0001193125-11-299607.txt : 20111107 0001193125-11-299607.hdr.sgml : 20111107 20111107151754 ACCESSION NUMBER: 0001193125-11-299607 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 EFFECTIVENESS DATE: 20111107 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: 111184354 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 d252952d13fhr.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, 2011 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) 577-2196 Signature, Place, and Date of Signing: /s/ Elizabeth A. Watkins Naperville, Illinois November 7, 2011 ----------------------------- -------------------- ---------------- [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: 458 Form 13F Information Table Value Total: $20,442,014 (thousands)
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Voting Authority Value SHS or PRN CALL/ Investment Other ----------------------- Names of Issuer Title of Class Cusip (x1000) Amount PUT Discretion Managers Sole Shared None ------------------------------ -------------- --------- -------- --------------- ----- ---------- -------- -------- ------ ------- 3D SYSTEMS CORP COMMON STOCK 88554D205 560 40000 shs Sole None 40000 0 3M CO COMMON STOCK 88579Y101 19096 266000 shs Sole None 266000 0 ABBOTT LABORATORIES COMMON STOCK 002824100 13951 272800 shs Sole None 272800 0 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 36325 590082 shs Sole None 446206 143876 ACACIA RESEARCH- ACACIA TECH COMMON STOCK 003881307 30695 852885 shs Sole None 849410 3475 ACCRETIVE HEALTH INC COMMON STOCK 00438V103 403 19000 shs Sole None 19000 0 ACME PACKET INC COMMON STOCK 004764106 71017 1667456 shs Sole None 1546991 120465 AETNA INC COMMON STOCK 00817Y108 1636 45000 shs Sole None 45000 0 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 75618 968842 shs Sole None 952927 15915 AFFILIATED MANAGERS GROUP CONVERTIBLE SECURITY 008252AL2 107686 102193000 prn Sole None 99220 2973 AFLAC INC COMMON STOCK 001055102 6169 176500 shs Sole None 176500 0 AGCO CORP COMMON STOCK 001084102 4421 127875 shs Sole None 124900 2975 AGCO CORP CONVERTIBLE SECURITY 001084AM4 55938 50000000 prn Sole None 49645 355 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 4391 140520 shs Sole None 139981 539 AGRIUM INC COMMON STOCK 008916108 66072 991186 shs Sole None 838264 152922 ALLEGHENY TECHNOLOGIES INC CONVERTIBLE SECURITY 01741RAD4 6063 5000000 prn Sole None 5000 0 ALLIANCE DATA CONVERTIBLE SECURITY 018581AD0 22606 17800000 prn Sole None 17800 0 ALLIANT TECHSYS CONVERTIBLE SECURITY 018804AK0 4161 4115000 prn Sole None 4115 0 ALPHA NATURAL RESOURCES INC CONVERTIBLE SECURITY 02076XAA0 38461 40326000 prn Sole None 39813 513 ALTERA CORP COMMON STOCK 021441100 59562 1889045 shs Sole None 1695236 193809 ALTRIA GROUP INC COMMON STOCK 02209S103 6703 250000 shs Sole None 250000 0 AMAZON.COM INC COMMON STOCK 023135106 554820 2565881 shs Sole None 2405212 160669 AMAZON.COM INC COMMON STOCK 23135906 12711 2975 shs CALL Sole None 1320 0 AMER EXPRESS CO. COMMON STOCK 025816109 10875 242200 shs Sole None 242200 0 AMER INTL GROUP COMMON STOCK 026874784 1730 78830 shs Sole None 78830 0 AMERICA MOVIL SA - ADR L COMMON STOCK 02364W105 4129 187000 shs Sole None 187000 0 AMERIGROUP CORP CONVERTIBLE SECURITY 03073TAB8 26826 25100000 prn Sole None 25100 0 AMGEN INC COMMON STOCK 031162100 6567 119500 shs Sole None 119500 0 AMGEN INC CONVERTIBLE SECURITY 031162AQ3 43218 43765000 prn Sole None 42439 1326 ANCESTRY.COM INC COMMON STOCK 032803108 13938 593100 shs Sole None 593100 0 ANIXTER INTL INC CONVERTIBLE SECURITY 035290AJ4 58050 56703000 prn Sole None 55960 743 ANSYS INC COMMON STOCK 03662Q105 4757 97010 shs Sole None 94760 2250 APACHE CORP COMMON STOCK 037411105 74164 924275 shs Sole None 774235 150040 APACHE CORP CONVERTIBLE PREFERRED SECURITY 037411808 318603 6226364 shs Sole None 6138449 87915 APOLLO GROUP INC -CL A COMMON STOCK 037604105 34857 880000 shs Sole None 880000 0 APPLE INC COMMON STOCK 037833100 552536 1449541 shs Sole None 1344364 105177 APPLE INC COMMON STOCK 37833900 25441 3464 shs CALL Sole None 707 0 APPLIED MATERIALS INC COMMON STOCK 038222105 16544 1598500 shs Sole None 1598500 0 ARCHER DANIELS MIDLAND COMMON STOCK 039483102 28183 1135936.998 shs Sole None 1135937 0 ARCHER DANIELS MIDLAND CONVERTIBLE SECURITY 039483AW2 41005 41005000 prn Sole None 40104 901 ARIBA INC COMMON STOCK 04033V203 31088 1121888 shs Sole None 1121888 0 ARM HOLDNGS PLC -ADR COMMON STOCK 042068106 136974 5371535 shs Sole None 4947030 424505 ARRIS GROUP INC CONVERTIBLE SECURITY 04269QAC4 5098 5023000 prn Sole None 4949 74 ARUBA NETWORKS INC COMMON STOCK 043176106 339 16200 shs Sole None 16200 0 AT&T INC COMMON STOCK 00206R102 56187 1970100 shs Sole None 1970100 0 AUTODESK INC COMMON STOCK 052769106 158863 5718614 shs Sole None 5258613 460001 AUTOMATIC DATA COMMON STOCK 053015103 1556 33000 shs Sole None 33000 0 AUTONATION INC COMMON STOCK 05329W102 23766 725000 shs Sole None 725000 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 11545 352300 shs Sole None 352300 0 AVON PRODUCTS INC COMMON STOCK 054303102 784 40000 shs Sole None 40000 0 BABCOCK & WILCOX COMPANY COMMON STOCK 05615F102 21270 1088000 shs Sole None 1088000 0
BAIDU INC-ADR COMMON STOCK 056752108 28828 269651 shs Sole None 145048 124603 BAKER HUGHES COMMON STOCK 057224107 139408 3020101 shs Sole None 2731650 288451 BAKER-HUGHES INC COMMON STOCK 57224907 1820 4000 shs CALL Sole None 4000 0 BANK OF AMER CP COMMON STOCK 060505104 3703 605000 shs Sole None 605000 0 BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 61578 80390 shs Sole None 80390 0 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 4480 241000 shs Sole None 241000 0 BARD (C.R.) INC COMMON STOCK 067383109 57301 654568 shs Sole None 585810 68758 BARRICK GOLD CORP COMMON STOCK 067901108 316391 6782228 shs Sole None 6337249 444979 BARRICK GOLD CORP COMMON STOCK 67901908 5459 6910 shs CALL Sole None 6910 0 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 326 23000 shs Sole None 23000 0 BERKSHIRE HTH-B COMMON STOCK 084670702 14208 200000 shs Sole None 200000 0 BEST BUY 2.25% CONVERTIBLE SECURITY 086516AF8 4988 5000000 prn Sole None 5000 0 BEST BUY COMPANY INC COMMON STOCK 086516101 785 33670 shs Sole None 33670 0 BIOGEN IDEC INC COMMON STOCK 09062X103 48057 515910 shs Sole None 515910 0 BLACKROCK INC COMMON STOCK 09247X101 1628 11000 shs Sole None 11000 0 BMC SOFTWARE COMMON STOCK 055921100 6841 177415 shs Sole None 173140 4275 BOEING CO COMMON STOCK 097023105 15612 258000 shs Sole None 258000 0 BP PLC -ADR COMMON STOCK 055622104 28856 800000 shs Sole None 800000 0 BRIGHAM EXPL CO COMMON STOCK 109178103 24473 968833 shs Sole None 968833 0 BRISTOL MYERS SQUIBB COMMON STOCK 110122108 37913 1208200 shs Sole None 1208200 0 BUFFALO WILD WINGS INC COMMON STOCK 119848109 26832 448700 shs Sole None 448700 0 CACI INTL A CONVERTIBLE SECURITY 127190AD8 19890 18000000 prn Sole None 18000 0 CADENCE DESIGN SYSTEMS INC COMMON STOCK 127387108 33264 3600000 shs Sole None 3600000 0 CANON INC - ADR COMMON STOCK 138006309 12017 265500 shs Sole None 265500 0 CARBO CERAMICS INC COMMON STOCK 140781105 29631 289000 shs Sole None 289000 0 CARNIVAL CORP COMMON STOCK 143658300 14499 478500 shs Sole None 478500 0 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 20201 450000 shs Sole None 450000 0 CATERPILLAR INC COMMON STOCK 149123101 11692 158340 shs Sole None 158340 0 CAVIUM INC COMMON STOCK 14964U108 23447 868100 shs Sole None 864775 3325 CBS CORP - CL B COMMON STOCK 124857202 8458 415000 shs Sole None 415000 0 CELGENE CORP COMMON STOCK 151020104 107975 1743779 shs Sole None 1628495 115284 CEPHALON INC CONVERTIBLE SECURITY 156708AR0 25396 20460000 prn Sole None 20460 0 CEPHEID INC COMMON STOCK 15670R107 621 16000 shs Sole None 16000 0 CERNER CORP COMMON STOCK 156782104 98599 1438987 shs Sole None 1241657 197330 CERNER CORP 01/19/13 60 CALLS COMMON STOCK 156782904 7180 4000 shs CALL Sole None 4000 0 CHARLES RIVER LABORATORIES CONVERTIBLE SECURITY 159864AB3 3950 4000000 prn Sole None 4000 0 CHART INDUSTRIES INC COMMON STOCK 16115Q308 447 10600 shs Sole None 10600 0 CHART INDUSTRIES INC CONVERTIBLE SECURITY 16115QAC4 21164 22635000 prn Sole None 22635 0 CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 282538 5355154 shs Sole None 4952063 403091 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 133943 5242389 shs Sole None 4971891 270498 CHESAPEAKE ENERGY CORP COMMON STOCK 165167907 6238 16667 shs CALL Sole None 9342 0 CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167BW6 115716 111265000 prn Sole None 107718 3547 CHESAPEAKE ENERGY(+ WARRANTS) CONVERTIBLE SECURITY 165167CB1 16648 19500000 prn Sole None 19500 0 CHESAPEAKE ENRG(ADDL WARRANTS) CONVERTIBLE SECURITY 165167BZ9 91233 95283000 prn Sole None 93853 1430 CHEVRONTEXACO CORP COMMON STOCK 166764100 92238 996955 shs Sole None 996955 0 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 22656 1200000 shs Sole None 1200000 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 9720 627500 shs Sole None 627500 0 CITIGROUP INC COMMON STOCK 172967424 4912 191706 shs Sole None 191706 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 85977 1680232 shs Sole None 1585083 95149 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K901 593 1200 shs CALL Sole None 800 0 CME GROUP INC COMMON STOCK 12572Q105 3511 14250 shs Sole None 14250 0 COACH INC COMMON STOCK 189754104 37151 716792 shs Sole None 556926 159866 COACH INC COMMON STOCK 189754904 8782 9100 shs CALL Sole None 9100 0 COCA-COLA CO COMMON STOCK 191216100 278191 4117685 shs Sole None 4044485 73200 COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 9887 157695 shs Sole None 156445 1250 COHERENT INC COMMON STOCK 192479103 348 8100 shs Sole None 8100 0 COINSTAR INC CONVERTIBLE SECURITY 19259PAF9 16424 13100000 prn Sole None 13100 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 4877 55000 shs Sole None 55000 0 COMCAST CORP- CL A COMMON STOCK 20030N101 8538 408500 shs Sole None 408500 0 COMPANHIA DE BEBIDAS -ADR COMMON STOCK 20441W203 118069 3852182 shs Sole None 3592581 259601 COMPLETE PRODUCTION SERVICES COMMON STOCK 20453E109 61901 3283881 shs Sole None 2842106 441775 COMTECH TELECOMMUNICATIONS CONVERTIBLE SECURITY 205826AF7 9067 8625000 prn Sole None 8625 0 CONCHO RESOURCES INC COMMON STOCK 20605P101 30235 425000 shs Sole None 425000 0 CONOCOPHILLIPS COMMON STOCK 20825C104 61674 974000 shs Sole None 974000 0 CORNING INC COMMON STOCK 219350105 4450 360000 shs Sole None 360000 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 11907 145000 shs Sole None 145000 0 COVANTA HOLDING CORP CONVERTIBLE SECURITY 22282EAC6 10719 9800000 prn Sole None 9800 0 CROCS INC COMMON STOCK 227046109 35505 1500000 shs Sole None 1500000 0 CSX CORPORATION COMMON STOCK 126408103 1587 85000 shs Sole None 85000 0 CTRIP.COM INTL LTD - ADR COMMON STOCK 22943F100 8736 271649 shs Sole None 271649 0 D R HORTON INC CONVERTIBLE SECURITY 23331ABB4 5670 5600000 prn Sole None 5600 0 DANAHER CORP COMMON STOCK 235851102 2603 62075 shs Sole None 62075 0 DANAHER CORP("copa" LYONS) CONVERTIBLE SECURITY 235851AF9 151762 124268000 prn Sole None 121948 2320 DARLING INTERNATIONAL INC COMMON STOCK 237266101 3169 251690 shs Sole None 245740 5950 DECKERS OUTDOOR COMMON STOCK 243537107 56188 602491 shs Sole None 507697 94794 DELL INC COMMON STOCK 24702R101 80913 5718205 shs Sole None 5552280 165925 DELL INC COMMON STOCK 24702R901 5109 22310 shs CALL Sole None 22310 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 2345 42300 shs Sole None 42300 0 DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 5474 100000 shs Sole None 100000 0 DICE HOLDINGS INC COMMON STOCK 253017107 8302 1061600 shs Sole None 1061600 0 DIRECTV COMMON STOCK 25490A101 27473 650256 shs Sole None 496259 153997 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 40145 1750000 shs Sole None 1750000 0 DISNEY WALT CO COMMON STOCK 254687106 12519 415100 shs Sole None 415100 0 DOMINION RESOURCES INC VA COMMON STOCK 25746U109 10916 215000 shs Sole None 215000 0 DOMINION RESOURCES INC/VA CONVERTIBLE SECURITY 25746UAT6 905 621000 prn Sole None 621 0 DOMINOS PIZZA INC COMMON STOCK 25754A201 38150 1400000 shs Sole None 1400000 0 DOVER CORP COMMON STOCK 260003108 150686 3233604 shs Sole None 2975624 257980 DOW CHEMICAL CO COMMON STOCK 260543103 12825 571000 shs Sole None 571000 0 DST SYSTEMS -C CONVERTIBLE SECURITY 233326AE7 4241 3704000 prn Sole None 3689 15 DUKE ENERGY CORP COMMON STOCK 26441C105 9337 467100 shs Sole None 467100 0 DUPONT DE NEMOUR & CO COMMON STOCK 263534109 6355 159000 shs Sole None 159000 0 EATON CORP COMMON STOCK 278058102 302469 8520265 shs Sole None 8039523 480742 EBAY INC COMMON STOCK 278642103 146925 4982208 shs Sole None 4975653 6555 EDISON INTL COMMON STOCK 281020107 2869 75000 shs Sole None 75000 0 EL PASO CORP COMMON STOCK 28336L909 1046 4000 shs CALL Sole None 2000 0 ELECTRONIC ARTS INC COMMON STOCK 285512909 1830 3000 shs CALL Sole None 3000 0 ELI LILLY & CO COMMON STOCK 532457108 12357 334250 shs Sole None 334250 0 EMC CORP -MASS COMMON STOCK 268648902 2436 11600 shs CALL Sole None 11600 0 EMC CORP -MASS CONVERTIBLE SECURITY 268648AK8 21610 16465000 prn Sole None 16465 0 EMC CORP -MASS CONVERTIBLE SECURITY 268648AM4 426141 300894000 prn Sole None 294178 6716 EMC CORP-MASS COMMON STOCK 268648102 156648 7462983 shs Sole None 6678067 784916 EMERSON ELECTRIC CO COMMON STOCK 291011104 2479 60000 shs Sole None 60000 0 ENERSYS CONVERTIBLE SECURITY 29275YAA0 30103 32067000 prn Sole None 32067 0 EQT CORP COMMON STOCK 26884L109 82334 1542985 shs Sole None 1380803 162182 EQUINIX INC CONVERTIBLE SECURITY 29444UAF3 45791 44674000 prn Sole None 44380 294 EQUINIX INC CONVERTIBLE SECURITY 29444UAH9 10300 8000000 prn Sole None 8000 0 EQUINIX INC (ADDL WARRANTS) CONVERTIBLE SECURITY 29444UAG1 11879 11300000 prn Sole None 11300 0 EXELON CORP COMMON STOCK 30161N101 447 10500 shs Sole None 10500 0 EXXON MOBIL CORP COMMON STOCK 30231G102 90961 1252385 shs Sole None 1252385 0 FEDEX CORP COMMON STOCK 31428X106 11167 165000 shs Sole None 165000 0 FEI COMPANY CONVERTIBLE SECURITY 30241LAF6 9760 8150000 prn Sole None 8150 0 FINANCIAL ENGINES INC COMMON STOCK 317485100 10253 566156 shs Sole None 566156 0 FIRST CASH FINL SVCS INC COMMON STOCK 31942D107 461 11000 shs Sole None 11000 0 FLUOR CORP-NEW COMMON STOCK 343412102 115957 2491012 shs Sole None 2238886 252126
FMC CORPORATION COMMON STOCK 302491303 20748 300000 shs Sole None 300000 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 39480 1050000 shs Sole None 1050000 0 FOCUS MEDIA HOLDING LTD - ADR COMMON STOCK 34415V109 23506 1400000 shs Sole None 1400000 0 FORTINET INC COMMON STOCK 34959E109 42925 2555040 shs Sole None 2555040 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 102326 1069908 shs Sole None 960748 109160 FREEPORT-MCMORAN COP&GOLD COMMON STOCK 35671D857 168460 5532362 shs Sole None 5087925 444437 FTI CONSULTING INC CONVERTIBLE SECURITY 302941AB5 28618 23196000 prn Sole None 22743 453 GARDNER DENVER INC COMMON STOCK 365558105 18112 285000 shs Sole None 285000 0 GENERAL CABLE CORP CONVERTIBLE SECURITY 369300AD0 52594 57167000 prn Sole None 56458 709 GENERAL DYNAMICS CORP COMMON STOCK 369550108 825 14500 shs Sole None 14500 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 83927 5507000 shs Sole None 5507000 0 GENERAL MOTORS CO COMMON STOCK 37045V100 1779 88170 shs Sole None 88170 0 GILEAD SCIENCES (2 LOT MIN) CONVERTIBLE SECURITY 375558AN3 46364 42683000 prn Sole None 42412 271 GILEAD SCIENCES INC CONVERTIBLE SECURITY 375558AH6 24221 21108000 prn Sole None 20174 934 GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 369 25400 shs Sole None 25400 0 GLU MOBILE INC COMMON STOCK 379890106 243 115000 shs Sole None 115000 0 GOLDCORP INC COMMON STOCK 380956409 37701 826056 shs Sole None 631859 194197 GOLDCORP INC CONVERTIBLE SECURITY 380956AB8 240722 192770000 prn Sole None 187767 5003 GOLDMAN SACHS COMMON STOCK 38141G104 2647 28000 shs Sole None 28000 0 GOOGLE INC COMMON STOCK 38259P508 434629 844958 shs Sole None 774938 70020 Graphic Packaging Holding Co COMMON STOCK 388689101 450 130300 shs Sole None 130300 0 HALLIBURTON CO COMMON STOCK 406216101 15580 510500 shs Sole None 510500 0 HANSEN NATURAL CORP COMMON STOCK 411310105 96204 1102118 shs Sole None 975870 126248 HARLEY-DAVIDSON INC COMMON STOCK 412822108 5390 157000 shs Sole None 157000 0 HARMAN INTL IND COMMON STOCK 413086109 12947 453000 shs Sole None 453000 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 307 19000 shs Sole None 19000 0 HEALTH CR REIT CONVERTIBLE SECURITY 42217KAP1 379 358000 prn Sole None 358 0 HEALTH CR REIT CONVERTIBLE SECURITY 42217KAQ9 1128 1054000 prn Sole None 1054 0 HEALTH CR REIT CONVERTIBLE SECURITY 42217KAR7 9647 9090000 prn Sole None 9090 0 HELMERICH & PAYNE INC COMMON STOCK 423452101 179364 4417822 shs Sole None 4096995 320827 HOLLYFRONTIER CORP COMMON STOCK 436106108 22856 871686.997 shs Sole None 602863 268824 HOLOGIC INC CONVERTIBLE SECURITY 436440AB7 90826 87438000 prn Sole None 86858 580 HOME DEPOT COMMON STOCK 437076102 5752 175000 shs Sole None 175000 0 HONEYWELL INTL COMMON STOCK 438516106 33767 769000 shs Sole None 769000 0 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK 445658107 34314 950000 shs Sole None 950000 0 IDEXX LABORATORIES INC COMMON STOCK 45168D104 74143 1075000 shs Sole None 1075000 0 II-VI INCORP COMMON STOCK 902104108 511 29200 shs Sole None 29200 0 ILL TOOL WORKS INC COMMON STOCK 452308109 9838 236500 shs Sole None 236500 0 ILLUMINA INC COMMON STOCK 452327109 62704 1532361 shs Sole None 1369958 162403 IMAX CORP COMMON STOCK 45245E109 1449 100035 shs Sole None 100035 0 INCYTE GENOMICS INC COMMON STOCK 45337C102 18470 1322153 shs Sole None 1322153 0 INFORMATICA CORP COMMON STOCK 45666Q102 22274 543926 shs Sole None 393301 150625 INHIBITEX INC COMMON STOCK 45719T103 308 125000 shs Sole None 125000 0 INTEL CORP COMMON STOCK 458140100 165609 7764124 shs Sole None 7379943 384181 INTEL CORP CONVERTIBLE SECURITY 458140AD2 103148 101250000 prn Sole None 101250 0 INTERACTIVE INTELLIGENCE GROUP COMMON STOCK 45841V109 353 13000 shs Sole None 13000 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK 45865V100 114608 969117 shs Sole None 898891 70226 INTERPUBLIC GROUP OF COS CONVERTIBLE SECURITY 460690BA7 19393 19130000 prn Sole None 18837 293 INTERPUBLIC GRP 4.75% CONVERTIBLE SECURITY 460690BE9 28091 26315000 prn Sole None 26094 221 INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 36096 206230 shs Sole None 206230 0 INTL GAME TECHNOLOGY CONVERTIBLE SECURITY 459902AQ5 115652 100132000 prn Sole None 99317 815 INTREPID POTASH INC COMMON STOCK 46121Y102 381 15300 shs Sole None 15300 0 INTUIT COMMON STOCK 461202103 22575 475872 shs Sole None 338886 136986 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 249550 685050 shs Sole None 629373 55677 INVITROGEN CORP CONVERTIBLE SECURITY 46185RAK6 22849 22511000 prn Sole None 22266 245 IPC THE HOSPITALIST CO COMMON STOCK 44984A105 403 11300 shs Sole None 11300 0 IPG PHOTONICS CORP COMMON STOCK 44980X109 439 10100 shs Sole None 10100 0
IROBOT CORP COMMON STOCK 462726100 428 17000 shs Sole None 17000 0 JABIL CIRCUIT INC COMMON STOCK 466313903 1560 6000 shs CALL Sole None 4000 0 JANUS CAPITAL GROUP FUNDS CONVERTIBLE SECURITY 47102XAG0 7293 7451000 prn Sole None 7451 0 JDS UNIPHASE CORP CONVERTIBLE SECURITY 46612JAD3 1960 2000000 prn Sole None 2000 0 JEFFERIES GROUP INC CONVERTIBLE SECURITY 472319AG7 5329 5800000 prn Sole None 5800 0 JNJ (ALZA CP) ZERO 7/20 CONVERTIBLE SECURITY 02261WAB5 10482 11598000 prn Sole None 11598 0 JOHNSON & JOHNSON COMMON STOCK 478160104 207396 3255317 shs Sole None 3252517 2800 JP MORGAN CHASE & CO COMMON STOCK 46625H100 45352 1505700 shs Sole None 1505700 0 KELLOGG CO COMMON STOCK 487836108 2766 52000 shs Sole None 52000 0 KENEXA CORP COMMON STOCK 488879107 321 20500 shs Sole None 20500 0 KIMBERLY-CLARK CORP COMMON STOCK 494368103 28191 397000 shs Sole None 397000 0 KKR & CO LP COMMON STOCK 48248M102 16640 1600000 shs Sole None 1600000 0 KLA-TENCOR CORP COMMON STOCK 482480100 45280 1182867 shs Sole None 1180417 2450 KRAFT FOODS INC - CL A COMMON STOCK 50075N104 3358 100000 shs Sole None 100000 0 KRONOS WORLDWIDE INC COMMON STOCK 50105F105 315 19600 shs Sole None 19600 0 LABORATORY CORP LYONS (EXCH) CONVERTIBLE SECURITY 50540RAG7 3718 3467000 prn Sole None 3467 0 LEGG MASON INC COMMON STOCK 524901105 514 20000 shs Sole None 20000 0 LEUCADIA NATIONAL CONVERTIBLE SECURITY 527288AX2 56696 47694000 prn Sole None 47209 485 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 1089 48000 shs Sole None 48000 0 LIBERTY (TWX & TWC & AOL) CONVERTIBLE SECURITY 530718AF2 66862 61981000 prn Sole None 61446 535 LIBERTY MEDIA(VIACOM-B) CONVERTIBLE SECURITY 530715AR2 94043 119420000 prn Sole None 116785 2635 LIFEPOINT HOSPITALS INC CONVERTIBLE SECURITY 53219LAH2 91414 89842000 prn Sole None 89312 530 LINCOLN NATIONAL CORP COMMON STOCK 534187109 2471 158074 shs Sole None 158074 0 LINEAR TEC CORP - TRNCH A CONVERTIBLE SECURITY 535678AC0 51681 50420000 prn Sole None 50245 175 LIVEPERSON INC COMMON STOCK 538146101 338 34000 shs Sole None 34000 0 LKQ CORP COMMON STOCK 501889208 18241 755000 shs Sole None 755000 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 726 10000 shs Sole None 10000 0 LOGMEIN INC COMMON STOCK 54142L109 412 12400 shs Sole None 12400 0 LSB INDUSTRIES INC COMMON STOCK 502160104 390 13600 shs Sole None 13600 0 LUFKIN INDUSTRIES INC COMMON STOCK 549764108 20220 380000 shs Sole None 380000 0 MANHATTAN ASOC COMMON STOCK 562750109 546 16500 shs Sole None 16500 0 MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 1122 99000 shs Sole None 99000 0 MARATHON OIL CP COMMON STOCK 565849106 2266 105000 shs Sole None 105000 0 MARATHON PETROLEUM COMMON STOCK 56585A102 1421 52500 shs Sole None 52500 0 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 494 19000 shs Sole None 19000 0 MASCO CORP COMMON STOCK 574599106 3204 450000 shs Sole None 450000 0 MASTERCARD INC COMMON STOCK 57636Q104 172901 545154 shs Sole None 514565 30589 MCDONALD'S CORP COMMON STOCK 580135101 12874 146600 shs Sole None 146600 0 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 173421 2519553 shs Sole None 2398097 121456 MEDICIS PHARM 2.50% CONVERTIBLE SECURITY 58470KAA2 23556 18120000 prn Sole None 18120 0 MEDIDATA SOLUTIONS INC COMMON STOCK 58471A105 329 20000 shs Sole None 20000 0 MEDTRONIC INC COMMON STOCK 585055106 17521 527100 shs Sole None 527100 0 MEDTRONIC INC CONVERTIBLE SECURITY 585055AM8 36317 36091000 prn Sole None 35422 669 MELCO CROWN ENTERTAINMENT LTD COMMON STOCK 585464100 26592 3200000 shs Sole None 3200000 0 MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 12613 404000 shs Sole None 404000 0 MENTOR GRAPHICS COMMON STOCK 587200106 19741 2052099 shs Sole None 2052099 0 MERCADOLIBRE INC COMMON STOCK 58733R102 82613 1536981 shs Sole None 1389547 147434 MERCK & CO COMMON STOCK 58933Y105 162999 4983170 shs Sole None 4983170 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 13274 1010184 shs Sole None 1010184 0 METLIFE INC COMMON STOCK 59156R108 5606 200140 shs Sole None 200140 0 METLIFE INC (MATURES IN 3RDS) CONVERTIBLE PREFERRED SECURITY 59156R116 85655 1514405 shs Sole None 1491135 23270 MF GLOBAL HOLDINGS LTD CONVERTIBLE SECURITY 55277JAA6 11200 14000000 prn Sole None 14000 0 MGM MIRAGE CONVERTIBLE SECURITY 55303QAE0 3966 4500000 prn Sole None 4500 0 MICROSOFT CORP COMMON STOCK 594918104 233826 9394380 shs Sole None 9302245 92135 MITCHAM INDUSTRIES INC COMMON STOCK 606501104 344 30700 shs Sole None 30700 0 MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAA8 5154 5390000 prn Sole None 5381 9 MOLSON COORS BREWING CO CONVERTIBLE SECURITY 60871RAA8 30234 28624000 prn Sole None 28399 225
MONSANTO CO -NEW COMMON STOCK 61166W101 3122 52000 shs Sole None 52000 0 MOSAIC CO COMMON STOCK 61945C103 29382 600000 shs Sole None 600000 0 MOTOROLA MOBILITY HOLDINGS 1 COMMON STOCK 620097105 213 5625 shs Sole None 5625 0 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 17029 406428 shs Sole None 406428 0 MSC INDUSTRIAL DIRECT CO INC-A COMMON STOCK 553530106 19761 350000 shs Sole None 350000 0 MYERS INDUSTRIES INC COMMON STOCK 628464109 538 53000 shs Sole None 53000 0 MYLAN LABORATORIES INC CONVERTIBLE SECURITY 628530AG2 119915 119616000 prn Sole None 118619 997 NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 16576 725119 shs Sole None 721957 3162 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 70212 1370795 shs Sole None 1172078 198717 NAVISTAR INTL CONVERTIBLE SECURITY 63934EAL2 39585 39684000 prn Sole None 39383 301 NETAPP INC CONVERTIBLE SECURITY 64110DAB0 12175 10000000 prn Sole None 10000 0 NETGEAR INC COMMON STOCK 64111Q104 24467 945044 shs Sole None 942194 2850 NETSUITE INC COMMON STOCK 64118Q107 419 15500 shs Sole None 15500 0 NEW ORIENTAL EDUCATION - ADR COMMON STOCK 647581107 43848 1908904 shs Sole None 1677378 231526 NEWMONT MINING CORP COMMON STOCK 651639106 13869 220500 shs Sole None 220500 0 NEWMONT MINING CORP CONVERTIBLE SECURITY 651639AH9 148099 101351000 prn Sole None 99368 1983 NEWMONT MINING CORP CONVERTIBLE SECURITY 651639AJ5 109278 72852000 prn Sole None 72073 779 NEWMONT MINING CORP CONVERTIBLE SECURITY 651639AK2 145598 105030000 prn Sole None 102380 2650 NEWPARK RESOURCES CONVERTIBLE SECURITY 651718AC2 6475 7000000 prn Sole None 7000 0 NEWPORT CORP COMMON STOCK 651824104 357 33000 shs Sole None 33000 0 NIC INC COMMON STOCK 62914B100 447 39000 shs Sole None 39000 0 NICE SYSTEMS LTD -SPONS ADR COMMON STOCK 653656108 4301 141710 shs Sole None 141710 0 NIKE INC-B COMMON STOCK 654106103 13874 162250 shs Sole None 162250 0 NOBLE CORP COMMON STOCK H5833N103 705 24020 shs Sole None 24020 0 NOBLE ENERGY INC COMMON STOCK 655044105 2961 41819 shs Sole None 40844 975 NOKIA CP - ADR COMMON STOCK 654902204 12452 2200000 shs Sole None 2200000 0 NORDSON CORP COMMON STOCK 655663102 318 8000 shs Sole None 8000 0 NORFOLK SOTHN CORP COMMON STOCK 655844108 1831 30000 shs Sole None 30000 0 NOVO-NORDISK AS -ADR COMMON STOCK 670100205 95275 957348 shs Sole None 816305 141043 NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAB6 63970 50669000 prn Sole None 50669 0 NUCOR CORP COMMON STOCK 670346105 2848 90000 shs Sole None 90000 0 NVIDIA CORP COMMON STOCK 67066G104 50195 4015585 shs Sole None 3703621 311964 O2MICRO INTL LTD - ADR COMMON STOCK 67107W100 246 59000 shs Sole None 59000 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 181148 2533539 shs Sole None 2522949 10590 OIL STATES INTL INC COMMON STOCK 678026105 3879 76170 shs Sole None 74370 1800 OMEGA PROTEIN COMMON STOCK 68210P107 336 37000 shs Sole None 37000 0 OMNICOM GRP CONVERTIBLE SECURITY 681919AV8 18316 18595000 prn Sole None 18595 0 OMNICOM GRP (EXCHANGED) CONVERTIBLE SECURITY 682134AA9 125639 121537000 prn Sole None 118217 3320 ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AG0 91361 85384000 prn Sole None 84755 629 ONYX PHARMACEUTICALS INC CONVERTIBLE SECURITY 683399AB5 11313 10000000 prn Sole None 10000 0 OPEN TEXT CORP COMMON STOCK 683715106 41980 805447 shs Sole None 677633 127814 OPENTABLE INC COMMON STOCK 68372A104 460 10000 shs Sole None 10000 0 OPNET TECHNOLOGIES INC COMMON STOCK 683757108 478 13700 shs Sole None 13700 0 ORACLE CORP COMMON STOCK 68389X105 531208 18483217 shs Sole None 17410098 1073119 ORACLE CORP COMMON STOCK 68389X905 9706 21100 shs CALL Sole None 21100 0 ORBITAL SCIENCES CORP COMMON STOCK 685564106 9550 746100 shs Sole None 746100 0 PAN AMERICAN SILVER CORP COMMON STOCK 697900108 46067 1720832 shs Sole None 1498170 222662 PARKER HANNIFIN CORP COMMON STOCK 701094104 126082 1997179 shs Sole None 1888836 108343 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 107562 6203120 shs Sole None 5606108 597012 PEGASYSTEMS INC COMMON STOCK 705573103 459 15000 shs Sole None 15000 0 PEPSICO INC COMMON STOCK 713448108 11377 183800 shs Sole None 183800 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK 716578959 290 500 shs PUT Sole None 500 0 PFIZER INC COMMON STOCK 717081103 86400 4886900 shs Sole None 4886900 0 PHH CORP CONVERTIBLE SECURITY 693320AN3 5775 6000000 prn Sole None 6000 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 11821 189500 shs Sole None 189500 0 PIONEER NATURAL(ADDL WARRANTS) CONVERTIBLE SECURITY 723787AH0 47895 39871000 prn Sole None 39338 533 POLYCOM INC COMMON STOCK 73172K104 62209 3386459 shs Sole None 2974339 412120
POLYPORE INTERNATIONAL INC COMMON STOCK 73179V103 47494 840300 shs Sole None 840300 0 PPG INDUSTRIES INC COMMON STOCK 693506107 3180 45000 shs Sole None 45000 0 PRICELINE.COM INC COMMON STOCK 741503403 359512 799876 shs Sole None 736518 63358 PRICELINE.COM INC COMMON STOCK 741503903 13141 1525 shs CALL Sole None 955 0 PRICESMART INC COMMON STOCK 741511109 872 14000 shs Sole None 14000 0 PROCTER & GAMBLE CO COMMON STOCK 742718109 29556 467800 shs Sole None 467800 0 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 8894 189800 shs Sole None 189800 0 QUALCOMM INC COMMON STOCK 747525103 613469 12615041 shs Sole None 11949289 665752 QUALCOMM INC COMMON STOCK 747525903 1887 3400 shs CALL Sole None 3400 0 QUALITY SYS COMMON STOCK 747582104 53968 556368 shs Sole None 467468 88900 RACKSPACE HOSTING INC COMMON STOCK 750086100 75963 2225057 shs Sole None 2221132 3925 RADWARE LTD COMMON STOCK M81873107 2522 116800 shs Sole None 116800 0 RAVEN INDUSTRIES INC COMMON STOCK 754212108 453 9400 shs Sole None 9400 0 RAYTHEON CO COMMON STOCK 755111507 409 10000 shs Sole None 10000 0 REACHLOCAL INC COMMON STOCK 75525F104 307 28200 shs Sole None 28200 0 RED HAT INC COMMON STOCK 756577102 74609 1765485 shs Sole None 1763585 1900 REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 26190 450000 shs Sole None 450000 0 RESOLUTE ENERGY CORP COMMON STOCK 76116A108 378 33300 shs Sole None 33300 0 RIO TINTO PLC -ADR COMMON STOCK 767204100 34382 780000 shs Sole None 780000 0 RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 45520 2280538 shs Sole None 2277238 3300 ROPER INDUSTRIES INC COMMON STOCK 776696106 37211 540000 shs Sole None 540000 0 ROSETTA RESOURCES INC COMMON STOCK 777779307 17110 500000 shs Sole None 500000 0 ROVI CORP CONVERTIBLE SECURITY 779376AB8 77426 66675000 prn Sole None 66358 317 RUSSELL MIDCAP GROWTH INDEX FD COMMON STOCK 464287481 385 7747 shs Sole None 7500 247 SALESFORCE.COM INC COMMON STOCK 79466L302 114867 1005133 shs Sole None 948719 56414 SALIX PHARMACEUTICALS LTD CONVERTIBLE SECURITY 795435AC0 3000 3000000 prn Sole None 3000 0 SANDISK CORP CONVERTIBLE SECURITY 80004CAC5 2820 2900000 prn Sole None 2896 4 SANDISK CORP CONVERTIBLE SECURITY 80004CAD3 269231 256716000 prn Sole None 251969 4747 SAP AG -SPONSORED ADR COMMON STOCK 803054204 28707 567100 shs Sole None 567100 0 SBA COMM CORP CONVERTIBLE SECURITY 78388JAN6 9904 9500000 prn Sole None 9500 0 SCHLUMBERGER LTD COMMON STOCK 806857108 176084 2948007 shs Sole None 2811619 136388 SCICLONE PHARMA COMMON STOCK 80862K104 381 100000 shs Sole None 100000 0 SEATTLE GENETIC / WA COMMON STOCK 812578102 30496 1600000 shs Sole None 1600000 0 SHUTTERFLY INC COMMON STOCK 82568P304 630 15300 shs Sole None 15300 0 SIEMENS A.G. -ADR COMMON STOCK 826197501 1532 17060 shs Sole None 10060 7000 SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 453 38000 shs Sole None 38000 0 SIRONA DENTAL SYSTEMS INC COMMON STOCK 82966C103 276 6500 shs Sole None 6500 0 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 36777 2050000 shs Sole None 2050000 0 SMITHFIELD FOODS INC CONVERTIBLE SECURITY 832248AR9 35452 31975000 prn Sole None 31975 0 SOHU.COM INC COMMON STOCK 83408W103 2410 50000 shs Sole None 50000 0 SOLARWINDS INC COMMON STOCK 83416B109 48946 2222806 shs Sole None 1855612 367194 SOLERA HOLDINGS INC COMMON STOCK 83421A104 38884 769990 shs Sole None 768440 1550 SOUTHN COMPANY COMMON STOCK 842587107 4237 100000 shs Sole None 100000 0 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 3176 95285 shs Sole None 92935 2350 SPDR GOLD TRUST COMMON STOCK 78463V107 44262 280000 shs Sole None 280000 0 SPDR GOLD TRUST COMMON STOCK 78463V907 1309 2536 shs CALL Sole None 1226 0 SPDR GOLD TRUST COMMON STOCK 78463V957 816 2800 shs PUT Sole None 1350 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 2353 65017 shs Sole None 65017 0 ST MARY LAND & EXPLORATION CONVERTIBLE SECURITY 792228AD0 47585 39004000 prn Sole None 38591 413 STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502309 14684 142232 shs Sole None 142232 0 STANLEY BLACK&DECKER(FLOATER) CONVERTIBLE SECURITY 854616AM1 89431 87148000 prn Sole None 86115 1033 STARBUCKS CORP COMMON STOCK 855244109 93722 2513334 shs Sole None 2282070 231264 STEEL DYNAMICS CONVERTIBLE SECURITY 858119AP5 12405 12000000 prn Sole None 11950 50 STEVEN MADDEN LTD COMMON STOCK 556269108 36587 1215500 shs Sole None 1215500 0 STILLWATER MINING COMMON STOCK 86074Q102 10200 1200000 shs Sole None 1200000 0 STRYKER CORP COMMON STOCK 863667101 6292 133500 shs Sole None 133500 0 SUNCOR ENERGY COMMON STOCK 867224107 4565 179424 shs Sole None 172829 6595
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 569 45400 shs Sole None 45400 0 SUPERIOR ENERGY CONVERTIBLE SECURITY 78412FAH7 26239 26239000 prn Sole None 26156 83 SYMANTEC CORP COMMON STOCK 871503108 6272 384780 shs Sole None 377780 7000 SYMANTEC CORP COMMON STOCK 871503908 4615 16690 shs CALL Sole None 16690 0 SYMANTEC CORP CONVERTIBLE SECURITY 871503AF5 251102 219543000 prn Sole None 215518 4025 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 344 13800 shs Sole None 13800 0 T ROWE PRICE COMMON STOCK 74144T108 79254 1659070 shs Sole None 1457610 201460 TARGET CORP COMMON STOCK 87612E106 4561 93000 shs Sole None 93000 0 TECH DATA CORP CONVERTIBLE SECURITY 878237AE6 17061 16955000 prn Sole None 16955 0 TEMPUR-PEDIC INTL INC COMMON STOCK 88023U101 31566 600000 shs Sole None 600000 0 TERADATA CORP COMMON STOCK 88076W103 143306 2677107 shs Sole None 2544217 132890 TEREX CORP CONVERTIBLE SECURITY 880779AV5 7378 7500000 prn Sole None 7500 0 TEVA PHARMACEUTICAL IND LTD CONVERTIBLE SECURITY 88163VAE9 22271 21649000 prn Sole None 21453 196 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 3198 120000 shs Sole None 120000 0 TEXTRON INC CONVERTIBLE SECURITY 883203BN0 22631 15000000 prn Sole None 15000 0 THE FRESH MARKET COMMON STOCK 35804H106 527 13800 shs Sole None 13800 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 7849 155000 shs Sole None 155000 0 TIBCO SOFTWARE COMMON STOCK 88632Q103 33988 1518000 shs Sole None 1518000 0 TIM PARTICIPACOES SA - ADR COMMON STOCK 88706P205 51048 2166702.992 shs Sole None 1914754 251949 TIME WARNER CABLE COMMON STOCK 88732J207 2507 40000 shs Sole None 40000 0 TIME WARNER TELECOM CONVERTIBLE SECURITY 887319AC5 47124 42840000 prn Sole None 42473 367 TITAN INTL INC COMMON STOCK 88830M102 19800 1320000 shs Sole None 1320000 0 TJX COMPANIES INC COMMON STOCK 872540109 8201 147850 shs Sole None 147850 0 TRANSCEND SERVICES INC COMMON STOCK 893929208 491 21800 shs Sole None 21800 0 TRANSOCEAN INC - C CONVERTIBLE SECURITY 893830AW9 1675 1720000 prn Sole None 1720 0 TRAVELERS COMPANIES INC COMMON STOCK 89417E109 8430 173000 shs Sole None 173000 0 TRINITY INDUSTRIES INC CONVERTIBLE SECURITY 896522AF6 74769 82732000 prn Sole None 82208 524 TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAC3 5300 5300000 prn Sole None 5300 0 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 22084 410949 shs Sole None 296324 114625 TYSON FOODS A CONVERTIBLE SECURITY 902494AP8 64258 53051000 prn Sole None 52576 475 UNION PACIFIC CORP COMMON STOCK 907818108 2042 25000 shs Sole None 25000 0 UNITED PARCEL SERVICE COMMON STOCK 911312106 5210 82500 shs Sole None 82500 0 UNITED STATES STEEL CORP CONVERTIBLE SECURITY 912909AE8 15713 15000000 prn Sole None 15000 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 223005 3169487 shs Sole None 3078738 90749 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 11530 250000 shs Sole None 250000 0 US BANCORP COMMON STOCK 902973304 14771 627500 shs Sole None 627500 0 VALE SA CONVERTIBLE PREFERRED SECURITY 91912F201 3548 54835 shs Sole None 52800 2035 VALE SA CONVERTIBLE PREFERRED SECURITY 91912F300 32205 477110 shs Sole None 477110 0 VALERO ENERGY COMMON STOCK 91913Y100 30226 1700000 shs Sole None 1700000 0 VALMONT INDUSTRIES COMMON STOCK 920253101 23382 300000 shs Sole None 300000 0 VERIFONE HOLDINGS CONVERTIBLE SECURITY 92342YAB5 58566 56517000 prn Sole None 54672 1845 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 62093 1773062 shs Sole None 1590564 182498 VERISIGN INC CONVERTIBLE SECURITY 92343EAD4 2817 2745000 prn Sole None 2735 10 VERIZON COMM COMMON STOCK 92343V104 36690 997000 shs Sole None 997000 0 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 101766 2284825 shs Sole None 2134377 150448 VERTEX PHARMACEUTICALS INC CONVERTIBLE SECURITY 92532FAN0 36330 31523000 prn Sole None 31523 0 VIACOM INC - CL B COMMON STOCK 92553P201 3142 81110 shs Sole None 81110 0 VIRGIN MEDIA INC CONVERTIBLE SECURITY 92769LAB7 10234 6800000 prn Sole None 6800 0 VITAMIN SHOPPE INC COMMON STOCK 92849E101 13041 348327 shs Sole None 348327 0 VMWARE INC COMMON STOCK 928563402 95779 1191577 shs Sole None 1115957 75620 VOLCANO CORP CONVERTIBLE SECURITY 928645AA8 21992 18175000 prn Sole None 18175 0 WABTEC COMMON STOCK 929740108 17976 340000 shs Sole None 340000 0 WADDELL & REED-A COMMON STOCK 930059100 16540 661332 shs Sole None 457599 203733 WALGREEN CO COMMON STOCK 931422109 3618 110000 shs Sole None 110000 0 WAL-MART STORES INC COMMON STOCK 931142103 95089 1832154 shs Sole None 1789204 42950 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 38356 561986 shs Sole None 446965 115021 WEIGHT WATCHERS INTL INC COMMON STOCK 948626106 5904 101359 shs Sole None 98659 2700
WELLS FARGO & COMPANY COMMON STOCK 949746101 20428 846926 shs Sole None 846926 0 WELLS FARGO & COMPANY(WACHOVIA CONVERTIBLE PREFERRED SECURITY 949746804 77015 74550 shs Sole None 74340 210 WYNN RESORTS LTD COMMON STOCK 983134107 16931 147128 shs Sole None 98163 48965 XILINX INC CONVERTIBLE SECURITY 983919AD3 39444 39248000 prn Sole None 38549 699 XILINX INC CONVERTIBLE SECURITY 983919AF8 191357 167490000 prn Sole None 164290 3200 YAHOO! INC COMMON STOCK 984332106 74499 5661025 shs Sole None 5474025 187000 YUM! BRANDS INC COMMON STOCK 988498101 8693 176000 shs Sole None 176000 0 ZOLL MEDICAL CO COMMON STOCK 989922109 328 8700 shs Sole None 8700 0 20442014