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 7,413 52,287 SH   SOLE   52,287 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 6,378 158,583 SH   SOLE   158,583 0 0
ABBVIE COMMON STOCK 00287Y109 50,004 919,018 SH   SOLE   918,498 0 520
ACADIA HEALTHCARE COMMON STOCK 00404A109 59,354 895,641 SH   SOLE   895,153 0 488
ACCENTURE PLC COMMON STOCK G1151C101 70,636 718,870 SH   SOLE   717,655 0 1,215
ACE LIMITED COMMON STOCK H0023R105 2,856 27,621 SH   SOLE   27,621 0 0
ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 262 9,900 SH   SOLE   9,900 0 0
ACORDA THERAPEUTICS INC CONVERTIBLE SECURITY 00484MAA4 34,515 37,798,000 PRN   SOLE   37,486 0 312
AES CORP COMMON STOCK 00130H105 979 100,005 SH   SOLE   100,005 0 0
AETNA INC COMMON STOCK 00817Y108 6,473 59,167 SH   SOLE   59,167 0 0
AFLAC INC COMMON STOCK 001055102 2,049 35,240 SH   SOLE   35,240 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 3,382 98,515 SH   SOLE   98,515 0 0
AIR LEASE COMMON STOCK 00912X302 444 14,355 SH   SOLE   6,227 0 8,128
AIR LEASE CONVERTIBLE SECURITY 00912XAK0 26,029 20,407,000 PRN   SOLE   20,407 0 0
AIR METHODS CORP COMMON STOCK 009128307 4,777 140,130 SH   SOLE   140,130 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 3,402 26,667 SH   SOLE   26,667 0 0
AIRGAS INC COMMON STOCK 009363102 553 6,189 SH   SOLE   6,189 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 2,631 38,097 SH   SOLE   38,097 0 0
ALCOA INC CONVERTIBLE PREFERRED SECURITY 013817309 15,709 470,315 SH   SOLE   467,575 0 2,740
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 51,567 329,734 SH   SOLE   329,570 0 164
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 2,633 44,650 SH   SOLE   44,650 0 0
ALKERMES PLC COMMON STOCK G01767105 42,975 732,482 SH   SOLE   732,095 0 387
ALLERGAN PLC COMMON STOCK G0177J108 13,396 49,285 SH   SOLE   49,285 0 0
ALLERGAN PLC CONVERTIBLE PREFERRED SECURITY G0177J116 211,744 224,433 SH   SOLE   223,702 0 731
ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK 01988P108 389 31,400 SH   SOLE   31,400 0 0
ALLSCRIPTS HEALTHCARE SOLUTION CONVERTIBLE SECURITY 01988PAD0 4,969 5,000,000 PRN   SOLE   5,000 0 0
ALLSTATE CORP COMMON STOCK 020002101 27,234 467,623 SH   SOLE   467,481 0 142
ALTRIA GROUP INC COMMON STOCK 02209S103 14,360 263,976 SH   SOLE   263,729 0 247
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAA4 16,116 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 138,517 270,600 SH   SOLE   270,531 0 69
AMC NETWORKS INC COMMON STOCK 00164V103 10,664 145,740 SH   SOLE   145,740 0 0
AMER ELECTRIC POWER INC COMMON STOCK 025537101 3,905 68,669 SH   SOLE   68,669 0 0
AMER EXPRESS CO. COMMON STOCK 025816109 26,973 363,863 SH   SOLE   363,863 0 0
AMER FINL GROUP COMMON STOCK 025932104 360 5,225 SH   SOLE   5,225 0 0
AMER INTL GROUP COMMON STOCK 026874784 66,100 1,163,327 SH   SOLE   1,163,327 0 0
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X308 80,677 816,157 SH   SOLE   810,342 0 5,815
AMERICA MOVIL SA COMMON STOCK 02364W105 1,432 86,500 SH   SOLE   86,500 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 475 12,220 SH   SOLE   5,300 0 6,920
AMERICAN TOWER REIT INC COMMON STOCK 03027X100 3,543 40,272 SH   SOLE   40,272 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 3,357 30,766 SH   SOLE   30,766 0 0
AMGEN INC COMMON STOCK 031162100 12,298 88,908 SH   SOLE   88,908 0 0
AMPHENOL CORP COMMON STOCK 032095101 1,941 38,097 SH   SOLE   38,097 0 0
AMSURG CORP COMMON STOCK 03232P405 4,881 62,805 SH   SOLE   62,805 0 0
AMSURG CORP CONVERTIBLE PREFERRED SECURITY 03232P504 35,100 236,914 SH   SOLE   235,086 0 1,828
AMTRUST FIN SVCS CONVERTIBLE SECURITY 032359AG6 9,284 10,121,000 PRN   SOLE   10,121 0 0
AMTRUST FINANCIAL SERVICES INC COMMON STOCK 032359309 208 3,300 SH   SOLE   3,300 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 25,049 414,787 SH   SOLE   413,887 0 900
ANTHEM INC COMMON STOCK 036752103 8,465 60,467 SH   SOLE   60,371 0 96
ANTHEM INC CONVERTIBLE PREFERRED SECURITY 036752202 211,409 4,373,370 SH   SOLE   4,359,455 0 13,915
APACHE CORP COMMON STOCK 037411105 1,131 28,885 SH   SOLE   28,885 0 0
APPLE INC COMMON STOCK 037833100 565,439 5,126,374 SH   SOLE   5,122,425 0 3,949
APPLIED MATERIALS INC COMMON STOCK 038222105 19,481 1,326,154 SH   SOLE   1,326,154 0 0
ARCHER DANIELS MIDLAND COMMON STOCK 039483102 4,981 120,161 SH   SOLE   120,161 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAG8 28 27,000 PRN   SOLE   27 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAD5 378 373,000 PRN   SOLE   373 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 8,856 8,603,000 PRN   SOLE   8,593 0 10
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAB9 58,136 57,683,000 PRN   SOLE   56,813 0 870
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 60,015 58,282,000 PRN   SOLE   58,089 0 193
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 35,379 857,050 SH   SOLE   855,250 0 1,800
AT&T INC COMMON STOCK 00206R102 46,101 1,415,020 SH   SOLE   1,414,639 0 381
AUTOZONE INC COMMON STOCK 053332102 2,806 3,876 SH   SOLE   3,876 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 3,874 30,990 SH   SOLE   30,990 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,322 13,281 SH   SOLE   13,281 0 0
B2GOLD CORPORATION CONVERTIBLE SECURITY 11777QAB6 3,324 4,000,000 PRN   SOLE   4,000 0 0
BAIDU INC COMMON STOCK 056752108 27,758 202,005 SH   SOLE   201,245 0 760
BAKER HUGHES COMMON STOCK 057224107 2,404 46,193 SH   SOLE   46,193 0 0
BANK OF AMER CP COMMON STOCK 060505104 27,536 1,767,414 SH   SOLE   1,747,245 0 20,169
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 46,084 42,789 SH   SOLE   42,382 0 407
BANK OF HAWAII COMMON STOCK 062540109 352 5,540 SH   SOLE   5,540 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 9,641 246,248 SH   SOLE   246,248 0 0
BANKUNITED COMMON STOCK 06652K103 334 9,350 SH   SOLE   9,350 0 0
BARCLAY/ISHARES FUNDS COMMON STOCK 46429B598 788 27,588 SH   SOLE   11,918 0 15,670
BAXALTA COMMON STOCK 07177M103 1,939 61,525 SH   SOLE   61,525 0 0
BAXTER INTL INC COMMON STOCK 071813109 2,021 61,525 SH   SOLE   61,525 0 0
BB&T CORPORATION COMMON STOCK 054937107 3,106 87,242 SH   SOLE   87,242 0 0
BELMOND LTD COMMON STOCK G1154H107 639 63,250 SH   SOLE   63,250 0 0
BERKSHIRE HTH COMMON STOCK 084670702 28,918 221,762 SH   SOLE   221,674 0 88
BERRY PLASTICS HOLDING CORP COMMON STOCK 08579W103 4,414 146,807 SH   SOLE   146,807 0 0
BIOGEN INC COMMON STOCK 09062X103 28,287 96,936 SH   SOLE   96,936 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 10,757 8,217,000 PRN   SOLE   7,993 0 224
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 47,628 35,219,000 PRN   SOLE   35,071 0 148
BLACKROCK INC COMMON STOCK 09247X101 3,654 12,285 SH   SOLE   12,285 0 0
BLACKSTONE GROUP LP COMMON STOCK 09253U108 30,493 962,820 SH   SOLE   962,820 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE SECURITY 09257WAA8 1,585 1,500,000 PRN   SOLE   1,500 0 0
BLOCK H & R INC COMMON STOCK 093671105 250 6,900 SH   SOLE   6,900 0 0
BLOOMIN' BRANDS COMMON STOCK 094235108 22,741 1,250,896 SH   SOLE   1,250,307 0 589
BLUCORA INC CONVERTIBLE SECURITY 095229AB6 2,868 3,000,000 PRN   SOLE   3,000 0 0
BLUE BUFFALO PET PRODUCTS COMMON STOCK 09531U102 259 14,452 SH   SOLE   14,452 0 0
BOEING CO COMMON STOCK 097023105 40,918 312,474 SH   SOLE   312,385 0 89
BOOZ ALLEN HAMILTON COMMON STOCK 099502106 38,357 1,463,461 SH   SOLE   1,462,469 0 992
BOTTOMLINE TECH CONVERTIBLE SECURITY 101388AA4 8,238 7,750,000 PRN   SOLE   7,750 0 0
BP PLC COMMON STOCK 055622104 24,448 800,000 SH   SOLE   800,000 0 0
BRISTOL MYERS SQUIBB COMMON STOCK 110122108 8,709 147,112 SH   SOLE   147,112 0 0
BROADCOM CORP COMMON STOCK 111320107 63,386 1,232,467 SH   SOLE   1,232,034 0 433
BROOKDALE SENIOR LIVING INC CONVERTIBLE SECURITY 112463AA2 10,176 9,500,000 PRN   SOLE   9,500 0 0
BROWN & BROWN INC COMMON STOCK 115236101 211 6,805 SH   SOLE   6,805 0 0
BRUNSWICK CORPORATION COMMON STOCK 117043109 2,991 62,455 SH   SOLE   62,455 0 0
BURLINGTON STORES INC COMMON STOCK 122017106 1,104 21,625 SH   SOLE   21,625 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 783764AQ6 16,524 12,000,000 PRN   SOLE   12,000 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 85375CBC4 42,902 37,034,000 PRN   SOLE   36,393 0 641
CALIX INC COMMON STOCK 13100M509 547 70,250 SH   SOLE   70,250 0 0
CAMERON INTL CORP COMMON STOCK 13342B105 632 10,300 SH   SOLE   10,300 0 0
CANADIAN SOLAR INC CONVERTIBLE SECURITY 136635AE9 5,671 7,000,000 PRN   SOLE   7,000 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 5,735 79,085 SH   SOLE   74,765 0 4,320
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,865 37,293 SH   SOLE   37,176 0 117
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,403 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 1,412 23,810 SH   SOLE   23,810 0 0
CARNIVAL CORP COMMON STOCK 143658300 13,980 281,295 SH   SOLE   281,295 0 0
CARRIZO OIL&GAS COMMON STOCK 144577103 7,166 234,645 SH   SOLE   234,645 0 0
CATERPILLAR INC COMMON STOCK 149123101 4,423 67,674 SH   SOLE   67,674 0 0
CELGENE CORP COMMON STOCK 151020104 112,329 1,038,445 SH   SOLE   1,038,111 0 334
CEMEX SA CONVERTIBLE SECURITY 151290BC6 15,595 15,000,000 PRN   SOLE   15,000 0 0
CEMEX SA COMMON STOCK 151290889 819 117,180 SH   SOLE   117,180 0 0
CENTURYLINK INC COMMON STOCK 156700106 2,424 96,483 SH   SOLE   96,483 0 0
CEPHEID INC COMMON STOCK 15670R107 40,963 906,265 SH   SOLE   905,672 0 593
CEPHEID INC CONVERTIBLE SECURITY 15670RAC1 61,615 60,258,000 PRN   SOLE   59,814 0 444
CERNER CORP COMMON STOCK 156782104 60,987 1,017,134 SH   SOLE   1,016,628 0 506
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 1,925 42,866 SH   SOLE   42,866 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 11,315 142,630 SH   SOLE   142,630 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167BW6 1,981 2,000,000 PRN   SOLE   2,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 7,147 975,000 SH   SOLE   975,000 0 0
CHESAPEAKE ENERGY CONVERTIBLE SECURITY 165167CB1 12,456 17,270,000 PRN   SOLE   17,270 0 0
CHESAPEAKE ENRG CONVERTIBLE SECURITY 165167BZ9 3,645 4,200,000 PRN   SOLE   4,200 0 0
CHEVRONTEXACO CORP COMMON STOCK 166764100 54,775 694,413 SH   SOLE   694,292 0 121
CHINA BIOLOGIC PRODUCTS INC COMMON STOCK 16938C106 3,895 43,360 SH   SOLE   43,360 0 0
CHUBB CORP COMMON STOCK 171232101 2,556 20,843 SH   SOLE   20,843 0 0
CIENA CORP COMMON STOCK 171779309 723 34,875 SH   SOLE   34,875 0 0
CIGNA CORP COMMON STOCK 125509109 5,253 38,909 SH   SOLE   38,909 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 217 2,115 SH   SOLE   2,115 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 219 4,075 SH   SOLE   4,075 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 14,119 537,849 SH   SOLE   537,425 0 424
CIT GROUP INC COMMON STOCK 125581801 854 21,330 SH   SOLE   21,330 0 0
CITIGROUP INC COMMON STOCK 172967424 119,851 2,415,865 SH   SOLE   2,414,315 0 1,550
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 28,964 27,522,000 PRN   SOLE   27,397 0 125
CMS ENERGY CORP COMMON STOCK 125896100 1,850 52,383 SH   SOLE   52,383 0 0
COACH INC COMMON STOCK 189754104 1,584 54,763 SH   SOLE   54,763 0 0
COCA-COLA CO COMMON STOCK 191216100 77,288 1,926,433 SH   SOLE   1,924,423 0 2,010
COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 64,231 1,025,894 SH   SOLE   1,025,511 0 383
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 4,557 71,813 SH   SOLE   71,813 0 0
COLONY FINANCIAL INC CONVERTIBLE SECURITY 19624RAB2 1,906 2,000,000 PRN   SOLE   2,000 0 0
COMCAST CORP COMMON STOCK 20030N101 86,606 1,522,606 SH   SOLE   1,520,531 0 2,075
COMMUNTY HEALTH SYSTEMS INC COMMON STOCK 203668108 10,447 244,255 SH   SOLE   244,255 0 0
COMPANHIA DE BEBIDAS COMMON STOCK 02319V103 1,152 235,000 SH   SOLE   235,000 0 0
CONAGRA FOODS INC COMMON STOCK 205887102 1,543 38,097 SH   SOLE   38,097 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 8,003 166,861 SH   SOLE   166,861 0 0
CONSOL EDISON COMMON STOCK 209115104 2,801 41,897 SH   SOLE   41,897 0 0
CORELOGIC INC COMMON STOCK 21871D103 201 5,400 SH   SOLE   5,400 0 0
CORNERSTONE ONDEMAND INC CONVERTIBLE SECURITY 21925YAB9 12,040 12,010,000 PRN   SOLE   12,010 0 0
COSTAR GRP INC COMMON STOCK 22160N109 43,326 250,354 SH   SOLE   250,215 0 139
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 66,382 459,167 SH   SOLE   459,167 0 0
COWEN GROUP INC CONVERTIBLE SECURITY 223622AB7 3,746 3,500,000 PRN   SOLE   3,500 0 0
CREDICORP LTD COMMON STOCK G2519Y108 4,764 44,795 SH   SOLE   44,795 0 0
CRITEO SA COMMON STOCK 226718104 380 10,115 SH   SOLE   10,115 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 2,503 31,739 SH   SOLE   31,624 0 115
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V200 81,089 796,080 SH   SOLE   792,355 0 3,725
CSX CORPORATION COMMON STOCK 126408103 72,465 2,693,858 SH   SOLE   2,692,794 0 1,064
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAD2 28,121 25,965,000 PRN   SOLE   25,965 0 0
CUMMINS INC COMMON STOCK 231021106 12,665 116,645 SH   SOLE   116,645 0 0
CVR ENERGY INC COMMON STOCK 12662P108 201 4,900 SH   SOLE   4,900 0 0
CVS HEALTH CORP COMMON STOCK 126650100 14,814 153,545 SH   SOLE   153,545 0 0
D R HORTON INC COMMON STOCK 23331A109 979 33,336 SH   SOLE   33,336 0 0
DANAHER CORP COMMON STOCK 235851102 5,487 64,395 SH   SOLE   64,395 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,494 606,000 PRN   SOLE   522 0 84
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,306 19,048 SH   SOLE   19,048 0 0
DAVE & BUSTERS ENTERTAINMENT COMMON STOCK 238337109 537 14,195 SH   SOLE   14,195 0 0
DAVITA HEALTHCARE PARTNERS INC COMMON STOCK 23918K108 1,378 19,048 SH   SOLE   19,048 0 0
DECKERS OUTDOOR COMMON STOCK 243537107 33,372 574,784 SH   SOLE   574,400 0 384
DEERE & CO COMMON STOCK 244199105 5,131 69,339 SH   SOLE   69,339 0 0
DEL TACO RESTAURANTS INC COMMON STOCK 245496104 1,408 100,603 SH   SOLE   100,603 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 52,054 684,563 SH   SOLE   684,304 0 259
DELTA AIR LINES INC COMMON STOCK 247361702 61,358 1,367,468 SH   SOLE   1,367,006 0 462
DEMANDWARE COMMON STOCK 24802Y105 8,326 161,100 SH   SOLE   161,100 0 0
DEPOMED INC CONVERTIBLE SECURITY 249908AA2 31,461 26,234,000 PRN   SOLE   26,078 0 156
DEV DIVERFD RLT CONVERTIBLE SECURITY 251591AX1 5,321 5,000,000 PRN   SOLE   5,000 0 0
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,309 89,215 SH   SOLE   89,215 0 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 1,038 60,000 SH   SOLE   60,000 0 0
DICK'S SPORTING GOODS INC COMMON STOCK 253393102 208 4,200 SH   SOLE   4,200 0 0
DIGITALGLOBE INC COMMON STOCK 25389M877 7,987 419,915 SH   SOLE   419,915 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 10,189 195,974 SH   SOLE   195,974 0 0
DISCOVERY COMMUNICATIONS COMMON STOCK 25470F302 578 23,810 SH   SOLE   23,810 0 0
DISCOVERY COMMUNICATIONS INC COMMON STOCK 25470F104 786 30,210 SH   SOLE   30,210 0 0
DISNEY WALT CO COMMON STOCK 254687106 170,730 1,670,548 SH   SOLE   1,669,179 0 1,369
DOCTOR REDDY'S LAB COMMON STOCK 256135203 252 3,950 SH   SOLE   3,950 0 0
DOLLAR GENERAL COMMON STOCK 256677105 69,393 957,939 SH   SOLE   957,455 0 484
DOMINION RESOURCES INC VA COMMON STOCK 25746U109 3,939 55,970 SH   SOLE   55,883 0 87
DOMINION RESOURCES INC VA CONVERTIBLE PREFERRED SECURITY 25746U869 60,485 1,219,201 SH   SOLE   1,215,246 0 3,955
DOMINOS PIZZA INC COMMON STOCK 25754A201 700 6,486 SH   SOLE   6,486 0 0
DOW CHEMICAL CO COMMON STOCK 260543103 25,997 613,147 SH   SOLE   613,010 0 137
DRIL-QUIP COMMON STOCK 262037104 440 7,550 SH   SOLE   7,550 0 0
DST SYSTEMS INC COMMON STOCK 233326107 205 1,950 SH   SOLE   1,950 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 10,092 140,282 SH   SOLE   140,163 0 119
DUPONT DE NEMOUR & CO COMMON STOCK 263534109 5,195 107,778 SH   SOLE   107,778 0 0
EASTMAN CHEM CO COMMON STOCK 277432100 616 9,524 SH   SOLE   9,524 0 0
EATON CORP PLC COMMON STOCK G29183103 41,598 810,872 SH   SOLE   810,872 0 0
EBAY INC COMMON STOCK 278642103 2,669 109,208 SH   SOLE   109,208 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE SECURITY 27875TAA9 17,056 18,976,000 PRN   SOLE   18,849 0 127
EDISON INTL COMMON STOCK 281020107 3,218 51,022 SH   SOLE   51,022 0 0
EDWARDS LIFESCI COMMON STOCK 28176E108 3,148 22,145 SH   SOLE   22,145 0 0
ELECTRONIC ARTS INC COMMON STOCK 285512909 409 3,100 SH Call SOLE   3,100 0 0
ELECTRONIC ARTS INC CONVERTIBLE SECURITY 285512AA7 42,687 20,045,000 PRN   SOLE   20,000 0 45
ELECTRONICS FOR IMAGING INC CONVERTIBLE SECURITY 286082AC6 10,810 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 35,705 426,637 SH   SOLE   426,637 0 0
EMC CORP-MASS COMMON STOCK 268648102 7,313 302,696 SH   SOLE   302,696 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 336 11,800 SH   SOLE   11,800 0 0
EMERGENT BIOSOLUTIONS INC CONVERTIBLE SECURITY 29089QAB1 35,152 31,053,000 PRN   SOLE   30,848 0 205
EMERSON ELECTRIC CO COMMON STOCK 291011104 2,907 65,805 SH   SOLE   65,805 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE SECURITY 292554AH5 4,224 5,000,000 PRN   SOLE   5,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE SECURITY 292554AD4 6,316 5,000,000 PRN   SOLE   5,000 0 0
ENERGY XXI BERMUDA CONVERTIBLE SECURITY 29274UAB7 2,129 22,500,000 PRN   SOLE   22,500 0 0
ENERNOC INC CONVERTIBLE SECURITY 292764AB3 2,124 3,000,000 PRN   SOLE   3,000 0 0
ENTERGY CORP COMMON STOCK 29364G103 1,488 22,859 SH   SOLE   22,859 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 4,443 5,000,000 PRN   SOLE   5,000 0 0
ENVISION HEALTHCARE HOLDINGS COMMON STOCK 29413U103 42,586 1,157,538 SH   SOLE   1,156,805 0 733
EOG RESOURCES INC COMMON STOCK 26875P101 39,793 546,613 SH   SOLE   544,813 0 1,800
EQT CORP COMMON STOCK 26884L109 1,727 26,669 SH   SOLE   26,669 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,926 38,957 SH   SOLE   38,957 0 0
EVERCORE PARTNERS INC COMMON STOCK 29977A105 34,101 678,753 SH   SOLE   678,439 0 314
EVERSOURCE ENERGY COMMON STOCK 30040W108 964 19,048 SH   SOLE   19,048 0 0
EXACT SCIENCES COMMON STOCK 30063P105 623 34,650 SH   SOLE   34,650 0 0
EXELON CORP COMMON STOCK 30161N101 2,788 93,856 SH   SOLE   93,570 0 286
EXELON CORP CONVERTIBLE PREFERRED SECURITY 30161N127 60,600 1,388,313 SH   SOLE   1,379,343 0 8,970
EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 1,412 30,000 SH   SOLE   30,000 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 8,089 99,910 SH   SOLE   99,910 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 105,211 1,415,077 SH   SOLE   1,410,637 0 4,440
EZCORP INC CONVERTIBLE SECURITY 302301AB2 2,178 3,000,000 PRN   SOLE   3,000 0 0
F5 NETWORKSINC COMMON STOCK 315616102 2,482 21,430 SH   SOLE   21,430 0 0
FACEBOOK INC COMMON STOCK 30303M102 244,211 2,716,477 SH   SOLE   2,714,310 0 2,167
FAIRCHILD SEMICONDUCTOR INTL COMMON STOCK 303726103 253 18,050 SH   SOLE   18,050 0 0
FEDEX CORP COMMON STOCK 31428X106 5,371 37,303 SH   SOLE   37,303 0 0
FIAT CHRYSLER AUTOMOBILES NV CONVERTIBLE PREFERRED SECURITY N31738110 57,086 480,962 SH   SOLE   476,547 0 4,415
FIDELITY NL FIN-CONVRT TO CASH CONVERTIBLE SECURITY 31620RAE5 1,051 566,000 PRN   SOLE   566 0 0
FIFTH THIRD BK COMMON STOCK 316773100 1,981 104,766 SH   SOLE   104,766 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 22,765 25,342,000 PRN   SOLE   25,342 0 0
FIREEYE COMMON STOCK 31816Q101 34,638 1,088,574 SH   SOLE   1,088,059 0 515
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK 33616C100 16,854 268,500 SH   SOLE   268,500 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 1,491 47,622 SH   SOLE   47,622 0 0
FISERV INC COMMON STOCK 337738108 5,329 61,525 SH   SOLE   61,525 0 0
FLUOR CORP-NEW COMMON STOCK 343412102 1,331 31,431 SH   SOLE   31,431 0 0
FORD MOTOR CO COMMON STOCK 345370860 15,751 1,160,719 SH   SOLE   1,160,099 0 620
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 5,193 6,000,000 PRN   SOLE   6,000 0 0
FORTRESS INVESTMENT GROUP COMMON STOCK 34958B106 1,073 193,406 SH   SOLE   193,406 0 0
FORTUNE BRANDS HOME & SECURITY COMMON STOCK 34964C106 60,136 1,266,815 SH   SOLE   1,266,295 0 520
FOSSIL GROUP INC COMMON STOCK 34988V106 639 11,430 SH   SOLE   11,430 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 1,736 46,604 SH   SOLE   46,604 0 0
FRANK'S INTERNATIONAL NV COMMON STOCK N33462107 176 11,500 SH   SOLE   11,500 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 1,716 177,048 SH   SOLE   177,048 0 0
FRONTIER COMMUNICATIONS CORP CONVERTIBLE PREFERRED SECURITY 35906A207 39,271 421,593 SH   SOLE   419,533 0 2,060
FXCM INC CONVERTIBLE SECURITY 302693AB2 754 1,000,000 PRN   SOLE   1,000 0 0
GAP INC COMMON STOCK 364760108 841 29,525 SH   SOLE   29,525 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 4,517 32,744 SH   SOLE   32,744 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 128,161 5,081,712 SH   SOLE   5,076,096 0 5,616
GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 205 7,900 SH   SOLE   7,900 0 0
GENERAL MILLS INC COMMON STOCK 370334104 3,453 61,525 SH   SOLE   61,525 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,170 88,470 SH   SOLE   88,470 0 0
GENERAL MOTORS CO WARRANTS 37045V118 1,803 88,470 SH   SOLE   88,470 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 6,700 223,200 SH   SOLE   216,200 0 7,000
GENTEX CORP COMMON STOCK 371901109 217 14,000 SH   SOLE   14,000 0 0
GENTHERM INC COMMON STOCK 37253A103 8,327 185,385 SH   SOLE   185,385 0 0
GENUINE PARTS CO COMMON STOCK 372460105 216 2,600 SH   SOLE   2,600 0 0
GENWORTH FINANCIAL INC COMMON STOCK 37247D106 352 76,158 SH   SOLE   76,158 0 0
GIGAMON INC COMMON STOCK 37518B102 224 11,185 SH   SOLE   11,185 0 0
GILEAD SCIENCE CONVERTIBLE SECURITY 375558AP8 61,730 14,255,000 PRN   SOLE   14,151 0 104
GILEAD SCIENCES INC COMMON STOCK 375558103 54,239 552,389 SH   SOLE   551,354 0 1,035
GLOBAL X FTSE GREECE 20 COMMON STOCK 37950E366 5,145 535,380 SH   SOLE   366,400 0 168,980
GLOBUS MEDICAL COMMON STOCK 379577208 618 29,900 SH   SOLE   29,900 0 0
GOGO INC COMMON STOCK 38046C109 607 39,695 SH   SOLE   39,695 0 0
GOLDMAN SACHS COMMON STOCK 38141G104 8,661 49,847 SH   SOLE   49,847 0 0
GREENBRIER COMPANIES CONVERTIBLE SECURITY 393657AH4 14,841 13,637,000 PRN   SOLE   13,540 0 97
GREENBRIER COMPANIES INC COMMON STOCK 393657951 446 750 SH Put SOLE   750 0 0
GTT COMMUNICATIONS INC COMMON STOCK 362393100 670 28,800 SH   SOLE   28,800 0 0
GUIDEWIRE SOFTWARE COMMON STOCK 40171V100 11,200 213,018 SH   SOLE   212,766 0 252
GULFPORT ENGY COMMON STOCK 402635304 32,092 1,081,279 SH   SOLE   1,080,707 0 572
HALLIBURTON CO COMMON STOCK 406216101 3,497 98,938 SH   SOLE   98,938 0 0
HANOVER INSURANCE GROUP INC COMMON STOCK 410867105 360 4,635 SH   SOLE   4,635 0 0
HARLEY-DAVIDSON INC COMMON STOCK 412822108 214 3,900 SH   SOLE   3,900 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,189 69,660 SH   SOLE   69,660 0 0
HCA HOLDINGS INC COMMON STOCK 40412C101 57,734 746,298 SH   SOLE   745,852 0 446
HCP INC COMMON STOCK 40414L109 201 5,400 SH   SOLE   5,400 0 0
HEALTH NET INC COMMON STOCK 42222G108 235 3,900 SH   SOLE   3,900 0 0
HELIX ENERGY SOLUTIONS GROUP CONVERTIBLE SECURITY 42330PAG2 5,673 6,850,000 PRN   SOLE   6,850 0 0
HELMERICH & PAYNE INC COMMON STOCK 423452101 587 12,423 SH   SOLE   12,423 0 0
HERSHEY FOODS CORP COMMON STOCK 427866108 1,225 13,335 SH   SOLE   13,335 0 0
HESS CORP COMMON STOCK 42809H107 858 17,143 SH   SOLE   17,143 0 0
HEWLETT-PACKARD CO. COMMON STOCK 428236103 6,139 239,696 SH   SOLE   239,696 0 0
HILLTOP HOLDINGS INC COMMON STOCK 432748101 1,284 64,833 SH   SOLE   64,833 0 0
HILTON WORLDWIDE HOLDINGS COMMON STOCK 43300A104 54,164 2,361,113 SH   SOLE   2,359,787 0 1,326
HOLLYSYS AUTOMATION TECH COMMON STOCK G45667105 388 22,200 SH   SOLE   22,200 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 21,598 15,905,000 PRN   SOLE   15,776 0 129
HOLOGIC INC CONVERTIBLE SECURITY 436440AG6 50,465 39,756,000 PRN   SOLE   39,649 0 107
HOME DEPOT COMMON STOCK 437076102 210,673 1,824,170 SH   SOLE   1,822,822 0 1,348
HOMEAWAY INC CONVERTIBLE SECURITY 43739QAB6 14,693 15,900,000 PRN   SOLE   15,900 0 0
HOMEINNS HOTEL GROUP COMMON STOCK 43742E102 591 20,560 SH   SOLE   20,560 0 0
HONEYWELL INTL COMMON STOCK 438516106 30,112 318,001 SH   SOLE   317,936 0 65
HORSEHEAD HOLDING CORP CONVERTIBLE SECURITY 440694AB3 1,904 2,950,000 PRN   SOLE   2,950 0 0
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 1,495 94,531 SH   SOLE   94,531 0 0
HUMANA INC. COMMON STOCK 444859102 224 1,250 SH   SOLE   1,250 0 0
HURON CONSULTING GROUP INC COMMON STOCK 447462102 10,832 173,225 SH   SOLE   173,225 0 0
IAC INTERACTIVECORP COMMON STOCK 44919P508 15,822 242,409 SH   SOLE   242,409 0 0
ICICI BANK LTD COMMON STOCK 45104G104 173 20,675 SH   SOLE   20,675 0 0
ICONIX BRAND GROUP INC CONVERTIBLE SECURITY 451055AF4 4,836 6,000,000 PRN   SOLE   6,000 0 0
ILL TOOL WORKS INC COMMON STOCK 452308109 3,379 41,050 SH   SOLE   41,050 0 0
ILLUMINA INC COMMON STOCK 452327909 357 700 SH Call SOLE   700 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AD1 20,479 9,758,000 PRN   SOLE   9,733 0 25
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 31,083 26,728,000 PRN   SOLE   26,682 0 46
ILLUMINA INC COMMON STOCK 452327109 43,872 249,527 SH   SOLE   248,945 0 582
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 84,913 77,200,000 PRN   SOLE   76,806 0 394
IMS HEALTH HOLDINGS INC COMMON STOCK 44970B109 32,070 1,102,053 SH   SOLE   1,101,329 0 724
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAM4 10,492 4,823,000 PRN   SOLE   4,773 0 50
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAN2 16,192 7,335,000 PRN   SOLE   7,335 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAB9 15,485 9,500,000 PRN   SOLE   9,500 0 0
INSULET CORP COMMON STOCK 45784P101 791 30,510 SH   SOLE   30,510 0 0
INSULET CORP CONVERTIBLE SECURITY 45784PAD3 3,521 3,804,000 PRN   SOLE   3,804 0 0
INTEGRA LIFESCI CONVERTIBLE SECURITY 457985AK5 40,075 33,601,000 PRN   SOLE   33,227 0 374
INTEL CORP CONVERTIBLE SECURITY 458140AD2 6,782 5,563,000 PRN   SOLE   5,353 0 210
INTEL CORP COMMON STOCK 458140100 19,298 640,291 SH   SOLE   639,945 0 346
INTEL CORP CONVERTIBLE SECURITY 458140AF7 85,301 56,454,000 PRN   SOLE   56,103 0 351
INTELSAT CONVERTIBLE PREFERRED SECURITY L5140P119 7,200 385,000 SH   SOLE   385,000 0 0
INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45866F104 45,286 192,714 SH   SOLE   192,573 0 141
INTERDGTL COMMS CONVERTIBLE SECURITY 458660AB3 13,539 13,000,000 PRN   SOLE   13,000 0 0
INTERNAP CORP COMMON STOCK 45885A300 748 122,100 SH   SOLE   122,100 0 0
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 638 33,334 SH   SOLE   33,334 0 0
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 15,337 105,793 SH   SOLE   105,793 0 0
INVESCO LTD COMMON STOCK G491BT108 2,231 71,431 SH   SOLE   71,431 0 0
ISHARES DJ SELECT DVD COMMON STOCK 464287168 897 12,332 SH   SOLE   0 0 12,332
ISHARES MSCI EAFE MINIMUM VO COMMON STOCK 46429B689 653 10,467 SH   SOLE   0 0 10,467
ISHARES MSCI EMERGING MKTS IND COMMON STOCK 464287234 914 27,880 SH   SOLE   13,200 0 14,680
ISHARES MSCI ITALY CAPPED ETF COMMON STOCK 464286855 2,936 205,000 SH   SOLE   96,360 0 108,640
ISHARES S&P 500 INDEX FUND COMMON STOCK 464287200 946 4,907 SH   SOLE   0 0 4,907
ISIS PHARMACEUT COMMON STOCK 464330109 5,584 138,160 SH   SOLE   138,160 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 3,626 547,712 SH   SOLE   547,712 0 0
ITT INDUSTRIES INC COMMON STOCK 450911201 202 6,040 SH   SOLE   6,040 0 0
J2 GLOBAL INC COMMON STOCK 48123V102 717 10,125 SH   SOLE   10,125 0 0
J2 GLOBAL INC CONVERTIBLE SECURITY 48123VAC6 3,918 3,289,000 PRN   SOLE   3,118 0 171
JABIL CIRCUIT INC COMMON STOCK 466313103 292 13,050 SH   SOLE   13,050 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 824 22,026 SH   SOLE   22,026 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AH1 20,386 12,675,000 PRN   SOLE   12,675 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AL2 50,309 37,311,000 PRN   SOLE   37,311 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AM0 72,451 62,949,000 PRN   SOLE   62,835 0 114
JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 15,005 112,983 SH   SOLE   112,910 0 73
JAZZ PHARMACEUTICLS CONVERTIBLE SECURITY 472145AB7 31,481 30,825,000 PRN   SOLE   30,825 0 0
JEFFERIES GROUP INC CONVERTIBLE SECURITY 472319AG7 2,338 2,288,000 PRN   SOLE   2,288 0 0
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 598 23,200 SH   SOLE   23,200 0 0
JNJ (ALZA CP) ZERO 7/20 CONVERTIBLE SECURITY 02261WAB5 1,766 1,368,000 PRN   SOLE   1,368 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 113,199 1,212,630 SH   SOLE   1,209,397 0 3,233
JONES LANG LASALLE INC COMMON STOCK 48020Q107 11,961 83,195 SH   SOLE   83,195 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 217,055 3,560,036 SH   SOLE   3,556,845 0 3,191
JUNIPER NETWORKS INC COMMON STOCK 48203R104 1,775 69,034 SH   SOLE   69,034 0 0
KANSAS CITY SOUTHERN COMMON STOCK 485170302 957 10,533 SH   SOLE   10,533 0 0
KELLOGG CO COMMON STOCK 487836108 2,219 33,337 SH   SOLE   33,337 0 0
KENNAMETAL INC COMMON STOCK 489170100 362 14,560 SH   SOLE   14,560 0 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 1,413 27,107 SH   SOLE   27,107 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 3,355 30,766 SH   SOLE   30,766 0 0
KINDER MORGAN INC COMMON STOCK 49456B101 4,331 156,484 SH   SOLE   156,244 0 240
KIRKLAND'S INC COMMON STOCK 497498105 833 38,675 SH   SOLE   38,675 0 0
KKR & CO LP COMMON STOCK 48248M102 473 28,215 SH   SOLE   13,220 0 14,995
KLA-TENCOR CORP COMMON STOCK 482480100 1,405 28,098 SH   SOLE   28,098 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 4,224 59,845 SH   SOLE   59,845 0 0
KROGER CO COMMON STOCK 501044101 4,897 135,757 SH   SOLE   135,757 0 0
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 10,236 97,931 SH   SOLE   97,778 0 153
LABORATORY CORP LYONS CONVERTIBLE SECURITY 50540RAG7 1,542 1,060,000 PRN   SOLE   1,060 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 73,061 673,556 SH   SOLE   673,213 0 343
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AL2 15 12,000 PRN   SOLE   12 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AJ7 55,180 48,621,000 PRN   SOLE   47,862 0 759
LEAR CORP COMMON STOCK 521865204 245 2,250 SH   SOLE   2,250 0 0
LEGG MASON INC COMMON STOCK 524901105 236 5,660 SH   SOLE   5,660 0 0
LENDINGCLUB COMMON STOCK 52603A109 256 19,320 SH   SOLE   8,365 0 10,955
LENNAR CORP COMMON STOCK 526057904 1,514 4,120 SH Call SOLE   4,120 0 0
LENNAR CORP COMMON STOCK 526057104 3,097 64,337 SH   SOLE   61,322 0 3,015
LIBERTY (TWX & TWC) CONVERTIBLE SECURITY 530610AC8 197,333 131,353,000 PRN   SOLE   130,800 0 553
LIBERTY GLOBAL PLC COMMON STOCK G5480U104 33,734 785,614 SH   SOLE   785,030 0 584
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 58,251 61,349,000 PRN   SOLE   61,093 0 256
LIGAND PHARMACEUTICALS INC CONVERTIBLE SECURITY 53220KAD0 9,074 7,000,000 PRN   SOLE   7,000 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 3,458 72,860 SH   SOLE   72,860 0 0
LINKEDIN CORPORATION COMMON STOCK 53578A108 6,669 35,075 SH   SOLE   35,075 0 0
LIONS GATE ENTERTAINMENT CORP COMMON STOCK 535919203 31,258 849,396 SH   SOLE   848,819 0 577
LIVE NATION ENTERTAINMENT INC CONVERTIBLE SECURITY 538034AJ8 10,447 10,000,000 PRN   SOLE   10,000 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 90,147 434,843 SH   SOLE   434,642 0 201
LOWE'S COMPANIES COMMON STOCK 548661107 12,728 184,677 SH   SOLE   184,677 0 0
LYONDELLBASELL INDUSTRIES COMMON STOCK N53745100 4,279 51,336 SH   SOLE   51,336 0 0
M/I HOMES INC CONVERTIBLE SECURITY 55292PAB1 3,940 4,000,000 PRN   SOLE   4,000 0 0
MACERICH COMPANY COMMON STOCK 554382101 1,098 14,289 SH   SOLE   14,289 0 0
MACQUARIE INFRASTRUCTURE CO CONVERTIBLE SECURITY 55608BAA3 702 616,000 PRN   SOLE   616 0 0
MACYS INC COMMON STOCK 55616P104 1,344 26,191 SH   SOLE   26,191 0 0
MANPOWERGROUP INC COMMON STOCK 56418H100 25,097 306,475 SH   SOLE   306,382 0 93
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 1,533 99,000 SH   SOLE   99,000 0 0
MARATHON OIL CP COMMON STOCK 565849106 994 64,547 SH   SOLE   64,547 0 0
MARATHON PETROLEUM COMMON STOCK 56585A102 4,705 101,561 SH   SOLE   101,426 0 135
MASCO CORP COMMON STOCK 574599106 13,010 516,670 SH   SOLE   516,670 0 0
MASTEC INC COMMON STOCK 576323109 443 27,990 SH   SOLE   27,990 0 0
MASTERCARD INC COMMON STOCK 57636Q104 146,011 1,620,179 SH   SOLE   1,618,678 0 1,501
MAXLINEAR INC COMMON STOCK 57776J100 379 30,500 SH   SOLE   30,500 0 0
MCDONALD'S CORP COMMON STOCK 580135101 22,898 232,395 SH   SOLE   232,335 0 60
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 1,386 19,681 SH   SOLE   19,681 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AC9 18,192 12,500,000 PRN   SOLE   12,500 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 30,688 28,952,000 PRN   SOLE   28,699 0 253
MEDIVATION INC COMMON STOCK 58501N101 6,174 145,270 SH   SOLE   145,270 0 0
MEDNAX INC COMMON STOCK 58502B106 269 3,500 SH   SOLE   3,500 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 13,145 196,364 SH   SOLE   196,364 0 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 15,859 419,649 SH   SOLE   419,081 0 568
MENTOR GRAPHICS CONVERTIBLE SECURITY 587200AK2 29,258 23,250,000 PRN   SOLE   23,076 0 174
MERCADOLIBRE INC CONVERTIBLE SECURITY 58733RAB8 9,821 10,000,000 PRN   SOLE   10,000 0 0
MERCK & CO COMMON STOCK 58933Y105 84,037 1,701,490 SH   SOLE   1,699,114 0 2,376
MERITAGE CORP CONVERTIBLE SECURITY 59001AAR3 11,553 11,635,000 PRN   SOLE   11,635 0 0
METLIFE INC COMMON STOCK 59156R108 46,300 981,970 SH   SOLE   981,704 0 266
MGIC INVESTMENT CORP COMMON STOCK 552848103 517 55,785 SH   SOLE   55,785 0 0
MGIC INVESTMENT CORP CONVERTIBLE SECURITY 552848AD5 9,865 9,280,000 PRN   SOLE   9,058 0 222
MGIC INVESTMENT CORP CONVERTIBLE SECURITY 552848AE3 36,106 25,095,000 PRN   SOLE   25,045 0 50
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK G60754101 868 20,544 SH   SOLE   20,544 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,642 38,096 SH   SOLE   38,096 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AB0 3,522 2,004,000 PRN   SOLE   1,823 0 181
MICRON TECH CONVERTIBLE SECURITY 595112AY9 17,492 20,604,000 PRN   SOLE   20,484 0 120
MICRON TECHNOLOGY (SERIES E) CONVERTIBLE SECURITY 595112AU7 29,237 19,618,000 PRN   SOLE   19,411 0 207
MICRON TECHNOLOGY (SERIES F) CONVERTIBLE SECURITY 595112AV5 14,499 9,475,000 PRN   SOLE   9,475 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,621 174,935 SH   SOLE   174,935 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 6,420 3,850,000 PRN   SOLE   3,850 0 0
MICROSOFT CORP COMMON STOCK 594918104 285,205 6,443,857 SH   SOLE   6,438,534 0 5,323
MOHAWK INDS INC COMMON STOCK 608190104 2,167 11,920 SH   SOLE   11,920 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 20,139 11,542,000 PRN   SOLE   11,400 0 142
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 71,887 55,165,000 PRN   SOLE   55,045 0 120
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 115,240 2,752,333 SH   SOLE   2,751,679 0 654
MONRO MUFFLER BRAKE INC COMMON STOCK 610236101 839 12,425 SH   SOLE   12,425 0 0
MONSANTO CO -NEW COMMON STOCK 61166W101 7,616 89,242 SH   SOLE   89,242 0 0
MORGAN STANLEY COMMON STOCK 617446448 5,102 161,968 SH   SOLE   152,018 0 9,950
MOSAIC CO COMMON STOCK 61945C103 2,383 76,613 SH   SOLE   76,613 0 0
MURPHY OIL CORP COMMON STOCK 626717102 421 17,381 SH   SOLE   17,381 0 0
MYLAN NV COMMON STOCK N59465109 1,742 43,275 SH   SOLE   43,275 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 1,999 53,093 SH   SOLE   53,093 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAS7 6,992 10,000,000 PRN   SOLE   10,000 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAQ1 7,314 10,000,000 PRN   SOLE   10,000 0 0
NETFLIX INC COMMON STOCK 64110L106 4,394 42,553 SH   SOLE   42,553 0 0
NETSUITE INC CONVERTIBLE SECURITY 64118QAB3 2,512 2,500,000 PRN   SOLE   2,500 0 0
NEW YORK CMTY TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 1,277 25,465 SH   SOLE   23,090 0 2,375
NEWMONT MINING CORP COMMON STOCK 651639106 1,286 80,002 SH   SOLE   80,002 0 0
NEWPARK RESOURCES CONVERTIBLE SECURITY 651718AC2 7,401 7,800,000 PRN   SOLE   7,800 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F846 15,435 300,000 SH   SOLE   300,000 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 27,827 285,255 SH   SOLE   285,131 0 124
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F861 76,685 1,441,180 SH   SOLE   1,432,635 0 8,545
NICE SYSTEMS LTD COMMON STOCK 653656108 415 7,365 SH   SOLE   7,365 0 0
NIKE INC COMMON STOCK 654106103 115,671 940,647 SH   SOLE   940,406 0 241
NOBLE CORP PLC COMMON STOCK G65431101 262 24,000 SH   SOLE   24,000 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 2,012 66,670 SH   SOLE   66,670 0 0
NOKIA CP - ADR COMMON STOCK 654902204 14,916 2,200,000 SH   SOLE   2,200,000 0 0
NORFOLK SOTHN CORP COMMON STOCK 655844108 3,551 46,476 SH   SOLE   46,476 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 39,356 237,157 SH   SOLE   237,157 0 0
NORTHSTAR REALTY FINANCE CORP COMMON STOCK 66704R704 167 13,500 SH   SOLE   13,500 0 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 4,754 82,961 SH   SOLE   82,961 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 18,271 9,325,000 PRN   SOLE   9,325 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AC9 30,621 24,153,000 PRN   SOLE   24,028 0 125
NVIDIA CORP COMMON STOCK 67066G104 261 10,600 SH   SOLE   10,600 0 0
NVIDIA CORP COMMON STOCK 67066G954 272 5,500 SH Put SOLE   5,500 0 0
NVIDIA CORP CONVERTIBLE SECURITY 67066GAC8 147,792 112,056,000 PRN   SOLE   111,386 0 670
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 4,615 53,000 SH   SOLE   53,000 0 0
NXSTAGE MEDICAL INC COMMON STOCK 67072V103 516 32,700 SH   SOLE   32,700 0 0
OAKTREE CAPITAL GROUP LLC COMMON STOCK 674001201 223 4,500 SH   SOLE   4,500 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 34,593 522,951 SH   SOLE   522,951 0 0
OCH-ZIFF CAPITAL MANAGEMENT COMMON STOCK 67551U105 19,413 2,223,750 SH   SOLE   2,223,750 0 0
OLD REPUBLIC INTL CORP CONVERTIBLE SECURITY 680223AH7 6,554 5,650,000 PRN   SOLE   5,290 0 360
OMNICOM GROUP INC COMMON STOCK 681919106 297 4,511 SH   SOLE   4,420 0 91
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AH8 71,913 64,271,000 PRN   SOLE   63,827 0 444
ORACLE CORP COMMON STOCK 68389X905 373 2,500 SH Call SOLE   2,500 0 0
ORACLE CORP COMMON STOCK 68389X105 39,515 1,093,997 SH   SOLE   1,093,882 0 115
P G & E CORP COMMON STOCK 69331C108 3,239 61,345 SH   SOLE   61,345 0 0
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 7,532 125,192 SH   SOLE   125,019 0 173
PALO ALTO NETWORKS COMMON STOCK 697435955 412 230 SH Put SOLE   230 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 33,223 20,395,000 PRN   SOLE   20,395 0 0
PARTY CITY HOLDCO INC COMMON STOCK 702149105 1,641 102,773 SH   SOLE   102,773 0 0
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 3,390 109,208 SH   SOLE   109,208 0 0
PENTAIR PLC COMMON STOCK G7S00T104 1,702 33,337 SH   SOLE   33,337 0 0
PEPSICO INC COMMON STOCK 713448108 47,401 502,663 SH   SOLE   502,527 0 136
PERRIGO CO PLC COMMON STOCK G97822103 2,229 14,175 SH   SOLE   14,175 0 0
PFIZER INC COMMON STOCK 717081103 87,960 2,800,379 SH   SOLE   2,799,891 0 488
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 41,572 524,045 SH   SOLE   524,045 0 0
PHILLIPS 66 COMMON STOCK 718546104 7,842 102,061 SH   SOLE   102,061 0 0
PHOTRONICS INC CONVERTIBLE SECURITY 719405AH5 5,702 5,500,000 PRN   SOLE   5,500 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 5,334 59,800 SH   SOLE   59,800 0 0
POLYONE CORP COMMON STOCK 73179P106 6,006 204,700 SH   SOLE   204,700 0 0
PORTFOLIO RECOVERY ASSOCIATE CONVERTIBLE SECURITY 73640QAB1 491 472,000 PRN   SOLE   472 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 2,873 32,766 SH   SOLE   32,766 0 0
PPL CORP COMMON STOCK 69351T106 1,790 54,422 SH   SOLE   54,422 0 0
PRA GROUP INC COMMON STOCK 69354N106 13,568 256,385 SH   SOLE   256,385 0 0
PRAXAIR INC COMMON STOCK 74005P104 3,658 35,908 SH   SOLE   35,908 0 0
PRECISION CASTPARTS CORP COMMON STOCK 740189105 4,629 20,152 SH   SOLE   20,152 0 0
PRESBIA PLC COMMON STOCK G7234P100 959 216,000 SH   SOLE   216,000 0 0
PRICELINE GROUP INC/THE COMMON STOCK 741503403 111,286 89,975 SH   SOLE   89,929 0 46
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AQ9 97,668 69,460,000 PRN   SOLE   69,255 0 205
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AS5 98,914 83,978,000 PRN   SOLE   83,003 0 975
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 2,458 51,918 SH   SOLE   51,918 0 0
PRIVATEBANCORP INC COMMON STOCK 742962103 542 14,150 SH   SOLE   14,150 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 65,937 916,562 SH   SOLE   916,406 0 156
PROGRESS SOFTWA COMMON STOCK 743312100 537 20,800 SH   SOLE   20,800 0 0
PROGRESSIVE CORP, OHIO COMMON STOCK 743315103 256 8,340 SH   SOLE   8,340 0 0
PROLOGIS INC COMMON STOCK 74340W103 2,232 57,383 SH   SOLE   57,383 0 0
PROOFPOINT COMMON STOCK 743424103 5,348 88,655 SH   SOLE   88,655 0 0
PROOFPOINT CONVERTIBLE SECURITY 743424AB9 12,202 7,500,000 PRN   SOLE   7,500 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 150 155,000 PRN   SOLE   155 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 1,808 2,000,000 PRN   SOLE   2,000 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAL6 2,250 2,300,000 PRN   SOLE   2,300 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAK8 4,033 4,016,000 PRN   SOLE   3,846 0 170
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 7,354 96,494 SH   SOLE   96,494 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK 744573106 2,639 62,595 SH   SOLE   62,595 0 0
PVH CORP COMMON STOCK 693656100 53,278 522,639 SH   SOLE   522,359 0 280
QIHOO 360 TECHNOLOGY CONVERTIBLE SECURITY 74734MAE9 1,344 1,530,000 PRN   SOLE   1,530 0 0
QIHOO 360 TECHNOLOGY CONVERTIBLE SECURITY 74734MAF6 16,986 20,185,000 PRN   SOLE   20,185 0 0
QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 12,351 338,858 SH   SOLE   338,470 0 388
QORVO INC COMMON STOCK 74736K101 18,340 407,111 SH   SOLE   406,879 0 232
QUALCOMM INC COMMON STOCK 747525103 17,155 319,290 SH   SOLE   319,290 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 24,965 1,031,185 SH   SOLE   1,030,430 0 755
QUEST DIAGNOSTC COMMON STOCK 74834L100 878 14,286 SH   SOLE   14,286 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 4,652 5,000,000 PRN   SOLE   5,000 0 0
RACKSPACE HOSTING INC COMMON STOCK 750086100 493 19,995 SH   SOLE   19,995 0 0
RALPH LAUREN CORP COMMON STOCK 751212101 213 1,800 SH   SOLE   1,800 0 0
RAMBUS INC CONVERTIBLE SECURITY 750917AE6 8,180 7,000,000 PRN   SOLE   7,000 0 0
RAYTHEON CO COMMON STOCK 755111507 45,385 415,386 SH   SOLE   415,069 0 317
REALOGY HOLDINGS CORP COMMON STOCK 75605Y106 50,347 1,337,953 SH   SOLE   1,337,093 0 860
RED HAT INC COMMON STOCK 756577102 1,676 23,319 SH   SOLE   23,319 0 0
RED ROBIN GOURMET BURGERS INC COMMON STOCK 75689M101 1,111 14,665 SH   SOLE   14,665 0 0
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 1,772 3,809 SH   SOLE   3,809 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 1,630 180,963 SH   SOLE   180,963 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE SECURITY 75972AAA1 2,626 3,000,000 PRN   SOLE   3,000 0 0
REYNOLDS AMERICAN INC COMMON STOCK 761713106 74,940 1,692,801 SH   SOLE   1,691,741 0 1,060
RIO TINTO PLC COMMON STOCK 767204100 7,102 210,000 SH   SOLE   210,000 0 0
ROADRUNNER TRANSPORTATION COMMON STOCK 76973Q105 12,776 694,332 SH   SOLE   693,218 0 1,114
ROBERT HALF INTL INC COMMON STOCK 770323103 1,218 23,810 SH   SOLE   23,810 0 0
ROCKWELL AUTOMTN COMMON STOCK 773903109 24,073 237,242 SH   SOLE   237,076 0 166
ROSS STORES INC COMMON STOCK 778296103 1,847 38,098 SH   SOLE   38,098 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 46,624 523,340 SH   SOLE   523,091 0 249
RPM INTL INC CONVERTIBLE SECURITY 749685AT0 986 881,000 PRN   SOLE   881 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAB3 29,817 28,335,000 PRN   SOLE   28,268 0 67
RTI INTL METALS - ACQUIRED CONVERTIBLE SECURITY 74973WAA5 4,018 4,000,000 PRN   SOLE   4,000 0 0
S & P 500 INDEX COMMON STOCK 78462F953 16,896 5,282 SH Put SOLE   5,282 0 0
SABRE CORP COMMON STOCK 78573M104 50,396 1,854,150 SH   SOLE   1,853,070 0 1,080
SALESFORCE.COM INC COMMON STOCK 79466L302 53,767 774,411 SH   SOLE   774,057 0 354
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 189,145 155,152,000 PRN   SOLE   154,038 0 1,114
SANDISK CORP CONVERTIBLE SECURITY 80004CAF8 7,257 7,500,000 PRN   SOLE   7,500 0 0
SANDISK CORP CONVERTIBLE SECURITY 80004CAD3 103,380 83,149,000 PRN   SOLE   82,683 0 466
SCHLUMBERGER LTD COMMON STOCK 806857108 98,449 1,427,419 SH   SOLE   1,425,577 0 1,842
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 4,986 174,577 SH   SOLE   174,577 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 81170YAB5 3,216 4,000,000 PRN   SOLE   4,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 39,428 41,066,000 PRN   SOLE   40,607 0 459
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 73,061 64,577,000 PRN   SOLE   64,205 0 372
SHIRE PLC COMMON STOCK 82481R106 44,115 214,952 SH   SOLE   214,788 0 164
SHUTTERFLY INC CONVERTIBLE SECURITY 82568PAB2 12,897 14,000,000 PRN   SOLE   14,000 0 0
SIGNATURE BANK COMMON STOCK 82669G104 365 2,650 SH   SOLE   2,650 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 7,734 42,099 SH   SOLE   42,099 0 0
SINA CORP CONVERTIBLE SECURITY 82922RAD5 4,725 5,000,000 PRN   SOLE   5,000 0 0
SMART & FINAL STORES COMMON STOCK 83190B101 1,698 108,058 SH   SOLE   108,058 0 0
SMITH (AO) CORP COMMON STOCK 831865209 317 4,865 SH   SOLE   4,865 0 0
SOTHEBYS HOLDINGS INC COMMON STOCK 835898107 6,362 198,925 SH   SOLE   198,925 0 0
SOUTHN COMPANY COMMON STOCK 842587107 7,814 174,805 SH   SOLE   174,805 0 0
SOUTHWEST AIRLINES COMMON STOCK 844741108 5,540 145,630 SH   SOLE   145,630 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 5,726 451,250 SH   SOLE   451,250 0 0
SOUTHWESTERN ENERGY CO CONVERTIBLE PREFERRED SECURITY 845467208 30,596 984,420 SH   SOLE   978,265 0 6,155
SPDR TRUST SERIES 1 COMMON STOCK 78462F103 53,952 281,540 SH   SOLE   281,540 0 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 2,562 97,529 SH   SOLE   97,529 0 0
SPECTRANETICS CONVERTIBLE SECURITY 84760CAA5 6,123 8,000,000 PRN   SOLE   8,000 0 0
SPECTRANETICS CP COMMON STOCK 84760C107 9,553 810,260 SH   SOLE   810,260 0 0
SPIRIT AIRLINES INC COMMON STOCK 848577102 896 18,935 SH   SOLE   18,935 0 0
SPIRIT REALTY CAPITAL INC Convertible Bonds 84860WAA0 11,803 12,622,000 PRN   SOLE   12,232 0 390
SPLUNK INC COMMON STOCK 848637104 2,228 40,250 SH   SOLE   40,250 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 3,556 56,371 SH   SOLE   56,371 0 0
STAAR SURGICAL COMMON STOCK 852312305 599 77,200 SH   SOLE   77,200 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 267 2,750 SH   SOLE   2,750 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502804 36,145 328,595 SH   SOLE   328,595 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502309 52,472 391,292 SH   SOLE   387,513 0 3,779
STARBUCKS CORP COMMON STOCK 855244109 174,916 3,077,338 SH   SOLE   3,073,580 0 3,758
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 765 11,507 SH   SOLE   11,507 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAC9 4,975 5,000,000 PRN   SOLE   5,000 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAA3 33,822 32,974,000 PRN   SOLE   32,637 0 337
STARWOOD WAYPOINT RESIDENTIAL CONVERTIBLE SECURITY 85571WAB5 13,497 14,116,000 PRN   SOLE   14,071 0 45
STATE STREET CORP COMMON STOCK 857477103 45,546 677,672 SH   SOLE   676,472 0 1,200
STERICYCLE INC CONVERTIBLE PREFERRED SECURITY 858912207 42,219 415,056 SH   SOLE   411,963 0 3,093
STERIS CORP COMMON STOCK 859152100 10,462 161,035 SH   SOLE   161,035 0 0
STILLWATER MINING COMMON STOCK 86074Q102 283 27,355 SH   SOLE   27,355 0 0
STONE ENERGY CP CONVERTIBLE SECURITY 861642AN6 5,056 6,000,000 PRN   SOLE   6,000 0 0
STORAGE PROPERTIES COMMON STOCK 74460D109 2,994 14,147 SH   SOLE   14,147 0 0
STRYKER CORP COMMON STOCK 863667101 106,441 1,131,152 SH   SOLE   1,129,345 0 1,807
SUNEDISON INC CONVERTIBLE SECURITY 86732YAC3 18,792 24,725,000 PRN   SOLE   24,518 0 207
SUNPOWER CORP COMMON STOCK 867652406 6,108 304,773 SH   SOLE   304,336 0 437
SUNPOWER CORP CONVERTIBLE SECURITY 867652AG4 28,243 26,504,000 PRN   SOLE   26,242 0 262
SUNTRUST BANKS INC COMMON STOCK 867914103 2,185 57,145 SH   SOLE   57,145 0 0
SYMANTEC CORP COMMON STOCK 871503108 1,576 80,956 SH   SOLE   80,956 0 0
SYNCHRONOSS TECHNOLOGIES INC CONVERTIBLE SECURITY 87157BAA1 40,732 40,327,000 PRN   SOLE   39,705 0 622
T ROWE PRICE COMMON STOCK 74144T108 1,787 25,715 SH   SOLE   25,715 0 0
TABLEAU SOFTWARE INC COMMON STOCK 87336U105 19,512 244,572 SH   SOLE   244,441 0 131
TAIWAN SEMICONDUCTOR COMMON STOCK 874039950 314 4,650 SH Put SOLE   4,650 0 0
TAKE-TWO INTER CONVERTIBLE SECURITY 874054AD1 30,057 21,040,000 PRN   SOLE   21,040 0 0
TAKE-TWO INTERACTIVE SOFTWARE CONVERTIBLE SECURITY 874054AC3 32,872 21,284,000 PRN   SOLE   21,096 0 188
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 6,982 5,250,000 PRN   SOLE   5,250 0 0
TARGET CORP COMMON STOCK 87612E106 1,306 16,601 SH   SOLE   16,470 0 131
TE CONNECTIVITY LTD COMMON STOCK H84989104 41,100 686,263 SH   SOLE   685,900 0 363
TERADATA CORP COMMON STOCK 88076W103 552 19,048 SH   SOLE   19,048 0 0
TERADYNE INC COMMON STOCK 880770102 184 10,200 SH   SOLE   10,200 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAB7 10,173 10,530,000 PRN   SOLE   10,530 0 0
TESLA MOTORS INC COMMON STOCK 88160R101 31,440 126,569 SH   SOLE   126,491 0 78
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 124,667 131,525,000 PRN   SOLE   130,595 0 930
TEVA PHARMACEUTICAL IND LTD CONVERTIBLE SECURITY 88163VAE9 2,702 1,985,000 PRN   SOLE   1,985 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 6,996 141,276 SH   SOLE   141,151 0 125
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 9,410 76,957 SH   SOLE   76,957 0 0
TIME WARNER CABLE COMMON STOCK 88732J207 3,673 20,477 SH   SOLE   20,477 0 0
TIME WARNER INC COMMON STOCK 887317303 6,239 90,743 SH   SOLE   90,743 0 0
TJX COMPANIES INC COMMON STOCK 872540109 14,501 203,035 SH   SOLE   203,035 0 0
T-MOBILE US INC CONVERTIBLE PREFERRED SECURITY 872590203 63,729 922,804 SH   SOLE   918,324 0 4,480
T-MOBILE US INC COMMON STOCK 872590104 64,299 1,615,155 SH   SOLE   1,614,374 0 781
TOLL BROTHERS FINANCE CORP. CONVERTIBLE SECURITY 88947EAM2 13,835 13,423,000 PRN   SOLE   13,127 0 296
TOPBUILD COMMON STOCK 89055F103 1,548 49,999 SH   SOLE   49,999 0 0
TRACTOR SUPPLY CO COMMON STOCK 892356106 1,856 22,014 SH   SOLE   22,014 0 0
TRAVELERS COMPANIES INC COMMON STOCK 89417E109 2,635 26,476 SH   SOLE   26,476 0 0
TRIPADVISOR INC COMMON STOCK 896945201 1,855 29,431 SH   SOLE   25,551 0 3,880
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 4,435 5,000,000 PRN   SOLE   5,000 0 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK 90130A101 5,616 208,152 SH   SOLE   208,152 0 0
TYSON FOODS CONVERTIBLE PREFERRED SECURITY 902494301 67,840 1,323,445 SH   SOLE   1,311,855 0 11,590
ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 24,943 139,340 SH   SOLE   139,267 0 73
UNDER ARMOUR INC COMMON STOCK 904311107 1,608 16,616 SH   SOLE   16,616 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 42,502 480,733 SH   SOLE   480,651 0 82
UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047109 597 11,246 SH   SOLE   4,830 0 6,416
UNITED PARCEL SERVICE COMMON STOCK 911312106 126,243 1,279,191 SH   SOLE   1,277,944 0 1,247
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 46,495 522,474 SH   SOLE   522,390 0 84
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 10,512 90,617 SH   SOLE   90,617 0 0
UNIVERSAL HEALTH SVCS COMMON STOCK 913903100 230 1,840 SH   SOLE   1,840 0 0
UNUMPROVIDENT CORP COMMON STOCK 91529Y106 314 9,790 SH   SOLE   9,790 0 0
US BANCORP COMMON STOCK 902973304 7,529 183,590 SH   SOLE   183,590 0 0
US ECOLOGY INC COMMON STOCK 91732J102 606 13,875 SH   SOLE   13,875 0 0
VALERO ENERGY COMMON STOCK 91913Y100 3,061 50,928 SH   SOLE   50,928 0 0
VANGUARD FTSE EUROPE COMMON STOCK 922042874 1,052 21,400 SH   SOLE   9,222 0 12,178
VANTIV INC COMMON STOCK 92210H105 11,789 262,450 SH   SOLE   262,087 0 363
VEEVA SYSTEMS COMMON STOCK 922475108 7,873 336,306 SH   SOLE   336,306 0 0
VENTAS INC COMMON STOCK 92276F100 1,735 30,955 SH   SOLE   30,955 0 0
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 32,588 1,175,192 SH   SOLE   1,174,579 0 613
VERINT SYSTEMS COMMON STOCK 92343X100 9,099 210,865 SH   SOLE   210,865 0 0
VERINT SYSTEMS CONVERTIBLE SECURITY 92343XAA8 16,033 16,680,000 PRN   SOLE   16,159 0 521
VERIZON COMM COMMON STOCK 92343V104 29,916 687,564 SH   SOLE   687,295 0 269
VIACOM INC COMMON STOCK 92553P201 1,615 37,417 SH   SOLE   37,417 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 46612JAF8 14,067 15,000,000 PRN   SOLE   15,000 0 0
VIPSHOP HOLDINGS LTD CONVERTIBLE SECURITY 92763WAA1 16,385 15,000,000 PRN   SOLE   15,000 0 0
VISA INC COMMON STOCK 92826C839 44,290 635,809 SH   SOLE   635,809 0 0
VITAMIN SHOPPE INC COMMON STOCK 92849E101 512 15,700 SH   SOLE   15,700 0 0
VMWARE INC COMMON STOCK 928563402 633 8,040 SH   SOLE   3,820 0 4,220
VORNADO REALTY TRUST COMMON STOCK 929042109 2,767 30,604 SH   SOLE   30,604 0 0
WABCO HOLDINGS INC COMMON STOCK 92927K102 36,591 349,050 SH   SOLE   348,886 0 164
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 93,139 1,120,808 SH   SOLE   1,120,493 0 315
WAL-MART STORES INC COMMON STOCK 931142103 15,357 236,839 SH   SOLE   236,744 0 95
WALTER INVESTMENT MANAGEMENT CONVERTIBLE SECURITY 93317WAA0 6,286 8,735,000 PRN   SOLE   8,735 0 0
WELLPOINT INC CONVERTIBLE SECURITY 94973VBG1 2,104 1,114,000 PRN   SOLE   1,114 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746101 192,754 3,753,739 SH   SOLE   3,750,273 0 3,466
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 63,607 54,458 SH   SOLE   53,800 0 658
WELLTOWER INC COMMON STOCK 95040Q104 2,355 34,772 SH   SOLE   34,600 0 172
WELLTOWER INC CONVERTIBLE PREFERRED SECURITY 95040Q203 35,034 576,882 SH   SOLE   574,247 0 2,635
WESTERN DIGITAL CORP COMMON STOCK 958102105 45,468 572,360 SH   SOLE   572,085 0 275
WEYERHAEUSER CO CONVERTIBLE PREFERRED SECURITY 962166872 30,838 646,353 SH   SOLE   644,008 0 2,345
WHIRLPOOL CORP COMMON STOCK 963320106 11,283 76,621 SH   SOLE   76,621 0 0
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,844 89,870 SH   SOLE   81,451 0 8,419
WILLIAMS CO. COMMON STOCK 969457100 1,341 36,388 SH   SOLE   36,388 0 0
WILLIAMS-SONOMA INC COMMON STOCK 969904101 892 11,689 SH   SOLE   11,689 0 0
WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 1,358 84,200 SH   SOLE   84,200 0 0
WORKDAY INC COMMON STOCK 98138H101 28,091 407,943 SH   SOLE   407,765 0 178
WORKDAY INC - TRANCHE 1 CONVERTIBLE SECURITY 98138HAC5 71,257 65,750,000 PRN   SOLE   65,098 0 652
WORKDAY INC - TRANCHE 2 CONVERTIBLE SECURITY 98138HAD3 13,897 12,529,000 PRN   SOLE   12,370 0 159
WORKIVA COMMON STOCK 98139A105 554 36,500 SH   SOLE   36,500 0 0
WPX ENERGY CONVERTIBLE PREFERRED SECURITY 98212B202 8,862 240,000 SH   SOLE   240,000 0 0
WR BERKLEY CORP COMMON STOCK 084423102 359 6,605 SH   SOLE   6,605 0 0
WYNN RESORTS LTD COMMON STOCK 983134107 607 11,429 SH   SOLE   11,429 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 1,727 48,760 SH   SOLE   48,760 0 0
XILINX INC COMMON STOCK 983919101 216 5,100 SH   SOLE   5,100 0 0
XILINX INC COMMON STOCK 983919901 1,941 12,815 SH Call SOLE   12,815 0 0
XILINX INC CONVERTIBLE SECURITY 983919AF8 8,855 5,910,000 PRN   SOLE   5,910 0 0
YAHOO! INC COMMON STOCK 984332106 2,135 73,833 SH   SOLE   73,833 0 0
YAHOO! INC CONVERTIBLE SECURITY 984332AF3 88,275 90,859,000 PRN   SOLE   90,136 0 723
YANDEX NV CONVERTIBLE SECURITY 98474TAB3 14,137 16,601,000 PRN   SOLE   16,601 0 0
YELP INC COMMON STOCK 985817105 433 20,000 SH   SOLE   20,000 0 0
YUM! BRANDS INC COMMON STOCK 988498101 6,184 77,347 SH   SOLE   77,347 0 0
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 478 6,250 SH   SOLE   6,250 0 0
ZELTIQ AESTHETICS COMMON STOCK 98933Q108 519 16,215 SH   SOLE   16,215 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 41,372 440,460 SH   SOLE   439,760 0 700
ZOETIS COMMON STOCK 98978V103 67,560 1,640,609 SH   SOLE   1,639,650 0 959
ACORDA THERAPEUTICS INC CONVERTIBLE SECURITY 00484MAA4 196 215,000 PRN   OTR 1 215 0 0
ALLERGAN PLC CONVERTIBLE PREFERRED SECURITY G0177J116 731 775 SH   OTR 1 775 0 0
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X308 210 2,120 SH   OTR 1 2,120 0 0
AMSURG CORP CONVERTIBLE PREFERRED SECURITY 03232P504 226 1,525 SH   OTR 1 1,525 0 0
ANTHEM INC CONVERTIBLE PREFERRED SECURITY 036752202 680 14,065 SH   OTR 1 14,065 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 330 320,000 PRN   OTR 1 320 0 0
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 425 395 SH   OTR 1 395 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 119 91,000 PRN   OTR 1 91 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 85375CBC4 249 215,000 PRN   OTR 1 215 0 0
CEPHEID INC CONVERTIBLE SECURITY 15670RAC1 205 200,000 PRN   OTR 1 200 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V200 242 2,380 SH   OTR 1 2,380 0 0
DEPOMED INC CONVERTIBLE SECURITY 249908AA2 114 95,000 PRN   OTR 1 95 0 0
EMERGENT BIOSOLUTIONS INC CONVERTIBLE SECURITY 29089QAB1 204 180,000 PRN   OTR 1 180 0 0
FIAT CHRYSLER AUTOMOBILES NV CONVERTIBLE PREFERRED SECURITY N31738110 291 2,455 SH   OTR 1 2,455 0 0
GILEAD SCIENCE CONVERTIBLE SECURITY 375558AP8 186 43,000 PRN   OTR 1 43 0 0
GREENBRIER COMPANIES CONVERTIBLE SECURITY 393657AH4 109 100,000 PRN   OTR 1 100 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 210 155,000 PRN   OTR 1 155 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AD1 115 55,000 PRN   OTR 1 55 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 134 115,000 PRN   OTR 1 115 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 137 125,000 PRN   OTR 1 125 0 0
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAM4 163 75,000 PRN   OTR 1 75 0 0
INTEGRA LIFESCI CONVERTIBLE SECURITY 457985AK5 203 170,000 PRN   OTR 1 170 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AF7 227 150,000 PRN   OTR 1 150 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AM0 138 120,000 PRN   OTR 1 120 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AJ7 375 330,000 PRN   OTR 1 330 0 0
LENNAR CORP COMMON STOCK 526057104 206 4,280 SH   OTR 1 4,280 0 0
LIBERTY (TWX & TWC) CONVERTIBLE SECURITY 530610AC8 195 130,000 PRN   OTR 1 130 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 237 250,000 PRN   OTR 1 250 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 177 167,000 PRN   OTR 1 167 0 0
MGIC INVESTMENT CORP CONVERTIBLE SECURITY 552848AD5 244 230,000 PRN   OTR 1 230 0 0
MICRON TECH CONVERTIBLE SECURITY 595112AY9 301 355,000 PRN   OTR 1 355 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AU7 112 75,000 PRN   OTR 1 75 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 222 170,000 PRN   OTR 1 170 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F861 246 4,620 SH   OTR 1 4,620 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AC9 133 105,000 PRN   OTR 1 105 0 0
NVIDIA CORP CONVERTIBLE SECURITY 67066GAC8 455 345,000 PRN   OTR 1 345 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AH8 224 200,000 PRN   OTR 1 200 0 0
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AS5 565 480,000 PRN   OTR 1 480 0 0
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 640 525,000 PRN   OTR 1 525 0 0
SANDISK CORP CONVERTIBLE SECURITY 80004CAD3 336 270,000 PRN   OTR 1 270 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 235 245,000 PRN   OTR 1 245 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 183 162,000 PRN   OTR 1 162 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAA0 206 220,000 PRN   OTR 1 220 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502309 298 2,225 SH   OTR 1 2,225 0 0
STARWOOD WAYPOINT RESIDENTIAL CONVERTIBLE SECURITY 85571WAB5 110 115,000 PRN   OTR 1 115 0 0
STERICYCLE INC CONVERTIBLE PREFERRED SECURITY 858912207 205 2,015 SH   OTR 1 2,015 0 0
SUNPOWER CORP CONVERTIBLE SECURITY 867652AG4 218 205,000 PRN   OTR 1 205 0 0
SYNCHRONOSS TECHNOLOGIES INC CONVERTIBLE SECURITY 87157BAA1 338 335,000 PRN   OTR 1 335 0 0
TAKE-TWO INTERACTIVE SOFTWARE CONVERTIBLE SECURITY 874054AC3 293 190,000 PRN   OTR 1 190 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAB7 116 120,000 PRN   OTR 1 120 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 460 485,000 PRN   OTR 1 485 0 0
TYSON FOODS CONVERTIBLE PREFERRED SECURITY 902494301 271 5,280 SH   OTR 1 5,280 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 537 460 SH   OTR 1 460 0 0
WORKDAY INC - TRANCHE 1 CONVERTIBLE SECURITY 98138HAC5 303 280,000 PRN   OTR 1 280 0 0
WORKDAY INC - TRANCHE 2 CONVERTIBLE SECURITY 98138HAD3 89 80,000 PRN   OTR 1 80 0 0
YAHOO! INC CONVERTIBLE SECURITY 984332AF3 146 150,000 PRN   OTR 1 150 0 0