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 | 9,840 | 55,838 | SH | SOLE | 55,838 | 0 | 0 | ||
51JOB INC | CONVERTIBLE SECURITY | 316827AC8 | 4,172 | 3,930,000 | PRN | SOLE | 3,930 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 13,094 | 309,624 | SH | SOLE | 309,624 | 0 | 0 | ||
ABBVIE | COMMON STOCK | 00287Y109 | 15,427 | 244,596 | SH | SOLE | 244,596 | 0 | 0 | ||
ACADIA HEALTHCARE | COMMON STOCK | 00404A109 | 27,912 | 563,313 | SH | SOLE | 493,307 | 0 | 70,006 | ||
ACCENTURE PLC | COMMON STOCK | G1151C101 | 55,662 | 455,608 | SH | SOLE | 454,523 | 0 | 1,085 | ||
ACORDA THERAPEUTICS INC | CONVERTIBLE SECURITY | 00484MAA4 | 6,946 | 8,436,000 | PRN | SOLE | 8,391 | 0 | 45 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK | 00507V109 | 40,959 | 924,572 | SH | SOLE | 795,357 | 0 | 129,215 | ||
ADVANCED MICRO DEVICES INC | CONVERTIBLE SECURITY | 007903BD8 | 40,461 | 37,094,000 | PRN | SOLE | 37,054 | 0 | 40 | ||
AES CORP | COMMON STOCK | 00130H105 | 1,372 | 106,806 | SH | SOLE | 106,806 | 0 | 0 | ||
AETNA INC | COMMON STOCK | 00817Y108 | 34,823 | 301,627 | SH | SOLE | 272,210 | 0 | 29,417 | ||
AFLAC INC | COMMON STOCK | 001055102 | 2,702 | 37,594 | SH | SOLE | 37,594 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK | 00846U101 | 2,032 | 43,156 | SH | SOLE | 43,156 | 0 | 0 | ||
AIR LEASE | COMMON STOCK | 00912X302 | 2,047 | 71,607 | SH | SOLE | 71,607 | 0 | 0 | ||
AIR LEASE | CONVERTIBLE SECURITY | 00912XAK0 | 25,200 | 20,374,000 | PRN | SOLE | 20,374 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK | 009158106 | 4,455 | 29,632 | SH | SOLE | 29,632 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK | 00971T101 | 2,156 | 40,688 | SH | SOLE | 40,688 | 0 | 0 | ||
ALCOA INC | CONVERTIBLE PREFERRED SECURITY | 013817309 | 14,175 | 433,605 | SH | SOLE | 431,970 | 0 | 1,635 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351109 | 34,014 | 277,576 | SH | SOLE | 232,145 | 0 | 45,431 | ||
ALIBABA GROUP HOLDING LTD | COMMON STOCK | 01609W102 | 14,117 | 133,444 | SH | SOLE | 133,444 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | CONVERTIBLE SECURITY | 01741RAG7 | 7,070 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ALLEGION PUBLIC LIMITED CO | COMMON STOCK | G0176J109 | 27,172 | 394,309 | SH | SOLE | 328,028 | 0 | 66,281 | ||
ALLERGAN PLC | COMMON STOCK | G0177J108 | 71,325 | 309,691 | SH | SOLE | 283,624 | 0 | 26,067 | ||
ALLERGAN PLC | CONVERTIBLE PREFERRED SECURITY | G0177J116 | 209,400 | 254,859 | SH | SOLE | 253,757 | 0 | 1,102 | ||
ALLSCRIPTS HEALTHCARE SOLUTION | CONVERTIBLE SECURITY | 01988PAD0 | 6,568 | 6,412,000 | PRN | SOLE | 6,370 | 0 | 42 | ||
ALLSTATE CORP | COMMON STOCK | 020002101 | 4,264 | 61,632 | SH | SOLE | 61,632 | 0 | 0 | ||
ALPHABET INC | COMMON STOCK | 02079K907 | 1,222 | 100 | SH | Call | SOLE | 100 | 0 | 0 | |
ALPHABET INC | COMMON STOCK | 02079K305 | 446,336 | 555,103 | SH | SOLE | 519,161 | 0 | 35,942 | ||
ALPHABET INC | COMMON STOCK | 02079K107 | 42,394 | 54,541 | SH | SOLE | 54,541 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 18,189 | 287,661 | SH | SOLE | 287,661 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 00163UAA4 | 11,285 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK | 023135106 | 232,124 | 277,226 | SH | SOLE | 258,236 | 0 | 18,990 | ||
AMER ELECTRIC POWER INC | COMMON STOCK | 025537101 | 4,609 | 71,782 | SH | SOLE | 71,782 | 0 | 0 | ||
AMER EXPRESS CO. | COMMON STOCK | 025816109 | 27,364 | 427,299 | SH | SOLE | 427,299 | 0 | 0 | ||
AMER INTL GROUP | COMMON STOCK | 026874784 | 54,843 | 924,220 | SH | SOLE | 924,220 | 0 | 0 | ||
AMER TOWER CORP | CONVERTIBLE PREFERRED SECURITY | 03027X407 | 29,395 | 268,225 | SH | SOLE | 268,225 | 0 | 0 | ||
AMER TOWER CORP | CONVERTIBLE PREFERRED SECURITY | 03027X308 | 85,283 | 769,075 | SH | SOLE | 764,810 | 0 | 4,265 | ||
AMERICA MOVIL SA | COMMON STOCK | 02364W105 | 990 | 86,500 | SH | SOLE | 86,500 | 0 | 0 | ||
AMERICAN TOWER REIT INC | COMMON STOCK | 03027X100 | 5,167 | 45,595 | SH | SOLE | 45,595 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK | 03076C106 | 3,278 | 32,858 | SH | SOLE | 32,858 | 0 | 0 | ||
AMGEN INC | COMMON STOCK | 031162100 | 15,925 | 95,466 | SH | SOLE | 95,466 | 0 | 0 | ||
AMPHENOL CORP | COMMON STOCK | 032095101 | 2,642 | 40,689 | SH | SOLE | 40,689 | 0 | 0 | ||
AMSURG CORP | CONVERTIBLE PREFERRED SECURITY | 03232P504 | 23,307 | 185,597 | SH | SOLE | 183,961 | 0 | 1,636 | ||
AMTRUST FIN SVCS | CONVERTIBLE SECURITY | 032359AG6 | 4,179 | 4,821,000 | PRN | SOLE | 4,821 | 0 | 0 | ||
ANADARKO PETROLEUM | COMMON STOCK | 032511107 | 25,676 | 405,247 | SH | SOLE | 402,947 | 0 | 2,300 | ||
ANALOG DEVICES INC | COMMON STOCK | 032654105 | 216 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK | 036752103 | 8,831 | 70,477 | SH | SOLE | 70,477 | 0 | 0 | ||
ANTHEM INC | CONVERTIBLE PREFERRED SECURITY | 036752202 | 72,702 | 1,672,473 | SH | SOLE | 1,667,903 | 0 | 4,570 | ||
APACHE CORP | COMMON STOCK | 037411105 | 1,774 | 27,771 | SH | SOLE | 27,771 | 0 | 0 | ||
APPLE INC | COMMON STOCK | 037833900 | 2,413 | 3,490 | SH | Call | SOLE | 3,490 | 0 | 0 | |
APPLE INC | COMMON STOCK | 037833100 | 523,571 | 4,631,323 | SH | SOLE | 4,378,869 | 0 | 252,454 | ||
APPLIED MATERIALS INC | COMMON STOCK | 038222105 | 60,454 | 2,005,094 | SH | SOLE | 1,854,652 | 0 | 150,442 | ||
ARCHER DANIELS MIDLAND | COMMON STOCK | 039483102 | 2,614 | 61,978 | SH | SOLE | 61,978 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAG8 | 27 | 27,000 | PRN | SOLE | 27 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAM5 | 9,706 | 9,274,000 | PRN | SOLE | 9,274 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAJ2 | 33,999 | 32,826,000 | PRN | SOLE | 32,529 | 0 | 297 | ||
AT&T INC | COMMON STOCK | 00206R102 | 81,755 | 2,013,175 | SH | SOLE | 2,008,445 | 0 | 4,730 | ||
ATLAS AIR WORLDWIDE HLDGS INC | CONVERTIBLE SECURITY | 049164BH8 | 10,931 | 11,252,000 | PRN | SOLE | 11,172 | 0 | 80 | ||
AUTODESK INC | COMMON STOCK | 052769106 | 590 | 1,000 | SH | Call | SOLE | 1,000 | 0 | 0 | |
AUTOMATIC DATA | COMMON STOCK | 053015103 | 214 | 2,430 | SH | SOLE | 2,430 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK | 053332102 | 20,393 | 26,541 | SH | SOLE | 23,442 | 0 | 3,099 | ||
AVALONBAY COMMUNITIES INC | COMMON STOCK | 053484101 | 2,500 | 14,059 | SH | SOLE | 14,059 | 0 | 0 | ||
B2GOLD CORPORATION | CONVERTIBLE SECURITY | 11777QAB6 | 4,113 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
BAIDU INC | COMMON STOCK | 056752108 | 15,402 | 84,595 | SH | SOLE | 84,595 | 0 | 0 | ||
BAKER HUGHES | COMMON STOCK | 057224107 | 2,666 | 52,833 | SH | SOLE | 52,833 | 0 | 0 | ||
BANCO MACRO SA | COMMON STOCK | 05961W105 | 4,714 | 60,240 | SH | SOLE | 60,240 | 0 | 0 | ||
BANCOLOMBIA | COMMON STOCK | 05968L102 | 3,100 | 79,400 | SH | SOLE | 79,400 | 0 | 0 | ||
BANK OF AMER CP | COMMON STOCK | 060505104 | 46,472 | 2,969,464 | SH | SOLE | 2,969,464 | 0 | 0 | ||
BANK OF AMERICA CORP | CONVERTIBLE PREFERRED SECURITY | 060505682 | 58,871 | 48,222 | SH | SOLE | 48,017 | 0 | 205 | ||
BANK OF HAWAII | COMMON STOCK | 062540109 | 402 | 5,540 | SH | SOLE | 5,540 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK | 064058100 | 35,186 | 882,307 | SH | SOLE | 882,307 | 0 | 0 | ||
BARCLAY/ISHARES FUNDS | COMMON STOCK | 46429B598 | 1,640 | 55,761 | SH | SOLE | 55,761 | 0 | 0 | ||
BAXTER INTL INC | COMMON STOCK | 071813909 | 245 | 2,645 | SH | Call | SOLE | 2,645 | 0 | 0 | |
BAXTER INTL INC | COMMON STOCK | 071813109 | 79,831 | 1,677,124 | SH | SOLE | 1,520,037 | 0 | 157,087 | ||
BB&T CORPORATION | COMMON STOCK | 054937107 | 16,247 | 430,721 | SH | SOLE | 430,721 | 0 | 0 | ||
BEACON ROOFING SUPPLY INC | COMMON STOCK | 073685109 | 24,643 | 585,760 | SH | SOLE | 513,519 | 0 | 72,241 | ||
BERKSHIRE HTH | COMMON STOCK | 084670702 | 33,732 | 233,489 | SH | SOLE | 233,489 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK | 09062X103 | 20,289 | 64,815 | SH | SOLE | 64,815 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAF8 | 24,221 | 19,403,000 | PRN | SOLE | 19,335 | 0 | 68 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAE1 | 27,258 | 22,734,000 | PRN | SOLE | 22,597 | 0 | 137 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK | 09061G101 | 31,576 | 341,286 | SH | SOLE | 297,724 | 0 | 43,562 | ||
BLACKROCK INC | COMMON STOCK | 09247X101 | 5,111 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
BLACKSTONE GROUP LP | COMMON STOCK | 09253U108 | 1,410 | 55,220 | SH | SOLE | 55,220 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE SECURITY | 09257WAA8 | 1,650 | 1,500,000 | PRN | SOLE | 1,500 | 0 | 0 | ||
BOEING CO | COMMON STOCK | 097023105 | 27,359 | 207,676 | SH | SOLE | 207,676 | 0 | 0 | ||
BOTTOMLINE TECH | CONVERTIBLE SECURITY | 101388AA4 | 7,928 | 7,750,000 | PRN | SOLE | 7,750 | 0 | 0 | ||
BP PLC | COMMON STOCK | 055622104 | 28,128 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
BRISTOL MYERS SQUIBB | COMMON STOCK | 110122108 | 9,820 | 182,126 | SH | SOLE | 182,126 | 0 | 0 | ||
BROADCOM LTD | COMMON STOCK | Y09827109 | 34,681 | 201,027 | SH | SOLE | 200,277 | 0 | 750 | ||
BROCADE COMMUNICATIONS SYSTEMS | CONVERTIBLE SECURITY | 111621AQ1 | 2,477 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
BROOKDALE SENIOR LIVING INC | CONVERTIBLE SECURITY | 112463AA2 | 9,480 | 9,500,000 | PRN | SOLE | 9,500 | 0 | 0 | ||
BROWN & BROWN INC | COMMON STOCK | 115236101 | 257 | 6,805 | SH | SOLE | 6,805 | 0 | 0 | ||
BWX TECHNOLOGIES INC | COMMON STOCK | 05605H100 | 20,003 | 521,320 | SH | SOLE | 457,644 | 0 | 63,676 | ||
CALAMP CORP | CONVERTIBLE SECURITY | 128126AB5 | 2,352 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
CALATLANTIC GROUP INC | CONVERTIBLE SECURITY | 85375CBC4 | 29,615 | 28,380,000 | PRN | SOLE | 28,110 | 0 | 270 | ||
CALATLANTIC GROUP INC | CONVERTIBLE SECURITY | 783764AQ6 | 35,485 | 29,484,000 | PRN | SOLE | 29,288 | 0 | 196 | ||
CANADIAN SOLAR INC | CONVERTIBLE SECURITY | 136635AE9 | 4,502 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK | 14040H105 | 7,120 | 99,129 | SH | SOLE | 99,129 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 3,114 | 40,080 | SH | SOLE | 40,080 | 0 | 0 | ||
CARDTRONICS INC | CONVERTIBLE SECURITY | 14161HAG3 | 9,332 | 8,800,000 | PRN | SOLE | 8,800 | 0 | 0 | ||
CARMAX INC | COMMON STOCK | 143130102 | 1,357 | 25,431 | SH | SOLE | 25,431 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK | 143658300 | 14,099 | 288,801 | SH | SOLE | 288,801 | 0 | 0 | ||
CASEY'S GENERAL STORES INC | COMMON STOCK | 147528103 | 4,402 | 36,639 | SH | SOLE | 7,230 | 0 | 29,409 | ||
CATERPILLAR INC | COMMON STOCK | 149123101 | 5,932 | 66,829 | SH | SOLE | 66,829 | 0 | 0 | ||
CBRE GROUP INC | COMMON STOCK | 12504L109 | 1,951 | 69,720 | SH | SOLE | 69,720 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK | 151020104 | 105,516 | 1,009,433 | SH | SOLE | 950,232 | 0 | 59,201 | ||
CEMEX SA | CONVERTIBLE SECURITY | 151290BC6 | 16,819 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK | 156700106 | 3,040 | 110,845 | SH | SOLE | 110,845 | 0 | 0 | ||
CEPHEID INC | CONVERTIBLE SECURITY | 15670RAC1 | 11,326 | 10,902,000 | PRN | SOLE | 10,780 | 0 | 122 | ||
CERNER CORP | COMMON STOCK | 156782104 | 3,297 | 53,400 | SH | SOLE | 53,400 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK | 125269100 | 1,115 | 45,782 | SH | SOLE | 45,782 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC | COMMON STOCK | 16119P108 | 5,395 | 19,983 | SH | SOLE | 19,983 | 0 | 0 | ||
CHEVRONTEXACO CORP | COMMON STOCK | 166764100 | 72,603 | 705,430 | SH | SOLE | 705,430 | 0 | 0 | ||
CHINA BIOLOGIC PRODUCTS INC | COMMON STOCK | 16938C106 | 6,496 | 52,185 | SH | SOLE | 52,185 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK | 169656105 | 2,348 | 5,545 | SH | SOLE | 5,545 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 5,381 | 42,824 | SH | SOLE | 42,824 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK | 125509109 | 5,283 | 40,540 | SH | SOLE | 40,540 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP | COMMON STOCK | 172062101 | 202 | 2,675 | SH | SOLE | 2,675 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK | 17275R102 | 17,900 | 564,300 | SH | SOLE | 564,300 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK | 172967424 | 101,720 | 2,153,711 | SH | SOLE | 2,092,161 | 0 | 61,550 | ||
CITRIX SYSTEMS INC | CONVERTIBLE SECURITY | 177376AD2 | 60,121 | 53,208,000 | PRN | SOLE | 52,797 | 0 | 411 | ||
CMS ENERGY CORP | COMMON STOCK | 125896100 | 2,520 | 59,996 | SH | SOLE | 59,996 | 0 | 0 | ||
COACH INC | COMMON STOCK | 189754104 | 2,138 | 58,484 | SH | SOLE | 58,484 | 0 | 0 | ||
COCA-COLA CO | COMMON STOCK | 191216100 | 69,341 | 1,638,493 | SH | SOLE | 1,635,703 | 0 | 2,790 | ||
COGNIZANT TECH SOLUTIONS CORP | COMMON STOCK | 192446102 | 3,664 | 76,802 | SH | SOLE | 76,802 | 0 | 0 | ||
COLGATE-PALMOLIVE CO | COMMON STOCK | 194162103 | 5,867 | 79,136 | SH | SOLE | 79,136 | 0 | 0 | ||
COLONY FINANCIAL INC | CONVERTIBLE SECURITY | 19624RAB2 | 1,944 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
COMCAST CORP | COMMON STOCK | 20030N101 | 159,592 | 2,405,664 | SH | SOLE | 2,246,926 | 0 | 158,738 | ||
COMMERCE BANCSHARES INC | COMMON STOCK | 200525103 | 212 | 4,295 | SH | SOLE | 4,295 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK | 204166102 | 16,123 | 303,457 | SH | SOLE | 271,442 | 0 | 32,015 | ||
COMPANHIA DE BEBIDAS | COMMON STOCK | 02319V103 | 3,830 | 628,900 | SH | SOLE | 628,900 | 0 | 0 | ||
CONAGRA FOODS INC | COMMON STOCK | 205887102 | 1,917 | 40,688 | SH | SOLE | 40,688 | 0 | 0 | ||
CONCHO RESOURCES INC | COMMON STOCK | 20605P101 | 18,602 | 135,434 | SH | SOLE | 117,234 | 0 | 18,200 | ||
CONOCOPHILLIPS | COMMON STOCK | 20825C104 | 7,702 | 177,174 | SH | SOLE | 177,174 | 0 | 0 | ||
CONSOL EDISON | COMMON STOCK | 209115104 | 3,064 | 40,688 | SH | SOLE | 40,688 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | CONVERTIBLE SECURITY | 21925YAB9 | 13,156 | 12,000,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
COSTAR GRP INC | COMMON STOCK | 22160N109 | 37,765 | 174,411 | SH | SOLE | 158,393 | 0 | 16,018 | ||
COSTCO WHOLESALE CORP | COMMON STOCK | 22160K105 | 64,166 | 420,735 | SH | SOLE | 420,735 | 0 | 0 | ||
COWEN GROUP INC | CONVERTIBLE SECURITY | 223622AB7 | 3,405 | 3,500,000 | PRN | SOLE | 3,500 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COMMON STOCK | 22822V101 | 39,407 | 418,289 | SH | SOLE | 369,687 | 0 | 48,602 | ||
CROWN CASTLE INTL CORP | CONVERTIBLE PREFERRED SECURITY | 22822V200 | 57,017 | 504,485 | SH | SOLE | 501,920 | 0 | 2,565 | ||
CSX CORPORATION | COMMON STOCK | 126408103 | 84,232 | 2,761,705 | SH | SOLE | 2,519,282 | 0 | 242,423 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAH3 | 11,303 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAD2 | 42,198 | 32,606,000 | PRN | SOLE | 32,436 | 0 | 170 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAF7 | 58,520 | 53,765,000 | PRN | SOLE | 53,354 | 0 | 411 | ||
CTRIP.COM INTL LTD | COMMON STOCK | 22943F100 | 9,481 | 203,580 | SH | SOLE | 203,580 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK | 231021106 | 3,854 | 30,077 | SH | SOLE | 30,077 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK | 126650100 | 14,564 | 163,663 | SH | SOLE | 163,663 | 0 | 0 | ||
D R HORTON INC | COMMON STOCK | 23331A109 | 1,075 | 35,602 | SH | SOLE | 35,602 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK | 235851102 | 5,151 | 65,707 | SH | SOLE | 65,707 | 0 | 0 | ||
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 1,618 | 540,000 | PRN | SOLE | 506 | 0 | 34 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 1,248 | 20,346 | SH | SOLE | 20,346 | 0 | 0 | ||
DAVITA INC | COMMON STOCK | 23918K108 | 1,344 | 20,346 | SH | SOLE | 20,346 | 0 | 0 | ||
DEERE & CO | COMMON STOCK | 244199105 | 6,321 | 74,056 | SH | SOLE | 74,056 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK | G27823106 | 19,707 | 276,315 | SH | SOLE | 276,315 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK | 247361702 | 31,876 | 809,858 | SH | SOLE | 809,858 | 0 | 0 | ||
DEPOMED INC | CONVERTIBLE SECURITY | 249908AA2 | 12,510 | 9,000,000 | PRN | SOLE | 9,000 | 0 | 0 | ||
DEVON ENERGY CORPORATION | COMMON STOCK | 25179M103 | 4,114 | 93,266 | SH | SOLE | 93,266 | 0 | 0 | ||
DEXCOM INC | COMMON STOCK | 252131107 | 18,328 | 209,080 | SH | SOLE | 179,282 | 0 | 29,798 | ||
DIAMOND OFFSHORE DRILLING INC | COMMON STOCK | 25271C102 | 1,057 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
DICK'S SPORTING GOODS INC | COMMON STOCK | 253393102 | 238 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK | 254709108 | 12,503 | 221,098 | SH | SOLE | 221,098 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS | COMMON STOCK | 25470F302 | 669 | 25,431 | SH | SOLE | 25,431 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC | COMMON STOCK | 25470F104 | 870 | 32,332 | SH | SOLE | 32,332 | 0 | 0 | ||
DISNEY WALT CO | COMMON STOCK | 254687106 | 64,051 | 689,758 | SH | SOLE | 688,894 | 0 | 864 | ||
DOLBY LABORATORIES INC | COMMON STOCK | 25659T107 | 30,439 | 560,678 | SH | SOLE | 495,511 | 0 | 65,167 | ||
DOLLAR GENERAL | COMMON STOCK | 256677105 | 38,400 | 548,648 | SH | SOLE | 481,286 | 0 | 67,362 | ||
DOMINION RESOURCES INC VA | COMMON STOCK | 25746U109 | 4,217 | 56,781 | SH | SOLE | 56,781 | 0 | 0 | ||
DOMINION RESOURCES INC VA | CONVERTIBLE PREFERRED SECURITY | 25746U836 | 15,748 | 315,585 | SH | SOLE | 315,585 | 0 | 0 | ||
DOMINION RESOURCES INC VA | CONVERTIBLE PREFERRED SECURITY | 25746U869 | 59,614 | 1,198,021 | SH | SOLE | 1,196,081 | 0 | 1,940 | ||
DOW CHEMICAL CO | COMMON STOCK | 260543103 | 32,503 | 627,109 | SH | SOLE | 627,109 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK | 26441C204 | 11,683 | 145,963 | SH | SOLE | 145,963 | 0 | 0 | ||
DUPONT DE NEMOUR & CO | COMMON STOCK | 263534109 | 14,316 | 213,762 | SH | SOLE | 213,762 | 0 | 0 | ||
DYCOM INDS | CONVERTIBLE SECURITY | 267475AB7 | 7,530 | 6,872,000 | PRN | SOLE | 6,739 | 0 | 133 | ||
DYNEGY INC | CONVERTIBLE PREFERRED SECURITY | 26817R405 | 4,050 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EASTMAN CHEM CO | COMMON STOCK | 277432100 | 688 | 10,171 | SH | SOLE | 10,171 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK | G29183103 | 32,813 | 499,355 | SH | SOLE | 499,355 | 0 | 0 | ||
EBAY INC | COMMON STOCK | 278642103 | 3,837 | 116,636 | SH | SOLE | 116,636 | 0 | 0 | ||
EDISON INTL | COMMON STOCK | 281020107 | 3,920 | 54,261 | SH | SOLE | 54,261 | 0 | 0 | ||
EDWARDS LIFESCI | COMMON STOCK | 28176E108 | 45,723 | 379,256 | SH | SOLE | 338,674 | 0 | 40,582 | ||
ELECTRONICS FOR IMAGING INC | CONVERTIBLE SECURITY | 286082AC6 | 13,503 | 12,158,000 | PRN | SOLE | 12,030 | 0 | 128 | ||
ELI LILLY & CO | COMMON STOCK | 532457108 | 34,746 | 432,919 | SH | SOLE | 432,919 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | CONVERTIBLE SECURITY | 29089QAB1 | 47,176 | 38,286,000 | PRN | SOLE | 38,171 | 0 | 115 | ||
EMERSON ELECTRIC CO | COMMON STOCK | 291011104 | 3,582 | 65,708 | SH | SOLE | 65,708 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK | 29364G103 | 1,873 | 24,416 | SH | SOLE | 24,416 | 0 | 0 | ||
ENVESTNET INC | CONVERTIBLE SECURITY | 29404KAA4 | 4,839 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
ENVISION HEALTHCARE HOLDINGS | COMMON STOCK | 29413U103 | 1,647 | 73,955 | SH | SOLE | 15,492 | 0 | 58,463 | ||
EOG RESOURCES INC | COMMON STOCK | 26875P101 | 42,031 | 434,608 | SH | SOLE | 433,648 | 0 | 960 | ||
EQT CORP | COMMON STOCK | 26884L109 | 2,069 | 28,486 | SH | SOLE | 28,486 | 0 | 0 | ||
EQUITY RESIDENTIAL | COMMON STOCK | 29476L107 | 2,659 | 41,328 | SH | SOLE | 41,328 | 0 | 0 | ||
EURONET WORLDWIDE INC | CONVERTIBLE SECURITY | 298736AH2 | 44,963 | 35,648,000 | PRN | SOLE | 35,648 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK | 30040W108 | 1,102 | 20,346 | SH | SOLE | 20,346 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 3,181 | 95,548 | SH | SOLE | 95,548 | 0 | 0 | ||
EXELON CORP | CONVERTIBLE PREFERRED SECURITY | 30161N127 | 77,938 | 1,667,476 | SH | SOLE | 1,664,741 | 0 | 2,735 | ||
EXPEDIA INC | COMMON STOCK | 30212P303 | 28,755 | 246,359 | SH | SOLE | 216,396 | 0 | 29,963 | ||
EXPEDITORS INTL WASHINGTON INC | COMMON STOCK | 302130109 | 983 | 19,080 | SH | SOLE | 19,080 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK | 30219G108 | 7,526 | 106,705 | SH | SOLE | 106,705 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 127,553 | 1,461,427 | SH | SOLE | 1,460,552 | 0 | 875 | ||
F5 NETWORKSINC | COMMON STOCK | 315616102 | 457 | 3,667 | SH | SOLE | 3,667 | 0 | 0 | ||
FACEBOOK INC | COMMON STOCK | 30303M102 | 240,918 | 1,878,207 | SH | SOLE | 1,755,709 | 0 | 122,498 | ||
FEDEX CORP | COMMON STOCK | 31428X106 | 6,699 | 38,350 | SH | SOLE | 38,350 | 0 | 0 | ||
FIAT CHRYSLR AUT NV | CONVERTIBLE PREFERRED SECURITY | N31738110 | 18,529 | 289,900 | SH | SOLE | 288,900 | 0 | 1,000 | ||
FIDELITY NATIONAL INFORMATION | COMMON STOCK | 31620M106 | 36,455 | 473,262 | SH | SOLE | 415,171 | 0 | 58,091 | ||
FIDELITY NL FIN | CONVERTIBLE SECURITY | 31620RAE5 | 1,118 | 543,000 | PRN | SOLE | 543 | 0 | 0 | ||
FIFTH THIRD BK | COMMON STOCK | 316773100 | 2,289 | 111,891 | SH | SOLE | 111,891 | 0 | 0 | ||
FINISAR CORP | CONVERTIBLE SECURITY | 31787AAM3 | 22,106 | 18,711,000 | PRN | SOLE | 18,665 | 0 | 46 | ||
FIREEYE | CONVERTIBLE SECURITY | 31816QAB7 | 6,893 | 7,447,000 | PRN | SOLE | 7,447 | 0 | 0 | ||
FIREEYE | CONVERTIBLE SECURITY | 31816QAD3 | 7,558 | 8,282,000 | PRN | SOLE | 8,282 | 0 | 0 | ||
FIRST REPUBLIC BANK/SAN FRAN | COMMON STOCK | 33616C100 | 20,704 | 268,500 | SH | SOLE | 268,500 | 0 | 0 | ||
FIRSTCASH INC | COMMON STOCK | 33767D105 | 5,773 | 122,625 | SH | SOLE | 122,625 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK | 337932107 | 1,682 | 50,861 | SH | SOLE | 50,861 | 0 | 0 | ||
FISERV INC | COMMON STOCK | 337738108 | 6,536 | 65,707 | SH | SOLE | 65,707 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COMMON STOCK | 339041105 | 40,429 | 232,713 | SH | SOLE | 202,945 | 0 | 29,768 | ||
FLIR SYSTEMS INC | COMMON STOCK | 302445101 | 211 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK | 343412102 | 1,723 | 33,567 | SH | SOLE | 33,567 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK | 345370860 | 14,339 | 1,187,987 | SH | SOLE | 1,187,987 | 0 | 0 | ||
FORESTAR GROUP INC | CONVERTIBLE SECURITY | 346232AB7 | 5,700 | 6,000,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
FORTIVE CORPORATION | COMMON STOCK | 34959J108 | 1,672 | 32,853 | SH | SOLE | 32,853 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY | COMMON STOCK | 34964C106 | 30,989 | 533,378 | SH | SOLE | 497,245 | 0 | 36,133 | ||
FRANKLIN RESOURCES INC | COMMON STOCK | 354613101 | 1,538 | 43,231 | SH | SOLE | 43,231 | 0 | 0 | ||
FRANK'S INTERNATIONAL NV | COMMON STOCK | N33462107 | 199 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 1,940 | 178,607 | SH | SOLE | 178,607 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | CONVERTIBLE PREFERRED SECURITY | 35906A207 | 30,024 | 357,816 | SH | SOLE | 356,651 | 0 | 1,165 | ||
GAP INC | COMMON STOCK | 364760108 | 701 | 31,534 | SH | SOLE | 31,534 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK | 369550108 | 5,408 | 34,856 | SH | SOLE | 34,856 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK | 369604103 | 149,156 | 5,035,665 | SH | SOLE | 5,030,665 | 0 | 5,000 | ||
GENERAL GROWTH PROPERTIES | COMMON STOCK | 370023103 | 218 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK | 370334104 | 4,197 | 65,708 | SH | SOLE | 65,708 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK | 37045V100 | 10,065 | 316,821 | SH | SOLE | 316,821 | 0 | 0 | ||
GENERAL MOTORS CO | WARRANTS | 37045V126 | 1,235 | 88,470 | SH | SOLE | 88,470 | 0 | 0 | ||
GENTEX CORP | COMMON STOCK | 371901109 | 246 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK | 372460105 | 261 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK | 375558103 | 52,739 | 666,576 | SH | SOLE | 666,576 | 0 | 0 | ||
GLOBAL X FTSE GREECE 20 | COMMON STOCK | 37950E366 | 6,995 | 974,299 | SH | SOLE | 724,299 | 0 | 250,000 | ||
GOLDMAN SACHS | COMMON STOCK | 38141G104 | 10,904 | 67,613 | SH | SOLE | 67,613 | 0 | 0 | ||
GRAPHIC PACKAGING HOLDING CO | COMMON STOCK | 388689101 | 197 | 14,050 | SH | SOLE | 14,050 | 0 | 0 | ||
GREENBRIER COMPANIES | CONVERTIBLE SECURITY | 393657AH4 | 16,389 | 14,440,000 | PRN | SOLE | 14,384 | 0 | 56 | ||
HALLIBURTON CO | COMMON STOCK | 406216101 | 17,222 | 383,726 | SH | SOLE | 383,726 | 0 | 0 | ||
HARLEY-DAVIDSON INC | COMMON STOCK | 412822108 | 208 | 3,950 | SH | SOLE | 3,950 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | 416515104 | 2,774 | 64,776 | SH | SOLE | 64,776 | 0 | 0 | ||
HASBRO INC | COMMON STOCK | 418056107 | 19,011 | 239,647 | SH | SOLE | 199,801 | 0 | 39,846 | ||
HELIX ENERGY SOLUTIONS GROUP | CONVERTIBLE SECURITY | 42330PAG2 | 2,839 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
HELMERICH & PAYNE INC | COMMON STOCK | 423452101 | 685 | 10,171 | SH | SOLE | 10,171 | 0 | 0 | ||
HERBALIFE LTD | CONVERTIBLE SECURITY | 42703MAB9 | 7,434 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
HERSHEY FOODS CORP | COMMON STOCK | 427866108 | 1,362 | 14,244 | SH | SOLE | 14,244 | 0 | 0 | ||
HESS CORP | COMMON STOCK | 42809H107 | 1,596 | 29,760 | SH | SOLE | 29,760 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE CO | COMMON STOCK | 42824C109 | 2,153 | 94,619 | SH | SOLE | 94,619 | 0 | 0 | ||
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AC5 | 8,460 | 6,201,000 | PRN | SOLE | 6,201 | 0 | 0 | ||
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AG6 | 61,308 | 49,768,000 | PRN | SOLE | 49,552 | 0 | 216 | ||
HOME DEPOT | COMMON STOCK | 437076102 | 137,791 | 1,070,807 | SH | SOLE | 1,019,420 | 0 | 51,387 | ||
HONEYWELL INTL | COMMON STOCK | 438516106 | 54,609 | 468,385 | SH | SOLE | 468,385 | 0 | 0 | ||
HORIZON PHARMA PLC | CONVERTIBLE SECURITY | 44052TAB7 | 12,172 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COMMON STOCK | 44107P104 | 1,561 | 100,242 | SH | SOLE | 100,242 | 0 | 0 | ||
HP INC | COMMON STOCK | 40434L105 | 3,823 | 246,178 | SH | SOLE | 246,178 | 0 | 0 | ||
HUBBELL INC | COMMON STOCK | 443510607 | 230 | 2,135 | SH | SOLE | 2,135 | 0 | 0 | ||
ICICI BANK LTD | COMMON STOCK | 45104G104 | 109 | 14,625 | SH | SOLE | 14,625 | 0 | 0 | ||
IGI LABORATORIES INC | CONVERTIBLE SECURITY | 449575AB5 | 3,819 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
ILL TOOL WORKS INC | COMMON STOCK | 452308109 | 5,254 | 43,843 | SH | SOLE | 43,843 | 0 | 0 | ||
ILLUMINA INC | COMMON STOCK | 452327109 | 11,176 | 61,523 | SH | SOLE | 61,043 | 0 | 480 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AH2 | 21,124 | 19,361,000 | PRN | SOLE | 19,230 | 0 | 131 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AF6 | 21,147 | 20,286,000 | PRN | SOLE | 20,286 | 0 | 0 | ||
IMAX CORP | COMMON STOCK | 45245E109 | 7,253 | 250,357 | SH | SOLE | 182,957 | 0 | 67,400 | ||
INCYTE GENOMICS | CONVERTIBLE SECURITY | 45337CAM4 | 6,935 | 3,643,000 | PRN | SOLE | 3,602 | 0 | 41 | ||
INCYTE GENOMICS | CONVERTIBLE SECURITY | 45337CAN2 | 9,649 | 4,960,000 | PRN | SOLE | 4,960 | 0 | 0 | ||
INCYTE GENOMICS INC | COMMON STOCK | 45337C102 | 29,760 | 315,626 | SH | SOLE | 281,005 | 0 | 34,621 | ||
INFINERA CORP | CONVERTIBLE SECURITY | 45667GAB9 | 9,981 | 9,500,000 | PRN | SOLE | 9,500 | 0 | 0 | ||
INGERSOLL-RAND PLC | COMMON STOCK | G47791101 | 419 | 6,165 | SH | SOLE | 6,165 | 0 | 0 | ||
INSULET CORP | CONVERTIBLE SECURITY | 45784PAD3 | 886 | 804,000 | PRN | SOLE | 804 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | CONVERTIBLE SECURITY | 458118AB2 | 10,158 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AD2 | 11,042 | 7,989,000 | PRN | SOLE | 7,989 | 0 | 0 | ||
INTEL CORP | COMMON STOCK | 458140100 | 25,128 | 665,653 | SH | SOLE | 665,653 | 0 | 0 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AF7 | 130,888 | 71,337,000 | PRN | SOLE | 71,045 | 0 | 292 | ||
INTERCEPT PHARMACEUTICALS | CONVERTIBLE SECURITY | 45845PAA6 | 5,603 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE INC | COMMON STOCK | 45866F104 | 79,502 | 295,152 | SH | SOLE | 269,085 | 0 | 26,067 | ||
INTERPUBLIC GROUP OF COS | COMMON STOCK | 460690100 | 796 | 35,600 | SH | SOLE | 35,600 | 0 | 0 | ||
INTERXION HOLDING NV | COMMON STOCK | N47279109 | 40,318 | 1,113,140 | SH | SOLE | 926,205 | 0 | 186,935 | ||
INT'L BUSINESS MACHINES CORP | COMMON STOCK | 459200101 | 17,532 | 110,370 | SH | SOLE | 110,370 | 0 | 0 | ||
INTUIT | COMMON STOCK | 461202103 | 28,430 | 258,432 | SH | SOLE | 225,300 | 0 | 33,132 | ||
INTUITIVE SURGICAL INC | COMMON STOCK | 46120E902 | 578 | 106 | SH | Call | SOLE | 106 | 0 | 0 | |
INTUITIVE SURGICAL INC | COMMON STOCK | 46120E602 | 47,786 | 65,927 | SH | SOLE | 58,977 | 0 | 6,950 | ||
INVESCO LTD | COMMON STOCK | G491BT108 | 1,376 | 44,018 | SH | SOLE | 44,018 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 46333XAD0 | 35,930 | 29,924,000 | PRN | SOLE | 29,828 | 0 | 96 | ||
ISHARES CHINA LARGE-CAP ETF | COMMON STOCK | 464287184 | 347 | 4,960 | SH | Call | SOLE | 4,960 | 0 | 0 | |
ISHARES DJ SELECT DVD | COMMON STOCK | 464287168 | 1,281 | 14,946 | SH | SOLE | 0 | 0 | 14,946 | ||
ISHARES EDGE MSCI MIN VOL EAFE | COMMON STOCK | 46429B689 | 2,134 | 31,550 | SH | SOLE | 2,100 | 0 | 29,450 | ||
ISHARES MSCI EMERGING MKTS IND | COMMON STOCK | 464287234 | 500 | 13,356 | SH | SOLE | 13,356 | 0 | 0 | ||
ISHARES S&P 500 INDEX FUND | COMMON STOCK | 464287200 | 2,263 | 10,402 | SH | SOLE | 1,180 | 0 | 9,222 | ||
ISHARES S&P MIDCAP 400 | COMMON STOCK | 464287507 | 876 | 5,660 | SH | SOLE | 910 | 0 | 4,750 | ||
ISIS PHARMACEUT | CONVERTIBLE SECURITY | 464337AJ3 | 16,353 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK | 469814107 | 1,217 | 23,527 | SH | SOLE | 23,527 | 0 | 0 | ||
JANUS CAPITAL GROUP FUNDS | CONVERTIBLE SECURITY | 47102XAH8 | 1,942 | 1,420,000 | PRN | SOLE | 1,420 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COMMON STOCK | G50871105 | 21,623 | 177,993 | SH | SOLE | 156,768 | 0 | 21,225 | ||
JAZZ PHARMACEUTICLS | CONVERTIBLE SECURITY | 472145AB7 | 9,157 | 9,015,000 | PRN | SOLE | 9,015 | 0 | 0 | ||
JEFFERIES GROUP INC | CONVERTIBLE SECURITY | 472319AG7 | 2,332 | 2,288,000 | PRN | SOLE | 2,288 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COMMON STOCK | 477143101 | 288 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
JNJ (ALZA CP) ZERO 7/20 | CONVERTIBLE SECURITY | 02261WAB5 | 2,104 | 1,293,000 | PRN | SOLE | 1,293 | 0 | 0 | ||
JOHNSON & JOHNSON | COMMON STOCK | 478160104 | 133,074 | 1,126,506 | SH | SOLE | 1,124,436 | 0 | 2,070 | ||
JOHNSON CONTROLS INTERNATIONAL | COMMON STOCK | G51502105 | 35,623 | 765,583 | SH | SOLE | 679,567 | 0 | 86,016 | ||
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 151,782 | 2,279,355 | SH | SOLE | 2,276,755 | 0 | 2,600 | ||
JUNIPER NETWORKS INC | COMMON STOCK | 48203R104 | 2,465 | 102,443 | SH | SOLE | 102,443 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK | 485170302 | 1,050 | 11,250 | SH | SOLE | 11,250 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK | 487836108 | 2,758 | 35,603 | SH | SOLE | 35,603 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COMMON STOCK | 494368103 | 4,318 | 34,228 | SH | SOLE | 34,228 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK | 49456B101 | 9,143 | 395,267 | SH | SOLE | 395,267 | 0 | 0 | ||
KKR & CO LP | COMMON STOCK | 48248M102 | 1,448 | 101,568 | SH | SOLE | 101,568 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COMMON STOCK | 500754106 | 5,721 | 63,915 | SH | SOLE | 63,915 | 0 | 0 | ||
KROGER CO | COMMON STOCK | 501044101 | 3,925 | 132,239 | SH | SOLE | 132,239 | 0 | 0 | ||
L-3 COMMUNICATIONS HOLDINGS | COMMON STOCK | 502424104 | 1,297 | 8,605 | SH | SOLE | 8,605 | 0 | 0 | ||
LABORATORY CORP LYONS | CONVERTIBLE SECURITY | 50540RAG7 | 1,899 | 1,030,000 | PRN | SOLE | 1,030 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK | 50540R409 | 6,864 | 49,926 | SH | SOLE | 49,926 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807908 | 486 | 900 | SH | Call | SOLE | 900 | 0 | 0 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AL2 | 7,237 | 4,532,000 | PRN | SOLE | 4,355 | 0 | 177 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807108 | 26,487 | 279,668 | SH | SOLE | 276,483 | 0 | 3,185 | ||
LENNAR CORP | COMMON STOCK | 526057104 | 827 | 19,532 | SH | SOLE | 19,532 | 0 | 0 | ||
LIBERTY BROADBAND | COMMON STOCK | 530307107 | 13,033 | 185,766 | SH | SOLE | 152,592 | 0 | 33,174 | ||
LIBERTY INTERACTIVE LLC | CONVERTIBLE SECURITY | 530610AD6 | 100,846 | 95,125,000 | PRN | SOLE | 94,910 | 0 | 215 | ||
LIBERTY MEDIA CORPORATION | CONVERTIBLE SECURITY | 531229AB8 | 76,212 | 72,797,000 | PRN | SOLE | 72,602 | 0 | 195 | ||
LIGAND PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 53220KAD0 | 10,263 | 7,000,000 | PRN | SOLE | 7,000 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 1,123 | 23,901 | SH | SOLE | 23,901 | 0 | 0 | ||
LINKEDIN CORPORATION | CONVERTIBLE SECURITY | 53578AAB4 | 28,811 | 29,071,000 | PRN | SOLE | 28,899 | 0 | 172 | ||
LIVANOVA PLC | COMMON STOCK | G5509L101 | 6,067 | 100,925 | SH | SOLE | 100,925 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC | CONVERTIBLE SECURITY | 538034AJ8 | 10,832 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK | 539830109 | 60,485 | 252,316 | SH | SOLE | 236,303 | 0 | 16,013 | ||
LOWE'S COMPANIES | COMMON STOCK | 548661107 | 33,722 | 467,003 | SH | SOLE | 467,003 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES | COMMON STOCK | N53745100 | 4,519 | 56,026 | SH | SOLE | 56,026 | 0 | 0 | ||
M/I HOMES INC | CONVERTIBLE SECURITY | 55292PAB1 | 4,104 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
MACERICH COMPANY | COMMON STOCK | 554382101 | 1,234 | 15,263 | SH | SOLE | 15,263 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE CO | CONVERTIBLE SECURITY | 55608BAA3 | 611 | 519,000 | PRN | SOLE | 519 | 0 | 0 | ||
MACYS INC | COMMON STOCK | 55616P104 | 1,036 | 27,972 | SH | SOLE | 27,972 | 0 | 0 | ||
MANULIFE FINANCIAL CORP | COMMON STOCK | 56501R106 | 1,397 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
MARATHON OIL CP | COMMON STOCK | 565849106 | 965 | 61,029 | SH | SOLE | 61,029 | 0 | 0 | ||
MARATHON PETROLEUM | COMMON STOCK | 56585A102 | 4,492 | 110,668 | SH | SOLE | 110,668 | 0 | 0 | ||
MASCO CORP | COMMON STOCK | 574599106 | 47,391 | 1,381,257 | SH | SOLE | 1,278,854 | 0 | 102,403 | ||
MASTERCARD INC | COMMON STOCK | 57636Q104 | 63,875 | 627,641 | SH | SOLE | 626,681 | 0 | 960 | ||
MCDONALD'S CORP | COMMON STOCK | 580135101 | 27,601 | 239,259 | SH | SOLE | 239,259 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COMMON STOCK | 582839106 | 1,661 | 21,019 | SH | SOLE | 21,019 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AE5 | 9,715 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | CONVERTIBLE SECURITY | 58471AAB1 | 32,880 | 28,005,000 | PRN | SOLE | 27,751 | 0 | 254 | ||
MEDTRONIC PLC | COMMON STOCK | G5960L103 | 35,856 | 415,003 | SH | SOLE | 415,003 | 0 | 0 | ||
MENTOR GRAPHICS | CONVERTIBLE SECURITY | 587200AK2 | 15,416 | 11,500,000 | PRN | SOLE | 11,500 | 0 | 0 | ||
MERCADOLIBRE INC | CONVERTIBLE SECURITY | 58733RAB8 | 20,221 | 12,895,000 | PRN | SOLE | 12,895 | 0 | 0 | ||
MERCK & CO | COMMON STOCK | 58933Y105 | 80,151 | 1,284,265 | SH | SOLE | 1,282,115 | 0 | 2,150 | ||
MERITAGE CORP | CONVERTIBLE SECURITY | 59001AAR3 | 11,617 | 11,635,000 | PRN | SOLE | 11,635 | 0 | 0 | ||
METLIFE INC | COMMON STOCK | 59156R108 | 43,566 | 980,563 | SH | SOLE | 980,563 | 0 | 0 | ||
MGIC INVESTMENT CORP | CONVERTIBLE SECURITY | 552848AD5 | 871 | 851,000 | PRN | SOLE | 851 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LIMITED | COMMON STOCK | G60754101 | 1,027 | 21,942 | SH | SOLE | 21,942 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017104 | 2,528 | 40,687 | SH | SOLE | 40,687 | 0 | 0 | ||
MICROCHP TECH HYPER WARRANTS | CONVERTIBLE SECURITY | 595017AD6 | 104,470 | 81,838,000 | PRN | SOLE | 81,409 | 0 | 429 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AU7 | 52,085 | 30,757,000 | PRN | SOLE | 30,592 | 0 | 165 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AV5 | 18,498 | 10,475,000 | PRN | SOLE | 10,475 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK | 595112103 | 25,901 | 1,456,754 | SH | SOLE | 1,299,613 | 0 | 157,141 | ||
MICRON TECHNOLOGY INC | CONVERTIBLE SECURITY | 595112AX1 | 7,321 | 3,850,000 | PRN | SOLE | 3,850 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK | 594918104 | 246,648 | 4,282,084 | SH | SOLE | 4,114,312 | 0 | 167,772 | ||
MIDDLEBY CORP | COMMON STOCK | 596278101 | 11,125 | 89,994 | SH | SOLE | 78,472 | 0 | 11,522 | ||
MOHAWK INDS INC | COMMON STOCK | 608190104 | 2,206 | 11,013 | SH | SOLE | 11,013 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAC4 | 8,840 | 5,795,000 | PRN | SOLE | 5,795 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAD2 | 61,852 | 52,022,000 | PRN | SOLE | 51,795 | 0 | 227 | ||
MONDELEZ INTERNATIONAL INC | COMMON STOCK | 609207105 | 93,924 | 2,139,499 | SH | SOLE | 2,026,283 | 0 | 113,216 | ||
MONSANTO CO -NEW | COMMON STOCK | 61166W101 | 8,513 | 83,294 | SH | SOLE | 83,294 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 45,782 | 311,844 | SH | SOLE | 276,838 | 0 | 35,006 | ||
MORGAN STANLEY | COMMON STOCK | 617446448 | 9,423 | 293,912 | SH | SOLE | 293,912 | 0 | 0 | ||
MOSAIC CO | COMMON STOCK | 61945C103 | 1,876 | 76,696 | SH | SOLE | 76,696 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK | 626717102 | 402 | 13,225 | SH | SOLE | 13,225 | 0 | 0 | ||
MYLAN NV | COMMON STOCK | N59465109 | 1,761 | 46,194 | SH | SOLE | 46,194 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK | 637071101 | 1,971 | 53,657 | SH | SOLE | 53,657 | 0 | 0 | ||
NAVISTAR INTL | CONVERTIBLE SECURITY | 63934EAQ1 | 2,374 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
NAVISTAR INTL | CONVERTIBLE SECURITY | 63934EAS7 | 7,051 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK | 64110L106 | 4,479 | 45,444 | SH | SOLE | 45,444 | 0 | 0 | ||
NETSUITE INC | CONVERTIBLE SECURITY | 64118QAB3 | 2,757 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
NEW ORIENTAL EDUCATION | COMMON STOCK | 647581107 | 4,796 | 103,450 | SH | SOLE | 103,450 | 0 | 0 | ||
NEW YORK CMTY TRUST V | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 1,117 | 22,180 | SH | SOLE | 22,180 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK | 651229106 | 56,147 | 1,066,222 | SH | SOLE | 1,066,222 | 0 | 0 | ||
NEWFIELD EXPLORATION CO | COMMON STOCK | 651290108 | 43,833 | 1,008,585 | SH | SOLE | 874,777 | 0 | 133,808 | ||
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AJ5 | 8,295 | 7,589,000 | PRN | SOLE | 7,429 | 0 | 160 | ||
NEWMONT MINING CORP | COMMON STOCK | 651639106 | 16,724 | 425,654 | SH | SOLE | 420,924 | 0 | 4,730 | ||
NEXTERA ENERGY INC | COMMON STOCK | 65339F101 | 11,048 | 90,323 | SH | SOLE | 90,323 | 0 | 0 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F820 | 39,019 | 783,517 | SH | SOLE | 780,482 | 0 | 3,035 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F846 | 88,908 | 1,505,890 | SH | SOLE | 1,499,490 | 0 | 6,400 | ||
NIKE INC | COMMON STOCK | 654106103 | 34,473 | 654,755 | SH | SOLE | 654,755 | 0 | 0 | ||
NOBLE CORP PLC | COMMON STOCK | G65431101 | 152 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK | 655044105 | 3,224 | 90,203 | SH | SOLE | 90,203 | 0 | 0 | ||
NOKIA CP | COMMON STOCK | 654902204 | 12,738 | 2,200,000 | SH | SOLE | 2,200,000 | 0 | 0 | ||
NORFOLK SOTHN CORP | COMMON STOCK | 655844108 | 2,732 | 28,147 | SH | SOLE | 28,147 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK | 666807102 | 65,802 | 307,556 | SH | SOLE | 282,234 | 0 | 25,322 | ||
NOVELLUS SYSTEMS INC | CONVERTIBLE SECURITY | 670008AD3 | 33,172 | 11,875,000 | PRN | SOLE | 11,875 | 0 | 0 | ||
NUTANIX INC | COMMON STOCK | 67059N108 | 370 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NUVASIVE INC | CONVERTIBLE SECURITY | 670704AC9 | 4,281 | 2,654,000 | PRN | SOLE | 2,477 | 0 | 177 | ||
NVIDIA CORP | COMMON STOCK | 67066G104 | 2,094 | 30,556 | SH | SOLE | 30,556 | 0 | 0 | ||
NVIDIA CORP | CONVERTIBLE SECURITY | 67066GAC8 | 193,619 | 56,827,000 | PRN | SOLE | 56,670 | 0 | 157 | ||
NXP SEMICONDUCT NV | CONVERTIBLE SECURITY | 62952QAB6 | 105,713 | 88,953,000 | PRN | SOLE | 88,753 | 0 | 200 | ||
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 31,493 | 308,727 | SH | SOLE | 254,738 | 0 | 53,989 | ||
OASIS PETROLEUM INC | CONVERTIBLE SECURITY | 674215AJ7 | 5,614 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK | 674599105 | 24,208 | 331,979 | SH | SOLE | 331,979 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | CONVERTIBLE SECURITY | 680223AH7 | 5,889 | 4,885,000 | PRN | SOLE | 4,740 | 0 | 145 | ||
OMNICOM GROUP INC | COMMON STOCK | 681919106 | 425 | 4,995 | SH | SOLE | 4,995 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AK1 | 46,682 | 46,000,000 | PRN | SOLE | 46,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AH8 | 53,017 | 44,285,000 | PRN | SOLE | 44,069 | 0 | 216 | ||
ORACLE CORP | COMMON STOCK | 68389X105 | 15,019 | 382,355 | SH | SOLE | 382,355 | 0 | 0 | ||
ORBOTECH LTD | COMMON STOCK | M75253100 | 5,226 | 176,500 | SH | SOLE | 176,500 | 0 | 0 | ||
P G & E CORP | COMMON STOCK | 69331C108 | 3,904 | 63,818 | SH | SOLE | 63,818 | 0 | 0 | ||
PALO ALTO NETWORKS | CONVERTIBLE SECURITY | 697435AB1 | 32,694 | 21,378,000 | PRN | SOLE | 21,331 | 0 | 47 | ||
PANERA BREAD CO | COMMON STOCK | 69840W108 | 33,848 | 173,828 | SH | SOLE | 152,603 | 0 | 21,225 | ||
PARKER HANNIFIN CORP | COMMON STOCK | 701094104 | 247 | 1,965 | SH | SOLE | 1,965 | 0 | 0 | ||
PAYCHEX INC | COMMON STOCK | 704326107 | 208 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COMMON STOCK | 70432V102 | 8,091 | 161,404 | SH | SOLE | 161,404 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK | 70450Y103 | 7,506 | 183,213 | SH | SOLE | 183,213 | 0 | 0 | ||
PDC ENERGY INC | CONVERTIBLE SECURITY | 69327RAD3 | 6,945 | 6,466,000 | PRN | SOLE | 6,393 | 0 | 73 | ||
PENTAIR PLC | COMMON STOCK | G7S00T104 | 2,287 | 35,603 | SH | SOLE | 35,603 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK | 713448108 | 63,287 | 581,841 | SH | SOLE | 581,841 | 0 | 0 | ||
PERRIGO CO PLC | COMMON STOCK | G97822103 | 1,398 | 15,138 | SH | SOLE | 15,138 | 0 | 0 | ||
PFIZER INC | COMMON STOCK | 717081103 | 96,285 | 2,842,785 | SH | SOLE | 2,842,785 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 51,962 | 534,479 | SH | SOLE | 534,479 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 7,027 | 87,233 | SH | SOLE | 87,233 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787107 | 38,273 | 206,155 | SH | SOLE | 180,461 | 0 | 25,694 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK | 693475105 | 17,706 | 196,539 | SH | SOLE | 196,539 | 0 | 0 | ||
POWERSHARES S&P 500 LOW VOLA | COMMON STOCK | 73937B779 | 1,815 | 43,752 | SH | SOLE | 0 | 0 | 43,752 | ||
PPG INDUSTRIES INC | COMMON STOCK | 693506107 | 3,617 | 34,996 | SH | SOLE | 34,996 | 0 | 0 | ||
PPL CORP | COMMON STOCK | 69351T106 | 1,890 | 54,661 | SH | SOLE | 54,661 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK | 74005P104 | 4,634 | 38,350 | SH | SOLE | 38,350 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COMMON STOCK | 741503403 | 16,420 | 11,159 | SH | SOLE | 11,159 | 0 | 0 | ||
PRICELINE GROUP INC/THE | CONVERTIBLE SECURITY | 741503AX4 | 39,327 | 36,558,000 | PRN | SOLE | 36,085 | 0 | 473 | ||
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AQ9 | 60,900 | 38,410,000 | PRN | SOLE | 38,410 | 0 | 0 | ||
PRICELINE.COM INC | CONVERTIBLE SECURITY | 741503AS5 | 106,732 | 83,284,000 | PRN | SOLE | 82,743 | 0 | 541 | ||
PRINCIPAL FINANCIAL GROUP INC | COMMON STOCK | 74251V102 | 329 | 6,390 | SH | SOLE | 6,390 | 0 | 0 | ||
PROCTER & GAMBLE CO | COMMON STOCK | 742718109 | 84,453 | 940,982 | SH | SOLE | 940,982 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COMMON STOCK | 743315103 | 263 | 8,340 | SH | SOLE | 8,340 | 0 | 0 | ||
PROLOGIS INC | COMMON STOCK | 74340W103 | 3,263 | 60,941 | SH | SOLE | 60,941 | 0 | 0 | ||
PROOFPOINT | CONVERTIBLE SECURITY | 743424AB9 | 29,197 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
PROOFPOINT | CONVERTIBLE SECURITY | 743424AD5 | 38,942 | 33,536,000 | PRN | SOLE | 33,342 | 0 | 194 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAM4 | 160 | 155,000 | PRN | SOLE | 155 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAK8 | 1,213 | 1,179,000 | PRN | SOLE | 1,179 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAQ5 | 1,979 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAL6 | 2,370 | 2,300,000 | PRN | SOLE | 2,300 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK | 744320102 | 8,357 | 102,354 | SH | SOLE | 102,354 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROU | COMMON STOCK | 744573106 | 2,783 | 66,478 | SH | SOLE | 66,478 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK | 745867101 | 36,754 | 1,834,050 | SH | SOLE | 1,620,305 | 0 | 213,745 | ||
PVH CORP | COMMON STOCK | 693656100 | 1,236 | 11,189 | SH | SOLE | 11,189 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK | 747525103 | 58,276 | 850,746 | SH | SOLE | 848,146 | 0 | 2,600 | ||
QUEST DIAGNOSTC | COMMON STOCK | 74834L100 | 1,477 | 17,453 | SH | SOLE | 17,453 | 0 | 0 | ||
QUIDEL CORP | CONVERTIBLE SECURITY | 74838JAA9 | 5,046 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RAMBUS INC | CONVERTIBLE SECURITY | 750917AE6 | 12,007 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
RAYTHEON CO | COMMON STOCK | 755111507 | 34,680 | 254,757 | SH | SOLE | 219,751 | 0 | 35,006 | ||
RED HAT INC | COMMON STOCK | 756577102 | 1,750 | 21,646 | SH | SOLE | 21,646 | 0 | 0 | ||
RED HAT INC | CONVERTIBLE SECURITY | 756577AD4 | 54,458 | 42,877,000 | PRN | SOLE | 42,636 | 0 | 241 | ||
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F107 | 1,635 | 4,067 | SH | SOLE | 4,067 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK | 7591EP100 | 1,908 | 193,269 | SH | SOLE | 193,269 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COMMON STOCK | 759351604 | 220 | 2,035 | SH | SOLE | 2,035 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COMMON STOCK | 761713106 | 41,249 | 874,840 | SH | SOLE | 783,590 | 0 | 91,250 | ||
RIO TINTO PLC | COMMON STOCK | 767204100 | 2,296 | 68,756 | SH | SOLE | 68,756 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK | 770323103 | 963 | 25,432 | SH | SOLE | 25,432 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK | 778296103 | 4,131 | 64,239 | SH | SOLE | 64,239 | 0 | 0 | ||
ROVI CORP | CONVERTIBLE SECURITY | 779376AD4 | 7,485 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK | V7780T103 | 2,761 | 36,837 | SH | SOLE | 36,837 | 0 | 0 | ||
ROYAL GOLD | CONVERTIBLE SECURITY | 780287AA6 | 34,187 | 30,467,000 | PRN | SOLE | 30,345 | 0 | 122 | ||
RPM INTL INC | CONVERTIBLE SECURITY | 749685AT0 | 1,020 | 848,000 | PRN | SOLE | 848 | 0 | 0 | ||
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAB3 | 43,223 | 40,589,000 | PRN | SOLE | 40,446 | 0 | 143 | ||
S & P 500 INDEX | COMMON STOCK | 78462F953 | 30,680 | 21,223 | SH | Put | SOLE | 21,223 | 0 | 0 | |
S & P 500 INDEX | COMMON STOCK | 78462F903 | 38,545 | 8,034 | SH | Call | SOLE | 8,034 | 0 | 0 | |
S&P GLOBAL INC | COMMON STOCK | 78409V104 | 14,916 | 117,859 | SH | SOLE | 102,955 | 0 | 14,904 | ||
SABRE CORP | COMMON STOCK | 78573M104 | 27,053 | 960,009 | SH | SOLE | 851,644 | 0 | 108,365 | ||
SALESFORCE.COM INC | COMMON STOCK | 79466L302 | 6,151 | 86,235 | SH | SOLE | 86,235 | 0 | 0 | ||
SALESFORCE.COM INC | CONVERTIBLE SECURITY | 79466LAD6 | 147,223 | 123,218,000 | PRN | SOLE | 122,679 | 0 | 539 | ||
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 88,264 | 1,122,378 | SH | SOLE | 1,064,154 | 0 | 58,224 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK | 808513105 | 5,869 | 185,913 | SH | SOLE | 185,913 | 0 | 0 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 81170YAB5 | 3,285 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 811904AM3 | 9,956 | 9,866,000 | PRN | SOLE | 9,685 | 0 | 181 | ||
SECOND SIGHT MEDICAL PRODUCT | COMMON STOCK | 81362J100 | 35 | 10,000 | SH | SOLE | 5,000 | 0 | 5,000 | ||
SERVICEMASTER GLOBAL HOLDINGS | COMMON STOCK | 81761R109 | 15,890 | 471,784 | SH | SOLE | 410,360 | 0 | 61,424 | ||
SERVICENOW INC | CONVERTIBLE SECURITY | 81762PAB8 | 38,765 | 31,683,000 | PRN | SOLE | 31,568 | 0 | 115 | ||
SHUTTERFLY INC | CONVERTIBLE SECURITY | 82568PAB2 | 13,755 | 14,000,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | COMMON STOCK | 828806109 | 9,308 | 44,964 | SH | SOLE | 44,964 | 0 | 0 | ||
SINA CORP | CONVERTIBLE SECURITY | 82922RAD5 | 5,015 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 25,981 | 484,621 | SH | SOLE | 422,593 | 0 | 62,028 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK | 83088M102 | 26,729 | 351,047 | SH | SOLE | 306,250 | 0 | 44,797 | ||
SM ENERGY CO | CONVERTIBLE SECURITY | 78454LAM2 | 9,613 | 7,985,000 | PRN | SOLE | 7,920 | 0 | 65 | ||
SOLARCITY | CONVERTIBLE SECURITY | 83416TAC4 | 2,275 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
SOUTHN COMPANY | COMMON STOCK | 842587107 | 9,311 | 181,493 | SH | SOLE | 181,493 | 0 | 0 | ||
SOUTHWEST AIRLINES | COMMON STOCK | 844741108 | 19,414 | 499,214 | SH | SOLE | 499,214 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COMMON STOCK | 845467909 | 670 | 1,150 | SH | Call | SOLE | 1,150 | 0 | 0 | |
SOUTHWESTERN ENERGY CO | CONVERTIBLE PREFERRED SECURITY | 845467208 | 53,338 | 1,689,500 | SH | SOLE | 1,686,720 | 0 | 2,780 | ||
SPDR TRUST SERIES 1 | COMMON STOCK | 78464A954 | 384 | 1,793 | SH | Put | SOLE | 1,793 | 0 | 0 | |
SPDR TRUST SERIES 1 | COMMON STOCK | 78462F103 | 453 | 2,095 | SH | SOLE | 2,095 | 0 | 0 | ||
SPDR TRUST SERIES 1 | COMMON STOCK | 78464A904 | 595 | 5,000 | SH | Call | SOLE | 5,000 | 0 | 0 | |
SPECTRA ENERGY CORP | COMMON STOCK | 847560109 | 4,453 | 104,162 | SH | SOLE | 104,162 | 0 | 0 | ||
SPECTRANETICS | CONVERTIBLE SECURITY | 84760CAA5 | 8,457 | 8,000,000 | PRN | SOLE | 8,000 | 0 | 0 | ||
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAB8 | 14,742 | 12,995,000 | PRN | SOLE | 12,988 | 0 | 7 | ||
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAA0 | 17,953 | 16,192,000 | PRN | SOLE | 15,889 | 0 | 303 | ||
ST JUDE MEDICAL INC | COMMON STOCK | 790849103 | 2,872 | 36,003 | SH | SOLE | 36,003 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK | 854502101 | 399 | 3,245 | SH | SOLE | 3,245 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502804 | 46,410 | 367,401 | SH | SOLE | 365,431 | 0 | 1,970 | ||
STARBUCKS CORP | COMMON STOCK | 855244109 | 81,803 | 1,510,952 | SH | SOLE | 1,468,500 | 0 | 42,452 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAC9 | 5,964 | 5,792,000 | PRN | SOLE | 5,792 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAA3 | 36,457 | 33,148,000 | PRN | SOLE | 32,899 | 0 | 249 | ||
STARWOOD WAYPOINT RESIDENTIAL | CONVERTIBLE SECURITY | 85571WAD1 | 5,404 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTIAL | CONVERTIBLE SECURITY | 85571WAB5 | 41,574 | 38,094,000 | PRN | SOLE | 37,814 | 0 | 280 | ||
STATE STREET CORP | COMMON STOCK | 857477103 | 3,081 | 44,248 | SH | SOLE | 44,248 | 0 | 0 | ||
STERICYCLE INC | CONVERTIBLE PREFERRED SECURITY | 858912207 | 9,941 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
STORAGE PROPERTIES | COMMON STOCK | 74460D109 | 3,372 | 15,110 | SH | SOLE | 15,110 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK | 863667101 | 38,953 | 334,619 | SH | SOLE | 334,619 | 0 | 0 | ||
SUNPOWER CORP | CONVERTIBLE SECURITY | 867652AG4 | 13,595 | 14,925,000 | PRN | SOLE | 14,925 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK | 867914103 | 2,889 | 65,958 | SH | SOLE | 65,958 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK | 871503108 | 2,170 | 86,462 | SH | SOLE | 86,462 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87157BAA1 | 42,519 | 39,988,000 | PRN | SOLE | 39,522 | 0 | 466 | ||
SYNCHRONY FINANCIAL | COMMON STOCK | 87165B103 | 10,271 | 366,816 | SH | SOLE | 366,816 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK | 871607107 | 231 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK | 87161C501 | 214 | 6,590 | SH | SOLE | 6,590 | 0 | 0 | ||
T ROWE PRICE | COMMON STOCK | 74144T108 | 1,826 | 27,466 | SH | SOLE | 27,466 | 0 | 0 | ||
TAKE-TWO INTER | COMMON STOCK | 874054909 | 1,213 | 1,650 | SH | Call | SOLE | 1,650 | 0 | 0 | |
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 23,342 | 11,075,000 | PRN | SOLE | 11,075 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWARE | CONVERTIBLE SECURITY | 874054AC3 | 6,965 | 2,960,000 | PRN | SOLE | 2,924 | 0 | 36 | ||
TAL EDUCATION GROUP | CONVERTIBLE SECURITY | 874080AB0 | 14,278 | 5,250,000 | PRN | SOLE | 5,250 | 0 | 0 | ||
TARGET CORP | COMMON STOCK | 87612E106 | 5,293 | 77,068 | SH | SOLE | 77,068 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK | H84989104 | 3,633 | 56,432 | SH | SOLE | 56,432 | 0 | 0 | ||
TERADATA CORP | COMMON STOCK | 88076W103 | 631 | 20,345 | SH | SOLE | 20,345 | 0 | 0 | ||
TESLA MOTORS INC | COMMON STOCK | 88160R951 | 239 | 2,534 | SH | Put | SOLE | 2,534 | 0 | 0 | |
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAB7 | 1,405 | 1,555,000 | PRN | SOLE | 1,555 | 0 | 0 | ||
TESLA MOTORS INC | COMMON STOCK | 88160R101 | 1,440 | 7,060 | SH | SOLE | 7,060 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAA9 | 16,185 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAC5 | 166,813 | 194,684,000 | PRN | SOLE | 193,513 | 0 | 1,171 | ||
TEVA PHARMACEUTICAL IND LTD | CONVERTIBLE SECURITY | 88163VAE9 | 2,612 | 2,180,000 | PRN | SOLE | 2,180 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK | 882508104 | 5,098 | 72,648 | SH | SOLE | 72,648 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK | 883556102 | 13,400 | 84,242 | SH | SOLE | 84,242 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK | 887317903 | 384 | 795 | SH | Call | SOLE | 795 | 0 | 0 | |
TIME WARNER INC | COMMON STOCK | 887317303 | 54,662 | 686,628 | SH | SOLE | 613,118 | 0 | 73,510 | ||
TIMKENSTEEL CORP | CONVERTIBLE SECURITY | 887399AA1 | 5,570 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK | 872540109 | 15,360 | 205,409 | SH | SOLE | 205,409 | 0 | 0 | ||
T-MOBILE US INC | COMMON STOCK | 872590104 | 21,458 | 459,296 | SH | SOLE | 369,377 | 0 | 89,919 | ||
T-MOBILE US INC | CONVERTIBLE PREFERRED SECURITY | 872590203 | 52,809 | 676,434 | SH | SOLE | 672,624 | 0 | 3,810 | ||
TOLL BROTHERS FINANCE CORP. | CONVERTIBLE SECURITY | 88947EAM2 | 10,305 | 10,470,000 | PRN | SOLE | 10,120 | 0 | 350 | ||
TOPBUILD | COMMON STOCK | 89055F103 | 1,660 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
TORCHMARK CORP | COMMON STOCK | 891027104 | 213 | 3,335 | SH | SOLE | 3,335 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COMMON STOCK | 89417E109 | 3,331 | 29,077 | SH | SOLE | 29,077 | 0 | 0 | ||
TRIMBLE NAVIGATION LTD | COMMON STOCK | 896239100 | 4,058 | 142,090 | SH | SOLE | 142,090 | 0 | 0 | ||
TRINITY INDUSTRIES INC | CONVERTIBLE SECURITY | 896522AF6 | 17,376 | 14,475,000 | PRN | SOLE | 14,475 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK | 896945201 | 1,481 | 23,447 | SH | SOLE | 23,447 | 0 | 0 | ||
TTM TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87305RAD1 | 6,615 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC | COMMON STOCK | 90130A101 | 5,203 | 214,834 | SH | SOLE | 214,834 | 0 | 0 | ||
TWITTER INC | CONVERTIBLE SECURITY | 90184LAB8 | 817 | 850,000 | PRN | SOLE | 850 | 0 | 0 | ||
TWITTER INC | CONVERTIBLE SECURITY | 90184LAD4 | 17,383 | 18,390,000 | PRN | SOLE | 18,390 | 0 | 0 | ||
TYSON FOODS A | CONVERTIBLE PREFERRED SECURITY | 902494301 | 68,927 | 842,015 | SH | SOLE | 836,190 | 0 | 5,825 | ||
TYSON FOODS INC | COMMON STOCK | 902494103 | 203 | 2,720 | SH | SOLE | 2,720 | 0 | 0 | ||
ULTIMATE SOFTWARE GROUP INC | COMMON STOCK | 90385D107 | 33,902 | 165,868 | SH | SOLE | 145,759 | 0 | 20,109 | ||
UNDER ARMOUR INC | COMMON STOCK | 904311107 | 687 | 17,752 | SH | SOLE | 17,752 | 0 | 0 | ||
UNDER ARMOUR INC | COMMON STOCK | 904311206 | 605 | 17,878 | SH | SOLE | 17,878 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK | 907818108 | 43,393 | 444,919 | SH | SOLE | 444,919 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS IN | COMMON STOCK | 910047109 | 2,135 | 40,687 | SH | SOLE | 40,687 | 0 | 0 | ||
UNITED PARCEL SERVICE | COMMON STOCK | 911312106 | 104,354 | 954,224 | SH | SOLE | 904,958 | 0 | 49,266 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK | 913017109 | 54,825 | 539,612 | SH | SOLE | 539,612 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK | 91324P102 | 37,560 | 268,285 | SH | SOLE | 268,285 | 0 | 0 | ||
UNIVERSAL HEALTH SVCS | COMMON STOCK | 913903100 | 227 | 1,840 | SH | SOLE | 1,840 | 0 | 0 | ||
US BANCORP | COMMON STOCK | 902973304 | 8,376 | 195,299 | SH | SOLE | 195,299 | 0 | 0 | ||
VALERO ENERGY | COMMON STOCK | 91913Y100 | 2,896 | 54,637 | SH | SOLE | 54,637 | 0 | 0 | ||
VANECK VECTORS VIETNAM ETF | COMMON STOCK | 92189F817 | 1,288 | 85,321 | SH | SOLE | 85,321 | 0 | 0 | ||
VANGUARD FTSE EUROPE | COMMON STOCK | 922042874 | 4,555 | 93,471 | SH | SOLE | 93,471 | 0 | 0 | ||
VCA INC | COMMON STOCK | 918194101 | 13,515 | 193,131 | SH | SOLE | 136,040 | 0 | 57,091 | ||
VENTAS INC | COMMON STOCK | 92276F100 | 2,478 | 35,081 | SH | SOLE | 35,081 | 0 | 0 | ||
VERIZON COMM | COMMON STOCK | 92343V104 | 54,133 | 1,041,412 | SH | SOLE | 1,041,412 | 0 | 0 | ||
VIACOM INC | COMMON STOCK | 92553P201 | 1,522 | 39,955 | SH | SOLE | 39,955 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONVERTIBLE SECURITY | 46612JAF8 | 14,983 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
VIPSHOP HOLDINGS LTD | CONVERTIBLE SECURITY | 92763WAA1 | 16,173 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
VISA INC | COMMON STOCK | 92826C839 | 135,897 | 1,643,248 | SH | SOLE | 1,502,490 | 0 | 140,758 | ||
VORNADO REALTY TRUST | COMMON STOCK | 929042109 | 2,068 | 20,436 | SH | SOLE | 20,436 | 0 | 0 | ||
VULCAN MATLS CO | COMMON STOCK | 929160109 | 25,194 | 221,528 | SH | SOLE | 193,973 | 0 | 27,555 | ||
W&T OFFSHORE INC | COMMON STOCK | 92922P106 | 4,001 | 2,273,019 | SH | SOLE | 2,273,019 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK | 931427108 | 82,544 | 1,023,868 | SH | SOLE | 983,856 | 0 | 40,012 | ||
WAL-MART STORES INC | COMMON STOCK | 931142103 | 45,878 | 636,136 | SH | SOLE | 635,036 | 0 | 1,100 | ||
WASTE CONNECTIONS INC | COMMON STOCK | 94106B101 | 60,418 | 808,807 | SH | SOLE | 711,615 | 0 | 97,192 | ||
WAYFAIR | COMMON STOCK | 94419L101 | 496 | 12,610 | SH | SOLE | 12,610 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LTD | CONVERTIBLE SECURITY | 947075AH0 | 18,823 | 16,750,000 | PRN | SOLE | 16,693 | 0 | 57 | ||
WEBMD HEALTH CORP | CONVERTIBLE SECURITY | 94770VAF9 | 36,620 | 35,299,000 | PRN | SOLE | 34,926 | 0 | 373 | ||
WELLPOINT INC | CONVERTIBLE SECURITY | 94973VBG1 | 1,229 | 700,000 | PRN | SOLE | 700 | 0 | 0 | ||
WELLS FARGO & COMPANY | COMMON STOCK | 949746101 | 105,664 | 2,386,270 | SH | SOLE | 2,383,370 | 0 | 2,900 | ||
WELLS FARGO & COMPANY | CONVERTIBLE PREFERRED SECURITY | 949746804 | 71,130 | 54,356 | SH | SOLE | 53,961 | 0 | 395 | ||
WELLTOWER INC | COMMON STOCK | 95040Q104 | 2,793 | 37,353 | SH | SOLE | 37,353 | 0 | 0 | ||
WELLTOWER INC | CONVERTIBLE PREFERRED SECURITY | 95040Q203 | 34,803 | 522,958 | SH | SOLE | 521,488 | 0 | 1,470 | ||
WESTERN ALLIANCE BANCORP | COMMON STOCK | 957638109 | 220 | 5,865 | SH | SOLE | 5,865 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK | 958102105 | 2,620 | 44,816 | SH | SOLE | 44,816 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK | 963320106 | 12,509 | 77,141 | SH | SOLE | 77,141 | 0 | 0 | ||
WHITING PETROLEUM CORP | CONVERTIBLE SECURITY | 966387AL6 | 9,462 | 11,525,000 | PRN | SOLE | 11,525 | 0 | 0 | ||
WHOLE FOODS MARKET INC | COMMON STOCK | 966837106 | 1,039 | 36,646 | SH | SOLE | 36,646 | 0 | 0 | ||
WILLIAMS CO. | COMMON STOCK | 969457100 | 1,194 | 38,866 | SH | SOLE | 38,866 | 0 | 0 | ||
WORKDAY INC | CONVERTIBLE SECURITY | 98138HAC5 | 80,858 | 65,558,000 | PRN | SOLE | 64,974 | 0 | 584 | ||
WORKDAY INC | CONVERTIBLE SECURITY | 98138HAD3 | 41,976 | 32,184,000 | PRN | SOLE | 32,010 | 0 | 174 | ||
WPX ENERGY | CONVERTIBLE PREFERRED SECURITY | 98212B202 | 26,011 | 418,246 | SH | SOLE | 416,336 | 0 | 1,910 | ||
WR BERKLEY CORP | COMMON STOCK | 084423102 | 210 | 3,630 | SH | SOLE | 3,630 | 0 | 0 | ||
WRIGHT MEDICAL | CONVERTIBLE SECURITY | 98235TAE7 | 10,714 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK | 98389B100 | 1,883 | 45,777 | SH | SOLE | 45,777 | 0 | 0 | ||
XILINX INC | COMMON STOCK | 983919101 | 427 | 7,850 | SH | SOLE | 7,850 | 0 | 0 | ||
XILINX INC | COMMON STOCK | 983919901 | 2,042 | 1,865 | SH | Call | SOLE | 1,865 | 0 | 0 | |
XILINX INC | CONVERTIBLE SECURITY | 983919AF8 | 39,248 | 20,859,000 | PRN | SOLE | 20,859 | 0 | 0 | ||
YAHOO! INC | COMMON STOCK | 984332106 | 3,399 | 78,862 | SH | SOLE | 78,862 | 0 | 0 | ||
YAHOO! INC | CONVERTIBLE SECURITY | 984332AF3 | 34,756 | 33,927,000 | PRN | SOLE | 33,610 | 0 | 317 | ||
YANDEX NV | CONVERTIBLE SECURITY | 98474TAB3 | 11,909 | 12,501,000 | PRN | SOLE | 12,501 | 0 | 0 | ||
YANDEX NV | COMMON STOCK | N97284108 | 12,182 | 578,720 | SH | SOLE | 578,720 | 0 | 0 | ||
YELP INC | COMMON STOCK | 985817105 | 834 | 20,000 | SH | SOLE | 0 | 0 | 20,000 | ||
YUM! BRANDS INC | COMMON STOCK | 988498101 | 6,270 | 69,042 | SH | SOLE | 69,042 | 0 | 0 | ||
ZAYO GROUP HOLDINGS INC | COMMON STOCK | 98919V105 | 27,785 | 935,215 | SH | SOLE | 840,224 | 0 | 94,991 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK | 98956P102 | 56,289 | 432,922 | SH | SOLE | 431,632 | 0 | 1,290 | ||
ZOETIS | COMMON STOCK | 98978V103 | 66,248 | 1,273,746 | SH | SOLE | 1,130,377 | 0 | 143,369 |