-----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, E5Wo5pY2Z454a2cKZRHHl33yRnHev+cCZuvVL/6iUH936uD39fIJZjKIdlw71tYK 1OXApDQk2eNOFolnHzxorA== 0000950137-05-001676.txt : 20050214 0000950137-05-001676.hdr.sgml : 20050214 20050214124248 ACCESSION NUMBER: 0000950137-05-001676 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050214 DATE AS OF CHANGE: 20050214 EFFECTIVENESS DATE: 20050214 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: 05606022 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 c92184e13fvhr.txt FORM 13F - HOLDING REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2004 --------------------- 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 February 14, 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).) FORM 13F SUMMARY PAGE Report Summary: Form 13F Information Table Entry Total: 696 ------------------------------ Form 13F Information Table Value Total: $29,901,620 ------------------------------ (thousands)
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ AGCO CORP COMMON STOCK 001084102 $784 35800 SHS Sole None 11100 24700 AGCO CORP 1.75% CASH PAY CONVERTIBLE SEN 001084AJ1 $19024 16260000 PRN Shared None 15410 850 AES CORP COMMON STOCK 00130H105 $119380 8733000 SHS Shared None 8733000 0 AMR CORPORATION COMMON STOCK 001765106 $4646 424300 SHS Shared None 391800 32500 AMR CORP 4.50% SENIOR CONVERTIBLE NOTES 001765BB1 $5902 7400000 PRN Shared None 6600 800 ATI TECH INC COMMON STOCK 001941103 $62824 3240040 SHS Shared None 3222530 17510 ATP OIL & GAS COMMON STOCK 00208J108 $855 46000 SHS Sole None 46000 0 ABGENIX INC COMMON STOCK 00339B107 $2068 200000 SHS Shared None 200000 0 ACTIVISION INC COMMON STOCK 004930202 $62328 3088585 SHS Shared None 3088525 60 ACTUANT CORP- CL A COMMON STOCK 00508X203 $32763 628250 SHS Shared None 608000 20250 ACTUANT CORP 2.00% SENIOR SUBORDINATED CONT 00508XAB0 $947 650000 PRN Sole None 400 250 ACXIOM CORP 3.75% 3.75% CONVERTIBLE SUB NOTES DU 005125AB5 $9159 6300000 PRN Shared None 6300 0 ADAPTEC INC COMMON STOCK 00651F108 $213 28000 SHS Sole None 0 28000 ADAPTEC 0.75% Contingent Conversion Co 00651FAG3 $667 700000 PRN Sole None 0 700 ADOBE SYSTEMS COMMON STOCK 00724F101 $6362 101400 SHS Shared None 101400 0 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 $328 7515 SHS Sole None 7515 0 ADVANCED MED OPTICS 2.50% CASH PAY CONVERTIBLE SEN 00763MAG3 $14505 13338000 PRN Sole None 13182 156 AEROPOSTALE INC COMMON STOCK 007865108 $34991 1188950 SHS Shared None 1188950 0 ADVANCED MICRO DEVICES COMMON STOCK 007903107 $176985 8037471 SHS Shared None 7562825 474646 ADV MICRO DEV 4.75% 4.75% SENIOR CONVERTIBLE NOTES 007903AE7 $25617 22300000 PRN Shared None 22300 0 AES CORP TRUST III (TECONS) 6.75% Term Convertible Securit 00808N202 $20234 410000 SHS Shared None 410000 0 AETNA INC COMMON STOCK 00817Y108 $4042 32400 SHS Shared None 32400 0 AFFYMETRIX INC COMMON STOCK 00826T108 $294 8050 SHS Sole None 0 8050 AFFYMETRIX INC 0.75% SENIOR CONVERTIBLE NOTES 00826TAF5 $466 350000 PRN Sole None 0 350 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 $1068 44311 SHS Shared None 44067 244 AGILENT TECHNOLOGIES 3% SENIOR UNSECURED CONVERTIBL 00846UAB7 $57422 56924000 PRN Shared None 56194 730 AKAMAI TECH COMMON STOCK 00971T101 $56908 4367423 SHS Shared None 4150532 216891 ALLEGHENY TECH COMMON STOCK 01741R102 $27705 1278500 SHS Shared None 1278500 0 ALLIANCE DATA COMMON STOCK 018581108 $109698 2310407 SHS Shared None 2186316 124091 ALLIANCE RES COMMON STOCK 01877R108 $1258 17000 SHS Sole None 17000 0 ALLIANT TECHSYS COMMON STOCK 018804104 $37106 567550 SHS Shared None 557500 10050 ALLIANT TECHSYS 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 $75239 71064000 PRN Shared None 68915 2149 ALLIED WASTE 4.25% 4.25% Senior Subordinated Conv 019589AD2 $222 250000 PRN Sole None 250 0 ALLSCRIPTS INC COMMON STOCK 01988P108 $1694 158800 SHS Shared None 111000 47800 ALLSCRIPTS HEALTH 3.50% CONVERTIBLE SENIOR NOTES 01988PAB4 $780 650000 PRN Sole None 0 650 ALLSTATE CORP COMMON STOCK 020002101 $63248 1222900 SHS Shared None 1222900 0 ALLTEL CORP COMMON STOCK 020039103 $294 5000 SHS Shared None 5000 0 ALLTEL CORP (UPPER DECS) 7.75% UPPER DECS DUE 2005 020039822 $267103 5050155 SHS Shared None 5004475 45680 ALTRIA GROUP INC COMMON STOCK 02209S103 $20787 340210 SHS Shared None 340210 0 JNJ (ALZA CP) ZERO 7/20 0% CONVERTIBLE SUBORDINATED DE 02261WAB5 $4806 5516000 PRN Sole None 5516 0 AMAZON.COM INC COMMON STOCK 023135106 $594013 13411888 SHS Shared None 13011281 400607 AMAZON.COM INC REGISTERED 4.75% Convertible Subordinated 023135AF3 $360 360000 PRN Sole None 360 0 AMERADA HESS CORP COMMON STOCK 023551104 $68331 829460 SHS Shared None 758002 71458 AMERADA HESS CORP (ACES) 7% Mandatory convertible prefe 023551401 $177859 2405121 SHS Shared None 2367651 37470 AMEREN CORP (ACES) 9.75% ACES DUE 2005 023608201 $15257 530505 SHS Shared None 530505 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 - ------------------------------------------------------------------------------------------------------------------------------------ AMEREN CORP (ACES) 9.75% ACES DUE 2005 023608201 $15257 530505 SHS Shared None 530505 0 AMER MOVIL-ADR L ADR 02364W105 $141476 2702502 SHS Shared None 2591640 110862 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $116781 2479426 SHS Shared None 2363345 116081 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 $1508 140000 SHS Shared None 140000 0 AMER EXPRESS CO. COMMON STOCK 025816109 $902 16000 SHS Shared None 16000 0 AMER FINL GROUP COMMON STOCK 025932104 $20176 644400 SHS Shared None 644400 0 AMER FINL GROUP [CATZTM] 1.4861% SENIOR CASH PAY CONTIN 025932AD6 $44271 103255000 PRN Shared None 101575 1680 AMER GREETINGS 7% CONVERTIBLE SUB NOTES DUE 2 026375AJ4 $1305 688000 PRN Sole None 688 0 AMER INTL GROUP COMMON STOCK 026874107 $841 12800 SHS Shared None 12800 0 AMERICAN INTL GRP 0.5% 0.5% EQUITY LINKED NOTES DUE 2 026874AN7 $514 545000 PRN Sole None 545 0 AMER MED SYS COMMON STOCK 02744M108 $29267 700000 SHS Shared None 700000 0 AMER PHYSCN CAP COMMON STOCK 028884104 $1045 29000 SHS Sole None 29000 0 AMERICAN RETIREMENT CORP COMMON STOCK 028913101 $707 60000 SHS Sole None 60000 0 AMER SCIENCE & ENGINE INC COMMON STOCK 029429107 $1030 25000 SHS Sole None 25000 0 AMERICAN STANDARD COS INC COMMON STOCK 029712106 $147597 3572040 SHS Shared None 3544732 27308 AMERICAN TOWER COMMON STOCK 029912201 $24840 1350000 SHS Shared None 1350000 0 AMERICREDIT CP COMMON STOCK 03060R101 $117059 4787669 SHS Shared None 4532984 254685 AMERICREDIT CORP 1.75% SENIOR CONVERTIBLE NOTES 03060RAM3 $1187 833000 PRN Sole None 773 60 AMERISOURCEBRGN 5.0% CONVERTIBLE BOND DUE 12/0 03071PAD4 $332 300000 PRN Sole None 300 0 AMERIGROUP CORP COMMON STOCK 03073T102 $45396 600000 SHS Shared None 600000 0 AMETEK INC COMMON STOCK 031100100 $24969 700000 SHS Shared None 700000 0 AMGEN INC LYONS SENIOR CONVERTIBLE LYONS DUE 2 031162AE0 $2228 3000000 PRN Sole None 3000 0 ANADARKO PETROLEUM COMMON STOCK 032511107 $25169 388350 SHS Shared None 388350 0 ANADIGICS CORP COMMON STOCK 032515108 $188 50000 SHS Shared None 40000 10000 ANDREW CORP 3.25% CASH PAY CONVERTIBLE SUB 034425AB4 $43181 33377000 PRN Sole None 32312 1065 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 $457 9000 SHS Shared None 9000 0 ANIXTER INT'L INC COMMON STOCK 035290105 $21745 604200 SHS Shared None 604200 0 ANTEON INTL CORP COMMON STOCK 03674E108 $29407 702500 SHS Shared None 702500 0 AON CORP 3.50% 3.50% SENIOR CASH PAY CONVERTI 037389AT0 $247 200000 PRN Sole None 200 0 APPLE COMPUTER INC COMMON STOCK 037833100 $589762 9157801 SHS Shared None 8844411 313390 CELERA GEN-APPL COMMON STOCK 038020202 $877 63750 SHS Shared None 63750 0 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 $79847 3579000 SHS Shared None 3579000 0 ARMOR HLDGS INC COMMON STOCK 042260109 $39483 839700 SHS Shared None 839700 0 ARMOR HOLDINGS INC 2.00% Senior Subordinated Conv 042260AC3 $43452 38242000 PRN Shared None 38150 92 ARTESYN TECH 5.50% CASH PAY CONVERTIBLE SEN 043127AB5 $243 150000 PRN Sole None 150 0 ASK JEEVES INC COMMON STOCK 045174109 $68355 2555310 SHS Shared None 2460360 94950 ASSOCIATED BANC CORP COMMON STOCK 045487105 $26584 800000 SHS Shared None 800000 0 ATWOOD OCEANICS COMMON STOCK 050095108 $1146 22000 SHS Sole None 22000 0 AUDIBLE INC COMMON STOCK 05069A302 $1120 43000 SHS Sole None 43000 0 AUTODESK INC COMMON STOCK 052769106 $338899 8930158 SHS Shared None 8715334 214824 AUTOLIV INC COMMON STOCK 052800109 $19320 400000 SHS Shared None 400000 0 AUTOMATIC DATA COMMON STOCK 053015103 $244 5500 SHS Shared None 5500 0 AVAYA INC COMMON STOCK 053499109 $125263 7282718 SHS Shared None 7035069 247649 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 $31419 32943000 PRN Sole None 32943 0 AVON PRODUCTS INC COMMON STOCK 054303102 $121479 3139000 SHS Shared None 3038668 100332 AZTAR CORP COMMON STOCK 054802103 $24444 700000 SHS Shared None 700000 0 BB&T CORPORATION COMMON STOCK 054937107 $294 7000 SHS Shared None 7000 0 BJ SERVICES COMMON STOCK 055482103 $1843 39600 SHS Shared None 39600 0 BJ SERVICES OID SENIOR CONVERTIBLE NOTES D 055482AF0 $20227 24370000 PRN Shared None 24370 0 BMC SOFTWARE COMMON STOCK 055921100 $327 17600 SHS Shared None 17600 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 - ------------------------------------------------------------------------------------------------------------------------------------ BANK OF AMER CP COMMON STOCK 060505104 $47695 1015000 SHS Shared None 1015000 0 BARD (C.R.) INC COMMON STOCK 067383109 $91864 1435825 SHS Shared None 1424140 11685 BAUSCH & LOMB INC COMMON STOCK 071707103 $529 8205 SHS Shared None 8165 40 BAXTER INTL INC COMMON STOCK 071813109 $1156 33470 SHS Shared None 33470 0 BAXTER INTL 7%(EQUITY UNITS) 7% EQUITY UNITS 071813406 $209578 3711981 SHS Shared None 3659926 52055 BELL MICROPRODS COMMON STOCK 078137106 $1896 197100 SHS Shared None 156500 40600 BELLSOUTH CORP COMMON STOCK 079860102 $51412 1850000 SHS Shared None 1850000 0 BEST BUY COMPANY INC COMMON STOCK 086516101 $244 4100 SHS Sole None 4100 0 BEST BUY 2.25% 2.25% CONVERTIBLE SUBORDINATED 086516AF8 $70585 65130000 PRN Shared None 63668 1462 BIOMET INC COMMON STOCK 090613100 $39322 906250 SHS Shared None 906250 0 BLACK & DECKER COMMON STOCK 091797100 $96456 1092000 SHS Shared None 1092000 0 BLOCK H & R COMMON STOCK 093671105 $53415 1090100 SHS Shared None 1090100 0 BOEING CO COMMON STOCK 097023105 $226856 4381990 SHS Shared None 4212833 169157 BOOKS-A-MILLION COMMON STOCK 098570104 $818 85000 SHS Sole None 85000 0 BORLAND SOFTWARE COMMON STOCK 099849101 $46136 3950000 SHS Shared None 3950000 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 $889 25000 SHS Shared None 25000 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK 101388106 $651 45000 SHS Sole None 45000 0 BRINKS CO COMMON STOCK 109696104 $57134 1445710 SHS Shared None 1288858 156852 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 $110499 4313000 SHS Shared None 4313000 0 BROADCOM CORP-A COMMON STOCK 111320107 $1356 42000 SHS Shared None 42000 0 BROWN & BROWN COMMON STOCK 115236101 $13547 311060 SHS Sole None 308950 2110 BROWN FORMAN CORP- CL B COMMON STOCK 115637209 $876 18000 SHS Shared None 18000 0 BRUNSWICK CORPORATION COMMON STOCK 117043109 $66825 1350000 SHS Shared None 1350000 0 BUILDING MATERIAL HOLDING CP COMMON STOCK 120113105 $1340 35000 SHS Sole None 35000 0 BUNGE LTD 3.75% SENIOR CASH PAY CONVERTI 120568AE0 $75598 42028000 PRN Shared None 41693 335 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 $33803 714500 SHS Shared None 714500 0 BURLINGTON RESOURCES INC COMMON STOCK 122014103 $218 5000 SHS Shared None 5000 0 CCC INFORMATION SVCS GROUP COMMON STOCK 12487Q109 $577 26000 SHS Sole None 26000 0 CBRL GROUP INC LYONs SENIOR LYONS DUE 2032 12489VAB2 $1370 2700000 PRN Sole None 2700 0 CHC HELICOPTER - CL A COMMON STOCK 12541C203 $554 13000 SHS Sole None 13000 0 CH ROBINSON WWD COMMON STOCK 12541W100 $36088 650000 SHS Shared None 650000 0 CIGNA CORP COMMON STOCK 125509109 $285 3500 SHS Shared None 3500 0 CIT GROUP INC COMMON STOCK 125581108 $140071 3056991 SHS Shared None 2932581 124410 CKE RESTAURANTS 4% SUBORDINATED NOTES DUE 2023 12561EAG0 $25436 14240000 PRN Shared None 14240 0 CSG SYSTEMS INTL INC COMMON STOCK 126349109 $327 17500 SHS Sole None 0 17500 CABOT OIL & GAS COMMON STOCK 127097103 $32443 733175 SHS Shared None 731255 1920 CACI INTL - CL A COMMON STOCK 127190304 $65808 965915 SHS Shared None 958450 7465 CALAMOS CONVERTIBLE OPP&INC Calamos Convertible Opportunit 128117108 $204 9871 SHS Sole None 0 9871 CALLAWAY GOLF COMPANY COMMON STOCK 131193104 $945 70000 SHS Shared None 70000 0 CANTEL MED CORP COMMON STOCK 138098108 $1422 38000 SHS Sole None 38000 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 $211 2500 SHS Shared None 2500 0 CAPITAL ONE (UPPER DECS) 6.25% UPPER DECS (3YR PURCHASE 14040H204 $123228 2183342 SHS Shared None 2150532 32810 CAPITAL SOURCE INC 3.50% CONVERTIBLE SENIOR NOTES 14055XAD4 $5562 5310000 PRN Shared None 5165 145 CARBO CERAMICS INC COMMON STOCK 140781105 $20700 300000 SHS Shared None 300000 0 CARNIVAL CORP COMMON STOCK 143658300 $30093 522175 SHS Shared None 522175 0 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 $136208 90279000 PRN Shared None 89164 1115 CARNIVAL CORP LYONS 10/2021 SENIOR UNSECURED LYONS DUE 202 143658AS1 $82742 86078000 PRN Shared None 84751 1327 CATERPILLAR INC COMMON STOCK 149123101 $31008 318000 SHS Shared None 318000 0 CELGENE CORP 1.75% SENIOR CONVERTIBLE NOTES 151020AC8 $101391 78674000 PRN Shared None 78565 109
- ------------------------------------------------------------------------------------------------------------------------------------ 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 - ------------------------------------------------------------------------------------------------------------------------------------ CENDANT CORPORATION COMMON STOCK 151313103 $68555 2932195 SHS Shared None 2932150 45 CENTEX CORP COMMON STOCK 152312104 $101950 1711148 SHS Shared None 1516554 194594 CENTURYTEL INC COMMON STOCK 156700106 $86046 2425868 SHS Shared None 2275024 150844 CENTURYTEL INC 4.75% 4.75% CONVERTIBLE SENIOR UNSEC 156700AH9 $1045 935000 PRN Sole None 185 750 CEPHALON INC 2.50% 2.50% CONVERTIBLE SUB NOTES DU 156708AE9 $588 600000 PRN Sole None 600 0 CEPHALON INC [A] 0% CONVERTIBLE NOTES DUE 2033 156708AG4 $1393 1379000 PRN Sole None 1223 156 CERADYNE INC COMMON STOCK 156710105 $1144 20000 SHS Sole None 20000 0 CHECKFREE CORP COMMON STOCK 162813109 $50639 1329800 SHS Shared None 1329800 0 CHEROKEE INC COMMON STOCK 16444H102 $529 15000 SHS Sole None 15000 0 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 $70228 4256245 SHS Shared None 3911278 344967 CHEVRONTEXACO CORP COMMON STOCK 166764100 $55556 1058000 SHS Shared None 1058000 0 CHICAGO MERCANTILE EXCHANGE COMMON STOCK 167760107 $125907 550534 SHS Shared None 509486 41048 CHUBB CORP 7% Equity Units 171232309 $56421 1906749 SHS Shared None 1901449 5300 CHURCH & DWIGHT 5.25% SENIOR UNSECURED CONVERT 171340AC6 $4042 3100000 PRN Shared None 3100 0 CIBER INC COMMON STOCK 17163B102 $4675 484950 SHS Shared None 440700 44250 CIRCUIT CITY GP COMMON STOCK 172737108 $2346 150000 SHS Shared None 150000 0 CIRRUS LOGIC COMMON STOCK 172755100 $135 24500 SHS Shared None 24500 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 $817 42277 SHS Shared None 37202 5075 CITIGROUP INC COMMON STOCK 172967101 $67356 1398000 SHS Shared None 1398000 0 CITIZENS UTILITIES CO (EPPICS) EPPICS (Equity Providing Prefe 177351202 $424 7000 SHS Sole None 7000 0 COACH INC COMMON STOCK 189754104 $114764 2034817 SHS Shared None 1910417 124400 COCA-COLA CO COMMON STOCK 191216100 $4934 118500 SHS Shared None 113000 5500 COLDWATER CREEK INC COMMON STOCK 193068103 $1235 40000 SHS Sole None 40000 0 COMCAST CORP- CL A COMMON STOCK 20030N101 $566 17000 SHS Shared None 17000 0 COMERICA INC COMMON STOCK 200340107 $244 4000 SHS Shared None 4000 0 COMMERCE BANCORP-NJ COMMON STOCK 200519106 $1449 22500 SHS Shared None 22500 0 COMMONWEALTH TELEPHONE ENTRPR COMMON STOCK 203349105 $3610 72700 SHS Shared None 66400 6300 COMMONWEALTH TELEPHONE 3.25% SENIOR CASH PAY CONVERTI 203349AB1 $2862 2700000 PRN Shared None 2700 0 COMMSCOPE INC COMMON STOCK 203372107 $416 22000 SHS Sole None 0 22000 COMMUNITY HEALTH SYSTEMS 4.25% CONVERTIBLE SENIOR NOTES 203668AA6 $8841 8511000 PRN Sole None 8511 0 COMPUTER SCIENCES COMMON STOCK 205363104 $192252 3410544 SHS Shared None 3220958 189586 COMVERSE TECH (ZYPES) ZERO YIELD PUTTABLE SECURITIES 205862AL9 $118650 80714000 PRN Sole None 79191 1523 CONOCOPHILLIPS COMMON STOCK 20825C104 $33516 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 $4988 250000 SHS Shared None 224000 26000 CONSTELLATION BRDS(MANDATORY) 5.75% SERIES A MANDATORY CONVE 21036P306 $38979 1036115 SHS Sole None 1030915 5200 COOPER CAMERON 1.50% SENIOR CONVERTIBLE DEBEN 216640AE2 $16504 15662000 PRN Sole None 15662 0 COOPER COMPANIES INC COMMON STOCK 216648402 $24707 350000 SHS Shared None 350000 0 CORNING INC COMMON STOCK 219350105 $95419 8106979 SHS Shared None 7840878 266101 CORNING INC 3.50% 3.50% SENIOR UNSECURED NOTES D 219350AK1 $243 200000 PRN Sole None 200 0 CORP EXEC BRD COMMON STOCK 21988R102 $26776 400000 SHS Shared None 400000 0 COSTCO WHOLE CORP COMMON STOCK 22160K105 $270656 5590910 SHS Shared None 5362045 228865 COSTCO WHOLE CP(COSTCO COS)OID Zero Coupon Subordinated Notes 22160QAC6 $549 500000 PRN Sole None 500 0 COUNTRYWIDE FINANCIAL CORP COMMON STOCK 222372104 $10396 280902 SHS Shared None 280902 0 COUNTRYWIDE (LYONS)---EXCH'D LYONS SENIOR CONVERTIBLE NOTES 222372AG9 $134012 78141000 PRN Sole None 76897 1244 COVANCE INC COMMON STOCK 222816100 $38750 1000000 SHS Shared None 1000000 0 CREE INC COMMON STOCK 225447101 $1707 42600 SHS Shared None 42600 0 CURAGEN CORP COMMON STOCK 23126R101 $1184 165300 SHS Shared None 165300 0 CYMER INC 3.50% 3.50% CONVERTIBLE SUBORDINATED 232572AE7 $398 400000 PRN Sole None 400 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 - ------------------------------------------------------------------------------------------------------------------------------------ CYTYC CORP COMMON STOCK 232946103 $39279 1424700 SHS Shared None 1407200 17500 CYTYC CORP 2.25% CASH PAY CONVERTIBLE SEN 232946AB9 $12035 9967000 PRN Shared None 9067 900 D R HORTON INC COMMON STOCK 23331A109 $152634 3786515 SHS Shared None 3652796 133719 DST SYSTEMS -A 4.125% CONVERTIBLE SENIOR NOTE 233326AB3 $49336 37878000 PRN Shared None 36907 971 DST SYSTEMS -B 3.625% CONVERTIBLE SENIOR NOTE 233326AD9 $94917 76162000 PRN Sole None 74979 1183 DADE BEHRING HOLDINGS INC COMMON STOCK 23342J206 $52836 943500 SHS Shared None 943500 0 DANAHER CORP COMMON STOCK 235851102 $976 17000 SHS Shared None 17000 0 DAVITA INC COMMON STOCK 23918K108 $77084 1950000 SHS Shared None 1950000 0 DECKERS OUTDOOR COMMON STOCK 243537107 $1316 28000 SHS Sole None 28000 0 DEERE & CO COMMON STOCK 244199105 $1202 16150 SHS Shared None 16150 0 DELL INC COMMON STOCK 24702R101 $3017 71600 SHS Shared None 71600 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 $29020 745638 SHS Shared None 718625 27013 DEVON ENERGY (CHEVRON) 4.90% 4.90% Convertible Debentures d 25179MAA1 $2384 2170000 PRN Sole None 2050 120 DEVON ENERGY (CHEVRON) 4.95% 4.95% Convertible Debentures d 25179MAB9 $560 510000 PRN Sole None 510 0 DEVON ENERGY ZERO ZERO COUPON SENIOR CONVERTIBLE 25179MAD5 $364 650000 PRN Sole None 650 0 DIAMOND OFFSHORE 1.50% 1.50% SENIOR CONVERTIBLE NOTES 25271CAE2 $212 200000 PRN Sole None 200 0 DICK'S SPORTING GOODS INC COMMON STOCK 253393102 $5060 143950 SHS Shared None 130200 13750 DIGITAL RIVER COMMON STOCK 25388B104 $50128 1204700 SHS Shared None 1204700 0 DISNEY WALT CO COMMON STOCK 254687106 $26447 951335 SHS Shared None 951100 235 WALT DISNEY 2.125% 2.125% CONVERTIBLE SENIOR NOTE 254687AU0 $238640 214508000 PRN Shared None 210635 3873 DOLLAR GENERAL COMMON STOCK 256669102 $352 16950 SHS Shared None 16950 0 DORAL FINANCIAL CORP COMMON STOCK 25811P100 $91076 1849253 SHS Shared None 1735052 114201 DOW CHEMICAL CO COMMON STOCK 260543103 $1560 31500 SHS Shared None 31500 0 DRESS BARN INC COMMON STOCK 261570105 $968 55000 SHS Shared None 55000 0 DUKE ENERGY CORP COMMON STOCK 264399106 $481 19000 SHS Shared None 19000 0 DUKE ENERGY CORP 1.75% 1.75% SENIOR CASH PAY CONVERTI 264399EJ1 $337 300000 PRN Sole None 300 0 DURATEK INC COMMON STOCK 26658Q102 $1096 44000 SHS Sole None 44000 0 DYNEGY INC - CL A COMMON STOCK 26816Q101 $610 132000 SHS Sole None 0 132000 EGL INC COMMON STOCK 268484102 $44283 1481530 SHS Shared None 1466590 14940 EMC CORP-MASS COMMON STOCK 268648102 $852 57270 SHS Shared None 57270 0 EARTHLINK INC COMMON STOCK 270321102 $46080 4000000 SHS Shared None 4000000 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 $25176 600000 SHS Shared None 600000 0 KODAK COMPANY COMMON STOCK 277461109 $167097 5181287 SHS Shared None 5033086 148201 EASTMAN KODAK 3.375% CASH PAY CONVERTIBLE SE 277461BE8 $128314 102549000 PRN Shared None 101082 1467 EATON CORP COMMON STOCK 278058102 $128645 1777841 SHS Shared None 1691109 86732 EBAY INC COMMON STOCK 278642103 $638987 5492406 SHS Shared None 5326193 166213 ECHOSTAR COMM 5.75% 5.75% CONVERTIBLE SUBORDINATED 278762AG4 $717 700000 PRN Sole None 700 0 EDO CORP COMMON STOCK 281347104 $429 13500 SHS Sole None 0 13500 EDO CORP 5.25% 5.25% CASH PAY CONVERTIBLE NOT 281347AD6 $1526 1400000 PRN Sole None 200 1200 ELECTRONIC ARTS INC COMMON STOCK 285512109 $352948 5722250 SHS Shared None 5526807 195443 ELEC BOUTIQUE COMMON STOCK 286045109 $30058 700000 SHS Shared None 700000 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 $28951 413000 SHS Shared None 413000 0 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 $785 33000 SHS Sole None 33000 0 EQUINIX INC COMMON STOCK 29444U502 $2876 67300 SHS Shared None 56600 10700 ESSEX CORP COMMON STOCK 296744105 $1195 59000 SHS Sole None 59000 0 ELEXON CORP COMMON STOCK 30161N101 $397 9000 SHS Shared None 9000 0 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 $4100 318300 SHS Shared None 301000 17300 EXPRESSJET HLDG 4.25% CASH PAY CONVERTIBLE SEN 30218UAB4 $10692 10470000 PRN Shared None 9770 700 EXXON MOBIL CORP COMMON STOCK 30231G102 $2738 53418 SHS Shared None 53418 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 - ------------------------------------------------------------------------------------------------------------------------------------ FEI COMPANY 5.50% CONVERTIBLE NOTES DUE 20 30241LAB5 $253 250000 PRN Sole None 250 0 FLIR SYSTEMS INC COMMON STOCK 302445101 $58000 909235 SHS Shared None 900635 8600 FLIR SYSTEMS INC 3% SENIOR CONVERTIBLE NOTES DU 302445AB7 $731 450000 PRN Sole None 450 0 FAMOUS DAVES OF AMERICA COMMON STOCK 307068106 $854 67000 SHS Sole None 67000 0 FANNIE MAE COMMON STOCK 313586109 $34494 484400 SHS Shared None 484400 0 FEDERATED DEPT STORES COMMON STOCK 31410H101 $503 8700 SHS Shared None 8700 0 FEDEX CORP COMMON STOCK 31428X106 $295 3000 SHS Shared None 3000 0 F5 NETWORKSINC COMMON STOCK 315616102 $52291 1073300 SHS Shared None 1073300 0 FIDELITY NATIONAL FINL INC COMMON STOCK 316326107 $10047 220000 SHS Shared None 220000 0 FIRST HORZN PHARM 1.75% SENIOR SUBORDINATED CONV 32051KAB2 $11911 9885000 PRN Shared None 9885 0 FIRST MARBLEHEAD CORP COMMON STOCK 320771108 $34054 605400 SHS Shared None 605400 0 FISHER SCI NEW COMMON STOCK 338032204 $462 7400 SHS Sole None 7400 0 FISHER SCIENTIFIC INTL 2.50% SENIOR CONVERTIBLE NOTES 338032AW5 $625 420000 PRN Sole None 420 0 FISHER SCIENTIFIC 3.25% SENIOR SUBORDINATED CONV 338032AX3 $112086 99965000 PRN Sole None 97291 2674 FLEXTRONICS INTL 1% CASH PAY SENIOR SUBORDINATE 33938EAL1 $84162 73344000 PRN Shared None 70429 2915 FLUOR CORP-NEW COMMON STOCK 343412102 $278 5100 SHS Sole None 5100 0 FLUOR CORP 1.50% CASH PAY SENIOR CONVERTI 343412AA0 $65460 57421000 PRN Shared None 56646 775 FOOT LOCKER INC COMMON STOCK 344849104 $62678 2327435 SHS Shared None 2299895 27540 FORD MOTOR CO COMMON STOCK 345370860 $13319 909800 SHS Shared None 854800 55000 FORD MOTOR CAP TRUST II 6.50% CONVERTIBLE TRUST PREFER 345395206 $613461 11620784 SHS Shared None 11471069 149715 FOREST OIL CORP COMMON STOCK 346091705 $23631 745000 SHS Shared None 745000 0 FORTUNE BRANDS COMMON STOCK 349631101 $1122 14532 SHS Shared None 12089 2443 FOSSIL INC COMMON STOCK 349882100 $37191 1450515 SHS Shared None 1435095 15420 FOUR SEASONS 1.875% CASH PAY SENIOR CONVERT 35100EAE4 $20083 15705000 PRN Shared None 15390 315 FRANKLIN RESOURCES INC COMMON STOCK 354613101 $578 8300 SHS Shared None 8200 100 FRANKLIN RESOURCES LYONS DUE 2031---CONTINGENT CO 354613AC5 $115371 163937000 PRN Sole None 160509 3428 FREEPRT MCMOR COP&GOLD -CL B COMMON STOCK 35671D857 $952 24900 SHS Sole None 5600 19300 FREEPORT-MCH COPPER 7% 7% CASH PAY CONVERTIBLE SENIOR 35671DAK1 $40170 26780000 PRN Shared None 25700 1080 FREESCALE SEMICONDUCTOR - CL B COMMON STOCK (USD.01) 35687M206 $54012 2941834 SHS Shared None 2881110 60724 FROZEN FOOD EXPRESS COMMON STOCK 359360104 $555 43000 SHS Sole None 43000 0 GATX CORP 7.50% SENIOR UNSECURED CONVERT 361448AC7 $234 200000 PRN Sole None 200 0 GAP INC 5.75% CASH PAY CONVERTIBLE SEN 364760AJ7 $96121 72476000 PRN Shared None 71243 1233 GATEWAY INC COMMON STOCK 367626108 $1498 249200 SHS Shared None 225800 23400 GEN-PROBE INC COMMON STOCK 36866T103 $46228 1022528 SHS Shared None 1022500 28 GENCORP INC COMMON STOCK 368682100 $1515 81600 SHS Shared None 81600 0 GENENTECH INC COMMON STOCK 368710406 $379 6969 SHS Sole None 6598 371 GENL DYNAMICS COMMON STOCK 369550108 $43932 420000 SHS Shared None 420000 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 $33179 909000 SHS Shared None 909000 0 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 $112568 3113057 SHS Shared None 2959495 153562 GENL MILLS ZERO ZERO COUP0N SENIOR CONVERTIBLE 370334AU8 $4070 5743000 PRN Sole None 5743 0 GENERAL MOTORS CORP COMMON STOCK 370442105 $23115 577000 SHS Shared None 577000 0 GENL MOTORS Series C 6.25% Senior Unsecured Conting 370442717 $41206 38640500 PRN Shared None 1512640 32980 GENL MOTORS 5.25% Series B 5.25% CASH PAY CONVERTIBLE DEB 370442733 $48750 52827875 PRN Shared None 2023595 89520 GENESCO INC COMMON STOCK 371532102 $526 16900 SHS Sole None 16900 0 GENESCO INC 4.125% CASH PAY CONVERTIBLE SU 371532AN2 $685 440000 PRN Sole None 440 0 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 $1121 32000 SHS Sole None 32000 0 GENUINE PARTS CO COMMON STOCK 372460105 $44580 1011800 SHS Shared None 1011800 0 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 $143288 135177000 PRN Shared None 132303 2874 GEORGIA-PACIFIC CORP COMMON STOCK 373298108 $1168 31150 SHS Shared None 31150 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 - ------------------------------------------------------------------------------------------------------------------------------------ GILLETTE CO COMMON STOCK 375766102 $43252 965875 SHS Shared None 963765 2110 GLOBALSANTAFE (GLBL MAR ZERO) 0% Coupon Convertible Senior n 379352AN7 $235 400000 PRN Sole None 400 0 GOLDEN WEST FIN COMMON STOCK 381317106 $737 12000 SHS Shared None 12000 0 GOLDMAN SACHS COMMON STOCK 38141G104 $343 3300 SHS Shared None 3300 0 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 $11464 782000 SHS Shared None 712000 70000 GRANT PRIDECO COMMON STOCK 38821G101 $43108 2150000 SHS Shared None 2150000 0 GREENBRIER COS COMMON STOCK 393657101 $779 23000 SHS Sole None 23000 0 GREY GLOBAL GRP 144A(R) 5% CASH PAY CONTINGENT CONVERT 39787MAA6 $3893 3000000 PRN Shared None 3000 0 GREY WOLF INC COMMON STOCK 397888108 $511 97000 SHS Sole None 29000 68000 GREY WOLF INC 3.75% SENIOR UNSECURED CONTING 397888AD0 $1132 1100000 PRN Sole None 300 800 GIFFON CORP COMMON STOCK 398433102 $702 26000 SHS Sole None 8500 17500 GRIFFON CORP 4% SUBORDINATED UNSECURED CONV 398433AC6 $1339 1000000 PRN Sole None 275 725 GTECH HOLDINGS 1.75% Senior Cash Pay Converti 400518AB2 $11889 6270000 PRN Shared None 6270 0 GUIDANT CORP COMMON STOCK 401698105 $288 4000 SHS Shared None 4000 0 HCC INSURANCE 1.30% 1.30% Convertible Senior Notes 404132AB8 $1447 1338000 PRN Sole None 1338 0 HALLIBURTON CO COMMON STOCK 406216101 $569 14500 SHS Shared None 4500 10000 HALLIBURTON CO 3.125% Convertible Senior Note 406216AM3 $210031 170757000 PRN Shared None 168450 2307 HANMI FINL CP COMMON STOCK 410495105 $1078 30000 SHS Sole None 30000 0 HANOVER COMPRESSOR COMMON STOCK 410768105 $4235 299750 SHS Shared None 262650 37100 HANOVER COMPRESSOR 4.75% Convertible Senior Unsec 410768AE5 $8349 6600000 PRN Shared None 5800 800 HARLEY-DAVIDSON INC COMMON STOCK 412822108 $90773 1494200 SHS Shared None 1494000 200 HARMAN INTL IND COMMON STOCK 413086109 $37792 297578 SHS Shared None 294738 2840 HARRIS CORP 3.50% SENIOR CONVERTIBLE NOTES 413875AH8 $45162 30618000 PRN Shared None 30188 430 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 $516 7450 SHS Shared None 7450 0 HASBRO INC 2.75% 2.75% CONVERTIBLE SENIOR NOTES 418056AN7 $6475 6009000 PRN Sole None 5858 151 HEALTH MGT ASSOC 0% ZERO COUPON SENIOR CONVERTIBLE 421933AD4 $393 445000 PRN Sole None 445 0 HEALTH MGT ASSC 1.50% CASH PAY CONVERTIBLE SEN 421933AF9 $30116 28750000 PRN Sole None 27876 874 HERSHEY FOODS CORP COMMON STOCK 427866108 $305 5500 SHS Shared None 5500 0 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $2730 130200 SHS Shared None 130200 0 HEXCEL CORP COMMON STOCK 428291108 $1088 75000 SHS Sole None 75000 0 HILB ROGL & HAMILTON COMMON STOCK 431294107 $9276 255950 SHS Shared None 240350 15600 HILTON HOTELS COMMON STOCK 432848109 $167706 7374929 SHS Shared None 6843240 531689 HILTON HOTELS 3.375% 3.375% SENIOR UNSECURED CONTIN 432848AZ2 $60002 50158000 PRN Shared None 48224 1934 HOME DEPOT COMMON STOCK 437076102 $361023 8446959 SHS Shared None 8198091 248868 HONEYWELL INTL COMMON STOCK 438516106 $354 10000 SHS Shared None 10000 0 HOUSTON EXPLORATION CO COMMON STOCK 442120101 $22524 400000 SHS Shared None 400000 0 HUGHES SUPPLY INC COMMON STOCK 444482103 $25880 800000 SHS Shared None 800000 0 HUMAN GENOME COMMON STOCK 444903108 $2164 180000 SHS Shared None 180000 0 HYDRIL COMPANY COMMON STOCK 448774109 $22755 500000 SHS Shared None 500000 0 IDEC PHARM CORP LYONS DUE 2019 449370AC9 $1346 500000 PRN Sole None 500 0 IDEC PHARM CORP LYONS 4/32 SENIOR CONTINGENT PAYMENT LYON 449370AE5 $48613 75663000 PRN Shared None 73418 2245 ID SYSTEMS INC COMMON STOCK 449489103 $616 33000 SHS Sole None 33000 0 ITT INDUSTRIES INC COMMON STOCK 450911102 $34697 410855 SHS Shared None 409765 1090 ILL TOOL WORKS INC COMMON STOCK 452308109 $51688 557700 SHS Shared None 557700 0 IMAGE ENTMT INC COMMON STOCK 452439201 $743 125000 SHS Sole None 125000 0 IMMUCOR INC COMMON STOCK 452526106 $40555 1725000 SHS Shared None 1725000 0 INCO LTD LYONS SENIOR LYONS DUE 2021 453258AM7 $27601 27567000 PRN Shared None 27567 0 INCO LTD 1% 1% SENIOR CONVERTIBLE DEBENTUR 453258AT2 $95543 73073000 PRN Sole None 71720 1353 INDEPENDENCE COMM BK COMMON STOCK 453414104 $8133 191000 SHS Shared None 191000 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 - ------------------------------------------------------------------------------------------------------------------------------------ INDYMAC BCP INC COMMON STOCK 456607100 $475 13800 SHS Sole None 0 13800 INDYMAC BCP INC (WIRES) 6% INCOME REDEEMABLE EQUITY SE 456607209 $40968 693200 SHS Shared None 681000 12200 INFOSYS TECHNOLOGIES SP ADR ADR 456788108 $120278 1735360 SHS Shared None 1726035 9325 INFOSPACE INC COMMON STOCK 45678T201 $51893 1091345 SHS Shared None 1082700 8645 INNODATA CORP COMMON STOCK 457642205 $876 89000 SHS Sole None 89000 0 INTEGRA LIFESCI COMMON STOCK 457985208 $410 11100 SHS Sole None 11100 0 INTEGRA LIFESCI 2.50% 2.50% Convertible Notes due 20 457985AB5 $823 660000 PRN Sole None 660 0 INTEL CORP COMMON STOCK 458140100 $33140 1416856 SHS Shared None 1416100 756 INTERMIX MEDIA INC COMMON STOCK 45881X106 $678 120000 SHS Sole None 120000 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 $1282 13000 SHS Shared None 13000 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 $383 11139 SHS Sole None 10225 914 INTL GAME TECH 0% SENIOR UNSECURED CONVERTIBL 459902AL6 $102530 134246000 PRN Sole None 132328 1918 INTL RECTIFIER 4.25% CONVERTIBLE SUBORDINATED 460254AE5 $397 400000 PRN Sole None 400 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 $30015 750000 SHS Shared None 750000 0 INVITROGEN CORP COMMON STOCK 46185R100 $316 4700 SHS Sole None 0 4700 INVITROGEN 2% CONVERTIBLE SENIOR NOTES DU 46185RAJ9 $41487 34717000 PRN Shared None 34167 550 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 $797 850000 PRN Sole None 0 850 JP MORGAN CHASE & CO COMMON STOCK 46625H100 $605 15519 SHS Shared None 15519 0 JABIL CIRCUIT INC COMMON STOCK 466313103 $389 15200 SHS Shared None 15200 0 JACK IN THE BOX COMMON STOCK 466367109 $23206 629400 SHS Shared None 629400 0 JAKKS PACIFIC COMMON STOCK 47012E106 $303 13700 SHS Sole None 13700 0 JAKKS PACIFIC 4.625% CONVERTIBLE SENIOR NOTE 47012EAB2 $465 350000 PRN Sole None 350 0 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 $2775 165100 SHS Shared None 165000 100 JEFF-PILOT CORP COMMON STOCK 475070108 $9145 176000 SHS Shared None 176000 0 JOHNSON & JOHNSON COMMON STOCK 478160104 $74861 1180402 SHS Shared None 1180402 0 JOY GLOBAL INC COMMON STOCK - ISSUING NEW STO 481165108 $47773 1100000 SHS Shared None 1100000 0 JUNIPER NETWRKS COMMON STOCK 48203R104 $404981 14894478 SHS Shared None 14511752 382726 JUNIPER NETWORKS 0% SENIOR CONVERTIBLE NOTES DU 48203RAC8 $59713 40042000 PRN Sole None 38869 1173 JUPITERMEDIA CORP COMMON STOCK 48207D101 $1403 59000 SHS Sole None 59000 0 KV PHARMA 2.50% CASH PAY SUBORDINATED CO 482740AC1 $246 225000 PRN Sole None 225 0 KAYDON CORP 4% SENIOR SUBORDINATED UNSECUR 486587AB4 $20171 15898000 PRN Shared None 15833 65 KEANE INC 2% CASH PAY SUBORDINATED CONVE 486665AB8 $22769 22079000 PRN Sole None 21118 961 KB HOME COMMON STOCK 48666K109 $73080 700000 SHS Shared None 700000 0 KELLWOOD CO COMMON STOCK 488044108 $1242 36000 SHS Shared None 28000 8000 KERR-MCGEE CORP COMMON STOCK 492386107 $16470 285000 SHS Shared None 285000 0 KERR-MCGEE CORP 5.25% 5.25% Convertible Sub Notes du 492386AP2 $1112 1050000 PRN Sole None 1050 0 KIMBERLY-CLARK CORP COMMON STOCK 494368103 $26982 410000 SHS Shared None 410000 0 LTC PROPERTIES 8.5% CONVERTIBLE PREFERRED 502175508 $240 6000 SHS Sole None 6000 0 L-3 COMM HOLDINGS COMMON STOCK 502424104 $99312 1355975 SHS Shared None 1340662 15313 LABOR READY INC 6.25% Convertible Notes due 20 505401AB5 $19200 8000000 PRN Shared None 8000 0 LABONE INC - NEW COMMON STOCK 50540L105 $1935 60400 SHS Shared None 50800 9600 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 $154001 3091149 SHS Shared None 2859676 231473 LABORATORY CORP LYONS LYONS DUE 2021 50540RAC6 $87788 113826000 PRN Shared None 113223 603 LAMAR ADVER CO COMMON STOCK 512815101 $10513 245750 SHS Shared None 229450 16300 LAMAR ADVERTISING 2.875% CASH PAY CONVERTIBLE SE 512815AG6 $40348 36555000 PRN Shared None 35355 1200 LANDAMERICA FINANCIAL GROUP 3.125% Convertible Senior Debe 514936AB9 $19707 19297000 PRN Shared None 18795 502 LANDSTAR SYSTEM INC COMMON STOCK 515098101 $29986 407200 SHS Shared None 407200 0 LEAR CORP COMMON STOCK 521865105 $915 15000 SHS Shared None 15000 0 LEAR CORP 0% ZERO COUPON SENIOR CONVERTIBLE 521865AG0 $2297 4450000 PRN Sole None 4450 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 - ------------------------------------------------------------------------------------------------------------------------------------ LEUCADIA NATIONAL 3.75% SENIOR SUBORDINATED CONV 527288AX2 $865 700000 PRN Sole None 625 75 LIBERTY MEDIA (FON) 4% 4% Senior Exchangable debentur 530715AG6 $1882 2574000 PRN Shared None 2574 0 LIBERTY MEDIA(FON)3.75% 3.75% Convertible Sub. notes d 530715AL5 $2780 4142000 PRN Shared None 4142 0 LIBERTY MEDIA(MOTOROLA) 3.50% SENIOR EXCHANGEABLE NOTE 530715AN1 $21725 23020000 PRN Shared None 22065 955 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES DUE 20 530715AR2 $597 608000 PRN Sole None 608 0 LIBERTY (TWX) .75% .75% SENIOR EXCHANGEABLE DEBEN 530718AF2 $152010 126280000 PRN Shared None 124619 1661 LITHIA MOTORS COMMON STOCK 536797103 $1067 39800 SHS Shared None 37150 2650 LO-JACK CORP COMMON STOCK 539451104 $1136 94000 SHS Sole None 94000 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 $556 10000 SHS Shared None 10000 0 LOCKHEED MARTIN 3MTH LIBOR CASH PAY TO ZERO SE 539830AP4 $362 350000 PRN Sole None 350 0 LOEWS CORP COMMON STOCK 540424108 $352 5000 SHS Shared None 5000 0 LOEWS CORP (DIAMOND OFFSHORE) 3.125% Convertible Subordinate 540424AL2 $590 600000 PRN Sole None 600 0 LOUISIANA PAC CORP COMMON STOCK 546347105 $22061 825000 SHS Shared None 825000 0 LOWES COMPANIES LYONS LYONS SENIOR NOTES DUE 2021 548661CF2 $1046 1100000 PRN Sole None 1100 0 LOWES COS (.861% CPN till '06) .861% SENIOR CONVERTIBLE NOTES 548661CG0 $9515 9040000 PRN Sole None 9040 0 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 $64828 17241470 SHS Shared None 17241300 170 LUCENT TECH INC (SERIES A) 2.75% SENIOR CASH PAY CONTINGE 549463AG2 $688 500000 PRN Sole None 500 0 LUCENT TECH INC 8% CONVERTIBLE SUBORDINATED D 549463AK3 $1252 1125000 PRN Shared None 1125 0 MBNA CORP COMMON STOCK 55262L100 $2114 75000 SHS Shared None 75000 0 MCI INC COMMON STOCK 552691107 $20664 1025000 SHS Shared None 1025000 0 MGIC INVT CORP COMMON STOCK 552848103 $2343 34000 SHS Shared None 34000 0 MGI PHARMA INC COMMON STOCK 552880106 $33612 1200000 SHS Shared None 1200000 0 MSC INDUSTRIAL DIRECT -A COMMON STOCK 553530106 $35980 1000000 SHS Shared None 1000000 0 MANPOWER INC ZERO ZERO COUPON CONVERTIBLE NOTES 56418HAC4 $48254 69306000 PRN Sole None 68248 1058 MARINE PRODUCTS CORP COMMON STOCK 568427108 $783 30000 SHS Sole None 30000 0 MARKEL CORP LYONS SENIOR LYONS DUE 2031 570535AC8 $8488 20150000 PRN Shared None 20150 0 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 $166141 2637991 SHS Shared None 2537144 100847 MARVEL ENTERPRISES INC COMMON STOCK 57383M108 $48934 2389371 SHS Shared None 2367761 21610 MASCO CORP COMMON STOCK 574599106 $156557 4285721 SHS Shared None 4148579 137142 MASCO CORP ZERO COUPON (EXCH) ZERO COUPON SENIOR NOTES DUE 2 574599BB1 $125849 252963000 PRN Shared None 248862 4101 MASSEY ENERGY CORP 2.25% SENIOR UNSECURED CONVERT 576203AF0 $43389 33153000 PRN Shared None 33070 83 MAY DEPARTMENT STORES CO COMMON STOCK 577778103 $21491 731000 SHS Shared None 731000 0 MAYTAG CORP COMMON STOCK 578592107 $10339 490000 SHS Shared None 490000 0 MCAFEE INC COMMON STOCK 579064106 $89715 3101091 SHS Shared None 2786605 314486 MCDATA CORP 2.25% CASH PAY CONVERTIBLE SUB 580031AD4 $287 300000 PRN Sole None 300 0 MCDONALD'S CORP COMMON STOCK 580135101 $19259 600705 SHS Shared None 600625 80 MCGRAW-HILL CO'S INC COMMON STOCK 580645109 $275 3000 SHS Shared None 3000 0 MEDIACOM COMM 5.25% CONVERTIBLE NOTES DUE 20 58446KAA3 $345 350000 PRN Sole None 350 0 MEDICIS PHARM 1.50% EXCH'D 1.50% CASH PAY SENIOR CONTINGE 584690AB7 $80341 74304000 PRN Shared None 72900 1404 MEDICIS PHARM 2.50% 2.50% CASH PAY SENIOR CONTINGE 58470KAA2 $11264 8566000 PRN Sole None 8107 459 MEDTRONIC INC 1.25% CONVERTIBLE SENIOR NOTES 585055AB2 $651 644000 PRN Sole None 644 0 MENS WEARHOUSE COMMON STOCK 587118100 $1291 40400 SHS Shared None 30300 10100 MENS WEARHOUSE 3.125% SENIOR UNSECURED CONTIN 587118AC4 $4732 4600000 PRN Shared None 3400 1200 MERCK & CO COMMON STOCK 589331107 $56406 1755000 SHS Shared None 1755000 0 MERCURY COMPUTR COMMON STOCK 589378108 $1472 49600 SHS Shared None 49600 0 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 $755 43000 SHS Sole None 43000 0 MERRILL LYNCH & CO COMMON STOCK 590188108 $4764 79700 SHS Shared None 79700 0 METLIFE INC COMMON STOCK 59156R108 $568 14014 SHS Shared None 14000 14 MICROS SYS COMMON STOCK 594901100 $31224 400000 SHS Shared None 400000 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 - ------------------------------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COMMON STOCK 594918104 $66848 2501800 SHS Shared None 2501800 0 MICRON TECH 2.50% CONVERTIBLE SUBORDINATED 595112AG8 $49139 41555000 PRN Shared None 41000 555 MICROTUNE INC COMMON STOCK 59514P109 $1100 180000 SHS Sole None 180000 0 MILLS CORP REIT 601148109 $73936 1159600 SHS Shared None 1159600 0 MONARCH CASINO COMMON STOCK 609027107 $1217 30000 SHS Sole None 30000 0 MONSANTO CO-NEW COMMON STOCK 61166W101 $78699 1416729 SHS Shared None 1416729 0 MOODY'S CORP COMMON STOCK 615369105 $78469 903500 SHS Shared None 903500 0 MORGAN STANLEY COMMON STOCK 617446448 $24373 439000 SHS Shared None 439000 0 MORGAN STANLEY (BMY,BIIB,MRK) 0.25% EXCHANGEABLE NOTES DUE 2 617446MM8 $141429 150000000 PRN Shared None 148875 1125 MOTOROLA INC COMMON STOCK 620076109 $534667 31085286 SHS Shared None 30467457 617829 NCO GROUP INC 4.75% CONVERTIBLE SUBORDINATED 628858AB8 $255 250000 PRN Sole None 250 0 NCR CORP-NEW COMMON STOCK 62886E108 $76915 1111000 SHS Shared None 1111000 0 NABORS IND (OID) 2/21 ZERO COUPON SENIOR CONV DEBT D 629568AF3 $1064 1600000 PRN Sole None 1600 0 NASH FINCH CO COMMON STOCK 631158102 $982 26000 SHS Sole None 26000 0 NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 $71195 1876509 SHS Shared None 1863019 13490 NAT'L SEMICONDUCTOR COMMON STOCK 637640103 $1204 67077 SHS Shared None 66687 390 NAVISTAR FINL CORP(NAV) 4.75% SUBORDINATED EXCHANGEABL 638902AM8 $571 550000 PRN Sole None 550 0 NAUTILUS GROUP INC COMMON STOCK 63910B102 $1354 56000 SHS Sole None 56000 0 NAVIGANT INTL COMMON STOCK 63935R108 $1232 101250 SHS Shared None 70950 30300 NEENAH PAPER INC COMMON STOCK 640079109 $405 12424 SHS Shared None 12424 0 NEIMAN-MARCUS GROUP INC COMMON STOCK -CL A 640204202 $22750 318000 SHS Shared None 318000 0 NETWORK APPLIAN COMMON STOCK 64120L104 $239184 7200000 SHS Shared None 7200000 0 NEW CENTURY FINANCIAL CORP REIT 6435EV108 $46922 734181 SHS Shared None 673759 60422 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 $28697 1395100 SHS Shared None 1395100 0 NEXTEL COMMUNICATION COMMON STOCK 65332V103 $529 17621 SHS Shared None 16962 659 NEXTEL COMMS 5.25% 5.25% Convertible Notes due 20 65332VAY9 $921 900000 PRN Sole None 900 0 NEXTEL PARTNERS INC COMMON STOCK-CL A 65333F107 $252 12900 SHS Sole None 12900 0 NEXTEL PARTNERS 1.50% SENIOR CONVERTIBLE NOTES 65333FAS6 $66499 41304000 PRN Shared None 40429 875 NIKE INC-B COMMON STOCK 654106103 $4965 54750 SHS Shared None 54750 0 NIKU CORP COMMON STOCK 654113703 $1249 62000 SHS Sole None 62000 0 NOKIA CP - ADR ADR 654902204 $30077 1919390 SHS Shared None 1892605 26785 NOBLE ENERGY COMMON STOCK 655044105 $44704 725000 SHS Shared None 725000 0 NORDSTROM INC COMMON STOCK 655664100 $17135 366680 SHS Shared None 355464 11216 NORTEL NETWORKS 4.25% SENIOR CASH PAY CONVERTI 656568AB8 $973 1000000 PRN Sole None 1000 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 $140395 2582681 SHS Shared None 2394523 188158 NUCOR CORP COMMON STOCK 670346105 $24658 471110 SHS Shared None 471110 0 NVIDIA CORP COMMON STOCK 67066G104 $25975 1102500 SHS Shared None 1102500 0 CORNING INC (OAK IND) REG 4.875% Convertible Subordinate 671400AL3 $13714 13250000 PRN Shared None 13250 0 OCCIDENTAL PETROL COMMON STOCK 674599105 $78748 1349345 SHS Shared None 1340585 8760 OCWEN FINL CORP COMMON STOCK 675746101 $624 65300 SHS Shared None 65300 0 OFFSHORE LOGISTICS INC COMMON STOCK 676255102 $19482 600000 SHS Shared None 600000 0 OHIO CAS CORP 5% SENIOR UNSECURED CONVERTIBL 677240AC7 $320 300000 PRN Sole None 300 0 OMNICOM GROUP INC COMMON STOCK 681919106 $4300 51000 SHS Shared None 51000 0 OMNICOM GRP (EXCHANGED) ZERO COUPON ZERO YIELD CONVERT 681919AR7 $144261 144081000 PRN Shared None 141569 2512 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 $348 22500 SHS Sole None 0 22500 OPENWAVE SYS 2.75% CONVERTIBLE SUBORDINATED 683718AC4 $833 750000 PRN Sole None 0 750 OSHKOSH TRUCK CORP COMMON STOCK 688239201 $39770 581600 SHS Shared None 574070 7530 OVERSEAS SHIPHLD GRP COMMON STOCK 690368105 $44160 800000 SHS Shared None 800000 0 OVERSTOCK.COM INC COMMON STOCK 690370101 $40510 587100 SHS Shared None 587100 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 - ------------------------------------------------------------------------------------------------------------------------------------ PMI GROUP COMMON STOCK 69344M101 $4046 96900 SHS Shared None 96900 0 PMI GROUP INC 2.50% CASH COUPON SR. CONVERTI 69344MAE1 $3226 2923000 PRN Sole None 2923 0 PSS WORLD MED COMMON STOCK 69366A100 $313 25000 SHS Sole None 0 25000 PSS WORLD MED 2.25% SENIOR UNSECURED CONVERT 69366AAB6 $828 800000 PRN Sole None 0 800 PACCAR INC COMMON STOCK 693718108 $52445 651650 SHS Shared None 651650 0 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $1413 25000 SHS Shared None 25000 0 PALMONE INC COMMON STOCK 69713P107 $60137 1906084 SHS Shared None 1730944 175140 PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 $23560 4000000 SHS Shared None 4000000 0 PARK OHIO HLDNG COMMON STOCK 700666100 $852 33000 SHS Sole None 33000 0 PARKER HANNIFIN COMMON STOCK 701094104 $143485 1894444 SHS Shared None 1752119 142325 PAXAR CORP COMMON STOCK 704227107 $24387 1100000 SHS Shared None 1100000 0 PENN NATIONAL GAMING INC COMMON STOCK 707569109 $72660 1200000 SHS Shared None 1200000 0 J.C. PENNEY COMMON STOCK 708160106 $128577 3105724 SHS Shared None 3068587 37137 PEPSICO INC COMMON STOCK 713448108 $766 14675 SHS Shared None 14675 0 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 $1583 100000 SHS Shared None 100000 0 PEROT SYS CP-A COMMON STOCK 714265105 $2565 160000 SHS Shared None 160000 0 PETCO ANIMAL SUPPLIES COMMON STOCK 716016209 $2112 53500 SHS Shared None 53500 0 PETROCHINA CO LTD-ADR ADR 71646E100 $23033 429000 SHS Shared None 429000 0 PETROKAZAKHSTAN INC- CL A COMMON STOCK 71649P102 $39141 1055000 SHS Shared None 1055000 0 PFIZER INC COMMON STOCK 717081103 $30258 1125239 SHS Shared None 1125239 0 PHELPS DODGE CORP COMMON STOCK 717265102 $65433 661473 SHS Shared None 604853 56620 PHELPS DODGE CO 6.75% MANDATORY UNITS 717265508 $79607 384837 SHS Shared None 380427 4410 PHOTRONICS INC 2.25% 2.25% CASH PAY CONVERTIBLE SUB 719405AE2 $27989 22280000 PRN Shared None 21760 520 PINNACLE FINANCIAL PARTNERS COMMON STOCK 72346Q104 $475 21000 SHS Sole None 21000 0 PLACER DOME INC 2.75% CASH PAY CONVERTIBLE SEN 725906AK7 $2459 2005000 PRN Sole None 2005 0 PLAINS EXPLORATION & PRODUCT COMMON STOCK 726505100 $13973 537442 SHS Shared None 537442 0 POLARIS INDUSTRIES INC COMMON STOCK 731068102 $62258 915285 SHS Shared None 907020 8265 POLO RALPH LAUREN CORP COMMON STOCK 731572103 $65949 1548088 SHS Shared None 1425587 122501 PRECISION CASTPARTS CORP COMMON STOCK 740189105 $54294 826645 SHS Shared None 819320 7325 PREMCOR INC COMMON STOCK 74045Q104 $43728 1036944 SHS Shared None 918530 118414 PRICELINE.COM INC COMMON STOCK 741503403 $896 38000 SHS Shared None 38000 0 PRIDE INTL INC 2.50% 2.50% CONVERTIBLE SENIOR NOTES 74153QAB8 $380 300000 PRN Sole None 300 0 PROCTER & GAMBLE CO COMMON STOCK 742718109 $27974 507872 SHS Shared None 505000 2872 PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 $507 24550 SHS Sole None 0 24550 PROTEIN DESIGN 2.75% CONVERTIBLE SUBORDINATED 74369LAD5 $886 700000 PRN Sole None 0 700 PROVIDE COMMERCE INC COMMON STOCK 74373W103 $1263 34000 SHS Sole None 34000 0 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 $329 20000 SHS Shared None 20000 0 PROVIDIAN FINL 4% CONVERTIBLE SENIOR NOTES DU 74406AAC6 $75049 53654000 PRN Shared None 52765 889 PROVIDIAN FINL (STEP-DOWN) 2.75% CONVERTIBLE SENIOR NOTES 74406AAD4 $37447 31206000 PRN Shared None 30786 420 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 $132017 2402061 SHS Shared None 2374176 27885 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 $1280 35000 SHS Sole None 35000 0 PULTE HOMES INC COMMON STOCK 745867101 $957 15000 SHS Shared None 15000 0 QUALCOMM INC COMMON STOCK 747525103 $534035 12595171 SHS Shared None 12161639 433532 QUANTA SERVICES 4.50% CASH PAY CONVERTIBLE SUB 74762EAC6 $5679 5210000 PRN Sole None 5110 100 QUEST DIAGNOSTC COMMON STOCK 74834L100 $204745 2142804 SHS Shared None 2074981 67823 QUEST DIAGNOSTICS 1.75% SENIOR CONVERTIBLE DEBEN 74834LAF7 $52169 47807000 PRN Sole None 47807 0 QUIKSILVER INC COMMON STOCK 74838C106 $40217 1350000 SHS Shared None 1350000 0 RH DONNELLY CRP COMMON STOCK 74955W307 $26573 450000 SHS Shared None 450000 0 RPC INC COMMON STOCK 749660106 $1105 44000 SHS Sole None 44000 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 - ------------------------------------------------------------------------------------------------------------------------------------ RPM INTL INC 1.389% SENIOR CONTINGENT CONVE 749685AK9 $30815 53359000 PRN Shared None 53359 0 RSA SECURITY COMMON STOCK 749719100 $29087 1450000 SHS Shared None 1450000 0 RADIAN GRP 2.25% SENIOR CONVERTIBLE DEBEN 750236AF8 $4167 4105000 PRN Sole None 4105 0 RADISYS CORP COMMON STOCK 750459109 $1129 57800 SHS Shared None 35750 22050 RAMBUS INC COMMON STOCK 750917106 $1495 65000 SHS Shared None 65000 0 RAYTHEON CO COMMON STOCK 755111507 $51683 1331000 SHS Shared None 1331000 0 RED ROBIN GORMET BURGERS COMMON STOCK 75689M101 $26735 500000 SHS Shared None 500000 0 REGAL BELOIT 2.75% CONVERTIBLE SENIOR SUBOR 758750AB9 $3343 2710000 PRN Sole None 2575 135 REINSURANCE GRP (PIERS) 5.75% PFD INCOME IEQUYITY REDE 759351307 $29349 477226 SHS Shared None 470151 7075 RELIANT RES INC 5% SENIOR SUBORDINATED CONVERT 75952BAD7 $205 125000 PRN Sole None 125 0 RESEARCH IN MOTION COMMON STOCK 760975102 $183043 2220853 SHS Shared None 2123081 97772 RESMED INC 4% CONVERTIBLE SUB NOTES DUE 2 761152AB3 $212 200000 PRN Sole None 200 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 $275 3500 SHS Shared None 3500 0 RICHARDSON ELEC 8.25% CONVERTIBLE SUBORDINATED 763165AC1 $7619 7562000 PRN Shared None 7562 0 ROBERT HALF INTL INC COMMON STOCK 770323103 $59500 2021746 SHS Shared None 1838417 183329 ROCKWELL AUTOMTN COMMON STOCK 773903109 $131416 2652193 SHS Shared None 2643218 8975 ROPER INDS INC COMMON STOCK 776696106 $459 7550 SHS Sole None 0 7550 ROPER INDS INC 1.4813% CATZM SENIOR SUBORDINA 776696AA4 $1101 2325000 PRN Sole None 300 2025 ROYAL CARIBBEAN(LYONS) 2/2021 LYONS DUE 2021 780153AK8 $169615 265542000 PRN Shared None 262072 3470 ROYAL CARIBBEAN 0% 5/2021 0% CONVERTIBLE NOTES DUE 2021 780153AM4 $73506 85224000 PRN Shared None 84055 1169 RUBIO'S RESTRNT COMMON STOCK 78116B102 $813 67000 SHS Sole None 67000 0 RYDER SYS COMMON STOCK 783549108 $86496 1810672 SHS Shared None 1673743 136929 RYERSON TULL INC COMMON STOCK 78375P107 $882 56000 SHS Shared None 56000 0 RYLAND GRP INC COMMON STOCK 783764103 $74802 1300000 SHS Shared None 1300000 0 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 $79861 3099000 SHS Shared None 3099000 0 SANMINA-SCI CP 3% CONVERTIBLE SUBORDINATED NO 783890AF3 $772 800000 PRN Sole None 800 0 SFBC INTL INC COMMON STOCK 784121105 $1106 28000 SHS Sole None 28000 0 SLM CORP COMMON STOCK 78442P106 $159998 2996775 SHS Shared None 2892801 103974 SLM CORP (CATZ) FLOATING RATE CONVERTIBLE SENI 78442PAC0 $518 500000 PRN Sole None 500 0 SRA INTERNATIONAL- CL A COMMON STOCK 78464R105 $1156 18000 SHS Sole None 18000 0 SAFECO CORP COMMON STOCK 786429100 $30224 578565 SHS Shared None 578565 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 $124637 2972505 SHS Shared None 2704342 268163 SAKS INC COMMON STOCK 79377W108 $14220 980000 SHS Shared None 980000 0 SAKS INC 2% CONVERTIBLE SENIOR NOTES DU 79377WAL2 $5031 5095000 PRN Sole None 5015 80 SAPIENT CORP COMMON STOCK 803062108 $18059 2283100 SHS Shared None 2283100 0 SARA LEE CORP COMMON STOCK 803111103 $80227 3323400 SHS Shared None 3323400 0 HENRY SCHEIN IN COMMON STOCK 806407102 $4123 59200 SHS Shared None 53000 6200 SCHERING PLOUGH (MANDATORY) 6% MANDATORY CONVERTIBLE PREFE 806605606 $17615 314000 SHS Shared None 314000 0 SCHLUMBERGER LTD COMMON STOCK 806857108 $335 5000 SHS Shared None 5000 0 SCHLUMBERGER LTD [A] 1.50% SENIOR CONVERTIBLE DEBEN 806857AC2 $57170 52210000 PRN Sole None 50751 1459 SCHLUMBERGER LTD [B] 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 $79642 73743000 PRN Shared None 73063 680 SCHOOL SPECIALTY COMMON STOCK 807863105 $2699 70000 SHS Shared None 70000 0 SCIENTIFIC GAMES CP -CL A COMMON STOCK 80874P109 $44319 1859000 SHS Shared None 1859000 0 SELECT INS GRP 1.6155% SENIOR CASH-PAY CONTIN 816300AB3 $10204 16693000 PRN Sole None 16693 0 SEPRACOR INC COMMON STOCK 817315104 $176615 2974815 SHS Shared None 2775591 199224 SERENA SOFTWARE COMMON STOCK 817492101 $3414 158000 SHS Shared None 158000 0 SERENA SOFTWARE 1.50% CONVERTIBLE SUBORDINATED 817492AB7 $51155 43629000 PRN Shared None 43538 91 SHUFFLE MASTER INC COMMON STOCK 825549108 $33815 717950 SHS Shared None 700000 17950 SIERRA HEALTH COMMON STOCK 826322109 $59216 1074500 SHS Shared None 1074500 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 - ------------------------------------------------------------------------------------------------------------------------------------ SILICON VALLEY BCSH 0% CONVERTIBLE SUBORDINATED NO 827064AC0 $19786 14535000 PRN Sole None 14420 115 SIRIUS SATELLITE RADIO INC COMMON STOCK 82966U103 $25908 3400000 SHS Shared None 3400000 0 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 $2229 236400 SHS Shared None 179000 57400 SKYWORKS SOLUTIONS 4.75% CONVERTIBLE SUB NOTES DU 83088MAB8 $4034 3300000 PRN Shared None 2500 800 SMITH INTERNATIONAL INC COMMON STOCK 832110100 $137075 2519297 SHS Shared None 2349852 169445 SOLECTRON CORP 0.50% CASH PAY CONVERTIBLE SEN 834182AS6 $75110 85595000 PRN Shared None 84992 603 SPECTRASITE INC COMMON STOCK 84761M104 $40530 700000 SHS Shared None 700000 0 SPRINT CORP COMMON STOCK- TRACKING STOCK 852061100 $105274 4236373 SHS Shared None 4231963 4410 STANDARD MOTOR PRODUCTS 6.75% Convertible Subordinated 853666AB1 $12756 13100000 PRN Shared None 13100 0 STARBUCKS CORP COMMON STOCK 855244109 $142689 2288145 SHS Shared None 2281995 6150 STATE ST CORP (SPACESSM) 6.75% TREASURY COLLATERALIZED 857477202 $7840 35000 SHS Shared None 35000 0 STATION CASINOS INC COMMON STOCK 857689103 $98699 1805025 SHS Shared None 1791215 13810 STEEL DYNAMICS COMMON STOCK 858119100 $24622 650000 SHS Shared None 650000 0 SUNRISE ASSISTED 5.25% 5.25% CONVERTIBLE SUBORDINATED 86768KAE6 $33114 24371000 PRN Sole None 23881 490 SUPERVALU INC COMMON STOCK 868536103 $9238 267600 SHS Shared None 267600 0 SYMANTEC CORP COMMON STOCK 871503108 $504683 19591745 SHS Shared None 18969744 622001 SYNAPTICS INC COMMON STOCK 87157D109 $1131 37000 SHS Sole None 37000 0 TCF FINANCIAL CORP COMMON STOCK 872275102 $64580 2009328 SHS Shared None 1935597 73731 TARGET CORP COMMON STOCK 87612E106 $2111 40650 SHS Shared None 32000 8650 TELEDYNE TECH COMMON STOCK 879360105 $23544 800000 SHS Shared None 800000 0 TEREX CORP COMMON STOCK 880779103 $35404 743000 SHS Shared None 743000 0 TEVA PHARMACEUTICAL (A) 0.50% CASH PAY SENIOR CONVERTI 88164RAA5 $63498 62329000 PRN Shared None 60951 1378 TEVA PHARMACEUTICAL (B) 0.25% CASH PAY SENIOR CONVERTI 88164RAB3 $136230 134217000 PRN Shared None 132584 1633 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 $234 9500 SHS Shared None 9500 0 TEXTRON COMMON STOCK 883203101 $258 3500 SHS Shared None 3500 0 THOMAS & BETTS CORP COMMON STOCK 884315102 $338 11000 SHS Shared None 11000 0 3M CO COMMON STOCK 88579Y101 $25278 308000 SHS Shared None 308000 0 3M CO LYONs SENIOR UNSECURED LYONs DUE 203 88579YAB7 $270 300000 PRN Sole None 300 0 TIBCO SOFTWARE COMMON STOCK 88632Q103 $48024 3600000 SHS Shared None 3600000 0 TIME WARNER INC COMMON STOCK 887317105 $3579 184000 SHS Shared None 184000 0 TOLL BROTHERS COMMON STOCK 889478103 $90879 1324580 SHS Shared None 1316400 8180 TOO INC COMMON STOCK 890333107 $29352 1200000 SHS Shared None 1200000 0 TORCHMARK CORP COMMON STOCK 891027104 $21576 377600 SHS Shared None 377600 0 TRAVELZOO INC COMMON STOCK 89421Q106 $1241 13000 SHS Sole None 13000 0 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 $40272 1218900 SHS Shared None 1218900 0 TRIZEC HAHN CORP (ABX) 3% DEBENTURES EXHANGEABLE FOR 896938AB3 $284 350000 PRN Sole None 350 0 TYCO INTL LTD Series B 144A(R) 3.125% CASH PAY SENIOR UNSECUR 902118BE7 $106025 63110000 PRN Shared None 63110 0 TYCO INTL LTD Series A 2.75% CASH PAY SENIOR UNSECURE 902118BF4 $274966 173480000 PRN Shared None 170682 2798 TYCO INTL LTD Series B 3.125% CASH PAY SENIOR UNSECUR 902118BG2 $33936 20200000 PRN Sole None 19185 1015 UCBH HOLDINGS INC COMMON STOCK 90262T308 $51318 1120000 SHS Shared None 1120000 0 US BANCORP COMMON STOCK 902973304 $440 14036 SHS Sole None 0 14036 ST PAUL TRAVELERS INC (USF&G) Zero Coupon Convertible Subord 903290AD6 $2450 2965000 PRN Sole None 2730 235 UBIQUITEL INC COMMON STOCK 903474302 $1054 148000 SHS Sole None 148000 0 ULTICOM INC COMMON STOCK 903844108 $1010 63000 SHS Sole None 63000 0 ULTRA PETROLEUM CORP COMMON STOCK 903914109 $54984 1142400 SHS Shared None 1133665 8735 UNIONBANCAL CORP COMMON STOCK 908906100 $48702 755310 SHS Shared None 747960 7350 UNIT CORP COMMON STOCK 909218109 $30568 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 $2022 65000 SHS Shared None 65000 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 - ------------------------------------------------------------------------------------------------------------------------------------ UNITED PARCEL SERVICE COMMON STOCK 911312106 $910 10651 SHS Shared None 10000 651 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $517 5000 SHS Shared None 5000 0 UTD THERAPEUTIC COMMON STOCK 91307C102 $1038 23000 SHS Sole None 23000 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 $103550 1176300 SHS Shared None 1176300 0 UNIVL HLTH SVCS OID .426% CPN CVT DEBENTURES DUE 2 913903AL4 $61626 106944000 PRN Sole None 105162 1782 UNOCAL CORP COMMON STOCK 915289102 $281 6500 SHS Shared None 6500 0 VCA ANTECH INC COMMON STOCK 918194101 $50804 2600000 SHS Shared None 2600000 0 VF CORP COMMON STOCK 918204108 $17168 310000 SHS Shared None 310000 0 VALERO ENERGY COMMON STOCK 91913Y100 $152431 3357500 SHS Shared None 3226616 130884 VASCO DATA SEC COMMON STOCK 92230Y104 $993 150000 SHS Sole None 150000 0 VEECO INSTR 4.125% CONVERTIBLE SUBORDINATE 922417AB6 $247 250000 PRN Sole None 250 0 VENTAS INC REIT 92276F100 $35633 1300000 SHS Shared None 1300000 0 VERITAS SOFTWRE CORP COMMON STOCK 923436109 $4283 150000 SHS Shared None 150000 0 VERISIGN INC COMMON STOCK 92343E102 $274658 8174346 SHS Shared None 7886443 287903 VERITAS DGC INC COMMON STOCK 92343P107 $672 30000 SHS Shared None 30000 0 VERIZON COMM COMMON STOCK 92343V104 $43346 1070000 SHS Shared None 1070000 0 VERINT SYSTEMS COMMON STOCK 92343X100 $15295 421000 SHS Shared None 421000 0 VINEYARD NATL BANCORP CO COMMON STOCK 927426106 $761 23000 SHS Sole None 23000 0 VIRAGE LOGIC CP COMMON STOCK 92763R104 $1337 72000 SHS Sole None 72000 0 VITESSE SEMICON COMMON STOCK 928497106 $54 15300 SHS Sole None 0 15300 VORNADO RLTY TST -SERIES A 6.5% CONVERTIBLE PREFERRED STO 929042208 $2177 21030 SHS Sole None 21030 0 VULCAN MATLS CO COMMON STOCK 929160109 $202 3700 SHS Shared None 3700 0 WCI COMMUNITIES INC COMMON STOCK 92923C104 $206 7000 SHS Shared None 7000 0 WACHOVIA CORP COMMON STOCK 929903102 $45762 870000 SHS Shared None 870000 0 WAL-MART STORES INC COMMON STOCK 931142103 $951 18000 SHS Shared None 18000 0 WALGREEN CO COMMON STOCK 931422109 $269 7000 SHS Shared None 7000 0 WASHINGTON MUTUAL INC COMMON STOCK 939322103 $190070 4495500 SHS Shared None 4495500 0 WASHINGTON POST -CL B COMMON STOCK 939640108 $25755 26200 SHS Shared None 26200 0 WASTE CONNCTIONS INC FLOATING RATE NOTES DUE 2022 941053AE0 $348 300000 PRN Sole None 300 0 WASTE MGT INC COMMON STOCK 94106L109 $42694 1426000 SHS Shared None 1426000 0 WATSON PHARMA 1.75% CASH PAY SENIOR UNSECURE 942683AC7 $312 303000 PRN Sole None 303 0 WELLPOINT INC COMMON STOCK 94973V107 $214127 1861978 SHS Shared None 1795923 66055 WELLS FARGO(FLOATER) COCO & COPAY FLOATING RATE HiP 949746FA4 $895 900000 PRN Sole None 900 0 WESTERN WIRELESS CORP -A COMMON STOCK 95988E204 $46484 1586501 SHS Shared None 1463511 122990 WHOLE FOODS MKT Zero Coupon Convertible Subord 966837AC0 $6496 6400000 PRN Shared None 6400 0 WILLBROS GROUP COMMON STOCK 969199108 $1625 70500 SHS Shared None 70500 0 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 $39060 1000000 SHS Shared None 1000000 0 WYETH COMMON STOCK 983024100 $3109 73000 SHS Shared None 73000 0 WYETH FLOATING RATE CONVERTIBLE SENI 983024AD2 $513 500000 PRN Sole None 500 0 WYNN RESORTS LTD COMMON STOCK 983134107 $147517 2204376 SHS Shared None 2091841 112535 XM SATELLITE RD COMMON STOCK 983759101 $226567 6022521 SHS Shared None 5806957 215564 XTO ENERGY INC COMMON STOCK 98385X106 $128713 3638023 SHS Shared None 3617198 20825 XEROX CORP(MANDATORY)Series C 6.25% SERIES C MANDATORY CONVE 984121509 $37692 255000 SHS Shared None 255000 0 YAHOO! INC COMMON STOCK 984332106 $549197 14575302 SHS Shared None 14096309 478993 YAHOO! INC 0% Zero Coupon Senior Convertible 984332AB2 $571 300000 PRN Sole None 300 0 YELLOW ROADWAY CORP COMMON STOCK 985577105 $262 4700 SHS Sole None 4700 0 YUM! BRANDS INC COMMON STOCK 988498101 $54597 1157200 SHS Shared None 1157200 0 ZENITH NATL INS 5.75% CASH PAY CONVERTIBLE SEN 989390AH2 $306 150000 PRN Sole None 150 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $119558 1492231 SHS Shared None 1402629 89602
- ------------------------------------------------------------------------------------------------------------------------------------ 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 $1207 31000 SHS Sole None 31000 0 CHINA YUCHAI COMMON STOCK G21082105 $2523 190000 SHS Shared None 190000 0 GARMIN LTD COMMON STOCK G37260109 $98927 1626021 SHS Shared None 1538233 87788 KNIGHTSBRIDGE TANKERS LTD COMMON STOCK G5299G106 $1070 32000 SHS Sole None 32000 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 $195267 5505143 SHS Shared None 5302461 202682 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 $85294 1662983 SHS Shared None 1558605 104378 SCOTTISH ANNUITY COMMON STOCK G7885T104 $7559 291850 SHS Shared None 291850 0 UTI WORLDWIDE COMMON STOCK G87210103 $47614 700000 SHS Shared None 700000 0 TRANSOCEAN INC COMMON STOCK G90078109 $382 9000 SHS Shared None 9000 0 XL CAP LTD-A COMMON STOCK G98255105 $338 4350 SHS Sole None 4350 0 ALCON INC COMMON STOCK H01301102 $102808 1275529 SHS Shared None 1209471 66058 ROYAL CARIBBEAN CRUISES, LTD. COMMON STOCK V7780T103 $2077 38156 SHS Shared None 38156 0 FLEXTRONIC INTL COMMON STOCK Y2573F102 $1127 81550 SHS Sole None 29600 51950 GENERAL MARITIME CORP COMMON STOCK Y2692M103 $39950 1000000 SHS Shared None 1000000 0
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