0000950123-16-013487.txt : 20160205
0000950123-16-013487.hdr.sgml : 20160205
20160205113357
ACCESSION NUMBER: 0000950123-16-013487
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160205
DATE AS OF CHANGE: 20160205
EFFECTIVENESS DATE: 20160205
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: 161390843
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
12-31-2015
12-31-2015
Calamos Advisors LLC
2020 Calamos Court
Naperville
IL
60563
13F HOLDINGS REPORT
028-11166
N
Jacqueline Sinker
VP, CHIEF COMPLIANCE OFFICER
630-245-1110
Jacqueline Sinker
NAPERVILLE
IL
02-05-2016
1
693
15737504
false
1
28-14511
AMERICAN BEACON ADVISORS, INC
INFORMATION TABLE
2
form13fInfoTable.xml
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COSTCO WHOLESALE CORP
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0
0
DAVITA HEALTHCARE PARTNERS INC
COMMON STOCK
23918K108
1328
19048
SH
SOLE
19048
0
0
DEERE & CO
COMMON STOCK
244199105
5288
69339
SH
SOLE
69339
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK
G27823106
63988
746391
SH
SOLE
692385
0
54006
DELTA AIR LINES INC
COMMON STOCK
247361702
29299
578007
SH
SOLE
578007
0
0
DEMANDWARE
COMMON STOCK
24802Y105
8673
160700
SH
SOLE
160700
0
0
DEPOMED INC
CONVERTIBLE SECURITY
249908AA2
10327
9000000
PRN
SOLE
9000
0
0
DEVON ENERGY CORPORATION
COMMON STOCK
25179M103
2855
89215
SH
SOLE
89215
0
0
DIAMOND OFFSHORE DRILLING INC
COMMON STOCK
25271C102
1266
60000
SH
SOLE
60000
0
0
DIGITAL REALTY TRUST INC
COMMON STOCK
253868103
223
2950
SH
SOLE
2950
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
12366
230628
SH
SOLE
230628
0
0
DISCOVERY COMMUNICATIONS
COMMON STOCK
25470F302
600
23810
SH
SOLE
23810
0
0
DISCOVERY COMMUNICATIONS INC
COMMON STOCK
25470F104
635
23810
SH
SOLE
23810
0
0
DISNEY WALT CO
COMMON STOCK
254687106
201947
1921844
SH
SOLE
1817114
0
104730
DOLLAR GENERAL
COMMON STOCK
256677105
79802
1110372
SH
SOLE
1010457
0
99915
DOMINION RESOURCES INC VA
COMMON STOCK
25746U109
3806
56275
SH
SOLE
56275
0
0
DOMINION RESOURCES INC VA
CONVERTIBLE PREFERRED SECURITY
25746U869
58303
1212618
SH
SOLE
1208818
0
3800
DOMINOS PIZZA INC
COMMON STOCK
25754A201
722
6486
SH
SOLE
6486
0
0
DOVER CORP
COMMON STOCK
260003108
221
3600
SH
SOLE
3600
0
0
DOW CHEMICAL CO
COMMON STOCK
260543103
31694
615662
SH
SOLE
615662
0
0
DRIL-QUIP
COMMON STOCK
262037104
357
6020
SH
SOLE
6020
0
0
DST SYSTEMS INC
COMMON STOCK
233326107
222
1950
SH
SOLE
1950
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
9781
137007
SH
SOLE
137007
0
0
DUPONT DE NEMOUR & CO
COMMON STOCK
263534109
13908
208828
SH
SOLE
208828
0
0
E TRADE GROUP
COMMON STOCK
269246401
33194
1119915
SH
SOLE
1027094
0
92821
EAST WEST BANCORP INC
COMMON STOCK
27579R104
213
5135
SH
SOLE
5135
0
0
EASTMAN CHEM CO
COMMON STOCK
277432100
643
9524
SH
SOLE
9524
0
0
EATON CORP PLC
COMMON STOCK
G29183103
25800
495777
SH
SOLE
495777
0
0
EBAY INC
COMMON STOCK
278642103
3001
109208
SH
SOLE
109208
0
0
EDISON INTL
COMMON STOCK
281020107
3021
51022
SH
SOLE
51022
0
0
EDWARDS LIFESCI
COMMON STOCK
28176E108
3498
44290
SH
SOLE
44290
0
0
ELECTRONIC ARTS INC
COMMON STOCK
285512909
934
4650
SH
Call
SOLE
4650
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
43585
20045000
PRN
SOLE
20000
0
45
ELECTRONICS FOR IMAGING INC
CONVERTIBLE SECURITY
286082AC6
11312
10500000
PRN
SOLE
10500
0
0
ELI LILLY & CO
COMMON STOCK
532457108
35948
426637
SH
SOLE
426637
0
0
EMC CORP-MASS
COMMON STOCK
268648102
4866
189496
SH
SOLE
189496
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK
29089Q105
236
5900
SH
SOLE
5900
0
0
EMERGENT BIOSOLUTIONS INC
CONVERTIBLE SECURITY
29089QAB1
48498
35104000
PRN
SOLE
34912
0
192
EMERSON ELECTRIC CO
COMMON STOCK
291011104
3147
65805
SH
SOLE
65805
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE SECURITY
292554AD4
5262
5000000
PRN
SOLE
5000
0
0
ENERGY XXI BERMUDA
CONVERTIBLE SECURITY
29274UAB7
1406
22500000
PRN
SOLE
22500
0
0
ENTERGY CORP
COMMON STOCK
29364G103
1563
22859
SH
SOLE
22859
0
0
ENVESTNET INC
CONVERTIBLE SECURITY
29404KAA4
4436
5000000
PRN
SOLE
5000
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK
29413U103
36596
1409165
SH
SOLE
1257557
0
151608
EOG RESOURCES INC
COMMON STOCK
26875P101
36278
512473
SH
SOLE
510673
0
1800
EQT CORP
COMMON STOCK
26884L109
1390
26669
SH
SOLE
26669
0
0
EQUITY RESIDENTIAL
COMMON STOCK
29476L107
3179
38957
SH
SOLE
38957
0
0
EURONET WORLDWIDE INC
CONVERTIBLE SECURITY
298736AH2
46599
38700000
PRN
SOLE
38700
0
0
EVERCORE PARTNERS INC
COMMON STOCK
29977A105
40037
740470
SH
SOLE
676044
0
64426
EVERSOURCE ENERGY
COMMON STOCK
30040W108
973
19048
SH
SOLE
19048
0
0
EXELON CORP
COMMON STOCK
30161N101
2598
93570
SH
SOLE
93570
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
45142
1115446
SH
SOLE
1109111
0
6335
EXPEDITORS INTL WASHINGTON INC
COMMON STOCK
302130109
1353
30000
SH
SOLE
30000
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
8877
101560
SH
SOLE
101560
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
116089
1489274
SH
SOLE
1487654
0
1620
EZCORP INC
CONVERTIBLE SECURITY
302301AB2
2078
3000000
PRN
SOLE
3000
0
0
F5 NETWORKSINC
COMMON STOCK
315616102
2078
21430
SH
SOLE
21430
0
0
FACEBOOK INC
COMMON STOCK
30303M102
264322
2525534
SH
SOLE
2327574
0
197960
FEDEX CORP
COMMON STOCK
31428X106
5350
35908
SH
SOLE
35908
0
0
FIAT CHRYSLR AUT NV
CONVERTIBLE PREFERRED SECURITY
N31738110
55686
478707
SH
SOLE
474647
0
4060
FIDELITY NL FIN
CONVERTIBLE SECURITY
31620RAE5
1081
566000
PRN
SOLE
566
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
2106
104766
SH
SOLE
104766
0
0
FINISAR CORP
CONVERTIBLE SECURITY
31787AAM3
23773
25342000
PRN
SOLE
25342
0
0
FIREEYE
COMMON STOCK
31816Q101
24787
1195147
SH
SOLE
1089057
0
106090
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
17737
268500
SH
SOLE
268500
0
0
FIRSTENERGY CORP
COMMON STOCK
337932107
1511
47622
SH
SOLE
47622
0
0
FISERV INC
COMMON STOCK
337738108
5627
61525
SH
SOLE
61525
0
0
FLUOR CORP-NEW
COMMON STOCK
343412102
1484
31431
SH
SOLE
31431
0
0
FORD MOTOR CO
COMMON STOCK
345370860
16384
1162809
SH
SOLE
1162809
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
4674
6000000
PRN
SOLE
6000
0
0
FORTRESS INVESTMENT GROUP
COMMON STOCK
34958B106
759
149189
SH
SOLE
149189
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
44506
801918
SH
SOLE
729015
0
72903
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
1716
46604
SH
SOLE
46604
0
0
FRANK'S INTERNATIONAL NV
COMMON STOCK
N33462107
255
15300
SH
SOLE
15300
0
0
FREEPORT-MCMORAN INC
COMMON STOCK
35671D857
1132
167248
SH
SOLE
167248
0
0
FRONTIER COMMUNICATIONS CORP
CONVERTIBLE PREFERRED SECURITY
35906A207
34303
374566
SH
SOLE
372700
0
1866
FXCM INC
CONVERTIBLE SECURITY
302693AB2
700
1000000
PRN
SOLE
1000
0
0
GAP INC
COMMON STOCK
364760108
729
29525
SH
SOLE
29525
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
4498
32744
SH
SOLE
32744
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
148165
4756489
SH
SOLE
4751489
0
5000
GENERAL GROWTH PROPERTIES
COMMON STOCK
370023103
215
7900
SH
SOLE
7900
0
0
GENERAL MILLS INC
COMMON STOCK
370334104
3548
61525
SH
SOLE
61525
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
7170
210810
SH
SOLE
210810
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
1447
88470
SH
SOLE
88470
0
0
GENERAL MOTORS CO
WARRANTS
37045V118
2157
88470
SH
SOLE
88470
0
0
GENTEX CORP
COMMON STOCK
371901109
224
14000
SH
SOLE
14000
0
0
GENTHERM INC
COMMON STOCK
37253A103
711
14995
SH
SOLE
14995
0
0
GENUINE PARTS CO
COMMON STOCK
372460105
223
2600
SH
SOLE
2600
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
61091
13521000
PRN
SOLE
13422
0
99
GILEAD SCIENCES INC
COMMON STOCK
375558103
53815
531820
SH
SOLE
530870
0
950
GLOBAL X FTSE GREECE 20
COMMON STOCK
37950E366
6560
824147
SH
SOLE
574147
0
250000
GLOBUS MEDICAL
COMMON STOCK
379577208
746
26800
SH
SOLE
26800
0
0
GOGO INC
COMMON STOCK
38046C109
984
55275
SH
SOLE
55275
0
0
GOLDMAN SACHS
COMMON STOCK
38141G104
11988
66513
SH
SOLE
66513
0
0
GOODYEAR TIRE & RUBBER CO
COMMON STOCK
382550101
206
6300
SH
SOLE
6300
0
0
GREENBRIER COMPANIES
CONVERTIBLE SECURITY
393657AH4
15818
14300000
PRN
SOLE
14212
0
88
GREENBRIER COMPANIES INC
COMMON STOCK
393657951
240
750
SH
Put
SOLE
750
0
0
GTT COMMUNICATIONS INC
COMMON STOCK
362393100
440
25800
SH
SOLE
25800
0
0
GUIDEWIRE SOFTWARE
COMMON STOCK
40171V100
15609
259450
SH
SOLE
207371
0
52079
GULFPORT ENGY
COMMON STOCK
402635304
29424
1197569
SH
SOLE
1077986
0
119583
HALLIBURTON CO
COMMON STOCK
406216101
3427
100688
SH
SOLE
100688
0
0
HARRIS CORP
COMMON STOCK
413875105
400
4600
SH
SOLE
4600
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
3027
69660
SH
SOLE
69660
0
0
HCA HOLDINGS INC
COMMON STOCK
40412C101
56273
832070
SH
SOLE
744094
0
87976
HCP INC
COMMON STOCK
40414L109
206
5400
SH
SOLE
5400
0
0
HEALTH NET INC
COMMON STOCK
42222G108
267
3900
SH
SOLE
3900
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
5276
6850000
PRN
SOLE
6850
0
0
HELMERICH & PAYNE INC
COMMON STOCK
423452101
510
9523
SH
SOLE
9523
0
0
HERSHEY FOODS CORP
COMMON STOCK
427866108
1190
13335
SH
SOLE
13335
0
0
HESS CORP
COMMON STOCK
42809H107
831
17143
SH
SOLE
17143
0
0
HEWLETT PACKARD ENTERPRISE CO
COMMON STOCK
42824C109
3643
239696
SH
SOLE
239696
0
0
HILTON WORLDWIDE HOLDINGS
COMMON STOCK
43300A104
56060
2619609
SH
SOLE
2343407
0
276202
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
8371
6201000
PRN
SOLE
6201
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AG6
63932
49968000
PRN
SOLE
49743
0
225
HOME DEPOT
COMMON STOCK
437076102
253112
1913889
SH
SOLE
1845094
0
68795
HOMEAWAY INC
CONVERTIBLE SECURITY
43739QAB6
15884
15900000
PRN
SOLE
15900
0
0
HONEYWELL INTL
COMMON STOCK
438516106
47847
461979
SH
SOLE
461979
0
0
HORSEHEAD HOLDING CORP
CONVERTIBLE SECURITY
440694AB3
753
2950000
PRN
SOLE
2950
0
0
HOST HOTELS & RESORTS INC
COMMON STOCK
44107P104
1450
94531
SH
SOLE
94531
0
0
HP INC
COMMON STOCK
40434L105
2729
230496
SH
SOLE
230496
0
0
HUBBELL INC
COMMON STOCK
443510607
216
2135
SH
SOLE
2135
0
0
HURON CONSULTING GROUP INC
COMMON STOCK
447462102
641
10795
SH
SOLE
10795
0
0
IAC INTERACTIVECORP
COMMON STOCK
44919P508
2723
45341
SH
SOLE
45341
0
0
ICICI BANK LTD
COMMON STOCK
45104G104
209
26675
SH
SOLE
26675
0
0
IGI LABORATORIES INC
CONVERTIBLE SECURITY
449575AB5
4249
4000000
PRN
SOLE
4000
0
0
ILL TOOL WORKS INC
COMMON STOCK
452308109
3805
41050
SH
SOLE
41050
0
0
ILLUMINA INC
COMMON STOCK
452327109
8449
44020
SH
SOLE
43540
0
480
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
15921
6908000
PRN
SOLE
6883
0
25
ILLUMINA INC
CONVERTIBLE SECURITY
452327AF6
22330
20329000
PRN
SOLE
20329
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AH2
29960
25555000
PRN
SOLE
25555
0
0
IMAX CORP
COMMON STOCK
45245E109
31218
878383
SH
SOLE
807011
0
71372
IMS HEALTH HOLDINGS INC
COMMON STOCK
44970B109
35325
1386910
SH
SOLE
1237999
0
148911
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
10209
4719000
PRN
SOLE
4674
0
45
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAN2
16037
7335000
PRN
SOLE
7335
0
0
INCYTE GENOMICS INC
COMMON STOCK
45337C102
44516
410479
SH
SOLE
370740
0
39739
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
14812
9500000
PRN
SOLE
9500
0
0
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
3953
3804000
PRN
SOLE
3804
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
28985
22125000
PRN
SOLE
21893
0
232
INTEGRATED DEVICE TECHNOLOGY
CONVERTIBLE SECURITY
458118AB2
26428
25447000
PRN
SOLE
25430
0
17
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
7389
5736000
PRN
SOLE
5526
0
210
INTEL CORP
COMMON STOCK
458140100
21840
633966
SH
SOLE
633966
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
120035
71664000
PRN
SOLE
71303
0
361
INTELSAT
CONVERTIBLE PREFERRED SECURITY
L5140P119
4813
385000
SH
SOLE
385000
0
0
INTERCONTINENTAL EXCHANGE INC
COMMON STOCK
45866F104
78904
307906
SH
SOLE
284374
0
23532
INTERDGTL COMMS
CONVERTIBLE SECURITY
458660AB3
13117
13000000
PRN
SOLE
13000
0
0
INTERNAP CORP
COMMON STOCK
45885A300
700
109300
SH
SOLE
109300
0
0
INTERPUBLIC GROUP OF COS
COMMON STOCK
460690100
776
33334
SH
SOLE
33334
0
0
INTERXION HOLDING
COMMON STOCK
N47279109
21864
725162
SH
SOLE
629892
0
95270
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
14559
105793
SH
SOLE
105793
0
0
INVESCO LTD
COMMON STOCK
G491BT108
2392
71431
SH
SOLE
71431
0
0
IONIS PHARMACEUTICALS INC
COMMON STOCK
462222100
22420
362025
SH
SOLE
362025
0
0
ISHARES BARCLAYS AGGREGATE
COMMON STOCK
464287226
2354
21795
SH
SOLE
21350
0
445
ISHARES DJ SELECT DVD
COMMON STOCK
464287168
986
13123
SH
SOLE
0
0
13123
ISHARES MSCI EAFE MINIMUM VO
COMMON STOCK
46429B689
769
11862
SH
SOLE
0
0
11862
ISHARES MSCI EMERGING MKTS IND
COMMON STOCK
464287234
473
14700
SH
SOLE
14700
0
0
ISHARES S&P 500 INDEX FUND
COMMON STOCK
464287200
2623
12804
SH
SOLE
5155
0
7649
ISIS PHARMACEUT
CONVERTIBLE SECURITY
464337AJ3
25358
22479000
PRN
SOLE
22438
0
41
ITT INDUSTRIES INC
COMMON STOCK
450911201
219
6040
SH
SOLE
6040
0
0
J2 GLOBAL INC
COMMON STOCK
48123V102
727
8835
SH
SOLE
8835
0
0
J2 GLOBAL INC
CONVERTIBLE SECURITY
48123VAC6
4176
3174000
PRN
SOLE
3019
0
155
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
924
22026
SH
SOLE
22026
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AH1
23257
12645000
PRN
SOLE
12645
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AL2
56145
37311000
PRN
SOLE
37311
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AM0
78039
63013000
PRN
SOLE
62906
0
107
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
18070
128556
SH
SOLE
113511
0
15045
JAZZ PHARMACEUTICLS
CONVERTIBLE SECURITY
472145AB7
19583
18715000
PRN
SOLE
18715
0
0
JD.COM
COMMON STOCK
47215P106
3549
110000
SH
SOLE
110000
0
0
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
2282
2288000
PRN
SOLE
2288
0
0
JNJ (ALZA CP)
CONVERTIBLE SECURITY
02261WAB5
1922
1359000
PRN
SOLE
1359
0
0
JOHNSON & JOHNSON
COMMON STOCK
478160104
117999
1148745
SH
SOLE
1145645
0
3100
JONES LANG LASALLE INC
COMMON STOCK
48020Q107
16228
101515
SH
SOLE
101515
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
168504
2551933
SH
SOLE
2549333
0
2600
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
2123
76934
SH
SOLE
76934
0
0
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
786
10533
SH
SOLE
10533
0
0
KELLOGG CO
COMMON STOCK
487836108
2409
33337
SH
SOLE
33337
0
0
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
3917
30766
SH
SOLE
30766
0
0
KINDER MORGAN INC
COMMON STOCK
49456B101
5419
363202
SH
SOLE
363202
0
0
KIRKLAND'S INC
COMMON STOCK
497498105
684
47200
SH
SOLE
47200
0
0
KKR & CO LP
COMMON STOCK
48248M102
440
28215
SH
SOLE
28215
0
0
KLA-TENCOR CORP
COMMON STOCK
482480100
885
12763
SH
SOLE
12763
0
0
KOHLS CORP
COMMON STOCK
500255104
214
4500
SH
SOLE
4500
0
0
KRAFT HEINZ CO/THE
COMMON STOCK
500754106
4354
59845
SH
SOLE
59845
0
0
KROGER CO
COMMON STOCK
501044101
5625
134472
SH
SOLE
134472
0
0
L-3 COMMUNICATIONS HOLDINGS
COMMON STOCK
502424104
963
8054
SH
SOLE
8054
0
0
LABORATORY CORP LYONS
CONVERTIBLE SECURITY
50540RAG7
1758
1060000
PRN
SOLE
1060
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
7059
57094
SH
SOLE
57094
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AL2
17
12000
PRN
SOLE
12
0
0
LAM RESEARCH CORP
COMMON STOCK
512807108
421
5300
SH
SOLE
5300
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
71994
55218000
PRN
SOLE
54484
0
734
LEGG MASON INC
COMMON STOCK
524901105
222
5660
SH
SOLE
5660
0
0
LENDINGCLUB
COMMON STOCK
52603A109
685
62000
SH
SOLE
62000
0
0
LENNAR CORP
COMMON STOCK
526057904
922
5125
SH
Call
SOLE
5125
0
0
LENNAR CORP
COMMON STOCK
526057104
3112
63637
SH
SOLE
61017
0
2620
LIBERTY
CONVERTIBLE SECURITY
530610AC8
190805
125976000
PRN
SOLE
125447
0
529
LIBERTY GLOBAL PLC
COMMON STOCK
G5480U104
55120
1301216
SH
SOLE
1119914
0
181302
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
76091
76540000
PRN
SOLE
76169
0
371
LIGAND PHARMACEUTICALS INC
CONVERTIBLE SECURITY
53220KAD0
10893
7000000
PRN
SOLE
7000
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
3662
72860
SH
SOLE
72860
0
0
LINKEDIN CORPORATION
COMMON STOCK
53578A108
5355
23790
SH
SOLE
23790
0
0
LINKEDIN CORPORATION
CONVERTIBLE SECURITY
53578AAB4
143476
135952000
PRN
SOLE
134800
0
1152
LIONS GATE ENTERTAINMENT CORP
COMMON STOCK
535919203
42829
1322293
SH
SOLE
1204242
0
118051
LIVE NATION ENTERTAINMENT INC
CONVERTIBLE SECURITY
538034AJ8
10215
10000000
PRN
SOLE
10000
0
0
LOCKHEED MARTIN CORP
COMMON STOCK
539830109
100526
462935
SH
SOLE
435162
0
27773
LOWE'S COMPANIES
COMMON STOCK
548661107
14043
184677
SH
SOLE
184677
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
4565
52536
SH
SOLE
52536
0
0
M/I HOMES INC
CONVERTIBLE SECURITY
55292PAB1
3974
4000000
PRN
SOLE
4000
0
0
MACERICH COMPANY
COMMON STOCK
554382101
1153
14289
SH
SOLE
14289
0
0
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
692
616000
PRN
SOLE
616
0
0
MACYS INC
COMMON STOCK
55616P104
916
26191
SH
SOLE
26191
0
0
MANPOWERGROUP INC
COMMON STOCK
56418H100
28222
334817
SH
SOLE
298941
0
35876
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1483
99000
SH
SOLE
99000
0
0
MARATHON OIL CP
COMMON STOCK
565849106
901
71547
SH
SOLE
71547
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
5379
103761
SH
SOLE
103761
0
0
MARKET VECTORS VIETNAM ETF
COMMON STOCK
57060U761
172
11622
SH
SOLE
11622
0
0
MARSH & MCLENNAN COS
COMMON STOCK
571748102
209
3770
SH
SOLE
3770
0
0
MASCO CORP
COMMON STOCK
574599106
14622
516670
SH
SOLE
516670
0
0
MASTERCARD INC
COMMON STOCK
57636Q104
164661
1691263
SH
SOLE
1592706
0
98557
MAXLINEAR INC
COMMON STOCK
57776J100
203
13800
SH
SOLE
13800
0
0
MCDONALD'S CORP
COMMON STOCK
580135101
27481
232617
SH
SOLE
232617
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK
582839106
1554
19681
SH
SOLE
19681
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AC9
17972
12500000
PRN
SOLE
12500
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
30367
27740000
PRN
SOLE
27501
0
239
MEDIVATION INC
COMMON STOCK
58501N101
6874
142210
SH
SOLE
142210
0
0
MEDNAX INC
COMMON STOCK
58502B106
251
3500
SH
SOLE
3500
0
0
MEDTRONIC PLC
COMMON STOCK
G5960L103
15104
196364
SH
SOLE
196364
0
0
MELLANOX TECHNOLOGIES LTD
COMMON STOCK
M51363113
17167
407386
SH
SOLE
287424
0
119962
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
24324
23053000
PRN
SOLE
22939
0
114
MERCADOLIBRE INC
CONVERTIBLE SECURITY
58733RAB8
16877
15040000
PRN
SOLE
15040
0
0
MERCK & CO
COMMON STOCK
58933Y105
85649
1621533
SH
SOLE
1619383
0
2150
MERITAGE CORP
CONVERTIBLE SECURITY
59001AAR3
11500
11635000
PRN
SOLE
11635
0
0
METLIFE INC
COMMON STOCK
59156R108
47340
981953
SH
SOLE
981953
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AD5
7756
7484000
PRN
SOLE
7209
0
275
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
35198
25071000
PRN
SOLE
25021
0
50
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
823
20544
SH
SOLE
20544
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
1773
38096
SH
SOLE
38096
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
3652
1914000
PRN
SOLE
1742
0
172
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
34141
23850000
PRN
SOLE
23661
0
189
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AV5
15367
10405000
PRN
SOLE
10405
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
2477
174935
SH
SOLE
174935
0
0
MICRON TECHNOLOGY INC
CONVERTIBLE SECURITY
595112AX1
6147
3850000
PRN
SOLE
3850
0
0
MICROSOFT CORP
COMMON STOCK
594918104
370959
6686349
SH
SOLE
6369762
0
316587
MOHAWK INDS INC
COMMON STOCK
608190104
2270
11985
SH
SOLE
11985
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
14203
9038000
PRN
SOLE
8979
0
59
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
53328
43872000
PRN
SOLE
43772
0
100
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
129415
2886159
SH
SOLE
2751137
0
135022
MONSANTO CO -NEW
COMMON STOCK
61166W101
8792
89242
SH
SOLE
89242
0
0
MORGAN STANLEY
COMMON STOCK
617446448
7319
230082
SH
SOLE
230082
0
0
MOSAIC CO
COMMON STOCK
61945C103
2114
76613
SH
SOLE
76613
0
0
MURPHY OIL CORP
COMMON STOCK
626717102
278
12381
SH
SOLE
12381
0
0
MYLAN NV
COMMON STOCK
N59465109
2340
43275
SH
SOLE
43275
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
1778
53093
SH
SOLE
53093
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAS7
5027
10000000
PRN
SOLE
10000
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAQ1
5057
10000000
PRN
SOLE
10000
0
0
NETFLIX INC
COMMON STOCK
64110L106
4867
42553
SH
SOLE
42553
0
0
NETSUITE INC
CONVERTIBLE SECURITY
64118QAB3
2488
2500000
PRN
SOLE
2500
0
0
NEW YORK CMTY TRUST V
CONVERTIBLE PREFERRED SECURITY
64944P307
1253
25365
SH
SOLE
22990
0
2375
NEWMONT MINING CORP
COMMON STOCK
651639106
1439
80002
SH
SOLE
80002
0
0
NEWPARK RESOURCES
CONVERTIBLE SECURITY
651718AC2
7032
7800000
PRN
SOLE
7800
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F846
15971
302300
SH
SOLE
302300
0
0
NEXTERA ENERGY INC
COMMON STOCK
65339F101
29488
283838
SH
SOLE
283838
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
72475
1326406
SH
SOLE
1318141
0
8265
NICE SYSTEMS LTD
COMMON STOCK
653656108
361
6300
SH
SOLE
6300
0
0
NIKE INC
COMMON STOCK
654106103
103750
1659994
SH
SOLE
1618398
0
41596
NOBLE CORP PLC
COMMON STOCK
G65431101
253
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
2195
66670
SH
SOLE
66670
0
0
NOKIA CP
COMMON STOCK
654902204
15444
2200000
SH
SOLE
2200000
0
0
NORFOLK SOTHN CORP
COMMON STOCK
655844108
2229
26351
SH
SOLE
26351
0
0
NORTHERN TRUST CORP
COMMON STOCK
665859104
231
3200
SH
SOLE
3200
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK
666807102
43716
231533
SH
SOLE
231533
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK
G66721104
463
7900
SH
SOLE
7900
0
0
NOVELLUS SYSTEMS INC
CONVERTIBLE SECURITY
670008AD3
21965
9298000
PRN
SOLE
9298
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
33030
24011000
PRN
SOLE
23892
0
119
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
172989
102972000
PRN
SOLE
102329
0
643
NXP SEMICONDUCT
CONVERTIBLE SECURITY
62952QAB6
60248
54563000
PRN
SOLE
54363
0
200
NXP SEMICONDUCTORS
COMMON STOCK
N6596X109
4465
53000
SH
SOLE
53000
0
0
NXSTAGE MEDICAL INC
COMMON STOCK
67072V103
552
25200
SH
SOLE
25200
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
34943
516831
SH
SOLE
516831
0
0
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
6979
5490000
PRN
SOLE
5144
0
346
OMNICOM GROUP INC
COMMON STOCK
681919106
365
4821
SH
SOLE
4821
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
66806
59794000
PRN
SOLE
59362
0
432
ORACLE CORP
COMMON STOCK
68389X105
39935
1093208
SH
SOLE
1093208
0
0
OTONOMY
COMMON STOCK
68906L105
280
10100
SH
SOLE
10100
0
0
P G & E CORP
COMMON STOCK
69331C108
3263
61345
SH
SOLE
61345
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK
695156109
3060
48533
SH
SOLE
12656
0
35877
PALO ALTO NETWORKS
CONVERTIBLE SECURITY
697435AB1
33992
20382000
PRN
SOLE
20382
0
0
PAYPAL HOLDINGS INC
COMMON STOCK
70450Y103
3953
109208
SH
SOLE
109208
0
0
PENTAIR PLC
COMMON STOCK
G7S00T104
1651
33337
SH
SOLE
33337
0
0
PEPSICO INC
COMMON STOCK
713448108
56931
569763
SH
SOLE
569763
0
0
PERRIGO CO PLC
COMMON STOCK
G97822103
16429
113535
SH
SOLE
102263
0
11272
PFIZER INC
COMMON STOCK
717081103
90772
2812034
SH
SOLE
2812034
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
46056
523900
SH
SOLE
523900
0
0
PHILLIPS 66
COMMON STOCK
718546104
8471
103561
SH
SOLE
103561
0
0
PHOTRONICS INC
CONVERTIBLE SECURITY
719405AH5
6756
5500000
PRN
SOLE
5500
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
5700
59800
SH
SOLE
59800
0
0
POLYONE CORP
COMMON STOCK
73179P106
488
15380
SH
SOLE
15380
0
0
PORTFOLIO RECOVERY ASSOCIATE
CONVERTIBLE SECURITY
73640QAB1
396
472000
PRN
SOLE
472
0
0
PPG INDUSTRIES INC
COMMON STOCK
693506107
3238
32766
SH
SOLE
32766
0
0
PPL CORP
COMMON STOCK
69351T106
1857
54422
SH
SOLE
54422
0
0
PRA GROUP INC
COMMON STOCK
69354N106
315
9080
SH
SOLE
9080
0
0
PRAXAIR INC
COMMON STOCK
74005P104
3677
35908
SH
SOLE
35908
0
0
PRECISION CASTPARTS CORP
COMMON STOCK
740189105
4675
20152
SH
SOLE
20152
0
0
PRICELINE GROUP INC/THE
CONVERTIBLE SECURITY
741503AX4
77965
77263000
PRN
SOLE
76625
0
638
PRICELINE GROUP INC/THE
COMMON STOCK
741503403
97787
76699
SH
SOLE
68521
0
8178
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AS5
36620
30739000
PRN
SOLE
30479
0
260
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
79002
55406000
PRN
SOLE
55276
0
130
PRINCIPAL FINANCIAL GROUP INC
COMMON STOCK
74251V102
2335
51918
SH
SOLE
51918
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
517
12600
SH
SOLE
12600
0
0
PROCTER & GAMBLE CO
COMMON STOCK
742718109
72551
913622
SH
SOLE
913622
0
0
PROGRESS SOFTWA
COMMON STOCK
743312100
449
18700
SH
SOLE
18700
0
0
PROGRESSIVE CORP, OHIO
COMMON STOCK
743315103
265
8340
SH
SOLE
8340
0
0
PROLOGIS INC
COMMON STOCK
74340W103
2463
57383
SH
SOLE
57383
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AB9
13058
7500000
PRN
SOLE
7500
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
148
155000
PRN
SOLE
155
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAQ5
1739
2000000
PRN
SOLE
2000
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAL6
2255
2300000
PRN
SOLE
2300
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAK8
4163
4176000
PRN
SOLE
4006
0
170
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
7856
96494
SH
SOLE
96494
0
0
PUBLIC SERVICE ENTERPRISE GROU
COMMON STOCK
744573106
2422
62595
SH
SOLE
62595
0
0
PVH CORP
COMMON STOCK
693656100
42423
576014
SH
SOLE
516996
0
59018
QIHOO 360 TECHNOLOGY
CONVERTIBLE SECURITY
74734MAE9
1480
1530000
PRN
SOLE
1530
0
0
QIHOO 360 TECHNOLOGY
CONVERTIBLE SECURITY
74734MAF6
19892
20585000
PRN
SOLE
20585
0
0
QLIK TECHNOLOGIES INC
COMMON STOCK
74733T105
13274
419270
SH
SOLE
338646
0
80624
QORVO INC
COMMON STOCK
74736K101
23171
455232
SH
SOLE
406628
0
48604
QUALCOMM INC
COMMON STOCK
747525103
17124
342578
SH
SOLE
342578
0
0
QUANTA SERVICES INC
COMMON STOCK
74762E102
7953
392760
SH
SOLE
230381
0
162379
QUEST DIAGNOSTC
COMMON STOCK
74834L100
1016
14286
SH
SOLE
14286
0
0
QUIDEL CORP
CONVERTIBLE SECURITY
74838JAA9
4882
5000000
PRN
SOLE
5000
0
0
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
11695
10000000
PRN
SOLE
10000
0
0
RAYTHEON CO
COMMON STOCK
755111507
59864
480717
SH
SOLE
414368
0
66349
REALOGY HOLDINGS CORP
COMMON STOCK
75605Y106
48974
1335523
SH
SOLE
1156531
0
178992
RED HAT INC
CONVERTIBLE SECURITY
756577AD4
58996
45022000
PRN
SOLE
44635
0
387
RED HAT INC
COMMON STOCK
756577102
64966
784513
SH
SOLE
712380
0
72133
RED ROBIN GOURMET BURGERS INC
COMMON STOCK
75689M101
838
13580
SH
SOLE
13580
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
2068
3809
SH
SOLE
3809
0
0
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
1953
203463
SH
SOLE
203463
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE SECURITY
75972AAA1
2593
3000000
PRN
SOLE
3000
0
0
REYNOLDS AMERICAN INC
COMMON STOCK
761713106
86681
1878255
SH
SOLE
1679200
0
199055
RIO TINTO PLC
COMMON STOCK
767204100
2002
68756
SH
SOLE
68756
0
0
ROBERT HALF INTL INC
COMMON STOCK
770323103
1122
23810
SH
SOLE
23810
0
0
ROSS STORES INC
COMMON STOCK
778296103
2050
38098
SH
SOLE
38098
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK
V7780T103
3498
34559
SH
SOLE
34559
0
0
ROYAL DUTCH SHELL PLC
COMMON STOCK
780259206
2388
52162
SH
SOLE
52162
0
0
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
1007
881000
PRN
SOLE
881
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
29037
28282000
PRN
SOLE
28215
0
67
RYDER SYS
COMMON STOCK
783549108
804
14149
SH
SOLE
14149
0
0
S & P 500 INDEX
COMMON STOCK
78462F953
26458
17067
SH
Put
SOLE
17067
0
0
SABRE CORP
COMMON STOCK
78573M104
45475
1625862
SH
SOLE
1454203
0
171659
SALESFORCE.COM INC
COMMON STOCK
79466L302
30759
392339
SH
SOLE
356692
0
35647
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
167235
129083000
PRN
SOLE
128257
0
826
SANDISK CORP
CONVERTIBLE SECURITY
80004CAF8
7833
7500000
PRN
SOLE
7500
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
129420
81971000
PRN
SOLE
81524
0
447
SCHLUMBERGER LTD
COMMON STOCK
806857108
90988
1304493
SH
SOLE
1205258
0
99235
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
5749
174577
SH
SOLE
174577
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
81170YAB5
3193
4000000
PRN
SOLE
4000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
35785
37906000
PRN
SOLE
37486
0
420
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
82486
63931000
PRN
SOLE
63574
0
357
SHIRE PLC
COMMON STOCK
82481R106
50839
247997
SH
SOLE
214049
0
33948
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
13605
14000000
PRN
SOLE
14000
0
0
SIGNATURE BANK
COMMON STOCK
82669G104
274
1785
SH
SOLE
1785
0
0
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
8186
42099
SH
SOLE
42099
0
0
SINA CORP
CONVERTIBLE SECURITY
82922RAD5
4855
5000000
PRN
SOLE
5000
0
0
SL GREEN REALTY CORP
COMMON STOCK
78440X101
203
1800
SH
SOLE
1800
0
0
SMITH (AO) CORP
COMMON STOCK
831865209
345
4500
SH
SOLE
4500
0
0
SOLARCITY
CONVERTIBLE SECURITY
83416TAC4
4031
5000000
PRN
SOLE
5000
0
0
SOUTHN COMPANY
COMMON STOCK
842587107
8048
172005
SH
SOLE
172005
0
0
SOUTHWEST AIRLINES
COMMON STOCK
844741108
6271
145630
SH
SOLE
145630
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK
845467909
272
1150
SH
Call
SOLE
1150
0
0
SOUTHWESTERN ENERGY CO
CONVERTIBLE PREFERRED SECURITY
845467208
23250
1253375
SH
SOLE
1249590
0
3785
SPDR TRUST SERIES 1
COMMON STOCK
78462F103
45170
221540
SH
SOLE
221540
0
0
SPECTRA ENERGY CORP
COMMON STOCK
847560109
2335
97529
SH
SOLE
97529
0
0
SPECTRANETICS
CONVERTIBLE SECURITY
84760CAA5
6079
8000000
PRN
SOLE
8000
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
10854
11320000
PRN
SOLE
11085
0
235
SPLUNK INC
COMMON STOCK
848637104
2202
37450
SH
SOLE
37450
0
0
ST JUDE MEDICAL INC
COMMON STOCK
790849103
3482
56371
SH
SOLE
56371
0
0
STAAR SURGICAL
COMMON STOCK
852312305
487
68200
SH
SOLE
68200
0
0
STANLEY BLACK & DECKER INC
COMMON STOCK
854502101
283
2655
SH
SOLE
2655
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502804
64383
551268
SH
SOLE
548528
0
2740
STARBUCKS CORP
COMMON STOCK
855244109
197185
3284771
SH
SOLE
3026381
0
258390
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAC9
4931
5000000
PRN
SOLE
5000
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
34104
33339000
PRN
SOLE
33014
0
325
STARWOOD WAYPOINT RESIDENTIAL
CONVERTIBLE SECURITY
85571WAD1
5004
5000000
PRN
SOLE
5000
0
0
STARWOOD WAYPOINT RESIDENTIAL
CONVERTIBLE SECURITY
85571WAB5
35538
38164000
PRN
SOLE
37790
0
374
STATE STREET CORP
COMMON STOCK
857477103
43203
651043
SH
SOLE
649843
0
1200
STERICYCLE INC
CONVERTIBLE PREFERRED SECURITY
858912207
32240
352118
SH
SOLE
349258
0
2860
STERIS PLC
COMMON STOCK
G84720104
3021
40095
SH
SOLE
40095
0
0
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
4345
6000000
PRN
SOLE
6000
0
0
STORAGE PROPERTIES
COMMON STOCK
74460D109
3504
14147
SH
SOLE
14147
0
0
STRYKER CORP
COMMON STOCK
863667101
105578
1135982
SH
SOLE
1072474
0
63508
SUNEDISON INC
CONVERTIBLE SECURITY
86732YAC3
4605
8450000
PRN
SOLE
8450
0
0
SUNPOWER CORP
COMMON STOCK
867652406
15733
524246
SH
SOLE
434743
0
89503
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
34255
26196000
PRN
SOLE
25946
0
250
SUNTRUST BANKS INC
COMMON STOCK
867914103
2448
57145
SH
SOLE
57145
0
0
SYMANTEC CORP
COMMON STOCK
871503108
1700
80956
SH
SOLE
80956
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
40874
40303000
PRN
SOLE
39702
0
601
SYNCHRONY FINANCIAL
COMMON STOCK
87165B103
10982
361119
SH
SOLE
361119
0
0
T ROWE PRICE
COMMON STOCK
74144T108
1838
25715
SH
SOLE
25715
0
0
TABLEAU SOFTWARE INC
COMMON STOCK
87336U105
26119
277209
SH
SOLE
250588
0
26621
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
35628
21265000
PRN
SOLE
21265
0
0
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
29892
16235000
PRN
SOLE
16059
0
176
TAL EDUCATION GROUP
CONVERTIBLE SECURITY
874080AB0
9565
5250000
PRN
SOLE
5250
0
0
TARGET CORP
COMMON STOCK
87612E106
829
11416
SH
SOLE
11416
0
0
TD AMERITRADE HOLDING CORP
COMMON STOCK
87236Y108
250
7200
SH
SOLE
7200
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
48920
757155
SH
SOLE
682315
0
74840
TERADATA CORP
COMMON STOCK
88076W103
503
19048
SH
SOLE
19048
0
0
TERADYNE INC
COMMON STOCK
880770102
211
10200
SH
SOLE
10200
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
16950
18030000
PRN
SOLE
18030
0
0
TESLA MOTORS INC
COMMON STOCK
88160R101
40211
167538
SH
SOLE
151335
0
16203
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
158000
171706000
PRN
SOLE
170214
0
1492
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
3367
2150000
PRN
SOLE
2150
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
7766
141696
SH
SOLE
141696
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
11089
78175
SH
SOLE
78175
0
0
TIME WARNER CABLE
COMMON STOCK
88732J207
3946
21262
SH
SOLE
21262
0
0
TIME WARNER INC
COMMON STOCK
887317303
5868
90743
SH
SOLE
90743
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
14397
203035
SH
SOLE
203035
0
0
T-MOBILE US INC
COMMON STOCK
872590104
55070
1407716
SH
SOLE
1244926
0
162790
T-MOBILE US INC
CONVERTIBLE PREFERRED SECURITY
872590203
62376
921224
SH
SOLE
916949
0
4275
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
10399
10280000
PRN
SOLE
10054
0
226
TOPBUILD
COMMON STOCK
89055F103
1538
49999
SH
SOLE
49999
0
0
TOTAL SA
COMMON STOCK
89151E109
1915
42597
SH
SOLE
42597
0
0
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
3078
27276
SH
SOLE
27276
0
0
TRIMBLE NAVIGATION LTD
COMMON STOCK
896239100
2660
124000
SH
SOLE
124000
0
0
TRIPADVISOR INC
COMMON STOCK
896945201
1871
21951
SH
SOLE
21951
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
4512
5000000
PRN
SOLE
5000
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
5653
208152
SH
SOLE
208152
0
0
TWITTER INC
CONVERTIBLE SECURITY
90184LAB8
32349
38068000
PRN
SOLE
37911
0
157
TWITTER INC
CONVERTIBLE SECURITY
90184LAD4
53042
63597000
PRN
SOLE
63507
0
90
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
70319
1158853
SH
SOLE
1147823
0
11030
UNDER ARMOUR INC
COMMON STOCK
904311107
1339
16616
SH
SOLE
16616
0
0
UNION PACIFIC CORP
COMMON STOCK
907818108
37571
480449
SH
SOLE
480449
0
0
UNITED CONTINENTAL HOLDINGS IN
COMMON STOCK
910047109
2402
41921
SH
SOLE
41921
0
0
UNITED PARCEL SERVICE
COMMON STOCK
911312106
115598
1201268
SH
SOLE
1127512
0
73756
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
43751
455411
SH
SOLE
455411
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
10444
88777
SH
SOLE
88777
0
0
UNIVERSAL HEALTH SVCS
COMMON STOCK
913903100
220
1840
SH
SOLE
1840
0
0
UNUMPROVIDENT CORP
COMMON STOCK
91529Y106
326
9790
SH
SOLE
9790
0
0
US BANCORP
COMMON STOCK
902973304
7834
183590
SH
SOLE
183590
0
0
US ECOLOGY INC
COMMON STOCK
91732J102
445
12200
SH
SOLE
12200
0
0
VALERO ENERGY
COMMON STOCK
91913Y100
3753
53078
SH
SOLE
53078
0
0
VANGUARD FTSE EUROPE
COMMON STOCK
922042874
1067
21400
SH
SOLE
21400
0
0
VANTIV INC
COMMON STOCK
92210H105
5234
110370
SH
SOLE
35529
0
74841
VCA INC
COMMON STOCK
918194101
12783
232415
SH
SOLE
232415
0
0
VEEVA SYSTEMS
COMMON STOCK
922475108
9638
334056
SH
SOLE
334056
0
0
VENTAS INC
COMMON STOCK
92276F100
1747
30955
SH
SOLE
30955
0
0
VERIFONE SYSTEMS INC
COMMON STOCK
92342Y109
39723
1417668
SH
SOLE
1291134
0
126534
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
14695
15555000
PRN
SOLE
15062
0
493
VERIZON COMM
COMMON STOCK
92343V104
31822
688484
SH
SOLE
688484
0
0
VIACOM INC
COMMON STOCK
92553P201
1540
37417
SH
SOLE
37417
0
0
VIAVI SOLUTIONS INC
CONVERTIBLE SECURITY
46612JAF8
14080
15000000
PRN
SOLE
15000
0
0
VIDEOCON D2H LIMITED
COMMON STOCK
92657J101
182
20500
SH
SOLE
20500
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
15881
15000000
PRN
SOLE
15000
0
0
VISA INC
COMMON STOCK
92826C839
59856
771841
SH
SOLE
771841
0
0
VITAMIN SHOPPE INC
COMMON STOCK
92849E101
451
13800
SH
SOLE
13800
0
0
VODAFONE GROUP PLC
COMMON STOCK
92857W908
453
1750
SH
Call
SOLE
1750
0
0
VORNADO REALTY TRUST
COMMON STOCK
929042109
3059
30604
SH
SOLE
30604
0
0
WABCO HOLDINGS INC
COMMON STOCK
92927K102
39037
381741
SH
SOLE
348561
0
33180
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK
931427108
114838
1348573
SH
SOLE
1284538
0
64035
WAL-MART STORES INC
COMMON STOCK
931142103
14464
235949
SH
SOLE
235949
0
0
WALTER INVESTMENT MANAGEMENT
CONVERTIBLE SECURITY
93317WAA0
5671
8735000
PRN
SOLE
8735
0
0
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
1579
825000
PRN
SOLE
825
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
203230
3738600
SH
SOLE
3682459
0
56141
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
60942
52401
SH
SOLE
51790
0
611
WELLTOWER INC
COMMON STOCK
95040Q104
2382
35015
SH
SOLE
35015
0
0
WELLTOWER INC
CONVERTIBLE PREFERRED SECURITY
95040Q203
35050
575447
SH
SOLE
573057
0
2390
WESTERN DIGITAL CORP
COMMON STOCK
958102105
37800
629477
SH
SOLE
571614
0
57863
WEYERHAEUSER CO
CONVERTIBLE PREFERRED SECURITY
962166872
24989
497000
SH
SOLE
497000
0
0
WHIRLPOOL CORP
COMMON STOCK
963320106
11253
76621
SH
SOLE
76621
0
0
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
2605
77770
SH
SOLE
77770
0
0
WILLIAMS CO.
COMMON STOCK
969457100
935
36388
SH
SOLE
36388
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK
97717P104
1077
68700
SH
SOLE
68700
0
0
WORKDAY INC
COMMON STOCK
98138H101
33218
416897
SH
SOLE
372006
0
44891
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
73952
64125000
PRN
SOLE
63494
0
631
WORKDAY INC
CONVERTIBLE SECURITY
98138HAD3
20154
16825000
PRN
SOLE
16676
0
149
WORKIVA
COMMON STOCK
98139A105
541
30800
SH
SOLE
30800
0
0
WPX ENERGY
CONVERTIBLE PREFERRED SECURITY
98212B202
7543
240000
SH
SOLE
240000
0
0
WR BERKLEY CORP
COMMON STOCK
084423102
362
6605
SH
SOLE
6605
0
0
XCEL ENERGY INC
COMMON STOCK
98389B100
1539
42860
SH
SOLE
42860
0
0
XILINX INC
COMMON STOCK
983919101
416
8850
SH
SOLE
8850
0
0
XILINX INC
COMMON STOCK
983919901
1563
11275
SH
Call
SOLE
11275
0
0
XILINX INC
CONVERTIBLE SECURITY
983919AF8
9675
5895000
PRN
SOLE
5895
0
0
XYLEM INC
COMMON STOCK
98419M100
210
5740
SH
SOLE
5740
0
0
YAHOO! INC
COMMON STOCK
984332106
2456
73833
SH
SOLE
73833
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
71667
73157000
PRN
SOLE
72570
0
587
YANDEX NV
COMMON STOCK
N97284108
3347
212900
SH
SOLE
212900
0
0
YANDEX NV
CONVERTIBLE SECURITY
98474TAB3
14393
16601000
PRN
SOLE
16601
0
0
YELP INC
COMMON STOCK
985817105
576
20000
SH
SOLE
0
0
20000
YUM! BRANDS INC
COMMON STOCK
988498101
5650
77347
SH
SOLE
77347
0
0
ZAYO GROUP HOLDINGS INC
COMMON STOCK
98919V105
3278
123285
SH
SOLE
123285
0
0
ZELTIQ AESTHETICS
COMMON STOCK
98933Q108
519
18190
SH
SOLE
18190
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK
98956P102
42396
413260
SH
SOLE
412560
0
700
ZOETIS
COMMON STOCK
98978V103
94566
1973418
SH
SOLE
1770911
0
202507
ACORDA THERAPEUTICS INC
CONVERTIBLE SECURITY
00484MAA4
58
50000
PRN
OTR
1
28
0
0
ARES CAPITAL CORP
CONVERTIBLE SECURITY
04010LAJ2
75
75000
PRN
OTR
1
135
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE SECURITY
09061GAE1
27
21000
PRN
OTR
1
535
0
0
CALATLANTIC GROUP INC
CONVERTIBLE SECURITY
85375CBC4
78
70000
PRN
OTR
1
42
0
0
EMERGENT BIOSOLUTIONS INC
CONVERTIBLE SECURITY
29089QAB1
58
42000
PRN
OTR
1
30
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
45
10000
PRN
OTR
1
75
0
0
GREENBRIER COMPANIES
CONVERTIBLE SECURITY
393657AH4
25
23000
PRN
OTR
1
490
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AG6
49
38000
PRN
OTR
1
23
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
30
13000
PRN
OTR
1
565
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
39
18000
PRN
OTR
1
1220
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
51
39000
PRN
OTR
1
13
0
0
INTEGRATED DEVICE TECHNOLOGY
CONVERTIBLE SECURITY
458118AB2
21
20000
PRN
OTR
1
660
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
100
60000
PRN
OTR
1
49
0
0
ISIS PHARMACEUT
CONVERTIBLE SECURITY
464337AJ3
32
28000
PRN
OTR
1
465
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AM0
35
28000
PRN
OTR
1
1095
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
98
75000
PRN
OTR
1
47
0
0
LIBERTY
CONVERTIBLE SECURITY
530610AC8
45
30000
PRN
OTR
1
21
0
0
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
60
60000
PRN
OTR
1
39
0
0
LINKEDIN CORPORATION
CONVERTIBLE SECURITY
53578AAB4
127
120000
PRN
OTR
1
165
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
43
39000
PRN
OTR
1
50
0
0
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
26
18000
PRN
OTR
1
75
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
47
39000
PRN
OTR
1
100
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
34
25000
PRN
OTR
1
1065
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
134
80000
PRN
OTR
1
60
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
51
46000
PRN
OTR
1
18
0
0
PRICELINE GROUP INC/THE
CONVERTIBLE SECURITY
741503AX4
136
135000
PRN
OTR
1
65
0
0
RED HAT INC
CONVERTIBLE SECURITY
756577AD4
55
42000
PRN
OTR
1
28
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
130
100000
PRN
OTR
1
32
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
95
60000
PRN
OTR
1
60
0
0
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CONVERTIBLE SECURITY
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52
55000
PRN
OTR
1
60
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
49
38000
PRN
OTR
1
10
0
0
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CONVERTIBLE SECURITY
85571WAB5
46
49000
PRN
OTR
1
70
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
61
47000
PRN
OTR
1
18
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
61
60000
PRN
OTR
1
39
0
0
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
59
32000
PRN
OTR
1
120
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
26
28000
PRN
OTR
1
550
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
152
165000
PRN
OTR
1
19
0
0
TWITTER INC
CONVERTIBLE SECURITY
90184LAD4
50
60000
PRN
OTR
1
38
0
0
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
75
65000
PRN
OTR
1
46
0
0
WORKDAY INC
CONVERTIBLE SECURITY
98138HAD3
23
19000
PRN
OTR
1
350
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
34
35000
PRN
OTR
1
620
0
0