0000930413-12-000779.txt : 20120214
0000930413-12-000779.hdr.sgml : 20120214
20120214102322
ACCESSION NUMBER: 0000930413-12-000779
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD, ABBETT & CO. LLC
CENTRAL INDEX KEY: 0000728100
IRS NUMBER: 135620131
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00413
FILM NUMBER: 12603586
BUSINESS ADDRESS:
STREET 1: 90 HUDSON STREET
STREET 2: 10TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-395-2000
MAIL ADDRESS:
STREET 1: 90 HUDSON STREET
STREET 2: 10TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
FORMER COMPANY:
FORMER CONFORMED NAME: LORD ABBETT & CO LLC
DATE OF NAME CHANGE: 20050608
FORMER COMPANY:
FORMER CONFORMED NAME: LORD ABBETT & CO
DATE OF NAME CHANGE: 19940808
13F-HR
1
c68485_13f-hr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2011
Check here if Amendment [ ]; Amendment Number: _________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Lord, Abbett & Co. LLC
Address: 90 Hudson Street
Jersey City, NJ 07302
Form 13F File Number: 28-413
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Lawrence H. Kaplan
Title: General Counsel
Phone: (201) 827-2269
Signature, Place, and Date of Signing:
/s/ Lawrence H. Kaplan Jersey City, New Jersey February 14, 2012
---------------------- ----------------------- -----------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 958
Form 13F Information Table Value Total: 41,629,416 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
NONE
12/31/2011
S.E.C. Use Only
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
CUSIP / SHARES OR INVESTMENT
NAME OF ISSUE TITLE OF SEDOL FAIR MARKET VALUE PRINCIPAL DISCRETION OTHER
CLASS NUMBERS AMOUNT SOLE MANAGERS VOTING AUTHORITY
(A) SOLE (C) NONE
3M Co. COM 88579Y101 572,110.00 7,000 7,000 7,000
A123 Systems, Inc. COM 03739T108 383,180.00 238,000 238,000 238,000
A123 Systems, Inc. CV 3.75%
04/15/2016 03739TAA6 7,377,450.00 21,540,000 21,540,000 17,065,000 4,475,000
AAR Corp. COM 000361105 40,595,638.05 2,117,665 2,117,665 1,855,215 262,450
Aaron's, Inc. COM 002535300 21,876,639.52 819,964 819,964 673,211 146,753
ABB Ltd. Spon ADR 000375204 4,556,841.17 241,999 241,417 241,417 582
Abbott Laboratories COM 002824100 11,254,603.19 200,153 200,153 178,246 21,907
Abercrombie & Fitch Co. COM 002896207 2,899,581.96 59,369 59,369 59,369
ACE Ltd. COM H0023R105 150,219,758.91 2,142,324 2,128,624 1,950,234 192,090
Acme Packet, Inc. COM 004764106 6,458,737.23 208,953 208,953 204,112 4,841
Activision Blizzard, Inc. COM 00507V109 742,859.04 60,297 60,297 54,523 5,774
Actuant Corp. COM 00508X203 7,147,350.00 315,000 315,000 315,000
Actuant Corp. CV 2%
11/15/2023 00508XAB0 10,194,250.00 8,425,000 8,425,000 5,225,000 3,200,000
Adobe Systems, Inc. COM 00724F101 139,695,752.65 4,941,484 4,927,977 4,733,994 207,490
Advisory Board Co. (The) COM 00762W107 13,395,647.10 180,510 180,510 176,341 4,169
Aeropostale, Inc. COM 007865108 10,293,109.50 674,958 674,958 650,858 24,100
AES Corp. (The) COM 00130H105 320,864.00 27,100 27,100 27,100
AES Trust III CVPFD 6.75%
10/15/2029 00808N202 14,880,700.79 303,131 303,131 103,231 199,900
Affiliated Manager Group,
Inc. COM 008252108 104,334,015.07 1,087,379 1,087,379 1,047,923 39,456
Affiliated Manager Group, CV 3.95%
Inc. 08/15/2038 008252AL2 20,497,450.00 18,805,000 18,805,000 9,690,000 9,115,000
Agilent Technologies, Inc. COM 00846U101 14,380,401.56 411,692 411,692 411,692
Agrium, Inc. COM 008916108 17,754,621.60 264,560 264,560 264,560
Air Products & Chemicals,
Inc. COM 009158106 118,089,696.49 1,386,192 1,382,792 1,303,039 83,153
Akorn Inc. COM 009728106 8,473,651.26 762,019 762,019 762,019
Albemarle Corp. COM 012653101 80,422,975.07 1,561,308 1,561,308 1,453,908 107,400
Alcatel-Lucent USA, Inc. CV 2.75%
06/15/2025 549463AH0 3,958,012.50 4,485,000 4,485,000 950,000 3,535,000
Alexandria Real Estate
Equities, Inc. COM 015271109 66,857,104.05 969,365 969,365 888,436 80,929
Alexion Pharmaceuticals,
Inc. COM 015351109 1,127,412.00 15,768 15,768 15,768
Align Technology, Inc. COM 016255101 40,453,688.41 1,705,108 1,705,108 1,657,635 47,473
Allegheny Technologies,
Inc. COM 01741R102 29,835,278.31 624,169 624,169 562,069 62,100
Allegheny Technologies, CV 4.25%
Inc. 06/01/2014 01741RAD4 13,812,900.00 9,840,000 9,840,000 9,440,000 400,000
Allergan, Inc. COM 018490102 1,427,617.54 16,271 16,271 16,271
Alliance Data Systems,
Inc. COM 018581108 61,228,217.59 589,640 589,640 531,540 58,100
Alliance Data Systems, CV 1.75%
Inc. 08/01/2013 018581AD0 38,646,476.26 28,081,000 28,081,000 22,091,000 5,990,000
Alliant Techsystems, Inc. COM 018804104 382,972.00 6,700 6,700 6,700
Allot Communications Ltd. COM M0854Q105 5,575,405.57 366,803 366,803 366,803
Allscripts Healthcare
Solutions, Inc. COM 01988P108 2,729,064.60 144,090 144,090 144,090
Alpha Appalachia CV 3.25%
Holdings, Inc. 08/01/2015 576203AJ2 37,126,781.25 39,975,000 39,975,000 28,400,000 11,575,000
Altera Corp. COM 021441100 9,740,345.30 262,543 262,543 262,543
Alterra Capital Holdings
Ltd. COM G0229R108 135,921,839.49 5,752,088 5,752,088 5,117,618 634,470
Altisource Portfolio
Solutions S.A. COM L0175J104 48,373,469.82 963,999 963,999 887,463 76,536
Altra Holdings, Inc. COM 02208R106 188,300.00 10,000 10,000 10,000
Altria Group, Inc. COM 02209S103 71,583,520.60 2,414,284 2,414,284 2,373,396 40,888
ALZA Corp. CV 0%
7/28/2020 02261WAB5 5,587,500.00 6,000,000 6,000,000 6,000,000
Amarin Corp. plc Spon ADR 023111206 15,065,648.15 2,011,435 2,011,435 1,964,162 47,273
Amazon.com, Inc. COM 023135106 2,705,206.80 15,628 15,628 14,401 1,227
Amdocs Ltd. COM G02602103 45,921,146.22 1,609,574 1,609,574 1,447,074 162,500
American Campus
Communities, Inc. COM 024835100 46,962,429.25 1,119,219 1,119,219 958,919 160,300
America's Car-Mart, Inc. COM 03062T105 5,878,959.01 150,050 150,050 123,750 26,300
AmerisourceBergen Corp. COM 03073E105 15,507,634.96 416,984 416,984 416,984
AMETEK, Inc. COM 031100100 27,262,276.00 647,560 647,560 639,960 7,600
Amgen, Inc. COM 031162100 97,455,819.08 1,517,767 1,506,522 1,365,263 152,504
Amgen, Inc. CV 0.375%
02/01/2013 031162AQ3 49,138,230.00 48,712,000 48,712,000 28,612,000 20,100,000
Amphenol Corp. COM 032095101 24,883,161.13 548,208 548,208 489,108 59,100
Anadarko Petroleum Corp. COM 032511107 368,372,320.17 4,826,049 4,798,106 4,441,846 384,203
Analog Devices, Inc. COM 032654105 25,376,320.96 709,232 709,232 699,561 9,671
Anaren, Inc. COM 032744104 1,306,331.98 78,600 78,600 64,900 13,700
Angie's List, Inc. COM 034754101 21,565,998.29 1,339,503 1,339,503 1,309,595 29,908
Anheuser-Busch InBev NV Spon ADR 03524A108 12,831,381.15 210,385 209,907 209,907 478
Anixter International,
Inc. COM 035290105 210,653,311.01 3,532,081 3,532,081 3,245,513 286,568
Annaly Capital
Management, Inc. COM 035710409 226,632.00 14,200 14,200 14,200
ANSYS, Inc. COM 03662Q105 5,730,405.76 100,042 100,042 100,042
Aon Corporation COM 037389103 20,944,170.00 447,525 447,525 438,725 8,800
A.O. Smith Corp. COM 831865209 27,085,934.76 675,123 675,123 553,340 121,783
Apache Corp. COM 037411105 183,182,107.93 2,022,324 2,013,861 1,891,991 130,333
Apache Corp. CVPFD 6%
08/01/2013 037411808 101,326,212.96 1,866,732 1,866,732 1,622,689 244,043
Apple, Inc. COM 037833100 95,181,480.00 235,016 235,016 216,945 18,071
Applied Industrial Tech,
Inc. COM 03820C105 51,038,704.00 1,451,200 1,451,200 1,269,500 181,700
AptarGroup, Inc. COM 038336103 43,991,152.59 843,227 843,227 737,489 105,738
Arch Capital Group Ltd. COM G0450A105 51,879,521.05 1,393,487 1,393,487 1,257,678 135,809
Archer-Daniels-Midland Co. COM 039483102 264,818,668.63 9,259,394 9,194,024 8,359,965 899,429
Archer-Daniels-Midland Co. CV 0.875%
02/15/2014 039483AW2 34,067,300.00 33,730,000 33,730,000 25,380,000 8,350,000
Ariba, Inc. COM 04033V203 35,193,450.24 1,253,328 1,253,328 1,225,632 27,696
Arrow Electronics, Inc. COM 042735100 89,909,473.12 2,403,354 2,390,354 2,221,907 181,447
Aruba Networks, Inc. COM 043176106 41,204,833.16 2,224,883 2,224,883 2,183,782 41,101
Asbury Automotive Group,
Inc. COM 043436104 6,401,164.01 296,900 296,900 244,800 52,100
Ascena Retail Group, Inc. COM 04351G101 54,139,972.96 1,821,668 1,821,668 1,595,609 226,059
Ashland, Inc. COM 044209104 57,217,617.28 1,001,008 1,001,008 984,508 16,500
Astec Industries, Inc. COM 046224101 16,948,902.00 526,200 526,200 433,600 92,600
athenahealth, Inc. COM 04685W103 13,051,626.08 265,709 265,709 258,515 7,194
Atlas Air Worldwide
Holdings COM 049164205 74,510,851.21 1,938,872 1,938,872 1,721,827 217,045
Atmel Corp. COM 049513104 3,064,635.00 378,350 378,350 378,350
AT&T, Inc. COM 00206R102 271,121,363.35 8,965,654 8,937,031 8,693,290 272,364
Atwood Oceanics, Inc. COM 050095108 4,323,183.50 108,650 108,650 108,650
Aviva plc Spon ADR 05382A104 5,185,115.25 560,553 559,340 559,340 1,213
Avnet, Inc. COM 053807103 27,908,249.40 897,660 897,660 897,660
AXT, Inc. COM 00246W103 4,176,759.58 1,001,621 1,001,621 826,221 175,400
AZZ, Inc. COM 002474104 2,908,160.02 64,000 64,000 52,800 11,200
Baker Hughes Inc. COM 057224107 72,621,903.33 1,493,049 1,480,549 1,329,015 164,034
Balchem Corp. COM 057665200 2,823,611.00 69,650 69,650 54,450 15,200
Ball Corp. COM 058498106 20,899,456.05 585,255 585,255 573,655 11,600
Bancorp, Inc. COM 05969A105 218,006.20 30,153 30,153 30,153
Bancorp Rhode Island, Inc. COM 059690107 1,833,028.40 46,172 46,172 40,872 5,300
Bank of America Corp. COM 060505104 55,811,113.20 10,037,970 10,019,649 9,898,177 139,793
Bank of America Corp. CVPFD 7.25%
12/31/2049 060505682 60,579,037.50 76,875 76,875 60,525 16,350
Bank of Marin Bancorp COM 063425102 4,743,857.97 126,200 126,200 104,100 22,100
Bank of New York Mellon
Corp. COM 064058100 6,555,367.52 329,250 329,250 329,250
Bank of the Ozarks, Inc. COM 063904106 27,509,292.01 928,427 928,427 903,263 25,164
Bankrate, Inc. COM 06647F102 44,225,930.00 2,057,020 2,057,020 2,001,461 55,559
Barclays plc Spon ADR 06738E204 5,737,791.08 522,092 520,926 520,926 1,166
Barrick Gold Corp. COM 067901108 143,664,275.20 3,174,901 3,158,768 2,968,878 206,023
Baxter International, Inc. COM 071813109 65,117,758.16 1,316,042 1,316,042 1,285,599 30,443
BB&T Corp. COM 054937107 11,258,264.13 447,289 447,289 447,289
Beacon Roofing Supply,
Inc. COM 073685109 52,045,721.00 2,572,700 2,572,700 2,245,200 327,500
BE Aerospace, Inc. COM 073302101 38,795,820.07 1,002,217 1,002,217 977,364 24,853
Beam, Inc. COM 073730103 163,794,861.46 3,197,245 3,197,245 2,997,837 199,408
Bed Bath & Beyond, Inc. COM 075896100 928,331.58 16,014 16,014 16,014
Bel Fuse, Inc. COM 077347300 6,517,500.04 347,600 347,600 286,700 60,900
Belo Corp. COM 080555105 2,305,800.00 366,000 366,000 366,000
Berkshire Hathaway, Inc. COM 084670702 279,992,692.71 3,669,629 3,643,629 3,319,826 349,803
Best Buy Co., Inc. COM 086516101 224,352.00 9,600 9,600 9,600
Best Buy Co., Inc. CV 2.25%
1/15/2022 086516AF8 15,146,772.50 15,109,000 15,109,000 12,009,000 3,100,000
BioMarin Pharmaceutical,
Inc. COM 09061G101 28,133,566.56 818,312 818,312 795,941 22,371
BioMarin Pharmaceutical, CV 1.875%
Inc. 04/23/2017 09061GAD3 13,824,062.50 7,750,000 7,750,000 7,750,000
BJ's Restaurants, Inc. COM 09180C106 22,570,357.04 498,022 498,022 490,315 7,707
Body Central Corp. COM 09689U102 9,766,423.67 391,283 391,283 391,283
Boeing Co. COM 097023105 8,301,166.20 113,172 113,172 100,426 12,746
BOK Financial Corp. COM 05561Q201 46,866,166.17 853,198 853,198 770,698 82,500
Booz Allen Hamilton Hold
Corp. COM 099502106 19,080,276.78 1,106,103 1,106,103 1,041,203 64,900
BorgWarner, Inc. COM 099724106 10,347,041.68 162,332 162,332 162,332
BorgWarner, Inc. CV 3.5%
04/15/2012 099724AF3 3,524,975.00 1,810,000 1,810,000 1,390,000 420,000
Boston Properties, Inc. CV 3.75%
05/15/2036 10112RAG9 42,334,717.50 36,893,000 36,893,000 26,718,000 10,175,000
Brandywine Realty Trust COM 105368203 39,846,800.00 4,194,400 4,194,400 3,670,100 524,300
Bravo Brio Restaurant
Group COM 10567B109 3,827,777.09 223,194 223,194 223,194
Bristol-Myers Squibb Co. COM 110122108 92,339,900.60 2,620,315 2,617,252 2,608,443 11,872
Bristow Group, Inc. COM 110394103 49,999,009.06 1,055,054 1,055,054 922,983 132,071
Broadcom Corp. Class A 111320107 9,014,929.28 307,048 307,048 287,864 19,184
BroadSoft, Inc. COM 11133B409 21,033,605.40 696,477 696,477 680,776 15,701
Bryn Mawr Bank Corp. COM 117665109 4,680,328.63 240,140 240,140 197,982 42,158
Bunge Ltd. COM G16962105 302,691,474.93 5,291,809 5,265,209 4,834,286 457,523
Cabot Corp. COM 127055101 102,196,329.36 3,179,724 3,179,724 2,776,074 403,650
Cabot Microelectronics
Corp. COM 12709P103 46,279,721.25 979,465 979,465 855,965 123,500
Cabot Oil & Gas Corp. COM 127097103 13,832,091.90 182,241 182,241 173,218 9,023
CACI International, Inc. CV 2.125%
05/01/2014 127190AD8 18,370,818.75 15,585,000 15,585,000 9,520,000 6,065,000
CAI International, Inc. COM 12477X106 5,908,812.00 382,200 382,200 316,100 66,100
Cameron International
Corp. COM 13342B105 27,826,241.91 565,689 565,689 565,689
Canadian National
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Canon, Inc. Spon ADR 138006309 7,791,424.68 176,917 176,516 176,516 401
Capital One Financial
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Capstone Turbine Corp. COM 14067D102 4,864,247.74 4,193,317 4,193,317 4,193,317
CARBO Ceramics, Inc. COM 140781105 26,339,094.78 213,566 213,566 208,493 5,073
Carbonite, Inc. COM 141337105 7,440,918.29 670,353 670,353 659,553 10,800
Cardtronics, Inc. COM 14161H108 32,458,524.12 1,199,502 1,199,502 983,367 216,135
CareFusion Corp. COM 14170T101 36,918,875.09 1,452,927 1,452,927 1,303,127 149,800
Caribou Coffee Co., Inc. COM 142042209 5,647,141.37 404,813 404,813 404,813
Carnival Corp. COM 143658300 71,779,831.68 2,199,137 2,197,079 2,172,273 26,864
Carpenter Technology Corp. COM 144285103 122,500,830.01 2,379,581 2,379,581 2,185,651 193,930
Carrizo Oil & Gas, Inc. COM 144577103 12,382,128.50 469,910 469,910 385,910 84,000
Casey's General Stores,
Inc. COM 147528103 21,294,234.00 413,400 413,400 339,400 74,000
Catalyst Health Solution,
Inc. COM 14888B103 21,855,652.00 420,301 420,301 344,683 75,618
Caterpillar, Inc. COM 149123101 80,415,291.60 887,586 885,141 871,406 16,180
Cavium, Inc. COM 14964U108 24,658,675.21 867,347 867,347 847,874 19,473
CBRE Group, Inc. Class A 12504L109 9,898,342.22 650,351 650,351 650,351
CDI Corp. COM 125071100 3,979,144.32 288,135 288,135 238,081 50,054
Celadon Group, Inc. COM 150838100 4,455,913.01 377,300 377,300 311,400 65,900
Celanese Corp. COM 150870103 109,926,527.24 2,483,093 2,483,093 2,333,744 149,349
Celgene Corp. COM 151020104 201,907,680.05 2,986,800 2,964,600 2,688,979 297,821
Cenovus Energy, Inc. COM 15135U109 9,631,320.00 290,100 290,100 290,100
Centene Corp. COM 15135B101 77,563,381.94 1,959,166 1,959,166 1,682,204 276,962
Central Euro Distribution CV 3%
Co. 03/15/2013 153435AA0 35,726,705.00 44,381,000 44,381,000 37,556,000 6,825,000
CenturyLink, Inc. COM 156700106 128,638,455.58 3,458,023 3,458,023 3,407,141 50,882
Cepheid, Inc. COM 15670R107 13,629,869.82 396,102 396,102 385,378 10,724
CEVA, Inc. COM 157210105 3,452,696.26 114,101 114,101 114,101
CF Industries, Inc. COM 125269100 5,974,045.88 41,206 41,206 38,372 2,834
Charming Shoppes, Inc. CV 1.125%
05/01/2014 161133AE3 12,321,400.00 13,540,000 13,540,000 6,765,000 6,775,000
Charter Communications,
Inc. Class A 16117M305 8,484,060.00 149,000 149,000 149,000
Chart Industries, Inc. COM 16115Q308 36,401,870.52 673,236 673,236 656,650 16,586
Chart Industries, Inc. CV 2%
08/01/2018 16115QAC4 22,934,673.75 21,611,000 21,611,000 17,036,000 4,575,000
Check Point Software
Technologies Ltd. COM M22465104 1,905,205.48 36,262 36,262 36,262
Cheesecake Factory, Inc.
(The) COM 163072101 52,640,692.50 1,793,550 1,793,550 1,572,250 221,300
Chefs' Warehouse Inc.
(The) COM 163086101 22,729,011.06 1,272,621 1,272,621 1,050,172 222,449
Chemtura Corp. COM 163893209 15,854,249.96 1,398,082 1,398,082 1,260,282 137,800
Chesapeake Energy Corp. CV 2.25%
12/15/2038 165167CB1 12,432,570.00 14,979,000 14,979,000 7,904,000 7,075,000
Chesapeake Energy Corp. CV 2.5%
05/15/2037 165167BZ9 627,375.00 700,000 700,000 700,000
Chesapeake Energy Corp. CV 2.75%
11/15/2035 165167BW6 28,340,212.51 28,845,000 28,845,000 16,620,000 12,225,000
Chesapeake Utilities Corp. COM 165303108 5,045,940.00 116,400 116,400 96,000 20,400
Chevron Corp. COM 166764100 576,768,544.82 5,420,757 5,397,034 5,134,552 286,205
Chicago Bridge & Iron Co.
NV COM 167250109 157,559,585.42 4,168,243 4,168,243 3,702,301 465,942
Chico's FAS, Inc. COM 168615102 125,882.00 11,300 11,300 11,300
Children's Place Retail
Stores COM 168905107 51,738,242.56 973,988 973,988 850,838 123,150
Chimera Investment Corp. COM 16934Q109 53,714.00 21,400 21,400 21,400
Chubb Corp. (The) COM 171232101 47,949,732.30 692,715 692,715 679,681 13,034
Ciena Corp. COM 171779309 2,909,638.60 240,466 240,466 240,466
Ciena Corp. CV 0.875%
06/15/2017 171779AE1 5,143,062.50 6,745,000 6,745,000 620,000 6,125,000
CIGNA Corp. COM 125509109 125,823,600.00 2,995,800 2,971,139 2,725,023 270,777
Cinemark Holdings, Inc. COM 17243V102 26,061,655.00 1,409,500 1,409,500 1,227,700 181,800
Cisco Systems, Inc. COM 17275R102 86,341,003.84 4,775,498 4,770,854 4,718,882 56,616
CIT Group, Inc. COM 125581801 13,915,640.64 399,072 399,072 391,072 8,000
Citigroup, Inc. COM 172967424 67,059,980.45 2,548,840 2,544,085 2,503,311 45,529
Citigroup, Inc. CVPFD 7.5%
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Citrix Systems, Inc. COM 177376100 16,222,319.52 267,166 267,166 267,166
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Cleco Corp. COM 12561W105 16,096,068.90 422,469 422,469 381,469 41,000
Cliffs Natural Resources,
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Coca-Cola Co. COM 191216100 165,079,311.40 2,359,287 2,345,187 2,149,030 210,257
Cognex Corp. COM 192422103 68,121,576.51 1,903,369 1,903,369 1,733,631 169,738
Cognizant Tech Solutions
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Columbia Banking System,
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Comcast Corp. COM 20030N101 146,838,815.93 6,193,118 6,148,776 5,803,429 389,689
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Connecticut Water
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Continental Resources,
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Convio, Inc. COM 21257W105 5,905,774.57 533,976 533,976 533,976
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Coventry Healthcare, Inc. COM 222862104 80,205,894.44 2,640,958 2,640,958 2,451,758 189,200
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CSX Corp. CV 0%
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Cubist Pharmaceuticals,
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Cypress Semiconductor
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Danaher Corp. CV 0%
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Darling International,
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Delta Air Lines 2010-2 COM 247361702 3,907,534.72 483,008 479,723 472,484 10,524
Dendreon Corp. CV 2.875%
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Diageo plc Spon ADR 25243Q205 109,399,048.97 1,251,419 1,243,019 1,126,596 124,823
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Discovery Communications,
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Dr. Pepper Snapple Group,
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Duke Energy Corp. COM 26441C105 46,415,820.00 2,109,810 2,109,810 2,109,810
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eBay, Inc. COM 278642103 2,425,884.39 79,983 79,983 79,983
Echo Global Logistics,
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E.I. du Pont de Nemours &
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Electronics for Imaging,
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EMC Corp. CV 1.75%
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EMC Corp. CV 1.75%
12/01/2013 268648AM4 98,932,320.00 68,703,000 68,703,000 58,778,000 9,925,000
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Eni S.p.A. Spon ADR 26874R108 10,494,135.60 254,280 254,280 254,280
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Entergy Corp. COM 29364G103 233,760.00 3,200 3,200 3,200
Entertainment Properties
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Equinix, Inc. CV 3%
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Equinix, Inc. CV 4.75%
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Equity Residential REIT 29476L107 2,281,200.00 40,000 40,000 40,000
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1/15/2014 410768AE5 9,568,000.00 10,400,000 10,400,000 10,400,000
Exxon Mobil Corp. COM 30231G102 505,584,838.98 5,964,899 5,938,529 5,561,844 403,055
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FARO Technologies, Inc. COM 311642102 61,231,014.02 1,331,109 1,331,109 1,262,755 68,354
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Fifth Third Bank CVPFD 8.5%
12/31/2049 316773209 31,829,472.00 224,025 224,025 159,775 64,250
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FirstEnergy Corp. COM 337932107 296,810.00 6,700 6,700 6,700
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First PacTrust Bancorp,
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Five Star Quality Care, CV 3.75%
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FleetCor Technologies,
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Flowserve Corp. COM 34354P105 12,481,941.68 125,674 125,674 125,674
Fluidigm Corp. COM 34385P108 4,781,120.12 363,307 363,307 363,307
Fluor Corp. COM 343412102 9,674,431.50 192,526 192,526 173,369 19,157
Fluor Corp. CV 1.5%
2/15/2024 343412AA0 959,437.50 525,000 525,000 525,000
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Ford Motor Co. CV 4.25%
11/15/2016 345370CN8 47,172,296.25 32,787,000 32,787,000 27,012,000 5,775,000
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Fortinet, Inc. COM 34959E109 44,547,884.64 2,042,544 2,042,544 2,002,259 40,285
Fortune Brands Home &
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Francesca's Holdings Corp. COM 351793104 3,863,453.31 223,321 223,321 223,321
Franklin Resources, Inc. COM 354613101 5,549,866.50 57,775 57,775 55,196 2,579
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Fresenius Medical Care AG
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FTI Consulting, Inc. CV 3.75%
07/15/2012 302941AB5 4,769,625.00 3,450,000 3,450,000 3,450,000
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Gafisa S.A. Spon ADR 362607301 2,914,854.40 633,664 632,973 632,973 691
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General Electric Co. COM 369604103 201,726,826.10 11,263,363 11,250,646 11,124,362 139,001
General Mills, Inc. COM 370334104 16,968,159.00 419,900 419,900 419,900
General Motors Co. COM 37045V100 1,236,024.06 60,978 60,978 60,978
General Motors Co. CVPFD 4.75%
12/01/2013 37045V209 37,623,693.50 1,098,502 1,098,502 801,702 296,800
General Motors Co. Warrant -
07/10/2016 37045V118 2,028,949.83 172,971 172,971 172,971
General Motors Co. Warrant -
07/10/2019 37045V126 1,352,633.22 172,971 172,971 172,971
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Gentex Corp. COM 371901109 41,370,696.29 1,398,131 1,398,131 1,291,089 107,042
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Gilead Sciences, Inc. CV 0.625%
05/01/2013 375558AH6 72,354,003.75 62,307,000 62,307,000 56,582,000 5,725,000
Gilead Sciences, Inc. CV 1%
05/01/2014 375558AN3 33,948,200.00 30,862,000 30,862,000 19,587,000 11,275,000
GlaxoSmithKline plc Spon ADR 37733W105 38,860,606.98 851,646 851,101 774,326 77,320
Global Geophysical
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Goodyear Tire & Rubber CVPFD 5.875%
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Green Mountain Coffee
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Hartford Financial
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(The) 04/01/2013 416515708 19,219,527.12 1,023,404 1,023,404 859,404 164,000
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Health Care REIT, Inc. CV 3%
12/01/2029 42217KAR7 27,836,510.00 24,232,000 24,232,000 17,807,000 6,425,000
Health Care REIT, Inc. CV 4.75%
07/15/2027 42217KAQ9 7,642,875.00 6,675,000 6,675,000 6,675,000
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HeartWare International, CV 3.5%
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H&E Equipment Services,
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HEICO Corp. Class A 422806208 9,838,601.96 250,028 250,028 205,492 44,536
Helix Energy Solutions,
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Hertz Global Holdings,
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Hertz Global Holdings, CV 5.25%
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Hess Corp. COM 42809H107 111,410,132.80 1,961,446 1,959,820 1,930,997 30,449
Hewlett-Packard Co. COM 428236103 62,821,452.96 2,438,721 2,435,994 2,410,961 27,760
Hexcel Corp. COM 428291108 128,990,056.86 5,327,966 5,327,966 4,893,282 434,684
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Hill-Rom Holdings, Inc. COM 431475102 9,379,296.00 278,400 278,400 229,900 48,500
Hitachi, Ltd. Spon ADR 433578507 5,820,596.76 111,634 111,388 111,388 246
Hittite Microwave Corp. COM 43365Y104 46,930,752.00 950,400 950,400 829,200 121,200
H.J. Heinz Co. COM 423074103 3,793,608.00 70,200 70,200 70,200
HMS Holdings Corp. COM 40425J101 35,520,985.50 1,110,725 1,110,725 1,080,669 30,056
Hologic, Inc. CV STEP%
12/15/2037 436440AB7 6,021,150.00 5,480,000 5,480,000 2,655,000 2,825,000
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Home Depot, Inc. (The) COM 437076102 130,303,736.74 3,099,518 3,088,318 2,911,130 188,388
Honda Motor Co., Ltd. Spon ADR 438128308 13,378,089.40 437,908 437,186 437,186 722
Honeywell International,
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Hornbeck Offshore
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Hornbeck Offshore CV STEP%
Services, Inc. 11/15/2026 440543AE6 13,639,860.00 13,572,000 13,572,000 9,117,000 4,455,000
Host Hotels & Resorts,
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H&R Block, Inc. COM 093671105 225,354.00 13,800 13,800 13,800
HSBC Holdings plc Spon ADR 404280406 8,604,237.30 225,833 225,323 225,323 510
HSN, Inc. COM 404303109 60,532,552.63 1,669,403 1,645,434 1,490,455 178,948
HUB Group, Inc. Class A 443320106 37,345,609.68 1,151,576 1,151,576 1,007,077 144,499
Humana, Inc. COM 444859102 75,361,596.34 860,194 856,494 798,508 61,686
Human Genome Sciences,
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Human Genome Sciences, CV 2.25%
Inc. 08/15/2012 444903AM0 1,493,495.00 1,501,000 1,501,000 1,501,000
Human Genome Sciences, CV 3%
Inc. 11/15/2018 444903AN8 20,051,945.00 22,342,000 22,342,000 19,652,000 2,690,000
Huntington Bancshares,
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Hyatt Hotels Corp. COM 448579102 34,168,199.32 907,763 905,099 863,518 44,245
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IDEX Corp. COM 45167R104 36,224,481.18 976,138 976,138 862,144 113,994
II-VI, Inc. COM 902104108 36,969,292.08 2,013,578 2,013,578 1,757,744 255,834
Imperial Oil Ltd. COM 453038408 102,109,889.28 2,295,636 2,276,636 2,046,465 249,171
Imperva, Inc. COM 45321L100 14,717,528.76 422,796 422,796 415,122 7,674
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Incyte Corp. CV 4.75%
10/01/2015 45337CAJ1 15,594,600.00 8,295,000 8,295,000 5,540,000 2,755,000
Informatica Corp. COM 45666Q102 19,713,344.79 533,803 533,803 533,803
ING Groep N.V. Spon ADR 456837103 8,134,214.43 1,134,479 1,132,045 1,132,045 2,434
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Innophos Holdings, Inc. COM 45774N108 2,754,031.84 56,714 56,714 56,714
Innospec, Inc. COM 45768S105 9,672,192.18 344,574 344,574 282,689 61,885
Inphi Corp. COM 45772F107 5,742,964.74 480,181 480,181 480,181
Insulet Corp. COM 45784P101 15,984,636.35 848,892 848,892 828,802 20,090
Intel Corp. COM 458140100 171,349,602.75 7,065,963 7,040,736 6,706,331 359,632
Intel Corp. CV 2.95%
12/15/2035 458140AD2 58,577,445.00 55,988,000 55,988,000 47,063,000 8,925,000
Intermolecular, Inc. COM 45882D109 7,059,100.62 822,739 822,739 803,300 19,439
Intermune, Inc. CV 5%
03/01/2015 45884XAD5 474,112.50 470,000 470,000 170,000 300,000
International Game CV 3.25%
Technology 05/01/2014 459902AQ5 22,121,448.76 18,609,000 18,609,000 13,791,000 4,818,000
International Paper Co. COM 460146103 177,180,272.03 5,985,820 5,951,216 5,564,980 420,840
Inter Parfums, Inc. COM 458334109 3,260,722.48 209,558 209,558 209,558
Interpublic Group of Co.,
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Interpublic Group of Co., CV 4.25%
Inc. (The) 03/15/2023 460690BA7 45,096,093.75 44,375,000 44,375,000 33,290,000 11,085,000
Int'l Business Machines
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Intuit, Inc. COM 461202103 58,045,160.69 1,103,730 1,103,730 1,057,030 46,700
Intuitive Surgical, Inc. COM 46120E602 13,618,513.13 29,413 29,413 29,413
Invacare Corp. COM 461203101 16,790,759.37 1,098,153 1,098,153 961,750 136,403
Invesco Ltd. COM G491BT108 6,736,860.06 335,334 335,334 335,334
Life Technologies Corp. CV 1.5%
2/15/2024 46185RAK6 10,050,000.00 10,000,000 10,000,000 10,000,000
IPG Photonics Corp. COM 44980X109 5,193,693.54 153,342 153,342 151,380 1,962
iRobot Corp. COM 462726100 29,834,448.14 999,479 999,479 976,569 22,910
iShares MSCI EAFE Index
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ITC Holdings Corp. COM 465685105 33,880,951.27 446,507 446,507 402,507 44,000
Itron, Inc. COM 465741106 16,676,224.39 466,207 466,207 382,407 83,800
IXIA CV 3%
12/15/2015 45071RAB5 15,356,337.50 15,610,000 15,610,000 7,435,000 8,175,000
Jabil Circuit, Inc. COM 466313103 314,560.00 16,000 16,000 16,000
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Jacobs Engineering Group,
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Janus Capital Group, Inc. CV 3.25%
07/15/2014 47102XAG0 4,927,625.00 4,990,000 4,990,000 4,990,000
Jefferies & Co., Inc. CV 3.875%
11/01/2029 472319AG7 7,608,610.00 9,167,000 9,167,000 9,167,000
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Johnson & Johnson, Inc. COM 478160104 213,892,908.06 3,261,557 3,257,501 3,199,813 61,744
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Jones Lang LaSalle, Inc. COM 48020Q107 25,152,498.36 410,586 410,586 336,886 73,700
Jos. A. Bank Clothiers,
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Joy Global, Inc. COM 481165108 33,549,224.94 447,502 447,502 447,502
JPMorgan Chase & Co. COM 46625H100 443,688,543.16 13,344,016 13,281,739 12,652,592 691,424
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Kadant, Inc. COM 48282T104 7,074,872.50 312,909 312,909 257,909 55,000
Kaman Corp. COM 483548103 14,573,580.80 533,440 533,440 439,540 93,900
Kansas City Southern COM 485170302 107,149,822.96 1,575,501 1,575,501 1,495,001 80,500
KB Financial Group, Inc. Spon ADR 48241A105 7,657,678.28 244,342 243,784 243,784 558
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KEMET Corp. COM 488360207 317,250.00 45,000 45,000 45,000
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KeyCorp COM 493267108 6,758,448.78 878,862 872,580 858,686 20,176
KeyCorp CVPFD 7.75%
12/31/2049 493267405 912,587.90 8,634 8,634 8,634
Key Energy Services, Inc. COM 492914106 107,307,577.66 6,936,495 6,936,495 6,150,245 786,250
Kimberly-Clark Corp. COM 494368103 267,022.80 3,630 3,630 3,630
Kirby Corp. COM 497266106 68,377,934.47 1,038,547 1,038,547 918,727 119,820
KMG Chemicals, Inc. COM 482564101 7,010,601.06 405,941 405,941 334,948 70,993
Knight Transportation,
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Kodiak Oil and Gas Corp. COM 50015Q100 72,436,787.50 7,624,925 7,624,925 7,275,197 349,728
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Koppers Holdings, Inc. COM 50060P106 94,657,127.06 2,754,864 2,754,864 2,498,173 256,691
Korn/Ferry International,
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Kraft Foods, Inc. COM 50075N104 29,799,045.84 797,619 797,619 797,619
Kroger Co. COM 501044101 5,793,605.65 239,208 237,486 233,838 5,370
Kronos Worldwide, Inc. COM 50105F105 19,754,269.04 1,095,026 1,095,026 937,313 157,713
L-3 Communications Hldgs, CV 3%
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Laboratory Corp. of
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Laboratory Corp. of CV 0%
America Holdings 09/11/2021 50540RAG7 6,865,442.50 5,957,000 5,957,000 2,932,000 3,025,000
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Lasalle Hotel Properties COM 517942108 14,274,216.00 589,600 589,600 483,300 106,300
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Lattice Semiconductor
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Lear Corp. COM 521865204 14,825,340.80 372,496 372,496 365,296 7,200
Liberty Media (VIA) CV 3.25%
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Limited Brands, Inc. COM 532716107 10,101,904.95 250,357 250,357 250,357
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Linear Technology Corp. CV 3%
05/01/2027 535678AC0 17,438,040.00 16,992,000 16,992,000 11,767,000 5,225,000
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LivePerson, Inc. COM 538146101 28,867,384.50 2,300,190 2,300,190 2,249,046 51,144
Lockheed Martin Corp. COM 539830109 258,880.00 3,200 3,200 3,200
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Lorillard, Inc. COM 544147101 245,100.00 2,150 2,150 2,150
LPL Investment Holdings,
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Luminex Corp COM 55027E102 13,708,635.60 645,720 645,720 628,056 17,664
LyondellBasell Industries
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Macy's, Inc. COM 55616P104 105,219,525.28 3,269,718 3,269,718 3,167,219 102,499
Magnum Hunter Resources
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Marlin Business Services
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Marriott International,
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Mastercard, Inc. COM 57636Q104 10,867,330.18 29,149 29,149 26,617 2,532
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Maxwell Technologies, Inc. COM 577767106 28,115,353.84 1,731,241 1,731,241 1,695,876 35,365
McDermott International,
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Medtronic, Inc. COM 585055106 1,036,575.00 27,100 27,100 27,100
Medtronic, Inc. CV 1.625%
04/15/2013 585055AM8 53,103,600.00 52,448,000 52,448,000 34,273,000 18,175,000
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Mercury Computer Systems,
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Merit Medical Systems,
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Meritor, Inc. CV Step%
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MetLife, Inc. CVPFD 5%
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MGM Resorts International CV 4.25%
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Micron Technology, Inc. COM 595112103 47,343,968.27 7,526,863 7,526,863 7,338,934 187,929
Microsoft Corp. COM 594918104 128,141,104.08 4,936,098 4,931,967 4,832,032 104,066
Mid-America Apartment
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Molson Coors Brewing Co. CV 2.5%
07/30/2013 60871RAA8 48,310,206.24 45,415,000 45,415,000 36,685,000 8,730,000
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Molycorp, Inc. CV 5.5%
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MWI Veterinary Supply,
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Mylan Laboratories, Inc. CV 3.75%
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Nash Finch Co. CV Step%
03/15/2035 631158AD4 8,867,085.00 19,069,000 19,069,000 9,304,000 9,765,000
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National Oilwell Varco,
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Navistar International CV 3%
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NCR Corp. COM 62886E108 8,647,178.70 525,345 525,345 525,345
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NetApp, Inc. CV 1.75%
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NetLogic Microsystems,
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Newmont Mining Corp. CV 1.25%
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Newmont Mining Corp. CV 1.625%
07/15/2017 651639AJ5 16,963,252.50 11,719,000 11,719,000 10,719,000 1,000,000
Newmont Mining Corp. CV 3%
02/15/2012 651639AK2 38,454,750.01 29,160,000 29,160,000 21,660,000 7,500,000
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Nippon Telegraph &
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Northeast Utility Service
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Novo Nordisk A/S Spon ADR 670100205 1,212,419.94 10,519 10,519 10,519
Nuance Communications,
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Nuance Communications, CV 2.75%
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Nucor Corp. COM 670346105 3,625,403.40 91,620 91,620 91,620
NuVasive, Inc. CV 2.75%
07/01/2017 670704AC9 29,042,558.75 39,581,000 39,581,000 29,856,000 9,725,000
NV Energy, Inc. COM 67073Y106 47,721,170.14 2,918,726 2,918,726 2,654,626 264,100
NVIDIA Corp. COM 67066G104 5,233,743.90 377,615 377,615 377,615
NxStage Medical, Inc. COM 67072V103 8,027,812.25 451,508 451,508 443,350 8,158
Oasis Petroleum, Inc. COM 674215108 25,770,889.18 885,902 885,902 861,918 23,984
Occidental Petroleum Corp. COM 674599105 112,990,487.50 1,205,875 1,205,875 1,191,242 14,633
Ocean Rig UDW, Inc. COM Y64354205 2,403,217.00 196,985 196,985 180,470 16,515
Ocwen Financial Corp. COM 675746309 47,741,689.44 3,297,078 3,297,078 2,922,969 374,109
Old Republic Int'l Corp. CV 8%
05/15/2012 680223AF1 1,937,237.50 1,930,000 1,930,000 680,000 1,250,000
Olin Corp. COM 680665205 52,875,693.75 2,690,875 2,690,875 2,351,605 339,270
Omnicare, Inc. CV 3.75%
12/15/2025 681904AN8 7,337,700.00 5,260,000 5,260,000 2,015,000 3,245,000
Omnicom Group, Inc. CV 0%
07/01/2038 682134AA9 40,068,000.00 37,800,000 37,800,000 24,005,000 13,795,000
Omnicom Group, Inc. COM 681919106 299,850,028.41 6,726,111 6,713,967 6,451,290 274,821
ON Semiconductor Corp. CV 2.625%
12/15/2026 682189AG0 29,534,882.50 26,638,000 26,638,000 16,353,000 10,285,000
Onyx Pharmaceuticals, Inc. COM 683399109 53,083,689.00 1,207,820 1,207,820 1,184,228 23,592
Oplink Communications,
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Optimer Pharmaceuticals,
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Oracle Corp. COM 68389X105 53,228,880.00 2,075,200 2,073,073 1,999,294 75,906
OraSure Technologies, Inc. COM 68554V108 4,180,897.86 458,935 458,935 458,935
Orient-Express Hotels Ltd. COM G67743107 39,324,933.54 5,264,382 5,264,382 4,606,332 658,050
ORIX Corp. Spon ADR 686330101 7,088,404.05 173,099 172,732 172,732 367
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Pacific Gas & Electric Co. COM 69331C108 32,918,456.88 798,604 796,996 780,885 17,719
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Pall Corp. COM 696429307 112,345,298.55 1,965,797 1,965,797 1,925,197 40,600
PAREXEL International
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Parker Hannifin Corp. COM 701094104 105,652,686.29 1,385,609 1,378,809 1,283,429 102,180
Par Pharmaceutical Cos.,
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PartnerRe Ltd. COM G6852T105 83,382,142.91 1,298,585 1,298,585 1,223,285 75,300
Peabody Energy Corp. COM 704549104 464,135.98 14,018 14,018 14,018
Pearson plc Spon ADR 705015105 8,017,655.43 424,889 423,904 423,904 985
Pebblebrook Hotel Trust COM 70509V100 79,248,978.90 4,131,855 4,131,855 3,554,755 577,100
Peet's Coffee & Tea, Inc. COM 705560100 24,343,909.11 388,384 388,384 380,356 8,028
Penn Virginia Corp. CV 4.5%
11/15/2012 707882AA4 145,270.00 146,000 146,000 146,000
Penske Auto Group COM 70959W103 76,372,449.98 3,967,400 3,967,400 3,592,400 375,000
People United Financial,
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PepsiCo, Inc. COM 713448108 76,634,714.45 1,155,007 1,153,735 1,118,740 36,267
Pericom Semiconductor
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PerkinElmer, Inc. COM 714046109 29,830,420.00 1,491,521 1,491,521 1,347,621 143,900
Petroleo Brasileiro S.A. Spon ADR 71654V101 4,989,276.00 212,400 212,400 212,400
PetSmart, Inc. COM 716768106 10,875,377.73 212,037 212,037 207,937 4,100
Pfizer, Inc. COM 717081103 337,274,288.32 15,585,688 15,568,975 15,384,763 200,925
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Pier 1 Imports, Inc. COM 720279108 48,295,114.98 3,466,986 3,466,986 3,334,286 132,700
Pioneer Natural Resources
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Plum Creek Timber Co.,
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PMC-Sierra, Inc. COM 69344F106 36,443,691.00 6,614,100 6,614,100 5,826,800 787,300
PMC-Sierra, Inc. CV 2.25%
10/15/2025 69344FAD8 2,641,406.25 2,625,000 2,625,000 975,000 1,650,000
PNC Financial Services
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Polycom, Inc. COM 73172K104 22,141,920.00 1,358,400 1,358,400 1,115,300 243,100
Polypore International,
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Portfolio Recovery
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Potash Corp. -
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PPL Corp. CVPFD 8.75%
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PPL Corp. CVPFD 9.5%
07/01/2013 69351T601 10,400,347.38 186,286 186,286 120,836 65,450
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Progress Energy, Inc. COM 743263105 34,346,590.26 613,113 611,289 596,485 16,628
Progress Software Corp. COM 743312100 9,098,021.71 470,182 470,182 385,682 84,500
ProLogis LP CV 2.25%
04/01/2037 74340XAQ4 6,651,587.50 6,635,000 6,635,000 1,775,000 4,860,000
ProLogis LP CV 2.625%
05/15/2038 74340XAS0 3,430,755.00 3,483,000 3,483,000 3,483,000
ProLogis LP CV 3.25%
03/15/2015 74340XAT8 19,994,443.75 19,295,000 19,295,000 10,695,000 8,600,000
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Prudential Financial, Inc. COM 744320102 144,520,619.05 2,883,492 2,869,776 2,725,379 158,113
Prudential plc Spon ADR 74435K204 10,289,099.94 521,231 520,086 520,086 1,145
PSS World Medical, Inc. COM 69366A100 18,830,802.26 778,454 778,454 638,054 140,400
Public Service Enterprise
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PVH Corp. COM 693656100 62,458,228.46 886,058 886,058 819,773 66,285
QEP Resources, Inc. COM 74733V100 88,544,453.53 3,021,995 3,021,995 2,916,795 105,200
Quaker Chemical Corp. COM 747316107 5,849,056.00 150,400 150,400 124,600 25,800
QUALCOMM, Inc. COM 747525103 122,526,194.90 2,239,967 2,231,767 2,020,692 219,275
Questar Corp. COM 748356102 14,976,426.00 754,100 754,100 738,200 15,900
Radian Group, Inc. CV 3%
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Ralcorp Holdings, Inc. COM 751028101 23,043,019.55 269,509 269,509 240,909 28,600
Range Resources Corp. COM 75281A109 213,919,700.43 3,453,660 3,442,460 3,198,071 255,589
Raymond James Financial,
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Rayonier TRS Holdings, CV 3.75%
Inc. 10/15/2012 75508AAB2 10,131,250.00 8,105,000 8,105,000 4,805,000 3,300,000
Rayonier TRS Holdings, CV 4.5%
Inc. 08/15/2015 75508AAC0 4,289,062.50 3,050,000 3,050,000 900,000 2,150,000
Raytheon Co. COM 755111507 12,166,118.60 251,470 251,470 251,470
RBC Bearings, Inc. COM 75524B104 44,251,873.25 1,061,196 1,061,196 1,017,398 43,798
RDA Microelectronics, Inc. Spon ADR 749394102 7,470,644.05 683,499 683,499 683,499
Red Hat, Inc. COM 756577102 9,273,940.45 224,605 224,605 224,605
Reed Elsevier plc Spon ADR 758205207 7,323,316.00 227,150 226,631 226,631 519
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Regions Financial Corp. COM 7591EP100 36,974,642.20 8,598,754 8,587,411 8,449,900 148,854
Reliance Steel & Aluminum
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Rent-A-Center, Inc. COM 76009N100 55,249,621.00 1,493,233 1,493,233 1,302,113 191,120
Republic Services, Inc. COM 760759100 47,922,426.08 1,739,471 1,739,471 1,704,671 34,800
ResMed, Inc. COM 761152107 2,895,168.20 113,983 113,757 113,757 226
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Rex Energy Corp. COM 761565100 32,068,594.43 2,172,669 2,172,669 2,125,872 46,797
Riverbed Technology, Inc. COM 768573107 29,662,734.00 1,262,244 1,262,244 1,232,031 30,213
RLI Corp. COM 749607107 16,372,370.60 224,710 224,710 184,210 40,500
Roadrunner Transportation
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Robert Half Int'l, Inc. COM 770323103 11,590,875.74 407,269 407,269 407,269
Rockwell Automation Inc. COM 773903109 28,423,391.26 387,398 384,698 361,125 26,273
Rockwell Collins, Inc. COM 774341101 173,094,814.81 3,126,148 3,110,448 2,877,752 248,396
Rockwood Holdings, Inc. COM 774415103 15,118,080.00 384,000 384,000 384,000
Rogers Corp. COM 775133101 34,942,727.10 947,985 947,985 829,638 118,347
Roper Industries, Inc. CV Step%
01/15/2034 776696AA4 19,184,000.00 17,600,000 17,600,000 17,600,000
Rosetta Resources, Inc. COM 777779307 20,932,200.00 481,200 481,200 394,600 86,600
Ross Stores, Inc. COM 778296103 11,783,162.30 247,910 247,910 247,910
Rowan Cos., Inc. COM 779382100 49,606,413.59 1,635,556 1,635,556 1,530,356 105,200
Royal Dutch Shell plc Spon ADR 780259206 13,448,560.00 184,000 184,000 184,000
Royal Gold, Inc. COM 780287108 7,502,329.23 111,261 111,261 109,061 2,200
RSC Holdings, Inc. COM 74972L102 66,662,900.00 3,603,400 3,603,400 3,147,200 456,200
RTI International Metals,
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Ruddick Corp. COM 781258108 22,548,032.00 528,800 528,800 434,000 94,800
Rush Enterprises, Inc. COM 781846209 12,242,112.03 585,187 585,187 515,875 69,312
Ryder System Inc. COM 783549108 83,711,442.00 1,575,300 1,575,300 1,376,200 199,100
Sagent Pharmaceuticals,
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SAIC, Inc. COM 78390X101 11,245,350.00 915,000 915,000 915,000
Salesforce.com, Inc. CV 0.75%
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Salix Pharmaceuticals,
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Sanchez Energy Corp. COM 79970Y105 27,866,270.00 1,614,500 1,614,500 1,410,100 204,400
SanDisk Corp. COM 80004C101 9,575,773.90 194,590 194,590 194,590
SanDisk Corp. CV 1%
05/15/2013 80004CAC5 4,820,343.75 4,925,000 4,925,000 3,780,000 1,145,000
SanDisk Corp. CV 1.5%
08/15/2017 80004CAD3 17,063,475.01 14,430,000 14,430,000 9,885,000 4,545,000
SandRidge Energy, Inc. COM 80007P307 46,662,421.44 5,718,434 5,718,434 5,003,671 714,763
Sandy Spring Bancorp, Inc. COM 800363103 6,146,010.00 350,200 350,200 289,000 61,200
Sanofi CVR COM 80105N113 51,600.00 43,000 43,000 43,000
SAP AG Spon ADR 803054204 7,933,445.55 149,829 149,596 149,596 233
Sapient Corp. COM 803062108 47,477,946.65 3,768,091 3,768,091 3,398,291 369,800
SBA Communications Corp. CV 1.875%
05/01/2013 78388JAN6 24,236,173.75 21,377,000 21,377,000 16,552,000 4,825,000
SBA Communications Corp. CV 4%
10/01/2014 78388JAM8 70,821,000.00 46,440,000 46,440,000 43,765,000 2,675,000
ScanSource, Inc. COM 806037107 143,441,856.01 3,984,496 3,984,496 3,473,040 511,456
SCBT Financial Corp. COM 78401V102 10,791,371.88 371,988 371,988 305,888 66,100
Schlumberger Ltd. COM 806857108 236,035,601.75 3,455,359 3,431,776 3,165,000 290,359
Schweitzer-Mauduit
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SeaCube Container Leasing
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Seadrill Ltd. COM G7945E105 23,060,398.62 695,009 694,575 694,575 434
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Select Comfort Corp. COM 81616X103 21,353,002.47 984,463 984,463 834,863 149,600
Semtech Corp. COM 816850101 29,545,752.82 1,190,401 1,190,401 975,652 214,749
Sensient Technologies
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ServiceSource
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Shoe Carnival, Inc. COM 824889109 6,633,169.96 258,100 258,100 212,900 45,200
ShoreTel, Inc. COM 825211105 3,573,674.06 560,137 560,137 560,137
Shuffle Master, Inc. COM 825549108 3,006,180.00 256,500 256,500 256,500
Shutterfly, Inc. COM 82568P304 2,132,907.88 93,713 93,713 91,176 2,537
Sigma-Aldrich Corp. COM 826552101 32,105,751.65 514,021 514,021 489,321 24,700
Signature Bank COM 82669G104 206,810,545.80 3,447,417 3,447,417 3,188,520 258,897
Silgan Holdings, Inc. COM 827048109 47,627,741.28 1,232,602 1,232,602 1,078,350 154,252
Silicon Laboratories, Inc. COM 826919102 143,931,264.63 3,314,861 3,314,861 2,969,287 345,574
Siliconware Precision
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Smith & Nephew plc Spon ADR 83175M205 4,126,695.75 85,705 85,489 85,489 216
Snap-on, Inc. COM 833034101 4,935,450.00 97,500 97,500 97,500
SodaStream International
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Solarwinds, Inc. COM 83416B109 41,702,462.10 1,492,038 1,492,038 1,451,618 40,420
Sourcefire, Inc. COM 83616T108 38,077,714.32 1,175,964 1,175,964 1,152,403 23,561
Southern Co. (The) COM 842587107 95,818,355.82 2,069,958 2,066,616 2,058,546 11,412
Southern Natl Bancorp of
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Southwestern Energy Co. COM 845467109 104,703,951.28 3,278,145 3,261,245 2,984,282 293,863
SPDR S&P MidCap 400 ETF
Trust ETF 78467Y107 3,190,800.00 20,000 20,000 20,000
Spirit Aerosystems Hldgs,
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SPX Corp. COM 784635104 52,202,920.88 866,151 866,151 805,051 61,100
SS&C Technologies Holdings COM 78467J100 31,390,989.00 1,738,150 1,738,150 1,509,469 228,681
STAAR Surgical Co. COM 852312305 4,550,561.99 433,800 433,800 433,800
Stanley Black & Decker,
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Stanley Black & Decker, CVPFD 4.75%
Inc. 11/17/2015 854502309 13,983,235.00 119,260 119,260 92,160 27,100
Stanley Black & Decker, CV Adj%
Inc. 05/17/2012 854616AM1 7,705,293.78 6,930,000 6,930,000 3,730,000 3,200,000
Staples, Inc. COM 855030102 265,299.00 19,100 19,100 19,100
Starbucks Corp. COM 855244109 272,931.32 5,932 5,932 5,932
Starwood Hotels &
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State Street Corp. COM 857477103 233,912,923.82 5,802,851 5,762,510 5,219,815 583,036
Steel Dynamics, Inc. CV 5.125%
06/15/2014 858119AP5 191,406.25 175,000 175,000 175,000
Sterling Bancorp COM 859158107 6,821,280.04 789,500 789,500 651,200 138,300
Steve Madden Ltd. COM 556269108 26,912,622.18 780,076 780,076 758,970 21,106
Stifel Financial Corp. COM 860630102 63,920,520.00 1,994,400 1,994,400 1,704,700 289,700
St. Jude Medical, Inc. COM 790849103 77,249,876.90 2,252,183 2,241,783 2,076,214 175,969
SM Energy Co. CV 3.5%
04/01/2027 792228AD0 4,747,050.00 3,465,000 3,465,000 1,240,000 2,225,000
Summit Hotel Properties,
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Suncor Energy, Inc. COM 867224107 101,788,235.88 3,530,636 3,503,873 3,279,340 251,296
Sun Hydraulics Corp. COM 866942105 3,961,755.31 169,089 169,089 169,089
SunPower Corp. CV 4.5%
03/15/2015 867652AE9 31,187,632.50 37,746,000 37,746,000 30,926,000 6,820,000
SunPower Corp. CV 4.75%
04/15/2014 867652AC3 9,178,718.75 10,475,000 10,475,000 10,475,000
Suntech Power Holdings Co. CV 3%
03/15/2013 86800CAE4 4,203,875.00 9,950,000 9,950,000 9,950,000
SunTrust Banks, Inc. COM 867914103 72,209,628.00 4,079,640 4,069,110 4,016,010 63,630
Superior Energy Services,
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SUPERVALU, Inc. COM 868536103 146,160.00 18,000 18,000 18,000
SurModics, Inc. COM 868873100 1,545,164.01 105,400 105,400 87,115 18,285
Susquehanna Bancshares,
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SVB Financial Group COM 78486Q101 64,593,577.43 1,354,447 1,354,447 1,225,960 128,487
SXC Health Solutions Corp. COM 78505P100 41,258,922.40 730,505 730,505 713,757 16,748
Symantec Corp. CV 1%
06/15/2013 871503AF5 77,038,243.75 68,861,000 68,861,000 57,886,000 10,975,000
Synaptics, Inc. COM 87157D109 18,241,624.35 605,029 605,029 588,650 16,379
Synchronoss Technologies,
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Syngenta AG Spon ADR 87160A100 9,040,217.20 153,380 153,045 153,045 335
Taleo Corp. Class A 87424N104 21,450,896.70 554,430 554,430 541,545 12,885
TAL International Group,
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Target Corp. COM 87612E106 212,164,943.81 4,142,229 4,117,990 3,808,288 333,941
Team, Inc. COM 878155100 8,198,088.50 275,566 275,566 227,366 48,200
Teavana Holdings, Inc. COM 87819P102 5,934,217.08 315,986 315,986 306,636 9,350
Techne Corp. COM 878377100 12,008,845.28 175,928 175,928 144,223 31,705
TE Connectivity Ltd. COM H84989104 31,855,937.88 1,033,948 1,033,948 1,013,548 20,400
Telecom Italia S.p.A. Spon ADR 87927Y102 2,740,266.30 257,302 256,857 256,857 445
Teledyne Technologies,
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Telefonaktiebolaget LM
Ericsson Spon ADR 294821608 22,476,170.49 2,218,773 2,217,456 2,003,256 215,517
Telefonica Brasil S.A. Spon ADR 87936R106 16,914,537.00 618,900 618,900 618,900
Temple-Inland, Inc. COM 879868107 69,876,219.48 2,203,602 2,203,602 2,055,202 148,400
Tempur-Pedic International COM 88023U101 13,086,431.19 249,123 249,123 245,559 3,564
Tenneco, Inc. COM 880349105 18,978,794.00 637,300 637,300 522,500 114,800
Teradata Corp. COM 88076W103 6,989,757.39 144,089 144,089 144,089
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Territorial Bancorp, Inc. COM 88145X108 7,165,300.00 362,800 362,800 299,100 63,700
Tesco Corp. COM 88157K101 4,547,872.00 359,800 359,800 296,900 62,900
Tesla Motors, Inc. COM 88160R101 25,369,990.80 888,305 888,305 863,360 24,945
Tetra Tech, Inc. COM 88162G103 29,815,055.93 1,380,966 1,380,966 1,238,566 142,400
Teva Pharmaceutical CV 0.25%
Finance Co., LLC 02/01/2026 88163VAE9 27,539,340.00 26,512,000 26,512,000 18,412,000 8,100,000
Teva Pharmaceutical
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Texas Capital Bancshares,
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Texas Instruments, Inc. COM 882508104 235,951,774.49 8,105,523 8,057,873 7,460,524 644,999
Thermo Fisher Scientific,
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Thermon Group Holdings,
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Thoratec Corp. COM 885175307 21,195,052.92 631,557 631,557 517,657 113,900
TIBCO Software, Inc. COM 88632Q103 3,720,467.73 155,603 155,603 155,603
Tidewater, Inc. COM 886423102 61,088,616.02 1,239,120 1,239,120 1,196,520 42,600
Tiffany & Co. COM 886547108 7,006,067.36 105,736 105,736 105,736
Time Warner Cable, Inc. COM 88732J207 81,854,702.67 1,287,631 1,285,672 1,281,029 6,602
Time Warner, Inc. COM 887317303 298,383,368.73 8,256,319 8,207,519 7,577,610 678,709
Timken Co. (The) COM 887389104 29,287,560.19 756,589 756,589 691,189 65,400
Titan International, Inc. COM 88830M102 48,777,463.00 2,506,550 2,506,550 2,184,500 322,050
Titanium Metals Corp. COM 888339207 1,213,380.00 81,000 81,000 81,000
Titan Machinery Inc. COM 88830R101 9,706,791.00 446,700 446,700 366,100 80,600
TJX Cos., Inc. COM 872540109 1,462,767.55 22,661 22,661 22,661
TMS International Corp. COM 87261Q103 5,224,544.00 528,800 528,800 436,200 92,600
Tornier NV COM N87237108 12,649,788.00 702,766 702,766 683,028 19,738
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TPC Group, Inc. COM 89236Y104 9,658,036.76 413,975 413,975 361,575 52,400
Tractor Supply Co. COM 892356106 9,928,119.05 141,527 141,527 141,527
TranS1 Inc. COM 89385X105 626,637.01 335,100 335,100 335,100
Transcend Services, Inc. COM 893929208 5,010,186.08 211,133 211,133 187,033 24,100
Transocean, Inc. CV 1.5%
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Travelers Companies, Inc.
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Trimas Corp. COM 896215209 46,389,980.00 2,584,400 2,584,400 2,264,323 320,077
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Trinity Industries, Inc. COM 896522109 181,049,245.87 6,022,929 6,022,929 5,715,303 307,626
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True Religion Apparel,
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Tupperware Brands Corp. COM 899896104 32,914,669.69 588,077 588,077 576,477 11,600
Tyco International Ltd. COM H89128104 23,281,338.33 498,423 498,423 488,523 9,900
United Continental
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Ulta Salon, Inc. COM 90384S303 24,572,739.36 378,508 378,508 368,336 10,172
Under Armour, Inc. COM 904311107 13,483,956.75 187,825 187,825 182,764 5,061
Unilever N.V. (NY Shares) Spon ADR 904784709 9,167,338.25 266,725 266,118 266,118 607
Union Pacific Corp. COM 907818108 111,299,398.66 1,050,589 1,050,589 1,018,447 32,142
UniSource Energy Corp. COM 909205106 10,706,800.00 290,000 290,000 290,000
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United States Steel Corp. CV 4%
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United Technologies Corp. COM 913017109 273,874,954.29 3,747,092 3,724,601 3,498,829 248,263
Universal Display Corp. COM 91347P105 19,513,980.09 531,861 531,861 517,487 14,374
Universal Stainless &
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Unum Group COM 91529Y106 254,947.00 12,100 12,100 12,100
URS Corp. COM 903236107 118,004,007.76 3,360,023 3,360,023 3,227,136 132,887
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Vale Capital II Series CVPFD 6.75%
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Validus Holdings Ltd. COM G9319H102 59,128,650.00 1,877,100 1,877,100 1,637,700 239,400
Velti plc COM G93285107 3,277,089.98 481,925 481,925 481,925
Vera Bradley, Inc. COM 92335C106 2,373,696.75 73,603 73,603 73,603
VeriFone Systems, Inc. CV 1.375%
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Verizon Communications,
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Vertex Pharmaceuticals, CV 3.35%
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VMware, Inc. COM 928563402 15,331,917.00 184,300 184,300 171,045 13,255
Vocus, Inc. COM 92858J108 15,044,018.95 681,033 681,033 667,473 13,560
Vodafone Group plc Spon ADR 92857W209 14,945,624.03 533,201 531,945 531,945 1,256
Volterra Semiconductor
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Vornado Realty L.P. CV 3.875%
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Wal-Mart Stores, Inc. COM 931142103 13,250,226.24 221,724 221,724 215,948 5,776
Walt Disney Co. COM 254687106 257,527,912.51 6,867,411 6,845,570 6,574,588 292,823
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Watson Pharmaceuticals,
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Watts Water Technologies Class A 942749102 25,459,116.21 744,201 744,201 656,601 87,600
Weatherford International
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Webster Financial Corp. COM 947890109 17,865,718.00 876,200 876,200 718,200 158,000
Weingarten Realty
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Wells Fargo & Co. COM 949746101 349,095,381.96 12,666,741 12,625,895 12,333,646 333,095
Wells Fargo & Co. CVPFD 7.5%
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WESCO International, Inc. COM 95082P105 51,870,285.00 978,500 978,500 859,800 118,700
WESCO International, Inc. CV 6%
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Western Union Co. COM 959802109 28,292,244.86 1,549,411 1,549,411 1,518,711 30,700
Westlake Chemical Corp. COM 960413102 7,661,414.32 190,393 190,393 190,393
Westport Innovations, Inc. COM 960908309 40,241,607.13 1,210,638 1,210,638 1,179,380 31,258
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Whiting Petroleum Corp. CVPFD 6.25%
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Windstream Corp. COM 97381W104 3,958,728.00 337,200 337,200 337,200
Wintrust Financial Corp. COM 97650W108 12,816,045.00 456,900 456,900 374,400 82,500
Wisconsin Energy Corp. COM 976657106 36,184,893.52 1,035,037 1,035,037 929,537 105,500
WisdomTree Investments,
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Wolverine World Wide, Inc. COM 978097103 29,305,631.52 822,268 822,268 674,068 148,200
Woodward Inc. COM 980745103 12,495,929.00 305,300 305,300 299,500 5,800
World Fuel Services Corp. COM 981475106 31,816,642.00 757,900 757,900 621,200 136,700
Wynn Resorts Ltd. COM 983134107 11,075,075.64 100,236 100,236 88,899 11,337
Xerox Corp. COM 984121103 37,850,301.48 4,755,063 4,755,063 4,661,763 93,300
Xilinx, Inc. CV 2.625%
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XL Group plc COM G98290102 1,157,138.12 58,530 58,530 3,893 54,637
Yamana Gold, Inc. COM 98462Y100 35,088,357.72 2,388,588 2,387,043 2,139,388 249,200
YPF S.A. Spon ADR 984245100 31,507,647.00 908,525 908,024 853,124 55,401
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Zions Bancorp COM 989701107 15,295,320.48 939,516 934,539 922,324 17,192
Zipcar, Inc. COM 98974X103 12,737,270.92 949,126 949,126 929,146 19,980
Zumiez, Inc. COM 989817101 7,680,720.09 276,683 276,683 276,683
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