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 11,935 54,368 SH   SOLE   54,368 0 0
51JOB INC COMMON STOCK 316827904 3,829 44,500 SH Call SOLE   44,500 0 0
51JOB INC CONVERTIBLE SECURITY 316827AC8 36,277 17,950,000 PRN   SOLE   17,500 0 450
58.COM COMMON STOCK 31680Q104 7,189 90,015 SH   SOLE   75,255 0 14,760
ABBOTT LABORATORIES COMMON STOCK 002824100 20,187 336,894 SH   SOLE   336,894 0 0
ABBVIE COMMON STOCK 00287Y109 106,672 1,127,011 SH   SOLE   1,095,532 0 31,479
ACCENTURE PLC COMMON STOCK G1151C101 33,831 220,394 SH   SOLE   220,358 0 36
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 4,988 73,939 SH   SOLE   73,939 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 12,107 56,030 SH   SOLE   56,030 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK 00737L103 27,580 580,001 SH   SOLE   519,188 0 60,813
ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1,275 126,825 SH   SOLE   126,825 0 0
ADVANCED MICRO DEVICES INC CONVERTIBLE SECURITY 007903BD8 42,992 29,498,000 PRN   SOLE   29,498 0 0
AEROJET ROCKETDYNE HOLDINGS IN CONVERTIBLE SECURITY 007800AB1 6,393 5,000,000 PRN   SOLE   5,000 0 0
AES CORP COMMON STOCK 00130H105 3,937 346,225 SH   SOLE   346,225 0 0
AETNA INC COMMON STOCK 00817Y108 16,507 97,669 SH   SOLE   97,669 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 42,065 221,882 SH   SOLE   206,551 0 15,331
AFLAC INC COMMON STOCK 001055102 3,548 81,073 SH   SOLE   81,073 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 17,551 262,345 SH   SOLE   262,345 0 0
AIR LEASE COMMON STOCK 00912X302 20,016 469,622 SH   SOLE   430,152 0 39,470
AIR LEASE CONVERTIBLE SECURITY 00912XAK0 16,031 10,730,000 PRN   SOLE   10,730 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 4,887 30,725 SH   SOLE   30,725 0 0
AIR PRODUCTS AND CHEMICALS INC COMMON STOCK 009158906 13,598 85,500 SH Call SOLE   85,500 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 3,118 43,920 SH   SOLE   43,920 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T901 5,324 75,000 SH Call SOLE   75,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE SECURITY 00971TAG6 10,309 10,000,000 PRN   SOLE   10,000 0 0
ALCOA CORP COMMON STOCK 013872906 3,238 72,000 SH Call SOLE   72,000 0 0
ALCOA CORP COMMON STOCK 013872956 3,238 72,000 SH Put SOLE   72,000 0 0
ALDER BIOPHARMACEUTICALS INC CONVERTIBLE SECURITY 014339AA3 7,299 8,000,000 PRN   SOLE   8,000 0 0
ALEXANDRIA REAL EST EQUITIES COMMON STOCK 015271109 4,868 38,972 SH   SOLE   38,972 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 66,384 595,578 SH   SOLE   559,931 0 35,647
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 19,286 105,077 SH   SOLE   105,077 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE SECURITY 01741RAG7 18,206 10,000,000 PRN   SOLE   10,000 0 0
ALLEGION PUBLIC LIMITED CO COMMON STOCK G0176J109 7,369 86,390 SH   SOLE   86,390 0 0
ALLERGAN PLC COMMON STOCK G0177J108 127,952 760,302 SH   SOLE   745,255 0 15,047
ALLSCRIPTS HEALTHCARE SOLUTION CONVERTIBLE SECURITY 01988PAD0 8,030 7,971,000 PRN   SOLE   7,971 0 0
ALLSTATE CORP COMMON STOCK 020002101 6,243 65,853 SH   SOLE   65,853 0 0
ALPHABET INC COMMON STOCK 02079K107 48,437 46,944 SH   SOLE   46,944 0 0
ALPHABET INC COMMON STOCK 02079K305 267,592 258,009 SH   SOLE   244,951 0 13,058
ALTABA INC CONVERTIBLE SECURITY 984332AF3 68,932 49,492,000 PRN   SOLE   49,492 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 26,286 421,787 SH   SOLE   421,787 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAD8 10,437 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 235,475 162,695 SH   SOLE   155,410 0 7,285
AMAZON.COM INC COMMON STOCK 023135906 23,882 16,500 SH Call SOLE   16,500 0 0
AMER ELECTRIC POWER INC COMMON STOCK 025537101 5,112 74,518 SH   SOLE   74,518 0 0
AMER EXPRESS CO. COMMON STOCK 025816109 30,093 322,601 SH   SOLE   322,601 0 0
AMER INTL GROUP COMMON STOCK 026874784 95,522 1,755,265 SH   SOLE   1,694,383 0 60,882
AMERICA MOVIL SA L COMMON STOCK 02364W105 6,319 330,980 SH   SOLE   267,380 0 63,600
AMERICAN TOWER REIT INC COMMON STOCK 03027X100 41,913 288,378 SH   SOLE   288,378 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 212 1,430 SH   SOLE   1,430 0 0
AMGEN INC COMMON STOCK 031162100 24,032 140,964 SH   SOLE   140,964 0 0
AMPHENOL CORP COMMON STOCK 032095101 5,337 61,960 SH   SOLE   61,960 0 0
AMTRUST FIN SVCS (MAKE WHOLE) CONVERTIBLE SECURITY 032359AG6 7,098 7,821,000 PRN   SOLE   7,821 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 4,711 77,980 SH   SOLE   77,980 0 0
ANTHEM INC COMMON STOCK 036752103 10,020 45,604 SH   SOLE   45,604 0 0
ANTHEM INC CONVERTIBLE SECURITY 94973VBG1 1,765 585,000 PRN   SOLE   585 0 0
ANTHEM INC SERIES B UNIT CONVERTIBLE PREFERRED SECURITY 036752202 77,522 1,444,675 SH   SOLE   1,442,975 0 1,700
APACHE CORP COMMON STOCK 037411105 5,125 133,168 SH   SOLE   133,168 0 0
APARTMENT INVT & MGMT -A COMMON STOCK 03748R101 3,327 81,636 SH   SOLE   81,636 0 0
APOLLO COMMERCIAL REAL ESTATE CONVERTIBLE SECURITY 03762UAB1 5,037 5,000,000 PRN   SOLE   5,000 0 0
APPLE INC COMMON STOCK 037833100 384,387 2,291,014 SH   SOLE   2,185,078 0 105,936
APPLIED MATERIALS INC COMMON STOCK 038222105 60,484 1,087,641 SH   SOLE   1,007,092 0 80,549
APTIV PLC COMMON STOCK G6095L109 15,382 181,021 SH   SOLE   181,021 0 0
ARCHER DANIELS MIDLAND COMMON STOCK 039483102 2,901 66,870 SH   SOLE   66,870 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 12,755 12,566,000 PRN   SOLE   12,566 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAT0 26,097 25,525,000 PRN   SOLE   25,525 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 7,500 109,119 SH   SOLE   109,119 0 0
ASSURANT INC CONVERTIBLE PREFERRED SECURITY 04621X207 15,966 153,297 SH   SOLE   153,297 0 0
AT&T INC COMMON STOCK 00206R102 61,588 1,727,552 SH   SOLE   1,727,335 0 217
ATLAS AIR WORLDWIDE HLDGS INC CONVERTIBLE SECURITY 049164BH8 18,196 15,815,000 PRN   SOLE   15,815 0 0
ATLAS AIR WORLDWIDE HLDGS INC CONVERTIBLE SECURITY 049164BJ4 33 27,000 PRN   SOLE   27 0 0
AUTODESK INC COMMON STOCK 052769106 5,238 41,707 SH   SOLE   41,707 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,169 13,186 SH   SOLE   13,186 0 0
AVERY DENNISON COMMON STOCK 053611109 3,880 36,509 SH   SOLE   36,509 0 0
B2GOLD CORPORATION CONVERTIBLE SECURITY 11777QAB6 4,052 4,000,000 PRN   SOLE   4,000 0 0
BAIDU INC COMMON STOCK 056752108 5,946 26,640 SH   SOLE   19,495 0 7,145
BAKER HUGHES A GE CO COMMON STOCK 05722G100 1,479 53,225 SH   SOLE   53,225 0 0
BALL CORP COMMON STOCK 058498106 4,468 112,491 SH   SOLE   112,491 0 0
BANK OF AMER CP COMMON STOCK 060505104 149,167 4,973,871 SH   SOLE   4,962,232 0 11,639
BANK OF AMERICA CORP COMMON STOCK 060505904 29,241 975,000 SH Call SOLE   975,000 0 0
BANK OF AMERICA CORP. CONVERTIBLE PREFERRED SECURITY 060505682 54,321 42,127 SH   SOLE   42,127 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 8,453 164,035 SH   SOLE   163,896 0 139
BARCLAY/ISHARES FUNDS COMMON STOCK 464287309 1,430 9,218 SH   SOLE   3,560 0 5,658
BAXTER INTL INC COMMON STOCK 071813109 86,210 1,325,483 SH   SOLE   1,236,018 0 89,465
BB&T CORPORATION COMMON STOCK 054937107 22,013 422,986 SH   SOLE   422,986 0 0
BECTON DICKINSON AND CO CONVERTIBLE PREFERRED SECURITY 075887208 61,049 1,044,814 SH   SOLE   1,044,814 0 0
BERKSHIRE HTH-B COMMON STOCK 084670702 50,233 251,818 SH   SOLE   249,685 0 2,133
BIOGEN INC COMMON STOCK 09062X103 8,532 31,158 SH   SOLE   31,158 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 970 943,000 PRN   SOLE   943 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 50,500 45,583,000 PRN   SOLE   45,583 0 0
BLACKHAWK NETWORK HOLDINGS I CONVERTIBLE SECURITY 09238EAB0 24,202 21,901,000 PRN   SOLE   21,901 0 0
BLACKROCK INC COMMON STOCK 09247X101 7,966 14,705 SH   SOLE   14,705 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE SECURITY 09257WAB6 1,483 1,500,000 PRN   SOLE   1,500 0 0
BOEING CO COMMON STOCK 097023105 51,820 158,044 SH   SOLE   158,019 0 25
BOOKING HOLDINGS INC COMMON STOCK 09857L108 63,891 30,711 SH   SOLE   29,012 0 1,699
BOOKING HOLDINGS INC COMMON STOCK 09857L908 13,731 6,600 SH Call SOLE   6,600 0 0
BOOKING HOLDINGS INC COMMON STOCK 09857L958 43,273 20,800 SH Put SOLE   20,800 0 0
BP PLC COMMON STOCK 055622104 19,257 475,000 SH   SOLE   475,000 0 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK 10922N103 11,208 218,042 SH   SOLE   218,042 0 0
BRISTOL MYERS SQUIBB COMMON STOCK 110122108 56,190 888,369 SH   SOLE   845,342 0 43,027
BROADCOM LTD COMMON STOCK Y09827109 49,046 208,130 SH   SOLE   197,774 0 10,356
CALAMP CORP CONVERTIBLE SECURITY 128126AB5 8,032 7,500,000 PRN   SOLE   7,500 0 0
CALATLANTIC GROUP INC CONVERTIBLE SECURITY 783764AS2 15,155 15,000,000 PRN   SOLE   15,000 0 0
CANADIAN SOLAR INC COMMON STOCK 136635109 6,085 374,000 SH   SOLE   374,000 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 24,612 256,850 SH   SOLE   256,850 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,291 36,550 SH   SOLE   36,550 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,194 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 36,384 587,396 SH   SOLE   539,294 0 48,102
CARMAX INC COMMON STOCK 143130902 16,569 267,500 SH Call SOLE   267,500 0 0
CARNIVAL CORP COMMON STOCK 143658300 16,659 254,016 SH   SOLE   254,016 0 0
CATERPILLAR INC COMMON STOCK 149123101 35,978 244,117 SH   SOLE   244,117 0 0
CBRE GROUP INC COMMON STOCK 12504L109 9,764 206,775 SH   SOLE   206,775 0 0
CELANESE CORP COMMON STOCK 150870103 13,199 131,709 SH   SOLE   113,668 0 18,041
CELGENE CORP COMMON STOCK 151020104 29,022 325,320 SH   SOLE   325,320 0 0
CELGENE CORP COMMON STOCK 151020904 24,533 275,000 SH Call SOLE   275,000 0 0
CEMEX SAB DE CV CONVERTIBLE SECURITY 151290BR3 12,778 12,390,000 PRN   SOLE   11,415 0 975
CENTENE CORP COMMON STOCK 15135B101 229 2,140 SH   SOLE   2,140 0 0
CENTURYLINK INC COMMON STOCK 156700106 1,827 111,180 SH   SOLE   111,180 0 0
CERNER CORP COMMON STOCK 156782104 3,342 57,604 SH   SOLE   57,604 0 0
CHARTER COMMUNICATIONS INC COMMON STOCK 16119P108 4,953 15,913 SH   SOLE   15,913 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167CY1 17,201 20,000,000 PRN   SOLE   20,000 0 0
CHEVRONTEXACO CORP COMMON STOCK 166764100 92,372 809,996 SH   SOLE   809,127 0 869
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 1,936 5,989 SH   SOLE   5,989 0 0
CHUBB LTD COMMON STOCK H1467J104 26,584 194,366 SH   SOLE   194,366 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 3,858 76,590 SH   SOLE   76,590 0 0
CIGNA CORP COMMON STOCK 125509109 7,528 44,874 SH   SOLE   44,874 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 2,537 27,123 SH   SOLE   27,123 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 58,720 1,369,070 SH   SOLE   1,369,070 0 0
CITIGROUP INC COMMON STOCK 172967424 74,382 1,101,941 SH   SOLE   1,101,856 0 85
CITRIX SYSTEMS INC CONVERTIBLE SECURITY 177376AD2 60,179 45,360,000 PRN   SOLE   45,360 0 0
CME GROUP INC COMMON STOCK 12572Q105 232 1,430 SH   SOLE   1,430 0 0
CMS ENERGY CORP COMMON STOCK 125896100 2,734 60,356 SH   SOLE   60,356 0 0
COCA-COLA CO COMMON STOCK 191216100 74,938 1,725,485 SH   SOLE   1,721,460 0 4,025
COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 6,680 82,976 SH   SOLE   82,976 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 5,931 82,742 SH   SOLE   82,742 0 0
COLONY FINANCIAL INC CONVERTIBLE SECURITY 19624RAB2 1,889 2,000,000 PRN   SOLE   2,000 0 0
COLONY STARWOOD HOMES CONVERTIBLE SECURITY 85571WAB5 21,128 16,860,000 PRN   SOLE   16,860 0 0
COLONY STARWOOD HOMES CONVERTIBLE SECURITY 19625XAB8 30,605 27,500,000 PRN   SOLE   27,500 0 0
COMCAST CORP COMMON STOCK 20030N101 78,685 2,302,727 SH   SOLE   2,211,246 0 91,481
COMERICA INC COMMON STOCK 200340107 211 2,190 SH   SOLE   2,190 0 0
CONCHO RESOURCES INC COMMON STOCK 20605P101 3,884 25,831 SH   SOLE   25,831 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 23,541 397,044 SH   SOLE   397,044 0 0
CONSOL EDISON COMMON STOCK 209115104 3,424 43,919 SH   SOLE   43,919 0 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 24,298 106,607 SH   SOLE   94,024 0 12,583
CORNERSTONE ONDEMAND INC CONVERTIBLE SECURITY 21925YAB9 11,998 12,000,000 PRN   SOLE   12,000 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 31,520 167,276 SH   SOLE   167,230 0 46
COWEN INC CONVERTIBLE SECURITY 223622AB7 3,489 3,500,000 PRN   SOLE   3,500 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 8,959 81,729 SH   SOLE   81,680 0 49
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V309 91,294 81,663 SH   SOLE   81,533 0 130
CSG SYS INTL CONVERTIBLE SECURITY 126349AF6 12,053 11,000,000 PRN   SOLE   11,000 0 0
CSX CORPORATION COMMON STOCK 126408103 36,899 662,326 SH   SOLE   662,326 0 0
CTRIP.COM INTL LTD COMMON STOCK 22943F950 9,324 200,000 SH Put SOLE   200,000 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAF7 26,439 24,537,000 PRN   SOLE   24,537 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAH3 34,171 29,500,000 PRN   SOLE   29,500 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAM2 5,499 5,275,000 PRN   SOLE   5,275 0 0
CUMMINS INC COMMON STOCK 231021106 4,091 25,235 SH   SOLE   25,235 0 0
CVS HEALTH CORP COMMON STOCK 126650100 9,450 151,894 SH   SOLE   151,894 0 0
CYPRESS SEMICONDUCTOR CORP CONVERTIBLE SECURITY 232806AM1 28,210 20,100,000 PRN   SOLE   20,100 0 0
D R HORTON INC COMMON STOCK 23331A109 5,494 125,303 SH   SOLE   125,303 0 0
D R HORTON INC COMMON STOCK 23331A909 5,239 119,500 SH Call SOLE   119,500 0 0
DANAHER CORP COMMON STOCK 235851102 6,942 70,894 SH   SOLE   70,894 0 0
DANAHER CORP(COPA LYONS) CONVERTIBLE SECURITY 235851AF9 1,061 283,000 PRN   SOLE   283 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 3,491 40,945 SH   SOLE   40,945 0 0
DAVITA INC COMMON STOCK 23918K108 2,634 39,935 SH   SOLE   39,935 0 0
DEERE & CO COMMON STOCK 244199105 10,641 68,509 SH   SOLE   68,509 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 122,564 2,236,157 SH   SOLE   2,125,361 0 110,796
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3,881 122,068 SH   SOLE   122,068 0 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 880 60,000 SH   SOLE   60,000 0 0
DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 206 1,625 SH   SOLE   1,625 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 3,705 35,157 SH   SOLE   35,157 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 16,272 226,213 SH   SOLE   226,213 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAB5 43,867 45,456,000 PRN   SOLE   45,456 0 0
DISH NETWORK CORP CONVERTIBLE SECURITY 25470MAD1 22,725 25,750,000 PRN   SOLE   25,750 0 0
DISNEY WALT CO COMMON STOCK 254687106 91,228 908,274 SH   SOLE   886,523 0 21,751
DOLLAR GENERAL COMMON STOCK 256677105 4,326 46,232 SH   SOLE   46,232 0 0
DOLLAR TREE COMMON STOCK 256746108 12,300 129,605 SH   SOLE   129,605 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 2,525 37,437 SH   SOLE   37,437 0 0
DOMINION ENERGY INC CONVERTIBLE PREFERRED SECURITY 25746U836 6,816 146,852 SH   SOLE   146,852 0 0
DOWDUPONT INC COMMON STOCK 26078J100 81,934 1,286,041 SH   SOLE   1,246,858 0 39,183
DTE ENERGY CO CONVERTIBLE PREFERRED SECURITY 233331883 48,177 927,385 SH   SOLE   927,385 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 11,683 150,796 SH   SOLE   150,727 0 69
DXC TECHNOLOGY CO COMMON STOCK 23355L106 4,615 45,906 SH   SOLE   45,906 0 0
DYCOM INDS CONVERTIBLE SECURITY 267475AB7 29,962 23,653,000 PRN   SOLE   23,653 0 0
DYNEGY INC CONVERTIBLE PREFERRED SECURITY 26817R405 23,846 275,000 SH   SOLE   275,000 0 0
E TRADE GROUP COMMON STOCK 269246401 76,443 1,379,580 SH   SOLE   1,283,830 0 95,750
EATON CORP PLC COMMON STOCK G29183103 18,863 236,050 SH   SOLE   236,050 0 0
EBAY INC COMMON STOCK 278642103 5,247 130,379 SH   SOLE   130,379 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE SECURITY 27875TAA9 15,508 15,168,000 PRN   SOLE   15,168 0 0
EDISON INTL COMMON STOCK 281020107 3,494 54,877 SH   SOLE   54,877 0 0
EDWARDS LIFESCI COMMON STOCK 28176E108 13,103 93,911 SH   SOLE   93,911 0 0
ELECTRONICS FOR IMAGING INC CONVERTIBLE SECURITY 286082AC6 10,191 10,500,000 PRN   SOLE   10,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 18,203 235,272 SH   SOLE   235,272 0 0
ELLIE MAE INC COMMON STOCK 28849P100 28,146 306,132 SH   SOLE   272,498 0 33,634
EMERSON ELECTRIC CO COMMON STOCK 291011104 38,598 565,119 SH   SOLE   523,511 0 41,608
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 6,332 258,630 SH   SOLE   258,630 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 21,943 19,868,000 PRN   SOLE   19,868 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 33,085 314,281 SH   SOLE   314,281 0 0
EQUINIX INC COMMON STOCK 29444U700 3,559 8,510 SH   SOLE   8,510 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,477 40,189 SH   SOLE   40,189 0 0
ESTEE LAUDER COMPANIES COMMON STOCK 518439104 203 1,350 SH   SOLE   1,350 0 0
EURONET WORLDWIDE INC CONVERTIBLE SECURITY 298736AH2 7,092 5,998,000 PRN   SOLE   5,998 0 0
EVERBRIDGE INC CONVERTIBLE SECURITY 29978AAA2 12,633 10,000,000 PRN   SOLE   10,000 0 0
EVERCORE INC COMMON STOCK 29977A105 21,927 251,453 SH   SOLE   225,112 0 26,341
EXELON CORP COMMON STOCK 30161N101 30,377 778,697 SH   SOLE   778,697 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 7,574 109,631 SH   SOLE   109,631 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 117 10,150 SH   SOLE   10,150 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 112,580 1,508,912 SH   SOLE   1,507,079 0 1,833
F5 NETWORKSINC COMMON STOCK 315616102 3,505 24,232 SH   SOLE   24,232 0 0
FACEBOOK INC COMMON STOCK 30303M102 259,673 1,625,085 SH   SOLE   1,537,608 0 87,477
FACEBOOK INC COMMON STOCK 30303M902 9,636 60,300 SH Call SOLE   60,300 0 0
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 4,356 37,512 SH   SOLE   37,512 0 0
FEDEX CORP COMMON STOCK 31428X106 10,122 42,155 SH   SOLE   42,155 0 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 23,658 245,662 SH   SOLE   217,880 0 27,782
FIDELITY NL FIN-CONVRT TO CASH CONVERTIBLE SECURITY 31620RAE5 577 185,000 PRN   SOLE   185 0 0
FIFTH THIRD BK COMMON STOCK 316773100 4,596 144,745 SH   SOLE   144,745 0 0
FINISAR CORP COMMON STOCK 31787A907 7,905 500,000 SH Call SOLE   500,000 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 19,372 19,645,000 PRN   SOLE   19,645 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAP6 22,690 25,203,000 PRN   SOLE   25,203 0 0
FIREEYE SERIES A CONVERTIBLE SECURITY 31816QAB7 4,925 5,183,000 PRN   SOLE   5,183 0 0
FIREEYE SERIES B CONVERTIBLE SECURITY 31816QAD3 5,888 6,308,000 PRN   SOLE   6,308 0 0
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK 33616C100 46,570 502,856 SH   SOLE   466,441 0 36,415
FIRST SOLAR INC COMMON STOCK 336433107 39,107 550,952 SH   SOLE   507,163 0 43,789
FIRSTENERGY CORP COMMON STOCK 337932107 4,791 140,866 SH   SOLE   140,866 0 0
FISERV INC COMMON STOCK 337738108 9,605 134,690 SH   SOLE   134,690 0 0
FLIR SYSTEMS INC COMMON STOCK 302445101 4,187 83,710 SH   SOLE   83,710 0 0
FLOOR & DECOR HOLDINGS INC COMMON STOCK 339750101 5,721 109,758 SH   SOLE   109,758 0 0
FLUOR CORP COMMON STOCK 343412102 3,378 59,018 SH   SOLE   59,018 0 0
FOOT LOCKER INC COMMON STOCK 344849104 2,174 47,738 SH   SOLE   47,738 0 0
FORD MOTOR CO COMMON STOCK 345370860 15,172 1,369,256 SH   SOLE   1,369,256 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 6,027 6,000,000 PRN   SOLE   6,000 0 0
FORTUNE BRANDS HOME & SECURITY COMMON STOCK 34964C106 5,115 86,844 SH   SOLE   86,844 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 4,181 237,961 SH   SOLE   237,961 0 0
FRONTIER COMMUNICATIONS CORP CONVERTIBLE PREFERRED SECURITY 35906A207 1,716 150,000 SH   SOLE   150,000 0 0
GAMESTOP CORP COMMON STOCK 36467W109 1,724 136,595 SH   SOLE   136,595 0 0
GARMIN LTD COMMON STOCK H2906T109 3,332 56,535 SH   SOLE   56,535 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 7,903 35,772 SH   SOLE   35,772 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 38,545 2,859,400 SH   SOLE   2,859,186 0 214
GENERAL ELECTRIC CO COMMON STOCK 369604903 58,638 4,350,000 SH Call SOLE   4,350,000 0 0
GENERAL MILLS INC COMMON STOCK 370334104 3,195 70,896 SH   SOLE   70,896 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 21,208 583,596 SH   SOLE   583,596 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,667 88,470 SH   SOLE   88,470 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 24,203 321,033 SH   SOLE   321,033 0 0
GNC CORP CONVERTIBLE SECURITY 36191GAB3 2,877 4,000,000 PRN   SOLE   4,000 0 0
GOLAR LNG LTD CONVERTIBLE SECURITY 38046YAB7 5,142 5,000,000 PRN   SOLE   5,000 0 0
GOLDMAN SACHS COMMON STOCK 38141G104 71,652 284,490 SH   SOLE   284,461 0 29
GOLDMAN SACHS BDC INC CONVERTIBLE SECURITY 38147UAB3 5,107 5,000,000 PRN   SOLE   5,000 0 0
GOLDMAN SACHS GROUP COMMON STOCK 38141G904 85,734 340,400 SH Call SOLE   340,400 0 0
GREENBRIER COMPANIES INC CONVERTIBLE SECURITY 393657AK7 35,873 31,259,000 PRN   SOLE   31,259 0 0
GUIDEWIRE SOFTWARE CONVERTIBLE SECURITY 40171VAA8 47,168 48,014,000 PRN   SOLE   47,924 0 90
GULFMARK OFFSHORE INC COMMON STOCK 402629505 3,890 134,106 SH   SOLE   133,661 0 445
HALLIBURTON CO COMMON STOCK 406216101 59,600 1,269,702 SH   SOLE   1,209,649 0 60,053
HARRIS CORP COMMON STOCK 413875105 21,462 133,072 SH   SOLE   111,812 0 21,260
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 3,525 68,408 SH   SOLE   68,408 0 0
HDFC BANK LTD COMMON STOCK 40415F101 386 3,900 SH   SOLE   3,900 0 0
HELIX ENERGY SOLUTIONS GROUP CONVERTIBLE SECURITY 42330PAJ6 10,082 10,000,000 PRN   SOLE   10,000 0 0
HERBALIFE LTD CONVERTIBLE SECURITY 42703MAB9 18,216 15,000,000 PRN   SOLE   15,000 0 0
HESS CORP CONVERTIBLE PREFERRED SECURITY 42809H404 46,014 772,551 SH   SOLE   772,551 0 0
HEWLETT PACKARD ENTERPRISE CO COMMON STOCK 42824C109 3,333 189,990 SH   SOLE   189,990 0 0
HOME DEPOT COMMON STOCK 437076102 106,422 597,068 SH   SOLE   589,156 0 7,912
HONEYWELL INTL COMMON STOCK 438516106 56,895 393,707 SH   SOLE   393,646 0 61
HORIZON PHARMA PLC CONVERTIBLE SECURITY 44052TAB7 6,920 7,500,000 PRN   SOLE   7,500 0 0
HP INC COMMON STOCK 40434L105 5,823 265,612 SH   SOLE   265,612 0 0
HUMANA INC. COMMON STOCK 444859102 67,120 249,674 SH   SOLE   232,634 0 17,040
ICICI BANK LTD COMMON STOCK 45104G104 3,000 338,937 SH   SOLE   254,337 0 84,600
IDEXX LABORATORIES INC COMMON STOCK 45168D104 4,641 24,247 SH   SOLE   24,247 0 0
ILL TOOL WORKS INC COMMON STOCK 452308109 7,573 48,335 SH   SOLE   48,335 0 0
ILLUMINA INC COMMON STOCK 452327109 5,935 25,103 SH   SOLE   25,103 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AF6 58,556 52,869,000 PRN   SOLE   52,624 0 245
ILLUMINA INC CONVERTIBLE SECURITY 452327AH2 6,527 5,291,000 PRN   SOLE   5,291 0 0
IMMUNOMEDICS CONVERTIBLE SECURITY 452907AK4 7,324 2,500,000 PRN   SOLE   2,500 0 0
INCYTE GENOMICS INC COMMON STOCK 45337C102 1,921 23,047 SH   SOLE   23,047 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAB9 9,793 9,500,000 PRN   SOLE   9,500 0 0
INNOVIVA INC CONVERTIBLE SECURITY 88338TAB0 17,238 16,191,000 PRN   SOLE   16,191 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAB3 5,268 5,000,000 PRN   SOLE   5,000 0 0
INPHI CORP CONVERTIBLE SECURITY 45772FAC1 34,934 37,593,000 PRN   SOLE   37,593 0 0
INSMED INC CONVERTIBLE SECURITY 457669AA7 17,798 20,000,000 PRN   SOLE   20,000 0 0
INSULET CORP CONVERTIBLE SECURITY 45784PAF8 23,191 15,000,000 PRN   SOLE   15,000 0 0
INTEGRATED DEVICE TECHNOLOGY CONVERTIBLE SECURITY 458118AC0 11,285 10,034,000 PRN   SOLE   10,034 0 0
INTEL CORP COMMON STOCK 458140100 36,607 702,891 SH   SOLE   702,690 0 201
INTEL CORP CONVERTIBLE SECURITY 458140AF7 167,072 67,471,000 PRN   SOLE   67,471 0 0
INTERCEPT PHARMACEUTICALS CONVERTIBLE SECURITY 45845PAA6 4,038 5,000,000 PRN   SOLE   5,000 0 0
INTERCONTINENTAL EXCHANGE INC COMMON STOCK 45866F104 61,104 842,574 SH   SOLE   781,510 0 61,064
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 14,527 94,678 SH   SOLE   94,678 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE SECURITY 464337AJ3 23,343 23,600,000 PRN   SOLE   23,600 0 0
IQIYI INC. COMMON STOCK 46267X108 360 20,000 SH   SOLE   16,939 0 3,061
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE SECURITY 46333XAD0 22,652 19,103,000 PRN   SOLE   19,103 0 0
ISHARES CHINA LARGE CAP ETF COMMON STOCK 464287954 40,414 855,500 SH Put SOLE   855,500 0 0
ISHARES CORE MSCI EAFE COMMON STOCK 46432F842 2,307 35,004 SH   SOLE   10,821 0 24,183
ISHARES CORE MSCI EMERGING COMMON STOCK 46434G103 1,423 24,353 SH   SOLE   6,939 0 17,414
ISHARES DJ SELECT DVD COMMON STOCK 464287168 1,730 18,185 SH   SOLE   5,212 0 12,973
ISHARES IBOXX HY CORP BOND COMMON STOCK 464288513 11,016 128,625 SH   SOLE   128,625 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287905 347,146 4,982,000 SH Call SOLE   4,982,000 0 0
ISHARES MSCI EAFE ETF COMMON STOCK 464287955 122,846 1,763,000 SH Put SOLE   1,763,000 0 0
ISHARES MSCI EAFE INDEX FUND COMMON STOCK 464287465 29,384 421,690 SH   SOLE   421,690 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287904 95,344 1,974,800 SH Call SOLE   1,974,800 0 0
ISHARES MSCI EMERGING MARKET COMMON STOCK 464287954 114,472 2,371,000 SH Put SOLE   2,371,000 0 0
ISHARES MSCI EMERGING MKTS IND COMMON STOCK 464287234 11,210 232,175 SH   SOLE   232,175 0 0
ISHARES MSCI INDIA ETF COMMON STOCK 46429B598 717 21,000 SH   SOLE   21,000 0 0
ISHARES MSCI SOUTH AFERICA COMMON STOCK 464286900 7,454 108,500 SH Call SOLE   108,500 0 0
ISHARES NASDAQ BIOTECH INDX COMMON STOCK 464287556 17,807 166,820 SH   SOLE   166,820 0 0
ISHARES RUSSELL 2000 VALUE ETF COMMON STOCK 464287630 30,854 253,145 SH   SOLE   253,145 0 0
ISHARES S&P 500 INDEX FUND COMMON STOCK 464287200 8,028 30,251 SH   SOLE   3,325 0 26,926
ISHARES S&P MIDCAP 400 COMMON STOCK 464287507 1,893 10,090 SH   SOLE   2,619 0 7,471
ISHARES TR-2000 INDEX FD COMMON STOCK 464287655 17,724 116,735 SH   SOLE   116,735 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 6,671 427,600 SH   SOLE   315,857 0 111,743
J2 GLOBAL INC CONVERTIBLE SECURITY 48123VAC6 14,683 11,500,000 PRN   SOLE   11,500 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 3,443 58,195 SH   SOLE   58,195 0 0
JAZZ PHARMACEUTICLS $200K MIN CONVERTIBLE SECURITY 472145AB7 9,657 9,215,000 PRN   SOLE   9,215 0 0
JD.COM COMMON STOCK 47215P106 2,287 56,480 SH   SOLE   43,280 0 13,200
JNJ (ALZA CP) ZERO 7/20 CONVERTIBLE SECURITY 02261WAB5 792 447,000 PRN   SOLE   447 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 198,700 1,550,525 SH   SOLE   1,505,368 0 45,157
JOHNSON CONTROLS INTERNATIONAL COMMON STOCK G51502105 3,910 110,930 SH   SOLE   110,930 0 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 283 1,620 SH   SOLE   1,620 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 200,438 1,822,658 SH   SOLE   1,820,046 0 2,612
JUNIPER NETWORKS INC COMMON STOCK 48203R104 2,375 97,605 SH   SOLE   97,605 0 0
KELLOGG CO COMMON STOCK 487836108 2,660 40,903 SH   SOLE   40,903 0 0
KEYCORP COMMON STOCK 493267108 10,596 541,965 SH   SOLE   541,965 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 3,960 35,956 SH   SOLE   35,449 0 507
KINDER MORGAN INC COMMON STOCK 49456B101 3,633 241,235 SH   SOLE   241,235 0 0
KNOWLES CORPORATION CONVERTIBLE SECURITY 49926DAB5 15,706 15,105,000 PRN   SOLE   15,105 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 4,296 68,954 SH   SOLE   68,954 0 0
KROGER CO COMMON STOCK 501044101 6,924 289,216 SH   SOLE   289,216 0 0
LABORATORY CORP LYONS CONVERTIBLE SECURITY 50540RAG7 1,279 587,000 PRN   SOLE   587 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 54,833 338,994 SH   SOLE   309,472 0 29,522
LAM RESEARCH CORP COMMON STOCK 512807108 50,265 247,415 SH   SOLE   247,366 0 49
LAM RESEARCH CORP COMMON STOCK 512807908 5,079 25,000 SH Call SOLE   25,000 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AL2 6,409 1,897,000 PRN   SOLE   1,897 0 0
LAREDO PETROLEUM INC COMMON STOCK 516806106 120 13,675 SH   SOLE   13,675 0 0
LIBERTY MEDIA (FON) 4 CONVERTIBLE SECURITY 530715AG6 10,206 14,210,392 PRN   SOLE   14,175 0 35
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AF9 18,143 17,250,000 PRN   SOLE   17,250 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AE2 50,162 48,117,000 PRN   SOLE   48,117 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 60,463 52,725,000 PRN   SOLE   52,725 0 0
LIBERTY MEDIA(FON)3.75 CONVERTIBLE SECURITY 530715AL5 8,206 11,890,000 PRN   SOLE   11,890 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE SECURITY 53220KAD0 38,265 17,500,000 PRN   SOLE   17,500 0 0
LIVANOVA PLC COMMON STOCK G5509L101 2,611 29,500 SH   SOLE   29,500 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE SECURITY 538034AJ8 343 267,000 PRN   SOLE   267 0 0
LKQ CORP COMMON STOCK 501889208 3,992 105,168 SH   SOLE   105,168 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 35,696 105,630 SH   SOLE   105,606 0 24
LOWE'S COMPANIES COMMON STOCK 548661107 35,103 400,026 SH   SOLE   380,025 0 20,001
LUMENTUM HOLDINGS INC CONVERTIBLE SECURITY 55024UAB5 52,251 41,258,000 PRN   SOLE   41,258 0 0
LYONDELLBASELL INDUSTRIES COMMON STOCK N53745100 6,547 61,950 SH   SOLE   61,950 0 0
MACERICH COMPANY COMMON STOCK 554382101 3,752 66,969 SH   SOLE   66,969 0 0
MACQUARIE INFRASTRUCTURE CO CONVERTIBLE SECURITY 55608BAA3 1,372 1,380,000 PRN   SOLE   1,380 0 0
MACQUARIE INFRASTRUCTURE($2KMN CONVERTIBLE SECURITY 55608BAB1 861 964,000 PRN   SOLE   964 0 0
MACYS INC COMMON STOCK 55616P104 2,952 99,237 SH   SOLE   99,237 0 0
MAGELLAN MIDSTREAM PARTNERS COMMON STOCK 559080106 7,411 127,005 SH   SOLE   127,005 0 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 1,840 99,000 SH   SOLE   99,000 0 0
MARATHON PETROLEUM COMMON STOCK 56585A102 20,882 285,612 SH   SOLE   285,612 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 59,592 721,537 SH   SOLE   683,415 0 38,122
MASCO CORP COMMON STOCK 574599106 24,485 605,448 SH   SOLE   605,448 0 0
MASTERCARD INC COMMON STOCK 57636Q104 74,155 423,353 SH   SOLE   422,354 0 999
MASTERCARD INC COMMON STOCK 57636Q904 8,864 50,600 SH Call SOLE   50,600 0 0
MATCH GROUP INC COMMON STOCK 57665R956 31,997 720,000 SH Put SOLE   720,000 0 0
MCDONALD'S CORP COMMON STOCK 580135101 79,979 511,438 SH   SOLE   493,591 0 17,847
MCKESSON CORP COMMON STOCK 58155Q103 3,546 25,171 SH   SOLE   25,171 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AE5 8,706 7,500,000 PRN   SOLE   7,500 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AG0 14,867 15,250,000 PRN   SOLE   15,250 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 40,135 35,609,000 PRN   SOLE   35,609 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 27,528 343,153 SH   SOLE   343,153 0 0
MERCADOLIBRE INC CONVERTIBLE SECURITY 58733RAB8 28,106 10,000,000 PRN   SOLE   10,000 0 0
MERCK & CO COMMON STOCK 58933Y105 48,568 891,642 SH   SOLE   891,642 0 0
METLIFE INC COMMON STOCK 59156R108 25,370 552,830 SH   SOLE   552,697 0 133
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 38,165 1,089,802 SH   SOLE   998,537 0 91,265
MICROCHIP TECH (EMBED WARRANT) CONVERTIBLE SECURITY 595017AF1 122,737 102,500,000 PRN   SOLE   102,500 0 0
MICROCHIP TECH (EMBED WARRANT) CONVERTIBLE SECURITY 595017AH7 9,042 7,500,000 PRN   SOLE   7,500 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 18,412 201,530 SH   SOLE   185,099 0 16,431
MICROCHP TECH HYPER WARRANTS CONVERTIBLE SECURITY 595017AD6 35,675 20,000,000 PRN   SOLE   20,000 0 0
MICRON TECH CONVERTIBLE SECURITY 595112AY9 53,318 30,000,000 PRN   SOLE   30,000 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AU7 24,414 5,180,000 PRN   SOLE   5,180 0 0
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AV5 4,683 992,000 PRN   SOLE   992 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 7,817 149,913 SH   SOLE   149,913 0 0
MICRON TECHNOLOGY INC CONVERTIBLE SECURITY 595112AX1 129,601 25,000,000 PRN   SOLE   25,000 0 0
MICROSOFT CORP COMMON STOCK 594918104 288,331 3,159,096 SH   SOLE   3,050,501 0 108,595
MITSUBISHI UFJ FINANCIAL GROUP, INC COMMON STOCK 606822104 2,621 394,600 SH   SOLE   394,600 0 0
MOHAWK INDS INC COMMON STOCK 608190104 16,084 69,259 SH   SOLE   62,313 0 6,946
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 29,201 359,701 SH   SOLE   359,701 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 5,253 3,658,000 PRN   SOLE   3,658 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 20,139 10,000,000 PRN   SOLE   10,000 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 37,337 894,723 SH   SOLE   894,723 0 0
MONSANTO CO COMMON STOCK 61166W101 6,633 56,836 SH   SOLE   56,836 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 27,937 488,308 SH   SOLE   436,312 0 51,996
MORGAN STANLEY COMMON STOCK 617446448 56,638 1,049,628 SH   SOLE   1,049,628 0 0
MOSAIC CO COMMON STOCK 61945C103 2,010 82,744 SH   SOLE   82,744 0 0
NABORS INDUSTRIES LTD COMMON STOCK G6359F903 874 125,000 SH Call SOLE   125,000 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,963 80,477 SH   SOLE   80,477 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E908 4,372 125,000 SH Call SOLE   125,000 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAS7 7,718 7,500,000 PRN   SOLE   7,500 0 0
NCR CORP COMMON STOCK 62886E108 11,714 371,626 SH   SOLE   338,424 0 33,202
NETFLIX INC COMMON STOCK 64110L106 66,516 225,210 SH   SOLE   217,165 0 8,045
NEVRO CORPORATION CONVERTIBLE SECURITY 64157FAA1 16,546 14,435,000 PRN   SOLE   14,435 0 0
NEW ORIENTAL EDUCATION COMMON STOCK 647581107 10,257 117,020 SH   SOLE   101,220 0 15,800
NEW YORK CMTY TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 822 16,385 SH   SOLE   16,385 0 0
NEWELL BRANDS INC COMMON STOCK 651229106 447 17,525 SH   SOLE   17,525 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 4,972 127,245 SH   SOLE   127,245 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 15,556 95,239 SH   SOLE   95,167 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F846 55,066 756,135 SH   SOLE   756,135 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F820 77,271 1,340,113 SH   SOLE   1,336,663 0 3,450
NICE LTD CONVERTIBLE SECURITY 65366HAB9 46,501 37,241,000 PRN   SOLE   37,086 0 155
NIKE INC-B COMMON STOCK 654106103 23,459 353,080 SH   SOLE   353,080 0 0
NISOURCE INC COMMON STOCK 65473P105 4,352 182,005 SH   SOLE   182,005 0 0
NOBLE CORP PLC COMMON STOCK G65431101 90 24,000 SH   SOLE   24,000 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 2,328 76,821 SH   SOLE   76,821 0 0
NOKIA CP COMMON STOCK 654902204 8,315 1,520,000 SH   SOLE   1,520,000 0 0
NORFOLK SOTHN CORP COMMON STOCK 655844108 5,018 36,950 SH   SOLE   36,950 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 17,291 167,660 SH   SOLE   167,660 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 30,868 88,415 SH   SOLE   88,415 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 44,746 7,456,000 PRN   SOLE   7,456 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAK6 14,305 15,000,000 PRN   SOLE   15,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE SECURITY 67020YAG5 98 95,000 PRN   SOLE   95 0 0
NUCOR CORP COMMON STOCK 670346105 9,398 153,825 SH   SOLE   153,825 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AG0 40,519 36,690,000 PRN   SOLE   36,690 0 0
NVIDIA CORP COMMON STOCK 67066G104 44,575 192,473 SH   SOLE   192,473 0 0
NXP SEMICONDUCT NV CONVERTIBLE SECURITY 62952QAB6 23,232 18,790,000 PRN   SOLE   18,790 0 0
OASIS PETROLEUM INC CONVERTIBLE SECURITY 674215AJ7 5,167 5,000,000 PRN   SOLE   5,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 5,978 92,022 SH   SOLE   92,022 0 0
OCEAN RIG UDW INC COMMON STOCK G66964118 3,297 130,654 SH   SOLE   130,654 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AK1 58,367 41,017,000 PRN   SOLE   41,017 0 0
ORACLE CORP COMMON STOCK 68389X105 38,258 836,238 SH   SOLE   777,076 0 59,162
OSI SYSTEMS INC CONVERTIBLE SECURITY 671044AD7 25,972 28,531,000 PRN   SOLE   28,531 0 0
P G & E CORP COMMON STOCK 69331C108 2,895 65,884 SH   SOLE   65,884 0 0
PACCAR INC COMMON STOCK 693718108 16,250 245,570 SH   SOLE   245,570 0 0
PACIRA PHARMACEUTICALS INC CONVERTIBLE SECURITY 695127AD2 28,560 31,143,000 PRN   SOLE   31,143 0 0
PALO ALTO NETWORKS CONVERTIBLE SECURITY 697435AB1 24,130 14,631,000 PRN   SOLE   14,631 0 0
PANDORA MEDIA INC CONVERTIBLE SECURITY 698354AB3 6,865 7,500,000 PRN   SOLE   7,500 0 0
PATTERSON COS INC COMMON STOCK 703395103 1,656 74,490 SH   SOLE   74,490 0 0
PAYCOM SOFTWARE INC COMMON STOCK 70432V102 11,963 111,395 SH   SOLE   95,394 0 16,001
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 9,558 125,968 SH   SOLE   125,968 0 0
PDC ENERGY INC CONVERTIBLE SECURITY 69327RAD3 15,459 15,842,000 PRN   SOLE   15,842 0 0
PENTAIR PLC COMMON STOCK G7S00T104 5,693 83,560 SH   SOLE   83,560 0 0
PEPSICO INC COMMON STOCK 713448108 61,159 560,313 SH   SOLE   560,234 0 79
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 6,386 451,575 SH   SOLE   334,469 0 117,106
PFIZER INC COMMON STOCK 717081103 71,473 2,013,878 SH   SOLE   2,013,749 0 129
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 82,313 828,098 SH   SOLE   791,485 0 36,613
PHILLIPS 66 COMMON STOCK 718546104 3,730 38,882 SH   SOLE   38,882 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 15,907 92,596 SH   SOLE   91,896 0 700
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787907 14,774 86,000 SH Call SOLE   86,000 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 31,838 210,509 SH   SOLE   210,457 0 52
POWERSHARES QQQ NASDAQ 100 COMMON STOCK 73935A954 17,855 111,500 SH Put SOLE   111,500 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 4,214 37,756 SH   SOLE   37,756 0 0
PRAXAIR INC COMMON STOCK 74005P104 5,970 41,370 SH   SOLE   41,370 0 0
PRETIUM RESOURCES INC CONVERTIBLE SECURITY 74139CAB8 2,559 3,000,000 PRN   SOLE   3,000 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 69,411 875,516 SH   SOLE   875,427 0 89
PROGRESSIVE CORP OHIO COMMON STOCK 743315103 308 5,050 SH   SOLE   5,050 0 0
PROLOGIS INC COMMON STOCK 74340W103 3,809 60,457 SH   SOLE   60,457 0 0
PROOFPOINT CONVERTIBLE SECURITY 743424AD5 39,706 27,037,000 PRN   SOLE   27,037 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 282 275,000 PRN   SOLE   275 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAQ5 2,009 2,000,000 PRN   SOLE   2,000 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 27,700 267,497 SH   SOLE   267,497 0 0
PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK 744573106 3,311 65,889 SH   SOLE   65,889 0 0
PULTEGROUP INC COMMON STOCK 745867101 203 6,850 SH   SOLE   6,850 0 0
PVH CORP COMMON STOCK 693656100 13,569 89,605 SH   SOLE   89,605 0 0
QUALCOMM INC COMMON STOCK 747525103 11,081 199,971 SH   SOLE   199,971 0 0
QUEST DIAGNOSTC COMMON STOCK 74834L100 3,873 38,605 SH   SOLE   38,605 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 8,722 5,000,000 PRN   SOLE   5,000 0 0
RADIAN GROUP INC COMMON STOCK 750236101 34,258 1,799,234 SH   SOLE   1,653,041 0 146,193
RADIUS HEALTH CONVERTIBLE SECURITY 750469AA6 5,115 5,000,000 PRN   SOLE   5,000 0 0
RAMBUS INC CONVERTIBLE SECURITY 750917AE6 11,401 10,000,000 PRN   SOLE   10,000 0 0
RAYTHEON CO COMMON STOCK 755111507 33,990 157,490 SH   SOLE   138,856 0 18,634
REALPAGE INC COMMON STOCK 75606N109 12,682 246,252 SH   SOLE   213,305 0 32,947
REALTY INCOME CORP COMMON STOCK 756109104 2,287 44,193 SH   SOLE   44,193 0 0
RED HAT INC COMMON STOCK 756577102 6,485 43,374 SH   SOLE   43,374 0 0
RED HAT INC COMMON STOCK 756577902 26,987 180,500 SH Call SOLE   180,500 0 0
RED HAT INC CONVERTIBLE SECURITY 756577AD4 34,305 16,919,000 PRN   SOLE   16,919 0 0
REDWOOD TRUST INC CONVERTIBLE SECURITY 758075AC9 4,855 5,000,000 PRN   SOLE   5,000 0 0
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 5,918 17,183 SH   SOLE   17,183 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 5,219 280,842 SH   SOLE   280,842 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE SECURITY 75972AAC7 10,196 7,500,000 PRN   SOLE   7,500 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 6,524 48,379 SH   SOLE   48,379 0 0
ROSS STORES INC COMMON STOCK 778296103 3,956 50,728 SH   SOLE   50,728 0 0
ROVI CORP CONVERTIBLE SECURITY 779376AD4 25,577 26,430,000 PRN   SOLE   26,430 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 19,827 168,396 SH   SOLE   168,396 0 0
ROYAL GOLD CONVERTIBLE SECURITY 780287AA6 50,789 47,980,000 PRN   SOLE   47,013 0 967
RPM INTL INC CONVERTIBLE SECURITY 749685AT0 954 845,000 PRN   SOLE   845 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAB3 25,550 24,256,000 PRN   SOLE   24,256 0 0
S&P GLOBAL INC COMMON STOCK 78409V104 18,111 94,790 SH   SOLE   93,590 0 1,200
SALESFORCE.COM INC COMMON STOCK 79466L302 27,908 239,962 SH   SOLE   214,987 0 24,975
SCHLUMBERGER LTD COMMON STOCK 806857108 71,789 1,108,192 SH   SOLE   1,046,406 0 61,786
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 10,088 193,173 SH   SOLE   193,173 0 0
SCHWAB US LARGE-CAP ETF COMMON STOCK 808524201 784 12,428 SH   SOLE   0 0 12,428
SCHWAB US MID CAP ETF COMMON STOCK 808524508 408 7,704 SH   SOLE   0 0 7,704
SCHWAB US SMALL CAP ETF COMMON STOCK 808524607 267 3,853 SH   SOLE   0 0 3,853
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 81170YAB5 3,886 4,000,000 PRN   SOLE   4,000 0 0
SEMPRA ENERGY CONVERTIBLE PREFERRED SECURITY 816851406 15,356 150,000 SH   SOLE   150,000 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 69,426 30,868,000 PRN   SOLE   30,868 0 0
SHERWIN WILLIAM COMMON STOCK 824348106 320 815 SH   SOLE   815 0 0
SHUTTERFLY INC CONVERTIBLE SECURITY 82568PAB2 17,712 14,000,000 PRN   SOLE   14,000 0 0
SILICON LABORATORIES INC CONVERTIBLE SECURITY 826919AB8 62,607 54,098,000 PRN   SOLE   54,018 0 80
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 7,487 48,505 SH   SOLE   48,505 0 0
SINA CORP CONVERTIBLE SECURITY 82922RAD5 10,998 10,000,000 PRN   SOLE   10,000 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 2,540 25,329 SH   SOLE   25,329 0 0
SLM CORP COMMON STOCK 78442P106 38,364 3,422,263 SH   SOLE   3,099,052 0 323,211
SM ENERGY CO CONVERTIBLE SECURITY 78454LAM2 17,167 18,152,000 PRN   SOLE   18,152 0 0
SOLARCITY CONVERTIBLE SECURITY 83416TAC4 2,747 3,000,000 PRN   SOLE   3,000 0 0
SONY CORP COMMON STOCK 835699907 25,621 530,000 SH Call SOLE   530,000 0 0
SOUTHWEST AIRLINES COMMON STOCK 844741108 7,611 132,870 SH   SOLE   132,870 0 0
SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 4,553 1,051,465 SH   SOLE   1,051,465 0 0
SPDR BARCLAYS CAPITAL HIGH COMMON STOCK 78464A417 27,635 770,825 SH   SOLE   770,825 0 0
SPDR S&P 500 ETF COMMON STOCK 78462F953 256,572 975,000 SH Put SOLE   975,000 0 0
SPDR TRUST SERIES 1 COMMON STOCK 78462F103 124,691 473,837 SH   SOLE   473,837 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK 84756N109 7,177 213,320 SH   SOLE   213,320 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAB8 1,209 1,189,000 PRN   SOLE   1,189 0 0
SQUARE INC CONVERTIBLE SECURITY 852234AB9 58,033 26,310,000 PRN   SOLE   26,310 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502887 33,244 288,512 SH   SOLE   288,512 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502901 28,342 185,000 SH Call SOLE   185,000 0 0
STARBUCKS CORP COMMON STOCK 855244109 59,690 1,031,079 SH   SOLE   978,460 0 52,619
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAB1 15,045 13,976,000 PRN   SOLE   13,976 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAH8 15,785 15,643,000 PRN   SOLE   15,643 0 0
STATE STREET CORP COMMON STOCK 857477103 4,928 49,405 SH   SOLE   49,405 0 0
STORAGE PROPERTIES COMMON STOCK 74460D109 3,269 16,309 SH   SOLE   16,309 0 0
STRYKER CORP COMMON STOCK 863667101 26,096 162,162 SH   SOLE   162,162 0 0
SUNPOWER CORP CONVERTIBLE SECURITY 867652AL3 8,007 10,000,000 PRN   SOLE   10,000 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 4,665 68,555 SH   SOLE   68,555 0 0
SYMANTEC CORP COMMON STOCK 871503108 2,412 93,286 SH   SOLE   93,286 0 0
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 8,174 243,775 SH   SOLE   243,775 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C501 202 4,030 SH   SOLE   4,030 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 7,777 177,700 SH   SOLE   177,700 0 0
TAIWAN SEMICONDUCTOR COMMON STOCK 874039900 19,692 450,000 SH Call SOLE   450,000 0 0
TAL EDUCATION GROUP CONVERTIBLE SECURITY 874080AB0 44,755 5,250,000 PRN   SOLE   5,250 0 0
TAPESTRY INC COMMON STOCK 876030107 5,761 109,489 SH   SOLE   109,489 0 0
TARGA RESOURCES CORP COMMON STOCK 87612G101 3,195 72,605 SH   SOLE   72,605 0 0
TARGET CORP COMMON STOCK 87612E106 6,176 88,944 SH   SOLE   88,944 0 0
TCP CAPITAL CORP CONVERTIBLE SECURITY 87238QAD5 10,122 10,000,000 PRN   SOLE   10,000 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 6,092 60,977 SH   SOLE   60,977 0 0
TERADYNE INC CONVERTIBLE SECURITY 880770AG7 24,378 15,938,000 PRN   SOLE   15,938 0 0
TESLA INC COMMON STOCK 88160R101 18,532 69,633 SH   SOLE   57,352 0 12,281
TESLA INC COMMON STOCK 88160R951 5,190 19,500 SH Put SOLE   19,500 0 0
TESLA INC CONVERTIBLE SECURITY 88160RAD3 42,988 41,320,000 PRN   SOLE   41,320 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 153,932 155,608,000 PRN   SOLE   155,498 0 110
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 6,566 63,194 SH   SOLE   63,122 0 72
THE HOME DEPOT INC COMMON STOCK 437076902 22,548 126,500 SH Call SOLE   126,500 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AS5 130,738 81,393,000 PRN   SOLE   81,393 0 0
THE PRICELINE GROUP INC CONVERTIBLE SECURITY 741503AX4 10,055 8,040,000 PRN   SOLE   7,887 0 153
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 30,127 145,919 SH   SOLE   145,919 0 0
TIME WARNER INC COMMON STOCK 887317303 9,115 96,365 SH   SOLE   96,365 0 0
TIMKENSTEEL CORP CONVERTIBLE SECURITY 887399AA1 7,429 5,000,000 PRN   SOLE   5,000 0 0
TJX COMPANIES INC COMMON STOCK 872540109 14,065 172,439 SH   SOLE   172,439 0 0
TOPBUILD COMMON STOCK 89055F103 3,826 49,999 SH   SOLE   49,999 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 21,736 251,973 SH   SOLE   222,667 0 29,306
TRANSDIGM GROUP INC COMMON STOCK 893641100 4,662 15,187 SH   SOLE   15,187 0 0
TRANSUNION COMMON STOCK 89400J107 20,120 354,347 SH   SOLE   305,899 0 48,448
TRAVELERS COMPANIES INC COMMON STOCK 89417E109 4,331 31,185 SH   SOLE   31,185 0 0
TRINITY INDUSTRIES INC CONVERTIBLE SECURITY 896522AF6 30,639 22,500,000 PRN   SOLE   22,500 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 16,779 10,000,000 PRN   SOLE   10,000 0 0
TUTOR PERINI CORP CONVERTIBLE SECURITY 901109AD0 26,152 24,841,000 PRN   SOLE   24,841 0 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK 90130A101 8,378 228,325 SH   SOLE   228,325 0 0
TWITTER INC CONVERTIBLE SECURITY 90184LAD4 9,461 10,120,000 PRN   SOLE   10,120 0 0
UBS GROUP AG COMMON STOCK H42097107 19,833 1,123,000 SH   SOLE   1,123,000 0 0
UDR INC COMMON STOCK 902653104 2,614 73,368 SH   SOLE   73,368 0 0
ULTA SALON COSMETICS COMMON STOCK 90384S303 48,669 238,257 SH   SOLE   220,540 0 17,717
UNION PACIFIC CORP COMMON STOCK 907818108 55,152 410,265 SH   SOLE   410,265 0 0
UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047109 40,154 577,998 SH   SOLE   533,278 0 44,720
UNITED PARCEL SERVICE COMMON STOCK 911312106 20,127 192,305 SH   SOLE   192,305 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909108 210 5,955 SH   SOLE   5,955 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 12,195 96,920 SH   SOLE   96,920 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 110,470 516,213 SH   SOLE   516,000 0 213
UNUMPROVIDENT CORP COMMON STOCK 91529Y106 203 4,260 SH   SOLE   4,260 0 0
US BANCORP COMMON STOCK 902973304 343 6,780 SH   SOLE   6,780 0 0
VALE SA COMMON STOCK 91912E105 5,003 393,286 SH   SOLE   316,980 0 76,306
VALE SA COMMON STOCK 91912E905 4,293 337,500 SH Call SOLE   337,500 0 0
VALERO ENERGY COMMON STOCK 91913Y100 5,384 58,030 SH   SOLE   58,030 0 0
VANGUARD FTSE EUROPE COMMON STOCK 922042874 22,708 390,500 SH   SOLE   390,500 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 4,880 39,783 SH   SOLE   39,783 0 0
VEECO INSTRUMENTS INC. CONVERTIBLE SECURITY 922417AD2 18,336 20,116,000 PRN   SOLE   20,116 0 0
VERIZON COMM COMMON STOCK 92343V104 55,021 1,150,579 SH   SOLE   1,150,579 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 4,906 30,100 SH   SOLE   30,100 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 46612JAF8 10,183 10,000,000 PRN   SOLE   10,000 0 0
VIAVI SOLUTIONS INC CONVERTIBLE SECURITY 925550AB1 20,437 20,167,000 PRN   SOLE   20,167 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W903 12,465 750,000 SH Call SOLE   750,000 0 0
VIPSHOP HOLDINGS LTD COMMON STOCK 92763W953 1,662 100,000 SH Put SOLE   100,000 0 0
VIPSHOP HOLDINGS LTD CONVERTIBLE SECURITY 92763WAA1 36,927 34,238,000 PRN   SOLE   32,528 0 1,710
VIRTUS INVESTMENT PARTNERS CONVERTIBLE PREFERRED SECURITY 92828Q208 15,067 140,000 SH   SOLE   140,000 0 0
VISA INC COMMON STOCK 92826C839 121,972 1,019,658 SH   SOLE   980,639 0 39,019
VISA INC COMMON STOCK 92826C909 12,082 101,000 SH Call SOLE   101,000 0 0
VORNADO REALTY TRUST COMMON STOCK 929042109 1,338 19,868 SH   SOLE   19,868 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 16,013 244,577 SH   SOLE   244,577 0 0
WALMART INC COMMON STOCK 931142103 54,619 613,895 SH   SOLE   611,469 0 2,426
WASTE CONNECTIONS INC COMMON STOCK 94106B101 19,330 269,442 SH   SOLE   233,275 0 36,167
WAYFAIR CONVERTIBLE SECURITY 94419LAA9 14,249 15,000,000 PRN   SOLE   15,000 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746101 50,041 954,780 SH   SOLE   954,780 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746951 8,821 168,300 SH Put SOLE   168,300 0 0
WELLS FARGO & COMPANY(WACHOVIA CONVERTIBLE PREFERRED SECURITY 949746804 68,570 53,155 SH   SOLE   53,155 0 0
WELLTOWER INC COMMON STOCK 95040Q104 7,943 145,913 SH   SOLE   145,913 0 0
WELLTOWER INC CONVERTIBLE PREFERRED SECURITY 95040Q203 26,204 470,949 SH   SOLE   470,949 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 4,467 48,411 SH   SOLE   48,411 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 3,746 107,003 SH   SOLE   107,003 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 11,703 76,432 SH   SOLE   76,432 0 0
WHITING PETROLEUM CORP CONVERTIBLE SECURITY 966387AL6 10,893 11,560,000 PRN   SOLE   11,560 0 0
WILLIAMS CO. COMMON STOCK 969457100 2,423 97,464 SH   SOLE   97,464 0 0
WORKDAY INC COMMON STOCK 98138H101 29,714 233,763 SH   SOLE   210,725 0 23,038
WORKDAY INC - TRANCHE 1 CONVERTIBLE SECURITY 98138HAC5 58,094 37,839,000 PRN   SOLE   37,839 0 0
WORKDAY INC - TRANCHE 2 CONVERTIBLE SECURITY 98138HAD3 12,360 7,564,000 PRN   SOLE   7,564 0 0
WPX ENERGY CONVERTIBLE PREFERRED SECURITY 98212B202 25,518 406,459 SH   SOLE   406,459 0 0
WRIGHT MEDICAL CONVERTIBLE SECURITY 98235TAE7 9,993 10,000,000 PRN   SOLE   10,000 0 0
WRIGHT MEDICAL GROUP NV CONVERTIBLE SECURITY 98236JAB4 8,528 7,500,000 PRN   SOLE   7,500 0 0
WW GRAINGER INC COMMON STOCK 384802104 4,611 16,332 SH   SOLE   16,332 0 0
XILINX INC COMMON STOCK 983919101 26,975 373,407 SH   SOLE   342,238 0 31,169
XYLEM INC COMMON STOCK 98419M100 6,558 85,257 SH   SOLE   85,257 0 0
YANDEX NV COMMON STOCK N97284108 8,818 223,507 SH   SOLE   187,720 0 35,787
YELP INC COMMON STOCK 985817105 835 20,000 SH   SOLE   20,000 0 0
ZENDESK INC COMMON STOCK 98936J101 26,506 553,690 SH   SOLE   491,078 0 62,612
ZILLOW GROUP INC CONVERTIBLE SECURITY 98954MAB7 10,332 8,500,000 PRN   SOLE   8,500 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 3,298 30,237 SH   SOLE   30,237 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 25,416 481,995 SH   SOLE   429,000 0 52,995