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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 17,404 82,597 SH   SOLE   82,597 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 32,080 17,500,000 PRN   SOLE   17,500 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 28,723 391,539 SH   SOLE   391,539 0 0
ABBVIE INC COMMON STOCK 00287Y109 64,559 682,588 SH   SOLE   679,768 0 2,820
ACCENTURE PLC COMMON STOCK G1151C101 40,496 237,932 SH   SOLE   237,896 0 36
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 7,852 94,389 SH   SOLE   94,389 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 33,116 122,673 SH   SOLE   122,673 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK 00790R104 408 13,220 SH   SOLE   13,220 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 25,263 817,833 SH   SOLE   776,733 0 41,100
ADVANCED MICRO DEVICES CONVERTIBLE SECURITY 007903BD8 114,960 29,504,000 PRN   SOLE   29,504 0 0
ADVANCED MICRO DEVICES INC COMMON STOCK 00790X901 2,857 92,500 SH Call SOLE   92,500 0 0
ADVANCED MICRO DEVICES INC COMMON STOCK 00790X951 2,857 92,500 SH Put SOLE   92,500 0 0
AEROJET ROCKETDYNE HLDG CONVERTIBLE SECURITY 007800AB1 7,136 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 6,042 431,575 SH   SOLE   431,575 0 0
AETNA INC COMMON STOCK 00817Y108 14,840 73,159 SH   SOLE   73,159 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 15,124 110,618 SH   SOLE   110,618 0 0
AFLAC INC COMMON STOCK 001055102 4,620 98,156 SH   SOLE   98,156 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 50,438 715,029 SH   SOLE   710,963 0 4,066
AIR LEASE CORP COMMON STOCK 00912X302 32,981 718,853 SH   SOLE   713,221 0 5,632
AIR LEASE CORP CONVERTIBLE SECURITY 00912XAK0 2,112 1,341,000 PRN   SOLE   1,341 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 56,854 340,342 SH   SOLE   338,161 0 2,181
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 4,201 57,432 SH   SOLE   57,432 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T901 21,945 300,000 SH Call SOLE   300,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE SECURITY 00971TAG6 32,864 33,091,000 PRN   SOLE   33,091 0 0
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 5,947 47,275 SH   SOLE   47,275 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 99,570 716,279 SH   SOLE   711,811 0 4,468
ALIBABA GROUP HOLDING COMMON STOCK 01609W102 18,409 111,732 SH   SOLE   108,932 0 2,800
ALLEGHENY TECHNOLOGIES CONVERTIBLE SECURITY 01741RAG7 21,669 10,000,000 PRN   SOLE   10,000 0 0
ALLEGION PLC COMMON STOCK G0176J109 4,646 51,292 SH   SOLE   51,292 0 0
ALLERGAN PLC COMMON STOCK G0177J108 62,451 327,860 SH   SOLE   327,860 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 274 9,000 SH   SOLE   9,000 0 0
ALLSCRIPTS HEALTHCARE SO CONVERTIBLE SECURITY 01988PAD0 8,480 8,018,000 PRN   SOLE   8,018 0 0
ALLSTATE CORP COMMON STOCK 020002101 7,723 78,251 SH   SOLE   78,251 0 0
ALPHABET INC COMMON STOCK 02079K107 65,276 54,694 SH   SOLE   54,694 0 0
ALPHABET INC COMMON STOCK 02079K305 313,899 260,048 SH   SOLE   258,715 0 1,333
ALTABA INC CONVERTIBLE SECURITY 984332AF3 62,714 49,144,000 PRN   SOLE   49,144 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 20,933 347,096 SH   SOLE   347,096 0 0
ALZA CORP CONVERTIBLE SECURITY 02261WAB5 850 447,000 PRN   SOLE   447 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 10,499 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 337,479 168,487 SH   SOLE   167,713 0 774
AMAZON.COM INC COMMON STOCK 023135906 38,257 19,100 SH Call SOLE   19,100 0 0
AMBEV SA COMMON STOCK 02319V103 1,671 365,600 SH   SOLE   258,300 0 107,300
AMERICA MOVIL COMMON STOCK 02364W105 5,900 367,380 SH   SOLE   272,980 0 94,400
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 483 27,700 SH   SOLE   27,700 0 0
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 8,885 125,356 SH   SOLE   125,356 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 21,283 199,857 SH   SOLE   199,857 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 111,718 2,098,386 SH   SOLE   2,087,142 0 11,244
AMERICAN TOWER CORP COMMON STOCK 03027X100 38,550 265,316 SH   SOLE   265,316 0 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 395 5,040 SH   SOLE   5,040 0 0
AMGEN INC COMMON STOCK 031162100 21,265 102,586 SH   SOLE   102,586 0 0
AMPHENOL CORP COMMON STOCK 032095101 7,054 75,022 SH   SOLE   75,022 0 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 7,908 117,310 SH   SOLE   117,310 0 0
ANTHEM INC COMMON STOCK 036752103 67,303 245,587 SH   SOLE   245,177 0 410
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 2,060 545,000 PRN   SOLE   545 0 0
APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 6,045 136,979 SH   SOLE   136,979 0 0
APOLLO CMMRL REAL EST FI CONVERTIBLE SECURITY 03762UAB1 5,026 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833100 495,528 2,195,125 SH   SOLE   2,180,942 0 14,183
APPLIED MATERIALS INC COMMON STOCK 038222105 61,684 1,595,972 SH   SOLE   1,591,140 0 4,832
APTIV PLC COMMON STOCK G6095L109 23,373 278,577 SH   SOLE   277,477 0 1,100
ARCBEST CORP COMMON STOCK 03937C105 412 8,490 SH   SOLE   8,490 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 4,707 93,640 SH   SOLE   93,640 0 0
ARCONIC INC CONVERTIBLE SECURITY 74973WAB3 10,989 10,745,000 PRN   SOLE   10,745 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 12,512 12,480,000 PRN   SOLE   12,480 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAT0 36,379 35,944,000 PRN   SOLE   35,944 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 7,200 96,719 SH   SOLE   96,719 0 0
ASML HOLDING NV COMMON STOCK N07059950 5,359 28,500 SH Put SOLE   28,500 0 0
ASSURANT INC COMMON STOCK 04621X108 6,399 59,277 SH   SOLE   59,277 0 0
ASSURANT INC CONVERTIBLE PREFERRED SECURITY 04621X207 17,255 153,297 SH   SOLE   153,297 0 0
ASTRAZENECA PLC COMMON STOCK 046353108 3,534 89,300 SH   SOLE   62,400 0 26,900
AT&T INC COMMON STOCK 00206R102 64,680 1,926,145 SH   SOLE   1,925,928 0 217
ATHENE HOLDING LTD COMMON STOCK G0684D107 281 5,430 SH   SOLE   5,430 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BH8 18,248 15,809,000 PRN   SOLE   15,809 0 0
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE SECURITY 049164BJ4 64 53,000 PRN   SOLE   53 0 0
ATLASSIAN CORP PLC COMMON STOCK G06242104 4,917 51,140 SH   SOLE   51,140 0 0
AUTODESK INC COMMON STOCK 052769106 6,125 39,234 SH   SOLE   39,234 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 8,666 57,520 SH   SOLE   57,520 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,899 16,001 SH   SOLE   16,001 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 4,341 40,060 SH   SOLE   40,060 0 0
BAIDU INC COMMON STOCK 056752908 3,384 14,800 SH Call SOLE   10,300 0 4,500
BAIDU INC COMMON STOCK 056752108 3,006 13,145 SH   SOLE   9,400 0 3,745
BALL CORP COMMON STOCK 058498106 5,474 124,430 SH   SOLE   124,430 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 198,378 6,733,819 SH   SOLE   6,715,557 0 18,262
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 55,571 42,937 SH   SOLE   42,937 0 0
BANK OF AMERICA CORP COMMON STOCK 060505904 28,724 975,000 SH Call SOLE   975,000 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 7,450 146,115 SH   SOLE   145,976 0 139
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 104,513 1,355,732 SH   SOLE   1,345,681 0 10,051
BB&T CORP COMMON STOCK 054937107 5,918 121,923 SH   SOLE   121,923 0 0
BECTON DICKINSON AND CO COMMON STOCK 075887109 6,918 26,505 SH   SOLE   26,505 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 68,303 1,045,023 SH   SOLE   1,045,023 0 0
BERKSHIRE HATHAWAY INC COMMON STOCK 084670702 59,468 277,743 SH   SOLE   275,900 0 1,843
BIOGEN INC COMMON STOCK 09062X103 23,338 66,056 SH   SOLE   66,056 0 0
BIOGEN INC COMMON STOCK 09062X903 13,390 37,900 SH Call SOLE   37,900 0 0
BIOMARIN PHARMACEUTICAL CONVERTIBLE SECURITY 09061GAF8 55,748 46,415,000 PRN   SOLE   46,415 0 0
BLACKROCK INC COMMON STOCK 09247X101 7,025 14,905 SH   SOLE   14,905 0 0
BLACKROCK TCP CAP CORP CONVERTIBLE SECURITY 87238QAD5 9,977 10,000,000 PRN   SOLE   10,000 0 0
BLACKSTONE MORTGAGE TR CONVERTIBLE SECURITY 09257WAB6 1,504 1,500,000 PRN   SOLE   1,500 0 0
BOEING CO/THE COMMON STOCK 097023105 78,989 212,394 SH   SOLE   211,394 0 1,000
BOISE CASCADE CO COMMON STOCK 09739D100 330 8,970 SH   SOLE   8,970 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L108 41,077 20,704 SH   SOLE   20,552 0 152
BOOKING HOLDINGS INC COMMON STOCK 09857L908 13,293 6,700 SH Call SOLE   6,700 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L958 41,267 20,800 SH Put SOLE   20,800 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AS5 119,849 78,948,000 PRN   SOLE   78,948 0 0
BOOKING HOLDINGS INC CONVERTIBLE SECURITY 741503AX4 9,824 8,263,000 PRN   SOLE   8,110 0 153
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 449 9,045 SH   SOLE   9,045 0 0
BP PLC COMMON STOCK 055622104 24,613 533,900 SH   SOLE   533,900 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 21,645 348,659 SH   SOLE   348,659 0 0
BROADCOM INC COMMON STOCK 11135F101 28,772 116,615 SH   SOLE   116,569 0 46
CADENCE DESIGN SYS INC COMMON STOCK 127387108 295 6,500 SH   SOLE   6,500 0 0
CALAMP CORP CONVERTIBLE SECURITY 128126AB5 8,009 7,500,000 PRN   SOLE   7,500 0 0
CAL-MAINE FOODS INC COMMON STOCK 128030202 513 10,620 SH   SOLE   10,620 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 35,842 377,565 SH   SOLE   377,565 0 0
CARBONITE INC CONVERTIBLE SECURITY 141337AB1 10,602 7,000,000 PRN   SOLE   7,000 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,565 8,800,000 PRN   SOLE   8,800 0 0
CARGURUS INC COMMON STOCK 141788109 292 5,250 SH   SOLE   5,250 0 0
CARMAX INC COMMON STOCK 143130102 61,184 819,393 SH   SOLE   813,569 0 5,824
CARNIVAL CORP COMMON STOCK 143658300 16,945 265,720 SH   SOLE   265,720 0 0
CATERPILLAR INC COMMON STOCK 149123101 44,317 290,623 SH   SOLE   290,623 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 85,448 890,456 SH   SOLE   885,492 0 4,964
CDW CORP/DE COMMON STOCK 12514G108 483 5,430 SH   SOLE   5,430 0 0
CELANESE CORP COMMON STOCK 150870103 533 4,675 SH   SOLE   4,675 0 0
CELGENE CORP COMMON STOCK 151020104 35,871 400,834 SH   SOLE   400,834 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 9,702 9,557,000 PRN   SOLE   9,417 0 140
CENTURYLINK INC COMMON STOCK 156700106 4,029 190,043 SH   SOLE   190,043 0 0
CERNER CORP COMMON STOCK 156782104 4,499 69,853 SH   SOLE   69,853 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 220 4,032 SH   SOLE   4,032 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 9,090 27,893 SH   SOLE   27,893 0 0
CHENIERE ENERGY INC COMMON STOCK 16411R208 256 3,690 SH   SOLE   3,690 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167CY1 14,817 15,000,000 PRN   SOLE   15,000 0 0
CHEVRON CORP COMMON STOCK 166764100 107,065 875,569 SH   SOLE   874,300 0 1,269
CHUBB LTD COMMON STOCK H1467J104 28,543 213,581 SH   SOLE   213,581 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 5,474 92,205 SH   SOLE   92,205 0 0
CIA DE MINAS BUENAVENTUR COMMON STOCK 204448104 2,124 158,400 SH   SOLE   99,700 0 58,700
CIGNA CORP COMMON STOCK 125509109 8,045 38,632 SH   SOLE   38,632 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 75,620 1,554,366 SH   SOLE   1,554,366 0 0
CITIGROUP INC COMMON STOCK 172967424 86,896 1,211,263 SH   SOLE   1,211,178 0 85
CITRIX SYSTEMS INC COMMON STOCK 177376100 427 3,840 SH   SOLE   3,840 0 0
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 70,542 45,941,000 PRN   SOLE   45,941 0 0
CITY HOLDING CO COMMON STOCK 177835105 278 3,620 SH   SOLE   3,620 0 0
CME GROUP INC COMMON STOCK 12572Q105 5,276 30,998 SH   SOLE   30,998 0 0
CMS ENERGY CORP COMMON STOCK 125896100 6,979 142,420 SH   SOLE   142,420 0 0
CNOOC LTD COMMON STOCK 126132109 11,005 55,711 SH   SOLE   44,656 0 11,055
COCA-COLA CO/THE COMMON STOCK 191216100 80,171 1,735,686 SH   SOLE   1,731,661 0 4,025
COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 7,753 100,494 SH   SOLE   100,494 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 7,916 118,244 SH   SOLE   118,244 0 0
COLONY CAPITAL INC CONVERTIBLE SECURITY 19624RAB2 1,894 2,000,000 PRN   SOLE   2,000 0 0
COMCAST CORP COMMON STOCK 20030N101 72,256 2,040,553 SH   SOLE   2,031,115 0 9,438
COMMERCE BANCSHARES INC COMMON STOCK 200525103 430 6,510 SH   SOLE   6,510 0 0
CONCHO RESOURCES INC COMMON STOCK 20605P101 9,609 62,904 SH   SOLE   62,904 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 32,400 418,606 SH   SOLE   418,606 0 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 4,395 57,688 SH   SOLE   57,688 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 21,408 99,288 SH   SOLE   98,212 0 1,076
CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 404 10,770 SH   SOLE   10,770 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 41,669 177,405 SH   SOLE   177,359 0 46
COWEN INC CONVERTIBLE SECURITY 223622AB7 3,555 3,500,000 PRN   SOLE   3,500 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 462 1,055 SH   SOLE   1,055 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 10,505 94,363 SH   SOLE   94,363 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 88,699 81,675 SH   SOLE   81,545 0 130
CSG SYSTEMS INTERNATIONA CONVERTIBLE SECURITY 126349AF6 11,608 11,000,000 PRN   SOLE   11,000 0 0
CSX CORP COMMON STOCK 126408103 49,790 672,381 SH   SOLE   671,081 0 1,300
CSX CORP COMMON STOCK 126408903 12,033 162,500 SH Call SOLE   162,500 0 0
CTRIP.COM INTL LTD COMMON STOCK 126408953 11,151 300,000 SH Put SOLE   300,000 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAD2 9,996 10,000,000 PRN   SOLE   10,000 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 28,561 29,068,000 PRN   SOLE   29,068 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 50,824 48,833,000 PRN   SOLE   47,683 0 1,150
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 5,723 5,835,000 PRN   SOLE   5,835 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 806 47,174 SH   SOLE   47,174 0 0
CVS HEALTH CORP COMMON STOCK 126650100 12,538 159,279 SH   SOLE   159,279 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK M2682V108 5,759 72,130 SH   SOLE   72,130 0 0
CYPRESS SEMICONDUCTOR CO CONVERTIBLE SECURITY 232806AM1 18,923 15,000,000 PRN   SOLE   15,000 0 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 301 20,770 SH   SOLE   20,770 0 0
D R HORTON INC COMMON STOCK 23331A909 5,057 119,900 SH Call SOLE   119,900 0 0
DANAHER CORP COMMON STOCK 235851102 8,226 75,703 SH   SOLE   75,703 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 1,179 284,000 PRN   SOLE   284 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 4,561 41,019 SH   SOLE   41,019 0 0
DEERE & CO COMMON STOCK 244199105 11,964 79,586 SH   SOLE   79,586 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 134,521 2,326,137 SH   SOLE   2,314,211 0 11,926
DERMIRA INC CONVERTIBLE SECURITY 24983LAB0 6,235 7,500,000 PRN   SOLE   7,500 0 0
DEVON ENERGY CORP COMMON STOCK 25179M103 939 23,500 SH   SOLE   23,500 0 0
DEXCOM INC CONVERTIBLE SECURITY 252131AF4 19,848 12,953,000 PRN   SOLE   12,953 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 1,200 60,000 SH   SOLE   60,000 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 4,795 42,630 SH   SOLE   42,630 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 18,380 240,413 SH   SOLE   240,413 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 34,682 36,398,000 PRN   SOLE   36,398 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAD1 22,791 25,750,000 PRN   SOLE   25,750 0 0
DOLLAR GENERAL CORP COMMON STOCK 256677105 5,750 52,605 SH   SOLE   52,605 0 0
DOLLAR TREE INC COMMON STOCK 256746108 10,564 129,545 SH   SOLE   129,545 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 6,308 89,751 SH   SOLE   89,751 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 6,946 146,852 SH   SOLE   146,852 0 0
DOWDUPONT INC COMMON STOCK 26078J100 95,833 1,490,179 SH   SOLE   1,485,175 0 5,004
DR HORTON INC COMMON STOCK 23331A109 6,411 151,982 SH   SOLE   151,982 0 0
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 48,193 922,333 SH   SOLE   922,333 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 12,648 158,061 SH   SOLE   157,992 0 69
DXC TECHNOLOGY CO COMMON STOCK 23355L106 4,695 50,202 SH   SOLE   50,202 0 0
DYCOM INDUSTRIES INC CONVERTIBLE SECURITY 267475AB7 26,270 23,672,000 PRN   SOLE   23,672 0 0
E TRADE FINANCIAL CORP COMMON STOCK 269246401 86,285 1,646,981 SH   SOLE   1,638,422 0 8,559
EAST WEST BANCORP INC COMMON STOCK 27579R104 284 4,700 SH   SOLE   4,700 0 0
EATON CORP PLC COMMON STOCK G29183103 5,111 58,931 SH   SOLE   58,931 0 0
EBAY INC COMMON STOCK 278642103 4,727 143,157 SH   SOLE   143,157 0 0
ECHO GLOBAL LOGISTICS CONVERTIBLE SECURITY 27875TAA9 33,115 31,661,000 PRN   SOLE   31,446 0 215
EDISON INTERNATIONAL COMMON STOCK 281020107 4,505 66,558 SH   SOLE   66,558 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 24,263 139,362 SH   SOLE   139,362 0 0
ELECTRO SCIENTIFIC INDS INC COMMON STOCK 285229100 295 16,930 SH   SOLE   16,930 0 0
ELECTRONICS FOR IMAGING CONVERTIBLE SECURITY 286082AC6 10,449 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 27,410 255,424 SH   SOLE   255,424 0 0
ELLIE MAE INC COMMON STOCK 28849P100 24,858 262,295 SH   SOLE   259,438 0 2,857
EMERSON ELECTRIC CO COMMON STOCK 291011104 47,110 615,178 SH   SOLE   611,550 0 3,628
ENTEGRIS INC COMMON STOCK 29362U104 295 10,190 SH   SOLE   10,190 0 0
ENTERGY CORP COMMON STOCK 29364G103 6,998 86,259 SH   SOLE   86,259 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 7,430 258,630 SH   SOLE   258,630 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 37,438 34,040,000 PRN   SOLE   33,950 0 90
EOG RESOURCES INC COMMON STOCK 26875P101 38,549 302,183 SH   SOLE   302,183 0 0
EQUINIX INC COMMON STOCK 29444U700 4,464 10,312 SH   SOLE   10,312 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 202 3,050 SH   SOLE   3,050 0 0
ETSY INC COMMON STOCK 29786A106 309 6,020 SH   SOLE   6,020 0 0
EURONET WORLDWIDE INC COMMON STOCK 298736109 293 2,920 SH   SOLE   2,920 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 6,963 5,000,000 PRN   SOLE   5,000 0 0
EVERCORE INC COMMON STOCK 29977A105 421 4,190 SH   SOLE   4,190 0 0
EXACT SCIENCES CORP CONVERTIBLE SECURITY 30063PAA3 19,515 15,792,000 PRN   SOLE   15,792 0 0
EXELON CORP COMMON STOCK 30161N101 34,708 794,956 SH   SOLE   794,956 0 0
EXPEDIA GROUP INC COMMON STOCK 30212P303 12,131 92,975 SH   SOLE   92,975 0 0
EXPEDIA GROUP INC COMMON STOCK 30212P903 4,658 35,700 SH Call SOLE   35,700 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 7,437 78,280 SH   SOLE   78,280 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 117,956 1,387,392 SH   SOLE   1,385,029 0 2,363
FACEBOOK INC COMMON STOCK 30303M902 60,620 368,600 SH Call SOLE   368,600 0 0
FACEBOOK INC-A COMMON STOCK 30303M102 295,287 1,795,492 SH   SOLE   1,786,309 0 9,183
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 6,153 48,655 SH   SOLE   48,655 0 0
FEDEX CORP COMMON STOCK 31428X106 7,128 29,603 SH   SOLE   29,603 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 28,121 257,825 SH   SOLE   254,788 0 3,037
FIFTH THIRD BANCORP COMMON STOCK 316773100 4,902 175,562 SH   SOLE   175,562 0 0
FINANCIAL SELECT SECTOR SPDR COMMON STOCK 81369Y605 60,676 2,200,000 SH   SOLE   2,200,000 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 18,417 18,503,000 PRN   SOLE   18,503 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAP6 13,124 14,313,000 PRN   SOLE   14,313 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAB7 4,981 5,183,000 PRN   SOLE   5,183 0 0
FIREEYE INC CONVERTIBLE SECURITY 31816QAD3 5,797 6,308,000 PRN   SOLE   6,308 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK 319829107 278 17,220 SH   SOLE   17,220 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 11,621 121,050 SH   SOLE   121,050 0 0
FIRST SOLAR INC COMMON STOCK 336433107 44,353 916,013 SH   SOLE   910,321 0 5,692
FIRSTENERGY CORP COMMON STOCK 337932107 6,314 169,868 SH   SOLE   169,868 0 0
FISERV INC COMMON STOCK 337738108 8,641 104,896 SH   SOLE   104,896 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE SECURITY 33938JAB2 15,697 15,601,000 PRN   SOLE   15,601 0 0
FLIR SYSTEMS INC COMMON STOCK 302445101 4,840 78,738 SH   SOLE   78,738 0 0
FORD MOTOR CO COMMON STOCK 345370860 13,705 1,481,596 SH   SOLE   1,481,596 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 5,974 6,000,000 PRN   SOLE   6,000 0 0
FORTINET INC COMMON STOCK 34959E109 548 5,940 SH   SOLE   5,940 0 0
FORTIVE CORPORATION CONVERTIBLE PREFERRED SECURITY 34959J207 67,918 62,956 SH   SOLE   62,956 0 0
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 4,467 85,315 SH   SOLE   85,315 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 3,981 285,995 SH   SOLE   285,995 0 0
GARDNER DENVER HOLDINGS INC COMMON STOCK 36555P107 411 14,490 SH   SOLE   14,490 0 0
GARTNER INC COMMON STOCK 366651107 292 1,840 SH   SOLE   1,840 0 0
GASLOG LTD COMMON STOCK G37585109 1,075 54,440 SH   SOLE   54,375 0 65
GENERAC HOLDINGS INC COMMON STOCK 368736104 418 7,410 SH   SOLE   7,410 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 7,046 34,416 SH   SOLE   34,416 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 31,681 2,806,104 SH   SOLE   2,805,890 0 214
GENERAL MILLS INC COMMON STOCK 370334104 5,445 126,862 SH   SOLE   126,862 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 14,019 416,358 SH   SOLE   416,358 0 0
GENERAL MOTORS CO COMMON STOCK 37045V900 33,670 1,000,000 SH Call SOLE   1,000,000 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,460 88,470 SH   SOLE   88,470 0 0
GENOMIC HEALTH INC COMMON STOCK 37244C101 410 5,840 SH   SOLE   5,840 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 40,685 526,941 SH   SOLE   526,941 0 0
GNC HOLDINGS INC CONVERTIBLE SECURITY 36191GAB3 3,121 4,000,000 PRN   SOLE   4,000 0 0
GOLAR LNG LTD CONVERTIBLE SECURITY 38046YAB7 5,232 5,000,000 PRN   SOLE   5,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 10,106 10,000,000 PRN   SOLE   10,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 133,375 594,787 SH   SOLE   592,202 0 2,585
GREENBRIER COS INC CONVERTIBLE SECURITY 393657AK7 38,173 32,046,000 PRN   SOLE   32,046 0 0
GREENSKY INC-CLASS A COMMON STOCK 39572G100 10,478 582,093 SH   SOLE   575,386 0 6,707
GUIDEWIRE SOFTWARE INC CONVERTIBLE SECURITY 40171VAA8 52,973 49,482,000 PRN   SOLE   49,392 0 90
GULFMARK OFFSHORE INC COMMON STOCK 402629505 1,183 31,716 SH   SOLE   31,656 0 60
H&E EQUIPMENT SERVICES INC COMMON STOCK 404030108 408 10,810 SH   SOLE   10,810 0 0
HAEMONETICS CORP/MASS COMMON STOCK 405024100 412 3,600 SH   SOLE   3,600 0 0
HALLIBURTON CO COMMON STOCK 406216101 17,909 441,881 SH   SOLE   441,789 0 92
HARRIS CORP COMMON STOCK 413875105 17,403 102,847 SH   SOLE   101,276 0 1,571
HCA HEALTHCARE INC COMMON STOCK 40412C101 5,451 39,179 SH   SOLE   39,179 0 0
HDFC BANK LTD COMMON STOCK 40415F101 4,809 51,100 SH   SOLE   49,200 0 1,900
HDFC BANK LTD COMMON STOCK 40415F951 7,020 74,600 SH Put SOLE   52,600 0 22,000
HEALTHEQUITY INC COMMON STOCK 42226A107 1,114 11,800 SH   SOLE   11,800 0 0
HELIX ENERGY SOLUTIONS CONVERTIBLE SECURITY 42330PAJ6 12,930 10,000,000 PRN   SOLE   10,000 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 19,552 15,000,000 PRN   SOLE   15,000 0 0
HESS CORP CONVERTIBLE PREFERRED SECURITY 42809H404 58,573 736,949 SH   SOLE   736,949 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK 42824C109 4,102 251,519 SH   SOLE   251,519 0 0
HOLLYFRONTIER CORP COMMON STOCK 436106108 523 7,480 SH   SOLE   7,480 0 0
HOME DEPOT INC COMMON STOCK 437076102 114,647 553,450 SH   SOLE   552,011 0 1,439
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 61,217 367,893 SH   SOLE   367,832 0 61
HORIZON PHARMA INV LTD CONVERTIBLE SECURITY 44052TAB7 7,546 7,500,000 PRN   SOLE   7,500 0 0
HP INC COMMON STOCK 40434L105 5,048 195,884 SH   SOLE   195,884 0 0
HUBSPOT INC CONVERTIBLE SECURITY 443573AB6 24,726 15,000,000 PRN   SOLE   15,000 0 0
HUMANA INC COMMON STOCK 444859102 54,576 161,220 SH   SOLE   160,363 0 857
ICICI BANK LTD COMMON STOCK 45104G104 93 10,900 SH   SOLE   10,900 0 0
ICON PLC COMMON STOCK G4705A100 3,475 22,600 SH   SOLE   22,600 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 4,178 16,734 SH   SOLE   16,734 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 85571WAB5 21,072 16,878,000 PRN   SOLE   16,878 0 0
IH MERGER SUB LLC CONVERTIBLE SECURITY 19625XAB8 30,243 27,500,000 PRN   SOLE   27,500 0 0
II-VI INCORP CONVERTIBLE SECURITY 902104AB4 36,501 31,166,000 PRN   SOLE   31,166 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 6,928 49,096 SH   SOLE   49,096 0 0
ILLUMINA INC COMMON STOCK 452327109 8,015 21,835 SH   SOLE   21,835 0 0
ILLUMINA INC COMMON STOCK 452327909 13,691 37,300 SH Call SOLE   37,300 0 0
ILLUMINA INC COMMON STOCK 452327959 9,433 25,700 SH Put SOLE   25,700 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 91,542 63,402,000 PRN   SOLE   63,297 0 105
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 5,659 3,741,000 PRN   SOLE   3,741 0 0
IMMUNOMEDICS INC CONVERTIBLE SECURITY 452907AK4 10,338 2,500,000 PRN   SOLE   2,500 0 0
INDEPENDENT BANK CORP COMMON STOCK 453838609 273 11,560 SH   SOLE   11,560 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAC7 15,211 15,000,000 PRN   SOLE   15,000 0 0
INFOSYS LTD-SP ADR COMMON STOCK 456788108 494 48,600 SH   SOLE   48,600 0 0
INGERSOLL-RAND PLC COMMON STOCK G47791101 300 2,935 SH   SOLE   2,935 0 0
INGEVITY CORP COMMON STOCK 45688C107 451 4,425 SH   SOLE   4,425 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 16,483 16,192,000 PRN   SOLE   16,192 0 0
INNOVIVA INC CONVERTIBLE SECURITY 45781MAB7 17,012 15,288,000 PRN   SOLE   15,288 0 0
INOGEN INC COMMON STOCK 45780L104 415 1,700 SH   SOLE   1,700 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 5,773 5,000,000 PRN   SOLE   5,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 36,213 36,668,000 PRN   SOLE   36,668 0 0
INSMED INC CONVERTIBLE SECURITY 457669AA7 17,065 20,000,000 PRN   SOLE   20,000 0 0
INSULET CORPORATION CONVERTIBLE SECURITY 45784PAF8 27,646 15,000,000 PRN   SOLE   15,000 0 0
INTEGRATED DEVICE TECH CONVERTIBLE SECURITY 458118AC0 30,104 20,034,000 PRN   SOLE   20,034 0 0
INTEL CORP COMMON STOCK 458140100 31,186 659,458 SH   SOLE   659,257 0 201
INTEL CORP CONVERTIBLE SECURITY 458140AF7 118,521 51,631,000 PRN   SOLE   51,631 0 0
INTERCEPT PHARMAS CONVERTIBLE SECURITY 45845PAA6 5,044 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 64,243 857,832 SH   SOLE   852,717 0 5,115
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 9,347 61,814 SH   SOLE   61,814 0 0
INTL F & F CONVERTIBLE PREFERRED SECURITY 459506309 40,795 709,486 SH   SOLE   709,486 0 0
INTUIT INC COMMON STOCK 461202103 7,245 31,861 SH   SOLE   31,861 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 6,299 10,974 SH   SOLE   10,974 0 0
INVACARE CORP CONVERTIBLE SECURITY 461203AH4 3,417 3,000,000 PRN   SOLE   3,000 0 0
IONIS PHARMACEUTICALS IN CONVERTIBLE SECURITY 464337AJ3 24,993 23,600,000 PRN   SOLE   23,600 0 0
IRADIMED CORP COMMON STOCK 46266A109 436 11,740 SH   SOLE   11,740 0 0
IRONWOOD PHARMACEUTICALS CONVERTIBLE SECURITY 46333XAD0 24,956 19,115,000 PRN   SOLE   19,115 0 0
ISHARES 20 PLUS YEAR TREASURY BOND COMMON STOCK 464287902 57,638 491,500 SH Call SOLE   491,500 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287904 32,106 749,800 SH Call SOLE   749,800 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287954 49,680 1,160,200 SH Put SOLE   1,160,200 0 0
ISHARES CORE MSCI EAFE ETF COMMON STOCK 46432F842 445 6,950 SH   SOLE   2,882 0 4,068
ISHARES CORE MSCI EMERGING COMMON STOCK 46434G103 677 13,079 SH   SOLE   1,960 0 11,119
ISHARES CORE S&P 500 ETF COMMON STOCK 464287200 9,476 32,371 SH   SOLE   4,751 0 27,620
ISHARES CORE S&P MIDCAP ETF COMMON STOCK 464287507 2,875 14,281 SH   SOLE   5,295 0 8,986
ISHARES IBOXX HIGH YLD CORP COMMON STOCK 464288513 11,209 129,675 SH   SOLE   129,675 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287465 32,664 480,425 SH   SOLE   480,425 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 179,963 2,646,900 SH Call SOLE   2,646,900 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 61,191 900,000 SH Put SOLE   900,000 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287234 9,965 232,175 SH   SOLE   232,175 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287904 72,930 1,699,200 SH Call SOLE   1,699,200 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287954 54,508 1,270,000 SH Put SOLE   1,270,000 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B958 22,128 681,500 SH Put SOLE   470,000 0 211,500
ISHARES NASDAQ BIOTECHNOLOGY COMMON STOCK 464287556 6,456 52,940 SH   SOLE   52,940 0 0
ISHARES RUSSELL 2000 ETF COMMON STOCK 464287655 4,991 29,610 SH   SOLE   29,610 0 0
ISHARES RUSSELL 2000 VALUE E COMMON STOCK 464287630 33,668 253,145 SH   SOLE   253,145 0 0
ISHARES S&P 500 GROWTH ETF COMMON STOCK 464287309 3,167 17,878 SH   SOLE   8,502 0 9,376
ISHARES US PREFERRED STOCK E COMMON STOCK 464288687 493 13,275 SH   SOLE   13,275 0 0
ISHARES US REAL ESTATE ETF COMMON STOCK 464287739 1,646 20,570 SH   SOLE   20,570 0 0
ITAU UNIBANCO H COMMON STOCK 465562106 4,867 443,250 SH   SOLE   317,507 0 125,743
J2 GLOBAL COMMUNICATIONS CONVERTIBLE SECURITY 48123VAC6 36,358 28,000,000 PRN   SOLE   28,000 0 0
JAZZ INVESTMENTS I LTD CONVERTIBLE SECURITY 472145AB7 19,060 17,745,000 PRN   SOLE   17,745 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 236,990 1,715,207 SH   SOLE   1,708,601 0 6,606
JOHNSON CONTROLS INTERNATION COMMON STOCK G51502105 4,709 134,543 SH   SOLE   134,543 0 0
JPMORGAN CHASE & CO COMMON STOCK 46625H100 232,406 2,059,610 SH   SOLE   2,056,998 0 2,612
KELLOGG CO COMMON STOCK 487836108 4,527 64,658 SH   SOLE   64,658 0 0
KEYCORP COMMON STOCK 493267108 14,376 722,776 SH   SOLE   722,776 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 6,761 59,496 SH   SOLE   58,989 0 507
KINDER MORGAN INC COMMON STOCK 49456B101 7,038 396,979 SH   SOLE   396,979 0 0
KOHLS CORP COMMON STOCK 500255104 649 8,705 SH   SOLE   8,705 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 4,609 83,629 SH   SOLE   83,629 0 0
KROGER CO COMMON STOCK 501044101 9,443 324,389 SH   SOLE   324,389 0 0
LAB CORP OF AMER HLDGS CONVERTIBLE SECURITY 50540RAG7 611 262,000 PRN   SOLE   262 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 90,132 518,954 SH   SOLE   515,603 0 3,351
LAM RESEARCH CORP COMMON STOCK 512807108 16,199 106,780 SH   SOLE   106,731 0 49
LAM RESEARCH CORP COMMON STOCK 512807908 7,145 47,100 SH Call SOLE   47,100 0 0
LAZARD LTD COMMON STOCK G54050102 278 5,770 SH   SOLE   5,770 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 4,706 107,461 SH   SOLE   107,461 0 0
LENDINGTREE INC CONVERTIBLE SECURITY 52603BAA5 31,758 25,000,000 PRN   SOLE   25,000 0 0
LENNAR CORP COMMON STOCK 526057104 1,819 38,965 SH   SOLE   38,965 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AL5 4,712 6,890,000 PRN   SOLE   6,890 0 0
LIBERTY INTERACTIVE LLC CONVERTIBLE SECURITY 530715AG6 5,910 8,534,927 PRN   SOLE   8,516 0 18
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AF9 33,308 28,317,000 PRN   SOLE   28,317 0 0
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AE2 26,427 48,117,000 PRN   SOLE   48,117 0 0
LIBERTY MEDIA CORP CONVERTIBLE SECURITY 531229AB8 64,444 52,731,000 PRN   SOLE   52,731 0 0
LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 420 1,530 SH   SOLE   1,530 0 0
LIGAND PHARMACEUTICALS I CONVERTIBLE SECURITY 53220KAD0 61,701 17,500,000 PRN   SOLE   17,500 0 0
LIVANOVA PLC COMMON STOCK G5509L101 3,105 25,050 SH   SOLE   25,050 0 0
LIVE NATION ENTERTAINMEN CONVERTIBLE SECURITY 538034AJ8 421 267,000 PRN   SOLE   267 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 38,261 110,595 SH   SOLE   110,571 0 24
LOWE'S COS INC COMMON STOCK 548661107 34,440 299,945 SH   SOLE   299,945 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK 50212V100 480 7,440 SH   SOLE   7,440 0 0
LULULEMON ATHLETICA INC COMMON STOCK 550021109 7,307 44,970 SH   SOLE   44,970 0 0
LUMENTUM HOLDINGS INC COMMON STOCK 55024U109 298 4,970 SH   SOLE   4,970 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE SECURITY 55024UAB5 58,155 48,438,000 PRN   SOLE   48,438 0 0
LYONDELLBASELL INDU COMMON STOCK N53745100 356 3,470 SH   SOLE   3,470 0 0
MACERICH CO/THE COMMON STOCK 554382101 4,494 81,281 SH   SOLE   81,281 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAA3 546 550,000 PRN   SOLE   550 0 0
MACQUARIE INFRASTRUCTURE CONVERTIBLE SECURITY 55608BAB1 758 841,000 PRN   SOLE   841 0 0
MACY'S INC COMMON STOCK 55616P104 622 17,900 SH   SOLE   17,900 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 7,299 107,780 SH   SOLE   107,780 0 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 1,770 99,000 SH   SOLE   99,000 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 36,183 452,462 SH   SOLE   450,762 0 1,700
MARSH & MCLENNAN COS COMMON STOCK 571748102 64,820 783,605 SH   SOLE   780,266 0 3,339
MASCO CORP COMMON STOCK 574599106 16,470 450,000 SH   SOLE   450,000 0 0
MASTERCARD INC COMMON STOCK 57636Q104 97,523 438,090 SH   SOLE   436,691 0 1,399
MATCH GROUP INC COMMON STOCK 57665R106 300 5,180 SH   SOLE   5,180 0 0
MCCORMICK & CO COMMON STOCK 579780206 2,246 17,050 SH   SOLE   17,050 0 0
MCDONALD'S CORP COMMON STOCK 580135101 113,779 680,131 SH   SOLE   677,598 0 2,533
MCDONALD'S CORP COMMON STOCK 580135901 12,781 76,400 SH Call SOLE   76,400 0 0
MCKESSON CORP COMMON STOCK 58155Q103 4,779 36,029 SH   SOLE   36,029 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AE5 8,047 7,500,000 PRN   SOLE   7,500 0 0
MEDICINES COMPANY CONVERTIBLE SECURITY 584688AG0 13,935 15,250,000 PRN   SOLE   15,250 0 0
MEDPACE HOLDINGS INC COMMON STOCK 58506Q109 412 6,870 SH   SOLE   6,870 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 48,175 489,729 SH   SOLE   488,397 0 1,332
MERCK & CO. INC. COMMON STOCK 58933Y105 60,827 857,439 SH   SOLE   857,439 0 0
MERITOR INC CONVERTIBLE SECURITY 59001KAF7 17,797 18,651,000 PRN   SOLE   18,651 0 0
METLIFE INC COMMON STOCK 59156R108 15,809 338,380 SH   SOLE   338,247 0 133
MGIC INVESTMENT CORP COMMON STOCK 552848103 282 21,200 SH   SOLE   21,200 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 50,679 1,815,800 SH   SOLE   1,802,972 0 12,828
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 1,351 19,710 SH   SOLE   19,710 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 17,611 223,183 SH   SOLE   221,835 0 1,348
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AD6 30,275 20,000,000 PRN   SOLE   20,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AF1 110,020 103,131,000 PRN   SOLE   103,131 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AH7 7,918 7,500,000 PRN   SOLE   7,500 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 12,491 276,174 SH   SOLE   276,174 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AV5 3,911 950,000 PRN   SOLE   950 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AY9 27,038 17,416,000 PRN   SOLE   17,416 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 113,730 25,000,000 PRN   SOLE   25,000 0 0
MICROSOFT CORP COMMON STOCK 594918104 373,508 3,265,785 SH   SOLE   3,254,186 0 11,599
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 59,928 341,760 SH   SOLE   339,730 0 2,030
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 23,340 156,960 SH   SOLE   156,960 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 25,048 6,855,000 PRN   SOLE   6,855 0 0
MOMO INC-SPON ADR COMMON STOCK 60879B107 291 6,640 SH   SOLE   6,640 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 36,777 856,081 SH   SOLE   856,081 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 17,086 293,179 SH   SOLE   288,888 0 4,291
MORGAN STANLEY COMMON STOCK 617446448 65,719 1,411,198 SH   SOLE   1,411,198 0 0
MYRIAD GENETICS INC COMMON STOCK 62855J104 403 8,770 SH   SOLE   8,770 0 0
NABORS INDUSTRIES INC CONVERTIBLE SECURITY 62957HAB1 28,634 36,523,000 PRN   SOLE   36,523 0 0
NABORS INDUSTRIES LTD COMMON STOCK G6359F903 770 125,000 SH Call SOLE   125,000 0 0
NANOMETRICS INC COMMON STOCK 630077105 308 8,200 SH   SOLE   8,200 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E908 4,813 125,000 SH Call SOLE   125,000 0 0
NAVISTAR INTL CORP CONVERTIBLE SECURITY 63934EAS7 7,659 7,500,000 PRN   SOLE   7,500 0 0
NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 408 26,960 SH   SOLE   26,960 0 0
NETAPP INC COMMON STOCK 64110D104 206 2,395 SH   SOLE   2,395 0 0
NETFLIX INC COMMON STOCK 64110L106 63,572 169,920 SH   SOLE   169,920 0 0
NETFLIX INC COMMON STOCK 64110L906 8,605 23,000 SH Call SOLE   23,000 0 0
NEUROCRINE BIOSCIENCES CONVERTIBLE SECURITY 64125CAD1 41,405 24,100,000 PRN   SOLE   24,100 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 356 17,525 SH   SOLE   17,525 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 12,074 72,038 SH   SOLE   71,966 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 113,705 1,996,583 SH   SOLE   1,993,133 0 3,450
NICE SYSTEMS INC CONVERTIBLE SECURITY 65366HAB9 8,951 6,228,000 PRN   SOLE   6,228 0 0
NIKE INC COMMON STOCK 654106103 38,515 454,610 SH   SOLE   454,610 0 0
NISOURCE INC COMMON STOCK 65473P105 5,748 230,639 SH   SOLE   230,639 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 275 12,120 SH   SOLE   12,120 0 0
NOBLE CORP PLC COMMON STOCK G65431101 169 24,000 SH   SOLE   24,000 0 0
NOKIA CORP-SPON ADR COMMON STOCK 654902204 8,482 1,520,000 SH   SOLE   1,520,000 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 4,363 24,171 SH   SOLE   24,171 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 17,265 169,050 SH   SOLE   169,050 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 44,341 139,715 SH   SOLE   139,715 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 1,247 272,000 PRN   SOLE   272 0 0
NRG ENERGY INC COMMON STOCK 629377508 536 14,320 SH   SOLE   14,320 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAK6 9,452 10,000,000 PRN   SOLE   10,000 0 0
NUANCE COMMUNICATIONS CONVERTIBLE SECURITY 67020YAG5 97 95,000 PRN   SOLE   95 0 0
NUCOR CORP COMMON STOCK 670346105 10,087 158,975 SH   SOLE   158,975 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 46,561 36,714,000 PRN   SOLE   36,714 0 0
NVIDIA CORP COMMON STOCK 67066G104 61,691 219,527 SH   SOLE   219,527 0 0
NXP SEMICONDUCTOR NV CONVERTIBLE SECURITY 62952QAB6 65,637 63,007,000 PRN   SOLE   62,072 0 935
NY COMMUNITY CAP TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 815 16,420 SH   SOLE   16,420 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 6,727 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 9,231 112,346 SH   SOLE   112,346 0 0
OCEAN RIG UDW INC-A COMMON STOCK G66964118 2,649 76,504 SH   SOLE   76,504 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 47,574 40,968,000 PRN   SOLE   40,968 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AP0 53,751 47,781,000 PRN   SOLE   47,781 0 0
ONEOK INC COMMON STOCK 682680103 5,554 81,930 SH   SOLE   81,930 0 0
ORACLE CORP COMMON STOCK 68389X105 34,264 664,538 SH   SOLE   664,327 0 211
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 7,132 20,533 SH   SOLE   20,533 0 0
OSI SYSTEMS INC CONVERTIBLE SECURITY 671044AD7 27,278 28,401,000 PRN   SOLE   28,401 0 0
P G & E CORP COMMON STOCK 69331C108 3,677 79,908 SH   SOLE   79,908 0 0
PACCAR INC COMMON STOCK 693718108 5,558 81,506 SH   SOLE   81,506 0 0
PACIRA PHARMACEUTICALS CONVERTIBLE SECURITY 695127AD2 29,357 27,643,000 PRN   SOLE   27,643 0 0
PACWEST BANCORP COMMON STOCK 695263103 274 5,750 SH   SOLE   5,750 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 42,929 21,077,000 PRN   SOLE   21,077 0 0
PANDORA MEDIA INC CONVERTIBLE SECURITY 698354AB3 7,334 7,500,000 PRN   SOLE   7,500 0 0
PAYCOM SOFTWARE INC COMMON STOCK 70432V102 9,139 58,807 SH   SOLE   57,430 0 1,377
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 14,260 162,335 SH   SOLE   160,735 0 1,600
PAYPAL HOLDINGS INC COMMON STOCK 70450Y903 21,723 247,300 SH Call SOLE   247,300 0 0
PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 225 4,500 SH   SOLE   4,500 0 0
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 24,466 25,127,000 PRN   SOLE   25,127 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK 70959W103 596 12,570 SH   SOLE   12,570 0 0
PENTAIR PLC COMMON STOCK G7S00T104 6,005 138,519 SH   SOLE   138,519 0 0
PEPSICO INC COMMON STOCK 713448108 53,417 477,795 SH   SOLE   477,716 0 79
PFIZER INC COMMON STOCK 717081103 91,024 2,065,437 SH   SOLE   2,065,308 0 129
PGT INNOVATIONS INC COMMON STOCK 69336V101 419 19,380 SH   SOLE   19,380 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 50,673 621,450 SH   SOLE   621,450 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172909 11,742 144,000 SH Call SOLE   144,000 0 0
PHILLIPS 66 COMMON STOCK 718546104 6,529 57,921 SH   SOLE   57,921 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 25,507 146,434 SH   SOLE   146,434 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 28,440 208,823 SH   SOLE   208,771 0 52
PPG INDUSTRIES INC COMMON STOCK 693506107 7,148 65,498 SH   SOLE   65,498 0 0
PRA GROUP INC CONVERTIBLE SECURITY 69354NAB2 5,172 5,000,000 PRN   SOLE   5,000 0 0
PRAXAIR INC COMMON STOCK 74005P104 5,062 31,493 SH   SOLE   31,493 0 0
PRETIUM RESOURCES INC CONVERTIBLE SECURITY 74139CAB8 2,710 3,000,000 PRN   SOLE   3,000 0 0
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 71,305 856,723 SH   SOLE   856,634 0 89
PROGRESSIVE CORP COMMON STOCK 743315103 359 5,050 SH   SOLE   5,050 0 0
PROLOGIS INC COMMON STOCK 74340W103 5,115 75,450 SH   SOLE   75,450 0 0
PROOFPOINT INC COMMON STOCK 743424103 305 2,870 SH   SOLE   2,870 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 277 275,000 PRN   SOLE   275 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 2,018 2,000,000 PRN   SOLE   2,000 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 22,423 221,309 SH   SOLE   221,309 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 4,739 89,773 SH   SOLE   89,773 0 0
PUBLIC STORAGE COMMON STOCK 74460D109 3,991 19,793 SH   SOLE   19,793 0 0
PVH CORP COMMON STOCK 693656100 13,550 93,840 SH   SOLE   93,840 0 0
QUALCOMM INC COMMON STOCK 747525103 12,071 167,586 SH   SOLE   167,586 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 5,563 166,658 SH   SOLE   166,658 0 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 5,053 46,830 SH   SOLE   46,830 0 0
QUIDEL CORP COMMON STOCK 74838J101 422 6,470 SH   SOLE   6,470 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 13,928 6,661,000 PRN   SOLE   6,661 0 0
QUINSTREET INC COMMON STOCK 74874Q100 314 23,130 SH   SOLE   23,130 0 0
RADIUS HEALTH INC CONVERTIBLE SECURITY 750469AA6 3,849 5,000,000 PRN   SOLE   5,000 0 0
RAYTHEON COMPANY COMMON STOCK 755111507 42,489 205,598 SH   SOLE   203,682 0 1,916
REALPAGE INC COMMON STOCK 75606N109 14,371 218,068 SH   SOLE   215,329 0 2,739
REALPAGE INC CONVERTIBLE SECURITY 75606NAB5 47,738 29,295,000 PRN   SOLE   29,295 0 0
REALTY INCOME CORP COMMON STOCK 756109104 6,091 107,070 SH   SOLE   107,070 0 0
RED HAT INC COMMON STOCK 756577102 5,676 41,646 SH   SOLE   41,646 0 0
RED HAT INC COMMON STOCK 756577902 27,256 200,000 SH Call SOLE   200,000 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 24,064 12,996,000 PRN   SOLE   12,996 0 0
REDFIN CORP CONVERTIBLE SECURITY 75737FAA6 15,365 16,818,000 PRN   SOLE   16,818 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,839 5,000,000 PRN   SOLE   5,000 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AD7 4,970 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 3,849 9,526 SH   SOLE   9,526 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 6,195 337,626 SH   SOLE   337,626 0 0
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 336 3,940 SH   SOLE   3,940 0 0
RENEWABLE ENERGY GROUP I CONVERTIBLE SECURITY 75972AAC7 11,026 4,000,000 PRN   SOLE   4,000 0 0
RETROPHIN INC CONVERTIBLE SECURITY 761299AB2 3,589 3,500,000 PRN   SOLE   3,500 0 0
RH CONVERTIBLE SECURITY 761283AD2 9,117 7,500,000 PRN   SOLE   7,500 0 0
RH CONVERTIBLE SECURITY 761283AC4 1,681 1,357,000 PRN   SOLE   1,357 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 7,011 49,913 SH   SOLE   49,913 0 0
ROSS STORES INC COMMON STOCK 778296103 7,005 70,689 SH   SOLE   70,689 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 7,946 8,401,000 PRN   SOLE   8,401 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 15,788 121,501 SH   SOLE   121,501 0 0
ROYAL GOLD INC CONVERTIBLE SECURITY 780287AA6 42,389 42,004,000 PRN   SOLE   42,004 0 0
RPM INTERNATIONAL INC CONVERTIBLE SECURITY 749685AT0 1,074 870,000 PRN   SOLE   870 0 0
RYDER SYSTEM INC COMMON STOCK 783549108 524 7,170 SH   SOLE   7,170 0 0
RYERSON HOLDING CORP COMMON STOCK 783754104 322 28,520 SH   SOLE   28,520 0 0
S&P GLOBAL INC COMMON STOCK 78409V104 18,223 93,264 SH   SOLE   92,564 0 700
SALESFORCE.COM INC COMMON STOCK 79466L302 59,736 375,625 SH   SOLE   373,979 0 1,646
SCHLUMBERGER LTD COMMON STOCK 806857108 70,168 1,151,807 SH   SOLE   1,128,400 0 23,407
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 48,410 984,940 SH   SOLE   979,937 0 5,003
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 891 12,816 SH   SOLE   0 0 12,816
SCHWAB US MID CAP ETF COMMON STOCK 808524508 505 8,727 SH   SOLE   0 0 8,727
SCHWAB US SMALL-CAP ETF COMMON STOCK 808524607 327 4,287 SH   SOLE   0 0 4,287
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AN1 3,846 4,000,000 PRN   SOLE   4,000 0 0
SEAGATE TECHNOLOGY COMMON STOCK G7945M107 306 6,470 SH   SOLE   6,470 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851406 39,337 390,097 SH   SOLE   390,097 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851505 40,339 399,620 SH   SOLE   399,620 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 78,611 30,016,000 PRN   SOLE   30,016 0 0
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 25,085 55,107 SH   SOLE   54,479 0 628
SILICON LABORATORIES INC CONVERTIBLE SECURITY 826919AB8 46,245 39,981,000 PRN   SOLE   39,981 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 10,521 59,523 SH   SOLE   59,523 0 0
SINA CORP CONVERTIBLE SECURITY 82922RAD5 9,945 10,000,000 PRN   SOLE   10,000 0 0
SKYWEST INC COMMON STOCK 830879102 412 7,000 SH   SOLE   7,000 0 0
SLM CORP COMMON STOCK 78442P106 38,054 3,412,906 SH   SOLE   3,385,537 0 27,369
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 27,313 24,870,000 PRN   SOLE   24,870 0 0
SMART GLOBAL HOLDINGS INC COMMON STOCK G8232Y101 300 10,430 SH   SOLE   10,430 0 0
SOLARIS OILFIELD INFRAST COMMON STOCK 83418M103 338 17,900 SH   SOLE   17,900 0 0
SONY CORP COMMON STOCK 835699907 18,104 298,500 SH Call SOLE   298,500 0 0
SOUTH JERSEY INDUSTRIES CONVERTIBLE PREFERRED SECURITY 838518116 5,581 100,000 SH   SOLE   100,000 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 6,457 103,392 SH   SOLE   103,392 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 5,373 1,051,465 SH   SOLE   1,051,465 0 0
SPDR BBG BARC CONVERTIBLE COMMON STOCK 78464A359 274 5,085 SH   SOLE   5,085 0 0
SPDR BBG BARC HIGH YIELD BND COMMON STOCK 78464A417 13,967 387,445 SH   SOLE   387,445 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F903 639,584 2,200,000 SH Call SOLE   2,200,000 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 886,696 3,050,000 SH Put SOLE   3,050,000 0 0
SPDR S&P 500 ETF TRUST COMMON STOCK 78462F103 111,272 382,748 SH   SOLE   382,748 0 0
SPDR S&P HOMEBUILDERS ETF COMMON STOCK 78464A888 46,128 1,200,000 SH   SOLE   1,200,000 0 0
SPDR WELLS FARGO PREFERRED COMMON STOCK 78464A292 493 11,575 SH   SOLE   11,575 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK 84756N109 4,498 125,970 SH   SOLE   125,970 0 0
SPIRIT REALTY CAPITAL IN CONVERTIBLE SECURITY 84860WAB8 1,204 1,191,000 PRN   SOLE   1,191 0 0
SPLUNK INC COMMON STOCK 848637104 1,016 8,400 SH   SOLE   8,400 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AB9 108,210 25,000,000 PRN   SOLE   25,000 0 0
STANLEY BLACK & DECKER I CONVERTIBLE PREFERRED SECURITY 854502887 31,710 289,300 SH   SOLE   289,300 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 8,529 58,245 SH   SOLE   58,245 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502901 79,883 545,500 SH Call SOLE   545,500 0 0
STARBUCKS CORP COMMON STOCK 855244109 19,941 350,819 SH   SOLE   350,747 0 72
STARWOOD PROPERTY TRUST CONVERTIBLE SECURITY 85571BAB1 11,634 10,505,000 PRN   SOLE   10,505 0 0
STARWOOD PROPERTY TRUST CONVERTIBLE SECURITY 85571BAH8 15,753 15,686,000 PRN   SOLE   15,686 0 0
STATE STREET CORP COMMON STOCK 857477103 4,850 57,887 SH   SOLE   57,887 0 0
STRYKER CORP COMMON STOCK 863667101 20,862 117,413 SH   SOLE   117,413 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 5,515 82,579 SH   SOLE   82,579 0 0
SYNAPTICS INC CONVERTIBLE SECURITY 87157DAD1 24,984 26,035,000 PRN   SOLE   26,035 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 3,768 121,226 SH   SOLE   121,226 0 0
SYSCO CORP COMMON STOCK 871829107 6,175 84,294 SH   SOLE   84,294 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 7,847 177,700 SH   SOLE   177,700 0 0
TAKE-TWO INTER COMMON STOCK 874054909 32,428 235,000 SH Call SOLE   235,000 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 31,024 5,250,000 PRN   SOLE   5,250 0 0
TAPESTRY INC COMMON STOCK 876030107 4,566 90,833 SH   SOLE   90,833 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 4,088 72,605 SH   SOLE   72,605 0 0
TARGET CORP COMMON STOCK 87612E106 8,639 97,933 SH   SOLE   97,933 0 0
TCF FINANCIAL CORP COMMON STOCK 872275102 428 17,990 SH   SOLE   17,990 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 4,437 50,460 SH   SOLE   50,460 0 0
TECHNOLOGY SELECT SECTOR SPDR COMMON STOCK 81369Y953 65,160 865,000 SH Put SOLE   865,000 0 0
TECHTARGET COMMON STOCK 87874R100 305 15,730 SH   SOLE   15,730 0 0
TELADOC HEALTH INC COMMON STOCK 87918A105 2,350 27,210 SH   SOLE   27,210 0 0
TELADOC HEALTH INC CONVERTIBLE SECURITY 87918AAB1 16,481 8,000,000 PRN   SOLE   8,000 0 0
TELEFLEX INC COMMON STOCK 879369106 4,363 16,395 SH   SOLE   16,395 0 0
TENET HEALTHCARE CORP COMMON STOCK 88033G407 412 14,490 SH   SOLE   14,490 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 8,150 6,258,000 PRN   SOLE   6,258 0 0
TEREX CORP COMMON STOCK 880779103 401 10,040 SH   SOLE   10,040 0 0
TESLA ENERGY OPERATIONS CONVERTIBLE SECURITY 83416TAC4 2,634 3,000,000 PRN   SOLE   3,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAB7 14,875 15,000,000 PRN   SOLE   15,000 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAC5 95,148 99,466,000 PRN   SOLE   99,466 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAD3 42,188 41,320,000 PRN   SOLE   41,320 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 15,135 141,063 SH   SOLE   140,991 0 72
THE BOEING CO COMMON STOCK 097023105 13,426 36,100 SH Call SOLE   36,100 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE SECURITY 88339KAA0 5,972 5,000,000 PRN   SOLE   5,000 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 30,679 125,693 SH   SOLE   125,693 0 0
TIMKENSTEEL CONVERTIBLE SECURITY 887399AA1 7,130 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 26,461 236,218 SH   SOLE   236,218 0 0
TOPBUILD CORP COMMON STOCK 89055F103 2,841 49,999 SH   SOLE   49,999 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 22,530 228,176 SH   SOLE   225,698 0 2,478
TRADE DESK INC/THE COMMON STOCK 88339J105 287 1,900 SH   SOLE   1,900 0 0
TRANSDIGM GROUP INC COMMON STOCK 893641100 4,199 11,278 SH   SOLE   11,278 0 0
TRANSUNION COMMON STOCK 89400J107 19,247 261,578 SH   SOLE   257,407 0 4,171
TRAVELERS COS INC/THE COMMON STOCK 89417E109 6,762 52,131 SH   SOLE   52,131 0 0
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 282 10,220 SH   SOLE   10,220 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 17,034 10,000,000 PRN   SOLE   10,000 0 0
TUTOR PERINI CORP CONVERTIBLE SECURITY 901109AD0 20,211 19,830,000 PRN   SOLE   19,830 0 0
TWENTY-FIRST CENTURY FOX COMMON STOCK 90130A101 11,849 255,763 SH   SOLE   255,763 0 0
TWITTER INC COMMON STOCK 90184L102 7,048 247,643 SH   SOLE   247,643 0 0
TWITTER INC COMMON STOCK 90184L902 4,058 142,600 SH Call SOLE   142,600 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 16,843 18,312,000 PRN   SOLE   18,312 0 0
UBS GROUP AG COMMON STOCK H42097107 30,107 1,914,000 SH   SOLE   1,914,000 0 0
UDR INC COMMON STOCK 902653104 6,662 164,769 SH   SOLE   164,769 0 0
UGI CORP COMMON STOCK 902681105 524 9,440 SH   SOLE   9,440 0 0
ULTA BEAUTY INC COMMON STOCK 90384S303 25,125 89,057 SH   SOLE   88,064 0 993
UNION PACIFIC CORP COMMON STOCK 907818108 105,011 644,910 SH   SOLE   643,230 0 1,680
UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 32,842 368,760 SH   SOLE   367,270 0 1,490
UNITED PARCEL SERVICE COMMON STOCK 911312106 11,065 94,775 SH   SOLE   94,775 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 12,088 86,462 SH   SOLE   86,462 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 141,269 531,008 SH   SOLE   529,479 0 1,529
UNUM GROUP COMMON STOCK 91529Y906 35,163 900,000 SH Call SOLE   900,000 0 0
UPLAND SOFTWARE INC COMMON STOCK 91544A109 311 9,620 SH   SOLE   9,620 0 0
US BANCORP COMMON STOCK 902973304 18,053 341,855 SH   SOLE   341,855 0 0
US CELLULAR CORP COMMON STOCK 911684108 332 7,410 SH   SOLE   7,410 0 0
VALE SA-SP ADR COMMON STOCK 91912E105 6,010 404,956 SH   SOLE   329,250 0 75,706
VALERO ENERGY CORP COMMON STOCK 91913Y100 7,907 69,514 SH   SOLE   69,514 0 0
VANECK VECTORS ETF TRUST COMMON STOCK 92189F906 12,214 566,500 SH Call SOLE   363,500 0 203,000
VANECK VECTORS VIETNAM ETF COMMON STOCK 92189F817 242 14,400 SH   SOLE   14,400 0 0
VANGUARD SHORT-TERM BOND ETF COMMON STOCK 921937827 845 10,833 SH   SOLE   7,163 0 3,670
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 5,399 48,236 SH   SOLE   48,236 0 0
VEECO INSTRUMENTS INC CONVERTIBLE SECURITY 922417AD2 16,674 19,697,000 PRN   SOLE   19,697 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 6,408 53,153 SH   SOLE   53,153 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 68,355 1,280,305 SH   SOLE   1,280,305 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 5,971 30,980 SH   SOLE   30,980 0 0
VF CORP COMMON STOCK 918204108 6,051 64,746 SH   SOLE   64,746 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 46612JAF8 15,308 15,146,000 PRN   SOLE   15,146 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AB1 21,777 20,186,000 PRN   SOLE   20,186 0 0
VIPSHOP HOLDING LTD CONVERTIBLE SECURITY 92763WAA1 12,265 12,500,000 PRN   SOLE   12,500 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W903 4,680 750,000 SH Call SOLE   750,000 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W953 624 100,000 SH Put SOLE   100,000 0 0
VIRTUS INVESTMENT PARTNE CONVERTIBLE PREFERRED SECURITY 92828Q208 13,899 140,000 SH   SOLE   140,000 0 0
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 142,235 947,668 SH   SOLE   944,309 0 3,359
VISTRA ENERGY CORP CONVERTIBLE PREFERRED SECURITY 92840M300 26,755 275,000 SH   SOLE   275,000 0 0
VMWARE INC COMMON STOCK 928563402 204 1,305 SH   SOLE   1,305 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 19,905 273,041 SH   SOLE   273,041 0 0
WALMART INC COMMON STOCK 931142103 62,249 662,861 SH   SOLE   660,435 0 2,426
WAL-MART STORES COMMON STOCK 931142903 215,993 2,300,000 SH Call SOLE   2,300,000 0 0
WALT DISNEY CO/THE COMMON STOCK 254687106 108,108 924,475 SH   SOLE   920,114 0 4,361
WASTE MANAGEMENT INC COMMON STOCK 94106L109 15,073 166,810 SH   SOLE   165,448 0 1,362
WAYFAIR INC CONVERTIBLE SECURITY 94419LAB7 11,383 7,500,000 PRN   SOLE   7,500 0 0
WEIGHT WATCHERS INTL INC COMMON STOCK 948626106 503 6,990 SH   SOLE   6,990 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 663 2,070 SH   SOLE   2,070 0 0
WELLS FARGO & CO COMMON STOCK 949746101 47,957 912,433 SH   SOLE   912,433 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 69,994 54,222 SH   SOLE   54,222 0 0
WELLTOWER INC COMMON STOCK 95040Q104 12,220 189,980 SH   SOLE   189,980 0 0
WEX INC COMMON STOCK 96208T104 295 1,470 SH   SOLE   1,470 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 5,634 174,597 SH   SOLE   174,597 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 7,125 60,000 SH   SOLE   60,000 0 0
WHITING PETROLEUM CORP COMMON STOCK 966387409 255 4,800 SH   SOLE   4,800 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 11,104 11,560,000 PRN   SOLE   11,560 0 0
WILLIAMS COS INC COMMON STOCK 969457100 6,371 234,299 SH   SOLE   234,299 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 283 3,330 SH   SOLE   3,330 0 0
WIX.COM LTD COMMON STOCK M98068105 294 2,460 SH   SOLE   2,460 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAD3 13,709 7,558,000 PRN   SOLE   7,558 0 0
WORKDAY INC COMMON STOCK 98138H101 20,828 142,680 SH   SOLE   140,738 0 1,942
WORLDPAY INC COMMON STOCK 981558909 14,330 141,500 SH Call SOLE   141,500 0 0
WORLDPAY INC COMMON STOCK 981558109 1,814 17,910 SH   SOLE   16,360 0 1,550
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 10,858 7,500,000 PRN   SOLE   7,500 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 6,695 141,805 SH   SOLE   141,805 0 0
XILINX INC COMMON STOCK 983919101 8,225 102,590 SH   SOLE   102,590 0 0
XYLEM INC COMMON STOCK 98419M100 5,135 64,296 SH   SOLE   64,296 0 0
YANDEX NV COMMON STOCK N97284908 3,378 102,700 SH Call SOLE   73,700 0 29,000
YELP INC COMMON STOCK 985817105 289 5,870 SH   SOLE   5,870 0 0
ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 482 2,725 SH   SOLE   2,725 0 0
ZILLOW INC CONVERTIBLE SECURITY 98954MAB7 9,233 8,500,000 PRN   SOLE   8,500 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 4,822 36,675 SH   SOLE   36,675 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 31,900 636,096 SH   SOLE   631,921 0 4,175
ZOETIS INC COMMON STOCK 98978V103 4,547 49,665 SH   SOLE   49,665 0 0
ZTO EXPRESS CAYMAN INC COMMON STOCK 98980A905 3,049 184,000 SH Call SOLE   131,000 0 53,000