0000950123-18-003519.txt : 20180413
0000950123-18-003519.hdr.sgml : 20180413
20180413132836
ACCESSION NUMBER: 0000950123-18-003519
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180413
DATE AS OF CHANGE: 20180413
EFFECTIVENESS DATE: 20180413
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: 18753852
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
03-31-2018
03-31-2018
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
04-13-2018
0
602
15367851
false
INFORMATION TABLE
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form13fInfoTable.xml
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CARMAX INC
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CBRE GROUP INC
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CELGENE CORP
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CENTENE CORP
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CENTURYLINK INC
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CHARTER COMMUNICATIONS INC
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CHEVRONTEXACO CORP
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CHUBB LTD
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CIGNA CORP
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CIMAREX ENERGY CO
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27123
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CISCO SYSTEMS INC
COMMON STOCK
17275R102
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CITIGROUP INC
COMMON STOCK
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CITRIX SYSTEMS INC
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CME GROUP INC
COMMON STOCK
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232
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CMS ENERGY CORP
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COCA-COLA CO
COMMON STOCK
191216100
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SOLE
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COGNIZANT TECH SOLUTIONS CORP
COMMON STOCK
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COLGATE-PALMOLIVE CO
COMMON STOCK
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COLONY FINANCIAL INC
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19624RAB2
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COLONY STARWOOD HOMES
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19625XAB8
30605
27500000
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27500
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COMCAST CORP
COMMON STOCK
20030N101
78685
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SOLE
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COMERICA INC
COMMON STOCK
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211
2190
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CONCHO RESOURCES INC
COMMON STOCK
20605P101
3884
25831
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SOLE
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CONOCOPHILLIPS
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20825C104
23541
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397044
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CONSOL EDISON
COMMON STOCK
209115104
3424
43919
SH
SOLE
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0
CONSTELLATION BRANDS INC
COMMON STOCK
21036P108
24298
106607
SH
SOLE
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CORNERSTONE ONDEMAND INC
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21925YAB9
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COSTCO WHOLESALE CORP
COMMON STOCK
22160K105
31520
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COWEN INC
CONVERTIBLE SECURITY
223622AB7
3489
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PRN
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CROWN CASTLE INTL CORP
COMMON STOCK
22822V101
8959
81729
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SOLE
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CROWN CASTLE INTL CORP
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CSG SYS INTL
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126349AF6
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CSX CORPORATION
COMMON STOCK
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CTRIP.COM INTL LTD
COMMON STOCK
22943F950
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CTRIP.COM INTL LTD
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26439
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CTRIP.COM INTL LTD
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22943FAH3
34171
29500000
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CTRIP.COM INTL LTD
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22943FAM2
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CVS HEALTH CORP
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CYPRESS SEMICONDUCTOR CORP
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0
0
DANAHER CORP(COPA LYONS)
CONVERTIBLE SECURITY
235851AF9
1061
283000
PRN
SOLE
283
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
3491
40945
SH
SOLE
40945
0
0
DAVITA INC
COMMON STOCK
23918K108
2634
39935
SH
SOLE
39935
0
0
DEERE & CO
COMMON STOCK
244199105
10641
68509
SH
SOLE
68509
0
0
DELTA AIR LINES INC
COMMON STOCK
247361702
122564
2236157
SH
SOLE
2125361
0
110796
DEVON ENERGY CORPORATION
COMMON STOCK
25179M103
3881
122068
SH
SOLE
122068
0
0
DIAMOND OFFSHORE DRILLING INC
COMMON STOCK
25271C102
880
60000
SH
SOLE
60000
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK
25278X109
206
1625
SH
SOLE
1625
0
0
DIGITAL REALTY TRUST INC
COMMON STOCK
253868103
3705
35157
SH
SOLE
35157
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
16272
226213
SH
SOLE
226213
0
0
DISH NETWORK CORP
CONVERTIBLE SECURITY
25470MAB5
43867
45456000
PRN
SOLE
45456
0
0
DISH NETWORK CORP
CONVERTIBLE SECURITY
25470MAD1
22725
25750000
PRN
SOLE
25750
0
0
DISNEY WALT CO
COMMON STOCK
254687106
91228
908274
SH
SOLE
886523
0
21751
DOLLAR GENERAL
COMMON STOCK
256677105
4326
46232
SH
SOLE
46232
0
0
DOLLAR TREE
COMMON STOCK
256746108
12300
129605
SH
SOLE
129605
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
2525
37437
SH
SOLE
37437
0
0
DOMINION ENERGY INC
CONVERTIBLE PREFERRED SECURITY
25746U836
6816
146852
SH
SOLE
146852
0
0
DOWDUPONT INC
COMMON STOCK
26078J100
81934
1286041
SH
SOLE
1246858
0
39183
DTE ENERGY CO
CONVERTIBLE PREFERRED SECURITY
233331883
48177
927385
SH
SOLE
927385
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
11683
150796
SH
SOLE
150727
0
69
DXC TECHNOLOGY CO
COMMON STOCK
23355L106
4615
45906
SH
SOLE
45906
0
0
DYCOM INDS
CONVERTIBLE SECURITY
267475AB7
29962
23653000
PRN
SOLE
23653
0
0
DYNEGY INC
CONVERTIBLE PREFERRED SECURITY
26817R405
23846
275000
SH
SOLE
275000
0
0
E TRADE GROUP
COMMON STOCK
269246401
76443
1379580
SH
SOLE
1283830
0
95750
EATON CORP PLC
COMMON STOCK
G29183103
18863
236050
SH
SOLE
236050
0
0
EBAY INC
COMMON STOCK
278642103
5247
130379
SH
SOLE
130379
0
0
ECHO GLOBAL LOGISTICS INC
CONVERTIBLE SECURITY
27875TAA9
15508
15168000
PRN
SOLE
15168
0
0
EDISON INTL
COMMON STOCK
281020107
3494
54877
SH
SOLE
54877
0
0
EDWARDS LIFESCI
COMMON STOCK
28176E108
13103
93911
SH
SOLE
93911
0
0
ELECTRONICS FOR IMAGING INC
CONVERTIBLE SECURITY
286082AC6
10191
10500000
PRN
SOLE
10500
0
0
ELI LILLY & CO
COMMON STOCK
532457108
18203
235272
SH
SOLE
235272
0
0
ELLIE MAE INC
COMMON STOCK
28849P100
28146
306132
SH
SOLE
272498
0
33634
EMERSON ELECTRIC CO
COMMON STOCK
291011104
38598
565119
SH
SOLE
523511
0
41608
ENTERPRISE PRODUCTS PARTNERS
COMMON STOCK
293792107
6332
258630
SH
SOLE
258630
0
0
ENVESTNET INC
CONVERTIBLE SECURITY
29404KAA4
21943
19868000
PRN
SOLE
19868
0
0
EOG RESOURCES INC
COMMON STOCK
26875P101
33085
314281
SH
SOLE
314281
0
0
EQUINIX INC
COMMON STOCK
29444U700
3559
8510
SH
SOLE
8510
0
0
EQUITY RESIDENTIAL
COMMON STOCK
29476L107
2477
40189
SH
SOLE
40189
0
0
ESTEE LAUDER COMPANIES
COMMON STOCK
518439104
203
1350
SH
SOLE
1350
0
0
EURONET WORLDWIDE INC
CONVERTIBLE SECURITY
298736AH2
7092
5998000
PRN
SOLE
5998
0
0
EVERBRIDGE INC
CONVERTIBLE SECURITY
29978AAA2
12633
10000000
PRN
SOLE
10000
0
0
EVERCORE INC
COMMON STOCK
29977A105
21927
251453
SH
SOLE
225112
0
26341
EXELON CORP
COMMON STOCK
30161N101
30377
778697
SH
SOLE
778697
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
7574
109631
SH
SOLE
109631
0
0
EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
117
10150
SH
SOLE
10150
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
112580
1508912
SH
SOLE
1507079
0
1833
F5 NETWORKSINC
COMMON STOCK
315616102
3505
24232
SH
SOLE
24232
0
0
FACEBOOK INC
COMMON STOCK
30303M102
259673
1625085
SH
SOLE
1537608
0
87477
FACEBOOK INC
COMMON STOCK
30303M902
9636
60300
SH
Call
SOLE
60300
0
0
FEDERAL REALTY INVS TRUST
COMMON STOCK
313747206
4356
37512
SH
SOLE
37512
0
0
FEDEX CORP
COMMON STOCK
31428X106
10122
42155
SH
SOLE
42155
0
0
FIDELITY NATIONAL INFORMATION
COMMON STOCK
31620M106
23658
245662
SH
SOLE
217880
0
27782
FIDELITY NL FIN-CONVRT TO CASH
CONVERTIBLE SECURITY
31620RAE5
577
185000
PRN
SOLE
185
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
4596
144745
SH
SOLE
144745
0
0
FINISAR CORP
COMMON STOCK
31787A907
7905
500000
SH
Call
SOLE
500000
0
0
FINISAR CORP
CONVERTIBLE SECURITY
31787AAM3
19372
19645000
PRN
SOLE
19645
0
0
FINISAR CORP
CONVERTIBLE SECURITY
31787AAP6
22690
25203000
PRN
SOLE
25203
0
0
FIREEYE SERIES A
CONVERTIBLE SECURITY
31816QAB7
4925
5183000
PRN
SOLE
5183
0
0
FIREEYE SERIES B
CONVERTIBLE SECURITY
31816QAD3
5888
6308000
PRN
SOLE
6308
0
0
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
46570
502856
SH
SOLE
466441
0
36415
FIRST SOLAR INC
COMMON STOCK
336433107
39107
550952
SH
SOLE
507163
0
43789
FIRSTENERGY CORP
COMMON STOCK
337932107
4791
140866
SH
SOLE
140866
0
0
FISERV INC
COMMON STOCK
337738108
9605
134690
SH
SOLE
134690
0
0
FLIR SYSTEMS INC
COMMON STOCK
302445101
4187
83710
SH
SOLE
83710
0
0
FLOOR & DECOR HOLDINGS INC
COMMON STOCK
339750101
5721
109758
SH
SOLE
109758
0
0
FLUOR CORP
COMMON STOCK
343412102
3378
59018
SH
SOLE
59018
0
0
FOOT LOCKER INC
COMMON STOCK
344849104
2174
47738
SH
SOLE
47738
0
0
FORD MOTOR CO
COMMON STOCK
345370860
15172
1369256
SH
SOLE
1369256
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
6027
6000000
PRN
SOLE
6000
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
5115
86844
SH
SOLE
86844
0
0
FREEPORT-MCMORAN INC
COMMON STOCK
35671D857
4181
237961
SH
SOLE
237961
0
0
FRONTIER COMMUNICATIONS CORP
CONVERTIBLE PREFERRED SECURITY
35906A207
1716
150000
SH
SOLE
150000
0
0
GAMESTOP CORP
COMMON STOCK
36467W109
1724
136595
SH
SOLE
136595
0
0
GARMIN LTD
COMMON STOCK
H2906T109
3332
56535
SH
SOLE
56535
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
7903
35772
SH
SOLE
35772
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
38545
2859400
SH
SOLE
2859186
0
214
GENERAL ELECTRIC CO
COMMON STOCK
369604903
58638
4350000
SH
Call
SOLE
4350000
0
0
GENERAL MILLS INC
COMMON STOCK
370334104
3195
70896
SH
SOLE
70896
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
21208
583596
SH
SOLE
583596
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
1667
88470
SH
SOLE
88470
0
0
GILEAD SCIENCES INC
COMMON STOCK
375558103
24203
321033
SH
SOLE
321033
0
0
GNC CORP
CONVERTIBLE SECURITY
36191GAB3
2877
4000000
PRN
SOLE
4000
0
0
GOLAR LNG LTD
CONVERTIBLE SECURITY
38046YAB7
5142
5000000
PRN
SOLE
5000
0
0
GOLDMAN SACHS
COMMON STOCK
38141G104
71652
284490
SH
SOLE
284461
0
29
GOLDMAN SACHS BDC INC
CONVERTIBLE SECURITY
38147UAB3
5107
5000000
PRN
SOLE
5000
0
0
GOLDMAN SACHS GROUP
COMMON STOCK
38141G904
85734
340400
SH
Call
SOLE
340400
0
0
GREENBRIER COMPANIES INC
CONVERTIBLE SECURITY
393657AK7
35873
31259000
PRN
SOLE
31259
0
0
GUIDEWIRE SOFTWARE
CONVERTIBLE SECURITY
40171VAA8
47168
48014000
PRN
SOLE
47924
0
90
GULFMARK OFFSHORE INC
COMMON STOCK
402629505
3890
134106
SH
SOLE
133661
0
445
HALLIBURTON CO
COMMON STOCK
406216101
59600
1269702
SH
SOLE
1209649
0
60053
HARRIS CORP
COMMON STOCK
413875105
21462
133072
SH
SOLE
111812
0
21260
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
3525
68408
SH
SOLE
68408
0
0
HDFC BANK LTD
COMMON STOCK
40415F101
386
3900
SH
SOLE
3900
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAJ6
10082
10000000
PRN
SOLE
10000
0
0
HERBALIFE LTD
CONVERTIBLE SECURITY
42703MAB9
18216
15000000
PRN
SOLE
15000
0
0
HESS CORP
CONVERTIBLE PREFERRED SECURITY
42809H404
46014
772551
SH
SOLE
772551
0
0
HEWLETT PACKARD ENTERPRISE CO
COMMON STOCK
42824C109
3333
189990
SH
SOLE
189990
0
0
HOME DEPOT
COMMON STOCK
437076102
106422
597068
SH
SOLE
589156
0
7912
HONEYWELL INTL
COMMON STOCK
438516106
56895
393707
SH
SOLE
393646
0
61
HORIZON PHARMA PLC
CONVERTIBLE SECURITY
44052TAB7
6920
7500000
PRN
SOLE
7500
0
0
HP INC
COMMON STOCK
40434L105
5823
265612
SH
SOLE
265612
0
0
HUMANA INC.
COMMON STOCK
444859102
67120
249674
SH
SOLE
232634
0
17040
ICICI BANK LTD
COMMON STOCK
45104G104
3000
338937
SH
SOLE
254337
0
84600
IDEXX LABORATORIES INC
COMMON STOCK
45168D104
4641
24247
SH
SOLE
24247
0
0
ILL TOOL WORKS INC
COMMON STOCK
452308109
7573
48335
SH
SOLE
48335
0
0
ILLUMINA INC
COMMON STOCK
452327109
5935
25103
SH
SOLE
25103
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AF6
58556
52869000
PRN
SOLE
52624
0
245
ILLUMINA INC
CONVERTIBLE SECURITY
452327AH2
6527
5291000
PRN
SOLE
5291
0
0
IMMUNOMEDICS
CONVERTIBLE SECURITY
452907AK4
7324
2500000
PRN
SOLE
2500
0
0
INCYTE GENOMICS INC
COMMON STOCK
45337C102
1921
23047
SH
SOLE
23047
0
0
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
9793
9500000
PRN
SOLE
9500
0
0
INNOVIVA INC
CONVERTIBLE SECURITY
88338TAB0
17238
16191000
PRN
SOLE
16191
0
0
INPHI CORP
CONVERTIBLE SECURITY
45772FAB3
5268
5000000
PRN
SOLE
5000
0
0
INPHI CORP
CONVERTIBLE SECURITY
45772FAC1
34934
37593000
PRN
SOLE
37593
0
0
INSMED INC
CONVERTIBLE SECURITY
457669AA7
17798
20000000
PRN
SOLE
20000
0
0
INSULET CORP
CONVERTIBLE SECURITY
45784PAF8
23191
15000000
PRN
SOLE
15000
0
0
INTEGRATED DEVICE TECHNOLOGY
CONVERTIBLE SECURITY
458118AC0
11285
10034000
PRN
SOLE
10034
0
0
INTEL CORP
COMMON STOCK
458140100
36607
702891
SH
SOLE
702690
0
201
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
167072
67471000
PRN
SOLE
67471
0
0
INTERCEPT PHARMACEUTICALS
CONVERTIBLE SECURITY
45845PAA6
4038
5000000
PRN
SOLE
5000
0
0
INTERCONTINENTAL EXCHANGE INC
COMMON STOCK
45866F104
61104
842574
SH
SOLE
781510
0
61064
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
14527
94678
SH
SOLE
94678
0
0
IONIS PHARMACEUTICALS INC
CONVERTIBLE SECURITY
464337AJ3
23343
23600000
PRN
SOLE
23600
0
0
IQIYI INC.
COMMON STOCK
46267X108
360
20000
SH
SOLE
16939
0
3061
IRONWOOD PHARMACEUTICALS INC
CONVERTIBLE SECURITY
46333XAD0
22652
19103000
PRN
SOLE
19103
0
0
ISHARES CHINA LARGE CAP ETF
COMMON STOCK
464287954
40414
855500
SH
Put
SOLE
855500
0
0
ISHARES CORE MSCI EAFE
COMMON STOCK
46432F842
2307
35004
SH
SOLE
10821
0
24183
ISHARES CORE MSCI EMERGING
COMMON STOCK
46434G103
1423
24353
SH
SOLE
6939
0
17414
ISHARES DJ SELECT DVD
COMMON STOCK
464287168
1730
18185
SH
SOLE
5212
0
12973
ISHARES IBOXX HY CORP BOND
COMMON STOCK
464288513
11016
128625
SH
SOLE
128625
0
0
ISHARES MSCI EAFE ETF
COMMON STOCK
464287905
347146
4982000
SH
Call
SOLE
4982000
0
0
ISHARES MSCI EAFE ETF
COMMON STOCK
464287955
122846
1763000
SH
Put
SOLE
1763000
0
0
ISHARES MSCI EAFE INDEX FUND
COMMON STOCK
464287465
29384
421690
SH
SOLE
421690
0
0
ISHARES MSCI EMERGING MARKET
COMMON STOCK
464287904
95344
1974800
SH
Call
SOLE
1974800
0
0
ISHARES MSCI EMERGING MARKET
COMMON STOCK
464287954
114472
2371000
SH
Put
SOLE
2371000
0
0
ISHARES MSCI EMERGING MKTS IND
COMMON STOCK
464287234
11210
232175
SH
SOLE
232175
0
0
ISHARES MSCI INDIA ETF
COMMON STOCK
46429B598
717
21000
SH
SOLE
21000
0
0
ISHARES MSCI SOUTH AFERICA
COMMON STOCK
464286900
7454
108500
SH
Call
SOLE
108500
0
0
ISHARES NASDAQ BIOTECH INDX
COMMON STOCK
464287556
17807
166820
SH
SOLE
166820
0
0
ISHARES RUSSELL 2000 VALUE ETF
COMMON STOCK
464287630
30854
253145
SH
SOLE
253145
0
0
ISHARES S&P 500 INDEX FUND
COMMON STOCK
464287200
8028
30251
SH
SOLE
3325
0
26926
ISHARES S&P MIDCAP 400
COMMON STOCK
464287507
1893
10090
SH
SOLE
2619
0
7471
ISHARES TR-2000 INDEX FD
COMMON STOCK
464287655
17724
116735
SH
SOLE
116735
0
0
ITAU UNIBANCO HOLDING SA
COMMON STOCK
465562106
6671
427600
SH
SOLE
315857
0
111743
J2 GLOBAL INC
CONVERTIBLE SECURITY
48123VAC6
14683
11500000
PRN
SOLE
11500
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
3443
58195
SH
SOLE
58195
0
0
JAZZ PHARMACEUTICLS $200K MIN
CONVERTIBLE SECURITY
472145AB7
9657
9215000
PRN
SOLE
9215
0
0
JD.COM
COMMON STOCK
47215P106
2287
56480
SH
SOLE
43280
0
13200
JNJ (ALZA CP) ZERO 7/20
CONVERTIBLE SECURITY
02261WAB5
792
447000
PRN
SOLE
447
0
0
JOHNSON & JOHNSON
COMMON STOCK
478160104
198700
1550525
SH
SOLE
1505368
0
45157
JOHNSON CONTROLS INTERNATIONAL
COMMON STOCK
G51502105
3910
110930
SH
SOLE
110930
0
0
JONES LANG LASALLE INC
COMMON STOCK
48020Q107
283
1620
SH
SOLE
1620
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
200438
1822658
SH
SOLE
1820046
0
2612
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
2375
97605
SH
SOLE
97605
0
0
KELLOGG CO
COMMON STOCK
487836108
2660
40903
SH
SOLE
40903
0
0
KEYCORP
COMMON STOCK
493267108
10596
541965
SH
SOLE
541965
0
0
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
3960
35956
SH
SOLE
35449
0
507
KINDER MORGAN INC
COMMON STOCK
49456B101
3633
241235
SH
SOLE
241235
0
0
KNOWLES CORPORATION
CONVERTIBLE SECURITY
49926DAB5
15706
15105000
PRN
SOLE
15105
0
0
KRAFT HEINZ CO/THE
COMMON STOCK
500754106
4296
68954
SH
SOLE
68954
0
0
KROGER CO
COMMON STOCK
501044101
6924
289216
SH
SOLE
289216
0
0
LABORATORY CORP LYONS
CONVERTIBLE SECURITY
50540RAG7
1279
587000
PRN
SOLE
587
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
54833
338994
SH
SOLE
309472
0
29522
LAM RESEARCH CORP
COMMON STOCK
512807108
50265
247415
SH
SOLE
247366
0
49
LAM RESEARCH CORP
COMMON STOCK
512807908
5079
25000
SH
Call
SOLE
25000
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AL2
6409
1897000
PRN
SOLE
1897
0
0
LAREDO PETROLEUM INC
COMMON STOCK
516806106
120
13675
SH
SOLE
13675
0
0
LIBERTY MEDIA (FON) 4
CONVERTIBLE SECURITY
530715AG6
10206
14210392
PRN
SOLE
14175
0
35
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AF9
18143
17250000
PRN
SOLE
17250
0
0
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AE2
50162
48117000
PRN
SOLE
48117
0
0
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
60463
52725000
PRN
SOLE
52725
0
0
LIBERTY MEDIA(FON)3.75
CONVERTIBLE SECURITY
530715AL5
8206
11890000
PRN
SOLE
11890
0
0
LIGAND PHARMACEUTICALS INC
CONVERTIBLE SECURITY
53220KAD0
38265
17500000
PRN
SOLE
17500
0
0
LIVANOVA PLC
COMMON STOCK
G5509L101
2611
29500
SH
SOLE
29500
0
0
LIVE NATION ENTERTAINMENT INC
CONVERTIBLE SECURITY
538034AJ8
343
267000
PRN
SOLE
267
0
0
LKQ CORP
COMMON STOCK
501889208
3992
105168
SH
SOLE
105168
0
0
LOCKHEED MARTIN CORP
COMMON STOCK
539830109
35696
105630
SH
SOLE
105606
0
24
LOWE'S COMPANIES
COMMON STOCK
548661107
35103
400026
SH
SOLE
380025
0
20001
LUMENTUM HOLDINGS INC
CONVERTIBLE SECURITY
55024UAB5
52251
41258000
PRN
SOLE
41258
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
6547
61950
SH
SOLE
61950
0
0
MACERICH COMPANY
COMMON STOCK
554382101
3752
66969
SH
SOLE
66969
0
0
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
1372
1380000
PRN
SOLE
1380
0
0
MACQUARIE INFRASTRUCTURE($2KMN
CONVERTIBLE SECURITY
55608BAB1
861
964000
PRN
SOLE
964
0
0
MACYS INC
COMMON STOCK
55616P104
2952
99237
SH
SOLE
99237
0
0
MAGELLAN MIDSTREAM PARTNERS
COMMON STOCK
559080106
7411
127005
SH
SOLE
127005
0
0
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1840
99000
SH
SOLE
99000
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
20882
285612
SH
SOLE
285612
0
0
MARSH & MCLENNAN COS
COMMON STOCK
571748102
59592
721537
SH
SOLE
683415
0
38122
MASCO CORP
COMMON STOCK
574599106
24485
605448
SH
SOLE
605448
0
0
MASTERCARD INC
COMMON STOCK
57636Q104
74155
423353
SH
SOLE
422354
0
999
MASTERCARD INC
COMMON STOCK
57636Q904
8864
50600
SH
Call
SOLE
50600
0
0
MATCH GROUP INC
COMMON STOCK
57665R956
31997
720000
SH
Put
SOLE
720000
0
0
MCDONALD'S CORP
COMMON STOCK
580135101
79979
511438
SH
SOLE
493591
0
17847
MCKESSON CORP
COMMON STOCK
58155Q103
3546
25171
SH
SOLE
25171
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AE5
8706
7500000
PRN
SOLE
7500
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AG0
14867
15250000
PRN
SOLE
15250
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
40135
35609000
PRN
SOLE
35609
0
0
MEDTRONIC PLC
COMMON STOCK
G5960L103
27528
343153
SH
SOLE
343153
0
0
MERCADOLIBRE INC
CONVERTIBLE SECURITY
58733RAB8
28106
10000000
PRN
SOLE
10000
0
0
MERCK & CO
COMMON STOCK
58933Y105
48568
891642
SH
SOLE
891642
0
0
METLIFE INC
COMMON STOCK
59156R108
25370
552830
SH
SOLE
552697
0
133
MGM RESORTS INTERNATIONAL
COMMON STOCK
552953101
38165
1089802
SH
SOLE
998537
0
91265
MICROCHIP TECH (EMBED WARRANT)
CONVERTIBLE SECURITY
595017AF1
122737
102500000
PRN
SOLE
102500
0
0
MICROCHIP TECH (EMBED WARRANT)
CONVERTIBLE SECURITY
595017AH7
9042
7500000
PRN
SOLE
7500
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
18412
201530
SH
SOLE
185099
0
16431
MICROCHP TECH HYPER WARRANTS
CONVERTIBLE SECURITY
595017AD6
35675
20000000
PRN
SOLE
20000
0
0
MICRON TECH
CONVERTIBLE SECURITY
595112AY9
53318
30000000
PRN
SOLE
30000
0
0
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
24414
5180000
PRN
SOLE
5180
0
0
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AV5
4683
992000
PRN
SOLE
992
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
7817
149913
SH
SOLE
149913
0
0
MICRON TECHNOLOGY INC
CONVERTIBLE SECURITY
595112AX1
129601
25000000
PRN
SOLE
25000
0
0
MICROSOFT CORP
COMMON STOCK
594918104
288331
3159096
SH
SOLE
3050501
0
108595
MITSUBISHI UFJ FINANCIAL GROUP, INC
COMMON STOCK
606822104
2621
394600
SH
SOLE
394600
0
0
MOHAWK INDS INC
COMMON STOCK
608190104
16084
69259
SH
SOLE
62313
0
6946
MOLINA HEALTHCARE INC
COMMON STOCK
60855R100
29201
359701
SH
SOLE
359701
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
5253
3658000
PRN
SOLE
3658
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
20139
10000000
PRN
SOLE
10000
0
0
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
37337
894723
SH
SOLE
894723
0
0
MONSANTO CO
COMMON STOCK
61166W101
6633
56836
SH
SOLE
56836
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
27937
488308
SH
SOLE
436312
0
51996
MORGAN STANLEY
COMMON STOCK
617446448
56638
1049628
SH
SOLE
1049628
0
0
MOSAIC CO
COMMON STOCK
61945C103
2010
82744
SH
SOLE
82744
0
0
NABORS INDUSTRIES LTD
COMMON STOCK
G6359F903
874
125000
SH
Call
SOLE
125000
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
2963
80477
SH
SOLE
80477
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK
63934E908
4372
125000
SH
Call
SOLE
125000
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAS7
7718
7500000
PRN
SOLE
7500
0
0
NCR CORP
COMMON STOCK
62886E108
11714
371626
SH
SOLE
338424
0
33202
NETFLIX INC
COMMON STOCK
64110L106
66516
225210
SH
SOLE
217165
0
8045
NEVRO CORPORATION
CONVERTIBLE SECURITY
64157FAA1
16546
14435000
PRN
SOLE
14435
0
0
NEW ORIENTAL EDUCATION
COMMON STOCK
647581107
10257
117020
SH
SOLE
101220
0
15800
NEW YORK CMTY TRUST V
CONVERTIBLE PREFERRED SECURITY
64944P307
822
16385
SH
SOLE
16385
0
0
NEWELL BRANDS INC
COMMON STOCK
651229106
447
17525
SH
SOLE
17525
0
0
NEWMONT MINING CORP
COMMON STOCK
651639106
4972
127245
SH
SOLE
127245
0
0
NEXTERA ENERGY INC
COMMON STOCK
65339F101
15556
95239
SH
SOLE
95167
0
72
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F846
55066
756135
SH
SOLE
756135
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F820
77271
1340113
SH
SOLE
1336663
0
3450
NICE LTD
CONVERTIBLE SECURITY
65366HAB9
46501
37241000
PRN
SOLE
37086
0
155
NIKE INC-B
COMMON STOCK
654106103
23459
353080
SH
SOLE
353080
0
0
NISOURCE INC
COMMON STOCK
65473P105
4352
182005
SH
SOLE
182005
0
0
NOBLE CORP PLC
COMMON STOCK
G65431101
90
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
2328
76821
SH
SOLE
76821
0
0
NOKIA CP
COMMON STOCK
654902204
8315
1520000
SH
SOLE
1520000
0
0
NORFOLK SOTHN CORP
COMMON STOCK
655844108
5018
36950
SH
SOLE
36950
0
0
NORTHERN TRUST CORP
COMMON STOCK
665859104
17291
167660
SH
SOLE
167660
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK
666807102
30868
88415
SH
SOLE
88415
0
0
NOVELLUS SYSTEMS INC
CONVERTIBLE SECURITY
670008AD3
44746
7456000
PRN
SOLE
7456
0
0
NUANCE COMMUNICATIONS INC
CONVERTIBLE SECURITY
67020YAK6
14305
15000000
PRN
SOLE
15000
0
0
NUANCE COMMUNICATIONS INC
CONVERTIBLE SECURITY
67020YAG5
98
95000
PRN
SOLE
95
0
0
NUCOR CORP
COMMON STOCK
670346105
9398
153825
SH
SOLE
153825
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AG0
40519
36690000
PRN
SOLE
36690
0
0
NVIDIA CORP
COMMON STOCK
67066G104
44575
192473
SH
SOLE
192473
0
0
NXP SEMICONDUCT NV
CONVERTIBLE SECURITY
62952QAB6
23232
18790000
PRN
SOLE
18790
0
0
OASIS PETROLEUM INC
CONVERTIBLE SECURITY
674215AJ7
5167
5000000
PRN
SOLE
5000
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
5978
92022
SH
SOLE
92022
0
0
OCEAN RIG UDW INC
COMMON STOCK
G66964118
3297
130654
SH
SOLE
130654
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AK1
58367
41017000
PRN
SOLE
41017
0
0
ORACLE CORP
COMMON STOCK
68389X105
38258
836238
SH
SOLE
777076
0
59162
OSI SYSTEMS INC
CONVERTIBLE SECURITY
671044AD7
25972
28531000
PRN
SOLE
28531
0
0
P G & E CORP
COMMON STOCK
69331C108
2895
65884
SH
SOLE
65884
0
0
PACCAR INC
COMMON STOCK
693718108
16250
245570
SH
SOLE
245570
0
0
PACIRA PHARMACEUTICALS INC
CONVERTIBLE SECURITY
695127AD2
28560
31143000
PRN
SOLE
31143
0
0
PALO ALTO NETWORKS
CONVERTIBLE SECURITY
697435AB1
24130
14631000
PRN
SOLE
14631
0
0
PANDORA MEDIA INC
CONVERTIBLE SECURITY
698354AB3
6865
7500000
PRN
SOLE
7500
0
0
PATTERSON COS INC
COMMON STOCK
703395103
1656
74490
SH
SOLE
74490
0
0
PAYCOM SOFTWARE INC
COMMON STOCK
70432V102
11963
111395
SH
SOLE
95394
0
16001
PAYPAL HOLDINGS INC
COMMON STOCK
70450Y103
9558
125968
SH
SOLE
125968
0
0
PDC ENERGY INC
CONVERTIBLE SECURITY
69327RAD3
15459
15842000
PRN
SOLE
15842
0
0
PENTAIR PLC
COMMON STOCK
G7S00T104
5693
83560
SH
SOLE
83560
0
0
PEPSICO INC
COMMON STOCK
713448108
61159
560313
SH
SOLE
560234
0
79
PETROLEO BRASILEIRO SA
COMMON STOCK
71654V408
6386
451575
SH
SOLE
334469
0
117106
PFIZER INC
COMMON STOCK
717081103
71473
2013878
SH
SOLE
2013749
0
129
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
82313
828098
SH
SOLE
791485
0
36613
PHILLIPS 66
COMMON STOCK
718546104
3730
38882
SH
SOLE
38882
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787107
15907
92596
SH
SOLE
91896
0
700
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787907
14774
86000
SH
Call
SOLE
86000
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
31838
210509
SH
SOLE
210457
0
52
POWERSHARES QQQ NASDAQ 100
COMMON STOCK
73935A954
17855
111500
SH
Put
SOLE
111500
0
0
PPG INDUSTRIES INC
COMMON STOCK
693506107
4214
37756
SH
SOLE
37756
0
0
PRAXAIR INC
COMMON STOCK
74005P104
5970
41370
SH
SOLE
41370
0
0
PRETIUM RESOURCES INC
CONVERTIBLE SECURITY
74139CAB8
2559
3000000
PRN
SOLE
3000
0
0
PROCTER & GAMBLE CO
COMMON STOCK
742718109
69411
875516
SH
SOLE
875427
0
89
PROGRESSIVE CORP OHIO
COMMON STOCK
743315103
308
5050
SH
SOLE
5050
0
0
PROLOGIS INC
COMMON STOCK
74340W103
3809
60457
SH
SOLE
60457
0
0
PROOFPOINT
CONVERTIBLE SECURITY
743424AD5
39706
27037000
PRN
SOLE
27037
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
282
275000
PRN
SOLE
275
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAQ5
2009
2000000
PRN
SOLE
2000
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
27700
267497
SH
SOLE
267497
0
0
PUBLIC SERVICE ENTERPRISE GROU
COMMON STOCK
744573106
3311
65889
SH
SOLE
65889
0
0
PULTEGROUP INC
COMMON STOCK
745867101
203
6850
SH
SOLE
6850
0
0
PVH CORP
COMMON STOCK
693656100
13569
89605
SH
SOLE
89605
0
0
QUALCOMM INC
COMMON STOCK
747525103
11081
199971
SH
SOLE
199971
0
0
QUEST DIAGNOSTC
COMMON STOCK
74834L100
3873
38605
SH
SOLE
38605
0
0
QUIDEL CORP
CONVERTIBLE SECURITY
74838JAA9
8722
5000000
PRN
SOLE
5000
0
0
RADIAN GROUP INC
COMMON STOCK
750236101
34258
1799234
SH
SOLE
1653041
0
146193
RADIUS HEALTH
CONVERTIBLE SECURITY
750469AA6
5115
5000000
PRN
SOLE
5000
0
0
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
11401
10000000
PRN
SOLE
10000
0
0
RAYTHEON CO
COMMON STOCK
755111507
33990
157490
SH
SOLE
138856
0
18634
REALPAGE INC
COMMON STOCK
75606N109
12682
246252
SH
SOLE
213305
0
32947
REALTY INCOME CORP
COMMON STOCK
756109104
2287
44193
SH
SOLE
44193
0
0
RED HAT INC
COMMON STOCK
756577102
6485
43374
SH
SOLE
43374
0
0
RED HAT INC
COMMON STOCK
756577902
26987
180500
SH
Call
SOLE
180500
0
0
RED HAT INC
CONVERTIBLE SECURITY
756577AD4
34305
16919000
PRN
SOLE
16919
0
0
REDWOOD TRUST INC
CONVERTIBLE SECURITY
758075AC9
4855
5000000
PRN
SOLE
5000
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
5918
17183
SH
SOLE
17183
0
0
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
5219
280842
SH
SOLE
280842
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE SECURITY
75972AAC7
10196
7500000
PRN
SOLE
7500
0
0
ROCKWELL COLLINS INC
COMMON STOCK
774341101
6524
48379
SH
SOLE
48379
0
0
ROSS STORES INC
COMMON STOCK
778296103
3956
50728
SH
SOLE
50728
0
0
ROVI CORP
CONVERTIBLE SECURITY
779376AD4
25577
26430000
PRN
SOLE
26430
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK
V7780T103
19827
168396
SH
SOLE
168396
0
0
ROYAL GOLD
CONVERTIBLE SECURITY
780287AA6
50789
47980000
PRN
SOLE
47013
0
967
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
954
845000
PRN
SOLE
845
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
25550
24256000
PRN
SOLE
24256
0
0
S&P GLOBAL INC
COMMON STOCK
78409V104
18111
94790
SH
SOLE
93590
0
1200
SALESFORCE.COM INC
COMMON STOCK
79466L302
27908
239962
SH
SOLE
214987
0
24975
SCHLUMBERGER LTD
COMMON STOCK
806857108
71789
1108192
SH
SOLE
1046406
0
61786
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
10088
193173
SH
SOLE
193173
0
0
SCHWAB US LARGE-CAP ETF
COMMON STOCK
808524201
784
12428
SH
SOLE
0
0
12428
SCHWAB US MID CAP ETF
COMMON STOCK
808524508
408
7704
SH
SOLE
0
0
7704
SCHWAB US SMALL CAP ETF
COMMON STOCK
808524607
267
3853
SH
SOLE
0
0
3853
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
81170YAB5
3886
4000000
PRN
SOLE
4000
0
0
SEMPRA ENERGY
CONVERTIBLE PREFERRED SECURITY
816851406
15356
150000
SH
SOLE
150000
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
69426
30868000
PRN
SOLE
30868
0
0
SHERWIN WILLIAM
COMMON STOCK
824348106
320
815
SH
SOLE
815
0
0
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
17712
14000000
PRN
SOLE
14000
0
0
SILICON LABORATORIES INC
CONVERTIBLE SECURITY
826919AB8
62607
54098000
PRN
SOLE
54018
0
80
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
7487
48505
SH
SOLE
48505
0
0
SINA CORP
CONVERTIBLE SECURITY
82922RAD5
10998
10000000
PRN
SOLE
10000
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK
83088M102
2540
25329
SH
SOLE
25329
0
0
SLM CORP
COMMON STOCK
78442P106
38364
3422263
SH
SOLE
3099052
0
323211
SM ENERGY CO
CONVERTIBLE SECURITY
78454LAM2
17167
18152000
PRN
SOLE
18152
0
0
SOLARCITY
CONVERTIBLE SECURITY
83416TAC4
2747
3000000
PRN
SOLE
3000
0
0
SONY CORP
COMMON STOCK
835699907
25621
530000
SH
Call
SOLE
530000
0
0
SOUTHWEST AIRLINES
COMMON STOCK
844741108
7611
132870
SH
SOLE
132870
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK
845467109
4553
1051465
SH
SOLE
1051465
0
0
SPDR BARCLAYS CAPITAL HIGH
COMMON STOCK
78464A417
27635
770825
SH
SOLE
770825
0
0
SPDR S&P 500 ETF
COMMON STOCK
78462F953
256572
975000
SH
Put
SOLE
975000
0
0
SPDR TRUST SERIES 1
COMMON STOCK
78462F103
124691
473837
SH
SOLE
473837
0
0
SPECTRA ENERGY PARTNERS LP
COMMON STOCK
84756N109
7177
213320
SH
SOLE
213320
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAB8
1209
1189000
PRN
SOLE
1189
0
0
SQUARE INC
CONVERTIBLE SECURITY
852234AB9
58033
26310000
PRN
SOLE
26310
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502887
33244
288512
SH
SOLE
288512
0
0
STANLEY BLACK & DECKER INC
COMMON STOCK
854502901
28342
185000
SH
Call
SOLE
185000
0
0
STARBUCKS CORP
COMMON STOCK
855244109
59690
1031079
SH
SOLE
978460
0
52619
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAB1
15045
13976000
PRN
SOLE
13976
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAH8
15785
15643000
PRN
SOLE
15643
0
0
STATE STREET CORP
COMMON STOCK
857477103
4928
49405
SH
SOLE
49405
0
0
STORAGE PROPERTIES
COMMON STOCK
74460D109
3269
16309
SH
SOLE
16309
0
0
STRYKER CORP
COMMON STOCK
863667101
26096
162162
SH
SOLE
162162
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AL3
8007
10000000
PRN
SOLE
10000
0
0
SUNTRUST BANKS INC
COMMON STOCK
867914103
4665
68555
SH
SOLE
68555
0
0
SYMANTEC CORP
COMMON STOCK
871503108
2412
93286
SH
SOLE
93286
0
0
SYNCHRONY FINANCIAL
COMMON STOCK
87165B103
8174
243775
SH
SOLE
243775
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK
87161C501
202
4030
SH
SOLE
4030
0
0
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039100
7777
177700
SH
SOLE
177700
0
0
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039900
19692
450000
SH
Call
SOLE
450000
0
0
TAL EDUCATION GROUP
CONVERTIBLE SECURITY
874080AB0
44755
5250000
PRN
SOLE
5250
0
0
TAPESTRY INC
COMMON STOCK
876030107
5761
109489
SH
SOLE
109489
0
0
TARGA RESOURCES CORP
COMMON STOCK
87612G101
3195
72605
SH
SOLE
72605
0
0
TARGET CORP
COMMON STOCK
87612E106
6176
88944
SH
SOLE
88944
0
0
TCP CAPITAL CORP
CONVERTIBLE SECURITY
87238QAD5
10122
10000000
PRN
SOLE
10000
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
6092
60977
SH
SOLE
60977
0
0
TERADYNE INC
CONVERTIBLE SECURITY
880770AG7
24378
15938000
PRN
SOLE
15938
0
0
TESLA INC
COMMON STOCK
88160R101
18532
69633
SH
SOLE
57352
0
12281
TESLA INC
COMMON STOCK
88160R951
5190
19500
SH
Put
SOLE
19500
0
0
TESLA INC
CONVERTIBLE SECURITY
88160RAD3
42988
41320000
PRN
SOLE
41320
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
153932
155608000
PRN
SOLE
155498
0
110
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
6566
63194
SH
SOLE
63122
0
72
THE HOME DEPOT INC
COMMON STOCK
437076902
22548
126500
SH
Call
SOLE
126500
0
0
THE PRICELINE GROUP INC
CONVERTIBLE SECURITY
741503AS5
130738
81393000
PRN
SOLE
81393
0
0
THE PRICELINE GROUP INC
CONVERTIBLE SECURITY
741503AX4
10055
8040000
PRN
SOLE
7887
0
153
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
30127
145919
SH
SOLE
145919
0
0
TIME WARNER INC
COMMON STOCK
887317303
9115
96365
SH
SOLE
96365
0
0
TIMKENSTEEL CORP
CONVERTIBLE SECURITY
887399AA1
7429
5000000
PRN
SOLE
5000
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
14065
172439
SH
SOLE
172439
0
0
TOPBUILD
COMMON STOCK
89055F103
3826
49999
SH
SOLE
49999
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK
891906109
21736
251973
SH
SOLE
222667
0
29306
TRANSDIGM GROUP INC
COMMON STOCK
893641100
4662
15187
SH
SOLE
15187
0
0
TRANSUNION
COMMON STOCK
89400J107
20120
354347
SH
SOLE
305899
0
48448
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
4331
31185
SH
SOLE
31185
0
0
TRINITY INDUSTRIES INC
CONVERTIBLE SECURITY
896522AF6
30639
22500000
PRN
SOLE
22500
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
16779
10000000
PRN
SOLE
10000
0
0
TUTOR PERINI CORP
CONVERTIBLE SECURITY
901109AD0
26152
24841000
PRN
SOLE
24841
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
8378
228325
SH
SOLE
228325
0
0
TWITTER INC
CONVERTIBLE SECURITY
90184LAD4
9461
10120000
PRN
SOLE
10120
0
0
UBS GROUP AG
COMMON STOCK
H42097107
19833
1123000
SH
SOLE
1123000
0
0
UDR INC
COMMON STOCK
902653104
2614
73368
SH
SOLE
73368
0
0
ULTA SALON COSMETICS
COMMON STOCK
90384S303
48669
238257
SH
SOLE
220540
0
17717
UNION PACIFIC CORP
COMMON STOCK
907818108
55152
410265
SH
SOLE
410265
0
0
UNITED CONTINENTAL HOLDINGS IN
COMMON STOCK
910047109
40154
577998
SH
SOLE
533278
0
44720
UNITED PARCEL SERVICE
COMMON STOCK
911312106
20127
192305
SH
SOLE
192305
0
0
UNITED STATES STEEL CORP
COMMON STOCK
912909108
210
5955
SH
SOLE
5955
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
12195
96920
SH
SOLE
96920
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
110470
516213
SH
SOLE
516000
0
213
UNUMPROVIDENT CORP
COMMON STOCK
91529Y106
203
4260
SH
SOLE
4260
0
0
US BANCORP
COMMON STOCK
902973304
343
6780
SH
SOLE
6780
0
0
VALE SA
COMMON STOCK
91912E105
5003
393286
SH
SOLE
316980
0
76306
VALE SA
COMMON STOCK
91912E905
4293
337500
SH
Call
SOLE
337500
0
0
VALERO ENERGY
COMMON STOCK
91913Y100
5384
58030
SH
SOLE
58030
0
0
VANGUARD FTSE EUROPE
COMMON STOCK
922042874
22708
390500
SH
SOLE
390500
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK
92220P105
4880
39783
SH
SOLE
39783
0
0
VEECO INSTRUMENTS INC.
CONVERTIBLE SECURITY
922417AD2
18336
20116000
PRN
SOLE
20116
0
0
VERIZON COMM
COMMON STOCK
92343V104
55021
1150579
SH
SOLE
1150579
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK
92532F100
4906
30100
SH
SOLE
30100
0
0
VIAVI SOLUTIONS INC
CONVERTIBLE SECURITY
46612JAF8
10183
10000000
PRN
SOLE
10000
0
0
VIAVI SOLUTIONS INC
CONVERTIBLE SECURITY
925550AB1
20437
20167000
PRN
SOLE
20167
0
0
VIPSHOP HOLDINGS LTD
COMMON STOCK
92763W903
12465
750000
SH
Call
SOLE
750000
0
0
VIPSHOP HOLDINGS LTD
COMMON STOCK
92763W953
1662
100000
SH
Put
SOLE
100000
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
36927
34238000
PRN
SOLE
32528
0
1710
VIRTUS INVESTMENT PARTNERS
CONVERTIBLE PREFERRED SECURITY
92828Q208
15067
140000
SH
SOLE
140000
0
0
VISA INC
COMMON STOCK
92826C839
121972
1019658
SH
SOLE
980639
0
39019
VISA INC
COMMON STOCK
92826C909
12082
101000
SH
Call
SOLE
101000
0
0
VORNADO REALTY TRUST
COMMON STOCK
929042109
1338
19868
SH
SOLE
19868
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK
931427108
16013
244577
SH
SOLE
244577
0
0
WALMART INC
COMMON STOCK
931142103
54619
613895
SH
SOLE
611469
0
2426
WASTE CONNECTIONS INC
COMMON STOCK
94106B101
19330
269442
SH
SOLE
233275
0
36167
WAYFAIR
CONVERTIBLE SECURITY
94419LAA9
14249
15000000
PRN
SOLE
15000
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
50041
954780
SH
SOLE
954780
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746951
8821
168300
SH
Put
SOLE
168300
0
0
WELLS FARGO & COMPANY(WACHOVIA
CONVERTIBLE PREFERRED SECURITY
949746804
68570
53155
SH
SOLE
53155
0
0
WELLTOWER INC
COMMON STOCK
95040Q104
7943
145913
SH
SOLE
145913
0
0
WELLTOWER INC
CONVERTIBLE PREFERRED SECURITY
95040Q203
26204
470949
SH
SOLE
470949
0
0
WESTERN DIGITAL CORP
COMMON STOCK
958102105
4467
48411
SH
SOLE
48411
0
0
WEYERHAEUSER CO
COMMON STOCK
962166104
3746
107003
SH
SOLE
107003
0
0
WHIRLPOOL CORP
COMMON STOCK
963320106
11703
76432
SH
SOLE
76432
0
0
WHITING PETROLEUM CORP
CONVERTIBLE SECURITY
966387AL6
10893
11560000
PRN
SOLE
11560
0
0
WILLIAMS CO.
COMMON STOCK
969457100
2423
97464
SH
SOLE
97464
0
0
WORKDAY INC
COMMON STOCK
98138H101
29714
233763
SH
SOLE
210725
0
23038
WORKDAY INC - TRANCHE 1
CONVERTIBLE SECURITY
98138HAC5
58094
37839000
PRN
SOLE
37839
0
0
WORKDAY INC - TRANCHE 2
CONVERTIBLE SECURITY
98138HAD3
12360
7564000
PRN
SOLE
7564
0
0
WPX ENERGY
CONVERTIBLE PREFERRED SECURITY
98212B202
25518
406459
SH
SOLE
406459
0
0
WRIGHT MEDICAL
CONVERTIBLE SECURITY
98235TAE7
9993
10000000
PRN
SOLE
10000
0
0
WRIGHT MEDICAL GROUP NV
CONVERTIBLE SECURITY
98236JAB4
8528
7500000
PRN
SOLE
7500
0
0
WW GRAINGER INC
COMMON STOCK
384802104
4611
16332
SH
SOLE
16332
0
0
XILINX INC
COMMON STOCK
983919101
26975
373407
SH
SOLE
342238
0
31169
XYLEM INC
COMMON STOCK
98419M100
6558
85257
SH
SOLE
85257
0
0
YANDEX NV
COMMON STOCK
N97284108
8818
223507
SH
SOLE
187720
0
35787
YELP INC
COMMON STOCK
985817105
835
20000
SH
SOLE
20000
0
0
ZENDESK INC
COMMON STOCK
98936J101
26506
553690
SH
SOLE
491078
0
62612
ZILLOW GROUP INC
CONVERTIBLE SECURITY
98954MAB7
10332
8500000
PRN
SOLE
8500
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK
98956P102
3298
30237
SH
SOLE
30237
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
25416
481995
SH
SOLE
429000
0
52995