0000950123-15-002024.txt : 20150213
0000950123-15-002024.hdr.sgml : 20150213
20150213150413
ACCESSION NUMBER: 0000950123-15-002024
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150213
DATE AS OF CHANGE: 20150213
EFFECTIVENESS DATE: 20150213
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: 15613218
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
12-31-2014
12-31-2014
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
02-13-2015
1
715
15118196
false
1
28-14511
AMERICAN BEACON ADVISORS, INC
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
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BROADSOFT INC
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CALIX INC
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CAMERON INTL CORP
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CBS CORP
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CHUBB CORP
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CIENA CORP
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CIGNA CORP
COMMON STOCK
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CIMAREX ENERGY CO
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CISCO SYSTEMS INC
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CIT GROUP 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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CMS ENERGY CORP
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COACH INC
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COCA-COLA CO
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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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COMMUNTY HEALTH SYSTEMS INC
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COMPANHIA DE BEBIDAS
COMMON STOCK
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CONAGRA FOODS INC
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CONOCOPHILLIPS
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CONSOL EDISON
COMMON STOCK
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CONTINENTAL RESOURCES INC
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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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21925YAB9
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COSTCO WHOLESALE CORP
COMMON STOCK
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COVANCE INC
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COVIDIEN PLC
COMMON STOCK
G2554F113
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CREDICORP LTD
COMMON STOCK
G2519Y108
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CROWN CASTLE INTL CORP
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CSX CORPORATION
COMMON STOCK
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CTRIP.COM INTL LTD
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CUBIST PHARM
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CUBIST PHARM
CONVERTIBLE SECURITY
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CUMMINS INC
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CVS HEALTH CORP
COMMON STOCK
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D R HORTON INC
COMMON STOCK
23331A109
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DANAHER CORP
COMMON STOCK
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DANAHER CORP(COPA LYONS)
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DARDEN RESTAURANTS INC
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DAVE & BUSTERS ENTERTAINMENT
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DAVITA HEALTHCARE PARTNERS INC
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DEALERTRACK HOLDINGS INC
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DEERE & CO
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DELPHI AUTOMOTIVE PLC
COMMON STOCK
G27823106
6018
82760
SH
SOLE
82760
0
0
DELTA AIR LINES INC
COMMON STOCK
247361902
4975
3020
SH
Call
SOLE
3020
0
0
DELTA AIR LINES INC
COMMON STOCK
247361702
81438
1655572
SH
SOLE
1653569
0
2003
DEPOMED INC
CONVERTIBLE SECURITY
249908AA2
21186
19500000
PRN
SOLE
19500
0
0
DEV DIVERFD RLT
CONVERTIBLE SECURITY
251591AX1
6167
5000000
PRN
SOLE
5000
0
0
DEVON ENERGY CORPORATION
COMMON STOCK
25179M103
5284
86326
SH
SOLE
86326
0
0
DIAMOND OFFSHORE DRILLING INC
COMMON STOCK
25271C102
2203
60000
SH
SOLE
60000
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK
25278X109
371
6200
SH
SOLE
6200
0
0
DICK'S SPORTING GOODS INC
COMMON STOCK
253393102
730
14700
SH
SOLE
14700
0
0
DIGITALGLOBE INC
COMMON STOCK
25389M877
1458
47085
SH
SOLE
47085
0
0
DIRECTV
COMMON STOCK
25490A309
8454
97506
SH
SOLE
97506
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
12559
191766
SH
SOLE
191766
0
0
DISCOVERY COMMUNICATIONS
COMMON STOCK
25470F302
1061
31460
SH
SOLE
31460
0
0
DISCOVERY COMMUNICATIONS INC
COMMON STOCK
25470F104
1084
31460
SH
SOLE
31460
0
0
DISNEY WALT CO
COMMON STOCK
254687106
141195
1499045
SH
SOLE
1497852
0
1193
DOLLAR GENERAL
COMMON STOCK
256677105
1848
26136
SH
SOLE
26136
0
0
DOMINION RESOURCES INC VA
CONVERTIBLE PREFERRED SECURITY
25746U869
58534
1125431
SH
SOLE
1121531
0
3900
DOMINION RESOURCES INC VA
COMMON STOCK
25746U109
3749
48753
SH
SOLE
48753
0
0
DOW CHEMICAL CO
COMMON STOCK
260543103
28018
614300
SH
SOLE
614300
0
0
DRIL-QUIP
COMMON STOCK
262037104
625
8140
SH
SOLE
8140
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
11312
135403
SH
SOLE
135403
0
0
DUPONT DE NEMOUR & CO
COMMON STOCK
263534109
7849
106151
SH
SOLE
106151
0
0
EASTMAN CHEM CO
COMMON STOCK
277432100
22847
301174
SH
SOLE
301065
0
109
EATON CORP PLC
COMMON STOCK
G29183103
139589
2053984
SH
SOLE
2053388
0
596
EBAY INC
COMMON STOCK
278642103
105243
1875324
SH
SOLE
1874973
0
351
EDISON INTL
COMMON STOCK
281020107
3291
50261
SH
SOLE
50261
0
0
EDWARDS LIFESCI
COMMON STOCK
28176E108
1601
12565
SH
SOLE
12565
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
60019
39862000
PRN
SOLE
39654
0
208
ELI LILLY & CO
COMMON STOCK
532457108
29787
431756
SH
SOLE
431756
0
0
EMC CORP
COMMON STOCK
268648102
6604
222053
SH
SOLE
222053
0
0
EMERSON ELECTRIC CO
COMMON STOCK
291011104
4009
64937
SH
SOLE
64937
0
0
EMULEX CORP
CONVERTIBLE SECURITY
292475AF7
10677
11900000
PRN
SOLE
11900
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE SECURITY
292554AD4
7387
5000000
PRN
SOLE
5000
0
0
ENDOLOGIX INC
COMMON STOCK
29266S106
863
56440
SH
SOLE
56440
0
0
ENERGY XXI BERMUDA
CONVERTIBLE SECURITY
29274UAB7
10527
35615000
PRN
SOLE
35615
0
0
ENTERGY CORP
COMMON STOCK
29364G103
2110
24125
SH
SOLE
24125
0
0
ENTERPRISE PRODUCTS PARTNERS
COMMON STOCK
293792107
2430
67270
SH
SOLE
67270
0
0
ENVESTNET INC
CONVERTIBLE SECURITY
29404KAA4
5186
5000000
PRN
SOLE
5000
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK
29413U103
804
23175
SH
SOLE
23175
0
0
EOG RESOURCES INC
COMMON STOCK
26875P101
81953
890111
SH
SOLE
888752
0
1359
EQT CORP
COMMON STOCK
26884L109
2131
28146
SH
SOLE
28146
0
0
EQUINIX INC
COMMON STOCK
29444U502
388
1713
SH
SOLE
1713
0
0
EVERCORE PARTNERS INC
COMMON STOCK
29977A105
649
12400
SH
SOLE
12400
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
71341
1358875
SH
SOLE
1350020
0
8855
EXELON CORP
COMMON STOCK
30161N101
2998
80865
SH
SOLE
80865
0
0
EXPEDITORS INTL WASHINGTON INC
COMMON STOCK
302130109
1413
31664
SH
SOLE
31664
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
8928
105447
SH
SOLE
105447
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
124884
1350825
SH
SOLE
1350825
0
0
F5 NETWORKSINC
COMMON STOCK
315616102
2951
22617
SH
SOLE
22617
0
0
FACEBOOK INC
COMMON STOCK
30303M902
858
1390
SH
Call
SOLE
1390
0
0
FACEBOOK INC
COMMON STOCK
30303M102
188619
2417576
SH
SOLE
2416735
0
841
FEDEX CORP
COMMON STOCK
31428X106
6581
37897
SH
SOLE
37897
0
0
FIDELITY NATIONAL FINL INC
CONVERTIBLE SECURITY
31620RAE5
1200
635000
PRN
SOLE
635
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
2253
110574
SH
SOLE
110574
0
0
FINISAR CORP
CONVERTIBLE SECURITY
31787AAM3
19718
20657000
PRN
SOLE
20657
0
0
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
13994
268500
SH
SOLE
268500
0
0
FIRSTENERGY CORP
COMMON STOCK
337932107
1960
50261
SH
SOLE
50261
0
0
FISERV INC
COMMON STOCK
337738108
4609
64937
SH
SOLE
64937
0
0
FLUIDIGM CORP
CONVERTIBLE SECURITY
34385PAA6
7038
7650000
PRN
SOLE
7650
0
0
FLUIDIGM CORP
COMMON STOCK
34385P108
1973
58502
SH
SOLE
58502
0
0
FLUOR CORP
COMMON STOCK
343412102
2011
33172
SH
SOLE
33172
0
0
FORD MOTOR CO
COMMON STOCK
345370860
17920
1156108
SH
SOLE
1156108
0
0
FOREST CITY ENTERPRISES INC
CONVERTIBLE SECURITY
345550AP2
11434
10000000
PRN
SOLE
10000
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
5629
6000000
PRN
SOLE
6000
0
0
FORTRESS INVESTMENT GROUP
COMMON STOCK
34958B106
4874
607682
SH
SOLE
607682
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
59382
1311734
SH
SOLE
1311321
0
413
FOSSIL GROUP INC
COMMON STOCK
34988V106
1336
12063
SH
SOLE
12063
0
0
FOUNDATION MEDICINE INC
COMMON STOCK
350465100
407
18310
SH
SOLE
18310
0
0
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
2366
42722
SH
SOLE
42722
0
0
FREEPORT-MCMORAN INC
COMMON STOCK
35671D857
4123
176516
SH
SOLE
176516
0
0
FXCM INC
CONVERTIBLE SECURITY
302693AB2
14841
14135000
PRN
SOLE
14135
0
0
FXCM INC
COMMON STOCK
302693106
726
43800
SH
SOLE
43800
0
0
GAP INC
COMMON STOCK
364760108
1312
31162
SH
SOLE
31162
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
9684
70365
SH
SOLE
70365
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
98756
3908044
SH
SOLE
3903044
0
5000
GENERAL MILLS INC
COMMON STOCK
370334104
3463
64937
SH
SOLE
64937
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
7177
205579
SH
SOLE
205579
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
1515
88470
SH
SOLE
88470
0
0
GENERAL MOTORS CO
WARRANTS
37045V118
2235
88470
SH
SOLE
88470
0
0
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
45048
388177
SH
SOLE
385132
0
3045
GENTHERM INC
COMMON STOCK
37253A103
454
12400
SH
SOLE
12400
0
0
GENWORTH FINANCIAL INC
COMMON STOCK
37247D106
684
80417
SH
SOLE
80417
0
0
GILEAD SCIENCE "D" TRN-2LOTMIN
CONVERTIBLE SECURITY
375558AP8
74048
17878000
PRN
SOLE
17729
0
149
GILEAD SCIENCES
COMMON STOCK
375558903
6878
2690
SH
Call
SOLE
2690
0
0
GILEAD SCIENCES INC
COMMON STOCK
375558103
68066
722112
SH
SOLE
721030
0
1082
GLOBUS MEDICAL
COMMON STOCK
379577208
711
29900
SH
SOLE
29900
0
0
GOLDCORP INC
COMMON STOCK
380956409
2507
135000
SH
SOLE
135000
0
0
GOLDMAN SACHS
COMMON STOCK
38141G104
55066
284092
SH
SOLE
284092
0
0
GOOGLE INC
COMMON STOCK
38259P508
237099
446801
SH
SOLE
445771
0
1030
GOOGLE INC
COMMON STOCK
38259P706
152845
290359
SH
SOLE
290285
0
74
GREENBRIER COMPANIES INC
CONVERTIBLE SECURITY
393657AH4
15766
10382000
PRN
SOLE
10382
0
0
GTT COMMUNICATIONS INC
COMMON STOCK
362393100
406
30700
SH
SOLE
30700
0
0
GUIDEWIRE SOFTWARE
COMMON STOCK
40171V100
1248
24640
SH
SOLE
24640
0
0
HALLIBURTON CO
COMMON STOCK
406216101
3791
96400
SH
SOLE
96400
0
0
HARLEY-DAVIDSON INC
COMMON STOCK
412822108
53023
804475
SH
SOLE
804037
0
438
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
2678
64235
SH
SOLE
64235
0
0
HEALTH CR REIT
CONVERTIBLE SECURITY
42217KAR7
8178
5449000
PRN
SOLE
5449
0
0
HEALTHWAYS, INC
CONVERTIBLE SECURITY
422245AB6
8229
7000000
PRN
SOLE
7000
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
32707
29580000
PRN
SOLE
29543
0
37
HELMERICH & PAYNE INC
COMMON STOCK
423452101
678
10052
SH
SOLE
10052
0
0
HERSHA HOSPTLY
COMMON STOCK
427825104
1185
168530
SH
SOLE
168530
0
0
HERSHEY FOODS CORP
COMMON STOCK
427866108
1463
14073
SH
SOLE
14073
0
0
HESS CORP
COMMON STOCK
42809H107
1336
18094
SH
SOLE
18094
0
0
HEWLETT-PACKARD CO.
COMMON STOCK
428236103
3873
96501
SH
SOLE
96501
0
0
HILLTOP HOLDINGS INC
COMMON STOCK
432748101
3761
188505
SH
SOLE
188505
0
0
HOLLYSYS AUTOMATION TECH
COMMON STOCK
G45667105
5477
224210
SH
SOLE
224210
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
20120
18080000
PRN
SOLE
17932
0
148
HOLOGIC INC
CONVERTIBLE SECURITY
436440AB7
34365
27555000
PRN
SOLE
27380
0
175
HOME DEPOT
COMMON STOCK
437076102
180843
1722807
SH
SOLE
1721651
0
1156
HOMEAWAY INC
COMMON STOCK
43739Q100
343
11530
SH
SOLE
11530
0
0
HOMEINNS HOTEL GROUP
COMMON STOCK
43742E102
777
25885
SH
SOLE
25885
0
0
HONEYWELL INTL
COMMON STOCK
438516106
14111
141220
SH
SOLE
141220
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
13460
16028000
PRN
SOLE
15822
0
206
HORSEHEAD HOLDING CORP
CONVERTIBLE SECURITY
440694AB3
3595
2950000
PRN
SOLE
2950
0
0
HORSEHEAD HOLDING CORP
COMMON STOCK
440694305
800
50510
SH
SOLE
50510
0
0
HURON CONSULTING GROUP INC
COMMON STOCK
447462102
707
10345
SH
SOLE
10345
0
0
IAC INTERACTIVECORP
COMMON STOCK
44919P508
11855
195021
SH
SOLE
195021
0
0
ICICI BANK LTD
COMMON STOCK
45104G104
357
30875
SH
SOLE
30875
0
0
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AE7
13251
11206000
PRN
SOLE
11001
0
205
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AF4
45346
38170000
PRN
SOLE
38170
0
0
ILL TOOL WORKS INC
COMMON STOCK
452308109
4103
43325
SH
SOLE
43325
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
8871
4003000
PRN
SOLE
3978
0
25
ILLUMINA INC
COMMON STOCK
452327109
46987
254563
SH
SOLE
254405
0
158
IMAX CORP
COMMON STOCK
45245E109
361
11675
SH
SOLE
11675
0
0
IMPERVA INC
COMMON STOCK
45321L100
468
9470
SH
SOLE
9470
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
2276
1500000
PRN
SOLE
1500
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAN2
5375
3500000
PRN
SOLE
3500
0
0
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
12605
9500000
PRN
SOLE
9500
0
0
INFOSYS LTD
COMMON STOCK
456788108
429
13630
SH
SOLE
13630
0
0
INPHI CORP
COMMON STOCK
45772F107
395
21400
SH
SOLE
21400
0
0
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
45301
37978000
PRN
SOLE
37763
0
215
INSULET CORP
COMMON STOCK
45784P101
33678
731167
SH
SOLE
730910
0
257
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
30659
28683000
PRN
SOLE
28404
0
279
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
5137
3903000
PRN
SOLE
3693
0
210
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
98690
56733000
PRN
SOLE
56387
0
346
INTEL CORP
COMMON STOCK
458140100
20512
565222
SH
SOLE
565222
0
0
INTELSAT
CONVERTIBLE PREFERRED SECURITY
L5140P119
22795
485000
SH
SOLE
485000
0
0
INTERDGTL COMMS
CONVERTIBLE SECURITY
458660AB3
14443
13000000
PRN
SOLE
13000
0
0
INTERNAP CORP
COMMON STOCK
45885A300
425
53400
SH
SOLE
53400
0
0
INTERPUBLIC GROUP OF COS
COMMON STOCK
460690100
731
35183
SH
SOLE
35183
0
0
INTERXION HOLDING NV
COMMON STOCK
N47279109
13235
484105
SH
SOLE
484105
0
0
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
18154
113154
SH
SOLE
113154
0
0
INTUIT
COMMON STOCK
461202103
716
7770
SH
SOLE
7770
0
0
INVENSENSE
CONVERTIBLE SECURITY
46123DAB2
38184
38184000
PRN
SOLE
38004
0
180
INVENSENSE
COMMON STOCK
46123D205
18199
1119231
SH
SOLE
1118768
0
463
INVESCO LTD
COMMON STOCK
G491BT108
2979
75391
SH
SOLE
75391
0
0
ISHARES S&P 500 INDEX FUND
COMMON STOCK
464287200
205
990
SH
SOLE
990
0
0
ISIS PHARMACEUT
COMMON STOCK
464330109
441
7140
SH
SOLE
7140
0
0
ITAU UNIBANCO HOLDING SA
COMMON STOCK
465562106
6478
497920
SH
SOLE
497920
0
0
J2 GLOBAL INC
CONVERTIBLE SECURITY
48123VAC6
4000
3616000
PRN
SOLE
3451
0
165
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
27070
605738
SH
SOLE
605600
0
138
JARDEN CORP
CONVERTIBLE SECURITY
471109AH1
19989
12734000
PRN
SOLE
12734
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AL2
52040
39342000
PRN
SOLE
39342
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
475
2900
SH
SOLE
2900
0
0
JDS UNIPHASE CORP
CONVERTIBLE SECURITY
46612JAF8
15847
15000000
PRN
SOLE
15000
0
0
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
3031
2918000
PRN
SOLE
2918
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK
477143101
249
15700
SH
SOLE
15700
0
0
JNJ (ALZA CP)
CONVERTIBLE SECURITY
02261WAB5
4389
3048000
PRN
SOLE
3048
0
0
JOHNSON & JOHNSON
COMMON STOCK
478160104
176002
1683099
SH
SOLE
1679999
0
3100
JOHNSON CONTROLS INC
COMMON STOCK
478366107
3158
65339
SH
SOLE
65339
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
206930
3306655
SH
SOLE
3306511
0
144
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
2468
110574
SH
SOLE
110574
0
0
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
2699
22115
SH
SOLE
22115
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK
48562P103
314
10730
SH
SOLE
10730
0
0
KB HOME
CONVERTIBLE SECURITY
48666KAS8
4949
5000000
PRN
SOLE
5000
0
0
KELLOGG CO
COMMON STOCK
487836108
2302
35183
SH
SOLE
35183
0
0
KEYCORP NEW
CONVERTIBLE PREFERRED SECURITY
493267405
2523
19625
SH
SOLE
17690
0
1935
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
3751
32469
SH
SOLE
32469
0
0
KINDER MORGAN INC
COMMON STOCK
49456B101
8573
202617
SH
SOLE
202617
0
0
KIRKLAND'S INC
COMMON STOCK
497498105
444
18800
SH
SOLE
18800
0
0
KLA-TENCOR CORP
COMMON STOCK
482480100
2085
29654
SH
SOLE
29654
0
0
KLX INC
COMMON STOCK
482539103
7562
183328
SH
SOLE
183266
0
62
KOHLS CORP
COMMON STOCK
500255104
1227
20104
SH
SOLE
20104
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
3958
63161
SH
SOLE
63161
0
0
KROGER CO
COMMON STOCK
501044101
4731
73684
SH
SOLE
73684
0
0
LA QUINTA HOLDINGS INC
COMMON STOCK
50420D108
4157
188425
SH
SOLE
188425
0
0
LABORATORY CORP LYONS
CONVERTIBLE SECURITY
50540RAG7
1888
1305000
PRN
SOLE
1305
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
25728
238439
SH
SOLE
238340
0
99
LAM RESEARCH CORP
COMMON STOCK
512807908
245
255
SH
Call
SOLE
255
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AL2
17
12000
PRN
SOLE
12
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
57030
43387000
PRN
SOLE
42779
0
608
LAMAR ADVER CO
COMMON STOCK
512816109
14516
270618
SH
SOLE
270618
0
0
LAS VEGAS SANDS CORP
COMMON STOCK
517834107
62464
1074001
SH
SOLE
1071671
0
2330
LENNAR CORP
COMMON STOCK
526057904
3401
14595
SH
Call
SOLE
14595
0
0
LENNAR CORP
COMMON STOCK
526057104
4279
95502
SH
SOLE
92617
0
2885
LIBERTY (TWX & TWC)
CONVERTIBLE SECURITY
530610AC8
182567
126954000
PRN
SOLE
126407
0
547
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
52030
52754000
PRN
SOLE
52664
0
90
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
4435
76899
SH
SOLE
76899
0
0
LINKEDIN CORPORATION
COMMON STOCK
53578A108
60780
264596
SH
SOLE
264486
0
110
LIONS GATE ENTERTAINMENT CORP
COMMON STOCK
535919203
44443
1387964
SH
SOLE
1387581
0
383
LKQ CORP
COMMON STOCK
501889208
29398
1045450
SH
SOLE
1044582
0
868
LOGMEIN INC
COMMON STOCK
54142L109
681
13800
SH
SOLE
13800
0
0
LORILLARD INC
COMMON STOCK
544147101
51797
822957
SH
SOLE
822636
0
321
LOWE'S COMPANIES
COMMON STOCK
548661107
13410
194912
SH
SOLE
194912
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
4301
54181
SH
SOLE
54181
0
0
M/I HOMES INC
CONVERTIBLE SECURITY
55292PAB1
4099
4000000
PRN
SOLE
4000
0
0
MACERICH COMPANY
COMMON STOCK
554382101
1258
15078
SH
SOLE
15078
0
0
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
2117
1855000
PRN
SOLE
1855
0
0
MACYS INC
COMMON STOCK
55616P104
1818
27644
SH
SOLE
27644
0
0
MANPOWERGROUP INC
COMMON STOCK
56418H100
5616
82375
SH
SOLE
82375
0
0
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1890
99000
SH
SOLE
99000
0
0
MARATHON OIL CP
COMMON STOCK
565849106
1706
60313
SH
SOLE
60313
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
4645
51467
SH
SOLE
51467
0
0
MASCO CORP
COMMON STOCK
574599106
13113
520365
SH
SOLE
520365
0
0
MASTERCARD INC
COMMON STOCK
57636Q104
182601
2119324
SH
SOLE
2118844
0
480
MAXLINEAR INC
COMMON STOCK
57776J100
419
56600
SH
SOLE
56600
0
0
MCDONALD'S CORP
COMMON STOCK
580135101
19130
204165
SH
SOLE
204165
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK
582839106
4032
40108
SH
SOLE
40108
0
0
MEDICAL PROPERTIES TRUST INC
COMMON STOCK
58463J304
1137
82475
SH
SOLE
82475
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AC9
14554
12500000
PRN
SOLE
12500
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
26617
24024000
PRN
SOLE
23914
0
110
MEDTRONIC INC
COMMON STOCK
585055106
23790
329503
SH
SOLE
329503
0
0
MELCO CROWN ENTERTAINMENT LTD
COMMON STOCK
585464100
2506
98680
SH
SOLE
98680
0
0
MELLANOX TECHNOLOGIES LTD
COMMON STOCK
M51363113
17791
416360
SH
SOLE
416360
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
59947
49931000
PRN
SOLE
49400
0
531
MERCK & CO
COMMON STOCK
58933Y105
63455
1117360
SH
SOLE
1117360
0
0
MERITAGE CORP
CONVERTIBLE SECURITY
59001AAR3
11567
11635000
PRN
SOLE
11635
0
0
METLIFE INC
COMMON STOCK
59156R108
102709
1898847
SH
SOLE
1896024
0
2823
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
40257
27383000
PRN
SOLE
27248
0
135
MGIC INVESTMENT CORP
COMMON STOCK
552848103
580
62200
SH
SOLE
62200
0
0
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
102436
86910000
PRN
SOLE
86635
0
275
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
1628
21682
SH
SOLE
21682
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
29928
16761000
PRN
SOLE
16533
0
228
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
2539
56292
SH
SOLE
56292
0
0
MICRON TECH
CONVERTIBLE SECURITY
595112AY9
18806
14165000
PRN
SOLE
14025
0
140
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
40293
12533000
PRN
SOLE
12354
0
179
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AV5
30452
9475000
PRN
SOLE
9475
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
5447
155574
SH
SOLE
155574
0
0
MICROSOFT CORP
COMMON STOCK
594918104
223743
4816854
SH
SOLE
4812868
0
3986
MIDDLEBY CORP
COMMON STOCK
596278101
605
6100
SH
SOLE
6100
0
0
MOHAWK INDS INC
COMMON STOCK
608190104
2009
12932
SH
SOLE
12932
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
17020
12292000
PRN
SOLE
12156
0
136
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
31155
27980000
PRN
SOLE
27860
0
120
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
91539
2519997
SH
SOLE
2519477
0
520
MONRO MUFFLER BRAKE INC
COMMON STOCK
610236101
718
12425
SH
SOLE
12425
0
0
MONSANTO CO
COMMON STOCK
61166W101
11253
94189
SH
SOLE
94189
0
0
MORGAN STANLEY
COMMON STOCK
617446448
6947
179039
SH
SOLE
179039
0
0
MOSAIC CO
COMMON STOCK
61945C103
3460
75793
SH
SOLE
75793
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK
620076307
431
6428
SH
SOLE
6428
0
0
MSC INDUSTRIAL DIRECT CO INC
COMMON STOCK
553530106
659
8110
SH
SOLE
8110
0
0
MURPHY OIL CORP
COMMON STOCK
626717102
660
13068
SH
SOLE
13068
0
0
MWI VETERINARY SUPPLY INC
COMMON STOCK
55402X105
3306
19455
SH
SOLE
19455
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530907
23850
27705
SH
Call
SOLE
27705
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530107
7391
131123
SH
SOLE
128598
0
2525
NANOSTRING TECHNOLOGIES INC
COMMON STOCK
63009R109
1212
87037
SH
SOLE
87037
0
0
NATIONAL BANK HOLDINGS CORP
COMMON STOCK
633707104
1093
56309
SH
SOLE
56309
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
17878
272815
SH
SOLE
272815
0
0
NAVIENT CORP
COMMON STOCK
63938C108
9506
439903
SH
SOLE
439903
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAQ1
9477
10000000
PRN
SOLE
10000
0
0
NETFLIX INC
COMMON STOCK
64110L106
1116
3267
SH
SOLE
3267
0
0
NETSUITE INC
CONVERTIBLE SECURITY
64118QAB3
6117
5448000
PRN
SOLE
5375
0
73
NEVRO CORPORATION
COMMON STOCK
64157F103
504
13026
SH
SOLE
13026
0
0
NEW YORK CMTY TRUST V
CONVERTIBLE PREFERRED SECURITY
64944P307
7169
143101
SH
SOLE
136606
0
6495
NEWMONT MINING CORP
CONVERTIBLE SECURITY
651639AJ5
484
475000
PRN
SOLE
475
0
0
NEWMONT MINING CORP
COMMON STOCK
651639106
1596
84438
SH
SOLE
84438
0
0
NEWPARK RESOURCES
CONVERTIBLE SECURITY
651718AC2
12566
11141000
PRN
SOLE
11072
0
69
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F887
32204
481093
SH
SOLE
479128
0
1965
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
44794
776460
SH
SOLE
771655
0
4805
NEXTERA ENERGY INC
COMMON STOCK
65339F101
8804
82830
SH
SOLE
82830
0
0
NICE SYSTEMS LTD
COMMON STOCK
653656108
544
10740
SH
SOLE
10740
0
0
NIKE INC
COMMON STOCK
654106103
101914
1059949
SH
SOLE
1058905
0
1044
NOBLE CORP PLC
COMMON STOCK
G65431101
398
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
3337
70365
SH
SOLE
70365
0
0
NOKIA CP
COMMON STOCK
654902204
17292
2200000
SH
SOLE
2200000
0
0
NORCRAFT COMPANIES
COMMON STOCK
65557Y105
394
20400
SH
SOLE
20400
0
0
NORFOLK SOTHN CORP
COMMON STOCK
655844108
5377
49055
SH
SOLE
49055
0
0
NORTHEAST UTILITIES
COMMON STOCK
664397106
1076
20104
SH
SOLE
20104
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK
666807102
29395
199438
SH
SOLE
199438
0
0
NORTHSTAR REALTY FINANCE CORP
COMMON STOCK
66704R704
1012
57544
SH
SOLE
57544
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK
G66721104
15413
329619
SH
SOLE
329619
0
0
NOVELLUS SYSTEMS INC
CONVERTIBLE SECURITY
670008AD3
13515
5891000
PRN
SOLE
5891
0
0
NU SKIN ENTERPRISES INC
COMMON STOCK
67018T105
6065
138778
SH
SOLE
138778
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
10201
8000000
PRN
SOLE
8000
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
111061
96637000
PRN
SOLE
95984
0
653
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
29234
382638
SH
SOLE
382557
0
81
NXSTAGE MEDICAL INC
COMMON STOCK
67072V103
4130
230332
SH
SOLE
230332
0
0
OAKTREE CAPITAL GROUP LLC
COMMON STOCK
674001201
3461
66780
SH
SOLE
66780
0
0
OASIS PETROLEUM INC
COMMON STOCK
674215108
224
13525
SH
SOLE
13525
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
44869
556621
SH
SOLE
556621
0
0
OCH-ZIFF CAPITAL MANAGEMENT
COMMON STOCK
67551U105
27649
2367183
SH
SOLE
2367183
0
0
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
10907
9372000
PRN
SOLE
9016
0
356
OMNICOM GROUP INC
COMMON STOCK
681919106
734
9470
SH
SOLE
9470
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
83172
69600000
PRN
SOLE
68961
0
639
ON SEMICONDUCTOR CORP
COMMON STOCK
682189105
527
52025
SH
SOLE
52025
0
0
ORACLE CORP
COMMON STOCK
68389X105
49946
1110645
SH
SOLE
1110645
0
0
P G & E CORP
COMMON STOCK
69331C108
3211
60313
SH
SOLE
60313
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK
695156109
549
7035
SH
SOLE
7035
0
0
PACWEST BANCORP
COMMON STOCK
695263103
2031
44685
SH
SOLE
44685
0
0
PALO ALTO NETWORKS
COMMON STOCK
697435105
27807
226869
SH
SOLE
226700
0
169
PAREXEL INTERNATIONAL CORP
COMMON STOCK
699462107
22656
407770
SH
SOLE
407584
0
186
PENTAIR PLC
COMMON STOCK
G7S00T104
2337
35183
SH
SOLE
35183
0
0
PEPSICO INC
COMMON STOCK
713448108
48352
511340
SH
SOLE
511340
0
0
PERRIGO CO PLC
COMMON STOCK
G97822103
49502
296135
SH
SOLE
296003
0
132
PFIZER INC
COMMON STOCK
717081103
80459
2582947
SH
SOLE
2582947
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
45300
556171
SH
SOLE
556034
0
137
PHILLIPS 66
COMMON STOCK
718546104
7175
100066
SH
SOLE
100066
0
0
PHOTRONICS INC
CONVERTIBLE SECURITY
719405AH5
5790
5500000
PRN
SOLE
5500
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787107
1945
13068
SH
SOLE
13068
0
0
PLAINS ALL AMER
COMMON STOCK
726503105
591
11510
SH
SOLE
11510
0
0
PLAINS GP HOLDINGS LP
COMMON STOCK
72651A108
1679
65375
SH
SOLE
65375
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
8254
90470
SH
SOLE
90470
0
0
POLARIS INDUSTRIES INC
COMMON STOCK
731068102
24926
164812
SH
SOLE
164732
0
80
POLYONE CORP
COMMON STOCK
73179P106
2197
57955
SH
SOLE
57955
0
0
POWER SOLUTIONS INTERNATIONAL
COMMON STOCK
73933G202
508
9850
SH
SOLE
9850
0
0
PPG INDUSTRIES INC
COMMON STOCK
693506107
3997
17290
SH
SOLE
17290
0
0
PPL CORP
COMMON STOCK
69351T106
1826
50261
SH
SOLE
50261
0
0
PRA GROUP INC
COMMON STOCK
69354N106
436
7525
SH
SOLE
7525
0
0
PRAXAIR INC
COMMON STOCK
74005P104
4910
37897
SH
SOLE
37897
0
0
PRECISION CASTPARTS CORP
COMMON STOCK
740189105
7555
31363
SH
SOLE
31363
0
0
PRICELINE GROUP INC/THE
COMMON STOCK
741503403
97254
85295
SH
SOLE
85258
0
37
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AS5
12888
11500000
PRN
SOLE
11500
0
0
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
160004
120686000
PRN
SOLE
119776
0
910
PRINCIPAL FINANCIAL GROUP INC
COMMON STOCK
74251V102
2496
48049
SH
SOLE
48049
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
473
14150
SH
SOLE
14150
0
0
PROCTER & GAMBLE CO
COMMON STOCK
742718109
82917
910276
SH
SOLE
910276
0
0
PROGRESS SOFTWA
COMMON STOCK
743312100
562
20800
SH
SOLE
20800
0
0
PROLOGIS INC
CONVERTIBLE SECURITY
74340XAT8
14746
13250000
PRN
SOLE
13191
0
59
PROLOGIS INC
COMMON STOCK
74340W103
2379
55287
SH
SOLE
55287
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AB9
30210
21709000
PRN
SOLE
21634
0
75
PROOFPOINT
COMMON STOCK
743424103
799
16570
SH
SOLE
16570
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
2579
2595000
PRN
SOLE
2595
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAK8
4155
4155000
PRN
SOLE
3985
0
170
PROTO LABS INC.
COMMON STOCK
743713109
13852
206259
SH
SOLE
206134
0
125
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
8998
99472
SH
SOLE
99472
0
0
PUBLIC SERVICE ENTERPRISE GROUP
COMMON STOCK
744573106
2498
60313
SH
SOLE
60313
0
0
PULTEGROUP INC
COMMON STOCK
745867101
1985
92480
SH
SOLE
92480
0
0
PVH CORP
COMMON STOCK
693656100
44067
343817
SH
SOLE
343651
0
166
QUALCOMM INC
COMMON STOCK
747525103
95619
1286417
SH
SOLE
1285096
0
1321
QUANTA SERVICES INC
COMMON STOCK
74762E102
3000
105661
SH
SOLE
105661
0
0
QUEST DIAGNOSTC
COMMON STOCK
74834L100
1011
15078
SH
SOLE
15078
0
0
QUIDEL CORP
CONVERTIBLE SECURITY
74838JAA9
7464
6677000
PRN
SOLE
6561
0
116
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
7949
7000000
PRN
SOLE
7000
0
0
RAYTHEON CO
COMMON STOCK
755111507
4227
39075
SH
SOLE
39075
0
0
REALOGY HOLDINGS CORP
COMMON STOCK
75605Y106
26006
584538
SH
SOLE
584293
0
245
RED HAT INC
COMMON STOCK
756577102
1390
20104
SH
SOLE
20104
0
0
RED ROBIN GOURMET BURGERS INC
COMMON STOCK
75689M101
910
11820
SH
SOLE
11820
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F907
3450
215
SH
Call
SOLE
215
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
79640
194125
SH
SOLE
194035
0
90
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
2017
190992
SH
SOLE
190992
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE SECURITY
75972AAA1
2897
3000000
PRN
SOLE
3000
0
0
RESTAURANT BRANDS INTERNATIONAL
COMMON STOCK
76131D103
5009
128306
SH
SOLE
128306
0
0
RESTORATION HARDWARE HOLDING
COMMON STOCK
761283100
34267
356912
SH
SOLE
356656
0
256
RIO TINTO PLC
COMMON STOCK
767204100
9673
210000
SH
SOLE
210000
0
0
ROADRUNNER TRANSPORTATION
COMMON STOCK
76973Q105
756
32370
SH
SOLE
32370
0
0
ROBERT HALF INTL INC
COMMON STOCK
770323103
1467
25130
SH
SOLE
25130
0
0
ROCKWELL AUTOMTN
COMMON STOCK
773903109
43541
391558
SH
SOLE
391427
0
131
ROPER INDS INC
CONVERTIBLE SECURITY
776696AA4
236
120000
PRN
SOLE
120
0
0
ROSS STORES INC
COMMON STOCK
778296103
1895
20104
SH
SOLE
20104
0
0
ROVI CORP
CONVERTIBLE SECURITY
779376AB8
5515
5500000
PRN
SOLE
5500
0
0
ROYAL GOLD INC
CONVERTIBLE SECURITY
780287AA6
14477
14000000
PRN
SOLE
14000
0
0
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
2090
1785000
PRN
SOLE
1785
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
12325
12080000
PRN
SOLE
12019
0
61
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
30797
31642000
PRN
SOLE
31502
0
140
RUSSELL MIDCAP GROWTH INDEX FD
COMMON STOCK
464287481
1659
17800
SH
SOLE
17800
0
0
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AQ6
16292
12000000
PRN
SOLE
12000
0
0
S & P 500 INDEX
COMMON STOCK
464287952
7695
5624
SH
Put
SOLE
5624
0
0
S&P 400 MIDCAP DEP RECPT
COMMON STOCK
78467Y107
10009
37919
SH
SOLE
37919
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
159087
139535000
PRN
SOLE
138431
0
1104
SALESFORCE.COM INC
COMMON STOCK
79466L302
24867
419272
SH
SOLE
418992
0
280
SALIX PHARMACEUTICALS LTD
CONVERTIBLE SECURITY
795435AE6
26067
14280000
PRN
SOLE
14214
0
66
SANCHEZ ENERGY
COMMON STOCK
79970Y105
93
10055
SH
SOLE
10055
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
38539
20070000
PRN
SOLE
20070
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAF8
211871
175852000
PRN
SOLE
174852
0
1000
SANDISK CORP
COMMON STOCK
80004C101
11043
112706
SH
SOLE
112652
0
54
SCHLUMBERGER LTD
COMMON STOCK
806857108
123683
1448107
SH
SOLE
1446485
0
1622
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
6753
223693
SH
SOLE
223693
0
0
SCRIPPS NETWORKS INTERACTIVE
COMMON STOCK
811065101
538
7145
SH
SOLE
7145
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
81170YAB5
4653
5000000
PRN
SOLE
5000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
37319
35232000
PRN
SOLE
34816
0
416
SENIOR HOUSING PROP TRUST
COMMON STOCK
81721M109
840
38000
SH
SOLE
38000
0
0
SENSATA TECHNOLOGIES BV
COMMON STOCK
N7902X106
7972
152111
SH
SOLE
152111
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
114858
100761000
PRN
SOLE
100269
0
492
SERVICENOW INC
COMMON STOCK
81762P102
28321
417409
SH
SOLE
417179
0
230
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
13345
14000000
PRN
SOLE
14000
0
0
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
8091
44431
SH
SOLE
44431
0
0
SINA CORP
CONVERTIBLE SECURITY
82922RAD5
9239
10000000
PRN
SOLE
10000
0
0
SK TELECOM CO LTD
COMMON STOCK
78440P108
8151
301780
SH
SOLE
296180
0
5600
SMART & FINAL STORES
COMMON STOCK
83190B101
390
24800
SH
SOLE
24800
0
0
SMITH (AO) CORP
COMMON STOCK
831865209
618
10950
SH
SOLE
10950
0
0
SOLARWINDS INC
COMMON STOCK
83416B109
30496
611992
SH
SOLE
611793
0
199
SONIC CORP
COMMON STOCK
835451105
319
11725
SH
SOLE
11725
0
0
SOTHEBYS HOLDINGS INC
COMMON STOCK
835898107
874
20250
SH
SOLE
20250
0
0
SOUTHN COMPANY
COMMON STOCK
842587107
8565
174405
SH
SOLE
174405
0
0
SOUTHWEST AIRLINES
COMMON STOCK
844741108
3020
71371
SH
SOLE
71371
0
0
SPANSION INC
CONVERTIBLE SECURITY
84649PAL9
19871
8000000
PRN
SOLE
8000
0
0
SPDR TRUST SERIES 1
COMMON STOCK
78462F103
8072
39280
SH
SOLE
39280
0
0
SPECTRA ENERGY CORP
COMMON STOCK
847560109
3737
102934
SH
SOLE
102934
0
0
SPECTRANETICS
CONVERTIBLE SECURITY
84760CAA5
10312
8000000
PRN
SOLE
8000
0
0
SPECTRANETICS CP
COMMON STOCK
84760C107
4222
122102
SH
SOLE
122102
0
0
SPIRIT AIRLINES INC
COMMON STOCK
848577102
49111
649785
SH
SOLE
649425
0
360
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
26788
27505000
PRN
SOLE
27120
0
385
SPLUNK INC
COMMON STOCK
848637104
2911
49389
SH
SOLE
49389
0
0
ST JUDE MEDICAL INC
COMMON STOCK
790849103
1602
24628
SH
SOLE
24628
0
0
STAAR SURGICAL
COMMON STOCK
852312305
703
77200
SH
SOLE
77200
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
39084
34567000
PRN
SOLE
33934
0
633
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
76737
556552
SH
SOLE
549597
0
6955
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502804
34899
296410
SH
SOLE
296410
0
0
STARBUCKS CORP
COMMON STOCK
855244109
133077
1621904
SH
SOLE
1620296
0
1608
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAC9
5074
5000000
PRN
SOLE
5000
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
29836
28183000
PRN
SOLE
27850
0
333
STATE STREET CORP
COMMON STOCK
857477103
84348
1074495
SH
SOLE
1073085
0
1410
STERIS CORP
COMMON STOCK
859152100
610
9410
SH
SOLE
9410
0
0
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
16819
19183000
PRN
SOLE
19046
0
137
STRYKER CORP
COMMON STOCK
863667101
96290
1020779
SH
SOLE
1019142
0
1637
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
28903
23575000
PRN
SOLE
23420
0
155
SUNTRUST BANKS INC
COMMON STOCK
867914103
2527
60313
SH
SOLE
60313
0
0
SVB FINANCIAL GROUP
COMMON STOCK
78486Q101
54801
472140
SH
SOLE
471905
0
235
SYMANTEC CORP
COMMON STOCK
871503108
2192
85444
SH
SOLE
85444
0
0
SYNAPTICS INC
COMMON STOCK
87157D109
515
7475
SH
SOLE
7475
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
39904
37655000
PRN
SOLE
36975
0
680
T ROWE PRICE
COMMON STOCK
74144T108
54310
632537
SH
SOLE
632288
0
249
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039900
236
4725
SH
Call
SOLE
4725
0
0
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039100
26582
1187738
SH
SOLE
1186710
0
1028
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
25652
18290000
PRN
SOLE
18290
0
0
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
13631
9000000
PRN
SOLE
9000
0
0
TARGET CORP
COMMON STOCK
87612E106
1763
23220
SH
SOLE
23220
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
6167
97506
SH
SOLE
97506
0
0
TEAM HEALTH HOLDINGS INC
COMMON STOCK
87817A107
2916
50685
SH
SOLE
50685
0
0
TERADATA CORP
COMMON STOCK
88076W103
878
20104
SH
SOLE
20104
0
0
TERADYNE INC
COMMON STOCK
880770102
499
25205
SH
SOLE
25205
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
8504
9178000
PRN
SOLE
9178
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
91416
101081000
PRN
SOLE
100453
0
628
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
13607
9923000
PRN
SOLE
9815
0
108
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
33360
623965
SH
SOLE
623965
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
10176
81222
SH
SOLE
81222
0
0
TIME WARNER CABLE
COMMON STOCK
88732J207
3286
21612
SH
SOLE
21612
0
0
TIME WARNER INC
COMMON STOCK
887317303
7573
88657
SH
SOLE
88657
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
16423
239471
SH
SOLE
239471
0
0
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
24173
23573000
PRN
SOLE
22981
0
592
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
2958
27945
SH
SOLE
27945
0
0
TRIPADVISOR INC
COMMON STOCK
896945201
1501
20104
SH
SOLE
20104
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
602
27075
SH
SOLE
27075
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
4804
5000000
PRN
SOLE
5000
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
48623
1266047
SH
SOLE
1262647
0
3400
TWITTER INC
COMMON STOCK
90184L902
1401
4120
SH
Call
SOLE
4120
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
52993
1052704
SH
SOLE
1042939
0
9765
ULTIMATE SOFTWARE GROUP INC
COMMON STOCK
90385D107
4755
32390
SH
SOLE
32390
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
2337
137410
SH
SOLE
137410
0
0
UNION PACIFIC CORP
COMMON STOCK
907818108
70799
594298
SH
SOLE
594298
0
0
UNITED PARCEL SERVICE
COMMON STOCK
911312106
103035
926820
SH
SOLE
925819
0
1001
UNITED RENTALS INC
COMMON STOCK
911363109
1978
19390
SH
SOLE
19390
0
0
UNITED STATES STEEL CORP
CONVERTIBLE SECURITY
912909AH1
4663
3750000
PRN
SOLE
3750
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
74370
646692
SH
SOLE
646411
0
281
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
9308
92078
SH
SOLE
92078
0
0
US BANCORP
COMMON STOCK
902973304
16673
370926
SH
SOLE
370926
0
0
US ECOLOGY INC
COMMON STOCK
91732J102
659
16420
SH
SOLE
16420
0
0
US SILICA HOLDINGS
COMMON STOCK
90346E103
583
22705
SH
SOLE
22705
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
185391
3022844
SH
SOLE
3016294
0
6550
VALERO ENERGY
COMMON STOCK
91913Y100
5225
105548
SH
SOLE
105548
0
0
VANTIV INC
COMMON STOCK
92210H105
1497
44135
SH
SOLE
44135
0
0
VERIFONE SYSTEMS INC
COMMON STOCK
92342Y109
474
12730
SH
SOLE
12730
0
0
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
34898
31369000
PRN
SOLE
30845
0
524
VERINT SYSTEMS
COMMON STOCK
92343X100
4922
84460
SH
SOLE
84460
0
0
VERIZON COMM
COMMON STOCK
92343V104
32824
701677
SH
SOLE
701677
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK
92343V104
2667
56729
SH
SOLE
56729
0
0
VIACOM INC
COMMON STOCK
92553P201
2973
39505
SH
SOLE
39505
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
17893
15000000
PRN
SOLE
15000
0
0
VIRTUSA CORP
COMMON STOCK
92827P102
650
15600
SH
SOLE
15600
0
0
VISA INC
COMMON STOCK
92826C839
21982
83835
SH
SOLE
83835
0
0
VITAMIN SHOPPE INC
COMMON STOCK
92849E101
15354
316059
SH
SOLE
316059
0
0
VMWARE INC
COMMON STOCK
928563402
3685
44650
SH
SOLE
43875
0
775
VORNADO REALTY TRUST
COMMON STOCK
929042109
3550
30157
SH
SOLE
30157
0
0
WABCO HOLDINGS INC
COMMON STOCK
92927K102
440
4200
SH
SOLE
4200
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK
931427108
101450
1331371
SH
SOLE
1330083
0
1288
WAL-MART STORES INC
COMMON STOCK
931142103
20091
233948
SH
SOLE
233948
0
0
WALTER INVESTMENT MANAGEMENT
CONVERTIBLE SECURITY
93317WAA0
8310
10905000
PRN
SOLE
10905
0
0
WEB.COM GROUP INC
CONVERTIBLE SECURITY
94733AAA2
4574
5000000
PRN
SOLE
5000
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
256356
4676319
SH
SOLE
4670632
0
5687
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
35487
29268
SH
SOLE
28794
0
474
WESCO AIRCRAFT HOLDINGS
COMMON STOCK
950814103
356
25500
SH
Call
SOLE
25500
0
0
WESCO INTL INC
COMMON STOCK
95082P105
23333
306170
SH
SOLE
305923
0
247
WEYERHAEUSER CO
CONVERTIBLE PREFERRED SECURITY
962166872
23080
400000
SH
SOLE
400000
0
0
WHIRLPOOL CORP
COMMON STOCK
963320106
39209
202380
SH
SOLE
202321
0
59
WHITEWAVE FOODS COMPANY
COMMON STOCK
966244105
24232
692532
SH
SOLE
692129
0
403
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
1759
34890
SH
SOLE
34890
0
0
WILLIAMS CO.
COMMON STOCK
969457100
1420
31596
SH
SOLE
31596
0
0
WILLIAMS PARTNERS LP
COMMON STOCK
96950F104
2143
47880
SH
SOLE
47880
0
0
WILLIAMS-SONOMA INC
COMMON STOCK
969904101
24229
320148
SH
SOLE
320013
0
135
WISDOMTREE INVESTMENTS INC
COMMON STOCK
97717P104
24967
1592786
SH
SOLE
1592233
0
553
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
17206
14500000
PRN
SOLE
14500
0
0
WRIGHT MEDICAL
CONVERTIBLE SECURITY
98235TAC1
17231
14190000
PRN
SOLE
14190
0
0
WYNN RESORTS LTD
COMMON STOCK
983134107
1794
12063
SH
Call
SOLE
12063
0
0
XCEL ENERGY INC
COMMON STOCK
98389B100
1625
45235
SH
SOLE
45235
0
0
XENOPORT INC
COMMON STOCK
98411C100
171
19500
SH
SOLE
19500
0
0
XILINX INC
CONVERTIBLE SECURITY
983919AF8
10277
6802000
PRN
SOLE
6802
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
56783
50041000
PRN
SOLE
49640
0
401
YUM! BRANDS INC
COMMON STOCK
988498101
1465
20104
SH
SOLE
20104
0
0
ZIMMER HOLDINGS INC
COMMON STOCK
98956P102
92193
812846
SH
SOLE
811957
0
889
ZIONS BANCORP
WARRANTS
989701115
973
240800
SH
SOLE
240800
0
0
ACORDA THERAPEUTICS INC
CONVERTIBLE SECURITY
00484MAA4
138
120000
PRN
OTR
120
0
0
AMER TOWER CORP
CONVERTIBLE PREFERRED SECURITY
03027X308
386
3360
SH
OTR
3360
0
0
APPLE INC
COMMON STOCK
037833100
274
2485
SH
OTR
2485
0
0
ARES CAPITAL CORP
CONVERTIBLE SECURITY
04010LAJ2
497
480000
PRN
OTR
480
0
0
BANK OF AMERICA CORP
CONVERTIBLE PREFERRED SECURITY
060505682
256
220
SH
OTR
220
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE SECURITY
09061GAE1
184
156000
PRN
OTR
156
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE SECURITY
09061GAF8
189
155000
PRN
OTR
155
0
0
CEMEX SA
CONVERTIBLE SECURITY
151290BB8
116
100000
PRN
OTR
100
0
0
CROWN CASTLE INTL CORP
CONVERTIBLE PREFERRED SECURITY
22822V200
245
2380
SH
OTR
2380
0
0
CUBIST PHARM
CONVERTIBLE SECURITY
229678AH0
88
65000
PRN
OTR
65
0
0
CUBIST PHARM
CONVERTIBLE SECURITY
229678AF4
338
255000
PRN
OTR
255
0
0
DANAHER CORP
CONVERTIBLE SECURITY
235851AF9
373
150000
PRN
OTR
150
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
256
170000
PRN
OTR
170
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
277
5275
SH
OTR
5275
0
0
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
240
2070
SH
OTR
2070
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
435
105000
PRN
OTR
105
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
239
215000
PRN
OTR
215
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
202
240000
PRN
OTR
240
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
122
55000
PRN
OTR
55
0
0
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
137
115000
PRN
OTR
115
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
470
440000
PRN
OTR
440
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
548
315000
PRN
OTR
315
0
0
INVENSENSE
CONVERTIBLE SECURITY
46123DAB2
225
225000
PRN
OTR
225
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AL2
132
100000
PRN
OTR
100
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
559
425000
PRN
OTR
425
0
0
LENNAR CORP
COMMON STOCK
526057104
259
5780
SH
OTR
5780
0
0
LIBERTY (TWX & TWC)
CONVERTIBLE SECURITY
530610AC8
288
200000
PRN
OTR
200
0
0
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
247
250000
PRN
OTR
250
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
185
167000
PRN
OTR
167
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
108
90000
PRN
OTR
90
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
119
81000
PRN
OTR
81
0
0
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
429
364000
PRN
OTR
364
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
277
155000
PRN
OTR
155
0
0
MICRON TECH
CONVERTIBLE SECURITY
595112AY9
551
415000
PRN
OTR
415
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
267
240000
PRN
OTR
240
0
0
MYLAN LABORATORIES INC
COMMON STOCK
628530107
266
4725
SH
OTR
4725
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
267
4620
SH
OTR
4620
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
580
505000
PRN
OTR
505
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
263
220000
PRN
OTR
220
0
0
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
664
501000
PRN
OTR
501
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AB9
313
225000
PRN
OTR
225
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
219
215000
PRN
OTR
215
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
752
660000
PRN
OTR
660
0
0
SALIX PHARMACEUTICALS LTD
CONVERTIBLE SECURITY
795435AE6
155
85000
PRN
OTR
85
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAF8
898
745000
PRN
OTR
745
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
212
200000
PRN
OTR
200
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
547
480000
PRN
OTR
480
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
214
220000
PRN
OTR
220
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
243
215000
PRN
OTR
215
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
594
4310
SH
OTR
4310
0
0
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
96
109000
PRN
OTR
109
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
123
100000
PRN
OTR
100
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
578
545000
PRN
OTR
545
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
111
120000
PRN
OTR
120
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
326
360000
PRN
OTR
360
0
0
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
256
250000
PRN
OTR
250
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
230
4570
SH
OTR
4570
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
499
8135
SH
OTR
8135
0
0
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
256
230000
PRN
OTR
230
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
245
4475
SH
OTR
4475
0
0
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
382
315
SH
OTR
315
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
193
170000
PRN
OTR
170
0
0