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 | 6,090 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | |
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 7,561 | 227,800 | SH | SOLE | 0 | 227,800 | 0 | 0 | |
ABBVIE | COMMON STOCK | 00287Y109 | 10,189 | 227,800 | SH | SOLE | 0 | 227,800 | 0 | 0 | |
ACADIA HEALTHCARE | COMMON STOCK | 00404A109 | 1,203 | 30,500 | SH | SOLE | 0 | 30,500 | 0 | 0 | |
ACCENTURE PLC | COMMON STOCK | G1151C101 | 296,853 | 4,031,136 | SH | SOLE | 0 | 3,781,015 | 0 | 250,121 | |
ACE LIMITED | COMMON STOCK | H0023R105 | 2,713 | 29,000 | SH | SOLE | 0 | 29,000 | 0 | 0 | |
AES CORP | COMMON STOCK | 00130H105 | 664 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
AETNA INC | COMMON STOCK | 00817Y108 | 1,697 | 26,500 | SH | SOLE | 0 | 26,500 | 0 | 0 | |
AFFILIATED MANAGERS GROUP | COMMON STOCK | 008252108 | 758 | 4,152 | SH | SOLE | 0 | 4,152 | 0 | 0 | |
AFLAC INC | COMMON STOCK | 001055102 | 2,294 | 37,000 | SH | SOLE | 0 | 37,000 | 0 | 0 | |
AGCO CORP | CONVERTIBLE SECURITY | 001084AM4 | 49,284 | 33,136,000 | PRN | SOLE | 0 | 32,764 | 0 | 372 | |
AGILENT TECHNOLOGIES INC | COMMON STOCK | 00846U101 | 9,545 | 186,253 | SH | SOLE | 0 | 161,012 | 0 | 25,241 | |
AIR LEASE | COMMON STOCK | 00912X302 | 622 | 22,500 | SH | SOLE | 0 | 22,500 | 0 | 0 | |
AIR LEASE | CONVERTIBLE SECURITY | 00912XAK0 | 35,842 | 27,862,000 | PRN | SOLE | 0 | 27,702 | 0 | 160 | |
AIR METHODS CORP | COMMON STOCK | 009128307 | 1,010 | 23,700 | SH | SOLE | 0 | 23,700 | 0 | 0 | |
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK | 009158106 | 2,771 | 26,000 | SH | SOLE | 0 | 26,000 | 0 | 0 | |
AIRGAS INC | COMMON STOCK | 009363102 | 689 | 6,500 | SH | SOLE | 0 | 6,500 | 0 | 0 | |
ALBEMARLE CORP | COMMON STOCK | 012653101 | 2,809 | 44,635 | SH | SOLE | 0 | 44,635 | 0 | 0 | |
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351109 | 1,975 | 17,000 | SH | SOLE | 0 | 17,000 | 0 | 0 | |
ALKERMES PLC | COMMON STOCK | G01767105 | 4,862 | 144,631 | SH | SOLE | 0 | 117,072 | 0 | 27,559 | |
ALLEGIANT TRAVEL CO | COMMON STOCK | 01748X102 | 24,615 | 233,630 | SH | SOLE | 0 | 222,725 | 0 | 10,905 | |
ALLERGAN INC | COMMON STOCK | 018490102 | 3,256 | 36,000 | SH | SOLE | 0 | 36,000 | 0 | 0 | |
ALLIANCEBERNSTEIN HOLDING LP | COMMON STOCK | 01881G106 | 2,872 | 144,635 | SH | SOLE | 0 | 144,635 | 0 | 0 | |
ALLIANT TECHSYS | CONVERTIBLE SECURITY | 018804AK0 | 18,259 | 13,922,000 | PRN | SOLE | 0 | 13,759 | 0 | 163 | |
ALLSTATE CORP | COMMON STOCK | 020002101 | 23,278 | 460,500 | SH | SOLE | 0 | 460,500 | 0 | 0 | |
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 8,828 | 257,000 | SH | SOLE | 0 | 257,000 | 0 | 0 | |
AMAZON.COM INC | COMMON STOCK | 023135907 | 6,198 | 1,040 | SH | Call | SOLE | 0 | 1,040 | 0 | 0 |
AMAZON.COM INC | COMMON STOCK | 023135106 | 311,914 | 997,679 | SH | SOLE | 0 | 975,813 | 0 | 21,866 | |
AMC NETWORKS INC | COMMON STOCK | 00164V103 | 719 | 10,500 | SH | SOLE | 0 | 10,500 | 0 | 0 | |
AMER ELECTRIC POWER INC | COMMON STOCK | 025537101 | 2,731 | 63,000 | SH | SOLE | 0 | 63,000 | 0 | 0 | |
AMER EXPRESS CO. | COMMON STOCK | 025816109 | 68,149 | 902,398 | SH | SOLE | 0 | 872,688 | 0 | 29,710 | |
AMER INTL GROUP | COMMON STOCK | 026874784 | 60,947 | 1,253,275 | SH | SOLE | 0 | 1,253,275 | 0 | 0 | |
AMEREN CORP | COMMON STOCK | 023608102 | 1,045 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
AMERICA MOVIL SA | COMMON STOCK | 02364W105 | 3,704 | 187,000 | SH | SOLE | 0 | 187,000 | 0 | 0 | |
AMERICAN TOWER REIT INC | COMMON STOCK | 03027X100 | 825 | 11,135 | SH | SOLE | 0 | 9,987 | 0 | 1,148 | |
AMGEN INC | COMMON STOCK | 031162100 | 6,940 | 62,000 | SH | SOLE | 0 | 62,000 | 0 | 0 | |
AMPHENOL CORP | COMMON STOCK | 032095101 | 1,548 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | COMMON STOCK | 032359309 | 530 | 13,573 | SH | SOLE | 0 | 13,573 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | CONVERTIBLE SECURITY | 032359AC5 | 19,954 | 12,662,000 | PRN | SOLE | 0 | 12,662 | 0 | 0 | |
ANADARKO PETROLEUM | COMMON STOCK | 032511107 | 45,600 | 490,370 | SH | SOLE | 0 | 489,470 | 0 | 900 | |
APACHE CORP | COMMON STOCK | 037411105 | 2,086 | 24,500 | SH | SOLE | 0 | 24,500 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT | COMMON STOCK | 037612306 | 2,940 | 104,045 | SH | SOLE | 0 | 104,045 | 0 | 0 | |
APPLE INC | COMMON STOCK | 037833900 | 2,816 | 1,100 | SH | Call | SOLE | 0 | 1,100 | 0 | 0 |
APPLE INC | COMMON STOCK | 037833100 | 638,422 | 1,339,112 | SH | SOLE | 0 | 1,314,833 | 0 | 24,279 | |
APPLIED MATERIALS INC | COMMON STOCK | 038222105 | 27,187 | 1,550,000 | SH | SOLE | 0 | 1,550,000 | 0 | 0 | |
ARCHER DANIELS MIDLAND | CONVERTIBLE SECURITY | 039483AW2 | 2,127 | 2,088,000 | PRN | SOLE | 0 | 1,973 | 0 | 115 | |
ARCHER DANIELS MIDLAND | COMMON STOCK | 039483102 | 4,052 | 110,000 | SH | SOLE | 0 | 110,000 | 0 | 0 | |
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAD5 | 400 | 378,000 | PRN | SOLE | 0 | 378 | 0 | 0 | |
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAB9 | 52,357 | 48,696,000 | PRN | SOLE | 0 | 47,876 | 0 | 820 | |
ARRIS GROUP INC | CONVERTIBLE SECURITY | 04269QAC4 | 45,880 | 42,695,000 | PRN | SOLE | 0 | 41,914 | 0 | 781 | |
ASPEN TECHNOLOGY INC | COMMON STOCK | 045327103 | 632 | 18,300 | SH | SOLE | 0 | 18,300 | 0 | 0 | |
AT&T INC | COMMON STOCK | 00206R102 | 52,593 | 1,555,100 | SH | SOLE | 0 | 1,555,100 | 0 | 0 | |
ATWOOD OCEANICS | COMMON STOCK | 050095108 | 670 | 12,175 | SH | SOLE | 0 | 12,175 | 0 | 0 | |
AUTOMATIC DATA | COMMON STOCK | 053015103 | 3,040 | 42,000 | SH | SOLE | 0 | 42,000 | 0 | 0 | |
AUTOZONE INC | COMMON STOCK | 053332102 | 438 | 1,035 | SH | SOLE | 0 | 1,035 | 0 | 0 | |
B/E AEROSPACE INC | COMMON STOCK | 073302101 | 34,358 | 465,427 | SH | SOLE | 0 | 449,004 | 0 | 16,423 | |
BAKER HUGHES | COMMON STOCK | 057224107 | 3,682 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
BALCHEM CORP | COMMON STOCK | 057665200 | 450 | 8,700 | SH | SOLE | 0 | 8,700 | 0 | 0 | |
BANK OF AMER | COMMON STOCK | 060505104 | 21,459 | 1,555,000 | SH | SOLE | 0 | 1,555,000 | 0 | 0 | |
BANK OF NEW YORK MELLON CORP | COMMON STOCK | 064058100 | 7,276 | 241,000 | SH | SOLE | 0 | 241,000 | 0 | 0 | |
BARRICK GOLD CORP | COMMON STOCK | 067901108 | 1,195 | 64,200 | SH | SOLE | 0 | 64,200 | 0 | 0 | |
BASIC ENERGY SERVICES INC | COMMON STOCK | 06985P100 | 522 | 41,300 | SH | SOLE | 0 | 41,300 | 0 | 0 | |
BAXTER INTL INC | COMMON STOCK | 071813109 | 3,941 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
BB&T CORPORATION | COMMON STOCK | 054937107 | 2,869 | 85,000 | SH | SOLE | 0 | 85,000 | 0 | 0 | |
BEAM INC | COMMON STOCK | 073730103 | 1,293 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
BED BATH & BEYOND INC | COMMON STOCK | 075896100 | 55,190 | 713,418 | SH | SOLE | 0 | 691,584 | 0 | 21,834 | |
BERKSHIRE HTH | COMMON STOCK | 084670702 | 25,079 | 220,943 | SH | SOLE | 0 | 220,943 | 0 | 0 | |
BIOGEN IDEC INC | COMMON STOCK | 09062X103 | 45,294 | 188,130 | SH | SOLE | 0 | 182,916 | 0 | 5,214 | |
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK | 09061G101 | 318 | 4,400 | SH | SOLE | 0 | 4,400 | 0 | 0 | |
BLACKROCK INC | COMMON STOCK | 09247X101 | 3,247 | 12,000 | SH | SOLE | 0 | 12,000 | 0 | 0 | |
BLACKSTONE GROUP LP | COMMON STOCK | 09253U108 | 78,927 | 3,171,052 | SH | SOLE | 0 | 3,130,386 | 0 | 40,666 | |
BOEING CO | COMMON STOCK | 097023105 | 9,400 | 80,000 | SH | SOLE | 0 | 80,000 | 0 | 0 | |
BONANZA CREEK ENERGY INC | COMMON STOCK | 097793103 | 572 | 11,860 | SH | SOLE | 0 | 11,860 | 0 | 0 | |
BORGWARNR INC | COMMON STOCK | 099724106 | 41,971 | 413,955 | SH | SOLE | 0 | 403,020 | 0 | 10,935 | |
BOTTOMLINE TECH | CONVERTIBLE SECURITY | 101388AA4 | 8,869 | 7,750,000 | PRN | SOLE | 0 | 7,750 | 0 | 0 | |
BP PLC | COMMON STOCK | 055622104 | 33,624 | 800,000 | SH | SOLE | 0 | 800,000 | 0 | 0 | |
BRISTOL MYERS SQUIBB | COMMON STOCK | 110122108 | 7,328 | 158,347 | SH | SOLE | 0 | 158,347 | 0 | 0 | |
BROADCOM CORP-A | COMMON STOCK | 111320107 | 910 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
BROADSOFT INC | CONVERTIBLE SECURITY | 11133BAB8 | 7,773 | 7,000,000 | PRN | SOLE | 0 | 7,000 | 0 | 0 | |
BROOKDALE SENIOR LIVING INC | CONVERTIBLE SECURITY | 112463AA2 | 8,799 | 7,500,000 | PRN | SOLE | 0 | 7,500 | 0 | 0 | |
BRUKER BIOSCIENCES CORP | COMMON STOCK | 116794108 | 3,230 | 156,414 | SH | SOLE | 0 | 123,060 | 0 | 33,354 | |
CACI INTL | CONVERTIBLE SECURITY | 127190AD8 | 25,497 | 20,000,000 | PRN | SOLE | 0 | 20,000 | 0 | 0 | |
CAMERON INTL CORP | COMMON STOCK | 13342B105 | 79,925 | 1,369,281 | SH | SOLE | 0 | 1,301,630 | 0 | 67,651 | |
CAPITAL ONE FINANCIAL CORP | COMMON STOCK | 14040H105 | 5,843 | 85,000 | SH | SOLE | 0 | 85,000 | 0 | 0 | |
CAREFUSION CORP | COMMON STOCK | 14170T101 | 1,476 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
CARMAX INC | COMMON STOCK | 143130102 | 969 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
CARNIVAL CORP | COMMON STOCK | 143658300 | 14,313 | 438,500 | SH | SOLE | 0 | 438,500 | 0 | 0 | |
CATERPILLAR INC | COMMON STOCK | 149123101 | 63,289 | 759,135 | SH | SOLE | 0 | 759,135 | 0 | 0 | |
CBS CORP | COMMON STOCK | 124857202 | 6,312 | 114,430 | SH | SOLE | 0 | 114,430 | 0 | 0 | |
CELGENE CORP | COMMON STOCK | 151020104 | 13,305 | 3,865 | SH | Call | SOLE | 0 | 3,865 | 0 | 0 |
CELGENE CORP | COMMON STOCK | 151020104 | 152,350 | 989,736 | SH | SOLE | 0 | 964,052 | 0 | 25,684 | |
CEMEX SA | CONVERTIBLE SECURITY | 151290AV5 | 81,855 | 69,580,000 | PRN | SOLE | 0 | 69,580 | 0 | 0 | |
CENTURYLINK INC | COMMON STOCK | 156700106 | 2,950 | 94,000 | SH | SOLE | 0 | 94,000 | 0 | 0 | |
CEPHEID INC | COMMON STOCK | 15670R107 | 630 | 16,127 | SH | SOLE | 0 | 16,127 | 0 | 0 | |
CERNER CORP | COMMON STOCK | 156782104 | 163,647 | 3,114,120 | SH | SOLE | 0 | 2,997,850 | 0 | 116,270 | |
CF INDUSTRIES HOLDINGS INC | COMMON STOCK | 125269100 | 1,897 | 9,000 | SH | SOLE | 0 | 9,000 | 0 | 0 | |
CHEMED CORP | CONVERTIBLE SECURITY | 16359RAC7 | 30,307 | 28,915,000 | PRN | SOLE | 0 | 28,674 | 0 | 241 | |
CHESAPEAKE ENERGY CORP | CONVERTIBLE SECURITY | 165167BW6 | 7,094 | 6,830,000 | PRN | SOLE | 0 | 6,830 | 0 | 0 | |
CHESAPEAKE ENERGY | CONVERTIBLE SECURITY | 165167CB1 | 17,842 | 19,500,000 | PRN | SOLE | 0 | 19,500 | 0 | 0 | |
CHESAPEAKE ENRG | CONVERTIBLE SECURITY | 165167BZ9 | 685 | 694,000 | PRN | SOLE | 0 | 694 | 0 | 0 | |
CHEVRONTEXACO CORP | COMMON STOCK | 166764100 | 66,745 | 549,345 | SH | SOLE | 0 | 549,345 | 0 | 0 | |
CHICAGO BRIDGE & IRON | COMMON STOCK | 167250109 | 141,551 | 2,088,692 | SH | SOLE | 0 | 1,951,115 | 0 | 137,577 | |
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK | 169656105 | 36,819 | 85,885 | SH | SOLE | 0 | 81,264 | 0 | 4,621 | |
CHUBB CORP | COMMON STOCK | 171232101 | 1,785 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
CIENA CORP | COMMON STOCK | 171779309 | 455 | 18,200 | SH | SOLE | 0 | 18,200 | 0 | 0 | |
CIGNA CORP | COMMON STOCK | 125509109 | 2,729 | 35,500 | SH | SOLE | 0 | 35,500 | 0 | 0 | |
CISCO SYSTEMS INC | COMMON STOCK | 17275R102 | 82,946 | 3,541,665 | SH | SOLE | 0 | 3,532,265 | 0 | 9,400 | |
CITIGROUP INC | COMMON STOCK | 172967904 | 1,189 | 5,800 | SH | Call | SOLE | 0 | 5,800 | 0 | 0 |
CITIGROUP INC | COMMON STOCK | 172967424 | 201,697 | 4,157,846 | SH | SOLE | 0 | 4,113,325 | 0 | 44,521 | |
CITRIX SYSTEMS INC | COMMON STOCK | 177376100 | 2,613 | 37,000 | SH | SOLE | 0 | 37,000 | 0 | 0 | |
CLIFFS NATURAL RESOURCES INC | COMMON STOCK | 18683K101 | 810 | 39,500 | SH | SOLE | 0 | 39,500 | 0 | 0 | |
CMS ENERGY CORP | COMMON STOCK | 125896100 | 1,448 | 55,000 | SH | SOLE | 0 | 55,000 | 0 | 0 | |
COACH INC | COMMON STOCK | 189754104 | 3,953 | 72,500 | SH | SOLE | 0 | 72,500 | 0 | 0 | |
COCA-COLA CO | COMMON STOCK | 191216100 | 265,401 | 7,006,356 | SH | SOLE | 0 | 6,951,060 | 0 | 55,296 | |
COGNIZANT TECH SOLUTIONS CORP | COMMON STOCK | 192446102 | 2,012 | 24,500 | SH | SOLE | 0 | 24,500 | 0 | 0 | |
COLFAX CORP | COMMON STOCK | 194014106 | 825 | 14,600 | SH | SOLE | 0 | 14,600 | 0 | 0 | |
COLGATE-PALMOLIVE CO | COMMON STOCK | 194162103 | 5,651 | 95,298 | SH | SOLE | 0 | 95,298 | 0 | 0 | |
COLONY FINANCIAL INC | COMMON STOCK | 19624R106 | 683 | 34,195 | SH | SOLE | 0 | 34,195 | 0 | 0 | |
COMCAST CORP | COMMON STOCK | 20030N101 | 31,943 | 707,485 | SH | SOLE | 0 | 707,485 | 0 | 0 | |
COMMVAULT SYSTEMS INC | COMMON STOCK | 204166102 | 42,803 | 487,336 | SH | SOLE | 0 | 465,175 | 0 | 22,161 | |
COMPANHIA DE BEBIDAS | COMMON STOCK | 20441W203 | 4,305 | 112,255 | SH | SOLE | 0 | 112,255 | 0 | 0 | |
CONAGRA FOODS INC | COMMON STOCK | 205887102 | 1,262 | 41,580 | SH | SOLE | 0 | 41,580 | 0 | 0 | |
CONN'S INC | COMMON STOCK | 208242107 | 33,755 | 674,558 | SH | SOLE | 0 | 634,586 | 0 | 39,972 | |
CONOCOPHILLIPS | COMMON STOCK | 20825C104 | 9,731 | 140,000 | SH | SOLE | 0 | 140,000 | 0 | 0 | |
CONSOL EDISON | COMMON STOCK | 209115104 | 2,206 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015901 | 14,207 | 6,245 | SH | Call | SOLE | 0 | 6,245 | 0 | 0 |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 165,894 | 1,546,650 | SH | SOLE | 0 | 1,514,144 | 0 | 32,506 | |
COSTCO WHOLESALE CORP | COMMON STOCK | 22160K105 | 58,101 | 504,696 | SH | SOLE | 0 | 504,696 | 0 | 0 | |
COVANCE INC | COMMON STOCK | 222816100 | 40,998 | 474,182 | SH | SOLE | 0 | 453,317 | 0 | 20,865 | |
COVIDIEN PLC | COMMON STOCK | G2554F113 | 75,015 | 1,230,961 | SH | SOLE | 0 | 1,067,811 | 0 | 163,150 | |
CREE INC | COMMON STOCK | 225447101 | 19,685 | 327,043 | SH | SOLE | 0 | 308,421 | 0 | 18,622 | |
CROWN CASTLE INTL CORP | COMMON STOCK | 228227104 | 3,652 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
CSX CORPORATION | COMMON STOCK | 126408103 | 3,475 | 135,000 | SH | SOLE | 0 | 135,000 | 0 | 0 | |
CUMMINS INC | COMMON STOCK | 231021106 | 2,059 | 15,500 | SH | SOLE | 0 | 15,500 | 0 | 0 | |
CVS CORP | COMMON STOCK | 126650100 | 5,959 | 105,000 | SH | SOLE | 0 | 105,000 | 0 | 0 | |
D R HORTON INC | COMMON STOCK | 23331A109 | 64,634 | 3,326,526 | SH | SOLE | 0 | 3,189,615 | 0 | 136,911 | |
DANAHER CORP | COMMON STOCK | 235851102 | 4,159 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 14,467 | 7,175,000 | PRN | SOLE | 0 | 6,708 | 0 | 467 | |
DAVITA HEALTHCARE PARTNERS INC | COMMON STOCK | 23918K108 | 1,138 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
DEALERTRACK HOLDINGS INC | CONVERTIBLE SECURITY | 242309AB8 | 19,914 | 15,463,000 | PRN | SOLE | 0 | 15,190 | 0 | 273 | |
DECKERS OUTDOOR | COMMON STOCK | 243537107 | 36,783 | 557,990 | SH | SOLE | 0 | 538,834 | 0 | 19,156 | |
DEERE & CO | COMMON STOCK | 244199105 | 2,604 | 32,000 | SH | SOLE | 0 | 32,000 | 0 | 0 | |
DEL FRISCO'S RESTAURANT GROUP | COMMON STOCK | 245077102 | 2,888 | 143,178 | SH | SOLE | 0 | 116,940 | 0 | 26,238 | |
DELL INC | COMMON STOCK | 24702R101 | 3,511 | 255,000 | SH | SOLE | 0 | 255,000 | 0 | 0 | |
DELPHI AUTOMOTIVE | COMMON STOCK | G27823106 | 57,931 | 991,626 | SH | SOLE | 0 | 925,357 | 0 | 66,269 | |
DEVON ENERGY CORPORATION | COMMON STOCK | 25179M103 | 4,707 | 81,500 | SH | SOLE | 0 | 81,500 | 0 | 0 | |
DIAGEO | COMMON STOCK | 25243Q205 | 2,966 | 23,336 | SH | SOLE | 0 | 23,336 | 0 | 0 | |
DIAMOND OFFSHORE DRILLING INC | COMMON STOCK | 25271C102 | 3,739 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
DICK'S SPORTING GOODS INC | COMMON STOCK | 253393102 | 4,780 | 89,540 | SH | SOLE | 0 | 72,529 | 0 | 17,011 | |
DIGITALGLOBE INC | COMMON STOCK | 25389M877 | 569 | 18,000 | SH | SOLE | 0 | 18,000 | 0 | 0 | |
DIRECTV | COMMON STOCK | 25490A309 | 13,793 | 230,852 | SH | SOLE | 0 | 201,792 | 0 | 29,060 | |
DISCOVER FINANCIAL SERVICES | COMMON STOCK | 254709108 | 17,859 | 353,355 | SH | SOLE | 0 | 353,355 | 0 | 0 | |
DISCOVERY COMMUNICATIONS INC | COMMON STOCK | 25470F104 | 2,786 | 33,005 | SH | SOLE | 0 | 33,005 | 0 | 0 | |
DISNEY WALT CO | COMMON STOCK | 254687106 | 36,121 | 560,100 | SH | SOLE | 0 | 560,100 | 0 | 0 | |
DOLLAR GENERAL | COMMON STOCK | 256677105 | 1,468 | 26,000 | SH | SOLE | 0 | 26,000 | 0 | 0 | |
DOMINION RESOURCES INC VA | COMMON STOCK | 25746U109 | 2,812 | 45,000 | SH | SOLE | 0 | 45,000 | 0 | 0 | |
DOMINOS PIZZA INC | COMMON STOCK | 25754A201 | 40,078 | 589,822 | SH | SOLE | 0 | 553,296 | 0 | 36,526 | |
DOVER CORP | COMMON STOCK | 260003108 | 161,527 | 1,798,139 | SH | SOLE | 0 | 1,750,087 | 0 | 48,052 | |
DOW CHEMICAL CO | COMMON STOCK | 260543103 | 23,078 | 601,000 | SH | SOLE | 0 | 601,000 | 0 | 0 | |
DRESSER-RAND GROUP INC | COMMON STOCK | 261608103 | 325 | 5,205 | SH | SOLE | 0 | 5,205 | 0 | 0 | |
DRIL-QUIP | COMMON STOCK | 262037104 | 448 | 3,900 | SH | SOLE | 0 | 3,900 | 0 | 0 | |
DUKE ENERGY CORP | COMMON STOCK | 26441C204 | 8,348 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | |
DUPONT DE NEMOUR & CO | COMMON STOCK | 263534109 | 5,739 | 98,000 | SH | SOLE | 0 | 98,000 | 0 | 0 | |
EASTMAN CHEM CO | COMMON STOCK | 277432100 | 28,651 | 367,786 | SH | SOLE | 0 | 353,119 | 0 | 14,667 | |
EATON CORP PLC | COMMON STOCK | G29183103 | 244,319 | 3,549,084 | SH | SOLE | 0 | 3,402,903 | 0 | 146,181 | |
EATON VANCE CORP | COMMON STOCK | 278265103 | 485 | 12,485 | SH | SOLE | 0 | 12,485 | 0 | 0 | |
EBAY INC | COMMON STOCK | 278642903 | 4,695 | 2,925 | SH | Call | SOLE | 0 | 2,925 | 0 | 0 |
EBAY INC | COMMON STOCK | 278642103 | 266,817 | 4,782,531 | SH | SOLE | 0 | 4,698,260 | 0 | 84,271 | |
EDISON INTL | COMMON STOCK | 281020107 | 2,303 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
EDWARDS LIFESCI | COMMON STOCK | 28176E108 | 870 | 12,500 | SH | SOLE | 0 | 12,500 | 0 | 0 | |
ELECTRONIC ARTS INC | COMMON STOCK | 285512109 | 1,278 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
ELECTRONIC ARTS INC | CONVERTIBLE SECURITY | 285512AA7 | 57,835 | 53,087,000 | PRN | SOLE | 0 | 52,496 | 0 | 591 | |
ELI LILLY & CO | COMMON STOCK | 532457108 | 21,353 | 424,250 | SH | SOLE | 0 | 424,250 | 0 | 0 | |
EMC CORP | CONVERTIBLE SECURITY | 268648AM4 | 25,005 | 15,635,000 | PRN | SOLE | 0 | 15,266 | 0 | 369 | |
EMC CORP | COMMON STOCK | 268648102 | 9,464 | 370,260 | SH | SOLE | 0 | 370,260 | 0 | 0 | |
EMERSON ELECTRIC CO | COMMON STOCK | 291011104 | 3,882 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CONVERTIBLE SECURITY | 292554AC6 | 7,808 | 5,000,000 | PRN | SOLE | 0 | 5,000 | 0 | 0 | |
ENDO PHARMACEUT | CONVERTIBLE SECURITY | 29264FAB2 | 15,876 | 10,000,000 | PRN | SOLE | 0 | 10,000 | 0 | 0 | |
ENDOLOGIX INC | COMMON STOCK | 29266S106 | 498 | 30,900 | SH | SOLE | 0 | 30,900 | 0 | 0 | |
ENERGIZER HLDGS | COMMON STOCK | 29266R108 | 405 | 4,445 | SH | SOLE | 0 | 4,445 | 0 | 0 | |
ENERSYS | CONVERTIBLE SECURITY | 29275YAA0 | 30,478 | 19,753,000 | PRN | SOLE | 0 | 19,241 | 0 | 512 | |
ENTERGY CORP | COMMON STOCK | 29364G103 | 1,517 | 24,000 | SH | SOLE | 0 | 24,000 | 0 | 0 | |
ENTERPRISE PRODUCTS PARTNERS | COMMON STOCK | 293792107 | 642 | 10,515 | SH | SOLE | 0 | 10,515 | 0 | 0 | |
ENVISION HEALTHCARE HOLDINGS | COMMON STOCK | 29413U103 | 560 | 21,500 | SH | SOLE | 0 | 21,500 | 0 | 0 | |
EOG RESOURCES INC | COMMON STOCK | 26875P101 | 161,063 | 951,457 | SH | SOLE | 0 | 932,567 | 0 | 18,890 | |
EPL OIL & GAS INC | COMMON STOCK | 26883D108 | 25,518 | 687,625 | SH | SOLE | 0 | 653,644 | 0 | 33,981 | |
EQT CORP | COMMON STOCK | 26884L109 | 1,774 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
EQUINIX INC | COMMON STOCK | 29444U502 | 849 | 4,625 | SH | SOLE | 0 | 4,625 | 0 | 0 | |
EQUINIX INC | CONVERTIBLE SECURITY | 29444UAG1 | 12,192 | 7,300,000 | PRN | SOLE | 0 | 7,300 | 0 | 0 | |
EXELON CORP | COMMON STOCK | 30161N101 | 2,386 | 80,500 | SH | SOLE | 0 | 80,500 | 0 | 0 | |
EXPEDIA INC | COMMON STOCK | 30212P303 | 492 | 9,500 | SH | SOLE | 0 | 9,500 | 0 | 0 | |
EXPEDITORS INTL WASHINGTON INC | COMMON STOCK | 302130109 | 1,388 | 31,500 | SH | SOLE | 0 | 31,500 | 0 | 0 | |
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK | 30219G108 | 4,325 | 70,000 | SH | SOLE | 0 | 70,000 | 0 | 0 | |
EXTERRAN HOLDINGS INC | CONVERTIBLE SECURITY | 30225XAA1 | 38,168 | 30,585,000 | PRN | SOLE | 0 | 30,279 | 0 | 306 | |
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 45,384 | 527,475 | SH | SOLE | 0 | 527,475 | 0 | 0 | |
F5 NETWORKSINC | COMMON STOCK | 315616102 | 1,930 | 22,500 | SH | SOLE | 0 | 22,500 | 0 | 0 | |
FACEBOOK INC | COMMON STOCK | 30303M102 | 174,259 | 3,468,537 | SH | SOLE | 0 | 3,332,569 | 0 | 135,968 | |
FAIRCHILD SEMICONDUCTOR INTL | COMMON STOCK | 303726103 | 681 | 49,000 | SH | SOLE | 0 | 49,000 | 0 | 0 | |
FEDEX CORP | COMMON STOCK | 31428X106 | 3,994 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
FIDELITY NATIONAL FINL INC | CONVERTIBLE SECURITY | 31620RAE5 | 4,409 | 3,108,000 | PRN | SOLE | 0 | 2,968 | 0 | 140 | |
FIFTH THIRD BK | COMMON STOCK | 316773100 | 1,984 | 110,000 | SH | SOLE | 0 | 110,000 | 0 | 0 | |
FINANCIAL ENGINES INC | COMMON STOCK | 317485100 | 351 | 5,910 | SH | SOLE | 0 | 5,910 | 0 | 0 | |
FIRSTENERGY CORP | COMMON STOCK | 337932107 | 1,822 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
FLEETCOR TECHNOLOGIES INC | COMMON STOCK | 339041105 | 37,341 | 338,974 | SH | SOLE | 0 | 316,591 | 0 | 22,383 | |
FLEETMATICS GROUP PLC | COMMON STOCK | G35569105 | 26,107 | 695,251 | SH | SOLE | 0 | 670,297 | 0 | 24,954 | |
FLOWERS FOODS INC | COMMON STOCK | 343498101 | 23,997 | 1,119,264 | SH | SOLE | 0 | 1,119,264 | 0 | 0 | |
FLOWSERVE CORPORATION | COMMON STOCK | 34354P105 | 493 | 7,900 | SH | SOLE | 0 | 7,900 | 0 | 0 | |
FLUOR CORP-NEW | COMMON STOCK | 343412102 | 2,342 | 33,000 | SH | SOLE | 0 | 33,000 | 0 | 0 | |
FORD MOTOR CO | COMMON STOCK | 345370860 | 21,931 | 1,300,000 | SH | SOLE | 0 | 1,300,000 | 0 | 0 | |
FOREST CITY ENTERPRISES INC | CONVERTIBLE SECURITY | 345550AP2 | 5,554 | 5,000,000 | PRN | SOLE | 0 | 5,000 | 0 | 0 | |
FORESTAR GROUP INC | CONVERTIBLE SECURITY | 346232AB7 | 6,978 | 6,000,000 | PRN | SOLE | 0 | 6,000 | 0 | 0 | |
FORTINET INC | COMMON STOCK | 34959E109 | 805 | 39,750 | SH | SOLE | 0 | 39,750 | 0 | 0 | |
FORTUNE BRANDS HOME & SECURITY | COMMON STOCK | 34964C106 | 50,256 | 1,207,216 | SH | SOLE | 0 | 1,179,383 | 0 | 27,833 | |
FRANKLIN RESOURCES INC | COMMON STOCK | 354613101 | 126,384 | 2,500,179 | SH | SOLE | 0 | 2,462,813 | 0 | 37,366 | |
FREEPORT-MCMORAN COP&GOLD | COMMON STOCK | 35671D857 | 8,604 | 260,093 | SH | SOLE | 0 | 260,093 | 0 | 0 | |
FXCM INC | COMMON STOCK | 302693106 | 774 | 39,200 | SH | SOLE | 0 | 39,200 | 0 | 0 | |
GAP INC | COMMON STOCK | 364760108 | 2,014 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
GENERAL CABLE CORP | CONVERTIBLE SECURITY | 369300AL2 | 17,364 | 15,361,000 | PRN | SOLE | 0 | 15,147 | 0 | 214 | |
GENERAL CABLE CORP | CONVERTIBLE SECURITY | 369300AD0 | 19,985 | 19,993,000 | PRN | SOLE | 0 | 19,993 | 0 | 0 | |
GENERAL DYNAMICS CORP | COMMON STOCK | 369550108 | 5,689 | 65,000 | SH | SOLE | 0 | 65,000 | 0 | 0 | |
GENERAL ELECTRIC CO | COMMON STOCK | 369604103 | 92,633 | 3,877,500 | SH | SOLE | 0 | 3,877,500 | 0 | 0 | |
GENERAL MILLS INC | COMMON STOCK | 370334104 | 1,198 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
GENERAL MOTORS CO | Warrants | 37045V126 | 1,520 | 81,739 | SH | SOLE | 0 | 81,739 | 0 | 0 | |
GENERAL MOTORS CO | Warrants | 37045V118 | 2,160 | 81,739 | SH | SOLE | 0 | 81,739 | 0 | 0 | |
GENERAL MOTORS CO | COMMON STOCK | 37045V100 | 5,392 | 149,912 | SH | SOLE | 0 | 149,912 | 0 | 0 | |
GENERAL MOTORS CO | CONVERTIBLE PREFERRED SECURITY | 37045V209 | 109,563 | 2,184,715 | SH | SOLE | 0 | 2,166,825 | 0 | 17,890 | |
GENESEE & WYOMING INC | CONVERTIBLE PREFERRED SECURITY | 371559204 | 55,848 | 439,210 | SH | SOLE | 0 | 436,290 | 0 | 2,920 | |
GENESEE & WYOMING INC | COMMON STOCK | 371559105 | 2,043 | 21,975 | SH | SOLE | 0 | 21,975 | 0 | 0 | |
GENWORTH FINANCIAL INC | COMMON STOCK | 37247D106 | 1,023 | 80,000 | SH | SOLE | 0 | 80,000 | 0 | 0 | |
GILEAD SCIENCE | CONVERTIBLE SECURITY | 375558AN3 | 5,237 | 1,880,000 | PRN | SOLE | 0 | 1,687 | 0 | 193 | |
GILEAD SCIENCE | CONVERTIBLE SECURITY | 375558AP8 | 125,273 | 45,320,000 | PRN | SOLE | 0 | 44,973 | 0 | 347 | |
GILEAD SCIENCES | COMMON STOCK | 375558903 | 15,869 | 11,120 | SH | Call | SOLE | 0 | 11,120 | 0 | 0 |
GILEAD SCIENCES INC | COMMON STOCK | 375558103 | 144,482 | 2,299,209 | SH | SOLE | 0 | 2,223,003 | 0 | 76,206 | |
GOLDCORP INC | CONVERTIBLE SECURITY | 380956AB8 | 33,227 | 32,845,000 | PRN | SOLE | 0 | 32,665 | 0 | 180 | |
GOLDMAN SACHS | COMMON STOCK | 38141G104 | 49,889 | 315,335 | SH | SOLE | 0 | 315,335 | 0 | 0 | |
GOOGLE INC | COMMON STOCK | 38259P508 | 14,563 | 1,434 | SH | Call | SOLE | 0 | 1,434 | 0 | 0 |
GOOGLE INC | COMMON STOCK | 38259P508 | 305,241 | 348,485 | SH | SOLE | 0 | 335,100 | 0 | 13,385 | |
GULFPORT ENGY | COMMON STOCK | 402635304 | 631 | 9,800 | SH | SOLE | 0 | 9,800 | 0 | 0 | |
HALLIBURTON CO | COMMON STOCK | 406216101 | 4,285 | 89,000 | SH | SOLE | 0 | 89,000 | 0 | 0 | |
HANOVER INSURANCE GROUP INC | COMMON STOCK | 410867105 | 514 | 9,300 | SH | SOLE | 0 | 9,300 | 0 | 0 | |
HARMAN INTL IND | COMMON STOCK | 413086109 | 669 | 10,100 | SH | SOLE | 0 | 10,100 | 0 | 0 | |
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | 416515104 | 2,770 | 89,000 | SH | SOLE | 0 | 89,000 | 0 | 0 | |
HEALTH CR REIT | CONVERTIBLE SECURITY | 42217KAR7 | 5,960 | 4,822,000 | PRN | SOLE | 0 | 4,647 | 0 | 175 | |
HELIX ENERGY SOLUTIONS GROUP | CONVERTIBLE SECURITY | 42330PAG2 | 39,888 | 29,946,000 | PRN | SOLE | 0 | 29,866 | 0 | 80 | |
HELMERICH & PAYNE INC | COMMON STOCK | 423452101 | 1,172 | 17,000 | SH | SOLE | 0 | 17,000 | 0 | 0 | |
HERSHA HOSPTLY | COMMON STOCK | 427825104 | 1,125 | 201,275 | SH | SOLE | 0 | 201,275 | 0 | 0 | |
HERSHEY FOODS CORP | COMMON STOCK | 427866108 | 1,942 | 21,000 | SH | SOLE | 0 | 21,000 | 0 | 0 | |
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42805T105 | 54,959 | 2,480,077 | SH | SOLE | 0 | 2,400,207 | 0 | 79,870 | |
HESS CORP | COMMON STOCK | 42809H107 | 2,320 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
HITTITE MICROWAVE CORP | COMMON STOCK | 43365Y104 | 229 | 3,500 | SH | SOLE | 0 | 3,500 | 0 | 0 | |
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AB7 | 86,137 | 76,230,000 | PRN | SOLE | 0 | 75,739 | 0 | 491 | |
HOME DEPOT | COMMON STOCK | 437076102 | 155,881 | 2,055,119 | SH | SOLE | 0 | 2,016,855 | 0 | 38,264 | |
HOME INNS & HOTELS MANAG | COMMON STOCK | 43713W107 | 538 | 16,200 | SH | SOLE | 0 | 16,200 | 0 | 0 | |
HOMEAWAY INC | COMMON STOCK | 43739Q100 | 580 | 20,700 | SH | SOLE | 0 | 20,700 | 0 | 0 | |
HONEYWELL INTL | COMMON STOCK | 438516106 | 11,086 | 133,500 | SH | SOLE | 0 | 133,500 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CONVERTIBLE SECURITY | 440543AN6 | 29,026 | 22,400,000 | PRN | SOLE | 0 | 22,400 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CONVERTIBLE SECURITY | 440543AE6 | 56,866 | 47,886,000 | PRN | SOLE | 0 | 47,335 | 0 | 551 | |
HORSEHEAD HOLDING CORP | CONVERTIBLE SECURITY | 440694AB3 | 3,187 | 2,950,000 | PRN | SOLE | 0 | 2,950 | 0 | 0 | |
ICON PLC | COMMON STOCK | G4705A100 | 610 | 14,900 | SH | SOLE | 0 | 14,900 | 0 | 0 | |
ICONIX BRAND GROUP INC | CONVERTIBLE SECURITY | 451055AE7 | 32,896 | 26,613,000 | PRN | SOLE | 0 | 26,022 | 0 | 591 | |
IGNITE RESTAURANT GROUP INC | COMMON STOCK | 451730105 | 2,659 | 171,315 | SH | SOLE | 0 | 142,275 | 0 | 29,040 | |
ILLUMINA INC | COMMON STOCK | 452327109 | 33,478 | 414,172 | SH | SOLE | 0 | 391,273 | 0 | 22,899 | |
IMAX CORP | COMMON STOCK | 45245E109 | 786 | 26,000 | SH | SOLE | 0 | 26,000 | 0 | 0 | |
IMPERVA INC | COMMON STOCK | 45321L100 | 408 | 9,700 | SH | SOLE | 0 | 9,700 | 0 | 0 | |
INFOBLOX | COMMON STOCK | 45672H104 | 565 | 13,500 | SH | SOLE | 0 | 13,500 | 0 | 0 | |
INFOSYS LTD | COMMON STOCK | 456788108 | 2,069 | 43,000 | SH | SOLE | 0 | 43,000 | 0 | 0 | |
INFOSYS TECHNOLOGIES LTD | COMMON STOCK | 456788908 | 523 | 2,650 | SH | Call | SOLE | 0 | 2,650 | 0 | 0 |
INPHI CORP | COMMON STOCK | 45772F107 | 399 | 29,700 | SH | SOLE | 0 | 29,700 | 0 | 0 | |
INSULET CORP | CONVERTIBLE SECURITY | 45784PAC5 | 13,392 | 9,288,000 | PRN | SOLE | 0 | 9,288 | 0 | 0 | |
INSULET CORP | COMMON STOCK | 45784P101 | 26,227 | 723,701 | SH | SOLE | 0 | 684,937 | 0 | 38,764 | |
INTEGRA LIFESCI | CONVERTIBLE SECURITY | 457985AK5 | 17,336 | 17,012,000 | PRN | SOLE | 0 | 16,638 | 0 | 374 | |
INTEL CORP | CONVERTIBLE SECURITY | 458140AF7 | 900 | 726,000 | PRN | SOLE | 0 | 667 | 0 | 59 | |
INTEL CORP | CONVERTIBLE SECURITY | 458140AD2 | 8,813 | 8,123,000 | PRN | SOLE | 0 | 7,592 | 0 | 531 | |
INTEL CORP | COMMON STOCK | 458140100 | 12,953 | 565,125 | SH | SOLE | 0 | 565,125 | 0 | 0 | |
INTELSAT | CONVERTIBLE PREFERRED SECURITY | L5140P119 | 32,836 | 525,380 | SH | SOLE | 0 | 524,980 | 0 | 400 | |
INTERCONTINENTALEXCHANGE INC | COMMON STOCK | 45865V100 | 636 | 3,508 | SH | SOLE | 0 | 3,508 | 0 | 0 | |
INTERDGTL COMMS | CONVERTIBLE SECURITY | 458660AB3 | 11,582 | 11,000,000 | PRN | SOLE | 0 | 11,000 | 0 | 0 | |
INTERPUBLIC GROUP OF COS | COMMON STOCK | 460690100 | 1,288 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
INTERXION HOLDING NV | COMMON STOCK | N47279109 | 649 | 29,200 | SH | SOLE | 0 | 29,200 | 0 | 0 | |
INT'L BUSINESS MACHINES CORP | COMMON STOCK | 459200101 | 19,851 | 107,200 | SH | SOLE | 0 | 107,200 | 0 | 0 | |
INTL GAME TECHNOLOGY | COMMON STOCK | 459902102 | 1,013 | 53,500 | SH | SOLE | 0 | 53,500 | 0 | 0 | |
INTL GAME TECHNOLOGY | CONVERTIBLE SECURITY | 459902AQ5 | 59,854 | 54,173,000 | PRN | SOLE | 0 | 53,744 | 0 | 429 | |
INVENSENSE | COMMON STOCK | 46123D205 | 1,037 | 58,850 | SH | SOLE | 0 | 58,850 | 0 | 0 | |
INVESCO LTD | COMMON STOCK | G491BT108 | 2,392 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
IPG PHOTONICS CORP | COMMON STOCK | 44980X109 | 693 | 12,300 | SH | SOLE | 0 | 12,300 | 0 | 0 | |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 7,352 | 520,700 | SH | SOLE | 0 | 520,700 | 0 | 0 | |
IXIA | COMMON STOCK | 45071R109 | 318 | 20,285 | SH | SOLE | 0 | 20,285 | 0 | 0 | |
IXIA | CONVERTIBLE SECURITY | 45071RAB5 | 45,682 | 39,823,000 | PRN | SOLE | 0 | 39,345 | 0 | 478 | |
JACOBS ENGINEERING GROUP INC | COMMON STOCK | 469814107 | 41,048 | 705,533 | SH | SOLE | 0 | 681,538 | 0 | 23,995 | |
JAMBA INC | COMMON STOCK | 47023A309 | 630 | 47,100 | SH | SOLE | 0 | 47,100 | 0 | 0 | |
JANUS CAPITAL GROUP FUNDS | CONVERTIBLE SECURITY | 47102XAG0 | 235 | 230,000 | PRN | SOLE | 0 | 230 | 0 | 0 | |
JAZZ PHARMACEUTICALS | COMMON STOCK | G50871105 | 108,821 | 1,183,228 | SH | SOLE | 0 | 1,074,688 | 0 | 108,540 | |
JDS UNIPHASE CORP | COMMON STOCK | 46612J507 | 731 | 49,700 | SH | SOLE | 0 | 49,700 | 0 | 0 | |
JEFFERIES GROUP INC | CONVERTIBLE SECURITY | 472319AG7 | 18,393 | 17,491,000 | PRN | SOLE | 0 | 17,016 | 0 | 475 | |
JOHNSON & JOHNSON | CONVERTIBLE SECURITY | 02261WAB5 | 7,356 | 6,146,000 | PRN | SOLE | 0 | 6,146 | 0 | 0 | |
JOHNSON & JOHNSON | COMMON STOCK | 478160104 | 178,493 | 2,058,975 | SH | SOLE | 0 | 2,055,875 | 0 | 3,100 | |
JOHNSON CONTROLS INC | COMMON STOCK | 478366107 | 4,565 | 110,000 | SH | SOLE | 0 | 110,000 | 0 | 0 | |
JONES LANG LASALLE INC | COMMON STOCK | 48020Q107 | 707 | 8,100 | SH | SOLE | 0 | 8,100 | 0 | 0 | |
JOURNAL COMMUNICATIONS INC | COMMON STOCK | 481130102 | 101 | 11,867 | SH | SOLE | 0 | 9,757 | 0 | 2,110 | |
JOY GLOBAL INC | COMMON STOCK | 481165108 | 893 | 17,500 | SH | SOLE | 0 | 17,500 | 0 | 0 | |
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 222,206 | 4,298,829 | SH | SOLE | 0 | 4,258,276 | 0 | 40,553 | |
JUNIPER NETWORKS INC | COMMON STOCK | 48203R104 | 1,192 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
KANSAS CITY SOUTHERN | COMMON STOCK | 485170302 | 44,476 | 406,692 | SH | SOLE | 0 | 397,637 | 0 | 9,055 | |
KB HOME | CONVERTIBLE SECURITY | 48666KAS8 | 14,812 | 14,546,000 | PRN | SOLE | 0 | 14,320 | 0 | 226 | |
KELLOGG CO | COMMON STOCK | 487836108 | 1,351 | 23,000 | SH | SOLE | 0 | 23,000 | 0 | 0 | |
KEYW HOLDING CORP | COMMON STOCK | 493723100 | 332 | 24,700 | SH | SOLE | 0 | 24,700 | 0 | 0 | |
KIMBERLY-CLARK CORP | COMMON STOCK | 494368103 | 2,827 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
KINDER MORGAN ENERGY PRTNRS | COMMON STOCK | 494550106 | 3,622 | 45,370 | SH | SOLE | 0 | 45,370 | 0 | 0 | |
KKR & CO LP | COMMON STOCK | 48248M102 | 3,743 | 181,879 | SH | SOLE | 0 | 181,879 | 0 | 0 | |
KLA-TENCOR CORP | COMMON STOCK | 482480900 | 1,104 | 1,600 | SH | Call | SOLE | 0 | 1,600 | 0 | 0 |
KOHLS CORP | COMMON STOCK | 500255104 | 1,035 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
KRAFT FOODS GROUP INC | COMMON STOCK | 50076Q106 | 3,059 | 58,333 | SH | SOLE | 0 | 58,333 | 0 | 0 | |
KROGER CO | COMMON STOCK | 501044101 | 3,123 | 77,405 | SH | SOLE | 0 | 77,405 | 0 | 0 | |
LABORATORY CORP LYONS | CONVERTIBLE SECURITY | 50540RAG7 | 1,735 | 1,305,000 | PRN | SOLE | 0 | 1,305 | 0 | 0 | |
LABORATORY CRP OF AMER HLDGS | COMMON STOCK | 50540R409 | 1,785 | 18,000 | SH | SOLE | 0 | 18,000 | 0 | 0 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AL2 | 13,107 | 10,940,000 | PRN | SOLE | 0 | 10,477 | 0 | 463 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AJ7 | 45,673 | 40,334,000 | PRN | SOLE | 0 | 40,274 | 0 | 60 | |
LAMAR ADVER CO | COMMON STOCK | 512815101 | 4,659 | 99,074 | SH | SOLE | 0 | 80,529 | 0 | 18,545 | |
LAS VEGAS SANDS CORP | COMMON STOCK | 517834107 | 94,924 | 1,429,146 | SH | SOLE | 0 | 1,388,836 | 0 | 40,310 | |
LAZARD LTD | COMMON STOCK | G54050102 | 20,100 | 558,015 | SH | SOLE | 0 | 537,915 | 0 | 20,100 | |
LEAR CORP | COMMON STOCK | 521865204 | 31,819 | 444,586 | SH | SOLE | 0 | 428,048 | 0 | 16,538 | |
LENNAR CORP | COMMON STOCK | 526057904 | 3,870 | 6,820 | SH | Call | SOLE | 0 | 6,820 | 0 | 0 |
LENNAR CORP | COMMON STOCK | 526057104 | 4,434 | 125,265 | SH | SOLE | 0 | 121,180 | 0 | 4,085 | |
LEUCADIA NATIONAL | CONVERTIBLE SECURITY | 527288AX2 | 35,051 | 27,046,000 | PRN | SOLE | 0 | 26,901 | 0 | 145 | |
LIFEPOINT HOSPITALS INC | CONVERTIBLE SECURITY | 53219LAH2 | 19,558 | 18,384,000 | PRN | SOLE | 0 | 18,056 | 0 | 328 | |
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 9,619 | 229,074 | SH | SOLE | 0 | 229,074 | 0 | 0 | |
LINEAR TEC CORP | CONVERTIBLE SECURITY | 535678AC0 | 72,187 | 67,432,000 | PRN | SOLE | 0 | 67,009 | 0 | 423 | |
LINKEDIN CORPORATION | COMMON STOCK | 53578A908 | 11,504 | 2,186 | SH | Call | SOLE | 0 | 2,186 | 0 | 0 |
LINKEDIN CORPORATION | COMMON STOCK | 53578A108 | 135,586 | 551,028 | SH | SOLE | 0 | 531,541 | 0 | 19,487 | |
LKQ CORP | COMMON STOCK | 501889208 | 1,182 | 37,100 | SH | SOLE | 0 | 37,100 | 0 | 0 | |
LORILLARD INC | COMMON STOCK | 544147101 | 159,372 | 3,559,008 | SH | SOLE | 0 | 3,427,852 | 0 | 131,156 | |
LOWE'S COMPANIES | COMMON STOCK | 548661107 | 8,570 | 180,000 | SH | SOLE | 0 | 180,000 | 0 | 0 | |
LULULEMON ATHLETICA INC | COMMON STOCK | 550021109 | 1,319 | 18,049 | SH | SOLE | 0 | 17,928 | 0 | 121 | |
LUMBER LIQUIDATORS HOLDINGS IN | COMMON STOCK | 55003T107 | 395 | 3,700 | SH | SOLE | 0 | 3,700 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES | COMMON STOCK | N53745100 | 2,563 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
M/I HOMES INC | CONVERTIBLE SECURITY | 55292PAB1 | 4,071 | 4,000,000 | PRN | SOLE | 0 | 4,000 | 0 | 0 | |
MACYS INC | COMMON STOCK | 55616P104 | 2,488 | 57,500 | SH | SOLE | 0 | 57,500 | 0 | 0 | |
MANPOWERGROUP INC | COMMON STOCK | 56418H100 | 626 | 8,600 | SH | SOLE | 0 | 8,600 | 0 | 0 | |
MANULIFE FINANCIAL CORP | COMMON STOCK | 56501R106 | 1,639 | 99,000 | SH | SOLE | 0 | 99,000 | 0 | 0 | |
MARATHON OIL CP | COMMON STOCK | 565849106 | 2,093 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
MARATHON PETROLEUM | COMMON STOCK | 56585A102 | 1,769 | 27,500 | SH | SOLE | 0 | 27,500 | 0 | 0 | |
MASCO CORP | COMMON STOCK | 574599106 | 11,066 | 520,000 | SH | SOLE | 0 | 520,000 | 0 | 0 | |
MASTERCARD INC | COMMON STOCK | 57636Q104 | 265,712 | 394,946 | SH | SOLE | 0 | 382,836 | 0 | 12,110 | |
MAXIMUS INC | COMMON STOCK | 577933104 | 626 | 13,900 | SH | SOLE | 0 | 13,900 | 0 | 0 | |
MCDONALD'S CORP | COMMON STOCK | 580135101 | 22,307 | 231,860 | SH | SOLE | 0 | 231,860 | 0 | 0 | |
MEAD JOHNSON NUTRITION CO | COMMON STOCK | 582839106 | 14,184 | 191,000 | SH | SOLE | 0 | 191,000 | 0 | 0 | |
MEDICAL PROPERTIES TRUST INC | COMMON STOCK | 58463J304 | 839 | 68,905 | SH | SOLE | 0 | 68,905 | 0 | 0 | |
MEDICINES CO | COMMON STOCK | 584688105 | 531 | 15,840 | SH | SOLE | 0 | 15,840 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | COMMON STOCK | 58471A105 | 26,462 | 267,480 | SH | SOLE | 0 | 251,323 | 0 | 16,157 | |
MEDIVATION INC | CONVERTIBLE SECURITY | 58501NAA9 | 2,820 | 2,000,000 | PRN | SOLE | 0 | 2,000 | 0 | 0 | |
MEDNAX INC | COMMON STOCK | 58502B106 | 542 | 5,400 | SH | SOLE | 0 | 5,400 | 0 | 0 | |
MEDTRONIC INC | COMMON STOCK | 585055106 | 7,029 | 132,000 | SH | SOLE | 0 | 132,000 | 0 | 0 | |
MENTOR GRAPHICS | CONVERTIBLE SECURITY | 587200AK2 | 58,088 | 44,249,000 | PRN | SOLE | 0 | 43,818 | 0 | 431 | |
MERCK & CO | COMMON STOCK | 58933Y105 | 89,081 | 1,871,061 | SH | SOLE | 0 | 1,871,061 | 0 | 0 | |
MERITAGE CORP | CONVERTIBLE SECURITY | 59001AAR3 | 10,515 | 9,635,000 | PRN | SOLE | 0 | 9,635 | 0 | 0 | |
MERRIMACK PHARMACEUTICALS | COMMON STOCK | 590328100 | 220 | 57,900 | SH | SOLE | 0 | 57,900 | 0 | 0 | |
MERRIMACK PHARMACEUTICALS | CONVERTIBLE SECURITY | 590328AA8 | 16,289 | 18,079,000 | PRN | SOLE | 0 | 18,079 | 0 | 0 | |
METLIFE INC | COMMON STOCK | 59156R108 | 37,277 | 793,975 | SH | SOLE | 0 | 793,975 | 0 | 0 | |
METLIFE INC | DECS,ACES,PRIDES | 59156R116 | 92,896 | 3,241,300 | SH | SOLE | 0 | 3,214,425 | 0 | 26,875 | |
MGM MIRAGE | CONVERTIBLE SECURITY | 55303QAE0 | 133,307 | 104,876,000 | PRN | SOLE | 0 | 104,467 | 0 | 409 | |
MICHAEL KORS HOLDINGS LIMITED | COMMON STOCK | G60754901 | 11,116 | 6,280 | SH | Call | SOLE | 0 | 6,280 | 0 | 0 |
MICHAEL KORS HOLDINGS LIMITED | COMMON STOCK | G60754101 | 203,876 | 2,735,856 | SH | SOLE | 0 | 2,512,079 | 0 | 223,777 | |
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017104 | 2,256 | 56,000 | SH | SOLE | 0 | 56,000 | 0 | 0 | |
MICROSOFT CORP | COMMON STOCK | 594918104 | 51,264 | 1,539,000 | SH | SOLE | 0 | 1,539,000 | 0 | 0 | |
MINDRAY MEDICAL INTL LTD | COMMON STOCK | 602675100 | 4,939 | 127,000 | SH | SOLE | 0 | 127,000 | 0 | 0 | |
MOHAWK INDS INC | COMMON STOCK | 608190104 | 35,362 | 271,493 | SH | SOLE | 0 | 258,168 | 0 | 13,325 | |
MOLINA HEALTHCARE INC | COMMON STOCK | 60855R100 | 421 | 11,825 | SH | SOLE | 0 | 11,825 | 0 | 0 | |
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAA8 | 17,783 | 14,421,000 | PRN | SOLE | 0 | 14,275 | 0 | 146 | |
MONDELEZ INTERNATIONAL INC | COMMON STOCK | 609207105 | 41,616 | 1,324,511 | SH | SOLE | 0 | 1,287,871 | 0 | 36,640 | |
MONRO MUFFLER BRAKE INC | COMMON STOCK | 610236101 | 493 | 10,600 | SH | SOLE | 0 | 10,600 | 0 | 0 | |
MONSANTO CO | COMMON STOCK | 61166W101 | 6,993 | 67,000 | SH | SOLE | 0 | 67,000 | 0 | 0 | |
MONSTER BEVERAGE CORP | COMMON STOCK | 611740101 | 564 | 10,800 | SH | SOLE | 0 | 10,800 | 0 | 0 | |
MORGAN STANLEY | COMMON STOCK | 617446448 | 5,838 | 216,630 | SH | SOLE | 0 | 196,061 | 0 | 20,569 | |
MOSAIC CO | COMMON STOCK | 61945C103 | 10,540 | 245,000 | SH | SOLE | 0 | 245,000 | 0 | 0 | |
MOTOROLA SOLUTIONS INC | COMMON STOCK | 620076307 | 382 | 6,428 | SH | SOLE | 0 | 6,428 | 0 | 0 | |
MSC INDUSTRIAL DIRECT CO INC | COMMON STOCK | 553530106 | 482 | 5,930 | SH | SOLE | 0 | 5,930 | 0 | 0 | |
MURPHY OIL CORP | COMMON STOCK | 626717102 | 23,454 | 388,825 | SH | SOLE | 0 | 385,625 | 0 | 3,200 | |
MYLAN LABORATORIES INC | COMMON STOCK | 628530107 | 55,837 | 1,462,840 | SH | SOLE | 0 | 1,424,933 | 0 | 37,907 | |
NATIONAL OILWELL VARCO INC | COMMON STOCK | 637071101 | 40,983 | 524,679 | SH | SOLE | 0 | 521,009 | 0 | 3,670 | |
NETAPP INC | COMMON STOCK | 64110D104 | 2,983 | 70,000 | SH | SOLE | 0 | 70,000 | 0 | 0 | |
NETEASE INC | COMMON STOCK | 64110W102 | 675 | 9,300 | SH | SOLE | 0 | 9,300 | 0 | 0 | |
NEW YORK CMTY TRUST V | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 7,123 | 145,966 | SH | SOLE | 0 | 138,706 | 0 | 7,260 | |
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AH9 | 1,905 | 1,884,000 | PRN | SOLE | 0 | 1,884 | 0 | 0 | |
NEWMONT MINING CORP | COMMON STOCK | 651639106 | 2,360 | 84,000 | SH | SOLE | 0 | 84,000 | 0 | 0 | |
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AJ5 | 3,747 | 3,388,000 | PRN | SOLE | 0 | 3,308 | 0 | 80 | |
NEWPARK RESOURCES | CONVERTIBLE SECURITY | 651718AC2 | 21,881 | 15,751,000 | PRN | SOLE | 0 | 15,564 | 0 | 187 | |
NEXTERA ENERGY INC | COMMON STOCK | 65339F101 | 6,132 | 76,500 | SH | SOLE | 0 | 76,500 | 0 | 0 | |
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F887 | 26,737 | 489,325 | SH | SOLE | 0 | 486,325 | 0 | 3,000 | |
NICE SYSTEMS LTD | COMMON STOCK | 653656108 | 8,692 | 210,100 | SH | SOLE | 0 | 145,100 | 0 | 65,000 | |
NIKE INC | COMMON STOCK | 654106103 | 71,737 | 987,568 | SH | SOLE | 0 | 967,739 | 0 | 19,829 | |
NOBLE CORP | COMMON STOCK | H5833N103 | 3,037 | 80,400 | SH | SOLE | 0 | 80,400 | 0 | 0 | |
NOBLE ENERGY INC | COMMON STOCK | 655044105 | 5,011 | 74,785 | SH | SOLE | 0 | 74,785 | 0 | 0 | |
NOKIA CP | COMMON STOCK | 654902204 | 14,322 | 2,200,000 | SH | SOLE | 0 | 2,200,000 | 0 | 0 | |
NORFOLK SOTHN CORP | COMMON STOCK | 655844108 | 4,332 | 56,000 | SH | SOLE | 0 | 56,000 | 0 | 0 | |
NORTHEAST UTILITIES | COMMON STOCK | 664397106 | 825 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAF7 | 13,569 | 13,392,000 | PRN | SOLE | 0 | 13,125 | 0 | 267 | |
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAB6 | 58,167 | 51,274,000 | PRN | SOLE | 0 | 51,172 | 0 | 102 | |
NVIDIA CORP | COMMON STOCK | 67066G104 | 1,712 | 110,000 | SH | SOLE | 0 | 110,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 6,670 | 179,265 | SH | SOLE | 0 | 138,265 | 0 | 41,000 | |
OASIS PETROLEUM INC | COMMON STOCK | 674215108 | 757 | 15,400 | SH | SOLE | 0 | 15,400 | 0 | 0 | |
OCCIDENTAL PETROLEUM CORP | COMMON STOCK | 674599105 | 61,874 | 661,474 | SH | SOLE | 0 | 661,474 | 0 | 0 | |
OCEANEERING INTL INC | COMMON STOCK | 675232102 | 593 | 7,300 | SH | SOLE | 0 | 7,300 | 0 | 0 | |
OCH-ZIFF CAPITAL MANAGEMENT | COMMON STOCK | 67551U105 | 16,540 | 1,505,000 | SH | SOLE | 0 | 1,505,000 | 0 | 0 | |
OLD REPUBLIC INTL CORP | CONVERTIBLE SECURITY | 680223AH7 | 13,005 | 10,957,000 | PRN | SOLE | 0 | 10,778 | 0 | 179 | |
OMNICOM GRP | CONVERTIBLE SECURITY | 681919AV8 | 36,137 | 29,829,000 | PRN | SOLE | 0 | 29,180 | 0 | 649 | |
ON SEMICONDUCTOR CORP | COMMON STOCK | 682189105 | 425 | 58,200 | SH | SOLE | 0 | 58,200 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AH8 | 17,640 | 16,293,000 | PRN | SOLE | 0 | 16,066 | 0 | 227 | |
ORACLE CORP | COMMON STOCK | 68389X105 | 86,502 | 2,607,845 | SH | SOLE | 0 | 2,607,845 | 0 | 0 | |
P G & E CORP | COMMON STOCK | 69331C108 | 2,455 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
PACIRA PHARMACEUTICALS INC | COMMON STOCK | 695127100 | 22,852 | 475,195 | SH | SOLE | 0 | 475,195 | 0 | 0 | |
PACKAGING CORP OF AMERICA | COMMON STOCK | 695156109 | 495 | 8,675 | SH | SOLE | 0 | 8,675 | 0 | 0 | |
PALO ALTO NETWORKS | COMMON STOCK | 697435105 | 45,909 | 1,001,934 | SH | SOLE | 0 | 952,897 | 0 | 49,037 | |
PANERA BREAD CO | COMMON STOCK | 69840W108 | 426 | 2,690 | SH | SOLE | 0 | 2,690 | 0 | 0 | |
PARTNERRE LTD | COMMON STOCK | G6852T105 | 3,623 | 39,575 | SH | SOLE | 0 | 39,575 | 0 | 0 | |
PENTAIR LTD | COMMON STOCK | H6169Q108 | 2,273 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
PEPSICO INC | COMMON STOCK | 713448108 | 14,771 | 185,800 | SH | SOLE | 0 | 185,800 | 0 | 0 | |
PFIZER INC | COMMON STOCK | 717081103 | 61,066 | 2,126,995 | SH | SOLE | 0 | 2,126,995 | 0 | 0 | |
PHH CORP | CONVERTIBLE SECURITY | 693320AN3 | 19,631 | 18,000,000 | PRN | SOLE | 0 | 18,000 | 0 | 0 | |
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 137,701 | 1,590,267 | SH | SOLE | 0 | 1,553,311 | 0 | 36,956 | |
PHILLIPS 66 | COMMON STOCK | 718546104 | 4,091 | 70,750 | SH | SOLE | 0 | 70,750 | 0 | 0 | |
PHOTRONICS INC | CONVERTIBLE SECURITY | 719405AH5 | 6,010 | 5,500,000 | PRN | SOLE | 0 | 5,500 | 0 | 0 | |
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787107 | 2,832 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
PLAINS ALL AMER | COMMON STOCK | 726503105 | 643 | 12,205 | SH | SOLE | 0 | 12,205 | 0 | 0 | |
PNC FINANCIAL SERVICES GROUP | COMMON STOCK | 693475105 | 4,709 | 65,000 | SH | SOLE | 0 | 65,000 | 0 | 0 | |
POLARIS INDUSTRIES INC | COMMON STOCK | 731068102 | 34,394 | 266,250 | SH | SOLE | 0 | 256,036 | 0 | 10,214 | |
POLYONE CORP | COMMON STOCK | 73179P106 | 476 | 15,500 | SH | SOLE | 0 | 15,500 | 0 | 0 | |
PPG INDUSTRIES INC | COMMON STOCK | 693506107 | 2,673 | 16,000 | SH | SOLE | 0 | 16,000 | 0 | 0 | |
PPL CORP | COMMON STOCK | 69351T106 | 1,519 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
PPL CORP | CONVERTIBLE PREFERRED SECURITY | 69351T114 | 31,542 | 587,045 | SH | SOLE | 0 | 585,595 | 0 | 1,450 | |
PRAXAIR INC | COMMON STOCK | 74005P104 | 4,207 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
PRECISION CASTPARTS CORP | COMMON STOCK | 740189105 | 4,999 | 22,000 | SH | SOLE | 0 | 22,000 | 0 | 0 | |
PRICELINE.COM INC | COMMON STOCK | 741503403 | 124,689 | 123,338 | SH | SOLE | 0 | 118,731 | 0 | 4,607 | |
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AQ9 | 173,009 | 134,027,000 | PRN | SOLE | 0 | 132,897 | 0 | 1,130 | |
PRINCIPAL FINANCIAL GROUP INC | COMMON STOCK | 74251V102 | 2,047 | 47,800 | SH | SOLE | 0 | 47,800 | 0 | 0 | |
PRIVATEBANCORP INC | COMMON STOCK | 742962103 | 526 | 24,600 | SH | SOLE | 0 | 24,600 | 0 | 0 | |
PROCTER & GAMBLE CO | COMMON STOCK | 742718109 | 20,787 | 275,000 | SH | SOLE | 0 | 275,000 | 0 | 0 | |
PROLOGIS INC | CONVERTIBLE SECURITY | 74340XAT8 | 16,301 | 14,370,000 | PRN | SOLE | 0 | 14,311 | 0 | 59 | |
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAK8 | 3,710 | 3,535,000 | PRN | SOLE | 0 | 3,535 | 0 | 0 | |
PROTO LABS INC. | COMMON STOCK | 743713109 | 370 | 4,840 | SH | SOLE | 0 | 4,840 | 0 | 0 | |
PRUDENTIAL FINANCIAL INC | COMMON STOCK | 744320102 | 7,213 | 92,500 | SH | SOLE | 0 | 92,500 | 0 | 0 | |
PUBLIC SERVICE ENTERPRISE GROU | COMMON STOCK | 744573106 | 1,976 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
PULTEGROUP INC | COMMON STOCK | 745867101 | 1,518 | 92,000 | SH | SOLE | 0 | 92,000 | 0 | 0 | |
QIAGEN NV | COMMON STOCK | N72482107 | 22,295 | 1,041,800 | SH | SOLE | 0 | 759,800 | 0 | 282,000 | |
QIHOO 360 TECHNOLOGY | COMMON STOCK | 74734M109 | 1,389 | 16,694 | SH | SOLE | 0 | 14,158 | 0 | 2,536 | |
QLIK TECHNOLOGIES INC | COMMON STOCK | 74733T105 | 36,516 | 1,066,468 | SH | SOLE | 0 | 1,026,064 | 0 | 40,404 | |
QUALCOMM INC | COMMON STOCK | 747525103 | 195,923 | 2,908,601 | SH | SOLE | 0 | 2,871,400 | 0 | 37,201 | |
QUANTA SERVICES INC | COMMON STOCK | 74762E102 | 801 | 29,100 | SH | SOLE | 0 | 29,100 | 0 | 0 | |
QUEST DIAGNOSTC | COMMON STOCK | 74834L100 | 927 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
QUINTILES TRANSNATIONAL HOLD | COMMON STOCK | 74876Y101 | 2,827 | 62,985 | SH | SOLE | 0 | 62,985 | 0 | 0 | |
RAYTHEON CO | COMMON STOCK | 755111507 | 2,428 | 31,503 | SH | SOLE | 0 | 31,503 | 0 | 0 | |
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F908 | 19,345 | 1,953 | SH | Call | SOLE | 0 | 1,953 | 0 | 0 |
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F107 | 104,568 | 334,221 | SH | SOLE | 0 | 323,878 | 0 | 10,343 | |
REGIONS FINANCIAL CORP | COMMON STOCK | 7591EP100 | 1,759 | 190,000 | SH | SOLE | 0 | 190,000 | 0 | 0 | |
RIO TINTO PLC | COMMON STOCK | 767204100 | 10,240 | 210,000 | SH | SOLE | 0 | 210,000 | 0 | 0 | |
ROADRUNNER TRANSPORTATION | COMMON STOCK | 76973Q105 | 714 | 25,300 | SH | SOLE | 0 | 25,300 | 0 | 0 | |
ROBERT HALF INTL INC | COMMON STOCK | 770323103 | 976 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
ROCKWELL AUTOMTN | COMMON STOCK | 773903109 | 55,718 | 521,025 | SH | SOLE | 0 | 503,249 | 0 | 17,776 | |
ROPER INDS INC | CONVERTIBLE SECURITY | 776696AA4 | 201 | 120,000 | PRN | SOLE | 0 | 120 | 0 | 0 | |
ROSS STORES INC | COMMON STOCK | 778296103 | 2,912 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
ROVI CORP | CONVERTIBLE SECURITY | 779376AB8 | 5,578 | 5,500,000 | PRN | SOLE | 0 | 5,500 | 0 | 0 | |
ROYAL GOLD INC | CONVERTIBLE SECURITY | 780287AA6 | 6,754 | 7,000,000 | PRN | SOLE | 0 | 7,000 | 0 | 0 | |
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAA5 | 17,406 | 15,277,000 | PRN | SOLE | 0 | 15,121 | 0 | 156 | |
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAB3 | 33,398 | 32,152,000 | PRN | SOLE | 0 | 32,012 | 0 | 140 | |
RYLAND GRP INC | CONVERTIBLE SECURITY | 783764AQ6 | 9,520 | 6,537,000 | PRN | SOLE | 0 | 6,537 | 0 | 0 | |
RYLAND GRP INC | CONVERTIBLE SECURITY | 783764AS2 | 14,208 | 15,588,000 | PRN | SOLE | 0 | 15,186 | 0 | 402 | |
S & P 500 INDEX | COMMON STOCK | 464287950 | 4,390 | 3,500 | SH | Put | SOLE | 0 | 3,500 | 0 | 0 |
SALESFORCE.COM INC | COMMON STOCK | 79466L302 | 56,915 | 1,096,424 | SH | SOLE | 0 | 1,045,362 | 0 | 51,062 | |
SALIX PHARMACEUTICALS LTD | CONVERTIBLE SECURITY | 795435AE6 | 100,407 | 81,319,000 | PRN | SOLE | 0 | 80,845 | 0 | 474 | |
SANDISK CORP | COMMON STOCK | 80004C101 | 64,889 | 1,090,380 | SH | SOLE | 0 | 1,052,357 | 0 | 38,023 | |
SANDISK CORP | CONVERTIBLE SECURITY | 80004CAD3 | 208,460 | 157,240,000 | PRN | SOLE | 0 | 156,130 | 0 | 1,110 | |
SANTARUS INC | COMMON STOCK | 802817304 | 548 | 24,300 | SH | SOLE | 0 | 24,300 | 0 | 0 | |
SAP AG -SPONSORED | COMMON STOCK | 803054204 | 878 | 11,880 | SH | SOLE | 0 | 11,880 | 0 | 0 | |
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 354,589 | 4,013,008 | SH | SOLE | 0 | 3,831,004 | 0 | 182,004 | |
SCRIPPS NETWORKS INTERACTIVE | COMMON STOCK | 811065101 | 3,228 | 41,323 | SH | SOLE | 0 | 41,323 | 0 | 0 | |
SEADRILL LTD | COMMON STOCK | G7945E105 | 1,476 | 32,735 | SH | SOLE | 0 | 32,735 | 0 | 0 | |
SENIOR HOUSING PROP TRUST | COMMON STOCK | 81721M109 | 1,079 | 46,245 | SH | SOLE | 0 | 46,245 | 0 | 0 | |
SERVICENOW INC | COMMON STOCK | 81762P102 | 20,398 | 392,639 | SH | SOLE | 0 | 366,382 | 0 | 26,257 | |
SIGMA ALDRICH | COMMON STOCK | 826552101 | 1,280 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
SIGNET JEWELERS LTD | COMMON STOCK | G81276100 | 16,736 | 233,575 | SH | SOLE | 0 | 173,075 | 0 | 60,500 | |
SIMON PROPERTY GROUP INC | COMMON STOCK | 828806109 | 6,077 | 41,000 | SH | SOLE | 0 | 41,000 | 0 | 0 | |
SINA.COM | COMMON STOCK | G81477104 | 2,271 | 27,977 | SH | SOLE | 0 | 25,116 | 0 | 2,861 | |
SLM CORP | COMMON STOCK | 78442P106 | 7,857 | 315,542 | SH | SOLE | 0 | 282,271 | 0 | 33,271 | |
SOTHEBYS HOLDINGS INC | COMMON STOCK | 835898107 | 624 | 12,700 | SH | SOLE | 0 | 12,700 | 0 | 0 | |
SOUTHN COMPANY | COMMON STOCK | 842587107 | 6,630 | 161,000 | SH | SOLE | 0 | 161,000 | 0 | 0 | |
SPDR TRUST SERIES 1 | COMMON STOCK | 464287950 | 501 | 4,120 | SH | Put | SOLE | 0 | 4,120 | 0 | 0 |
SPDR TRUST SERIES 1 | COMMON STOCK | 78462F103 | 1,198 | 7,129 | SH | SOLE | 0 | 7,129 | 0 | 0 | |
SPECTRA ENERGY CORP | COMMON STOCK | 847560109 | 3,252 | 95,000 | SH | SOLE | 0 | 95,000 | 0 | 0 | |
SPECTRANETICS CP | COMMON STOCK | 84760C107 | 727 | 43,300 | SH | SOLE | 0 | 43,300 | 0 | 0 | |
SPIRIT AIRLINES INC | COMMON STOCK | 848577102 | 14,736 | 430,000 | SH | SOLE | 0 | 430,000 | 0 | 0 | |
SPLUNK INC | COMMON STOCK | 848637104 | 20,916 | 348,376 | SH | SOLE | 0 | 326,262 | 0 | 22,114 | |
SPS COMMERCE INC | COMMON STOCK | 78463M107 | 335 | 5,000 | SH | SOLE | 0 | 5,000 | 0 | 0 | |
ST JUDE MEDICAL INC | COMMON STOCK | 790849103 | 2,923 | 54,500 | SH | SOLE | 0 | 54,500 | 0 | 0 | |
STANDARD PACIFIC CORP | CONVERTIBLE SECURITY | 85375CBC4 | 44,564 | 36,178,000 | PRN | SOLE | 0 | 35,475 | 0 | 703 | |
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502309 | 52,502 | 383,200 | SH | SOLE | 0 | 377,075 | 0 | 6,125 | |
STARBUCKS CORP | COMMON STOCK | 855244109 | 158,987 | 2,065,577 | SH | SOLE | 0 | 2,009,394 | 0 | 56,183 | |
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAA3 | 37,354 | 35,865,000 | PRN | SOLE | 0 | 35,547 | 0 | 318 | |
STATE STREET CORP | COMMON STOCK | 857477103 | 2,531 | 38,500 | SH | SOLE | 0 | 38,500 | 0 | 0 | |
STEEL DYNAMICS | CONVERTIBLE SECURITY | 858119AP5 | 45,586 | 41,533,000 | PRN | SOLE | 0 | 41,468 | 0 | 65 | |
STILLWATER MINING | COMMON STOCK | 86074Q102 | 677 | 61,500 | SH | SOLE | 0 | 61,500 | 0 | 0 | |
STONE ENERGY CP | CONVERTIBLE SECURITY | 861642AN6 | 14,719 | 13,500,000 | PRN | SOLE | 0 | 13,500 | 0 | 0 | |
STRYKER CORP | COMMON STOCK | 863667101 | 1,014 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
SUNTRUST BANKS INC | COMMON STOCK | 867914103 | 1,945 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
SVB FINANCIAL GROUP | COMMON STOCK | 78486Q101 | 14,190 | 164,298 | SH | SOLE | 0 | 159,179 | 0 | 5,119 | |
SYMANTEC CORP | COMMON STOCK | 871503108 | 1,856 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
SYNAPTICS INC | COMMON STOCK | 87157D109 | 532 | 12,020 | SH | SOLE | 0 | 12,020 | 0 | 0 | |
T ROWE PRICE | COMMON STOCK | 74144T108 | 136,625 | 1,899,415 | SH | SOLE | 0 | 1,859,319 | 0 | 40,096 | |
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039900 | 6,473 | 31,640 | SH | Call | SOLE | 0 | 31,640 | 0 | 0 |
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039100 | 63,201 | 3,726,489 | SH | SOLE | 0 | 3,576,818 | 0 | 149,671 | |
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 30,659 | 27,744,000 | PRN | SOLE | 0 | 27,655 | 0 | 89 | |
TAKE-TWO INTERACTIVE SOFTWARE | CONVERTIBLE SECURITY | 874054AC3 | 29,729 | 24,902,000 | PRN | SOLE | 0 | 24,816 | 0 | 86 | |
TARGET CORP | COMMON STOCK | 87612E106 | 3,839 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
TE CONNECTIVITY LTD | COMMON STOCK | H84989104 | 22,245 | 429,600 | SH | SOLE | 0 | 329,600 | 0 | 100,000 | |
TELEFLEX INC | CONVERTIBLE SECURITY | 879369AA4 | 1,840 | 1,302,000 | PRN | SOLE | 0 | 1,207 | 0 | 95 | |
TERADATA CORP | COMMON STOCK | 88076W103 | 2,340 | 42,205 | SH | SOLE | 0 | 42,205 | 0 | 0 | |
TEREX CORP | COMMON STOCK | 880779103 | 5,452 | 162,261 | SH | SOLE | 0 | 136,605 | 0 | 25,656 | |
TEVA PHARMACEUTICAL IND LTD | CONVERTIBLE SECURITY | 88163VAE9 | 14,958 | 14,357,000 | PRN | SOLE | 0 | 14,063 | 0 | 294 | |
TEXAS INSTRUMENTS INC | COMMON STOCK | 882508104 | 4,832 | 120,000 | SH | SOLE | 0 | 120,000 | 0 | 0 | |
THE FRESH MARKET | COMMON STOCK | 35804H106 | 672 | 14,200 | SH | SOLE | 0 | 14,200 | 0 | 0 | |
THERAVANCE INC | CONVERTIBLE SECURITY | 88338TAB0 | 6,537 | 4,000,000 | PRN | SOLE | 0 | 4,000 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COMMON STOCK | 883556102 | 6,911 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
TIBCO SOFTWARE | COMMON STOCK | 88632Q103 | 731 | 28,550 | SH | SOLE | 0 | 28,550 | 0 | 0 | |
TIME WARNER CABLE | COMMON STOCK | 88732J207 | 2,232 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
TIME WARNER INC | COMMON STOCK | 887317303 | 12,481 | 189,655 | SH | SOLE | 0 | 189,655 | 0 | 0 | |
TJX COMPANIES INC | COMMON STOCK | 872540109 | 31,802 | 563,961 | SH | SOLE | 0 | 525,898 | 0 | 38,063 | |
TOYOTA MOTOR CORP | COMMON STOCK | 892331907 | 461 | 235 | SH | Call | SOLE | 0 | 235 | 0 | 0 |
TRAVELERS COMPANIES INC | COMMON STOCK | 89417E109 | 3,052 | 36,000 | SH | SOLE | 0 | 36,000 | 0 | 0 | |
TREEHOUSE FOODS INC | COMMON STOCK | 89469A104 | 662 | 9,900 | SH | SOLE | 0 | 9,900 | 0 | 0 | |
TRINITY INDUSTRIES INC | CONVERTIBLE SECURITY | 896522AF6 | 107,346 | 88,318,000 | PRN | SOLE | 0 | 87,622 | 0 | 696 | |
TRIPADVISOR INC | COMMON STOCK | 896945201 | 17,689 | 233,244 | SH | SOLE | 0 | 199,030 | 0 | 34,214 | |
TRUEBLUE INC | COMMON STOCK | 89785X101 | 711 | 29,600 | SH | SOLE | 0 | 29,600 | 0 | 0 | |
TTM TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87305RAC3 | 6,436 | 6,300,000 | PRN | SOLE | 0 | 6,300 | 0 | 0 | |
TUPPERWARE BRANDS CORP | COMMON STOCK | 899896104 | 62,281 | 721,099 | SH | SOLE | 0 | 707,143 | 0 | 13,956 | |
TWENTY-FIRST CENTURY FOX INC | COMMON STOCK | 90130A200 | 1,460 | 43,700 | SH | SOLE | 0 | 43,700 | 0 | 0 | |
TWENTY-FIRST CENTURY FOX INC | COMMON STOCK | 90130A101 | 4,054 | 121,000 | SH | SOLE | 0 | 121,000 | 0 | 0 | |
TYLER TECH INC | COMMON STOCK | 902252105 | 412 | 4,705 | SH | SOLE | 0 | 4,705 | 0 | 0 | |
TYSON FOODS | CONVERTIBLE SECURITY | 902494AP8 | 19,380 | 11,312,000 | PRN | SOLE | 0 | 11,090 | 0 | 222 | |
UNDER ARMOUR INC | COMMON STOCK | 904311907 | 10,780 | 4,945 | SH | Call | SOLE | 0 | 4,945 | 0 | 0 |
UNDER ARMOUR INC | COMMON STOCK | 904311107 | 42,299 | 532,400 | SH | SOLE | 0 | 515,089 | 0 | 17,311 | |
UNILIFE CORP | COMMON STOCK | 90478E103 | 714 | 214,950 | SH | SOLE | 0 | 202,346 | 0 | 12,604 | |
UNION PACIFIC CORP | COMMON STOCK | 907818108 | 86,637 | 557,728 | SH | SOLE | 0 | 543,728 | 0 | 14,000 | |
UNITED PARCEL SERVICE | COMMON STOCK | 911312106 | 7,538 | 82,500 | SH | SOLE | 0 | 82,500 | 0 | 0 | |
UNITED STATES STEEL CORP | CONVERTIBLE SECURITY | 912909AH1 | 10,593 | 9,545,000 | PRN | SOLE | 0 | 9,432 | 0 | 113 | |
UNITED TECHNOLOGIES CORP | COMMON STOCK | 913017109 | 85,162 | 789,854 | SH | SOLE | 0 | 777,989 | 0 | 11,865 | |
UNITEDHEALTH GROUP INC | COMMON STOCK | 91324P102 | 6,087 | 85,000 | SH | SOLE | 0 | 85,000 | 0 | 0 | |
URBAN OUTFITTERS INC | COMMON STOCK | 917047102 | 28,073 | 763,463 | SH | SOLE | 0 | 733,368 | 0 | 30,095 | |
URS CORP | COMMON STOCK | 903236107 | 2,997 | 55,755 | SH | SOLE | 0 | 55,755 | 0 | 0 | |
US BANCORP | COMMON STOCK | 902973304 | 13,937 | 381,000 | SH | SOLE | 0 | 381,000 | 0 | 0 | |
USG CORP | COMMON STOCK | 903293405 | 889 | 31,100 | SH | SOLE | 0 | 31,100 | 0 | 0 | |
UTD TECHS CORP | CONVERTIBLE PREFERRED SECURITY | 913017117 | 291,282 | 4,495,794 | SH | SOLE | 0 | 4,489,204 | 0 | 6,590 | |
VALASSIS COMMS | COMMON STOCK | 918866104 | 847 | 29,325 | SH | SOLE | 0 | 29,325 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E905 | 525 | 3,200 | SH | Call | SOLE | 0 | 3,200 | 0 | 0 |
VALE SA | COMMON STOCK | 91912E105 | 5,760 | 369,000 | SH | SOLE | 0 | 369,000 | 0 | 0 | |
VALERO ENERGY | COMMON STOCK | 91913Y100 | 1,537 | 45,000 | SH | SOLE | 0 | 45,000 | 0 | 0 | |
VALMONT INDUSTRIES | COMMON STOCK | 920253101 | 388 | 2,790 | SH | SOLE | 0 | 2,790 | 0 | 0 | |
VANTIV INC | COMMON STOCK | 92210H105 | 23,262 | 832,556 | SH | SOLE | 0 | 768,282 | 0 | 64,274 | |
VEECO INSTRUMENTS INC | COMMON STOCK | 922417100 | 424 | 11,400 | SH | SOLE | 0 | 11,400 | 0 | 0 | |
VERISIGN INC | COMMON STOCK | 92343E102 | 1,272 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
VERIZON COMM | COMMON STOCK | 92343V104 | 34,575 | 741,000 | SH | SOLE | 0 | 741,000 | 0 | 0 | |
VIACOM INC | COMMON STOCK | 92553P201 | 3,051 | 36,500 | SH | SOLE | 0 | 36,500 | 0 | 0 | |
VISA INC | COMMON STOCK | 92826C839 | 18,346 | 96,000 | SH | SOLE | 0 | 96,000 | 0 | 0 | |
VITAMIN SHOPPE INC | COMMON STOCK | 92849E101 | 641 | 14,641 | SH | SOLE | 0 | 14,341 | 0 | 300 | |
VMWARE INC | COMMON STOCK | 928563402 | 30,101 | 372,081 | SH | SOLE | 0 | 359,761 | 0 | 12,320 | |
VODAFONE GROUP | COMMON STOCK | 92857W209 | 1,634 | 46,448 | SH | SOLE | 0 | 38,170 | 0 | 8,278 | |
VOLCANO CORP | CONVERTIBLE SECURITY | 928645AB6 | 16,248 | 15,646,000 | PRN | SOLE | 0 | 15,541 | 0 | 105 | |
VORNADO REALTY TRUST | COMMON STOCK | 929042109 | 2,522 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
WABCO HOLDINGS INC | COMMON STOCK | 92927K102 | 649 | 7,700 | SH | SOLE | 0 | 7,700 | 0 | 0 | |
WADDELL & REED | COMMON STOCK | 930059100 | 3,300 | 64,100 | SH | SOLE | 0 | 64,100 | 0 | 0 | |
WALGREEN CO | COMMON STOCK | 931422109 | 32,117 | 596,970 | SH | SOLE | 0 | 596,970 | 0 | 0 | |
WAL-MART STORES INC | COMMON STOCK | 931142103 | 16,160 | 218,500 | SH | SOLE | 0 | 218,500 | 0 | 0 | |
WALTER INVESTMENT MANAGEMENT | CONVERTIBLE SECURITY | 93317WAA0 | 41,595 | 39,521,000 | PRN | SOLE | 0 | 39,231 | 0 | 290 | |
WEB.COM GROUP INC | CONVERTIBLE SECURITY | 94733AAA2 | 11,345 | 10,000,000 | PRN | SOLE | 0 | 10,000 | 0 | 0 | |
WELLPOINT INC | COMMON STOCK | 94973V107 | 3,595 | 43,000 | SH | SOLE | 0 | 43,000 | 0 | 0 | |
WELLS FARGO & COMPANY | COMMON STOCK | 949746101 | 226,431 | 5,479,930 | SH | SOLE | 0 | 5,424,356 | 0 | 55,574 | |
WELLS FARGO & COMPANY | CONVERTIBLE PREFERRED SECURITY | 949746804 | 95,278 | 83,760 | SH | SOLE | 0 | 82,998 | 0 | 762 | |
WEYERHAEUSER CO | COMMON STOCK | 962166104 | 3,696 | 129,110 | SH | SOLE | 0 | 129,110 | 0 | 0 | |
WEYERHAEUSER CO | CONVERTIBLE PREFERRED SECURITY | 962166872 | 26,490 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
WHIRLPOOL CORP | COMMON STOCK | 963320106 | 41,098 | 280,645 | SH | SOLE | 0 | 271,503 | 0 | 9,142 | |
WHITEWAVE FOODS COMPANY | COMMON STOCK | 966244105 | 3,930 | 196,820 | SH | SOLE | 0 | 196,820 | 0 | 0 | |
WILLIAMS PARTNERS LP | COMMON STOCK | 96950F104 | 660 | 12,490 | SH | SOLE | 0 | 12,490 | 0 | 0 | |
WILLIAMS-SONOMA INC | COMMON STOCK | 969904101 | 71,158 | 1,266,163 | SH | SOLE | 0 | 1,225,715 | 0 | 40,448 | |
WISDOMTREE INVESTMENTS INC | COMMON STOCK | 97717P104 | 20,458 | 1,762,110 | SH | SOLE | 0 | 1,639,076 | 0 | 123,034 | |
WORKDAY INC | COMMON STOCK | 98138H101 | 19,002 | 234,800 | SH | SOLE | 0 | 220,273 | 0 | 14,527 | |
WPX ENERGY | COMMON STOCK | 98212B103 | 4,233 | 219,758 | SH | SOLE | 0 | 197,342 | 0 | 22,416 | |
WRIGHT MEDICAL | CONVERTIBLE SECURITY | 98235TAC1 | 17,498 | 14,210,000 | PRN | SOLE | 0 | 14,210 | 0 | 0 | |
WYNN RESORTS LTD | COMMON STOCK | 983134107 | 5,134 | 32,490 | SH | SOLE | 0 | 32,490 | 0 | 0 | |
XCEL ENERGY INC | COMMON STOCK | 98389B100 | 1,242 | 45,000 | SH | SOLE | 0 | 45,000 | 0 | 0 | |
XILINX INC | CONVERTIBLE SECURITY | 983919AD3 | 5,207 | 3,209,000 | PRN | SOLE | 0 | 2,868 | 0 | 341 | |
XILINX INC | CONVERTIBLE SECURITY | 983919AF8 | 15,828 | 9,758,000 | PRN | SOLE | 0 | 9,708 | 0 | 50 | |
XYLEM INC | COMMON STOCK | 98419M100 | 1,867 | 66,860 | SH | SOLE | 0 | 66,860 | 0 | 0 | |
YAHOO! INC | COMMON STOCK | 984332106 | 3,979 | 120,000 | SH | SOLE | 0 | 120,000 | 0 | 0 | |
YUM! BRANDS INC | COMMON STOCK | 988498101 | 1,428 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
ZYNGA | COMMON STOCK | 98986T108 | 1,257 | 341,544 | SH | SOLE | 0 | 254,442 | 0 | 87,102 | |
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAB9 | 339 | 315,000 | PRN | OTR | 1 | 6,855 | 0 | 0 | |
ARRIS GROUP INC | CONVERTIBLE SECURITY | 04269QAC4 | 656 | 610,000 | PRN | OTR | 1 | 7,145 | 0 | 0 | |
CEMEX SA | CONVERTIBLE SECURITY | 151290AV5 | 353 | 300,000 | PRN | OTR | 1 | 3,240 | 0 | 0 | |
CHEMED CORP | CONVERTIBLE SECURITY | 16359RAC7 | 440 | 420,000 | PRN | OTR | 1 | 6,515 | 0 | 0 | |
CITIGROUP INC | COMMON STOCK | 172967424 | 347 | 7,145 | SH | OTR | 1 | 4,770 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 348 | 3,240 | SH | OTR | 1 | 6,545 | 0 | 0 | |
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 423 | 210,000 | PRN | OTR | 1 | 10,100 | 0 | 0 | |
DEALERTRACK HOLDINGS INC | CONVERTIBLE SECURITY | 242309AB8 | 419 | 325,000 | PRN | OTR | 1 | 9,310 | 0 | 0 | |
EATON CORP PLC | COMMON STOCK | G29183103 | 328 | 4,770 | SH | OTR | 1 | 3,660 | 0 | 0 | |
EBAY INC | COMMON STOCK | 278642103 | 363 | 6,515 | SH | OTR | 1 | 5,180 | 0 | 0 | |
ELECTRONIC ARTS INC | CONVERTIBLE SECURITY | 285512AA7 | 681 | 625,000 | PRN | OTR | 1 | 4,525 | 0 | 0 | |
EMC CORP | CONVERTIBLE SECURITY | 268648AM4 | 584 | 365,000 | PRN | OTR | 1 | 9,650 | 0 | 0 | |
FRANKLIN RESOURCES INC | COMMON STOCK | 354613101 | 347 | 6,855 | SH | OTR | 1 | 3,360 | 0 | 0 | |
GENERAL CABLE CORP | CONVERTIBLE SECURITY | 369300AL2 | 158 | 140,000 | PRN | OTR | 1 | 23,730 | 0 | 0 | |
GENERAL MOTORS CO | CONVERTIBLE PREFERRED SECURITY | 37045V209 | 484 | 9,650 | SH | OTR | 1 | 7,070 | 0 | 0 | |
GENESEE & WYOMING INC | CONVERTIBLE PREFERRED SECURITY | 371559204 | 427 | 3,360 | SH | OTR | 1 | 3,010 | 0 | 0 | |
GILEAD SCIENCE | CONVERTIBLE SECURITY | 375558AP8 | 1,064 | 385,000 | PRN | OTR | 1 | 13,620 | 0 | 0 | |
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AB7 | 655 | 580,000 | PRN | OTR | 1 | 565 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CONVERTIBLE SECURITY | 440543AE6 | 463 | 390,000 | PRN | OTR | 1 | 315 | 0 | 0 | |
INTL GAME TECHNOLOGY | CONVERTIBLE SECURITY | 459902AQ5 | 679 | 615,000 | PRN | OTR | 1 | 610 | 0 | 0 | |
IXIA | CONVERTIBLE SECURITY | 45071RAB5 | 344 | 300,000 | PRN | OTR | 1 | 140 | 0 | 0 | |
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 338 | 6,545 | SH | OTR | 1 | 420 | 0 | 0 | |
KB HOME | CONVERTIBLE SECURITY | 48666KAS8 | 204 | 200,000 | PRN | OTR | 1 | 300 | 0 | 0 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AJ7 | 396 | 350,000 | PRN | OTR | 1 | 210 | 0 | 0 | |
LENNAR CORP - CL A | COMMON STOCK | 526057104 | 358 | 10,100 | SH | OTR | 1 | 625 | 0 | 0 | |
LEUCADIA NATIONAL | CONVERTIBLE SECURITY | 527288AX2 | 324 | 250,000 | PRN | OTR | 1 | 365 | 0 | 0 | |
LINEAR TEC CORP | CONVERTIBLE SECURITY | 535678AC0 | 428 | 400,000 | PRN | OTR | 1 | 580 | 0 | 0 | |
MERRIMACK PHARMACEUTICALS | CONVERTIBLE SECURITY | 590328AA8 | 90 | 100,000 | PRN | OTR | 1 | 390 | 0 | 0 | |
METLIFE INC | CONVERTIBLE PREFERRED SECURITY | 59156R116 | 680 | 23,730 | SH | OTR | 1 | 615 | 0 | 0 | |
MGM MIRAGE | CONVERTIBLE SECURITY | 55303QAE0 | 672 | 529,000 | PRN | OTR | 1 | 200 | 0 | 0 | |
MYLAN LABORATORIES INC | COMMON STOCK | 628530107 | 355 | 9,310 | SH | OTR | 1 | 360 | 0 | 0 | |
NEW YORK CMTY TRUST | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 345 | 7,070 | SH | OTR | 1 | 400 | 0 | 0 | |
NEWPARK RESOURCES | CONVERTIBLE SECURITY | 651718AC2 | 500 | 360,000 | PRN | OTR | 1 | 350 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAB6 | 250 | 220,000 | PRN | OTR | 1 | 250 | 0 | 0 | |
OMNICOM GRP | CONVERTIBLE SECURITY | 681919AV8 | 691 | 570,000 | PRN | OTR | 1 | 100 | 0 | 0 | |
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 317 | 3,660 | SH | OTR | 1 | 529 | 0 | 0 | |
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AQ9 | 665 | 515,000 | PRN | OTR | 1 | 360 | 0 | 0 | |
QUALCOMM INC | COMMON STOCK | 747525103 | 349 | 5,180 | SH | OTR | 1 | 220 | 0 | 0 | |
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAA5 | 342 | 300,000 | PRN | OTR | 1 | 570 | 0 | 0 | |
SALIX PHARMACEUTICALS LTD | CONVERTIBLE SECURITY | 795435AE6 | 648 | 525,000 | PRN | OTR | 1 | 515 | 0 | 0 | |
SANDISK CORP | CONVERTIBLE SECURITY | 80004CAD3 | 968 | 730,000 | PRN | OTR | 1 | 300 | 0 | 0 | |
STANDARD PACIFIC CORP | CONVERTIBLE SECURITY | 85375CBC4 | 370 | 300,000 | PRN | OTR | 1 | 525 | 0 | 0 | |
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502309 | 412 | 3,010 | SH | OTR | 1 | 730 | 0 | 0 | |
T ROWE PRICE | COMMON STOCK | 74144T108 | 325 | 4,525 | SH | OTR | 1 | 300 | 0 | 0 | |
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 177 | 160,000 | PRN | OTR | 1 | 325 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWARE | CONVERTIBLE SECURITY | 874054AC3 | 149 | 125,000 | PRN | OTR | 1 | 525 | 0 | 0 | |
TRINITY INDUSTRIES INC | CONVERTIBLE SECURITY | 896522AF6 | 638 | 525,000 | PRN | OTR | 1 | 125 | 0 | 0 | |
UTD TECHS CORP | CONVERTIBLE PREFERRED SECURITY | 913017117 | 882 | 13,620 | SH | OTR | 1 | 160 | 0 | 0 | |
WALTER INVESTMENT MANAGEMENT | CONVERTIBLE SECURITY | 93317WAA0 | 368 | 350,000 | PRN | OTR | 1 | 350 | 0 | 0 | |
WELLS FARGO & COMPANY | CONVERTIBLE PREFERRED SECURITY | 949746804 | 643 | 565 | SH | OTR | 1 | 300 | 0 | 0 |