0000950123-13-009378.txt : 20131113
0000950123-13-009378.hdr.sgml : 20131113
20131113172433
ACCESSION NUMBER: 0000950123-13-009378
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131113
DATE AS OF CHANGE: 20131113
EFFECTIVENESS DATE: 20131113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Calamos Wealth Management LLC
CENTRAL INDEX KEY: 0001455258
IRS NUMBER: 208535025
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13358
FILM NUMBER: 131215739
BUSINESS ADDRESS:
STREET 1: 2020 CALAMOS COURT
CITY: NAPERVILLE
STATE: IL
ZIP: 60563
BUSINESS PHONE: 630-245-7200
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
0001455258
XXXXXXXX
09-30-2013
09-30-2013
CALAMOS WEALTH MANAGEMENT LLC
2020 CALAMOS COURT
NAPERVILLE
IL
60563
13F HOLDINGS REPORT
028-13358
N
ELIZABETH A. WATKINS
VP, CHIEF COMPLIANCE OFFICER
630-577-2196
ELIZABETH A. WATKINS
NAPERVILLE
IL
11-13-2013
0
213
306016
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
ACCENTURE PLC
COMMON STOCK
G1151C101
5088
69087
SH
SOLE
0
30519
0
38568
AFFILIATED MANAGERS GROUP
COMMON STOCK
008252108
236
1291
SH
SOLE
0
1224
0
67
AFLAC INC
COMMON STOCK
001055102
803
12960
SH
SOLE
0
5675
0
7285
AGCO CORP
CONVERTIBLE SECURITY
001084AM4
1583
1064000
PRN
SOLE
0
414
0
650
AIR LEASE
CONVERTIBLE SECURITY
00912XAK0
1690
1314000
PRN
SOLE
0
549
0
765
ALBEMARLE CORP
COMMON STOCK
012653101
611
9715
SH
SOLE
0
1455
0
8260
ALLEGIANT TRAVEL CO
COMMON STOCK
01748X102
693
6576
SH
SOLE
0
4052
0
2524
ALLIANT TECHSYS
CONVERTIBLE SECURITY
018804AK0
97
74000
PRN
SOLE
0
13
0
61
AMAZON.COM INC
COMMON STOCK
023135106
5795
18536
SH
SOLE
0
8462
0
10074
AMER EXPRESS CO.
COMMON STOCK
025816109
649
8592
SH
SOLE
0
4411
0
4181
AMER INTL GROUP
COMMON STOCK
026874784
2160
44407
SH
SOLE
0
15875
0
28532
AMTRUST FINANCIAL SERVICES INC
CONVERTIBLE SECURITY
032359AC5
853
541000
PRN
SOLE
0
220
0
321
ANADARKO PETROLEUM
COMMON STOCK
032511107
1739
18698
SH
SOLE
0
6595
0
12103
APPLE INC
COMMON STOCK
037833100
10472
21965
SH
SOLE
0
9550
0
12415
ARCHER DANIELS MIDLAND
CONVERTIBLE SECURITY
039483AW2
56
55000
PRN
SOLE
0
0
0
55
ARES CAPITAL CORP
CONVERTIBLE SECURITY
04010LAB9
1780
1656000
PRN
SOLE
0
674
0
982
ARRIS GROUP INC
CONVERTIBLE SECURITY
04269QAC4
195
181000
PRN
SOLE
0
31
0
150
ATWOOD OCEANICS
COMMON STOCK
050095108
216
3925
SH
SOLE
0
3730
0
195
B/E AEROSPACE INC
COMMON STOCK
073302101
668
9050
SH
SOLE
0
5590
0
3460
BB&T CORPORATION
COMMON STOCK
054937107
673
19950
SH
SOLE
0
8770
0
11180
BED BATH & BEYOND INC
COMMON STOCK
075896100
901
11650
SH
SOLE
0
8423
0
3227
BERKSHIRE HTH
COMMON STOCK
084670702
581
5119
SH
SOLE
0
759
0
4360
BIOGEN IDEC INC
COMMON STOCK
09062X103
508
2112
SH
SOLE
0
1091
0
1021
BORGWARNR INC
COMMON STOCK
099724106
722
7118
SH
SOLE
0
4295
0
2823
CAMERON INTL CORP
COMMON STOCK
13342B105
1264
21655
SH
SOLE
0
13009
0
8646
CATERPILLAR INC
COMMON STOCK
149123101
2836
34014
SH
SOLE
0
12230
0
21784
CBS CORP
COMMON STOCK
124857202
376
6815
SH
SOLE
0
1015
0
5800
CELGENE CORP
COMMON STOCK
151020104
2807
18237
SH
SOLE
0
8393
0
9844
CERNER CORP
COMMON STOCK
156782104
2408
45819
SH
SOLE
0
28764
0
17055
CHEMED CORP
CONVERTIBLE SECURITY
16359RAC7
123
117000
PRN
SOLE
0
17
0
100
CHESAPEAKE ENERGY CORP
CONVERTIBLE SECURITY
165167BW6
1936
1864000
PRN
SOLE
0
876
0
988
CHESAPEAKE ENRG
CONVERTIBLE SECURITY
165167BZ9
795
805000
PRN
SOLE
0
350
0
455
CHEVRONTEXACO CORP
COMMON STOCK
166764100
1749
14395
SH
SOLE
0
4365
0
10030
CHICAGO BRIDGE & IRON
COMMON STOCK
167250109
1709
25222
SH
SOLE
0
15886
0
9336
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK
169656105
677
1580
SH
SOLE
0
972
0
608
CISCO SYSTEMS INC
COMMON STOCK
17275R102
2825
120617
SH
SOLE
0
46621
0
73996
CITIGROUP INC
COMMON STOCK
172967424
4200
86574
SH
SOLE
0
34227
0
52347
COCA-COLA CO
COMMON STOCK
191216100
5075
133967
SH
SOLE
0
57543
0
76424
COLONY FINANCIAL INC
COMMON STOCK
19624R106
526
26315
SH
SOLE
0
13230
0
13085
COMMVAULT SYSTEMS INC
COMMON STOCK
204166102
982
11177
SH
SOLE
0
7043
0
4134
CONN'S INC
COMMON STOCK
208242107
699
13974
SH
SOLE
0
9497
0
4477
CONTINENTAL RESOURCES INC
COMMON STOCK
212015101
3481
32455
SH
SOLE
0
17067
0
15388
COSTCO WHOLESALE CORP
COMMON STOCK
22160K105
1808
15708
SH
SOLE
0
6685
0
9023
COVANCE INC
COMMON STOCK
222816100
522
6035
SH
SOLE
0
3098
0
2937
COVIDIEN PLC
COMMON STOCK
G2554F113
543
8912
SH
SOLE
0
1332
0
7580
CREE INC
COMMON STOCK
225447101
691
11483
SH
SOLE
0
7318
0
4165
D R HORTON INC
COMMON STOCK
23331A109
1220
62800
SH
SOLE
0
35240
0
27560
DANAHER CORP
CONVERTIBLE SECURITY
235851AF9
139
69000
PRN
SOLE
0
9
0
60
DEALERTRACK HOLDINGS INC
CONVERTIBLE SECURITY
242309AB8
1863
1447000
PRN
SOLE
0
593
0
854
DECKERS OUTDOOR
COMMON STOCK
243537107
849
12872
SH
SOLE
0
8740
0
4132
DELPHI AUTOMOTIVE
COMMON STOCK
G27823106
883
15110
SH
SOLE
0
10134
0
4976
DIAGEO
COMMON STOCK
25243Q205
1681
13229
SH
SOLE
0
3889
0
9340
DIRECTV
COMMON STOCK
25490A309
486
8142
SH
SOLE
0
4184
0
3958
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
680
13458
SH
SOLE
0
1985
0
11473
DOMINOS PIZZA INC
COMMON STOCK
25754A201
676
9944
SH
SOLE
0
6131
0
3813
DOVER CORP
COMMON STOCK
260003108
3858
42949
SH
SOLE
0
21385
0
21564
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK
26138E109
792
17665
SH
SOLE
0
7705
0
9960
EASTMAN CHEM CO
COMMON STOCK
277432100
679
8720
SH
SOLE
0
5258
0
3462
EATON CORP PLC
COMMON STOCK
G29183103
4125
59918
SH
SOLE
0
27760
0
32158
EBAY INC
COMMON STOCK
278642103
5051
90533
SH
SOLE
0
40490
0
50043
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
3404
3125000
PRN
SOLE
0
1297
0
1828
EMC CORP
CONVERTIBLE SECURITY
268648AM4
136
85000
PRN
SOLE
0
15
0
70
EMC CORP
COMMON STOCK
268648102
622
24335
SH
SOLE
0
3660
0
20675
ENERSYS
CONVERTIBLE SECURITY
29275YAA0
1944
1260000
PRN
SOLE
0
521
0
739
EOG RESOURCES INC
COMMON STOCK
26875P101
2046
12087
SH
SOLE
0
5416
0
6671
EPL OIL & GAS INC
COMMON STOCK
26883D108
798
21516
SH
SOLE
0
14567
0
6949
EXTERRAN HOLDINGS INC
CONVERTIBLE SECURITY
30225XAA1
1527
1224000
PRN
SOLE
0
516
0
708
EXXON MOBIL CORP
COMMON STOCK
30231G102
1730
20105
SH
SOLE
0
5614
0
14491
FACEBOOK INC
COMMON STOCK
30303M102
1967
39146
SH
SOLE
0
20001
0
19145
FLEETCOR TECHNOLOGIES INC
COMMON STOCK
339041105
1146
10402
SH
SOLE
0
6366
0
4036
FLEETMATICS GROUP PLC
COMMON STOCK
G35569105
717
19095
SH
SOLE
0
13565
0
5530
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
797
19152
SH
SOLE
0
13281
0
5871
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
2518
49818
SH
SOLE
0
22237
0
27581
FREEPORT-MCMORAN COP&GOLD
COMMON STOCK
35671D857
1493
45123
SH
SOLE
0
15384
0
29739
GENERAL CABLE CORP
CONVERTIBLE SECURITY
369300AL2
80
71000
PRN
SOLE
0
12
0
59
GENERAL ELECTRIC CO
COMMON STOCK
369604103
1690
70727
SH
SOLE
0
22020
0
48707
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
1731
13615
SH
SOLE
0
5560
0
8055
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AN3
242
87000
PRN
SOLE
0
14
0
73
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
1603
580000
PRN
SOLE
0
251
0
329
GILEAD SCIENCES INC
COMMON STOCK
375558103
1492
23739
SH
SOLE
0
12141
0
11598
GOLDMAN SACHS
COMMON STOCK
38141G104
1898
11995
SH
SOLE
0
3970
0
8025
GOOGLE INC
COMMON STOCK
38259P508
3020
3448
SH
SOLE
0
1616
0
1832
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
2208
1658000
PRN
SOLE
0
692
0
966
HERSHA HOSPTLY
COMMON STOCK
427825104
895
160190
SH
SOLE
0
80540
0
79650
HOLOGIC INC
CONVERTIBLE SECURITY
436440AB7
2980
2637000
PRN
SOLE
0
1074
0
1563
HOME DEPOT
COMMON STOCK
437076102
3010
39677
SH
SOLE
0
16479
0
23198
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AE6
2219
1869000
PRN
SOLE
0
746
0
1123
HOSPITALITY PROPERTIES TRUST
COMMON STOCK
44106M102
614
21711
SH
SOLE
0
10921
0
10790
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AE7
1944
1573000
PRN
SOLE
0
624
0
949
ILLUMINA INC
COMMON STOCK
452327109
641
7927
SH
SOLE
0
4873
0
3054
INFOBLOX
COMMON STOCK
45672H104
260
6220
SH
SOLE
0
5910
0
310
INSULET CORP
COMMON STOCK
45784P101
1108
30565
SH
SOLE
0
21300
0
9265
INSULET CORP
CONVERTIBLE SECURITY
45784PAC5
1939
1345000
PRN
SOLE
0
572
0
773
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
203
199000
PRN
SOLE
0
38
0
161
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
99
91000
PRN
SOLE
0
26
0
65
INTEL CORP
COMMON STOCK
458140100
845
36871
SH
SOLE
0
11559
0
25312
INTL GAME TECHNOLOGY
CONVERTIBLE SECURITY
459902AQ5
2666
2413000
PRN
SOLE
0
986
0
1427
INVENSENSE
COMMON STOCK
46123D205
321
18205
SH
SOLE
0
17300
0
905
IXIA
CONVERTIBLE SECURITY
45071RAB5
3196
2786000
PRN
SOLE
0
1152
0
1634
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
614
10546
SH
SOLE
0
6478
0
4068
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
1086
11809
SH
SOLE
0
8050
0
3759
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
91
87000
PRN
SOLE
0
15
0
72
JOHNSON & JOHNSON
COMMON STOCK
478160104
2673
30839
SH
SOLE
0
12971
0
17868
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
3591
69467
SH
SOLE
0
25605
0
43862
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
583
5331
SH
SOLE
0
3281
0
2050
KB HOME
CONVERTIBLE SECURITY
48666KAS8
43
42000
PRN
SOLE
0
7
0
35
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
113
100000
PRN
SOLE
0
41
0
59
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AL2
2063
1722000
PRN
SOLE
0
690
0
1032
LAS VEGAS SANDS CORP
COMMON STOCK
517834107
1082
16290
SH
SOLE
0
5386
0
10904
LEAR CORP
COMMON STOCK
521865204
650
9077
SH
SOLE
0
5589
0
3488
LIFEPOINT HOSPITALS INC
CONVERTIBLE SECURITY
53219LAH2
161
151000
PRN
SOLE
0
27
0
124
LINEAR TEC CORP
CONVERTIBLE SECURITY
535678AC0
3190
2980000
PRN
SOLE
0
1257
0
1723
LINKEDIN CORPORATION
COMMON STOCK
53578A108
2169
8816
SH
SOLE
0
5463
0
3353
LORILLARD INC
COMMON STOCK
544147101
3132
69948
SH
SOLE
0
37008
0
32940
LULULEMON ATHLETICA INC
COMMON STOCK
550021109
361
4940
SH
SOLE
0
4450
0
490
MACERICH COMPANY
COMMON STOCK
554382101
860
15244
SH
SOLE
0
7650
0
7594
MASTERCARD INC
COMMON STOCK
57636Q104
5423
8061
SH
SOLE
0
3743
0
4318
MCDONALD'S CORP
COMMON STOCK
580135101
844
8770
SH
SOLE
0
3810
0
4960
MEDICAL PROPERTIES TRUST INC
COMMON STOCK
58463J304
556
45721
SH
SOLE
0
22991
0
22730
MEDIDATA SOLUTIONS INC
COMMON STOCK
58471A105
1120
11319
SH
SOLE
0
7814
0
3505
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
2049
1561000
PRN
SOLE
0
639
0
922
MERCK & CO
COMMON STOCK
58933Y105
2611
54844
SH
SOLE
0
19907
0
34937
MERRIMACK PHARMACEUTICALS
COMMON STOCK
590328100
67
17575
SH
SOLE
0
16700
0
875
METLIFE INC
CONVERTIBLE PREFERRED SECURITY
59156R116
2761
96350
SH
SOLE
0
39000
0
57350
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
3826
3010000
PRN
SOLE
0
1232
0
1778
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
2417
32431
SH
SOLE
0
19553
0
12878
MOHAWK INDS INC
COMMON STOCK
608190104
641
4918
SH
SOLE
0
3012
0
1906
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAA8
1735
1407000
PRN
SOLE
0
570
0
837
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
472
15023
SH
SOLE
0
7703
0
7320
MYLAN LABORATORIES INC
COMMON STOCK
628530107
828
21701
SH
SOLE
0
12893
0
8808
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
2157
27621
SH
SOLE
0
10223
0
17398
NEWPARK RESOURCES
CONVERTIBLE SECURITY
651718AC2
94
68000
PRN
SOLE
0
12
0
56
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F887
1610
29465
SH
SOLE
0
12670
0
16795
NIKE INC
COMMON STOCK
654106103
782
10765
SH
SOLE
0
5476
0
5289
NOBLE CORP
COMMON STOCK
H5833N103
1081
28616
SH
SOLE
0
9615
0
19001
NOBLE ENERGY INC
COMMON STOCK
655044105
206
3070
SH
SOLE
0
2920
0
150
NUANCE COMMUNICATIONS INC
CONVERTIBLE SECURITY
67020YAF7
73
72000
PRN
SOLE
0
13
0
59
NUANCE COMMUNICATIONS INC
CONVERTIBLE SECURITY
67020YAB6
2169
1912000
PRN
SOLE
0
808
0
1104
OASIS PETROLEUM INC
COMMON STOCK
674215108
237
4815
SH
SOLE
0
4565
0
250
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
1511
16157
SH
SOLE
0
6681
0
9476
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
33
28000
PRN
SOLE
0
0
0
28
OMNICOM GRP
CONVERTIBLE SECURITY
681919AV8
168
139000
PRN
SOLE
0
24
0
115
ORACLE CORP
COMMON STOCK
68389X105
3092
93213
SH
SOLE
0
39305
0
53908
PACIRA PHARMACEUTICALS INC
COMMON STOCK
695127100
227
4725
SH
SOLE
0
4475
0
250
PALO ALTO NETWORKS
COMMON STOCK
697435105
596
13000
SH
SOLE
0
8850
0
4150
PFIZER INC
COMMON STOCK
717081103
1488
51818
SH
SOLE
0
18078
0
33740
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
2301
26572
SH
SOLE
0
11872
0
14700
PIMCO TOTAL RETURN
COMMON STOCK
72201R775
1262
11918
SH
SOLE
0
0
0
11918
POLARIS INDUSTRIES INC
COMMON STOCK
731068102
606
4692
SH
SOLE
0
2404
0
2288
PPL CORP
CONVERTIBLE PREFERRED SECURITY
69351T114
1534
28545
SH
SOLE
0
12005
0
16540
PRICELINE.COM INC
COMMON STOCK
741503403
1669
1651
SH
SOLE
0
842
0
809
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
4011
3107000
PRN
SOLE
0
1241
0
1866
PROTO LABS INC.
COMMON STOCK
743713109
219
2865
SH
SOLE
0
2715
0
150
QLIK TECHNOLOGIES INC
COMMON STOCK
74733T105
660
19285
SH
SOLE
0
11850
0
7435
QUALCOMM INC
COMMON STOCK
747525103
3265
48469
SH
SOLE
0
21219
0
27250
RAYTHEON CO
COMMON STOCK
755111507
988
12818
SH
SOLE
0
4091
0
8727
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
893
2854
SH
SOLE
0
1876
0
978
ROCKWELL AUTOMTN
COMMON STOCK
773903109
805
7524
SH
SOLE
0
4460
0
3064
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
84
74000
PRN
SOLE
0
13
0
61
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
1678
1615000
PRN
SOLE
0
676
0
939
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AS2
192
211000
PRN
SOLE
0
73
0
138
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AQ6
786
540000
PRN
SOLE
0
230
0
310
SALESFORCE.COM INC
COMMON STOCK
79466L302
736
14170
SH
SOLE
0
7271
0
6899
SALIX PHARMACEUTICALS LTD
CONVERTIBLE SECURITY
795435AE6
2908
2355000
PRN
SOLE
0
965
0
1390
SANDISK CORP
COMMON STOCK
80004C101
779
13085
SH
SOLE
0
8600
0
4485
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
4782
3607000
PRN
SOLE
0
1478
0
2129
SCHLUMBERGER LTD
COMMON STOCK
806857108
5269
59633
SH
SOLE
0
25959
0
33674
SCRIPPS NETWORKS INTERACTIVE
COMMON STOCK
811065101
999
12795
SH
SOLE
0
5130
0
7665
SEADRILL LTD
COMMON STOCK
G7945E105
1160
25724
SH
SOLE
0
8301
0
17423
SENIOR HOUSING PROP TRUST
COMMON STOCK
81721M109
823
35280
SH
SOLE
0
17740
0
17540
SERVICENOW INC
COMMON STOCK
81762P102
704
13552
SH
SOLE
0
8344
0
5208
SLM CORP
COMMON STOCK
78442P106
1226
49230
SH
SOLE
0
15575
0
33655
SPLUNK INC
COMMON STOCK
848637104
697
11603
SH
SOLE
0
7468
0
4135
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
166
135000
PRN
SOLE
0
24
0
111
STARBUCKS CORP
COMMON STOCK
855244109
1199
15572
SH
SOLE
0
7390
0
8182
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
74
71000
PRN
SOLE
0
13
0
58
STEEL DYNAMICS
CONVERTIBLE SECURITY
858119AP5
1491
1358000
PRN
SOLE
0
580
0
778
T ROWE PRICE
COMMON STOCK
74144T108
1856
25798
SH
SOLE
0
11782
0
14017
TAIWAN SEMICONDUCTOR - ADR
COMMON STOCK
874039100
488
28745
SH
SOLE
0
14675
0
14070
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
101
91000
PRN
SOLE
0
34
0
57
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
1933
1619000
PRN
SOLE
0
670
0
949
TELEFLEX INC
CONVERTIBLE SECURITY
879369AA4
95
67000
PRN
SOLE
0
10
0
57
TERADATA CORP
COMMON STOCK
88076W103
206
3710
SH
SOLE
0
3525
0
185
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
2717
2608000
PRN
SOLE
0
1111
0
1497
TIME WARNER INC
COMMON STOCK
887317303
2052
31177
SH
SOLE
0
9952
0
21225
TJX COMPANIES INC
COMMON STOCK
872540109
639
11334
SH
SOLE
0
5911
0
5423
TRINITY INDUSTRIES INC
CONVERTIBLE SECURITY
896522AF6
1914
1575000
PRN
SOLE
0
627
0
948
TRIPADVISOR INC
COMMON STOCK
896945201
954
12575
SH
SOLE
0
7795
0
4780
TUPPERWARE BRANDS CORP
COMMON STOCK
899896104
1974
22850
SH
SOLE
0
11057
0
11793
TYSON FOODS
CONVERTIBLE SECURITY
902494AP8
39
23000
PRN
SOLE
0
0
0
23
UNDER ARMOUR INC
COMMON STOCK
904311107
764
9622
SH
SOLE
0
5932
0
3690
UNION PACIFIC CORP
COMMON STOCK
907818108
538
3462
SH
SOLE
0
1768
0
1694
UNITED STATES STEEL CORP
CONVERTIBLE SECURITY
912909AH1
33
30000
PRN
SOLE
0
0
0
30
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
710
6587
SH
SOLE
0
3352
0
3235
URBAN OUTFITTERS INC
COMMON STOCK
917047102
591
16065
SH
SOLE
0
9705
0
6360
URS CORP
COMMON STOCK
903236107
677
12595
SH
SOLE
0
1881
0
10714
US BANCORP
COMMON STOCK
902973304
865
23639
SH
SOLE
0
945
0
22694
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
3872
59765
SH
SOLE
0
24374
0
35391
VALASSIS COMMS
COMMON STOCK
918866104
768
26600
SH
SOLE
0
11600
0
15000
VANTIV INC
COMMON STOCK
92210H105
605
21653
SH
SOLE
0
13342
0
8311
VMWARE INC
COMMON STOCK
928563402
449
5555
SH
SOLE
0
2851
0
2704
VOLCANO CORP
CONVERTIBLE SECURITY
928645AB6
62
60000
PRN
SOLE
0
0
0
60
WALGREEN CO
COMMON STOCK
931422109
1404
26094
SH
SOLE
0
10878
0
15216
WALTER INVESTMENT MANAGEMENT
CONVERTIBLE SECURITY
93317WAA0
1600
1520000
PRN
SOLE
0
613
0
907
WELLS FARGO & COMPANY
COMMON STOCK
949746101
5959
144219
SH
SOLE
0
58454
0
85765
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
1710
1503
SH
SOLE
0
588
0
915
WEYERHAEUSER CO
COMMON STOCK
962166104
1391
48570
SH
SOLE
0
16675
0
31895
WHITEWAVE FOODS COMPANY
COMMON STOCK
966244105
880
44070
SH
SOLE
0
6625
0
37445
WILLIAMS-SONOMA INC
COMMON STOCK
969904101
830
14772
SH
SOLE
0
9957
0
4815
WISDOMTREE INVESTMENTS INC
COMMON STOCK
97717P104
615
53005
SH
SOLE
0
32300
0
20705
WYNN RESORTS LTD
COMMON STOCK
983134107
1451
9184
SH
SOLE
0
3116
0
6068
XILINX INC
CONVERTIBLE SECURITY
983919AD3
101
62000
PRN
SOLE
0
11
0
51
XYLEM INC
COMMON STOCK
98419M100
339
12154
SH
SOLE
0
1815
0
10339