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 20,388 98,123 SH   SOLE   98,123 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 31,853 17,500,000 PRN   SOLE   17,500 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 36,572 457,490 SH   SOLE   457,490 0 0
ABBVIE INC COMMON STOCK 00287Y109 21,639 268,511 SH   SOLE   268,511 0 0
ACCENTURE PLC COMMON STOCK G1151C101 45,526 258,639 SH   SOLE   258,639 0 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 5,105 112,134 SH   SOLE   112,134 0 0
ADOBE INC COMMON STOCK 00724F101 36,098 135,459 SH   SOLE   135,459 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 10,432 408,793 SH   SOLE   408,793 0 0
ADVANCED MICRO DEVICES CONVERTIBLE SECURITY 007903BD8 156,262 48,055,000 PRN   SOLE   48,046 0 9
AEROJET ROCKETDYNE HLDG CONVERTIBLE SECURITY 007800AB1 7,429 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 9,234 510,734 SH   SOLE   510,734 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 9,145 85,375 SH   SOLE   85,375 0 0
AFLAC INC COMMON STOCK 001055102 5,820 116,408 SH   SOLE   116,408 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 37,515 466,718 SH   SOLE   466,581 0 137
AIR LEASE CORP COMMON STOCK 00912X302 25,414 739,861 SH   SOLE   733,858 0 6,003
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 61,466 321,877 SH   SOLE   319,922 0 1,955
AIR TRANSPORT SERVICES G CONVERTIBLE SECURITY 00922RAB1 22,972 22,952,000 PRN   SOLE   22,931 0 21
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 5,235 73,000 SH   SOLE   73,000 0 0
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 8,003 56,135 SH   SOLE   56,135 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 92,954 687,632 SH   SOLE   684,364 0 3,268
ALIBABA GROUP HOLDING COMMON STOCK 01609W102 17,913 98,182 SH   SOLE   91,232 0 6,950
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W902 17,479 95,800 SH Call SOLE   89,100 0 6,700
ALLEGHENY TECHNOLOGIES CONVERTIBLE SECURITY 01741RAG7 38,158 20,000,000 PRN   SOLE   20,000 0 0
ALLEGION PLC COMMON STOCK G0176J109 5,527 60,935 SH   SOLE   60,935 0 0
ALLERGAN PLC COMMON STOCK G0177J108 46,847 319,973 SH   SOLE   319,973 0 0
ALLERGAN PLC COMMON STOCK G0177J958 3,777 25,800 SH Put SOLE   25,800 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 260 9,000 SH   SOLE   9,000 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 677 15,080 SH   SOLE   15,080 0 0
ALLSCRIPTS HEALTHCARE CONVERTIBLE SECURITY 01988PAD0 5,051 5,154,000 PRN   SOLE   5,154 0 0
ALLSTATE CORP COMMON STOCK 020002101 8,709 92,471 SH   SOLE   92,471 0 0
ALPHABET INC COMMON STOCK 02079K107 73,287 62,462 SH   SOLE   62,462 0 0
ALPHABET INC COMMON STOCK 02079K305 314,369 267,118 SH   SOLE   265,641 0 1,477
ALPHABET INC COMMON STOCK 02079K957 33,894 28,800 SH Put SOLE   28,800 0 0
ALTICE USA INC COMMON STOCK 02156K103 484 22,510 SH   SOLE   22,510 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 23,481 408,870 SH   SOLE   408,870 0 0
ALZA CORP CONVERTIBLE SECURITY 02261WAB5 861 447,000 PRN   SOLE   447 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 8,691 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 339,187 190,474 SH   SOLE   189,610 0 864
AMAZON.COM INC COMMON STOCK 023135906 23,506 13,200 SH Call SOLE   13,200 0 0
AMERICA MOVIL COMMON STOCK 02364W105 3,541 247,955 SH   SOLE   195,055 0 52,900
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 12,440 148,535 SH   SOLE   148,535 0 0
AMERICAN ELECTRIC POWER CONVERTIBLE PREFERRED SECURITY 025537127 65,397 1,271,074 SH   SOLE   1,269,274 0 1,800
AMERICAN EXPRESS CO COMMON STOCK 025816109 23,820 217,935 SH   SOLE   217,935 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 42,421 985,154 SH   SOLE   984,913 0 241
AMERICAN TOWER CORP COMMON STOCK 03027X100 54,232 275,205 SH   SOLE   275,205 0 0
AMGEN INC COMMON STOCK 031162100 11,488 60,469 SH   SOLE   60,469 0 0
AMPHENOL CORP COMMON STOCK 032095101 8,412 89,074 SH   SOLE   89,074 0 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 5,994 131,805 SH   SOLE   131,805 0 0
ANSYS INC COMMON STOCK 03662Q105 493 2,700 SH   SOLE   2,700 0 0
ANTHEM INC COMMON STOCK 036752103 68,061 237,162 SH   SOLE   236,679 0 483
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 2,038 513,000 PRN   SOLE   513 0 0
AON PLC COMMON STOCK G0408V102 1,878 11,000 SH   SOLE   11,000 0 0
APARTMENT INVT & MGMT CO COMMON STOCK 03748R754 8,187 162,788 SH   SOLE   162,788 0 0
APOLLO CMMRL REAL EST CONVERTIBLE SECURITY 03762UAB1 4,889 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833100 311,780 1,641,381 SH   SOLE   1,640,086 0 1,295
APPLE INC COMMON STOCK 037833900 19,603 103,200 SH Call SOLE   103,200 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 61,075 1,539,958 SH   SOLE   1,533,316 0 6,642
APTIV PLC COMMON STOCK G6095L109 28,718 361,278 SH   SOLE   359,390 0 1,888
ARCBEST CORP COMMON STOCK 03937C105 415 13,490 SH   SOLE   13,490 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 722 22,350 SH   SOLE   22,350 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 4,798 111,247 SH   SOLE   111,247 0 0
ARCONIC INC CONVERTIBLE SECURITY 74973WAB3 9,899 10,000,000 PRN   SOLE   10,000 0 0
ARES CAPITAL CORP COMMON STOCK 04010L103 626 36,500 SH   SOLE   36,500 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAT0 13,964 13,996,000 PRN   SOLE   13,996 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAW3 13,904 14,000,000 PRN   SOLE   14,000 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 8,974 114,910 SH   SOLE   114,910 0 0
ASSURANT INC COMMON STOCK 04621X108 6,659 70,159 SH   SOLE   70,159 0 0
ASSURANT INC CONVERTIBLE PREFERRED SECURITY 04621X207 39,129 377,403 SH   SOLE   377,261 0 142
ASTRAZENECA PLC COMMON STOCK 046353108 4,003 99,000 SH   SOLE   62,400 0 36,600
AT&T INC COMMON STOCK 00206R102 66,163 2,109,776 SH   SOLE   2,109,776 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK 047649108 560 26,000 SH   SOLE   26,000 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BH8 16,465 15,724,000 PRN   SOLE   15,714 0 10
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BJ4 95 88,000 PRN   SOLE   88 0 0
ATLASSIAN CORP PLC COMMON STOCK G06242104 1,196 10,640 SH   SOLE   10,640 0 0
AUTODESK INC COMMON STOCK 052769106 7,263 46,613 SH   SOLE   46,613 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 10,881 68,115 SH   SOLE   68,115 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 3,815 19,004 SH   SOLE   19,004 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 5,052 44,704 SH   SOLE   44,704 0 0
BAIDU INC COMMON STOCK 056752908 3,808 23,100 SH Call SOLE   16,100 0 7,000
BAIDU INC COMMON STOCK 056752108 4,140 25,115 SH   SOLE   19,270 0 5,845
BALL CORP COMMON STOCK 058498106 8,553 147,823 SH   SOLE   147,823 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 166,257 6,025,972 SH   SOLE   6,012,556 0 13,416
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 55,755 42,827 SH   SOLE   42,794 0 33
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 8,737 173,243 SH   SOLE   173,243 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 90,610 1,114,378 SH   SOLE   1,106,551 0 7,827
BB&T CORP COMMON STOCK 054937107 6,744 144,930 SH   SOLE   144,930 0 0
BECTON DICKINSON AND CO COMMON STOCK 075887109 7,839 31,391 SH   SOLE   31,391 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 76,886 1,243,911 SH   SOLE   1,243,646 0 265
BERKSHIRE HATHAWAY INC COMMON STOCK 084670702 81,754 406,960 SH   SOLE   405,910 0 1,050
BIOGEN INC COMMON STOCK 09062X103 17,247 72,964 SH   SOLE   72,773 0 191
BIOMARIN PHARMACEUTICAL CONVERTIBLE SECURITY 09061GAF8 55,878 49,118,000 PRN   SOLE   49,095 0 23
BIOTELEMETRY INC COMMON STOCK 090672106 292 4,660 SH   SOLE   4,660 0 0
BLACKROCK INC COMMON STOCK 09247X101 7,567 17,705 SH   SOLE   17,705 0 0
BLACKSTONE MORTGAGE TR CONVERTIBLE SECURITY 09257WAB6 1,522 1,510,000 PRN   SOLE   1,500 0 10
BOEING CO/THE COMMON STOCK 097023105 85,245 223,493 SH   SOLE   222,612 0 881
BOOKING HOLDINGS INC COMMON STOCK 09857L108 34,846 19,970 SH   SOLE   19,838 0 132
BOOKING HOLDINGS INC COMMON STOCK 09857L958 36,294 20,800 SH Put SOLE   20,800 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AS5 107,113 78,977,000 PRN   SOLE   78,951 0 26
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AX4 8,858 8,007,000 PRN   SOLE   7,854 0 153
BOOKING HOLDINGS INC COMMON STOCK 09857L908 23,731 13,600 SH Call SOLE   13,600 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 834 14,345 SH   SOLE   14,345 0 0
BOYD GAMING CORP COMMON STOCK 103304101 465 17,000 SH   SOLE   17,000 0 0
BP PLC COMMON STOCK 055622104 24,435 558,900 SH   SOLE   558,900 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 18,383 385,313 SH   SOLE   385,313 0 0
BROADCOM INC COMMON STOCK 11135F101 37,296 124,028 SH   SOLE   124,028 0 0
BRUKER CORP COMMON STOCK 116794108 442 11,500 SH   SOLE   11,500 0 0
CACI INTERNATIONAL INC COMMON STOCK 127190304 626 3,440 SH   SOLE   3,440 0 0
CADENCE DESIGN SYS INC COMMON STOCK 127387108 926 14,580 SH   SOLE   14,580 0 0
CAESARS ENTERTAIN CORP CONVERTIBLE SECURITY 127686AA1 25,944 18,142,000 PRN   SOLE   18,129 0 13
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 33,870 414,618 SH   SOLE   414,527 0 91
CARBONITE INC CONVERTIBLE SECURITY 141337AB1 8,164 7,000,000 PRN   SOLE   7,000 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,728 8,800,000 PRN   SOLE   8,800 0 0
CARGURUS INC COMMON STOCK 141788109 210 5,250 SH   SOLE   5,250 0 0
CARMAX INC COMMON STOCK 143130102 49,655 711,385 SH   SOLE   707,001 0 4,384
CARMAX INC COMMON STOCK 143130952 40,310 577,500 SH Put SOLE   577,500 0 0
CARNIVAL CORP COMMON STOCK 143658300 14,243 280,811 SH   SOLE   280,811 0 0
CATERPILLAR INC COMMON STOCK 149123101 44,025 324,931 SH   SOLE   324,931 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 81,250 851,324 SH   SOLE   846,511 0 4,813
CDW CORP/DE COMMON STOCK 12514G108 764 7,930 SH   SOLE   7,930 0 0
CELGENE CORP COMMON STOCK 151020104 25,827 273,768 SH   SOLE   273,768 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 9,507 9,557,000 PRN   SOLE   9,417 0 140
CENTERPOINT ENERGY INC CONVERTIBLE PREFERRED SECURITY 15189T503 22,193 420,000 SH   SOLE   420,000 0 0
CENTURYLINK INC COMMON STOCK 156700106 2,707 225,766 SH   SOLE   225,766 0 0
CERNER CORP COMMON STOCK 156782104 4,744 82,929 SH   SOLE   82,929 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 11,445 32,990 SH   SOLE   32,990 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167CY1 13,885 15,000,000 PRN   SOLE   15,000 0 0
CHEVRON CORP COMMON STOCK 166764100 112,419 912,640 SH   SOLE   911,338 0 1,302
CHINA MOBILE LTD-SPON ADR COMMON STOCK 16941M109 2,376 46,600 SH   SOLE   32,100 0 14,500
CHUBB LTD COMMON STOCK H1467J104 31,601 225,592 SH   SOLE   225,592 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 7,651 107,410 SH   SOLE   107,410 0 0
CIA DE MINAS BUENAVENTUR COMMON STOCK 204448104 4,455 257,800 SH   SOLE   171,300 0 86,500
CIGNA CORP COMMON STOCK 125523100 10,808 67,207 SH   SOLE   67,207 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 586 6,825 SH   SOLE   6,825 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 91,259 1,690,298 SH   SOLE   1,689,983 0 315
CITIGROUP INC COMMON STOCK 172967424 76,199 1,224,666 SH   SOLE   1,224,666 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 601 18,500 SH   SOLE   18,500 0 0
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 45,582 32,098,000 PRN   SOLE   32,098 0 0
CME GROUP INC COMMON STOCK 12572Q105 6,060 36,824 SH   SOLE   36,824 0 0
CMS ENERGY CORP COMMON STOCK 125896100 9,370 168,700 SH   SOLE   168,700 0 0
CNOOC LTD-SPON ADR COMMON STOCK 126132109 6,030 32,460 SH   SOLE   21,530 0 10,930
COCA-COLA CO/THE COMMON STOCK 191216100 83,874 1,789,887 SH   SOLE   1,785,997 0 3,890
COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 8,645 119,317 SH   SOLE   119,317 0 0
COLFAX CORP CONVERTIBLE PREFERRED SECURITY 194014205 21,301 160,000 SH   SOLE   160,000 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 9,557 139,443 SH   SOLE   139,329 0 114
COLLIERS INTERNATIONAL GROUP COMMON STOCK 194693107 300 4,500 SH   SOLE   4,500 0 0
COLONY CAPITAL INC CONVERTIBLE SECURITY 19624RAB2 1,927 2,000,000 PRN   SOLE   2,000 0 0
COMCAST CORP-CLASS A COMMON STOCK 20030N101 79,802 1,996,053 SH   SOLE   1,987,991 0 8,062
CONCHO RESOURCES INC COMMON STOCK 20605P101 8,292 74,731 SH   SOLE   74,731 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 31,926 478,360 SH   SOLE   478,241 0 119
CONSOLIDATED EDISON INC COMMON STOCK 209115104 5,812 68,535 SH   SOLE   68,535 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P908 7,241 41,300 SH Call SOLE   41,300 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 18,163 103,596 SH   SOLE   102,645 0 951
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 41,194 170,125 SH   SOLE   170,125 0 0
CREDICORP LTD COMMON STOCK G2519Y108 3,885 16,190 SH   SOLE   12,990 0 3,200
CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 728 1,610 SH   SOLE   1,610 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 13,481 105,317 SH   SOLE   105,317 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 97,267 82,096 SH   SOLE   81,918 0 178
CSG SYSTEMS INTERNATIONA CONVERTIBLE SECURITY 126349AF6 11,588 11,000,000 PRN   SOLE   11,000 0 0
CSX CORP COMMON STOCK 126408103 45,892 613,365 SH   SOLE   613,365 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 6,493 6,364,000 PRN   SOLE   6,364 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 53,050 46,846,000 PRN   SOLE   46,006 0 840
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 5,844 5,755,000 PRN   SOLE   5,755 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 633 35,126 SH   SOLE   35,126 0 0
CVS HEALTH CORP COMMON STOCK 126650100 13,585 251,903 SH   SOLE   251,903 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK M2682V108 6,620 55,610 SH   SOLE   55,610 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AM1 19,235 15,000,000 PRN   SOLE   15,000 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AP4 5,243 5,110,000 PRN   SOLE   5,110 0 0
DANAHER CORP COMMON STOCK 235851102 11,707 88,673 SH   SOLE   88,673 0 0
DANAHER CORP CONVERTIBLE PREFERRED SECURITY 235851300 62,146 59,019 SH   SOLE   58,909 0 110
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,383 274,000 PRN   SOLE   274 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 5,918 48,717 SH   SOLE   48,717 0 0
DEERE & CO COMMON STOCK 244199105 15,210 95,155 SH   SOLE   95,113 0 42
DELTA AIR LINES INC COMMON STOCK 247361702 94,078 1,821,445 SH   SOLE   1,813,310 0 8,135
DEUTSCHE X TRACKERS HARVEST COMMON STOCK 233051909 7,786 271,000 SH Call SOLE   189,000 0 82,000
DEVON ENERGY CORP COMMON STOCK 25179M103 742 23,500 SH   SOLE   23,500 0 0
DEXCOM INC COMMON STOCK 252131107 245 2,060 SH   SOLE   2,060 0 0
DEXCOM INC CONVERTIBLE SECURITY 252131AF4 31,602 23,508,000 PRN   SOLE   23,508 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 629 60,000 SH   SOLE   60,000 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 6,022 50,608 SH   SOLE   50,608 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 18,012 253,117 SH   SOLE   253,117 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 31,054 36,387,000 PRN   SOLE   36,364 0 23
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAD1 24,518 29,750,000 PRN   SOLE   29,750 0 0
DOLLAR GENERAL CORP COMMON STOCK 256677105 7,456 62,494 SH   SOLE   62,494 0 0
DOLLAR TREE INC COMMON STOCK 256746108 11,187 106,505 SH   SOLE   106,505 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 8,137 106,141 SH   SOLE   106,141 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 3,298 66,057 SH   SOLE   66,057 0 0
DOWDUPONT INC COMMON STOCK 26078J100 60,718 1,138,954 SH   SOLE   1,138,954 0 0
DR HORTON INC COMMON STOCK 23331A109 7,467 180,454 SH   SOLE   180,454 0 0
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 79,159 1,430,158 SH   SOLE   1,425,794 0 4,364
DUKE ENERGY CORP COMMON STOCK 26441C204 17,126 190,290 SH   SOLE   190,209 0 81
DXC TECHNOLOGY CO COMMON STOCK 23355L106 3,835 59,638 SH   SOLE   59,638 0 0
DYCOM INDUSTRIES INC CONVERTIBLE SECURITY 267475AB7 1,806 1,952,000 PRN   SOLE   1,952 0 0
EATON CORP PLC COMMON STOCK G29183103 5,636 69,957 SH   SOLE   69,957 0 0
EBAY INC COMMON STOCK 278642103 6,436 173,293 SH   SOLE   173,293 0 0
ECHO GLOBAL LOGISTICS CONVERTIBLE SECURITY 27875TAA9 13,122 13,176,000 PRN   SOLE   12,961 0 215
EDISON INTERNATIONAL COMMON STOCK 281020107 4,893 79,024 SH   SOLE   79,024 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 43,153 225,545 SH   SOLE   224,600 0 945
ELECTRONIC ARTS INC COMMON STOCK 285512909 2,968 29,200 SH Call SOLE   29,200 0 0
ELECTRONICS FOR IMAGING CONVERTIBLE SECURITY 286082AC6 10,345 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 35,798 275,877 SH   SOLE   275,877 0 0
EMERSON ELECTRIC CO COMMON STOCK 291011104 61,650 900,395 SH   SOLE   896,703 0 3,692
ENERGIZER HOLDINGS INC CONVERTIBLE PREFERRED SECURITY 29272W208 6,826 70,099 SH   SOLE   70,000 0 99
ENERGY SELECT SECTOR SPDR COMMON STOCK 81369Y506 490 7,405 SH   SOLE   7,405 0 0
ENERGY TRANSFER LP COMMON STOCK 29273V100 3,638 236,700 SH   SOLE   236,700 0 0
ENTERGY CORP COMMON STOCK 29364G103 9,781 102,277 SH   SOLE   102,277 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 7,533 258,850 SH   SOLE   258,850 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 37,793 33,880,000 PRN   SOLE   33,790 0 90
EOG RESOURCES INC COMMON STOCK 26875P101 29,551 310,480 SH   SOLE   310,480 0 0
EPAM SYSTEMS INC COMMON STOCK 29414B104 474 2,800 SH   SOLE   2,800 0 0
EQUINIX INC COMMON STOCK 29444U700 5,648 12,465 SH   SOLE   12,449 0 16
ESSENT GROUP LTD COMMON STOCK G3198U102 613 14,110 SH   SOLE   14,110 0 0
ETRADE FINANCIAL CORP COMMON STOCK 269246401 47,645 1,026,177 SH   SOLE   1,023,275 0 2,902
ETSY INC COMMON STOCK 29786A106 391 5,820 SH   SOLE   5,820 0 0
ETSY INC CONVERTIBLE SECURITY 29786AAC0 31,018 16,005,000 PRN   SOLE   16,000 0 5
EURONET WORLDWIDE INC COMMON STOCK 298736109 426 2,990 SH   SOLE   2,990 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 9,858 5,000,000 PRN   SOLE   5,000 0 0
EVERTEC INC COMMON STOCK 30040P103 709 25,500 SH   SOLE   25,500 0 0
EVOLENT HEALTH INC CONVERTIBLE SECURITY 30050BAB7 1,166 1,203,000 PRN   SOLE   1,203 0 0
EXACT SCIENCES CORP CONVERTIBLE SECURITY 30063PAA3 2,021 1,478,000 PRN   SOLE   1,478 0 0
EXACT SCIENCES CORP CONVERTIBLE SECURITY 30063PAB1 38,356 37,431,000 PRN   SOLE   37,412 0 19
EXELIXIS INC COMMON STOCK 30161Q104 746 31,350 SH   SOLE   31,350 0 0
EXELON CORP COMMON STOCK 30161N101 36,283 723,773 SH   SOLE   723,773 0 0
EXPEDIA GROUP INC COMMON STOCK 30212P303 12,353 103,810 SH   SOLE   103,810 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 155,377 1,922,986 SH   SOLE   1,917,970 0 5,016
FABRINET COMMON STOCK G3323L100 1,806 34,500 SH   SOLE   24,500 0 10,000
FACEBOOK INC COMMON STOCK 30303M902 38,672 232,000 SH Call SOLE   232,000 0 0
FACEBOOK INC COMMON STOCK 30303M952 102,214 613,200 SH Put SOLE   613,200 0 0
FACEBOOK INC COMMON STOCK 30303M102 281,307 1,687,603 SH   SOLE   1,679,647 0 7,956
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 7,968 57,801 SH   SOLE   57,801 0 0
FEDEX CORP COMMON STOCK 31428X106 6,380 35,171 SH   SOLE   35,171 0 0
FEDEX CORP COMMON STOCK 31428X956 9,252 51,000 SH Put SOLE   51,000 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 37,205 328,954 SH   SOLE   326,283 0 2,671
FIFTH THIRD BANCORP COMMON STOCK 316773100 5,257 208,450 SH   SOLE   208,450 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAP6 6,177 6,291,000 PRN   SOLE   6,291 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAB7 5,034 5,183,000 PRN   SOLE   5,183 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAD3 5,906 6,308,000 PRN   SOLE   6,308 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 693 60,500 SH   SOLE   60,500 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 12,898 128,390 SH   SOLE   128,390 0 0
FIRST SOLAR INC COMMON STOCK 336433107 36,460 690,007 SH   SOLE   685,015 0 4,992
FIRSTENERGY CORP COMMON STOCK 337932107 8,356 200,819 SH   SOLE   200,819 0 0
FISERV INC COMMON STOCK 337738108 10,922 123,717 SH   SOLE   123,717 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE SECURITY 33938JAB2 13,654 15,608,000 PRN   SOLE   15,601 0 7
FLIR SYSTEMS INC COMMON STOCK 302445101 4,451 93,538 SH   SOLE   93,538 0 0
FLUOR CORP COMMON STOCK 343412102 15,824 430,000 SH   SOLE   430,000 0 0
FORD MOTOR CO COMMON STOCK 345370860 13,926 1,586,130 SH   SOLE   1,586,130 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 6,044 6,000,000 PRN   SOLE   6,000 0 0
FORTINET INC COMMON STOCK 34959E109 447 5,325 SH   SOLE   5,325 0 0
FORTIVE CORPORATION CONVERTIBLE PREFERRED SECURITY 34959J207 62,179 59,272 SH   SOLE   59,262 0 10
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 4,825 101,350 SH   SOLE   101,350 0 0
FOX CORP COMMON STOCK 35137L105 3,718 101,279 SH   SOLE   101,279 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 4,379 339,759 SH   SOLE   339,759 0 0
FULTON FINANCIAL CORP COMMON STOCK 360271100 211 13,650 SH   SOLE   13,650 0 0
GASLOG LTD COMMON STOCK G37585109 951 54,440 SH   SOLE   54,440 0 0
GENERAC HOLDINGS INC COMMON STOCK 368736104 550 10,730 SH   SOLE   10,730 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 6,921 40,887 SH   SOLE   40,887 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 30,042 3,007,251 SH   SOLE   3,007,251 0 0
GENERAL MILLS INC COMMON STOCK 370334104 7,799 150,708 SH   SOLE   150,708 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 16,480 444,202 SH   SOLE   444,202 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,720 88,470 SH   SOLE   88,470 0 0
GENOMIC HEALTH INC COMMON STOCK 37244C101 409 5,840 SH   SOLE   5,840 0 0
GENPACT LTD COMMON STOCK G3922B107 469 13,330 SH   SOLE   13,330 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 36,613 563,184 SH   SOLE   563,184 0 0
GLOBANT SA COMMON STOCK L44385109 2,998 41,990 SH   SOLE   30,990 0 11,000
GNC HOLDINGS INC CONVERTIBLE SECURITY 36191GAB3 3,306 4,000,000 PRN   SOLE   4,000 0 0
GOL LINHAS AEREAS INTEL COMMON STOCK 38045R206 758 58,100 SH   SOLE   40,900 0 17,200
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 9,879 10,000,000 PRN   SOLE   10,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 99,881 520,239 SH   SOLE   517,730 0 2,509
GRAY TELEVISION INC COMMON STOCK 389375106 780 36,500 SH   SOLE   36,500 0 0
GREENBRIER COS INC CONVERTIBLE SECURITY 393657AK7 29,397 30,577,000 PRN   SOLE   30,553 0 24
GUIDEWIRE SOFTWARE INC CONVERTIBLE SECURITY 40171VAA8 41,955 38,485,000 PRN   SOLE   38,485 0 0
HALLIBURTON CO COMMON STOCK 406216101 9,929 338,861 SH   SOLE   338,861 0 0
HARRIS CORP COMMON STOCK 413875105 37,968 237,732 SH   SOLE   235,498 0 2,234
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 763 15,350 SH   SOLE   15,350 0 0
HCA HEALTHCARE INC COMMON STOCK 40412C101 6,253 47,957 SH   SOLE   47,957 0 0
HDFC BANK LTD COMMON STOCK 40415F101 5,738 49,500 SH   SOLE   47,600 0 1,900
HELIX ENERGY SOLUTIONS CONVERTIBLE SECURITY 42330PAJ6 11,823 10,519,000 PRN   SOLE   10,500 0 19
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 37,303 30,000,000 PRN   SOLE   30,000 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAD5 15 14,000 PRN   SOLE   0 0 14
HERITAGE INSURANCE CONVERTIBLE SECURITY 42727JAB8 5,997 5,000,000 PRN   SOLE   5,000 0 0
HESS CORP COMMON STOCK 42809H107 20,103 333,767 SH   SOLE   333,767 0 0
HESS MIDSTREAM PARTNERS LP COMMON STOCK 428104103 220 10,400 SH   SOLE   10,400 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 4,610 298,794 SH   SOLE   298,794 0 0
HMS HOLDINGS CORP COMMON STOCK 40425J101 311 10,500 SH   SOLE   10,500 0 0
HOME DEPOT INC COMMON STOCK 437076102 96,339 502,053 SH   SOLE   500,850 0 1,203
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 93,544 588,622 SH   SOLE   586,841 0 1,781
HORIZON PHARMA PLC COMMON STOCK G4617B105 354 13,400 SH   SOLE   13,400 0 0
HOULIHAN LOKEY INC COMMON STOCK 441593100 504 11,000 SH   SOLE   11,000 0 0
HP INC COMMON STOCK 40434L105 4,521 232,700 SH   SOLE   232,700 0 0
HUAZHU GROUP LTD CONVERTIBLE SECURITY 16949NAC3 2,415 2,102,000 PRN   SOLE   1,372 0 730
HUBBELL INC COMMON STOCK 443510607 601 5,090 SH   SOLE   5,090 0 0
HUBSPOT INC CONVERTIBLE SECURITY 443573AB6 48,090 26,500,000 PRN   SOLE   26,500 0 0
HUMANA INC COMMON STOCK 444859102 81,419 306,086 SH   SOLE   304,207 0 1,879
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 269 1,300 SH   SOLE   1,300 0 0
IBERIABANK CORP COMMON STOCK 450828108 545 7,600 SH   SOLE   7,600 0 0
ICICI BANK LTD COMMON STOCK 45104G104 167 14,600 SH   SOLE   14,600 0 0
ICON PLC COMMON STOCK G4705A100 1,584 11,600 SH   SOLE   11,600 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 4,445 19,881 SH   SOLE   19,881 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 85571WAB5 23,054 17,370,000 PRN   SOLE   17,370 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 19625XAB8 51,609 44,816,000 PRN   SOLE   44,725 0 91
II-VI INC CONVERTIBLE SECURITY 902104AB4 37,917 36,206,000 PRN   SOLE   36,192 0 14
ILLINOIS TOOL WORKS COMMON STOCK 452308109 8,372 58,327 SH   SOLE   58,327 0 0
ILLUMINA INC COMMON STOCK 452327109 8,025 25,830 SH   SOLE   25,830 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 73,643 60,055,000 PRN   SOLE   60,051 0 4
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 32,305 23,773,000 PRN   SOLE   23,759 0 14
IMMUNOMEDICS INC CONVERTIBLE SECURITY 452907AK4 9,530 2,500,000 PRN   SOLE   2,500 0 0
INDUSTRIAL SELECT SECTOR SPDR COMMON STOCK 81369Y954 67,527 900,000 SH Put SOLE   900,000 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAC7 12,114 15,000,000 PRN   SOLE   15,000 0 0
INFOSYS LTD-SP ADR COMMON STOCK 456788108 249 22,800 SH   SOLE   22,800 0 0
INGEVITY CORP COMMON STOCK 45688C107 495 4,690 SH   SOLE   4,690 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 16,409 16,134,000 PRN   SOLE   16,124 0 10
INNOVIVA INC CONVERTIBLE SECURITY 45781MAB7 21,168 19,779,000 PRN   SOLE   19,778 0 1
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 9,795 8,000,000 PRN   SOLE   8,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 36,469 34,865,000 PRN   SOLE   34,851 0 14
INSMED INC CONVERTIBLE SECURITY 457669AA7 20,183 20,004,000 PRN   SOLE   20,000 0 4
INSULET CORPORATION CONVERTIBLE SECURITY 45784PAF8 32,952 20,000,000 PRN   SOLE   20,000 0 0
INTEGRATED DEVICE TECH CONVERTIBLE SECURITY 458118AC0 31,409 20,034,000 PRN   SOLE   20,034 0 0
INTEL CORP COMMON STOCK 458140100 41,784 778,094 SH   SOLE   778,094 0 0
INTERCEPT PHARMAS CONVERTIBLE SECURITY 45845PAA6 4,960 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 57,167 750,808 SH   SOLE   746,449 0 4,359
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 10,311 73,073 SH   SOLE   73,073 0 0
INTL FLAVOR & FRAGRANCES CONVERTIBLE PREFERRED SECURITY 459506309 35,523 711,314 SH   SOLE   711,108 0 206
INTUIT INC COMMON STOCK 461202103 9,996 38,239 SH   SOLE   38,239 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 32,280 56,574 SH   SOLE   56,404 0 170
INVACARE CORP CONVERTIBLE SECURITY 461203AH4 2,750 3,000,000 PRN   SOLE   3,000 0 0
INVESCO SENIOR LOAN ETF COMMON STOCK 46138G508 1,251 55,235 SH   SOLE   55,235 0 0
IONIS PHARMACEUTICALS IN CONVERTIBLE SECURITY 464337AJ3 55,801 41,197,000 PRN   SOLE   41,182 0 15
IPATH SERIES B S&P 500 VIX SHO COMMON STOCK 06746P901 19,604 670,000 SH Call SOLE   670,000 0 0
IRONWOOD PHARMACEUTICALS CONVERTIBLE SECURITY 46333XAD0 8,828 8,000,000 PRN   SOLE   8,000 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287904 20,364 460,000 SH Call SOLE   460,000 0 0
ISHARES CORE MSCI EAFE ETF COMMON STOCK 46432F842 255 4,191 SH   SOLE   3,750 0 441
ISHARES CORE S&P 500 ETF COMMON STOCK 464287200 9,004 31,641 SH   SOLE   7,256 0 24,385
ISHARES IBOXX HIGH YLD CORP COMMON STOCK 464288513 11,213 129,675 SH   SOLE   129,675 0 0
ISHARES MSCI ACWI EX US ETF COMMON STOCK 464288240 800 17,294 SH   SOLE   4,324 0 12,970
ISHARES MSCI EAFE ETF COMMON STOCK 464287465 31,160 480,425 SH   SOLE   480,425 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 46,835 722,100 SH Call SOLE   722,100 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287234 9,965 232,175 SH   SOLE   232,175 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287904 37,675 877,800 SH Call SOLE   877,800 0 0
iShares MSCI Turkey ETF COMMON STOCK 464286715 2,548 105,000 SH Call SOLE   69,500 0 35,500
ISHARES NASDAQ BIOTECHNOLOGY COMMON STOCK 464287556 9,072 81,145 SH   SOLE   81,145 0 0
ISHARES PHLX SEMICONDUCTOR E COMMON STOCK 464287523 226 1,190 SH   SOLE   1,190 0 0
ISHARES PREFERRED & INCOME S COMMON STOCK 464288687 485 13,275 SH   SOLE   13,275 0 0
ISHARES RUSSELL 2000 ETF COMMON STOCK 464287655 4,519 29,520 SH   SOLE   29,520 0 0
ISHARES RUSSELL 2000 VALUE E COMMON STOCK 464287630 17,474 145,735 SH   SOLE   145,735 0 0
ISHARES S&P 500 VALUE ETF COMMON STOCK 464287408 460 4,084 SH   SOLE   0 0 4,084
ISHARES US REAL ESTATE ETF COMMON STOCK 464287739 1,416 16,270 SH   SOLE   16,270 0 0
ISTAR INC CONVERTIBLE SECURITY 45031UCB5 4,603 5,000,000 PRN   SOLE   5,000 0 0
ITAU UNIBANCO H-SPON PRF ADR COMMON STOCK 465562106 10,960 1,244,074 SH   SOLE   1,078,710 0 165,364
J2 GLOBAL COMMUNICATIONS CONVERTIBLE SECURITY 48123VAC6 37,479 28,000,000 PRN   SOLE   28,000 0 0
JAZZ INVESTMENTS I LTD CONVERTIBLE SECURITY 472145AB7 18,071 17,762,000 PRN   SOLE   17,745 0 17
JOHNSON & JOHNSON COMMON STOCK 478160104 204,884 1,465,656 SH   SOLE   1,460,005 0 5,651
JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 5,901 159,742 SH   SOLE   159,742 0 0
JPMORGAN CHASE & CO COMMON STOCK 46625H100 142,657 1,409,238 SH   SOLE   1,409,096 0 142
KELLOGG CO COMMON STOCK 487836108 4,246 74,003 SH   SOLE   74,003 0 0
KEYCORP COMMON STOCK 493267108 11,944 758,339 SH   SOLE   758,339 0 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 916 10,510 SH   SOLE   10,510 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 8,732 70,480 SH   SOLE   70,075 0 405
KINDER MORGAN INC COMMON STOCK 49456B101 9,601 479,808 SH   SOLE   479,808 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 3,242 99,290 SH   SOLE   99,290 0 0
KROGER CO COMMON STOCK 501044101 4,882 198,437 SH   SOLE   198,437 0 0
LAB CORP OF AMER HLDGS CONVERTIBLE SECURITY 50540RAG7 537 262,000 PRN   SOLE   262 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 91,738 599,676 SH   SOLE   595,536 0 4,140
LAM RESEARCH CORP COMMON STOCK 512807108 19,062 106,485 SH   SOLE   106,485 0 0
LAM RESEARCH CORP COMMON STOCK 512807908 26,404 147,500 SH Call SOLE   147,500 0 0
LAMB WESTON HOLDINGS INC COMMON STOCK 513272104 541 7,220 SH   SOLE   7,220 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 5,390 127,658 SH   SOLE   127,658 0 0
LENDINGTREE INC CONVERTIBLE SECURITY 52603BAA5 43,946 25,000,000 PRN   SOLE   25,000 0 0
LENNAR CORP COMMON STOCK 526057104 1,892 38,550 SH   SOLE   38,550 0 0
LGI HOMES INC CONVERTIBLE SECURITY 50187TAB2 39,453 14,050,000 PRN   SOLE   14,050 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AL5 4,623 6,790,000 PRN   SOLE   6,790 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AG6 5,878 8,511,775 PRN   SOLE   8,512 0 0
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AF9 44,313 39,332,000 PRN   SOLE   39,319 0 13
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AE2 24,807 48,136,000 PRN   SOLE   48,117 0 19
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AB8 59,182 52,716,000 PRN   SOLE   52,695 0 21
LINDE PLC COMMON STOCK G5494J103 6,583 37,417 SH   SOLE   37,417 0 0
LIVE NATION ENTERTAINMEN CONVERTIBLE SECURITY 538034AQ2 4,612 4,000,000 PRN   SOLE   4,000 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 34,629 115,367 SH   SOLE   115,367 0 0
LOWE'S COS INC COMMON STOCK 548661107 87,286 797,353 SH   SOLE   793,100 0 4,253
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 720 10,340 SH   SOLE   10,340 0 0
LULULEMON ATHLETICA INC COMMON STOCK 550021109 38,004 231,914 SH   SOLE   229,436 0 2,478
LUMENTUM HOLDINGS INC CONVERTIBLE SECURITY 55024UAB5 51,391 43,411,000 PRN   SOLE   43,398 0 13
LYFT INC COMMON STOCK 55087P104 1,174 15,000 SH   SOLE   15,000 0 0
MACERICH CO/THE COMMON STOCK 554382101 4,185 96,548 SH   SOLE   96,548 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAA3 329 329,000 PRN   SOLE   329 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAB1 734 830,000 PRN   SOLE   830 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 4,328 71,380 SH   SOLE   71,380 0 0
MALLINCKRODT PLC COMMON STOCK G5785G107 500 23,000 SH   SOLE   23,000 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 28,354 473,748 SH   SOLE   471,888 0 1,860
MARCUS & MILLICHAP INC COMMON STOCK 566324109 239 5,880 SH   SOLE   5,880 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 24,378 259,620 SH   SOLE   259,620 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 4,337 218,040 SH   SOLE   218,040 0 0
MASCO CORP COMMON STOCK 574599106 17,838 453,775 SH   SOLE   453,775 0 0
MASTERCARD INC COMMON STOCK 57636Q104 83,890 356,295 SH   SOLE   355,405 0 890
MCDONALD'S CORP COMMON STOCK 580135101 114,427 602,566 SH   SOLE   600,778 0 1,788
MCKESSON CORP COMMON STOCK 58155Q103 5,136 43,873 SH   SOLE   43,873 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AE5 8,630 8,603,000 PRN   SOLE   8,600 0 3
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AG0 11,754 14,000,000 PRN   SOLE   14,000 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 100,053 1,098,516 SH   SOLE   1,094,517 0 3,999
MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 509 4,300 SH   SOLE   4,300 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 1,896 3,735 SH   SOLE   2,135 0 1,600
MERCK & CO. INC. COMMON STOCK 58933Y105 84,561 1,016,719 SH   SOLE   1,015,284 0 1,435
MERITOR INC CONVERTIBLE SECURITY 59001KAF7 18,065 18,651,000 PRN   SOLE   18,651 0 0
METLIFE INC COMMON STOCK 59156R108 14,353 337,171 SH   SOLE   337,171 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 609 46,200 SH   SOLE   46,200 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 44,396 1,730,154 SH   SOLE   1,719,111 0 11,043
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 9,017 108,694 SH   SOLE   108,694 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AD6 32,577 20,000,000 PRN   SOLE   20,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AF1 115,425 104,598,000 PRN   SOLE   104,538 0 60
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AH7 8,272 7,500,000 PRN   SOLE   7,500 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 12,676 306,707 SH   SOLE   306,707 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112953 6,468 156,500 SH Put SOLE   156,500 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AV5 3,541 936,000 PRN   SOLE   936 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 99,662 23,975,000 PRN   SOLE   23,975 0 0
MICROSOFT CORP COMMON STOCK 594918104 418,813 3,551,067 SH   SOLE   3,536,529 0 14,538
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 7,892 62,560 SH   SOLE   62,560 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 23,534 6,855,000 PRN   SOLE   6,855 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 45,831 918,095 SH   SOLE   917,961 0 134
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 4,695 86,028 SH   SOLE   86,028 0 0
MORGAN STANLEY COMMON STOCK 617446448 57,655 1,366,237 SH   SOLE   1,364,237 0 2,000
MSCI INC COMMON STOCK 55354G100 204 1,025 SH   SOLE   1,025 0 0
NABORS INDUSTRIES INC CONVERTIBLE SECURITY 62957HAB1 22,800 31,955,000 PRN   SOLE   31,955 0 0
NAVISTAR INTL CORP CONVERTIBLE SECURITY 63934EAS7 7,504 7,500,000 PRN   SOLE   7,500 0 0
NETAPP INC COMMON STOCK 64110D104 370 5,330 SH   SOLE   5,330 0 0
NETFLIX INC COMMON STOCK 64110L106 68,991 193,491 SH   SOLE   192,824 0 667
NETFLIX INC COMMON STOCK 64110L906 13,870 38,900 SH Call SOLE   38,900 0 0
NEUROCRINE BIOSCIENCES CONVERTIBLE SECURITY 64125CAD1 32,660 24,105,000 PRN   SOLE   24,100 0 5
NEW ORIENTAL EDUCATIO COMMON STOCK 647581107 3,410 37,850 SH   SOLE   27,950 0 9,900
NEWELL BRANDS INC COMMON STOCK 651229106 269 17,525 SH   SOLE   17,525 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 13,657 70,645 SH   SOLE   70,584 0 61
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 117,710 1,902,851 SH   SOLE   1,898,916 0 3,935
NICE SYSTEMS INC CONVERTIBLE SECURITY 65366HAB9 24,748 16,209,000 PRN   SOLE   16,209 0 0
NIKE INC COMMON STOCK 654106103 41,352 491,061 SH   SOLE   490,945 0 116
NIO INC COMMON STOCK 62914B900 612 120,000 SH Call SOLE   120,000 0 0
NISOURCE INC COMMON STOCK 65473P105 7,970 278,099 SH   SOLE   278,099 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 1,483 57,330 SH   SOLE   57,330 0 0
NOBLE CORP PLC COMMON STOCK G65431101 69 24,000 SH   SOLE   24,000 0 0
NOKIA CORP-SPON ADR COMMON STOCK 654902204 8,694 1,520,000 SH   SOLE   1,520,000 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 5,233 28,002 SH   SOLE   28,002 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 15,110 167,130 SH   SOLE   167,130 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 39,810 147,663 SH   SOLE   147,641 0 22
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 1,515 274,000 PRN   SOLE   272 0 2
NOVO-NORDISK A/S COMMON STOCK 670100205 1,067 20,400 SH   SOLE   20,400 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAK6 11,430 12,229,000 PRN   SOLE   12,229 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAG5 95 95,000 PRN   SOLE   95 0 0
NUCOR CORP COMMON STOCK 670346105 9,095 155,875 SH   SOLE   155,875 0 0
NUTANIX INC CONVERTIBLE SECURITY 67059NAB4 12,287 11,509,000 PRN   SOLE   11,500 0 9
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 48,849 43,886,000 PRN   SOLE   43,878 0 8
NVIDIA CORP COMMON STOCK 67066G104 53,010 295,223 SH   SOLE   294,396 0 827
NVIDIA CORP COMMON STOCK 67066G954 9,337 52,000 SH Put SOLE   52,000 0 0
NXP SEMICONDUCTOR NV CONVERTIBLE SECURITY 62952QAB6 62,842 60,991,000 PRN   SOLE   60,772 0 219
NY COMMUNITY CAP TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 737 15,200 SH   SOLE   15,200 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 4,686 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 8,453 127,686 SH   SOLE   127,686 0 0
OKTA INC CONVERTIBLE SECURITY 679295AB1 35,728 19,747,000 PRN   SOLE   19,747 0 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 453 22,000 SH   SOLE   22,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 50,765 40,980,000 PRN   SOLE   40,957 0 23
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AP0 59,122 47,926,000 PRN   SOLE   47,918 0 8
ONEOK INC COMMON STOCK 682680103 6,767 96,889 SH   SOLE   96,889 0 0
OPKO HEALTH INC CONVERTIBLE SECURITY 68375NAD5 4,733 5,000,000 PRN   SOLE   5,000 0 0
ORACLE CORP COMMON STOCK 68389X105 39,844 741,838 SH   SOLE   741,838 0 0
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 9,866 25,407 SH   SOLE   25,407 0 0
OSHKOSH CORP COMMON STOCK 688239201 714 9,500 SH   SOLE   9,500 0 0
OSI SYSTEMS INC CONVERTIBLE SECURITY 671044AD7 30,221 29,728,000 PRN   SOLE   29,728 0 0
PACCAR INC COMMON STOCK 693718108 6,598 96,826 SH   SOLE   96,826 0 0
PACIRA PHARMACEUTICALS CONVERTIBLE SECURITY 695127AD2 28,623 29,061,000 PRN   SOLE   29,052 0 9
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 52,572 23,880,000 PRN   SOLE   23,880 0 0
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 58,655 564,864 SH   SOLE   560,209 0 4,655
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 23,481 25,021,000 PRN   SOLE   25,005 0 16
PENTAIR PLC COMMON STOCK G7S00T104 7,325 164,563 SH   SOLE   164,563 0 0
PEPSICO INC COMMON STOCK 713448108 62,943 513,614 SH   SOLE   513,614 0 0
PETROBRAS BRASILEIRO SA COMMON STOCK 71654V901 6,389 401,300 SH Call SOLE   274,800 0 126,500
PFIZER INC COMMON STOCK 717081103 122,545 2,885,455 SH   SOLE   2,875,054 0 10,401
PFIZER INC COMMON STOCK 717081903 39,072 920,000 SH Call SOLE   920,000 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 65,578 741,920 SH   SOLE   740,845 0 1,075
PHILLIPS 66 COMMON STOCK 718546104 6,592 69,266 SH   SOLE   69,266 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 24,583 161,430 SH   SOLE   161,366 0 64
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 9,199 74,997 SH   SOLE   74,997 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 8,782 77,809 SH   SOLE   77,809 0 0
PRA GROUP INC CONVERTIBLE SECURITY 69354NAB2 4,509 5,000,000 PRN   SOLE   5,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE SECURITY 74139CAB8 2,829 3,000,000 PRN   SOLE   3,000 0 0
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 96,001 922,641 SH   SOLE   922,641 0 0
PROLOGIS INC COMMON STOCK 74340W103 6,415 89,158 SH   SOLE   89,158 0 0
PROPETRO HOLDING CORP COMMON STOCK 74347M108 634 28,130 SH   SOLE   28,130 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 18,529 201,669 SH   SOLE   201,669 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 6,336 106,655 SH   SOLE   106,655 0 0
PUBLIC STORAGE COMMON STOCK 74460D109 5,120 23,510 SH   SOLE   23,510 0 0
PVH CORP COMMON STOCK 693656100 4,903 40,205 SH   SOLE   40,205 0 0
Q2 HOLDINGS INC CONVERTIBLE SECURITY 74736LAB5 31,211 23,822,000 PRN   SOLE   23,822 0 0
QUALCOMM INC COMMON STOCK 747525103 11,354 199,085 SH   SOLE   199,085 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 7,482 198,247 SH   SOLE   198,247 0 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 5,000 55,606 SH   SOLE   55,606 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 14,034 6,661,000 PRN   SOLE   6,661 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE SECURITY 749119AB9 24,208 25,851,000 PRN   SOLE   25,851 0 0
RADIUS HEALTH INC CONVERTIBLE SECURITY 750469AA6 4,175 5,000,000 PRN   SOLE   5,000 0 0
RAYTHEON COMPANY COMMON STOCK 755111507 67,516 370,804 SH   SOLE   368,299 0 2,505
REALPAGE INC COMMON STOCK 75606N109 13,310 219,319 SH   SOLE   216,754 0 2,565
REALPAGE INC CONVERTIBLE SECURITY 75606NAB5 48,720 31,485,000 PRN   SOLE   31,485 0 0
REALTY INCOME CORP COMMON STOCK 756109104 9,356 127,191 SH   SOLE   127,191 0 0
RED HAT INC COMMON STOCK 756577102 7,690 42,090 SH   SOLE   42,090 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 26,956 10,908,000 PRN   SOLE   10,908 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,795 5,000,000 PRN   SOLE   5,000 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AD7 4,889 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4,789 11,663 SH   SOLE   11,663 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 5,435 384,127 SH   SOLE   384,127 0 0
RENEWABLE ENERGY GROUP I CONVERTIBLE SECURITY 75972AAC7 8,487 4,000,000 PRN   SOLE   4,000 0 0
RETROPHIN INC CONVERTIBLE SECURITY 761299AB2 3,311 3,500,000 PRN   SOLE   3,500 0 0
RH COMMON STOCK 74967X103 540 5,250 SH   SOLE   5,250 0 0
RH CONVERTIBLE SECURITY 761283AD2 7,528 7,500,000 PRN   SOLE   7,500 0 0
RH CONVERTIBLE SECURITY 761283AC4 5,560 5,066,000 PRN   SOLE   5,058 0 8
RINGCENTRAL INC CONVERTIBLE SECURITY 76680RAD9 32,794 23,000,000 PRN   SOLE   23,000 0 0
ROPER TECHNOLOGIES INC COMMON STOCK 776696106 209 610 SH   SOLE   610 0 0
ROSS STORES INC COMMON STOCK 778296103 7,818 83,978 SH   SOLE   83,978 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 7,279 7,500,000 PRN   SOLE   7,500 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 33,494 292,215 SH   SOLE   290,176 0 2,039
ROYAL GOLD INC CONVERTIBLE SECURITY 780287AA6 32,498 32,479,000 PRN   SOLE   32,459 0 20
RUSH ENTERPRISES INC COMMON STOCK 781846209 512 12,250 SH   SOLE   12,250 0 0
S&P GLOBAL INC COMMON STOCK 78409V104 10,217 48,525 SH   SOLE   48,525 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 63,376 400,177 SH   SOLE   398,667 0 1,510
SALESFORCE.COM INC COMMON STOCK 79466L952 47,115 297,500 SH Put SOLE   297,500 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE SECURITY 803607AB6 51,528 28,471,000 PRN   SOLE   28,465 0 6
SCHLUMBERGER LTD COMMON STOCK 806857108 39,215 900,046 SH   SOLE   896,496 0 3,550
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 6,672 156,038 SH   SOLE   156,038 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 868 12,838 SH   SOLE   0 0 12,838
SCHWAB US MID CAP ETF COMMON STOCK 808524508 466 8,421 SH   SOLE   0 0 8,421
SCHWAB US SMALL-CAP ETF COMMON STOCK 808524607 272 3,884 SH   SOLE   0 0 3,884
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AN1 3,630 4,000,000 PRN   SOLE   4,000 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851406 41,126 389,084 SH   SOLE   388,971 0 113
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851505 42,413 399,517 SH   SOLE   399,330 0 187
SERVICENOW INC CONVERTIBLE SECURITY 81762PAC6 74,099 40,005,000 PRN   SOLE   40,000 0 5
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 6,296 14,618 SH   SOLE   14,618 0 0
SILICON LABORATORIES INC CONVERTIBLE SECURITY 826919AB8 43,893 40,495,000 PRN   SOLE   40,486 0 9
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 12,853 70,539 SH   SOLE   70,539 0 0
SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 720 18,700 SH   SOLE   18,700 0 0
SLEEP NUMBER CORP COMMON STOCK 83125X103 482 10,250 SH   SOLE   10,250 0 0
SLM CORP COMMON STOCK 78442P106 20,221 2,040,489 SH   SOLE   2,032,890 0 7,599
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 23,606 25,013,000 PRN   SOLE   25,002 0 11
SONY CORP COMMON STOCK 835699907 17,466 413,500 SH Call SOLE   413,500 0 0
SONY CORP COMMON STOCK 835699307 1,356 32,100 SH   SOLE   32,100 0 0
SOUTH JERSEY INDUSTRIES CONVERTIBLE PREFERRED SECURITY 838518116 5,158 100,000 SH   SOLE   100,000 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 6,468 124,609 SH   SOLE   124,609 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 5,050 1,076,765 SH   SOLE   1,076,765 0 0
SPDR BBG BARC HIGH YIELD BND COMMON STOCK 78464A417 13,936 387,445 SH   SOLE   387,445 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 98,868 350,000 SH Put SOLE   350,000 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F103 30,657 108,529 SH   SOLE   108,529 0 0
SPDR WELLS FARGO PREFERRED COMMON STOCK 78464A292 494 11,575 SH   SOLE   11,575 0 0
SPIRIT REALTY CAPITAL IN CONVERTIBLE SECURITY 84860WAB8 1,357 1,356,000 PRN   SOLE   1,356 0 0
SPLUNK INC COMMON STOCK 848637104 1,305 10,470 SH   SOLE   10,470 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AB9 81,941 25,000,000 PRN   SOLE   25,000 0 0
STANLEY BLACK & DECKER I CONVERTIBLE PREFERRED SECURITY 854502887 28,255 289,794 SH   SOLE   289,637 0 157
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 9,370 68,814 SH   SOLE   68,814 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502901 49,089 360,500 SH Call SOLE   360,500 0 0
STARBUCKS CORP COMMON STOCK 855244109 28,633 385,165 SH   SOLE   385,165 0 0
STARWOOD PROPERTY TRUST CONVERTIBLE SECURITY 85571BAH8 15,550 15,589,000 PRN   SOLE   15,574 0 15
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 7,798 348,892 SH   SOLE   348,490 0 402
STATE STREET CORP COMMON STOCK 857477103 4,523 68,725 SH   SOLE   68,725 0 0
STRYKER CORP COMMON STOCK 863667101 19,195 97,180 SH   SOLE   97,180 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 5,735 96,795 SH   SOLE   96,795 0 0
SVB FINANCIAL GROUP COMMON STOCK 78486Q101 378 1,700 SH   SOLE   1,700 0 0
SYNAPTICS INC CONVERTIBLE SECURITY 87157DAD1 25,704 27,780,000 PRN   SOLE   27,780 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 4,409 138,226 SH   SOLE   138,226 0 0
SYSCO CORP COMMON STOCK 871829107 6,646 99,546 SH   SOLE   99,546 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 3,708 90,525 SH   SOLE   90,525 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 43,485 5,250,000 PRN   SOLE   5,250 0 0
TAPESTRY INC COMMON STOCK 876030107 3,506 107,908 SH   SOLE   107,908 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 4,317 103,905 SH   SOLE   103,905 0 0
TARGET CORP COMMON STOCK 87612E106 9,112 113,533 SH   SOLE   113,533 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 4,841 59,951 SH   SOLE   59,951 0 0
TECH DATA CORP COMMON STOCK 878237106 358 3,500 SH   SOLE   3,500 0 0
TELADOC HEALTH INC CONVERTIBLE SECURITY 87918AAB1 11,911 8,000,000 PRN   SOLE   8,000 0 0
TELEFLEX INC COMMON STOCK 879369106 4,954 16,395 SH   SOLE   16,395 0 0
TELEKOMUNIK INDONESIA COMMON STOCK 715684106 1,746 63,570 SH   SOLE   43,470 0 20,100
TERADYNE INC COMMON STOCK 880770102 478 12,000 SH   SOLE   12,000 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 8,678 6,201,000 PRN   SOLE   6,201 0 0
TESLA ENERGY OPERATIONS CONVERTIBLE SECURITY 83416TAC4 2,904 3,000,000 PRN   SOLE   3,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAC5 103,497 100,832,000 PRN   SOLE   100,794 0 38
TESLA INC CONVERTIBLE SECURITY 88160RAD3 61,705 56,305,000 PRN   SOLE   56,305 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 17,484 164,831 SH   SOLE   164,831 0 0
THE BOEING CO COMMON STOCK 097023905 9,879 25,900 SH Call SOLE   25,900 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE SECURITY 88339KAA0 4,855 5,000,000 PRN   SOLE   5,000 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 36,254 132,451 SH   SOLE   132,451 0 0
TIDEWATER INC COMMON STOCK 88642R109 2,123 91,540 SH   SOLE   91,540 0 0
TIMKENSTEEL CONVERTIBLE SECURITY 887399AA1 5,933 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 27,349 513,981 SH   SOLE   513,981 0 0
TOPBUILD CORP COMMON STOCK 89055F103 3,241 49,999 SH   SOLE   49,999 0 0
TRANSDIGM GROUP INC COMMON STOCK 893641100 6,083 13,398 SH   SOLE   13,398 0 0
TRANSOCEAN INC CONVERTIBLE SECURITY 893830BJ7 15,327 13,710,000 PRN   SOLE   13,692 0 18
TRANSOCEAN LTD COMMON STOCK H8817H100 1,075 123,383 SH   SOLE   123,383 0 0
TRANSUNION COMMON STOCK 89400J107 17,441 260,942 SH   SOLE   257,307 0 3,635
TRAVELERS COS INC/THE COMMON STOCK 89417E109 8,406 61,286 SH   SOLE   61,286 0 0
TRITON INTERNATIONAL LTD/BER COMMON STOCK G9078F107 373 12,000 SH   SOLE   12,000 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 19,592 15,000,000 PRN   SOLE   15,000 0 0
TWILIO INC COMMON STOCK 90138F102 14,718 113,933 SH   SOLE   113,844 0 89
TWITTER INC COMMON STOCK 90184L102 9,651 293,518 SH   SOLE   293,518 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 17,620 18,701,000 PRN   SOLE   18,701 0 0
UBS GROUP AG-REG COMMON STOCK H42097107 23,990 1,981,000 SH   SOLE   1,981,000 0 0
UDR INC COMMON STOCK 902653104 8,874 195,208 SH   SOLE   195,208 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 50,626 302,790 SH   SOLE   302,790 0 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 12,553 112,340 SH   SOLE   112,340 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 16,131 125,153 SH   SOLE   125,153 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 127,838 517,018 SH   SOLE   515,652 0 1,366
UNITEDHEALTH GROUP INC COMMON STOCK 91324P902 20,152 81,500 SH Call SOLE   81,500 0 0
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 605 4,520 SH   SOLE   4,520 0 0
UNUM GROUP COMMON STOCK 91529Y106 9,388 277,500 SH   SOLE   277,500 0 0
US BANCORP COMMON STOCK 902973304 58,400 1,211,863 SH   SOLE   1,204,582 0 7,281
VALERO ENERGY CORP COMMON STOCK 91913Y100 6,602 77,832 SH   SOLE   77,832 0 0
VANECK VECTORS VIETNAM ETF COMMON STOCK 92189F817 238 14,400 SH   SOLE   14,400 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 8,114 57,257 SH   SOLE   57,257 0 0
VEECO INSTRUMENTS INC CONVERTIBLE SECURITY 922417AD2 1,022 1,200,000 PRN   SOLE   1,200 0 0
VEEVA SYSTEMS INC COMMON STOCK 922475108 417 3,290 SH   SOLE   3,290 0 0
VERINT SYSTEMS INC COMMON STOCK 92343X100 430 7,180 SH   SOLE   7,180 0 0
VERINT SYSTEMS INC CONVERTIBLE SECURITY 92343XAA8 1,676 1,514,000 PRN   SOLE   1,514 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 8,398 63,143 SH   SOLE   63,143 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 89,869 1,519,860 SH   SOLE   1,517,398 0 2,462
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 6,777 36,843 SH   SOLE   36,843 0 0
VF CORP COMMON STOCK 918204108 6,662 76,652 SH   SOLE   76,652 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AB1 33,443 29,697,000 PRN   SOLE   29,675 0 22
VIRTUS INVESTMENT PARTNE CONVERTIBLE PREFERRED SECURITY 92828Q208 14,435 162,140 SH   SOLE   162,085 0 55
VISA INC COMMON STOCK 92826C839 160,658 1,028,605 SH   SOLE   1,024,270 0 4,335
VISTRA ENERGY CORP CONVERTIBLE PREFERRED SECURITY 92840M300 27,104 275,000 SH   SOLE   275,000 0 0
WABTEC CORP COMMON STOCK 929740108 665 9,019 SH   SOLE   9,019 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 18,632 294,491 SH   SOLE   294,491 0 0
WALMART INC COMMON STOCK 931142103 119,913 1,229,495 SH   SOLE   1,222,910 0 6,585
WALT DISNEY CO/THE COMMON STOCK 254687106 128,116 1,153,883 SH   SOLE   1,147,792 0 6,091
WASTE MANAGEMENT INC COMMON STOCK 94106L109 24,795 238,616 SH   SOLE   236,064 0 2,552
WAYFAIR INC CONVERTIBLE SECURITY 94419LAB7 19,165 12,500,000 PRN   SOLE   12,500 0 0
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 546 10,770 SH   SOLE   10,770 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 11,588 42,957 SH   SOLE   42,933 0 24
WELLS FARGO & CO COMMON STOCK 949746101 48,688 1,007,625 SH   SOLE   1,007,625 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 69,148 53,506 SH   SOLE   53,462 0 44
WELLTOWER INC COMMON STOCK 95040Q104 15,641 201,565 SH   SOLE   201,565 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 5,463 207,421 SH   SOLE   207,421 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 9,676 10,000,000 PRN   SOLE   10,000 0 0
WILLIAMS COS INC COMMON STOCK 969457100 7,811 271,955 SH   SOLE   271,955 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 29,619 12,500,000 PRN   SOLE   12,500 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAF8 118,623 83,867,000 PRN   SOLE   83,768 0 99
WORKDAY INC COMMON STOCK 98138H101 573 2,971 SH   SOLE   2,065 0 906
WORLD WRESTLING ENTERTAI CONVERTIBLE SECURITY 98156QAB4 46,025 13,003,000 PRN   SOLE   13,000 0 3
WORLDPAY INC COMMON STOCK 981558109 7,016 61,819 SH   SOLE   61,217 0 602
WRIGHT MEDICAL GROUP INC CONVERTIBLE SECURITY 98235TAE7 8,691 7,671,000 PRN   SOLE   7,591 0 80
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 15,487 10,000,000 PRN   SOLE   10,000 0 0
WYNN RESORTS LTD COMMON STOCK 983134907 12,505 104,800 SH Call SOLE   104,800 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 9,469 168,460 SH   SOLE   168,460 0 0
XILINX INC COMMON STOCK 983919101 18,875 148,868 SH   SOLE   148,868 0 0
XYLEM INC COMMON STOCK 98419M100 6,037 76,385 SH   SOLE   76,385 0 0
YANDEX NV COMMON STOCK N97284908 3,029 88,200 SH Call SOLE   58,700 0 29,500
YUM CHINA HOLDINGS INC COMMON STOCK 98850P109 1,949 43,390 SH   SOLE   24,790 0 18,600
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 1,053 5,025 SH   SOLE   5,025 0 0
ZENDESK INC COMMON STOCK 98936J101 19,769 232,580 SH   SOLE   228,345 0 4,235
ZENDESK INC CONVERTIBLE SECURITY 98936JAB7 82,643 56,616,000 PRN   SOLE   56,595 0 21
ZILLOW INC CONVERTIBLE SECURITY 98954MAB7 8,699 8,500,000 PRN   SOLE   8,500 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 5,560 43,543 SH   SOLE   43,543 0 0
ZIONS BANCORP NA COMMON STOCK 989701107 20,969 461,780 SH   SOLE   461,497 0 283
ZOETIS INC COMMON STOCK 98978V103 5,843 58,042 SH   SOLE   58,042 0 0
ZTO EXPRESS CAYMAN INC COMMON STOCK 98980A105 402 22,000 SH   SOLE   22,000 0 0