-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, UlTvnAddb7d4rvvoTz+463nNq/s2ugrs85uEyJNitfvSf4t7S9pFdCxteAU7cVAv S6vxdqBVGm0WQSuP/imdhw== 0000950137-08-001940.txt : 20080211 0000950137-08-001940.hdr.sgml : 20080211 20080211123217 ACCESSION NUMBER: 0000950137-08-001940 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080211 DATE AS OF CHANGE: 20080211 EFFECTIVENESS DATE: 20080211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Calamos Advisors LLC CENTRAL INDEX KEY: 0001316507 IRS NUMBER: 201647533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11166 FILM NUMBER: 08592010 BUSINESS ADDRESS: STREET 1: 2020 CALAMOS COURT CITY: NAPERVILLE STATE: IL ZIP: 60563 BUSINESS PHONE: 6302451046 MAIL ADDRESS: STREET 1: 2020 CALAMOS COURT CITY: NAPERVILLE STATE: IL ZIP: 60563 13F-HR 1 c23697e13fvhr.txt FORM 13F - HOLDING REPORT 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, 2007 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: CALAMOS ADVISORS LLC Address: 2020 Calamos Court Naperville, Illinois 60563 Form 13F File Number: 28-2864 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: Walter R. Randall, Jr. Title: Chief Compliance Officer Phone: (630) 245-7200 Signature, Place, and Date of Signing: /s/ Walter R. Randall, Jr. Naperville, Illinois 2/11/2008 - --------------------------------- ----------------------- ------------------ [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: Form 13F Information Table Entry Total: 482 Form 13F Information Table Value Total: $35,785,537 (thousands)
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 -------- --------------------- --------- -------- --------- ---------- -------- ----------------------- SHS Voting Authority Value of PRN CALL Investment Other ----------------------- Names of Issuer Title of Class Cusip (x1000) Amount /PUT Discretion Managers Sole Shared None --------------- --------------------- --------- -------- --------- ---- ---------- -------- -------- ------ ------- 3M CO COMMON STOCK 88579Y101 14362 170325 shs Shared None 170325 0 AAR CORP COMMON STOCK 000361105 38030 1000000 shs Shared None 1000000 0 ABBOTT LABORATORIES COMMON STOCK 002824100 49883 888390 shs Shared None 884495 3895 ACCENTURE LTD COMMON STOCK G1150G111 140068 3887532 shs Shared None 3535773 351759 ADVANCED MICRO DEVICES 5.75% Convertible INC Senior Unsec 007903AN7 805 1000000 prn Shared None 1000 0 AES CORP TRUST III 6.75% Term Convertible Security 00808N202 19086 410000 shs Shared None 410000 0 AFFYMETRIX INC 3.50% CONVERTIBLE SENIOR NOTES 00826TAG3 7534 7000000 prn Shared None 7000 0 AFLAC INC COMMON STOCK 001055102 9891 157925 shs Shared None 156270 1655 AGCO CORP COMMON STOCK 001084102 74457 1095280 shs Shared None 1022025 73255 AGCO CORP 1.25% CONVERTIBLE SENIOR SUBOR 001084AM4 98779 54574000 prn Shared None 54076 498 AGRIUM INC COMMON STOCK 008916108 101094 1400000 shs Shared None 1400000 0 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 33564 340300 shs Shared None 340300 0 ALCON INC COMMON STOCK H01301102 133211 931283 shs Shared None 926183 5100 ALCON INC COMMON STOCK H01301102 3002 1450 shs CALL Shared None 1450 0 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 23419 271058 shs Sole None 132566 138492 ALLERGAN INC 1.50% CONVERTIBLE NOTES 018490AL6 16765 14253000 prn Sole None 14253 0 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 56135 493454 shs Shared None 464519 28935 ALLIANT TECHSYSTEMS INC 2.75% CASH PAY CONVERTIBLE 018804AH7 37575 25282000 prn Sole None 25206 76 ALLIANT TECHSYSTEMS INC 2.75% CONVERTIBLE SENIOR SUBOR 018804AN4 24577 18566000 prn Shared None 17858 708 ALPHARMA INC 2.125% CONVERTIBLE SENIOR NOTE 020813AH4 8925 10000000 prn Shared None 10000 0 ALTRIA GROUP INC COMMON STOCK 02209S103 47502 628500 shs Shared None 628500 0 AMAZON.COM INC COMMON STOCK 023135106 320795 3462814 shs Shared None 3096489 366325 AMAZON.COM INC 4.75% Convertible REGISTERED Subordinated 023135AF3 167690 137592000 prn Shared None 137377 215 AMDOCS LTD 0.50% CASH PAY CONVERTIBLE 02342TAD1 29593 28977000 prn Sole None 28735 242 AMER EXPRESS CO. COMMON STOCK 025816109 7959 153000 shs Shared None 153000 0 AMER FINL GROUP 1.4861% SENIOR CASH PAY CONTIN 025932AD6 18661 36770000 prn Sole None 36194 576 AMER INTL GROUP COMMON STOCK 026874107 19241 330030 shs Shared None 328160 1870 AMEREN CORP COMMON STOCK 023608102 1012 18670 shs Shared None 16760 1910 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 442759 7212236 shs Shared None 6365067 847169 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 3590 3370 shs CALL Shared None 3370 0
AMERICAN EQUITY INVT 5.25% SENIOR UNSECURED CONVERT 025676AE7 6126 6500000 prn Shared None 6500 0 AMERIGROUP CORP 2% CONVERTIBLE SENIOR NOTES 03073TAB8 46278 42215000 prn Shared None 42143 72 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 165228 2998155 shs Shared None 2758665 239490 AMETEK INC COMMON STOCK 031100100 84767 1809720 shs Shared None 1733180 76540 AMGEN INC COMMON STOCK 031162100 4166 89700 shs Shared None 89700 0 AMPHENOL CORP COMMON STOCK 032095101 86078 1856325 shs Shared None 1778948 77377 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 23985 458250 shs Shared None 458250 0 ANIXTER INTL INC COMMON STOCK 035290105 27167 436275 shs Shared None 436275 0 ANSYS INC COMMON STOCK 03662Q105 44945 1084065 shs Shared None 1080070 3995 AON CORP COMMON STOCK 037389103 341274 7156096 shs Shared None 6784742 371354 APACHE CORP COMMON STOCK 037411105 124249 1155377 shs Shared None 967012 188365 APOLLO GROUP INC COMMON STOCK 037604105 462687 6595684 shs Shared None 6066634 529050 APPLE INC COMMON STOCK 037833100 1097724 5541824 shs Shared None 5026504 515320 APPLE INC COMMON STOCK 037833100 13397 2850 shs CALL Shared None 2850 0 ARCH CAPITAL GP LTD COMMON STOCK G0450A105 2934 41700 shs Sole None 41700 0 ARTHROCARE CORP COMMON STOCK 043136100 34173 711200 shs Shared None 701915 9285 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 32440 2000000 shs Shared None 2000000 0 AT&T INC COMMON STOCK 00206R102 186136 4478735 shs Shared None 4471350 7385 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 71223 2332130 shs Shared None 2314410 17720 AUTODESK INC COMMON STOCK 052769106 206975 4159471 shs Shared None 3816262 343209 AUTOMATIC DATA COMMON STOCK 053015103 5566 125000 shs Shared None 125000 0 AVNET INC COMMON STOCK 053807103 131290 3754370 shs Shared None 3260655 493715 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 74716 63453000 prn Sole None 62745 708 BAIDU.COM INC COMMON STOCK 056752108 280820 719332 shs Shared None 691410 27922 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 37290 750000 shs Shared None 750000 0 BANK OF AMER CP COMMON STOCK 060505104 37280 903535 shs Shared None 902035 1500 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 10638 218169 shs Shared None 218169 0 BARNES GROUP INC COMMON STOCK 067806109 30051 900000 shs Shared None 900000 0 BAXTER INTL INC COMMON STOCK 071813109 627 10795 shs Shared None 9130 1665 BE AEROSPACE COMMON STOCK 073302101 87837 1660435 shs Shared None 1631483 28952 BECTON DICKINSON & CO COMMON STOCK 075887109 175502 2099814 shs Shared None 1873890 225924 BELDEN CDT INC COMMON STOCK 077454106 48293 1085236 shs Shared None 924407 160829 BEST BUY 2.25% CONVERTIBLE SUBORDINATED 086516AF8 22181 18369000 prn Shared None 18349 20 BIOGEN IDEC INC COMMON STOCK 09062X103 187826 3299824 shs Shared None 3075066 224758 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 75167 2123355 shs Shared None 2069600 53755 BLACKBOARD INC 3.25% CONVERTIBLE NOTES 091935AA4 31055 29576000 prn Shared None 29269 307
BLACKROCK INC COMMON STOCK 09247X101 60236 277843 shs Shared None 260561 17282 BOEING CO COMMON STOCK 097023105 7931 90681 shs Shared None 88848 1833 BORGWARNR INC COMMON STOCK 099724106 41149 850000 shs Shared None 850000 0 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 31744 1196995 shs Shared None 1193855 3140 BRISTOL MYERS SQUIBB 3MTH LIBOR LESS 50 BPS SENIOR 110122AN8 3023 3000000 prn Shared None 3000 0 BRISTOW GROUP INC COMMON STOCK 110394103 33990 600000 shs Shared None 600000 0 BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621306 33030 4500000 shs Shared None 4500000 0 BURGER KING HOLDINGS INC COMMON STOCK 121208201 80398 2820003 shs Shared None 2388085 431918 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 6650 79900 shs Shared None 78790 1110 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 26035 725000 shs Shared None 725000 0 CADENCE DESIGN SYSTEMS ZERO COUPON ZERO INC YIELD CONVERT 127387AB4 30581 26420000 prn Sole None 26231 189 CADENCE DESIGN SYSTEMS 1.375% CONVERTIBLE INC SENIOR NOTE 127387AD0 1090 1054000 prn Sole None 1054 0 CADENCE DESIGN SYSTEMS 1.5% CONVERTIBLE INC SENIOR NOTES 127387AF5 650 634000 prn Sole None 559 75 CAMERON INTL CORP COMMON STOCK 13342B105 242943 5047633 shs Shared None 4093741 953892 CAMERON INTL CORP 2.50% CASH PAY CONVERTIBLE 13342BAB1 168198 108866000 prn Shared None 107243 1623 CARNIVAL CORP COMMON STOCK 143658300 20709 465475 shs Shared None 465310 165 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 77567 66085000 prn Shared None 65135 950 CARNIVAL CORP 1.132% CONTINGENT CONVERSION 143658AV4 3373 5063000 prn Sole None 5063 0 CBS CORP COMMON STOCK 124857202 9401 345000 shs Shared None 345000 0 CELGENE CORP COMMON STOCK 151020104 252535 5464939 shs Shared None 5069839 395100 CENTERPOINT ENERGY 3.75% CONVERTIBLE SENIOR NOTES 15189TAM9 59378 38620000 prn Shared None 38455 165 CENTRAL EUROPEAN MEDIA ENT COMMON STOCK G20045202 8003 69000 shs Shared None 69000 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 147911 1343910 shs Shared None 1048011 295899 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 29766 550000 shs Shared None 550000 0 CHARLES RIVER 2.25% CONVERTIBLE LABORATORIES SENIOR NOTES 159864AB3 91888 62350000 prn Shared None 61572 778 CHATTEM INC 1.625% SENIOR CONVERTIBLE NOTE 162456AR8 2969 2500000 prn Shared None 2500 0 CHEMED CORP 1.875% SENIOR UNSECURED CONVER 16359RAC7 4775 5000000 prn Shared None 5000 0 CHEVRONTEXACO CORP COMMON STOCK 166764100 103368 1107555 shs Shared None 1105180 2375 CHINA MOBILE LTD COMMON STOCK 16941M109 153586 1768000 shs Shared None 1768000 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 104329 709382 shs Shared None 597302 112080 CHUBB CORP COMMON STOCK 171232101 5458 100000 shs Shared None 100000 0 CIA VALE DO RIO DOCE COMMON STOCK 204412209 11475 351250 shs Shared None 351250 0 CIA VALE DO RIO DOCE 55% MANDATORY CONVERTIBLE 91912C208 58876 909700 shs Shared None 901500 8200 CIENA CORP 0.25% CONVERTIBLE SENIOR NOTES 171779AB7 41572 39687000 prn Shared None 39146 541 CIENA CORP 0.875% CONVERTIBLE SENIOR NOTE 171779AE1 8470 8000000 prn Shared None 8000 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 452643 16721204 shs Shared None 15649071 1072133
CISCO SYSTEMS INC COMMON STOCK 17275R102 1868 5585 shs CALL Shared None 5585 0 CITIGROUP INC COMMON STOCK 172967101 61684 2095235 shs Shared None 2093150 2085 CITIGROUP INC 7.75% SENIOR UNSECURED CONVERT 125581405 1140 60000 shs Shared None 60000 0 CME GROUP INC COMMON STOCK 12572Q105 37230 54271 shs Sole None 26414 27857 CNH GLOBAL NV COMMON STOCK N20935206 32923 500200 shs Shared None 500200 0 COCA COLA CO COMMON STOCK 191216100 606560 9883652 shs Shared None 9305229 578423 COCA COLA CO COMMON STOCK 191216100 1162 1890 shs CALL Shared None 1890 0 COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 206473 6083473 shs Shared None 5175130 908343 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 6888 88350 shs Shared None 87000 1350 COMCAST CORP COMMON STOCK 20030N101 2712 148500 shs Shared None 148500 0 COMMSCOPE INC COMMON STOCK 203372107 55548 1128800 shs Shared None 1128800 0 COMMSCOPE INC 3.25% CASH PAY CONVERTIBLE SUB 034425AB4 7901 7265000 prn Shared None 7265 0 CONCEPTUS INC 2.25% SENIOR UNSECURED CONVERT 206016AA5 3890 4000000 prn Shared None 4000 0 CONMED CORP 2.50% CONVERTIBLE SENIOR SUBOR 207410AD3 6869 7600000 prn Shared None 7600 0 CONOCOPHILLIPS COMMON STOCK 20825C104 90761 1027876 shs Shared None 1026491 1385 CORE LABS N.V. COMMON STOCK N22717107 74832 600000 shs Shared None 600000 0 CORN PRODUCTS INTL INC COMMON STOCK 219023108 253 6895 shs Sole None 1860 5035 CORNING INC COMMON STOCK 219350105 496 20675 shs Shared None 20675 0 CORNING INC COMMON STOCK 219350105 500 1350 shs CALL Shared None 1350 0 CORRECTIONS CORP OF AMERICA COMMON STOCK 22025Y407 50345 1706042 shs Shared None 1706042 0 COVANTA HOLDING CORP 1% SENIOR CONVERTIBLE NOTES 22282EAA0 11200 10000000 prn Shared None 10000 0 CROCS INC COMMON STOCK 227046109 102233 2777319 shs Shared None 2469133 308186 CSX CORPORATION COMMON STOCK 126408103 26388 600000 shs Shared None 600000 0 CTRIP.COM INTL LTD COMMON STOCK 22943F100 45976 800000 shs Shared None 800000 0 CUBIST PHARMACEUTICALS 2.25% CONVERTIBLE INC SUBORDINATED 229678AC1 57173 59789000 prn Shared None 59165 624 CUMMINS INC COMMON STOCK 231021106 87668 688297 shs Shared None 648132 40165 CURTISS-WRIGHT CORP COMMON STOCK 231561101 44470 885855 shs Shared None 874595 11260 CVS CORP COMMON STOCK 126650100 2988 75175 shs Shared None 75175 0 CYPRESS SEMICONDUCTOR COMMON STOCK CORP 232806109 77325 2146140 shs Shared None 2020398 125742 CYPRESS SEMICONDUCTOR 1% SENIOR CONVERTIBLE CORP NOTES 232806AK5 49344 30601000 prn Shared None 29577 1024 DANAHER CORP COMMON STOCK 235851102 5918 67450 shs Shared None 67450 0 DANAHER CORP SENIOR LYONS 235851AF9 132382 103626000 prn Shared None 101757 1869 DELL INC COMMON STOCK 24702R101 147409 6014258 shs Shared None 6006183 8075 DENTSPLY INTL INC COMMON STOCK 249030107 32628 724749 shs Sole None 533932 190817 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 9570 107640 shs Shared None 107565 75 DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 49700 350000 shs Shared None 350000 0 DIANA SHIPPING INC COMMON STOCK Y2066G104 11011 350000 shs Shared None 350000 0
DIODES INC COMMON STOCK 254543101 27063 900000 shs Shared None 900000 0 DIODES INC 2.25% SENIOR CONVERTIBLE 254543AA9 4853 4700000 prn Shared None 4700 0 DISCOVERY HOLDING CO COMMON STOCK 25468Y107 82584 3284971 shs Shared None 2787706 497265 DISNEY WALT CO COMMON STOCK 254687106 94931 2940857 shs Shared None 2934725 6132 DOLBY LABORATORIES INC COMMON STOCK 25659T107 62863 1264335 shs Shared None 1249900 14435 DOLLAR TREE STORES INC COMMON STOCK 256747106 19440 750000 shs Shared None 750000 0 DONALDSON CO INC COMMON STOCK 257651109 34089 735000 shs Shared None 735000 0 DOW CHEMICAL CO COMMON STOCK 260543103 1616 41000 shs Shared None 41000 0 DREAMWORKS ANIMATION SKG COMMON STOCK 26153C103 18688 731700 shs Shared None 731700 0 DST SYSTEMS 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 45873 25844000 prn Shared None 25844 0 DST SYSTEMS 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 21634 12624000 prn Sole None 12534 90 DUKE ENERGY CORP COMMON STOCK 26441C105 5892 292100 shs Shared None 292100 0 DUN & BRADST COMMON STOCK 26483E100 94054 1061200 shs Shared None 922330 138870 DUPONT DE NEMOUR & CO COMMON STOCK 263534109 6899 156480 shs Shared None 154360 2120 EATON CORP COMMON STOCK 278058102 42366 436990 shs Shared None 402575 34415 EATON VANCE CORP COMMON STOCK 278265103 97717 2151879 shs Shared None 2109749 42130 EBAY INC COMMON STOCK 278642103 263503 7939240 shs Shared None 7824975 114265 EBAY INC COMMON STOCK 278642103 1704 3380 shs CALL Shared None 3380 0 EDO CORP 4.00% SR SUB CONVERTIBLE NOTES 281347AE4 17175 10221000 prn Shared None 10221 0 ELECTR DATA SYS 3.875% CONVERTIBLE SENIOR DEBE 285661AF1 8429 8440000 prn Shared None 8416 24 ELECTRONIC ARTS INC COMMON STOCK 285512109 222356 3806820 shs Shared None 3529022 277798 ELECTRONICS FOR 1.50% CONVERTIBLE IMAGING INC SENIOR UNSEC 286082AA0 5824 5675000 prn Sole None 5589 86 ELI LILLY & CO COMMON STOCK 532457108 27555 516100 shs Shared None 516100 0 EMC CORP -MASS COMMON STOCK 268648102 312215 16849143 shs Shared None 15179560 1669583 EMC CORP -MASS 1.75% CONVERTIBLE NOTES 268648AK8 265788 195973000 prn Shared None 193659 2314 EMERSON ELECTRIC CO COMMON STOCK 291011104 7027 124025 shs Shared None 124025 0 ENSCO INT'L INC COMMON STOCK 26874Q100 33858 567894 shs Shared None 567015 879 ENTERGY CORP COMMON STOCK 29364G103 6275 52500 shs Shared None 51575 925 ENTERGY CORP 7.625% EQUITY UNITS 29364G202 53564 746540 shs Shared None 743520 3020 EPICOR SOFTWARE 2.375% CONVERTIBLE 29426LAA6 6734 7400000 prn Shared None 7400 0 EQUINIX INC COMMON STOCK 29444U502 74131 733460 shs Shared None 702453 31007 EQUINIX INC 2.50% CONVERTIBLE SUBORDINATED 29444UAF3 2263 2000000 prn Shared None 2000 0 EURONET WORLDWIDE INC 1.625% Convertible Senior Note 298736AD1 14959 13883000 prn Sole None 13782 101 EURONET WORLDWIDE INC 3.5% CONVERTIBLE DEBENTURES 298736AF6 30962 29700000 prn Shared None 29700 0 EXELON CORP COMMON STOCK 30161N101 10583 129625 shs Shared None 129625 0
EXPEDIA INC COMMON STOCK 30212P105 41177 1302235 shs Shared None 1283410 18825 EXPRESS SCRIPTS INC COMMON STOCK 302182100 133660 1830961 shs Shared None 1611492 219469 EXPRESS SCRIPTS INC COMMON STOCK 302182100 4603 2960 shs CALL Shared None 2960 0 EXXON MOBIL CORP COMMON STOCK 30231G102 53941 575743 shs Shared None 572524 3219 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 85593 1536673 shs Shared None 1380133 156540 FANNIE MAE COMMON STOCK 313586109 30875 772260 shs Shared None 772260 0 FANNIE MAE COMMON STOCK 313586109 497 6850 shs PUT Shared None 6850 0 FIRST SOLAR INC COMMON STOCK 336433107 137706 515482 shs Shared None 445136 70346 FLIR SYSTEMS INC COMMON STOCK 302445101 146776 4689343 shs Shared None 4099255 590088 FLUOR CORP-NEW COMMON STOCK 343412102 122085 837802 shs Shared None 714368 123434 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 153825 2712969 shs Shared None 2536949 176020 FOCUS MEDIA HOLDING LTD COMMON STOCK 34415V109 201112 3540079 shs Shared None 3259011 281068 FORD MOTOR CO 4.25% SENIOR UNSECURED NOTES D 345370CF5 147002 147186000 prn Shared None 146059 1127 FOREST OIL CORP COMMON STOCK 346091705 53968 1061525 shs Shared None 990645 70880 FOSSIL INC COMMON STOCK 349882100 93343 2223516 shs Shared None 1903833 319683 FOUNDRY NETWORKS INC COMMON STOCK 35063R100 73324 4185180 shs Shared None 4030270 154910 FPL GRP COMMON STOCK 302571104 7151 105500 shs Shared None 105500 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 6281 54887 shs Shared None 53021 1866 FREEPORT-MCMORAN COP&GOLD COMMON STOCK 35671D857 1575 15375 shs Shared None 15375 0 FREEPORT-MCMORAN 6.75% MANDATORY COP&GOLD CONVERTIBLE 35671D782 215429 1427439 shs Shared None 1423694 3745 FREEPORT-MCMORAN COP&GOLD COMMON STOCK 35671D857 1140 450 shs CALL Shared None 450 0 FTI CONSULTING INC 3.75% SR SUB CONVERTIBLE NOTES 302941AB5 56471 26606000 prn Shared None 26266 340 GAMESTOP CORP COMMON STOCK 36467W109 331990 5345189 shs Shared None 4652275 692914 GARMIN LTD COMMON STOCK G37260109 242506 2500060 shs Shared None 2500060 0 GENERAL CABLE CORP COMMON STOCK 369300108 98066 1338243 shs Shared None 1202023 136220 GENERAL DYNAMICS CORP COMMON STOCK 369550108 8054 90500 shs Shared None 90500 0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 2576 2525 shs CALL Shared None 2525 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 104932 2830645 shs Shared None 2824115 6530 GENERAL MILLS INC COMMON STOCK 370334104 51293 899884 shs Shared None 899884 0 GENL MOTORS 6.25% Senior Unsecured 370442717 84726 4329368 shs Shared None 4270743 58625 GEN-PROBE INC COMMON STOCK 36866T103 100563 1598010 shs Shared None 1365693 232317 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 60212 52019000 prn Shared None 51829 190 GILEAD SCIENCES INC COMMON STOCK 375558103 615153 13369977 shs Shared None 12092218 1277759 GILEAD SCIENCES INC 0.50% CONVERTIBLE NOTES 375558AG8 13518 10241000 prn Shared None 10241 0 GILEAD SCIENCES INC 0.625% CONVERTIBLE SENIOR NOTE 375558AH6 96639 71717000 prn Sole None 70204 1513 GOOGLE INC COMMON STOCK 38259P508 1010635 1461553 shs Shared None 1323878 137675 GOOGLE INC COMMON STOCK 38259P508 3185 310 shs CALL Shared None 310 0
GRAFTECH INTL COMMON STOCK 384313102 35500 2000000 shs Shared None 2000000 0 GRAFTECH INTL 1.625% CONVERTIBLE SENIOR DEBE 384313AB8 10720 9046000 prn Sole None 8613 433 GREY WOLF INC Floating rate senior unsecured 397888AF5 3221 3000000 prn Shared None 3000 0 GUESS? INC COMMON STOCK 401617105 133823 3531873 shs Shared None 3212564 319309 HALLIBURTON CO COMMON STOCK 406216101 151627 3999660 shs Shared None 3897470 102190 HARLEY-DAVIDSON INC COMMON STOCK 412822108 3627 77660 shs Shared None 77435 225 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 42165 483599 shs Shared None 481959 1640 HCC INSURANCE 1.30% Convertible Senior Notes 404132AB8 1808 1391000 prn Sole None 1391 0 HEALTH CR REIT 4.75% CONVERTIBLE SENIOR NOTES 42217KAQ9 15450 15000000 prn Shared None 14825 175 HEALTH NET INC COMMON STOCK 42222G108 66467 1376136 shs Shared None 1083582 292554 HEINZ (H.J.) CO COMMON STOCK 423074103 19839 425000 shs Shared None 425000 0 HENRY SCHEIN INC 3% CONVERTIBLE SENIOR NOTES 806407AB8 13477 9400000 prn Shared None 9400 0 HEWITT ASSOCIATES INC COMMON STOCK 42822Q100 107131 2797890 shs Shared None 2794510 3380 HEWLETT PACKARD CO. COMMON STOCK 428236103 3415 3365 shs CALL Shared None 3365 0 HEWLETT-PACKARD CO. COMMON STOCK 428236103 296276 5869167 shs Shared None 4977240 891927 HEWLETT-PACKARD CO. CONVERTIBLE SUBORDINATED 428236AC7 57041 66910000 prn Sole None 66435 475 HLTH CORP 3.125% CONVERTIBLE SR UNSECURE 94769MAG0 16779 16800000 prn Shared None 16800 0 HOLOGIC INC COMMON STOCK 436440101 55201 804207 shs Shared None 790760 13447 HOLOGIC INC 2.00% SENIOR CONVERTIBLE NOTES 436440AA9 165036 151932000 prn Shared None 150413 1519 HOME DEPOT COMMON STOCK 437076102 2689 99805 shs Shared None 99525 280 HONEYWELL INTL COMMON STOCK 438516106 411867 6689406 shs Shared None 6226650 462756 HONEYWELL INTL COMMON STOCK 438516106 1743 1570 shs CALL Shared None 1570 0 HUTCHINSON TECH 3.25% CONVERTIBLE SUBORDINATED 448407AF3 22141 22944000 prn Shared None 22909 35 IAC INTERACTIVECORP COMMON STOCK 44919P300 1765 65575 shs Shared None 65375 200 ICONIX BRAND GROUP INC 1.875% CONVERTIBLE SENIOR SUBO 451055AB3 635 655000 prn Shared None 555 100 IDEXX LABORATORIES INC COMMON STOCK 45168D104 32247 550000 shs Shared None 550000 0 IHS INC COMMON STOCK 451734107 70336 1161430 shs Shared None 1151885 9545 ILL TOOL WORKS INC COMMON STOCK 452308109 78224 1461033 shs Shared None 1453123 7910 IMMUCOR INC COMMON STOCK 452526106 74778 2200000 shs Shared None 2200000 0 INFORMATICA CORP 3.00% Convertible Senior Notes 45666QAB8 42173 37075000 prn Shared None 37075 0 INFOSYS TECHNOLOGIES LTD COMMON STOCK 456788108 129405 2852845 shs Shared None 2847520 5325 INTEL CORP COMMON STOCK 458140100 63248 2372375 shs Shared None 2367845 4530 INTEL CORP 2.95% JR SUBORDINATED CONVERT 458140AD2 399105 368263000 prn Shared None 365956 2307 INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45865V100 244051 1267799 shs Shared None 1210005 57794 INTERPUBLIC GROUP OF 4.25% CONVERTIBLE COS NOTES 460690AZ3 4913 5000000 prn Shared None 5000 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 27553 254885 shs Shared None 252930 1955 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 18750 389565 shs Sole None 370610 18955
INVERNESS MEDICAL INNOVATIONS COMMON STOCK 46126P106 76296 1358070 shs Shared None 1161362 196708 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 114910 108406000 prn Shared None 106405 2001 INVITROGEN CORP 3.25% CONVERTIBLE SR NOTES 46185RAM2 83424 71455000 prn Shared None 71455 0 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 137534 1612926 shs Shared None 1516913 96013 JA SOLAR HOLDINGS CO COMMON STOCK 466090107 41886 600000 shs Shared None 600000 0 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 128416 1343120 shs Shared None 1157958 185162 JAKKS PACIFIC 4.625% CONVERTIBLE SENIOR NOTE 47012EAB2 5058 3750000 prn Shared None 3750 0 JOHNSON & JOHNSON COMMON STOCK 478160104 148242 2222525 shs Shared None 2219415 3110 JOHNSON & JOHNSON 0% CONVERTIBLE SUBORDINATED 02261WAB5 41630 45189000 prn Sole None 44727 462 JP MORGAN CHASE & CO COMMON STOCK 46625H100 43615 999200 shs Shared None 999200 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 95457 2875200 shs Shared None 2773725 101475 JUNIPER NETWORKS INC COMMON STOCK 48203R104 1443 2600 shs CALL Shared None 2600 0 JUNIPER NETWORKS INC 0% SENIOR CONVERTIBLE NOTES 48203RAC8 104089 62469000 prn Shared None 61602 867 KENNAMETAL INC COMMON STOCK 489170100 58925 1556405 shs Shared None 1240622 315783 KIMBERLY-CLARK CORP COMMON STOCK 494368103 18167 262000 shs Shared None 262000 0 KRAFT FOODS INC COMMON STOCK 50075N104 15383 471447 shs Shared None 471447 0 L-3 COMM HOLDINGS 3% CONVERTIBLE NOTES 502413AW7 191815 158035000 prn Shared None 158005 30 LAWSON SOFTWARE INC 2.5% CONVERTIBLE 52078PAA0 3260 2937000 prn Shared None 2751 186 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 327 5000 shs Shared None 5000 0 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 641 550 shs CALL Shared None 550 0 LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 15740 7245000 prn Sole None 7170 75 LIBERTY MEDIA 3.25% CONVERTIBLE NOTES 530715AR2 7520 10027000 prn Shared None 10027 0 LIBERTY MEDIA .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 77862 74420000 prn Shared None 74036 384 LIFE TIME FITNESS INC COMMON STOCK 53217R207 29808 600000 shs Shared None 600000 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 9203 158074 shs Shared None 158074 0 LINEAR TEC CORP 3% CONVERTIBLE 535678AC0 9938 10393000 prn Shared None 10386 7 LKQ CORP COMMON STOCK 501889208 13562 645200 shs Shared None 645200 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 41845 397540 shs Shared None 395400 2140 LOCKHEED MARTIN CORP 3MTH LIBOR CASH PAY TO ZERO 539830AP4 221792 150490000 prn Shared None 149600 890 LOEWS CORP COMMON STOCK 540424108 13105 260328 shs Sole None 247918 12410 LOEWS CORP .861% SENIOR CONVERTIBLE NOTES 548661CG0 1489 1645000 prn Sole None 1645 0 LUBRIZOL CORP COMMON STOCK 549271104 61898 1142880 shs Shared None 944578 198302 MANITOWOC CO INC COMMON STOCK 563571108 149988 3071636 shs Shared None 2453592 618044 MANPOWER INC. COMMON STOCK 56418H100 28959 508945 shs Shared None 508088 857 MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 56447 1385191 shs Shared None 1379436 5755 MARATHON OIL CP COMMON STOCK 565849106 38947 639950 shs Shared None 639950 0 MASCO CORP COMMON STOCK 574599106 9725 450000 shs Shared None 450000 0
MASTERCARD INC COMMON STOCK 57636Q104 62933 292440 shs Shared None 289205 3235 MCDONALD'S CORP COMMON STOCK 580135101 17717 300740 shs Shared None 298750 1990 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 128594 1268187 shs Shared None 1075818 192369 MEDTRONIC INC COMMON STOCK 585055106 12461 247880 shs Shared None 246110 1770 MEDTRONIC INC 1.50% CONVERTIBLE SENIOR NOTES 585055AL0 109430 102033000 prn Shared None 101013 1020 MEMC ELEC MATERIALS COMMON STOCK 552715104 310949 3513942 shs Shared None 2869085 644857 MENTOR GRAPHICS Floating Rate Cash Pay Convert 587200AD8 4880 4800000 prn Shared None 4800 0 MENTOR GRAPHICS 6.25% CONVERTIBLE NOTES 587200AF3 27507 27100000 prn Shared None 27100 0 MERCK & CO COMMON STOCK 589331107 311445 5359585 shs Shared None 5348545 11040 MERRILL LYNCH & CO 0% SENIOR STEP UP FLOATING RATE 590188W46 42423 39038000 prn Sole None 38271 767 METLIFE INC COMMON STOCK 59156R108 10268 166635 shs Shared None 163730 2905 METTLER-TOLEDO COMMON STOCK 592688105 79660 700000 shs Shared None 700000 0 MICRON TECHNOLOGY INC 1.875% CONVERTIBLE SENIOR NOTE 595112AH6 9615 12000000 prn Shared None 12000 0 MICROSOFT CORP COMMON STOCK 594918104 429406 12061958 shs Shared None 11125170 936788 MICROSOFT CORP COMMON STOCK 594918104 929 2160 shs CALL Shared None 2160 0 MILLENNIUM PHARMACEUTICALS INC COMMON STOCK 599902103 48077 3209400 shs Shared None 3170118 39282 MILLENNIUM 2.25% PHARMACEUTICALS INC Convertible Notes 599902AD5 14923 12700000 prn Shared None 12700 0 MILLICOM INTL CELLULAR COMMON STOCK L6388F110 295066 2501833 shs Shared None 2213535 288298 MILLIPORE CORP 3.75% CONVERTIBLE SENIOR NOTES 601073AD1 33849 31414000 prn Shared None 31317 97 MINDRAY MEDICAL INTL LTD COMMON STOCK 602675100 34376 800000 shs Shared None 800000 0 MOLINA HEALTHCARE INC 3.75% SENIOR UNSECURED CONVERT 60855RAA8 5837 5200000 prn Shared None 5200 0 MOLSON COORS BREWING CO COMMON STOCK 60871R209 30298 586945 shs Shared None 555830 31115 MOLSON COORS BREWING CO 2.50% CONVERTIBLE SENIOR NOTES 60871RAA8 162513 135006000 prn Shared None 132574 2432 MONSANTO CO COMMON STOCK 61166W101 1307 11700 shs Shared None 11700 0 MORGAN STANLEY COMMON STOCK 617446448 6267 118000 shs Shared None 118000 0 MOSAIC CO COMMON STOCK 61945A107 56604 600000 shs Shared None 600000 0 MOTOROLA INC COMMON STOCK 620076109 4347 271000 shs Shared None 271000 0 MYLAN LABORATORIES INC 6.50% MANDATORY CONVERTIBLE 628530206 7114 7000 shs Shared None 7000 0 NABORS INDS INC 0% SENIOR CONTINGENT CONVERTIB 629568AL0 94627 94039000 prn Shared None 93178 861 NASDAQ STOCK MARKET INC COMMON STOCK 631103108 235232 4753116 shs Shared None 4414095 339021 NATIONAL FINANCIAL 0.75% SENIOR PARTNERS UNSECURED CONVERT 63607PAA7 544 568000 prn Sole None 568 0 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 174124 2370328 shs Shared None 2073417 296911 NAVIOS MARITIME HOLDINGS INC COMMON STOCK Y62196103 25725 2100000 shs Shared None 2100000 0 NCR CORP COMMON STOCK 62886E108 124828 4973242 shs Shared None 4565918 407324 NDS GROUP PLC COMMON STOCK 628891103 12796 216000 shs Shared None 216000 0 NETGEAR INC COMMON STOCK 64111Q104 49711 1393650 shs Shared None 1393650 0
NETGEAR INC COMMON STOCK 64111Q104 860 1760 shs CALL Shared None 1760 0 NEWMONT MINING CORP COMMON STOCK 651639106 4458 91300 shs Shared None 91300 0 NEWS CORP COMMON STOCK 65248E203 110882 5217965 shs Shared None 5214345 3620 NEWS CORP COMMON STOCK 65248E104 738 36000 shs Shared None 36000 0 NIKE INC COMMON STOCK 654106103 700885 10910409 shs Shared None 10138041 772368 NIKE INC COMMON STOCK 654106103 5235 3835 shs CALL Shared None 3835 0 NOKIA CP COMMON STOCK 654902204 147327 3837646 shs Shared None 2921327 916319 NOKIA CP COMMON STOCK 654902204 3268 6670 shs CALL Shared None 6670 0 NORDSTROM INC COMMON STOCK 655664100 6016 163800 shs Shared None 163800 0 NORTHROP GRUMMN 7% CONVERTIBLE PREFERRED 666807300 2265 15550 shs Shared None 15550 0 NOVO-NORDISK AS COMMON STOCK 670100205 36841 568010 shs Shared None 566340 1670 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 118768 6358047 shs Shared None 5512244 845803 NVIDIA CORP COMMON STOCK 67066G104 105278 3094589 shs Shared None 2699082 395507 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 2230 28960 shs Shared None 27630 1330 OCEANEERING INTL INC COMMON STOCK 675232102 123663 1836125 shs Shared None 1820358 15767 OMNICOM GRP COMMON STOCK 681919106 1710 3800 shs CALL Shared None 3800 0 OMNICOM GRP 0% UNSUBORDINATED CONVERTIBLE 681919AM8 110762 108857000 prn Shared None 108549 308 OMNICOM GRP ZERO COUPON ZERO YIELD CONVERT 681919AT3 120512 110816000 prn Sole None 109178 1638 ORACLE CORP COMMON STOCK 68389X105 633884 28072808 shs Shared None 25632221 2440587 ORACLE CORP COMMON STOCK 68389X105 3578 8580 shs CALL Shared None 8580 0 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 2154 44400 shs Sole None 44400 0 OSI PHARMACEUTICALS INC 3.25% CONVERTIBLE NOTES 671040AD5 30339 27550000 prn Shared None 27550 0 PANTRY INC 3.00% SR SUBORDINATED CONVERTI 698657AL7 1770 2000000 prn Shared None 2000 0 PAYCHEX INC COMMON STOCK 704326107 14234 393000 shs Shared None 393000 0 PEDIATRIX MEDICAL GROUP INC COMMON STOCK 705324101 34075 500000 shs Shared None 500000 0 PEPSICO INC COMMON STOCK 713448108 161990 2134250 shs Shared None 2129280 4970 PERINI CORP COMMON STOCK 713839108 19053 460000 shs Shared None 460000 0 PERKINELMER INC COMMON STOCK 714046109 34385 1321500 shs Shared None 1321500 0 PFIZER INC COMMON STOCK 717081103 106493 4685120 shs Shared None 4684820 300 PLEXUS CORP COMMON STOCK 729132100 31512 1200000 shs Shared None 1200000 0 PMC - SIERRA INC COMMON STOCK 69344F106 26160 4000000 shs Shared None 4000000 0 PMC - SIERRA INC 2.25% SR CONVERTIBLE NOTES 69344FAD8 29140 27919000 prn Shared None 27858 61 PPG INDUSTRIES INC COMMON STOCK 693506107 773 11000 shs Shared None 11000 0 PRAXAIR INC COMMON STOCK 74005P104 55068 620769 shs Shared None 504240 116529 PRECISION CASTPARTS CORP COMMON STOCK 740189105 124946 900838 shs Shared None 769898 130940 PRICELINE.COM INC COMMON STOCK 741503403 88926 774215 shs Shared None 734390 39825
PRICELINE.COM INC 2.25% CONVERTIBLE SENIOR UNSEC 741503AH9 22636 7558000 prn Sole None 7335 223 PRICELINE.COM INC 0.50% CONVERTIBLE SENIOR NOTES 741503AK2 1329 462000 prn Sole None 462 0 PRIDE INTL INC COMMON STOCK 74153Q102 2598 76650 shs Shared None 76425 225 PRIDE INTL INC 3.25% CASH PAY SENIOR CONVERTI 74153QAD4 83965 62081000 prn Shared None 61935 146 PROCTER & GAMBLE CO COMMON STOCK 742718109 105029 1430524 shs Shared None 1425772 4752 PROGRESS ENERGY COMMON STOCK 743263105 5279 109000 shs Shared None 109000 0 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 96532 1037535 shs Shared None 1008720 28815 PRUDENTIAL FINANCIAL FLOATING RATE INC CONVERTIBLE 744320AG7 197116 196801000 prn Shared None 194870 1931 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 26000 800000 shs Shared None 800000 0 PUBLIC SERVICE ENTERPRISE GROUP COMMON STOCK 744573106 688 7000 shs Shared None 7000 0 QUALCOMM INC COMMON STOCK 747525103 12327 313256 shs Shared None 309585 3671 QUANTA SERVICES INC 4.50% CASH PAY CONVERTIBLE 74762EAC6 12664 5293000 prn Sole None 5144 149 QUANTA SERVICES INC 3.75% SUBORDINATED CONVERTIBLE 74762EAE2 12577 9214000 prn Shared None 8914 300 RAYTHEON CO COMMON STOCK 755111507 33555 552800 shs Shared None 552800 0 REINSURANCE GRP 5.75% PFD INCOME IEQUYITY REDE 759351307 5998 90000 shs Shared None 90000 0 RESEARCH IN MOTION COMMON STOCK 760975102 691082 6094201 shs Shared None 5459477 634724 RESPIRONICS INC COMMON STOCK 761230101 12721 194270 shs Sole None 182453 11817 REYNOLDS AMERICAN INC COMMON STOCK 761713106 64179 973000 shs Shared None 973000 0 ROCKWELL COLLINS INC COMMON STOCK 774341101 130750 1816725 shs Shared None 1609285 207440 ROFIN-SINAR TECH INC COMMON STOCK 775043102 33677 700000 shs Shared None 700000 0 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 87741 111240000 prn Shared None 110398 842 RUSSELL MIDCAP GROWTH ISHARES RUSSELL INDEX FD MIDCAP GROWTH 464287481 5404 47425 shs Sole None 47425 0 SATYAM COMPUTER SVC LTD COMMON STOCK 804098101 13956 522300 shs Shared None 522300 0 SCHERING PLOUGH CORP COMMON STOCK 806605101 322656 12111698 shs Shared None 10901750 1209948 SCHERING PLOUGH CORP 6.00% MANDATORY CONVERTIBLE 806605705 407970 1680201 shs Shared None 1671086 9115 SCHLUMBERGER LTD COMMON STOCK 806857108 19776 201035 shs Shared None 199615 1420 SCHLUMBERGER LTD COMMON STOCK 806857107 1697 870 shs CALL Shared None 870 0 SCHLUMBERGER LTD 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 118851 48045000 prn Shared None 47942 103 SCHLUMBERGER LTD 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 20283 7457000 prn Shared None 7285 172 SCHOOL SPECIALTY 3.75% CONVERTIBLE SUBORDINATED 807863AL9 6297 6500000 prn Shared None 6500 0 SCIELE PHARMA INC 2.625% CONVERTIBLE SENIOR NOTE 808627AA1 31537 32181000 prn Shared None 31445 736 SEAGATE TECH 6.8% CASH PAY CONVERTIBLE SENI 577729AC0 5956 5300000 prn Shared None 5300 0 SEI INVESTMENTS CO COMMON STOCK 784117103 26106 811489 shs Sole None 396982 414507 SHANDA INTERACTIVE ENTERTAINME COMMON STOCK 81941Q203 75392 2261295 shs Shared None 2233675 27620 SIGMA DESIGNS COMMON STOCK 826565103 44712 810000 shs Shared None 810000 0 SINA.COM COMMON STOCK G81477104 85228 1923450 shs Shared None 1913243 10207 SIRF TECHNOLOGY HOLDINGS INC COMMON STOCK 82967H101 49757 1980000 shs Shared None 1980000 0
SKYWORKS SOLUTN 1.25% SUBORDINATED NOTES 83088MAF9 5868 5275000 prn Shared None 5231 44 SKYWORKS SOLUTN 1.50% SUBORDINATED NOTES 83088MAH5 5850 5282000 prn Shared None 5238 44 SMITH INTL INC COMMON STOCK 832110100 418173 5662471 shs Shared None 5213245 449226 SNAP-ON INC COMMON STOCK 833034101 49031 1016400 shs Shared None 1016400 0 SONOSITE INC 3.75% CONVERTIBLE SENIOR NOTES 83568GAA2 5581 5000000 prn Shared None 5000 0 SOTHEBYS HOLDINGS INC COMMON STOCK 835898107 39091 1026000 shs Shared None 1026000 0 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 53405 958445 shs Shared None 946615 11830 SPARTAN STORES 3.375% CONVERTIBLE SENIOR UNSE 846822AE4 2756 3000000 prn Shared None 3000 0 SPDR TRUST SERIES 1 INDEX FUND 78462F103 278 1900 shs Sole None 0 1900 SPDR TRUST SERIES 1 COMMON STOCK 78462F103 608 1235 shs PUT Shared None 1235 0 SPRINT NEXTEL CORP COMMON STOCK 852061100 4425 337000 shs Shared None 337000 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 406 10000 shs Shared None 10000 0 ST JUDE MEDICAL INC 1.22% CONVERTIBLE SENIOR DEBEN 790849AD5 6826 6775000 prn Sole None 6775 0 ST MARY LAND & 3.50% SENIOR EXPLORATION CONVERTIBLE NOTES 792228AD0 16787 16200000 prn Shared None 16200 0 STATE STREET CORP COMMON STOCK 857477103 10597 130500 shs Shared None 130500 0 STEEL DYNAMICS COMMON STOCK 858119100 35742 600000 shs Shared None 600000 0 STRAYER EDUCATION INC COMMON STOCK 863236105 56204 329485 shs Shared None 325993 3492 SUNPOWER CORP COMMON STOCK 867652109 181386 1391105 shs Shared None 1260676 130429 SUPERIOR ENERGY 1.5% CONVERTIBLE SENIOR UNSECU 78412FAH7 10063 9939000 prn Shared None 9620 319 SUPERVALU INC COMMON STOCK 868536103 408 10861 shs Shared None 9602 1259 SYBASE INC 1.75% SUBORDINATED CONVERTIBLE 871130AB6 33447 28618000 prn Shared None 28475 143 SYMANTEC CORP 0.75% CASH PAY CONVERTIBLE NOT 871503AD0 24317 23214000 prn Sole None 23095 119 SYNAPTICS INC 0.75% CONVERTIBLE SENIOR SUBOR 87157DAB5 10344 9656000 prn Sole None 9193 463 SYNOPSYS INC COMMON STOCK 871607107 48808 1882300 shs Shared None 1882300 0 T ROWE PRICE COMMON STOCK 74144T108 239574 3935183 shs Shared None 3637149 298034 TARGET CORP COMMON STOCK 87612E106 3061 61225 shs Shared None 61225 0 TECH DATA CORP 2.75% CONVERTIBLE SENIOR DEBEN 878237AE6 61828 63413000 prn Shared None 62455 958 TELEDYNE TECH COMMON STOCK 879360105 31998 600000 shs Shared None 600000 0 TEMPUR-PEDIC INTL INC COMMON STOCK 88023U101 25970 1000000 shs Shared None 1000000 0 TERADATA CORP COMMON STOCK 88076W103 124070 4526438 shs Shared None 4171050 355388 TERRA INDUSTRIES INC COMMON STOCK 880915103 66044 1382835 shs Shared None 1366928 15907 TEVA PHARMACEUTICAL 0.50% CASH PAY SENIOR CONVERTI 88164RAA5 43675 34732000 prn Shared None 34423 309 TEVA PHARMACEUTICAL 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 165386 120610000 prn Shared None 120320 290 TEVA PHARMACEUTICAL 0.25% SENIOR CONVERTIBLE NOTES 88163VAE9 71570 68652000 prn Shared None 68007 645 TEVA PHARMACEUTICAL 1.75% SENIOR CONVERTIBLE NOTES 88165FAA0 119592 107257000 prn Shared None 105659 1598 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 11936 357375 shs Shared None 357375 0 TEXTRON COMMON STOCK 883203101 146697 2057456 shs Shared None 1773002 284454
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 83128 1441195 shs Shared None 1437205 3990 THERMO FISHER 3.25% SENIOR SCIENTIFIC INC SUBORDINATED CONV 338032AX3 112098 71457000 prn Sole None 70467 990 THORATEC CORP 1.3798% SENIOR SUBORDINATED 885175AB5 4699 7000000 prn Shared None 7000 0 TIM HORTONS INC COMMON STOCK 88706M103 42119 1140510 shs Shared None 1126215 14295 TIME WARNER INC COMMON STOCK 887317105 7322 443500 shs Shared None 443500 0 TJX COMPANIES LYONS LYONS SUBORDINATED NOTES 872540AL3 15015 15321000 prn Sole None 15321 0 TRANSDIGM GROUP INC COMMON STOCK 893641100 29361 650000 shs Shared None 650000 0 TRANSOCEAN INC COMMON STOCK G90073100 378776 2646011 shs Shared None 2432674 213337 TRANSOCEAN INC COMMON STOCK G90073100 2152 800 shs CALL Shared None 800 0 TRANSOCEAN INC 1.625% SENIOR UNSECURED CONVER 893830AU3 169326 155523000 prn Shared None 153781 1742 TRANSOCEAN INC 1.50% SENIOR UNSECURED CONVERT 893830AV1 54688 50000000 prn Shared None 50000 0 TRAVELERS COMPANIES INC COMMON STOCK 89417E109 4982 92600 shs Shared None 92600 0 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 12386 375000 shs Shared None 375000 0 TYCO INTL LTD COMMON STOCK G9143X208 1259 31750 shs Shared None 31750 0 UNION PACIFIC CORP COMMON STOCK 907818108 8512 67760 shs Shared None 67760 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 13200 186650 shs Shared None 184710 1940 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 14415 188335 shs Shared None 185580 2755 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 8722 149865 shs Shared None 148565 1300 URBAN OUTFITTERS INC COMMON STOCK 917047102 32712 1200000 shs Shared None 1200000 0 US BANCORP COMMON STOCK 902973304 22154 697980 shs Shared None 682000 15980 US CELLULAR COMMON STOCK 911684108 1902 22615 shs Sole None 22615 0 VALUECLICK INC COMMON STOCK 92046N102 59695 2725800 shs Shared None 2725800 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 67010 1284705 shs Shared None 1282905 1800 VARIAN SEMICONDUCTOR EQUIPMT COMMON STOCK 922207105 110205 2978500 shs Shared None 2882500 96000 VERIGY LTD COMMON STOCK Y93691106 44559 1640000 shs Shared None 1640000 0 VERIZON COMM COMMON STOCK 92343V104 69190 1583665 shs Shared None 1581415 2250 VF CORP COMMON STOCK 918204108 46934 683565 shs Shared None 670422 13143 VISHAY INTERTEC 3.625% CONVERTIBLE SUBORDINATE 928298AF5 48936 48936000 prn Shared None 48550 386 VISTAPRINT LTD COMMON STOCK G93762204 60520 1412375 shs Shared None 1399850 12525 VMWARE INC COMMON STOCK 928563402 29747 350000 shs Shared None 350000 0 WACHOVIA CORP COMMON STOCK 929903102 22464 590700 shs Shared None 590700 0 WADDELL & REED COMMON STOCK 930059100 41382 1146645 shs Shared None 1141485 5160 WALGREEN CO COMMON STOCK 931422109 4703 123500 shs Shared None 123500 0 WAL-MART STORES INC COMMON STOCK 931142103 14679 308835 shs Shared None 305180 3655 WALT DISNEY 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 273972 239277000 prn Shared None 237345 1932 WARNACO GROUP COMMON STOCK 934390402 27840 800000 shs Shared None 800000 0 WARNER CHILCOTT PLC COMMON STOCK G9435N108 40233 2269205 shs Shared None 2236725 32480
WASH MUTUAL INC COMMON STOCK 939322103 4786 15822 shs PUT Shared None 15822 0 WASHINGTON MUTUAL INC COMMON STOCK 939322103 27220 2000000 shs Shared None 2000000 0 WATERS CORP COMMON STOCK 941848103 68233 862945 shs Shared None 848253 14692 WATSON PHARMA 1.75% CASH PAY SENIOR UNSECURE 942683AC7 18012 18910000 prn Sole None 18287 623 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 1565 36900 shs Shared None 36900 0 WELLPOINT INC COMMON STOCK 94973V107 777 8855 shs Shared None 8030 825 WESTERN DIGITAL CORP COMMON STOCK 958102105 76101 2519073 shs Shared None 2018810 500263 WW GRAINGER INC COMMON STOCK 384802104 30632 350000 shs Shared None 350000 0 WYETH COMMON STOCK 983024100 12798 289605 shs Shared None 289450 155 WYETH FLOATING RATE CONVERTIBLE 983024AD2 25834 24371000 prn Shared None 24371 0 WYNN RESORTS LTD COMMON STOCK 983134107 88753 791518 shs Shared None 706039 85479 YAHOO! INC COMMON STOCK 984332106 326 14000 shs Shared None 14000 0 YAHOO! INC COMMON STOCK 984332106 854 2850 shs CALL Shared None 2850 0 YUM! BRANDS INC COMMON STOCK 988498101 119478 3121984 shs Shared None 2781422 340562
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