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 | 14,918 | 75,835 | SH | SOLE | 75,835 | 0 | 0 | ||
51JOB INC | CONVERTIBLE SECURITY | 316827AC8 | 39,764 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 22,651 | 371,387 | SH | SOLE | 371,387 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK | 00287Y109 | 70,906 | 765,314 | SH | SOLE | 763,011 | 0 | 2,303 | ||
ACCENTURE PLC | COMMON STOCK | G1151C101 | 37,049 | 226,472 | SH | SOLE | 226,436 | 0 | 36 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK | 00507V109 | 6,402 | 83,884 | SH | SOLE | 83,884 | 0 | 0 | ||
ADOBE SYSTEMS INC | COMMON STOCK | 00724F101 | 28,867 | 118,398 | SH | SOLE | 118,398 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK | 00737L103 | 31,740 | 659,884 | SH | SOLE | 654,042 | 0 | 5,842 | ||
ADVANCED MICRO DEVICES INC | CONVERTIBLE SECURITY | 007903BD8 | 58,661 | 29,504,000 | PRN | SOLE | 29,504 | 0 | 0 | ||
AEROJET ROCKETDYNE HOLDINGS IN | CONVERTIBLE SECURITY | 007800AB1 | 6,482 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
AES CORP | COMMON STOCK | 00130H105 | 5,431 | 405,033 | SH | SOLE | 405,033 | 0 | 0 | ||
AETNA INC | COMMON STOCK | 00817Y108 | 14,469 | 78,849 | SH | SOLE | 78,849 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK | 008252108 | 31,151 | 209,528 | SH | SOLE | 208,571 | 0 | 957 | ||
AFLAC INC | COMMON STOCK | 001055102 | 3,961 | 92,065 | SH | SOLE | 92,065 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK | 00846U101 | 57,926 | 936,713 | SH | SOLE | 933,003 | 0 | 3,710 | ||
AIR LEASE | CONVERTIBLE SECURITY | 00912XAK0 | 15,617 | 10,742,000 | PRN | SOLE | 10,742 | 0 | 0 | ||
AIR LEASE CORP | COMMON STOCK | 00912X302 | 27,204 | 648,179 | SH | SOLE | 643,036 | 0 | 5,143 | ||
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK | 009158106 | 27,627 | 177,406 | SH | SOLE | 176,003 | 0 | 1,403 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK | 00971T101 | 3,664 | 50,036 | SH | SOLE | 50,036 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK | 00971T901 | 21,969 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE SECURITY | 00971TAG6 | 33,233 | 33,101,000 | PRN | SOLE | 33,101 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | COMMON STOCK | 015271109 | 5,587 | 44,278 | SH | SOLE | 44,278 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351109 | 77,314 | 622,746 | SH | SOLE | 618,520 | 0 | 4,226 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | 015351909 | 7,573 | 61,000 | SH | Call | SOLE | 61,000 | 0 | 0 | |
ALIBABA GROUP HOLDING-SP ADR | COMMON STOCK | 01609W102 | 20,982 | 113,092 | SH | SOLE | 110,292 | 0 | 2,800 | ||
ALLEGHENY TECHNOLOGIES INC | CONVERTIBLE SECURITY | 01741RAG7 | 19,095 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK | G0176J109 | 3,714 | 48,013 | SH | SOLE | 48,013 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK | G0177J108 | 54,429 | 326,467 | SH | SOLE | 326,467 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK | G0177J908 | 6,035 | 36,200 | SH | Call | SOLE | 36,200 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTION | CONVERTIBLE SECURITY | 01988PAD0 | 8,092 | 7,992,000 | PRN | SOLE | 7,992 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK | 020002101 | 6,709 | 73,512 | SH | SOLE | 73,512 | 0 | 0 | ||
ALPHABET INC | COMMON STOCK | 02079K107 | 57,511 | 51,549 | SH | SOLE | 51,549 | 0 | 0 | ||
ALPHABET INC | COMMON STOCK | 02079K305 | 303,573 | 268,841 | SH | SOLE | 267,418 | 0 | 1,423 | ||
ALTABA INC | CONVERTIBLE SECURITY | 984332AF3 | 66,994 | 49,162,000 | PRN | SOLE | 49,162 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 22,571 | 397,446 | SH | SOLE | 397,446 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 00163UAD8 | 10,270 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK | 023135106 | 275,815 | 162,263 | SH | SOLE | 161,538 | 0 | 725 | ||
AMAZON.COM INC | COMMON STOCK | 023135906 | 28,047 | 16,500 | SH | Call | SOLE | 16,500 | 0 | 0 | |
AMERICA MOVIL-SPN ADR CL L | COMMON STOCK | 02364W105 | 5,762 | 345,880 | SH | SOLE | 270,280 | 0 | 75,600 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK | 025537101 | 8,135 | 117,467 | SH | SOLE | 117,467 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK | 025816109 | 20,007 | 204,158 | SH | SOLE | 204,158 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK | 026874784 | 102,609 | 1,935,289 | SH | SOLE | 1,925,206 | 0 | 10,083 | ||
AMERICAN TOWER CORP | COMMON STOCK | 03027X100 | 37,768 | 261,969 | SH | SOLE | 261,969 | 0 | 0 | ||
AMGEN INC | COMMON STOCK | 031162100 | 22,955 | 124,358 | SH | SOLE | 124,358 | 0 | 0 | ||
AMGEN INC | COMMON STOCK | 031162900 | 9,433 | 51,100 | SH | Call | SOLE | 51,100 | 0 | 0 | |
AMPHENOL CORP | COMMON STOCK | 032095101 | 6,125 | 70,277 | SH | SOLE | 70,277 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK | 032511107 | 6,113 | 83,456 | SH | SOLE | 83,456 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK | 036752103 | 61,578 | 258,699 | SH | SOLE | 258,289 | 0 | 410 | ||
ANTHEM INC | CONVERTIBLE SECURITY | 94973VBG1 | 1,914 | 585,000 | PRN | SOLE | 585 | 0 | 0 | ||
APARTMENT INVT & MGMT CO -A | COMMON STOCK | 03748R101 | 4,235 | 100,116 | SH | SOLE | 100,116 | 0 | 0 | ||
APOLLO COMMERCIAL REAL ESTATE | CONVERTIBLE SECURITY | 03762UAB1 | 5,021 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
APPLE INC | COMMON STOCK | 037833100 | 419,980 | 2,268,811 | SH | SOLE | 2,252,146 | 0 | 16,665 | ||
APPLIED MATERIALS INC | COMMON STOCK | 038222105 | 43,219 | 935,684 | SH | SOLE | 932,045 | 0 | 3,639 | ||
APTIV PLC | COMMON STOCK | G6095L109 | 16,514 | 180,227 | SH | SOLE | 180,227 | 0 | 0 | ||
ARCHER-DANIELS-MIDLAND CO | COMMON STOCK | 039483102 | 3,482 | 75,973 | SH | SOLE | 75,973 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAM5 | 12,652 | 12,574,000 | PRN | SOLE | 12,574 | 0 | 0 | ||
ARES CAPITAL CORP | CONVERTIBLE SECURITY | 04010LAT0 | 28,467 | 28,273,000 | PRN | SOLE | 28,273 | 0 | 0 | ||
ARTHUR J GALLAGHER & CO | COMMON STOCK | 363576109 | 5,910 | 90,527 | SH | SOLE | 90,527 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK | 04621X108 | 5,606 | 54,165 | SH | SOLE | 54,165 | 0 | 0 | ||
ASSURANT INC | CONVERTIBLE PREFERRED SECURITY | 04621X207 | 17,174 | 153,297 | SH | SOLE | 153,297 | 0 | 0 | ||
AT&T INC | COMMON STOCK | 00206R102 | 61,891 | 1,927,461 | SH | SOLE | 1,927,244 | 0 | 217 | ||
ATLAS AIR WORLDWIDE HLDGS INC | CONVERTIBLE SECURITY | 049164BH8 | 19,514 | 15,819,000 | PRN | SOLE | 15,819 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS INC | CONVERTIBLE SECURITY | 049164BJ4 | 44 | 33,000 | PRN | SOLE | 33 | 0 | 0 | ||
ATLASSIAN CORP PLC-CLASS A | COMMON STOCK | G06242104 | 4,777 | 76,400 | SH | SOLE | 76,400 | 0 | 0 | ||
AUTODESK INC | COMMON STOCK | 052769106 | 4,814 | 36,723 | SH | SOLE | 36,723 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | COMMON STOCK | 053484101 | 2,575 | 14,982 | SH | SOLE | 14,982 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK | 053611109 | 4,145 | 40,597 | SH | SOLE | 40,597 | 0 | 0 | ||
B2GOLD CORPORATION | CONVERTIBLE SECURITY | 11777QAB6 | 4,013 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
BAIDU INC - SPON ADR | COMMON STOCK | 056752108 | 11,783 | 48,490 | SH | SOLE | 39,245 | 0 | 9,245 | ||
BALL CORP | COMMON STOCK | 058498106 | 4,543 | 127,796 | SH | SOLE | 127,796 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK | 060505104 | 178,810 | 6,343,031 | SH | SOLE | 6,325,517 | 0 | 17,514 | ||
BANK OF AMERICA CORP | COMMON STOCK | 060505904 | 27,485 | 975,000 | SH | Call | SOLE | 975,000 | 0 | 0 | |
BANK OF AMERICA CORP. | CONVERTIBLE PREFERRED SECURITY | 060505682 | 52,515 | 41,995 | SH | SOLE | 41,995 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK | 064058100 | 8,511 | 157,820 | SH | SOLE | 157,681 | 0 | 139 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK | 071813109 | 99,414 | 1,346,341 | SH | SOLE | 1,336,912 | 0 | 9,429 | ||
BB&T CORP | COMMON STOCK | 054937107 | 22,034 | 436,836 | SH | SOLE | 436,836 | 0 | 0 | ||
BECTON DICKINSON AND CO | CONVERTIBLE PREFERRED SECURITY | 075887208 | 64,641 | 1,045,129 | SH | SOLE | 1,045,129 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC | COMMON STOCK | 084670702 | 48,358 | 259,085 | SH | SOLE | 256,952 | 0 | 2,133 | ||
BIOGEN INC | COMMON STOCK | 09062X103 | 9,624 | 33,160 | SH | SOLE | 33,160 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAE1 | 1,004 | 943,000 | PRN | SOLE | 943 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE SECURITY | 09061GAF8 | 54,089 | 45,603,000 | PRN | SOLE | 45,603 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK | 09247X101 | 7,228 | 14,483 | SH | SOLE | 14,483 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE SECURITY | 09257WAB6 | 1,474 | 1,500,000 | PRN | SOLE | 1,500 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK | 097023105 | 78,867 | 235,067 | SH | SOLE | 234,152 | 0 | 915 | ||
BOOKING HOLDINGS INC | COMMON STOCK | 09857L108 | 46,787 | 23,081 | SH | SOLE | 22,943 | 0 | 138 | ||
BOOKING HOLDINGS INC | COMMON STOCK | 09857L908 | 11,960 | 5,900 | SH | Call | SOLE | 5,900 | 0 | 0 | |
BOOKING HOLDINGS INC | COMMON STOCK | 09857L958 | 42,163 | 20,800 | SH | Put | SOLE | 20,800 | 0 | 0 | |
BP PLC-SPONS ADR | COMMON STOCK | 055622104 | 23,793 | 521,100 | SH | SOLE | 521,100 | 0 | 0 | ||
BRIGHTHOUSE FINANCIAL INC | COMMON STOCK | 10922N103 | 10,538 | 263,000 | SH | SOLE | 263,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COMMON STOCK | 110122108 | 17,856 | 322,663 | SH | SOLE | 322,663 | 0 | 0 | ||
BROADCOM INC | COMMON STOCK | 11135F101 | 55,216 | 227,564 | SH | SOLE | 226,737 | 0 | 827 | ||
CALAMP CORP | CONVERTIBLE SECURITY | 128126AB5 | 8,106 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK | 14040H105 | 29,407 | 319,984 | SH | SOLE | 319,984 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 2,028 | 41,529 | SH | SOLE | 41,529 | 0 | 0 | ||
CARDTRONICS INC | CONVERTIBLE SECURITY | 14161HAG3 | 8,226 | 8,800,000 | PRN | SOLE | 8,800 | 0 | 0 | ||
CARMAX INC | COMMON STOCK | 143130102 | 53,143 | 729,286 | SH | SOLE | 725,656 | 0 | 3,630 | ||
CARNIVAL CORP | COMMON STOCK | 143658300 | 14,933 | 260,568 | SH | SOLE | 260,568 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK | 149123101 | 37,631 | 277,373 | SH | SOLE | 277,373 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 64,461 | 619,398 | SH | SOLE | 615,716 | 0 | 3,682 | ||
CBRE GROUP INC - A | COMMON STOCK | 12504L109 | 309 | 6,475 | SH | SOLE | 6,475 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK | 151020104 | 30,895 | 389,007 | SH | SOLE | 389,007 | 0 | 0 | ||
CEMEX SAB DE CV | CONVERTIBLE SECURITY | 151290BR3 | 10,068 | 10,037,000 | PRN | SOLE | 9,897 | 0 | 140 | ||
CENTENE CORP | COMMON STOCK | 15135B101 | 253 | 2,050 | SH | SOLE | 2,050 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK | 156700106 | 2,354 | 126,313 | SH | SOLE | 126,313 | 0 | 0 | ||
CERNER CORP | COMMON STOCK | 156782104 | 3,913 | 65,441 | SH | SOLE | 65,441 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC-A | COMMON STOCK | 16119P108 | 5,291 | 18,046 | SH | SOLE | 18,046 | 0 | 0 | ||
CHENIERE ENERGY INC | COMMON STOCK | 16411R208 | 241 | 3,690 | SH | SOLE | 3,690 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | CONVERTIBLE SECURITY | 165167CY1 | 15,264 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK | 166764100 | 106,553 | 842,784 | SH | SOLE | 841,915 | 0 | 869 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 25,467 | 200,494 | SH | SOLE | 200,494 | 0 | 0 | ||
CHURCH & DWIGHT CO INC | COMMON STOCK | 171340102 | 4,602 | 86,577 | SH | SOLE | 86,577 | 0 | 0 | ||
CIA DE MINAS BUENAVENTUR | COMMON STOCK | 204448104 | 2,081 | 152,700 | SH | SOLE | 99,700 | 0 | 53,000 | ||
CIGNA CORP | COMMON STOCK | 125509109 | 3,894 | 22,913 | SH | SOLE | 22,913 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK | 171798101 | 2,891 | 28,416 | SH | SOLE | 28,416 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK | 17275R102 | 64,852 | 1,507,124 | SH | SOLE | 1,507,124 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK | 172967424 | 80,077 | 1,196,611 | SH | SOLE | 1,196,526 | 0 | 85 | ||
CITRIX SYSTEMS INC | COMMON STOCK | 177376950 | 23,379 | 223,000 | SH | Put | SOLE | 223,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CONVERTIBLE SECURITY | 177376AD2 | 66,639 | 45,606,000 | PRN | SOLE | 45,606 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK | 125896100 | 6,493 | 137,321 | SH | SOLE | 137,321 | 0 | 0 | ||
CNOOC LTD | COMMON STOCK | 126132909 | 7,398 | 43,200 | SH | Call | SOLE | 30,700 | 0 | 12,500 | |
CNOOC LTD-SPON ADR | COMMON STOCK | 126132109 | 4,343 | 25,360 | SH | SOLE | 17,830 | 0 | 7,530 | ||
COCA-COLA CO/THE | COMMON STOCK | 191216100 | 75,038 | 1,710,864 | SH | SOLE | 1,706,839 | 0 | 4,025 | ||
COGNIZANT TECH SOLUTIONS-A | COMMON STOCK | 192446102 | 7,436 | 94,133 | SH | SOLE | 94,133 | 0 | 0 | ||
COLGATE-PALMOLIVE CO | COMMON STOCK | 194162103 | 6,730 | 103,840 | SH | SOLE | 103,840 | 0 | 0 | ||
COLONY FINANCIAL INC | CONVERTIBLE SECURITY | 19624RAB2 | 1,903 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | CONVERTIBLE SECURITY | 19625XAB8 | 30,783 | 27,500,000 | PRN | SOLE | 27,500 | 0 | 0 | ||
COMCAST CORP-CLASS A | COMMON STOCK | 20030N101 | 65,162 | 1,986,029 | SH | SOLE | 1,977,371 | 0 | 8,658 | ||
CONCHO RESOURCES INC | COMMON STOCK | 20605P101 | 7,527 | 54,405 | SH | SOLE | 54,405 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK | 20825C104 | 27,784 | 399,086 | SH | SOLE | 399,086 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK | 209115104 | 4,211 | 53,995 | SH | SOLE | 53,995 | 0 | 0 | ||
CONSTELLATION BRANDS INC-A | COMMON STOCK | 21036P108 | 21,370 | 97,637 | SH | SOLE | 96,653 | 0 | 984 | ||
CONSUMER STAPLES SPDR | COMMON STOCK | 81369Y308 | 45,346 | 880,000 | SH | SOLE | 880,000 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK | 22160K105 | 36,315 | 173,775 | SH | SOLE | 173,729 | 0 | 46 | ||
COWEN INC | CONVERTIBLE SECURITY | 223622AB7 | 3,522 | 3,500,000 | PRN | SOLE | 3,500 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COMMON STOCK | 22822V101 | 9,258 | 85,864 | SH | SOLE | 85,864 | 0 | 0 | ||
CROWN CASTLE INTL CORP | CONVERTIBLE PREFERRED SECURITY | 22822V309 | 86,177 | 81,680 | SH | SOLE | 81,550 | 0 | 130 | ||
CSG SYS INTL | CONVERTIBLE SECURITY | 126349AF6 | 11,599 | 11,000,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
CSX CORP | COMMON STOCK | 126408103 | 46,859 | 734,705 | SH | SOLE | 734,705 | 0 | 0 | ||
CTRIP.COM INTL LTD | COMMON STOCK | 22943F950 | 14,289 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAD2 | 12,185 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAF7 | 25,998 | 24,550,000 | PRN | SOLE | 24,550 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAH3 | 33,725 | 29,500,000 | PRN | SOLE | 29,500 | 0 | 0 | ||
CTRIP.COM INTL LTD | CONVERTIBLE SECURITY | 22943FAM2 | 9,105 | 8,830,000 | PRN | SOLE | 7,795 | 0 | 1,035 | ||
CVS HEALTH CORP | COMMON STOCK | 126650100 | 9,884 | 153,604 | SH | SOLE | 153,604 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 232806AM1 | 26,698 | 20,100,000 | PRN | SOLE | 20,100 | 0 | 0 | ||
D R HORTON INC | COMMON STOCK | 23331A909 | 4,916 | 119,900 | SH | Call | SOLE | 119,900 | 0 | 0 | |
DANAHER CORP | COMMON STOCK | 235851102 | 8,269 | 83,793 | SH | SOLE | 83,793 | 0 | 0 | ||
DANAHER CORP(COPA LYONS) | CONVERTIBLE SECURITY | 235851AF9 | 1,074 | 284,000 | PRN | SOLE | 284 | 0 | 0 | ||
DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 6,113 | 172,000 | SH | SOLE | 172,000 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 4,980 | 46,519 | SH | SOLE | 46,519 | 0 | 0 | ||
DAVITA INC | COMMON STOCK | 23918K108 | 3,151 | 45,372 | SH | SOLE | 45,372 | 0 | 0 | ||
DEERE & CO | COMMON STOCK | 244199105 | 9,816 | 70,217 | SH | SOLE | 70,217 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK | 247361702 | 118,965 | 2,401,393 | SH | SOLE | 2,389,455 | 0 | 11,938 | ||
DELTA AIR LINES INC | COMMON STOCK | 247361902 | 10,899 | 220,000 | SH | Call | SOLE | 220,000 | 0 | 0 | |
DERMIRA INC | CONVERTIBLE SECURITY | 24983LAB0 | 6,199 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK | 25179M103 | 4,096 | 93,166 | SH | SOLE | 93,166 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING | COMMON STOCK | 25271C102 | 1,252 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | COMMON STOCK | 253868103 | 4,456 | 39,938 | SH | SOLE | 39,938 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK | 254709108 | 16,626 | 236,128 | SH | SOLE | 236,128 | 0 | 0 | ||
DISH NETWORK CORP | CONVERTIBLE SECURITY | 25470MAB5 | 44,697 | 46,184,000 | PRN | SOLE | 46,184 | 0 | 0 | ||
DISH NETWORK CORP | CONVERTIBLE SECURITY | 25470MAD1 | 22,736 | 25,750,000 | PRN | SOLE | 25,750 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK | 256677105 | 3,951 | 40,071 | SH | SOLE | 40,071 | 0 | 0 | ||
DOLLAR TREE INC | COMMON STOCK | 256746108 | 11,011 | 129,545 | SH | SOLE | 129,545 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 5,159 | 75,667 | SH | SOLE | 75,667 | 0 | 0 | ||
DOMINION ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 25746U836 | 6,786 | 146,852 | SH | SOLE | 146,852 | 0 | 0 | ||
DOWDUPONT INC | COMMON STOCK | 26078J100 | 96,122 | 1,458,168 | SH | SOLE | 1,453,572 | 0 | 4,596 | ||
DR HORTON INC | COMMON STOCK | 23331A109 | 5,837 | 142,358 | SH | SOLE | 142,358 | 0 | 0 | ||
DTE ENERGY CO | CONVERTIBLE PREFERRED SECURITY | 233331883 | 47,696 | 927,601 | SH | SOLE | 927,601 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK | 26441C204 | 12,222 | 154,548 | SH | SOLE | 154,479 | 0 | 69 | ||
DXC TECHNOLOGY CO | COMMON STOCK | 23355L106 | 4,063 | 50,399 | SH | SOLE | 50,399 | 0 | 0 | ||
DYCOM INDS | CONVERTIBLE SECURITY | 267475AB7 | 27,482 | 23,656,000 | PRN | SOLE | 23,656 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK | 269246401 | 64,217 | 1,049,985 | SH | SOLE | 1,044,366 | 0 | 5,619 | ||
EASTMAN CHEMICAL CO | COMMON STOCK | 277432100 | 243 | 2,430 | SH | SOLE | 2,430 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK | G29183103 | 18,136 | 242,660 | SH | SOLE | 242,660 | 0 | 0 | ||
EBAY INC | COMMON STOCK | 278642103 | 5,184 | 142,964 | SH | SOLE | 142,964 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | CONVERTIBLE SECURITY | 27875TAA9 | 15,894 | 15,180,000 | PRN | SOLE | 15,180 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 3,945 | 62,345 | SH | SOLE | 62,345 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COMMON STOCK | 28176E108 | 16,067 | 110,373 | SH | SOLE | 110,373 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | CONVERTIBLE SECURITY | 286082AC6 | 10,409 | 10,500,000 | PRN | SOLE | 10,500 | 0 | 0 | ||
ELI LILLY & CO | COMMON STOCK | 532457108 | 21,212 | 248,583 | SH | SOLE | 248,583 | 0 | 0 | ||
ELLIE MAE INC | COMMON STOCK | 28849P100 | 27,202 | 261,962 | SH | SOLE | 259,349 | 0 | 2,613 | ||
EMERSON ELECTRIC CO | COMMON STOCK | 291011104 | 41,536 | 600,756 | SH | SOLE | 597,432 | 0 | 3,324 | ||
ENTERPRISE PRODUCTS PARTNERS | COMMON STOCK | 293792107 | 7,156 | 258,630 | SH | SOLE | 258,630 | 0 | 0 | ||
ENVESTNET INC | CONVERTIBLE SECURITY | 29404KAA4 | 29,730 | 28,323,000 | PRN | SOLE | 28,323 | 0 | 0 | ||
EOG RESOURCES INC | COMMON STOCK | 26875P101 | 35,546 | 285,670 | SH | SOLE | 285,670 | 0 | 0 | ||
EQUINIX INC | COMMON STOCK | 29444U700 | 4,156 | 9,667 | SH | SOLE | 9,667 | 0 | 0 | ||
EQUITY RESIDENTIAL | COMMON STOCK | 29476L107 | 2,908 | 45,657 | SH | SOLE | 45,657 | 0 | 0 | ||
EURONET WORLDWIDE INC | CONVERTIBLE SECURITY | 298736AH2 | 6,141 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 33,618 | 789,150 | SH | SOLE | 789,150 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK | 30212P303 | 10,741 | 89,363 | SH | SOLE | 89,363 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK | 30212P903 | 4,291 | 35,700 | SH | Call | SOLE | 35,700 | 0 | 0 | |
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK | 30219G108 | 7,338 | 95,040 | SH | SOLE | 95,040 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 116,541 | 1,408,694 | SH | SOLE | 1,406,861 | 0 | 1,833 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 3,993 | 23,153 | SH | SOLE | 23,153 | 0 | 0 | ||
FACEBOOK INC | COMMON STOCK | 30303M902 | 17,877 | 92,000 | SH | Call | SOLE | 92,000 | 0 | 0 | |
FACEBOOK INC-A | COMMON STOCK | 30303M102 | 317,254 | 1,632,635 | SH | SOLE | 1,624,872 | 0 | 7,763 | ||
FEDERAL REALTY INVS TRUST | COMMON STOCK | 313747206 | 5,392 | 42,611 | SH | SOLE | 42,611 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK | 31428X106 | 6,470 | 28,493 | SH | SOLE | 28,493 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK | 31620M106 | 27,300 | 257,474 | SH | SOLE | 254,697 | 0 | 2,777 | ||
FIDELITY NL FIN-CONVRT TO CASH | CONVERTIBLE SECURITY | 31620RAE5 | 547 | 186,000 | PRN | SOLE | 186 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 4,720 | 164,445 | SH | SOLE | 164,445 | 0 | 0 | ||
FINANCIAL SELECT SECTOR SPDR | COMMON STOCK | 81369Y905 | 32,639 | 1,227,500 | SH | Call | SOLE | 1,227,500 | 0 | 0 | |
FINANCIAL SELECT SECTOR SPDR | COMMON STOCK | 81369Y955 | 111,678 | 4,200,000 | SH | Put | SOLE | 4,200,000 | 0 | 0 | |
FINISAR CORP | COMMON STOCK | 31787A907 | 4,500 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
FINISAR CORP | CONVERTIBLE SECURITY | 31787AAM3 | 18,619 | 18,744,000 | PRN | SOLE | 18,744 | 0 | 0 | ||
FINISAR CORP | CONVERTIBLE SECURITY | 31787AAP6 | 12,981 | 14,313,000 | PRN | SOLE | 14,313 | 0 | 0 | ||
FIREEYE SERIES A | CONVERTIBLE SECURITY | 31816QAB7 | 4,952 | 5,183,000 | PRN | SOLE | 5,183 | 0 | 0 | ||
FIREEYE SERIES B | CONVERTIBLE SECURITY | 31816QAD3 | 5,763 | 6,308,000 | PRN | SOLE | 6,308 | 0 | 0 | ||
FIRST REPUBLIC BANK/CA | COMMON STOCK | 33616C100 | 16,943 | 175,050 | SH | SOLE | 175,050 | 0 | 0 | ||
FIRST SOLAR INC | COMMON STOCK | 336433107 | 45,443 | 862,950 | SH | SOLE | 858,632 | 0 | 4,318 | ||
FIRSTENERGY CORP | COMMON STOCK | 337932107 | 5,724 | 159,406 | SH | SOLE | 159,406 | 0 | 0 | ||
FISERV INC | COMMON STOCK | 337738108 | 8,490 | 114,588 | SH | SOLE | 114,588 | 0 | 0 | ||
FLEXION THERAPEUTICS | CONVERTIBLE SECURITY | 33938JAB2 | 19,042 | 15,601,000 | PRN | SOLE | 15,601 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK | 302445101 | 4,942 | 95,100 | SH | SOLE | 95,100 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK | 343412102 | 3,271 | 67,050 | SH | SOLE | 67,050 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK | 345370860 | 15,438 | 1,394,612 | SH | SOLE | 1,394,612 | 0 | 0 | ||
FORESTAR GROUP INC | CONVERTIBLE SECURITY | 346232AB7 | 6,006 | 6,000,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURI | COMMON STOCK | 34964C106 | 3,432 | 63,927 | SH | SOLE | 63,927 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 2,237 | 129,615 | SH | SOLE | 129,615 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COMMON STOCK | 35906A306 | 1,072 | 199,995 | SH | SOLE | 199,995 | 0 | 0 | ||
GAMESTOP CORP-CLASS A | COMMON STOCK | 36467W109 | 1,029 | 70,595 | SH | SOLE | 70,595 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK | H2906T109 | 3,918 | 64,222 | SH | SOLE | 64,222 | 0 | 0 | ||
GASLOG LTD | COMMON STOCK | G37585109 | 1,040 | 54,440 | SH | SOLE | 54,375 | 0 | 65 | ||
GENERAL DYNAMICS CORP | COMMON STOCK | 369550108 | 6,005 | 32,213 | SH | SOLE | 32,213 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK | 369604103 | 36,811 | 2,704,705 | SH | SOLE | 2,704,491 | 0 | 214 | ||
GENERAL MILLS INC | COMMON STOCK | 370334104 | 3,565 | 80,545 | SH | SOLE | 80,545 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK | 37045V100 | 14,988 | 380,398 | SH | SOLE | 380,398 | 0 | 0 | ||
GENERAL MOTORS CO | WARRANTS | 37045V126 | 1,995 | 88,470 | SH | SOLE | 88,470 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK | 375558103 | 24,031 | 339,224 | SH | SOLE | 339,224 | 0 | 0 | ||
GNC CORP | CONVERTIBLE SECURITY | 36191GAB3 | 2,703 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
GOLAR LNG LTD | CONVERTIBLE SECURITY | 38046YAB7 | 5,436 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
GOLDMAN SACHS BDC INC | CONVERTIBLE SECURITY | 38147UAB3 | 10,126 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK | 38141G104 | 123,573 | 560,244 | SH | SOLE | 558,228 | 0 | 2,016 | ||
GREENBRIER COMPANIES INC | CONVERTIBLE SECURITY | 393657AK7 | 36,775 | 32,031,000 | PRN | SOLE | 32,031 | 0 | 0 | ||
GUIDEWIRE SOFTWARE | CONVERTIBLE SECURITY | 40171VAA8 | 48,808 | 48,021,000 | PRN | SOLE | 47,931 | 0 | 90 | ||
GULFMARK OFFSHORE INC | COMMON STOCK | 402629505 | 1,505 | 44,916 | SH | SOLE | 44,836 | 0 | 80 | ||
HALLIBURTON CO | COMMON STOCK | 406216101 | 69,123 | 1,534,020 | SH | SOLE | 1,530,148 | 0 | 3,872 | ||
HARRIS CORP | COMMON STOCK | 413875105 | 16,280 | 112,633 | SH | SOLE | 111,135 | 0 | 1,498 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | 416515104 | 3,841 | 75,130 | SH | SOLE | 75,130 | 0 | 0 | ||
HDFC BANK LTD | COMMON STOCK | 40415F101 | 5,409 | 51,500 | SH | SOLE | 49,600 | 0 | 1,900 | ||
HELIX ENERGY SOLUTIONS GROUP | CONVERTIBLE SECURITY | 42330PAJ6 | 11,862 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
HERBALIFE LTD | CONVERTIBLE SECURITY | 42703MAB9 | 19,357 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
HESS CORP | CONVERTIBLE PREFERRED SECURITY | 42809H404 | 53,532 | 710,351 | SH | SOLE | 710,351 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE | COMMON STOCK | 42824C109 | 3,152 | 215,768 | SH | SOLE | 215,768 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK | 437076102 | 131,233 | 672,643 | SH | SOLE | 671,321 | 0 | 1,322 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK | 438516106 | 56,167 | 389,910 | SH | SOLE | 389,849 | 0 | 61 | ||
HORIZON PHARMA PLC | CONVERTIBLE SECURITY | 44052TAB7 | 7,192 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
HUBSPOT | CONVERTIBLE SECURITY | 443573AB6 | 21,464 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
HUMANA INC | COMMON STOCK | 444859102 | 71,721 | 240,973 | SH | SOLE | 239,683 | 0 | 1,290 | ||
ICICI BANK LTD-SPON ADR | COMMON STOCK | 45104G104 | 88 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK | 45168D104 | 4,286 | 19,668 | SH | SOLE | 19,668 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK | 452308109 | 6,367 | 45,955 | SH | SOLE | 45,955 | 0 | 0 | ||
ILLUMINA INC | COMMON STOCK | 452327109 | 5,714 | 20,459 | SH | SOLE | 20,459 | 0 | 0 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AF6 | 62,402 | 52,857,000 | PRN | SOLE | 52,612 | 0 | 245 | ||
ILLUMINA INC | CONVERTIBLE SECURITY | 452327AH2 | 8,172 | 6,187,000 | PRN | SOLE | 6,187 | 0 | 0 | ||
IMMUNOMEDICS | CONVERTIBLE SECURITY | 452907AK4 | 11,743 | 2,500,000 | PRN | SOLE | 2,500 | 0 | 0 | ||
INFOSYS LTD-SP ADR | COMMON STOCK | 456788108 | 381 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
INGERSOLL-RAND PLC | COMMON STOCK | G47791101 | 263 | 2,935 | SH | SOLE | 2,935 | 0 | 0 | ||
INNOVIVA INC | CONVERTIBLE SECURITY | 88338TAB0 | 15,762 | 16,199,000 | PRN | SOLE | 16,199 | 0 | 0 | ||
INPHI CORP | CONVERTIBLE SECURITY | 45772FAB3 | 5,443 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INPHI CORP | CONVERTIBLE SECURITY | 45772FAC1 | 34,938 | 36,771,000 | PRN | SOLE | 36,771 | 0 | 0 | ||
INSMED INC | CONVERTIBLE SECURITY | 457669AA7 | 18,304 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
INSULET CORP | CONVERTIBLE SECURITY | 45784PAF8 | 22,687 | 15,000,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | CONVERTIBLE SECURITY | 458118AC0 | 11,444 | 10,034,000 | PRN | SOLE | 10,034 | 0 | 0 | ||
INTEL CORP | COMMON STOCK | 458140100 | 30,990 | 623,411 | SH | SOLE | 623,210 | 0 | 201 | ||
INTEL CORP | CONVERTIBLE SECURITY | 458140AF7 | 138,037 | 57,434,000 | PRN | SOLE | 57,434 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS | CONVERTIBLE SECURITY | 45845PAA6 | 4,396 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK | 45866F104 | 71,406 | 970,851 | SH | SOLE | 966,056 | 0 | 4,795 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK | 459200101 | 8,090 | 57,907 | SH | SOLE | 57,907 | 0 | 0 | ||
INVACARE CORP | CONVERTIBLE SECURITY | 461203AH4 | 4,012 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
INVITATION HOMES | CONVERTIBLE SECURITY | 85571WAB5 | 21,426 | 16,870,000 | PRN | SOLE | 16,870 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 464337AJ3 | 23,171 | 23,600,000 | PRN | SOLE | 23,600 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 46333XAD0 | 25,382 | 19,109,000 | PRN | SOLE | 19,109 | 0 | 0 | ||
ISHARES CHINA LARGE CAP ETF | COMMON STOCK | 464287184 | 143,756 | 3,345,500 | SH | Put | SOLE | 3,089,500 | 0 | 256,000 | |
ISHARES CORE MSCI EAFE ETF | COMMON STOCK | 46432F842 | 2,477 | 39,088 | SH | SOLE | 13,023 | 0 | 26,065 | ||
ISHARES CORE MSCI EMERGING | COMMON STOCK | 46434G103 | 1,328 | 25,293 | SH | SOLE | 7,388 | 0 | 17,905 | ||
ISHARES CORE S&P 500 ETF | COMMON STOCK | 464287200 | 8,721 | 31,941 | SH | SOLE | 3,925 | 0 | 28,016 | ||
ISHARES CORE S&P MIDCAP ETF | COMMON STOCK | 464287507 | 2,731 | 14,022 | SH | SOLE | 4,814 | 0 | 9,208 | ||
ISHARES CORE S&P U.S. GROWTH | COMMON STOCK | 464287671 | 344 | 6,022 | SH | SOLE | 0 | 0 | 6,022 | ||
ISHARES IBOXX USD HIGH YIELD | COMMON STOCK | 464288513 | 11,078 | 130,210 | SH | SOLE | 129,675 | 0 | 535 | ||
ISHARES MICRO-CAP ETF | COMMON STOCK | 464288869 | 253 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | COMMON STOCK | 464287465 | 28,241 | 421,690 | SH | SOLE | 421,690 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | COMMON STOCK | 464287905 | 106,951 | 1,597,000 | SH | Call | SOLE | 1,597,000 | 0 | 0 | |
ISHARES MSCI EAFE ETF | COMMON STOCK | 464287955 | 131,529 | 1,964,000 | SH | Put | SOLE | 1,964,000 | 0 | 0 | |
ISHARES MSCI EMERGING MARKET | COMMON STOCK | 464287234 | 10,060 | 232,175 | SH | SOLE | 232,175 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKET | COMMON STOCK | 464287904 | 32,909 | 759,500 | SH | Call | SOLE | 759,500 | 0 | 0 | |
ISHARES MSCI EMERGING MARKET | COMMON STOCK | 464287954 | 220,268 | 5,083,500 | SH | Put | SOLE | 4,700,500 | 0 | 383,000 | |
ISHARES NASDAQ BIOTECHNOLOGY | COMMON STOCK | 464287556 | 18,346 | 167,055 | SH | SOLE | 167,055 | 0 | 0 | ||
ISHARES RUSSELL 2000 ETF | COMMON STOCK | 464287655 | 19,118 | 116,735 | SH | SOLE | 116,735 | 0 | 0 | ||
ISHARES RUSSELL 2000 GROWTH | COMMON STOCK | 464287648 | 607 | 2,970 | SH | SOLE | 2,970 | 0 | 0 | ||
ISHARES RUSSELL 2000 VALUE E | COMMON STOCK | 464287630 | 33,395 | 253,145 | SH | SOLE | 253,145 | 0 | 0 | ||
ISHARES S&P 500 GROWTH ETF | COMMON STOCK | 464287309 | 2,284 | 14,047 | SH | SOLE | 5,553 | 0 | 8,494 | ||
ITAU UNIBANCO H-SPON PRF ADR | COMMON STOCK | 465562106 | 4,438 | 427,600 | SH | SOLE | 315,857 | 0 | 111,743 | ||
J2 GLOBAL INC | CONVERTIBLE SECURITY | 48123VAC6 | 31,195 | 23,000,000 | PRN | SOLE | 23,000 | 0 | 0 | ||
JAZZ PHARMACEUTICLS $200K MIN | CONVERTIBLE SECURITY | 472145AB7 | 19,339 | 17,745,000 | PRN | SOLE | 17,745 | 0 | 0 | ||
JNJ (ALZA CP) ZERO 7/20 | CONVERTIBLE SECURITY | 02261WAB5 | 756 | 447,000 | PRN | SOLE | 447 | 0 | 0 | ||
JOHNSON & JOHNSON | COMMON STOCK | 478160104 | 195,993 | 1,615,237 | SH | SOLE | 1,610,355 | 0 | 4,882 | ||
JOHNSON CONTROLS INTERNATION | COMMON STOCK | G51502105 | 4,216 | 126,027 | SH | SOLE | 126,027 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK | 48020Q107 | 269 | 1,620 | SH | SOLE | 1,620 | 0 | 0 | ||
JP MORGAN CHASE & CO | COMMON STOCK | 46625H900 | 11,462 | 110,000 | SH | Call | SOLE | 110,000 | 0 | 0 | |
JPMORGAN CHASE & CO | COMMON STOCK | 46625H100 | 213,375 | 2,047,743 | SH | SOLE | 2,045,131 | 0 | 2,612 | ||
JUNIPER NETWORKS INC | COMMON STOCK | 48203R104 | 3,040 | 110,886 | SH | SOLE | 110,886 | 0 | 0 | ||
KAMAN CORP | CONVERTIBLE SECURITY | 483548AF0 | 17,413 | 14,400,000 | PRN | SOLE | 14,400 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK | 487836108 | 3,214 | 45,998 | SH | SOLE | 45,998 | 0 | 0 | ||
KEYCORP | COMMON STOCK | 493267108 | 10,582 | 541,545 | SH | SOLE | 541,545 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COMMON STOCK | 494368103 | 4,613 | 43,787 | SH | SOLE | 43,280 | 0 | 507 | ||
KINDER MORGAN INC | COMMON STOCK | 49456B101 | 4,837 | 273,755 | SH | SOLE | 273,755 | 0 | 0 | ||
KNOWLES CORPORATION | CONVERTIBLE SECURITY | 49926DAB5 | 16,983 | 15,121,000 | PRN | SOLE | 15,121 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COMMON STOCK | 500754106 | 4,921 | 78,338 | SH | SOLE | 78,338 | 0 | 0 | ||
KROGER CO | COMMON STOCK | 501044101 | 12,502 | 439,441 | SH | SOLE | 439,441 | 0 | 0 | ||
LABORATORY CORP LYONS | CONVERTIBLE SECURITY | 50540RAG7 | 1,419 | 587,000 | PRN | SOLE | 587 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK | 50540R409 | 72,034 | 401,239 | SH | SOLE | 398,902 | 0 | 2,337 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807108 | 35,733 | 206,729 | SH | SOLE | 206,680 | 0 | 49 | ||
LAM RESEARCH CORP | COMMON STOCK | 512807908 | 5,566 | 32,200 | SH | Call | SOLE | 32,200 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE SECURITY | 52603BAA5 | 24,947 | 20,676,000 | PRN | SOLE | 20,676 | 0 | 0 | ||
LENNAR CORP-A | COMMON STOCK | 526057104 | 3,820 | 72,755 | SH | SOLE | 72,755 | 0 | 0 | ||
LIBERTY MEDIA (FON) | CONVERTIBLE SECURITY | 530715AG6 | 6,026 | 8,534,927 | PRN | SOLE | 8,516 | 0 | 18 | ||
LIBERTY MEDIA CORPORATION | CONVERTIBLE SECURITY | 531229AF9 | 20,266 | 17,250,000 | PRN | SOLE | 17,250 | 0 | 0 | ||
LIBERTY MEDIA CORPORATION | CONVERTIBLE SECURITY | 531229AE2 | 25,151 | 48,117,000 | PRN | SOLE | 48,117 | 0 | 0 | ||
LIBERTY MEDIA CORPORATION | CONVERTIBLE SECURITY | 531229AB8 | 65,727 | 52,742,000 | PRN | SOLE | 52,742 | 0 | 0 | ||
LIBERTY MEDIA(FON) | CONVERTIBLE SECURITY | 530715AL5 | 4,783 | 6,890,000 | PRN | SOLE | 6,890 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 53220KAD0 | 48,149 | 17,500,000 | PRN | SOLE | 17,500 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK | G5509L101 | 2,945 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC | CONVERTIBLE SECURITY | 538034AJ8 | 382 | 267,000 | PRN | SOLE | 267 | 0 | 0 | ||
LKQ CORP | COMMON STOCK | 501889208 | 3,463 | 108,543 | SH | SOLE | 108,543 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK | 539830109 | 32,144 | 108,804 | SH | SOLE | 108,780 | 0 | 24 | ||
LOWE'S COS INC | COMMON STOCK | 548661107 | 33,568 | 351,239 | SH | SOLE | 351,239 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 50212V100 | 206 | 3,150 | SH | SOLE | 3,150 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COMMON STOCK | 550021109 | 7,050 | 56,470 | SH | SOLE | 56,470 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONVERTIBLE SECURITY | 55024UAB5 | 53,780 | 45,302,000 | PRN | SOLE | 45,302 | 0 | 0 | ||
LYONDELLBASELL INDU | COMMON STOCK | N53745100 | 3,397 | 30,924 | SH | SOLE | 30,924 | 0 | 0 | ||
MACERICH CO/THE | COMMON STOCK | 554382101 | 4,325 | 76,097 | SH | SOLE | 76,097 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE CO | CONVERTIBLE SECURITY | 55608BAA3 | 895 | 899,000 | PRN | SOLE | 899 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE | CONVERTIBLE SECURITY | 55608BAB1 | 859 | 966,000 | PRN | SOLE | 966 | 0 | 0 | ||
MAGELLAN MIDSTREAM PARTNERS | COMMON STOCK | 559080106 | 8,774 | 127,005 | SH | SOLE | 127,005 | 0 | 0 | ||
MANULIFE FINANCIAL CORP | COMMON STOCK | 56501R106 | 1,779 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 18,678 | 266,221 | SH | SOLE | 266,221 | 0 | 0 | ||
MARSH & MCLENNAN COS | COMMON STOCK | 571748102 | 67,071 | 818,236 | SH | SOLE | 815,167 | 0 | 3,069 | ||
MASCO CORP | COMMON STOCK | 574599106 | 16,839 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
MASTERCARD INC | COMMON STOCK | 57636Q904 | 9,944 | 50,600 | SH | Call | SOLE | 50,600 | 0 | 0 | |
MASTERCARD INC | COMMON STOCK | 57636Q954 | 36,848 | 187,500 | SH | Put | SOLE | 187,500 | 0 | 0 | |
MASTERCARD INC - A | COMMON STOCK | 57636Q104 | 84,009 | 427,485 | SH | SOLE | 426,486 | 0 | 999 | ||
MCDONALD'S CORP | COMMON STOCK | 580135101 | 94,295 | 601,795 | SH | SOLE | 600,017 | 0 | 1,778 | ||
MCKESSON CORP | COMMON STOCK | 58155Q103 | 3,815 | 28,597 | SH | SOLE | 28,597 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AE5 | 9,135 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
MEDICINES CO | CONVERTIBLE SECURITY | 584688AG0 | 15,321 | 15,250,000 | PRN | SOLE | 15,250 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | CONVERTIBLE SECURITY | 58471AAB1 | 15,417 | 11,100,000 | PRN | SOLE | 11,100 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK | G5960L103 | 32,703 | 382,002 | SH | SOLE | 382,002 | 0 | 0 | ||
MERCADOLIBRE INC | CONVERTIBLE SECURITY | 58733RAB8 | 24,254 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
MERCK & CO. INC. | COMMON STOCK | 58933Y105 | 52,620 | 866,893 | SH | SOLE | 866,893 | 0 | 0 | ||
METLIFE INC | COMMON STOCK | 59156R108 | 14,363 | 329,431 | SH | SOLE | 329,298 | 0 | 133 | ||
MGM RESORTS INTERNATIONAL | COMMON STOCK | 552953101 | 44,315 | 1,526,528 | SH | SOLE | 1,517,383 | 0 | 9,145 | ||
MICROCHIP TECH (EMBED WARRANT) | CONVERTIBLE SECURITY | 595017AF1 | 121,313 | 103,211,000 | PRN | SOLE | 103,211 | 0 | 0 | ||
MICROCHIP TECH (EMBED WARRANT) | CONVERTIBLE SECURITY | 595017AH7 | 8,867 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK | 595017104 | 18,712 | 205,738 | SH | SOLE | 204,508 | 0 | 1,230 | ||
MICROCHP TECH HYPER WARRANTS | CONVERTIBLE SECURITY | 595017AD6 | 35,214 | 20,000,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
MICRON TECH | CONVERTIBLE SECURITY | 595112AY9 | 31,509 | 17,442,000 | PRN | SOLE | 17,442 | 0 | 0 | ||
MICRON TECHNOLOGY | CONVERTIBLE SECURITY | 595112AV5 | 4,550 | 950,000 | PRN | SOLE | 950 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK | 595112103 | 28,022 | 534,361 | SH | SOLE | 534,361 | 0 | 0 | ||
MICRON TECHNOLOGY INC | CONVERTIBLE SECURITY | 595112AX1 | 131,335 | 25,000,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK | 594918104 | 319,979 | 3,244,897 | SH | SOLE | 3,234,061 | 0 | 10,836 | ||
MICROSOFT CORP | COMMON STOCK | 594918904 | 24,110 | 244,500 | SH | Call | SOLE | 244,500 | 0 | 0 | |
MOHAWK INDUSTRIES INC | COMMON STOCK | 608190104 | 63,013 | 294,082 | SH | SOLE | 292,318 | 0 | 1,764 | ||
MOLINA HEALTHCARE INC | COMMON STOCK | 60855R100 | 33,911 | 346,241 | SH | SOLE | 346,241 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAD2 | 6,126 | 3,625,000 | PRN | SOLE | 3,625 | 0 | 0 | ||
MOLINA HEALTHCARE INC | CONVERTIBLE SECURITY | 60855RAC4 | 16,603 | 6,855,000 | PRN | SOLE | 6,855 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC-A | COMMON STOCK | 609207105 | 34,031 | 830,035 | SH | SOLE | 830,035 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 16,829 | 293,707 | SH | SOLE | 289,785 | 0 | 3,922 | ||
MORGAN STANLEY | COMMON STOCK | 617446448 | 60,249 | 1,271,071 | SH | SOLE | 1,271,071 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK | 617446908 | 11,139 | 235,000 | SH | Call | SOLE | 235,000 | 0 | 0 | |
MOSAIC CO/THE | COMMON STOCK | 61945C103 | 2,637 | 94,004 | SH | SOLE | 94,004 | 0 | 0 | ||
NABORS INDUSTRIES LTD | COMMON STOCK | G6359F903 | 801 | 125,000 | SH | Call | SOLE | 125,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | CONVERTIBLE SECURITY | 62957HAB1 | 28,829 | 36,523,000 | PRN | SOLE | 36,523 | 0 | 0 | ||
NAVISTAR INTERNATIONAL CORP | COMMON STOCK | 63934E908 | 5,090 | 125,000 | SH | Call | SOLE | 125,000 | 0 | 0 | |
NAVISTAR INTL | CONVERTIBLE SECURITY | 63934EAS7 | 7,742 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK | 64110L106 | 59,357 | 151,641 | SH | SOLE | 151,641 | 0 | 0 | ||
NEUROCRINE BIOS | CONVERTIBLE SECURITY | 64125CAD1 | 26,259 | 18,100,000 | PRN | SOLE | 18,100 | 0 | 0 | ||
NEVRO CORPORATION | CONVERTIBLE SECURITY | 64157FAA1 | 16,253 | 14,971,000 | PRN | SOLE | 14,971 | 0 | 0 | ||
NEW ORIENTAL EDUCATIO-SP ADR | COMMON STOCK | 647581107 | 11,422 | 120,660 | SH | SOLE | 104,860 | 0 | 15,800 | ||
NEW YORK CMTY TRUST V | CONVERTIBLE PREFERRED SECURITY | 64944P307 | 823 | 16,420 | SH | SOLE | 16,420 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK | 651229106 | 452 | 17,525 | SH | SOLE | 17,525 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK | 651639106 | 5,241 | 138,969 | SH | SOLE | 138,969 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK | 65339F101 | 15,656 | 93,730 | SH | SOLE | 93,658 | 0 | 72 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F846 | 56,200 | 756,135 | SH | SOLE | 756,135 | 0 | 0 | ||
NEXTERA ENERGY INC | CONVERTIBLE PREFERRED SECURITY | 65339F820 | 76,607 | 1,341,628 | SH | SOLE | 1,338,178 | 0 | 3,450 | ||
NICE LTD | CONVERTIBLE SECURITY | 65366HAB9 | 8,252 | 6,228,000 | PRN | SOLE | 6,228 | 0 | 0 | ||
NIKE INC | COMMON STOCK | 654106103 | 33,100 | 415,415 | SH | SOLE | 415,415 | 0 | 0 | ||
NISOURCE INC | COMMON STOCK | 65473P105 | 5,980 | 227,557 | SH | SOLE | 227,557 | 0 | 0 | ||
NOBLE CORP PLC | COMMON STOCK | G65431101 | 152 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK | 655044105 | 2,559 | 72,523 | SH | SOLE | 72,523 | 0 | 0 | ||
NOKIA CORP-SPON ADR | COMMON STOCK | 654902204 | 8,740 | 1,520,000 | SH | SOLE | 1,520,000 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK | 655844108 | 3,420 | 22,669 | SH | SOLE | 22,669 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK | 665859104 | 17,400 | 169,110 | SH | SOLE | 169,110 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK | 666807102 | 38,211 | 124,183 | SH | SOLE | 124,183 | 0 | 0 | ||
NOVELLUS SYSTEMS INC | CONVERTIBLE SECURITY | 670008AD3 | 19,674 | 3,785,000 | PRN | SOLE | 3,785 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAK6 | 8,960 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | CONVERTIBLE SECURITY | 67020YAG5 | 92 | 95,000 | PRN | SOLE | 95 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK | 670346105 | 9,614 | 153,825 | SH | SOLE | 153,825 | 0 | 0 | ||
NUVASIVE INC | CONVERTIBLE SECURITY | 670704AG0 | 39,875 | 36,707,000 | PRN | SOLE | 36,707 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK | 67066G104 | 50,206 | 211,927 | SH | SOLE | 211,927 | 0 | 0 | ||
NXP SEMICONDUCT NV | CONVERTIBLE SECURITY | 62952QAB6 | 36,583 | 30,390,000 | PRN | SOLE | 30,390 | 0 | 0 | ||
OASIS PETROLEUM INC | CONVERTIBLE SECURITY | 674215AJ7 | 6,487 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK | 674599105 | 8,832 | 105,540 | SH | SOLE | 105,540 | 0 | 0 | ||
OCEAN RIG UDW INC-A | COMMON STOCK | G66964118 | 3,852 | 130,654 | SH | SOLE | 130,654 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AK1 | 53,917 | 41,012,000 | PRN | SOLE | 41,012 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONVERTIBLE SECURITY | 682189AP0 | 54,218 | 42,781,000 | PRN | SOLE | 42,781 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK | 68389X105 | 28,164 | 639,230 | SH | SOLE | 639,019 | 0 | 211 | ||
O'REILLY AUTOMOTIVE INC | COMMON STOCK | 67103H107 | 7,511 | 27,456 | SH | SOLE | 27,456 | 0 | 0 | ||
OSI SYSTEMS INC | CONVERTIBLE SECURITY | 671044AD7 | 27,716 | 28,531,000 | PRN | SOLE | 28,531 | 0 | 0 | ||
P G & E CORP | COMMON STOCK | 69331C108 | 3,186 | 74,850 | SH | SOLE | 74,850 | 0 | 0 | ||
PACCAR INC | COMMON STOCK | 693718108 | 22,299 | 359,895 | SH | SOLE | 359,895 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | CONVERTIBLE SECURITY | 695127AD2 | 25,768 | 27,643,000 | PRN | SOLE | 27,643 | 0 | 0 | ||
PALO ALTO NETWORKS | CONVERTIBLE SECURITY | 697435AB1 | 44,152 | 23,684,000 | PRN | SOLE | 23,684 | 0 | 0 | ||
PANDORA MEDIA INC | CONVERTIBLE SECURITY | 698354AB3 | 7,184 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COMMON STOCK | 70432V102 | 9,651 | 97,649 | SH | SOLE | 96,390 | 0 | 1,259 | ||
PAYPAL HOLDINGS INC | COMMON STOCK | 70450Y103 | 11,618 | 139,523 | SH | SOLE | 139,523 | 0 | 0 | ||
PDC ENERGY INC | CONVERTIBLE SECURITY | 69327RAD3 | 16,572 | 15,843,000 | PRN | SOLE | 15,843 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK | G7S00T104 | 3,995 | 94,933 | SH | SOLE | 94,933 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK | 713448108 | 55,313 | 508,069 | SH | SOLE | 507,990 | 0 | 79 | ||
PETROBRAS BRASILEIRO SA | COMMON STOCK | 71654V901 | 1,856 | 185,000 | SH | Call | SOLE | 185,000 | 0 | 0 | |
PFIZER INC | COMMON STOCK | 717081103 | 76,773 | 2,116,123 | SH | SOLE | 2,115,994 | 0 | 129 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 95,606 | 1,184,123 | SH | SOLE | 1,180,475 | 0 | 3,648 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 5,062 | 45,071 | SH | SOLE | 45,071 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787107 | 25,941 | 137,081 | SH | SOLE | 136,381 | 0 | 700 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | 723787907 | 10,976 | 58,000 | SH | Call | SOLE | 58,000 | 0 | 0 | |
PNC FINANCIAL SERVICES GROUP | COMMON STOCK | 693475105 | 27,667 | 204,786 | SH | SOLE | 204,734 | 0 | 52 | ||
POWERSHARES QQQ NASDAQ 100 | COMMON STOCK | 73935A954 | 36,321 | 211,600 | SH | Put | SOLE | 211,600 | 0 | 0 | |
PPG INDUSTRIES INC | COMMON STOCK | 693506107 | 4,450 | 42,896 | SH | SOLE | 42,896 | 0 | 0 | ||
PRA GROUP INC | CONVERTIBLE SECURITY | 69354NAB2 | 5,337 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK | 74005P104 | 4,662 | 29,477 | SH | SOLE | 29,477 | 0 | 0 | ||
PRETIUM RESOURCES INC | CONVERTIBLE SECURITY | 74139CAB8 | 2,620 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
PROCTER & GAMBLE CO/THE | COMMON STOCK | 742718109 | 64,636 | 828,026 | SH | SOLE | 827,937 | 0 | 89 | ||
PROGRESSIVE CORP | COMMON STOCK | 743315103 | 299 | 5,050 | SH | SOLE | 5,050 | 0 | 0 | ||
PROLOGIS INC | COMMON STOCK | 74340W103 | 4,504 | 68,570 | SH | SOLE | 68,570 | 0 | 0 | ||
PROOFPOINT | CONVERTIBLE SECURITY | 743424AD5 | 14,731 | 9,997,000 | PRN | SOLE | 9,997 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAM4 | 280 | 275,000 | PRN | SOLE | 275 | 0 | 0 | ||
PROSPECT CAPITAL CORP | CONVERTIBLE SECURITY | 74348TAQ5 | 2,003 | 2,000,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK | 744320102 | 19,551 | 209,082 | SH | SOLE | 209,082 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 4,549 | 84,028 | SH | SOLE | 84,028 | 0 | 0 | ||
PUBLIC STORAGE | COMMON STOCK | 74460D109 | 4,204 | 18,532 | SH | SOLE | 18,532 | 0 | 0 | ||
PVH CORP | COMMON STOCK | 693656100 | 15,408 | 102,915 | SH | SOLE | 102,915 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK | 747525103 | 6,889 | 122,750 | SH | SOLE | 122,750 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK | 74762E102 | 4,700 | 140,730 | SH | SOLE | 140,730 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK | 74834L100 | 4,822 | 43,861 | SH | SOLE | 43,861 | 0 | 0 | ||
QUIDEL CORP | CONVERTIBLE SECURITY | 74838JAA9 | 10,697 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK | 750236101 | 27,618 | 1,702,720 | SH | SOLE | 1,689,124 | 0 | 13,596 | ||
RADIUS HEALTH | CONVERTIBLE SECURITY | 750469AA6 | 4,665 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
RAMBUS INC | CONVERTIBLE SECURITY | 750917AE6 | 10,912 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK | 755111507 | 44,652 | 231,141 | SH | SOLE | 229,388 | 0 | 1,753 | ||
REALPAGE INC | COMMON STOCK | 75606N109 | 11,998 | 217,752 | SH | SOLE | 215,248 | 0 | 2,504 | ||
REALPAGE INC | CONVERTIBLE SECURITY | 75606NAB5 | 47,568 | 33,488,000 | PRN | SOLE | 33,428 | 0 | 60 | ||
REALTY INCOME CORP | COMMON STOCK | 756109104 | 4,688 | 87,155 | SH | SOLE | 87,155 | 0 | 0 | ||
RED HAT INC | COMMON STOCK | 756577102 | 6,174 | 45,950 | SH | SOLE | 45,950 | 0 | 0 | ||
RED HAT INC | COMMON STOCK | 756577902 | 29,494 | 219,500 | SH | Call | SOLE | 219,500 | 0 | 0 | |
RED HAT INC | CONVERTIBLE SECURITY | 756577AD4 | 23,650 | 12,981,000 | PRN | SOLE | 12,981 | 0 | 0 | ||
REDWOOD TRUST INC | CONVERTIBLE SECURITY | 758075AC9 | 4,866 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONVERTIBLE SECURITY | 758075AD7 | 4,938 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COMMON STOCK | 75886F107 | 5,053 | 14,648 | SH | SOLE | 14,648 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK | 7591EP100 | 5,639 | 317,145 | SH | SOLE | 317,145 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | CONVERTIBLE SECURITY | 75972AAC7 | 7,158 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
ROCKWELL COLLINS INC | COMMON STOCK | 774341101 | 7,116 | 52,835 | SH | SOLE | 52,835 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK | 778296103 | 2,580 | 30,448 | SH | SOLE | 30,448 | 0 | 0 | ||
ROVI CORP | CONVERTIBLE SECURITY | 779376AD4 | 8,234 | 8,635,000 | PRN | SOLE | 8,635 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK | V7780T103 | 12,340 | 119,116 | SH | SOLE | 119,116 | 0 | 0 | ||
ROYAL GOLD | CONVERTIBLE SECURITY | 780287AA6 | 48,647 | 45,785,000 | PRN | SOLE | 45,545 | 0 | 240 | ||
RPM INTL INC | CONVERTIBLE SECURITY | 749685AT0 | 1,097 | 900,000 | PRN | SOLE | 900 | 0 | 0 | ||
RTI INTL METALS | CONVERTIBLE SECURITY | 74973WAB3 | 24,375 | 24,265,000 | PRN | SOLE | 24,265 | 0 | 0 | ||
S&P GLOBAL INC | COMMON STOCK | 78409V104 | 30,409 | 149,145 | SH | SOLE | 147,945 | 0 | 1,200 | ||
SALESFORCE.COM INC | COMMON STOCK | 79466L302 | 39,642 | 290,634 | SH | SOLE | 289,113 | 0 | 1,521 | ||
SCHLUMBERGER LTD | COMMON STOCK | 806857108 | 78,252 | 1,167,417 | SH | SOLE | 1,137,863 | 0 | 29,554 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK | 808513105 | 6,346 | 124,182 | SH | SOLE | 124,182 | 0 | 0 | ||
SCHWAB US LARGE-CAP ETF | COMMON STOCK | 808524201 | 837 | 12,883 | SH | SOLE | 0 | 0 | 12,883 | ||
SCHWAB US MID CAP ETF | COMMON STOCK | 808524508 | 437 | 7,969 | SH | SOLE | 0 | 0 | 7,969 | ||
SCHWAB US SMALL-CAP ETF | COMMON STOCK | 808524607 | 294 | 3,990 | SH | SOLE | 0 | 0 | 3,990 | ||
SEACOR HOLDINGS INC | CONVERTIBLE SECURITY | 811904AN1 | 4,059 | 4,000,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
SEMPRA ENERGY | CONVERTIBLE PREFERRED SECURITY | 816851406 | 40,175 | 389,257 | SH | SOLE | 389,257 | 0 | 0 | ||
SERVICENOW INC | CONVERTIBLE SECURITY | 81762PAB8 | 71,089 | 30,363,000 | PRN | SOLE | 30,363 | 0 | 0 | ||
SHERWIN-WILLIAMS CO/THE | COMMON STOCK | 824348106 | 17,468 | 42,860 | SH | SOLE | 42,286 | 0 | 574 | ||
SILICON LABORATORIES INC | CONVERTIBLE SECURITY | 826919AB8 | 65,955 | 54,098,000 | PRN | SOLE | 54,018 | 0 | 80 | ||
SIMON PROPERTY GROUP INC | COMMON STOCK | 828806109 | 9,378 | 55,103 | SH | SOLE | 55,103 | 0 | 0 | ||
SINA CORP | CONVERTIBLE SECURITY | 82922RAD5 | 10,144 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SLM CORP | COMMON STOCK | 78442P106 | 39,040 | 3,409,639 | SH | SOLE | 3,384,651 | 0 | 24,988 | ||
SM ENERGY CO | CONVERTIBLE SECURITY | 78454LAM2 | 18,780 | 18,154,000 | PRN | SOLE | 18,154 | 0 | 0 | ||
SOLARCITY | CONVERTIBLE SECURITY | 83416TAC4 | 2,797 | 3,000,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
SONY CORP | COMMON STOCK | 835699907 | 6,613 | 129,000 | SH | Call | SOLE | 129,000 | 0 | 0 | |
SOUTH JERSEY INDUSTRIES | CONVERTIBLE PREFERRED SECURITY | 838518116 | 5,732 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK | 844741108 | 4,928 | 96,854 | SH | SOLE | 96,854 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COMMON STOCK | 845467109 | 5,573 | 1,051,465 | SH | SOLE | 1,051,465 | 0 | 0 | ||
SPDR BBG BARC HIGH YIELD BND | COMMON STOCK | 78464A417 | 13,792 | 388,725 | SH | SOLE | 387,445 | 0 | 1,280 | ||
SPDR S&P 500 ETF | COMMON STOCK | 78462F903 | 51,415 | 1,300,000 | SH | Call | SOLE | 1,300,000 | 0 | 0 | |
SPDR S&P 500 ETF | COMMON STOCK | 78462F953 | 678,743 | 2,502,000 | SH | Put | SOLE | 2,502,000 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | COMMON STOCK | 78462F103 | 125,051 | 460,968 | SH | SOLE | 460,968 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COMMON STOCK | 84756N109 | 7,556 | 213,320 | SH | SOLE | 213,320 | 0 | 0 | ||
SPIRIT REALTY CAPITAL INC | CONVERTIBLE SECURITY | 84860WAB8 | 1,198 | 1,191,000 | PRN | SOLE | 1,191 | 0 | 0 | ||
SQUARE INC | CONVERTIBLE SECURITY | 852234AB9 | 67,502 | 25,000,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK | 854502101 | 6,916 | 52,078 | SH | SOLE | 52,078 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | CONVERTIBLE PREFERRED SECURITY | 854502887 | 30,312 | 289,291 | SH | SOLE | 289,291 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK | 854502901 | 24,570 | 185,000 | SH | Call | SOLE | 185,000 | 0 | 0 | |
STARBUCKS CORP | COMMON STOCK | 855244109 | 31,102 | 636,682 | SH | SOLE | 632,678 | 0 | 4,004 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAB1 | 16,984 | 15,511,000 | PRN | SOLE | 15,511 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE SECURITY | 85571BAH8 | 15,774 | 15,666,000 | PRN | SOLE | 15,666 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK | 857477103 | 5,204 | 55,900 | SH | SOLE | 55,900 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK | 863667101 | 21,076 | 124,813 | SH | SOLE | 124,813 | 0 | 0 | ||
SUNPOWER CORP | CONVERTIBLE SECURITY | 867652AL3 | 8,489 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK | 867914103 | 5,118 | 77,521 | SH | SOLE | 77,521 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK | 871503108 | 2,189 | 105,982 | SH | SOLE | 105,982 | 0 | 0 | ||
SYNAPTICS INC | CONVERTIBLE SECURITY | 87157DAD1 | 23,953 | 24,270,000 | PRN | SOLE | 24,270 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK | 87165B103 | 7,969 | 238,743 | SH | SOLE | 238,743 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK | 87161C501 | 213 | 4,030 | SH | SOLE | 4,030 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039900 | 16,452 | 450,000 | SH | Call | SOLE | 450,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR | COMMON STOCK | 874039100 | 6,497 | 177,700 | SH | SOLE | 177,700 | 0 | 0 | ||
TAL EDUCATION GROUP | CONVERTIBLE SECURITY | 874080AB0 | 44,153 | 5,250,000 | PRN | SOLE | 5,250 | 0 | 0 | ||
TAPESTRY INC | COMMON STOCK | 876030107 | 4,736 | 101,386 | SH | SOLE | 101,386 | 0 | 0 | ||
TARGA RESOURCES CORP | COMMON STOCK | 87612G101 | 3,593 | 72,605 | SH | SOLE | 72,605 | 0 | 0 | ||
TARGET CORP | COMMON STOCK | 87612E106 | 6,165 | 80,993 | SH | SOLE | 80,993 | 0 | 0 | ||
TCP CAPITAL CORP | CONVERTIBLE SECURITY | 87238QAD5 | 10,074 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK | H84989104 | 4,253 | 47,229 | SH | SOLE | 47,229 | 0 | 0 | ||
TELADOC INC | COMMON STOCK | 87918A105 | 1,121 | 19,310 | SH | SOLE | 19,310 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK | 879369106 | 4,397 | 16,395 | SH | SOLE | 16,395 | 0 | 0 | ||
TERADYNE INC | CONVERTIBLE SECURITY | 880770AG7 | 8,356 | 6,258,000 | PRN | SOLE | 6,258 | 0 | 0 | ||
TESLA INC | COMMON STOCK | 88160R101 | 400 | 1,166 | SH | SOLE | 848 | 0 | 318 | ||
TESLA INC | CONVERTIBLE SECURITY | 88160RAD3 | 50,315 | 41,320,000 | PRN | SOLE | 41,320 | 0 | 0 | ||
TESLA MOTORS INC | CONVERTIBLE SECURITY | 88160RAC5 | 176,861 | 156,096,000 | PRN | SOLE | 155,986 | 0 | 110 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK | 882508104 | 14,282 | 129,538 | SH | SOLE | 129,466 | 0 | 72 | ||
THE HOME DEPOT INC | COMMON STOCK | 437076902 | 24,680 | 126,500 | SH | Call | SOLE | 126,500 | 0 | 0 | |
THE PRICELINE GROUP INC | CONVERTIBLE SECURITY | 741503AS5 | 126,223 | 81,393,000 | PRN | SOLE | 81,393 | 0 | 0 | ||
THE PRICELINE GROUP INC | CONVERTIBLE SECURITY | 741503AX4 | 9,772 | 8,162,000 | PRN | SOLE | 8,009 | 0 | 153 | ||
THERAVANCE BIOPHARMA INC | CONVERTIBLE SECURITY | 88339KAA0 | 4,966 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK | 883556102 | 29,799 | 143,858 | SH | SOLE | 143,858 | 0 | 0 | ||
TIMKENSTEEL CORP | CONVERTIBLE SECURITY | 887399AA1 | 7,851 | 5,000,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK | 872540109 | 24,056 | 252,744 | SH | SOLE | 252,744 | 0 | 0 | ||
TOPBUILD CORP | COMMON STOCK | 89055F103 | 3,917 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK | 891906109 | 19,148 | 226,548 | SH | SOLE | 224,283 | 0 | 2,265 | ||
TRANSDIGM GROUP INC | COMMON STOCK | 893641100 | 4,391 | 12,721 | SH | SOLE | 12,721 | 0 | 0 | ||
TRANSUNION | COMMON STOCK | 89400J107 | 18,705 | 261,100 | SH | SOLE | 257,281 | 0 | 3,819 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 4,323 | 35,335 | SH | SOLE | 35,335 | 0 | 0 | ||
TTM TECHNOLOGIES INC | CONVERTIBLE SECURITY | 87305RAD1 | 18,794 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
TUTOR PERINI CORP | CONVERTIBLE SECURITY | 901109AD0 | 19,924 | 19,845,000 | PRN | SOLE | 19,845 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX-A | COMMON STOCK | 90130A101 | 12,358 | 248,696 | SH | SOLE | 248,696 | 0 | 0 | ||
TWITTER INC | COMMON STOCK | 90184L102 | 3,665 | 83,921 | SH | SOLE | 83,921 | 0 | 0 | ||
TWITTER INC | CONVERTIBLE SECURITY | 90184LAD4 | 12,912 | 13,336,000 | PRN | SOLE | 13,336 | 0 | 0 | ||
UBS GROUP AG-REG | COMMON STOCK | H42097107 | 26,661 | 1,738,000 | SH | SOLE | 1,738,000 | 0 | 0 | ||
UDR INC | COMMON STOCK | 902653104 | 3,129 | 83,345 | SH | SOLE | 83,345 | 0 | 0 | ||
ULTA BEAUTY INC | COMMON STOCK | 90384S303 | 26,128 | 111,916 | SH | SOLE | 111,013 | 0 | 903 | ||
UNION PACIFIC CORP | COMMON STOCK | 907818108 | 99,324 | 701,042 | SH | SOLE | 699,425 | 0 | 1,617 | ||
UNITED CONTINENTAL HOLDINGS | COMMON STOCK | 910047109 | 49,434 | 708,932 | SH | SOLE | 705,483 | 0 | 3,449 | ||
UNITED PARCEL SERVICE | COMMON STOCK | 911312106 | 5,850 | 55,071 | SH | SOLE | 55,071 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK | 913017109 | 9,969 | 79,733 | SH | SOLE | 79,733 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK | 91324P102 | 140,344 | 572,037 | SH | SOLE | 570,417 | 0 | 1,620 | ||
US FOODS HOLDING CORP | COMMON STOCK | 912008109 | 13,895 | 367,400 | SH | SOLE | 362,700 | 0 | 4,700 | ||
UTILITIES SELECT SECTOR SPDR | COMMON STOCK | 81369Y886 | 494 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
VALE SA-SP ADR | COMMON STOCK | 91912E105 | 4,231 | 330,056 | SH | SOLE | 271,150 | 0 | 58,906 | ||
VALERO ENERGY CORP | COMMON STOCK | 91913Y100 | 7,247 | 65,384 | SH | SOLE | 65,384 | 0 | 0 | ||
VANECK VECTORS ETF TRUST | COMMON STOCK | 92189F906 | 20,890 | 983,500 | SH | Call | SOLE | 694,000 | 0 | 289,500 | |
VANECK VECTORS VIETNAM ETF | COMMON STOCK | 92189F817 | 166 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK | 92220P105 | 5,139 | 45,193 | SH | SOLE | 45,193 | 0 | 0 | ||
VEECO INSTRUMENTS INC. | CONVERTIBLE SECURITY | 922417AD2 | 17,677 | 20,043,000 | PRN | SOLE | 20,043 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK | 92343V104 | 61,540 | 1,223,209 | SH | SOLE | 1,223,209 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK | 92532F100 | 5,800 | 34,128 | SH | SOLE | 34,128 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONVERTIBLE SECURITY | 46612JAF8 | 10,144 | 10,000,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONVERTIBLE SECURITY | 925550AB1 | 20,406 | 20,175,000 | PRN | SOLE | 20,175 | 0 | 0 | ||
VIPSHOP HOLDINGS LTD | COMMON STOCK | 92763W903 | 8,138 | 750,000 | SH | Call | SOLE | 750,000 | 0 | 0 | |
VIPSHOP HOLDINGS LTD | COMMON STOCK | 92763W953 | 1,085 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
VIPSHOP HOLDINGS LTD | CONVERTIBLE SECURITY | 92763WAA1 | 26,712 | 27,045,000 | PRN | SOLE | 26,880 | 0 | 165 | ||
VIRTUS INVESTMENT PARTNERS | CONVERTIBLE PREFERRED SECURITY | 92828Q208 | 15,337 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
VISA INC-CLASS A SHARES | COMMON STOCK | 92826C839 | 123,103 | 929,430 | SH | SOLE | 926,352 | 0 | 3,078 | ||
VISTRA ENERGY CORP | CONVERTIBLE PREFERRED SECURITY | 92840M300 | 26,029 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
VORNADO REALTY TRUST | COMMON STOCK | 929042109 | 1,979 | 26,766 | SH | SOLE | 26,766 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK | 931427108 | 15,584 | 259,661 | SH | SOLE | 259,661 | 0 | 0 | ||
WALMART INC | COMMON STOCK | 931142103 | 55,211 | 644,606 | SH | SOLE | 642,180 | 0 | 2,426 | ||
WALT DISNEY CO/THE | COMMON STOCK | 254687106 | 92,170 | 879,402 | SH | SOLE | 875,985 | 0 | 3,417 | ||
WASTE CONNECTIONS INC | COMMON STOCK | 94106B101 | 14,167 | 188,188 | SH | SOLE | 185,322 | 0 | 2,866 | ||
WAYFAIR | CONVERTIBLE SECURITY | 94419LAA9 | 9,661 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
WELLS FARGO & CO | COMMON STOCK | 949746101 | 57,036 | 1,028,783 | SH | SOLE | 1,028,783 | 0 | 0 | ||
WELLS FARGO & COMPANY | COMMON STOCK | 949746951 | 11,260 | 203,100 | SH | Put | SOLE | 203,100 | 0 | 0 | |
WELLS FARGO & COMPANY | CONVERTIBLE PREFERRED SECURITY | 949746804 | 66,768 | 53,013 | SH | SOLE | 53,013 | 0 | 0 | ||
WELLTOWER INC | COMMON STOCK | 95040Q104 | 11,031 | 175,969 | SH | SOLE | 175,969 | 0 | 0 | ||
WEYERHAEUSER CO | COMMON STOCK | 962166104 | 4,432 | 121,565 | SH | SOLE | 121,565 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK | 963320106 | 8,774 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
WHITING PETROLEUM CORP | COMMON STOCK | 966387409 | 240 | 4,550 | SH | SOLE | 4,550 | 0 | 0 | ||
WHITING PETROLEUM CORP | CONVERTIBLE SECURITY | 966387AL6 | 11,032 | 11,560,000 | PRN | SOLE | 11,560 | 0 | 0 | ||
WILLIAMS COS INC | COMMON STOCK | 969457100 | 3,915 | 144,395 | SH | SOLE | 144,395 | 0 | 0 | ||
WORKDAY INC - TRANCHE 1 | CONVERTIBLE SECURITY | 98138HAC5 | 56,500 | 37,843,000 | PRN | SOLE | 37,843 | 0 | 0 | ||
WORKDAY INC - TRANCHE 2 | CONVERTIBLE SECURITY | 98138HAD3 | 11,784 | 7,564,000 | PRN | SOLE | 7,564 | 0 | 0 | ||
WORKDAY INC-CLASS A | COMMON STOCK | 98138H101 | 25,890 | 213,753 | SH | SOLE | 211,978 | 0 | 1,775 | ||
WPX ENERGY | CONVERTIBLE PREFERRED SECURITY | 98212B202 | 29,441 | 385,612 | SH | SOLE | 385,612 | 0 | 0 | ||
WRIGHT MEDICAL GROUP NV | CONVERTIBLE SECURITY | 98236JAB4 | 10,000 | 7,500,000 | PRN | SOLE | 7,500 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK | 384802104 | 2,633 | 8,539 | SH | SOLE | 8,539 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK | 98389B100 | 6,897 | 150,982 | SH | SOLE | 150,982 | 0 | 0 | ||
XILINX INC | COMMON STOCK | 983919101 | 6,266 | 96,023 | SH | SOLE | 96,023 | 0 | 0 | ||
XYLEM INC | COMMON STOCK | 98419M100 | 5,283 | 78,411 | SH | SOLE | 78,411 | 0 | 0 | ||
YANDEX NV | COMMON STOCK | N97284908 | 4,811 | 134,000 | SH | Call | SOLE | 97,000 | 0 | 37,000 | |
YELP INC | COMMON STOCK | 985817105 | 784 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONVERTIBLE SECURITY | 98954MAB7 | 10,751 | 8,500,000 | PRN | SOLE | 8,500 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK | 98956P102 | 3,828 | 34,353 | SH | SOLE | 34,353 | 0 | 0 | ||
ZIONS BANCORPORATION | COMMON STOCK | 989701107 | 32,247 | 612,012 | SH | SOLE | 608,198 | 0 | 3,814 | ||
ZTO EXPRESS CAYMAN INC | COMMON STOCK | 98980A905 | 3,680 | 184,000 | SH | Call | SOLE | 131,000 | 0 | 53,000 |