Lord, Abbett & Co as of June 30, 2012
Portfolio Holdings for Lord, Abbett & Co
Lord, Abbett & Co holds 0 positions in its portfolio as reported in the June 2012 quarterly 13F filing
6/30/2012
S.E.C. USE ONLY
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ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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CUSIP / SHARES OR INVESTMENT
TITLE OF SEDOL PRINCIPAL DISCRETION OTHER
NAME OF ISSUE CLASS NUMBERS FAIR MARKET VALUE AMOUNT SOLE MANAGERS VOTING AUTHORITY
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(A) SOLE (C) NONE
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{S} {C} {C} {C} {C} {C} {C} {C} {C}
3D Systems Corp. COM 88554D205 34,291,103.64 1,004,426 1,004,426 978,529 25,897
3M Co. COM 88579Y101 1,218,560.00 13,600 13,600 13,600
A.O. Smith Corp. COM 831865209 9,609,281.21 196,549 196,549 159,130 37,419
A123 Systems, Inc. CV 3.75%
04/15/2016 03739TAA6 3,714,375.00 14,150,000 14,150,000 14,150,000
Aaron's, Inc. COM 002535300 25,318,312.48 894,324 894,324 723,971 170,353
ABB Ltd. Spon ADR 000375204 7,524,011.13 461,037 459,473 459,473 1,564
Abbott Laboratories COM 002824100 10,762,944.15 166,945 166,945 145,866 21,079
Abercrombie & Fitch Co. Class A 002896207 283,362.00 8,300 8,300 8,300
ACE Ltd. COM H0023R105 229,969,718.40 3,102,249 3,102,249 2,963,704 138,545
Active Network, Inc. (The) COM 00506D100 7,518,153.50 488,509 488,509 488,509
Activision Blizzard, Inc. COM 00507V109 1,086,210.07 90,593 90,593 84,875 5,718
Actuant Corp. COM 00508X203 15,403,576.73 567,142 567,142 567,142
Adobe Systems, Inc. COM 00724F101 69,164,010.06 2,136,698 2,135,998 2,101,446 35,237
Advisory Board Co. (The) COM 00762W107 37,602,162.99 758,261 758,261 738,072 20,189
AES Corp. (The) COM 00130H105 2,051,517.00 159,900 159,900 159,900
AES Trust III CVPFD 6.75%
10/15/2029 00808N202 12,288,791.65 249,215 249,215 84,215 165,000
Affiliated Manager Group,
Inc. COM 008252108 123,144,383.99 1,125,120 1,125,120 1,081,664 43,456
Affiliated Manager Group,
Inc. CV 3.95%
08/15/2038 008252AL2 36,728,287.53 33,890,000 33,890,000 22,035,000 11,855,000
Affymax Inc. COM 00826A109 5,237,201.20 406,615 406,615 406,615
Aflac, Inc. COM 001055102 796,433.00 18,700 18,700 18,700
Agilent Technologies, Inc. COM 00846U101 53,094,192.12 1,353,063 1,353,063 1,335,963 17,100
Agrium, Inc. COM 008916108 18,171,738.00 205,400 205,400 205,400
Air Methods Corp. COM 009128307 7,788,375.75 79,271 79,271 77,498 1,773
Air Products & Chemicals,
Inc. COM 009158106 6,099,151.50 75,550 75,550 68,379 7,171
Airgas, Inc. COM 009363102 9,001,419.47 107,147 107,147 107,147
Akorn Inc. COM 009728106 8,814,404.94 558,935 558,935 558,935
Albemarle Corp. COM 012653101 40,317,773.14 676,019 676,019 651,219 24,800
Alexandria Real Estate
Equities, Inc. COM 015271109 75,671,777.52 1,040,591 1,040,591 981,791 58,800
Alexandria Real Estate
Equities, Inc. COM 01973R101 4,145,916.00 236,100 236,100 236,100
Alexion Pharmaceuticals, Inc. COM 015351109 1,025,967.60 10,332 10,332 10,332
Align Technology, Inc. COM 016255101 66,890,856.34 1,999,129 1,999,129 1,944,471 54,658
Allegheny Technologies, Inc. COM 01741R102 21,198,207.81 664,729 664,729 640,029 24,700
Allegheny Technologies, Inc. CV 4.25%
06/01/2014 01741RAD4 56,478,555.00 48,636,000 48,636,000 37,026,000 11,610,000
Allegiant Travel Co. COM 01748X102 23,376,455.44 335,483 335,483 326,623 8,860
Allergan, Inc. COM 018490102 2,603,994.10 28,130 28,130 28,130
Alliance Data Systems, Inc. COM 018581108 60,959,520.00 451,552 451,552 437,052 14,500
Alliance Data Systems, Inc. CV 1.75%
08/01/2013 018581AD0 45,830,037.50 26,377,000 26,377,000 18,817,000 7,560,000
Allot Communications Ltd. COM M0854Q105 8,942,753.53 320,989 320,989 320,989
Allstate Corp. (The) COM 020002101 12,097,102.05 344,745 344,745 338,945 5,800
Alpha Appalachia Holdings, CV 3.25%
Inc. 08/01/2015 576203AJ2 25,112,389.98 28,948,000 28,948,000 20,848,000 8,100,000
Altera Corp. COM 021441100 5,581,840.32 164,948 164,948 164,948
Alterra Capital Holdings Ltd. COM G0229R108 113,729,677.52 4,870,650 4,870,650 4,512,750 357,900
Altisource Portfolio
Solutions S.A. COM L0175J104 20,489,754.00 279,800 279,800 226,600 53,200
Altra Holdings, Inc. CV 2.75%
03/01/2031 02208RAE6 19,997,845.01 21,532,000 21,532,000 16,857,000 4,675,000
Altria Group, Inc. COM 02209S103 79,377,173.90 2,297,458 2,297,458 2,259,101 38,357
ALZA Corp. CV 0%
07/28/2020 02261WAB5 6,564,375.00 6,750,000 6,750,000 6,750,000
Amarin Corp. plc Spon ADR 023111206 44,254,454.04 3,060,474 3,060,474 2,988,164 72,310
Amazon.com, Inc. COM 023135106 6,365,484.60 27,876 27,876 26,636 1,240
Amdocs Ltd. COM G02602103 51,698,772.17 1,739,528 1,739,528 1,674,428 65,100
American Campus Communities,
Inc. COM 024835100 54,838,986.27 1,219,186 1,219,186 1,092,286 126,900
American Capital Agency Corp. COM 02503X105 759,586.00 22,600 22,600 22,600
American Express Co. COM 025816109 778,616.96 13,376 13,376 13,376
American Tower Corp. COM 03027X100 2,093,035.49 29,939 29,939 29,939
American Water Works Co.,
Inc. COM 030420103 1,885,400.00 55,000 55,000 55,000
America's Car-Mart, Inc. COM 03062T105 8,276,914.77 213,048 213,048 186,748 26,300
AmerisourceBergen Corp. COM 03073E105 8,401,225.00 213,500 213,500 213,500
AMETEK, Inc. COM 031100100 25,436,531.73 509,648 509,648 505,548 4,100
Amgen, Inc. COM 031162100 462,781.44 6,336 6,336 6,336
Amgen, Inc. CV 0.375%
02/01/2013 031162AQ3 43,687,269.99 41,806,000 41,806,000 24,846,000 16,960,000
Amphenol Corp. COM 032095101 36,485,882.34 664,346 664,346 638,846 25,500
Anadarko Petroleum Corp. COM 032511107 230,637,174.79 3,484,008 3,483,192 3,334,319 149,672
Analog Devices, Inc. COM 032654105 35,771,545.01 949,603 949,603 936,003 13,600
Anaren, Inc. COM 032744104 343,000.00 17,500 17,500 17,500
Angie's List, Inc. COM 034754101 47,291,999.02 2,985,606 2,985,606 2,920,403 65,203
Anheuser-Busch InBev NV Spon ADR 03524A108 14,837,767.30 186,300 185,611 185,611 689
Anixter International, Inc. COM 035290105 227,435,376.40 4,287,189 4,287,189 3,997,616 289,573
Annaly Capital Management,
Inc. COM 035710409 236,598.00 14,100 14,100 14,100
Annie's, Inc. COM 03600T104 20,723,253.46 495,061 495,061 487,089 7,972<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
ANSYS, Inc. COM 03662Q105 7,664,898.83 121,453 121,453 121,453
Apache Corp. COM 037411105 137,215,274.39 1,561,248 1,560,807 1,496,768 64,471
Apache Corp. CVPFD 6%
08/01/2013 037411808 89,328,076.48 1,778,027 1,778,027 1,523,624 254,403
Apple, Inc. COM 037833100 121,005,968.00 207,202 207,202 189,690 17,512
Applied Industrial Tech, Inc. COM 03820C105 43,307,594.00 1,175,240 1,175,240 1,066,540 108,700
AptarGroup, Inc. COM 038336103 41,514,217.35 813,207 813,207 737,989 75,218
Aqua America Inc. COM 03836W103 32,297,366.45 1,293,965 1,293,965 1,245,165 48,800
Arch Capital Group Ltd. COM G0450A105 63,201,284.40 1,592,373 1,592,373 1,533,273 59,100
Archer-Daniels-Midland Co. COM 039483102 168,968,334.11 5,723,796 5,722,988 5,386,752 337,031
Archer-Daniels-Midland Co. CV 0.875%
02/15/2014 039483AW2 25,483,310.00 25,231,000 25,231,000 14,261,000 10,970,000
Arena Pharmaceuticals, Inc. COM 040047102 6,329,016.60 634,170 634,170 617,685 16,485
Ares Capital Corp. COM 04010L103 16,494,021.60 1,033,460 1,033,460 1,017,160 16,300
ARIAD Pharmaceuticals, Inc. COM 04033A100 30,595,679.85 1,777,785 1,777,785 1,754,581 23,204
Arrow Electronics, Inc. COM 042735100 135,785,989.56 4,138,555 4,138,555 3,958,406 180,149
Aruba Networks, Inc. COM 043176106 12,536,650.00 833,000 833,000 833,000
Asbury Automotive Group, Inc. COM 043436104 6,510,012.00 274,800 274,800 222,700 52,100
Ascena Retail Group, Inc. COM 04351G101 46,738,359.92 2,510,116 2,510,116 2,280,638 229,478
Ashland, Inc. COM 044209104 176,741,816.88 2,550,019 2,550,019 2,447,938 102,081
Aspen Insurance Holdings Ltd. COM G05384105 598,230.00 20,700 20,700 20,700
Aspen Technology, Inc. COM 045327103 33,840,646.85 1,461,799 1,461,799 1,423,249 38,550
AT^T, Inc. COM 00206R102 394,702,462.80 11,068,659 11,064,594 10,771,888 296,683
athenahealth, Inc. COM 04685W103 48,191,016.51 608,703 608,703 592,758 15,945
Atlas Air Worldwide Holdings COM 049164205 86,051,293.35 1,977,736 1,977,736 1,849,036 128,700
Atwood Oceanics, Inc. COM 050095108 3,154,304.56 83,359 83,359 83,359
Audience, Inc. COM 05070J102 6,180,859.52 320,584 320,584 320,584
AuRico Gold Inc. COM 05155C105 12,659,805.00 1,580,500 1,580,500 1,280,800 299,700
Auxilium Pharmaceuticals Inc. COM 05334D107 15,969,433.20 593,880 593,880 580,656 13,224
Avago Technologies Ltd. COM Y0486S104 8,239,014.10 229,499 229,499 229,499
Aviva plc Spon ADR 05382A104 3,073,617.72 358,240 357,081 357,081 1,159
Avnet, Inc. COM 053807103 25,999,550.00 842,500 842,500 842,500
AXIS Capital Holdings Ltd. COM G0692U109 1,607,970.00 49,400 49,400 27,100 22,300
AXT, Inc. COM 00246W103 3,890,915.89 985,042 985,042 801,242 183,800
AZZ, Inc. COM 002474104 3,681,726.03 60,100 60,100 48,900 11,200
Balchem Corp. COM 057665200 4,981,177.89 152,750 152,750 124,050 28,700
Ball Corp. COM 058498106 32,170,885.00 783,700 783,700 769,900 13,800
Bally Technologies, Inc. COM 05874B107 8,235,490.00 176,500 176,500 140,800 35,700
Bank of America Corp. COM 060505104 141,413,803.11 17,288,222 17,283,480 16,677,463 610,659
Bank of America Corp. CVPFD 7.25%
12/31/2049 060505682 86,909,550.00 89,138 89,138 67,888 21,250
Bank of Marin Bancorp COM 063425102 4,818,702.07 130,200 130,200 105,500 24,700
Bank of New York Mellon Corp. COM 064058100 6,783,120.72 309,026 309,026 309,026
Bank of the Ozarks, Inc. COM 063904106 21,532,527.36 715,842 715,842 696,889 18,953
Bankrate, Inc. COM 06647F102 27,658,670.34 1,504,006 1,504,006 1,464,327 39,679
Barclays plc Spon ADR 06738E204 4,595,550.65 446,153 444,536 444,536 1,617
Barrick Gold Corp. COM 067901108 21,038,258.77 559,956 559,470 555,800 4,145
Baxter International, Inc. COM 071813109 59,678,839.70 1,122,838 1,122,838 1,094,074 28,764
Bazaarvoice, Inc. COM 073271108 7,138,294.79 392,214 392,214 384,873 7,341
BB^T Corp. COM 054937107 105,564,010.82 3,421,848 3,421,848 3,240,439 181,409
BE Aerospace, Inc. COM 073302101 54,664,808.62 1,252,057 1,252,057 1,228,816 23,241
Beacon Roofing Supply, Inc. COM 073685109 47,244,121.60 1,873,280 1,873,280 1,699,980 173,300
Beam, Inc. COM 073730103 139,718,204.08 2,235,849 2,235,849 2,160,141 75,708
Bed Bath & Beyond, Inc. COM 075896100 7,581,191.40 122,673 122,673 122,673
Bel Fuse, Inc. COM 077347300 5,656,331.96 321,200 321,200 260,300 60,900
Belo Corp. COM 080555105 1,706,600.00 265,000 265,000 265,000
Berkshire Hathaway, Inc. COM 084670702 291,222,267.31 3,494,807 3,494,807 3,307,063 187,744
Berry Petroleum Co. Class A 085789105 38,089,464.00 960,400 960,400 871,700 88,700
Biogen Idec Inc. COM 09062X103 1,265,635.08 8,766 8,766 8,766
BioMarin Pharmaceutical, Inc. COM 09061G101 38,827,030.08 980,976 980,976 955,123 25,853
BioMarin Pharmaceutical, Inc. CV 1.875%
04/23/2017 09061GAD3 27,141,240.00 13,272,000 13,272,000 10,697,000 2,575,000
Boeing Co. COM 097023105 7,732,921.10 104,077 104,077 91,727 12,350
BOK Financial Corp. COM 05561Q201 48,469,192.78 832,804 832,804 801,404 31,400
BorgWarner, Inc. COM 099724106 5,570,165.16 84,924 84,924 84,924
Boston Properties, Inc. CV 3.75%
05/15/2036 10112RAG9 47,824,357.50 41,677,000 41,677,000 30,617,000 11,060,000
Brandywine Realty Trust COM 105368203 51,122,645.60 4,142,840 4,142,840 3,780,240 362,600
Brinker International, Inc. COM 109641100 602,343.00 18,900 18,900 18,900
Bristol-Myers Squibb Co. COM 110122108 87,202,920.62 2,425,784 2,424,216 2,414,097 11,657
Bristow Group, Inc. COM 110394103 26,540,997.98 652,594 652,594 592,393 60,201
Broadcom Corp. Class A 111320107 210,026,304.81 6,213,796 6,213,796 5,898,839 314,957
Broadridge Financial
Solutions Inc. COM 11133T103 384,987.00 18,100 18,100 18,100
BroadSoft, Inc. COM 11133B409 2,895,855.20 99,995 99,995 99,995
Brookline Bancorp, Inc. COM 11373M107 4,914,989.09 555,366 555,366 450,330 105,036
Brown & Brown, Inc. COM 115236101 57,596,503.47 2,112,083 2,112,083 2,048,583 63,500
Bryn Mawr Bank Corp. COM 117665109 4,752,127.82 225,540 225,540 183,382 42,158
Buffalo Wild Wings, Inc. COM 119848109 40,389,921.84 466,181 466,181 459,731 6,450
Bunge Ltd. COM G16962105 266,575,107.65 4,248,886 4,248,886 4,054,956 193,930
C^J Energy Services, Inc. COM 12467B304 46,952,630.00 2,537,980 2,537,980 2,303,480 234,500<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Cabela's Inc. COM 126804301 7,779,369.71 205,749 205,749 197,749 8,000
Cabot Corp. COM 127055101 123,912,940.80 3,044,544 3,044,544 2,763,444 281,100
Cabot Microelectronics Corp. COM 12709P103 25,150,744.72 861,032 861,032 781,273 79,759
Cabot Oil & Gas Corp. COM 127097103 3,775,150.40 95,816 95,816 83,163 12,653
CAI International, Inc. COM 12477X106 6,928,180.00 348,500 348,500 282,400 66,100
Camden Property Trust REIT 133131102 236,845.00 3,500 3,500 3,500
Cameron International Corp. COM 13342B105 12,336,569.95 288,845 288,845 288,845
Campbell Soup Co. COM 134429109 841,176.00 25,200 25,200 25,200
Canadian National Resource
Ltd. COM 136385101 2,564,175.00 95,500 95,500 95,500
Canon, Inc. Spon ADR 138006309 10,655,911.04 266,798 266,030 266,030 768
Capital One Financial Corp. COM 14040H105 381,638,361.02 6,982,041 6,982,041 6,681,539 300,502
Capstone Turbine Corp. COM 14067D102 3,742,745.88 3,705,689 3,705,689 3,705,689
Cardtronics, Inc. COM 14161H108 32,146,521.42 1,064,102 1,064,102 861,667 202,435
CareFusion Corp. COM 14170T101 18,610,321.64 724,701 724,701 697,301 27,400
Carnival Corp. COM 143658300 50,067,576.73 1,461,017 1,460,329 1,437,820 23,186
Carpenter Technology Corp. COM 144285103 31,633,004.01 661,225 661,225 636,525 24,700
Casey's General Stores, Inc. COM 147528103 22,717,049.00 385,100 385,100 312,400 72,700
Caterpillar, Inc. COM 149123101 56,962,116.54 670,837 670,329 658,586 12,240
Cavium, Inc. COM 14964U108 3,453,604.00 123,343 123,343 123,343
CBL & Associates Properties,
Inc. COM 124830100 11,919,400.00 610,000 610,000 599,200 10,800
CBRE Group, Inc. Class A 12504L109 8,794,350.72 537,552 537,552 537,552
Celadon Group, Inc. COM 150838100 7,515,144.00 458,800 458,800 371,800 87,000
Celanese Corp. COM 150870103 39,329,947.15 1,136,047 1,136,047 1,077,693 58,354
Celgene Corp. COM 151020104 179,739,107.21 2,801,420 2,801,420 2,630,420 171,000
Cenovus Energy, Inc. COM 15135U109 8,659,140.00 272,300 272,300 272,300
Centene Corp. COM 15135B101 54,763,743.84 1,815,774 1,815,774 1,588,854 226,920
CenturyLink, Inc. COM 156700106 135,472,380.03 3,430,549 3,430,549 3,380,039 50,510
Cepheid, Inc. COM 15670R107 49,073,476.50 1,096,614 1,096,614 1,067,619 28,995
Cerner Corp. COM 156782104 262,197.52 3,172 3,172 3,172
CF Industries, Inc. COM 125269100 3,196,710.00 16,500 16,500 16,500
Charming Shoppes, Inc. CV 1.125%
05/01/2014 161133AE3 501,250.00 500,000 500,000 500,000
Chart Industries, Inc. COM 16115Q308 40,725,172.80 592,280 592,280 576,733 15,547
Chart Industries, Inc. CV 2%
08/01/2018 16115QAC4 33,956,078.76 27,467,000 27,467,000 20,697,000 6,770,000
Charter Communications, Inc. Class A 16117M305 2,055,230.00 29,000 29,000 29,000
Check Point Software
Technologies Ltd. COM M22465104 4,388,715.00 88,500 88,500 88,500
Cheesecake Factory, Inc.
(The) COM 163072101 54,695,385.20 1,711,370 1,711,370 1,553,270 158,100
Chefs' Warehouse Inc. (The) COM 163086101 19,217,871.10 1,064,702 1,064,702 862,653 202,049
Chemtura Corp. COM 163893209 50,370,477.46 3,473,826 3,473,826 3,372,326 101,500
Cheniere Energy, Inc. COM 16411R208 17,925,549.84 1,216,116 1,216,116 1,184,769 31,347
Chesapeake Energy Corp. CV 2.25%
12/15/2038 165167CB1 3,102,365.00 3,836,000 3,836,000 286,000 3,550,000
Chesapeake Energy Corp. CV 2.5%
05/15/2037 165167BZ9 42,832,546.25 49,733,000 49,733,000 34,103,000 15,630,000
Chesapeake Energy Corp. CV 2.75%
11/15/2035 165167BW6 30,413,381.26 33,103,000 33,103,000 20,078,000 13,025,000
Chesapeake Utilities Corp. COM 165303108 5,123,983.98 117,200 117,200 95,000 22,200
Chevron Corp. COM 166764100 280,018,286.72 2,654,298 2,652,855 2,623,227 31,040
Chicago Bridge & Iron Company
N.V. COM 167250109 130,625,408.67 3,441,133 3,441,133 3,194,691 246,442
Children's Place Retail
Stores COM 168905107 47,030,949.24 943,828 943,828 857,928 85,900
China Mobile Ltd. Spon ADR 16941M109 19,831,607.54 362,762 361,724 361,724 1,038
Chubb Corp. (The) COM 171232101 55,812,233.62 766,441 766,441 750,003 16,438
Cia de Saneamento Basico do
Estado de Sao Paulo Spon ADR 20441A102 6,734,107.53 88,774 88,437 88,437 337
Ciena Corp. COM 171779309 4,999,790.88 305,424 305,424 305,424
CIGNA Corp. COM 125509109 272,295,845.19 6,188,544 6,187,519 5,953,147 235,381
Cinemark Holdings, Inc. COM 17243V102 48,457,766.50 2,120,690 2,120,690 1,928,990 191,700
Cirrus Logic, Inc. COM 172755100 37,273,895.64 1,247,453 1,247,453 1,215,225 32,228
Cisco Systems, Inc. COM 17275R102 100,066,855.95 5,828,139 5,825,350 5,749,707 78,370
CIT Group, Inc. COM 125581801 39,307,462.92 1,102,903 1,102,903 1,083,403 19,500
Citigroup, Inc. COM 172967424 115,961,986.34 4,230,699 4,229,027 4,094,515 136,149
Citigroup, Inc. CVPFD 7.5%
12/15/2012 172967416 59,705,650.32 697,822 697,822 536,172 161,650
Citrix Systems, Inc. COM 177376100 21,234,469.68 252,972 252,972 252,972
City National Bank COM 178566105 143,270,192.85 2,949,160 2,949,160 2,787,560 161,600
Clean Energy Fuels Corp. COM 184499101 21,096,197.50 1,361,045 1,361,045 1,325,958 35,087
Cleco Corp. COM 12561W105 18,131,255.33 433,451 433,451 417,051 16,400
Cliffs Natural Resources,
Inc. COM 18683K101 56,788,642.03 1,152,149 1,151,620 1,135,590 16,548
Clorox Co. (The) COM 189054109 8,849,612.26 122,131 122,131 122,131
CMS Energy Corp. COM 125896100 97,134,430.18 4,133,380 4,133,380 4,019,980 113,400
Coach, Inc. COM 189754104 4,322,315.28 73,911 73,911 64,435 9,476
Cobalt International Energy,
Inc. COM 19075F106 715,077.45 30,562 30,562 30,562
Coca-Cola Co. COM 191216100 169,448,989.33 2,167,144 2,167,144 2,059,841 107,303
Coca-Cola Enterprises, Inc. COM 19122T109 866,436.00 30,900 30,900 30,900
Cognex Corp. COM 192422103 32,451,378.00 1,025,320 1,025,320 932,720 92,600
Coherent, Inc. COM 192479103 49,587,116.70 1,145,199 1,145,199 1,041,199 104,000
Coinstar, Inc. COM 19259P300 48,177,966.74 701,689 701,689 683,197 18,492
Colgate-Palmolive Co. COM 194162103 112,909,159.80 1,084,648 1,084,173 1,060,731 23,907
Columbia Banking System, Inc. COM 197236102 55,828,137.32 2,966,426 2,966,426 2,654,499 311,927
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EMC Corp. CV 1.75%
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Endo Pharmaceuticals Holdings CV 1.75%
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Entertainment Properties
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Equinix, Inc. CV 4.75%
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Fifth Third Bank CVPFD 8.5%
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First Niagara Financial
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Fluidigm Corp. COM 34385P108 5,203,118.09 345,952 345,952 345,952
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Fluor Corp. CV 1.5%
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Fortune Brands Home &
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Forum Energy Technologies
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Fresenius Medical Care AG &
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FTI Consulting, Inc. CV 3.75%
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General Motors Co. Warrant -
07/10/2016 37045V118 1,906,140.42 172,971 172,971 172,971
General Motors Co. Warrant -
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Gilead Sciences, Inc. CV 0.625%
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Gilead Sciences, Inc. CV 1%
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Goodyear Tire & Rubber CVPFD 5.875%
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Greenway Medical
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Hartford Financial Services
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Hartford Financial Services CVPFD 7.25%
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Haverty Furniture Companies,
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Health Care REIT, Inc. CV 3%
12/01/2029 42217KAR7 16,174,132.50 13,606,000 13,606,000 7,181,000 6,425,000
Health Care REIT, Inc. CV 4.75%
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Hertz Global Holdings, Inc. CV 5.25%
06/01/2014 42805TAA3 6,706,656.26 4,025,000 4,025,000 1,305,000 2,720,000
Hess Corp. COM 42809H107 75,481,608.85 1,737,203 1,736,637 1,705,002 32,189
Hewlett-Packard Co. COM 428236103 46,586,252.55 2,316,418 2,315,193 2,290,158 26,236
Hexcel Corp. COM 428291108 121,591,674.57 4,714,683 4,714,683 4,462,971 251,712
Hibbett Sports Inc. COM 428567101 34,701,369.25 601,306 601,306 587,189 14,117
Hill-Rom Holdings, Inc. COM 431475102 68,761,565.00 2,228,900 2,228,900 1,957,000 271,900<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
HiSoft Technology
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Hittite Microwave Corp. COM 43365Y104 50,524,963.20 988,360 988,360 898,360 90,000
HMS Holdings Corp. COM 40425J101 23,065,209.71 692,441 692,441 674,434 18,007
Hologic, Inc. CV Step%
03/01/2042 436440AC5 7,200,425.00 7,732,000 7,732,000 7,032,000 700,000
Hologic, Inc. CV Step%
12/15/2037 436440AB7 10,807,650.00 10,220,000 10,220,000 4,915,000 5,305,000
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Home Depot, Inc. (The) COM 437076102 267,508,983.55 5,048,370 5,047,215 4,804,999 243,351
Home Loan Servicing Solutions
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Home Properties, Inc. COM 437306103 9,625,175.04 156,864 156,864 154,150 2,714
Homeowners Choice, Inc. COM 43741E103 6,818,240.00 387,400 387,400 314,100 73,300
Honda Motor Co., Ltd. Spon ADR 438128308 14,393,535.03 415,289 414,219 414,219 1,070
Honeywell International, Inc. COM 438516106 50,168,275.36 898,429 898,429 874,786 23,643
Hornbeck Offshore Services,
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Hornbeck Offshore Services, CV Step%
Inc. 11/15/2026 440543AE6 17,223,110.00 16,364,000 16,364,000 11,629,000 4,735,000
Host Hotels & Resorts, Inc. COM 44107P104 66,434,697.82 4,199,412 4,199,412 4,122,489 76,923
HSBC Holdings plc Spon ADR 404280406 6,524,698.49 147,861 147,285 147,285 576
HSN, Inc. COM 404303109 22,034,074.85 546,124 544,695 534,501 11,593
HUB Group, Inc. Class A 443320106 40,964,680.20 1,131,621 1,131,621 1,032,097 99,524
Human Genome Sciences, Inc. COM 444903108 7,127,305.38 542,826 542,826 501,156 41,670
Human Genome Sciences, Inc. CV 2.25%
08/15/2012 444903AM0 1,507,500.00 1,500,000 1,500,000 1,500,000
Human Genome Sciences, Inc. CV 3%
11/15/2018 444903AN8 11,867,625.00 9,900,000 9,900,000 9,900,000
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Huntsman Corp. COM 447011107 656,058.00 50,700 50,700 50,700
Hyatt Hotels Corp. COM 448579102 42,196,848.74 1,135,548 1,134,858 1,088,241 47,293
IAC/InterActiveCorp COM 44919P508 226,540.80 4,968 4,968 4,968
IBERIABANK Corp. COM 450828108 70,023,691.90 1,387,982 1,387,982 1,228,520 159,462
ICU Medical, Inc. COM 44930G107 8,311,266.01 155,700 155,700 126,200 29,500
IDEX Corp. COM 45167R104 74,195,857.32 1,903,434 1,903,434 1,776,134 127,300
IDEXX Laboratories, Inc. COM 45168D104 12,774,811.83 132,891 132,891 132,891
Ignite Restaurant Group, Inc. COM 451730105 7,003,807.07 386,737 386,737 386,737
IHS Inc. Class A 451734107 11,190,561.48 103,876 103,876 103,876
II-VI, Inc. COM 902104108 40,817,695.24 2,448,572 2,448,572 2,224,174 224,398
Imperial Oil Ltd. COM 453038408 8,999,254.32 215,706 215,706 195,773 19,933
Imperva, Inc. COM 45321L100 24,427,140.31 847,576 847,576 829,722 17,854
Incyte Corp. COM 45337C102 41,624,377.10 1,833,673 1,833,673 1,786,487 47,186
Incyte Corp. CV 4.75%
10/01/2015 45337CAJ1 19,746,431.26 7,455,000 7,455,000 5,175,000 2,280,000
Infoblox, Inc. COM 45672H104 20,329,760.93 886,601 886,601 861,159 25,442
Informatica Corp. COM 45666Q102 22,225,021.20 524,670 524,670 514,080 10,590
ING Groep N.V. Spon ADR 456837103 9,239,233.56 1,383,201 1,378,623 1,378,623 4,578
Ingles Markets, Inc. COM 457030104 8,367,660.00 522,000 522,000 522,000
Innophos Holdings, Inc. COM 45774N108 4,138,348.62 73,297 73,297 66,301 6,996
Innospec, Inc. COM 45768S105 17,575,726.14 593,574 593,574 480,589 112,985
Insulet Corp. COM 45784P101 30,678,665.14 1,435,595 1,435,595 1,405,186 30,409
Intel Corp. COM 458140100 216,926,707.00 8,139,899 8,137,883 7,784,859 355,001
Intel Corp. CV 2.95%
12/15/2035 458140AD2 48,925,788.75 43,059,000 43,059,000 37,209,000 5,850,000
International Game Technology CV 3.25%
05/01/2014 459902AQ5 37,433,617.50 33,762,000 33,762,000 22,704,000 11,058,000
International Paper Co. COM 460146103 192,447,040.07 6,656,750 6,655,345 6,439,958 216,758
Interpublic Group of Co.,
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Int'l Business Machines Corp. COM 459200101 24,244,683.54 123,963 123,963 112,165 11,798
Int'l Flavors & Fragrances
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Intuit, Inc. COM 461202103 745,495.35 12,561 12,561 12,561
Intuitive Surgical, Inc. COM 46120E602 5,528,485.57 9,983 9,983 9,983
Invesco Ltd. COM G491BT108 5,755,203.00 254,655 254,655 254,655
ION Geophysical Corp. COM 462044108 7,940,291.00 1,204,900 1,204,900 975,800 229,100
IPC The Hospitalist Co. COM 44984A105 53,321,563.24 1,176,557 1,176,557 1,045,557 131,000
IPG Photonics Corp. COM 44980X109 24,401,638.41 559,799 559,799 545,118 14,681
ITC Holdings Corp. COM 465685105 35,859,730.36 520,385 520,385 501,985 18,400
Itron, Inc. COM 465741106 20,772,876.68 503,707 503,707 407,807 95,900
IXIA CV 3%
12/15/2015 45071RAB5 2,101,250.01 2,050,000 2,050,000 961,000 1,089,000
J & J Snack Foods Corp. COM 466032109 24,127,634.10 408,251 408,251 330,517 77,734
J.B. Hunt Transport Services,
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J.C. Penney Company, Inc. COM 708160106 55,812,531.60 2,394,360 2,394,360 2,265,816 128,544
Jabil Circuit, Inc. COM 466313103 42,482,970.77 2,089,669 2,089,669 2,025,369 64,300
Jack Henry & Assoc., Inc. COM 426281101 72,230,683.60 2,092,430 2,092,430 1,899,930 192,500
Jacobs Engineering Group,
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Janus Capital Group, Inc. CV 3.25%
07/15/2014 47102XAG0 3,941,437.50 3,850,000 3,850,000 3,850,000
Jarden Corp. COM 471109108 35,712,041.65 849,882 849,882 818,182 31,700
Jefferies & Co., Inc. CV 3.875%
11/01/2029 472319AG7 10,620,561.25 11,687,000 11,687,000 11,687,000
Jive Software, Inc. COM 47760A108 30,851,374.87 1,469,813 1,469,813 1,431,997 37,816
John Wiley & Sons, Inc. COM 968223206 14,172,953.97 289,303 289,303 234,984 54,319
Johnson & Johnson, Inc. COM 478160104 197,910,040.68 2,929,503 2,928,070 2,873,583 55,887
Johnson Controls, Inc. COM 478366107 279,871.00 10,100 10,100 10,100
Jones Lang LaSalle, Inc. COM 48020Q107 139,495,999.16 1,982,322 1,982,322 1,852,923 129,399
Jos. A. Bank Clothiers, Inc. COM 480838101 35,156,030.80 827,980 827,980 752,080 75,900
Joy Global, Inc. COM 481165108 18,422,783.85 324,745 324,745 324,745<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
JPMorgan Chase & Co. COM 46625H100 395,220,042.70 11,061,594 11,057,359 10,784,542 276,965
Kaman Corp. COM 483548103 18,778,723.60 606,940 606,940 491,440 115,500
Kansas City Southern COM 485170302 74,236,797.01 1,067,234 1,067,234 1,036,534 30,700
KB Financial Group, Inc. Spon ADR 48241A105 11,028,785.57 337,381 336,121 336,121 1,260
Kellogg Co. COM 487836108 13,685,473.91 277,427 277,427 250,053 27,374
Kennametal, Inc. COM 489170100 93,746,940.25 2,827,962 2,827,962 2,661,362 166,600
Key Energy Services, Inc. COM 492914106 29,735,501.61 3,912,566 3,912,566 3,583,866 328,700
KeyCorp CVPFD 7.75%
12/31/2049 493267405 808,445.27 7,237 7,237 7,237
Kimberly-Clark Corp. COM 494368103 547,018.10 6,530 6,530 6,530
Kimco Realty Corp. COM 49446R109 395,824.00 20,800 20,800 20,800
Kinder Morgan Inc. COM 49456B101 132,570,562.05 4,114,462 4,113,110 3,976,738 137,693
Kinder Morgan Inc. Warrant -
05/25/2017 49456B119 5,457,860.64 2,526,675 2,524,653 2,509,549 17,126
Kinross Gold Corp. CV 1.75%
03/15/2028 496902AD9 1,141,818.75 1,149,000 1,149,000 569,000 580,000
Kirby Corp. COM 497266106 35,999,204.12 764,639 764,639 702,539 62,100
KMG Chemicals, Inc. COM 482564101 7,228,862.45 374,941 374,941 303,948 70,993
Knight Transportation, Inc. COM 499064103 74,746,774.05 4,674,595 4,674,595 4,377,995 296,600
Kodiak Oil and Gas Corp. COM 50015Q100 3,078,750.00 375,000 375,000 375,000
Kohl's Corp. COM 500255104 11,117,119.14 244,386 244,386 244,386
Koppers Holdings, Inc. COM 50060P106 58,138,673.99 1,709,961 1,709,961 1,554,577 155,384
Kraft Foods, Inc. COM 50075N104 48,668,673.04 1,260,197 1,259,786 1,251,585 8,587
Kroger Co. COM 501044101 5,688,149.06 245,313 244,752 241,104 4,197
Kronos Worldwide, Inc. COM 50105F105 15,989,111.90 1,012,610 1,012,610 822,253 190,357
L-3 Communications Holdings, CV 3%
Inc. 08/1/2035 502413AW7 25,935,700.00 26,465,000 26,465,000 12,980,000 13,485,000
Laboratory Corp. of America
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Laboratory Corp. of America CV 0%
Holdings 09/11/2021 50540RAG7 7,423,911.26 5,957,000 5,957,000 2,932,000 3,025,000
Lakeland Financial Corp. COM 511656100 1,203,191.34 44,845 44,845 36,728 8,117
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Las Vegas Sands Corp. COM 517834107 29,713,716.20 683,231 683,231 641,323 41,908
Lasalle Hotel Properties COM 517942108 12,521,458.00 429,700 429,700 347,900 81,800
Lattice Semiconductor Corp. COM 518415104 3,548,701.00 941,300 941,300 764,300 177,000
Lazard Ltd. COM G54050102 29,504,653.74 1,135,231 1,135,231 1,106,116 29,115
Leap Wireless International, CV 4.5%
Inc. 07/15/2014 521863AL4 6,185,068.75 6,485,000 6,485,000 3,010,000 3,475,000
Lear Corp. COM 521865204 790,254.85 20,945 20,945 20,945
Lender Processing Services,
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Lennox International Inc. COM 526107107 4,021,557.72 86,244 86,244 86,244
Liberty Media (VIA) CV 3.25%
03/15/2031 530715AR2 31,645,545.00 36,012,000 36,012,000 34,187,000 1,825,000
Liberty Property Trust REIT 531172104 1,584,120.00 43,000 43,000 41,800 1,200
Life Technologies Corp. COM 53217V109 64,882,778.37 1,442,160 1,442,160 1,391,060 51,100
Life Time Fitness Inc. COM 53217R207 17,720,310.00 381,000 381,000 309,220 71,780
LifePoint Hospitals, Inc. CV 3.5%
05/15/2014 53219LAH2 3,376,943.75 3,145,000 3,145,000 3,145,000
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Lincoln National Corp. COM 534187109 26,710,465.23 1,221,329 1,221,329 1,200,529 20,800
Linear Technology Corp. CV 3%
05/01/2027 535678AC0 5,888,850.00 5,676,000 5,676,000 2,679,000 2,997,000
LinkedIn Corp. Class A 53578A108 4,141,979.52 38,976 38,976 38,976
Lithia Motors, Inc. Class A 536797103 6,255,770.00 271,400 271,400 219,900 51,500
Littelfuse, Inc. COM 537008104 80,370,437.26 1,412,734 1,412,734 1,282,167 130,567
LivePerson, Inc. COM 538146101 51,856,084.57 2,720,676 2,720,676 2,658,651 62,025
Lockheed Martin Corp. COM 539830109 966,588.00 11,100 11,100 11,100
Lorillard, Inc. COM 544147101 336,472.50 2,550 2,550 2,550
Lowe's Companies, Inc. COM 548661107 27,350,748.00 961,700 961,700 961,700
Lufkin Industries, Inc. COM 549764108 56,052,862.32 1,031,901 1,031,901 966,230 65,671
Lumber Liquidators Holdings,
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LyondellBasell Industries
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Mack-Cali Realty Corp. COM 554489104 8,910,420.12 306,516 306,516 279,181 27,335
MA-COM Technology Solutions
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Macy's, Inc. COM 55616P104 110,771,399.10 3,224,786 3,224,786 3,120,150 104,636
MAKO Surgical Corp. COM 560879108 14,659,189.61 572,401 572,401 559,706 12,695
Manpower, Inc. COM 56418H100 125,597,204.44 3,426,936 3,426,936 3,289,929 137,007
Marathon Oil Corp. COM 565849106 12,881,665.53 503,805 502,833 496,015 7,770
Marathon Petroleum Corp. COM 56585A102 14,380,079.81 320,235 319,672 301,326 18,897
Marcus Corp. (The) COM 566330106 3,873,467.52 281,502 281,502 228,202 53,300
MarketAxess Holdings, Inc. COM 57060D108 3,505,211.28 131,577 131,577 128,154 3,423
Marlin Business Services
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Marriott International, Inc. Class A 571903202 58,294,370.01 1,487,110 1,486,398 1,465,115 21,981
Marsh & McLennan Cos. COM 571748102 197,851,364.60 6,138,733 6,138,733 5,873,364 265,369
Marten Transport Ltd. COM 573075108 6,838,831.77 321,676 321,676 260,676 61,000
Marvell Technology Group Ltd. COM G5876H105 322,608.00 28,600 28,600 28,600
Masimo Corp. COM 574795100 17,469,626.58 780,591 780,591 631,991 148,600
Mastercard, Inc. COM 57636Q104 9,738,550.62 22,642 22,642 20,086 2,556
Materion Corp. COM 576690101 1,896,082.93 82,331 82,331 82,331
Mattel, Inc. COM 577081102 853,172.00 26,300 26,300 26,300
Maxim Integrated Products,
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MAXIMUS, Inc. COM 577933104 106,399,035.00 2,056,020 2,056,020 1,865,926 190,094
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McGrath RentCorp COM 580589109 7,777,749.98 293,500 293,500 238,400 55,100
McGraw-Hill Companies, Inc.
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McMoRan Exploration Co. COM 582411104 26,650,255.38 2,103,414 2,103,414 1,912,453 190,961
Mead Johnson Nutrition Co. COM 582839106 7,587,020.87 94,237 94,237 94,237
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Medicis Pharmaceutical Corp. CV 1.375%
06/01/2017 584690AC5 12,029,718.75 12,075,000 12,075,000 8,840,000 3,235,000
Medivation, Inc. COM 58501N101 30,654,737.40 335,391 335,391 326,817 8,574
Medivation, Inc. CV 2.625%
04/01/2017 58501NAA9 45,867,771.25 38,263,000 38,263,000 34,838,000 3,425,000
MEDNAX, Inc. COM 58502B106 113,798,606.91 1,660,324 1,660,324 1,555,724 104,600
Medtronic, Inc. COM 585055106 27,331,761.00 705,700 705,700 705,700
Medtronic, Inc. CV 1.625%
04/15/2013 585055AM8 24,313,997.49 24,133,000 24,133,000 18,058,000 6,075,000
Mellanox Technologies Ltd. COM M51363113 43,077,095.60 608,090 608,090 592,533 15,557
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Merck & Co., Inc. COM 58933Y105 166,033,579.85 3,977,029 3,975,219 3,919,429 57,560
Merit Medical Systems, Inc. COM 589889104 4,704,031.49 340,625 340,625 276,150 64,475
Meritor, Inc. CV Step%
03/01/2026 043353AF8 40,375,987.52 46,210,000 46,210,000 42,960,000 3,250,000
Methode Electronics, Inc. COM 591520200 4,112,882.99 483,300 483,300 391,700 91,600
MetLife, Inc. COM 59156R108 58,666,815.91 1,901,719 1,900,961 1,869,063 32,639
MetLife, Inc. CVPFD 5%
09/11/2013 59156R116 89,469,093.34 1,446,082 1,446,082 1,140,732 305,350
Metropolitan Health Networks,
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MGM Resorts International CV 4.25%
04/15/2015 55303QAE0 10,528,350.00 10,360,000 10,360,000 3,475,000 6,885,000
MGM Resorts International COM 552953101 10,059,155.28 901,358 901,358 794,945 106,413
Michael Baker Corp. COM 057149106 1,643,670.00 63,000 63,000 63,000
Michael Kors Holdings Ltd. COM G60754101 5,033,226.48 120,297 120,297 120,297
Microchip Technology Inc. COM 595017104 3,906,748.00 118,100 118,100 118,100
Microchip Technology, Inc. CV 2.125%
12/15/2037 595017AB0 20,405,730.00 16,292,000 16,292,000 8,702,000 7,590,000
Micron Technology, Inc. COM 595112103 51,620,784.90 8,180,790 8,180,790 7,993,456 187,334
Micron Technology, Inc. CV 1.875%
06/01/2027 595112AK9 13,183,845.00 14,897,000 14,897,000 13,572,000 1,325,000
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Microsoft Corp. COM 594918104 234,575,874.48 7,668,433 7,667,344 7,313,606 354,803
Mid-America Apartment
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Middleby Corp. COM 596278101 66,412,676.47 666,727 666,727 602,000 64,727
MidSouth Bancorp, Inc. COM 598039105 6,597,014.97 468,538 468,538 379,738 88,800
Mistras Group, Inc. COM 60649T107 16,859,198.16 641,522 641,522 520,236 121,286
Mobile Mini, Inc. COM 60740F105 5,948,639.97 413,100 413,100 334,800 78,300
Mohawk Industries, Inc. COM 608190104 30,733,230.37 440,115 440,115 423,815 16,300
Molson Coors Brewing Co. CV 2.5%
07/30/2013 60871RAA8 40,055,493.74 39,415,000 39,415,000 31,118,000 8,297,000
Molycorp, Inc. CV 5.5%
03/01/2014 608753208 3,428,603.36 65,884 65,884 55,234 10,650
Monolithic Power Systems,
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Monsanto Co. COM 61166W101 65,377,243.38 789,771 789,771 772,013 17,758
Monster Worldwide, Inc. COM 611742107 15,776,782.00 1,856,092 1,856,092 1,724,473 131,619
Moody's Corp. COM 615369105 8,500,579.70 232,574 232,574 232,574
Moog, Inc. COM 615394202 58,179,657.33 1,407,005 1,407,005 1,277,057 129,948
Morgan Stanley COM 617446448 57,446,260.49 3,937,499 3,935,958 3,871,519 65,943
Mosaic Co. COM 61945C103 53,589,103.92 978,699 978,055 949,150 29,534
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MWI Veterinary Supply, Inc. COM 55402X105 21,163,220.56 205,928 205,928 202,048 3,880
Mylan Laboratories, Inc. COM 628530107 92,020,309.87 4,306,051 4,306,051 4,252,351 53,700
Mylan Laboratories, Inc. CV 3.75%
09/15/2015 628530AJ6 12,144,000.01 7,040,000 7,040,000 3,040,000 4,000,000
MYR Group, Inc. COM 55405W104 9,548,925.58 559,726 559,726 487,126 72,600
Nabors Industries Ltd. COM G6359F103 979,200.00 68,000 68,000 68,000
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Nash Finch Co. COM 631158102 4,334,664.02 201,800 201,800 163,500 38,300
Nash Finch Co. CV Step%
03/15/2035 631158AD4 16,289,698.75 34,567,000 34,567,000 22,777,000 11,790,000
National Grid plc Spon ADR 636274300 11,372,270.65 214,615 213,994 213,994 621
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National Penn Bancshares,
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Nationstar Mortgage Holdings,
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Navigators Group, Inc. (The) COM 638904102 61,300,289.05 1,224,781 1,224,781 1,112,481 112,300
Navistar International Corp. CV 3%
10/15/2014 63934EAL2 18,046,875.00 19,250,000 19,250,000 14,275,000 4,975,000
NCR Corp. COM 62886E108 13,114,232.61 576,957 576,957 576,957
Neenah Paper, Inc. COM 640079109 4,614,033.74 172,875 172,875 140,075 32,800
NetApp, Inc. CV 1.75%
06/01/2013 64110DAB0 85,025,160.00 74,096,000 74,096,000 56,796,000 17,300,000
NetQin Mobile, Inc. ADR 64118U108 3,458,800.79 422,320 422,320 422,320
Netsuite, Inc. COM 64118Q107 45,529,808.07 831,291 831,291 810,023 21,268
New Gold Inc. COM 644535106 9,999,700.00 1,052,600 1,052,600 853,200 199,400
Newell Rubbermaid Inc. COM 651229106 203,168.00 11,200 11,200 11,200
Newmont Mining Corp. COM 651639106 2,564,384.13 52,863 52,863 46,063 6,800
Newmont Mining Corp. CV 1.25%
07/15/2014 651639AH9 39,466,500.00 31,700,000 31,700,000 31,700,000
Newmont Mining Corp. CV 1.625%
07/15/2017 651639AJ5 58,855,893.75 44,211,000 44,211,000 34,856,000 9,355,000
News Corp. COM 65248E104 58,436,712.24 2,621,656 2,621,656 2,621,656
NextEra Energy, Inc. COM 65339F101 201,332,336.98 2,925,937 2,925,528 2,786,303 139,625
NIC Inc. COM 62914B100 19,247,142.10 1,515,523 1,515,523 1,226,953 288,570<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
NJ Resources Corp. COM 646025106 44,684,768.56 1,024,645 1,024,645 929,845 94,800
Noble Energy, Inc. COM 655044105 15,575,157.32 183,626 183,626 176,285 7,341
Nordson Corp. COM 655663102 65,023,769.45 1,267,767 1,267,767 1,214,667 53,100
Nordstrom, Inc. COM 655664100 935,960.84 18,836 18,836 18,836
Northeast Utility Service Co. COM 664397106 21,509,006.53 554,213 554,213 544,427 9,786
Northrim BanCorp, Inc. COM 666762109 4,989,096.98 232,159 232,159 188,703 43,456
Novo Nordisk A/S Spon ADR 670100205 575,837.08 3,962 3,962 3,962
Nuance Communications, Inc. COM 67020Y100 73,884,971.31 3,101,804 3,101,804 3,012,204 89,600
Nuance Communications, Inc. CV 2.75%
08/15/2027 67020YAB6 40,538,340.00 29,296,000 29,296,000 25,801,000 3,495,000
Nucor Corp. COM 670346105 3,260,158.00 86,020 86,020 86,020
NuVasive, Inc. COM 670704105 15,990,621.20 630,545 630,545 621,869 8,676
NuVasive, Inc. CV 2.75%
07/01/2017 670704AC9 49,574,395.01 50,012,000 50,012,000 37,812,000 12,200,000
NV Energy, Inc. COM 67073Y106 80,565,395.47 4,582,787 4,582,787 4,448,387 134,400
NVIDIA Corp. COM 67066G104 4,767,969.10 345,005 345,005 345,005
Occidental Petroleum Corp. COM 674599105 183,874,441.34 2,143,831 2,143,522 2,071,809 72,012
Ocean Rig UDW, Inc. COM Y64354205 3,568,558.42 264,142 264,142 195,637 68,505
Oceaneering International,
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Ocwen Financial Corp. COM 675746309 86,118,863.82 4,585,669 4,585,669 4,158,040 427,629
Olin Corp. COM 680665205 52,782,031.85 2,526,665 2,526,665 2,293,565 233,100
Omnicare, Inc. CV 3.25%
12/15/2035 681904AL2 3,404,250.00 3,560,000 3,560,000 1,175,000 2,385,000
Omnicare, Inc. CV 3.75%
12/15/2025 681904AN8 17,015,831.25 12,903,000 12,903,000 8,208,000 4,695,000
Omnicom Group, Inc. CV 0%
07/01/2038 682134AA9 46,547,500.01 43,000,000 43,000,000 27,215,000 15,785,000
Omnicom Group, Inc. COM 681919106 280,613,630.70 5,773,960 5,773,045 5,587,912 186,030
ON Semiconductor Corp. CV 2.625%
12/15/2026 682189AG0 29,417,423.75 28,457,000 28,457,000 20,177,000 8,280,000
ON Semiconductor Corp. CV 2.625%
12/15/2026 682189AH8 10,547,250.00 9,800,000 9,800,000 9,800,000
Onyx Pharmaceuticals, Inc. COM 683399109 185,339,682.02 2,789,160 2,789,160 2,654,218 134,942
Optimer Pharmaceuticals, Inc. COM 68401H104 6,017,445.44 387,722 387,722 387,722
Oracle Corp. COM 68389X105 53,975,909.23 1,817,438 1,816,805 1,763,228 54,196
OraSure Technologies, Inc. COM 68554V108 5,295,624.85 471,141 471,141 471,141
O'Reilly Automotive, Inc. COM 67103H107 5,926,392.42 70,746 70,746 70,746
Orient-Express Hotels Ltd. COM G67743107 47,633,100.84 5,690,932 5,690,932 5,175,732 515,200
ORIX Corp. Spon ADR 686330101 9,861,208.71 212,213 211,435 211,435 778
Overhill Farms, Inc. COM 690212105 8,015,126.05 2,044,675 2,044,675 1,680,161 364,514
Oxford Industries, Inc. COM 691497309 674,970.00 15,100 15,100 15,100
Paccar, Inc. COM 693718108 7,483,448.07 190,953 190,953 166,090 24,863
Pacific Gas & Electric Co. COM 69331C108 86,175,339.57 1,903,605 1,903,041 1,811,851 91,737
PacWest Bancorp COM 695263103 63,553,500.27 2,684,981 2,684,981 2,394,381 290,600
Panera Bread Co. Class A 69840W108 4,271,186.64 30,631 30,631 30,631
Par Pharmaceutical Cos., Inc. COM 69888P106 101,983,104.60 2,821,890 2,821,890 2,626,090 195,800
PAREXEL International Corp. COM 699462107 69,816,742.20 2,473,140 2,473,140 2,245,840 227,300
Park Sterling Corp. COM 70086Y105 2,983,784.99 633,500 633,500 513,600 119,900
Parker Hannifin Corp. COM 701094104 9,199,691.44 119,663 119,663 119,464 199
PartnerRe Ltd. COM G6852T105 98,383,031.59 1,300,159 1,300,159 1,269,559 30,600
Paychex, Inc. COM 704326107 1,165,311.00 37,100 37,100 37,100
Pebblebrook Hotel Trust COM 70509V100 89,949,210.75 3,858,825 3,858,825 3,409,525 449,300
Peet's Coffee & Tea, Inc. COM 705560100 2,080,145.84 34,646 34,646 34,646
Penn National Gaming, Inc. COM 707569109 41,553,554.77 931,903 931,903 834,932 96,971
Penske Auto Group COM 70959W103 90,018,964.38 4,238,181 4,238,181 3,947,581 290,600
People United Financial, Inc. COM 712704105 40,755,685.95 3,510,395 3,510,395 3,192,765 317,630
PepsiCo, Inc. COM 713448108 67,830,949.99 959,979 959,555 925,874 34,096
Pericom Semiconductor Corp. COM 713831105 5,707,052.99 634,117 634,117 515,132 118,985
PerkinElmer, Inc. COM 714046109 68,449,051.23 2,653,064 2,653,064 2,556,664 96,400
Perrigo Co. COM 714290103 9,363,406.14 79,398 79,398 79,398
Petroleo Brasileiro S.A. Spon ADR 71654V101 3,852,936.00 212,400 212,400 212,400
PetSmart, Inc. COM 716768106 313,014.38 4,591 4,591 4,591
Pfizer, Inc. COM 717081103 463,937,985.48 20,171,497 20,165,658 19,608,934 562,428
Pharmacyclics, Inc. COM 716933106 23,884,939.53 437,373 437,373 426,145 11,228
Philip Morris Int'l, Inc. COM 718172109 104,294,479.10 1,195,235 1,194,592 1,189,452 5,768
Phillips 66 COM 718546104 8,537,694.00 256,850 256,850 256,850
Piedmont Natural Gas Company,
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Pier 1 Imports, Inc. COM 720279108 48,169,046.82 2,931,774 2,931,774 2,880,774 51,000
Plum Creek Timber Co., Inc. COM 729251108 6,490,950.00 163,500 163,500 163,500
PMC-Sierra, Inc. COM 69344F106 38,428,111.00 6,258,650 6,258,650 5,711,750 546,900
PMC-Sierra, Inc. CV 2.25%
10/15/2025 69344FAD8 2,631,562.50 2,625,000 2,625,000 975,000 1,650,000
PNC Financial Services Group COM 693475105 303,519,913.38 4,966,776 4,965,911 4,759,122 207,636
Polycom, Inc. COM 73172K104 18,546,760.00 1,763,000 1,763,000 1,427,300 335,700
PolyOne Corp. COM 73179P106 307,800.00 22,500 22,500 22,500
Portfolio Recovery Associates COM 73640Q105 36,714,080.52 402,302 402,302 363,420 38,882
Post Properties, Inc. COM 737464107 18,091,920.00 369,600 369,600 299,300 70,300
Potash Corp. - Saskatchewan COM 73755L107 2,299,492.08 52,632 52,632 50,311 2,321
Powell Industries, Inc. COM 739128106 3,616,448.01 96,800 96,800 78,700 18,100
PPG Industries, Inc. COM 693506107 82,802,252.36 780,270 780,270 732,589 47,681
PPL Corp. COM 69351T106 39,473,584.52 1,419,416 1,418,543 1,394,871 24,523
PPL Corp. CVPFD 8.75%
05/01/2014 69351T114 54,472,295.15 1,018,745 1,018,745 804,245 214,500
PPL Corp. CVPFD 9.5%
07/01/2013 69351T601 8,488,334.00 160,460 160,460 95,010 65,450<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Precision Castparts Corp. COM 740189105 12,038,365.14 73,186 73,186 65,005 8,181
Priceline.com, Inc. COM 741503403 1,703,829.28 2,564 2,564 2,564
PriceSmart, Inc. COM 741511109 32,776,307.53 485,503 485,503 472,660 12,843
Procter & Gamble Co. COM 742718109 166,065,564.81 2,711,245 2,709,465 2,656,437 54,767
Progress Energy, Inc. COM 743263105 43,320,937.57 720,031 719,394 704,982 15,034
Prologis LP CV 3.25%
03/15/2015 74340XAT8 22,831,068.75 20,685,000 20,685,000 11,270,000 9,415,000
Prologis, Inc. COM 74340W103 206,026.00 6,200 6,200 6,200
Proofpoint, Inc. COM 743424103 7,266,465.01 428,700 428,700 428,700
Proto Labs, Inc. COM 743713109 18,569,900.61 645,685 645,685 634,597 11,088
Providence Service Corp. COM 743815102 12,160,770.00 887,000 887,000 718,200 168,800
Prudential Financial, Inc. COM 744320102 162,180,201.47 3,348,795 3,347,791 3,223,932 124,839
Prudential plc Spon ADR 74435K204 12,879,104.07 555,159 553,042 553,042 2,117
PVH Corp. COM 693656100 52,909,879.78 680,163 680,163 655,340 24,823
QEP Resources, Inc. COM 74733V100 15,610,923.45 520,885 520,885 511,685 9,200
Quaker Chemical Corp. COM 747316107 6,437,053.02 139,300 139,300 113,500 25,800
QUALCOMM, Inc. COM 747525103 82,186,241.27 1,476,046 1,476,046 1,374,962 101,084
Quest Diagnostics Inc. COM 74834L100 856,570.00 14,300 14,300 14,300
Radian Group, Inc. CV 3%
11/15/2017 750236AK7 9,989,550.00 16,860,000 16,860,000 14,680,000 2,180,000
Ralcorp Holdings, Inc. COM 751028101 26,961,291.57 403,975 403,975 389,075 14,900
Range Resources Corp. COM 75281A109 156,267,533.76 2,525,740 2,525,740 2,437,336 88,404
Raymond James Financial, Inc. COM 754730109 160,625,866.14 4,691,176 4,691,176 4,509,476 181,700
Rayonier TRS Holdings, Inc. CV 3.75%
10/15/2012 75508AAB2 8,272,762.50 6,605,000 6,605,000 3,305,000 3,300,000
Rayonier TRS Holdings, Inc. CV 4.5%
08/15/2015 75508AAC0 4,768,500.00 3,400,000 3,400,000 1,250,000 2,150,000
Raytheon Co. COM 755111507 28,113,912.00 496,800 496,800 496,800
RBC Bearings, Inc. COM 75524B104 40,721,941.73 860,929 860,929 830,639 30,290
RDA Microelectronics, Inc. Spon ADR 749394102 4,818,155.82 479,896 479,896 479,896
Red Hat, Inc. COM 756577102 13,692,954.72 242,439 242,439 242,439
Red Robin Gourmet Burgers,
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Regal Beloit Corp. COM 758750103 42,566,290.36 683,686 683,686 620,386 63,300
Regions Financial Corp. COM 7591EP100 47,266,831.24 7,002,758 6,998,775 6,877,044 125,612
Reliance Steel & Aluminum Co. COM 759509102 258,323,104.61 5,115,309 5,115,309 4,792,010 323,299
RenaissanceRe Holdings Ltd. COM G7496G103 42,521,590.27 559,421 559,421 538,969 20,452
Rent-A-Center, Inc. COM 76009N100 51,017,343.02 1,512,073 1,512,073 1,372,173 139,900
Republic Services, Inc. COM 760759100 6,697,872.72 253,132 253,132 248,732 4,400
ResMed, Inc. COM 761152107 23,568,576.64 755,404 754,484 691,957 63,447
Responsys, Inc. COM 761248103 6,091,487.74 502,598 502,598 502,598
Rexnord Corp. COM 76169B102 2,831,652.00 141,300 141,300 141,300
RigNet, Inc. COM 766582100 2,159,838.04 124,200 124,200 124,200
Rio Tinto plc Spon ADR 767204100 10,011,414.00 209,400 209,400 173,600 35,800
RLI Corp. COM 749607107 19,021,662.00 278,910 278,910 225,910 53,000
Roadrunner Transportation
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Rock-Tenn Co. Class A 772739207 70,182,884.52 1,286,579 1,286,579 1,252,079 34,500
Rockwell Automation Inc. COM 773903109 11,104,223.58 168,093 168,093 168,093
Rockwood Holdings, Inc. COM 774415103 12,151,900.00 274,000 274,000 274,000
Rogers Corp. COM 775133101 34,106,388.55 861,055 861,055 781,328 79,727
Roper Industries, Inc. CV Step%
01/15/2034 776696AA4 8,187,812.50 6,650,000 6,650,000 6,650,000
Ross Stores, Inc. COM 778296103 11,700,568.53 187,299 187,299 187,299
Rowan Companies plc Class A G7665A101 20,818,580.20 643,940 643,940 633,140 10,800
Royal Gold, Inc. CV 2.875%
06/15/2019 780287AA6 19,444,937.50 18,475,000 18,475,000 12,990,000 5,485,000
RTI International Metals,
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Rush Enterprises, Inc. COM 781846209 10,703,053.36 654,621 654,621 573,709 80,912
Ryder System Inc. COM 783549108 60,960,608.80 1,692,880 1,692,880 1,537,480 155,400
Ryland Group, Inc. (The) CV 1.625%
05/15/2018 783764AQ6 10,433,500.00 9,485,000 9,485,000 3,755,000 5,730,000
Sagent Pharmaceuticals, Inc. COM 786692103 2,564,105.58 141,820 141,820 141,820
SAIC, Inc. COM 78390X101 8,908,200.00 735,000 735,000 735,000
Salesforce.com, Inc. COM 79466L302 357,125.58 2,583 2,583 2,583
Salesforce.com, Inc. CV 0.75%
01/15/2015 79466LAB0 23,186,800.00 13,520,000 13,520,000 7,445,000 6,075,000
Sally Beauty Holdings, Inc. COM 79546E104 4,515,799.86 175,439 175,439 175,439
Sanchez Energy Corp. COM 79970Y105 34,269,040.00 1,647,550 1,647,550 1,498,850 148,700
SanDisk Corp. CV 1%
05/15/2013 80004CAC5 15,156,900.00 15,310,000 15,310,000 7,660,000 7,650,000
SanDisk Corp. CV 1.5%
08/15/2017 80004CAD3 15,278,825.01 14,780,000 14,780,000 9,935,000 4,845,000
Sandy Spring Bancorp, Inc. COM 800363103 6,838,200.00 379,900 379,900 308,000 71,900
Sanofi CVR COM 80105N113 60,630.00 43,000 43,000 43,000
SAP AG Spon ADR 803054204 8,223,755.40 138,543 138,033 138,033 510
Sapient Corp. COM 803062108 35,664,788.10 3,541,687 3,541,687 3,413,887 127,800
SBA Communications Corp. CV 1.875%
05/01/2013 78388JAN6 6,004,800.00 4,320,000 4,320,000 910,000 3,410,000
SBA Communications Corp. CV 4%
10/01/2014 78388JAM8 19,095,781.27 9,875,000 9,875,000 8,525,000 1,350,000
ScanSource, Inc. COM 806037107 106,284,920.55 3,468,829 3,468,829 3,137,086 331,743
SCBT Financial Corp. COM 78401V102 13,747,077.02 389,988 389,988 315,988 74,000
Schlumberger Ltd. COM 806857108 141,848,740.62 2,185,336 2,184,479 2,110,519 74,797
SeaCube Container Leasing
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Seadrill Ltd. COM G7945E105 33,908,634.08 954,641 953,622 953,622 1,019
Sealed Air Corp. COM 81211K100 154,400.00 10,000 10,000 10,000
Semtech Corp. COM 816850101 28,434,141.44 1,169,167 1,169,167 946,618 222,549
Senior Housing Properties
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Sensient Technologies Corp. COM 81725T100 15,382,524.00 418,800 418,800 339,100 79,700
ServiceSource International
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Sherwin-Williams Co. (The) COM 824348106 266,685.25 2,015 2,015 2,015
Shire plc Spon ADR 82481R106 10,006,988.88 115,836 115,475 115,475 361
Shoe Carnival, Inc. COM 824889109 7,722,432.14 359,350 359,350 291,550 67,800
Shuffle Master, Inc. COM 825549108 3,882,533.39 281,343 281,343 281,343
Sigma-Aldrich Corp. COM 826552101 44,283,996.05 598,999 598,999 573,499 25,500
Signature Bank COM 82669G104 156,326,653.22 2,563,993 2,563,993 2,414,675 149,318
Silgan Holdings, Inc. COM 827048109 54,172,841.58 1,268,982 1,268,982 1,156,570 112,412
Silicon Laboratories, Inc. COM 826919102 20,359,993.70 537,203 537,203 434,903 102,300
Siliconware Precision
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Simon Property Group, Inc. COM 828806109 249,056.00 1,600 1,600 1,600
Simpson Manufacturing Co.,
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SM Energy Co. COM 78454L100 1,158,996.00 23,600 23,600 23,600
Smart Balance, Inc. COM 83169Y108 490,575.75 52,500 52,500 52,500
Smithfield Foods, Inc. CV 4%
06/30/2013 832248AR9 15,908,730.00 14,236,000 14,236,000 8,501,000 5,735,000
Snap-on, Inc. COM 833034101 2,894,625.00 46,500 46,500 46,500
Solarwinds, Inc. COM 83416B109 29,411,712.00 675,200 675,200 657,831 17,369
Sonic Corp. COM 835451105 200,400.00 20,000 20,000 20,000
Sourcefire, Inc. COM 83616T108 34,532,627.40 671,841 671,841 659,443 12,398
South Jersey Industries, Inc. COM 838518108 28,594,170.00 561,000 561,000 509,100 51,900
Southern Co. (The) COM 842587107 92,855,948.42 2,005,538 2,004,329 1,995,543 9,968
Southern National Bancorp of
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Southwestern Energy Co. COM 845467109 21,674,243.65 678,805 678,805 664,522 14,283
Spirit Aerosystems Hldgs,
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Spirit Airlines, Inc. COM 848577102 49,585,189.33 2,548,057 2,548,057 2,469,785 78,272
Splunk, Inc. COM 848637104 17,042,762.40 606,504 606,504 591,559 14,945
SPX Corp. COM 784635104 3,773,536.40 57,770 57,770 57,770
SS^C Technologies Holdings COM 78467J100 26,155,250.00 1,046,210 1,046,210 847,110 199,100
St. Jude Medical, Inc. COM 790849103 8,918,567.97 223,467 223,467 196,334 27,133
STAAR Surgical Co. COM 852312305 2,899,577.49 373,176 373,176 373,176
Stanley Black & Decker, Inc. CVPFD 4.75%
11/17/2015 854502309 19,150,675.67 163,667 163,667 119,457 44,210
Starwood Hotels & Resorts,
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State Street Corp. COM 857477103 24,667,037.28 552,577 552,577 525,478 27,099
Steel Dynamics, Inc. CV 5.125%
06/15/2014 858119AP5 183,750.00 175,000 175,000 175,000
Sterling Bancorp COM 859158107 7,567,834.01 758,300 758,300 614,900 143,400
Steve Madden Ltd. COM 556269108 10,419,492.91 328,173 328,173 319,631 8,542
Stifel Financial Corp. COM 860630102 58,036,380.00 1,878,200 1,878,200 1,641,900 236,300
Stratasys, Inc. COM 862685104 38,280,348.00 772,560 772,560 752,148 20,412
Suncor Energy, Inc. COM 867224107 65,862,673.07 2,275,113 2,274,150 2,257,055 18,038
SunPower Corp. CV 4.5%
03/15/2015 867652AE9 45,380,790.00 51,716,000 51,716,000 43,921,000 7,795,000
SunTrust Banks, Inc. COM 867914103 86,891,460.86 3,586,273 3,583,210 3,533,783 52,430
Superior Energy Services,
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SurModics, Inc. COM 868873100 2,197,082.73 126,999 126,999 103,314 23,685
Susquehanna Bancshares, Inc. COM 869099101 51,103,738.40 4,961,528 4,961,528 4,514,828 446,700
SVB Financial Group COM 78486Q101 96,815,128.48 1,648,759 1,648,759 1,549,695 99,064
SXC Health Solutions Corp. COM 78505P100 26,653,361.76 268,656 268,656 265,890 2,766
Symantec Corp. CV 1%
06/15/2013 871503AF5 58,712,820.03 57,072,000 57,072,000 50,107,000 6,965,000
Synaptics, Inc. COM 87157D109 23,714,372.07 828,305 828,305 797,705 30,600
Synchronoss Technologies,
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Syngenta AG Spon ADR 87160A100 12,257,767.43 179,108 178,422 178,422 686
T. Rowe Price Group, Inc. COM 74144T108 64,504,408.80 1,024,530 1,024,530 1,001,160 23,370
Taiwan Semiconductor
Manufacturing Company Ltd. Spon ADR 874039100 12,573,471.98 900,685 897,730 897,730 2,955
Take-Two Interactive Software CV 4.375%
Inc. 06/01/2014 874054AA7 8,708,120.00 7,507,000 7,507,000 5,332,000 2,175,000
TAL International Group, Inc. COM 874083108 106,785,108.83 3,188,567 3,188,567 2,964,067 224,500
Tangoe, Inc. COM 87582Y108 29,309,710.08 1,375,397 1,375,397 1,346,862 28,535
Target Corp. COM 87612E106 130,591,790.90 2,244,233 2,243,871 2,153,632 90,590
TE Connectivity Ltd. COM H84989104 45,785,999.68 1,434,848 1,434,848 1,409,548 25,300
Team Health Holdings, Inc. COM 87817A107 14,899,520.46 618,494 618,494 602,423 16,071
Team, Inc. COM 878155100 7,475,903.88 239,766 239,766 194,366 45,400
Teavana Holdings, Inc. COM 87819P102 7,536,020.58 556,986 556,986 542,633 14,353
Telefonica Brasil S.A. Spon ADR 87936R106 15,034,498.00 607,700 607,700 607,700
Tenet Healthcare Corp. COM 88033G100 17,092,880.00 3,262,000 3,262,000 2,643,000 619,000
Tenneco, Inc. COM 880349105 22,054,086.00 822,300 822,300 665,800 156,500
Teradata Corp. COM 88076W103 14,628,615.47 203,147 203,147 203,147
Teradyne, Inc. COM 880770102 52,564,744.12 3,738,602 3,738,602 3,396,302 342,300
Terex Corp. CV 4%
06/01/2015 880779AV5 12,259,000.01 9,200,000 9,200,000 5,955,000 3,245,000
Territorial Bancorp, Inc. COM 88145X108 7,805,555.95 342,800 342,800 277,800 65,000
Tesco Corp. COM 88157K101 4,053,599.98 337,800 337,800 274,900 62,900
Tesla Motors, Inc. COM 88160R101 38,766,088.41 1,238,929 1,238,929 1,207,175 31,754
Tetra Tech, Inc. COM 88162G103 91,843,171.18 3,521,594 3,521,594 3,324,294 197,300
Teva Pharmaceutical
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Texas Capital Bancshares,
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Texas Instruments, Inc. COM 882508104 241,872,776.62 8,430,572 8,428,946 8,012,946 417,591<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Theravance Inc. COM 88338T104 1,044,340.00 47,000 47,000 47,000
Theravance Inc. CV 3%
01/15/2015 88338TAA2 2,182,500.00 2,000,000 2,000,000 280,000 1,720,000
Thermo Fisher Scientific,
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Thermon Group Holdings, Inc. COM 88362T103 12,580,910.81 607,480 607,480 551,680 55,800
TIBCO Software, Inc. COM 88632Q103 6,493,507.68 217,029 217,029 217,029
Tidewater, Inc. COM 886423102 59,950,758.49 1,293,157 1,293,157 1,259,399 33,758
Tiffany & Co. COM 886547108 3,894,949.05 73,559 73,559 73,559
Tilly's Inc. Class A 886885102 2,058,348.30 128,246 128,246 128,246
Time Warner Cable, Inc. COM 88732J207 55,216,987.70 672,599 672,081 668,915 3,672
Time Warner, Inc. COM 887317303 212,545,025.20 5,520,650 5,520,650 5,309,804 210,846
Timken Co. (The) COM 887389104 31,878,814.91 696,196 696,196 670,796 25,400
Titan International, Inc. COM 88830M102 87,106,447.01 3,551,017 3,551,017 3,146,790 404,227
Titan Machinery Inc. COM 88830R101 48,850,053.89 1,608,497 1,608,497 1,420,494 188,003
Titanium Metals Corp. COM 888339207 916,110.00 81,000 81,000 81,000
TJX Cos., Inc. COM 872540109 1,863,805.95 43,415 43,415 43,415
TMS International Corp. COM 87261Q103 6,206,325.01 622,500 622,500 505,600 116,900
Total S.A. Spon ADR 89151E109 16,675,551.00 370,980 370,980 370,980
Towers Watson & Co. Class A 891894107 886,520.00 14,800 14,800 14,800
Toyota Motor Corp. Spon ADR 892331307 13,929,319.85 173,082 172,437 172,437 645
TPC Group, Inc. COM 89236Y104 6,843,583.39 185,212 185,212 156,812 28,400
Tractor Supply Co. COM 892356106 5,962,794.34 71,789 71,789 71,789
Transocean, Inc. CV 1.5%
12/15/2037 893830AW9 42,060,000.00 42,060,000 42,060,000 14,945,000 27,115,000
Travelers Companies, Inc.
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Trimas Corp. COM 896215209 50,836,739.10 2,529,191 2,529,191 2,307,413 221,778
Trimble Navigation Ltd. COM 896239100 590,400.32 12,832 12,832 12,832
TripAdvisor Inc. COM 896945201 290,887.21 6,509 6,509 6,509
Triumph Group, Inc. COM 896818101 27,065,870.00 481,000 481,000 389,500 91,500
TrueBlue, Inc. COM 89785X101 36,463,186.44 2,355,503 2,355,503 2,130,703 224,800
TRW Automotive, Inc. CV 3.5%
12/01/2015 87264MAH2 9,481,240.00 6,494,000 6,494,000 4,859,000 1,635,000
Tumi Holdings Inc. COM 89969Q104 28,192,710.00 1,611,012 1,611,012 1,497,763 113,249
Tupperware Brands Corp. COM 899896104 28,543,211.92 521,242 521,242 512,053 9,189
Tyco International Ltd. COM H89128104 37,907,613.80 717,268 717,268 704,668 12,600
U.S. Bancorp COM 902973304 169,963,380.94 5,284,931 5,284,931 4,961,271 323,660
U.S. Physical Therapy, Inc. COM 90337L108 6,963,980.06 273,849 273,849 222,549 51,300
UGI Corp. COM 902681105 879,957.00 29,900 29,900 29,900
Ulta Salon, Inc. COM 90384S303 29,852,932.34 319,693 319,693 311,511 8,182
Ultimate Software Group, Inc.
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Ultra Clean Holdings, Inc. COM 90385V107 3,236,077.54 503,278 503,278 408,578 94,700
Under Armour, Inc. COM 904311107 29,714,999.28 314,511 314,511 307,570 6,941
Unilever N.V. (NY Shares) Spon ADR 904784709 14,884,002.14 446,307 444,689 444,689 1,618
Union Pacific Corp. COM 907818108 89,687,355.27 751,717 751,717 726,894 24,823
United Continental Holdings
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United Natural Foods, Inc. COM 911163103 86,407,078.42 1,575,047 1,575,047 1,483,120 91,927
United Rentals, Inc. COM 911363109 3,858,910.56 113,364 113,364 113,364
United Rentals, Inc. CV 4%
11/15/2015 911363AL3 3,854,743.75 1,235,000 1,235,000 80,000 1,155,000
United States Steel Corp. COM 912909108 28,893,704.00 1,402,618 1,401,845 1,372,201 30,400
United States Steel Corp. CV 4%
05/15/2014 912909AE8 9,333,527.50 9,173,000 9,173,000 6,058,000 3,115,000
United Technologies Corp. COM 913017109 143,652,130.99 1,901,935 1,901,201 1,845,966 55,953
UnitedHealth Group, Inc. COM 91324P102 222,283,573.98 3,799,816 3,797,718 3,664,857 134,935
Universal Forest Products,
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Universal Stainless & Alloy
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UNS Energy Corp. COM 903119105 8,258,150.00 215,000 215,000 215,000
Unum Group COM 91529Y106 418,947.00 21,900 21,900 21,900
URS Corp. COM 903236107 165,350,418.81 4,740,551 4,740,551 4,554,151 186,400
Vale S.A. Spon ADR 91912E105 31,356,455.68 1,579,688 1,578,071 1,578,071 1,617
Valero Energy Corp. COM 91913Y100 59,575,104.20 2,467,059 2,465,589 2,455,386 11,636
Validus Holdings Ltd. COM G9319H102 65,065,421.70 2,031,390 2,031,390 1,844,890 186,500
Velti plc COM G93285107 24,450,881.00 3,761,674 3,761,674 3,678,754 82,920
Ventas, Inc. COM 92276F100 776,376.00 12,300 12,300 12,300
VeriFone Systems, Inc. COM 92342Y109 7,213,620.00 218,000 218,000 218,000
Verisign Inc. COM 92343E102 5,833,151.60 133,880 133,880 133,880
Verisk Analytics, Inc. Class A 92345Y106 243,048.84 4,934 4,934 4,934
Verizon Communications, Inc. COM 92343V104 204,603,352.49 4,604,142 4,602,422 4,426,177 177,930
Vertex Pharmaceuticals Inc. COM 92532F100 17,903,347.20 320,160 320,160 302,086 18,074
Vertex Pharmaceuticals, Inc. CV 3.35%
10/01/2015 92532FAN0 20,802,981.25 15,865,000 15,865,000 13,700,000 2,165,000
VF Corp. COM 918204108 7,971,769.20 59,736 59,736 59,736
Visa, Inc. Class A 92826C839 3,714,586.98 30,046 30,046 30,046
Vitamin Shoppe, Inc. COM 92849E101 32,188,925.07 585,999 585,999 572,735 13,264
VIVUS, Inc. COM 928551100 7,275,559.50 254,925 254,925 249,220 5,705
VMware, Inc. COM 928563402 13,966,355.36 153,409 153,409 140,546 12,863
Vocera Communications Inc. COM 92857F107 7,069,372.00 263,881 263,881 263,881
Volterra Semiconductor Corp. COM 928708106 5,173,867.30 220,634 220,634 220,634
Vornado Realty Trust REIT 929042109 58,854,863.59 700,820 700,820 674,720 26,100
W.W. Grainger, Inc. COM 384802104 10,718,810.76 56,049 56,049 56,049
WABCO Holdings, Inc. COM 92927K102 33,082,043.95 625,015 625,015 567,244 57,771<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Wabtec Corp. COM 929740108 253,922.55 3,255 3,255 3,255
WageWorks, Inc. COM 930427109 7,530,000.00 500,000 500,000 500,000
Walgreen Co. COM 931422109 443,700.00 15,000 15,000 15,000
Wal-Mart Stores, Inc. COM 931142103 15,081,690.96 216,318 216,318 203,962 12,356
Walt Disney Co. COM 254687106 274,974,588.53 5,669,682 5,667,869 5,438,735 230,922
Walter Energy, Inc. COM 93317Q105 2,106,432.00 47,700 47,700 47,700
Warner Chilcott plc COM G94368100 36,664,965.12 2,046,036 2,046,036 1,979,725 66,311
Washington Banking Co. COM 937303105 7,483,273.56 538,365 538,365 436,301 102,064
Washington Federal, Inc. COM 938824109 25,859,535.84 1,531,056 1,531,056 1,387,656 143,400
Waste Connections, Inc. COM 941053100 26,142,104.19 873,733 873,733 841,333 32,400
Watson Pharmaceuticals, Inc. COM 942683103 342,179,777.29 4,624,676 4,624,676 4,434,863 189,813
Weatherford International
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Websense, Inc. COM 947684106 5,244,400.00 280,000 280,000 280,000
Webster Financial Corp. COM 947890109 15,707,832.00 725,200 725,200 587,200 138,000
Weingarten Realty Investors COM 948741103 40,889,162.40 1,552,360 1,552,360 1,415,360 137,000
WellPoint, Inc. COM 94973V107 58,991,588.61 924,778 924,778 866,574 58,204
Wells Fargo & Co. COM 949746101 427,433,274.37 12,782,332 12,776,524 12,529,150 253,063
Wells Fargo & Co. CVPFD 7.5%
12/31/49 949746804 46,542,375.00 41,371 41,371 30,021 11,350
Werner Enterprises, Inc. COM 950755108 78,305,136.79 3,277,737 3,277,737 3,075,237 202,500
WESCO International, Inc. COM 95082P105 77,835,799.50 1,352,490 1,352,490 1,259,790 92,700
WESCO International, Inc. CV 6%
09/15/2029 95082PAH8 8,972,212.50 4,149,000 4,149,000 1,389,000 2,760,000
Western Alliance Bancorp. COM 957638109 22,787,996.40 2,434,615 2,434,615 2,394,130 40,485
Westport Innovations, Inc. COM 960908309 36,566,985.00 995,020 995,020 969,561 25,459
Weyerhaeuser Co. COM 962166104 35,708,539.88 1,596,983 1,596,983 1,575,707 21,276
Whiting Petroleum Corp. COM 966387102 20,971,200.00 510,000 510,000 510,000
Whiting Petroleum Corp. CVPFD 6.25%
12/31/2049 966387201 373,479.92 1,969 1,969 1,969
Whole Foods Market, Inc. COM 966837106 16,104,028.04 168,947 168,947 168,947
Wintrust Financial Corp. COM 97650W108 55,900,607.91 1,574,665 1,574,665 1,428,565 146,100
Wisconsin Energy Corp. COM 976657106 42,197,448.00 1,066,400 1,066,400 1,025,400 41,000
WisdomTree Investments, Inc. COM 97717P104 23,356,304.01 3,554,993 3,554,993 3,479,618 75,375
Wolverine World Wide, Inc. COM 978097103 26,237,307.04 676,568 676,568 547,768 128,800
WPP plc Spon ADR 92933H101 9,102,949.95 149,573 149,110 149,110 463
Wynn Resorts Ltd. COM 983134107 7,860,316.48 75,784 75,784 66,166 9,618
Xcel Energy, Inc. COM 98389B100 68,603,161.13 2,414,754 2,414,754 2,305,006 109,748
Xerox Corp. COM 984121103 551,687.00 70,100 70,100 70,100
Xilinx, Inc. COM 983919101 62,912,294.91 1,874,063 1,874,063 1,810,463 63,600
Xilinx, Inc. CV 2.625%
06/15/2017 983919AF8 60,723,650.01 47,164,000 47,164,000 39,599,000 7,565,000
XL Group plc COM G98290102 59,455,989.20 2,825,855 2,825,855 2,679,154 146,701
Yamana Gold, Inc. COM 98462Y100 36,913,348.95 2,396,992 2,393,965 2,122,791 274,201
Yandex N.V. Class A N97284108 228,758.65 11,944 11,944 11,944
Yelp Inc. COM 985817105 22,260,716.42 979,354 979,354 953,133 26,221
Youku Inc. Spon ADR 98742U100 12,600,589.44 581,208 581,208 566,076 15,132
Zillow, Inc. COM 98954A107 16,277,368.58 421,366 421,366 410,289 11,077
Zions Bancorp COM 989701107 57,970,125.93 2,985,101 2,983,702 2,907,012 78,063
Zipcar, Inc. COM 98974X103 2,123,552.28 181,036 181,036 181,036
Zumiez, Inc. COM 989817101 6,390,964.80 161,388 161,388 161,388
1011 42,596,171,429.01 3,200,313,892 3,200,146,263 2,609,961,884 590,349,381