.50 22,118 22,118 22,118 Alliance Data Systems, Inc. COM 018581108 55,042,802.81 585,126 585,126 529,626 55,500 Alliance Data Systems, Inc. CV 1.75% 08/01/2013 018581AD0 51,189,465.00 40,188,000 40,188,000 35,263,000 4,925,000 Alliance Data Systems, Inc. CV 4.75% 05/15/2014 018581AC2 13,651,252.50 6,571,000 6,571,000 5,396,000 1,175,000 Allot Communications Ltd. COM M0854Q105 4,806,868.08 262,814 262,814 262,814 Allscripts Healthcare Solutions, Inc. COM 01988P108 5,184,343.78 266,959 266,959 266,959 Altera Corp. COM 021441100 11,880,524.70 256,322 256,322 256,322 Alterra Capital Holdings Ltd COM G0229R108 107,854,485.19 4,836,524 4,836,524 4,290,454 546,070 Altisource Portfolio Solutions S.A. COM L0175J104 53,319,078.41 1,448,888 1,448,888 1,367,131 81,757 Altria Group, Inc. COM 02209S103 52,590,946.07 1,991,327 1,991,327 1,951,707 39,620 ALZA Corp. CV 0% 7/28/2020 02261WAB5 5,677,500.00 6,000,000 6,000,000 6,000,000 Amarin Corp. plc Spon ADR 023111206 39,196,726.69 2,708,827 2,708,827 2,638,482 70,345 Amazon.com, Inc. COM 023135106 6,822,399.87 33,363 33,363 32,167 1,196 Amdocs Ltd. COM G02602103 42,155,640.46 1,387,155 1,387,155 1,254,855 132,300 Ameresco, Inc. COM 02361E108 4,156,654.32 293,135 293,135 293,135 American Public Education, Inc. COM 02913V103 15,520,637.00 348,700 348,700 293,306 55,394 America's Car-Mart, Inc. COM 03062T105 8,546,999.99 259,000 259,000 220,100 38,900 Ameriprise Financial, Inc. COM 03076C106 794,426.64 13,773 13,773 13,773 AmerisourceBergen Corp. COM 03073E105 48,915,507.60 1,181,534 1,181,534 1,176,334 5,200 AMETEK, Inc. COM 031100100 27,501,519.40 612,506 612,506 606,256 6,250 Amgen, Inc. COM 031162100 277,384,492.57 4,753,805 4,728,342 4,353,308 400,484 Amgen, Inc. CV .375% 02/01/2013 031162AQ3 3,934,125.00 3,900,000 3,900,000 3,900,000 Amphenol Corp. COM 032095101 26,177,753.38 484,863 484,863 432,563 52,300 AMR Corp. COM 001765106 4,990,015.80 924,077 924,077 835,779 88,298 AMR Corp. CV 6.25% 10/15/2014 001765BC9 14,434,875.00 14,805,000 14,805,000 11,085,000 3,720,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Anadarko Petroleum Corp. COM 032511107 336,043,766.03 4,377,850 4,355,413 4,046,738 331,075 Analog Devices, Inc. COM 032654105 20,233,579.56 516,954 516,954 512,554 4,400 Anaren, Inc. COM 032744104 8,106,874.93 381,500 381,500 323,300 58,200 Ancestry.com, Inc. COM 032803108 43,138,520.55 1,042,245 1,042,245 1,011,852 30,393 Anheuser-Busch InBev NV Spon ADR 03524A108 19,112,786.74 329,474 329,474 329,474 Anixter International, Inc. COM 035290105 75,771,988.38 1,159,657 1,159,657 1,017,164 142,493 ANSYS, Inc. COM 03662Q105 5,113,121.09 93,527 93,527 93,527 AON Corporation COM 037389103 41,545,715.40 809,858 809,858 796,558 13,300 A.O. Smith Corp. COM 831865209 14,399,892.90 340,423 340,423 286,340 54,083 Apache Corp. COM 037411105 197,529,745.23 1,600,857 1,597,637 1,527,719 73,118 Apache Corp. CVPFD 6% 08/01/2013 037411808 128,626,993.28 1,951,259 1,951,259 1,743,016 208,243 Apple, Inc. COM 037833100 98,375,478.24 293,072 293,072 273,003 20,069 Applied Industrial Tech, Inc. COM 03820C105 48,814,188.00 1,370,800 1,370,800 1,202,000 168,800 AptarGroup, Inc. COM 038336103 35,095,383.18 670,527 670,527 588,089 82,438 ArcelorMittal COM 03938L104 9,195,236.60 264,535 264,535 264,535 Archer-Daniels-Midland Co. COM 039483102 278,118,680.35 9,224,500 9,170,757 8,141,492 1,082,965 Archer-Daniels-Midland Co. CV 0.875% 02/15/2014 039483AW2 11,034,600.00 10,410,000 10,410,000 8,910,000 1,500,000 Ariba, Inc. COM 04033V203 46,226,924.19 1,341,077 1,341,077 1,307,111 33,966 ARM Holdings plc Spon ADR 042068106 1,105,472.12 38,884 38,884 38,884 Arrow Electronics, Inc. COM 042735100 23,544,195.00 567,330 567,330 567,330 Aruba Networks, Inc. COM 043176106 46,211,442.45 1,563,839 1,563,839 1,529,096 34,743 Asbury Automotive Group, Inc. COM 043436104 596,443.64 32,188 32,188 26,400 5,788 Ascena Retail Group Inc. COM 04351G101 62,899,475.40 1,847,268 1,847,268 1,618,309 228,959 Ashland, Inc. COM 044209104 35,020,356.66 541,943 541,943 532,243 9,700 Astec Industries, Inc. COM 046224101 17,739,306.00 479,700 479,700 403,400 76,300 athenahealth, Inc. COM 04685W103 22,961,172.60 558,666 558,666 542,333 16,333 Atlas Air Worldwide Holdings COM 049164205 98,737,801.69 1,659,180 1,659,180 1,471,535 187,645 Atmel Corp. COM 049513104 7,255,505.04 515,672 515,672 515,672 AT&T, Inc. COM 00206R102 272,489,536.36 8,675,248 8,662,613 8,491,298 183,834 Atwood Oceanics, Inc. COM 050095108 5,110,386.39 115,803 115,803 115,803

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Autoliv, Inc. CVPFD 8% 4/30/2012 052800208 43,795,548.30 411,110 411,110 334,810 76,300 Auxilium Pharmaceuticals, Inc. COM 05334D107 2,569,089.60 131,076 131,076 127,245 3,831 Avago Technologies Ltd. COM Y0486S104 7,111,396.00 187,142 187,142 187,142 Avnet, Inc. COM 053807103 30,496,089.20 956,590 956,590 956,590 AZZ, Inc. COM 002474104 3,073,180.03 67,100 67,100 57,000 10,100 Baidu, Inc. Spon ADR 056752108 1,116,135.45 7,965 7,965 7,965 Baker Hughes Inc. COM 057224107 50,475,710.97 695,641 688,741 613,264 82,377 Balchem Corp. COM 057665200 4,344,070.50 99,225 99,225 81,475 17,750 Ball Corp. COM 058498106 14,037,669.24 364,994 364,994 358,594 6,400 Bancorp, Inc. COM 05969A105 3,483,716.50 333,370 333,370 333,370 Bancorp Rhode Island, Inc. COM 059690107 2,879,134.26 63,529 63,529 58,229 5,300 Banco Santander S.A. Spon ADR 05964H105 6,618,250.00 575,000 575,000 575,000 Bank of America Corp. COM 060505104 280,974,450.80 25,636,355 25,636,059 25,354,278 281,781 Bank of America Corp. CVPFD 7.25% 12/31/2049 060505682 71,185,320.00 71,100 71,100 59,650 11,450 Bank of Marin Bancorp COM 063425102 4,449,546.02 125,800 125,800 106,800 19,000 Bank of New York Mellon Corp. COM 064058100 35,918,535.49 1,401,973 1,401,922 1,394,352 7,570 Barclays plc Spon ADR 06738E204 11,639,767.78 708,446 708,446 708,446 Barrett Business Service, Inc. COM 068463108 2,951,351.98 206,100 206,100 175,000 31,100 Barrick Gold Corp. COM 067901108 187,390,597.22 4,137,571 4,117,450 3,826,312 311,238 Baxter International, Inc. COM 071813109 82,262,251.02 1,378,158 1,378,158 1,349,394 28,764 BB&T Corp. COM 054937107 12,628,193.16 470,499 470,499 470,499 BCD Semiconductor Manufact Ltd Spon ADR 055347207 2,060,871.12 297,384 297,384 251,795 45,589 BE Aerospace, Inc. COM 073302101 34,652,179.10 849,110 849,110 824,658 24,452 Beckman Coulter, Inc. CV 2.5% 12/15/2036 075811AD1 14,667,905.01 12,236,000 12,236,000 3,836,000 8,400,000 Bed Bath & Beyond, Inc. COM 075896100 816,246.08 13,984 13,984 13,984 Belden, Inc. COM 077454106 14,885,220.00 427,000 427,000 359,100 67,900 Bel Fuse, Inc. COM 077347300 8,398,367.97 387,200 387,200 329,000 58,200 Belo Corp. COM 080555105 2,906,580.00 386,000 386,000 386,000 Berkshire Hathaway, Inc. COM 084670702 182,471,767.18 2,357,821 2,338,321 2,089,836 267,985 Best Buy Co., Inc. COM 086516101 2,698,119.00 85,900 85,900 85,900

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 16,850,025.00 16,642,000 16,642,000 13,392,000 3,250,000 BioMarin Pharmaceutical, Inc. COM 09061G101 21,413,263.23 786,963 786,963 768,383 18,580 BioMarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 13,820,625.00 8,100,000 8,100,000 8,100,000 BJ's Restaurants, Inc. COM 09180C106 33,798,851.25 645,509 645,509 635,965 9,544 Blackboard, Inc. COM 091935502 12,572,556.23 289,757 289,757 257,657 32,100 Blackboard, Inc. CV 3.25% 7/1/2027 091935AA4 22,004,475.00 21,895,000 21,895,000 15,535,000 6,360,000 BlackRock, Inc. COM 09247X101 1,036,924.86 5,406 5,406 5,406 BMC Software, Inc. COM 055921100 6,793,904.10 124,203 124,203 124,203 Body Central Corp. COM 09689U102 9,347,927.79 397,277 397,277 397,277 Boeing Co. COM 097023105 7,128,848.11 96,427 96,427 89,421 7,006 BOK Financial Corp. COM 05561Q201 34,025,862.52 621,250 621,250 565,672 55,578 Booz Allen Hamilton Hold Corp. COM 099502106 10,899,025.42 570,331 570,331 536,231 34,100 BorgWarner, Inc. COM 099724106 7,350,516.57 90,983 90,983 90,983 BorgWarner, Inc. CV 3.5% 04/15/2012 099724AF3 7,202,250.00 2,910,000 2,910,000 2,270,000 640,000 Boston Properties, Inc. CV 2.875% 02/15/2037 10112RAK0 726,812.50 725,000 725,000 725,000 Boston Properties, Inc. CV 3.75% 05/15/2036 10112RAG9 37,314,970.00 31,556,000 31,556,000 22,656,000 8,900,000 Boyd Gaming Corp. COM 103304101 1,719,720.30 197,669 197,669 178,155 19,514 Bravo Brio Restaurant Group COM 10567B109 7,766,785.63 317,920 317,920 317,920 Brigham Exploration Co. COM 109178103 8,058,173.62 269,234 269,234 269,234 Bristol-Myers Squibb Co. COM 110122108 12,365,920.00 427,000 427,000 427,000 Bristow Group, Inc. COM 110394103 58,696,163.08 1,150,454 1,150,454 1,009,583 140,871 Broadcom Corp. Class A 111320107 8,243,515.64 245,051 245,051 226,862 18,189 Brocade Comm Systems, Inc. COM 111621306 20,980,678.15 3,247,783 3,247,783 2,956,683 291,100 Brown & Brown, Inc. COM 115236101 43,825,381.15 1,707,926 1,707,926 1,546,226 161,700 Bryn Mawr Bank Corp. COM 117665109 4,711,587.66 232,671 232,671 196,813 35,858 Buckeye Technologies, Inc. COM 118255108 21,621,960.86 801,407 801,407 673,919 127,488 Bunge Ltd. COM G16962105 324,780,356.26 4,710,375 4,687,675 4,293,857 416,518 Cabot Corp. COM 127055101 126,317,090.88 3,168,224 3,168,224 2,778,974 389,250 Cabot Microelectronics Corp. COM 12709P103 72,993,449.55 1,570,765 1,570,765 1,379,365 191,400 Cabot Oil & Gas Corp. COM 127097103 15,643,059.48 235,908 235,908 231,708 4,200

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- CACI International, Inc. CV 2.125% 05/01/2014 127190AD8 17,759,156.25 14,025,000 14,025,000 9,535,000 4,490,000 CAI International, Inc. COM 12477X106 8,423,081.99 407,700 407,700 346,200 61,500 Calamos Asset Management, Inc. COM 12811R104 732,664.68 50,459 50,459 50,459 Caliper Life Sciences, Inc. COM 130872104 1,080,252.00 133,200 133,200 133,200 Cameron International Corp. COM 13342B105 35,682,163.12 709,528 709,528 709,528 Cameron International Corp. CV 2.5% 06/15/2026 13342BAB1 20,249,688.75 14,099,000 14,099,000 14,099,000 Canadian National Resource Ltd COM 136385101 4,540,135.60 108,460 108,460 108,460 Canon, Inc. Spon ADR 138006309 10,580,922.65 222,335 222,335 222,335 Capital One Financial Corp. COM 14040H105 153,365,033.88 2,968,164 2,968,164 2,930,577 37,587 Capstone Turbine Corp. COM 14067D102 4,899,828.06 3,202,502 3,202,502 3,202,502 CARBO Ceramics, Inc. COM 140781105 50,977,278.00 312,840 312,840 304,818 8,022 CardioNet, Inc. COM 14159L103 159,300.00 30,000 30,000 30,000 Cardtronics, Inc. COM 14161H108 38,490,876.90 1,641,402 1,641,402 1,379,267 262,135 CareFusion Corp. COM 14170T101 31,501,658.65 1,159,428 1,159,428 1,052,028 107,400 Caribou Coffee Co., Inc. COM 142042209 4,128,960.21 311,855 311,855 311,855 Carnival Corp. COM 143658300 156,592,852.56 4,161,383 4,161,334 4,109,733 51,601 Carpenter Technology Corp. COM 144285103 120,729,834.99 2,093,097 2,093,097 1,924,067 169,030 Carrizo Oil & Gas, Inc. COM 144577103 29,267,167.50 701,010 701,010 591,210 109,800 Catalyst Health Solution, Inc. COM 14888B103 22,933,088.80 410,840 410,840 361,601 49,239 Caterpillar, Inc. COM 149123101 132,746,464.44 1,246,914 1,246,874 1,241,003 5,871 CB Richard Ellis Group, Inc. COM 12497T101 13,744,937.79 547,389 547,389 547,389 CDI Corp. COM 125071100 4,170,401.97 313,800 313,800 266,600 47,200 Celadon Group, Inc. COM 150838100 5,667,759.97 406,000 406,000 344,900 61,100 Celanese Corp. COM 150870103 110,489,026.54 2,072,576 2,072,576 1,960,954 111,622 Celgene Corp. COM 151020104 205,956,969.86 3,414,406 3,391,806 3,060,391 354,015 Cenovus Energy, Inc. COM 15135U109 11,639,952.80 309,080 309,080 309,080 Centene Corp. COM 15135B101 83,714,577.98 2,356,166 2,356,166 2,039,304 316,862 Central Euro Distribution Co. CV 3% 03/15/2013 153435AA0 41,189,775.01 49,927,000 49,927,000 40,986,000 8,941,000 CenturyLink, Inc. COM 156700106 150,326,300.40 3,718,187 3,718,187 3,658,378 59,809 Cepheid, Inc. COM 15670R107 45,052,610.80 1,300,595 1,300,595 1,262,597 37,998

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Cerner Corp. COM 156782104 1,672,397.37 27,367 27,367 27,367 Ceva Inc. COM 157210105 4,469,334.89 146,728 146,728 146,728 CF Industries, Inc. COM 125269100 11,075,760.60 78,180 78,180 75,593 2,587 Charles River Laboratories COM 159864107 37,685,070.34 927,062 927,062 878,962 48,100 Charles Schwab & Co., Inc. COM 808513105 53,676,596.78 3,263,015 3,225,115 2,814,018 448,997 Charming Shoppes, Inc. CV 1.125% 05/01/2014 161133AE3 12,310,100.00 13,640,000 13,640,000 6,765,000 6,875,000 Charter Communications, Inc. Class A 16117M305 16,680,609.20 307,420 307,420 307,420 Chart Industries, Inc. COM 16115Q308 58,265,472.20 1,079,390 1,079,390 1,050,861 28,529 Cheesecake Factory, Inc. (The) COM 163072101 55,868,401.50 1,780,950 1,780,950 1,562,050 218,900 Chemtura Corp. COM 163893209 17,987,060.00 988,300 988,300 831,000 157,300 Chesapeake Energy Corp. CV 2.25% 12/15/2038 165167CB1 4,302,922.50 4,722,000 4,722,000 4,722,000 Chesapeake Energy Corp. CV 2.5% 05/15/2037 165167BZ9 766,687.50 725,000 725,000 425,000 300,000 Chesapeake Energy Corp. CV 2.75% 11/15/2035 165167BW6 18,495,644.99 16,644,000 16,644,000 7,944,000 8,700,000 Chesapeake Utilities Corp. COM 165303108 4,979,732.00 124,400 124,400 105,600 18,800 Chevron Corp. COM 166764100 598,502,821.26 5,819,747 5,795,377 5,498,300 321,381 Chicago Bridge & Iron Co. NV COM 167250109 175,006,276.40 4,498,876 4,498,876 4,006,576 492,300 Children's Place Retail Stores COM 168905107 58,655,082.12 1,318,388 1,318,388 1,156,438 161,950 Chipotle Mexican Grill, Inc. COM 169656105 5,356,650.39 17,381 17,381 17,381 Cia de Saneamento Basico Spon ADR 20441A102 17,327,750.31 290,393 290,393 272,993 17,400 Ciena Corp. COM 171779309 5,241,828.96 285,192 285,192 285,192 Ciena Corp. CV .875% 06/15/2017 171779AE1 4,635,056.25 5,445,000 5,445,000 545,000 4,900,000 CIGNA Corp. COM 125509109 84,201,350.29 1,637,203 1,613,856 1,396,105 241,051 Cisco Systems, Inc. COM 17275R102 3,284,905.96 210,436 210,436 189,647 20,789 CIT Group, Inc. COM 125581801 18,429,067.32 416,382 416,382 409,333 7,049 Citigroup, Inc. COM 172967424 169,348,172.72 4,066,959 4,052,600 3,882,329 184,551 Citigroup, Inc. CVPFD 7.5% 12/15/2012 172967416 86,037,132.15 716,081 716,081 615,331 100,750 Citrix Systems, Inc. COM 177376100 21,258,480.00 265,731 265,731 265,731 City National Bank COM 178566105 150,250,854.29 2,769,601 2,769,601 2,598,631 170,970 Clean Harbors, Inc. COM 184496107 34,876,301.25 337,785 337,785 332,109 5,676 Cleco Corp. COM 12561W105 29,313,171.38 841,124 841,124 755,524 85,600

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Cliffs Natural Resources, Inc. COM 18683K101 121,894,770.30 1,318,494 1,318,468 1,315,325 3,143 CMS Energy Corp. COM 125896100 34,779,569.33 1,766,357 1,766,357 1,735,857 30,500 Coach, Inc. COM 189754104 8,478,460.53 132,621 132,621 132,621 Coca-Cola Co. COM 191216100 135,362,919.13 2,011,635 1,999,635 1,836,292 175,343 Cognex Corp. COM 192422103 85,516,009.23 2,413,661 2,413,661 2,212,881 200,780 Cognizant Tech Solutions Corp. COM 192446102 999,624.20 13,630 13,630 13,630 Coherent, Inc. COM 192479103 67,201,245.44 1,215,872 1,215,872 1,066,059 149,813 Colgate-Palmolive Co. COM 194162103 182,533,582.85 2,088,246 2,077,575 1,938,512 149,716 Columbia Banking System, Inc. COM 197236102 60,448,381.98 3,510,359 3,510,359 3,049,279 461,080 Columbus McKinnon Corp. COM 199333105 7,640,183.98 425,400 425,400 361,300 64,100 Comcast Corp. COM 20030N101 219,525,437.32 8,663,198 8,584,763 7,790,259 872,831 Comerica, Inc. COM 200340107 84,146,975.28 2,434,104 2,434,104 2,326,879 107,225 Commerce Bancshares, Inc. COM 200525103 94,104,210.08 2,188,470 2,188,470 2,061,430 127,040 Commercial Metals Co. COM 201723103 46,332,548.15 3,228,749 3,228,749 2,831,329 397,420 Commercial Vehicle Group, Inc. COM 202608105 9,433,909.32 664,828 664,828 564,928 99,900 CommVault Systems, Inc. COM 204166102 11,437,073.90 257,302 257,302 249,678 7,624 Compass Minerals Int'l, Inc. COM 20451N101 54,994,340.43 638,949 638,949 559,229 79,720 Complete Production Services COM 20453E109 81,211,984.32 2,434,412 2,434,412 2,108,412 326,000 comScore, Inc. COM 20564W105 4,774,146.99 184,330 184,330 184,330 Concho Resources, Inc. COM 20605P101 7,182,853.70 78,202 78,202 78,202 Concur Technologies, Inc. COM 206708109 7,210,931.19 144,017 144,017 139,846 4,171 ConocoPhillips Co. COM 20825C104 120,049,105.90 1,596,610 1,596,610 1,596,610 Consol Energy, Inc. COM 20854P109 53,935,890.72 1,112,539 1,106,739 1,026,775 85,764 Constant Contact, Inc. COM 210313102 14,461,067.18 569,782 569,782 556,748 13,034 Continental Resources, Inc. COM 212015101 34,660,901.44 533,984 533,984 520,843 13,141 Continucare Corp. COM 212172100 9,873,254.52 1,597,614 1,597,614 1,357,800 239,814 Convio, Inc. COM 21257W105 5,991,561.41 554,261 554,261 554,261 Cooper Cos., Inc. COM 216648402 117,776,868.49 1,486,331 1,486,331 1,333,013 153,318 Cooper Industries plc COM G24140108 15,081,115.14 252,742 252,742 252,742 Core Laboratories L.P. CV 0.25% 10/31/2011 21868FAB9 10,131,187.50 4,150,000 4,150,000 800,000 3,350,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Cornerstone OnDemand, Inc. COM 21925Y103 17,375,083.58 984,424 984,424 960,537 23,887 Corning, Inc. COM 219350105 68,281,425.30 3,762,062 3,761,955 3,705,361 56,594 Corvel Corp. COM 221006109 2,069,509.40 44,126 44,126 37,426 6,700 Costar Group, Inc. COM 22160N109 27,635,980.32 466,194 466,194 452,506 13,688 Costco Wholesale Corp. COM 22160K105 1,489,860.36 18,339 18,339 18,339 Coventry Healthcare, Inc. COM 222862104 81,649,327.76 2,238,808 2,238,808 2,086,208 152,600 Covidien plc COM G2554F113 65,102,232.90 1,223,037 1,211,152 1,084,956 138,039 CPI Aerostructures, Inc. COM 125919308 3,241,214.01 237,800 237,800 201,700 36,100 Cracker Barrel Old Country COM 22410J106 53,836,904.55 1,091,805 1,091,805 957,405 134,400 Crane Co. COM 224399105 40,434,871.15 818,354 818,354 737,754 80,600 Credit Suisse Group AG Spon ADR 225401108 7,127,978.50 182,675 182,675 182,675 Crocs, Inc. COM 227046109 13,665,061.50 530,682 530,682 517,239 13,443 CSX Corp. COM 126408103 21,244,964.76 810,258 810,258 810,258 CSX Corp. CV 0% 10/30/2021 126408GA5 3,172,562.50 1,150,000 1,150,000 1,150,000 CTS Corp. COM 126501105 8,588,168.72 888,125 888,125 754,225 133,900 Cubist Pharmaceuticals, Inc. COM 229678107 39,827,649.69 1,106,631 1,106,631 1,074,278 32,353 Cullen/Frost Bankers, Inc. COM 229899109 115,256,780.37 2,027,384 2,027,384 1,938,389 88,995 Cummins, Inc. COM 231021106 11,113,377.14 107,386 107,386 107,386 CVB Financial Corp. COM 126600105 56,044,112.75 6,058,823 6,058,823 5,307,853 750,970 CVS Caremark Corp. COM 126650100 252,498,930.20 6,718,971 6,690,771 6,268,114 450,857 Cyberonics, Inc. COM 23251P102 2,237,984.44 80,071 80,071 80,071 Cypress Semiconductor Corp. COM 232806109 39,420,962.97 1,864,757 1,864,757 1,726,857 137,900 Danaher Corp. COM 235851102 15,757,159.39 297,361 297,361 297,361 Danaher Corp. CV 0% 1/22/2021 235851AF9 32,201,081.25 20,859,000 20,859,000 17,284,000 3,575,000 Darden Restaurants, Inc. COM 237194105 37,221,723.99 748,025 748,025 671,708 76,317 Darling International, Inc. COM 237266101 18,415,080.00 1,040,400 1,040,400 874,900 165,500 Deckers Outdoor Corp. COM 243537107 56,504,174.22 641,073 641,073 580,204 60,869 Dell, Inc. COM 24702R101 72,017,850.69 4,320,207 4,320,207 4,219,146 101,061 Delta Air Lines 2010-2 COM 247361702 46,600,757.07 5,081,871 5,037,560 4,590,405 491,305 Denbury Resources, Inc. COM 247916208 8,853,360.00 442,668 442,668 442,668

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Dendreon Corp. COM 24823Q107 8,776,307.12 222,523 222,523 222,523 Dendreon Corp. CV 2.875% 01/15/2016 24823QAC1 10,711,893.75 9,705,000 9,705,000 3,800,000 5,905,000 Devon Energy Corp. COM 25179M103 167,743,853.80 2,128,459 2,118,539 1,966,444 161,995 DexCom, Inc. COM 252131107 32,841,585.01 2,266,500 2,266,500 2,212,969 53,531 DG FastChannel, Inc. COM 23326R109 28,079,005.00 876,100 876,100 736,800 139,300 Diageo plc Spon ADR 25243Q205 103,852,831.79 1,268,509 1,260,109 1,140,186 128,323 Diamond Foods Inc. COM 252603105 31,051,295.00 406,750 406,750 394,877 11,873 DiamondRock Hospitality Co. COM 252784301 12,531,792.33 1,167,921 1,167,921 1,045,821 122,100 Dick's Sporting Goods, Inc. COM 253393102 62,309,724.55 1,620,539 1,620,539 1,535,607 84,932 DigitalGlobe, Inc. COM 25389M877 889,350.00 35,000 35,000 35,000 Diodes, Inc. COM 254543101 56,775,330.00 2,175,300 2,175,300 1,908,000 267,300 Diodes, Inc. CV 2.25% 10/01/2026 254543AA9 3,452,900.00 3,440,000 3,440,000 410,000 3,030,000 Discovery Communications, Inc. COM 25470F104 24,322,785.28 593,818 593,818 586,718 7,100 Dole Food Co., Inc. COM 256603101 45,500,221.52 3,365,401 3,365,401 2,952,901 412,500 Dollar Financial Corp. COM 256664103 3,236,826.55 149,507 149,507 149,507 Dominion Resources, Inc. COM 25746U109 6,313,474.65 130,795 130,795 115,979 14,816 Donegal Group, Inc. COM 257701201 6,595,852.79 515,301 515,301 436,680 78,621 Dorman Products, Inc. COM 258278100 8,519,397.13 215,245 215,245 182,800 32,445 Dover Corp. COM 260003108 178,866,502.18 2,638,149 2,630,249 2,462,102 176,047 Dow Chemical Co. COM 260543103 269,338,176.00 7,481,616 7,449,910 7,097,924 383,588 DreamWorks Animation SKG, Inc. COM 26153C103 849,667.20 42,272 42,272 37,995 4,277 Drew Industries, Inc. COM 26168L205 8,716,272.01 352,600 352,600 299,500 53,100 Dr. Pepper Snapple Group, Inc. COM 26138E109 16,870,158.13 402,341 402,341 394,641 7,700 Duke Energy Corp. COM 26441C105 29,394,571.50 1,561,050 1,561,050 1,561,050 Duke Realty Corp. COM 264411505 15,021,718.14 1,072,214 1,072,214 961,514 110,700 Dynamic Materials Corp. COM 267888105 9,018,108.69 402,235 402,235 361,435 40,800 Eastman Chemical Co. COM 277432100 90,178,742.91 883,499 883,499 834,199 49,300 East West Bancorp, Inc. COM 27579R104 25,671,752.47 1,270,250 1,270,250 1,149,670 120,580 Eaton Corp. COM 278058102 286,693,445.86 5,572,273 5,551,082 5,259,977 312,241 Ebix, Inc. COM 278715206 16,541,115.00 868,300 868,300 730,200 138,100

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Echo Global Logistics, Inc. COM 27875T101 2,982,798.76 168,045 168,045 168,045 E.I. du Pont de Nemours & Co. COM 263534109 75,433,152.90 1,395,618 1,395,618 1,377,533 18,085 Electronic Arts, Inc. COM 285512109 4,763,518.40 201,844 201,844 201,844 Electronics for Imaging, Inc. COM 286082102 3,391,427.33 196,947 196,947 166,747 30,200 El Paso Corp. COM 28336L109 353,639,118.11 17,506,887 17,457,475 16,646,261 860,478 Elster Group SE Spon ADR 290348101 34,869,744.00 2,128,800 2,128,800 1,882,700 246,100 EMC Corp. COM 268648102 141,110,907.15 5,121,993 5,103,404 4,828,269 293,635 EMC Corp. CV 1.75% 12/01/2011 268648AK8 14,291,406.24 8,315,000 8,315,000 6,115,000 2,200,000 EMC Corp. CV 1.75% 12/01/2013 268648AM4 108,202,245.00 61,566,000 61,566,000 53,191,000 8,375,000 EMCOR Group, Inc. COM 29084Q100 119,733,401.74 4,085,070 4,085,070 3,580,970 504,100 Emerson Electric Co. COM 291011104 92,098,025.33 1,637,298 1,629,653 1,530,850 106,403 Encore Capital Group, Inc. COM 292554102 31,716,587.52 1,032,441 1,032,441 898,837 133,604 Endologix, Inc. COM 29266S106 56,299,893.57 6,053,752 6,053,752 5,908,044 145,708 EnerSys COM 29275Y102 46,679,302.58 1,356,168 1,356,168 1,211,568 144,600 EnerSys CV Step% 06/01/2038 29275YAA0 4,305,653.76 3,823,000 3,823,000 1,220,000 2,603,000 ENI S.p.A. Spon ADR 26874R108 8,429,664.00 177,280 177,280 177,280 EnPro Industries, Inc. COM 29355X107 22,455,227.46 467,136 467,136 423,845 43,291 Entertainment Properties Trust COM 29380T105 74,731,161.30 1,600,239 1,600,239 1,400,819 199,420 EOG Resources, Inc. COM 26875P101 43,132,207.05 412,551 412,551 402,862 9,689 ePocrates, Inc. COM 29429D103 17,936,200.77 972,679 972,679 951,461 21,218 EQT Corp. COM 26884L109 166,265,715.21 3,165,760 3,165,760 3,016,160 149,600 Equinix, Inc. CV 4.75% 06/15/2016 29444UAH9 7,456,050.00 5,260,000 5,260,000 2,835,000 2,425,000 ERP Operating L.P. CV 3.85% 08/15/2026 26884AAV5 9,197,944.50 8,985,000 8,985,000 5,910,000 3,075,000 Essex Rental Corp. COM 297187106 7,446,041.02 1,129,900 1,129,900 959,300 170,600 Estee Lauder Cos., Inc. COM 518439104 1,621,924.61 15,419 15,419 15,419 Expeditors Int'l of Washington COM 302130109 1,406,701.20 27,480 27,480 27,480 Exponent, Inc. COM 30214U102 6,763,150.88 155,439 155,439 133,039 22,400 Express Scripts, Inc. COM 302182100 176,500,349.27 3,269,736 3,247,236 2,917,422 352,314 Exterran Energy Corp. CV 4.75% 1/15/2014 410768AE5 10,244,000.00 10,400,000 10,400,000 10,400,000 Exxon Mobil Corp. COM 30231G102 655,456,348.53 8,054,268 8,021,921 7,490,591 563,625

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- F5 Networks, Inc. COM 315616102 5,297,843.25 48,053 48,053 48,053 Famous Dave's Of America, Inc. COM 307068106 3,090,087.03 308,700 308,700 239,400 69,300 FARO Technologies, Inc. COM 311642102 64,979,708.99 1,483,555 1,483,555 1,393,752 89,803 Ferro Corp. COM 315405100 63,645,509.76 4,735,529 4,735,529 4,153,879 581,650 Fifth Third Bank COM 316773100 93,267,971.25 7,315,135 7,315,135 7,213,958 101,177 Fifth Third Bank CVPFD 8.5% 12/31/2049 316773209 31,534,970.50 222,925 222,925 159,775 63,150 Financial Engines, Inc. COM 317485100 52,071,310.08 2,008,924 2,008,924 1,958,067 50,857 Finisar Corp. COM 31787A507 4,686,555.93 259,931 259,931 259,931 First Financial Bancorp COM 320209109 43,983,340.59 2,635,311 2,635,311 2,312,391 322,920 First PacTrust Bancorp, Inc. COM 33589V101 10,653,134.07 716,900 716,900 635,900 81,000 Fiserv, Inc. COM 337738108 82,923,998.90 1,324,030 1,324,030 1,261,430 62,600 Five Star Quality Care, Inc. CV 3.75% 10/15/2026 33832DAB2 11,908,250.00 12,535,000 12,535,000 10,610,000 1,925,000 FleetCor Technologies, Inc. COM 339041105 73,374,116.41 2,475,510 2,475,510 2,159,737 315,773 FLIR Systems, Inc. COM 302445101 20,067,563.00 595,300 595,300 584,200 11,100 Flowserve Corp. COM 34354P105 9,507,133.35 86,515 86,515 86,515 Fluidigm Corp. COM 34385P108 276,705.00 16,500 16,500 16,500 Fluor Corp. COM 343412102 1,231,320.38 19,043 19,043 19,043 Fluor Corp. CV 1.5% 2/15/2024 343412AA0 11,032,065.00 4,692,000 4,692,000 2,677,000 2,015,000 Ford Motor Co. COM 345370860 262,397,843.77 19,028,125 18,948,097 17,777,238 1,250,780 Ford Motor Co. CV 4.25% 11/15/2016 345370CN8 72,436,718.74 42,145,000 42,145,000 33,800,000 8,345,000 Forest Oil Corp. COM 346091705 112,493,064.71 4,211,646 4,211,646 3,961,026 250,620 FormFactor, Inc. COM 346375108 5,195,003.99 573,400 573,400 486,700 86,700 Fortinet, Inc. COM 34959E109 62,802,749.90 2,301,310 2,301,310 2,250,073 51,237 Fortune Brands, Inc. COM 349631101 197,105,800.30 3,090,886 3,090,886 2,904,478 186,408 Fossil, Inc. COM 349882100 38,090,424.96 323,568 323,568 314,116 9,452 Franklin Resources, Inc. COM 354613101 12,007,389.53 91,457 91,457 89,036 2,421 Freeport-McMoRan, Inc. COM 35671D857 101,419,668.40 1,917,196 1,917,196 1,885,121 32,075 Fresenius Medical Care AG Co. Spon ADR 358029106 9,858,308.40 131,972 131,972 131,972 FTI Consulting, Inc. COM 302941109 32,194,745.80 848,570 848,570 744,770 103,800 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 5,720,080.00 4,504,000 4,504,000 4,504,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------------------- Fusion-io, Inc. COM 36112J107 15,028,450.50 499,450 499,450 484,852 14,598 Gafisa S.A. Spon ADR 362607301 5,768,953.96 609,826 609,826 609,826 Garmin Ltd. COM H2906T109 9,007,281.00 272,700 272,700 268,000 4,700 GATX Corp. COM 361448103 68,283,687.68 1,839,539 1,839,539 1,613,588 225,951 Gaylord Entertainment Co. COM 367905106 58,198,260.00 1,939,942 1,939,942 1,722,036 217,906 General Cable Corp. COM 369300108 64,078,514.26 1,504,897 1,504,897 1,400,997 103,900 General Electric Co. COM 369604103 225,759,310.61 11,970,271 11,970,068 11,834,120 135,948 General Mills, Inc. COM 370334104 16,458,311.80 442,190 442,190 442,190 General Motors Co. COM 37045V100 48,986,436.84 1,613,519 1,613,519 1,591,269 22,250 General Motors Co. CVPFD 4.75% 12/01/2013 37045V209 49,638,619.38 1,018,437 1,018,437 741,937 276,500 General Motors Co. Warrant - 07/10/2016 37045V118 4,201,333.60 196,324 196,324 196,324 General Motors Co. Warrant - 07/10/2019 37045V126 3,127,441.32 196,324 196,324 196,324 Genesco, Inc. COM 371532102 75,550,210.00 1,450,100 1,450,100 1,271,000 179,100 Genesee & Wyoming, Inc. COM 371559105 100,470,726.72 1,713,348 1,713,348 1,567,291 146,057 Genomic Health, Inc. COM 37244C101 14,455,370.49 517,928 517,928 508,417 9,511 Gentex Corp. COM 371901109 34,550,804.13 1,142,931 1,142,931 1,059,889 83,042 Gentiva Health Services, Inc. COM 37247A102 41,434,327.78 1,989,166 1,989,166 1,743,256 245,910 Genuine Parts Co. COM 372460105 9,248,000.00 170,000 170,000 170,000 Gilead Sciences, Inc. COM 375558103 9,985,938.68 241,148 241,148 231,433 9,715 Gilead Sciences, Inc. CV 0.625% 05/01/2013 375558AH6 75,123,798.75 63,063,000 63,063,000 57,838,000 5,225,000 GlaxoSmithKline plc Spon ADR 37733W105 34,756,764.90 810,181 810,181 744,506 65,675 Global Geophysical Services COM 37946S107 7,609,962.79 427,526 427,526 427,526 Global Payments, Inc. COM 37940X102 38,444,718.09 753,818 753,818 682,118 71,700 Goldman Sachs Group, Inc. COM 38141G104 322,301,125.02 2,421,678 2,417,822 2,343,562 78,086 Goodrich (B.F.) Co. COM 382388106 86,306,310.55 903,731 896,731 800,247 103,484 Goodyear Tire & Rubber CVPFD 5.875% 04/01/2014 382550309 2,263,734.00 40,700 40,700 13,250 27,450 Google, Inc. COM 38259P508 31,602,669.42 62,409 62,409 56,483 5,926 Graham Packaging Co., Inc. COM 384701108 12,905,376.64 511,712 511,712 430,512 81,200 Granite Construction, Inc. COM 387328107 34,641,192.41 1,412,197 1,412,197 1,242,269 169,928 Green Dot Corp. COM 39304D102 4,296,465.18 126,441 126,441 122,676 3,765

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Green Mountain Coffee Roasters COM 393122106 14,211,977.20 159,220 159,220 159,220 Greif, Inc. COM 397624107 130,838,083.97 2,011,965 2,011,965 1,862,115 149,850 Guess, Inc. COM 401617105 90,378,780.36 2,148,806 2,148,806 2,017,606 131,200 GulfMark Offshore, Inc. COM 402629208 114,611,493.03 2,593,607 2,593,607 2,329,128 264,479 Haemonetics Corp. COM 405024100 52,959,580.69 822,737 822,737 721,637 101,100 Halliburton Co. COM 406216101 270,437,037.02 5,302,687 5,281,389 4,956,469 346,196 Hancock Holding Co. COM 410120109 51,915,819.34 1,675,785 1,675,785 1,576,485 99,300 Hanesbrands, Inc. COM 410345102 6,589,911.00 230,820 230,820 230,820 Hansen Natural Corp. COM 411310105 26,814,282.75 331,245 331,245 278,545 52,700 Harley-Davidson, Inc. COM 412822108 7,356,081.56 179,548 179,548 179,548 Harman Int'l Industries, Inc. COM 413086109 24,226,925.96 531,642 531,642 510,953 20,689 Harsco Corp. COM 415864107 64,825,100.00 1,988,500 1,988,500 1,745,100 243,400 Hartford Financial Group, Inc. CVPFD 7.25% 04/01/2013 416515708 27,525,093.20 1,056,220 1,056,220 893,220 163,000 Haynes International, Inc. COM 420877201 805,090.00 13,000 13,000 13,000 HCA Holdings, Inc. COM 40412C101 129,994,326.02 3,939,222 3,923,622 3,634,671 304,551 HCC Insurance Holdings, Inc. COM 404132102 36,785,290.50 1,167,787 1,167,787 1,054,587 113,200 Health Care REIT, Inc. CV 3% 12/01/2029 42217KAR7 6,073,866.25 5,393,000 5,393,000 4,793,000 600,000 Health Care REIT, Inc. CV 4.75% 07/15/2027 42217KAQ9 14,615,750.00 12,920,000 12,920,000 8,640,000 4,280,000 HealthSouth Corp. COM 421924309 21,228,611.25 808,709 808,709 794,109 14,600 HealthSpring, Inc. COM 42224N101 137,067,139.32 2,972,612 2,972,612 2,678,844 293,768 Healthways Inc. COM 422245100 17,911,382.94 1,179,933 1,179,933 993,033 186,900 Heartland Express, Inc. COM 422347104 102,704,970.72 6,201,991 6,201,991 5,484,359 717,632 HeartWare International, Inc. CV 3.5% 12/15/2017 422368AA8 5,229,968.75 4,975,000 4,975,000 1,555,000 3,420,000 H&E Equipment Services, Inc. COM 404030108 7,634,342.96 545,700 545,700 463,400 82,300 HEICO Corp. COM 422806109 41,383,769.13 756,006 756,006 700,410 55,596 HEICO Corp. Class A 422806208 11,221,385.29 282,228 282,228 237,292 44,936 Helix Energy Solutions, Inc. COM 42330P107 41,896,468.78 2,529,980 2,529,980 2,248,280 281,700 Helmerich & Payne, Inc. COM 423452101 17,245,881.24 260,827 260,827 256,627 4,200 Herman Miller, Inc. COM 600544100 22,440,794.06 824,423 824,423 692,823 131,600 Hertz Global Holdings, Inc. COM 42805T105 285,169,117.64 17,957,753 17,867,906 16,972,002 985,426

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Hertz Global Holdings, Inc. CV 5.25% 06/01/2014 42805TAA3 21,903,770.00 10,724,000 10,724,000 8,929,000 1,795,000 Hess Corp. COM 42809H107 209,588,762.88 2,803,488 2,793,882 2,674,003 129,460 Hewlett-Packard Co. COM 428236103 30,981,896.40 851,151 851,128 834,623 16,505 Hexcel Corp. COM 428291108 164,877,340.65 7,532,085 7,532,085 6,817,965 714,120 Hibbett Sports Inc. COM 428567101 7,476,187.93 183,645 183,645 183,645 Higher One Holdings, Inc. COM 42983D104 26,448,230.16 1,397,898 1,397,898 1,357,028 40,870 hiSoft Technology Intl Ltd. Spon ADR 43358R108 8,488,210.00 579,400 579,400 487,200 92,200 Hitachi, Ltd. Spon ADR 433578507 9,062,649.60 152,160 152,160 152,160 H.J. Heinz Co. COM 423074103 5,727,600.00 107,500 107,500 107,500 Home Bancshares, Inc. COM 436893200 15,534,174.95 657,114 657,114 552,564 104,550 Home Depot USA, Inc. COM 437076102 58,898,718.36 1,626,138 1,626,138 1,583,687 42,451 Honda Motor Co., Ltd. Spon ADR 438128308 18,125,271.45 469,445 469,445 469,445 Honeywell International, Inc. COM 438516106 69,652,665.35 1,168,865 1,168,865 1,145,433 23,432 Hospira, Inc. COM 441060100 8,958,342.62 158,107 158,107 158,107 Host Hotels & Resorts, Inc. COM 44107P104 109,853,187.38 6,481,014 6,481,014 6,271,227 209,787 Hovnanian Enterprises, Inc. CVPFD 7.25% 02/15/2014 44248W208 1,465,766.25 91,325 91,325 30,575 60,750 HSBC Holdings plc Spon ADR 404280406 27,098,127.06 546,113 546,113 512,613 33,500 HSN, Inc. COM 404303109 68,881,412.99 2,092,388 2,070,118 1,857,169 235,119 HUB Group, Inc. Class A 443320106 44,532,046.16 1,182,476 1,182,476 1,037,177 145,299 Humana, Inc. COM 444859102 139,536,999.75 1,732,518 1,726,418 1,615,552 116,966 Human Genome Sciences, Inc. COM 444903108 68,853,890.26 2,805,782 2,805,782 2,743,486 62,296 Human Genome Sciences, Inc. CV 2.25% 08/15/2012 444903AM0 22,446,040.00 15,374,000 15,374,000 15,374,000 Human Genome Sciences, Inc. CV 2.25% 10/15/2011 444903AK4 43,773,900.00 27,705,000 27,705,000 22,610,000 5,095,000 Huntington Bancshares, Inc. COM 446150104 27,280,842.41 4,158,665 4,158,665 3,884,766 273,899 Huntsman Corp. COM 447011107 28,201,145.70 1,496,082 1,496,082 1,476,782 19,300 Hyatt Hotels Corp. COM 448579102 62,176,983.13 1,523,199 1,517,054 1,415,633 107,521 IAMGOLD Corp. COM 450913108 61,230,670.20 3,263,895 3,263,895 3,181,495 82,400 IBERIABANK Corp. COM 450828108 87,127,586.48 1,511,582 1,511,582 1,308,220 203,362 ICU Medical, Inc. COM 44930G107 10,487,999.96 240,000 240,000 203,800 36,200 IDEX Corp. COM 45167R104 25,511,444.35 556,411 556,411 467,911 88,500

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- II-VI, Inc. COM 902104108 31,008,716.80 1,211,278 1,211,278 1,062,984 148,294 Illumina, Inc. CV .625% 02/15/2014 452327AB5 3,369,975.00 980,000 980,000 380,000 600,000 IMAX Corp. COM 45245E109 32,707,471.08 1,008,556 1,008,556 979,069 29,487 IMPAX Laboratories, Inc. COM 45256B101 11,175,851.31 512,889 512,889 497,909 14,980 Imperial Oil Ltd. COM 453038408 80,999,650.18 1,738,563 1,725,863 1,544,839 193,724 Incyte Corp. COM 45337C102 23,554,825.70 1,243,655 1,243,655 1,207,174 36,481 Incyte Corp. CV 4.75% 10/01/2015 45337CAJ1 24,930,562.49 10,810,000 10,810,000 7,030,000 3,780,000 Informatica Corp. COM 45666Q102 46,243,488.62 791,434 791,434 745,334 46,100 Ingersoll-Rand Co., Ltd. CV 4.5% 04/15/2012 45687AAD4 34,807,612.50 13,630,000 13,630,000 10,055,000 3,575,000 Ingersoll-Rand plc COM G47791101 54,725,589.04 1,205,144 1,205,144 1,188,644 16,500 ING Groep NV Spon ADR 456837103 14,283,515.30 1,154,690 1,154,690 1,154,690 Ingles Markets, Inc. COM 457030104 10,923,215.15 660,013 660,013 660,013 Innospec, Inc. COM 45768S105 11,113,953.14 330,674 330,674 277,989 52,685 Inphi Corp. COM 45772F107 18,597,868.18 1,068,843 1,068,843 1,045,882 22,961 Insulet Corp. COM 45784P101 34,646,921.27 1,562,784 1,562,784 1,524,360 38,424 Integra LifeSciences Holdings COM 457985208 36,227,740.64 757,744 757,744 665,327 92,417 Intel Corp. COM 458140100 143,817,890.34 6,489,977 6,453,882 5,930,323 559,631 Intel Corp. CV 2.95% 12/15/2035 458140AD2 52,136,940.00 50,192,000 50,192,000 44,117,000 6,075,000 Intermune, Inc. COM 45884X103 13,066,679.70 364,482 364,482 353,850 10,632 Intermune, Inc. CV 5% 03/01/2015 45884XAD5 971,137.50 470,000 470,000 170,000 300,000 International Game Technology CV 3.25% 05/01/2014 459902AQ5 38,893,602.51 32,479,000 32,479,000 26,529,000 5,950,000 International Paper Co. COM 460146103 171,744,462.52 5,759,372 5,713,785 5,125,024 634,261 International Rectifier Corp. COM 460254105 8,207,041.31 293,423 293,423 265,323 28,100 Inter Parfums, Inc. COM 458334109 6,727,408.44 292,115 292,115 292,115 Interpublic Group of Co., Inc. COM 460690100 395,680,750.10 31,654,460 31,654,460 29,970,642 1,683,818 Interpublic Group of Co., Inc. CV 4.25% 03/15/2023 460690BA7 51,678,816.25 44,987,000 44,987,000 34,137,000 10,850,000 Int'l Business Machines Corp. COM 459200101 9,084,430.25 52,955 52,955 52,955 Intuit, Inc. COM 461202103 63,849,617.13 1,231,192 1,231,192 1,196,992 34,200 Intuitive Surgical, Inc. COM 46120E602 9,907,428.75 26,625 26,625 26,625 Invacare Corp. COM 461203101 70,881,825.22 2,135,638 2,135,638 1,869,988 265,650

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Invesco Ltd. COM G491BT108 118,417,946.41 5,060,596 5,035,496 4,651,868 408,728 Life Technologies Corp. CV 1.5% 2/15/2024 46185RAK6 27,350,662.50 23,835,000 23,835,000 21,340,000 2,495,000 Life Technologies Corp. CV 3.25% 6/15/2025 46185RAM2 12,524,350.00 11,705,000 11,705,000 8,280,000 3,425,000 ION Geophysical Corp. COM 462044108 23,085,323.14 2,440,309 2,440,309 2,368,962 71,347 IPC The Hopitalist Co., Inc. COM 44984A105 5,968,026.01 128,760 128,760 128,760 IPG Photonics Corp. COM 44980X109 61,621,797.71 847,501 847,501 826,079 21,422 iRobot Corp. COM 462726100 37,232,149.89 1,055,034 1,055,034 1,029,703 25,331 Itau Unibanco Banco S.A. Spon ADR 465562106 6,343,051.20 269,344 269,344 269,344 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 22,880,325.00 22,710,000 22,710,000 21,155,000 1,555,000 Jack Henry & Assoc., Inc. COM 426281101 32,484,324.50 1,082,450 1,082,450 943,200 139,250 Jacobs Engineering Group, Inc. COM 469814107 66,733,020.03 1,542,960 1,542,960 1,446,660 96,300 Janus Capital Group, Inc. CV 3.25% 07/15/2014 47102XAG0 9,469,950.00 8,708,000 8,708,000 8,708,000 J.B. Hunt Transport Services COM 445658107 820,072.35 17,415 17,415 17,415 J.C. Penney Co., Inc. COM 708160106 46,984,209.36 1,360,284 1,360,284 1,344,622 15,662 Jefferies Group, Inc. CV 3.875% 11/01/2029 472319AG7 22,556,220.00 22,444,000 22,444,000 22,444,000 Jiayuan.com International Ltd. Spon ADR 477374102 1,467,612.00 128,400 128,400 128,400 J & J Snack Foods Corp. COM 466032109 20,196,777.35 405,151 405,151 340,717 64,434 Johnson Controls, Inc. COM 478366107 1,743,429.34 41,849 41,849 41,849 Johnson & Johnson, Inc. COM 478160104 187,733,630.84 2,822,213 2,822,149 2,772,242 49,907 John Wiley & Sons, Inc. COM 968223206 58,066,668.46 1,116,452 1,116,452 991,252 125,200 Jones Lang LaSalle, Inc. COM 48020Q107 30,467,009.80 323,086 323,086 269,886 53,200 Jos. A. Bank Clothiers, Inc. COM 480838101 60,302,058.00 1,205,800 1,205,800 1,057,700 148,100 Joy Global, Inc. COM 481165108 43,039,146.48 451,902 451,902 451,902 JPMorgan Chase & Co. COM 46625H100 562,629,345.14 13,742,778 13,702,588 13,165,091 577,483 Juniper Networks, Inc. COM 48203R104 1,042,870.50 33,107 33,107 33,107 K12, Inc. COM 48273U102 37,541,687.94 1,132,821 1,132,821 1,104,007 28,814 Kadant, Inc. COM 48282T104 11,523,207.01 365,700 365,700 310,800 54,900 Kaman Corp. COM 483548103 11,607,202.80 327,240 327,240 275,140 52,100 Kansas City Southern COM 485170302 104,553,165.22 1,762,231 1,762,231 1,684,931 77,300 Kaydon Corp. COM 486587108 14,118,790.44 378,317 378,317 331,317 47,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- KBW, Inc. COM 482423100 12,670,914.30 677,589 677,589 591,789 85,800 Kellogg Co. COM 487836108 10,324,316.28 186,629 186,629 177,797 8,832 Kennametal, Inc. COM 489170100 138,836,372.23 3,289,182 3,289,182 3,047,282 241,900 KeyCorp COM 493267108 38,764,424.19 4,653,592 4,653,474 4,479,779 173,695 KeyCorp CVPFD 7.75% 12/31/2049 493267405 2,512,048.00 22,429 22,429 22,429 Key Energy Services, Inc. COM 492914106 113,779,980.00 6,321,110 6,321,110 5,600,760 720,350 KForce, Inc. COM 493732101 32,410,644.23 2,477,878 2,477,878 2,087,970 389,908 Kinetic Concepts, Inc. COM 49460W208 158,986,359.12 2,758,743 2,758,743 2,597,769 160,974 Kirby Corp. COM 497266106 92,620,144.60 1,634,377 1,634,377 1,441,257 193,120 KMG Chemicals, Inc. COM 482564101 8,181,074.06 485,812 485,812 412,809 73,003 Knight Transportation, Inc. COM 499064103 59,321,961.19 3,491,581 3,491,581 3,062,661 428,920 Kodiak Oil and Gas Corp. COM 50015Q100 31,966,746.30 5,540,164 5,540,164 5,400,644 139,520 Kohl's Corp. COM 500255104 20,956,990.56 419,056 419,056 419,056 Koninklijke Philips Electronics NV NY Reg Shares 500472303 6,001,929.60 233,720 233,720 233,720 Koppers Holdings, Inc. COM 50060P106 95,918,142.58 2,528,820 2,528,820 2,272,044 256,776 Korn/Ferry International, Inc. COM 500643200 51,988,648.05 2,364,195 2,364,195 2,070,895 293,300 Kraft Foods, Inc. COM 50075N104 25,752,742.47 730,989 730,989 730,989 Kraton Performance Polymers COM 50077C106 38,676,458.00 987,400 987,400 830,721 156,679 Kroger Co. COM 501044101 22,782,722.10 918,658 904,101 802,910 115,723 Kronos Worldwide, Inc. COM 50105F105 11,406,977.90 362,702 362,702 305,102 57,600 L-3 Communications Hldgs, Inc. CV 3% 8/1/2035 502413AW7 409,500.00 400,000 400,000 400,000 Laboratory Corp. of America CV 0% 09/11/2021 50540RAG7 10,009,466.25 7,707,000 7,707,000 4,432,000 3,275,000 Lam Research Corp. COM 512807108 14,956,145.64 337,763 337,763 303,996 33,767 Lasalle Hotel Properties COM 517942108 13,312,236.00 505,400 505,400 425,000 80,400 Lattice Semiconductor Corp. COM 518415104 8,091,320.00 1,241,000 1,241,000 1,055,100 185,900 Lazard Ltd. COM G54050102 226,513,753.23 6,105,492 6,105,492 5,901,577 203,915 L.B. Foster Co. COM 350060109 8,295,327.52 252,061 252,061 213,990 38,071 Lear Corp. COM 521865204 17,440,683.68 326,116 326,116 320,716 5,400 Legg Mason, Inc. COM 524901105 578,082.96 17,646 17,646 17,646 Legg Mason, Inc. CVPFD 7% 06/30/2011 524901303 3,740,022.00 128,700 128,700 128,700

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 28,635,000.00 33,200,000 33,200,000 33,200,000 Limited Brands, Inc. COM 532716107 10,392,112.20 270,276 270,276 270,276 LinkedIn Corp. COM 53578A108 2,249,457.21 24,969 24,969 24,969 Liquidity Services, Inc. COM 53635B107 9,423,317.65 399,124 399,124 399,124 Littelfuse, Inc. COM 537008104 80,467,069.44 1,370,352 1,370,352 1,201,838 168,514 LivePerson, Inc. COM 538146101 5,687,065.59 402,197 402,197 402,197 Lone Pine Resources, Inc. COM 54222A106 6,258,366.00 589,300 589,300 495,600 93,700 LPL Investment Holdings, Inc. COM 50213H100 137,765,722.52 4,027,060 4,027,060 3,806,260 220,800 LSB Industries, Inc. COM 502160104 9,657,000.00 225,000 225,000 191,000 34,000 Lululemon Athletics, Inc. COM 550021109 50,322,801.88 450,034 450,034 436,883 13,151 LyondellBasell Industries NV Class A N53745100 210,921,845.38 5,475,645 5,450,045 5,084,152 391,493 Macy's, Inc. COM 55616P104 81,235,094.32 2,778,218 2,778,218 2,697,179 81,039 Magnum Hunter Resources Corp. COM 55973B102 3,074,454.77 454,801 454,801 454,801 Maidenform Brands, Inc. COM 560305104 5,760,084.36 208,246 208,246 208,246 MAKO Surgical Corp. COM 560879108 4,395,164.27 147,836 147,836 147,836 Marathon Oil Corp. COM 565849106 34,757,958.30 659,794 659,746 652,033 7,713 Marcus Corp. (The) COM 566330106 3,239,246.93 327,859 327,859 278,459 49,400 MarketAxess Holdings, Inc. COM 57060D108 4,002,833.81 159,730 159,730 159,730 Marlin Business Services Corp. COM 571157106 7,428,712.49 587,250 587,250 498,950 88,300 Marriott International, Inc. COM 571903202 124,652,774.73 3,512,335 3,512,266 3,477,471 34,795 Marsh & McLennan Cos. COM 571748102 182,534,047.98 5,852,326 5,809,826 5,269,585 582,741 Marten Transport Ltd. COM 573075108 7,887,801.57 365,176 365,176 310,276 54,900 Masimo Corp. COM 574795100 39,287,742.48 1,323,711 1,323,711 1,174,193 149,518 Mastercard, Inc. COM 57636Q104 118,903,641.22 394,583 391,883 353,968 40,615 Materion Corp. COM 576690101 30,116,464.42 814,619 814,619 795,087 19,532 MAXIMUS, Inc. COM 577933104 75,934,805.99 917,863 917,863 804,688 113,175 MaxLinear, Inc. COM 57776J100 2,424,488.24 279,964 279,964 279,964 Maxwell Technologies, Inc. COM 577767106 22,464,709.73 1,387,567 1,387,567 1,356,819 30,748 McDermott International, Inc. COM 580037109 7,676,830.63 387,523 387,523 387,523 McDonald's Corp. COM 580135101 10,705,520.16 126,963 126,963 126,963

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- McGrath RentCorp. COM 580589109 7,814,663.98 278,300 278,300 236,500 41,800 McKesson Corp. COM 58155Q103 262,626,870.80 3,139,592 3,132,769 3,006,733 132,836 Medco Health Solutions, Inc. COM 58405U102 10,213,050.96 180,698 180,698 161,763 18,935 Medicis Pharmaceutical Corp. COM 584690309 42,083,951.80 1,102,540 1,102,540 1,070,285 32,255 Medifast, Inc. COM 58470H101 9,368,603.98 394,800 394,800 330,800 64,000 MEDNAX, Inc. COM 58502B106 18,487,859.00 256,100 256,100 215,500 40,600 Medtronic, Inc. COM 585055106 770,600.00 20,000 20,000 20,000 Medtronic, Inc. CV 1.625% 04/15/2013 585055AM8 47,932,875.00 46,650,000 46,650,000 32,050,000 14,600,000 Men's Wearhouse, Inc. COM 587118100 28,902,467.99 857,640 857,640 770,040 87,600 Merck & Co., Inc. COM 58933Y105 253,698,186.61 7,188,954 7,167,168 6,878,109 310,759 Mercury Computer Systems, Inc. COM 589378108 6,113,964.05 327,300 327,300 278,000 49,300 Meredith Corp. COM 589433101 16,030,206.72 514,944 514,944 466,044 48,900 Merit Medical Systems, Inc. COM 589889104 15,419,661.96 858,078 858,078 774,703 83,375 Meritor, Inc. CV Step% 03/01/2026 043353AF8 48,202,112.50 43,970,000 43,970,000 37,345,000 6,625,000 Metalico, Inc. COM 591176102 3,246,209.49 550,205 550,205 466,935 83,270 Methode Electronics, Inc. COM 591520200 8,083,996.58 696,296 696,296 593,696 102,600 MetLife, Inc. COM 59156R108 123,346,910.02 2,811,646 2,797,922 2,662,537 149,074 MetLife, Inc. CVPFD 5% 09/11/2013 59156R116 102,379,873.46 1,242,022 1,242,022 1,076,322 165,700 MF Global Hldgs Ltd. CV 9% 06/20/2038 55276YAB2 3,970,225.00 3,430,000 3,430,000 1,580,000 1,850,000 MF Global Hldgs Ltd. CV 1.875% 02/01/2016 55277JAA6 7,063,412.50 7,090,000 7,090,000 3,740,000 3,350,000 MGIC Investment Corp. COM 552848103 17,219,222.65 2,893,987 2,893,987 2,536,965 357,022 MGM Resorts International CV 4.25% 04/15/2015 55303QAE0 6,320,125.00 5,825,000 5,825,000 2,025,000 3,800,000 MGM Resorts International COM 552953101 23,173,972.75 1,754,275 1,754,275 1,642,459 111,816 Michael Baker Corp. COM 057149106 853,818.21 40,427 40,427 34,227 6,200 Micron Technology, Inc. COM 595112103 55,360,684.28 7,401,161 7,401,161 7,234,823 166,338 Microsoft Corp. COM 594918104 149,840,730.00 5,763,105 5,763,040 5,666,206 96,834 Middleby Corp. COM 596278101 55,835,873.84 593,746 593,746 531,270 62,476 MidSouth Bancorp, Inc. COM 598039105 6,909,769.44 506,953 506,953 428,553 78,400 Mobile Mini, Inc. COM 60740F105 9,768,589.99 461,000 461,000 391,700 69,300 Modine Manufacturing Co. COM 607828100 7,097,865.99 461,800 461,800 392,400 69,400

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Mohawk Industries, Inc. COM 608190104 28,413,003.85 473,629 473,629 430,129 43,500 Molson Coors Brewing Co. CV 2.5% 07/30/2013 60871RAA8 51,585,975.00 46,790,000 46,790,000 38,960,000 7,830,000 Molycorp, Inc. CV 5.5% 03/01/2014 608753208 534,160.70 4,610 4,610 4,610 Monsanto Co. COM 61166W101 92,049,995.70 1,268,955 1,268,955 1,243,788 25,167 Monster Worldwide, Inc. COM 611742107 26,144,614.68 1,783,398 1,783,398 1,644,212 139,186 Moody's Corp. COM 615369105 10,905,359.40 284,364 284,364 284,364 Moog, Inc. COM 615394202 78,812,935.68 1,810,959 1,810,959 1,589,414 221,545 Morgan Stanley COM 617446448 120,572,564.64 5,240,007 5,239,906 5,170,922 68,984 Mosaic Co. COM 61945C103 54,894,555.43 810,491 801,762 707,955 102,507 M&T Bank Corp. COM 55261F104 84,533,802.13 961,158 953,121 837,820 123,326 Multi-Color Corp. COM 625383104 16,420,257.24 665,057 665,057 572,657 92,400 Murphy Oil Corp. COM 626717102 20,802,007.24 316,814 316,814 311,014 5,800 MWI Veterinary Supply, Inc. COM 55402X105 3,108,514.23 38,486 38,486 38,486 Mylan Laboratories, Inc. COM 628530107 125,341,115.70 5,080,710 5,080,710 4,945,782 134,928 Mylan Laboratories, Inc. CV 3.75% 09/15/2015 628530AJ6 19,245,313.75 9,763,000 9,763,000 7,963,000 1,800,000 MYR Group, Inc. COM 55405W104 40,504,417.20 1,730,958 1,730,958 1,655,998 74,960 Nabors Industeries Ltd. COM G6359F103 10,520,688.64 426,976 426,976 426,976 NASDAQ OMX Group, Inc. CV 2.5% 08/15/2013 631103AA6 8,830,597.50 8,754,000 8,754,000 8,754,000 Nash Finch CV Step% 03/15/2035 631158AD4 7,226,615.00 15,458,000 15,458,000 8,008,000 7,450,000 National Grid plc Spon ADR 636274300 14,180,626.69 286,883 286,883 286,883 National Instruments Corp. COM 636518102 8,939,124.58 301,082 301,082 253,311 47,771 National Oilwell Varco, Inc. COM 637071101 1,641,549.69 20,989 20,989 20,989 Navigators Group, Inc. (The) COM 638904102 60,378,597.00 1,284,651 1,284,651 1,126,951 157,700 Neenah Paper, Inc. COM 640079109 7,386,288.04 347,100 347,100 294,700 52,400 Neogen Corp. COM 640491106 3,555,721.30 78,649 78,649 78,649 NeoPhotonics Corp. COM 64051T100 2,591,595.36 374,508 374,508 372,656 1,852 NetApp, Inc. COM 64110D104 9,854,131.56 186,702 186,702 186,702 NetApp, Inc. CV 1.75% 06/01/2013 64110DAB0 54,727,845.00 32,028,000 32,028,000 26,528,000 5,500,000 NetLogic Microsystems, Inc. COM 64118B100 58,660,212.14 1,451,267 1,451,267 1,343,678 107,589 NetQin Mobile, Inc. ADR 64118U108 1,569,909.00 285,438 285,438 285,438

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Netsuite, Inc. COM 64118Q107 61,462,699.20 1,567,926 1,567,926 1,522,204 45,722 Newell Rubbermaid, Inc. COM 651229106 7,964,876.08 504,745 504,745 458,841 45,904 Newmont Mining Corp. COM 651639106 4,184,671.89 77,537 77,537 69,797 7,740 Newmont Mining Corp. CV 1.25% 07/15/2014 651639AH9 43,901,927.50 33,577,000 33,577,000 32,752,000 825,000 Newmont Mining Corp. CV 1.625% 07/15/2017 651639AJ5 17,176,050.00 12,723,000 12,723,000 12,723,000 Newmont Mining Corp. CV 3% 02/15/2012 651639AK2 45,284,910.00 36,817,000 36,817,000 28,077,000 8,740,000 News Corp. COM 65248E104 86,921,514.00 4,910,820 4,910,820 4,910,820 NextEra Energy, Inc. COM 65339F101 192,407,690.39 3,348,550 3,328,233 3,044,223 304,310 NIC Inc. COM 62914B100 23,966,458.73 1,780,569 1,780,569 1,550,899 229,670 Nike, Inc. COM 654106103 848,151.48 9,426 9,426 9,426 Nippon Telegraph & Telephone Spon ADR 654624105 12,958,400.52 535,914 535,914 535,914 NJ Resources Corp. COM 646025106 37,496,712.56 840,545 840,545 737,395 103,150 Noah Holdings Ltd. Spon ADR 65487X102 3,776,448.94 335,983 335,983 330,152 5,831 Noranda Aluminum Holding Corp. COM 65542W107 15,086,131.88 996,442 996,442 837,942 158,500 Nordstrom, Inc. COM 655664100 1,677,166.20 35,730 35,730 35,730 Northeast Utility Service Co. COM 664397106 17,961,389.34 510,702 510,702 502,202 8,500 Northrim BanCorp, Inc. COM 666762109 2,909,997.90 153,400 153,400 130,244 23,156 Novartis AG Spon ADR 66987V109 15,697,692.36 256,876 256,876 256,876 Novo Nordisk A/S Spon ADR 670100205 1,317,820.32 10,519 10,519 10,519 NPS Pharmaceuticals, Inc. COM 62936P103 5,878,816.65 622,097 622,097 622,097 Nuance Communications, Inc. COM 67020Y100 59,675,199.42 2,779,469 2,779,469 2,593,569 185,900 Nuance Communications, Inc. CV 2.75% 08/15/2027 67020YAB6 32,346,370.00 24,598,000 24,598,000 18,873,000 5,725,000 Nucor Corp. COM 670346105 4,039,972.20 98,010 98,010 98,010 NuVasive, Inc. COM 670704105 176,338,432.03 5,363,091 5,363,091 4,875,191 487,900 NuVasive, Inc. CV 2.25% 03/15/2013 670704AB1 12,120,912.50 11,530,000 11,530,000 6,370,000 5,160,000 NV Energy, Inc. COM 67073Y106 35,662,424.71 2,323,285 2,323,285 2,106,085 217,200 NVIDIA Corp. COM 67066G104 6,656,591.40 417,734 417,734 417,734 NxStage Medical, Inc. COM 67072V103 6,503,356.02 312,361 312,361 307,810 4,551 Oasis Petroleum, Inc. COM 674215108 36,650,555.76 1,234,857 1,234,857 1,198,754 36,103 Occidental Petroleum Corp. COM 674599105 132,246,388.44 1,271,111 1,271,111 1,257,385 13,726

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Ocwen Financial Corp. COM 675746309 48,366,065.44 3,790,444 3,790,444 3,403,793 386,651 Old Republic Int'l Corp. CV 8% 05/15/2012 680223AF1 3,581,475.00 3,180,000 3,180,000 1,930,000 1,250,000 Olin Corp. COM 680665205 97,152,461.34 4,287,399 4,287,399 3,811,929 475,470 Omnicare, Inc. CV 3.75% 12/15/2025 681904AN8 16,727,681.25 12,495,000 12,495,000 9,465,000 3,030,000 Omnicom Group, Inc. CV 0% 07/01/2038 682134AA9 41,124,843.74 37,175,000 37,175,000 23,580,000 13,595,000 Omnicom Group, Inc. COM 681919106 387,670,036.28 8,049,627 8,040,075 7,793,111 256,463 Omnova Solutions, Inc. COM 682129101 6,238,944.01 896,400 896,400 761,200 135,200 ON Semiconductor Corp. CV 2.625% 12/15/2026 682189AG0 25,710,308.75 21,139,000 21,139,000 12,299,000 8,840,000 Onyx Pharmaceuticals, Inc. COM 683399109 43,625,646.20 1,235,854 1,235,854 1,209,823 26,031 Oplink Communications, Inc. COM 68375Q403 3,062,119.95 164,365 164,365 164,365 Oracle Corp. COM 68389X105 143,598,737.07 4,363,377 4,331,704 3,921,892 441,412 OraSure Technologies, Inc. COM 68554V108 355,991.02 41,734 41,734 41,734 O'Reilly Automotive Inc. COM 67103H107 9,627,284.09 146,959 146,959 146,959 Orient-Express Hotels Ltd. COM G67743107 54,550,681.50 5,074,482 5,074,482 4,449,232 625,250 ORIX Corp. Spon ADR 686330101 8,377,594.84 171,356 171,356 171,356 Oshkosh Corp. COM 688239201 2,894,000.00 100,000 100,000 100,000 Overhill Farms, Inc. COM 690212105 14,139,596.29 2,547,675 2,547,675 2,170,261 377,414 Owens Illinois, Inc. COM 690768403 26,258,061.60 1,017,360 1,017,360 1,017,360 Paccar, Inc. COM 693718108 12,552,302.10 245,690 245,690 221,154 24,536 Pacific Biosciences of CA COM 69404D108 9,454,781.70 808,101 808,101 789,691 18,410 Pacific Gas & Electric Co. COM 69331C108 29,930,361.57 712,119 712,095 696,633 15,462 PacWest Bancorp COM 695263103 61,338,937.77 2,981,961 2,981,961 2,586,211 395,750 Pall Corp. COM 696429307 121,106,768.25 2,153,775 2,153,775 2,111,475 42,300 Palomar Medical Technologies COM 697529303 3,362,703.39 298,112 298,112 298,112 Pantry, Inc. COM 698657103 9,107,513.01 484,700 484,700 411,600 73,100 PAREXEL International Corp. COM 699462107 49,570,240.00 2,104,000 2,104,000 1,845,300 258,700 Parker Hannifin Corp. COM 701094104 117,542,977.61 1,309,817 1,309,817 1,287,068 22,749 Par Pharmaceutical Cos., Inc. COM 69888P106 83,641,369.52 2,536,124 2,536,124 2,278,624 257,500 PartnerRe Ltd. COM G6852T105 29,259,804.15 424,979 424,979 417,279 7,700 Patterson Cos., Inc. COM 703395103 12,684,883.64 385,676 385,676 379,176 6,500

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Peabody Energy Corp. COM 704549104 1,213,310.36 20,596 20,596 20,596 Pearson plc Spon ADR 705015105 14,263,944.39 750,339 750,339 750,339 Pebblebrook Hotel Trust COM 70509V100 93,888,305.19 4,650,238 4,650,238 4,071,138 579,100 Peet's Coffee & Tea, Inc. COM 705560100 18,017,748.21 312,266 312,266 305,762 6,504 Penn Virginia Corp. CV 4.5% 11/15/2012 707882AA4 145,270.00 146,000 146,000 146,000 Penske Auto Group COM 70959W103 100,332,950.49 4,412,179 4,412,179 4,017,279 394,900 People United Financial, Inc. COM 712704105 50,689,887.36 3,771,569 3,771,569 3,308,395 463,174 PepsiCo, Inc. COM 713448108 162,058,162.26 2,300,982 2,289,064 2,131,328 169,636 Pericom Semiconductor Corp. COM 713831105 6,970,151.48 779,659 779,659 662,474 117,185 PerkinElmer, Inc. COM 714046109 58,448,143.21 2,171,986 2,171,986 1,907,725 264,261 Petrohawk Energy Corp. COM 716495106 2,912,145.48 118,044 118,044 105,085 12,959 Petroleo Brasileiro S.A. Spon ADR 71654V101 12,796,720.04 417,103 417,103 417,103 PetSmart, Inc. COM 716768106 29,875,464.45 658,485 658,485 647,685 10,800 Pfizer, Inc. COM 717081103 332,900,220.63 16,160,205 16,159,940 15,982,858 177,082 Philip Morris Int'l, Inc. COM 718172109 40,811,626.79 611,227 611,211 608,915 2,296 Phillips-Van Heusen Corp. COM 718592108 55,848,332.37 853,037 853,037 779,737 73,300 Pier 1 Imports, Inc. COM 720279108 62,163,099.31 5,372,783 5,372,783 5,193,782 179,001 Pioneer Natural Resources Co. COM 723787107 786,962.02 8,786 8,786 8,786 Piper Jaffray Cos. COM 724078100 40,627,862.00 1,410,200 1,410,200 1,228,900 181,300 Plexus Corp. COM 729132100 108,220,878.61 3,108,902 3,108,902 2,744,613 364,289 Plum Creek Timber Co., Inc. COM 729251108 4,864,800.00 120,000 120,000 120,000 PMC-Sierra, Inc. COM 69344F106 63,629,180.80 8,405,440 8,405,440 7,339,340 1,066,100 PMC-Sierra, Inc. CV 2.25% 10/15/2025 69344FAD8 3,025,206.25 2,785,000 2,785,000 1,010,000 1,775,000 PMI Group, Inc. CV 4.5% 04/15/2020 69344MAK7 1,527,718.75 2,945,000 2,945,000 970,000 1,975,000 PNC Financial Services Group COM 693475105 323,774,129.21 5,431,541 5,411,332 5,103,965 327,537 PolyOne Corp. COM 73179P106 30,294,962.88 1,958,304 1,958,304 1,671,900 286,404 Polypore International, Inc. COM 73179V103 43,435,306.24 640,261 640,261 621,550 18,711 Portfolio Recovery Associates COM 73640Q105 57,819,233.69 681,911 681,911 625,748 56,163 Potash Corp. - Saskatchewan COM 73755L107 109,904,873.06 1,928,494 1,928,494 1,918,245 10,249 Powell Industries, Inc. COM 739128106 7,073,700.00 193,800 193,800 164,900 28,900

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Power Integrations, Inc. COM 739276103 10,198,860.84 265,388 265,388 223,115 42,273 PPL Corp. COM 69351T106 41,501,097.88 1,491,236 1,491,209 1,466,318 24,891 PPL Corp. CVPFD 8.75% 05/01/2014 69351T114 14,162,661.75 257,925 257,925 154,425 103,500 PPL Corp. CVPFD 9.5% 07/01/2013 69351T601 17,149,840.50 306,795 306,795 259,345 47,450 Praxair, Inc. COM 74005P104 888,256.05 8,195 8,195 8,195 Precision Castparts Corp. COM 740189105 17,534,731.05 106,497 106,497 96,933 9,564 Priceline.com, Inc. COM 741503403 1,024,371.93 2,001 2,001 2,001 Procter & Gamble Co. COM 742718109 180,504,726.50 2,839,464 2,839,404 2,784,790 54,614 Progress Energy, Inc. COM 743263105 31,142,598.69 648,669 648,641 634,468 14,173 Progress Software Corp. COM 743312100 24,334,670.67 1,008,482 1,008,482 848,082 160,400 ProLogis, Inc. CV 2.25% 04/01/2037 74340XAQ4 6,644,295.00 6,636,000 6,636,000 1,776,000 4,860,000 ProLogis, Inc. CV 3.25% 03/15/2015 74340XAT8 20,269,693.75 17,645,000 17,645,000 11,015,000 6,630,000 Prudential Financial, Inc. COM 744320102 129,407,939.24 2,035,036 2,034,985 2,005,703 29,282 Prudential plc Spon ADR 74435K204 13,537,433.88 585,276 585,276 585,276 PSS World Medical, Inc. COM 69366A100 21,377,232.00 763,200 763,200 641,800 121,400 QEP Resources, Inc. COM 74733V100 104,145,405.85 2,489,730 2,489,730 2,418,230 71,500 QLogic Corp. COM 747277101 4,139,200.00 260,000 260,000 260,000 Quaker Chemical Corp. COM 747316107 7,607,866.87 176,886 176,886 150,186 26,700 QUALCOMM, Inc. COM 747525103 58,810,474.62 1,035,578 1,031,278 907,024 128,554 Questar Corp. COM 748356102 13,032,789.00 735,900 735,900 723,900 12,000 Rackspace Hosting, Inc. COM 750086100 21,517,453.00 503,450 503,450 488,690 14,760 Radian Group, Inc. CV 3% 11/15/2017 750236AK7 12,268,462.50 17,010,000 17,010,000 14,680,000 2,330,000 Radiant Systems, Inc. COM 75025N102 9,181,181.87 439,291 439,291 373,091 66,200 Ralcorp Holdings, Inc. COM 751028101 9,791,851.71 113,096 113,096 102,096 11,000 Range Resources Corp. COM 75281A109 234,751,069.59 4,229,749 4,215,649 3,922,087 307,662 Rayonier Trs Holdings, Inc. CV 3.75% 10/15/2012 75508AAB2 16,008,450.00 13,015,000 13,015,000 9,415,000 3,600,000 Raytheon Co. COM 755111507 13,200,280.00 264,800 264,800 264,800 RBC Bearings, Inc. COM 75524B104 37,706,154.22 998,574 998,574 953,892 44,682 RDA Microelectronics, Inc. Spons ADR 749394102 2,786,504.43 309,956 309,956 309,956 Red Hat, Inc. COM 756577102 7,067,498.40 153,976 153,976 153,976

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Reed Elsevier plc Spons ADR 758205207 14,273,784.96 391,277 391,277 391,277 Regal Beloit Corp. COM 758750103 67,368,192.43 1,008,959 1,008,959 873,259 135,700 Regions Financial Corp. COM 7591EP100 57,621,603.40 9,293,807 9,293,616 9,145,906 147,710 Reliance Steel & Aluminum Co. COM 759509102 226,764,756.89 4,567,266 4,567,266 4,207,681 359,585 Rent-A-Center, Inc. COM 76009N100 64,555,341.28 2,112,413 2,112,413 1,851,613 260,800 Republic Services, Inc. COM 760759100 50,374,872.50 1,632,897 1,632,897 1,604,577 28,320 Responsys, Inc. COM 761248103 34,931,965.14 1,970,218 1,970,218 1,821,699 148,519 RightNow Technologies, Inc. COM 76657R106 4,419,003.60 136,389 136,389 136,389 Rimage Corp. COM 766721104 2,206,468.42 164,294 164,294 136,842 27,452 Rio Tinto plc Spon ADR 767204100 8,172,955.52 113,011 113,011 113,011 Riverbed Technology, Inc. COM 768573107 5,191,951.37 131,143 131,143 131,143 RLI Corp. COM 749607107 16,346,880.00 264,000 264,000 222,000 42,000 Robbins & Myers, Inc. COM 770196103 73,248,355.96 1,385,967 1,385,967 1,351,932 34,035 Robert Half Int'l, Inc. COM 770323103 29,921,263.95 1,106,965 1,106,965 936,565 170,400 Rock-Tenn Co. COM 772739207 12,770,450.00 192,500 192,500 161,800 30,700 Rockwell Automation Inc. COM 773903109 23,352,148.08 269,158 269,158 269,158 Rockwell Collins, Inc. COM 774341101 176,889,844.29 2,867,399 2,852,799 2,631,844 235,555 Rockwood Holdings, Inc. COM 774415103 44,362,760.85 802,365 802,365 788,370 13,995 Rogers Corp. COM 775133101 52,417,272.60 1,134,573 1,134,573 994,926 139,647 Roper Industries, Inc. CV Step% 01/15/2034 776696AA4 24,037,837.50 23,169,000 23,169,000 23,169,000 Rosetta Resources, Inc. COM 777779307 78,051,196.74 1,514,381 1,514,381 1,385,003 129,378 Ross Stores, Inc. COM 778296103 14,322,251.20 178,760 178,760 178,760 Rovi Corp. CV 2.625% 02/15/2040 779376AB8 6,691,200.00 4,920,000 4,920,000 1,695,000 3,225,000 Rowan Cos., Inc. COM 779382100 41,549,753.08 1,070,594 1,070,594 972,394 98,200 Royal Caribbean Cruises Ltd. COM V7780T103 4,035,760.80 107,220 107,220 102,100 5,120 Royal Dutch Shell plc Spon ADR 780259206 7,781,622.00 109,400 109,400 109,400 Royal Gold, Inc. COM 780287108 11,995,955.98 204,814 204,814 201,214 3,600 RSC Holdings Inc. COM 74972L102 75,166,208.00 6,284,800 6,284,800 5,511,300 773,500 RTI International Metals, Inc. COM 74973W107 39,449,232.99 1,028,127 1,028,127 901,757 126,370 RTI International Metals, Inc. CV 3% 12/01/2015 74973WAA5 5,185,800.00 4,020,000 4,020,000 1,290,000 2,730,000

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Rush Enterprises, Inc. COM 781846209 8,236,088.86 432,795 432,795 403,295 29,500 Rush Enterprises, Inc. COM 781846308 4,374,257.28 271,693 271,693 221,539 50,154 Ryder System Inc. COM 783549108 72,330,255.00 1,272,300 1,272,300 1,116,000 156,300 Sagent Pharmaceuticals, Inc. COM 786692103 7,715,848.33 285,984 285,984 285,984 SAIC, Inc. COM 78390X101 15,810,800.00 940,000 940,000 940,000 Salesforce.com, Inc. COM 79466L302 5,308,753.32 35,634 35,634 35,634 Salix Pharmaceuticals, Inc. COM 795435106 3,066,910.00 77,000 77,000 77,000 Salix Pharmaceuticals, Inc. CV 2.75% 05/15/2015 795435AC0 25,036,935.00 21,677,000 21,677,000 18,762,000 2,915,000 SanDisk Corp. CV 1.5% 08/15/2017 80004CAD3 19,215,312.50 18,085,000 18,085,000 13,425,000 4,660,000 SandRidge Energy, Inc. COM 80007P307 44,961,044.44 4,217,734 4,217,734 3,699,671 518,063 Sandy Spring Bancorp, Inc. COM 800363103 7,548,603.99 419,600 419,600 356,400 63,200 Sanofi CVR COM 80105N113 103,630.00 43,000 43,000 43,000 SAP AG Spon ADR 803054204 15,933,725.40 262,716 262,716 262,716 Sapient Corp. COM 803062108 48,410,036.83 3,220,894 3,220,894 2,894,894 326,000 Sauer - Danfoss, Inc. COM 804137107 20,544,506.90 407,710 407,710 395,805 11,905 Savvis, Inc. COM 805423308 15,136,432.29 382,910 382,910 345,310 37,600 SBA Communications Corp. CV 1.875% 05/01/2013 78388JAN6 17,978,983.75 16,289,000 16,289,000 15,614,000 675,000 SBA Communications Corp. CV 4% 10/01/2014 78388JAM8 65,258,737.50 46,365,000 46,365,000 43,665,000 2,700,000 ScanSource, Inc. COM 806037107 148,060,692.28 3,950,392 3,950,392 3,453,636 496,756 SCBT Financial Corp. COM 78401V102 14,171,591.07 494,128 494,128 416,128 78,000 Schlumberger Ltd. COM 806857108 274,826,858.36 3,180,866 3,162,605 2,927,003 253,813 Schnitzer Steel Industries Class A 806882106 11,341,440.00 196,900 196,900 165,000 31,900 Scripps Networks Interactive Class A 811065101 6,546,987.20 133,940 133,940 133,940 SeaCube Container Leasing Ltd. COM G79978105 9,931,758.00 578,100 578,100 491,000 87,100 Seadrill Ltd. COM G7945E105 18,773,475.84 532,128 532,128 532,128 Select Comfort Corp. COM 81616X103 33,133,831.69 1,842,816 1,842,816 1,610,216 232,600 Semtech Corp. COM 816850101 38,296,641.70 1,400,755 1,400,755 1,178,006 222,749 Sensient Technologies Corp. COM 81725T100 14,747,335.68 397,824 397,824 334,217 63,607 ServiceSource International Inc. COM 81763U100 28,935,306.19 1,302,219 1,302,219 1,270,123 32,096 SFN Group, Inc. COM 784153108 7,137,467.97 785,200 785,200 666,800 118,400

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Shoe Carnival, Inc. COM 824889109 9,678,150.03 321,000 321,000 272,800 48,200 ShoreTel, Inc. COM 825211105 9,035,180.40 885,802 885,802 885,802 Shutterfly, Inc. COM 82568P304 36,739,096.02 639,831 639,831 623,470 16,361 Signature Bank COM 82669G104 153,264,482.76 2,679,449 2,679,449 2,492,198 187,251 Silgan Holdings, Inc. COM 827048109 37,622,832.94 918,302 918,302 805,450 112,852 Silicon Laboratories, Inc. COM 826919102 60,422,010.37 1,464,421 1,464,421 1,295,821 168,600 Siliconware Precision Spon ADR 827084864 13,473,148.22 2,166,101 2,166,101 2,166,101 Skyworks Solutions, Inc. COM 83088M102 3,552,730.98 154,601 154,601 154,601 Smith & Nephew plc Spons ADR 83175M205 7,795,790.40 143,940 143,940 143,940 Snap-on, Inc. COM 833034101 13,433,200.00 215,000 215,000 215,000 SodaStream International Ltd. COM M9068E105 31,731,813.39 521,819 521,819 506,597 15,222 Sony Corp. Spon ADR 835699307 6,815,402.23 258,257 258,257 258,257 Sourcefire, Inc. COM 83616T108 28,828,934.96 970,018 970,018 951,525 18,493 Southern Co. COM 842587107 44,265,767.40 1,096,230 1,096,230 1,096,230 Southern Natl Bancorp of VA COM 843395104 2,453,301.70 361,311 361,311 306,911 54,400 Southwest Airlines Co. COM 844741108 93,633,196.66 8,199,054 8,171,254 7,632,476 566,578 Southwestern Energy Co. COM 845467109 132,347,619.19 3,086,465 3,074,365 2,861,972 224,493 SPDR S&P MidCap 400 ETF Trust ETF 78467Y107 3,760,880.00 21,200 21,200 21,200 Spirit Aerosystems Hldgs, Inc. Class A 848574109 37,678,168.00 1,712,644 1,712,644 1,580,697 131,947 SPX Corp. COM 784635104 111,870,556.06 1,353,382 1,353,382 1,275,382 78,000 SRA International, Inc. COM 78464R105 6,678,720.00 216,000 216,000 216,000 SS&C Technologies Holdings COM 78467J100 38,964,652.73 1,960,979 1,960,979 1,792,510 168,469 Stanley Black & Decker, Inc. CVPFD 4.75% 11/17/2015 854502309 18,611,129.88 152,964 152,964 127,664 25,300 Stanley Black & Decker, Inc. CV Adj% 05/17/2012 854616AM1 8,615,625.20 7,462,000 7,462,000 4,037,000 3,425,000 Starwood Hotels & Resorts, Inc COM 85590A401 63,538,039.92 1,133,798 1,133,798 1,112,836 20,962 State Street Corp. COM 857477103 324,607,779.77 7,199,108 7,161,525 6,622,415 576,651 Steelcase, Inc. COM 858155203 40,918,575.00 3,592,500 3,592,500 3,021,300 571,200 Steel Dynamics, Inc. CV 5.125% 06/15/2014 858119AP5 7,238,887.50 6,045,000 6,045,000 2,395,000 3,650,000 Stericycle Inc. COM 858912108 5,984,051.52 67,146 67,146 67,146 Sterling Bancorp COM 859158107 8,381,567.99 883,200 883,200 749,800 133,400

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Steve Madden Ltd. COM 556269108 30,085,045.80 802,054 802,054 777,527 24,527 Stifel Financial Corp. COM 860630102 15,333,736.00 427,600 427,600 359,100 68,500 St. Jude Medical, Inc. COM 790849103 120,741,446.76 2,532,329 2,511,629 2,229,338 302,991 SuccessFactors, Inc. COM 864596101 5,655,178.20 192,353 192,353 189,559 2,794 Summit Hotel Properties, Inc. COM 866082100 10,179,814.99 896,900 896,900 762,100 134,800 Suncor Energy, Inc. COM 867224107 131,811,652.20 3,371,142 3,356,498 3,216,694 154,404 Sun Hydraulics Corp. COM 866942105 5,516,837.01 115,415 115,415 115,415 SunPower Corp. CV 4.5% 03/15/2015 867652AE9 10,446,375.00 9,390,000 9,390,000 9,390,000 SunPower Corp. CV 4.75% 04/15/2014 867652AC3 11,155,875.00 10,475,000 10,475,000 10,475,000 Suntech Power Holdings Co. CV 3% 03/15/2013 86800CAE4 20,645,843.75 23,765,000 23,765,000 14,900,000 8,865,000 SunTrust Banks, Inc. COM 867914103 119,283,618.09 4,623,396 4,623,228 4,569,621 53,607 Superior Energy Services, Inc. COM 868157108 204,688,159.27 5,511,259 5,511,259 4,983,557 527,702 SUPERVALU, Inc. COM 868536103 5,015,530.00 533,000 533,000 533,000 Susquehanna Bancshares, Inc. COM 869099101 42,391,584.00 5,298,948 5,298,948 4,644,948 654,000 SVB Financial Group COM 78486Q101 75,304,639.83 1,261,173 1,261,173 1,150,986 110,187 SXC Health Solutions Corp. COM 78505P100 50,317,208.64 853,992 853,992 833,482 20,510 Sykes Enterprises, Inc. COM 871237103 11,787,524.29 547,493 547,493 460,344 87,149 Symantec Corp. CV 1% 06/15/2013 871503AF5 74,649,360.00 61,188,000 61,188,000 53,563,000 7,625,000 Synchronoss Technologies, Inc. COM 87157B103 44,806,155.11 1,412,107 1,412,107 1,386,434 25,673 Syngenta AG Spon ADR 87160A100 18,540,761.04 274,434 274,434 274,434 Synovis Life Technology, Inc. COM 87162G105 4,156,533.93 238,607 238,607 238,607 TAL International Group, Inc. COM 874083108 85,699,834.37 2,481,895 2,481,895 2,198,526 283,369 Target Corp. COM 87612E106 71,540,029.13 1,525,049 1,525,028 1,497,460 27,568 TCF Financial Corp. COM 872275102 48,163,255.94 3,490,091 3,490,091 3,346,357 143,734 Team, Inc. COM 878155100 7,030,661.56 291,366 291,366 247,366 44,000 Tech Data Corp. CV 2.75% 12/15/2026 878237AE6 17,312,515.00 16,567,000 16,567,000 15,817,000 750,000 Techne Corp. COM 878377100 19,727,676.36 236,628 236,628 199,023 37,605 TE Connectivity Ltd. COM H84989104 28,619,314.20 778,545 778,545 764,645 13,900 Telecom Italia Capital S.p.A. Spon ADR 87927Y102 8,037,772.30 578,257 578,257 578,257 Telefonaktiebolaget LM Ericson Spon ADR 294821608 44,071,105.00 3,064,750 3,064,750 2,800,650 264,100

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Temple-Inland, Inc. COM 879868107 124,135,027.57 4,174,009 4,174,009 3,838,409 335,600 Tempur-Pedic International COM 88023U101 40,448,322.74 596,407 596,407 582,465 13,942 Tenneco, Inc. COM 880349105 21,990,930.00 499,000 499,000 419,600 79,400 Teradata Corp. COM 88076W103 11,005,884.40 182,822 182,822 182,822 Teradyne, Inc. COM 880770102 56,762,765.60 3,835,322 3,835,322 3,366,722 468,600 Teradyne, Inc. CV 4.5% 03/15/2014 880770AE2 5,149,856.25 1,845,000 1,845,000 665,000 1,180,000 Territorial Bancorp, Inc. COM 88145X108 8,089,087.98 390,400 390,400 331,500 58,900 Tesco Corp. COM 88157K101 7,814,465.98 402,600 402,600 341,200 61,400 Tetra Tech, Inc. COM 88162G103 26,357,805.01 1,171,458 1,171,458 1,047,558 123,900 Teva Pharmaceutical Finance Co. CV .25% 02/01/2026 88163VAE9 33,134,058.75 29,551,000 29,551,000 20,876,000 8,675,000 Teva Pharmaceutical Industries Ltd. Spon ADR 881624209 324,595,273.53 6,731,549 6,698,637 6,225,438 506,078 Texas Capital Bancshares, Inc. COM 88224Q107 72,752,726.35 2,816,598 2,816,598 2,486,266 330,332 Texas Instruments, Inc. COM 882508104 162,916,872.36 4,962,439 4,949,365 4,673,317 289,048 Texas Roadhouse, Inc. COM 882681109 18,413,451.32 1,050,097 1,050,097 943,397 106,700 Textron, Inc. CV 4.5% 05/01/2013 883203BN0 5,246,500.00 2,800,000 2,800,000 2,800,000 Thermo Fisher Scientific, Inc. COM 883556102 297,708,903.50 4,623,527 4,594,127 4,211,547 411,980 Thermon Group Holdings, Inc. COM 88362T103 13,158,671.99 1,096,556 1,096,556 1,000,456 96,100 Thomas & Betts Corp. COM 884315102 21,386,904.45 397,157 397,157 333,657 63,500 Thoratec Corp. COM 885175307 23,189,200.74 706,557 706,557 594,157 112,400 Thor Industries, Inc. COM 885160101 46,018,372.96 1,595,644 1,595,644 1,397,944 197,700 TIBCO Software, Inc. COM 88632Q103 34,245,080.02 1,180,051 1,180,051 1,151,099 28,952 Tidewater, Inc. COM 886423102 46,763,634.35 869,051 869,051 849,951 19,100 Tiffany & Co. COM 886547108 9,527,224.20 121,335 121,335 121,335 Time Warner Cable, Inc. COM 88732J207 142,234,154.72 1,822,580 1,814,139 1,702,530 120,019 Time Warner, Inc. COM 887317303 291,476,599.49 8,014,204 7,970,004 7,363,939 650,265 Titanium Metals Corp. COM 888339207 1,483,920.00 81,000 81,000 81,000 Titan Machinery Inc. COM 88830R101 12,067,454.00 419,300 419,300 352,600 66,700 TJX Cos., Inc. COM 872540109 1,107,910.23 21,091 21,091 21,091 TMS International Corp. COM 87261Q103 7,035,255.00 539,100 539,100 458,000 81,100 Tornier NV COM N87237108 15,211,415.45 564,431 564,431 547,919 16,512

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Tower Group, Inc. COM 891777104 16,163,847.06 678,583 678,583 570,583 108,000 TPC Group, Inc. COM 89236Y104 27,431,997.58 699,439 699,439 609,875 89,564 Tractor Supply Co. COM 892356106 8,023,459.84 119,968 119,968 119,968 Transcend Services, Inc. COM 893929208 5,369,699.94 182,705 182,705 160,505 22,200 Transocean Ltd. CV 1.5% 12/15/2037 893830AV1 2,720,162.52 2,710,000 2,710,000 890,000 1,820,000 Transocean Ltd. CV 1.5% 12/15/2037 893830AW9 3,994,175.00 4,055,000 4,055,000 3,050,000 1,005,000 Trex Co., Inc. CV 6% 07/01/2012 89531PAA3 6,705,075.02 5,290,000 5,290,000 2,090,000 3,200,000 Trimas Corp. COM 896215209 69,552,697.50 2,810,210 2,810,210 2,465,488 344,722 Trinity Industries, Inc. COM 896522109 187,273,196.37 5,369,071 5,369,071 5,086,534 282,537 Triumph Group, Inc. COM 896818101 24,337,352.00 244,400 244,400 205,800 38,600 T. Rowe Price Group, Inc. COM 74144T108 70,970,761.54 1,176,181 1,176,181 1,153,288 22,893 TrueBlue, Inc. COM 89785X101 55,727,670.08 3,848,596 3,848,596 3,377,246 471,350 Tupperware Brands Corp. COM 899896104 37,625,633.50 557,830 557,830 548,430 9,400 Tyco International Ltd. COM H89128104 21,842,919.28 441,896 441,896 434,502 7,394 United Continental Holdings Inc. COM 910047109 3,849,363.00 170,100 170,100 170,100 UGI Corp. COM 902681105 45,290,757.59 1,420,218 1,420,218 1,280,118 140,100 Ulta Salon, Inc. COM 90384S303 57,005,218.06 882,707 882,707 859,759 22,948 UMB Financial Corp. COM 902788108 13,823,582.88 330,076 330,076 324,776 5,300 Under Armour, Inc. COM 904311107 27,646,442.55 357,605 357,605 347,150 10,455 Union Pacific Corp. COM 907818108 128,995,282.80 1,235,587 1,235,587 1,204,940 30,647 UniSource Energy Corp. COM 909205106 10,825,700.00 290,000 290,000 290,000 UnitedHealth Group, Inc. COM 91324P102 466,146,151.90 9,037,343 8,991,064 8,391,217 646,012 United States Steel Corp. COM 912909108 76,012,638.52 1,651,013 1,650,977 1,621,616 29,361 United States Steel Corp. CV 4% 05/15/2014 912909AE8 2,376,281.25 1,491,000 1,491,000 391,000 1,100,000 United Technologies Corp. COM 913017109 293,886,668.99 3,320,378 3,305,745 3,134,609 185,736 United Therapeutics Corp. CV .5% 10/15/2011 91307CAD4 14,773,500.00 10,050,000 10,050,000 3,750,000 6,300,000 Universal Health Service, Inc. COM 913903100 42,969,836.39 833,880 833,880 781,580 52,300 Universal Stainless & Alloy COM 913837100 11,475,979.49 245,423 245,423 210,823 34,600 URS Corp. COM 903236107 15,032,640.00 336,000 336,000 329,500 6,500 U.S. Bancorp COM 902973304 22,364,336.39 876,689 876,689 828,418 48,271

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- UTi Worldwide, Inc. COM G87210103 60,170,926.97 3,055,913 3,055,913 2,671,293 384,620 Vale Capital II Series VALP CVPFD 6.75% 06/15/2012 91912F300 4,437,510.00 48,025 48,025 15,025 33,000 Vale Capital II Series VALE CVPFD 6.75% 6/15/2012 91912F201 11,630,226.02 131,653 131,653 131,653 Valero Energy Corp. COM 91913Y100 17,870,415.35 698,882 698,813 688,570 10,243 Validus Holdings Ltd. COM G9319H102 16,241,136.30 524,754 524,754 459,988 64,766 VCA Antech, Inc. COM 918194101 16,207,400.00 764,500 764,500 642,100 122,400 Velti plc COM G93285107 7,704,703.30 455,630 455,630 455,630 VeriFone Systems, Inc. COM 92342Y109 6,630,724.15 149,509 149,509 147,600 1,909 Verizon Communications, Inc. COM 92343V104 168,629,562.00 4,529,400 4,504,294 4,237,685 291,653 Vertex Pharmaceuticals, Inc. CV 3.35% 10/01/2015 92532FAN0 60,428,733.75 47,817,000 47,817,000 44,247,000 3,570,000 VF Corp. COM 918204108 3,599,198.24 33,154 33,154 32,454 700 Viacom, Inc. COM 92553P201 55,391,661.00 1,086,111 1,086,111 1,086,111 ViroPharma, Inc. CV 2% 03/15/2017 928241AH1 3,726,800.00 3,080,000 3,080,000 1,455,000 1,625,000 Vitamin Shoppe, Inc. COM 92849E101 13,653,640.00 298,375 298,375 290,833 7,542 VMware, Inc. COM 928563402 19,231,130.10 191,870 191,870 175,729 16,141 Vocus, Inc. COM 92858J108 7,410,405.50 242,091 242,091 238,801 3,290 Vodafone Group plc Spon ADR 92857W209 18,239,659.84 682,622 682,622 682,622 Volterra Semiconductor Corp. COM 928708106 6,511,325.06 264,044 264,044 264,044 Vornado Realty L.P. CV 3.875% 04/15/2025 929043AC1 36,969,320.00 32,608,000 32,608,000 25,503,000 7,105,000 WABCO Holdings, Inc. COM 92927K102 153,352,011.78 2,220,562 2,220,562 2,050,421 170,141 Walgreen Co. COM 931422109 1,597,684.88 37,628 37,628 37,628 Wal-Mart Stores, Inc. COM 931142103 16,656,414.16 313,444 313,444 301,972 11,472 Walt Disney Co. COM 254687106 276,643,998.73 7,086,168 7,070,985 6,807,097 278,988 Walter Energy, Inc. COM 93317Q105 9,782,552.40 84,478 84,478 84,478 Warner Chilcott plc COM G94368100 181,412,669.92 7,518,138 7,518,138 7,100,727 417,411 Washington Banking Co. COM 937303105 11,985,225.67 906,598 906,598 767,798 138,800 Washington Federal, Inc. COM 938824109 34,397,782.28 2,093,596 2,093,596 1,836,276 257,320 Waste Connections, Inc. COM 941053100 41,872,164.54 1,319,640 1,319,640 1,194,490 125,150 Watson Pharmaceuticals, Inc. COM 942683103 223,830,997.90 3,256,671 3,247,671 3,000,405 256,266 Watts Water Technologies Class A 942749102 60,037,690.41 1,695,501 1,695,501 1,485,901 209,600

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Weatherford International Ltd. COM H27013103 39,878,128.13 2,126,834 2,126,834 2,084,596 42,238 Websense, Inc. COM 947684106 3,869,530.00 149,000 149,000 149,000 Webster Financial Corp. COM 947890109 24,801,498.00 1,179,900 1,179,900 992,200 187,700 Weight Watchers Intl., Inc. COM 948626106 3,538,788.30 46,890 46,890 46,890 WellPoint, Inc. COM 94973V107 72,219,880.65 916,845 916,845 897,982 18,863 Wells Fargo & Co. COM 949746101 501,446,510.57 17,870,510 17,824,213 17,161,307 708,921 Wells Fargo & Co. CVPFD 7.5% 12/31/49 949746804 82,586,720.00 77,912 77,912 65,587 12,325 Werner Enterprises, Inc. COM 950755108 64,123,315.68 2,559,813 2,559,813 2,272,415 287,398 WESCO International, Inc. COM 95082P105 74,698,290.00 1,381,000 1,381,000 1,200,500 180,500 WESCO International, Inc. CV 6% 09/15/2029 95082PAH8 3,313,065.00 1,589,000 1,589,000 139,000 1,450,000 Western Alliance Bancorp COM 957638109 3,066,745.61 431,936 431,936 431,936 Western Union Co. COM 959802109 102,708,932.63 5,127,755 5,127,755 4,928,198 199,557 Westport Innovations, Inc. COM 960908309 30,000,763.84 1,248,991 1,248,991 1,218,599 30,392 Whiting Petroleum Corp. COM 966387102 29,511,477.24 518,564 518,564 490,384 28,180 Whiting Petroleum Corp. CVPFD 6.25% 12/31/2049 966387201 924,143.29 3,451 3,451 2,580 871 Whole Foods Market, Inc. COM 966837106 12,242,296.80 192,944 192,944 192,944 Windstream Corp. COM 97381W104 4,147,200.00 320,000 320,000 320,000 Wintrust Financial Corp. COM 97650W108 14,889,686.00 462,700 462,700 389,100 73,600 Wolverine World Wide, Inc. COM 978097103 29,837,389.00 714,668 714,668 601,068 113,600 Woodward Inc. COM 980745103 575,190.00 16,500 16,500 16,500 World Fuel Services Corp. COM 981475106 31,180,054.00 867,800 867,800 729,800 138,000 Worthington Industries, Inc. COM 981811102 48,292,374.91 2,090,579 2,090,579 1,885,079 205,500 WPP plc Spons ADR 92933H101 10,440,658.75 166,385 166,385 166,385 Wyndham Worldwide Corp. CV 3.5% 05/01/2012 98310WAC2 9,256,062.51 3,425,000 3,425,000 1,915,000 1,510,000 Wynn Resorts Ltd. COM 983134107 28,980,869.54 201,901 201,901 191,182 10,719 YPF S.A. Spons ADR 984245100 17,160,626.20 380,924 380,924 380,924 Yum! Brands, Inc. COM 988498101 1,613,449.92 29,208 29,208 29,208 Zebra Technologies Corp. Class A 989207105 2,507,006.50 59,450 59,450 57,350 2,100 Zhongpin, Inc. COM 98952K107 8,133,402.24 776,088 776,088 652,688 123,400 Zimmer Holdings, Inc. COM 98956P102 184,131,809.61 2,913,478 2,901,478 2,686,113 227,365

6/30/2011

S.E.C. USE ONLY ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP / FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE ------------------------- Zions Bancorp COM 989701107 32,240,556.98 1,342,797 1,342,678 1,324,687 17,991 Zipcar, Inc. COM 98974X103 8,381,958.38 410,679 410,679 399,050 11,629 Zumiez, Inc. COM 989817101 4,532,429.55 181,515 181,515 181,515 ----------------- ------------- ------------- ------------- ----------- 993 47,835,092,566.00 3,224,983,724 3,223,122,191 2,729,129,414 495,848,434 ================= ============= ============= ============= ===========