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 18,509 97,141 SH   SOLE   97,141 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 25,622 17,500,000 PRN   SOLE   17,500 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 32,951 455,561 SH   SOLE   455,561 0 0
ABBVIE INC COMMON STOCK 00287Y109 59,604 646,531 SH   SOLE   644,526 0 2,005
ACCENTURE PLC COMMON STOCK G1151C101 36,528 259,042 SH   SOLE   259,006 0 36
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 5,170 111,010 SH   SOLE   111,010 0 0
ADOBE INC COMMON STOCK 00724F101 30,461 134,641 SH   SOLE   134,641 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 312 12,870 SH   SOLE   12,870 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 7,471 404,696 SH   SOLE   404,696 0 0
ADVANCED MICRO DEVICES CONVERTIBLE SECURITY 007903BD8 115,940 47,988,000 PRN   SOLE   47,988 0 0
AEROJET ROCKETDYNE HLDG CONVERTIBLE SECURITY 007800AB1 7,352 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 7,309 505,487 SH   SOLE   505,487 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 8,270 84,876 SH   SOLE   84,876 0 0
AFLAC INC COMMON STOCK 001055102 5,259 115,427 SH   SOLE   115,427 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 31,129 461,443 SH   SOLE   461,443 0 0
AIR LEASE CORP COMMON STOCK 00912X302 22,851 756,411 SH   SOLE   750,517 0 5,894
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 66,050 412,683 SH   SOLE   410,706 0 1,977
AIR TRANSPORT SERVICES G CONVERTIBLE SECURITY 00922RAB1 26,394 27,663,000 PRN   SOLE   27,663 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 4,423 72,406 SH   SOLE   72,406 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T901 18,324 300,000 SH Call SOLE   300,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE SECURITY 00971TAG6 32,729 32,905,000 PRN   SOLE   32,905 0 0
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 6,407 55,598 SH   SOLE   55,598 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 71,497 734,362 SH   SOLE   730,014 0 4,348
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W902 33,281 242,800 SH Call SOLE   236,100 0 6,700
ALIBABA GROUP HOLDING-SP ADR COMMON STOCK 01609W102 16,188 118,102 SH   SOLE   111,152 0 6,950
ALLEGHENY TECHNOLOGIES CONVERTIBLE SECURITY 01741RAG7 16,530 10,000,000 PRN   SOLE   10,000 0 0
ALLEGION PLC COMMON STOCK G0176J109 4,808 60,323 SH   SOLE   60,323 0 0
ALLERGAN PLC COMMON STOCK G0177J108 44,943 336,248 SH   SOLE   336,248 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 246 9,000 SH   SOLE   9,000 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 656 14,930 SH   SOLE   14,930 0 0
ALLSCRIPTS HEALTHCARE SO CONVERTIBLE SECURITY 01988PAD0 5,812 6,012,000 PRN   SOLE   6,012 0 0
ALLSTATE CORP COMMON STOCK 020002101 7,579 91,719 SH   SOLE   91,719 0 0
ALPHABET INC COMMON STOCK 02079K107 64,226 62,018 SH   SOLE   62,018 0 0
ALPHABET INC COMMON STOCK 02079K305 279,895 267,852 SH   SOLE   266,380 0 1,472
ALTRIA GROUP INC COMMON STOCK 02209S103 19,862 402,146 SH   SOLE   402,146 0 0
ALTRIA GROUP INC COMMON STOCK 02209S903 5,087 103,000 SH Call SOLE   103,000 0 0
ALZA CORP CONVERTIBLE SECURITY 02261WAB5 791 447,000 PRN   SOLE   447 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 9,198 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 272,845 181,658 SH   SOLE   180,917 0 741
AMAZON.COM INC COMMON STOCK 023135956 23,130 15,400 SH Put SOLE   15,400 0 0
AMBEV SA COMMON STOCK 02319V103 2,160 551,100 SH   SOLE   383,100 0 168,000
AMEDISYS INC COMMON STOCK 023436108 410 3,500 SH   SOLE   3,500 0 0
AMERICA MOVIL-SPN ADR CL L COMMON STOCK 02364W105 4,460 312,980 SH   SOLE   247,380 0 65,600
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874954 4,055 102,900 SH Put SOLE   102,900 0 0
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 10,991 147,058 SH   SOLE   147,058 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 20,671 216,856 SH   SOLE   216,856 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 80,793 2,050,074 SH   SOLE   2,038,149 0 11,925
AMERICAN TOWER CORP COMMON STOCK 03027X100 43,471 274,805 SH   SOLE   274,805 0 0
AMGEN INC COMMON STOCK 031162100 11,856 60,905 SH   SOLE   60,905 0 0
AMPHENOL CORP COMMON STOCK 032095101 7,148 88,230 SH   SOLE   88,230 0 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 5,900 134,585 SH   SOLE   134,585 0 0
ANTHEM INC COMMON STOCK 036752103 64,466 245,464 SH   SOLE   245,054 0 410
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 1,829 505,000 PRN   SOLE   505 0 0
AON PLC COMMON STOCK G0408V102 1,599 11,000 SH   SOLE   11,000 0 0
APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 7,069 161,098 SH   SOLE   161,098 0 0
APOLLO CMMRL REAL EST FI CONVERTIBLE SECURITY 03762UAB1 4,641 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833100 331,105 2,099,058 SH   SOLE   2,085,154 0 13,904
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 291 5,400 SH   SOLE   5,400 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 53,653 1,638,765 SH   SOLE   1,632,274 0 6,491
APTIV PLC COMMON STOCK G6095L109 21,931 356,203 SH   SOLE   354,403 0 1,800
ARCBEST CORP COMMON STOCK 03937C105 462 13,490 SH   SOLE   13,490 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 4,512 110,128 SH   SOLE   110,128 0 0
ARCONIC INC CONVERTIBLE SECURITY 74973WAB3 10,060 10,145,000 PRN   SOLE   10,145 0 0
ARES CAPITAL CORP COMMON STOCK 04010L103 249 16,000 SH   SOLE   16,000 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 11,916 11,905,000 PRN   SOLE   11,905 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAT0 33,358 33,276,000 PRN   SOLE   33,276 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 8,383 113,750 SH   SOLE   113,750 0 0
ASSURANT INC COMMON STOCK 04621X108 6,213 69,467 SH   SOLE   69,467 0 0
ASSURANT INC CONVERTIBLE PREFERRED SECURITY 04621X207 15,021 153,027 SH   SOLE   153,027 0 0
ASTRAZENECA PLC-SPONS ADR COMMON STOCK 046353108 3,760 99,000 SH   SOLE   62,400 0 36,600
AT&T INC COMMON STOCK 00206R102 59,893 2,098,548 SH   SOLE   2,098,548 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK G0684D107 216 5,430 SH   SOLE   5,430 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BH8 15,313 15,768,000 PRN   SOLE   15,768 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BJ4 62 65,000 PRN   SOLE   65 0 0
ATLASSIAN CORP PLC-CLASS A COMMON STOCK G06242104 965 10,840 SH   SOLE   10,840 0 0
AUTODESK INC COMMON STOCK 052769106 5,934 46,143 SH   SOLE   46,143 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 8,843 67,445 SH   SOLE   67,445 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 3,275 18,817 SH   SOLE   18,817 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 4,009 44,632 SH   SOLE   44,632 0 0
BAIDU INC COMMON STOCK 056752908 3,664 23,100 SH Call SOLE   16,100 0 7,000
BAIDU INC - SPON ADR COMMON STOCK 056752108 3,618 22,815 SH   SOLE   16,970 0 5,845
BALL CORP COMMON STOCK 058498106 6,729 146,340 SH   SOLE   146,340 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 174,616 7,086,696 SH   SOLE   7,065,541 0 21,155
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 53,597 42,792 SH   SOLE   42,792 0 0
BANK OF AMERICA CORP COMMON STOCK 060505904 24,024 975,000 SH Call SOLE   975,000 0 0
BANK OF AMERICA CORP COMMON STOCK 060505954 18,258 741,000 SH Put SOLE   741,000 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 7,952 168,935 SH   SOLE   168,935 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 76,808 1,166,933 SH   SOLE   1,158,645 0 8,288
BB&T CORP COMMON STOCK 054937107 6,212 143,387 SH   SOLE   143,387 0 0
BECTON DICKINSON AND CO COMMON STOCK 075887109 7,003 31,082 SH   SOLE   31,082 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 71,734 1,243,865 SH   SOLE   1,243,865 0 0
BERKSHIRE HATHAWAY INC COMMON STOCK 084670702 83,391 408,418 SH   SOLE   406,575 0 1,843
BIOGEN INC COMMON STOCK 09062X103 27,874 92,628 SH   SOLE   92,276 0 352
BIOMARIN PHARMACEUTICAL CONVERTIBLE SECURITY 09061GAF8 53,058 47,578,000 PRN   SOLE   47,578 0 0
BIOTELEMETRY INC COMMON STOCK 090672106 278 4,660 SH   SOLE   4,660 0 0
BLACKROCK INC COMMON STOCK 09247X101 6,885 17,528 SH   SOLE   17,528 0 0
BLACKROCK TCP CAP CORP CONVERTIBLE SECURITY 87238QAD5 9,758 10,000,000 PRN   SOLE   10,000 0 0
BLACKSTONE MORTGAGE TR CONVERTIBLE SECURITY 09257WAB6 1,457 1,500,000 PRN   SOLE   1,500 0 0
BOEING CO/THE COMMON STOCK 097023105 70,680 219,163 SH   SOLE   218,218 0 945
BOOKING HOLDINGS INC COMMON STOCK 09857L108 36,393 21,129 SH   SOLE   20,983 0 146
BOOKING HOLDINGS INC COMMON STOCK 09857L908 15,157 8,800 SH Call SOLE   8,800 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L958 35,826 20,800 SH Put SOLE   20,800 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AS5 105,780 78,935,000 PRN   SOLE   78,935 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AX4 8,939 8,082,000 PRN   SOLE   7,929 0 153
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 647 14,345 SH   SOLE   14,345 0 0
BP PLC-SPONS ADR COMMON STOCK 055622104 21,193 558,900 SH   SOLE   558,900 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 19,903 382,893 SH   SOLE   382,893 0 0
BROADCOM INC COMMON STOCK 11135F101 31,519 123,954 SH   SOLE   123,933 0 21
CADENCE DESIGN SYS INC COMMON STOCK 127387108 544 12,500 SH   SOLE   12,500 0 0
CALAMP CORP CONVERTIBLE SECURITY 128126AB5 7,136 7,500,000 PRN   SOLE   7,500 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 31,343 414,651 SH   SOLE   414,576 0 75
CARBONITE INC CONVERTIBLE SECURITY 141337AB1 8,318 7,000,000 PRN   SOLE   7,000 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,169 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 51,344 818,498 SH   SOLE   812,840 0 5,658
CARNIVAL CORP COMMON STOCK 143658300 13,795 279,825 SH   SOLE   279,825 0 0
CATERPILLAR INC COMMON STOCK 149123101 45,146 355,288 SH   SOLE   355,288 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 71,670 732,593 SH   SOLE   728,626 0 3,967
CDW CORP/DE COMMON STOCK 12514G108 683 8,430 SH   SOLE   8,430 0 0
CELANESE CORP COMMON STOCK 150870103 265 2,950 SH   SOLE   2,950 0 0
CELGENE CORP COMMON STOCK 151020104 27,435 428,063 SH   SOLE   428,063 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 9,322 9,557,000 PRN   SOLE   9,417 0 140
CENTERPOINT ENERGY INC CONVERTIBLE PREFERRED SECURITY 15189T503 21,155 420,000 SH   SOLE   420,000 0 0
CENTURYLINK INC COMMON STOCK 156700106 3,386 223,505 SH   SOLE   223,505 0 0
CERNER CORP COMMON STOCK 156782104 4,308 82,151 SH   SOLE   82,151 0 0
CHARTER COMMUNICATIONS INC-A COMMON STOCK 16119P108 9,312 32,677 SH   SOLE   32,677 0 0
CHENIERE ENERGY INC COMMON STOCK 16411R208 218 3,690 SH   SOLE   3,690 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167CY1 12,070 15,000,000 PRN   SOLE   15,000 0 0
CHEVRON CORP COMMON STOCK 166764100 100,425 923,105 SH   SOLE   921,836 0 1,269
CHUBB LTD COMMON STOCK H1467J104 29,036 224,768 SH   SOLE   224,768 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 6,998 106,413 SH   SOLE   106,413 0 0
CIA DE MINAS BUENAVENTUR COMMON STOCK 204448104 4,182 257,800 SH   SOLE   171,300 0 86,500
CIGNA CORP COMMON STOCK 125523100 12,854 67,680 SH   SOLE   67,680 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 72,739 1,678,710 SH   SOLE   1,678,710 0 0
CITIGROUP INC COMMON STOCK 172967424 66,795 1,283,040 SH   SOLE   1,270,540 0 12,500
CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 550 18,500 SH   SOLE   18,500 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 281 2,740 SH   SOLE   2,740 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376950 6,660 65,000 SH Put SOLE   65,000 0 0
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 68,928 48,601,000 PRN   SOLE   48,601 0 0
CITY HOLDING CO COMMON STOCK 177835105 245 3,620 SH   SOLE   3,620 0 0
CME GROUP INC COMMON STOCK 12572Q105 6,858 36,456 SH   SOLE   36,456 0 0
CMS ENERGY CORP COMMON STOCK 125896100 8,293 167,039 SH   SOLE   167,039 0 0
CNOOC LTD-SPON ADR COMMON STOCK 126132109 4,949 32,460 SH   SOLE   21,530 0 10,930
COCA-COLA CO/THE COMMON STOCK 191216100 85,874 1,813,592 SH   SOLE   1,809,567 0 4,025
COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 7,502 118,186 SH   SOLE   118,186 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,120 136,418 SH   SOLE   136,418 0 0
COLLIERS INTERNATIONAL GROUP COMMON STOCK 194693107 248 4,500 SH   SOLE   4,500 0 0
COLONY CAPITAL INC CONVERTIBLE SECURITY 19624RAB2 1,867 2,000,000 PRN   SOLE   2,000 0 0
COMCAST CORP-CLASS A COMMON STOCK 20030N101 67,747 1,989,620 SH   SOLE   1,980,982 0 8,638
COMMERCE BANCSHARES INC COMMON STOCK 200525103 385 6,835 SH   SOLE   6,835 0 0
CONCHO RESOURCES INC COMMON STOCK 20605P101 7,605 73,982 SH   SOLE   73,982 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 27,625 443,059 SH   SOLE   443,059 0 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 5,187 67,845 SH   SOLE   67,845 0 0
CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 16,615 103,317 SH   SOLE   102,303 0 1,014
CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 274 10,770 SH   SOLE   10,770 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 34,699 170,335 SH   SOLE   170,289 0 46
COWEN INC CONVERTIBLE SECURITY 223622AB7 3,475 3,500,000 PRN   SOLE   3,500 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 607 1,590 SH   SOLE   1,590 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 11,379 104,753 SH   SOLE   104,753 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 85,765 81,506 SH   SOLE   81,376 0 130
CSG SYSTEMS INTERNATIONA CONVERTIBLE SECURITY 126349AF6 10,910 11,000,000 PRN   SOLE   11,000 0 0
CSX CORP COMMON STOCK 126408103 43,904 706,652 SH   SOLE   705,352 0 1,300
CSX CORP COMMON STOCK 126408903 10,096 162,500 SH Call SOLE   162,500 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 22,174 23,899,000 PRN   SOLE   23,899 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 39,548 40,896,000 PRN   SOLE   40,256 0 640
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 5,583 5,755,000 PRN   SOLE   5,755 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 509 47,174 SH   SOLE   47,174 0 0
CVS HEALTH CORP COMMON STOCK 126650100 16,628 253,789 SH   SOLE   253,789 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK M2682V108 4,145 55,910 SH   SOLE   55,910 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AM1 17,645 15,000,000 PRN   SOLE   15,000 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AP4 4,881 5,110,000 PRN   SOLE   5,110 0 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 258 20,270 SH   SOLE   20,270 0 0
DANAHER CORP COMMON STOCK 235851102 9,092 88,172 SH   SOLE   88,172 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,113 284,000 PRN   SOLE   284 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 4,816 48,229 SH   SOLE   48,229 0 0
DECKERS OUTDOOR CORP COMMON STOCK 243537107 383 2,990 SH   SOLE   2,990 0 0
DEERE & CO COMMON STOCK 244199105 13,962 93,599 SH   SOLE   93,599 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 92,068 1,845,044 SH   SOLE   1,836,483 0 8,561
DERMIRA INC CONVERTIBLE SECURITY 24983LAB0 5,669 7,500,000 PRN   SOLE   7,500 0 0
DEVON ENERGY CORP COMMON STOCK 25179M103 530 23,500 SH   SOLE   23,500 0 0
DEXCOM INC COMMON STOCK 252131107 240 2,000 SH   SOLE   2,000 0 0
DEXCOM INC CONVERTIBLE SECURITY 252131AF4 31,513 23,480,000 PRN   SOLE   23,480 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 566 60,000 SH   SOLE   60,000 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 5,342 50,134 SH   SOLE   50,134 0 0
DIODES INC COMMON STOCK 254543101 436 13,500 SH   SOLE   13,500 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 14,884 252,365 SH   SOLE   252,365 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 19,921 24,844,000 PRN   SOLE   24,844 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAD1 29,792 37,500,000 PRN   SOLE   37,500 0 0
DOLLAR GENERAL CORP COMMON STOCK 256677105 6,687 61,867 SH   SOLE   61,867 0 0
DOLLAR TREE INC COMMON STOCK 256746108 9,606 106,355 SH   SOLE   106,355 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 7,511 105,105 SH   SOLE   105,105 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 7,030 146,852 SH   SOLE   146,852 0 0
DOWDUPONT INC COMMON STOCK 26078J100 80,941 1,513,481 SH   SOLE   1,509,810 0 3,671
DR HORTON INC COMMON STOCK 23331A109 6,195 178,738 SH   SOLE   178,738 0 0
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 60,803 1,176,988 SH   SOLE   1,172,988 0 4,000
DUKE ENERGY CORP COMMON STOCK 26441C204 16,268 188,510 SH   SOLE   188,441 0 69
DUNKIN' BRANDS GROUP INC COMMON STOCK 265504100 333 5,200 SH   SOLE   5,200 0 0
DXC TECHNOLOGY CO COMMON STOCK 23355L106 3,139 59,041 SH   SOLE   59,041 0 0
DYCOM INDUSTRIES INC CONVERTIBLE SECURITY 267475AB7 21,564 23,236,000 PRN   SOLE   23,236 0 0
E TRADE FINANCIAL CORP COMMON STOCK 269246401 73,589 1,677,061 SH   SOLE   1,669,396 0 7,665
EATON CORP PLC COMMON STOCK G29183103 4,758 69,304 SH   SOLE   69,304 0 0
EBAY INC COMMON STOCK 278642103 4,726 168,363 SH   SOLE   168,363 0 0
ECHO GLOBAL LOGISTICS CONVERTIBLE SECURITY 27875TAA9 29,820 30,826,000 PRN   SOLE   30,611 0 215
EDISON INTERNATIONAL COMMON STOCK 281020107 4,444 78,273 SH   SOLE   78,273 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 34,613 225,976 SH   SOLE   225,024 0 952
ELECTRO SCIENTIFIC INDS INC COMMON STOCK 285229100 507 16,930 SH   SOLE   16,930 0 0
ELECTRONICS FOR IMAGING CONVERTIBLE SECURITY 286082AC6 10,241 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 31,912 275,765 SH   SOLE   275,765 0 0
ELLIE MAE INC COMMON STOCK 28849P100 16,407 261,141 SH   SOLE   258,671 0 2,470
EMERSON ELECTRIC CO COMMON STOCK 291011104 61,232 1,024,809 SH   SOLE   1,018,285 0 6,524
ENERGY TRANSFER LP COMMON STOCK 29273V100 1,658 125,500 SH   SOLE   125,500 0 0
ENTERGY CORP COMMON STOCK 29364G103 8,708 101,172 SH   SOLE   101,172 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 6,365 258,850 SH   SOLE   258,850 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 33,950 33,768,000 PRN   SOLE   33,678 0 90
EOG RESOURCES INC COMMON STOCK 26875P101 27,253 312,497 SH   SOLE   312,497 0 0
EQUINIX INC COMMON STOCK 29444U700 4,356 12,354 SH   SOLE   12,341 0 13
EQUITY RESIDENTIAL COMMON STOCK 29476L107 201 3,050 SH   SOLE   3,050 0 0
ETSY INC COMMON STOCK 29786A106 277 5,820 SH   SOLE   5,820 0 0
EURONET WORLDWIDE INC COMMON STOCK 298736109 299 2,920 SH   SOLE   2,920 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 7,047 5,000,000 PRN   SOLE   5,000 0 0
EVERTEC INC COMMON STOCK 30040P103 732 25,500 SH   SOLE   25,500 0 0
EVOLENT HEALTH INC CONVERTIBLE SECURITY 30050BAB7 1,259 1,133,000 PRN   SOLE   1,133 0 0
EXACT SCIENCES CORP CONVERTIBLE SECURITY 30063PAA3 17,351 15,748,000 PRN   SOLE   15,748 0 0
EXELON CORP COMMON STOCK 30161N101 36,493 809,156 SH   SOLE   809,156 0 0
EXPEDIA GROUP INC COMMON STOCK 30212P303 11,618 103,132 SH   SOLE   103,132 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 99,742 1,462,707 SH   SOLE   1,460,488 0 2,219
FABRINET COMMON STOCK G3323L100 1,816 35,400 SH   SOLE   25,400 0 10,000
FACEBOOK INC COMMON STOCK G3323L900 6,109 46,600 SH Call SOLE   46,600 0 0
FACEBOOK INC-CLASS A COMMON STOCK 30303M102 237,347 1,810,564 SH   SOLE   1,801,302 0 9,262
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 6,754 57,222 SH   SOLE   57,222 0 0
FEDEX CORP COMMON STOCK 31428X106 5,617 34,816 SH   SOLE   34,816 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 28,003 273,064 SH   SOLE   270,196 0 2,868
FIFTH THIRD BANCORP COMMON STOCK 316773100 4,858 206,466 SH   SOLE   206,466 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAP6 5,995 6,291,000 PRN   SOLE   6,291 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAB7 4,971 5,183,000 PRN   SOLE   5,183 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAD3 5,768 6,308,000 PRN   SOLE   6,308 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 10,519 121,050 SH   SOLE   121,050 0 0
FIRST SOLAR INC COMMON STOCK 336433107 41,103 968,163 SH   SOLE   963,337 0 4,826
FIRSTENERGY CORP COMMON STOCK 337932107 7,471 198,956 SH   SOLE   198,956 0 0
FISERV INC COMMON STOCK 337738108 9,040 123,010 SH   SOLE   123,010 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE SECURITY 33938JAB2 12,956 15,601,000 PRN   SOLE   15,601 0 0
FLIR SYSTEMS INC COMMON STOCK 302445101 4,032 92,603 SH   SOLE   92,603 0 0
FLUOR CORP COMMON STOCK 343412102 18,773 583,000 SH   SOLE   583,000 0 0
FORD MOTOR CO COMMON STOCK 345370860 12,083 1,579,496 SH   SOLE   1,579,496 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 5,949 6,000,000 PRN   SOLE   6,000 0 0
FORTINET INC COMMON STOCK 34959E109 375 5,325 SH   SOLE   5,325 0 0
FORTIVE CORPORATION CONVERTIBLE PREFERRED SECURITY 34959J207 56,894 62,687 SH   SOLE   62,687 0 0
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 3,812 100,337 SH   SOLE   100,337 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 3,468 336,351 SH   SOLE   336,351 0 0
GARTNER INC COMMON STOCK 366651107 235 1,840 SH   SOLE   1,840 0 0
GASLOG LTD COMMON STOCK G37585109 896 54,440 SH   SOLE   54,375 0 65
GENERAC HOLDINGS INC COMMON STOCK 368736104 542 10,910 SH   SOLE   10,910 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 6,363 40,475 SH   SOLE   40,475 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 22,655 2,992,705 SH   SOLE   2,992,705 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604903 28,766 3,800,000 SH Call SOLE   3,800,000 0 0
GENERAL MILLS INC COMMON STOCK 370334104 5,810 149,199 SH   SOLE   149,199 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 14,799 442,436 SH   SOLE   442,436 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,388 88,470 SH   SOLE   88,470 0 0
GENOMIC HEALTH INC COMMON STOCK 37244C101 376 5,840 SH   SOLE   5,840 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 35,045 560,272 SH   SOLE   560,272 0 0
GNC HOLDINGS INC CONVERTIBLE SECURITY 36191GAB3 2,886 4,000,000 PRN   SOLE   4,000 0 0
GOLAR LNG LTD CONVERTIBLE SECURITY 38046YAB7 4,671 5,000,000 PRN   SOLE   5,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 9,694 10,000,000 PRN   SOLE   10,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 92,592 554,275 SH   SOLE   551,735 0 2,540
GRAY TELEVISION INC COMMON STOCK 389375106 531 36,000 SH   SOLE   36,000 0 0
GREENBRIER COS INC CONVERTIBLE SECURITY 393657AK7 30,947 31,561,000 PRN   SOLE   31,561 0 0
GREENSKY INC-CLASS A COMMON STOCK 39572G100 8,077 843,983 SH   SOLE   832,645 0 11,338
GUIDEWIRE SOFTWARE INC CONVERTIBLE SECURITY 40171VAA8 41,437 42,994,000 PRN   SOLE   42,994 0 0
HAEMONETICS CORP/MASS COMMON STOCK 405024100 360 3,600 SH   SOLE   3,600 0 0
HALLIBURTON CO COMMON STOCK 406216101 10,149 381,847 SH   SOLE   381,847 0 0
HARRIS CORP COMMON STOCK 413875105 31,966 237,401 SH   SOLE   235,088 0 2,313
HCA HEALTHCARE INC COMMON STOCK 40412C101 5,910 47,491 SH   SOLE   47,491 0 0
HDFC BANK LTD COMMON STOCK 40415F101 5,159 49,800 SH   SOLE   47,900 0 1,900
HEALTHEQUITY INC COMMON STOCK 42226A107 388 6,500 SH   SOLE   6,500 0 0
HELIX ENERGY SOLUTIONS CONVERTIBLE SECURITY 42330PAH0 4,345 4,700,000 PRN   SOLE   4,700 0 0
HELIX ENERGY SOLUTIONS CONVERTIBLE SECURITY 42330PAJ6 5,517 6,050,000 PRN   SOLE   6,050 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 41,270 30,000,000 PRN   SOLE   30,000 0 0
HERITAGE INSURANCE CONVERTIBLE SECURITY 42727JAB8 5,802 5,000,000 PRN   SOLE   5,000 0 0
HESS CORP CONVERTIBLE PREFERRED SECURITY 42809H404 37,216 749,569 SH   SOLE   749,569 0 0
HESS MIDSTREAM PARTNERS LP COMMON STOCK 428104103 170 10,000 SH   SOLE   10,000 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 3,908 295,805 SH   SOLE   295,805 0 0
HMS HOLDINGS CORP COMMON STOCK 40425J101 295 10,500 SH   SOLE   10,500 0 0
HOLLYFRONTIER CORP COMMON STOCK 436106108 572 11,180 SH   SOLE   11,180 0 0
HOME DEPOT INC COMMON STOCK 437076102 89,159 518,907 SH   SOLE   517,559 0 1,348
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 77,710 588,174 SH   SOLE   586,265 0 1,909
HORIZON PHARMA PLC COMMON STOCK G4617B105 254 13,000 SH   SOLE   13,000 0 0
HP INC COMMON STOCK 40434L105 4,816 235,373 SH   SOLE   235,373 0 0
HUAZHU GROUP LTD CONVERTIBLE SECURITY 16949NAC3 1,524 1,567,000 PRN   SOLE   1,067 0 500
HUBSPOT INC CONVERTIBLE SECURITY 443573AB6 21,570 15,000,000 PRN   SOLE   15,000 0 0
HUMANA INC COMMON STOCK 444859102 40,894 142,747 SH   SOLE   142,307 0 440
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 247 1,300 SH   SOLE   1,300 0 0
IAC/INTERACTIVECORP COMMON STOCK 44919P508 342 1,870 SH   SOLE   1,870 0 0
ICICI BANK LTD-SPON ADR COMMON STOCK 45104G104 150 14,600 SH   SOLE   14,600 0 0
ICON PLC COMMON STOCK G4705A100 1,951 15,100 SH   SOLE   15,100 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 3,661 19,681 SH   SOLE   19,681 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 85571WAB5 18,966 16,749,000 PRN   SOLE   16,749 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 19625XAB8 28,246 27,500,000 PRN   SOLE   27,500 0 0
II-VI INC CONVERTIBLE SECURITY 902104AB4 34,751 36,047,000 PRN   SOLE   36,047 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 7,315 57,740 SH   SOLE   57,740 0 0
ILLUMINA INC COMMON STOCK 452327109 7,700 25,673 SH   SOLE   25,673 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 78,054 64,089,000 PRN   SOLE   64,089 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 31,226 23,763,000 PRN   SOLE   23,763 0 0
IMMUNOMEDICS INC CONVERTIBLE SECURITY 452907AK4 7,154 2,500,000 PRN   SOLE   2,500 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAC7 11,066 15,000,000 PRN   SOLE   15,000 0 0
INFOSYS LTD-SP ADR COMMON STOCK 456788108 217 22,800 SH   SOLE   22,800 0 0
INGEVITY CORP COMMON STOCK 45688C107 320 3,825 SH   SOLE   3,825 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 17,383 16,155,000 PRN   SOLE   16,155 0 0
INNOVIVA INC CONVERTIBLE SECURITY 45781MAB7 23,642 19,778,000 PRN   SOLE   19,778 0 0
INOGEN INC COMMON STOCK 45780L104 206 1,660 SH   SOLE   1,660 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 5,299 5,000,000 PRN   SOLE   5,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 33,298 35,985,000 PRN   SOLE   35,985 0 0
INSMED INC CONVERTIBLE SECURITY 457669AA7 14,164 20,000,000 PRN   SOLE   20,000 0 0
INSULET CORPORATION CONVERTIBLE SECURITY 45784PAF8 21,206 15,000,000 PRN   SOLE   15,000 0 0
INTEGRATED DEVICE TECH CONVERTIBLE SECURITY 458118AC0 30,957 20,034,000 PRN   SOLE   20,034 0 0
INTEL CORP COMMON STOCK 458140100 36,242 772,256 SH   SOLE   772,256 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AF7 118,057 51,573,000 PRN   SOLE   51,573 0 0
INTERCEPT PHARMAS CONVERTIBLE SECURITY 45845PAA6 4,624 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 50,979 676,737 SH   SOLE   672,689 0 4,048
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 8,223 72,343 SH   SOLE   72,343 0 0
INTL FLAVOR & FRAGRANCES CONVERTIBLE PREFERRED SECURITY 459506309 36,052 711,092 SH   SOLE   711,092 0 0
INTUIT INC COMMON STOCK 461202103 7,458 37,888 SH   SOLE   37,888 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 21,814 45,548 SH   SOLE   45,378 0 170
INVACARE CORP CONVERTIBLE SECURITY 461203AH4 2,095 3,000,000 PRN   SOLE   3,000 0 0
INVESCO SENIOR LOAN ETF COMMON STOCK 46138G508 1,164 53,450 SH   SOLE   49,150 0 4,300
IONIS PHARMACEUTICALS IN CONVERTIBLE SECURITY 464337AJ3 30,136 28,007,000 PRN   SOLE   28,007 0 0
IRADIMED CORP COMMON STOCK 46266A109 287 11,740 SH   SOLE   11,740 0 0
IRONWOOD PHARMACEUTICALS CONVERTIBLE SECURITY 46333XAD0 7,553 8,000,000 PRN   SOLE   8,000 0 0
ISHARES 20 YEAR TREASURY BOND COMMON STOCK 464287902 148,667 1,223,500 SH Call SOLE   1,180,500 0 43,000
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287904 38,025 973,000 SH Call SOLE   973,000 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287954 41,171 1,053,500 SH Put SOLE   927,500 0 126,000
ISHARES CORE MSCI EAFE ETF COMMON STOCK 46432F842 464 8,440 SH   SOLE   6,820 0 1,620
ISHARES CORE S&P 500 ETF COMMON STOCK 464287200 9,845 39,130 SH   SOLE   12,200 0 26,930
ISHARES CORE S&P MIDCAP ETF COMMON STOCK 464287507 1,270 7,650 SH   SOLE   1,620 0 6,030
ISHARES IBOXX HIGH YLD CORP COMMON STOCK 464288513 10,517 129,675 SH   SOLE   129,675 0 0
ISHARES MSCI ACWI EX US ETF COMMON STOCK 464288240 945 22,521 SH   SOLE   7,988 0 14,533
ISHARES MSCI EAFE ETF COMMON STOCK 464287465 28,239 480,425 SH   SOLE   480,425 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 60,808 1,034,500 SH Call SOLE   1,034,500 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 13,049 222,000 SH Put SOLE   222,000 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287234 9,069 232,175 SH   SOLE   232,175 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287904 74,167 1,898,800 SH Call SOLE   1,786,800 0 112,000
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287954 10,956 280,500 SH Put SOLE   280,500 0 0
ISHARES NASDAQ BIOTECHNOLOGY COMMON STOCK 464287556 5,188 53,805 SH   SOLE   53,805 0 0
ISHARES RUSSELL 1000 ETF COMMON STOCK 464287622 599 4,320 SH   SOLE   4,320 0 0
ISHARES RUSSELL 2000 GROWTH COMMON STOCK 464287648 344 2,050 SH   SOLE   2,050 0 0
ISHARES RUSSELL 2000 VALUE E COMMON STOCK 464287630 27,144 252,405 SH   SOLE   252,405 0 0
ISHARES S&P 500 GROWTH ETF COMMON STOCK 464287309 2,105 13,974 SH   SOLE   6,238 0 7,736
ISHARES S&P 500 VALUE ETF COMMON STOCK 464287408 458 4,525 SH   SOLE   0 0 4,525
ISHARES US PREFERRED STOCK E COMMON STOCK 464288687 454 13,275 SH   SOLE   13,275 0 0
ISHARES US REAL ESTATE ETF COMMON STOCK 464287739 1,542 20,570 SH   SOLE   20,570 0 0
ISTAR INC CONVERTIBLE SECURITY 45031UCB5 4,534 5,000,000 PRN   SOLE   5,000 0 0
ITAU UNIBANCO H-SPON PRF ADR COMMON STOCK 465562106 4,733 517,874 SH   SOLE   361,210 0 156,664
J2 GLOBAL COMMUNICATIONS CONVERTIBLE SECURITY 48123VAC6 32,010 28,000,000 PRN   SOLE   28,000 0 0
JAZZ INVESTMENTS I LTD CONVERTIBLE SECURITY 472145AB7 17,193 17,745,000 PRN   SOLE   17,745 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 205,305 1,590,892 SH   SOLE   1,584,976 0 5,916
JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 4,691 158,227 SH   SOLE   158,227 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H955 23,595 241,700 SH Put SOLE   241,700 0 0
JPMORGAN CHASE & CO COMMON STOCK 46625H100 183,576 1,880,517 SH   SOLE   1,880,375 0 142
KELLOGG CO COMMON STOCK 487836108 4,177 73,262 SH   SOLE   73,262 0 0
KEYCORP COMMON STOCK 493267108 11,175 756,084 SH   SOLE   756,084 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 7,951 69,780 SH   SOLE   69,375 0 405
KINDER MORGAN INC COMMON STOCK 49456B101 7,181 466,877 SH   SOLE   466,877 0 0
KOHLS CORP COMMON STOCK 500255104 569 8,575 SH   SOLE   8,575 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 4,233 98,350 SH   SOLE   98,350 0 0
KROGER CO COMMON STOCK 501044101 9,730 353,800 SH   SOLE   353,800 0 0
LAB CORP OF AMER HLDGS CONVERTIBLE SECURITY 50540RAG7 442 262,000 PRN   SOLE   262 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 68,396 541,275 SH   SOLE   537,884 0 3,391
LAM RESEARCH CORP COMMON STOCK 512807108 14,388 105,660 SH   SOLE   105,660 0 0
LAM RESEARCH CORP COMMON STOCK 512807908 5,243 38,500 SH Call SOLE   38,500 0 0
LAMB WESTON HOLDINGS INC COMMON STOCK 513272104 642 8,730 SH   SOLE   8,730 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 4,529 126,379 SH   SOLE   126,379 0 0
LENDINGTREE INC CONVERTIBLE SECURITY 52603BAA5 30,853 25,000,000 PRN   SOLE   25,000 0 0
LENNAR CORP-A COMMON STOCK 526057104 1,509 38,550 SH   SOLE   38,550 0 0
LGI HOMES INC CONVERTIBLE SECURITY 50187TAB2 2,947 1,400,000 PRN   SOLE   1,400 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AL5 4,598 6,890,000 PRN   SOLE   6,890 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AG6 5,693 8,521,006 PRN   SOLE   8,503 0 18
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AF9 28,841 27,927,000 PRN   SOLE   27,927 0 0
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AE2 22,571 48,117,000 PRN   SOLE   48,117 0 0
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AB8 55,883 52,537,000 PRN   SOLE   52,537 0 0
LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 208 1,530 SH   SOLE   1,530 0 0
LINDE PLC COMMON STOCK G5494J103 5,780 37,039 SH   SOLE   37,039 0 0
LIVANOVA PLC COMMON STOCK G5509L101 1,477 16,150 SH   SOLE   16,150 0 0
LIVE NATION ENTERTAINMEN CONVERTIBLE SECURITY 538034AJ8 379 267,000 PRN   SOLE   267 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 30,245 115,510 SH   SOLE   115,486 0 24
LOWE'S COS INC COMMON STOCK 548661107 71,447 773,570 SH   SOLE   769,134 0 4,436
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 399 6,540 SH   SOLE   6,540 0 0
LULULEMON ATHLETICA INC COMMON STOCK 550021109 28,390 233,450 SH   SOLE   230,872 0 2,578
LUMENTUM HOLDINGS INC CONVERTIBLE SECURITY 55024UAB5 47,340 47,299,000 PRN   SOLE   47,299 0 0
MACERICH CO/THE COMMON STOCK 554382101 4,137 95,591 SH   SOLE   95,591 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAA3 483 485,000 PRN   SOLE   485 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAB1 720 830,000 PRN   SOLE   830 0 0
MACY'S INC COMMON STOCK 55616P104 533 17,900 SH   SOLE   17,900 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 6,150 107,780 SH   SOLE   107,780 0 0
MALLINCKRODT PLC COMMON STOCK G5785G107 363 23,000 SH   SOLE   23,000 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 27,996 474,423 SH   SOLE   472,723 0 1,700
MARRIOTT VACATION WORLDW CONVERTIBLE SECURITY 57164YAB3 18,669 21,609,000 PRN   SOLE   21,609 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 20,707 259,650 SH   SOLE   259,650 0 0
MASCO CORP COMMON STOCK 574599106 13,158 450,000 SH   SOLE   450,000 0 0
MASTERCARD INC - A COMMON STOCK 57636Q104 81,926 434,273 SH   SOLE   432,874 0 1,399
MATCH GROUP INC COMMON STOCK 57665R106 222 5,180 SH   SOLE   5,180 0 0
MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 2,286 16,415 SH   SOLE   16,415 0 0
MCDONALD'S CORP COMMON STOCK 580135101 106,750 601,174 SH   SOLE   599,275 0 1,899
MCKESSON CORP COMMON STOCK 58155Q103 4,681 42,374 SH   SOLE   42,374 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AE5 7,411 8,600,000 PRN   SOLE   8,600 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AG0 10,456 14,000,000 PRN   SOLE   14,000 0 0
MEDPACE HOLDINGS INC COMMON STOCK 58506Q109 565 10,670 SH   SOLE   10,670 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 80,595 886,049 SH   SOLE   882,294 0 3,755
MERCK & CO. INC. COMMON STOCK 58933Y105 70,385 921,151 SH   SOLE   921,151 0 0
MERITOR INC CONVERTIBLE SECURITY 59001KAF7 16,351 18,651,000 PRN   SOLE   18,651 0 0
METLIFE INC COMMON STOCK 59156R108 14,803 360,520 SH   SOLE   360,520 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 222 21,200 SH   SOLE   21,200 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 50,791 2,093,620 SH   SOLE   2,079,141 0 14,479
MGM RESORTS INTERNATIONAL COMMON STOCK 552953901 12,045 496,500 SH Call SOLE   461,500 0 35,000
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 7,740 107,614 SH   SOLE   107,614 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AD6 27,983 20,000,000 PRN   SOLE   20,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AF1 99,306 102,367,000 PRN   SOLE   102,367 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AH7 7,313 7,500,000 PRN   SOLE   7,500 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 10,057 316,959 SH   SOLE   316,959 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AV5 2,706 936,000 PRN   SOLE   936 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AY9 26,286 23,842,000 PRN   SOLE   23,842 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 79,440 25,000,000 PRN   SOLE   25,000 0 0
MICROSOFT CORP COMMON STOCK 594918104 347,585 3,422,119 SH   SOLE   3,408,770 0 13,349
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 40,859 349,339 SH   SOLE   347,633 0 1,706
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 7,533 64,819 SH   SOLE   64,819 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 19,656 6,855,000 PRN   SOLE   6,855 0 0
MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 36,577 913,743 SH   SOLE   913,743 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 4,192 85,167 SH   SOLE   85,167 0 0
MORGAN STANLEY COMMON STOCK 617446448 65,885 1,661,666 SH   SOLE   1,659,666 0 2,000
MORGAN STANLEY COMMON STOCK 617446958 23,263 586,700 SH Put SOLE   586,700 0 0
MYRIAD GENETICS INC COMMON STOCK 62855J104 255 8,770 SH   SOLE   8,770 0 0
NABORS INDUSTRIES INC CONVERTIBLE SECURITY 62957HAB1 22,387 35,955,000 PRN   SOLE   35,955 0 0
NABORS INDUSTRIES LTD COMMON STOCK G6359F903 250 125,000 SH Call SOLE   125,000 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E908 3,244 125,000 SH Call SOLE   125,000 0 0
NAVISTAR INTL CORP CONVERTIBLE SECURITY 63934EAS7 7,508 7,500,000 PRN   SOLE   7,500 0 0
NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 195 26,960 SH   SOLE   26,960 0 0
NETEASE INC COMMON STOCK 64110W902 2,872 12,200 SH Call SOLE   8,200 0 4,000
NETFLIX INC COMMON STOCK 64110L106 55,283 206,543 SH   SOLE   205,832 0 711
NETFLIX INC COMMON STOCK 64110L956 6,852 25,600 SH Put SOLE   25,600 0 0
NEUROCRINE BIOSCIENCES CONVERTIBLE SECURITY 64125CAD1 28,333 24,100,000 PRN   SOLE   24,100 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 326 17,525 SH   SOLE   17,525 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 12,295 70,733 SH   SOLE   70,661 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 109,618 1,901,770 SH   SOLE   1,898,320 0 3,450
NICE SYSTEMS INC CONVERTIBLE SECURITY 65366HAB9 22,262 16,209,000 PRN   SOLE   16,209 0 0
NIKE INC COMMON STOCK 654106103 36,232 488,693 SH   SOLE   488,597 0 96
NISOURCE INC COMMON STOCK 65473P105 6,876 271,248 SH   SOLE   271,248 0 0
NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 216 12,120 SH   SOLE   12,120 0 0
NOBLE CORP PLC COMMON STOCK G65431101 63 24,000 SH   SOLE   24,000 0 0
NOKIA CORP-SPON ADR COMMON STOCK 654902204 8,846 1,520,000 SH   SOLE   1,520,000 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 4,204 28,112 SH   SOLE   28,112 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 14,075 168,380 SH   SOLE   168,380 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 35,977 146,905 SH   SOLE   146,905 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 1,123 272,000 PRN   SOLE   272 0 0
NRG ENERGY INC COMMON STOCK 629377508 356 8,990 SH   SOLE   8,990 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAK6 10,599 12,229,000 PRN   SOLE   12,229 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAG5 89 95,000 PRN   SOLE   95 0 0
NUCOR CORP COMMON STOCK 670346105 8,343 161,025 SH   SOLE   161,025 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 46,460 44,100,000 PRN   SOLE   44,100 0 0
NVIDIA CORP COMMON STOCK 67066G104 41,047 307,466 SH   SOLE   306,368 0 1,098
NVIDIA CORP COMMON STOCK 67066G904 3,431 25,700 SH Call SOLE   25,700 0 0
NVIDIA CORP COMMON STOCK 67066G954 3,431 25,700 SH Put SOLE   25,700 0 0
NXP SEMICONDUCTOR NV CONVERTIBLE SECURITY 62952QAB6 51,529 51,422,000 PRN   SOLE   51,222 0 200
NY COMMUNITY CAP TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 690 15,200 SH   SOLE   15,200 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 4,485 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 7,940 129,358 SH   SOLE   129,358 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 45,052 40,898,000 PRN   SOLE   40,898 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AP0 51,091 47,781,000 PRN   SOLE   47,781 0 0
ONEOK INC COMMON STOCK 682680103 5,183 96,062 SH   SOLE   96,062 0 0
ORACLE CORP COMMON STOCK 68389X105 33,315 737,879 SH   SOLE   737,879 0 0
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 8,731 25,357 SH   SOLE   25,357 0 0
OSHKOSH CORP COMMON STOCK 688239201 245 4,000 SH   SOLE   4,000 0 0
OSI SYSTEMS INC CONVERTIBLE SECURITY 671044AD7 26,202 28,401,000 PRN   SOLE   28,401 0 0
P G & E CORP COMMON STOCK 69331C108 2,232 93,975 SH   SOLE   93,975 0 0
PACCAR INC COMMON STOCK 693718108 5,477 95,857 SH   SOLE   95,857 0 0
PACIRA PHARMACEUTICALS CONVERTIBLE SECURITY 695127AD2 28,759 29,077,000 PRN   SOLE   29,077 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 35,947 21,062,000 PRN   SOLE   21,062 0 0
PANDORA MEDIA INC CONVERTIBLE SECURITY 698354AB3 7,154 7,500,000 PRN   SOLE   7,500 0 0
PAYCOM SOFTWARE INC COMMON STOCK 70432V102 15,938 130,160 SH   SOLE   128,415 0 1,745
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 42,607 506,688 SH   SOLE   501,828 0 4,860
PAYPAL HOLDINGS INC COMMON STOCK 70450Y903 20,795 247,300 SH Call SOLE   247,300 0 0
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 21,690 24,646,000 PRN   SOLE   24,646 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK 70959W103 287 7,120 SH   SOLE   7,120 0 0
PENTAIR PLC COMMON STOCK G7S00T104 6,155 162,911 SH   SOLE   162,911 0 0
PEPSICO INC COMMON STOCK 713448108 56,654 512,802 SH   SOLE   512,723 0 79
PETROBRAS BRASILEIRO SA COMMON STOCK 71654V901 2,719 209,000 SH Call SOLE   146,500 0 62,500
PFIZER INC COMMON STOCK 717081103 96,072 2,200,965 SH   SOLE   2,200,836 0 129
PGT INNOVATIONS INC COMMON STOCK 69336V101 394 24,830 SH   SOLE   24,830 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 49,115 735,702 SH   SOLE   734,702 0 1,000
PHILLIPS 66 COMMON STOCK 718546104 5,837 67,757 SH   SOLE   67,757 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 21,165 160,925 SH   SOLE   160,872 0 53
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 25,610 219,056 SH   SOLE   219,056 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 7,875 77,030 SH   SOLE   77,030 0 0
PRA GROUP INC CONVERTIBLE SECURITY 69354NAB2 4,229 5,000,000 PRN   SOLE   5,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE SECURITY 74139CAB8 2,782 3,000,000 PRN   SOLE   3,000 0 0
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 84,580 920,150 SH   SOLE   920,061 0 89
PROLOGIS INC COMMON STOCK 74340W103 5,187 88,337 SH   SOLE   88,337 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 276 275,000 PRN   SOLE   275 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 1,987 2,000,000 PRN   SOLE   2,000 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 18,697 229,275 SH   SOLE   229,275 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 5,495 105,580 SH   SOLE   105,580 0 0
PUBLIC STORAGE COMMON STOCK 74460D109 4,711 23,277 SH   SOLE   23,277 0 0
PVH CORP COMMON STOCK 693656100 3,699 39,799 SH   SOLE   39,799 0 0
QUALCOMM INC COMMON STOCK 747525103 11,217 197,094 SH   SOLE   197,094 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 5,974 198,482 SH   SOLE   198,339 0 143
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 4,586 55,074 SH   SOLE   55,074 0 0
QUIDEL CORP COMMON STOCK 74838J101 308 6,310 SH   SOLE   6,310 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 10,759 6,661,000 PRN   SOLE   6,661 0 0
QUINSTREET INC COMMON STOCK 74874Q100 554 34,130 SH   SOLE   34,130 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE SECURITY 749119AB9 24,651 25,817,000 PRN   SOLE   25,817 0 0
RADIUS HEALTH INC CONVERTIBLE SECURITY 750469AA6 3,806 5,000,000 PRN   SOLE   5,000 0 0
RAYTHEON COMPANY COMMON STOCK 755111507 56,809 370,451 SH   SOLE   367,784 0 2,667
REALPAGE INC COMMON STOCK 75606N109 10,492 217,726 SH   SOLE   215,122 0 2,604
REALPAGE INC CONVERTIBLE SECURITY 75606NAB5 45,735 35,272,000 PRN   SOLE   35,272 0 0
REALTY INCOME CORP COMMON STOCK 756109104 7,938 125,920 SH   SOLE   125,920 0 0
RED HAT INC COMMON STOCK 756577102 7,317 41,661 SH   SOLE   41,661 0 0
RED HAT INC COMMON STOCK 756577902 32,880 187,200 SH Call SOLE   187,200 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 30,452 12,823,000 PRN   SOLE   12,823 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,638 5,000,000 PRN   SOLE   5,000 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AD7 4,755 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4,185 11,204 SH   SOLE   11,204 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 5,274 394,178 SH   SOLE   394,178 0 0
RENEWABLE ENERGY GROUP I CONVERTIBLE SECURITY 75972AAC7 9,664 4,000,000 PRN   SOLE   4,000 0 0
RETROPHIN INC CONVERTIBLE SECURITY 761299AB2 3,141 3,500,000 PRN   SOLE   3,500 0 0
RH CONVERTIBLE SECURITY 761283AD2 8,382 7,500,000 PRN   SOLE   7,500 0 0
RH CONVERTIBLE SECURITY 761283AC4 9,750 8,375,000 PRN   SOLE   8,375 0 0
ROSS STORES INC COMMON STOCK 778296103 6,917 83,136 SH   SOLE   83,136 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 7,101 7,535,000 PRN   SOLE   7,535 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 15,784 161,412 SH   SOLE   161,361 0 51
ROYAL GOLD INC CONVERTIBLE SECURITY 780287AA6 35,903 35,745,000 PRN   SOLE   35,745 0 0
RYDER SYSTEM INC COMMON STOCK 783549108 268 5,570 SH   SOLE   5,570 0 0
S&P GLOBAL INC COMMON STOCK 78409V104 16,802 98,868 SH   SOLE   98,168 0 700
SALESFORCE.COM INC COMMON STOCK 79466L302 54,685 399,246 SH   SOLE   397,648 0 1,598
SCHLUMBERGER LTD COMMON STOCK 806857108 31,327 868,258 SH   SOLE   864,708 0 3,550
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 6,461 155,582 SH   SOLE   155,582 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 799 13,386 SH   SOLE   0 0 13,386
SCHWAB US MID CAP ETF COMMON STOCK 808524508 441 9,193 SH   SOLE   0 0 9,193
SCHWAB US SMALL-CAP ETF COMMON STOCK 808524607 280 4,609 SH   SOLE   0 0 4,609
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AN1 3,437 4,000,000 PRN   SOLE   4,000 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851406 37,008 389,106 SH   SOLE   389,106 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851505 38,511 399,330 SH   SOLE   399,330 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAC6 46,539 33,000,000 PRN   SOLE   33,000 0 0
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 19,601 49,816 SH   SOLE   49,223 0 593
SILICON LABORATORIES INC CONVERTIBLE SECURITY 826919AB8 42,692 40,486,000 PRN   SOLE   40,486 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 11,739 69,880 SH   SOLE   69,880 0 0
SKYWEST INC COMMON STOCK 830879102 304 6,840 SH   SOLE   6,840 0 0
SLM CORP COMMON STOCK 78442P106 32,692 3,934,018 SH   SOLE   3,910,803 0 23,215
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 22,841 24,953,000 PRN   SOLE   24,953 0 0
SMART GLOBAL HOLDINGS INC COMMON STOCK G8232Y101 310 10,430 SH   SOLE   10,430 0 0
SONY CORP COMMON STOCK 835699907 31,913 661,000 SH Call SOLE   661,000 0 0
SONY CORP-SPONSORED ADR COMMON STOCK 835699307 1,550 32,100 SH   SOLE   32,100 0 0
SOUTH JERSEY INDUSTRIES CONVERTIBLE PREFERRED SECURITY 838518116 4,663 100,000 SH   SOLE   100,000 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 5,642 121,383 SH   SOLE   121,383 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 3,666 1,074,965 SH   SOLE   1,074,965 0 0
SPDR BBG BARC CONVERTIBLE COMMON STOCK 78464A359 5,982 127,850 SH   SOLE   127,850 0 0
SPDR BBG BARC HIGH YIELD BND COMMON STOCK 78464A417 13,014 387,445 SH   SOLE   387,445 0 0
SPDR INDUSTRIAL SELECT SECTOR ETF COMMON STOCK 81369Y904 15,123 234,800 SH Call SOLE   234,800 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F903 40,937 163,800 SH Call SOLE   163,800 0 0
SPDR S&P 500 ETF COMMON STOCK 78464A908 9,756 300,000 SH Call SOLE   300,000 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 249,920 1,000,000 SH Put SOLE   1,000,000 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F103 343,624 1,374,934 SH   SOLE   1,374,934 0 0
SPDR S&P HOMEBUILDERS ETF COMMON STOCK 78464A888 26,016 800,000 SH   SOLE   800,000 0 0
SPDR WELLS FARGO PREFERRED COMMON STOCK 78464A292 458 11,575 SH   SOLE   11,575 0 0
SPIRIT REALTY CAPITAL IN CONVERTIBLE SECURITY 84860WAB8 1,168 1,191,000 PRN   SOLE   1,191 0 0
SPLUNK INC COMMON STOCK 848637104 1,122 10,700 SH   SOLE   10,700 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AB9 60,891 25,000,000 PRN   SOLE   25,000 0 0
STANLEY BLACK & DECKER I CONVERTIBLE PREFERRED SECURITY 854502887 26,084 286,985 SH   SOLE   286,985 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 8,252 68,914 SH   SOLE   68,875 0 39
STANLEY BLACK & DECKER INC COMMON STOCK 854502901 65,318 545,500 SH Call SOLE   545,500 0 0
STARBUCKS CORP COMMON STOCK 855244109 24,677 383,189 SH   SOLE   383,189 0 0
STARWOOD PROPERTY TRUST CONVERTIBLE SECURITY 85571BAH8 15,491 15,552,000 PRN   SOLE   15,552 0 0
STATE STREET CORP COMMON STOCK 857477103 4,294 68,078 SH   SOLE   68,078 0 0
STRYKER CORP COMMON STOCK 863667101 15,023 95,841 SH   SOLE   95,841 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 4,913 97,406 SH   SOLE   97,406 0 0
SVB FINANCIAL GROUP COMMON STOCK 78486Q101 323 1,700 SH   SOLE   1,700 0 0
SYNAPTICS INC CONVERTIBLE SECURITY 87157DAD1 24,647 28,045,000 PRN   SOLE   28,045 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 2,844 121,226 SH   SOLE   121,226 0 0
SYSCO CORP COMMON STOCK 871829107 6,177 98,572 SH   SOLE   98,572 0 0
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK 874039100 3,303 89,500 SH   SOLE   89,500 0 0
TAKE-TWO INTER COMMON STOCK 874054909 24,191 235,000 SH Call SOLE   235,000 0 0
TAL EDUCATION GROUP COMMON STOCK 874080104 534 20,000 SH   SOLE   20,000 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 31,890 5,250,000 PRN   SOLE   5,250 0 0
TAPESTRY INC COMMON STOCK 876030107 3,605 106,826 SH   SOLE   106,826 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 2,615 72,605 SH   SOLE   72,605 0 0
TARGET CORP COMMON STOCK 87612E106 7,565 114,459 SH   SOLE   114,459 0 0
TCF FINANCIAL CORP COMMON STOCK 872275102 343 17,590 SH   SOLE   17,590 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 4,488 59,346 SH   SOLE   59,346 0 0
TELADOC HEALTH INC CONVERTIBLE SECURITY 87918AAB1 10,845 8,000,000 PRN   SOLE   8,000 0 0
TELEFLEX INC COMMON STOCK 879369106 4,238 16,395 SH   SOLE   16,395 0 0
TELEKOMUNIK INDONESIA-SP ADR COMMON STOCK 715684106 1,928 73,570 SH   SOLE   45,970 0 27,600
TENET HEALTHCARE CORP COMMON STOCK 88033G407 248 14,490 SH   SOLE   14,490 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 7,397 6,239,000 PRN   SOLE   6,239 0 0
TESLA ENERGY OPERATIONS CONVERTIBLE SECURITY 83416TAC4 2,824 3,000,000 PRN   SOLE   3,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAB7 15,552 15,000,000 PRN   SOLE   15,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAC5 110,873 99,187,000 PRN   SOLE   99,187 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAD3 49,963 41,305,000 PRN   SOLE   41,305 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 15,299 161,890 SH   SOLE   161,890 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE SECURITY 88339KAA0 5,157 5,000,000 PRN   SOLE   5,000 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 29,644 132,462 SH   SOLE   132,462 0 0
TIDEWATER INC COMMON STOCK 88642R109 1,751 91,540 SH   SOLE   91,474 0 66
TIMKENSTEEL CONVERTIBLE SECURITY 887399AA1 5,652 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 22,861 510,965 SH   SOLE   510,965 0 0
TOPBUILD CORP COMMON STOCK 89055F103 2,250 49,999 SH   SOLE   49,999 0 0
TRADE DESK INC/THE -CLASS A COMMON STOCK 88339J105 221 1,900 SH   SOLE   1,900 0 0
TRANSDIGM GROUP INC COMMON STOCK 893641100 4,511 13,264 SH   SOLE   13,264 0 0
TRANSOCEAN LTD COMMON STOCK H8817H100 856 123,383 SH   SOLE   123,383 0 0
TRANSUNION COMMON STOCK 89400J107 14,841 261,277 SH   SOLE   257,364 0 3,913
TRAVELERS COS INC/THE COMMON STOCK 89417E109 7,288 60,864 SH   SOLE   60,864 0 0
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 199 10,220 SH   SOLE   10,220 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 17,723 15,000,000 PRN   SOLE   15,000 0 0
TUTOR PERINI CORP CONVERTIBLE SECURITY 901109AD0 2,739 2,969,000 PRN   SOLE   2,969 0 0
TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 14,474 300,796 SH   SOLE   300,796 0 0
TWITTER INC COMMON STOCK 90184L102 8,369 291,206 SH   SOLE   291,206 0 0
TWITTER INC COMMON STOCK 90184L902 4,098 142,600 SH Call SOLE   142,600 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 16,992 18,590,000 PRN   SOLE   18,590 0 0
UBS GROUP AG-REG COMMON STOCK H42097107 24,525 1,981,000 SH   SOLE   1,981,000 0 0
UDR INC COMMON STOCK 902653104 7,650 193,096 SH   SOLE   193,096 0 0
UGI CORP COMMON STOCK 902681105 456 8,555 SH   SOLE   8,555 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 84,727 612,941 SH   SOLE   611,365 0 1,576
UNITED PARCEL SERVICE COMMON STOCK 911312106 10,848 111,229 SH   SOLE   111,229 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 13,194 123,913 SH   SOLE   123,913 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 127,954 513,625 SH   SOLE   512,180 0 1,445
UNUM GROUP COMMON STOCK 91529Y106 20,566 700,000 SH   SOLE   700,000 0 0
UPLAND SOFTWARE INC COMMON STOCK 91544A109 261 9,620 SH   SOLE   9,620 0 0
US BANCORP COMMON STOCK 902973304 55,732 1,219,527 SH   SOLE   1,211,982 0 7,545
US CELLULAR CORP COMMON STOCK 911684108 333 6,410 SH   SOLE   6,410 0 0
USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 563 4,780 SH   SOLE   4,780 0 0
VALE SA-SP ADR COMMON STOCK 91912E105 3,633 275,406 SH   SOLE   218,400 0 57,006
VALERO ENERGY CORP COMMON STOCK 91913Y100 6,027 80,395 SH   SOLE   80,395 0 0
VANECK VECTORS ETF TRUST COMMON STOCK 92189F906 10,622 566,500 SH Call SOLE   363,500 0 203,000
VANECK VECTORS VIETNAM ETF COMMON STOCK 92189F817 212 14,400 SH   SOLE   14,400 0 0
VANGUARD SHORT-TERM BOND ETF COMMON STOCK 921937827 352 4,477 SH   SOLE   4,222 0 255
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 6,428 56,725 SH   SOLE   56,725 0 0
VEECO INSTRUMENTS INC CONVERTIBLE SECURITY 922417AD2 900 1,200,000 PRN   SOLE   1,200 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 6,816 62,511 SH   SOLE   62,511 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 85,206 1,515,575 SH   SOLE   1,513,140 0 2,435
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 6,038 36,435 SH   SOLE   36,435 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F950 5,137 31,000 SH Put SOLE   31,000 0 0
VF CORP COMMON STOCK 918204108 5,415 75,900 SH   SOLE   75,900 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AB1 27,973 28,515,000 PRN   SOLE   28,515 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W903 4,095 750,000 SH Call SOLE   750,000 0 0
VIRTUS INVESTMENT PARTNE CONVERTIBLE PREFERRED SECURITY 92828Q208 12,301 162,085 SH   SOLE   162,085 0 0
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 131,875 999,506 SH   SOLE   994,866 0 4,640
VISTRA ENERGY CORP CONVERTIBLE PREFERRED SECURITY 92840M300 25,083 275,000 SH   SOLE   275,000 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 20,073 293,762 SH   SOLE   293,762 0 0
WALMART INC COMMON STOCK 931142103 89,769 963,699 SH   SOLE   958,093 0 5,606
WALT DISNEY CO/THE COMMON STOCK 254687106 115,027 1,049,035 SH   SOLE   1,042,841 0 6,194
WASTE MANAGEMENT INC COMMON STOCK 94106L109 21,161 237,793 SH   SOLE   235,063 0 2,730
WAYFAIR INC CONVERTIBLE SECURITY 94419LAB7 13,451 12,500,000 PRN   SOLE   12,500 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 453 1,920 SH   SOLE   1,920 0 0
WELLS FARGO & CO COMMON STOCK 949746101 46,189 1,002,358 SH   SOLE   1,002,358 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 67,491 53,481 SH   SOLE   53,481 0 0
WELLTOWER INC COMMON STOCK 95040Q104 14,056 202,500 SH   SOLE   202,500 0 0
WEX INC COMMON STOCK 96208T104 458 3,270 SH   SOLE   3,270 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 4,489 205,339 SH   SOLE   205,339 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 6,412 60,000 SH   SOLE   60,000 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 9,502 10,000,000 PRN   SOLE   10,000 0 0
WILLIAMS COS INC COMMON STOCK 969457100 5,944 269,567 SH   SOLE   269,567 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 215 3,230 SH   SOLE   3,230 0 0
WIX.COM LTD COMMON STOCK M98068105 222 2,460 SH   SOLE   2,460 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 24,637 12,500,000 PRN   SOLE   12,500 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAF8 138,068 111,639,000 PRN   SOLE   111,569 0 70
WORKDAY INC-CLASS A COMMON STOCK 98138H101 15,683 98,214 SH   SOLE   96,880 0 1,334
WORLDPAY INC COMMON STOCK 981558909 10,815 141,500 SH Call SOLE   141,500 0 0
WORLDPAY INC-CLASS A COMMON STOCK 981558109 25,655 335,672 SH   SOLE   330,916 0 4,756
WRIGHT MEDICAL GROUP INC CONVERTIBLE SECURITY 98235TAE7 6,786 6,426,000 PRN   SOLE   6,346 0 80
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 10,259 7,500,000 PRN   SOLE   7,500 0 0
WYNN RESORTS LTD COMMON STOCK 983134907 3,561 36,000 SH Call SOLE   36,000 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 8,217 166,774 SH   SOLE   166,774 0 0
XILINX INC COMMON STOCK 983919101 12,497 146,734 SH   SOLE   146,734 0 0
XYLEM INC COMMON STOCK 98419M100 5,045 75,618 SH   SOLE   75,618 0 0
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 800 5,025 SH   SOLE   5,025 0 0
ZENDESK INC COMMON STOCK 98936J101 13,488 231,070 SH   SOLE   226,665 0 4,405
ZILLOW INC CONVERTIBLE SECURITY 98954MAB7 8,311 8,500,000 PRN   SOLE   8,500 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 4,473 43,130 SH   SOLE   43,130 0 0
ZIONS BANCORP NA COMMON STOCK 989701107 14,591 358,139 SH   SOLE   357,986 0 153
ZOETIS INC COMMON STOCK 98978V103 4,917 57,480 SH   SOLE   57,480 0 0