Lord, Abbett & Co

Lord, Abbett & Co as of March 31, 2012

Portfolio Holdings for Lord, Abbett & Co

Lord, Abbett & Co holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                3/31/2012
                                                                                       S.E.C. USE ONLY
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                                             CUSIP /                   SHARES OR     INVESTMENT
                                 TITLE OF     SEDOL    FAIR MARKET     PRINCIPAL     DISCRETION   OTHER
        NAME OF ISSUE             CLASS      NUMBERS      VALUE          AMOUNT         SOLE     MANAGERS      VOTING AUTHORITY
------------------------------ ------------ --------- -------------- ------------- ------------- -------- -------------------------
                                                                                                             (A) SOLE      (C) NONE
                                                                                                           ------------- -----------
{S}                            {C}          {C}       {C}            {C}           {C}           {C}       {C}           {C}
3M Co.                              COM     88579Y101     838,574.00         9,400         9,400                  9,400
A123 Systems, Inc.                  COM     03739T108     266,560.00       238,000       238,000                238,000
A123 Systems, Inc.               CV 3.75%
                                04/15/2016  03739TAA6   4,598,750.00    14,150,000    14,150,000             14,150,000
AAR Corp.                           COM     000361105  37,348,716.25     2,046,505     2,046,505              1,789,955     256,550
Aaron's, Inc.                       COM     002535300  21,790,291.60       841,324       841,324                687,571     153,753
ABB Ltd.                         Spon ADR   000375204   8,812,459.79       431,771       429,822                429,822       1,795
Abbott Laboratories                 COM     002824100  10,609,789.32       173,108       173,108                152,122      20,986
ACE Ltd.                            COM     H0023R105 171,174,686.39     2,338,452     2,338,269              2,147,109     191,160
Activision Blizzard, Inc.           COM     00507V109     668,165.58        52,119        52,119                 46,451       5,668
Actuant Corp.                       COM     00508X203   7,682,350.00       265,000       265,000                265,000
Actuant Corp.                     CV 2%
                                11/15/2023  00508XAB0  20,058,300.00    13,680,000    13,680,000              8,455,000   5,225,000
Adobe Systems, Inc.                 COM     00724F101 154,719,974.47     4,509,528     4,507,840              4,339,295     169,905
Advisory Board Co. (The)            COM     00762W107  34,023,876.60       383,930       383,930                373,828      10,102
AES Corp. (The)                     COM     00130H105     439,152.00        33,600        33,600                 33,600
AES Trust III                   CVPFD 6.75%
                                10/15/2029  00808N202  15,102,451.35       302,715       302,715                102,815     199,900
Affiliated Manager Group, Inc.      COM     008252108 129,764,338.01     1,160,579     1,160,449              1,121,193      39,256
Affiliated Manager Group, Inc.   CV 3.95%
                                08/15/2038  008252AL2  30,321,200.01    27,440,000    27,440,000             17,285,000  10,155,000
Agilent Technologies, Inc.          COM     00846U101  52,532,259.85     1,180,235     1,180,080              1,166,180      13,900
Agrium, Inc.                        COM     008916108  17,942,503.80       207,740       207,740                207,740
Air Products & Chemicals, Inc.      COM     009158106 169,074,302.39     1,841,768     1,841,637              1,711,857     129,780
Akorn Inc.                          COM     009728106   6,136,310.70       524,471       524,471                524,471
Albemarle Corp.                     COM     012653101  96,890,447.37     1,515,808     1,515,759              1,415,559     100,200
Alcatel-Lucent USA, Inc.         CV 2.75%
                                06/15/2025  549463AH0   4,922,687.50     4,985,000     4,985,000                950,000   4,035,000
Alexandria Real Estate
   Equities, Inc.                   COM     015271109  77,316,180.59     1,057,243     1,057,154                975,904      81,250
Alexion Pharmaceuticals, Inc.       COM     015351109   1,561,162.32        16,812        16,812                 16,812
Align Technology, Inc.              COM     016255101  44,652,296.15     1,620,773     1,620,773              1,578,265      42,508
Allegheny Technologies, Inc.        COM     01741R102  28,185,105.41       684,603       684,603                622,503      62,100
Allegheny Technologies, Inc.     CV 4.25%
                                06/01/2014  01741RAD4  11,858,096.25     9,477,000     9,477,000              9,077,000     400,000
Allergan, Inc.                      COM     018490102   2,740,558.74        28,718        28,718                 28,718
Alliance Data Systems, Inc.         COM     018581108  54,597,991.77       433,455       433,455                391,955      41,500
Alliance Data Systems, Inc.      CV 1.75%
                                08/01/2013  018581AD0  54,955,818.76    33,845,000    33,845,000             24,805,000   9,040,000<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Allison Transmission
   Holdings, Inc.                   COM     01973R101   4,776,000.00       200,000       200,000                200,000
Allot Communications Ltd.           COM     M0854Q105   8,372,557.50       360,110       360,110                360,110
Allstate Corp. (The)                COM     020002101     243,608.00         7,400         7,400                  7,400
Alpha Appalachia Holdings,       CV 3.25%
   Inc.                         08/01/2015  576203AJ2  26,138,204.98    28,962,000    28,962,000             20,862,000   8,100,000
Altera Corp.                        COM     021441100   6,579,020.58       165,219       165,219                165,219
Alterra Capital Holdings Ltd.       COM     G0229R108 119,662,489.99     5,207,245     5,207,245              4,625,105     582,140
Altisource Portfolio
   Solutions S.A.                   COM     L0175J104  20,993,810.54       346,204       346,204                288,704      57,500
Altria Group, Inc.                  COM     02209S103  69,754,901.58     2,259,634     2,259,634              2,220,978      38,656
ALZA Corp.                         CV 0%
                                7/28/2020   02261WAB5   5,677,500.00     6,000,000     6,000,000              6,000,000
Amarin Corp. plc                 Spon ADR   023111206  32,864,563.60     2,903,230     2,903,230              2,833,675      69,555
Amazon.com, Inc.                    COM     023135106   2,698,243.24        13,324        13,324                 12,099       1,225
Amdocs Ltd.                         COM     G02602103  54,821,869.49     1,735,968     1,735,968              1,573,468     162,500
American Campus Communities,
   Inc.                             COM     024835100  51,991,516.73     1,162,601     1,162,601              1,000,501     162,100
American Capital Agency Corp.       COM     02503X105     206,780.00         7,000         7,000                  7,000
American Express Co.                COM     025816109   1,767,623.00        30,550        30,550                 30,550
America's Car-Mart, Inc.            COM     03062T105  12,366,560.32       281,186       281,186                254,886      26,300
AmerisourceBergen Corp.             COM     03073E105   8,566,515.20       215,890       215,890                215,890
AMETEK, Inc.                        COM     031100100  34,544,553.16       712,112       712,030                705,030       7,000
Amgen, Inc.                         COM     031162100   7,615,899.85       112,015       112,015                112,015
Amgen, Inc.                      CV 0.375%
                                02/01/2013  031162AQ3  18,321,352.50    17,831,000    17,831,000             10,881,000   6,950,000
Amphenol Corp.                      COM     032095101  41,089,962.36       687,468       687,468                619,368      68,100
Anadarko Petroleum Corp.            COM     032511107 293,166,569.19     3,742,116     3,740,296              3,489,139     252,749
Analog Devices, Inc.                COM     032654105  39,393,999.60       975,099       974,964                962,664      12,300
Angie's List, Inc.                  COM     034754101  40,571,091.96     2,147,755     2,147,755              2,098,057      49,698
Anheuser-Busch InBev NV          Spon ADR   03524A108  11,171,112.23       153,625       152,892                152,892         679
Anixter International, Inc.         COM     035290105 279,471,870.52     3,853,190     3,852,962              3,551,569     301,393
Annaly Capital Management,
   Inc.                             COM     035710409     291,088.00        18,400        18,400                 18,400
ANSYS, Inc.                         COM     03662Q105   7,909,878.06       121,653       121,653                121,653
A.O. Smith Corp.                    COM     831865209  27,982,409.46       622,523       622,523                508,440     114,083
Apache Corp.                        COM     037411105 191,347,137.39     1,905,025     1,904,041              1,783,473     121,426
Apache Corp.                     CVPFD 6%
                                08/01/2013  037411808 119,875,369.94     2,158,361     2,158,361              1,752,068     406,293
Apple, Inc.                         COM     037833100 125,793,384.27       209,841       209,841                192,386      17,455
Applied Industrial Tech, Inc.       COM     03820C105  57,332,752.20     1,393,940     1,393,940              1,212,240     181,700
AptarGroup, Inc.                    COM     038336103  45,898,738.79       838,027       838,027                732,289     105,738
Arch Capital Group Ltd.             COM     G0450A105  56,778,077.72     1,524,653     1,524,653              1,385,544     139,109
Archer-Daniels-Midland Co.          COM     039483102 195,280,400.18     6,168,059     6,167,023              5,584,540     583,239
Archer-Daniels-Midland Co.       CV 0.875%
                                02/15/2014  039483AW2  28,222,342.50    27,467,000    27,467,000             18,917,000   8,550,000
Ares Capital Corp.                  COM     04010L103     586,965.00        35,900        35,900                 35,900<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
ARIAD Pharmaceuticals, Inc.         COM     04033A100  16,301,713.45     1,022,051     1,022,051              1,007,242      14,809
Ariba, Inc.                         COM     04033V203   9,355,027.29       285,999       285,999                285,999
Arrow Electronics, Inc.             COM     042735100 133,718,854.31     3,186,058     3,185,825              2,959,592     226,233
Aruba Networks, Inc.                COM     043176106  17,155,600.00       770,000       770,000                770,000
Asbury Automotive Group, Inc.       COM     043436104   7,992,000.00       296,000       296,000                243,900      52,100
Ascena Retail Group, Inc.           COM     04351G101  59,334,640.96     1,338,778     1,338,778              1,165,819     172,959
Ashland, Inc.                       COM     044209104 165,050,736.47     2,703,091     2,702,827              2,530,113     172,714
Aspen Technology, Inc.              COM     045327103  30,535,931.93     1,487,381     1,487,381              1,448,322      39,059
Astec Industries, Inc.              COM     046224101  10,726,214.40       294,030       294,030                240,130      53,900
athenahealth, Inc.                  COM     04685W103  45,550,446.00       614,550       614,550                598,397      16,153
Atlas Air Worldwide Holdings        COM     049164205 103,805,345.35     2,109,436     2,109,436              1,875,091     234,345
AT^T, Inc.                          COM     00206R102 266,361,624.51     8,529,192     8,520,510              8,263,904     264,490
Atwood Oceanics, Inc.               COM     050095108  35,766,331.95       796,755       796,755                779,758      16,997
Aviva plc                        Spon ADR   05382A104   8,143,706.90       766,795       763,303                763,303       3,215
Avnet, Inc.                         COM     053807103  35,522,062.11       976,149       976,149                976,149
AXIS Capital Holdings Ltd.          COM     G0692U109     278,628.00         8,400         8,400                  8,400
AXT, Inc.                           COM     00246W103   6,642,366.67     1,046,042     1,046,042                862,242     183,800
AZZ, Inc.                           COM     002474104   3,294,632.01        63,800        63,800                 52,600      11,200
Baker Hughes Inc.                   COM     057224107     289,386.00         6,900         6,900                  6,900
Balchem Corp.                       COM     057665200   4,908,062.90       162,250       162,250                133,550      28,700
Ball Corp.                          COM     058498106  36,082,490.88       841,476       841,343                827,443      13,900
Bally Technologies, Inc.            COM     05874B107   8,597,325.00       183,900       183,900                148,200      35,700
Bank of America Corp.               COM     060505104  87,888,291.38     9,185,274     9,175,193              9,065,661     118,770
Bank of America Corp.           CVPFD 7.25%
                                12/31/2049  060505682  86,948,834.70        88,823        88,823                 67,723      21,100
Bank of Marin Bancorp               COM     063425102   4,781,657.98       125,800       125,800                103,700      22,100
Bank of New York Mellon Corp.       COM     064058100   7,541,348.92       312,530       312,530                312,530
Bank of the Ozarks, Inc.            COM     063904106  16,285,084.56       520,956       520,956                507,228      13,728
Bankrate, Inc.                      COM     06647F102  41,676,005.25     1,683,879     1,683,879              1,639,665      44,214
Barclays plc                     Spon ADR   06738E204   5,980,555.29       394,749       392,932                392,932       1,674
Barrick Gold Corp.                  COM     067901108  44,186,841.54     1,016,135     1,014,778              1,010,569       5,453
Baxter International, Inc.          COM     071813109  73,257,759.68     1,225,456     1,225,456              1,196,541      28,915
Bazaarvoice, Inc.                   COM     073271108  11,044,322.24       555,829       555,829                542,747      13,082
BB^T Corp.                          COM     054937107 106,472,306.05     3,391,918     3,391,799              3,059,190     332,609
Beacon Roofing Supply, Inc.         COM     073685109  60,064,076.80     2,331,680     2,331,680              2,004,180     327,500
BE Aerospace, Inc.                  COM     073302101  50,433,612.18     1,085,294     1,085,294              1,063,056      22,238
Beam, Inc.                          COM     073730103 137,290,422.70     2,344,040     2,343,847              2,204,917     138,930
Bed Bath & Beyond, Inc.             COM     075896100     857,969.65        13,045        13,045                 13,045
Bel Fuse, Inc.                      COM     077347300   6,122,654.99       346,500       346,500                285,600      60,900<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Belo Corp.                          COM     080555105   1,900,050.00       265,000       265,000                265,000
Berkshire Hathaway, Inc.            COM     084670702 297,886,231.51     3,670,810     3,670,722              3,325,268     345,454
Berry Petroleum Co.               Class A   085789105  35,498,316.00       753,200       753,200                660,000      93,200
Biogen Idec Inc.                    COM     09062X103     310,893.96         2,468         2,468                  2,468
BioMarin Pharmaceutical, Inc.       COM     09061G101  29,272,310.50       854,666       854,666                832,175      22,491
BioMarin Pharmaceutical, Inc.    CV 1.875%
                                04/23/2017  09061GAD3  23,888,150.00    13,364,000    13,364,000             10,789,000   2,575,000
BJ's Restaurants, Inc.              COM     09180C106  22,651,004.85       449,871       449,871                443,252       6,619
Body Central Corp.                  COM     09689U102  10,850,258.78       373,889       373,889                373,889
Boeing Co.                          COM     097023105   7,379,958.21        99,233        99,233                 86,899      12,334
BOK Financial Corp.                 COM     05561Q201  48,382,902.99       859,682       859,682                780,982      78,700
Booz Allen Hamilton Hold Corp.      COM     099502106     807,715.87        47,429        47,354                 47,354
BorgWarner, Inc.                    COM     099724106  14,324,221.26       169,839       169,839                169,839
Boston Properties, Inc.          CV 3.75%
                                05/15/2036  10112RAG9  42,455,641.24    37,201,000    37,201,000             26,141,000  11,060,000
Brandywine Realty Trust             COM     105368203  47,833,027.20     4,166,640     4,166,640              3,642,340     524,300
Bravo Brio Restaurant Group         COM     10567B109   2,518,792.32       126,192       126,192                126,192
Bristol-Myers Squibb Co.            COM     110122108  86,057,710.91     2,549,961     2,547,534              2,538,725      11,007
Bristow Group, Inc.                 COM     110394103  50,033,640.72     1,048,264     1,048,264                916,193     132,071
Broadcom Corp.                    Class A   111320107 235,340,111.42     5,988,298     5,987,900              5,498,724     489,176
BroadSoft, Inc.                     COM     11133B409   7,664,573.25       200,381       200,381                200,381
Brookline Bancorp, Inc.             COM     11373M107   4,072,211.37       434,601       434,601                357,665      76,936
Bryn Mawr Bank Corp.                COM     117665109   5,373,033.61       239,440       239,440                197,282      42,158
Buffalo Wild Wings, Inc.            COM     119848109  40,444,203.09       445,961       445,961                439,389       6,572
Bunge Ltd.                          COM     G16962105 300,560,556.51     4,391,592     4,391,258              4,044,676     346,582
Cabot Corp.                         COM     127055101 131,509,627.92     3,081,294     3,081,294              2,682,944     398,350
Cabot Microelectronics Corp.        COM     12709P103  34,604,483.04       890,033       890,033                775,873     114,160
Cabot Oil & Gas Corp.               COM     127097103   3,082,245.45        98,885        98,885                 86,250      12,635
CACI International, Inc.         CV 2.125%
                                05/01/2014  127190AD8   8,061,375.01     6,475,000     6,475,000              3,420,000   3,055,000
CAI International, Inc.             COM     12477X106   6,855,678.01       377,100       377,100                311,000      66,100
Cameron International Corp.         COM     13342B105  20,781,367.29       393,363       393,363                393,363
Canadian National Resource
   Ltd.                             COM     136385101   3,189,593.40        96,130        96,130                 96,130
Canon, Inc.                      Spon ADR   138006309   9,008,136.86       189,013       188,179                188,179         768
Capital One Financial Corp.         COM     14040H105 400,122,176.60     7,178,367     7,178,134              6,684,074     494,060
Capstone Turbine Corp.              COM     14067D102   4,235,115.50     4,152,074     4,152,074              4,152,074
Carbonite, Inc.                     COM     141337105   3,171,727.78       288,077       288,077                288,077
Cardtronics, Inc.                   COM     14161H108  29,037,802.50     1,106,202     1,106,202                903,767     202,435
CareFusion Corp.                    COM     14170T101  19,500,319.36       752,037       752,037                683,237      68,800
Caribou Coffee Co., Inc.            COM     142042209   7,383,527.67       396,112       396,112                396,112
Carnival Corp.                      COM     143658300  66,245,724.12     2,065,092     2,063,590              2,039,503      25,443<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Carpenter Technology Corp.          COM     144285103  94,406,351.70     1,807,512     1,807,393              1,696,763     110,630
Carrizo Oil & Gas, Inc.             COM     144577103  10,001,496.60       353,910       353,910                289,110      64,800
Casey's General Stores, Inc.        COM     147528103  22,023,166.00       397,100       397,100                324,400      72,700
Catalyst Health Solution, Inc.      COM     14888B103  55,166,026.33       865,621       865,621                789,375      76,246
Caterpillar, Inc.                   COM     149123101  74,500,839.96       699,334       698,236                686,571      12,677
Cavium, Inc.                        COM     14964U108  12,666,186.26       409,379       409,379                404,155       5,224
CBRE Group, Inc.                  Class A   12504L109  11,692,128.88       585,778       585,778                585,778
CDI Corp.                           COM     125071100   4,841,099.98       270,000       270,000                222,600      47,400
Celadon Group, Inc.                 COM     150838100   7,459,164.01       479,689       479,689                395,300      84,389
Celanese Corp.                      COM     150870103  92,941,221.50     2,012,586     2,012,465              1,874,343     138,122
Celgene Corp.                       COM     151020104 232,689,303.34     3,001,668     3,001,542              2,707,054     294,488
Cenovus Energy, Inc.                COM     15135U109   9,896,079.00       275,350       275,350                275,350
Centene Corp.                       COM     15135B101  74,915,089.52     1,529,816     1,529,816              1,318,854     210,962
Central Euro Distribution Co.      CV 3%
                                03/15/2013  153435AA0  38,793,048.76    43,649,000    43,649,000             36,499,000   7,150,000
CenturyLink, Inc.                   COM     156700106 129,080,448.55     3,339,727     3,339,519              3,292,165      47,354
Cepheid, Inc.                       COM     15670R107  48,536,603.90     1,160,330     1,160,330              1,128,477      31,853
CF Industries, Inc.                 COM     125269100   6,910,745.40        37,836        37,836                 35,104       2,732
Charles River Laboratories       CV 2.25%
   International, Inc.          06/15/2013  159864AB3   2,333,812.50     2,305,000     2,305,000                905,000   1,400,000
Charming Shoppes, Inc.           CV 1.125%
                                05/01/2014  161133AE3  12,755,943.76    13,445,000    13,445,000              6,670,000   6,775,000
Charter Communications, Inc.      Class A   16117M305   1,840,050.00        29,000        29,000                 29,000
Chart Industries, Inc.              COM     16115Q308  51,429,408.86       701,342       701,342                682,992      18,350
Chart Industries, Inc.             CV 2%
                                08/01/2018  16115QAC4  39,746,335.00    30,931,000    30,931,000             21,231,000   9,700,000
Check Point Software
   Technologies Ltd.                COM     M22465104   3,578,168.16        56,049        56,049                 56,049
Cheesecake Factory, Inc. (The)      COM     163072101  52,369,159.30     1,781,870     1,781,870              1,560,570     221,300
Chefs' Warehouse Inc. (The)         COM     163086101  26,750,325.95     1,156,021     1,156,021                947,072     208,949
Chemtura Corp.                      COM     163893209  59,806,548.38     3,522,176     3,522,176              3,316,076     206,100
Cheniere Energy, Inc.               COM     16411R208  21,247,332.40     1,418,380     1,418,380              1,381,054      37,326
Chesapeake Energy Corp.          CV 2.25%
                                12/15/2038  165167CB1   3,125,613.75     3,841,000     3,841,000                291,000   3,550,000
Chesapeake Energy Corp.           CV 2.5%
                                05/15/2037  165167BZ9   1,111,500.00     1,200,000     1,200,000              1,200,000
Chesapeake Energy Corp.          CV 2.75%
                                11/15/2035  165167BW6  30,287,643.74    30,555,000    30,555,000             17,530,000  13,025,000
Chesapeake Utilities Corp.          COM     165303108   4,403,951.99       107,100       107,100                 88,300      18,800
Chevron Corp.                       COM     166764100 368,196,009.71     3,433,334     3,430,226              3,331,293     101,737
Chicago Bridge & Iron Company
   N.V.                             COM     167250109 178,431,322.08     4,131,311     4,131,311              3,665,369     465,942
Children's Place Retail Stores      COM     168905107  49,999,922.26       967,678       967,678                844,528     123,150
China Mobile Ltd.                Spon ADR   16941M109  16,462,838.88       298,892       297,982                297,982         837
Chipotle Mexican Grill, Inc.        COM     169656105     264,594.00           633           633                    633
Chubb Corp. (The)                   COM     171232101  44,737,667.40       647,340       647,340                634,617      12,723
Cia de Saneamento Basico do
   Estado de Sao Paulo           Spon ADR   20441A102   5,976,134.76        77,998        77,622                 77,622         349<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Ciena Corp.                         COM     171779309   3,390,574.56       209,424       209,424                209,424
Ciena Corp.                      CV 0.875%
                                06/15/2017  171779AE1   2,213,793.75     2,505,000     2,505,000                205,000   2,300,000
CIGNA Corp.                         COM     125509109 315,346,667.30     6,403,188     6,400,546              6,012,105     390,453
Cinemark Holdings, Inc.             COM     17243V102  47,075,945.50     2,144,690     2,144,690              1,863,690     281,000
Cisco Systems, Inc.                 COM     17275R102 122,652,634.97     5,799,435     5,794,727              5,720,539      78,452
CIT Group, Inc.                     COM     125581801  28,990,565.28       702,972       702,833                691,233      11,600
Citigroup, Inc.                     COM     172967424  99,490,876.97     2,722,336     2,719,084              2,679,736      42,600
Citigroup, Inc.                 CVPFD 7.5%
                                12/15/2012  172967416  65,398,140.99       631,683       631,683                506,233     125,450
Citrix Systems, Inc.                COM     177376100  24,632,861.24       312,164       312,164                312,164
City National Bank                  COM     178566105 164,632,810.28     3,137,656     3,137,440              2,919,670     217,770
C^J Energy Services, Inc.           COM     12467B304  34,990,795.20     1,966,880     1,966,880              1,713,680     253,200
Clean Energy Fuels Corp.            COM     184499101  32,942,269.92     1,548,039     1,548,039              1,507,307      40,732
Clean Harbors, Inc.                 COM     184496107  43,916,194.49       652,253       652,253                642,813       9,440
Cleco Corp.                         COM     12561W105  17,679,816.06       445,897       445,897                404,897      41,000
Cliffs Natural Resources, Inc.      COM     18683K101  82,047,557.48     1,184,718     1,183,586              1,167,568      17,058
CMS Energy Corp.                    COM     125896100  88,033,660.00     4,001,530     4,001,127              3,778,527     222,600
CNA Financial Corp.                 COM     126117100     369,558.00        12,600        12,600                 12,600
Coach, Inc.                         COM     189754104   8,087,583.84       104,653       104,653                 95,162       9,491
Coca-Cola Co.                       COM     191216100 143,003,380.21     1,932,217     1,932,173              1,775,013     157,160
Coca-Cola Enterprises, Inc.         COM     19122T109     248,820.00         8,700         8,700                  8,700
Cognex Corp.                        COM     192422103  74,742,779.76     1,764,466     1,764,466              1,610,878     153,588
Coherent, Inc.                      COM     192479103  67,459,344.96     1,156,512     1,156,512              1,007,399     149,113
Coinstar, Inc.                      COM     19259P300  46,870,349.25       737,535       737,535                718,083      19,452
Colgate-Palmolive Co.               COM     194162103 109,135,154.74     1,116,173     1,115,168              1,083,275      32,815
Columbia Banking System, Inc.       COM     197236102  69,683,541.62     3,058,979     3,058,979              2,648,999     409,980
Comcast Corp.                       COM     20030N101 177,123,447.78     5,902,224     5,898,245              5,518,671     383,216
Comerica, Inc.                      COM     200340107 134,052,303.15     4,142,531     4,142,256              3,920,431     221,825
Commerce Bancshares, Inc.           COM     200525103 102,091,639.52     2,519,537     2,519,382              2,370,134     149,248
Commercial Vehicle Group, Inc.      COM     202608105   5,569,322.89       456,128       456,128                375,628      80,500
Community Health Systems, Inc.      COM     203668108  84,102,139.09     3,781,571     3,781,151              3,646,448     134,703
CommVault Systems, Inc.             COM     204166102  29,647,589.28       597,252       597,252                581,553      15,699
Compass Minerals Int'l, Inc.        COM     20451N101  45,670,329.66       636,609       636,609                554,689      81,920
comScore, Inc.                      COM     20564W105   7,044,197.57       329,322       329,322                329,322
Concho Resources, Inc.              COM     20605P101   8,445,180.48        82,731        82,731                 82,731
Concur Technologies, Inc.           COM     206708109  65,038,738.12     1,133,474     1,133,474              1,106,214      27,260
Connecticut Water Service,
   Inc.                             COM     207797101   5,211,018.03       184,200       184,200                151,700      32,500
ConocoPhillips Co.                  COM     20825C104  82,091,560.10     1,080,010     1,080,010              1,080,010
Constant Contact, Inc.              COM     210313102  84,631,483.44     2,840,936     2,840,936              2,619,283     221,653<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Continental Airlines, Inc.        CV 4.5%
                                01/15/2015  210795PU8  14,372,857.50    10,578,000    10,578,000              6,393,000   4,185,000
Continental Resources, Inc.         COM     212015101  27,324,658.90       318,395       318,395                308,666       9,729
Convio, Inc.                        COM     21257W105   4,997,645.40       323,054       323,054                323,054
Cooper Industries plc               COM     G24140108  12,873,071.05       201,299       201,299                201,299
Copa Holdings S.A.                Class A   P31076105     380,397.60         4,803         4,803                  4,803
Core Laboratories N.V.              COM     N22717107   6,063,403.45        46,085        46,085                 46,085
Cornerstone OnDemand, Inc.          COM     21925Y103  44,642,139.32     2,044,054     2,044,054              1,999,092      44,962
Corning, Inc.                       COM     219350105  53,690,054.24     3,813,554     3,808,534              3,753,050      60,086
Corvel Corp.                        COM     221006109   3,335,841.14        83,626        83,626                 68,926      14,700
Costar Group, Inc.                  COM     22160N109  38,790,839.95       561,779       561,779                546,896      14,883
Costco Wholesale Corp.              COM     22160K105     785,147.60         8,647         8,647                  8,647
Covance Inc.                        COM     222816100  12,755,314.00       267,800       267,800                218,600      49,200
Coventry Healthcare, Inc.           COM     222862104   7,649,399.66       215,052       215,052                190,952      24,100
Covidien plc                        COM     G2554F113  49,154,449.30       898,948       898,948                697,246     201,702
CPI Aerostructures, Inc.            COM     125919308   3,612,041.98       242,908       242,908                200,108      42,800
CRA International, Inc.             COM     12618T105   7,518,081.99       298,100       298,100                245,800      52,300
Crane Co.                           COM     224399105  38,243,026.02       788,516       788,516                715,416      73,100
Crocs, Inc.                         COM     227046109  65,747,376.00     3,142,800     3,142,800              2,701,100     441,700
CSX Corp.                           COM     126408103  81,542,335.83     3,789,142     3,788,987              3,457,423     331,564
CSX Corp.                          CV 0%
                                10/30/2021  126408GA5   1,722,187.50       750,000       750,000                750,000
CTS Corp.                           COM     126501105   8,407,846.99       799,225       799,225                658,625     140,600
Cubist Pharmaceuticals, Inc.        COM     229678107  39,018,809.25       902,169       902,169                878,385      23,784
Cullen/Frost Bankers, Inc.          COM     229899109 154,188,603.35     2,649,744     2,649,531              2,522,136     127,395
Cummins, Inc.                       COM     231021106   1,467,248.92        12,223        12,223                 12,223
CVB Financial Corp.                 COM     126600105  64,397,926.82     5,485,343     5,485,343              4,781,673     703,670
CVS Caremark Corp.                  COM     126650100 258,676,028.62     5,774,003     5,771,343              5,452,560     321,097
Cypress Semiconductor Corp.         COM     232806109  27,118,987.80     1,735,060     1,735,060              1,465,860     269,200
Danaher Corp.                       COM     235851102  11,552,576.00       206,296       206,296                206,296
Danaher Corp.                      CV 0%
                                1/22/2021   235851AF9  52,282,445.00    32,026,000    32,026,000             24,526,000   7,500,000
Dana Holding Corp.                  COM     235825205  20,757,600.00     1,339,200     1,339,200              1,093,300     245,900
Darden Restaurants, Inc.            COM     237194105  91,433,663.57     1,787,210     1,787,108              1,674,008     113,100
Darling International, Inc.         COM     237266101  14,599,702.00       838,100       838,100                684,600     153,500
DaVita, Inc.                        COM     23918K108 263,687,287.04     2,924,335     2,924,163              2,681,696     242,467
DealerTrack Holdings, Inc.          COM     242309102  33,262,669.54     1,099,229     1,099,229              1,070,419      28,810
Deckers Outdoor Corp.               COM     243537107  34,165,155.70       541,874       541,874                485,574      56,300
Dell, Inc.                          COM     24702R101  42,435,941.20     2,556,382     2,556,382              2,508,183      48,199
Demandware, Inc.                    COM     24802Y105     894,000.00        30,000        30,000                 30,000
Dendreon Corp.                   CV 2.875%
                                01/15/2016  24823QAC1  16,817,255.00    20,891,000    20,891,000             13,566,000   7,325,000<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Devon Energy Corp.                  COM     25179M103 119,453,688.51     1,679,581     1,678,597              1,551,985     127,474
DexCom, Inc.                        COM     252131107  24,148,881.46     2,315,329     2,315,329              2,264,004      51,325
Diageo plc                       Spon ADR   25243Q205  71,020,815.48       735,967       735,937                660,390      75,547
Dick's Sporting Goods, Inc.         COM     253393102  72,765,522.08     1,513,426     1,513,426              1,446,028      67,398
Digital Generation, Inc.            COM     25400B108   9,501,426.00       930,600       930,600                760,300     170,300
DigitalGlobe, Inc.                  COM     25389M877     466,900.00        35,000        35,000                 35,000
Diodes, Inc.                        COM     254543101  55,865,422.60     2,410,070     2,410,070              2,099,570     310,500
Discover Financial Services         COM     254709108  32,279,287.90       968,185       968,059                957,659      10,400
Discovery Communications, Inc.      COM     25470F104  57,232,698.60     1,131,081     1,130,912              1,116,812      14,100
DISH Network Corp.                Class A   25470M109   3,688,160.00       112,000       112,000                112,000
Dole Food Co., Inc.                 COM     256603101  47,035,051.38     4,712,931     4,712,931              4,105,331     607,600
Dollar General Corp.                COM     256677105  12,595,228.80       272,624       272,624                272,624
Dominion Resources, Inc.            COM     25746U109   5,538,566.34       108,154       108,154                 93,113      15,041
Donegal Group, Inc.                 COM     257701201   6,146,045.66       449,601       449,601                370,080      79,521
Dorman Products, Inc.               COM     258278100   9,808,708.83       193,848       193,848                159,503      34,345
Dover Corp.                         COM     260003108 278,882,041.82     4,430,919     4,430,602              4,088,569     342,033
Dow Chemical Co.                    COM     260543103 149,947,765.52     4,328,892     4,324,010              4,268,158      60,324
Drew Industries, Inc.               COM     26168L205   7,086,262.24       259,475       259,475                213,775      45,700
Dril-Quip, Inc.                     COM     262037104  15,769,495.66       242,533       242,533                236,151       6,382
Dr. Pepper Snapple Group, Inc.      COM     26138E109  14,969,861.32       372,292       372,192                365,992       6,200
DSW Inc.                          Class A   23334L102  50,664,495.57       925,041       925,041                866,766      58,275
Duke Energy Corp.                   COM     26441C105  42,077,147.20     2,002,720     2,002,720              2,002,720
Duke Realty Corp.                   COM     264411505  44,368,390.20     3,094,030     3,094,030              2,688,830     405,200
Dun & Bradstreet Corp. (The)        COM     26483E100 187,212,290.51     2,209,516     2,209,379              2,029,909     179,470
Dunkin' Brands Group, Inc.          COM     265504100   5,154,832.00       171,200       171,200                171,200
Dynamic Materials Corp.             COM     267888105  11,096,935.90       525,672       525,672                472,460      53,212
Dynavax Technologies Corp.          COM     268158102   7,003,040.01     1,384,000     1,384,000              1,384,000
Eagle Materials Inc.                COM     26969P108   8,631,900.00       248,400       248,400                244,400       4,000
Eastman Chemical Co.                COM     277432100  93,794,451.36     1,814,557     1,814,398              1,717,998      96,400
East West Bancorp, Inc.             COM     27579R104  34,894,577.74     1,511,242     1,511,242              1,375,262     135,980
Eaton Corp.                         COM     278058102 266,615,797.90     5,350,441     5,348,650              5,013,825     336,233
eBay, Inc.                          COM     278642103  74,648,464.37     2,023,542     2,023,369              1,825,822     197,547
Echo Global Logistics, Inc.         COM     27875T101   3,406,470.21       211,582       211,582                211,582
E.I. du Pont de Nemours & Co.       COM     263534109   2,216,721.60        41,904        41,904                 33,813       8,091
Electronics for Imaging, Inc.       COM     286082102   3,919,095.75       235,806       235,806                194,406      41,400
Eli Lilly & Co.                     COM     532457108  27,325,208.50       678,550       678,550                678,550
El Paso Corp.                       COM     28336L109 154,162,934.39     5,217,390     5,210,210              5,165,074      51,424
EMC Corp.                           COM     268648102 231,116,180.15     7,735,006     7,731,898              7,154,810     579,736<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
EMC Corp.                        CV 1.75%
                                12/01/2013  268648AM4 141,652,477.52    75,247,000    75,247,000             62,362,000  12,885,000
EMCOR Group, Inc.                   COM     29084Q100  57,624,058.80     2,078,790     2,078,790              1,811,290     267,500
Emerson Electric Co.                COM     291011104  62,546,666.54     1,198,740     1,196,645              1,154,654      43,909
Empresas ICA, S.A.B. de C.V.     Spon ADR   292448206   6,637,412.08       873,358       869,599                869,599       3,452
Encore Capital Group, Inc.          COM     292554102  15,264,568.55       676,921       676,921                553,017     123,904
Endologix, Inc.                     COM     29266S106  41,803,862.91     2,853,506     2,853,506              2,792,217      61,289
Endo Pharmaceuticals Holdings    CV 1.75%
   Inc.                         04/15/2015  29264FAB2   4,849,250.00     3,400,000     3,400,000              1,510,000   1,890,000
Energy XXI (Bermuda) Ltd.           COM     G10082140  41,260,766.51     1,142,641     1,142,641              1,112,535      30,106
EnerSys                             COM     29275Y102  58,967,162.08     1,701,794     1,701,794              1,569,494     132,300
Eni S.p.A.                       Spon ADR   26874R108  14,274,481.60       304,880       304,880                304,880
Ensco plc                        Spon ADR   29358Q109  43,791,106.20       827,340       827,191                813,891      13,300
Entergy Corp.                       COM     29364G103     268,800.00         4,000         4,000                  4,000
Entertainment Properties Trust      COM     29380T105  71,513,275.62     1,541,899     1,541,899              1,345,079     196,820
EOG Resources, Inc.                 COM     26875P101  33,124,465.00       298,150       298,150                292,788       5,362
EPAM Systems, Inc.                  COM     29414B104   9,342,448.19       455,285       455,285                455,285
ePocrates, Inc.                     COM     29429D103   1,681,928.83       196,029       196,029                196,029
EQT Corp.                           COM     26884L109  56,974,529.80     1,181,799     1,181,717              1,101,913      79,804
Equinix, Inc.                      CV 3%
                                10/15/2014  29444UAG1  10,159,922.50     6,734,000     6,734,000              5,084,000   1,650,000
Equinix, Inc.                    CV 4.75%
                                06/15/2016  29444UAH9  16,551,275.00     8,255,000     8,255,000              3,630,000   4,625,000
Equity Residential                 REIT     29476L107   2,579,944.00        41,200        41,200                 41,200
ESCO Technologies, Inc.             COM     296315104  23,531,402.59       639,962       639,962                582,262      57,700
Essex Rental Corp.                  COM     297187106   4,992,323.64     1,306,891     1,306,891              1,077,891     229,000
Esterline Technologies Corp.        COM     297425100  61,242,720.66       857,021       856,932                786,719      70,213
Everest Re Group, Ltd.              COM     G3223R108  48,000,856.32       518,816       518,724                510,291       8,433
ExamWorks Group, Inc.               COM     30066A105   5,710,492.44       459,782       459,782                375,400      84,382
Exelis, Inc.                        COM     30162A108     179,036.00        14,300        14,300                 14,300
Exlservice Holdings, Inc.           COM     302081104   8,722,599.76       317,879       317,879                276,929      40,950
Expeditors International of
   Washington, Inc.                 COM     302130109  11,608,058.82       249,582       249,582                249,582
Exponent, Inc.                      COM     30214U102   5,693,288.26       117,339       117,339                 96,739      20,600
Express, Inc.                       COM     30219E103  92,546,128.75     3,704,809     3,704,809              3,289,704     415,105
Express Scripts, Inc.               COM     302182100 251,585,859.42     4,643,519     4,643,332              4,162,333     480,999
Exterran Energy Corp.            CV 4.75%
                                1/15/2014   410768AE5  10,218,000.00    10,400,000    10,400,000             10,400,000
Exxon Mobil Corp.                   COM     30231G102 370,086,880.43     4,267,121     4,264,570              4,007,237     259,611
F5 Networks, Inc.                   COM     315616102  14,382,147.36       106,566       106,566                106,566
FARO Technologies, Inc.             COM     311642102  59,929,816.91     1,027,427     1,027,427                982,023      45,404
FedEx Corp.                         COM     31428X106 127,537,668.71     1,386,882     1,386,836              1,232,917     153,919
Fifth Third Bank                    COM     316773100  68,167,242.05     4,851,761     4,851,761              4,784,035      67,726
Fifth Third Bank                CVPFD 8.5%
                                12/31/2049  316773209  36,262,540.00       255,370       255,370                182,770      72,600<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Financial Engines, Inc.             COM     317485100  19,633,801.72       878,077       878,077                859,311      18,766
FirstEnergy Corp.                   COM     337932107     360,161.00         7,900         7,900                  7,900
First Financial Bancorp             COM     320209109  43,551,383.30     2,517,421     2,517,421              2,199,601     317,820
First PacTrust Bancorp, Inc.        COM     33589V101   9,015,465.52       756,331       756,331                652,831     103,500
Fiserv, Inc.                        COM     337738108 136,250,318.15     1,963,544     1,963,327              1,872,850      90,477
Five Star Quality Care, Inc.     CV 3.75%
                                10/15/2026  33832DAB2  11,773,987.50    12,410,000    12,410,000             10,610,000   1,800,000
FleetCor Technologies, Inc.         COM     339041105 145,397,425.08     3,750,256     3,750,256              3,280,483     469,773
Flowers Foods, Inc.                 COM     343498101   8,429,737.47       413,831       413,831                407,231       6,600
Flowserve Corp.                     COM     34354P105 101,959,983.92       882,694       882,671                787,604      95,067
Fluidigm Corp.                      COM     34385P108   6,968,531.52       443,009       443,009                443,009
Fluor Corp.                         COM     343412102  18,677,123.12       311,078       311,078                292,538      18,540
Fluor Corp.                       CV 1.5%
                                2/15/2024   343412AA0   1,146,468.75       525,000       525,000                525,000
Ford Motor Co.                      COM     345370860 322,741,332.69    25,840,019    25,834,319             23,955,090   1,883,817
Ford Motor Co.                   CV 4.25%
                                11/15/2016  345370CN8  58,359,360.04    36,704,000    36,704,000             28,519,000   8,185,000
Fortinet, Inc.                      COM     34959E109  65,907,811.90     2,383,646     2,383,646              2,337,662      45,984
Fortune Brands Home &
   Security, Inc.                   COM     34964C106  35,765,737.13     1,620,559     1,620,412              1,486,024     134,388
Foster Wheeler AG                   COM     H27178104  24,872,128.00     1,092,800     1,092,800                892,696     200,104
Francesca's Holdings Corp.          COM     351793104   6,876,787.11       217,551       217,551                217,551
Franklin Resources, Inc.            COM     354613101 124,852,566.93     1,006,632     1,006,598                888,897     117,701
Freeport-McMoRan, Inc.              COM     35671D857 162,929,047.91     4,283,098     4,282,999              3,996,196     286,803
Freescale Semiconductor Ltd.        COM     G3727Q101   1,031,130.00        67,000        67,000                 67,000
Fresenius Medical Care AG &
   Co.                           Spon ADR   358029106  12,097,934.01       171,238       170,456                170,456         722
Fresh Market, Inc. (The)            COM     35804H106  30,545,252.85       637,023       637,023                620,260      16,763
FTI Consulting, Inc.                COM     302941109  46,749,544.80     1,245,990     1,245,990              1,083,590     162,400
FTI Consulting, Inc.             CV 3.75%
                                07/15/2012  302941AB5   3,576,875.00     2,950,000     2,950,000              2,950,000
Fuel Systems Solutions, Inc.        COM     35952W103   6,241,802.17       238,601       238,601                238,601
Fusion-io, Inc.                     COM     36112J107  44,704,186.17     1,573,537     1,573,537              1,534,763      38,774
Gafisa S.A.                      Spon ADR   362607301   2,951,067.90       625,164       622,498                622,498       2,443
Garmin Ltd.                         COM     H2906T109  22,112,370.15       470,977       470,885                463,185       7,700
GATX Corp.                          COM     361448103  72,867,195.70     1,808,119     1,808,119              1,579,468     228,651
Gaylord Entertainment Co.           COM     367905106  47,887,963.20     1,554,804     1,554,804              1,355,156     199,648
General Cable Corp.                 COM     369300108   8,490,196.80       291,960       291,960                238,360      53,600
General Dynamics Corp.              COM     369550108  36,781,945.15       501,253       501,219                449,739      51,480
General Electric Co.                COM     369604103 217,515,431.30    10,838,284    10,828,653             10,705,226     132,173
General Mills, Inc.                 COM     370334104  15,726,348.00       398,640       398,640                398,640
General Motors Co.              CVPFD 4.75%
                                12/01/2013  37045V209  65,363,255.10     1,561,846     1,561,846              1,057,596     504,250
General Motors Co.               Warrant -
                                07/10/2016  37045V118   2,876,507.73       172,971       172,971                172,971
General Motors Co.               Warrant -
                                07/10/2019  37045V126   1,937,275.20       172,971       172,971                172,971<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Genesco, Inc.                       COM     371532102  55,072,339.50       768,630       768,630                669,330      99,300
Genesee & Wyoming, Inc.             COM     371559105  71,995,004.34     1,319,073     1,319,073              1,165,667     153,406
Genomic Health, Inc.                COM     37244C101  42,499,872.91     1,388,431     1,388,431              1,355,522      32,909
Genpact Ltd.                        COM     G3922B107     539,530.00        33,100        33,100                 33,100
Gen-Probe Inc.                      COM     36866T103  36,705,670.33       552,713       552,713                540,802      11,911
Gentex Corp.                        COM     371901109  29,629,687.55     1,209,375     1,209,375              1,102,333     107,042
Gentiva Health Services, Inc.       COM     37247A102   1,152,159.25       131,826       131,826                108,526      23,300
GeoEye, Inc.                        COM     37250W108   1,047,045.00        43,500        43,500                 43,500
Georgia Gulf Corp.                  COM     373200302  19,141,481.29       548,781       548,781                511,281      37,500
Gildan Activewear Inc.              COM     375916103  30,729,104.57     1,115,394     1,115,246              1,085,946      29,300
Gilead Sciences, Inc.               COM     375558103   4,586,282.25        93,885        93,885                 83,870      10,015
Gilead Sciences, Inc.            CV 0.625%
                                05/01/2013  375558AH6  79,419,015.00    59,826,000    59,826,000             52,516,000   7,310,000
Gilead Sciences, Inc.              CV 1%
                                05/01/2014  375558AN3  51,648,290.00    42,076,000    42,076,000             23,176,000  18,900,000
GlaxoSmithKline plc              Spon ADR   37733W105  22,004,183.73       489,963       489,322                445,347      44,570
Global Geophysical Services         COM     37946S107   6,512,248.27       613,784       613,784                613,784
Global Payments, Inc.               COM     37940X102  60,556,273.81     1,279,448     1,279,448              1,161,948     117,500
Goldman Sachs Group, Inc.           COM     38141G104 207,995,550.23     1,672,489     1,671,082              1,644,996      27,376
Goodrich (B.F.) Co.                 COM     382388106  11,967,352.32        95,403        95,403                 83,134      12,269
Google, Inc.                        COM     38259P508  44,629,662.76        69,599        69,599                 63,453       6,146
Great Plains Energy Inc.            COM     391164100     214,862.00        10,600        10,600                 10,600
Greenway Medical
   Technologies, Inc.               COM     39679B103   7,239,098.63       473,763       473,763                473,763
Greif, Inc.                         COM     397624107 186,433,365.58     3,333,930     3,333,759              3,045,009     288,750
Guess, Inc.                         COM     401617105 111,198,218.73     3,558,343     3,557,984              3,438,284     119,700
GulfMark Offshore, Inc.             COM     402629208 149,836,677.68     3,260,154     3,260,154              2,934,875     325,279
Haemonetics Corp.                   COM     405024100  48,235,074.16       692,237       692,237                606,537      85,700
Hain Celestial Group, Inc.
   (The)                            COM     405217100  19,858,109.18       453,278       453,278                441,365      11,913
Halliburton Co.                     COM     406216101 223,944,612.61     6,747,260     6,745,929              6,212,045     534,782
Hancock Holding Co.                 COM     410120109  98,010,866.76     2,760,092     2,759,829              2,612,229     147,600
Hanesbrands, Inc.                   COM     410345102   8,780,824.08       297,252       297,252                297,252
Hanger Orthopedic Group, Inc.       COM     41043F208  15,647,388.00       715,800       715,800                584,700     131,100
Harley-Davidson, Inc.               COM     412822108  11,835,740.16       241,152       241,152                241,152
Harman Int'l Industries, Inc.       COM     413086109 145,030,065.43     3,098,271     3,098,016              2,978,716     119,300
Hartford Financial Services
   Group, Inc. (The)                COM     416515104     238,204.00        11,300        11,300                 11,300
Hartford Financial Services     CVPFD 7.25%
   Group, Inc. (The)            04/01/2013  416515708  20,368,357.80       950,460       950,460                797,260     153,200
Haverty Furniture Companies,
   Inc.                             COM     419596101     333,000.00        30,000        30,000                 30,000
Haynes International, Inc.          COM     420877201     266,070.00         4,200         4,200                  4,200
Health Care REIT, Inc.             CV 3%
                                12/01/2029  42217KAR7  15,814,845.00    13,782,000    13,782,000              7,357,000   6,425,000<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Health Care REIT, Inc.           CV 4.75%
                                07/15/2027  42217KAQ9   7,168,000.00     6,400,000     6,400,000              6,400,000
HealthStream, Inc.                  COM     42222N103  33,697,922.36     1,453,123     1,453,123              1,419,672      33,451
Heartland Express, Inc.             COM     422347104  53,512,772.66     3,700,745     3,700,745              3,237,713     463,032
HeartWare International, Inc.     CV 3.5%
                                12/15/2017  422368AA8   7,267,221.25     7,013,000     7,013,000              2,478,000   4,535,000
H^E Equipment Services, Inc.        COM     404030108   8,555,624.00       452,200       452,200                372,100      80,100
HEICO Corp.                         COM     422806109  10,719,267.33       207,778       207,778                169,745      38,033
HEICO Corp.                       Class A   422806208   9,139,264.35       227,628       227,628                185,892      41,736
Helix Energy Solutions, Inc.        COM     42330P107  46,627,918.76     2,619,546     2,619,546              2,300,746     318,800
Herbalife Ltd.                      COM     G4412G101     234,056.82         3,401         3,401                  3,401
Herman Miller, Inc.                 COM     600544100  22,829,656.08       994,323       994,323                812,323     182,000
Hertz Global Holdings, Inc.         COM     42805T105 147,610,513.36     9,815,171     9,801,191              9,683,367     130,876
Hertz Global Holdings, Inc.      CV 5.25%
                                06/01/2014  42805TAA3   8,536,125.00     4,420,000     4,420,000              1,250,000   3,170,000
Hess Corp.                          COM     42809H107 104,679,979.38     1,775,630     1,774,419              1,742,621      32,902
Hewlett-Packard Co.                 COM     428236103  55,747,839.45     2,339,279     2,337,178              2,312,194      26,890
Hexcel Corp.                        COM     428291108 106,227,851.16     4,424,317     4,424,317              4,044,116     380,201
Hibbett Sports Inc.                 COM     428567101  38,105,247.90       698,538       698,538                682,153      16,385
Hill-Rom Holdings, Inc.             COM     431475102  64,534,756.00     1,931,600     1,931,600              1,644,900     286,700
HiSoft Technology
   International Ltd.            Spon ADR   43358R108   4,996,117.62       332,631       332,631                332,631
Hitachi, Ltd.                    Spon ADR   433578507   8,641,228.94       133,586       132,964                132,964         577
Hittite Microwave Corp.             COM     43365Y104  54,329,551.60     1,000,360     1,000,360                870,060     130,300
H.J. Heinz Co.                      COM     423074103   3,255,840.00        60,800        60,800                 60,800
Hologic, Inc.                    CV Step%
                                03/01/2042  436440AC5   7,312,847.50     7,322,000     7,322,000              7,322,000
Hologic, Inc.                    CV Step%
                                12/15/2037  436440AB7  10,570,200.00     8,920,000     8,920,000              4,260,000   4,660,000
Home Bancshares, Inc.               COM     436893200   4,957,735.70       186,311       186,311                186,311
Home Depot, Inc. (The)              COM     437076102 234,987,646.12     4,670,794     4,670,531              4,354,338     316,193
Home Loan Servicing Solutions
   Ltd.                             COM     G6648D109   7,945,800.00       570,000       570,000                465,000     105,000
Honda Motor Co., Ltd.            Spon ADR   438128308  15,389,463.01       400,456       399,147                399,147       1,216
Honeywell International, Inc.       COM     438516106  62,626,860.45     1,025,829     1,025,829              1,002,216      23,613
Hornbeck Offshore Services,
   Inc.                             COM     440543106  18,779,004.00       446,800       446,800                365,000      81,800
Hornbeck Offshore Services,      CV Step%
   Inc.                         11/15/2026  440543AE6  23,835,816.00    22,005,000    22,005,000             15,930,000   6,075,000
Horsehead Holding Corp.             COM     440694305     227,800.00        20,000        20,000                 20,000
Host Hotels & Resorts, Inc.         COM     44107P104  85,986,581.18     5,236,698     5,236,698              5,060,330     176,368
H^R Block, Inc.                     COM     093671105     291,519.00        17,700        17,700                 17,700
HSBC Holdings plc                Spon ADR   404280406   9,029,507.42       203,413       202,439                202,439         902
HSN, Inc.                           COM     404303109  25,880,838.14       680,626       676,471                664,629      15,714
HUB Group, Inc.                   Class A   443320106  41,225,381.88     1,144,196     1,144,196                999,697     144,499
Human Genome Sciences, Inc.         COM     444903108   4,803,730.48       582,977       582,977                541,016      41,961
Human Genome Sciences, Inc.       CV 2.25%
                                08/15/2012  444903AM0   1,512,257.50     1,501,000     1,501,000              1,501,000<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Human Genome Sciences, Inc.        CV 3%
                                11/15/2018  444903AN8  24,652,387.50    24,870,000    24,870,000             21,045,000   3,825,000
Huntington Bancshares, Inc.         COM     446150104  10,403,850.00     1,613,000     1,613,000              1,613,000
Hyatt Hotels Corp.                  COM     448579102  41,417,760.46       969,572       967,661                926,551      42,908
IBERIABANK Corp.                    COM     450828108  74,568,299.54     1,394,582     1,394,582              1,199,220     195,362
ICU Medical, Inc.                   COM     44930G107   9,807,420.00       199,500       199,500                163,800      35,700
IDEX Corp.                          COM     45167R104  71,804,265.50     1,704,350     1,704,164              1,588,388     115,776
IDEXX Laboratories, Inc.            COM     45168D104   7,886,853.15        90,187        90,187                 90,187
II-VI, Inc.                         COM     902104108  55,224,358.20     2,335,068     2,335,068              2,032,966     302,102
IMAX Corp.                          COM     45245E109  31,578,972.88     1,292,102     1,292,102              1,257,979      34,123
Imperial Oil Ltd.                   COM     453038408  75,235,286.68     1,657,530     1,657,464              1,484,282     173,182
Imperva, Inc.                       COM     45321L100  32,369,180.84       826,799       826,799                808,652      18,147
Incyte Corp.                        COM     45337C102  25,208,000.20     1,306,114     1,306,114              1,271,805      34,309
Incyte Corp.                     CV 4.75%
                                10/01/2015  45337CAJ1  24,293,043.74    10,545,000    10,545,000              7,790,000   2,755,000
Informatica Corp.                   COM     45666Q102  24,730,538.40       467,496       467,496                467,496
Ingersoll-Rand Company Ltd.       CV 4.5%
                                04/15/2012  45687AAD4  14,637,802.50     6,306,000     6,306,000              6,306,000
ING Groep N.V.                   Spon ADR   456837103   9,079,246.88     1,091,224     1,086,207              1,086,207       4,665
Ingles Markets, Inc.                COM     457030104   9,994,824.00       566,600       566,600                566,600
Innospec, Inc.                      COM     45768S105  11,416,014.12       375,774       375,774                307,081      68,693
Inphi Corp.                         COM     45772F107   6,671,420.57       470,481       470,481                470,481
Insulet Corp.                       COM     45784P101  20,899,214.85     1,091,913     1,091,913              1,066,111      25,802
Intel Corp.                         COM     458140100 192,865,960.66     6,861,261     6,857,519              6,493,111     367,730
Intel Corp.                      CV 2.95%
                                12/15/2035  458140AD2  64,030,890.00    55,438,000    55,438,000             46,013,000   9,425,000
IntercontinentalExchange, Inc.      COM     45865V100     236,224.98         1,719         1,719                  1,719
Intermune, Inc.                    CV 5%
                                03/01/2015  45884XAD5     551,662.50       470,000       470,000                170,000     300,000
International Game Technology    CV 3.25%
                                05/01/2014  459902AQ5  24,338,503.75    21,373,000    21,373,000             16,380,000   4,993,000
International Paper Co.             COM     460146103 267,368,662.83     7,617,337     7,613,974              7,150,763     465,893
Interpublic Group of Co.,
   Inc. (The)                       COM     460690100 355,474,351.02    31,154,632    31,152,182             29,598,888   1,553,294
Int'l Business Machines Corp.       COM     459200101  19,861,184.85        95,189        95,189                 86,989       8,200
Int'l Flavors & Fragrances
   Inc.                             COM     459506101  14,878,540.00       253,900       253,900                249,700       4,200
Intuit, Inc.                        COM     461202103  49,061,269.58       815,920       815,852                786,752      29,100
Intuitive Surgical, Inc.            COM     46120E602   6,083,310.75        11,229        11,229                 11,229
Invesco Ltd.                        COM     G491BT108   9,367,517.46       351,238       351,238                351,238
IPC The Hospitalist Co.             COM     44984A105  58,155,396.00     1,575,600     1,575,600              1,337,900     237,700
IPG Photonics Corp.                 COM     44980X109  47,368,466.85       910,057       910,057                888,474      21,583
ITC Holdings Corp.                  COM     465685105  36,671,450.54       476,624       476,624                432,624      44,000
Itron, Inc.                         COM     465741106  17,692,053.87       389,607       389,607                318,007      71,600
IXIA                               CV 3%
                                12/15/2015  45071RAB5  10,868,000.01    10,450,000    10,450,000              3,950,000   6,500,000
Jabil Circuit, Inc.                 COM     466313103  22,989,195.99       915,175       915,175                834,577      80,598<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Jack Henry & Assoc., Inc.           COM     426281101  72,818,221.60     2,134,180     2,134,180              1,863,130     271,050
Jacobs Engineering Group, Inc.      COM     469814107 268,055,586.98     6,041,370     6,040,966              5,554,032     486,934
Janus Capital Group, Inc.        CV 3.25%
                                07/15/2014  47102XAG0   5,326,825.00     4,990,000     4,990,000              4,990,000
Jarden Corp.                        COM     471109108  15,175,439.90       377,217       377,217                342,315      34,902
J.B. Hunt Transport Services,
   Inc.                             COM     445658107     240,152.29         4,417         4,417                  4,417
J.C. Penney Company, Inc.           COM     708160106  42,416,973.15     1,197,205     1,197,205              1,081,440     115,765
Jefferies & Co., Inc.            CV 3.875%
                                11/01/2029  472319AG7  13,072,040.00    13,688,000    13,688,000             13,688,000
Jive Software, Inc.                 COM     47760A108  40,456,666.88     1,489,568     1,489,568              1,450,371      39,197
J & J Snack Foods Corp.             COM     466032109  23,037,861.46       439,151       439,151                358,717      80,434
Johnson & Johnson, Inc.             COM     478160104 200,021,390.80     3,032,502     3,029,457              2,974,402      57,829
John Wiley & Sons, Inc.             COM     968223206  22,996,487.39       483,221       483,221                391,421      91,800
Jones Lang LaSalle, Inc.            COM     48020Q107 139,730,031.34     1,677,230     1,677,069              1,564,060     113,009
Jos. A. Bank Clothiers, Inc.        COM     480838101  42,620,646.80       845,480       845,480                736,580     108,900
Joy Global, Inc.                    COM     481165108  29,371,114.50       399,607       399,607                399,607
JPMorgan Chase & Co.                COM     46625H100 735,633,611.55    16,000,277    15,990,399             15,103,921     895,248
Kadant, Inc.                        COM     48282T104   6,462,580.39       271,309       271,309                223,509      47,800
Kaman Corp.                         COM     483548103  16,731,918.00       492,840       492,840                404,940      87,900
Kansas City Southern                COM     485170302  87,052,665.19     1,214,293     1,214,215              1,146,715      67,500
KB Financial Group, Inc.         Spon ADR   48241A105   8,813,011.00       240,136       239,040                239,040       1,012
Kellogg Co.                         COM     487836108  14,821,937.62       276,374       276,374                248,832      27,542
KEMET Corp.                         COM     488360207     599,976.00        64,100        64,100                 64,100
Kennametal, Inc.                    COM     489170100 133,406,981.69     2,995,890     2,995,702              2,782,802     212,900
KeyCorp                             COM     493267108   6,961,359.70       819,185       814,533                800,639      18,176
KeyCorp                         CVPFD 7.75%
                                12/31/2049  493267405     889,045.96         7,916         7,916                  7,916
Key Energy Services, Inc.           COM     492914106 103,308,773.40     6,686,652     6,686,652              5,946,032     740,620
Kimberly-Clark Corp.                COM     494368103     327,332.70         4,430         4,430                  4,430
Kimco Realty Corp.                  COM     49446R109     225,342.00        11,700        11,700                 11,700
Kirby Corp.                         COM     497266106  61,942,271.84       941,515       941,515                832,388     109,127
KMG Chemicals, Inc.                 COM     482564101   7,244,205.06       401,341       401,341                330,348      70,993
Knight Transportation, Inc.         COM     499064103  80,610,111.94     4,564,559     4,564,325              4,156,505     407,820
Kodiak Oil and Gas Corp.            COM     50015Q100  18,475,252.20     1,854,945     1,854,945              1,812,728      42,217
Kohl's Corp.                        COM     500255104  11,470,177.98       229,266       229,266                229,266
Koppers Holdings, Inc.              COM     50060P106  72,176,685.14     1,871,802     1,871,802              1,652,144     219,658
Korn/Ferry International, Inc.      COM     500643200  39,277,661.25     2,344,935     2,344,935              2,056,335     288,600
Kraft Foods, Inc.                   COM     50075N104  29,024,397.99       763,599       763,599                763,599
Kroger Co.                          COM     501044101   5,372,061.66       221,731       220,533                216,885       4,740
Kronos Worldwide, Inc.              COM     50105F105  22,124,523.40       887,110       887,110                724,697     162,413
L-3 Communications Hldgs, Inc.     CV 3%
                                 8/1/2035   502413AW7  20,803,331.25    21,255,000    21,255,000             12,455,000   8,800,000<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Laboratory Corp. of America
   Holdings                         COM     50540R409   5,027,926.04        54,926        54,926                 54,926
Laboratory Corp. of America        CV 0%
   Holdings                     09/11/2021  50540RAG7   7,319,663.73     5,957,000     5,957,000              2,932,000   3,025,000
Lam Research Corp.                  COM     512807108 187,480,746.36     4,201,720     4,201,524              3,812,782     388,742
Lasalle Hotel Properties            COM     517942108  12,536,370.00       445,500       445,500                363,700      81,800
Las Vegas Sands Corp.               COM     517834107   2,226,462.18        38,674        38,674                 38,674
Lattice Semiconductor Corp.         COM     518415104   6,430,643.00     1,000,100     1,000,100                823,100     177,000
Lazard Ltd.                         COM     G54050102 183,055,719.81     6,409,514     6,409,514              6,040,257     369,257
Lear Corp.                          COM     521865204  16,015,619.04       344,496       344,394                338,894       5,500
Lender Processing Services,
   Inc.                             COM     52602E102  14,078,870.00       541,495       541,495                492,395      49,100
Lennox International Inc.           COM     526107107   6,545,526.00       162,420       162,420                162,420
Liberty Media (VIA)              CV 3.25%
                                03/15/2031  530715AR2  31,600,530.00    36,012,000    36,012,000             34,187,000   1,825,000
LifePoint Hospitals, Inc.         CV 3.5%
                                05/15/2014  53219LAH2   3,473,400.00     3,308,000     3,308,000              3,308,000
Life Time Fitness Inc.              COM     53217R207  11,939,577.00       236,100       236,100                192,820      43,280
Limited Brands, Inc.                COM     532716107  12,734,208.00       265,296       265,296                265,296
Lincoln National Corp.              COM     534187109  14,911,693.84       565,694       565,541                556,341       9,200
Linear Technology Corp.            CV 3%
                                05/01/2027  535678AC0   6,071,568.75     5,681,000     5,681,000              2,684,000   2,997,000
LinkedIn Corp.                    Class A   53578A108     275,373.00         2,700         2,700                  2,700
Liquidity Services, Inc.            COM     53635B107   3,214,982.40        71,763        71,763                 71,763
Lithia Motors, Inc.               Class A   536797103   8,179,640.00       312,200       312,200                257,100      55,100
Littelfuse, Inc.                    COM     537008104  96,036,398.70     1,531,681     1,531,681              1,335,967     195,714
LivePerson, Inc.                    COM     538146101  46,810,604.10     2,791,330     2,791,330              2,728,473      62,857
Lockheed Martin Corp.               COM     539830109     323,496.00         3,600         3,600                  3,600
Lone Pine Resources, Inc.           COM     54222A106   9,971,650.00     1,534,100     1,534,100              1,253,200     280,900
Lorillard, Inc.                     COM     544147101     362,544.00         2,800         2,800                  2,800
LPL Investment Holdings, Inc.       COM     50213H100  63,596,090.34     1,676,228     1,676,057              1,613,357      62,700
LSB Industries, Inc.                COM     502160104   8,033,088.02       206,400       206,400                169,900      36,500
Lufkin Industries, Inc.             COM     549764108  84,399,579.80     1,046,492     1,046,492                953,963      92,529
Lululemon Athletica, Inc.           COM     550021109   7,256,879.64        97,173        97,173                 97,173
Lumber Liquidators Holdings,
   Inc.                             COM     55003T107   3,470,352.66       138,206       138,206                138,206
LyondellBasell Industries N.V.    Class A   N53745100  36,742,474.80       841,752       841,752                834,269       7,483
Macy's, Inc.                        COM     55616P104 148,297,548.85     3,732,634     3,732,137              3,622,549     109,588
Magnum Hunter Resources Corp.       COM     55973B102   2,801,836.64       437,104       437,104                437,104
MAKO Surgical Corp.                 COM     560879108  19,799,625.30       469,742       469,742                460,171       9,571
Manpower, Inc.                      COM     56418H100 126,114,666.81     2,662,332     2,662,076              2,567,095      94,981
Marathon Oil Corp.                  COM     565849106  17,773,663.78       560,552       558,484                551,666       8,720
Marathon Petroleum Corp.            COM     56585A102  14,663,271.55       338,221       337,011                318,683      19,428
Marcus Corp. (The)                  COM     566330106   4,075,010.10       324,702       324,702                267,702      57,000
MarketAxess Holdings, Inc.          COM     57060D108  33,456,364.26       897,194       897,194                876,091      21,103<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Marlin Business Services Corp.      COM     571157106   7,544,909.39       500,990       500,990                412,290      88,700
Marriott International, Inc.      Class A   571903202  61,207,232.78     1,617,265     1,614,714              1,592,352      24,795
Marsh & McLennan Cos.               COM     571748102 188,711,532.47     5,755,155     5,754,794              5,322,367     432,427
Marten Transport Ltd.               COM     573075108   7,810,043.37       353,876       353,876                291,276      62,600
Masimo Corp.                        COM     574795100  11,184,781.58       478,391       478,391                390,791      87,600
Mastercard, Inc.                    COM     57636Q104   9,915,912.66        23,579        23,579                 21,049       2,530
Materion Corp.                      COM     576690101  24,052,296.31       837,184       837,184                818,306      18,878
Mattel, Inc.                        COM     577081102     262,548.00         7,800         7,800                  7,800
MAXIMUS, Inc.                       COM     577933104  82,587,592.92     2,030,676     2,030,676              1,771,326     259,350
MaxLinear, Inc.                     COM     57776J100   1,760,816.25       316,125       316,125                316,125
Maxwell Technologies, Inc.          COM     577767106  36,196,654.26     1,974,722     1,974,722              1,933,325      41,397
McDonald's Corp.                    COM     580135101  11,919,150.00       121,500       121,500                121,500
McGrath RentCorp.                   COM     580589109  10,011,897.97       311,800       311,800                256,700      55,100
McKesson Corp.                      COM     58155Q103 276,456,197.79     3,149,806     3,149,000              2,963,798     185,736
McMoRan Exploration Co.             COM     582411104   8,313,354.30       776,949       776,949                759,194      17,755
Measurement Specialties, Inc.       COM     583421102   3,875,499.99       115,000       115,000                 94,800      20,200
Medivation, Inc.                    COM     58501N101  16,044,177.28       214,724       214,724                209,088       5,636
Medivation, Inc.                 CV 2.625%
                                04/01/2017  58501NAA9  14,641,005.00    13,796,000    13,796,000             11,071,000   2,725,000
MEDNAX, Inc.                        COM     58502B106 155,330,818.22     2,088,622     2,088,622              1,871,157     217,465
Medtronic, Inc.                     COM     585055106     340,953.00         8,700         8,700                  8,700
Medtronic, Inc.                  CV 1.625%
                                04/15/2013  585055AM8  29,272,600.00    28,840,000    28,840,000             24,115,000   4,725,000
Men's Wearhouse, Inc.               COM     587118100  72,272,513.94     1,864,135     1,864,135              1,647,735     216,400
MercadoLibre, Inc.                  COM     58733R102  47,312,562.22       483,818       483,818                471,168      12,650
Merck & Co., Inc.                   COM     58933Y105 120,751,793.38     3,144,599     3,140,749              3,086,077      58,186
Mercury Computer Systems, Inc.      COM     589378108   3,019,675.00       227,900       227,900                188,300      39,600
Merit Medical Systems, Inc.         COM     589889104   4,531,747.93       364,875       364,875                300,400      64,475
Meritor, Inc.                    CV Step%
                                03/01/2026  043353AF8  36,825,697.50    40,137,000    40,137,000             36,887,000   3,250,000
Metalico, Inc.                      COM     591176102     213,500.00        50,000        50,000                 50,000
Methode Electronics, Inc.           COM     591520200   5,793,504.01       624,300       624,300                513,600     110,700
MetLife, Inc.                       COM     59156R108  72,621,635.25     1,944,307     1,942,686              1,910,421      33,739
MetLife, Inc.                    CVPFD 5%
                                9/11/2013   59156R116  89,034,712.00     1,258,975     1,258,975              1,040,725     218,250
Metropolitan Health Networks,
   Inc.                             COM     592142103   4,104,997.02       438,100       438,100                360,700      77,400
MGM Resorts International        CV 4.25%
                                04/15/2015  55303QAE0   8,017,743.75     7,555,000     7,555,000              2,680,000   4,875,000
MGM Resorts International           COM     552953101  15,916,045.98     1,168,579     1,168,579              1,081,049      87,530
Michael Baker Corp.                 COM     057149106   1,502,550.00        63,000        63,000                 63,000
Michael Kors Holdings Ltd.          COM     G60754101   2,398,266.84        51,476        51,476                 51,476
Microchip Technology Inc.           COM     595017104   1,639,831.60        44,000        44,000                 44,000
Micron Technology, Inc.             COM     595112103  71,552,921.40     8,833,694     8,832,722              8,638,696     194,026<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Microsoft Corp.                     COM     594918104 227,977,721.20     7,069,121     7,065,897              6,660,534     408,169
MICROS Systems, Inc.                COM     594901100   9,538,962.54       172,526       172,526                172,526
Mid-America Apartment
   Communities, Inc.                COM     59522J103  25,518,321.00       380,700       380,700                311,100      69,600
Middleby Corp.                      COM     596278101  69,295,753.68       684,876       684,876                620,033      64,843
MidSouth Bancorp, Inc.              COM     598039105   6,217,280.81       457,153       457,153                376,253      80,900
Mitek Systems, Inc.                 COM     606710200   5,583,880.40       481,369       481,369                481,369
MModal, Inc.                        COM     60689B107   2,439,476.49       231,230       231,230                231,230
Mobile Mini, Inc.                   COM     60740F105   8,929,535.99       422,800       422,800                348,300      74,500
Mohawk Industries, Inc.             COM     608190104  30,212,899.06       454,261       454,261                413,161      41,100
Molson Coors Brewing Co.          CV 2.5%
                                07/30/2013  60871RAA8  39,972,450.00    38,069,000    38,069,000             33,087,000   4,982,000
Molycorp, Inc.                    CV 5.5%
                                03/01/2014  608753208   4,382,126.39        61,109        61,109                 57,609       3,500
Monolithic Power Systems, Inc.      COM     609839105   2,175,502.00       110,600       110,600                110,600
Monro Muffler Brake, Inc.           COM     610236101  19,925,157.60       480,240       480,240                467,236      13,004
Monsanto Co.                        COM     61166W101  63,947,181.20       801,745       801,745                784,050      17,695
Monster Beverage Corp.              COM     611740101  10,089,500.82       162,498       162,498                133,398      29,100
Monster Worldwide, Inc.             COM     611742107  18,473,763.75     1,894,745     1,894,745              1,761,145     133,600
Moody's Corp.                       COM     615369105  11,380,724.60       270,326       270,326                270,326
Moog, Inc.                          COM     615394202  55,533,758.21     1,294,795     1,294,795              1,129,757     165,038
Morgan Stanley                      COM     617446448 222,574,441.53    11,332,878    11,329,320             10,493,776     838,528
Mosaic Co.                          COM     61945C103  47,595,661.41       860,781       859,405                830,603      30,054
M^T Bank Corp.                      COM     55261F104 136,889,431.21     1,575,615     1,575,466              1,406,175     169,291
Multi-Color Corp.                   COM     625383104  11,821,171.47       525,152       525,152                432,752      92,400
MWI Veterinary Supply, Inc.         COM     55402X105   3,285,039.99        37,330        37,330                 37,330
Mylan Laboratories, Inc.            COM     628530107 112,628,262.95     4,802,911     4,802,194              4,743,594      58,600
Mylan Laboratories, Inc.         CV 3.75%
                                09/15/2015  628530AJ6  23,966,287.50    12,765,000    12,765,000              6,115,000   6,650,000
MYR Group, Inc.                     COM     55405W104   9,637,327.41       539,604       539,604                487,204      52,400
Nabors Industeries Ltd.             COM     G6359F103   3,718,863.72       212,628       212,628                212,628
NASDAQ OMX Group, Inc. (The)        COM     631103108  12,667,560.50       489,095       488,943                480,943       8,000
Nash Finch Co.                      COM     631158102   5,703,893.98       200,700       200,700                165,200      35,500
Nash Finch Co.                   CV Step%
                                03/15/2035  631158AD4  16,533,806.25    35,085,000    35,085,000             23,295,000  11,790,000
National Grid plc                Spon ADR   636274300   9,575,526.99       189,689       189,146                189,146         475
National Instruments Corp.          COM     636518102  14,116,886.64       494,982       494,982                404,311      90,671
National Oilwell Varco, Inc.        COM     637071101   8,968,745.79       112,857       112,857                100,995      11,862
Navigators Group, Inc. (The)        COM     638904102  59,545,122.44     1,260,481     1,260,481              1,099,281     161,200
Navistar International Corp.       CV 3%
                                10/15/2014  63934EAL2   3,189,600.00     2,880,000     2,880,000                260,000   2,620,000
NCR Corp.                           COM     62886E108  13,114,034.05       604,055       604,055                604,055
Neenah Paper, Inc.                  COM     640079109   5,530,896.52       185,975       185,975                153,175      32,800
NeoPhotonics Corp.                  COM     64051T100     128,235.03        27,111        27,111                 27,111<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
NetApp, Inc.                        COM     64110D104   1,332,444.74        29,762        29,762                 29,762
NetApp, Inc.                     CV 1.75%
                                06/01/2013  64110DAB0  91,792,682.50    63,142,000    63,142,000             49,012,000  14,130,000
NetQin Mobile, Inc.                 ADR     64118U108   4,533,108.17       426,044       426,044                426,044
Netsuite, Inc.                      COM     64118Q107  41,724,858.65       829,685       829,685                807,972      21,713
Newmont Mining Corp.                COM     651639106   2,794,984.05        54,515        54,515                 47,774       6,741
Newmont Mining Corp.             CV 1.25%
                                07/15/2014  651639AH9  43,028,975.00    34,015,000    34,015,000             33,190,000     825,000
Newmont Mining Corp.             CV 1.625%
                                07/15/2017  651639AJ5  36,607,560.00    27,733,000    27,733,000             23,208,000   4,525,000
News Corp.                          COM     65248E104  73,046,946.50     3,709,850     3,709,850              3,709,850
NextEra Energy, Inc.                COM     65339F101 130,026,175.38     2,128,805     2,127,892              1,971,859     156,819
NIC Inc.                            COM     62914B100  19,014,733.25     1,567,579     1,567,579              1,325,709     241,870
Nike, Inc.                          COM     654106103   3,011,595.68        27,772        27,772                 27,772
Nippon Telegraph & Telephone
   Corp.                         Spon ADR   654624105   2,961,818.90       130,929       130,129                130,129         755
NJ Resources Corp.                  COM     646025106  45,158,101.26     1,013,195     1,013,195                885,945     127,250
Noble Energy, Inc.                  COM     655044105   5,455,341.76        55,792        55,792                 50,498       5,294
Nordson Corp.                       COM     655663102  59,954,949.37     1,099,889     1,099,889              1,056,089      43,800
Nordstrom, Inc.                     COM     655664100   1,562,611.68        28,044        28,044                 28,044
Northeast Utility Service Co.       COM     664397106  12,718,462.72       342,631       342,525                336,813       5,712
Northrim BanCorp, Inc.              COM     666762109   5,305,949.62       246,559       246,559                203,103      43,456
Novo Nordisk A/S                 Spon ADR   670100205     732,527.51         5,281         5,281                  5,281
Nuance Communications, Inc.         COM     67020Y100  68,979,820.97     2,696,631     2,696,631              2,500,831     195,800
Nuance Communications, Inc.      CV 2.75%
                                08/15/2027  67020YAB6  14,903,288.74    10,199,000    10,199,000              6,704,000   3,495,000
Nucor Corp.                         COM     670346105   3,718,181.50        86,570        86,570                 86,570
NuVasive, Inc.                   CV 2.75%
                                07/01/2017  670704AC9  43,762,512.50    51,035,000    51,035,000             38,260,000  12,775,000
NV Energy, Inc.                     COM     67073Y106  52,223,673.87     3,239,682     3,239,515              2,973,915     265,600
NVIDIA Corp.                        COM     67066G104   5,318,337.69       345,571       345,571                345,571
NxStage Medical, Inc.               COM     67072V103   2,931,390.94       152,122       152,122                152,122
Occidental Petroleum Corp.          COM     674599105 119,698,103.90     1,256,878     1,256,209              1,239,840      16,983
Oceaneering International,
   Inc.                             COM     675232102     220,463.99         4,091         4,091                  4,091
Ocean Rig UDW, Inc.                 COM     Y64354205   3,899,353.90       230,731       230,731                230,731
Ocwen Financial Corp.               COM     675746309  63,759,099.51     4,079,277     4,079,277              3,703,313     375,964
Old Republic Int'l Corp.           CV 8%
                                05/15/2012  680223AF1   1,968,600.00     1,930,000     1,930,000                680,000   1,250,000
Olin Corp.                          COM     680665205  58,145,036.25     2,673,335     2,673,335              2,334,065     339,270
Omnicare, Inc.                   CV 3.75%
                                12/15/2025  681904AN8  10,217,075.00     7,010,000     7,010,000              2,315,000   4,695,000
Omnicom Group, Inc.                CV 0%
                                07/01/2038  682134AA9  41,972,656.25    38,375,000    38,375,000             24,580,000  13,795,000
Omnicom Group, Inc.                 COM     681919106 326,885,138.55     6,453,848     6,451,425              6,201,276     252,019
ON Semiconductor Corp.           CV 2.625%
                                12/15/2026  682189AG0  45,207,678.75    40,319,000    40,319,000             24,689,000  15,630,000
ON Semiconductor Corp.           CV 2.625%
                                12/15/2026  682189AH8  11,858,000.00     9,800,000     9,800,000              9,800,000
Onyx Pharmaceuticals, Inc.          COM     683399109  44,793,343.44     1,188,783     1,188,681              1,166,474      22,207<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Oplink Communications, Inc.         COM     68375Q403   5,479,848.89       320,459       320,459                320,459
Optimer Pharmaceuticals, Inc.       COM     68401H104   5,399,065.81       388,422       388,422                388,422
Oracle Corp.                        COM     68389X105  55,788,843.40     1,913,193     1,911,843              1,857,061      56,014
OraSure Technologies, Inc.          COM     68554V108   7,529,247.62       655,287       655,287                655,287
Orient-Express Hotels Ltd.          COM     G67743107  55,465,376.40     5,437,782     5,437,782              4,738,532     699,250
ORIX Corp.                       Spon ADR   686330101   9,015,570.71       186,851       186,001                186,001         784
Overhill Farms, Inc.                COM     690212105   9,728,887.47     2,161,975     2,161,975              1,797,461     364,514
Oxford Industries, Inc.             COM     691497309     457,380.00         9,000         9,000                  9,000
Paccar, Inc.                        COM     693718108   9,239,043.87       197,289       197,289                172,357      24,932
Pacific Gas & Electric Co.          COM     69331C108  32,308,962.14       744,318       743,087                727,489      16,686
PacWest Bancorp                     COM     695263103  62,566,838.10     2,574,767     2,574,767              2,232,281     342,486
Pall Corp.                          COM     696429307  89,320,194.38     1,497,907     1,497,781              1,466,981      30,800
Panera Bread Co.                  Class A   69840W108     235,265.04         1,462         1,462                  1,462
Parametric Technology Corp.         COM     699173209  24,375,275.10       872,415       872,415                849,460      22,955
PAREXEL International Corp.         COM     699462107  66,932,527.80     2,481,740     2,481,740              2,161,740     320,000
Parker Hannifin Corp.               COM     701094104 110,409,448.42     1,305,848     1,305,735              1,215,439      90,296
Par Pharmaceutical Cos., Inc.       COM     69888P106 107,851,043.70     2,784,690     2,784,536              2,518,536     266,000
PartnerRe Ltd.                      COM     G6852T105  81,770,246.30     1,204,452     1,204,293              1,156,290      48,003
Pebblebrook Hotel Trust             COM     70509V100  89,679,292.50     3,971,625     3,971,625              3,407,325     564,300
Peet's Coffee & Tea, Inc.           COM     705560100  28,613,656.49       388,245       388,245                380,373       7,872
Penn National Gaming, Inc.          COM     707569109   7,977,088.00       185,600       185,600                149,600      36,000
Penske Auto Group                   COM     70959W103 115,715,828.71     4,698,166     4,698,166              4,247,866     450,300
People United Financial, Inc.       COM     712704105  53,116,139.32     4,011,793     4,011,793              3,506,565     505,228
PepsiCo, Inc.                       COM     713448108  66,647,826.98     1,004,532     1,003,615                970,151      34,306
Pericom Semiconductor Corp.         COM     713831105   5,449,561.57       673,617       673,617                554,632     118,985
PerkinElmer, Inc.                   COM     714046109  70,896,341.70     2,563,136     2,563,136              2,333,136     230,000
Petroleo Brasileiro S.A.         Spon ADR   71654V101   5,428,944.00       212,400       212,400                212,400
PetSmart, Inc.                      COM     716768106  10,595,026.86       185,163       185,111                182,111       3,000
Pfizer, Inc.                        COM     717081103 323,819,588.80    14,291,140    14,278,742             14,104,634     185,418
Pharmacyclics, Inc.                 COM     716933106  29,298,847.84     1,055,434     1,055,434              1,027,602      27,832
Philip Morris Int'l, Inc.           COM     718172109 104,861,977.52     1,183,482     1,182,129              1,177,788       5,591
Pier 1 Imports, Inc.                COM     720279108  56,344,601.34     3,099,263     3,098,707              3,020,106      78,601
Pioneer Natural Resources Co.       COM     723787107   6,148,609.00        55,100        55,100                 55,100
Plum Creek Timber Co., Inc.         COM     729251108   5,652,160.00       136,000       136,000                136,000
PMC-Sierra, Inc.                    COM     69344F106  47,520,982.50     6,572,750     6,572,750              5,785,450     787,300
PMC-Sierra, Inc.                 CV 2.25%
                                10/15/2025  69344FAD8   2,703,750.00     2,625,000     2,625,000                975,000   1,650,000
PNC Financial Services Group        COM     693475105 332,615,972.25     5,157,767     5,155,802              4,814,227     343,263
Polycom, Inc.                       COM     73172K104  26,308,972.00     1,379,600     1,379,600              1,127,100     252,500<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
PolyOne Corp.                       COM     73179P106     324,000.00        22,500        22,500                 22,500
Portfolio Recovery Associates       COM     73640Q105  16,158,300.84       225,297       225,297                184,097      41,200
Post Properties, Inc.               COM     737464107  22,225,698.00       474,300       474,300                387,500      86,800
Potash Corp. - Saskatchewan         COM     73755L107   2,489,830.86        54,494        54,494                 52,236       2,258
Powell Industries, Inc.             COM     739128106   3,524,325.02       102,900       102,900                 84,800      18,100
PPG Industries, Inc.                COM     693506107 107,859,687.16     1,125,884     1,125,852              1,000,320     125,532
PPL Corp.                           COM     69351T106  43,063,331.86     1,523,809     1,521,648              1,496,976      26,360
PPL Corp.                       CVPFD 8.75%
                                05/01/2014  69351T114  49,675,750.00       924,200       924,200                709,700     214,500
PPL Corp.                       CVPFD 9.5%
                                07/01/2013  69351T601  13,048,301.72       240,788       240,788                175,338      65,450
Precision Castparts Corp.           COM     740189105  13,485,508.40        77,996        77,996                 69,889       8,107
Priceline.com, Inc.                 COM     741503403   4,112,710.00         5,732         5,732                  5,732
Procter & Gamble Co.                COM     742718109 188,656,846.76     2,806,960     2,803,190              2,749,672      56,954
Progress Energy, Inc.               COM     743263105  30,201,761.01       568,665       567,318                552,925      15,631
ProLogis LP                      CV 2.25%
                                04/01/2037  74340XAQ4   6,668,174.99     6,635,000     6,635,000              1,775,000   4,860,000
ProLogis LP                      CV 2.625%
                                05/15/2038  74340XAS0   3,268,210.00     3,256,000     3,256,000              3,256,000
ProLogis LP                      CV 3.25%
                                03/15/2015  74340XAT8  23,503,331.25    20,685,000    20,685,000             11,270,000   9,415,000
Protective Life Corp.               COM     743674103     302,124.00        10,200        10,200                 10,200
Proto Labs, Inc.                    COM     743713109  10,196,216.72       299,097       299,097                292,486       6,611
Providence Service Corp.            COM     743815102  10,307,946.00       664,600       664,600                539,700     124,900
Prudential Financial, Inc.          COM     744320102 280,087,481.55     4,418,549     4,416,289              4,091,571     326,664
Prudential plc                   Spon ADR   74435K204  11,799,856.74       491,061       488,763                488,763       2,121
Public Service Enterprise
   Group Inc.                       COM     744573106     278,551.00         9,100         9,100                  9,100
PVH Corp.                           COM     693656100  87,356,074.97       977,903       977,852                911,871      65,981
QEP Resources, Inc.                 COM     74733V100  20,744,636.00       680,152       680,021                668,821      11,200
Quaker Chemical Corp.               COM     747316107   5,838,599.99       148,000       148,000                122,200      25,800
QUALCOMM, Inc.                      COM     747525103 152,761,288.56     2,245,829     2,245,790              2,018,355     227,435
Questar Corp.                       COM     748356102  10,462,032.00       543,200       543,200                534,300       8,900
Quest Diagnostics Inc.              COM     74834L100     256,830.00         4,200         4,200                  4,200
Quiksilver, Inc.                    COM     74838C106  16,867,767.73     4,175,190     4,175,190              3,794,600     380,590
Rackspace Hosting, Inc.             COM     750086100     243,295.90         4,210         4,210                  4,210
Radian Group, Inc.                 CV 3%
                                11/15/2017  750236AK7  11,528,025.00    16,860,000    16,860,000             14,680,000   2,180,000
Ralcorp Holdings, Inc.              COM     751028101  29,021,127.07       391,701       391,701                355,301      36,400
Ralph Lauren Corp.                  COM     751212101   1,101,068.28         6,316         6,316                  6,316
Range Resources Corp.               COM     75281A109 147,022,048.29     2,528,759     2,528,638              2,361,401     167,237
Raymond James Financial, Inc.       COM     754730109 137,094,057.79     3,752,917     3,752,678              3,562,078     190,600
Rayonier TRS Holdings, Inc.      CV 3.75%
                                10/15/2012  75508AAB2   9,908,362.50     8,105,000     8,105,000              4,805,000   3,300,000
Rayonier TRS Holdings, Inc.       CV 4.5%
                                08/15/2015  75508AAC0   4,254,750.00     3,050,000     3,050,000                900,000   2,150,000
Raytheon Co.                        COM     755111507  26,097,598.80       494,460       494,460                494,460<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
RBC Bearings, Inc.                  COM     75524B104  34,623,102.13       750,555       750,555                715,304      35,251
RDA Microelectronics, Inc.       Spon ADR   749394102   7,058,263.90       638,468       638,468                638,468
Red Hat, Inc.                       COM     756577102  15,916,845.52       265,768       265,768                265,768
Red Robin Gourmet Burgers,
   Inc.                             COM     75689M101   7,385,115.83       198,578       198,578                180,504      18,074
Reed Elsevier plc                Spon ADR   758205207   3,563,495.64       100,722       100,116                100,116         570
Regal Beloit Corp.                  COM     758750103  46,460,922.30       708,786       708,786                620,086      88,700
Regions Financial Corp.             COM     7591EP100  53,418,537.93     8,106,971     8,098,488              7,968,750     137,450
Reliance Steel & Aluminum Co.       COM     759509102 327,877,978.44     5,805,205     5,804,941              5,327,741     477,200
RenaissanceRe Holdings Ltd.         COM     G7496G103  28,076,746.09       370,748       370,748                336,948      33,800
Rent-A-Center, Inc.                 COM     76009N100  58,742,510.75     1,556,093     1,556,093              1,352,073     204,020
Republic Services, Inc.             COM     760759100  46,376,572.48     1,517,558     1,517,215              1,492,515      24,700
ResMed, Inc.                        COM     761152107  15,791,465.64       510,892       509,773                476,110      34,693
Responsys, Inc.                     COM     761248103   6,113,797.20       510,760       510,760                510,760
RigNet, Inc.                        COM     766582100     792,057.97        45,183        45,183                 45,183
RLI Corp.                           COM     749607107  14,858,852.40       207,410       207,410                169,410      38,000
Roadrunner Transportation
   Systems, Inc.                    COM     76973Q105   6,676,279.99       384,800       384,800                316,800      68,000
Robbins & Myers, Inc.               COM     770196103  25,613,805.00       492,100       492,100                402,000      90,100
Robert Half Int'l, Inc.             COM     770323103   7,015,904.40       231,548       231,548                231,548
Rock-Tenn Co.                     Class A   772739207  87,273,264.78     1,291,789     1,291,730              1,215,130      76,600
Rockwell Automation Inc.            COM     773903109  25,123,591.90       315,227       315,227                288,954      26,273
Rockwell Collins, Inc.              COM     774341101 218,067,326.30     3,788,522     3,788,229              3,506,471     281,758
Rockwood Holdings, Inc.             COM     774415103  20,025,600.00       384,000       384,000                384,000
Rogers Corp.                        COM     775133101  36,482,156.25       941,475       941,475                823,128     118,347
Roper Industries, Inc.           CV Step%
                                01/15/2034  776696AA4  21,846,000.00    17,600,000    17,600,000             17,600,000
Rosetta Resources, Inc.             COM     777779307  16,246,832.00       333,200       333,200                272,000      61,200
Ross Stores, Inc.                   COM     778296103  14,406,127.40       247,954       247,954                247,954
Rowan Cos., Inc.                    COM     779382100  21,394,555.14       649,698       649,543                638,743      10,800
RSC Holdings, Inc.                  COM     74972L102  64,410,641.10     2,851,290     2,851,290              2,466,490     384,800
RTI International Metals, Inc.      COM     74973W107  33,416,638.02     1,449,117     1,449,117              1,265,247     183,870
Ruddick Corp.                       COM     781258108  14,524,220.00       362,200       362,200                295,900      66,300
rue21, Inc.                         COM     781295100   2,843,046.00        96,900        96,900                 96,900
Rush Enterprises, Inc.              COM     781846209  14,808,992.36       697,879       697,879                621,267      76,612
Ryder System Inc.                   COM     783549108  85,999,584.00     1,628,780     1,628,780              1,418,480     210,300
Sagent Pharmaceuticals, Inc.        COM     786692103   2,519,276.85       140,978       140,978                140,978
SAIC, Inc.                          COM     78390X101  11,748,000.00       890,000       890,000                890,000
Salesforce.com, Inc.                COM     79466L302     399,562.86         2,586         2,586                  2,586
Salesforce.com, Inc.             CV 0.75%
                                01/15/2015  79466LAB0  28,950,000.00    15,440,000    15,440,000             12,205,000   3,235,000
Sanchez Energy Corp.                COM     79970Y105  37,319,757.50     1,662,350     1,662,350              1,449,050     213,300<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
SanDisk Corp.                       COM     80004C101     667,382.22        13,458        13,458                 13,458
SanDisk Corp.                      CV 1%
                                05/15/2013  80004CAC5     200,500.00       200,000       200,000                            200,000
SanDisk Corp.                     CV 1.5%
                                08/15/2017  80004CAD3  18,253,256.25    15,355,000    15,355,000             10,510,000   4,845,000
Sandy Spring Bancorp, Inc.          COM     800363103   6,295,904.99       346,500       346,500                285,300      61,200
Sanofi CVR                          COM     80105N113      58,050.00        43,000        43,000                 43,000
SAP AG                           Spon ADR   803054204   8,531,910.28       122,201       121,628                121,628         530
Sapient Corp.                       COM     803062108  49,096,724.42     3,943,512     3,943,512              3,573,712     369,800
SBA Communications Corp.        CV 1.875%
                                05/01/2013  78388JAN6  30,019,470.00    23,684,000    23,684,000             16,084,000   7,600,000
SBA Communications Corp.           CV 4%
                                10/01/2014  78388JAM8  80,572,687.50    45,715,000    45,715,000             43,740,000   1,975,000
ScanSource, Inc.                    COM     806037107 137,510,204.91     3,684,625     3,684,625              3,213,569     471,056
SCBT Financial Corp.                COM     78401V102  11,569,134.46       353,688       353,688                290,188      63,500
Schlumberger Ltd.                   COM     806857108 173,543,458.94     2,481,491     2,479,630              2,344,858     136,434
Schweitzer-Mauduit Int'l.,
   Inc.                             COM     808541106  13,828,643.51       200,241       200,241                180,641      19,600
SeaCube Container Leasing Ltd.      COM     G79978105   9,171,452.82       533,224       533,224                439,324      93,900
Seadrill Ltd.                       COM     G7945E105  26,717,062.94       712,250       711,414                711,414         774
Select Comfort Corp.                COM     81616X103  29,477,458.81       910,079       910,079                770,479     139,600
Sempra Energy                       COM     816851109     263,824.00         4,400         4,400                  4,400
Semtech Corp.                       COM     816850101  31,232,032.46     1,097,401     1,097,401                896,552     200,849
Sensient Technologies Corp.         COM     81725T100  23,860,200.00       627,900       627,900                512,900     115,000
ServiceSource International
   Inc.                             COM     81763U100  25,213,545.36     1,628,782     1,628,782              1,590,063      38,719
Shire plc                        Spon ADR   82481R106   8,541,924.65        90,149        89,763                 89,763         355
Shoe Carnival, Inc.                 COM     824889109   8,199,990.03       254,500       254,500                209,300      45,200
Shuffle Master, Inc.                COM     825549108   5,286,353.60       300,361       300,361                300,361
Sigma-Aldrich Corp.                 COM     826552101  36,624,101.30       501,288       501,264                477,964      23,300
Signature Bank                      COM     82669G104 182,181,250.17     2,889,931     2,889,792              2,649,204     240,588
Silgan Holdings, Inc.               COM     827048109  55,631,092.40     1,258,622     1,258,622              1,099,070     159,552
Silicon Laboratories, Inc.          COM     826919102 130,807,247.11     3,042,029     3,042,029              2,694,329     347,700
Siliconware Precision
   Industries Co.                Spon ADR   827084864  53,831,797.23     8,912,586     8,906,177              8,505,777     406,342
Simpson Manufacturing Co.,
   Inc.                             COM     829073105     241,875.00         7,500         7,500                  7,500
SM Energy Co.                       COM     78454L100     212,310.00         3,000         3,000                  3,000
Snap-on, Inc.                       COM     833034101   3,536,260.00        58,000        58,000                 58,000
Solarwinds, Inc.                    COM     83416B109  46,307,299.35     1,198,119     1,198,119              1,166,610      31,509
Sourcefire, Inc.                    COM     83616T108  42,604,627.87       885,199       885,199                867,628      17,571
Southern Co. (The)                  COM     842587107  92,459,909.92     2,057,904     2,055,369              2,046,583      11,106
Southern National Bancorp of
   Virginia, Inc.                   COM     843395104   2,715,797.46       417,815       417,815                345,315      72,500
Southwestern Energy Co.             COM     845467109  21,068,926.20       688,527       688,527                674,291      14,236
Spirit Aerosystems Hldgs, Inc.    Class A   848574109   8,266,966.34       337,979       337,979                337,979
Spirit Airlines, Inc.               COM     848577102  45,454,957.46     2,264,821     2,264,821              2,187,334      77,487<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
SPX Corp.                           COM     784635104  76,910,070.17       992,004       991,940                923,971      67,969
SS^C Technologies Holdings          COM     78467J100  25,369,275.30     1,087,410     1,087,410                888,310     199,100
STAAR Surgical Co.                  COM     852312305   4,698,054.02       433,800       433,800                433,800
Stanley Black & Decker, Inc.        COM     854502101   1,676,650.56        21,786        21,786                 21,786
Stanley Black & Decker, Inc.    CVPFD 4.75%
                                11/17/2015  854502309  17,187,908.40       141,255       141,255                101,055      40,200
Stanley Black & Decker, Inc.      CV Adj%
                                05/17/2012  854616AM1   8,270,262.00     6,930,000     6,930,000              3,730,000   3,200,000
Staples, Inc.                       COM     855030102     317,128.00        19,600        19,600                 19,600
Starbucks Corp.                     COM     855244109     345,623.76         6,184         6,184                  6,184
Starwood Hotels & Resorts,
   Inc.                             COM     85590A401  44,624,145.88       791,068       791,068                781,756       9,312
State Street Corp.                  COM     857477103 102,077,521.01     2,243,462     2,243,373              2,032,404     210,969
Steel Dynamics, Inc.             CV 5.125%
                                06/15/2014  858119AP5     199,281.25       175,000       175,000                175,000
Sterling Bancorp                    COM     859158107   7,489,790.04       781,000       781,000                642,700     138,300
Steve Madden Ltd.                   COM     556269108  30,233,997.23       707,228       707,228                688,594      18,634
Stifel Financial Corp.              COM     860630102  72,622,528.00     1,919,200     1,919,200              1,638,700     280,500
St. Jude Medical, Inc.              COM     790849103 112,325,273.96     2,534,987     2,534,703              2,344,332     190,371
SM Energy Co.                     CV 3.5%
                                04/01/2027  792228AD0   5,309,906.25     4,065,000     4,065,000              1,415,000   2,650,000
Stratasys, Inc.                     COM     862685104  23,113,544.52       632,901       632,901                616,038      16,863
Suncor Energy, Inc.                 COM     867224107  91,867,604.94     2,809,221     2,807,163              2,678,552     130,487
Sun Hydraulics Corp.                COM     866942105   3,401,009.28       130,008       130,008                130,008
SunPower Corp.                    CV 4.5%
                                03/15/2015  867652AE9  47,574,000.00    52,860,000    52,860,000             45,065,000   7,795,000
SunTrust Banks, Inc.                COM     867914103  88,693,964.24     3,669,894     3,663,294              3,613,818      55,570
Superior Energy Services, Inc.      COM     868157108 217,423,421.88     8,248,233     8,247,964              7,415,502     832,462
SUPERVALU, Inc.                     COM     868536103     163,877.00        28,700        28,700                 28,700
SurModics, Inc.                     COM     868873100   1,615,386.99       105,100       105,100                 86,815      18,285
Susquehanna Bancshares, Inc.        COM     869099101  51,939,436.64     5,257,028     5,257,028              4,613,428     643,600
SVB Financial Group                 COM     78486Q101 102,994,120.86     1,600,779     1,600,779              1,467,849     132,930
SXC Health Solutions Corp.          COM     78505P100  65,320,218.96       871,401       871,401                851,257      20,144
Symantec Corp.                     CV 1%
                                06/15/2013  871503AF5  77,413,500.00    68,812,000    68,812,000             57,837,000  10,975,000
Synaptics, Inc.                     COM     87157D109  70,950,686.25     1,943,322     1,943,322              1,833,501     109,821
Synchronoss Technologies, Inc.      COM     87157B103  33,563,911.91     1,051,501     1,051,501              1,031,055      20,446
Syngenta AG                      Spon ADR   87160A100  10,802,750.42       156,953       156,209                156,209         689
Taiwan Semiconductor
   Manufacturing Company Ltd.    Spon ADR   874039100  10,249,228.96       670,772       667,786                667,786       2,749
TAL International Group, Inc.       COM     874083108 115,530,628.44     3,147,116     3,147,116              2,788,847     358,269
Tangoe, Inc.                        COM     87582Y108  21,967,879.23     1,167,883     1,167,883              1,141,602      26,281
Target Corp.                        COM     87612E106 131,470,641.44     2,256,255     2,255,317              2,102,963     153,182
Team, Inc.                          COM     878155100   8,454,487.70       273,166       273,166                224,966      48,200
Teavana Holdings, Inc.              COM     87819P102  16,275,882.28       825,349       825,349                803,610      21,739
TE Connectivity Ltd.                COM     H84989104  49,200,422.25     1,338,787     1,338,533              1,316,633      21,900<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Telecom Italia S.p.A.            Spon ADR   87927Y102   4,606,505.37       388,085       386,391                386,391       1,563
Telefonica Brasil S.A.           Spon ADR   87936R106  21,728,922.00       709,400       709,400                709,400
Tempur-Pedic International          COM     88023U101  51,149,889.18       605,826       605,826                593,199      12,627
Tenneco, Inc.                       COM     880349105  23,701,700.00       638,000       638,000                521,300     116,700
Teradata Corp.                      COM     88076W103  12,173,566.35       178,629       178,629                178,629
Teradyne, Inc.                      COM     880770102  65,963,928.78     3,905,502     3,905,502              3,414,902     490,600
Terex Corp.                        CV 4%
                                06/01/2015  880779AV5  20,403,451.25    12,883,000    12,883,000              9,383,000   3,500,000
Territorial Bancorp, Inc.           COM     88145X108   7,645,593.98       367,400       367,400                302,400      65,000
Tesco Corp.                         COM     88157K101   5,089,952.99       358,700       358,700                295,800      62,900
Tesla Motors, Inc.                  COM     88160R101  40,215,587.72     1,079,903     1,079,903              1,051,681      28,222
Tetra Tech, Inc.                    COM     88162G103  61,667,506.63     2,339,435     2,339,435              2,113,389     226,046
Teva Pharmaceutical
   Industries Ltd.               Spon ADR   881624209 362,098,139.20     8,035,920     8,033,163              7,406,530     628,934
Texas Capital Bancshares, Inc.      COM     88224Q107  87,460,159.80     2,526,290     2,526,290              2,288,538     237,752
Texas Instruments, Inc.             COM     882508104 296,210,158.26     8,813,180     8,809,456              8,109,921     702,695
Active Network, Inc. (The)          COM     00506D100   7,197,921.71       427,684       427,684                427,684
Thermo Fisher Scientific, Inc.      COM     883556102 274,867,609.79     4,875,268     4,875,119              4,473,686     401,433
Thermon Group Holdings, Inc.        COM     88362T103  17,167,713.63       839,497       839,497                768,397      71,100
Thoratec Corp.                      COM     885175307  18,134,530.47       537,957       537,957                439,557      98,400
Thor Industries, Inc.               COM     885160101     252,480.00         8,000         8,000                  8,000
TIBCO Software, Inc.                COM     88632Q103   6,374,164.50       208,989       208,989                208,989
Tidewater, Inc.                     COM     886423102  74,476,185.56     1,378,678     1,378,503              1,339,803      38,700
Tiffany & Co.                       COM     886547108   7,325,291.32       105,964       105,964                105,964
Time Warner Cable, Inc.             COM     88732J207  97,470,556.70     1,195,993     1,194,558              1,190,225       5,663
Time Warner, Inc.                   COM     887317303 241,028,087.51     6,384,850     6,384,672              5,917,609     467,063
Timken Co. (The)                    COM     887389104  50,525,420.50       995,771       995,771                927,671      68,100
Titan International, Inc.           COM     88830M102  60,126,341.00     2,542,340     2,542,340              2,216,290     326,050
Titanium Metals Corp.               COM     888339207   1,098,360.00        81,000        81,000                 81,000
Titan Machinery Inc.                COM     88830R101   8,866,080.00       314,400       314,400                256,800      57,600
TJX Cos., Inc.                      COM     872540109   1,945,035.51        48,981        48,981                 48,981
TMS International Corp.             COM     87261Q103   8,001,729.99       661,300       661,300                544,400     116,900
Total S.A.                       Spon ADR   89151E109  11,567,433.60       226,280       226,280                226,280
Toyota Motor Corp.               Spon ADR   892331307  10,952,303.43       126,153       125,557                125,557         552
TPC Group, Inc.                     COM     89236Y104  13,761,467.74       311,275       311,275                276,775      34,500
Tractor Supply Co.                  COM     892356106  10,656,919.68       117,678       117,678                117,678
Transocean, Inc.                  CV 1.5%
                                12/15/2037  893830AW9  36,586,150.00    36,770,000    36,770,000             15,545,000  21,225,000
Travelers Companies, Inc.
   (The)                            COM     89417E109 201,265,253.18     3,399,775     3,398,404              3,151,630     247,934
Trimas Corp.                        COM     896215209  57,486,101.10     2,567,490     2,567,490              2,247,413     320,077
Trimble Navigation Ltd.             COM     896239100  10,517,807.82       193,271       193,271                193,271<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Trinity Industries, Inc.            COM     896522109 127,345,555.40     3,864,812     3,864,511              3,671,985     192,526
Triumph Group, Inc.                 COM     896818101  31,330,000.00       500,000       500,000                408,500      91,500
T. Rowe Price Group, Inc.           COM     74144T108  68,629,451.10     1,050,987     1,050,987              1,027,737      23,250
TrueBlue, Inc.                      COM     89785X101  45,229,248.00     2,529,600     2,529,600              2,187,950     341,650
Tupperware Brands Corp.             COM     899896104  44,143,739.50       695,177       695,032                683,632      11,400
Tyco International Ltd.             COM     H89128104  35,450,872.14       631,023       630,907                620,607      10,300
United Continental Holdings
   Inc.                             COM     910047109  25,595,836.02     1,190,504     1,190,504              1,116,847      73,657
UGI Corp.                           COM     902681105     226,175.00         8,300         8,300                  8,300
Ulta Salon, Inc.                    COM     90384S303  35,766,922.94       385,046       385,046                374,743      10,303
Under Armour, Inc.                  COM     904311107  41,783,094.00       444,501       444,501                432,870      11,631
Unilever N.V. (NY Shares)        Spon ADR   904784709   9,982,480.33       293,347       291,965                291,965       1,279
Union Pacific Corp.                 COM     907818108 100,779,911.76       937,662       937,662                912,851      24,811
UniSource Energy Corp.              COM     909205106  10,605,300.00       290,000       290,000                290,000
UnitedHealth Group, Inc.            COM     91324P102 314,955,439.10     5,343,885     5,339,326              5,078,908     264,538
United Natural Foods, Inc.          COM     911163103  60,705,266.58     1,301,013     1,301,013              1,184,846     116,167
United Rentals, Inc.                COM     911363109     233,064.26         5,434         5,434                  5,434
United States Steel Corp.           COM     912909108  42,313,763.71     1,440,823     1,439,179              1,409,458      31,213
United States Steel Corp.          CV 4%
                                05/15/2014  912909AE8  10,197,062.50     8,587,000     8,587,000              6,152,000   2,435,000
United Technologies Corp.           COM     913017109 280,023,267.50     3,376,199     3,374,547              3,169,897     206,072
Universal Forest Products,
   Inc.                             COM     913543104     206,880.00         6,000         6,000                  6,000
Universal Stainless & Alloy
   Products, Inc.                   COM     913837100   7,644,573.16       178,946       178,946                148,546      30,400
URS Corp.                           COM     903236107 209,105,238.61     4,917,809     4,917,316              4,731,916     185,400
U.S. Bancorp                        COM     902973304 179,065,624.35     5,652,324     5,652,211              5,090,761     561,450
U.S. Physical Therapy, Inc.         COM     90337L108   6,701,764.46       290,749       290,749                239,449      51,300
Vale Capital II Series VALP     CVPFD 6.75%
                                06/15/2012  91912F300   4,272,579.50        60,025        60,025                 13,175      46,850
Valero Energy Corp.                 COM     91913Y100  65,426,206.73     2,538,993     2,535,858              2,525,655      13,049
Vale S.A.                        Spon ADR   91912E105  31,650,582.74     1,356,633     1,354,761              1,354,761       1,729
Validus Holdings Ltd.               COM     G9319H102  58,139,265.50     1,878,490     1,878,490              1,639,090     239,400
Velti plc                           COM     G93285107  40,913,804.92     3,019,469     3,019,469              2,955,599      63,870
Vera Bradley, Inc.                  COM     92335C106   2,324,116.77        76,983        76,983                 76,983
VeriFone Systems, Inc.              COM     92342Y109  10,011,169.35       193,005       193,005                193,005
VeriFone Systems, Inc.           CV 1.375%
                                06/15/2012  92342YAB5   5,899,905.01     4,932,000     4,932,000              2,282,000   2,650,000
Verisk Analytics, Inc.            Class A   92345Y106     242,506.11         5,163         5,163                  5,163
Verizon Communications, Inc.        COM     92343V104 149,399,704.34     3,907,928     3,904,224              3,691,991     215,583
Vertex Pharmaceuticals, Inc.     CV 3.35%
                                10/01/2015  92532FAN0  42,119,632.50    36,586,000    36,586,000             34,211,000   2,375,000
Visa, Inc.                        Class A   92826C839   2,730,638.00        23,141        23,141                 23,141
VistaPrint N.V.                     COM     N93540107  31,275,966.50       809,210       809,210                787,916      21,294
VMware, Inc.                        COM     928563402  18,959,066.40       168,720       168,720                155,877      12,843<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
Vodafone Group plc               Spon ADR   92857W209   4,311,395.90       155,818       155,012                155,012         752
Volterra Semiconductor Corp.        COM     928708106  10,598,684.34       307,967       307,967                307,967
Vornado Realty L.P.              CV 3.875%
                                04/15/2025  929043AC1  16,092,956.25    15,993,000    15,993,000             11,615,000   4,378,000
WABCO Holdings, Inc.                COM     92927K102  64,537,300.80     1,067,085     1,067,085                933,044     134,041
Wabtec Corp.                        COM     929740108     222,190.76         2,948         2,948                  2,948
Wal-Mart Stores, Inc.               COM     931142103  12,279,718.80       200,649       200,649                194,979       5,670
Walt Disney Co.                     COM     254687106 281,905,276.16     6,439,279     6,435,281              6,105,781     333,052
Walter Energy, Inc.                 COM     93317Q105   6,159,083.41       104,021       104,021                104,021
Warner Chilcott plc                 COM     G94368100  66,918,996.23     3,980,904     3,980,236              3,841,525     138,711
Washington Banking Co.              COM     937303105   7,763,498.49       562,165       562,165                462,701      99,464
Washington Federal, Inc.            COM     938824109  26,714,802.32     1,588,276     1,588,276              1,382,756     205,520
Waste Connections, Inc.             COM     941053100  41,990,421.18     1,290,821     1,290,821              1,171,371     119,450
Watson Pharmaceuticals, Inc.        COM     942683103 199,936,774.70     2,981,461     2,981,295              2,745,324     235,971
Watts Water Technologies, Inc.    Class A   942749102  26,814,763.25       658,031       658,031                576,731      81,300
Weatherford International Ltd.      COM     H27013103  31,133,589.92     2,063,194     2,062,835              2,023,458      39,377
Websense, Inc.                      COM     947684106   5,905,200.00       280,000       280,000                280,000
Webster Financial Corp.             COM     947890109  17,088,646.00       753,800       753,800                615,800     138,000
Weingarten Realty Investors         COM     948741103  41,721,340.80     1,578,560     1,578,560              1,378,860     199,700
WellPoint, Inc.                     COM     94973V107  75,714,593.40     1,025,943     1,025,877                875,683     150,194
Wells Fargo & Co.                   COM     949746101 421,948,576.32    12,360,353    12,347,462             11,989,349     369,999
Wells Fargo & Co.               CVPFD 7.5%
                                12/31/49    949746804  39,817,055.20        35,656        35,656                 26,756       8,900
Werner Enterprises, Inc.            COM     950755108  83,174,648.73     3,345,722     3,345,722              2,982,672     363,050
WESCO International, Inc.           COM     95082P105  61,510,917.30       941,830       941,830                823,130     118,700
WESCO International, Inc.         CV 6%
                                09/15/2029  95082PAH8   1,351,382.50       559,000       559,000                 24,000     535,000
Western Alliance Bancorp.           COM     957638109  21,103,072.75     2,491,508     2,491,508              2,450,225      41,283
Western Union Co.                   COM     959802109  16,669,576.00       947,135       946,908                931,208      15,700
Westlake Chemical Corp.             COM     960413102   3,358,195.28        51,832        51,832                 51,832
Westport Innovations, Inc.          COM     960908309  38,372,893.68       937,754       937,754                913,084      24,670
Weyerhaeuser Co.                    COM     962166104  28,178,466.88     1,285,514     1,285,326              1,269,026      16,300
Whiting Petroleum Corp.             COM     966387102  40,584,688.80       747,416       747,416                719,236      28,180
Whiting Petroleum Corp.         CVPFD 6.25%
                                12/31/2049  966387201     874,828.50         3,451         3,451                  2,580         871
Whole Foods Market, Inc.            COM     966837106  11,168,185.60       134,233       134,233                134,233
Windstream Corp.                    COM     97381W104   4,054,002.00       346,200       346,200                346,200
Wintrust Financial Corp.            COM     97650W108  37,334,374.22     1,043,151     1,043,151                900,451     142,700
Wisconsin Energy Corp.              COM     976657106  38,711,544.29     1,100,385     1,100,385                994,885     105,500
WisdomTree Investments, Inc.        COM     97717P104  30,654,572.57     3,662,434     3,662,434              3,585,996      76,438
Wolverine World Wide, Inc.          COM     978097103  27,136,492.24       729,868       729,868                595,868     134,000
Woodward Inc.                       COM     980745103  11,080,121.00       258,700       258,700                254,400       4,300<br /><br />{S}                            {C}          {C}       {C}            {C}           {C}           {C}      {C}           {C}
World Fuel Services Corp.           COM     981475106  28,650,800.00       698,800       698,800                570,900     127,900
WPP plc                          Spon ADR   92933H101   4,109,652.33        60,109        59,857                 59,857         235
W.R. Berkley Corp.                  COM     084423102   3,114,266.40        86,220        86,220                 86,220
Wynn Resorts Ltd.                   COM     983134107   9,778,104.00        78,300        78,300                 68,668       9,632
Xerox Corp.                         COM     984121103     444,400.00        55,000        55,000                 55,000
Xilinx, Inc.                        COM     983919101  58,314,375.30     1,600,724     1,600,523              1,557,281      43,242
Xilinx, Inc.                     CV 2.625%
                                06/15/2017  983919AF8  66,631,488.75    49,311,000    49,311,000             39,936,000   9,375,000
Yamana Gold, Inc.                   COM     98462Y100  35,428,253.10     2,268,090     2,264,909              2,011,457     256,382
Yandex N.V.                       Class A   N97284108     311,906.96        11,608        11,608                 11,608
Yelp Inc.                           COM     985817105  10,702,704.02       398,018       398,018                387,464      10,554
Youku Inc.                       Spon ADR   98742U100  21,614,278.86       982,914       982,914                957,105      25,809
YPF S.A.                         Spon ADR   984245100  21,302,959.53       749,851       749,471                707,771      42,043
Yum! Brands, Inc.                   COM     988498101     318,245.78         4,471         4,471                  4,471
Zillow, Inc.                        COM     98954A107   5,664,397.63       159,157       159,157                155,357       3,800
Zions Bancorp                       COM     989701107  51,858,208.35     2,416,818     2,413,728              2,281,783     134,671
Zipcar, Inc.                        COM     98974X103   3,475,092.44       234,645       234,645                234,645
Zumiez, Inc.                        COM     989817101   9,730,778.37       269,476       269,476                269,476
Zynga Inc.                        Class A   98986T108     287,800.90        21,886        21,886                 21,886
             998                                      47,106,953,569 3,180,360,453 3,180,012,058          2,608,607,882 571,694,458