National Science Foundation (NSF) keeps statistics on Science and Engineering (S&E) PhDs.
In the list below the University of California-Berkeley and Cornell University stand out. These two schools produce the highest number of baccalaureate graduates who go on to receive a PhD degree in Science and Engineering.
By the way, the table below also tells me that more than 282 thousand people received PhD degrees in Science and Engineering between 1997-2006.
If we normalize these numbers by the total number of students graduating from the baccalaureate granting institution then we get this list
There are many liberal arts colleges in the second list. This means that a greater fraction of students in these liberal arts colleges pursue PhD degrees in Science and Engineering.