-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DnyALDy67hP1nMKn5h65e8gs4HMUf3tu9Pu/V9OciNTeblebiTPu8Gg3ZBn1EQM5 EqK9jksCEtXpgk/tQeMqwA== 0001047469-07-006463.txt : 20070814 0001047469-07-006463.hdr.sgml : 20070814 20070814103207 ACCESSION NUMBER: 0001047469-07-006463 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 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: 071051941 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 a2178920z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2007 Check here if Amendment |_|; Amendment Number: ____ This Amendment (Check only one.): |_| is a restatement. |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lord, Abbett & Co. LLC Address: 90 Hudson Street Jersey City, NJ 07302 Form 13F File Number: 28-413 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Lawrence H. Kaplan Title: General Counsel Phone: (201) 827-2269 Signature, Place, and Date of Signing: /s/ Lawrence H. Kaplan Jersey City, New Jersey August 13, 2007 - ---------------------- ----------------------- --------------- [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: 953 Form 13F Information Table Value Total: 84,541,403 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE 6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ 02Micro International COM 67107W100 684,435 61,800 61,800 61,800 3M Co. COM 88579Y101 12,450,112 143,451 139,851 96,393 47,058 3M Co. CV 0% 11/21/2032 88579YAB7 36,091,406 39,825,000 39,792,000 29,967,000 9,825,000 51job, Inc. ADR 316827104 728,083 38,300 38,300 38,300 AAR Corp. COM 000361105 82,281,716 2,492,630 2,492,630 2,333,268 159,362 Abaxis, Inc. COM 002567105 37,909,066 1,817,309 1,817,309 1,655,009 162,300 Abbott Laboratories COM 002824100 1,031,734,667 19,266,754 19,162,670 18,194,705 1,071,965 Accenture Ltd. Class A G1150G111 5,371,115 125,230 125,230 125,230 ACE Ltd. (Cayman Islands) COM G0070K103 169,035,324 2,703,700 2,703,700 2,691,300 12,400 Acergy SA Spon ADR 00443E104 508,068 22,621 22,621 22,621 Activision, Inc. COM 004930202 32,505,310 1,741,045 1,741,045 1,638,884 102,161 Actuant Corp. Class A 00508X203 74,649,671 1,183,788 1,183,788 996,938 186,850 Actuant Corp. CV 2% 11/15/2023 00508XAB0 2,261,000 1,400,000 1,400,000 1,400,000 ADC Telecommunications, Inc. COM 000886309 239,463,230 13,064,006 13,064,006 12,650,387 413,619 ADC Telecommunications, Inc. CV 5.045% 06/15/2013 000886AB7 33,462,484 34,189,000 34,184,000 28,554,000 5,630,000 Adobe Systems, Inc. COM 00724F101 3,664,129 91,261 91,261 91,261 Advanced Analogic Technologies Inc. COM 00752J108 1,086,400 112,000 112,000 112,000 Advanced Magnetics Inc. COM 00753P103 6,854,330 117,853 117,853 113,730 4,123 Advanced Micro Devices, Inc. COM 007903107 2,878,490 201,293 201,293 185,865 15,428 Advisory Board Co. (The) COM 00762W107 18,910,068 340,354 340,354 286,472 53,882 AES Trust III CV 6.75% 10/15/2029 00808N202 10,988,271 219,283 219,283 175,218 44,065 Aetna, Inc. COM 00817Y108 104,677,316 2,118,974 2,118,974 2,106,674 12,300 Agere Systems, Inc. CV 6.5% 12/15/2009 00845VAA8 49,823,724 48,787,000 48,745,000 41,975,000 6,770,000 Agilent Technologies, Inc. COM 00846U101 43,796,037 1,139,335 1,139,335 1,112,135 27,200 AGL Resources Inc. COM 001204106 11,109,331 274,440 274,440 270,940 3,500 Agree Realty Corp. COM 008492100 325,000 10,400 10,400 6,800 3,600 Airgas, Inc. COM 009363102 7,826,860 163,400 163,400 163,400 AirTran Holdings, Inc. COM 00949P108 19,632,271 1,797,827 1,797,827 1,513,005 284,822 Akamai Technologies, Inc. COM 00971T101 12,957,696 266,400 266,400 266,400 Alabama National BanCorp. COM 010317105 65,474,646 1,058,775 1,058,775 991,166 67,609 Albany Int'l Corp Class A 012348108 16,692,581 412,774 412,774 384,644 28,130 Albemarle Corp. COM 012653101 9,071,195 235,432 235,432 204,532 30,900
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Alcan, Inc. COM 013716105 16,972,107 208,759 208,759 189,783 18,976 Alexion Pharmaceuticals, Inc. COM 015351109 7,014,490 155,670 155,670 155,670 Alexion Pharmaceuticals, Inc. CV 1.375% 02/01/2012 015351AF6 773,750 500,000 500,000 500,000 Align Technology Inc. COM 016255101 13,088,583 541,746 541,746 523,291 18,455 Allegiant Travel Co. COM 01748X102 12,189,640 396,540 396,540 383,548 12,992 Allergan, Inc. COM 018490102 5,648,720 98,000 98,000 98,000 Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 29,003,063 27,297,000 27,273,000 21,148,000 6,125,000 Alliance Data Systems Corp. COM 018581108 9,530,942 123,330 123,330 123,330 Alliant Techsystems Inc. COM 018804104 49,860,056 502,875 502,875 497,675 5,200 Alliant Techsystems Inc. CV NOTE 2.750% 2/1 018804AH7 18,375,000 14,000,000 14,000,000 14,000,000 Allied Waste Industries, Inc. COM 019589308 185,528,804 13,783,715 13,783,715 12,961,215 822,500 Allscripts Healthcare Solutions, Inc. COM 01988P108 1,871,404 73,446 73,446 72,567 879 Allstate Corp. (The) COM 020002101 928,801 15,100 15,100 15,100 Alpha Natural Resources, Inc. COM 02076X102 9,246,976 444,780 444,780 429,224 15,556 Altera COM 021441100 183,347,537 8,285,022 8,235,322 7,507,290 777,732 ALZA Corp. CV 0% 7/28/2020 02261WAB5 7,725,945 9,076,000 9,076,000 9,076,000 Amazon.com, Inc. COM 023135106 7,661,920 112,000 112,000 112,000 Ambassadors Int'l., Inc. COM 023177108 3,570,765 100,500 100,500 68,200 32,300 A.M. Castle & Co. COM 148411101 4,575,293 127,410 127,410 100,610 26,800 AMCOL Int'l., Corp. COM 02341W103 37,171,231 1,361,085 1,361,085 1,272,629 88,456 Amdocs Ltd. CV 0.5% 03/15/2024 02342TAD1 51,993,275 50,114,000 50,068,000 39,738,000 10,330,000 Amedisys, Inc. COM 023436108 98,085,732 2,699,855 2,699,855 2,316,774 383,081 Ameren Corp. COM 023608102 326,604,012 6,664,028 6,664,028 6,476,428 187,600 American Dental Partners, Inc. COM 025353103 3,380,203 130,158 130,158 84,977 45,181 American Express Co. COM 025816109 5,727,427 93,616 93,616 87,246 6,370 American Financial Group NOTE 1.486% 6/0 025932AD6 70,656 119,000 119,000 119,000 American Int'l. Group, Inc. COM 026874107 1,663,438,654 23,753,229 23,622,530 22,486,362 1,266,680 American Reprographics Co. COM 029263100 71,514,732 2,322,661 2,322,661 2,075,561 247,100 American Science & Engineering COM 029429107 6,478,228 113,953 113,953 95,699 18,254 American Standard Cos. Inc. COM 029712106 2,011,690 34,108 34,108 34,108 American Tower Corp. COM 029912201 14,242,200 339,100 339,100 339,100 American Tower Corp. CV 3% 08/15/2012 029912AR3 28,064,846 13,293,000 13,291,000 11,291,000 2,000,000
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Amerigon Inc COM 03070L300 2,712,892 150,800 150,800 100,900 49,900 AMETEK, Inc. COM 031100100 53,290,518 1,343,007 1,343,007 1,278,007 65,000 Amgen, Inc. COM 031162100 13,850,311 250,503 250,503 250,503 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 25,753,000 28,300,000 28,283,000 28,283,000 0 AMN Healthcare Services Inc COM 001744101 24,925,582 1,132,981 1,132,981 952,893 180,088 Amphenol Corp COM 032095101 7,907,170 221,800 221,800 221,800 Amylin Pharmaceuticals Inc COM 032346108 3,389,649 82,353 82,353 75,753 6,600 Anadigics Inc COM 032515108 98,567,721 7,147,768 7,147,768 6,728,277 419,491 Analog Devices, Inc. COM 032654105 13,855,284 368,100 368,100 368,100 Anaren, Inc. COM 032744104 57,512,446 3,265,897 3,265,897 3,008,188 257,709 Anheuser-Busch Cos., Inc. COM 035229103 724,169,567 13,883,619 13,806,498 13,078,856 804,642 Anixter Int'l., Inc. COM 035290105 349,278,173 4,644,039 4,644,039 4,392,621 251,418 AON Corp. COM 037389103 489,558,050 11,489,276 11,431,822 10,565,784 923,438 Apache Corp. COM 037411105 20,318,766 249,035 249,035 246,035 3,000 Apple Inc. COM 037833100 6,412,470 52,544 52,544 52,544 Applix, Inc COM 038316105 5,908,560 359,183 359,183 246,283 112,900 Aptargroup Inc COM 038336103 72,413,175 2,036,366 2,036,366 1,936,748 99,618 Aquantive, Inc. COM 03839G105 2,746,590 43,050 43,050 43,050 Arbitron, Inc. COM 03875Q108 61,562,427 1,194,691 1,194,691 1,087,291 107,400 Arch Chemicals, Inc. COM 03937R102 16,557,230 471,179 471,179 439,979 31,200 Arch Coal, Inc. COM 039380100 7,102,680 204,100 204,100 204,100 Archer Daniels Midland Co. COM 039483102 9,132,840 276,000 276,000 250,000 26,000 Archstone-Smith OP Trust CV 4% 7/15/2036 039584AC1 96,370 92,000 92,000 92,000 Ariba, Inc. COM 04033V203 834,422 84,200 84,200 84,200 Armor Holdings, Inc. CV 2.0% 11/01/2024 042260AC3 1,432,000 800,000 800,000 800,000 Array BioPharma Inc. COM 04269X105 4,589,788 393,298 393,298 381,185 12,113 Arrow Int'l. Inc. COM 042764100 17,878,368 467,042 467,042 438,759 28,283 Aruba Networks Inc COM 043176106 6,706,244 333,644 333,644 321,824 11,820 ArvinMeritor, Inc. COM 043353101 48,975,331 2,206,096 2,206,096 1,947,696 258,400 Assurant, Inc. COM 04621X108 1,951,430 33,120 33,120 33,120 Atheros Communications, Inc. COM 04743P108 23,401,546 758,805 758,805 743,638 15,167 AT&T Inc. COM 00206R102 2,143,751,930 51,656,673 51,376,946 48,915,839 2,740,413
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Automatic Data Processing Inc COM 053015103 329,741,604 6,803,004 6,756,822 6,481,633 321,281 Avaya Inc. COM 053499109 374,528,639 22,240,418 22,240,418 21,378,718 861,700 Avista Corp. COM 05379B107 66,455,330 3,083,774 3,083,774 2,884,542 199,232 Axa Spons ADR 054536107 416,713 9,682 9,682 9,682 Baker Hughes, Inc. COM 057224107 8,044,006 95,614 95,614 87,847 7,767 Baldor Electric Co. COM 057741100 79,853,657 1,620,407 1,620,407 1,517,584 102,823 Ballantyne of Omaha Inc COM 058516105 426,625 69,824 69,824 69,824 Ball Corp. COM 058498106 358,540,729 6,743,290 6,743,290 6,513,690 229,600 Bank of America Corp. COM 060505104 39,252,111 802,866 777,540 779,971 22,895 Bank of New York Co., Inc. (The) COM 064057102 1,071,945,551 25,867,412 25,696,391 24,473,739 1,393,359 Bankrate, Inc. COM 06646V108 11,841,703 247,114 247,114 238,892 8,222 Bare Escentuals, Inc. COM 067511105 2,803,715 82,100 82,100 82,100 Barnes Group, Inc. COM 067806109 64,948,847 2,050,153 2,050,153 1,926,823 123,330 Barrick Gold Corp. COM 067901108 701,050,754 24,115,953 23,996,967 22,987,658 1,128,075 Bausch & Lomb, Inc. COM 071707103 214,528,908 3,089,414 3,089,414 2,985,114 104,300 Baxter Int'l., Inc. COM 071813109 723,998,381 12,850,522 12,787,456 12,295,740 554,666 Beacon Roofing Supply, Inc. COM 073685109 59,606,884 3,508,351 3,508,351 2,951,513 556,838 BE Aerospace, Inc. COM 073302101 36,351,764 880,188 880,188 868,640 11,548 Beckman Coulter, Inc. COM 075811109 13,886,796 214,700 214,700 214,700 Benihana, Inc. Class A 082047200 9,333,100 466,655 466,655 434,555 32,100 Benihana, Inc. COM 082047101 4,682,853 233,326 233,326 217,276 16,050 Berkley Corp.. COM 084423102 1,600,155 49,175 49,175 49,175 Berkshire Hathaway Financial Class B 084670207 80,950,275 22,455 22,455 22,172 283 Berkshire Hathaway Financial COM 084670108 218,950 2 2 2 Berry Petroleum Co Class A 085789105 24,910,022 661,094 661,094 556,694 104,400 Best Buy Co., Inc. COM 086516101 9,371,803 200,810 200,810 185,466 15,344 BHP Billiton Ltd Spon ADR 088606108 98,061,103 1,641,190 1,641,190 1,631,190 10,000 Biomarin Pharmaceutical, Inc. COM 09061G101 17,208,676 959,235 959,235 942,918 16,317 Biomarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 11,555,313 8,975,000 8,975,000 6,015,000 2,960,000 Biomed Realty Trust, Inc. COM 09063H107 38,305,915 1,524,917 1,524,917 1,421,217 103,700 Bio-Reference Labs, Inc. COM 09057G602 9,162,031 334,992 334,992 324,192 10,800 BJ Services Co. COM 055482103 77,731,326 2,733,169 2,733,169 2,414,469 318,700
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Blackboard, Inc. COM 091935502 11,659,069 276,806 276,806 267,150 9,656 Black Hills Corp. COM 092113109 143,770,344 3,616,864 3,616,864 3,383,590 233,274 Boeing Co. (The) COM 097023105 146,575,630 1,524,289 1,524,289 1,502,751 21,538 BOK Financial Corporation COM 05561Q201 1,925,470 36,044 36,044 36,044 Boston Scientific Corp. COM 101137107 611,281,242 39,848,842 39,656,181 38,413,738 1,434,719 Bowater, Inc. COM 102183100 242,928,420 9,736,610 9,736,610 9,460,110 276,500 Brady Corporation COM 104674106 120,156,368 3,235,228 3,235,228 3,061,728 173,500 Brinker Int'l., Inc. COM 109641100 147,465,922 5,038,125 5,038,125 4,849,876 188,249 Bristol-Myers Squibb Co. COM 110122108 691,544,282 21,912,050 21,785,631 20,672,459 1,239,493 Bristol-Myers Squibb Co. CV 2.51% 9/15/2023 110122AN8 33,725,038 33,145,000 33,145,000 17,570,000 15,575,000 Bristow Group, Inc. COM 110394103 83,480,453 1,684,772 1,684,772 1,577,271 107,501 British American Tobacco Spons ADR 110448107 778,378 11,258 11,258 11,258 Bronco Drilling Co., Inc. COM 112211107 2,873,391 175,100 175,100 119,600 55,500 Brookline Bancorp, Inc. COM 11373M107 23,031,245 2,000,977 2,000,977 1,683,323 317,654 Brown-Forman Corp COM 115637209 19,078,411 261,062 261,062 258,362 2,700 Brush Engineered Materials,Inc COM 117421107 31,332,476 746,189 746,189 627,589 118,600 Bucyrus Int'l., Inc COM 118759109 66,419,103 938,388 938,388 810,200 128,188 Cabot Corp. COM 127055101 12,757,785 267,571 267,571 264,371 3,200 Cabot Microelectronics Corp. COM 12709P103 46,700,652 1,315,882 1,315,882 1,227,282 88,600 Cabot Oil & Gas Corp. COM 127097103 17,506,936 474,700 474,700 474,700 CACI Int'l. Inc. Class A 127190304 13,798,904 282,475 282,475 237,675 44,800 Cadbury Schweppes Spons ADR 127209302 580,576 10,692 10,692 10,692 Cadence Design Systems, Inc. COM 127387108 381,864,504 17,389,094 17,389,094 16,759,594 629,500 Cal Dive International, Inc. COM 12802T101 12,033,235 723,586 723,586 698,480 25,106 Cal Dive Int'l., Inc. CV 3.25% 12/15/2025 127914AB5 10,532,413 7,270,000 7,270,000 4,940,000 2,330,000 Cameron International Corp. COM 13342B105 14,165,354 198,200 198,200 198,200 Cameron International Corp. CV 2.5% 06/15/2026 13342BAB1 31,248,124 25,587,000 25,587,000 15,317,000 10,270,000 Campbell Soup Co. COM 134429109 10,575,104 272,484 272,484 251,583 20,901 Canadian National Railway Co. COM 136375102 8,250,609 161,999 160,099 102,668 59,331 Capella Education Co COM 139594105 9,152,835 198,845 198,845 192,325 6,520 Capital Senior Living Corp. COM 140475104 2,336,085 247,992 247,992 167,392 80,600 Carbo Ceramics, Inc. COM 140781105 105,741,349 2,413,635 2,413,635 2,233,069 180,566
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Cardiac Science Corp. COM 14141A108 4,038,881 368,511 368,511 248,811 119,700 Carlisle Companies, Inc. COM 142339100 251,991,180 5,418,000 5,418,000 5,212,500 205,500 Carnival Corp. CV 1.132% 4/29/2033 143658AV4 76,720 112,000 112,000 112,000 Carpenter Technology Corp. COM 144285103 153,482,636 1,177,827 1,177,827 1,106,827 71,000 Carriage Services, Inc. COM 143905107 1,604,918 194,300 194,300 129,200 65,100 Carrizo Oil & Gas Inc COM 144577103 8,113,730 195,653 195,653 188,870 6,783 Casey's General Stores, Inc. COM 147528103 23,653,502 867,700 867,700 809,800 57,900 Caterpillar Inc. COM 149123101 185,535,530 2,369,547 2,369,547 2,347,642 21,905 Cavium Networks Inc COM 14965A101 316,680 14,000 14,000 14,000 Cbeyond Inc. COM 149847105 9,132,107 237,136 237,136 228,911 8,225 CDI Corp. COM 125071100 1,833,017 56,926 56,926 56,926 Celadon Group Inc. COM 150838100 20,353,383 1,280,087 1,280,087 1,077,971 202,116 Celanese Corp. CVPFD 4.25% 12/31/2049 150870202 15,438,496 307,785 307,785 208,660 99,125 Celgene Corp. COM 151020104 35,175,452 613,561 613,561 596,761 16,800 Celgene Corp. CV 1.75% 06/01/2008 151020AC8 9,536,588 2,013,000 2,013,000 2,013,000 Cemig SA Spons ADR 204409601 483,148 22,898 22,898 22,898 Central Euro Distribution Corp COM 153435102 45,145,346 1,304,025 1,304,025 1,220,127 83,898 Century Aluminum Co. COM 156431108 30,256,334 553,841 553,841 484,408 69,433 CenturyTel, Inc. COM 156700106 172,593,952 3,518,735 3,518,735 3,392,235 126,500 Cephalon, Inc. CV 0% 06/15/2033 156708AK5 24,157,869 17,333,000 17,323,000 14,448,000 2,875,000 Charles River Associates, Inc. CV 2.875% 6/15/2034 159852AB8 37,198,675 26,980,000 26,980,000 26,980,000 Charles River Laboratories Int'l., Inc. COM 159864107 5,875,853 113,829 113,829 113,829 Charter Communications, Inc. Class A 16117M107 674,325 166,500 166,500 166,500 Chattem, Inc. CV 2% 11/15/2013 162456AP2 8,804,000 7,100,000 7,100,000 4,750,000 2,350,000 Cheesecake Factory, Inc. (The) COM 163072101 21,775,452 888,069 888,069 829,169 58,900 Chemtura Corp. COM 163893100 230,528,978 20,749,683 20,749,683 19,913,283 836,400 Chesapeake Energy Corp. COM 165167107 50,093,084 1,447,777 1,447,777 1,430,177 17,600 Chesapeake Utilities Corp. COM 165303108 3,912,492 114,200 114,200 77,900 36,300 Chevron Corp. COM 166764100 182,807,960 2,170,085 2,170,063 2,143,216 26,847 China Unicom Ltd. ADR 16945R104 585,872 34,003 34,003 34,003 Chipotle Mexican Grill COM 169656105 6,379,541 74,807 74,807 72,196 2,611 Church & Dwight Co., Inc. COM 171340102 15,512,046 320,100 320,100 320,100
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Church & Dwight Co., Inc. CV 5.25% 8/15/2033 171340AC6 15,224,633 9,471,000 9,471,000 7,041,000 2,430,000 Ciena Corp. COM 171779309 10,720,674 296,725 296,725 296,725 Ciena Corp. CV 0.25% 05/01/2013 171779AB7 11,490,693 11,129,000 11,129,000 7,129,000 4,000,000 Cisco Systems, Inc. COM 17275R102 24,013,356 862,239 862,239 821,387 40,852 Citigroup, Inc. COM 172967101 2,201,742,877 42,927,332 42,678,573 40,495,041 2,431,925 Citi Trends, Inc. COM 17306X102 4,944,252 130,249 130,249 109,149 21,100 CLARCOR, Inc. COM 179895107 70,966,943 1,895,991 1,895,991 1,664,791 231,200 Claymont Steel Holdings Inc COM 18382P104 10,353,252 484,023 484,023 409,966 74,057 Clean Energy Fuels Corp COM 184499101 3,667,520 292,000 292,000 281,879 10,121 Clear Channel Communications, Inc. COM 184502102 169,289,506 4,476,190 4,476,190 4,453,790 22,400 Cleveland-Cliffs Iron Co. (The) COM 185896107 7,980,126 102,744 102,744 99,266 3,478 CMS Energy Corp. COM 125896100 285,864,189 16,620,011 16,620,011 15,943,111 676,900 Coach, Inc. COM 189754104 32,548,115 686,814 686,814 658,903 27,911 CoBiz, Inc. COM 190897108 2,902,824 160,200 160,200 109,900 50,300 Coca-Cola Co. (The) COM 191216100 923,541,820 17,655,168 17,557,209 16,592,941 1,062,068 Coca-Cola Enterprises Inc. COM 191219104 1,048,757,880 43,698,245 43,496,990 41,170,563 2,527,418 Cognizant Tech Solutions Corp. COM 192446102 9,003,291 119,900 119,900 119,900 Cohen & Steers, Inc. COM 19247A100 7,839,032 180,415 180,415 174,085 6,330 Coherent, Inc. COM 192479103 27,243,294 892,930 892,930 834,859 58,071 Coinstar Inc. COM 19259P300 3,056,708 97,100 97,100 93,782 3,318 Colgate-Palmolive Co. COM 194162103 27,833,944 429,205 429,205 403,227 25,978 Collectors Universe, Inc. COM 19421R200 2,278,210 149,000 149,000 96,100 52,900 Columbia Bancorp COM 197231103 1,948,082 92,810 92,810 63,190 29,620 Comcast Corp. Special Class A 20030N101 3,475,520 123,596 123,596 123,596 Comcast Corp. Special Class A 20030N200 126,350,508 4,518,974 4,490,324 4,288,436 230,538 Comfort Systems USA Inc COM 199908104 25,052,884 1,766,776 1,766,776 1,661,835 104,941 Commerce Bancorp, Inc. COM 200519106 1,827,306 49,400 49,400 49,400 Commercial Metals Co. COM 201723103 35,763,443 1,059,030 1,059,030 890,930 168,100 Commercial Vehicle Group, Inc. COM 202608105 26,168,872 1,404,663 1,404,663 1,311,963 92,700 CommScope, Inc. CV 1% 3/15/2024 203372AD9 14,119,810 5,249,000 5,249,000 4,344,000 905,000 Comstock Resources, Inc. COM 205768203 32,669,758 1,090,082 1,090,082 917,158 172,924 COMSYS IT Partners Inc. COM 20581E104 2,422,217 106,191 106,191 74,191 32,000
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Comtech Telecommunication Corp COM 205826209 65,545,736 1,412,015 1,412,015 1,272,426 139,589 Concur Technologies, Inc. COM 206708109 10,510,497 459,978 459,978 443,980 15,998 CONMED Corp. COM 207410101 5,549,087 189,518 189,518 175,951 13,567 ConocoPhillips COM 20825C104 6,287,457 80,095 80,095 73,028 7,067 Conseco, Inc. COM 208464883 200,039,924 9,575,870 9,575,870 9,129,070 446,800 Cooper Industries Ltd., Class A G24182100 23,237,571 407,034 407,034 402,134 4,900 Core Laboratories N.V. COM N22717107 8,755,306 86,098 86,098 83,078 3,020 Corning, Inc. COM 219350105 346,588,203 13,565,096 13,531,996 12,917,457 647,639 Corrections Corp of America COM 22025Y407 18,122,037 287,150 287,150 287,150 Costco Wholesale Corp. COM 22160K105 132,633,707 2,266,468 2,258,568 2,133,578 132,890 Costco Wholesale Corp. COM 22160QAC6 28,691,630 21,512,000 21,503,000 13,198,000 8,305,000 Courier Corp. COM 222660102 7,631,960 190,799 190,799 177,724 13,075 Covanta Holding Corp. CV 1% 02/01/2027 22282EAA0 13,464,594 13,025,000 13,025,000 8,850,000 4,175,000 CRA Int'l., Inc. COM 12618T105 7,229,373 149,987 149,987 149,987 Credit Suisse Group Spon ADR 225401108 345,788 4,873 4,873 4,873 Crocs, Inc. COM 227046109 10,448,243 242,813 242,813 234,300 8,513 Cryolife, Inc. COM 228903100 387,698 29,800 29,800 29,800 CSX Corp. CV 0% 10/30/2021 126408GA5 33,098,193 20,638,000 20,638,000 20,638,000 Ctrip.com International ADR 22943F100 13,987,176 177,886 177,886 171,685 6,201 CTS Corp. COM 126501105 15,414,310 1,217,560 1,217,560 1,138,860 78,700 Cullen/Frost Bankers, Inc. COM 229899109 172,437,274 3,224,935 3,224,935 3,104,135 120,800 Cummins, Inc. COM 231021106 166,704,307 1,647,113 1,647,113 1,581,513 65,600 Curtiss-Wright Corp. COM 231561101 240,864,726 5,167,662 5,167,662 4,756,980 410,682 Cutera, Inc. COM 232109108 3,087,588 123,900 123,900 84,800 39,100 CVS Caremark Corp. COM 126650100 961,509,744 26,378,868 26,222,238 24,909,186 1,469,552 CV Therapeutics, Inc. COM 126667104 1,321,000 100,000 100,000 100,000 CV Therapeutics, Inc. CV 2.75% 5/16/2012 126667AF1 679,875 700,000 700,000 700,000 CV Therapeutics, Inc. CV 3.25% 8/16/2013 126667AG9 25,045,500 28,300,000 28,300,000 28,300,000 Cynosure Inc Class A 232577205 688,527 18,900 18,900 18,900 Cytec Industries, Inc. COM 232820100 66,147,792 1,037,287 1,037,287 1,025,487 11,800 Daktronics, Inc. COM 234264109 4,708,008 219,181 219,181 211,974 7,207 Danaher Corp. COM 235851102 4,775,451 63,251 63,251 63,251
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Danaher Corp. CV 0% 1/22/2021 235851AF9 57,501,993 51,862,000 51,854,000 39,624,000 12,230,000 Dawson Geophysical Co. COM 239359102 313,446 5,100 5,100 5,100 DealerTrack Holdings Inc. COM 242309102 12,518,600 339,810 339,810 327,991 11,819 Deckers Outdoor Corp COM 243537107 9,399,340 93,155 93,155 89,960 3,195 DeCODE genetics Inc. CV 3.5% 04/15/2011 243586AB0 1,901,570 2,596,000 2,596,000 2,596,000 Deere & Co. COM 244199105 854,115 7,074 7,074 7,074 Delhaize Group Spons ADR 29759W101 756,432 7,725 7,725 7,725 Delta Air Lines, Inc. COM 247361702 43,022,259 2,183,871 2,175,971 1,474,514 709,357 Desarrolladora Homex ADR 25030W100 16,204,129 267,439 267,439 250,338 17,101 Devon Energy Corp. COM 25179M103 276,114,699 3,526,820 3,506,992 3,342,699 184,093 Devon Energy Corp. CV 4.9% 8/15/2008 25179MAA1 95,214,745 60,358,000 60,328,000 49,478,000 10,850,000 Diageo plc ADR 25243Q205 362,199,181 4,347,608 4,332,067 4,286,530 61,037 Diamond Rock Hospitality Co. COM 252784301 26,216,149 1,374,012 1,374,012 1,282,012 92,000 Dick's Sporting Goods COM 253393102 10,701,302 183,966 183,966 177,600 6,366 Diebold Inc. COM 253651103 712,112 13,642 13,642 13,642 Digital River, Inc. COM 25388B104 4,585,952 101,347 101,347 97,865 3,482 Digital River, Inc. CV 1.25% 1/1/2024 25388BAB0 5,848,720 5,042,000 5,042,000 3,742,000 1,300,000 Dollar Financial Corp COM 256664103 8,798,948 308,735 308,735 298,761 9,974 Dominion Resources, Inc. COM 25746U109 364,833,319 4,227,011 4,208,111 3,912,668 314,343 Dominion Resources, Inc. NOTE 2.125%12/1 25746UAT6 109,863 94,000 94,000 94,000 Donegal Group Inc. COM 257701201 3,203,455 214,997 214,997 147,476 67,521 Double-Take Software Inc COM 258598101 561,222 34,200 34,200 34,200 Dreamworks Animation SKG, Inc. COM 26153C103 14,882,882 516,050 516,050 498,150 17,900 Dril-Quip, Inc. COM 262037104 11,295,396 251,288 251,288 246,380 4,908 DST Systems, Inc. CV 4.125% 8/15/2023 233326AB3 12,693,750 7,500,000 7,500,000 7,500,000 DXP Enterprises, Inc. COM 233377407 410,400 9,600 9,600 9,600 Dynamic Materials Corp COM 267888105 682,500 18,200 18,200 18,200 Eastman Chemical Co. COM 277432100 326,184,171 5,070,483 5,070,483 4,892,083 178,400 Eaton Corp. COM 278058102 298,167,862 3,206,106 3,189,494 3,005,312 200,741 EDO Corp. COM 281347104 14,326,850 435,864 435,864 421,200 14,664 EDO Corp. CV 4.0% 11/15/2025 281347AE4 32,461,719 28,075,000 28,075,000 28,075,000 Edwards Lifesciences COM 28176E108 1,499,936 30,400 30,400 30,400
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Electronic Art Inc. COM 285512109 11,707,015 247,401 247,401 228,190 19,211 Electronic Data Systems Corp. CV 3.875% 07/15/2023 285661AF1 93,192,825 91,590,000 91,590,000 78,420,000 13,170,000 Eli Lilly & Co. COM 532457108 312,602,946 5,594,183 5,551,283 5,066,068 528,115 El Paso Corp. COM 28336L109 160,687,041 9,326,004 9,243,150 9,165,208 160,542 EMBARQ Corp. COM 29078E105 374,344,080 5,907,276 5,907,276 5,703,276 204,000 EMC Corp. COM 268648102 5,299,915 292,813 292,813 292,813 EMC Corp. CV 1.75% 12/01/2011 268648AK8 57,590,130 45,436,000 45,413,000 31,988,000 13,425,000 Emerson Electric Co. COM 291011104 723,245,107 15,453,955 15,353,541 14,533,673 920,144 Empresas ICA SA COM 292448206 1,585,740 26,000 26,000 25,037 963 ENCANA Corp. COM 292505104 53,141,960 864,800 864,800 855,000 9,800 Encore Wire Corp. COM 292562105 718,336 24,400 24,400 24,400 EnerNoc Inc COM 292764107 7,800,254 204,570 204,570 197,775 6,795 EnerSys COM 29275Y102 818,596 44,732 44,732 37,582 7,150 EnPro Industries, Inc. COM 29355X107 31,635,546 739,321 739,321 621,926 117,395 EnPro Industries, Inc. CV 3.938% 10/15/2015 29355XAB3 12,469,638 8,390,000 8,390,000 5,510,000 2,880,000 Entravision Communications Corp. 29382R107 48,470,244 4,647,195 4,647,195 3,909,845 737,350 EOG Resources, Inc. COM 26875P101 378,963,535 5,187,018 5,187,018 5,087,418 99,600 E.ON AG Spons ADR 268780103 787,695 14,157 14,157 14,157 Epicor Software Corp. COM 29426L108 35,794,722 2,407,177 2,407,177 2,025,213 381,964 Equifax Inc. COM 294429105 18,089,334 407,234 407,234 342,614 64,620 Equinix, Inc. COM 29444U502 26,991,425 295,085 295,085 290,040 5,045 Equinix, Inc. CV 2.5% 04/15/2012 29444UAF3 13,376,000 12,800,000 12,800,000 10,575,000 2,225,000 Ericsson ADR 294821608 3,271,299 82,008 82,008 82,008 Ethan Allen Interiors, Inc. COM 297602104 4,630,737 135,204 135,204 126,711 8,493 Eurand NV COM N31010106 7,881,289 502,954 502,954 485,571 17,383 Euronet Worldwide, Inc. CV 1.625% 12/15/2024 298736AD1 2,003,906 1,875,000 1,875,000 1,875,000 Euronet Worldwide, Inc. CV 3.5% 10/15/2025 298736AF6 1,161,875 1,100,000 1,100,000 1,100,000 Everest Re Group, Ltd. Bermuda COM G3223R108 34,710,697 319,502 319,502 273,602 45,900 EXCO Resources, Inc. COM 269279402 57,576,643 3,301,413 3,301,413 2,777,363 524,050 Exlservice Holdings, Inc. COM 302081104 3,402,603 181,569 181,569 176,012 5,557 Expeditors Intl Wash Inc COM 302130109 6,228,040 150,800 150,800 150,800 Exponent, Inc. COM 30214U102 6,388,872 285,600 285,600 194,900 90,700
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Express Scripts Inc COM 302182100 14,424,334 288,429 288,429 266,029 22,400 Exxon Mobil Corp. COM 30231G102 2,831,860,328 33,760,853 33,565,716 31,912,062 1,848,513 F5 Networks Inc. COM 315616102 9,534,980 118,300 118,300 118,300 Factset Research Systems, Inc. COM 303075105 19,011,758 278,153 278,153 272,947 5,206 FannieMae COM 313586109 856,575,504 13,111,519 13,031,192 12,376,574 734,822 FARO Technologies Inc. COM 311642102 20,970,539 658,209 658,209 556,602 101,607 FCStone Group Inc COM 31308T100 10,033,663 175,077 175,077 169,149 5,928 Federal Agric Mtg Corp. Class C 313148306 4,545,272 132,825 132,825 90,195 42,630 Fifth Third Bancorp COM 316773100 93,686,149 2,355,699 2,355,699 2,341,599 14,100 Financial Federal Corp. COM 317492106 119,430,561 4,005,049 4,005,049 3,756,399 248,650 First Acceptance Corp. COM 318457108 7,073,676 696,228 696,228 585,678 110,550 First Midwest Bancorp, Inc. COM 320867104 51,253,039 1,443,341 1,443,341 1,351,241 92,100 First Solar Inc. COM 336433107 11,887,803 133,137 133,137 128,520 4,617 Fiserv, Inc. COM 337738108 16,499,718 290,488 290,488 290,488 Fisher Scientific Int'l., Inc. CV 3.25% 3/1/2024 338032AX3 54,516,653 38,057,000 38,036,000 31,536,000 6,500,000 Flanders Corp. COM 338494107 1,516,846 196,993 196,993 132,793 64,200 FLIR Systems, Inc. COM 302445101 97,074,958 2,098,918 2,098,918 1,961,418 137,500 FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 32,725,000 15,400,000 15,400,000 15,400,000 Flow International Corp. COM 343468104 23,786,645 1,887,829 1,887,829 1,657,518 230,311 Fluor Corp. CV 1.5% 2/15/2024 343412AA0 69,743,563 34,850,000 34,850,000 34,850,000 FMC Technologies, Inc. COM 30249U101 1,433,882 18,100 18,100 18,100 Foot Locker, Inc. COM 344849104 184,110,636 8,445,442 8,445,442 8,088,842 356,600 Ford Motor Co. COM 345370860 36,747,429 3,901,001 3,813,001 2,589,853 1,311,148 Ford Motor Co. CV 4.25% 12/15/2036 345370CF5 52,605 42,000 42,000 42,000 Ford Motor Co.Capital Trust II CV PFD 6.5% 1/30/2032 345395206 21,076,896 546,600 546,600 467,950 78,650 Forest Oil Corp. COM 346091705 76,036,685 1,799,259 1,799,259 1,719,368 79,891 Forrester Research, Inc. COM 346563109 250,357 8,900 8,900 8,900 Fortune Brands, Inc. COM 349631101 79,850,878 969,417 958,217 768,098 201,319 Fossil, Inc. COM 349882100 35,028,900 1,187,823 1,187,823 1,110,723 77,100 Foster Wheeler Ltd. COM G36535139 23,148,784 216,364 216,364 183,080 33,284 Foundation Coal Holdings, Inc. COM 35039W100 7,578,994 186,491 186,491 180,010 6,481 Foundry Network, Inc. COM 35063R100 23,950,849 1,437,626 1,437,626 1,209,526 228,100
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ FPL Group, Inc. COM 302571104 312,027,502 5,499,251 5,471,051 5,174,397 324,854 Franklin Bank Corp COM 352451108 874,630 58,700 58,700 37,300 21,400 Franklin Resources COM 354613101 1,854,580 14,000 14,000 14,000 FreddieMac Corp. COM 313400301 9,301,607 153,239 136,439 144,082 9,157 Freeport-Mcmoran Copper & Gold CVPFD 6.75% 5/1/2010 35671D782 31,483,657 245,009 245,009 221,009 24,000 Freeport-Mcmoran Copper & Gold Inc COM 35671D857 701,990,229 8,476,096 8,423,925 7,949,256 526,769 Fresenius Medical Care AG & Co ADR 358029106 8,856,084 192,775 192,775 192,775 Frontier Airlines Holdings COM 359059102 526,400 94,000 94,000 61,100 32,900 Frontier Airlines, Inc. CV 5% 12/15/2025 359065AA7 872,500 1,000,000 1,000,000 1,000,000 FTI Consulting, Inc. COM 302941109 28,865,835 759,028 759,028 751,950 7,078 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 16,909,250 11,950,000 11,950,000 11,950,000 Fuel-Tech N.V. COM 359523107 541,150 15,800 15,800 15,800 Gaiam, Inc. COM 36268Q103 22,267,617 1,221,482 1,221,482 1,125,054 96,428 GameStop Corp. COM 36467W109 40,327,662 1,031,398 1,031,398 988,490 42,908 Gardner Denver, Inc. COM 365558105 25,677,989 603,478 603,478 538,921 64,557 GATX Corp. COM 361448103 124,328,030 2,524,427 2,524,427 2,394,827 129,600 General Cable Corp. NOTE 0.875%11/1 369300AD0 54,528 34,000 34,000 34,000 General Dynamics Corp. COM 369550108 96,448,623 1,233,043 1,219,643 1,190,169 42,874 General Electric Co. COM 369604103 1,989,190,249 51,964,218 51,672,386 49,163,725 2,800,172 Genesee & Wyoming, Inc. Class A 371559105 35,481,491 1,189,058 1,189,058 1,110,483 78,575 Genlyte Group, Inc. (The) COM 372302109 62,946,119 801,453 801,453 701,123 100,330 Gen-Probe Inc. COM 36866T103 6,809,334 112,700 112,700 112,700 Genuine Parts Co. COM 372460105 292,209,075 5,891,312 5,891,312 5,681,512 209,800 Genworth Financial, Inc. Class A 37247D106 47,585,623 1,383,303 1,374,403 1,244,557 138,746 Genzyme Corp. COM 372917104 10,256,666 159,265 159,265 146,898 12,367 Genzyme Corp. CV 1.25% 12/1/2023 372917AN4 58,516,630 55,466,000 55,441,000 50,791,000 4,650,000 Geo Group Inc COM 36159R103 11,997,494 412,285 412,285 397,990 14,295 GFI Group, Inc. COM 361652209 8,352,740 115,242 115,242 111,220 4,022 Gilead Sciences, Inc. COM 375558103 28,115,306 725,182 725,182 684,652 40,530 Gilead Sciences, Inc. CV .625% 05/01/2013 375558AH6 10,321,250 8,975,000 8,975,000 6,425,000 2,550,000 Gilead Sciences, Inc. NOTE 0.500% 5/0 375558AG8 87,010 77,000 77,000 77,000 Global Payments Inc COM 37940X102 48,739,049 1,229,232 1,229,232 1,051,932 177,300
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ GlobalSantaFe Corp. COM G3930E101 295,447,735 4,089,242 4,089,242 3,983,842 105,400 Glu Mobile Inc COM 379890106 984,120 70,800 70,800 70,800 Gol Linhas Aereas Inteligentes ADR 38045R107 339,566 10,293 10,293 10,293 Goodyear Tire & Rubber Co. COM 382550101 108,987,512 3,135,429 3,116,729 2,684,565 450,864 Google, Inc. Class A 38259P508 7,611,515 14,543 14,543 14,543 Graco, Inc COM 384109104 50,756,586 1,260,094 1,260,094 1,060,294 199,800 Graham Corp. COM 384556106 4,219,968 150,070 150,070 100,167 49,903 Greatbatch, Inc. COM 39153L106 29,774,790 918,975 918,975 858,675 60,300 Halliburton Co. COM 406216101 325,221,633 9,426,714 9,426,714 9,222,353 204,361 Hanover Compressor Co. COM 410768105 119,204,423 4,998,089 4,998,089 4,679,674 318,415 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 25,998,100 14,920,000 14,920,000 14,920,000 Hansen Medical Inc. COM 411307101 593,146 31,400 31,400 31,400 Harris Corp. COM 413875105 7,735,190 141,800 141,800 141,800 Harsco Corp. COM 415864107 6,871,228 132,139 132,139 132,139 Hartford Financial Group , Inc (The) COM 416515104 80,120,449 813,323 807,123 706,855 106,468 Hartmarx Corp. COM 417119104 3,721,193 466,900 466,900 320,300 146,600 Haynes International Inc COM 420877201 13,580,228 160,846 160,846 135,246 25,600 HCC Insurance Holdings, Inc. COM 404132102 51,750,453 1,548,951 1,548,951 1,323,451 225,500 HealthExtras, Inc. COM 422211102 24,828,890 839,381 839,381 706,213 133,168 Health Grades Inc COM 42218Q102 554,652 85,200 85,200 85,200 HealthSouth Corp. COM 421924309 121,570,963 6,712,919 6,712,919 6,371,719 341,200 Heartland Express, Inc. COM 422347104 77,330,264 4,744,188 4,744,188 4,501,327 242,861 Heelys Inc. COM 42279M107 4,154,745 160,663 160,663 155,050 5,613 Heico Corp Class A 422806208 8,017,258 228,087 228,087 191,926 36,161 Heico Corp COM 422806109 20,063,071 476,784 476,784 401,094 75,690 Hellenic Telecommun Organization COM 423325307 625,639 40,234 40,234 40,234 Henry Schein, Inc. COM 806407102 6,919,185 129,500 129,500 129,500 Hercules, Inc. COM 427056106 4,529,266 230,497 230,497 230,497 Hertz Global Holdings, Inc. COM 42805T105 387,672,189 14,590,598 14,525,510 13,561,784 1,028,626 Hewlett-Packard Co. COM 428236103 798,633,346 17,898,551 17,780,497 16,682,021 1,216,351 Hexcel Corp. COM 428291108 194,614,993 9,236,592 9,236,592 8,604,527 632,065 Hilb, Rogal & Hobbs Co. COM 431294107 65,064,266 1,518,065 1,518,065 1,277,115 240,950
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Hilton Hotels Corp. COM 432848109 12,598,677 376,417 376,417 376,417 Hilton Hotels Corp. CV 3.375% 4/15/2023 432848AZ2 47,778,169 31,615,000 31,604,000 31,604,000 0 H.J. Heinz CO. COM 423074103 31,937,816 672,800 672,800 672,800 HMS Holdings Corp COM 40425J101 6,257,440 326,930 326,930 317,430 9,500 Hologic, Inc. COM 436440101 21,041,749 380,433 380,433 375,253 5,180 Home Depot, Inc. (The) COM 437076102 653,604 16,610 16,610 15,217 1,393 Honeywell Int'l., Inc. COM 438516106 10,385,630 184,535 184,535 172,991 11,544 Hormel Foods Corp. COM 440452100 4,684,698 125,427 125,427 125,427 Host Hotels & Resorts Inc. COM 44107P104 131,014,590 5,666,721 5,666,721 5,399,921 266,800 Houston Wire & Cable Co. COM 44244K109 897,756 31,600 31,600 31,600 Hubbell, Inc. Class B 443510201 290,303,802 5,354,183 5,354,183 5,168,883 185,300 IAC/InterActiveCorp COM 44919P300 773,908,690 22,360,841 22,242,849 21,061,153 1,299,496 ICON plc ADR 45103T107 49,142,021 1,123,503 1,123,503 996,125 127,378 ICT Group, Inc. COM 44929Y101 11,139,897 595,398 595,398 500,961 94,437 IDACORP, Inc. COM 451107106 86,673,134 2,705,154 2,705,154 2,528,668 176,486 IDEX Corp. COM 45167R104 77,657,484 2,014,984 2,014,984 1,941,034 73,950 Illumina, Inc. COM 452327109 28,367,012 698,867 698,867 685,593 13,274 ImClone Systems, Inc. COM 45245W109 7,903,809 223,524 223,524 206,239 17,285 IMS Health Inc. COM 449934108 45,805,749 1,425,638 1,425,638 1,409,938 15,700 Infinera Corp COM 45667G103 6,276,800 251,878 251,878 243,094 8,784 Infosys Technologies Ltd. ADR 456788108 1,360,260 27,000 27,000 27,000 ING Groep N.V. Spon ADR 456837103 562,904 12,802 12,802 12,802 Ingles Markets, Inc. Class A 457030104 6,490,139 188,393 188,393 188,393 Insulet Corporation COM 45784P101 563,740 39,700 39,700 39,700 Intel Corp. COM 458140100 58,977,530 2,482,219 2,441,619 1,826,021 656,198 Intel Corp. CV 2.95% 12/15/2035 458140AD2 74,982,879 78,209,000 78,189,000 63,254,000 14,935,000 Interactive Brokers Group, Inc COM 45841N107 9,346,448 344,506 344,506 344,506 IntercontinentalExchange, Inc. COM 45865V100 7,762,125 52,500 52,500 52,500 Interline Brands, Inc. COM 458743101 14,122,424 541,504 541,504 505,885 35,619 Intermec Inc. COM 458786100 103,809,547 4,101,523 4,101,523 3,840,423 261,100 Intermune, Inc. CV 0.25% 03/01/2011 45884XAC7 1,368,750 1,000,000 1,000,000 1,000,000 Internap Network Services Corp COM 45885A300 667,646 46,300 46,300 46,300
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ International Game Technology COM 459902102 9,246,130 232,900 232,900 232,900 International Game Technology CV 2.6% 12/15/2036 459902AP7 26,722,811 27,303,000 27,286,000 20,461,000 6,825,000 International Paper Co. COM 460146103 573,524,645 14,686,931 14,598,466 13,932,500 754,277 International Securities Exchange Holdings Inc Class A 46031W204 5,855,360 89,600 89,600 89,600 Inter Parfums Inc COM 458334109 835,868 31,400 31,400 31,400 Interpublic Group of Cos.(The) COM 460690100 418,111,188 36,676,420 36,676,420 35,543,320 1,133,100 Interpublic Group of Cos.(The) CV 4.5% 3/15/2023 460690AT7 17,900 16,000 16,000 16,000 Interstate Hotels & Resorts, Inc. COM 46088S106 858,690 164,500 164,500 107,900 56,600 Int'l. Business Machines Corp. COM 459200101 242,132,361 2,300,545 2,294,045 2,180,826 119,719 Int'l. Flavors & Fragrances, Inc. COM 459506101 24,516,541 470,206 470,206 464,606 5,600 Inventiv Health Inc COM 46122E105 8,228,024 224,748 224,748 217,100 7,648 Investors Financial Services Corp. COM 461915100 29,069,758 471,376 471,376 396,637 74,739 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 18,475,000 20,000,000 20,000,000 20,000,000 Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 21,752,625 21,300,000 21,300,000 21,300,000 IPC Holdings Ltd. COM G4933P101 35,033,165 1,084,954 1,084,954 1,035,054 49,900 IPG Photonics Corp. COM 44980X109 3,815,777 191,267 191,267 184,653 6,614 Irobot Corp. COM 462726100 712,615 35,900 35,900 35,900 Isis Pharmaceuticals Inc. CV 2.625% 02/15/2027 464337AE4 8,061,769 8,365,000 8,365,000 6,415,000 1,950,000 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 19,848,205 14,716,000 14,716,000 11,901,000 2,815,000 ITT Educational Services, Inc. COM 45068B109 23,112,122 196,900 196,900 196,900 J2 Global Communications, Inc. COM 46626E205 7,782,770 223,002 223,002 215,090 7,912 Jack Henry & Assoc. Inc. COM 426281101 45,558,445 1,769,260 1,769,260 1,663,860 105,400 Jacobs Engineering Group, Inc. COM 469814107 5,118,390 89,000 89,000 89,000 Jamba Inc COM 47023A101 5,635,934 616,623 616,623 598,180 18,443 James River Coal Co COM 470355207 536,544 41,400 41,400 41,400 JA Solar Holdings Co Ltd Spon ADR 466090107 1,335,708 39,600 39,600 39,600 J.B. Hunt Transport Services, Inc. COM 445658107 21,671,937 739,152 739,152 621,957 117,195 J Crew Group Inc. COM 46612H402 225,926,033 4,176,854 4,176,854 4,147,347 29,507 JDS Uniphase Corp. COM 46612J507 331,362,851 24,673,332 24,673,332 23,799,123 874,209 Jefferies Group Inc. COM 472319102 4,801,010 177,947 177,947 171,747 6,200 JetBlue Airways CV 3.5% 07/15/2033 477143AB7 10,300,875 10,565,000 10,565,000 6,590,000 3,975,000 JetBlue Airways CV 3.75% 03/15/2035 477143AC5 69,038 70,000 70,000 70,000
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ J & J Snack Foods Corp. COM 466032109 53,906,722 1,428,371 1,428,371 1,201,711 226,660 J.M. Smucker Co. (The) COM 832696405 6,571,494 103,228 103,228 103,228 Johnson & Johnson COM 478160104 10,656,528 172,939 172,939 160,167 12,772 Jones Soda Co. COM 48023P106 524,348 37,400 37,400 37,400 Joy Global, Inc. COM 481165108 2,064,357 35,391 35,391 35,191 200 JPMorgan Chase & Co. COM 46625H100 834,641,850 17,226,870 17,127,023 16,146,699 1,080,038 Juniper Networks, Inc. COM 48203R104 169,305,325 6,726,473 6,656,273 5,657,929 1,068,544 Juniper Networks, Inc. CV 0% 6/15/2008 48203RAC8 73,530 57,000 57,000 57,000 Kaiser Aluminum Corp COM 483007704 13,184,648 180,909 180,909 169,609 11,300 Kaman Corp. COM 483548103 28,987,705 929,391 929,391 843,563 85,828 Kaydon Corp. COM 486587108 78,062,886 1,497,753 1,497,753 1,403,053 94,700 KBR Inc. COM 48242W106 178,479,701 6,804,411 6,804,411 6,487,880 316,531 KBW Inc. COM 482423100 11,117,274 378,396 378,396 373,061 5,335 Keithley Instruments, Inc. COM 487584104 9,511,407 757,881 757,881 626,553 131,328 Kellogg Co. COM 487836108 24,323,381 469,654 469,654 456,316 13,338 Kenexa Corp. COM 488879107 8,066,169 213,900 213,900 206,418 7,482 Kennametal, Inc. COM 489170100 25,421,097 309,900 309,900 306,100 3,800 Kensey Nash Corp. COM 490057106 26,552,356 990,390 990,390 896,890 93,500 Keystone Automotive Industries, Inc. COM 49338N109 2,336,247 56,472 56,472 39,372 17,100 KForce, Inc. COM 493732101 27,867,922 1,743,925 1,743,925 1,467,839 276,086 Kimberly-Clark Corp. COM 494368103 296,577,607 4,433,811 4,404,951 4,213,106 220,646 King Pharmaceuticals, Inc. COM 495582108 392,188,369 19,168,542 19,168,542 18,495,142 673,400 Kirby Corp. COM 497266106 46,656,096 1,215,319 1,215,319 1,135,819 79,500 KNBT Bancorp, Inc. COM 482921103 10,030,619 682,355 682,355 633,045 49,310 Knight Transportation, Inc. COM 499064103 20,268,902 1,045,867 1,045,867 977,967 67,900 Knoll, Inc. COM 498904200 7,168,829 320,037 320,037 309,030 11,007 Knot, Inc. (The) COM 499184109 6,030,067 298,666 298,666 289,574 9,092 Kohl's Corp. COM 500255104 13,547,552 190,730 190,730 175,863 14,867 Komag, Incorporated COM 500453204 42,915,967 1,345,750 1,345,750 1,132,129 213,621 Koninklijke Ahold Nv Spon ADR 500467303 309,757 24,741 24,741 24,741 Kookmin Bank Spon ADR 50049M109 448,512 5,113 5,113 5,113 Koppers Holdings Inc COM 50060P106 47,541,139 1,411,554 1,411,554 1,319,164 92,390
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Kraft Foods Inc. Class A 50075N104 1,306,068,178 37,051,580 36,846,660 35,025,721 2,025,539 Kroger Co. (The) COM 501044101 1,252,041,068 44,509,103 44,294,228 42,357,824 2,150,904 K-V Pharmaceutical Co. Class A 482740206 7,834,878 287,624 287,624 277,654 9,970 Kyphon Inc. COM 501577100 60,556,666 1,257,667 1,257,667 1,091,324 166,343 L-3 Communications Corp. CV 3.0% 8/1/2035 502413AW7 62,927,363 55,565,000 55,542,000 51,492,000 4,050,000 Laboratory Corp. of America CV 0% 9/11/2021 50540RAG7 21,040,020 19,896,000 19,896,000 10,036,000 9,860,000 Ladish Co., Inc. COM 505754200 3,052,011 70,977 70,977 53,550 17,427 Lakeland Industries, Inc. COM 511795106 1,994,523 143,905 143,905 92,588 51,317 Lamar Advertising Co. COM 512815101 10,750,788 171,300 171,300 171,300 Landec Corp. COM 514766104 1,488,137 111,055 111,055 73,855 37,200 Layne Christensen Co. COM 521050104 556,920 13,600 13,600 13,600 Lazard Ltd. Class A G54050102 8,861,904 196,800 196,800 196,800 LCA-Vision Inc. COM 501803308 76,790,931 1,624,861 1,624,861 1,367,060 257,801 Leap Wireless International COM 521863308 1,831,960 21,680 21,680 21,680 Le Croy Corp. COM 52324W109 578,904 59,558 59,558 39,951 19,607 Liberty Media Corp. DEB 4.000%11/1 530715AG6 1,151,750 1,700,000 1,700,000 1,700,000 Liberty Media Corp. DEB 3.500% 1/1 530715AN1 18,238,224 18,422,448 18,422,448 18,422,448 Liberty Media (VIA) DEB 3.250% 3/1 530715AR2 48,537,930 56,604,000 56,604,000 56,604,000 Life Time Fitness Inc COM 53217R207 9,820,935 184,500 184,500 184,500 Limelight Network Inc COM 53261M104 7,912,000 400,000 400,000 388,784 11,216 Lindsay Manufacturing Co COM 535555106 544,767 12,300 12,300 12,300 Lionbridge Technologies, Inc. COM 536252109 18,126,911 3,077,574 3,077,574 2,589,079 488,495 Liquidity Services Inc. COM 53635B107 8,369,100 445,639 445,639 431,606 14,033 Liz Claiborne Inc. COM 539320101 38,736,050 1,038,500 1,038,500 1,032,700 5,800 LJ International, Inc. COM G55312105 5,365,133 494,027 494,027 479,868 14,159 LMI Aerospace, Inc. COM 502079106 3,016,697 124,195 124,195 80,995 43,200 Lockheed Martin Corp. COM 539830109 12,454,246 132,309 132,309 122,071 10,238 Lockheed Martin Corp. CV 1.0% 8/15/2033 539830AP4 98,574,782 73,105,000 73,105,000 63,345,000 9,760,000 LoJack Corp. COM 539451104 3,136,203 140,700 140,700 96,600 44,100 LoopNet, Inc. COM 543524300 790,887 33,900 33,900 33,900 Lowe's Cos., Inc. CV 0.861% 10/19/2021 548661CG0 112,350 105,000 105,000 105,000 LSI Corp. CV 4.0% 5/15/2010 502161AJ1 50,605,788 51,970,000 51,948,000 49,423,000 2,525,000
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ LSI Industries Inc. COM 50216C108 14,109,424 788,236 788,236 738,636 49,600 Lubrizol Corp. (The) COM 549271104 3,714,013 57,537 57,537 57,537 Lucent Technologies Inc. CV Adj 6/15/2023 549463AG2 24,349,731 23,053,000 23,035,000 20,285,000 2,750,000 Lucent Technologies Inc. DBCV 2.750% 6/1 549463AH0 90,720 81,000 81,000 81,000 Lufkin Industries, Inc. COM 549764108 2,026,870 31,400 31,400 20,300 11,100 Luminex Corp COM 55027E102 493,631 40,100 40,100 40,100 Lydall, Inc. COM 550819106 550,797 37,700 37,700 24,500 13,200 Macrovision Corp. COM 555904101 87,506,945 2,911,076 2,911,076 2,722,076 189,000 Macrovision Corp. CV 2.625% 08/15/2011 555904AB7 12,962,500 10,370,000 10,370,000 6,870,000 3,500,000 Macys Inc COM 55616P104 330,042,010 8,296,682 8,279,082 7,870,567 426,115 Magma Design Automation, Inc. COM 559181102 581,256 41,400 41,400 41,400 MarketAxess Holdings, Inc. COM 57060D108 408,373 22,700 22,700 22,700 Marlin Business Services COM 571157106 3,948,743 185,300 185,300 127,500 57,800 Marshall & Ilsley Corp. (The) COM 571834100 280,687,472 5,893,082 5,867,698 5,822,667 70,331 Martek Biosciences Corp. COM 572901106 46,942,879 1,807,581 1,807,581 1,625,778 181,803 Marten Transport, Ltd. COM 573075108 4,195,844 232,973 232,973 159,173 73,800 Marvel Entertainment, Inc. COM 57383T103 9,083,620 356,500 356,500 356,500 Max Capital Group Ltd. COM G6052F103 33,963,707 1,200,131 1,200,131 1,143,831 56,300 MBIA, Inc. COM 55262C100 101,542,169 1,631,986 1,631,986 1,622,386 9,600 McAfee, Inc. COM 579064106 435,661,987 12,376,761 12,376,761 11,946,961 429,800 McDonald's Corp. COM 580135101 31,698,351 624,475 624,475 624,475 McGrath RentCorp COM 580589109 4,817,670 143,000 143,000 97,200 45,800 Meadow Valley Corp COM 583185103 3,330,805 236,731 236,731 161,967 74,764 MeadWestvaco Corp. COM 583334107 265,614,736 7,520,236 7,520,236 7,221,636 298,600 Measurement Specialties, Inc. COM 583421102 49,662,548 2,097,236 2,097,236 1,764,308 332,928 Medco Health Solutions, Inc. COM 58405U102 8,110,024 103,988 103,988 95,773 8,215 Medical Action Industries, Inc COM 58449L100 3,085,623 170,854 170,854 116,383 54,471 Medicis Pharm Corp. COM 584690309 12,927,216 423,288 423,288 414,930 8,358 Medtronic, Inc. COM 585055106 17,360,809 334,763 334,763 308,485 26,278 Medtronic, Inc. CV 1.5% 04/15/2011 585055AL0 10,342,215 9,711,000 9,711,000 5,411,000 4,300,000 Melco PBL Entertainment ADR 585464100 157,276 12,522 12,522 12,522 Mellanox Technologies COM M51363113 766,640 37,000 37,000 37,000
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Mellon Financial Corp. COM 58551A108 436,686,052 9,924,683 9,886,905 9,383,508 541,175 Memc Electronic Materials COM 552715104 18,207,648 297,900 297,900 297,900 Mentor Corp COM 587188103 35,383,749 869,807 869,807 731,707 138,100 Merck & Co., Inc. COM 589331107 15,684,410 314,948 314,948 290,887 24,061 Mercury Computer Systems, Inc. COM 589378108 16,284,182 1,334,769 1,334,769 1,182,350 152,419 Meridian Bioscience, Inc. COM 589584101 727,776 33,600 33,600 33,600 Merit Medical Systems, Inc. COM 589889104 2,814,080 235,291 235,291 161,091 74,200 Merrill Lynch & Co., Inc. CV 0% 3/13/2032 590188W46 17,095,076 13,877,000 13,877,000 8,022,000 5,855,000 Methode Electronics Inc COM 591520200 2,502,044 159,875 159,875 148,275 11,600 MetLife Inc. COM 59156R108 66,102,252 1,025,159 1,025,159 1,010,482 14,677 MetroPCS Communications Inc COM 591708102 4,764,368 144,200 144,200 144,200 MGE Energy COM 55277P104 17,562,445 537,571 537,571 501,452 36,119 MGI PHARMA, Inc. CV 1.6821% 3/2/2024 552880AB2 16,380,000 23,400,000 23,400,000 23,400,000 MGM Mirage, COM 552953101 8,817,112 106,900 106,900 106,900 Michael Baker Corp. COM 057149106 3,462,380 93,200 93,200 64,200 29,000 Microchip Technology, Inc. COM 595017104 247,004,537 6,668,589 6,631,589 6,106,698 561,891 Microsemi Corp. COM 595137100 85,785,451 3,581,856 3,581,856 3,351,256 230,600 Microsoft Corp. COM 594918104 301,851,715 10,242,678 10,242,678 10,123,911 118,767 Micrus Endovascular Corp. COM 59518V102 912,660 37,100 37,100 37,100 Middleby Corp. (The) COM 596278101 4,894,113 81,814 81,814 78,944 2,870 Millea Holdings, Inc. ADR 60032R106 384,668 9,373 9,373 9,373 Millipore Corp. CV 3.75% 6/1/2026 601073AD1 26,664,094 24,775,000 24,775,000 24,775,000 Mine Safety Appliance Co. COM 602720104 38,203,749 873,029 873,029 812,129 60,900 Mitsubishi UFJ Financial Group, Inc. ADR 606822104 150,743 13,679 13,679 13,679 Moldflow Corp. COM 608507109 2,925,538 133,100 133,100 88,400 44,700 Molex, Inc. COM 608554101 37,484,471 1,249,066 1,249,066 1,233,666 15,400 Molson Coors Brewing Co. COM 60871R209 7,007,081 75,785 75,785 75,785 Molson Coors Brewing Co. CV 2.5% 07/30/2013 60871RAA8 16,258,494 15,577,000 15,567,000 15,567,000 Monolithic Power Systems, Inc. COM 609839105 830,620 47,600 47,600 47,600 Monro Muffler Brake, Inc. COM 610236101 5,269,215 140,700 140,700 95,600 45,100 Monsanto Co. COM 61166W101 771,930,846 11,429,240 11,392,533 10,879,758 549,433 Moog Inc. Class A COM 615394202 67,470,789 1,529,603 1,529,603 1,439,591 90,012
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Morgan Stanley COM 617446448 73,684,889 878,456 878,456 857,932 20,524 Morningstar, Inc. COM 617700109 5,975,232 127,065 127,065 122,611 4,454 Mosaic Co. (The) COM 61945A107 324,285,387 8,310,748 8,310,748 7,994,448 316,300 Motorola, Inc. COM 620076109 33,786,256 1,908,828 1,908,828 1,908,828 MSC Industrial Direct Co., Inc. Class A 553530106 37,901,325 689,115 689,115 681,815 7,300 Mylan Laboratories, Inc. COM 628530107 390,261,430 21,454,724 21,454,724 20,770,749 683,975 Nabors Industries, Inc. NOTE 6/1 629568AL0 117,838 110,000 110,000 110,000 Natco Group Inc. Class A 63227W203 8,891,337 193,122 193,122 179,722 13,400 National Bank of Greece S. A. ADR 633643408 1,027,446 89,655 89,655 89,655 National Cinemedia Inc COM 635309107 10,568,173 377,300 377,300 377,300 National City Corp. COM 635405103 493,136 14,800 14,800 National Fuel Gas Co. COM 636180101 8,662,000 200,000 200,000 200,000 National Medical Health Card COM 636918302 4,281,797 268,283 268,283 182,483 85,800 National Semiconductor Corp. COM 637640103 10,564,499 373,700 373,700 373,700 Navigators Group, Inc. (The) COM 638904102 43,198,047 801,448 801,448 737,348 64,100 NCI Building Systems, Inc. COM 628852105 98,929,391 2,005,461 2,005,461 1,881,612 123,849 Nektar Therapeutics CV 3.25% 09/28/2012 640268AH1 789,750 900,000 900,000 900,000 NETGEAR, Inc. COM 64111Q104 14,047,056 387,505 387,505 374,080 13,425 Netlogic Microsystems Inc COM 64118B100 7,749,124 243,377 243,377 236,170 7,207 Network Appliance, Inc. COM 64120L104 87,164,978 2,985,102 2,985,102 2,967,202 17,900 Newell Rubbermaid, Inc. COM 651229106 208,740,869 7,092,792 7,092,792 6,883,092 209,700 New Jersey Resources Corp COM 646025106 29,876,547 585,585 585,585 547,985 37,600 Newmont Mining Corp. COM 651639106 6,196,635 158,644 158,644 147,593 11,051 New Oriental Education Spon ADR 647581107 11,500,163 214,076 214,076 206,588 7,488 News Corp. Class A 65248E104 2,900,977 136,774 136,774 136,774 News Corp. Class B 65248E203 307,260,425 13,394,090 13,304,416 12,666,616 727,300 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 82,089,260 82,192,000 82,181,000 63,461,000 18,720,000 Nicor, Inc. COM 654086107 70,825,211 1,650,168 1,650,168 1,542,268 107,900 NII Holdings, Inc. COM 62913F201 24,496,516 303,400 303,400 303,400 NII Holdings, Inc. NCV 2.75% 08/15/2025 62913FAF9 2,764,000 1,600,000 1,600,000 1,600,000 NIKE, Inc. Class B 654106103 4,153,629 71,258 71,258 71,258 NiSource Inc. COM 65473P105 335,916,221 16,220,001 16,220,001 15,772,201 447,800
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Nissan Motor Co., LTD. ADR 654744408 240,321 11,209 11,209 11,209 NN, Inc. COM 629337106 3,380,700 286,500 286,500 195,900 90,600 Nokia Oyj ADR 654902204 3,605,613 128,268 128,268 118,268 10,000 Nordson Corp. COM 655663102 33,927,070 676,377 676,377 631,710 44,667 Nordstrom, Inc. COM 655664100 10,167,768 198,900 198,900 198,900 Nortel Networks Corp. CV 4.25% 9/1/2008 656568AB8 14,064,846 14,189,000 14,168,000 14,168,000 Northeast Utilities System COM 664397106 327,431,968 11,545,556 11,545,556 11,151,956 393,600 Northern Trust Corp. COM 665859104 12,409,177 193,169 193,169 193,169 Northrop Grumman Corp. COM 666807102 539,951 6,934 6,934 6,934 Northstar Neuroscience Inc. COM 66704V101 566,381 48,700 48,700 48,700 Novartis AG ADR 66987V109 618,764,609 11,035,574 10,985,330 10,901,356 134,074 NRG Energy, Inc. CVPFD 5.75% 03/13/2009 629377870 42,288,285 114,500 114,500 114,500 Nuance Communications, Inc. COM 67020Y100 180,684 10,800 10,800 10,800 NuCo2, Inc. COM 629428103 3,606,635 140,500 140,500 96,400 44,100 NuVasive, Inc. COM 670704105 10,519,936 389,483 389,483 376,917 12,566 NVIDIA Corp. COM 67066G104 83,322,683 2,017,010 2,017,010 1,993,376 23,634 NxStage Medical Inc. COM 67072V103 682,704 52,800 52,800 52,800 Occidental Petroleum COM 674599105 150,760,904 2,604,715 2,604,715 2,589,015 15,700 Oceaneering Intl Inc. COM 675232102 8,336,386 158,366 158,366 152,870 5,496 OfficeMax, Inc. COM 67622P101 320,917,709 8,165,845 8,165,845 7,880,145 285,700 Ohio Casualty Corp. COM 677240103 36,472,434 842,125 842,125 708,470 133,655 Oil States Int'l., Inc. COM 678026105 64,593,419 1,562,492 1,562,492 1,460,392 102,100 Olin Corp COM 680665205 67,208,862 3,200,422 3,200,422 3,039,022 161,400 Omnicare, Inc. COM 681904108 1,757,024 48,725 48,725 48,725 Omnicell, Inc. COM 68213N109 552,748 26,600 26,600 26,600 Omnicom Group, Inc. CV 0% 7/1/2038 681919AT3 80,094,983 73,566,000 73,549,000 57,689,000 15,860,000 Omniture, Inc. COM 68212S109 10,740,702 468,617 468,617 453,427 15,190 Onyx Pharmaceuticals Inc COM 683399109 9,773,523 363,328 363,328 350,660 12,668 Openwave Systems, Inc. COM 683718308 29,092,348 4,647,340 4,647,340 4,620,240 27,100 Option Care, Inc. COM 683948103 45,502,241 2,954,691 2,954,691 2,486,710 467,981 OptionsXpress Holdings, Inc. COM 684010101 42,516,747 1,656,927 1,656,927 1,394,048 262,879 Oracle Corp. COM 68389X105 302,123,572 15,328,441 15,258,541 14,157,381 1,171,060
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ O'Reilly Automotive, Inc. COM 686091109 10,269,344 280,967 280,967 280,967 Orix Spons ADR 686330101 507,111 3,806 3,806 3,806 Orthovita, Inc. COM 68750U102 4,324,353 1,441,451 1,441,451 1,127,013 314,438 Oshkosh Truck Corp. COM 688239201 114,255,547 1,815,886 1,815,886 1,798,086 17,800 Overhill Farms Inc COM 690212105 2,485,743 442,303 442,303 302,803 139,500 Owens Illinois, Inc. CVPFD 4.75% 690768502 18,717,722 443,023 442,318 442,318 PacifiCare Health Systems, CV 3% 10/15/2032 695112AG7 2,582,125 700,000 700,000 700,000 Pactiv Corp. COM 695257105 167,478,499 5,251,756 5,251,756 5,096,156 155,600 Pantry, Inc COM 698657103 66,152,071 1,434,969 1,434,969 1,332,669 102,300 Pantry, Inc CV 3% 11/15/2012 698657AL7 1,147,981 995,000 995,000 995,000 PartnerRe Ltd. COM G6852T105 299,928,255 3,870,042 3,870,042 3,728,642 141,400 Patterson Companies Inc. COM 703395103 27,614,461 740,930 740,930 731,730 9,200 Penford Corp. COM 707051108 2,990,466 109,581 109,581 75,154 34,427 Penn National Gaming, Inc. COM 707569109 8,809,194 146,600 146,600 146,600 Pennsylvania Commerce Bancorp, Inc. COM 708677109 3,349,913 118,665 118,665 80,455 38,210 Penson Worldwide, Inc. COM 709600100 5,009,173 204,206 204,206 197,551 6,655 Pentair Inc COM 709631105 22,019,304 570,892 570,892 553,492 17,400 PepsiCo, Inc. COM 713448108 105,173,406 1,621,795 1,609,279 1,592,223 29,572 PerkinElmer, Inc. COM 714046109 49,365,927 1,894,318 1,894,318 1,624,868 269,450 PetMed Express Inc COM 716382106 11,929,220 929,067 929,067 782,636 146,431 Petrohawk Energy Corp COM 716495106 55,343,898 3,489,527 3,489,527 3,266,457 223,070 Petroleo Brasileiro S.A. ADR 71654V101 648,828 6,082 6,082 6,082 Petroleum Geo-Services ASA Registered Shares 716599105 570,666 23,132 23,132 23,132 P.F. Chang's China Bistro, Inc. COM 69333Y108 4,635,840 131,700 131,700 131,700 Pfizer Inc. COM 717081103 19,510,396 763,019 763,019 737,041 25,978 PG&E Corp. COM 69331C108 694,694,254 15,335,414 15,232,617 14,366,001 969,263 PG&E Corp. CV 9.5% 06/30/2010 69331CAD0 75,268 23,000 23,000 23,000 Phase Foward Inc. COM 71721R406 24,474,051 1,454,192 1,454,192 1,330,415 123,777 Piedmont Natural Gas Co., Inc. COM 720186105 68,986,821 2,798,654 2,798,654 2,621,454 177,200 Placer Dome, Inc. CV 2.75% 10/15/2023 725906AK7 14,033,500 11,050,000 11,050,000 11,050,000 Plexus Corp. COM 729132100 61,857,952 2,690,646 2,690,646 2,517,176 173,470 PNC Financial Services Group, Inc. (The) COM 693475105 98,139,974 1,371,053 1,355,853 1,133,412 237,641
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ PNM Resources, Inc. COM 69349H107 202,460,266 7,285,364 7,285,364 6,846,264 439,100 Polo Ralph Lauren Corp Class A 731572103 7,304,878 74,456 74,456 68,656 5,800 Portec Rail Products, Inc. COM 736212101 4,602,337 380,673 380,673 258,073 122,600 Potash Corp. of Saskatchewan, Inc. COM 73755L107 43,113,278 552,947 552,947 549,447 3,500 Powell Industries, Inc. COM 739128106 2,869,992 90,365 90,365 62,365 28,000 PPL Corp. COM 69351T106 489,089,132 10,452,856 10,396,143 9,924,628 528,115 PPL Energy Supply LLC CV 2.625% 5/15/2023 69352JAE7 43,054,658 22,871,000 22,868,000 15,588,000 7,280,000 Praxair, Inc. COM 74005P104 456,957,036 6,347,507 6,313,399 6,066,652 280,793 Precision Castparts Corp. COM 740189105 16,796,224 138,400 138,400 138,400 Priceline.com, Inc. COM 741503403 15,690,249 228,255 228,255 220,315 7,940 PriceSmart Inc COM 741511109 870,496 35,200 35,200 35,200 Pride Int'l., Inc. CV 3.25% 05/01/2033 74153QAD4 2,398,000 1,600,000 1,600,000 1,600,000 PrivateBancorp, Inc. COM 742962103 28,224,086 980,003 980,003 824,627 155,376 Procter & Gamble Co. (The) COM 742718109 1,640,224,892 26,805,440 26,650,312 25,411,551 1,393,627 Progress Energy, Inc. COM 743263105 250,398,016 5,492,389 5,484,319 5,428,071 64,248 Progressive Gaming internation COM 74332S102 9,690,214 1,650,803 1,650,803 1,381,423 269,380 Provident Bankshares Corp. COM 743859100 23,969,031 731,209 731,209 682,009 49,200 Prudential Financial, Inc. COM 744320102 2,068,860 21,278 21,278 21,278 Prudential Financial, Inc. CV Adj% 12/12/2036 744320AG7 70,737,889 68,293,000 68,282,000 49,097,000 19,185,000 Prudential plc ADR 74435K204 374,517 13,095 13,095 13,095 Psychemedics Corp. COM 744375205 5,663,775 277,500 277,500 188,700 88,800 Psychiatric Solutions, Inc. COM 74439H108 19,400,405 535,036 535,036 449,936 85,100 PT Indosat ADR 744383100 753,130 20,776 20,776 20,776 Puget Energy Inc. COM 745310102 160,463,655 6,636,214 6,636,214 6,378,014 258,200 Quaker Chemical Corp. COM 747316107 3,738,240 158,400 158,400 108,100 50,300 QUALCOMM Inc. COM 747525103 299,369,999 6,899,516 6,870,416 6,392,175 507,341 Quanex Corp. COM 747620102 257,567,630 5,288,863 5,288,863 5,003,888 284,975 Quanta Services, Inc. CV 4.50% 10/1/2023 74762EAC6 15,491,225 5,540,000 5,540,000 3,765,000 1,775,000 Quest Diagnostics, Inc. COM 74834L100 5,422,837 104,992 104,992 96,618 8,374 Quicksilver Resources, Inc. CV 1.875% 11/1/2024 74837RAB0 9,454,750 5,900,000 5,900,000 5,900,000 Quiksilver, Inc. COM 74838C106 25,795,968 1,825,617 1,825,617 1,707,917 117,700 Quixote Corp. COM 749056107 2,716,418 145,263 145,263 99,274 45,989
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Qwest Communications Int'l., CV 3.50% 11/15/2025 749121BY4 12,249,775 6,970,000 6,970,000 6,970,000 Qwest Communications Int'l., Inc. COM 749121109 509,092,346 52,483,747 52,483,747 50,963,247 1,520,500 Radiant Systems, Inc. COM 75025N102 8,433,192 636,948 636,948 513,648 123,300 RadiSys Corp. COM 750459109 24,537,542 1,978,834 1,978,834 1,664,876 313,958 Range Resources Corp. COM 75281A109 176,487,062 4,717,644 4,717,644 4,440,994 276,650 RARE Hospitality Int'l., Inc. COM 753820109 43,058,073 1,608,445 1,608,445 1,502,809 105,636 Raytheon Co. COM 755111507 486,066,983 9,019,614 8,971,014 8,684,031 335,478 Red Robin Gourmet Burgers COM 75689M101 694,364 17,200 17,200 17,200 Regions Financial Corp. COM 7591EP100 119,085,128 3,597,738 3,597,738 3,577,138 20,600 Reliance Steel & Aluminum COM 759509102 44,549,537 791,851 791,851 666,151 125,700 Research In Motion Ltd. COM 760975102 4,711,964 23,561 23,561 23,561 R.H. Donnelley Corp. COM 74955W307 477,412,788 6,299,984 6,299,984 6,098,884 201,100 Rimage Corp. COM 766721104 2,492,356 78,897 78,897 52,345 26,552 Rio Tinto plc Spon ADR 767204100 15,860,689 51,812 51,812 47,712 4,100 RLI Corp COM 749607107 31,287,464 559,204 559,204 522,727 36,477 Rock of Ages Corp. COM 772632105 1,190,320 238,064 238,064 166,180 71,884 Rockwell Collins, Inc. COM 774341101 221,448,912 3,134,894 3,118,094 2,879,033 255,861 Rockwell International Corp. COM 773903109 28,192,571 405,999 396,790 269,247 136,752 Rocky Brands COM 774515100 872,329 47,102 47,102 47,102 Rogers Communications, Inc. Class B 775109200 17,374,161 408,900 408,900 408,900 Rogers Corp. COM 775133101 112,411,957 3,038,161 3,038,161 2,855,334 182,827 Rohm & Haas Co. COM 775371107 29,401,436 537,700 537,700 530,800 6,900 Rollins, Inc. COM 775711104 39,507,089 1,735,050 1,735,050 1,628,454 106,596 Roper Industries, Inc. COM 776696106 15,702,500 275,000 275,000 275,000 Roper Industries, Inc. CV 1.4813% 1/15/2034 776696AA4 39,184,093 53,954,000 53,954,000 46,929,000 7,025,000 Rowan Company Inc. COM 779382100 581,916 14,200 14,200 14,200 RPM Int'l., Inc. CV 1.389 5/13/2033 749685AK9 15,038,730 23,544,000 23,544,000 10,569,000 12,975,000 R.R. Donnelley & Sons Co. COM 257867101 444,712,664 10,220,930 10,220,930 9,923,726 297,204 RSC Holdings Inc COM 74972L102 3,500,000 175,000 175,000 175,000 Ruby Tuesday, Inc. COM 781182100 89,382,425 3,394,699 3,394,699 3,167,399 227,300 Ruddick Corp. COM 781258108 21,455,169 712,323 712,323 664,423 47,900 Rush Enterprises, Inc. Class A 781846209 63,433,325 2,920,503 2,920,503 2,624,403 296,100
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Rush Enterprises, Inc. Class B 781846308 2,954,676 141,102 141,102 93,066 48,036 Safeco Corp. COM 786429100 142,508,408 2,288,924 2,288,924 2,188,324 100,600 Safeway, Inc. COM 786514208 192,141,819 5,646,248 5,646,248 5,454,848 191,400 Salix Pharmaceuticals, Ltd. COM 795435106 38,200,737 3,105,751 3,105,751 2,904,951 200,800 Sanofi-Aventis Spon ADR 80105N105 528,107,143 13,114,158 13,040,125 12,610,621 503,404 SAP AG ADR 803054204 594,455 11,640 11,640 11,640 Sapient Corp. COM 803062108 2,207,665 285,597 285,597 285,597 Savvis, Inc. CV 3% 05/15/2012 805423AA8 3,549,600 3,480,000 3,480,000 1,595,000 1,885,000 ScanSource, Inc. COM 806037107 133,511,896 4,173,551 4,173,551 3,752,089 421,462 Schering-Plough Corp. COM 806605101 31,927,633 1,048,871 1,048,871 1,035,671 13,200 Schering-Plough Corp. CV PFD 6.0% 9/14/2007 806605606 45,308,584 658,555 658,555 658,555 Schlumberger Ltd. (Antilles) COM 806857108 672,784,444 7,920,702 7,868,245 7,565,951 354,637 Schlumberger Ltd. (Antilles) CV 1.5% 6/1/2023 806857AC2 106,572,758 45,326,000 45,310,000 41,610,000 3,700,000 Scientific Games Corp. Class A 80874P109 7,419,885 212,300 212,300 212,300 Select Comfort Corp. COM 81616X103 71,937,630 4,435,119 4,435,119 3,731,150 703,969 Selective Insurance Group, Inc. COM 816300107 15,887,747 591,062 591,062 551,418 39,644 SEMCO Energy, Inc. COM 78412D109 3,797,828 488,781 488,781 488,781 ServiceMaster Co. (The) COM 81760N109 28,467,874 1,841,389 1,841,389 1,841,389 SFBC Int'l., Inc. CV 2.25% 8/15/2024 784121AB1 4,090,000 4,000,000 4,000,000 4,000,000 Shanda Interactive Spon ADR 81941Q203 16,755,345 540,495 540,495 521,621 18,874 Sharper Image Corp. COM 820013100 818,702 71,879 71,879 71,879 Shaw Group Inc. (The) COM 820280105 216,646,180 4,680,194 4,680,194 4,434,499 245,695 Shire Pharmaceuticals ADR 82481R106 31,475,598 424,600 424,600 424,600 Shutterfly, Inc. COM 82568P304 6,188,707 287,179 287,179 277,970 9,209 Sierra Health Services, Inc. COM 826322109 3,425,693 82,388 82,388 82,388 Sigma-Aldrich Corp. COM 826552101 2,761,773 64,724 64,724 64,724 Signature Bank COM 82669G104 25,145,170 737,395 737,395 689,162 48,233 SI Int'l, Inc. COM 78427V102 4,239,768 128,400 128,400 87,300 41,100 Silgan Holdings, Inc. COM 827048109 3,906,638 70,670 70,670 70,670 Silicon Laboratories, Inc. COM 826919102 4,835,017 139,700 139,700 139,700 Simcere Pharmaceutical ADR 82859P104 2,266,066 160,600 160,600 155,117 5,483 Simon Property Group, Inc. CV PFD 828806802 19,080,025 251,086 250,804 216,399 34,405
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ SINA Corp. COM G81477104 23,974,771 572,737 572,737 559,885 12,852 Sinclair Broadcast Group, Inc. CV 4.875% 7/15/2018 829226AU3 14,839,000 15,200,000 15,200,000 15,200,000 Skilled Heathcare Group Class A 83066R107 8,993,505 579,852 579,852 561,626 18,226 SLM Corp. CV 5.435% 07/25/2035 78442PAC0 29,965,384 29,846,000 29,840,000 23,165,000 6,675,000 Smithfield Foods, Inc. COM 832248108 159,882,617 5,192,680 5,192,680 4,922,580 270,100 Smith International Inc, COM 832110100 273,133,920 4,657,809 4,637,409 4,328,126 329,683 Smithtown Bancorp Inc COM 832449102 1,834,581 72,313 72,313 61,284 11,029 Smith & Wesson Holding Corp COM 831756101 547,725 32,700 32,700 32,700 Snap-on Inc. COM 833034101 225,786,367 4,470,132 4,470,132 4,350,832 119,300 Solectron Corp. CV 0.5% 02/15/2034 834182AT4 8,115,819 8,465,000 8,456,000 8,456,000 Solera Holdings Inc COM 83421A104 49,271,441 2,542,386 2,542,386 2,220,186 322,200 Sonic Automotive, Inc. COM 83545G102 46,294,263 1,598,007 1,598,007 1,494,707 103,300 Sourcefire Inc COM 83616T108 419,630 29,995 29,995 29,995 Southern Co. (The) COM 842587107 118,953,450 3,469,042 3,469,042 3,421,334 47,708 Southwest Bancorp, Inc. COM 844767103 2,857,226 118,853 118,853 81,635 37,218 Southwestern Energy Co. COM 845467109 12,882,750 289,500 289,500 289,500 Southwest Gas Corp. COM 844895102 64,406,698 1,904,960 1,904,960 1,737,160 167,800 Spectra Energy Corp COM 847560109 200,708,130 7,731,438 7,683,188 6,975,337 756,101 Sprint Nextel Corp. COM 852061100 2,661,173 128,497 128,497 119,043 9,454 SRA Int'l., Inc. COM 78464R105 17,096,877 676,836 676,836 569,278 107,558 Starent Networks Corp COM 85528P108 6,260,745 425,901 425,901 411,066 14,835 Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 18,987,517 283,100 283,100 283,100 State Street Corp COM 857477103 2,462,400 36,000 36,000 36,000 St. Jude Medical, Inc. COM 790849103 30,483,823 734,727 734,727 719,496 15,231 Stratasys, Inc. COM 862685104 36,725,394 781,724 781,724 658,449 123,275 Strattec Security Corp. COM 863111100 2,549,468 54,244 54,244 36,444 17,800 Strayer Education, Inc. COM 863236105 63,487,908 482,028 482,028 418,467 63,561 Stryker Corp. COM 863667101 4,369,613 69,260 69,260 69,260 Sun Microsystems, Inc. COM 866810104 1,299,652,212 247,082,170 245,423,881 228,232,055 18,849,010 Sunpower Corp. COM 867652109 17,336,669 274,967 274,967 265,430 9,537 Sunrise Assisted Living, Inc. COM 86768K106 4,926,048 123,182 123,182 118,770 4,412 SunTrust Banks, Inc. COM 867914103 202,046,396 2,356,501 2,337,767 2,205,852 150,615
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Superior Energy Services, Inc. COM 868157108 60,694,687 1,520,408 1,520,408 1,447,956 72,452 Supertel Hospitality Inc. COM 868526104 4,854,809 573,177 573,177 389,777 183,400 SUPERVALU INC. COM 868536103 535,593,898 11,562,908 11,482,317 10,673,303 889,514 Susser Holdings Corp COM 869233106 29,908,325 1,845,054 1,845,054 1,659,513 185,541 Sybase, Inc. COM 871130100 190,164,304 7,959,996 7,959,996 7,654,396 305,600 Sybase, Inc. CV 1.75% 02/22/2025 871130AB6 26,498,588 24,035,000 24,029,000 20,774,000 3,255,000 Sykes Enterprises Inc COM 871237103 4,113,595 216,619 216,619 209,280 7,339 Symantec Corp. COM 871503108 4,557,524 225,620 225,620 208,102 17,518 Symantec Corp. CV 0.75% 06/15/2011 871503AD0 57,499,650 49,145,000 49,121,000 46,471,000 2,650,000 Symbion, Inc. COM 871507109 3,600,126 165,828 165,828 148,952 16,876 Symmetry Medical Inc. COM 871546206 28,110,102 1,755,784 1,755,784 1,477,134 278,650 Synaptics, Inc. COM 87157D109 16,341,213 456,586 456,586 441,425 15,161 Synchronoss Technologies COM 87157B103 8,154,437 277,929 277,929 268,955 8,974 Systems Xcellence Inc COM 871929204 664,587 23,100 23,100 23,100 Taiwan Semiconductor Manufacturing Co., Ltd. Spons ADR 874039100 223,420,087 20,073,683 19,993,325 18,844,592 1,229,091 Taleo Corp. COM 87424N104 8,235,887 365,552 365,552 353,603 11,949 Target Corp. COM 87612E106 21,837,251 343,353 343,353 324,815 18,538 TCF Financial Corp. COM 872275102 7,189,080 258,600 258,600 255,600 3,000 Team, Inc. COM 878155100 3,189,857 70,933 70,933 47,433 23,500 Techne Corp. COM 878377100 25,078,518 438,359 438,359 368,804 69,555 TechTeam Global, Inc. COM 878311109 3,484,032 291,307 291,307 198,773 92,534 TECO Energy, Inc. COM 872375100 20,616,000 1,200,000 1,200,000 1,200,000 Teledyne Technologies Inc. COM 879360105 22,974,862 499,997 499,997 467,217 32,780 Telenor ASA Spons ADR 87944W105 254,220 4,324 4,324 4,324 TeleTech Holdings, Inc. COM 879939106 263,088 8,100 8,100 8,100 Tellabs, Inc. COM 879664100 307,766,655 28,602,849 28,602,849 27,508,626 1,094,223 Tempur-Pedic International COM 88023U101 7,568,550 292,222 292,222 282,280 9,942 Tennant Co. COM 880345103 2,259,350 61,900 61,900 41,400 20,500 Tessera Technologies Inc COM 88164L100 7,788,641 192,075 192,075 185,430 6,645 Tetra Tech, Inc. COM 88162G103 1,776,259 82,425 82,425 82,425 Teva Pharmaceutical Finance DBCV 0.375%11/1 88164MAB4 14,418,750 7,500,000 7,500,000 7,500,000 Teva Pharmaceutical Finance CV .25% 02/01/2026 88163VAE9 18,615,625 18,500,000 18,500,000 11,225,000 7,275,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Teva Pharmaceutical Finance CV .25% 2/01/2024 88164RAB3 1,956,000 1,600,000 1,600,000 1,600,000 Teva Pharmaceutical Finance, LLC CV 0.5% 2/1/2024 88164RAA5 49,656,615 43,086,000 43,056,000 36,086,000 6,970,000 Teva Pharmaceutical Industries Ltd. ADR 881624209 920,644,519 22,318,655 22,216,094 21,449,135 869,341 Texas Instruments, Inc. COM 882508104 552,171,933 14,673,716 14,611,984 13,950,264 723,320 Textron, Inc. COM 883203101 9,656,647 87,700 87,700 87,700 The9 Ltd. ADR 88337K104 7,922,210 171,254 171,254 165,329 5,925 The Charles Schwab Corp. COM 808513105 136,092,970 6,632,211 6,572,211 5,712,201 920,010 The Progressive Corporation COM 743315103 57,869,847 2,418,297 2,384,797 1,902,774 515,523 Thermo Electron Corp. COM 883556102 17,367,317 335,795 335,795 335,795 Thomas & Betts Corp. COM 884315102 3,466,370 59,765 59,765 59,765 Thoratec Corp. COM 885175307 4,772,334 259,507 259,507 250,540 8,967 THQ Inc. COM 872443403 5,721,706 187,474 187,474 180,985 6,489 Tiffany & Co. COM 886547108 23,478,785 442,495 442,495 432,095 10,400 Time Warner Cable Class A 88732J108 30,505,087 778,787 778,787 778,787 Time Warner, Inc. COM 887317105 488,773,706 23,230,689 23,102,552 22,006,656 1,223,796 Time-Warner Telecom, Inc. COM 887319101 8,220,900 409,000 409,000 409,000 Time-Warner Telecom, Inc. CV 2.375% 04/01/2026 887319AC5 16,283 13,000 13,000 13,000 Tim Hortons Inc. COM 88706M103 3,209,654 104,379 104,379 104,379 Timken Co. (The) COM 887389104 250,950,923 6,949,624 6,949,624 6,659,324 290,300 TomoTherapy Inc. COM 890088107 6,699,804 305,648 305,648 294,946 10,702 Transocean, Inc. COM G90078109 1,907,640 18,000 18,000 18,000 Trinity Industries, Inc. COM 896522109 39,667,204 911,052 911,052 877,472 33,580 T Rowe Price Group Inc COM 74144T108 16,157,301 311,376 311,376 311,376 TurboChef Technologies, Inc. COM 900006206 693,216 49,800 49,800 49,800 Twin Disc, Inc. COM 901476101 2,617,452 36,399 36,399 24,099 12,300 Tyco International Ltd COM G9143X208 8,529,752 158,900 158,900 158,900 UGI Corp. COM 902681105 30,886,143 1,132,190 1,132,190 1,118,790 13,400 Ultralife Batteries, Inc. COM 903899102 4,620,384 439,200 439,200 302,700 136,500 Under Armour, Inc. COM 904311107 14,526,834 318,222 318,222 312,600 5,622 Unica Corp. COM 904583101 366,300 22,200 22,200 22,200 Unisource Energy Corp Co 144A CV 4.5% 03/01/2035 909205AB2 73,041 71,000 71,000 71,000 United Parcel Service, Inc. Class B 911312106 62,932,132 862,084 855,684 754,702 107,382
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT VOTING AUTHORITY CUSIP / FAIR PRINCIPAL DISCRETION OTHER ---------------------- NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ United Technologies Corp. COM 913017109 20,992,688 295,963 295,963 277,319 18,644 Universal Electronics, Inc. COM 913483103 39,812,749 1,096,166 1,096,166 922,218 173,948 Universal Forest Products, Inc. COM 913543104 36,731,589 869,181 869,181 812,281 56,900 URS Corp. COM 903236107 78,148,653 1,609,653 1,609,653 1,519,953 89,700 USANA Health Sciences, Inc. COM 90328M107 38,977,756 871,206 871,206 733,411 137,795 U.S. Bancorp COM 902973304 4,143,463 125,750 125,750 116,035 9,715 U.S. Concrete, Inc. COM 90333L102 3,996,531 459,900 459,900 314,300 145,600 Valero Energy Corp. COM 91913Y100 5,727,031 77,539 77,539 70,972 6,567 Varian Semi Equip Assoc., Inc. COM 922207105 7,720,203 192,716 192,716 186,010 6,706 Verizon Communications, Inc. COM 92343V104 324,463,903 7,881,076 7,815,760 7,491,200 389,782 Viasat Inc. COM 92552V100 283,892 8,844 8,844 8,844 Vishay Intertechnology, Inc. COM 928298108 3,179,488 200,979 200,979 200,979 VistaPrint Limited COM G93762204 8,163,506 213,425 213,425 206,052 7,373 Vitran Corp. Inc. COM 92850E107 8,661,351 405,874 405,874 341,502 64,372 VNUS Medical Technologies COM 928566108 603,000 45,000 45,000 45,000 Vocus Inc. COM 92858J108 8,317,788 331,254 331,254 320,439 10,815 Vodafone Group plc Spons ADR 92857W209 813,207 24,181 24,181 24,181 Volcano Corp. COM 928645100 11,120,654 550,255 550,255 532,773 17,482 Volcom, Inc. COM 92864N101 11,746,762 234,326 234,326 226,530 7,796 Vornado Realty CV 3.625% 11/15/2026 929043AE7 22,192,950 22,762,000 22,753,000 15,678,000 7,075,000 Vornado Realty CV 3.875% 04/15/2025 929043AC1 17,298,850 13,436,000 13,433,000 10,918,000 2,515,000 Wabtec Corp. COM 929740108 8,127,633 222,492 222,492 207,892 14,600 Wachovia Corp. COM 929903102 19,499,190 380,472 371,408 367,331 13,141 Walgreen Co. COM 931422109 2,738,013 62,885 62,885 57,934 4,951 Wal-Mart Stores, Inc. COM 931142103 888,776,989 18,473,851 18,364,499 17,555,338 918,345 Walt Disney Co. (The) COM 254687106 7,847,181 229,853 229,853 212,235 17,618 Walt Disney Co. (The) CV 2.125% 04/15/2023 254687AU0 76,881,838 63,935,000 63,911,000 54,186,000 9,725,000 Waste Connections, Inc. COM 941053100 48,166,847 1,592,819 1,592,819 1,487,919 104,900 Waste Industries USA, Inc. COM 941057101 3,426,051 100,353 100,353 68,950 31,403 Waste Management, Inc. COM 94106L109 287,912,438 7,372,918 7,323,695 7,028,285 344,527 Watsco, Inc. COM 942622200 55,067,760 1,012,275 1,012,275 855,461 156,814 Websense, Inc. COM 947684106 45,201,938 2,127,150 2,127,150 1,789,600 337,550
6/30/2007 S.E.C. USE ONLY
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 SHARES OR INVESTMENT CUSIP / FAIR PRINCIPAL DISCRETION OTHER NAME OF ISSUE TITLE OF CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE ------------- ----------- Webster Financial Corp. COM 947890109 41,781,568 979,179 979,179 938,879 40,300 WellPoint, Inc. COM 94973V107 114,268,502 1,431,398 1,431,398 1,422,998 8,400 Wells Fargo & Co. COM 949746101 231,049,667 6,569,510 6,533,010 5,988,272 581,238 Wells Fargo & Co. CV 05/01/2033 949746FA4 38,777,081 38,588,000 38,568,000 23,313,000 15,255,000 West Coast Bancorp/Oregon COM 952145100 12,177,273 400,700 400,700 373,700 27,000 Williams Scotsman Int'l., Inc. COM 96950G102 132,637,510 5,570,664 5,570,664 5,058,095 512,569 Windstream Corp COM 97381W104 140,975,933 9,551,215 9,551,215 9,510,215 41,000 Wisconsin Energy Corp. COM 976657106 18,677,356 422,278 422,278 417,978 4,300 WMS Industries, Inc. COM 929297109 10,580,076 366,600 366,600 366,600 Woodward Governor Co. COM 980745103 8,221,654 153,189 153,189 143,789 9,400 Wrigley Wm Jr Co COM 982526105 48,771,805 881,790 881,790 876,090 5,700 W.W. Grainger, Inc. COM 384802104 180,880,267 1,943,904 1,943,904 1,854,804 89,100 Wyeth COM 983024100 1,052,809,893 18,360,828 18,251,306 17,522,249 838,387 Wyeth CV 0.71625% 1/15/2024 983024AD2 110,865,851 97,576,000 97,542,000 81,367,000 16,175,000 Xilinx, Inc. COM 983919101 2,428,039 90,700 90,700 90,700 XL Capital Ltd. Class A G98255105 315,980,536 3,748,731 3,748,731 3,613,667 135,064 X-Rite, Inc. COM 983857103 29,332,319 1,985,939 1,985,939 1,670,786 315,153 XTO Energy, Inc. COM 98385X106 5,914,681 98,414 98,414 94,930 3,484 Yahoo!, Inc. COM 984332106 137,606,995 5,072,134 5,072,134 5,018,341 53,793 Yahoo!, Inc. CV 0% 4/1/2008 984332AB2 12,676,025 9,355,000 9,344,000 7,894,000 1,450,000 Yanzhou Coal Mining Co Ltd COM 984846105 742,281 9,763 9,763 9,763 Zebra Technologies Corp. Class A 989207105 74,243,350 1,916,452 1,916,452 1,893,752 22,700 Zimmer Holdings, Inc. COM 98956P102 29,711,500 350,000 350,000 346,100 3,900 Zoltek Companies Inc COM 98975W104 9,099,887 219,116 219,116 211,484 7,632 Zumiez Inc. COM 989817101 9,745,049 257,942 257,942 248,992 8,950 953 84,541,402,720 4,936,176,361 4,927,439,189 4,385,920,925 549,573,713
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