The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
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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