-----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, JODTjyQznqwsoLJ55IeAc6cB7YEfxWJg8rFq53MOR5zvq16u8F+CDKtdrB/gblu0 nplUMqkn7i9utgcqO4VB7w== 0001047469-07-001125.txt : 20070214 0001047469-07-001125.hdr.sgml : 20070214 20070214112627 ACCESSION NUMBER: 0001047469-07-001125 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061229 FILED AS OF DATE: 20070214 DATE AS OF CHANGE: 20070214 EFFECTIVENESS DATE: 20070214 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: 07615719 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 a2175911z13f-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: DECEMBER 29, 2006 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 FEBRUARY 12, 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: 906 FORM 13F INFORMATION TABLE VALUE TOTAL: 81,251,398 (THOUSANDS) LIST OF OTHER INCLUDED MANAGERS: PROVIDE A NUMBERED LIST OF THE NAME(S) AND FORM 13F FILE NUMBER(S) OF ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT TO WHICH THIS REPORT IS FILED, OTHER THAN THE MANAGER FILING THIS REPORT. [IF THERE ARE NO ENTRIES IN THIS LIST, STATE "NONE" AND OMIT THE COLUMN HEADINGS AND LIST ENTRIES.] NONE
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- 3M Co. COM 88579Y101 28,188,060. 361,710 361,710 356,010 5,700 3M Co. CV 0% 11/21/2032 88579YAB7 47,886,160. 52,192,000 52,192,000 39,972,000 12,220,000 AAR Corp. COM 000361105 65,810,927. 2,254,571 2,254,571 2,103,871 150,700 Abaxis, Inc. COM 002567105 28,294,362. 1,469,837 1,469,837 1,348,337 121,500 Abbott Laboratories COM 002824100 343,162,280. 7,045,007 7,017,007 6,593,851 451,156 ACCO Brands Corp. COM 00081T108 1,877,067. 70,913 70,913 70,913 ACE Ltd. (Cayman Islands) COM G0070K103 347,409,532. 5,735,670 5,717,670 5,466,281 269,389 Acergy SA-Spon ADR 00443E104 239,710. 12,446 12,446 12,446 Activision, Inc. COM 004930202 24,938,298. 1,446,537 1,446,537 1,369,837 76,700 Actuant Corp. Class A 00508X203 63,071,160. 1,323,634 1,323,634 1,114,534 209,100 Actuant Corp. CV 2% 11/15/2023 00508XAB0 1,844,500. 1,400,000 1,400,000 1,400,000 ADC Telecommunications, Inc. COM 000886309 191,397,166. 13,172,551 13,172,551 12,763,132 409,419 ADC Telecommunications, Inc. CV 5.045% 06/15/2013 000886AB7 2,307,000. 2,400,000 2,400,000 2,400,000 Adobe Systems, Inc. COM 00724F101 2,796,160. 68,000 68,000 68,000 Advanced Magnetics Inc. COM 00753P103 7,013,517. 117,440 117,440 114,940 2,500 Advanced Micro Devices, Inc. COM 007903107 4,088,437. 200,906 200,906 183,906 17,000 AES Corp. (The) COM 00130H105 2,801,284. 127,100 127,100 127,100 AES Trust III CV 6.75% 10/15/2029 00808N202 9,933,331. 201,692 201,692 163,627 38,065 Aetna, Inc. COM 00817Y108 201,765,502. 4,672,661 4,672,661 4,532,361 140,300 Affiliated Computers Services, Inc. Class A 008190100 786,324. 16,100 16,100 16,100 Aflac Inc. COM 001055102 1,370,248. 29,788 29,788 4,503 25,285 Agere Systems, Inc. CV 6.5% 12/15/2009 00845VAA8 46,860,153. 45,829,000 45,829,000 39,529,000 6,300,000 AGL Resources Inc. COM 001204106 14,051,957. 361,140 361,140 357,040 4,100 Agree Realty Corp. COM 008492100 419,314. 12,200 12,200 8,600 3,600 Air Products & Chemicals, Inc. COM 009158106 41,895,665. 596,125 596,125 590,825 5,300 AirTran Holdings, Inc. COM 00949P108 12,200,208. 1,039,200 1,039,200 875,000 164,200 Akamai Technologies, Inc. COM 00971T101 23,409,984. 440,700 440,700 440,700 Alabama National BanCorp. COM 010317105 65,348,003. 950,793 950,793 890,063 60,730 Albemarle Corp. COM 012653101 23,809,454. 331,608 331,608 280,508 51,100 Alcan, Inc. COM 013716105 18,782,251. 385,356 385,356 346,961 38,395 Alexion Pharmaceuticals, Inc. COM 015351109 14,276,653. 353,470 353,470 349,870 3,600 Alexion Pharmaceuticals, Inc. CV 1.375% 02/01/2012 015351AF6 719,375. 500,000 500,000 500,000 Align Technology Inc. COM 016255101 7,684,212. 550,051 550,051 538,251 11,800 Allegiant Travel Co. COM 01748X102 8,049,011. 286,850 286,850 280,650 6,200
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Allergan, Inc. COM 018490102 6,223,247. 51,973 51,973 49,979 1,994 Allergan, Inc. CV 1.5% 04/01/2026 018490AL6 37,893,570. 34,606,000 34,606,000 26,431,000 8,175,000 Alliance Data Systems Corp. COM 018581108 18,917,790. 302,830 302,830 302,830 Alliant Techsystems Inc. COM 018804104 1,579,125. 20,196 20,196 20,196 Alliant Techsystems Inc. CV 018804AH7 18,763,750. 17,000,000 17,000,000 17,000,000 Allied Defense Group, Inc. COM 019118108 890,375. 41,900 41,900 29,400 12,500 Allied Waste Industries, Inc. COM 019589308 177,066,885. 14,407,395 14,407,395 13,668,695 738,700 Allscripts Healthcare Solutions, Inc. COM 01988P108 13,193,792. 488,840 488,840 478,340 10,500 Allstate Corp. (The) COM 020002101 173,280,238. 2,661,346 2,648,146 2,465,134 196,212 ALZA Corp. CV 0% 7/28/2020 02261WAB5 8,280,938. 9,075,000 9,075,000 9,075,000 Ambassadors Int'l., Inc. COM 023177108 2,103,255. 69,300 69,300 48,700 20,600 A.M. Castle & Co. COM 148411101 1,527,000. 60,000 60,000 41,800 18,200 AMCOL Int'l., Corp. COM 02341W103 66,825,826. 2,409,006 2,409,006 2,256,350 152,656 Amdocs Ltd. CV 0.5% 03/15/2024 02342TAD1 38,644,099. 36,243,000 36,243,000 27,413,000 8,830,000 Amedisys, Inc. COM 023436108 114,261,807. 3,476,173 3,476,173 3,017,586 458,587 Ameren Corp. COM 023608102 604,550,886. 11,251,645 11,237,145 10,794,038 457,607 American Dental Partners, Inc. COM 025353103 3,976,496. 210,508 210,508 147,227 63,281 American Eagle Outfitters, Inc COM 02553E106 4,690,863. 150,300 150,300 150,300 American Express Co. COM 025816109 37,289,117. 614,622 614,622 603,922 10,700 American Greetings Corp. COM 026375105 159,399,993. 6,677,838 6,677,838 6,429,038 248,800 American Int'l. Group, Inc. COM 026874107 1,148,784,567. 16,031,043 15,937,831 15,206,892 824,151 American Medical Sys Holdings CV 3.25% 07/01/2036 02744MAA6 7,554,563. 6,450,000 6,450,000 6,450,000 American Physicians Services Group, Inc. COM 028882108 324,096. 20,256 20,256 15,456 4,800 American Standard Cos. Inc. COM 029712106 1,763,758. 38,468 38,468 38,468 American Tower Corp. COM 029912201 9,424,384. 252,800 252,800 252,800 American Tower Corp. CV 3% 08/15/2012 029912AR3 28,416,469. 14,907,000 14,907,000 12,357,000 2,550,000 Amerigon Inc COM 03070L300 3,437,028. 355,800 355,800 250,400 105,400 AMETEK, Inc. COM 031100100 44,938,116. 1,411,373 1,411,373 1,344,173 67,200 Amgen, Inc. COM 031162100 23,817,170. 348,663 348,663 343,483 5,180 Amgen, Inc. CV 0.125% 02/01/2011 031162AN0 1,691,480. 1,726,000 1,726,000 1,726,000 Amgen, Inc. CV 0% 3/1/2032 031162AL4 25,061,434. 33,249,000 33,249,000 23,499,000 9,750,000 Amkor Technology, Inc. CV 5% 3/15/2007 031652AH3 1,101,375. 1,100,000 1,100,000 1,100,000 AMN Healthcare Services Inc COM 001744101 9,773,671. 354,890 354,890 347,190 7,700 Amphenol Corp COM 032095101 7,691,712. 123,900 123,900 123,900
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- AMR Corp. COM 001765106 906,900. 30,000 30,000 30,000 Anadigics Inc COM 032515108 41,988,568. 4,739,116 4,739,116 4,439,016 300,100 Anaren, Inc. COM 032744104 42,991,596. 2,420,698 2,420,698 2,236,389 184,309 Anheuser-Busch Cos., Inc. COM 035229103 158,336,473. 3,218,221 3,206,421 2,996,516 221,705 Anixter Int'l., Inc. COM 035290105 253,614,829. 4,670,623 4,670,623 4,415,188 255,435 Apple Computer, Inc. COM 037833100 4,962,970. 58,498 58,498 58,498 Applera Corp-Celera Group COM 038020202 7,947,719. 568,100 568,100 556,000 12,100 Applix, Inc COM 038316105 3,585,465. 315,900 315,900 225,400 90,500 Aptargroup Inc COM 038336103 36,747,086. 622,410 622,410 588,101 34,309 Aquantive, Inc. COM 03839G105 6,404,202. 259,700 259,700 254,200 5,500 Archer Daniels Midland Co. COM 039483102 7,990,000. 250,000 250,000 250,000 Archstone-Smith OP Trust CV 4% 7/15/2036 039584AC1 36,676,386. 34,237,000 34,237,000 26,827,000 7,410,000 Argonaut Group, Inc. COM 040157109 1,661,428. 47,660 47,660 47,660 Armor Holdings, Inc. CV 2.0% 11/01/2024 042260AC3 968,000. 800,000 800,000 800,000 ARRIS Group, Inc. COM 04269Q100 14,570,972. 1,164,746 1,164,746 1,089,346 75,400 Arrow Int'l. Inc. COM 042764100 27,789,610. 785,461 785,461 733,578 51,883 Assurant, Inc. COM 04621X108 1,788,553. 32,372 32,372 32,372 AstraZeneca plc ADR 046353108 196,532,356. 3,670,072 3,652,028 3,473,737 196,335 Atheros Communications, Inc. COM 04743P108 10,290,524. 482,670 482,670 476,870 5,800 ATMI, Inc. COM 00207R101 8,621,458. 282,393 282,393 265,063 17,330 AT&T Inc. COM 00206R102 1,385,591,308. 38,757,799 38,548,834 36,538,628 2,219,171 Automatic Data Processing, Inc. COM 053015103 503,104,113. 10,215,312 10,151,520 9,765,996 449,316 Avaya Inc. COM 053499109 349,800,472. 25,021,493 25,021,493 24,151,493 870,000 Avid Technology, Inc. COM 05367P100 16,174,603. 434,101 434,101 365,456 68,645 Avista Corp. COM 05379B107 119,343,231. 4,715,260 4,715,260 4,422,160 293,100 AVX Corp. COM 002444107 13,644,426. 922,544 922,544 916,444 6,100 Axa Spons ADR 054536107 428,466. 10,624 10,624 10,624 AZZ Inc. COM 002474104 2,124,032. 41,485 41,485 29,485 12,000 Baidu.com, Inc. ADR 056752108 13,195,003. 117,060 117,060 114,560 2,500 Baker Hughes, Inc. COM 057224107 26,085,756. 349,394 349,394 315,832 33,562 Baldor Electric Co. COM 057741100 58,513,808. 1,750,862 1,750,862 1,635,962 114,900 Ball Corp. COM 058498106 392,994,966. 9,013,646 9,013,646 8,748,646 265,000 Bank of America Corp. COM 060505104 941,096,975. 17,626,840 17,527,157 16,659,888 966,952 Bank of New York Co., Inc. (The) COM 064057102 607,504,149. 15,430,636 15,326,529 14,698,089 732,547
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Bare Escentuals, Inc. COM 067511105 3,293,420. 106,000 106,000 106,000 Barrick Gold Corp. COM 067901108 921,692,508. 30,022,557 29,860,391 28,418,707 1,603,850 Bausch & Lomb, Inc. COM 071707103 163,561,015. 3,141,779 3,141,779 3,037,779 104,000 Baxter Int'l., Inc. COM 071813109 766,627,610. 16,525,708 16,425,958 15,593,938 931,770 BB&T Corp. COM 054937107 29,484,718. 671,175 671,175 665,075 6,100 Beacon Roofing Supply, Inc. COM 073685109 69,153,469. 3,674,467 3,674,467 3,094,179 580,288 BE Aerospace, Inc. COM 073302101 16,786,246. 653,670 653,670 646,570 7,100 Bear Stearns Co., Inc. (The) COM 073902108 2,441,700. 15,000 15,000 15,000 BEA Systems, Inc. COM 073325102 5,032,000. 400,000 400,000 400,000 Beckman Coulter, Inc. COM 075811109 12,785,240. 213,800 213,800 213,800 Bel Fuse, Inc. Class A 077347201 2,853,056. 94,566 94,566 66,866 27,700 Bellsouth Corp. COM 079860102 497,275,182. 10,555,618 10,464,718 9,876,280 679,338 Benihana, Inc. Class A 082047200 12,506,996. 407,394 407,394 379,694 27,700 Berkshire Hathaway Financial Class B 084670207 87,126,156. 23,766 23,766 23,483 283 Berkshire Hathaway Financial COM 084670108 219,980. 2 2 2 Best Buy Co., Inc. COM 086516101 11,512,132. 234,034 234,034 221,034 13,000 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 34,897,324. 31,263,000 31,263,000 24,813,000 6,450,000 Biogen Idec, Inc. COM 09062X103 3,836,845. 78,001 78,001 78,001 Biomarin Pharmaceutical, Inc. COM 09061G101 7,199,963. 439,290 439,290 429,890 9,400 Biomarin Pharmaceutical, Inc. CV 2.5% 3/29/2013 09061GAC5 607,500. 500,000 500,000 500,000 Biomarin Pharmaceutical, Inc. CV 3.5% 06/15/2008 09061GAB7 1,553,500. 1,300,000 1,300,000 1,300,000 Bio-Reference Labs, Inc. COM 09057G602 8,193,557. 364,320 364,320 356,620 7,700 Black Box Corp. COM 091826107 362,920. 8,643 8,643 7,981 662 Black Hills Corp. COM 092113109 121,120,867. 3,278,854 3,278,854 3,062,580 216,274 Boeing Co. (The) COM 097023105 22,365,381. 251,749 251,749 236,649 15,100 Boston Scientific Corp. COM 101137107 649,408,443. 37,800,259 37,541,883 35,549,407 2,250,852 Bowater, Inc. COM 102183100 206,797,793. 9,191,013 9,191,013 8,920,013 271,000 Brady Corporation COM 104674106 83,411,279. 2,237,427 2,237,427 2,117,427 120,000 Brinker Int'l., Inc. COM 109641100 225,020,804. 7,460,902 7,460,902 7,222,652 238,250 Bristol-Myers Squibb Co. COM 110122108 372,216,808. 14,141,976 14,063,176 13,292,586 849,390 Bristow Group, Inc. COM 110394103 19,744,731. 547,097 547,097 509,089 38,008 Broadcom Corp. Class A 111320107 2,526,707. 78,202 78,202 78,202 Bronco Drilling Co., Inc. COM 112211107 21,316,889. 1,240,075 1,240,075 1,147,675 92,400 Brookline Bancorp, Inc. COM 11373M107 27,575,280. 2,093,795 2,093,795 1,762,941 330,854
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12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Factset Research Systems, Inc. COM 303075105 24,422,912. 432,417 432,417 426,917 5,500 Fair Isaac Corp. COM 303250104 400,199. 9,845 9,845 9,845 Family Dollar Stores COM 307000109 7,309,036. 249,200 249,200 249,200 FannieMae COM 313586109 782,329,664. 13,172,751 13,094,747 12,472,142 700,609 Federal Agric Mtg Corp. Class C 313148306 3,025,131. 111,505 111,505 78,475 33,030 Federated Department Stores Inc. COM 31410H101 320,362,922. 8,401,860 8,382,160 7,981,304 420,556 Fedex Corp. COM 31428X106 3,258,600. 30,000 30,000 30,000 Fifth Third Bancorp COM 316773100 65,868,281. 1,609,291 1,597,791 1,445,839 163,452 Financial Federal Corp. COM 317492106 105,593,076. 3,590,380 3,590,380 3,362,530 227,850 First Acceptance Corp. COM 318457108 7,809,638. 728,511 728,511 613,411 115,100 First Midwest Bancorp, Inc. COM 320867104 54,744,810. 1,415,326 1,415,326 1,323,226 92,100 First Solar Inc. COM 336433107 9,014,500. 302,500 302,500 295,700 6,800 Fiserv, Inc. COM 337738108 12,177,847. 232,313 232,313 232,313 Fisher Scientific Int'l., Inc. CV 3.25% 3/1/2024 338032AX3 30,562,185. 23,532,000 23,532,000 23,532,000 Five Star Quality Care 144A CV 3.75% 10/15/2026 33832DAA4 2,634,000. 2,400,000 2,400,000 2,400,000 FLIR Systems, Inc. COM 302445101 79,859,306. 2,508,932 2,508,932 2,346,632 162,300 FLIR Systems, Inc. CV 3.0% 6/1/2023 302445AB7 31,621,250. 20,500,000 20,500,000 20,500,000 Flow International Corp. COM 343468104 13,664,800. 1,240,000 1,240,000 1,044,039 195,961 Fluor Corp. COM 343412102 135,334,222. 1,657,492 1,649,492 1,530,932 126,560 Fluor Corp. CV 1.5% 2/15/2024 343412AA0 66,899,704. 44,637,000 44,637,000 41,327,000 3,310,000 Fomento Economico Mex Sp ADR 344419106 266,132. 2,299 2,299 2,299 Foot Locker, Inc. COM 344849104 223,123,693. 10,174,359 10,174,359 9,833,459 340,900 Ford Motor Co.Capital Trust II CV PFD 6.5% 1/30/2032 345395206 10,157,400. 297,000 297,000 297,000 Fossil, Inc. COM 349882100 9,537,115. 422,370 422,370 393,363 29,007 Foster Wheeler Ltd. COM G36535139 15,875,413. 287,911 287,911 242,377 45,534 Foundry Network, Inc. COM 35063R100 35,064,675. 2,340,766 2,340,766 1,970,766 370,000 FPL Group, Inc. COM 302571104 467,623,278. 8,592,857 8,529,957 8,004,374 588,483 Franklin Bank Corp COM 352451108 1,657,578. 80,700 80,700 56,100 24,600 FreddieMac Corp. COM 313400301 708,582,536. 10,435,678 10,369,978 9,823,154 612,524 Freeport-Mcmoran Copper & Go COM 35671D857 3,224,482. 57,859 57,859 51,059 6,800 Fresenius Medical Care AG & Co ADR 358029106 7,014,964. 157,888 157,888 157,888 Frontier Airlines Holdings COM 359059102 18,720,550. 2,529,804 2,529,804 2,341,104 188,700 Frontier Airlines, Inc. CV 5% 12/15/2025 359065AA7 977,500. 1,000,000 1,000,000 1,000,000 Frontier Financial Corp COM 35907K105 1,932,513. 66,114 66,114 61,714 4,400
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- FTI Consulting, Inc. COM 302941109 5,181,962. 185,800 185,800 185,800 FTI Consulting, Inc. CV 3.75% 07/15/2012 302941AB5 13,224,750. 11,450,000 11,450,000 11,450,000 GameStop Corp. COM 36467W109 6,901,536. 125,232 125,232 121,232 4,000 Gannett Co., Inc. COM 364730101 54,768,961. 905,871 894,371 750,790 155,081 Gardner Denver, Inc. COM 365558105 8,138,057. 218,120 218,120 213,120 5,000 GATX Corp. CV 7.5% 2/1/2007 361448AC7 4,742,884. 3,709,000 3,709,000 799,000 2,910,000 GATX Financial Corp. COM 361448103 130,183,295. 3,004,461 3,004,461 2,851,661 152,800 Genentech, Inc. COM 368710406 7,257,160. 89,451 89,451 84,251 5,200 General Dynamics Corp. COM 369550108 497,691,714. 6,693,903 6,656,553 6,331,077 362,826 General Electric Co. COM 369604103 1,584,955,289. 42,594,875 42,335,264 40,306,919 2,287,956 General Motors Corp. CVPFD 4.5% 3/06/2032 370442741 9,520,195. 376,590 376,590 376,590 Genesee & Wyoming, Inc. Class A 371559105 35,065,535. 1,336,339 1,336,339 1,250,164 86,175 Genlyte Group, Inc. (The) COM 372302109 64,187,283. 821,755 821,755 715,675 106,080 Genuine Parts Co. COM 372460105 303,488,159. 6,398,654 6,398,654 6,188,854 209,800 Genworth Financial, Inc. Class A 37247D106 214,779,001. 6,278,252 6,278,252 5,981,952 296,300 Genzyme Corp. CV 1.25% 12/1/2023 372917AN4 65,283,240. 62,472,000 62,472,000 56,177,000 6,295,000 Geo Group Inc COM 36159R103 6,019,709. 160,440 160,440 157,040 3,400 Gilead Sciences, Inc. COM 375558103 15,721,955. 242,137 242,137 223,537 18,600 GlobalSantaFe Corp. COM G3930E101 305,907,402. 5,204,277 5,204,277 5,040,677 163,600 Gmarket Inc. ADR 38012G100 2,213,664. 92,390 92,390 90,390 2,000 Goldleaf Financial Solutions COM 38144H208 90,090. 15,400 15,400 15,400 Goldman Sachs Group, Inc. (The COM 38141G104 2,990,250. 15,000 15,000 15,000 Google, Inc. Class A 38259P508 6,676,960. 14,500 14,500 14,500 Graco, Inc COM 384109104 47,211,192. 1,191,600 1,191,600 1,003,300 188,300 Graham Corp. COM 384556106 1,948,120. 148,146 148,146 104,543 43,603 Greatbatch, Inc. COM 39153L106 27,104,860. 1,006,867 1,006,867 942,967 63,900 Guitar Center, Inc. COM 402040109 1,890,727. 41,591 41,591 41,591 Halliburton Co. COM 406216101 288,763,462. 9,299,950 9,299,950 9,056,150 243,800 Halliburton Co. CV 3.125% 7/15/2023 406216AM3 4,795,299. 2,827,000 2,827,000 2,827,000 Hanover Compressor Co. COM 410768105 76,711,534. 4,060,960 4,060,960 3,798,245 262,715 Hanover Compressor Co. CV 4.75% 1/15/2014 410768AE5 30,424,175. 21,220,000 21,220,000 21,220,000 Hansen Medical Inc. COM 411307101 115,400. 10,000 10,000 10,000 Harman Int'l Industries, Inc. COM 413086109 14,696,761. 147,100 147,100 145,300 1,800 Harris Corp. COM 413875105 13,220,704. 288,284 288,284 288,284
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Harris Interactive, Inc. COM 414549105 12,251,867. 2,430,926 2,430,926 2,047,509 383,417 Harsco Corp. COM 415864107 2,622,406. 34,460 34,460 34,460 Hartford Financial Group , Inc (The) COM 416515104 43,299,759. 464,042 459,242 392,727 71,315 Hartmarx Corp. COM 417119104 2,448,408. 346,800 346,800 244,100 102,700 H. B. Fuller Co. COM 359694106 65,979,240. 2,555,354 2,555,354 2,383,854 171,500 HCC Insurance Holdings, Inc. COM 404132102 30,955,137. 964,635 964,635 812,235 152,400 Health Management Assoc. CV 1.5% 8/1/2023 421933AF9 336,379. 331,000 331,000 331,000 Heartland Express, Inc. COM 422347104 79,983,228. 5,325,115 5,325,115 5,061,354 263,761 Heartland Payment Systems, Inc COM 42235N108 5,108,165. 180,820 180,820 176,720 4,100 Heelys Inc. COM 42279M107 7,362,502. 229,290 229,290 224,390 4,900 Henry Schein, Inc. COM 806407102 12,578,064. 256,800 256,800 256,800 Hertz Global Holdings, Inc. COM 42805T105 82,123,301. 4,722,444 4,698,744 4,375,639 346,805 Hewlett-Packard Co. COM 428236103 493,867,073. 11,989,975 11,907,900 11,333,268 656,707 Hexcel Corp. COM 428291108 191,746,271. 11,013,571 11,013,571 10,103,006 910,565 Hibbett Sporting Goods, Inc. COM 428565105 2,517,199. 82,450 82,450 80,750 1,700 Hilb, Rogal & Hobbs Co. COM 431294107 78,110,782. 1,854,482 1,854,482 1,561,382 293,100 Hilton Hotels Corp. COM 432848109 16,455,943. 471,517 471,517 471,517 Hilton Hotels Corp. CV 3.375% 4/15/2023 432848AZ2 84,931,193. 53,669,000 53,669,000 51,104,000 2,565,000 H.J. Heinz CO. COM 423074103 28,765,891. 639,100 639,100 639,100 Home Depot, Inc. (The) COM 437076102 632,600. 15,752 15,752 14,352 1,400 Honda Motor Co., Ltd. ADR COM 438128308 25,574,393. 646,798 646,798 464,998 181,800 Honeywell Int'l., Inc. COM 438516106 6,275,738. 138,721 138,721 126,221 12,500 Hooker Furniture Corp. COM 439038100 1,090,654. 69,557 69,557 48,657 20,900 Host Hotels & Resorts Inc. COM 44107P104 202,494,955. 8,248,267 8,248,267 7,958,767 289,500 Houston Wire & Cable Co. COM 44244K109 964,013. 46,125 46,125 46,125 Hubbell, Inc. Class B 443510201 277,249,873. 6,132,490 6,132,490 5,944,490 188,000 Hub Int'l. Ltd. COM 44332P101 68,912,884. 2,195,377 2,195,377 2,051,377 144,000 Hudson City Bancorp Inc COM 443683107 12,532,252. 902,900 902,900 902,900 Human Genome Sciences, Inc. COM 444903108 6,211,267. 499,298 499,298 499,298 IAC/InterActiveCorp COM 44919P300 424,912,486. 11,434,674 11,367,574 10,612,258 822,416 ICON plc ADR 45103T107 47,212,879. 1,252,331 1,252,331 1,098,497 153,834 ICU Medical, Inc. COM 44930G107 3,641,552. 89,517 89,517 84,217 5,300 IDACORP, Inc. COM 451107106 51,166,493. 1,323,842 1,323,842 1,235,742 88,100 Idearc Inc. COM 451663108 9,818,141. 342,692 339,657 315,175 27,517
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- IDEX Corp. COM 45167R104 61,141,501. 1,289,633 1,289,633 1,241,133 48,500 II-VI Inc. COM 902104108 16,737,513. 599,052 599,052 559,588 39,464 Illinois Tool Works Inc. COM 452308109 90,812,958. 1,966,074 1,955,774 1,813,018 153,056 Illumina, Inc. COM 452327109 8,843,964. 224,980 224,980 220,180 4,800 ImClone Systems, Inc. COM 45245W109 9,363,645. 349,912 349,912 320,112 29,800 IMS Health Inc. COM 449934108 1,032,698. 37,580 37,580 37,580 Infosys Technologies Ltd. ADR 456788108 4,092,000. 75,000 75,000 75,000 Infrasource Services Inc. COM 45684P102 53,737,743. 2,468,431 2,468,431 2,322,631 145,800 ING Groep N.V. - CVA ADR 456837103 510,914. 11,567 11,567 11,567 Innerworkings Inc. COM 45773Y105 5,436,183. 340,613 340,613 333,313 7,300 Intel Corp. COM 458140100 10,791,434. 532,910 532,910 503,710 29,200 Intel Corp. CV 2.95% 12/15/2035 458140AD2 42,122,990. 46,289,000 46,289,000 42,164,000 4,125,000 Intercontinental Exchange, Inc. COM 45865V100 26,780,780. 248,200 248,200 245,200 3,000 Interline Brands, Inc. COM 458743101 21,613,151. 961,867 961,867 898,948 62,919 Intermec Inc. COM 458786100 42,714,884. 1,759,987 1,759,987 1,648,387 111,600 Intermune, Inc. CV 0.25% 03/01/2011 45884XAC7 1,501,250. 1,000,000 1,000,000 1,000,000 International Game Technology COM 459902102 17,602,200. 381,000 381,000 381,000 International Game Technology CV 0% 01/29/2033 459902AM4 5,807,480. 5,926,000 5,926,000 3,026,000 2,900,000 International Paper Co. COM 460146103 587,480,279. 17,228,161 17,122,677 16,305,151 923,010 International Securities Exchange Holdings Inc Class A 46031W204 12,867,250. 275,000 275,000 271,900 3,100 Interpublic Group of Cos.(The) COM 460690100 457,119,654. 37,346,377 37,346,377 36,158,877 1,187,500 Interstate Hotels & Resorts, Inc. COM 46088S106 1,431,358. 191,871 191,871 135,271 56,600 Int'l. Business Machines Corp. COM 459200101 96,391,550. 992,193 987,693 918,062 74,131 Int'l. Flavors & Fragrances Inc. COM 459506101 31,845,258. 647,788 647,788 640,888 6,900 Intralase Corp. COM 461169104 6,703,705. 299,540 299,540 292,840 6,700 Invacare Corp. COM 461203101 41,898,773. 1,706,671 1,706,671 1,599,971 106,700 Investment Technology Group COM 46145F105 6,397,696. 149,200 149,200 149,200 Investors Financial Services Corp. COM 461915100 43,588,130. 1,021,517 1,021,517 860,125 161,392 Invitrogen Corp. CV 1.5% 2/15/2024 46185RAK6 18,720,750. 21,800,000 21,800,000 21,800,000 Invitrogen Corp. CV 3.25% 6/15/2025 46185RAM2 20,628,250. 21,800,000 21,800,000 21,800,000 IPC Holdings Ltd. COM G4933P101 48,057,518. 1,528,061 1,528,061 1,455,161 72,900 IPG Photonics Corp. COM 44980X109 3,751,200. 156,300 156,300 153,000 3,300 IShares Russell 1000 Value 464287598 11,444,274. 138,383 138,383 138,383 IShares Russell 2000 Value 464287630 1,904,072. 23,789 23,789 23,789
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- IShares Russell ISHARES TR RUSSELL IJJ S&P MIDCAP 400/ 464287705 244,218. 3,082 3,082 3,082 Isilon Systems Inc. COM 46432L104 2,861,292. 103,670 103,670 101,470 2,200 Isis Pharmaceuticals Inc. CV 5.5% 05/01/2009 464337AC8 8,289,625. 8,300,000 8,300,000 5,435,000 2,865,000 ITC Holdings Corp COM 465685105 10,828,860. 271,400 271,400 265,500 5,900 ITT Educational Services, Inc. COM 45068B109 14,415,564. 217,200 217,200 217,200 Jack Henry & Assoc. Inc. COM 426281101 48,520,905. 2,267,332 2,267,332 2,145,932 121,400 J.B. Hunt Transport Services, Inc. COM 445658107 35,847,421. 1,725,923 1,725,923 1,453,078 272,845 J.C. Penney Co., Inc. COM 708160106 8,896,400. 115,000 115,000 115,000 J Crew Group Inc. COM 46612H402 7,344,932. 190,530 190,530 186,230 4,300 JDS Uniphase Corp. COM 46612J507 173,292,222. 10,401,694 10,401,694 9,971,085 430,609 Jefferies Group Inc. COM 472319102 5,755,572. 214,600 214,600 209,900 4,700 JetBlue Airways COM 477143101 7,724,374. 543,970 543,970 532,270 11,700 JetBlue Airways CV 3.5% 07/15/2033 477143AB7 9,143,375. 9,475,000 9,475,000 6,200,000 3,275,000 JetBlue Airways CV 3.75% 03/15/2035 477143AC5 7,848,125. 7,250,000 7,250,000 5,550,000 1,700,000 J & J Snack Foods Corp. COM 466032109 61,867,249. 1,494,378 1,494,378 1,258,318 236,060 J.M. Smucker Co. (The) COM 832696405 8,135,059. 167,837 167,837 167,837 Johnson & Johnson COM 478160104 355,572,547. 5,385,831 5,344,097 5,059,282 326,549 Jones Lang LaSalle, Inc. COM 48020Q107 11,115,702. 120,600 120,600 101,600 19,000 Jones Soda Co. COM 48023P106 205,410. 16,700 16,700 16,700 JPMorgan Chase & Co. COM 46625H100 794,271,451. 16,444,543 16,339,029 15,489,579 954,964 Juniper Networks, Inc. CV 0% 6/15/2008 48203RAC8 1,303,500. 1,200,000 1,200,000 1,200,000 Kaydon Corp. COM 486587108 21,490,597. 540,780 540,780 512,980 27,800 KBW Inc. COM 482423100 16,138,049. 549,100 549,100 541,800 7,300 Kellogg Co. COM 487836108 181,861,622. 3,632,873 3,619,273 3,415,416 217,457 Kennametal, Inc. COM 489170100 8,833,385. 150,100 150,100 149,200 900 Kensey Nash Corp. COM 490057106 58,612,393. 1,843,157 1,843,157 1,646,697 196,460 Keystone Automotive Industries, Inc. COM 49338N109 1,576,184. 46,372 46,372 32,472 13,900 Key Technology, Inc. COM 493143101 2,580,828. 172,170 172,170 120,643 51,527 KForce, Inc. COM 493732101 11,385,631. 935,549 935,549 787,529 148,020 Kimberly-Clark Corp. COM 494368103 493,616,441. 7,264,407 7,210,006 6,830,766 433,641 King Pharmaceuticals, Inc. COM 495582108 305,842,909. 19,211,238 19,211,238 18,583,638 627,600 Kirby Corp. COM 497266106 42,457,345. 1,243,989 1,243,989 1,163,389 80,600 KNBT Bancorp, Inc. COM 482921103 13,359,307. 798,524 798,524 742,614 55,910 Knight Transportation, Inc. COM 499064103 22,782,994. 1,336,246 1,336,246 1,255,046 81,200
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Knot, Inc. (The) COM 499184109 11,184,852. 426,252 426,252 417,152 9,100 Kohl's Corp. COM 500255104 8,741,385. 127,742 127,742 122,042 5,700 Komag, Incorporated COM 500453204 22,716,106. 599,686 599,686 505,008 94,678 Koninklijke Ahold Nv- Sp ADR 500467303 524,451. 49,570 49,570 49,570 Kookmin Bank- Spon ADR 50049M109 201,439. 2,498 2,498 2,498 Kraft Foods Inc. Class A 50075N104 1,227,375,182. 34,380,257 34,168,357 32,459,605 1,920,652 Kroger Co. (The) COM 501044101 1,065,897,207. 46,202,740 45,974,140 43,949,343 2,253,397 Kyphon Inc. COM 501577100 47,030,044. 1,164,110 1,164,110 980,232 183,878 L-3 Communications Corp. CV 3.0% 8/1/2035 502413AW7 55,452,910. 52,562,000 52,562,000 50,362,000 2,200,000 Laboratory Corp. of America CV 0% 9/11/2021 50540RAG7 21,928,088. 22,066,000 22,066,000 12,516,000 9,550,000 Ladish Co., Inc. COM 505754200 3,155,768. 85,107 85,107 63,780 21,327 Lakeland Industries, Inc. COM 511795106 3,386,183. 248,436 248,436 174,640 73,796 Lamar Advertising Co. COM 512815101 26,927,602. 411,800 411,800 411,800 Landec Corp. COM 514766104 2,585,144. 240,255 240,255 169,355 70,900 Lazard Ltd. Class A G54050102 10,315,386. 217,900 217,900 217,900 LCA-Vision Inc. COM 501803308 58,634,206. 1,706,467 1,706,467 1,436,866 269,601 Leap Wireless International COM 521863308 1,619,725. 27,236 27,236 27,236 Level 3 Communications, Inc. COM 52729N100 43,787,156. 7,819,135 7,819,135 7,779,935 39,200 Liberty Media Corp. Class A (PCS) CV 4% 11/15/2029 530715AG6 1,143,250. 1,700,000 1,700,000 1,700,000 Liberty Media Corp. Class A (MOT) CV 3.5% 1/15/2031 530715AN1 43,448,350. 43,340,000 43,340,000 43,340,000 Liberty Media - Interactive COM 53071M302 30,732,407. 313,660 313,660 310,760 2,900 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 49,192,688. 58,650,000 58,650,000 58,650,000 LifePoint Hospitals, Inc. COM 53219L109 893,219. 26,505 26,505 26,505 Lincoln National Corp. COM 534187109 141,758,555. 2,134,918 2,124,318 1,978,330 156,588 Lionbridge Technologies, Inc. COM 536252109 15,415,042. 2,393,640 2,393,640 2,015,599 378,041 Liquidity Services Inc. COM 53635B107 7,167,793. 416,490 416,490 407,690 8,800 Lithia Motors, Inc. COM 536797103 1,387,267. 48,236 48,236 48,236 LivePerson, Inc. COM 538146101 108,418. 20,730 20,730 20,730 LKQ Corp. COM 501889208 4,798,933. 208,740 208,740 204,240 4,500 Lockheed Martin Corp. COM 539830109 148,950,846. 1,617,800 1,610,000 1,500,694 117,106 Lockheed Martin Corp. CV 1.0`% 8/15/2033 539830AP4 126,909,917. 95,277,000 95,277,000 82,102,000 13,175,000 LoJack Corp. COM 539451104 13,863,682. 811,691 811,691 664,514 147,177 LSI Industries Inc. COM 50216C108 45,679,654. 2,301,242 2,301,242 2,154,942 146,300 LSI Logic Corp. CV 4.0% 5/15/2010 502161AJ1 48,682,219. 47,207,000 47,207,000 46,607,000 600,000
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Lubrizol Corp. (The) COM 549271104 1,762,671. 35,162 35,162 35,162 Lufkin Industries, Inc. COM 549764108 2,416,128. 41,600 41,600 29,300 12,300 Lydall, Inc. COM 550819106 1,624,743. 150,300 150,300 105,900 44,400 Lyondell Chemical Co. COM 552078107 8,310,250. 325,000 325,000 325,000 Macrovision Corp. COM 555904101 74,279,093. 2,628,418 2,628,418 2,459,518 168,900 Macrovision Corp. CV 2.625% 08/15/2011 555904AB7 8,991,000. 7,400,000 7,400,000 5,850,000 1,550,000 Manor Care, Inc. CV 2.125% 8/1/2035 564055AM3 71,638,930. 63,118,000 63,118,000 53,573,000 9,545,000 Markel Corp. COM 570535104 8,525,136. 17,757 17,757 17,462 295 Marlin Business Services COM 571157106 2,729,808. 113,600 113,600 80,000 33,600 Marshall & Ilsley Corp. (The) COM 571834100 271,483,527. 5,642,975 5,617,775 5,311,535 331,440 Marten Transport, Ltd. COM 573075108 2,954,301. 161,173 161,173 113,273 47,900 Marvel Entertainment, Inc. COM 57383T103 10,457,226. 388,600 388,600 388,600 Masco Corp. CV 0% 07/20/2031 574599BB1 17,539,646. 37,023,000 37,023,000 29,623,000 7,400,000 Max Re Capital Ltd. COM G6052F103 29,726,145. 1,197,669 1,197,669 1,141,369 56,300 MBIA, Inc. COM 55262C100 140,206,962. 1,919,066 1,907,566 1,753,065 166,001 McAfee, Inc. COM 579064106 361,964,537. 12,754,212 12,754,212 12,320,912 433,300 McCormick & Schmick's Seafood Restaurants Inc. COM 579793100 2,163,648. 90,002 90,002 71,181 18,821 McDonald's Corp. COM 580135101 29,677,827. 669,475 669,475 669,475 McGrath RentCorp COM 580589109 3,467,316. 113,200 113,200 79,800 33,400 MeadWestvaco Corp. COM 583334107 276,246,530. 9,189,838 9,189,838 8,883,938 305,900 Measurement Specialties, Inc. COM 583421102 47,611,765. 2,200,174 2,200,174 1,853,346 346,828 Medco Health Solutions, Inc. COM 58405U102 79,812,213. 1,493,492 1,486,592 1,371,772 121,720 Medical Action Industries, Inc COM 58449L100 2,991,550. 92,790 92,790 65,209 27,581 Medicines Co. (The) COM 584688105 6,286,904. 198,200 198,200 198,200 Medicis Pharm Corp. COM 584690309 21,732,121. 618,620 618,620 611,120 7,500 Medimmune, Inc. COM 584699102 226,390,374. 6,993,833 6,957,790 6,620,455 373,378 Medis Technologies Ltd. COM 58500P107 1,045,800. 60,000 60,000 60,000 Medtronic, Inc. COM 585055106 18,774,412. 350,858 350,858 321,758 29,100 Medtronic, Inc. CV 1.5% 04/15/2011 585055AL0 17,572,500. 16,500,000 16,500,000 7,900,000 8,600,000 Mellon Financial Corp. COM 58551A108 211,874,393. 5,026,676 4,999,276 4,678,627 348,049 Memc Electronic Materials COM 552715104 7,111,738. 181,700 181,700 181,700 Mentor Corp COM 587188103 57,403,191. 1,174,610 1,174,610 1,055,110 119,500 Mentor Graphics Corp. CV 6.36% 08/06/2023 587200AD8 830,640. 800,000 800,000 800,000 Merck & Co., Inc. COM 589331107 309,673,848. 7,102,611 7,041,954 6,497,569 605,042
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12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- Rimage Corp. COM 766721104 2,176,200. 83,700 83,700 58,800 24,900 RLI Corp COM 749607107 37,579,444. 666,066 666,066 623,364 42,702 Rock of Ages Corp. COM 772632105 982,872. 240,900 240,900 175,700 65,200 Rockwell Collins, Inc. COM 774341101 152,231,690. 2,405,304 2,396,704 2,277,489 127,815 Rogers Communications, Inc. Class B 775109200 16,074,120. 269,700 269,700 269,700 Rogers Corp. COM 775133101 130,249,720. 2,202,024 2,202,024 2,065,924 136,100 Rohm & Haas Co. COM 775371107 29,772,288. 582,400 582,400 575,500 6,900 Roper Industries, Inc. COM 776696106 13,816,000. 275,000 275,000 275,000 Roper Industries, Inc. CV 1.4813% 1/15/2034 776696AA4 32,902,615. 50,233,000 50,233,000 42,933,000 7,300,000 Rowan Company Inc. COM 779382100 471,440. 14,200 14,200 14,200 RPM Int'l., Inc. CV 1.389 5/13/2033 749685AK9 18,211,860. 30,544,000 30,544,000 13,594,000 16,950,000 R.R. Donnelley & Sons Co. COM 257867101 426,190,136. 11,991,844 11,991,844 11,636,140 355,704 RRSat Globalk Communications COM M8183P102 131,098. 10,100 10,100 10,100 Ruby Tuesday, Inc. COM 781182100 139,414,024. 5,080,686 5,080,686 4,766,886 313,800 Ruddick Corp. COM 781258108 41,750,985. 1,504,540 1,504,540 1,406,840 97,700 Rush Enterprises, Inc. Class A 781846209 51,785,234. 3,060,593 3,060,593 2,747,193 313,400 Rush Enterprises, Inc. Class B 781846308 2,639,110. 167,244 167,244 118,508 48,736 Sabre Holdings Corp. Class A 785905100 491,962,470. 15,426,857 15,426,857 14,920,157 506,700 Safeco Corp. COM 786429100 168,035,508. 2,686,419 2,686,419 2,577,719 108,700 Safeway, Inc. COM 786514208 202,664,955. 5,864,148 5,864,148 5,673,248 190,900 Salix Pharmaceuticals, Ltd. COM 795435106 34,162,395. 2,807,099 2,807,099 2,621,499 185,600 SanDisk Corp. CV 1.0% 05/15/2013 80004CAC5 15,931,890. 17,901,000 17,901,000 15,821,000 2,080,000 Sanofi-Aventis ADR COM 80105N105 482,807,493. 10,457,169 10,387,469 10,086,629 370,540 SAP AG ADR 803054204 259,340. 4,884 4,884 4,884 ScanSource, Inc. COM 806037107 93,036,981. 3,060,427 3,060,427 2,781,666 278,761 Schering-Plough Corp. COM 806605101 362,603,089. 15,338,540 15,231,709 14,558,856 779,684 Schering-Plough Corp. CV PFD 6.0% 9/14/2007 806605606 46,638,422. 819,800 819,800 819,800 Schlumberger Ltd. (Antilles) COM 806857108 906,735,664. 14,356,169 14,267,926 13,580,350 775,819 Schlumberger Ltd. (Antilles) CV 1.5% 6/1/2023 806857AC2 87,800,750. 49,640,000 49,640,000 46,140,000 3,500,000 Scientific Games Corp. CV 0.75% 12/1/2024 80874PAD1 8,361,751. 7,279,000 7,279,000 5,739,000 1,540,000 Sci Systems, Inc. CV 3% 3/15/2007 783890AF3 3,045,189. 3,049,000 3,049,000 3,049,000 Scotts Miracle-Gro Co. (The) Cl A 810186106 1,594,281. 30,867 30,867 30,867 Select Comfort Corp. COM 81616X103 77,465,199. 4,454,583 4,454,583 3,750,823 703,760 Selective Insurance Group, Inc. COM 816300107 35,173,768. 613,960 613,960 574,138 39,822
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- (A) SOLE (C) NONE --------------------- SEMCO Energy, Inc. COM 78412D109 2,981,564. 488,781 488,781 488,781 ServiceMaster Co. (The) COM 81760N109 30,994,662. 2,364,200 2,364,200 2,364,200 SFBC Int'l., Inc. CV 2.25% 8/15/2024 784121AB1 12,521,250. 13,500,000 13,500,000 13,500,000 Shanda Interactive Spon ADR 81941Q203 8,465,386. 390,650 390,650 382,350 8,300 Shaw Group Inc. (The) COM 820280105 213,402,136. 6,370,213 6,370,213 6,045,313 324,900 Shire Pharmaceuticals ADR 82481R106 12,771,968. 206,800 206,800 206,800 Shutterfly, Inc. COM 82568P304 4,926,816. 342,140 342,140 334,640 7,500 Sierra Health Services, Inc. COM 826322109 51,646,149. 1,433,023 1,433,023 1,366,623 66,400 Sigma-Aldrich Corp. COM 826552101 641,734. 8,257 8,257 8,257 Signature Bank COM 82669G104 23,171,553. 747,952 747,952 699,719 48,233 Silgan Holdings, Inc. COM 827048109 1,705,414. 38,830 38,830 38,830 Simon Property Group, Inc. CV PFD 828806802 47,144,519. 579,171 579,171 439,691 139,480 Sina Corp CV 0% 7/15/2023 82922RAB9 1,476,000. 1,200,000 1,200,000 1,200,000 SINA Corp. COM G81477104 11,284,840. 393,200 393,200 385,100 8,100 Sinclair Broadcast Group, Inc. CV 4.875% 7/15/2018 829226AU3 14,883,750. 16,200,000 16,200,000 16,200,000 SLM Corp. CV 5.435% 07/25/2035 78442PAC0 15,559,994. 15,515,000 15,515,000 15,515,000 Smith International Inc, COM 832110100 8,879,334. 216,200 216,200 216,200 Snap-on Inc. COM 833034101 249,325,893. 5,233,541 5,233,541 5,063,241 170,300 Sohu.com, Inc. COM 83408W103 10,639,920. 443,330 443,330 434,630 8,700 Sonic Automotive, Inc. COM 83545G102 1,548,239. 53,314 53,314 53,314 Sonic Solutions COM 835460106 1,160,316. 71,185 71,185 71,185 Sonoco Products Co. COM 835495102 24,547,520. 644,969 644,969 637,969 7,000 Southern Co. (The) COM 842587107 547,042,621. 14,841,091 14,748,493 14,033,034 808,057 Southwest Bancorp, Inc. COM 844767103 2,670,465. 95,853 95,853 67,335 28,518 Southwestern Energy Co. COM 845467109 4,255,070. 121,400 121,400 121,400 Southwest Gas Corp. COM 844895102 91,708,290. 2,390,104 2,390,104 2,220,304 169,800 SpectraLink Corp. COM 847580107 17,175,447. 1,997,145 1,997,145 1,681,837 315,308 Sprint Nextel Corp. COM 852061100 75,609,218. 4,002,606 3,958,706 3,936,158 66,448 Staples, Inc. COM 855030102 4,005,000. 150,000 150,000 150,000 Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 10,262,500. 164,200 164,200 164,200 State Street Corp COM 857477103 4,518,480. 67,000 67,000 67,000 Sterling Financial Corp COM 859317109 7,033,375. 297,143 297,143 278,426 18,717 St. Jude Medical, Inc. COM 790849103 7,145,615. 195,449 195,449 178,649 16,800 St. Jude Medical, Inc. CV 2.8% 12/15/2035 790849AB9 14,944. 15,000 15,000 15,000
12/29/2006 S.E.C USE ONLY - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ SHARES OR TITLE OF CUSIP/ FAIR PRINCIPAL INVESTMENT OTHER NAME OF ISSUE CLASS SEDOL MARKET VALUE AMOUNT DISCRETION SOLE MANAGERS VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ (A) SOLE (C) NONE --------------------- St. Paul Travelers Cos., Inc. (The) COM 792860108 29,776,200. 554,595 554,595 549,695 4,900 Stratasys, Inc. COM 862685104 45,092,824. 1,435,620 1,435,620 1,209,220 226,400 Strattec Security Corp. COM 863111100 2,748,701. 58,985 58,985 41,085 17,900 Strayer Education, Inc. COM 863236105 61,852,496. 583,239 583,239 511,338 71,901 Stryker Corp. COM 863667101 3,651,589. 66,260 66,260 66,260 Sun Microsystems, Inc. COM 866810104 430,451,598. 79,419,114 78,933,530 75,103,251 4,315,863 Sunpower Corp. COM 867652109 13,141,454. 353,550 353,550 345,950 7,600 SunTrust Banks, Inc. COM 867914103 389,878,626. 4,616,680 4,581,580 4,261,002 355,678 Superior Energy Services, Inc. COM 868157108 63,148,054. 1,932,315 1,932,315 1,850,913 81,402 Supertel Hospitality Inc. COM 868526104 2,537,073. 366,100 366,100 256,600 109,500 SUPERVALU INC. COM 868536103 18,439,850. 515,800 515,800 515,800 Susser Holdings Corp COM 869233106 20,977,902. 1,165,439 1,165,439 1,061,329 104,110 Sybase, Inc. COM 871130100 215,549,169. 8,726,687 8,726,687 8,420,587 306,100 Sybase, Inc. CV 1.75% 02/22/2025 871130AB6 27,259,178. 24,393,000 24,393,000 21,138,000 3,255,000 Symantec Corp. COM 871503108 39,615,626. 1,900,030 1,900,030 1,865,630 34,400 Symbol Technologies, Inc. COM 871508107 9,292,680. 622,000 622,000 618,200 3,800 Symmetry Medical Inc. COM 871546206 25,412,625. 1,837,500 1,837,500 1,547,200 290,300 Synaptics, Inc. COM 87157D109 12,175,275. 410,080 410,080 401,180 8,900 TALX Corp. COM 874918105 48,504,836. 1,767,025 1,767,025 1,487,790 279,235 Target Corp. COM 87612E106 12,281,039. 215,268 215,268 204,868 10,400 Team, Inc. COM 878155100 1,829,724. 52,533 52,533 36,333 16,200 TECO Energy, Inc. COM 872375100 20,676,000. 1,200,000 1,200,000 1,200,000 Teledyne Technologies Inc. COM 879360105 17,210,995. 428,881 428,881 401,301 27,580 Telekom Austria Ag ADR 87943Q109 273,629. 5,111 5,111 5,111 Telenor ASA- ADR COM 87944W105 465,717. 8,253 8,253 8,253 TeleTech Holdings, Inc. COM 879939106 15,125,353. 633,390 633,390 619,990 13,400 Tellabs, Inc. COM 879664100 250,570,602. 24,422,086 24,422,086 23,419,063 1,003,023 Tennant Co. COM 880345103 1,992,300. 68,700 68,700 48,400 20,300 Tetra Technologies, Inc. COM 88162F105 7,526,403. 294,230 294,230 287,930 6,300 Teva Pharmaceutical Finance B.V. CV 0.375% 11/15/2022 88164MAB4 33,821,069. 23,345,000 23,345,000 23,345,000 Teva Pharmaceutical Finance CV .25% 02/01/2026 88163VAE9 39,830,310. 41,544,000 41,544,000 33,619,000 7,925,000 Teva Pharmaceutical Finance II CV .25% 2/01/2024 88164RAB3 1,648,000. 1,600,000 1,600,000 1,600,000 Teva Pharmaceutical Industries Ltd. ADR 881624209 381,504,710. 12,274,926 12,231,044 11,769,893 505,033 Texas Instruments, Inc. COM 882508104 9,253,498. 321,302 321,302 294,002 27,300
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