-----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, I4TtyE1FPneYc8kSlPNfrKGHWpsDbRjqFatbBCr+oAlHS/lluX8Mp2yN9vkWkCwa BMQ1EZ57zu52KnZI9huLgA== 0000950137-06-012643.txt : 20061120 0000950137-06-012643.hdr.sgml : 20061120 20061117181024 ACCESSION NUMBER: 0000950137-06-012643 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061120 DATE AS OF CHANGE: 20061117 EFFECTIVENESS DATE: 20061120 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11166 FILM NUMBER: 061227994 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/A 1 c10208e13fvhrza.txt AMENDMENT TO 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: September 30, 2006 ---------------------- Check here if Amendment [ x ]; Amendment Number: 2 ------------- This Amendment (Check only one.): [ x ] 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 November 17, 2006 - ---------------------------- -------------------- ----------------- [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: 574 ------------ Form 13F Information Table Value Total: $35,694,710 ------------ (thousands)
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Invest- ment Other Voting Value SHS or PUT Discre- Mana- Authority Names of Issuer Title of Class Cusip (x1000) Amount PRN /CALL tion gers Sole Shared None 3M CO LYONs (STEP) SENIOR UNSECURED LYONs DUE 203 88579YAB7 7763 8797000 prn sole none 8797 0 ABBOTT LABORATORIES COMMON STOCK 002824100 33053 680668 shs shared none 678450 2218 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 1418 1500 shs PUT shared none 1500 0 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 2606 37500 shs shared none 37500 0 ADMINISTAFF INC COMMON STOCK 007094105 41233 1223535 shs shared none 1110485 113050 ADVANCED MED OPTICS 2.50% CASH PAY CONVERTIBLE SEN 00763MAG3 66101 63943000 prn sole none 63493 450 ADVANCED MEDICAL OPTICS 1.375% CASH PAY CONVERTIBLE NO 00763MAJ7 27325 27021000 prn shared none 26390 631 ADVANCED MEDICAL OPTICS INC COMMON STOCK 00763M108 413 1500 shs CALL shared none 1500 0 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 357 1400 shs CALL shared none 1400 0 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 272564 10968367 shs shared none 9932112 1036255 AES CORP TRUST III (TECONS) 6.75% TERM CONVERTIBLE SECURIT 00808N202 20049 410000 shs shared none 410000 0 AFLAC INC COMMON STOCK 001055102 320 7000 shs shared none 7000 0 AGCO CORP 1.75% CASH PAY CONVERTIBLE SEN 001084AL6 50502 38960000 prn shared none 38730 230 AGERE SYS INC 6.50% CONVERTIBLE SUBORDINATED 00845VAA8 1263 1260000 prn sole none 0 1260 AGERE SYSTEMS INC COMMON STOCK 00845V308 982 3300 shs CALL shared none 3300 0 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 222843 6816864 shs shared none 6122247 694617 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 2104 31700 shs shared none 31700 0 AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 148753 2975659 shs shared none 2270992 704667 ALCAN INC COMMON STOCK 013716105 494 2080 shs CALL shared none 2080 0 ALCAN INC COMMON STOCK 013716105 104498 2620980 shs shared none 2346400 274580 ALCOA INC COMMON STOCK 013817101 86093 3070347 shs shared none 2334654 735693 ALCON INC COMMON STOCK H01301102 178741 1561054 shs shared none 1433282 127772 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 106031 1704955 shs shared none 1556362 148593 ALLERGAN INC COMMON STOCK 018490102 180280 1600920 shs shared none 1322858 278062 ALLERGAN INC 1.50% CONVERTIBLE NOTES DUE 20 018490AL6 20962 19916000 prn sole none 19831 85 ALLIANCE DATA COMMON STOCK 018581108 990 17930 shs sole none 17900 30 ALLIANCEBERNSTEIN HOLDING LP LTD PARTNERSHIP 01881G106 58642 850000 shs shared none 850000 0 ALLIANT TECHSYS 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 58885 52168000 prn shared none 51881 287 ALLSTATE CORP COMMON STOCK 020002101 2009 32021 shs shared none 32000 21 ALTRIA GROUP INC COMMON STOCK 02209S103 33298 434985 shs shared none 434985 0 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 83047 1003585 shs shared none 1002570 1015 AMDOCS LTD COMMON STOCK 023139108 1620 1800 shs CALL shared none 1800 0 AMDOCS LTD 0.50% CASH PAY CONVERTIBLE SEN 02342TAD1 95024 89329000 prn shared none 88312 1017 AMER EXPRESS CO. COMMON STOCK 025816109 3830 68300 shs shared none 68300 0 AMER FINL GROUP COMMON STOCK 025932104 20459 435940 shs sole none 429390 6550 AMER FINL GROUP [CATZTM] 1.4861% SENIOR CASH PAY CONTIN 025932AD6 54517 99347000 prn sole none 98220 1127 AMER INTL GROUP COMMON STOCK 026874107 10187 153740 shs shared none 153740 0 AMERICA MOVIL SA - ADR L ADR 02364W105 317982 8076748 shs shared none 6904005 1172743 AMERICA MOVIL SA DE CV COMMON STOCK 02364W105 2226 3250 shs CALL shared none 3250 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 78358 1787771 shs shared none 1594325 193446 AMERICAN EQUITY INVT 5.25% SENIOR UNSECURED CONVERT 025676AE7 659 575000 prn shared none 575 0 AMERICAN TOWER COMMON STOCK 029912201 135192 3703888 shs shared none 3273690 430198 AMGEN INC COMMON STOCK 031162100 2846 39790 shs shared none 39790 0 AMGEN INC LYONS SENIOR CONVERTIBLE LYONS DUE 2 031162AL4 81422 109108000 prn shared none 107745 1363 AMPHENOL CORP- CL A COMMON STOCK 032095101 272 4400 shs sole none 4400 0 AMR CORP COMMON STOCK 001765106 190714 8241738 shs shared none 7633793 607945 ANADARKO PETROL COMMON STOCK 032511107 328 800 shs CALL shared none 800 0 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 18671 393000 shs shared none 393000 0 ANNTAYLOR STORES CORP COMMON STOCK 036115103 103887 2481770 shs shared none 2316870 164900 ANSYS INC COMMON STOCK 03662Q105 53016 1200000 shs shared none 1200000 0 AON CORP COMMON STOCK 037389103 305 9000 shs shared none 9000 0 APACHE CORP COMMON STOCK 037411105 546 8641 shs shared none 8000 641 APPLD BIOSYS-APPLERA CORP COMMON STOCK 038020103 166654 5033357 shs shared none 4687824 345533 APPLE COMPUTER INC COMMON STOCK 037833100 4593 2775 shs CALL shared none 2775 0 APPLE COMPUTER INC COMMON STOCK 037833100 1108681 14402200 shs shared none 13278502 1123698 ARAMARK CORP - CL B COMMON STOCK 038521100 352 10700 shs sole none 10700 0 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 703 18550 shs shared none 18550 0 ARCHSTONE-SMITH TRUST REIT 039583109 42920 788400 shs shared none 788400 0 ARMOR HOLDINGS INC 2.00% SENIOR SUBORDINATED CONV 042260AC3 87042 70408000 prn shared none 69556 852 ARROW ELECTRONICS INC COMMON STOCK 042735100 79547 2900000 shs shared none 2900000 0 ASML HOLDING NV COMMON STOCK N07059111 1350 3000 shs CALL shared none 3000 0 ASSURANT INC COMMON STOCK 04621X108 52555 984000 shs shared none 984000 0 AT&T INC COMMON STOCK 00206R102 107627 3305505 shs shared none 3305505 0 ATMEL CORP COMMON STOCK 049513104 125265 20739245 shs shared none 20670360 68885 AUDIOCODES LTD 2% CASH PAY SENIOR CONVERTIBLE 050732AB2 1490 1700000 prn sole none 1700 0 AUTOMATIC DATA COMMON STOCK 053015103 3053 64500 shs shared none 64500 0 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 2643 2775000 prn sole none 2775 0 AXCAN PHARMA INC 4.25% CONVERTIBLE SUBORDINATED 054923AB3 274 255000 prn sole none 0 255 BAKER HUGHES COMMON STOCK 057224107 238199 3492656 shs shared none 3204724 287932 BANK OF AMER CP COMMON STOCK 060505104 68633 1281175 shs shared none 1281175 0 BANK OF NEW YORK CO INC COMMON STOCK 064057102 1992 56500 shs shared none 56500 0 BANKUNITED CAPITAL TR 3.125% SENIOR CONTINGENT CONVE 06652BAE3 14512 15500000 prn shared none 15500 0 BARR LABORATORIES INC COMMON STOCK 068306109 109956 2116973 shs shared none 1918974 197999 BAXTER INTL INC COMMON STOCK 071813109 1662 2400 shs CALL shared none 2400 0 BEA SYSTEMS INC COMMON STOCK 073325102 200741 13206620 shs shared none 12355535 851085 BEAR STEARNS CO INC COMMON STOCK 073902108 63045 450000 shs shared none 450000 0 BELLSOUTH CORP COMMON STOCK 079860102 31421 735000 shs shared none 735000 0 BERKLEY (WR) CORP COMMON STOCK 084423102 53085 1500000 shs shared none 1500000 0 BEST BUY 2.25% 2.25% CONVERTIBLE SUBORDINATED 086516AF8 97346 80451000 prn shared none 79412 1039 BEST BUY COMPANY INC COMMON STOCK 086516101 245856 4590297 shs shared none 4162921 427376 BIOGEN IDEC INC COMMON STOCK 09062X103 676 1300 shs CALL shared none 1300 0 BIOMARIN PHARMA 2.50% SENIOR SUBORDINATED CONV 09061GAC5 12475 11380000 prn shared none 11380 0 BJ SERVICES COMMON STOCK 55482103 524 2880 shs CALL shared none 2880 0 BJ SERVICES COMMON STOCK 055482103 233697 7756289 shs shared none 6977556 778733 BLOCK H & R INC COMMON STOCK 093671105 565 26000 shs shared none 26000 0 BMC SOFTWARE COMMON STOCK 055921100 167139 6140300 shs shared none 6140300 0 BMC SOFTWARE INC COMMON STOCK 055921100 1441 3400 shs CALL shared none 3400 0 BOEING CO COMMON STOCK 097023105 79211 1004575 shs shared none 1004575 0 BRIGHTPOINT INC COMMON STOCK 109473405 25596 1800000 shs shared none 1800000 0 BRINKS CO COMMON STOCK 109696104 69353 1307075 shs shared none 1178450 128625 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 877 35200 shs shared none 35200 0 BROADCOM CORP COMMON STOCK 111320107 342 300 shs CALL shared none 300 0 BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621108 51326 7270000 shs shared none 7270000 0 BROWN-FORMAN CORP - CL B COMMON STOCK 115637209 38325 500000 shs shared none 500000 0 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 2353 32040 shs shared none 32000 40 CADENCE DESIGN ZERO COUPON ZERO YIELD CONVERT 127387AB4 87168 76046000 prn shared none 75653 393 CALLAWAY GOLF COMPANY COMMON STOCK 131193104 2360 180000 shs shared none 180000 0 CAMERON INTL CORP COMMON STOCK 13342B105 1257 1750 shs CALL shared none 1750 0 CAMERON INTL CORP COMMON STOCK 13342B105 91789 1900000 shs shared none 1900000 0 CAMERON INTL CORP 1.50% SENIOR CONVERTIBLE DEBEN 216640AE2 38736 25932000 prn sole none 25217 715 CAPITAL SOURCE INC 3.50% CONVERTIBLE SENIOR NOTES 14055XAD4 959 895000 prn sole none 895 0 CAREMARK RX INC COMMON STOCK 141705103 246945 4357599 shs shared none 3898618 458981 CARNIVAL CORP COMMON STOCK 143658300 23187 493022 shs shared none 493000 22
CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 116821 94401000 prn shared none 92260 2141 CARNIVAL CORP LYONS 10/2021 SENIOR UNSECURED LYONS DUE 202 143658AS1 34342 43540000 prn shared none 43540 0 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 37629 350000 shs shared none 350000 0 CARTERS INC COMMON STOCK 146229109 47502 1800000 shs shared none 1800000 0 CATERPILLAR INC COMMON STOCK 149123101 391952 5956723 shs shared none 5374784 581939 CELGENE CORP COMMON STOCK 151020104 232232 5363325 shs shared none 5081225 282100 CELGENE CORP 1.75% SENIOR CONVERTIBLE NOTES 151020AC8 8917 2489000 prn shared none 2489 0 CENTERPOINT ENERGY 3.75% CONVERTIBLE SENIOR NOTES 15189TAM9 59258 46477000 prn shared none 45904 573 CENTERPOINT ENERGY 2.875% SENIOR UNSECURED CONVER 15189TAL1 5000 4372000 prn sole none 4364 8 CENTRAL EUROPEAN MEDIA ENT - A COMMON STOCK G20045202 33525 500000 shs shared none 500000 0 CENTURYTEL INC 4.75% 4.75% CONVERTIBLE SENIOR UNSEC 156700AH9 1060 1005000 prn sole none 895 110 CEPHALON INC COMMON STOCK 156708109 1185 1000 shs CALL shared none 1000 0 CEPHALON INC 2% CONVERTIBLE NOTES DUE 2015 156708AP4 728 500000 prn sole none 0 500 CERADYNE INC COMMON STOCK 156710105 15107 367647 shs shared none 367647 0 CERADYNE INC 2.875% CONVERTIBLE SR SUB NOTE 156710AA3 11503 11347000 prn shared none 11186 161 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 75790 1700090 shs shared none 1700090 0 CHEVRONTEXACO CORP COMMON STOCK 166764100 59481 917075 shs shared none 917075 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 3929 390 shs CALL shared none 390 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 268023 560425 shs shared none 485515 74910 CHUBB CORP COMMON STOCK 171232101 21625 416184 shs shared none 416118 66 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 4439 113500 shs shared none 113500 0 CIENA CORP 0.25% CONVERTIBLE SENIOR NOTES 171779AB7 40793 45325000 prn shared none 45325 0 CIRCUIT CITY STORES INC COMMON STOCK 172737108 128646 5123310 shs shared none 4526350 596960 CIRRUS LOGIC COMMON STOCK 172755100 526 6100 shs CALL shared none 6100 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 74926 3260481 shs shared none 3250090 10391 CITIGROUP INC COMMON STOCK 172967101 77440 1559095 shs shared none 1559095 0 COACH INC COMMON STOCK 189754104 1368 2400 shs CALL shared none 2400 0 COACH INC COMMON STOCK 189754104 181906 5287976 shs shared none 4413311 874665 COCA-COLA CO COMMON STOCK 191216100 100633 2252300 shs shared none 2252300 0 COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 305411 4126616 shs shared none 3537201 589415 COLDWATER CREEK INC COMMON STOCK 193068103 55308 1923075 shs shared none 1919750 3325 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 2195 35350 shs shared none 35350 0 COMCAST CORP - CL A COMMON STOCK 20030N101 3149 85347 shs shared none 85347 0 COMMSCOPE INC 1% SENIOR SUBORDINATED CONVERT 203372AD9 77569 49094000 prn shared none 48892 202 CONAGRA FOODS INC COMMON STOCK 205887102 17136 700000 shs shared none 700000 0 CONNETICS CORP 2.00% SENIOR UNSECURED CONVERT 208192AD6 453 535000 prn sole none 0 535 CONOCOPHILLIPS COMMON STOCK 20825C104 38309 643532 shs shared none 641936 1596 CONSECO INC 3.5% SR CONVERTIBLE NOTES DUE 208464BH9 18199 17690000 prn sole none 17594 96 CONSOL ENERGY INC COMMON STOCK 20854P109 343 10799 shs sole none 4181 6618 CONSTELLATION BRANDS INC - CL A COMMON STOCK 21036P108 1176 40862 shs sole none 33251 7611 CONVERGYS CORP COMMON STOCK 212485106 66080 3200000 shs shared none 3200000 0 COOPER COS 2.625% CONVERTIBLE SENIOR NOTE 216648AG0 1460 1135000 prn sole none 0 1135 COOPER INDUSTRIES LTD COMMON STOCK G24182100 76698 900000 shs shared none 900000 0 CORNING INC COMMON STOCK 219350105 1325 1650 shs CALL shared none 1650 0 CORNING INC COMMON STOCK 219350105 393 16100 shs shared none 16100 0 CORP EXECUTIVE BOARD CO COMMON STOCK 21988R102 130810 1454900 shs shared none 1454900 0 CORRECTIONS CORP OF AMERICA COMMON STOCK 22025Y407 43826 1013321 shs shared none 1013321 0 COSTCO WHOLE CP(COSTCO COS)OID ZERO COUPON SUBORDINATED NOTES 22160QAC6 796 705000 prn sole none 0 705 COVANCE INC COMMON STOCK 222816100 46466 700000 shs shared none 700000 0 COVANTA HOLDING CORP COMMON STOCK 22282E102 53825 2500000 shs shared none 2500000 0 CRANE CO COMMON STOCK 224399105 41800 1000000 shs shared none 1000000 0 CROWN CASTLE INTL CORP COMMON STOCK 228227104 2 800 shs PUT shared none 800 0 CROWN CASTLE INTL CORP COMMON STOCK 228227104 88100 2500000 shs shared none 2500000 0 CSG SYS INTL 2.50% CASH PAY SENIOR SUBORDIN 126349AB5 9808 8738000 prn shared none 8483 255 CSX CORP 0% 0% COUPON CONVERTIBLE DEBENTUR 126408GA5 124633 104954000 prn shared none 102903 2051 CSX CORPORATION COMMON STOCK 126408103 788 24000 shs shared none 24000 0 CVS CORP COMMON STOCK 126650100 107714 3353499 shs shared none 2994417 359082 CYPRESS SEMICON + $300 1.25% SUBORDINATED CONVERTIBLE 232806AH2 1380 1070000 prn sole none 0 1070 CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 750 1500 shs CALL shared none 1500 0 CYTYC CORP 2.25% CASH PAY CONVERTIBLE SEN 232946AB9 1368 1361000 prn sole none 1359 2 DANAHER CORP COMMON STOCK 235851102 72509 1055900 shs shared none 1055900 0 DANAHER CORP("copa" LYONS) SENIOR LYONS DUE 2021--SUBJE 235851AF9 88015 87036000 prn shared none 85766 1270 DAVITA INC COMMON STOCK 23918K108 37811 653385 shs sole none 534975 118410 DELL INC COMMON STOCK 24702R101 69523 3043915 shs shared none 3043915 0 DENTSPLY INTL INC COMMON STOCK 249030107 84637 2810940 shs shared none 2614240 196700 DEVON ENERGY (CHEVRON) 4.90% 4.90% CONVERTIBLE DEBENTURES D 25179MAA1 2575 2050000 prn sole none 1930 120 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 1939 30705 shs shared none 29805 900 DIAMOND OFFSHORE 1.50% 1.50% SENIOR CONVERTIBLE NOTES 25271CAE2 112011 74241000 prn shared none 73459 782 DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 173783 2401308 shs shared none 2037019 364289 DIGITAL RIVER 1.25% SENIOR CONVERTIBLE NOTES 25388BAB0 20769 15900000 prn shared none 15900 0 DIRECTV GROUP INC COMMON STOCK 25459L106 47353 2406145 shs shared none 2401395 4750 DISNEY WALT CO COMMON STOCK 254687106 84205 2724196 shs shared none 2723800 396 DOVER CORP COMMON STOCK 260003108 214163 4514395 shs shared none 4234555 279840 DRESS BARN INC COMMON STOCK 261570105 63000 2887240 shs shared none 2611225 276015 DST SYSTEMS - A 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 126421 91776000 prn shared none 91201 575 DST SYSTEMS - B 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 66367 49947000 prn sole none 49607 340 DST SYSTEMS INC COMMON STOCK 233326107 31723 514400 shs shared none 514400 0 DUKE ENERGY CORP COMMON STOCK 26441C105 2276 75375 shs shared none 75375 0 E TRADE GROUP COMMON STOCK 269246104 1421 3840 shs CALL shared none 3840 0 E TRADE GROUP COMMON STOCK 269246104 263072 10998001 shs shared none 9749072 1248929 EBAY INC COMMON STOCK 278642103 21 2050 shs CALL shared none 2050 0 EBAY INC COMMON STOCK 278642103 48666 1715995 shs shared none 1706031 9964 EDWARDS (AG)INC COMMON STOCK 281760108 1432 1600 shs CALL shared none 1600 0 EDWARDS (AG)INC COMMON STOCK 281760108 37626 706200 shs shared none 706200 0 EDWARDS LIFESCIENCES 3.875% CONVERTIBLE SENIOR NOTE 28176EAB4 10901 10700000 prn shared none 10700 0 ELECTR DATA SYS 3.875% CONVERTIBLE SENIOR DEBE 285661AF1 130032 129224000 prn shared none 128425 799 ELECTRONIC ARTS INC COMMON STOCK 285512109 1286 23024 shs shared none 23000 24 ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 239603 9771757 shs shared none 8176829 1594928 ELI LILLY & CO COMMON STOCK 532457108 19551 343000 shs shared none 343000 0 EMCOR GROUP INC COMMON STOCK 29084Q100 60324 1100000 shs shared none 1100000 0 EMDEON CORP (WEBMD) 1.75% CONVERTIBLE CASH PAY SEN 94769MAE5 38362 40275000 prn shared none 40275 0 EMDEON CORP (WEBMD) 3.125% CONVERTIBLE SR UNSECURE 94769MAG0 13483 13500000 prn shared none 13500 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 1699 20255 shs shared none 20255 0 ENPRO INDUSTRIES INC 3.9375% CONVERTIBLE SR DEBENTU 29355XAB3 5293 4500000 prn shared none 4500 0 EURONET WORLDWIDE INC 3.5% CONVERTIBLE DEBENTURES DU 298736AF6 19124 19895000 prn shared none 19300 595 EXELON CORP COMMON STOCK 30161N101 2549 42100 shs shared none 42100 0 EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 918 1200 shs CALL shared none 1200 0 EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 190925 4282761 shs shared none 3514978 767783 EXPRESS SCRIPTS INC COMMON STOCK 302182100 521154 6907278 shs shared none 6540692 366586 EXXON MOBIL CORP COMMON STOCK 30231G102 13061 194655 shs shared none 194635 20 F5 NETWORKS INC COMMON STOCK 315616102 759 800 shs CALL shared none 800 0 F5 NETWORKSINC COMMON STOCK 315616102 75208 1400000 shs shared none 1400000 0 FAIR ISAAC & CO 1.50% SENIOR CONVERTIBLE NOTES 303250AD6 1245 1222000 prn sole none 1082 140 FAIRCHILD SEMICONDUCTOR INTL COMMON STOCK 303726103 72930 3900000 shs shared none 3900000 0 FANNIE MAE COMMON STOCK 313586109 45656 816595 shs shared none 816595 0 FEDERAL HOME LOAN MTG CORP COMMON STOCK 313400301 19010 286600 shs shared none 286600 0 FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 2204 51018 shs shared none 51000 18 FEDEX CORP COMMON STOCK 31428X106 393 3620 shs shared none 3345 275 FEI COMPANY 0% CONVERTIBLE SUBORDINATED NO 30241LAD1 22449 23054000 prn sole none 22943 111
FEI COMPANY 2.875% CONVERTIBLE SUBORDINATE 30241LAF6 8654 8558000 prn sole none 8547 11 FINISAR CORP 2.50% CASH PAY CONVERTIBLE SUB 31787AAF8 10458 8300000 prn shared none 8300 0 FIRST DATA CORP COMMON STOCK 319963104 1974 47000 shs shared none 47000 0 FIRSTENERGY CORP COMMON STOCK 337932107 1397 25000 shs shared none 25000 0 FISHER SCI NEW COMMON STOCK - MERGER PENDING 338032204 94483 1207600 shs shared none 1207600 0 FISHER SCIENTIFIC 3.25% SENIOR SUBORDINATED CONV 338032AX3 95681 82218000 prn sole none 80763 1455 FISHER SCIENTIFIC (APOGENT) FLOATING CASH PAY SENIOR CONVE 03760AAK7 16196 11140000 prn sole none 10052 1088 FLUOR CORP 1.50% CASH PAY SENIOR CONVERTI 343412AA0 15889 11034000 prn shared none 11034 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 104364 1943465 shs shared none 1838985 104480 FORD MOTOR CAP TRUST II 6.50% CONVERTIBLE TRUST PREFER 345395206 272909 8124700 shs shared none 8074660 50040 FOREST LABORATORIES INC COMMON STOCK 345838106 174692 3451730 shs shared none 3187705 264025 FORMFACTOR INC COMMON STOCK 346375108 63195 1500000 shs shared none 1500000 0 FORTUNE BRANDS INC COMMON STOCK 349631101 300 4000 shs shared none 4000 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 221883 2098189 shs shared none 1688784 409405 FREEPORT-MCMORAN COP&GOLD - B COMMON STOCK 35671D857 46112 865787 shs shared none 865787 0 GAMESTOP CORP COMMON STOCK 36467W109 78708 1700690 shs shared none 1551625 149065 GANNETT CO COMMON STOCK 364730101 1909 33600 shs shared none 33600 0 GARMIN LTD COMMON STOCK G37260109 3115 3540 shs CALL shared none 3540 0 GARMIN LTD COMMON STOCK G37260109 6 280 shs PUT shared none 280 0 GARMIN LTD COMMON STOCK G37260109 303969 6231428 shs shared none 6059640 171788 GATX CORP 7.50% SENIOR UNSECURED CONVERT 361448AC7 39955 32750000 prn shared none 32750 0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 2652 37000 shs shared none 37000 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 41897 1186884 shs shared none 1186170 714 GENERAL MOTORS CORP COMMON STOCK 370442105 94327 2836055 shs shared none 2413335 422720 GENL MILLS ZERO ZERO COUP0N SENIOR CONVERTIBLE 370334AU8 224 304000 prn sole none 304 0 GENL MOTORS 4.50% Series A 4.50% CASH PAY CONVERTIBLE DEB 370442741 325 13135 shs sole none 0 13135 GENL MOTORS 5.25% Series B 5.25% CASH PAY CONVERTIBLE DEB 370442733 647 32175 shs sole none 0 32175 GENL MOTORS Series C 6.25% SENIOR UNSECURED CONTING 370442717 161889 7047855 shs shared none 6977990 69865 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 124186 113412000 prn shared none 110197 3215 GENZYME-GENERAL COMMON STOCK 372917104 425 6299 shs shared none 5605 694 GILEAD SCIENCES COMMON STOCK 375558103 1926 1150 shs CALL shared none 1150 0 GILEAD SCIENCES INC COMMON STOCK 375558103 647945 9421916 shs shared none 8800174 621742 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 54460 3500000 shs shared none 3500000 0 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 78373 1780792 shs shared none 1778747 2045 GOL LINHAS AEREAS LTD - ADR ADR 38045R107 4294 125000 shs shared none 125000 0 GOLDCORP INC COMMON STOCK 380956409 1708 3795 shs CALL shared none 3795 0 GOLDCORP INC COMMON STOCK 380956409 35400 1500000 shs shared none 1500000 0 GOLDEN WEST FIN COMMON STOCK - ACQUIRED 381317106 927 12000 shs shared none 12000 0 GOLDMAN SACHS COMMON STOCK 38141G104 2822 985 shs CALL shared none 985 0 GOLDMAN SACHS COMMON STOCK 38141G104 121470 718037 shs shared none 714967 3070 GOOGLE INC COMMON STOCK 38259P508 749567 1865059 shs shared none 1732609 132450 GREATBATCH INC 2.25% CASH PAY CONVERTIBLE SUB 972232AB8 20556 23000000 prn shared none 23000 0 GREY WOLF INC 3.75% SENIOR UNSECURED CONTING 397888AD0 24232 20800000 prn shared none 20800 0 GREY WOLF INC FLOATING RATE SENIOR UNSECURED 397888AF5 11495 8917000 prn shared none 8736 181 GROUP 1 AUTO COMMON STOCK 398905109 44910 900000 shs shared none 900000 0 GRUPO TELEVISA - ADR ADR 40049J206 20750 976000 shs shared none 976000 0 GUESS? INC COMMON STOCK 401617105 97060 2000000 shs shared none 2000000 0 GYMBOREE CORP COMMON STOCK 403777105 46398 1100000 shs shared none 1100000 0 HALLIBURTON CO COMMON STOCK 406216101 171 1200 shs CALL shared none 1200 0 HALLIBURTON CO COMMON STOCK 406216101 256 9000 shs shared none 9000 0 HALLIBURTON CO 3.125% CONVERTIBLE SENIOR NOTE 406216AM3 86948 55205000 prn shared none 54473 732 HANSEN NATURAL CORP COMMON STOCK 411310105 24360 750000 shs shared none 750000 0 HARLEY-DAVIDSON INC COMMON STOCK 412822108 126871 2021850 shs shared none 2017431 4419 HARRIS CORP COMMON STOCK 413875105 138139 3104954 shs shared none 2787658 317296 HARRIS CORP 3.50% SENIOR CONVERTIBLE NOTES 413875AH8 3710 1875000 prn sole none 1875 0 HARSCO CORP COMMON STOCK 415864107 68992 888500 shs shared none 888500 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 1974 22754 shs shared none 22719 35 HCC INSURANCE 1.30% 1.30% CONVERTIBLE SENIOR NOTES 404132AB8 41955 28860000 prn shared none 28780 80 HCC INSURANCE HLDGS 2% SENIOR CONVERTIBLE DEBENTUR 404132AC6 36137 23371000 prn shared none 23301 70 HEALTH MGT ASSOC 0% ZERO COUPON SENIOR CONVERTIBLE 421933AG7 3539 4068000 prn sole none 4068 0 HEINZ (H.J.) CO COMMON STOCK 423074103 17820 425000 shs shared none 425000 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 752 1550 shs CALL shared none 1550 0 HELIX ENERGY SOLUTIONS GROUP 3.25% CASH PAY CONVERTIBLE NOT 127914AB5 1301 973000 prn sole none 803 170 HELMERICH & PAYNE INC COMMON STOCK 423452101 861 37400 shs sole none 37400 0 HENRY SCHEIN INC 3% CONVERTIBLE SENIOR NOTES DU 806407AB8 50283 40633000 prn shared none 40559 74 HERSHEY FOODS CORP COMMON STOCK 427866108 454 8500 shs shared none 8500 0 HESS CORP (ACES) 7% MANDATORY CONVERTIBLE PREFE 42809H206 97063 932760 shs shared none 930930 1830 HEWLETT PACKARD COMMON STOCK 428236103 4777 4850 shs CALL shared none 4850 0 HEWLETT PKD (LYONS) CONVERTIBLE SUBORDINATED (LYON 428236AC7 56685 82301000 prn sole none 81820 481 HEWLETT-PACKARD CO. COMMON STOCK 428236103 480062 13084278 shs shared none 12310658 773620 HILTON HOTELS COMMON STOCK 432848109 1842 66127 shs shared none 66000 127 HILTON HOTELS 3.375% 3.375% SENIOR UNSECURED CONTIN 432848AZ2 1020 780000 prn sole none 0 780 HOME DEPOT COMMON STOCK 437076102 173285 4777640 shs shared none 4771725 5915 HONEYWELL INTL COMMON STOCK 438516106 2168 53000 shs shared none 53000 0 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 36204 1050000 shs shared none 1050000 0 IAC INTERACTIVECORP COMMON STOCK 44919P300 1869 65000 shs shared none 65000 0 IDEXX LABORATORIES INC COMMON STOCK 45168D104 54684 600000 shs shared none 600000 0 ILL TOOL WORKS INC COMMON STOCK 452308109 1209 26925 shs shared none 26895 30 INCO LTD 1% 1% SENIOR CONVERTIBLE DEBENTUR 453258AT2 102256 42124000 prn sole none 41464 660 INCO LTD LYONS SENIOR LYONS DUE 2021 453258AM7 12883 6362000 prn sole none 6362 0 INFORMATICA CORP COMMON STOCK 45666Q102 42129 3100000 shs shared none 3100000 0 INFORMATICA CORP 3.00% CONVERTIBLE SENIOR NOTES 45666QAB8 1426 1400000 prn shared none 1400 0 INFOSYS TECHNOLOGIES LTD COMMON STOCK 456788108 1432 1600 shs CALL shared none 1600 0 INFOSYS TECHNOLOGIES LTD - ADR ADR 456788108 269249 5641093 shs shared none 5629533 11560 INTEGRA LIFESCI 2.50% 2.50% CONVERTIBLE NOTES DUE 20 457985AB5 12456 10578000 prn sole none 10501 77 INTEL CORP COMMON STOCK 458140100 34241 1664590 shs shared none 1664590 0 INTERSIL CORP - CL A COMMON STOCK 46069S109 112930 4600000 shs shared none 4600000 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 4611 56276 shs shared none 56276 0 INTL GAME TECH 0% SENIOR UNSECURED CONVERTIBL 459902AM4 135856 153945000 prn shared none 153229 716 INTL GAME TECHNOLOGY COMMON STOCK 459902102 1386 2200 shs CALL shared none 2200 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 42921 1034245 shs shared none 1034245 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 191305 1814182 shs shared none 1583493 230689 INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 71600 1600000 shs shared none 1600000 0 INVITROGEN 2% CONVERTIBLE SENIOR NOTES DU 46185RAJ9 1403 1307000 prn sole none 2 1305 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 646 745000 prn sole none 742 3 IRON MOUNTAIN INC COMMON STOCK 462846106 85880 2000000 shs shared none 2000000 0 ITRON INC 2.50% CONVERTIBLE SENIOR SUBOR 465741AJ5 11513 10200000 prn shared none 10200 0 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 33848 510525 shs shared none 510525 0 J.C. PENNEY CO INC COMMON STOCK 708160106 56887 831800 shs sole none 630520 201280 JABIL CIRCUIT INC COMMON STOCK 466313103 400 1600 shs CALL shared none 1600 0 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 134517 1800044 shs shared none 1511083 288961 JEFFERIES GROUP INC COMMON STOCK 472319102 92038 3229400 shs shared none 3229400 0 JLG INDUSTRIES INC COMMON STOCK 466210101 57611 2908200 shs shared none 2908200 0 JNJ (ALZA CP) ZERO 7/20 0% CONVERTIBLE SUBORDINATED DE 02261WAB5 1332 1495000 prn sole none 0 1495 JOHNSON & JOHNSON COMMON STOCK 478160104 91312 1406105 shs shared none 1406105 0 JONES APPAREL GROUP INC COMMON STOCK 480074103 1233 38000 shs shared none 38000 0 JOY GLOBAL INC COMMON STOCK 481165108 149531 3980071 shs shared none 3256641 723430 JP MORGAN CHASE & CO COMMON STOCK 46625H100 44745 952831 shs shared none 952831 0 JUNIPER NETWORKS 0% SENIOR CONVERTIBLE NOTES DU 48203RAC8 581 560000 prn sole none 0 560
KAYDON CORP 4% SENIOR SUBORDINATED UNSECUR 486587AB4 9889 7428000 prn shared none 7371 57 KEANE INC 2% CASH PAY SUBORDINATED CONVE 486665AB8 9849 9800000 prn shared none 9800 0 KELLWOOD CO 3.50% CONVERTIBLE SENIOR DEBEN 488044AF5 2417 2700000 prn shared none 2700 0 KING PHARMACEUTICALS INC COMMON STOCK 495582108 65974 3874000 shs shared none 3874000 0 KOHLS CORP COMMON STOCK 500255104 1418 1400 shs CALL shared none 1400 0 KOHLS CORP COMMON STOCK 500255104 152430 2347965 shs shared none 1981132 366833 KRAFT FOODS INC - CL A COMMON STOCK 50075N104 8915 250000 shs shared none 250000 0 KROGER CO COMMON STOCK 501044101 4697 203000 shs shared none 203000 0 LABORATORY CORP LYONS LYONS DUE 2021 50540RAC6 123638 139704000 prn shared none 138811 893 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 128260 1956070 shs shared none 1855585 100485 LAM RESEARCH CORP COMMON STOCK 512807108 1829 1650 shs CALL shared none 1650 0 LAM RESEARCH CORP COMMON STOCK 512807108 81594 1800000 shs shared none 1800000 0 LAMAR ADVERTISING 2.875% CASH PAY CONVERTIBLE SE 512815AG6 24933 21085000 prn shared none 21085 0 LANDAMERICA FINANCIAL GROUP 3.125% CONVERTIBLE SENIOR DEBE 514936AB9 8458 7560000 prn sole none 7485 75 LAS VEGAS SANDS CORP COMMON STOCK 517834107 75185 1100000 shs shared none 1100000 0 LAUREATE EDUCATION INC COMMON STOCK 518613104 58337 1218900 shs shared none 1218900 0 LEHMAN BROS HLD COMMON STOCK 524908100 2376 2200 shs CALL shared none 2200 0 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 225391 3051600 shs shared none 3051600 0 LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 763 590000 prn sole none 515 75 LEXMARK INTL INC COMMON STOCK 529771107 171188 2968926 shs shared none 2336351 632575 LIBERTY (TWX) .75% .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 115892 105237000 prn shared none 102902 2335 LIBERTY MEDIA (FON) 4% 4% SENIOR EXCHANGABLE DEBENTUR 530715AG6 2157 3249000 prn shared none 3249 0 LIBERTY MEDIA(FON)3.75% 3.75% CONVERTIBLE SUB. NOTES D 530715AL5 2578 4142000 prn shared none 4142 0 LIBERTY MEDIA(MOTOROLA) 3.50% SENIOR EXCHANGEABLE NOTE 530715AN1 25305 22926000 prn shared none 22821 105 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES DUE 20 530715AR2 1315 1665000 prn sole none 125 1540 LINCOLN NATIONAL CORP COMMON STOCK 534187109 9813 158074 shs shared none 158074 0 LOCKHEED MARTIN 3MTH LIBOR CASH PAY TO ZERO SE 539830AP4 254278 200836000 prn shared none 199184 1652 LOCKHEED MARTIN CORP COMMON STOCK 539830109 162967 1893645 shs shared none 1892595 1050 LOEWS CORP COMMON STOCK 540424108 153899 4060664 shs shared none 3853834 206830 LOWE'S COMPANIES COMMON STOCK 548661107 3776 134557 shs shared none 134557 0 LOWES COS .861% SENIOR CONVERTIBLE NOTES 548661CG0 45386 46194000 prn sole none 45412 782 LSI LOGIC COMMON STOCK 502161102 95340 11598498 shs shared none 10498439 1100059 LSI LOGIC 4% CONVERTIBLE SUBORDINATED NO 502161AJ1 38368 38272000 prn shared none 36677 1595 MANITOWOC CO INC COMMON STOCK 563571108 101018 2255362 shs shared none 1935187 320175 MANOR CARE INC COMMON STOCK 564055101 118656 2269634 shs shared none 1841672 427962 MANOR CARE INC 2.125% SR UNSECURED CASH PAY C 564055AM3 3752 3060000 prn sole none 3060 0 MANPOWER INC. COMMON STOCK 56418H100 163954 2675929 shs shared none 2489606 186323 MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 62271 1930280 shs shared none 1923590 6690 MARATHON OIL CP COMMON STOCK 565849106 20086 261200 shs shared none 261200 0 MARKEL CORP LYONS SENIOR LYONS DUE 2031 - FULL C 570535AC8 4676 9717000 prn sole none 9717 0 MARRIOTT INTL INC - CL A COMMON STOCK 571903202 176092 4557234 shs shared none 4548133 9101 MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 130542 1542687 shs shared none 1346172 196515 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 166589 8600364 shs shared none 8600076 288 MASCO CORP COMMON STOCK 574599106 12339 450000 shs shared none 450000 0 MATTEL INC COMMON STOCK 5577081102 1432 4600 shs CALL shared none 4600 0 MCDONALD'S CORP COMMON STOCK 580135101 3658 93500 shs shared none 93500 0 MCKESSON CORP COMMON STOCK 58155Q103 1294 1950 shs CALL shared none 1950 0 MEDAREX INC 2.25% SENIOR UNSECURED CONVERT 583916AG6 3572 3435000 prn shared none 2800 635 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 724 12046 shs shared none 12000 46 MEDICIS PHARM 1.50% EXCH'D 1.50% CASH PAY SENIOR CONTINGE 584690AB7 992 970000 prn sole none 0 970 MEDTRONIC INC COMMON STOCK 585055106 1779 38300 shs shared none 38300 0 MEMC ELEC MATERIALS COMMON STOCK 552715104 258898 7067936 shs shared none 6021612 1046324 MENTOR GRAPHICS FLOATING RATE CASH PAY CONVERT 587200AD8 4896 4800000 prn shared none 4800 0 MENTOR GRAPHICS 6.25% CONVERTIBLE NOTES DUE 20 587200AF3 4247 3685000 prn shared none 3685 0 MERCK & CO COMMON STOCK 589331107 131518 3138850 shs shared none 3137200 1650 MERRILL LYNC&CO LYONS(Float) 0% SENIOR STEP UP FLOATING RAT 590188W46 303882 260039000 prn shared none 258383 1656 MERRILL LYNCH & CO COMMON STOCK 590188108 20083 256745 shs shared none 256745 0 METLIFE INC COMMON STOCK 59156R108 2313 40800 shs shared none 40800 0 METTLER-TOLEDO COMMON STOCK 592688105 62843 950000 shs shared none 950000 0 MGIC INVESTMENT CORP COMMON STOCK 552848103 4798 80000 shs shared none 80000 0 MGIC INVSTMT CP COMMON STOCK 552848103 620 2000 shs PUT shared none 2000 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 127835 7346840 shs shared none 6921670 425170 MICROSOFT CORP COMMON STOCK 594918104 194071 7095850 shs shared none 7095850 0 MOBILE MINI INC MOBILE MINI INC 60740FAE5 10687 9988000 prn shared none 9988 0 MOLEX INC COMMON STOCK 608554101 56510 1450098 shs shared none 1262913 187185 MOLSON COORS BREWING CO COMMON STOCK 60871R209 2618 38000 shs shared none 38000 0 MONEYGRAM INTL INC COMMON STOCK 60935Y109 59835 2059000 shs shared none 2059000 0 MONSTER WORLDWIDE INC COMMON STOCK 611742107 248 800 shs CALL shared none 800 0 MONSTER WORLDWIDE INC COMMON STOCK 611742107 116679 3224059 shs shared none 2706216 517843 MOODY'S CORP COMMON STOCK 615369105 144865 2215735 shs shared none 2215735 0 MORGAN STANLEY COMMON STOCK 617446448 4365 59875 shs shared none 58675 1200 MOTOROLA INC COMMON STOCK 620076109 2541 4750 shs CALL shared none 4750 0 MOTOROLA INC COMMON STOCK 620076109 43206 1728226 shs shared none 1724647 3579 MSC INDUSTRIAL DIRECT CO INC-A COMMON STOCK 553530106 38002 932800 shs shared none 932800 0 MYLAN LABORATORIES INC COMMON STOCK 628530107 27329 1357630 shs shared none 1357535 95 NABORS INDS INC 0% SENIOR CONTINGENT CONVERTIB 629568AL0 183285 175813000 prn shared none 174977 836 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 599 20135 shs shared none 20000 135 NASDAQ STOCK MARKET INC COMMON STOCK 631103108 123062 4069500 shs shared none 4069500 0 NATIONAL AUSTRALIA BK 7.875% CONVERTIBLE PREFERRED S 632525309 77666 1763130 shs shared none 1760130 3000 NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 117589 4997400 shs shared none 4997400 0 NCI BUILDING SYSTEM 2.125% SENIOR SUBORDINATED CON 628852AG0 793 511000 prn sole none 381 130 NDS GROUP PLC-SPONS ADR ADR 628891103 5140 117000 shs shared none 117000 0 NEWMONT MINING CORP COMMON STOCK 651639106 1124 26300 shs shared none 26300 0 NEWS CORP - CL A COMMON STOCK 65248E104 491 25000 shs shared none 25000 0 NEWS CORP - CL B COMMON STOCK 65248E203 123198 5968895 shs shared none 5968895 0 NICE SYSTEMS LTD -SPONS ADR ADR 653656108 3320 120000 shs shared none 120000 0 NICOR INC COMMON STOCK 654086107 1497 35000 shs shared none 35000 0 NII HOLDINGS INC COMMON STOCK 62913F201 2735 1720 shs CALL shared none 1720 0 NII HOLDINGS INC COMMON STOCK 62913F201 323518 5204600 shs shared none 5204600 0 NII HOLDINGS INC 2.75% SR CONVERTIBLE NOTES DUE 62913FAF9 951 673000 prn sole none 503 170 NIKE INC-B COMMON STOCK 654106103 40821 465885 shs shared none 465885 0 NOKIA CP - ADR ADR 654902204 64811 3291552 shs shared none 3278147 13405 NORDSTROM INC COMMON STOCK 655664100 131803 3115900 shs shared none 3115900 0 NORFOLK SOTHN CORP COMMON STOCK 655844108 117259 2661941 shs shared none 2213427 448514 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 34314 4200000 shs shared none 4200000 0 NUCOR CORP COMMON STOCK 670346105 601 12150 shs shared none 10750 1400 NUTRI/SYSTEM INC COMMON STOCK 67069D108 62913 1010000 shs shared none 1010000 0 NUVEEN INVESTMENTS- CL A COMMON STOCK 67090F106 405 7900 shs sole none 7900 0 NVIDIA CORP COMMON STOCK 67066G104 2418 3530 shs CALL shared none 3530 0 NVIDIA CORP COMMON STOCK 67066G104 376457 12722455 shs shared none 11043558 1678897 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1810 37617 shs shared none 37600 17 OCEANEERING INTL INC COMMON STOCK 675232102 38672 1255600 shs shared none 1255600 0 OFFICE DEPOT INC COMMON STOCK 676220106 3036 4600 shs CALL shared none 4600 0 OFFICE DEPOT INC COMMON STOCK 676220106 262317 6607493 shs shared none 5686943 920550 OMNICARE CAP TRUST (PIERS) 4% TRUST CONTINGENT CONVERTIBL 68214L201 368 6080 shs sole none 0 6080 OMNICARE INC 3.25% CASH PAY CONVERTIBLE SEN 681904AL2 38783 43576000 prn shared none 42123 1453 OMNICOM GROUP INC COMMON STOCK 681919106 2808 30000 shs shared none 30000 0 OMNICOM GRP (EXCHANGED) ZERO COUPON ZERO YIELD CONVERT 681919AT3 126427 124405000 prn sole none 122698 1707 ON SEMICONDUCTOR CORP 1.875% SR SUB CASH PAY CONVERT 682189AD7 9590 8900000 prn shared none 8900 0
OPEN SOLUTIONS INC 1.4673% CATZ DUE 2035 68371PAB8 9822 15590000 prn shared none 15165 425 OPTIONSEXPRESS HOLDINGS INC COMMON STOCK 684010101 39032 1400000 shs shared none 1400000 0 ORACLE CORP COMMON STOCK 68389X105 366157 20640195 shs shared none 17812618 2827577 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 5160 137500 shs sole none 137500 0 P G & E CORP COMMON STOCK 69331C108 292 7000 shs shared none 7000 0 PANERA BREAD CO - CL A COMMON STOCK 69840W108 46600 800000 shs shared none 800000 0 PDL BIOPHARMA INC 2% SR UNSECURED CONVERTTIBLE 74369LAF0 977 950000 prn sole none 0 950 PEPSICO INC COMMON STOCK 713448108 3381 3715 shs CALL shared none 3715 0 PEPSICO INC COMMON STOCK 713448108 129688 1987249 shs shared none 1987249 0 PETROCHINA CO LTD -ADR ADR 71646E100 40283 374200 shs shared none 374200 0 PFIZER INC COMMON STOCK 717081103 168821 5952801 shs shared none 5944906 7895 PHARMACEUTICAL PRODUCT DEV INC COMMON STOCK 717124101 69067 1935200 shs shared none 1935200 0 PHOTRONICS INC COMMON STOCK 719405102 1100 3374 shs CALL shared none 3374 0 PHOTRONICS INC 2.25% 2.25% CASH PAY CONVERTIBLE SUB 719405AE2 6150 5675000 prn sole none 5610 65 PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 42180 1500000 shs shared none 1500000 0 PNC FINANCIAL SERVICES CORP COMMON STOCK 693475105 2311 31900 shs shared none 31900 0 POLO RALPH LAUREN CORP COMMON STOCK 731572103 112404 1737585 shs shared none 1474437 263148 POLYCOM INC COMMON STOCK 73172K104 1575 3500 shs CALL shared none 3500 0 PRICELINE.COM INC 2.25% CONVERTIBLE SENIOR UNSEC 741503AE6 9848 8517000 prn sole none 8294 223 PRIDE INTL INC 3.25% 3.25% CASH PAY SENIOR CONVERTI 74153QAD4 248 205000 prn sole none 0 205 PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 178440 3287404 shs shared none 3132804 154600 PROCTER & GAMBLE CO COMMON STOCK 742718109 9200 148440 shs shared none 146591 1849 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 876 11495 shs shared none 11495 0 QUALCOMM INC COMMON STOCK 747525103 4833 132954 shs shared none 128100 4854 QUANTA SERVICES 4.50% CASH PAY CONVERTIBLE SUB 74762EAC6 45410 27859000 prn shared none 27540 319 QUEST DIAGNOSTC COMMON STOCK 74834L100 80478 1315860 shs shared none 1314455 1405 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1575 7000 shs CALL shared none 7000 0 QWEST COMMUNICATIONS INTL 3.5% CONVERTIBLE NOTES DUE 202 749121BY4 88378 54303000 prn shared none 54241 62 RACKABLE SYSTEMS INC COMMON STOCK 750077109 24633 900000 shs shared none 900000 0 RANGE RESOURCES CORP COMMON STOCK 75281A109 5081 201300 shs sole none 201300 0 RAYTHEON CO COMMON STOCK 755111507 63988 1332800 shs shared none 1332800 0 RED HAT INC COMMON STOCK 756577102 139990 6640899 shs shared none 5460746 1180153 RED HAT INC 0.50% SENIOR UNSECURED CONVERT 756577AB8 43391 41473000 prn shared none 41388 85 REGAL BELOIT 2.75% CONVERTIBLE SENIOR SUBOR 758750AB9 27990 16309000 prn sole none 16084 225 REYNOLDS AMERICAN INC COMMON STOCK 761713106 57384 926000 shs shared none 926000 0 RF MICRO DEVICE COMMON STOCK 749941100 1400 8000 shs CALL shared none 8000 0 RF MICRO DEVICE 1.50% Cash Pay Convertible Sub 749941AE0 51550 44584000 prn shared none 43829 755 ROCKWELL AUTOMTN COMMON STOCK 773903109 147397 2536961 shs shared none 2410513 126448 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 69496 118040000 prn shared none 116153 1887 RPM INTL INC COMMON STOCK 749685103 5127 270000 shs shared none 270000 0 RPM INTL INC 1.389% SENIOR CONTINGENT CONVE 749685AK9 7161 12647000 prn sole none 12647 0 RR DONNELLEY & SONS CO COMMON STOCK 257867101 11536 350000 shs shared none 350000 0 SABRE HOLDINGS CORP COMMON STOCK 785905100 56136 2400000 shs shared none 2400000 0 SALESFORCE.COM INC COMMON STOCK 79466L302 64722 1803854 shs shared none 1584029 219825 SANDISK CORP COMMON STOCK 80004C101 317318 5926754 shs shared none 5469203 457551 SANDISK CORP 1.00% CASH PAY CONVERTIBLE NOT 80004CAC5 46680 49008000 prn shared none 47485 1523 SATYAM COMPUTER SVC LTD - ADR ADR 804098101 18560 479700 shs shared none 479700 0 SCHERING PLOUGH (MANDATORY) 6% MANDATORY CONVERTIBLE PREFE 806605606 131465 2364905 shs shared none 2349195 15710 SCHLUMBERGER LTD COMMON STOCK 806857108 2046 2200 shs CALL shared none 2200 0 SCHLUMBERGER LTD COMMON STOCK 806857108 4817 77655 shs shared none 75905 1750 SCHLUMBERGER LTD [A] 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 51368 29714000 prn shared none 29197 517 SCHLUMBERGER LTD [B] 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 111362 68636000 prn shared none 66084 2552 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 2048 7000 shs CALL shared none 7000 0 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 287515 16053325 shs shared none 13924138 2129187 SEACOR SMIT INC 2.875% SENIOR CONVERTIBLE NOTE 811904AJ0 49519 39301000 prn shared none 38144 1157 SEACOR SMIT INC 144A(R) 2.875% SENIOR CONVERTIBLE NOTE 811904AH4 548 435000 prn sole none 0 435 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 273291 11835922 shs shared none 11824439 11483 SEI INVESTMENTS CO COMMON STOCK 784117103 39333 700000 shs shared none 700000 0 SHUFFLE MASTER 1.25% CONTINGENT CONVERTIBLE S 825549AB4 420 375000 prn sole none 0 375 SIRF TECHNOLOGY HOLDINGS INC COMMON STOCK 82967H101 44509 1855330 shs shared none 1622255 233075 SLM CORP (CATZ) FLOATING RATE CONVERTIBLE SENI 78442PAC0 14936 14900000 prn shared none 14900 0 SMITH INTL INC COMMON STOCK 832110100 234 6022 shs sole none 6000 22 SOTHEBYS HOLDINGS INC - CL A COMMON STOCK 835898107 67704 2100000 shs shared none 2100000 0 SPDR TRUST SERIES 1 COMMON STOCK 78462F103 455 2330 shs PUT shared none 2330 0 ST PAUL TRAVELERS COS INC COMMON STOCK 792860108 1787 38100 shs shared none 38100 0 STARBUCKS CORP COMMON STOCK 855244109 61458 1804920 shs shared none 1797720 7200 STATE STREET CORP COMMON STOCK 857477103 2282 36575 shs shared none 36575 0 SUNTRUST BANKS INC COMMON STOCK 867914103 5062 65500 shs shared none 65500 0 SUNTRUST BKS COMMON STOCK 867914103 105 2100 shs PUT shared none 2100 0 SYBASE INC 1.75% SUBORDINATED CONVERTIBLE 871130AB6 978 885000 prn sole none 735 150 SYNAPTICS INC 0.75% CONVERTIBLE SENIOR SUBOR 87157DAB5 230 265000 prn sole none 0 265 SYNOPSYS INC COMMON STOCK 871607107 44380 2250500 shs shared none 2250500 0 T ROWE PRICE COMMON STOCK 74144T108 202951 4241390 shs shared none 3908617 332773 TARGET CORP COMMON STOCK 87612E106 2290 41441 shs shared none 41441 0 TD AMERITRADE HOLDING CORP COMMON STOCK 87236Y108 157766 8369551 shs shared none 7670396 699155 TECHNITROL INC COMMON STOCK 878555101 41790 1400000 shs shared none 1400000 0 TEKTRONIX INC COMMON STOCK 879131100 42281 1461500 shs shared none 1461500 0 TELLABS INC COMMON STOCK 879664100 219 19984 shs sole none 8432 11552 TEMPLE-INLAND INC COMMON STOCK 879868107 52130 1300000 shs shared none 1300000 0 TEVA PHARMACEUTICAL (A) 0.50% CASH PAY SENIOR CONVERTI 88164RAA5 57641 54701000 prn shared none 53282 1419 TEVA PHARMACEUTICAL (B) 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 143766 132656000 prn shared none 131359 1297 TEVA PHARMACEUTICAL IND LTD 1.75% SENIOR CONVERTIBLE NOTES 88165FAA0 20463 21540000 prn sole none 21507 33 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 4719 141930 shs shared none 141930 0 THERMO ELECTRON CORP COMMON STOCK 883556102 275701 7009945 shs shared none 6663170 346775 THOMAS & BETTS CORP COMMON STOCK 884315102 104962 2200000 shs shared none 2200000 0 THOR INDUSTRIES INC COMMON STOCK 885160101 37209 903800 shs shared none 903800 0 THORATEC CORP 1.3798% SENIOR SUBORDINATED CO 885175AB5 6391 10350000 prn shared none 10000 350 TIME WARNER INC COMMON STOCK 887317105 6426 352500 shs shared none 352500 0 TIME WARNER TELECOM COMMON STOCK 887317105 1440 3000 shs CALL shared none 3000 0 TIME WARNER TELECOM 2.375% CASH PAY CONVERTIBLE DE 887319AC5 41221 33310000 prn shared none 33310 0 TIME WARNER TELECOM- CL A COMMON STOCK 887319101 19010 1000000 shs shared none 1000000 0 TITANIUM METALS CORP COMMON STOCK 888339207 74227 2936200 shs shared none 2936200 0 TJX COMPANIES LYONS LYONS SUBORDINATED NOTES DUE 2 872540AL3 12633 13547000 prn sole none 13547 0 TOLL BROTHERS INC COMMON STOCK 889478103 46234 1646500 shs shared none 1646500 0 TRANSACTION SYSTEMS ARCHIT- A COMMON STOCK 893416107 34320 1000000 shs shared none 1000000 0 TRANSOCEAN INC COMMON STOCK G90078109 801 10934 shs shared none 9484 1450 TRAVELERS PROP CAS 4.50% 4.50% CONVERTIBLE JUNIOR SUBOR 89420G307 200863 203963475 prn shared none 8120884 37655 TRINITY INDUSTRIES INC COMMON STOCK 896522109 80972 2517000 shs shared none 2517000 0 TRINITY INDUSTRIES INC 3.875% CONVERTIBLE SENIOR NOTE 896522AF6 30123 31378000 prn shared none 31287 91 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 7298 375000 shs shared none 375000 0 TWEEN BRANDS INC COMMON STOCK 901166108 37600 1000000 shs shared none 1000000 0 TXU CORP COMMON STOCK 873168108 2044 32700 shs shared none 32700 0 TYCO INTL LTD COMMON STOCK 902124106 45652 1631000 shs shared none 1631000 0 TYCO INTL LTD Series B 3.125% CASH PAY SENIOR UNSECUR 902118BG2 16468 12511000 prn shared none 12156 355 TYCO INTL LTD Series B 144A(R) 3.125% CASH PAY SENIOR UNSECUR 902118BE7 1158 880000 prn sole none 0 880 UNION PACIFIC CORP COMMON STOCK 907818108 1417 16100 shs shared none 16100 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 1944 27017 shs shared none 27017 0 UNITED STATES STEEL CORP COMMON STOCK 912909108 1003 1520 shs CALL shared none 1520 0 UNITED STATES STEEL CORP COMMON STOCK 912909108 65313 1132340 shs shared none 1014915 117425
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 3737 58991 shs shared none 57591 1400 US BANCORP COMMON STOCK 902973304 502 15103 shs sole none 0 15103 UTD AUTO GROUP 3.50% SENIOR SUBORDINATED CONV 909440AH2 46883 40416000 prn shared none 39901 515 VALEANT PHARMA - A 3% CONVERTIBLE SUBORDINATED NO 91911XAB0 6615 7000000 prn shared none 7000 0 VALEANT PHARMA - B 4% CONVERTIBLE SUBORDINATED NO 91911XAD6 33159 35322000 prn shared none 35142 180 VALERO ENERGY COMMON STOCK 91913Y100 98773 1919034 shs shared none 1917316 1718 VALUECLICK INC COMMON STOCK 92046N102 56603 3053000 shs shared none 3053000 0 VERITAS DGC INC COMMON STOCK 92343P107 2764 42000 shs shared none 42000 0 VERIZON COMM COMMON STOCK 92343V104 38578 1039000 shs shared none 1039000 0 VF CORP COMMON STOCK 918204108 52889 725000 shs shared none 725000 0 VIMPELCOM -ADR ADR 68370R109 66649 1100000 shs shared none 1100000 0 VISHAY INTERTEC COMMON STOCK 928298108 1225 7000 shs CALL shared none 7000 0 VISHAY INTERTEC 3.625% CONVERTIBLE SUBORDINATE 928298AF5 101760 101128000 prn shared none 99691 1437 VULCAN MATLS CO COMMON STOCK 929160109 39415 503700 shs shared none 503700 0 WACHOVIA CORP COMMON STOCK 929903102 23921 428700 shs shared none 428700 0 WACHOVIA OIL BSKT-HES,HAL,NBR 0.25% CONVERTIBLE STRUCTURED N 929903AU6 93120 99594000 prn shared none 99144 450 WALGREEN CO COMMON STOCK 931422109 1731 39000 shs shared none 39000 0 WAL-MART STORES INC COMMON STOCK 931142103 8602 174418 shs shared none 174418 0 WALT DISNEY 2.125% 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 292590 260080000 prn shared none 256525 3555 WASHINGTON MUTUAL INC COMMON STOCK 939322103 203704 4686078 shs shared none 4686078 0 WASTE MGT INC COMMON STOCK 94106L109 403 11000 shs shared none 11000 0 WEATHERFORD INTL LTD COMMON STOCK G95089101 1449 3720 shs CALL shared none 3720 0 WEATHERFORD INTL LTD COMMON STOCK G95089101 428917 10280845 shs shared none 9254748 1026097 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 78557 1387200 shs shared none 1387200 0 WELLS FARGO & COMPANY COMMON STOCK 949746101 5430 150090 shs shared none 150090 0 WESCO INTL INC COMMON STOCK 95082P105 63723 1098100 shs shared none 1098100 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 135953 7511225 shs shared none 7511225 0 WHOLE FOODS MARKET INC COMMON STOCK 966837106 134284 2259535 shs shared none 2166985 92550 WPP GROUP(GRAY GLOBAL)+$499.31 5% CASH PAY CONTINGENT CONVERT 39787MAB4 3769 3000000 prn shared none 3000 0 WYETH COMMON STOCK 983024100 6297 123850 shs shared none 123850 0 WYETH FLOATING RATE CONVERTIBLE SENI 983024AD2 161768 148493000 prn shared none 147851 642 YAHOO! INC COMMON STOCK 984332106 151 900 shs CALL shared none 900 0 YAHOO! INC COMMON STOCK 984332106 3319 131295 shs shared none 131180 115 YAHOO! INC 0% ZERO COUPON SENIOR CONVERTIBLE 984332AB2 2184 1685000 prn sole none 0 1685 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 1215 18000 shs shared none 18000 0
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