The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COMMON STOCK 88579Y101 11,317 53,915 SH   SOLE   53,915 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 2,475 1,680,000 PRN   SOLE   1,130 0 550
58.COM COMMON STOCK 31680Q104 2,283 36,160 SH   SOLE   27,560 0 8,600
ABBOTT LABORATORIES COMMON STOCK 002824100 18,258 342,165 SH   SOLE   342,165 0 0
ABBVIE COMMON STOCK 00287Y109 18,028 202,879 SH   SOLE   202,879 0 0
ACCENTURE PLC COMMON STOCK G1151C101 26,497 196,172 SH   SOLE   196,136 0 36
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 4,644 71,983 SH   SOLE   71,983 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 8,255 55,334 SH   SOLE   55,290 0 44
ADTALEM GLOBAL EDUCATION INC COMMON STOCK 00737L103 17,339 483,658 SH   SOLE   424,253 0 59,405
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,573 123,409 SH   SOLE   123,409 0 0
ADVANCED MICRO DEVICES INC CONVERTIBLE SECURITY 007903BD8 35,680 20,000,000 PRN   SOLE   20,000 0 0
AES CORP COMMON STOCK 00130H105 3,713 336,901 SH   SOLE   336,901 0 0
AETNA INC COMMON STOCK 00817Y108 59,907 376,748 SH   SOLE   337,420 0 39,328
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 42,942 226,214 SH   SOLE   207,067 0 19,147
AFLAC INC COMMON STOCK 001055102 3,213 39,482 SH   SOLE   39,482 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 13,371 208,275 SH   SOLE   208,275 0 0
AIR LEASE COMMON STOCK 00912X302 31,567 740,656 SH   SOLE   671,524 0 69,132
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 4,521 29,899 SH   SOLE   29,899 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 2,082 42,738 SH   SOLE   42,738 0 0
ALERIAN MLP ETF COMMON STOCK 00162Q866 314 27,981 SH   SOLE   5,046 0 22,935
ALEXANDRIA REAL EST EQUITIES COMMON STOCK 015271109 4,511 37,915 SH   SOLE   37,915 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 40,784 290,711 SH   SOLE   268,104 0 22,607
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 15,369 88,987 SH   SOLE   88,987 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE SECURITY 01741RAG7 18,411 10,000,000 PRN   SOLE   10,000 0 0
ALLEGION PUBLIC LIMITED CO COMMON STOCK G0176J109 7,445 86,098 SH   SOLE   86,098 0 0
ALLERGAN PLC COMMON STOCK G0177J908 21 90,000 SH Call SOLE   900 0 0
ALLERGAN PLC COMMON STOCK G0177J108 38,433 187,523 SH   SOLE   173,932 0 13,591
ALLERGAN PLC CONVERTIBLE PREFERRED SECURITY G0177J116 116,064 157,307 SH   SOLE   156,802 0 505
ALLISON TRANSMISSION HOLDINGS COMMON STOCK 01973R101 236 6,285 SH   SOLE   6,285 0 0
ALLSCRIPTS HEALTHCARE SOLUTION CONVERTIBLE SECURITY 01988PAD0 5,332 5,000,000 PRN   SOLE   5,000 0 0
ALLSTATE CORP COMMON STOCK 020002101 5,902 64,216 SH   SOLE   64,216 0 0
ALPHABET INC COMMON STOCK 02079K305 257,083 264,021 SH   SOLE   244,646 0 19,375
ALPHABET INC COMMON STOCK 02079K107 50,156 52,294 SH   SOLE   52,294 0 0
ALTABA INC CONVERTIBLE SECURITY 984332AF3 67,938 52,195,000 PRN   SOLE   52,135 0 60
ALTRIA GROUP INC COMMON STOCK 02209S103 26,746 421,727 SH   SOLE   421,586 0 141
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 9,704 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135906 327 5,600 SH Call SOLE   56 0 0
AMAZON.COM INC COMMON STOCK 023135106 186,794 194,304 SH   SOLE   183,767 0 10,537
AMER ELECTRIC POWER INC COMMON STOCK 025537101 5,093 72,503 SH   SOLE   72,503 0 0
AMER EXPRESS CO. COMMON STOCK 025816109 29,548 326,639 SH   SOLE   326,639 0 0
AMER INTL GROUP COMMON STOCK 026874784 23,122 376,642 SH   SOLE   376,607 0 35
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X407 49,293 403,774 SH   SOLE   403,171 0 603
AMERICA MOVIL SA COMMON STOCK 02364W105 4,844 272,900 SH   SOLE   229,900 0 43,000
AMERICAN TOWER REIT INC COMMON STOCK 03027X100 11,160 81,649 SH   SOLE   81,649 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 205 1,380 SH   SOLE   1,380 0 0
AMGEN INC COMMON STOCK 031162100 39,902 214,010 SH   SOLE   213,985 0 25
AMPHENOL CORP COMMON STOCK 032095101 5,103 60,288 SH   SOLE   60,288 0 0
AMTRUST FIN SVCS CONVERTIBLE SECURITY 032359AG6 5,805 7,821,000 PRN   SOLE   7,821 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 3,610 73,901 SH   SOLE   73,901 0 0
ANALOG DEVICES INC COMMON STOCK 032654105 297 3,450 SH   SOLE   3,450 0 0
ANDEAVOR COMMON STOCK 03349M105 211 2,050 SH   SOLE   2,050 0 0
ANSYS INC COMMON STOCK 03662Q105 201 1,640 SH   SOLE   1,640 0 0
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 1,680 646,000 PRN   SOLE   646 0 0
ANTHEM INC COMMON STOCK 036752103 8,289 43,654 SH   SOLE   43,654 0 0
ANTHEM INC CONVERTIBLE PREFERRED SECURITY 036752202 83,502 1,596,895 SH   SOLE   1,594,505 0 2,390
APACHE CORP COMMON STOCK 037411105 2,370 51,738 SH   SOLE   51,738 0 0
APARTMENT INVT & MGMT COMMON STOCK 03748R101 3,485 79,448 SH   SOLE   79,448 0 0
APOLLO COMMERCIAL REAL ESTATE CONVERTIBLE SECURITY 03762UAB1 5,094 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833900 9 125,800 SH Call SOLE   1,258 0 0
APPLE INC COMMON STOCK 037833950 2,986 770,600 SH Put SOLE   7,706 0 0
APPLE INC COMMON STOCK 037833100 425,223 2,759,040 SH   SOLE   2,654,619 0 104,421
APPLIED MATERIALS INC COMMON STOCK 038222105 58,501 1,123,075 SH   SOLE   1,061,764 0 61,311
ARCHER DANIELS MIDLAND COMMON STOCK 039483102 2,766 65,060 SH   SOLE   65,060 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 3,969 3,946,000 PRN   SOLE   3,946 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 9,697 9,450,000 PRN   SOLE   9,395 0 55
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 6,535 106,179 SH   SOLE   106,179 0 0
AT&T INC COMMON STOCK 00206R102 70,152 1,790,954 SH   SOLE   1,790,737 0 217
ATLAS AIR WORLDWIDE HLDGS INC CONVERTIBLE SECURITY 049164BH8 20,497 17,100,000 PRN   SOLE   17,061 0 39
AUTODESK INC COMMON STOCK 052769106 4,556 40,586 SH   SOLE   40,586 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,550 14,292 SH   SOLE   14,292 0 0
AVERY DENNISON COMMON STOCK 053611109 3,495 35,540 SH   SOLE   35,540 0 0
B2GOLD CORPORATION CONVERTIBLE SECURITY 11777QAB6 4,146 4,000,000 PRN   SOLE   4,000 0 0
BAIDU INC COMMON STOCK 056752108 11,620 46,915 SH   SOLE   41,070 0 5,845
BAKER HUGHES A GE CO COMMON STOCK 05722G100 1,896 51,788 SH   SOLE   51,788 0 0
BALL CORP COMMON STOCK 058498106 4,521 109,456 SH   SOLE   109,456 0 0
BANK OF AMER CP COMMON STOCK 060505104 103,811 4,096,712 SH   SOLE   4,087,323 0 9,389
BANK OF AMERICA CORP COMMON STOCK 060505904 3,071 975,000 SH Call SOLE   9,750 0 0
BANK OF AMERICA CORP. CONVERTIBLE PREFERRED SECURITY 060505682 52,357 40,229 SH   SOLE   40,194 0 35
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 30,491 575,094 SH   SOLE   575,005 0 89
BAXTER INTL INC COMMON STOCK 071813109 81,425 1,297,609 SH   SOLE   1,196,782 0 100,827
BB&T CORPORATION COMMON STOCK 054937107 20,185 430,017 SH   SOLE   429,915 0 102
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 60,144 1,088,379 SH   SOLE   1,087,954 0 425
BERKSHIRE HTH COMMON STOCK 084670702 44,431 242,369 SH   SOLE   240,236 0 2,133
BGC PARTNERS INC COMMON STOCK 05541T101 165 11,395 SH   SOLE   11,395 0 0
BIOGEN INC COMMON STOCK 09062X103 9,503 30,350 SH   SOLE   30,350 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 22,627 18,801,000 PRN   SOLE   18,779 0 22
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 25,861 23,155,000 PRN   SOLE   23,132 0 23
BLACKHAWK NETWORK HOLDINGS I CONVERTIBLE SECURITY 09238EAB0 24,391 21,730,000 PRN   SOLE   21,710 0 20
BLACKROCK INC COMMON STOCK 09247X101 6,157 13,772 SH   SOLE   13,772 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE SECURITY 09257WAB6 1,512 1,500,000 PRN   SOLE   1,500 0 0
BOEING CO COMMON STOCK 097023105 44,568 175,320 SH   SOLE   175,295 0 25
BOTTOMLINE TECH CONVERTIBLE SECURITY 101388AA4 8,246 7,750,000 PRN   SOLE   7,750 0 0
BP PLC COMMON STOCK 055622104 18,254 475,000 SH   SOLE   475,000 0 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK 10922N103 804 13,217 SH   SOLE   13,217 0 0
BRISTOL MYERS SQUIBB COMMON STOCK 110122108 31,939 501,080 SH   SOLE   473,956 0 27,124
BROADCOM LTD COMMON STOCK Y09827109 69,266 285,587 SH   SOLE   274,658 0 10,929
BROCADE COMMUNICATIONS SYSTEMS CONVERTIBLE SECURITY 111621AQ1 2,505 2,500,000 PRN   SOLE   2,500 0 0
CALAMP CORP CONVERTIBLE SECURITY 128126AB5 2,660 2,500,000 PRN   SOLE   2,500 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 783764AQ6 26,890 22,352,000 PRN   SOLE   22,352 0 0
CANADA GOOSE HOLDINGS INC COMMON STOCK 135086106 24,443 1,189,447 SH   SOLE   1,064,322 0 125,125
CANADIAN SOLAR INC COMMON STOCK 136635109 6,872 408,073 SH   SOLE   408,073 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 6,328 74,744 SH   SOLE   74,744 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,379 35,552 SH   SOLE   35,552 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,134 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 4,123 54,381 SH   SOLE   54,381 0 0
CARNIVAL CORP COMMON STOCK 14365C903 245 62,000 SH Call SOLE   620 0 0
CARNIVAL CORP COMMON STOCK 143658300 18,769 290,679 SH   SOLE   290,679 0 0
CATERPILLAR INC COMMON STOCK 149123101 36,004 288,703 SH   SOLE   288,658 0 45
CBRE GROUP INC COMMON STOCK 12504L109 7,766 205,025 SH   SOLE   205,025 0 0
CBS CORP COMMON STOCK 124857202 9,338 161,001 SH   SOLE   136,784 0 24,217
CELANESE CORP COMMON STOCK 150870103 13,565 130,095 SH   SOLE   113,123 0 16,972
CELGENE CORP COMMON STOCK 151020104 117,856 808,226 SH   SOLE   765,327 0 42,899
CEMEX SA COMMON STOCK 151290889 2,639 290,632 SH   SOLE   290,632 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 14,215 12,663,000 PRN   SOLE   10,883 0 1,780
CENTENE CORP COMMON STOCK 15135B101 207 2,140 SH   SOLE   2,140 0 0
CENTURYLINK INC COMMON STOCK 156700106 2,044 108,168 SH   SOLE   108,168 0 0
CERNER CORP COMMON STOCK 156782104 3,998 56,057 SH   SOLE   56,057 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 5,700 15,685 SH   SOLE   15,685 0 0
CHEVRONTEXACO CORP COMMON STOCK 166764100 93,799 798,290 SH   SOLE   797,421 0 869
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 1,792 5,823 SH   SOLE   5,823 0 0
CHUBB LTD COMMON STOCK H1467J104 19,676 138,032 SH   SOLE   138,008 0 24
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 3,628 74,879 SH   SOLE   74,879 0 0
CIGNA CORP COMMON STOCK 125509109 8,176 43,734 SH   SOLE   43,734 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 2,944 25,899 SH   SOLE   25,899 0 0
CINTAS CORP COMMON STOCK 172908105 19,714 136,639 SH   SOLE   118,527 0 18,112
CISCO SYSTEMS INC COMMON STOCK 17275R102 34,145 1,015,303 SH   SOLE   1,015,056 0 247
CITIGROUP INC COMMON STOCK 172967424 189,405 2,603,869 SH   SOLE   2,551,574 0 52,295
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 56,016 48,191,000 PRN   SOLE   48,135 0 56
CMS ENERGY CORP COMMON STOCK 125896100 2,720 58,725 SH   SOLE   58,725 0 0
COACH INC COMMON STOCK 189754104 4,292 106,542 SH   SOLE   106,542 0 0
COCA-COLA CO COMMON STOCK 191216100 74,726 1,660,216 SH   SOLE   1,656,191 0 4,025
COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 5,848 80,619 SH   SOLE   80,619 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 5,865 80,510 SH   SOLE   80,510 0 0
COLONY FINANCIAL INC CONVERTIBLE SECURITY 19624RAB2 2,010 2,000,000 PRN   SOLE   2,000 0 0
COLONY STARWOOD HOMES CONVERTIBLE SECURITY 85571WAB5 21,857 17,734,000 PRN   SOLE   17,684 0 50
COMCAST CORP COMMON STOCK 20030N101 109,086 2,834,884 SH   SOLE   2,689,579 0 145,305
CONCHO RESOURCES INC COMMON STOCK 20605P101 3,186 24,191 SH   SOLE   24,191 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 8,843 176,676 SH   SOLE   176,581 0 95
CONSOL EDISON COMMON STOCK 209115104 3,448 42,738 SH   SOLE   42,738 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 27,170 136,227 SH   SOLE   119,357 0 16,870
COOPER COMPANIES INC COMMON STOCK 216648402 218 920 SH   SOLE   920 0 0
CORELOGIC INC COMMON STOCK 21871D103 218 4,720 SH   SOLE   4,720 0 0
CORNERSTONE ONDEMAND INC CONVERTIBLE SECURITY 21925YAB9 12,156 12,000,000 PRN   SOLE   12,000 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 28,012 170,503 SH   SOLE   170,503 0 0
COWEN INC CONVERTIBLE SECURITY 223622AB7 3,688 3,500,000 PRN   SOLE   3,500 0 0
CREDICORP LTD COMMON STOCK G2519Y108 2,442 11,911 SH   SOLE   9,211 0 2,700
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 8,518 85,202 SH   SOLE   85,153 0 49
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 72,085 67,495 SH   SOLE   67,393 0 102
CSG SYS INTL CONVERTIBLE SECURITY 126349AF6 11,836 11,000,000 PRN   SOLE   11,000 0 0
CSX CORPORATION COMMON STOCK 126408103 44,411 818,485 SH   SOLE   784,124 0 34,361
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 3,342 3,090,000 PRN   SOLE   3,090 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 31,965 28,116,000 PRN   SOLE   27,615 0 501
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 32,755 27,000,000 PRN   SOLE   27,000 0 0
CUMMINS INC COMMON STOCK 231021106 4,209 25,051 SH   SOLE   25,051 0 0
CVS HEALTH CORP COMMON STOCK 126650100 12,207 150,116 SH   SOLE   150,116 0 0
CYPRESS SEMICONDUCTOR CORP CONVERTIBLE SECURITY 232806AM1 24,388 18,651,000 PRN   SOLE   18,651 0 0
D R HORTON INC COMMON STOCK 23331A109 29,624 741,909 SH   SOLE   737,159 0 4,750
DANAHER CORP COMMON STOCK 235851102 5,917 68,977 SH   SOLE   68,977 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 931 284,000 PRN   SOLE   284 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 3,288 41,742 SH   SOLE   41,742 0 0
DAVITA INC COMMON STOCK 23918K108 2,307 38,847 SH   SOLE   38,847 0 0
DCT INDUSTRIAL TRUST INC COMMON STOCK 233153204 226 3,900 SH   SOLE   3,900 0 0
DEERE & CO COMMON STOCK 244199105 8,365 66,608 SH   SOLE   66,608 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 7,778 79,041 SH   SOLE   79,041 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 71,818 1,489,375 SH   SOLE   1,410,214 0 79,161
DEPOMED INC CONVERTIBLE SECURITY 249908AA2 3,713 5,000,000 PRN   SOLE   5,000 0 0
DEUTSCHE X TRACKERS HARVEST COMMON STOCK 233051879 1,629 55,800 SH   SOLE   0 0 55,800
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 4,628 126,071 SH   SOLE   126,071 0 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 870 60,000 SH   SOLE   60,000 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 4,337 36,648 SH   SOLE   36,648 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 45,095 699,357 SH   SOLE   643,056 0 56,301
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 78,800 70,430,000 PRN   SOLE   70,256 0 174
DISNEY WALT CO COMMON STOCK 254687106 91,443 927,697 SH   SOLE   893,869 0 33,828
DOLLAR GENERAL COMMON STOCK 256677105 3,646 44,979 SH   SOLE   44,979 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 2,802 36,426 SH   SOLE   36,426 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 7,604 149,841 SH   SOLE   149,841 0 0
DOWDUPONT INC COMMON STOCK 26078J100 66,298 957,647 SH   SOLE   957,565 0 82
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 44,444 819,803 SH   SOLE   819,153 0 650
DUKE ENERGY CORP COMMON STOCK 26441C204 12,311 146,701 SH   SOLE   146,632 0 69
DXC TECHNOLOGY CO COMMON STOCK 23355L106 3,705 43,143 SH   SOLE   43,143 0 0
DYCOM INDS CONVERTIBLE SECURITY 267475AB7 40,538 35,482,000 PRN   SOLE   35,454 0 28
DYNEGY INC CONVERTIBLE PREFERRED SECURITY 26817R405 18,530 275,000 SH   SOLE   275,000 0 0
E TRADE GROUP COMMON STOCK 269246401 66,565 1,526,365 SH   SOLE   1,401,151 0 125,214
EAGLE MATERIALS INC COMMON STOCK 26969P108 10,747 100,725 SH   SOLE   85,303 0 15,422
EASTMAN CHEM CO COMMON STOCK 277432100 287 3,170 SH   SOLE   3,170 0 0
EATON CORP PLC COMMON STOCK G29183103 34,349 447,314 SH   SOLE   447,314 0 0
EBAY INC COMMON STOCK 278642103 4,709 122,436 SH   SOLE   122,436 0 0
EDISON INTL COMMON STOCK 281020107 4,254 55,121 SH   SOLE   55,121 0 0
EDWARDS LIFESCI COMMON STOCK 28176E108 4,572 41,827 SH   SOLE   41,827 0 0
ELECTRONICS FOR IMAGING INC CONVERTIBLE SECURITY 286082AC6 10,946 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 34,056 398,129 SH   SOLE   398,129 0 0
EMERGENT BIOSOLUTIONS INC CONVERTIBLE SECURITY 29089QAB1 48,829 33,957,000 PRN   SOLE   33,939 0 18
EMERSON ELECTRIC CO COMMON STOCK 291011104 4,335 68,979 SH   SOLE   68,979 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 7,757 297,530 SH   SOLE   297,530 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 5,250 5,000,000 PRN   SOLE   5,000 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 34,669 358,372 SH   SOLE   358,372 0 0
EQUINIX INC COMMON STOCK 29444U700 3,697 8,283 SH   SOLE   8,283 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,578 39,104 SH   SOLE   39,104 0 0
ESTEE LAUDER COMMON STOCK 518439904 432 76,400 SH Call SOLE   764 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 7,926 5,863,000 PRN   SOLE   5,863 0 0
EXELON CORP COMMON STOCK 30161N101 26,951 715,446 SH   SOLE   715,446 0 0
EXPEDIA INC COMMON STOCK 30212P303 28,432 197,530 SH   SOLE   175,588 0 21,942
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 6,754 106,666 SH   SOLE   106,666 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 156 10,150 SH   SOLE   10,150 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 121,428 1,481,187 SH   SOLE   1,479,406 0 1,781
F5 NETWORKSINC COMMON STOCK 315616102 2,707 22,451 SH   SOLE   22,451 0 0
FABRINET COMMON STOCK G3323L100 1,342 36,217 SH   SOLE   2,995 0 33,222
FACEBOOK INC COMMON STOCK 30303M952 820 386,700 SH Put SOLE   3,867 0 0
FACEBOOK INC COMMON STOCK 30303M902 1,237 271,900 SH Call SOLE   2,719 0 0
FACEBOOK INC COMMON STOCK 30303M102 181,877 1,064,418 SH   SOLE   991,990 0 72,428
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 4,535 36,511 SH   SOLE   36,511 0 0
FEDEX CORP COMMON STOCK 31428X106 9,258 41,041 SH   SOLE   41,041 0 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 20,923 224,040 SH   SOLE   190,094 0 33,946
FIDELITY NL FIN CONVERTIBLE SECURITY 31620RAE5 709 263,000 PRN   SOLE   263 0 0
FIFTH THIRD BK COMMON STOCK 316773100 3,940 140,828 SH   SOLE   140,828 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 21,912 20,918,000 PRN   SOLE   20,882 0 36
FIREEYE CONVERTIBLE SECURITY 31816QAB7 6,904 7,282,000 PRN   SOLE   7,282 0 0
FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 18,866 985,161 SH   SOLE   833,646 0 151,515
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK 33616C100 18,286 175,050 SH   SOLE   175,050 0 0
FIRST SOLAR INC COMMON STOCK 336433907 11 200,000 SH Call SOLE   2,000 0 0
FIRST SOLAR INC COMMON STOCK 336433957 206 160,000 SH Put SOLE   1,600 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 4,229 137,184 SH   SOLE   137,184 0 0
FISERV INC COMMON STOCK 337738108 8,447 65,501 SH   SOLE   65,501 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 26,488 171,147 SH   SOLE   145,170 0 25,977
FLIR SYSTEMS INC COMMON STOCK 302445101 3,169 81,453 SH   SOLE   81,453 0 0
FLUOR CORP-NEW COMMON STOCK 343412102 2,418 57,423 SH   SOLE   57,423 0 0
FOOT LOCKER INC COMMON STOCK 344849104 1,636 46,462 SH   SOLE   46,462 0 0
FORD MOTOR CO COMMON STOCK 345370860 14,272 1,192,323 SH   SOLE   1,191,964 0 359
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 6,095 6,000,000 PRN   SOLE   6,000 0 0
FORTUNE BRANDS HOME & SECURITY COMMON STOCK 34964C106 5,682 84,517 SH   SOLE   84,517 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 3,147 224,132 SH   SOLE   224,132 0 0
FRONTIER COMMUNICATIONS CORP CONVERTIBLE PREFERRED SECURITY 35906A207 2,886 150,000 SH   SOLE   150,000 0 0
GAMESTOP CORP COMMON STOCK 36467W109 1,779 86,095 SH   SOLE   86,095 0 0
GARMIN LTD COMMON STOCK H2906T109 2,969 55,020 SH   SOLE   55,020 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 7,437 36,174 SH   SOLE   36,174 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 74,721 3,090,203 SH   SOLE   3,089,989 0 214
GENERAL MILLS INC COMMON STOCK 370334104 3,570 68,979 SH   SOLE   68,979 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 18,583 460,201 SH   SOLE   460,201 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,983 88,470 SH   SOLE   88,470 0 0
GENESEE & WYOMING INC COMMON STOCK 371559105 22,646 305,979 SH   SOLE   263,237 0 42,742
GILEAD SCIENCES INC COMMON STOCK 375558903 605 235,000 SH Call SOLE   2,350 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 25,832 318,834 SH   SOLE   318,834 0 0
GLOBAL X FTSE GREECE 20 COMMON STOCK 37950E366 2,346 248,000 SH   SOLE   248,000 0 0
GNC CORP CONVERTIBLE SECURITY 36191GAB3 2,954 4,000,000 PRN   SOLE   4,000 0 0
GOLDMAN SACHS COMMON STOCK 38141G104 38,217 161,124 SH   SOLE   161,106 0 18
GREENBRIER COMPANIES CONVERTIBLE SECURITY 393657AH4 16,454 11,834,000 PRN   SOLE   11,818 0 16
HALLIBURTON CO COMMON STOCK 406216101 33,969 737,984 SH   SOLE   699,795 0 38,189
HARRIS CORP COMMON STOCK 413875105 20,212 153,496 SH   SOLE   133,212 0 20,284
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,718 67,081 SH   SOLE   67,081 0 0
HERBALIFE LTD COMMON STOCK G4412G951 1,235 100,000 SH Put SOLE   1,000 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 15,036 15,000,000 PRN   SOLE   15,000 0 0
HEWLETT PACKARD ENTERPRISE CO COMMON STOCK 42824C109 2,721 185,008 SH   SOLE   185,008 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 5,422 4,500,000 PRN   SOLE   4,500 0 0
HOLOGIC INC COMMON STOCK 436440101 12,662 345,114 SH   SOLE   297,189 0 47,925
HOLOGIC INC CONVERTIBLE SECURITY 436440AG6 21,281 17,583,000 PRN   SOLE   17,583 0 0
HOME DEPOT COMMON STOCK 437076102 94,795 579,575 SH   SOLE   579,506 0 69
HONEYWELL INTL COMMON STOCK 438516106 59,114 417,058 SH   SOLE   417,019 0 39
HORIZON GLOBAL CORP CONVERTIBLE SECURITY 44052WAA2 5,208 5,000,000 PRN   SOLE   5,000 0 0
HORIZON PHARMA PLC CONVERTIBLE SECURITY 44052TAB7 6,785 7,500,000 PRN   SOLE   7,500 0 0
HP INC COMMON STOCK 40434L105 5,158 258,417 SH   SOLE   258,417 0 0
ICICI BANK LTD COMMON STOCK 45104G104 112 13,137 SH   SOLE   13,137 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 3,676 23,640 SH   SOLE   23,628 0 12
ILL TOOL WORKS INC COMMON STOCK 452308109 6,817 46,071 SH   SOLE   46,071 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 3,117 2,730,000 PRN   SOLE   2,730 0 0
ILLUMINA INC COMMON STOCK 452327109 8,285 41,589 SH   SOLE   41,589 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 44,175 41,818,000 PRN   SOLE   41,573 0 245
IMMUNOMEDICS COMMON STOCK 452907958 38 300,000 SH Put SOLE   3,000 0 0
IMMUNOMEDICS CONVERTIBLE SECURITY 452907AK4 7,065 2,500,000 PRN   SOLE   2,500 0 0
INCYTE GENOMICS INC COMMON STOCK 45337C102 14,324 122,699 SH   SOLE   111,416 0 11,283
INFINERA CORP CONVERTIBLE SECURITY 45667GAB9 9,760 9,500,000 PRN   SOLE   9,500 0 0
INGERSOLL-RAND PLC COMMON STOCK G47791101 300 3,365 SH   SOLE   3,365 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 16,111 16,513,000 PRN   SOLE   16,489 0 24
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 7,688 6,320,000 PRN   SOLE   6,300 0 20
INSULET CORP CONVERTIBLE SECURITY 45784PAD3 1,012 804,000 PRN   SOLE   804 0 0
INTEGRATED DEVICE TECHNOLOGY CONVERTIBLE SECURITY 458118AC0 10,711 10,000,000 PRN   SOLE   10,000 0 0
INTEL CORP COMMON STOCK 458140900 314 114,500 SH Call SOLE   1,145 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AD2 8,800 6,184,000 PRN   SOLE   6,184 0 0
INTEL CORP COMMON STOCK 458140100 25,897 680,071 SH   SOLE   679,870 0 201
INTEL CORP CONVERTIBLE SECURITY 458140AF7 178,166 96,892,000 PRN   SOLE   96,852 0 40
INTERCEPT PHARMACEUTICALS CONVERTIBLE SECURITY 45845PAA6 3,900 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45866F104 60,272 877,317 SH   SOLE   802,720 0 74,597
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 13,472 92,857 SH   SOLE   92,857 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE SECURITY 464337AJ3 18,584 17,500,000 PRN   SOLE   17,500 0 0
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE SECURITY 46333XAD0 23,659 19,852,000 PRN   SOLE   19,835 0 17
ISHARES 20Plus YEAR TREASURY BOND COMMON STOCK 464287952 338 450,000 SH Put SOLE   4,500 0 0
ISHARES CORE MSCI EAFE COMMON STOCK 46432F842 1,575 24,540 SH   SOLE   4,129 0 20,411
ISHARES CORE MSCI EMERGING COMMON STOCK 46434G103 228 4,221 SH   SOLE   1,215 0 3,006
ISHARES DJ SELECT DVD COMMON STOCK 464287168 2,257 24,098 SH   SOLE   3,805 0 20,293
ISHARES EDGE MSCI MIN VOL EAFE COMMON STOCK 46429B689 1,088 15,311 SH   SOLE   910 0 14,401
ISHARES IBOXX HY CORP BOND COMMON STOCK 464288513 21,866 246,350 SH   SOLE   246,350 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 37 272,000 SH Put SOLE   2,720 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 10,826 6,511,500 SH Call SOLE   65,115 0 0
ISHARES MSCI EAFE INDEX FUND COMMON STOCK 464287465 16,248 237,272 SH   SOLE   236,545 0 727
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287954 2,074 2,493,500 SH Put SOLE   24,935 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B598 577 513,000 SH Put SOLE   5,130 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B598 3,441 104,750 SH   SOLE   104,750 0 0
ISHARES NASDAQ BIOTECH INDX COMMON STOCK 464287556 21,261 63,735 SH   SOLE   63,735 0 0
ISHARES NATIONAL AMT-FREE MUNI COMMON STOCK 464288414 638 5,750 SH   SOLE   0 0 5,750
ISHARES RUSSELL 2000 VALUE ETF COMMON STOCK 464287630 22,288 179,565 SH   SOLE   179,565 0 0
ISHARES S&P 500 INDEX FUND COMMON STOCK 464287200 5,390 21,310 SH   SOLE   1,568 0 19,742
ISHARES S&P MIDCAP 400 COMMON STOCK 464287507 1,454 8,130 SH   SOLE   985 0 7,145
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 11,816 862,500 SH   SOLE   709,957 0 152,543
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 3,299 56,616 SH   SOLE   56,616 0 0
JAZZ PHARMACEUTICLS CONVERTIBLE SECURITY 472145AB7 9,525 9,015,000 PRN   SOLE   9,015 0 0
JD.COM COMMON STOCK 47215P106 2,165 56,680 SH   SOLE   43,480 0 13,200
JEFFERIES GROUP INC CONVERTIBLE SECURITY 472319AG7 2,250 2,242,000 PRN   SOLE   2,242 0 0
JNJ CONVERTIBLE SECURITY 02261WAB5 1,206 674,000 PRN   SOLE   674 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 188,134 1,447,072 SH   SOLE   1,397,936 0 49,136
JOHNSON CONTROLS INTERNATIONAL COMMON STOCK G51502105 4,348 107,930 SH   SOLE   107,930 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 175,938 1,842,089 SH   SOLE   1,839,523 0 2,566
JPMORGAN ALERIAN MLP COMMON STOCK 46625H365 370 13,126 SH   SOLE   241 0 12,885
JUNIPER NETWORKS INC COMMON STOCK 48203R104 2,807 100,873 SH   SOLE   100,873 0 0
KELLOGG CO COMMON STOCK 487836108 2,331 37,370 SH   SOLE   37,370 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 4,280 36,367 SH   SOLE   35,860 0 507
KINDER MORGAN INC COMMON STOCK 49456B101 4,513 235,322 SH   SOLE   235,322 0 0
KNOWLES CORPORATION CONVERTIBLE SECURITY 49926DAB5 18,540 16,427,000 PRN   SOLE   16,409 0 18
KRAFT HEINZ CO/THE COMMON STOCK 500754106 5,203 67,094 SH   SOLE   67,094 0 0
KROGER CO COMMON STOCK 501044101 2,574 128,299 SH   SOLE   128,299 0 0
LABORATORY CORP LYONS CONVERTIBLE SECURITY 50540RAG7 1,367 672,000 PRN   SOLE   672 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 25,947 171,866 SH   SOLE   151,788 0 20,078
LAM RESEARCH CORP COMMON STOCK 512807908 792 53,000 SH Call SOLE   530 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AL2 8,872 2,898,000 PRN   SOLE   2,863 0 35
LAM RESEARCH CORP COMMON STOCK 512807108 50,713 274,067 SH   SOLE   273,423 0 644
LAREDO PETROLEUM INC COMMON STOCK 516806106 177 13,675 SH   SOLE   13,675 0 0
LEAR CORP COMMON STOCK 521865204 216 1,250 SH   SOLE   1,250 0 0
LENNOX INTERNATIONAL INC COMMON STOCK 526107107 200 1,120 SH   SOLE   1,120 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530610AD6 58,370 49,085,000 PRN   SOLE   48,860 0 225
LIBERTY MEDIA CONVERTIBLE SECURITY 530715AG6 8,761 12,231,000 PRN   SOLE   12,231 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AE2 58,945 55,482,000 PRN   SOLE   55,482 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 81,411 67,364,000 PRN   SOLE   67,332 0 32
LIBERTY MEDIA CONVERTIBLE SECURITY 530715AL5 8,428 11,890,000 PRN   SOLE   11,890 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE SECURITY 53220KAD0 22,799 12,500,000 PRN   SOLE   12,500 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE SECURITY 538034AJ8 13,238 10,000,000 PRN   SOLE   10,000 0 0
LKQ CORP COMMON STOCK 501889208 3,683 102,341 SH   SOLE   102,341 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 32,582 105,005 SH   SOLE   104,981 0 24
LOWE'S COMPANIES COMMON STOCK 548661107 49,216 615,665 SH   SOLE   571,473 0 44,192
LUMENTUM HOLDINGS INC COMMON STOCK 55024U109 25,438 468,036 SH   SOLE   414,427 0 53,609
LYONDELLBASELL INDUSTRIES COMMON STOCK N53745100 5,819 58,753 SH   SOLE   58,753 0 0
M/I HOMES INC CONVERTIBLE SECURITY 55292PAB1 4,055 4,000,000 PRN   SOLE   4,000 0 0
MACERICH COMPANY COMMON STOCK 554382101 3,580 65,134 SH   SOLE   65,134 0 0
MACQUARIE INFRASTRUCTURE CO CONVERTIBLE SECURITY 55608BAA3 2,135 2,001,000 PRN   SOLE   2,001 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAB1 6,946 7,154,000 PRN   SOLE   7,154 0 0
MACYS INC COMMON STOCK 55616P104 2,001 91,693 SH   SOLE   91,693 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 9,025 127,005 SH   SOLE   127,005 0 0
MANPOWERGROUP INC COMMON STOCK 56418H100 203 1,720 SH   SOLE   1,720 0 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 2,009 99,000 SH   SOLE   99,000 0 0
MARATHON PETROLEUM COMMON STOCK 56585A102 15,911 283,712 SH   SOLE   283,633 0 79
MARRIOTT VACATIONS WORLD CONVERTIBLE SECURITY 57164YAA5 36,725 35,091,000 PRN   SOLE   35,001 0 90
MARSH & MCLENNAN COS COMMON STOCK 571748102 21,811 260,240 SH   SOLE   260,240 0 0
MASCO CORP COMMON STOCK 574599106 42,746 1,095,771 SH   SOLE   1,019,703 0 76,068
MASTERCARD INC COMMON STOCK 57636Q104 54,442 385,568 SH   SOLE   384,569 0 999
MCDONALD'S CORP COMMON STOCK 580135101 41,261 263,344 SH   SOLE   263,305 0 39
MCKESSON CORP COMMON STOCK 58155Q103 3,762 24,491 SH   SOLE   24,491 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AE5 9,505 7,500,000 PRN   SOLE   7,500 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AG0 16,057 15,250,000 PRN   SOLE   15,250 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 50,757 36,896,000 PRN   SOLE   36,859 0 37
MEDTRONIC PLC COMMON STOCK G5960L103 29,678 381,618 SH   SOLE   381,618 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 2,255 8,710 SH   SOLE   6,760 0 1,950
MERCADOLIBRE INC CONVERTIBLE SECURITY 58733RAB8 20,847 10,000,000 PRN   SOLE   10,000 0 0
MERCK & CO COMMON STOCK 58933Y105 73,750 1,151,798 SH   SOLE   1,151,670 0 128
METLIFE INC COMMON STOCK 59156R108 32,956 634,375 SH   SOLE   634,290 0 85
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 24,876 763,314 SH   SOLE   669,230 0 94,084
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 18,945 211,012 SH   SOLE   190,873 0 20,139
MICROCHP TECH HYPER WARRANTS CONVERTIBLE SECURITY 595017AD6 39,844 22,823,000 PRN   SOLE   22,778 0 45
MICRON TECH CONVERTIBLE SECURITY 595112AY9 48,119 34,750,000 PRN   SOLE   34,750 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AU7 22,014 6,133,000 PRN   SOLE   6,113 0 20
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AV5 3,193 886,000 PRN   SOLE   886 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 7,506 190,848 SH   SOLE   190,671 0 177
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 99,312 25,000,000 PRN   SOLE   25,000 0 0
MICROSOFT CORP COMMON STOCK 594918104 253,838 3,407,676 SH   SOLE   3,275,533 0 132,143
MOHAWK INDS INC COMMON STOCK 608190104 16,844 68,052 SH   SOLE   61,530 0 6,522
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 17,259 10,000,000 PRN   SOLE   10,000 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 39,206 31,365,000 PRN   SOLE   31,365 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 37,157 913,855 SH   SOLE   913,855 0 0
MONSANTO CO COMMON STOCK 61166W101 6,627 55,304 SH   SOLE   55,304 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X909 295 67,000 SH Call SOLE   670 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 27,883 504,661 SH   SOLE   441,573 0 63,088
MORGAN STANLEY COMMON STOCK 617446448 41,465 860,806 SH   SOLE   860,806 0 0
MOSAIC CO COMMON STOCK 61945C103 1,738 80,512 SH   SOLE   80,512 0 0
NABORS INDUSTRIES LTD COMMON STOCK G6359F903 254 125,000 SH Call SOLE   1,250 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,798 78,317 SH   SOLE   78,317 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E908 1,756 125,000 SH Call SOLE   1,250 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAS7 8,257 7,500,000 PRN   SOLE   7,500 0 0
NCR CORP COMMON STOCK 62886E108 39,790 1,060,490 SH   SOLE   909,595 0 150,895
NETAPP INC COMMON STOCK 64110D104 302 6,895 SH   SOLE   6,895 0 0
NETFLIX INC COMMON STOCK 64110L106 40,337 222,425 SH   SOLE   222,425 0 0
NEW ORIENTAL EDUCATION COMMON STOCK 647581107 10,104 114,480 SH   SOLE   101,880 0 12,600
NEW YORK CMTY TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 839 16,410 SH   SOLE   16,410 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 748 17,525 SH   SOLE   17,525 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 8,691 231,687 SH   SOLE   229,457 0 2,230
NEXTERA ENERGY INC COMMON STOCK 65339F101 13,784 94,057 SH   SOLE   93,985 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 42,036 760,414 SH   SOLE   759,564 0 850
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F846 79,603 1,200,464 SH   SOLE   1,197,474 0 2,990
NIKE INC COMMON STOCK 654106103 26,285 506,948 SH   SOLE   506,948 0 0
NISOURCE INC COMMON STOCK 65473P105 4,532 177,090 SH   SOLE   177,090 0 0
NOBLE CORP PLC COMMON STOCK G65431101 110 24,000 SH   SOLE   24,000 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 2,120 74,745 SH   SOLE   74,745 0 0
NOKIA CP COMMON STOCK 654902204 10,884 1,820,000 SH   SOLE   1,820,000 0 0
NORFOLK SOTHN CORP COMMON STOCK 655844108 4,768 36,057 SH   SOLE   36,057 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 27,069 94,080 SH   SOLE   94,080 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 47,568 8,658,000 PRN   SOLE   8,658 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAG5 95 95,000 PRN   SOLE   95 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAK6 14,095 15,000,000 PRN   SOLE   15,000 0 0
NUCOR CORP COMMON STOCK 670346105 8,938 159,498 SH   SOLE   159,461 0 37
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 50,064 43,789,000 PRN   SOLE   43,759 0 30
NVIDIA CORP COMMON STOCK 67066G904 458 23,500 SH Call SOLE   235 0 0
NVIDIA CORP COMMON STOCK 67066G104 28,212 157,814 SH   SOLE   157,814 0 0
NXP SEMICONDUCT NV CONVERTIBLE SECURITY 62952QAB6 25,157 20,780,000 PRN   SOLE   20,780 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 5,404 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 5,540 86,278 SH   SOLE   86,278 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 3,106 130,654 SH   SOLE   130,654 0 0
OLD REPUBLIC INTL CORP CONVERTIBLE SECURITY 680223AH7 4,186 3,261,000 PRN   SOLE   3,261 0 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 1,596 86,400 SH   SOLE   86,400 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 56,297 47,195,000 PRN   SOLE   46,990 0 205
ORACLE CORP COMMON STOCK 68389X105 28,703 593,657 SH   SOLE   593,657 0 0
ORBOTECH LTD COMMON STOCK M75253100 3,766 89,231 SH   SOLE   89,231 0 0
P G & E CORP COMMON STOCK 69331C108 4,555 66,894 SH   SOLE   66,894 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 20,858 15,131,000 PRN   SOLE   15,131 0 0
PANDORA MEDIA INC CONVERTIBLE SECURITY 698354AB3 29,421 31,469,000 PRN   SOLE   31,449 0 20
PARKER HANNIFIN CORP COMMON STOCK 701094104 11,390 65,080 SH   SOLE   54,522 0 10,558
PATTERSON COS INC COMMON STOCK 703395103 2,802 72,494 SH   SOLE   72,494 0 0
PAYCOM SOFTWARE INC COMMON STOCK 70432V102 9,618 128,314 SH   SOLE   109,892 0 18,422
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 47,385 740,044 SH   SOLE   672,463 0 67,581
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 16,096 16,507,000 PRN   SOLE   16,507 0 0
PENTAIR PLC COMMON STOCK G7S00T104 5,525 81,299 SH   SOLE   81,299 0 0
PEPSICO INC COMMON STOCK 713448108 70,403 631,814 SH   SOLE   631,735 0 79
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 4,091 407,425 SH   SOLE   290,319 0 117,106
PFIZER INC COMMON STOCK 717081103 72,464 2,029,800 SH   SOLE   2,029,671 0 129
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 60,191 542,208 SH   SOLE   542,169 0 39
PHILLIPS 66 COMMON STOCK 718546104 3,461 37,776 SH   SOLE   37,776 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723664908 210 25,000 SH Call SOLE   250 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 15,235 103,263 SH   SOLE   102,563 0 700
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 40,427 299,974 SH   SOLE   298,900 0 1,074
POWERSHARES S&P 500 LOW VOLA COMMON STOCK 73937B779 657 14,350 SH   SOLE   0 0 14,350
PPG INDUSTRIES INC COMMON STOCK 693506107 3,991 36,733 SH   SOLE   36,733 0 0
PRAXAIR INC COMMON STOCK 74005P104 5,625 40,256 SH   SOLE   40,256 0 0
PRICELINE GROUP INC/THE COMMON STOCK 741503403 53,491 29,217 SH   SOLE   27,142 0 2,075
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 248 3,855 SH   SOLE   3,855 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 87,581 962,635 SH   SOLE   962,546 0 89
PROGRESSIVE CORP OHIO COMMON STOCK 743315103 245 5,050 SH   SOLE   5,050 0 0
PROLOGIS INC COMMON STOCK 74340W103 3,988 62,845 SH   SOLE   62,845 0 0
PROOFPOINT CONVERTIBLE SECURITY 743424AB9 33,437 15,000,000 PRN   SOLE   15,000 0 0
PROOFPOINT CONVERTIBLE SECURITY 743424AD5 38,023 30,423,000 PRN   SOLE   30,403 0 20
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 285 275,000 PRN   SOLE   275 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAK8 726 722,000 PRN   SOLE   722 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 2,023 2,000,000 PRN   SOLE   2,000 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAL6 2,339 2,300,000 PRN   SOLE   2,300 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 26,449 248,766 SH   SOLE   248,735 0 31
PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK 744573106 2,965 64,106 SH   SOLE   64,106 0 0
PULTEGROUP INC COMMON STOCK 745867101 23,798 870,771 SH   SOLE   764,970 0 105,801
PVH CORP COMMON STOCK 693656100 3,631 28,801 SH   SOLE   28,801 0 0
QUALCOMM INC COMMON STOCK 747525103 11,948 230,474 SH   SOLE   230,474 0 0
QUEST DIAGNOSTC COMMON STOCK 74834L100 3,523 37,619 SH   SOLE   37,619 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 7,566 5,000,000 PRN   SOLE   5,000 0 0
RADIAN GROUP INC COMMON STOCK 750236101 38,024 2,034,482 SH   SOLE   1,820,045 0 214,437
RADIUS HEALTH CONVERTIBLE SECURITY 750469AA6 5,072 5,000,000 PRN   SOLE   5,000 0 0
RAMBUS INC CONVERTIBLE SECURITY 750917AE6 11,836 10,000,000 PRN   SOLE   10,000 0 0
RAYTHEON CO COMMON STOCK 755111507 32,301 173,124 SH   SOLE   150,356 0 22,768
REALPAGE INC COMMON STOCK 75606N109 10,069 252,368 SH   SOLE   213,024 0 39,344
REALTY INCOME CORP COMMON STOCK 756109104 2,460 43,014 SH   SOLE   43,014 0 0
RED HAT INC COMMON STOCK 756577102 4,675 42,169 SH   SOLE   42,169 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 40,304 26,148,000 PRN   SOLE   26,148 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,982 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 30,951 69,222 SH   SOLE   61,829 0 7,393
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 4,161 273,232 SH   SOLE   273,232 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE SECURITY 75972AAC7 9,841 7,500,000 PRN   SOLE   7,500 0 0
RH COMMON STOCK 74967X903 558 50,000 SH Call SOLE   500 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 6,160 47,125 SH   SOLE   47,125 0 0
ROSS STORES INC COMMON STOCK 778296103 3,187 49,361 SH   SOLE   49,361 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 28,629 28,207,000 PRN   SOLE   28,177 0 30
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 4,575 38,594 SH   SOLE   38,594 0 0
ROYAL GOLD CONVERTIBLE SECURITY 780287AA6 43,335 39,250,000 PRN   SOLE   38,333 0 917
RPC INC COMMON STOCK 749660106 206 8,295 SH   SOLE   8,295 0 0
RPM INTL INC CONVERTIBLE SECURITY 749685AT0 1,048 905,000 PRN   SOLE   905 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAB3 27,648 24,777,000 PRN   SOLE   24,753 0 24
S&P GLOBAL INC COMMON STOCK 78409V104 11,499 73,566 SH   SOLE   63,008 0 10,558
SALESFORCE.COM INC COMMON STOCK 79466L952 319 359,800 SH Put SOLE   3,598 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 34,249 366,609 SH   SOLE   324,900 0 41,709
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 180,513 128,551,000 PRN   SOLE   128,496 0 55
SCHLUMBERGER LTD COMMON STOCK 806857108 56,621 811,657 SH   SOLE   776,404 0 35,253
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 8,255 188,723 SH   SOLE   188,723 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 713 11,879 SH   SOLE   0 0 11,879
SCHWAB US MID CAP ETF COMMON STOCK 808524508 369 7,367 SH   SOLE   0 0 7,367
SCHWAB US SMALL CAP ETF COMMON STOCK 808524607 247 3,670 SH   SOLE   0 0 3,670
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 802 800,000 PRN   SOLE   800 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 81170YAB5 3,603 4,000,000 PRN   SOLE   4,000 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 49,317 30,750,000 PRN   SOLE   30,730 0 20
SHERWIN WILLIAM COMMON STOCK 824348106 299 835 SH   SOLE   835 0 0
SHUTTERFLY INC CONVERTIBLE SECURITY 82568PAB2 13,911 14,000,000 PRN   SOLE   14,000 0 0
SILVER STANDARD RESOURCES INC CONVERTIBLE SECURITY 82823LAC0 713 709,000 PRN   SOLE   709 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 7,600 47,200 SH   SOLE   47,200 0 0
SINA CORP CONVERTIBLE SECURITY 82922RAD5 11,672 10,000,000 PRN   SOLE   10,000 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 2,512 24,647 SH   SOLE   24,647 0 0
SLM CORP COMMON STOCK 78442P106 36,373 3,171,122 SH   SOLE   2,850,913 0 320,209
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 17,691 18,694,000 PRN   SOLE   18,694 0 0
SOLARCITY CONVERTIBLE SECURITY 83416TAC4 2,851 3,000,000 PRN   SOLE   3,000 0 0
SOUTHWEST AIRLINES COMMON STOCK 844741108 7,238 129,300 SH   SOLE   129,300 0 0
SOUTHWESTERN ENERGY CO CONVERTIBLE PREFERRED SECURITY 845467208 20,695 1,451,265 SH   SOLE   1,451,265 0 0
SPDR BARCLAYS CAPITAL HIGH COMMON STOCK 78464A417 26,274 704,025 SH   SOLE   704,025 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 1,966 1,261,500 SH Put SOLE   12,615 0 0
SPDR TRUST SERIES 1 COMMON STOCK 78462F103 21,781 86,699 SH   SOLE   86,699 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK 84756N109 10,571 238,200 SH   SOLE   238,200 0 0
SPIRIT AIRLINES INC COMMON STOCK 848577102 23,362 699,240 SH   SOLE   640,249 0 58,991
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAB8 1,419 1,386,000 PRN   SOLE   1,386 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502887 15,620 136,245 SH   SOLE   136,245 0 0
STARBUCKS CORP COMMON STOCK 855244109 66,481 1,237,784 SH   SOLE   1,158,643 0 79,141
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAA3 1,476 1,393,000 PRN   SOLE   1,393 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAC9 5,148 5,146,000 PRN   SOLE   5,146 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAB1 5,587 5,000,000 PRN   SOLE   5,000 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAH8 16,595 16,361,000 PRN   SOLE   16,276 0 85
STATE STREET CORP COMMON STOCK 857477103 4,607 48,219 SH   SOLE   48,219 0 0
STORAGE PROPERTIES COMMON STOCK 74460D109 3,394 15,860 SH   SOLE   15,860 0 0
STRYKER CORP COMMON STOCK 863667101 32,136 226,277 SH   SOLE   226,218 0 59
SUNPOWER CORP CONVERTIBLE SECURITY 867652AL3 8,299 10,000,000 PRN   SOLE   10,000 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 3,999 66,905 SH   SOLE   66,905 0 0
SYMANTEC CORP COMMON STOCK 871503108 2,985 90,983 SH   SOLE   90,983 0 0
SYNCHRONOSS TECHNOLOGIES INC CONVERTIBLE SECURITY 87157BAA1 3,870 4,554,000 PRN   SOLE   4,554 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 12,323 396,861 SH   SOLE   396,861 0 0
SYNOPSYS INC COMMON STOCK 871607107 246 3,055 SH   SOLE   3,055 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 6,759 180,000 SH   SOLE   180,000 0 0
TAKE-TWO INTER COMMON STOCK 874054109 4,391 42,950 SH   SOLE   42,950 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 40,599 5,250,000 PRN   SOLE   5,250 0 0
TARGET CORP COMMON STOCK 87612E106 5,043 85,453 SH   SOLE   85,377 0 76
TCP CAPITAL CORP CONVERTIBLE SECURITY 87238QAD5 10,426 10,000,000 PRN   SOLE   10,000 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 4,928 59,326 SH   SOLE   59,326 0 0
TEAM INC COMMON STOCK 878155900 65 200,000 SH Call SOLE   2,000 0 0
TELIGENT INC CONVERTIBLE SECURITY 449575AB5 3,861 4,000,000 PRN   SOLE   4,000 0 0
TENARIS SA COMMON STOCK 88031M109 17,133 605,199 SH   SOLE   531,718 0 73,481
TESLA INC COMMON STOCK 88160R101 35,556 104,240 SH   SOLE   90,993 0 13,247
TESLA INC CONVERTIBLE SECURITY 88160RAD3 50,771 41,370,000 PRN   SOLE   41,370 0 0
TESLA MOTORS INC COMMON STOCK 88160R951 16 623,400 SH Put SOLE   6,234 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAB7 19 17,000 PRN   SOLE   17 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 173,438 153,916,000 PRN   SOLE   153,701 0 215
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 5,620 62,693 SH   SOLE   62,621 0 72
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AS5 21,614 15,000,000 PRN   SOLE   15,000 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AQ9 48,349 25,000,000 PRN   SOLE   25,000 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AX4 153,318 133,084,000 PRN   SOLE   132,716 0 368
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 27,862 147,264 SH   SOLE   147,238 0 26
TIME WARNER INC COMMON STOCK 887317303 11,631 113,530 SH   SOLE   113,530 0 0
TIMKEN CO COMMON STOCK 887389104 220 4,530 SH   SOLE   4,530 0 0
TIMKENSTEEL CORP CONVERTIBLE SECURITY 887399AA1 7,890 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 30,649 415,699 SH   SOLE   389,793 0 25,906
T-MOBILE US INC CONVERTIBLE PREFERRED SECURITY 872590203 51,078 511,241 SH   SOLE   511,041 0 200
TOPBUILD COMMON STOCK 89055F103 3,265 50,099 SH   SOLE   50,099 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 16,906 258,114 SH   SOLE   222,305 0 35,809
TRANSDIGM GROUP INC COMMON STOCK 893641100 3,776 14,772 SH   SOLE   14,772 0 0
TRANSUNION COMMON STOCK 89400J107 22,140 468,474 SH   SOLE   394,519 0 73,955
TRAVELERS COMPANIES INC COMMON STOCK 89417E109 3,720 30,365 SH   SOLE   30,365 0 0
TRIMBLE INC COMMON STOCK 896239100 2,237 56,995 SH   SOLE   56,995 0 0
TRINITY INDUSTRIES INC CONVERTIBLE SECURITY 896522AF6 19,354 14,385,000 PRN   SOLE   14,385 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 16,923 10,000,000 PRN   SOLE   10,000 0 0
TUTOR PERINI CORP CONVERTIBLE SECURITY 901109AD0 31,055 26,569,000 PRN   SOLE   26,551 0 18
TWENTY-FIRST CENTURY FOX INC COMMON STOCK 90130A101 6,006 227,685 SH   SOLE   227,685 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 9,199 10,000,000 PRN   SOLE   10,000 0 0
UBS GROUP AG COMMON STOCK H42097107 10,007 583,500 SH   SOLE   583,500 0 0
UDR INC COMMON STOCK 902653104 2,715 71,397 SH   SOLE   71,397 0 0
ULTA SALON COSMETICS COMMON STOCK 90384S303 15,599 69,003 SH   SOLE   62,690 0 6,313
UNION PACIFIC CORP COMMON STOCK 907818108 47,411 408,817 SH   SOLE   408,768 0 49
UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047959 50 114,000 SH Put SOLE   1,140 0 0
UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047109 6,940 114,000 SH   SOLE   114,000 0 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 36,906 307,316 SH   SOLE   307,316 0 0
UNITED RENTALS INC COMMON STOCK 911363109 208 1,500 SH   SOLE   1,500 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909958 15 111,300 SH Put SOLE   1,113 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909908 106 111,300 SH Call SOLE   1,113 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 10,758 92,676 SH   SOLE   92,676 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 91,254 465,936 SH   SOLE   456,202 0 9,734
UNUMPROVIDENT CORP COMMON STOCK 91529Y106 225 4,410 SH   SOLE   4,410 0 0
US BANCORP COMMON STOCK 902973304 341 6,355 SH   SOLE   6,355 0 0
VAIL RESORTS COMMON STOCK 91879Q909 296 24,500 SH Call SOLE   245 0 0
VALE SA COMMON STOCK 91912E105 4,663 463,068 SH   SOLE   408,762 0 54,306
VALERO ENERGY COMMON STOCK 91913Y100 4,346 56,495 SH   SOLE   56,495 0 0
VANECK VECTORS VIETNAM ETF COMMON STOCK 92189F817 2,907 195,000 SH   SOLE   195,000 0 0
VANGUARD FTSE EUROPE COMMON STOCK 922042874 22,778 390,500 SH   SOLE   390,500 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 3,874 38,715 SH   SOLE   38,715 0 0
VEECO INSTRUMENTS INC. CONVERTIBLE SECURITY 922417AD2 28,486 29,706,000 PRN   SOLE   29,666 0 40
VEON LTD COMMON STOCK 91822M106 84 20,000 SH   SOLE   20,000 0 0
VERIZON COMM COMMON STOCK 92343V104 51,711 1,044,880 SH   SOLE   1,044,880 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 4,444 29,229 SH   SOLE   29,229 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 46612JAF8 10,530 10,000,000 PRN   SOLE   10,000 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W953 125 500,000 SH Put SOLE   5,000 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W903 806 750,000 SH Call SOLE   7,500 0 0
VIPSHOP HOLDINGS LTD CONVERTIBLE SECURITY 92763WAA1 17,258 17,500,000 PRN   SOLE   17,500 0 0
VIRTUS INVESTMENT PARTNERS CONVERTIBLE PREFERRED SECURITY 92828Q208 14,528 140,000 SH   SOLE   140,000 0 0
VISA INC COMMON STOCK 92826C839 109,135 1,037,013 SH   SOLE   989,335 0 47,678
VMWARE INC COMMON STOCK 928563402 268 2,453 SH   SOLE   2,415 0 38
VODAFONE GROUP PLC COMMON STOCK 92857W908 124 412,000 SH Call SOLE   4,120 0 0
VORNADO REALTY TRUST COMMON STOCK 929042109 1,485 19,321 SH   SOLE   19,321 0 0
VULCAN MATLS CO COMMON STOCK 929160109 10,375 86,744 SH   SOLE   70,082 0 16,662
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 24,226 313,726 SH   SOLE   313,726 0 0
WAL-MART STORES INC COMMON STOCK 931142103 47,232 604,455 SH   SOLE   602,072 0 2,383
WASTE CONNECTIONS INC COMMON STOCK 94106B101 40,550 579,617 SH   SOLE   489,622 0 89,995
WAYFAIR CONVERTIBLE SECURITY 94419LAA9 14,506 15,000,000 PRN   SOLE   15,000 0 0
WEATHERFORD INTERNATIONAL LTD CONVERTIBLE SECURITY 947075AH0 20,214 18,473,000 PRN   SOLE   18,438 0 35
WEBMD HEALTH CORP CONVERTIBLE SECURITY 94770VAF9 1,490 1,392,000 PRN   SOLE   1,372 0 20
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 268 1,560 SH   SOLE   1,560 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746101 67,405 1,222,212 SH   SOLE   1,222,147 0 65
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 64,012 48,678 SH   SOLE   48,628 0 50
WELLTOWER INC COMMON STOCK 95040Q104 10,436 148,492 SH   SOLE   148,436 0 56
WELLTOWER INC CONVERTIBLE PREFERRED SECURITY 95040Q203 29,981 472,658 SH   SOLE   472,658 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 4,074 47,150 SH   SOLE   47,099 0 51
WEYERHAEUSER CO COMMON STOCK 962166104 3,543 104,111 SH   SOLE   104,111 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 15,673 84,976 SH   SOLE   84,976 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 10,186 11,375,000 PRN   SOLE   11,375 0 0
WILLIAMS CO. COMMON STOCK 969457100 2,837 94,523 SH   SOLE   94,523 0 0
WORKDAY INC COMMON STOCK 98138H101 31,573 299,578 SH   SOLE   262,630 0 36,948
WORKDAY INC CONVERTIBLE SECURITY 98138HAC5 37,781 28,942,000 PRN   SOLE   28,867 0 75
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 10,557 7,500,000 PRN   SOLE   7,500 0 0
WPX ENERGY CONVERTIBLE PREFERRED SECURITY 98212B202 21,224 398,196 SH   SOLE   398,196 0 0
WRIGHT MEDICAL CONVERTIBLE SECURITY 98235TAE7 10,824 10,000,000 PRN   SOLE   10,000 0 0
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 10,143 7,500,000 PRN   SOLE   7,500 0 0
WW GRAINGER INC COMMON STOCK 384802104 2,747 15,280 SH   SOLE   15,280 0 0
XILINX INC COMMON STOCK 983919901 2,709 381,500 SH Call SOLE   3,815 0 0
XILINX INC COMMON STOCK 983919101 3,337 47,114 SH   SOLE   47,114 0 0
XYLEM INC COMMON STOCK 98419M100 5,191 82,877 SH   SOLE   82,877 0 0
YANDEX NV COMMON STOCK N97284108 2,693 81,720 SH   SOLE   63,533 0 18,187
YELP INC COMMON STOCK 985817105 866 20,000 SH   SOLE   20,000 0 0
ZENDESK INC COMMON STOCK 98936J101 47,896 1,645,329 SH   SOLE   1,424,681 0 220,648
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 3,445 29,421 SH   SOLE   29,421 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 19,420 411,611 SH   SOLE   351,377 0 60,234
ZOETIS COMMON STOCK 98978V103 11,897 186,585 SH   SOLE   160,092 0 26,493