-----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, R/lgbk/eNxc9UQoGwWJ+kJSn8K4Cox7ZhIF14Ha9XIMdkf5V2FYJSb/l0g5JU+Dv vOuC7Zj/Q2yBXWzVP64k7Q== 0000950137-07-002117.txt : 20070213 0000950137-07-002117.hdr.sgml : 20070213 20070213170907 ACCESSION NUMBER: 0000950137-07-002117 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070213 DATE AS OF CHANGE: 20070213 EFFECTIVENESS DATE: 20070213 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: 07611398 BUSINESS ADDRESS: STREET 1: 2020 CALAMOS COURT CITY: NAPERVILLE STATE: IL ZIP: 60563 BUSINESS PHONE: 630-577-9688 MAIL ADDRESS: STREET 1: 2020 CALAMOS COURT CITY: NAPERVILLE STATE: IL ZIP: 60563 13F-HR 1 c12252e13fvhr.txt FORM 13F - HOLDINGS 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, 2006 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 February 14, 2007 - ------------------------------- [City, State] [Date] [Signature] 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: 503 Form 13F Information Table Value Total: $35,164,482 (thousands)
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP [x1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO LYONs (STEP) SENIOR UNSECURED LYONs 88579YAB7 879 958000 prn sole none 958 0 ABBOTT LABORATORIES COMMON STOCK 002824100 34715 712682 shs shared none 710450 2232 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 1297 1535 shs PUT shared none 1500 35 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 2672 38375 shs shared none 37500 875 ACTIVISION INC COMMON STOCK 004930202 227 1030 shs PUT shared none 1000 30 ACTIVISION INC COMMON STOCK 004930202 710 41200 shs shared none 40000 1200 ADVANCED MED OPTICS 2.50% CASH PAY CONVERTIBLE SEN 00763MAG3 9645 9918000 prn sole none 9660 258 ADVANCED MEDICAL OPTICS 1.375% CASH PAY CONVERTIBLE NO 00763MAJ7 771 816000 prn sole none 787 29 AES CORP COMMON STOCK 00130H105 139320 6321218 shs shared none 5581186 740032 AES CORP TRUST III (TECONS) 6.75% Term Convertible Securit 00808N202 20193 410000 shs shared none 410000 0 AFLAC INC COMMON STOCK 001055102 322 7000 shs shared none 7000 0 AGCO CORP 1.75% CASH PAY CONVERTIBLE SEN 001084AL6 731 482000 prn sole none 32 450 AGCO CORP 1.25% CONVERTIBLE SENIOR SUBOR 001084AM4 49424 50050000 prn shared none 49820 230 AGERE SYS INC 6.50% CONVERTIBLE SUBORDINATED 00845VAA8 1288 1260000 prn sole none 1260 0 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 328 9426 shs sole none 7152 2274 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 2228 31700 shs shared none 31700 0 AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 152020 2861827 shs shared none 2194416 667411 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 153547 1693282 shs shared none 1549062 144220 ALLERGAN INC 1.50% CONVERTIBLE NOTES 018490AL6 22814 20835000 prn sole none 20750 85 ALLERGAN INC COMMON STOCK 018490102 187021 1561890 shs shared none 1307840 254050 ALLIANCE DATA COMMON STOCK 018581108 1118 17900 shs sole none 17900 0 ALLIANCEBERNSTEIN HOLDING LP LTD PARTNERSHIP 01881G106 68340 850000 shs shared none 850000 0 ALLIANT TECHSYS 3% CONVERTIBLE SENIOR SUBORDIN 018804AK0 474 400000 prn sole none 0 400 ALLIANT TECHSYS 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 52167 47263000 prn shared none 47023 240 ALLSTATE CORP COMMON STOCK 020002101 2735 42000 shs shared none 42000 0 ALTRIA GROUP INC COMMON STOCK 02209S103 39972 465765 shs shared none 465765 0 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 88878 997850 shs shared none 996950 900 AMDOCS LTD COMMON STOCK G02602103 1380 1840 shs CALL shared none 1800 40 AMDOCS LTD 0.50% CASH PAY CONVERTIBLE SEN 02342TAD1 90868 85222000 prn shared none 84156 1066 AMER EXPRESS CO. COMMON STOCK 025816109 4750 78300 shs shared none 78300 0 AMER FINL GROUP COMMON STOCK 025932104 22616 629810 shs sole none 621625 8185 AMER FINL GROUP [CATZTM] 1.4861% SENIOR CASH PAY CONTIN 025932AD6 60940 96539000 prn sole none 95410 1129 AMER INTL GROUP COMMON STOCK 026874107 12177 169928 shs shared none 169928 0 AMERICA MOVIL SA SPON ADR 02364W105 349066 7719278 shs shared none 6806319 912959 AMERICA MOVIL SA DE CV COMMON STOCK 02364W105 3250 3250 shs CALL shared none 3250 0 AMERICAN EAGLE
OUTFITTERS COMMON STOCK 02553E106 81259 2603608 shs shared none 2367247 236361 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 100714 1847970 shs shared none 1633735 214235 AMGEN INC 0.375% CONVERTIBLE SENIOR NOTE 031162AQ3 2617 2650000 prn sole none 2650 0 AMGEN INC 0.125% CONVERTIBLE SENIOR NOTE 031162AN0 62296 63567000 prn shared none 62419 1148 AMGEN INC COMMON STOCK 031162100 3395 49700 shs shared none 49700 0 AMGEN INC LYONS SENIOR CONVERTIBLE LYONS 031162AL4 51467 68281000 prn sole none 67842 439 AMPHENOL CORP- CL A COMMON STOCK 032095101 49000 789300 shs shared none 789300 0 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 19828 403000 shs shared none 403000 0 ANSYS INC COMMON STOCK 03662Q105 40881 940000 shs shared none 940000 0 AON CORP COMMON STOCK 037389103 318 9000 shs shared none 9000 0 APACHE CORP COMMON STOCK 037411105 575 8642 shs shared none 8000 642 APPLD BIOSYS-APPLERA CORP COMMON STOCK 038020103 181460 4945757 shs shared none 4609583 336174 APPLE COMPUTER COMMON STOCK 037833100 4823 3130 shs CALL shared none 3130 0 APPLE COMPUTER INC COMMON STOCK 037833100 1197020 14109143 shs shared none 13123450 985693 ARAMARK CORP - CL B COMMON STOCK 038521100 358 10700 shs sole none 10700 0 ARCH CAPITAL GP LTD COMMON STOCK G0450A105 58497 865215 shs sole none 698540 166675 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 621 19445 shs shared none 19445 0 ARCHSTONE-SMITH TRUST REIT 039583109 97409 1673400 shs shared none 1673400 0 ARMOR HOLDINGS INC 2.00% Senior Subordinated Conv 042260AC3 56612 46787000 prn shared none 46639 148 ASSURANT INC COMMON STOCK 04621X108 53178 962500 shs shared none 962500 0 AT&T INC COMMON STOCK 00206R102 423738 11852800 shs shared none 11189049 663751 ATMEL CORP COMMON STOCK 049513104 122918 20317085 shs shared none 20261165 55920 AUTOMATIC DATA COMMON STOCK 053015103 4630 94000 shs shared none 94000 0 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 778 775000 prn sole none 775 0 BAIDU.COM INC SPON ADR 056752108 45088 400000 shs shared none 400000 0 BAKER HUGHES COMMON STOCK 057224107 258448 3461670 shs shared none 3188469 273201 BANK OF AMER CP COMMON STOCK 060505104 157096 2942420 shs shared none 2942420 0 BANK OF NEW YORK CO INC COMMON STOCK 064057102 2618 66500 shs shared none 66500 0 BANKUNITED CAPITAL TR 3.125% SENIOR CONTINGENT CONVE 06652BAE3 15637 15875000 prn shared none 15500 375 BEA SYSTEMS INC COMMON STOCK 073325102 193200 15357705 shs shared none 14965680 392025 BEAR STEARNS CO INC COMMON STOCK 073902108 73251 450000 shs shared none 450000 0 BELLSOUTH CORP COMMON STOCK 079860102 34626 735000 shs shared none 735000 0 BEST BUY 2.25% 2.25% CONVERTIBLE SUBORDINATED 086516AF8 72614 65052000 prn shared none 64339 713 BEST BUY COMPANY INC COMMON STOCK 086516101 611 12416 shs sole none 8473 3943 BIOMARIN PHARMA 2.50% SENIOR SUBORDINATED CONV 09061GAC5 14264 11740000 prn shared none 11380 360 BLOCK H & R INC COMMON STOCK 093671105 599 26000 shs shared none 26000 0 BMC SOFTWARE COMMON STOCK 055921100 196446 6100800 shs shared none 6100800 0 BMC SOFTWARE INC COMMON STOCK 055921100 2610 3480 shs CALL shared none 3400 80 BOEING CO COMMON STOCK 097023105 3806 42845 shs shared none 42845 0 BRINKS CO COMMON STOCK 109696104 81748 1278914 shs shared none 1165279 113635 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 1584 60200 shs shared none 60200 0 BRISTOW GROUP INC 5.5% MANDATORY CONVERTIBLE DUE 110394400 20349 403000 shs shared none 403000 0 BROCADE COMMUNICATIONS
SYSTEMS COMMON STOCK 111621108 58693 7149000 shs shared none 7149000 0 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 2779 37650 shs shared none 37650 0 CADENCE DESIGN ZERO COUPON ZERO YIELD CONVERT 127387AB4 44254 37033000 prn sole none 36839 194 CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 79026 4412404 shs shared none 4357424 54980 CAMERON INTL CORP 1.50% SENIOR CONVERTIBLE DEBEN 216640AE2 38398 23831000 prn sole none 23651 180 CAMERON INTL CORP 2.50% CASH PAY CONVERTIBLE SEN 13342BAB1 1305 1210000 prn sole none 1210 0 CAMERON INTL CORP COMMON STOCK 13342B105 1527 1790 shs CALL shared none 1750 40 CAMERON INTL CORP COMMON STOCK 13342B105 147269 2776044 shs shared none 2347880 428164 CAPITAL SOURCE INC 3.50% CONVERTIBLE SENIOR NOTES 14055XAD4 1444 1245000 prn sole none 895 350 CAREMARK RX INC COMMON STOCK 141705103 315295 5520838 shs shared none 5076732 444106 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 156093 121473000 prn shared none 120208 1265 CARNIVAL CORP COMMON STOCK 143658300 25171 513180 shs shared none 513180 0 CARNIVAL CORP LYONS 10/2021 SENIOR UNSECURED LYONS 143658AS1 36029 43540000 prn shared none 43540 0 CARTERS INC COMMON STOCK 146229109 1349 52900 shs shared none 52900 0 CASH AMERICA INTL INC COMMON STOCK 14754D100 42210 900000 shs shared none 900000 0 CDW CORP COMMON STOCK 12512N105 37684 535900 shs shared none 535900 0 CELGENE CORP 1.75% SENIOR CONVERTIBLE NOTES 151020AC8 11112 2337000 prn shared none 2337 0 CELGENE CORP COMMON STOCK 151020104 327899 5699614 shs shared none 5279724 419890 CENTERPOINT ENERGY 2.875% SENIOR UNSECURED CONVER 15189TAL1 5215 3925000 prn sole none 3921 4 CENTERPOINT ENERGY 3.75% CONVERTIBLE SENIOR NOTES 15189TAM9 66885 45890000 prn shared none 45382 508 CENTRAL EUROPEAN MEDIA ENT- A COMMON STOCK G20045202 35000 500000 shs shared none 500000 0 CENTURYTEL INC 4.75% 4.75% CONVERTIBLE SENIOR UNSEC 156700AH9 1115 1005000 prn sole none 895 110 CERADYNE INC 2.875% CONVERTIBLE SR SUB NOTE 156710AA3 10169 8448000 prn shared none 7837 611 CHARLES RIVER LABORATORIES 2.25% CONVERTIBLE SENIOR NOTES 159864AB3 69018 63538000 prn shared none 62830 708 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 15 40 shs CALL sole none 0 40 CHESAPEAKE ENERGY CORP 6.25% MANDATORY CONVERTIBLE PR 165167818 57070 226100 shs shared none 226100 0 CHEVRONTEXACO CORP COMMON STOCK 166764100 69633 947000 shs shared none 947000 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 3054 420 shs CALL shared none 415 5 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 277314 544019 shs shared none 479291 64728 CHILDRENS PLACE COMMON STOCK 168905107 41415 652000 shs shared none 652000 0 CHUBB CORP COMMON STOCK 171232101 2850 53864 shs shared none 53864 0 CHURCH & DWIGHT 5.25% SENIOR UNSECURED CONVERT 171340AC6 14450 10000000 prn shared none 10000 0 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 4841 113500 shs shared none 113500 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 419229 15339528 shs shared none 14678961 660567 CITIGROUP INC COMMON STOCK 172967101 89420 1605380 shs shared none 1605380 0 COACH INC COMMON STOCK 189754104 1370 2045 shs CALL shared none 2000 45 COACH INC COMMON STOCK 189754104 452495 10532926 shs shared none 9683033 849893 COCA-COLA CO COMMON STOCK 191216100 425369 8815929 shs shared none 8444147 371782 COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 309592 4012334 shs shared none 3480290 532044 COGNOS INC COMMON STOCK 19244C109 60112 1415730 shs sole none 1111560 304170 COGNOS INC COMMON STOCK 19244C109 2305 2040 shs CALL shared none 2000 40
COLDWATER CREEK INC COMMON STOCK 193068103 46410 1892750 shs shared none 1889805 2945 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 2499 38300 shs shared none 38300 0 COMCAST CORP- CL A COMMON STOCK 20030N101 205446 4853439 shs shared none 4286305 567134 COMMSCOPE INC 1% Senior Subordinated Convert 203372AD9 65116 43812000 prn shared none 43773 39 COMMSCOPE INC COMMON STOCK 203372107 33528 1100000 shs shared none 1100000 0 COMPUCREDIT CORP 3.625% CASH PAY CONVERTIBLE NO 20478NAB6 285 250000 prn sole none 0 250 COMTECH TELECOM 2% SENIOR CONVERTIBLE NOTES 205826AD2 593 450000 prn sole none 0 450 CONAGRA FOODS INC COMMON STOCK 205887102 18900 700000 shs shared none 700000 0 CONOCOPHILLIPS COMMON STOCK 20825C104 47805 664417 shs shared none 662821 1596 CONSECO INC 3.5% SR CONVERTIBLE NOTES 208464BH9 2204 2221000 prn sole none 2156 65 CONVERGYS CORP COMMON STOCK 212485106 76096 3200000 shs shared none 3200000 0 COOPER INDUSTRIES LTD COMMON STOCK G24182100 81387 900000 shs shared none 900000 0 CORNING INC COMMON STOCK 219350105 301 16100 shs shared none 16100 0 CORP EXECUTIVE BOARD CO COMMON STOCK 21988R102 21829 248900 shs shared none 248900 0 CORRECTIONS CORP OF AMERICA COMMON STOCK 22025Y407 44548 984921 shs shared none 984921 0 COVANTA HOLDING CORP COMMON STOCK 22282E102 55100 2500000 shs shared none 2500000 0 CROCS INC COMMON STOCK 227046109 32400 750000 shs shared none 750000 0 CROWN CASTLE INTL CORP COMMON STOCK 228227104 2 840 shs PUT shared none 800 40 CROWN CASTLE INTL CORP COMMON STOCK 228227104 49836 1542900 shs shared none 1542900 0 CSG SYS INTL 2.50% CASH PAY SENIOR SUBORDIN 126349AB5 10637 9341000 prn shared none 8771 570 CSX CORP 0% 0% COUPON CONVERTIBLE DEBENTUR 126408GA5 100662 81261000 prn shared none 80482 779 CUBIST PHARMACEUTICALS INC 2.25% CONVERTIBLE SUBORDINATED 229678AC1 8406 9250000 prn shared none 9000 250 CVS CORP COMMON STOCK 126650100 763 24682 shs shared none 20028 4654 CYTYC CORP 2.25% CASH PAY CONVERTIBLE SEN 232946AB9 799 740000 prn sole none 215 525 DANAHER CORP COMMON STOCK 235851102 453928 6266256 shs shared none 5782551 483705 DANAHER CORP("copa" LYONS) SENIOR LYONS 235851AF9 93005 87124000 prn shared none 85939 1185 DAVITA INC COMMON STOCK 23918K108 33649 591570 shs sole none 496550 95020 DELL INC COMMON STOCK 24702R101 80746 3218260 shs shared none 3218260 0 DENTSPLY INTL INC COMMON STOCK 249030107 58431 1957480 shs shared none 1957480 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3133 46705 shs shared none 45805 900 DIAMOND OFFSHORE 1.50% 1.50% SENIOR CONVERTIBLE NOTES 25271CAE2 69357 42388000 prn shared none 41922 466 DIGITAL RIVER 1.25% SENIOR CONVERTIBLE NOTES 25388BAB0 21843 15900000 prn shared none 15900 0 DIODES INC 2.25% SENIOR CONVERTIBLE 254543AA9 6694 7000000 prn shared none 6800 200 DIRECTV GROUP INC COMMON STOCK 25459L106 341520 13693669 shs shared none 12029094 1664575 DISNEY WALT CO COMMON STOCK 254687106 132281 3859968 shs shared none 3859658 310 DRESS BARN INC COMMON STOCK 261570105 61701 2644710 shs shared none 2608665 36045 DST SYSTEMS -A 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 83683 59988000 prn shared none 59571 417 DST SYSTEMS -B 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 43335 32279000 prn sole none 32023 256 DUKE ENERGY CORP COMMON STOCK 26441C105 2886 86910 shs shared none 86910 0 DUN &BRADST-NEW COMMON STOCK 26483E100 2989 36100 shs sole none 36100 0 E TRADE GROUP COMMON STOCK 269246104 18524 826236 shs sole none 818373 7863 E TRADE GROUP COMMON STOCK 269246104 233 930 shs CALL shared none 930 0
EBAY INC COMMON STOCK 278642103 5 2115 shs PUT shared none 2050 65 EBAY INC COMMON STOCK 278642103 43314 1440433 shs shared none 1440433 0 ECHOSTAR COMM 5.75% 5.75% CONVERTIBLE SUBORDINATED 278762AG4 14077 13750000 prn shared none 13750 0 EDWARDS (AG)INC COMMON STOCK 281760108 1819 2055 shs CALL shared none 2000 55 EDWARDS (AG)INC COMMON STOCK 281760108 44759 707209 shs shared none 707209 0 EDWARDS LIFESCIENCES 3.875% CONVERTIBLE SENIOR NOTE 28176EAB4 14504 14150000 prn shared none 13700 450 ELECTR DATA SYS 3.875% CONVERTIBLE SENIOR DEBE 285661AF1 146718 137602000 prn shared none 136839 763 ELECTRONIC ARTS INC COMMON STOCK 285512109 2674 53100 shs shared none 53100 0 ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 19191 696594 shs shared none 696300 294 ELI LILLY & CO COMMON STOCK 532457108 20371 391000 shs shared none 391000 0 EMCOR GROUP INC COMMON STOCK 29084Q100 62535 1100000 shs shared none 1100000 0 EMDEON CORP (WEBMD) 3.125% CONVERTIBLE SR UNSECURE 94769MAG0 13698 13750000 prn shared none 13500 250 EMDEON CORP (WEBMD) 1.75% CONVERTIBLE CASH PAY SEN 94769MAE5 38600 40000000 prn shared none 40000 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 2222 50400 shs shared none 50400 0 ENPRO INDUSTRIES INC 3.9375% CONVERTIBLE SR DEBENTU 29355XAB3 5652 4600000 prn shared none 4500 100 ENSCO INTL INC COMMON STOCK 26874Q100 1405 1735 shs CALL shared none 1700 35 ENSCO INT'L INC COMMON STOCK 26874Q100 160347 3203100 shs shared none 3100525 102575 EXELON CORP COMMON STOCK 30161N101 3311 53500 shs shared none 53500 0 EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 443 1230 shs CALL shared none 1200 30 EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 156368 3860927 shs shared none 3391084 469843 EXPRESS SCRIPTS INC COMMON STOCK 302182100 476925 6660967 shs shared none 6504823 156144 EXXON MOBIL CORP COMMON STOCK 30231G102 17824 232599 shs shared none 232599 0 F5 NETWORKS INC COMMON STOCK 315616102 872 525 shs CALL shared none 500 25 F5 NETWORKSINC COMMON STOCK 315616102 103894 1400000 shs shared none 1400000 0 FAIR ISAAC & CO 1.50% SENIOR CONVERTIBLE NOTES 303250AD6 726 683000 prn sole none 683 0 FANNIE MAE COMMON STOCK 313586109 47777 804466 shs shared none 804466 0 FEDERAL HOME LOAN MTG CORP COMMON STOCK 313400301 19460 286600 shs shared none 286600 0 FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 2326 61000 shs shared none 61000 0 FEDEX CORP COMMON STOCK 31428X106 452 4165 shs shared none 3890 275 FEI COMPANY 0% CONVERTIBLE SUBORDINATED NO 30241LAD1 23746 21911000 prn sole none 21810 101 FEI COMPANY 2.875% CONVERTIBLE SUBORDINATE 30241LAF6 8925 7786000 prn sole none 7774 12 FIRST DATA CORP COMMON STOCK 319963104 2144 84000 shs shared none 84000 0 FIRSTENERGY CORP COMMON STOCK 337932107 1809 30000 shs shared none 30000 0 FIVE STAR QLTY 3.75% SENIOR UNSECURED NOTES D 33832DAA4 4390 4000000 prn shared none 4000 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 117416 1905180 shs shared none 1808880 96300 FORD MOTOR CAP TRUST II 6.50% CONVERTIBLE TRUST PREFER 345395206 244134 7138435 shs shared none 7078320 60115 FORD MOTOR CO 4.25% SENIOR UNSECURED NOTES D 345370CF5 21958 20450000 prn shared none 20000 450 FOREST LABORATORIES INC COMMON STOCK 345838106 231166 4568506 shs shared none 3914755 653751 FORTUNE BRANDS INC COMMON STOCK 349631101 342 4000 shs shared none 4000 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 267812 2430902 shs shared none 2064416 366486 GAMESTOP CORP COMMON STOCK 36467W109 129018 2341106 shs shared none 2219331 121775 GANNETT CO COMMON STOCK 364730101 2786 46087 shs shared none 46087 0
GARMIN LTD COMMON STOCK G37260109 1 288 shs PUT shared none 280 8 GARMIN LTD COMMON STOCK G37260109 4248 3540 shs CALL shared none 3540 0 GARMIN LTD COMMON STOCK G37260109 451369 8109390 shs shared none 7509381 600009 GENERAL CABLE CORP 0.875% SENIOR CONVERTIBLE NOTE 369300AD0 8677 8100000 prn shared none 7850 250 GENERAL CABLE CORP COMMON STOCK 369300108 43465 994400 shs shared none 994400 0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 173594 2334825 shs shared none 1942705 392120 GENERAL ELECTRIC CO COMMON STOCK 369604103 60669 1630444 shs shared none 1629060 1384 GENERAL MOTORS CORP COMMON STOCK 370442105 369 12000 shs shared none 12000 0 GENL MILLS ZERO ZERO COUP0N SENIOR CONVERTIBLE 370334AU8 227 304000 prn sole none 304 0 GENL MOTORS 4.50% Series A 4.50% CASH PAY CONVERTIBLE DEB 370442741 335 13135 shs sole none 13135 0 GENL MOTORS 5.25% Series B 5.25% CASH PAY CONVERTIBLE DEB 370442733 692 32175 shs sole none 32175 0 GENL MOTORS Series C 6.25% Senior Unsecured Conting 370442717 153915 6774435 shs shared none 6709010 65425 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 144464 138243000 prn shared none 136227 2016 GENZYME-GENERAL COMMON STOCK 372917104 80501 1307255 shs shared none 1306580 675 GILEAD SCIENCES COMMON STOCK 375558103 1440 1180 shs CALL shared none 1150 30 GILEAD SCIENCES INC 0.625% CONVERTIBLE SENIOR NOTE 375558AH6 50446 48977000 prn sole none 48271 706 GILEAD SCIENCES INC COMMON STOCK 375558103 607715 9359534 shs shared none 8767101 592433 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 45640 3500000 shs shared none 3500000 0 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 12500 269985 shs sole none 268175 1810 GOLDMAN SACHS COMMON STOCK 38141G104 3147 1015 shs CALL shared none 1015 0 GOLDMAN SACHS COMMON STOCK 38141G104 272698 1367938 shs shared none 1291059 76879 GOOGLE INC COMMON STOCK 38259P508 850013 1845929 shs shared none 1724827 121102 GREATBATCH INC 2.25% CASH PAY CONVERTIBLE SUB 972232AB8 21361 23000000 prn shared none 23000 0 GREY WOLF INC Floating rate senior unsecured 397888AF5 10180 7970000 prn sole none 7864 106 GREY WOLF INC 3.75% SENIOR UNSECURED CONTING 397888AD0 24778 20800000 prn shared none 20800 0 GRIFFON CORP 4% SUBORDINATED UNSECURED CONV 398433AC6 269 225000 prn sole none 0 225 GUESS? INC COMMON STOCK 401617105 126860 2000000 shs shared none 2000000 0 GYMBOREE CORP COMMON STOCK 403777105 41976 1100000 shs shared none 1100000 0 HALLIBURTON CO 3.125% Convertible Senior Note 406216AM3 4142 2442000 prn sole none 2442 0 HALLIBURTON CO COMMON STOCK 406216101 208 1240 shs CALL shared none 1200 40 HALLIBURTON CO COMMON STOCK 406216101 279 9000 shs shared none 9000 0 HANSEN NATURAL CORP COMMON STOCK 411310105 33603 997700 shs shared none 997700 0 HARLEY-DAVIDSON INC COMMON STOCK 412822108 372673 5288393 shs shared none 5206073 82320 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 39614 424539 shs shared none 424539 0 HASBRO INC COMMON STOCK 418056107 61510 2257235 shs sole none 1840790 416445 HCC INSURANCE 1.30% 1.30% Convertible Senior Notes 404132AB8 32330 22688000 prn shared none 22608 80 HCC INSURANCE HLDGS 2% SENIOR CONVERTIBLE DEBENTUR 404132AC6 24385 16149000 prn shared none 16079 70 HEALTH MGT ASSC 1.50% CASH PAY 421933AF9 15829 15500000 prn shared none 15500 0 HEALTH MGT ASSOC 0% ZERO COUPON SENIOR CONVERTIBLE 421933AG7 3103 3546000 prn sole none 3546 0 HEINZ (H.J.) CO COMMON STOCK 423074103 19129 425000 shs shared none 425000 0 HELIX ENERGY SOLUTIONS GROUP 3.25% CASH PAY CONVERTIBLE NOT 127914AB5 726 573000 prn sole none 573 0 HENRY SCHEIN INC 3% CONVERTIBLE SENIOR NOTES DU 806407AB8 37426 30803000 prn shared none 30487 316 HERBALIFE LTD COMMON STOCK G4412G101 56308 1402100 shs shared none 1402100 0 HESS CORP COMMON STOCK 42809H107 52586 1060835 shs shared none 1060835 0 HEWLETT PACKARD COMMON STOCK 428236103 2837 4850 shs CALL shared none 4850 0 HEWLETT PKD (LYONS) CONVERTIBLE SUBORDINATED (LYON 428236AC7 55810 77379000 prn sole none 76895 484 HEWLETT-PACKARD CO. COMMON STOCK 428236103 539165 13089718 shs shared none 12284196 805522
HILTON HOTELS COMMON STOCK 432848109 2303 66000 shs shared none 66000 0 HILTON HOTELS 3.375% 3.375% SENIOR UNSECURED CONTIN 432848AZ2 1239 783000 prn sole none 783 0 HOME DEPOT COMMON STOCK 437076102 194724 4848712 shs shared none 4843967 4745 HONEYWELL INTL COMMON STOCK 438516106 2398 53000 shs shared none 53000 0 HUMAN GENOME 2.25% Convertible Subordinated 444903AK4 317 300000 prn sole none 0 300 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 37737 1050000 shs shared none 1050000 0 IAC INTERACTIVECORP COMMON STOCK 44919P300 91605 2465144 shs shared none 2465144 0 IDEARC INC COMMON STOCK 451663108 1488 51950 shs shared none 51950 0 IDEXX LABORATORIES INC COMMON STOCK 45168D104 47580 600000 shs shared none 600000 0 ILL TOOL WORKS INC COMMON STOCK 452308109 693 15000 shs shared none 15000 0 IMS HEALTH INC COMMON STOCK 449934108 98274 3576200 shs shared none 3576200 0 INFORMATICA CORP 3.00% Convertible Senior Notes 45666QAB8 1386 1400000 prn shared none 1400 0 INFOSYS TECHNOLOGIES LTD COMMON STOCK 456788108 1984 1640 shs CALL shared none 1600 40 INFOSYS TECHNOLOGIES LTD SPON ADR 456788108 400276 7336443 shs shared none 7327013 9430 INTEGRA LIFESCI 2.50% 2.50% Convertible Notes 457985AD1 13883 10741000 prn sole none 10167 574 INTEL CORP 2.95% JR SUBORDINATED CONVERTI 458140AD2 64352 70716000 prn shared none 70716 0 INTEL CORP COMMON STOCK 458140100 36208 1788025 shs shared none 1788025 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 7372 75885 shs shared none 75885 0 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 74237 1510115 shs shared none 1392395 117720 INTL GAME TECH 0% SENIOR UNSECURED CONVERTIBL 459902AM4 144909 147866000 prn shared none 147255 611 INTL GAME TECHNOLOGY COMMON STOCK 459902102 2081 2250 shs CALL shared none 2200 50 INTL GAME TECHNOLOGY COMMON STOCK 459902102 47806 1034765 shs shared none 1034765 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 65542 683436 shs shared none 577469 105967 INVITROGEN 2% CONVERTIBLE SENIOR NOTES DU 46185RAJ9 251 250000 prn sole none 0 250 IRON MOUNTAIN INC COMMON STOCK 462846106 82680 2000000 shs shared none 2000000 0 ITRON INC 2.50% CONVERTIBLE SENIOR SUBOR 465741AJ5 11235 10500000 prn shared none 10200 300 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 34003 512325 shs shared none 512325 0 J.C. PENNEY CO INC COMMON STOCK 708160106 59821 773280 shs sole none 611790 161490 JAKKS PACIFIC 4.625% CONVERTIBLE SENIOR NOTE 47012EAB2 458 350000 prn sole none 0 350 JEFFERIES GROUP INC COMMON STOCK 472319102 1464 54600 shs shared none 54600 0 JNJ (ALZA CP) ZERO 7/20 0% CONVERTIBLE SUBORDINATED DE 02261WAB5 40503 44387000 prn sole none 43846 541 JOHNSON & JOHNSON COMMON STOCK 478160104 498994 7558229 shs shared none 7292202 266027 JONES APPAREL GROUP INC COMMON STOCK 480074103 1273 38078 shs shared none 38078 0 JP MORGAN CHASE & CO COMMON STOCK 46625H100 47066 974444 shs shared none 974444 0 JUNIPER NETWORKS 0% SENIOR CONVERTIBLE NOTES 48203RAC8 71450 65777000 prn shared none 64825 952 KAYDON CORP 4% SENIOR SUBORDINATED UNSECUR 486587AB4 10158 7166000 prn shared none 7109 57 KELLWOOD CO 3.50% CONVERTIBLE SENIOR DEBEN 488044AF5 2545 2700000 prn shared none 2700 0 KING PHARMACEUTICALS
INC COMMON STOCK 495582108 2393 150328 shs shared none 150328 0 KLA-TENCOR CORP COMMON STOCK 482480100 597 1030 shs PUT shared none 1000 30 KLA-TENCOR CORP COMMON STOCK 482480100 2050 41200 shs shared none 40000 1200 KOHLS CORP COMMON STOCK 500255104 1659 1430 shs CALL shared none 1400 30 KOHLS CORP COMMON STOCK 500255104 227101 3318728 shs shared none 2960682 358046 KRAFT FOODS INC - CL A COMMON STOCK 50075N104 8925 250000 shs shared none 250000 0 KROGER CO COMMON STOCK 501044101 532 1850 shs CALL shared none 1850 0 KROGER CO COMMON STOCK 501044101 4683 203000 shs shared none 203000 0 LABORATORY CORP LYONS (EXCH) LYONS DUE 2021 50540RAG7 131627 132455000 prn shared none 131684 771 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 140024 1905860 shs shared none 1823970 81890 LAM RESEARCH CORP COMMON STOCK 512807108 1235 980 shs CALL shared none 950 30 LAM RESEARCH CORP COMMON STOCK 512807108 187035 3694875 shs shared none 3110818 584057 LAMAR ADVERTISING 2.875% CASH PAY CONVERTIBLE SE 512815AG6 28702 21085000 prn shared none 21085 0 LAS VEGAS SANDS CORP COMMON STOCK 517834107 278216 3109248 shs shared none 2808122 301126 LEHMAN BROS HLD COMMON STOCK 524908100 2607 2200 shs CALL shared none 2200 0 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 4890 62600 shs shared none 62600 0 LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 639 460000 prn sole none 385 75 LEXMARK INTL INC COMMON STOCK 529771107 264168 3608846 shs shared none 3031083 577763 LIBERTY (TWX) .75% .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 129397 101687000 prn shared none 100790 897 LIBERTY MEDIA (FON) 4% 4% Senior Exchangable debentur 530715AG6 2185 3249000 prn shared none 3249 0 LIBERTY MEDIA(FON)3.75% 3.75% Convertible Sub. notes 530715AL5 2568 4142000 prn shared none 4142 0 LIBERTY MEDIA(MOTOROLA) 3.50% SENIOR EXCHANGEABLE NOTE 530715AN1 22452 22396000 prn shared none 22291 105 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES 530715AR2 9784 11665000 prn shared none 11665 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 23059 347274 shs shared none 346029 1245 LOCKHEED MARTIN 3MTH LIBOR CASH PAY TO ZERO SE 539830AP4 260503 195571000 prn shared none 194599 972 LOCKHEED MARTIN CORP COMMON STOCK 539830109 176831 1920610 shs shared none 1896060 24550 LOEWS CORP COMMON STOCK 540424108 163459 3941629 shs shared none 3806294 135335 LOWE'S COMPANIES COMMON STOCK 548661107 3257 104557 shs shared none 104557 0 LOWES COS .861% SENIOR CONVERTIBLE NOTES 548661CG0 14901 13702000 prn sole none 13562 140 LSI LOGIC 4% Convertible Subordinated No 502161AJ1 23332 22625000 prn shared none 22501 124 LSI LOGIC COMMON STOCK 502161102 36070 4007799 shs shared none 2956804 1050995 MANITOWOC CO INC COMMON STOCK 563571108 132003 2221149 shs shared none 1920066 301083 MANOR CARE INC 2.125% SR UNSECURED CASH PAY C 564055AM3 3137 2764000 prn sole none 2764 0 MANOR CARE INC 2.00% CONVERTIBLE NOTES 564055AP6 38194 36203000 prn sole none 36143 60 MANOR CARE INC COMMON STOCK 564055101 104144 2219611 shs shared none 1817392 402219 MANPOWER INC. COMMON STOCK 56418H100 204499 2729197 shs shared none 2516184 213013 MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 41547 1229570 shs shared none 1224135 5435 MARATHON OIL CP COMMON STOCK 565849106 24143 261000 shs shared none 261000 0 MARRIOTT INTL INC -CL A COMMON STOCK 571903202 216076 4528004 shs shared none 4524961 3043 MASCO CORP COMMON STOCK 574599106 13442 450000 shs shared none 450000 0 MATTEL INC COMMON STOCK 577081102 987 2350 shs CALL shared none 2300 50
MATTEL INC COMMON STOCK 577081102 83167 3670210 shs shared none 2709138 961072 MCDONALD'S CORP COMMON STOCK 580135101 4588 103500 shs shared none 103500 0 MCGRAW-HILL CO'S INC COMMON STOCK 580645109 88426 1300000 shs shared none 1300000 0 MEDICIS PHARM 1.50% EXCH'D 1.50% CASH PAY SENIOR CONTINGE 584690AB7 57755 54615000 prn shared none 53861 754 MEDTRONIC INC 1.50% CONVERTIBLE SENIOR NOTES 585055AL0 14450 13568000 prn sole none 13568 0 MEDTRONIC INC COMMON STOCK 585055106 2585 48300 shs shared none 48300 0 MEMC ELEC MATERIALS COMMON STOCK 552715104 267846 6843284 shs shared none 5871439 971845 MENTOR GRAPHICS COMMON STOCK 587200106 17 50 shs CALL sole none 0 50 MENTOR GRAPHICS 6.25% CONVERTIBLE NOTES 587200AF3 4818 3685000 prn shared none 3685 0 MENTOR GRAPHICS Floating Rate Cash Pay Convert 587200AD8 5119 4930000 prn shared none 4800 130 MERCK & CO COMMON STOCK 589331107 155795 3573270 shs shared none 3571620 1650 MERRILL LYNC&CO COMMON STOCK 590188108 3453 2310 shs CALL shared none 2310 0 MERRILL LYNC&CO LYONS(Float) 0% SENIOR STEP UP FLOATING RAT 590188W46 340409 255620000 prn shared none 254087 1533 MERRILL LYNCH & CO COMMON STOCK 590188108 501874 5390695 shs shared none 5006823 383872 METLIFE INC COMMON STOCK 59156R108 3464 58705 shs shared none 58705 0 METTLER-TOLEDO COMMON STOCK 592688105 74908 950000 shs shared none 950000 0 MICROSOFT CORP COMMON STOCK 594918104 505791 16938752 shs shared none 15937465 1001287 MICROSTRATEGY INC- CL A COMMON STOCK 594972408 34203 300000 shs shared none 300000 0 MILLENNIUM PHARMACEUTICALS INC 2.25% Convertible Notes 599902AD5 8128 8200000 prn shared none 7800 400 MOLSON COORS BREWING CO COMMON STOCK 60871R209 4327 56605 shs shared none 56605 0 MOODY'S CORP COMMON STOCK 615369105 1167 16900 shs shared none 16900 0 MORGAN STANLEY COMMON STOCK 617446448 5033 61806 shs shared none 60606 1200 MOTOROLA INC COMMON STOCK 620076109 938 4750 shs CALL shared none 4750 0 MOTOROLA INC COMMON STOCK 620076109 35916 1746876 shs shared none 1743676 3200 MYLAN LABORATORIES INC COMMON STOCK 628530107 8295 415600 shs shared none 415600 0 NABORS INDS INC 0% SENIOR CONTINGENT CONVERTIB 629568AL0 179918 170538000 prn shared none 169776 762 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 596 20000 shs shared none 20000 0 NASDAQ STOCK MARKET INC COMMON STOCK 631103108 74592 2422600 shs shared none 2422600 0 NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 89733 1742390 shs shared none 1739390 3000 NCI BUILDING SYSTEM 2.125% SENIOR SUBORDINATED CON 628852AG0 448 318000 prn sole none 243 75 NDS GROUP PLC SPON ADR 628891103 1642 34000 shs shared none 34000 0 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 77375 1683900 shs shared none 1683900 0 NEWMONT MINING CORP COMMON STOCK 651639106 1639 36300 shs shared none 36300 0 NEWS CORP - CL A COMMON STOCK 65248E104 1074 50000 shs shared none 50000 0 NEWS CORP - CL B COMMON STOCK 65248E203 290740 13061086 shs shared none 12383699 677387 NICE SYSTEMS LTD SPON ADR 653656108 3694 120000 shs shared none 120000 0 NICOR INC COMMON STOCK 654086107 1638 35000 shs shared none 35000 0 NII HOLDINGS INC 2.75% SR CONVERTIBLE NOTES DUE 62913FAF9 977 673000 prn sole none 503 170 NII HOLDINGS INC COMMON STOCK 62913F201 1750 2000 shs CALL shared none 2000 0 NIKE INC-B COMMON STOCK 654106103 519803 5248940 shs shared none 4867469 381471 NOKIA CP SPON ADR 654902204 24781 1219543 shs shared none 1214718 4825
NORDSTROM INC COMMON STOCK 655664100 3177 64400 shs shared none 64400 0 NORFOLK SOTHN CORP COMMON STOCK 655844108 2783 55335 shs shared none 55200 135 NOVELLUS SYSTEMS INC COMMON STOCK 670008101 57309 1665000 shs shared none 1665000 0 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 48132 4200000 shs shared none 4200000 0 NUCOR CORP COMMON STOCK 670346105 732 13385 shs shared none 11985 1400 NUTRI/SYSTEM INC COMMON STOCK 67069D108 70667 1114800 shs shared none 1114800 0 NVIDIA CORP COMMON STOCK 67066G104 2277 3530 shs CALL shared none 3530 0 NVIDIA CORP COMMON STOCK 67066G104 70724 1910939 shs shared none 1910500 439 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 2275 46600 shs shared none 46600 0 OCEANEERING INTL INC COMMON STOCK 675232102 48132 1212400 shs shared none 1212400 0 OFFICE DEPOT INC COMMON STOCK 676220106 2047 4600 shs CALL shared none 4600 0 OFFICE DEPOT INC COMMON STOCK 676220106 593 15544 shs shared none 15208 336 OMNICOM GROUP INC COMMON STOCK 681919106 245785 2351106 shs shared none 2003498 347608 OMNICOM GRP (EXCHANGED) ZERO COUPON ZERO YIELD CONVERT 681919AT3 131093 120823000 prn sole none 119147 1676 OMNICOM GRP 144A(R) 0% UNSUBORDINATED CONVERTIBLE 681919AM8 112577 109166000 prn shared none 109084 82 ON SEMICONDUCTOR CORP 1.875% SR SUB CASH PAY CONVERT 682189AD7 11557 9100000 prn shared none 8900 200 ON SEMICONDUCTOR CORP ZERO COUPON SENIOR SUBORDINATE 682189AE5 45534 46110000 prn shared none 46039 71 OPTIONSEXPRESS HOLDINGS INC COMMON STOCK 684010101 4279 188600 shs shared none 188600 0 ORACLE CORP COMMON STOCK 68389X105 731731 42691406 shs shared none 39903865 2787541 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 3995 114200 shs sole none 114200 0 P G & E CORP COMMON STOCK 69331C108 331 7000 shs shared none 7000 0 PACTIV CORP COMMON STOCK 695257105 88154 2470000 shs shared none 2470000 0 PARTNERRE LTD COMMON STOCK G6852T105 17147 241400 shs shared none 241400 0 PEPSICO INC COMMON STOCK 713448108 2340 3715 shs CALL shared none 3715 0 PEPSICO INC COMMON STOCK 713448108 126801 2027190 shs shared none 2027190 0 PETROCHINA CO LTD SPON ADR 71646E100 51272 364200 shs shared none 364200 0 PFIZER INC COMMON STOCK 717081103 250169 9659017 shs shared none 9652492 6525 PHOTRONICS INC 2.25% 2.25% CASH PAY CONVERTIBLE SUB 719405AE2 530 460000 prn sole none 460 0 PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 49710 1500000 shs shared none 1500000 0 PNC FINANCIAL SERVICES CORP COMMON STOCK 693475105 2732 36900 shs shared none 36900 0 PRICELINE.COM INC (EXCH) 2.25% CONVERTIBLE SENIOR UNSEC 741503AH9 10717 8073000 prn sole none 7850 223 PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 188799 3216344 shs shared none 3119234 97110 PROCTER & GAMBLE CO COMMON STOCK 742718109 30609 476260 shs shared none 474411 1849 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 1054 12280 shs shared none 12280 0 QUALCOMM INC COMMON STOCK 747525103 6780 179404 shs shared none 178100 1304 QUANTA SERVICES 4.50% CASH PAY CONVERTIBLE SUB 74762EAC6 18611 10087000 prn sole none 9899 188 QUANTA SERVICES INC 3.75% SUBORDINATED CONVERTIBLE 74762EAE2 1488 1315000 prn sole none 1015 300
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1274 7180 shs CALL shared none 7000 180 QWEST COMMUNICATIONS INTL 3.5% CONVERTIBLE NOTES 749121BY4 84833 54077000 prn shared none 54022 55 RAYTHEON CO COMMON STOCK 755111507 70900 1342800 shs shared none 1342800 0 REGAL BELOIT 2.75% CONVERTIBLE SENIOR SUBOR 758750AB9 22930 11087000 prn sole none 10907 180 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351109 16242 291600 shs shared none 291600 0 REINSURANCE GRP (PIERS) 5.75% PFD INCOME IEQUYITY REDE 759351307 6379 90000 shs shared none 90000 0 RESEARCH IN MOTION COMMON STOCK 760975102 138869 1086785 shs shared none 990500 96285 REYNOLDS AMERICAN INC COMMON STOCK 761713106 60625 926000 shs shared none 926000 0 RF MICRO DEVICE COMMON STOCK 749941100 820 8200 shs CALL shared none 8000 200 RF MICRO DEVICE 1.50% Cash Pay Convertible Sub 749941AE0 25414 23947000 prn shared none 23940 7 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 74766 114147000 prn shared none 114008 139 RPM INTL INC 1.389% SENIOR CONTINGENT CONVE 749685AK9 7481 12547000 prn sole none 12547 0 RR DONNELLEY & SONS CO COMMON STOCK 257867101 12439 350000 shs shared none 350000 0 SALESFORCE.COM INC COMMON STOCK 79466L302 36586 1003720 shs shared none 1003720 0 SANDISK CORP COMMON STOCK 80004C101 313 7281 shs sole none 6068 1213 SANDISK CORP 1.00% CASH PAY CONVERTIBLE NOT 80004CAC5 41159 46246000 prn shared none 46001 245 SATYAM COMPUTER SVC LTD SPON ADR 804098101 23491 978400 shs shared none 978400 0 SCHERING PLOUGH (MANDATORY) 6% MANDATORY CONVERTIBLE PREFE 806605606 155707 2736980 shs shared none 2720540 16440 SCHERING PLOUGH CORP COMMON STOCK 806605101 424321 17949261 shs shared none 15921114 2028147 SCHLUMBERGER LTD COMMON STOCK 806857108 423 500 shs CALL shared none 500 0 SCHLUMBERGER LTD COMMON STOCK 806857108 5585 88430 shs shared none 86680 1750 SCHLUMBERGER LTD [A] 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 47408 26803000 prn shared none 26361 442 SCHLUMBERGER LTD [B] 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 102056 61993000 prn shared none 61801 192 SEACOR SMIT INC 2.875% SENIOR CONVERTIBLE NOTE 811904AJ0 42883 29422000 prn sole none 28712 710 SEACOR SMIT INC 144A(R) 2.875% SENIOR CONVERTIBLE NOTE 811904AH4 634 435000 prn sole none 435 0 SEI INVESTMENTS CO COMMON STOCK 784117103 140379 2356940 shs shared none 1951873 405067 SEPRACOR INC Zero Coupon Senior Subordinate 817315AW4 54388 50301000 prn shared none 50217 84 SHANDA INTERACTIVE ENTERTAINME SPON ADR 81941Q203 36839 1700000 shs shared none 1700000 0 SKECHERS USA-A COMMON STOCK 830566105 9187 275800 shs sole none 275800 0 SLM CORP (CATZ) FLOATING RATE CONVERTIBLE SENI 78442PAC0 15314 15270000 prn shared none 14900 370 SMITH INTL INC COMMON STOCK 832110100 231713 5641900 shs shared none 5212262 429638 SOTHEBYS HOLDINGS INC - CL A COMMON STOCK 835898107 72168 2326500 shs shared none 2326500 0 ST PAUL TRAVELERS COS INC COMMON STOCK 792860108 2314 43100 shs shared none 43100 0 STARBUCKS CORP COMMON STOCK 855244109 30346 856740 shs shared none 849540 7200 STATE STREET CORP COMMON STOCK 857477103 1679 24900 shs shared none 24900 0 SYBASE INC 1.75% SUBORDINATED CONVERTIBLE 871130AB6 1626 1455000 prn sole none 1305 150
SYMANTEC CORP COMMON STOCK 871503108 27589 1323200 shs shared none 1323200 0 SYNOPSYS INC COMMON STOCK 871607107 57937 2167500 shs shared none 2167500 0 T ROWE PRICE COMMON STOCK 74144T108 16735 382340 shs shared none 380109 2231 TARGET CORP COMMON STOCK 87612E106 2927 51300 shs shared none 51300 0 TECHNITROL INC COMMON STOCK 878555101 33446 1400000 shs shared none 1400000 0 TEVA PHARMACEUTICAL (A) 0.50% CASH PAY SENIOR CONVERTI 88164RAA5 51837 50883000 prn shared none 50459 424 TEVA PHARMACEUTICAL (B) 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 134160 130252000 prn shared none 129897 355 TEVA PHARMACEUTICAL IND LTD 1.75% SENIOR CONVERTIBLE NOTES 88165FAA0 17966 19397000 prn sole none 19364 33 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 4933 171300 shs shared none 171300 0 THERMO FISHER (FISHER SCI) 3.25% SENIOR SUBORDINATED CONV 338032AX3 107231 82565000 prn sole none 81381 1184 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 423270 9345768 shs shared none 9054568 291200 THOMAS & BETTS CORP COMMON STOCK 884315102 104016 2200000 shs shared none 2200000 0 THORATEC CORP 1.3798% SENIOR SUBORDINATED CO 885175AB5 6588 10000000 prn shared none 10000 0 THQ INC COMMON STOCK 872443403 76422 2350000 shs shared none 2350000 0 TIME WARNER INC COMMON STOCK 887317105 8008 367682 shs shared none 367682 0 TIME WARNER TELECOM COMMON STOCK 887319101 1522 3075 shs CALL shared none 3000 75 TIME WARNER TELECOM 2.375% CASH PAY CONVERTIBLE DE 887319AC5 42180 33410000 prn shared none 33410 0 TIME WARNER TELECOM- CL A COMMON STOCK 887319101 28773 1443700 shs shared none 1443700 0 TITANIUM METALS CORP COMMON STOCK 888339207 85969 2913200 shs shared none 2913200 0 TJX COMPANIES LYONS LYONS SUBORDINATED NOTES 872540AL3 14457 15339000 prn sole none 15339 0 TOLL BROTHERS INC COMMON STOCK 889478103 53284 1653227 shs shared none 1653227 0 TRANSOCEAN INC COMMON STOCK G90078109 114699 1417965 shs shared none 1347400 70565 TRAVELERS PROP CAS 4.50% CONVERTIBLE JUNIOR SUBOR 89420G307 216608 8286474 shs shared none 8243369 43105 TRINITY INDUSTRIES INC 3.875% CONVERTIBLE SENIOR NOTE 896522AF6 22169 21841000 prn shared none 21310 531 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 8479 375000 shs shared none 375000 0 TWEEN BRANDS INC COMMON STOCK 901166108 39930 1000000 shs shared none 1000000 0 TXU CORP COMMON STOCK 873168108 2586 47700 shs shared none 47700 0 TYCO INTL LTD COMMON STOCK 902124106 49582 1631000 shs shared none 1631000 0 TYCO INTL LTD Series B 3.125% CASH PAY SENIOR UNSECUR 902118BG2 23587 16596000 prn shared none 16596 0 TYCO INTL LTD Series B 144A(R) 3.125% CASH PAY SENIOR UNSECUR 902118BE7 1251 880000 prn sole none 880 0 UNDER ARMOUR INC COMMON STOCK 904311107 9182 182000 shs sole none 182000 0 UNION PACIFIC CORP COMMON STOCK 907818108 1942 21100 shs shared none 21100 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 3743 59870 shs shared none 58470 1400 US BANCORP COMMON STOCK 902973304 552 15251 shs sole none 0 15251 UTD AUTO GROUP 3.50% SENIOR SUBORDINATED CONV 909440AH2 44475 38258000 prn shared none 37742 516 VALEANT PHARMA - A 3% CONVERTIBLE SUBORDINATED NO 91911XAB0 6552 6790000 prn shared none 6790 0 VALEANT PHARMA - B 4% CONVERTIBLE SUBORDINATED NO 91911XAD6 31748 33157000 prn shared none 33127 30 VALERO ENERGY COMMON STOCK 91913Y100 2415 47200 shs shared none 47200 0 VALUECLICK INC COMMON STOCK 92046N102 70512 2984000 shs shared none 2984000 0 VARIAN
SEMICONDUCTOR EQUIPMT COMMON STOCK 922207105 29202 641520 shs shared none 641520 0 VERIGY LTD COMMON STOCK Y93691106 14509 817396 shs shared none 741092 76304 VERIZON COMM COMMON STOCK 92343V104 38692 1039000 shs shared none 1039000 0 VF CORP COMMON STOCK 918204108 140674 1713865 shs shared none 1594505 119360 VIMPELCOM SPON ADR 68370R109 86845 1100000 shs shared none 1100000 0 VISHAY INTERTEC 3.625% CONVERTIBLE SUBORDINATE 928298AF5 90262 89925000 prn shared none 89594 331 WACHOVIA CORP COMMON STOCK 929903102 25702 451312 shs shared none 451312 0 WACHOVIA OIL BSKT-HES,HAL,NBR 0.25% Convertible Structured N 929903AU6 96920 99918000 prn shared none 99468 450 WALGREEN CO COMMON STOCK 931422109 2753 60000 shs shared none 60000 0 WAL-MART STORES INC COMMON STOCK 931142103 9970 215895 shs shared none 215895 0 WALT DISNEY 2.125% 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 312160 255869000 prn shared none 254068 1801 WASHINGTON MUTUAL INC COMMON STOCK 939322103 212469 4670685 shs shared none 4670685 0 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 94920 1377650 shs shared none 1377650 0 WELLS FARGO & COMPANY COMMON STOCK 949746101 5614 157885 shs shared none 157885 0 WESCO INTL INC COMMON STOCK 95082P105 63756 1084100 shs shared none 1084100 0 WEST CO COMMON STOCK 955306105 38423 750000 shs shared none 750000 0 WESTERN UNION CO COMMON STOCK 959802109 359 16000 shs shared none 16000 0 WPP GROUP(GRAY GLOBAL)+$499.31 5% CASH PAY CONTINGENT CONVERT 39787MAB4 3968 3000000 prn shared none 3000 0 WYETH FLOATING RATE CONVERTIBLE SENI 983024AD2 156466 143468000 prn shared none 142909 559 WYETH COMMON STOCK 983024100 8729 171426 shs shared none 171426 0 WYNN RESORTS LTD COMMON STOCK 983134107 422 4500 shs sole none 4500 0 YUM! BRANDS INC COMMON STOCK 988498101 88200 1500000 shs shared none 1500000 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 87894 1121388 shs shared none 1082583 38805
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