-----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, VPTppYsRchRHnNPCPSj8tVRnzJMF6uqPtlW870ZYmahz/zNVsVk4ZP5FCaNQZK4z reFoHDJ+qqYdWE01sJWeFg== 0000950137-05-006032.txt : 20050516 0000950137-05-006032.hdr.sgml : 20050516 20050516122048 ACCESSION NUMBER: 0000950137-05-006032 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050516 DATE AS OF CHANGE: 20050516 EFFECTIVENESS DATE: 20050516 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: 05832485 BUSINESS ADDRESS: STREET 1: 1111 E. WARRENVILLE ROAD CITY: NAPERVILLE STATE: IL ZIP: 60563 BUSINESS PHONE: 630-245-8382 MAIL ADDRESS: STREET 1: 1111 E. WARRENVILLE ROAD CITY: NAPERVILLE STATE: IL ZIP: 60563 13F-HR 1 c95336e13fvhr.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: March 31, 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 & CCO Phone: (630) 245-7200 Signature, Place, and Date of Signing: /s/ James S. Hamman, Jr. Naperville, Illinois May 16, 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: 708 Form 13F Information Table Value Total: $29,993,531 (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 - ------------------------------------------------------------------------------------------------------------------------------------ AFLAC INC COMMON STOCK 001055102 $ 313 8400 shs shared none 5000 3400 AGCO CORP COMMON STOCK 001084102 $ 692 37900 shs sole none 13200 24700 AGCO CORP 1.75% CASH PAY CONVERTIBLE SEN 001084AJ1 $ 16135 16360000 prn shared none 15510 850 AES CORP COMMON STOCK 00130H105 $143047 8733000 shs shared none 8733000 0 ATI TECH INC COMMON STOCK 001941103 $ 58117 3361320 shs shared none 3337155 24165 ABBOTT LABS COMMON STOCK 002824100 $ 1178 25275 shs shared none 23139 2136 ABGENIX INC COMMON STOCK 00339B107 $ 1400 200000 shs shared none 200000 0 ACTIVISION INC COMMON STOCK 004930202 $ 71660 4841910 shs shared none 4841831 79 ACTUANT CORP- CL A COMMON STOCK 00508X203 $ 27311 608000 shs shared none 608000 0 ACTUANT CORP 2.00% SENIOR SUBORDINATED CONT 00508XAB0 $ 502 400000 prn sole none 400 0 ADOBE SYSTEMS COMMON STOCK 00724F101 $ 5038 75000 shs shared none 75000 0 ADVANCED MED OPTICS 2.50% CASH PAY CONVERTIBLE SEN 00763MAG3 $ 13019 13117000 prn sole none 12961 156 ADV MICRO DEV 4.75% 4.75% SENIOR CONVERTIBLE NOTES 007903AE7 $ 22049 22300000 prn shared none 22300 0 AES CORP TRUST III (TECONS) 6.75% Term Convertible Securit 00808N202 $ 19885 410000 shs shared none 410000 0 AETNA INC COMMON STOCK 00817Y108 $ 555 7400 shs shared none 7400 0 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 $ 977 44000 shs shared none 44000 0 AGILENT TECHNOLOGIES 3% SENIOR UNSECURED CONVERTIBL 00846UAB7 $ 810 824000 prn sole none 824 0 AIR PRODS & CHE COMMON STOCK 009158106 $ 506 8000 shs shared none 8000 0 ALLEGHENY TECH COMMON STOCK 01741R102 $ 30825 1278500 shs shared none 1278500 0 ALLERGAN ZERO 11/22 ZERO COUPON CONVERTIBLE NOTES 018490AE2 $ 6033 6925000 prn sole none 6925 0 ALLIANCE CAP LTD PARTNERSHIP 01855A101 $ 28295 600100 shs shared none 600100 0 ALLIANCE DATA COMMON STOCK 018581108 $ 99533 2463696 shs shared none 2307512 156184 ALLIANCE RES COMMON STOCK 01877R108 $ 1093 17000 shs sole none 17000 0 ALLIANT TECHSYS COMMON STOCK 018804104 $ 40644 568850 shs shared none 558800 10050 ALLIANT TECHSYS 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 $ 73333 69182000 prn shared none 66995 2187 ALLIED WASTE 4.25% 4.25% Senior Subordinated Conv 019589AD2 $ 210 250000 prn sole none 250 0 ALLSCRIPTS INC COMMON STOCK 01988P108 $ 3179 222300 shs shared none 155300 67000 ALLSCRIPTS HEALTH 3.50% CONVERTIBLE SENIOR NOTES 01988PAB4 $ 938 650000 prn sole none 0 650 ALLSTATE CORP COMMON STOCK 020002101 $ 66272 1225900 shs shared none 1225900 0 ALLTEL CORP COMMON STOCK 020039103 $ 494 9000 shs shared none 9000 0 ALLTEL CORP (UPPER DECS) 7.75% UPPER DECS DUE 2005 020039822 $109871 2176102 shs shared none 2170467 5635 ALTRIA GROUP INC COMMON STOCK 02209S103 $ 22756 348000 shs shared none 348000 0 JNJ (ALZA CP) ZERO 7/20 0% CONVERTIBLE SUBORDINATED DE 02261WAB5 $ 4839 5246000 prn sole none 5246 0 AMAZON.COM INC COMMON STOCK 023135106 $524839 15314824 shs shared none 14825597 489227 AMAZON.COM INC REGISTERED 4.75% Convertible Subordinated 023135AF3 $ 356 360000 prn sole none 360 0 AMERADA HESS CORP COMMON STOCK 023551104 $ 65584 681677 shs shared none 672558 9119 AMERADA HESS CORP (ACES) 7% Mandatory convertible prefe 023551401 $127968 1525424 shs shared none 1492909 32515 AMEREN CORP (ACES) 9.75% ACES DUE 2005 023608201 $ 14062 524315 shs shared none 524315 0 AMER MOVIL-ADR L ADR 02364W105 $160622 3112824 shs shared none 2973946 138878 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $163934 5547679 shs shared none 5258720 288959 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 $ 4589 358800 shs shared none 341700 17100 AMER EXPRESS CO. COMMON STOCK 025816109 $ 822 16000 shs shared none 16000 0 AMER FINL GROUP COMMON STOCK 025932104 $ 19848 644400 shs shared none 644400 0 AMER FINL GROUP [CATZTM] 1.4861% SENIOR CASH PAY CONTIN 025932AD6 $ 37485 92555000 prn shared none 90875 1680 AMER INTL GROUP COMMON STOCK 026874107 $ 3255 58752 shs shared none 53042 5710 AMERICAN INTL GRP 0.5% 0.5% EQUITY LINKED NOTES DUE 2 026874AN7 $ 375 400000 prn sole none 400 0 AMER MED SYS COMMON STOCK 02744M108 $ 24052 1400000 shs shared none 1400000 0 AMER PHYSCN CAP COMMON STOCK 028884104 $ 994 29000 shs sole none 29000 0 AMERICAN POWER CONVERSION COMMON STOCK 029066107 $ 2746 105000 shs shared none 105000 0 AMER SCIENCE & ENGINE INC COMMON STOCK 029429107 $ 1118 25000 shs sole none 25000 0 AMERICAN STANDARD COS INC COMMON STOCK 029712106 $168908 3633988 shs shared none 3594329 39659 AMERICAN TOWER COMMON STOCK 029912201 $ 47398 2600000 shs shared none 2600000 0 AMERICREDIT CP COMMON STOCK 03060R101 $119284 5088920 shs shared none 4784334 304586 AMERICREDIT CORP 1.75% SENIOR CONVERTIBLE NOTES 03060RAM3 $ 1134 833000 prn sole none 773 60 AMERIGROUP CORP COMMON STOCK 03073T102 $ 59400 1624727 shs shared none 1473198 151529 AMETEK INC COMMON STOCK 031100100 $ 36225 900000 shs shared none 900000 0 AMGEN INC COMMON STOCK 031162100 $ 351 6028 shs sole none 328 5700
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ AMGEN INC LYONS SENIOR CONVERTIBLE LYONS DUE 2 031162AE0 $ 2183 3000000 prn sole none 3000 0 ANADARKO PETROLEUM COMMON STOCK 032511107 $ 29553 388350 shs shared none 388350 0 ANDREW CORP 3.25% CASH PAY CONVERTIBLE SUB 034425AB4 $ 35039 31999000 prn sole none 30934 1065 ANIXTER INT'L INC COMMON STOCK 035290105 $ 21842 604200 shs shared none 604200 0 ANTEON INTL CORP COMMON STOCK 03674E108 $ 27348 702500 shs shared none 702500 0 AON CORP 3.50% 3.50% SENIOR CASH PAY CONVERTI 037389AT0 $ 235 200000 prn sole none 200 0 APACHE CORP COMMON STOCK 037411105 $ 490 8000 shs shared none 8000 0 APPLE COMPUTER INC COMMON STOCK 037833100 $804100 19296846 shs shared none 18540119 756727 CELERA GEN-APPL COMMON STOCK 038020202 $ 653 63750 shs shared none 63750 0 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 $ 87972 3579000 shs shared none 3579000 0 ARMOR HLDGS INC COMMON STOCK 042260109 $ 31144 839700 shs shared none 839700 0 ARMOR HOLDINGS INC 2.00% Senior Subordinated Conv 042260AC3 $ 35614 37292000 prn shared none 37200 92 ASSOCIATED BANC CORP COMMON STOCK 045487105 $ 24984 800000 shs shared none 800000 0 AUTODESK INC COMMON STOCK 052769106 $247452 8314903 shs shared none 8067933 246970 AUTOLIV INC COMMON STOCK 052800109 $ 19060 400000 shs shared none 400000 0 AUTOMATIC DATA COMMON STOCK 053015103 $ 247 5500 shs shared none 5500 0 AVAYA INC COMMON STOCK 053499109 $ 202 17288 shs shared none 17178 110 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 $ 4804 5208000 prn sole none 5208 0 AVON PRODUCTS INC COMMON STOCK 054303102 $137474 3201544 shs shared none 3067563 133981 BB&T CORPORATION COMMON STOCK 054937107 $ 274 7000 shs shared none 7000 0 BJ SERVICES COMMON STOCK 055482103 $ 2041 39350 shs shared none 39350 0 BJ SERVICES OID SENIOR CONVERTIBLE NOTES D 055482AF0 $ 19983 24370000 prn shared none 24370 0 BMC SOFTWARE COMMON STOCK 055921100 $ 251 16700 shs shared none 16700 0 BAKER HUGHES COMMON STOCK 057224107 $ 356 8000 shs shared none 4000 4000 BANCO ITAU S.A.-ADR ADR 059602201 $ 2272 28000 shs shared none 28000 0 BANCOLOMBIA -ADR ADR 05968L102 $ 227 17000 shs shared none 17000 0 BANK OF AMER CP COMMON STOCK 060505104 $ 45215 1025285 shs shared none 1025285 0 BARD (C.R.) INC COMMON STOCK 067383109 $164827 2421076 shs shared none 2404951 16125 BAUSCH & LOMB INC COMMON STOCK 071707103 $ 523 7140 shs shared none 7100 40 BAXTER INTL INC COMMON STOCK 071813109 $ 1128 33200 shs shared none 33200 0 BAXTER INTL 7%(EQUITY UNITS) 7% EQUITY UNITS 071813406 $199810 3710488 shs shared none 3675133 35355 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 234 4000 shs shared none 4000 0 BELL MICROPRODS COMMON STOCK 078137106 $ 1474 197100 shs shared none 156500 40600 BELL MICROPRODS 3.75% CASH PAYSENIOR SUBORDINA 078137AC0 $ 4001 4200000 prn shared none 3300 900 BELLSOUTH CORP COMMON STOCK 079860102 $ 48637 1850000 shs shared none 1850000 0 BEMIS COMPANY COMMON STOCK 081437105 $ 6691 215000 shs shared none 215000 0 BEST BUY COMPANY INC COMMON STOCK 086516101 $ 221 4100 shs sole none 4100 0 BEST BUY 2.25% 2.25% CONVERTIBLE SUBORDINATED 086516AF8 $ 76284 74697000 prn shared none 73120 1577 BIOSITE INC COMMON STOCK 090945106 $ 23414 450000 shs shared none 450000 0 BLACK & DECKER COMMON STOCK 091797100 $145215 1838398 shs shared none 1747988 90410 BLACKROCK INC COMMON STOCK 09247X101 $ 10955 146200 shs shared none 146200 0 BLOCK H & R COMMON STOCK 093671105 $ 55137 1090100 shs shared none 1090100 0 BOEING CO COMMON STOCK 097023105 $ 71982 1231307 shs shared none 1231170 137 BOOKS-A-MILLION COMMON STOCK 098570104 $ 774 85000 shs sole none 85000 0 BORLAND SOFTWARE COMMON STOCK 099849101 $ 17864 2200000 shs shared none 2200000 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 $ 732 25000 shs shared none 25000 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK 101388106 $ 587 45000 shs sole none 45000 0 BOYD GAMING CP COMMON STOCK 103304101 $ 61156 1172700 shs shared none 1172700 0 BRINKS CO COMMON STOCK 109696104 $ 53540 1547412 shs shared none 1352323 195089 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 $109809 4313000 shs shared none 4313000 0 BROADCOM CORP-A COMMON STOCK 111320107 $ 1418 47400 shs shared none 42000 5400 BRUNSWICK CORPORATION COMMON STOCK 117043109 $ 70275 1500000 shs shared none 1500000 0 BUILDING MATERIAL HOLDING CP COMMON STOCK 120113105 $ 1557 35000 shs sole none 35000 0 BUNGE LTD 3.75% SENIOR CASH PAY CONVERTI 120568AE0 $ 52461 31227000 prn shared none 31057 170 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 $ 74988 1390465 shs shared none 1390465 0 BURLINGTON RESOURCES INC COMMON STOCK 122014103 $ 250 5000 shs shared none 5000 0 CCC INFORMATION SVCS GROUP COMMON STOCK 12487Q109 $ 594 26000 shs sole none 26000 0 CBRL GROUP INC LYONs SENIOR LYONS DUE 2032 12489VAB2 $ 43426 88174000 prn sole none 88174 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 - ------------------------------------------------------------------------------------------------------------------------------------ CHC HELICOPTER - CL A COMMON STOCK 12541C203 $ 597 13000 shs sole none 13000 0 CH ROBINSON WWD COMMON STOCK 12541W100 $ 41224 800000 shs shared none 800000 0 CIGNA CORP COMMON STOCK 125509109 $ 313 3500 shs shared none 3500 0 CIT GROUP INC COMMON STOCK 125581108 $121946 3209115 shs shared none 3052545 156570 CKE RESTAURANTS 4% SUBORDINATED NOTES DUE 2023 12561EAG0 $ 26967 14240000 prn shared none 14240 0 CMS ENERGY 144(R) 3.375% CONVERTIBLE SENIOR NOTE 125896AT7 $ 674 500000 prn sole none 500 0 CSG SYSTEMS INTL INC COMMON STOCK 126349109 $ 285 17500 shs sole none 0 17500 CSG SYS INTL 2.50% CASH PAY SENIOR SUBORDIN 126349AB5 $ 349 388000 prn sole none 388 0 CSX CORP 0% 0% COUPON CONVERTIBLE DEBENTUR 126408GA5 $ 394 450000 prn sole none 450 0 CVS CORP COMMON STOCK 126650100 $ 263 5000 shs shared none 5000 0 CABOT OIL & GAS COMMON STOCK 127097103 $ 39674 719385 shs shared none 717469 1916 CADENCE DESIGN ZERO COUPON ZERO YIELD CONVERT 127387AB4 $ 82829 78325000 prn shared none 77172 1153 CALAMOS CONVERTIBLE OPP&INC Calamos Convertible Opportunit 128117108 $ 206 11246 shs sole none 0 11246 CALLAWAY GOLF COMPANY COMMON STOCK 131193104 $ 2048 160000 shs shared none 160000 0 CANTEL MED CORP COMMON STOCK 138098108 $ 1651 57000 shs sole none 57000 0 CAPITAL ONE (UPPER DECS) 6.25% UPPER DECS (3YR PURCHASE 14040H204 $ 48971 968580 shs shared none 951780 16800 CAPITAL SOURCE INC 3.50% CONVERTIBLE SENIOR NOTES 14055XAD4 $ 21452 21834000 prn shared none 21408 426 CARBO CERAMICS INC COMMON STOCK 140781105 $ 21045 300000 shs shared none 300000 0 CAREER EDUCATION CORP COMMON STOCK 141665109 $ 377 11000 shs shared none 11000 0 CAREMARK RX INC COMMON STOCK 141705103 $ 213 5350 shs sole none 0 5350 CARNIVAL CORP COMMON STOCK 143658300 $205453 3965505 shs shared none 3844128 121377 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 $120390 88522000 prn shared none 87382 1140 CARNIVAL CORP LYONS 10/2021 SENIOR UNSECURED LYONS DUE 202 143658AS1 $ 73005 84644000 prn shared none 83377 1267 CATERPILLAR INC COMMON STOCK 149123101 $ 29078 318000 shs shared none 318000 0 CATO CORP- CL A COMMON STOCK 149205106 $ 903 28000 shs sole none 28000 0 CELGENE CORP 1.75% SENIOR CONVERTIBLE NOTES 151020AC8 $ 13960 9338000 prn shared none 9289 49 CENDANT CORPORATION COMMON STOCK 151313103 $ 1195 58155 shs shared none 58110 45 CENTEX CORP COMMON STOCK 152312104 $122606 2140835 shs shared none 1895981 244854 CENTURY ALUM CO 144A(R) 1.75% CONVERTIBLE SENIOR NOTES 156431AD0 $ 23533 20200000 prn shared none 20200 0 CENTURYTEL INC COMMON STOCK 156700106 $ 85268 2596459 shs shared none 2414969 181490 CENTURYTEL INC 4.75% 4.75% CONVERTIBLE SENIOR UNSEC 156700AH9 $ 2061 1940000 prn sole none 1080 860 CEPHALON INC 2.50% 2.50% CONVERTIBLE SUB NOTES DU 156708AE9 $ 579 600000 prn sole none 600 0 CEPHALON INC [A] 0% CONVERTIBLE NOTES DUE 2033 156708AK5 $ 39267 42223000 prn sole none 41553 670 CEPHALON INC [B] 0% CONVERTIBLE NOTES DUE 2033 156708AL3 $ 26531 28038000 prn shared none 27950 88 CHARMING SHOPPES COMMON STOCK 161133103 $ 1430 175850 shs shared none 162650 13200 CHARMING SHOPPES INC 4.75% CONVERTIBLE SENIOR NOTES 161133AC7 $ 2783 2650000 prn shared none 2450 200 CHECKFREE CORP COMMON STOCK 162813109 $ 93343 2290069 shs shared none 2272954 17115 CHEESECAKE FACTORY COMMON STOCK 163072101 $ 46085 1300000 shs shared none 1300000 0 CHEROKEE INC COMMON STOCK 16444H102 $ 502 15000 shs sole none 15000 0 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 $ 72501 3304492 shs shared none 2874844 429648 CHEVRONTEXACO CORP COMMON STOCK 166764100 $ 61700 1058143 shs shared none 1058143 0 CHICAGO BRIDGE & IRON- NY SHRS NY REG SHARES 167250109 $ 484 11000 shs shared none 11000 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 $108646 559944 shs shared none 523278 36666 CHICOS FAS INC COMMON STOCK 168615102 $110570 3912586 shs shared none 3696187 216399 CHILDRENS PLACE COMMON STOCK 168905107 $ 955 20000 shs sole none 20000 0 CHUBB CORP COMMON STOCK 171232101 $ 476 6000 shs shared none 6000 0 CHUBB CORP 7% Equity Units 171232309 $ 54678 1844129 shs shared none 1838844 5285 CHURCH & DWIGHT 5.25% SENIOR UNSECURED CONVERT 171340AC6 $ 4123 3100000 prn shared none 3100 0 CIRCUIT CITY GP COMMON STOCK 172737108 $ 2408 150000 shs shared none 150000 0 CIRRUS LOGIC COMMON STOCK 172755100 $ 111 24500 shs shared none 24500 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 $ 758 42370 shs shared none 37570 4800 CITIGROUP INC COMMON STOCK 172967101 $ 63868 1421175 shs shared none 1414475 6700 CITIZENS UTILITIES CO (EPPICS) EPPICS (Equity Providing Prefe 177351202 $ 389 7000 shs sole none 7000 0 CITRIX SYS INC COMMON STOCK 177376100 $ 1529 64200 shs shared none 64200 0 COACH INC COMMON STOCK 189754104 $122835 2169081 shs shared none 2012892 156189 COCA-COLA CO COMMON STOCK 191216100 $ 4387 105285 shs shared none 105285 0 COLDWATER CREEK INC COMMON STOCK 193068103 $ 1109 60000 shs sole none 60000 0 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 $ 345 6613 shs shared none 5013 1600
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ COMCAST CORP- CL A COMMON STOCK 20030N101 $ 946 28000 shs shared none 28000 0 COMERICA INC COMMON STOCK 200340107 $ 220 4000 shs shared none 4000 0 COMMONWEALTH TELEPHONE ENTRPR COMMON STOCK 203349105 $ 3427 72700 shs shared none 66400 6300 COMMONWEALTH TELEPHONE 3.25% SENIOR CASH PAY CONVERTI 203349AB1 $ 2707 2700000 prn shared none 2700 0 COMMUNITY HEALTH SYSTEMS 4.25% CONVERTIBLE SENIOR NOTES 203668AA6 $ 49451 45007000 prn shared none 43797 1210 COMP ASSOCIATES 1.625% 1.625% CASH PAY SENIOR CONVERT 204912AQ2 $ 571 400000 prn sole none 400 0 COMPUTER SCIENCES COMMON STOCK 205363104 $153414 3346002 shs shared none 3108914 237088 COMPUWARE CORP COMMON STOCK 205638109 $ 48240 6700000 shs shared none 6700000 0 COMTECH TELECOMMUNICATIONS COMMON STOCK 205826209 $ 323 6200 shs sole none 6200 0 COMTECH TELECOM 2% SENIOR CONVERTIBLE NOTES DU 205826AD2 $ 551 450000 prn sole none 450 0 CONNETICS CORP COMMON STOCK 208192104 $ 1492 59000 shs shared none 55100 3900 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 41626 386000 shs shared none 386000 0 CONSECO INC(MANDATORY)Series B 5.50% MANDATORY CONVERTIBLE PR 208464867 $ 7950 300000 shs shared none 268200 31800 CONSECO INC Common Stock 208464883 $ 5105 250000 shs shared none 224000 26000 CONSTELLATION BRANDS INC -CL A COMMON STOCK 21036P108 $ 76154 1440405 shs shared none 1427725 12680 CONSTELLATION BRDS(MANDATORY) 5.75% SERIES A MANDATORY CONVE 21036P306 $ 45708 1131110 shs shared none 1125910 5200 COOPER CAMERON 1.50% SENIOR CONVERTIBLE DEBEN 216640AE2 $ 14891 14015000 prn sole none 14015 0 COOPER COMPANIES INC COMMON STOCK 216648402 $ 59539 816719 shs shared none 741684 75035 CORNING INC COMMON STOCK 219350105 $ 1673 150330 shs shared none 125247 25083 CORNING INC 3.50% 3.50% SENIOR UNSECURED NOTES D 219350AK1 $ 228 200000 prn sole none 200 0 CORP EXEC BRD COMMON STOCK 21988R102 $ 49561 775000 shs shared none 775000 0 COSTCO WHOLE CORP COMMON STOCK 22160K105 $315638 7144374 shs shared none 6866214 278160 COSTCO WHOLE CP(COSTCO COS)OID Zero Coupon Subordinated Notes 22160QAC6 $ 501 500000 prn sole none 500 0 COUNTRYWIDE FINANCIAL CORP COMMON STOCK 222372104 $ 9118 280902 shs shared none 280902 0 COUNTRYWIDE (LYONS)---EXCH'D LYONS SENIOR CONVERTIBLE NOTES 222372AG9 $ 30598 20048000 prn sole none 19408 640 COVANCE INC COMMON STOCK 222816100 $ 47610 1000000 shs shared none 1000000 0 CRYPTOLOGIC INC COMMON STOCK 228906103 $ 1084 35000 shs sole none 35000 0 CYMER INC 3.50% 3.50% CONVERTIBLE SUBORDINATED 232572AE7 $ 377 400000 prn sole none 400 0 CYTYC CORP COMMON STOCK 232946103 $ 32867 1428400 shs shared none 1410900 17500 CYTYC CORP 144A(R) 2.25% CASH PAY CONVERTIBLE SEN 232946AA1 $ 21600 20498000 prn shared none 20498 0 CYTYC CORP 2.25% CASH PAY CONVERTIBLE SEN 232946AB9 $ 10661 10117000 prn shared none 9217 900 D R HORTON INC COMMON STOCK 23331A109 $ 84676 2895884 shs shared none 2675152 220732 DST SYSTEMS -A 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 $ 46490 39693000 prn shared none 38746 947 DST SYSTEMS -B 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 $ 82023 73317000 prn sole none 72133 1184 DADE BEHRING HOLDINGS INC COMMON STOCK 23342J206 $ 32912 558500 shs shared none 558500 0 DANAHER CORP COMMON STOCK 235851102 $ 908 17000 shs shared none 17000 0 DAVITA INC COMMON STOCK 23918K108 $ 81608 1950000 shs shared none 1950000 0 DECKERS OUTDOOR COMMON STOCK 243537107 $ 1001 28000 shs sole none 28000 0 DEERE & CO COMMON STOCK 244199105 $ 1084 16150 shs shared none 16150 0 DELL INC COMMON STOCK 24702R101 $ 1660 43200 shs shared none 30000 13200 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 $ 4312 90310 shs shared none 90244 66 DEVON ENERGY (CHEVRON) 4.90% 4.90% Convertible Debentures d 25179MAA1 $ 2473 2155000 prn sole none 2035 120 DEVON ENERGY (CHEVRON) 4.95% 4.95% Convertible Debentures d 25179MAB9 $ 574 500000 prn sole none 500 0 DEVON ENERGY ZERO ZERO COUPON SENIOR CONVERTIBLE 25179MAD5 $ 380 650000 prn sole none 650 0 DIAMOND OFFSHORE 1.50% 1.50% SENIOR CONVERTIBLE NOTES 25271CAE2 $132922 113487000 prn shared none 111439 2048 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 $ 3653 99450 shs shared none 85700 13750 DIGITAL RIVER COMMON STOCK 25388B104 $ 37538 1204700 shs shared none 1204700 0 DISNEY WALT CO COMMON STOCK 254687106 $300682 10465777 shs shared none 10028564 437213 WALT DISNEY 2.125% 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 $279792 254646000 prn shared none 250812 3834 DOMINION RESOURCES INC/VA 2.125% CASH PAY SENIOR CONVERT 25746UAT6 $ 424 400000 prn sole none 400 0 RR DONNELLEY & SONS CO COMMON STOCK 257867101 $ 11067 350000 shs shared none 350000 0 DOW CHEMICAL CO COMMON STOCK 260543103 $ 548 11000 shs shared none 11000 0 DRESS BARN INC COMMON STOCK 261570105 $ 2247 123300 shs shared none 109000 14300 DUPONT DE NEMOUR & CO COMMON STOCK 263534109 $ 615 12000 shs shared none 12000 0 DUKE ENERGY CORP COMMON STOCK 264399106 $ 616 22000 shs shared none 22000 0 DUKE ENERGY CORP 1.75% 1.75% SENIOR CASH PAY CONVERTI 264399EJ1 $ 359 300000 prn sole none 300 0 DYNEGY INC - CL A COMMON STOCK 26816Q101 $ 485 124000 shs sole none 0 124000 DYNEGY INC 144A(R) 4.75% CASH PAY CONVERTIBLE SUB 26816QAA9 $ 818 670000 prn sole none 0 670
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ EMC CORP-MASS COMMON STOCK 268648102 $ 830 67400 shs shared none 57000 10400 EAST WEST BANCORP INC COMMON STOCK 27579R104 $ 33228 900000 shs shared none 900000 0 KODAK COMPANY COMMON STOCK 277461109 $193109 5932691 shs shared none 5743947 188744 EASTMAN KODAK 3.375% CASH PAY CONVERTIBLE SE 277461BE8 $123279 101464000 prn shared none 100028 1436 EATON CORP COMMON STOCK 278058102 $108846 1664314 shs shared none 1555442 108872 EBAY INC COMMON STOCK 278642103 $429719 11532989 shs shared none 11119366 413623 ECHOSTAR COMM 5.75% 5.75% CONVERTIBLE SUBORDINATED 278762AG4 $ 694 700000 prn sole none 700 0 EDO CORP 5.25% 5.25% CASH PAY CONVERTIBLE NOT 281347AD6 $ 205 200000 prn sole none 200 0 EDWARDS (AG)INC COMMON STOCK 281760108 $ 1792 40000 shs shared none 40000 0 EDWARDS LIFESCI COMMON STOCK 28176E108 $ 1513 35000 shs shared none 31100 3900 EDWARDS LIFESCIENCES 3.875% CONVERTIBLE SENIOR NOTE 28176EAB4 $ 5952 5800000 prn shared none 5150 650 ELECTRONIC ARTS INC COMMON STOCK 285512109 $320483 6189327 shs shared none 5938613 250714 ELECTRONIC DATA SYS CORP COMMON STOCK 285661104 $ 1550 75000 shs shared none 75000 0 ELECTR DATA SYS 3.875% CONVERTIBLE SENIOR DEBE 285661AF1 $107787 109151000 prn shared none 107725 1426 ELEC BOUTIQUE COMMON STOCK 286045109 $ 30079 700000 shs shared none 700000 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 $ 26837 413328 shs shared none 413328 0 ENCYSIVE PHARMACEUTICALS INC COMMON STOCK 29256X107 $ 1124 110000 shs shared none 110000 0 ENDWAVE CORP COMMON STOCK 29264A206 $ 664 28000 shs sole none 28000 0 EQUINIX INC COMMON STOCK 29444U502 $ 3256 76900 shs shared none 64500 12400 ESSEX CORP COMMON STOCK 296744105 $ 963 59000 shs sole none 59000 0 ELEXON CORP COMMON STOCK 30161N101 $ 413 9000 shs shared none 9000 0 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 $ 3506 307300 shs shared none 290000 17300 EXPRESSJET HLDG 4.25% CASH PAY CONVERTIBLE SEN 30218UAB4 $ 9359 10200000 prn shared none 9500 700 EXXON MOBIL CORP COMMON STOCK 30231G102 $119860 2011075 shs shared none 2009245 1830 FEI COMPANY 5.50% CONVERTIBLE NOTES DUE 20 30241LAB5 $ 253 250000 prn sole none 250 0 FLIR SYSTEMS INC COMMON STOCK 302445101 $ 64299 2122069 shs shared none 2109119 12950 FLIR SYSTEMS INC 3% SENIOR CONVERTIBLE NOTES DU 302445AB7 $ 687 450000 prn sole none 450 0 FAIRMONT HOTELS 3.75% Senior Unsecured Convert 305204AB5 $ 272 250000 prn sole none 250 0 FAMOUS DAVES OF AMERICA COMMON STOCK 307068106 $ 943 67000 shs sole none 67000 0 FANNIE MAE COMMON STOCK 313586109 $ 26593 488400 shs shared none 488400 0 FEDEX CORP COMMON STOCK 31428X106 $ 470 5000 shs shared none 5000 0 F5 NETWORKSINC COMMON STOCK 315616102 $ 79648 1577500 shs shared none 1577500 0 FIDELITY NATIONAL FINL INC COMMON STOCK 316326107 $ 7247 220000 shs shared none 220000 0 FIRST HORZN PHARM 1.75% SENIOR SUBORDINATED CONV 32051KAB2 $ 10148 10448000 prn shared none 10448 0 FIRST MARBLEHEAD CORP COMMON STOCK 320771108 $ 49586 861920 shs shared none 852060 9860 FISHER SCI NEW COMMON STOCK 338032204 $ 421 7400 shs sole none 7400 0 FISHER SCIENTIFIC 3.25% SENIOR SUBORDINATED CONV 338032AX3 $110717 109215000 prn sole none 106513 2702 FLUOR CORP-NEW COMMON STOCK 343412102 $ 308 5550 shs sole none 5550 0 FLUOR CORP 1.50% CASH PAY SENIOR CONVERTI 343412AA0 $ 63960 56602000 prn shared none 55827 775 FOOT LOCKER INC COMMON STOCK 344849104 $ 73670 2514320 shs shared none 2476220 38100 FORD MOTOR CO COMMON STOCK 345370860 $ 6116 539800 shs shared none 484800 55000 FORD MOTOR CAP TRUST II 6.50% CONVERTIBLE TRUST PREFER 345395206 $422042 9308387 shs shared none 9167682 140705 FOREST OIL CORP COMMON STOCK 346091705 $ 30173 745000 shs shared none 745000 0 FORTUNE BRANDS COMMON STOCK 349631101 $ 330 4089 shs shared none 4073 16 FRANKLIN RESOURCES INC COMMON STOCK 354613101 $ 68863 1003100 shs shared none 995340 7760 FRANKLIN RESOURCES LYONS DUE 2031---CONTINGENT CO 354613AC5 $112286 165127000 prn sole none 161753 3374 FREEPORT-MCH COPPER 7% 7% CASH PAY CONVERTIBLE SENIOR 35671DAK1 $ 37027 25780000 prn shared none 25500 280 FREESCALE SEMICONDUCTOR - CL B COMMON STOCK (USD.01) 35687M206 $ 43292 2509678 shs shared none 2504264 5414 FRONTIER OIL CORP COMMON STOCK 35914P105 $ 907 25000 shs sole none 25000 0 FROZEN FOOD EXPRESS COMMON STOCK 359360104 $ 495 43000 shs sole none 43000 0 GATX CORP 7.50% SENIOR UNSECURED CONVERT 361448AC7 $ 234 200000 prn sole none 200 0 GARDNER DENVER INC COMMON STOCK 365558105 $ 790 20000 shs sole none 20000 0 GATEWAY INC COMMON STOCK 367626108 $ 1004 249200 shs shared none 225800 23400 GEN-PROBE INC COMMON STOCK 36866T103 $ 72402 1624826 shs shared none 1624800 26 GENCORP INC COMMON STOCK 368682100 $ 2258 112900 shs shared none 112900 0 GENL DYNAMICS COMMON STOCK 369550108 $ 44961 420000 shs shared none 420000 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 $ 33611 932074 shs shared none 919974 12100 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 $111696 3275534 shs shared none 3091540 183994
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ GENL MILLS ZERO ZERO COUP0N SENIOR CONVERTIBLE 370334AU8 $ 6459 9113000 prn sole none 9113 0 GENERAL MOTORS CORP COMMON STOCK 370442105 $ 16958 577000 shs shared none 577000 0 GENL MOTORS Series C 6.25% Senior Unsecured Conting 370442717 $ 5839 7018375 prn shared none 280605 130 GENL MOTORS 5.25% Series B 5.25% CASH PAY CONVERTIBLE DEB 370442733 $ 6207 8307250 prn shared none 332290 0 GENESCO INC COMMON STOCK 371532102 $ 480 16900 shs sole none 16900 0 GENESCO INC 4.125% CASH PAY CONVERTIBLE SU 371532AN2 $ 628 440000 prn sole none 440 0 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 $ 1372 32000 shs sole none 32000 0 GENLYTE GROUP INC COMMON STOCK 372302109 $ 630 7000 shs sole none 7000 0 GENUINE PARTS CO COMMON STOCK 372460105 $ 44003 1011800 shs shared none 1011800 0 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 $139237 137179000 prn shared none 134168 3011 GEORGIA-PACIFIC CORP COMMON STOCK 373298108 $ 1114 31400 shs shared none 31400 0 GILEAD SCIENCES INC COMMON STOCK 375558103 $ 243 6800 shs sole none 0 6800 GLOBALSANTAFE ( GLBL MAR ZERO) 0% Coupon Convertible Senior n 379352AN7 $ 236 400000 prn sole none 400 0 GLOBAL PAYMENTS COMMON STOCK 37940X102 $ 48368 750000 shs shared none 750000 0 GOLDEN WEST FIN COMMON STOCK 381317106 $ 726 12000 shs shared none 12000 0 GOLDMAN SACHS COMMON STOCK 38141G104 $ 691 6285 shs shared none 6285 0 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 $ 9580 717600 shs shared none 717600 0 GOOGLE INC COMMON STOCK 38259P508 $151884 841417 shs shared none 807651 33766 GREY WOLF INC COMMON STOCK 397888108 $ 3751 570000 shs shared none 490000 80000 GREY WOLF INC 3.75% SENIOR UNSECURED CONTING 397888AD0 $ 30397 25760000 prn shared none 24960 800 GIFFON CORP COMMON STOCK 398433102 $ 557 26000 shs sole none 8500 17500 GRIFFON CORP 4% SUBORDINATED UNSECURED CONV 398433AC6 $ 1120 1000000 prn sole none 275 725 GUIDANT CORP COMMON STOCK 401698105 $ 317 4285 shs shared none 4285 0 HCA INC COMMON STOCK 404119109 $ 96252 1796750 shs shared none 1796750 0 HCC INSURANCE 1.30% 1.30% Convertible Senior Notes 404132AB8 $ 36584 32555000 prn shared none 32275 280 HALLIBURTON CO COMMON STOCK 406216101 $ 376 8700 shs shared none 4500 4200 HALLIBURTON CO 3.125% Convertible Senior Note 406216AM3 $245754 190507000 prn shared none 188687 1820 HANOVER COMPRESSOR COMMON STOCK 410768105 $ 3616 299600 shs shared none 262500 37100 HANOVER COMPRESSOR 4.75% Convertible Senior Unsec 410768AE5 $ 7310 6600000 prn shared none 5800 800 HARLEY-DAVIDSON INC COMMON STOCK 412822108 $ 86305 1494200 shs shared none 1494000 200 HARRIS CORP COMMON STOCK 413875105 $110958 3398421 shs shared none 3202092 196329 HARRIS CORP 3.50% SENIOR CONVERTIBLE NOTES 413875AH8 $ 44755 29688000 prn shared none 29388 300 HASBRO INC 2.75% 2.75% CONVERTIBLE SENIOR NOTES 418056AN7 $ 216 200000 prn sole none 200 0 HEALTH MGT ASSC 1.50% CASH PAY CONVERTIBLE SEN 421933AF9 $ 15132 13851000 prn sole none 13613 238 HERSHEY FOODS CORP COMMON STOCK 427866108 $ 514 8500 shs shared none 8500 0 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 2857 130200 shs shared none 130200 0 HIBBET SPORTING GOODS INC COMMON STOCK 428565105 $ 961 32000 shs sole none 32000 0 HILTON HOTELS COMMON STOCK 432848109 $176232 7885080 shs shared none 7240698 644382 HILTON HOTELS 3.375% 3.375% SENIOR UNSECURED CONTIN 432848AZ2 $115165 99495000 prn shared none 97022 2473 HOLOGIC INC COMMON STOCK 436440101 $ 956 30000 shs sole none 30000 0 HOME DEPOT COMMON STOCK 437076102 $418680 10948745 shs shared none 10631042 317703 HONEYWELL INTL COMMON STOCK 438516106 $ 372 10000 shs shared none 10000 0 HUB GROUP INC -CL A COMMON STOCK 443320106 $ 940 15000 shs sole none 15000 0 HUGHES SUPPLY INC COMMON STOCK 444482103 $ 23800 800000 shs shared none 800000 0 HUMAN GENOME COMMON STOCK 444903108 $ 1660 180000 shs shared none 180000 0 HUTCHINSON TECH 2.25% 2.25% CONVERTIBLE SUBORDINATED 448407AE6 $ 20577 16060000 prn sole none 15419 641 HYDRIL COMPANY COMMON STOCK 448774109 $ 40887 700000 shs shared none 700000 0 ITT INDUSTRIES INC COMMON STOCK 450911102 $ 36323 402512 shs shared none 401425 1087 ILL TOOL WORKS INC COMMON STOCK 452308109 $ 49644 554500 shs shared none 554500 0 IMAGE ENTMT INC COMMON STOCK 452439201 $ 684 125000 shs sole none 125000 0 IMMUCOR INC COMMON STOCK 452526106 $ 52078 1725000 shs shared none 1725000 0 INCO LTD LYONS SENIOR LYONS DUE 2021 453258AM7 $ 27423 25901000 prn shared none 25901 0 INCO LTD 1% 1% SENIOR CONVERTIBLE DEBENTUR 453258AT2 $ 93982 70863000 prn sole none 69502 1361 INDYMAC BCP INC COMMON STOCK 456607100 $ 8289 243800 shs shared none 230000 13800 INDYMAC BCP INC (WIRES) 6% INCOME REDEEMABLE EQUITY SE 456607209 $ 39582 693200 shs shared none 681000 12200 INFOSYS TECHNOLOGIES SP ADR ADR 456788108 $128344 1740731 shs shared none 1731796 8935 INFOSPACE INC COMMON STOCK 45678T201 $ 46966 1150285 shs shared none 1138260 12025 INTEGRA LIFESCI COMMON STOCK 457985208 $ 391 11100 shs sole none 11100 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 - ------------------------------------------------------------------------------------------------------------------------------------ INTEGRA LIFESCI 2.50% 2.50% Convertible Notes due 20 457985AB5 $ 1477 1262000 prn sole none 1262 0 INTEL CORP COMMON STOCK 458140100 $ 32939 1417953 shs shared none 1417197 756 INTERMIX MEDIA INC COMMON STOCK 45881X106 $ 882 120000 shs sole none 120000 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 $ 1209 13232 shs shared none 13232 0 INTL GAME TECH 0% SENIOR UNSECURED CONVERTIBL 459902AL6 $ 20226 31542000 prn sole none 31538 4 INTL PAPER (LYONS) 0% CONVERTIBLE SENIOR NOTES DU 460146BM4 $ 329 600000 prn sole none 600 0 INTL RECTIFIER 4.25% CONVERTIBLE SUBORDINATED 460254AE5 $ 399 400000 prn sole none 400 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 $ 43197 950000 shs shared none 950000 0 INVITROGEN CORP COMMON STOCK 46185R100 $ 325 4700 shs sole none 0 4700 INVITROGEN 2% CONVERTIBLE SENIOR NOTES DU 46185RAJ9 $ 41066 34765000 prn shared none 34215 550 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 $ 1119 1250000 prn sole none 400 850 RUSSELL MIDCAP GROWTH INDEX FD ISHARES RUSSELL MIDCAP GROWTH 464287481 $ 454 5480 shs sole none 5480 0 IVAX CORP 1.875% CONVERTIBLE SR NOTES DU 465823AN2 $ 78443 69727000 prn shared none 69024 703 JLG INDUSTRIES INC COMMON STOCK 466210101 $ 20473 950000 shs shared none 950000 0 JP MORGAN CHASE & CO COMMON STOCK 46625H100 $ 648 18716 shs shared none 15216 3500 JABIL CIRCUIT INC COMMON STOCK 466313103 $ 761 26700 shs shared none 26700 0 JACK IN THE BOX COMMON STOCK 466367109 $ 23351 629400 shs shared none 629400 0 JAKKS PACIFIC COMMON STOCK 47012E106 $ 316 14700 shs sole none 14700 0 JAKKS PACIFIC 4.625% CONVERTIBLE SENIOR NOTE 47012EAB2 $ 445 350000 prn sole none 350 0 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 $ 2303 165100 shs shared none 165100 0 JEFF-PILOT CORP COMMON STOCK 475070108 $ 8633 176000 shs shared none 176000 0 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 93969 1399179 shs shared none 1399179 0 JOY GLOBAL INC COMMON STOCK - ISSUING NEW STO 481165108 $ 84144 2400000 shs shared none 2400000 0 JUNIPER NETWRKS COMMON STOCK 48203R104 $186640 8460584 shs shared none 8216524 244060 JUNIPER NETWORKS 0% SENIOR CONVERTIBLE NOTES DU 48203RAC8 $ 47537 39005000 prn sole none 37837 1168 KV PHARMA 2.50% CASH PAY SUBORDINATED CO 482740AC1 $ 245 225000 prn sole none 225 0 KEANE INC 2% CASH PAY SUBORDINATED CONVE 486665AB8 $ 18640 20016000 prn sole none 19081 935 KB HOME COMMON STOCK 48666K109 $105890 901500 shs shared none 901500 0 KERR-MCGEE CORP COMMON STOCK (USD1) 492386107 $ 36153 461549 shs shared none 461549 0 KOMAG INC COMMON STOCK 500453204 $ 1006 45000 shs sole none 45000 0 LTC PROPERTIES 8.5% CONVERTIBLE PREFERRED 502175508 $ 213 6000 shs sole none 6000 0 L-3 COMM HOLDINGS COMMON STOCK 502424104 $ 80522 1133796 shs shared none 1120770 13026 LABOR READY INC 6.25% Convertible Notes due 20 505401AB5 $ 20890 8000000 prn shared none 8000 0 LABONE INC - NEW COMMON STOCK 50540L105 $ 2224 64500 shs shared none 50800 13700 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 $ 263 5448 shs sole none 3388 2060 LABORATORY CORP LYONS LYONS DUE 2021 50540RAC6 $107617 143489000 prn shared none 141539 1950 LAMAR ADVER CO COMMON STOCK 512815101 $ 9901 245750 shs shared none 229450 16300 LAMAR ADVERTISING 2.875% CASH PAY CONVERTIBLE SE 512815AG6 $ 18430 18180000 prn shared none 16980 1200 LANDAMERICA FINANCIAL GROUP 3.125% Convertible Senior Debe 514936AB9 $ 22802 23327000 prn shared none 22590 737 LANDSTAR SYSTEM INC COMMON STOCK 515098101 $ 33320 1017400 shs shared none 1017400 0 LEHMAN BROS HOLDING INC COMMON STOCK 524908100 $ 659 7000 shs shared none 7000 0 LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 $ 691 700000 prn sole none 625 75 LIBERTY MEDIA(MOTOROLA) 3.50% SENIOR EXCHANGEABLE NOTE 530715AN1 $ 12592 16195000 prn sole none 15240 955 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES DUE 20 530715AR2 $ 512 600000 prn sole none 600 0 LIBERTY (TWX) .75% .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 $167986 153412000 prn shared none 151751 1661 LIFECORE BIOMED COMMON STOCK 532187101 $ 891 50000 shs sole none 50000 0 LITHIA MOTORS COMMON STOCK 536797103 $ 1196 46700 shs shared none 39450 7250 LITHIA MOTORS 2.875% SENIOR SUBORDINATED CON 536797AA1 $ 2783 3000000 prn shared none 2800 200 LITHIA MOTORS 2.875% SENIOR SUBORDINATED CON 536797AB9 $ 464 500000 prn sole none 150 350 LO-JACK CORP COMMON STOCK 539451104 $ 1294 94000 shs sole none 94000 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 $ 611 10000 shs shared none 10000 0 LOCKHEED MARTIN 3MTH LIBOR CASH PAY TO ZERO SE 539830AP4 $ 369 350000 prn sole none 350 0 LOEWS CORP COMMON STOCK 540424108 $ 368 5000 shs shared none 5000 0 LOEWS CORP (DIAMOND OFFSHORE) 3.125% Convertible Subordinate 540424AL2 $ 605 600000 prn sole none 600 0 LONE STAR TECH LONE STAR TECHNOLOGIES INC 542312AB9 $ 3959 3735000 prn shared none 3735 0 LOWE'S COMPANIES COMMON STOCK 548661107 $ 1170 20500 shs shared none 13000 7500 LOWES COMPANIES LYONS LYONS SENIOR NOTES DUE 2021 548661CF2 $ 1033 1100000 prn sole none 1100 0 LOWES COS (.861% CPN till '06) .861% SENIOR CONVERTIBLE NOTES 548661CG0 $ 33234 32503000 prn sole none 31833 670
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ LUBRIZOL CORP COMMON STOCK 549271104 $ 11379 280000 shs shared none 280000 0 LUCENT TECH INC (SERIES A) 2.75% SENIOR CASH PAY CONTINGE 549463AG2 $ 25374 23797000 prn sole none 23255 542 LUCENT TECH INC (SERIES B) 2.75% SENIOR CASH PAY CONTINGE 549463AH0 $ 46620 42000000 prn shared none 41887 113 MBNA CORP COMMON STOCK 55262L100 $ 2141 87200 shs shared none 75000 12200 MCI INC COMMON STOCK 552691107 $ 25523 1025000 shs shared none 1025000 0 MGIC INVT CORP COMMON STOCK 552848103 $ 1048 17000 shs shared none 17000 0 MTS SYSTEMS CORP COMMON STOCK 553777103 $ 726 25000 shs sole none 25000 0 MARATHON OIL CP COMMON STOCK 565849106 $ 18346 391000 shs shared none 391000 0 MARINE PRODUCTS CORP COMMON STOCK 568427108 $ 756 45000 shs sole none 45000 0 MARKEL CORP LYONS SENIOR LYONS DUE 2031 570535AC8 $ 8186 20150000 prn shared none 20150 0 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 $211237 3159387 shs shared none 3033490 125897 MARVEL ENTERPRISES INC COMMON STOCK 57383M108 $ 57897 2894849 shs shared none 2864899 29950 MASCO CORP COMMON STOCK 574599106 $151556 4371393 shs shared none 4201228 170165 MASCO CORP ZERO COUPON (EXCH) ZERO COUPON SENIOR NOTES DUE 2 574599BB1 $138790 286164000 prn shared none 281758 4406 MASSEY ENERGY CORP 2.25% SENIOR UNSECURED CONVERT 576203AF0 $ 44536 32717000 prn shared none 32634 83 MAY DEPARTMENT STORES CO COMMON STOCK 577778103 $ 27062 731000 shs shared none 731000 0 MAYTAG CORP COMMON STOCK 578592107 $ 6845 490000 shs shared none 490000 0 MCDATA CORP 2.25% CASH PAY CONVERTIBLE SUB 580031AD4 $ 249 300000 prn sole none 300 0 MCDONALD'S CORP COMMON STOCK 580135101 $ 18662 599285 shs shared none 599205 80 MCGRAW-HILL CO'S INC COMMON STOCK 580645109 $ 262 3000 shs shared none 3000 0 MEDCATH CORP COMMON STOCK 58404W109 $ 1260 43000 shs sole none 43000 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 $109054 2200000 shs shared none 2200000 0 MEDIACOM COMM 5.25% CONVERTIBLE NOTES DUE 20 58446KAA3 $ 344 350000 prn sole none 350 0 MEDTRONIC INC COMMON STOCK 585055106 $ 680 13356 shs shared none 13356 0 MEDTRONIC INC 1.25% CONVERTIBLE SENIOR NOTES 585055AD8 $207815 208336000 prn shared none 205549 2787 MENS WEARHOUSE COMMON STOCK 587118100 $ 3708 87850 shs shared none 75250 12600 MENS WEARHOUSE 3.125% SENIOR UNSECURED CONTIN 587118AC4 $ 9296 8300000 prn shared none 7100 1200 MERCK & CO COMMON STOCK 589331107 $ 56809 1755000 shs shared none 1755000 0 MERCURY COMPUTR COMMON STOCK 589378108 $ 1641 59500 shs shared none 59500 0 MERRILL LYNCH & CO COMMON STOCK 590188108 $ 5077 89700 shs shared none 89700 0 MERRILL LYNC&CO LYONS(Float) SENIOR FLOATING RATE LYONS DUE 590188W46 $139793 139271000 prn shared none 137087 2184 METLIFE INC COMMON STOCK 59156R108 $ 548 14014 shs shared none 14000 14 MICROS SYS COMMON STOCK 594901100 $ 29368 800000 shs shared none 800000 0 MICROSOFT CORP COMMON STOCK 594918104 $ 77037 3187313 shs shared none 3177513 9800 MICRON TECH 2.50% CONVERTIBLE SUBORDINATED 595112AG8 $ 30397 29405000 prn shared none 28850 555 MILLS CORP REIT 601148109 $ 61343 1159600 shs shared none 1159600 0 MIPS TECH INC COMMON STOCK 604567107 $ 1035 90000 shs sole none 90000 0 MOBILE MINI INC COMMON STOCK 60740F105 $ 889 22000 shs sole none 22000 0 MONARCH CASINO COMMON STOCK 609027107 $ 1194 60000 shs sole none 60000 0 MOODY'S CORP COMMON STOCK 615369105 $ 89229 1103500 shs shared none 1103500 0 MORGAN STANLEY (BMY,BIIB,MRK) 0.25% EXCHANGEABLE NOTES DUE 2 617446MM8 $129294 150000000 prn shared none 148875 1125 MOTOROLA INC COMMON STOCK 620076109 $473476 31628352 shs shared none 30871425 756927 NCO GROUP INC 4.75% CONVERTIBLE SUBORDINATED 628858AB8 $ 244 250000 prn sole none 250 0 NDS GROUP PLC-SPONS ADR ADR 628891103 $ 486 14000 shs shared none 14000 0 NS GROUP INC COMMON STOCK 628916108 $ 754 24000 shs sole none 24000 0 NII HOLDINGS INC COMMON STOCK 62913F201 $128101 2227850 shs shared none 2215000 12850 NII HOLDINGS INC 2.875% CASH PAY CONVERTIBLE SE 62913FAC6 $ 26604 21135000 prn shared none 20085 1050 NABORS IND (OID) 2/21 ZERO COUPON SENIOR CONV DEBT D 629568AF3 $ 1070 1600000 prn sole none 1600 0 NABORS INDS INC 0% SENIOR CONTINGENT CONVERTIB 629568AL0 $108333 107128000 prn shared none 106314 814 NASH FINCH CO COMMON STOCK 631158102 $ 988 26000 shs sole none 26000 0 NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 $ 65178 1775970 shs shared none 1772940 3030 NAVISTAR FINL CORP(NAV) 4.75% SUBORDINATED EXCHANGEABL 638902AM8 $ 549 550000 prn sole none 550 0 NAVIGANT INTL INC COMMON STOCK 63935R108 $ 1189 87050 shs shared none 61050 26000 NEIMAN-MARCUS GROUP INC COMMON STOCK -CL A 640204202 $ 29100 318000 shs shared none 318000 0 NETWORK APPLIAN COMMON STOCK 64120L104 $280730 10149304 shs shared none 9736784 412520 NEW CENTURY FINANCIAL CORP REIT 6435EV108 $ 26217 559947 shs shared none 559939 8 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 $ 25335 1395100 shs shared none 1395100 0 NEXTEL COMMUNICATION COMMON STOCK 65332V103 $ 291 10244 shs shared none 10214 30
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ NEXTEL COMMS 5.25% 5.25% Convertible Notes due 20 65332VAY9 $ 905 900000 prn sole none 900 0 NEXTEL PARTNERS 1.50% SENIOR CONVERTIBLE NOTES 65333FAS6 $ 71062 40665000 prn shared none 39815 850 NICE SYSTEMS LTD -SPONS ADR ADR 653656108 $ 483 15000 shs shared none 15000 0 NIKE INC-B COMMON STOCK 654106103 $ 1083 13000 shs shared none 13000 0 NIKU CORP COMMON STOCK 654113703 $ 1119 62000 shs sole none 62000 0 NOKIA CP - ADR ADR 654902204 $ 37003 2398140 shs shared none 2372315 25825 NOBLE ENERGY COMMON STOCK 655044105 $ 49315 725000 shs shared none 725000 0 NORDSTROM INC COMMON STOCK 655664100 $ 17578 317409 shs shared none 307139 10270 NORFOLK SOTHN CORP COMMON STOCK 655844108 $ 259 7000 shs shared none 7000 0 NORTEL NETWORKS 4.25% SENIOR CASH PAY CONVERTI 656568AB8 $ 925 1000000 prn sole none 1000 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 $131396 2434161 shs shared none 2202131 232030 NUCOR CORP COMMON STOCK 670346105 $ 27117 471110 shs shared none 471110 0 NVIDIA CORP COMMON STOCK 67066G104 $130716 5501521 shs shared none 5055049 446472 CORNING INC (OAK IND) REG 4.875% Convertible Subordinate 671400AL3 $ 13714 13250000 prn shared none 13250 0 OCCIDENTAL PETROL COMMON STOCK 674599105 $100078 1406183 shs shared none 1394143 12040 OCWEN FINL CORP COMMON STOCK 675746101 $ 527 65300 shs shared none 65300 0 OFFSHORE LOGISTICS INC COMMON STOCK 676255102 $ 19992 600000 shs shared none 600000 0 OMNICOM GROUP INC COMMON STOCK 681919106 $ 17877 201950 shs shared none 201950 0 OMNICOM GRP 0% LYONS SENIOR NOTES DUE 2031 681919AK2 $ 52010 52735000 prn shared none 52735 0 OMNICOM GRP (EXCHANGED) ZERO COUPON ZERO YIELD CONVERT 681919AR7 $148412 147858000 prn shared none 144783 3075 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 $ 274 22500 shs sole none 0 22500 OPENWAVE SYS 2.75% CONVERTIBLE SUBORDINATED 683718AC4 $ 741 750000 prn sole none 0 750 ORACLE CORPORATION COMMON STOCK 68389X105 $ 1966 157498 shs shared none 157498 0 OSHKOSH TRUCK CORP COMMON STOCK 688239201 $ 68182 831590 shs shared none 821105 10485 OVERSEAS SHIPHLD GRP COMMON STOCK 690368105 $ 25164 400000 shs shared none 400000 0 OVERSTOCK.COM INC COMMON STOCK 690370101 $ 25239 587100 shs shared none 587100 0 PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 32890 550000 shs shared none 550000 0 PMI GROUP COMMON STOCK 69344M101 $ 3683 96900 shs shared none 96900 0 PMI GROUP INC 2.50% CASH COUPON SR. CONVERTI 69344MAE1 $ 2892 2818000 prn sole none 2818 0 PPL ENERGY SUPPLY 2.625% SENIOR UNSECURED CONVER 69352JAE7 $ 224 200000 prn sole none 200 0 PSS WORLD MED COMMON STOCK 69366A100 $ 284 25000 shs sole none 0 25000 PSS WORLD MED 2.25% SENIOR UNSECURED CONVERT 69366AAB6 $ 756 800000 prn sole none 0 800 PACCAR INC COMMON STOCK 693718108 $ 47162 651500 shs shared none 651500 0 PACER INTERNATIONAL INC COMMON STOCK 69373H106 $ 764 32000 shs sole none 32000 0 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $149129 2619978 shs shared none 2506979 112999 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK 697529303 $ 1214 45000 shs sole none 45000 0 PANERA BREAD CO - CL A COMMON STOCK 69840W108 $ 33918 600000 shs shared none 600000 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 $ 22360 4000000 shs shared none 4000000 0 PAXAR CORP COMMON STOCK 704227107 $ 23474 1100000 shs shared none 1100000 0 PENN NATIONAL GAMING INC COMMON STOCK 707569109 $ 70512 2400000 shs shared none 2400000 0 J.C. PENNEY COMMON STOCK 708160106 $118299 2278481 shs shared none 2252884 25597 PEPSICO INC COMMON STOCK 713448108 $ 916 17271 shs shared none 17271 0 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 $ 1857 121000 shs shared none 100000 21000 PETCO ANIMAL SUPPLIES COMMON STOCK 716016209 $ 1969 53500 shs shared none 53500 0 PETROCHINA CO LTD-ADR ADR 71646E100 $ 27121 429000 shs shared none 429000 0 PETROKAZAKHSTAN INC- CL A COMMON STOCK 71649P102 $ 42379 1055000 shs shared none 1055000 0 PFIZER INC COMMON STOCK 717081103 $ 29764 1133000 shs shared none 1133000 0 PHELPS DODGE CO 6.75% MANDATORY UNITS 717265508 $ 79635 377561 shs shared none 373151 4410 PHOTRONICS INC 2.25% 2.25% CASH PAY CONVERTIBLE SUB 719405AE2 $ 27850 22280000 prn shared none 21760 520 PINNACLE FINANCIAL PARTNERS COMMON STOCK 72346Q104 $ 435 21000 shs sole none 21000 0 PIONEER DRILLING CO COMMON STOCK 723655106 $ 868 63000 shs sole none 63000 0 PLAINS EXPLORATION & PRODUCT COMMON STOCK 726505100 $ 18757 537442 shs shared none 537442 0 POLARIS INDUSTRIES INC COMMON STOCK 731068102 $ 70349 1001689 shs shared none 990149 11540 POLO RALPH LAUREN CORP COMMON STOCK 731572103 $ 63145 1627449 shs shared none 1475185 152264 PRECISION CASTPARTS CORP COMMON STOCK 740189105 $109149 1417333 shs shared none 1400228 17105 PREMCOR INC COMMON STOCK 74045Q104 $ 84485 1415632 shs shared none 1267430 148202 T ROWE PRICE COMMON STOCK 74144T108 $ 91266 1536990 shs shared none 1440647 96343 PRICELINE.COM INC COMMON STOCK 741503403 $ 958 38000 shs shared none 38000 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 - ------------------------------------------------------------------------------------------------------------------------------------ PRIDE INTL INC 2.50% 2.50% CONVERTIBLE SENIOR NOTES 74153QAB8 $ 452 300000 prn sole none 300 0 PROCTER & GAMBLE CO COMMON STOCK 742718109 $ 1783 33643 shs shared none 26371 7272 PROGRESSIVE CORP, OHIO COMMON STOCK 743315103 $ 321 3500 shs shared none 2000 1500 PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 $ 393 24550 shs sole none 0 24550 PROTEIN DESIGN 2.75% CONVERTIBLE SUBORDINATED 74369LAD5 $ 716 700000 prn sole none 0 700 PROVIDE COMMERCE INC COMMON STOCK 74373W103 $ 982 34000 shs sole none 34000 0 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 $ 343 20000 shs shared none 20000 0 PROVIDIAN FINL 4% CONVERTIBLE SENIOR NOTES DU 74406AAC6 $ 68790 48147000 prn shared none 47907 240 PROVIDIAN FINL (STEP-DOWN) 2.75% CONVERTIBLE SENIOR NOTES 74406AAD4 $ 36826 30979000 prn shared none 30559 420 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 $ 83202 1449509 shs shared none 1434992 14517 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 $ 1610 35000 shs sole none 35000 0 QLOGIC CORP COMMON STOCK 747277101 $128689 3177517 shs shared none 3027750 149767 QUALCOMM INC COMMON STOCK 747525103 $478191 13054637 shs shared none 12511933 542704 QUALITY SYS COMMON STOCK 747582104 $ 1270 30000 shs sole none 30000 0 QUANEX COMMON STOCK 747620102 $ 26660 500000 shs shared none 500000 0 QUANTA SERVICES 4.50% CASH PAY CONVERTIBLE SUB 74762EAC6 $ 24600 23942000 prn sole none 23055 887 QUANTUM CP-DSSG COMMON STOCK 747906204 $ 170 58400 shs sole none 58400 0 QUANTUM CORP 4.375% CASH PAY CONVERTIBLE SU 747906AE5 $ 493 500000 prn sole none 500 0 QUEST DIAGNOSTC COMMON STOCK 74834L100 $227022 2159445 shs shared none 2081366 78079 QUIKSILVER INC COMMON STOCK 74838C106 $ 39191 1350000 shs shared none 1350000 0 RH DONNELLY CRP COMMON STOCK 74955W307 $ 34854 600000 shs shared none 600000 0 RPC INC COMMON STOCK 749660106 $ 1003 66000 shs sole none 66000 0 RPM INTL INC COMMON STOCK 749685103 $ 4936 270000 shs shared none 270000 0 RPM INTL INC 1.389% SENIOR CONTINGENT CONVE 749685AK9 $ 27592 51938000 prn shared none 51938 0 RSA SECURITY COMMON STOCK 749719100 $ 22983 1450000 shs shared none 1450000 0 RADIAN GRP 2.25% SENIOR CONVERTIBLE DEBEN 750236AF8 $ 4059 4105000 prn sole none 4105 0 RADISYS CORP COMMON STOCK 750459109 $ 818 57800 shs shared none 35750 22050 RAYTHEON CO COMMON STOCK 755111507 $ 68344 1766000 shs shared none 1766000 0 READERS DIGEST ASSN -CL A COMMON STOCK 755267101 $ 5193 300000 shs shared none 300000 0 RED ROBIN GOURMET BURGERS INC COMMON STOCK 75689M101 $ 25455 500000 shs shared none 500000 0 REEBOK INTL (EXCHANGED) 2% SENIOR CONVERTIBLE NOTES DU 758110AH3 $ 38013 35651000 prn shared none 34972 679 REGAL BELOIT 2.75% CONVERTIBLE SENIOR SUBOR 758750AB9 $ 21315 17382000 prn sole none 16607 775 REINSURANCE GRP (PIERS) 5.75% PFD INCOME IEQUYITY REDE 759351307 $ 20146 348841 shs shared none 348841 0 RESEARCH IN MOTION COMMON STOCK 760975102 $178410 2334592 shs shared none 2212308 122284 RESMED INC 4% CONVERTIBLE SUB NOTES DUE 2 761152AB3 $ 8350 7840000 prn sole none 7385 455 REYNOLDS AMERICAN INC COMMON STOCK 761713106 $ 34130 423500 shs shared none 423500 0 RIVIERA HOLDINGS CORP COMMON STOCK 769627100 $ 908 75000 shs sole none 75000 0 ROBERT HALF INTL INC COMMON STOCK 770323103 $ 67000 2485176 shs shared none 2255089 230087 ROCKWELL AUTOMTN COMMON STOCK 773903109 $194972 3442298 shs shared none 3225185 217113 ROPER INDS INC COMMON STOCK 776696106 $ 576 8800 shs sole none 0 8800 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 $ 1110 2325000 prn sole none 300 2025 ROYAL CARIBBEAN(LYONS) 2/2021 LYONS DUE 2021 780153AK8 $ 42370 80704000 prn shared none 80704 0 ROYAL CARIBBEAN 0% 5/2021 0% CONVERTIBLE NOTES DUE 2021 780153AM4 $109120 154506000 prn shared none 151429 3077 RUBIO'S RESTRNT COMMON STOCK 78116B102 $ 670 67000 shs sole none 67000 0 RYDER SYS COMMON STOCK 783549108 $ 79301 1901696 shs shared none 1727225 174471 RYERSON TULL INC COMMON STOCK 78375P107 $ 710 56000 shs shared none 56000 0 RYLAND GRP INC COMMON STOCK 783764103 $ 93030 1500000 shs shared none 1500000 0 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 $ 73415 3099000 shs shared none 3099000 0 SANMINA-SCI CP 3% CONVERTIBLE SUBORDINATED NO 783890AF3 $ 771 800000 prn sole none 800 0 SFBC INTL INC COMMON STOCK 784121105 $ 987 28000 shs sole none 28000 0 SLM CORP COMMON STOCK 78442P106 $181340 3638434 shs shared none 3503519 134915 SLM CORP (CATZ) FLOATING RATE CONVERTIBLE SENI 78442PAC0 $ 512 500000 prn sole none 500 0 SRA INTERNATIONAL- CL A COMMON STOCK 78464R105 $ 1085 18000 shs sole none 18000 0 SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 $ 1115 36000 shs sole none 36000 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 $ 537 14918 shs shared none 7156 7762 SAPIENT CORP COMMON STOCK 803062108 $ 16880 2298100 shs shared none 2298100 0 SARA LEE CORP COMMON STOCK 803111103 $ 26838 1211100 shs shared none 1211100 0 HENRY SCHEIN IN COMMON STOCK 806407102 $ 4243 118400 shs shared none 106000 12400
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ SCHERING PLOUGH (MANDATORY) 6% MANDATORY CONVERTIBLE PREFE 806605606 $ 15794 314000 shs shared none 314000 0 SCHLUMBERGER LTD COMMON STOCK 806857108 $ 627 8900 shs shared none 8000 900 SCHLUMBERGER LTD [A] 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 $ 54623 49998000 prn sole none 48580 1418 SCHLUMBERGER LTD [B] 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 $ 79738 74261000 prn shared none 73575 686 SCHOOL SPECIALTY COMMON STOCK 807863105 $ 2741 70000 shs shared none 70000 0 SCIENTIFIC GAMES CP -CL A COMMON STOCK 80874P109 $ 42570 1863000 shs shared none 1863000 0 SCRIPPS CO (E W) -CL A COMMON STOCK 811054204 $ 215 4400 shs sole none 0 4400 SEACOR SMIT INC 144A(R) 2.875% SENIOR CONVERTIBLE NOTE 811904AH4 $ 270 250000 prn sole none 250 0 SELECT INS GRP 1.6155% SENIOR CASH-PAY CONTIN 816300AB3 $ 25122 41015000 prn shared none 41015 0 SEPRACOR INC COMMON STOCK 817315104 $181493 3161356 shs shared none 2912242 249114 SEPRACOR INC 144A(R) Zero Coupon Senior Subordinate 817315AV6 $ 509 500000 prn sole none 500 0 SERENA SOFTWARE COMMON STOCK 817492101 $ 3754 158000 shs shared none 158000 0 SERENA SOFTWARE 1.50% CONVERTIBLE SUBORDINATED 817492AB7 $ 51981 43912000 prn shared none 43821 91 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 30408 1050000 shs shared none 1050000 0 SIERRA HEALTH COMMON STOCK 826322109 $ 68596 1074500 shs shared none 1074500 0 SIGMATEL INC COMMON STOCK 82661W107 $ 52140 1393000 shs shared none 1393000 0 SILICON VALLEY BCSH 0% CONVERTIBLE SUBORDINATED NO 827064AC0 $ 16735 12454000 prn sole none 12339 115 SIMON PROPERTY 6% CONVERTIBLE PREFERRED 828806802 $ 222 4000 shs sole none 4000 0 SIRIUS SATELLITE RADIO INC COMON STOCK 82966U103 $ 33720 6000000 shs shared none 6000000 0 SMITH INTERNATIONAL INC COMMON STOCK 832110100 $167943 2677238 shs shared none 2469878 207360 SOC QUIMICA MINERA CHILE-ADR SPON ADR = 10 B SHARES 833635105 $ 644 8000 shs shared none 8000 0 SOLECTRON CORP 0.50% CASH PAY CONVERTIBLE SEN 834182AT4 $ 46441 64390000 prn sole none 63563 827 SONIC CORP COMMON STOCK 835451105 $ 33400 1000000 shs shared none 1000000 0 SPECTRASITE INC COMMON STOCK 84761M104 $ 59432 1025220 shs shared none 1019250 5970 SPRINT CORP COMMON STOCK- TRACKING STOCK 852061100 $111799 4914236 shs shared none 4909838 4398 STARBUCKS CORP COMMON STOCK 855244109 $120451 2331618 shs shared none 2321768 9850 STARWOOD HOTELS REIT 85590A203 $ 240 4000 shs shared none 4000 0 STARWOOD HOTELS 3.50% SENIOR UNSECURED CONTING 85590AAJ3 $ 375 300000 prn sole none 300 0 STATE ST CORP (SPACESSM) 6.75% TREASURY COLLATERALIZED 857477202 $ 6965 35000 shs shared none 35000 0 STATION CASINOS INC COMMON STOCK 857689103 $148896 2204240 shs shared none 2193845 10395 STEEL DYNAMICS COMMON STOCK 858119100 $ 22393 650000 shs shared none 650000 0 STORAGE TECHNOLOGY CP -CL A COMMON STOCK 862111200 $ 2393 77700 shs shared none 77700 0 SUNRISE ASSISTED 5.25% 5.25% CONVERTIBLE SUBORDINATED 86768KAE6 $ 28317 20464000 prn sole none 20005 459 SUNTERRA CORP COMMON STOCK 86787D208 $ 474 31400 shs sole none 8600 22800 SUNTERA CORP 3.75% Senior Subordinated Conv 86787DAC3 $ 903 800000 prn sole none 200 600 SYBASE INC COMMON STOCK 871130100 $ 958 51900 shs shared none 51900 0 SYMANTEC CORP COMMON STOCK 871503108 $376802 17665340 shs shared none 16952227 713113 TCF FINANCIAL CORP COMMON STOCK 872275102 $ 55851 2057137 shs shared none 1965504 91633 TXU CORP COMMON STOCK 873168108 $ 358 4500 shs shared none 4500 0 TARGET CORP COMMON STOCK 87612E106 $ 5980 119550 shs shared none 107100 12450 TELEDYNE TECH COMMON STOCK 879360105 $ 25040 800000 shs shared none 800000 0 TEREX CORP COMMON STOCK 880779103 $ 38754 895000 shs shared none 895000 0 TEVA PHARMACEUTICAL- ADR SPON ADR 881624209 $ 254 8200 shs sole none 0 8200 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 $ 57348 57636000 prn shared none 56319 1317 TEVA PHARMACEUTICAL (B) 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 $132064 131735000 prn shared none 130056 1679 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 $ 242 9500 shs shared none 9500 0 TEXTRON COMMON STOCK 883203101 $ 261 3500 shs shared none 3500 0 THORATEC CORP 1.3798% SENIOR SUBORDINATED CO 885175AB5 $ 23850 45320000 prn shared none 45320 0 3M CO LYONs SENIOR UNSECURED LYONs DUE 203 88579YAB7 $ 270 300000 prn sole none 300 0 TIDEWATER INC COMMON STOCK 886423102 $ 40803 1050000 shs shared none 1050000 0 TIME WARNER INC COMMON STOCK 887317105 $ 3229 184000 shs shared none 184000 0 TITAN INTL INC 5.25% SENIOR CONVERTIBLE NOTES 88830MAB8 $ 2580 2000000 prn shared none 2000 0 TOLL BROTHERS COMMON STOCK 889478103 $150134 1904050 shs shared none 1892700 11350 TOO INC COMMON STOCK 890333107 $ 30097 1220000 shs shared none 1220000 0 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 $ 41211 1218900 shs shared none 1218900 0 TRIZEC HAHN CORP (ABX) 3% DEBENTURES EXHANGEABLE FOR 896938AB3 $ 275 350000 prn sole none 350 0 TYCO INTL LTD Series B 144A(R) 3.125% CASH PAY SENIOR UNSECUR 902118BE7 $ 74552 47110000 prn shared none 47110 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 - ------------------------------------------------------------------------------------------------------------------------------------ TYCO INTL LTD Series A 2.75% CASH PAY SENIOR UNSECURE 902118BF4 $189482 127169000 prn shared none 125196 1973 TYCO INTL LTD Series B 3.125% CASH PAY SENIOR UNSECUR 902118BG2 $ 30519 19285000 prn sole none 18385 900 UCBH HOLDINGS INC COMMON STOCK 90262T308 $ 44688 1120000 shs shared none 1120000 0 UST INC COMMON STOCK 902911106 $ 414 8000 shs shared none 8000 0 US BANCORP COMMON STOCK 902973304 $ 409 14176 shs sole none 0 14176 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 $ 1277 27000 shs sole none 27000 0 ST PAUL TRAVELERS INC (USF&G) Zero Coupon Convertible Subord 903290AD6 $ 207 250000 prn sole none 250 0 UBIQUITEL INC COMMON STOCK 903474302 $ 992 148000 shs sole none 148000 0 ULTRA PETROLEUM CORP COMMON STOCK 903914109 $ 60740 1195670 shs shared none 1189155 6515 UNIONBANCAL CORP COMMON STOCK 908906100 $ 49390 806370 shs shared none 796170 10200 UNIT CORP COMMON STOCK 909218109 $ 36136 800000 shs shared none 800000 0 UTD FIRE&CASLTY Series A 6.375% CONVERTIBLE PREFERRED S 910331305 $ 255 6000 shs sole none 6000 0 UNITED NATURAL FOODS INC COMMON STCOK 911163103 $ 1933 67500 shs shared none 67500 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 $ 941 12940 shs shared none 10089 2851 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 712 7000 shs shared none 7000 0 UTD THERAPEUTIC COMMON STOCK 91307C102 $ 1051 23000 shs sole none 23000 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 $116774 1224300 shs shared none 1219900 4400 UNIVERSAL AMER FINL CORP COMMON STOCK 913377107 $ 623 36000 shs sole none 36000 0 UNIVL HLTH SVCS OID .426% CPN CVT DEBENTURES DUE 2 913903AL4 $ 64611 105058000 prn sole none 103315 1743 UNOCAL CORP COMMON STOCK 915289102 $ 401 6500 shs shared none 6500 0 VALERO ENERGY COMMON STOCK 91913Y100 $273407 3731502 shs shared none 3573103 158399 VERITAS SOFTWARE CORP COMMON STOCK 923436109 $ 3487 150165 shs shared none 150165 0 VERISIGN INC COMMON STOCK 92343E102 $253253 8824159 shs shared none 8369685 454474 VERIZON COMM COMMON STOCK 92343V104 $ 37346 1052000 shs shared none 1052000 0 VERINT SYSTEMS COMMON STOCK 92343X100 $ 14710 421000 shs shared none 421000 0 VINEYARD NATL BANCORP CO COMMON STOCK 927426106 $ 630 23000 shs sole none 23000 0 VITESSE SEMICON COMMON STOCK 928497106 $ 34 12700 shs sole none 0 12700 VORNADO RLTY TST -SERIES A 6.5% CONVERTIBLE PREFERRED STO 929042208 $ 2045 21030 shs sole none 21030 0 VULCAN MATLS CO COMMON STOCK 929160109 $ 210 3700 shs shared none 3700 0 WCI COMMUNITIES INC COMMON STOCK 92923C104 $ 211 7000 shs shared none 7000 0 WACHOVIA CORP COMMON STOCK 929903102 $ 44546 875000 shs shared none 875000 0 WAL-MART STORES INC COMMON STOCK 931142103 $ 1067 21295 shs shared none 18295 3000 WALGREEN CO COMMON STOCK 931422109 $ 711 16000 shs shared none 16000 0 WASHINGTON GROUP INTL INC COMMON STOCK 938862208 $ 765 17000 shs sole none 17000 0 WASHINGTON MUTUAL INC COMMON STOCK 939322103 $177572 4495500 shs shared none 4495500 0 WASTE CONNCTIONS INC FLOATING RATE NOTES DUE 2022 941053AE0 $ 345 300000 prn sole none 300 0 WASTE MGT INC COMMON STOCK 94106L109 $ 28850 1000000 shs shared none 1000000 0 WATSON PHARMA 1.75% CASH PAY SENIOR UNSECURE 942683AC7 $ 5985 6300000 prn shared none 6300 0 WELLPOINT INC COMMON STOCK 94973V107 $246970 1970244 shs shared none 1895647 74597 WELLS FARGO(FLOATER) COCO & COPAY FLOATING RATE HiP 949746FA4 $ 891 900000 prn sole none 900 0 WHOLE FOODS MKT Zero Coupon Convertible Subord 966837AC0 $ 6952 6400000 prn shared none 6400 0 WILLBROS GROUP COMMON STOCK 969199108 $ 1808 89500 shs shared none 89500 0 WILLIAMS CO. COMMON STOCK 969457100 $ 38561 2050000 shs shared none 2050000 0 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 $ 41658 1318300 shs shared none 1318300 0 WYETH COMMON STOCK 983024100 $ 3079 73000 shs shared none 73000 0 WYETH FLOATING RATE CONVERTIBLE SENI 983024AD2 $114948 112119000 prn shared none 110667 1452 WYNN RESORTS LTD COMMON STOCK 983134107 $167597 2474127 shs shared none 2328645 145482 XM SATELLITE RD COMMON STOCK 983759101 $197259 6236454 shs shared none 5974267 262187 XTO ENERGY INC COMMON STOCK 98385X106 $ 32811 999105 shs shared none 999105 0 XEROX CORP(MANDATORY)Series C 6.25% SERIES C MANDATORY CONVE 984121509 $ 33553 255000 shs shared none 255000 0 YAHOO! INC COMMON STOCK 984332106 $565150 16671078 shs shared none 16078979 592099 YAHOO! INC 0% Zero Coupon Senior Convertible 984332AB2 $ 510 300000 prn sole none 300 0 YELLOW ROADWAY CORP COMMON STOCK 985577105 $ 287 4900 shs sole none 4900 0 YELLOW ROADWAY CORP 3.375% Convertible Senior Unse 985577AB1 $ 380 250000 prn sole none 250 0 YUM! BRANDS INC COMMON STOCK 988498101 $ 59986 1157800 shs shared none 1157800 0 ZENITH NATL INS 5.75% CASH PAY CONVERTIBLE SEN 989390AH2 $ 317 150000 prn sole none 150 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 349 4483 shs shared none 2146 2337 ACE LIMITED COMMON STOCK G0070K103 $ 330 8000 shs shared none 4000 4000
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ CENTRAL EUROPEAN MEDIA ENT- A COMMON STOCK G20045202 $ 1533 31000 shs sole none 31000 0 GARMIN LTD COMMON STOCK G37260109 $ 77972 1683335 shs shared none 1574083 109252 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 $266111 6940830 shs shared none 6681050 259780 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 $106023 1792751 shs shared none 1658126 134625 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 $164035 8390530 shs shared none 8021407 369123 UTI WORLDWIDE COMMON STOCK G87210103 $ 49101 707000 shs shared none 707000 0 TRANSOCEAN INC COMMON STOCK G90078109 $ 463 9000 shs shared none 9000 0 XL CAP LTD-A COMMON STOCK G98255105 $ 315 4350 shs sole none 4350 0 ALCON INC COMMON STOCK H01301102 $121955 1365832 shs shared none 1278747 87085 KERZNER INTL LTD COMMON STOCK P6065Y107 $ 490 8000 shs shared none 8000 0 ROYAL CARIBBEAN CRUISES, LTD. COMMON STOCK V7780T103 $ 1698 38000 shs shared none 38000 0 FLEXTRONIC INTL COMMON STOCK Y2573F102 $ 982 81550 shs sole none 29600 51950 GENERAL MARITIME CORP COMMON STOCK Y2692M103 $ 48440 1000000 shs shared none 1000000 0
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