0000950123-16-018536.txt : 20160726
0000950123-16-018536.hdr.sgml : 20160726
20160726143331
ACCESSION NUMBER: 0000950123-16-018536
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160726
DATE AS OF CHANGE: 20160726
EFFECTIVENESS DATE: 20160726
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: 161784104
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
06-30-2016
06-30-2016
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
07-26-2016
0
612
14254542
false
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ADTRAN INC
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CHINA BIOLOGIC PRODUCTS INC
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CHIPOTLE MEXICAN GRILL INC
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CHUBB LTD
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CINCINNATI FINANCIAL CORP
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CISCO SYSTEMS INC
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CITIGROUP INC
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CITRIX SYSTEMS INC
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CMS ENERGY CORP
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COACH INC
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COLONY FINANCIAL INC
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COMPANHIA DE BEBIDAS
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CONAGRA FOODS INC
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CORNERSTONE ONDEMAND INC
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COSTAR GRP INC
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COSTCO WHOLESALE CORP
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CRITEO SA
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CROWN CASTLE INTL CORP
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CSX CORPORATION
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CTRIP.COM INTL LTD
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CVS HEALTH CORP
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DANAHER CORP
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DANAHER CORP
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DARDEN RESTAURANTS INC
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DAVITA HEALTHCARE PARTNERS INC
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DEXCOM INC
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0
DIGITAL REALTY TRUST INC
COMMON STOCK
253868103
213
1950
SH
SOLE
1950
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
12362
230680
SH
SOLE
230680
0
0
DISCOVERY COMMUNICATIONS
COMMON STOCK
25470F302
606
25406
SH
SOLE
25406
0
0
DISCOVERY COMMUNICATIONS INC
COMMON STOCK
25470F104
641
25407
SH
SOLE
25407
0
0
DISNEY WALT CO
COMMON STOCK
254687106
68862
703971
SH
SOLE
703107
0
864
DOLBY LABORATORIES INC
COMMON STOCK
25659T107
19638
410400
SH
SOLE
355947
0
54453
DOLLAR GENERAL
COMMON STOCK
256677105
76363
812371
SH
SOLE
717141
0
95230
DOLLAR TREE
COMMON STOCK
256746108
28225
299499
SH
SOLE
259423
0
40076
DOMINION RESOURCES INC VA
COMMON STOCK
25746U109
4416
56662
SH
SOLE
56662
0
0
DOMINION RESOURCES INC VA
CONVERTIBLE PREFERRED SECURITY
25746U869
62782
1211080
SH
SOLE
1209140
0
1940
DOW CHEMICAL CO
COMMON STOCK
260543103
31160
626828
SH
SOLE
626828
0
0
DRIL-QUIP
COMMON STOCK
262037104
345
5900
SH
SOLE
5900
0
0
DST SYSTEMS INC
COMMON STOCK
233326107
227
1950
SH
SOLE
1950
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
12503
145737
SH
SOLE
145737
0
0
DUPONT DE NEMOUR & CO
COMMON STOCK
263534109
13845
213656
SH
SOLE
213656
0
0
DYNEGY INC
CONVERTIBLE PREFERRED SECURITY
26817R405
5386
50000
SH
SOLE
50000
0
0
E TRADE GROUP
COMMON STOCK
269246401
23464
998899
SH
SOLE
910316
0
88583
EASTMAN CHEM CO
COMMON STOCK
277432100
690
10162
SH
SOLE
10162
0
0
EATON CORP PLC
COMMON STOCK
G29183103
29963
501649
SH
SOLE
501649
0
0
EBAY INC
COMMON STOCK
278642103
2728
116521
SH
SOLE
116521
0
0
EDISON INTL
COMMON STOCK
281020107
4211
54211
SH
SOLE
54211
0
0
EDWARDS LIFESCI
COMMON STOCK
28176E108
2841
28490
SH
SOLE
28490
0
0
ELECTRONICS FOR IMAGING INC
CONVERTIBLE SECURITY
286082AC6
13159
12270000
PRN
SOLE
12142
0
128
ELI LILLY & CO
COMMON STOCK
532457108
34085
432822
SH
SOLE
432822
0
0
EMC CORP-MASS
COMMON STOCK
268648102
5494
202200
SH
SOLE
202200
0
0
EMERGENT BIOSOLUTIONS INC
CONVERTIBLE SECURITY
29089QAB1
43472
38369000
PRN
SOLE
38254
0
115
EMERSON ELECTRIC CO
COMMON STOCK
291011104
3647
69923
SH
SOLE
69923
0
0
ENERGY XXI BERMUDA
CONVERTIBLE SECURITY
29274UAB7
75
22500000
PRN
SOLE
22500
0
0
ENTERGY CORP
COMMON STOCK
29364G103
1984
24391
SH
SOLE
24391
0
0
ENVESTNET INC
CONVERTIBLE SECURITY
29404KAA4
4548
5000000
PRN
SOLE
5000
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK
29413U103
33490
1320081
SH
SOLE
1131987
0
188094
EOG RESOURCES INC
COMMON STOCK
26875P101
36173
433622
SH
SOLE
432662
0
960
EQT CORP
COMMON STOCK
26884L109
2203
28457
SH
SOLE
28457
0
0
EQUITY RESIDENTIAL
COMMON STOCK
29476L107
2844
41292
SH
SOLE
41292
0
0
EURONET WORLDWIDE INC
CONVERTIBLE SECURITY
298736AH2
40734
35680000
PRN
SOLE
35680
0
0
EVERCORE PARTNERS INC
COMMON STOCK
29977A105
23948
541929
SH
SOLE
480266
0
61663
EVERSOURCE ENERGY
COMMON STOCK
30040W108
1217
20325
SH
SOLE
20325
0
0
EXELON CORP
COMMON STOCK
30161N101
3564
98033
SH
SOLE
98033
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
82558
1673256
SH
SOLE
1670566
0
2690
EXPEDIA INC
COMMON STOCK
30212P303
18923
178011
SH
SOLE
153688
0
24323
EXPEDITORS INTL WASHINGTON INC
COMMON STOCK
302130109
1570
32009
SH
SOLE
32009
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
8212
108338
SH
SOLE
108338
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
137491
1466730
SH
SOLE
1465855
0
875
F5 NETWORKSINC
COMMON STOCK
315616102
2603
22865
SH
SOLE
22865
0
0
FACEBOOK INC
COMMON STOCK
30303M102
217753
1905437
SH
SOLE
1766962
0
138475
FEDEX CORP
COMMON STOCK
31428X106
5815
38312
SH
SOLE
38312
0
0
FIAT CHRYSLR AUT NV
CONVERTIBLE PREFERRED SECURITY
N31738110
22636
377862
SH
SOLE
375922
0
1940
FIDELITY NL FIN
CONVERTIBLE SECURITY
31620RAE5
1127
551000
PRN
SOLE
551
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
1966
111781
SH
SOLE
111781
0
0
FINISAR CORP
COMMON STOCK
31787A507
2406
137429
SH
SOLE
136179
0
1250
FINISAR CORP
CONVERTIBLE SECURITY
31787AAM3
23549
24408000
PRN
SOLE
24362
0
46
FIREEYE
COMMON STOCK
31816Q101
31091
1887759
SH
SOLE
1656743
0
231016
FIREEYE SERIES A
CONVERTIBLE SECURITY
31816QAB7
20470
22926000
PRN
SOLE
22841
0
85
FIREEYE SERIES B
CONVERTIBLE SECURITY
31816QAD3
25168
29106000
PRN
SOLE
29054
0
52
FIRST CASH FINL SVCS INC
COMMON STOCK
31942D107
4455
86800
SH
SOLE
86800
0
0
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
18792
268500
SH
SOLE
268500
0
0
FIRSTENERGY CORP
COMMON STOCK
337932107
1774
50811
SH
SOLE
50811
0
0
FISERV INC
COMMON STOCK
337738108
7137
65642
SH
SOLE
65642
0
0
FLIR SYSTEMS INC
COMMON STOCK
302445101
207
6700
SH
SOLE
6700
0
0
FLUOR CORP-NEW
COMMON STOCK
343412102
1653
33534
SH
SOLE
33534
0
0
FORD MOTOR CO
COMMON STOCK
345370860
14922
1187102
SH
SOLE
1187102
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
5494
6000000
PRN
SOLE
6000
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
31717
547133
SH
SOLE
503034
0
44099
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
1646
49313
SH
SOLE
49313
0
0
FRANK'S INTERNATIONAL NV
COMMON STOCK
N33462107
224
15300
SH
SOLE
15300
0
0
FREEPORT-MCMORAN INC
COMMON STOCK
35671D857
1988
178433
SH
SOLE
178433
0
0
FRONTIER COMMUNICATIONS CORP
CONVERTIBLE PREFERRED SECURITY
35906A207
35355
372865
SH
SOLE
371700
0
1165
FXCM INC
CONVERTIBLE SECURITY
302693AB2
352
1000000
PRN
SOLE
1000
0
0
GAP INC
COMMON STOCK
364760108
668
31503
SH
SOLE
31503
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
4849
34823
SH
SOLE
34823
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
152141
4832954
SH
SOLE
4827954
0
5000
GENERAL GROWTH PROPERTIES
COMMON STOCK
370023103
236
7900
SH
SOLE
7900
0
0
GENERAL MILLS INC
COMMON STOCK
370334104
4682
65643
SH
SOLE
65643
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
6317
223229
SH
SOLE
223229
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
924
88470
SH
SOLE
88470
0
0
GENERAL MOTORS CO
WARRANTS
37045V118
1630
88470
SH
SOLE
88470
0
0
GENPACT LTD
COMMON STOCK
G3922B107
6348
236495
SH
SOLE
236495
0
0
GENTEX CORP
COMMON STOCK
371901109
216
14000
SH
SOLE
14000
0
0
GENTHERM INC
COMMON STOCK
37253A103
346
10115
SH
SOLE
10115
0
0
GENUINE PARTS CO
COMMON STOCK
372460105
263
2600
SH
SOLE
2600
0
0
GILEAD SCIENCES INC
COMMON STOCK
375558103
60341
723334
SH
SOLE
722384
0
950
GLOBAL X FTSE GREECE 20
COMMON STOCK
37950E366
5393
745894
SH
SOLE
495894
0
250000
GOGO INC
COMMON STOCK
38046C109
177
21090
SH
SOLE
21090
0
0
GOLDMAN SACHS
COMMON STOCK
38141G104
10238
68909
SH
SOLE
68909
0
0
GRAPHIC PACKAGING HOLDING CO
COMMON STOCK
388689101
176
14050
SH
SOLE
14050
0
0
GREENBRIER COMPANIES
CONVERTIBLE SECURITY
393657AH4
15260
14335000
PRN
SOLE
14279
0
56
GTT COMMUNICATIONS INC
COMMON STOCK
362393100
357
19300
SH
SOLE
19300
0
0
HALLIBURTON CO
COMMON STOCK
406216101
4837
106805
SH
SOLE
106805
0
0
HARRIS CORP
COMMON STOCK
413875105
22589
270726
SH
SOLE
239591
0
31135
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
3219
72531
SH
SOLE
72531
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
2630
3000000
PRN
SOLE
3000
0
0
HELMERICH & PAYNE INC
COMMON STOCK
423452101
682
10162
SH
SOLE
10162
0
0
HERSHEY FOODS CORP
COMMON STOCK
427866108
1615
14230
SH
SOLE
14230
0
0
HESS CORP
COMMON STOCK
42809H107
1787
29733
SH
SOLE
29733
0
0
HEWLETT PACKARD ENTERPRISE CO
COMMON STOCK
42824C109
4493
245935
SH
SOLE
245935
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
7953
6201000
PRN
SOLE
6201
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AG6
60856
49873000
PRN
SOLE
49659
0
214
HOME DEPOT
COMMON STOCK
437076102
173378
1357802
SH
SOLE
1280922
0
76880
HONEYWELL INTL
COMMON STOCK
438516106
54563
469075
SH
SOLE
469075
0
0
HORIZON PHARMA PLC
CONVERTIBLE SECURITY
44052TAB7
11390
12500000
PRN
SOLE
12500
0
0
HOST HOTELS & RESORTS INC
COMMON STOCK
44107P104
1623
100151
SH
SOLE
100151
0
0
HP INC
COMMON STOCK
40434L105
3086
245935
SH
SOLE
245935
0
0
HUBBELL INC
COMMON STOCK
443510607
225
2135
SH
SOLE
2135
0
0
ICICI BANK LTD
COMMON STOCK
45104G104
105
14625
SH
SOLE
14625
0
0
IGI LABORATORIES INC
CONVERTIBLE SECURITY
449575AB5
3590
4000000
PRN
SOLE
4000
0
0
ILL TOOL WORKS INC
COMMON STOCK
452308109
4562
43800
SH
SOLE
43800
0
0
ILLUMINA INC
COMMON STOCK
452327109
9154
65212
SH
SOLE
64732
0
480
ILLUMINA INC
CONVERTIBLE SECURITY
452327AH2
19474
19497000
PRN
SOLE
19368
0
129
ILLUMINA INC
CONVERTIBLE SECURITY
452327AF6
19797
20308000
PRN
SOLE
20308
0
0
IMAX CORP
COMMON STOCK
45245E109
33181
1125559
SH
SOLE
953074
0
172485
IMS HEALTH HOLDINGS INC
COMMON STOCK
44970B109
22985
906337
SH
SOLE
761555
0
144782
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
6058
3649000
PRN
SOLE
3608
0
41
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAN2
8366
4960000
PRN
SOLE
4960
0
0
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
11180
9500000
PRN
SOLE
9500
0
0
INGERSOLL-RAND PLC
COMMON STOCK
G47791101
226
3550
SH
SOLE
3550
0
0
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
3618
3804000
PRN
SOLE
3804
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
26080
17500000
PRN
SOLE
17500
0
0
INTEGRATED DEVICE TECHNOLOGY
CONVERTIBLE SECURITY
458118AB2
9691
10000000
PRN
SOLE
10000
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
10590
8228000
PRN
SOLE
8228
0
0
INTEL CORP
COMMON STOCK
458140100
21762
663464
SH
SOLE
663464
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
116670
71529000
PRN
SOLE
71237
0
292
INTERCONTINENTAL EXCHANGE INC
COMMON STOCK
45866F104
77261
301848
SH
SOLE
272578
0
29270
INTERPUBLIC GROUP OF COS
COMMON STOCK
460690100
847
36654
SH
SOLE
36654
0
0
INTERXION HOLDING NV
COMMON STOCK
N47279109
34779
943039
SH
SOLE
795526
0
147513
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
16924
111504
SH
SOLE
111504
0
0
INTUIT
COMMON STOCK
461202103
29077
260525
SH
SOLE
226181
0
34344
INTUITIVE SURGICAL INC
COMMON STOCK
46120E902
702
110
SH
Call
SOLE
110
0
0
INTUITIVE SURGICAL INC
COMMON STOCK
46120E602
35101
53070
SH
SOLE
47024
0
6046
INVESCO LTD
COMMON STOCK
G491BT108
1946
76212
SH
SOLE
76212
0
0
IRONWOOD PHARMACEUTICALS INC
CONVERTIBLE SECURITY
46333XAD0
29422
28467000
PRN
SOLE
28415
0
52
ISHARES DJ SELECT DVD
COMMON STOCK
464287168
1678
19674
SH
SOLE
0
0
19674
ISHARES EDGE MSCI MIN VOL EAFE
COMMON STOCK
46429B689
1610
24255
SH
SOLE
0
0
24255
ISHARES MSCI EMERGING MKTS IND
COMMON STOCK
464287234
1082
31497
SH
SOLE
31497
0
0
ISHARES S&P 500 INDEX FUND
COMMON STOCK
464287200
1830
8693
SH
SOLE
0
0
8693
ISIS PHARMACEUT
CONVERTIBLE SECURITY
464337AJ3
12373
17500000
PRN
SOLE
17500
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
1376
27628
SH
SOLE
27628
0
0
JANUS CAPITAL GROUP FUNDS
CONVERTIBLE SECURITY
47102XAH8
1973
1438000
PRN
SOLE
1438
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
16831
119104
SH
SOLE
104664
0
14440
JAZZ PHARMACEUTICLS
CONVERTIBLE SECURITY
472145AB7
9668
9015000
PRN
SOLE
9015
0
0
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
2319
2288000
PRN
SOLE
2288
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK
477143101
277
16700
SH
SOLE
16700
0
0
JNJ (ALZA CP)
CONVERTIBLE SECURITY
02261WAB5
2209
1326000
PRN
SOLE
1326
0
0
JOHNSON & JOHNSON
COMMON STOCK
478160104
137274
1131694
SH
SOLE
1129624
0
2070
JOHNSON CONTROLS INC
COMMON STOCK
478366107
39776
898698
SH
SOLE
781627
0
117071
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
161453
2598213
SH
SOLE
2595613
0
2600
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
1834
81555
SH
SOLE
81555
0
0
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
1013
11239
SH
SOLE
11239
0
0
KELLOGG CO
COMMON STOCK
487836108
2904
35568
SH
SOLE
35568
0
0
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
4513
32825
SH
SOLE
32825
0
0
KINDER MORGAN INC
COMMON STOCK
49456B101
7247
387101
SH
SOLE
387101
0
0
KKR & CO LP
COMMON STOCK
48248M102
1661
134578
SH
SOLE
134578
0
0
KRAFT HEINZ CO/THE
COMMON STOCK
500754106
5650
63852
SH
SOLE
63852
0
0
KROGER CO
COMMON STOCK
501044101
4971
135129
SH
SOLE
135129
0
0
L-3 COMMUNICATIONS HOLDINGS
COMMON STOCK
502424104
1261
8596
SH
SOLE
8596
0
0
LABORATORY CORP LYONS
CONVERTIBLE SECURITY
50540RAG7
1846
1057000
PRN
SOLE
1057
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
6497
49876
SH
SOLE
49876
0
0
LAM RESEARCH CORP
COMMON STOCK
512807908
2615
3463
SH
Call
SOLE
3463
0
0
LAM RESEARCH CORP
COMMON STOCK
512807108
23610
280875
SH
SOLE
277690
0
3185
LENNAR CORP
COMMON STOCK
526057904
434
855
SH
Call
SOLE
855
0
0
LENNAR CORP
COMMON STOCK
526057104
900
19513
SH
SOLE
19513
0
0
LIBERTY
CONVERTIBLE SECURITY
530610AC8
72678
63639000
PRN
SOLE
63363
0
276
LIBERTY GLOBAL PLC
COMMON STOCK
G5480U104
14002
481840
SH
SOLE
400146
0
81694
LIBERTY LILAC GROUP
COMMON STOCK
G5480U138
4732
146690
SH
SOLE
124980
0
21710
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
75789
76222000
PRN
SOLE
76029
0
193
LIGAND PHARMACEUTICALS INC
CONVERTIBLE SECURITY
53220KAD0
11855
7000000
PRN
SOLE
7000
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
3014
77735
SH
SOLE
77735
0
0
LINKEDIN CORPORATION
CONVERTIBLE SECURITY
53578AAB4
64870
65668000
PRN
SOLE
65164
0
504
LIVANOVA PLC
COMMON STOCK
G5509L101
3591
71500
SH
SOLE
71500
0
0
LIVE NATION ENTERTAINMENT INC
CONVERTIBLE SECURITY
538034AJ8
10077
10000000
PRN
SOLE
10000
0
0
LOCKHEED MARTIN CORP
COMMON STOCK
539830109
79845
321735
SH
SOLE
295196
0
26539
LOWE'S COMPANIES
COMMON STOCK
548661107
37008
467444
SH
SOLE
467444
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
4166
55973
SH
SOLE
55973
0
0
M/I HOMES INC
CONVERTIBLE SECURITY
55292PAB1
3922
4000000
PRN
SOLE
4000
0
0
MACERICH COMPANY
COMMON STOCK
554382101
1302
15248
SH
SOLE
15248
0
0
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
670
584000
PRN
SOLE
584
0
0
MACYS INC
COMMON STOCK
55616P104
939
27944
SH
SOLE
27944
0
0
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1353
99000
SH
SOLE
99000
0
0
MARATHON OIL CP
COMMON STOCK
565849106
915
60970
SH
SOLE
60970
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
4193
110459
SH
SOLE
110459
0
0
MASCO CORP
COMMON STOCK
574599106
43282
1398911
SH
SOLE
1281802
0
117109
MASTERCARD INC
COMMON STOCK
57636Q104
56772
644700
SH
SOLE
643740
0
960
MCDONALD'S CORP
COMMON STOCK
580135101
28774
239106
SH
SOLE
239106
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK
582839106
1906
20998
SH
SOLE
20998
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AE5
8858
7500000
PRN
SOLE
7500
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
29769
27465000
PRN
SOLE
27277
0
188
MEDTRONIC PLC
COMMON STOCK
G5960L103
36114
416207
SH
SOLE
416207
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
12482
11500000
PRN
SOLE
11500
0
0
MERCADOLIBRE INC
CONVERTIBLE SECURITY
58733RAB8
18502
14640000
PRN
SOLE
14640
0
0
MERCK & CO
COMMON STOCK
58933Y105
74608
1295052
SH
SOLE
1292902
0
2150
MERITAGE CORP
CONVERTIBLE SECURITY
59001AAR3
11611
11635000
PRN
SOLE
11635
0
0
METLIFE INC
COMMON STOCK
59156R108
39483
991284
SH
SOLE
991284
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AD5
2727
2628000
PRN
SOLE
2518
0
110
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
1085
21920
SH
SOLE
21920
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
2063
40647
SH
SOLE
40647
0
0
MICROCHP TECH
CONVERTIBLE SECURITY
595017AD6
91941
82885000
PRN
SOLE
82458
0
427
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
45072
32194000
PRN
SOLE
32029
0
165
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AV5
15161
10485000
PRN
SOLE
10485
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
2729
198339
SH
SOLE
198339
0
0
MICRON TECHNOLOGY INC
CONVERTIBLE SECURITY
595112AX1
5925
3850000
PRN
SOLE
3850
0
0
MICROSOFT CORP
COMMON STOCK
594918104
280882
5489191
SH
SOLE
5209152
0
280039
MIDDLEBY CORP
COMMON STOCK
596278101
23355
202647
SH
SOLE
160112
0
42535
MOHAWK INDS INC
COMMON STOCK
608190104
1957
10313
SH
SOLE
10313
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
12046
8864000
PRN
SOLE
8817
0
47
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
54261
49508000
PRN
SOLE
49331
0
177
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
98346
2160973
SH
SOLE
2032177
0
128796
MONSANTO CO -NEW
COMMON STOCK
61166W101
8605
83212
SH
SOLE
83212
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
51110
318028
SH
SOLE
277831
0
40197
MORGAN STANLEY
COMMON STOCK
617446448
6341
244066
SH
SOLE
244066
0
0
MOSAIC CO
COMMON STOCK
61945C103
2114
80746
SH
SOLE
80746
0
0
MURPHY OIL CORP
COMMON STOCK
626717102
419
13211
SH
SOLE
13211
0
0
MYLAN NV
COMMON STOCK
N59465109
1996
46151
SH
SOLE
46151
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
1891
56184
SH
SOLE
56184
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAS7
5937
10000000
PRN
SOLE
10000
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAQ1
6593
10000000
PRN
SOLE
10000
0
0
NETFLIX INC
COMMON STOCK
64110L106
4153
45400
SH
SOLE
45400
0
0
NETSUITE INC
CONVERTIBLE SECURITY
64118QAB3
2453
2500000
PRN
SOLE
2500
0
0
NEW YORK CMTY TRUST V
CONVERTIBLE PREFERRED SECURITY
64944P307
1254
24880
SH
SOLE
24880
0
0
NEWELL BRANDS INC
COMMON STOCK
651229106
51878
1068110
SH
SOLE
1068110
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK
651290108
22467
508544
SH
SOLE
439826
0
68718
NEWMONT MINING CORP
CONVERTIBLE SECURITY
651639AJ5
14352
12809000
PRN
SOLE
12649
0
160
NEWMONT MINING CORP
COMMON STOCK
651639106
19111
488525
SH
SOLE
482445
0
6080
NEXTERA ENERGY INC
COMMON STOCK
65339F101
25056
192150
SH
SOLE
192150
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
36853
552439
SH
SOLE
544474
0
7965
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F846
49412
762767
SH
SOLE
762767
0
0
NIKE INC
COMMON STOCK
654106103
36924
668911
SH
SOLE
668911
0
0
NOBLE CORP PLC
COMMON STOCK
G65431101
198
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
2552
71133
SH
SOLE
71133
0
0
NOKIA CP
COMMON STOCK
654902204
12518
2200000
SH
SOLE
2200000
0
0
NORFOLK SOTHN CORP
COMMON STOCK
655844108
2394
28118
SH
SOLE
28118
0
0
NORTHERN TRUST CORP
COMMON STOCK
665859104
212
3200
SH
SOLE
3200
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK
666807102
61287
275718
SH
SOLE
252306
0
23412
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK
G66721104
30770
772330
SH
SOLE
662675
0
109655
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
3920
2678000
PRN
SOLE
2503
0
175
NVIDIA CORP
COMMON STOCK
67066G954
1271
7500
SH
Put
SOLE
7500
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
169341
72656000
PRN
SOLE
72466
0
190
NXP SEMICONDUCT NV
CONVERTIBLE SECURITY
62952QAB6
106426
97978000
PRN
SOLE
97778
0
200
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
32596
416080
SH
SOLE
355440
0
60640
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
25139
332708
SH
SOLE
332708
0
0
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
6631
5170000
PRN
SOLE
5027
0
143
OMNICOM GROUP INC
COMMON STOCK
681919106
401
4924
SH
SOLE
4924
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AK1
41256
46000000
PRN
SOLE
46000
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
52663
50785000
PRN
SOLE
50424
0
361
ORACLE CORP
COMMON STOCK
68389X105
15635
381983
SH
SOLE
381983
0
0
P G & E CORP
COMMON STOCK
69331C108
4166
65169
SH
SOLE
65169
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK
695156109
2892
43213
SH
SOLE
8876
0
34337
PALO ALTO NETWORKS
CONVERTIBLE SECURITY
697435AB1
27344
21410000
PRN
SOLE
21363
0
47
PANERA BREAD CO
COMMON STOCK
69840W108
28251
133299
SH
SOLE
116073
0
17226
PARKER HANNIFIN CORP
COMMON STOCK
701094104
212
1965
SH
SOLE
1965
0
0
PAYCHEX INC
COMMON STOCK
704326107
214
3600
SH
SOLE
3600
0
0
PAYPAL HOLDINGS INC
COMMON STOCK
70450Y103
5919
162129
SH
SOLE
162129
0
0
PENTAIR PLC
COMMON STOCK
G7S00T104
2073
35568
SH
SOLE
35568
0
0
PEPSICO INC
COMMON STOCK
713448108
61690
582308
SH
SOLE
582308
0
0
PERRIGO CO PLC
COMMON STOCK
G97822103
24889
274498
SH
SOLE
239378
0
35120
PFIZER INC
COMMON STOCK
717081103
100305
2848774
SH
SOLE
2848774
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
54623
536997
SH
SOLE
536997
0
0
PHILLIPS 66
COMMON STOCK
718546104
8619
108639
SH
SOLE
108639
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787107
51949
343555
SH
SOLE
302577
0
40978
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
5166
63477
SH
SOLE
63477
0
0
PORTFOLIO RECOVERY ASSOCIATE
CONVERTIBLE SECURITY
73640QAB1
368
472000
PRN
SOLE
472
0
0
POWERSHARES S&P 500 LOW VOLA
COMMON STOCK
73937B779
761
17787
SH
SOLE
0
0
17787
PPG INDUSTRIES INC
COMMON STOCK
693506107
3641
34961
SH
SOLE
34961
0
0
PPL CORP
COMMON STOCK
69351T106
2062
54611
SH
SOLE
54611
0
0
PRAXAIR INC
COMMON STOCK
74005P104
4306
38312
SH
SOLE
38312
0
0
PRICELINE GROUP INC/THE
COMMON STOCK
741503403
15414
12347
SH
SOLE
12347
0
0
PRICELINE GROUP INC/THE
CONVERTIBLE SECURITY
741503AX4
46655
45990000
PRN
SOLE
45320
0
670
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AS5
73999
63189000
PRN
SOLE
62726
0
463
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
79573
57301000
PRN
SOLE
57171
0
130
PRINCIPAL FINANCIAL GROUP INC
COMMON STOCK
74251V102
263
6390
SH
SOLE
6390
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
400
9077
SH
SOLE
9077
0
0
PROCTER & GAMBLE CO
COMMON STOCK
742718109
79724
941585
SH
SOLE
941585
0
0
PROGRESSIVE CORP OHIO
COMMON STOCK
743315103
279
8340
SH
SOLE
8340
0
0
PROLOGIS INC
COMMON STOCK
74340W103
2986
60887
SH
SOLE
60887
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AB9
12297
7500000
PRN
SOLE
7500
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AD5
36028
33695000
PRN
SOLE
33501
0
194
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
154
155000
PRN
SOLE
155
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAK8
1390
1364000
PRN
SOLE
1364
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAQ5
1899
2000000
PRN
SOLE
2000
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAL6
2331
2300000
PRN
SOLE
2300
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
7296
102264
SH
SOLE
102264
0
0
PUBLIC SERVICE ENTERPRISE GROU
COMMON STOCK
744573106
3096
66419
SH
SOLE
66419
0
0
PULTEGROUP INC
COMMON STOCK
745867101
1032
52952
SH
SOLE
52952
0
0
PVH CORP
COMMON STOCK
693656100
1053
11178
SH
SOLE
11178
0
0
QIHOO 360 TECHNOLOGY
CONVERTIBLE SECURITY
74734MAF6
20102
20585000
PRN
SOLE
20585
0
0
QUALCOMM INC
COMMON STOCK
747525103
39223
732179
SH
SOLE
732179
0
0
QUEST DIAGNOSTC
COMMON STOCK
74834L100
1420
17438
SH
SOLE
17438
0
0
QUIDEL CORP
CONVERTIBLE SECURITY
74838JAA9
4674
5000000
PRN
SOLE
5000
0
0
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
11572
10000000
PRN
SOLE
10000
0
0
RAYTHEON CO
COMMON STOCK
755111507
35761
263043
SH
SOLE
222847
0
40196
RED HAT INC
COMMON STOCK
756577102
12021
165584
SH
SOLE
146247
0
19337
RED HAT INC
CONVERTIBLE SECURITY
756577AD4
53075
43806000
PRN
SOLE
43567
0
239
RED ROBIN GOURMET BURGERS INC
COMMON STOCK
75689M101
233
4905
SH
SOLE
4905
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
1419
4063
SH
SOLE
4063
0
0
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
1835
215580
SH
SOLE
215580
0
0
REYNOLDS AMERICAN INC
COMMON STOCK
761713106
48567
900564
SH
SOLE
792072
0
108492
RIO TINTO PLC
COMMON STOCK
767204100
2152
68756
SH
SOLE
68756
0
0
ROBERT HALF INTL INC
COMMON STOCK
770323103
970
25407
SH
SOLE
25407
0
0
ROCKWELL AUTOMTN
COMMON STOCK
773903109
20033
174474
SH
SOLE
141306
0
33168
ROSS STORES INC
COMMON STOCK
778296103
42885
756481
SH
SOLE
647214
0
109267
ROVI CORP
CONVERTIBLE SECURITY
779376AD4
7100
7500000
PRN
SOLE
7500
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK
V7780T103
2471
36799
SH
SOLE
36799
0
0
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
988
848000
PRN
SOLE
848
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
43413
40710000
PRN
SOLE
40567
0
143
S & P 500 INDEX
COMMON STOCK
78462F953
25656
22995
SH
Put
SOLE
22995
0
0
S & P 500 INDEX
COMMON STOCK
78462F903
29738
4036
SH
Call
SOLE
4036
0
0
SABRE CORP
COMMON STOCK
78573M104
26665
995332
SH
SOLE
872025
0
123307
SALESFORCE.COM INC
COMMON STOCK
79466L302
38995
491060
SH
SOLE
436422
0
54638
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
166342
128708000
PRN
SOLE
128170
0
538
SCHLUMBERGER LTD
COMMON STOCK
806857108
84732
1071473
SH
SOLE
1005057
0
66416
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
4701
185738
SH
SOLE
185738
0
0
SCOTTS MIRACLE-GRO CO
COMMON STOCK
810186106
28904
413443
SH
SOLE
355687
0
57756
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
81170YAB5
3220
4000000
PRN
SOLE
4000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
16948
17313000
PRN
SOLE
17132
0
181
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
35319
31733000
PRN
SOLE
31618
0
115
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
13892
14000000
PRN
SOLE
14000
0
0
SIGNATURE BANK
COMMON STOCK
82669G104
223
1785
SH
SOLE
1785
0
0
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
9743
44920
SH
SOLE
44920
0
0
SINA CORP
CONVERTIBLE SECURITY
82922RAD5
4938
5000000
PRN
SOLE
5000
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
37670
650047
SH
SOLE
566217
0
83830
SOLARCITY
CONVERTIBLE SECURITY
83416TAC4
2009
3000000
PRN
SOLE
3000
0
0
SOUTHN COMPANY
COMMON STOCK
842587107
9724
181320
SH
SOLE
181320
0
0
SOUTHWEST AIRLINES
COMMON STOCK
844741108
48730
1242786
SH
SOLE
1062097
0
180689
SOUTHWESTERN ENERGY CO
COMMON STOCK
845467109
402
31930
SH
SOLE
31930
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK
845467909
630
1150
SH
Call
SOLE
1150
0
0
SOUTHWESTERN ENERGY CO
CONVERTIBLE PREFERRED SECURITY
845467208
50939
1692320
SH
SOLE
1689540
0
2780
SPDR TRUST SERIES 1
COMMON STOCK
78464A954
244
1721
SH
Put
SOLE
1721
0
0
SPDR TRUST SERIES 1
COMMON STOCK
78464A904
1223
30000
SH
Call
SOLE
30000
0
0
SPDR TRUST SERIES 1
COMMON STOCK
78462F103
91669
437500
SH
SOLE
437500
0
0
SPECTRA ENERGY CORP
COMMON STOCK
847560109
3812
104060
SH
SOLE
104060
0
0
SPECTRANETICS
CONVERTIBLE SECURITY
84760CAA5
7070
8000000
PRN
SOLE
8000
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAB8
14714
13192000
PRN
SOLE
13185
0
7
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
17697
16413000
PRN
SOLE
16110
0
303
ST JUDE MEDICAL INC
COMMON STOCK
790849103
2806
35968
SH
SOLE
35968
0
0
STAAR SURGICAL
COMMON STOCK
852312305
226
41100
SH
SOLE
41100
0
0
STANLEY BLACK & DECKER INC
COMMON STOCK
854502101
441
3965
SH
SOLE
3965
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502804
63704
548700
SH
SOLE
546730
0
1970
STARBUCKS CORP
COMMON STOCK
855244109
124425
2178312
SH
SOLE
2053824
0
124488
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAC9
5909
5860000
PRN
SOLE
5860
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
34650
33252000
PRN
SOLE
33003
0
249
STARWOOD WAYPOINT RESIDENTIAL
CONVERTIBLE SECURITY
85571WAD1
5418
5000000
PRN
SOLE
5000
0
0
STARWOOD WAYPOINT RESIDENTIAL
CONVERTIBLE SECURITY
85571WAB5
42000
38216000
PRN
SOLE
37936
0
280
STATE STREET CORP
COMMON STOCK
857477103
2384
44205
SH
SOLE
44205
0
0
STERICYCLE INC
CONVERTIBLE PREFERRED SECURITY
858912207
12477
150000
SH
SOLE
150000
0
0
STERIS PLC
COMMON STOCK
G84720104
3391
49325
SH
SOLE
14203
0
35122
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
2092
6000000
PRN
SOLE
6000
0
0
STORAGE PROPERTIES
COMMON STOCK
74460D109
3858
15095
SH
SOLE
15095
0
0
STRYKER CORP
COMMON STOCK
863667101
61879
516386
SH
SOLE
515301
0
1085
SUNEDISON INC
CONVERTIBLE SECURITY
86732YAC3
518
8450000
PRN
SOLE
8450
0
0
SUNEDISON INC
CONVERTIBLE SECURITY
86732YAH2
743
14500000
PRN
SOLE
14500
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
24749
26013000
PRN
SOLE
25839
0
174
SUNTRUST BANKS INC
COMMON STOCK
867914103
2505
60969
SH
SOLE
60969
0
0
SYMANTEC CORP
COMMON STOCK
871503108
1774
86377
SH
SOLE
86377
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
39527
39880000
PRN
SOLE
39464
0
416
SYNCHRONY FINANCIAL
COMMON STOCK
87165B103
9271
366720
SH
SOLE
366720
0
0
SYNOPSYS INC
COMMON STOCK
871607107
211
3900
SH
SOLE
3900
0
0
T ROWE PRICE
COMMON STOCK
74144T108
2002
27439
SH
SOLE
27439
0
0
TAKE-TWO INTER
COMMON STOCK
874054909
553
1650
SH
Call
SOLE
1650
0
0
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
20635
11525000
PRN
SOLE
11525
0
0
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
23714
11998000
PRN
SOLE
11962
0
36
TAL EDUCATION GROUP
CONVERTIBLE SECURITY
874080AB0
12448
5250000
PRN
SOLE
5250
0
0
TARGET CORP
COMMON STOCK
87612E106
5622
80523
SH
SOLE
80523
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
3246
56839
SH
SOLE
56839
0
0
TERADATA CORP
COMMON STOCK
88076W103
510
20324
SH
SOLE
20324
0
0
TERADYNE INC
COMMON STOCK
880770102
201
10200
SH
SOLE
10200
0
0
TESLA MOTORS INC
COMMON STOCK
88160R951
292
2534
SH
Put
SOLE
2534
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
7766
8730000
PRN
SOLE
8730
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAA9
17067
10000000
PRN
SOLE
10000
0
0
TESLA MOTORS INC
COMMON STOCK
88160R101
18936
89202
SH
SOLE
79446
0
9756
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
163705
198504000
PRN
SOLE
197270
0
1234
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
2778
2208000
PRN
SOLE
2208
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
9403
150088
SH
SOLE
150088
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
12413
84006
SH
SOLE
84006
0
0
TIME WARNER INC
COMMON STOCK
887317303
7087
96364
SH
SOLE
96364
0
0
TIMKENSTEEL CORP
CONVERTIBLE SECURITY
887399AA1
5362
5000000
PRN
SOLE
5000
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
15861
205374
SH
SOLE
205374
0
0
T-MOBILE US INC
COMMON STOCK
872590104
49742
1149584
SH
SOLE
994254
0
155330
T-MOBILE US INC
CONVERTIBLE PREFERRED SECURITY
872590203
75199
1021869
SH
SOLE
1017144
0
4725
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
11271
11495000
PRN
SOLE
11145
0
350
TOPBUILD
COMMON STOCK
89055F103
1810
49999
SH
SOLE
49999
0
0
TOTAL SA
COMMON STOCK
89151E109
603
12544
SH
SOLE
12544
0
0
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
3458
29049
SH
SOLE
29049
0
0
TRIMBLE NAVIGATION LTD
COMMON STOCK
896239100
3802
156090
SH
SOLE
156090
0
0
TRIPADVISOR INC
COMMON STOCK
896945201
1506
23423
SH
SOLE
23423
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
4924
5000000
PRN
SOLE
5000
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
6080
224773
SH
SOLE
224773
0
0
TWITTER INC
CONVERTIBLE SECURITY
90184LAB8
905
987000
PRN
SOLE
955
0
32
TWITTER INC
CONVERTIBLE SECURITY
90184LAD4
43781
49107000
PRN
SOLE
49017
0
90
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
64057
867045
SH
SOLE
861245
0
5800
ULTIMATE SOFTWARE GROUP INC
COMMON STOCK
90385D107
11922
56695
SH
SOLE
56695
0
0
UNDER ARMOUR INC
COMMON STOCK
904311107
712
17734
SH
SOLE
17734
0
0
UNDER ARMOUR INC
COMMON STOCK
904311206
650
17859
SH
SOLE
17859
0
0
UNION PACIFIC CORP
COMMON STOCK
907818108
42415
486127
SH
SOLE
486127
0
0
UNITED CONTINENTAL HOLDINGS IN
COMMON STOCK
910047109
1806
44014
SH
SOLE
44014
0
0
UNITED PARCEL SERVICE
COMMON STOCK
911312106
123408
1145639
SH
SOLE
1075320
0
70319
UNITED RENTALS INC
COMMON STOCK
911363109
36853
549228
SH
SOLE
476432
0
72796
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
47202
460287
SH
SOLE
460287
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
37901
268424
SH
SOLE
268424
0
0
UNIVERSAL HEALTH SVCS
COMMON STOCK
913903100
247
1840
SH
SOLE
1840
0
0
UNUMPROVIDENT CORP
COMMON STOCK
91529Y106
311
9790
SH
SOLE
9790
0
0
US BANCORP
COMMON STOCK
902973304
7869
195121
SH
SOLE
195121
0
0
VALERO ENERGY
COMMON STOCK
91913Y100
2867
56219
SH
SOLE
56219
0
0
VANECK VECTORS VIETNAM
COMMON STOCK
92189F817
428
29262
SH
SOLE
29262
0
0
VANGUARD FTSE EUROPE
COMMON STOCK
922042874
3795
81336
SH
SOLE
81336
0
0
VCA INC
COMMON STOCK
918194101
20614
304896
SH
SOLE
257675
0
47221
VENTAS INC
COMMON STOCK
92276F100
2405
33028
SH
SOLE
33028
0
0
VERIFONE SYSTEMS INC
COMMON STOCK
92342Y109
13861
747624
SH
SOLE
627036
0
120588
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
11788
12941000
PRN
SOLE
12660
0
281
VERIZON COMM
COMMON STOCK
92343V104
58660
1050494
SH
SOLE
1050494
0
0
VIACOM INC
COMMON STOCK
92553P201
1655
39918
SH
SOLE
39918
0
0
VIAVI SOLUTIONS INC
CONVERTIBLE SECURITY
46612JAF8
14648
15000000
PRN
SOLE
15000
0
0
VIDEOCON D2H LIMITED
COMMON STOCK
92657J101
104
12300
SH
SOLE
12300
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
14811
15000000
PRN
SOLE
15000
0
0
VISA INC
COMMON STOCK
92826C839
112688
1519314
SH
SOLE
1389358
0
129956
VODAFONE GROUP PLC
COMMON STOCK
92857W908
396
1750
SH
Call
SOLE
1750
0
0
VORNADO REALTY TRUST
COMMON STOCK
929042109
3256
32518
SH
SOLE
32518
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK
931427108
98625
1184396
SH
SOLE
1136381
0
48015
WAL-MART STORES INC
COMMON STOCK
931142103
18172
248862
SH
SOLE
248862
0
0
WASTE CONNECTIONS INC
COMMON STOCK
94106B101
44181
613201
SH
SOLE
537488
0
75713
WAYFAIR
COMMON STOCK
94419L101
620
15898
SH
SOLE
15898
0
0
WEATHERFORD INTERNATIONAL LTD
CONVERTIBLE SECURITY
947075AH0
18203
16752000
PRN
SOLE
16695
0
57
WEBMD HEALTH CORP
CONVERTIBLE SECURITY
94770VAF9
36165
32759000
PRN
SOLE
32505
0
254
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
1502
823000
PRN
SOLE
823
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
155578
3287100
SH
SOLE
3284200
0
2900
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
73870
56858
SH
SOLE
56466
0
392
WELLTOWER INC
COMMON STOCK
95040Q104
2837
37243
SH
SOLE
37243
0
0
WELLTOWER INC
CONVERTIBLE PREFERRED SECURITY
95040Q203
38861
573172
SH
SOLE
571702
0
1470
WESTERN DIGITAL CORP
COMMON STOCK
958102105
2116
44771
SH
SOLE
44771
0
0
WHIRLPOOL CORP
COMMON STOCK
963320106
12853
77133
SH
SOLE
77133
0
0
WHITING PETROLEUM CORP
CONVERTIBLE SECURITY
966387AL6
9180
11525000
PRN
SOLE
11525
0
0
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
2679
83674
SH
SOLE
83674
0
0
WILLIAMS CO.
COMMON STOCK
969457100
840
38827
SH
SOLE
38827
0
0
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
73059
65767000
PRN
SOLE
65186
0
581
WORKDAY INC
CONVERTIBLE SECURITY
98138HAD3
40299
34674000
PRN
SOLE
34500
0
174
WORKIVA
COMMON STOCK
98139A105
340
24900
SH
SOLE
24900
0
0
WPX ENERGY
CONVERTIBLE PREFERRED SECURITY
98212B202
32600
706096
SH
SOLE
704186
0
1910
WR BERKLEY CORP
COMMON STOCK
084423102
396
6605
SH
SOLE
6605
0
0
WRIGHT MEDICAL
CONVERTIBLE SECURITY
98235TAE7
9188
10000000
PRN
SOLE
10000
0
0
XCEL ENERGY INC
COMMON STOCK
98389B100
2048
45732
SH
SOLE
45732
0
0
XILINX INC
COMMON STOCK
983919101
362
7850
SH
SOLE
7850
0
0
XILINX INC
COMMON STOCK
983919901
1671
3735
SH
Call
SOLE
3735
0
0
XILINX INC
CONVERTIBLE SECURITY
983919AF8
33501
20864000
PRN
SOLE
20864
0
0
YAHOO! INC
COMMON STOCK
984332106
2959
78782
SH
SOLE
78782
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
55454
55856000
PRN
SOLE
55539
0
317
YANDEX NV
COMMON STOCK
N97284108
6605
302270
SH
SOLE
302270
0
0
YANDEX NV
CONVERTIBLE SECURITY
98474TAB3
11640
12501000
PRN
SOLE
12501
0
0
YELP INC
COMMON STOCK
985817105
607
20000
SH
SOLE
0
0
20000
YUM! BRANDS INC
COMMON STOCK
988498101
7705
92922
SH
SOLE
92922
0
0
ZAYO GROUP HOLDINGS INC
COMMON STOCK
98919V105
27274
976501
SH
SOLE
859816
0
116685
ZELTIQ AESTHETICS
COMMON STOCK
98933Q108
19023
696038
SH
SOLE
607069
0
88969
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK
98956P102
48748
404948
SH
SOLE
404248
0
700
ZOETIS
COMMON STOCK
98978V103
62334
1313406
SH
SOLE
1151061
0
162345