0001193125-12-469509.txt : 20121114
0001193125-12-469509.hdr.sgml : 20121114
20121114112209
ACCESSION NUMBER: 0001193125-12-469509
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121114
DATE AS OF CHANGE: 20121114
EFFECTIVENESS DATE: 20121114
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: 121201936
BUSINESS ADDRESS:
STREET 1: 2020 CALAMOS COURT
CITY: NAPERVILLE
STATE: IL
ZIP: 60563
BUSINESS PHONE: 6302451046
MAIL ADDRESS:
STREET 1: 2020 CALAMOS COURT
CITY: NAPERVILLE
STATE: IL
ZIP: 60563
13F-HR
1
d439237d13fhr.txt
FORM 13F-HR
================================================================================
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2012
Check here if Amendment [_]; Amendment Number: ______
This Amendment (Check only one.): [_] is a restatement
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CALAMOS ADVISORS LLC
Address: 2020 Calamos Court
Naperville, Illinois 60563
Form 13F File Number: 28-2864
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Elizabeth A. Watkins
Title: Chief Compliance Officer
Phone: (630) 245-7200
Signature, Place, and Date of Signing:
/s/ Elizabeth A. Watkins Naperville, Illinois November 14, 2012
------------------------- ------------------------ -------------------
[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: 485
Form 13F Information Table Value Total: $19,907,513
-----------
(thousands)
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
3D SYSTEMS CORP COMMON
STOCK 88554D205 302 9,200 Shs Sole None 9,200 0
3M CO COMMON
STOCK 88579Y101 18,797 203,384 Shs Sole None 203,384 0
ABB LTD. - SPON COMMON
STOCK 000375204 17,223 920,995 Shs Sole None 738,658 182337
ABBOTT LABORATORIES COMMON
STOCK 002824100 67,542 985,146 Shs Sole None 948,597 36549
ACCENTURE PLC COMMON
STOCK G1151C901 4,950 5,000 Shs Call Sole None 5,000 0
ACCENTURE PLC COMMON
STOCK G1151C101 370,998 5,297,703 Shs Sole None 4,902,328 395375
ACHILLION COMMON
PHARMACEUTICALS
INC STOCK 00448Q201 750 72,000 Shs Sole None 72,000 0
ADVISORY BOARD CO COMMON
STOCK 00762W107 569 11,900 Shs Sole None 11,900 0
AECOM TECHNOLOGY COMMON
CORP STOCK 00766T100 1,111 52,503 Shs Sole None 52,503 0
AEROPOSTALE INC COMMON
STOCK 007865108 359 26,500 Shs Sole None 26,500 0
AFFILIATED MANAGERS CONVERTIBLE
GROUP SECURITY 008252AL2 95,364 85,194,000 Prn Sole None 82,448 2746
AFFILIATED MANAGERS COMMON
GROUP STOCK 008252108 4,719 38,364 Shs Sole None 38,364 0
AFLAC INC COMMON
STOCK 001055102 3,687 77,000 Shs Sole None 77,000 0
AGCO CORP CONVERTIBLE
SECURITY 001084AM4 54,858 43,452,000 Prn Sole None 43,133 319
AGCO CORP COMMON
STOCK 001084102 92,175 1,941,350 Shs Sole None 1,941,350 0
AGILENT TECHNOLOGIES COMMON
INC STOCK 00846U101 1,346 35,000 Shs Sole None 35,000 0
AGRIUM INC COMMON
STOCK 008916108 86,729 838,284 Shs Sole None 787,163 51121
ALBEMARLE CORP COMMON
STOCK 012653101 369 7,000 Shs Sole None 7,000 0
ALEXION
PHARMACEUTICALS COMMON
INC STOCK 015351109 52,529 459,166 Shs Sole None 442,797 16369
ALIGN TECH INC COMMON
STOCK 016255101 57,239 1,548,262 Shs Sole None 1,477,988 70274
ALLEGHENY TECH CONVERTIBLE
SECURITY 01741RAD4 5,772 5,000,000 Prn Sole None 5,000 0
ALLERGAN INC COMMON
STOCK 018490102 3,297 36,000 Shs Sole None 36,000 0
ALLIANCE DATA CONVERTIBLE
SECURITY 018581AD0 32,307 17,800,000 Prn Sole None 17,800 0
ALLIANCE DATA COMMON
STOCK 018581108 369 2,600 Shs Sole None 2,600 0
ALLIED NEVADA GOLD COMMON
CORP STOCK 019344100 387 9,900 Shs Sole None 9,900 0
ALLOT
COMMUNICATIONS COMMON
LTD STOCK M0854Q105 15,459 582,900 Shs Sole None 461,600 121300
ALLSTATE CORP COMMON
STOCK 020002101 3,763 95,000 Shs Sole None 95,000 0
ALTRA HOLDINGS INC CONVERTIBLE
SECURITY 02208RAE6 2,403 2,400,000 Prn Sole None 2,400 0
ALTRIA GROUP INC COMMON
STOCK 02209S103 8,581 257,000 Shs Sole None 257,000 0
AMAZON.COM INC COMMON
STOCK 023135106 537,039 2,111,666 Shs Sole None 2,069,694 41972
AMER ELECTRIC COMMON
POWER INC STOCK 025537101 2,856 65,000 Shs Sole None 65,000 0
AMER EXPRESS CO. COMMON
STOCK 025816109 72,870 1,281,567 Shs Sole None 1,231,657 49910
AMER INTL GROUP COMMON
STOCK 026874784 2,530 77,150 Shs Sole None 77,150 0
AMERICA MOVIL SA COMMON
STOCK 02364W105 4,757 187,000 Shs Sole None 187,000 0
AMERISOURCEBERGEN COMMON
CP STOCK 03073E105 3,857 99,645 Shs Sole None 99,645 0
AMGEN INC CONVERTIBLE
SECURITY 031162AQ3 277,755 248,550,000 Prn Sole None 241,420 7130
AMGEN INC COMMON
STOCK 031162100 120,399 1,427,881 Shs Sole None 1,338,459 89422
ANADARKO PETROLEUM COMMON
STOCK 032511107 1,657 23,700 Shs Sole None 23,700 0
ANGLOGOLD ASHANTI CONVERTIBLE
LTD PREFERRED
SECURITY 03512Q206 52,557 1,263,703 Shs Sole None 1,215,555 48148
ANHEUSER-BUSCH COMMON
INBEV NV STOCK 03524A108 50,838 591,761 Shs Sole None 558,739 33022
ANIXTER INTL INC CONVERTIBLE
SECURITY 035290AJ4 33,961 31,032,000 Prn Sole None 30,304 728
APACHE CORP CONVERTIBLE
PREFERRED
SECURITY 037411808 216,773 4,455,770 Shs Sole None 4,392,360 63410
APACHE CORP COMMON
STOCK 037411105 5,838 67,519 Shs Sole None 67,519 0
APPLE INC COMMON
STOCK 037833900 23,566 1,729 Shs Call Sole None 1,729 0
APPLE INC COMMON
STOCK 037833100 584,505 875,978 Shs Sole None 850,868 25110
APPLIED MATERIALS COMMON
INC STOCK 038222105 17,847 1,598,500 Shs Sole None 1,598,500 0
ARCHER DANIELS CONVERTIBLE
MIDLAND SECURITY 039483AW2 23,734 23,601,000 Prn Sole None 23,065 536
ARCHER DANIELS COMMON
MIDLAND STOCK 039483102 15,595 573,776 Shs Sole None 573,776 0
ARRIS GROUP INC CONVERTIBLE
SECURITY 04269QAC4 38,421 36,855,000 Prn Sole None 36,292 563
ARUBA NETWORKS COMMON
INC STOCK 043176106 27,575 1,226,374 Shs Sole None 1,198,474 27900
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
ASPEN TECHNOLOGY COMMON
INC STOCK 045327103 941 36,400 Shs Sole None 36,400 0
AT&T INC COMMON
STOCK 00206R102 74,273 1,970,100 Shs Sole None 1,970,100 0
ATHENAHEALTH INC COMMON
STOCK 04685W103 42,015 457,830 Shs Sole None 457,830 0
ATWOOD OCEANICS COMMON
STOCK 050095108 9,224 202,945 Shs Sole None 202,945 0
AUTODESK INC COMMON
STOCK 052769106 667 19,987 Shs Sole None 19,987 0
AUTOMATIC DATA COMMON
STOCK 053015103 2,464 42,000 Shs Sole None 42,000 0
BAKER HUGHES COMMON
STOCK 057224107 1,810 40,025 Shs Sole None 40,025 0
BANK OF AMER CP COMMON
STOCK 060505104 5,342 605,000 Shs Sole None 605,000 0
BANK OF AMERICA COMMON
CORP STOCK 060505904 2,558 9,800 Shs Call Sole None 9,800 0
BANK OF NEW YORK COMMON
MELLON CORP STOCK 064058100 5,451 241,000 Shs Sole None 241,000 0
BANKRATE INC COMMON
STOCK 06647F102 343 22,000 Shs Sole None 22,000 0
BARRICK GOLD CORP COMMON
STOCK 067901108 141,769 3,394,845 Shs Sole None 3,313,394 81451
BAXTER INTL INC COMMON
STOCK 071813109 3,616 60,000 Shs Sole None 60,000 0
BB&T CORPORATION COMMON
STOCK 054937107 2,819 85,000 Shs Sole None 85,000 0
BERKSHIRE HTH-B COMMON
STOCK 084670702 19,333 219,193 Shs Sole None 219,193 0
BIO-REFERENCE LABS COMMON
INC. STOCK 09057G602 409 14,300 Shs Sole None 14,300 0
BLACKROCK INC COMMON
STOCK 09247X101 4,101 23,000 Shs Sole None 23,000 0
BLACKSTONE GROUP COMMON
LP STOCK 09253U108 955 66,886 Shs Sole None 66,886 0
BLACKSTONE GROUP COMMON
LP/THE STOCK 09253U108 151 12,242 Shs Sole None 12,242 0
BOEING CO COMMON
STOCK 097023105 20,399 293,000 Shs Sole None 293,000 0
BOSTON BEER CO INC COMMON
STOCK 100557107 403 3,600 Shs Sole None 3,600 0
BOSTON PROPERTIES CONVERTIBLE
INC SECURITY 10112RAG9 683 594,000 Prn Sole None 594 0
BP PLC COMMON
STOCK 055622104 33,888 800,000 Shs Sole None 800,000 0
BRISTOL MYERS SQUIBB COMMON
STOCK 110122108 6,757 200,200 Shs Sole None 200,200 0
BROADCOM CORP COMMON
STOCK 111320107 3,112 90,000 Shs Sole None 90,000 0
BROADSOFT INC CONVERTIBLE
SECURITY 11133BAB8 6,624 5,500,000 Prn Sole None 5,500 0
CA INC COMMON
STOCK 12673P105 11,594 450,000 Shs Sole None 450,000 0
CABELAS INC COMMON
STOCK 126804301 427 7,800 Shs Sole None 7,800 0
CACI INTL A CONVERTIBLE
SECURITY 127190AD8 22,363 20,000,000 Prn Sole None 20,000 0
CAMERON INTL CORP COMMON
STOCK 13342B105 3,884 69,265 Shs Sole None 69,265 0
CANON INC COMMON
STOCK 138006309 8,003 250,000 Shs Sole None 250,000 0
CAPITAL ONE COMMON
FINANCIAL CORP STOCK 14040H105 4,254 74,625 Shs Sole None 74,625 0
CARNIVAL CORP COMMON
STOCK 143658300 15,979 438,500 Shs Sole None 438,500 0
CATERPILLAR INC COMMON
STOCK 149123101 147,245 1,711,358 Shs Sole None 1,683,607 27751
CBS CORP COMMON
STOCK 124857202 1,998 55,000 Shs Sole None 55,000 0
CELGENE CORP COMMON
STOCK 151020104 6,496 85,024 Shs Sole None 85,024 0
CENTURYLINK INC COMMON
STOCK 156700106 2,182 54,000 Shs Sole None 54,000 0
CERNER CORP COMMON
STOCK 156782104 75,267 972,322 Shs Sole None 937,318 35004
CHARLES RIVER CONVERTIBLE
LABORATORIES SECURITY 159864AB3 2,742 2,687,000 Prn Sole None 2,617 70
CHART INDUSTRIES CONVERTIBLE
INC SECURITY 16115QAC4 5,245 4,000,000 Prn Sole None 4,000 0
CHART INDUSTRIES COMMON
INC STOCK 16115Q308 399 5,400 Shs Sole None 5,400 0
CHECK POINT COMMON
SOFTWARE TECH STOCK M22465104 77,625 1,611,814 Shs Sole None 1,389,414 222400
CHESAPEAKE CONVERTIBLE
ENERGY CORP SECURITY 165167BW6 50,623 52,905,000 Prn Sole None 51,897 1008
CHESAPEAKE COMMON
ENERGY CORP STOCK 165167107 13,115 695,027 Shs Sole None 695,027 0
CHESAPEAKE ENERGY CONVERTIBLE
SECURITY 165167CB1 15,807 19,500,000 Prn Sole None 19,500 0
CHESAPEAKE ENRG CONVERTIBLE
SECURITY 165167BZ9 23,513 26,035,000 Prn Sole None 25,798 237
CHEVRONTEXACO COMMON
CORP STOCK 166764100 63,176 542,000 Shs Sole None 542,000 0
CHICOS FAS INC COMMON
STOCK 168615102 67,614 3,733,530 Shs Sole None 3,601,699 131831
CIRRUS LOGIC COMMON
STOCK 172755100 5,088 132,540 Shs Sole None 132,540 0
CISCO SYSTEMS INC COMMON
STOCK 17275R102 144,012 7,543,870 Shs Sole None 7,337,625 206245
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
CITIGROUP INC COMMON
STOCK 172967904 2,494 3,500 Shs Call Sole None 3,500 0
CITIGROUP INC COMMON
STOCK 172967424 6,273 191,706 Shs Sole None 191,706 0
CITRIX SYSTEMS INC COMMON
STOCK 177376100 64,044 836,405 Shs Sole None 798,601 37804
CLIFFS NATURAL COMMON
RESOURCES INC STOCK 18683K901 1,190 2,000 Shs Call Sole None 2,000 0
CLIFFS NATURAL COMMON
RESOURCES INC STOCK 18683K101 1,546 39,510 Shs Sole None 39,510 0
COACH INC COMMON
STOCK 189754104 5,267 94,017 Shs Sole None 94,017 0
COCA-COLA CO COMMON
STOCK 191216100 394,943 10,412,408 Shs Sole None 10,149,703 262705
COGNEX CORP COMMON
STOCK 192422103 685 19,800 Shs Sole None 19,800 0
COGNIZANT TECH COMMON
SOLUTIONS CORP STOCK 192446102 180,712 2,584,548 Shs Sole None 2,471,572 112976
CONVERTIBLE
COINSTAR INC SECURITY 19259PAF9 9,310 7,100,000 Prn Sole None 7,100 0
COLGATE-PALMOLIVE COMMON
CO STOCK 194162103 6,562 61,205 Shs Sole None 61,205 0
COMCAST CORP- CL A COMMON
STOCK 20030N101 9,676 270,500 Shs Sole None 270,500 0
COMMVAULT SYSTEMS COMMON
INC STOCK 204166102 96,256 1,639,800 Shs Sole None 1,586,889 52911
COMPANHIA DE COMMON
BEBIDAS STOCK 20441W203 140,573 3,673,186 Shs Sole None 3,563,624 109562
COMTECH CONVERTIBLE
TELECOMMUNICATIONS SECURITY 205826AF7 5,973 5,625,000 Prn Sole None 5,625 0
CONOCOPHILLIPS COMMON
STOCK 20825C104 12,951 226,500 Shs Sole None 226,500 0
CONTINENTAL COMMON
RESOURCES INC STOCK 212015101 72,752 946,062 Shs Sole None 912,987 33075
CORE LABS N.V. COMMON
STOCK N22717107 705 5,800 Shs Sole None 5,800 0
COSTAR GRP INC COMMON
STOCK 22160N109 367 4,500 Shs Sole None 4,500 0
COSTCO WHOLESALE COMMON
CORP STOCK 22160K105 6,208 62,000 Shs Sole None 62,000 0
COVIDIEN PLC COMMON
STOCK G2554F113 93,145 1,567,571 Shs Sole None 1,354,521 213050
CREDIT ACCEPTANCE COMMON
CORP STOCK 225310101 299 3,500 Shs Sole None 3,500 0
CSX CORPORATION COMMON
STOCK 126408103 1,764 85,000 Shs Sole None 85,000 0
CUBIST PHARM INC COMMON
STOCK 229678107 91,402 1,916,998 Shs Sole None 1,797,028 119970
CUMMINS INC COMMON
STOCK 231021106 2,997 32,500 Shs Sole None 32,500 0
CVS CORP COMMON
STOCK 126650100 10,623 219,387 Shs Sole None 219,387 0
CYBERONICS INC COMMON
STOCK 23251P102 701 13,365 Shs Sole None 13,365 0
D R HORTON INC CONVERTIBLE
SECURITY 23331ABB4 9,198 5,600,000 Prn Sole None 5,600 0
DANAHER CORP COMMON
STOCK 235851102 2,647 48,000 Shs Sole None 48,000 0
DANAHER CORP CONVERTIBLE
SECURITY 235851AF9 23,371 14,533,000 Prn Sole None 13,974 559
DEERE & CO COMMON
STOCK 244199105 1,210 14,665 Shs Sole None 14,665 0
DELL INC COMMON
STOCK 24702R101 19,628 1,990,650 Shs Sole None 1,824,700 165950
DELUXE CORP COMMON
STOCK 248019101 391 12,800 Shs Sole None 12,800 0
DEVON ENERGY COMMON
CORPORATION STOCK 25179M103 4,931 81,500 Shs Sole None 81,500 0
DIAMOND OFFSHORE
DRILLING COMMON
INC STOCK 25271C102 3,949 60,000 Shs Sole None 60,000 0
DIGITALGLOBE INC COMMON
STOCK 25389M877 347 17,000 Shs Sole None 17,000 0
DIRECTV COMMON
STOCK 25490A309 19,544 372,549 Shs Sole None 321,620 50929
DISCOVER FINANCIAL COMMON
SERVICES STOCK 254709108 100,318 2,525,000 Shs Sole None 2,525,000 0
DISCOVERY
COMMUNICATIONS COMMON
INC STOCK 25470F104 6,844 114,775 Shs Sole None 114,775 0
DISNEY WALT CO COMMON
STOCK 254687106 16,160 309,097 Shs Sole None 309,097 0
DONALDSON CO INC COMMON
STOCK 257651109 798 23,000 Shs Sole None 23,000 0
DOVER CORP COMMON
STOCK 260003108 162,210 2,726,677 Shs Sole None 2,645,635 81042
DOW CHEMICAL CO COMMON
STOCK 260543103 16,536 571,000 Shs Sole None 571,000 0
DUPONT DE COMMON
NEMOUR & CO STOCK 263534109 6,183 123,000 Shs Sole None 123,000 0
EATON CORP COMMON
STOCK 278058102 220,887 4,673,878 Shs Sole None 4,531,155 142723
EBAY INC COMMON
STOCK 278642903 6,546 5,175 Shs Call Sole None 5,175 0
EBAY INC COMMON
STOCK 278642103 341,151 7,047,121 Shs Sole None 6,783,909 263212
EDWARDS LIFESCI COMMON
STOCK 28176E108 56,584 527,003 Shs Sole None 506,169 20834
ELECTRONIC ARTS CONVERTIBLE
INC SECURITY 285512AA7 28,320 30,866,000 Prn Sole None 30,866 0
ELI LILLY & CO COMMON
STOCK 532457108 15,847 334,250 Shs Sole None 334,250 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
EMC CORP -MASS CONVERTIBLE
SECURITY 268648AM4 298,354 173,273,000 Prn Sole None 170,816 2457
EMC CORP -MASS Put Options 268648952 11,449 80,250 Shs Put Sole None 80,250 0
EMC CORP-MASS COMMON
STOCK 268648102 136,728 5,013,847 Shs Sole None 4,830,967 182880
EMERSON ELECTRIC COMMON
CO STOCK 291011104 2,896 60,000 Shs Sole None 60,000 0
ENDO PHARMACEUT CONVERTIBLE
SECURITY 29264FAB2 3,909 3,196,000 Prn Sole None 3,196 0
ENERSYS CONVERTIBLE
SECURITY 29275YAA0 32,905 28,582,000 Prn Sole None 28,073 509
EOG RESOURCES INC COMMON
STOCK 26875P101 89,456 798,361 Shs Sole None 775,799 22562
EQUINIX INC CONVERTIBLE
SECURITY 29444UAG1 18,333 9,300,000 Prn Sole None 9,300 0
EXELON CORP COMMON
STOCK 30161N101 3,576 100,500 Shs Sole None 100,500 0
EXPEDIA INC COMMON
STOCK 30212P303 63,784 1,102,770 Shs Sole None 1,050,788 51982
EXXON MOBIL CORP COMMON
STOCK 30231G102 58,043 634,697 Shs Sole None 634,697 0
FACEBOOK INC COMMON
STOCK 30303M102 11,256 519,899 Shs Sole None 429,487 90412
FEDEX CORP COMMON
STOCK 31428X106 3,664 43,300 Shs Sole None 43,300 0
FEI COMPANY CONVERTIBLE
SECURITY 30241LAF6 15,011 8,150,000 Prn Sole None 8,150 0
FIDELITY NATIONAL FINL CONVERTIBLE
INC SECURITY 31620RAE5 46,973 38,365,000 Prn Sole None 37,706 659
FIRST CASH FINL SVCS COMMON
INC STOCK 31942D107 791 17,200 Shs Sole None 17,200 0
FLUOR CORP-NEW COMMON
STOCK 343412102 147,287 2,617,048 Shs Sole None 2,520,560 96488
FMC TECHNOLOGIES COMMON
INC STOCK 30249U101 39,355 850,000 Shs Sole None 850,000 0
FORD MOTOR CO COMMON
STOCK 345370860 2,465 250,000 Shs Sole None 250,000 0
FORTINET INC COMMON
STOCK 34959E109 91,243 3,779,756 Shs Sole None 3,673,431 106325
FRANKLIN RESOURCES COMMON
INC STOCK 354613101 149,853 1,198,156 Shs Sole None 1,147,418 50738
FREEPORT-MCMORAN COMMON
COP&GOLD STOCK 35671D857 9,863 249,189 Shs Sole None 249,189 0
FUSION-IO INC COMMON
STOCK 36112J107 54,504 1,800,597 Shs Sole None 1,736,302 64295
GAP INC COMMON
STOCK 364760108 68,812 1,923,196 Shs Sole None 1,845,803 77393
GENERAL CABLE CORP CONVERTIBLE
SECURITY 369300AD0 9,518 9,500,000 Prn Sole None 9,500 0
GENERAL DYNAMICS COMMON
CORP STOCK 369550108 817 12,353 Shs Sole None 12,353 0
GENERAL ELECTRIC COMMON
CO STOCK 369604103 105,760 4,657,000 Shs Sole None 4,657,000 0
GENERAL MILLS INC COMMON
STOCK 370334104 1,395 35,000 Shs Sole None 35,000 0
GENERAL MOTORS COMMON
CO STOCK 37045V100 2,045 89,912 Shs Sole None 89,912 0
GENERAL MOTORS
CO WARRANT 37045V126 675 81,739 Shs Sole None 81,739 0
GENERAL MOTORS
CO WARRANT 37045V118 1,126 81,739 Shs Sole None 81,739 0
GILEAD SCIENCE CONVERTIBLE
SECURITY 375558AN3 5,951 3,941,000 Prn Sole None 3,735 206
GILEAD SCIENCE CONVERTIBLE
SECURITY 375558AP8 148,315 94,506,000 Prn Sole None 92,451 2055
GILEAD SCIENCES Put Options 375558953 393 6,000 Shs Put Sole None 6,000 0
GILEAD SCIENCES COMMON
INC STOCK 375558103 68,708 1,035,849 Shs Sole None 998,686 37163
GLOBAL COMMON
CASH ACCESS INC STOCK 378967103 390 48,500 Shs Sole None 48,500 0
GNC CORP COMMON
STOCK 36191G107 382 9,800 Shs Sole None 9,800 0
GOLDCORP INC CONVERTIBLE
SECURITY 380956AB8 204,090 168,582,000 Prn Sole None 164,148 4434
GOLDCORP INC COMMON
STOCK 380956409 69,056 1,506,133 Shs Sole None 1,436,956 69177
GOLDMAN SACHS COMMON
STOCK 38141G104 9,456 83,181 Shs Sole None 83,181 0
GOOGLE INC COMMON
STOCK 38259P508 495,810 657,137 Shs Sole None 634,543 22594
GRAFTECH INTL COMMON
STOCK 384313102 351 39,000 Shs Sole None 39,000 0
HALLIBURTON CO COMMON
STOCK 406216101 2,998 89,000 Shs Sole None 89,000 0
HANESBRANDS INC COMMON
STOCK 410345102 360 11,300 Shs Sole None 11,300 0
HARMAN INTL IND COMMON
STOCK 413086109 56,011 1,213,413 Shs Sole None 1,156,651 56762
HARTFORD
FINANCIAL SVCS COMMON
GRP STOCK 416515104 369 19,000 Shs Sole None 19,000 0
HEALTH CR REIT CONVERTIBLE
SECURITY 42217KAR7 9,742 8,178,000 Prn Sole None 8,003 175
HEALTHSTREAM COMMON
STOCK 42222N103 712 25,000 Shs Sole None 25,000 0
HEARTLAND PAYMENT COMMON
SYSTEMS INC STOCK 42235N108 371 11,700 Shs Sole None 11,700 0
HEINZ (H.J.) CO COMMON
STOCK 423074103 4,728 84,500 Shs Sole None 84,500 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
HELIX ENERGY
SOLUTIONS CONVERTIBLE
GROUP SECURITY 42330PAG2 35,399 31,730,000 Prn Sole None 31,730 0
HELMERICH & PAYNE COMMON
INC STOCK 423452101 60,469 1,270,086 Shs Sole None 1,270,086 0
HERBALIFE LTD COMMON
STOCK G4412G101 11,978 252,697 Shs Sole None 211,476 41221
HMS HOLDINGS CORP COMMON
STOCK 40425J101 358 10,700 Shs Sole None 10,700 0
HOLOGIC INC COMMON
STOCK 436440101 253 13,945 Shs Sole None 13,945 0
HOLOGIC INC CONVERTIBLE
SECURITY 436440AB7 27,042 24,011,000 Prn Sole None 23,806 205
HOME DEPOT COMMON
STOCK 437076102 4,709 78,000 Shs Sole None 78,000 0
HOMEOWNERS CHOICE COMMON
INC STOCK 43741E103 425 18,100 Shs Sole None 18,100 0
HONEYWELL INTL COMMON
STOCK 438516106 6,782 113,500 Shs Sole None 113,500 0
HORMEL FOODS CP COMMON
STOCK 440452100 9,306 318,275 Shs Sole None 318,275 0
HORNBECK OFFSHORE CONVERTIBLE
SERVICES INC SECURITY 440543AE6 36,892 35,473,000 Prn Sole None 34,732 741
HORSEHEAD CONVERTIBLE
HOLDING CORP SECURITY 440694AB3 2,797 2,950,000 Prn Sole None 2,950 0
HUNT (JB) TRANSPRT COMMON
SVCS INC STOCK 445658107 921 17,707 Shs Sole None 17,707 0
IGATE CORP COMMON
STOCK 45169U105 750 41,300 Shs Sole None 41,300 0
IMMUNOGEN INC COMMON
STOCK 45253H101 837 57,300 Shs Sole None 57,300 0
INTEL CORP CONVERTIBLE
SECURITY 458140AF7 1,356 1,096,000 Prn Sole None 1,016 80
INTEL CORP CONVERTIBLE
SECURITY 458140AD2 248,344 227,317,000 Prn Sole None 226,041 1276
INTEL CORP COMMON
STOCK 458140100 79,029 3,484,527 Shs Sole None 3,484,527 0
INTERCONTINENT- COMMON
ALEXCHANGE INC STOCK 45865V100 100,688 754,725 Shs Sole None 727,719 27006
INTERPUBLIC GRP CONVERTIBLE
SECURITY 460690BE9 2,393 2,177,000 Prn Sole None 2,138 39
INT'L BUSINESS COMMON
MACHINES CORP STOCK 459200101 28,278 136,312 Shs Sole None 136,312 0
INTL GAME CONVERTIBLE
TECHNOLOGY SECURITY 459902AQ5 16,273 15,507,000 Prn Sole None 15,507 0
INTUIT COMMON
STOCK 461202103 16,770 284,819 Shs Sole None 244,179 40640
INTUITIVE SURGICAL COMMON
INC STOCK 46120E602 312,457 630,424 Shs Sole None 610,595 19829
INVENSENSE COMMON
STOCK 46123D205 3,358 280,980 Shs Sole None 280,980 0
IPG PHOTONICS COMMON
CORP STOCK 44980X109 52,429 914,998 Shs Sole None 872,371 42627
IXIA CONVERTIBLE
SECURITY 45071RAB5 32,380 27,616,000 Prn Sole None 27,205 411
JANUS CAPITAL CONVERTIBLE
GROUP FUNDS SECURITY 47102XAG0 1,252 1,178,000 Prn Sole None 1,178 0
JAZZ PHARMACEU- COMMON
TICALS PLC STOCK G50871105 15,188 266,415 Shs Sole None 259,515 6900
JDS UNIPHASE CORP CONVERTIBLE
SECURITY 46612JAD3 34,934 35,000,000 Prn Sole None 35,000 0
JEFFERIES GROUP INC CONVERTIBLE
SECURITY 472319AG7 678 700,000 Prn Sole None 700 0
JNJ (ALZA CP) CONVERTIBLE
SECURITY 02261WAB5 7,690 7,748,000 Prn Sole None 7,748 0
JOHNSON & COMMON
JOHNSON STOCK 478160104 330,274 4,792,829 Shs Sole None 4,741,194 51635
JOHNSON COMMON
CONTROLS INC STOCK 478366107 1,370 50,000 Shs Sole None 50,000 0
JP MORGAN CHASE & COMMON
CO STOCK 46625H100 49,509 1,223,053 Shs Sole None 1,223,053 0
KELLOGG CO COMMON
STOCK 487836108 2,583 50,000 Shs Sole None 50,000 0
KIMBERLY-CLARK COMMON
CORP STOCK 494368103 6,434 75,000 Shs Sole None 75,000 0
KINROSS GOLD CONVERTIBLE
CORP SECURITY 496902AD9 26,390 26,242,000 Prn Sole None 26,242 0
KOHLS CORP COMMON
STOCK 500255104 2,049 40,000 Shs Sole None 40,000 0
KROGER CO COMMON
STOCK 501044101 2,943 125,000 Shs Sole None 125,000 0
LABORATORY CORP CONVERTIBLE
LYONS SECURITY 50540RAG7 2,037 1,640,000 Prn Sole None 1,640 0
LAM RESEARCH CONVERTIBLE
CORP SECURITY 512807AJ7 38,254 40,267,000 Prn Sole None 40,267 0
LAM RESEARCH CONVERTIBLE
CORP SECURITY 512807AL2 60,319 62,105,000 Prn Sole None 61,359 746
LEAPFROG ENTERPRISES COMMON
INC STOCK 52186N106 370 41,000 Shs Sole None 41,000 0
LEUCADIA NATIONAL CONVERTIBLE
SECURITY 527288AX2 51,278 45,104,000 Prn Sole None 43,919 1185
LIBERTY CONVERTIBLE
SECURITY 530718AF2 109,764 77,709,000 Prn Sole None 77,049 660
LIBERTY MEDIA CONVERTIBLE
SECURITY 530715AR2 106,070 112,095,000 Prn Sole None 109,555 2540
LIFEPOINT HOSPITALS CONVERTIBLE
INC SECURITY 53219LAH2 50,012 45,804,000 Prn Sole None 45,276 528
LINCOLN NATIONAL COMMON
CORP STOCK 534187109 3,824 158,074 Shs Sole None 158,074 0
LINEAR TEC CORP CONVERTIBLE
SECURITY 535678AC0 139,368 133,927,000 Prn Sole None 131,515 2412
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
LINKEDIN COMMON
CORPORATION STOCK 53578A108 783 6,500 Shs Sole None 6,500 0
LOUISIANA PAC COMMON
CORP STOCK 546347105 330 26,400 Shs Sole None 26,400 0
MACYS INC COMMON
STOCK 55616P104 2,163 57,500 Shs Sole None 57,500 0
MAIN STREET COMMON
CAPITAL CORP STOCK 56035L104 401 13,600 Shs Sole None 13,600 0
MANULIFE COMMON
FINANCIAL CORP STOCK 56501R106 1,192 99,000 Shs Sole None 99,000 0
MARATHON OIL CP COMMON
STOCK 565849106 3,105 105,000 Shs Sole None 105,000 0
MARATHON COMMON
PETROLEUM STOCK 56585A102 2,866 52,500 Shs Sole None 52,500 0
MARKETAXESS COMMON
HOLDINGS INC STOCK 57060D108 822 26,000 Shs Sole None 26,000 0
MARRIOTT INTL INC COMMON
STOCK 571903202 987 25,232 Shs Sole None 25,232 0
MASCO CORP COMMON
STOCK 574599106 6,773 450,000 Shs Sole None 450,000 0
MASTERCARD INC COMMON
STOCK 57636Q904 3,698 500 Shs Call Sole None 500 0
MASTERCARD INC COMMON
STOCK 57636Q104 277,080 613,716 Shs Sole None 597,594 16122
Matson Inc COMMON
STOCK 57686G105 335 16,000 Shs Sole None 16,000 0
MAXIMUS INC COMMON
STOCK 577933104 406 6,800 Shs Sole None 6,800 0
MCDONALD'S CORP COMMON
STOCK 580135101 6,423 70,000 Shs Sole None 70,000 0
MCGRAW-HILL CO'S INC COMMON
STOCK 580645109 1,030 18,867 Shs Sole None 18,867 0
MCKESSON CORP COMMON
STOCK 58155Q103 1,160 13,479 Shs Sole None 13,479 0
MEAD JOHNSON COMMON
NUTRITION CO STOCK 582839106 170,252 2,323,310 Shs Sole None 2,272,962 50348
MEDICINES CO COMMON
STOCK 584688105 3,742 145,000 Shs Sole None 145,000 0
MEDICIS CONVERTIBLE
PHARMACEUTICAL SECURITY 584690AC5 73,930 68,414,000 Prn Sole None 66,744 1670
MEDIVATION INC CONVERTIBLE
SECURITY 58501NAA9 2,701 2,000,000 Prn Sole None 2,000 0
MEDTRONIC INC CONVERTIBLE
SECURITY 585055AM8 52,348 51,926,000 Prn Sole None 51,407 519
MEDTRONIC INC COMMON
STOCK 585055106 7,891 183,000 Shs Sole None 183,000 0
MELLANOX COMMON
TECHNOLOGIES LTD STOCK M51363113 40,800 401,850 Shs Sole None 322,350 79500
MENTOR GRAPHICS CONVERTIBLE
SECURITY 587200AK2 43,640 38,662,000 Prn Sole None 38,272 390
MERCK & CO COMMON
STOCK 58933Y105 214,940 4,765,844 Shs Sole None 4,765,844 0
MERITAGE CORP CONVERTIBLE
SECURITY 59001AAR3 3,988 4,000,000 Prn Sole None 4,000 0
MERITAGE CORP COMMON
STOCK 59001A102 388 10,200 Shs Sole None 10,200 0
METLIFE INC COMMON
STOCK 59156R108 4,898 142,140 Shs Sole None 142,140 0
MGM MIRAGE CONVERTIBLE
SECURITY 55303QAE0 4,688 4,500,000 Prn Sole None 4,500 0
MICHAEL KORS COMMON
HOLDINGS LIMITED STOCK G60754101 121,731 2,289,041 Shs Sole None 2,195,028 94013
MICRON TECHNOLOGY CONVERTIBLE
INC SECURITY 595112AK9 5,671 6,332,000 Prn Sole None 6,332 0
MICROSOFT CORP COMMON
STOCK 594918104 246,049 8,262,235 Shs Sole None 8,139,070 123165
MOLINA HEALTHCARE CONVERTIBLE
INC SECURITY 60855RAA8 10,080 9,000,000 Prn Sole None 9,000 0
MOLSON COORS CONVERTIBLE
BREWING CO SECURITY 60871RAA8 4,712 4,531,000 Prn Sole None 4,531 0
MONSANTO CO COMMON
STOCK 61166W101 4,733 52,000 Shs Sole None 52,000 0
MORGAN STANLEY COMMON
STOCK 617446448 175 12,831 Shs Sole None 12,831 0
MOSAIC CO COMMON
STOCK 61945C103 148,018 2,569,305 Shs Sole None 2,569,305 0
MOTOROLA COMMON
SOLUTIONS INC STOCK 620076307 325 6,428 Shs Sole None 6,428 0
NABORS COMMON
INDUSTRIES LTD STOCK G6359F103 772 55,000 Shs Sole None 55,000 0
NATIONAL COMMON
OILWELL VARCO INC STOCK 637071101 280,760 3,504,676 Shs Sole None 3,373,927 130749
NETAPP INC CONVERTIBLE
SECURITY 64110DAB0 25,163 22,000,000 Prn Sole None 22,000 0
NETSCOUT SYSTMS COMMON
STOCK 64115T104 4,482 175,680 Shs Sole None 175,680 0
NETSUITE INC COMMON
STOCK 64118Q107 887 13,900 Shs Sole None 13,900 0
NEWELL RUBBERMAID COMMON
INC STOCK 651229106 1,238 64,862 Shs Sole None 64,862 0
NEWMONT MINING CONVERTIBLE
CORP SECURITY 651639AH9 129,645 95,900,000 Prn Sole None 93,749 2151
NEWMONT MINING CONVERTIBLE
CORP SECURITY 651639AJ5 158,555 109,019,000 Prn Sole None 105,335 3684
NEWMONT MINING COMMON
CORP STOCK 651639106 40,035 714,775 Shs Sole None 714,775 0
NEWPARK RESOURCES CONVERTIBLE
SECURITY 651718AC2 8,883 8,500,000 Prn Sole None 8,500 0
NEXTERA ENERGY INC COMMON
STOCK 65339F101 3,868 55,000 Shs Sole None 55,000 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
NIKE INC-B COMMON
STOCK 654106103 8,511 89,675 Shs Sole None 89,675 0
NOBLE CORP COMMON
STOCK H5833N103 2,975 83,150 Shs Sole None 83,150 0
NOBLE ENERGY INC COMMON
STOCK 655044105 9,101 98,164 Shs Sole None 98,164 0
NOKIA CP COMMON
STOCK 654902204 5,654 2,200,000 Shs Sole None 2,200,000 0
NORFOLK SOTHN CORP COMMON
STOCK 655844108 1,909 30,000 Shs Sole None 30,000 0
NORTHERN OIL AND GAS COMMON
INC STOCK 665531109 343 20,200 Shs Sole None 20,200 0
NOVO-NORDISK AS COMMON
STOCK 670100205 144,209 913,813 Shs Sole None 854,640 59173
NUANCE
COMMUNICATIONS COMMON
INC STOCK 67020Y100 54,543 2,191,365 Shs Sole None 2,094,691 96674
NVIDIA CORP COMMON
STOCK 67066G104 1,467 110,000 Shs Sole None 110,000 0
OASIS PETROLEUM COMMON
INC STOCK 674215108 4,261 144,580 Shs Sole None 144,580 0
OCCIDENTAL COMMON
PETROLEUM CORP STOCK 674599105 156,872 1,822,822 Shs Sole None 1,781,750 41072
COMMON
OCEAN RIG UDW, INC STOCK Y64354205 849 52,065 Shs Sole None 52,065 0
OCH-ZIFF CAPITAL COMMON
MANAGEMENT STOCK 67551U105 910 94,230 Shs Sole None 94,230 0
OIL STATES INTL INC COMMON
STOCK 678026105 44,875 564,745 Shs Sole None 564,745 0
OMNICOM GROUP INC COMMON
STOCK 681919106 1,518 29,433 Shs Sole None 29,433 0
OMNICOM GRP CONVERTIBLE
SECURITY 681919AV8 15,232 14,550,000 Prn Sole None 14,550 0
OMNICOM GRP CONVERTIBLE
SECURITY 682134AA9 131,633 119,327,000 Prn Sole None 115,680 3647
ON SEMICONDUCTOR CONVERTIBLE
CORP SECURITY 682189AG0 36 35,000 Prn Sole None 35 0
ON SEMICONDUCTOR CONVERTIBLE
CORP SECURITY 682189AH8 20,913 19,917,000 Prn Sole None 19,626 291
ONYX PHARMACEU- CONVERTIBLE
TICALS INC SECURITY 683399AB5 11,297 5,000,000 Prn Sole None 5,000 0
ONYX PHARMACEU- COMMON
TICALS INC STOCK 683399109 423 5,000 Shs Sole None 5,000 0
ORACLE CORP COMMON
STOCK 68389X105 514,362 16,334,145 Shs Sole None 15,946,665 387480
OSI SYSTEMS INC COMMON
STOCK 671044105 381 4,900 Shs Sole None 4,900 0
PANERA BREAD CO COMMON
STOCK 69840W108 103,524 605,793 Shs Sole None 588,499 17294
PAPA JOHNS INTL COMMON
INC STOCK 698813102 369 6,900 Shs Sole None 6,900 0
PARKER HANNIFIN COMMON
CORP STOCK 701094104 72,760 870,543 Shs Sole None 836,967 33576
PEOPLE'S UNITED COMMON
FINANCIAL INC STOCK 712704105 947 78,000 Shs Sole None 78,000 0
PEPSICO INC COMMON
STOCK 713448108 11,380 160,800 Shs Sole None 160,800 0
PFIZER INC COMMON
STOCK 717081103 111,959 4,505,400 Shs Sole None 4,505,400 0
PHILIP MORRIS COMMON
INTERNATIONAL STOCK 718172109 10,343 115,000 Shs Sole None 115,000 0
PHILLIPS 66 COMMON
STOCK 718546104 3,976 85,750 Shs Sole None 85,750 0
PHOTRONICS INC CONVERTIBLE
SECURITY 719405AH5 5,376 5,500,000 Prn Sole None 5,500 0
PPG INDUSTRIES INC COMMON
STOCK 693506107 2,871 25,000 Shs Sole None 25,000 0
PRECISION COMMON
CASTPARTS CORP STOCK 740189105 2,450 15,000 Shs Sole None 15,000 0
PRICELINE. COMMON
COM INC STOCK 741503403 140,124 226,471 Shs Sole None 218,355 8116
PROCTER & GAMBLE COMMON
CO STOCK 742718109 18,921 272,800 Shs Sole None 272,800 0
PRUDENTIAL FINANCIAL COMMON
INC STOCK 744320102 2,044 37,500 Shs Sole None 37,500 0
PUBLIC SERVICE COMMON
ENTERPRISE GROU STOCK 744573106 1,287 40,000 Shs Sole None 40,000 0
QIAGEN NV COMMON
STOCK N72482107 10,528 568,800 Shs Sole None 396,800 172000
QUALCOMM INC COMMON
STOCK 747525903 2,890 3,400 Shs Call Sole None 3,400 0
QUALCOMM INC COMMON
STOCK 747525103 720,852 11,535,476 Shs Sole None 11,213,308 322168
RACKSPACE HOSTING COMMON
INC STOCK 750086100 36,350 550,000 Shs Sole None 550,000 0
RAYTHEON CO COMMON
STOCK 755111507 1,445 25,273 Shs Sole None 25,273 0
RED HAT INC COMMON
STOCK 756577102 35,018 615,000 Shs Sole None 615,000 0
REGAL ENTER- COMMON
TAINMENT GROUP STOCK 758766109 266 19,270 Shs Sole None 19,270 0
REGENERON COMMON
PHARMACEUTICALS STOCK
INC 75886F107 52,596 344,529 Shs Sole None 331,785 12744
COMMON
RESMED INC STOCK 761152107 50,878 1,257,181 Shs Sole None 1,210,110 47071
COMMON
RIO TINTO PLC STOCK 767204100 66,756 1,427,636 Shs Sole None 1,356,515 71121
CONVERTIBLE
ROPER INDS INC SECURITY 776696AA4 774 559,000 Prn Sole None 559 0
ROPER INDUSTRIES COMMON
INC STOCK 776696106 40,659 370,000 Shs Sole None 370,000 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
ROSS STORES INC COMMON
STOCK 778296103 54,520 843,967 Shs Sole None 808,991 34976
ROVI CORP CONVERTIBLE
SECURITY 779376AB8 5,469 5,500,000 Prn Sole None 5,500 0
Rowan Cos Plc COMMON
STOCK G7665A101 67,052 1,985,535 Shs Sole None 1,917,016 68519
ROYAL GOLD INC CONVERTIBLE
SECURITY 780287AA6 75,974 62,562,000 Prn Sole None 61,965 597
ROYAL GOLD INC. COMMON
STOCK 780287108 102,856 1,030,000 Shs Sole None 1,030,000 0
RTI INTL METALS CONVERTIBLE
SECURITY 74973WAA5 6,427 6,125,000 Prn Sole None 6,125 0
S & P 500 INDEX Put Options 464287950 5,045 3,500 Shs Put Sole None 3,500 0
SALESFORCE.COM CONVERTIBLE
INC SECURITY 79466LAB0 34,107 18,300,000 Prn Sole None 18,300 0
SALESFORCE.COM Put Options
INC 79466L952 3,360 2,140 Shs Put Sole None 2,140 0
SALESFORCE.COM COMMON
INC STOCK 79466L302 161,101 1,055,084 Shs Sole None 1,015,163 39921
SALIX PHARMACEU- CONVERTIBLE
TICALS LTD SECURITY 795435AC0 1,557 1,324,000 Prn Sole None 1,324 0
SALIX PHARMACEU- COMMON
TICALS LTD STOCK 795435106 3,665 86,565 Shs Sole None 86,565 0
SANDISK CORP CONVERTIBLE
SECURITY 80004CAC5 19,863 20,000,000 Prn Sole None 20,000 0
SANDISK CORP CONVERTIBLE
SECURITY 80004CAD3 91,573 80,548,000 Prn Sole None 79,793 755
SAP AG COMMON
STOCK 803054904 11,833 13,150 Shs Call Sole None 13,150 0
SAP AG-SPONSORED COMMON
STOCK 803054204 303,023 4,248,181 Shs Sole None 4,151,210 96971
SBA COMM CORP CONVERTIBLE
SECURITY 78388JAN6 22,113 14,500,000 Prn Sole None 14,500 0
SCHLUMBERGER LTD COMMON
STOCK 806857108 333,783 4,614,729 Shs Sole None 4,403,092 211637
SCRIPPS NETWORKS COMMON
INTERACTIVE STOCK 811065101 53,058 866,534 Shs Sole None 826,183 40351
SEADRILL LTD COMMON
STOCK G7945E105 892 22,750 Shs Sole None 22,750 0
SELECT COMFORT COMMON
STOCK 81616X103 4,700 148,965 Shs Sole None 148,965 0
SIX FLAGS
ENTERTAINMENT COMMON
CORP STOCK 83001A102 359 6,100 Shs Sole None 6,100 0
SOLARWINDS INC COMMON
STOCK 83416B109 105,352 1,890,054 Shs Sole None 1,774,422 115632
SOTHEBYS HOLDINGS CONVERTIBLE
INC SECURITY 835898AC1 7,814 7,000,000 Prn Sole None 7,000 0
SOURCEFIRE INC COMMON
STOCK 83616T108 476 9,700 Shs Sole None 9,700 0
SOUTHN COMPANY COMMON
STOCK 842587107 3,457 75,000 Shs Sole None 75,000 0
SPDR GOLD TRUST COMMON
STOCK 78463V907 1,410 5,650 Shs Call Sole None 5,650 0
SPDR GOLD TRUST COMMON
STOCK 78463V107 121,790 708,000 Shs Sole None 708,000 0
STANDARD PACIFIC CONVERTIBLE
CORP SECURITY 85375CBC4 5,525 5,000,000 Prn Sole None 5,000 0
STANLEY BLACK & CONVERTIBLE
DECKER INC PREFERRED
SECURITY 854502309 23,370 186,041 Shs Sole None 180,396 5645
STARBUCKS CORP COMMON
STOCK 855244109 98,412 1,939,161 Shs Sole None 1,863,179 75982
STATE STREET CORP COMMON
STOCK 857477103 2,560 61,000 Shs Sole None 61,000 0
STEEL DYNAMICS CONVERTIBLE
SECURITY 858119AP5 16,300 15,515,000 Prn Sole None 15,240 275
STEEL DYNAMICS COMMON
STOCK 858119100 657 58,500 Shs Sole None 58,500 0
STEVEN MADDEN COMMON
LTD STOCK 556269108 7,966 182,200 Shs Sole None 182,200 0
STRYKER CORP COMMON
STOCK 863667101 8,712 156,520 Shs Sole None 156,520 0
SUNTRUST BANKS COMMON
INC STOCK 867914103 775 27,410 Shs Sole None 27,410 0
SYMANTEC CORP CONVERTIBLE
SECURITY 871503AF5 102,118 93,848,000 Prn Sole None 91,430 2418
SYMANTEC CORP COMMON
STOCK 871503108 37,100 2,061,125 Shs Sole None 2,056,015 5110
T ROWE PRICE COMMON
STOCK 74144T108 145,165 2,293,289 Shs Sole None 2,200,179 93110
TAIWAN SEMICONDU- COMMON
CTOR STOCK 874039100 1,498 94,700 Shs Sole None 88,700 6000
TARGET CORP COMMON
STOCK 87612E106 5,181 81,627 Shs Sole None 81,627 0
TEAM HEALTH COMMON
HOLDINGS INC STOCK 87817A107 353 13,000 Shs Sole None 13,000 0
TELEFLEX INC CONVERTIBLE
SECURITY 879369AA4 62,508 49,462,000 Prn Sole None 48,773 689
TERADATA CORP COMMON
STOCK 88076W103 229,813 3,047,510 Shs Sole None 2,997,850 49660
TEVA PHARMACEU- COMMON
TICAL IND STOCK 881624209 1,332 32,175 Shs Sole None 32,175 0
TEVA PHARMACEU- CONVERTIBLE
TICAL IND LTD SECURITY 88163VAE9 126,025 118,612,000 Prn Sole None 117,459 1153
TEXAS INSTRUMENTS COMMON
INC STOCK 882508104 3,306 120,000 Shs Sole None 120,000 0
THE FRESH MARKET COMMON
STOCK 35804H106 348 5,800 Shs Sole None 5,800 0
THERMO FISHER COMMON
SCIENTIFIC INC STOCK 883556102 3,723 63,285 Shs Sole None 63,285 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
TIBCO SOFTWARE COMMON
STOCK 88632Q103 104,693 3,463,205 Shs Sole None 3,378,666 84539
TIME WARNER CABLE COMMON
STOCK 88732J207 2,852 30,000 Shs Sole None 30,000 0
TIME WARNER INC COMMON
STOCK 887317303 3,853 85,000 Shs Sole None 85,000 0
TIME WARNER CONVERTIBLE
TELECOM SECURITY 887319AC5 16,046 11,300,000 Prn Sole None 11,300 0
TJX COMPANIES INC COMMON
STOCK 872540109 17,371 387,825 Shs Sole None 323,476 64349
TRANSDIGM GROUP COMMON
INC STOCK 893641100 369 2,600 Shs Sole None 2,600 0
TRAVELERS COMMON
COMPANIES INC STOCK 89417E109 6,212 91,000 Shs Sole None 91,000 0
TRINITY INDUSTRIES CONVERTIBLE
INC SECURITY 896522AF6 63,966 61,617,000 Prn Sole None 60,972 645
TRINITY INDUSTRIES COMMON
INC STOCK 896522109 899 30,000 Shs Sole None 30,000 0
COMMON
TRIPADVISOR INC STOCK 896945201 42,701 1,296,728 Shs Sole None 1,237,909 58819
TTM TECHNOLOGIES CONVERTIBLE
INC SECURITY 87305RAC3 7,428 7,300,000 Prn Sole None 7,300 0
TYSON FOODS A CONVERTIBLE
SECURITY 902494AP8 18,013 16,246,000 Prn Sole None 15,818 428
ULTIMATE SOFTWARE COMMON
GROUP INC STOCK 90385D107 786 7,700 Shs Sole None 7,700 0
UNION PACIFIC CORP COMMON
STOCK 907818108 5,029 42,369 Shs Sole None 42,369 0
UNITED PARCEL SERVICE COMMON
STOCK 911312106 5,905 82,500 Shs Sole None 82,500 0
UNITED STATES STEEL CONVERTIBLE
CORP SECURITY 912909AE8 19,297 19,000,000 Prn Sole None 19,000 0
UNITED TECHNOLOGIES COMMON
CORP STOCK 913017109 11,744 150,000 Shs Sole None 150,000 0
UNITEDHEALTH COMMON
GROUP INC STOCK 91324P102 3,602 65,000 Shs Sole None 65,000 0
URS CORP COMMON
STOCK 903236107 1,312 37,170 Shs Sole None 37,170 0
US BANCORP COMMON
STOCK 902973304 11,748 342,500 Shs Sole None 342,500 0
UTD TECHS CORP CONVERTIBLE
PREFERRED
SECURITY 913017117 157,956 2,815,620 Shs Sole None 2,809,170 6450
UTD THERAPEUTIC COMMON
STOCK 91307C102 369 6,600 Shs Sole None 6,600 0
VERISIGN INC CONVERTIBLE
SECURITY 92343EAD4 3,628 2,372,000 Prn Sole None 2,372 0
VERISIGN INC COMMON
STOCK 92343E102 61,248 1,257,912 Shs Sole None 1,201,533 56379
VERIZON COMM COMMON
STOCK 92343V104 40,740 894,000 Shs Sole None 894,000 0
VIRGIN MEDIA INC CONVERTIBLE
SECURITY 92769LAB7 25,576 14,800,000 Prn Sole None 14,800 0
VMWARE INC COMMON
STOCK 928563902 1,370 1,000 Shs Call Sole None 1,000 0
VMWARE INC COMMON
STOCK 928563402 216,292 2,235,805 Shs Sole None 2,152,256 83549
VOLCANO CORP CONVERTIBLE
SECURITY 928645AA8 6,063 5,000,000 Prn Sole None 5,000 0
VORNADO COMMON
REALTY TRUST STOCK 929042109 1,621 20,000 Shs Sole None 20,000 0
WABTEC COMMON
STOCK 929740108 827 10,300 Shs Sole None 10,300 0
WAL-MART COMMON
STORES INC STOCK 931142103 15,600 211,382 Shs Sole None 211,382 0
WELLS FARGO & COMMON
COMPANY STOCK 949746101 26,447 765,926 Shs Sole None 765,926 0
WELLS FARGO & CONVERTIBLE
COMPANY PREFERRED
SECURITY 949746804 119,783 96,755 Shs Sole None 96,019 736
WESTPORT COMMON
INNOVATIONS INC STOCK 960908309 754 27,100 Shs Sole None 27,100 0
WILLIAMS CO. COMMON
STOCK 969457100 1,923 55,000 Shs Sole None 55,000 0
WOLVERINE WORLD COMMON
WIDE STOCK 978097103 519 11,700 Shs Sole None 11,700 0
XILINX INC CONVERTIBLE
SECURITY 983919AD3 10,201 8,501,000 Prn Sole None 7,903 598
XILINX INC CONVERTIBLE
SECURITY 983919AF8 12,251 9,325,000 Prn Sole None 9,245 80
XYLEM INC COMMON
STOCK 98419M100 1,423 56,600 Shs Sole None 56,600 0
YAHOO! INC COMMON
STOCK 984332106 96,719 6,054,415 Shs Sole None 5,867,415 187000
YAMANA GOLD INC COMMON
STOCK 98462Y100 218,161 11,416,081 Shs Sole None 11,165,750 250331
YUM! BRANDS INC COMMON
STOCK 988498101 5,270 79,435 Shs Sole None 79,435 0
ZILLOW COMMON
STOCK 98954A107 4,958 117,540 Shs Sole None 117,540 0
ACCENTURE PLC COMMON Ameican
STOCK G1151C101 544 7,770 Shs Other Beacon 7,770 0
ANIXTER INTL INC CONVERTIBLE Ameican
SECURITY 035290AJ4 668 610,000 Prn Other Beacon 610,000 0
APACHE CORP CONVERTIBLE
PREFERRED Ameican
SECURITY 037411808 625 12,850 Shs Other Beacon 12,850 0
BARRICK COMMON Ameican
GOLD CORP STOCK 067901108 635 15,200 Shs Other Beacon 15,200 0
CHESAPEAKE CONVERTIBLE Ameican
ENERGY CORP SECURITY 165167BW6 421 440,000 Prn Other Beacon 440,000 0
CISCO SYSTEMS INC COMMON Ameican
STOCK 17275R102 391 20,500 Shs Other Beacon 20,500 0
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Title SHS Voting Authority
of Value or Investment Other
Name of Issuer Class CUSIP (x1000) PRN Amount ShsPrn Call/Put Discretion Managers Sole Shared None
--------------------- ---------- -------- ------ ---------- ------ -------- ---------- -------- ---------- ------ -----
DANAHER CORP CONVERTIBLE Ameican
SECURITY 235851AF9 394 245,000 Prn Other Beacon 245,000 0
EATON CORP COMMON Ameican
STOCK 278058102 345 7,300 Shs Other Beacon 7,300 0
EBAY INC COMMON Ameican
STOCK 278642103 484 10,000 Shs Other Beacon 10,000 0
ELECTRONIC ARTS CONVERTIBLE Ameican
INC SECURITY 285512AA7 258 281,000 Prn Other Beacon 281,000 0
EMC CORP -MASS CONVERTIBLE Ameican
SECURITY 268648AM4 835 485,000 Prn Other Beacon 485,000 0
FIDELITY NATIONAL CONVERTIBLE Ameican
FINL INC SECURITY 31620RAE5 429 350,000 Prn Other Beacon 350,000 0
FLUOR CORP-NEW COMMON Ameican
STOCK 343412102 433 7,700 Shs Other Beacon 7,700 0
FRANKLIN COMMON Ameican
RESOURCES INC STOCK 354613101 694 5,550 Shs Other Beacon 5,550 0
GILEAD SCIENCE CONVERTIBLE Ameican
SECURITY 375558AP8 997 635,000 Prn Other Beacon 635,000 0
GOLDCORP INC CONVERTIBLE Ameican
SECURITY 380956AB8 272 225,000 Prn Other Beacon 225,000 0
INTEL CORP CONVERTIBLE Ameican
SECURITY 458140AD2 819 750,000 Prn Other Beacon 750,000 0
JOHNSON & JOHNSON COMMON Ameican
STOCK 478160104 434 6,300 Shs Other Beacon 6,300 0
LEUCADIA NATIONAL CONVERTIBLE Ameican
SECURITY 527288AX2 284 250,000 Prn Other Beacon 250,000 0
LIBERTY CONVERTIBLE Ameican
SECURITY 530718AF2 459 325,000 Prn Other Beacon 325,000 0
LIBERTY MEDIA CONVERTIBLE Ameican
SECURITY 530715AR2 402 425,000 Prn Other Beacon 425,000 0
LINEAR TEC CORP CONVERTIBLE Ameican
SECURITY 535678AC0 911 875,000 Prn Other Beacon 875,000 0
MEDICIS CONVERTIBLE Ameican
PHARMACEUTICAL SECURITY 584690AC5 766 709,000 Prn Other Beacon 709,000 0
MICROSOFT CORP COMMON Ameican
STOCK 594918104 357 12,000 Shs Other Beacon 12,000 0
NATIONAL OILWELL COMMON Ameican
VARCO INC STOCK 637071101 326 4,075 Shs Other Beacon 4,075 0
NEWMONT MINING CONVERTIBLE Ameican
CORP SECURITY 651639AH9 575 425,000 Prn Other Beacon 425,000 0
NEWMONT MINING CONVERTIBLE Ameican
CORP SECURITY 651639AJ5 384 264,000 Prn Other Beacon 264,000 0
OCCIDENTAL COMMON Ameican
PETROLEUM CORP STOCK 674599105 456 5,300 Shs Other Beacon 5,300 0
OMNICOM GRP CONVERTIBLE Ameican
SECURITY 682134AA9 441 400,000 Prn Other Beacon 400,000 0
ORACLE CORP COMMON Ameican
STOCK 68389X105 535 17,000 Shs Other Beacon 17,000 0
QUALCOMM INC COMMON Ameican
STOCK 747525103 944 15,100 Shs Other Beacon 15,100 0
ROYAL GOLD INC CONVERTIBLE Ameican
SECURITY 780287AA6 941 775,000 Prn Other Beacon 775,000 0
SANDISK CORP CONVERTIBLE Ameican
SECURITY 80004CAD3 483 425,000 Prn Other Beacon 425,000 0
SAP AG-SPONSORED COMMON Ameican
STOCK 803054204 1,020 14,300 Shs Other Beacon 14,300 0
STANLEY BLACK & CONVERTIBLE
DECKER INC PREFERRED Ameican
SECURITY 854502309 440 3,500 Shs Other Beacon 3,500 0
SYMANTEC CORP COMMON Ameican
STOCK 871503108 209 11,600 Shs Other Beacon 11,600 0
SYMANTEC CORP CONVERTIBLE Ameican
SECURITY 871503AF5 718 660,000 Prn Other Beacon 660,000 0
TELEFLEX INC CONVERTIBLE Ameican
SECURITY 879369AA4 885 700,000 Prn Other Beacon 700,000 0
TEVA PHARMACEUTICAL CONVERTIBLE Ameican
IND LTD SECURITY 88163VAE9 1,009 950,000 Prn Other Beacon 950,000 0
TRINITY INDUSTRIES CONVERTIBLE Ameican
INC SECURITY 896522AF6 415 400,000 Prn Other Beacon 400,000 0
UTD TECHS CORP CONVERTIBLE
PREFERRED Ameican
SECURITY 913017117 867 15,450 Shs Other Beacon 15,450 0