0000950123-14-012039.txt : 20141114
0000950123-14-012039.hdr.sgml : 20141114
20141114111352
ACCESSION NUMBER: 0000950123-14-012039
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141221544
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
primary_doc.xml
13F-HR
LIVE
false
true
false
0001316507
XXXXXXXX
09-30-2014
09-30-2014
Calamos Advisors LLC
2020 Calamos Court
Naperville
IL
60563
13F HOLDINGS REPORT
028-11166
N
Jessica Mazza
VP, CHIEF COMPLIANCE OFFICER
630-245-6746
Jessica Mazza
NAPERVILLE
IL
11-14-2014
1
684
14984110
false
1
28-14511
AMERICAN BEACON ADVISORS, INC
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
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AES CORP
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APPLE INC
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APPLE INC
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BB&T CORPORATION
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BONANZA CREEK ENERGY INC
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BROADCOM CORP
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CAMERON INTL CORP
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CAREFUSION CORP
COMMON STOCK
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CARMAX INC
COMMON STOCK
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CARNIVAL CORP
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CARRIZO OIL&GAS
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CATERPILLAR INC
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CBOE HOLDINGS INC
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CBS CORP
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CEMEX
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CEPHEID INC
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CERNER CORP
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CHUBB CORP
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1822
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CIENA CORP
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CIENA CORP
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120
CIGNA CORP
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CIMAREX ENERGY CO
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171798101
357
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CISCO SYSTEMS INC
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CITIGROUP INC
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CITY NATIONAL CP
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CLIFFS NATURAL RESOURCES INC
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140
13500
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CMS ENERGY CORP
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COACH INC
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COCA-COLA CO
COMMON STOCK
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COGNIZANT TECH SOLUTIONS CORP
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COLGATE-PALMOLIVE CO
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COLONY FINANCIAL INC
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COLUMBIA BANKING SYSTEM INC
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COMCAST CORP
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20030N101
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COMMUNTY HEALTH SYSTEMS INC
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COMMVAULT SYSTEMS INC
COMMON STOCK
204166102
425
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COMPANHIA DE BEBIDAS
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CONAGRA FOODS INC
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CONCUR TECH INC
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209115104
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CONTINENTAL RESOURCES INC
COMMON STOCK
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CONTINENTAL RESOURCES INC
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CONTROL4 CORPORATION
COMMON STOCK
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CORE LABS N.V.
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CORIUM INTERNATIONAL
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CORNERSTONE ONDEMAND INC
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COSTCO WHOLESALE CORP
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COVANCE INC
COMMON STOCK
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COVIDIEN PLC
COMMON STOCK
G2554F113
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CREDICORP LTD
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G2519Y108
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CREDIT SUISSE GROUP
COMMON STOCK
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CROWN CASTLE INTL CORP
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CSX CORPORATION
COMMON STOCK
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CUBIST PHARM
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CUBIST PHARM
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CUMMINS INC
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CVS Health Corp
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D R HORTON INC
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DECKERS OUTDOOR
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DEERE & CO
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DELPHI AUTOMOTIVE PLC
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DELTA AIR LINES INC
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DEPOMED INC
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DEVON ENERGY CORPORATION
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DIAMOND OFFSHORE DRILLING INC
COMMON STOCK
25271C102
2056
60000
SH
SOLE
60000
0
0
DICK'S SPORTING GOODS INC
COMMON STOCK
253393102
8766
199768
SH
SOLE
199768
0
0
DIGIRAD CORP
COMMON STOCK
253827109
142
36095
SH
SOLE
36095
0
0
DIGITALGLOBE INC
COMMON STOCK
25389M877
573
20100
SH
SOLE
20100
0
0
DIODES INC
COMMON STOCK
254543101
651
27235
SH
SOLE
27235
0
0
DIRECTV
COMMON STOCK
25490A309
8392
97000
SH
SOLE
97000
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
12331
191500
SH
SOLE
191500
0
0
DISCOVERY COMMUNICATIONS
COMMON STOCK
25470F302
1182
31695
SH
SOLE
31695
0
0
DISCOVERY COMMUNICATIONS INC
COMMON STOCK
25470F104
1198
31695
SH
SOLE
31695
0
0
DISNEY WALT CO
COMMON STOCK
254687106
127180
1428502
SH
SOLE
1427381
0
1121
DOLLAR GENERAL
COMMON STOCK
256677105
1589
26000
SH
SOLE
26000
0
0
DOMINION RESOURCES INC
COMMON STOCK
25746U109
3351
48500
SH
SOLE
48500
0
0
DOMINION RESOURCES INC
CONVERTIBLE PREFERRED SECURITY
25746U869
57723
1156781
SH
SOLE
1150711
0
6070
DOW CHEMICAL CO
COMMON STOCK
260543103
32167
613400
SH
SOLE
613400
0
0
DRIL-QUIP
COMMON STOCK
262037104
401
4490
SH
SOLE
4490
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
10072
134700
SH
SOLE
134700
0
0
DUPONT DE NEMOUR & CO
COMMON STOCK
263534109
7578
105600
SH
SOLE
105600
0
0
EASTMAN CHEM CO
COMMON STOCK
277432100
24500
302886
SH
SOLE
302777
0
109
EATON CORP PLC
COMMON STOCK
G29183103
199839
3153533
SH
SOLE
3149106
0
4427
EBAY INC
COMMON STOCK
278642103
110443
1950264
SH
SOLE
1949912
0
352
EDISON INTL
COMMON STOCK
281020107
2796
50000
SH
SOLE
50000
0
0
EDWARDS LIFESCI
COMMON STOCK
28176E108
1277
12500
SH
SOLE
12500
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
76067
61752000
PRN
SOLE
61086
0
666
ELI LILLY & CO
COMMON STOCK
532457108
27967
431250
SH
SOLE
431250
0
0
EMC CORP-MASS
COMMON STOCK
268648102
6464
220900
SH
SOLE
220900
0
0
EMERSON ELECTRIC CO
COMMON STOCK
291011104
4043
64600
SH
SOLE
64600
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE SECURITY
292554AD4
7452
5000000
PRN
SOLE
5000
0
0
ENDOLOGIX INC
COMMON STOCK
29266S106
598
56440
SH
SOLE
56440
0
0
ENTERGY CORP
COMMON STOCK
29364G103
1856
24000
SH
SOLE
24000
0
0
ENTERPRISE PRODUCTS PARTNERS
COMMON STOCK
293792107
1363
33830
SH
SOLE
33830
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK
29413U103
804
23175
SH
SOLE
23175
0
0
EOG RESOURCES INC
COMMON STOCK
26875P101
88731
896094
SH
SOLE
894735
0
1359
EQT CORP
COMMON STOCK
26884L109
2563
28000
SH
SOLE
28000
0
0
EQUINIX INC
COMMON STOCK
29444U502
871
4100
SH
SOLE
4100
0
0
EVERCORE PARTNERS INC
COMMON STOCK
29977A105
583
12400
SH
SOLE
12400
0
0
EXAMWORKS GROUP
COMMON STOCK
30066A105
712
21750
SH
SOLE
21750
0
0
EXELON CORP
COMMON STOCK
30161N101
2744
80500
SH
SOLE
80500
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
70014
1378230
SH
SOLE
1369375
0
8855
EXPEDITORS INTL WASHINGTON INC
COMMON STOCK
302130109
1278
31500
SH
SOLE
31500
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
9175
129900
SH
SOLE
129900
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
52700
560340
SH
SOLE
560340
0
0
F5 NETWORKSINC
COMMON STOCK
315616102
2672
22500
SH
SOLE
22500
0
0
FACEBOOK INC
COMMON STOCK
30303M902
24209
18445
SH
Call
SOLE
18445
0
0
FACEBOOK INC
COMMON STOCK
30303M102
202948
2567666
SH
SOLE
2566709
0
957
FEDEX CORP
COMMON STOCK
31428X106
6087
37700
SH
SOLE
37700
0
0
FIDELITY NATIONAL FINL INC
CONVERTIBLE SECURITY
31620RAE5
2249
1407000
PRN
SOLE
1407
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
2202
110000
SH
SOLE
110000
0
0
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
28656
580325
SH
SOLE
580325
0
0
FIRSTENERGY CORP
COMMON STOCK
337932107
1679
50000
SH
SOLE
50000
0
0
FISERV INC
COMMON STOCK
337738108
4175
64600
SH
SOLE
64600
0
0
FLEETMATICS GROUP PLC
COMMON STOCK
G35569105
637
20880
SH
SOLE
20880
0
0
FLUIDIGM CORP
CONVERTIBLE SECURITY
34385PAA6
12242
13664000
PRN
SOLE
13369
0
295
FLUOR CORP
COMMON STOCK
343412102
2204
33000
SH
SOLE
33000
0
0
FORD MOTOR CO
COMMON STOCK
345370860
17068
1154000
SH
SOLE
1154000
0
0
FOREST CITY ENTERPRISES INC
CONVERTIBLE SECURITY
345550AP2
11025
10000000
PRN
SOLE
10000
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
6222
6000000
PRN
SOLE
6000
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
54812
1333311
SH
SOLE
1332896
0
415
FOSSIL GROUP INC
COMMON STOCK
34988V106
1347
14346
SH
SOLE
14346
0
0
FOUNDATION MEDICINE INC
COMMON STOCK
350465100
427
22545
SH
SOLE
22545
0
0
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
36891
675530
SH
SOLE
675530
0
0
Freeport-McMoRan Inc
COMMON STOCK
35671D857
9193
281563
SH
SOLE
281563
0
0
FXCM INC
COMMON STOCK
302693106
721
45475
SH
SOLE
45475
0
0
FXCM INC
CONVERTIBLE SECURITY
302693AB2
14873
14200000
PRN
SOLE
14200
0
0
GAP INC
COMMON STOCK
364760108
3834
91965
SH
SOLE
91965
0
0
GARTNER INC
COMMON STOCK
366651107
575
7825
SH
SOLE
7825
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
8896
70000
SH
SOLE
70000
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
97906
3821460
SH
SOLE
3821460
0
0
GENERAL MILLS INC
COMMON STOCK
370334104
3259
64600
SH
SOLE
64600
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
1244
86079
SH
SOLE
86079
0
0
GENERAL MOTORS CO
WARRANTS
37045V118
1926
86079
SH
SOLE
86079
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
6464
202386
SH
SOLE
202386
0
0
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
48621
394072
SH
SOLE
391027
0
3045
GENWORTH FINANCIAL INC
COMMON STOCK
37247D106
1048
80000
SH
SOLE
80000
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
129053
27548000
PRN
SOLE
27293
0
255
GILEAD SCIENCES
COMMON STOCK
375558904
31751
8395
SH
Call
SOLE
8395
0
0
GILEAD SCIENCES INC
COMMON STOCK
375558103
99286
932704
SH
SOLE
932428
0
276
GLOBUS MEDICAL
COMMON STOCK
379577208
588
29900
SH
SOLE
29900
0
0
GOLDMAN SACHS
COMMON STOCK
38141G104
52828
287780
SH
SOLE
287780
0
0
GOOGLE INC
COMMON STOCK
38259P909
24611
1062
SH
Call
SOLE
1062
0
0
GOOGLE INC
COMMON STOCK
38259P508
245068
416492
SH
SOLE
415973
0
519
GOOGLE INC
COMMON STOCK
38259P706
166335
288096
SH
SOLE
288022
0
74
GREENBRIER COMPANIES INC
CONVERTIBLE SECURITY
393657AH4
13108
6447000
PRN
SOLE
6447
0
0
GREENHILL & CO LLC
COMMON STOCK
395259104
4863
104600
SH
SOLE
104600
0
0
GRUPO TELEVISA
COMMON STOCK
40049J206
7715
227728
SH
SOLE
227728
0
0
GUIDEWIRE SOFTWARE
COMMON STOCK
40171V100
567
12795
SH
SOLE
12795
0
0
H&E EQUIPMENT SERVICES INC
COMMON STOCK
404030108
742
18425
SH
SOLE
18425
0
0
HALLIBURTON CO
COMMON STOCK
406216101
8122
125900
SH
SOLE
125900
0
0
HARLEY-DAVIDSON INC
COMMON STOCK
412822108
46294
795425
SH
SOLE
795058
0
367
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
2384
64000
SH
SOLE
64000
0
0
HEALTH CR REIT
CONVERTIBLE SECURITY
42217KAR7
6851
5569000
PRN
SOLE
5454
0
115
HEALTHWAYS, INC
CONVERTIBLE SECURITY
422245AB6
7296
7000000
PRN
SOLE
7000
0
0
HEICO CORP
COMMON STOCK
422806109
507
10860
SH
SOLE
10860
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
39956
33856000
PRN
SOLE
33819
0
37
HELMERICH & PAYNE INC
COMMON STOCK
423452101
979
10000
SH
SOLE
10000
0
0
HERSHA HOSPTLY
COMMON STOCK
427825104
1306
205030
SH
SOLE
205030
0
0
HERSHEY FOODS CORP
COMMON STOCK
427866108
1336
14000
SH
SOLE
14000
0
0
HESS CORP
COMMON STOCK
42809H107
1698
18000
SH
SOLE
18000
0
0
HEWLETT-PACKARD CO.
COMMON STOCK
428236103
3405
96000
SH
SOLE
96000
0
0
HOLLYSYS AUTOMATION TECH
COMMON STOCK
G45667105
4901
217940
SH
SOLE
217940
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
20244
19083000
PRN
SOLE
18935
0
148
HOLOGIC INC
CONVERTIBLE SECURITY
436440AB7
33122
27693000
PRN
SOLE
27518
0
175
HOME DEPOT
COMMON STOCK
437076102
157778
1719835
SH
SOLE
1718675
0
1160
HOME INNS & HOTELS MANAG
COMMON STOCK
43713W107
581
20050
SH
SOLE
20050
0
0
HOMEAWAY INC
COMMON STOCK
43739Q100
646
18200
SH
SOLE
18200
0
0
HONEYWELL INTL
COMMON STOCK
438516106
13102
140700
SH
SOLE
140700
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
38272
39054000
PRN
SOLE
38841
0
213
HORSEHEAD HOLDING CORP
COMMON STOCK
440694305
360
21800
SH
SOLE
21800
0
0
HORSEHEAD HOLDING CORP
CONVERTIBLE SECURITY
440694AB3
3772
2950000
PRN
SOLE
2950
0
0
HURON CONSULTING GROUP INC
COMMON STOCK
447462102
631
10345
SH
SOLE
10345
0
0
ICON PLC
COMMON STOCK
G4705A100
411
7175
SH
SOLE
7175
0
0
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AE7
14271
11284000
PRN
SOLE
11079
0
205
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AF4
49077
38450000
PRN
SOLE
38450
0
0
IHS INC
COMMON STOCK
451734107
597
4770
SH
SOLE
4770
0
0
ILL TOOL WORKS INC
COMMON STOCK
452308109
3639
43100
SH
SOLE
43100
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
8360
4228000
PRN
SOLE
4203
0
25
ILLUMINA INC
COMMON STOCK
452327109
52233
318648
SH
SOLE
318490
0
158
IMAX CORP
COMMON STOCK
45245E109
555
20200
SH
SOLE
20200
0
0
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
10649
9500000
PRN
SOLE
9500
0
0
INPHI CORP
COMMON STOCK
45772F107
349
24300
SH
SOLE
24300
0
0
INSULET CORP
COMMON STOCK
45784P101
30526
828375
SH
SOLE
828118
0
257
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
40876
38256000
PRN
SOLE
38041
0
215
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
33627
31363000
PRN
SOLE
31084
0
279
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
965
575000
PRN
SOLE
523
0
52
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
4869
3819000
PRN
SOLE
3609
0
210
INTEL CORP
COMMON STOCK
458140100
21713
623575
SH
SOLE
623575
0
0
INTELSAT
CONVERTIBLE PREFERRED SECURITY
L5140P119
23377
492350
SH
SOLE
492350
0
0
INTERCEPT PHARMACEUTICALS
COMMON STOCK
45845P108
1390
5871
SH
SOLE
5871
0
0
INTERDGTL COMMS
CONVERTIBLE SECURITY
458660AB3
13446
13000000
PRN
SOLE
13000
0
0
INTERPUBLIC GROUP OF COS
COMMON STOCK
460690100
641
35000
SH
SOLE
35000
0
0
INTERXION HOLDING NV
COMMON STOCK
N47279109
1220
44065
SH
SOLE
44065
0
0
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
18072
95200
SH
SOLE
95200
0
0
INTUIT
COMMON STOCK
461202103
715
8160
SH
SOLE
8160
0
0
INVENSENSE
COMMON STOCK
46123D205
21886
1109300
SH
SOLE
1108837
0
463
INVESCO LTD
COMMON STOCK
G491BT108
2961
75000
SH
SOLE
75000
0
0
INVESTORS BANCORP INC
COMMON STOCK
46146L101
2938
289995
SH
SOLE
289995
0
0
ISIS PHARMACEUT
COMMON STOCK
464330109
577
14850
SH
SOLE
14850
0
0
ITAU UNIBANCO HOLDING
COMMON STOCK
465562106
8493
611920
SH
SOLE
611920
0
0
ITT INDUSTRIES INC
COMMON STOCK
450911201
291
6475
SH
SOLE
6475
0
0
J2 GLOBAL INC
CONVERTIBLE SECURITY
48123VAC6
3810
3803000
PRN
SOLE
3638
0
165
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
30165
617879
SH
SOLE
617741
0
138
JARDEN CORP
CONVERTIBLE SECURITY
471109AH1
17477
12707000
PRN
SOLE
12707
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
31057
193431
SH
SOLE
193344
0
87
JDS UNIPHASE CORP
CONVERTIBLE SECURITY
46612JAF8
15120
15000000
PRN
SOLE
15000
0
0
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
3103
2918000
PRN
SOLE
2918
0
0
JNJ (ALZA CP)
CONVERTIBLE SECURITY
02261WAB5
6491
4423000
PRN
SOLE
4423
0
0
JOHNSON & JOHNSON
COMMON STOCK
478160104
180238
1690951
SH
SOLE
1687851
0
3100
JOHNSON CONTROLS INC
COMMON STOCK
478366107
2860
65000
SH
SOLE
65000
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
230953
3833882
SH
SOLE
3827453
0
6429
JUMEI INTERNATIONAL HLDING LTD
COMMON STOCK
48138L107
685
29192
SH
SOLE
29192
0
0
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
2437
110000
SH
SOLE
110000
0
0
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
2666
22000
SH
SOLE
22000
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK
48562P103
315
11260
SH
SOLE
11260
0
0
KB HOME
CONVERTIBLE SECURITY
48666KAS8
13274
13694000
PRN
SOLE
13468
0
226
KELLOGG CO
COMMON STOCK
487836108
2156
35000
SH
SOLE
35000
0
0
KEYCORP NEW
CONVERTIBLE PREFERRED SECURITY
493267405
5295
40340
SH
SOLE
38405
0
1935
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
3475
32300
SH
SOLE
32300
0
0
KINDER MORGAN INC
COMMON STOCK
49456B101
1411
36800
SH
SOLE
36800
0
0
KIRKLAND'S INC
COMMON STOCK
497498105
289
17960
SH
SOLE
17960
0
0
KKR & CO LP
COMMON STOCK
48248M102
1812
81239
SH
SOLE
81239
0
0
KLA-TENCOR CORP
COMMON STOCK
482480100
2324
29500
SH
SOLE
29500
0
0
KOHLS CORP
COMMON STOCK
500255104
1221
20000
SH
SOLE
20000
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
3544
62833
SH
SOLE
62833
0
0
KROGER CO
COMMON STOCK
501044101
3843
73900
SH
SOLE
73900
0
0
LA QUINTA HOLDINGS INC
COMMON STOCK
50420D108
2944
155046
SH
SOLE
155046
0
0
LABORATORY CORP LYONS
CONVERTIBLE SECURITY
50540RAG7
1781
1305000
PRN
SOLE
1305
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
916
9000
SH
SOLE
9000
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
54583
42881000
PRN
SOLE
42488
0
393
LAMAR ADVER CO
COMMON STOCK
512815101
13785
279900
SH
SOLE
279900
0
0
LAS VEGAS SANDS CORP
COMMON STOCK
517834107
49154
790137
SH
SOLE
789866
0
271
LEAR CORP
COMMON STOCK
521865204
922
10667
SH
SOLE
10546
0
121
LENNAR CORP
COMMON STOCK
526057904
2319
6820
SH
Call
SOLE
6820
0
0
LENNAR CORP
COMMON STOCK
526057104
4705
121180
SH
SOLE
118295
0
2885
LIBERTY (TWX & TWC)
CONVERTIBLE SECURITY
530610AC8
172143
129188000
PRN
SOLE
128641
0
547
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
4099
76500
SH
SOLE
76500
0
0
LINKEDIN CORPORATION
COMMON STOCK
53578A108
81717
393267
SH
SOLE
393091
0
176
LIONS GATE ENTERTAINMENT CORP
COMMON STOCK
535919203
61570
1867452
SH
SOLE
1866821
0
631
LKQ CORP
COMMON STOCK
501889208
24895
936264
SH
SOLE
935756
0
508
LORILLARD INC
COMMON STOCK
544147101
47188
787648
SH
SOLE
787327
0
321
LOWE'S COMPANIES
COMMON STOCK
548661107
10261
193900
SH
SOLE
193900
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
5857
53900
SH
SOLE
53900
0
0
M/I HOMES INC
CONVERTIBLE SECURITY
55292PAB1
4032
4000000
PRN
SOLE
4000
0
0
MACERICH COMPANY
COMMON STOCK
554382101
957
15000
SH
SOLE
15000
0
0
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
2588
2324000
PRN
SOLE
2324
0
0
MACYS INC
COMMON STOCK
55616P104
1600
27500
SH
SOLE
27500
0
0
MANPOWERGROUP INC
COMMON STOCK
56418H100
905
12911
SH
SOLE
12911
0
0
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1906
99000
SH
SOLE
99000
0
0
MARATHON OIL CP
COMMON STOCK
565849106
2255
60000
SH
SOLE
60000
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
4335
51200
SH
SOLE
51200
0
0
MASCO CORP
COMMON STOCK
574599106
12438
520000
SH
SOLE
520000
0
0
MASTERCARD INC
COMMON STOCK
57636Q104
177673
2403588
SH
SOLE
2403108
0
480
MAXLINEAR INC
COMMON STOCK
57776J100
389
56600
SH
SOLE
56600
0
0
MCDONALD'S CORP
COMMON STOCK
580135101
19322
203800
SH
SOLE
203800
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK
582839106
3839
39900
SH
SOLE
39900
0
0
MEDICAL PROPERTIES TRUST INC
COMMON STOCK
58463J304
789
64375
SH
SOLE
64375
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AC9
13307
12500000
PRN
SOLE
12500
0
0
MEDIDATA SOLUTIONS INC
COMMON STOCK
58471A105
21617
488075
SH
SOLE
487875
0
200
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
61009
56134000
PRN
SOLE
56024
0
110
MEDNAX INC
COMMON STOCK
58502B106
500
9125
SH
SOLE
9125
0
0
MEDTRONIC INC
COMMON STOCK
585055106
21181
341905
SH
SOLE
341905
0
0
MELCO CROWN ENTERTAINMENT LTD
COMMON STOCK
585464100
2861
108815
SH
SOLE
108815
0
0
MELLANOX TECHNOLOGIES LTD
COMMON STOCK
M51363113
16221
361500
SH
SOLE
361500
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
60116
50630000
PRN
SOLE
50099
0
531
MERCK & CO
COMMON STOCK
58933Y105
66690
1124993
SH
SOLE
1124993
0
0
MEREDITH CORP
COMMON STOCK
589433101
736
17200
SH
SOLE
17200
0
0
MERITAGE CORP
CONVERTIBLE SECURITY
59001AAR3
9615
9635000
PRN
SOLE
9635
0
0
METLIFE INC
COMMON STOCK
59156R108
9038
168240
SH
SOLE
168240
0
0
METLIFE INC
CONVERTIBLE PREFERRED SECURITY
59156R116
129051
4191342
SH
SOLE
4162652
0
28690
MGIC INVESTMENT CORP
COMMON STOCK
552848103
500
64000
SH
SOLE
64000
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
36851
27675000
PRN
SOLE
27540
0
135
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
112712
89094000
PRN
SOLE
88819
0
275
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
17076
239192
SH
SOLE
239192
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017954
350
6080
SH
Put
SOLE
6080
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
2645
56000
SH
SOLE
56000
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
50665
27195000
PRN
SOLE
26847
0
348
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
31613
10000000
PRN
SOLE
10000
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
1542
45000
SH
SOLE
45000
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112903
19987
17305
SH
Call
SOLE
17305
0
0
MICROSOFT CORP
COMMON STOCK
594918104
150501
3246365
SH
SOLE
3246365
0
0
MOHAWK INDS INC
COMMON STOCK
608190104
1752
12995
SH
SOLE
12995
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
10508
10500000
PRN
SOLE
10500
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
53882
45698000
PRN
SOLE
45417
0
281
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
90668
2646087
SH
SOLE
2645567
0
520
MONRO MUFFLER BRAKE INC
COMMON STOCK
610236101
370
7625
SH
SOLE
7625
0
0
MONSANTO CO
COMMON STOCK
61166W101
10542
93700
SH
SOLE
93700
0
0
MORGAN STANLEY
COMMON STOCK
617446448
5141
148720
SH
SOLE
148720
0
0
MOSAIC CO
COMMON STOCK
61945C103
3349
75400
SH
SOLE
75400
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK
620076307
407
6428
SH
SOLE
6428
0
0
MSC INDUSTRIAL DIRECT CO INC
COMMON STOCK
553530106
733
8580
SH
SOLE
8580
0
0
MURPHY OIL CORP
COMMON STOCK
626717102
740
13000
SH
SOLE
13000
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530908
4021
11990
SH
Call
SOLE
11990
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530107
6935
152445
SH
SOLE
149920
0
2525
NATIONAL CINEMEDIA INC
COMMON STOCK
635309107
6732
463948
SH
SOLE
463948
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
38821
510128
SH
SOLE
510128
0
0
NAVIENT CORP
COMMON STOCK
63938C108
12717
718092
SH
SOLE
718092
0
0
NCR CORP
COMMON STOCK
62886E108
4098
122662
SH
SOLE
122662
0
0
NETSUITE INC
CONVERTIBLE SECURITY
64118QAB3
5697
5448000
PRN
SOLE
5375
0
73
NEW YORK CMTY TRUST
CONVERTIBLE PREFERRED SECURITY
64944P307
8001
166048
SH
SOLE
159553
0
6495
NEWMONT MINING CORP
COMMON STOCK
651639106
1936
84000
SH
SOLE
84000
0
0
NEWMONT MINING CORP
CONVERTIBLE SECURITY
651639AJ5
2843
2775000
PRN
SOLE
2775
0
0
NEWPARK RESOURCES
CONVERTIBLE SECURITY
651718AC2
14912
11238000
PRN
SOLE
11169
0
69
NEXTERA ENERGY INC
COMMON STOCK
65339F101
7736
82400
SH
SOLE
82400
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
24566
450000
SH
SOLE
450000
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F887
28217
470991
SH
SOLE
469676
0
1315
NIKE INC
COMMON STOCK
654106103
101883
1142183
SH
SOLE
1142039
0
144
NOBLE CORP PLC
COMMON STOCK
G65431101
533
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
4785
70000
SH
SOLE
70000
0
0
NOKIA CP
COMMON STOCK
654902204
18612
2200000
SH
SOLE
2200000
0
0
NORCRAFT COMPANIES
COMMON STOCK
65557Y105
450
28200
SH
SOLE
28200
0
0
NORFOLK SOTHN CORP
COMMON STOCK
655844108
5446
48800
SH
SOLE
48800
0
0
NORTHEAST UTILITIES
COMMON STOCK
664397106
886
20000
SH
SOLE
20000
0
0
NORTHSTAR REALTY FINANCE CORP
COMMON STOCK
66704R704
1017
57544
SH
SOLE
57544
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK
G66721104
5154
143101
SH
SOLE
143101
0
0
NOVELLUS SYSTEMS INC
CONVERTIBLE SECURITY
670008AD3
13019
5945000
PRN
SOLE
5945
0
0
NOW INC
COMMON STOCK
67011P100
1003
32972
SH
SOLE
32972
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
8923
8000000
PRN
SOLE
8000
0
0
NXP SEMICONDUCTORS
COMMON STOCK
N6596X909
1052
965
SH
Call
SOLE
965
0
0
NXP SEMICONDUCTORS
COMMON STOCK
N6596X109
27245
398150
SH
SOLE
398150
0
0
OAKTREE CAPITAL GROUP LLC
COMMON STOCK
674001201
1154
22580
SH
SOLE
22580
0
0
OASIS PETROLEUM INC
COMMON STOCK
674215108
784
18755
SH
SOLE
18755
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
53917
560764
SH
SOLE
560764
0
0
OCH-ZIFF CAPITAL MANAGEMENT
COMMON STOCK
67551U105
24129
2252983
SH
SOLE
2252983
0
0
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
12754
10849000
PRN
SOLE
10493
0
356
ON SEMICONDUCTOR CORP
COMMON STOCK
682189105
488
54605
SH
SOLE
54605
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
80003
70682000
PRN
SOLE
70043
0
639
ORACLE CORP
COMMON STOCK
68389X105
42342
1106123
SH
SOLE
1106123
0
0
P G & E CORP
COMMON STOCK
69331C108
2702
60000
SH
SOLE
60000
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK
695156109
475
7435
SH
SOLE
7435
0
0
PACWEST BANCORP
COMMON STOCK
695263103
2162
52434
SH
SOLE
52434
0
0
PALO ALTO NETWORKS
COMMON STOCK
697435105
25012
254962
SH
SOLE
254792
0
170
PANDORA MEDIA INC
COMMON STOCK
698354107
4783
197956
SH
SOLE
197956
0
0
PANERA BREAD CO
COMMON STOCK
69840W108
3574
21963
SH
SOLE
21908
0
55
PAREXEL INTERNATIONAL CORP
COMMON STOCK
699462107
13787
218533
SH
SOLE
218533
0
0
PENTAIR PLC
COMMON STOCK
G7S00T104
2292
35000
SH
SOLE
35000
0
0
PEPSICO INC
COMMON STOCK
713448108
39836
427925
SH
SOLE
427925
0
0
PERRIGO CO PLC
COMMON STOCK
G97822103
36857
245400
SH
SOLE
245298
0
102
PFIZER INC
COMMON STOCK
717081103
58427
1975890
SH
SOLE
1975890
0
0
PHIBRO ANIMAL HEALTH CORP
COMMON STOCK
71742Q106
386
17206
SH
SOLE
17206
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
46231
554327
SH
SOLE
554189
0
138
PHILLIPS 66
COMMON STOCK
718546104
8103
99650
SH
SOLE
99650
0
0
PHOTRONICS INC
CONVERTIBLE SECURITY
719405AH5
5822
5500000
PRN
SOLE
5500
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787107
2561
13000
SH
SOLE
13000
0
0
PLAINS ALL AMER
COMMON STOCK
726503105
677
11510
SH
SOLE
11510
0
0
PLAINS GP HOLDINGS LP
COMMON STOCK
72651A108
3309
107975
SH
SOLE
107975
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
9967
116465
SH
SOLE
116465
0
0
POLARIS INDUSTRIES INC
COMMON STOCK
731068102
24643
164515
SH
SOLE
164435
0
80
POLYONE CORP
COMMON STOCK
73179P106
473
13300
SH
SOLE
13300
0
0
PORTFOLIO RECOVERY ASSOCIATE
COMMON STOCK
73640Q105
706
13525
SH
SOLE
13525
0
0
PPG INDUSTRIES INC
COMMON STOCK
693506107
3384
17200
SH
SOLE
17200
0
0
PPL CORP
COMMON STOCK
69351T106
1642
50000
SH
SOLE
50000
0
0
PRAXAIR INC
COMMON STOCK
74005P104
4863
37700
SH
SOLE
37700
0
0
PRECISION CASTPARTS CORP
COMMON STOCK
740189105
7391
31200
SH
SOLE
31200
0
0
Priceline Group Inc/The
COMMON STOCK
741503403
99312
85719
SH
SOLE
85682
0
37
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AS5
11033
9836000
PRN
SOLE
9791
0
45
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
170910
126821000
PRN
SOLE
125846
0
975
PRINCIPAL FINANCIAL GROUP INC
COMMON STOCK
74251V102
2508
47800
SH
SOLE
47800
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
782
26150
SH
SOLE
26150
0
0
PROCTER & GAMBLE CO
COMMON STOCK
742718109
24812
296300
SH
SOLE
296300
0
0
PROLOGIS INC
COMMON STOCK
74340W103
2074
55000
SH
SOLE
55000
0
0
PROLOGIS INC
CONVERTIBLE SECURITY
74340XAT8
14808
14042000
PRN
SOLE
13983
0
59
PROOFPOINT
COMMON STOCK
743424103
739
19900
SH
SOLE
19900
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
2676
2595000
PRN
SOLE
2595
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAK8
5777
5592000
PRN
SOLE
5422
0
170
PROTO LABS INC.
COMMON STOCK
743713109
14290
207106
SH
SOLE
206980
0
126
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
12119
137812
SH
SOLE
137812
0
0
PUBLIC SERVICE ENTERPRISE GROU
COMMON STOCK
744573106
2234
60000
SH
SOLE
60000
0
0
PULTEGROUP INC
COMMON STOCK
745867101
1625
92000
SH
SOLE
92000
0
0
PVH CORP
COMMON STOCK
693656100
1333
11000
SH
SOLE
11000
0
0
QUALCOMM INC
COMMON STOCK
747525103
113500
1517992
SH
SOLE
1516411
0
1581
QUANTA SERVICES INC
COMMON STOCK
74762E102
2620
72200
SH
SOLE
72200
0
0
QUEST DIAGNOSTC
COMMON STOCK
74834L100
910
15000
SH
SOLE
15000
0
0
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
8583
7000000
PRN
SOLE
7000
0
0
RAYTHEON CO
COMMON STOCK
755111507
4615
45413
SH
SOLE
45413
0
0
REALOGY HOLDINGS CORP
COMMON STOCK
75605Y106
21252
571286
SH
SOLE
571041
0
245
RECPTOS
COMMON STOCK
756207106
3387
54538
SH
SOLE
54538
0
0
RED HAT INC
COMMON STOCK
756577102
1123
20000
SH
SOLE
20000
0
0
RED ROBIN GOURMET BURGERS INC
COMMON STOCK
75689M101
534
9380
SH
SOLE
9380
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F908
10987
980
SH
Call
SOLE
980
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
109512
303762
SH
SOLE
303634
0
128
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
1908
190000
SH
SOLE
190000
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE SECURITY
75972AAA1
3100
3000000
PRN
SOLE
3000
0
0
RESTORATION HARDWARE HOLDING
COMMON STOCK
761283100
25316
318246
SH
SOLE
318116
0
130
RIO TINTO PLC
COMMON STOCK
767204100
10328
210000
SH
SOLE
210000
0
0
ROADRUNNER TRANSPORTATION
COMMON STOCK
76973Q105
738
32370
SH
SOLE
32370
0
0
ROBERT HALF INTL INC
COMMON STOCK
770323103
1225
25000
SH
SOLE
25000
0
0
ROCKWELL AUTOMTN
COMMON STOCK
773903109
43416
395121
SH
SOLE
394990
0
131
ROPER INDS INC
CONVERTIBLE SECURITY
776696AA4
221
120000
PRN
SOLE
120
0
0
ROSS STORES INC
COMMON STOCK
778296103
1512
20000
SH
SOLE
20000
0
0
ROVI CORP
CONVERTIBLE SECURITY
779376AB8
5517
5500000
PRN
SOLE
5500
0
0
ROYAL GOLD INC
CONVERTIBLE SECURITY
780287AA6
14576
14000000
PRN
SOLE
14000
0
0
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
3016
2675000
PRN
SOLE
2675
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
18628
18162000
PRN
SOLE
18101
0
61
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
30580
31843000
PRN
SOLE
31703
0
140
RTI INTL METALS INC
COMMON STOCK
74973W107
245
9955
SH
SOLE
9955
0
0
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AS2
1432
1557000
PRN
SOLE
1347
0
210
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AQ6
12352
10000000
PRN
SOLE
10000
0
0
S & P 500 INDEX
COMMON STOCK
464287952
11323
4950
SH
Put
SOLE
4950
0
0
SALESFORCE.COM INC
COMMON STOCK
79466L302
26778
465465
SH
SOLE
465284
0
181
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
154303
138498000
PRN
SOLE
137394
0
1104
SALIX PHARMACEUTICALS LTD
CONVERTIBLE SECURITY
795435AE6
72028
29431000
PRN
SOLE
29259
0
172
SANCHEZ ENERGY
COMMON STOCK
79970Y105
323
12315
SH
SOLE
12315
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
32708
16938000
PRN
SOLE
16474
0
464
SCHLUMBERGER LTD
COMMON STOCK
806857108
266158
2617347
SH
SOLE
2613566
0
3781
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
4409
150000
SH
SOLE
150000
0
0
SCRIPPS NETWORKS INTERACTIVE
COMMON STOCK
811065101
583
7465
SH
SOLE
7465
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
39115
36127000
PRN
SOLE
35701
0
426
SEADRILL LTD
COMMON STOCK
G7945E105
3644
136180
SH
SOLE
136180
0
0
SENIOR HOUSING PROP TRUST
COMMON STOCK
81721M109
905
43240
SH
SOLE
43240
0
0
SENSATA TECHNOLOGIES
COMMON STOCK
N7902X106
16003
359382
SH
SOLE
359382
0
0
SERVICENOW INC
COMMON STOCK
81762P102
26405
449216
SH
SOLE
449042
0
174
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
9345
9000000
PRN
SOLE
9000
0
0
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
7267
44200
SH
SOLE
44200
0
0
SIRIUS XM HOLDINGS INC
COMMON STOCK
82968B103
48358
13856294
SH
SOLE
13849425
0
6869
SK TELECOM CO LTD
COMMON STOCK
78440P108
9095
299780
SH
SOLE
296180
0
3600
SMART & FINAL STORES
COMMON STOCK
83190B101
376
26040
SH
SOLE
26040
0
0
SMITH & WESSON HOLDING CORP
COMMON STOCK
831756101
991
104990
SH
SOLE
104990
0
0
SMITH (AO) CORP
COMMON STOCK
831865209
740
15650
SH
SOLE
15650
0
0
SOLARWINDS INC
COMMON STOCK
83416B109
36353
864514
SH
SOLE
864187
0
327
SOTHEBYS HOLDINGS INC
COMMON STOCK
835898107
1700
47585
SH
SOLE
47585
0
0
SOUTHN COMPANY
COMMON STOCK
842587107
7573
173500
SH
SOLE
173500
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK
845467109
16395
469100
SH
SOLE
469100
0
0
SPANSION INC
CONVERTIBLE SECURITY
84649PAL9
5276
3000000
PRN
SOLE
3000
0
0
SPECTRA ENERGY CORP
COMMON STOCK
847560109
4020
102400
SH
SOLE
102400
0
0
SPECTRANETICS
CONVERTIBLE SECURITY
84760CAA5
6214
5500000
PRN
SOLE
5500
0
0
SPECTRANETICS CP
COMMON STOCK
84760C107
3054
114940
SH
SOLE
114940
0
0
SPIRIT AIRLINES INC
COMMON STOCK
848577102
44217
639523
SH
SOLE
639163
0
360
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
27113
27843000
PRN
SOLE
27458
0
385
SPLUNK INC
COMMON STOCK
848637104
26566
479877
SH
SOLE
479707
0
170
SQUARE 1 FINANCIAL INC
COMMON STOCK
85223W101
251
13075
SH
SOLE
13075
0
0
ST JUDE MEDICAL INC
COMMON STOCK
790849103
1473
24500
SH
SOLE
24500
0
0
STAAR SURGICAL
COMMON STOCK
852312305
612
57600
SH
SOLE
57600
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
42702
37668000
PRN
SOLE
37035
0
633
STANLEY BLACK & DECKER INC
COMMON STOCK
854502101
2111
23775
SH
SOLE
23775
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502804
27552
243410
SH
SOLE
243410
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
75303
574830
SH
SOLE
567875
0
6955
STARBUCKS CORP
COMMON STOCK
855244109
52542
696288
SH
SOLE
696062
0
226
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
36062
33602000
PRN
SOLE
33269
0
333
STARWOOD WAYPOINT RESIDENTIAL
COMMON STOCK
85571W109
757
29100
SH
SOLE
29100
0
0
STATE STREET CORP
COMMON STOCK
857477103
76340
1037081
SH
SOLE
1035670
0
1411
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
26974
25578000
PRN
SOLE
25279
0
299
STRYKER CORP
COMMON STOCK
863667101
63529
786735
SH
SOLE
786498
0
237
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
3754
2500000
PRN
SOLE
2500
0
0
SUNTRUST BANKS INC
COMMON STOCK
867914103
2282
60000
SH
SOLE
60000
0
0
SVB FINANCIAL GROUP
COMMON STOCK
78486Q101
52166
465394
SH
SOLE
465248
0
146
SYMANTEC CORP
COMMON STOCK
871503108
2736
116370
SH
SOLE
116370
0
0
SYNAPTICS INC
COMMON STOCK
87157D109
574
7840
SH
SOLE
7840
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
44031
39762000
PRN
SOLE
39082
0
680
T ROWE PRICE
COMMON STOCK
74144T108
72334
922631
SH
SOLE
920972
0
1659
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039100
25015
1239611
SH
SOLE
1238583
0
1028
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
45065
36273000
PRN
SOLE
35960
0
313
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
32699
24584000
PRN
SOLE
24498
0
86
TARGET CORP
COMMON STOCK
87612E106
2507
40000
SH
SOLE
40000
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
10782
195000
SH
SOLE
195000
0
0
TEAM HEALTH HOLDINGS INC
COMMON STOCK
87817A107
2714
46795
SH
SOLE
46795
0
0
TERADATA CORP
COMMON STOCK
88076W103
838
20000
SH
SOLE
20000
0
0
TERADYNE INC
COMMON STOCK
880770102
513
26440
SH
SOLE
26440
0
0
TEREX CORP
COMMON STOCK
880779103
19378
609962
SH
SOLE
609635
0
327
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
8901
9345000
PRN
SOLE
9345
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
92361
97219000
PRN
SOLE
96575
0
644
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
14889
11553000
PRN
SOLE
11445
0
108
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
53514
1122130
SH
SOLE
1122130
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
9833
80800
SH
SOLE
80800
0
0
TIBCO SOFTWARE
COMMON STOCK
88632Q103
582
24610
SH
SOLE
24610
0
0
TIME WARNER CABLE
COMMON STOCK
88732J207
2081
14500
SH
SOLE
14500
0
0
TIME WARNER INC
COMMON STOCK
887317303
13963
185647
SH
SOLE
185647
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
14148
239100
SH
SOLE
239100
0
0
T-MOBILE US INC
COMMON STOCK
872590104
2937
101738
SH
SOLE
101738
0
0
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
23967
23703000
PRN
SOLE
23111
0
592
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
2612
27800
SH
SOLE
27800
0
0
TREEHOUSE FOODS INC
COMMON STOCK
89469A104
737
9150
SH
SOLE
9150
0
0
TRIPADVISOR INC
COMMON STOCK
896945201
1828
20000
SH
SOLE
20000
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
684
27075
SH
SOLE
27075
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
4860
5000000
PRN
SOLE
5000
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
36395
1061385
SH
SOLE
1061385
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
34298
681049
SH
SOLE
673274
0
7775
UBIQUITI NETWORKS
COMMON STOCK
90347A100
486
12945
SH
SOLE
12945
0
0
UBS AG
COMMON STOCK
H89231338
966
55610
SH
SOLE
55610
0
0
ULTIMATE SOFTWARE GROUP INC
COMMON STOCK
90385D107
575
4060
SH
SOLE
4060
0
0
UNION PACIFIC CORP
COMMON STOCK
907818108
115597
1066197
SH
SOLE
1065995
0
202
UNITED PARCEL SERVICE
COMMON STOCK
911312106
84285
857513
SH
SOLE
857361
0
152
UNITED RENTALS INC
COMMON STOCK
911363109
267
2400
SH
SOLE
2400
0
0
UNITED STATES STEEL CORP
CONVERTIBLE SECURITY
912909AH1
6286
3825000
PRN
SOLE
3825
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
71840
680306
SH
SOLE
680025
0
281
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
7901
91600
SH
SOLE
91600
0
0
US BANCORP
COMMON STOCK
902973304
15435
369000
SH
SOLE
369000
0
0
US ECOLOGY INC
COMMON STOCK
91732J102
496
10600
SH
SOLE
10600
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
259468
4405981
SH
SOLE
4399431
0
6550
VALERO ENERGY
COMMON STOCK
91913Y100
4858
105000
SH
SOLE
105000
0
0
VANTIV INC
COMMON STOCK
92210H105
1077
34865
SH
SOLE
34865
0
0
VERIFONE SYSTEMS INC
COMMON STOCK
92342Y109
834
24245
SH
SOLE
24245
0
0
VERINT SYSTEMS
COMMON STOCK
92343X100
384
6900
SH
SOLE
6900
0
0
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
35102
32175000
PRN
SOLE
31651
0
524
VERIZON COMM
COMMON STOCK
92343V104
35352
707184
SH
SOLE
707184
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK
92343V104
2846
56729
SH
SOLE
56729
0
0
VIACOM INC
COMMON STOCK
92553P201
3024
39300
SH
SOLE
39300
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
17705
15000000
PRN
SOLE
15000
0
0
VIRTUALSCOPICS
COMMON STOCK
928269208
184
40537
SH
SOLE
40537
0
0
VIRTUSA CORP
COMMON STOCK
92827P102
555
15600
SH
SOLE
15600
0
0
VISA INC
COMMON STOCK
92826C839
22062
103400
SH
SOLE
103400
0
0
VITAMIN SHOPPE INC
COMMON STOCK
92849E101
10425
234844
SH
SOLE
234844
0
0
VMWARE INC
COMMON STOCK
928563903
657
1115
SH
Call
SOLE
1115
0
0
VMWARE INC
COMMON STOCK
928563402
56279
599737
SH
SOLE
598763
0
974
VOLCANO CORP
CONVERTIBLE SECURITY
928645AB6
8670
10000000
PRN
SOLE
10000
0
0
VORNADO REALTY TRUST
COMMON STOCK
929042109
2999
30000
SH
SOLE
30000
0
0
WABCO HOLDINGS INC
COMMON STOCK
92927K102
382
4200
SH
SOLE
4200
0
0
WADDELL & REED
COMMON STOCK
930059100
2409
46600
SH
SOLE
46600
0
0
WALGREEN CO
COMMON STOCK
931422109
105840
1785721
SH
SOLE
1783836
0
1885
WAL-MART STORES INC
COMMON STOCK
931142103
17810
232900
SH
SOLE
232900
0
0
WALTER INVESTMENT MANAGEMENT
CONVERTIBLE SECURITY
93317WAA0
9208
10912000
PRN
SOLE
10912
0
0
WEB.COM GROUP INC
CONVERTIBLE SECURITY
94733AAA2
9190
10000000
PRN
SOLE
10000
0
0
WELLPOINT INC
COMMON STOCK
94973V107
5144
43000
SH
SOLE
43000
0
0
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
196294
118210000
PRN
SOLE
117922
0
288
WELLS FARGO & COMPANY
COMMON STOCK
949746101
247203
4765815
SH
SOLE
4759528
0
6287
WELLS FARGO & COMPANY(WACHOVIA
CONVERTIBLE PREFERRED SECURITY
949746804
7328
6094
SH
SOLE
5874
0
220
WESCO AIRCRAFT HOLDINGS
COMMON STOCK
950814103
444
25500
SH
SOLE
25500
0
0
WESCO INTL INC
COMMON STOCK
95082P105
799
10205
SH
SOLE
10205
0
0
WEYERHAEUSER CO
CONVERTIBLE PREFERRED SECURITY
962166872
21612
400000
SH
SOLE
400000
0
0
WHIRLPOOL CORP
COMMON STOCK
963320106
49724
341392
SH
SOLE
341255
0
137
WHITEWAVE FOODS COMPANY
COMMON STOCK
966244105
21870
601977
SH
SOLE
601562
0
415
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
19405
509196
SH
SOLE
509013
0
183
WILLIAMS PARTNERS LP
COMMON STOCK
96950F104
725
13675
SH
SOLE
13675
0
0
WILLIAMS-SONOMA INC
COMMON STOCK
969904101
21453
322267
SH
SOLE
322132
0
135
WIPRO LTD
COMMON STOCK
97651M109
158
12985
SH
SOLE
12985
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK
97717P104
49162
4320013
SH
SOLE
4318576
0
1437
WORKDAY INC
COMMON STOCK
98138H101
34735
421034
SH
SOLE
420799
0
235
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
46875
38966000
PRN
SOLE
38885
0
81
WPX ENERGY
COMMON STOCK
98212B103
13479
560240
SH
SOLE
560240
0
0
WRIGHT MEDICAL
CONVERTIBLE SECURITY
98235TAC1
19043
14190000
PRN
SOLE
14190
0
0
WYNN RESORTS LTD
COMMON STOCK
983134107
2245
12000
SH
SOLE
12000
0
0
XCEL ENERGY INC
COMMON STOCK
98389B100
1368
45000
SH
SOLE
45000
0
0
XENOPORT INC
COMMON STOCK
98411C100
105
19500
SH
SOLE
19500
0
0
XILINX INC
CONVERTIBLE SECURITY
983919AF8
10602
7123000
PRN
SOLE
7123
0
0
YAHOO! INC
COMMON STOCK
984332106
4768
117000
SH
SOLE
117000
0
0
YUM! BRANDS INC
COMMON STOCK
988498101
1440
20000
SH
SOLE
20000
0
0
ZIMMER HOLDINGS INC
COMMON STOCK
98956P102
58012
576948
SH
SOLE
576848
0
100
ZIONS BANCORP
WARRANTS
989701115
1228
240800
SH
SOLE
240800
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
3679
126610
SH
SOLE
126610
0
0
AMER TOWER CORP
CONVERTIBLE PREFERRED SECURITY
03027X308
365
3360
SH
OTR
1
3360
0
0
APPLE INC
COMMON STOCK
037833100
250
2485
SH
OTR
1
2485
0
0
ARES CAPITAL CORP
CONVERTIBLE SECURITY
04010LAJ2
498
480000
PRN
OTR
1
480
0
0
CONTINENTAL RESOURCES INC
COMMON STOCK
212015101
213
3200
SH
OTR
1
3200
0
0
CROWN CASTLE INTL CORP
CONVERTIBLE PREFERRED SECURITY
228227500
250
2380
SH
OTR
1
2380
0
0
CUBIST PHARM
CONVERTIBLE SECURITY
229678AF4
277
255000
PRN
OTR
1
255
0
0
DANAHER CORP
CONVERTIBLE SECURITY
235851AF9
331
150000
PRN
OTR
1
150
0
0
EATON CORP PLC
COMMON STOCK
G29183103
215
3390
SH
OTR
1
3390
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
536
435000
PRN
OTR
1
435
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
268
5275
SH
OTR
1
5275
0
0
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
255
2070
SH
OTR
1
2070
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
609
130000
PRN
OTR
1
130
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
228
215000
PRN
OTR
1
215
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
235
240000
PRN
OTR
1
240
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
472
440000
PRN
OTR
1
440
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
280
4655
SH
OTR
1
4655
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
541
425000
PRN
OTR
1
425
0
0
LENNAR CORP
COMMON STOCK
526057104
224
5780
SH
OTR
1
5780
0
0
LIBERTY (TWX & TWC)
CONVERTIBLE SECURITY
530610AC8
267
200000
PRN
OTR
1
200
0
0
METLIFE INC
CONVERTIBLE PREFERRED SECURITY
59156R116
521
16915
SH
OTR
1
16915
0
0
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
460
364000
PRN
OTR
1
364
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
512
275000
PRN
OTR
1
275
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
236
200000
PRN
OTR
1
200
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530107
215
4725
SH
OTR
1
4725
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
249
220000
PRN
OTR
1
220
0
0
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
485
360000
PRN
OTR
1
360
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
221
215000
PRN
OTR
1
215
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
735
660000
PRN
OTR
1
660
0
0
SALIX PHARMACEUTICALS LTD
CONVERTIBLE SECURITY
795435AE6
208
85000
PRN
OTR
1
85
0
0
SCHLUMBERGER LTD
COMMON STOCK
806857108
226
2220
SH
OTR
1
2220
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
217
200000
PRN
OTR
1
200
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
214
220000
PRN
OTR
1
220
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
244
215000
PRN
OTR
1
215
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
565
4310
SH
OTR
1
4310
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
604
545000
PRN
OTR
1
545
0
0
T ROWE PRICE
COMMON STOCK
74144T108
218
2775
SH
OTR
1
2775
0
0
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
242
195000
PRN
OTR
1
195
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
342
360000
PRN
OTR
1
360
0
0
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
253
250000
PRN
OTR
1
250
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
230
4570
SH
OTR
1
4570
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
479
8135
SH
OTR
1
8135
0
0
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
251
230000
PRN
OTR
1
230
0
0
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
689
415000
PRN
OTR
1
415
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
232
4475
SH
OTR
1
4475
0
0