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 12,203 51,845 SH   SOLE   51,845 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 13,625 9,178,000 PRN   SOLE   8,628 0 550
58.COM COMMON STOCK 31680Q104 3,345 46,740 SH   SOLE   34,980 0 11,760
ABB LTD COMMON STOCK 000375204 5,089 190,000 SH   SOLE   190,000 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 18,718 327,988 SH   SOLE   327,988 0 0
ABBVIE COMMON STOCK 00287Y909 4,855 50,200 SH Call SOLE   50,200 0 0
ABBVIE COMMON STOCK 00287Y109 83,252 860,846 SH   SOLE   825,835 0 35,011
ACCENTURE PLC COMMON STOCK G1151C101 29,885 195,215 SH   SOLE   195,179 0 36
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 4,455 70,351 SH   SOLE   70,351 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 9,689 55,290 SH   SOLE   55,290 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK 00737L103 20,209 480,604 SH   SOLE   424,194 0 56,410
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,242 120,844 SH   SOLE   120,844 0 0
ADVANCED MICRO DEVICES INC CONVERTIBLE SECURITY 007903BD8 44,736 29,513,000 PRN   SOLE   29,513 0 0
AEROJET ROCKETDYNE HOLDINGS IN CONVERTIBLE SECURITY 007800AB1 6,921 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 3,573 329,905 SH   SOLE   329,905 0 0
AETNA INC COMMON STOCK 00817Y108 19,727 109,358 SH   SOLE   109,358 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 47,396 230,919 SH   SOLE   212,737 0 18,182
AFLAC INC COMMON STOCK 001055102 3,394 38,664 SH   SOLE   38,664 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 13,679 204,255 SH   SOLE   204,255 0 0
AIR LEASE CONVERTIBLE SECURITY 00912XAK0 18,124 10,799,000 PRN   SOLE   10,799 0 0
AIR LEASE COMMON STOCK 00912X302 35,323 734,521 SH   SOLE   654,630 0 79,891
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 4,804 29,278 SH   SOLE   29,278 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T901 4,878 75,000 SH Call SOLE   75,000 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 2,722 41,851 SH   SOLE   41,851 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE SECURITY 00971TAG6 10,084 10,000,000 PRN   SOLE   10,000 0 0
ALCOA CORP COMMON STOCK 013872906 3,879 72,000 SH Call SOLE   72,000 0 0
ALEXANDRIA REAL EST EQUITIES COMMON STOCK 015271109 4,849 37,128 SH   SOLE   37,128 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 57,598 481,632 SH   SOLE   441,695 0 39,937
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 18,981 110,077 SH   SOLE   110,077 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE SECURITY 01741RAG7 18,615 10,000,000 PRN   SOLE   10,000 0 0
ALLEGION PUBLIC LIMITED CO COMMON STOCK G0176J109 6,556 82,409 SH   SOLE   82,409 0 0
ALLERGAN PLC COMMON STOCK G0177J908 14,722 90,000 SH Call SOLE   90,000 0 0
ALLERGAN PLC COMMON STOCK G0177J108 45,918 280,709 SH   SOLE   256,981 0 23,728
ALLERGAN PLC CONVERTIBLE PREFERRED SECURITY G0177J116 92,490 157,766 SH   SOLE   157,421 0 345
ALLSCRIPTS HEALTHCARE SOLUTION CONVERTIBLE SECURITY 01988PAD0 8,744 8,160,000 PRN   SOLE   8,160 0 0
ALLSTATE CORP COMMON STOCK 020002101 6,590 62,939 SH   SOLE   62,939 0 0
ALPHABET INC COMMON STOCK 02079K305 281,803 267,518 SH   SOLE   252,562 0 14,956
ALPHABET INC COMMON STOCK 02079K107 47,448 45,344 SH   SOLE   45,344 0 0
ALTABA INC CONVERTIBLE SECURITY 984332AF3 70,928 52,564,000 PRN   SOLE   52,564 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 29,504 413,168 SH   SOLE   413,168 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 8,658 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135906 17,191 14,700 SH Call SOLE   14,700 0 0
AMAZON.COM INC COMMON STOCK 023135106 218,583 186,908 SH   SOLE   176,910 0 9,998
AMER ELECTRIC POWER INC COMMON STOCK 025537101 5,223 70,997 SH   SOLE   70,997 0 0
AMER EXPRESS CO. COMMON STOCK 025816109 31,161 313,771 SH   SOLE   313,771 0 0
AMER INTL GROUP COMMON STOCK 026874784 21,657 363,488 SH   SOLE   363,488 0 0
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X407 50,057 398,065 SH   SOLE   397,672 0 393
AMERICA MOVIL SA COMMON STOCK 02364W105 4,676 272,680 SH   SOLE   229,680 0 43,000
AMERICAN TOWER REIT INC COMMON STOCK 03027X100 11,515 80,711 SH   SOLE   80,711 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 234 1,380 SH   SOLE   1,380 0 0
AMGEN INC COMMON STOCK 031162100 35,154 202,150 SH   SOLE   202,125 0 25
AMPHENOL CORP COMMON STOCK 032095101 5,184 59,038 SH   SOLE   59,038 0 0
AMTRUST FIN SVCS CONVERTIBLE SECURITY 032359AG6 5,686 7,821,000 PRN   SOLE   7,821 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 3,899 72,683 SH   SOLE   72,683 0 0
ANDEAVOR COMMON STOCK 03349M105 234 2,050 SH   SOLE   2,050 0 0
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 1,990 646,000 PRN   SOLE   646 0 0
ANTHEM INC COMMON STOCK 036752103 9,790 43,511 SH   SOLE   43,511 0 0
ANTHEM INC CONVERTIBLE PREFERRED SECURITY 036752202 89,071 1,590,555 SH   SOLE   1,588,855 0 1,700
APACHE CORP COMMON STOCK 037411105 2,139 50,664 SH   SOLE   50,664 0 0
APARTMENT INVT & MGMT COMMON STOCK 03748R101 3,401 77,799 SH   SOLE   77,799 0 0
APOLLO COMMERCIAL REAL ESTATE CONVERTIBLE SECURITY 03762UAB1 5,073 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833100 435,501 2,573,429 SH   SOLE   2,451,348 0 122,081
APPLIED MATERIALS INC COMMON STOCK 038222105 55,863 1,092,772 SH   SOLE   999,310 0 93,462
APTIV PLC COMMON STOCK G6095L109 6,569 77,436 SH   SOLE   77,436 0 0
ARCHER DANIELS MIDLAND COMMON STOCK 039483102 2,553 63,709 SH   SOLE   63,709 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 2,780 2,776,000 PRN   SOLE   2,776 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 12,867 12,581,000 PRN   SOLE   12,581 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 6,579 103,974 SH   SOLE   103,974 0 0
ASML HOLDING NV COMMON STOCK N07059210 18,002 103,455 SH   SOLE   102,830 0 625
AT&T INC COMMON STOCK 00206R102 66,001 1,697,569 SH   SOLE   1,697,352 0 217
ATLAS AIR WORLDWIDE HLDGS INC CONVERTIBLE SECURITY 049164BH8 18,471 15,937,000 PRN   SOLE   15,937 0 0
AUTODESK INC COMMON STOCK 052769106 4,166 39,743 SH   SOLE   39,743 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,240 12,555 SH   SOLE   12,555 0 0
AVERY DENNISON COMMON STOCK 053611109 4,012 34,932 SH   SOLE   34,932 0 0
B2GOLD CORPORATION CONVERTIBLE SECURITY 11777QAB6 4,245 4,000,000 PRN   SOLE   4,000 0 0
BAIDU INC COMMON STOCK 056752908 11,757 50,200 SH Call SOLE   50,200 0 0
BAIDU INC COMMON STOCK 056752108 6,239 26,640 SH   SOLE   19,495 0 7,145
BAKER HUGHES A GE CO COMMON STOCK 05722G100 1,605 50,713 SH   SOLE   50,713 0 0
BALL CORP COMMON STOCK 058498106 4,057 107,184 SH   SOLE   107,184 0 0
BANK OF AMER CP COMMON STOCK 060505104 135,016 4,573,703 SH   SOLE   4,562,114 0 11,589
BANK OF AMERICA CORP COMMON STOCK 060505904 28,782 975,000 SH Call SOLE   975,000 0 0
BANK OF AMERICA CORP. CONVERTIBLE PREFERRED SECURITY 060505682 53,805 40,792 SH   SOLE   40,792 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 28,425 527,749 SH   SOLE   527,610 0 139
BARCLAY/ISHARES FUNDS COMMON STOCK 464287309 262 1,718 SH   SOLE   640 0 1,078
BARRICK GOLD CORP COMMON STOCK 067901108 2,235 154,000 SH   SOLE   154,000 0 0
BAXTER INTL INC COMMON STOCK 071813109 86,854 1,343,656 SH   SOLE   1,247,959 0 95,697
BB&T CORPORATION COMMON STOCK 054937107 20,795 418,239 SH   SOLE   418,239 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 60,600 1,046,639 SH   SOLE   1,046,639 0 0
BERKSHIRE HTH COMMON STOCK 084670702 47,787 241,083 SH   SOLE   238,950 0 2,133
BGC PARTNERS INC COMMON STOCK 05541T101 181 11,995 SH   SOLE   11,995 0 0
BIOGEN INC COMMON STOCK 09062X103 9,493 29,800 SH   SOLE   29,800 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 19,631 18,165,000 PRN   SOLE   18,165 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 31,856 26,816,000 PRN   SOLE   26,816 0 0
BLACKHAWK NETWORK HOLDINGS I CONVERTIBLE SECURITY 09238EAB0 28,417 27,631,000 PRN   SOLE   27,631 0 0
BLACKROCK INC COMMON STOCK 09247X101 7,210 14,036 SH   SOLE   14,036 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE SECURITY 09257WAB6 1,523 1,500,000 PRN   SOLE   1,500 0 0
BLUE BUFFALO PET PRODUCTS COMMON STOCK 09531U102 1,092 33,300 SH   SOLE   33,300 0 0
BOEING CO COMMON STOCK 097023105 49,525 167,932 SH   SOLE   167,907 0 25
BP PLC COMMON STOCK 055622104 19,964 475,000 SH   SOLE   475,000 0 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK 10922N103 759 12,942 SH   SOLE   12,942 0 0
BRISTOL MYERS SQUIBB COMMON STOCK 110122108 55,443 904,745 SH   SOLE   854,819 0 49,926
BRISTOL-MYERS SQUIBB COMMON STOCK 110122958 32,846 536,000 SH Put SOLE   536,000 0 0
BROADCOM LTD COMMON STOCK Y09827109 77,523 301,763 SH   SOLE   289,016 0 12,747
BROCADE COMMUNICATIONS SYSTEMS CONVERTIBLE SECURITY 111621AQ1 2,544 2,500,000 PRN   SOLE   2,500 0 0
CABOT OIL & GAS COMMON STOCK 127097103 202 7,080 SH   SOLE   7,080 0 0
CALAMP CORP CONVERTIBLE SECURITY 128126AB5 2,643 2,500,000 PRN   SOLE   2,500 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 783764AQ6 4,399 2,447,000 PRN   SOLE   2,447 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 783764AS2 15,089 15,000,000 PRN   SOLE   15,000 0 0
CANADIAN SOLAR INC COMMON STOCK 136635109 8,346 495,000 SH   SOLE   495,000 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 21,191 212,807 SH   SOLE   212,807 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,133 34,814 SH   SOLE   34,814 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 7,890 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 33,197 517,649 SH   SOLE   468,030 0 49,619
CARNIVAL CORP COMMON STOCK 14365C903 4,115 62,000 SH Call SOLE   62,000 0 0
CARNIVAL CORP COMMON STOCK 143658300 19,204 289,347 SH   SOLE   289,347 0 0
CATERPILLAR INC COMMON STOCK 149123101 45,166 286,624 SH   SOLE   286,624 0 0
CBRE GROUP INC COMMON STOCK 12504L109 8,880 205,025 SH   SOLE   205,025 0 0
CELANESE CORP COMMON STOCK 150870103 14,401 134,484 SH   SOLE   113,490 0 20,994
CELGENE CORP COMMON STOCK 151020104 68,904 660,250 SH   SOLE   628,189 0 32,061
CEMEX SA -SPON ADR PART CERT COMMON STOCK 151290889 128 17,008 SH   SOLE   17,008 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 13,514 13,025,000 PRN   SOLE   12,095 0 930
CENTENE CORP COMMON STOCK 15135B101 216 2,140 SH   SOLE   2,140 0 0
CENTURYLINK INC COMMON STOCK 156700106 1,767 105,922 SH   SOLE   105,922 0 0
CERNER CORP COMMON STOCK 156782104 3,699 54,892 SH   SOLE   54,892 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 5,096 15,168 SH   SOLE   15,168 0 0
CHEVRONTEXACO CORP COMMON STOCK 166764100 100,334 801,454 SH   SOLE   800,585 0 869
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 1,648 5,701 SH   SOLE   5,701 0 0
CHUBB LTD COMMON STOCK H1467J104 19,474 133,268 SH   SOLE   133,268 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 3,508 69,926 SH   SOLE   69,926 0 0
CIGNA CORP COMMON STOCK 125509109 8,702 42,850 SH   SOLE   42,850 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 3,154 25,853 SH   SOLE   25,853 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 33,268 868,628 SH   SOLE   868,381 0 247
CITIGROUP INC COMMON STOCK 172967424 100,986 1,357,159 SH   SOLE   1,357,074 0 85
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 62,105 47,828,000 PRN   SOLE   47,828 0 0
CME GROUP INC COMMON STOCK 12572Q105 209 1,430 SH   SOLE   1,430 0 0
CMS ENERGY CORP COMMON STOCK 125896100 2,720 57,506 SH   SOLE   57,506 0 0
COCA-COLA CO COMMON STOCK 191216100 78,259 1,705,736 SH   SOLE   1,701,711 0 4,025
COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 5,615 79,065 SH   SOLE   79,065 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 5,948 78,839 SH   SOLE   78,839 0 0
COLONY FINANCIAL INC CONVERTIBLE SECURITY 19624RAB2 1,991 2,000,000 PRN   SOLE   2,000 0 0
COLONY STARWOOD HOMES CONVERTIBLE SECURITY 85571WAB5 21,768 16,940,000 PRN   SOLE   16,940 0 0
COMCAST CORP COMMON STOCK 20030N101 91,643 2,288,223 SH   SOLE   2,182,118 0 106,105
CONCHO RESOURCES INC COMMON STOCK 20605P101 3,559 23,689 SH   SOLE   23,689 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 21,433 390,474 SH   SOLE   390,474 0 0
CONSOL EDISON COMMON STOCK 209115104 3,555 41,851 SH   SOLE   41,851 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 30,847 134,955 SH   SOLE   118,935 0 16,020
CORNERSTONE ONDEMAND INC CONVERTIBLE SECURITY 21925YAB9 11,951 12,000,000 PRN   SOLE   12,000 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 30,692 164,903 SH   SOLE   164,857 0 46
COWEN INC CONVERTIBLE SECURITY 223622AB7 3,553 3,500,000 PRN   SOLE   3,500 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 8,865 79,856 SH   SOLE   79,807 0 49
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 76,030 67,243 SH   SOLE   67,163 0 80
CSG SYS INTL CONVERTIBLE SECURITY 126349AF6 12,047 11,000,000 PRN   SOLE   11,000 0 0
CSX CORPORATION COMMON STOCK 126408103 30,870 561,177 SH   SOLE   561,177 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 3,439 3,360,000 PRN   SOLE   3,360 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 25,890 24,575,000 PRN   SOLE   24,575 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 33,280 29,785,000 PRN   SOLE   29,055 0 730
CUMMINS INC COMMON STOCK 231021106 4,255 24,088 SH   SOLE   24,088 0 0
CVS HEALTH CORP COMMON STOCK 126650100 10,496 144,771 SH   SOLE   144,771 0 0
CYPRESS SEMICONDUCTOR CORP CONVERTIBLE SECURITY 232806AM1 26,588 20,100,000 PRN   SOLE   20,100 0 0
D R HORTON INC COMMON STOCK 23331A109 21,493 420,847 SH   SOLE   417,097 0 3,750
DANAHER CORP COMMON STOCK 235851102 6,270 67,545 SH   SOLE   67,545 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,004 283,000 PRN   SOLE   283 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 3,746 39,009 SH   SOLE   39,009 0 0
DAVITA INC COMMON STOCK 23918K108 2,748 38,041 SH   SOLE   38,041 0 0
DEERE & CO COMMON STOCK 244199105 10,208 65,225 SH   SOLE   65,225 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 107,921 1,927,164 SH   SOLE   1,826,031 0 101,133
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 5,137 124,080 SH   SOLE   124,080 0 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 1,115 60,000 SH   SOLE   60,000 0 0
DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 212 1,681 SH   SOLE   1,681 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 3,815 33,498 SH   SOLE   33,498 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 52,993 688,942 SH   SOLE   635,479 0 53,463
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 84,387 77,275,000 PRN   SOLE   77,275 0 0
DISNEY WALT CO COMMON STOCK 254687106 95,591 889,133 SH   SOLE   864,008 0 25,125
DOLLAR GENERAL COMMON STOCK 256677105 4,097 44,045 SH   SOLE   44,045 0 0
DOLLAR TREE COMMON STOCK 256746108 13,874 129,285 SH   SOLE   129,285 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 2,891 35,671 SH   SOLE   35,671 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 7,586 146,852 SH   SOLE   146,852 0 0
DOWDUPONT INC COMMON STOCK 26078J100 91,138 1,279,670 SH   SOLE   1,234,338 0 45,332
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 43,178 797,529 SH   SOLE   797,529 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 12,078 143,597 SH   SOLE   143,528 0 69
DXC TECHNOLOGY CO COMMON STOCK 23355L106 4,017 42,329 SH   SOLE   42,329 0 0
DYCOM INDS CONVERTIBLE SECURITY 267475AB7 31,199 23,811,000 PRN   SOLE   23,811 0 0
DYNEGY INC CONVERTIBLE PREFERRED SECURITY 26817R405 21,786 275,000 SH   SOLE   275,000 0 0
E TRADE GROUP COMMON STOCK 269246401 80,909 1,632,218 SH   SOLE   1,521,871 0 110,347
EAGLE MATERIALS INC COMMON STOCK 26969P108 11,134 98,271 SH   SOLE   83,629 0 14,642
EATON CORP PLC COMMON STOCK G29183103 18,475 233,827 SH   SOLE   233,827 0 0
EBAY INC COMMON STOCK 278642103 4,696 124,434 SH   SOLE   124,434 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE SECURITY 27875TAA9 13,565 13,135,000 PRN   SOLE   13,135 0 0
EDISON INTL COMMON STOCK 281020107 3,306 52,283 SH   SOLE   52,283 0 0
EDWARDS LIFESCI COMMON STOCK 28176E108 4,494 39,872 SH   SOLE   39,872 0 0
ELECTRONICS FOR IMAGING INC CONVERTIBLE SECURITY 286082AC6 10,207 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 19,472 230,543 SH   SOLE   230,543 0 0
ELLIE MAE INC COMMON STOCK 28849P100 17,989 201,219 SH   SOLE   175,961 0 25,258
EMERSON ELECTRIC CO COMMON STOCK 291011104 39,531 567,243 SH   SOLE   519,012 0 48,231
ENBRIDGE INC COMMON STOCK 29250N105 1,134 29,000 SH   SOLE   29,000 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 7,888 297,530 SH   SOLE   297,530 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 5,218 5,000,000 PRN   SOLE   5,000 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 37,702 349,383 SH   SOLE   349,383 0 0
EQUINIX INC COMMON STOCK 29444U700 3,676 8,111 SH   SOLE   8,111 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,442 38,293 SH   SOLE   38,293 0 0
ESTEE LAUDER COMMON STOCK 518439904 15,014 118,000 SH Call SOLE   118,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 7,407 5,998,000 PRN   SOLE   5,998 0 0
EVERBRIDGE INC CONVERTIBLE SECURITY 29978AAA2 11,138 10,000,000 PRN   SOLE   10,000 0 0
EVERCORE INC COMMON STOCK 29977A105 29,492 327,688 SH   SOLE   288,182 0 39,506
EXELON CORP COMMON STOCK 30161N101 30,390 771,119 SH   SOLE   771,119 0 0
EXPEDIA INC COMMON STOCK 30212P303 35,896 299,711 SH   SOLE   263,841 0 35,870
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 7,796 104,451 SH   SOLE   104,451 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 145 10,150 SH   SOLE   10,150 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 136,048 1,626,590 SH   SOLE   1,624,757 0 1,833
F5 NETWORKSINC COMMON STOCK 315616102 2,885 21,985 SH   SOLE   21,985 0 0
FACEBOOK INC COMMON STOCK 30303M102 213,146 1,207,899 SH   SOLE   1,139,086 0 68,813
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 4,748 35,754 SH   SOLE   35,754 0 0
FEDEX CORP COMMON STOCK 31428X106 10,033 40,204 SH   SOLE   40,204 0 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 20,924 222,381 SH   SOLE   190,146 0 32,235
FIDELITY NL FIN-CONVRT TO CASH CONVERTIBLE SECURITY 31620RAE5 568 185,000 PRN   SOLE   185 0 0
FIFTH THIRD BK COMMON STOCK 316773100 4,192 138,174 SH   SOLE   138,174 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 20,068 19,845,000 PRN   SOLE   19,845 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAP6 23,692 25,393,000 PRN   SOLE   25,393 0 0
FIREEYE CONVERTIBLE SECURITY 31816QAB7 4,941 5,253,000 PRN   SOLE   5,253 0 0
FIREEYE CONVERTIBLE SECURITY 31816QAD3 5,922 6,433,000 PRN   SOLE   6,433 0 0
FIRST REPUBLIC BANK COMMON STOCK 33616C100 15,166 175,050 SH   SOLE   175,050 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 4,116 134,432 SH   SOLE   134,432 0 0
FISERV INC COMMON STOCK 337738108 8,414 64,169 SH   SOLE   64,169 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 23,297 121,068 SH   SOLE   100,430 0 20,638
FLIR SYSTEMS INC COMMON STOCK 302445101 3,719 79,762 SH   SOLE   79,762 0 0
FLUOR CORP-NEW COMMON STOCK 343412102 2,904 56,230 SH   SOLE   56,230 0 0
FOOT LOCKER INC COMMON STOCK 344849104 2,133 45,497 SH   SOLE   45,497 0 0
FORD MOTOR CO COMMON STOCK 345370860 17,049 1,365,045 SH   SOLE   1,365,045 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 6,130 6,000,000 PRN   SOLE   6,000 0 0
FORTUNE BRANDS HOME & SECURITY COMMON STOCK 34964C106 5,664 82,763 SH   SOLE   82,763 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 4,298 226,669 SH   SOLE   226,669 0 0
FRONTIER COMMUNICATIONS CORP CONVERTIBLE PREFERRED SECURITY 35906A207 1,623 150,000 SH   SOLE   150,000 0 0
GAMESTOP CORP COMMON STOCK 36467W109 1,545 86,095 SH   SOLE   86,095 0 0
GARMIN LTD COMMON STOCK H2906T109 3,210 53,878 SH   SOLE   53,878 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 6,934 34,082 SH   SOLE   34,082 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 49,128 2,815,379 SH   SOLE   2,815,165 0 214
GENERAL MILLS INC COMMON STOCK 370334104 4,005 67,547 SH   SOLE   67,547 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 27,752 677,051 SH   SOLE   677,051 0 0
GENERAL MOTORS CO WARRANTS 37045V126 2,065 88,470 SH   SOLE   88,470 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 22,627 315,847 SH   SOLE   315,847 0 0
GLOBAL X FTSE GREECE 20 COMMON STOCK 37950E366 1,532 149,000 SH   SOLE   149,000 0 0
GNC CORP CONVERTIBLE SECURITY 36191GAB3 1,885 4,000,000 PRN   SOLE   4,000 0 0
GOLDMAN SACHS COMMON STOCK 38141G104 55,470 217,734 SH   SOLE   217,705 0 29
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 5,202 5,000,000 PRN   SOLE   5,000 0 0
GREENBRIER COMPANIES CONVERTIBLE SECURITY 393657AH4 17,806 11,821,000 PRN   SOLE   11,821 0 0
GULFMARK OFFSHORE INC COMMON STOCK 402629505 4,106 144,113 SH   SOLE   143,635 0 478
HALLIBURTON CO COMMON STOCK 406216101 35,922 735,052 SH   SOLE   698,788 0 36,264
HARRIS CORP COMMON STOCK 413875105 22,481 158,705 SH   SOLE   133,709 0 24,996
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,719 66,082 SH   SOLE   66,082 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 14,980 15,000,000 PRN   SOLE   15,000 0 0
HEWLETT PACKARD ENTERPRISE CO COMMON STOCK 42824C109 2,602 181,170 SH   SOLE   181,170 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 6,287 4,500,000 PRN   SOLE   4,500 0 0
HOME DEPOT COMMON STOCK 437076102 102,979 543,341 SH   SOLE   543,288 0 53
HONEYWELL INTL COMMON STOCK 438516106 59,427 387,502 SH   SOLE   387,441 0 61
HORIZON GLOBAL CORP CONVERTIBLE SECURITY 44052WAA2 4,811 5,000,000 PRN   SOLE   5,000 0 0
HORIZON PHARMA PLC CONVERTIBLE SECURITY 44052TAB7 7,000 7,500,000 PRN   SOLE   7,500 0 0
HP INC COMMON STOCK 40434L105 5,317 253,052 SH   SOLE   253,052 0 0
ICICI BANK LTD COMMON STOCK 45104G104 2,425 249,237 SH   SOLE   191,037 0 58,200
IDEXX LABORATORIES INC COMMON STOCK 45168D104 3,612 23,099 SH   SOLE   23,099 0 0
ILL TOOL WORKS INC COMMON STOCK 452308109 7,693 46,105 SH   SOLE   46,105 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 2,905 2,448,000 PRN   SOLE   2,448 0 0
ILLUMINA INC COMMON STOCK 452327109 8,977 41,087 SH   SOLE   41,087 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 54,563 50,070,000 PRN   SOLE   49,825 0 245
IMMUNOMEDICS CONVERTIBLE SECURITY 452907AK4 8,096 2,500,000 PRN   SOLE   2,500 0 0
INCYTE GENOMICS INC COMMON STOCK 45337C102 2,079 21,954 SH   SOLE   21,954 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAB9 9,545 9,500,000 PRN   SOLE   9,500 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 16,250 16,402,000 PRN   SOLE   16,402 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 5,836 5,000,000 PRN   SOLE   5,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 48,709 48,839,000 PRN   SOLE   48,839 0 0
INSULET CORP CONVERTIBLE SECURITY 45784PAF8 19,817 15,000,000 PRN   SOLE   15,000 0 0
INTEGRATED DEVICE TECHNOLOGY CONVERTIBLE SECURITY 458118AC0 11,267 10,000,000 PRN   SOLE   10,000 0 0
INTEL CORP COMMON STOCK 458140950 50,891 1,102,500 SH Put SOLE   1,102,500 0 0
INTEL CORP COMMON STOCK 458140100 31,188 675,658 SH   SOLE   675,457 0 201
INTEL CORP CONVERTIBLE SECURITY 458140AF7 204,949 91,762,000 PRN   SOLE   91,762 0 0
INTERCEPT PHARMACEUTICALS CONVERTIBLE SECURITY 45845PAA6 4,033 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45866F104 55,611 788,133 SH   SOLE   717,292 0 70,841
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 13,844 90,239 SH   SOLE   90,239 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE SECURITY 464337AJ3 25,028 23,600,000 PRN   SOLE   23,600 0 0
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE SECURITY 46333XAD0 22,484 19,174,000 PRN   SOLE   19,174 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287954 47,417 1,027,000 SH Put SOLE   1,027,000 0 0
ISHARES CORE MSCI EAFE COMMON STOCK 46432F842 1,805 27,311 SH   SOLE   4,555 0 22,756
ISHARES CORE MSCI EMERGING COMMON STOCK 46434G103 430 7,553 SH   SOLE   1,809 0 5,744
ISHARES DJ SELECT DVD COMMON STOCK 464287168 2,531 25,685 SH   SOLE   4,035 0 21,650
ISHARES EDGE MSCI MIN VOL EAFE COMMON STOCK 46429B689 233 3,193 SH   SOLE   0 0 3,193
ISHARES IBOXX HY CORP BOND COMMON STOCK 464288513 11,224 128,625 SH   SOLE   128,625 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 969,856 13,794,000 SH Call SOLE   13,794,000 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 62,119 883,500 SH Put SOLE   883,500 0 0
ISHARES MSCI EAFE INDEX FUND COMMON STOCK 464287465 29,649 421,690 SH   SOLE   421,690 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287904 151,986 3,225,500 SH Call SOLE   3,225,500 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B598 1,434 39,750 SH   SOLE   39,750 0 0
ISHARES NASDAQ BIOTECH INDX COMMON STOCK 464287556 20,415 191,205 SH   SOLE   191,205 0 0
ISHARES RUSSELL 2000 VALUE ETF COMMON STOCK 464287630 31,868 253,425 SH   SOLE   253,425 0 0
ISHARES S&P 500 INDEX FUND COMMON STOCK 464287200 6,199 23,056 SH   SOLE   1,808 0 21,248
ISHARES S&P MIDCAP 400 COMMON STOCK 464287507 1,596 8,412 SH   SOLE   1,105 0 7,307
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 6,517 501,300 SH   SOLE   380,057 0 121,243
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 3,657 55,440 SH   SOLE   55,440 0 0
JAZZ PHARMACEUTICLS CONVERTIBLE SECURITY 472145AB7 9,061 9,015,000 PRN   SOLE   9,015 0 0
JD.COM COMMON STOCK 47215P106 2,306 55,680 SH   SOLE   42,480 0 13,200
JEFFERIES GROUP INC CONVERTIBLE SECURITY 472319AG7 2,248 2,242,000 PRN   SOLE   2,242 0 0
JNJ (ALZA CP) CONVERTIBLE SECURITY 02261WAB5 1,094 569,000 PRN   SOLE   569 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 200,584 1,435,612 SH   SOLE   1,388,849 0 46,763
JOHNSON CONTROLS INTERNATIONAL COMMON STOCK G51502105 4,028 105,689 SH   SOLE   105,689 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 204,586 1,913,093 SH   SOLE   1,910,481 0 2,612
JUNIPER NETWORKS INC COMMON STOCK 48203R104 2,651 93,001 SH   SOLE   93,001 0 0
KELLOGG CO COMMON STOCK 487836108 2,648 38,959 SH   SOLE   38,959 0 0
KEYCORP COMMON STOCK 493267108 2,278 112,935 SH   SOLE   112,935 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 4,136 34,281 SH   SOLE   33,774 0 507
KINDER MORGAN INC COMMON STOCK 49456B101 4,164 230,450 SH   SOLE   230,450 0 0
KNOWLES CORPORATION CONVERTIBLE SECURITY 49926DAB5 16,797 15,135,000 PRN   SOLE   15,135 0 0
KRAFT HEINZ CO. COMMON STOCK 500754106 5,109 65,701 SH   SOLE   65,701 0 0
KRANE FUNDS COMMON STOCK 500767956 343 32,670,000 SH Put SOLE   326,700 0 0
KROGER CO COMMON STOCK 501044101 3,608 131,425 SH   SOLE   131,425 0 0
LABORATORY CORP LYONS CONVERTIBLE SECURITY 50540RAG7 1,261 587,000 PRN   SOLE   587 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 49,006 307,226 SH   SOLE   279,465 0 27,761
LAM RESEARCH CORP COMMON STOCK 512807908 3,887,558 24,000 SH Call SOLE   24,000 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AL2 6,181 2,018,000 PRN   SOLE   2,018 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 45,319 246,203 SH   SOLE   246,154 0 49
LAREDO PETROLEUM INC COMMON STOCK 516806106 145 13,675 SH   SOLE   13,675 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530610AD6 62,245 53,810,000 PRN   SOLE   53,585 0 225
LIBERTY MEDIA CONVERTIBLE SECURITY 530715AL5 8,231 11,890,000 PRN   SOLE   11,890 0 0
LIBERTY MEDIA CONVERTIBLE SECURITY 530715AG6 9,964 14,210,392 PRN   SOLE   14,175 0 35
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AE2 50,228 48,117,000 PRN   SOLE   48,117 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 60,838 52,744,000 PRN   SOLE   52,744 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE SECURITY 53220KAD0 22,910 12,500,000 PRN   SOLE   12,500 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE SECURITY 538034AJ8 19,437 15,000,000 PRN   SOLE   15,000 0 0
LKQ CORP COMMON STOCK 501889208 4,082 100,357 SH   SOLE   100,357 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 33,539 104,468 SH   SOLE   104,444 0 24
LOWE'S COMPANIES COMMON STOCK 548661107 56,645 609,483 SH   SOLE   567,518 0 41,965
LUMENTUM HOLDINGS INC COMMON STOCK 55024U109 29,390 601,025 SH   SOLE   526,924 0 74,101
LYONDELLBASELL INDUSTRIES COMMON STOCK N53745100 6,526 59,158 SH   SOLE   59,158 0 0
M/I HOMES INC CONVERTIBLE SECURITY 55292PAB1 4,342 4,000,000 PRN   SOLE   4,000 0 0
MACERICH COMPANY COMMON STOCK 554382101 4,189 63,781 SH   SOLE   63,781 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAB1 925 964,000 PRN   SOLE   964 0 0
MACQUARIE INFRASTRUCTURE CO CONVERTIBLE SECURITY 55608BAA3 1,974 1,906,000 PRN   SOLE   1,906 0 0
MACYS INC COMMON STOCK 55616P104 2,388 94,789 SH   SOLE   94,789 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 9,010 127,005 SH   SOLE   127,005 0 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 2,065 99,000 SH   SOLE   99,000 0 0
MARATHON PETROLEUM COMMON STOCK 56585A102 18,548 281,114 SH   SOLE   281,035 0 79
MARRIOTT INTL INC COMMON STOCK 571903202 1,367 10,070 SH   SOLE   10,070 0 0
MARRIOTT VACATIONS WORLD CONVERTIBLE SECURITY 57164YAA5 39,324 34,929,000 PRN   SOLE   34,839 0 90
MARSH & MCLENNAN COS COMMON STOCK 571748102 37,172 456,714 SH   SOLE   426,937 0 29,777
MASCO CORP COMMON STOCK 574599106 45,237 1,029,508 SH   SOLE   957,274 0 72,234
MASTERCARD INC COMMON STOCK 57636Q104 57,572 380,367 SH   SOLE   379,368 0 999
MCDONALD'S CORP COMMON STOCK 580135101 49,203 285,862 SH   SOLE   285,823 0 39
MCKESSON CORP COMMON STOCK 58155Q103 3,740 23,982 SH   SOLE   23,982 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AE5 7,936 7,500,000 PRN   SOLE   7,500 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AG0 14,025 15,250,000 PRN   SOLE   15,250 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 41,894 35,755,000 PRN   SOLE   35,755 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 27,204 336,897 SH   SOLE   336,897 0 0
MERCADOLIBRE INC CONVERTIBLE SECURITY 58733RAB8 25,125 10,000,000 PRN   SOLE   10,000 0 0
MERCK & CO COMMON STOCK 58933Y105 53,621 952,921 SH   SOLE   952,793 0 128
METLIFE INC COMMON STOCK 59156R108 27,576 545,415 SH   SOLE   545,282 0 133
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 27,881 835,015 SH   SOLE   726,752 0 108,263
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 17,773 202,237 SH   SOLE   183,110 0 19,127
MICROCHP TECH HYPER WARRANTS CONVERTIBLE SECURITY 595017AD6 38,693 22,611,000 PRN   SOLE   22,611 0 0
MICRON TECH CONVERTIBLE SECURITY 595112AY9 43,424 30,000,000 PRN   SOLE   30,000 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AV5 3,787 996,000 PRN   SOLE   996 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AU7 20,007 5,270,000 PRN   SOLE   5,270 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 5,866 142,647 SH   SOLE   142,647 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 104,285 25,000,000 PRN   SOLE   25,000 0 0
MICROSOFT CORP COMMON STOCK 594918904 15,064 176,100 SH Call SOLE   176,100 0 0
MICROSOFT CORP COMMON STOCK 594918104 267,771 3,130,364 SH   SOLE   3,004,783 0 125,581
MITSUBISHI UFJ FINANCIAL COMMON STOCK 606822104 3,821 525,600 SH   SOLE   525,600 0 0
MOHAWK INDS INC COMMON STOCK 608190104 19,189 69,551 SH   SOLE   61,309 0 8,242
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 19,290 10,000,000 PRN   SOLE   10,000 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 32,564 23,429,000 PRN   SOLE   23,429 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 38,086 889,862 SH   SOLE   889,862 0 0
MONSANTO CO -NEW COMMON STOCK 61166W101 6,324 54,157 SH   SOLE   54,157 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 31,469 497,222 SH   SOLE   437,147 0 60,075
MORGAN STANLEY COMMON STOCK 617446448 47,159 898,781 SH   SOLE   898,781 0 0
MOSAIC CO COMMON STOCK 61945C103 2,023 78,841 SH   SOLE   78,841 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,762 76,691 SH   SOLE   76,691 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E908 5,360 125,000 SH Call SOLE   125,000 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAS7 8,178 7,500,000 PRN   SOLE   7,500 0 0
NCR CORP COMMON STOCK 62886E108 44,400 1,306,256 SH   SOLE   1,162,966 0 143,290
NETFLIX INC COMMON STOCK 64110L106 66,511 346,486 SH   SOLE   331,126 0 15,360
NEW ORIENTAL EDUCATION COMMON STOCK 647581107 11,141 118,520 SH   SOLE   102,720 0 15,800
NEW YORK CMTY TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 837 16,410 SH   SOLE   16,410 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 542 17,525 SH   SOLE   17,525 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 4,806 128,093 SH   SOLE   128,093 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 14,329 91,742 SH   SOLE   91,670 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 45,041 801,447 SH   SOLE   800,597 0 850
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F846 82,998 1,192,843 SH   SOLE   1,190,763 0 2,080
NIKE INC COMMON STOCK 654106103 21,533 344,247 SH   SOLE   344,247 0 0
NISOURCE INC COMMON STOCK 65473P105 4,452 173,414 SH   SOLE   173,414 0 0
NOBLE CORP PLC COMMON STOCK G65431101 108 24,000 SH   SOLE   24,000 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 2,133 73,193 SH   SOLE   73,193 0 0
NOKIA CP COMMON STOCK 654902204 7,083 1,520,000 SH   SOLE   1,520,000 0 0
NORFOLK SOTHN CORP COMMON STOCK 655844108 5,111 35,270 SH   SOLE   35,270 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 2,120 21,225 SH   SOLE   21,225 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 27,140 88,430 SH   SOLE   88,430 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 41,067 7,454,000 PRN   SOLE   7,454 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAG5 98 95,000 PRN   SOLE   95 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAK6 14,379 15,000,000 PRN   SOLE   15,000 0 0
NUCOR CORP COMMON STOCK 670346105 9,780 153,825 SH   SOLE   153,825 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 43,059 36,595,000 PRN   SOLE   36,595 0 0
NVIDIA CORP COMMON STOCK 67066G904 7,837 40,500 SH Call SOLE   40,500 0 0
NVIDIA CORP COMMON STOCK 67066G104 30,069 155,396 SH   SOLE   155,396 0 0
NXP SEMICONDUCT NV CONVERTIBLE SECURITY 62952QAB6 22,590 18,175,000 PRN   SOLE   18,175 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 5,367 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 6,223 84,487 SH   SOLE   84,487 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 3,502 130,654 SH   SOLE   130,654 0 0
OLD REPUBLIC INTL CORP CONVERTIBLE SECURITY 680223AH7 3,034 2,181,000 PRN   SOLE   2,181 0 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 1,062 50,700 SH   SOLE   50,700 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 63,056 49,213,000 PRN   SOLE   49,053 0 160
ORACLE CORP COMMON STOCK 68389X105 27,257 576,502 SH   SOLE   576,502 0 0
P G & E CORP COMMON STOCK 69331C108 2,814 62,773 SH   SOLE   62,773 0 0
PACCAR INC COMMON STOCK 693718108 17,455 245,570 SH   SOLE   245,570 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 20,147 14,649,000 PRN   SOLE   14,649 0 0
PANDORA MEDIA INC CONVERTIBLE SECURITY 698354AB3 6,656 7,500,000 PRN   SOLE   7,500 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 213 1,065 SH   SOLE   1,065 0 0
PATTERSON COS INC COMMON STOCK 703395103 2,565 70,989 SH   SOLE   70,989 0 0
PAYCOM SOFTWARE INC COMMON STOCK 70432V102 10,766 134,018 SH   SOLE   110,329 0 23,689
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 8,836 120,023 SH   SOLE   120,023 0 0
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 16,032 16,305,000 PRN   SOLE   16,305 0 0
PENTAIR PLC COMMON STOCK G7S00T104 5,622 79,612 SH   SOLE   79,612 0 0
PEPSICO INC COMMON STOCK 713448108 66,286 552,748 SH   SOLE   552,669 0 79
PETROBRAS BRASILEIRO SA COMMON STOCK 71654V901 3,164 307,500 SH Call SOLE   307,500 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 4,647 451,575 SH   SOLE   334,469 0 117,106
PFIZER INC COMMON STOCK 717081103 71,871 1,984,279 SH   SOLE   1,984,150 0 129
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 79,956 756,800 SH   SOLE   726,072 0 30,728
PHILLIPS 66 COMMON STOCK 718546104 3,744 37,013 SH   SOLE   37,013 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787907 13,361 77,300 SH Call SOLE   77,300 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 17,657 102,152 SH   SOLE   101,452 0 700
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 46,113 319,589 SH   SOLE   318,497 0 1,092
POWERSHARES QQQ NASDAQ 100 COMMON STOCK 73935A954 292 43,250,000 SH Put SOLE   432,500 0 0
POWERSHARES S&P 500 LOW VOLA COMMON STOCK 73937B779 685 14,350 SH   SOLE   0 0 14,350
PPG INDUSTRIES INC COMMON STOCK 693506107 4,202 35,970 SH   SOLE   35,970 0 0
PRAXAIR INC COMMON STOCK 74005P104 6,097 39,419 SH   SOLE   39,419 0 0
PRICELINE GROUP INC COMMON STOCK 741503403 43,026 24,760 SH   SOLE   22,789 0 1,971
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 263 3,725 SH   SOLE   3,725 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 80,145 872,280 SH   SOLE   872,191 0 89
PROGRESSIVE CORP OHIO COMMON STOCK 743315103 284 5,050 SH   SOLE   5,050 0 0
PROLOGIS INC COMMON STOCK 74340W103 3,879 60,131 SH   SOLE   60,131 0 0
PROOFPOINT CONVERTIBLE SECURITY 743424AD5 37,658 29,900,000 PRN   SOLE   29,900 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 283 275,000 PRN   SOLE   275 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 2,009 2,000,000 PRN   SOLE   2,000 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAL6 2,314 2,300,000 PRN   SOLE   2,300 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 30,046 261,312 SH   SOLE   261,312 0 0
PUBLIC SERVICE ENTERPRISE GROUP COMMON STOCK 744573106 3,233 62,775 SH   SOLE   62,775 0 0
PULTEGROUP INC COMMON STOCK 745867101 2,734 82,221 SH   SOLE   82,221 0 0
PVH CORP COMMON STOCK 693656100 8,281 60,352 SH   SOLE   60,352 0 0
QUALCOMM INC COMMON STOCK 747525103 12,196 190,508 SH   SOLE   190,508 0 0
QUEST DIAGNOSTC COMMON STOCK 74834L100 3,622 36,779 SH   SOLE   36,779 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 7,605 5,000,000 PRN   SOLE   5,000 0 0
RADIAN GROUP INC COMMON STOCK 750236101 25,458 1,235,234 SH   SOLE   1,090,078 0 145,156
RADIUS HEALTH CONVERTIBLE SECURITY 750469AA6 4,804 5,000,000 PRN   SOLE   5,000 0 0
RAMBUS INC CONVERTIBLE SECURITY 750917AE6 12,209 10,000,000 PRN   SOLE   10,000 0 0
RAYTHEON CO COMMON STOCK 755111507 34,498 183,647 SH   SOLE   162,027 0 21,620
REALPAGE INC COMMON STOCK 75606N109 11,128 251,205 SH   SOLE   212,976 0 38,229
REALTY INCOME CORP COMMON STOCK 756109104 2,402 42,121 SH   SOLE   42,121 0 0
RED HAT INC COMMON STOCK 756577102 4,967 41,355 SH   SOLE   41,355 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 43,210 26,119,000 PRN   SOLE   26,119 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,859 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 45,215 120,266 SH   SOLE   110,355 0 9,911
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 4,628 267,844 SH   SOLE   267,844 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE SECURITY 75972AAC7 9,646 7,500,000 PRN   SOLE   7,500 0 0
ROCKWELL AUTOMTN COMMON STOCK 773903109 207 1,055 SH   SOLE   1,055 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 6,259 46,148 SH   SOLE   46,148 0 0
ROSS STORES INC COMMON STOCK 778296103 3,879 48,336 SH   SOLE   48,336 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 25,194 26,465,000 PRN   SOLE   26,465 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 14,918 125,066 SH   SOLE   125,066 0 0
ROYAL GOLD CONVERTIBLE SECURITY 780287AA6 51,382 47,605,000 PRN   SOLE   46,638 0 967
RPC INC COMMON STOCK 749660106 212 8,295 SH   SOLE   8,295 0 0
RPM INTL INC CONVERTIBLE SECURITY 749685AT0 980 845,000 PRN   SOLE   845 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAB3 27,879 24,321,000 PRN   SOLE   24,321 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 35,319 345,487 SH   SOLE   305,880 0 39,607
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 176,135 114,678,000 PRN   SOLE   114,678 0 0
SCHLUMBERGER LTD COMMON STOCK 806857108 67,319 998,951 SH   SOLE   950,762 0 48,189
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 9,457 184,103 SH   SOLE   184,103 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 780 12,224 SH   SOLE   0 0 12,224
SCHWAB US MID CAP ETF COMMON STOCK 808524508 404 7,583 SH   SOLE   0 0 7,583
SCHWAB US SMALL CAP ETF COMMON STOCK 808524607 263 3,774 SH   SOLE   0 0 3,774
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 811 800,000 PRN   SOLE   800 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 81170YAB5 3,785 4,000,000 PRN   SOLE   4,000 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 54,381 30,725,000 PRN   SOLE   30,725 0 0
SHERWIN WILLIAM COMMON STOCK 824348106 334 815 SH   SOLE   815 0 0
SHUTTERFLY INC CONVERTIBLE SECURITY 82568PAB2 13,924 14,000,000 PRN   SOLE   14,000 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 7,938 46,220 SH   SOLE   46,220 0 0
SINA CORP CONVERTIBLE SECURITY 82922RAD5 11,113 10,000,000 PRN   SOLE   10,000 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 2,292 24,136 SH   SOLE   24,136 0 0
SLM CORP COMMON STOCK 78442P106 28,163 2,492,295 SH   SOLE   2,230,192 0 262,103
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 18,148 18,434,000 PRN   SOLE   18,434 0 0
SOLARCITY CONVERTIBLE SECURITY 83416TAC4 2,792 3,000,000 PRN   SOLE   3,000 0 0
SONY CORP COMMON STOCK 835699907 18,205 401,000 SH Call SOLE   401,000 0 0
SOUTHWEST AIRLINES COMMON STOCK 844741108 8,289 126,641 SH   SOLE   126,641 0 0
SOUTHWESTERN ENERGY CO CONVERTIBLE PREFERRED SECURITY 845467208 17,270 1,451,265 SH   SOLE   1,451,265 0 0
SPDR BARCLAYS CAPITAL HIGH COMMON STOCK 78464A417 28,305 770,825 SH   SOLE   770,825 0 0
SPDR BARCLAYS CONVERTIBLE SE COMMON STOCK 78464A359 1,444 28,534 SH   SOLE   28,534 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 751,825 2,817,300 SH Put SOLE   2,817,300 0 0
SPDR S&P RETAIL COMMON STOCK 78464A714 218 4,820 SH   SOLE   4,820 0 0
SPDR TRUST SERIES 1 COMMON STOCK 78462F103 218 817 SH   SOLE   817 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK 84756N109 9,418 238,200 SH   SOLE   238,200 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAB8 1,236 1,191,000 PRN   SOLE   1,191 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502901 31,393 185,000 SH Call SOLE   185,000 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502887 16,040 130,670 SH   SOLE   130,670 0 0
STARBUCKS CORP COMMON STOCK 855244109 75,020 1,306,284 SH   SOLE   1,228,778 0 77,506
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAB1 5,511 5,000,000 PRN   SOLE   5,000 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAA3 14,326 13,893,000 PRN   SOLE   13,893 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAH8 15,683 15,461,000 PRN   SOLE   15,461 0 0
STATE STREET CORP COMMON STOCK 857477103 4,603 47,155 SH   SOLE   47,155 0 0
STORAGE PROPERTIES COMMON STOCK 74460D109 3,246 15,531 SH   SOLE   15,531 0 0
STRYKER CORP COMMON STOCK 863667101 34,854 225,097 SH   SOLE   225,038 0 59
SUNPOWER CORP CONVERTIBLE SECURITY 867652AL3 8,614 10,000,000 PRN   SOLE   10,000 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 4,227 65,444 SH   SOLE   65,444 0 0
SYMANTEC CORP COMMON STOCK 871503108 2,494 88,878 SH   SOLE   88,878 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 9,185 237,886 SH   SOLE   237,886 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C501 201 4,190 SH   SOLE   4,190 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 7,137 180,000 SH   SOLE   180,000 0 0
TAKE-TWO INTER COMMON STOCK 874054109 3,312 30,165 SH   SOLE   30,165 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 35,839 5,250,000 PRN   SOLE   5,250 0 0
TAPESTRY INC COMMON STOCK 876030107 4,615 104,330 SH   SOLE   104,330 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 3,516 72,605 SH   SOLE   72,605 0 0
TARGET CORP COMMON STOCK 87612E106 5,532 84,780 SH   SOLE   84,780 0 0
TCP CAPITAL CORP CONVERTIBLE SECURITY 87238QAD5 10,279 10,000,000 PRN   SOLE   10,000 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 5,521 58,095 SH   SOLE   58,095 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 22,921 15,938,000 PRN   SOLE   15,938 0 0
TESLA INC COMMON STOCK 88160R101 34,393 110,465 SH   SOLE   96,216 0 14,249
TESLA INC CONVERTIBLE SECURITY 88160RAD3 48,211 41,370,000 PRN   SOLE   41,370 0 0
TESLA MOTORS INC COMMON STOCK 88160R951 194,096 623,400 SH Put SOLE   623,400 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 166,232 153,350,000 PRN   SOLE   153,240 0 110
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 6,232 59,673 SH   SOLE   59,601 0 72
THE PRICELINE GROUP INC COMMON STOCK 741503903 11,469 6,600 SH Call SOLE   6,600 0 0
THE PRICELINE GROUP INC COMMON STOCK 741503953 36,145 20,800 SH Put SOLE   20,800 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AX4 9,778 8,344,000 PRN   SOLE   8,191 0 153
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AQ9 46,102 25,000,000 PRN   SOLE   25,000 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AS5 92,043 66,438,000 PRN   SOLE   66,438 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 27,205 143,276 SH   SOLE   143,250 0 26
TIME WARNER INC COMMON STOCK 887317303 8,389 91,711 SH   SOLE   91,711 0 0
TIMKENSTEEL CORP CONVERTIBLE SECURITY 887399AA1 7,497 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 31,659 414,065 SH   SOLE   389,416 0 24,649
TOPBUILD COMMON STOCK 89055F103 3,787 49,999 SH   SOLE   49,999 0 0
TORCHMARK CORP COMMON STOCK 891027104 209 2,305 SH   SOLE   2,305 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 20,277 256,383 SH   SOLE   222,379 0 34,004
TRANSDIGM GROUP INC COMMON STOCK 893641100 3,972 14,465 SH   SOLE   14,465 0 0
TRANSUNION COMMON STOCK 89400J107 20,243 368,316 SH   SOLE   312,101 0 56,215
TRAVELERS COMPANIES INC COMMON STOCK 89417E109 4,035 29,748 SH   SOLE   29,748 0 0
TRIMBLE INC COMMON STOCK 896239100 1,635 40,225 SH   SOLE   40,225 0 0
TRINITY INDUSTRIES INC CONVERTIBLE SECURITY 896522AF6 35,602 22,500,000 PRN   SOLE   22,500 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 17,306 10,000,000 PRN   SOLE   10,000 0 0
TUTOR PERINI CORP CONVERTIBLE SECURITY 901109AD0 27,876 24,861,000 PRN   SOLE   24,861 0 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK 90130A101 7,511 217,533 SH   SOLE   217,533 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 9,305 10,000,000 PRN   SOLE   10,000 0 0
UBS GROUP AG COMMON STOCK H42097107 14,602 794,000 SH   SOLE   794,000 0 0
UDR INC COMMON STOCK 902653104 2,701 70,126 SH   SOLE   70,126 0 0
ULTA SALON COSMETICS COMMON STOCK 90384S303 41,197 184,195 SH   SOLE   163,805 0 20,390
UNION PACIFIC CORP COMMON STOCK 907818108 51,858 386,715 SH   SOLE   386,715 0 0
UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047109 13,008 193,000 SH   SOLE   193,000 0 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 23,675 198,695 SH   SOLE   198,695 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909108 201 5,725 SH   SOLE   5,725 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 11,970 93,832 SH   SOLE   93,832 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 77,844 353,097 SH   SOLE   352,538 0 559
UNUMPROVIDENT CORP COMMON STOCK 91529Y106 234 4,260 SH   SOLE   4,260 0 0
US BANCORP COMMON STOCK 902973304 363 6,780 SH   SOLE   6,780 0 0
VAIL RESORTS COMMON STOCK 91879Q909 11,792 55,500 SH Call SOLE   55,500 0 0
VALE SA COMMON STOCK 91912E905 4,321 410,000 SH Call SOLE   410,000 0 0
VALE SA-ADR COMMON STOCK 91912E105 4,892 399,966 SH   SOLE   323,660 0 76,306
VALERO ENERGY COMMON STOCK 91913Y100 5,092 55,402 SH   SOLE   55,402 0 0
VANECK VECTORS VIETNAM ETF COMMON STOCK 92189F817 874 48,863 SH   SOLE   48,863 0 0
VANGUARD FTSE EUROPE COMMON STOCK 922042874 23,098 390,500 SH   SOLE   390,500 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 4,214 37,912 SH   SOLE   37,912 0 0
VEECO INSTRUMENTS INC. CONVERTIBLE SECURITY 922417AD2 18,171 20,849,000 PRN   SOLE   20,849 0 0
VERIZON COMM COMMON STOCK 92343V104 59,721 1,128,304 SH   SOLE   1,128,304 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 4,298 28,682 SH   SOLE   28,682 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 46612JAF8 10,326 10,000,000 PRN   SOLE   10,000 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W903 8,790 750,000 SH Call SOLE   750,000 0 0
VIPSHOP HOLDINGS LTD CONVERTIBLE SECURITY 92763WAA1 17,459 17,500,000 PRN   SOLE   17,500 0 0
VIRTUS INVESTMENT PARTNERS CONVERTIBLE PREFERRED SECURITY 92828Q208 14,266 140,000 SH   SOLE   140,000 0 0
VISA INC COMMON STOCK 92826C839 114,920 1,007,891 SH   SOLE   962,625 0 45,266
VORNADO REALTY TRUST COMMON STOCK 929042109 1,479 18,920 SH   SOLE   18,920 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 21,415 294,890 SH   SOLE   294,890 0 0
WAL-MART STORES INC COMMON STOCK 931142103 62,485 632,761 SH   SOLE   630,335 0 2,426
WASTE CONNECTIONS INC COMMON STOCK 94106B101 19,500 274,880 SH   SOLE   232,915 0 41,965
WAYFAIR CONVERTIBLE SECURITY 94419LAA9 15,708 15,000,000 PRN   SOLE   15,000 0 0
WEATHERFORD INTERNATIONAL LTD CONVERTIBLE SECURITY 947075AH0 18,916 17,621,000 PRN   SOLE   17,621 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746101 114,477 1,886,874 SH   SOLE   1,798,622 0 88,252
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 63,739 48,656 SH   SOLE   48,656 0 0
WELLTOWER INC COMMON STOCK 95040Q104 9,195 144,196 SH   SOLE   144,196 0 0
WELLTOWER INC CONVERTIBLE PREFERRED SECURITY 95040Q203 28,231 471,545 SH   SOLE   471,545 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 3,668 46,122 SH   SOLE   46,122 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 3,595 101,949 SH   SOLE   101,949 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 12,757 75,645 SH   SOLE   75,645 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 10,697 11,560,000 PRN   SOLE   11,560 0 0
WILLIAMS CO. COMMON STOCK 969457100 2,822 92,560 SH   SOLE   92,560 0 0
WORKDAY INC COMMON STOCK 98138H101 51,281 504,036 SH   SOLE   454,210 0 49,826
WORKDAY INC CONVERTIBLE SECURITY 98138HAC5 36,128 28,707,000 PRN   SOLE   28,707 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 10,402 7,564,000 PRN   SOLE   7,564 0 0
WPX ENERGY CONVERTIBLE PREFERRED SECURITY 98212B202 25,210 407,607 SH   SOLE   407,607 0 0
WRIGHT MEDICAL CONVERTIBLE SECURITY 98235TAE7 10,258 10,000,000 PRN   SOLE   10,000 0 0
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 9,166 7,500,000 PRN   SOLE   7,500 0 0
WW GRAINGER INC COMMON STOCK 384802104 3,535 14,963 SH   SOLE   14,963 0 0
XILINX INC COMMON STOCK 983919101 18,232 270,428 SH   SOLE   246,655 0 23,773
XYLEM INC COMMON STOCK 98419M100 5,542 81,257 SH   SOLE   81,257 0 0
YANDEX NV COMMON STOCK N97284108 960 29,307 SH   SOLE   3,920 0 25,387
YELP INC COMMON STOCK 985817105 839 20,000 SH   SOLE   20,000 0 0
ZENDESK INC COMMON STOCK 98936J101 48,741 1,440,327 SH   SOLE   1,253,896 0 186,431
ZILLOW GROUP INC CONVERTIBLE SECURITY 98954MAB7 10,965 10,000,000 PRN   SOLE   10,000 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 3,477 28,810 SH   SOLE   28,810 0 0
ZIONS BANCORP COMMON STOCK 989701907 12,377 243,500 SH Call SOLE   243,500 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 23,957 471,308 SH   SOLE   410,409 0 60,899