Calamos Advisors as of June 30, 2012
Portfolio Holdings for Calamos Advisors
Calamos Advisors holds 456 positions in its portfolio as reported in the June 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Qualcomm (QCOM) | 3.4 | $682M | 12M | 55.68 | |
| Apple (AAPL) | 2.9 | $586M | 1.0M | 584.00 | |
| Amazon (AMZN) | 2.6 | $531M | 2.3M | 228.35 | |
| Oracle Corporation (ORCL) | 2.5 | $503M | 17M | 29.70 | |
| 2.1 | $424M | 730k | 580.07 | ||
| Coca-Cola Company (KO) | 2.0 | $399M | 5.1M | 78.19 | |
| eBay (EBAY) | 1.8 | $372M | 8.8M | 42.01 | |
| Intuitive Surgical (ISRG) | 1.8 | $370M | 668k | 553.79 | |
| E M C Corp Mass note 1.750%12/0 | 1.8 | $357M | 219k | 1632.50 | |
| Johnson & Johnson (JNJ) | 1.7 | $339M | 5.0M | 67.56 | |
| Schlumberger (SLB) | 1.6 | $322M | 5.0M | 64.91 | |
| priceline.com Incorporated | 1.6 | $321M | 482k | 664.52 | |
| Barrick Gold Corp (GOLD) | 1.4 | $290M | 7.7M | 37.57 | |
| MasterCard Incorporated (MA) | 1.4 | $279M | 649k | 430.11 | |
| Apache Corp. 6% Mandatory Conv pfd cv | 1.4 | $280M | 5.6M | 50.24 | |
| National-Oilwell Var | 1.4 | $276M | 4.3M | 64.44 | |
| Microsoft Corporation (MSFT) | 1.3 | $271M | 8.9M | 30.59 | |
| Accenture (ACN) | 1.3 | $271M | 4.5M | 60.09 | |
| Teradata Corporation (TDC) | 1.1 | $228M | 3.2M | 72.01 | |
| Merck & Co (MRK) | 1.1 | $229M | 5.5M | 41.75 | |
| Sap (SAP) | 1.1 | $225M | 3.8M | 59.36 | |
| Mead Johnson Nutrition | 1.1 | $218M | 2.7M | 80.51 | |
| Goldcorp Inc New note 2.000% 8/0 | 1.1 | $215M | 190k | 1131.25 | |
| Eaton Corporation | 1.0 | $199M | 5.0M | 39.63 | |
| Gilead Sciences conv | 0.9 | $192M | 148k | 1298.75 | |
| Yamana Gold | 0.9 | $186M | 12M | 15.40 | |
| Amgen Inc note 0.375% 2/0 | 0.9 | $184M | 176k | 1045.00 | |
| Helmerich & Payne (HP) | 0.9 | $181M | 4.2M | 43.48 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.9 | $180M | 3.6M | 49.59 | |
| VMware | 0.8 | $162M | 1.8M | 91.04 | |
| Occidental Petroleum Corporation (OXY) | 0.8 | $161M | 1.9M | 85.77 | |
| EMC Corporation | 0.8 | $158M | 6.2M | 25.63 | |
| T. Rowe Price (TROW) | 0.8 | $156M | 2.5M | 62.96 | |
| Novo Nordisk A/S (NVO) | 0.8 | $156M | 1.1M | 145.34 | |
| Dover Corporation (DOV) | 0.8 | $156M | 2.9M | 53.61 | |
| Linear Technology Corp note 3.000% 5/0 | 0.8 | $153M | 148k | 1037.50 | |
| salesforce (CRM) | 0.8 | $155M | 1.1M | 138.26 | |
| Franklin Resources (BEN) | 0.7 | $150M | 1.4M | 110.99 | |
| Newmont Mining Corp Cvt cv bnd | 0.7 | $150M | 112k | 1331.25 | |
| Companhia de Bebidas das Americas | 0.7 | $147M | 3.8M | 38.33 | |
| Cisco Systems (CSCO) | 0.7 | $135M | 7.8M | 17.17 | |
| Omnicom Group Inc note 7/0 | 0.7 | $134M | 124k | 1082.50 | |
| Intel Corporation (INTC) | 0.7 | $131M | 4.9M | 26.65 | |
| Newmont Mining Corp note 1.250% 7/1 | 0.6 | $129M | 104k | 1245.00 | |
| Teva Pharm Finance Llc Cvt cv bnd | 0.6 | $130M | 124k | 1047.50 | |
| Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) | 0.6 | $119M | 106k | 1125.00 | |
| Intel Corp sdcv | 0.6 | $116M | 102k | 1136.25 | |
| Cognizant Technology Solutions (CTSH) | 0.6 | $111M | 1.8M | 60.00 | |
| Cliffs Natural Resources | 0.6 | $112M | 2.3M | 49.29 | |
| Cnooc | 0.5 | $109M | 542k | 201.25 | |
| SPDR Gold Trust (GLD) | 0.5 | $110M | 708k | 155.19 | |
| IntercontinentalEx.. | 0.5 | $109M | 798k | 135.98 | |
| Pfizer (PFE) | 0.5 | $105M | 4.6M | 23.00 | |
| Affiliated Managers Group note 3.950% 8/1 | 0.5 | $106M | 98k | 1083.75 | |
| Mosaic (MOS) | 0.5 | $105M | 1.9M | 54.76 | |
| Tibco Software | 0.5 | $104M | 3.5M | 29.92 | |
| Discover Financial Services (DFS) | 0.5 | $102M | 3.0M | 34.58 | |
| Liberty Media Corp bond | 0.5 | $100M | 114k | 878.75 | |
| Symantec Corp note 1.000% 6/1 | 0.5 | $97M | 94k | 1028.75 | |
| General Electric Company | 0.5 | $97M | 4.7M | 20.84 | |
| Yahoo! | 0.5 | $97M | 6.1M | 15.83 | |
| Royal Gold (RGLD) | 0.5 | $96M | 1.2M | 78.40 | |
| SolarWinds | 0.5 | $96M | 2.2M | 43.56 | |
| Medtronic Inc note 1.625% 4/1 | 0.5 | $93M | 92k | 1007.50 | |
| Liberty Media Corp New deb 3.125% 3/3 | 0.5 | $91M | 74k | 1226.25 | |
| Parker-Hannifin Corporation (PH) | 0.5 | $91M | 1.2M | 76.88 | |
| Fortinet (FTNT) | 0.5 | $92M | 4.0M | 23.22 | |
| Starbucks Corporation (SBUX) | 0.4 | $89M | 1.7M | 53.32 | |
| Medicis Pharmaceutical conv | 0.4 | $89M | 89k | 996.25 | |
| Sandisk Corp note 1.500% 8/1 | 0.4 | $87M | 84k | 1033.75 | |
| Teleflex Inc note 3.875% 8/0 | 0.4 | $87M | 74k | 1171.24 | |
| Lam Research Corp conv | 0.4 | $87M | 88k | 991.25 | |
| AGCO Corporation (AGCO) | 0.4 | $85M | 1.9M | 45.73 | |
| Fluor Corporation (FLR) | 0.4 | $86M | 1.7M | 49.34 | |
| Agrium | 0.4 | $84M | 948k | 88.47 | |
| CommVault Systems (CVLT) | 0.4 | $83M | 1.7M | 49.57 | |
| Monster Beverage | 0.4 | $82M | 1.2M | 71.20 | |
| American Express Company (AXP) | 0.4 | $80M | 1.4M | 58.21 | |
| Cubist Pharmaceuticals | 0.4 | $81M | 2.1M | 37.91 | |
| Citrix Systems | 0.4 | $76M | 909k | 83.94 | |
| Covidien | 0.4 | $78M | 1.5M | 53.50 | |
| Biogen Idec (BIIB) | 0.4 | $75M | 516k | 144.38 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.4 | $74M | 80k | 918.75 | |
| Coach | 0.4 | $73M | 1.2M | 58.48 | |
| Rio Tinto (RIO) | 0.4 | $74M | 1.5M | 47.81 | |
| Dell | 0.4 | $72M | 5.8M | 12.52 | |
| Asml Holding Nv Adr depository receipts | 0.4 | $72M | 1.4M | 51.42 | |
| At&t (T) | 0.3 | $70M | 2.0M | 35.66 | |
| Facebook Inc cl a (META) | 0.3 | $70M | 2.2M | 31.12 | |
| Apache Corporation | 0.3 | $66M | 751k | 87.89 | |
| Cerner Corporation | 0.3 | $67M | 809k | 82.66 | |
| Hologic Inc frnt 2.000%12/1 | 0.3 | $67M | 64k | 1057.50 | |
| Michael Kors Holdings | 0.3 | $67M | 1.6M | 41.84 | |
| Tripadvisor (TRIP) | 0.3 | $66M | 1.5M | 44.69 | |
| Lam Research Corp note 0.500% 5/1 | 0.3 | $66M | 68k | 962.50 | |
| Lifepoint Hospitals Inc note 3.500% 5/1 | 0.3 | $63M | 59k | 1073.74 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.3 | $62M | 63k | 991.25 | |
| Goldcorp | 0.3 | $63M | 1.7M | 37.58 | |
| Chevron Corporation (CVX) | 0.3 | $61M | 582k | 105.50 | |
| Amgen (AMGN) | 0.3 | $61M | 841k | 73.04 | |
| Rackspace Hosting | 0.3 | $62M | 1.4M | 43.94 | |
| Royal Gold Inc conv | 0.3 | $61M | 58k | 1052.49 | |
| Edwards Lifesciences (EW) | 0.3 | $58M | 560k | 103.30 | |
| Informatica Corporation | 0.3 | $58M | 1.4M | 42.36 | |
| Tim Participacoes Sa- | 0.3 | $58M | 2.1M | 27.46 | |
| Expedia (EXPE) | 0.3 | $58M | 1.2M | 48.07 | |
| Tyson Foods Inc note 3.250%10/1 | 0.3 | $58M | 47k | 1217.50 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $58M | 673k | 85.57 | |
| J.B. Hunt Transport Services (JBHT) | 0.3 | $57M | 950k | 59.60 | |
| Nuance Communications | 0.3 | $56M | 2.4M | 23.82 | |
| Red Hat | 0.3 | $57M | 1.0M | 56.48 | |
| Skyworks Solutions (SWKS) | 0.3 | $56M | 2.1M | 27.37 | |
| Agco Corp note 1.250%12/1 | 0.3 | $57M | 45k | 1257.51 | |
| Harman International Industries | 0.3 | $55M | 1.4M | 39.60 | |
| Illumina (ILMN) | 0.3 | $54M | 1.3M | 40.39 | |
| KLA-Tencor Corporation (KLAC) | 0.3 | $54M | 1.1M | 49.25 | |
| F5 Networks (FFIV) | 0.3 | $56M | 558k | 99.56 | |
| Panera Bread Company | 0.3 | $53M | 382k | 139.44 | |
| GAME Technolog debt | 0.3 | $53M | 48k | 1108.75 | |
| Anglogold Ashanti Holdings Fin pfd cv | 0.3 | $53M | 1.3M | 41.20 | |
| Autodesk (ADSK) | 0.2 | $51M | 1.5M | 34.99 | |
| Questcor Pharmaceuticals | 0.2 | $51M | 950k | 53.24 | |
| Leucadia Natl Corp debt | 0.2 | $50M | 46k | 1097.50 | |
| Francescas Hldgs Corp | 0.2 | $44M | 1.6M | 27.01 | |
| Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 | 0.2 | $42M | 40k | 1052.50 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $43M | 1.2M | 35.73 | |
| Verizon Communications (VZ) | 0.2 | $43M | 974k | 44.44 | |
| Mentor Graphics 4% 2031 conv | 0.2 | $42M | 40k | 1071.26 | |
| FMC Technologies | 0.2 | $41M | 1.1M | 39.23 | |
| Ca | 0.2 | $41M | 1.5M | 27.09 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.2 | $40M | 33k | 1207.50 | |
| Steel Dynamics Inc note 5.125% 6/1 | 0.2 | $39M | 37k | 1049.99 | |
| Gap (GPS) | 0.2 | $38M | 1.4M | 27.36 | |
| Oil States International (OIS) | 0.2 | $38M | 578k | 66.20 | |
| Archer Daniels Midland Co note 0.875% 2/1 | 0.2 | $37M | 36k | 1010.00 | |
| Roper Industries (ROP) | 0.2 | $37M | 370k | 98.58 | |
| Concho Resources | 0.2 | $36M | 425k | 85.12 | |
| Oceaneering International (OII) | 0.2 | $36M | 750k | 47.86 | |
| athenahealth | 0.2 | $36M | 458k | 79.17 | |
| Anixter Intl Inc note 1.000% 2/1 | 0.2 | $35M | 33k | 1057.49 | |
| Acacia Research Corporation (ACTG) | 0.2 | $35M | 928k | 37.24 | |
| Mellanox Technologies | 0.2 | $35M | 497k | 70.84 | |
| BP (BP) | 0.2 | $32M | 800k | 40.54 | |
| Smithfield Foods Inc note 4.000% 6/3 | 0.2 | $32M | 29k | 1117.50 | |
| Jds Uniphase Corp note 1.000% 5/1 | 0.2 | $32M | 32k | 995.00 | |
| Newmont Mining Corporation (NEM) | 0.2 | $33M | 675k | 48.51 | |
| Perrigo Company | 0.2 | $32M | 274k | 117.93 | |
| Metlife Inc 5% 10/0/14 Conv Pr cv prf | 0.2 | $33M | 527k | 61.87 | |
| Helix Energy Solutions note | 0.2 | $33M | 32k | 1043.75 | |
| Alliance Data Systems Corp note 1.750% 8/0 | 0.1 | $31M | 18k | 1737.53 | |
| Enersys note 3.375% 6/0 | 0.1 | $31M | 27k | 1142.49 | |
| Seattle Genetics | 0.1 | $28M | 1.1M | 25.39 | |
| Lam Research Corporation (LRCX) | 0.1 | $28M | 747k | 37.74 | |
| Kinross Gold Corp note 1.750% 3/1 | 0.1 | $26M | 26k | 993.75 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $27M | 325k | 83.77 | |
| International Business Machines (IBM) | 0.1 | $27M | 136k | 195.58 | |
| TJX Companies (TJX) | 0.1 | $26M | 614k | 42.93 | |
| Danaher Corp Del debt | 0.1 | $27M | 18k | 1518.76 | |
| Arris Group Inc note 2.000%11/1 | 0.1 | $24M | 22k | 1068.76 | |
| Netapp Inc note 1.750% 6/0 | 0.1 | $25M | 22k | 1147.50 | |
| Wells Fargo & Company (WFC) | 0.1 | $25M | 742k | 33.44 | |
| Stanley Black & Decker Inc unit 99/99/9999 | 0.1 | $24M | 207k | 117.01 | |
| Caci Intl Inc note 2.125% 5/0 | 0.1 | $23M | 20k | 1140.00 | |
| On Semiconductor Corp note 2.625%12/1 | 0.1 | $21M | 21k | 1033.75 | |
| Virgin Media Inc note 6.500%11/1 | 0.1 | $22M | 15k | 1500.00 | |
| Chesapeake Energy Corp note 2.500% 5/1 | 0.1 | $23M | 27k | 861.24 | |
| Wal-Mart Stores (WMT) | 0.1 | $22M | 311k | 69.72 | |
| Directv | 0.1 | $23M | 470k | 48.82 | |
| Procter & Gamble Company (PG) | 0.1 | $23M | 373k | 61.25 | |
| Intuit (INTU) | 0.1 | $22M | 375k | 59.35 | |
| Apple Inc option | 0.1 | $23M | 2.2k | 10617.71 | |
| Sba Communications Corp note 1.875% 5/0 | 0.1 | $20M | 15k | 1390.00 | |
| Medicis Pharmaceutical Corp note 2.500% 6/0 | 0.1 | $21M | 17k | 1252.52 | |
| Abb (ABBNY) | 0.1 | $20M | 1.2M | 16.32 | |
| United States Stl Corp New note 4.000% 5/1 | 0.1 | $19M | 19k | 1017.53 | |
| Radware Ltd ord (RDWR) | 0.1 | $18M | 469k | 38.29 | |
| 3M Company (MMM) | 0.1 | $18M | 203k | 89.60 | |
| Boeing Company (BA) | 0.1 | $19M | 258k | 74.30 | |
| Dow Chemical Company | 0.1 | $18M | 571k | 31.50 | |
| Applied Materials (AMAT) | 0.1 | $18M | 1.6M | 11.46 | |
| Equinix Inc note 3.000%10/1 | 0.1 | $16M | 9.3k | 1692.47 | |
| Time Warner Telecom Inc dbcv 2.375% 4/0 | 0.1 | $16M | 11k | 1407.53 | |
| Chesapeake Energy Corp note 2.250%12/1 | 0.1 | $16M | 20k | 808.77 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $17M | 200k | 83.33 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $16M | 539k | 29.52 | |
| Carnival Corporation (CCL) | 0.1 | $16M | 479k | 34.27 | |
| Herbalife Ltd Com Stk (HLF) | 0.1 | $16M | 325k | 48.33 | |
| Superior Energy Services | 0.1 | $16M | 810k | 20.23 | |
| Omnicom Group Inc debt | 0.1 | $16M | 15k | 1009.98 | |
| Fei Co note 2.875% 6/0 | 0.1 | $14M | 8.2k | 1660.00 | |
| Abbott Laboratories (ABT) | 0.1 | $14M | 211k | 64.47 | |
| Eli Lilly & Co. (LLY) | 0.1 | $14M | 334k | 42.91 | |
| Walt Disney Company (DIS) | 0.1 | $14M | 294k | 48.50 | |
| United Technologies Corporation | 0.1 | $15M | 200k | 75.53 | |
| Allot Communications (ALLT) | 0.1 | $14M | 506k | 27.86 | |
| Xilinx Inc Cvt 2.625 6-15-17 convert | 0.1 | $14M | 11k | 1287.46 | |
| Ixia note | 0.1 | $15M | 14k | 1024.98 | |
| Navistar Intl Corp New note 3.000%10/1 | 0.1 | $13M | 14k | 937.48 | |
| ConocoPhillips (COP) | 0.1 | $13M | 233k | 55.88 | |
| Pepsi (PEP) | 0.1 | $11M | 161k | 70.66 | |
| Celgene Corporation | 0.1 | $11M | 175k | 64.16 | |
| Xilinx Inc sdcv 3.125% 3/1 | 0.1 | $11M | 9.4k | 1197.45 | |
| Knight Capital Group Inc. 3.50% dbcv | 0.1 | $13M | 14k | 940.00 | |
| Sandisk Corp note 1.000% 5/1 | 0.1 | $9.9M | 10k | 990.00 | |
| Onyx Pharmaceuticals Inc note 4.000% 8/1 | 0.1 | $9.1M | 5.0k | 1823.80 | |
| U.S. Bancorp (USB) | 0.1 | $11M | 343k | 32.16 | |
| Ross Stores (ROST) | 0.1 | $9.9M | 159k | 62.47 | |
| CVS Caremark Corporation (CVS) | 0.1 | $9.1M | 195k | 46.73 | |
| Philip Morris International (PM) | 0.1 | $10M | 115k | 87.26 | |
| Stryker Corporation (SYK) | 0.1 | $9.3M | 169k | 55.10 | |
| Canon (CAJPY) | 0.1 | $11M | 266k | 39.94 | |
| Hormel Foods Corporation (HRL) | 0.1 | $10M | 340k | 30.42 | |
| Salix Pharmaceuticals | 0.1 | $9.9M | 181k | 54.44 | |
| Nice Systems (NICE) | 0.1 | $9.6M | 262k | 36.60 | |
| Health Care Reit Inc note 3.000%12/0 | 0.1 | $11M | 9.0k | 1188.79 | |
| Rovi Corp conv | 0.1 | $10M | 11k | 967.52 | |
| Comcast Corporation (CMCSA) | 0.0 | $8.6M | 271k | 31.97 | |
| D R Horton Inc note 2.000% 5/1 | 0.0 | $8.4M | 5.6k | 1492.50 | |
| General Cable Corp Del New note 0.875%11/1 | 0.0 | $9.1M | 9.5k | 956.21 | |
| Ttm Technologies Inc note 3.250% 5/1 | 0.0 | $7.3M | 7.3k | 1000.00 | |
| Caterpillar (CAT) | 0.0 | $8.5M | 100k | 84.91 | |
| Costco Wholesale Corporation (COST) | 0.0 | $7.6M | 80k | 95.00 | |
| Bristol Myers Squibb (BMY) | 0.0 | $7.2M | 200k | 35.95 | |
| Medtronic | 0.0 | $7.3M | 190k | 38.73 | |
| Nike (NKE) | 0.0 | $9.1M | 104k | 87.78 | |
| Sothebys note 3.125% 6/1 | 0.0 | $8.1M | 7.0k | 1163.71 | |
| Alza Corp sdcv 7/2 | 0.0 | $8.8M | 9.1k | 972.50 | |
| Liquidity Services (LQDT) | 0.0 | $7.1M | 139k | 51.19 | |
| Ebay Inc option | 0.0 | $8.0M | 9.0k | 892.48 | |
| Newpark Res Inc note 4.000%10/0 | 0.0 | $8.1M | 8.5k | 951.29 | |
| Terex Corp New note 4.000% 6/0 | 0.0 | $8.7M | 6.5k | 1332.46 | |
| Molson Coors Brewing Co note 2.500% 7/3 | 0.0 | $5.8M | 5.7k | 1016.24 | |
| Allegheny Technologies Inc note 4.250% 6/0 | 0.0 | $5.8M | 5.0k | 1161.34 | |
| Ansys (ANSS) | 0.0 | $5.1M | 81k | 63.11 | |
| Goldman Sachs (GS) | 0.0 | $7.0M | 73k | 95.86 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $5.3M | 241k | 21.95 | |
| FedEx Corporation (FDX) | 0.0 | $5.4M | 59k | 91.62 | |
| McDonald's Corporation (MCD) | 0.0 | $6.8M | 76k | 88.53 | |
| United Parcel Service (UPS) | 0.0 | $6.5M | 83k | 78.76 | |
| Noble Energy | 0.0 | $7.1M | 83k | 84.82 | |
| Travelers Companies (TRV) | 0.0 | $6.4M | 100k | 63.84 | |
| E.I. du Pont de Nemours & Company | 0.0 | $6.2M | 123k | 50.57 | |
| Masco Corporation (MAS) | 0.0 | $6.2M | 450k | 13.87 | |
| Yum! Brands (YUM) | 0.0 | $5.1M | 79k | 64.43 | |
| Altria (MO) | 0.0 | $6.6M | 192k | 34.55 | |
| Colgate-Palmolive Company (CL) | 0.0 | $6.1M | 58k | 104.09 | |
| Honeywell International (HON) | 0.0 | $6.3M | 114k | 55.84 | |
| Discovery Communications | 0.0 | $6.3M | 116k | 54.00 | |
| Wright Express Corporation | 0.0 | $5.4M | 87k | 61.72 | |
| Priceline Com Inc option | 0.0 | $5.9M | 665.00 | 8914.29 | |
| Volcano Corporation note 2.875% 9/0 | 0.0 | $6.1M | 5.0k | 1212.60 | |
| Rti Intl Metals Inc note 3.000%12/0 | 0.0 | $6.2M | 6.1k | 1020.08 | |
| Comtech Telecommunications Cor conv | 0.0 | $6.0M | 5.6k | 1062.58 | |
| Citigroup (C) | 0.0 | $5.3M | 192k | 27.41 | |
| Micron Technology Inc Mu Cvt 1 convert | 0.0 | $5.6M | 6.3k | 885.03 | |
| Gilead Sciences conv | 0.0 | $6.1M | 4.9k | 1247.59 | |
| Diamond Offshore Drilling | 0.0 | $3.5M | 60k | 59.13 | |
| America Movil Sab De Cv spon adr l | 0.0 | $4.9M | 187k | 26.06 | |
| Molina Healthcare Inc note 3.750%10/0 | 0.0 | $4.4M | 4.0k | 1107.50 | |
| Verisign Inc sdcv 3.250% 8/1 | 0.0 | $3.5M | 2.5k | 1397.33 | |
| Time Warner | 0.0 | $3.3M | 85k | 38.51 | |
| BlackRock (BLK) | 0.0 | $3.9M | 23k | 169.83 | |
| Bank of America Corporation (BAC) | 0.0 | $4.9M | 605k | 8.18 | |
| Lincoln National Corporation (LNC) | 0.0 | $3.5M | 158k | 21.87 | |
| Affiliated Managers (AMG) | 0.0 | $4.4M | 41k | 109.46 | |
| Devon Energy Corporation (DVN) | 0.0 | $4.2M | 72k | 57.99 | |
| Monsanto Company | 0.0 | $4.3M | 52k | 82.79 | |
| Home Depot (HD) | 0.0 | $4.1M | 78k | 52.99 | |
| Baxter International (BAX) | 0.0 | $3.2M | 60k | 53.15 | |
| Dominion Resources (D) | 0.0 | $3.3M | 62k | 54.00 | |
| Duke Energy Corporation | 0.0 | $3.9M | 170k | 23.06 | |
| Kraft Foods | 0.0 | $3.9M | 100k | 38.62 | |
| PPG Industries (PPG) | 0.0 | $4.8M | 45k | 106.11 | |
| AFLAC Incorporated (AFL) | 0.0 | $3.3M | 77k | 42.58 | |
| Nokia Corporation (NOK) | 0.0 | $4.6M | 2.2M | 2.07 | |
| AmerisourceBergen (COR) | 0.0 | $4.3M | 109k | 39.35 | |
| Tidewater | 0.0 | $3.1M | 67k | 46.36 | |
| Allergan | 0.0 | $3.3M | 36k | 92.58 | |
| Allstate Corporation (ALL) | 0.0 | $3.3M | 95k | 35.09 | |
| Nextera Energy (NEE) | 0.0 | $3.8M | 55k | 68.82 | |
| Target Corporation (TGT) | 0.0 | $4.9M | 85k | 58.19 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $3.4M | 120k | 28.69 | |
| UnitedHealth (UNH) | 0.0 | $3.8M | 65k | 58.51 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $3.3M | 98k | 34.07 | |
| Southern Company (SO) | 0.0 | $4.6M | 100k | 46.30 | |
| EOG Resources (EOG) | 0.0 | $3.4M | 38k | 90.11 | |
| Coinstar Inc note 4.000% 9/0 | 0.0 | $4.7M | 2.6k | 1795.00 | |
| Chesapeake Energy Corporation | 0.0 | $4.4M | 239k | 18.60 | |
| Broadcom Corporation | 0.0 | $3.0M | 90k | 33.80 | |
| Atwood Oceanics | 0.0 | $4.0M | 105k | 37.84 | |
| Cirrus Logic (CRUS) | 0.0 | $4.2M | 139k | 29.88 | |
| MetLife (MET) | 0.0 | $4.4M | 142k | 30.85 | |
| Steven Madden (SHOO) | 0.0 | $3.5M | 110k | 31.75 | |
| Denbury Resources | 0.0 | $3.4M | 225k | 15.11 | |
| NetGear (NTGR) | 0.0 | $4.0M | 116k | 34.51 | |
| Mastercard Inc option | 0.0 | $3.9M | 500.00 | 7778.00 | |
| Oasis Petroleum | 0.0 | $3.6M | 150k | 24.18 | |
| Asml Holding Nv | 0.0 | $4.7M | 5.2k | 895.96 | |
| Mgm Mirage conv | 0.0 | $4.6M | 4.5k | 1016.22 | |
| Chart Industries 2% conv | 0.0 | $4.9M | 4.0k | 1236.25 | |
| Zillow | 0.0 | $4.7M | 121k | 38.63 | |
| Sap Ag-sponsored Adr call | 0.0 | $4.5M | 13k | 345.78 | |
| Time Warner Cable | 0.0 | $2.5M | 30k | 82.10 | |
| E M C Corp Mass note 1.750%12/0 | 0.0 | $1.1M | 700.00 | 1632.86 | |
| Leucadia National | 0.0 | $1.0M | 48k | 21.27 | |
| State Street Corporation (STT) | 0.0 | $2.7M | 61k | 44.64 | |
| CSX Corporation (CSX) | 0.0 | $1.9M | 85k | 22.36 | |
| Norfolk Southern (NSC) | 0.0 | $2.2M | 30k | 71.77 | |
| CBS Corporation | 0.0 | $2.8M | 85k | 32.78 | |
| Cummins (CMI) | 0.0 | $1.9M | 20k | 96.90 | |
| International Game Technology | 0.0 | $1.3M | 84k | 15.75 | |
| Kohl's Corporation (KSS) | 0.0 | $1.8M | 40k | 45.50 | |
| NVIDIA Corporation (NVDA) | 0.0 | $1.5M | 110k | 13.82 | |
| Union Pacific Corporation (UNP) | 0.0 | $3.0M | 25k | 119.32 | |
| Automatic Data Processing (ADP) | 0.0 | $3.0M | 54k | 55.67 | |
| Harley-Davidson (HOG) | 0.0 | $1.3M | 28k | 45.74 | |
| Emerson Electric (EMR) | 0.0 | $2.8M | 60k | 46.58 | |
| CenturyLink | 0.0 | $2.1M | 54k | 39.48 | |
| Kroger (KR) | 0.0 | $2.9M | 125k | 23.19 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $2.3M | 45k | 51.91 | |
| Anadarko Petroleum Corporation | 0.0 | $1.6M | 24k | 66.20 | |
| Baker Hughes Incorporated | 0.0 | $2.3M | 57k | 41.09 | |
| BB&T Corporation | 0.0 | $2.6M | 85k | 30.85 | |
| Halliburton Company (HAL) | 0.0 | $2.5M | 89k | 28.39 | |
| Macy's (M) | 0.0 | $2.0M | 58k | 34.35 | |
| Symantec Corporation | 0.0 | $2.4M | 165k | 14.61 | |
| American Electric Power Company (AEP) | 0.0 | $2.6M | 65k | 39.91 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $2.6M | 65k | 39.24 | |
| Danaher Corporation (DHR) | 0.0 | $2.5M | 48k | 52.08 | |
| Prudential Financial (PRU) | 0.0 | $2.4M | 49k | 48.42 | |
| Kellogg Company (K) | 0.0 | $2.5M | 50k | 49.34 | |
| Precision Castparts | 0.0 | $2.5M | 15k | 164.47 | |
| Ultimate Software | 0.0 | $1.0M | 12k | 89.13 | |
| Marathon Oil Corporation (MRO) | 0.0 | $2.7M | 105k | 25.57 | |
| Whiting Petroleum Corporation | 0.0 | $2.9M | 70k | 41.12 | |
| Interpublic Group Cos Inc note 4.750% 3/1 | 0.0 | $2.7M | 2.5k | 1081.33 | |
| Jabil Circuit (JBL) | 0.0 | $1.9M | 95k | 20.33 | |
| Noble Corporation Com Stk | 0.0 | $1.9M | 59k | 32.53 | |
| Advisory Board Company | 0.0 | $1.1M | 22k | 49.58 | |
| Manulife Finl Corp (MFC) | 0.0 | $1.1M | 99k | 10.89 | |
| American International (AIG) | 0.0 | $2.5M | 77k | 32.09 | |
| Bank Of America Corporation option | 0.0 | $2.1M | 8.3k | 250.96 | |
| E M C Corp Mass option | 0.0 | $3.0M | 12k | 258.02 | |
| Laboratory Corp Amer Hldgs debt | 0.0 | $2.4M | 1.9k | 1246.23 | |
| Qualcomm Inc option | 0.0 | $1.7M | 3.4k | 507.65 | |
| NetSuite | 0.0 | $1.1M | 20k | 54.75 | |
| HealthStream (HSTM) | 0.0 | $1.2M | 47k | 26.00 | |
| Salix Pharmaceuticals Inc note 2.750% 5/1 | 0.0 | $2.0M | 1.5k | 1359.78 | |
| General Motors Company (GM) | 0.0 | $1.8M | 90k | 19.72 | |
| Jns 3.25% 7/15/2014 note | 0.0 | $1.4M | 1.4k | 1023.95 | |
| Accenture | 0.0 | $2.7M | 5.0k | 535.00 | |
| Vmware Inc call | 0.0 | $1.3M | 1.0k | 1305.00 | |
| Citigroup Inc opt | 0.0 | $1.5M | 2.9k | 507.59 | |
| Linkedin Corp | 0.0 | $1.0M | 9.8k | 106.22 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $2.4M | 53k | 44.91 | |
| Medivation Inc note 2.625% 4/0 | 0.0 | $2.4M | 2.0k | 1199.00 | |
| Phillips 66 (PSX) | 0.0 | $3.0M | 89k | 33.24 | |
| Altra Holdings, Inc note 2.750% 3/0 | 0.0 | $2.2M | 2.4k | 928.75 | |
| Barrick Gold Corp (GOLD) | 0.0 | $571k | 15k | 37.57 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.0 | $643k | 700.00 | 918.57 | |
| Gilead Sciences Inc note 0.625% 5/0 | 0.0 | $38k | 28.00 | 1357.14 | |
| Goldcorp Inc New note 2.000% 8/0 | 0.0 | $255k | 225.00 | 1133.33 | |
| Liberty Media Corp New deb 3.125% 3/3 | 0.0 | $889k | 725.00 | 1226.21 | |
| Steel Dynamics Inc note 5.125% 6/1 | 0.0 | $298k | 284.00 | 1049.30 | |
| Symantec Corp note 1.000% 6/1 | 0.0 | $679k | 660.00 | 1028.79 | |
| Tyson Foods Inc note 3.250%10/1 | 0.0 | $365k | 300.00 | 1216.67 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.0 | $397k | 400.00 | 992.50 | |
| Taiwan Semiconductor Mfg (TSM) | 0.0 | $994k | 71k | 13.96 | |
| Linear Technology Corp note 3.000% 5/0 | 0.0 | $908k | 875.00 | 1037.71 | |
| Microsoft Corporation (MSFT) | 0.0 | $367k | 12k | 30.58 | |
| Corning Incorporated (GLW) | 0.0 | $453k | 35k | 12.94 | |
| Hartford Financial Services (HIG) | 0.0 | $335k | 19k | 17.63 | |
| Legg Mason | 0.0 | $527k | 20k | 26.35 | |
| Johnson & Johnson (JNJ) | 0.0 | $426k | 6.3k | 67.62 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $525k | 13k | 39.47 | |
| Cisco Systems (CSCO) | 0.0 | $352k | 21k | 17.17 | |
| Core Laboratories | 0.0 | $672k | 5.8k | 115.86 | |
| Eaton Corporation | 0.0 | $289k | 7.3k | 39.59 | |
| Franklin Resources (BEN) | 0.0 | $616k | 5.6k | 110.99 | |
| Best Buy (BBY) | 0.0 | $706k | 34k | 20.97 | |
| National-Oilwell Var | 0.0 | $263k | 4.1k | 64.54 | |
| Wolverine World Wide (WWW) | 0.0 | $756k | 20k | 38.77 | |
| eBay (EBAY) | 0.0 | $420k | 10k | 42.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $455k | 5.3k | 85.85 | |
| Rio Tinto (RIO) | 0.0 | $378k | 7.9k | 47.85 | |
| Ca | 0.0 | $433k | 16k | 27.06 | |
| Qualcomm (QCOM) | 0.0 | $841k | 15k | 55.70 | |
| Exelon Corporation (EXC) | 0.0 | $395k | 11k | 37.62 | |
| Accenture (ACN) | 0.0 | $467k | 7.8k | 60.10 | |
| Sap (SAP) | 0.0 | $849k | 14k | 59.37 | |
| ITT Educational Services (ESINQ) | 0.0 | $644k | 11k | 60.75 | |
| Oracle Corporation (ORCL) | 0.0 | $505k | 17k | 29.71 | |
| Donaldson Company (DCI) | 0.0 | $768k | 23k | 33.39 | |
| Anixter Intl Inc note 1.000% 2/1 | 0.0 | $645k | 610.00 | 1057.38 | |
| Brunswick Corporation (BC) | 0.0 | $800k | 36k | 22.22 | |
| Graphic Packaging Holding Company (GPK) | 0.0 | $717k | 130k | 5.50 | |
| Steel Dynamics (STLD) | 0.0 | $687k | 59k | 11.74 | |
| Align Technology (ALGN) | 0.0 | $572k | 17k | 33.45 | |
| Cognex Corporation (CGNX) | 0.0 | $627k | 20k | 31.67 | |
| Cyberonics | 0.0 | $938k | 21k | 44.96 | |
| FARO Technologies (FARO) | 0.0 | $619k | 15k | 42.11 | |
| Gulfport Energy Corporation | 0.0 | $439k | 21k | 20.61 | |
| iGATE Corporation | 0.0 | $703k | 41k | 17.02 | |
| Kenexa Corporation | 0.0 | $813k | 28k | 29.04 | |
| Kronos Worldwide (KRO) | 0.0 | $309k | 20k | 15.77 | |
| Manhattan Associates (MANH) | 0.0 | $754k | 17k | 45.70 | |
| MarketAxess Holdings (MKTX) | 0.0 | $693k | 26k | 26.65 | |
| Raven Industries | 0.0 | $821k | 12k | 69.58 | |
| First Cash Financial Services | 0.0 | $691k | 17k | 40.17 | |
| Wabtec Corporation (WAB) | 0.0 | $804k | 10k | 78.06 | |
| ImmunoGen | 0.0 | $990k | 59k | 16.78 | |
| Siemens (SIEGY) | 0.0 | $624k | 7.4k | 84.10 | |
| Bio-Reference Laboratories | 0.0 | $376k | 14k | 26.29 | |
| Aspen Technology | 0.0 | $843k | 36k | 23.16 | |
| Allied Nevada Gold | 0.0 | $692k | 24k | 28.36 | |
| Nabors Industries | 0.0 | $792k | 55k | 14.40 | |
| Westport Innovations | 0.0 | $996k | 27k | 36.75 | |
| Chesapeake Energy Corp option | 0.0 | $211k | 6.8k | 31.07 | |
| Danaher Corp Del debt | 0.0 | $372k | 245.00 | 1518.37 | |
| SciClone Pharmaceuticals | 0.0 | $701k | 100k | 7.01 | |
| Leucadia Natl Corp debt | 0.0 | $274k | 250.00 | 1096.00 | |
| MAKO Surgical | 0.0 | $499k | 20k | 25.59 | |
| 3D Systems Corporation (DDD) | 0.0 | $939k | 28k | 34.15 | |
| Sourcefire | 0.0 | $920k | 18k | 51.40 | |
| Achillion Pharmaceuticals | 0.0 | $446k | 72k | 6.19 | |
| LogMeIn | 0.0 | $528k | 17k | 30.52 | |
| Spdr Gold Trust gold | 0.0 | $203k | 12k | 16.85 | |
| Liberty Media Corp bond | 0.0 | $373k | 425.00 | 877.65 | |
| Newmont Mining Corp note 1.250% 7/1 | 0.0 | $529k | 425.00 | 1244.71 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.0 | $302k | 250.00 | 1208.00 | |
| Jefferies Group Inc New dbcv 3.875%11/0 | 0.0 | $659k | 725.00 | 908.97 | |
| Roper Inds Inc New frnt 1/1 | 0.0 | $719k | 584.00 | 1231.16 | |
| Sandisk Corp note 1.500% 8/1 | 0.0 | $439k | 425.00 | 1032.94 | |
| Fresh Market | 0.0 | $740k | 14k | 53.62 | |
| Vera Bradley (VRA) | 0.0 | $447k | 21k | 21.08 | |
| Motorola Solutions (MSI) | 0.0 | $309k | 6.4k | 48.07 | |
| Newmont Mining Corp Cvt cv bnd | 0.0 | $351k | 264.00 | 1329.55 | |
| Teva Pharm Finance Llc Cvt cv bnd | 0.0 | $995k | 950.00 | 1047.37 | |
| Boston Pptys Ltd Partnership note 3.750% 5/1 | 0.0 | $710k | 619.00 | 1147.01 | |
| Omnicom Group Inc note 7/0 | 0.0 | $433k | 400.00 | 1082.50 | |
| Stanley Black & Decker Inc unit 99/99/9999 | 0.0 | $410k | 3.5k | 117.14 | |
| Teleflex Inc note 3.875% 8/0 | 0.0 | $820k | 700.00 | 1171.43 | |
| Apache Corp. 6% Mandatory Conv pfd cv | 0.0 | $646k | 13k | 50.27 | |
| Gnc Holdings Inc Cl A | 0.0 | $384k | 9.8k | 39.18 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $901k | 82k | 11.02 | |
| General Mtrs Co *w exp 07/10/201 | 0.0 | $554k | 82k | 6.78 | |
| Xilinx Inc Cvt 2.625 6-15-17 convert | 0.0 | $386k | 300.00 | 1286.67 | |
| Gilead Sciences conv | 0.0 | $825k | 635.00 | 1299.21 | |
| Jive Software | 0.0 | $651k | 31k | 21.00 | |
| On Semiconductor Corp note 2.625%12/1 | 0.0 | $4.0k | 4.00 | 1000.00 | |
| Jazz Pharmaceuticals (JAZZ) | 0.0 | $869k | 19k | 45.03 | |
| Hologic Inc cnv | 0.0 | $5.0k | 5.00 | 1000.00 | |
| Lam Research Corp conv | 0.0 | $677k | 683.00 | 991.22 | |
| Medicis Pharmaceutical conv | 0.0 | $797k | 800.00 | 996.25 | |
| Royal Gold Inc conv | 0.0 | $816k | 775.00 | 1052.90 | |
| Lam Research Corp note 0.500% 5/1 | 0.0 | $144k | 150.00 | 960.00 |
