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 | 10,935 | 52,526 | SH | SOLE | 52,526 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 16,478 | 338,983 | SH | SOLE | 338,983 | 0 | 0 | ||
ABBVIE | COMMON STOCK | 00287Y109 | 14,217 | 196,076 | SH | SOLE | 196,076 | 0 | 0 | ||
ACCENTURE PLC | COMMON STOCK | G1151C101 | 24,215 | 195,784 | SH | SOLE | 195,748 | 0 | 36 | ||
ACORDA THERAPEUTICS INC | CONVERTIBLE SECURITY | 00484MAA4 | 6,862 | 8,000,000 | PRN | SOLE | 8,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK | 00507V109 | 3,992 | 69,350 | SH | SOLE | 69,350 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK | 00737L103 | 20,951 | 552,079 | SH | SOLE | 482,258 | 0 | 69,821 | ||
ADVANCE AUTO PARTS INC | COMMON STOCK | 00751Y106 | 13,053 | 111,956 | SH | SOLE | 101,739 | 0 | 10,217 | ||
ADVANCED MICRO DEVICES INC | COMMON STOCK | 007903107 | 1,484 | 118,885 | SH | SOLE | 118,885 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | CONVERTIBLE SECURITY | 007903BD8 | 35,133 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
AECOM | COMMON STOCK | 00766T100 | 1,859 | 57,515 | SH | SOLE | 0 | 0 | 57,515 | ||
AES CORP | COMMON STOCK | 00130H105 | 3,606 | 324,553 | SH | SOLE | 324,553 | 0 | 0 | ||
AETNA INC | COMMON STOCK | 00817Y108 | 57,456 | 378,423 | SH | SOLE | 337,976 | 0 | 40,447 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK | 008252108 | 18,576 | 111,997 | SH | SOLE | 92,305 | 0 | 19,692 | ||
AFLAC INC | COMMON STOCK | 001055102 | 2,954 | 38,028 | SH | SOLE | 38,028 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK | 00846U101 | 246 | 4,140 | SH | SOLE | 4,140 | 0 | 0 | ||
AIR LEASE | COMMON STOCK | 00912X302 | 24,887 | 666,130 | SH | SOLE | 590,880 | 0 | 75,250 | ||
AIR LEASE | CONVERTIBLE SECURITY | 00912XAK0 | 33,877 | 24,404,000 | PRN | SOLE | 24,324 | 0 | 80 | ||
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK | 009158106 | 4,121 | 28,803 | SH | SOLE | 28,803 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK | 00971T101 | 2,056 | 41,272 | SH | SOLE | 41,272 | 0 | 0 | ||
ALERIAN MLP ETF | COMMON STOCK | 00162Q866 | 405 | 33,861 | SH | SOLE | 5,046 | 0 | 28,815 | ||
ALEXANDRIA REAL EST EQUITIES | COMMON STOCK | 015271109 | 4,400 | 36,526 | SH | SOLE | 36,526 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351109 | 40,697 | 334,488 | SH | SOLE | 303,194 | 0 | 31,294 | ||
ALIBABA GROUP HOLDING LTD | COMMON STOCK | 01609W102 | 12,519 | 88,847 | SH | SOLE | 88,847 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | CONVERTIBLE SECURITY | 01741RAG7 | 14,264 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
ALLEGION PUBLIC LIMITED CO | COMMON STOCK | G0176J109 | 6,576 | 81,071 | SH | SOLE | 81,071 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK | G0177J908 | 21,878 | 90,000 | SH | Call | SOLE | 900 | 0 | 0 | |
ALLERGAN PLC | COMMON STOCK | G0177J108 | 35,454 | 145,849 | SH | SOLE | 131,906 | 0 | 13,943 | ||
ALLERGAN PLC | CONVERTIBLE PREFERRED SECURITY | G0177J116 | 157,149 | 181,030 | SH | SOLE | 180,290 | 0 | 740 | ||
ALLISON TRANSMISSION HOLDINGS | COMMON STOCK | 01973R101 | 236 | 6,285 | SH | SOLE | 6,285 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTION | CONVERTIBLE SECURITY | 01988PAD0 | 5,466 | 5,371,000 | PRN | SOLE | 5,371 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK | 020002101 | 5,589 | 63,192 | SH | SOLE | 63,192 | 0 | 0 | ||
ALPHABET INC | COMMON STOCK | 02079K907 | 28,076 | 30,200 | SH | Call | SOLE | 302 | 0 | 0 | |
ALPHABET INC | COMMON STOCK | 02079K957 | 28,262 | 30,400 | SH | Put | SOLE | 304 | 0 | 0 | |
ALPHABET INC | COMMON STOCK | 02079K305 | 262,589 | 282,451 | SH | SOLE | 264,249 | 0 | 18,202 | ||
ALPHABET INC | COMMON STOCK | 02079K107 | 46,621 | 51,303 | SH | SOLE | 51,303 | 0 | 0 | ||
ALTABA INC | CONVERTIBLE SECURITY | 984332AF3 | 73,413 | 64,384,000 | PRN | SOLE | 64,199 | 0 | 185 | ||
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 17,350 | 232,975 | SH | SOLE | 232,834 | 0 | 141 | ||
AMAG PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 00163UAD8 | 9,629 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK | 023135956 | 25,749 | 26,600 | SH | Put | SOLE | 266 | 0 | 0 | |
AMAZON.COM INC | COMMON STOCK | 023135906 | 19,554 | 20,200 | SH | Call | SOLE | 202 | 0 | 0 | |
AMAZON.COM INC | COMMON STOCK | 023135106 | 165,859 | 171,342 | SH | SOLE | 162,722 | 0 | 8,620 | ||
AMER ELECTRIC POWER INC | COMMON STOCK | 025537101 | 4,852 | 69,847 | SH | SOLE | 69,847 | 0 | 0 | ||
AMER EXPRESS CO. | COMMON STOCK | 025816109 | 27,171 | 322,542 | SH | SOLE | 322,542 | 0 | 0 | ||
AMER INTL GROUP | COMMON STOCK | 026874784 | 38,435 | 614,771 | SH | SOLE | 614,712 | 0 | 59 | ||
AMER TOWER CORP | CONVERTIBLE PREFERRED SECURITY | 03027X407 | 49,320 | 406,834 | SH | SOLE | 404,961 | 0 | 1,873 | ||
AMERICA MOVIL SA | COMMON STOCK | 02364W105 | 1,377 | 86,500 | SH | SOLE | 86,500 | 0 | 0 | ||
AMERICAN TOWER REIT INC | COMMON STOCK | 03027X100 | 23,201 | 175,339 | SH | SOLE | 175,339 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK | 03076C106 | 227 | 1,785 | SH | SOLE | 1,785 | 0 | 0 | ||
AMGEN INC | COMMON STOCK | 031162100 | 39,580 | 229,811 | SH | SOLE | 210,865 | 0 | 18,946 | ||
AMPHENOL CORP | COMMON STOCK | 032095101 | 4,288 | 58,083 | SH | SOLE | 58,083 | 0 | 0 | ||
AMTRUST FIN SVCS | CONVERTIBLE SECURITY | 032359AG6 | 5,900 | 7,821,000 | PRN | SOLE | 7,821 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES INC | COMMON STOCK | 032359959 | 1,514 | 100,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
ANADARKO PETROLEUM | COMMON STOCK | 032511107 | 6,464 | 142,560 | SH | SOLE | 141,360 | 0 | 1,200 | ||
ANALOG DEVICES INC | COMMON STOCK | 032654105 | 268 | 3,450 | SH | SOLE | 3,450 | 0 | 0 | ||
ANTHEM INC | CONVERTIBLE SECURITY | 94973VBG1 | 1,783 | 691,000 | PRN | SOLE | 691 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK | 036752103 | 7,970 | 42,364 | SH | SOLE | 42,364 | 0 | 0 | ||
ANTHEM INC | CONVERTIBLE PREFERRED SECURITY | 036752202 | 99,155 | 1,877,230 | SH | SOLE | 1,872,060 | 0 | 5,170 | ||
APACHE CORP | COMMON STOCK | 037411105 | 2,389 | 49,843 | SH | SOLE | 49,843 | 0 | 0 | ||
APARTMENT INVT & MGMT | COMMON STOCK | 03748R101 | 3,289 | 76,534 | SH | SOLE | 76,534 | 0 | 0 | ||
APPLE INC | COMMON STOCK | 037833100 | 414,340 | 2,876,960 | SH | SOLE | 2,768,725 | 0 | 108,235 | ||
APPLIED MATERIALS INC | COMMON STOCK | 038222105 | 46,522 | 1,126,168 | SH | SOLE | 1,063,264 | 0 | 62,904 | ||
ARCHER DANIELS MIDLAND | COMMON STOCK | 039483102 | 2,594 | 62,677 | SH | SOLE | 62,677 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAJ2 | 5,761 | 5,679,000 | PRN | SOLE | 5,445 | 0 | 234 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAM5 | 10,295 | 9,977,000 | PRN | SOLE | 9,922 | 0 | 55 | ||
ARTHUR J GALLAGHER & CO | COMMON STOCK | 363576109 | 5,856 | 102,287 | SH | SOLE | 102,287 | 0 | 0 | ||
AT&T INC | COMMON STOCK | 00206R102 | 69,292 | 1,836,527 | SH | SOLE | 1,834,080 | 0 | 2,447 | ||
ATLAS AIR WORLDWIDE HLDGS INC | CONVERTIBLE SECURITY | 049164BH8 | 21,487 | 20,181,000 | PRN | SOLE | 20,057 | 0 | 124 | ||
AUTODESK INC | COMMON STOCK | 052769106 | 3,942 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | COMMON STOCK | 053484101 | 2,656 | 13,823 | SH | SOLE | 13,823 | 0 | 0 | ||
AVERY DENNISON | COMMON STOCK | 053611109 | 3,080 | 34,851 | SH | SOLE | 34,851 | 0 | 0 | ||
B2GOLD CORPORATION | CONVERTIBLE SECURITY | 11777QAB6 | 4,230 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
BAIDU INC | COMMON STOCK | 056752108 | 8,266 | 46,215 | SH | SOLE | 42,370 | 0 | 3,845 | ||
BAKER HUGHES | COMMON STOCK | 057224107 | 3,036 | 55,690 | SH | SOLE | 55,690 | 0 | 0 | ||
BALL CORP | COMMON STOCK | 058498106 | 4,451 | 105,446 | SH | SOLE | 105,446 | 0 | 0 | ||
BANK OF AMER CP | COMMON STOCK | 060505104 | 94,370 | 3,889,924 | SH | SOLE | 3,881,935 | 0 | 7,989 | ||
BANK OF AMERICA CORP | COMMON STOCK | 060505904 | 7,278 | 300,000 | SH | Call | SOLE | 3,000 | 0 | 0 | |
BANK OF AMERICA CORP. | CONVERTIBLE PREFERRED SECURITY | 060505682 | 51,005 | 40,416 | SH | SOLE | 40,236 | 0 | 180 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK | 064058100 | 29,079 | 569,947 | SH | SOLE | 569,858 | 0 | 89 | ||
BAXTER INTL INC | COMMON STOCK | 071813109 | 83,133 | 1,373,191 | SH | SOLE | 1,270,848 | 0 | 102,343 | ||
BB&T CORPORATION | COMMON STOCK | 054937107 | 19,412 | 427,481 | SH | SOLE | 427,379 | 0 | 102 | ||
BECTON DICKINSON AND CO | CONVERTIBLE PREFERRED SECURITY | 075887208 | 59,546 | 1,086,994 | SH | SOLE | 1,085,124 | 0 | 1,870 | ||
BERKSHIRE HTH | COMMON STOCK | 084670702 | 39,718 | 234,506 | SH | SOLE | 232,373 | 0 | 2,133 | ||
BIOGEN INC | COMMON STOCK | 09062X103 | 7,817 | 28,805 | SH | SOLE | 28,805 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAF8 | 22,265 | 18,614,000 | PRN | SOLE | 18,592 | 0 | 22 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAE1 | 25,941 | 23,321,000 | PRN | SOLE | 23,218 | 0 | 103 | ||
BLACKROCK INC | COMMON STOCK | 09247X101 | 5,759 | 13,633 | SH | SOLE | 13,633 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE SECURITY | 09257WAB6 | 1,530 | 1,500,000 | PRN | SOLE | 1,500 | 0 | 0 | ||
BOEING CO | COMMON STOCK | 097023105 | 34,239 | 173,145 | SH | SOLE | 173,120 | 0 | 25 | ||
BOTTOMLINE TECH | CONVERTIBLE SECURITY | 101388AA4 | 7,848 | 7,750,000 | PRN | SOLE | 7,750 | 0 | 0 | ||
BP PLC | COMMON STOCK | 055622104 | 16,459 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
BRISTOL MYERS SQUIBB | COMMON STOCK | 110122108 | 17,208 | 308,825 | SH | SOLE | 308,825 | 0 | 0 | ||
BROADCOM LTD | COMMON STOCK | Y09827109 | 47,281 | 202,880 | SH | SOLE | 202,124 | 0 | 756 | ||
BROCADE COMMUNICATIONS SYSTEMS | CONVERTIBLE SECURITY | 111621AQ1 | 2,537 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
BWX TECHNOLOGIES INC | COMMON STOCK | 05605H100 | 12,383 | 254,003 | SH | SOLE | 216,963 | 0 | 37,040 | ||
CALAMP CORP | CONVERTIBLE SECURITY | 128126AB5 | 2,566 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
CALATLANTIC GROUP INC | CONVERTIBLE SECURITY | 85375CBC4 | 11,813 | 11,785,000 | PRN | SOLE | 11,745 | 0 | 40 | ||
CALATLANTIC GROUP INC | CONVERTIBLE SECURITY | 783764AQ6 | 26,934 | 22,609,000 | PRN | SOLE | 22,489 | 0 | 120 | ||
CANADA GOOSE HOLDINGS INC | COMMON STOCK | 135086106 | 11,510 | 582,773 | SH | SOLE | 582,408 | 0 | 365 | ||
CANADIAN SOLAR INC | COMMON STOCK | 136635109 | 4,474 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK | 14040H105 | 5,949 | 72,005 | SH | SOLE | 72,005 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 2,887 | 37,051 | SH | SOLE | 37,051 | 0 | 0 | ||
CARDTRONICS INC | CONVERTIBLE SECURITY | 14161HAG3 | 8,426 | 8,800,000 | PRN | SOLE | 8,800 | 0 | 0 | ||
CARMAX INC | COMMON STOCK | 143130102 | 21,544 | 341,647 | SH | SOLE | 300,241 | 0 | 41,406 | ||
CARNIVAL CORP | COMMON STOCK | 143658300 | 18,988 | 289,588 | SH | SOLE | 289,588 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK | 149123101 | 31,740 | 295,362 | SH | SOLE | 295,317 | 0 | 45 | ||
CBOE HOLDINGS INC | COMMON STOCK | 12503M108 | 16,762 | 183,392 | SH | SOLE | 147,041 | 0 | 36,351 | ||
CBRE GROUP INC | COMMON STOCK | 12504L109 | 6,025 | 165,516 | SH | SOLE | 165,516 | 0 | 0 | ||
CBS CORP | COMMON STOCK | 124857202 | 8,594 | 134,750 | SH | SOLE | 134,750 | 0 | 0 | ||
CELANESE CORP | COMMON STOCK | 150870103 | 12,642 | 133,158 | SH | SOLE | 115,701 | 0 | 17,457 | ||
CELGENE CORP | COMMON STOCK | 151020104 | 102,096 | 786,143 | SH | SOLE | 741,390 | 0 | 44,753 | ||
CEMEX SA | COMMON STOCK | 151290889 | 3,048 | 323,589 | SH | SOLE | 323,589 | 0 | 0 | ||
CEMEX SAB DE CV | CONVERTIBLE SECURITY | 151290BR3 | 8,930 | 7,768,000 | PRN | SOLE | 6,843 | 0 | 925 | ||
CENTURYLINK INC | COMMON STOCK | 156700106 | 2,488 | 104,205 | SH | SOLE | 104,205 | 0 | 0 | ||
CERNER CORP | COMMON STOCK | 156782104 | 3,590 | 54,003 | SH | SOLE | 54,003 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC | COMMON STOCK | 16119P108 | 5,120 | 15,201 | SH | SOLE | 15,201 | 0 | 0 | ||
CHEVRONTEXACO CORP | COMMON STOCK | 166764100 | 78,047 | 748,075 | SH | SOLE | 748,006 | 0 | 69 | ||
CHINA LIFE INSURANCE CO | COMMON STOCK | 16939P906 | 993 | 330,000 | SH | Call | SOLE | 3,300 | 0 | 0 | |
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK | 169656105 | 2,338 | 5,619 | SH | SOLE | 5,619 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 20,063 | 138,002 | SH | SOLE | 137,978 | 0 | 24 | ||
CHURCH & DWIGHT CO INC | COMMON STOCK | 171340102 | 3,749 | 72,261 | SH | SOLE | 72,261 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK | 125509109 | 7,060 | 42,175 | SH | SOLE | 42,175 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK | 171798101 | 2,351 | 25,006 | SH | SOLE | 25,006 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 17,427 | 138,264 | SH | SOLE | 119,637 | 0 | 18,627 | ||
CISCO SYSTEMS INC | COMMON STOCK | 17275R102 | 31,392 | 1,002,946 | SH | SOLE | 1,002,699 | 0 | 247 | ||
CITIGROUP INC | COMMON STOCK | 172967424 | 174,118 | 2,603,440 | SH | SOLE | 2,536,994 | 0 | 66,446 | ||
CITRIX SYSTEMS INC | CONVERTIBLE SECURITY | 177376AD2 | 58,379 | 48,342,000 | PRN | SOLE | 48,101 | 0 | 241 | ||
CMS ENERGY CORP | COMMON STOCK | 125896100 | 2,804 | 60,626 | SH | SOLE | 60,626 | 0 | 0 | ||
COACH INC | COMMON STOCK | 189754104 | 4,859 | 102,637 | SH | SOLE | 102,637 | 0 | 0 | ||
COCA-COLA CO | COMMON STOCK | 191216100 | 70,669 | 1,575,677 | SH | SOLE | 1,573,552 | 0 | 2,125 | ||
COGNIZANT TECH SOLUTIONS CORP | COMMON STOCK | 192446102 | 5,157 | 77,665 | SH | SOLE | 77,665 | 0 | 0 | ||
COLFAX CORP | COMMON STOCK | 194014106 | 12,588 | 319,735 | SH | SOLE | 280,352 | 0 | 39,383 | ||
COLGATE-PALMOLIVE CO | COMMON STOCK | 194162103 | 5,930 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
COLONY FINANCIAL INC | CONVERTIBLE SECURITY | 19624RAB2 | 2,040 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | CONVERTIBLE SECURITY | 85571WAB5 | 27,746 | 23,370,000 | PRN | SOLE | 23,235 | 0 | 135 | ||
COMCAST CORP | COMMON STOCK | 20030N101 | 115,178 | 2,959,363 | SH | SOLE | 2,809,976 | 0 | 149,387 | ||
CONCHO RESOURCES INC | COMMON STOCK | 20605P101 | 2,832 | 23,303 | SH | SOLE | 23,303 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK | 20825C104 | 7,722 | 175,663 | SH | SOLE | 175,568 | 0 | 95 | ||
CONSOL EDISON | COMMON STOCK | 209115104 | 3,328 | 41,172 | SH | SOLE | 41,172 | 0 | 0 | ||
CONSTELLATION BRANDS INC | COMMON STOCK | 21036P108 | 26,401 | 136,277 | SH | SOLE | 118,926 | 0 | 17,351 | ||
COOPER COMPANIES INC | COMMON STOCK | 216648402 | 213 | 890 | SH | SOLE | 890 | 0 | 0 | ||
CORESITE REALTY CORP | COMMON STOCK | 21870Q105 | 206 | 1,990 | SH | SOLE | 1,990 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | CONVERTIBLE SECURITY | 21925YAB9 | 12,064 | 12,000,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK | 22160K105 | 27,068 | 169,247 | SH | SOLE | 169,247 | 0 | 0 | ||
COWEN INC | CONVERTIBLE SECURITY | 223622AB7 | 3,634 | 3,500,000 | PRN | SOLE | 3,500 | 0 | 0 | ||
CREDICORP LTD | COMMON STOCK | G2519Y108 | 2,137 | 11,911 | SH | SOLE | 9,211 | 0 | 2,700 | ||
CROWN CASTLE INTL CORP | COMMON STOCK | 22822V101 | 25,761 | 257,147 | SH | SOLE | 257,098 | 0 | 49 | ||
CSG SYS INTL | CONVERTIBLE SECURITY | 126349AF6 | 11,915 | 11,000,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
CSX CORPORATION | COMMON STOCK | 126408103 | 44,713 | 819,518 | SH | SOLE | 784,180 | 0 | 35,338 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAH3 | 33,070 | 27,000,000 | PRN | SOLE | 27,000 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAF7 | 62,099 | 53,724,000 | PRN | SOLE | 51,473 | 0 | 2,251 | ||
CTRIP.COM INTL LTD | COMMON STOCK | 22943F100 | 5,016 | 93,125 | SH | SOLE | 93,125 | 0 | 0 | ||
CULLEN/FROST BANKERS INC | COMMON STOCK | 229899109 | 225 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK | 231021106 | 5,262 | 32,438 | SH | SOLE | 32,438 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK | 126650100 | 11,646 | 144,739 | SH | SOLE | 144,739 | 0 | 0 | ||
D R HORTON INC | COMMON STOCK | 23331A109 | 20,809 | 601,952 | SH | SOLE | 596,852 | 0 | 5,100 | ||
DANAHER CORP | COMMON STOCK | 235851102 | 5,608 | 66,449 | SH | SOLE | 66,449 | 0 | 0 | ||
DANAHER CORP | CONVERTIBLE SECURITY | 235851AF9 | 1,126 | 349,000 | PRN | SOLE | 349 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 3,478 | 38,458 | SH | SOLE | 38,458 | 0 | 0 | ||
DAVITA INC | COMMON STOCK | 23918K108 | 2,424 | 37,424 | SH | SOLE | 37,424 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | COMMON STOCK | 233153204 | 262 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
DEERE & CO | COMMON STOCK | 244199105 | 7,931 | 64,168 | SH | SOLE | 64,168 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK | G27823106 | 6,539 | 74,599 | SH | SOLE | 74,599 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK | 247361702 | 65,919 | 1,226,623 | SH | SOLE | 1,184,383 | 0 | 42,240 | ||
DEPOMED INC | CONVERTIBLE SECURITY | 249908AA2 | 4,419 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
DEUTSCHE X TRACKERS HARVEST | COMMON STOCK | 233051879 | 833 | 30,550 | SH | SOLE | 4,250 | 0 | 26,300 | ||
DEVON ENERGY CORPORATION | COMMON STOCK | 25179M103 | 3,705 | 115,888 | SH | SOLE | 115,888 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING INC | COMMON STOCK | 25271C102 | 650 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | COMMON STOCK | 253868103 | 3,998 | 35,394 | SH | SOLE | 35,394 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK | 254709108 | 39,453 | 634,391 | SH | SOLE | 586,601 | 0 | 47,790 | ||
DISNEY WALT CO | COMMON STOCK | 254687106 | 98,520 | 927,244 | SH | SOLE | 887,370 | 0 | 39,874 | ||
DOLLAR GENERAL | COMMON STOCK | 256677105 | 3,124 | 43,332 | SH | SOLE | 43,332 | 0 | 0 | ||
DOMINION ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 25746U869 | 1,383 | 28,635 | SH | SOLE | 28,090 | 0 | 545 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 2,689 | 35,092 | SH | SOLE | 35,092 | 0 | 0 | ||
DOMINION ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 25746U836 | 7,265 | 144,381 | SH | SOLE | 144,381 | 0 | 0 | ||
DOW CHEMICAL CO | COMMON STOCK | 260543103 | 46,266 | 733,571 | SH | SOLE | 733,489 | 0 | 82 | ||
DTE ENERGY CO | CONVERTIBLE PREFERRED SECURITY | 233331883 | 44,709 | 822,436 | SH | SOLE | 820,891 | 0 | 1,545 | ||
DUKE ENERGY CORP | COMMON STOCK | 26441C204 | 11,823 | 141,441 | SH | SOLE | 141,372 | 0 | 69 | ||
DUPONT DE NEMOUR & CO | COMMON STOCK | 263534109 | 16,574 | 205,351 | SH | SOLE | 205,351 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK | 23355L106 | 3,188 | 41,555 | SH | SOLE | 41,555 | 0 | 0 | ||
DYCOM INDS | CONVERTIBLE SECURITY | 267475AB7 | 41,626 | 35,787,000 | PRN | SOLE | 35,604 | 0 | 183 | ||
DYNEGY INC | CONVERTIBLE PREFERRED SECURITY | 26817R405 | 3,044 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
E TRADE GROUP | COMMON STOCK | 269246401 | 37,289 | 980,506 | SH | SOLE | 855,125 | 0 | 125,381 | ||
EAGLE MATERIALS INC | COMMON STOCK | 26969P108 | 14,234 | 154,019 | SH | SOLE | 133,477 | 0 | 20,542 | ||
EASTMAN CHEM CO | COMMON STOCK | 277432100 | 266 | 3,170 | SH | SOLE | 3,170 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK | G29183103 | 36,102 | 463,851 | SH | SOLE | 463,851 | 0 | 0 | ||
EBAY INC | COMMON STOCK | 278642103 | 4,119 | 117,950 | SH | SOLE | 117,950 | 0 | 0 | ||
EDISON INTL | COMMON STOCK | 281020107 | 4,163 | 53,245 | SH | SOLE | 53,245 | 0 | 0 | ||
EDWARDS LIFESCI | COMMON STOCK | 28176E108 | 4,788 | 40,495 | SH | SOLE | 40,495 | 0 | 0 | ||
ELECTRONIC ARTS INC | COMMON STOCK | 285512109 | 228 | 2,160 | SH | SOLE | 2,160 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | CONVERTIBLE SECURITY | 286082AC6 | 11,308 | 10,500,000 | PRN | SOLE | 10,500 | 0 | 0 | ||
ELI LILLY & CO | COMMON STOCK | 532457108 | 32,602 | 396,131 | SH | SOLE | 396,131 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | CONVERTIBLE SECURITY | 29089QAB1 | 46,261 | 35,781,000 | PRN | SOLE | 35,693 | 0 | 88 | ||
EMERSON ELECTRIC CO | COMMON STOCK | 291011104 | 3,962 | 66,450 | SH | SOLE | 66,450 | 0 | 0 | ||
ENVESTNET INC | CONVERTIBLE SECURITY | 29404KAA4 | 4,916 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
EOG RESOURCES INC | COMMON STOCK | 26875P101 | 32,304 | 356,870 | SH | SOLE | 356,870 | 0 | 0 | ||
EQUINIX INC | COMMON STOCK | 29444U700 | 3,424 | 7,979 | SH | SOLE | 7,979 | 0 | 0 | ||
EQUITY RESIDENTIAL | COMMON STOCK | 29476L107 | 2,480 | 37,670 | SH | SOLE | 37,670 | 0 | 0 | ||
EURONET WORLDWIDE INC | CONVERTIBLE SECURITY | 298736AH2 | 7,514 | 5,863,000 | PRN | SOLE | 5,863 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 25,765 | 714,316 | SH | SOLE | 714,316 | 0 | 0 | ||
EXPEDIA INC | COMMON STOCK | 30212P303 | 26,155 | 175,595 | SH | SOLE | 156,330 | 0 | 19,265 | ||
EXPEDIA INC | COMMON STOCK | 30212P903 | 22,864 | 153,500 | SH | Put | SOLE | 1,535 | 0 | 0 | |
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK | 30219G108 | 6,560 | 102,757 | SH | SOLE | 102,757 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 116,352 | 1,441,248 | SH | SOLE | 1,440,167 | 0 | 1,081 | ||
F5 NETWORKSINC | COMMON STOCK | 315616102 | 2,748 | 21,628 | SH | SOLE | 21,628 | 0 | 0 | ||
FABRINET | COMMON STOCK | G3323L100 | 1,672 | 39,190 | SH | SOLE | 5,024 | 0 | 34,166 | ||
FACEBOOK INC | COMMON STOCK | 30303M902 | 30,422 | 201,500 | SH | Call | SOLE | 2,015 | 0 | 0 | |
FACEBOOK INC | COMMON STOCK | 30303M952 | 49,325 | 326,700 | SH | Put | SOLE | 3,267 | 0 | 0 | |
FACEBOOK INC | COMMON STOCK | 30303M102 | 163,084 | 1,080,169 | SH | SOLE | 1,005,734 | 0 | 74,435 | ||
FEDERAL REALTY INVS TRUST | COMMON STOCK | 313747206 | 4,445 | 35,172 | SH | SOLE | 35,172 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK | 31428X106 | 8,428 | 38,782 | SH | SOLE | 38,782 | 0 | 0 | ||
FIDELITY NATIONAL INFORMATION | COMMON STOCK | 31620M106 | 25,883 | 303,084 | SH | SOLE | 268,173 | 0 | 34,911 | ||
FIDELITY NL FIN | CONVERTIBLE SECURITY | 31620RAE5 | 788 | 313,000 | PRN | SOLE | 313 | 0 | 0 | ||
FIFTH THIRD BK | COMMON STOCK | 316773100 | 3,522 | 135,667 | SH | SOLE | 135,667 | 0 | 0 | ||
FINISAR CORP | CONVERTIBLE SECURITY | 31787AAM3 | 24,011 | 21,462,000 | PRN | SOLE | 21,426 | 0 | 36 | ||
FIREEYE | CONVERTIBLE SECURITY | 31816QAB7 | 6,853 | 7,282,000 | PRN | SOLE | 7,282 | 0 | 0 | ||
FIREEYE | CONVERTIBLE SECURITY | 31816QAD3 | 7,394 | 8,117,000 | PRN | SOLE | 8,117 | 0 | 0 | ||
FIRST HORIZON NATIONAL CORP | COMMON STOCK | 320517105 | 10,127 | 581,328 | SH | SOLE | 497,245 | 0 | 84,083 | ||
FIRST REPUBLIC BANK/SAN FRAN | COMMON STOCK | 33616C100 | 17,523 | 175,050 | SH | SOLE | 175,050 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK | 337932107 | 3,724 | 127,695 | SH | SOLE | 127,695 | 0 | 0 | ||
FISERV INC | COMMON STOCK | 337738108 | 7,726 | 63,149 | SH | SOLE | 63,149 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COMMON STOCK | 339041105 | 20,254 | 140,449 | SH | SOLE | 122,762 | 0 | 17,687 | ||
FLIR SYSTEMS INC | COMMON STOCK | 302445101 | 2,898 | 83,607 | SH | SOLE | 83,607 | 0 | 0 | ||
FLOWSERVE CORPORATION | COMMON STOCK | 34354P105 | 13,824 | 297,749 | SH | SOLE | 257,515 | 0 | 40,234 | ||
FLUOR CORP | COMMON STOCK | 343412102 | 2,532 | 55,318 | SH | SOLE | 55,318 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK | 344849104 | 2,206 | 44,757 | SH | SOLE | 44,757 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK | 345370860 | 13,166 | 1,176,599 | SH | SOLE | 1,176,240 | 0 | 359 | ||
FORESTAR GROUP INC | CONVERTIBLE SECURITY | 346232AB7 | 6,141 | 6,000,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY | COMMON STOCK | 34964C106 | 5,312 | 81,417 | SH | SOLE | 81,417 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 2,593 | 215,914 | SH | SOLE | 215,914 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | CONVERTIBLE PREFERRED SECURITY | 35906A207 | 4,416 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK | H2906T109 | 2,711 | 53,122 | SH | SOLE | 53,122 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK | 369550108 | 6,913 | 34,899 | SH | SOLE | 34,899 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK | 369604103 | 82,669 | 3,060,686 | SH | SOLE | 3,060,472 | 0 | 214 | ||
GENERAL MILLS INC | COMMON STOCK | 370334104 | 3,681 | 66,450 | SH | SOLE | 66,450 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK | 37045V100 | 22,059 | 631,516 | SH | SOLE | 631,516 | 0 | 0 | ||
GENERAL MOTORS CO | WARRANTS | 37045V126 | 1,533 | 88,470 | SH | SOLE | 88,470 | 0 | 0 | ||
GENESEE & WYOMING INC | COMMON STOCK | 371559105 | 21,196 | 309,923 | SH | SOLE | 265,965 | 0 | 43,958 | ||
GILEAD SCIENCES INC | COMMON STOCK | 375558103 | 21,852 | 308,736 | SH | SOLE | 308,736 | 0 | 0 | ||
GLOBAL X FTSE GREECE 20 | COMMON STOCK | 37950E366 | 8,270 | 818,000 | SH | SOLE | 818,000 | 0 | 0 | ||
GNC CORP | CONVERTIBLE SECURITY | 36191GAB3 | 2,650 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
GOLDMAN SACHS | COMMON STOCK | 38141G104 | 35,331 | 159,222 | SH | SOLE | 159,204 | 0 | 18 | ||
GOLDMAN SACHS GROUP | COMMON STOCK | 38141G904 | 75,446 | 340,000 | SH | Call | SOLE | 250 | 0 | 0 | |
GREAT PLAINS ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 391164878 | 39,894 | 752,142 | SH | SOLE | 749,497 | 0 | 2,645 | ||
GREENBRIER COMPANIES | CONVERTIBLE SECURITY | 393657AH4 | 16,101 | 11,882,000 | PRN | SOLE | 11,866 | 0 | 16 | ||
HALLIBURTON CO | COMMON STOCK | 406216101 | 34,931 | 817,874 | SH | SOLE | 778,598 | 0 | 39,276 | ||
HARRIS CORP | COMMON STOCK | 413875105 | 16,943 | 155,323 | SH | SOLE | 134,462 | 0 | 20,861 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | 416515104 | 3,441 | 65,450 | SH | SOLE | 65,450 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK | 40412C101 | 12,787 | 146,641 | SH | SOLE | 128,120 | 0 | 18,521 | ||
HERBALIFE LTD | CONVERTIBLE SECURITY | 42703MAB9 | 15,654 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
HESS CORP | COMMON STOCK | 42809H107 | 4,658 | 106,187 | SH | SOLE | 92,988 | 0 | 13,199 | ||
HEWLETT PACKARD ENTERPRISE CO | COMMON STOCK | 42824C109 | 2,956 | 178,203 | SH | SOLE | 178,203 | 0 | 0 | ||
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AC5 | 6,646 | 4,500,000 | PRN | SOLE | 4,500 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK | 436440101 | 15,871 | 349,745 | SH | SOLE | 300,465 | 0 | 49,280 | ||
HOLOGIC INC | CONVERTIBLE SECURITY | 436440AG6 | 26,370 | 20,878,000 | PRN | SOLE | 20,813 | 0 | 65 | ||
HOME DEPOT | COMMON STOCK | 437076102 | 87,809 | 572,419 | SH | SOLE | 572,350 | 0 | 69 | ||
HONEYWELL INTL | COMMON STOCK | 438516106 | 55,176 | 413,958 | SH | SOLE | 413,919 | 0 | 39 | ||
HORIZON GLOBAL CORP | CONVERTIBLE SECURITY | 44052WAA2 | 4,792 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
HORIZON PHARMA PLC | CONVERTIBLE SECURITY | 44052TAB7 | 6,510 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COMMON STOCK | 44107P104 | 312 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
HP INC | COMMON STOCK | 40434L105 | 4,352 | 248,948 | SH | SOLE | 248,948 | 0 | 0 | ||
ICICI BANK LTD | COMMON STOCK | 45104G104 | 118 | 13,137 | SH | SOLE | 13,137 | 0 | 0 | ||
IDEX CORP | COMMON STOCK | 45167R104 | 214 | 1,890 | SH | SOLE | 1,890 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK | 45168D104 | 3,674 | 22,763 | SH | SOLE | 22,763 | 0 | 0 | ||
ILL TOOL WORKS INC | COMMON STOCK | 452308109 | 6,358 | 44,385 | SH | SOLE | 44,385 | 0 | 0 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AH2 | 3,058 | 2,861,000 | PRN | SOLE | 2,861 | 0 | 0 | ||
ILLUMINA INC | COMMON STOCK | 452327109 | 7,102 | 40,927 | SH | SOLE | 40,927 | 0 | 0 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AF6 | 9,046 | 8,892,000 | PRN | SOLE | 8,687 | 0 | 205 | ||
INCYTE GENOMICS INC | COMMON STOCK | 45337C102 | 14,244 | 113,132 | SH | SOLE | 101,532 | 0 | 11,600 | ||
INFINERA CORP | CONVERTIBLE SECURITY | 45667GAB9 | 10,225 | 9,500,000 | PRN | SOLE | 9,500 | 0 | 0 | ||
INGERSOLL-RAND PLC | COMMON STOCK | G47791101 | 428 | 4,685 | SH | SOLE | 4,685 | 0 | 0 | ||
INPHI CORP | CONVERTIBLE SECURITY | 45772FAB3 | 7,169 | 6,368,000 | PRN | SOLE | 6,348 | 0 | 20 | ||
INSULET CORP | CONVERTIBLE SECURITY | 45784PAD3 | 977 | 804,000 | PRN | SOLE | 804 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | CONVERTIBLE SECURITY | 458118AC0 | 10,685 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AD2 | 8,181 | 6,249,000 | PRN | SOLE | 6,249 | 0 | 0 | ||
INTEL CORP | COMMON STOCK | 458140100 | 22,460 | 665,678 | SH | SOLE | 665,477 | 0 | 201 | ||
INTEL CORP | COMMON STOCK | 458140900 | 3,863 | 114,500 | SH | Call | SOLE | 1,145 | 0 | 0 | |
INTEL CORP | CONVERTIBLE SECURITY | 458140AF7 | 163,262 | 98,601,000 | PRN | SOLE | 98,456 | 0 | 145 | ||
INTERCEPT PHARMACEUTICALS | CONVERTIBLE SECURITY | 45845PAA6 | 4,895 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE INC | COMMON STOCK | 45866F104 | 63,262 | 959,680 | SH | SOLE | 882,965 | 0 | 76,715 | ||
INT'L BUSINESS MACHINES CORP | COMMON STOCK | 459200101 | 13,885 | 90,259 | SH | SOLE | 90,259 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 464337AJ3 | 18,648 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 46333XAD0 | 33,870 | 25,165,000 | PRN | SOLE | 25,105 | 0 | 60 | ||
ISHARES CORE MSCI EAFE | COMMON STOCK | 46432F842 | 1,428 | 23,446 | SH | SOLE | 3,365 | 0 | 20,081 | ||
ISHARES CHINA LARGE CAP ETF | COMMON STOCK | 464287184 | 13,501 | 340,000 | SH | Call | SOLE | 3,400 | 0 | 0 | |
ISHARES DJ SELECT DVD | COMMON STOCK | 464287168 | 2,194 | 23,791 | SH | SOLE | 3,390 | 0 | 20,401 | ||
ISHARES EDGE MSCI MIN VOL EAFE | COMMON STOCK | 46429B689 | 1,060 | 15,311 | SH | SOLE | 910 | 0 | 14,401 | ||
ISHARES MSCI EAFE ETF | COMMON STOCK | 464287905 | 293,543 | 4,502,200 | SH | Call | SOLE | 45,022 | 0 | 0 | |
ISHARES MSCI INDIA ETF | COMMON STOCK | 46429B598 | 3,362 | 104,750 | SH | SOLE | 104,750 | 0 | 0 | ||
ISHARES NASDAQ BIOTECH INDX | COMMON STOCK | 464287556 | 12,611 | 40,670 | SH | SOLE | 40,670 | 0 | 0 | ||
ISHARES S&P 500 INDEX FUND | COMMON STOCK | 464287200 | 4,326 | 17,771 | SH | SOLE | 430 | 0 | 17,341 | ||
ISHARES S&P MIDCAP 400 | COMMON STOCK | 464287507 | 1,386 | 7,965 | SH | SOLE | 755 | 0 | 7,210 | ||
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 10,495 | 949,800 | SH | SOLE | 797,257 | 0 | 152,543 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK | 469814107 | 2,967 | 54,543 | SH | SOLE | 54,543 | 0 | 0 | ||
JAZZ PHARMACEUTICLS | CONVERTIBLE SECURITY | 472145AB7 | 9,922 | 9,015,000 | PRN | SOLE | 9,015 | 0 | 0 | ||
JD.COM | COMMON STOCK | 47215P106 | 6,652 | 169,600 | SH | SOLE | 149,300 | 0 | 20,300 | ||
JEFFERIES GROUP INC | CONVERTIBLE SECURITY | 472319AG7 | 2,300 | 2,279,000 | PRN | SOLE | 2,279 | 0 | 0 | ||
JNJ | CONVERTIBLE SECURITY | 02261WAB5 | 1,455 | 799,000 | PRN | SOLE | 799 | 0 | 0 | ||
JOHNSON & JOHNSON | COMMON STOCK | 478160904 | 39,952 | 302,000 | SH | Call | SOLE | 3,020 | 0 | 0 | |
JOHNSON & JOHNSON | COMMON STOCK | 478160104 | 156,241 | 1,181,049 | SH | SOLE | 1,131,074 | 0 | 49,975 | ||
JOHNSON CONTROLS INTERNATIONAL | COMMON STOCK | G51502105 | 4,508 | 103,974 | SH | SOLE | 103,974 | 0 | 0 | ||
JP MORGAN CHASE & CO | COMMON STOCK | 46625H100 | 164,742 | 1,802,430 | SH | SOLE | 1,799,864 | 0 | 2,566 | ||
JPMORGAN ALERIAN MLP | COMMON STOCK | 46625H365 | 285 | 9,611 | SH | SOLE | 241 | 0 | 9,370 | ||
JUNIPER NETWORKS INC | COMMON STOCK | 48203R104 | 2,715 | 97,392 | SH | SOLE | 97,392 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK | 487836108 | 2,501 | 36,002 | SH | SOLE | 36,002 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COMMON STOCK | 494368103 | 4,532 | 35,105 | SH | SOLE | 34,598 | 0 | 507 | ||
KINDER MORGAN INC | COMMON STOCK | 49456B101 | 4,342 | 226,597 | SH | SOLE | 226,597 | 0 | 0 | ||
KNOWLES CORPORATION | CONVERTIBLE SECURITY | 49926DAB5 | 19,537 | 16,526,000 | PRN | SOLE | 16,466 | 0 | 60 | ||
KRAFT HEINZ CO/THE | COMMON STOCK | 500754106 | 5,535 | 64,635 | SH | SOLE | 64,635 | 0 | 0 | ||
KROGER CO | COMMON STOCK | 501044101 | 17,019 | 729,782 | SH | SOLE | 648,359 | 0 | 81,423 | ||
L3 TECHNOLOGIES INC | COMMON STOCK | 502413107 | 10,638 | 63,671 | SH | SOLE | 54,198 | 0 | 9,473 | ||
LABORATORY CORP LYONS | CONVERTIBLE SECURITY | 50540RAG7 | 1,500 | 722,000 | PRN | SOLE | 722 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK | 50540R409 | 21,865 | 141,849 | SH | SOLE | 125,246 | 0 | 16,603 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807908 | 7,538 | 53,300 | SH | Call | SOLE | 533 | 0 | 0 | |
LAM RESEARCH CORP | CONVERTIBLE SECURITY | 512807AL2 | 7,259 | 3,104,000 | PRN | SOLE | 3,069 | 0 | 35 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807108 | 40,550 | 286,712 | SH | SOLE | 284,573 | 0 | 2,139 | ||
LENNAR CORP | COMMON STOCK | 526057904 | 4,532 | 85,000 | SH | Call | SOLE | 850 | 0 | 0 | |
LENNOX INTERNATIONAL INC | COMMON STOCK | 526107107 | 213 | 1,160 | SH | SOLE | 1,160 | 0 | 0 | ||
LIBERTY BROADBAND | COMMON STOCK | 530307107 | 2,045 | 23,833 | SH | SOLE | 0 | 0 | 23,833 | ||
LIBERTY INTERACTIVE LLC | CONVERTIBLE SECURITY | 530610AD6 | 100,691 | 87,817,000 | PRN | SOLE | 87,502 | 0 | 315 | ||
LIBERTY MEDIA CORPORATION | CONVERTIBLE SECURITY | 531229AB8 | 80,715 | 67,672,000 | PRN | SOLE | 67,550 | 0 | 122 | ||
LIGAND PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 53220KAD0 | 20,783 | 12,500,000 | PRN | SOLE | 12,500 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC | CONVERTIBLE SECURITY | 538034AJ8 | 5,738 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
LKQ CORP | COMMON STOCK | 501889208 | 3,248 | 98,587 | SH | SOLE | 98,587 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK | 539830109 | 28,991 | 104,432 | SH | SOLE | 104,408 | 0 | 24 | ||
LOWE'S COMPANIES | COMMON STOCK | 548661107 | 48,014 | 619,298 | SH | SOLE | 582,747 | 0 | 36,551 | ||
LUMENTUM HOLDINGS INC | COMMON STOCK | 55024U109 | 17,784 | 311,723 | SH | SOLE | 270,639 | 0 | 41,084 | ||
LYONDELLBASELL INDUSTRIES | COMMON STOCK | N53745100 | 4,780 | 56,645 | SH | SOLE | 56,645 | 0 | 0 | ||
M/I HOMES INC | CONVERTIBLE SECURITY | 55292PAB1 | 4,163 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
MACERICH COMPANY | COMMON STOCK | 554382101 | 3,643 | 62,750 | SH | SOLE | 62,750 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE CO | CONVERTIBLE SECURITY | 55608BAA3 | 2,489 | 2,242,000 | PRN | SOLE | 2,167 | 0 | 75 | ||
MACQUARIE INFRASTRUCTURE | CONVERTIBLE SECURITY | 55608BAB1 | 29,327 | 29,354,000 | PRN | SOLE | 29,354 | 0 | 0 | ||
MACYS INC | COMMON STOCK | 55616P104 | 2,053 | 88,334 | SH | SOLE | 88,334 | 0 | 0 | ||
MANULIFE FINANCIAL CORP | COMMON STOCK | 56501R106 | 1,857 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
MARATHON PETROLEUM | COMMON STOCK | 56585A102 | 4,379 | 83,685 | SH | SOLE | 83,606 | 0 | 79 | ||
MASCO CORP | COMMON STOCK | 574599106 | 37,797 | 989,188 | SH | SOLE | 931,074 | 0 | 58,114 | ||
MASTERCARD INC | COMMON STOCK | 57636Q104 | 42,758 | 352,066 | SH | SOLE | 351,067 | 0 | 999 | ||
MCDONALD'S CORP | COMMON STOCK | 580135101 | 35,390 | 231,065 | SH | SOLE | 231,026 | 0 | 39 | ||
MCKESSON CORP | COMMON STOCK | 58155Q103 | 3,882 | 23,593 | SH | SOLE | 23,593 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AE5 | 9,815 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AG0 | 16,036 | 15,250,000 | PRN | SOLE | 15,250 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | CONVERTIBLE SECURITY | 58471AAB1 | 43,488 | 30,992,000 | PRN | SOLE | 30,733 | 0 | 259 | ||
MEDTRONIC PLC | COMMON STOCK | G5960L103 | 33,855 | 381,465 | SH | SOLE | 381,465 | 0 | 0 | ||
MERCADOLIBRE INC | COMMON STOCK | 58733R102 | 1,039 | 4,140 | SH | SOLE | 3,240 | 0 | 900 | ||
MERCADOLIBRE INC | CONVERTIBLE SECURITY | 58733RAB8 | 20,325 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
MERCK & CO | COMMON STOCK | 58933Y105 | 80,702 | 1,259,200 | SH | SOLE | 1,256,922 | 0 | 2,278 | ||
MERITAGE CORP | CONVERTIBLE SECURITY | 59001AAR3 | 11,687 | 11,635,000 | PRN | SOLE | 11,635 | 0 | 0 | ||
METLIFE INC | COMMON STOCK | 59156R108 | 34,697 | 631,536 | SH | SOLE | 631,451 | 0 | 85 | ||
MGM RESORTS INTERNATIONAL | COMMON STOCK | 552953101 | 23,388 | 747,453 | SH | SOLE | 650,916 | 0 | 96,537 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017104 | 16,274 | 210,857 | SH | SOLE | 190,148 | 0 | 20,709 | ||
MICROCHP TECH HYPER WARRANTS | CONVERTIBLE SECURITY | 595017AD6 | 34,687 | 22,974,000 | PRN | SOLE | 22,929 | 0 | 45 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AU7 | 77,666 | 28,297,000 | PRN | SOLE | 28,212 | 0 | 85 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AV5 | 28,632 | 10,366,000 | PRN | SOLE | 10,366 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK | 595112103 | 5,534 | 185,336 | SH | SOLE | 185,336 | 0 | 0 | ||
MICRON TECHNOLOGY INC | CONVERTIBLE SECURITY | 595112AX1 | 11,764 | 3,850,000 | PRN | SOLE | 3,850 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK | 594918104 | 241,117 | 3,497,992 | SH | SOLE | 3,360,904 | 0 | 137,088 | ||
MOHAWK INDS INC | COMMON STOCK | 608190104 | 16,624 | 68,782 | SH | SOLE | 62,078 | 0 | 6,704 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAC4 | 17,561 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAD2 | 40,527 | 31,643,000 | PRN | SOLE | 31,568 | 0 | 75 | ||
MONDELEZ INTERNATIONAL INC | COMMON STOCK | 609207105 | 39,307 | 910,085 | SH | SOLE | 910,085 | 0 | 0 | ||
MONSANTO CO | COMMON STOCK | 61166W101 | 6,312 | 53,327 | SH | SOLE | 53,327 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 32,411 | 652,398 | SH | SOLE | 570,179 | 0 | 82,219 | ||
MORGAN STANLEY | COMMON STOCK | 617446448 | 31,414 | 704,978 | SH | SOLE | 704,978 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK | 617446908 | 5,793 | 130,000 | SH | Call | SOLE | 1,300 | 0 | 0 | |
MOSAIC CO | COMMON STOCK | 61945C103 | 1,771 | 77,561 | SH | SOLE | 77,561 | 0 | 0 | ||
NABORS INDUSTRIES LTD | COMMON STOCK | G6359F903 | 1,018 | 125,000 | SH | Call | SOLE | 1,250 | 0 | 0 | |
NATIONAL OILWELL VARCO INC | COMMON STOCK | 637071101 | 2,485 | 75,445 | SH | SOLE | 75,445 | 0 | 0 | ||
NAVISTAR INTL | CONVERTIBLE SECURITY | 63934EAS7 | 2,453 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
NAVISTAR INTL | CONVERTIBLE SECURITY | 63934EAQ1 | 2,496 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
NCR CORP | COMMON STOCK | 62886E108 | 46,957 | 1,149,780 | SH | SOLE | 1,006,775 | 0 | 143,005 | ||
NETAPP INC | COMMON STOCK | 64110D104 | 276 | 6,895 | SH | SOLE | 6,895 | 0 | 0 | ||
NETEASE INC | COMMON STOCK | 64110W102 | 3,941 | 13,110 | SH | SOLE | 11,347 | 0 | 1,763 | ||
NETFLIX INC | COMMON STOCK | 64110L106 | 31,218 | 208,945 | SH | SOLE | 208,945 | 0 | 0 | ||
NEURODERM LTD | COMMON STOCK | M74231107 | 804 | 26,900 | SH | SOLE | 26,900 | 0 | 0 | ||
NEW ORIENTAL EDUCATION | COMMON STOCK | 647581107 | 5,639 | 80,000 | SH | SOLE | 69,900 | 0 | 10,100 | ||
NEW YORK CMTY TRUST V | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 927 | 17,905 | SH | SOLE | 17,905 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK | 651229106 | 26,573 | 495,586 | SH | SOLE | 495,586 | 0 | 0 | ||
NEWMONT MINING CORP | CONVERTIBLE SECURITY | 651639AJ5 | 989 | 989,000 | PRN | SOLE | 989 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK | 651639106 | 8,948 | 276,251 | SH | SOLE | 272,721 | 0 | 3,530 | ||
NEXTERA ENERGY INC | COMMON STOCK | 65339F101 | 12,730 | 90,842 | SH | SOLE | 90,770 | 0 | 72 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F820 | 41,202 | 762,852 | SH | SOLE | 760,647 | 0 | 2,205 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F846 | 89,053 | 1,388,421 | SH | SOLE | 1,384,386 | 0 | 4,035 | ||
NIKE INC | COMMON STOCK | 654106903 | 4,956 | 84,000 | SH | Call | SOLE | 840 | 0 | 0 | |
NIKE INC | COMMON STOCK | 654106103 | 38,113 | 645,977 | SH | SOLE | 643,877 | 0 | 2,100 | ||
NISOURCE INC | COMMON STOCK | 65473P105 | 4,326 | 170,599 | SH | SOLE | 170,599 | 0 | 0 | ||
NOBLE CORP PLC | COMMON STOCK | G65431101 | 87 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK | 655044105 | 2,038 | 72,006 | SH | SOLE | 72,006 | 0 | 0 | ||
NOKIA CP | COMMON STOCK | 654902204 | 11,211 | 1,820,000 | SH | SOLE | 1,820,000 | 0 | 0 | ||
NORFOLK SOTHN CORP | COMMON STOCK | 655844108 | 4,235 | 34,795 | SH | SOLE | 34,795 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK | 665859104 | 229 | 2,355 | SH | SOLE | 2,355 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK | 666807102 | 24,224 | 94,365 | SH | SOLE | 94,365 | 0 | 0 | ||
NOVELLUS SYSTEMS INC | CONVERTIBLE SECURITY | 670008AD3 | 36,559 | 8,687,000 | PRN | SOLE | 8,687 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAG5 | 98 | 95,000 | PRN | SOLE | 95 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAK6 | 14,498 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK | 670346105 | 9,237 | 159,608 | SH | SOLE | 159,571 | 0 | 37 | ||
NUVASIVE INC | CONVERTIBLE SECURITY | 670704AG0 | 60,967 | 43,985,000 | PRN | SOLE | 43,855 | 0 | 130 | ||
NVIDIA CORP | COMMON STOCK | 67066G104 | 10,097 | 69,847 | SH | SOLE | 69,847 | 0 | 0 | ||
NVIDIA CORP | CONVERTIBLE SECURITY | 67066GAC8 | 72,311 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
NXP SEMICONDUCT NV | CONVERTIBLE SECURITY | 62952QAB6 | 28,227 | 23,630,000 | PRN | SOLE | 23,630 | 0 | 0 | ||
OASIS PETROLEUM INC | CONVERTIBLE SECURITY | 674215AJ7 | 4,914 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK | 674599105 | 5,135 | 85,775 | SH | SOLE | 85,775 | 0 | 0 | ||
OCLARO INC | COMMON STOCK | 67555N906 | 8,826 | 945,000 | SH | Call | SOLE | 9,450 | 0 | 0 | |
OLD REPUBLIC INTL CORP | CONVERTIBLE SECURITY | 680223AH7 | 4,432 | 3,488,000 | PRN | SOLE | 3,423 | 0 | 65 | ||
ON SEMICONDUCTOR CORP | COMMON STOCK | 682189105 | 1,379 | 98,200 | SH | SOLE | 98,200 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AK1 | 54,809 | 52,573,000 | PRN | SOLE | 52,283 | 0 | 290 | ||
ORACLE CORP | COMMON STOCK | 68389X105 | 19,970 | 398,288 | SH | SOLE | 398,288 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK | 68389X905 | 16,260 | 324,300 | SH | Call | SOLE | 3,243 | 0 | 0 | |
ORBOTECH LTD | COMMON STOCK | M75253100 | 4,589 | 140,687 | SH | SOLE | 140,687 | 0 | 0 | ||
OWENS CORNING INC | COMMON STOCK | 690742101 | 213 | 3,180 | SH | SOLE | 3,180 | 0 | 0 | ||
P G & E CORP | COMMON STOCK | 69331C108 | 4,284 | 64,545 | SH | SOLE | 64,545 | 0 | 0 | ||
PALO ALTO NETWORKS | CONVERTIBLE SECURITY | 697435AB1 | 23,234 | 17,687,000 | PRN | SOLE | 17,659 | 0 | 28 | ||
PANDORA MEDIA INC | COMMON STOCK | 698354107 | 1,173 | 131,500 | SH | SOLE | 131,500 | 0 | 0 | ||
PANDORA MEDIA INC | CONVERTIBLE SECURITY | 698354AB3 | 30,092 | 31,625,000 | PRN | SOLE | 31,515 | 0 | 110 | ||
PARKER HANNIFIN CORP | COMMON STOCK | 701094104 | 14,232 | 89,051 | SH | SOLE | 78,194 | 0 | 10,857 | ||
PATTERSON COS INC | COMMON STOCK | 703395103 | 3,279 | 69,837 | SH | SOLE | 69,837 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COMMON STOCK | 70432V102 | 8,891 | 129,961 | SH | SOLE | 111,016 | 0 | 18,945 | ||
PAYPAL HOLDINGS INC | COMMON STOCK | 70450Y103 | 45,356 | 845,098 | SH | SOLE | 775,595 | 0 | 69,503 | ||
PDC ENERGY INC | CONVERTIBLE SECURITY | 69327RAD3 | 29,854 | 32,769,000 | PRN | SOLE | 32,544 | 0 | 225 | ||
PENTAIR PLC | COMMON STOCK | G7S00T104 | 5,211 | 78,320 | SH | SOLE | 78,320 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK | 713448108 | 72,212 | 625,265 | SH | SOLE | 625,186 | 0 | 79 | ||
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 2,925 | 366,025 | SH | SOLE | 286,019 | 0 | 80,006 | ||
PFIZER INC | COMMON STOCK | 717081103 | 67,247 | 2,002,000 | SH | SOLE | 2,001,871 | 0 | 129 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 66,016 | 562,081 | SH | SOLE | 562,081 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 3,012 | 36,429 | SH | SOLE | 36,429 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787107 | 13,687 | 85,769 | SH | SOLE | 85,769 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK | 693475105 | 30,103 | 241,078 | SH | SOLE | 240,004 | 0 | 1,074 | ||
POWERSHARES QQQ NASDAQ 100 | COMMON STOCK | 73935A954 | 113,071 | 821,500 | SH | Put | SOLE | 8,215 | 0 | 0 | |
POWERSHARES S&P 500 LOW VOLA | COMMON STOCK | 73937B779 | 642 | 14,350 | SH | SOLE | 0 | 0 | 14,350 | ||
PPG INDUSTRIES INC | COMMON STOCK | 693506107 | 3,891 | 35,389 | SH | SOLE | 35,389 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK | 74005P104 | 5,141 | 38,782 | SH | SOLE | 38,782 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COMMON STOCK | 741503403 | 49,400 | 26,410 | SH | SOLE | 24,281 | 0 | 2,129 | ||
PRINCIPAL FINANCIAL GROUP INC | COMMON STOCK | 74251V102 | 354 | 5,530 | SH | SOLE | 5,530 | 0 | 0 | ||
PROCTER & GAMBLE CO | COMMON STOCK | 742718109 | 83,338 | 956,256 | SH | SOLE | 956,167 | 0 | 89 | ||
PROGRESSIVE CORP OHIO | COMMON STOCK | 743315103 | 223 | 5,050 | SH | SOLE | 5,050 | 0 | 0 | ||
PROLOGIS INC | COMMON STOCK | 74340W103 | 3,615 | 61,641 | SH | SOLE | 61,641 | 0 | 0 | ||
PROOFPOINT | CONVERTIBLE SECURITY | 743424AB9 | 33,437 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
PROOFPOINT | CONVERTIBLE SECURITY | 743424AD5 | 37,824 | 30,297,000 | PRN | SOLE | 30,188 | 0 | 109 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAM4 | 358 | 345,000 | PRN | SOLE | 345 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAK8 | 731 | 722,000 | PRN | SOLE | 722 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAQ5 | 2,014 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAL6 | 2,360 | 2,300,000 | PRN | SOLE | 2,300 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK | 744320102 | 26,630 | 246,253 | SH | SOLE | 246,222 | 0 | 31 | ||
PUBLIC SERVICE ENTERPRISE GROUP | COMMON STOCK | 744573106 | 2,656 | 61,756 | SH | SOLE | 61,756 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK | 745867101 | 21,961 | 895,262 | SH | SOLE | 786,484 | 0 | 108,778 | ||
PVH CORP | COMMON STOCK | 693656100 | 3,347 | 29,235 | SH | SOLE | 29,235 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK | 747525103 | 12,489 | 226,163 | SH | SOLE | 226,163 | 0 | 0 | ||
QUEST DIAGNOSTC | COMMON STOCK | 74834L100 | 4,273 | 38,439 | SH | SOLE | 38,439 | 0 | 0 | ||
QUIDEL CORP | CONVERTIBLE SECURITY | 74838JAA9 | 5,553 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK | 750236101 | 33,583 | 2,054,000 | SH | SOLE | 1,833,466 | 0 | 220,534 | ||
RAMBUS INC | CONVERTIBLE SECURITY | 750917AE6 | 10,905 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
RAYTHEON CO | COMMON STOCK | 755111507 | 23,433 | 145,112 | SH | SOLE | 125,509 | 0 | 19,603 | ||
REALTY INCOME CORP | COMMON STOCK | 756109104 | 2,286 | 41,437 | SH | SOLE | 41,437 | 0 | 0 | ||
RED HAT INC | COMMON STOCK | 756577102 | 3,942 | 41,173 | SH | SOLE | 41,173 | 0 | 0 | ||
RED HAT INC | CONVERTIBLE SECURITY | 756577AD4 | 22,936 | 16,510,000 | PRN | SOLE | 16,440 | 0 | 70 | ||
REGENERON PHARMACEUTICALS INC | COMMON STOCK | 75886F107 | 5,738 | 11,684 | SH | SOLE | 11,684 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK | 7591EP100 | 3,861 | 263,718 | SH | SOLE | 263,718 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | CONVERTIBLE SECURITY | 75972AAC7 | 10,225 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COMMON STOCK | 761713106 | 2,538 | 39,028 | SH | SOLE | 38,975 | 0 | 53 | ||
ROCKWELL COLLINS INC | COMMON STOCK | 774341101 | 4,932 | 46,935 | SH | SOLE | 46,935 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK | 778296103 | 2,745 | 47,554 | SH | SOLE | 47,554 | 0 | 0 | ||
ROVI CORP | CONVERTIBLE SECURITY | 779376AD4 | 28,075 | 28,294,000 | PRN | SOLE | 28,220 | 0 | 74 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK | V7780T103 | 4,067 | 37,230 | SH | SOLE | 37,230 | 0 | 0 | ||
ROYAL GOLD | CONVERTIBLE SECURITY | 780287AA6 | 31,552 | 29,226,000 | PRN | SOLE | 29,151 | 0 | 75 | ||
RPM INTL INC | CONVERTIBLE SECURITY | 749685AT0 | 1,161 | 980,000 | PRN | SOLE | 980 | 0 | 0 | ||
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAB3 | 26,652 | 24,860,000 | PRN | SOLE | 24,789 | 0 | 71 | ||
S&P GLOBAL INC | COMMON STOCK | 78409V104 | 10,878 | 74,514 | SH | SOLE | 63,657 | 0 | 10,857 | ||
SALESFORCE.COM INC | COMMON STOCK | 79466L952 | 25,980 | 300,000 | SH | Put | SOLE | 3,000 | 0 | 0 | |
SALESFORCE.COM INC | COMMON STOCK | 79466L302 | 31,337 | 361,858 | SH | SOLE | 324,894 | 0 | 36,964 | ||
SALESFORCE.COM INC | CONVERTIBLE SECURITY | 79466LAD6 | 139,756 | 105,133,000 | PRN | SOLE | 104,883 | 0 | 250 | ||
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 56,880 | 863,916 | SH | SOLE | 827,707 | 0 | 36,209 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK | 808513105 | 8,143 | 189,546 | SH | SOLE | 189,546 | 0 | 0 | ||
SCHWAB US LARGE-CAP ETF | COMMON STOCK | 808524201 | 670 | 11,603 | SH | SOLE | 0 | 0 | 11,603 | ||
SCHWAB US MID CAP ETF | COMMON STOCK | 808524508 | 348 | 7,226 | SH | SOLE | 0 | 0 | 7,226 | ||
SCHWAB US SMALL CAP ETF | COMMON STOCK | 808524607 | 230 | 3,598 | SH | SOLE | 0 | 0 | 3,598 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 811904AM3 | 1,555 | 1,549,000 | PRN | SOLE | 1,549 | 0 | 0 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 81170YAB5 | 3,407 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
SECOND SIGHT MEDICAL PRODUCT | COMMON STOCK | 81362J100 | 17 | 13,196 | SH | SOLE | 6,598 | 0 | 6,598 | ||
SERVICENOW INC | CONVERTIBLE SECURITY | 81762PAB8 | 45,309 | 30,775,000 | PRN | SOLE | 30,755 | 0 | 20 | ||
SHERWIN WILLIAM | COMMON STOCK | 824348106 | 293 | 835 | SH | SOLE | 835 | 0 | 0 | ||
SHUTTERFLY INC | CONVERTIBLE SECURITY | 82568PAB2 | 14,005 | 14,000,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
SILVER STANDARD RESOURCES INC | CONVERTIBLE SECURITY | 82823LAC0 | 691 | 709,000 | PRN | SOLE | 709 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | COMMON STOCK | 828806109 | 7,355 | 45,470 | SH | SOLE | 45,470 | 0 | 0 | ||
SINA CORP | CONVERTIBLE SECURITY | 82922RAD5 | 10,505 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK | 83088M102 | 2,278 | 23,745 | SH | SOLE | 23,745 | 0 | 0 | ||
SLM CORP | COMMON STOCK | 78442P106 | 36,810 | 3,200,908 | SH | SOLE | 2,871,595 | 0 | 329,313 | ||
SM ENERGY CO | CONVERTIBLE SECURITY | 78454LAM2 | 20,693 | 23,087,000 | PRN | SOLE | 23,047 | 0 | 40 | ||
SOLARCITY | CONVERTIBLE SECURITY | 83416TAC4 | 2,841 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
SOUTHWEST AIRLINES | COMMON STOCK | 844741108 | 7,941 | 127,787 | SH | SOLE | 127,787 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | CONVERTIBLE PREFERRED SECURITY | 845467208 | 24,393 | 1,671,895 | SH | SOLE | 1,670,300 | 0 | 1,595 | ||
SPDR S&P 500 ETF | COMMON STOCK | 78462F953 | 145,080 | 600,000 | SH | Put | SOLE | 6,000 | 0 | 0 | |
SPDR TRUST SERIES 1 | COMMON STOCK | 78462F103 | 12,183 | 50,383 | SH | SOLE | 50,383 | 0 | 0 | ||
SPECTRANETICS | CONVERTIBLE SECURITY | 84760CAA5 | 10,827 | 8,000,000 | PRN | SOLE | 8,000 | 0 | 0 | ||
SPIRIT AIRLINES INC | COMMON STOCK | 848577102 | 17,445 | 337,762 | SH | SOLE | 289,227 | 0 | 48,535 | ||
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAB8 | 2,209 | 2,221,000 | PRN | SOLE | 2,221 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK | 854502101 | 239 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502887 | 15,140 | 137,990 | SH | SOLE | 137,990 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK | 855244109 | 71,637 | 1,228,558 | SH | SOLE | 1,164,857 | 0 | 63,701 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAA3 | 1,414 | 1,298,000 | PRN | SOLE | 1,298 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAC9 | 5,300 | 5,271,000 | PRN | SOLE | 5,271 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAH8 | 16,771 | 16,541,000 | PRN | SOLE | 16,409 | 0 | 132 | ||
STATE STREET CORP | COMMON STOCK | 857477103 | 4,251 | 47,377 | SH | SOLE | 47,377 | 0 | 0 | ||
STEEL DYNAMICS | COMMON STOCK | 858119100 | 2,119 | 59,178 | SH | SOLE | 180 | 0 | 58,998 | ||
STORAGE PROPERTIES | COMMON STOCK | 74460D109 | 3,186 | 15,279 | SH | SOLE | 15,279 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK | 863667101 | 32,168 | 231,789 | SH | SOLE | 231,730 | 0 | 59 | ||
SUNPOWER CORP | CONVERTIBLE SECURITY | 867652AL3 | 8,725 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK | 867914103 | 3,503 | 61,755 | SH | SOLE | 61,755 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK | 871503108 | 2,476 | 87,657 | SH | SOLE | 87,657 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87157BAA1 | 5,892 | 6,281,000 | PRN | SOLE | 6,281 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK | 87165B103 | 13,474 | 451,829 | SH | SOLE | 392,513 | 0 | 59,316 | ||
SYNOPSYS INC | COMMON STOCK | 871607107 | 292 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK | 87161C501 | 299 | 6,750 | SH | SOLE | 6,750 | 0 | 0 | ||
TAKE-TWO INTER | COMMON STOCK | 874054109 | 3,188 | 43,445 | SH | SOLE | 42,825 | 0 | 620 | ||
TAKE-TWO INTER | CONVERTIBLE SECURITY | 874054AD1 | 36,853 | 10,785,000 | PRN | SOLE | 10,785 | 0 | 0 | ||
TAL EDUCATION GROUP | CONVERTIBLE SECURITY | 874080AB0 | 24,650 | 5,250,000 | PRN | SOLE | 5,250 | 0 | 0 | ||
TARGET CORP | COMMON STOCK | 87612E106 | 4,310 | 82,418 | SH | SOLE | 82,342 | 0 | 76 | ||
TE CONNECTIVITY LTD | COMMON STOCK | H84989104 | 4,497 | 57,157 | SH | SOLE | 57,157 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK | 879369106 | 206 | 990 | SH | SOLE | 990 | 0 | 0 | ||
TELIGENT INC | CONVERTIBLE SECURITY | 449575AB5 | 4,296 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
TENARIS SA | COMMON STOCK | 88031M109 | 16,006 | 514,008 | SH | SOLE | 438,437 | 0 | 75,571 | ||
TESLA INC | COMMON STOCK | 88160R101 | 22,502 | 62,227 | SH | SOLE | 54,883 | 0 | 7,344 | ||
TESLA INC | CONVERTIBLE SECURITY | 88160RAD3 | 52,251 | 41,370,000 | PRN | SOLE | 41,370 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAB7 | 19 | 17,000 | PRN | SOLE | 17 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAA9 | 29,101 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAC5 | 185,272 | 159,464,000 | PRN | SOLE | 158,794 | 0 | 670 | ||
TESLA MOTORS INC | COMMON STOCK | 88160R951 | 225,428 | 623,400 | SH | Put | SOLE | 6,234 | 0 | 0 | |
TEXAS INSTRUMENTS INC | COMMON STOCK | 882508104 | 5,900 | 76,692 | SH | SOLE | 76,620 | 0 | 72 | ||
THE PRICELINE GROUP INC | CONVERTIBLE SECURITY | 741503AS5 | 22,111 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
THE PRICELINE GROUP INC | CONVERTIBLE SECURITY | 741503AQ9 | 49,535 | 25,000,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
THE PRICELINE GROUP INC | CONVERTIBLE SECURITY | 741503AX4 | 150,217 | 130,849,000 | PRN | SOLE | 130,106 | 0 | 743 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK | 883556102 | 25,298 | 144,997 | SH | SOLE | 144,971 | 0 | 26 | ||
TIME WARNER INC | COMMON STOCK | 887317303 | 11,290 | 112,438 | SH | SOLE | 112,362 | 0 | 76 | ||
TIMKEN CO | COMMON STOCK | 887389104 | 210 | 4,530 | SH | SOLE | 4,530 | 0 | 0 | ||
TIMKENSTEEL CORP | CONVERTIBLE SECURITY | 887399AA1 | 7,530 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
T-MOBILE US INC | CONVERTIBLE PREFERRED SECURITY | 872590203 | 57,231 | 580,203 | SH | SOLE | 578,223 | 0 | 1,980 | ||
TOLL BROTHERS FINANCE CORP. | CONVERTIBLE SECURITY | 88947EAM2 | 16,149 | 16,160,000 | PRN | SOLE | 16,160 | 0 | 0 | ||
TOPBUILD | COMMON STOCK | 89055F103 | 2,653 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK | 891906109 | 15,224 | 261,352 | SH | SOLE | 224,524 | 0 | 36,828 | ||
TRANSDIGM GROUP INC | COMMON STOCK | 893641100 | 3,826 | 14,231 | SH | SOLE | 14,231 | 0 | 0 | ||
TRANSUNION | COMMON STOCK | 89400J107 | 15,857 | 366,124 | SH | SOLE | 312,692 | 0 | 53,432 | ||
TRAVELERS COMPANIES INC | COMMON STOCK | 89417E109 | 3,705 | 29,279 | SH | SOLE | 29,279 | 0 | 0 | ||
TRIMBLE INC | COMMON STOCK | 896239100 | 2,697 | 75,610 | SH | SOLE | 75,610 | 0 | 0 | ||
TRINITY INDUSTRIES INC | CONVERTIBLE SECURITY | 896522AF6 | 18,175 | 14,385,000 | PRN | SOLE | 14,385 | 0 | 0 | ||
TTM TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87305RAD1 | 18,820 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC | COMMON STOCK | 90130A101 | 6,222 | 219,544 | SH | SOLE | 219,544 | 0 | 0 | ||
TWITTER INC | CONVERTIBLE SECURITY | 90184LAD4 | 9,162 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
UBS GROUP AG | COMMON STOCK | H42097107 | 7,544 | 444,300 | SH | SOLE | 444,300 | 0 | 0 | ||
UDR INC | COMMON STOCK | 902653104 | 2,680 | 68,778 | SH | SOLE | 68,778 | 0 | 0 | ||
ULTA SALON COSMETICS | COMMON STOCK | 90384S303 | 3,560 | 12,390 | SH | SOLE | 12,390 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK | 907818108 | 44,385 | 407,534 | SH | SOLE | 407,485 | 0 | 49 | ||
UNITED CONTINENTAL HOLDINGS IN | COMMON STOCK | 910047109 | 5,907 | 78,500 | SH | SOLE | 78,500 | 0 | 0 | ||
UNITED PARCEL SERVICE | COMMON STOCK | 911312106 | 33,896 | 306,500 | SH | SOLE | 306,500 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK | 913017109 | 53,014 | 434,147 | SH | SOLE | 434,071 | 0 | 76 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK | 91324P102 | 98,695 | 532,276 | SH | SOLE | 522,350 | 0 | 9,926 | ||
UNUMPROVIDENT CORP | COMMON STOCK | 91529Y106 | 253 | 5,425 | SH | SOLE | 5,425 | 0 | 0 | ||
US BANCORP | COMMON STOCK | 902973304 | 386 | 7,425 | SH | SOLE | 7,425 | 0 | 0 | ||
VALE SA | COMMON STOCK | 91912E105 | 5,614 | 641,618 | SH | SOLE | 557,312 | 0 | 84,306 | ||
VALERO ENERGY | COMMON STOCK | 91913Y100 | 3,681 | 54,565 | SH | SOLE | 54,565 | 0 | 0 | ||
VANECK VECTORS VIETNAM ETF | COMMON STOCK | 92189F817 | 2,911 | 195,000 | SH | SOLE | 195,000 | 0 | 0 | ||
VANGUARD FTSE EUROPE | COMMON STOCK | 922042874 | 21,532 | 390,500 | SH | SOLE | 390,500 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK | 92220P105 | 3,848 | 37,295 | SH | SOLE | 37,295 | 0 | 0 | ||
VEECO INSTRUMENTS INC. | CONVERTIBLE SECURITY | 922417AD2 | 33,956 | 33,096,000 | PRN | SOLE | 32,966 | 0 | 130 | ||
VERIZON COMM | COMMON STOCK | 92343V104 | 46,238 | 1,035,342 | SH | SOLE | 1,035,184 | 0 | 158 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK | 92532F100 | 3,635 | 28,207 | SH | SOLE | 28,207 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONVERTIBLE SECURITY | 46612JAF8 | 11,083 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
VIPSHOP HOLDINGS LTD | COMMON STOCK | 92763W903 | 7,913 | 750,000 | SH | Call | SOLE | 7,500 | 0 | 0 | |
VIPSHOP HOLDINGS LTD | CONVERTIBLE SECURITY | 92763WAA1 | 17,335 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
VIRTUS INVESTMENT PARTNERS | CONVERTIBLE PREFERRED SECURITY | 92828Q208 | 14,195 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
VISA INC | COMMON STOCK | 92826C839 | 88,335 | 941,936 | SH | SOLE | 892,974 | 0 | 48,962 | ||
VMWARE INC | COMMON STOCK | 928563402 | 216 | 2,465 | SH | SOLE | 2,465 | 0 | 0 | ||
VODAFONE GROUP PLC | COMMON STOCK | 92857W908 | 8,849 | 308,000 | SH | Call | SOLE | 3,080 | 0 | 0 | |
VORNADO REALTY TRUST | COMMON STOCK | 929042109 | 1,748 | 18,613 | SH | SOLE | 18,613 | 0 | 0 | ||
VULCAN MATLS CO | COMMON STOCK | 929160109 | 16,070 | 126,854 | SH | SOLE | 109,717 | 0 | 17,137 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK | 931427108 | 39,593 | 505,591 | SH | SOLE | 505,542 | 0 | 49 | ||
WAL-MART STORES INC | COMMON STOCK | 931142103 | 45,519 | 601,462 | SH | SOLE | 599,079 | 0 | 2,383 | ||
WASTE CONNECTIONS INC | COMMON STOCK | 94106B101 | 42,010 | 652,133 | SH | SOLE | 564,256 | 0 | 87,877 | ||
WATERS CORP | COMMON STOCK | 941848103 | 12,052 | 65,559 | SH | SOLE | 65,559 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LTD | CONVERTIBLE SECURITY | 947075AH0 | 26,808 | 26,462,000 | PRN | SOLE | 25,701 | 0 | 761 | ||
WEBMD HEALTH CORP | CONVERTIBLE SECURITY | 94770VAM4 | 5,412 | 5,513,000 | PRN | SOLE | 5,513 | 0 | 0 | ||
WEBMD HEALTH CORP | CONVERTIBLE SECURITY | 94770VAF9 | 15,129 | 14,603,000 | PRN | SOLE | 14,433 | 0 | 170 | ||
WELLCARE HEALTH PLANS INC | COMMON STOCK | 94946T106 | 280 | 1,560 | SH | SOLE | 1,560 | 0 | 0 | ||
WELLS FARGO & COMPANY | COMMON STOCK | 949746101 | 93,374 | 1,685,151 | SH | SOLE | 1,682,148 | 0 | 3,003 | ||
WELLS FARGO & COMPANY | CONVERTIBLE PREFERRED SECURITY | 949746804 | 65,675 | 50,091 | SH | SOLE | 49,871 | 0 | 220 | ||
WELLTOWER INC | COMMON STOCK | 95040Q104 | 11,018 | 147,205 | SH | SOLE | 147,149 | 0 | 56 | ||
WELLTOWER INC | CONVERTIBLE PREFERRED SECURITY | 95040Q203 | 31,494 | 475,304 | SH | SOLE | 474,414 | 0 | 890 | ||
WESTERN ALLIANCE BANCORP | COMMON STOCK | 957638109 | 234 | 4,760 | SH | SOLE | 4,760 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK | 958102105 | 4,020 | 45,377 | SH | SOLE | 45,377 | 0 | 0 | ||
WEYERHAEUSER CO | COMMON STOCK | 962166104 | 3,360 | 100,295 | SH | SOLE | 100,295 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK | 963320106 | 16,171 | 84,391 | SH | SOLE | 84,391 | 0 | 0 | ||
WHITING PETROLEUM CORP | CONVERTIBLE SECURITY | 966387AL6 | 9,636 | 11,375,000 | PRN | SOLE | 11,375 | 0 | 0 | ||
WILLIAMS CO. | COMMON STOCK | 969457100 | 2,757 | 91,062 | SH | SOLE | 91,062 | 0 | 0 | ||
WORKDAY INC | COMMON STOCK | 98138H101 | 18,380 | 189,480 | SH | SOLE | 165,531 | 0 | 23,949 | ||
WORKDAY INC | CONVERTIBLE SECURITY | 98138HAC5 | 96,018 | 77,220,000 | PRN | SOLE | 76,805 | 0 | 415 | ||
WORKDAY INC | CONVERTIBLE SECURITY | 98138HAD3 | 12,433 | 9,295,000 | PRN | SOLE | 9,295 | 0 | 0 | ||
WPX ENERGY | CONVERTIBLE PREFERRED SECURITY | 98212B202 | 18,745 | 397,398 | SH | SOLE | 396,223 | 0 | 1,175 | ||
WRIGHT MEDICAL | CONVERTIBLE SECURITY | 98235TAE7 | 11,171 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
WRIGHT MEDICAL GROUP NV | CONVERTIBLE SECURITY | 98236JAB4 | 10,632 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK | 384802104 | 2,657 | 14,720 | SH | SOLE | 14,720 | 0 | 0 | ||
XILINX INC | COMMON STOCK | 983919901 | 8,362 | 130,000 | SH | Call | SOLE | 1,300 | 0 | 0 | |
XILINX INC | COMMON STOCK | 983919101 | 2,961 | 46,034 | SH | SOLE | 46,034 | 0 | 0 | ||
XYLEM INC | COMMON STOCK | 98419M100 | 4,425 | 79,837 | SH | SOLE | 79,837 | 0 | 0 | ||
YANDEX NV | COMMON STOCK | N97284108 | 2,151 | 81,970 | SH | SOLE | 63,783 | 0 | 18,187 | ||
YELP INC | COMMON STOCK | 985817105 | 600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ZENDESK INC | COMMON STOCK | 98936J101 | 42,003 | 1,511,983 | SH | SOLE | 1,321,816 | 0 | 190,167 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK | 98956P102 | 3,640 | 28,349 | SH | SOLE | 28,349 | 0 | 0 | ||
ZIONS BANCORPORATION | COMMON STOCK | 989701107 | 18,305 | 416,871 | SH | SOLE | 354,924 | 0 | 61,947 | ||
ZOETIS | COMMON STOCK | 98978V103 | 11,650 | 186,763 | SH | SOLE | 159,516 | 0 | 27,247 |