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

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

FORM 13F INFORMATION TABLE

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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