Calamos Advisors as of March 31, 2012
Portfolio Holdings for Calamos Advisors
Calamos Advisors holds 432 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Qualcomm (QCOM) | 31.8 | $18B | 12M | 1482.65 | |
| priceline.com Incorporated | 12.9 | $7.3B | 529k | 13729.32 | |
| MasterCard Incorporated (MA) | 7.4 | $4.2B | 569k | 7322.00 | |
| Accenture (ACN) | 5.9 | $3.3B | 4.4M | 750.00 | |
| Celgene Corporation | 4.8 | $2.7B | 2.1M | 1295.00 | |
| Barrick Gold Corp (GOLD) | 2.9 | $1.6B | 7.6M | 213.43 | |
| Apple (AAPL) | 1.1 | $628M | 1.0M | 599.47 | |
| Oracle Corporation (ORCL) | 0.9 | $522M | 18M | 29.16 | |
| 0.9 | $489M | 763k | 641.24 | ||
| E M C Corp Mass note 1.750%12/0 | 0.9 | $486M | 258k | 1882.50 | |
| Amazon (AMZN) | 0.8 | $466M | 2.3M | 202.51 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.7 | $392M | 6.1M | 63.84 | |
| Intuitive Surgical (ISRG) | 0.6 | $359M | 663k | 541.75 | |
| National-Oilwell Var | 0.6 | $340M | 4.3M | 79.47 | |
| Apache Corp. 6% Mandatory Conv pfd cv | 0.6 | $320M | 5.8M | 55.54 | |
| Coca-Cola Company (KO) | 0.6 | $308M | 4.2M | 74.01 | |
| Sandisk Corp note 1.500% 8/1 | 0.5 | $306M | 257k | 1188.75 | |
| Eaton Corporation | 0.5 | $301M | 6.0M | 49.83 | |
| Schlumberger (SLB) | 0.5 | $297M | 4.2M | 69.93 | |
| Johnson & Johnson (JNJ) | 0.5 | $271M | 4.1M | 65.96 | |
| Helmerich & Payne (HP) | 0.5 | $272M | 5.0M | 53.95 | |
| Microsoft Corporation (MSFT) | 0.5 | $266M | 8.3M | 32.25 | |
| Goldcorp Inc New note 2.000% 8/0 | 0.4 | $237M | 196k | 1211.25 | |
| Symantec Corp note 1.000% 6/1 | 0.4 | $224M | 200k | 1125.00 | |
| Mead Johnson Nutrition | 0.4 | $226M | 2.7M | 82.48 | |
| Sap (SAP) | 0.4 | $222M | 3.2M | 69.82 | |
| Dover Corporation (DOV) | 0.4 | $218M | 3.5M | 62.94 | |
| Merck & Co (MRK) | 0.4 | $211M | 5.5M | 38.40 | |
| Amgen Inc note 0.375% 2/0 | 0.4 | $204M | 199k | 1027.50 | |
| EMC Corporation | 0.3 | $191M | 6.4M | 29.88 | |
| Cliffs Natural Resources | 0.3 | $193M | 2.8M | 69.26 | |
| Teradata Corporation (TDC) | 0.3 | $180M | 2.6M | 68.15 | |
| Occidental Petroleum Corporation (OXY) | 0.3 | $181M | 1.9M | 95.23 | |
| salesforce (CRM) | 0.3 | $175M | 1.1M | 154.51 | |
| Linear Technology Corp note 3.000% 5/0 | 0.3 | $172M | 161k | 1068.75 | |
| Franklin Resources (BEN) | 0.3 | $162M | 1.3M | 124.03 | |
| eBay (EBAY) | 0.3 | $166M | 4.5M | 36.89 | |
| Companhia de Bebidas das Americas | 0.3 | $159M | 3.8M | 41.32 | |
| Cisco Systems (CSCO) | 0.3 | $157M | 7.4M | 21.15 | |
| T. Rowe Price (TROW) | 0.3 | $157M | 2.4M | 65.30 | |
| VMware | 0.3 | $156M | 1.4M | 112.37 | |
| Cognizant Technology Solutions (CTSH) | 0.3 | $146M | 1.9M | 76.95 | |
| Yamana Gold | 0.3 | $147M | 9.4M | 15.62 | |
| Intel Corporation (INTC) | 0.2 | $141M | 5.0M | 28.11 | |
| Teva Pharm Finance Llc Cvt cv bnd | 0.2 | $142M | 128k | 1103.75 | |
| Omnicom Group Inc note 7/0 | 0.2 | $138M | 127k | 1093.75 | |
| Newmont Mining Corp note 1.250% 7/1 | 0.2 | $137M | 109k | 1265.00 | |
| Newmont Mining Corp Cvt cv bnd | 0.2 | $138M | 104k | 1320.00 | |
| Novo Nordisk A/S (NVO) | 0.2 | $130M | 936k | 138.71 | |
| Rackspace Hosting | 0.2 | $124M | 2.1M | 57.79 | |
| Intel Corp sdcv | 0.2 | $117M | 102k | 1155.00 | |
| Cnooc | 0.2 | $111M | 544k | 204.29 | |
| Fortinet (FTNT) | 0.2 | $111M | 4.0M | 27.65 | |
| Affiliated Managers Group note 3.950% 8/1 | 0.2 | $111M | 101k | 1105.00 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.2 | $110M | 111k | 991.25 | |
| Medtronic Inc note 1.625% 4/1 | 0.2 | $106M | 104k | 1015.00 | |
| Fluor Corporation (FLR) | 0.2 | $105M | 1.8M | 60.04 | |
| IntercontinentalEx.. | 0.2 | $110M | 798k | 137.42 | |
| Hologic Inc frnt 2.000%12/1 | 0.2 | $104M | 88k | 1185.00 | |
| Pfizer (PFE) | 0.2 | $103M | 4.6M | 22.66 | |
| Red Hat | 0.2 | $101M | 1.7M | 59.89 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $101M | 1.2M | 84.55 | |
| SPDR Gold Trust (GLD) | 0.2 | $102M | 628k | 162.14 | |
| Liberty Media Corp bond | 0.2 | $103M | 117k | 877.50 | |
| General Electric Company | 0.2 | $94M | 4.7M | 20.07 | |
| Coach | 0.2 | $98M | 1.3M | 77.28 | |
| Starbucks Corporation (SBUX) | 0.2 | $96M | 1.7M | 55.89 | |
| O'reilly Automotive (ORLY) | 0.2 | $95M | 1.0M | 91.35 | |
| Liberty Media Corp New deb 3.125% 3/3 | 0.2 | $89M | 73k | 1212.50 | |
| AGCO Corporation (AGCO) | 0.2 | $88M | 1.9M | 47.21 | |
| Rio Tinto (RIO) | 0.2 | $88M | 1.6M | 55.59 | |
| Dell | 0.2 | $91M | 5.5M | 16.60 | |
| Yahoo! | 0.2 | $87M | 5.7M | 15.22 | |
| Cubist Pharmaceuticals | 0.2 | $91M | 2.1M | 43.25 | |
| Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) | 0.1 | $86M | 77k | 1116.70 | |
| American Express Company (AXP) | 0.1 | $82M | 1.4M | 57.86 | |
| Expeditors International of Washington (EXPD) | 0.1 | $83M | 1.8M | 46.51 | |
| Agrium | 0.1 | $84M | 967k | 86.37 | |
| Tibco Software | 0.1 | $83M | 2.7M | 30.50 | |
| SolarWinds | 0.1 | $84M | 2.2M | 38.65 | |
| Apache Corporation | 0.1 | $78M | 775k | 100.44 | |
| Akamai Technologies (AKAM) | 0.1 | $81M | 2.2M | 36.70 | |
| F5 Networks (FFIV) | 0.1 | $78M | 576k | 134.96 | |
| CommVault Systems (CVLT) | 0.1 | $79M | 1.6M | 49.64 | |
| Teleflex Inc note 3.875% 8/0 | 0.1 | $80M | 67k | 1178.75 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $73M | 838k | 86.73 | |
| Harman International Industries | 0.1 | $71M | 1.5M | 46.81 | |
| Goldcorp | 0.1 | $72M | 1.6M | 45.06 | |
| Illumina (ILMN) | 0.1 | $71M | 1.3M | 52.61 | |
| Asml Holding Nv Adr depository receipts | 0.1 | $71M | 1.4M | 50.14 | |
| Informatica Corporation | 0.1 | $73M | 1.4M | 52.90 | |
| Chevron Corporation (CVX) | 0.1 | $67M | 622k | 107.24 | |
| Autodesk (ADSK) | 0.1 | $65M | 1.5M | 42.32 | |
| Biogen Idec (BIIB) | 0.1 | $65M | 517k | 125.97 | |
| Intuit (INTU) | 0.1 | $67M | 1.1M | 60.13 | |
| Riverbed Technology | 0.1 | $68M | 2.4M | 28.08 | |
| Lifepoint Hospitals Inc note 3.500% 5/1 | 0.1 | $64M | 61k | 1050.01 | |
| Tyson Foods Inc note 3.250%10/1 | 0.1 | $64M | 51k | 1246.25 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.1 | $63M | 57k | 1095.01 | |
| At&t (T) | 0.1 | $62M | 2.0M | 31.23 | |
| Nuance Communications | 0.1 | $61M | 2.4M | 25.58 | |
| Apollo | 0.1 | $62M | 1.6M | 38.64 | |
| Chesapeake Energy Corporation | 0.1 | $61M | 2.6M | 23.17 | |
| Amylin Pharmaceuticals | 0.1 | $60M | 2.4M | 24.96 | |
| KLA-Tencor Corporation (KLAC) | 0.1 | $60M | 1.1M | 54.42 | |
| Leucadia Natl Corp debt | 0.1 | $60M | 47k | 1264.99 | |
| GAME Technolog debt | 0.1 | $59M | 52k | 1138.76 | |
| Agco Corp note 1.250%12/1 | 0.1 | $64M | 50k | 1283.75 | |
| Navistar Intl Corp New note 3.000%10/1 | 0.1 | $59M | 53k | 1107.50 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $55M | 1.2M | 45.98 | |
| Discover Financial Services | 0.1 | $58M | 1.8M | 33.34 | |
| Skyworks Solutions (SWKS) | 0.1 | $57M | 2.1M | 27.65 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.1 | $54M | 38k | 1426.24 | |
| Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 | 0.1 | $51M | 47k | 1083.20 | |
| Time Warner Telecom Inc dbcv 2.375% 4/0 | 0.1 | $53M | 42k | 1243.75 | |
| FMC Technologies | 0.1 | $53M | 1.1M | 50.42 | |
| J.B. Hunt Transport Services (JBHT) | 0.1 | $52M | 950k | 54.37 | |
| Anixter Intl Inc note 1.000% 2/1 | 0.1 | $50M | 40k | 1257.50 | |
| VeriFone Systems | 0.1 | $51M | 976k | 51.87 | |
| Tempur-Pedic International (SGI) | 0.1 | $51M | 600k | 84.43 | |
| Melco Crown Entertainment (MLCO) | 0.1 | $44M | 3.2M | 13.61 | |
| Steel Dynamics Inc note 5.125% 6/1 | 0.1 | $48M | 42k | 1138.74 | |
| Chesapeake Energy Corp note 2.500% 5/1 | 0.1 | $46M | 50k | 926.24 | |
| Archer Daniels Midland Co note 0.875% 2/1 | 0.1 | $46M | 45k | 1027.50 | |
| Baker Hughes Incorporated | 0.1 | $46M | 1.1M | 41.94 | |
| Ariba | 0.1 | $42M | 1.3M | 32.71 | |
| Concho Resources | 0.1 | $43M | 425k | 102.08 | |
| Parametric Technology | 0.1 | $46M | 1.6M | 27.94 | |
| Avago Technologies | 0.1 | $43M | 1.1M | 38.97 | |
| Smithfield Foods Inc note 4.000% 6/3 | 0.1 | $41M | 36k | 1140.00 | |
| Verifone Sys Inc note 1.375% 6/1 | 0.1 | $40M | 34k | 1196.26 | |
| Amerigroup Corp note 2.000% 5/1 | 0.1 | $40M | 25k | 1586.25 | |
| Tiffany & Co. | 0.1 | $41M | 598k | 69.13 | |
| Verizon Communications (VZ) | 0.1 | $37M | 974k | 38.23 | |
| Ca | 0.1 | $42M | 1.5M | 27.56 | |
| Constellation Brands (STZ) | 0.1 | $42M | 1.8M | 23.59 | |
| Life Technologies | 0.1 | $42M | 850k | 48.82 | |
| Acacia Research Corporation (ACTG) | 0.1 | $39M | 922k | 41.74 | |
| Danaher Corp Del debt | 0.1 | $37M | 23k | 1632.52 | |
| Metlife Inc 5% 10/0/14 Conv Pr cv prf | 0.1 | $38M | 532k | 70.72 | |
| BP (BP) | 0.1 | $36M | 800k | 45.00 | |
| Allegheny Technologies Inc note 4.250% 6/0 | 0.1 | $32M | 26k | 1251.26 | |
| Ansys (ANSS) | 0.1 | $36M | 546k | 65.02 | |
| Seattle Genetics | 0.1 | $33M | 1.6M | 20.38 | |
| Newmont Mining Corporation (NEM) | 0.1 | $32M | 627k | 51.27 | |
| International Business Machines (IBM) | 0.1 | $35M | 165k | 208.65 | |
| Lam Research Corporation | 0.1 | $34M | 772k | 44.62 | |
| Questcor Pharmaceuticals | 0.1 | $36M | 950k | 37.62 | |
| Royal Gold (RGLD) | 0.1 | $34M | 525k | 65.22 | |
| EQT Corporation (EQT) | 0.1 | $36M | 750k | 48.21 | |
| Mellanox Technologies | 0.1 | $34M | 806k | 41.83 | |
| Moly | 0.1 | $35M | 1.0M | 33.83 | |
| Alliance Data Systems Corp note 1.750% 8/0 | 0.1 | $29M | 18k | 1623.76 | |
| St Mary Ld & Expl Co note 3.500% 4/0 | 0.1 | $29M | 22k | 1306.23 | |
| Enersys note 3.375% 6/0 | 0.1 | $30M | 26k | 1167.52 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $26M | 819k | 31.66 | |
| Citrix Systems | 0.1 | $30M | 385k | 78.91 | |
| Wells Fargo & Company (WFC) | 0.1 | $26M | 765k | 34.14 | |
| Amgen (AMGN) | 0.1 | $29M | 419k | 67.99 | |
| ConocoPhillips (COP) | 0.1 | $31M | 403k | 76.01 | |
| Advance Auto Parts (AAP) | 0.1 | $26M | 289k | 88.57 | |
| Perrigo Company | 0.1 | $28M | 274k | 103.31 | |
| Polypore International | 0.1 | $29M | 830k | 35.16 | |
| Abb (ABBNY) | 0.1 | $29M | 1.4M | 20.41 | |
| Open Text Corp (OTEX) | 0.1 | $28M | 452k | 61.15 | |
| Caci Intl Inc note 2.125% 5/0 | 0.0 | $25M | 20k | 1245.00 | |
| Gilead Sciences Inc note 0.625% 5/0 | 0.0 | $23M | 17k | 1327.49 | |
| Netapp Inc note 1.750% 6/0 | 0.0 | $23M | 16k | 1453.74 | |
| Stanley Wks frnt 5/1 | 0.0 | $24M | 20k | 1193.39 | |
| Virgin Media Inc note 6.500%11/1 | 0.0 | $23M | 15k | 1532.50 | |
| IDEXX Laboratories (IDXX) | 0.0 | $24M | 279k | 87.45 | |
| Kimberly-Clark Corporation (KMB) | 0.0 | $24M | 325k | 73.89 | |
| Dow Chemical Company | 0.0 | $20M | 571k | 34.64 | |
| Directv | 0.0 | $23M | 467k | 49.34 | |
| TJX Companies (TJX) | 0.0 | $25M | 636k | 39.71 | |
| Applied Materials (AMAT) | 0.0 | $20M | 1.6M | 12.44 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $23M | 340k | 68.82 | |
| Rosetta Resources | 0.0 | $24M | 500k | 48.76 | |
| Superior Energy Services | 0.0 | $24M | 903k | 26.36 | |
| United States Stl Corp New note 4.000% 5/1 | 0.0 | $23M | 19k | 1187.53 | |
| Sba Communications Corp note 1.875% 5/0 | 0.0 | $18M | 15k | 1267.52 | |
| Molson Coors Brewing Co note 2.500% 7/3 | 0.0 | $14M | 14k | 1049.97 | |
| Chesapeake Energy Corp note 2.250%12/1 | 0.0 | $16M | 20k | 813.74 | |
| Radware Ltd ord (RDWR) | 0.0 | $15M | 386k | 37.44 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $16M | 200k | 81.15 | |
| Wal-Mart Stores (WMT) | 0.0 | $19M | 306k | 61.20 | |
| 3M Company (MMM) | 0.0 | $19M | 215k | 89.21 | |
| Carnival Corporation (CCL) | 0.0 | $15M | 479k | 32.08 | |
| Boeing Company (BA) | 0.0 | $19M | 258k | 74.37 | |
| Nike (NKE) | 0.0 | $16M | 144k | 108.44 | |
| Procter & Gamble Company (PG) | 0.0 | $18M | 263k | 67.21 | |
| United Technologies Corporation | 0.0 | $17M | 200k | 82.94 | |
| Omnicom Group Inc debt | 0.0 | $18M | 18k | 1024.99 | |
| Stanley Black & Decker Inc unit 99/99/9999 | 0.0 | $17M | 143k | 121.68 | |
| Equinix Inc note 3.000%10/1 | 0.0 | $14M | 9.3k | 1508.71 | |
| Equinix Inc note 4.750% 6/1 | 0.0 | $14M | 7.0k | 2005.00 | |
| Onyx Pharmaceuticals Inc note 4.000% 8/1 | 0.0 | $13M | 10k | 1255.00 | |
| Fei Co note 2.875% 6/0 | 0.0 | $14M | 8.2k | 1714.97 | |
| U.S. Bancorp (USB) | 0.0 | $11M | 343k | 31.68 | |
| Caterpillar (CAT) | 0.0 | $13M | 125k | 106.52 | |
| McDonald's Corporation (MCD) | 0.0 | $12M | 122k | 98.10 | |
| Abbott Laboratories (ABT) | 0.0 | $13M | 211k | 61.29 | |
| Eli Lilly & Co. (LLY) | 0.0 | $14M | 334k | 40.27 | |
| Walt Disney Company (DIS) | 0.0 | $14M | 318k | 43.78 | |
| Ross Stores (ROST) | 0.0 | $9.0M | 155k | 58.10 | |
| Nokia Corporation (NOK) | 0.0 | $12M | 2.2M | 5.49 | |
| Yum! Brands (YUM) | 0.0 | $8.7M | 122k | 71.18 | |
| Pepsi (PEP) | 0.0 | $11M | 161k | 66.35 | |
| Philip Morris International (PM) | 0.0 | $13M | 148k | 88.61 | |
| Stryker Corporation (SYK) | 0.0 | $9.4M | 170k | 55.48 | |
| Canon (CAJPY) | 0.0 | $13M | 266k | 47.66 | |
| Illinois Tool Works (ITW) | 0.0 | $14M | 237k | 57.12 | |
| Coinstar Inc note 4.000% 9/0 | 0.0 | $11M | 6.6k | 1691.21 | |
| Alza Corp sdcv 7/2 | 0.0 | $12M | 12k | 946.23 | |
| Oceaneering International (OII) | 0.0 | $11M | 202k | 53.89 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.0 | $8.7M | 7.4k | 1180.00 | |
| Nice Systems (NICE) | 0.0 | $10M | 262k | 39.30 | |
| Salix Pharmaceuticals Inc note 2.750% 5/1 | 0.0 | $11M | 8.0k | 1342.49 | |
| Xilinx Inc sdcv 3.125% 3/1 | 0.0 | $12M | 9.7k | 1274.97 | |
| Health Care Reit Inc note 3.000%12/0 | 0.0 | $12M | 10k | 1147.51 | |
| Terex Corp New note 4.000% 6/0 | 0.0 | $10M | 6.5k | 1583.69 | |
| Diamond Offshore Drilling | 0.0 | $6.7M | 100k | 66.75 | |
| America Movil Sab De Cv spon adr l | 0.0 | $4.6M | 187k | 24.83 | |
| Comcast Corporation (CMCSA) | 0.0 | $8.1M | 271k | 30.01 | |
| Arris Group Inc note 2.000%11/1 | 0.0 | $6.2M | 6.0k | 1027.50 | |
| D R Horton Inc note 2.000% 5/1 | 0.0 | $7.3M | 5.6k | 1297.50 | |
| E M C Corp Mass note 1.750%12/0 | 0.0 | $6.9M | 12k | 592.50 | |
| Nii Hldgs Inc note 3.125% 6/1 | 0.0 | $4.0M | 4.0k | 1006.25 | |
| Ttm Technologies Inc note 3.250% 5/1 | 0.0 | $7.9M | 7.3k | 1076.30 | |
| Verisign Inc sdcv 3.250% 8/1 | 0.0 | $3.3M | 2.6k | 1282.69 | |
| Kinross Gold Corp note 1.750% 3/1 | 0.0 | $5.0M | 5.0k | 997.60 | |
| Infosys Technologies (INFY) | 0.0 | $5.4M | 94k | 57.03 | |
| El Paso Corporation | 0.0 | $4.4M | 4.0k | 1093.75 | |
| Goldman Sachs (GS) | 0.0 | $6.0M | 48k | 124.38 | |
| Bank of America Corporation (BAC) | 0.0 | $5.8M | 605k | 9.57 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $5.8M | 241k | 24.13 | |
| Lincoln National Corporation (LNC) | 0.0 | $4.2M | 158k | 26.36 | |
| Affiliated Managers (AMG) | 0.0 | $4.7M | 42k | 111.81 | |
| Costco Wholesale Corporation (COST) | 0.0 | $7.3M | 80k | 90.80 | |
| Devon Energy Corporation (DVN) | 0.0 | $5.1M | 72k | 71.11 | |
| FedEx Corporation (FDX) | 0.0 | $7.7M | 83k | 91.96 | |
| Monsanto Company | 0.0 | $4.1M | 52k | 79.77 | |
| Home Depot (HD) | 0.0 | $3.9M | 78k | 50.31 | |
| Baxter International (BAX) | 0.0 | $3.6M | 60k | 59.78 | |
| CBS Corporation | 0.0 | $2.9M | 85k | 33.91 | |
| Dominion Resources (D) | 0.0 | $3.2M | 62k | 51.21 | |
| Duke Energy Corporation | 0.0 | $3.6M | 170k | 21.01 | |
| Bristol Myers Squibb (BMY) | 0.0 | $6.8M | 200k | 33.75 | |
| United Parcel Service (UPS) | 0.0 | $6.7M | 83k | 80.72 | |
| Kraft Foods | 0.0 | $3.8M | 100k | 38.01 | |
| Noble Energy | 0.0 | $7.9M | 81k | 97.77 | |
| PPG Industries (PPG) | 0.0 | $4.3M | 45k | 95.80 | |
| Travelers Companies (TRV) | 0.0 | $5.9M | 100k | 59.20 | |
| AFLAC Incorporated (AFL) | 0.0 | $4.5M | 97k | 45.99 | |
| Automatic Data Processing (ADP) | 0.0 | $3.0M | 54k | 55.19 | |
| Medtronic | 0.0 | $7.4M | 190k | 39.19 | |
| E.I. du Pont de Nemours & Company | 0.0 | $6.5M | 123k | 52.90 | |
| Emerson Electric (EMR) | 0.0 | $3.1M | 60k | 52.18 | |
| Tidewater | 0.0 | $3.6M | 67k | 54.03 | |
| Masco Corporation (MAS) | 0.0 | $6.0M | 450k | 13.37 | |
| CVS Caremark Corporation (CVS) | 0.0 | $5.8M | 130k | 44.80 | |
| Allergan | 0.0 | $3.4M | 36k | 95.42 | |
| Altria (MO) | 0.0 | $5.9M | 192k | 30.87 | |
| Colgate-Palmolive Company (CL) | 0.0 | $5.4M | 55k | 97.78 | |
| Halliburton Company (HAL) | 0.0 | $3.0M | 89k | 33.19 | |
| Honeywell International (HON) | 0.0 | $8.1M | 133k | 61.05 | |
| Symantec Corporation | 0.0 | $3.1M | 165k | 18.70 | |
| Target Corporation (TGT) | 0.0 | $5.0M | 85k | 58.27 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $4.0M | 120k | 33.61 | |
| UnitedHealth (UNH) | 0.0 | $3.8M | 65k | 58.94 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $2.9M | 65k | 44.51 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $5.8M | 153k | 38.04 | |
| Southern Company (SO) | 0.0 | $4.5M | 100k | 44.93 | |
| EOG Resources (EOG) | 0.0 | $4.2M | 38k | 111.09 | |
| Sap (SAP) | 0.0 | $6.4M | 13k | 486.13 | |
| Prudential Financial (PRU) | 0.0 | $3.1M | 49k | 63.38 | |
| Discovery Communications | 0.0 | $5.9M | 116k | 50.60 | |
| Marathon Oil Corporation (MRO) | 0.0 | $3.3M | 105k | 31.70 | |
| Whiting Petroleum Corporation | 0.0 | $3.8M | 70k | 54.30 | |
| Sonic Automotive Inc note 5.000% 10/0 | 0.0 | $7.6M | 5.0k | 1525.00 | |
| Sothebys note 3.125% 6/1 | 0.0 | $3.2M | 2.5k | 1273.60 | |
| Edison International (EIX) | 0.0 | $3.2M | 75k | 42.51 | |
| Atwood Oceanics | 0.0 | $4.7M | 106k | 44.89 | |
| Hormel Foods Corporation (HRL) | 0.0 | $4.7M | 161k | 29.52 | |
| MetLife (MET) | 0.0 | $3.7M | 100k | 37.35 | |
| Oil States International (OIS) | 0.0 | $5.8M | 75k | 78.06 | |
| Steven Madden (SHOO) | 0.0 | $4.7M | 111k | 42.75 | |
| Salix Pharmaceuticals | 0.0 | $5.1M | 97k | 52.50 | |
| Wright Express Corporation | 0.0 | $5.7M | 88k | 64.73 | |
| Denbury Resources | 0.0 | $3.8M | 207k | 18.23 | |
| Liquidity Services (LQDT) | 0.0 | $6.2M | 139k | 44.80 | |
| St. Jude Medical | 0.0 | $3.4M | 78k | 44.31 | |
| NetGear (NTGR) | 0.0 | $4.5M | 117k | 38.20 | |
| Laboratory Corp Amer Hldgs debt | 0.0 | $4.2M | 3.5k | 1228.70 | |
| Oasis Petroleum | 0.0 | $4.6M | 150k | 30.83 | |
| Newpark Res Inc note 4.000%10/0 | 0.0 | $7.8M | 7.0k | 1113.71 | |
| Volcano Corporation note 2.875% 9/0 | 0.0 | $8.4M | 7.0k | 1193.71 | |
| Rti Intl Metals Inc note 3.000%12/0 | 0.0 | $6.3M | 6.1k | 1022.53 | |
| Jns 3.25% 7/15/2014 note | 0.0 | $5.7M | 5.3k | 1067.51 | |
| Comtech Telecommunications Cor conv | 0.0 | $6.4M | 5.6k | 1133.69 | |
| ACTUANT CORP CONVERTIBLE security | 0.0 | $7.2M | 4.9k | 1466.15 | |
| Barrick Gold Corp (GOLD) | 0.0 | $661k | 15k | 43.49 | |
| Time Warner Cable | 0.0 | $2.4M | 30k | 81.50 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.0 | $925k | 9.3k | 99.02 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.0 | $694k | 700.00 | 991.43 | |
| E M C Corp Mass note 1.750%12/0 | 0.0 | $1.7M | 900.00 | 1882.22 | |
| General Cable Corp Del New note 0.875%11/1 | 0.0 | $2.0M | 2.0k | 980.00 | |
| Goldcorp Inc New note 2.000% 8/0 | 0.0 | $273k | 225.00 | 1213.33 | |
| Liberty Media Corp New deb 3.125% 3/3 | 0.0 | $879k | 725.00 | 1212.41 | |
| Molina Healthcare Inc note 3.750%10/0 | 0.0 | $2.6M | 2.0k | 1277.50 | |
| Navistar Intl Corp New note 3.000%10/1 | 0.0 | $348k | 314.00 | 1108.28 | |
| Stanley Wks frnt 5/1 | 0.0 | $328k | 275.00 | 1192.73 | |
| Steel Dynamics Inc note 5.125% 6/1 | 0.0 | $323k | 284.00 | 1137.32 | |
| Symantec Corp note 1.000% 6/1 | 0.0 | $743k | 660.00 | 1125.76 | |
| Transocean Inc note 1.500%12/1 | 0.0 | $1.7M | 1.7k | 994.77 | |
| Tyson Foods Inc note 3.250%10/1 | 0.0 | $374k | 300.00 | 1246.67 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.0 | $329k | 300.00 | 1096.67 | |
| Allegheny Technologies Inc note 4.250% 6/0 | 0.0 | $230k | 184.00 | 1250.00 | |
| Jds Uniphase Corp note 1.000% 5/1 | 0.0 | $2.0M | 2.0k | 1001.50 | |
| Linear Technology Corp note 3.000% 5/0 | 0.0 | $935k | 875.00 | 1068.57 | |
| Microsoft Corporation (MSFT) | 0.0 | $387k | 12k | 32.25 | |
| Corning Incorporated (GLW) | 0.0 | $493k | 35k | 14.09 | |
| BlackRock | 0.0 | $2.3M | 11k | 204.91 | |
| Hartford Financial Services (HIG) | 0.0 | $401k | 19k | 21.11 | |
| Leucadia National | 0.0 | $1.3M | 48k | 26.10 | |
| State Street Corporation (STT) | 0.0 | $2.8M | 61k | 45.51 | |
| Legg Mason | 0.0 | $559k | 20k | 27.95 | |
| CSX Corporation (CSX) | 0.0 | $1.8M | 85k | 21.52 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $599k | 13k | 45.04 | |
| Norfolk Southern (NSC) | 0.0 | $2.0M | 30k | 65.83 | |
| Cummins (CMI) | 0.0 | $2.4M | 20k | 120.05 | |
| Eaton Corporation | 0.0 | $364k | 7.3k | 49.86 | |
| Franklin Resources (BEN) | 0.0 | $688k | 5.6k | 123.96 | |
| International Game Technology | 0.0 | $1.4M | 84k | 16.79 | |
| NVIDIA Corporation (NVDA) | 0.0 | $1.7M | 110k | 15.39 | |
| Nucor Corporation (NUE) | 0.0 | $2.8M | 65k | 42.95 | |
| Union Pacific Corporation (UNP) | 0.0 | $2.7M | 25k | 107.48 | |
| Best Buy (BBY) | 0.0 | $797k | 34k | 23.67 | |
| Harley-Davidson (HOG) | 0.0 | $2.1M | 43k | 49.07 | |
| AmerisourceBergen (COR) | 0.0 | $2.1M | 54k | 39.69 | |
| National-Oilwell Var | 0.0 | $324k | 4.1k | 79.51 | |
| Coherent | 0.0 | $846k | 15k | 58.34 | |
| Herman Miller (MLKN) | 0.0 | $758k | 33k | 22.97 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $2.5M | 45k | 56.38 | |
| Aetna | 0.0 | $2.3M | 45k | 50.16 | |
| Helmerich & Payne (HP) | 0.0 | $647k | 12k | 53.92 | |
| Wolverine World Wide (WWW) | 0.0 | $725k | 20k | 37.18 | |
| BB&T Corporation | 0.0 | $2.7M | 85k | 31.39 | |
| Deere & Company (DE) | 0.0 | $1.6M | 20k | 80.90 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $505k | 5.3k | 95.28 | |
| Rio Tinto (RIO) | 0.0 | $439k | 7.9k | 55.57 | |
| American Electric Power Company (AEP) | 0.0 | $2.5M | 65k | 38.58 | |
| Ca | 0.0 | $441k | 16k | 27.56 | |
| Qualcomm (QCOM) | 0.0 | $1.0M | 15k | 68.01 | |
| Danaher Corporation (DHR) | 0.0 | $2.7M | 48k | 56.00 | |
| Exelon Corporation (EXC) | 0.0 | $412k | 11k | 39.24 | |
| Dell | 0.0 | $415k | 25k | 16.60 | |
| Accenture (ACN) | 0.0 | $501k | 7.8k | 64.48 | |
| Sap (SAP) | 0.0 | $998k | 14k | 69.79 | |
| ITT Educational Services (ESINQ) | 0.0 | $701k | 11k | 66.13 | |
| Ii-vi | 0.0 | $691k | 29k | 23.66 | |
| Dover Corporation (DOV) | 0.0 | $441k | 7.0k | 63.00 | |
| Oracle Corporation (ORCL) | 0.0 | $496k | 17k | 29.18 | |
| Precision Castparts | 0.0 | $2.6M | 15k | 172.93 | |
| Ultimate Software | 0.0 | $843k | 12k | 73.30 | |
| Wynn Resorts (WYNN) | 0.0 | $2.3M | 18k | 124.86 | |
| Donaldson Company (DCI) | 0.0 | $822k | 23k | 35.74 | |
| Anixter Intl Inc note 1.000% 2/1 | 0.0 | $767k | 610.00 | 1257.38 | |
| Interpublic Group Cos Inc note 4.750% 3/1 | 0.0 | $2.4M | 2.1k | 1148.59 | |
| ValueClick | 0.0 | $758k | 38k | 19.74 | |
| Brunswick Corporation (BC) | 0.0 | $927k | 36k | 25.75 | |
| Graphic Packaging Holding Company (GPK) | 0.0 | $719k | 130k | 5.52 | |
| Steel Dynamics (STLD) | 0.0 | $851k | 59k | 14.55 | |
| Cognex Corporation (CGNX) | 0.0 | $839k | 20k | 42.37 | |
| FARO Technologies (FARO) | 0.0 | $857k | 15k | 58.30 | |
| Gulfport Energy Corporation | 0.0 | $620k | 21k | 29.11 | |
| IPG Photonics Corporation (IPGP) | 0.0 | $526k | 10k | 52.08 | |
| Jabil Circuit (JBL) | 0.0 | $2.4M | 95k | 25.12 | |
| Kenexa Corporation | 0.0 | $875k | 28k | 31.25 | |
| Kronos Worldwide (KRO) | 0.0 | $489k | 20k | 24.95 | |
| LivePerson (LPSN) | 0.0 | $570k | 34k | 16.76 | |
| Manhattan Associates (MANH) | 0.0 | $784k | 17k | 47.52 | |
| MarketAxess Holdings (MKTX) | 0.0 | $970k | 26k | 37.31 | |
| Noble Corporation Com Stk | 0.0 | $900k | 24k | 37.47 | |
| OPNET Technologies | 0.0 | $545k | 19k | 28.99 | |
| Raven Industries | 0.0 | $720k | 12k | 61.02 | |
| First Cash Financial Services | 0.0 | $738k | 17k | 42.91 | |
| McMoRan Exploration | 0.0 | $631k | 59k | 10.69 | |
| Robbins & Myers | 0.0 | $833k | 16k | 52.06 | |
| Advisory Board Company | 0.0 | $957k | 11k | 88.61 | |
| ImmunoGen | 0.0 | $849k | 59k | 14.39 | |
| Aruba Networks | 0.0 | $898k | 40k | 22.28 | |
| Siemens (SIEGY) | 0.0 | $806k | 8.0k | 100.88 | |
| Aspen Technology | 0.0 | $747k | 36k | 20.52 | |
| Allied Nevada Gold | 0.0 | $794k | 24k | 32.54 | |
| Unit Corporation | 0.0 | $629k | 15k | 42.79 | |
| Nabors Industries | 0.0 | $962k | 55k | 17.49 | |
| Westport Innovations | 0.0 | $1.1M | 27k | 40.92 | |
| Manulife Finl Corp (MFC) | 0.0 | $1.3M | 99k | 13.55 | |
| American International (AIG) | 0.0 | $2.4M | 77k | 30.84 | |
| Danaher Corp Del debt | 0.0 | $400k | 245.00 | 1632.65 | |
| Vornado Rlty L P debt | 0.0 | $684k | 680.00 | 1005.88 | |
| SciClone Pharmaceuticals | 0.0 | $631k | 100k | 6.31 | |
| Leucadia Natl Corp debt | 0.0 | $316k | 250.00 | 1264.00 | |
| MAKO Surgical | 0.0 | $1.3M | 30k | 42.15 | |
| 3D Systems Corporation (DDD) | 0.0 | $942k | 40k | 23.55 | |
| NetSuite | 0.0 | $1.0M | 20k | 50.30 | |
| Sourcefire | 0.0 | $862k | 18k | 48.16 | |
| Achillion Pharmaceuticals | 0.0 | $690k | 72k | 9.58 | |
| OpenTable | 0.0 | $405k | 10k | 40.50 | |
| LogMeIn | 0.0 | $609k | 17k | 35.20 | |
| Liberty Media Corp bond | 0.0 | $373k | 425.00 | 877.65 | |
| Newmont Mining Corp note 1.250% 7/1 | 0.0 | $538k | 425.00 | 1265.88 | |
| HealthStream (HSTM) | 0.0 | $1.1M | 47k | 23.19 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.0 | $357k | 250.00 | 1428.00 | |
| Jefferies Group Inc New dbcv 3.875%11/0 | 0.0 | $692k | 725.00 | 954.48 | |
| Roper Inds Inc New frnt 1/1 | 0.0 | $725k | 584.00 | 1241.44 | |
| Sandisk Corp note 1.500% 8/1 | 0.0 | $1.2M | 1.0k | 1188.29 | |
| Xilinx Inc sdcv 3.125% 3/1 | 0.0 | $191k | 150.00 | 1273.33 | |
| General Motors Company (GM) | 0.0 | $2.3M | 90k | 25.65 | |
| Fresh Market | 0.0 | $662k | 14k | 47.97 | |
| Vera Bradley (VRA) | 0.0 | $640k | 21k | 30.19 | |
| Health Care Reit Inc Cvt cv bnd | 0.0 | $1.1M | 1.0k | 1120.47 | |
| Motorola Solutions (MSI) | 0.0 | $327k | 6.4k | 50.87 | |
| Newmont Mining Corp Cvt cv bnd | 0.0 | $348k | 264.00 | 1318.18 | |
| Teva Pharm Finance Llc Cvt cv bnd | 0.0 | $1.0M | 950.00 | 1104.21 | |
| Boston Pptys Ltd Partnership note 3.750% 5/1 | 0.0 | $706k | 619.00 | 1140.55 | |
| Omnicom Group Inc note 7/0 | 0.0 | $438k | 400.00 | 1095.00 | |
| Teleflex Inc note 3.875% 8/0 | 0.0 | $825k | 700.00 | 1178.57 | |
| Anglogold Ashanti Holdings Fin pfd cv | 0.0 | $2.3M | 53k | 43.05 | |
| Apache Corp. 6% Mandatory Conv pfd cv | 0.0 | $714k | 13k | 55.56 | |
| HEALTH CR REIT CONVERTIBLE security | 0.0 | $421k | 358.00 | 1175.98 |
