0000950123-15-005702.txt : 20150513
0000950123-15-005702.hdr.sgml : 20150513
20150513145854
ACCESSION NUMBER: 0000950123-15-005702
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150513
DATE AS OF CHANGE: 20150513
EFFECTIVENESS DATE: 20150513
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: 15857908
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
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0001316507
XXXXXXXX
03-31-2015
03-31-2015
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
05-13-2015
2
759
15953434
false
1
028-14511
AMERICAN BEACON ADVISORS, INC
2
028-06601
WILMINGTON MULTI-MANAGER ALTERNATIVES FUND
INFORMATION TABLE
2
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SOLE
33395
0
237
CROWN CASTLE INTL CORP
CONVERTIBLE PREFERRED SECURITY
22822V200
78948
753109
SH
SOLE
749439
0
0
CSX CORPORATION
COMMON STOCK
126408103
3331
100581
SH
SOLE
100581
0
0
CTRIP.COM INTL LTD
CONVERTIBLE SECURITY
22943FAD2
15668
15000000
PRN
SOLE
15000
0
0
CUMMINS INC
COMMON STOCK
231021106
66584
480264
SH
SOLE
480172
0
0
CVS HEALTH CORP
COMMON STOCK
126650100
17082
165508
SH
SOLE
165508
0
0
D R HORTON INC
COMMON STOCK
23331A109
33674
1182368
SH
SOLE
1181836
0
0
DANAHER CORP
COMMON STOCK
235851102
5760
67845
SH
SOLE
67845
0
0
DANAHER CORP
CONVERTIBLE SECURITY
235851AF9
8260
3351000
PRN
SOLE
3171
0
1431
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1395
20116
SH
SOLE
20116
0
3670
DAVE & BUSTERS ENTERTAINMENT
COMMON STOCK
238337109
592
19420
SH
SOLE
19420
0
0
DAVITA HEALTHCARE PARTNERS INC
COMMON STOCK
23918K108
1635
20116
SH
SOLE
20116
0
2146
DEALERTRACK HOLDINGS INC
CONVERTIBLE SECURITY
242309AB8
5942
5000000
PRN
SOLE
5000
0
0
DEAN FOODS CO
COMMON STOCK
242370203
780
47200
SH
SOLE
47200
0
0
DECKERS OUTDOOR
COMMON STOCK
243537107
46041
631823
SH
SOLE
631439
0
0
DEERE & CO
COMMON STOCK
244199105
6421
73225
SH
SOLE
73225
0
252
DELPHI AUTOMOTIVE PLC
COMMON STOCK
G27823106
4553
57096
SH
SOLE
57096
0
25
DELTA AIR LINES INC
COMMON STOCK
247361902
1065
2980
SH
Call
SOLE
2980
0
0
DELTA AIR LINES INC
COMMON STOCK
247361702
78058
1736159
SH
SOLE
1734013
0
1313
DENTSPLY INTL INC
COMMON STOCK
249030107
244
4800
SH
SOLE
4800
0
73
DEPOMED INC
CONVERTIBLE SECURITY
249908AA2
44149
33294000
PRN
SOLE
33138
0
4415
DEV DIVERFD RLT
CONVERTIBLE SECURITY
251591AX1
6314
5000000
PRN
SOLE
5000
0
153
DEVON ENERGY CORPORATION
COMMON STOCK
25179M103
5443
90252
SH
SOLE
90252
0
0
DEVRY EDUCATION GROUP INC
COMMON STOCK
251893103
224
6700
SH
SOLE
6700
0
0
DIAMOND OFFSHORE DRILLING INC
COMMON STOCK
25271C102
1607
60000
SH
SOLE
60000
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK
25278X109
7161
93200
SH
SOLE
93200
0
938
DIGITALGLOBE INC
COMMON STOCK
25389M877
8510
249785
SH
SOLE
249785
0
406
DIRECTV
COMMON STOCK
25490A309
8303
97564
SH
SOLE
97564
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK
254709108
10808
191796
SH
SOLE
191796
0
0
DISCOVERY COMMUNICATIONS
COMMON STOCK
25470F302
741
25145
SH
SOLE
25145
0
0
DISCOVERY COMMUNICATIONS INC
COMMON STOCK
25470F104
773
25145
SH
SOLE
25145
0
0
DISNEY WALT CO
COMMON STOCK
254687106
167919
1600906
SH
SOLE
1599634
0
0
DOCTOR REDDY'S LAB
COMMON STOCK
256135203
205
3590
SH
SOLE
3590
0
0
DOLLAR GENERAL
COMMON STOCK
256677105
65716
871797
SH
SOLE
871337
0
0
DOMINION RESOURCES INC VA
COMMON STOCK
25746U109
4364
61571
SH
SOLE
61571
0
21485
DOMINION RESOURCES INC VA
CONVERTIBLE PREFERRED SECURITY
25746U869
54199
1119821
SH
SOLE
1115921
0
0
DOVER CORP
COMMON STOCK
260003108
233
3375
SH
SOLE
3375
0
0
DOW CHEMICAL CO
COMMON STOCK
260543103
30060
626512
SH
SOLE
626512
0
0
DRIL-QUIP
COMMON STOCK
262037104
596
8715
SH
SOLE
8715
0
0
DUKE ENERGY CORP
COMMON STOCK
26441C204
11314
147353
SH
SOLE
147353
0
1965
DUPONT DE NEMOUR & CO
COMMON STOCK
263534109
7591
106214
SH
SOLE
106214
0
0
EAST WEST BANCORP INC
COMMON STOCK
27579R104
333
8235
SH
SOLE
8235
0
0
EASTMAN CHEM CO
COMMON STOCK
277432100
925
13362
SH
SOLE
13332
0
0
EATON CORP PLC
COMMON STOCK
G29183103
94552
1391695
SH
SOLE
1391299
0
0
EBAY INC
COMMON STOCK
278642103
90216
1564083
SH
SOLE
1563636
0
0
EDISON INTL
COMMON STOCK
281020107
3142
50291
SH
SOLE
50291
0
2335
EDWARDS LIFESCI
COMMON STOCK
28176E108
3331
23384
SH
SOLE
23384
0
0
ELECTRONIC ARTS INC
COMMON STOCK
285512959
445
1400
SH
Put
SOLE
1400
0
0
ELECTRONIC ARTS INC
CONVERTIBLE SECURITY
285512AA7
64050
34545000
PRN
SOLE
34500
0
0
ELI LILLY & CO
COMMON STOCK
532457108
32018
440714
SH
SOLE
440714
0
0
EMC CORP-MASS
COMMON STOCK
268648102
8326
325757
SH
SOLE
325757
0
0
EMERGENT BIOSOLUTIONS INC
CONVERTIBLE SECURITY
29089QAB1
23879
20516000
PRN
SOLE
20405
0
0
EMERSON ELECTRIC CO
COMMON STOCK
291011104
3921
69255
SH
SOLE
69255
0
0
EMULEX CORP
CONVERTIBLE SECURITY
292475AF7
12009
11900000
PRN
SOLE
11900
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE SECURITY
292554AH5
4752
5000000
PRN
SOLE
5000
0
80
ENCORE CAPITAL GROUP INC
CONVERTIBLE SECURITY
292554AD4
6975
5000000
PRN
SOLE
5000
0
0
ENDOLOGIX INC
COMMON STOCK
29266S106
499
29210
SH
SOLE
29210
0
0
ENERGY XXI BERMUDA
CONVERTIBLE SECURITY
29274UAB7
6632
22500000
PRN
SOLE
22500
0
2429
ENTERGY CORP
COMMON STOCK
29364G103
1871
24139
SH
SOLE
24139
0
0
ENVESTNET INC
CONVERTIBLE SECURITY
29404KAA4
5599
5000000
PRN
SOLE
5000
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK
29413U103
40903
1066572
SH
SOLE
1066112
0
0
EOG RESOURCES INC
COMMON STOCK
26875P101
90515
987189
SH
SOLE
985061
0
0
EQT CORP
COMMON STOCK
26884L109
2334
28164
SH
SOLE
28164
0
45
EQUINIX INC
COMMON STOCK
29444U700
52071
223623
SH
SOLE
223519
0
0
EQUITY RESIDENTIAL
COMMON STOCK
29476L107
3084
39611
SH
SOLE
39611
0
0
EVERCORE PARTNERS INC
COMMON STOCK
29977A105
27781
537764
SH
SOLE
537643
0
0
EVERSOURCE ENERGY
COMMON STOCK
30040W108
1016
20116
SH
SOLE
20116
0
743
EXELON CORP
COMMON STOCK
30161N101
3270
97306
SH
SOLE
97306
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
68447
1406930
SH
SOLE
1398075
0
0
EXPEDITORS INTL WASHINGTON INC
COMMON STOCK
302130109
1526
31682
SH
SOLE
31682
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK
30219G108
9402
108359
SH
SOLE
108359
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
114176
1343243
SH
SOLE
1343243
0
0
F5 NETWORKSINC
COMMON STOCK
315616102
2601
22630
SH
SOLE
22630
0
0
FACEBOOK INC
COMMON STOCK
30303M902
792
1390
SH
Call
SOLE
1390
0
122
FACEBOOK INC
COMMON STOCK
30303M102
214666
2611037
SH
SOLE
2609965
0
568
FEDEX CORP
COMMON STOCK
31428X106
6505
39315
SH
SOLE
39315
0
608
FIDELITY NL FIN
CONVERTIBLE SECURITY
31620RAE5
1112
551000
PRN
SOLE
551
0
0
FIFTH THIRD BK
COMMON STOCK
316773100
2086
110639
SH
SOLE
110639
0
0
FINISAR CORP
CONVERTIBLE SECURITY
31787AAM3
21137
20657000
PRN
SOLE
20657
0
0
FIREEYE
COMMON STOCK
31816Q101
25990
662163
SH
SOLE
661926
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK
320517105
329
22995
SH
SOLE
22995
0
0
FIRST REPUBLIC BANK/SAN FRAN
COMMON STOCK
33616C100
15329
268500
SH
SOLE
268500
0
0
FIRSTENERGY CORP
COMMON STOCK
337932107
1763
50291
SH
SOLE
50291
0
0
FISERV INC
COMMON STOCK
337738108
5159
64975
SH
SOLE
64975
0
0
FLUOR CORP-NEW
COMMON STOCK
343412102
1897
33192
SH
SOLE
33192
0
0
FOOT LOCKER INC
COMMON STOCK
344849104
284
4500
SH
SOLE
4500
0
214
FORD MOTOR CO
COMMON STOCK
345370860
19335
1197963
SH
SOLE
1197963
0
0
FORESTAR GROUP INC
CONVERTIBLE SECURITY
346232AB7
5676
6000000
PRN
SOLE
6000
0
0
FORTRESS INVESTMENT GROUP
COMMON STOCK
34958B106
5307
657682
SH
SOLE
657682
0
0
FORTUNE BRANDS HOME & SECURITY
COMMON STOCK
34964C106
60616
1276659
SH
SOLE
1276134
0
0
FOSSIL GROUP INC
COMMON STOCK
34988V106
995
12070
SH
SOLE
12070
0
2169
FOUNDATION MEDICINE INC
COMMON STOCK
350465100
1174
24410
SH
SOLE
24410
0
0
FRANKLIN RESOURCES INC
COMMON STOCK
354613101
2508
48872
SH
SOLE
48872
0
0
FREEPORT-MCMORAN INC
COMMON STOCK
35671D857
3347
176620
SH
SOLE
176620
0
0
FXCM INC
CONVERTIBLE SECURITY
302693AB2
776
1000000
PRN
SOLE
1000
0
0
GAP INC
COMMON STOCK
364760108
1351
31180
SH
SOLE
31180
0
0
GENERAL DYNAMICS CORP
COMMON STOCK
369550108
9970
73456
SH
SOLE
73456
0
0
GENERAL ELECTRIC CO
COMMON STOCK
369604103
96428
3886664
SH
SOLE
3881664
0
720
GENERAL MILLS INC
COMMON STOCK
370334104
3678
64975
SH
SOLE
64975
0
0
GENERAL MOTORS CO
WARRANTS
37045V126
1738
88470
SH
SOLE
88470
0
0
GENERAL MOTORS CO
WARRANTS
37045V118
2455
88470
SH
SOLE
88470
0
0
GENERAL MOTORS CO
COMMON STOCK
37045V100
8391
223758
SH
SOLE
223758
0
0
GENESEE & WYOMING INC
CONVERTIBLE PREFERRED SECURITY
371559204
28515
223347
SH
SOLE
221547
0
829
GENTEX CORP
COMMON STOCK
371901109
256
14000
SH
SOLE
14000
0
0
GENTHERM INC
COMMON STOCK
37253A103
7164
141835
SH
SOLE
141835
0
104
GENUINE PARTS CO
COMMON STOCK
372460105
242
2600
SH
SOLE
2600
0
0
GENWORTH FINANCIAL INC
COMMON STOCK
37247D106
588
80435
SH
SOLE
80435
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
65352
15178400
PRN
SOLE
15075
0
524
GILEAD SCIENCES
COMMON STOCK
375558903
804
1650
SH
Call
SOLE
1650
0
0
GILEAD SCIENCES INC
COMMON STOCK
375558103
38891
396325
SH
SOLE
395375
0
333
GLOBUS MEDICAL
COMMON STOCK
379577208
755
29900
SH
SOLE
29900
0
1285
GOLDMAN SACHS
COMMON STOCK
38141G104
10111
53789
SH
SOLE
53789
0
0
GOOGLE INC
COMMON STOCK
38259P508
260872
470293
SH
SOLE
466623
0
195
GOOGLE INC
COMMON STOCK
38259P706
84864
154861
SH
SOLE
154792
0
0
GRAHAM HOLDINGS CO
COMMON STOCK
384637104
262
250
SH
SOLE
250
0
1798
GREENBRIER COMPANIES INC
CONVERTIBLE SECURITY
393657AH4
15490
10195000
PRN
SOLE
10195
0
0
GTT COMMUNICATIONS INC
COMMON STOCK
362393100
544
28800
SH
SOLE
28800
0
0
GUIDEWIRE SOFTWARE
COMMON STOCK
40171V100
11094
210878
SH
SOLE
210626
0
8455
HALLIBURTON CO
COMMON STOCK
406216101
4233
96457
SH
SOLE
96457
0
0
HANOVER INSURANCE GROUP INC
COMMON STOCK
410867105
336
4635
SH
SOLE
4635
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK
416515104
2687
64261
SH
SOLE
64261
0
0
HCP INC
COMMON STOCK
40414L109
233
5400
SH
SOLE
5400
0
0
HEALTH CR
CONVERTIBLE SECURITY
42217KAR7
545
365000
PRN
SOLE
365
0
0
HEALTH CR
COMMON STOCK
42217K106
2582
33370
SH
SOLE
33370
0
1072
HEALTH CR
CONVERTIBLE PREFERRED SECURITY
42217K601
36204
539075
SH
SOLE
536490
0
0
HEALTH NET INC
COMMON STOCK
42222G108
260
4300
SH
SOLE
4300
0
0
HEALTHWAYS, INC
CONVERTIBLE SECURITY
422245AB6
8183
7000000
PRN
SOLE
7000
0
0
HELIX ENERGY SOLUTIONS GROUP
CONVERTIBLE SECURITY
42330PAG2
8350
8362000
PRN
SOLE
8325
0
110
HELMERICH & PAYNE INC
COMMON STOCK
423452101
685
10057
SH
SOLE
10057
0
0
HERSHEY FOODS CORP
COMMON STOCK
427866108
1421
14082
SH
SOLE
14082
0
0
HESS CORP
COMMON STOCK
42809H107
1229
18105
SH
SOLE
18105
0
0
HEWLETT-PACKARD CO.
COMMON STOCK
428236103
8270
265414
SH
SOLE
265414
0
0
HILLTOP HOLDINGS INC
COMMON STOCK
432748101
5298
272549
SH
SOLE
272549
0
0
HOLLYSYS AUTOMATION TECH
COMMON STOCK
G45667105
4448
223840
SH
SOLE
223840
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
22045
17796000
PRN
SOLE
17648
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AB7
40542
27508000
PRN
SOLE
27333
0
1700
HOME DEPOT
COMMON STOCK
437076102
204582
1800743
SH
SOLE
1799515
0
0
HOMEINNS HOTEL GROUP
COMMON STOCK
43742E102
342
14450
SH
SOLE
14450
0
502
HONEYWELL INTL
COMMON STOCK
438516106
18472
177088
SH
SOLE
177088
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
6542
8162000
PRN
SOLE
8054
0
0
HORSEHEAD HOLDING CORP
COMMON STOCK
440694305
639
50510
SH
SOLE
50510
0
0
HORSEHEAD HOLDING CORP
CONVERTIBLE SECURITY
440694AB3
3157
2950000
PRN
SOLE
2950
0
0
HOST HOTELS & RESORTS INC
COMMON STOCK
44107P104
1787
88529
SH
SOLE
88529
0
0
HUBBELL INC
COMMON STOCK
443510201
234
2135
SH
SOLE
2135
0
41229
HURON CONSULTING GROUP INC
COMMON STOCK
447462102
5256
79455
SH
SOLE
79455
0
589
IAC INTERACTIVECORP
COMMON STOCK
44919P508
14608
216506
SH
SOLE
195021
0
0
ICICI BANK LTD
COMMON STOCK
45104G104
254
24475
SH
SOLE
24475
0
0
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AE7
4880
4200000
PRN
SOLE
4200
0
210
ICONIX BRAND GROUP INC
CONVERTIBLE SECURITY
451055AF4
7160
6000000
PRN
SOLE
6000
0
140
ILL TOOL WORKS INC
COMMON STOCK
452308109
4211
43350
SH
SOLE
43350
0
108
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
8758
3950900
PRN
SOLE
3926
0
178
ILLUMINA INC
COMMON STOCK
452327109
49646
267434
SH
SOLE
267233
0
378
IMPERVA INC
COMMON STOCK
45321L100
550
12870
SH
SOLE
12870
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAN2
6478
3500000
PRN
SOLE
3500
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
8959
4918000
PRN
SOLE
4847
0
0
INFINERA CORP
CONVERTIBLE SECURITY
45667GAB9
15661
9500000
PRN
SOLE
9500
0
0
INFOSYS LTD
COMMON STOCK
456788108
478
13630
SH
SOLE
13630
0
46
INGERSOLL-RAND PLC
COMMON STOCK
G47791101
489
7190
SH
SOLE
7190
0
0
INGREDION INC
COMMON STOCK
457187102
233
2990
SH
SOLE
2990
0
308
INSULET CORP
CONVERTIBLE SECURITY
45784PAD3
16827
16683000
PRN
SOLE
16603
0
0
INSULET CORP
COMMON STOCK
45784P101
28890
866265
SH
SOLE
865937
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
32144
27907000
PRN
SOLE
27628
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AD2
5323
4271000
PRN
SOLE
4061
0
23184
INTEL CORP
COMMON STOCK
458140100
21044
672975
SH
SOLE
672975
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
89301
56449000
PRN
SOLE
56103
0
0
INTELSAT
CONVERTIBLE PREFERRED SECURITY
L5140P119
16878
485000
SH
SOLE
485000
0
0
INTERDGTL COMMS
CONVERTIBLE SECURITY
458660AB3
14068
13000000
PRN
SOLE
13000
0
210
INTERNAP CORP
COMMON STOCK
45885A300
546
53400
SH
SOLE
53400
0
0
INTERPUBLIC GROUP OF COS
COMMON STOCK
460690100
779
35204
SH
SOLE
35204
0
0
INT'L BUSINESS MACHINES CORP
COMMON STOCK
459200101
17255
107507
SH
SOLE
107507
0
0
INTL PAPER CO
COMMON STOCK
460146103
240
4320
SH
SOLE
4320
0
0
INVENSENSE
COMMON STOCK
46123D205
18957
1246372
SH
SOLE
1245783
0
170
INVENSENSE
CONVERTIBLE SECURITY
46123DAB2
37261
37888000
PRN
SOLE
37708
0
3765
INVESCO LTD
COMMON STOCK
G491BT108
2994
75435
SH
SOLE
75435
0
0
ISIS PHARMACEUT
COMMON STOCK
464330109
2835
44530
SH
SOLE
44530
0
0
ITAU UNIBANCO HOLDING SA
COMMON STOCK
465562106
5507
497920
SH
SOLE
497920
0
0
ITT INDUSTRIES INC
COMMON STOCK
450911201
241
6040
SH
SOLE
6040
0
0
J2 GLOBAL INC
COMMON STOCK
48123V102
521
7925
SH
SOLE
7925
0
0
J2 GLOBAL INC
CONVERTIBLE SECURITY
48123VAC6
3960
3425000
PRN
SOLE
3260
0
37
JACOBS ENGINEERING GROUP INC
COMMON STOCK
469814107
1305
28894
SH
SOLE
28855
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AH1
21802
12718000
PRN
SOLE
12718
0
67
JARDEN CORP
CONVERTIBLE SECURITY
471109AL2
55882
39260000
PRN
SOLE
39260
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AM0
67736
57045000
PRN
SOLE
57002
0
29139
JAZZ PHARMACEUTICALS PLC
COMMON STOCK
G50871105
639
3700
SH
SOLE
3700
0
509
JDS UNIPHASE CORP
CONVERTIBLE SECURITY
46612JAF8
15506
15000000
PRN
SOLE
15000
0
178
JEFFERIES GROUP INC
CONVERTIBLE SECURITY
472319AG7
89
88000
PRN
SOLE
88
0
120
JETBLUE AIRWAYS CORP
COMMON STOCK
477143101
664
34500
SH
SOLE
34500
0
0
JNJ
CONVERTIBLE SECURITY
02261WAB5
4104
2962000
PRN
SOLE
2962
0
1228
JOHNSON & JOHNSON
COMMON STOCK
478160104
137229
1364102
SH
SOLE
1361002
0
0
JONES LANG LASALLE INC
COMMON STOCK
48020Q107
343
2015
SH
SOLE
2015
0
0
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
208330
3438930
SH
SOLE
3415746
0
0
JUNIPER NETWORKS INC
COMMON STOCK
48203R104
2726
120739
SH
SOLE
120739
0
0
KANSAS CITY SOUTHERN
COMMON STOCK
485170302
2259
22128
SH
SOLE
22128
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK
48562P103
352
10730
SH
SOLE
10730
0
0
KB HOME
CONVERTIBLE SECURITY
48666KAS8
4799
5000000
PRN
SOLE
5000
0
0
KELLOGG CO
COMMON STOCK
487836108
2448
37114
SH
SOLE
37114
0
104
KEURIG GREEN MOUNTAIN INC
COMMON STOCK
49271M100
4898
43835
SH
SOLE
43835
0
346
KEYCORP NEW
CONVERTIBLE PREFERRED SECURITY
493267405
259
2000
SH
SOLE
65
0
0
KIMBERLY-CLARK CORP
COMMON STOCK
494368103
3600
33609
SH
SOLE
33609
0
0
KINDER MORGAN INC
COMMON STOCK
49456B101
7280
173083
SH
SOLE
173083
0
0
KIRKLAND'S INC
COMMON STOCK
497498105
748
31500
SH
SOLE
31500
0
567
KLA-TENCOR CORP
COMMON STOCK
482480100
1730
29672
SH
SOLE
29672
0
156
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
5506
63199
SH
SOLE
63199
0
3100
KROGER CO
COMMON STOCK
501044101
5652
73723
SH
SOLE
73723
0
0
L-3 COMMUNICATIONS HOLDINGS
COMMON STOCK
502424104
11865
94320
SH
SOLE
94167
0
0
LA QUINTA HOLDINGS INC
COMMON STOCK
50420D108
12596
531911
SH
SOLE
478616
0
0
LABORATORY CORP
CONVERTIBLE SECURITY
50540RAG7
4098
2423000
PRN
SOLE
2423
0
148
LABORATORY CRP OF AMER HLDGS
COMMON STOCK
50540R409
64234
509433
SH
SOLE
509181
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AL2
16
12000
PRN
SOLE
12
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
50753
42200000
PRN
SOLE
41592
0
0
LAMAR ADVER CO
COMMON STOCK
512816109
1025
17300
SH
SOLE
17300
0
0
LAS VEGAS SANDS CORP
COMMON STOCK
517834107
62576
1136927
SH
SOLE
1134498
0
285
LEAR CORP
COMMON STOCK
521865204
249
2250
SH
SOLE
2250
0
0
LEGG MASON INC
COMMON STOCK
524901105
312
5660
SH
SOLE
5660
0
0
LENDINGCLUB
COMMON STOCK
52603A109
2397
122000
SH
SOLE
122000
0
0
LENNAR CORP
COMMON STOCK
526057904
4492
8431
SH
Call
SOLE
8431
0
201
LENNAR CORP
COMMON STOCK
526057104
3535
68227
SH
SOLE
65342
0
0
LIBERTY
CONVERTIBLE SECURITY
530610AC8
178023
127065000
PRN
SOLE
126518
0
220
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
52908
52759000
PRN
SOLE
52669
0
0
LINCOLN ELECTRC
COMMON STOCK
533900106
232
3555
SH
SOLE
3555
0
218
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
4421
76944
SH
SOLE
76944
0
0
LINKEDIN CORPORATION
COMMON STOCK
53578A108
74315
297425
SH
SOLE
297285
0
1250
LIONS GATE ENTERTAINMENT CORP
COMMON STOCK
535919203
49125
1448260
SH
SOLE
1447322
0
0
LKQ CORP
COMMON STOCK
501889208
47638
1863754
SH
SOLE
1862389
0
0
LOCKHEED MARTIN CORP
COMMON STOCK
539830109
84897
418292
SH
SOLE
418188
0
37
LOGMEIN INC
COMMON STOCK
54142L109
274
4900
SH
SOLE
4900
0
0
LORILLARD INC
COMMON STOCK
544147101
53811
823423
SH
SOLE
823014
0
88
LOWE'S COMPANIES
COMMON STOCK
548661107
14508
195027
SH
SOLE
195027
0
0
LUMBER LIQUIDATORS HOLDINGS IN
COMMON STOCK
55003T107
1920
62385
SH
SOLE
62385
0
0
LYONDELLBASELL INDUSTRIES
COMMON STOCK
N53745100
4760
54214
SH
SOLE
54214
0
279
M/I HOMES INC
CONVERTIBLE SECURITY
55292PAB1
4069
4000000
PRN
SOLE
4000
0
175
MACQUARIE INFRASTRUCTURE CO
CONVERTIBLE SECURITY
55608BAA3
1981
1666000
PRN
SOLE
1666
0
460
MACYS INC
COMMON STOCK
55616P104
2055
31659
SH
SOLE
31659
0
3900
MANPOWERGROUP INC
COMMON STOCK
56418H100
14050
163085
SH
SOLE
162891
0
0
MANULIFE FINANCIAL CORP
COMMON STOCK
56501R106
1684
99000
SH
SOLE
99000
0
0
MARATHON OIL CP
COMMON STOCK
565849106
1576
60349
SH
SOLE
60349
0
0
MARATHON PETROLEUM
COMMON STOCK
56585A102
5273
51497
SH
SOLE
51497
0
0
MARSH & MCLENNAN COS
COMMON STOCK
571748102
324
5770
SH
SOLE
5770
0
0
MASCO CORP
COMMON STOCK
574599106
13895
520406
SH
SOLE
520406
0
0
MASTERCARD INC
COMMON STOCK
57636Q104
160463
1857424
SH
SOLE
1855993
0
36969
MAXLINEAR INC
COMMON STOCK
57776J100
476
58500
SH
SOLE
58500
0
148
MCDONALD'S CORP
COMMON STOCK
580135101
22876
234774
SH
SOLE
234774
0
516
MEAD JOHNSON NUTRITION CO
COMMON STOCK
582839106
4034
40131
SH
SOLE
40131
0
0
MEDICINES CO
CONVERTIBLE SECURITY
584688AC9
14843
12500000
PRN
SOLE
12500
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
27515
24310000
PRN
SOLE
24200
0
0
MEDNAX INC
COMMON STOCK
58502B106
285
3925
SH
SOLE
3925
0
0
MEDTRONIC PLC
COMMON STOCK
G5960L103
22353
286611
SH
SOLE
271264
0
0
MELCO CROWN ENTERTAINMENT LTD
COMMON STOCK
585464100
2056
95800
SH
SOLE
95800
0
0
MELLANOX TECHNOLOGIES LTD
COMMON STOCK
M51363113
19304
425771
SH
SOLE
425203
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
33441
26666000
PRN
SOLE
26260
0
0
MERCK & CO
COMMON STOCK
58933Y105
63117
1098075
SH
SOLE
1098075
0
569
MERCURY GENL CP
COMMON STOCK
589400100
349
6035
SH
SOLE
6035
0
161
MERITAGE CORP
CONVERTIBLE SECURITY
59001AAR3
12510
11635000
PRN
SOLE
11635
0
0
METLIFE INC
COMMON STOCK
59156R108
80945
1601279
SH
SOLE
1601279
0
2290
MGIC INVESTMENT CORP
COMMON STOCK
552848103
661
68600
SH
SOLE
68600
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
32123
21824000
PRN
SOLE
21713
0
0
MGM MIRAGE
CONVERTIBLE SECURITY
55303QAE0
39040
34406000
PRN
SOLE
34406
0
0
MICHAEL KORS HOLDINGS LIMITED
COMMON STOCK
G60754101
1426
21695
SH
SOLE
21695
0
92
MICROCHIP TECHNOLOGY INC
COMMON STOCK
595017104
1967
40231
SH
SOLE
40231
0
0
MICROCHIP TECHNOLOGY INC
CONVERTIBLE SECURITY
595017AB0
4123
2104000
PRN
SOLE
1926
0
0
MICRON TECH
CONVERTIBLE SECURITY
595112AY9
31125
28074000
PRN
SOLE
27914
0
62
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AU7
6216
2480000
PRN
SOLE
2301
0
1365
MICRON TECHNOLOGY
CONVERTIBLE SECURITY
595112AV5
23548
9475000
PRN
SOLE
9475
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112903
2119
4485
SH
Call
SOLE
4485
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
4222
155639
SH
SOLE
155639
0
0
MICROSOFT CORP
COMMON STOCK
594918104
230020
5657849
SH
SOLE
5653415
0
2525
MICROSTRATEGY INC
COMMON STOCK
594972408
340
2010
SH
SOLE
2010
0
0
MOHAWK INDS INC
COMMON STOCK
608190104
2449
13187
SH
SOLE
13187
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAC4
20113
11919000
PRN
SOLE
11783
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
23765
18352000
PRN
SOLE
18232
0
0
MONDELEZ INTERNATIONAL INC
COMMON STOCK
609207105
99047
2744455
SH
SOLE
2743794
0
0
MONRO MUFFLER BRAKE INC
COMMON STOCK
610236101
808
12425
SH
SOLE
12425
0
0
MONSANTO CO
COMMON STOCK
61166W101
10606
94245
SH
SOLE
94245
0
0
MORGAN STANLEY
COMMON STOCK
617446448
5653
158405
SH
SOLE
158405
0
0
MOSAIC CO
COMMON STOCK
61945C103
3493
75838
SH
SOLE
75838
0
103
MOTOROLA SOLUTIONS INC
COMMON STOCK
620076307
429
6428
SH
SOLE
6428
0
43661
MURPHY OIL CORP
COMMON STOCK
626717102
609
13076
SH
SOLE
13076
0
0
MYLAN LABORATORIES
CONVERTIBLE SECURITY
628530AJ6
5354
1203000
PRN
SOLE
1203
0
39
MYLAN LABORATORIES INC
COMMON STOCK
628530907
7046
10861
SH
Call
SOLE
10861
0
0
MYLAN NV
COMMON STOCK
N59465109
5687
95821
SH
SOLE
93296
0
0
MYRIAD GENETICS
COMMON STOCK
62855J104
255
7200
SH
SOLE
7200
0
0
NANOSTRING TECHNOLOGIES INC
COMMON STOCK
63009R109
887
87037
SH
SOLE
87037
0
4861
NATIONAL OILWELL VARCO INC
COMMON STOCK
637071101
2445
48916
SH
SOLE
48916
0
460
NAVIENT CORP
COMMON STOCK
63938C108
10184
500936
SH
SOLE
439903
0
0
NAVISTAR INTL
CONVERTIBLE SECURITY
63934EAQ1
8915
10000000
PRN
SOLE
10000
0
179
NETAPP INC
COMMON STOCK
64110D104
228
6420
SH
SOLE
6420
0
0
NETFLIX INC
COMMON STOCK
64110L106
1362
3268
SH
SOLE
3268
0
0
NETSUITE INC
CONVERTIBLE SECURITY
64118QAB3
6361
6097000
PRN
SOLE
6024
0
53295
NEW YORK CMTY TRUST V
CONVERTIBLE PREFERRED SECURITY
64944P307
4695
92520
SH
SOLE
86965
0
0
NEWELL RUBBERMAID INC
COMMON STOCK
651229106
246
6300
SH
SOLE
6300
0
0
NEWMONT MINING CORP
CONVERTIBLE SECURITY
651639AJ5
490
475000
PRN
SOLE
475
0
464
NEWMONT MINING CORP
COMMON STOCK
651639106
1834
84487
SH
SOLE
84487
0
0
NEWPARK RESOURCES
CONVERTIBLE SECURITY
651718AC2
9976
8902000
PRN
SOLE
8833
0
0
NEXTERA ENERGY INC
COMMON STOCK
65339F101
9554
91823
SH
SOLE
91823
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F887
31302
478408
SH
SOLE
476443
0
72
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
75356
1351674
SH
SOLE
1343219
0
251
NICE SYSTEMS LTD
COMMON STOCK
653656108
680
11165
SH
SOLE
11165
0
0
NIKE INC
COMMON STOCK
654106103
118244
1178555
SH
SOLE
1178282
0
0
NOBLE CORP PLC
COMMON STOCK
G65431101
343
24000
SH
SOLE
24000
0
0
NOBLE ENERGY INC
COMMON STOCK
655044105
3443
70406
SH
SOLE
70406
0
0
NOKIA CP
COMMON STOCK
654902204
16676
2200000
SH
SOLE
2200000
0
183
NORFOLK SOTHN CORP
COMMON STOCK
655844108
5052
49083
SH
SOLE
49083
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK
666807102
38297
237928
SH
SOLE
237928
0
1741
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK
G66721104
20086
371888
SH
SOLE
334919
0
0
NOVELLUS SYSTEMS INC
CONVERTIBLE SECURITY
670008AD3
11991
5855000
PRN
SOLE
5855
0
0
NU SKIN ENTERP
COMMON STOCK
67018T905
739
935
SH
Call
SOLE
815
0
0
NUVASIVE INC
CONVERTIBLE SECURITY
670704AC9
10005
8000000
PRN
SOLE
8000
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
155513
131976000
PRN
SOLE
131247
0
0
NXSTAGE MEDICAL INC
COMMON STOCK
67072V103
3985
230332
SH
SOLE
230332
0
0
OAKTREE CAPITAL GROUP LLC
COMMON STOCK
674001201
2076
40180
SH
SOLE
40180
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK
674599105
41168
563944
SH
SOLE
563944
0
258
OCH-ZIFF CAPITAL MANAGEMENT
COMMON STOCK
67551U105
28478
2252983
SH
SOLE
2252983
0
177
OLD REPUBLIC INTL CORP
CONVERTIBLE SECURITY
680223AH7
9947
8394000
PRN
SOLE
8038
0
0
OMNICOM GROUP INC
COMMON STOCK
681919106
738
9470
SH
SOLE
9470
0
175
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
89667
69691000
PRN
SOLE
69052
0
0
ORACLE CORP
COMMON STOCK
68389X105
47918
1110500
SH
SOLE
1110500
0
0
P G & E CORP
COMMON STOCK
69331C108
3426
64549
SH
SOLE
64549
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK
695156109
10055
128597
SH
SOLE
128461
0
0
PALO ALTO NETWORKS
COMMON STOCK
697435105
20320
139101
SH
SOLE
138989
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK
699462107
46005
666834
SH
SOLE
666497
0
0
PARKER HANNIFIN CORP
COMMON STOCK
701094104
239
2015
SH
SOLE
2015
0
0
PENTAIR PLC
COMMON STOCK
G7S00T104
2214
35204
SH
SOLE
35204
0
30
PEPSICO INC
COMMON STOCK
713448108
49213
514674
SH
SOLE
514674
0
0
PERRIGO CO PLC
COMMON STOCK
G97822103
60346
364520
SH
SOLE
364300
0
0
PFIZER INC
COMMON STOCK
717081103
99571
2862066
SH
SOLE
2862066
0
0
PHIBRO ANIMAL HEALTH CORP
COMMON STOCK
71742Q106
305
8610
SH
SOLE
8610
0
17703
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
42838
568673
SH
SOLE
568499
0
0
PHILLIPS 66
COMMON STOCK
718546104
7869
100113
SH
SOLE
100113
0
0
PHOTRONICS INC
CONVERTIBLE SECURITY
719405AH5
5843
5500000
PRN
SOLE
5500
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK
723787107
2138
13075
SH
SOLE
13075
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK
693475105
5863
62884
SH
SOLE
62884
0
0
POLARIS INDUSTRIES INC
COMMON STOCK
731068102
24550
173988
SH
SOLE
173886
0
309
POLYONE CORP
COMMON STOCK
73179P106
7731
207000
SH
SOLE
207000
0
111
PORTFOLIO RECOVERY ASSOCIATE
CONVERTIBLE SECURITY
73640QAB1
9287
8607000
PRN
SOLE
8429
0
120
POWER SOLUTIONS INTERNATIONAL
COMMON STOCK
73933G202
633
9850
SH
SOLE
9850
0
0
POWERSHARES QQQ NASDAQ 100
COMMON STOCK
73935A954
2458
5100
SH
Put
SOLE
5100
0
0
PPG INDUSTRIES INC
COMMON STOCK
693506107
3902
17301
SH
SOLE
17301
0
0
PPL CORP
COMMON STOCK
69351T106
1922
57091
SH
SOLE
57091
0
0
PRA GROUP INC
COMMON STOCK
69354N106
6824
125625
SH
SOLE
125625
0
0
PRAXAIR INC
COMMON STOCK
74005P104
4578
37920
SH
SOLE
37920
0
71
PRECISION CASTPARTS CORP
COMMON STOCK
740189105
6590
31381
SH
SOLE
31381
0
0
PRESBIA PLC
COMMON STOCK
G7234P100
2861
394100
SH
SOLE
394100
0
0
PRICELINE GROUP INC/THE
COMMON STOCK
741503403
110615
95018
SH
SOLE
94971
0
1100
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AS5
29461
25790000
PRN
SOLE
25607
0
1104
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
151472
112764000
PRN
SOLE
111956
0
0
PRINCIPAL FINANCIAL GROUP INC
COMMON STOCK
74251V102
2798
54467
SH
SOLE
54467
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
498
14150
SH
SOLE
14150
0
174
PROCTER & GAMBLE CO
COMMON STOCK
742718109
76527
933937
SH
SOLE
933937
0
3379
PROGRESS SOFTWARE
COMMON STOCK
743312100
565
20800
SH
SOLE
20800
0
0
PROGRESSIVE CORP, OHIO
COMMON STOCK
743315103
227
8340
SH
SOLE
8340
0
0
PROLOGIS INC
COMMON STOCK
74340W103
2410
55320
SH
SOLE
55320
0
0
PROOFPOINT
COMMON STOCK
743424103
719
12145
SH
SOLE
12145
0
10363
PROOFPOINT
CONVERTIBLE SECURITY
743424AB9
12014
7500000
PRN
SOLE
7500
0
729
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAM4
2086
2045000
PRN
SOLE
2045
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE SECURITY
74348TAK8
3881
3810000
PRN
SOLE
3640
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK
744320102
7993
99526
SH
SOLE
99526
0
0
PUBLIC SERVICE ENTERPRISE GROUP
COMMON STOCK
744573106
2758
65799
SH
SOLE
65799
0
0
PULTEGROUP INC
COMMON STOCK
745867101
2057
92534
SH
SOLE
92534
0
0
PVH CORP
COMMON STOCK
693656100
44479
417410
SH
SOLE
417200
0
0
QUALCOMM INC
COMMON STOCK
747525103
48548
700141
SH
SOLE
700141
0
108
QUANTA SERVICES INC
COMMON STOCK
74762E102
7934
278100
SH
SOLE
278100
0
0
QUEST DIAGNOSTC
COMMON STOCK
74834L100
1159
15087
SH
SOLE
15087
0
0
QUIDEL CORP
CONVERTIBLE SECURITY
74838JAA9
5437
5000000
PRN
SOLE
5000
0
43
RALPH LAUREN CORP
COMMON STOCK
751212101
237
1800
SH
SOLE
1800
0
0
RAMBUS INC
CONVERTIBLE SECURITY
750917AE6
8523
7000000
PRN
SOLE
7000
0
0
REALOGY HOLDINGS CORP
COMMON STOCK
75605Y106
49126
1080170
SH
SOLE
1079654
0
0
RED HAT INC
COMMON STOCK
756577102
1524
20116
SH
SOLE
20116
0
0
RED ROBIN GOURMET BURGERS INC
COMMON STOCK
75689M101
667
7670
SH
SOLE
7670
0
0
REGENERON PHARMACEUTICALS INC
COMMON STOCK
75886F107
12155
26923
SH
SOLE
26923
0
0
REGIONS FINANCIAL CORP
COMMON STOCK
7591EP100
1806
191103
SH
SOLE
191103
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE SECURITY
75972AAA1
2806
3000000
PRN
SOLE
3000
0
0
RESMED INC
COMMON STOCK
761152107
13027
181490
SH
SOLE
181181
0
356
RESTORATION HARDWARE HOLDING
COMMON STOCK
761283100
36960
372621
SH
SOLE
372297
0
633
RIO TINTO PLC
COMMON STOCK
767204100
8694
210000
SH
SOLE
210000
0
0
ROADRUNNER TRANSPORTATION
COMMON STOCK
76973Q105
6122
242270
SH
SOLE
242270
0
0
ROBERT HALF INTL INC
COMMON STOCK
770323103
1522
25145
SH
SOLE
25145
0
0
ROCK-TENN CO
COMMON STOCK
772739207
227
3515
SH
SOLE
3515
0
0
ROCKWELL AUTOMTN
COMMON STOCK
773903109
49298
425020
SH
SOLE
424854
0
0
ROPER INDS INC
CONVERTIBLE SECURITY
776696AA4
262
120000
PRN
SOLE
120
0
0
ROSS STORES INC
COMMON STOCK
778296103
2120
20117
SH
SOLE
20117
0
2128
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK
V7780T103
34535
421930
SH
SOLE
421735
0
2490
RPM INTL INC
CONVERTIBLE SECURITY
749685AT0
2120
1791000
PRN
SOLE
1791
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAA5
4388
4000000
PRN
SOLE
4000
0
0
RTI INTL METALS
CONVERTIBLE SECURITY
74973WAB3
29042
25231000
PRN
SOLE
25164
0
356
RYLAND GRP INC
CONVERTIBLE SECURITY
783764AQ6
19012
12000000
PRN
SOLE
12000
0
0
S & P 500 INDEX
COMMON STOCK
78462F953
3584
8037
SH
Put
SOLE
8037
0
3670
SABRE CORP
COMMON STOCK
78573M104
39662
1632177
SH
SOLE
1631348
0
0
SALESFORCE.COM INC
COMMON STOCK
79466L302
45616
682779
SH
SOLE
682423
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
184828
154253000
PRN
SOLE
153149
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAD3
40946
30070000
PRN
SOLE
30070
0
344
SANDISK CORP
CONVERTIBLE SECURITY
80004CAF8
154526
153812000
PRN
SOLE
153043
0
15347
SCHLUMBERGER LTD
COMMON STOCK
806857108
122507
1468204
SH
SOLE
1466480
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK
808513105
14332
470817
SH
SOLE
470817
0
112
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
81170YAB5
4339
5000000
PRN
SOLE
5000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
42708
41559000
PRN
SOLE
41105
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
223
2050
SH
SOLE
2050
0
0
SENIOR HOUSING PROP TRUST
COMMON STOCK
81721M109
326
14670
SH
SOLE
14670
0
193
SERVICENOW INC
COMMON STOCK
81762P102
4654
59075
SH
SOLE
59013
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
93898
76435000
PRN
SOLE
76013
0
0
SHIRE PLC
COMMON STOCK
82481R106
30869
129002
SH
SOLE
128930
0
0
SHUTTERFLY INC
CONVERTIBLE SECURITY
82568PAB2
13853
14000000
PRN
SOLE
14000
0
0
SIGNATURE BANK
COMMON STOCK
82669G104
343
2650
SH
SOLE
2650
0
480
SIMON PROPERTY GROUP INC
COMMON STOCK
828806109
8698
44457
SH
SOLE
44457
0
4434
SINA CORP
CONVERTIBLE SECURITY
82922RAD5
9083
10000000
PRN
SOLE
10000
0
160
SMART & FINAL STORES
COMMON STOCK
83190B101
482
27400
SH
SOLE
27400
0
0
SMITH (AO) CORP
COMMON STOCK
831865209
568
8650
SH
SOLE
8650
0
20589
SOTHEBYS HOLDINGS INC
COMMON STOCK
835898107
8792
208050
SH
SOLE
208050
0
0
SOUTHN COMPANY
COMMON STOCK
842587107
8319
187867
SH
SOLE
187867
0
0
SOUTHWEST AIRLINES
COMMON STOCK
844741108
5777
130404
SH
SOLE
130404
0
0
SOUTHWESTERN ENERGY CO
CONVERTIBLE PREFERRED SECURITY
845467208
39909
791995
SH
SOLE
789505
0
146
SPDR TRUST SERIES 1
COMMON STOCK
78464A954
1046
1280
SH
Put
SOLE
1280
0
1844
SPECTRA ENERGY CORP
COMMON STOCK
847560109
3725
102995
SH
SOLE
102995
0
0
SPECTRANETICS
CONVERTIBLE SECURITY
84760CAA5
10348
8000000
PRN
SOLE
8000
0
73
SPECTRANETICS CP
COMMON STOCK
84760C107
9997
287610
SH
SOLE
287610
0
0
SPIRIT AIRLINES INC
COMMON STOCK
848577102
54762
707881
SH
SOLE
707423
0
1042
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
26960
27024000
PRN
SOLE
26639
0
0
SPLUNK INC
COMMON STOCK
848637104
2871
48500
SH
SOLE
48500
0
0
ST JUDE MEDICAL INC
COMMON STOCK
790849103
3876
59271
SH
SOLE
59271
0
2585
STAAR SURGICAL
COMMON STOCK
852312305
574
77200
SH
SOLE
77200
0
19452
STANCORP FINANCIAL GROUP INC
COMMON STOCK
852891100
341
4970
SH
SOLE
4970
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
42603
34397000
PRN
SOLE
33764
0
680
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502804
34724
296150
SH
SOLE
296150
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
57267
426572
SH
SOLE
422807
0
4340
STARBUCKS CORP
COMMON STOCK
855244109
158456
1673244
SH
SOLE
1671503
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAC9
5226
5000000
PRN
SOLE
5000
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE SECURITY
85571BAA3
30178
27298000
PRN
SOLE
26965
0
1724
STATE STREET CORP
COMMON STOCK
857477103
51811
704630
SH
SOLE
703372
0
0
STERIS CORP
COMMON STOCK
859152100
9376
133435
SH
SOLE
133435
0
661
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
8065
8901000
PRN
SOLE
8755
0
0
STORAGE PROPERTIES
COMMON STOCK
74460D109
2945
14939
SH
SOLE
14939
0
0
STRYKER CORP
COMMON STOCK
863667101
101925
1104882
SH
SOLE
1103182
0
0
SUNEDISON INC
CONVERTIBLE SECURITY
86732YAC3
17185
10000000
PRN
SOLE
10000
0
0
SUNPOWER CORP
COMMON STOCK
867652406
9514
303850
SH
SOLE
303506
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
31728
22630000
PRN
SOLE
22372
0
0
SUNTRUST BANKS INC
COMMON STOCK
867914103
2480
60349
SH
SOLE
60349
0
0
SVB FINANCIAL GROUP
COMMON STOCK
78486Q101
41488
326572
SH
SOLE
326395
0
0
SYMANTEC CORP
COMMON STOCK
871503108
2460
105279
SH
SOLE
105279
0
8855
SYNAPTICS INC
COMMON STOCK
87157D109
608
7475
SH
SOLE
7475
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
49617
42704000
PRN
SOLE
42024
0
0
SYNOPSYS INC
COMMON STOCK
871607107
244
5260
SH
SOLE
5260
0
0
T ROWE PRICE
COMMON STOCK
74144T108
52632
649936
SH
SOLE
649619
0
11585
TAIWAN SEMICONDUCTOR
COMMON STOCK
874039950
926
8822
SH
Put
SOLE
8822
0
0
TAKE-TWO INTER
CONVERTIBLE SECURITY
874054AD1
23588
17935000
PRN
SOLE
17935
0
0
TAKE-TWO INTERACTIVE SOFTWARE
CONVERTIBLE SECURITY
874054AC3
12671
9000000
PRN
SOLE
9000
0
0
TARGET CORP
COMMON STOCK
87612E106
1183
14420
SH
SOLE
14420
0
82
TATA MOTORS LTD
COMMON STOCK
876568502
315
7000
SH
SOLE
7000
0
0
TE CONNECTIVITY LTD
COMMON STOCK
H84989104
2881
40233
SH
SOLE
40233
0
525
TERADATA CORP
COMMON STOCK
88076W103
888
20116
SH
SOLE
20116
0
0
TERADYNE INC
COMMON STOCK
880770102
518
27480
SH
SOLE
27480
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
7456
8488000
PRN
SOLE
8488
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
91852
108738000
PRN
SOLE
108092
0
0
TEVA PHARMACEUTICAL IND LTD
CONVERTIBLE SECURITY
88163VAE9
14704
9902000
PRN
SOLE
9794
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK
882508104
35996
629467
SH
SOLE
629467
0
385
TEXTRON
COMMON STOCK
883203101
243
5480
SH
SOLE
5480
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
883556102
10918
81270
SH
SOLE
81270
0
69
TIME WARNER CABLE
COMMON STOCK
88732J207
3241
21625
SH
SOLE
21625
0
5000
TIME WARNER INC
COMMON STOCK
887317303
8229
97448
SH
SOLE
97448
0
0
TJX COMPANIES INC
COMMON STOCK
872540109
14360
205000
SH
SOLE
205000
0
337
T-MOBILE US INC
CONVERTIBLE PREFERRED SECURITY
872590203
48652
829384
SH
SOLE
824969
0
0
TOLL BROTHERS FINANCE CORP.
CONVERTIBLE SECURITY
88947EAM2
21848
20668000
PRN
SOLE
20290
0
0
TOYOTA MOTOR CORP
COMMON STOCK
892331907
235
281
SH
Call
SOLE
281
0
0
TRAVELERS COMPANIES INC
COMMON STOCK
89417E109
3023
27961
SH
SOLE
27961
0
0
TRIPADVISOR INC
COMMON STOCK
896945201
778
9353
SH
SOLE
9353
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
659
27075
SH
SOLE
27075
0
0
TTM TECHNOLOGIES INC
CONVERTIBLE SECURITY
87305RAD1
5466
5000000
PRN
SOLE
5000
0
0
TWENTY-FIRST CENTURY FOX INC
COMMON STOCK
90130A101
52162
1541432
SH
SOLE
1538032
0
3400
TWITTER INC
COMMON STOCK
90184L102
2799
55890
SH
SOLE
55890
0
0
TWITTER INC
COMMON STOCK
90184L902
4584
4120
SH
Call
SOLE
4120
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
59318
1223554
SH
SOLE
1211969
0
0
ULTIMATE SOFTWARE GROUP INC
COMMON STOCK
90385D107
30243
177950
SH
SOLE
177862
0
0
UNION PACIFIC CORP
COMMON STOCK
907818108
62789
579712
SH
SOLE
579712
0
0
UNITED PARCEL SERVICE
COMMON STOCK
911312106
93267
962112
SH
SOLE
961070
0
626
UNITED STATES STEEL CORP
CONVERTIBLE SECURITY
912909AH1
4568
3750000
PRN
SOLE
3750
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK
913017109
58597
499974
SH
SOLE
499727
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK
91324P102
11821
99932
SH
SOLE
99932
0
273
UNUMPROVIDENT CORP
COMMON STOCK
91529Y106
330
9790
SH
SOLE
9790
0
0
US BANCORP
COMMON STOCK
902973304
11917
272888
SH
SOLE
272888
0
0
US ECOLOGY INC
COMMON STOCK
91732J102
537
10750
SH
SOLE
10750
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
127458
2071143
SH
SOLE
2066803
0
0
VALERO ENERGY
COMMON STOCK
91913Y100
6971
109580
SH
SOLE
109580
0
90
VANTIV INC
COMMON STOCK
92210H105
10114
268276
SH
SOLE
267991
0
61033
VCA INC
COMMON STOCK
918194101
258
4700
SH
SOLE
4700
0
0
VEEVA SYSTEMS
COMMON STOCK
922475108
7183
281350
SH
SOLE
281350
0
0
VENTAS INC
COMMON STOCK
92276F100
2387
32690
SH
SOLE
32690
0
0
VERIFONE SYSTEMS INC
COMMON STOCK
92342Y109
39556
1133736
SH
SOLE
1133167
0
1258
VERINT SYSTEMS
COMMON STOCK
92343X100
13257
214065
SH
SOLE
214065
0
639
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
34985
29916000
PRN
SOLE
29392
0
0
VERIZON COMM
COMMON STOCK
92343V104
34135
701926
SH
SOLE
701926
0
0
VIACOM INC
COMMON STOCK
92553P201
2699
39515
SH
SOLE
39515
0
0
VIPSHOP HOLDINGS LTD
CONVERTIBLE SECURITY
92763WAA1
23248
15000000
PRN
SOLE
15000
0
0
VIRTUSA CORP
COMMON STOCK
92827P102
646
15600
SH
SOLE
15600
0
0
VISA INC
COMMON STOCK
92826C839
24792
379024
SH
SOLE
379024
0
0
VISTEON CORP
COMMON STOCK
92839U206
236
2450
SH
SOLE
2450
0
0
VITAMIN SHOPPE INC
COMMON STOCK
92849E101
11644
282683
SH
SOLE
253544
0
0
VORNADO REALTY TRUST
COMMON STOCK
929042109
3607
32205
SH
SOLE
32205
0
0
WABCO HOLDINGS INC
COMMON STOCK
92927K102
35399
288077
SH
SOLE
287964
0
458
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK
931427108
94017
1110260
SH
SOLE
1109010
0
0
WAL-MART STORES INC
COMMON STOCK
931142103
20354
247468
SH
SOLE
247468
0
0
WALTER INVESTMENT MANAGEMENT
CONVERTIBLE SECURITY
93317WAA0
6900
8735000
PRN
SOLE
8735
0
2885
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
228370
110535000
PRN
SOLE
110284
0
0
WELLS FARGO & COMPANY
COMMON STOCK
949746101
231849
4261932
SH
SOLE
4258553
0
0
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
62824
51369
SH
SOLE
50721
0
0
WENDY'S CO/THE
COMMON STOCK
95058W100
30356
2784952
SH
SOLE
2783639
0
0
WESTERN DIGITAL CORP
COMMON STOCK
958102105
212
2330
SH
SOLE
2330
0
0
WEYERHAEUSER CO
CONVERTIBLE PREFERRED SECURITY
962166872
30642
559975
SH
SOLE
557685
0
454
WHIRLPOOL CORP
COMMON STOCK
963320106
44607
220762
SH
Call
SOLE
220687
0
0
WHITEWAVE FOODS COMPANY
COMMON STOCK
966244105
31114
701706
SH
SOLE
701188
0
0
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
1781
34197
SH
SOLE
34197
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK
97717P104
4707
219360
SH
SOLE
219360
0
328
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
44050
36579000
PRN
SOLE
36377
0
0
WR BERKLEY CORP
COMMON STOCK
084423102
334
6605
SH
SOLE
6605
0
0
WRIGHT MED GRP INC
COMMON STOCK
98235T107
15978
619294
SH
SOLE
619055
0
47
WYNN RESORTS LTD
COMMON STOCK
983134107
1519
12070
SH
SOLE
12070
0
180
XCEL ENERGY INC
COMMON STOCK
98389B100
1576
45261
SH
SOLE
45261
0
0
XENOPORT INC
COMMON STOCK
98411C100
348
48905
SH
SOLE
48905
0
0
XILINX INC
CONVERTIBLE SECURITY
983919AF8
10214
6907000
PRN
SOLE
6907
0
0
XYLEM INC
COMMON STOCK
98419M100
243
6945
SH
SOLE
6945
0
0
YAHOO! INC
COMMON STOCK
984332106
5431
122218
SH
SOLE
122218
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
86404
79784000
PRN
SOLE
79158
0
0
YANDEX NV
CONVERTIBLE SECURITY
98474TAB3
13704
16601000
PRN
SOLE
16601
0
0
YUM! BRANDS INC
COMMON STOCK
988498101
1583
20115
SH
SOLE
20115
0
384
ZELTIQ AESTHETICS
COMMON STOCK
98933Q108
279
9040
SH
Call
SOLE
9040
0
900
ZIMMER HOLDINGS INC
COMMON STOCK
98956P102
103049
876864
SH
SOLE
875925
0
0
ACORDA THERAPEUTICS INC
CONVERTIBLE SECURITY
00484MAA4
219
215000
PRN
OTR
1
215
0
0
ACTAVIS INC
CONVERTIBLE PREFERRED SECURITY
G0083B116
784
775
SH
OTR
1
775
0
0
AMER TOWER CORP
CONVERTIBLE PREFERRED SECURITY
03027X308
347
3360
SH
OTR
1
3360
0
0
APPLE INC
COMMON STOCK
037833100
309
2485
SH
OTR
1
2485
0
0
ARES CAPITAL CORP
CONVERTIBLE SECURITY
04010LAJ2
502
480000
PRN
OTR
1
480
0
0
BANK OF AMERICA CORP
CONVERTIBLE PREFERRED SECURITY
060505682
509
440
SH
OTR
1
440
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE SECURITY
09061GAE1
230
156000
PRN
OTR
1
156
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE SECURITY
09061GAF8
235
155000
PRN
OTR
1
155
0
0
CEMEX SA
CONVERTIBLE SECURITY
151290BB8
112
100000
PRN
OTR
1
100
0
0
CEPHEID INC
CONVERTIBLE SECURITY
15670RAC1
122
110000
PRN
OTR
1
110
0
0
CROWN CASTLE INTL CORP
CONVERTIBLE PREFERRED SECURITY
22822V200
249
2380
SH
OTR
1
2380
0
0
DANAHER CORP
CONVERTIBLE SECURITY
235851AF9
370
150000
PRN
OTR
1
150
0
0
DEPOMED INC
CONVERTIBLE SECURITY
249908AA2
171
129000
PRN
OTR
1
129
0
0
EXELON CORP
CONVERTIBLE PREFERRED SECURITY
30161N127
257
5275
SH
OTR
1
5275
0
0
GILEAD SCIENCE
CONVERTIBLE SECURITY
375558AP8
237
55000
PRN
OTR
1
55
0
0
HOLOGIC INC
CONVERTIBLE SECURITY
436440AC5
266
215000
PRN
OTR
1
215
0
0
HORNBECK OFFSHORE SERVICES INC
CONVERTIBLE SECURITY
440543AN6
98
122000
PRN
OTR
1
122
0
0
ILLUMINA INC
CONVERTIBLE SECURITY
452327AD1
122
55000
PRN
OTR
1
55
0
0
INCYTE GENOMICS
CONVERTIBLE SECURITY
45337CAM4
137
75000
PRN
OTR
1
75
0
0
INTEGRA LIFESCI
CONVERTIBLE SECURITY
457985AK5
507
440000
PRN
OTR
1
440
0
0
INTEL CORP
CONVERTIBLE SECURITY
458140AF7
498
315000
PRN
OTR
1
315
0
0
INVENSENSE
CONVERTIBLE SECURITY
46123DAB2
221
225000
PRN
OTR
1
225
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AL2
142
100000
PRN
OTR
1
100
0
0
JARDEN CORP
CONVERTIBLE SECURITY
471109AM0
142
120000
PRN
OTR
1
120
0
0
LAM RESEARCH CORP
CONVERTIBLE SECURITY
512807AJ7
511
425000
PRN
OTR
1
425
0
0
LENNAR CORP
COMMON STOCK
526057104
299
5780
SH
Put
OTR
1
5780
0
0
LIBERTY
CONVERTIBLE SECURITY
530610AC8
280
200000
PRN
OTR
1
200
0
0
LIBERTY MEDIA CORPORATION
CONVERTIBLE SECURITY
531229AB8
251
250000
PRN
OTR
1
250
0
0
MEDIDATA SOLUTIONS INC
CONVERTIBLE SECURITY
58471AAB1
189
167000
PRN
OTR
1
167
0
0
MENTOR GRAPHICS
CONVERTIBLE SECURITY
587200AK2
113
90000
PRN
OTR
1
90
0
0
MGIC INVESTMENT CORP
CONVERTIBLE SECURITY
552848AE3
119
81000
PRN
OTR
1
81
0
0
MICRON TECH
CONVERTIBLE SECURITY
595112AY9
527
475000
PRN
OTR
1
475
0
0
MOLINA HEALTHCARE INC
CONVERTIBLE SECURITY
60855RAD2
311
240000
PRN
OTR
1
240
0
0
MYLAN NV
COMMON STOCK
N59465109
280
4725
SH
OTR
1
4725
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED SECURITY
65339F861
258
4620
SH
Call
OTR
1
4620
0
0
NVIDIA CORP
CONVERTIBLE SECURITY
67066GAC8
595
505000
PRN
OTR
1
505
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE SECURITY
682189AH8
283
220000
PRN
OTR
1
220
0
0
PORTFOLIO RECOVERY ASSOCIATE
CONVERTIBLE SECURITY
73640QAB1
195
181000
PRN
OTR
1
181
0
0
PRICELINE.COM INC
CONVERTIBLE SECURITY
741503AQ9
673
501000
PRN
OTR
1
501
0
0
SALESFORCE.COM INC
CONVERTIBLE SECURITY
79466LAD6
791
660000
PRN
OTR
1
660
0
0
SANDISK CORP
CONVERTIBLE SECURITY
80004CAF8
467
465000
PRN
OTR
1
465
0
0
SEACOR HOLDINGS INC
CONVERTIBLE SECURITY
811904AM3
252
245000
PRN
OTR
1
245
0
0
SERVICENOW INC
CONVERTIBLE SECURITY
81762PAB8
408
332000
PRN
OTR
1
332
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE SECURITY
84860WAA0
219
220000
PRN
OTR
1
220
0
0
STANDARD PACIFIC CORP
CONVERTIBLE SECURITY
85375CBC4
266
215000
PRN
OTR
1
215
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED SECURITY
854502309
383
2850
SH
OTR
1
2850
0
0
STONE ENERGY CP
CONVERTIBLE SECURITY
861642AN6
99
109000
PRN
OTR
1
109
0
0
SUNPOWER CORP
CONVERTIBLE SECURITY
867652AG4
287
205000
PRN
OTR
1
205
0
0
SYNCHRONOSS TECHNOLOGIES INC
CONVERTIBLE SECURITY
87157BAA1
633
545000
PRN
OTR
1
545
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAB7
105
120000
PRN
OTR
1
120
0
0
TESLA MOTORS INC
CONVERTIBLE SECURITY
88160RAC5
304
360000
PRN
OTR
1
360
0
0
TYSON FOODS
CONVERTIBLE PREFERRED SECURITY
902494301
373
7700
SH
OTR
1
7700
0
0
UTD TECHS CORP
CONVERTIBLE PREFERRED SECURITY
913017117
253
4105
SH
OTR
1
4105
0
0
VERINT SYSTEMS
CONVERTIBLE SECURITY
92343XAA8
269
230000
PRN
OTR
1
230
0
0
WELLPOINT INC
CONVERTIBLE SECURITY
94973VBG1
857
415000
PRN
OTR
1
415
0
0
WELLS FARGO & COMPANY
CONVERTIBLE PREFERRED SECURITY
949746804
636
520
SH
OTR
1
520
0
0
WORKDAY INC
CONVERTIBLE SECURITY
98138HAC5
253
210000
PRN
OTR
1
210
0
0
YAHOO! INC
CONVERTIBLE SECURITY
984332AF3
390
360000
PRN
OTR
1
360
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK
00846U101
1713
41229
SH
OTR
2
0
0
41229
APPLE INC
COMMON STOCK
037833100
1523
12236
SH
OTR
2
0
0
12236
AUTOLIV INC
COMMON STOCK
052800109
623
5294
SH
OTR
2
0
0
5294
BERRY PLASTICS HOLDING CORP
COMMON STOCK
08579W103
1580
43661
SH
OTR
2
0
0
43661
BRUNSWICK CORPORATION
COMMON STOCK
117043109
1059
20589
SH
OTR
2
0
0
20589
CBS CORP
COMMON STOCK
124857202
1179
19452
SH
OTR
2
0
0
19452
CELGENE CORP
COMMON STOCK
151020104
1156
10027
SH
OTR
2
0
0
10027
GOOGLE INC
COMMON STOCK
38259P508
1448
2611
SH
OTR
2
0
0
2611
IAC INTERACTIVECORP
COMMON STOCK
44919P508
1450
21485
SH
OTR
2
0
0
21485
JP MORGAN CHASE & CO
COMMON STOCK
46625H100
1393
23000
SH
OTR
2
0
0
23000
LA QUINTA HOLDINGS INC
COMMON STOCK
50420D108
1262
53295
SH
OTR
2
0
0
53295
MEDTRONIC PLC
COMMON STOCK
G5960L103
1197
15347
SH
OTR
2
0
0
15347
NAVIENT CORP
COMMON STOCK
63938C108
1241
61033
SH
OTR
2
0
0
61033
NORWEGIAN CRUISE LINE HOLDINGS
COMMON STOCK
G66721104
1997
36969
SH
OTR
2
0
0
36969
VITAMIN SHOPPE INC
COMMON STOCK
92849E101
1200
29139
SH
OTR
2
0
0
29139