The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |