-----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, A/VCIwrG6XheavgIbmzt5UtUsuy8XGIu57SBAfGw8zh4iTaKdMWpsouNh51nFPdv 214eGQlMYg2KBZSfztcudQ== 0000950137-05-009692.txt : 20050805 0000950137-05-009692.hdr.sgml : 20050805 20050805145806 ACCESSION NUMBER: 0000950137-05-009692 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050805 DATE AS OF CHANGE: 20050805 EFFECTIVENESS DATE: 20050805 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: 051002430 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 c97408e13fvhr.txt FORM 13F - HOLDING REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2005 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: 1111 East Warrenville Road Naperville, Illinois 60563-1493 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: James S. Hamman, Jr. Title: EVP & General Counsel Phone: (630) 245-7200 Signature, Place, and Date of Signing: /s/ James S. Hamman, Jr. Naperville, Illinois August 5, 2005 ----------------------- -------------------- -------------- [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).) 13FCOVER FORM 13F SUMMARY PAGE Report Summary: Form 13F Information Table Entry Total: 717 Form 13F Information Table Value Total: $31,526,330 (thousands) 13FCOVER
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ADC TELECOMM(TRANCHE 1) 1% SUBORDINATED CONVERTIBLE NO 000886AD3 $ 25858 26185000 prn shared none 26185 0 AFLAC INC COMMON STOCK 001055102 $ 216 5001 shs shared none 5001 0 AGCO CORP COMMON STOCK 001084102 $ 1017 53200 shs sole none 18300 34900 AGCO CORP 1.75% CASH PAY CONVERTIBLE SEN 001084AJ1 $ 1807 1750000 prn sole none 550 1200 AES CORP COMMON STOCK 00130H105 $143047 8733000 shs shared none 8733000 0 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 1233 25148 shs shared none 23000 2148 ABGENIX INC COMMON STOCK 00339B107 $ 1716 200000 shs shared none 200000 0 ACTUANT CORP- CL A COMMON STOCK 00508X203 $ 384 8000 shs sole none 8000 0 ACTUANT CORP 2.00% SENIOR SUBORDINATED CONT 00508XAB0 $ 519 400000 prn sole none 400 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 $ 1717 60000 shs shared none 60000 0 ADVANCED MEDICAL OPTICS INC COMMON STOCK 00763M108 $ 390 9800 shs shared none 9800 0 ADVANCED MED OPTICS 2.50% CASH PAY CONVERTIBLE SEN 00763MAG3 $ 12150 12105000 prn sole none 11955 150 ADV MICRO DEV 4.75% 4.75% SENIOR CONVERTIBLE NOTES 007903AE7 $ 22105 22300000 prn shared none 22300 0 AES CORP TRUST III (TECONS) 6.75% Term Convertible Securit 00808N202 $ 19803 410000 shs shared none 410000 0 AETNA INC COMMON STOCK 00817Y108 $ 1159 14000 shs shared none 14000 0 AFFILIATED COMPUTER SVCS -CL A COMMON STOCK 008190100 $ 317 6200 shs shared none 6200 0 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 311 4550 shs shared none 4550 0 AFFYMETRIX INC COMMON STOCK 00826T108 $ 84611 1569200 shs shared none 1569200 0 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 $ 1013 44000 shs shared none 44000 0 AGILENT TECHNOLOGIES 3% SENIOR UNSECURED CONVERTIBL 00846UAB7 $ 789 800000 prn sole none 800 0 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 $ 482 8000 shs shared none 8000 0 ALLIANCE CAP LTD PARTNERSHIP 01855A101 $ 43365 927800 shs shared none 927800 0 ALLIANCE DATA COMMON STOCK 018581108 $105692 2605808 shs shared none 2400472 205336 ALLIANCE RES COMMON STOCK 01877R108 $ 1258 17000 shs sole none 17000 0 ALLIANT TECHSYS COMMON STOCK 018804104 $ 39991 566450 shs shared none 562400 4050 ALLIANT TECHSYS 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 $ 64111 61424000 prn shared none 60277 1147 ALLIANT TECHSYS 3% CONVERTIBLE SENIOR SUBORDIN 018804AK0 $ 437 400000 prn sole none 400 0 ALLIED WASTE 4.25% 4.25% Senior Subordinated Conv 019589AD2 $ 214 250000 prn sole none 250 0 ALLSTATE CORP COMMON STOCK 020002101 $185645 3107021 shs shared none 2958001 149020 ALLTEL CORP COMMON STOCK 020039103 $ 561 9000 shs shared none 9000 0 ALTRIA GROUP INC COMMON STOCK 02209S103 $ 23407 362000 shs shared none 362000 0 JNJ (ALZA CP) ZERO 7/20 0% CONVERTIBLE SUBORDINATED DE 02261WAB5 $ 3860 4325000 prn sole none 4325 0 AMAZON.COM INC COMMON STOCK 023135106 $523970 15834694 shs shared none 15148199 686495 AMAZON.COM INC REGISTERED 4.75% Convertible Subordinated 023135AF3 $ 345 360000 prn sole none 360 0 AMDOCS LTD 0.50% CASH PAY CONVERTIBLE SEN 02342TAD1 $ 13646 14975000 prn sole none 14975 0 AMERADA HESS CORP COMMON STOCK 023551104 $ 77220 725000 shs shared none 707160 17840 AMERADA HESS CORP (ACES) 7% Mandatory convertible prefe 023551401 $159880 1744842 shs shared none 1721679 23163 AMERICA MOVIL SA - ADR L ADR 02364W105 $125552 2106225 shs shared none 1925527 180698 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $174325 5689474 shs shared none 5325612 363862 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 $ 5430 457100 shs shared none 427200 29900 AMER EXPRESS CO. COMMON STOCK 025816109 $ 852 16000 shs shared none 16000 0 AMER FINL GROUP [CATZTM] 1.4861% SENIOR CASH PAY CONTIN 025932AD6 $ 30645 71685000 prn sole none 70005 1680 AMER INTL GROUP COMMON STOCK 026874107 $ 3021 52000 shs shared none 52000 0 AMERICAN INTL GRP 0.5% 0.5% EQUITY LINKED NOTES DUE 2 026874AN7 $ 374 400000 prn sole none 400 0 AMER MED SYS COMMON STOCK 02744M108 $ 28910 1400000 shs shared none 1400000 0 AMERICAN STANDARD COS INC COMMON STOCK 029712106 $ 3129 74650 shs shared none 74650 0 AMERICAN TOWER COMMON STOCK 029912201 $ 59413 2826500 shs shared none 2826500 0
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICREDIT CORP 1.75% SENIOR CONVERTIBLE NOTES 03060RAM3 $ 610 428000 prn sole none 368 60 AMERIGROUP CORP COMMON STOCK 03073T102 $ 52010 1293793 shs shared none 1102713 191080 AMETEK INC COMMON STOCK 031100100 $ 37665 900000 shs shared none 900000 0 ANADARKO PETROLEUM COMMON STOCK 032511107 $ 31903 388350 shs shared none 388350 0 ANDREW CORP COMMON STOCK 034425108 $ 172 13500 shs sole none 13500 0 ANDREW CORP 3.25% CASH PAY CONVERTIBLE SUB 034425AB4 $ 35055 31091000 prn sole none 30123 968 ANIXTER INT'L INC COMMON STOCK 035290105 $ 22458 604200 shs shared none 604200 0 ANTEON INTL CORP COMMON STOCK 03674E108 $ 32048 702500 shs shared none 702500 0 AON CORP 3.50% 3.50% SENIOR CASH PAY CONVERTI 037389AT0 $ 250 200000 prn sole none 200 0 APACHE CORP COMMON STOCK 037411105 $ 517 8000 shs shared none 8000 0 APPLE COMPUTER INC COMMON STOCK 037833100 $736244 20001200 shs shared none 18955632 1045568 APRIA HLTHCARE 3.375% CASH PAY SENIOR CONVERT 037933AB4 $ 218 200000 prn sole none 200 0 CELERA GEN-APPL COMMON STOCK 038020202 $ 461 42000 shs shared none 42000 0 AQUANTIVE INC COMMON STOCK 03839G105 $ 1543 87100 shs sole none 87100 0 AQUANTIVE INC 2.25% SENIOR UNSECURED CONVERT 03839GAB1 $ 305 200000 prn sole none 200 0 ARAMARK CORP - CL B COMMON STOCK 038521100 $ 282 10700 shs shared none 10700 0 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 $ 76519 3579000 shs shared none 3579000 0 ARMOR HLDGS INC COMMON STOCK 042260109 $ 33415 843600 shs shared none 843600 0 ARMOR HOLDINGS INC 2.00% Senior Subordinated Conv 042260AC3 $ 35508 36512000 prn shared none 36426 86 ASSURANT INC COMMON STOCK 04621X108 $ 35522 984000 shs shared none 984000 0 AUTODESK INC COMMON STOCK 052769106 $179884 5238309 shs shared none 4971869 266440 AUTOMATIC DATA COMMON STOCK 053015103 $ 231 5500 shs shared none 5500 0 BJ SERVICES COMMON STOCK 055482103 $ 2233 42550 shs shared none 42550 0 BMC SOFTWARE COMMON STOCK 055921100 $ 300 16700 shs shared none 16700 0 BAKER HUGHES COMMON STOCK 057224107 $ 205 4000 shs shared none 4000 0 BANCO ITAU HLDG FIN SA -ADR ADR 059602201 $ 3376 36500 shs shared none 36500 0 BANCOLOMBIA -ADR ADR 05968L102 $ 975 61000 shs shared none 61000 0 BANK OF AMER CP COMMON STOCK 060505104 $ 47070 1032000 shs shared none 1032000 0 BARD (C.R.) INC COMMON STOCK 067383109 $165474 2487961 shs shared none 2454321 33640 BARNES & NOBLE COMMON STOCK 067774109 $ 1789 46100 shs shared none 46100 0 BARR LABORATORIES INC COMMON STOCK 068306109 $112099 2299933 shs shared none 2125186 174747 BAUSCH & LOMB INC COMMON STOCK 071707103 $ 581 7000 shs shared none 7000 0 BAXTER INTL 7%(EQUITY UNITS) 7% EQUITY UNITS 071813406 $129548 2343059 shs shared none 2323489 19570 BEA SYSTEMS INC COMMON STOCK 073325102 $ 192 21900 shs shared none 21900 0 BEBE STORES INC COMMON STOCK 075571109 $ 43676 1650000 shs shared none 1650000 0 BED BATH & BEYOND INC COMMON STOCK 075896100 $ 297 7100 shs shared none 7100 0 BELL MICROPRODS COMMON STOCK 078137106 $ 1853 197100 shs shared none 156500 40600 BELL MICROPRODS 3.75% CASH PAYSENIOR SUBORDINA 078137AC0 $ 4421 4200000 prn shared none 3300 900 BELLSOUTH CORP COMMON STOCK 079860102 $ 49155 1850000 shs shared none 1850000 0 BEMIS COMPANY COMMON STOCK 081437105 $ 5706 215000 shs shared none 215000 0 BEST BUY COMPANY INC COMMON STOCK 086516101 $ 679 9900 shs shared none 9900 0 BEST BUY 2.25% 2.25% CONVERTIBLE SUBORDINATED 086516AF8 $ 77266 69297000 prn shared none 67913 1384 BIOSITE INC COMMON STOCK 090945106 $ 24746 450000 shs shared none 450000 0 BLACK & DECKER COMMON STOCK 091797100 $219470 2442623 shs shared none 2316074 126549 BLACKROCK INC COMMON STOCK 09247X101 $ 11762 146200 shs shared none 146200 0 BLOCK H & R COMMON STOCK 093671105 $ 63607 1090100 shs shared none 1090100 0 BOEING CO COMMON STOCK 097023105 $ 81510 1235000 shs shared none 1235000 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK 101388106 $ 674 45000 shs sole none 45000 0 BOYD GAMING CP COMMON STOCK 103304101 $ 72978 1427310 shs shared none 1425720 1590 BRIGHT HORIZONS COMMON STOCK 109195107 $ 1222 30000 shs sole none 30000 0 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 $107739 4313000 shs shared none 4313000 0 BROADCOM CORP-A COMMON STOCK 111320107 $ 1492 42000 shs shared none 42000 0
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BUNGE LTD 3.75% SENIOR CASH PAY CONVERTI 120568AE0 $ 48777 24697000 prn shared none 24637 60 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 $101429 2154400 shs shared none 2143495 10905 BURLINGTON RESOURCES INC COMMON STOCK 122014103 $ 442 8000 shs shared none 8000 0 CCC INFORMATION SVCS GROUP COMMON STOCK 12487Q109 $ 623 26000 shs sole none 26000 0 CBRL GROUP INC LYONs SENIOR LYONS DUE 2032 12489VAB2 $ 40185 83501000 prn sole none 83484 17 CHC HELICOPTER - CL A COMMON STOCK 12541C203 $ 507 26000 shs sole none 26000 0 CH ROBINSON WWD COMMON STOCK 12541W100 $ 46560 800000 shs shared none 800000 0 CIGNA CORP COMMON STOCK 125509109 $ 696 6500 shs shared none 6500 0 CIT GROUP INC COMMON STOCK 125581108 $127040 2956478 shs shared none 2749263 207215 CKE RESTAURANTS 4% SUBORDINATED NOTES DUE 2023 12561EAG0 $ 23553 14240000 prn shared none 14240 0 CMS ENERGY 3.375% CONVERTIBLE SENIOR NOTE 125896AY6 $ 753 500000 prn sole none 500 0 CRA INTERNATIONAL INC COMMON STOCK 12618T105 $ 1185 22000 shs sole none 22000 0 CSG SYSTEMS INTL INC COMMON STOCK 126349109 $ 560 29500 shs sole none 12000 17500 CSG SYS INTL 2.50% CASH PAY SENIOR SUBORDIN 126349AB5 $ 3582 3888000 prn shared none 3888 0 CSX CORP 0% 0% COUPON CONVERTIBLE DEBENTUR 126408GA5 $ 390 450000 prn shared none 450 0 CVS CORP COMMON STOCK 126650100 $ 95747 3293679 shs shared none 3032434 261245 CABOT OIL & GAS COMMON STOCK 127097103 $ 36472 1051076 shs shared none 1048396 2680 CADENCE DESIGN ZERO COUPON ZERO YIELD CONVERT 127387AB4 $ 80853 81670000 prn shared none 80626 1044 CAL DIVE INTL INC COMMON STOCK 127914109 $ 31422 600000 shs shared none 600000 0 CALAMOS CONVERTIBLE OPP&INC Calamos Convertible Opportunit 128117108 $ 215 11072 shs sole none 0 11072 CALLAWAY GOLF COMPANY COMMON STOCK 131193104 $ 2469 160000 shs shared none 160000 0 CAPITAL SOURCE INC 3.50% CONVERTIBLE SENIOR NOTES 14055XAD4 $ 19680 21746000 prn shared none 21379 367 CAREER EDUCATION CORP COMMON STOCK 141665109 $ 1607 43900 shs shared none 43900 0 CAREMARK RX INC COMMON STOCK 141705103 $190093 4269831 shs shared none 3936367 333464 CARNIVAL CORP COMMON STOCK 143658300 $269204 4934997 shs shared none 4777127 157870 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 $124933 88370000 prn shared none 87257 1113 CARNIVAL CORP LYONS 10/2021 SENIOR UNSECURED LYONS DUE 202 143658AS1 $ 75080 82961000 prn shared none 81805 1156 CATERPILLAR INC COMMON STOCK 149123101 $ 30452 319500 shs shared none 319500 0 CELGENE CORP 1.75% SENIOR CONVERTIBLE NOTES 151020AC8 $ 15430 8773000 prn shared none 8729 44 CENDANT CORPORATION COMMON STOCK 151313103 $ 1297 58000 shs shared none 58000 0 CENTERPOINT ENERGY 3.75% CONVERTIBLE SENIOR NOTES 15189TAC1 $ 15859 13181000 prn sole none 12558 623 CENTERPOINT ENERGY 2.875% SENIOR UNSECURED CONVER 15189TAL1 $ 10094 9229000 prn shared none 9229 0 CENTEX CORP COMMON STOCK 152312104 $115609 1635901 shs shared none 1310009 325892 CENTURYTEL INC COMMON STOCK 156700106 $ 95110 2746449 shs shared none 2499088 247361 CENTURYTEL INC 4.75% 4.75% CONVERTIBLE SENIOR UNSEC 156700AH9 $ 2022 1940000 prn sole none 1080 860 CEPHALON INC 2.50% 2.50% CONVERTIBLE SUB NOTES DU 156708AE9 $ 584 600000 prn sole none 600 0 CEPHALON INC [A] 0% CONVERTIBLE NOTES DUE 2033 156708AK5 $ 35361 40012000 prn sole none 39365 647 CEPHALON INC [B] 0% CONVERTIBLE NOTES DUE 2033 156708AL3 $ 61336 72630000 prn shared none 71738 892 CERNER CORP COMMON STOCK 156782104 $ 258 3800 shs shared none 3800 0 CHARMING SHOPPES COMMON STOCK 161133103 $ 1763 189000 shs shared none 175800 13200 CHARMING SHOPPES INC 4.75% CONVERTIBLE SENIOR NOTES 161133AC7 $ 3181 2850000 prn shared none 2650 200 CHECKFREE CORP COMMON STOCK 162813109 $104876 3079144 shs shared none 3047899 31245 CHEESECAKE FACTORY COMMON STOCK 163072101 $ 49560 1427000 shs shared none 1427000 0 CHEVRONTEXACO CORP COMMON STOCK 166764100 $ 59163 1058000 shs shared none 1058000 0 CHICAGO BRIDGE & IRON- NY SHRS NY REG SHARES 167250109 $ 28461 1245000 shs shared none 1245000 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 $175769 594820 shs shared none 544961 49859 CHICOS FAS INC COMMON STOCK 168615102 $167246 4878809 shs shared none 4537087 341722 CHILDRENS PLACE COMMON STOCK 168905107 $ 933 20000 shs sole none 20000 0 CHUBB CORP COMMON STOCK 171232101 $ 642 7500 shs shared none 7500 0 CHUBB CORP 7% Equity Units 171232309 $ 55738 1756649 shs shared none 1751364 5285 CHURCH & DWIGHT 5.25% SENIOR UNSECURED CONVERT 171340AC6 $ 5957 4500000 prn shared none 4500 0 CIRRUS LOGIC COMMON STOCK 172755100 $ 106 20000 shs shared none 20000 0
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CISCO SYSTEMS INC COMMON STOCK 17275R102 $ 798 41800 shs shared none 37000 4800 CITIGROUP INC COMMON STOCK 172967101 $ 65600 1419000 shs shared none 1419000 0 CITIZENS UTILITIES CO (EPPICS) EPPICS (Equity Providing Prefe 177351202 $ 406 7000 shs sole none 7000 0 CLOROX CO COMMON STOCK 189054109 $ 362 6500 shs shared none 6500 0 COACH INC COMMON STOCK 189754104 $ 63677 1896828 shs shared none 1489678 407150 COCA-COLA CO COMMON STOCK 191216100 $ 4384 105000 shs shared none 105000 0 COLDWATER CREEK INC COMMON STOCK 193068103 $ 1495 60000 shs sole none 60000 0 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 $ 399 8000 shs shared none 8000 0 COMCAST CORP- CL A COMMON STOCK 20030N101 $ 981 32000 shs shared none 32000 0 COMMONWEALTH TELEPHONE ENTRPR COMMON STOCK 203349105 $ 3147 75100 shs shared none 68800 6300 COMMONWEALTH TELEPHONE 3.25% SENIOR CASH PAY CONVERTI 203349AB1 $ 3240 3000000 prn shared none 3000 0 COMMSCOPE INC 1% Senior Subordinated Convert 203372AD9 $ 290 300000 prn sole none 300 0 COMMUNTY HEALTH SYSTEMS INC COMMON STOCK 203668108 $ 92779 2455125 shs shared none 2419500 35625 COMMUNITY HEALTH SYSTEMS 4.25% CONVERTIBLE SENIOR NOTES 203668AA6 $ 64111 55628000 prn shared none 54260 1368 COMPUCREDIT CORP COMMON STOCK 20478N100 $ 1851 54000 shs shared none 48000 6000 COMP ASSOCIATES 1.625% 1.625% CASH PAY SENIOR CONVERT 204912AQ2 $ 568 400000 prn sole none 400 0 COMPUTER PROGRAMS & SYSTEMS COMMON STOCK 205306103 $ 1193 32000 shs sole none 32000 0 COMPUTER SCIENCES COMMON STOCK 205363104 $ 328 7498 shs sole none 5883 1615 COMPUWARE CORP COMMON STOCK 205638109 $ 48173 6700000 shs shared none 6700000 0 COMTECH TELECOMMUNICATIONS COMMON STOCK 205826209 $ 1421 43550 shs sole none 43550 0 COMTECH TELECOM 2% SENIOR CONVERTIBLE NOTES DU 205826AD2 $ 533 450000 prn sole none 450 0 CONMED CORP COMMON STOCK 207410101 $ 2586 84050 shs shared none 74450 9600 CONMED CORP 2.50% CONVERTIBLE SENIOR SUBOR 207410AD3 $ 16276 16055000 prn shared none 15415 640 CONNETICS CORP COMMON STOCK 208192104 $ 972 55100 shs shared none 55100 0 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 44382 772000 shs shared none 772000 0 CONSECO INC(MANDATORY)Series B 5.50% MANDATORY CONVERTIBLE PR 208464867 $ 374 13600 shs sole none 13600 0 CONSECO INC Common Stock 208464883 $ 305 14000 shs sole none 14000 0 CONSTELLATION BRANDS INC -CL A COMMON STOCK 21036P108 $111651 3784785 shs shared none 3734405 50380 CONSTELLATION BRDS(MANDATORY) 5.75% SERIES A MANDATORY CONVE 21036P306 $ 49341 1109525 shs shared none 1104075 5450 COOPER CAMERON 1.50% SENIOR CONVERTIBLE DEBEN 216640AE2 $ 43343 39403000 prn sole none 39395 8 COOPER COMPANIES INC COMMON STOCK 216648402 $ 51708 849616 shs shared none 755621 93995 CORNING INC COMMON STOCK 219350105 $ 218 13100 shs shared none 13100 0 CORP EXEC BRD COMMON STOCK 21988R102 $ 60706 775000 shs shared none 775000 0 COSTCO WHOLE CORP COMMON STOCK 22160K105 $329990 7377373 shs shared none 6991352 386021 COSTCO WHOLE CP(COSTCO COS)OID Zero Coupon Subordinated Notes 22160QAC6 $ 509 500000 prn sole none 500 0 COVANCE INC COMMON STOCK 222816100 $ 67305 1500000 shs shared none 1500000 0 CREDENCE SYSTEMS CORP COMMON STOCK 225302108 $ 1024 113100 shs shared none 99300 13800 CREDENCE SYS CP 1.50% CASH PAY SUBORDINATED CO 225302AF5 $ 2416 2450000 prn shared none 2150 300 CRUCELL -ADR ADR 228769105 $ 1801 75000 shs sole none 75000 0 CRYPTOLOGIC INC COMMON STOCK 228906103 $ 1050 35000 shs sole none 35000 0 CYMER INC 3.50% 3.50% CONVERTIBLE SUBORDINATED 232572AE7 $ 379 400000 prn sole none 400 0 CYTYC CORP COMMON STOCK 232946103 $ 13721 622000 shs shared none 604500 17500 CYTYC CORP 2.25% CASH PAY CONVERTIBLE SEN 232946AB9 $ 9987 10217000 prn shared none 9317 900 DST SYSTEMS -A 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 $ 68064 59771000 prn shared none 58673 1098 DST SYSTEMS -B 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 $ 74816 68560000 prn sole none 67483 1077 DADE BEHRING HOLDINGS INC COMMON STOCK 23342J206 $ 53404 821470 shs shared none 801410 20060 DANAHER CORP COMMON STOCK 235851102 $ 890 17000 shs shared none 17000 0 DAVITA INC COMMON STOCK 23918K108 $ 77907 1713005 shs shared none 1649615 63390 DEERE & CO COMMON STOCK 244199105 $ 295 4500 shs shared none 4500 0 DELL INC COMMON STOCK 24702R101 $ 1184 30000 shs shared none 30000 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 $ 990 19534 shs shared none 19534 0 DEVON ENERGY (CHEVRON) 4.90% 4.90% Convertible Debentures d 25179MAA1 $ 2442 2155000 prn sole none 2035 120
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DEVON ENERGY (CHEVRON) 4.95% 4.95% Convertible Debentures d 25179MAB9 $ 567 500000 prn sole none 500 0 DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 $ 80145 1500000 shs shared none 1500000 0 DIAMOND OFFSHORE 1.50% 1.50% SENIOR CONVERTIBLE NOTES 25271CAE2 $132381 108066000 prn shared none 106168 1898 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 $ 3307 85700 shs shared none 85700 0 DICK'S SPORTING GOODS 1.6061% Senior Unsecured Conti 253393AB8 $ 29750 38574000 prn sole none 37683 891 DIGITAL RIVER COMMON STOCK 25388B104 $ 38249 1204700 shs shared none 1204700 0 DISNEY WALT CO COMMON STOCK 254687106 $357564 14200325 shs shared none 13630140 570185 WALT DISNEY 2.125% 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 $288918 281528000 prn shared none 277825 3703 DOMINION RESOURCES INC/VA 2.125% CASH PAY SENIOR CONVERT 25746UAT6 $ 423 400000 prn sole none 400 0 RR DONNELLEY & SONS CO COMMON STOCK 257867101 $ 12079 350000 shs shared none 350000 0 DOW CHEMICAL CO COMMON STOCK 260543103 $ 757 17000 shs shared none 17000 0 DRESS BARN INC COMMON STOCK 261570105 $ 2857 126250 shs shared none 126250 0 DRESS BARN 2.50% CONVERTIBLE SENIOR NOTES 261570AB1 $ 311 250000 prn sole none 250 0 DRIL-QUIP COMMON STOCK 262037104 $ 1015 35000 shs sole none 35000 0 DUPONT DE NEMOUR & CO COMMON STOCK 263534109 $ 516 12000 shs shared none 12000 0 DUKE ENERGY CORP COMMON STOCK 264399106 $ 862 29000 shs shared none 29000 0 DUKE ENERGY CORP 1.75% 1.75% SENIOR CASH PAY CONVERTI 264399EJ1 $ 377 300000 prn sole none 300 0 EMC CORP-MASS COMMON STOCK 268648102 $ 987 72000 shs shared none 72000 0 ENSCO INT'L INC COMMON STOCK 26874Q100 $ 204 5700 shs shared none 5700 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 $ 30231 900000 shs shared none 900000 0 EASTMAN KODAK 3.375% CASH PAY CONVERTIBLE SE 277461BE8 $ 80477 75037000 prn shared none 74164 873 EBAY INC COMMON STOCK 278642103 $456804 13838359 shs shared none 13285743 552616 ECHOSTAR COMM 5.75% 5.75% CONVERTIBLE SUBORDINATED 278762AG4 $ 695 700000 prn sole none 700 0 EDO CORP 5.25% 5.25% CASH PAY CONVERTIBLE NOT 281347AD6 $ 206 200000 prn sole none 200 0 EDWARDS (AG)INC COMMON STOCK 281760108 $ 1806 40000 shs shared none 40000 0 EDWARDS LIFESCI COMMON STOCK 28176E108 $ 61966 1440400 shs shared none 1436500 3900 EDWARDS LIFESCIENCES 3.875% CONVERTIBLE SENIOR NOTE 28176EAB4 $ 7859 7800000 prn shared none 7150 650 ELECTRONIC ARTS INC COMMON STOCK 285512109 $114893 2029559 shs shared none 1860548 169011 ELECTRONIC DATA SYS CORP COMMON STOCK 285661104 $ 1444 75000 shs shared none 75000 0 ELECTR DATA SYS 3.875% CONVERTIBLE SENIOR DEBE 285661AF1 $ 298 314000 prn sole none 314 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 $ 25678 410000 shs shared none 410000 0 EMULEX CORP COMMON STOCK 292475209 $ 36520 2000000 shs shared none 2000000 0 ENCYSIVE PHARMACEUTICALS INC COMMON STOCK 29256X107 $ 1189 110000 shs shared none 110000 0 EQUIFAX INC COMMON STOCK 294429105 $ 93550 2619715 shs shared none 2578410 41305 EQUINIX INC COMMON STOCK 29444U502 $ 3333 76900 shs shared none 64500 12400 ESSEX CORP COMMON STOCK 296744105 $ 1350 59000 shs sole none 59000 0 ELEXON CORP COMMON STOCK 30161N101 $ 462 9000 shs shared none 9000 0 EXPRESS SCRIPTS INC COMMON STOCK 302182100 $205308 4107800 shs shared none 4107800 0 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 $ 2468 290000 shs shared none 290000 0 EXPRESSJET HLDG 4.25% CASH PAY CONVERTIBLE SEN 30218UAB4 $ 7564 9500000 prn shared none 9500 0 EXXON MOBIL CORP COMMON STOCK 30231G102 $173659 3021727 shs shared none 2897189 124538 FEI COMPANY 5.50% CONVERTIBLE NOTES DUE 20 30241LAB5 $ 249 250000 prn sole none 250 0 FLIR SYSTEMS INC COMMON STOCK 302445101 $ 66391 2224909 shs shared none 2175139 49770 FLIR SYSTEMS INC 3% SENIOR CONVERTIBLE NOTES DU 302445AB7 $ 669 450000 prn sole none 450 0 FAIR ISAAC & CO 1.50% SENIOR CONVERTIBLE NOTES 303250AD6 $ 80496 79502000 prn shared none 78101 1401 FAIRMONT HOTELS 3.75% Senior Unsecured Convert 305204AB5 $ 267 250000 prn sole none 250 0 FEDERAL HOME LOAN MTG CORP COMMON STOCK 313400301 $ 1279 19600 shs shared none 19600 0 FANNIE MAE COMMON STOCK 313586109 $ 28523 488400 shs shared none 488400 0 FEDERATED DEPT STORES COMMON STOCK 31410H101 $117763 1607022 shs shared none 1482497 124525 FEDEX CORP COMMON STOCK 31428X106 $ 405 5000 shs shared none 5000 0 F5 NETWORKSINC COMMON STOCK 315616102 $ 75183 1590500 shs shared none 1590500 0 FIDELITY NATIONAL FINL INC COMMON STOCK 316326107 $ 7852 220000 shs shared none 220000 0
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FIRST HORZN PHARM 1.75% SENIOR SUBORDINATED CONV 32051KAB2 $ 10286 10390000 prn shared none 10390 0 FISERV INC COMMON STOCK 337738108 $ 442 10300 shs shared none 10300 0 FIRSTENERGY CORP COMMON STOCK 337932107 $ 216 4500 shs shared none 4500 0 FISHER SCI NEW COMMON STOCK 338032204 $ 974 15000 shs shared none 15000 0 FISHER SCIENTIFIC 3.25% SENIOR SUBORDINATED CONV 338032AX3 $106575 102971000 prn sole none 100636 2335 FLUOR CORP-NEW COMMON STOCK 343412102 $ 288 5000 shs sole none 5000 0 FLUOR CORP 1.50% CASH PAY SENIOR CONVERTI 343412AA0 $ 74265 64299000 prn shared none 63469 830 FORD MOTOR CO COMMON STOCK 345370860 $ 4823 471000 shs shared none 471000 0 FORD MOTOR CAP TRUST II 6.50% CONVERTIBLE TRUST PREFER 345395206 $473249 11734427 shs shared none 11622127 112300 FOREST OIL CORP COMMON STOCK 346091705 $ 31290 745000 shs shared none 745000 0 FORTIS NV (ASSURANT INC) 7.75% MANDATORY EXCHANGEABLE 349573AA3 $ 98993 90405 shs shared none 90205 200 FORTUNE BRANDS COMMON STOCK 349631101 $ 355 4000 shs shared none 4000 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 $ 80506 1045798 shs shared none 1025688 20110 FRANKLIN RESOURCES LYONS DUE 2031--CONTINGENT CO 354613AC5 $113856 156772000 prn shared none 153622 3150 FREEPORT-MCH COPPER 7% 7% CASH PAY CONVERTIBLE SENIOR 35671DAK1 $ 35190 25780000 prn shared none 25500 280 FREESCALE SEMICONDUCTOR - CL B COMMON STOCK (USD.01) 35687M206 $ 51024 2409086 shs shared none 2405982 3104 GATX CORP COMMON STOCK 361448103 $ 1090 31600 shs shared none 28100 3500 GATX CORP 7.50% SENIOR UNSECURED CONVERT 361448AC7 $ 28627 24850000 prn shared none 24550 300 GARDNER DENVER INC COMMON STOCK 365558105 $ 702 20000 shs sole none 20000 0 GATEWAY INC COMMON STOCK 367626108 $ 531 160800 shs shared none 160800 0 GENENTECH INC COMMON STOCK 368710406 $ 2689 33500 shs shared none 33500 0 GENL DYNAMICS COMMON STOCK 369550108 $ 383 3500 shs shared none 3500 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 $ 32744 945000 shs shared none 945000 0 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 $ 23368 568700 shs shared none 568700 0 GENL MILLS ZERO ZERO COUPON SENIOR CONVERTIBLE 370334AU8 $ 13996 19852000 prn sole none 19323 529 GENERAL MOTORS CORP COMMON STOCK 370442105 $ 19618 577000 shs shared none 577000 0 GENL MOTORS Series C 6.25% Senior Unsecured Conting 370442717 $ 5908 7000000 prn shared none 280000 0 GENL MOTORS 5.25% Series B 5.25% CASH PAY CONVERTIBLE DEB 370442733 $ 4208 5625000 prn shared none 225000 0 GENESCO INC COMMON STOCK 371532102 $ 686 18500 shs sole none 18500 0 GENESCO INC 4.125% CASH PAY CONVERTIBLE SU 371532AN2 $ 774 440000 prn sole none 440 0 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 $ 1481 32000 shs sole none 32000 0 GENLYTE GROUP INC COMMON STOCK 372302109 $ 682 14000 shs sole none 14000 0 GENUINE PARTS CO COMMON STOCK 372460105 $ 33139 806500 shs shared none 806500 0 GENZYME-GENERAL COMMON STOCK 372917104 $ 806 13415 shs shared none 13415 0 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 $135410 130516000 prn shared none 127695 2821 GILEAD SCIENCES INC COMMON STOCK 375558103 $221645 5038524 shs shared none 4649979 388545 GLOBAL PAYMENTS COMMON STOCK 37940X102 $ 50850 750000 shs shared none 750000 0 GOLDEN WEST FIN COMMON STOCK 381317106 $ 773 12000 shs shared none 12000 0 GOLDMAN SACHS COMMON STOCK 38141G104 $ 47847 469000 shs shared none 469000 0 GOOGLE INC COMMON STOCK 38259P508 $376335 1279397 shs shared none 1228591 50806 GRANT PRIDECO COMMON STOCK 38821G101 $ 30418 1150000 shs shared none 1150000 0 GREY WOLF INC COMMON STOCK 397888108 $ 4020 542500 shs shared none 542500 0 GREY WOLF INC 3.75% SENIOR UNSECURED CONTING 397888AD0 $ 32906 25760000 prn shared none 25760 0 GIFFON CORP COMMON STOCK 398433102 $ 599 27000 shs sole none 12500 14500 GRIFFON CORP 4% SUBORDINATED UNSECURED CONV 398433AC6 $ 1283 1150000 prn sole none 425 725 GUIDANT CORP COMMON STOCK 401698105 $ 269 4000 shs shared none 4000 0 HCA INC COMMON STOCK 404119109 $470307 8299048 shs shared none 8021653 277395 HCC INSURANCE 1.30% 1.30% Convertible Senior Notes 404132AB8 $ 36237 31969000 prn shared none 31689 280 HCC INSURANCE HLDGS 2% SENIOR CONVERTIBLE DEBENTUR 404132AC6 $ 33086 27231000 prn shared none 26976 255 HALLIBURTON CO COMMON STOCK 406216101 $ 215 4500 shs shared none 4500 0 HALLIBURTON CO 3.125% Convertible Senior Note 406216AM3 $257055 185935000 prn shared none 184321 1614 HANOVER COMPRESSOR COMMON STOCK 410768105 $ 2973 258300 shs shared none 226500 31800
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HANOVER COMPRESSOR 4.75% Convertible Senior Unsec 410768AE5 $ 6798 6600000 prn shared none 5800 800 HANSEN NAT CORP COMMON STOCK 411310105 $ 1694 20000 shs sole none 20000 0 HARLEY-DAVIDSON INC COMMON STOCK 412822108 $ 2738 55201 shs shared none 55000 201 HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 $190806 2647506 shs shared none 2434760 212746 HARRIS CORP COMMON STOCK 413875105 $112131 3592788 shs shared none 3318824 273964 HARRIS CORP 3.50% SENIOR CONVERTIBLE NOTES 413875AH8 $ 42287 29088000 prn shared none 28788 300 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 $ 374 5000 shs shared none 5000 0 HASBRO INC 2.75% 2.75% CONVERTIBLE SENIOR NOTES 418056AN7 $ 220 200000 prn sole none 200 0 HEALTH MGMT ASSC INC -A COMMON STOCK 421933102 $ 576 22000 shs shared none 22000 0 HEALTH MGT ASSC 1.50% CASH PAY CONVERTIBLE SEN 421933AF9 $123124 114004000 prn shared none 112790 1214 HEALTH MGT ASSOC 0% ZERO COUPON SENIOR CONVERTIBLE 421933AG7 $ 8503 9280000 prn sole none 9280 0 HERSHEY FOODS CORP COMMON STOCK 427866108 $ 528 8500 shs shared none 8500 0 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 3061 130200 shs shared none 130200 0 HIBBET SPORTING GOODS INC COMMON STOCK 428565105 $ 1211 32000 shs sole none 32000 0 HILTON HOTELS COMMON STOCK 432848109 $198558 8325300 shs shared none 7484986 840314 HILTON HOTELS 3.375% 3.375% SENIOR UNSECURED CONTIN 432848AZ2 $140539 116751000 prn shared none 114365 2386 HOLLY CORP COMMON STOCK 435758305 $ 35003 750000 shs shared none 750000 0 HOLOGIC INC COMMON STOCK 436440101 $ 1193 30000 shs sole none 30000 0 HOME DEPOT COMMON STOCK 437076102 $382565 9834571 shs shared none 9408549 426022 HONEYWELL INTL COMMON STOCK 438516106 $ 513 14000 shs shared none 14000 0 HOSPIRA INC COMMON STOCK 441060100 $ 97497 2499927 shs shared none 2303900 196027 HUB GROUP INC -CL A COMMON STOCK 443320106 $ 752 30000 shs sole none 30000 0 HUMANA INC. COMMON STOCK 444859102 $164996 4151879 shs shared none 3950282 201597 HUMAN GENOME COMMON STOCK 444903108 $ 2165 187000 shs shared none 187000 0 HUTCHINSON TECH 2.25% 2.25% CONVERTIBLE SUBORDINATED 448407AE6 $ 22581 16289000 prn sole none 15650 639 HYDRIL COMPANY COMMON STOCK 448774109 $ 38045 700000 shs shared none 700000 0 IAC INTERACTIVECORP COMMON STOCK 44919P102 $ 1753 73000 shs shared none 73000 0 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 $ 50296 941515 shs shared none 912090 29425 ITT INDUSTRIES INC COMMON STOCK 450911102 $ 13589 139190 shs sole none 138190 1000 IMMUCOR INC COMMON STOCK 452526106 $ 49939 1725000 shs shared none 1725000 0 INCO LTD LYONS SENIOR LYONS DUE 2021 453258AM7 $ 25124 24999000 prn shared none 24999 0 INCO LTD 1% 1% SENIOR CONVERTIBLE DEBENTUR 453258AT2 $ 84019 66814000 prn sole none 65559 1255 INDYMAC BCP INC (WIRES) 6% INCOME REDEEMABLE EQUITY SE 456607209 $ 45269 681000 shs shared none 681000 0 INFOSYS TECHNOLOGIES SP ADR ADR 456788108 $134069 1727695 shs shared none 1719710 7985 INTEGRA LIFESCI COMMON STOCK 457985208 $ 324 11100 shs sole none 11100 0 INTEGRA LIFESCI 2.50% 2.50% Convertible Notes due 20 457985AB5 $ 1311 1262000 prn sole none 1262 0 INTEL CORP COMMON STOCK 458140100 $ 37829 1453860 shs shared none 1452500 1360 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 $ 445 6000 shs shared none 6000 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 $ 1467 52100 shs shared none 52100 0 INTL PAPER (LYONS) 0% CONVERTIBLE SENIOR NOTES DU 460146BM4 $ 327 600000 prn sole none 600 0 INTL RECTIFIER 4.25% CONVERTIBLE SUBORDINATED 460254AE5 $ 394 400000 prn sole none 400 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 $ 22154 475000 shs shared none 475000 0 INVITROGEN CORP COMMON STOCK 46185R100 $ 1495 17950 shs shared none 13250 4700 INVITROGEN 2% CONVERTIBLE SENIOR NOTES DU 46185RAJ9 $104601 79696000 prn shared none 78658 1038 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 $ 88335 91777000 prn shared none 90069 1708 INVESTORS FINL COMMON STOCK 461915100 $ 577 15260 shs shared none 15260 0 IVAX CORP COMMON STOCK 465823102 $ 620 28850 shs shared none 28850 0 IVAX CORP 1.875% CONVERTIBLE SR NOTES DU 465823AN2 $ 80320 69768000 prn shared none 69067 701 IXYS CORP COMMON STOCK 46600W106 $ 1205 85000 shs sole none 85000 0 JLG INDUSTRIES INC COMMON STOCK 466210101 $ 32976 1200000 shs shared none 1200000 0 JP MORGAN CHASE & CO COMMON STOCK 46625H100 $ 537 15216 shs shared none 15216 0 JABIL CIRCUIT INC COMMON STOCK 466313103 $ 76969 2504700 shs shared none 2504700 0
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ JACK IN THE BOX COMMON STOCK 466367109 $ 23867 629400 shs shared none 629400 0 JAKKS PACIFIC INC COMMON STOCK 47012E106 $ 265 13800 shs sole none 13800 0 JAKKS PACIFIC 4.625% CONVERTIBLE SENIOR NOTE 47012EAB2 $ 405 350000 prn sole none 350 0 JARDEN CORP COMMON STOCK 471109108 $ 48528 900000 shs shared none 900000 0 JEFF-PILOT CORP COMMON STOCK 475070108 $ 8874 176000 shs shared none 176000 0 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 91241 1403706 shs shared none 1403300 406 JOY GLOBAL INC COMMON STOCK - ISSUING NEW STO 481165108 $ 70800 2107776 shs shared none 1911166 196610 JUNIPER NETWRKS COMMON STOCK 48203R104 $218006 8657907 shs shared none 8332731 325176 JUNIPER NETWORKS 0% SENIOR CONVERTIBLE NOTES DU 48203RAC8 $ 52607 39591000 prn sole none 38530 1061 KLA-TENCOR CORP COMMON STOCK 482480100 $ 354 8100 shs shared none 8100 0 KV PHARMA 2.50% CASH PAY SUBORDINATED CO 482740AC1 $ 212 225000 prn sole none 225 0 KEANE INC 2% CASH PAY SUBORDINATED CONVE 486665AB8 $ 16074 16831000 prn sole none 16148 683 KB HOME COMMON STOCK 48666K109 $137443 1803000 shs shared none 1803000 0 KERR-MCGEE CORP COMMON STOCK (USD1) 492386107 $ 34721 455000 shs shared none 455000 0 KINETIC CONCEPTS INC COMMON STOCK 49460W208 $109878 1831305 shs shared none 1577506 253799 KOMAG INC COMMON STOCK 500453204 $ 1277 45000 shs sole none 45000 0 KYPHON INC COMMON STOCK 501577100 $ 264 7600 shs shared none 7600 0 LCA-VISION INC COMMON STOCK 501803308 $ 1697 35000 shs sole none 35000 0 LKQ CORP COMMON STOCK 501889208 $ 1249 46000 shs sole none 46000 0 LSI LOGIC COMMON STOCK 502161102 $ 40857 4812400 shs shared none 4812400 0 LTC PROPERTIES 8.5% CONVERTIBLE PREFERRED 502175508 $ 245 6000 shs sole none 6000 0 L-3 COMM HOLDINGS COMMON STOCK 502424104 $ 44356 579210 shs shared none 579210 0 LABOR READY INC COMMON STOCK 505401208 $ 25686 1101928 shs shared none 1101928 0 LABONE INC - NEW COMMON STOCK 50540L105 $ 3558 89400 shs shared none 72400 17000 LAB ONE INC 3.50% CONVERTIBLE SENIOR DEBEN 50540LAC9 $ 828 700000 prn sole none 400 300 LABORATORY CORP LYONS LYONS DUE 2021 50540RAC6 $ 99937 134143000 prn shared none 132460 1683 LAMAR ADVER CO COMMON STOCK 512815101 $ 10414 243500 shs shared none 227200 16300 LAMAR ADVERTISING 2.875% CASH PAY CONVERTIBLE SE 512815AG6 $ 18635 18180000 prn shared none 16980 1200 LANDAMERICA FINANCIAL GROUP 3.125% Convertible Senior Debe 514936AB9 $ 24523 23327000 prn shared none 22590 737 LAUREATE EDUCATION INC COMMON STOCK 518613104 $ 31109 650000 shs shared none 650000 0 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 $ 844 8500 shs shared none 8500 0 LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 $ 597 590000 prn sole none 515 75 LIBERTY MEDIA(MOTOROLA) 3.50% SENIOR EXCHANGEABLE NOTE 530715AN1 $ 12120 13695000 prn sole none 12740 955 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES DUE 20 530715AR2 $ 459 600000 prn sole none 600 0 LIBERTY (TWX) .75% .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 $159954 151615000 prn shared none 150064 1551 LIFECELL CORPORATION COMMON STOCK 531927101 $ 1375 87000 shs sole none 87000 0 LINCARE HLDGS 3% CASH PAY CONVERTIBLE SENIOR 532791AB6 $ 252 250000 prn sole none 250 0 LINENS N THINGS INC COMMON STOCK 535679104 $ 317 13400 shs shared none 13400 0 LIONS GATE ENTERTAINMENT CORP 3.625% CONVERTIBLE SR SUBORDIN 535919AG9 $ 8553 8500000 prn shared none 8500 0 LITHIA MOTORS COMMON STOCK 536797103 $ 1347 46700 shs shared none 39450 7250 LITHIA MOTORS 2.875% SENIOR SUBORDINATED CON 536797AB9 $ 479 500000 prn sole none 150 350 LOCKHEED MARTIN CORP COMMON STOCK 539830109 $ 843 13000 shs shared none 13000 0 LOCKHEED MARTIN 3MTH LIBOR CASH PAY TO ZERO SE 539830AP4 $183360 172264000 prn shared none 170261 2003 LOEWS CORP COMMON STOCK 540424108 $ 388 5000 shs shared none 5000 0 LOWE'S COMPANIES COMMON STOCK 548661107 $ 757 13000 shs shared none 13000 0 LOWES COS (.861% CPN till '06) .861% SENIOR CONVERTIBLE NOTES 548661CG0 $105802 102472000 prn sole none 100559 1913 LUBRIZOL CORP COMMON STOCK 549271104 $ 11763 280000 shs shared none 280000 0 LUCENT TECH INC (SERIES A) 2.75% SENIOR CASH PAY CONTINGE 549463AG2 $ 9042 8353000 prn sole none 8108 245 MBNA CORP COMMON STOCK 55262L100 $ 1596 61000 shs shared none 61000 0 MGIC INVT CORP COMMON STOCK 552848103 $ 1109 17000 shs shared none 17000 0 MACROMEDIA INC COMMON STOCK 556100105 $ 61149 1599910 shs shared none 1565775 34135 MANOR CARE INC 2.625% CONVERTIBLE SENIOR NOTE 564055AK7 $ 8206 6135000 prn sole none 5845 290
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MARATHON OIL CP COMMON STOCK 565849106 $ 20868 391000 shs shared none 391000 0 MARKEL CORP LYONS SENIOR LYONS DUE 2031 570535AC8 $ 20415 51521000 prn shared none 51521 0 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 $281676 4128943 shs shared none 3965734 163209 MARVEL ENTERPRISES INC COMMON STOCK 57383M108 $ 35769 1813846 shs shared none 1750496 63350 MASCO CORP COMMON STOCK 574599106 $ 16675 525025 shs shared none 525025 0 MASCO CORP ZERO COUPON (EXCH) ZERO COUPON SENIOR NOTES DUE 2 574599BB1 $ 59613 129947000 prn sole none 127576 2371 MASSEY ENERGY CORP 2.25% SENIOR UNSECURED CONVERT 576203AF0 $ 41462 32172000 prn shared none 32094 78 MAY DEPARTMENT STORES CO COMMON STOCK 577778103 $ 29357 731000 shs shared none 731000 0 MAYTAG CORP COMMON STOCK 578592107 $ 7673 490000 shs shared none 490000 0 MCDATA CORP 2.25% CASH PAY CONVERTIBLE SUB 580031AD4 $ 251 300000 prn sole none 300 0 MCDONALD'S CORP COMMON STOCK 580135101 $ 971 35000 shs shared none 35000 0 MCGRAW-HILL CO'S INC COMMON STOCK 580645109 $ 266 6000 shs shared none 6000 0 MEDCATH CORP COMMON STOCK 58404W109 $ 1195 43000 shs sole none 43000 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 $302864 5675856 shs shared none 5350303 325553 MEDIACOM COMM 5.25% CONVERTIBLE NOTES DUE 20 58446KAA3 $ 349 350000 prn sole none 350 0 MEDIMMUNE INC COMMON STOCK 584699102 $ 235 8800 shs shared none 8800 0 MEDTRONIC INC COMMON STOCK 585055106 $ 673 13000 shs shared none 13000 0 MEDTRONIC INC 1.25% CONVERTIBLE SENIOR NOTES 585055AD8 $203005 204797000 prn shared none 202213 2584 MENS WEARHOUSE INC COMMON STOCK 587118100 $ 48202 1400000 shs shared none 1400000 0 MERCK & CO COMMON STOCK 589331107 $ 54454 1768000 shs shared none 1768000 0 MERCURY COMPUTR COMMON STOCK 589378108 $ 3425 124900 shs shared none 118000 6900 MERCURY COMPUTER 2.00% SENIOR CONVERTIBLE NOTES 589378AB4 $ 2986 2800000 prn shared none 2500 300 MERCURY INTERAC 0% 0% CONTINGENT CONVERSION SENIO 589405AD1 $ 12181 13115000 prn shared none 12700 415 MERRILL LYNCH & CO COMMON STOCK 590188108 $ 4934 89700 shs shared none 89700 0 MERRILL LYNC&CO LYONS(Float) SENIOR FLOATING RATE LYONS DUE 590188W46 $133556 133891000 prn shared none 131904 1987 METLIFE INC COMMON STOCK 59156R108 $ 1821 40514 shs shared none 40500 14 MICROS SYS COMMON STOCK 594901100 $ 35800 800000 shs shared none 800000 0 MICROSOFT CORP COMMON STOCK 594918104 $ 78912 3176800 shs shared none 3176800 0 MICRON TECH 2.50% CONVERTIBLE SUBORDINATED 595112AG8 $ 28404 28475000 prn shared none 27920 555 HERMAN MILLER INC COMMON STOCK 600544100 $ 37008 1200010 shs shared none 1200000 10 MILLS CORP REIT 601148109 $ 34018 559600 shs shared none 559600 0 MOBILE MINI INC COMMON STOCK 60740F105 $ 759 22000 shs sole none 22000 0 MONARCH CASINO COMMON STOCK 609027107 $ 1322 60000 shs sole none 60000 0 MOODY'S CORP COMMON STOCK 615369105 $ 99362 2210000 shs shared none 2210000 0 MORGAN STANLEY (BMY,BIIB,MRK) 0.25% EXCHANGEABLE NOTES DUE 2 617446MM8 $131345 150000000 prn shared none 148875 1125 MOTOROLA INC COMMON STOCK 620076109 $656830 35970985 shs shared none 34571161 1399824 NCI BUILDING SYSTEM 2.125% SENIOR SUBORDINATED CON 628852AG0 $ 1035 1027000 prn sole none 897 130 NCO GROUP INC 4.75% CONVERTIBLE SUBORDINATED 628858AB8 $ 248 250000 prn sole none 250 0 NDS GROUP PLC-SPONS ADR ADR 628891103 $ 733 22000 shs shared none 22000 0 NS GROUP INC COMMON STOCK 628916108 $ 780 24000 shs sole none 24000 0 NII HOLDINGS INC COMMON STOCK 62913F201 $160998 2517950 shs shared none 2505100 12850 NII HOLDINGS INC 2.875% CASH PAY CONVERTIBLE SE 62913FAC6 $ 56202 42020000 prn shared none 40870 1150 NABORS INDS INC 0% SENIOR CONTINGENT CONVERTIB 629568AL0 $177166 172215000 prn shared none 170212 2003 NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 $ 68854 1765475 shs shared none 1762475 3000 NAVISTAR FINL CORP(NAV) 4.75% SUBORDINATED EXCHANGEABL 638902AM8 $ 540 550000 prn sole none 550 0 NAVIGANT INTL INC COMMON STOCK 63935R108 $ 1386 94350 shs shared none 66150 28200 NETLOGIC MICROSYSTEMS INC COMMON STOCK 64118B100 $ 1543 87000 shs sole none 87000 0 NETWORK APPLIAN COMMON STOCK 64120L104 $298070 10543684 shs shared none 9969003 574681 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 $ 25279 1395100 shs shared none 1395100 0 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 $ 55838 1399800 shs shared none 1362820 36980 NEXTEL COMMUNICATION COMMON STOCK 65332V103 $ 323 10000 shs shared none 10000 0 NEXTEL PARTNERS 1.50% SENIOR CONVERTIBLE NOTES 65333FAS6 $ 78140 39390000 prn shared none 38783 607
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NICE SYSTEMS LTD -SPONS ADR ADR 653656108 $ 1460 37000 shs shared none 37000 0 NIKE INC-B COMMON STOCK 654106103 $ 1126 13000 shs shared none 13000 0 NOKIA CP - ADR ADR 654902204 $ 37622 2260943 shs shared none 2237878 23065 NOBLE ENERGY COMMON STOCK 655044105 $ 54846 725000 shs shared none 725000 0 NORDSTROM INC COMMON STOCK 655664100 $ 86512 1272790 shs shared none 1272570 220 NORFOLK SOTHN CORP COMMON STOCK 655844108 $ 310 10000 shs shared none 10000 0 NORTH FORK BCP COMMON STOCK 659424105 $ 351 12500 shs shared none 12500 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 $141086 2553598 shs shared none 2255565 298033 NOVELIS INC NOVELIS INC 67000XAA4 $ 17064 17000000 prn shared none 17000 0 NUCOR CORP COMMON STOCK 670346105 $ 8672 190095 shs shared none 183855 6240 NVIDIA CORP COMMON STOCK 67066G104 $173385 6488953 shs shared none 5909206 579747 NUVEEN INVESTMENTS- CL A COMMON STOCK 67090F106 $ 301 8000 shs shared none 8000 0 CORNING INC (OAK IND) REG 4.875% Convertible Subordinate 671400AL3 $ 13268 12400000 prn shared none 12400 0 OCCIDENTAL PETROL COMMON STOCK 674599105 $131942 1715097 shs shared none 1590465 124632 OCWEN FINL CORP COMMON STOCK 675746101 $ 441 65300 shs shared none 65300 0 OMNICOM GROUP INC COMMON STOCK 681919106 $ 51414 643800 shs shared none 643800 0 OMNICOM GRP 0% LYONS SENIOR NOTES DUE 2031 681919AK2 $ 79516 81242000 prn shared none 80922 320 OMNICOM GRP (EXCHANGED) ZERO COUPON ZERO YIELD CONVERT 681919AR7 $151013 154885000 prn shared none 152936 1949 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 $ 369 22500 shs sole none 0 22500 OPENWAVE SYS 2.75% CONVERTIBLE SUBORDINATED 683718AC4 $ 800 750000 prn sole none 0 750 ORACLE CORPORATION COMMON STOCK 68389X105 $ 2066 156500 shs shared none 156500 0 OSHKOSH TRUCK CORP COMMON STOCK 688239201 $ 53216 679815 shs shared none 659855 19960 OVERSEAS SHIPHLD GRP COMMON STOCK 690368105 $ 23860 400000 shs shared none 400000 0 OVERSTOCK.COM INC COMMON STOCK 690370101 $ 20901 587100 shs shared none 587100 0 P G & E CORP COMMON STOCK 69331C108 $ 263 7000 shs shared none 7000 0 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 44630 756700 shs shared none 756700 0 PMI GROUP COMMON STOCK 69344M101 $ 308 7900 shs sole none 7900 0 PMI GROUP INC 2.50% CASH COUPON SR. CONVERTI 69344MAE1 $ 2895 2818000 prn sole none 2818 0 PPL ENERGY SUPPLY 2.625% SENIOR UNSECURED CONVER 69352JAE7 $ 238 200000 prn sole none 200 0 PSS WORLD MED COMMON STOCK 69366A100 $ 311 25000 shs sole none 0 25000 PSS WORLD MED 2.25% SENIOR UNSECURED CONVERT 69366AAB6 $ 762 800000 prn sole none 0 800 PACCAR INC COMMON STOCK 693718108 $ 44200 650000 shs shared none 650000 0 PACIFIC SUNWEAR OF CALIF COMMON STOCK 694873100 $ 11725 510000 shs shared none 510000 0 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $213142 2983091 shs shared none 2832706 150385 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK 697529303 $ 1076 45000 shs sole none 45000 0 PANERA BREAD CO - CL A COMMON STOCK 69840W108 $ 67634 1089385 shs shared none 1066995 22390 PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 $ 25520 4000000 shs shared none 4000000 0 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 30613 1100000 shs shared none 1100000 0 PENN NATIONAL GAMING INC COMMON STOCK 707569109 $ 54750 1500000 shs shared none 1500000 0 PEPSICO INC COMMON STOCK 713448108 $ 1186 22000 shs shared none 22000 0 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 $ 364 17300 shs sole none 17300 0 PER-SE TECH INC 3.25% CONVERTIBLE SUBORDINATED 713569AB7 $ 599 450000 prn sole none 450 0 PEROT SYS CP-A COMMON STOCK 714265105 $ 152 10700 shs shared none 10700 0 PETCO ANIMAL SUPPLIES INC COMMON STOCK 716016209 $ 281 9600 shs shared none 9600 0 PETROCHINA CO LTD-ADR ADR 71646E100 $ 31510 429000 shs shared none 429000 0 PFIZER INC COMMON STOCK 717081103 $ 42010 1523200 shs shared none 1523200 0 PHELPS DODGE CO 6.75% MANDATORY UNITS 717265508 $ 65394 333216 shs shared none 331096 2120 PHOTRONICS INC 2.25% 2.25% CASH PAY CONVERTIBLE SUB 719405AE2 $ 36383 23435000 prn shared none 23205 230 PIONEER DRILLING CO COMMON STOCK 723655106 $ 961 63000 shs sole none 63000 0 PLAYTEX PRODS COMMON STOCK 72813P100 $ 861 80000 shs sole none 80000 0 POLARIS INDUSTRIES INC COMMON STOCK 731068102 $ 56718 1050329 shs shared none 1026034 24295 POLO RALPH LAUREN CORP COMMON STOCK 731572103 $ 73085 1695314 shs shared none 1503853 191461
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ POTASH CORP OF SASK COMMON STOCK 73755L107 $120317 1258813 shs shared none 1159117 99696 POWERWAVE TECH COMMON STOCK 739363109 $ 184 18000 shs sole none 18000 0 POWERWAVE TECH 144A(R) 1.875% CONVERTIBLE SUBORDINATE 739363AD1 $ 331 300000 prn sole none 300 0 PRECISION CASTPARTS CORP COMMON STOCK 740189105 $116847 1499958 shs shared none 1465123 34835 T ROWE PRICE COMMON STOCK 74144T108 $ 99481 1589158 shs shared none 1467979 121179 PROCTER & GAMBLE CO COMMON STOCK 742718109 $ 1839 34872 shs shared none 32000 2872 PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 $ 496 24550 shs sole none 0 24550 PROTEIN DESIGN 2.75% CONVERTIBLE SUBORDINATED 74369LAD5 $ 817 700000 prn sole none 0 700 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 $ 353 20000 shs shared none 20000 0 PROVIDIAN FINL 4% CONVERTIBLE SENIOR NOTES DU 74406AAC6 $ 47075 34487000 prn shared none 34487 0 PROVIDIAN FINL (STEP-DOWN) 2.75% CONVERTIBLE SENIOR NOTES 74406AAD4 $ 29288 23667000 prn shared none 23575 92 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 $ 72868 1109773 shs shared none 1108015 1758 PULTE HOMES INC COMMON STOCK 745867101 $106782 1267440 shs shared none 1166014 101426 QLOGIC CORP COMMON STOCK 747277101 $100180 3245225 shs shared none 3054863 190362 QUALCOMM INC COMMON STOCK 747525103 $ 14216 430662 shs shared none 414673 15989 QUANEX COMMON STOCK 747620102 $ 42408 800000 shs shared none 800000 0 QUANTA SERVICES 4.50% CASH PAY CONVERTIBLE SUB 74762EAC6 $ 53891 52321000 prn shared none 51678 643 QUANTUM CP-DSSG COMMON STOCK 747906204 $ 173 58400 shs sole none 58400 0 QUANTUM CORP 4.375% CASH PAY CONVERTIBLE SU 747906AE5 $ 476 500000 prn sole none 500 0 QUEST DIAGNOSTC COMMON STOCK 74834L100 $177954 3340602 shs shared none 3150563 190039 QUIKSILVER INC COMMON STOCK 74838C106 $ 43146 2700000 shs shared none 2700000 0 RH DONNELLY CRP COMMON STOCK 74955W307 $ 37188 600000 shs shared none 600000 0 RPC INC COMMON STOCK 749660106 $ 1117 66000 shs sole none 66000 0 RPM INTL INC COMMON STOCK 749685103 $ 4930 270000 shs shared none 270000 0 RPM INTL INC 1.389% SENIOR CONTINGENT CONVE 749685AK9 $ 27339 50982000 prn shared none 50982 0 RADIAN GRP 2.25% SENIOR CONVERTIBLE DEBEN 750236AF8 $ 4067 4087000 prn sole none 4087 0 RADIANT SYSTEMS INC COMMON STOCK 75025N102 $ 1254 110000 shs sole none 110000 0 RADIATION THERAPY SERVICES COMMON STOCK 750323206 $ 1460 55000 shs sole none 55000 0 RADIO ONE INC-CL D NON-VOTING COMMON STOCK 75040P405 $ 249 19500 shs shared none 19500 0 RADISYS CORP COMMON STOCK 750459109 $ 577 35750 shs shared none 35750 0 RANGE RESOURCES COMMON STOCK 75281A109 $ 32280 1200000 shs shared none 1200000 0 RAYTHEON CO COMMON STOCK 755111507 $ 69360 1773000 shs shared none 1773000 0 READERS DIGEST ASSN -CL A COMMON STOCK 755267101 $ 34650 2100000 shs shared none 2100000 0 REEBOK INT'L LTD COMMON STOCK 758110100 $ 25253 603700 shs shared none 603700 0 REEBOK INTL (EXCHANGED) 2% SENIOR CONVERTIBLE NOTES DU 758110AH3 $ 38566 36817000 prn shared none 36279 538 REGAL BELOIT 2.75% CONVERTIBLE SENIOR SUBOR 758750AB9 $ 20948 17188000 prn sole none 16963 225 REINSURANCE GRP (PIERS) 5.75% PFD INCOME IEQUYITY REDE 759351307 $ 2567 43106 shs sole none 43106 0 RESMED INC 4% CONVERTIBLE SUB NOTES DUE 2 761152AB3 $ 20628 18075000 prn shared none 17930 145 RESPIRONICS INC COMMON STOCK 761230101 $ 46943 1300000 shs shared none 1300000 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 $ 33372 423500 shs shared none 423500 0 RIVIERA HOLDINGS CORP COMMON STOCK 769627100 $ 1699 75000 shs sole none 75000 0 ROCKWELL AUTOMTN COMMON STOCK 773903109 $175606 3605128 shs shared none 3320838 284290 ROCKWELL COLLINS COMMON STOCK 774341101 $ 90601 1900180 shs shared none 1745473 154707 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 $ 33363 64626000 prn shared none 64457 169 ROYAL CARIBBEAN(LYONS) 2/2021 LYONS DUE 2021 780153AK8 $ 32407 56360000 prn shared none 56360 0 RUBY TUESDAY COMMON STOCK 781182100 $ 300 11600 shs shared none 11600 0 RYDER SYS COMMON STOCK 783549108 $ 228 6216 shs sole none 3785 2431 RYERSON TULL INC COMMON STOCK 78375P107 $ 799 56000 shs shared none 56000 0 RYLAND GRP INC COMMON STOCK 783764103 $113805 1500000 shs shared none 1500000 0 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 $ 72936 3071000 shs shared none 3071000 0 SANMINA-SCI CP 3% CONVERTIBLE SUBORDINATED NO 783890AF3 $ 767 800000 prn sole none 800 0 SLM CORP COMMON STOCK 78442P106 $ 793 15618 shs shared none 15618 0
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SLM CORP (CATZ) FLOATING RATE CONVERTIBLE SENI 78442PAC0 $ 506 500000 prn sole none 500 0 SRA INTERNATIONAL- CL A COMMON STOCK 78464R105 $ 1250 36000 shs sole none 36000 0 SAFECO CORP COMMON STOCK 786429100 $ 80929 1489300 shs shared none 1489300 0 SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 $ 1215 36000 shs sole none 36000 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 $ 305 7000 shs shared none 7000 0 SAPIENT CORP COMMON STOCK 803062108 $ 18224 2298100 shs shared none 2298100 0 SARA LEE CORP COMMON STOCK 803111103 $ 14212 717400 shs shared none 717400 0 HENRY SCHEIN IN COMMON STOCK 806407102 $ 6049 145700 shs shared none 138900 6800 HENRY SCHEIN INC 3% CONVERTIBLE SENIOR NOTES DU 806407AB8 $ 37885 33902000 prn shared none 33824 78 SCHERING PLOUGH (MANDATORY) 6% MANDATORY CONVERTIBLE PREFE 806605606 $ 44557 874015 shs shared none 874015 0 SCHLUMBERGER LTD COMMON STOCK 806857108 $ 608 8000 shs shared none 8000 0 SCHLUMBERGER LTD [A] 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 $ 53210 46370000 prn sole none 45156 1214 SCHLUMBERGER LTD [B] 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 $ 82482 73481000 prn shared none 73220 261 SCHOOL SPECIALTY COMMON STOCK 807863105 $ 346 7450 shs sole none 7450 0 SCHOOL SPECIALTY 3.75% CONVERTIBLE SUBORDINATED 807863AE5 $ 471 400000 prn sole none 400 0 SCIENTIFIC GAMES CP -CL A COMMON STOCK 80874P109 $ 31320 1163000 shs shared none 1163000 0 SCIENTIFIC GAME 144A(R) 0.75% CONVERTIBLE SENIOR SUBOR 80874PAC3 $ 8975 8310000 prn shared none 8310 0 SEACOR SMIT INC COMMON STOCK 811904101 $ 29321 456000 shs shared none 456000 0 SELECT INS GRP 1.6155% SENIOR CASH-PAY CONTIN 816300AB3 $ 25899 39845000 prn shared none 39845 0 SEPRACOR INC COMMON STOCK 817315104 $ 2700 45000 shs shared none 45000 0 SERENA SOFTWARE COMMON STOCK 817492101 $ 3049 158000 shs shared none 158000 0 SERENA SOFTWARE 1.50% CONVERTIBLE SUBORDINATED 817492AB7 $ 44004 43514000 prn shared none 43428 86 SIERRA HEALTH COMMON STOCK 826322109 $ 38195 534500 shs shared none 534500 0 SVB FINANCIAL GROUP 0% CONVERTIBLE SUBORDINATED NO 827064AC0 $ 11519 8052000 prn sole none 7937 115 SIMON PROPERTY 6% CONVERTIBLE PREFERRED 828806802 $ 248 4000 shs sole none 4000 0 SIRIUS SATELLITE RADIO INC COMON STOCK 82966U103 $ 77760 12000000 shs shared none 12000000 0 SMITH INTERNATIONAL INC COMMON STOCK 832110100 $ 22427 352076 shs shared none 277207 74869 SOC QUIMICA MINERA CHILE-ADR SPON ADR = 10 B SHARES 833635105 $ 950 9500 shs shared none 9500 0 SOMANETICS CORP COMMON STOCK 834445405 $ 1124 50000 shs sole none 50000 0 SONIC CORP COMMON STOCK 835451105 $ 45795 1500000 shs shared none 1500000 0 SPECTRUM BRANDS INC COMMON STOCK 84762L105 $ 23404 709200 shs shared none 709200 0 SPRINT CORP COMMON STOCK- TRACKING STOCK 852061100 $122482 4881719 shs shared none 4877614 4105 SS&C TECHNOLOGIES INC COMMON STOCK 85227Q100 $ 1267 40000 shs sole none 40000 0 STAPLES INC COMMON STOCK 855030102 $ 584 27450 shs shared none 27450 0 STARBUCKS CORP COMMON STOCK 855244109 $ 50799 983330 shs shared none 979430 3900 STARWOOD HOTELS REIT 85590A203 $ 234 4000 shs shared none 4000 0 STARWOOD HOTELS 3.50% SENIOR UNSECURED CONTING 85590AAJ3 $ 38048 31740000 prn shared none 31665 75 STATE ST CORP (SPACESSM) 6.75% TREASURY COLLATERALIZED 857477202 $ 7595 35000 shs shared none 35000 0 STATION CASINOS INC COMMON STOCK 857689103 $ 95903 1444323 shs shared none 1404638 39685 STORAGE TECHNOLOGY CP -CL A COMMON STOCK 862111200 $ 2820 77700 shs shared none 77700 0 SUNTERRA CORP COMMON STOCK 86787D208 $ 509 31400 shs sole none 8600 22800 SUNTERA CORP 3.75% Senior Subordinated Conv 86787DAC3 $ 918 800000 prn sole none 200 600 SURMODICS COMMON STOCK 868873100 $ 911 21000 shs sole none 21000 0 SYBASE INC COMMON STOCK 871130100 $ 952 51900 shs shared none 51900 0 SYMANTEC CORP COMMON STOCK 871503108 $ 949 43641 shs shared none 43403 238 SYMBION INC COMMON STOCK 871507109 $ 1193 50000 shs sole none 50000 0 SYMMETRICOM INC COMMON STOCK 871543104 $ 2070 200000 shs shared none 200000 0 TXU CORP COMMON STOCK 873168108 $ 374 4500 shs shared none 4500 0 TARGET CORP COMMON STOCK 87612E106 $ 5181 95225 shs shared none 87100 8125 TELEDYNE TECH COMMON STOCK 879360105 $ 26064 800000 shs shared none 800000 0 TEMPUR-PEDIC INTL INC COMMON STOCK 88023U101 $ 26616 1200000 shs shared none 1200000 0 TENET HEALTHCARE CORP COMMON STOCK 88033G100 $ 936 76500 shs shared none 76500 0
- ----------------------------------------------------------------------------------------------------------------------------------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------------------------------------------------------------------------------------------------------- NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TEREX CORP COMMON STOCK 880779103 $ 33754 856700 shs shared none 856700 0 TEVA PHARM .375% .375% SENIOR UNSECURED CONVERT 88164MAB4 $ 220 150000 prn sole none 150 0 TEVA PHARMACEUTICAL (A) 0.50% CASH PAY SENIOR CONVERTI 88164RAA5 $ 54090 55194000 prn shared none 54254 940 TEVA PHARMACEUTICAL (B) 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 $125522 126630000 prn shared none 125747 883 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 $ 547 19500 shs shared none 19500 0 TEXTRON COMMON STOCK 883203101 $ 667 8800 shs shared none 8800 0 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 33888 1200000 shs shared none 1200000 0 THORATEC CORP 1.3798% SENIOR SUBORDINATED CO 885175AB5 $ 26576 45820000 prn shared none 45820 0 3M CO LYONs SENIOR UNSECURED LYONs DUE 203 88579YAB7 $ 260 300000 prn sole none 300 0 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 158 24100 shs shared none 24100 0 TIDEWATER INC COMMON STOCK 886423102 $ 40026 1050000 shs shared none 1050000 0 TIME WARNER INC COMMON STOCK 887317105 $ 3075 184000 shs shared none 184000 0 TITAN INTL INC 5.25% SENIOR CONVERTIBLE NOTES 88830MAB8 $ 4980 4000000 prn shared none 4000 0 TOLL BROTHERS INC COMMON STOCK 889478103 $198339 1953120 shs shared none 1929470 23650 TRIAD HOSPITALS COMMON STOCK 89579K109 $149877 2742990 shs shared none 2691795 51195 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 $ 47501 1218900 shs shared none 1218900 0 TRIZETTO GROUP COMMON STOCK 896882107 $ 1401 100000 shs sole none 100000 0 TRIZEC HAHN CORP (ABX) 3% DEBENTURES EXHANGEABLE FOR 896938AB3 $ 273 350000 prn sole none 350 0 TYCO INTL LTD Series B 144A(R) 3.125% CASH PAY SENIOR UNSECUR 902118BE7 $ 57602 41665000 prn shared none 41665 0 TYCO INTL LTD Series A 2.75% CASH PAY SENIOR UNSECURE 902118BF4 $ 47931 37156000 prn shared none 36678 478 TYCO INTL LTD Series B 3.125% CASH PAY SENIOR UNSECUR 902118BG2 $ 12340 8926000 prn sole none 8926 0 UST INC COMMON STOCK 902911106 $ 365 8000 shs shared none 8000 0 US BANCORP COMMON STOCK 902973304 $ 418 14326 shs sole none 0 14326 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 $ 1142 27000 shs sole none 27000 0 ST PAUL TRAVELERS INC (USF&G) Zero Coupon Convertible Subord 903290AD6 $ 208 250000 prn sole none 250 0 UBIQUITEL INC COMMON STOCK 903474302 $ 1208 148000 shs sole none 148000 0 UNIT CORP COMMON STOCK 909218109 $ 35208 800000 shs shared none 800000 0 UNITED NATURAL FOODS INC COMMON STCOK 911163103 $ 2050 67500 shs shared none 67500 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 $ 737 10651 shs shared none 10000 651 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 1027 20000 shs shared none 20000 0 UTD THERAPEUTIC COMMON STOCK 91307C102 $ 1109 23000 shs sole none 23000 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 $124312 2384200 shs shared none 2384200 0 UNIVERSAL AMER FINL CORP COMMON STOCK 913377107 $ 814 36000 shs sole none 36000 0 UNIVL HLTH SVCS OID .426% CPN CVT DEBENTURES DUE 2 913903AL4 $ 82674 117268000 prn shared none 115656 1612 UNIVISION COMM COMMON STOCK 914906102 $ 678 24602 shs shared none 24602 0 UNOCAL CORP COMMON STOCK 915289102 $ 423 6500 shs shared none 6500 0 URBAN OUTFITTERS INC COMMON STOCK 917047102 $ 88699 1564640 shs shared none 1542465 22175 VALENT PHARMACEUTICALS INTL COMMON STOCK 91911X104 $ 197 11200 shs shared none 11200 0 VALEANT PHARMA - B 4% CONVERTIBLE SUBORDINATED NO 91911XAD6 $ 27725 32380000 prn shared none 32380 0 VALERO ENERGY COMMON STOCK 91913Y100 $208771 2638995 shs shared none 2450661 188334 VASCO DATA SEC COMMON STOCK 92230Y104 $ 970 100000 shs sole none 100000 0 VENTANA MEDICAL SYS COMMON STOCK 92276H106 $ 28161 700000 shs shared none 700000 0 VERITAS SOFTWARE CORP COMMON STOCK - ACQUIRED 923436109 $ 3660 150000 shs shared none 150000 0 VERISIGN INC COMMON STOCK 92343E102 $271003 9422929 shs shared none 8788384 634545 VERIZON COMM COMMON STOCK 92343V104 $ 35897 1039000 shs shared none 1039000 0 VERINT SYSTEMS COMMON STOCK 92343X100 $ 13539 421000 shs shared none 421000 0 VINTAGE PETROL COMMON STOCK 927460105 $ 27423 900000 shs shared none 900000 0 VORNADO RLTY TST -SERIES A 6.5% CONVERTIBLE PREFERRED STO 929042208 $ 2334 21030 shs sole none 21030 0 VULCAN MATLS CO COMMON STOCK 929160109 $ 240 3700 shs shared none 3700 0 WACHOVIA CORP COMMON STOCK 929903102 $ 43400 875000 shs shared none 875000 0 WAL-MART STORES INC COMMON STOCK 931142103 $ 868 18000 shs shared none 18000 0 WALGREEN CO COMMON STOCK 931422109 $ 736 16000 shs shared none 16000 0
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF CUSIP VALUE SHS OR INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS (X $1000) PRN AMOUNT DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WALTER INDUSTRIES INC COMMON STOCK 93317Q105 $ 28140 700000 shs shared none 700000 0 WASHINGTON GROUP INTL INC COMMON STOCK 938862208 $ 869 17000 shs sole none 17000 0 WASHINGTON MUTUAL INC COMMON STOCK 939322103 $170715 4195500 shs shared none 4195500 0 WASTE CONNCTIONS INC FLOATING RATE NOTES DUE 2022 941053AE0 $ 360 300000 prn sole none 300 0 WASTE MGT INC COMMON STOCK 94106L109 $ 26356 930000 shs shared none 930000 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 $ 1839 62200 shs shared none 55050 7150 WATSON PHARMA 1.75% CASH PAY SENIOR UNSECURE 942683AC7 $ 11037 11900000 prn shared none 11250 650 WEBMD CORP COMMON STOCK 94769M105 $ 767 74700 shs shared none 74700 0 WEBMD CORP 1.75% CONVERTIBLE CASH PAY SEN 94769MAE5 $ 28213 30500000 prn shared none 30500 0 WEIGHT WATCHERS INTL INC COMMON STOCK 948626106 $ 77415 1500000 shs shared none 1500000 0 WELLCHOICE INC COMMON STOCK 949475107 $ 62211 895515 shs shared none 873290 22225 WELLPOINT INC COMMON STOCK 94973V107 $489396 7027519 shs shared none 6759053 268466 WENDY'S INTERNATIONAL INC COMMON STOCK 950590109 $100780 2115001 shs shared none 1954073 160928 WESCO INTL INC COMMON STOCK 95082P105 $ 235 7500 shs shared none 7500 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 $121184 9030135 shs shared none 8937475 92660 WET SEAL INC -A COMMON STOCK 961840105 $ 1703 250000 shs sole none 250000 0 WHOLE FOODS MKT Zero Coupon Convertible Subord 966837AC0 $ 8048 6400000 prn shared none 6400 0 WILLBROS GROUP COMMON STOCK 969199108 $ 1282 89500 shs shared none 89500 0 WILLIAMS CO. COMMON STOCK 969457100 $ 49324 2596000 shs shared none 2596000 0 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 $ 43174 1318300 shs shared none 1318300 0 WYETH COMMON STOCK 983024100 $ 3249 73000 shs shared none 73000 0 WYETH FLOATING RATE CONVERTIBLE SENI 983024AD2 $165811 161895000 prn shared none 160672 1223 XM SATELLITE RD COMMON STOCK 983759101 $223934 6652824 shs shared none 6300337 352487 XTO ENERGY INC COMMON STOCK 98385X106 $ 33646 989887 shs shared none 989887 0 XEROX CORP(MANDATORY)Series C 6.25% SERIES C MANDATORY CONVE 984121509 $ 30360 255000 shs shared none 255000 0 YAHOO! INC COMMON STOCK 984332106 $590601 17044769 shs shared none 16248964 795805 YAHOO! INC 0% Zero Coupon Senior Convertible 984332AB2 $ 517 300000 prn sole none 300 0 YELLOW ROADWAY CORP COMMON STOCK 985577105 $ 335 6600 shs sole none 6600 0 YELLOW ROADWAY CORP 3.375% Convertible Senior Unse 985577AB1 $ 485 350000 prn sole none 350 0 YUM! BRANDS INC COMMON STOCK 988498101 $ 58134 1116250 shs shared none 1116250 0 ZENITH NATL INS 5.75% CASH PAY CONVERTIBLE SEN 989390AH2 $ 411 150000 prn sole none 150 0 AMDOCS LTD COMMON STOCK G02602103 $ 308 11650 shs shared none 11650 0 GARMIN LTD COMMON STOCK G37260109 $ 74040 1731921 shs shared none 1594381 137540 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 $217294 5722783 shs shared none 5388894 333889 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 $140396 2316008 shs shared none 2143780 172228 ORIENT EXPRESS HOTELS LTD-A COMMON STOCK G67743107 $ 1330 42000 shs sole none 42000 0 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 $264899 15093960 shs shared none 14547719 546241 UTI WORLDWIDE COMMON STOCK G87210103 $ 35680 512500 shs shared none 512500 0 TRANSOCEAN INC COMMON STOCK G90078109 $ 486 9000 shs shared none 9000 0 XL CAP LTD-A COMMON STOCK G98255105 $ 324 4350 shs sole none 4350 0 ALCON INC COMMON STOCK H01301102 $274805 2513076 shs shared none 2400046 113030 KERZNER INTL LTD COMMON STOCK P6065Y107 $ 456 8000 shs shared none 8000 0 STEINER LEISURE COMMON STOCK P8744Y102 $ 1297 35000 shs sole none 35000 0 ROYAL CARIBBEAN CRUISES, LTD. COMMON STOCK V7780T103 $ 2229 46100 shs shared none 46100 0 FLEXTRONIC INTL COMMON STOCK Y2573F102 $ 1028 77850 shs sole none 29600 48250 GENERAL MARITIME CORP COMMON STOCK Y2692M103 $ 46640 1100000 shs shared none 1100000 0
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