-----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, LjyFnlBMm8y8hRVP8qkqfYJbgfi/PerO1GvWlceOgMrst2tJz51G+dMtSiGBOnW3 Xfsg6swu4bd2cQgjKeqCLg== 0000950137-08-013713.txt : 20081114 0000950137-08-013713.hdr.sgml : 20081114 20081114150830 ACCESSION NUMBER: 0000950137-08-013713 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081190446 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 c47681e13fvhr.txt FORM 13F - HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 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: Joseph B. O'Boyle Title: Chief Compliance Officer Phone: (630) 245-7200 Signature, Place, and Date of Signing: /s/ Joseph B. O'Boyle Naperville, Illinois November 13, 2008 - ------------------------------------- -------------------- ----------------- [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: 492 Form 13F Information Table Value Total: $25,544,082 (thousands)
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 - ------------------------------ ------------------ --------- -------- --------- ---------- -------- ----------------------- SHS Voting Authority Value or PRN CALL/ Investment Other ----------------------- Names of Issuer Title of Class Cusip (x1000) Amount PUT Discretion Managers Sole Shared None - ------------------------------ ------------------ --------- -------- --------- ----- ---------- -------- -------- ------ ------- 3M CO COMMON STOCK 88579Y101 15255 223325 shs Sole None 223325 0 ABBOTT LABORATORIES COMMON STOCK 002824100 55639 966283 shs Sole None 962395 3888 ACCENTURE LTD COMMON STOCK G1150G111 163862 4312160 shs Sole None 4238600 73560 ACCENTURE LTD COMMON STOCK G1150G901 2560 5020 shs CALL Sole None 5020 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 75262 1906820 shs Sole None 1869155 37665 ADOBE SYSTEMS INC COMMON STOCK 00724F901 1960 3630 shs CALL Sole None 3630 0 AFLAC INC COMMON STOCK 001055102 10711 182310 shs Sole None 180740 1570 AGCO CORP COMMON STOCK 001084102 131508 3086312 shs Sole None 2819471 266841 AGCO CORP 1.25% CONVERTIBLE SENIOR SUBOR 001084AM4 65954 53189000 prn Sole None 52806 383 AGFEED INDUSTRIES INC COMMON STOCK 00846L101 79 10010 shs Sole None 10010 0 AGRIUM INC COMMON STOCK 008916108 28120 501430 shs Sole None 501430 0 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 23307 340300 shs Sole None 340300 0 ALCON INC COMMON STOCK H01301102 180595 1118168 shs Sole None 1109683 8485 ALCON INC COMMON STOCK H01301902 158 75 shs CALL Sole None 75 0 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 41047 1044457 shs Sole None 1022162 22295 ALKERMES INC COMMON STOCK 01642T108 33250 2500000 shs Sole None 2500000 0 ALLERGAN INC 1.50% CONVERTIBLE NOTES 018490AL6 72591 69799000 prn Sole None 69327 472 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804904 12 90 shs CALL Sole None 90 0 ALLIANT TECHSYSTEMS INC 2.75% CASH PAY CONVERTIBLE SEN 018804AH7 25434 20805000 prn Sole None 20739 66 ALLIANT TECHSYSTEMS INC 2.75% CONVERTIBLE SENIOR SUBOR 018804AN4 23549 21335000 prn Sole None 20651 684 ALLSTATE CORP COMMON STOCK 020002101 2134 46270 shs Sole None 46125 145 ALTERA CORP COMMON STOCK 021441100 129307 6252759 shs Sole None 5237986 1014773 ALTERA CORP COMMON STOCK 021441900 579 1300 shs CALL Sole None 1300 0 ALTRIA GROUP INC COMMON STOCK 02209S103 6815 343500 shs Sole None 343500 0 AMAZON.COM INC COMMON STOCK 023135106 412687 5671896 shs Sole None 5154988 516908 AMAZON.COM INC COMMON STOCK 023135906 3686 2017 shs CALL Sole None 2017 0 AMDOCS LTD 0.50% CASH PAY CONVERTIBLE SEN 02342TAD1 33297 34063000 prn Sole None 33708 355 AMEDISYS COMMON STOCK 023436108 54178 1113175 shs Sole None 1091295 21880 AMER INTL GROUP COMMON STOCK 026874107 1410 423430 shs Sole None 419750 3680 AMER INTL GROUP 8.50% MANDATORY CONVERTIBLE 026874115 19890 2315474 shs Sole None 2296764 18710 AMEREN CORP COMMON STOCK 023608102 691 17705 shs Sole None 15800 1905 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 246082 5308075 shs Sole None 4836182 471893 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W905 32 515 shs CALL Sole None 515 0 AMERICAN EQUITY INVT 5.25% SENIOR UNSECURED CONVERT 025676AE7 1493 2000000 prn Sole None 2000 0 AMETEK INC COMMON STOCK 031100100 84599 2075041 shs Sole None 1866511 208530 AMGEN INC COMMON STOCK 031162100 834 14065 shs Sole None 12615 1450 AMGEN INC 0.375% CONVERTIBLE SENIOR NOTE 031162AQ3 107852 119174000 prn Sole None 117750 1424 AMKOR TECH INC 2.50% CASH PAY CONVERTIBLE NOTE 031652AX8 6762 8560000 prn Sole None 8560 0 AMPHENOL CORP COMMON STOCK 032095101 94730 2359997 shs Sole None 2003682 356315 ANIXTER INTL INC COMMON STOCK 035290105 6836 114868 shs Sole None 105223 9645 ANIXTER INTL INC 1% CONVERTIBLE SENIOR NOTES 035290AJ4 68881 65213000 prn Sole None 63857 1356 ANSYS INC COMMON STOCK 03662Q105 116866 3085973 shs Sole None 2715340 370633 AON CORP COMMON STOCK 037389103 237114 5273885 shs Sole None 4904341 369544 APACHE CORP COMMON STOCK 037411105 120630 1156786 shs Sole None 976123 180663 APOLLO GROUP INC -CL A COMMON STOCK 037604105 87869 1481775 shs Sole None 1470405 11370 APPLE INC COMMON STOCK 037833100 559032 4918462 shs Sole None 4473254 445208 APPLE INC COMMON STOCK 037833900 2474 3636 shs CALL Sole None 3636 0 ARCHER DANIELS MIDLAND 6.25% MANDATORY CONVERTIBLE 039483201 25091 840000 shs Sole None 840000 0 ARCHER DANIELS MIDLAND 0.875% CONVERTIBLE SENIOR NOTE 039483AW2 66128 81263000 prn Sole None 80350 913 AT&T INC COMMON STOCK 00206R102 75830 2715965 shs Sole None 2710020 5945 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 54361 2305380 shs Sole None 2283320 22060
ATWOOD OCEANICS COMMON STOCK 050095108 28033 770125 shs Sole None 770125 0 AVNET INC 2% CASH PAY CONVERTIBLE SENIOR 053807AL7 61843 61766000 prn Sole None 61031 735 AVON PRODUCTS INC COMMON STOCK 054303102 3267 78600 shs Sole None 76350 2250 AXSYS TECHNOLOGIES INC COMMON STOCK 054615109 207 3520 shs Sole None 3520 0 BAIDU.COM INC COMMON STOCK 056752108 177073 713342 shs Sole None 688507 24835 BANCO BRADESCO SA COMMON STOCK 059460303 5764 358000 shs Sole None 358000 0 BANK OF AMER CP COMMON STOCK 060505104 46071 1316320 shs Sole None 1314340 1980 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 10366 318169 shs Sole None 318169 0 BARD (C.R.) INC COMMON STOCK 067383109 46588 491071 shs Sole None 467106 23965 BARNES GROUP INC 3.375% CONVERTIBLE SENIOR SUB 067806AD1 2145 2200000 prn Sole None 2200 0 BAXTER INTL INC COMMON STOCK 071813109 6652 101350 shs Sole None 99720 1630 BECKMAN COULTER INC 2.5% CONVERTIBLE SENIOR NOTES 075811AD1 56679 51585000 prn Sole None 50650 935 BEST BUY 2.25% CONVERTIBLE SUBORDINATED 086516AF8 21909 22299000 prn Sole None 22269 30 BIOGEN IDEC INC COMMON STOCK 09062X103 15867 315513 shs Sole None 300759 14754 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 47844 1806120 shs Sole None 1703835 102285 BLACKBOARD INC 3.25% CONVERTIBLE NOTES 091935AA4 15660 18000000 prn Sole None 18000 0 BLACKROCK INC COMMON STOCK 09247X101 169074 869273 shs Sole None 808005 61268 BOEING CO COMMON STOCK 097023105 47841 834189 shs Sole None 820091 14098 BP PLC COMMON STOCK 055622904 28 150 shs CALL Sole None 150 0 BP PLC COMMON STOCK 055622104 35119 700000 shs Sole None 700000 0 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 40651 1949680 shs Sole None 1942100 7580 BROADCOM CORP COMMON STOCK 111320107 45659 2450850 shs Sole None 2450820 30 BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621306 33187 5702150 shs Sole None 5601400 100750 BUCKLE INC COMMON STOCK 118440106 41766 752000 shs Sole None 752000 0 BUCYRUS INTL INC COMMON STOCK 118759109 104530 2339531 shs Sole None 2108074 231457 BURGER KING HOLDINGS INC COMMON STOCK 121208201 9848 400984 shs Sole None 379328 21656 BURLINGTON NRTHRN SANTA FE COMMON STOCK 12189T104 8368 90530 shs Sole None 89440 1090 CAMERON INTL CORP COMMON STOCK 13342B105 110622 2870321 shs Sole None 2580878 289443 CAMERON INTL CORP 2.50% CASH PAY CONVERTIBLE SEN 13342BAB1 27788 21945000 prn Sole None 21945 0 CARNIVAL CORP COMMON STOCK 143658300 37747 1067810 shs Sole None 1067645 165 CARNIVAL CORP COMMON STOCK 143658900 4492 6910 shs CALL Sole None 6910 0 CARNIVAL CORP 2% SENIOR UNSECURED CONTINGENT 143658AN2 82259 79863000 prn Sole None 78517 1346 CARNIVAL CORP SENIOR UNSECURED LYONS 143658AS1 7876 12117000 prn Sole None 12110 7 CARRIZO OIL&GAS 4.375% SENIOR CONVERTIBLE NOTE 144577AA1 10669 15000000 prn Sole None 15000 0 CBS CORP COMMON STOCK 124857202 4811 330000 shs Sole None 330000 0 CELESTICA INC COMMON STOCK 15101Q108 134 20860 shs Sole None 20860 0 CENTRAL EURO DISTRIBUTION CORP COMMON STOCK 153435102 22790 501870 shs Sole None 501870 0 CENTRAL EURO DISTRIBUTION CORP COMMON STOCK 153435902 305 500 shs CALL Sole None 500 0 CENTRAL EURO DISTRIBUTION CORP 3.00% SENIOR CONVERTIBLE NOTES 153435AA0 4007 4700000 prn Sole None 4700 0 CENTRAL EUROPEAN MEDIA ENT COMMON STOCK G20045202 4513 69000 shs Sole None 69000 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 137916 1507938 shs Sole None 1219219 288719 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 28028 550000 shs Sole None 550000 0 CHARLES RIVER LABORATORIES COMMON STOCK 159864107 59456 1070709 shs Sole None 846796 223913 CHATTEM INC 2% SENIOR CONVERTIBLE NOTES 162456AP2 5585 4000000 prn Sole None 4000 0 CHATTEM INC 1.625% SENIOR CONVERTIBLE NOTE 162456AR8 2972 2500000 prn Sole None 2500 0 CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 7104 312400 shs Sole None 312400 0 CHESAPEAKE ENERGY 2.25% CONTINGENT CONVERTIBLE 165167CB1 84144 121508000 prn Sole None 120217 1291 CHEVRONTEXACO CORP COMMON STOCK 166764100 100892 1223235 shs Sole None 1220935 2300 CHINA MEDICAL TECHNOLOGY 4.00% CONVERTIBLE SENIOR UNSEC 169483AC8 16370 22425000 prn Sole None 21945 480 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 2583 46542 shs Sole None 46497 45 CIA VALE DO RIO DOCE COMMON STOCK 204412209 6248 326250 shs Sole None 326250 0 CIA VALE DO RIO DOCE 5.5% MANDATORY CONVERTIBLE 91912C208 39018 1026800 shs Sole None 1016400 10400 CIENA CORP 0.875% CONVERTIBLE SENIOR NOTE 171779AE1 5500 11000000 prn Sole None 11000 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 305917 13560140 shs Sole None 12551995 1008145 CISCO SYSTEMS INC COMMON STOCK 17275R902 2556 12380 shs CALL Sole None 12380 0 CITIGROUP INC COMMON STOCK 172967101 51780 2524630 shs Sole None 2521955 2675 CNH GLOBAL NV COMMON STOCK N20935206 5664 257000 shs Sole None 257000 0
COACH INC COMMON STOCK 189754104 197960 7905746 shs Sole None 7320166 585580 COCA COLA CO COMMON STOCK 191216100 311386 5888540 shs Sole None 5680828 207712 COCA COLA CO COMMON STOCK 191216900 123 1890 shs CALL Sole None 1890 0 COEUR D'ALENE MINES CORP 3.25% SENIOR UNSECURED CONVERT 192108AR9 1482 2400000 prn Sole None 2400 0 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 7187 95380 shs Sole None 94095 1285 COMCAST CORP COMMON STOCK 20030N101 5369 273500 shs Sole None 273500 0 COMMSCOPE INC COMMON STOCK 203372107 85196 2459457 shs Sole None 2115198 344259 COMP ASSOCIATES 1.625% CASH PAY SENIOR CONVERT 204912AQ2 92445 87834000 prn Sole None 86866 968 CONMED CORP 2.50% CONVERTIBLE SENIOR SUBOR 207410AD3 2493 2400000 prn Sole None 2400 0 CONOCOPHILLIPS COMMON STOCK 20825C104 79085 1079661 shs Sole None 1078326 1335 COPART INC COMMON STOCK 217204106 30400 800000 shs Sole None 800000 0 CORE LABS N.V. COMMON STOCK N22717107 60792 600000 shs Sole None 600000 0 CORNING INC COMMON STOCK 219350105 900 57575 shs Sole None 57575 0 COVANTA HOLDING CORP 1% SENIOR CONVERTIBLE NOTES 22282EAA0 9625 10000000 prn Sole None 10000 0 CREDICORP LTD COMMON STOCK G2519Y108 514 8260 shs Sole None 8260 0 CUBIST PHARMACEUTICALS INC 2.25% CONVERTIBLE SUBORDINATED 229678AC1 19475 20000000 prn Sole None 20000 0 CUMMINS INC COMMON STOCK 231021106 98523 2253510 shs Sole None 2001134 252376 CVS CORP COMMON STOCK 126650100 7579 225175 shs Sole None 225175 0 CYBERONICS INC COMMON STOCK 23251P102 273 16040 shs Sole None 16040 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 13050 2500000 shs Sole None 2500000 0 CYPRESS SEMICONDUCTOR CORP 1% SENIOR CONVERTIBLE NOTES 232806AK5 486 474000 prn Sole None 474 0 DANAHER CORP COMMON STOCK 235851102 1775 25575 shs Sole None 24510 1065 DANAHER CORP SENIOR LYONS 235851AF9 111521 109468000 prn Sole None 107096 2372 DECKERS OUTDOOR COMMON STOCK 243537107 35785 343824 shs Sole None 333734 10090 DELL INC COMMON STOCK 24702R101 78190 4744551 shs Sole None 4094754 649797 DELL INC COMMON STOCK 24702R901 731 7250 shs CALL Sole None 7250 0 DENTSPLY INTL INC COMMON STOCK 249030107 89382 2380974 shs Sole None 2113808 267166 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 9265 101590 shs Sole None 101540 50 DIANA SHIPPING INC COMMON STOCK Y2066G104 24613 1250000 shs Sole None 1250000 0 DIGITAL RIVER 1.25% SENIOR CONVERTIBLE NOTES 25388BAB0 36044 36547000 prn Sole None 35174 1373 DIODES INC 2.25% SENIOR CONVERTIBLE 254543AA9 3713 4700000 prn Sole None 4700 0 DISNEY WALT CO COMMON STOCK 254687106 174134 5673981 shs Sole None 5635303 38678 DOLBY LABORATORIES INC COMMON STOCK 25659T107 47531 1350700 shs Sole None 1321605 29095 DONALDSON CO INC COMMON STOCK 257651109 39007 930727 shs Sole None 914127 16600 DOW CHEMICAL CO COMMON STOCK 260543103 14098 443605 shs Sole None 441345 2260 DUKE ENERGY CORP COMMON STOCK 26441C105 5091 292100 shs Sole None 292100 0 DUN &BRADST-NEW COMMON STOCK 26483E100 98630 1045252 shs Sole None 914189 131063 DUPONT DE NEMOUR & CO COMMON STOCK 263534109 12215 303110 shs Sole None 297990 5120 EBAY INC COMMON STOCK 278642103 145693 6509980 shs Sole None 5824936 685044 EBAY INC COMMON STOCK 278642903 2572 7095 shs CALL Sole None 7095 0 EDDIE BAUER HOLDINGS INC 5.25% CONVERTIBLE SENIOR NOTES 071625AB3 867 1200000 prn Sole None 1200 0 ELI LILLY & CO COMMON STOCK 532457108 24925 566100 shs Sole None 566100 0 EMC CORP COMMON STOCK 268648102 1435 120005 shs Sole None 115085 4920 EMC CORP COMMON STOCK 268648902 1255 9465 shs CALL Sole None 9465 0 EMC CORP 1.75% CONVERTIBLE NOTES 268648AK8 223871 224714000 prn Sole None 221603 3111 EMC CORP 1.75% CONVERTIBLE NOTES 268648AM4 24406 25000000 prn Sole None 25000 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 6079 149025 shs Sole None 149025 0 ENERGY CONVERSION DEVICES INC 3.00% SENIOR CONVERTIBLE NOTES 292659AA7 7294 8670000 prn Sole None 8670 0 ENERSYS COMMON STOCK 29275Y102 23652 1200000 shs Sole None 1200000 0 ENERSYS 3.375% SENIOR UNSECURED CONVER 29275YAA0 3588 4800000 prn Sole None 4800 0 ENSCO INT'L INC COMMON STOCK 26874Q100 35340 613220 shs Sole None 612380 840 ENTERGY CORP COMMON STOCK 29364G103 5966 67025 shs Sole None 66140 885 ENTERGY CORP 7.625% EQUITY UNITS 29364G202 17923 344670 shs Sole None 341735 2935 EQUINIX INC COMMON STOCK 29444U502 49922 718720 shs Sole None 694600 24120 EQUINIX INC 2.50% CONVERTIBLE SUBORDINATED 29444UAF3 714 820000 prn Sole None 820 0 eRESAERCH TECHNOLOGY INC COMMON STOCK 29481V108 258 21640 shs Sole None 21640 0 ESTEE LAUDER COMPANIES COMMON STOCK 518439104 27881 558625 shs Sole None 549830 8795
EURONET WORLDWIDE INC 3.5% CONVERTIBLE DEBENTURES 298736AF6 21909 28500000 prn Sole None 28500 0 EXELON CORP COMMON STOCK 30161N101 8086 129125 shs Sole None 129125 0 EXPRESS SCRIPTS INC COMMON STOCK 302182100 300507 4070814 shs Sole None 3691406 379408 EXPRESS SCRIPTS INC COMMON STOCK 302182900 6963 4985 shs CALL Sole None 4985 0 EXXON MOBIL CORP COMMON STOCK 30231G102 56298 724934 shs Sole None 721835 3099 F5 NETWORKSINC COMMON STOCK 315616102 30202 1291780 shs Sole None 1262800 28980 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 78307 1498689 shs Sole None 1351989 146700 FASTENAL CO COMMON STOCK 311900104 92464 1872121 shs Sole None 1590268 281853 FEDEX CORP COMMON STOCK 31428X106 5936 75105 shs Sole None 75050 55 FEI COMPANY 2.875% CONVERTIBLE SUBORDINATE 30241LAF6 5515 5400000 prn Sole None 5400 0 FIRST SOLAR INC COMMON STOCK 336433107 110483 584843 shs Sole None 511703 73140 FIVE STAR QLTY 3.75% SENIOR UNSECURED NOTES 33832DAB2 1342 2200000 prn Sole None 2200 0 FLEXTRONICS INTL 1% CASH PAY SENIOR SUBORDINATE 33938EAL1 19402 22048000 prn Sole None 21797 251 FLIR SYSTEMS INC COMMON STOCK 302445101 179280 4666330 shs Sole None 4048857 617473 FLUOR CORP-NEW COMMON STOCK 343412102 91267 1638552 shs Sole None 1404782 233770 FMC CORPORATION COMMON STOCK 302491303 23126 450000 shs Sole None 450000 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 79801 1714308 shs Sole None 1619358 94950 FOCUS MEDIA HOLDING LTD COMMON STOCK 34415V109 35638 1250000 shs Sole None 1250000 0 FORD MOTOR CO 4.25% SENIOR UNSECURED NOTES 345370CF5 40641 61230000 prn Sole None 61230 0 FOREST OIL CORP COMMON STOCK 346091705 65203 1314570 shs Sole None 1121744 192826 FORMFACTOR INC COMMON STOCK 346375908 8 750 shs CALL Sole None 750 0 FPL GRP COMMON STOCK 302571104 5659 112500 shs Sole None 112500 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 9659 109597 shs Sole None 108085 1512 FREEPORT-MCMORAN COP&GOLD COMMON STOCK 35671D857 6275 110375 shs Sole None 110375 0 FREEPORT-MCMORAN COP&GOLD 6.75% MANDATORY CONVERTIBLE 35671D782 112393 1336029 shs Sole None 1332284 3745 FTI CONSULTING INC COMMON STOCK 302941109 111884 1548788 shs Sole None 1340896 207892 GAMESTOP CORP COMMON STOCK 36467W109 179741 5254036 shs Sole None 4575591 678445 GENERAL DYNAMICS CORP COMMON STOCK 369550108 7071 96050 shs Sole None 96050 0 GENERAL DYNAMICS CORP COMMON STOCK 369550908 207 2240 shs CALL Sole None 2240 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 117363 4602490 shs Sole None 4597645 4845 GENL MOTORS 6.25% Senior Unsecured Conting 370442717 4147 473990 shs Sole None 473990 0 GEN-PROBE INC COMMON STOCK 36866T103 90746 1710583 shs Sole None 1482251 228332 GEN-PROBE INC COMMON STOCK 36866T903 728 880 shs CALL Sole None 880 0 GENZYME CORP 1.25% SENIOR UNSECURED CONVERT 372917AN4 172622 148812000 prn Sole None 148119 693 GILEAD SCIENCES INC COMMON STOCK 375558103 524824 11514339 shs Sole None 10379948 1134391 GILEAD SCIENCES INC COMMON STOCK 37558903 1445 2920 shs CALL Sole None 2920 0 GILEAD SCIENCES INC 0.50% CONVERTIBLE NOTES 375558AG8 11987 9706000 prn Sole None 9706 0 GILEAD SCIENCES INC 0.625% CONVERTIBLE SENIOR NOTE 375558AH6 73992 58147000 prn Sole None 56539 1608 GOLDMAN SACHS COMMON STOCK 38141G904 636 390 shs CALL Sole None 390 0 GOOGLE INC COMMON STOCK 38259P508 586016 1463138 shs Sole None 1330441 132697 GOOGLE INC COMMON STOCK 38259P908 1457 614 shs CALL Sole None 614 0 GRAFTECH INTL COMMON STOCK 384313102 30297 2005111 shs Sole None 2005111 0 GREY WOLF INC Floating rate senior unsecured 397888AF5 3735 3000000 prn Sole None 3000 0 GUESS? INC COMMON STOCK 401617105 134138 3855641 shs Sole None 3499505 356136 HACKETT GROUP INC COMMON STOCK 404609109 192 35300 shs Sole None 35300 0 HALLIBURTON CO COMMON STOCK 406216101 134140 4141409 shs Sole None 3818352 323057 HARLEY-DAVIDSON INC COMMON STOCK 412822108 15964 427985 shs Sole None 427860 125 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 4806 117255 shs Sole None 116605 650 HCC INSURANCE 1.30% Convertible Senior Notes 404132AB8 11698 9830000 prn Sole None 9830 0 HEALTH CR REIT 4.75% CONVERTIBLE SENIOR NOTES 42217KAP1 23230 20200000 prn Sole None 20035 165 HEALTH CR REIT 4.75% CONVERTIBLE SENIOR NOTES 42217KAQ9 92614 83719000 prn Sole None 83086 633 HECLA MINING 6.50% MANDATORY CONVERTIBLE 422704304 2292 43000 shs Sole None 43000 0 HEWITT ASSOCIATES INC COMMON STOCK 42822Q100 36675 1006444 shs Sole None 989419 17025 HEWLETT PACKARD COMMON STOCK 428236903 435 1000 shs CALL Sole None 1000 0 HEWLETT-PACKARD CO. COMMON STOCK 428236103 23430 506702 shs Sole None 503855 2847 HLTH CORP 3.125% CONVERTIBLE SR UNSECURE 94769MAG0 15288 16800000 prn Sole None 16800 0 HONEYWELL INTL COMMON STOCK 438516106 300071 7221928 shs Sole None 6767546 454382
HONEYWELL INTL COMMON STOCK 438516906 53 1405 shs CALL Sole None 1405 0 HORNBECK OFFSHORE SERVICES INC 1.625% SENIOR DEBENTURES 440543AE6 4700 4700000 prn Sole None 4700 0 IHS INC COMMON STOCK 451734107 33579 704859 shs Sole None 695926 8933 ILL TOOL WORKS INC COMMON STOCK 452308109 90090 2026777 shs Sole None 2017207 9570 ILLUMINA INC COMMON STOCK 452327109 32424 800000 shs Sole None 800000 0 INFORMATICA CORP 3.00% Convertible Senior Notes 45666QAB8 43104 46100000 prn Sole None 46100 0 INFOSYS TECHNOLOGIES LTD COMMON STOCK 456788108 91682 2752394 shs Sole None 2732725 19669 INTEL CORP COMMON STOCK 458140100 50298 2685430 shs Sole None 2680900 4530 INTEL CORP 2.95% JR SUBORDINATED CONVERT 458140AD2 308951 351580000 prn Sole None 349074 2506 INTERCONTINENTALEXCHANGE INC COMMON STOCK 45865V900 440 365 shs CALL Sole None 365 0 INTERPUBLIC GROUP OF COS 4.25% CONVERTIBLE NOTES 460690AZ3 4650 5000000 prn Sole None 5000 0 INTERPUBLIC GROUP OF COS 4.75% CONVERTIBLE SENIOR NOTES 460690BE9 19950 21000000 prn Sole None 21000 0 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 32773 280210 shs Sole None 278300 1910 INTL GAME TECHNOLOGY COMMON STOCK 459902102 1072 62380 shs Sole None 62175 205 INTL SPEEDWAY CORP COMMON STOCK 460335201 33074 850000 shs Sole None 850000 0 INTUIT COMMON STOCK 461202103 63880 2020885 shs Sole None 2016010 4875 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 108978 452230 shs Sole None 392779 59451 INVITROGEN CORP 1.50% CONVERTIBLE SENIOR UNSEC 46185RAK6 89206 98434000 prn Sole None 95767 2667 INVITROGEN CORP 3.25% CONVERTIBLE SR NOTES 46185RAM2 79521 82405000 prn Sole None 82405 0 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 95087 1175225 shs Sole None 1171380 3845 ITT INDUSTRIES INC COMMON STOCK 450911102 36270 652221 shs Sole None 637816 14405 JA SOLAR HOLDINGS CO COMMON STOCK 466090107 22218 2100000 shs Sole None 2100000 0 JA SOLAR HOLDINGS CO 4.50% SENIOR UNSECURED CONVERT 466090AA5 10185 15420000 prn Sole None 15040 380 JABIL CIRCUIT INC COMMON STOCK 466313103 19080 2000000 shs Sole None 2000000 0 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 89399 1646089 shs Sole None 1461627 184462 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 105620 4350100 shs Sole None 4274725 75375 JARDEN CORP COMMON STOCK 471109108 30436 1297900 shs Sole None 1297900 0 JOHNSON & JOHNSON COMMON STOCK 478160104 230183 3322505 shs Sole None 3317715 4790 JOHNSON & JOHNSON COMMON STOCK 478160904 1985 3675 shs CALL Sole None 3675 0 JOHNSON & JOHNSON 0% CONVERTIBLE SUBORDINATED 02261WAB5 50311 52136000 prn Sole None 51535 601 JOY GLOBAL INC COMMON STOCK 481165108 22570 500000 shs Sole None 500000 0 JP MORGAN CHASE & CO COMMON STOCK 46625H100 85495 1830720 shs Sole None 1828605 2115 KIMBERLY-CLARK CORP COMMON STOCK 494368103 33198 512000 shs Sole None 512000 0 KINROSS GOLD CORP 1.75% CONVERTIBLE SENIOR NOTES 496902AB3 10440 12300000 prn Sole None 12300 0 KNIGHT CAPITAL GROUP INC COMMON STOCK 499005106 37116 2497715 shs Sole None 2351410 146305 KRAFT FOODS INC COMMON STOCK 50075N104 15440 471447 shs Sole None 471447 0 L-3 COMM HOLDINGS 3% CONVERTIBLE NOTES 502413AW7 180343 164509000 prn Sole None 164281 228 LABRANCHE & CO COMMON STOCK 505447102 58 12790 shs Sole None 12790 0 LAWSON SOFTWARE INC 2.5% CONVERTIBLE 52078PAA0 2440 3050000 prn Sole None 3050 0 LAZARD LTD COMMON STOCK G54050102 34208 800000 shs Sole None 800000 0 LDK SOLAR CO LTD COMMON STOCK 50183L107 24016 800000 shs Sole None 800000 0 LEGG MASON INC 7.00% MANDATORY CONVERTIBLE 524901303 5863 167500 shs Sole None 167500 0 LIBERTY (TWX) 3.125% SENIOR EXCHANGEABLE DEB 530718AF2 81083 88494000 prn Sole None 88065 429 LIBERTY MEDIA(VIACOM-B) 3.25% CONVERTIBLE NOTES 530715AR2 4762 10025000 prn Sole None 10025 0 LINCOLN ELECTRC COMMON STOCK 533900106 25724 400000 shs Sole None 400000 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 6767 158074 shs Sole None 158074 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 71631 2336315 shs Sole None 1943613 392702 LINEAR TECHNOLOGY CORP COMMON STOCK 535678906 1756 5670 shs CALL Sole None 5670 0 LINEAR TECHNOLOGY CORP 3% CONVERTIBLE 535678AC0 24349 28478000 prn Sole None 27679 799 LINEAR TECHNOLOGY CORP 3.125% CONVERTIBLE 535678AD8 2416 2655000 prn Sole None 2655 0 LKQ CORP COMMON STOCK 501889208 78333 4615980 shs Sole None 4451900 164080 LOCKHEED MARTIN CORP COMMON STOCK 539830109 81787 745758 shs Sole None 743346 2412 LOEWS CORP COMMON STOCK 540424108 6122 155038 shs Sole None 140350 14688 LSI LOGIC COMMON STOCK 502161102 29621 5526260 shs Sole None 5526260 0 MACROVISION CORP 2.625% Senior Convertible Note 555904AB7 4734 5800000 prn Sole None 5800 0 MANITOWOC CO INC COMMON STOCK 563571108 40482 2603324 shs Sole None 2302965 300359 MANTECH INTL CP COMMON STOCK 564563104 47432 800000 shs Sole None 800000 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 3632 99000 shs Sole None 99000 0 MARATHON OIL CP COMMON STOCK 565849106 36200 907950 shs Sole None 907950 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 22011 2366802 shs Sole None 1413899 952903 MASCO CORP COMMON STOCK 574599106 8073 450000 shs Sole None 450000 0 MASTERCARD INC COMMON STOCK 57636Q104 133190 751084 shs Sole None 656814 94270 MASTERCARD INC COMMON STOCK 57636Q904 1362 325 shs CALL Sole None 325 0 MCAFEE INC COMMON STOCK 579064106 27168 800000 shs Sole None 800000 0 MEDTRONIC INC COMMON STOCK 585055106 15841 316195 shs Sole None 312560 3635 MEDTRONIC INC COMMON STOCK 585055906 1871 2900 shs CALL Sole None 2900 0 MEDTRONIC INC 1.50% CONVERTIBLE SENIOR NOTES 585055AL0 80989 80989000 prn Sole None 80008 981 MEDTRONIC INC 1.625% CONVERTIBLE SENIOR NOTE 585055AM8 246069 246069000 prn Sole None 244369 1700 MEMC ELEC MATERIALS COMMON STOCK 552715104 78266 2769495 shs Sole None 2342929 426566 MENTOR GRAPHICS Floating Rate Cash Pay Convert 587200AD8 4728 4800000 prn Sole None 4800 0 MENTOR GRAPHICS 6.25% CONVERTIBLE NOTES 587200AF3 8366 9360000 prn Sole None 9360 0 MERCK & CO COMMON STOCK 589331107 75274 2385110 shs Sole None 2385110 0 METLIFE INC COMMON STOCK 59156R108 33547 599060 shs Sole None 597801 1259 METLIFE INC 6.375% COMMON EQUITY UNITS 59156R702 35939 2870553 shs Sole None 2854523 16030 METTLER-TOLEDO COMMON STOCK 592688105 49000 500000 shs Sole None 500000 0 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 23544 800000 shs Sole None 800000 0 MICRON TECHNOLOGY INC 1.875% CONVERTIBLE SENIOR NOTE 595112AH6 1921 3600000 prn Sole None 3600 0 MICROS SYS COMMON STOCK 594901100 73101 2741989 shs Sole None 2453727 288262 MICROSOFT CORP COMMON STOCK 594918104 162041 6071235 shs Sole None 6056397 14838 MICROSOFT CORP COMMON STOCK 594918904 30 2160 shs CALL Sole None 2160 0 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F110 125917 1833656 shs Sole None 1673060 160596 MILLIPORE CORP 3.75% CONVERTIBLE SENIOR NOTES 601073AD1 31301 32905000 prn Sole None 32905 0 MINDRAY MEDICAL INTL LTD COMMON STOCK 602675100 31747 941200 shs Sole None 941200 0 MOLSON COORS BREWING CO COMMON STOCK 60871R209 46837 1001863 shs Sole None 968081 33782 MOLSON COORS BREWING CO 2.50% CONVERTIBLE SENIOR NOTES 60871RAA8 136701 125847000 prn Sole None 123445 2402 MORGAN STANLEY COMMON STOCK 617446448 3818 166000 shs Sole None 166000 0 MOSAIC CO COMMON STOCK 61945A107 40829 600250 shs Sole None 600250 0 MOTOROLA INC COMMON STOCK 620076109 321 45000 shs Sole None 45000 0 MYLAN LABORATORIES INC 6.50% MANDATORY CONVERTIBLE 628530206 13738 17500 shs Sole None 17500 0 MYRIAD GENETICS COMMON STOCK 62855J104 32440 500000 shs Sole None 500000 0 NABORS IND .94% CASH PAY SENIOR UNSECURED 629568AP1 185517 205559000 prn Sole None 202915 2644 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 144497 2876707 shs Sole None 2594438 282269 NETAPP INC COMMON STOCK 64110D104 74188 4069543 shs Sole None 3480975 588568 NEW ORIENTAL EDUCATION COMMON STOCK 647581107 34028 529700 shs Sole None 529700 0 NEW YORK & CO COMMON STOCK 649295102 100 10440 shs Sole None 10440 0 NEWMONT MINING CORP COMMON STOCK 651639106 5477 141300 shs Sole None 141300 0 NEWPARK RESOURCES COMMON STOCK 651718504 101 13800 shs Sole None 13800 0 NEWS CORP COMMON STOCK 65248E203 8008 659095 shs Sole None 655120 3975 NEWS CORP COMMON STOCK 65248E104 432 36000 shs Sole None 36000 0 NII HOLDINGS INC COMMON STOCK 62913F201 24047 634150 shs Sole None 634150 0 NII HOLDINGS INC 2.75% SR CONVERTIBLE NOTES 62913FAF9 74619 74994000 prn Sole None 74319 675 NIKE INC COMMON STOCK 654106103 730552 10920056 shs Sole None 10170011 750045 NIKE INC COMMON STOCK 654106903 6839 5880 shs CALL Sole None 5880 0 NOBLE CORP COMMON STOCK G65422100 243256 5541140 shs Sole None 5031683 509457 NOKIA CP COMMON STOCK 654902204 92912 4981856 shs Sole None 4104703 877153 NORDSTROM INC COMMON STOCK 655664100 29310 1017000 shs Sole None 1017000 0 NOVO-NORDISK AS COMMON STOCK 670100205 29057 567510 shs Sole None 565840 1670 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 81791 6709669 shs Sole None 5816435 893234 NUANCE COMMUNICATIONS INC 2.75% SENIOR UNSECURED CONVERT 67020YAB6 513 604000 prn Sole None 604 0 NUCOR CORP COMMON STOCK 670346105 3964 100353 shs Sole None 100267 86 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 12998 184500 shs Sole None 183200 1300 OMNICOM GRP COMMON STOCK 981919906 76 3800 shs CALL Sole None 3800 0 OMNICOM GRP ZERO COUPON ZERO YIELD CONVERT 681919AT3 80931 88329000 prn Sole None 86841 1488 ON ASSIGNMENT INC COMMON STOCK 682159108 114 14480 shs Sole None 14480 0
ON SEMICONDUCTOR CORP ZERO COUPON SENIOR SUBORDINATE 682189AE5 27955 30263000 prn Sole None 29974 289 ON SEMICONDUCTOR CORP 2.625% CONVERTIBLE SENIOR SUB 682189AG0 47893 55689000 prn Sole None 55184 505 OPEN TEXT CORP COMMON STOCK 683715106 70495 2038610 shs Sole None 1990040 48570 ORACLE CORP COMMON STOCK 68389X105 137261 6758305 shs Sole None 6740775 17530 ORACLE CORP COMMON STOCK 68389X905 3345 13875 shs CALL Sole None 13875 0 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 2281 46280 shs Sole None 46280 0 PANERA BREAD CO COMMON STOCK 69840W108 47210 927502 shs Sole None 908482 19020 PARAMETRIC TECHNOLOGIES CORP COMMON STOCK 699173209 76777 4172668 shs Sole None 3913388 259280 PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 47062 1642090 shs Sole None 1642090 0 PARKER HANNIFIN CORP COMMON STOCK 701094104 82206 1551056 shs Sole None 1342425 208631 PEPSICO INC COMMON STOCK 713448108 74885 1050717 shs Sole None 1048047 2670 PFIZER INC COMMON STOCK 717081103 77768 4217330 shs Sole None 4217250 80 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 15560 323500 shs Sole None 323500 0 PIONEER NATURAL 2.875% CONVERTIBLE 723787AH0 83099 78488000 prn Sole None 77297 1191 PLEXUS CORP COMMON STOCK 729132100 24840 1200000 shs Sole None 1200000 0 PMA CAPITAL CRP COMMON STOCK 693419202 88 10000 shs Sole None 10000 0 PMC - SIERRA INC COMMON STOCK 69344F106 60825 8197382 shs Sole None 6694176 1503206 POWERWAVE TECH 3.875% SUBORDINATED CONVERT 739363AF6 2354 3600000 prn Sole None 3600 0 PPG INDUSTRIES INC COMMON STOCK 693506107 642 11000 shs Sole None 11000 0 PRAXAIR INC COMMON STOCK 74005P104 65838 917734 shs Sole None 809498 108236 PRICELINE.COM INC COMMON STOCK 741503403 72354 1057350 shs Sole None 911436 145914 PRIDE INTL INC COMMON STOCK 74153Q102 36775 1241984 shs Sole None 1227930 14054 PROCTER & GAMBLE CO COMMON STOCK 742718109 26203 375999 shs Sole None 373563 2436 PROGRESS ENERGY COMMON STOCK 743263105 5391 125000 shs Sole None 125000 0 PROLOGIS 1.875% CONVERTIBLE SENIOR NOTE 743410AR3 66397 94516000 prn Sole None 93584 932 PROSHARES MIDCAP400 ULTRASHORT COMMON STOCK 74347R859 590 9000 shs Sole None 9000 0 PROSHARES S&P500 ULTRASHORT COMMON STOCK 74347R883 562 8000 shs Sole None 8000 0 PROSHARES ULTRASHORT ETF COMMON STOCK 74347R875 602 11000 shs Sole None 11000 0 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 12830 178190 shs Sole None 177590 600 PRUDENTIAL FINANCIAL INC FLOATING RATE CONVERTIBLE SEN 744320AG7 11763 11960000 prn Sole None 11960 0 QLOGIC CORP COMMON STOCK 747277101 185 12070 shs Sole None 12070 0 QUALCOMM INC COMMON STOCK 747525103 276541 6435669 shs Sole None 6059896 375773 QUALCOMM INC COMMON STOCK 747525903 1782 2795 shs CALL Sole None 2795 0 QUANTA SERVICES INC 3.75% SUBORDINATED CONVERTIBLE 74762EAE2 21089 15738000 prn Sole None 15435 303 QUEST RESOURCE CORP COMMON STOCK 748349305 29 10840 shs Sole None 10840 0 RAYTHEON CO COMMON STOCK 755111507 30918 577800 shs Sole None 577800 0 RED HAT INC 0.50% SENIOR UNSECURED CONVERT 756577AB8 64558 66213000 prn Sole None 64411 1802 REINSURANCE GRP 5.75% PFD INCOME EQUITY REDE 759351307 6210 90000 shs Sole None 90000 0 RESEARCH IN MOTION COMMON STOCK 760975102 394936 5782366 shs Sole None 5179528 602838 ROBBINS & MYERS INC COMMON STOCK 770196103 19394 627020 shs Sole None 627020 0 ROFIN-SINAR TECH INC COMMON STOCK 775043102 24488 800000 shs Sole None 800000 0 ROSS STORES INC COMMON STOCK 778296103 31289 850000 shs Sole None 850000 0 RUSSELL MIDCAP GROWTH INDEX FD ISHARES RUSSELL MIDCAP GROWTH 464287481 750 17300 shs Sole None 17300 0 SATYAM COMPUTER SVC LTD COMMON STOCK 804098101 4446 275300 shs Sole None 275300 0 SCHERING PLOUGH 6.00% MANDATORY CONVERTIBLE PR 806605705 92240 533120 shs Sole None 533120 0 SCHERING PLOUGH COMMON STOCK 806605901 201 40100 shs CALL Sole None 40100 0 SCHLUMBERGER LTD COMMON STOCK 806857108 17594 225305 shs Sole None 223940 1365 SCHLUMBERGER LTD COMMON STOCK 806857908 387 870 shs CALL Sole None 870 0 SCHLUMBERGER LTD COMMON STOCK 806857958 8175 7500 shs PUT Sole None 7500 0 SCHLUMBERGER LTD 2.125% CONVERTIBLE SENIOR DEBE 806857AD0 62164 31676000 prn Sole None 31676 0 SCHOOL SPECIALTY 3.75% CONVERTIBLE SUBORDINATED 807863AL9 5574 6500000 prn Sole None 6500 0 SHANDA INTERACTIVE ENTERTAINME COMMON STOCK 81941Q203 6098 238650 shs Sole None 238650 0 SHAW GROUP INC COMMON STOCK 820280105 6225 202562 shs Sole None 185322 17240 SILICON LABORATORIES INC COMMON STOCK 826919102 33770 1100000 shs Sole None 1100000 0 SILICON LABORATORIES INC COMMON STOCK 826919902 502 760 shs CALL Sole None 760 0 SINA.COM COMMON STOCK G81477104 39194 1113478 shs Sole None 1100623 12855 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 154 18390 shs Sole None 18390 0
SLM CORP COMMON STOCK 78442P106 3609 292435 shs Sole None 287725 4710 SMITH INTL INC COMMON STOCK 832110100 159459 2719291 shs Sole None 2477072 242219 SMITHFIELD FOODS INC 4% SENIOR CONVERTIBLE NOTES 832248AR9 8901 10350000 prn Sole None 10350 0 SNAP-ON INC COMMON STOCK 833034101 435 8260 shs Sole None 8260 0 SONOSITE INC 3.75% CONVERTIBLE SENIOR NOTES 83568GAA2 4090 3900000 prn Sole None 3900 0 SOUTHWEST AIRLINES COMMON STOCK 844741108 1124 77460 shs Sole None 77210 250 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 56777 1859094 shs Sole None 1827664 31430 SPARTAN STORES 3.375% CONVERTIBLE SENIOR UNSE 846822AE4 4476 4800000 prn Sole None 4800 0 SPDR TRUST SERIES 2 COMMON STOCK 78462F953 25292 34600 shs PUT Sole None 34600 0 SPX CORP COMMON STOCK 784635104 47357 615020 shs Sole None 490291 124729 ST JUDE MEDICAL INC COMMON STOCK 790849103 3474 79890 shs Sole None 77645 2245 ST JUDE MEDICAL INC 1.22% CONVERTIBLE SENIOR DEBEN 790849AD5 5514 5528000 prn Sole None 5528 0 ST MARY LAND & EXPLORATION 3.50% SENIOR CONVERTIBLE NOTES 792228AD0 10414 10890000 prn Sole None 10890 0 STARBUCKS CORP COMMON STOCK 855244109 1691 113700 shs Sole None 112325 1375 STATE STREET CORP COMMON STOCK 857477103 5062 89000 shs Sole None 89000 0 STEC INC COMMON STOCK 784774101 127 16450 shs Sole None 16450 0 STEEL DYNAMICS COMMON STOCK 858119100 64653 3783111 shs Sole None 3284504 498607 STERICYCLE INC COMMON STOCK 858912108 29455 500000 shs Sole None 500000 0 STRAYER EDUCATION INC COMMON STOCK 863236105 86197 430427 shs Sole None 373868 56559 STRYKER CORP COMMON STOCK 863667101 7306 117275 shs Sole None 117275 0 SUNPOWER CORP COMMON STOCK 867652109 88244 1244105 shs Sole None 1116802 127303 SUNTECH POWER HOLDINGS COMMON STOCK 86800C104 4340 121000 shs Sole None 121000 0 SUNTECH POWER HOLDINGS 0.25% CONVERTIBLE SENIOR NOTES 86800CAC8 17760 18500000 prn Sole None 18190 310 SUNTECH POWER HOLDINGS 3.00% SENIOR UNSECURED CONVERT 86800CAE4 48815 47393000 prn Sole None 47146 247 SUPERIOR ENERGY COMMON STOCK 868157108 433 13902 shs Sole None 13902 0 SUPERIOR ENERGY 1.5% CONVERTIBLE SENIOR UNSECU 78412FAH7 20980 23055000 prn Sole None 22372 683 SYBASE INC 1.75% SUBORDINATED CONVERTIBLE 871130AB6 88439 68624000 prn Sole None 67042 1582 SYMANTEC CORP COMMON STOCK 871503108 8005 408850 shs Sole None 408850 0 SYMANTEC CORP 0.75% CASH PAY CONVERTIBLE NOTE 871503AD0 117000 105287000 prn Sole None 103582 1705 SYMANTEC CORP 1.00% CASH PAY CONVERTIBLE NOTE 871503AF5 184749 168528000 prn Sole None 167227 1301 SYNOPSYS INC COMMON STOCK 871607107 37261 1867700 shs Sole None 1867700 0 SYSCO CORP COMMON STOCK 871829107 43898 1423857 shs Sole None 1421167 2690 SYSCO CORP COMMON STOCK 871829907 2090 4860 shs CALL Sole None 4860 0 T ROWE PRICE COMMON STOCK 74144T108 381667 7106072 shs Sole None 6506376 599696 TARGET CORP COMMON STOCK 87612E106 6367 129800 shs Sole None 129800 0 TD AMERITRADE HOLDING CORP COMMON STOCK 87236Y908 744 2500 shs CALL Sole None 2500 0 TECH DATA CORP 2.75% CONVERTIBLE SENIOR DEBEN 878237AE6 9958 11246000 prn Sole None 11246 0 TECHNE CORP COMMON STOCK 878377100 47429 657641 shs Sole None 644856 12785 TELEDYNE TECH COMMON STOCK 879360105 48805 853832 shs Sole None 832342 21490 TELLABS INC COMMON STOCK 879664100 878 216300 shs Sole None 215600 700 TERRA INDUSTRIES INC COMMON STOCK 880915103 60619 2061868 shs Sole None 2042528 19340 TEVA PHARMACEUTICAL IND LTD 0.50% CASH PAY SENIOR CONVERT 88164RAA5 30928 25170000 prn Sole None 25070 100 TEVA PHARMACEUTICAL IND LTD 0.25% CASH PAY SENIOR CONVERT 88164RAB3 72812 54541000 prn Sole None 54409 132 TEVA PHARMACEUTICAL IND LTD 0.25% SENIOR CONVERTIBLE NOTES 88163VAE9 89054 87415000 prn Sole None 86408 1007 TEVA PHARMACEUTICAL IND LTD 1.75% SENIOR CONVERTIBLE NOTES 88165FAA0 129594 115580000 prn Sole None 113962 1618 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 1100 20000 shs Sole None 20000 0 THERMO FISHER SCIENTIFIC INC 3.25% SENIOR SUBORDINATED CONV 338032AX3 84720 57731000 prn Sole None 56983 748 THORATEC CORP 1.3798% SENIOR SUBORDINATED 885175AB5 3913 4750000 prn Sole None 4750 0 TIFFANY & CO COMMON STOCK 886547108 98920 2784920 shs Sole None 2383477 401443 TIME WARNER INC COMMON STOCK 887317105 5291 403620 shs Sole None 403500 120 TJX COMPANIES LYONS LYONS SUBORDINATED NOTES 872540AL3 64325 63846000 prn Sole None 62956 890 TRANSOCEAN INC COMMON STOCK G90073100 285187 2596384 shs Sole None 2373506 222878 TRANSOCEAN INC COMMON STOCK G90072900 363 500 shs CALL Sole None 500 0 TRANSOCEAN INC 1.625% SENIOR UNSECURED CONVERT 893830AU3 295238 311597000 prn Sole None 308045 3552 TRANSOCEAN INC 1.50% SENIOR UNSECURED CONVERT 893830AV1 48074 50000000 prn Sole None 50000 0 TRICO MARINE SERVICES INC 3% CONVERTIBLE SENIOR NOTES 896106AQ4 1868 2650000 prn Sole None 2650 0 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 66255 2562051 shs Sole None 2151852 410199
TRINITY INDUSTRIES INC 3.875% CONVERTIBLE SENIOR NOTE 896522AF6 65888 90258000 prn Sole None 89781 477 TRIQUINT SEMICON INC COMMON STOCK 89674K103 132 27590 shs Sole None 27590 0 TRIUMPH GROUP INC 2.625% CONVERTIBLE SENIOR SUB 896818AB7 8513 8195000 prn Sole None 7424 771 TTM TECHNOLOGIES INC COMMON STOCK 87305R109 125 12610 shs Sole None 12610 0 TYCO INTL LTD COMMON STOCK G9143X208 1193 34060 shs Sole None 34020 40 TYSON FOODS 3.25% SENIOR CONVERTIBLE NOTES 902494AP8 7688 8200000 prn Sole None 8200 0 ULTRATECH STEP COMMON STOCK 904034105 134 11070 shs Sole None 11070 0 UNION PACIFIC CORP COMMON STOCK 907818108 7665 107720 shs Sole None 107720 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 13873 220590 shs Sole None 218775 1815 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 366456 6101497 shs Sole None 5789179 312318 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 1068 42050 shs Sole None 42000 50 URBAN OUTFITTERS INC COMMON STOCK 917047102 68462 2148156 shs Sole None 1846457 301699 US BANCORP COMMON STOCK 902973304 34552 959249 shs Sole None 938615 20634 VALMONT INDUSTRIES COMMON STOCK 920253101 24807 300000 shs Sole None 300000 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 50254 879645 shs Sole None 878260 1385 VARIAN SEMICONDUCTOR EQUIPMT COMMON STOCK 922207105 71592 2850000 shs Sole None 2850000 0 VERISIGN INC 3.25% JUNIOR SUBORDINATED CONV 92343EAD4 2002 2200000 prn Sole None 2200 0 VERIZON COMM COMMON STOCK 92343V104 53189 1657505 shs Sole None 1655340 2165 VF CORP COMMON STOCK 918204108 16324 211155 shs Sole None 194564 16591 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK 928708106 140 11020 shs Sole None 11020 0 WABTEC COMMON STOCK 929740108 85092 1660976 shs Sole None 1602491 58485 WACHOVIA CORP COMMON STOCK 929903102 1260 360000 shs Sole None 360000 0 WACHOVIA CP COMMON STOCK 929903952 3906 3600 shs PUT Sole None 3600 0 WADDELL & REED COMMON STOCK 930059100 46399 1874708 shs Sole None 1853228 21480 WALGREEN CO COMMON STOCK 931422109 4720 152465 shs Sole None 152215 250 WALGREEN CO COMMON STOCK 931422909 4070 10325 shs CALL Sole None 10325 0 WAL-MART STORES INC COMMON STOCK 931142103 18216 304160 shs Sole None 300455 3705 WASHINGTON MUTUAL INC COMMON STOCK 939322103 164 2000000 shs Sole None 2000000 0 WASTE CONNCTIONS INC 3.75% CASH PAY CONVERTIBLE BON 941053AG5 2253 2000000 prn Sole None 2000 0 WATERS CORP COMMON STOCK 941848103 45295 778537 shs Sole None 645358 133179 WELLS FARGO & COMPANY COMMON STOCK 949746101 26540 707170 shs Sole None 702435 4735 WESCO INTL INC 2.625% SR CONVERTIBLE NOTES 95082PAE5 2837 3050000 prn Sole None 3050 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 112057 5255946 shs Sole None 4729480 526466 WET SEAL INC COMMON STOCK 961840105 67 18350 shs Sole None 18350 0 WHITING PETROLEUM CORP COMMON STOCK 966387102 105152 1475604 shs Sole None 1269141 206463 WMS INDUSTRIES INC COMMON STOCK 929297109 40233 1316100 shs Sole None 1085984 230116 WW GRAINGER INC COMMON STOCK 384802104 147772 1699113 shs Sole None 1486289 212824 WYETH COMMON STOCK 983024100 13461 364390 shs Sole None 364260 130 WYNN RESORTS LTD COMMON STOCK 983134107 32660 400055 shs Sole None 400055 0 YUM! BRANDS INC COMMON STOCK 988498101 166125 5094283 shs Sole None 4563749 530534 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 1853 28700 shs Sole None 28700 0 ZOLL MEDICAL CO COMMON STOCK 989922109 341 10410 shs Sole None 10410 0
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