-----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, ErPN9FuW007A0EmHYuGlO0KmBMFQRalq5OWNbSIoTLzfzyPLEa55ooqJyq02/RbY zvtIdim+PlnmD44Di12cRQ== 0001047469-07-004192.txt : 20070514 0001047469-07-004192.hdr.sgml : 20070514 20070514142257 ACCESSION NUMBER: 0001047469-07-004192 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070514 DATE AS OF CHANGE: 20070514 EFFECTIVENESS DATE: 20070514 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: 07845628 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 a2177852z13f-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: MARCH 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) 395-2269 SIGNATURE, PLACE, AND DATE OF SIGNING: /s/ Lawrence H. Kaplan JERSEY CITY, NEW JERSEY MAY 14, 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: 901 FORM 13F INFORMATION TABLE VALUE TOTAL: 82,271,973 (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
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3M Co. CV 0% 11/21/2032 88579YAB7 36,164,460. 40,016,000 40,016,000 30,191,000 9,825,000 51job, Inc. ADR 316827104 188,152. 11,600 11,600 11,600 AAR Corp. COM 000361105 68,510,357. 2,485,862 2,485,862 2,329,962 155,900 Abaxis, Inc. COM 002567105 43,093,154. 1,768,287 1,768,287 1,615,187 153,100 Abbott Laboratories COM 002824100 853,305,082. 15,292,206 15,231,606 14,336,992 955,214 ABN Amro ADR 000937102 11,351,687. 263,870 263,870 240,770 23,100 Accenture Ltd. Class A G1150G111 4,221,286. 109,530 109,530 109,530 ACE Ltd. (Cayman Islands) COM G0070K103 153,330,434. 2,687,179 2,687,179 2,676,079 11,100 Acergy SA-Spon ADR 00443E104 418,029. 19,635 19,635 19,635 Activision, Inc. COM 004930202 34,909,829. 1,843,180 1,843,180 1,748,219 94,961 Actuant Corp. Class A 00508X203 65,498,358. 1,289,084 1,289,084 1,085,234 203,850 Actuant Corp. CV 2% 11/15/2023 00508XAB0 1,893,500. 1,400,000 1,400,000 1,400,000 ADC Telecommunications, Inc. COM 000886309 218,602,136. 13,058,670 13,058,670 12,647,751 410,919 ADC Telecommunications, Inc. CV 5.045% 06/15/2013 000886AB7 32,593,940. 33,602,000 33,602,000 27,972,000 5,630,000 Adobe Systems, Inc. COM 00724F101 2,835,600. 68,000 68,000 68,000 Advanced Magnetics Inc. COM 00753P103 5,874,517. 97,470 97,470 95,370 2,100 Advanced Micro Devices, Inc. COM 007903107 2,622,344. 200,792 200,792 184,364 16,428 AES Trust III CV 6.75% 10/15/2029 00808N202 10,610,186. 211,190 211,190 167,125 44,065 Aetna, Inc. COM 00817Y108 142,386,820. 3,251,583 3,251,583 3,122,183 129,400 Agere Systems, Inc. CV 6.5% 12/15/2009 00845VAA8 47,854,364. 46,517,000 46,517,000 40,192,000 6,325,000 Agilent Technologies, Inc. COM 00846U101 6,802,146. 201,904 201,904 185,404 16,500 AGL Resources Inc. COM 001204106 14,116,397. 330,440 330,440 326,440 4,000 Agree Realty Corp. COM 008492100 355,056. 10,400 10,400 6,800 3,600 AirTran Holdings, Inc. COM 00949P108 18,830,271. 1,833,522 1,833,522 1,544,100 289,422 Akamai Technologies, Inc. COM 00971T101 19,388,928. 388,400 388,400 388,400 Alabama National BanCorp. COM 010317105 76,522,384. 1,080,672 1,080,672 1,010,260 70,412 Albemarle Corp. COM 012653101 1,246,649. 30,156 30,156 30,156 Alcan, Inc. COM 013716105 20,206,516. 387,098 387,098 353,781 33,317 Alexion Pharmaceuticals, Inc. COM 015351109 6,731,171. 155,670 155,670 155,670 Alexion Pharmaceuticals, Inc. CV 1.375% 02/01/2012 015351AF6 755,000. 500,000 500,000 500,000 Align Technology Inc. COM 016255101 11,964,324. 754,371 754,371 737,971 16,400 Allegiant Travel Co. COM 01748X102 7,399,665. 234,910 234,910 229,810 5,100 Allergan, Inc. COM 018490102 4,444,990. 40,110 40,110 40,091 19 Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 28,370,138. 26,955,000 26,955,000 20,830,000 6,125,000
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Alliance Data Systems Corp. COM 018581108 10,008,937. 162,430 162,430 162,430 Alliant Techsystems Inc. COM 018804104 45,074,386. 512,675 512,675 507,475 5,200 Alliant Techsystems Inc. CV 018804AH7 20,315,000. 17,000,000 17,000,000 17,000,000 Allied Waste Industries, Inc. COM 019589308 173,540,359. 13,783,984 13,783,984 12,977,384 806,600 Allos Therapeutics, Inc. COM 019777101 109,848. 18,400 18,400 18,400 Allscripts Healthcare Solutions, Inc. COM 01988P108 8,684,778. 323,938 323,938 316,838 7,100 Allstate Corp. (The) COM 020002101 1,045,705. 17,411 17,411 17,411 ALZA Corp. CV 0% 7/28/2020 02261WAB5 7,554,938. 9,075,000 9,075,000 9,075,000 Ambassadors Int'l., Inc. COM 023177108 2,502,972. 75,300 75,300 47,100 28,200 A.M. Castle & Co. COM 148411101 12,635,722. 430,372 430,372 377,703 52,669 AMCOL Int'l., Corp. COM 02341W103 42,764,669. 1,442,316 1,442,316 1,349,060 93,256 Amdocs Ltd. CV 0.5% 03/15/2024 02342TAD1 37,617,028. 37,337,000 37,337,000 27,007,000 10,330,000 Amedisys, Inc. COM 023436108 110,779,810. 3,415,967 3,415,967 2,966,781 449,186 Ameren Corp. COM 023608102 515,924,384. 10,256,946 10,249,346 9,913,562 343,384 American Dental Partners, Inc. COM 025353103 3,341,161. 153,758 153,758 98,777 54,981 American Express Co. COM 025816109 152,567,302. 2,705,094 2,693,694 2,524,758 180,336 American Greetings Corp. COM 026375105 85,572,183. 3,686,867 3,686,867 3,477,967 208,900 American Int'l. Group, Inc. COM 026874107 1,242,276,691. 18,480,760 18,371,648 17,474,787 1,005,973 American Standard Cos. Inc. COM 029712106 1,188,072. 22,408 22,408 22,408 American Tower Corp. COM 029912201 12,615,905. 323,900 323,900 323,900 American Tower Corp. CV 3% 08/15/2012 029912AR3 29,046,600. 14,670,000 14,670,000 12,120,000 2,550,000 Amerigon Inc COM 03070L300 3,532,065. 283,700 283,700 180,900 102,800 AMETEK, Inc. COM 031100100 48,598,160. 1,407,011 1,407,011 1,339,811 67,200 Amgen, Inc. COM 031162100 75,743,552. 1,355,468 1,355,468 1,346,488 8,980 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 47,458,950. 51,656,000 51,656,000 40,606,000 11,050,000 Amphenol Corp COM 032095101 7,160,813. 110,900 110,900 110,900 Anadigics Inc COM 032515108 81,586,557. 6,902,416 6,902,416 6,496,916 405,500 Analog Devices, Inc. COM 032654105 9,329,545. 270,500 270,500 270,500 Anaren, Inc. COM 032744104 55,784,940. 3,167,799 3,167,799 2,917,790 250,009 Anheuser-Busch Cos., Inc. COM 035229103 301,185,396. 5,968,795 5,947,895 5,573,385 395,410 Anixter Int'l., Inc. COM 035290105 329,314,910. 4,994,160 4,994,160 4,729,225 264,935 AON Corp. COM 037389103 106,710,381. 2,811,127 2,781,227 2,416,756 394,371 Apple Inc. COM 037833100 4,870,528. 52,422 52,422 52,422 Applera Corp-Celera Group COM 038020202 3,317,546. 233,630 233,630 228,530 5,100
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Applix, Inc COM 038316105 3,878,172. 289,200 289,200 187,100 102,100 Aptargroup Inc COM 038336103 70,565,771. 1,054,322 1,054,322 1,004,013 50,309 Aquantive, Inc. COM 03839G105 13,238,550. 474,330 474,330 463,930 10,400 Arbitron, Inc. COM 03875Q108 2,901,510. 61,800 61,800 61,500 300 Archer Daniels Midland Co. COM 039483102 132,966,265. 3,623,059 3,604,359 3,335,683 287,376 Archstone-Smith OP Trust CV 4% 7/15/2036 039584AC1 4,997,623. 4,771,000 4,771,000 1,121,000 3,650,000 Argonaut Group, Inc. COM 040157109 1,629,488. 50,355 50,355 50,355 Armor Holdings, Inc. CV 2.0% 11/01/2024 042260AC3 1,123,000. 800,000 800,000 800,000 Array BioPharma Inc. COM 04269X105 4,821,428. 379,640 379,640 371,640 8,000 Arrow Int'l. Inc. COM 042764100 25,986,824. 808,048 808,048 756,165 51,883 Assurant, Inc. COM 04621X108 1,052,221. 19,620 19,620 19,620 AstraZeneca plc ADR 046353108 39,887,166. 743,470 743,470 738,070 5,400 Atheros Communications, Inc. COM 04743P108 24,521,550. 1,024,720 1,024,720 1,012,620 12,100 AT&T Inc. COM 00206R102 2,241,233,493. 56,840,819 56,526,113 53,699,625 3,141,194 Automatic Data Processing Inc COM 053015103 391,717,124. 8,093,329 8,038,337 7,750,445 342,884 Avaya Inc. COM 053499109 299,796,189. 25,384,944 25,384,944 24,509,844 875,100 Avista Corp. COM 05379B107 76,445,480. 3,154,993 3,154,993 2,950,661 204,332 Axa Spons ADR 054536107 494,117. 11,599 11,599 11,599 AZZ Inc. COM 002474104 637,770. 15,185 15,185 9,885 5,300 Baidu.com, Inc. ADR 056752108 866,054. 8,970 8,970 8,770 200 Baker Hughes, Inc. COM 057224107 6,307,678. 95,383 95,383 87,516 7,867 Baldor Electric Co. COM 057741100 74,410,826. 1,971,670 1,971,670 1,851,470 120,200 Ball Corp. COM 058498106 350,608,714. 7,646,864 7,646,864 7,388,064 258,800 Bank of America Corp. COM 060505104 562,170,169. 11,018,623 10,953,140 10,467,878 550,745 Bank of New York Co., Inc. (The) COM 064057102 998,158,716. 24,615,505 24,455,298 23,381,964 1,233,541 Bankrate, Inc. COM 06646V108 7,544,532. 214,090 214,090 209,390 4,700 Bare Escentuals, Inc. COM 067511105 2,944,927. 82,100 82,100 82,100 Barnes Group, Inc. COM 067806109 39,391,440. 1,711,927 1,711,927 1,599,627 112,300 Barrick Gold Corp. COM 067901108 688,249,126. 24,106,800 23,985,234 23,013,936 1,092,864 Bausch & Lomb, Inc. COM 071707103 165,760,088. 3,240,033 3,240,033 3,135,533 104,500 Baxter Int'l., Inc. COM 071813109 864,893,675. 16,420,993 16,327,843 15,518,659 902,334 Beacon Roofing Supply, Inc. COM 073685109 58,049,261. 3,587,717 3,587,717 3,021,779 565,938 BE Aerospace, Inc. COM 073302101 30,455,458. 960,740 960,740 951,440 9,300 BEA Systems, Inc. COM 073325102 4,636,000. 400,000 400,000 400,000
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Beckman Coulter, Inc. COM 075811109 15,691,384. 245,600 245,600 245,600 Benihana, Inc. Class A 082047200 10,370,626. 365,936 365,936 340,336 25,600 Berkshire Hathaway Financial Class B 084670207 86,522,800. 23,770 23,770 23,487 283 Berkshire Hathaway Financial COM 084670108 217,980. 2 2 2 Best Buy Co., Inc. COM 086516101 12,246,016. 251,355 251,355 235,011 16,344 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 35,124,750. 31,222,000 31,222,000 24,772,000 6,450,000 BHP Billiton Ltd Spon ADR 088606108 47,171,405. 973,610 973,610 965,810 7,800 Biomarin Pharmaceutical, Inc. COM 09061G101 14,694,266. 851,348 851,348 840,848 10,500 Biomarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 11,030,675. 8,660,000 8,660,000 5,700,000 2,960,000 Bio-Reference Labs, Inc. COM 09057G602 6,687,820. 263,300 263,300 257,700 5,600 BJ Services Co. COM 055482103 25,293,666. 906,583 906,583 604,583 302,000 Black Hills Corp. COM 092113109 119,829,091. 3,258,882 3,258,882 3,042,608 216,274 Boeing Co. (The) COM 097023105 23,267,658. 261,699 261,699 247,061 14,638 BOK Financial Corporation COM 05561Q201 791,688. 15,984 15,984 15,984 Boston Scientific Corp. COM 101137107 630,288,438. 43,348,586 43,076,010 40,794,424 2,554,162 Bowater, Inc. COM 102183100 216,465,465. 9,087,551 9,087,551 8,815,751 271,800 Brady Corporation COM 104674106 93,617,566. 3,000,563 3,000,563 2,844,063 156,500 Brightpoint, Inc. COM 109473405 13,828,157. 1,208,755 1,208,755 1,017,392 191,363 Brinker Int'l., Inc. COM 109641100 228,773,484. 6,996,131 6,996,131 6,758,982 237,149 Bristol-Myers Squibb Co. COM 110122108 347,392,499. 12,514,139 12,441,839 11,879,699 634,440 Bristow Group, Inc. COM 110394103 58,350,254. 1,600,830 1,600,830 1,499,229 101,601 British American Tobacco SP ADR 110448107 625,294. 9,919 9,919 9,919 Broadcom Corp. Class A 111320107 2,828,638. 88,202 88,202 88,202 Bronco Drilling Co., Inc. COM 112211107 1,925,434. 116,200 116,200 76,400 39,800 Brookline Bancorp, Inc. COM 11373M107 25,830,266. 2,038,695 2,038,695 1,716,041 322,654 Bucyrus Int'l., Inc COM 118759109 35,220,850. 683,900 683,900 575,700 108,200 Cabot Corp. COM 127055101 38,180,659. 799,930 799,930 791,030 8,900 Cabot Oil & Gas Corp. COM 127097103 16,856,928. 250,400 250,400 250,400 CACI Int'l. Inc. Class A 127190304 33,638,779. 717,857 717,857 604,257 113,600 Cadbury Schweppes Spons ADR 127209302 477,946. 9,304 9,304 9,304 Cadence Design Systems, Inc. COM 127387108 366,806,000. 17,417,189 17,417,189 16,789,089 628,100 Cal Dive International, Inc. COM 12802T101 7,290,957. 597,130 597,130 584,030 13,100 Cal Dive Int'l., Inc. CV 3.25% 12/15/2025 127914AB5 9,773,750. 7,000,000 7,000,000 4,670,000 2,330,000 Cameron International Corp. COM 13342B105 11,704,056. 186,400 186,400 186,400
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Campbell Soup Co. COM 134429109 661,118,585. 16,973,520 16,874,220 16,112,414 861,106 Capella Education Co COM 139594105 4,664,777. 139,081 139,081 135,981 3,100 Capital Senior Living Corp. COM 140475104 452,790. 39,000 39,000 25,300 13,700 Carbo Ceramics, Inc. COM 140781105 53,314,274. 1,145,312 1,145,312 1,083,658 61,654 Cardiac Science Corp. COM 14141A108 1,955,456. 213,711 213,711 134,311 79,400 Carlisle Companies, Inc. COM 142339100 201,814,273. 4,701,008 4,701,008 4,508,208 192,800 Carnival Corp. CV 1.132% 4/29/2033 143658AV4 492,979. 703,000 703,000 703,000 Carpenter Technology Corp. COM 144285103 160,216,519. 1,326,735 1,326,735 1,234,035 92,700 Carriage Services, Inc. COM 143905107 1,640,652. 202,800 202,800 130,200 72,600 Casey's General Stores, Inc. COM 147528103 28,872,920. 1,154,455 1,154,455 1,078,255 76,200 Caterpillar Inc. COM 149123101 113,451,492. 1,692,548 1,692,548 1,675,843 16,705 Cbeyond Inc. COM 149847105 2,595,236. 88,484 88,484 86,584 1,900 CDI Corp. COM 125071100 984,032. 34,026 34,026 34,026 Celadon Group Inc. COM 150838100 8,695,640. 520,697 520,697 438,281 82,416 Celanese Corp. CVPFD 4.25% 12/31/2049 150870202 8,568,459. 208,225 208,225 142,600 65,625 Celgene Corp. COM 151020104 11,247,424. 214,400 214,400 214,400 Celgene Corp. CV 1.75% 06/01/2008 151020AC8 11,941,138. 2,753,000 2,753,000 2,553,000 200,000 Cemig SA - Spons ADR 204409601 232,450. 4,778 4,778 4,778 Century Aluminum Co. COM 156431108 7,888,498. 168,270 168,270 164,570 3,700 CenturyTel, Inc. COM 156700106 157,788,658. 3,491,672 3,491,672 3,365,672 126,000 Cephalon, Inc. CV 0% 06/15/2033 156708AK5 21,860,540. 17,264,000 17,264,000 14,169,000 3,095,000 Chaparral Steel Co COM 159423102 10,762,613. 185,020 185,020 180,920 4,100 Charles River Associates, Inc. CV 2.875% 6/15/2034 159852AB8 36,240,750. 24,780,000 24,780,000 24,780,000 Charles River Laboratories Int'l., Inc. COM 159864107 720,638. 15,578 15,578 15,578 Charter Communications, Inc. Class A 16117M107 464,535. 166,500 166,500 166,500 Cheesecake Factory, Inc. (The) COM 163072101 35,591,155. 1,335,503 1,335,503 1,256,403 79,100 Chemtura Corp. COM 163893100 215,919,855. 19,754,790 19,754,790 18,924,390 830,400 Chesapeake Energy Corp. COM 165167107 17,808,496. 576,700 576,700 570,400 6,300 Chesapeake Utilities Corp. COM 165303108 2,555,644. 82,600 82,600 51,900 30,700 Chevron Corp. COM 166764100 89,333,400. 1,207,861 1,207,861 1,184,933 22,928 Chicago Mercantile Exchange COM 167760107 2,822,038. 5,300 5,300 5,300 China Unicom Ltd. ADR 16945R104 415,953. 29,396 29,396 29,396 Chipotle Mexican Grill COM 169656105 11,363,679. 182,990 182,990 178,990 4,000 Church & Dwight Co., Inc. COM 171340102 17,088,790. 339,400 339,400 339,400
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Church & Dwight Co., Inc. CV 5.25% 8/15/2033 171340AC6 15,615,282. 9,281,000 9,281,000 6,851,000 2,430,000 Ciena Corp. COM 171779309 7,597,509. 271,825 271,825 271,825 Ciena Corp. CV 0.25% 05/01/2013 171779AB7 10,017,880. 10,889,000 10,889,000 6,889,000 4,000,000 Cisco Systems, Inc. COM 17275R102 94,320,840. 3,694,510 3,694,510 3,637,458 57,052 Citigroup, Inc. COM 172967101 2,188,440,382. 42,626,420 42,381,888 40,317,602 2,308,818 CLARCOR, Inc. COM 179895107 78,084,836. 2,455,498 2,455,498 2,161,298 294,200 Claymont Steel Holdings Inc COM 18382P104 7,556,260. 379,140 379,140 319,290 59,850 Clear Channel Communications, Inc. COM 184502102 265,133,314. 7,566,590 7,566,590 7,532,490 34,100 Cleveland-Cliffs Iron Co. (The) COM 185896107 10,484,838. 163,800 163,800 160,200 3,600 Clorox Co. (The) COM 189054109 281,007,062. 4,412,106 4,373,574 4,198,580 213,526 CMS Energy Corp. COM 125896100 291,190,485. 16,359,016 16,359,016 15,683,816 675,200 Coach, Inc. COM 189754104 30,221,892. 603,834 603,834 583,223 20,611 CoBiz, Inc. COM 190897108 1,746,107. 87,700 87,700 55,100 32,600 Coca-Cola Co. (The) COM 191216100 554,643,904. 11,555,081 11,484,981 10,909,454 645,627 Coca-Cola Enterprises Inc. COM 191219104 598,099,727. 29,535,789 29,432,798 27,934,749 1,601,040 Cognizant Tech Solutions Corp. COM 192446102 13,125,749. 148,700 148,700 148,700 Cohen & Steers, Inc. COM 19247A100 7,883,209. 182,990 182,990 178,990 4,000 Coherent, Inc. COM 192479103 6,715,073. 211,565 211,565 199,994 11,571 Coinstar Inc. COM 19259P300 7,398,694. 236,380 236,380 231,180 5,200 Colgate-Palmolive Co. COM 194162103 27,312,702. 408,934 408,934 381,056 27,878 Collectors Universe, Inc. COM 19421R200 2,384,502. 170,200 170,200 106,200 64,000 Colonial BancGroup Inc. (The) COM 195493309 1,242,722. 50,211 50,211 50,211 Columbia Bancorp COM 197231103 1,700,148. 70,810 70,810 45,290 25,520 Comcast Corp. Special Special Class A 20030N101 2,783,319. 107,257 92,596 107,257 Comcast Corp. Special Special Class A 20030N200 884,056,978. 34,709,736 34,546,019 33,052,805 1,656,931 Comfort Systems USA Inc COM 199908104 11,965,924. 998,825 998,825 941,638 57,187 Commerce Bancorp, Inc. COM 200519106 1,648,972. 49,400 49,400 49,400 Commercial Metals Co. COM 201723103 37,271,137. 1,188,872 1,188,872 1,000,672 188,200 Commercial Vehicle Group, Inc. COM 202608105 36,216,180. 1,758,067 1,758,067 1,644,667 113,400 CommScope, Inc. CV 1% 3/15/2024 203372AD9 9,979,088. 4,974,000 4,974,000 4,069,000 905,000 Comstock Resources, Inc. COM 205768203 17,093,334. 624,300 624,300 525,800 98,500 COMSYS IT Partners Inc. COM 20581E104 1,800,771. 90,491 90,491 58,491 32,000 Comtech Telecommunication Corp COM 205826209 112,806,973. 2,912,651 2,912,651 2,631,362 281,289 Comverse Technology, Inc. COM 205862402 4,270,000. 200,000 200,000 200,000
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ ConAgra Foods, Inc. COM 205887102 9,972,719. 400,350 400,350 400,350 Concur Technologies, Inc. COM 206708109 7,614,306. 436,100 436,100 426,600 9,500 CONMED Corp. COM 207410101 22,579,649. 772,482 772,482 721,082 51,400 ConocoPhillips COM 20825C104 5,463,831. 79,939 79,939 72,772 7,167 Conseco, Inc. COM 208464883 160,603,287. 9,283,427 9,283,427 8,838,027 445,400 Consolidated Edison, Inc. COM 209115104 132,551,147. 2,595,988 2,578,788 2,335,164 260,824 Constellation Brands, Inc. COM 21036P108 13,638,988. 643,956 643,956 643,956 Cooper Industries Ltd., Class A G24182100 42,548,618. 945,735 943,935 913,059 32,676 Corning, Inc. COM 219350105 23,159,849. 1,018,463 1,018,463 943,788 74,675 Corrections Corp of America COM 22025Y407 15,042,929. 284,850 284,850 284,850 Costco Wholesale Corp. COM 22160K105 125,555,903. 2,332,019 2,323,419 2,195,628 136,391 Costco Wholesale Corp. COM 22160QAC6 25,172,343. 20,507,000 20,507,000 13,352,000 7,155,000 Courier Corp. COM 222660102 7,091,869. 181,517 181,517 168,442 13,075 Covanta Holding Corp. CV 1% 02/01/2027 22282EAA0 12,432,625. 12,590,000 12,590,000 8,415,000 4,175,000 CRA Int'l., Inc. COM 12618T105 14,317,879. 274,394 274,394 272,294 2,100 Credit Suisse Group Spon ADR 225401108 208,379. 2,901 2,901 2,901 Crocs, Inc. COM 227046109 8,157,004. 172,635 172,635 168,835 3,800 Crown Holdings, Inc. COM 228368106 1,291,488. 52,800 52,800 52,300 500 CSX Corp. CV 0% 10/30/2021 126408GA5 52,531,169. 36,703,000 36,703,000 36,703,000 Ctrip.com International -ADR 22943F100 9,217,136. 137,600 137,600 134,600 3,000 Cullen/Frost Bankers, Inc. COM 229899109 169,891,752. 3,246,546 3,246,546 3,125,746 120,800 Cummins, Inc. COM 231021106 149,148,866. 1,030,603 1,030,603 980,303 50,300 Curtiss-Wright Corp. COM 231561101 214,782,033. 5,572,964 5,572,964 5,111,482 461,482 CVS/Caremark Corp. COM 126650100 931,214,760. 27,276,355 27,108,155 25,579,977 1,696,378 CV Therapeutics, Inc. COM 126667104 787,000. 100,000 100,000 100,000 CV Therapeutics, Inc. CV 2.75% 5/16/2012 126667AF1 558,250. 700,000 700,000 700,000 CV Therapeutics, Inc. CV 3.25% 8/16/2013 126667AG9 21,649,500. 28,300,000 28,300,000 28,300,000 Cypress Semiconductor Corp. COM 232806109 5,580,137. 300,816 300,816 300,816 Cytec Industries, Inc. COM 232820100 59,839,529. 1,064,003 1,064,003 1,052,203 11,800 Daktronics, Inc. COM 234264109 7,916,275. 288,494 288,494 282,394 6,100 Danaher Corp. COM 235851102 17,279,182. 241,836 241,836 241,836 Danaher Corp. CV 0% 1/22/2021 235851AF9 54,116,350. 51,848,000 51,848,000 39,618,000 12,230,000 DealerTrack Holdings Inc. COM 242309102 7,811,082. 254,267 254,267 248,667 5,600 Dearborn Bancorp, Inc. COM 24242R108 442,410. 25,324 25,324 16,511 8,813
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Deckers Outdoor Corp COM 243537107 9,036,585. 127,240 127,240 124,440 2,800 DeCODE genetics Inc. CV 3.5% 04/15/2011 243586AB0 4,206,240. 6,096,000 6,096,000 6,096,000 Deere & Co. COM 244199105 768,954. 7,078 7,078 7,078 Delhaize Group Spons ADR 29759W101 455,566. 4,968 4,968 4,968 Desarrolladora Homex ADR 25030W100 8,447,429. 145,771 145,771 133,271 12,500 Devon Energy Corp. COM 25179M103 256,092,888. 3,699,695 3,677,995 3,492,867 206,828 Devon Energy Corp. CV 4.9% 8/15/2008 25179MAA1 84,411,765. 60,348,000 60,348,000 49,498,000 10,850,000 Diageo plc ADR 25243Q205 415,020,693. 5,126,877 5,106,777 5,044,799 82,078 Diamond Rock Hospitality Co. COM 252784301 42,824,271. 2,253,909 2,253,909 2,105,609 148,300 Dick's Sporting Goods COM 253393102 22,543,124. 386,940 386,940 381,440 5,500 Diebold Inc. COM 253651103 397,997. 8,342 8,342 8,342 Digital River, Inc. COM 25388B104 15,636,303. 283,010 283,010 276,810 6,200 Digital River, Inc. CV 1.25% 1/1/2024 25388BAB0 11,645,613. 8,707,000 8,707,000 6,127,000 2,580,000 Dollar Financial Corp COM 256664103 7,393,191. 292,221 292,221 285,821 6,400 Dollar Tree Stores, Inc. COM 256747106 688,282. 17,999 17,999 17,999 Dominion Resources, Inc. COM 25746U109 444,307,077. 5,005,149 4,980,349 4,622,722 382,427 Donegal Group Inc. COM 257701201 2,220,933. 130,797 130,797 84,176 46,621 Dover Corp. COM 260003108 7,746,147. 158,700 158,700 158,700 Dreamworks Animation SKG, Inc. COM 26153C103 18,118,742. 592,503 592,503 583,803 8,700 Dril-Quip, Inc. COM 262037104 13,584,726. 313,880 313,880 309,280 4,600 DST Systems, Inc. CV 4.125% 8/15/2023 233326AB3 16,287,500. 10,000,000 10,000,000 10,000,000 Dun & Bradstreet Corp. (The) COM 26483E100 1,087,651. 11,926 11,926 11,926 Eastman Chemical Co. COM 277432100 337,543,897. 5,329,921 5,329,921 5,150,521 179,400 East West Bancorp, Inc. COM 27579R104 708,668. 19,273 19,273 19,273 Eaton Corp. COM 278058102 234,843,546. 2,810,478 2,794,019 2,626,379 184,099 Ecolab, Inc. COM 278865100 10,337,200. 240,400 240,400 240,400 EDO Corp. COM 281347104 15,873,637. 605,864 605,864 590,100 15,764 EDO Corp. CV 4.0% 11/15/2025 281347AE4 32,208,750. 31,500,000 31,500,000 31,500,000 Edwards Lifesciences COM 28176E108 12,948,780. 255,400 255,400 255,400 Electronic Art Inc. COM 285512109 12,482,834. 247,872 247,872 227,361 20,511 Electronic Data Systems Corp. CV 3.875% 07/15/2023 285661AF1 91,860,795. 86,866,000 86,866,000 73,696,000 13,170,000 Eli Lilly & Co. COM 532457108 62,540,783. 1,164,416 1,153,416 1,113,679 50,737 El Paso Corp. COM 28336L109 336,432,232. 23,250,327 23,104,057 22,180,473 1,069,854 EMBARQ Corp. COM 29078E105 311,105,363. 5,520,947 5,520,947 5,317,847 203,100
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ EMC Corp. CV 1.75% 12/01/2011 268648AK8 49,107,936. 45,523,000 45,523,000 32,098,000 13,425,000 Emerson Electric Co. COM 291011104 605,986,904. 14,063,284 13,978,208 13,384,941 678,343 ENCANA Corp. COM 292505104 47,227,664. 932,800 932,800 923,000 9,800 EnerSys COM 29275Y102 16,533,173. 962,350 962,350 810,000 152,350 EnPro Industries, Inc. COM 29355X107 16,079,958. 446,046 446,046 375,430 70,616 EnPro Industries, Inc. CV 3.938% 10/15/2015 29355XAB3 9,283,750. 7,000,000 7,000,000 4,680,000 2,320,000 Entravision Communications Corp. 29382R107 46,934,724. 5,025,131 5,025,131 4,230,081 795,050 Enzon Pharmaceuticals, Inc. COM 293904108 104,320. 12,800 12,800 12,800 EOG Resources, Inc. COM 26875P101 378,352,689. 5,303,514 5,303,514 5,204,114 99,400 E.ON AG Sponsored ADR 268780103 519,250. 11,498 11,498 11,498 Epicor Software Corp. COM 29426L108 34,142,081. 2,454,499 2,454,499 2,066,335 388,164 Equinix, Inc. COM 29444U502 27,688,461. 323,350 323,350 319,550 3,800 Ericsson ADR 294821608 2,077,337. 56,008 56,008 56,008 ESCO Technologies, Inc. COM 296315104 980,886. 21,885 21,885 21,885 Ethan Allen Interiors, Inc. COM 297602104 19,025,077. 538,344 538,344 501,651 36,693 Euronet Worldwide, Inc. CV 1.625% 12/15/2024 298736AD1 11,035,887. 10,637,000 10,637,000 7,612,000 3,025,000 Euronet Worldwide, Inc. CV 3.5% 10/15/2025 298736AF6 1,115,125. 1,100,000 1,100,000 1,100,000 Ev3 Inc. COM 26928A200 6,176,541. 313,530 313,530 306,630 6,900 Everest Re Group, Ltd. Bermuda COM G3223R108 129,613,214. 1,347,751 1,347,751 1,294,551 53,200 EXCO Resources, Inc. COM 269279402 55,795,845. 3,365,250 3,365,250 2,832,900 532,350 EXFO Electro-Optical Engineer COM 302043104 123,800. 20,000 20,000 20,000 Exlservice Holdings, Inc. COM 302081104 4,609,567. 223,440 223,440 218,740 4,700 Expeditors Intl Wash Inc COM 302130109 6,251,716. 151,300 151,300 151,300 Exponent, Inc. COM 30214U102 4,347,105. 217,900 217,900 137,500 80,400 Express Scripts Inc COM 302182100 6,268,231. 77,654 77,654 71,254 6,400 Exxon Mobil Corp. COM 30231G102 2,733,931,700. 36,235,013 36,025,954 34,289,478 1,945,535 F5 Networks Inc. COM 315616102 7,934,920. 119,000 119,000 119,000 Factset Research Systems, Inc. COM 303075105 21,602,613. 343,717 343,717 339,817 3,900 FannieMae COM 313586109 751,488,387. 13,768,567 13,681,363 12,935,495 833,072 FARO Technologies Inc. COM 311642102 19,078,768. 660,851 660,851 556,944 103,907 Federal Agric Mtg Corp. Class C 313148306 2,739,720. 100,725 100,725 63,495 37,230 Federated Department Stores Inc. COM 31410H101 469,108,985. 10,413,074 10,383,074 9,800,673 612,401 Fedex Corp. COM 31428X106 1,396,590. 13,000 13,000 13,000 Fifth Third Bancorp COM 316773100 98,850,396. 2,554,934 2,541,934 2,345,182 209,752
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Financial Federal Corp. COM 317492106 95,127,586. 3,614,270 3,614,270 3,386,420 227,850 First Acceptance Corp. COM 318457108 7,433,292. 709,961 709,961 597,711 112,250 First Midwest Bancorp, Inc. COM 320867104 52,437,950. 1,426,883 1,426,883 1,334,783 92,100 First Solar Inc. COM 336433107 7,494,121. 144,090 144,090 140,890 3,200 Fiserv, Inc. COM 337738108 13,927,613. 262,488 262,488 262,488 Fisher Scientific Int'l., Inc. CV 3.25% 3/1/2024 338032AX3 42,386,580. 31,224,000 31,224,000 26,949,000 4,275,000 Five Star Quality Care 144A CV 3.75% 10/15/2026 33832DAA4 2,502,000. 2,400,000 2,400,000 2,400,000 FLIR Systems, Inc. COM 302445101 85,747,505. 2,403,911 2,403,911 2,246,511 157,400 FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 34,171,875. 20,250,000 20,250,000 20,250,000 Flow International Corp. COM 343468104 12,347,348. 1,149,660 1,149,660 968,449 181,211 Fluor Corp. COM 343412102 5,212,014. 58,092 58,092 53,235 4,857 Fluor Corp. CV 1.5% 2/15/2024 343412AA0 57,583,125. 35,300,000 35,300,000 35,300,000 Foot Locker, Inc. COM 344849104 216,621,684. 9,198,373 9,198,373 8,833,473 364,900 Ford Motor Co.Capital Trust II CV PFD 6.5% 1/30/2032 345395206 15,221,244. 425,650 425,650 384,400 41,250 Forest Oil Corp. (c) COM 346091705 59,269,725. 1,776,138 1,776,138 1,696,247 79,891 FormFactor, Inc. COM 346375108 9,469,995. 211,620 211,620 207,020 4,600 Fortress Investment GRP-CL A COM 34958B106 21,756,648. 758,600 758,600 758,600 Fossil, Inc. COM 349882100 32,398,883. 1,223,985 1,223,985 1,145,085 78,900 Foster Wheeler Ltd. COM G36535139 17,001,183. 291,166 291,166 246,882 44,284 Foundry Network, Inc. COM 35063R100 24,151,425. 1,779,766 1,779,766 1,498,166 281,600 FPL Group, Inc. COM 302571104 361,980,326. 5,917,612 5,883,112 5,498,797 418,815 Franklin Bank Corp COM 352451108 1,236,604. 69,200 69,200 44,600 24,600 FreddieMac Corp. 313400301 281,739,226. 4,735,909 4,699,709 4,546,248 189,661 Freeport-Mcmoran Copper & Gold Inc Class B 35671D857 302,160,924. 4,565,054 4,549,654 4,327,506 237,548 Fresenius Medical Care AG & Co ADR 358029106 9,893,735. 203,282 203,282 203,282 Frontier Airlines Holdings COM 359059102 2,708,833. 450,721 450,721 396,093 54,628 Frontier Airlines, Inc. CV 5% 12/15/2025 359065AA7 898,750. 1,000,000 1,000,000 1,000,000 FTI Consulting, Inc. COM 302941109 17,816,136. 530,400 530,400 530,400 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 15,520,063. 11,950,000 11,950,000 11,950,000 Gaiam, Inc. COM 36268Q103 6,930,590. 440,317 440,317 393,943 46,374 GameStop Corp. COM 36467W109 17,064,791. 523,942 523,942 493,634 30,308 GATX Corp. COM 361448103 149,779,053. 3,133,453 3,133,453 2,971,353 162,100 Genentech, Inc. COM 368710406 5,245,251. 63,873 63,873 58,699 5,174 General Dynamics Corp. COM 369550108 511,357,844. 6,693,166 6,658,516 6,340,707 352,459
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ General Electric Co. COM 369604103 1,719,837,273. 48,637,932 48,345,921 46,023,482 2,614,450 Genesco, Inc. COM 371532102 23,629,739. 568,980 568,980 532,080 36,900 Genesee & Wyoming, Inc. Class A 371559105 34,874,962. 1,310,596 1,310,596 1,224,421 86,175 Genlyte Group, Inc. (The) COM 372302109 56,721,918. 803,996 803,996 696,466 107,530 Genuine Parts Co. COM 372460105 283,078,831. 5,777,119 5,777,119 5,568,519 208,600 Genworth Financial, Inc. Class A 37247D106 87,808,553. 2,513,124 2,513,124 2,428,724 84,400 Genzyme Corp. COM 372917104 9,569,289. 159,435 159,435 146,368 13,067 Genzyme Corp. CV 1.25% 12/1/2023 372917AN4 56,489,108. 54,711,000 54,711,000 50,061,000 4,650,000 Geo Group Inc COM 36159R103 11,203,557. 247,210 247,210 241,710 5,500 Gilead Sciences, Inc. COM 375558103 29,272,036. 382,641 382,641 360,826 21,815 GlaxoSmithKline plc ADR 37733W105 242,923. 4,396 4,396 4,396 Global Payments Inc COM 37940X102 23,913,526. 702,100 702,100 590,900 111,200 GlobalSantaFe Corp. COM G3930E101 308,928,474. 5,008,568 5,008,568 4,899,668 108,900 Goldman Sachs Group, Inc. (The COM 38141G104 2,272,930. 11,000 11,000 11,000 Gol Linhas Aereas Inteligentes - ADR 38045R107 228,773. 7,518 7,518 7,518 Google, Inc. Class A 38259P508 6,643,320. 14,500 14,500 14,500 Graco, Inc COM 384109104 45,437,348. 1,160,300 1,160,300 976,600 183,700 Graham Corp. COM 384556106 2,563,600. 153,970 153,970 96,767 57,203 Greatbatch, Inc. COM 39153L106 31,681,404. 1,242,408 1,242,408 1,161,108 81,300 Guitar Center, Inc. COM 402040109 1,182,324. 26,204 26,204 26,204 Halliburton Co. COM 406216101 382,014,070. 12,035,730 12,035,730 11,817,530 218,200 Hanover Compressor Co. COM 410768105 97,227,805. 4,369,789 4,369,789 4,089,274 280,515 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 24,973,613. 15,170,000 15,170,000 15,170,000 Harris Corp. COM 413875105 13,337,589. 261,778 261,778 261,778 Harsco Corp. COM 415864107 4,479,720. 99,860 99,860 99,860 Hartford Financial Group , Inc (The) COM 416515104 64,876,741. 678,769 674,569 605,984 72,785 Hartmarx Corp. COM 417119104 2,625,520. 354,800 354,800 222,300 132,500 H. B. Fuller Co. COM 359694106 20,518,657. 752,426 752,426 691,126 61,300 HCC Insurance Holdings, Inc. COM 404132102 38,159,198. 1,238,935 1,238,935 1,042,935 196,000 HealthExtras, Inc. COM 422211102 7,151,341. 248,483 248,483 208,883 39,600 HealthSouth Corp. COM 421924309 79,017,097. 3,760,928 3,760,928 3,538,328 222,600 Heartland Express, Inc. COM 422347104 76,304,686. 4,805,081 4,805,081 4,562,220 242,861 Heelys Inc. COM 42279M107 7,247,860. 247,030 247,030 241,630 5,400 Heico Corp Class A 422806208 4,509,917. 143,857 143,857 121,096 22,761
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Heico Corp COM 422806109 11,178,712. 306,350 306,350 257,960 48,390 Hellenic Telecommun Orga- GDR COM 423325307 479,999. 34,909 34,909 34,909 Henry Schein, Inc. COM 806407102 7,035,450. 127,500 127,500 127,500 Hertz Global Holdings, Inc. COM 42805T105 191,691,786. 8,088,261 8,050,161 7,499,401 588,860 Hewlett-Packard Co. COM 428236103 476,940,967. 11,881,937 11,808,262 11,244,149 637,788 Hexcel Corp. COM 428291108 188,277,667. 9,485,021 9,485,021 8,817,256 667,765 Hibbett Sports Inc. COM 428567101 4,046,343. 141,530 141,530 138,430 3,100 Hilb, Rogal & Hobbs Co. COM 431294107 86,143,180. 1,756,232 1,756,232 1,478,282 277,950 Hilton Hotels Corp. COM 432848109 19,757,035. 549,417 549,417 549,417 Hilton Hotels Corp. CV 3.375% 4/15/2023 432848AZ2 85,028,906. 52,125,000 52,125,000 49,560,000 2,565,000 H.J. Heinz CO. COM 423074103 30,741,088. 652,400 652,400 652,400 HMS Holdings Corp COM 40425J101 6,594,747. 301,130 301,130 294,630 6,500 Hologic, Inc. COM 436440101 27,819,370. 482,640 482,640 476,740 5,900 Home Depot, Inc. (The) COM 437076102 607,606. 16,538 16,538 15,145 1,393 Honeywell Int'l., Inc. COM 438516106 8,782,721. 190,680 190,680 178,536 12,144 Hooker Furniture Corp. COM 439038100 1,194,619. 59,582 59,582 38,682 20,900 Host Hotels & Resorts Inc. COM 44107P104 154,670,833. 5,878,785 5,878,785 5,610,185 268,600 Hubbell, Inc. Class B 443510201 259,783,592. 5,385,232 5,385,232 5,200,632 184,600 Hub Int'l. Ltd. COM 44332P101 5,323,161. 127,715 127,715 127,715 Hudson City Bancorp Inc COM 443683107 12,563,712. 918,400 918,400 918,400 IAC/InterActiveCorp COM 44919P300 637,307,183. 16,900,217 16,819,517 15,774,156 1,126,061 iCAD Inc. COM 44934S107 136,348. 35,600 35,600 35,600 ICON plc ADR 45103T107 47,531,546. 1,115,764 1,115,764 986,686 129,078 IDACORP, Inc. COM 451107106 27,489,924. 812,350 812,350 759,550 52,800 Idearc Inc. COM 451663108 3,281,888. 93,501 90,466 67,343 26,158 IDEX Corp. COM 45167R104 70,847,958. 1,392,452 1,392,452 1,343,152 49,300 Illinois Tool Works Inc. COM 452308109 193,270,948. 3,745,561 3,723,961 3,426,140 319,421 ImClone Systems, Inc. COM 45245W109 13,277,321. 325,664 325,664 298,979 26,685 Immucor, Inc. COM 452526106 9,330,782. 317,050 317,050 310,050 7,000 IMS Health Inc. COM 449934108 1,727,131. 58,231 58,231 58,231 Infosys Technologies Ltd. ADR 456788108 3,266,250. 65,000 65,000 65,000 ING Groep N.V. - CVA ADR 456837103 417,628. 9,866 9,866 9,866 Intel Corp. COM 458140100 6,284,727. 328,527 328,527 300,249 28,278 Intel Corp. CV 2.95% 12/15/2035 458140AD2 41,630,370. 47,851,000 47,851,000 42,126,000 5,725,000
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ IntercontinentalExchange, Inc. COM 45865V100 5,365,019. 43,900 43,900 43,900 Interline Brands, Inc. COM 458743101 9,756,022. 445,074 445,074 417,355 27,719 Intermec Inc. COM 458786100 39,124,198. 1,751,307 1,751,307 1,639,707 111,600 Intermune, Inc. CV 0.25% 03/01/2011 45884XAC7 1,275,000. 1,000,000 1,000,000 1,000,000 International Game Technology COM 459902102 14,601,408. 361,600 361,600 361,600 International Paper Co. COM 460146103 619,872,716. 17,029,470 16,930,586 16,146,145 883,325 International Securities Exchange Holdings Inc Class A 46031W204 16,993,624. 348,230 348,230 343,630 4,600 Internet Capital Group Inc COM 46059C205 125,190. 11,700 11,700 11,700 Interpublic Group of Cos.(The) COM 460690100 429,999,699. 34,930,926 34,930,926 33,815,226 1,115,700 Interstate Hotels & Resorts, Inc. COM 46088S106 1,037,995. 164,500 164,500 107,900 56,600 Int'l. Business Machines Corp. COM 459200101 266,709,990. 2,829,514 2,813,114 2,566,921 262,593 Int'l. Flavors & Fragrances Inc. COM 459506101 19,464,084. 412,200 412,200 407,000 5,200 Invacare Corp. COM 461203101 813,698. 46,657 46,657 46,657 Inventiv Health Inc COM 46122E105 6,330,486. 165,330 165,330 161,730 3,600 Investment Technology Group COM 46145F105 4,747,120. 121,100 121,100 121,100 Investors Financial Services Corp. 461915100 44,055,196. 757,613 757,613 637,674 119,939 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 19,538,250. 21,800,000 21,800,000 21,800,000 Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 21,609,250. 21,800,000 21,800,000 21,800,000 IPC Holdings Ltd. COM G4933P101 26,399,481. 915,060 915,060 872,660 42,400 IPG Photonics Corp. COM 44980X109 3,048,576. 158,780 158,780 155,280 3,500 IShares Russell 1000 Value 464287598 2,567,031. 30,876 30,876 30,876 Isilon Systems Inc. COM 46432L104 2,617,600. 161,880 161,880 158,280 3,600 ITC Holdings Corp COM 465685105 7,636,356. 176,400 176,400 172,500 3,900 Itron, Inc. CV 2.5% 08/01/2026 465741AJ5 17,419,415. 14,486,000 14,486,000 11,671,000 2,815,000 ITT Educational Services, Inc. COM 45068B109 18,612,316. 228,400 228,400 228,400 Jack Henry & Assoc. Inc. COM 426281101 44,912,750. 1,867,474 1,867,474 1,759,474 108,000 J.B. Hunt Transport Services, Inc. COM 445658107 32,122,300. 1,224,173 1,224,173 1,030,378 193,795 J.C. Penney Co., Inc. COM 708160106 11,863,904. 144,400 144,400 144,400 J Crew Group Inc. COM 46612H402 172,260,047. 4,288,276 4,288,276 4,250,976 37,300 JDS Uniphase Corp. COM 46612J507 237,370,381. 15,585,711 15,585,711 15,120,802 464,909 Jefferies Group Inc. COM 472319102 9,342,165. 322,700 322,700 315,600 7,100 JetBlue Airways CV 3.5% 07/15/2033 477143AB7 9,934,531. 10,255,000 10,255,000 6,280,000 3,975,000 JetBlue Airways CV 3.75% 03/15/2035 477143AC5 7,270,900. 7,280,000 7,280,000 5,130,000 2,150,000 J & J Snack Foods Corp. COM 466032109 57,516,316. 1,456,478 1,456,478 1,226,218 230,260
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ J.M. Smucker Co. (The) COM 832696405 5,832,408. 109,385 109,385 109,385 Johnson & Johnson COM 478160104 115,000,432. 1,908,404 1,895,504 1,853,385 55,019 JPMorgan Chase & Co. COM 46625H100 789,049,615. 16,309,417 16,211,303 15,393,917 915,500 Juniper Networks, Inc. COM 48203R104 9,146,693. 464,771 456,471 342,472 122,299 Kaiser Aluminum Corp COM 483007704 30,929,106. 396,527 396,527 370,927 25,600 Kaman Corp. COM 483548103 15,616,465. 669,947 669,947 604,093 65,854 Kaydon Corp. COM 486587108 73,335,945. 1,723,119 1,723,119 1,619,119 104,000 KBW Inc. COM 482423100 15,339,588. 441,300 441,300 436,400 4,900 Keithley Instruments, Inc. COM 487584104 8,006,089. 523,616 523,616 451,388 72,228 Kellogg Co. COM 487836108 40,110,977. 779,914 779,914 765,576 14,338 Kenexa Corp. COM 488879107 5,124,309. 164,610 164,610 161,010 3,600 Kennametal, Inc. COM 489170100 22,683,155. 335,500 335,500 331,700 3,800 Kensey Nash Corp. COM 490057106 55,668,051. 1,825,182 1,825,182 1,627,922 197,260 Keystone Automotive Industries, Inc. COM 49338N109 1,374,016. 40,772 40,772 25,872 14,900 Key Technology, Inc. COM 493143101 2,075,994. 131,392 131,392 85,765 45,627 KForce, Inc. COM 493732101 24,554,595. 1,783,195 1,783,195 1,502,809 280,386 Kimberly-Clark Corp. COM 494368103 352,732,899. 5,150,137 5,119,336 4,911,691 238,446 King Pharmaceuticals, Inc. COM 495582108 380,376,414. 19,337,896 19,337,896 18,665,796 672,100 Kirby Corp. COM 497266106 41,151,207. 1,176,421 1,176,421 1,099,321 77,100 KNBT Bancorp, Inc. COM 482921103 11,648,830. 790,287 790,287 733,577 56,710 Knight Transportation, Inc. COM 499064103 18,692,146. 1,048,942 1,048,942 981,042 67,900 Knot, Inc. (The) COM 499184109 5,094,515. 236,624 236,624 231,524 5,100 Kohl's Corp. COM 500255104 66,943,350. 873,820 873,820 857,553 16,267 Komag, Incorporated COM 500453204 38,960,057. 1,190,347 1,190,347 1,002,026 188,321 Koninklijke Ahold Nv- Sp ADR 500467303 237,183. 20,203 20,203 20,203 Kookmin Bank- Spon ADR 50049M109 391,251. 4,340 4,340 4,340 Koppers Holdings Inc COM 50060P106 29,919,355. 1,165,992 1,165,992 1,088,902 77,090 Kraft Foods Inc. Class A 50075N104 1,217,755,949. 38,463,549 38,246,149 36,368,168 2,095,381 Kroger Co. (The) COM 501044101 1,358,450,843. 48,086,756 47,841,756 45,652,296 2,434,460 Kyphon Inc. COM 501577100 58,187,717. 1,289,050 1,289,050 1,127,372 161,678 L-3 Communications Corp. CV 3.0% 8/1/2035 502413AW7 59,229,885. 55,226,000 55,226,000 51,526,000 3,700,000 Laboratory Corp. of America CV 0% 9/11/2021 50540RAG7 25,390,345. 25,777,000 25,777,000 13,967,000 11,810,000 Ladish Co., Inc. COM 505754200 1,640,238. 43,577 43,577 27,750 15,827 Lakeland Industries, Inc. COM 511795106 2,980,124. 212,866 212,866 139,070 73,796
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Lamar Advertising Co. COM 512815101 16,025,865. 254,500 254,500 254,500 Landec Corp. COM 514766104 2,170,320. 153,055 153,055 98,255 54,800 Lazard Ltd. Class A G54050102 13,684,086. 272,700 272,700 272,700 LCA-Vision Inc. COM 501803308 68,390,517. 1,660,367 1,660,367 1,397,966 262,401 Leap Wireless International COM 521863308 2,112,086. 32,011 32,011 32,011 Level 3 Communications, Inc. COM 52729N100 40,452,364. 6,631,535 6,631,535 6,597,335 34,200 Liberty Media Corp Capital COM 53071M302 34,687,659. 313,660 313,660 311,460 2,200 Liberty Media Corp. Class A (PCS) CV 4% 11/15/2029 530715AG6 1,132,625. 1,700,000 1,700,000 1,700,000 Liberty Media Corp. Class A (MOT) CV 3.5% 1/15/2031 530715AN1 19,791,231. 20,118,151 20,118,151 20,118,151 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 49,255,188. 58,550,000 58,550,000 58,550,000 LifePoint Hospitals, Inc. COM 53219L109 1,013,021. 26,505 26,505 26,505 Life Time Fitness Inc COM 53217R207 9,485,145. 184,500 184,500 184,500 Lincoln National Corp. COM 534187109 144,244,850. 2,127,819 2,118,619 1,976,335 151,484 Lionbridge Technologies, Inc. COM 536252109 15,988,270. 3,141,114 3,141,114 2,644,719 496,395 Liquidity Services Inc. COM 53635B107 9,906,851. 584,820 584,820 572,020 12,800 LivePerson, Inc. COM 538146101 133,960. 17,000 17,000 17,000 LJ International, Inc. COM G55312105 243,840. 24,000 24,000 24,000 LMI Aerospace, Inc. COM 502079106 1,762,305. 94,595 94,595 59,495 35,100 Lockheed Martin Corp. COM 539830109 16,811,432. 173,278 173,278 159,040 14,238 Lockheed Martin Corp. CV 1.0`% 8/15/2033 539830AP4 130,581,200. 93,867,000 93,867,000 80,692,000 13,175,000 LoJack Corp. COM 539451104 6,797,194. 358,124 358,124 277,986 80,138 LSI Industries Inc. COM 50216C108 31,401,712. 1,875,849 1,875,849 1,751,549 124,300 LSI Logic Corp. CV 4.0% 5/15/2010 502161AJ1 66,031,166. 61,353,000 61,353,000 58,828,000 2,525,000 Lubrizol Corp. (The) COM 549271104 1,645,971. 31,942 31,942 31,942 Lucent Technologies Inc. CV 2.75% 6/15/2023 549463AG2 18,101,140. 18,056,000 18,056,000 16,581,000 1,475,000 Lufkin Industries, Inc. COM 549764108 2,078,660. 37,000 37,000 23,400 13,600 Lydall, Inc. COM 550819106 1,946,525. 122,500 122,500 78,600 43,900 Lyondell Chemical Co. COM 552078107 4,495,500. 150,000 150,000 150,000 Macrovision Corp. COM 555904101 69,317,659. 2,767,172 2,767,172 2,589,672 177,500 Macrovision Corp. CV 2.625% 08/15/2011 555904AB7 11,700,000. 10,400,000 10,400,000 6,900,000 3,500,000 Manor Care, Inc. CV 2.125% 8/1/2035 564055AM3 86,488,350. 67,834,000 67,834,000 56,114,000 11,720,000 Marlin Business Services COM 571157106 2,557,772. 116,900 116,900 73,100 43,800 Marshall & Ilsley Corp. (The) COM 571834100 411,201,217. 8,879,318 8,828,818 8,425,002 454,316 Marten Transport, Ltd. COM 573075108 2,769,043. 174,373 174,373 109,273 65,100
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Marvel Entertainment, Inc. COM 57383T103 10,889,100. 392,400 392,400 392,400 Max Re Capital Ltd. COM G6052F103 30,655,931. 1,203,137 1,203,137 1,146,837 56,300 MBIA, Inc. COM 55262C100 142,184,029. 2,171,080 2,158,080 1,975,362 195,718 McAfee, Inc. COM 579064106 360,361,337. 12,392,068 12,392,068 11,963,268 428,800 McDonald's Corp. COM 580135101 31,538,379. 700,075 700,075 700,075 McGrath RentCorp COM 580589109 3,372,855. 106,500 106,500 66,600 39,900 Meadow Valley Corp COM 583185103 452,343. 34,903 34,903 21,553 13,350 MeadWestvaco Corp. COM 583334107 250,387,709. 8,118,927 8,118,927 7,819,227 299,700 Measurement Specialties, Inc. COM 583421102 48,266,533. 2,139,474 2,139,474 1,801,146 338,328 Medco Health Solutions, Inc. COM 58405U102 103,678,806. 1,429,461 1,423,261 1,316,426 113,035 Medical Action Industries, Inc COM 58449L100 2,862,121. 119,754 119,754 76,183 43,571 Medicis Pharm Corp. COM 584690309 6,584,385. 213,640 213,640 208,940 4,700 Medimmune, Inc. COM 584699102 1,241,263. 34,110 21,910 34,110 Medtronic, Inc. COM 585055106 16,462,868. 335,566 335,566 307,388 28,178 Medtronic, Inc. CV 1.5% 04/15/2011 585055AL0 9,868,110. 9,604,000 9,604,000 5,304,000 4,300,000 Melco PBL Entertainment -ADR COM 585464100 161,739. 10,021 10,021 10,021 Mellanox Technologies COM M51363113 449,595. 30,900 30,900 30,400 500 Mellon Financial Corp. COM 58551A108 415,530,908. 9,632,149 9,590,771 9,074,948 557,201 Memc Electronic Materials COM 552715104 17,834,752. 294,400 294,400 294,400 Mentor Corp COM 587188103 57,488,960. 1,249,760 1,249,760 1,103,360 146,400 Mentor Graphics Corp. CV 6.36% 08/06/2023 587200AD8 814,000. 800,000 800,000 800,000 Merck & Co., Inc. COM 589331107 24,647,523. 558,015 540,865 544,454 13,561 Mercury Computer Systems, Inc. COM 589378108 562,803. 40,577 40,577 34,232 6,345 Meredith Corp COM 589433101 1,310,214. 22,830 22,830 22,830 Merit Medical Systems, Inc. COM 589889104 1,569,001. 125,020 125,020 93,320 31,700 Merrill Lynch & Co., Inc. CV 0% 3/13/2032 590188W46 27,624,408. 22,682,000 22,682,000 12,497,000 10,185,000 Methode Electronics Inc COM 591520200 3,480,920. 235,675 235,675 219,175 16,500 MetLife Inc. COM 59156R108 81,138,341. 1,284,851 1,284,851 1,266,774 18,077 MGI PHARMA, Inc. CV 1.6821% 3/2/2024 552880AB2 33,537,281. 47,825,000 47,825,000 47,825,000 Michael Baker Corp. COM 057149106 816,626. 33,606 33,606 24,006 9,600 Microchip Technology, Inc. COM 595017104 169,967,455. 4,783,773 4,757,173 4,378,286 405,487 Microsemi Corp. COM 595137100 22,436,718. 1,078,170 1,078,170 1,017,470 60,700 Microsoft Corp. COM 594918104 26,084,977. 935,952 935,952 882,385 53,567 Middleby Corp. (The) COM 596278101 8,722,007. 66,156 66,156 64,756 1,400
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Millea Holdings, Inc. ADR 60032R106 300,233. 8,121 8,121 8,121 Millipore Corp. CV 3.75% 6/1/2026 601073AD1 27,233,813. 25,275,000 25,275,000 25,275,000 Mindspeed Technologies Inc. COM 602682106 80,507. 37,100 37,100 37,100 Mine Safety Appliance Co. COM 602720104 18,788,034. 446,696 446,696 417,796 28,900 MIPS Technologies, Inc. COM 604567107 192,888. 21,600 21,600 21,600 Mitsubishi UFJ Financial Group, Inc. ADR 606822104 206,644. 18,352 18,352 16,265 2,087 Moldflow Corp. COM 608507109 2,660,310. 177,000 177,000 111,300 65,700 Molson Coors Brewing Co. COM 60871R209 7,628,454. 80,622 80,622 80,622 Monolithic Power Systems, Inc. COM 609839105 184,470. 14,300 14,300 14,300 Monro Muffler Brake, Inc. COM 610236101 4,417,932. 125,867 125,867 85,567 40,300 Monsanto Co. COM 61166W101 686,188,826. 12,485,241 12,439,883 11,803,140 682,101 Monster Worldwide Inc. COM 611742107 14,717,859. 310,700 310,700 310,700 Moody's Corp. COM 615369105 3,351,240. 54,000 54,000 54,000 Moog Inc. Class A COM 615394202 67,766,925. 1,627,057 1,627,057 1,534,645 92,412 Morgan Stanley Series MO COM 617446448 20,020,950. 254,202 254,202 236,978 17,224 Morningstar, Inc. COM 617700109 9,020,578. 174,682 174,682 170,882 3,800 Mosaic Co. (The) COM 61945A107 307,358,741. 11,528,835 11,528,835 10,997,435 531,400 Motorola, Inc. COM 620076109 468,396. 26,508 26,508 26,508 MSC Industrial Direct Co., Inc. Class A 553530106 27,827,115. 596,125 596,125 589,625 6,500 M&T Bank Corp. COM 55261F104 13,105,006. 113,140 113,140 112,240 900 Mylan Laboratories, Inc. COM 628530107 446,230,435. 21,108,346 21,108,346 20,501,171 607,175 Napco Security Systems, Inc. COM 630402105 595,036. 112,271 112,271 112,271 National Bank of Greece S. A. ADR 633643408 833,362. 77,739 77,739 77,739 National Cinemedia Inc COM 635309107 9,993,810. 374,300 374,300 374,300 National City Corp. COM 635405103 551,300. 14,800 14,800 National Fuel Gas Co. COM 636180101 10,815,000. 250,000 250,000 250,000 National Medical Health Card COM 636918302 3,086,002. 199,483 199,483 126,983 72,500 National-Oilwell Inc. COM 637071101 3,033,810. 39,000 39,000 39,000 National Semiconductor Corp. COM 637640103 8,934,214. 370,100 370,100 370,100 Nationwide Health Properties, COM 638620104 6,804,458. 217,673 217,673 205,273 12,400 Navigators Group, Inc. (The) COM 638904102 41,302,252. 823,246 823,246 758,946 64,300 Navisite Inc COM 63935M208 107,579. 17,900 17,900 17,900 NCI Building Systems, Inc. COM 628852105 117,283,908. 2,456,722 2,456,722 2,256,023 200,699 NETGEAR, Inc. COM 64111Q104 12,710,971. 445,530 445,530 435,830 9,700
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Network Appliance, Inc. COM 64120L104 19,453,547. 532,682 532,682 532,682 NeuStar, Inc. COM 64126X201 7,424,006. 261,041 261,041 255,341 5,700 Newell Rubbermaid, Inc. COM 651229106 193,650,687. 6,228,713 6,228,713 6,048,213 180,500 Newmont Mining Corp. COM 651639106 531,101,108. 12,648,276 12,577,763 12,069,513 578,763 New Oriental Education Sp Adr COM 647581107 11,522,274. 284,290 284,290 277,990 6,300 News Corp. - Class A 65248E104 762,960. 33,000 33,000 33,000 News Corp. - Class B 65248E203 230,326,616. 9,412,612 9,322,012 8,856,227 556,385 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 80,789,520. 80,992,000 80,992,000 63,307,000 17,685,000 Nicor, Inc. COM 654086107 61,306,741. 1,266,145 1,266,145 1,189,545 76,600 NII Holdings, Inc. COM 62913F201 16,727,590. 225,500 225,500 225,500 NII Holdings, Inc. NCV 2.75% 08/15/2025 62913FAF9 2,582,000. 1,600,000 1,600,000 1,600,000 NIKE, Inc. Class B 654106103 4,887,960. 46,000 46,000 46,000 NiSource Inc. COM 65473P105 364,621,435. 14,919,044 14,919,044 14,479,744 439,300 Nissan Motor Co., LTD. ADR 654744408 292,238. 13,656 13,656 13,656 NN, Inc. COM 629337106 2,479,265. 198,500 198,500 125,200 73,300 Nordson Corp. COM 655663102 44,648,850. 961,017 961,017 897,024 63,993 Nordstrom, Inc. COM 655664100 8,888,626. 167,900 167,900 167,900 Nortel Networks Corp. CV 4.25% 9/1/2008 656568AB8 14,176,870. 14,284,000 14,284,000 14,284,000 North Bay Bancorp COM 657477105 2,136,867. 66,280 66,280 43,167 23,113 Northeast Utilities System COM 664397106 356,471,339. 10,877,978 10,877,978 10,489,378 388,600 Northern Trust Corp. COM 665859104 10,115,548. 168,200 168,200 168,200 Northrop Grumman Corp. COM 666807102 6,768,270. 91,192 91,192 83,728 7,464 Novartis AG ADR 66987V109 987,819,892. 18,082,004 17,976,834 17,342,299 739,705 NPS Pharmaceuticals, Inc. CV 3.0% 06/15/2008 62936PAB9 2,309,375. 2,500,000 2,500,000 2,250,000 250,000 NRG Energy, Inc. CVPFD 5.75% 03/13/2009 629377870 37,218,225. 114,500 114,500 114,500 Nuance Communications, Inc. COM 67020Y100 12,327,903. 805,219 805,219 787,519 17,700 NuCo2, Inc. COM 629428103 2,458,950. 97,500 97,500 61,200 36,300 NuVasive, Inc. COM 670704105 8,054,100. 339,120 339,120 331,820 7,300 NVIDIA Corp. COM 67066G104 12,530,409. 435,386 435,386 420,452 14,934 NxStage Medical Inc. COM 67072V103 159,840. 12,000 12,000 12,000 Oceaneering Intl Inc. COM 675232102 7,519,684. 178,530 178,530 174,630 3,900 OfficeMax, Inc. COM 67622P101 345,096,912. 6,543,362 6,543,362 6,326,962 216,400 Ohio Casualty Corp. COM 677240103 64,084,554. 2,139,718 2,139,718 1,801,063 338,655 Oil States Int'l., Inc. COM 678026105 50,094,319. 1,561,057 1,561,057 1,462,557 98,500
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Omnicare Capital Trust II CV PFD 4.0% 6/15/2033 68214Q200 844,515. 15,320 15,320 15,320 Omnicom Group, Inc. CV 0% 7/1/2038 681919AT3 78,598,238. 72,945,000 72,945,000 57,085,000 15,860,000 Onyx Pharmaceuticals Inc COM 683399109 12,346,970. 497,060 497,060 486,160 10,900 Openwave Systems, Inc. COM 683718308 37,007,031. 4,540,740 4,540,740 4,517,040 23,700 Option Care, Inc. COM 683948103 40,332,822. 3,032,543 3,032,543 2,557,062 475,481 OptionsXpress Holdings, Inc. COM 684010101 41,302,696. 1,754,575 1,754,575 1,477,723 276,852 Oracle Corp. COM 68389X105 9,885,781. 545,272 545,272 500,169 45,103 O'Reilly Automotive, Inc. COM 686091109 7,327,248. 221,367 221,367 221,367 Orix- Spons ADR COM 686330101 379,334. 2,899 2,899 2,899 Orthovita, Inc. COM 68750U102 4,813,229. 1,648,366 1,648,366 1,309,478 338,888 Oshkosh Truck Corp. COM 688239201 90,105,035. 1,700,095 1,700,095 1,684,395 15,700 OSI Restaurant Partners, Inc. COM 67104A101 197,524,688. 5,000,625 5,000,625 4,774,525 226,100 Owens Illinois, Inc. CVPFD 4.75% 690768502 17,202,292. 449,146 449,146 449,146 PacifiCare Health Systems, CV 3% 10/15/2032 695112AG7 2,664,375. 700,000 700,000 700,000 Pacific Sunwear of California, Inc. COM 694873100 22,442,180. 1,077,397 1,077,397 1,006,897 70,500 Pactiv Corp. COM 695257105 154,110,419. 4,567,588 4,567,588 4,416,788 150,800 Pantry, Inc COM 698657103 33,798,965. 747,434 747,434 699,034 48,400 Pantry, Inc CV 3% 11/15/2012 698657AL7 10,101,000. 8,736,000 8,736,000 6,381,000 2,355,000 Parker Hannifin Corp. COM 701094104 309,335. 3,584 3,584 3,584 PartnerRe Ltd. COM G6852T105 282,115,986. 4,116,078 4,116,078 3,973,978 142,100 Patterson Companies Inc. COM 703395103 31,794,781. 895,880 895,880 885,780 10,100 Penford Corp. COM 707051108 1,540,388. 76,484 76,484 49,784 26,700 Penn National Gaming, Inc. COM 707569109 6,218,772. 146,600 146,600 146,600 Pennsylvania Commerce Bancorp, Inc. COM 708677109 2,255,929. 79,211 79,211 49,711 29,500 Penson Worldwide, Inc. COM 709600100 10,452,714. 346,231 346,231 339,231 7,000 PepsiCo, Inc. COM 713448108 619,092,799. 9,740,289 9,692,096 9,359,688 380,601 PerkinElmer, Inc. COM 714046109 44,218,527. 1,825,703 1,825,703 1,551,953 273,750 PetMed Express Inc COM 716382106 7,965,700. 672,211 672,211 566,136 106,075 Petrohawk Energy Corp COM 716495106 46,934,311. 3,563,729 3,563,729 3,336,459 227,270 Petroleum Geo-Services ASA Spon ADR 716599105 449,685. 17,269 17,269 17,269 P.F. Chang's China Bistro, Inc. COM 69333Y108 5,419,272. 129,400 129,400 129,400 Pfizer Inc. COM 717081103 19,294,497. 763,836 763,836 735,958 27,878 PG&E Corp. COM 69331C108 730,919,979. 15,142,324 15,044,477 14,294,898 847,426 PG&E Corp. CV 9.5% 06/30/2010 69331CAD0 14,837,992. 4,273,000 4,273,000 2,853,000 1,420,000
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Phase Foward Inc. COM 71721R406 7,975,018. 607,389 607,389 594,289 13,100 Piedmont Natural Gas Co., Inc. COM 720186105 73,013,641. 2,767,765 2,767,765 2,590,565 177,200 Pioneer Drilling Co. COM 723655106 368,010. 29,000 29,000 18,900 10,100 Pitney Bowes, Inc. COM 724479100 103,429,467. 2,278,684 2,252,684 1,908,341 370,343 Placer Dome, Inc. CV 2.75% 10/15/2023 725906AK7 14,116,375. 11,050,000 11,050,000 11,050,000 Plexus Corp. COM 729132100 46,353,449. 2,702,825 2,702,825 2,525,530 177,295 PNC Financial Services Group, Inc. (The) COM 693475105 5,479,436. 76,135 76,135 69,565 6,570 PNM Resources, Inc. COM 69349H107 217,098,798. 6,721,325 6,721,325 6,306,825 414,500 Portec Rail Products, Inc. COM 736212101 2,623,038. 258,173 258,173 161,473 96,700 Potash Corp. of Saskatchewan, Inc. COM 73755L107 54,272,086. 339,349 339,349 337,549 1,800 Powell Industries, Inc. COM 739128106 2,123,680. 66,365 66,365 42,865 23,500 Power Intergrations, Inc. COM 739276103 40,191,632. 1,774,465 1,774,465 1,494,915 279,550 PPL Corp. COM 69351T106 452,709,380. 11,068,689 11,005,889 10,476,653 592,036 PPL Energy Supply LLC CV 2.625% 5/15/2023 69352JAE7 49,242,630. 29,912,000 29,912,000 22,082,000 7,830,000 Praxair, Inc. COM 74005P104 438,723,262. 6,968,286 6,932,040 6,675,432 292,854 Precision Castparts Corp. COM 740189105 16,273,420. 156,400 156,400 156,400 Priceline.com, Inc. COM 741503403 12,968,011. 243,485 243,485 238,185 5,300 Pride Int'l., Inc. CV 3.25% 05/01/2033 74153QAD4 2,026,000. 1,600,000 1,600,000 1,600,000 PrivateBancorp, Inc. COM 742962103 25,685,850. 702,567 702,567 616,434 86,133 Procter & Gamble Co. (The) COM 742718109 2,124,426,887. 33,635,638 33,443,795 31,774,055 1,861,583 Progress Energy, Inc. COM 743263105 282,186,127. 5,594,491 5,585,391 5,524,076 70,415 Progressive Gaming internation COM 74332S102 7,561,202. 1,680,267 1,680,267 1,406,387 273,880 Prosperity Bancshares Inc COM 743606105 5,053,558. 145,468 145,468 142,268 3,200 Provident Bankshares Corp. COM 743859100 24,084,704. 732,949 732,949 683,749 49,200 Prudential Financial, Inc. CV Adj 2.61375% 11/15/2035 744320AC6 54,927,689. 53,156,000 53,156,000 34,056,000 19,100,000 Prudential plc ADR 74435K204 307,546. 10,852 10,852 10,852 Psychemedics Corp. COM 744375205 3,454,410. 203,800 203,800 128,100 75,700 PT Indosat -ADR 744383100 680,492. 20,121 20,121 20,121 Puget Energy Inc. COM 745310102 171,597,561. 6,682,148 6,682,148 6,424,048 258,100 Quaker Chemical Corp. COM 747316107 2,842,914. 119,400 119,400 74,700 44,700 QUALCOMM Inc. COM 747525103 266,667,703. 6,251,001 6,222,301 5,777,596 473,405 Quanex Corp. COM 747620102 231,481,164. 5,465,907 5,465,907 5,176,632 289,275 Quanta Services, Inc. CV 4.50% 10/1/2023 74762EAC6 13,919,263. 5,990,000 5,990,000 4,065,000 1,925,000 Quest Diagnostics, Inc. COM 74834L100 3,573,535. 71,657 71,657 65,783 5,874
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Quicksilver Resources, Inc. CV 1.875% 11/1/2024 74837RAB0 8,599,250. 5,900,000 5,900,000 5,900,000 Quiksilver, Inc. COM 74838C106 34,923,192. 3,010,620 3,010,620 2,824,520 186,100 Quixote Corp. COM 749056107 2,341,480. 117,074 117,074 73,674 43,400 Qwest Communications Int'l., CV 3.50% 11/15/2025 749121BY4 11,561,488. 6,970,000 6,970,000 6,970,000 Qwest Communications Int'l., Inc. COM 749121109 452,525,405. 50,336,530 50,336,530 48,839,730 1,496,800 Radiant Systems, Inc. COM 75025N102 7,302,234. 560,417 560,417 447,117 113,300 Radiation Therapy Services COM 750323206 29,178,288. 952,294 952,294 890,094 62,200 RadiSys Corp. COM 750459109 32,959,561. 2,017,109 2,017,109 1,698,051 319,058 Range Resources Corp. COM 75281A109 98,553,914. 2,950,716 2,950,716 2,682,966 267,750 RARE Hospitality Int'l., Inc. COM 753820109 48,914,876. 1,625,619 1,625,619 1,518,683 106,936 Raytheon Co. COM 755111507 680,909,932. 12,979,602 12,897,207 12,209,956 769,646 Regions Financial Corp. COM 7591EP100 178,340,810. 5,042,149 5,007,749 4,525,614 516,535 Reliance Steel & Aluminum COM 759509102 33,788,185. 698,103 698,103 596,103 102,000 Research In Motion Ltd. COM 760975102 4,367,680. 32,000 32,000 32,000 Resources Connection, Inc. COM 76122Q105 9,727,103. 304,067 304,067 297,367 6,700 R.H. Donnelley Corp. COM 74955W307 437,468,570. 6,171,090 6,171,090 5,970,990 200,100 Rimage Corp. COM 766721104 1,665,935. 64,297 64,297 41,445 22,852 RLI Corp COM 749607107 39,122,080. 712,217 712,217 664,715 47,502 Rock of Ages Corp. COM 772632105 1,016,472. 206,600 206,600 141,400 65,200 Rockwell Collins, Inc. COM 774341101 160,880,176. 2,403,708 2,396,108 2,280,593 123,115 Rogers Communications, Inc. Class B 775109200 16,022,916. 489,100 489,100 489,100 Rogers Corp. COM 775133101 114,565,230. 2,583,207 2,583,207 2,419,380 163,827 Rohm & Haas Co. COM 775371107 30,240,684. 584,700 584,700 577,800 6,900 Rollins, Inc. COM 775711104 32,655,608. 1,419,192 1,419,192 1,326,996 92,196 Roper Industries, Inc. COM 776696106 15,092,000. 275,000 275,000 275,000 Roper Industries, Inc. CV 1.4813% 1/15/2034 776696AA4 35,324,768. 49,929,000 49,929,000 42,904,000 7,025,000 Rowan Company Inc. COM 779382100 461,074. 14,200 14,200 14,200 RPM Int'l., Inc. CV 1.389 5/13/2033 749685AK9 19,548,160. 30,544,000 30,544,000 13,594,000 16,950,000 R.R. Donnelley & Sons Co. COM 257867101 426,434,167. 11,654,391 11,654,391 11,299,587 354,804 Ruby Tuesday, Inc. COM 781182100 136,544,951. 4,774,299 4,774,299 4,473,399 300,900 Ruddick Corp. COM 781258108 36,445,770. 1,211,628 1,211,628 1,131,028 80,600 Rush Enterprises, Inc. Class A 781846209 57,923,317. 3,015,269 3,015,269 2,706,869 308,400 Rush Enterprises, Inc. Class B 781846308 2,827,007. 156,102 156,102 98,466 57,636 Sabre Holdings Corp. Class A 785905100 345,516,758. 10,550,130 10,550,130 10,139,930 410,200
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Safeco Corp. COM 786429100 163,974,882. 2,468,386 2,468,386 2,360,086 108,300 Safeway, Inc. COM 786514208 207,442,783. 5,661,648 5,661,648 5,470,948 190,700 Salary.com Inc COM 794006106 111,300. 10,000 10,000 10,000 Salix Pharmaceuticals, Ltd. COM 795435106 35,020,957. 2,779,441 2,779,441 2,593,841 185,600 Sanderson Farms Inc COM 800013104 231,106. 6,236 6,236 6,236 Sanofi-Aventis ADR COM 80105N105 672,303,728. 15,451,706 15,359,706 14,779,148 672,558 SAP AG ADR 803054204 375,462. 8,409 8,409 8,409 ScanSource, Inc. COM 806037107 102,067,743. 3,802,822 3,802,822 3,404,560 398,262 Schering-Plough Corp. COM 806605101 46,350,343. 1,816,948 1,759,548 1,732,067 84,881 Schering-Plough Corp. CV PFD 6.0% 9/14/2007 806605606 48,246,113. 819,815 819,815 819,815 Schlumberger Ltd. (Antilles) COM 806857108 634,668,526. 9,184,783 9,127,140 8,784,976 399,807 Schlumberger Ltd. (Antilles) CV 1.5% 6/1/2023 806857AC2 98,197,819. 51,045,000 51,045,000 47,345,000 3,700,000 Select Comfort Corp. COM 81616X103 80,617,304. 4,529,062 4,529,062 3,813,993 715,069 Selective Insurance Group, Inc. COM 816300107 27,763,570. 1,090,478 1,090,478 1,019,034 71,444 SEMCO Energy, Inc. COM 78412D109 3,724,511. 488,781 488,781 488,781 ServiceMaster Co. (The) COM 81760N109 30,522,818. 1,983,289 1,983,289 1,983,289 SFBC Int'l., Inc. CV 2.25% 8/15/2024 784121AB1 13,145,625. 13,500,000 13,500,000 13,500,000 Shanda Interactive - Spon ADR 81941Q203 15,625,143. 581,942 581,942 569,142 12,800 Shaw Group Inc. (The) COM 820280105 198,295,985. 6,341,413 6,341,413 6,018,213 323,200 Shire Pharmaceuticals - ADR 82481R106 24,159,570. 390,300 390,300 390,300 Shutterfly, Inc. COM 82568P304 5,507,174. 343,340 343,340 335,840 7,500 Sierra Health Services, Inc. COM 826322109 87,629,686. 2,128,484 2,128,484 2,027,746 100,738 Sigma-Aldrich Corp. COM 826552101 806,484. 19,424 19,424 19,424 Signature Bank COM 82669G104 24,055,553. 739,261 739,261 691,028 48,233 SI Int'l, Inc. COM 78427V102 1,742,697. 60,700 60,700 37,800 22,900 Silgan Holdings, Inc. COM 827048109 2,026,512. 39,650 39,650 39,650 Simon Property Group, Inc. CV PFD 828806802 30,852,162. 348,612 348,612 270,757 77,855 SINA Corp. COM G81477104 9,990,236. 297,240 297,240 290,740 6,500 Sinclair Broadcast Group, Inc. CV 4.875% 7/15/2018 829226AU3 16,017,750. 16,200,000 16,200,000 16,200,000 SiRF Technology Holdings, Inc. COM 82967H101 11,165,350. 402,210 402,210 393,410 8,800 SLM Corp. CV 5.435% 07/25/2035 78442PAC0 15,307,292. 15,292,000 15,292,000 15,292,000 Smithfield Foods, Inc. COM 832248108 108,746,713. 3,630,942 3,630,942 3,449,042 181,900 Smith International Inc, COM 832110100 157,723,645. 3,282,490 3,261,690 3,005,496 276,994 Snap-on Inc. COM 833034101 223,934,456. 4,655,602 4,655,602 4,486,702 168,900
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Sonic Automotive, Inc. COM 83545G102 1,107,596. 38,863 38,863 38,863 Southern Co. (The) COM 842587107 376,785,823. 10,280,650 10,216,252 9,833,128 447,522 Southwest Bancorp, Inc. COM 844767103 2,172,167. 84,553 84,553 53,735 30,818 Southwestern Energy Co. COM 845467109 11,076,894. 270,300 270,300 270,300 Southwest Gas Corp. COM 844895102 75,811,115. 1,950,376 1,950,376 1,781,876 168,500 Spectra Energy Corp COM 847560109 147,605,614. 5,618,790 5,587,140 5,140,267 478,523 Sprint Nextel Corp. COM 852061100 2,440,607. 128,724 128,724 118,870 9,854 SRA Int'l., Inc. COM 78464R105 16,820,580. 690,500 690,500 581,242 109,258 Staples, Inc. COM 855030102 5,943,200. 230,000 230,000 230,000 Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 18,248,790. 281,400 281,400 281,400 State Street Corp COM 857477103 2,331,000. 36,000 36,000 36,000 Stec Inc COM 784774101 130,240. 18,500 18,500 18,500 Sterling Financial Corp COM 859317109 3,129,712. 140,978 140,978 130,361 10,617 St. Jude Medical, Inc. COM 790849103 25,147,137. 668,629 668,629 652,398 16,231 Stratasys, Inc. COM 862685104 57,416,534. 1,344,020 1,344,020 1,131,920 212,100 Strattec Security Corp. COM 863111100 2,276,442. 51,179 51,179 32,879 18,300 Strayer Education, Inc. COM 863236105 65,057,375. 520,459 520,459 456,608 63,851 Stryker Corp. COM 863667101 3,731,163. 56,260 56,260 56,260 Sun Microsystems, Inc. COM 866810104 573,307,050. 95,392,188 94,853,904 89,961,785 5,430,403 Sunpower Corp. COM 867652109 18,504,850. 406,700 406,700 397,700 9,000 Sunrise Assisted Living, Inc. COM 86768K106 8,513,398. 215,420 215,420 210,620 4,800 SunTrust Banks, Inc. COM 867914103 236,629,621. 2,849,586 2,827,286 2,660,054 189,532 SuperGen, Inc. COM 868059106 171,100. 29,000 29,000 29,000 Superior Energy Services, Inc. COM 868157108 55,605,625. 1,613,160 1,613,160 1,542,558 70,602 Supertel Hospitality Inc. COM 868526104 3,023,006. 396,200 396,200 248,200 148,000 SUPERVALU INC. COM 868536103 191,045,307. 4,889,821 4,860,721 4,451,019 438,802 Susser Holdings Corp COM 869233106 27,977,482. 1,612,535 1,612,535 1,458,494 154,041 Switch And Data Facilities Co. COM 871043105 4,711,019. 259,990 259,990 254,290 5,700 Sybase, Inc. COM 871130100 198,691,699. 7,859,640 7,859,640 7,556,140 303,500 Sybase, Inc. CV 1.75% 02/22/2025 871130AB6 27,455,760. 24,084,000 24,084,000 20,829,000 3,255,000 Sykes Enterprises Inc COM 871237103 6,751,645. 370,156 370,156 362,056 8,100 Symantec Corp. COM 871503108 3,911,028. 226,071 226,071 207,353 18,718 Symbion, Inc. COM 871507109 8,112,657. 413,700 413,700 385,000 28,700 Symmetry Medical Inc. COM 871546206 29,218,453. 1,789,250 1,789,250 1,506,100 283,150
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Synaptics, Inc. COM 87157D109 4,282,348. 167,410 167,410 163,810 3,600 Synchronoss Technologies COM 87157B103 3,920,916. 225,340 225,340 220,340 5,000 Syntel, Inc COM 87162H103 8,838,176. 255,070 255,070 249,470 5,600 Taleo Corp. COM 87424N104 198,960. 12,000 12,000 12,000 TALX Corp. COM 874918105 47,294,367. 1,427,539 1,427,539 1,201,604 225,935 Target Corp. COM 87612E106 16,682,934. 281,521 281,521 266,883 14,638 TCF Financial Corp. COM 872275102 8,013,440. 304,000 304,000 300,900 3,100 Team, Inc. COM 878155100 1,798,124. 47,133 47,133 29,233 17,900 Techne Corp. COM 878377100 21,049,230. 368,638 368,638 309,983 58,655 TechTeam Global, Inc. COM 878311109 1,745,175. 139,614 139,614 87,914 51,700 TECO Energy, Inc. COM 872375100 20,652,000. 1,200,000 1,200,000 1,200,000 Teledyne Technologies Inc. COM 879360105 22,726,080. 607,000 607,000 567,820 39,180 Telenor ASA- ADR COM 87944W105 201,355. 3,787 3,787 3,787 TeleTech Holdings, Inc. COM 879939106 15,733,773. 428,830 428,830 419,430 9,400 Tellabs, Inc. COM 879664100 259,450,676. 26,207,139 26,207,139 25,131,316 1,075,823 Tempur-Pedic International COM 88023U101 8,382,555. 322,530 322,530 315,430 7,100 Tennant Co. COM 880345103 1,886,251. 59,900 59,900 38,600 21,300 Terremark Worldwide Inc. COM 881448203 144,274. 17,900 17,900 17,900 Tessera Technologies Inc COM 88164L100 7,349,516. 184,940 184,940 180,840 4,100 Tetra Tech, Inc. COM 88162G103 536,177. 28,131 28,131 28,131 Tetra Technologies, Inc. COM 88162F105 5,483,396. 221,910 221,910 217,010 4,900 Teva Pharmaceutical Finance B.V. CV 0.375% 11/15/2022 88164MAB4 13,087,500. 7,500,000 7,500,000 7,500,000 Teva Pharmaceutical Finance CV .25% 02/01/2026 88163VAE9 42,107,451. 42,803,000 42,803,000 34,878,000 7,925,000 Teva Pharmaceutical Finance II CV .25% 2/01/2024 88164RAB3 1,832,000. 1,600,000 1,600,000 1,600,000 Teva Pharmaceutical Industries Ltd. ADR 881624209 769,420,325. 20,556,247 20,447,165 19,602,471 953,776 Texas Instruments, Inc. COM 882508104 115,676,859. 3,843,085 3,835,785 3,688,503 154,582 Textron, Inc. COM 883203101 9,770,240. 108,800 108,800 108,800 The Charles Schwab Corp. COM 808513105 71,993,007. 3,936,195 3,918,895 3,670,460 265,735 Theravance Inc. COM 88338T104 6,033,694. 204,532 204,532 204,532 Thermo Electron Corp. COM 883556102 17,949,195. 383,940 383,940 383,940 Thomas & Betts Corp. COM 884315102 1,565,413. 32,065 32,065 32,065 Thomas Weisel Partners Group COM 884481102 8,843,444. 464,955 464,955 455,255 9,700 THQ Inc. COM 872443403 19,027,932. 556,535 556,535 549,335 7,200 Tiffany & Co. COM 886547108 7,536,036. 165,700 165,700 165,700
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Time Warner Cable - A 88732J108 31,114,863. 830,394 830,394 830,394 Time Warner, Inc. COM 887317105 447,267,131. 22,680,889 22,606,789 21,576,598 1,104,291 Time-Warner Telecom, Inc. COM 887319101 9,599,894. 462,200 462,200 462,200 Tim Hortons Inc. COM 88706M103 3,661,929. 120,379 120,379 120,379 Timken Co. (The) COM 887389104 218,571,108. 7,211,188 7,211,188 6,919,488 291,700 TJX Cos., Inc. (The) CV RO 0.00 0 872540AL3 13,500. 15,000 15,000 15,000 Trinity Industries, Inc. COM 896522109 193,573,900. 4,617,698 4,617,698 4,390,818 226,880 T Rowe Price Group Inc COM 74144T108 13,919,917. 294,976 294,976 294,976 Tupperware Brands Corp. COM 899896104 114,757,103. 4,603,173 4,603,173 4,582,773 20,400 Twin Disc, Inc. COM 901476101 2,707,137. 63,399 63,399 40,999 22,400 UGI Corp. COM 902681105 29,140,343. 1,090,990 1,090,990 1,078,290 12,700 Ultralife Batteries, Inc. COM 903899102 3,660,120. 338,900 338,900 214,200 124,700 Under Armour, Inc. COM 904311107 16,346,745. 318,650 318,650 314,150 4,500 Unica Corp. COM 904583101 154,365. 12,300 12,300 12,300 Unisource Energy Corp Co 144A CV 4.5% 03/01/2035 909205AB2 14,500,778. 12,861,000 12,861,000 8,611,000 4,250,000 United Community Banks, Inc. COM 90984P105 15,962,172. 486,800 486,800 448,700 38,100 United Parcel Service, Inc. Class B 911312106 8,623,772. 123,021 123,021 112,870 10,151 United Rentals, Inc. COM 911363109 6,697,625. 243,550 243,550 205,100 38,450 United Surgical Partners, Inc. COM 913016309 42,613,896. 1,383,119 1,383,119 1,164,108 219,011 United Technologies Corp. COM 913017109 13,547,950. 208,430 208,430 195,786 12,644 Universal Electronics, Inc. COM 913483103 39,395,294. 1,414,045 1,414,045 1,190,679 223,366 Universal Forest Products, Inc COM 913543104 43,178,861. 871,420 871,420 814,520 56,900 Universal Stainless & Alloy COM 913837100 868,179. 18,289 18,289 13,089 5,200 URS Corp. COM 903236107 98,060,621. 2,302,433 2,302,433 2,161,933 140,500 USANA Health Sciences, Inc. COM 90328M107 31,889,879. 680,390 680,390 572,704 107,686 U.S. Bancorp COM 902973304 280,517,031. 8,021,648 7,989,248 7,484,326 537,322 U.S. Concrete, Inc. COM 90333L102 2,561,050. 327,500 327,500 205,800 121,700 USI Holdings Corp. (The) COM 90333H101 37,721,707. 2,238,677 2,238,677 1,884,205 354,472 UTi Worldwide, Inc. COM G87210103 10,276,898. 418,100 418,100 418,100 Valero Energy Corp. COM 91913Y100 4,990,688. 77,387 77,387 70,720 6,667 ValueClick, Inc. COM 92046N102 10,173,454. 389,340 389,340 380,740 8,600 Varian Semi Equip Assoc., Inc. COM 922207105 14,998,819. 280,982 280,982 274,782 6,200 VA Software Corp. COM 91819B105 70,525. 17,500 17,500 17,500 Ventana Medical Systems, Inc. COM 92276H106 18,169,642. 433,643 433,643 364,936 68,707
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Verasun Energy COM 92336G106 9,877,576. 497,110 497,110 486,210 10,900 Verizon Communications, Inc. COM 92343V104 432,583,846. 11,407,802 11,320,180 10,813,753 594,049 Viasat Inc. COM 92552V100 291,587. 8,844 8,844 8,844 Vishay Intertechnology, Inc. COM 928298108 1,687,092. 120,679 120,679 120,679 VistaPrint Limited COM G93762204 13,689,071. 357,417 357,417 349,517 7,900 Vital Images, Inc. COM 92846N104 2,515,487. 75,631 75,631 73,931 1,700 Vitran Corp. Inc. COM 92850E107 379,952. 19,336 19,336 16,257 3,079 Vocus Inc. COM 92858J108 6,036,041. 299,853 299,853 293,353 6,500 Vodafone Group plc - ADR COM 92857W209 462,717. 17,227 17,227 17,227 Volcano Corp. COM 928645100 7,717,105. 428,490 428,490 419,090 9,400 Volcom, Inc. COM 92864N101 8,739,810. 254,360 254,360 248,860 5,500 Vornado Realty CV 3.875% 04/15/2025 929043AC1 42,901,760. 30,976,000 30,976,000 23,211,000 7,765,000 Wabash National Corp. COM 929566107 8,399,675. 544,726 544,726 459,232 85,494 Wabtec Corp. COM 929740108 14,572,680. 422,519 422,519 396,719 25,800 Wachovia Corp. COM 929903102 213,912,795. 3,885,791 3,862,127 3,660,162 225,629 Wachovia Corp. WACHOVIA CORP NEDTD 11/09/0 0.250% 12/15/10 929903AU6 275,100. 280,000 280,000 280,000 Walgreen Co. COM 931422109 5,906,181. 128,703 128,703 118,052 10,651 Wal-Mart Stores, Inc. COM 931142103 635,471,291. 13,535,065 13,459,881 12,891,778 643,287 Walt Disney Co. (The) COM 254687106 7,938,043. 230,556 230,556 211,738 18,818 Walt Disney Co. (The) CV 2.125% 04/15/2023 254687AU0 84,024,271. 69,227,000 69,227,000 56,942,000 12,285,000 Waste Connections, Inc. COM 941053100 92,229,631. 3,080,482 3,080,482 2,881,282 199,200 Waste Industries USA, Inc. COM 941057101 1,784,259. 64,953 64,953 40,850 24,103 Waste Management, Inc. COM 94106L109 397,591,145. 11,554,523 11,471,506 10,923,311 631,212 Watsco, Inc. COM 942622200 59,195,901. 1,159,113 1,159,113 979,399 179,714 WebEx Comm, Inc. COM 94767L109 14,556,160. 256,000 256,000 256,000 WebMD Health Corp. Class A 94770V102 3,210,693. 61,005 61,005 59,605 1,400 Websense, Inc. COM 947684106 49,832,342. 2,167,566 2,167,566 1,824,616 342,950 Webster Financial Corp. COM 947890109 53,736,297. 1,119,273 1,119,273 1,068,273 51,000 WellPoint, Inc. COM 94973V107 256,748,002. 3,165,820 3,165,820 3,136,350 29,470 Wells Fargo & Co. COM 949746101 10,992,225. 319,263 319,263 292,678 26,585 Werner Enterprises, Inc. COM 950755108 8,651,900. 476,164 476,164 450,176 25,988 West Coast Bancorp/Oregon COM 952145100 12,810,379. 400,700 400,700 373,700 27,000 Western Alliance Bancorp. COM 957638109 3,987,088. 128,450 128,450 125,650 2,800 Williams Scotsman Int'l., Inc. COM 96950G102 109,270,968. 5,558,035 5,558,035 5,040,466 517,569
3/30/2007 S.E.C. USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR INVESTMENT TITLE OF CUSIP / FAIR PRINCIPAL DISCRETION OTHER VOTING NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT SOLE MANAGERS AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE - ------------------------------------------------------------------------------------------------------------------------------------ Windstream Corp COM 97381W104 5,533,826. 376,707 376,707 376,707 WMS Industries, Inc. COM 929297109 11,289,348. 287,700 287,700 287,700 Woodward Governor Co. COM 980745103 13,326,894. 323,704 323,704 302,804 20,900 W.W. Grainger, Inc. COM 384802104 156,925,496. 2,031,661 2,031,661 1,942,161 89,500 Wyeth COM 983024100 1,164,033,365. 23,266,707 23,122,677 21,995,138 1,271,569 Wyeth CV 0.71625% 1/15/2024 983024AD2 101,186,623. 94,461,000 94,461,000 78,286,000 16,175,000 Xilinx, Inc. COM 983919101 7,708,708. 299,600 299,600 299,600 XL Capital Ltd. Class A G98255105 286,502,011. 4,095,226 4,095,226 3,959,162 136,064 X-Rite, Inc. COM 983857103 28,585,675. 2,207,388 2,207,388 1,883,035 324,353 XTO Energy, Inc. COM 98385X106 5,389,522. 98,331 98,331 94,847 3,484 Yahoo!, Inc. COM 984332106 255,025,359. 8,150,379 8,117,579 7,646,782 503,597 Yahoo!, Inc. CV 0% 4/1/2008 984332AB2 20,351,173. 13,151,000 13,151,000 9,201,000 3,950,000 Zebra Technologies Corp. Class A 989207105 74,619,115. 1,932,637 1,932,637 1,910,237 22,400 Zimmer Holdings, Inc. COM 98956P102 30,038,697. 351,700 351,700 347,500 4,200 Zions Bancorp. COM 989701107 102,251,366. 1,209,789 1,199,989 1,067,798 141,991 Zoll Medical Corp. COM 989922109 5,522,680. 207,230 207,230 202,730 4,500 Zumiez Inc. COM 989817101 14,653,509. 365,242 365,242 357,242 8,000 - ------------------------------------------------------------------------------------------------------------------------------------ 901 82,271,972,586. 4,748,852,025. 4,741,744,995. 4,238,515,252. 510,336,773. - ------------------------------------------------------------------------------------------------------------------------------------
-----END PRIVACY-ENHANCED MESSAGE-----