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 |
|
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 | 7,864 | 54,900 | SH | SOLE | 54,900 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 6,458 | 157,900 | SH | SOLE | 157,900 | 0 | 0 | ||
ABBVIE | COMMON STOCK | 00287Y109 | 13,777 | 244,100 | SH | SOLE | 244,100 | 0 | 0 | ||
ACADIA HEALTHCARE | COMMON STOCK | 00404A109 | 1,502 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
ACCENTURE PLC | COMMON STOCK | G1151C101 | 157,237 | 1,945,045 | SH | SOLE | 1,934,782 | 0 | 10,263 | ||
ACE LIMITED | COMMON STOCK | H0023R105 | 3,007 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
ACTAVIS PLC | COMMON STOCK | G0083B108 | 6,312 | 28,300 | SH | SOLE | 28,300 | 0 | 0 | ||
AES CORP | COMMON STOCK | 00130H105 | 1,633 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
AETNA INC | COMMON STOCK | 00817Y108 | 2,149 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK | 008252108 | 1,476 | 7,187 | SH | SOLE | 7,187 | 0 | 0 | ||
AFLAC INC | COMMON STOCK | 001055102 | 2,303 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
AGCO CORP | CONVERTIBLE SECURITY | 001084AM4 | 1,624 | 1,166,000 | PRN | SOLE | 1,102 | 0 | 64 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK | 00846U101 | 15,647 | 272,411 | SH | SOLE | 272,411 | 0 | 0 | ||
AIR LEASE | CONVERTIBLE SECURITY | 00912XAK0 | 27,156 | 18,027,000 | PRN | SOLE | 18,027 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK | 009158106 | 3,601 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
AIRGAS INC | COMMON STOCK | 009363102 | 708 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK | 00971T101 | 2,442 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351109 | 6,503 | 41,620 | SH | SOLE | 41,620 | 0 | 0 | ||
ALIGN TECH INC | COMMON STOCK | 016255101 | 25,393 | 453,127 | SH | SOLE | 448,356 | 0 | 4,771 | ||
ALKERMES PLC | COMMON STOCK | G01767105 | 844 | 16,775 | SH | SOLE | 16,775 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK | 01741R102 | 1,128 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALLERGAN INC | COMMON STOCK | 018490102 | 6,650 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
ALLIANT TECHSYS | CONVERTIBLE SECURITY | 018804AK0 | 889 | 505,000 | PRN | SOLE | 505 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTION | COMMON STOCK | 01988P108 | 490 | 30,525 | SH | SOLE | 30,525 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK | 020002101 | 27,475 | 467,900 | SH | SOLE | 467,900 | 0 | 0 | ||
ALTERA CORP | COMMON STOCK | 021441100 | 205 | 5,890 | SH | SOLE | 5,890 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 11,613 | 276,900 | SH | SOLE | 276,900 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 00163UAA4 | 6,918 | 6,500,000 | PRN | SOLE | 6,500 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK | 023135906 | 616 | 328 | SH | Call | SOLE | 328 | 0 | 0 | |
AMAZON.COM INC | COMMON STOCK | 023135106 | 141,563 | 435,874 | SH | SOLE | 433,164 | 0 | 2,710 | ||
AMBARELLA | COMMON STOCK | G037AX101 | 922 | 29,585 | SH | SOLE | 29,585 | 0 | 0 | ||
AMC NETWORKS INC | COMMON STOCK | 00164V103 | 829 | 13,475 | SH | SOLE | 13,475 | 0 | 0 | ||
AMER ELECTRIC POWER INC | COMMON STOCK | 025537101 | 3,787 | 67,900 | SH | SOLE | 67,900 | 0 | 0 | ||
AMER EXPRESS CO. | COMMON STOCK | 025816109 | 34,476 | 363,400 | SH | SOLE | 363,400 | 0 | 0 | ||
AMER INTL GROUP | COMMON STOCK | 026874784 | 68,229 | 1,250,078 | SH | SOLE | 1,250,078 | 0 | 0 | ||
AMER INTL GRP | COMMON STOCK | 026874904 | 238 | 385 | SH | Call | SOLE | 385 | 0 | 0 | |
AMER TOWER CORP | CONVERTIBLE PREFERRED SECURITY | 03027X308 | 70,878 | 666,148 | SH | SOLE | 662,738 | 0 | 3,410 | ||
AMERICA MOVIL | COMMON STOCK | 02364W105 | 3,926 | 189,210 | SH | SOLE | 189,210 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK | 03076C106 | 3,876 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
AMGEN INC | COMMON STOCK | 031162100 | 10,973 | 92,700 | SH | SOLE | 92,700 | 0 | 0 | ||
AMPHENOL CORP | COMMON STOCK | 032095101 | 2,153 | 22,350 | SH | SOLE | 22,350 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES INC | CONVERTIBLE SECURITY | 032359AC5 | 8,187 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ANADARKO PETROLEUM | COMMON STOCK | 032511107 | 48,570 | 443,680 | SH | SOLE | 442,780 | 0 | 900 | ||
ANSYS INC | COMMON STOCK | 03662Q105 | 395 | 5,215 | SH | SOLE | 5,215 | 0 | 0 | ||
ANTERO RESOURCES | COMMON STOCK | 03674X106 | 32,753 | 499,055 | SH | SOLE | 493,797 | 0 | 5,258 | ||
APACHE CORP | COMMON STOCK | 037411105 | 2,465 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
APPLE INC | COMMON STOCK | 037833900 | 11,242 | 5,985 | SH | Call | SOLE | 5,985 | 0 | 0 | |
APPLE INC | COMMON STOCK | 037833100 | 794,384 | 8,548,200 | SH | SOLE | 8,506,832 | 0 | 41,368 | ||
APPLIED MATERIALS INC | COMMON STOCK | 038222105 | 3,608 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND | COMMON STOCK | 039483102 | 5,227 | 118,500 | SH | SOLE | 118,500 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAD5 | 408 | 378,000 | PRN | SOLE | 378 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAB9 | 56,383 | 52,718,000 | PRN | SOLE | 51,883 | 0 | 835 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAJ2 | 72,522 | 67,819,000 | PRN | SOLE | 67,626 | 0 | 193 | ||
ARMSTRONG WORLD INDUSTRIES | COMMON STOCK | 04247X102 | 454 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
ARTHUR J GALLAGHER & CO | COMMON STOCK | 363576109 | 68,414 | 1,468,111 | SH | SOLE | 1,459,768 | 0 | 8,343 | ||
AT&T INC | COMMON STOCK | 00206R102 | 43,732 | 1,236,760 | SH | SOLE | 1,236,760 | 0 | 0 | ||
AUTOMATIC DATA | COMMON STOCK | 053015103 | 3,591 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK | 053332102 | 2,435 | 4,540 | SH | SOLE | 4,540 | 0 | 0 | ||
AVAGO TECHNOLOGIES LTD | COMMON STOCK | Y0486S104 | 10,450 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | COMMON STOCK | 053484101 | 1,706 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
AVERY DENNISON | COMMON STOCK | 053611109 | 3,404 | 66,413 | SH | SOLE | 66,413 | 0 | 0 | ||
B/E AEROSPACE INC | COMMON STOCK | 073302101 | 64,885 | 701,535 | SH | SOLE | 694,156 | 0 | 7,379 | ||
BAIDU INC | COMMON STOCK | 056752108 | 4,766 | 25,510 | SH | SOLE | 25,510 | 0 | 0 | ||
BAKER HUGHES | COMMON STOCK | 057224107 | 4,552 | 61,140 | SH | SOLE | 61,140 | 0 | 0 | ||
BANK OF AMER CP | COMMON STOCK | 060505104 | 26,206 | 1,705,000 | SH | SOLE | 1,705,000 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK | 064058100 | 9,614 | 256,500 | SH | SOLE | 256,500 | 0 | 0 | ||
BARRICK GOLD CORP | COMMON STOCK | 067901108 | 1,175 | 64,200 | SH | SOLE | 64,200 | 0 | 0 | ||
BAXTER INTL INC | COMMON STOCK | 071813109 | 4,671 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
BB&T CORPORATION | COMMON STOCK | 054937107 | 3,612 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
BED BATH & BEYOND INC | COMMON STOCK | 075896100 | 1,176 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
Belmond Ltd | COMMON STOCK | G67743107 | 702 | 48,250 | SH | SOLE | 48,250 | 0 | 0 | ||
BERKSHIRE HTH | COMMON STOCK | 084670702 | 29,955 | 236,685 | SH | SOLE | 236,685 | 0 | 0 | ||
BIOGEN IDEC INC | COMMON STOCK | 09062X103 | 57,569 | 182,579 | SH | SOLE | 181,467 | 0 | 1,112 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK | 09061G101 | 527 | 8,470 | SH | SOLE | 8,470 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAE1 | 17,447 | 16,842,000 | PRN | SOLE | 16,664 | 0 | 178 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAF8 | 46,433 | 44,067,000 | PRN | SOLE | 43,896 | 0 | 171 | ||
BIOSPECIFICS TECHNOLOGIES CORP | COMMON STOCK | 090931106 | 255 | 9,456 | SH | SOLE | 9,456 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK | 09247X101 | 4,187 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
BLACKSTONE GROUP LP | COMMON STOCK | 09253U108 | 116,950 | 3,497,305 | SH | SOLE | 3,497,305 | 0 | 0 | ||
BOEING CO | COMMON STOCK | 097023105 | 73,060 | 574,233 | SH | SOLE | 572,042 | 0 | 2,191 | ||
BONANZA CREEK ENERGY INC | COMMON STOCK | 097793103 | 1,201 | 21,005 | SH | SOLE | 21,005 | 0 | 0 | ||
BORGWARNR INC | COMMON STOCK | 099724106 | 7,392 | 113,387 | SH | SOLE | 108,201 | 0 | 5,186 | ||
BOTTOMLINE TECH | CONVERTIBLE SECURITY | 101388AA4 | 9,184 | 7,750,000 | PRN | SOLE | 7,750 | 0 | 0 | ||
BP PLC | COMMON STOCK | 055622104 | 42,200 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
BRISTOL MYERS SQUIBB | COMMON STOCK | 110122108 | 7,330 | 151,100 | SH | SOLE | 151,100 | 0 | 0 | ||
BROADCOM CORP | COMMON STOCK | 111320107 | 1,369 | 36,890 | SH | SOLE | 36,890 | 0 | 0 | ||
BROADSOFT INC | CONVERTIBLE SECURITY | 11133BAB8 | 10,144 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
BROOKDALE SENIOR LIVING INC | CONVERTIBLE SECURITY | 112463AA2 | 12,963 | 9,500,000 | PRN | SOLE | 9,500 | 0 | 0 | ||
BRUNSWICK CORPORATION | COMMON STOCK | 117043109 | 8,775 | 208,289 | SH | SOLE | 208,289 | 0 | 0 | ||
BURLINGTON STORES INC | COMMON STOCK | 122017106 | 11,246 | 352,991 | SH | SOLE | 352,991 | 0 | 0 | ||
CAMERON INTL CORP | COMMON STOCK | 13342B105 | 33,047 | 488,071 | SH | SOLE | 475,298 | 0 | 12,773 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK | 14040H105 | 5,782 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
CAREFUSION CORP | COMMON STOCK | 14170T101 | 887 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CARMAX INC | COMMON STOCK | 143130102 | 2,340 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK | 143658300 | 8,438 | 224,115 | SH | SOLE | 224,115 | 0 | 0 | ||
CARRIZO OIL&GAS | COMMON STOCK | 144577103 | 640 | 9,235 | SH | SOLE | 9,235 | 0 | 0 | ||
CASCADE BANCORP | COMMON STOCK | 147154207 | 399 | 76,546 | SH | SOLE | 76,546 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK | 149123101 | 7,140 | 65,700 | SH | SOLE | 65,700 | 0 | 0 | ||
CATO CORP | COMMON STOCK | 149205106 | 1,617 | 52,335 | SH | SOLE | 52,335 | 0 | 0 | ||
CBOE HOLDINGS INC | COMMON STOCK | 12503M108 | 388 | 7,875 | SH | SOLE | 7,875 | 0 | 0 | ||
CBS CORP | COMMON STOCK | 124857202 | 16,244 | 261,407 | SH | SOLE | 261,407 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK | 151020904 | 632 | 940 | SH | Call | SOLE | 940 | 0 | 0 | |
CELGENE CORP | COMMON STOCK | 151020104 | 135,171 | 1,573,956 | SH | SOLE | 1,562,716 | 0 | 11,240 | ||
CEMEX | CONVERTIBLE SECURITY | 151290AV5 | 2,640 | 2,105,000 | PRN | SOLE | 2,105 | 0 | 0 | ||
CEMEX | CONVERTIBLE SECURITY | 151290BB8 | 111,845 | 76,715,000 | PRN | SOLE | 76,575 | 0 | 140 | ||
CEMEX | CONVERTIBLE SECURITY | 151290BC6 | 7,595 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK | 156700106 | 3,667 | 101,300 | SH | SOLE | 101,300 | 0 | 0 | ||
CERNER CORP | COMMON STOCK | 156782104 | 138,001 | 2,675,467 | SH | SOLE | 2,649,065 | 0 | 26,402 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK | 125269100 | 2,468 | 10,260 | SH | SOLE | 10,260 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK | 159864107 | 2,304 | 43,040 | SH | SOLE | 43,040 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167107 | 630 | 20,257 | SH | SOLE | 20,257 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | CONVERTIBLE SECURITY | 165167BW6 | 13,455 | 12,677,000 | PRN | SOLE | 12,677 | 0 | 0 | ||
CHESAPEAKE ENERGY | CONVERTIBLE SECURITY | 165167CB1 | 18,830 | 19,500,000 | PRN | SOLE | 19,500 | 0 | 0 | ||
CHEVRONTEXACO CORP | COMMON STOCK | 166764100 | 76,859 | 588,735 | SH | SOLE | 588,735 | 0 | 0 | ||
CHICAGO BRIDGE & IRON | COMMON STOCK | 167250109 | 166,234 | 2,437,445 | SH | SOLE | 2,414,638 | 0 | 22,807 | ||
Children's Place Inc/The | COMMON STOCK | 168905107 | 2,937 | 59,170 | SH | SOLE | 59,170 | 0 | 0 | ||
CHUBB CORP | COMMON STOCK | 171232101 | 1,843 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CIENA CORP | COMMON STOCK | 171779309 | 706 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
CIENA CORP | CONVERTIBLE SECURITY | 171779AK7 | 3,589 | 2,581,000 | PRN | SOLE | 2,526 | 0 | 55 | ||
CIGNA CORP | COMMON STOCK | 125509109 | 3,265 | 35,500 | SH | SOLE | 35,500 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK | 171798101 | 639 | 4,455 | SH | SOLE | 4,455 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK | 17275R102 | 12,718 | 511,800 | SH | SOLE | 511,800 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK | 172967424 | 197,236 | 4,187,596 | SH | SOLE | 4,167,845 | 0 | 19,751 | ||
CITY NATIONAL | COMMON STOCK | 178566105 | 574 | 7,575 | SH | SOLE | 7,575 | 0 | 0 | ||
CLIFFS NATURAL RESOURCES INC | COMMON STOCK | 18683K101 | 203 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK | 125896100 | 1,713 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
COACH INC | COMMON STOCK | 189754104 | 2,141 | 62,615 | SH | SOLE | 62,615 | 0 | 0 | ||
COCA-COLA CO | COMMON STOCK | 191216100 | 168,996 | 3,989,523 | SH | SOLE | 3,971,324 | 0 | 18,199 | ||
COGNIZANT TECH SOLUTIONS CORP | COMMON STOCK | 192446102 | 6,544 | 133,800 | SH | SOLE | 133,800 | 0 | 0 | ||
COLGATE-PALMOLIVE CO | COMMON STOCK | 194162103 | 5,141 | 75,400 | SH | SOLE | 75,400 | 0 | 0 | ||
COLONY FINANCIAL INC | COMMON STOCK | 19624R106 | 1,409 | 60,680 | SH | SOLE | 60,680 | 0 | 0 | ||
COMCAST CORP | COMMON STOCK | 20030N101 | 35,649 | 664,100 | SH | SOLE | 664,100 | 0 | 0 | ||
COMMUNTY HEALTH SYSTEMS INC | COMMON STOCK | 203668108 | 665 | 14,650 | SH | SOLE | 14,650 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK | 204166102 | 401 | 8,150 | SH | SOLE | 8,150 | 0 | 0 | ||
COMPANHIA DE BEBIDAS | COMMON STOCK | 02319V103 | 1,654 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
CONAGRA FOODS INC | COMMON STOCK | 205887102 | 1,187 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CONCUR TECH INC | CONVERTIBLE SECURITY | 206708AC3 | 45,513 | 40,682,000 | PRN | SOLE | 40,645 | 0 | 37 | ||
CONN'S INC | COMMON STOCK | 208242107 | 30,353 | 614,560 | SH | SOLE | 605,451 | 0 | 9,109 | ||
CONOCOPHILLIPS | COMMON STOCK | 20825C104 | 14,051 | 163,900 | SH | SOLE | 163,900 | 0 | 0 | ||
CONSOL EDISON | COMMON STOCK | 209115104 | 2,310 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015901 | 14,111 | 2,618 | SH | Call | SOLE | 2,618 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 177,826 | 1,125,199 | SH | SOLE | 1,117,240 | 0 | 7,959 | ||
CONTROL4 CORPORATION | COMMON STOCK | 21240D107 | 416 | 21,275 | SH | SOLE | 21,275 | 0 | 0 | ||
CORIUM INTERNATIONAL | COMMON STOCK | 21887L107 | 1,427 | 183,606 | SH | SOLE | 183,606 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK | 22160K105 | 56,500 | 490,626 | SH | SOLE | 490,626 | 0 | 0 | ||
COVIDIEN PLC | COMMON STOCK | G2554F113 | 1,804 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CREDICORP LTD | COMMON STOCK | G2519Y108 | 11,811 | 75,970 | SH | SOLE | 75,970 | 0 | 0 | ||
CREDIT SUISSE GROUP | COMMON STOCK | 225401908 | 397 | 3,650 | SH | Call | SOLE | 3,650 | 0 | 0 | |
CREE INC | COMMON STOCK | 225447101 | 4,811 | 96,323 | SH | SOLE | 91,821 | 0 | 4,502 | ||
CROWN CASTLE INTL CORP | CONVERTIBLE PREFERRED SECURITY | 228227500 | 78,721 | 772,377 | SH | SOLE | 769,507 | 0 | 2,870 | ||
CSX CORPORATION | COMMON STOCK | 126408103 | 3,081 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK | 231021106 | 107,783 | 698,577 | SH | SOLE | 693,696 | 0 | 4,881 | ||
CVS CORP | COMMON STOCK | 126650100 | 11,773 | 156,200 | SH | SOLE | 156,200 | 0 | 0 | ||
D R HORTON INC | COMMON STOCK | 23331A909 | 3,535 | 25,435 | SH | Call | SOLE | 25,435 | 0 | 0 | |
D R HORTON INC | COMMON STOCK | 23331A109 | 30,627 | 1,246,030 | SH | SOLE | 1,246,030 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK | 235851102 | 5,086 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 13,300 | 5,808,000 | PRN | SOLE | 5,421 | 0 | 387 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 925 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS INC | COMMON STOCK | 23918K108 | 1,446 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DEALERTRACK HOLDINGS INC | CONVERTIBLE SECURITY | 242309AB8 | 6,709 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
DECKERS OUTDOOR | COMMON STOCK | 243537107 | 70,418 | 815,684 | SH | SOLE | 807,685 | 0 | 7,999 | ||
DEERE & CO | COMMON STOCK | 244199105 | 4,826 | 53,300 | SH | SOLE | 53,300 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK | G27823106 | 50,220 | 730,577 | SH | SOLE | 725,298 | 0 | 5,279 | ||
DELTA AIR LINES INC | COMMON STOCK | 247361702 | 5,839 | 150,800 | SH | SOLE | 150,800 | 0 | 0 | ||
DEVON ENERGY CORPORATION | COMMON STOCK | 25179M103 | 6,828 | 86,000 | SH | SOLE | 86,000 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING INC | COMMON STOCK | 25271C102 | 2,978 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
DICK'S SPORTING GOODS INC | COMMON STOCK | 253393102 | 9,304 | 199,822 | SH | SOLE | 199,822 | 0 | 0 | ||
DIGIRAD CORP | COMMON STOCK | 253827109 | 128 | 36,095 | SH | SOLE | 36,095 | 0 | 0 | ||
DIODES INC | COMMON STOCK | 254543101 | 347 | 11,975 | SH | SOLE | 11,975 | 0 | 0 | ||
DIRECTV | COMMON STOCK | 25490A309 | 8,249 | 97,036 | SH | SOLE | 97,036 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK | 254709108 | 11,869 | 191,500 | SH | SOLE | 191,500 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC | COMMON STOCK | 25470F104 | 2,684 | 36,135 | SH | SOLE | 36,135 | 0 | 0 | ||
DISNEY WALT CO | COMMON STOCK | 254687106 | 51,641 | 602,300 | SH | SOLE | 602,300 | 0 | 0 | ||
DOLLAR GENERAL | COMMON STOCK | 256677105 | 1,491 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
DOMINION RESOURCES INC | COMMON STOCK | 25746U109 | 3,469 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
DOVER CORP | COMMON STOCK | 260003108 | 17,278 | 189,975 | SH | SOLE | 189,975 | 0 | 0 | ||
DOW CHEMICAL CO | COMMON STOCK | 260543103 | 31,566 | 613,400 | SH | SOLE | 613,400 | 0 | 0 | ||
DRESSER-RAND GROUP INC | COMMON STOCK | 261608103 | 679 | 10,655 | SH | SOLE | 10,655 | 0 | 0 | ||
DRIL-QUIP | COMMON STOCK | 262037104 | 490 | 4,490 | SH | SOLE | 4,490 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK | 26441C204 | 9,993 | 134,700 | SH | SOLE | 134,700 | 0 | 0 | ||
DUPONT DE NEMOUR & CO | COMMON STOCK | 263534109 | 6,910 | 105,600 | SH | SOLE | 105,600 | 0 | 0 | ||
EASTMAN CHEM CO | COMMON STOCK | 277432100 | 28,587 | 327,269 | SH | SOLE | 323,854 | 0 | 3,415 | ||
EATON CORP PLC | COMMON STOCK | G29183103 | 251,058 | 3,252,887 | SH | SOLE | 3,230,250 | 0 | 22,637 | ||
EBAY INC | COMMON STOCK | 278642103 | 139,888 | 2,794,414 | SH | SOLE | 2,775,915 | 0 | 18,499 | ||
EDISON INTL | COMMON STOCK | 281020107 | 2,906 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EDWARDS LIFESCI | COMMON STOCK | 28176E108 | 1,073 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ELECTRONIC ARTS INC | CONVERTIBLE SECURITY | 285512AA7 | 69,755 | 55,350,000 | PRN | SOLE | 54,814 | 0 | 536 | ||
ELI LILLY & CO | COMMON STOCK | 532457108 | 26,811 | 431,250 | SH | SOLE | 431,250 | 0 | 0 | ||
EMC CORP-MASS | COMMON STOCK | 268648102 | 5,819 | 220,900 | SH | SOLE | 220,900 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK | 291011104 | 4,287 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
ENCORE CAPITAL GROUP INC | CONVERTIBLE SECURITY | 292554AD4 | 7,664 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ENDOLOGIX INC | COMMON STOCK | 29266S106 | 648 | 42,625 | SH | SOLE | 42,625 | 0 | 0 | ||
ENERSYS | CONVERTIBLE SECURITY | 29275YAA0 | 164 | 95,000 | PRN | SOLE | 0 | 0 | 95 | ||
ENTERGY CORP | COMMON STOCK | 29364G103 | 1,970 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS | COMMON STOCK | 293792107 | 1,324 | 16,915 | SH | SOLE | 16,915 | 0 | 0 | ||
ENVISION HEALTHCARE HOLDINGS | COMMON STOCK | 29413U103 | 832 | 23,175 | SH | SOLE | 23,175 | 0 | 0 | ||
EOG RESOURCES INC | COMMON STOCK | 26875P101 | 139,647 | 1,194,993 | SH | SOLE | 1,185,443 | 0 | 9,550 | ||
EQT CORP | COMMON STOCK | 26884L109 | 2,993 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
EQUINIX INC | COMMON STOCK | 29444U502 | 765 | 3,640 | SH | SOLE | 3,640 | 0 | 0 | ||
EQUINIX INC | CONVERTIBLE SECURITY | 29444UAG1 | 13,850 | 7,300,000 | PRN | SOLE | 7,300 | 0 | 0 | ||
EVERCORE PARTNERS INC | COMMON STOCK | 29977A105 | 715 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
EXAMWORKS GROUP | COMMON STOCK | 30066A105 | 397 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 2,937 | 80,500 | SH | SOLE | 80,500 | 0 | 0 | ||
EXPEDITORS INTL WASHINGTON INC | COMMON STOCK | 302130109 | 1,423 | 32,225 | SH | SOLE | 32,225 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK | 30219G108 | 9,071 | 130,840 | SH | SOLE | 130,840 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 56,429 | 560,475 | SH | SOLE | 560,475 | 0 | 0 | ||
F5 NETWORKSINC | COMMON STOCK | 315616102 | 2,855 | 25,615 | SH | SOLE | 25,615 | 0 | 0 | ||
FACEBOOK INC | COMMON STOCK | 30303M902 | 13,295 | 18,595 | SH | Call | SOLE | 18,595 | 0 | 0 | |
FACEBOOK INC | COMMON STOCK | 30303M102 | 171,405 | 2,547,260 | SH | SOLE | 2,517,260 | 0 | 30,000 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK | 303075105 | 224 | 1,860 | SH | SOLE | 1,860 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK | 31428X106 | 5,707 | 37,700 | SH | SOLE | 37,700 | 0 | 0 | ||
FIDELITY NATIONAL FINL INC | CONVERTIBLE SECURITY | 31620RAE5 | 4,568 | 2,780,000 | PRN | SOLE | 2,640 | 0 | 140 | ||
FIFTH THIRD BK | COMMON STOCK | 316773100 | 4,022 | 188,400 | SH | SOLE | 188,400 | 0 | 0 | ||
FIRST REPUBLIC BANK/SAN FRAN | COMMON STOCK | 33616C100 | 97,108 | 1,765,912 | SH | SOLE | 1,752,851 | 0 | 13,061 | ||
FIRSTENERGY CORP | COMMON STOCK | 337932107 | 1,736 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FISERV INC | COMMON STOCK | 337738108 | 3,897 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
FLEETMATICS GROUP PLC | COMMON STOCK | G35569105 | 675 | 20,880 | SH | SOLE | 20,880 | 0 | 0 | ||
FLUIDIGM CORP | CONVERTIBLE SECURITY | 34385PAA6 | 18,040 | 18,953,000 | PRN | SOLE | 18,658 | 0 | 295 | ||
FLUOR CORP | COMMON STOCK | 343412102 | 2,656 | 34,540 | SH | SOLE | 34,540 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK | 345370860 | 19,895 | 1,154,000 | SH | SOLE | 1,154,000 | 0 | 0 | ||
FOREST CITY ENTERPRISES INC | CONVERTIBLE SECURITY | 345550AP2 | 11,360 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
FOREST LABORATORIES INC | COMMON STOCK | 345838106 | 2,475 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FORESTAR GROUP INC | CONVERTIBLE SECURITY | 346232AB7 | 6,610 | 6,000,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
FORTRESS INVESTMENT GROUP | COMMON STOCK | 34958B106 | 2,348 | 315,655 | SH | SOLE | 315,655 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY | COMMON STOCK | 34964C106 | 56,990 | 1,427,244 | SH | SOLE | 1,414,470 | 0 | 12,774 | ||
FOSSIL GROUP INC | COMMON STOCK | 34988V106 | 69,916 | 668,920 | SH | SOLE | 661,950 | 0 | 6,970 | ||
FOUNDATION MEDICINE INC | COMMON STOCK | 350465100 | 877 | 32,515 | SH | SOLE | 32,515 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK | 354613101 | 105,476 | 1,823,581 | SH | SOLE | 1,807,381 | 0 | 16,200 | ||
FRANK'S INTERNATIONAL | COMMON STOCK | N33462107 | 3,395 | 138,000 | SH | SOLE | 138,000 | 0 | 0 | ||
Freeport-McMoRan Inc | COMMON STOCK | 35671D857 | 10,282 | 281,708 | SH | SOLE | 281,708 | 0 | 0 | ||
FXCM INC | COMMON STOCK | 302693106 | 812 | 54,250 | SH | SOLE | 54,250 | 0 | 0 | ||
GAP INC | COMMON STOCK | 364760108 | 3,832 | 92,180 | SH | SOLE | 92,180 | 0 | 0 | ||
GENERAL CABLE CORP | CONVERTIBLE SECURITY | 369300AL2 | 756 | 761,000 | PRN | SOLE | 701 | 0 | 60 | ||
GENERAL DYNAMICS CORP | COMMON STOCK | 369550108 | 8,221 | 70,540 | SH | SOLE | 70,540 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK | 369604103 | 100,428 | 3,821,460 | SH | SOLE | 3,821,460 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK | 370334104 | 3,394 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
GENERAL MOTORS CO | WARRANTS | 37045V126 | 1,598 | 86,079 | SH | SOLE | 86,079 | 0 | 0 | ||
GENERAL MOTORS CO | WARRANTS | 37045V118 | 2,291 | 86,079 | SH | SOLE | 86,079 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK | 37045V100 | 7,347 | 202,386 | SH | SOLE | 202,386 | 0 | 0 | ||
GENESEE & WYOMING INC | CONVERTIBLE PREFERRED SECURITY | 371559204 | 53,327 | 393,863 | SH | SOLE | 391,488 | 0 | 2,375 | ||
GENWORTH FINANCIAL INC | COMMON STOCK | 37247D106 | 1,392 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
GILEAD SCIENCE | CONVERTIBLE SECURITY | 375558AP8 | 131,736 | 36,026,000 | PRN | SOLE | 35,695 | 0 | 331 | ||
GILEAD SCIENCES | COMMON STOCK | 375558903 | 32,326 | 16,952 | SH | Call | SOLE | 16,952 | 0 | 0 | |
GILEAD SCIENCES INC | COMMON STOCK | 375558103 | 139,913 | 1,687,531 | SH | SOLE | 1,670,776 | 0 | 16,755 | ||
GLOBUS MEDICAL | COMMON STOCK | 379577208 | 486 | 20,300 | SH | SOLE | 20,300 | 0 | 0 | ||
GOLDCORP INC | CONVERTIBLE SECURITY | 380956AB8 | 25,242 | 25,215,000 | PRN | SOLE | 25,035 | 0 | 180 | ||
GOLDMAN SACHS | COMMON STOCK | 38141G104 | 48,198 | 287,850 | SH | SOLE | 287,850 | 0 | 0 | ||
GOOGLE INC | COMMON STOCK | 38259P908 | 25,151 | 1,078 | SH | Call | SOLE | 1,078 | 0 | 0 | |
GOOGLE INC | COMMON STOCK | 38259P508 | 211,321 | 361,436 | SH | SOLE | 358,699 | 0 | 2,737 | ||
GOOGLE INC | COMMON STOCK | 38259P706 | 174,759 | 303,780 | SH | SOLE | 301,490 | 0 | 2,290 | ||
GRANA Y MONTERO | COMMON STOCK | 38500P208 | 5,639 | 312,600 | SH | SOLE | 312,600 | 0 | 0 | ||
Green Plains Inc | COMMON STOCK | 393222104 | 424 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
GREENBRIER COMPANIES INC | CONVERTIBLE SECURITY | 393657AH4 | 11,244 | 6,699,000 | PRN | SOLE | 6,629 | 0 | 70 | ||
GREENHILL & CO LLC | COMMON STOCK | 395259104 | 7,222 | 146,649 | SH | SOLE | 146,649 | 0 | 0 | ||
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 8,780 | 255,913 | SH | SOLE | 255,913 | 0 | 0 | ||
H&E EQUIPMENT SERVICES INC | COMMON STOCK | 404030108 | 670 | 18,425 | SH | SOLE | 18,425 | 0 | 0 | ||
HALLIBURTON CO | COMMON STOCK | 406216101 | 8,940 | 125,900 | SH | SOLE | 125,900 | 0 | 0 | ||
HARLEY-DAVIDSON INC | COMMON STOCK | 412822108 | 28,911 | 413,903 | SH | SOLE | 407,392 | 0 | 6,511 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | 416515104 | 2,292 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
HEALTH CR | CONVERTIBLE SECURITY | 42217KAR7 | 6,954 | 5,637,000 | PRN | SOLE | 5,462 | 0 | 175 | ||
HEALTHWAYS, INC | CONVERTIBLE SECURITY | 422245AB6 | 7,710 | 7,000,000 | PRN | SOLE | 7,000 | 0 | 0 | ||
HEICO CORP | COMMON STOCK | 422806109 | 564 | 10,860 | SH | SOLE | 10,860 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP | CONVERTIBLE SECURITY | 42330PAG2 | 48,820 | 36,076,000 | PRN | SOLE | 35,996 | 0 | 80 | ||
HELMERICH & PAYNE INC | COMMON STOCK | 423452101 | 1,161 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HERSHA HOSPTLY | COMMON STOCK | 427825104 | 1,376 | 205,030 | SH | SOLE | 205,030 | 0 | 0 | ||
HERSHEY FOODS CORP | COMMON STOCK | 427866108 | 1,363 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42805T105 | 10,807 | 385,563 | SH | SOLE | 385,563 | 0 | 0 | ||
HESS CORP | COMMON STOCK | 42809H107 | 1,780 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK | 40425J101 | 635 | 31,125 | SH | SOLE | 31,125 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECH | COMMON STOCK | G45667105 | 5,601 | 228,690 | SH | SOLE | 228,690 | 0 | 0 | ||
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AB7 | 58,339 | 46,492,000 | PRN | SOLE | 46,046 | 0 | 446 | ||
HOME DEPOT | COMMON STOCK | 437076102 | 126,061 | 1,557,076 | SH | SOLE | 1,548,933 | 0 | 8,143 | ||
HOME INNS & HOTELS MANAG | COMMON STOCK | 43713W107 | 834 | 24,350 | SH | SOLE | 24,350 | 0 | 0 | ||
HOMEAWAY INC | COMMON STOCK | 43739Q100 | 629 | 18,075 | SH | SOLE | 18,075 | 0 | 0 | ||
HONEYWELL INTL | COMMON STOCK | 438516106 | 13,078 | 140,700 | SH | SOLE | 140,700 | 0 | 0 | ||
HORNBECK OFFSHORE SERVICES INC | CONVERTIBLE SECURITY | 440543AN6 | 27,171 | 22,400,000 | PRN | SOLE | 22,400 | 0 | 0 | ||
HORSEHEAD HOLDING CORP | COMMON STOCK | 440694305 | 678 | 37,150 | SH | SOLE | 37,150 | 0 | 0 | ||
HORSEHEAD HOLDING CORP | CONVERTIBLE SECURITY | 440694AB3 | 4,101 | 2,950,000 | PRN | SOLE | 2,950 | 0 | 0 | ||
HURON CONSULTING GROUP INC | COMMON STOCK | 447462102 | 716 | 10,115 | SH | SOLE | 10,115 | 0 | 0 | ||
ICON PLC | COMMON STOCK | G4705A100 | 588 | 12,475 | SH | SOLE | 12,475 | 0 | 0 | ||
ICONIX BRAND GROUP INC | CONVERTIBLE SECURITY | 451055AE7 | 21,347 | 14,766,000 | PRN | SOLE | 14,431 | 0 | 335 | ||
IGNITE RESTAURANT GROUP INC | COMMON STOCK | 451730105 | 1,801 | 123,709 | SH | SOLE | 123,709 | 0 | 0 | ||
IHS INC | COMMON STOCK | 451734107 | 1,511 | 11,140 | SH | SOLE | 11,140 | 0 | 0 | ||
ILL TOOL WORKS INC | COMMON STOCK | 452308109 | 3,774 | 43,100 | SH | SOLE | 43,100 | 0 | 0 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AD1 | 18,025 | 8,363,000 | PRN | SOLE | 8,318 | 0 | 45 | ||
ILLUMINA INC | COMMON STOCK | 452327109 | 62,904 | 352,327 | SH | SOLE | 347,428 | 0 | 4,899 | ||
IMAX CORP | COMMON STOCK | 45245E109 | 575 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
INFINERA CORP | COMMON STOCK | 45667G103 | 650 | 70,675 | SH | SOLE | 70,675 | 0 | 0 | ||
INFINERA CORP | CONVERTIBLE SECURITY | 45667GAB9 | 23,864 | 22,460,000 | PRN | SOLE | 22,460 | 0 | 0 | ||
INSULET CORP | COMMON STOCK | 45784P101 | 23,343 | 588,422 | SH | SOLE | 580,385 | 0 | 8,037 | ||
INSULET CORP | CONVERTIBLE SECURITY | 45784PAD3 | 40,072 | 36,164,000 | PRN | SOLE | 36,044 | 0 | 120 | ||
INTEGRA LIFESCI | CONVERTIBLE SECURITY | 457985AK5 | 47,538 | 44,298,000 | PRN | SOLE | 43,854 | 0 | 444 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AF7 | 879 | 569,000 | PRN | SOLE | 517 | 0 | 52 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AD2 | 4,589 | 3,684,000 | PRN | SOLE | 3,474 | 0 | 210 | ||
INTEL CORP | COMMON STOCK | 458140100 | 19,362 | 626,615 | SH | SOLE | 626,615 | 0 | 0 | ||
INTELSAT | CONVERTIBLE PREFERRED SECURITY | L5140P119 | 25,066 | 492,350 | SH | SOLE | 492,350 | 0 | 0 | ||
INTERDGTL COMMS | CONVERTIBLE SECURITY | 458660AB3 | 14,383 | 13,000,000 | PRN | SOLE | 13,000 | 0 | 0 | ||
INTERMUNE INC | CONVERTIBLE SECURITY | 45884XAE3 | 4,494 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS | COMMON STOCK | 460690100 | 683 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
INTERXION HOLDING NV | COMMON STOCK | N47279109 | 1,192 | 43,535 | SH | SOLE | 43,535 | 0 | 0 | ||
INT'L BUSINESS MACHINES CORP | COMMON STOCK | 459200101 | 17,257 | 95,200 | SH | SOLE | 95,200 | 0 | 0 | ||
INVENSENSE | COMMON STOCK | 46123D205 | 2,365 | 104,235 | SH | SOLE | 104,235 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK | G491BT108 | 2,831 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK | 46146L101 | 3,209 | 290,410 | SH | SOLE | 290,410 | 0 | 0 | ||
ISIS PHARMACEUT | COMMON STOCK | 464330109 | 350 | 10,150 | SH | SOLE | 10,150 | 0 | 0 | ||
ITAU UNIBANCO HOLDING | COMMON STOCK | 465562106 | 7,232 | 502,920 | SH | SOLE | 502,920 | 0 | 0 | ||
ITT INDUSTRIES INC | COMMON STOCK | 450911201 | 635 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
IXIA | CONVERTIBLE SECURITY | 45071RAB5 | 7,841 | 7,806,000 | PRN | SOLE | 7,806 | 0 | 0 | ||
J2 GLOBAL INC | CONVERTIBLE SECURITY | 48123VAC6 | 3,801 | 3,729,000 | PRN | SOLE | 3,564 | 0 | 165 | ||
JABIL CIRCUIT INC | COMMON STOCK | 466313103 | 374 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK | 469814107 | 34,954 | 656,043 | SH | SOLE | 651,664 | 0 | 4,379 | ||
JAMBA INC | COMMON STOCK | 47023A309 | 803 | 66,350 | SH | SOLE | 66,350 | 0 | 0 | ||
JARDEN CORP | CONVERTIBLE SECURITY | 471109AH1 | 17,593 | 12,714,000 | PRN | SOLE | 12,714 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COMMON STOCK | G50871105 | 60,343 | 410,467 | SH | SOLE | 406,615 | 0 | 3,852 | ||
JEFFERIES GROUP INC | CONVERTIBLE SECURITY | 472319AG7 | 4,292 | 4,001,000 | PRN | SOLE | 3,821 | 0 | 180 | ||
JNJ | CONVERTIBLE SECURITY | 02261WAB5 | 6,595 | 4,570,000 | PRN | SOLE | 4,570 | 0 | 0 | ||
JOHNSON & JOHNSON | COMMON STOCK | 478160104 | 177,791 | 1,699,396 | SH | SOLE | 1,696,296 | 0 | 3,100 | ||
JOHNSON CONTROLS INC | COMMON STOCK | 478366107 | 3,245 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 223,947 | 3,886,624 | SH | SOLE | 3,875,832 | 0 | 10,792 | ||
JUMEI INTERNATIONAL HLDING LTD | COMMON STOCK | 48138L107 | 6,790 | 249,637 | SH | SOLE | 249,637 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK | 48203R104 | 2,737 | 111,520 | SH | SOLE | 111,520 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK | 485170302 | 2,365 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
KAPSTONE PAPER AND PACKAGING | COMMON STOCK | 48562P103 | 601 | 18,135 | SH | SOLE | 18,135 | 0 | 0 | ||
KB HOME | CONVERTIBLE SECURITY | 48666KAS8 | 13,972 | 13,893,000 | PRN | SOLE | 13,667 | 0 | 226 | ||
KELLOGG CO | COMMON STOCK | 487836108 | 2,300 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
KEY ENERGY SERVICES INC | COMMON STOCK | 492914106 | 534 | 58,400 | SH | SOLE | 58,400 | 0 | 0 | ||
KEYCORP NEW | CONVERTIBLE PREFERRED SECURITY | 493267405 | 5,471 | 41,685 | SH | SOLE | 39,750 | 0 | 1,935 | ||
KIMBERLY-CLARK CORP | COMMON STOCK | 494368103 | 3,592 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK | 49456B101 | 1,334 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
KIRKLAND'S INC | COMMON STOCK | 497498105 | 640 | 34,510 | SH | SOLE | 34,510 | 0 | 0 | ||
KKR & CO LP | COMMON STOCK | 48248M102 | 1,977 | 81,239 | SH | SOLE | 81,239 | 0 | 0 | ||
KLA-TENCOR CORP | COMMON STOCK | 482480100 | 2,143 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
KNOWLES CORPORATION | COMMON STOCK | 49926D109 | 293 | 9,525 | SH | SOLE | 9,525 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK | 500255104 | 1,054 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
KRAFT FOODS GROUP INC | COMMON STOCK | 50076Q106 | 3,767 | 62,833 | SH | SOLE | 62,833 | 0 | 0 | ||
KROGER CO | COMMON STOCK | 501044101 | 3,987 | 80,650 | SH | SOLE | 80,650 | 0 | 0 | ||
LABORATORY CORP LYONS | CONVERTIBLE SECURITY | 50540RAG7 | 1,792 | 1,305,000 | PRN | SOLE | 1,305 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK | 50540R409 | 922 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807908 | 6,759 | 4,185 | SH | Call | SOLE | 4,185 | 0 | 0 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AJ7 | 9,354 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
LAMAR ADVER CO | COMMON STOCK | 512815101 | 17,391 | 328,135 | SH | SOLE | 328,135 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COMMON STOCK | 517834107 | 74,047 | 971,486 | SH | SOLE | 963,004 | 0 | 8,482 | ||
LEAR CORP | COMMON STOCK | 521865204 | 26,091 | 292,112 | SH | SOLE | 288,343 | 0 | 3,769 | ||
LENNAR CORP | COMMON STOCK | 526057904 | 4,467 | 6,820 | SH | Call | SOLE | 6,820 | 0 | 0 | |
LENNAR CORP | COMMON STOCK | 526057104 | 5,064 | 120,630 | SH | SOLE | 117,745 | 0 | 2,885 | ||
LIBERTY (TWX & TWC) | CONVERTIBLE SECURITY | 530610AC8 | 174,557 | 129,623,000 | PRN | SOLE | 129,076 | 0 | 547 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 3,935 | 76,500 | SH | SOLE | 76,500 | 0 | 0 | ||
LINKEDIN CORPORATION | COMMON STOCK | 53578A108 | 90,209 | 526,092 | SH | SOLE | 519,807 | 0 | 6,285 | ||
LIONS GATE ENTERTAINMENT CORP | COMMON STOCK | 535919203 | 43,054 | 1,506,429 | SH | SOLE | 1,496,287 | 0 | 10,142 | ||
LKQ CORP | COMMON STOCK | 501889208 | 26,722 | 1,001,202 | SH | SOLE | 985,657 | 0 | 15,545 | ||
LORILLARD INC | COMMON STOCK | 544147101 | 4,336 | 71,125 | SH | SOLE | 71,125 | 0 | 0 | ||
LOWE'S COMPANIES | COMMON STOCK | 548661107 | 9,305 | 193,900 | SH | SOLE | 193,900 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES | COMMON STOCK | N53745100 | 5,263 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
M/I HOMES INC | CONVERTIBLE SECURITY | 55292PAB1 | 4,384 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
MACERICH COMPANY | COMMON STOCK | 554382101 | 1,001 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MACYS INC | COMMON STOCK | 55616P104 | 1,596 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
MANPOWERGROUP INC | COMMON STOCK | 56418H100 | 7,123 | 83,947 | SH | SOLE | 80,348 | 0 | 3,599 | ||
MANULIFE FINANCIAL CORP | COMMON STOCK | 56501R106 | 1,967 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
MARATHON OIL CP | COMMON STOCK | 565849106 | 2,395 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
MARATHON PETROLEUM | COMMON STOCK | 56585A102 | 3,997 | 51,200 | SH | SOLE | 51,200 | 0 | 0 | ||
MASCO CORP | COMMON STOCK | 574599106 | 11,544 | 520,000 | SH | SOLE | 520,000 | 0 | 0 | ||
MASTERCARD INC | COMMON STOCK | 57636Q104 | 182,594 | 2,485,283 | SH | SOLE | 2,470,047 | 0 | 15,236 | ||
MATTEL INC | COMMON STOCK | 577081102 | 937 | 24,040 | SH | SOLE | 24,040 | 0 | 0 | ||
MAXLINEAR INC | COMMON STOCK | 57776J100 | 570 | 56,600 | SH | SOLE | 56,600 | 0 | 0 | ||
MCDONALD'S CORP | COMMON STOCK | 580135101 | 20,531 | 203,800 | SH | SOLE | 203,800 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COMMON STOCK | 582839106 | 3,717 | 39,900 | SH | SOLE | 39,900 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | COMMON STOCK | 58463J304 | 852 | 64,375 | SH | SOLE | 64,375 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AC9 | 15,333 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COMMON STOCK | 58471A105 | 23,148 | 540,709 | SH | SOLE | 534,452 | 0 | 6,257 | ||
MEDNAX INC | COMMON STOCK | 58502B106 | 506 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
MEDTRONIC INC | COMMON STOCK | 585055106 | 18,308 | 287,144 | SH | SOLE | 287,144 | 0 | 0 | ||
MELCO CROWN ENTERTAINMENT LTD | COMMON STOCK | 585464900 | 1,284 | 1,900 | SH | Call | SOLE | 1,900 | 0 | 0 | |
MELCO CROWN ENTERTAINMENT LTD | COMMON STOCK | 585464100 | 48,144 | 1,348,189 | SH | SOLE | 1,341,331 | 0 | 6,858 | ||
MENTOR GRAPHICS | CONVERTIBLE SECURITY | 587200AK2 | 62,031 | 50,642,000 | PRN | SOLE | 50,246 | 0 | 396 | ||
MERCK & CO | COMMON STOCK | 58933Y105 | 65,105 | 1,125,409 | SH | SOLE | 1,125,409 | 0 | 0 | ||
MEREDITH CORP | COMMON STOCK | 589433101 | 832 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
MERITAGE CORP | CONVERTIBLE SECURITY | 59001AAR3 | 10,133 | 9,635,000 | PRN | SOLE | 9,635 | 0 | 0 | ||
METLIFE INC | COMMON STOCK | 59156R108 | 9,347 | 168,240 | SH | SOLE | 168,240 | 0 | 0 | ||
METLIFE INC | CONVERTIBLE PREFERRED SECURITY | 59156R116 | 143,525 | 4,490,784 | SH | SOLE | 4,453,814 | 0 | 36,970 | ||
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 1,549 | 167,645 | SH | SOLE | 167,645 | 0 | 0 | ||
MGIC INVESTMENT CORP | CONVERTIBLE SECURITY | 552848AE3 | 41,390 | 27,707,000 | PRN | SOLE | 27,572 | 0 | 135 | ||
MGIC INVESTMENT CORP | CONVERTIBLE SECURITY | 552848AD5 | 43,041 | 36,680,000 | PRN | SOLE | 36,491 | 0 | 189 | ||
MGM MIRAGE | CONVERTIBLE SECURITY | 55303QAE0 | 145,851 | 99,011,000 | PRN | SOLE | 98,672 | 0 | 339 | ||
MICHAEL KORS HOLDINGS LIMITED | COMMON STOCK | G60754901 | 9,661 | 6,340 | SH | Call | SOLE | 6,340 | 0 | 0 | |
MICHAEL KORS HOLDINGS LIMITED | COMMON STOCK | G60754101 | 106,601 | 1,202,497 | SH | SOLE | 1,187,898 | 0 | 14,599 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017954 | 608 | 6,080 | SH | Put | SOLE | 6,080 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017104 | 2,733 | 56,000 | SH | SOLE | 56,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | CONVERTIBLE SECURITY | 595017AB0 | 36,947 | 19,322,000 | PRN | SOLE | 19,154 | 0 | 168 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AU7 | 30,191 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK | 595112103 | 1,483 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK | 595112903 | 17,954 | 17,305 | SH | Call | SOLE | 17,305 | 0 | 0 | |
MICROSOFT CORP | COMMON STOCK | 594918104 | 94,448 | 2,264,945 | SH | SOLE | 2,264,945 | 0 | 0 | ||
MOHAWK INDS INC | COMMON STOCK | 608190104 | 29,641 | 214,259 | SH | SOLE | 211,162 | 0 | 3,097 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAA8 | 15,091 | 10,500,000 | PRN | SOLE | 10,500 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAC4 | 92,224 | 73,745,000 | PRN | SOLE | 73,464 | 0 | 281 | ||
MONDELEZ INTERNATIONAL INC | COMMON STOCK | 609207105 | 79,323 | 2,109,095 | SH | SOLE | 2,100,939 | 0 | 8,156 | ||
MONRO MUFFLER BRAKE INC | COMMON STOCK | 610236101 | 241 | 4,525 | SH | SOLE | 4,525 | 0 | 0 | ||
MONSANTO CO | COMMON STOCK | 61166W101 | 11,688 | 93,700 | SH | SOLE | 93,700 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK | 617446448 | 8,080 | 249,914 | SH | SOLE | 249,914 | 0 | 0 | ||
MOSAIC CO | COMMON STOCK | 61945C103 | 3,729 | 75,400 | SH | SOLE | 75,400 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK | 620076307 | 428 | 6,428 | SH | SOLE | 6,428 | 0 | 0 | ||
MSC INDUSTRIAL DIRECT CO INC | COMMON STOCK | 553530106 | 1,344 | 14,050 | SH | SOLE | 14,050 | 0 | 0 | ||
MULTIMEDIA GAMES HOLDING CO | COMMON STOCK | 625453105 | 714 | 24,080 | SH | SOLE | 24,080 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK | 626717102 | 864 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
MYLAN LABORATORIES INC | COMMON STOCK | 628530907 | 8,303 | 9,740 | SH | Call | SOLE | 9,740 | 0 | 0 | |
MYLAN LABORATORIES INC | COMMON STOCK | 628530107 | 24,095 | 467,317 | SH | SOLE | 464,792 | 0 | 2,525 | ||
NATIONAL CINEMEDIA INC | COMMON STOCK | 635309107 | 195 | 11,161 | SH | SOLE | 11,161 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK | 637071101 | 42,222 | 512,718 | SH | SOLE | 512,718 | 0 | 0 | ||
NAVIENT CORP | COMMON STOCK | 63938C108 | 11,931 | 673,675 | SH | SOLE | 673,675 | 0 | 0 | ||
NCR CORP | COMMON STOCK | 62886E108 | 4,192 | 119,470 | SH | SOLE | 119,470 | 0 | 0 | ||
NETSUITE INC | CONVERTIBLE SECURITY | 64118QAB3 | 6,069 | 5,908,000 | PRN | SOLE | 5,835 | 0 | 73 | ||
NEW ORIENTAL EDUCATION | COMMON STOCK | 647581107 | 12,447 | 468,450 | SH | SOLE | 468,450 | 0 | 0 | ||
NEW YORK CMTY TRUST V | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 8,344 | 168,847 | SH | SOLE | 162,352 | 0 | 6,495 | ||
NEWMONT MINING CORP | COMMON STOCK | 651639106 | 2,137 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AJ5 | 3,022 | 2,855,000 | PRN | SOLE | 2,775 | 0 | 80 | ||
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AH9 | 20,392 | 20,400,000 | PRN | SOLE | 20,400 | 0 | 0 | ||
NEWPARK RESOURCES | CONVERTIBLE SECURITY | 651718AC2 | 15,551 | 11,506,000 | PRN | SOLE | 11,437 | 0 | 69 | ||
NEXTERA ENERGY INC | COMMON STOCK | 65339F101 | 8,444 | 82,400 | SH | SOLE | 82,400 | 0 | 0 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F861 | 25,682 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F887 | 30,805 | 473,993 | SH | SOLE | 472,678 | 0 | 1,315 | ||
NIKE INC | COMMON STOCK | 654106103 | 93,609 | 1,207,080 | SH | SOLE | 1,202,567 | 0 | 4,513 | ||
NOBLE CORP PLC | COMMON STOCK | G65431101 | 939 | 27,990 | SH | SOLE | 27,990 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK | 655044105 | 5,480 | 70,745 | SH | SOLE | 70,745 | 0 | 0 | ||
NOKIA | COMMON STOCK | 654902204 | 16,632 | 2,200,000 | SH | SOLE | 2,200,000 | 0 | 0 | ||
NORCRAFT COMPANIES | COMMON STOCK | 65557Y105 | 404 | 28,200 | SH | SOLE | 28,200 | 0 | 0 | ||
NORFOLK SOTHN CORP | COMMON STOCK | 655844108 | 5,028 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
NORTHEAST UTILITIES | COMMON STOCK | 664397106 | 945 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NOVELLUS SYSTEMS INC | CONVERTIBLE SECURITY | 670008AD3 | 46,481 | 23,010,000 | PRN | SOLE | 22,669 | 0 | 341 | ||
NOW INC | COMMON STOCK | 67011P100 | 1,196 | 33,022 | SH | SOLE | 33,022 | 0 | 0 | ||
NUVASIVE INC | CONVERTIBLE SECURITY | 670704AC9 | 9,147 | 8,000,000 | PRN | SOLE | 8,000 | 0 | 0 | ||
OAKTREE CAPITAL GROUP LLC | COMMON STOCK | 674001201 | 1,129 | 22,580 | SH | SOLE | 22,580 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK | 674215108 | 1,169 | 20,915 | SH | SOLE | 20,915 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK | 674599105 | 57,567 | 560,914 | SH | SOLE | 560,914 | 0 | 0 | ||
OCH-ZIFF CAPITAL MANAGEMENT | COMMON STOCK | 67551U105 | 30,972 | 2,239,483 | SH | SOLE | 2,239,483 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | CONVERTIBLE SECURITY | 680223AH7 | 13,932 | 11,151,000 | PRN | SOLE | 10,795 | 0 | 356 | ||
OMNICOM GRP | CONVERTIBLE SECURITY | 681919AV8 | 22,468 | 17,032,000 | PRN | SOLE | 16,573 | 0 | 459 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AH8 | 76,724 | 65,097,000 | PRN | SOLE | 64,533 | 0 | 564 | ||
ORACLE CORP | COMMON STOCK | 68389X105 | 81,255 | 2,004,813 | SH | SOLE | 2,004,813 | 0 | 0 | ||
P G & E CORP | COMMON STOCK | 69331C108 | 2,881 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK | 695156109 | 878 | 12,285 | SH | SOLE | 12,285 | 0 | 0 | ||
PALO ALTO NETWORKS | COMMON STOCK | 697435105 | 31,913 | 380,599 | SH | SOLE | 375,359 | 0 | 5,240 | ||
PANERA BREAD CO | COMMON STOCK | 69840W108 | 5,538 | 36,964 | SH | SOLE | 35,259 | 0 | 1,705 | ||
PAREXEL INTERNATIONAL CORP | COMMON STOCK | 699462107 | 12,223 | 231,315 | SH | SOLE | 231,315 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK | 701094104 | 251 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK | G7S00T104 | 2,524 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK | 713448108 | 17,886 | 200,200 | SH | SOLE | 200,200 | 0 | 0 | ||
PERRIGO CO PLC | COMMON STOCK | G97822103 | 26,516 | 181,914 | SH | SOLE | 179,959 | 0 | 1,955 | ||
PFIZER INC | COMMON STOCK | 717081103 | 58,650 | 1,976,065 | SH | SOLE | 1,976,065 | 0 | 0 | ||
PHH CORP | CONVERTIBLE SECURITY | 693320AN3 | 18,157 | 18,000,000 | PRN | SOLE | 18,000 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP | COMMON STOCK | 71742Q106 | 520 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 47,446 | 562,758 | SH | SOLE | 558,430 | 0 | 4,328 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 8,015 | 99,650 | SH | SOLE | 99,650 | 0 | 0 | ||
PHOTRONICS INC | CONVERTIBLE SECURITY | 719405AH5 | 6,070 | 5,500,000 | PRN | SOLE | 5,500 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787107 | 2,988 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PLAINS ALL AMER | COMMON STOCK | 726503105 | 691 | 11,510 | SH | SOLE | 11,510 | 0 | 0 | ||
PLAINS GP HOLDINGS LP | COMMON STOCK | 72651A108 | 3,454 | 107,975 | SH | SOLE | 107,975 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK | 693475105 | 8,015 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
POLARIS INDUSTRIES INC | COMMON STOCK | 731068102 | 23,220 | 178,287 | SH | SOLE | 175,765 | 0 | 2,522 | ||
POLYONE CORP | COMMON STOCK | 73179P106 | 560 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCIATE | COMMON STOCK | 73640Q105 | 805 | 13,525 | SH | SOLE | 13,525 | 0 | 0 | ||
POTBELLY CORPORATION | COMMON STOCK | 73754Y100 | 429 | 26,878 | SH | SOLE | 26,878 | 0 | 0 | ||
POWER INTEGRATIONS INC | COMMON STOCK | 739276103 | 311 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
POWER SOLUTIONS INTERNATIONAL | COMMON STOCK | 73933G202 | 342 | 4,750 | SH | SOLE | 4,750 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK | 693506107 | 3,615 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
PPL CORP | COMMON STOCK | 69351T106 | 1,777 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK | 74005P104 | 5,008 | 37,700 | SH | SOLE | 37,700 | 0 | 0 | ||
PRECISION CASTPARTS CORP | COMMON STOCK | 740189105 | 7,988 | 31,650 | SH | SOLE | 31,650 | 0 | 0 | ||
Priceline Group Inc/The | COMMON STOCK | 741503403 | 118,225 | 98,275 | SH | SOLE | 97,113 | 0 | 1,162 | ||
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AS5 | 11,342 | 9,530,000 | PRN | SOLE | 9,485 | 0 | 45 | ||
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AQ9 | 168,111 | 118,148,000 | PRN | SOLE | 117,078 | 0 | 1,070 | ||
PRINCIPAL FINANCIAL GROUP INC | COMMON STOCK | 74251V102 | 2,413 | 47,800 | SH | SOLE | 47,800 | 0 | 0 | ||
PRIVATEBANCORP INC | COMMON STOCK | 742962103 | 623 | 21,430 | SH | SOLE | 21,430 | 0 | 0 | ||
PROCTER & GAMBLE CO | COMMON STOCK | 742718109 | 26,411 | 336,065 | SH | SOLE | 336,065 | 0 | 0 | ||
PROLOGIS INC | COMMON STOCK | 74340W103 | 2,260 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
PROLOGIS INC | CONVERTIBLE SECURITY | 74340XAT8 | 15,972 | 14,173,000 | PRN | SOLE | 14,114 | 0 | 59 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAM4 | 2,739 | 2,595,000 | PRN | SOLE | 2,595 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAK8 | 6,052 | 5,760,000 | PRN | SOLE | 5,590 | 0 | 170 | ||
PROTO LABS INC. | COMMON STOCK | 743713109 | 19,816 | 241,897 | SH | SOLE | 237,834 | 0 | 4,063 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK | 744320102 | 12,245 | 137,937 | SH | SOLE | 137,937 | 0 | 0 | ||
PTC INC | COMMON STOCK | 69370C100 | 346 | 8,930 | SH | SOLE | 8,930 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROUP | COMMON STOCK | 744573106 | 2,447 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK | 745867101 | 1,855 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
PVH CORP | COMMON STOCK | 693656100 | 72,167 | 618,932 | SH | SOLE | 614,095 | 0 | 4,837 | ||
QIHOO 360 TECHNOLOGY | COMMON STOCK | 74734M109 | 4,229 | 45,946 | SH | SOLE | 45,946 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK | 747525103 | 164,384 | 2,075,556 | SH | SOLE | 2,065,286 | 0 | 10,270 | ||
QUANTA SERVICES INC | COMMON STOCK | 74762E102 | 2,735 | 79,100 | SH | SOLE | 79,100 | 0 | 0 | ||
QUEST DIAGNOSTC | COMMON STOCK | 74834L100 | 880 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RAYTHEON CO | COMMON STOCK | 755111507 | 4,199 | 45,523 | SH | SOLE | 45,523 | 0 | 0 | ||
RECPTOS | COMMON STOCK | 756207106 | 3,243 | 76,122 | SH | SOLE | 76,122 | 0 | 0 | ||
RED HAT INC | COMMON STOCK | 756577102 | 1,105 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
RED ROBIN GOURMET BURGERS INC | COMMON STOCK | 75689M101 | 323 | 4,530 | SH | SOLE | 4,530 | 0 | 0 | ||
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F907 | 5,099 | 1,000 | SH | Call | SOLE | 1,000 | 0 | 0 | |
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F107 | 91,565 | 324,157 | SH | SOLE | 320,319 | 0 | 3,838 | ||
REGIONS FINANCIAL CORP | COMMON STOCK | 7591EP100 | 2,018 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | CONVERTIBLE SECURITY | 75972AAA1 | 3,320 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
RIO TINTO PLC | COMMON STOCK | 767204100 | 11,399 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
ROADRUNNER TRANSPORTATION | COMMON STOCK | 76973Q105 | 772 | 27,470 | SH | SOLE | 27,470 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK | 770323103 | 1,194 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ROCKWELL AUTOMTN | COMMON STOCK | 773903109 | 54,168 | 432,787 | SH | SOLE | 428,697 | 0 | 4,090 | ||
ROPER INDS INC | CONVERTIBLE SECURITY | 776696AA4 | 221 | 120,000 | PRN | SOLE | 120 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK | 778296103 | 1,323 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ROVI CORP | CONVERTIBLE SECURITY | 779376AB8 | 5,578 | 5,500,000 | PRN | SOLE | 5,500 | 0 | 0 | ||
ROYAL GOLD INC | CONVERTIBLE SECURITY | 780287AA6 | 15,065 | 14,000,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
RPM INTL INC | CONVERTIBLE SECURITY | 749685AT0 | 3,020 | 2,420,000 | PRN | SOLE | 2,420 | 0 | 0 | ||
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAA5 | 19,884 | 19,043,000 | PRN | SOLE | 18,912 | 0 | 131 | ||
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAB3 | 31,850 | 31,857,000 | PRN | SOLE | 31,717 | 0 | 140 | ||
RTI INTL METALS INC | COMMON STOCK | 74973W107 | 410 | 15,430 | SH | SOLE | 15,430 | 0 | 0 | ||
RUBICON TECHNOLOGY INC | COMMON STOCK | 78112T107 | 577 | 65,975 | SH | SOLE | 65,975 | 0 | 0 | ||
RYLAND GRP INC | CONVERTIBLE SECURITY | 783764AS2 | 1,703 | 1,852,000 | PRN | SOLE | 1,587 | 0 | 265 | ||
RYLAND GRP INC | CONVERTIBLE SECURITY | 783764AQ6 | 9,095 | 6,483,000 | PRN | SOLE | 6,483 | 0 | 0 | ||
S & P 500 INDEX | COMMON STOCK | 464287951 | 1,433 | 5,300 | SH | Put | SOLE | 5,300 | 0 | 0 | |
SALESFORCE.COM INC | COMMON STOCK | 79466L302 | 28,526 | 491,143 | SH | SOLE | 485,474 | 0 | 5,669 | ||
SALESFORCE.COM INC | CONVERTIBLE SECURITY | 79466LAD6 | 156,253 | 136,222,000 | PRN | SOLE | 135,118 | 0 | 1,104 | ||
SALIX PHARMACEUTICALS LTD | CONVERTIBLE SECURITY | 795435AE6 | 103,782 | 52,880,000 | PRN | SOLE | 52,590 | 0 | 290 | ||
SANCHEZ ENERGY | COMMON STOCK | 79970Y105 | 636 | 16,915 | SH | SOLE | 16,915 | 0 | 0 | ||
SANDISK CORP | COMMON STOCK | 80004C101 | 3,652 | 34,968 | SH | SOLE | 34,968 | 0 | 0 | ||
SANDISK CORP | CONVERTIBLE SECURITY | 80004CAD3 | 26,285 | 12,809,000 | PRN | SOLE | 12,345 | 0 | 464 | ||
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 325,349 | 2,758,360 | SH | SOLE | 2,742,420 | 0 | 15,940 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK | 808513105 | 4,040 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACTIVE | COMMON STOCK | 811065101 | 898 | 11,065 | SH | SOLE | 11,065 | 0 | 0 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 811904AM3 | 42,171 | 36,652,000 | PRN | SOLE | 36,156 | 0 | 496 | ||
SEADRILL LTD | COMMON STOCK | G7945E105 | 4,719 | 118,130 | SH | SOLE | 118,130 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | COMMON STOCK | 81721M109 | 1,050 | 43,240 | SH | SOLE | 43,240 | 0 | 0 | ||
SENSATA TECHNOLOGIES | COMMON STOCK | N7902X106 | 9,255 | 197,839 | SH | SOLE | 197,839 | 0 | 0 | ||
SERVICENOW INC | COMMON STOCK | 81762P102 | 33,688 | 543,699 | SH | SOLE | 538,282 | 0 | 5,417 | ||
SHUTTERFLY INC | CONVERTIBLE SECURITY | 82568PAB2 | 9,040 | 9,000,000 | PRN | SOLE | 9,000 | 0 | 0 | ||
SIGMA ALDRICH | COMMON STOCK | 826552101 | 1,522 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | COMMON STOCK | 828806109 | 7,350 | 44,200 | SH | SOLE | 44,200 | 0 | 0 | ||
SIRIUS XM HOLDINGS INC | COMMON STOCK | 82968B103 | 63,635 | 18,391,752 | SH | SOLE | 18,172,880 | 0 | 218,872 | ||
SK TELECOM CO LTD | COMMON STOCK | 78440P108 | 8,453 | 325,880 | SH | SOLE | 322,280 | 0 | 3,600 | ||
SMITH & WESSON HOLDING CORP | COMMON STOCK | 831756101 | 1,527 | 104,990 | SH | SOLE | 104,990 | 0 | 0 | ||
SMITH (AO) CORP | COMMON STOCK | 831865209 | 739 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
SOLARWINDS INC | COMMON STOCK | 83416B109 | 35,738 | 924,416 | SH | SOLE | 914,346 | 0 | 10,070 | ||
SOTHEBYS HOLDINGS INC | COMMON STOCK | 835898107 | 3,122 | 74,340 | SH | SOLE | 74,340 | 0 | 0 | ||
SOUTHN COMPANY | COMMON STOCK | 842587107 | 7,873 | 173,500 | SH | SOLE | 173,500 | 0 | 0 | ||
SPECTRA ENERGY CORP | COMMON STOCK | 847560109 | 4,350 | 102,400 | SH | SOLE | 102,400 | 0 | 0 | ||
SPECTRANETICS | CONVERTIBLE SECURITY | 84760CAA5 | 5,755 | 5,500,000 | PRN | SOLE | 5,500 | 0 | 0 | ||
SPECTRANETICS CP | COMMON STOCK | 84760C107 | 2,960 | 129,360 | SH | SOLE | 129,360 | 0 | 0 | ||
SPIRIT AIRLINES INC | COMMON STOCK | 848577102 | 53,531 | 846,474 | SH | SOLE | 835,300 | 0 | 11,174 | ||
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAA0 | 28,164 | 28,114,000 | PRN | SOLE | 27,814 | 0 | 300 | ||
SPLUNK INC | COMMON STOCK | 848637104 | 37,556 | 678,770 | SH | SOLE | 671,413 | 0 | 7,357 | ||
SPS COMMERCE INC | COMMON STOCK | 78463M107 | 818 | 12,945 | SH | SOLE | 12,945 | 0 | 0 | ||
SQUARE 1 FINANCIAL INC | COMMON STOCK | 85223W101 | 249 | 13,075 | SH | SOLE | 13,075 | 0 | 0 | ||
ST JUDE MEDICAL INC | COMMON STOCK | 790849103 | 1,697 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
STAAR SURGICAL | COMMON STOCK | 852312305 | 755 | 44,920 | SH | SOLE | 44,920 | 0 | 0 | ||
STANDARD PACIFIC CORP | CONVERTIBLE SECURITY | 85375CBC4 | 46,088 | 36,495,000 | PRN | SOLE | 35,862 | 0 | 633 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK | 854502101 | 3,258 | 37,100 | SH | SOLE | 37,100 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502804 | 18,006 | 157,905 | SH | SOLE | 157,905 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502309 | 73,103 | 549,833 | SH | SOLE | 542,878 | 0 | 6,955 | ||
STARBUCKS CORP | COMMON STOCK | 855244109 | 56,048 | 724,317 | SH | SOLE | 717,319 | 0 | 6,998 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAA3 | 37,841 | 33,526,000 | PRN | SOLE | 33,228 | 0 | 298 | ||
STATE STREET CORP | COMMON STOCK | 857477103 | 72,725 | 1,081,258 | SH | SOLE | 1,073,605 | 0 | 7,653 | ||
STEVEN MADDEN LTD | COMMON STOCK | 556269108 | 1,258 | 36,670 | SH | SOLE | 36,670 | 0 | 0 | ||
STONE ENERGY CP | CONVERTIBLE SECURITY | 861642AN6 | 32,971 | 25,649,000 | PRN | SOLE | 25,350 | 0 | 299 | ||
STRYKER CORP | COMMON STOCK | 863667101 | 1,307 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
SUNEDISON INC | COMMON STOCK | 86732Y109 | 796 | 35,230 | SH | SOLE | 35,230 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK | 867914103 | 2,404 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
SVB FINANCIAL GROUP | COMMON STOCK | 78486Q101 | 57,659 | 494,420 | SH | SOLE | 489,897 | 0 | 4,523 | ||
SYMANTEC CORP | COMMON STOCK | 871503108 | 3,015 | 131,650 | SH | SOLE | 131,650 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK | 87157D109 | 27,083 | 298,799 | SH | SOLE | 294,045 | 0 | 4,754 | ||
SYNCHRONOSS TECHNOLOGIES INC | COMMON STOCK | 87157B103 | 1,003 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
T ROWE PRICE | COMMON STOCK | 74144T108 | 88,257 | 1,045,570 | SH | SOLE | 1,034,889 | 0 | 10,681 | ||
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039900 | 366 | 4,725 | SH | Call | SOLE | 4,725 | 0 | 0 | |
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039100 | 38,877 | 1,817,524 | SH | SOLE | 1,780,950 | 0 | 36,574 | ||
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 44,241 | 36,182,000 | PRN | SOLE | 36,009 | 0 | 173 | ||
TAKE-TWO INTERACTIVE SOFTWARE | CONVERTIBLE SECURITY | 874054AC3 | 32,166 | 24,609,000 | PRN | SOLE | 24,523 | 0 | 86 | ||
TARGET CORP | COMMON STOCK | 87612E106 | 2,318 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK | H84989104 | 14,594 | 236,000 | SH | SOLE | 236,000 | 0 | 0 | ||
TEAM HEALTH HOLDINGS INC | COMMON STOCK | 87817A107 | 2,337 | 46,795 | SH | SOLE | 46,795 | 0 | 0 | ||
TERADATA CORP | COMMON STOCK | 88076W103 | 804 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK | 880770102 | 812 | 41,405 | SH | SOLE | 41,405 | 0 | 0 | ||
TEREX CORP | COMMON STOCK | 880779103 | 39,831 | 969,128 | SH | SOLE | 958,944 | 0 | 10,184 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAB7 | 28,632 | 29,345,000 | PRN | SOLE | 29,345 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAC5 | 67,145 | 69,370,000 | PRN | SOLE | 69,041 | 0 | 329 | ||
TEVA PHARMACEUTICAL IND LTD | CONVERTIBLE SECURITY | 88163VAE9 | 15,007 | 11,724,000 | PRN | SOLE | 11,616 | 0 | 108 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK | 882508104 | 53,632 | 1,122,245 | SH | SOLE | 1,122,245 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK | 883556102 | 9,534 | 80,800 | SH | SOLE | 80,800 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK | 887317303 | 12,098 | 172,215 | SH | SOLE | 172,215 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK | 872540109 | 12,947 | 243,600 | SH | SOLE | 243,600 | 0 | 0 | ||
TOLL BROTHERS FINANCE CORP. | CONVERTIBLE SECURITY | 88947EAM2 | 26,836 | 25,262,000 | PRN | SOLE | 24,670 | 0 | 592 | ||
TOLL BROTHERS INC | COMMON STOCK | 889478103 | 1,427 | 38,675 | SH | SOLE | 37,160 | 0 | 1,515 | ||
TOLL BROTHERS INC | COMMON STOCK | 889478903 | 2,533 | 15,350 | SH | Call | SOLE | 15,350 | 0 | 0 | |
TRAVELERS COMPANIES INC | COMMON STOCK | 89417E109 | 2,615 | 27,800 | SH | SOLE | 27,800 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK | 896945201 | 2,173 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TRUEBLUE INC | COMMON STOCK | 89785X101 | 893 | 32,375 | SH | SOLE | 32,375 | 0 | 0 | ||
TTM TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87305RAD1 | 5,475 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC | COMMON STOCK | 90130A101 | 7,424 | 211,200 | SH | SOLE | 211,200 | 0 | 0 | ||
UBS AG | COMMON STOCK | H89231338 | 1,020 | 55,700 | SH | SOLE | 55,700 | 0 | 0 | ||
UNILIFE CORP | COMMON STOCK | 90478E103 | 1,483 | 500,900 | SH | SOLE | 500,900 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK | 907818108 | 109,361 | 1,096,351 | SH | SOLE | 1,090,060 | 0 | 6,291 | ||
UNITED PARCEL SERVICE | COMMON STOCK | 911312106 | 42,101 | 410,105 | SH | SOLE | 410,105 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK | 911363109 | 861 | 8,225 | SH | SOLE | 8,225 | 0 | 0 | ||
UNITED STATES STEEL CORP | CONVERTIBLE SECURITY | 912909AH1 | 9,444 | 7,575,000 | PRN | SOLE | 7,575 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK | 913017109 | 64,537 | 559,006 | SH | SOLE | 556,287 | 0 | 2,719 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK | 91324P102 | 7,488 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK | 917047102 | 35,064 | 1,035,550 | SH | SOLE | 1,027,363 | 0 | 8,187 | ||
US BANCORP | COMMON STOCK | 902973304 | 15,985 | 369,000 | SH | SOLE | 369,000 | 0 | 0 | ||
UTD TECHS CORP | CONVERTIBLE PREFERRED SECURITY | 913017117 | 288,925 | 4,432,047 | SH | SOLE | 4,425,497 | 0 | 6,550 | ||
VALERO ENERGY | COMMON STOCK | 91913Y100 | 5,261 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
VANTIV INC | COMMON STOCK | 92210H105 | 662 | 19,690 | SH | SOLE | 19,690 | 0 | 0 | ||
VERIFONE SYSTEMS INC | COMMON STOCK | 92342Y109 | 1,040 | 28,300 | SH | SOLE | 28,300 | 0 | 0 | ||
VERIZON COMM | COMMON STOCK | 92343V104 | 34,603 | 707,184 | SH | SOLE | 707,184 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK | 92343V104 | 2,780 | 56,729 | SH | SOLE | 56,729 | 0 | 0 | ||
VIACOM INC | COMMON STOCK | 92553P201 | 3,408 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
VIPSHOP HOLDINGS LTD | CONVERTIBLE SECURITY | 92763WAA1 | 12,862 | 10,925,000 | PRN | SOLE | 10,925 | 0 | 0 | ||
VIRTUALSCOPICS | COMMON STOCK | 928269208 | 183 | 40,537 | SH | SOLE | 40,537 | 0 | 0 | ||
VIRTUSA CORP | COMMON STOCK | 92827P102 | 542 | 15,150 | SH | SOLE | 15,150 | 0 | 0 | ||
VISA INC | COMMON STOCK | 92826C839 | 21,787 | 103,400 | SH | SOLE | 103,400 | 0 | 0 | ||
VITAMIN SHOPPE INC | COMMON STOCK | 92849E101 | 714 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
VMWARE INC | COMMON STOCK | 928563402 | 89,656 | 926,107 | SH | SOLE | 920,023 | 0 | 6,084 | ||
VOLCANO CORP | CONVERTIBLE SECURITY | 928645AB6 | 12,105 | 12,555,000 | PRN | SOLE | 12,555 | 0 | 0 | ||
VORNADO REALTY TRUST | COMMON STOCK | 929042109 | 3,202 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK | 92927K102 | 449 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
WADDELL & REED | COMMON STOCK | 930059100 | 2,993 | 47,820 | SH | SOLE | 47,820 | 0 | 0 | ||
WALGREEN CO | COMMON STOCK | 931422109 | 43,914 | 592,395 | SH | SOLE | 592,395 | 0 | 0 | ||
WAL-MART STORES INC | COMMON STOCK | 931142103 | 17,484 | 232,900 | SH | SOLE | 232,900 | 0 | 0 | ||
WALTER INVESTMENT MANAGEMENT | CONVERTIBLE SECURITY | 93317WAA0 | 18,484 | 19,966,000 | PRN | SOLE | 19,775 | 0 | 191 | ||
WEB.COM GROUP INC | CONVERTIBLE SECURITY | 94733AAA2 | 10,770 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
WELLPOINT INC | COMMON STOCK | 94973V107 | 4,627 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
WELLPOINT INC | CONVERTIBLE SECURITY | 94973VBG1 | 184,652 | 120,057,000 | PRN | SOLE | 119,769 | 0 | 288 | ||
WELLS FARGO & COMPANY | COMMON STOCK | 949746101 | 255,545 | 4,861,958 | SH | SOLE | 4,844,391 | 0 | 17,567 | ||
WELLS FARGO & COMPANY(WACHOVIA | CONVERTIBLE PREFERRED SECURITY | 949746804 | 8,079 | 6,655 | SH | SOLE | 6,435 | 0 | 220 | ||
WESCO AIRCRAFT HOLDINGS | COMMON STOCK | 950814103 | 509 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
WEYERHAEUSER CO | CONVERTIBLE PREFERRED SECURITY | 962166872 | 22,700 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK | 963320106 | 51,028 | 366,527 | SH | SOLE | 362,250 | 0 | 4,277 | ||
WHITEWAVE FOODS COMPANY | COMMON STOCK | 966244105 | 25,883 | 799,584 | SH | SOLE | 786,549 | 0 | 13,035 | ||
WHOLE FOODS MARKET INC | COMMON STOCK | 966837106 | 19,575 | 506,737 | SH | SOLE | 501,094 | 0 | 5,643 | ||
WILLIAMS PARTNERS LP | COMMON STOCK | 96950F104 | 742 | 13,675 | SH | SOLE | 13,675 | 0 | 0 | ||
WILLIAMS-SONOMA INC | COMMON STOCK | 969904101 | 44,186 | 615,582 | SH | SOLE | 605,725 | 0 | 9,857 | ||
WIPRO LTD | COMMON STOCK | 97651M109 | 154 | 12,985 | SH | SOLE | 12,985 | 0 | 0 | ||
WISDOMTREE INVESTMENTS INC | COMMON STOCK | 97717P104 | 63,244 | 5,116,805 | SH | SOLE | 5,071,356 | 0 | 45,449 | ||
WORKDAY INC | COMMON STOCK | 98138H101 | 37,011 | 411,873 | SH | SOLE | 404,560 | 0 | 7,313 | ||
WPX ENERGY | COMMON STOCK | 98212B103 | 12,465 | 521,316 | SH | SOLE | 521,316 | 0 | 0 | ||
WRIGHT MEDICAL | CONVERTIBLE SECURITY | 98235TAC1 | 19,483 | 14,190,000 | PRN | SOLE | 14,190 | 0 | 0 | ||
WYNN RESORTS LTD | COMMON STOCK | 983134107 | 2,491 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK | 98389B100 | 1,450 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
XENOPORT INC | COMMON STOCK | 98411C100 | 94 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
XILINX INC | CONVERTIBLE SECURITY | 983919AF8 | 11,724 | 7,083,000 | PRN | SOLE | 7,083 | 0 | 0 | ||
XYLEM INC | COMMON STOCK | 98419M100 | 1,528 | 39,110 | SH | SOLE | 39,110 | 0 | 0 | ||
YAHOO! INC | COMMON STOCK | 984332106 | 30,140 | 857,961 | SH | SOLE | 849,618 | 0 | 8,343 | ||
YAMANA GOLD INC | COMMON STOCK | 98462Y100 | 2,753 | 334,000 | SH | SOLE | 334,000 | 0 | 0 | ||
YUM! BRANDS INC | COMMON STOCK | 988498101 | 1,624 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ZIMMER HOLDINGS INC | COMMON STOCK | 98956P102 | 61,987 | 596,834 | SH | SOLE | 593,744 | 0 | 3,090 | ||
ZIONS BANCORP | WARRANTS | 989701115 | 1,267 | 240,800 | SH | SOLE | 240,800 | 0 | 0 | ||
ZIONS BANCORPORATION | COMMON STOCK | 989701107 | 3,741 | 126,955 | SH | SOLE | 126,955 | 0 | 0 | ||
APPLE INC | COMMON STOCK | 037833100 | 231 | 2,485 | SH | OTR | 1 | 2,485 | 0 | 0 | |
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAJ2 | 305 | 285,000 | PRN | OTR | 1 | 285 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAE1 | 162 | 156,000 | PRN | OTR | 1 | 156 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAF8 | 163 | 155,000 | PRN | OTR | 1 | 155 | 0 | 0 | |
CEMEX SA | CONVERTIBLE SECURITY | 151290BB8 | 146 | 100,000 | PRN | OTR | 1 | 100 | 0 | 0 | |
CITIGROUP INC | COMMON STOCK | 172967424 | 241 | 5,120 | SH | OTR | 1 | 5,120 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 253 | 1,600 | SH | OTR | 1 | 1,600 | 0 | 0 | |
CROWN CASTLE INTL CORP | CONVERTIBLE PREFERRED SECURITY | 228227500 | 243 | 2,380 | SH | OTR | 1 | 2,380 | 0 | 0 | |
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 344 | 150,000 | PRN | OTR | 1 | 150 | 0 | 0 | |
EATON CORP PLC | COMMON STOCK | G29183103 | 262 | 3,390 | SH | OTR | 1 | 3,390 | 0 | 0 | |
EBAY INC | COMMON STOCK | 278642103 | 236 | 4,715 | SH | OTR | 1 | 4,715 | 0 | 0 | |
ELECTRONIC ARTS INC | CONVERTIBLE SECURITY | 285512AA7 | 491 | 390,000 | PRN | OTR | 1 | 390 | 0 | 0 | |
FIRST REPUBLIC BANK/SAN FRAN | COMMON STOCK | 33616C100 | 260 | 4,730 | SH | OTR | 1 | 4,730 | 0 | 0 | |
FLUIDIGM CORP | CONVERTIBLE SECURITY | 34385PAA6 | 211 | 222,000 | PRN | OTR | 1 | 222 | 0 | 0 | |
FRANKLIN RESOURCES INC | COMMON STOCK | 354613101 | 241 | 4,175 | SH | OTR | 1 | 4,175 | 0 | 0 | |
GENESEE & WYOMING INC | CONVERTIBLE PREFERRED SECURITY | 371559204 | 239 | 1,765 | SH | OTR | 1 | 1,765 | 0 | 0 | |
GILEAD SCIENCE | CONVERTIBLE SECURITY | 375558AP8 | 475 | 130,000 | PRN | OTR | 1 | 130 | 0 | 0 | |
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AB7 | 521 | 415,000 | PRN | OTR | 1 | 415 | 0 | 0 | |
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AD1 | 248 | 115,000 | PRN | OTR | 1 | 115 | 0 | 0 | |
INSULET CORP | CONVERTIBLE SECURITY | 45784PAD3 | 127 | 115,000 | PRN | OTR | 1 | 115 | 0 | 0 | |
INTEGRA LIFESCI | CONVERTIBLE SECURITY | 457985AK5 | 472 | 440,000 | PRN | OTR | 1 | 440 | 0 | 0 | |
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 268 | 4,655 | SH | OTR | 1 | 4,655 | 0 | 0 | |
KB HOME | CONVERTIBLE SECURITY | 48666KAS8 | 141 | 140,000 | PRN | OTR | 1 | 140 | 0 | 0 | |
LENNAR CORP | COMMON STOCK | 526057104 | 243 | 5,780 | SH | OTR | 1 | 5,780 | 0 | 0 | |
LIBERTY | CONVERTIBLE SECURITY | 530610AC8 | 269 | 200,000 | PRN | OTR | 1 | 200 | 0 | 0 | |
MENTOR GRAPHICS | CONVERTIBLE SECURITY | 587200AK2 | 110 | 90,000 | PRN | OTR | 1 | 90 | 0 | 0 | |
METLIFE INC | CONVERTIBLE PREFERRED SECURITY | 59156R116 | 541 | 16,915 | SH | OTR | 1 | 16,915 | 0 | 0 | |
MGIC INVESTMENT CORP | CONVERTIBLE SECURITY | 552848AD5 | 115 | 98,000 | PRN | OTR | 1 | 98 | 0 | 0 | |
MGIC INVESTMENT CORP | CONVERTIBLE SECURITY | 552848AE3 | 121 | 81,000 | PRN | OTR | 1 | 81 | 0 | 0 | |
MGM MIRAGE | CONVERTIBLE SECURITY | 55303QAE0 | 448 | 304,000 | PRN | OTR | 1 | 304 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CONVERTIBLE SECURITY | 595017AB0 | 229 | 120,000 | PRN | OTR | 1 | 120 | 0 | 0 | |
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAC4 | 250 | 200,000 | PRN | OTR | 1 | 200 | 0 | 0 | |
MYLAN LABORATORIES INC | COMMON STOCK | 628530107 | 244 | 4,725 | SH | OTR | 1 | 4,725 | 0 | 0 | |
NOVELLUS SYSTEMS INC | CONVERTIBLE SECURITY | 670008AD3 | 525 | 260,000 | PRN | OTR | 1 | 260 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AH8 | 212 | 180,000 | PRN | OTR | 1 | 180 | 0 | 0 | |
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AS5 | 202 | 170,000 | PRN | OTR | 1 | 170 | 0 | 0 | |
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AQ9 | 512 | 360,000 | PRN | OTR | 1 | 360 | 0 | 0 | |
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAA5 | 224 | 215,000 | PRN | OTR | 1 | 215 | 0 | 0 | |
SALESFORCE.COM INC | CONVERTIBLE SECURITY | 79466LAD6 | 688 | 600,000 | PRN | OTR | 1 | 600 | 0 | 0 | |
SALIX PHARMACEUTICALS LTD | CONVERTIBLE SECURITY | 795435AE6 | 167 | 85,000 | PRN | OTR | 1 | 85 | 0 | 0 | |
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 262 | 2,220 | SH | OTR | 1 | 2,220 | 0 | 0 | |
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 811904AM3 | 115 | 100,000 | PRN | OTR | 1 | 100 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAA0 | 220 | 220,000 | PRN | OTR | 1 | 220 | 0 | 0 | |
STANDARD PACIFIC CORP | CONVERTIBLE SECURITY | 85375CBC4 | 272 | 215,000 | PRN | OTR | 1 | 215 | 0 | 0 | |
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502309 | 573 | 4,310 | SH | OTR | 1 | 4,310 | 0 | 0 | |
STONE ENERGY CP | CONVERTIBLE SECURITY | 861642AN6 | 140 | 109,000 | PRN | OTR | 1 | 109 | 0 | 0 | |
T ROWE PRICE | COMMON STOCK | 74144T108 | 234 | 2,775 | SH | OTR | 1 | 2,775 | 0 | 0 | |
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 238 | 195,000 | PRN | OTR | 1 | 195 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWARE | CONVERTIBLE SECURITY | 874054AC3 | 137 | 105,000 | PRN | OTR | 1 | 105 | 0 | 0 | |
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAB7 | 117 | 120,000 | PRN | OTR | 1 | 120 | 0 | 0 | |
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAC5 | 348 | 360,000 | PRN | OTR | 1 | 360 | 0 | 0 | |
TOLL BROTHERS FINANCE CORP. | CONVERTIBLE SECURITY | 88947EAM2 | 234 | 220,000 | PRN | OTR | 1 | 220 | 0 | 0 | |
UTD TECHS CORP | CONVERTIBLE PREFERRED SECURITY | 913017117 | 459 | 7,035 | SH | OTR | 1 | 7,035 | 0 | 0 | |
WELLPOINT INC | CONVERTIBLE SECURITY | 94973VBG1 | 638 | 415,000 | PRN | OTR | 1 | 415 | 0 | 0 | |
WELLS FARGO & COMPANY | COMMON STOCK | 949746101 | 235 | 4,475 | SH | OTR | 1 | 4,475 | 0 | 0 |