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 9,108 55,219 SH   SOLE   55,219 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 8,048 173,704 SH   SOLE   173,704 0 0
ABBVIE COMMON STOCK 00287Y109 14,171 242,082 SH   SOLE   242,082 0 136
ACADIA HEALTHCARE COMMON STOCK 00404A109 36,385 508,174 SH   SOLE   507,956 0 0
ACCENTURE PLC COMMON STOCK G1151C101 67,582 721,336 SH   SOLE   720,236 0 0
ACE LIMITED COMMON STOCK H0023R105 3,252 29,169 SH   SOLE   29,169 0 0
ACORDA THERAPEUTICS INC CONVERTIBLE SECURITY 00484MAA4 36,473 35,741,000 PRN   SOLE   35,433 0 0
ACTAVIS INC CONVERTIBLE PREFERRED SECURITY G0083B116 222,585 219,946 SH   SOLE   219,226 0 0
ACTAVIS PLC COMMON STOCK G0083B108 15,223 51,150 SH   SOLE   51,150 0 0
AES CORP COMMON STOCK 00130H105 1,357 105,609 SH   SOLE   105,609 0 0
AETNA INC COMMON STOCK 00817Y108 6,642 62,344 SH   SOLE   62,344 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 513 2,387 SH   SOLE   2,387 0 695
AFLAC INC COMMON STOCK 001055102 2,382 37,215 SH   SOLE   37,215 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 16,637 400,402 SH   SOLE   359,173 0 808
AIR LEASE CONVERTIBLE SECURITY 00912XAK0 27,049 18,689,000 PRN   SOLE   18,689 0 166
AIR METHODS CORP COMMON STOCK 009128307 5,832 125,170 SH   SOLE   125,170 0 1,935
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 4,260 28,162 SH   SOLE   28,162 0 0
AIRGAS INC COMMON STOCK 009363102 694 6,537 SH   SOLE   6,537 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 2,858 40,232 SH   SOLE   40,232 0 0
ALASKA AIRGROUP INC COMMON STOCK 011659109 261 3,940 SH   SOLE   3,940 0 0
ALBEMARLE CORP COMMON STOCK 012653101 236 4,475 SH   SOLE   4,475 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 3,661 21,123 SH   SOLE   21,123 0 252
ALIGN TECH INC COMMON STOCK 016255101 446 8,290 SH   SOLE   8,290 0 222
ALKERMES PLC COMMON STOCK G01767105 551 9,035 SH   SOLE   9,035 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 755 25,145 SH   SOLE   25,145 0 331
ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK 01988P108 376 31,400 SH   SOLE   31,400 0 0
ALLSCRIPTS HEALTHCARE SOLUTION CONVERTIBLE SECURITY 01988PAD0 4,913 5,000,000 PRN   SOLE   5,000 0 0
ALLSTATE CORP COMMON STOCK 020002101 33,660 472,949 SH   SOLE   472,949 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 13,931 278,510 SH   SOLE   278,510 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE SECURITY 00163UAA4 20,703 10,000,000 PRN   SOLE   10,000 0 0
AMAZON.COM INC COMMON STOCK 023135106 95,844 257,576 SH   SOLE   257,503 0 939
AMC NETWORKS INC COMMON STOCK 00164V103 7,062 92,150 SH   SOLE   92,150 0 0
AMDOCS LTD COMMON STOCK G02602103 258 4,750 SH   SOLE   4,750 0 5,735
AMER ELECTRIC POWER INC COMMON STOCK 025537101 4,067 72,294 SH   SOLE   72,294 0 0
AMER EXPRESS CO. COMMON STOCK 025816109 28,475 364,499 SH   SOLE   364,499 0 0
AMER FINL GROUP COMMON STOCK 025932104 335 5,225 SH   SOLE   5,225 0 0
AMER INTL GROUP COMMON STOCK 026874784 67,351 1,229,256 SH   SOLE   1,229,256 0 0
AMER INTL GRP COMMON STOCK 026874904 2,438 2,445 SH Call SOLE   2,445 0 0
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X308 83,198 804,626 SH   SOLE   798,891 0 518
AMERICA MOVIL SA COMMON STOCK 02364W105 3,826 187,000 SH   SOLE   187,000 0 0
AMERICAN HOMES 4 RNET COMMON STOCK 02665T306 323 19,510 SH   SOLE   19,510 0 920
AMERICAN TOWER REIT INC COMMON STOCK 03027X100 3,835 40,734 SH   SOLE   40,734 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 4,251 32,489 SH   SOLE   32,489 0 0
AMGEN INC COMMON STOCK 031162100 14,892 93,163 SH   SOLE   93,163 0 174
AMPHENOL CORP COMMON STOCK 032095101 2,371 40,232 SH   SOLE   40,232 0 0
AMSURG CORP COMMON STOCK 03232P405 8,427 136,975 SH   SOLE   136,975 0 0
AMSURG CORP CONVERTIBLE PREFERRED SECURITY 03232P504 25,253 202,850 SH   SOLE   201,052 0 0
AMTRUST FIN SVCS CONVERTIBLE SECURITY 032359AG6 4,381 4,821,000 PRN   SOLE   4,821 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 35,060 423,374 SH   SOLE   422,474 0 0
ANTERO RESOURCES COMMON STOCK 03674X106 15,413 436,376 SH   SOLE   436,162 0 102
ANTHEM INC COMMON STOCK 036752103 9,424 61,033 SH   SOLE   61,033 0 0
AON PLC COMMON STOCK G0408V102 317 3,295 SH   SOLE   3,295 0 0
APACHE CORP COMMON STOCK 037411105 1,487 24,643 SH   SOLE   24,643 0 0
APPLE INC COMMON STOCK 037833900 2,236 2,042 SH Call SOLE   2,042 0 447
APPLE INC COMMON STOCK 037833100 789,473 6,344,717 SH   SOLE   6,327,014 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 76,613 3,395,950 SH   SOLE   3,394,861 0 648
APTARGROUP INC COMMON STOCK 038336103 238 3,745 SH   SOLE   3,745 0 0
ARAMARK COMMON STOCK 03852U106 3,783 119,617 SH   SOLE   119,617 0 0
ARCHER DANIELS MIDLAND COMMON STOCK 039483102 5,650 119,188 SH   SOLE   119,188 0 165
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAD5 388 373,000 PRN   SOLE   373 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAM5 3,333 3,200,000 PRN   SOLE   3,200 0 1,800
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAB9 57,016 55,026,000 PRN   SOLE   54,106 0 247
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 66,963 64,046,000 PRN   SOLE   63,853 0 0
ARRIS GROUP INC COMMON STOCK 04270V106 8,071 279,325 SH   SOLE   279,325 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 69,132 1,478,764 SH   SOLE   1,476,429 0 113
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 340 7,190 SH   SOLE   7,190 0 0
AT&T INC COMMON STOCK 00206R102 42,039 1,287,557 SH   SOLE   1,287,557 0 0
AUTOLIV INC COMMON STOCK 052800109 4,027 34,195 SH   SOLE   28,901 0 0
AUTOZONE INC COMMON STOCK 053332102 2,699 3,957 SH   SOLE   3,957 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 3,193 25,145 SH   SOLE   25,145 0 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2,330 13,370 SH   SOLE   13,370 0 0
AVERY DENNISON COMMON STOCK 053611109 241 4,550 SH   SOLE   4,550 0 0
B/E AEROSPACE INC COMMON STOCK 073302101 30,076 472,751 SH   SOLE   472,590 0 769
B2GOLD CORPORATION CONVERTIBLE SECURITY 11777QAB6 3,486 4,000,000 PRN   SOLE   4,000 0 950
BAIDU INC COMMON STOCK 056752108 52,184 250,405 SH   SOLE   249,645 0 0
BAKER HUGHES COMMON STOCK 057224107 3,101 48,781 SH   SOLE   48,781 0 0
BANK OF AMER CP COMMON STOCK 060505104 27,576 1,791,792 SH   SOLE   1,791,792 0 0
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 46,735 40,393 SH   SOLE   39,891 0 0
BANK OF HAWAII COMMON STOCK 062540109 339 5,540 SH   SOLE   5,540 0 760
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 10,811 268,652 SH   SOLE   268,652 0 0
BARCLAY/ISHARES FUNDS COMMON STOCK 464286953 2,439 10,815 SH Put SOLE   10,815 0 0
BARD (C.R.) INC COMMON STOCK 067383109 8,038 48,030 SH   SOLE   47,550 0 194
BAXTER INTL INC COMMON STOCK 071813109 4,451 64,975 SH   SOLE   64,975 0 0
BB&T CORPORATION COMMON STOCK 054937107 3,592 92,132 SH   SOLE   92,132 0 69
BED BATH & BEYOND INC COMMON STOCK 075896100 253 3,300 SH   SOLE   3,300 0 0
BELMOND LTD COMMON STOCK G1154H107 609 49,625 SH   SOLE   49,625 0 0
BERKSHIRE HTH COMMON STOCK 084670702 33,840 234,478 SH   SOLE   234,478 0 0
BERRY PLASTICS HOLDING CORP COMMON STOCK 08579W103 18,529 511,989 SH   SOLE   468,328 0 0
BIG LOTS INC COMMON STOCK 089302103 245 5,100 SH   SOLE   5,100 0 0
BIOGEN IDEC INC COMMON STOCK 09062X903 3,383 1,183 SH Call SOLE   1,183 0 0
BIOGEN INC COMMON STOCK 09062X103 88,542 209,696 SH   SOLE   209,650 0 202
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 12,322 8,346,000 PRN   SOLE   8,124 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 48,374 31,956,000 PRN   SOLE   31,808 0 646
BLACKROCK INC COMMON STOCK 09247X101 5,195 14,199 SH   SOLE   14,199 0 0
BLACKSTONE GROUP LP COMMON STOCK 09253U108 70,938 1,824,078 SH   SOLE   1,824,078 0 0
BLOOMIN' BRANDS COMMON STOCK 094235108 24,651 1,013,196 SH   SOLE   1,012,732 0 324
BLUCORA INC CONVERTIBLE SECURITY 095229AB6 2,812 3,000,000 PRN   SOLE   3,000 0 0
BOEING CO COMMON STOCK 097023105 88,926 592,521 SH   SOLE   592,347 0 239
BONANZA CREEK ENERGY INC COMMON STOCK 097793103 290 11,755 SH   SOLE   11,755 0 0
BOOZ ALLEN HAMILTON COMMON STOCK 099502106 37,376 1,291,511 SH   SOLE   1,290,816 0 0
BOSTON PROPERTIES INC COMMON STOCK 101121101 225 1,600 SH   SOLE   1,600 0 0
BOTTOMLINE TECH CONVERTIBLE SECURITY 101388AA4 8,568 7,750,000 PRN   SOLE   7,750 0 0
BP PLC COMMON STOCK 055622104 31,288 800,000 SH   SOLE   800,000 0 422
BRINKER INTL COMMON STOCK 109641100 4,596 74,665 SH   SOLE   74,665 0 0
BRISTOL MYERS SQUIBB COMMON STOCK 110122108 10,570 163,878 SH   SOLE   163,878 0 5,555
BROADCOM CORP COMMON STOCK 111320107 20,515 473,841 SH   SOLE   473,841 0 0
BROADSOFT INC CONVERTIBLE SECURITY 11133BAB8 8,024 7,500,000 PRN   SOLE   7,500 0 0
BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621306 236 19,890 SH   SOLE   19,890 0 0
BROOKDALE SENIOR LIVING INC CONVERTIBLE SECURITY 112463AA2 13,247 9,500,000 PRN   SOLE   9,500 0 0
BROWN & BROWN INC COMMON STOCK 115236101 338 10,205 SH   SOLE   10,205 0 0
BRUNSWICK CORPORATION COMMON STOCK 117043109 9,221 179,215 SH   SOLE   158,626 0 136
CALIX INC COMMON STOCK 13100M509 571 68,100 SH   SOLE   68,100 0 0
CAMERON INTL CORP COMMON STOCK 13342B105 5,402 119,726 SH   SOLE   119,217 0 0
CANADIAN SOLAR INC CONVERTIBLE SECURITY 136635AE9 7,246 7,000,000 PRN   SOLE   7,000 0 409
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 5,983 75,906 SH   SOLE   75,906 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 493 5,465 SH   SOLE   5,465 0 0
CARDTRONICS INC CONVERTIBLE SECURITY 14161HAG3 8,717 8,800,000 PRN   SOLE   8,800 0 0
CARMAX INC COMMON STOCK 143130102 1,735 25,145 SH   SOLE   25,145 0 0
CARNIVAL CORP COMMON STOCK 143658300 13,610 284,497 SH   SOLE   284,497 0 0
CARRIZO OIL&GAS COMMON STOCK 144577103 8,649 174,195 SH   SOLE   174,195 0 0
CATERPILLAR INC COMMON STOCK 149123101 5,697 71,182 SH   SOLE   71,182 0 0
CBS CORP COMMON STOCK 124857202 15,082 248,759 SH   SOLE   229,307 0 0
CELANESE CORP COMMON STOCK 150870103 238 4,260 SH   SOLE   4,260 0 0
CELGENE CORP COMMON STOCK 151020104 119,857 1,039,702 SH   SOLE   1,029,339 0 396
CEMEX SA CONVERTIBLE SECURITY 151290BB8 82,353 73,242,000 PRN   SOLE   73,067 0 75
CEMEX SA CONVERTIBLE SECURITY 151290BC6 17,725 15,000,000 PRN   SOLE   15,000 0 0
CENTURYLINK INC COMMON STOCK 156700106 3,520 101,890 SH   SOLE   101,890 0 0
CEPHEID INC COMMON STOCK 15670R107 49,615 871,969 SH   SOLE   871,402 0 0
CEPHEID INC Convertible Bonds 15670RAC1 60,246 54,212,000 PRN   SOLE   53,881 0 0
CERNER CORP COMMON STOCK 156782104 163,360 2,229,868 SH   SOLE   2,228,583 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 2,568 9,052 SH   SOLE   9,052 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK M22465104 4,180 51,000 SH   SOLE   51,000 0 0
CHESAPEAKE ENERGY CORP CONVERTIBLE SECURITY 165167BW6 2,005 2,000,000 PRN   SOLE   2,000 0 0
CHESAPEAKE ENERGY CONVERTIBLE SECURITY 165167CB1 15,685 17,270,000 PRN   SOLE   17,270 0 317
CHEVRONTEXACO CORP COMMON STOCK 166764100 74,546 710,100 SH   SOLE   710,100 0 0
CHUBB CORP COMMON STOCK 171232101 2,367 23,411 SH   SOLE   23,411 0 111
CIENA CORP CONVERTIBLE SECURITY 171779AK7 2,505 1,964,000 PRN   SOLE   1,842 0 0
CIGNA CORP COMMON STOCK 125509109 6,905 53,345 SH   SOLE   53,345 0 547
CIMAREX ENERGY CO COMMON STOCK 171798101 310 2,690 SH   SOLE   2,690 0 1,089
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 217 4,075 SH   SOLE   4,075 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 15,545 564,744 SH   SOLE   564,744 0 0
CIT GROUP INC COMMON STOCK 125581801 1,880 41,671 SH   SOLE   41,671 0 1,272
CITIGROUP INC COMMON STOCK 172967424 189,302 3,674,335 SH   SOLE   3,669,474 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 65 13,500 SH   SOLE   13,500 0 0
CMS ENERGY CORP COMMON STOCK 125896100 1,931 55,320 SH   SOLE   55,320 0 0
COACH INC COMMON STOCK 189754104 2,396 57,834 SH   SOLE   57,834 0 0
COCA-COLA CO COMMON STOCK 191216100 114,284 2,818,352 SH   SOLE   2,816,183 0 0
COGNIZANT TECH SOLUTIONS CORP COMMON STOCK 192446102 78,218 1,253,692 SH   SOLE   1,252,949 0 68
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 5,259 75,838 SH   SOLE   75,838 0 180
COMCAST CORP COMMON STOCK 20030N101 90,819 1,608,269 SH   SOLE   1,606,425 0 0
COMMERCE BANCSHARES INC COMMON STOCK 200525103 330 7,805 SH   SOLE   7,805 0 5,294
COMMUNTY HEALTH SYSTEMS INC COMMON STOCK 203668108 8,755 167,465 SH   SOLE   167,465 0 0
COMPANHIA DE BEBIDAS COMMON STOCK 02319V103 1,354 235,000 SH   SOLE   235,000 0 71
CONAGRA FOODS INC COMMON STOCK 205887102 1,470 40,232 SH   SOLE   40,232 0 532
CONOCOPHILLIPS COMMON STOCK 20825C104 11,019 176,976 SH   SOLE   176,976 0 0
CONSOL EDISON COMMON STOCK 209115104 2,454 40,232 SH   SOLE   40,232 0 121
CONTINENTAL RESOURCES INC COMMON STOCK 212015101 1,174 26,882 SH   SOLE   26,800 0 0
CORE LABS N.V. COMMON STOCK N22717107 658 6,300 SH   SOLE   6,300 0 0
CORIUM INTERNATIONAL COMMON STOCK 21887L107 817 129,930 SH   SOLE   129,930 0 0
CORNERSTONE ONDEMAND INC CONVERTIBLE SECURITY 21925YAB9 11,957 12,280,000 PRN   SOLE   12,280 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 96,130 634,541 SH   SOLE   634,470 0 0
COWEN GROUP INC CONVERTIBLE SECURITY 223622AB7 3,973 3,500,000 PRN   SOLE   3,500 0 0
CREDICORP LTD COMMON STOCK G2519Y108 6,754 48,025 SH   SOLE   48,025 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 2,756 33,395 SH   SOLE   33,395 0 237
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V200 78,948 753,109 SH   SOLE   749,439 0 0
CSX CORPORATION COMMON STOCK 126408103 3,331 100,581 SH   SOLE   100,581 0 0
CTRIP.COM INTL LTD CONVERTIBLE SECURITY 22943FAD2 15,668 15,000,000 PRN   SOLE   15,000 0 0
CUMMINS INC COMMON STOCK 231021106 66,584 480,264 SH   SOLE   480,172 0 0
CVS HEALTH CORP COMMON STOCK 126650100 17,082 165,508 SH   SOLE   165,508 0 0
D R HORTON INC COMMON STOCK 23331A109 33,674 1,182,368 SH   SOLE   1,181,836 0 0
DANAHER CORP COMMON STOCK 235851102 5,760 67,845 SH   SOLE   67,845 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 8,260 3,351,000 PRN   SOLE   3,171 0 1,431
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,395 20,116 SH   SOLE   20,116 0 3,670
DAVE & BUSTERS ENTERTAINMENT COMMON STOCK 238337109 592 19,420 SH   SOLE   19,420 0 0
DAVITA HEALTHCARE PARTNERS INC COMMON STOCK 23918K108 1,635 20,116 SH   SOLE   20,116 0 2,146
DEALERTRACK HOLDINGS INC CONVERTIBLE SECURITY 242309AB8 5,942 5,000,000 PRN   SOLE   5,000 0 0
DEAN FOODS CO COMMON STOCK 242370203 780 47,200 SH   SOLE   47,200 0 0
DECKERS OUTDOOR COMMON STOCK 243537107 46,041 631,823 SH   SOLE   631,439 0 0
DEERE & CO COMMON STOCK 244199105 6,421 73,225 SH   SOLE   73,225 0 252
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 4,553 57,096 SH   SOLE   57,096 0 25
DELTA AIR LINES INC COMMON STOCK 247361902 1,065 2,980 SH Call SOLE   2,980 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 78,058 1,736,159 SH   SOLE   1,734,013 0 1,313
DENTSPLY INTL INC COMMON STOCK 249030107 244 4,800 SH   SOLE   4,800 0 73
DEPOMED INC CONVERTIBLE SECURITY 249908AA2 44,149 33,294,000 PRN   SOLE   33,138 0 4,415
DEV DIVERFD RLT CONVERTIBLE SECURITY 251591AX1 6,314 5,000,000 PRN   SOLE   5,000 0 153
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 5,443 90,252 SH   SOLE   90,252 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 224 6,700 SH   SOLE   6,700 0 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 1,607 60,000 SH   SOLE   60,000 0 0
DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 7,161 93,200 SH   SOLE   93,200 0 938
DIGITALGLOBE INC COMMON STOCK 25389M877 8,510 249,785 SH   SOLE   249,785 0 406
DIRECTV COMMON STOCK 25490A309 8,303 97,564 SH   SOLE   97,564 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 10,808 191,796 SH   SOLE   191,796 0 0
DISCOVERY COMMUNICATIONS COMMON STOCK 25470F302 741 25,145 SH   SOLE   25,145 0 0
DISCOVERY COMMUNICATIONS INC COMMON STOCK 25470F104 773 25,145 SH   SOLE   25,145 0 0
DISNEY WALT CO COMMON STOCK 254687106 167,919 1,600,906 SH   SOLE   1,599,634 0 0
DOCTOR REDDY'S LAB COMMON STOCK 256135203 205 3,590 SH   SOLE   3,590 0 0
DOLLAR GENERAL COMMON STOCK 256677105 65,716 871,797 SH   SOLE   871,337 0 0
DOMINION RESOURCES INC VA COMMON STOCK 25746U109 4,364 61,571 SH   SOLE   61,571 0 21,485
DOMINION RESOURCES INC VA CONVERTIBLE PREFERRED SECURITY 25746U869 54,199 1,119,821 SH   SOLE   1,115,921 0 0
DOVER CORP COMMON STOCK 260003108 233 3,375 SH   SOLE   3,375 0 0
DOW CHEMICAL CO COMMON STOCK 260543103 30,060 626,512 SH   SOLE   626,512 0 0
DRIL-QUIP COMMON STOCK 262037104 596 8,715 SH   SOLE   8,715 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 11,314 147,353 SH   SOLE   147,353 0 1,965
DUPONT DE NEMOUR & CO COMMON STOCK 263534109 7,591 106,214 SH   SOLE   106,214 0 0
EAST WEST BANCORP INC COMMON STOCK 27579R104 333 8,235 SH   SOLE   8,235 0 0
EASTMAN CHEM CO COMMON STOCK 277432100 925 13,362 SH   SOLE   13,332 0 0
EATON CORP PLC COMMON STOCK G29183103 94,552 1,391,695 SH   SOLE   1,391,299 0 0
EBAY INC COMMON STOCK 278642103 90,216 1,564,083 SH   SOLE   1,563,636 0 0
EDISON INTL COMMON STOCK 281020107 3,142 50,291 SH   SOLE   50,291 0 2,335
EDWARDS LIFESCI COMMON STOCK 28176E108 3,331 23,384 SH   SOLE   23,384 0 0
ELECTRONIC ARTS INC COMMON STOCK 285512959 445 1,400 SH Put SOLE   1,400 0 0
ELECTRONIC ARTS INC CONVERTIBLE SECURITY 285512AA7 64,050 34,545,000 PRN   SOLE   34,500 0 0
ELI LILLY & CO COMMON STOCK 532457108 32,018 440,714 SH   SOLE   440,714 0 0
EMC CORP-MASS COMMON STOCK 268648102 8,326 325,757 SH   SOLE   325,757 0 0
EMERGENT BIOSOLUTIONS INC CONVERTIBLE SECURITY 29089QAB1 23,879 20,516,000 PRN   SOLE   20,405 0 0
EMERSON ELECTRIC CO COMMON STOCK 291011104 3,921 69,255 SH   SOLE   69,255 0 0
EMULEX CORP CONVERTIBLE SECURITY 292475AF7 12,009 11,900,000 PRN   SOLE   11,900 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE SECURITY 292554AH5 4,752 5,000,000 PRN   SOLE   5,000 0 80
ENCORE CAPITAL GROUP INC CONVERTIBLE SECURITY 292554AD4 6,975 5,000,000 PRN   SOLE   5,000 0 0
ENDOLOGIX INC COMMON STOCK 29266S106 499 29,210 SH   SOLE   29,210 0 0
ENERGY XXI BERMUDA CONVERTIBLE SECURITY 29274UAB7 6,632 22,500,000 PRN   SOLE   22,500 0 2,429
ENTERGY CORP COMMON STOCK 29364G103 1,871 24,139 SH   SOLE   24,139 0 0
ENVESTNET INC CONVERTIBLE SECURITY 29404KAA4 5,599 5,000,000 PRN   SOLE   5,000 0 0
ENVISION HEALTHCARE HOLDINGS COMMON STOCK 29413U103 40,903 1,066,572 SH   SOLE   1,066,112 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 90,515 987,189 SH   SOLE   985,061 0 0
EQT CORP COMMON STOCK 26884L109 2,334 28,164 SH   SOLE   28,164 0 45
EQUINIX INC COMMON STOCK 29444U700 52,071 223,623 SH   SOLE   223,519 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 3,084 39,611 SH   SOLE   39,611 0 0
EVERCORE PARTNERS INC COMMON STOCK 29977A105 27,781 537,764 SH   SOLE   537,643 0 0
EVERSOURCE ENERGY COMMON STOCK 30040W108 1,016 20,116 SH   SOLE   20,116 0 743
EXELON CORP COMMON STOCK 30161N101 3,270 97,306 SH   SOLE   97,306 0 0
EXELON CORP CONVERTIBLE PREFERRED SECURITY 30161N127 68,447 1,406,930 SH   SOLE   1,398,075 0 0
EXPEDITORS INTL WASHINGTON INC COMMON STOCK 302130109 1,526 31,682 SH   SOLE   31,682 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 9,402 108,359 SH   SOLE   108,359 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 114,176 1,343,243 SH   SOLE   1,343,243 0 0
F5 NETWORKSINC COMMON STOCK 315616102 2,601 22,630 SH   SOLE   22,630 0 0
FACEBOOK INC COMMON STOCK 30303M902 792 1,390 SH Call SOLE   1,390 0 122
FACEBOOK INC COMMON STOCK 30303M102 214,666 2,611,037 SH   SOLE   2,609,965 0 568
FEDEX CORP COMMON STOCK 31428X106 6,505 39,315 SH   SOLE   39,315 0 608
FIDELITY NL FIN CONVERTIBLE SECURITY 31620RAE5 1,112 551,000 PRN   SOLE   551 0 0
FIFTH THIRD BK COMMON STOCK 316773100 2,086 110,639 SH   SOLE   110,639 0 0
FINISAR CORP CONVERTIBLE SECURITY 31787AAM3 21,137 20,657,000 PRN   SOLE   20,657 0 0
FIREEYE COMMON STOCK 31816Q101 25,990 662,163 SH   SOLE   661,926 0 0
FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 329 22,995 SH   SOLE   22,995 0 0
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK 33616C100 15,329 268,500 SH   SOLE   268,500 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 1,763 50,291 SH   SOLE   50,291 0 0
FISERV INC COMMON STOCK 337738108 5,159 64,975 SH   SOLE   64,975 0 0
FLUOR CORP-NEW COMMON STOCK 343412102 1,897 33,192 SH   SOLE   33,192 0 0
FOOT LOCKER INC COMMON STOCK 344849104 284 4,500 SH   SOLE   4,500 0 214
FORD MOTOR CO COMMON STOCK 345370860 19,335 1,197,963 SH   SOLE   1,197,963 0 0
FORESTAR GROUP INC CONVERTIBLE SECURITY 346232AB7 5,676 6,000,000 PRN   SOLE   6,000 0 0
FORTRESS INVESTMENT GROUP COMMON STOCK 34958B106 5,307 657,682 SH   SOLE   657,682 0 0
FORTUNE BRANDS HOME & SECURITY COMMON STOCK 34964C106 60,616 1,276,659 SH   SOLE   1,276,134 0 0
FOSSIL GROUP INC COMMON STOCK 34988V106 995 12,070 SH   SOLE   12,070 0 2,169
FOUNDATION MEDICINE INC COMMON STOCK 350465100 1,174 24,410 SH   SOLE   24,410 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 2,508 48,872 SH   SOLE   48,872 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 3,347 176,620 SH   SOLE   176,620 0 0
FXCM INC CONVERTIBLE SECURITY 302693AB2 776 1,000,000 PRN   SOLE   1,000 0 0
GAP INC COMMON STOCK 364760108 1,351 31,180 SH   SOLE   31,180 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 9,970 73,456 SH   SOLE   73,456 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 96,428 3,886,664 SH   SOLE   3,881,664 0 720
GENERAL MILLS INC COMMON STOCK 370334104 3,678 64,975 SH   SOLE   64,975 0 0
GENERAL MOTORS CO WARRANTS 37045V126 1,738 88,470 SH   SOLE   88,470 0 0
GENERAL MOTORS CO WARRANTS 37045V118 2,455 88,470 SH   SOLE   88,470 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 8,391 223,758 SH   SOLE   223,758 0 0
GENESEE & WYOMING INC CONVERTIBLE PREFERRED SECURITY 371559204 28,515 223,347 SH   SOLE   221,547 0 829
GENTEX CORP COMMON STOCK 371901109 256 14,000 SH   SOLE   14,000 0 0
GENTHERM INC COMMON STOCK 37253A103 7,164 141,835 SH   SOLE   141,835 0 104
GENUINE PARTS CO COMMON STOCK 372460105 242 2,600 SH   SOLE   2,600 0 0
GENWORTH FINANCIAL INC COMMON STOCK 37247D106 588 80,435 SH   SOLE   80,435 0 0
GILEAD SCIENCE CONVERTIBLE SECURITY 375558AP8 65,352 15,178,400 PRN   SOLE   15,075 0 524
GILEAD SCIENCES COMMON STOCK 375558903 804 1,650 SH Call SOLE   1,650 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 38,891 396,325 SH   SOLE   395,375 0 333
GLOBUS MEDICAL COMMON STOCK 379577208 755 29,900 SH   SOLE   29,900 0 1,285
GOLDMAN SACHS COMMON STOCK 38141G104 10,111 53,789 SH   SOLE   53,789 0 0
GOOGLE INC COMMON STOCK 38259P508 260,872 470,293 SH   SOLE   466,623 0 195
GOOGLE INC COMMON STOCK 38259P706 84,864 154,861 SH   SOLE   154,792 0 0
GRAHAM HOLDINGS CO COMMON STOCK 384637104 262 250 SH   SOLE   250 0 1,798
GREENBRIER COMPANIES INC CONVERTIBLE SECURITY 393657AH4 15,490 10,195,000 PRN   SOLE   10,195 0 0
GTT COMMUNICATIONS INC COMMON STOCK 362393100 544 28,800 SH   SOLE   28,800 0 0
GUIDEWIRE SOFTWARE COMMON STOCK 40171V100 11,094 210,878 SH   SOLE   210,626 0 8,455
HALLIBURTON CO COMMON STOCK 406216101 4,233 96,457 SH   SOLE   96,457 0 0
HANOVER INSURANCE GROUP INC COMMON STOCK 410867105 336 4,635 SH   SOLE   4,635 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 2,687 64,261 SH   SOLE   64,261 0 0
HCP INC COMMON STOCK 40414L109 233 5,400 SH   SOLE   5,400 0 0
HEALTH CR CONVERTIBLE SECURITY 42217KAR7 545 365,000 PRN   SOLE   365 0 0
HEALTH CR COMMON STOCK 42217K106 2,582 33,370 SH   SOLE   33,370 0 1,072
HEALTH CR CONVERTIBLE PREFERRED SECURITY 42217K601 36,204 539,075 SH   SOLE   536,490 0 0
HEALTH NET INC COMMON STOCK 42222G108 260 4,300 SH   SOLE   4,300 0 0
HEALTHWAYS, INC CONVERTIBLE SECURITY 422245AB6 8,183 7,000,000 PRN   SOLE   7,000 0 0
HELIX ENERGY SOLUTIONS GROUP CONVERTIBLE SECURITY 42330PAG2 8,350 8,362,000 PRN   SOLE   8,325 0 110
HELMERICH & PAYNE INC COMMON STOCK 423452101 685 10,057 SH   SOLE   10,057 0 0
HERSHEY FOODS CORP COMMON STOCK 427866108 1,421 14,082 SH   SOLE   14,082 0 0
HESS CORP COMMON STOCK 42809H107 1,229 18,105 SH   SOLE   18,105 0 0
HEWLETT-PACKARD CO. COMMON STOCK 428236103 8,270 265,414 SH   SOLE   265,414 0 0
HILLTOP HOLDINGS INC COMMON STOCK 432748101 5,298 272,549 SH   SOLE   272,549 0 0
HOLLYSYS AUTOMATION TECH COMMON STOCK G45667105 4,448 223,840 SH   SOLE   223,840 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 22,045 17,796,000 PRN   SOLE   17,648 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AB7 40,542 27,508,000 PRN   SOLE   27,333 0 1,700
HOME DEPOT COMMON STOCK 437076102 204,582 1,800,743 SH   SOLE   1,799,515 0 0
HOMEINNS HOTEL GROUP COMMON STOCK 43742E102 342 14,450 SH   SOLE   14,450 0 502
HONEYWELL INTL COMMON STOCK 438516106 18,472 177,088 SH   SOLE   177,088 0 0
HORNBECK OFFSHORE SERVICES INC CONVERTIBLE SECURITY 440543AN6 6,542 8,162,000 PRN   SOLE   8,054 0 0
HORSEHEAD HOLDING CORP COMMON STOCK 440694305 639 50,510 SH   SOLE   50,510 0 0
HORSEHEAD HOLDING CORP CONVERTIBLE SECURITY 440694AB3 3,157 2,950,000 PRN   SOLE   2,950 0 0
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 1,787 88,529 SH   SOLE   88,529 0 0
HUBBELL INC COMMON STOCK 443510201 234 2,135 SH   SOLE   2,135 0 41,229
HURON CONSULTING GROUP INC COMMON STOCK 447462102 5,256 79,455 SH   SOLE   79,455 0 589
IAC INTERACTIVECORP COMMON STOCK 44919P508 14,608 216,506 SH   SOLE   195,021 0 0
ICICI BANK LTD COMMON STOCK 45104G104 254 24,475 SH   SOLE   24,475 0 0
ICONIX BRAND GROUP INC CONVERTIBLE SECURITY 451055AE7 4,880 4,200,000 PRN   SOLE   4,200 0 210
ICONIX BRAND GROUP INC CONVERTIBLE SECURITY 451055AF4 7,160 6,000,000 PRN   SOLE   6,000 0 140
ILL TOOL WORKS INC COMMON STOCK 452308109 4,211 43,350 SH   SOLE   43,350 0 108
ILLUMINA INC CONVERTIBLE SECURITY 452327AD1 8,758 3,950,900 PRN   SOLE   3,926 0 178
ILLUMINA INC COMMON STOCK 452327109 49,646 267,434 SH   SOLE   267,233 0 378
IMPERVA INC COMMON STOCK 45321L100 550 12,870 SH   SOLE   12,870 0 0
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAN2 6,478 3,500,000 PRN   SOLE   3,500 0 0
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAM4 8,959 4,918,000 PRN   SOLE   4,847 0 0
INFINERA CORP CONVERTIBLE SECURITY 45667GAB9 15,661 9,500,000 PRN   SOLE   9,500 0 0
INFOSYS LTD COMMON STOCK 456788108 478 13,630 SH   SOLE   13,630 0 46
INGERSOLL-RAND PLC COMMON STOCK G47791101 489 7,190 SH   SOLE   7,190 0 0
INGREDION INC COMMON STOCK 457187102 233 2,990 SH   SOLE   2,990 0 308
INSULET CORP CONVERTIBLE SECURITY 45784PAD3 16,827 16,683,000 PRN   SOLE   16,603 0 0
INSULET CORP COMMON STOCK 45784P101 28,890 866,265 SH   SOLE   865,937 0 0
INTEGRA LIFESCI CONVERTIBLE SECURITY 457985AK5 32,144 27,907,000 PRN   SOLE   27,628 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AD2 5,323 4,271,000 PRN   SOLE   4,061 0 23,184
INTEL CORP COMMON STOCK 458140100 21,044 672,975 SH   SOLE   672,975 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AF7 89,301 56,449,000 PRN   SOLE   56,103 0 0
INTELSAT CONVERTIBLE PREFERRED SECURITY L5140P119 16,878 485,000 SH   SOLE   485,000 0 0
INTERDGTL COMMS CONVERTIBLE SECURITY 458660AB3 14,068 13,000,000 PRN   SOLE   13,000 0 210
INTERNAP CORP COMMON STOCK 45885A300 546 53,400 SH   SOLE   53,400 0 0
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 779 35,204 SH   SOLE   35,204 0 0
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 17,255 107,507 SH   SOLE   107,507 0 0
INTL PAPER CO COMMON STOCK 460146103 240 4,320 SH   SOLE   4,320 0 0
INVENSENSE COMMON STOCK 46123D205 18,957 1,246,372 SH   SOLE   1,245,783 0 170
INVENSENSE CONVERTIBLE SECURITY 46123DAB2 37,261 37,888,000 PRN   SOLE   37,708 0 3,765
INVESCO LTD COMMON STOCK G491BT108 2,994 75,435 SH   SOLE   75,435 0 0
ISIS PHARMACEUT COMMON STOCK 464330109 2,835 44,530 SH   SOLE   44,530 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 5,507 497,920 SH   SOLE   497,920 0 0
ITT INDUSTRIES INC COMMON STOCK 450911201 241 6,040 SH   SOLE   6,040 0 0
J2 GLOBAL INC COMMON STOCK 48123V102 521 7,925 SH   SOLE   7,925 0 0
J2 GLOBAL INC CONVERTIBLE SECURITY 48123VAC6 3,960 3,425,000 PRN   SOLE   3,260 0 37
JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 1,305 28,894 SH   SOLE   28,855 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AH1 21,802 12,718,000 PRN   SOLE   12,718 0 67
JARDEN CORP CONVERTIBLE SECURITY 471109AL2 55,882 39,260,000 PRN   SOLE   39,260 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AM0 67,736 57,045,000 PRN   SOLE   57,002 0 29,139
JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 639 3,700 SH   SOLE   3,700 0 509
JDS UNIPHASE CORP CONVERTIBLE SECURITY 46612JAF8 15,506 15,000,000 PRN   SOLE   15,000 0 178
JEFFERIES GROUP INC CONVERTIBLE SECURITY 472319AG7 89 88,000 PRN   SOLE   88 0 120
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 664 34,500 SH   SOLE   34,500 0 0
JNJ CONVERTIBLE SECURITY 02261WAB5 4,104 2,962,000 PRN   SOLE   2,962 0 1,228
JOHNSON & JOHNSON COMMON STOCK 478160104 137,229 1,364,102 SH   SOLE   1,361,002 0 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 343 2,015 SH   SOLE   2,015 0 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 208,330 3,438,930 SH   SOLE   3,415,746 0 0
JUNIPER NETWORKS INC COMMON STOCK 48203R104 2,726 120,739 SH   SOLE   120,739 0 0
KANSAS CITY SOUTHERN COMMON STOCK 485170302 2,259 22,128 SH   SOLE   22,128 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 352 10,730 SH   SOLE   10,730 0 0
KB HOME CONVERTIBLE SECURITY 48666KAS8 4,799 5,000,000 PRN   SOLE   5,000 0 0
KELLOGG CO COMMON STOCK 487836108 2,448 37,114 SH   SOLE   37,114 0 104
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 4,898 43,835 SH   SOLE   43,835 0 346
KEYCORP NEW CONVERTIBLE PREFERRED SECURITY 493267405 259 2,000 SH   SOLE   65 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 3,600 33,609 SH   SOLE   33,609 0 0
KINDER MORGAN INC COMMON STOCK 49456B101 7,280 173,083 SH   SOLE   173,083 0 0
KIRKLAND'S INC COMMON STOCK 497498105 748 31,500 SH   SOLE   31,500 0 567
KLA-TENCOR CORP COMMON STOCK 482480100 1,730 29,672 SH   SOLE   29,672 0 156
KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 5,506 63,199 SH   SOLE   63,199 0 3,100
KROGER CO COMMON STOCK 501044101 5,652 73,723 SH   SOLE   73,723 0 0
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 11,865 94,320 SH   SOLE   94,167 0 0
LA QUINTA HOLDINGS INC COMMON STOCK 50420D108 12,596 531,911 SH   SOLE   478,616 0 0
LABORATORY CORP CONVERTIBLE SECURITY 50540RAG7 4,098 2,423,000 PRN   SOLE   2,423 0 148
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 64,234 509,433 SH   SOLE   509,181 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AL2 16 12,000 PRN   SOLE   12 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AJ7 50,753 42,200,000 PRN   SOLE   41,592 0 0
LAMAR ADVER CO COMMON STOCK 512816109 1,025 17,300 SH   SOLE   17,300 0 0
LAS VEGAS SANDS CORP COMMON STOCK 517834107 62,576 1,136,927 SH   SOLE   1,134,498 0 285
LEAR CORP COMMON STOCK 521865204 249 2,250 SH   SOLE   2,250 0 0
LEGG MASON INC COMMON STOCK 524901105 312 5,660 SH   SOLE   5,660 0 0
LENDINGCLUB COMMON STOCK 52603A109 2,397 122,000 SH   SOLE   122,000 0 0
LENNAR CORP COMMON STOCK 526057904 4,492 8,431 SH Call SOLE   8,431 0 201
LENNAR CORP COMMON STOCK 526057104 3,535 68,227 SH   SOLE   65,342 0 0
LIBERTY CONVERTIBLE SECURITY 530610AC8 178,023 127,065,000 PRN   SOLE   126,518 0 220
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 52,908 52,759,000 PRN   SOLE   52,669 0 0
LINCOLN ELECTRC COMMON STOCK 533900106 232 3,555 SH   SOLE   3,555 0 218
LINCOLN NATIONAL CORP COMMON STOCK 534187109 4,421 76,944 SH   SOLE   76,944 0 0
LINKEDIN CORPORATION COMMON STOCK 53578A108 74,315 297,425 SH   SOLE   297,285 0 1,250
LIONS GATE ENTERTAINMENT CORP COMMON STOCK 535919203 49,125 1,448,260 SH   SOLE   1,447,322 0 0
LKQ CORP COMMON STOCK 501889208 47,638 1,863,754 SH   SOLE   1,862,389 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 84,897 418,292 SH   SOLE   418,188 0 37
LOGMEIN INC COMMON STOCK 54142L109 274 4,900 SH   SOLE   4,900 0 0
LORILLARD INC COMMON STOCK 544147101 53,811 823,423 SH   SOLE   823,014 0 88
LOWE'S COMPANIES COMMON STOCK 548661107 14,508 195,027 SH   SOLE   195,027 0 0
LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK 55003T107 1,920 62,385 SH   SOLE   62,385 0 0
LYONDELLBASELL INDUSTRIES COMMON STOCK N53745100 4,760 54,214 SH   SOLE   54,214 0 279
M/I HOMES INC CONVERTIBLE SECURITY 55292PAB1 4,069 4,000,000 PRN   SOLE   4,000 0 175
MACQUARIE INFRASTRUCTURE CO CONVERTIBLE SECURITY 55608BAA3 1,981 1,666,000 PRN   SOLE   1,666 0 460
MACYS INC COMMON STOCK 55616P104 2,055 31,659 SH   SOLE   31,659 0 3,900
MANPOWERGROUP INC COMMON STOCK 56418H100 14,050 163,085 SH   SOLE   162,891 0 0
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 1,684 99,000 SH   SOLE   99,000 0 0
MARATHON OIL CP COMMON STOCK 565849106 1,576 60,349 SH   SOLE   60,349 0 0
MARATHON PETROLEUM COMMON STOCK 56585A102 5,273 51,497 SH   SOLE   51,497 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 324 5,770 SH   SOLE   5,770 0 0
MASCO CORP COMMON STOCK 574599106 13,895 520,406 SH   SOLE   520,406 0 0
MASTERCARD INC COMMON STOCK 57636Q104 160,463 1,857,424 SH   SOLE   1,855,993 0 36,969
MAXLINEAR INC COMMON STOCK 57776J100 476 58,500 SH   SOLE   58,500 0 148
MCDONALD'S CORP COMMON STOCK 580135101 22,876 234,774 SH   SOLE   234,774 0 516
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 4,034 40,131 SH   SOLE   40,131 0 0
MEDICINES CO CONVERTIBLE SECURITY 584688AC9 14,843 12,500,000 PRN   SOLE   12,500 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 27,515 24,310,000 PRN   SOLE   24,200 0 0
MEDNAX INC COMMON STOCK 58502B106 285 3,925 SH   SOLE   3,925 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 22,353 286,611 SH   SOLE   271,264 0 0
MELCO CROWN ENTERTAINMENT LTD COMMON STOCK 585464100 2,056 95,800 SH   SOLE   95,800 0 0
MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 19,304 425,771 SH   SOLE   425,203 0 0
MENTOR GRAPHICS CONVERTIBLE SECURITY 587200AK2 33,441 26,666,000 PRN   SOLE   26,260 0 0
MERCK & CO COMMON STOCK 58933Y105 63,117 1,098,075 SH   SOLE   1,098,075 0 569
MERCURY GENL CP COMMON STOCK 589400100 349 6,035 SH   SOLE   6,035 0 161
MERITAGE CORP CONVERTIBLE SECURITY 59001AAR3 12,510 11,635,000 PRN   SOLE   11,635 0 0
METLIFE INC COMMON STOCK 59156R108 80,945 1,601,279 SH   SOLE   1,601,279 0 2,290
MGIC INVESTMENT CORP COMMON STOCK 552848103 661 68,600 SH   SOLE   68,600 0 0
MGIC INVESTMENT CORP CONVERTIBLE SECURITY 552848AE3 32,123 21,824,000 PRN   SOLE   21,713 0 0
MGM MIRAGE CONVERTIBLE SECURITY 55303QAE0 39,040 34,406,000 PRN   SOLE   34,406 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK G60754101 1,426 21,695 SH   SOLE   21,695 0 92
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,967 40,231 SH   SOLE   40,231 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE SECURITY 595017AB0 4,123 2,104,000 PRN   SOLE   1,926 0 0
MICRON TECH CONVERTIBLE SECURITY 595112AY9 31,125 28,074,000 PRN   SOLE   27,914 0 62
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AU7 6,216 2,480,000 PRN   SOLE   2,301 0 1,365
MICRON TECHNOLOGY CONVERTIBLE SECURITY 595112AV5 23,548 9,475,000 PRN   SOLE   9,475 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112903 2,119 4,485 SH Call SOLE   4,485 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 4,222 155,639 SH   SOLE   155,639 0 0
MICROSOFT CORP COMMON STOCK 594918104 230,020 5,657,849 SH   SOLE   5,653,415 0 2,525
MICROSTRATEGY INC COMMON STOCK 594972408 340 2,010 SH   SOLE   2,010 0 0
MOHAWK INDS INC COMMON STOCK 608190104 2,449 13,187 SH   SOLE   13,187 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAC4 20,113 11,919,000 PRN   SOLE   11,783 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 23,765 18,352,000 PRN   SOLE   18,232 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK 609207105 99,047 2,744,455 SH   SOLE   2,743,794 0 0
MONRO MUFFLER BRAKE INC COMMON STOCK 610236101 808 12,425 SH   SOLE   12,425 0 0
MONSANTO CO COMMON STOCK 61166W101 10,606 94,245 SH   SOLE   94,245 0 0
MORGAN STANLEY COMMON STOCK 617446448 5,653 158,405 SH   SOLE   158,405 0 0
MOSAIC CO COMMON STOCK 61945C103 3,493 75,838 SH   SOLE   75,838 0 103
MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 429 6,428 SH   SOLE   6,428 0 43,661
MURPHY OIL CORP COMMON STOCK 626717102 609 13,076 SH   SOLE   13,076 0 0
MYLAN LABORATORIES CONVERTIBLE SECURITY 628530AJ6 5,354 1,203,000 PRN   SOLE   1,203 0 39
MYLAN LABORATORIES INC COMMON STOCK 628530907 7,046 10,861 SH Call SOLE   10,861 0 0
MYLAN NV COMMON STOCK N59465109 5,687 95,821 SH   SOLE   93,296 0 0
MYRIAD GENETICS COMMON STOCK 62855J104 255 7,200 SH   SOLE   7,200 0 0
NANOSTRING TECHNOLOGIES INC COMMON STOCK 63009R109 887 87,037 SH   SOLE   87,037 0 4,861
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,445 48,916 SH   SOLE   48,916 0 460
NAVIENT CORP COMMON STOCK 63938C108 10,184 500,936 SH   SOLE   439,903 0 0
NAVISTAR INTL CONVERTIBLE SECURITY 63934EAQ1 8,915 10,000,000 PRN   SOLE   10,000 0 179
NETAPP INC COMMON STOCK 64110D104 228 6,420 SH   SOLE   6,420 0 0
NETFLIX INC COMMON STOCK 64110L106 1,362 3,268 SH   SOLE   3,268 0 0
NETSUITE INC CONVERTIBLE SECURITY 64118QAB3 6,361 6,097,000 PRN   SOLE   6,024 0 53,295
NEW YORK CMTY TRUST V CONVERTIBLE PREFERRED SECURITY 64944P307 4,695 92,520 SH   SOLE   86,965 0 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 246 6,300 SH   SOLE   6,300 0 0
NEWMONT MINING CORP CONVERTIBLE SECURITY 651639AJ5 490 475,000 PRN   SOLE   475 0 464
NEWMONT MINING CORP COMMON STOCK 651639106 1,834 84,487 SH   SOLE   84,487 0 0
NEWPARK RESOURCES CONVERTIBLE SECURITY 651718AC2 9,976 8,902,000 PRN   SOLE   8,833 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 9,554 91,823 SH   SOLE   91,823 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F887 31,302 478,408 SH   SOLE   476,443 0 72
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F861 75,356 1,351,674 SH   SOLE   1,343,219 0 251
NICE SYSTEMS LTD COMMON STOCK 653656108 680 11,165 SH   SOLE   11,165 0 0
NIKE INC COMMON STOCK 654106103 118,244 1,178,555 SH   SOLE   1,178,282 0 0
NOBLE CORP PLC COMMON STOCK G65431101 343 24,000 SH   SOLE   24,000 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 3,443 70,406 SH   SOLE   70,406 0 0
NOKIA CP COMMON STOCK 654902204 16,676 2,200,000 SH   SOLE   2,200,000 0 183
NORFOLK SOTHN CORP COMMON STOCK 655844108 5,052 49,083 SH   SOLE   49,083 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 38,297 237,928 SH   SOLE   237,928 0 1,741
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 20,086 371,888 SH   SOLE   334,919 0 0
NOVELLUS SYSTEMS INC CONVERTIBLE SECURITY 670008AD3 11,991 5,855,000 PRN   SOLE   5,855 0 0
NU SKIN ENTERP COMMON STOCK 67018T905 739 935 SH Call SOLE   815 0 0
NUVASIVE INC CONVERTIBLE SECURITY 670704AC9 10,005 8,000,000 PRN   SOLE   8,000 0 0
NVIDIA CORP CONVERTIBLE SECURITY 67066GAC8 155,513 131,976,000 PRN   SOLE   131,247 0 0
NXSTAGE MEDICAL INC COMMON STOCK 67072V103 3,985 230,332 SH   SOLE   230,332 0 0
OAKTREE CAPITAL GROUP LLC COMMON STOCK 674001201 2,076 40,180 SH   SOLE   40,180 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 41,168 563,944 SH   SOLE   563,944 0 258
OCH-ZIFF CAPITAL MANAGEMENT COMMON STOCK 67551U105 28,478 2,252,983 SH   SOLE   2,252,983 0 177
OLD REPUBLIC INTL CORP CONVERTIBLE SECURITY 680223AH7 9,947 8,394,000 PRN   SOLE   8,038 0 0
OMNICOM GROUP INC COMMON STOCK 681919106 738 9,470 SH   SOLE   9,470 0 175
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AH8 89,667 69,691,000 PRN   SOLE   69,052 0 0
ORACLE CORP COMMON STOCK 68389X105 47,918 1,110,500 SH   SOLE   1,110,500 0 0
P G & E CORP COMMON STOCK 69331C108 3,426 64,549 SH   SOLE   64,549 0 0
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 10,055 128,597 SH   SOLE   128,461 0 0
PALO ALTO NETWORKS COMMON STOCK 697435105 20,320 139,101 SH   SOLE   138,989 0 0
PAREXEL INTERNATIONAL CORP COMMON STOCK 699462107 46,005 666,834 SH   SOLE   666,497 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 239 2,015 SH   SOLE   2,015 0 0
PENTAIR PLC COMMON STOCK G7S00T104 2,214 35,204 SH   SOLE   35,204 0 30
PEPSICO INC COMMON STOCK 713448108 49,213 514,674 SH   SOLE   514,674 0 0
PERRIGO CO PLC COMMON STOCK G97822103 60,346 364,520 SH   SOLE   364,300 0 0
PFIZER INC COMMON STOCK 717081103 99,571 2,862,066 SH   SOLE   2,862,066 0 0
PHIBRO ANIMAL HEALTH CORP COMMON STOCK 71742Q106 305 8,610 SH   SOLE   8,610 0 17,703
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 42,838 568,673 SH   SOLE   568,499 0 0
PHILLIPS 66 COMMON STOCK 718546104 7,869 100,113 SH   SOLE   100,113 0 0
PHOTRONICS INC CONVERTIBLE SECURITY 719405AH5 5,843 5,500,000 PRN   SOLE   5,500 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 2,138 13,075 SH   SOLE   13,075 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 5,863 62,884 SH   SOLE   62,884 0 0
POLARIS INDUSTRIES INC COMMON STOCK 731068102 24,550 173,988 SH   SOLE   173,886 0 309
POLYONE CORP COMMON STOCK 73179P106 7,731 207,000 SH   SOLE   207,000 0 111
PORTFOLIO RECOVERY ASSOCIATE CONVERTIBLE SECURITY 73640QAB1 9,287 8,607,000 PRN   SOLE   8,429 0 120
POWER SOLUTIONS INTERNATIONAL COMMON STOCK 73933G202 633 9,850 SH   SOLE   9,850 0 0
POWERSHARES QQQ NASDAQ 100 COMMON STOCK 73935A954 2,458 5,100 SH Put SOLE   5,100 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 3,902 17,301 SH   SOLE   17,301 0 0
PPL CORP COMMON STOCK 69351T106 1,922 57,091 SH   SOLE   57,091 0 0
PRA GROUP INC COMMON STOCK 69354N106 6,824 125,625 SH   SOLE   125,625 0 0
PRAXAIR INC COMMON STOCK 74005P104 4,578 37,920 SH   SOLE   37,920 0 71
PRECISION CASTPARTS CORP COMMON STOCK 740189105 6,590 31,381 SH   SOLE   31,381 0 0
PRESBIA PLC COMMON STOCK G7234P100 2,861 394,100 SH   SOLE   394,100 0 0
PRICELINE GROUP INC/THE COMMON STOCK 741503403 110,615 95,018 SH   SOLE   94,971 0 1,100
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AS5 29,461 25,790,000 PRN   SOLE   25,607 0 1,104
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AQ9 151,472 112,764,000 PRN   SOLE   111,956 0 0
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 2,798 54,467 SH   SOLE   54,467 0 0
PRIVATEBANCORP INC COMMON STOCK 742962103 498 14,150 SH   SOLE   14,150 0 174
PROCTER & GAMBLE CO COMMON STOCK 742718109 76,527 933,937 SH   SOLE   933,937 0 3,379
PROGRESS SOFTWARE COMMON STOCK 743312100 565 20,800 SH   SOLE   20,800 0 0
PROGRESSIVE CORP, OHIO COMMON STOCK 743315103 227 8,340 SH   SOLE   8,340 0 0
PROLOGIS INC COMMON STOCK 74340W103 2,410 55,320 SH   SOLE   55,320 0 0
PROOFPOINT COMMON STOCK 743424103 719 12,145 SH   SOLE   12,145 0 10,363
PROOFPOINT CONVERTIBLE SECURITY 743424AB9 12,014 7,500,000 PRN   SOLE   7,500 0 729
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAM4 2,086 2,045,000 PRN   SOLE   2,045 0 0
PROSPECT CAPITAL CORP CONVERTIBLE SECURITY 74348TAK8 3,881 3,810,000 PRN   SOLE   3,640 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 7,993 99,526 SH   SOLE   99,526 0 0
PUBLIC SERVICE ENTERPRISE GROUP COMMON STOCK 744573106 2,758 65,799 SH   SOLE   65,799 0 0
PULTEGROUP INC COMMON STOCK 745867101 2,057 92,534 SH   SOLE   92,534 0 0
PVH CORP COMMON STOCK 693656100 44,479 417,410 SH   SOLE   417,200 0 0
QUALCOMM INC COMMON STOCK 747525103 48,548 700,141 SH   SOLE   700,141 0 108
QUANTA SERVICES INC COMMON STOCK 74762E102 7,934 278,100 SH   SOLE   278,100 0 0
QUEST DIAGNOSTC COMMON STOCK 74834L100 1,159 15,087 SH   SOLE   15,087 0 0
QUIDEL CORP CONVERTIBLE SECURITY 74838JAA9 5,437 5,000,000 PRN   SOLE   5,000 0 43
RALPH LAUREN CORP COMMON STOCK 751212101 237 1,800 SH   SOLE   1,800 0 0
RAMBUS INC CONVERTIBLE SECURITY 750917AE6 8,523 7,000,000 PRN   SOLE   7,000 0 0
REALOGY HOLDINGS CORP COMMON STOCK 75605Y106 49,126 1,080,170 SH   SOLE   1,079,654 0 0
RED HAT INC COMMON STOCK 756577102 1,524 20,116 SH   SOLE   20,116 0 0
RED ROBIN GOURMET BURGERS INC COMMON STOCK 75689M101 667 7,670 SH   SOLE   7,670 0 0
REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 12,155 26,923 SH   SOLE   26,923 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 1,806 191,103 SH   SOLE   191,103 0 0
RENEWABLE ENERGY GROUP INC CONVERTIBLE SECURITY 75972AAA1 2,806 3,000,000 PRN   SOLE   3,000 0 0
RESMED INC COMMON STOCK 761152107 13,027 181,490 SH   SOLE   181,181 0 356
RESTORATION HARDWARE HOLDING COMMON STOCK 761283100 36,960 372,621 SH   SOLE   372,297 0 633
RIO TINTO PLC COMMON STOCK 767204100 8,694 210,000 SH   SOLE   210,000 0 0
ROADRUNNER TRANSPORTATION COMMON STOCK 76973Q105 6,122 242,270 SH   SOLE   242,270 0 0
ROBERT HALF INTL INC COMMON STOCK 770323103 1,522 25,145 SH   SOLE   25,145 0 0
ROCK-TENN CO COMMON STOCK 772739207 227 3,515 SH   SOLE   3,515 0 0
ROCKWELL AUTOMTN COMMON STOCK 773903109 49,298 425,020 SH   SOLE   424,854 0 0
ROPER INDS INC CONVERTIBLE SECURITY 776696AA4 262 120,000 PRN   SOLE   120 0 0
ROSS STORES INC COMMON STOCK 778296103 2,120 20,117 SH   SOLE   20,117 0 2,128
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 34,535 421,930 SH   SOLE   421,735 0 2,490
RPM INTL INC CONVERTIBLE SECURITY 749685AT0 2,120 1,791,000 PRN   SOLE   1,791 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAA5 4,388 4,000,000 PRN   SOLE   4,000 0 0
RTI INTL METALS CONVERTIBLE SECURITY 74973WAB3 29,042 25,231,000 PRN   SOLE   25,164 0 356
RYLAND GRP INC CONVERTIBLE SECURITY 783764AQ6 19,012 12,000,000 PRN   SOLE   12,000 0 0
S & P 500 INDEX COMMON STOCK 78462F953 3,584 8,037 SH Put SOLE   8,037 0 3,670
SABRE CORP COMMON STOCK 78573M104 39,662 1,632,177 SH   SOLE   1,631,348 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 45,616 682,779 SH   SOLE   682,423 0 0
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 184,828 154,253,000 PRN   SOLE   153,149 0 0
SANDISK CORP CONVERTIBLE SECURITY 80004CAD3 40,946 30,070,000 PRN   SOLE   30,070 0 344
SANDISK CORP CONVERTIBLE SECURITY 80004CAF8 154,526 153,812,000 PRN   SOLE   153,043 0 15,347
SCHLUMBERGER LTD COMMON STOCK 806857108 122,507 1,468,204 SH   SOLE   1,466,480 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 14,332 470,817 SH   SOLE   470,817 0 112
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 81170YAB5 4,339 5,000,000 PRN   SOLE   5,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 42,708 41,559,000 PRN   SOLE   41,105 0 0
SEMPRA ENERGY COMMON STOCK 816851109 223 2,050 SH   SOLE   2,050 0 0
SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 326 14,670 SH   SOLE   14,670 0 193
SERVICENOW INC COMMON STOCK 81762P102 4,654 59,075 SH   SOLE   59,013 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 93,898 76,435,000 PRN   SOLE   76,013 0 0
SHIRE PLC COMMON STOCK 82481R106 30,869 129,002 SH   SOLE   128,930 0 0
SHUTTERFLY INC CONVERTIBLE SECURITY 82568PAB2 13,853 14,000,000 PRN   SOLE   14,000 0 0
SIGNATURE BANK COMMON STOCK 82669G104 343 2,650 SH   SOLE   2,650 0 480
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 8,698 44,457 SH   SOLE   44,457 0 4,434
SINA CORP CONVERTIBLE SECURITY 82922RAD5 9,083 10,000,000 PRN   SOLE   10,000 0 160
SMART & FINAL STORES COMMON STOCK 83190B101 482 27,400 SH   SOLE   27,400 0 0
SMITH (AO) CORP COMMON STOCK 831865209 568 8,650 SH   SOLE   8,650 0 20,589
SOTHEBYS HOLDINGS INC COMMON STOCK 835898107 8,792 208,050 SH   SOLE   208,050 0 0
SOUTHN COMPANY COMMON STOCK 842587107 8,319 187,867 SH   SOLE   187,867 0 0
SOUTHWEST AIRLINES COMMON STOCK 844741108 5,777 130,404 SH   SOLE   130,404 0 0
SOUTHWESTERN ENERGY CO CONVERTIBLE PREFERRED SECURITY 845467208 39,909 791,995 SH   SOLE   789,505 0 146
SPDR TRUST SERIES 1 COMMON STOCK 78464A954 1,046 1,280 SH Put SOLE   1,280 0 1,844
SPECTRA ENERGY CORP COMMON STOCK 847560109 3,725 102,995 SH   SOLE   102,995 0 0
SPECTRANETICS CONVERTIBLE SECURITY 84760CAA5 10,348 8,000,000 PRN   SOLE   8,000 0 73
SPECTRANETICS CP COMMON STOCK 84760C107 9,997 287,610 SH   SOLE   287,610 0 0
SPIRIT AIRLINES INC COMMON STOCK 848577102 54,762 707,881 SH   SOLE   707,423 0 1,042
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAA0 26,960 27,024,000 PRN   SOLE   26,639 0 0
SPLUNK INC COMMON STOCK 848637104 2,871 48,500 SH   SOLE   48,500 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 3,876 59,271 SH   SOLE   59,271 0 2,585
STAAR SURGICAL COMMON STOCK 852312305 574 77,200 SH   SOLE   77,200 0 19,452
STANCORP FINANCIAL GROUP INC COMMON STOCK 852891100 341 4,970 SH   SOLE   4,970 0 0
STANDARD PACIFIC CORP CONVERTIBLE SECURITY 85375CBC4 42,603 34,397,000 PRN   SOLE   33,764 0 680
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502804 34,724 296,150 SH   SOLE   296,150 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502309 57,267 426,572 SH   SOLE   422,807 0 4,340
STARBUCKS CORP COMMON STOCK 855244109 158,456 1,673,244 SH   SOLE   1,671,503 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAC9 5,226 5,000,000 PRN   SOLE   5,000 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE SECURITY 85571BAA3 30,178 27,298,000 PRN   SOLE   26,965 0 1,724
STATE STREET CORP COMMON STOCK 857477103 51,811 704,630 SH   SOLE   703,372 0 0
STERIS CORP COMMON STOCK 859152100 9,376 133,435 SH   SOLE   133,435 0 661
STONE ENERGY CP CONVERTIBLE SECURITY 861642AN6 8,065 8,901,000 PRN   SOLE   8,755 0 0
STORAGE PROPERTIES COMMON STOCK 74460D109 2,945 14,939 SH   SOLE   14,939 0 0
STRYKER CORP COMMON STOCK 863667101 101,925 1,104,882 SH   SOLE   1,103,182 0 0
SUNEDISON INC CONVERTIBLE SECURITY 86732YAC3 17,185 10,000,000 PRN   SOLE   10,000 0 0
SUNPOWER CORP COMMON STOCK 867652406 9,514 303,850 SH   SOLE   303,506 0 0
SUNPOWER CORP CONVERTIBLE SECURITY 867652AG4 31,728 22,630,000 PRN   SOLE   22,372 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 2,480 60,349 SH   SOLE   60,349 0 0
SVB FINANCIAL GROUP COMMON STOCK 78486Q101 41,488 326,572 SH   SOLE   326,395 0 0
SYMANTEC CORP COMMON STOCK 871503108 2,460 105,279 SH   SOLE   105,279 0 8,855
SYNAPTICS INC COMMON STOCK 87157D109 608 7,475 SH   SOLE   7,475 0 0
SYNCHRONOSS TECHNOLOGIES INC CONVERTIBLE SECURITY 87157BAA1 49,617 42,704,000 PRN   SOLE   42,024 0 0
SYNOPSYS INC COMMON STOCK 871607107 244 5,260 SH   SOLE   5,260 0 0
T ROWE PRICE COMMON STOCK 74144T108 52,632 649,936 SH   SOLE   649,619 0 11,585
TAIWAN SEMICONDUCTOR COMMON STOCK 874039950 926 8,822 SH Put SOLE   8,822 0 0
TAKE-TWO INTER CONVERTIBLE SECURITY 874054AD1 23,588 17,935,000 PRN   SOLE   17,935 0 0
TAKE-TWO INTERACTIVE SOFTWARE CONVERTIBLE SECURITY 874054AC3 12,671 9,000,000 PRN   SOLE   9,000 0 0
TARGET CORP COMMON STOCK 87612E106 1,183 14,420 SH   SOLE   14,420 0 82
TATA MOTORS LTD COMMON STOCK 876568502 315 7,000 SH   SOLE   7,000 0 0
TE CONNECTIVITY LTD COMMON STOCK H84989104 2,881 40,233 SH   SOLE   40,233 0 525
TERADATA CORP COMMON STOCK 88076W103 888 20,116 SH   SOLE   20,116 0 0
TERADYNE INC COMMON STOCK 880770102 518 27,480 SH   SOLE   27,480 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAB7 7,456 8,488,000 PRN   SOLE   8,488 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 91,852 108,738,000 PRN   SOLE   108,092 0 0
TEVA PHARMACEUTICAL IND LTD CONVERTIBLE SECURITY 88163VAE9 14,704 9,902,000 PRN   SOLE   9,794 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 35,996 629,467 SH   SOLE   629,467 0 385
TEXTRON COMMON STOCK 883203101 243 5,480 SH   SOLE   5,480 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 10,918 81,270 SH   SOLE   81,270 0 69
TIME WARNER CABLE COMMON STOCK 88732J207 3,241 21,625 SH   SOLE   21,625 0 5,000
TIME WARNER INC COMMON STOCK 887317303 8,229 97,448 SH   SOLE   97,448 0 0
TJX COMPANIES INC COMMON STOCK 872540109 14,360 205,000 SH   SOLE   205,000 0 337
T-MOBILE US INC CONVERTIBLE PREFERRED SECURITY 872590203 48,652 829,384 SH   SOLE   824,969 0 0
TOLL BROTHERS FINANCE CORP. CONVERTIBLE SECURITY 88947EAM2 21,848 20,668,000 PRN   SOLE   20,290 0 0
TOYOTA MOTOR CORP COMMON STOCK 892331907 235 281 SH Call SOLE   281 0 0
TRAVELERS COMPANIES INC COMMON STOCK 89417E109 3,023 27,961 SH   SOLE   27,961 0 0
TRIPADVISOR INC COMMON STOCK 896945201 778 9,353 SH   SOLE   9,353 0 0
TRUEBLUE INC COMMON STOCK 89785X101 659 27,075 SH   SOLE   27,075 0 0
TTM TECHNOLOGIES INC CONVERTIBLE SECURITY 87305RAD1 5,466 5,000,000 PRN   SOLE   5,000 0 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK 90130A101 52,162 1,541,432 SH   SOLE   1,538,032 0 3,400
TWITTER INC COMMON STOCK 90184L102 2,799 55,890 SH   SOLE   55,890 0 0
TWITTER INC COMMON STOCK 90184L902 4,584 4,120 SH Call SOLE   4,120 0 0
TYSON FOODS CONVERTIBLE PREFERRED SECURITY 902494301 59,318 1,223,554 SH   SOLE   1,211,969 0 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 30,243 177,950 SH   SOLE   177,862 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 62,789 579,712 SH   SOLE   579,712 0 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 93,267 962,112 SH   SOLE   961,070 0 626
UNITED STATES STEEL CORP CONVERTIBLE SECURITY 912909AH1 4,568 3,750,000 PRN   SOLE   3,750 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 58,597 499,974 SH   SOLE   499,727 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 11,821 99,932 SH   SOLE   99,932 0 273
UNUMPROVIDENT CORP COMMON STOCK 91529Y106 330 9,790 SH   SOLE   9,790 0 0
US BANCORP COMMON STOCK 902973304 11,917 272,888 SH   SOLE   272,888 0 0
US ECOLOGY INC COMMON STOCK 91732J102 537 10,750 SH   SOLE   10,750 0 0
UTD TECHS CORP CONVERTIBLE PREFERRED SECURITY 913017117 127,458 2,071,143 SH   SOLE   2,066,803 0 0
VALERO ENERGY COMMON STOCK 91913Y100 6,971 109,580 SH   SOLE   109,580 0 90
VANTIV INC COMMON STOCK 92210H105 10,114 268,276 SH   SOLE   267,991 0 61,033
VCA INC COMMON STOCK 918194101 258 4,700 SH   SOLE   4,700 0 0
VEEVA SYSTEMS COMMON STOCK 922475108 7,183 281,350 SH   SOLE   281,350 0 0
VENTAS INC COMMON STOCK 92276F100 2,387 32,690 SH   SOLE   32,690 0 0
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 39,556 1,133,736 SH   SOLE   1,133,167 0 1,258
VERINT SYSTEMS COMMON STOCK 92343X100 13,257 214,065 SH   SOLE   214,065 0 639
VERINT SYSTEMS CONVERTIBLE SECURITY 92343XAA8 34,985 29,916,000 PRN   SOLE   29,392 0 0
VERIZON COMM COMMON STOCK 92343V104 34,135 701,926 SH   SOLE   701,926 0 0
VIACOM INC COMMON STOCK 92553P201 2,699 39,515 SH   SOLE   39,515 0 0
VIPSHOP HOLDINGS LTD CONVERTIBLE SECURITY 92763WAA1 23,248 15,000,000 PRN   SOLE   15,000 0 0
VIRTUSA CORP COMMON STOCK 92827P102 646 15,600 SH   SOLE   15,600 0 0
VISA INC COMMON STOCK 92826C839 24,792 379,024 SH   SOLE   379,024 0 0
VISTEON CORP COMMON STOCK 92839U206 236 2,450 SH   SOLE   2,450 0 0
VITAMIN SHOPPE INC COMMON STOCK 92849E101 11,644 282,683 SH   SOLE   253,544 0 0
VORNADO REALTY TRUST COMMON STOCK 929042109 3,607 32,205 SH   SOLE   32,205 0 0
WABCO HOLDINGS INC COMMON STOCK 92927K102 35,399 288,077 SH   SOLE   287,964 0 458
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 94,017 1,110,260 SH   SOLE   1,109,010 0 0
WAL-MART STORES INC COMMON STOCK 931142103 20,354 247,468 SH   SOLE   247,468 0 0
WALTER INVESTMENT MANAGEMENT CONVERTIBLE SECURITY 93317WAA0 6,900 8,735,000 PRN   SOLE   8,735 0 2,885
WELLPOINT INC CONVERTIBLE SECURITY 94973VBG1 228,370 110,535,000 PRN   SOLE   110,284 0 0
WELLS FARGO & COMPANY COMMON STOCK 949746101 231,849 4,261,932 SH   SOLE   4,258,553 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 62,824 51,369 SH   SOLE   50,721 0 0
WENDY'S CO/THE COMMON STOCK 95058W100 30,356 2,784,952 SH   SOLE   2,783,639 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 212 2,330 SH   SOLE   2,330 0 0
WEYERHAEUSER CO CONVERTIBLE PREFERRED SECURITY 962166872 30,642 559,975 SH   SOLE   557,685 0 454
WHIRLPOOL CORP COMMON STOCK 963320106 44,607 220,762 SH Call SOLE   220,687 0 0
WHITEWAVE FOODS COMPANY COMMON STOCK 966244105 31,114 701,706 SH   SOLE   701,188 0 0
WHOLE FOODS MARKET INC COMMON STOCK 966837106 1,781 34,197 SH   SOLE   34,197 0 0
WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 4,707 219,360 SH   SOLE   219,360 0 328
WORKDAY INC CONVERTIBLE SECURITY 98138HAC5 44,050 36,579,000 PRN   SOLE   36,377 0 0
WR BERKLEY CORP COMMON STOCK 084423102 334 6,605 SH   SOLE   6,605 0 0
WRIGHT MED GRP INC COMMON STOCK 98235T107 15,978 619,294 SH   SOLE   619,055 0 47
WYNN RESORTS LTD COMMON STOCK 983134107 1,519 12,070 SH   SOLE   12,070 0 180
XCEL ENERGY INC COMMON STOCK 98389B100 1,576 45,261 SH   SOLE   45,261 0 0
XENOPORT INC COMMON STOCK 98411C100 348 48,905 SH   SOLE   48,905 0 0
XILINX INC CONVERTIBLE SECURITY 983919AF8 10,214 6,907,000 PRN   SOLE   6,907 0 0
XYLEM INC COMMON STOCK 98419M100 243 6,945 SH   SOLE   6,945 0 0
YAHOO! INC COMMON STOCK 984332106 5,431 122,218 SH   SOLE   122,218 0 0
YAHOO! INC CONVERTIBLE SECURITY 984332AF3 86,404 79,784,000 PRN   SOLE   79,158 0 0
YANDEX NV CONVERTIBLE SECURITY 98474TAB3 13,704 16,601,000 PRN   SOLE   16,601 0 0
YUM! BRANDS INC COMMON STOCK 988498101 1,583 20,115 SH   SOLE   20,115 0 384
ZELTIQ AESTHETICS COMMON STOCK 98933Q108 279 9,040 SH Call SOLE   9,040 0 900
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 103,049 876,864 SH   SOLE   875,925 0 0
ACORDA THERAPEUTICS INC CONVERTIBLE SECURITY 00484MAA4 219 215,000 PRN   OTR 1 215 0 0
ACTAVIS INC CONVERTIBLE PREFERRED SECURITY G0083B116 784 775 SH   OTR 1 775 0 0
AMER TOWER CORP CONVERTIBLE PREFERRED SECURITY 03027X308 347 3,360 SH   OTR 1 3,360 0 0
APPLE INC COMMON STOCK 037833100 309 2,485 SH   OTR 1 2,485 0 0
ARES CAPITAL CORP CONVERTIBLE SECURITY 04010LAJ2 502 480,000 PRN   OTR 1 480 0 0
BANK OF AMERICA CORP CONVERTIBLE PREFERRED SECURITY 060505682 509 440 SH   OTR 1 440 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAE1 230 156,000 PRN   OTR 1 156 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE SECURITY 09061GAF8 235 155,000 PRN   OTR 1 155 0 0
CEMEX SA CONVERTIBLE SECURITY 151290BB8 112 100,000 PRN   OTR 1 100 0 0
CEPHEID INC CONVERTIBLE SECURITY 15670RAC1 122 110,000 PRN   OTR 1 110 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREFERRED SECURITY 22822V200 249 2,380 SH   OTR 1 2,380 0 0
DANAHER CORP CONVERTIBLE SECURITY 235851AF9 370 150,000 PRN   OTR 1 150 0 0
DEPOMED INC CONVERTIBLE SECURITY 249908AA2 171 129,000 PRN   OTR 1 129 0 0
EXELON CORP CONVERTIBLE PREFERRED SECURITY 30161N127 257 5,275 SH   OTR 1 5,275 0 0
GILEAD SCIENCE CONVERTIBLE SECURITY 375558AP8 237 55,000 PRN   OTR 1 55 0 0
HOLOGIC INC CONVERTIBLE SECURITY 436440AC5 266 215,000 PRN   OTR 1 215 0 0
HORNBECK OFFSHORE SERVICES INC CONVERTIBLE SECURITY 440543AN6 98 122,000 PRN   OTR 1 122 0 0
ILLUMINA INC CONVERTIBLE SECURITY 452327AD1 122 55,000 PRN   OTR 1 55 0 0
INCYTE GENOMICS CONVERTIBLE SECURITY 45337CAM4 137 75,000 PRN   OTR 1 75 0 0
INTEGRA LIFESCI CONVERTIBLE SECURITY 457985AK5 507 440,000 PRN   OTR 1 440 0 0
INTEL CORP CONVERTIBLE SECURITY 458140AF7 498 315,000 PRN   OTR 1 315 0 0
INVENSENSE CONVERTIBLE SECURITY 46123DAB2 221 225,000 PRN   OTR 1 225 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AL2 142 100,000 PRN   OTR 1 100 0 0
JARDEN CORP CONVERTIBLE SECURITY 471109AM0 142 120,000 PRN   OTR 1 120 0 0
LAM RESEARCH CORP CONVERTIBLE SECURITY 512807AJ7 511 425,000 PRN   OTR 1 425 0 0
LENNAR CORP COMMON STOCK 526057104 299 5,780 SH Put OTR 1 5,780 0 0
LIBERTY CONVERTIBLE SECURITY 530610AC8 280 200,000 PRN   OTR 1 200 0 0
LIBERTY MEDIA CORPORATION CONVERTIBLE SECURITY 531229AB8 251 250,000 PRN   OTR 1 250 0 0
MEDIDATA SOLUTIONS INC CONVERTIBLE SECURITY 58471AAB1 189 167,000 PRN   OTR 1 167 0 0
MENTOR GRAPHICS CONVERTIBLE SECURITY 587200AK2 113 90,000 PRN   OTR 1 90 0 0
MGIC INVESTMENT CORP CONVERTIBLE SECURITY 552848AE3 119 81,000 PRN   OTR 1 81 0 0
MICRON TECH CONVERTIBLE SECURITY 595112AY9 527 475,000 PRN   OTR 1 475 0 0
MOLINA HEALTHCARE INC CONVERTIBLE SECURITY 60855RAD2 311 240,000 PRN   OTR 1 240 0 0
MYLAN NV COMMON STOCK N59465109 280 4,725 SH   OTR 1 4,725 0 0
NEXTERA ENERGY INC CONVERTIBLE PREFERRED SECURITY 65339F861 258 4,620 SH Call OTR 1 4,620 0 0
NVIDIA CORP CONVERTIBLE SECURITY 67066GAC8 595 505,000 PRN   OTR 1 505 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE SECURITY 682189AH8 283 220,000 PRN   OTR 1 220 0 0
PORTFOLIO RECOVERY ASSOCIATE CONVERTIBLE SECURITY 73640QAB1 195 181,000 PRN   OTR 1 181 0 0
PRICELINE.COM INC CONVERTIBLE SECURITY 741503AQ9 673 501,000 PRN   OTR 1 501 0 0
SALESFORCE.COM INC CONVERTIBLE SECURITY 79466LAD6 791 660,000 PRN   OTR 1 660 0 0
SANDISK CORP CONVERTIBLE SECURITY 80004CAF8 467 465,000 PRN   OTR 1 465 0 0
SEACOR HOLDINGS INC CONVERTIBLE SECURITY 811904AM3 252 245,000 PRN   OTR 1 245 0 0
SERVICENOW INC CONVERTIBLE SECURITY 81762PAB8 408 332,000 PRN   OTR 1 332 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE SECURITY 84860WAA0 219 220,000 PRN   OTR 1 220 0 0
STANDARD PACIFIC CORP CONVERTIBLE SECURITY 85375CBC4 266 215,000 PRN   OTR 1 215 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PREFERRED SECURITY 854502309 383 2,850 SH   OTR 1 2,850 0 0
STONE ENERGY CP CONVERTIBLE SECURITY 861642AN6 99 109,000 PRN   OTR 1 109 0 0
SUNPOWER CORP CONVERTIBLE SECURITY 867652AG4 287 205,000 PRN   OTR 1 205 0 0
SYNCHRONOSS TECHNOLOGIES INC CONVERTIBLE SECURITY 87157BAA1 633 545,000 PRN   OTR 1 545 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAB7 105 120,000 PRN   OTR 1 120 0 0
TESLA MOTORS INC CONVERTIBLE SECURITY 88160RAC5 304 360,000 PRN   OTR 1 360 0 0
TYSON FOODS CONVERTIBLE PREFERRED SECURITY 902494301 373 7,700 SH   OTR 1 7,700 0 0
UTD TECHS CORP CONVERTIBLE PREFERRED SECURITY 913017117 253 4,105 SH   OTR 1 4,105 0 0
VERINT SYSTEMS CONVERTIBLE SECURITY 92343XAA8 269 230,000 PRN   OTR 1 230 0 0
WELLPOINT INC CONVERTIBLE SECURITY 94973VBG1 857 415,000 PRN   OTR 1 415 0 0
WELLS FARGO & COMPANY CONVERTIBLE PREFERRED SECURITY 949746804 636 520 SH   OTR 1 520 0 0
WORKDAY INC CONVERTIBLE SECURITY 98138HAC5 253 210,000 PRN   OTR 1 210 0 0
YAHOO! INC CONVERTIBLE SECURITY 984332AF3 390 360,000 PRN   OTR 1 360 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 1,713 41,229 SH   OTR 2 0 0 41,229
APPLE INC COMMON STOCK 037833100 1,523 12,236 SH   OTR 2 0 0 12,236
AUTOLIV INC COMMON STOCK 052800109 623 5,294 SH   OTR 2 0 0 5,294
BERRY PLASTICS HOLDING CORP COMMON STOCK 08579W103 1,580 43,661 SH   OTR 2 0 0 43,661
BRUNSWICK CORPORATION COMMON STOCK 117043109 1,059 20,589 SH   OTR 2 0 0 20,589
CBS CORP COMMON STOCK 124857202 1,179 19,452 SH   OTR 2 0 0 19,452
CELGENE CORP COMMON STOCK 151020104 1,156 10,027 SH   OTR 2 0 0 10,027
GOOGLE INC COMMON STOCK 38259P508 1,448 2,611 SH   OTR 2 0 0 2,611
IAC INTERACTIVECORP COMMON STOCK 44919P508 1,450 21,485 SH   OTR 2 0 0 21,485
JP MORGAN CHASE & CO COMMON STOCK 46625H100 1,393 23,000 SH   OTR 2 0 0 23,000
LA QUINTA HOLDINGS INC COMMON STOCK 50420D108 1,262 53,295 SH   OTR 2 0 0 53,295
MEDTRONIC PLC COMMON STOCK G5960L103 1,197 15,347 SH   OTR 2 0 0 15,347
NAVIENT CORP COMMON STOCK 63938C108 1,241 61,033 SH   OTR 2 0 0 61,033
NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK G66721104 1,997 36,969 SH   OTR 2 0 0 36,969
VITAMIN SHOPPE INC COMMON STOCK 92849E101 1,200 29,139 SH   OTR 2 0 0 29,139