0001193125-11-309664.txt : 20111114
0001193125-11-309664.hdr.sgml : 20111111
20111114105057
ACCESSION NUMBER: 0001193125-11-309664
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
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: 111198969
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
d254495d13fhr.txt
LORD, ABBETT & CO. LLC
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 November 14, 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: 985
Form 13F Information Table Value Total: 37,443,275
----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
NONE
9/30/2011
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 4,092,030.00 57,000 57,000 57,000
A.O. Smith Corp. COM 831865209 18,325,100.31 572,123 572,123 477,740 94,383
A123 Systems, Inc. COM 03739T108 818,720.00 238,000 238,000 238,000
A123 Systems, Inc. CV 3.75% 04/15/2016 03739TAA6 14,250,600.00 21,840,000 21,840,000 17,065,000 4,775,000
AAR Corp. COM 000361105 35,276,470.55 2,116,165 2,116,165 1,853,715 262,450
Aaron's, Inc. COM 002535300 27,695,816.06 1,096,864 1,096,864 915,864 181,000
ABB Ltd. Spon ADR 000375204 5,393,044.16 315,752 315,281 315,563 189
Abbott Laboratories COM 002824100 10,210,203.28 199,652 199,652 178,288 21,364
Abercrombie &
Fitch Co. COM 002896207 7,464,088.44 121,249 121,249 121,249
Accenture Ltd. COM G1151C101 27,218,333.64 516,673 516,673 488,016 28,657
ACE Ltd. COM H0023R105 77,793,128.99 1,283,715 1,274,515 1,157,532 126,183
Acme Packet, Inc. COM 004764106 5,078,218.65 119,235 119,235 119,235
Activision Blizzard,
Inc. COM 00507V109 17,704,058.40 1,487,736 1,487,736 1,465,609 22,127
Actuant Corp. COM 00508X203 7,208,750.00 365,000 365,000 365,000
Actuant Corp. CV 2.672% 11/15/2023 00508XAB0 1,534,750.00 1,400,000 1,400,000 1,400,000
Adobe Systems, Inc. COM 00724F101 197,163,415.36 8,157,361 8,128,489 7,658,087 499,274
Advisory Board Co.
(The) COM 00762W107 20,704,127.85 320,845 320,845 312,169 8,676
AES Trust III CVPFD 6.75% 10/15/2029 00808N202 13,777,772.40 282,795 282,795 101,945 180,850
Affiliated Manager
Group, Inc. COM 008252108 81,925,182.48 1,049,650 1,049,650 1,011,294 38,356
Affiliated Manager
Group, Inc. CV 3.95% 08/15/2038 008252AL2 18,788,362.52 17,830,000 17,830,000 9,165,000 8,665,000
Agilent
Technologies, Inc. COM 00846U101 12,598,468.75 403,151 403,151 403,151
Agnico-Eagle Mines
Ltd. COM 008474108 45,960,808.32 772,191 772,191 745,991 26,200
Agrium, Inc. COM 008916108 28,015,198.20 420,270 420,270 420,270
Air Products &
Chemicals, Inc. COM 009158106 88,781,728.76 1,162,521 1,162,521 1,118,121 44,400
Akorn Inc. COM 009728106 6,072,423.38 777,519 777,519 777,519
Albemarle Corp. COM 012653101 34,886,854.42 863,536 863,536 787,736 75,800
Alcatel-Lucent
USA, Inc. CV 2.75% 06/15/2025 549463AH0 2,958,068.75 3,185,000 3,185,000 900,000 2,285,000
Alcoa, Inc. CV 5.25% 03/15/2014 013817AT8 3,011,040.00 1,836,000 1,836,000 1,031,000 805,000
Alexandria Real
Estate Equities,
Inc. COM 015271109 54,801,011.30 892,670 892,670 812,520 80,150
Alexion
Pharmaceuticals,
Inc. COM 015351109 1,555,761.16 24,286 24,286 24,286
Align Technology,
Inc. COM 016255101 11,477,773.70 756,610 756,610 736,192 20,418
Allegheny
Technologies, Inc. COM 01741R102 15,465,592.97 418,102 418,102 374,502 43,600
Allegheny
Technologies, Inc. CV 4.25% 06/01/2014 01741RAD4 2,937,887.50 2,423,000 2,423,000 2,023,000 400,000
9/30/2011
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
----------------------
Allergan, Inc. COM 018490102 2,067,738.00 25,100 25,100 25,100
Alliance Data
Systems, Inc. COM 018581108 55,159,188.30 595,029 595,029 534,429 60,600
Alliance Data
Systems, Inc. CV 1.75% 08/01/2013 018581AD0 33,322,259.99 26,238,000 26,238,000 21,773,000 4,465,000
Allot
Communications
Ltd. COM M0854Q105 3,565,604.25 365,703 365,703 365,703
Allscripts Healthcare
Solutions, Inc. COM 01988P108 4,731,709.62 262,581 262,581 262,581
Alpha Appalachia
Holdings, Inc. CV 3.25% 08/01/2015 576203AJ2 24,403,316.25 27,381,000 27,381,000 21,871,000 5,510,000
Altera Corp. COM 021441100 8,030,533.35 254,695 254,695 254,695
Alterra Capital
Holdings Ltd COM G0229R108 106,320,703.73 5,604,676 5,604,676 4,974,206 630,470
Altisource Portfolio
Solutions S.A. COM L0175J104 52,252,485.58 1,476,476 1,476,476 1,389,574 86,902
Altria Group, Inc. COM 02209S103 66,903,470.27 2,495,467 2,495,467 2,454,842 40,625
ALZA Corp. CV 0% 7/28/2020 02261WAB5 5,422,500.00 6,000,000 6,000,000 6,000,000
Amarin Corp. plc Spon ADR 023111206 29,550,087.20 3,211,966 3,211,966 3,132,264 79,702
Amazon.com, Inc. COM 023135106 7,424,689.51 34,337 34,337 33,121 1,216
Amdocs Ltd. COM G02602103 43,687,038.46 1,610,879 1,610,879 1,448,379 162,500
American Campus
Communities, Inc. COM 024835100 31,539,158.80 847,599 847,599 738,599 109,000
American Public
Education, Inc. COM 02913V103 9,495,656.00 279,284 279,284 266,134 13,150
America's Car-Mart,
Inc. COM 03062T105 6,005,689.02 206,950 206,950 170,350 36,600
Ameriprise
Financial, Inc. COM 03076C106 620,313.60 15,760 15,760 15,760
AmerisourceBergen
Corp. COM 03073E105 49,396,129.93 1,325,359 1,325,359 1,322,059 3,300
AMETEK, Inc. COM 031100100 20,311,794.99 616,069 616,069 609,419 6,650
Amgen, Inc. COM 031162100 259,605,862.45 4,724,402 4,698,923 4,329,188 395,214
Amgen, Inc. CV .375% 02/01/2013 031162AQ3 28,449,875.00 28,810,000 28,810,000 19,585,000 9,225,000
Amphenol Corp. COM 032095101 22,141,820.06 543,091 543,091 483,991 59,100
AMR Corp. COM 001765106 1,756,336.72 593,357 593,357 530,039 63,318
AMR Corp. CV 6.25% 10/15/2014 001765BC9 8,827,481.25 14,805,000 14,805,000 11,085,000 3,720,000
Anadarko Petroleum
Corp. COM 032511107 287,703,959.42 4,563,108 4,539,523 4,202,710 360,398
Analog Devices, Inc. COM 032654105 17,597,000.00 563,104 563,104 555,604 7,500
Anaren, Inc. COM 032744104 4,634,300.02 242,000 242,000 199,200 42,800
Anheuser-Busch
InBev NV Spon ADR 03524A108 16,536,223.56 312,122 311,617 311,897 225
Anixter
International, Inc. COM 035290105 101,219,881.66 2,133,640 2,133,640 1,948,847 184,793
ANSYS, Inc. COM 03662Q105 4,511,827.12 92,003 92,003 92,003
AON Corporation COM 037389103 32,290,764.12 769,194 769,194 755,294 13,900
Apache Corp. COM 037411105 148,990,434.41 1,856,810 1,851,164 1,754,902 101,908
9/30/2011
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
----------------------
Apache Corp. CVPFD 6% 08/01/2013 037411808 97,556,474.89 1,906,517 1,906,517 1,698,274 208,243
Apple, Inc. COM 037833100 95,639,205.54 250,903 250,903 233,002 17,901
Applied Industrial
Tech, Inc. COM 03820C105 39,286,940.00 1,446,500 1,446,500 1,269,200 177,300
AptarGroup, Inc. COM 038336103 37,644,615.09 842,727 842,727 736,989 105,738
Arch Capital Group
Ltd. COM G0450A105 39,895,194.93 1,220,970 1,220,970 1,100,161 120,809
Archer-Daniels-
Midland Co. COM 039483102 233,960,735.83 9,430,098 9,370,998 8,530,539 899,559
Archer-Daniels-
Midland Co. CV 0.875% 02/15/2014 039483AW2 28,721,000.00 28,721,000 28,721,000 24,131,000 4,590,000
Ariba, Inc. COM 04033V203 26,642,333.70 961,470 961,470 941,230 20,240
Arrow Electronics,
Inc. COM 042735100 31,567,358.53 1,136,334 1,136,334 1,068,784 67,550
Aruba Networks,
Inc. COM 043176106 40,808,771.49 1,951,639 1,951,639 1,920,962 30,677
Asbury Automotive
Group, Inc. COM 043436104 4,834,868.00 293,200 293,200 241,100 52,100
Ascena Retail Group
Inc COM 04351G101 50,222,104.76 1,855,268 1,855,268 1,629,209 226,059
Ashland, Inc. COM 044209104 35,755,077.32 810,038 810,038 796,538 13,500
Astec Industries,
Inc. COM 046224101 13,410,240.00 458,000 458,000 382,400 75,600
AT&T, Inc. COM 00206R102 271,565,611.66 9,521,936 9,501,783 9,245,005 276,931
athenahealth, Inc. COM 04685W103 34,742,244.15 583,413 583,413 567,693 15,720
Atlas Air Worldwide
Holdings COM 049164205 57,904,559.57 1,739,398 1,739,398 1,543,253 196,145
Atmel Corp. COM 049513104 4,092,611.73 507,139 507,139 507,139
Atwood Oceanics,
Inc. COM 050095108 3,915,012.76 113,941 113,941 113,941
Autoliv, Inc. CVPFD 8% 4/30/2012 052800208 7,818,258.29 117,312 117,312 117,312
Avago Technologies
Ltd. COM Y0486S104 8,711,019.71 265,823 265,823 265,823
Avnet, Inc. COM 053807103 24,470,603.20 938,290 938,290 938,290
AXT, Inc. COM 00246W103 3,286,080.03 652,000 652,000 536,500 115,500
AZZ, Inc. COM 002474104 2,186,628.02 56,400 56,400 46,600 9,800
Baker Hughes Inc. COM 057224107 60,422,747.61 1,308,985 1,299,185 1,170,346 138,639
Balchem Corp. COM 057665200 3,009,051.90 80,650 80,650 63,250 17,400
Ball Corp. COM 058498106 11,571,979.98 373,049 373,049 364,649 8,400
Bancorp Rhode
Island, Inc. COM 059690107 1,957,231.10 46,172 46,172 40,872 5,300
Bancorp, Inc. COM 05969A105 2,342,078.97 327,106 327,106 327,106
Bank of America
Corp. COM 060505104 64,559,212.92 10,548,891 10,548,265 10,427,634 121,257
Bank of America
Corp. CVPFD 7.25% 12/31/2049 060505682 51,956,335.71 67,829 67,829 56,379 11,450
Bank of Marin
Bancorp COM 063425102 3,720,303.97 112,600 112,600 93,100 19,500
Bank of New York
Mellon Corp. COM 064058100 6,404,924.26 344,536 344,536 344,536
9/30/2011
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
----------------------
Bank of the Ozarks,
Inc. COM 063904106 10,635,935.31 508,167 508,167 494,369 13,798
Bankrate, Inc. COM 06647F102 28,279,466.28 1,859,268 1,859,268 1,808,027 51,241
Barclays plc Spon ADR 06738E204 5,790,689.10 592,095 591,225 591,726 369
Barrett Business
Service, Inc. COM 068463108 400,705.30 28,745 28,745 23,270 5,475
Barrick Gold Corp. COM 067901108 281,984,748.64 6,044,689 6,009,022 5,561,173 483,516
Baxter International,
Inc. COM 071813109 76,178,836.16 1,356,944 1,356,944 1,327,098 29,846
BB&T Corp. COM 054937107 9,844,840.17 461,549 461,549 461,549
BE Aerospace, Inc. COM 073302101 14,827,022.21 447,811 447,811 435,468 12,343
Beacon Roofing
Supply, Inc. COM 073685109 35,796,813.00 2,238,700 2,238,700 1,955,600 283,100
Bed Bath & Beyond,
Inc. COM 075896100 1,432,692.69 24,999 24,999 24,999
Bel Fuse, Inc. COM 077347300 5,211,737.03 334,300 334,300 275,600 58,700
Belden, Inc. COM 077454106 7,068,523.20 274,080 274,080 229,210 44,870
Belo Corp. COM 080555105 1,887,540.00 386,000 386,000 386,000
Berkshire Hathaway,
Inc. COM 084670702 230,560,817.27 3,245,507 3,219,507 2,888,080 357,427
Berry Petroleum Co. Class A 085789105 6,651,723.04 188,008 188,008 183,712 4,296
Best Buy Co., Inc. COM 086516101 253,970.00 10,900 10,900 10,900
Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 15,665,065.00 15,626,000 15,626,000 12,376,000 3,250,000
Biogen Idec, Inc. COM 09062X103 216,853.20 2,328 2,328 2,328
BioMarin
Pharmaceutical,
Inc. COM 09061G101 32,644,791.57 1,024,311 1,024,311 998,900 25,411
BioMarin
Pharmaceutical,
Inc. CV 1.875% 04/23/2017 09061GAD3 15,447,500.00 9,250,000 9,250,000 9,250,000
BJ's Restaurants,
Inc. COM 09180C106 27,930,143.23 633,193 633,193 624,531 8,662
Blackboard, Inc. COM 091935502 290,290.00 6,500 6,500 6,500
BlackRock, Inc. COM 09247X101 800,142.06 5,406 5,406 5,406
BMC Software, Inc. COM 055921100 3,395,747.84 88,064 88,064 88,064
Body Central Corp. COM 09689U102 7,249,163.29 399,183 399,183 399,183
Boeing Co. COM 097023105 7,677,206.25 126,875 126,875 114,510 12,365
BOK Financial
Corp. COM 05561Q201 34,334,874.27 732,243 732,243 660,343 71,900
Booz Allen
Hamilton Hold
Corp. COM 099502106 19,174,062.00 1,289,446 1,289,446 1,224,546 64,900
BorgWarner, Inc. COM 099724106 9,140,453.71 151,007 151,007 151,007
BorgWarner, Inc. CV 3.5% 04/15/2012 099724AF3 5,223,087.50 2,810,000 2,810,000 2,170,000 640,000
Boston Properties,
Inc. CV 3.75% 05/15/2036 10112RAG9 35,061,250.00 32,056,000 32,056,000 22,606,000 9,450,000
Boyd Gaming Corp. COM 103304101 67,281.90 13,731 13,731 13,731
Brandywine Realty
Trust COM 105368203 33,481,800.00 4,180,000 4,180,000 3,655,700 524,300
9/30/2011
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
---------------------
Bravo Brio
Restaurant Group COM 10567B109 5,675,804.14 341,094 341,094 341,094
Brigham Exploration
Co. COM 109178103 6,690,186.78 264,853 264,853 264,853
Bristol-Myers
Squibb Co. COM 110122108 34,944,956.28 1,113,606 1,113,606 1,113,606
Bristow Group, Inc. COM 110394103 48,686,473.22 1,147,454 1,147,454 1,008,383 139,071
Broadcom Corp. Class A 111320107 10,378,490.40 311,760 311,760 293,017 18,743
BroadSoft, Inc. COM 11133B409 18,606,978.00 613,080 613,080 596,528 16,552
Bryn Mawr Bank
Corp. COM 117665109 3,351,116.76 202,240 202,240 166,382 35,858
Bunge Ltd. COM G16962105 291,854,357.84 5,006,937 4,983,537 4,567,924 439,013
C&J Energy
Services, Inc. COM 12467B304 16,724,592.84 1,017,311 1,017,311 989,573 27,738
Cabot Corp. COM 127055101 73,716,138.72 2,974,824 2,974,824 2,605,074 369,750
Cabot
Microelectronics
Corp. COM 12709P103 47,856,229.86 1,391,574 1,391,574 1,221,421 170,153
Cabot Oil & Gas
Corp. COM 127097103 12,865,826.65 207,815 207,815 198,734 9,081
CACI International,
Inc. CV 2.125% 05/01/2014 127190AD8 12,679,875.00 11,475,000 11,475,000 6,985,000 4,490,000
CAI International,
Inc. COM 12477X106 4,424,300.01 377,500 377,500 311,400 66,100
Cameron
International
Corp. COM 13342B105 25,613,148.60 616,590 616,590 616,590
Cameron
International
Corp. CV 2.5% 06/15/2026 13342BAB1 23,381.25 15,000 15,000 15,000
Canadian National
Resource Ltd COM 136385101 3,104,961.60 106,080 106,080 106,080
Canon, Inc. Spon ADR 138006309 9,057,566.98 200,123 199,822 199,983 140
Capital One
Financial Corp. COM 14040H105 114,156,989.10 2,880,570 2,880,570 2,841,820 38,750
Capstone Turbine
Corp. COM 14067D102 3,153,577.01 3,153,577 3,153,577 3,153,577
CARBO Ceramics,
Inc. COM 140781105 15,946,285.84 155,528 155,528 152,415 3,113
Carbonite, Inc. COM 141337105 7,024,581.47 583,437 583,437 572,637 10,800
Cardtronics, Inc. COM 14161H108 36,172,389.84 1,578,202 1,578,202 1,317,767 260,435
CareFusion Corp. COM 14170T101 34,479,090.56 1,439,628 1,439,628 1,289,828 149,800
Caribou Coffee Co.,
Inc. COM 142042209 6,567,345.68 555,613 555,613 555,613
Carnival Corp. COM 143658300 69,758,486.27 2,302,260 2,302,178 2,277,978 24,282
Carpenter
Technology Corp. COM 144285103 104,446,909.70 2,326,730 2,326,730 2,135,200 191,530
Carrizo Oil & Gas,
Inc. COM 144577103 14,257,695.50 661,610 661,610 553,210 108,400
Catalyst Health
Solution, Inc. COM 14888B103 48,974,137.11 848,919 848,919 776,635 72,284
Caterpillar, Inc. COM 149123101 70,068,622.00 948,925 948,841 935,543 13,382
Cavium, Inc. COM 14964U108 34,891,004.81 1,291,781 1,291,781 1,262,132 29,649
CB Richard Ellis
Group, Inc. COM 12497T101 7,260,189.40 539,390 539,390 539,390
CDI Corp. COM 125071100 3,471,000.03 325,000 325,000 268,700 56,300
9/30/2011
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
----------------------
Celadon Group, Inc. COM 150838100 3,308,688.00 372,600 372,600 306,700 65,900
Celanese Corp. COM 150870103 71,367,469.44 2,193,897 2,193,897 2,067,034 126,863
Celgene Corp. COM 151020104 218,620,634.44 3,530,695 3,506,995 3,167,798 362,897
Cenovus Energy,
Inc. COM 15135U109 9,309,429.40 303,140 303,140 303,140
Centene Corp. COM 15135B101 59,087,895.22 2,060,966 2,060,966 1,775,804 285,162
Central Euro
Distribution Co. CV 3% 03/15/2013 153435AA0 33,582,300.01 48,670,000 48,670,000 39,729,000 8,941,000
CenturyLink, Inc. COM 156700106 118,433,741.75 3,575,898 3,575,898 3,526,298 49,600
Cepheid, Inc. COM 15670R107 50,311,642.70 1,295,690 1,295,690 1,260,808 34,882
Cerner Corp. COM 156782104 9,927,177.60 144,880 144,880 144,880
Ceva Inc. COM 157210105 3,500,664.31 144,001 144,001 144,001
CF Industries, Inc. COM 125269100 5,123,029.41 41,519 41,519 38,903 2,616
Charles River
Laboratories COM 159864107 77,258,030.14 2,699,442 2,699,442 2,545,542 153,900
Charming Shoppes,
Inc. CV 1.125% 05/01/2014 161133AE3 11,798,600.00 13,640,000 13,640,000 6,765,000 6,875,000
Chart Industries, Inc. COM 16115Q308 48,303,921.69 1,145,457 1,145,457 1,118,696 26,761
Chart Industries, Inc. CV 2% 08/01/2018 16115QAC4 13,301,310.00 14,226,000 14,226,000 11,041,000 3,185,000
Charter
Communications,
Inc. Class A 16117M305 13,228,552.80 282,420 282,420 282,420
Cheesecake Factory,
Inc. (The) COM 163072101 44,181,427.50 1,792,350 1,792,350 1,571,050 221,300
Chefs' Warehouse
Inc. COM 163086101 11,810,720.91 1,004,313 1,004,313 834,113 170,200
Chemtura Corp. COM 163893209 14,115,299.16 1,407,308 1,407,308 1,261,251 146,057
Chesapeake Energy
Corp. CV 2.25% 12/15/2038 165167CB1 11,157,658.75 13,069,000 13,069,000 7,369,000 5,700,000
Chesapeake Energy
Corp. CV 2.5% 05/15/2037 165167BZ9 383,000.00 400,000 400,000 400,000
Chesapeake Energy
Corp. CV 2.75% 11/15/2035 165167BW6 20,217,599.99 19,440,000 19,440,000 9,915,000 9,525,000
Chesapeake Utilities
Corp. COM 165303108 4,488,308.98 111,900 111,900 92,300 19,600
Chevron Corp. COM 166764100 536,514,726.42 5,798,905 5,774,449 5,477,169 321,736
Chicago Bridge &
Iron Co. NV COM 167250109 121,046,036.72 4,227,944 4,227,944 3,760,844 467,100
Children's Place
Retail Stores COM 168905107 56,691,593.64 1,218,388 1,218,388 1,066,038 152,350
Chipotle Mexican
Grill, Inc. COM 169656105 5,317,378.40 17,552 17,552 17,552
Chubb Corp. (The) COM 171232101 37,871,147.09 631,291 631,291 618,637 12,654
Ciena Corp. COM 171779309 3,147,200.00 281,000 281,000 281,000
Ciena Corp. CV .875% 06/15/2017 171779AE1 4,002,075.00 5,445,000 5,445,000 545,000 4,900,000
CIGNA Corp. COM 125509109 76,671,394.74 1,828,121 1,806,313 1,605,577 222,544
Cisco Systems, Inc. COM 17275R102 3,003,696.88 193,912 193,912 172,346 21,566
CIT Group, Inc. COM 125581801 12,875,604.46 423,958 423,958 416,409 7,549
9/30/2011
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
--------------------
Citigroup, Inc. COM 172967424 67,814,987.11 2,646,955 2,646,775 2,606,866 40,089
Citigroup, Inc. CVPFD 7.5% 12/15/2012 172967416 53,893,584.00 676,800 676,800 576,050 100,750
Citrix Systems, Inc. COM 177376100 13,122,044.67 240,639 240,639 240,639
City National Bank COM 178566105 111,927,399.03 2,964,179 2,964,179 2,772,109 192,070
Clean Harbors, Inc. COM 184496107 45,658,487.70 890,029 890,029 876,556 13,473
Cleco Corp. COM 12561W105 27,642,645.89 809,685 809,685 730,385 79,300
Cliffs Natural
Resources, Inc. COM 18683K101 60,567,626.35 1,183,655 1,183,596 1,180,526 3,129
CMS Energy Corp. COM 125896100 63,286,183.75 3,197,887 3,197,887 3,027,887 170,000
Coach, Inc. COM 189754104 1,545,777.92 29,824 29,824 29,824
Coca-Cola Co. COM 191216100 210,078,360.48 3,109,508 3,092,908 2,862,272 247,236
Cognex Corp. COM 192422103 56,586,540.34 2,087,294 2,087,294 1,899,046 188,248
Cognizant Tech
Solutions Corp. COM 192446102 854,601.00 13,630 13,630 13,630
Cohen & Steers, Inc. COM 19247A100 21,104,685.00 734,076 734,076 714,193 19,883
Coherent, Inc. COM 192479103 55,795,245.12 1,298,772 1,298,772 1,138,259 160,513
Coinstar, Inc. COM 19259P300 18,325,560.00 458,139 458,139 445,754 12,385
Colfax Corp. COM 194014106 12,401,794.32 612,132 612,132 597,991 14,141
Colgate-Palmolive
Co. COM 194162103 237,058,090.16 2,673,186 2,661,083 2,487,664 185,522
Columbia Banking
System, Inc. COM 197236102 49,656,876.88 3,467,659 3,467,659 3,013,179 454,480
Columbus
McKinnon Corp. COM 199333105 2,584,368.01 235,800 235,800 199,400 36,400
Comcast Corp. COM 20030N101 172,866,104.95 8,271,106 8,192,579 7,411,700 859,406
Comerica, Inc. COM 200340107 65,027,335.00 2,830,968 2,830,968 2,688,343 142,625
Commerce
Bancshares Inc. COM 200525103 81,727,900.10 2,351,882 2,351,882 2,208,042 143,840
Commercial Metals
Co. COM 201723103 10,235,888.79 1,076,329 1,076,329 980,429 95,900
Commercial Vehicle
Group, Inc. COM 202608105 3,001,359.97 456,828 456,828 376,328 80,500
CommVault
Systems, Inc. COM 204166102 39,251,580.16 1,059,136 1,059,136 1,035,067 24,069
Compass Minerals
Int'l, Inc. COM 20451N101 48,966,368.22 733,249 733,249 640,929 92,320
Complete
Production
Services COM 20453E109 47,000,439.20 2,493,392 2,493,392 2,151,392 342,000
Computer
Programs &
Systems, Inc. COM 205306103 3,937,578.75 59,525 59,525 59,525
comScore, Inc. COM 20564W105 3,918,057.49 232,250 232,250 232,250
Concho Resources,
Inc. COM 20605P101 4,733,157.62 66,533 66,533 66,533
Concur
Technologies, Inc. COM 206708109 5,532,864.66 148,653 148,653 144,510 4,143
Connecticut Water
Service, Inc. COM 207797101 3,495,819.42 139,721 139,721 114,721 25,000
ConocoPhillips Co. COM 20825C104 90,343,076.40 1,426,770 1,426,770 1,426,770
9/30/2011
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
----------------------
Consol Energy, Inc. COM 20854P109 98,536,689.75 2,904,117 2,887,917 2,662,303 241,814
Constant Contact,
Inc. COM 210313102 16,232,872.12 938,859 938,859 793,359 145,500
Continental
Resources, Inc. COM 212015101 24,746,092.00 511,600 511,600 498,065 13,535
Convio, Inc. COM 21257W105 4,533,629.15 539,076 539,076 539,076
Cooper Cos., Inc. COM 216648402 88,904,604.34 1,123,242 1,123,242 984,224 139,018
Cooper Industries
plc COM G24140108 10,400,198.36 225,503 225,503 225,503
Core Laboratories
L.P. CV 0.25% 10/31/2011 21868FAB9 8,424,500.01 4,150,000 4,150,000 800,000 3,350,000
Cornerstone
OnDemand, Inc. COM 21925Y103 13,406,125.24 1,069,069 1,069,069 1,045,456 23,613
Corning, Inc. COM 219350105 45,715,029.72 3,698,627 3,698,380 3,641,076 57,551
Corvel Corp. COM 221006109 2,168,604.99 51,026 51,026 42,226 8,800
Costar Group, Inc. COM 22160N109 19,193,768.28 369,324 369,324 359,317 10,007
Costco Wholesale
Corp. COM 22160K105 1,368,201.32 16,661 16,661 16,661
Coventry
Healthcare, Inc. COM 222862104 71,909,241.43 2,495,982 2,495,982 2,310,082 185,900
Covidien plc COM G2554F113 29,350,688.85 665,549 653,778 549,169 116,380
CPI Aerostructures,
Inc. COM 125919308 1,895,342.97 199,300 199,300 164,500 34,800
CRA International,
Inc. COM 12618T105 4,252,125.01 212,500 212,500 174,600 37,900
Cracker Barrel Old
Country COM 22410J106 25,112,324.40 626,555 626,555 552,005 74,550
Crane Co. COM 224399105 31,802,395.39 891,073 891,073 800,173 90,900
Credit Suisse Group
AG Spon ADR 225401108 5,912,974.08 225,342 224,994 225,188 154
Crocs, Inc. COM 227046109 16,218,210.60 685,180 685,180 666,725 18,455
CSX Corp. COM 126408103 14,853,627.96 795,588 795,588 795,588
CSX Corp. CV 0% 10/30/2021 126408GA5 2,291,375.00 1,150,000 1,150,000 1,150,000
CTS Corp. COM 126501105 6,435,911.27 791,625 791,625 651,025 140,600
Cubist
Pharmaceuticals,
Inc. COM 229678107 45,599,850.68 1,291,049 1,291,049 1,256,060 34,989
Cullen/Frost
Bankers, Inc. COM 229899109 100,839,903.03 2,198,864 2,198,864 2,081,569 117,295
Cummins, Inc. COM 231021106 5,830,360.68 71,398 71,398 71,398
CVB Financial
Corp. COM 126600105 46,498,530.87 6,046,623 6,046,623 5,307,553 739,070
CVS Caremark
Corp. COM 126650100 251,249,488.84 7,482,117 7,453,793 7,025,286 456,831
Cypress
Semiconductor
Corp. COM 232806109 28,415,245.64 1,898,146 1,898,146 1,744,746 153,400
Danaher Corp. COM 235851102 10,871,141.58 259,207 259,207 259,207
Danaher Corp. CV 0% 1/22/2021 235851AF9 18,584,982.50 15,218,000 15,218,000 11,643,000 3,575,000
Darden Restaurants,
Inc. COM 237194105 49,676,825.31 1,162,031 1,162,031 1,060,631 101,400
Darling
International, Inc. COM 237266101 12,505,647.00 993,300 993,300 829,300 164,000
9/30/2011
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
----------------------
DaVita, Inc. COM 23918K108 63,868,689.12 1,019,127 1,013,627 920,029 99,098
Deckers Outdoor
Corp. COM 243537107 67,554,746.20 724,370 724,370 663,833 60,537
Dell, Inc. COM 24702R101 46,882,261.10 3,313,234 3,313,234 3,227,817 85,417
Delta Air Lines
2010-2 COM 247361702 3,790,665.00 505,422 505,307 498,183 7,239
Denbury Resources,
Inc. COM 247916208 6,404,361.50 556,901 556,901 556,901
Dendreon Corp. CV 2.875% 01/15/2016 24823QAC1 13,275,937.50 18,375,000 18,375,000 12,470,000 5,905,000
Devon Energy Corp. COM 25179M103 126,779,471.28 2,286,787 2,274,641 2,103,590 183,197
DexCom, Inc. COM 252131107 19,367,628.00 1,613,969 1,613,969 1,577,179 36,790
DFC Global Corp. COM 23324T107 17,061,572.50 780,850 780,850 761,626 19,224
DG FastChannel,
Inc. COM 23326R109 21,850,245.00 1,289,100 1,289,100 1,076,400 212,700
Diageo plc Spon ADR 25243Q205 97,948,864.75 1,289,989 1,281,589 1,161,266 128,723
Diamond Foods Inc. COM 252603105 42,441,258.48 531,912 531,912 517,105 14,807
Dice Holdings, Inc. COM 253017107 7,692,534.00 983,700 983,700 821,400 162,300
Dick's Sporting
Goods, Inc. COM 253393102 49,781,018.42 1,487,777 1,487,777 1,412,018 75,759
DigitalGlobe, Inc. COM 25389M877 680,050.00 35,000 35,000 35,000
Diodes, Inc. COM 254543101 39,474,176.00 2,202,800 2,202,800 1,924,600 278,200
Diodes, Inc. CV 2.25% 10/01/2026 254543AA9 3,435,700.00 3,440,000 3,440,000 410,000 3,030,000
Discover Financial
Services COM 254709108 6,647,254.98 289,767 289,767 289,767
Discovery
Communications,
Inc. COM 25470F104 24,257,940.30 644,815 644,815 629,915 14,900
Dole Food Co., Inc. COM 256603101 38,209,010.00 3,820,901 3,820,901 3,343,601 477,300
Dominion
Resources, Inc. COM 25746U109 6,360,008.67 125,271 125,271 110,035 15,236
Donegal Group, Inc. COM 257701201 5,138,684.04 426,801 426,801 350,680 76,121
Dorman Products,
Inc. COM 258278100 7,265,856.59 219,645 219,645 179,600 40,045
Dover Corp. COM 260003108 151,398,833.19 3,248,902 3,231,602 2,970,767 278,135
Dow Chemical Co. COM 260543103 122,539,805.98 5,455,913 5,455,671 5,342,547 113,366
Dr. Pepper Snapple
Group, Inc. COM 26138E109 17,892,781.76 461,392 461,392 451,392 10,000
Drew Industries, Inc. COM 26168L205 5,364,629.98 268,500 268,500 220,800 47,700
Duke Energy Corp. COM 26441C105 44,081,948.00 2,205,200 2,205,200 2,205,200
Duke Realty Corp. COM 264411505 43,738,705.49 4,165,591 4,165,591 3,663,291 502,300
Dunkin' Brands
Group, Inc. COM 265504100 3,357,240.00 121,200 121,200 121,200
Dynamic Materials
Corp. COM 267888105 6,647,917.50 422,090 422,090 376,390 45,700
E.I. du Pont de
Nemours & Co. COM 263534109 6,131,717.76 153,408 153,408 134,657 18,751
East West Bancorp,
Inc. COM 27579R104 20,131,094.33 1,350,174 1,350,174 1,214,194 135,980
9/30/2011
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
----------------------
Eastman Chemical
Co. COM 277432100 69,348,453.82 1,011,943 1,011,943 954,743 57,200
Eaton Corp. COM 278058102 184,029,728.01 5,183,936 5,160,471 4,862,304 321,632
eBay, Inc. COM 278642103 2,992,173.36 101,464 101,464 101,464
Echo Global
Logistics, Inc. COM 27875T101 2,917,195.41 219,338 219,338 219,338
El Paso Corp. COM 28336L109 244,589,320.09 13,992,524 13,942,912 13,284,319 708,205
Electronic Arts, Inc. COM 285512109 10,379,458.85 507,553 507,553 507,553
Electronics for
Imaging, Inc. COM 286082102 2,220,489.08 164,847 164,847 135,647 29,200
Elster Group SE Spon ADR 290348101 31,780,710.00 2,125,800 2,125,800 1,883,000 242,800
EMC Corp. COM 268648102 119,895,152.86 5,712,013 5,688,655 5,325,403 386,610
EMC Corp. CV 1.75% 12/01/2011 268648AK8 10,913,437.51 8,315,000 8,315,000 6,115,000 2,200,000
EMC Corp. CV 1.75% 12/01/2013 268648AM4 89,215,252.50 62,994,000 62,994,000 54,619,000 8,375,000
EMCOR Group, Inc. COM 29084Q100 57,876,318.19 2,846,843 2,846,843 2,456,943 389,900
Emerson Electric
Co. COM 291011104 55,658,831.37 1,347,345 1,347,242 1,303,668 43,677
Encore Capital
Group, Inc. COM 292554102 17,535,083.85 802,521 802,521 670,117 132,404
Endologix, Inc. COM 29266S106 61,709,695.38 6,146,384 6,146,384 6,001,738 144,646
EnerSys COM 29275Y102 29,320,170.90 1,464,544 1,464,544 1,303,944 160,600
ENI S.p.A. Spon ADR 26874R108 10,194,023.40 290,180 290,180 290,180
Ensco plc Spon ADR 29358Q109 13,812,181.76 341,632 341,632 334,985 6,647
Entertainment
Properties Trust COM 29380T105 62,342,234.22 1,599,339 1,599,339 1,402,519 196,820
EOG Resources, Inc. COM 26875P101 18,207,106.02 256,402 256,402 252,362 4,040
ePocrates, Inc. COM 29429D103 2,084,959.07 231,405 231,405 231,405
EQT Corp. COM 26884L109 176,341,246.60 3,304,746 3,304,746 3,139,874 164,872
Equinix, Inc. CV 4.75% 06/15/2016 29444UAH9 6,772,250.00 5,260,000 5,260,000 2,835,000 2,425,000
Essex Rental Corp. COM 297187106 2,618,423.97 1,064,400 1,064,400 878,000 186,400
Estee Lauder Cos.,
Inc. COM 518439104 1,321,904.16 15,049 15,049 15,049
Exponent, Inc. COM 30214U102 4,915,748.85 118,939 118,939 98,339 20,600
Express Scripts, Inc. COM 302182100 120,699,623.49 3,255,992 3,232,992 2,893,670 362,322
Express, Inc. COM 30219E103 18,461,871.00 909,900 909,900 794,594 115,306
Exterran Energy
Corp. CV 4.75% 1/15/2014 410768AE5 9,672,000.00 10,400,000 10,400,000 10,400,000
Exxon Mobil Corp. COM 30231G102 571,318,128.05 7,866,145 7,833,730 7,323,013 543,132
F5 Networks, Inc. COM 315616102 3,362,228.10 47,322 47,322 47,322
Famous Dave's Of
America, Inc. COM 307068106 2,291,146.86 266,103 266,103 197,500 68,603
FARO
Technologies, Inc. COM 311642102 42,009,739.97 1,331,529 1,331,529 1,264,001 67,528
9/30/2011
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
----------------------
Fastenal Co. COM 311900104 201,710.08 6,061 6,061 6,061
Fifth Third Bank COM 316773100 61,654,621.80 6,104,418 6,104,418 6,018,459 85,959
Fifth Third Bank CVPFD 8.5% 12/31/2049 316773209 28,514,336.75 222,925 222,925 159,775 63,150
Financial Engines,
Inc. COM 317485100 34,065,797.40 1,881,049 1,881,049 1,834,775 46,274
Finisar Corp. COM 31787A507 4,665,955.72 266,018 266,018 266,018
First Financial
Bancorp COM 320209109 36,221,011.80 2,624,711 2,624,711 2,306,891 317,820
First PacTrust
Bancorp, Inc. COM 33589V101 8,042,045.29 709,801 709,801 614,801 95,000
Fiserv, Inc. COM 337738108 72,725,943.42 1,432,459 1,432,459 1,360,159 72,300
Five Star Quality
Care, Inc. CV 3.75% 10/15/2026 33832DAB2 11,735,893.75 12,535,000 12,535,000 10,610,000 1,925,000
FleetCor
Technologies, Inc. COM 339041105 87,184,197.90 3,320,038 3,320,038 2,886,765 433,273
FLIR Systems, Inc. COM 302445101 28,907,700.01 1,154,000 1,154,000 1,116,440 37,560
Flowserve Corp. COM 34354P105 6,919,222.00 93,503 93,503 93,503
Fluidigm Corp. COM 34385P108 5,163,948.51 370,707 370,707 370,707
Fluor Corp. COM 343412102 8,634,000.90 185,478 185,478 166,842 18,636
Fluor Corp. CV 1.5% 2/15/2024 343412AA0 6,444,718.75 3,805,000 3,805,000 1,790,000 2,015,000
Ford Motor Co. COM 345370860 210,091,009.88 21,726,061 21,618,592 20,160,820 1,565,241
Ford Motor Co. CV 4.25% 11/15/2016 345370CN8 47,831,979.99 36,688,000 36,688,000 30,363,000 6,325,000
Forest Oil Corp. COM 346091705 18,572,270.38 1,289,741 1,289,741 1,240,941 48,800
FormFactor, Inc. COM 346375108 3,168,578.00 508,600 508,600 418,500 90,100
Fortinet, Inc. COM 34959E109 16,997,248.80 1,011,741 1,011,741 1,002,234 9,507
Fortune Brands, Inc. COM 349631101 179,105,496.98 3,311,862 3,311,862 3,103,654 208,208
Francesca's
Holdings Corp. COM 351793104 447,382.53 21,093 21,093 21,093
Franklin Resources,
Inc. COM 354613101 8,482,311.60 88,690 88,690 86,230 2,460
Freeport-McMoRan,
Inc. COM 35671D857 57,346,485.00 1,883,300 1,883,300 1,847,369 35,931
Fresenius Medical
Care AG & Co. Spon ADR 358029106 13,016,947.74 192,758 192,457 192,623 135
FTI Consulting, Inc. COM 302941109 44,583,167.70 1,211,170 1,211,170 1,061,570 149,600
FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 4,256,437.50 3,450,000 3,450,000 3,450,000
Fusion-io, Inc. COM 36112J107 17,809,916.00 937,364 937,364 912,069 25,295
Gafisa S.A. Spon ADR 362607301 4,271,969.52 740,376 739,251 739,879 497
Garmin Ltd. COM H2906T109 8,812,998.00 277,400 277,400 272,400 5,000
GATX Corp. COM 361448103 57,961,805.61 1,870,339 1,870,339 1,641,688 228,651
Gaylord
Entertainment Co. COM 367905106 37,944,209.70 1,961,955 1,961,955 1,740,295 221,660
General Cable Corp. COM 369300108 45,504,900.30 1,948,818 1,948,818 1,793,018 155,800
9/30/2011
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
----------------------
General Electric Co. COM 369604103 180,436,213.83 11,839,647 11,839,177 11,700,689 138,958
General Mills, Inc. COM 370334104 16,886,791.20 438,960 438,960 438,960
General Motors Co. COM 37045V100 28,631,020.76 1,418,782 1,418,782 1,395,627 23,155
General Motors Co. CVPFD 4.75%12/01/2013 37045V209 37,686,338.76 1,074,297 1,074,297 797,797 276,500
General Motors Co. Warrant - 07/10/2016 37045V118 1,974,365.16 169,619 169,619 169,619
General Motors Co. Warrant - 07/10/2019 37045V126 1,345,078.67 169,619 169,619 169,619
Genesco, Inc. COM 371532102 74,739,112.00 1,450,400 1,450,400 1,273,500 176,900
Genesee &
Wyoming, Inc. COM 371559105 87,779,146.24 1,886,912 1,886,912 1,724,065 162,847
Genomic Health,
Inc. COM 37244C101 20,734,437.36 943,332 943,332 922,301 21,031
Gentex Corp. COM 371901109 32,462,305.21 1,349,784 1,349,784 1,242,742 107,042
Genuine Parts Co. COM 372460105 5,588,000.00 110,000 110,000 110,000
GeoEye, Inc. COM 37250W108 1,156,680.00 40,800 40,800 40,800
Gilead Sciences, Inc. COM 375558103 9,195,716.40 237,003 237,003 227,051 9,952
Gilead Sciences, Inc. CV 0.625% 05/01/2013 375558AH6 72,958,050.00 63,580,000 63,580,000 58,155,000 5,425,000
Gilead Sciences, Inc. CV 1% 05/01/2014 375558AN3 24,853,400.00 22,880,000 22,880,000 13,655,000 9,225,000
GlaxoSmithKline
plc Spon ADR 37733W105 48,223,829.70 1,167,930 1,167,334 1,070,989 96,941
Global Geophysical
Services COM 37946S107 3,343,287.50 419,484 419,484 419,484
Global Payments,
Inc. COM 37940X102 32,841,714.85 813,115 813,115 732,215 80,900
Golar LNG Ltd. COM G9456A100 22,465,123.10 706,895 706,895 687,855 19,040
Goldman Sachs
Group, Inc. COM 38141G104 183,139,946.20 1,936,964 1,936,894 1,910,315 26,649
Goodrich (B.F.) Co. COM 382388106 127,033,198.56 1,052,645 1,043,945 928,195 124,450
Goodyear Tire & CVPFD 5.875%
Rubber 04/01/2014 382550309 1,585,265.00 40,700 40,700 13,250 27,450
Google, Inc. COM 38259P508 33,120,928.20 64,390 64,390 58,281 6,109
Green Mountain
Coffee Roasters COM 393122106 7,495,332.18 80,647 80,647 80,647
Greif, Inc. COM 397624107 100,523,952.15 2,343,762 2,343,762 2,169,812 173,950
Guess, Inc. COM 401617105 69,513,805.13 2,439,937 2,439,937 2,298,537 141,400
GulfMark Offshore,
Inc. COM 402629208 102,237,466.17 2,813,359 2,813,359 2,517,380 295,979
H&E Equipment
Services, Inc. COM 404030108 3,237,299.99 392,400 392,400 323,300 69,100
H.J. Heinz Co. COM 423074103 4,417,000.00 87,500 87,500 87,500
Haemonetics
Corp. COM 405024100 40,721,787.76 696,337 696,337 610,637 85,700
Halliburton
Co. COM 406216101 168,024,670.63 5,505,396 5,480,569 5,114,393 391,003
Hancock Holding
Co. COM 410120109 59,689,379.70 2,228,879 2,228,879 2,096,279 132,600
Hanesbrands,
Inc. COM 410345102 7,615,970.17 304,517 304,517 304,517
9/30/2011
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
----------------------
Hanger Orthopedic
Group, Inc. COM 41043F208 2,782,497.00 147,300 147,300 123,000 24,300
Hansen Natural
Corp. COM 411310105 23,173,225.46 265,474 265,474 221,974 43,500
Harley-Davidson,
Inc. COM 412822108 6,063,124.29 176,613 176,613 176,613
Harman Int'l
Industries, Inc. COM 413086109 32,120,147.47 1,123,868 1,123,868 1,082,968 40,900
Hartford Financial
Group, Inc. CVPFD 7.25% 04/01/2013 416515708 20,026,490.22 1,039,797 1,039,797 876,797 163,000
Haynes
International, Inc. COM 420877201 391,050.00 9,000 9,000 9,000
HCA Holdings, Inc. COM 40412C101 12,266,896.32 608,477 608,477 560,242 48,235
HCC Insurance
Holdings, Inc. COM 404132102 35,445,129.82 1,310,356 1,310,356 1,176,756 133,600
Health Care REIT,
Inc. CV 3% 12/01/2029 42217KAR7 13,980,907.50 13,174,000 13,174,000 12,399,000 775,000
Health Care REIT,
Inc. CV 4.75% 07/15/2027 42217KAQ9 13,824,400.00 12,920,000 12,920,000 8,640,000 4,280,000
HealthSouth Corp. COM 421924309 8,820,211.03 590,771 590,771 580,071 10,700
HealthSpring, Inc. COM 42224N101 59,940,422.30 1,644,005 1,644,005 1,462,099 181,906
Healthways Inc. COM 422245100 12,143,824.72 1,235,384 1,235,384 1,030,998 204,386
Heartland Express,
Inc. COM 422347104 76,998,900.37 5,678,385 5,678,385 5,014,353 664,032
HeartWare
International, Inc. CV 3.5% 12/15/2017 422368AA8 4,962,562.50 4,975,000 4,975,000 1,555,000 3,420,000
HEICO Corp. COM 422806109 25,241,261.08 512,617 512,617 464,794 47,823
HEICO Corp. Class A 422806208 9,072,312.82 269,528 269,528 224,992 44,536
Helix Energy
Solutions, Inc. COM 42330P107 33,765,407.24 2,577,512 2,577,512 2,249,312 328,200
Helmerich & Payne,
Inc. COM 423452101 9,129,316.00 224,860 224,860 219,760 5,100
Herman Miller, Inc. COM 600544100 12,229,152.78 684,723 684,723 571,723 113,000
Hertz Global
Holdings, Inc. COM 42805T105 118,619,440.30 13,328,027 13,327,368 13,199,507 128,520
Hertz Global
Holdings, Inc. CV 5.25% 06/01/2014 42805TAA3 3,219,065.00 2,462,000 2,462,000 667,000 1,795,000
Hess Corp. COM 42809H107 108,681,329.54 2,071,699 2,071,639 2,043,438 28,261
Hewlett-Packard Co. COM 428236103 17,099,244.55 761,659 761,606 752,697 8,962
Hexcel Corp. COM 428291108 134,406,183.76 6,065,261 6,065,261 5,532,685 532,576
Hibbett Sports Inc. COM 428567101 3,418,382.63 100,867 100,867 100,867
Higher One
Holdings, Inc. COM 42983D104 23,333,815.74 1,434,162 1,434,162 1,395,188 38,974
Hitachi Ltd Spon ADR 433578507 8,005,150.44 161,982 161,756 161,867 115
Hittite Microwave
Corp. COM 43365Y104 29,672,910.00 609,300 609,300 532,400 76,900
Home Bancshares,
Inc. COM 436893200 18,887,200.52 890,066 890,066 798,144 91,922
Home Depot USA,
Inc. COM 437076102 59,332,124.98 1,805,054 1,805,054 1,761,540 43,514
Honda Motor Co.,
Ltd. Spon ADR 438128308 13,892,132.10 476,574 476,007 476,325 249
Honeywell
International, Inc. COM 438516106 50,084,229.01 1,140,611 1,140,611 1,116,252 24,359
9/30/2011
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
----------------------
Hornbeck Offshore
Services, Inc. COM 440543106 9,343,741.00 375,100 375,100 313,000 62,100
Host Hotels &
Resorts, Inc. COM 44107P104 67,270,705.47 6,149,059 6,149,059 5,945,263 203,796
HSBC Holdings plc Spon ADR 404280406 9,982,190.52 262,413 262,005 262,238 175
HSN, Inc. COM 404303109 66,930,385.58 2,020,235 1,998,424 1,801,620 218,615
HUB Group, Inc. Class A 443320106 33,380,537.52 1,180,776 1,180,776 1,036,277 144,499
Human Genome
Sciences, Inc. COM 444903108 32,858,610.39 2,589,331 2,589,331 2,518,061 71,270
Human Genome
Sciences, Inc. CV 2.25% 08/15/2012 444903AM0 43,752,800.00 42,070,000 42,070,000 37,090,000 4,980,000
Humana, Inc. COM 444859102 100,488,131.82 1,381,660 1,376,860 1,291,081 90,579
Huntington
Bancshares, Inc. COM 446150104 7,742,400.00 1,613,000 1,613,000 1,613,000
Huntsman Corp. COM 447011107 2,451,093.58 253,474 253,474 253,474
Hyatt Hotels Corp. COM 448579102 31,516,592.02 1,004,673 1,004,568 962,420 42,253
IAMGOLD Corp. COM 450913108 69,401,472.82 3,508,669 3,508,669 3,403,569 105,100
IBERIABANK
Corp. COM 450828108 72,278,606.92 1,535,882 1,535,882 1,329,820 206,062
ICU Medical, Inc. COM 44930G107 7,271,680.00 197,600 197,600 161,900 35,700
IDEX Corp. COM 45167R104 20,151,514.76 646,711 646,711 539,911 106,800
II-VI, Inc. COM 902104108 25,133,115.00 1,436,178 1,436,178 1,257,184 178,994
Illumina, Inc. CV .625% 02/15/2014 452327AB5 1,838,725.00 980,000 980,000 380,000 600,000
IMPAX
Laboratories, Inc. COM 45256B101 779,085.00 43,500 43,500 42,257 1,243
Imperial Oil Ltd. COM 453038408 80,741,707.22 2,235,993 2,217,893 1,987,832 248,161
Incyte Corp. COM 45337C102 17,940,441.64 1,284,212 1,284,212 1,247,970 36,242
Incyte Corp. CV 4.75% 10/01/2015 45337CAJ1 14,833,237.54 8,345,000 8,345,000 5,540,000 2,805,000
Informatica Corp. COM 45666Q102 26,956,975.50 658,290 658,290 644,290 14,000
ING Groep NV Spon ADR 456837103 8,276,128.95 1,173,919 1,172,099 1,173,103 816
Ingersoll-Rand Co.,
Ltd. CV 4.5% 04/15/2012 45687AAD4 18,106,005.00 11,281,000 11,281,000 7,706,000 3,575,000
Ingersoll-Rand plc COM G47791101 17,794,453.20 633,480 633,480 623,580 9,900
Ingles Markets, Inc. COM 457030104 9,207,584.00 646,600 646,600 646,600
Innophos Holdings,
Inc. COM 45774N108 3,456,768.87 86,701 86,701 86,701
Innospec, Inc. COM 45768S105 7,640,046.54 315,574 315,574 263,489 52,085
Inphi Corp. COM 45772F107 4,110,332.38 468,681 468,681 468,681
Insulet Corp. COM 45784P101 14,321,784.66 938,518 938,518 916,163 22,355
Integra LifeSciences
Holdings COM 457985208 28,216,949.88 788,844 788,844 665,427 123,417
Intel Corp. COM 458140100 102,391,550.83 4,800,354 4,774,929 4,402,834 397,520
Intel Corp. CV 2.95% 12/15/2035 458140AD2 50,285,500.00 49,360,000 49,360,000 42,035,000 7,325,000
9/30/2011
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
-----------------------
Inter Parfums, Inc. COM 458334109 4,961,891.10 321,158 321,158 321,158
Intermune, Inc. CV 5% 03/01/2015 45884XAD5 647,425.00 470,000 470,000 170,000 300,000
International Game
Technology CV 3.25% 05/01/2014 459902AQ5 24,039,015.00 20,813,000 20,813,000 15,495,000 5,318,000
International Paper
Co. COM 460146103 112,829,056.68 4,852,863 4,816,603 4,410,343 442,520
Interpublic Group of
Co., Inc. COM 460690100 211,861,569.56 29,425,218 29,425,218 27,847,425 1,577,793
Interpublic Group of
Co., Inc. CV 4.25% 03/15/2023 460690BA7 47,015,697.50 46,378,000 46,378,000 34,488,000 11,890,000
Int'l Business
Machines Corp. COM 459200101 7,401,493.61 42,287 42,287 42,287
Intuit, Inc. COM 461202103 54,966,498.35 1,158,653 1,158,653 1,108,453 50,200
Intuitive Surgical,
Inc. COM 46120E602 14,766,818.36 40,537 40,537 40,537
Invacare Corp. COM 461203101 52,532,075.52 2,280,038 2,280,038 1,995,488 284,550
Invesco Ltd. COM G491BT108 15,251,944.62 983,362 983,362 971,362 12,000
IPG Photonics Corp. COM 44980X109 11,307,258.24 260,296 260,296 256,735 3,561
iRobot Corp. COM 462726100 25,680,761.67 1,020,698 1,020,698 997,420 23,278
ITC Holdings Corp. COM 465685105 30,645,555.13 395,784 395,784 353,784 42,000
Itron, Inc. COM 465741106 15,027,506.50 509,407 509,407 425,607 83,800
J & J Snack Foods
Corp. COM 466032109 23,926,545.55 497,951 497,951 415,817 82,134
J.C. Penney Co., Inc. COM 708160106 6,795,478.56 253,752 253,752 253,752
Jack Henry &
Assoc., Inc. COM 426281101 62,163,549.00 2,145,050 2,145,050 1,875,200 269,850
Jacobs Engineering
Group, Inc. COM 469814107 55,180,445.59 1,708,902 1,708,902 1,600,002 108,900
Janus Capital Group,
Inc. CV 3.25% 07/15/2014 47102XAG0 4,891,792.50 4,998,000 4,998,000 4,998,000
Jazz
Pharmaceuticals,
Inc. COM 472147107 25,167,680.16 606,158 606,158 589,730 16,428
Jefferies & Co., Inc. CV 3.875% 11/01/2029 472319AG7 21,950,775.00 23,892,000 23,892,000 23,892,000
Jiayuan.com
International Ltd. Spon ADR 477374102 1,956,415.99 244,552 244,552 244,552
John Wiley & Sons,
Inc. COM 968223206 56,585,305.39 1,273,870 1,273,870 1,114,470 159,400
Johnson & Johnson,
Inc. COM 478160104 217,188,749.06 3,409,021 3,408,855 3,351,340 57,681
Johnson Controls,
Inc. COM 478366107 813,646.35 30,855 30,855 30,855
Jones Lang LaSalle,
Inc. COM 48020Q107 21,671,397.66 418,286 418,286 349,186 69,100
Jos. A. Bank
Clothiers, Inc. COM 480838101 53,428,654.00 1,145,800 1,145,800 1,005,700 140,100
Joy Global, Inc. COM 481165108 29,607,980.82 474,639 474,639 474,639
JPMorgan Chase &
Co. COM 46625H100 385,139,811.48 12,786,846 12,754,580 12,285,011 501,835
K12, Inc. COM 48273U102 9,858,035.61 387,197 387,197 379,433 7,764
Kadant, Inc. COM 48282T104 5,487,999.84 309,009 309,009 254,009 55,000
Kaman Corp. COM 483548103 10,840,334.00 389,240 389,240 324,940 64,300
9/30/2011
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
----------------------
Kansas City
Southern COM 485170302 89,752,540.52 1,796,488 1,796,488 1,712,588 83,900
KB Financial Group,
Inc. Spon ADR 48241A105 5,943,646.80 181,430 181,136 181,302 128
Kellogg Co. COM 487836108 19,261,322.37 362,123 362,123 333,839 28,284
Kennametal, Inc. COM 489170100 95,131,406.62 2,905,663 2,905,663 2,691,163 214,500
Key Energy
Services, Inc. COM 492914106 60,687,117.01 6,394,849 6,394,849 5,645,699 749,150
KeyCorp COM 493267108 7,476,546.03 1,260,800 1,260,515 1,243,272 17,528
KeyCorp CVPFD 7.75% 12/31/2049 493267405 962,581.62 9,438 9,438 9,438
Kinetic Concepts,
Inc. COM 49460W208 114,288,774.69 1,734,539 1,734,539 1,607,722 126,817
Kirby Corp. COM 497266106 76,056,114.42 1,444,835 1,444,835 1,275,215 169,620
KMG Chemicals,
Inc. COM 482564101 5,041,849.11 409,241 409,241 337,248 71,993
Knight
Transportation,
Inc. COM 499064103 41,074,407.11 3,085,981 3,085,981 2,702,361 383,620
Kodiak Oil and Gas
Corp. COM 50015Q100 33,466,997.68 6,423,608 6,423,608 6,263,384 160,224
Kohl's Corp. COM 500255104 13,059,912.60 265,986 265,986 265,986
Koppers Holdings,
Inc. COM 50060P106 63,786,596.49 2,490,691 2,490,691 2,248,069 242,622
Korn/Ferry
International, Inc. COM 500643200 28,750,054.05 2,358,495 2,358,495 2,069,895 288,600
Kraft Foods, Inc. COM 50075N104 28,308,242.22 843,009 843,009 843,009
Kraton Performance
Polymers COM 50077C106 5,828,165.44 360,208 360,208 300,729 59,479
Kroger Co. COM 501044101 20,359,964.73 927,139 912,550 798,241 128,898
Kronos Worldwide,
Inc. COM 50105F105 18,107,752.32 1,126,104 1,126,104 968,391 157,713
L-3
Communications
Hldgs, Inc. CV 3.0% 8/1/2035 502413AW7 5,730,000.00 6,000,000 6,000,000 2,225,000 3,775,000
Laboratory Corp. of
America CV 0% 09/11/2021 50540RAG7 6,657,007.47 6,207,000 6,207,000 2,932,000 3,275,000
Lam Research Corp. COM 512807108 13,948,420.86 367,257 367,257 329,090 38,167
Las Vegas Sands
Corp. COM 517834107 793,407.96 20,694 20,694 20,694
Lasalle Hotel
Properties COM 517942108 9,256,320.00 482,100 482,100 402,600 79,500
Lattice
Semiconductor
Corp. COM 518415104 5,376,525.00 1,024,100 1,024,100 842,500 181,600
Lazard Ltd. COM G54050102 125,064,426.44 5,927,224 5,927,224 5,688,609 238,615
Lear Corp. COM 521865204 15,678,577.20 365,468 365,468 358,568 6,900
Legg Mason, Inc. COM 524901105 2,472,762.10 96,179 96,179 96,179
Liberty Media (VIA) CV 3.25% 03/15/2031 530715AR2 26,145,000.00 33,200,000 33,200,000 33,200,000
Life Technologies
Corp. CV 1.5% 2/15/2024 46185RAK6 20,300,000.00 20,000,000 20,000,000 20,000,000
Limited Brands, Inc. COM 532716107 10,045,294.99 260,849 260,849 260,849
Linear Technology
Corp. CV 3% 05/01/2027 535678AC0 8,505,450.00 8,298,000 8,298,000 8,298,000
Liquidity Services,
Inc. COM 53635B107 35,641,539.68 1,111,367 1,111,367 1,089,219 22,148
9/30/2011
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
--------------------
Littelfuse, Inc. COM 537008104 60,212,544.92 1,497,452 1,497,452 1,310,838 186,614
LivePerson, Inc. COM 538146101 20,659,493.43 2,076,331 2,076,331 2,028,908 47,423
Lone Pine
Resources, Inc. COM 54222A106 3,713,820.00 562,700 562,700 469,800 92,900
LPL Investment
Holdings, Inc. COM 50213H100 100,382,791.94 3,948,969 3,948,969 3,718,469 230,500
LSB Industries, Inc. COM 502160104 5,324,018.98 185,700 185,700 152,300 33,400
Lululemon
Athletics, Inc. COM 550021109 17,047,787.05 350,417 350,417 340,945 9,472
Luminex Corp. COM 55027E102 4,044,872.16 182,448 182,448 178,348 4,100
LyondellBasell
Industries NV Class A N53745100 85,279,291.21 3,490,761 3,471,961 3,218,191 272,570
M&T Bank Corp. COM 55261F104 81,247,950.45 1,162,346 1,150,893 1,005,824 156,522
Macy's, Inc. COM 55616P104 84,448,693.86 3,208,537 3,208,537 3,109,828 98,709
Magnum Hunter
Resources Corp COM 55973B102 1,476,935.24 446,204 446,204 446,204
Maidenform Brands,
Inc. COM 560305104 16,418,697.13 701,354 701,354 648,109 53,245
Marathon Oil Corp. COM 565849106 13,839,668.27 641,319 641,208 633,634 7,685
Marathon Petroleum
Corp. COM 56585A102 8,344,816.92 308,382 308,327 304,542 3,840
Marcus Corp. (The) COM 566330106 3,694,454.92 371,302 371,302 305,502 65,800
MarketAxess
Holdings, Inc. COM 57060D108 26,262,090.08 1,009,304 1,009,304 984,479 24,825
Marlin Business
Services Corp. COM 571157106 5,172,693.98 487,990 487,990 401,590 86,400
Marriott
International, Inc. COM 571903202 77,124,207.64 2,831,285 2,831,123 2,803,805 27,480
Marsh & McLennan
Cos. COM 571748102 204,480,190.20 7,704,604 7,657,104 7,032,724 671,880
Marten Transport
Ltd. COM 573075108 5,193,998.23 301,276 301,276 247,676 53,600
Masimo Corp. COM 574795100 12,167,105.15 561,991 561,991 469,291 92,700
Mastercard, Inc. COM 57636Q104 22,949,380.44 72,359 71,259 61,175 11,184
Materion Corp. COM 576690101 18,168,018.10 801,059 801,059 783,173 17,886
MAXIMUS, Inc. COM 577933104 67,818,587.40 1,943,226 1,943,226 1,702,576 240,650
MaxLinear, Inc. COM 57776J100 1,987,257.49 307,625 307,625 307,625
Maxwell
Technologies, Inc. COM 577767106 33,529,451.81 1,821,263 1,821,263 1,783,683 37,580
McDermott
International, Inc. COM 580037109 5,718,531.12 531,462 531,462 531,462
McDonald's Corp. COM 580135101 10,964,151.36 124,848 124,848 124,848
McGrath RentCorp. COM 580589109 7,198,854.01 302,600 302,600 249,100 53,500
McKesson Corp. COM 58155Q103 252,738,496.60 3,476,458 3,466,306 3,309,524 166,934
Medco Health
Solutions, Inc. COM 58405U102 8,107,093.44 172,896 172,896 153,405 19,491
Medifast, Inc. COM 58470H101 4,287,825.00 265,500 265,500 218,400 47,100
MEDNAX, Inc. COM 58502B106 33,731,640.00 538,500 538,500 457,834 80,666
9/30/2011
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
-----------------------
MedQuist Holdings,
Inc. COM 58506K102 3,454,163.99 456,900 456,900 456,900
Medtronic, Inc. COM 585055106 664,800.00 20,000 20,000 20,000
Medtronic, Inc. CV 1.625% 04/15/2013 585055AM8 51,669,931.26 51,349,000 51,349,000 36,674,000 14,675,000
Men's Wearhouse,
Inc. COM 587118100 56,421,445.94 2,163,399 2,163,399 1,911,699 251,700
Merck & Co., Inc. COM 58933Y105 210,384,439.68 6,431,808 6,419,910 6,241,304 190,504
Mercury Computer
Systems, Inc. COM 589378108 2,607,049.99 226,700 226,700 187,100 39,600
Merit Medical
Systems, Inc. COM 589889104 8,204,117.16 624,362 624,362 548,987 75,375
Meritor, Inc. CV Step% 03/01/2026 043353AF8 22,179,206.27 28,851,000 28,851,000 26,996,000 1,855,000
Metalico, Inc. COM 591176102 1,799,085.57 461,304 461,304 381,034 80,270
Methode
Electronics, Inc. COM 591520200 4,829,500.05 650,000 650,000 534,800 115,200
MetLife, Inc. COM 59156R108 80,019,164.07 2,856,807 2,841,038 2,668,995 187,812
MetLife, Inc. CVPFD 5% 9/11/2013 59156R116 71,151,066.00 1,257,975 1,257,975 1,087,275 170,700
MF Global Hldgs
Ltd. CV 9% 06/20/2038 55276YAB2 3,657,237.50 3,430,000 3,430,000 1,580,000 1,850,000
MF Global Hldgs
Ltd. CV 1.875% 02/01/2016 55277JAA6 4,472,000.00 5,590,000 5,590,000 3,070,000 2,520,000
MF Global Hldgs
Ltd. CV 3.375% 08/01/2018 55277JAB4 6,300,000.00 8,000,000 8,000,000 4,185,000 3,815,000
MGM Resorts
International CV 4.25% 04/15/2015 55303QAE0 5,133,281.25 5,825,000 5,825,000 2,025,000 3,800,000
MGM Resorts
International COM 552953101 18,770,649.38 2,020,522 2,020,522 1,905,422 115,100
Michael Baker Corp. COM 057149106 886,025.08 46,316 46,316 46,316
Micron Technology,
Inc. COM 595112103 34,335,675.36 6,812,634 6,812,634 6,647,818 164,816
Microsoft Corp. COM 594918104 139,315,054.70 5,597,230 5,597,077 5,497,684 99,546
Mid-America
Apartment
Communities, Inc. COM 59522J103 15,898,080.00 264,000 264,000 220,400 43,600
Middleby Corp. COM 596278101 49,003,168.50 695,475 695,475 626,481 68,994
MidSouth Bancorp,
Inc. COM 598039105 4,707,994.71 437,953 437,953 360,153 77,800
Mitek Systems, Inc. COM 606710200 4,003,400.03 432,800 432,800 432,800
Mobile Mini, Inc. COM 60740F105 6,885,072.02 418,800 418,800 344,300 74,500
Modine
Manufacturing
Co. COM 607828100 3,620,303.51 399,592 399,592 328,892 70,700
Mohawk Industries,
Inc. COM 608190104 15,381,690.20 358,464 358,464 322,064 36,400
Molson Coors
Brewing Co. CV 2.5% 07/30/2013 60871RAA8 47,390,768.75 44,867,000 44,867,000 37,037,000 7,830,000
Molycorp, Inc. CV 5.5% 03/01/2014 608753208 2,781,136.80 40,248 40,248 40,248
Monro Muffler
Brake, Inc. COM 610236101 22,375,090.50 678,650 678,650 660,299 18,351
Monsanto Co. COM 61166W101 63,707,243.20 1,061,080 1,061,080 1,048,252 12,828
Monster Worldwide,
Inc. COM 611742107 12,034,527.24 1,676,118 1,676,118 1,532,534 143,584
Moody's Corp. COM 615369105 8,517,839.40 279,732 279,732 279,732
9/30/2011
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
----------------------
Moog, Inc. COM 615394202 46,796,815.54 1,434,605 1,434,605 1,272,667 161,938
Morgan Stanley COM 617446448 60,397,638.98 4,473,899 4,473,728 4,406,375 67,524
Mosaic Co. COM 61945C103 123,726,524.67 2,526,578 2,510,409 2,295,340 231,238
Multi-Color Corp. COM 625383104 13,092,079.66 579,552 579,552 482,952 96,600
MWI Veterinary
Supply, Inc. COM 55402X105 2,641,724.53 38,386 38,386 38,386
Mylan Laboratories,
Inc. COM 628530107 79,701,321.00 4,688,313 4,688,313 4,624,113 64,200
Mylan Laboratories,
Inc. CV 3.75% 09/15/2015 628530AJ6 8,796,930.00 6,046,000 6,046,000 3,821,000 2,225,000
MYR Group, Inc. COM 55405W104 27,197,987.03 1,541,836 1,541,836 1,469,917 71,919
Nabors Industeries
Ltd. COM G6359F103 5,045,946.28 411,578 411,578 411,578
NASDAQ OMX
Group, Inc. CV 2.5% 08/15/2013 631103AA6 8,164,515.00 7,946,000 7,946,000 7,946,000
Nash Finch Co. COM 631158102 3,570,918.00 132,600 132,600 109,100 23,500
Nash Finch Co. CV Step% 03/15/2035 631158AD4 6,757,520.00 15,358,000 15,358,000 7,908,000 7,450,000
National Grid plc Spon ADR 636274300 19,497,313.60 393,091 392,486 392,821 270
National Instruments
Corp. COM 636518102 13,411,550.52 586,682 586,682 489,811 96,871
National Oilwell
Varco, Inc. COM 637071101 5,405,349.04 105,532 105,532 96,419 9,113
Navigators Group,
Inc. (The) COM 638904102 55,440,763.20 1,283,351 1,283,351 1,127,651 155,700
Navistar
International
Corp. CV 3% 10/15/2014 63934EAL2 2,773,050.00 2,780,000 2,780,000 235,000 2,545,000
NCR Corp. COM 62886E108 7,143,287.70 422,930 422,930 422,930
Neenah Paper, Inc. COM 640079109 4,822,263.50 340,075 340,075 280,175 59,900
NeoPhotonics Corp. COM 64051T100 2,932,159.69 426,186 426,186 426,186
NetApp, Inc. COM 64110D104 843,714.46 24,859 24,859 24,859
NetApp, Inc. CV 1.75% 06/01/2013 64110DAB0 49,587,557.50 40,729,000 40,729,000 35,229,000 5,500,000
NetLogic
Microsystems,
Inc. COM 64118B100 22,938,848.00 476,800 476,800 398,000 78,800
NetQin Mobile, Inc. ADR 64118U108 1,980,856.83 517,195 517,195 517,195
Netsuite, Inc. COM 64118Q107 36,329,071.23 1,345,023 1,345,023 1,309,411 35,612
Newmont Mining
Corp. COM 651639106 6,336,797.60 100,744 100,744 89,867 10,877
Newmont Mining
Corp. CV 1.25% 07/15/2014 651639AH9 48,462,356.25 33,165,000 33,165,000 32,340,000 825,000
Newmont Mining
Corp. CV 1.625% 07/15/2017 651639AJ5 17,349,000.00 11,566,000 11,566,000 11,566,000
Newmont Mining
Corp. CV 3% 02/15/2012 651639AK2 49,575,072.50 35,762,000 35,762,000 27,022,000 8,740,000
News Corp. COM 65248E104 67,381,441.40 4,355,620 4,355,620 4,355,620
NextEra Energy,
Inc. COM 65339F101 211,009,041.53 3,906,128 3,883,188 3,571,253 334,875
NIC Inc. COM 62914B100 20,202,025.03 1,764,369 1,764,369 1,536,999 227,370
Nike, Inc. COM 654106103 2,077,721.98 24,298 24,298 24,298
9/30/2011
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
-----------------------
Nippon Telegraph &
Telephone Corp. Spon ADR 654624105 11,233,364.30 469,034 468,284 468,698 336
NJ Resources Corp. COM 646025106 45,398,563.76 1,066,445 1,066,445 933,295 133,150
Noble Energy, Inc. COM 655044105 4,891,501.20 69,089 69,089 63,923 5,166
Nordstrom, Inc. COM 655664100 1,277,715.28 27,971 27,971 27,971
Northeast Utility
Service Co. COM 664397106 17,039,249.55 506,367 506,367 497,267 9,100
Northrim BanCorp,
Inc. COM 666762109 3,813,091.70 197,059 197,059 162,903 34,156
Novartis AG Spon ADR 66987V109 16,765,187.01 300,613 300,141 300,404 209
Novo Nordisk A/S Spon ADR 670100205 1,046,850.88 10,519 10,519 10,519
NPS
Pharmaceuticals,
Inc. COM 62936P103 4,084,354.48 627,397 627,397 627,397
Nuance
Communications,
Inc. COM 67020Y100 62,433,777.09 3,066,492 3,066,492 2,832,692 233,800
Nuance
Communications,
Inc. CV 2.75% 08/15/2027 67020YAB6 32,144,512.50 25,461,000 25,461,000 19,686,000 5,775,000
Nucor Corp. COM 670346105 3,032,061.20 95,830 95,830 95,830
NuVasive, Inc. COM 670704105 58,474,753.13 3,425,586 3,425,586 3,224,886 200,700
NuVasive, Inc. CV 2.75% 07/01/2017 670704AC9 20,790,000.00 24,750,000 24,750,000 16,855,000 7,895,000
NV Energy, Inc. COM 67073Y106 41,682,653.14 2,833,627 2,833,627 2,540,627 293,000
NVIDIA Corp. COM 67066G104 6,304,750.00 504,380 504,380 504,380
NxStage Medical,
Inc. COM 67072V103 22,715,705.60 1,088,960 1,088,960 1,062,336 26,624
Oasis Petroleum,
Inc. COM 674215108 20,735,883.63 928,611 928,611 903,598 25,013
Occidental
Petroleum Corp. COM 674599105 88,579,276.50 1,238,871 1,238,871 1,224,746 14,125
Ocwen Financial
Corp. COM 675746309 46,166,928.87 3,494,847 3,494,847 3,120,340 374,507
Old Republic Int'l
Corp. CV 8% 05/15/2012 680223AF1 1,971,012.50 1,930,000 1,930,000 680,000 1,250,000
Olin Corp. COM 680665205 48,430,240.75 2,689,075 2,689,075 2,349,805 339,270
Omnicare, Inc. CV 3.75% 12/15/2025 681904AN8 11,231,881.25 9,995,000 9,995,000 6,965,000 3,030,000
Omnicom Group,
Inc. CV 0% 07/01/2038 682134AA9 37,809,406.26 36,575,000 36,575,000 22,980,000 13,595,000
Omnicom Group,
Inc. COM 681919106 249,183,365.42 6,763,935 6,755,014 6,512,859 251,076
Omnova Solutions,
Inc. COM 682129101 1,431,999.98 400,000 400,000 328,100 71,900
ON Semiconductor
Corp. COM 682189105 4,211,787.06 587,418 587,418 587,418
ON Semiconductor
Corp. CV 2.625% 12/15/2026 682189AG0 22,231,390.00 20,777,000 20,777,000 11,937,000 8,840,000
Onyx
Pharmaceuticals,
Inc. COM 683399109 27,048,553.18 901,318 901,318 886,151 15,167
Oplink
Communications,
Inc. COM 68375Q403 2,620,204.11 173,065 173,065 173,065
Optimer
Pharmaceuticals,
Inc. COM 68401H104 3,341,737.19 241,455 241,455 241,455
Oracle Corp. COM 68389X105 104,773,595.58 3,645,567 3,624,499 3,386,528 259,039
OraSure
Technologies, Inc. COM 68554V108 2,254,550.61 283,235 283,235 283,235
9/30/2011
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
---------------------
O'Reilly
Automotive Inc. COM 67103H107 5,916,477.48 88,796 88,796 88,796
Orient-Express
Hotels Ltd. COM G67743107 35,009,390.62 5,066,482 5,066,482 4,451,032 615,450
ORIX Corp. Spon ADR 686330101 6,666,672.36 172,132 171,845 172,006 126
Oshkosh Corp. COM 688239201 1,574,000.00 100,000 100,000 100,000
Overhill Farms, Inc. COM 690212105 7,917,167.48 2,139,775 2,139,775 1,775,261 364,514
Owens Illinois, Inc. COM 690768403 14,940,979.20 988,160 988,160 988,160
Paccar, Inc. COM 693718108 7,728,986.06 228,533 228,533 202,952 25,581
Pacific Gas &
Electric Co. COM 69331C108 35,455,229.97 837,987 837,927 822,265 15,722
PacWest Bancorp COM 695263103 42,358,042.18 3,038,597 3,038,597 2,627,211 411,386
Pall Corp. COM 696429307 88,249,197.57 2,081,349 2,081,349 2,040,449 40,900
Palomar Medical
Technologies COM 697529303 1,829,184.39 232,130 232,130 232,130
Par Pharmaceutical
Cos., Inc. COM 69888P106 68,241,807.48 2,563,554 2,563,554 2,302,154 261,400
PAREXEL
International
Corp. COM 699462107 41,647,893.00 2,200,100 2,200,100 1,926,100 274,000
Parker Hannifin
Corp. COM 701094104 67,830,849.17 1,074,463 1,074,463 1,048,176 26,287
PartnerRe Ltd. COM G6852T105 27,500,083.32 526,116 526,116 516,116 10,000
Patterson Cos., Inc. COM 703395103 11,238,420.20 392,540 392,540 385,540 7,000
Peabody Energy
Corp. COM 704549104 418,824.56 12,362 12,362 12,362
Pearson plc Spon ADR 705015105 10,386,756.90 593,190 592,239 592,764 426
Pebblebrook Hotel
Trust COM 70509V100 65,330,925.00 4,174,500 4,174,500 3,606,600 567,900
Peet's Coffee & Tea,
Inc. COM 705560100 32,901,323.05 591,325 591,325 578,618 12,707
Penn Virginia Corp. CV 4.5% 11/15/2012 707882AA4 145,270.00 146,000 146,000 146,000
Penske Auto Group COM 70959W103 68,321,600.04 4,270,100 4,270,100 3,870,000 400,100
People United
Financial, Inc. COM 712704105 45,767,842.20 4,014,723 4,014,723 3,509,495 505,228
PepsiCo, Inc. COM 713448108 143,588,377.69 2,319,683 2,307,741 2,144,868 174,815
Pericom
Semiconductor
Corp. COM 713831105 4,997,429.98 674,417 674,417 555,432 118,985
PerkinElmer, Inc. COM 714046109 42,011,828.15 2,186,977 2,186,977 1,909,916 277,061
Perrigo Co. COM 714290103 296,962.38 3,058 3,058 3,058
Petroleo Brasileiro
S.A. Spon ADR 71654V101 4,400,928.00 212,400 212,400 212,400
PetSmart, Inc. COM 716768106 19,151,214.80 449,032 449,032 440,232 8,800
Pfizer, Inc. COM 717081103 286,563,519.89 16,208,344 16,207,683 16,024,452 183,892
Philip Morris Int'l,
Inc. COM 718172109 81,979,234.58 1,314,191 1,314,123 1,309,850 4,341
Pier 1 Imports, Inc. COM 720279108 37,660,667.52 3,850,784 3,850,784 3,699,783 151,001
Pioneer Natural
Resources Co. COM 723787107 577,855.22 8,786 8,786 8,786
9/30/2011
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
---------------------
Piper Jaffray Cos. COM 724078100 25,274,128.00 1,409,600 1,409,600 1,228,300 181,300
Plexus Corp. COM 729132100 44,397,065.70 1,962,735 1,962,735 1,720,146 242,589
Plum Creek Timber
Co., Inc. COM 729251108 4,720,560.00 136,000 136,000 136,000
PMC-Sierra, Inc. COM 69344F106 52,544,705.20 8,786,740 8,786,740 7,648,540 1,138,200
PMC-Sierra, Inc. CV 2.25% 10/15/2025 69344FAD8 2,837,218.75 2,785,000 2,785,000 1,010,000 1,775,000
PNC Financial
Services Group COM 693475105 318,921,251.32 6,617,997 6,586,737 6,136,487 481,510
PolyOne Corp. COM 73179P106 28,873,089.00 2,695,900 2,695,900 2,366,000 329,900
Polypore
International, Inc. COM 73179V103 23,007,935.52 407,076 407,076 398,237 8,839
Portfolio Recovery
Associates COM 73640Q105 16,624,997.34 267,197 267,197 223,197 44,000
Post Properties, Inc. COM 737464107 13,211,622.00 380,300 380,300 317,500 62,800
Potash Corp. -
Saskatchewan COM 73755L107 52,142,423.24 1,206,442 1,206,442 1,199,316 7,126
Powell Industries,
Inc. COM 739128106 4,555,686.99 147,100 147,100 122,100 25,000
Power Integrations,
Inc. COM 739276103 7,750,084.68 253,188 253,188 211,415 41,773
PPG Industries, Inc. COM 693506107 56,210,312.62 795,504 789,704 714,595 80,909
PPL Corp. COM 69351T106 49,079,467.42 1,719,673 1,719,577 1,687,601 32,072
PPL Corp. CVPFD 8.75% 05/01/2014 69351T114 18,086,034.75 332,525 332,525 195,725 136,800
PPL Corp. CVPFD 9.5% 07/01/2013 69351T601 16,231,147.40 292,981 292,981 245,531 47,450
Praxair, Inc. COM 74005P104 741,202.92 7,929 7,929 7,929
Precision Castparts
Corp. COM 740189105 14,172,199.98 91,163 91,163 83,301 7,862
Priceline.com, Inc. COM 741503403 760,486.32 1,692 1,692 1,692
PriceSmart, Inc. COM 741511109 18,388,263.84 295,062 295,062 287,093 7,969
Procter & Gamble
Co. COM 742718109 199,103,303.88 3,151,366 3,151,165 3,095,594 55,772
Progress Energy,
Inc. COM 743263105 33,364,416.84 645,097 645,034 630,678 14,419
Progress Software
Corp. COM 743312100 18,186,749.12 1,036,282 1,036,282 865,282 171,000
ProLogis LP CV 2.25% 04/01/2037 74340XAQ4 6,651,587.50 6,635,000 6,635,000 1,775,000 4,860,000
ProLogis LP CV 2.625% 05/15/2038 74340XAS0 3,747,150.00 3,785,000 3,785,000 3,785,000
ProLogis LP CV 3.25% 03/15/2015 74340XAT8 16,068,937.50 16,170,000 16,170,000 9,540,000 6,630,000
Prudential Financial,
Inc. COM 744320102 93,879,886.32 2,003,412 2,003,294 1,973,253 30,159
Prudential plc Spon ADR 74435K204 9,899,645.04 580,284 579,397 579,881 403
PSS World Medical,
Inc. COM 69366A100 15,004,843.26 762,054 762,054 636,254 125,800
PVH Corp. COM 693656100 57,745,484.18 991,509 991,509 903,853 87,656
QEP Resources, Inc. COM 74733V100 69,666,052.69 2,573,552 2,573,552 2,498,852 74,700
QLogic Corp. COM 747277101 3,170,000.00 250,000 250,000 250,000
9/30/2011
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
----------------------
Quaker Chemical
Corp. COM 747316107 3,849,120.01 148,500 148,500 122,700 25,800
QUALCOMM, Inc. COM 747525103 49,637,564.97 1,020,719 1,016,419 886,783 133,936
Quanex Building
Products Corp. COM 747619104 109,500.00 10,000 10,000 10,000
Questar Corp. COM 748356102 13,278,958.00 749,800 749,800 734,000 15,800
Radian Group, Inc. CV 3% 11/15/2017 750236AK7 8,462,475.00 17,010,000 17,010,000 14,680,000 2,330,000
Ralcorp Holdings,
Inc. COM 751028101 10,026,764.11 130,710 130,710 117,210 13,500
Range Resources
Corp. COM 75281A109 216,933,309.56 3,710,799 3,697,399 3,433,944 276,855
Rayonier Trs
Holdings, Inc. CV 3.75% 10/15/2012 75508AAB2 9,286,875.00 8,255,000 8,255,000 4,805,000 3,450,000
Raytheon Co. COM 755111507 10,741,044.70 262,810 262,810 262,810
RBC Bearings, Inc. COM 75524B104 30,963,700.36 910,965 910,965 870,048 40,917
RDA
Microelectronics,
Inc. Spon ADR 749394102 5,705,431.51 675,199 675,199 675,199
Red Hat, Inc. COM 756577102 6,568,387.28 155,428 155,428 155,428
Reed Elsevier plc Spon ADR 758205207 12,598,047.54 414,137 413,477 413,846 291
Regal Beloit Corp. COM 758750103 45,173,929.42 995,459 995,459 860,159 135,300
Regions Financial
Corp. COM 7591EP100 29,893,859.55 8,977,135 8,976,696 8,840,698 136,437
Reliance Steel &
Aluminum Co. COM 759509102 174,415,965.77 5,128,373 5,128,373 4,697,140 431,233
Rent-A-Center, Inc. COM 76009N100 45,460,850.85 1,656,133 1,656,133 1,449,113 207,020
Republic Services,
Inc. COM 760759100 48,969,526.34 1,745,172 1,745,172 1,710,252 34,920
Responsys, Inc. COM 761248103 24,642,142.13 2,285,913 2,285,913 2,158,703 127,210
Rex Energy Corp. COM 761565100 29,611,904.30 2,340,862 2,340,862 2,289,291 51,571
RightNow
Technologies, Inc. COM 76657R106 3,676,746.40 111,248 111,248 111,248
Riverbed
Technology, Inc. COM 768573107 3,008,790.36 150,741 150,741 150,741
RLI Corp. COM 749607107 17,841,183.80 280,610 280,610 234,210 46,400
Roadrunner
Transportation
Systems, Inc. COM 76973Q105 2,270,660.00 165,500 165,500 136,300 29,200
Robbins & Myers,
Inc. COM 770196103 49,849,703.66 1,436,177 1,436,177 1,370,380 65,797
Robert Half Int'l,
Inc. COM 770323103 752,567.30 35,465 35,465 35,465
Rockwell
Automation Inc. COM 773903109 14,791,504.00 264,134 264,134 264,134
Rockwell Collins,
Inc. COM 774341101 165,001,782.24 3,127,403 3,111,703 2,874,035 253,368
Rockwood Holdings,
Inc. COM 774415103 12,936,960.00 384,000 384,000 384,000
Rogers Corp. COM 775133101 37,266,825.05 952,385 952,385 834,038 118,347
Roper Industries,
Inc. CV Step% 01/15/2034 776696AA4 17,003,000.00 19,600,000 19,600,000 19,600,000
Rosetta Resources,
Inc. COM 777779307 43,362,625.84 1,267,172 1,267,172 1,160,243 106,929
Ross Stores, Inc. COM 778296103 12,004,867.71 152,559 152,559 152,559
9/30/2011
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
----------------------
Rovi Corp. CV 2.625% 02/15/2040 779376AB8 15,774,420.00 13,584,000 13,584,000 10,359,000 3,225,000
Rowan Cos., Inc. COM 779382100 54,384,537.66 1,801,409 1,801,409 1,678,209 123,200
Royal Dutch Shell
plc Spon ADR 780259206 8,834,272.00 143,600 143,600 143,600
Royal Gold, Inc. COM 780287108 11,839,056.72 184,812 184,812 181,212 3,600
RSC Holdings, Inc. COM 74972L102 39,858,126.00 5,590,200 5,590,200 4,885,300 704,900
RTI International
Metals, Inc. COM 74973W107 27,450,601.64 1,177,127 1,177,127 1,030,957 146,170
Ruddick Corp. COM 781258108 16,305,618.00 418,200 418,200 349,100 69,100
Rush Enterprises,
Inc. COM 781846209 8,286,247.93 585,187 585,187 516,975 68,212
Rush Enterprises,
Inc. COM 781846308 172,716.13 14,800 14,800 11,446 3,354
Ryder System Inc. COM 783549108 57,731,641.00 1,539,100 1,539,100 1,344,900 194,200
Sagent
Pharmaceuticals,
Inc. COM 786692103 2,014,851.52 99,548 99,548 99,548
Saia, Inc. COM 78709Y105 396,603.99 37,700 37,700 29,500 8,200
SAIC, Inc. COM 78390X101 11,101,400.00 940,000 940,000 940,000
Salesforce.com, Inc. COM 79466L302 989,093.40 8,655 8,655 8,655
Salix
Pharmaceuticals,
Inc. COM 795435106 2,279,200.00 77,000 77,000 77,000
Salix
Pharmaceuticals,
Inc. CV 2.75% 05/15/2015 795435AC0 20,979,000.00 20,979,000 20,979,000 18,064,000 2,915,000
SanDisk Corp. CV 1.5% 08/15/2017 80004CAD3 19,218,343.75 18,325,000 18,325,000 13,665,000 4,660,000
SandRidge Energy,
Inc. COM 80007P307 28,379,541.04 5,104,234 5,104,234 4,460,971 643,263
Sandy Spring
Bancorp, Inc. COM 800363103 5,059,054.01 345,800 345,800 284,600 61,200
Sanofi CVR COM 80105N113 45,580.00 43,000 43,000 43,000
SAP AG Spon ADR 803054204 8,761,917.04 173,092 172,830 172,974 118
Sapient Corp. COM 803062108 36,531,246.18 3,602,687 3,602,687 3,232,887 369,800
Sauer-Danfoss, Inc. COM 804137107 7,335,109.00 253,810 253,810 246,926 6,884
SBA
Communications
Corp. CV 1.875% 05/01/2013 78388JAN6 22,465,875.00 21,550,000 21,550,000 19,775,000 1,775,000
SBA
Communications
Corp. CV 4% 10/01/2014 78388JAM8 60,216,543.75 46,365,000 46,365,000 43,665,000 2,700,000
ScanSource, Inc. COM 806037107 118,227,200.36 3,999,567 3,999,567 3,497,211 502,356
SCBT Financial
Corp. COM 78401V102 10,777,459.86 436,688 436,688 363,088 73,600
Schlumberger Ltd. COM 806857108 195,457,072.31 3,272,343 3,248,737 2,961,900 310,443
Schweitzer-Mauduit
Int'l., Inc. COM 808541106 15,813,556.50 283,042 283,042 258,042 25,000
SeaCube Container
Leasing Ltd. COM G79978105 6,288,192.00 518,400 518,400 427,000 91,400
Seadrill Ltd. COM G7945E105 13,166,442.74 478,258 477,910 478,100 158
Select Comfort
Corp. COM 81616X103 21,677,472.52 1,551,716 1,551,716 1,340,216 211,500
Semtech Corp. COM 816850101 27,446,901.10 1,300,801 1,300,801 1,086,052 214,749
9/30/2011
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
---------------------
Sensient
Technologies
Corp. COM 81725T100 24,223,710.00 744,200 744,200 621,400 122,800
ServiceSource
International Inc. COM 81763U100 21,328,060.19 1,614,539 1,614,539 1,573,790 40,749
Shoe Carnival, Inc. COM 824889109 5,878,759.96 249,100 249,100 204,900 44,200
ShoreTel, Inc. COM 825211105 3,059,721.97 614,402 614,402 614,402
Shutterfly, Inc. COM 82568P304 25,914,244.56 629,292 629,292 612,250 17,042
Sigma-Aldrich Corp. COM 826552101 29,662,845.57 480,059 480,059 455,859 24,200
Signature Bank COM 82669G104 160,421,484.63 3,361,020 3,361,020 3,109,654 251,366
Silgan Holdings,
Inc. COM 827048109 45,256,405.48 1,231,802 1,231,802 1,077,550 154,252
Silicon Laboratories,
Inc. COM 826919102 92,251,153.39 2,752,944 2,752,944 2,417,744 335,200
Siliconware
Precision
Industries Co. Spon ADR 827084864 17,738,216.72 3,710,924 3,708,737 3,709,958 966
Simon Property
Group, Inc. COM 828806109 857,844.00 7,800 7,800 7,800
SM Energy Co. CV 3.5% 04/01/2027 792228AD0 4,733,600.00 3,880,000 3,880,000 1,260,000 2,620,000
Smith & Nephew plc Spon ADR 83175M205 8,993,907.19 201,251 200,940 201,116 135
Snap-on, Inc. COM 833034101 8,658,000.00 195,000 195,000 195,000
SodaStream
International Ltd. COM M9068E105 15,682,059.75 474,495 474,495 461,685 12,810
Solarwinds, Inc. COM 83416B109 24,681,623.46 1,120,873 1,120,873 1,090,557 30,316
Sourcefire, Inc. COM 83616T108 40,194,242.52 1,502,027 1,502,027 1,470,116 31,911
Southern Co. COM 842587107 92,265,971.25 2,177,625 2,177,496 2,169,555 8,070
Southern Natl
Bancorp of VA COM 843395104 2,640,777.74 413,915 413,915 341,415 72,500
Southwest Airlines
Co. COM 844741108 54,785,179.09 6,814,077 6,790,677 6,349,491 464,586
Southwestern
Energy Co. COM 845467109 106,571,241.80 3,197,457 3,184,357 2,959,894 237,563
SPDR S&P MidCap
400 ETF Trust ETF 78467Y107 1,705,560.00 12,000 12,000 12,000
Spirit Aerosystems
Hldgs, Inc. Class A 848574109 4,806,357.05 301,339 301,339 301,339
SPX Corp. COM 784635104 72,068,726.51 1,590,570 1,590,570 1,494,470 96,100
SS&C Technologies
Holdings COM 78467J100 34,707,537.71 2,428,799 2,428,799 2,183,795 245,004
St. Jude Medical,
Inc. COM 790849103 84,483,021.70 2,334,430 2,317,330 2,092,709 241,721
STAAR Surgical
Co. COM 852312305 1,142,700.00 146,500 146,500 146,500
Stanley Black &
Decker, Inc. CVPFD 4.75% 11/17/2015 854502309 11,140,421.92 107,908 107,908 82,608 25,300
Stanley Black &
Decker, Inc. CV Adj% 05/17/2012 854616AM1 7,342,461.00 7,155,000 7,155,000 3,730,000 3,425,000
Starwood Hotels &
Resorts, Inc. COM 85590A401 38,556,878.04 993,222 993,222 979,386 13,836
State Street Corp. COM 857477103 213,925,618.57 6,651,916 6,608,735 6,026,466 625,450
Steel Dynamics, Inc. CV 5.125% 06/15/2014 858119AP5 180,906.25 175,000 175,000 175,000
Steelcase, Inc. COM 858155203 21,623,739.00 3,426,900 3,426,900 2,861,500 565,400
9/30/2011
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
----------------------
Stericycle Inc. COM 858912108 4,608,304.80 57,090 57,090 57,090
Sterling Bancorp COM 859158107 5,399,261.99 743,700 743,700 611,900 131,800
Steve Madden Ltd. COM 556269108 19,952,086.18 662,860 662,860 644,862 17,998
Stifel Financial
Corp. COM 860630102 52,187,744.00 1,964,900 1,964,900 1,691,200 273,700
SuccessFactors, Inc. COM 864596101 8,902,164.81 387,219 387,219 376,341 10,878
Summit Hotel
Properties, Inc. COM 866082100 5,224,399.99 740,000 740,000 609,500 130,500
Sun Hydraulics
Corp. COM 866942105 3,517,363.82 172,589 172,589 172,589
Suncor Energy, Inc. COM 867224107 88,926,461.28 3,495,537 3,476,336 3,286,206 209,331
SunPower Corp. CV 4.5% 03/15/2015 867652AE9 26,029,522.50 30,578,000 30,578,000 25,898,000 4,680,000
SunPower Corp. CV 4.75% 04/15/2014 867652AC3 9,165,625.00 10,475,000 10,475,000 10,475,000
Suntech Power
Holdings Co. CV 3% 03/15/2013 86800CAE4 5,906,000.01 14,765,000 14,765,000 11,550,000 3,215,000
SunTrust Banks, Inc. COM 867914103 77,306,342.90 4,306,760 4,306,404 4,254,160 52,600
Superior Energy
Services, Inc. COM 868157108 142,394,613.80 5,426,624 5,426,624 4,900,822 525,802
SUPERVALU, Inc. COM 868536103 119,880.00 18,000 18,000 18,000
Susquehanna
Bancshares, Inc. COM 869099101 28,928,357.56 5,288,548 5,288,548 4,644,948 643,600
SVB Financial
Group COM 78486Q101 29,045,407.00 785,011 785,011 688,661 96,350
SXC Health
Solutions Corp. COM 78505P100 39,202,384.10 703,813 703,813 688,644 15,169
Symantec Corp. CV 1% 06/15/2013 871503AF5 68,837,737.50 60,186,000 60,186,000 52,011,000 8,175,000
Synchronoss
Technologies, Inc. COM 87157B103 50,781,899.66 2,038,615 2,038,615 1,997,425 41,190
Syngenta AG Spon ADR 87160A100 8,912,925.84 171,832 171,568 171,723 109
Synovis Life
Technology, Inc. COM 87162G105 4,029,826.91 241,307 241,307 241,307
T. Rowe Price
Group, Inc. COM 74144T108 54,643,577.53 1,143,889 1,143,889 1,120,077 23,812
TAL International
Group, Inc. COM 874083108 69,648,691.04 2,792,650 2,792,650 2,460,281 332,369
Target Corp. COM 87612E106 108,040,395.97 2,203,108 2,195,360 2,063,501 139,607
TE Connectivity
Ltd. COM H84989104 24,676,585.08 876,922 876,922 858,422 18,500
Team, Inc. COM 878155100 5,563,182.70 265,166 265,166 218,066 47,100
Teavana Holdings,
Inc. COM 87819P102 3,700,740.96 181,944 181,944 176,605 5,339
Tech Data Corp. CV 2.75% 12/15/2026 878237AE6 15,476,125.00 15,380,000 15,380,000 14,630,000 750,000
Techne Corp. COM 878377100 13,012,217.28 191,328 191,328 159,623 31,705
Telecom Italia
S.p.A. Spon ADR 87927Y102 4,838,556.00 447,600 446,903 447,322 278
Telecomunicacoes
de Sao Paulo S.A. Spon ADR 87929A102 9,582,835.00 362,300 362,300 362,300
Telefonaktiebolaget
LM Ericsson Spon ADR 294821608 26,644,910.65 2,790,043 2,788,809 2,554,789 235,254
Temple-Inland, Inc. COM 879868107 109,682,758.15 3,496,422 3,496,422 3,210,422 286,000
9/30/2011
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
----------------------
Tempur-Pedic
International COM 88023U101 13,581,376.72 258,152 258,152 253,275 4,877
Tenneco, Inc. COM 880349105 12,192,921.00 476,100 476,100 397,500 78,600
Teradata Corp. COM 88076W103 9,648,086.61 180,237 180,237 180,237
Teradyne, Inc. COM 880770102 42,199,370.22 3,832,822 3,832,822 3,368,222 464,600
Territorial Bancorp,
Inc. COM 88145X108 6,861,444.99 358,300 358,300 294,600 63,700
Tesco Corp. COM 88157K101 3,932,400.01 339,000 339,000 279,200 59,800
Tesla Motors, Inc. COM 88160R101 11,715,199.92 480,328 480,328 467,000 13,328
Tetra Tech, Inc. COM 88162G103 24,064,689.91 1,284,135 1,284,135 1,145,935 138,200
Teva Pharmaceutical
Finance Co. CV .25% 02/01/2026 88163VAE9 29,768,938.75 28,937,000 28,937,000 20,262,000 8,675,000
Teva Pharmaceutical
Industries Ltd. Spon ADR 881624209 232,585,383.06 6,248,936 6,220,468 5,784,518 464,418
Texas Capital
Bancshares, Inc. COM 88224Q107 52,402,636.20 2,293,332 2,293,332 2,010,800 282,532
Texas Instruments,
Inc. COM 882508104 156,118,924.65 5,858,121 5,838,551 5,453,871 404,250
Thermo Fisher
Scientific, Inc. COM 883556102 208,892,987.75 4,125,059 4,100,559 3,786,516 338,543
Thermon Group
Holdings, Inc. COM 88362T103 12,683,387.90 917,756 917,756 833,556 84,200
Thomas & Betts
Corp. COM 884315102 11,408,552.87 285,857 285,857 238,657 47,200
Thoratec Corp. COM 885175307 13,717,188.48 420,257 420,257 350,857 69,400
TIBCO Software,
Inc. COM 88632Q103 3,210,434.93 143,387 143,387 143,387
Tidewater, Inc. COM 886423102 59,882,606.08 1,424,081 1,424,081 1,371,181 52,900
Tiffany & Co. COM 886547108 6,869,314.90 112,945 112,945 112,945
Time Warner Cable,
Inc. COM 88732J207 112,667,947.22 1,797,797 1,789,316 1,680,295 117,502
Time Warner, Inc. COM 887317303 250,761,867.14 8,367,096 8,319,496 7,681,759 685,337
Titan Machinery Inc. COM 88830R101 8,751,310.00 488,900 488,900 408,300 80,600
Titanium Metals
Corp. COM 888339207 1,213,380.00 81,000 81,000 81,000
TJX Cos., Inc. COM 872540109 1,169,917.77 21,091 21,091 21,091
TMS International
Corp. COM 87261Q103 3,574,480.00 491,000 491,000 405,900 85,100
Tornier NV COM N87237108 13,540,468.17 660,833 660,833 642,239 18,594
Total S.A. Spon ADR 89151E109 9,989,199.00 227,700 227,700 227,700
Tower Group, Inc. COM 891777104 14,801,461.38 647,483 647,483 540,683 106,800
TPC Group, Inc. COM 89236Y104 12,554,799.13 625,239 625,239 539,975 85,264
Tractor Supply Co. COM 892356106 8,047,745.55 128,661 128,661 128,661
TranS1 Inc. COM 89385X105 2,991,900.00 997,300 997,300 997,300
Transcend Services,
Inc. COM 893929208 3,580,095.83 158,833 158,833 144,333 14,500
Transocean Ltd. CV 1.5% 12/15/2037 893830AV1 2,686,287.51 2,710,000 2,710,000 890,000 1,820,000
9/30/2011
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
----------------------
Transocean Ltd. CV 1.5% 12/15/2037 893830AW9 24,158,737.50 24,810,000 24,810,000 16,350,000 8,460,000
Travelers
Companies, Inc.
(The) COM 89417E109 39,672,554.90 814,130 814,130 814,130
Trex Co., Inc. CV 6% 07/01/2012 89531PAA3 5,369,350.02 5,290,000 5,290,000 2,090,000 3,200,000
Trimas Corp. COM 896215209 38,353,095.00 2,582,700 2,582,700 2,262,623 320,077
Trinity Industries,
Inc. COM 896522109 129,106,367.85 6,030,190 6,030,190 5,709,664 320,526
Triumph Group, Inc. COM 896818101 29,005,174.00 595,100 595,100 496,900 98,200
True Religion
Apparel, Inc. COM 89784N104 18,041,011.92 669,177 669,177 651,494 17,683
TrueBlue, Inc. COM 89785X101 36,658,328.30 3,235,510 3,235,510 2,833,360 402,150
Tupperware Brands
Corp. COM 899896104 31,089,879.76 578,524 578,524 567,824 10,700
Tyco International
Ltd. COM H89128104 17,838,271.75 437,749 437,749 429,555 8,194
U.S. Bancorp COM 902973304 124,763,647.81 5,300,070 5,264,870 4,720,877 579,193
U.S. Physical
Therapy, Inc. COM 90337L108 3,548,432.01 191,600 191,600 157,700 33,900
UGI Corp. COM 902681105 21,385,150.61 814,052 814,052 734,552 79,500
Ulta Salon, Inc. COM 90384S303 36,043,180.39 579,193 579,193 565,816 13,377
UMB Financial
Corp. COM 902788108 10,782,601.28 336,116 336,116 330,216 5,900
Under Armour, Inc. COM 904311107 23,280,091.91 350,551 350,551 341,091 9,460
Unilever N V (NY
Shares) Spon ADR 904784709 15,465,841.15 491,135 490,354 490,787 348
Union Pacific Corp. COM 907818108 90,016,755.67 1,102,201 1,102,201 1,070,467 31,734
UniSource Energy
Corp. COM 909205106 10,466,100.00 290,000 290,000 290,000
United Continental
Holdings Inc. COM 910047109 3,296,538.00 170,100 170,100 170,100
United States Steel
Corp. COM 912909108 35,582,378.46 1,616,646 1,616,562 1,586,270 30,376
United States Steel
Corp. CV 4% 05/15/2014 912909AE8 1,561,822.50 1,491,000 1,491,000 391,000 1,100,000
United Technologies
Corp. COM 913017109 258,288,825.65 3,670,961 3,650,886 3,425,286 245,675
United Therapeutics
Corp. CV .5% 10/15/2011 91307CAD4 11,860,917.50 11,446,000 11,446,000 4,721,000 6,725,000
UnitedHealth Group,
Inc. COM 91324P102 352,110,611.42 7,634,662 7,606,232 7,193,163 441,499
Universal Display
Corp. COM 91347P105 23,986,347.54 500,341 500,341 486,813 13,528
Universal Health
Service, Inc. COM 913903100 6,819,244.00 200,566 200,566 196,566 4,000
Universal
Stainless & Alloy COM 913837100 4,400,786.64 173,123 173,123 144,723 28,400
URS Corp. COM 903236107 25,156,929.82 848,177 848,177 821,377 26,800
Vale Capital II
Series VALP CVPFD 6.75% 06/15/2012 91912F300 3,244,689.09 48,025 48,025 15,025 33,000
Valero Energy Corp. COM 91913Y100 12,504,675.81 703,300 703,140 693,097 10,203
Validus Holdings
Ltd. COM G9319H102 50,066,772.00 2,009,100 2,009,100 1,758,200 250,900
VCA Antech, Inc. COM 918194101 11,798,034.00 738,300 738,300 616,400 121,900
9/30/2011
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
----------------------
Velti plc COM G93285107 2,178,160.26 329,525 329,525 329,525
Vera Bradley, Inc. COM 92335C106 5,024,180.35 139,367 139,367 139,367
VeriFone Systems,
Inc. CV 1.375% 06/15/2012 92342YAB5 12,581,111.25 12,141,000 12,141,000 8,091,000 4,050,000
Verizon
Communications,
Inc. COM 92343V104 158,248,132.80 4,300,221 4,277,734 4,036,398 263,823
Vertex
Pharmaceuticals,
Inc. CV 3.35% 10/01/2015 92532FAN0 32,852,012.50 28,505,000 28,505,000 27,005,000 1,500,000
Viacom, Inc. COM 92553P201 9,302,519.98 240,127 240,127 240,127
ViroPharma, Inc. CV 2% 03/15/2017 928241AH1 2,861,950.00 2,380,000 2,380,000 755,000 1,625,000
Visa, Inc. Class A 92826C839 1,160,391.64 13,537 13,537 13,537
Vitamin Shoppe,
Inc. COM 92849E101 23,260,049.28 621,262 621,262 604,336 16,926
VMware, Inc. COM 928563402 13,956,379.40 173,630 173,630 157,084 16,546
Vocus, Inc. COM 92858J108 11,552,399.83 689,284 689,284 675,724 13,560
Vodafone Group plc Spon ADR 92857W209 17,117,655.75 667,355 666,314 666,893 462
Volcano Corp. COM 928645100 26,157,156.59 882,793 882,793 858,844 23,949
Volterra
Semiconductor
Corp. COM 928708106 4,744,887.16 246,744 246,744 246,744
Vornado Realty L.P. CV 3.875% 04/15/2025 929043AC1 34,014,240.01 32,864,000 32,864,000 25,139,000 7,725,000
WABCO Holdings,
Inc. COM 92927K102 80,958,120.28 2,138,355 2,138,355 1,945,514 192,841
Wal-Mart Stores,
Inc. COM 931142103 12,605,575.80 242,882 242,882 237,240 5,642
Walt Disney Co. COM 254687106 198,499,457.52 6,581,547 6,567,955 6,358,234 223,313
Walter Energy, Inc. COM 93317Q105 6,786,950.97 113,097 113,097 113,097
Warner Chilcott plc COM G94368100 89,419,959.21 6,253,144 6,253,144 5,899,333 353,811
Washington Banking
Co. COM 937303105 5,087,476.44 522,865 522,865 430,811 92,054
Washington Federal,
Inc. COM 938824109 26,401,051.04 2,072,296 2,072,296 1,821,476 250,820
Waste Connections,
Inc. COM 941053100 47,808,828.89 1,413,626 1,413,626 1,272,676 140,950
Watson
Pharmaceuticals,
Inc. COM 942683103 154,202,207.22 2,259,373 2,253,073 2,075,874 183,499
Watts Water
Technologies Class A 942749102 35,090,774.55 1,316,727 1,316,727 1,163,301 153,426
Weatherford
International Ltd. COM H27013103 26,266,365.68 2,151,218 2,151,218 2,105,336 45,882
Websense, Inc. COM 947684106 3,157,250.00 182,500 182,500 182,500
Webster Financial
Corp. COM 947890109 16,052,760.00 1,049,200 1,049,200 876,100 173,100
Weingarten Realty
Investors COM 948741103 33,474,004.00 1,581,200 1,581,200 1,381,500 199,700
WellPoint, Inc. COM 94973V107 25,893,377.28 396,651 396,651 392,033 4,618
Wells Fargo & Co. COM 949746101 323,836,518.96 13,426,058 13,402,228 13,081,084 344,974
Wells Fargo & Co. CVPFD 7.5% 12/31/49 949746804 65,723,277.20 63,620 63,620 51,295 12,325
Werner Enterprises,
Inc. COM 950755108 54,884,362.99 2,634,871 2,634,871 2,335,121 299,750
9/30/2011
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
TITLE SEDOL MARKET PRINCIPAL DISCRETION OTHER VOTING
NAME OF ISSUE OF CLASS NUMBERS VALUE AMOUNT SOLE MANAGERS AUTHORITY
------------------------------------------------------------------------------------------------------------------------------
(A) SOLE (C) NONE
---------------------------
WESCO
International,
Inc. COM 95082P105 32,815,255.00 978,100 978,100 859,400 118,700
WESCO
International, CV 6%
Inc. 09/15/2029 95082PAH8 2,260,352.50 1,589,000 1,589,000 139,000 1,450,000
Western
Union Co. COM 959802109 43,919,867.52 2,872,457 2,872,457 2,767,000 105,457
Westlake
Chemical
Corp. COM 960413102 5,996,326.16 174,922 174,922 174,922
Westport
Innovations,
Inc. COM 960908309 36,557,134.13 1,263,641 1,263,641 1,232,383 31,258
Whiting
Petroleum
Corp. COM 966387102 18,191,225.12 518,564 518,564 490,384 28,180
Whiting
Petroleum CVPFD 6.25%
Corp. 12/31/2049 966387201 579,768.00 3,451 3,451 2,580 871
Whole
Foods
Market,
Inc. COM 966837106 8,953,151.97 137,087 137,087 137,087
Windstream
Corp. COM 97381W104 3,731,200.00 320,000 320,000 320,000
Wintrust
Financial
Corp. COM 97650W108 11,408,020.00 442,000 442,000 369,100 72,900
Wisconsin
Energy
Corp. COM 976657106 27,021,637.22 863,587 863,587 770,687 92,900
WisdomTree
Investments,
Inc. COM 97717P104 11,361,806.82 1,618,491 1,618,491 1,574,634 43,857
Wolverine
World
Wide,
Inc. COM 978097103 25,062,786.00 753,768 753,768 629,268 124,500
Woodward
Inc. COM 980745103 9,473,193.80 345,737 345,737 338,037 7,700
World Fuel
Services
Corp. COM 981475106 27,040,730.00 828,200 828,200 691,500 136,700
Wyndham
Worldwide CV 3.5%
Corp. 05/01/2012 98310WAC2 6,705,562.51 2,925,000 2,925,000 1,415,000 1,510,000
Wynn
Resorts
Ltd. COM 983134107 15,056,376.72 130,834 130,834 119,871 10,963
Xerox Corp. COM 984121103 26,763,601.16 3,839,828 3,839,828 3,767,128 72,700
Xilinx, CV 2.625%
Inc. 06/15/2017 983919AF8 35,996,747.50 31,507,000 31,507,000 27,082,000 4,425,000
XL Group
plc COM G98290102 5,698,956.80 303,136 303,136 139,668 163,468
Yamana
Gold,
Inc. COM 98462Y100 35,669,948.20 2,611,270 2,609,517 2,390,191 221,079
YPF S. A. Spon ADR 984245100 16,187,043.07 473,167 472,756 472,984 183
Yum!
Brands,
Inc. COM 988498101 754,481.64 15,276 15,276 15,276
Zebra
Technologies
Corp. Class A 989207105 2,811,363.10 90,865 90,865 88,465 2,400
Zimmer
Holdings,
Inc. COM 98956P102 99,265,130.48 1,855,423 1,845,723 1,700,535 154,888
Zions
Bancorp COM 989701107 19,072,546.88 1,355,547 1,355,278 1,337,625 17,922
Zipcar,
Inc. COM 98974X103 10,089,828.00 560,546 560,546 547,811 12,735
Zumiez,
Inc. COM 989817101 2,934,378.33 167,583 167,583 167,583
------------------ -------------- -------------- - -------------- ------------
985 37,443,274,967.12 3,176,575,960 3,174,853,690 0 2,664,574,679 512,001,281
================== ============== ============== = ============== ============