The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
2U INC | COM | 90214J101 | 1,447 | 49,200 | SH | SOLE | 49,200 | 0 | 0 | ||
AARONS INC | COM PAR $0.50 | 002535300 | 7,184 | 328,169 | SH | SOLE | 327,749 | 0 | 420 | ||
ABBVIE INC | COM | 00287Y109 | 2,176 | 35,144 | SH | SOLE | 0 | 0 | 35,144 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 6,470 | 116,780 | SH | SOLE | 48,613 | 0 | 68,167 | ||
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 2,339 | 72,062 | SH | SOLE | 27,520 | 0 | 44,542 | ||
ACI WORLDWIDE INC | COM | 004498101 | 14,678 | 752,346 | SH | SOLE | 751,412 | 0 | 934 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 1,089 | 1,242,000 | PRN | SOLE | 1,242,000 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 351 | 1,416 | SH | SOLE | 1,360 | 0 | 56 | ||
ADEPTUS HEALTH INC | CL A | 006855100 | 1,906 | 36,900 | SH | SOLE | 36,900 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 240 | 2,505 | SH | SOLE | 0 | 0 | 2,505 | ||
ADURO BIOTECH INC | COM | 00739L101 | 571 | 50,478 | SH | SOLE | 19,693 | 0 | 30,785 | ||
AETNA INC NEW | COM | 00817Y108 | 3,950 | 32,341 | SH | SOLE | 0 | 0 | 32,341 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 482 | 3,421 | SH | SOLE | 3,270 | 0 | 151 | ||
AFLAC INC | COM | 001055102 | 392 | 5,430 | SH | SOLE | 0 | 0 | 5,430 | ||
AIR LEASE CORP | CL A | 00912X302 | 2,538 | 94,770 | SH | SOLE | 43,050 | 0 | 51,720 | ||
AIR METHODS CORP | COM PAR $.06 | 009128307 | 9,735 | 271,700 | SH | SOLE | 271,363 | 0 | 337 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 1,594 | 123,000 | SH | SOLE | 123,000 | 0 | 0 | ||
AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949pad0 | 7,684 | 2,789,000 | PRN | SOLE | 2,789,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 612 | 10,949 | SH | SOLE | 3,403 | 0 | 7,546 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 4,502 | 4,562,000 | PRN | SOLE | 3,629,000 | 0 | 933,000 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 1,725 | 29,600 | SH | SOLE | 29,600 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 9,054 | 673,629 | SH | SOLE | 672,516 | 0 | 1,113 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423ab5 | 5,182 | 5,016,000 | PRN | SOLE | 4,332,000 | 0 | 684,000 | ||
ALCOA INC | COM | 013817101 | 1,269 | 136,932 | SH | SOLE | 0 | 0 | 136,932 | ||
ALCOA INC | DEP SHS 1/10TH | 013817309 | 3,805 | 116,643 | SH | SOLE | 91,893 | 0 | 24,750 | ||
ALERE INC | PERP PFD CONV SE | 01449J204 | 4,618 | 14,162 | SH | SOLE | 14,162 | 0 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 17,894 | 21,502 | SH | SOLE | 21,502 | 0 | 0 | ||
ALLETE INC | COM NEW | 018522300 | 2,152 | 33,300 | SH | SOLE | 0 | 0 | 33,300 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 3,011 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520ab8 | 3,327 | 3,827,000 | PRN | SOLE | 3,094,000 | 0 | 733,000 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 499 | 709 | SH | SOLE | 0 | 0 | 709 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 1,997 | 2,885 | SH | SOLE | 0 | 0 | 2,885 | ||
ALTRIA GROUP INC | COM | 02209S103 | 10,999 | 159,492 | SH | SOLE | 0 | 0 | 159,492 | ||
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163uaa4 | 5,293 | 4,774,000 | PRN | SOLE | 4,774,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,125 | 2,969 | SH | SOLE | 0 | 0 | 2,969 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 382 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 363 | 25,487 | SH | SOLE | 0 | 0 | 25,487 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917taa2 | 4,036 | 4,076,000 | PRN | SOLE | 3,576,000 | 0 | 500,000 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 1,020 | 21,836 | SH | SOLE | 0 | 0 | 21,836 | ||
AMERISAFE INC | COM | 03071H100 | 14,680 | 239,792 | SH | SOLE | 239,491 | 0 | 301 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 300 | 3,781 | SH | SOLE | 3,629 | 0 | 152 | ||
AMETEK INC NEW | COM | 031100100 | 1,684 | 36,430 | SH | SOLE | 13,713 | 0 | 22,717 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 15,185 | 264,867 | SH | SOLE | 17,074 | 0 | 247,793 | ||
AMSURG CORP | PFD CNV SR A-1 % | 03232P504 | 5,132 | 35,318 | SH | SOLE | 35,318 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 10,161 | 227,623 | SH | SOLE | 227,623 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 525 | 9,428 | SH | SOLE | 0 | 0 | 9,428 | ||
APOGEE ENTERPRISES INC | COM | 037598109 | 3,722 | 80,303 | SH | SOLE | 30,737 | 0 | 49,566 | ||
APPLE INC | COM | 037833100 | 19,764 | 206,739 | SH | SOLE | 0 | 0 | 206,739 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 24,666 | 546,443 | SH | SOLE | 545,765 | 0 | 678 | ||
APPLIED MATLS INC | COM | 038222105 | 1,472 | 61,409 | SH | SOLE | 41,597 | 0 | 19,812 | ||
ARES CAP CORP | COM | 04010L103 | 2,766 | 194,800 | SH | SOLE | 0 | 0 | 194,800 | ||
ARES CAP CORP | NOTE 4.875% 3/1 | 04010lag8 | 2,435 | 2,381,000 | PRN | SOLE | 1,662,000 | 0 | 719,000 | ||
AT&T INC | COM | 00206R102 | 3,831 | 88,670 | SH | SOLE | 0 | 0 | 88,670 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 4,233 | 4,337,000 | PRN | SOLE | 4,337,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 3,192 | 66,215 | SH | SOLE | 0 | 0 | 66,215 | ||
BALCHEM CORP | COM | 057665200 | 10,845 | 181,807 | SH | SOLE | 181,580 | 0 | 227 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 6,651 | 5,566 | SH | SOLE | 4,807 | 0 | 759 | ||
BANK AMER CORP | COM | 060505104 | 134 | 10,100 | SH | SOLE | 0 | 0 | 10,100 | ||
BANK OF THE OZARKS INC | COM | 063904106 | 4,254 | 113,385 | SH | SOLE | 47,498 | 0 | 65,887 | ||
BANKUNITED INC | COM | 06652K103 | 3,714 | 120,908 | SH | SOLE | 52,807 | 0 | 68,101 | ||
BARNES GROUP INC | COM | 067806109 | 11,112 | 335,493 | SH | SOLE | 335,077 | 0 | 416 | ||
BARRETT BILL CORP | COM | 06846N104 | 525 | 82,140 | SH | SOLE | 0 | 0 | 82,140 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,255 | 15 | SH | SOLE | 0 | 0 | 15 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 998 | 6,892 | SH | SOLE | 0 | 0 | 6,892 | ||
BERRY PLASTICS GROUP INC | COM | 08579W103 | 8,118 | 208,948 | SH | SOLE | 88,320 | 0 | 120,628 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 1,687 | 1,515,000 | PRN | SOLE | 1,515,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 2,681 | 2,317,000 | PRN | SOLE | 2,317,000 | 0 | 0 | ||
BLACKBAUD INC | COM | 09227Q100 | 23,618 | 347,838 | SH | SOLE | 347,404 | 0 | 434 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257waa8 | 3,616 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
BLUCORA INC | NOTE 4.250% 4/0 | 095229ab6 | 1,384 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BOISE CASCADE CO DEL | COM | 09739D100 | 2,870 | 125,045 | SH | SOLE | 48,240 | 0 | 76,805 | ||
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 499 | 16,847 | SH | SOLE | 13,887 | 0 | 2,960 | ||
BRIGHT HORIZONS FAM SOL IN D | COM | 109194100 | 4,551 | 68,632 | SH | SOLE | 26,294 | 0 | 42,338 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 274 | 3,721 | SH | SOLE | 0 | 0 | 3,721 | ||
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 626 | 9,605 | SH | SOLE | 9,228 | 0 | 377 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463aa2 | 3,894 | 3,957,000 | PRN | SOLE | 3,127,000 | 0 | 830,000 | ||
BRUKER CORP | COM | 116794108 | 11,520 | 506,616 | SH | SOLE | 506,035 | 0 | 581 | ||
BUCKLE INC | COM | 118440106 | 11,295 | 434,586 | SH | SOLE | 434,047 | 0 | 539 | ||
BUNGE LIMITED | COM | G16962105 | 729 | 12,330 | SH | SOLE | 12,070 | 0 | 260 | ||
BURLINGTON STORES INC | COM | 122017106 | 12,975 | 194,493 | SH | SOLE | 144,009 | 0 | 50,484 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 393 | 15,264 | SH | SOLE | 14,713 | 0 | 551 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 3,857 | 4,120,000 | PRN | SOLE | 4,120,000 | 0 | 0 | ||
CALERES INC | COM | 129500104 | 3,217 | 132,882 | SH | SOLE | 51,033 | 0 | 81,849 | ||
CALLIDUS SOFTWARE INC | COM | 13123E500 | 1,229 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 845 | 839,000 | PRN | SOLE | 839,000 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 640 | 6,054 | SH | SOLE | 5,820 | 0 | 234 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 10,317 | 287,769 | SH | SOLE | 225,849 | 0 | 61,920 | ||
CASEYS GEN STORES INC | COM | 147528103 | 3,958 | 30,093 | SH | SOLE | 13,007 | 0 | 17,086 | ||
CBS CORP NEW | CL B | 124857202 | 6,107 | 112,175 | SH | SOLE | 0 | 0 | 112,175 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 465 | 8,040 | SH | SOLE | 0 | 0 | 8,040 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290bc6 | 5,356 | 5,186,000 | PRN | SOLE | 4,162,000 | 0 | 1,024,000 | ||
CEMPRA INC | COM | 15130J109 | 1,569 | 95,161 | SH | SOLE | 36,395 | 0 | 58,766 | ||
CENTENE CORP DEL | COM | 15135B101 | 10,569 | 148,082 | SH | SOLE | 8,734 | 0 | 139,348 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 933 | 38,875 | SH | SOLE | 0 | 0 | 38,875 | ||
CENTURY CMNTYS INC | COM | 156504300 | 1,919 | 110,670 | SH | SOLE | 110,670 | 0 | 0 | ||
CEPHEID | DBCV 1.250% 2/0 | 15670rac1 | 2,708 | 3,124,000 | PRN | SOLE | 3,124,000 | 0 | 0 | ||
CHEMTURA CORP | COM NEW | 163893209 | 1,453 | 55,083 | SH | SOLE | 21,109 | 0 | 33,974 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,276 | 2,246,000 | PRN | SOLE | 2,246,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167bz9 | 28 | 30,000 | PRN | SOLE | 0 | 0 | 30,000 | ||
CHEVRON CORP NEW | COM | 166764100 | 3,782 | 36,078 | SH | SOLE | 0 | 0 | 36,078 | ||
CHILDRENS PL INC | COM | 168905107 | 4,068 | 50,741 | SH | SOLE | 19,395 | 0 | 31,346 | ||
CIENA CORP | COM NEW | 171779309 | 403 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779ak7 | 3,090 | 2,451,000 | PRN | SOLE | 2,451,000 | 0 | 0 | ||
CIENA CORP | NOTE 0.875% 6/1 | 171779ae1 | 2,353 | 2,370,000 | PRN | SOLE | 1,662,000 | 0 | 708,000 | ||
CISCO SYS INC | COM | 17275R102 | 619 | 21,592 | SH | SOLE | 0 | 0 | 21,592 | ||
CITRIX SYS INC | COM | 177376100 | 349 | 4,361 | SH | SOLE | 4,182 | 0 | 179 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,137 | 2,809,000 | PRN | SOLE | 2,809,000 | 0 | 0 | ||
CIVITAS SOLUTIONS INC | COM | 17887R102 | 3,139 | 150,675 | SH | SOLE | 57,741 | 0 | 92,934 | ||
CLARCOR INC | COM | 179895107 | 2,987 | 49,107 | SH | SOLE | 19,071 | 0 | 30,036 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 420 | 586,000 | PRN | SOLE | 586,000 | 0 | 0 | ||
COBALT INTL ENERGY INC | COM | 19075F106 | 24 | 18,250 | SH | SOLE | 0 | 0 | 18,250 | ||
CODEXIS INC | COM | 192005106 | 991 | 246,000 | SH | SOLE | 246,000 | 0 | 0 | ||
COHEN & STEERS INC | COM | 19247A100 | 4,075 | 100,777 | SH | SOLE | 38,587 | 0 | 62,190 | ||
COHERENT INC | COM | 192479103 | 3,700 | 40,318 | SH | SOLE | 15,450 | 0 | 24,868 | ||
COLONY CAP INC | CL A | 19624R106 | 1,346 | 87,700 | SH | SOLE | 2,000 | 0 | 85,700 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 3,074 | 3,189,000 | PRN | SOLE | 3,189,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 530 | 8,131 | SH | SOLE | 0 | 0 | 8,131 | ||
COMMERCIAL METALS CO | COM | 201723103 | 9,984 | 590,760 | SH | SOLE | 590,029 | 0 | 731 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 2,699 | 162,665 | SH | SOLE | 0 | 0 | 162,665 | ||
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 3,582 | 89,728 | SH | SOLE | 0 | 0 | 89,728 | ||
CONOCOPHILLIPS | COM | 20825C104 | 743 | 17,050 | SH | SOLE | 0 | 0 | 17,050 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 603 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,689 | 16,256 | SH | SOLE | 5,317 | 0 | 10,939 | ||
CONTROL4 CORP | COM | 21240D107 | 3,229 | 395,653 | SH | SOLE | 395,099 | 0 | 554 | ||
CORELOGIC INC | COM | 21871D103 | 15,894 | 413,037 | SH | SOLE | 412,523 | 0 | 514 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 20,658 | 232,923 | SH | SOLE | 232,636 | 0 | 287 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 27,637 | 726,150 | SH | SOLE | 605,957 | 0 | 120,193 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925yab9 | 4,728 | 4,612,000 | PRN | SOLE | 4,042,000 | 0 | 570,000 | ||
COUSINS PPTYS INC | COM | 222795106 | 16,183 | 1,556,063 | SH | SOLE | 1,554,129 | 0 | 1,934 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,082 | 58,797 | SH | SOLE | 58,723 | 0 | 74 | ||
CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 4,428 | 36,552 | SH | SOLE | 36,552 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 6,548 | 162,441 | SH | SOLE | 162,238 | 0 | 203 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 2,215 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,625 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 3,350 | 108,487 | SH | SOLE | 41,599 | 0 | 66,888 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 7,823 | 122,750 | SH | SOLE | 122,596 | 0 | 154 | ||
CUTERA INC | COM | 232109108 | 1,379 | 123,000 | SH | SOLE | 123,000 | 0 | 0 | ||
CYRUSONE INC | COM | 23283R100 | 7,757 | 139,359 | SH | SOLE | 57,152 | 0 | 82,207 | ||
DANAHER CORP DEL | COM | 235851102 | 12,770 | 126,438 | SH | SOLE | 0 | 0 | 126,438 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 13,168 | 228,929 | SH | SOLE | 228,644 | 0 | 285 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908aa2 | 4,143 | 3,429,000 | PRN | SOLE | 3,429,000 | 0 | 0 | ||
DERMIRA INC | COM | 24983L104 | 3,325 | 113,671 | SH | SOLE | 43,499 | 0 | 70,172 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 1,731 | 47,740 | SH | SOLE | 0 | 0 | 47,740 | ||
DIAMOND RESORTS INTL INC | COM | 25272T104 | 5,751 | 191,966 | SH | SOLE | 75,775 | 0 | 116,191 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 898 | 9,840 | SH | SOLE | 9,840 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 5,821 | 59,512 | SH | SOLE | 0 | 0 | 59,512 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 481 | 5,116 | SH | SOLE | 4,916 | 0 | 200 | ||
DOLLAR TREE INC | COM | 256746108 | 486 | 5,156 | SH | SOLE | 4,949 | 0 | 207 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 599 | 7,683 | SH | SOLE | 0 | 0 | 7,683 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 3,642 | 37,686 | SH | SOLE | 0 | 0 | 37,686 | ||
DRIL-QUIP INC | COM | 262037104 | 5,914 | 101,218 | SH | SOLE | 101,093 | 0 | 125 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 788 | 12,163 | SH | SOLE | 0 | 0 | 12,163 | ||
DYCOM INDS INC | COM | 267475101 | 4,635 | 51,636 | SH | SOLE | 14,908 | 0 | 36,728 | ||
EBIX INC | COM NEW | 278715206 | 6,925 | 144,563 | SH | SOLE | 55,264 | 0 | 89,299 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 1,313 | 1,388,000 | PRN | SOLE | 1,388,000 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 25,321 | 548,787 | SH | SOLE | 548,108 | 0 | 679 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 813 | 8,150 | SH | SOLE | 4,474 | 0 | 3,676 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,395 | 18,410 | SH | SOLE | 7,311 | 0 | 11,099 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 1,301 | 1,214,000 | PRN | SOLE | 1,214,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 201 | 7,155 | SH | SOLE | 7,155 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089qab1 | 895 | 789,000 | PRN | SOLE | 789,000 | 0 | 0 | ||
EMPIRE ST RLTY OP L P | UNIT LTD PRTNSP | 292102100 | 246 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 4,459 | 5,561,000 | PRN | SOLE | 5,561,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554ad4 | 1,776 | 1,810,000 | PRN | SOLE | 1,320,000 | 0 | 490,000 | ||
ENDOLOGIX INC | COM | 29266S106 | 21,400 | 1,717,482 | SH | SOLE | 1,445,524 | 0 | 271,958 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,003 | 102,632 | SH | SOLE | 0 | 0 | 102,632 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 3,863 | 103,400 | SH | SOLE | 0 | 0 | 103,400 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 3,388 | 48,963 | SH | SOLE | 19,930 | 0 | 29,033 | ||
EVERCORE PARTNERS INC | CLASS A | 29977A105 | 2,436 | 55,131 | SH | SOLE | 21,095 | 0 | 34,036 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 300 | 2,820 | SH | SOLE | 2,705 | 0 | 115 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 1,462 | 15,800 | SH | SOLE | 8,441 | 0 | 7,359 | ||
EXXON MOBIL CORP | COM | 30231G102 | 5,144 | 54,879 | SH | SOLE | 0 | 0 | 54,879 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301ab2 | 543 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 2,633 | 23,040 | SH | SOLE | 14,760 | 0 | 8,280 | ||
FARMER BROS CO | COM | 307675108 | 1,577 | 49,200 | SH | SOLE | 49,200 | 0 | 0 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 6,704 | 197,175 | SH | SOLE | 71,018 | 0 | 126,157 | ||
FERROGLOBE PLC | SHS | G33856108 | 2,404 | 279,175 | SH | SOLE | 106,990 | 0 | 172,185 | ||
FIBROGEN INC | COM | 31572Q808 | 1,009 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,691 | 125,100 | SH | SOLE | 0 | 0 | 125,100 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620rae5 | 8,438 | 4,096,000 | PRN | SOLE | 4,096,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 957 | 988,000 | PRN | SOLE | 714,000 | 0 | 274,000 | ||
FINISH LINE INC | CL A | 317923100 | 2,958 | 146,523 | SH | SOLE | 56,153 | 0 | 90,370 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 4,452 | 4,923,000 | PRN | SOLE | 4,923,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,615 | 1,830,000 | PRN | SOLE | 1,830,000 | 0 | 0 | ||
FIVE9 INC | COM | 338307101 | 1,830 | 153,750 | SH | SOLE | 153,750 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 302 | 9,755 | SH | SOLE | 9,361 | 0 | 394 | ||
FOGO DE CHAO INC | COM | 344177100 | 1,312 | 100,483 | SH | SOLE | 39,142 | 0 | 61,341 | ||
FOOT LOCKER INC | COM | 344849104 | 214 | 3,906 | SH | SOLE | 3,751 | 0 | 155 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 5,108 | 295,061 | SH | SOLE | 294,695 | 0 | 366 | ||
FORWARD AIR CORP | COM | 349853101 | 1,369 | 30,750 | SH | SOLE | 30,750 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 388 | 34,807 | SH | SOLE | 0 | 0 | 34,807 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 8,380 | 88,561 | SH | SOLE | 88,561 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 18,080 | 1,339,293 | SH | SOLE | 1,337,613 | 0 | 1,680 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 244 | 7,766 | SH | SOLE | 0 | 0 | 7,766 | ||
GENESCO INC | COM | 371532102 | 14,030 | 218,158 | SH | SOLE | 217,888 | 0 | 270 | ||
GENESEE & WYO INC | CL A | 371559105 | 30,575 | 518,663 | SH | SOLE | 335,947 | 0 | 182,716 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 16,000 | 349,963 | SH | SOLE | 306,411 | 0 | 43,552 | ||
GILEAD SCIENCES INC | COM | 375558103 | 521 | 6,250 | SH | SOLE | 0 | 0 | 6,250 | ||
GLOBANT S A | COM | L44385109 | 3,962 | 100,682 | SH | SOLE | 38,513 | 0 | 62,169 | ||
GRAMERCY PPTY TR | COM | 385002100 | 6,330 | 686,583 | SH | SOLE | 0 | 0 | 686,583 | ||
GREATBATCH INC | COM | 39153L106 | 7,475 | 241,666 | SH | SOLE | 51,805 | 0 | 189,861 | ||
GREEN BRICK PARTNERS INC | COM | 392709101 | 1,252 | 172,200 | SH | SOLE | 172,200 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657ah4 | 10,168 | 9,436,000 | PRN | SOLE | 8,858,000 | 0 | 578,000 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 8,422 | 170,629 | SH | SOLE | 170,419 | 0 | 210 | ||
GUIDEWIRE SOFTWARE INC | COM | 40171V100 | 3,767 | 60,998 | SH | SOLE | 23,349 | 0 | 37,649 | ||
HANESBRANDS INC | COM | 410345102 | 4,453 | 177,207 | SH | SOLE | 20,582 | 0 | 156,625 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,750 | 61,975 | SH | SOLE | 0 | 0 | 61,975 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 400 | 10,550 | SH | SOLE | 10,550 | 0 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 682 | 19,590 | SH | SOLE | 18,820 | 0 | 770 | ||
HEADWATERS INC | COM | 42210P102 | 3,124 | 174,150 | SH | SOLE | 66,262 | 0 | 107,888 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 27,513 | 664,887 | SH | SOLE | 664,062 | 0 | 825 | ||
HEARTWARE INTL INC | NOTE 1.750%12/1 | 422368ac4 | 1,245 | 1,258,000 | PRN | SOLE | 1,258,000 | 0 | 0 | ||
HEICO CORP NEW | CL A | 422806208 | 25,222 | 470,112 | SH | SOLE | 5,918 | 0 | 464,194 | ||
HEICO CORP NEW | COM | 422806109 | 5,306 | 79,416 | SH | SOLE | 25,849 | 0 | 53,567 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 2,792 | 47,700 | SH | SOLE | 6,250 | 0 | 41,450 | ||
HEXCEL CORP NEW | COM | 428291108 | 1,024 | 24,595 | SH | SOLE | 24,595 | 0 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 29,960 | 1,701,297 | SH | SOLE | 1,466,507 | 0 | 234,790 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440ab7 | 1,643 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 3,233 | 27,791 | SH | SOLE | 0 | 0 | 27,791 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 5,851 | 6,412,000 | PRN | SOLE | 6,412,000 | 0 | 0 | ||
HOWARD HUGHES CORP | COM | 44267D107 | 1,828 | 15,990 | SH | SOLE | 15,990 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 23,889 | 17,217 | SH | SOLE | 8,699 | 0 | 8,518 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 2,044 | 2,019,000 | PRN | SOLE | 2,019,000 | 0 | 0 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 3,246 | 57,650 | SH | SOLE | 0 | 0 | 57,650 | ||
IBERIABANK CORP | COM | 450828108 | 11,145 | 186,584 | SH | SOLE | 186,351 | 0 | 233 | ||
ICON PLC | SHS | G4705A100 | 20,864 | 298,009 | SH | SOLE | 297,648 | 0 | 361 | ||
IDACORP INC | COM | 451107106 | 31,870 | 391,758 | SH | SOLE | 391,278 | 0 | 480 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 2,076 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
IMMERSION CORP | COM | 452521107 | 2,257 | 307,500 | SH | SOLE | 307,500 | 0 | 0 | ||
IMMUNOMEDICS INC | NOTE 4.750% 2/1 | 452907ak4 | 398 | 570,000 | PRN | SOLE | 570,000 | 0 | 0 | ||
IMPERVA INC | COM | 45321L100 | 7,752 | 180,242 | SH | SOLE | 69,172 | 0 | 111,070 | ||
INC RESH HLDGS INC | CL A | 45329R109 | 12,598 | 330,388 | SH | SOLE | 293,434 | 0 | 36,954 | ||
INCYTE CORP | COM | 45337C102 | 488 | 6,099 | SH | SOLE | 6,006 | 0 | 93 | ||
INCYTE CORP | NOTE 0.375%11/1 | 45337cam4 | 889 | 530,000 | PRN | SOLE | 530,000 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 2,390 | 1,402,000 | PRN | SOLE | 1,402,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 248 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667gab9 | 855 | 751,000 | PRN | SOLE | 751,000 | 0 | 0 | ||
INPHI CORP | COM | 45772F107 | 3,213 | 100,315 | SH | SOLE | 31,055 | 0 | 69,260 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985ak5 | 9,737 | 6,406,000 | PRN | SOLE | 6,406,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 6,943 | 344,929 | SH | SOLE | 162,753 | 0 | 182,176 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ab2 | 3,125 | 3,220,000 | PRN | SOLE | 3,220,000 | 0 | 0 | ||
INTERACTIVE INTELLIGENCE GRO | NOTE 1.250% 6/0 | 45841vab5 | 2,844 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 608 | 2,375 | SH | SOLE | 0 | 0 | 2,375 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 911 | 6,002 | SH | SOLE | 0 | 0 | 6,002 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 1,027 | 44,476 | SH | SOLE | 36,969 | 0 | 7,507 | ||
INTERSECT ENT INC | COM | 46071F103 | 795 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
INTERVAL LEISURE GROUP INC | COM | 46113M108 | 8,548 | 537,606 | SH | SOLE | 536,940 | 0 | 666 | ||
INTUIT | COM | 461202103 | 5,945 | 53,264 | SH | SOLE | 5,923 | 0 | 47,341 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 166 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 3,382 | 3,264,000 | PRN | SOLE | 3,264,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 664 | 7,841 | SH | SOLE | 7,500 | 0 | 341 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 4,251 | 5,977,000 | PRN | SOLE | 5,977,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.000%11/1 | 45031ubr1 | 1,442 | 1,430,000 | PRN | SOLE | 1,430,000 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 3,592 | 41,801 | SH | SOLE | 17,841 | 0 | 23,960 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 2,323 | 2,161,000 | PRN | SOLE | 2,161,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 245 | 1,735 | SH | SOLE | 1,666 | 0 | 69 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 480 | 29,010 | SH | SOLE | 28,700 | 0 | 310 | ||
JIVE SOFTWARE INC | COM | 47760A108 | 4,678 | 1,244,076 | SH | SOLE | 1,242,530 | 0 | 1,546 | ||
JOHNSON & JOHNSON | COM | 478160104 | 10,824 | 89,235 | SH | SOLE | 0 | 0 | 89,235 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 8,979 | 144,497 | SH | SOLE | 0 | 0 | 144,497 | ||
K12 INC | COM | 48273U102 | 12,481 | 999,282 | SH | SOLE | 998,031 | 0 | 1,251 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 1,792 | 1,875,000 | PRN | SOLE | 1,250,000 | 0 | 625,000 | ||
KEYCORP NEW | PFD 7.75% SR A | 493267405 | 5,150 | 38,976 | SH | SOLE | 27,597 | 0 | 11,379 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 959 | 19,682 | SH | SOLE | 19,682 | 0 | 0 | ||
KIRBY CORP | COM | 497266106 | 767 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
KITE PHARMA INC | COM | 49803L109 | 423 | 8,466 | SH | SOLE | 3,225 | 0 | 5,241 | ||
KKR & CO L P DEL | COM UNITS | 48248M102 | 2,235 | 181,135 | SH | SOLE | 0 | 0 | 181,135 | ||
KNOLL INC | COM NEW | 498904200 | 4,779 | 196,831 | SH | SOLE | 74,809 | 0 | 122,022 | ||
KRAFT HEINZ CO | COM | 500754106 | 12,825 | 144,945 | SH | SOLE | 0 | 0 | 144,945 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 445 | 4,885 | SH | SOLE | 0 | 0 | 4,885 | ||
LAZARD LTD | SHS A | G54050102 | 3,891 | 130,654 | SH | SOLE | 0 | 0 | 130,654 | ||
LEGGETT & PLATT INC | COM | 524660107 | 1,950 | 38,158 | SH | SOLE | 4,465 | 0 | 33,693 | ||
LGI HOMES INC | COM | 50187T106 | 2,358 | 73,830 | SH | SOLE | 73,830 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 0.750% 3/3 | 530610ac8 | 1,452 | 1,307,843 | PRN | SOLE | 1,307,843 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 832 | 838,000 | PRN | SOLE | 838,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220kad0 | 8,014 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
LINKEDIN CORP | COM CL A | 53578A108 | 5,360 | 28,323 | SH | SOLE | 1,000 | 0 | 27,323 | ||
LINKEDIN CORP | NOTE 0.500%11/0 | 53578aab4 | 3,365 | 3,407,000 | PRN | SOLE | 3,407,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 19,791 | 167,451 | SH | SOLE | 167,143 | 0 | 308 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034aj8 | 1,131 | 1,121,000 | PRN | SOLE | 1,121,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 27,170 | 857,105 | SH | SOLE | 856,039 | 0 | 1,066 | ||
LUXFER HLDGS PLC | SPONSORED ADR | 550678106 | 7,918 | 658,194 | SH | SOLE | 657,383 | 0 | 811 | ||
LUXOTTICA GROUP S P A | SPONSORED ADR | 55068R202 | 4,566 | 93,450 | SH | SOLE | 0 | 0 | 93,450 | ||
MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 3,113 | 94,386 | SH | SOLE | 36,221 | 0 | 58,165 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 1,237 | 1,077,000 | PRN | SOLE | 1,077,000 | 0 | 0 | ||
MANHATTAN ASSOCS INC | COM | 562750109 | 2,094 | 32,653 | SH | SOLE | 12,339 | 0 | 20,314 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 232 | 1,209 | SH | SOLE | 1,161 | 0 | 48 | ||
MASCO CORP | COM | 574599106 | 309 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 3,228 | 30,262 | SH | SOLE | 0 | 0 | 30,262 | ||
MCDONALDS CORP | COM | 580135101 | 3,318 | 27,571 | SH | SOLE | 0 | 0 | 27,571 | ||
MEDICINES CO | DBCV 1.375% 6/0 | 584688ac9 | 8,148 | 5,980,000 | PRN | SOLE | 5,980,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471aab1 | 1,854 | 1,700,000 | PRN | SOLE | 1,250,000 | 0 | 450,000 | ||
MEDNAX INC | COM | 58502B106 | 41,964 | 579,367 | SH | SOLE | 523,228 | 0 | 56,139 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001aar3 | 6,955 | 6,955,000 | PRN | SOLE | 5,910,000 | 0 | 1,045,000 | ||
MERRIMACK PHARMACEUTICALS IN | COM | 590328100 | 76 | 14,070 | SH | SOLE | 14,070 | 0 | 0 | ||
MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328aa8 | 1,607 | 1,411,000 | PRN | SOLE | 1,411,000 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848ae3 | 2,208 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848ad5 | 3,658 | 3,534,000 | PRN | SOLE | 2,568,000 | 0 | 966,000 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 3,173 | 2,854,000 | PRN | SOLE | 2,854,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017ab0 | 3,718 | 1,766,000 | PRN | SOLE | 1,766,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 1,453 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112aw3 | 2,556 | 1,707,000 | PRN | SOLE | 1,707,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 5,942 | 7,730,000 | PRN | SOLE | 7,730,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 14,066 | 430,422 | SH | SOLE | 429,885 | 0 | 537 | ||
MICROSOFT CORP | COM | 594918104 | 387 | 7,569 | SH | SOLE | 0 | 0 | 7,569 | ||
MILLER HERMAN INC | COM | 600544100 | 15,095 | 505,019 | SH | SOLE | 504,393 | 0 | 626 | ||
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 5,471 | 118,581 | SH | SOLE | 0 | 0 | 118,581 | ||
MODEL N INC | COM | 607525102 | 4,105 | 307,500 | SH | SOLE | 307,500 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 9,702 | 194,421 | SH | SOLE | 194,161 | 0 | 260 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855rad2 | 5,066 | 4,633,000 | PRN | SOLE | 4,633,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 3,161 | 2,337,000 | PRN | SOLE | 2,337,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 7,689 | 168,951 | SH | SOLE | 0 | 0 | 168,951 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 592 | 44,650 | SH | SOLE | 0 | 0 | 44,650 | ||
MONRO MUFFLER BRAKE INC | COM | 610236101 | 4,265 | 67,106 | SH | SOLE | 67,023 | 0 | 83 | ||
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 277 | 1,725 | SH | SOLE | 1,657 | 0 | 68 | ||
MOTORCAR PTS AMER INC | COM | 620071100 | 4,164 | 153,213 | SH | SOLE | 58,946 | 0 | 94,267 | ||
MUELLER INDS INC | COM | 624756102 | 17,103 | 536,474 | SH | SOLE | 535,808 | 0 | 666 | ||
NATIONAL CINEMEDIA INC | COM | 635309107 | 3,973 | 256,635 | SH | SOLE | 98,763 | 0 | 157,872 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 2,498 | 119,983 | SH | SOLE | 46,020 | 0 | 73,963 | ||
NAVIENT CORP | COM | 63938C108 | 1,674 | 140,100 | SH | SOLE | 0 | 0 | 140,100 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 23 | 18,000 | SH | SOLE | 0 | 0 | 18,000 | ||
NCI BUILDING SYS INC | COM NEW | 628852204 | 4,036 | 252,404 | SH | SOLE | 96,609 | 0 | 155,795 | ||
NETSUITE INC | NOTE 0.250% 6/0 | 64118qab3 | 1,191 | 1,215,000 | PRN | SOLE | 830,000 | 0 | 385,000 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 4,029 | 88,638 | SH | SOLE | 36,649 | 0 | 51,989 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 537 | 510,000 | PRN | SOLE | 510,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,064 | 625,108 | SH | SOLE | 2,800 | 0 | 622,308 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 3,952 | 3,957,000 | PRN | SOLE | 3,957,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 12,326 | 253,772 | SH | SOLE | 45,928 | 0 | 207,844 | ||
NEWPARK RES INC | NOTE 4.000%10/0 | 651718ac2 | 1,509 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 3,136 | 172,294 | SH | SOLE | 172,200 | 0 | 94 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 5,578 | 42,775 | SH | SOLE | 0 | 0 | 42,775 | ||
NEXTERA ENERGY INC | UNIT 09/01/2016 | 65339F861 | 1,743 | 26,196 | SH | SOLE | 26,196 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 15,860 | 722,879 | SH | SOLE | 721,984 | 0 | 895 | ||
NIKE INC | CL B | 654106103 | 1,809 | 32,775 | SH | SOLE | 0 | 0 | 32,775 | ||
NORTHERN TR CORP | COM | 665859104 | 928 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,050 | 4,725 | SH | SOLE | 0 | 0 | 4,725 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 317 | 3,841 | SH | SOLE | 0 | 0 | 3,841 | ||
NOVO-NORDISK A S | ADR | 670100205 | 5,999 | 111,550 | SH | SOLE | 0 | 0 | 111,550 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,097 | 23,750 | SH | SOLE | 0 | 0 | 23,750 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020yaf7 | 3,334 | 3,315,000 | PRN | SOLE | 2,396,000 | 0 | 919,000 | ||
NUVASIVE INC | NOTE 2.750% 7/0 | 670704ac9 | 6,622 | 4,524,000 | PRN | SOLE | 4,524,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 9,349 | 4,008,000 | PRN | SOLE | 4,008,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952qab6 | 5,939 | 5,461,000 | PRN | SOLE | 5,461,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 10,805 | 328,621 | SH | SOLE | 328,212 | 0 | 409 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 15,761 | 261,325 | SH | SOLE | 243,495 | 0 | 17,830 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 12,825 | 377,760 | SH | SOLE | 377,288 | 0 | 472 | ||
ON ASSIGNMENT INC | COM | 682159108 | 5,857 | 158,500 | SH | SOLE | 60,563 | 0 | 97,937 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,013 | 2,240,000 | PRN | SOLE | 2,240,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189ah8 | 6,917 | 6,670,000 | PRN | SOLE | 6,485,000 | 0 | 185,000 | ||
ORBOTECH LTD | ORD | M75253100 | 3,749 | 146,751 | SH | SOLE | 56,230 | 0 | 90,521 | ||
OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164ab0 | 495 | 1,649,000 | PRN | SOLE | 1,649,000 | 0 | 0 | ||
OSI SYSTEMS INC | COM | 671044105 | 2,487 | 42,786 | SH | SOLE | 16,393 | 0 | 26,393 | ||
PACIRA PHARMACEUTICALS INC | COM | 695127100 | 219 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 3.250% 2/0 | 695127ab6 | 1,534 | 1,036,000 | PRN | SOLE | 1,036,000 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 9,996 | 149,349 | SH | SOLE | 149,160 | 0 | 189 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 8 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 7,301 | 5,716,000 | PRN | SOLE | 5,716,000 | 0 | 0 | ||
PANERA BREAD CO | CL A | 69840w108 | 571 | 2,694 | SH | SOLE | 2,585 | 0 | 109 | ||
PARSLEY ENERGY INC | CL A | 701877102 | 1,165 | 43,050 | SH | SOLE | 43,050 | 0 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 4,692 | 97,970 | SH | SOLE | 0 | 0 | 97,970 | ||
PDF SOLUTIONS INC | COM | 693282105 | 3,011 | 215,250 | SH | SOLE | 215,250 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 2,486 | 94,695 | SH | SOLE | 0 | 0 | 94,695 | ||
PEPSICO INC | COM | 713448108 | 434 | 4,096 | SH | SOLE | 0 | 0 | 4,096 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 2,655 | 98,655 | SH | SOLE | 37,825 | 0 | 60,830 | ||
PFIZER INC | COM | 717081103 | 8,880 | 252,191 | SH | SOLE | 0 | 0 | 252,191 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 8,699 | 85,521 | SH | SOLE | 0 | 0 | 85,521 | ||
PITNEY BOWES INC | COM | 724479100 | 2,931 | 164,637 | SH | SOLE | 0 | 0 | 164,637 | ||
PLAINS GP HLDGS L P | SHS A REP LTPN | 72651A108 | 644 | 61,750 | SH | SOLE | 0 | 0 | 61,750 | ||
PLANTRONICS INC NEW | COM | 727493108 | 3,891 | 88,437 | SH | SOLE | 88,328 | 0 | 109 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 706 | 79,450 | SH | SOLE | 0 | 0 | 79,450 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 530 | 6,507 | SH | SOLE | 0 | 0 | 6,507 | ||
POLYONE CORP | COM | 73179P106 | 23,689 | 672,217 | SH | SOLE | 593,325 | 0 | 78,892 | ||
PPG INDS INC | COM | 693506107 | 6,234 | 59,853 | SH | SOLE | 5,964 | 0 | 53,889 | ||
PPL CORP | COM | 69351T106 | 1,880 | 49,809 | SH | SOLE | 0 | 0 | 49,809 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 624 | 500 | SH | SOLE | 500 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503aq9 | 7,598 | 5,467,000 | PRN | SOLE | 5,467,000 | 0 | 0 | ||
PRIMORIS SVCS CORP | COM | 74164F103 | 2,187 | 115,529 | SH | SOLE | 44,368 | 0 | 71,161 | ||
PRIVATEBANCORP INC | COM | 742962103 | 34,943 | 793,629 | SH | SOLE | 580,869 | 0 | 212,760 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 2,533 | 29,913 | SH | SOLE | 0 | 0 | 29,913 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 295 | 8,800 | SH | SOLE | 0 | 0 | 8,800 | ||
PROOFPOINT INC | COM | 743424103 | 6,450 | 102,237 | SH | SOLE | 0 | 0 | 102,237 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424ad5 | 1,089 | 1,013,000 | PRN | SOLE | 1,013,000 | 0 | 0 | ||
PROOFPOINT INC | NOTE 1.250%12/1 | 743424ab9 | 6,102 | 3,640,000 | PRN | SOLE | 3,640,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 2,172 | 2,430,000 | PRN | SOLE | 2,430,000 | 0 | 0 | ||
PROSHARES TR II | ULSHT BLOOMB OIL | 74347W668 | 204 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 11,968 | 234,719 | SH | SOLE | 234,427 | 0 | 292 | ||
PTC INC | COM | 69370C100 | 12,458 | 331,518 | SH | SOLE | 331,106 | 0 | 412 | ||
QLIK TECHNOLOGIES INC | COM | 74733T105 | 4,999 | 168,985 | SH | SOLE | 64,717 | 0 | 104,268 | ||
QUAKER CHEM CORP | COM | 747316107 | 16,105 | 180,546 | SH | SOLE | 180,321 | 0 | 225 | ||
QUALCOMM INC | COM | 747525103 | 3,110 | 58,058 | SH | SOLE | 0 | 0 | 58,058 | ||
QUOTIENT TECHNOLOGY INC | COM | 749119103 | 1,649 | 123,000 | SH | SOLE | 123,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 37,645 | 763,587 | SH | SOLE | 610,264 | 0 | 153,323 | ||
RBC BEARINGS INC | COM | 75524B104 | 3,330 | 45,934 | SH | SOLE | 17,422 | 0 | 28,512 | ||
REALPAGE INC | COM | 75606N109 | 23,334 | 1,044,945 | SH | SOLE | 1,043,655 | 0 | 1,290 | ||
RED HAT INC | COM | 756577102 | 1,808 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
RED ROBIN GOURMET BURGERS IN | COM | 75689M101 | 2,734 | 57,636 | SH | SOLE | 22,039 | 0 | 35,597 | ||
RENASANT CORP | COM | 75970E107 | 25,639 | 793,033 | SH | SOLE | 792,048 | 0 | 985 | ||
REPLIGEN CORP | COM | 759916109 | 19,708 | 720,318 | SH | SOLE | 666,066 | 0 | 54,252 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 11,231 | 759,851 | SH | SOLE | 758,898 | 0 | 953 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 15,113 | 447,391 | SH | SOLE | 446,835 | 0 | 556 | ||
RLI CORP | COM | 749607107 | 19,996 | 290,729 | SH | SOLE | 185,854 | 0 | 104,875 | ||
RLJ LODGING TR | COM | 74965L101 | 10,013 | 466,815 | SH | SOLE | 466,232 | 0 | 583 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 1,043 | 6,116 | SH | SOLE | 5,881 | 0 | 235 | ||
ROSS STORES INC | COM | 778296103 | 4,344 | 76,622 | SH | SOLE | 13,355 | 0 | 63,267 | ||
ROVI CORP | COM | 779376102 | 297 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 1,063 | 1,120,000 | PRN | SOLE | 1,120,000 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 859 | 24,610 | SH | SOLE | 24,610 | 0 | 0 | ||
RTW HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 3,333 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 11,125 | 716,348 | SH | SOLE | 715,411 | 0 | 937 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764aq6 | 8,857 | 6,899,000 | PRN | SOLE | 6,899,000 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 664 | 6,192 | SH | SOLE | 5,939 | 0 | 253 | ||
SAGE THERAPEUTICS INC | COM | 78667J108 | 769 | 25,519 | SH | SOLE | 9,837 | 0 | 15,682 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466lad6 | 9,703 | 7,494,000 | PRN | SOLE | 7,494,000 | 0 | 0 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 1,093 | 150,355 | SH | SOLE | 0 | 0 | 150,355 | ||
SCHEIN HENRY INC | COM | 806407102 | 3,212 | 18,165 | SH | SOLE | 0 | 0 | 18,165 | ||
SCHLUMBERGER LTD | COM | 806857108 | 541 | 6,837 | SH | SOLE | 0 | 0 | 6,837 | ||
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 4,382 | 75,095 | SH | SOLE | 28,714 | 0 | 46,381 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 4,497 | 4,595,000 | PRN | SOLE | 3,740,000 | 0 | 855,000 | ||
SEMTECH CORP | COM | 816850101 | 18,457 | 773,542 | SH | SOLE | 772,577 | 0 | 965 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 15,778 | 222,103 | SH | SOLE | 221,826 | 0 | 277 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 4,056 | 3,633,000 | PRN | SOLE | 3,421,000 | 0 | 212,000 | ||
SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763uab6 | 1,330 | 1,519,000 | PRN | SOLE | 1,519,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 3,148 | 10,720 | SH | SOLE | 0 | 0 | 10,720 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | g81075ae6 | 2,108 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SHUTTERFLY INC | COM | 82568P304 | 4,435 | 95,144 | SH | SOLE | 32,624 | 0 | 62,520 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568pab2 | 4,871 | 4,901,000 | PRN | SOLE | 3,967,000 | 0 | 934,000 | ||
SINA CORP | NOTE 1.000%12/0 | 82922rad5 | 5,365 | 5,447,000 | PRN | SOLE | 4,494,000 | 0 | 953,000 | ||
SKECHERS U S A INC | CL A | 830566105 | 1,588 | 53,439 | SH | SOLE | 20,375 | 0 | 33,064 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 211 | 3,327 | SH | SOLE | 3,193 | 0 | 134 | ||
SLM CORP | COM | 78442P106 | 1,246 | 201,650 | SH | SOLE | 0 | 0 | 201,650 | ||
SM ENERGY CO | COM | 78454L100 | 10,142 | 375,639 | SH | SOLE | 375,174 | 0 | 465 | ||
SMART & FINAL STORES INC | COM | 83190B101 | 2,573 | 172,786 | SH | SOLE | 66,927 | 0 | 105,859 | ||
SNAP ON INC | COM | 833034101 | 6,811 | 43,154 | SH | SOLE | 4,144 | 0 | 39,010 | ||
SOTHEBYS | COM | 835898107 | 1,179 | 43,036 | SH | SOLE | 0 | 0 | 43,036 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 4,723 | 120,461 | SH | SOLE | 17,656 | 0 | 102,805 | ||
SPANSION LLC | NOTE 2.000% 9/0 | 84649pal9 | 5,746 | 2,809,000 | PRN | SOLE | 2,809,000 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 23,209 | 758,966 | SH | SOLE | 758,065 | 0 | 901 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 3,247 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
SPDR SERIES TRUST | BRC CNV SECS ETF | 78464A359 | 339 | 7,726 | SH | SOLE | 7,726 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 3,260 | 72,660 | SH | SOLE | 27,845 | 0 | 44,815 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 2,984 | 130,308 | SH | SOLE | 58,570 | 0 | 71,738 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 12,735 | 453,532 | SH | SOLE | 452,568 | 0 | 964 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375cbc4 | 5,742 | 5,346,000 | PRN | SOLE | 4,692,000 | 0 | 654,000 | ||
STANLEY BLACK & DECKER INC | UNIT 11/17/20166 | 854502804 | 2,576 | 21,850 | SH | SOLE | 21,850 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571bac9 | 14,080 | 13,967,000 | PRN | SOLE | 10,534,000 | 0 | 3,433,000 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571bab1 | 1,114 | 1,057,000 | PRN | SOLE | 1,057,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571baa3 | 2,087 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571wab5 | 1,136 | 1,029,000 | PRN | SOLE | 1,029,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 4.500%10/1 | 85571wad1 | 8,424 | 7,577,000 | PRN | SOLE | 6,644,000 | 0 | 933,000 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 3,697 | 44,541 | SH | SOLE | 44,541 | 0 | 0 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 144 | 120,000 | SH | SOLE | 0 | 0 | 120,000 | ||
SUMMIT MATLS INC | CL A | 86614U100 | 3,061 | 149,590 | SH | SOLE | 57,429 | 0 | 92,161 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652ag4 | 4,665 | 4,891,000 | PRN | SOLE | 4,737,000 | 0 | 154,000 | ||
SVB FINL GROUP | COM | 78486Q101 | 15,576 | 163,678 | SH | SOLE | 163,474 | 0 | 204 | ||
SWIFT TRANSN CO | CL A | 87074U101 | 3,408 | 221,141 | SH | SOLE | 84,194 | 0 | 136,947 | ||
SYMANTEC CORP | COM | 871503108 | 698 | 34,001 | SH | SOLE | 31,217 | 0 | 2,784 | ||
SYNAPTICS INC | COM | 87157D109 | 2,971 | 55,281 | SH | SOLE | 21,200 | 0 | 34,081 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 350 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 1,649 | 1,662,000 | PRN | SOLE | 1,662,000 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 3,554 | 48,508 | SH | SOLE | 48,508 | 0 | 0 | ||
TASER INTL INC | COM | 87651B104 | 2,920 | 117,350 | SH | SOLE | 117,350 | 0 | 0 | ||
TEAM HEALTH HOLDINGS INC | COM | 87817A107 | 15,845 | 389,599 | SH | SOLE | 333,248 | 0 | 56,351 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 14,581 | 147,212 | SH | SOLE | 147,031 | 0 | 181 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 6,929 | 2,762,000 | PRN | SOLE | 2,762,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160rac5 | 1,903 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160raa9 | 1,556 | 903,000 | PRN | SOLE | 903,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163vae9 | 8,111 | 6,460,000 | PRN | SOLE | 6,460,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 629 | 12,522 | SH | SOLE | 12,000 | 0 | 522 | ||
TEXAS INSTRS INC | COM | 882508104 | 1,676 | 26,750 | SH | SOLE | 0 | 0 | 26,750 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 17,251 | 378,318 | SH | SOLE | 377,851 | 0 | 467 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 1,895 | 2,367,000 | PRN | SOLE | 2,367,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 2,937 | 19,879 | SH | SOLE | 0 | 0 | 19,879 | ||
TIFFANY & CO NEW | COM | 886547108 | 2,143 | 35,340 | SH | SOLE | 0 | 0 | 35,340 | ||
TIME WARNER INC | COM NEW | 887317303 | 267 | 3,635 | SH | SOLE | 0 | 0 | 3,635 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947eam2 | 3,302 | 3,376,000 | PRN | SOLE | 2,492,000 | 0 | 884,000 | ||
TOLL BROTHERS INC | COM | 889478103 | 691 | 25,688 | SH | SOLE | 25,688 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 4,443 | 48,728 | SH | SOLE | 7,674 | 0 | 41,054 | ||
TRI POINTE GROUP INC | COM | 87265H109 | 727 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
TRINITY BIOTECH INVT LTD | NOTE 4.000% 4/0 | 89643qab4 | 806 | 893,000 | PRN | SOLE | 893,000 | 0 | 0 | ||
TRULIA INC | NOTE 2.750%12/1 | 897888ab9 | 2,164 | 1,383,000 | PRN | SOLE | 1,383,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 1,958 | 1,978,000 | PRN | SOLE | 1,978,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,540 | 56,950 | SH | SOLE | 0 | 0 | 56,950 | ||
TWITTER INC | COM | 90184L102 | 237 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 3,853 | 4,211,000 | PRN | SOLE | 4,211,000 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 254 | 3,796 | SH | SOLE | 3,649 | 0 | 147 | ||
TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 2,553 | 34,503 | SH | SOLE | 34,203 | 0 | 300 | ||
U S CONCRETE INC | COM NEW | 90333L201 | 2,504 | 41,103 | SH | SOLE | 15,716 | 0 | 25,387 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 1,445 | 41,925 | SH | SOLE | 16,052 | 0 | 25,873 | ||
ULTRAGENYX PHARMACEUTICAL IN | COM | 90400D108 | 1,211 | 24,765 | SH | SOLE | 9,479 | 0 | 15,286 | ||
ULTRATECH INC | COM | 904034105 | 1,413 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
UNIFIRST CORP MASS | COM | 904708104 | 2,050 | 17,711 | SH | SOLE | 6,778 | 0 | 10,933 | ||
UNILEVER N V | N Y SHS NEW | 904784709 | 807 | 17,185 | SH | SOLE | 0 | 0 | 17,185 | ||
UNION PAC CORP | COM | 907818108 | 7,205 | 82,575 | SH | SOLE | 0 | 0 | 82,575 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 421 | 10,250 | SH | SOLE | 10,250 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 799 | 7,790 | SH | SOLE | 0 | 0 | 7,790 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 5,290 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 14,350 | 774,022 | SH | SOLE | 635,628 | 0 | 138,394 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 2,181 | 2,393,000 | PRN | SOLE | 2,393,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343ead4 | 4,549 | 1,801,000 | PRN | SOLE | 1,801,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 7,176 | 128,513 | SH | SOLE | 0 | 0 | 128,513 | ||
VISA INC | COM CL A | 92826C839 | 2,554 | 34,440 | SH | SOLE | 0 | 0 | 34,440 | ||
VOCERA COMMUNICATIONS INC | COM | 92857F107 | 1,897 | 147,600 | SH | SOLE | 147,600 | 0 | 0 | ||
VODAFONE GROUP PLC NEW | SPNSR ADR | 92857W308 | 6,776 | 219,349 | SH | SOLE | 0 | 0 | 219,349 | ||
WABTEC CORP | COM | 929740108 | 4,580 | 65,219 | SH | SOLE | 7,006 | 0 | 58,213 | ||
WAGEWORKS INC | COM | 930427109 | 7,814 | 130,650 | SH | SOLE | 49,920 | 0 | 80,730 | ||
WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317waa0 | 181 | 485,000 | PRN | SOLE | 485,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 3,958 | 3,623,000 | PRN | SOLE | 3,623,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770vak8 | 3,308 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 2,873 | 26,783 | SH | SOLE | 10,225 | 0 | 16,558 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 686 | 14,498 | SH | SOLE | 0 | 0 | 14,498 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 21,242 | 16,515 | SH | SOLE | 9,208 | 0 | 7,307 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 2,240 | 33,117 | SH | SOLE | 29,002 | 0 | 4,115 | ||
WEST CORP | COM | 952355204 | 20,303 | 1,032,727 | SH | SOLE | 1,031,437 | 0 | 1,290 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 12,966 | 263,215 | SH | SOLE | 262,888 | 0 | 327 | ||
WHITEWAVE FOODS CO | COM | 966244105 | 409 | 8,721 | SH | SOLE | 8,376 | 0 | 345 | ||
WHITING PETE CORP NEW | COM | 966387102 | 167 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 17,982 | 344,616 | SH | SOLE | 344,184 | 0 | 432 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 398 | 18,400 | SH | SOLE | 0 | 0 | 18,400 | ||
WOODWARD INC | COM | 980745103 | 22,459 | 389,648 | SH | SOLE | 301,003 | 0 | 88,645 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138hac5 | 1,529 | 1,375,000 | PRN | SOLE | 1,250,000 | 0 | 125,000 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138had3 | 3,505 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 1,031 | 1,122,000 | PRN | SOLE | 1,122,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 4,212 | 242,510 | SH | SOLE | 93,037 | 0 | 149,473 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919af8 | 5,105 | 3,177,000 | PRN | SOLE | 3,177,000 | 0 | 0 | ||
XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793aa8 | 5,906 | 3,640,000 | PRN | SOLE | 3,640,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 6,417 | 6,443,000 | PRN | SOLE | 5,840,000 | 0 | 603,000 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 6,223 | 124,213 | SH | SOLE | 124,056 | 0 | 157 | ||
ZOETIS INC | CL A | 98978V103 | 9,012 | 189,895 | SH | SOLE | 22,133 | 0 | 167,762 |