Lord, Abbett & Co as of Sept. 30, 2012
Portfolio Holdings for Lord, Abbett & Co
Lord, Abbett & Co holds 0 positions in its portfolio as reported in the September 2012 quarterly 13F filing
9/30/2012
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 29,853,061.65 908,769 908,769 884,827 23,942
3M Co. COM 88579Y101 39,658,715.88 429,114 429,114 429,114
A123 Systems, Inc. CV 3.75%
04/15/2016 03739TAA6 5,023,250.00 14,150,000 14,150,000 14,150,000
Aaron's, Inc. COM 002535300 20,878,913.71 750,770 750,770 592,217 158,553
ABB Ltd. Spon ADR 000375204 9,473,901.18 506,643 504,038 504,038 2,605
Abbott Laboratories COM 002824100 38,835,126.40 566,440 566,440 545,162 21,278
ACE Ltd. COM H0023R105 216,989,841.60 2,870,236 2,870,236 2,767,876 102,360
Achillion Pharmaceuticals
Inc. COM 00448Q201 4,273,304.99 410,500 410,500 410,500
Activision Blizzard, Inc. COM 00507V109 881,656.08 78,161 78,161 72,425 5,736
Actuant Corp. COM 00508X203 8,009,850.77 279,869 279,869 279,869
Acxiom Corp. COM 005125109 13,880,468.02 759,741 759,741 728,441 31,300
Adobe Systems, Inc. COM 00724F101 21,067,511.67 649,056 648,345 636,845 12,211
AES Corp. (The) COM 00130H105 4,369,351.00 398,300 398,300 398,300
AES Trust III CVPFD 6.75%
10/15/2029 00808N202 7,240,904.72 145,283 145,283 56,818 88,465
Affiliated Manager Group,
Inc. COM 008252108 139,465,272.01 1,133,864 1,133,864 1,090,308 43,556
Affiliated Manager Group, CV 3.95%
Inc. 08/15/2038 008252AL2 38,019,572.02 33,965,000 33,965,000 23,735,000 10,230,000
Affymax Inc. COM 00826A109 8,754,957.90 415,715 415,715 415,715
Aflac, Inc. COM 001055102 17,908,652.16 374,032 374,032 374,032
Agilent Technologies, Inc. COM 00846U101 42,019,582.65 1,092,837 1,092,837 1,078,537 14,300
Agrium, Inc. COM 008916108 10,563,266.00 102,100 102,100 102,100
Airgas, Inc. COM 009363102 6,143,859.60 74,652 74,652 74,652
Air Methods Corp. COM 009128307 32,229,900.00 270,000 270,000 262,864 7,136
Air Products & Chemicals,
Inc. COM 009158106 10,975,034.30 132,709 132,709 132,709
Albemarle Corp. COM 012653101 29,082,784.17 552,065 552,065 533,265 18,800
Alexandria Real Estate
Equities, Inc. COM 015271109 76,735,470.72 1,043,736 1,043,736 984,336 59,400
Alexion Pharmaceuticals, Inc. COM 015351109 2,992,475.20 26,158 26,158 26,158
Align Technology, Inc. COM 016255101 54,386,123.36 1,471,088 1,471,088 1,432,293 38,795
Allegheny Technologies, Inc. COM 01741R102 51,946,821.37 1,628,427 1,628,427 1,572,427 56,000
Allegheny Technologies, Inc. CV 4.25%
06/01/2014 01741RAD4 55,253,005.42 47,864,000 47,864,000 36,154,000 11,710,000<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Allegiant Travel Co. COM 01748X102 24,141,934.08 381,028 381,028 370,957 10,071
Alliance Data Systems, Inc. COM 018581108 48,346,324.64 340,587 340,587 327,187 13,400
Alliance Data Systems, Inc. CV 1.75%
08/01/2013 018581AD0 49,368,000.04 27,200,000 27,200,000 20,340,000 6,860,000
Allied Nevada Gold Corp. COM 019344100 14,909,202.00 381,700 381,700 299,700 82,000
Allison Transmission
Holdings, Inc. COM 01973R101 2,078,396.00 103,300 103,300 103,300
Allot Communications Ltd. COM M0854Q105 2,956,688.29 111,489 111,489 111,489
Allstate Corp. (The) COM 020002101 31,659,639.24 799,284 799,284 785,084 14,200
Alpha Appalachia Holdings, CV 3.25%
Inc. 08/01/2015 576203AJ2 21,437,307.48 23,113,000 23,113,000 18,588,000 4,525,000
Altera Corp. COM 021441100 34,276,863.50 1,008,588 1,008,588 959,267 49,321
Alterra Capital Holdings Ltd. COM G0229R108 113,465,904.33 4,739,595 4,739,595 4,374,895 364,700
Altisource Portfolio
Solutions S.A. COM L0175J104 20,260,125.00 234,900 234,900 185,400 49,500
Altra Holdings, Inc. CV 2.75%
03/01/2031 02208RAE6 21,578,940.02 21,552,000 21,552,000 17,527,000 4,025,000
Altria Group, Inc. COM 02209S103 83,082,934.62 2,488,258 2,488,258 2,449,577 38,681
ALZA Corp. CV 0%
07/28/2020 02261WAB5 6,699,375.00 6,750,000 6,750,000 6,750,000
Amarin Corp. plc Spon ADR 023111206 10,635,672.60 844,101 844,101 828,954 15,147
Amazon.com, Inc. COM 023135106 6,940,901.44 27,292 27,292 26,075 1,217
Amdocs Ltd. COM G02602103 51,626,545.83 1,564,915 1,564,915 1,498,615 66,300
American Campus Communities,
Inc. COM 024835100 48,877,932.02 1,113,900 1,113,900 996,300 117,600
American Capital Agency Corp. COM 02503X105 1,272,912.00 36,800 36,800 36,800
America's Car-Mart, Inc. COM 03062T105 9,549,518.44 210,018 210,018 189,818 20,200
AmerisourceBergen Corp. COM 03073E105 7,966,518.00 205,800 205,800 205,800
AMETEK, Inc. COM 031100100 18,861,739.80 532,066 532,066 527,966 4,100
Amgen, Inc. COM 031162100 5,153,469.76 61,118 61,118 61,118
Amgen, Inc. CV 0.375%
02/01/2013 031162AQ3 8,772,375.00 7,850,000 7,850,000 3,865,000 3,985,000
Amphenol Corp. COM 032095101 31,429,614.08 533,791 533,791 509,891 23,900
Anadarko Petroleum Corp. COM 032511107 287,297,251.02 4,108,950 4,108,130 3,942,174 166,776
Analog Devices, Inc. COM 032654105 51,891,165.48 1,324,092 1,324,092 1,305,792 18,300
Anaren, Inc. COM 032744104 399,800.00 20,000 20,000 20,000
Angie's List, Inc. COM 034754101 24,335,851.51 2,300,175 2,300,175 2,248,114 52,061
AngloGold Ashanti Holdings CVPFD 6%
09/15/2013 03512Q206 5,831,084.36 140,204 140,204 119,244 20,960
Anheuser-Busch InBev NV Spon ADR 03524A108 11,510,256.95 133,982 133,223 133,223 759
Anixter International, Inc. COM 035290105 241,758,353.19 4,207,420 4,207,420 3,953,047 254,373
Annaly Capital Management,
Inc. COM 035710409 591,084.00 35,100 35,100 35,100
Annie's, Inc. COM 03600T104 34,474,471.74 768,833 768,833 752,745 16,088
ANSYS, Inc. COM 03662Q105 6,406,719.00 87,285 87,285 87,285
Apache Corp. COM 037411105 168,005,356.96 1,942,936 1,942,493 1,856,814 86,122<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Apache Corp. CVPFD 6%
08/01/2013 037411808 56,381,360.70 1,158,918 1,158,918 1,042,415 116,503
Apple, Inc. COM 037833100 97,042,958.10 145,435 145,435 128,750 16,685
Applied Industrial Tech, Inc. COM 03820C105 41,771,383.20 1,008,240 1,008,240 913,740 94,500
AptarGroup, Inc. COM 038336103 42,065,464.48 813,488 813,488 738,270 75,218
Aqua America Inc. COM 03836W103 30,707,847.19 1,240,220 1,240,220 1,185,720 54,500
Arch Capital Group Ltd. COM G0450A105 67,105,508.46 1,610,017 1,610,017 1,544,117 65,900
Archer-Daniels-Midland Co. COM 039483102 130,970,116.52 4,818,639 4,817,496 4,645,194 173,445
Archer-Daniels-Midland Co. CV 0.875%
02/15/2014 039483AW2 15,760,155.15 15,672,000 15,672,000 9,802,000 5,870,000
Arctic Cat Inc. COM 039670104 4,850,820.01 117,000 117,000 117,000
Ares Capital Corp. COM 04010L103 65,896,426.87 3,844,599 3,844,599 3,752,399 92,200
ARIAD Pharmaceuticals, Inc. COM 04033A100 40,952,774.80 1,690,517 1,690,517 1,668,607 21,910
Array BioPharma Inc. COM 04269X105 7,050,605.50 1,203,175 1,203,175 1,203,175
Arrow Electronics, Inc. COM 042735100 143,620,241.43 4,260,464 4,260,464 4,085,896 174,568
Aruba Networks, Inc. COM 043176106 55,560,187.77 2,470,989 2,470,989 2,418,673 52,316
Asbury Automotive Group, Inc. COM 043436104 7,451,469.98 266,600 266,600 222,700 43,900
Ascena Retail Group, Inc. COM 04351G101 52,027,318.20 2,425,516 2,425,516 2,196,038 229,478
Ashland, Inc. COM 044209104 176,615,004.01 2,466,690 2,466,690 2,371,963 94,727
Aspen Insurance Holdings Ltd. COM G05384105 1,198,257.00 39,300 39,300 39,300
Aspen Technology, Inc. COM 045327103 30,089,477.55 1,164,003 1,164,003 1,133,394 30,609
athenahealth, Inc. COM 04685W103 32,342,225.79 352,427 352,427 343,110 9,317
Atlas Air Worldwide Holdings COM 049164205 89,089,114.08 1,725,530 1,725,530 1,610,830 114,700
AT^T, Inc. COM 00206R102 416,147,538.69 11,038,512 11,034,395 10,721,021 317,491
Atwood Oceanics, Inc. COM 050095108 33,708,810.60 741,668 741,668 724,807 16,861
AuRico Gold Inc. COM 05155C105 19,401,608.00 2,779,600 2,779,600 2,189,500 590,100
Automatic Data Processing,
Inc. COM 053015103 13,828,684.38 235,743 235,743 235,743
Auxilium Pharmaceuticals Inc. COM 05334D107 21,011,971.64 859,034 859,034 836,509 22,525
Avago Technologies Ltd. COM Y0486S104 7,691,428.26 220,606 220,606 220,606
AvalonBay Communities, Inc. COM 053484101 333,175.50 2,450 2,450 2,450
Aviva plc Spon ADR 05382A104 11,823,911.97 1,135,823 1,129,634 1,129,634 6,189
Avnet, Inc. COM 053807103 23,629,807.00 812,300 812,300 812,300
Avon Products, Inc. COM 054303102 9,466,165.50 593,490 593,490 593,490
AXIS Capital Holdings Ltd. COM G0692U109 474,912.00 13,600 13,600 13,600
AZZ, Inc. COM 002474104 2,499,084.00 65,800 65,800 55,000 10,800
Balchem Corp. COM 057665200 5,445,222.81 148,250 148,250 124,050 24,200
Ball Corp. COM 058498106 30,631,805.35 723,985 723,985 710,585 13,400
Bally Technologies, Inc. COM 05874B107 7,230,696.00 146,400 146,400 113,200 33,200<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Bank of America Corp. COM 060505104 176,482,450.17 19,987,378 19,980,119 19,148,516 838,862
Bank of America Corp. CVPFD 7.25%
12/31/2049 060505682 107,645,130.00 98,757 98,757 76,772 21,985
Bank of Marin Bancorp COM 063425102 6,125,691.01 144,100 144,100 120,200 23,900
Bank of New York Mellon Corp. COM 064058100 6,739,086.14 297,926 297,926 297,926
Bank of the Ozarks, Inc. COM 063904106 28,650,119.67 831,161 831,161 808,868 22,293
Bankrate, Inc. COM 06647F102 15,426,100.76 990,122 990,122 964,031 26,091
Barclays plc Spon ADR 06738E204 11,035,445.78 795,686 791,603 791,603 4,083
Barrick Gold Corp. COM 067901108 33,042,427.05 791,284 790,791 787,121 4,163
Baxter International, Inc. COM 071813109 59,727,241.34 991,159 991,159 966,383 24,776
BBCN Bancorp, Inc. COM 073295107 31,787,288.00 2,520,800 2,520,800 2,283,700 237,100
BB^T Corp. COM 054937107 128,852,730.11 3,885,788 3,885,788 3,690,270 195,518
Beacon Roofing Supply, Inc. COM 073685109 36,433,830.00 1,278,380 1,278,380 1,156,480 121,900
BE Aerospace, Inc. COM 073302101 4,210,000.00 100,000 100,000 100,000
Beam, Inc. COM 073730103 74,420,912.51 1,293,377 1,293,377 1,247,369 46,008
Becton, Dickinson & Co. COM 075887109 11,523,180.80 146,680 146,680 146,680
Bed Bath & Beyond, Inc. COM 075896100 7,050,645.00 111,915 111,915 111,915
Bel Fuse, Inc. COM 077347300 5,822,556.03 311,700 311,700 260,300 51,400
Berkshire Hathaway, Inc. COM 084670702 282,394,614.60 3,201,753 3,201,753 3,053,586 148,167
Berry Petroleum Co. Class A 085789105 28,668,528.00 705,600 705,600 638,300 67,300
BGC Partners, Inc. CV 4.5%
07/15/2016 05541TAD3 935,906.25 1,005,000 1,005,000 1,005,000
Biogen Idec Inc. COM 09062X103 3,459,599.09 23,183 23,183 23,183
BioMarin Pharmaceutical, Inc. COM 09061G101 35,979,352.31 893,453 893,453 871,883 21,570
BioMarin Pharmaceutical, Inc. CV 1.875%
04/23/2017 09061GAD3 35,940,807.59 17,212,000 17,212,000 14,862,000 2,350,000
BioScrip, Inc. COM 09069N108 5,627,247.01 617,700 617,700 515,300 102,400
Blue Nile, Inc. COM 09578R103 3,627,402.01 97,800 97,800 97,800
Boeing Co. COM 097023105 6,708,652.82 96,361 96,361 83,994 12,367
BOK Financial Corp. COM 05561Q201 46,656,967.81 789,458 789,458 756,458 33,000
BorgWarner, Inc. COM 099724106 10,001,530.09 144,719 144,719 144,719
Boston Private Financial
Holdings, Inc. COM 101119105 32,232,949.00 3,361,100 3,361,100 3,045,520 315,580
Boston Properties, Inc. COM 101121101 387,135.00 3,500 3,500 3,500
Boston Properties, Inc. CV 3.75%
05/15/2036 10112RAG9 41,506,950.01 36,093,000 36,093,000 26,498,000 9,595,000
Brandywine Realty Trust COM 105368203 47,652,416.60 3,909,140 3,909,140 3,546,540 362,600
Brinker International, Inc. COM 109641100 1,193,140.00 33,800 33,800 33,800
Bristol-Myers Squibb Co. COM 110122108 73,807,470.95 2,186,923 2,185,328 2,175,209 11,714
Bristow Group, Inc. COM 110394103 32,744,470.20 647,764 647,764 587,563 60,201
Broadcom Corp. Class A 111320107 212,833,398.98 6,154,812 6,154,812 5,917,771 237,041<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Broadridge Financial
Solutions Inc. COM 11133T103 1,182,831.00 50,700 50,700 50,700
Brookdale Senior Living, Inc. CV 2.75%
06/15/2018 112463AA2 3,466,968.75 3,150,000 3,150,000 3,150,000
Brookline Bancorp, Inc. COM 11373M107 4,752,798.12 538,866 538,866 450,330 88,536
Brown & Brown, Inc. COM 115236101 54,299,143.47 2,082,821 2,082,821 2,013,521 69,300
Bryn Mawr Bank Corp. COM 117665109 5,617,629.59 250,340 250,340 208,982 41,358
Bunge Ltd. COM G16962105 245,060,642.73 3,654,894 3,654,894 3,490,188 164,706
Cabela's Inc. COM 126804301 11,500,461.61 210,323 210,323 201,423 8,900
Cabot Corp. COM 127055101 109,396,924.23 2,991,439 2,991,439 2,710,339 281,100
Cabot Oil & Gas Corp. COM 127097103 4,539,569.60 101,104 101,104 88,438 12,666
CAI International, Inc. COM 12477X106 6,939,863.99 338,200 338,200 282,400 55,800
Camden Property Trust REIT 133131102 9,995,950.00 155,000 155,000 155,000
Cameron International Corp. COM 13342B105 91,321,825.78 1,628,711 1,628,711 1,551,254 77,457
Campbell Soup Co. COM 134429109 2,440,882.00 70,100 70,100 70,100
Campus Crest Communities,
Inc. COM 13466Y105 5,773,680.00 534,600 534,600 446,100 88,500
Canadian National Resource
Ltd. COM 136385101 2,835,759.00 92,100 92,100 92,100
Capital One Financial Corp. COM 14040H105 385,378,592.46 6,759,842 6,759,842 6,482,311 277,531
Capstone Turbine Corp. COM 14067D102 1,950,219.99 1,950,220 1,950,220 1,950,220
CARBO Ceramics Inc. COM 140781105 2,981,967.56 47,393 47,393 47,393
Cardinal Health, Inc. COM 14149Y108 5,810,427.00 149,100 149,100 149,100
Cardtronics, Inc. COM 14161H108 29,654,864.44 995,798 995,798 784,713 211,085
Caribou Coffee Co., Inc. COM 142042209 4,088,794.01 297,800 297,800 248,600 49,200
Carnival Corp. COM 143658300 44,791,260.56 1,229,198 1,228,792 1,216,407 12,791
Carpenter Technology Corp. COM 144285103 26,931,092.19 514,738 514,738 493,338 21,400
Casey's General Stores, Inc. COM 147528103 18,513,360.00 324,000 324,000 256,300 67,700
Catamaran Corp. COM 148887102 15,460,547.73 157,809 157,809 155,165 2,644
Caterpillar, Inc. COM 149123101 83,781,863.68 973,759 973,251 961,531 12,228
Cavium, Inc. COM 14964U108 45,797,586.45 1,374,065 1,374,065 1,337,990 36,075
CBL & Associates Properties,
Inc. COM 124830100 39,152,391.36 1,834,695 1,834,695 1,777,709 56,986
CBRE Group, Inc. Class A 12504L109 9,514,858.71 516,831 516,831 516,831
Celadon Group, Inc. COM 150838100 6,336,400.97 394,300 394,300 329,200 65,100
Celanese Corp. COM 150870103 94,248,619.58 2,486,115 2,486,115 2,370,784 115,331
Celgene Corp. COM 151020104 194,439,222.41 2,545,016 2,545,016 2,402,087 142,929
Celldex Therapeutics Inc. COM 15117B103 5,797,675.78 920,266 920,266 920,266
Cenovus Energy, Inc. COM 15135U109 9,148,125.00 262,500 262,500 262,500
Centene Corp. COM 15135B101 63,438,568.65 1,695,765 1,695,765 1,476,845 218,920
Central Garden & Pet Co. COM 153527106 7,043,636.00 592,400 592,400 467,900 124,500<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
CenturyLink, Inc. COM 156700106 129,936,096.00 3,216,240 3,216,240 3,165,132 51,108
Cepheid, Inc. COM 15670R107 8,441,007.96 244,596 244,596 238,162 6,434
CF Industries, Inc. COM 125269100 12,992,594.88 58,462 58,462 58,462
Chart Industries, Inc. COM 16115Q308 53,377,303.00 722,780 722,780 708,476 14,304
Chart Industries, Inc. CV 2%
08/01/2018 16115QAC4 36,195,744.98 27,604,000 27,604,000 21,529,000 6,075,000
Cheesecake Factory, Inc.
(The) COM 163072101 60,001,727.50 1,678,370 1,678,370 1,520,270 158,100
Chemtura Corp. COM 163893209 82,601,791.59 4,796,852 4,796,852 4,639,252 157,600
Cheniere Energy, Inc. COM 16411R208 22,879,103.75 1,471,325 1,471,325 1,432,852 38,473
Chesapeake Energy Corp. CV 2.25%
12/15/2038 165167CB1 3,109,557.54 3,836,000 3,836,000 286,000 3,550,000
Chesapeake Energy Corp. CV 2.5%
05/15/2037 165167BZ9 62,296,659.69 68,979,000 68,979,000 52,454,000 16,525,000
Chesapeake Energy Corp. CV 2.75%
11/15/2035 165167BW6 26,475,774.59 27,669,000 27,669,000 16,269,000 11,400,000
Chesapeake Utilities Corp. COM 165303108 5,384,831.99 113,700 113,700 95,000 18,700
Chevron Corp. COM 166764100 319,885,662.96 2,744,441 2,742,991 2,709,107 35,334
Chicago Bridge & Iron Company
N.V. COM 167250109 113,216,849.59 2,972,351 2,972,351 2,712,509 259,842
Children's Place Retail
Stores COM 168905107 49,939,680.00 832,328 832,328 752,628 79,700
China Mobile Ltd. Spon ADR 16941M109 10,281,726.73 185,728 184,648 184,648 1,080
C.H. Robinson Worldwide, Inc. COM 12541W209 9,046,267.75 154,505 154,505 154,505
Chubb Corp. (The) COM 171232101 58,503,556.24 766,958 766,958 750,338 16,620
Ciena Corp. COM 171779309 3,794,930.40 279,039 279,039 279,039
Ciena Corp. CV 0.875%
06/15/2017 171779AE1 9,623,153.21 11,117,000 11,117,000 8,667,000 2,450,000
CIGNA Corp. COM 125509109 248,979,558.23 5,278,366 5,277,676 5,097,759 180,607
Cinemark Holdings, Inc. COM 17243V102 45,530,432.70 2,029,890 2,029,890 1,838,190 191,700
Cirrus Logic, Inc. COM 172755100 40,287,464.14 1,049,426 1,049,426 1,021,832 27,594
Cisco Systems, Inc. COM 17275R102 107,413,464.06 5,626,689 5,623,794 5,545,343 81,346
CIT Group, Inc. COM 125581801 51,901,130.58 1,317,622 1,317,622 1,293,422 24,200
Citigroup, Inc. COM 172967424 229,745,318.09 7,021,711 7,020,028 6,752,032 269,679
Citigroup, Inc. CVPFD 7.5%
12/15/2012 172967416 68,252,972.32 703,784 703,784 523,534 180,250
Citrix Systems, Inc. COM 177376100 9,217,649.74 120,382 120,382 120,382
City National Bank COM 178566105 142,062,262.02 2,757,955 2,757,955 2,600,455 157,500
C^J Energy Services, Inc. COM 12467B304 39,445,382.00 1,982,180 1,982,180 1,795,180 187,000
Cleco Corp. COM 12561W105 18,334,597.10 436,746 436,746 418,446 18,300
Cliffs Natural Resources,
Inc. COM 18683K101 42,024,632.58 1,074,020 1,073,482 1,057,431 16,589
Clorox Co. (The) COM 189054109 3,574,040.25 49,605 49,605 49,605
CMS Energy Corp. COM 125896100 79,330,482.91 3,368,598 3,368,598 3,273,098 95,500
Coach, Inc. COM 189754104 3,944,424.22 70,411 70,411 60,869 9,542
Coca-Cola Co. COM 191216100 190,995,111.61 5,035,463 5,035,463 4,827,248 208,215<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Coca-Cola Enterprises, Inc. COM 19122T109 1,122,593.00 35,900 35,900 35,900
Cognex Corp. COM 192422103 35,490,145.60 1,026,320 1,026,320 933,720 92,600
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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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FMC Corp. COM 302491303 8,870,879.16 160,182 160,182 160,182
FMC Technologies, Inc. COM 30249U101 8,584,946.00 185,420 185,420 185,420
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Ford Motor Co. CV 4.25%
11/15/2016 345370CN8 46,060,925.23 33,272,000 33,272,000 25,837,000 7,435,000
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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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General Dynamics Corp. COM 369550108 13,645,052.16 206,368 206,368 206,368
General Electric Co. COM 369604103 230,185,013.79 10,136,349 10,130,613 10,001,071 135,278
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General Motors Co. CVPFD 4.75%
12/01/2013 37045V209 52,210,789.12 1,400,504 1,400,504 955,454 445,050
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Gilead Sciences, Inc. CV 0.625%
05/01/2013 375558AH6 76,876,910.00 44,024,000 44,024,000 39,864,000 4,160,000
Gilead Sciences, Inc. CV 1%
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Gilead Sciences, Inc. CV 1.625%
05/01/2016 375558AP8 7,650,703.13 4,875,000 4,875,000 4,875,000
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Globus Medical, Inc. Class A 379577208 14,374,669.92 797,264 797,264 776,209 21,055
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Goodyear Tire & Rubber CVPFD 5.875%
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Green Plains Renewable CV 5.75%
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Greenway Medical
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Hain Celestial Group, Inc.
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Harris Teeter Supermarkets
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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 23,740,421.25 19,929,000 19,929,000 12,229,000 7,700,000
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HeartWare International, Inc. CV 3.5%
12/15/2017 422368AA8 10,058,980.10 8,224,000 8,224,000 3,289,000 4,935,000
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HEICO Corp. Class A 422806208 8,774,126.98 287,582 287,582 226,895 60,687
Helix Energy Solutions
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Helix Energy Solutions CV 3.25%
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Henry Schein, Inc. COM 806407102 6,560,543.74 82,762 82,762 82,762
Hershey Co. (The) COM 427866108 5,402,526.90 76,210 76,210 76,210
Hertz Global Holdings, Inc. COM 42805T105 121,798,963.92 8,870,829 8,865,314 8,751,646 119,183
Hertz Global Holdings, Inc. CV 5.25%
06/01/2014 42805TAA3 12,417,280.00 6,976,000 6,976,000 3,176,000 3,800,000
Hess Corp. COM 42809H107 89,067,613.40 1,658,031 1,657,463 1,625,602 32,429
Hewlett-Packard Co. COM 428236103 38,862,809.12 2,278,021 2,276,748 2,249,999 28,022
Hexcel Corp. COM 428291108 89,614,728.76 3,730,838 3,730,838 3,494,776 236,062
Hibbett Sports Inc. COM 428567101 43,434,348.36 730,603 730,603 681,417 49,186
Hill-Rom Holdings, Inc. COM 431475102 47,437,544.00 1,632,400 1,632,400 1,430,300 202,100
Hittite Microwave Corp. COM 43365Y104 52,494,589.20 946,360 946,360 856,360 90,000
H.J. Heinz Co. COM 423074103 118,868,628.43 2,124,551 2,124,551 2,027,165 97,386
HMS Holdings Corp. COM 40425J101 17,206,421.00 514,700 514,700 501,081 13,619
Hologic, Inc. COM 436440101 6,901,010.16 340,959 340,959 340,959
Hologic, Inc. CV Step%
03/01/2042 436440AC5 17,432,143.83 17,822,000 17,822,000 13,077,000 4,745,000
Hologic, Inc. CV Step%
12/15/2037 436440AB7 14,998,271.25 13,317,000 13,317,000 8,337,000 4,980,000
Home Bancshares, Inc. COM 436893200 6,412,738.07 188,112 188,112 188,112
Home Depot, Inc. (The) COM 437076102 244,466,119.57 4,049,520 4,048,580 3,869,533 179,987
Home Loan Servicing Solutions
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Homeowners Choice, Inc. COM 43741E103 5,320,752.48 226,415 226,415 189,215 37,200
Home Properties, Inc. COM 437306103 37,955,417.06 619,478 619,478 600,478 19,000
Honda Motor Co., Ltd. Spon ADR 438128308 6,238,474.05 201,889 200,811 200,811 1,078
Honeywell International, Inc. COM 438516106 49,220,795.25 823,779 823,779 799,989 23,790
Hornbeck Offshore Services,
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Hornbeck Offshore Services, CV Step%
Inc. 11/15/2026 440543AE6 18,630,559.99 17,914,000 17,914,000 13,829,000 4,085,000
Host Hotels & Resorts, Inc. COM 44107P104 65,032,802.41 4,051,888 4,051,888 3,973,789 78,099
HSBC Holdings plc Spon ADR 404280406 8,985,796.53 193,414 192,368 192,368 1,046
HSN, Inc. COM 404303109 20,629,453.71 420,695 419,293 410,420 10,275
HUB Group, Inc. Class A 443320106 32,289,495.28 1,087,921 1,087,921 988,397 99,524
Huntington Bancshares, Inc. COM 446150104 8,280,000.00 1,200,000 1,200,000 1,200,000
Huntsman Corp. COM 447011107 1,960,309.00 131,300 131,300 131,300
Hyatt Hotels Corp. COM 448579102 27,991,083.92 697,201 696,509 663,560 33,641
IAC/InterActiveCorp COM 44919P508 1,151,358.96 22,116 22,116 22,116<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
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ICU Medical, Inc. COM 44930G107 7,469,280.01 123,500 123,500 103,100 20,400
IDEX Corp. COM 45167R104 56,106,884.18 1,343,234 1,343,234 1,322,482 20,752
IDEXX Laboratories, Inc. COM 45168D104 7,900,808.75 79,525 79,525 79,525
Ignite Restaurant Group, Inc. COM 451730105 3,647,219.78 261,637 261,637 261,637
IHS Inc. Class A 451734107 7,937,626.95 81,537 81,537 81,537
II-VI, Inc. COM 902104108 46,259,911.44 2,432,172 2,432,172 2,199,474 232,698
Illinois Tool Works Inc. COM 452308109 21,183,214.00 356,200 356,200 356,200
Imperial Oil Ltd. COM 453038408 9,521,029.32 206,844 206,844 195,573 11,271
Imperva, Inc. COM 45321L100 40,297,386.87 1,089,413 1,089,413 1,067,160 22,253
Incyte Corp. COM 45337C102 82,638,333.08 4,578,301 4,578,301 4,367,285 211,016
Incyte Corp. CV 4.75%
10/01/2015 45337CAJ1 24,438,829.48 11,311,000 11,311,000 8,366,000 2,945,000
Infoblox, Inc. COM 45672H104 20,312,385.75 873,651 873,651 848,209 25,442
Informatica Corp. COM 45666Q102 14,985,217.66 430,486 430,486 419,835 10,651
Ingersoll-Rand plc COM G47791101 555,768.00 12,400 12,400 12,400
ING Groep N.V. Spon ADR 456837103 12,721,127.00 1,612,340 1,603,351 1,603,351 8,989
Ingles Markets, Inc. COM 457030104 1,389,750.00 85,000 85,000 85,000
Ingredion Inc. COM 457187102 1,996,792.00 36,200 36,200 36,200
Innophos Holdings, Inc. COM 45774N108 40,790,903.27 841,223 841,223 761,500 79,723
Insulet Corp. COM 45784P101 30,548,065.30 1,415,573 1,415,573 1,385,164 30,409
Intel Corp. COM 458140100 97,037,936.95 4,278,411 4,276,748 4,148,476 129,935
Intel Corp. CV 2.95%
12/15/2035 458140AD2 31,338,362.50 28,685,000 28,685,000 23,335,000 5,350,000
Intel Corp. CV 3.25%
08/01/2039 458140AF7 68,624,325.00 55,454,000 55,454,000 41,589,000 13,865,000
IntercontinentalExchange Inc. COM 45865V100 7,903,074.99 59,239 59,239 59,239
International Game Technology CV 3.25%
05/01/2014 459902AQ5 36,378,683.36 34,667,000 34,667,000 25,159,000 9,508,000
International Paper Co. COM 460146103 231,598,350.88 6,376,675 6,375,263 6,182,178 194,497
Interpublic Group of Co.,
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Int'l Business Machines Corp. COM 459200101 56,933,200.35 274,443 274,443 262,601 11,842
Int'l Flavors & Fragrances
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Invesco Ltd. COM G491BT108 718,437.51 28,749 28,749 28,749
ION Geophysical Corp. COM 462044108 16,096,289.00 2,319,350 2,319,350 1,829,500 489,850
IPC The Hospitalist Co. COM 44984A105 37,446,762.80 819,404 819,404 748,714 70,690
IPG Photonics Corp. COM 44980X109 47,641,340.10 831,437 831,437 810,104 21,333
iRobot Corp. COM 462726100 2,509,881.76 110,276 110,276 110,276
ITC Holdings Corp. COM 465685105 37,516,173.73 496,377 496,377 475,777 20,600
Itron, Inc. COM 465741106 14,498,702.05 336,007 336,007 265,007 71,000<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Jabil Circuit, Inc. COM 466313103 42,628,603.66 2,277,169 2,277,169 2,197,569 79,600
Jack Henry & Assoc., Inc. COM 426281101 69,315,575.30 1,828,907 1,828,907 1,654,307 174,600
Jacobs Engineering Group,
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Janus Capital Group, Inc. CV 3.25%
07/15/2014 47102XAG0 4,093,031.26 3,850,000 3,850,000 3,850,000
Jarden Corp. COM 471109108 43,850,436.34 829,872 829,872 795,872 34,000
Jefferies & Co., Inc. CV 3.875%
11/01/2029 472319AG7 6,824,843.75 7,045,000 7,045,000 7,045,000
Jive Software, Inc. COM 47760A108 17,775,676.48 1,131,488 1,131,488 1,101,939 29,549
J & J Snack Foods Corp. COM 466032109 19,639,939.41 342,577 342,577 270,243 72,334
Johnson Controls, Inc. COM 478366107 8,809,209.60 321,504 321,504 321,504
Johnson & Johnson, Inc. COM 478160104 221,206,613.37 3,210,111 3,208,668 3,153,707 56,404
John Wiley & Sons, Inc. COM 968223206 19,073,431.45 415,091 415,091 327,269 87,822
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Joy Global, Inc. COM 481165108 17,554,908.70 313,145 313,145 313,145
JPMorgan Chase & Co. COM 46625H100 456,892,352.47 11,287,217 11,282,968 10,958,710 328,507
Kaman Corp. COM 483548103 10,391,223.92 289,772 289,772 228,572 61,200
Kansas City Southern COM 485170302 71,366,042.38 941,753 941,753 911,037 30,716
KapStone Paper and Packaging
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Kayak Software Corp. COM 486577109 4,561,103.00 129,100 129,100 101,100 28,000
KB Financial Group, Inc. Spon ADR 48241A105 11,719,781.65 332,115 330,246 330,246 1,869
Kellogg Co. COM 487836108 21,878,939.88 423,518 423,518 401,567 21,951
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Kennedy-Wilson Holdings Inc. COM 489398107 21,600,414.00 1,546,200 1,546,200 1,402,737 143,463
KeyCorp CVPFD 7.75%
12/31/2049 493267405 811,807.00 6,550 6,550 6,550
Key Energy Services, Inc. COM 492914106 14,713,160.00 2,101,880 2,101,880 1,905,580 196,300
Kimberly-Clark Corp. COM 494368103 25,625,059.40 298,730 298,730 298,730
Kimco Realty Corp. COM 49446R109 1,165,525.00 57,500 57,500 57,500
Kinder Morgan Inc. COM 49456B101 178,920,784.21 5,037,175 5,035,825 4,847,485 189,690
Kinder Morgan Inc. Warrant -
05/25/2017 49456B119 8,597,101.97 2,463,353 2,463,353 2,448,249 15,104
Kinross Gold Corp. COM 496902404 17,930,679.48 1,756,188 1,752,817 1,573,317 182,871
Kirby Corp. COM 497266106 43,655,666.33 789,719 789,719 722,619 67,100
KMG Chemicals, Inc. COM 482564101 6,731,243.47 363,851 363,851 303,948 59,903
Knight Transportation, Inc. COM 499064103 50,240,747.70 3,513,339 3,513,339 3,237,524 275,815
Kodiak Oil and Gas Corp. COM 50015Q100 2,340,000.00 250,000 250,000 250,000
Kohl's Corp. COM 500255104 74,847,376.24 1,461,292 1,461,292 1,447,292 14,000
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Kraft Foods, Inc. COM 50075N104 187,140,896.72 4,525,772 4,524,525 4,305,512 220,260
Kroger Co. COM 501044101 8,498,099.84 361,054 360,172 353,840 7,214
Kronos Worldwide, Inc. COM 50105F105 971,100.00 65,000 65,000 65,000
L-3 Communications Holdings, CV 3%
Inc. 08/01/2035 502413AW7 25,625,762.50 25,435,000 25,435,000 12,950,000 12,485,000
Laboratory Corp. of America
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Laboratory Corp. of America CV 0%
Holdings 09/11/2021 50540RAG7 248,375.00 200,000 200,000 200,000
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Lam Research Corp. COM 512807108 33,659,743.01 1,058,982 1,058,982 1,014,482 44,500
Lazard Ltd. COM G54050102 18,789,044.00 642,800 642,800 631,000 11,800
Leap Wireless International, CV 4.5%
Inc. 07/15/2014 521863AL4 8,699,845.00 9,086,000 9,086,000 5,986,000 3,100,000
Lear Corp. COM 521865204 2,195,976.90 58,110 58,110 58,110
Leggett & Platt, Inc. COM 524660107 5,736,199.50 228,990 228,990 228,990
Lender Processing Services,
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Lennar Corp. Class A 526057104 2,579,934.00 74,200 74,200 74,200
Lennox International Inc. COM 526107107 5,046,656.16 104,356 104,356 104,356
Liberty Media (VIA) CV 3.25%
03/15/2031 530715AR2 33,863,448.75 35,787,000 35,787,000 34,187,000 1,600,000
Liberty Property Trust REIT 531172104 53,509,664.61 1,476,536 1,476,536 1,429,336 47,200
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Lincoln National Corp. COM 534187109 33,082,316.57 1,367,603 1,367,603 1,343,803 23,800
Linear Technology Corp. COM 535678106 2,105,826.45 66,117 66,117 66,117
Linear Technology Corp. CV 3%
05/01/2027 535678AC0 5,260,359.42 5,055,000 5,055,000 2,679,000 2,376,000
LinkedIn Corp. Class A 53578A108 5,994,716.00 49,790 49,790 49,790
Lithia Motors, Inc. Class A 536797103 10,852,398.00 325,800 325,800 282,400 43,400
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LivePerson, Inc. COM 538146101 33,101,313.11 1,827,792 1,827,792 1,787,133 40,659
Lockheed Martin Corp. COM 539830109 1,540,770.00 16,500 16,500 16,500
Lorillard, Inc. COM 544147101 838,440.00 7,200 7,200 7,200
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Lululemon Athletica Inc. COM 550021109 1,147,326.98 15,517 15,517 15,517
Lumber Liquidators Holdings,
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LyondellBasell Industries
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Macerich Co. (The) COM 554382101 400,610.00 7,000 7,000 7,000
Mack-Cali Realty Corp. COM 554489104 39,421,200.00 1,482,000 1,482,000 1,344,100 137,900<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Macy's, Inc. COM 55616P104 118,953,950.91 3,161,987 3,161,987 3,054,227 107,760
Marathon Oil Corp. COM 565849106 9,850,462.92 333,181 332,210 325,392 7,789
Marathon Petroleum Corp. COM 56585A102 13,265,334.36 243,029 242,459 229,552 13,477
Marcus Corp. (The) COM 566330106 3,031,432.21 273,102 273,102 228,202 44,900
Marlin Business Services
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Marriott International, Inc. Class A 571903202 46,899,130.14 1,199,486 1,198,942 1,177,505 21,981
Marsh & McLennan Cos. COM 571748102 149,487,911.87 4,405,774 4,405,774 4,246,814 158,960
Marten Transport Ltd. COM 573075108 6,187,732.32 352,176 352,176 293,776 58,400
Marvell Technology Group Ltd. COM G5876H105 1,892,220.00 206,800 206,800 206,800
Masimo Corp. COM 574795100 19,620,981.90 811,455 811,455 640,201 171,254
Mastercard, Inc. COM 57636Q104 10,520,838.44 23,303 23,303 20,788 2,515
Mattel, Inc. COM 577081102 1,706,588.00 48,100 48,100 48,100
Maxim Integrated Products,
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MAXIMUS, Inc. COM 577933104 84,749,846.40 1,419,120 1,419,120 1,282,726 136,394
McDonald's Corp. COM 580135101 33,993,375.00 370,500 370,500 370,500
McGrath RentCorp COM 580589109 6,895,587.00 264,300 264,300 220,700 43,600
McGraw-Hill Companies, Inc.
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McKesson Corp. COM 58155Q103 77,745,765.72 903,700 903,279 887,956 15,744
McMoRan Exploration Co. COM 582411104 35,182,284.75 2,994,237 2,994,237 2,616,030 378,207
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Medicines Co. (The) COM 584688105 41,270,190.00 1,599,000 1,599,000 1,447,400 151,600
Medicis Pharmaceutical Corp. CV 1.375%
06/01/2017 584690AC5 15,087,686.38 13,962,000 13,962,000 11,102,000 2,860,000
Medivation, Inc. COM 58501N101 43,265,486.68 767,663 767,663 748,577 19,086
Medivation, Inc. CV 2.625%
04/01/2017 58501NAA9 41,021,182.60 30,372,000 30,372,000 27,322,000 3,050,000
MEDNAX, Inc. COM 58502B106 107,186,335.11 1,439,709 1,439,709 1,334,509 105,200
Medtronic, Inc. COM 585055106 98,800,688.54 2,291,315 2,290,984 2,283,259 8,056
Medtronic, Inc. CV 1.625%
04/15/2013 585055AM8 22,969,120.06 22,784,000 22,784,000 17,559,000 5,225,000
Mellanox Technologies Ltd. COM M51363113 40,400,208.42 397,914 397,914 387,672 10,242
Men's Wearhouse, Inc. COM 587118100 69,654,678.85 2,023,081 2,023,081 1,870,781 152,300
MercadoLibre, Inc. COM 58733R102 28,000,299.60 339,192 339,192 330,549 8,643
Merck & Co., Inc. COM 58933Y105 165,112,891.70 3,661,134 3,659,060 3,602,878 58,256
Merit Medical Systems, Inc. COM 589889104 5,534,924.44 370,725 370,725 309,450 61,275
Meritor, Inc. CV Step%
03/01/2026 043353AF8 36,514,625.09 40,600,000 40,600,000 40,600,000
Methode Electronics, Inc. COM 591520200 4,553,018.99 468,900 468,900 391,700 77,200
MetLife, Inc. COM 59156R108 55,381,861.20 1,607,142 1,606,378 1,574,218 32,924
MetLife, Inc. CVPFD 5%
10/08/2014 59156R116 95,066,354.00 1,376,975 1,376,975 1,110,425 266,550<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Metropolitan Health Networks,
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MGM Resorts International COM 552953101 8,798,165.50 818,434 818,434 711,120 107,314
MGM Resorts International CV 4.25%
04/15/2015 55303QAE0 10,272,887.57 9,860,000 9,860,000 3,475,000 6,385,000
Michael Baker Corp. COM 057149106 1,383,880.00 58,000 58,000 58,000
Michael Kors Holdings Ltd. COM G60754101 6,774,653.38 127,391 127,391 127,391
Microchip Technology, Inc. CV 2.125%
12/15/2037 595017AB0 19,176,045.00 15,204,000 15,204,000 8,464,000 6,740,000
Micron Technology, Inc. COM 595112103 47,384,849.21 7,917,268 7,917,268 7,729,263 188,005
Micron Technology, Inc. CV 1.5%
08/01/2031 595112AQ6 17,933,756.43 19,830,000 19,830,000 9,280,000 10,550,000
Micron Technology, Inc. CV 1.875%
06/01/2027 595112AK9 9,786,494.43 10,927,000 10,927,000 9,602,000 1,325,000
Microsoft Corp. COM 594918104 185,734,751.19 6,236,872 6,236,196 5,924,691 312,181
MICROS Systems, Inc. COM 594901100 8,998,440.16 183,193 183,193 183,193
Mid-America Apartment
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Middleby Corp. COM 596278101 77,168,769.16 667,319 667,319 607,631 59,688
MidSouth Bancorp, Inc. COM 598039105 7,358,970.14 454,538 454,538 379,738 74,800
Mistras Group, Inc. COM 60649T107 18,122,030.40 781,122 781,122 616,205 164,917
Mobile Mini, Inc. COM 60740F105 5,917,011.00 354,100 354,100 295,600 58,500
Mohawk Industries, Inc. COM 608190104 35,507,274.63 443,730 443,730 425,530 18,200
Molson Coors Brewing Co. CV 2.5%
07/30/2013 60871RAA8 38,317,760.01 36,844,000 36,844,000 29,657,000 7,187,000
Molycorp, Inc. COM 608753109 19,931,800.00 1,733,200 1,733,200 1,367,300 365,900
Molycorp, Inc. CV 3.25%
06/15/2016 608753AA7 9,968,000.00 14,240,000 14,240,000 10,540,000 3,700,000
Molycorp, Inc. CV 5.5%
03/01/2014 608753208 2,861,871.36 63,428 63,428 52,778 10,650
Monolithic Power Systems,
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Monsanto Co. COM 61166W101 87,844,676.28 965,114 965,114 952,130 12,984
Monster Worldwide, Inc. COM 611742107 17,825,958.94 2,431,918 2,431,918 2,286,970 144,948
Moody's Corp. COM 615369105 9,874,998.56 223,568 223,568 223,568
Moog, Inc. COM 615394202 52,045,612.57 1,374,323 1,374,323 1,246,103 128,220
Morgan Stanley COM 617446448 62,770,078.98 3,749,866 3,748,327 3,683,133 66,733
Mosaic Co. COM 61945C103 18,339,774.12 318,342 318,037 311,954 6,388
M^T Bank Corp. COM 55261F104 104,989,076.40 1,103,290 1,103,290 1,058,451 44,839
Multi-Color Corp. COM 625383104 11,349,604.33 490,052 490,052 409,852 80,200
Murphy Oil Corp. COM 626717102 9,297,712.06 173,174 173,174 173,174
MWI Veterinary Supply, Inc. COM 55402X105 40,311,278.29 377,871 377,871 369,402 8,469
Mylan Laboratories, Inc. COM 628530107 81,352,040.00 3,334,100 3,334,100 3,283,300 50,800
Mylan Laboratories, Inc. CV 3.75%
09/15/2015 628530AJ6 10,950,034.47 5,705,000 5,705,000 2,925,000 2,780,000
MYR Group, Inc. COM 55405W104 6,944,595.01 348,100 348,100 290,500 57,600
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NASDAQ OMX Group, Inc. (The) CV 2.5%
08/15/2013 631103AA6 14,915,937.50 14,750,000 14,750,000 14,750,000
Nash Finch Co. COM 631158102 2,078,755.97 101,800 101,800 85,000 16,800
Nash Finch Co. CV Step%
03/15/2035 631158AD4 5,709,375.00 12,180,000 12,180,000 6,145,000 6,035,000
National Grid plc Spon ADR 636274300 11,661,947.67 210,658 209,721 209,721 937
National Oilwell Varco, Inc. COM 637071101 7,895,481.38 98,558 98,558 86,656 11,902
National Penn Bancshares,
Inc. COM 637138108 56,413,957.41 6,192,531 6,192,531 5,619,031 573,500
Nationstar Mortgage Holdings,
Inc. COM 63861C109 24,035,459.28 724,396 724,396 705,458 18,938
Natural Grocers by Vitamin
Cottage Inc. COM 63888U108 5,542,056.00 248,300 248,300 248,300
Navigators Group, Inc. (The) COM 638904102 58,955,847.94 1,197,681 1,197,681 1,085,381 112,300
Navistar International Corp. CV 3%
10/15/2014 63934EAL2 19,854,029.55 22,261,000 22,261,000 17,486,000 4,775,000
NCR Corp. COM 62886E108 87,891,031.00 3,770,529 3,770,529 3,475,870 294,659
Neenah Paper, Inc. COM 640079109 5,286,227.98 184,575 184,575 154,075 30,500
NetApp, Inc. COM 64110D104 22,471,704.48 683,446 683,446 672,206 11,240
NetApp, Inc. CV 1.75%
06/01/2013 64110DAB0 62,192,549.99 54,376,000 54,376,000 40,996,000 13,380,000
Netspend Holdings, Inc. COM 64118V106 6,327,571.01 643,700 643,700 643,700
Netsuite, Inc. COM 64118Q107 43,191,387.80 676,981 676,981 659,566 17,415
Newell Rubbermaid Inc. COM 651229106 776,963.00 40,700 40,700 40,700
New Gold Inc. COM 644535106 20,810,660.00 1,703,000 1,703,000 1,340,100 362,900
Newmont Mining Corp. CV 1.25%
07/15/2014 651639AH9 35,486,718.79 26,250,000 26,250,000 26,250,000
Newmont Mining Corp. CV 1.625%
07/15/2017 651639AJ5 46,092,052.76 31,692,000 31,692,000 23,737,000 7,955,000
News Corp. COM 65248E104 61,028,187.00 2,487,900 2,487,900 2,487,900
NextEra Energy, Inc. COM 65339F101 130,182,111.67 1,851,036 1,850,622 1,779,110 71,926
NextEra Energy, Inc. CVPFD 5.889%
09/01/15 65339F887 22,086,603.00 426,300 426,300 330,570 95,730
NIC Inc. COM 62914B100 18,827,672.00 1,272,140 1,272,140 1,003,570 268,570
Nike, Inc. Class B 654106103 5,712,253.26 60,186 60,186 60,186
NJ Resources Corp. COM 646025106 63,114,494.04 1,380,457 1,380,457 1,278,666 101,791
Noble Energy, Inc. COM 655044105 126,870,390.15 1,368,465 1,368,465 1,298,104 70,361
Nordson Corp. COM 655663102 59,528,316.88 1,015,495 1,015,495 972,795 42,700
Norfolk Southern Corp. COM 655844108 9,669,278.43 151,961 151,961 151,961
Northeast Utility Service Co. COM 664397106 25,133,090.14 657,418 657,418 649,618 7,800
Northrim BanCorp, Inc. COM 666762109 5,408,778.33 268,559 268,559 224,103 44,456
Novadaq Technologies Inc. COM 66987G102 5,123,470.01 495,500 495,500 495,500
Nuance Communications, Inc. COM 67020Y100 68,533,918.10 2,753,472 2,753,472 2,649,972 103,500
Nuance Communications, Inc. CV 2.75%
08/15/2027 67020YAB6 44,632,937.51 31,049,000 31,049,000 26,719,000 4,330,000
Nucor Corp. COM 670346105 3,172,519.20 82,920 82,920 82,920<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
NuVasive, Inc. CV 2.75%
07/01/2017 670704AC9 6,435,487.58 6,708,000 6,708,000 4,708,000 2,000,000
NV Energy, Inc. COM 67073Y106 84,967,650.02 4,717,804 4,717,804 4,570,504 147,300
NVIDIA Corp. COM 67066G104 4,426,118.62 331,793 331,793 331,793
NYSE Euronext COM 629491101 460,955.00 18,700 18,700 18,700
Oaktree Capital Group LLC Unit 674001201 80,975,000.00 1,975,000 1,975,000 1,975,000
Occidental Petroleum Corp. COM 674599105 229,757,438.93 2,669,743 2,669,130 2,569,860 99,883
Oceaneering International,
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Ocean Rig UDW, Inc. COM Y64354205 14,945,766.36 916,356 915,377 802,544 113,812
Ocwen Financial Corp. COM 675746309 89,336,672.93 3,259,273 3,259,273 2,912,003 347,270
Olin Corp. COM 680665205 46,195,046.45 2,125,865 2,125,865 1,921,465 204,400
Omnicare, Inc. CV 3.25%
12/15/2035 681904AL2 3,260,362.50 3,285,000 3,285,000 1,175,000 2,110,000
Omnicare, Inc. CV 3.75%
12/15/2025 681904AN8 17,691,817.50 12,481,000 12,481,000 8,136,000 4,345,000
Omnicom Group, Inc. COM 681919106 158,072,240.85 3,065,795 3,065,009 2,943,980 121,815
Omnicom Group, Inc. CV 0%
07/01/2038 682134AA9 32,498,062.63 29,460,000 29,460,000 16,750,000 12,710,000
ON Semiconductor Corp. CV 2.625%
12/15/2026 682189AG0 20,998,617.64 20,524,000 20,524,000 13,154,000 7,370,000
ON Semiconductor Corp. CV 2.625%
12/15/2026 682189AH8 10,290,000.00 9,800,000 9,800,000 9,800,000
Onyx Pharmaceuticals, Inc. COM 683399109 192,041,206.51 2,272,677 2,272,677 2,167,107 105,570
Onyx Pharmaceuticals, Inc. CV 4%
08/15/2016 683399AB5 22,957,509.51 10,161,000 10,161,000 7,181,000 2,980,000
Optimer Pharmaceuticals, Inc. COM 68401H104 4,339,287.80 307,315 307,315 307,315
Oracle Corp. COM 68389X105 47,786,115.54 1,517,498 1,516,851 1,462,798 54,700
OraSure Technologies, Inc. COM 68554V108 7,179,527.94 645,641 645,641 645,641
Orient-Express Hotels Ltd. COM G67743107 49,144,304.80 5,521,832 5,521,832 5,006,632 515,200
ORIX Corp. Spon ADR 686330101 10,440,326.22 208,356 207,196 207,196 1,160
Oshkosh Corp. COM 688239201 21,167,731.00 771,700 771,700 608,800 162,900
Overhill Farms, Inc. COM 690212105 9,090,269.43 1,984,775 1,984,775 1,680,161 304,614
Owens-Illinois, Inc. COM 690768403 433,862.52 23,127 23,127 23,127
Oxford Industries, Inc. COM 691497309 852,395.00 15,100 15,100 15,100
Paccar, Inc. COM 693718108 7,958,451.02 198,837 198,837 173,834 25,003
Pacific Gas & Electric Co. COM 69331C108 88,443,461.42 2,072,722 2,072,163 1,978,607 94,115
Pacira Pharmaceuticals, Inc. COM 695127100 5,224,924.18 300,283 300,283 300,283
PacWest Bancorp COM 695263103 60,216,123.54 2,576,642 2,576,642 2,278,942 297,700
Palo Alto Networks, Inc. COM 697435105 8,900,005.07 144,551 144,551 140,749 3,802
Panera Bread Co. Class A 69840W108 8,686,167.81 50,829 50,829 50,829
PAREXEL International Corp. COM 699462107 55,621,462.40 1,808,240 1,808,240 1,631,540 176,700
Parker Hannifin Corp. COM 701094104 9,630,338.34 115,223 115,223 115,164 59
Park Sterling Corp. COM 70086Y105 4,048,329.99 819,500 819,500 684,100 135,400<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Parkway Properties, Inc. COM 70159Q104 3,413,361.01 255,300 255,300 213,100 42,200
Par Pharmaceutical Cos., Inc. COM 69888P106 38,698,464.42 774,279 774,279 711,279 63,000
PartnerRe Ltd. COM G6852T105 78,537,803.86 1,057,321 1,057,321 1,028,821 28,500
Paychex, Inc. COM 704326107 2,859,611.00 85,900 85,900 85,900
PDF Solutions, Inc. COM 693282105 3,293,426.00 241,100 241,100 241,100
Pebblebrook Hotel Trust COM 70509V100 85,439,576.75 3,652,825 3,652,825 3,216,525 436,300
Penn National Gaming, Inc. COM 707569109 8,004,402.70 185,717 185,717 137,946 47,771
Penske Auto Group COM 70959W103 88,806,332.14 2,951,357 2,951,357 2,691,055 260,302
People United Financial, Inc. COM 712704105 37,514,967.30 3,090,195 3,090,195 2,816,765 273,430
PepsiCo, Inc. COM 713448108 100,639,909.96 1,422,060 1,421,624 1,387,642 34,418
Pericom Semiconductor Corp. COM 713831105 5,346,121.44 615,558 615,558 515,132 100,426
PerkinElmer, Inc. COM 714046109 77,458,270.22 2,628,377 2,628,377 2,520,777 107,600
Perrigo Co. COM 714290103 6,931,515.39 59,667 59,667 59,667
PetSmart, Inc. COM 716768106 1,336,901.38 19,381 19,381 19,381
Pfizer, Inc. COM 717081103 261,097,215.09 10,507,164 10,501,295 10,336,773 170,391
Pharmacyclics, Inc. COM 716933106 32,678,989.50 506,651 506,651 493,257 13,394
Philip Morris Int'l, Inc. COM 718172109 101,766,867.48 1,131,502 1,130,842 1,125,702 5,800
Phillips 66 COM 718546104 3,832,480.50 82,650 82,650 82,650
Piedmont Natural Gas Company,
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Pier 1 Imports, Inc. COM 720279108 37,896,721.38 2,022,237 2,022,237 1,985,137 37,100
Pioneer Natural Resources Co. CV 2.875%
01/15/2038 723787AH0 6,527,343.86 3,750,000 3,750,000 2,080,000 1,670,000
Plum Creek Timber Co., Inc. COM 729251108 434,016.00 9,900 9,900 9,900
PMC-Sierra, Inc. COM 69344F106 13,455,066.00 2,385,650 2,385,650 2,159,450 226,200
PNC Financial Services Group COM 693475105 313,622,777.49 4,970,263 4,969,393 4,758,208 212,055
Polaris Industries Inc. COM 731068102 4,956,198.82 61,286 61,286 61,286
Polycom, Inc. COM 73172K104 14,603,089.41 1,479,543 1,479,543 1,167,143 312,400
PolyOne Corp. COM 73179P106 447,390.00 27,000 27,000 27,000
Pool Corp. COM 73278L105 16,245,306.00 390,700 390,700 308,182 82,518
Portfolio Recovery Associates COM 73640Q105 52,135,424.34 499,238 499,238 454,345 44,893
Post Properties, Inc. COM 737464107 21,433,324.00 446,900 446,900 381,500 65,400
Powell Industries, Inc. COM 739128106 3,441,630.01 89,000 89,000 74,400 14,600
PPG Industries, Inc. COM 693506107 60,939,846.05 530,650 530,650 505,545 25,105
PPL Corp. COM 69351T106 62,896,662.29 2,165,109 2,164,231 2,134,259 30,850
PPL Corp. CVPFD 8.75%
05/01/2014 69351T114 49,079,301.50 897,245 897,245 716,945 180,300
PPL Corp. CVPFD 9.5%
07/01/2013 69351T601 1,852,830.00 34,600 34,600 34,600
Praxair, Inc. COM 74005P104 14,646,145.08 140,991 140,991 140,991<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Precision Castparts Corp. COM 740189105 9,402,993.78 57,567 57,567 49,405 8,162
PriceSmart, Inc. COM 741511109 36,235,730.28 478,549 478,549 465,706 12,843
Procter & Gamble Co. COM 742718109 190,763,309.16 2,750,392 2,748,604 2,695,165 55,227
Prologis, Inc. COM 74340W103 560,480.00 16,000 16,000 16,000
Prologis LP CV 3.25%
03/15/2015 74340XAT8 22,013,503.21 19,535,000 19,535,000 11,270,000 8,265,000
Proofpoint, Inc. COM 743424103 6,323,129.98 425,800 425,800 425,800
Protective Life Corp. COM 743674103 1,211,268.94 46,214 46,214 46,214
Proto Labs, Inc. COM 743713109 25,340,142.30 749,265 749,265 734,621 14,644
Providence Service Corp. COM 743815102 11,972,636.19 921,681 921,681 726,947 194,734
Prudential Financial, Inc. COM 744320102 218,870,187.31 4,015,230 4,014,222 3,843,379 171,851
Prudential plc Spon ADR 74435K204 14,160,402.00 544,642 541,601 541,601 3,041
PVH Corp. COM 693656100 44,813,436.36 478,163 478,163 454,307 23,856
QEP Resources, Inc. COM 74733V100 19,411,885.76 613,136 613,136 601,836 11,300
Quaker Chemical Corp. COM 747316107 6,319,117.98 135,400 135,400 113,500 21,900
QUALCOMM, Inc. COM 747525103 49,574,691.78 793,322 793,322 739,359 53,963
Rackspace Hosting, Inc. COM 750086100 8,870,665.89 134,221 134,221 134,221
Radian Group, Inc. CV 3%
11/15/2017 750236AK7 11,959,296.91 16,285,000 16,285,000 14,680,000 1,605,000
Ralcorp Holdings, Inc. COM 751028101 16,220,089.02 222,193 222,193 212,893 9,300
Ralph Lauren Corp. COM 751212101 5,919,293.43 39,141 39,141 39,141
Range Resources Corp. COM 75281A109 172,009,529.38 2,461,851 2,461,851 2,372,748 89,103
Raymond James Financial, Inc. COM 754730109 183,199,716.14 4,998,628 4,998,628 4,793,928 204,700
Rayonier TRS Holdings, Inc. CV 3.75%
10/15/2012 75508AAB2 7,607,046.91 5,545,000 5,545,000 2,355,000 3,190,000
Rayonier TRS Holdings, Inc. CV 4.5%
08/15/2015 75508AAC0 7,717,256.25 5,115,000 5,115,000 3,230,000 1,885,000
Raytheon Co. COM 755111507 26,941,565.76 471,336 471,336 471,336
RBC Bearings, Inc. COM 75524B104 36,156,673.81 751,698 751,698 734,708 16,990
Red Hat, Inc. COM 756577102 11,867,150.10 208,415 208,415 208,415
Red Robin Gourmet Burgers,
Inc. COM 75689M101 20,663,585.31 634,631 634,631 606,931 27,700
Regal Beloit Corp. COM 758750103 44,013,773.28 624,486 624,486 565,286 59,200
Regeneron Pharmaceuticals,
Inc. COM 75886F107 2,699,639.44 17,684 17,684 17,684
Regions Financial Corp. COM 7591EP100 44,937,342.51 6,232,781 6,228,747 6,106,025 126,756
Reliance Steel & Aluminum Co. COM 759509102 222,278,100.06 4,246,000 4,246,000 4,010,875 235,125
RenaissanceRe Holdings Ltd. COM G7496G103 44,520,337.28 577,886 577,886 555,417 22,469
Rent-A-Center, Inc. COM 76009N100 52,366,476.84 1,492,773 1,492,773 1,352,873 139,900
ResMed, Inc. COM 761152107 23,246,779.00 574,430 573,444 532,595 41,835
Responsys, Inc. COM 761248103 237,919.11 23,257 23,257 23,257
Rexnord Corp. COM 76169B102 2,488,852.00 136,600 136,600 136,600<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Rigel Pharmaceuticals, Inc. COM 766559603 5,244,925.00 511,700 511,700 511,700
RigNet, Inc. COM 766582100 4,491,800.01 242,800 242,800 242,800
Rio Tinto plc Spon ADR 767204100 45,273,130.66 968,208 966,996 909,096 59,112
RLI Corp. COM 749607107 15,572,442.60 233,610 233,610 184,310 49,300
Roadrunner Transportation
Systems, Inc. COM 76973Q105 5,829,654.02 360,300 360,300 301,000 59,300
Rock-Tenn Co. Class A 772739207 110,454,599.92 1,530,266 1,530,266 1,477,431 52,835
Rockwell Automation Inc. COM 773903109 7,057,099.40 101,468 101,468 101,468
Rockwood Holdings, Inc. COM 774415103 4,660,512.60 100,011 100,011 100,011
Rogers Corp. COM 775133101 33,064,225.08 780,553 780,553 707,526 73,027
Ross Stores, Inc. COM 778296103 8,446,256.20 130,747 130,747 130,747
Rovi Corp. COM 779376102 24,396,707.73 1,681,372 1,681,372 1,609,872 71,500
Rowan Companies plc Class A G7665A101 30,571,913.46 905,298 905,298 890,798 14,500
Royal Gold, Inc. COM 780287108 2,986,712.74 29,909 29,909 25,909 4,000
Royal Gold, Inc. CV 2.875%
06/15/2019 780287AA6 25,544,378.20 21,035,000 21,035,000 16,155,000 4,880,000
RTI International Metals,
Inc. COM 74973W107 38,477,493.18 1,607,247 1,607,247 1,452,347 154,900
Rush Enterprises, Inc. COM 781846209 7,974,391.13 414,039 414,039 345,839 68,200
Ryder System Inc. COM 783549108 66,147,328.80 1,693,480 1,693,480 1,538,080 155,400
Ryland Group, Inc. (The) CV 1.625%
05/15/2018 783764AQ6 17,592,000.00 14,660,000 14,660,000 6,200,000 8,460,000
Gaylord Entertainment Co. COM 367905106 42,507,320.54 1,075,318 1,075,318 972,056 103,262
Salesforce.com, Inc. COM 79466L302 4,178,361.85 27,365 27,365 27,365
Salesforce.com, Inc. CV 0.75%
01/15/2015 79466LAB0 46,276,912.50 24,830,000 24,830,000 18,410,000 6,420,000
Salix Pharmaceuticals Ltd. CV 2.75%
05/15/2015 795435AC0 8,417,475.06 7,160,000 7,160,000 2,760,000 4,400,000
Sanchez Energy Corp. COM 79970Y105 33,692,134.50 1,649,150 1,649,150 1,500,450 148,700
Sanderson Farms, Inc. COM 800013104 23,421,236.94 527,862 527,862 478,262 49,600
SanDisk Corp. CV 1%
05/15/2013 80004CAC5 15,318,953.14 15,425,000 15,425,000 7,775,000 7,650,000
SanDisk Corp. CV 1.5%
08/15/2017 80004CAD3 21,531,275.79 18,939,000 18,939,000 12,959,000 5,980,000
Sandy Spring Bancorp, Inc. COM 800363103 7,095,550.00 368,600 368,600 308,000 60,600
SAP AG Spon ADR 803054204 7,552,607.86 105,887 105,318 105,318 569
Sapient Corp. COM 803062108 35,779,415.87 3,356,418 3,356,418 3,212,718 143,700
Sarepta Therapeutics, Inc. COM 803607100 879,347.95 57,225 57,225 57,225
SBA Communications Corp. Class A 78388J106 7,756,576.40 123,316 123,316 123,316
SBA Communications Corp. CV 1.875%
05/01/2013 78388JAN6 6,473,625.00 4,245,000 4,245,000 910,000 3,335,000
SBA Communications Corp. CV 4%
10/01/2014 78388JAM8 5,150,093.76 2,425,000 2,425,000 1,275,000 1,150,000
SCANA Corp. COM 80589M102 3,323,341.23 68,849 68,849 68,849
ScanSource, Inc. COM 806037107 73,170,246.84 2,285,142 2,285,142 2,087,768 197,374
SCBT Financial Corp. COM 78401V102 14,107,063.01 350,225 350,225 286,425 63,800<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Schiff Nutrition
International, Inc. COM 806693107 2,835,575.99 117,221 117,221 117,221
Schlumberger Ltd. COM 806857108 188,463,742.61 2,605,609 2,604,736 2,491,247 114,362
SeaCube Container Leasing
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Seadrill Ltd. COM G7945E105 11,201,343.90 285,595 284,347 284,347 1,248
Sealed Air Corp. COM 81211K100 17,175,101.47 1,110,938 1,110,938 1,064,238 46,700
SEI Investments Co. COM 784117103 2,657,612.10 123,898 123,898 123,898
Selective Insurance Group,
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Semtech Corp. COM 816850101 26,425,884.65 1,050,731 1,050,731 828,999 221,732
ServiceNow, Inc. COM 81762P102 14,533,893.96 375,747 375,747 365,897 9,850
Sherwin-Williams Co. (The) COM 824348106 2,911,786.14 19,554 19,554 19,554
Shire plc Spon ADR 82481R106 6,062,084.82 68,343 67,973 67,973 370
Shoe Carnival, Inc. COM 824889109 7,519,012.00 319,550 319,550 266,850 52,700
Shuffle Master, Inc. COM 825549108 2,982,445.83 188,643 188,643 188,643
Sigma-Aldrich Corp. COM 826552101 40,177,324.48 558,251 558,251 532,751 25,500
Signature Bank COM 82669G104 170,064,033.23 2,535,242 2,535,242 2,383,224 152,018
Silgan Holdings, Inc. COM 827048109 52,607,157.82 1,209,082 1,209,082 1,096,670 112,412
Silicon Laboratories, Inc. COM 826919102 16,571,518.28 450,803 450,803 355,603 95,200
Siliconware Precision
Industries Co. Spon ADR 827084864 56,198,261.52 10,199,310 10,188,620 9,790,220 409,090
Simon Property Group, Inc. COM 828806109 455,430.00 3,000 3,000 3,000
Skyworks Solutions, Inc. COM 83088M102 3,871,965.17 164,310 164,310 164,310
Smart Balance, Inc. COM 83169Y108 6,778,088.00 561,100 561,100 561,100
SM Energy Co. COM 78454L100 8,355,557.98 154,418 154,418 154,418
Smithfield Foods, Inc. CV 4%
06/30/2013 832248AR9 10,627,023.93 9,926,000 9,926,000 4,766,000 5,160,000
Solarwinds, Inc. COM 83416B109 30,694,122.84 550,666 550,666 536,296 14,370
Sonoco Products Co. COM 835495102 2,766,973.14 89,286 89,286 89,286
Sotheby's COM 835898107 16,329,600.00 518,400 518,400 408,300 110,100
Southern Co. (The) COM 842587107 106,582,153.23 2,312,499 2,311,281 2,302,495 10,004
Southern National Bancorp of
Virginia, Inc. COM 843395104 3,464,920.00 433,115 433,115 361,815 71,300
South Jersey Industries, Inc. COM 838518108 36,171,303.40 683,380 683,380 618,680 64,700
Southwestern Energy Co. COM 845467109 22,716,348.32 653,144 653,144 638,895 14,249
Sovran Self Storage, Inc. COM 84610H108 9,358,857.29 161,778 161,778 154,178 7,600
Spectrum Brands Holdings,
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Spirit Aerosystems Hldgs,
Inc. Class A 848574109 4,385,320.08 197,448 197,448 197,448
Spirit Airlines, Inc. COM 848577102 30,905,235.11 1,809,440 1,809,440 1,746,396 63,044
Splunk, Inc. COM 848637104 39,720,464.64 1,081,712 1,081,712 1,053,951 27,761
SPX Corp. COM 784635104 3,632,282.71 55,531 55,531 55,531<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Senior Housing Properties
Trust Class A 81721M109 1,182,654.00 54,300 54,300 54,300
SS^C Technologies Holdings COM 78467J100 24,192,322.72 959,632 959,632 756,032 203,600
Stanley Black & Decker, Inc. CVPFD 4.75%
11/17/2015 854502309 18,298,814.16 145,668 145,668 97,128 48,540
Starwood Hotels & Resorts,
Inc. COM 85590A401 34,103,895.84 588,404 588,404 579,042 9,362
State Street Corp. COM 857477103 10,878,423.72 259,257 259,257 255,176 4,081
Sterling Bancorp COM 859158107 7,299,135.99 735,800 735,800 614,900 120,900
Steve Madden Ltd. COM 556269108 19,988,128.20 457,185 457,185 445,100 12,085
Stifel Financial Corp. COM 860630102 37,164,926.40 1,106,099 1,106,099 1,004,699 101,400
St. Jude Medical, Inc. COM 790849103 11,198,111.87 265,799 265,799 238,433 27,366
Stratasys, Inc. COM 862685104 29,803,529.60 547,859 547,859 533,377 14,482
Stryker Corp. COM 863667101 11,536,536.88 207,268 207,268 207,268
Suncor Energy, Inc. COM 867224107 71,036,537.97 2,162,498 2,161,529 2,144,915 17,583
SunPower Corp. CV 4.5%
03/15/2015 867652AE9 43,294,315.00 46,868,000 46,868,000 40,173,000 6,695,000
SunTrust Banks, Inc. COM 867914103 184,004,502.77 6,509,164 6,506,079 6,280,834 228,330
Superior Energy Services,
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SurModics, Inc. COM 868873100 7,713,869.30 381,497 381,497 351,512 29,985
Susquehanna Bancshares, Inc. COM 869099101 50,746,982.88 4,851,528 4,851,528 4,404,828 446,700
SVB Financial Group COM 78486Q101 92,418,611.86 1,528,591 1,528,591 1,400,405 128,186
Symantec Corp. CV 1%
06/15/2013 871503AF5 19,695,062.64 18,100,000 18,100,000 15,200,000 2,900,000
Synaptics, Inc. COM 87157D109 19,316,523.72 804,185 804,185 771,185 33,000
Syngenta AG Spon ADR 87160A100 13,850,663.50 185,055 184,068 184,068 987
Synovus Financial Corp. COM 87161C105 10,636,323.00 4,487,900 4,487,900 3,541,200 946,700
Sysco Corp. COM 871829107 14,185,228.99 453,637 453,637 453,637
Taiwan Semiconductor
Manufacturing Company Ltd. Spon ADR 874039100 18,793,230.54 1,187,985 1,181,552 1,181,552 6,433
Take-Two Interactive Software CV 4.375%
Inc. 06/01/2014 874054AA7 11,865,738.33 9,731,000 9,731,000 6,351,000 3,380,000
TAL International Group, Inc. COM 874083108 107,825,336.03 3,173,200 3,173,200 2,943,400 229,800
Tangoe, Inc. COM 87582Y108 3,459,072.24 263,448 263,448 263,448
Target Corp. COM 87612E106 229,414,855.73 3,614,535 3,614,020 3,466,328 148,207
Team Health Holdings, Inc. COM 87817A107 30,647,160.33 1,129,641 1,129,641 1,099,959 29,682
Team, Inc. COM 878155100 6,333,977.61 198,869 198,869 165,969 32,900
TE Connectivity Ltd. COM H84989104 38,454,324.77 1,130,677 1,130,677 1,109,777 20,900
Telephone & Data Systems,
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Tenet Healthcare Corp. COM 88033G100 22,546,293.00 3,595,900 3,595,900 2,837,100 758,800
Teradata Corp. COM 88076W103 10,334,488.04 137,044 137,044 137,044
Teradyne, Inc. COM 880770102 51,848,992.44 3,646,202 3,646,202 3,303,902 342,300
Terex Corp. CV 4%
06/01/2015 880779AV5 8,459,941.99 5,327,000 5,327,000 2,352,000 2,975,000<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Terreno Realty Corp. COM 88146M101 2,614,252.19 165,459 165,459 138,159 27,300
Territorial Bancorp, Inc. COM 88145X108 7,635,465.02 332,700 332,700 277,800 54,900
Tesco Corp. COM 88157K101 1,864,728.02 174,600 174,600 145,700 28,900
Tesla Motors, Inc. COM 88160R101 31,577,835.84 1,078,478 1,078,478 1,050,360 28,118
Tetra Tech, Inc. COM 88162G103 78,544,211.32 2,991,021 2,991,021 2,804,521 186,500
Teva Pharmaceutical
Industries Ltd. Spon ADR 881624209 256,947,485.34 6,205,000 6,203,141 5,901,058 303,942
Texas Capital Bancshares,
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Texas Instruments, Inc. COM 882508104 120,279,599.96 4,365,777 4,364,137 4,197,043 168,734
Theravance Inc. COM 88338T104 803,210.00 31,000 31,000 31,000
Theravance Inc. CV 3%
01/15/2015 88338TAA2 2,276,368.75 1,895,000 1,895,000 300,000 1,595,000
Thermo Fisher Scientific,
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Thermon Group Holdings, Inc. COM 88362T103 28,655,533.20 1,146,680 1,146,680 1,089,091 57,589
TIBCO Software, Inc. COM 88632Q103 9,081,757.06 300,422 300,422 300,422
Tidewater, Inc. COM 886423102 32,038,389.81 660,177 660,177 648,877 11,300
Tiffany & Co. COM 886547108 5,442,469.76 87,952 87,952 87,952
Tilly's Inc. Class A 886885102 6,921,957.90 377,630 377,630 377,630
Time Warner, Inc. COM 887317303 224,863,046.05 4,960,579 4,960,579 4,767,596 192,983
Time Warner Cable, Inc. COM 88732J207 40,189,370.80 422,804 422,423 419,692 3,112
Timken Co. (The) COM 887389104 17,193,188.86 462,680 462,680 443,980 18,700
Titan International, Inc. COM 88830M102 48,611,622.40 2,752,640 2,752,640 2,500,390 252,250
Titan Machinery Inc. COM 88830R101 18,985,365.37 936,162 936,162 747,334 188,828
TJX Cos., Inc. COM 872540109 23,596,581.33 526,827 526,827 526,827
TMS International Corp. COM 87261Q103 5,981,580.02 604,200 604,200 505,600 98,600
Total S.A. Spon ADR 89151E109 23,407,421.40 467,214 467,214 467,214
Towers Watson & Co. Class A 891894107 1,777,175.00 33,500 33,500 33,500
Toyota Motor Corp. Spon ADR 892331307 12,341,953.74 157,201 156,316 156,316 885
TPC Group, Inc. COM 89236Y104 1,437,001.72 35,212 35,212 35,212
Tractor Supply Co. COM 892356106 6,250,045.78 63,202 63,202 63,202
Transocean, Inc. CV 1.5%
12/15/2037 893830AW9 37,424,131.25 37,565,000 37,565,000 29,875,000 7,690,000
Travelers Companies, Inc.
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Trimas Corp. COM 896215209 53,763,973.95 2,229,945 2,229,945 2,018,167 211,778
Trimble Navigation Ltd. COM 896239100 1,137,262.92 23,862 23,862 23,862
Triumph Group, Inc. COM 896818101 14,456,936.00 231,200 231,200 182,400 48,800
T. Rowe Price Group, Inc. COM 74144T108 48,985,274.70 773,859 773,859 750,330 23,529
TrueBlue, Inc. COM 89785X101 26,788,420.56 1,704,098 1,704,098 1,545,598 158,500
TRW Automotive, Inc. CV 3.5%
12/01/2015 87264MAH2 12,436,715.00 7,526,000 7,526,000 5,611,000 1,915,000<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Tumi Holdings Inc. COM 89969Q104 42,340,691.80 1,798,670 1,798,670 1,751,409 47,261
Tupperware Brands Corp. COM 899896104 26,945,748.67 502,813 502,813 493,413 9,400
Tyco International Ltd. COM H89128104 41,215,232.10 732,585 732,585 719,185 13,400
United Continental Holdings
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Ulta Salon, Inc. COM 90384S303 44,809,561.50 465,288 465,288 453,374 11,914
Ultimate Software Group, Inc.
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Ultra Clean Holdings, Inc. COM 90385V107 1,531,284.93 268,176 268,176 224,286 43,890
Under Armour, Inc. COM 904311107 49,408,935.87 884,989 884,989 865,907 19,082
Unilever N.V. (NY Shares) Spon ADR 904784709 10,085,454.06 284,262 282,586 282,586 1,676
Union Pacific Corp. COM 907818108 80,146,477.40 675,202 675,202 650,116 25,086
UnitedHealth Group, Inc. COM 91324P102 114,404,157.24 2,064,707 2,063,574 2,028,503 36,204
United Natural Foods, Inc. COM 911163103 78,387,178.10 1,341,098 1,341,098 1,264,446 76,652
United Rentals, Inc. COM 911363109 4,798,557.00 146,700 146,700 146,700
United Rentals, Inc. CV 4%
11/15/2015 911363AL3 14,556,347.06 4,837,000 4,837,000 2,602,000 2,235,000
United States Steel Corp. COM 912909108 25,340,532.99 1,328,801 1,328,017 1,298,222 30,579
United States Steel Corp. CV 4%
05/15/2014 912909AE8 7,592,812.63 7,476,000 7,476,000 4,736,000 2,740,000
United Technologies Corp. COM 913017109 168,739,116.96 2,155,294 2,154,557 2,105,864 49,430
United Technologies Corp. CVPFD 7.5%
08/01/2015 913017117 55,739,613.60 993,576 993,576 833,111 160,465
Universal Forest Products,
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Universal Stainless & Alloy
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Unum Group COM 91529Y106 1,176,264.00 61,200 61,200 61,200
Urban Outfitters, Inc. COM 917047102 6,573,075.12 175,002 175,002 175,002
URS Corp. COM 903236107 184,674,901.72 5,230,102 5,230,102 5,018,473 211,629
U.S. Bancorp COM 902973304 172,678,548.02 5,034,360 5,034,360 4,733,384 300,976
U.S. Physical Therapy, Inc. COM 90337L108 7,221,072.88 261,349 261,349 218,049 43,300
Valero Energy Corp. COM 91913Y100 48,779,486.70 1,539,776 1,538,307 1,532,196 7,580
Validus Holdings Ltd. COM G9319H102 64,313,366.90 1,896,590 1,896,590 1,715,090 181,500
Vascular Solutions, Inc. COM 92231M109 5,332,533.02 360,063 360,063 360,063
VCA Antech, Inc. COM 918194101 40,022,305.00 2,028,500 2,028,500 1,834,400 194,100
Velti plc COM G93285107 32,979,122.45 3,940,158 3,940,158 3,853,448 86,710
Ventas, Inc. COM 92276F100 25,067,701.50 402,694 402,694 395,394 7,300
VeriFone Systems, Inc. COM 92342Y109 5,291,500.00 190,000 190,000 190,000
Verisign Inc. COM 92343E102 5,997,293.37 123,173 123,173 123,173
Verizon Communications, Inc. COM 92343V104 227,352,111.11 4,989,170 4,987,510 4,735,652 253,518
Vertex Pharmaceuticals, Inc. COM 92532F100 15,311,612.70 273,666 273,666 255,444 18,222
Vertex Pharmaceuticals, Inc. CV 3.35%
10/01/2015 92532FAN0 18,618,575.15 14,440,000 14,440,000 12,475,000 1,965,000<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
VF Corp. COM 918204108 10,209,557.76 64,066 64,066 64,066
ViewPoint Financial Group
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Virtusa Corp. COM 92827P102 5,407,411.01 304,300 304,300 253,900 50,400
Visa, Inc. Class A 92826C839 4,799,704.32 35,744 35,744 35,744
Vitamin Shoppe, Inc. COM 92849E101 36,977,562.72 634,046 634,046 617,347 16,699
VMware, Inc. COM 928563402 14,637,922.88 151,312 151,312 136,536 14,776
Vocera Communications Inc. COM 92857F107 21,359,520.92 691,023 691,023 679,598 11,425
Volterra Semiconductor Corp. COM 928708106 2,801,984.40 128,120 128,120 128,120
Vornado Realty Trust REIT 929042109 103,574,119.21 1,277,904 1,277,904 1,222,196 55,708
Vulcan Materials Co. COM 929160109 2,365,000.00 50,000 50,000 50,000
WABCO Holdings, Inc. COM 92927K102 12,745,935.05 221,015 221,015 199,044 21,971
Wabtec Corp. COM 929740108 1,177,131.69 14,661 14,661 14,661
WageWorks, Inc. COM 930427109 8,615,064.99 493,700 493,700 493,700
Walgreen Co. COM 931422109 18,008,648.00 494,200 494,200 494,200
Wal-Mart Stores, Inc. COM 931142103 44,141,477.40 598,123 598,123 592,383 5,740
Walt Disney Co. COM 254687106 286,498,079.17 5,480,141 5,478,827 5,270,752 209,389
Washington Banking Co. COM 937303105 7,402,422.22 522,401 522,401 436,301 86,100
Washington Federal, Inc. COM 938824109 25,051,325.04 1,501,878 1,501,878 1,358,478 143,400
Waste Connections, Inc. COM 941053100 23,314,249.93 770,719 770,719 738,219 32,500
Watson Pharmaceuticals, Inc. COM 942683103 348,945,399.43 4,097,527 4,097,527 3,924,772 172,755
Weatherford International
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WebMD Health Corp. COM 94770V102 5,976,780.00 426,000 426,000 336,100 89,900
Webster Financial Corp. COM 947890109 14,438,040.00 609,200 609,200 480,800 128,400
Weingarten Realty Investors COM 948741103 41,028,231.60 1,459,560 1,459,560 1,322,560 137,000
WellPoint, Inc. COM 94973V107 10,018,327.00 172,700 172,700 172,700
Wells Fargo & Co. COM 949746101 470,549,015.09 13,627,337 13,621,474 13,286,201 341,136
Wells Fargo & Co. CVPFD 7.5%
12/31/49 949746804 53,803,480.00 43,460 43,460 30,350 13,110
Werner Enterprises, Inc. COM 950755108 59,449,502.08 2,781,914 2,781,914 2,589,914 192,000
WESCO International, Inc. COM 95082P105 96,791,609.20 1,692,161 1,692,161 1,559,961 132,200
WESCO International, Inc. CV 6%
09/15/2029 95082PAH8 9,041,458.20 4,209,000 4,209,000 1,714,000 2,495,000
Western Alliance Bancorp. COM 957638109 30,088,041.63 2,949,808 2,949,808 2,878,767 71,041
West Pharmaceutical
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Westport Innovations, Inc. COM 960908309 13,368,851.52 480,203 480,203 467,564 12,639
Weyerhaeuser Co. COM 962166104 38,134,992.50 1,458,875 1,458,875 1,438,375 20,500
Whiting Petroleum Corp. COM 966387102 18,952,000.00 400,000 400,000 400,000
Whiting Petroleum Corp. CVPFD 6.25%
12/31/2049 966387201 452,623.88 1,969 1,969 1,969<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Whole Foods Market, Inc. COM 966837106 14,949,244.20 153,483 153,483 153,483
Wintrust Financial Corp. COM 97650W108 63,107,042.88 1,679,719 1,679,719 1,529,019 150,700
Wisconsin Energy Corp. COM 976657106 26,613,591.31 706,493 706,493 674,093 32,400
WisdomTree Investments, Inc. COM 97717P104 18,586,336.00 2,774,080 2,774,080 2,702,959 71,121
WPP plc Spon ADR 92933H101 11,729,358.45 172,165 171,216 171,216 949
W.W. Grainger, Inc. COM 384802104 22,089,720.44 106,012 106,012 106,012
Wynn Resorts Ltd. COM 983134107 14,184,343.68 122,872 122,872 113,190 9,682
Xcel Energy, Inc. COM 98389B100 91,555,613.43 3,304,064 3,304,064 3,152,405 151,659
Xerox Corp. COM 984121103 1,437,906.00 195,900 195,900 195,900
Xilinx, Inc. COM 983919101 64,081,682.97 1,918,039 1,918,039 1,854,039 64,000
Xilinx, Inc. CV 2.625%
06/15/2017 983919AF8 54,640,176.26 41,591,000 41,591,000 35,026,000 6,565,000
XL Group plc COM G98290102 15,869,363.94 660,398 660,398 648,298 12,100
Yamana Gold, Inc. COM 98462Y100 29,362,883.04 1,536,552 1,533,222 1,383,557 152,995
Yanzhou Coal Mining Co. Ltd. Spon ADR 984846105 5,926,882.65 396,447 394,318 394,318 2,129
Yelp Inc. COM 985817105 37,740,646.90 1,395,218 1,395,218 1,357,585 37,633
Zillow, Inc. COM 98954A107 31,942,028.22 757,279 757,279 737,521 19,758
Zions Bancorp COM 989701107 60,143,754.69 2,911,921 2,910,516 2,825,626 86,295
Zumiez, Inc. COM 989817101 1,825,438.18 65,829 65,829 65,829
1019 44,010,495,911.22 3,016,919,730 3,016,716,088 2,484,818,083 532,101,647