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 |
AARONS INC | COM PAR $0.50 | 002535300 | 15,320 | 384,445 | SH | SOLE | 383,729 | 0 | 716 | ||
ABBVIE INC | COM | 00287Y109 | 3,720 | 38,465 | SH | SOLE | 200 | 0 | 38,265 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 11,079 | 339,525 | SH | SOLE | 338,886 | 0 | 639 | ||
ACI WORLDWIDE INC | COM | 004498101 | 27,028 | 1,192,228 | SH | SOLE | 1,190,004 | 0 | 2,224 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 1,007 | 1,173,000 | PRN | SOLE | 1,173,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 662 | 10,460 | SH | SOLE | 0 | 0 | 10,460 | ||
ADOBE SYS INC | COM | 00724F101 | 648 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,106 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | COM | 00771V108 | 603 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 2,590 | 1,880,000 | PRN | SOLE | 1,880,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 6,524 | 36,165 | SH | SOLE | 0 | 0 | 36,165 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 522 | 2,544 | SH | SOLE | 2,303 | 0 | 241 | ||
AFLAC INC | COM | 001055102 | 474 | 5,400 | SH | SOLE | 0 | 0 | 5,400 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 660 | 4,020 | SH | SOLE | 0 | 0 | 4,020 | ||
AK STL HLDG CORP | COM | 001547108 | 388 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 8,195 | 8,139,000 | PRN | SOLE | 6,457,000 | 0 | 1,682,000 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 940 | 5,450 | SH | SOLE | 0 | 0 | 5,450 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 652 | 8,191 | SH | SOLE | 7,421 | 0 | 770 | ||
ALLERGAN PLC | SHS | G0177J108 | 919 | 5,621 | SH | SOLE | 0 | 0 | 5,621 | ||
ALLETE INC | COM NEW | 018522300 | 2,156 | 29,000 | SH | SOLE | 0 | 0 | 29,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 8,817 | 8,241,000 | PRN | SOLE | 7,488,000 | 0 | 753,000 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520ab8 | 3,712 | 2,788,000 | PRN | SOLE | 1,897,000 | 0 | 891,000 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,171 | 1,112 | SH | SOLE | 15 | 0 | 1,097 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 10,116 | 9,667 | SH | SOLE | 210 | 0 | 9,457 | ||
ALTABA INC | COM | 021346101 | 9,006 | 128,929 | SH | SOLE | 128,929 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 10,351 | 144,957 | SH | SOLE | 0 | 0 | 144,957 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 4,325 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 15,568 | 13,312 | SH | SOLE | 1,000 | 0 | 12,312 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 218 | 4,184 | SH | SOLE | 4,184 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 783 | 25,487 | SH | SOLE | 0 | 0 | 25,487 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917taa2 | 3,858 | 3,858,000 | PRN | SOLE | 2,810,000 | 0 | 1,048,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917tab0 | 772 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 240 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071h100 | 17,123 | 277,965 | SH | SOLE | 277,395 | 0 | 570 | ||
AMETEK INC NEW | COM | 031100100 | 7,479 | 103,207 | SH | SOLE | 15,019 | 0 | 88,188 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 22,895 | 260,760 | SH | SOLE | 13,424 | 0 | 247,336 | ||
ANADARKO PETE CORP | COM | 032511107 | 293 | 5,460 | SH | SOLE | 0 | 0 | 5,460 | ||
ANDEAVOR | COM | 03349M105 | 813 | 7,110 | SH | SOLE | 0 | 0 | 7,110 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,733 | 1,500,000 | PRN | SOLE | 1,440,000 | 0 | 60,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 924 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 9,925 | 177,522 | SH | SOLE | 177,522 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 28,552 | 168,720 | SH | SOLE | 90 | 0 | 168,630 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 32,286 | 474,094 | SH | SOLE | 473,228 | 0 | 866 | ||
APPLIED MATLS INC | COM | 038222105 | 8,424 | 164,788 | SH | SOLE | 15,351 | 0 | 149,437 | ||
APTIV PLC | SHS | G6095L109 | 295 | 3,480 | SH | SOLE | 0 | 0 | 3,480 | ||
ARCONIC INC | COM | 03965L100 | 272 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 3,259 | 207,345 | SH | SOLE | 0 | 0 | 207,345 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010lam5 | 3,403 | 3,330,000 | PRN | SOLE | 2,849,000 | 0 | 481,000 | ||
AT&T INC | COM | 00206R102 | 4,375 | 112,525 | SH | SOLE | 0 | 0 | 112,525 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 2,294 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,824 | 80,350 | SH | SOLE | 0 | 0 | 80,350 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 14,880 | 11,281 | SH | SOLE | 5,760 | 0 | 5,521 | ||
BANK AMER CORP | COM | 060505104 | 413 | 14,000 | SH | SOLE | 3,900 | 0 | 10,100 | ||
BARNES GROUP INC | COM | 067806109 | 25,040 | 395,769 | SH | SOLE | 395,055 | 0 | 714 | ||
BECTON DICKINSON & CO | COM | 075887109 | 11,610 | 54,237 | SH | SOLE | 4,222 | 0 | 50,015 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 9,290 | 159,700 | SH | SOLE | 159,700 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,571 | 12 | SH | SOLE | 0 | 0 | 12 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 8,129 | 41,010 | SH | SOLE | 100 | 0 | 40,910 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 2,854 | 2,634,000 | PRN | SOLE | 2,518,000 | 0 | 116,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 3,779 | 3,189,000 | PRN | SOLE | 3,189,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 9,712 | 324,803 | SH | SOLE | 324,195 | 0 | 608 | ||
BLACK KNIGHT INC | COM | 09215C105 | 2,549 | 57,746 | SH | SOLE | 0 | 0 | 57,746 | ||
BLACKBAUD INC | COM | 09227Q100 | 14,981 | 158,546 | SH | SOLE | 158,254 | 0 | 292 | ||
BLACKHAWK NETWORK HLDGS INC | NOTE 1.500% 1/1 | 09238eab0 | 6,507 | 6,331,000 | PRN | SOLE | 6,331,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 778 | 24,290 | SH | SOLE | 300 | 0 | 23,990 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 4,041 | 3,983,000 | PRN | SOLE | 3,983,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257waa8 | 4,029 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394af0 | 276 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463aa2 | 5,327 | 5,340,000 | PRN | SOLE | 3,471,000 | 0 | 1,869,000 | ||
BRUKER CORP | COM | 116794108 | 17,335 | 505,092 | SH | SOLE | 504,152 | 0 | 940 | ||
BUCKLE INC | COM | 118440106 | 11,067 | 465,997 | SH | SOLE | 465,152 | 0 | 845 | ||
BUNGE LIMITED | COM | G16962105 | 7,379 | 110,000 | SH | Put | SOLE | 110,000 | 0 | 0 | |
BURLINGTON STORES INC | COM | 122017106 | 13,876 | 112,783 | SH | SOLE | 112,579 | 0 | 204 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 267 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 9,694 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 7,141 | 6,769,000 | PRN | SOLE | 6,149,000 | 0 | 620,000 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 711 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 528 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 10,929 | 513,574 | SH | SOLE | 512,631 | 0 | 943 | ||
CBS CORP NEW | CL B | 124857202 | 6,197 | 105,029 | SH | SOLE | 0 | 0 | 105,029 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 1,830 | 28,165 | SH | SOLE | 225 | 0 | 27,940 | ||
CELGENE CORP | COM | 151020104 | 822 | 7,875 | SH | SOLE | 5,350 | 0 | 2,525 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 15,008 | 14,404,000 | PRN | SOLE | 12,368,000 | 0 | 2,036,000 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290bc6 | 1,272 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 11,701 | 115,987 | SH | SOLE | 6,155 | 0 | 109,832 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,062 | 37,450 | SH | SOLE | 0 | 0 | 37,450 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 8,859 | 183,883 | SH | SOLE | 183,543 | 0 | 340 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,508 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167cb1 | 81 | 82,000 | PRN | SOLE | 7,000 | 0 | 75,000 | ||
CHEVRON CORP NEW | COM | 166764100 | 6,104 | 48,754 | SH | SOLE | 0 | 0 | 48,754 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779ak7 | 919 | 704,000 | PRN | SOLE | 704,000 | 0 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779aj0 | 2,990 | 2,561,000 | PRN | SOLE | 2,561,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 653 | 8,770 | SH | SOLE | 0 | 0 | 8,770 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,433 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 328 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 679 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 4,780 | 4,619,000 | PRN | SOLE | 4,119,000 | 0 | 500,000 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 3,290 | 288,322 | SH | SOLE | 0 | 0 | 288,322 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,779 | 44,408 | SH | SOLE | 0 | 0 | 44,408 | ||
COMMERCIAL METALS CO | COM | 201723103 | 12,670 | 594,271 | SH | SOLE | 593,201 | 0 | 1,070 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 251 | 14,800 | SH | SOLE | 0 | 0 | 14,800 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 12,229 | 169,266 | SH | SOLE | 168,945 | 0 | 321 | ||
CONOCOPHILLIPS | COM | 20825C104 | 989 | 18,025 | SH | SOLE | 0 | 0 | 18,025 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 637 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 10,861 | 47,519 | SH | SOLE | 5,240 | 0 | 42,279 | ||
CONTROL4 CORP | COM | 21240D107 | 6,129 | 205,946 | SH | SOLE | 205,547 | 0 | 399 | ||
CORELOGIC INC | COM | 21871D103 | 20,332 | 439,988 | SH | SOLE | 439,193 | 0 | 795 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 13,197 | 115,861 | SH | SOLE | 115,644 | 0 | 217 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 22,878 | 647,550 | SH | SOLE | 646,322 | 0 | 1,228 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925yab9 | 6,198 | 6,225,000 | PRN | SOLE | 5,361,000 | 0 | 864,000 | ||
COUSINS PPTYS INC | COM | 222795106 | 24,750 | 2,675,692 | SH | SOLE | 2,670,714 | 0 | 4,978 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,536 | 66,312 | SH | SOLE | 66,194 | 0 | 118 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,847 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 3,819 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,408 | 3,237,000 | PRN | SOLE | 2,657,000 | 0 | 580,000 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 3,173 | 3,100,000 | PRN | SOLE | 2,850,000 | 0 | 250,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,678 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 27,240 | 287,797 | SH | SOLE | 200,782 | 0 | 87,015 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 2,011 | 131,980 | SH | SOLE | 131,980 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 557 | 423,000 | PRN | SOLE | 423,000 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 19,361 | 208,589 | SH | SOLE | 14,034 | 0 | 194,555 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 20,776 | 258,892 | SH | SOLE | 258,440 | 0 | 452 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908aa2 | 3,257 | 3,871,000 | PRN | SOLE | 3,871,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 828 | 19,990 | SH | SOLE | 0 | 0 | 19,990 | ||
DIPLOMAT PHARMACY INC | COM | 25456K101 | 4,589 | 228,671 | SH | SOLE | 228,274 | 0 | 397 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 11,763 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 10,800 | 100,457 | SH | SOLE | 5,523 | 0 | 94,934 | ||
DOMINION ENERGY INC | COM | 25746U109 | 677 | 8,355 | SH | SOLE | 0 | 0 | 8,355 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 1,035 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 5,573 | 78,252 | SH | SOLE | 250 | 0 | 78,002 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 3,857 | 39,737 | SH | SOLE | 0 | 0 | 39,737 | ||
DRIL-QUIP INC | COM | 262037104 | 7,261 | 152,220 | SH | SOLE | 151,929 | 0 | 291 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 7,932 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 5,994 | 5,797,000 | PRN | SOLE | 5,049,000 | 0 | 748,000 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 23,675 | 677,969 | SH | SOLE | 676,702 | 0 | 1,267 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,135 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 7,650 | 7,896,000 | PRN | SOLE | 6,851,000 | 0 | 1,045,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,179 | 5,550,000 | PRN | SOLE | 5,550,000 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266s106 | 6,540 | 1,222,421 | SH | SOLE | 1,220,248 | 0 | 2,173 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266saa4 | 2,792 | 2,878,000 | PRN | SOLE | 1,959,000 | 0 | 919,000 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359wab1 | 4,505 | 5,035,000 | PRN | SOLE | 5,035,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,294 | 86,546 | SH | SOLE | 0 | 0 | 86,546 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 2,315 | 2,227,000 | PRN | SOLE | 1,788,000 | 0 | 439,000 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 3,593 | 98,800 | SH | SOLE | 0 | 0 | 98,800 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 955 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 808 | 6,750 | SH | SOLE | 6,750 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 3,395 | 40,585 | SH | SOLE | 0 | 0 | 40,585 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301ab2 | 6,394 | 6,221,000 | PRN | SOLE | 5,369,000 | 0 | 852,000 | ||
FACEBOOK INC | CL A | 30303M102 | 5,263 | 29,825 | SH | SOLE | 0 | 0 | 29,825 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 528 | 10,400 | SH | SOLE | 0 | 0 | 10,400 | ||
FERRARI N V | COM | N3167Y103 | 414 | 3,950 | SH | SOLE | 3,750 | 0 | 200 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,742 | 120,850 | SH | SOLE | 0 | 0 | 120,850 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620rae5 | 10,978 | 3,587,000 | PRN | SOLE | 3,587,000 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 285 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 3,536 | 3,510,000 | PRN | SOLE | 2,696,000 | 0 | 814,000 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aap6 | 2,099 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 327 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 7,963 | 8,471,000 | PRN | SOLE | 7,586,000 | 0 | 885,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,107 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 396 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 954 | 7,279 | SH | SOLE | 6,594 | 0 | 685 | ||
FLEXION THERAPEUTICS INC | COM | 33938J106 | 1,252 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 2,081 | 2,000,000 | PRN | SOLE | 1,865,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 12,186 | 168,428 | SH | SOLE | 18,045 | 0 | 150,383 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 9,466 | 608,742 | SH | SOLE | 607,624 | 0 | 1,118 | ||
FRANCO NEVADA CORP | COM | 351858105 | 10,090 | 126,203 | SH | SOLE | 5,458 | 0 | 120,745 | ||
FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 144 | 21,250 | SH | SOLE | 21,250 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 968 | 93,504 | SH | SOLE | 93,504 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 22,228 | 1,241,799 | SH | SOLE | 1,239,515 | 0 | 2,284 | ||
GENESEE & WYO INC | CL A | 371559105 | 43,871 | 557,234 | SH | SOLE | 365,404 | 0 | 191,830 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 21,230 | 575,508 | SH | SOLE | 574,436 | 0 | 1,072 | ||
GILEAD SCIENCES INC | COM | 375558103 | 662 | 9,235 | SH | SOLE | 0 | 0 | 9,235 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 461 | 1,810 | SH | SOLE | 0 | 0 | 1,810 | ||
GOPRO INC | CL A | 38268T103 | 378 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
GRAMERCY PPTY TR | COM NEW | 385002308 | 5,114 | 191,822 | SH | SOLE | 0 | 0 | 191,822 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657ah4 | 9,864 | 6,566,000 | PRN | SOLE | 6,364,000 | 0 | 202,000 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 9,784 | 137,863 | SH | SOLE | 137,609 | 0 | 254 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 3,095 | 55,000 | SH | SOLE | 0 | 0 | 55,000 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 438 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 26,467 | 502,029 | SH | SOLE | 501,110 | 0 | 919 | ||
HEICO CORP NEW | CL A | 422806208 | 31,160 | 394,180 | SH | SOLE | 100 | 0 | 394,080 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 8,471 | 8,431,000 | PRN | SOLE | 6,646,000 | 0 | 1,785,000 | ||
HESS CORP | COM | 42809H107 | 949 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
HMS HLDGS CORP | COM | 40425J101 | 21,046 | 1,241,654 | SH | SOLE | 1,239,347 | 0 | 2,307 | ||
HOME DEPOT INC | COM | 437076102 | 1,040 | 5,486 | SH | SOLE | 0 | 0 | 5,486 | ||
HONEYWELL INTL INC | COM | 438516106 | 5,385 | 35,111 | SH | SOLE | 0 | 0 | 35,111 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 10,870 | 246,482 | SH | SOLE | 246,023 | 0 | 459 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 5,835 | 6,278,000 | PRN | SOLE | 6,278,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 22,482 | 15,788 | SH | SOLE | 7,744 | 0 | 8,044 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 6,789 | 7,213,000 | PRN | SOLE | 5,934,000 | 0 | 1,279,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 7,335 | 59,985 | SH | SOLE | 0 | 0 | 59,985 | ||
IBERIABANK CORP | COM | 450828108 | 21,079 | 271,990 | SH | SOLE | 271,486 | 0 | 504 | ||
ICON PLC | SHS | G4705A100 | 28,316 | 252,483 | SH | SOLE | 252,015 | 0 | 468 | ||
IDACORP INC | COM | 451107106 | 32,027 | 350,553 | SH | SOLE | 349,893 | 0 | 660 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 4,161 | 4,722,000 | PRN | SOLE | 4,080,000 | 0 | 642,000 | ||
ILG INC | COM | 44967H101 | 11,489 | 403,403 | SH | SOLE | 402,654 | 0 | 749 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 241 | 1,445 | SH | SOLE | 0 | 0 | 1,445 | ||
ILLUMINA INC | NOTE 6/1 | 452327af6 | 2,703 | 2,487,000 | PRN | SOLE | 1,744,000 | 0 | 743,000 | ||
IMMUNOGEN INC | COM | 45253H101 | 80 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
INC RESH HLDGS INC | CL A | 45329R109 | 20,487 | 469,886 | SH | SOLE | 469,004 | 0 | 882 | ||
INCYTE CORP | COM | 45337C102 | 246 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 2,543 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 165 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667gab9 | 3,057 | 3,059,000 | PRN | SOLE | 2,305,000 | 0 | 754,000 | ||
INGEVITY CORP | COM | 45688C107 | 12,183 | 172,880 | SH | SOLE | 172,551 | 0 | 329 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 498 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 2,901 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784paf8 | 1,743 | 1,335,000 | PRN | SOLE | 1,335,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 4,029 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 300 | 6,504 | SH | SOLE | 5,250 | 0 | 1,254 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 1,183 | 1,476,000 | PRN | SOLE | 1,476,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 8,567 | 121,418 | SH | SOLE | 200 | 0 | 121,218 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 640 | 4,173 | SH | SOLE | 0 | 0 | 4,173 | ||
INTUIT | COM | 461202103 | 719 | 4,555 | SH | SOLE | 65 | 0 | 4,490 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 208 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 1,512 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 7,918 | 75,000 | SH | Put | SOLE | 75,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 30,492 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 7,224 | 6,843,000 | PRN | SOLE | 6,843,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 233 | 3,540 | SH | SOLE | 0 | 0 | 3,540 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 1,988 | 1,981,000 | PRN | SOLE | 1,981,000 | 0 | 0 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 471 | 11,360 | SH | SOLE | 0 | 0 | 11,360 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 290 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 12,965 | 92,795 | SH | SOLE | 100 | 0 | 92,695 | ||
JONES ENERGY INC | COM CL A | 48019R108 | 84 | 76,700 | SH | SOLE | 76,700 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 24,858 | 232,444 | SH | SOLE | 13,071 | 0 | 219,373 | ||
K12 INC | COM | 48273u102 | 18,922 | 1,190,091 | SH | SOLE | 1,187,880 | 0 | 2,211 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 3,242 | 2,633,000 | PRN | SOLE | 2,041,000 | 0 | 592,000 | ||
KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723aa8 | 5,033 | 5,500,000 | PRN | SOLE | 4,841,000 | 0 | 659,000 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 1,096 | 29,093 | SH | SOLE | 29,093 | 0 | 0 | ||
KKR & CO L P DEL | COM UNITS | 48248M102 | 2,544 | 120,798 | SH | SOLE | 0 | 0 | 120,798 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 3,331 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 6,339 | 81,519 | SH | SOLE | 0 | 0 | 81,519 | ||
LAZARD LTD | SHS A | G54050102 | 4,738 | 90,253 | SH | SOLE | 0 | 0 | 90,253 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 852 | 743,000 | PRN | SOLE | 743,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220kad0 | 5,117 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 36,698 | 185,510 | SH | SOLE | 136,159 | 0 | 49,351 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034aj8 | 2,940 | 2,272,000 | PRN | SOLE | 1,749,000 | 0 | 523,000 | ||
LKQ CORP | COM | 501889208 | 31,064 | 763,796 | SH | SOLE | 762,365 | 0 | 1,431 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,733 | 27,000 | SH | SOLE | 4,500 | 0 | 22,500 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 4,961 | 4,814,000 | PRN | SOLE | 3,744,000 | 0 | 1,070,000 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 613 | 2,775 | SH | SOLE | 0 | 0 | 2,775 | ||
MASCO CORP | COM | 574599106 | 439 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MBIA INC | COM | 55262C100 | 132 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 4,737 | 27,521 | SH | SOLE | 0 | 0 | 27,521 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 2,331 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 2,761 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471aab1 | 436 | 375,000 | PRN | SOLE | 216,000 | 0 | 159,000 | ||
MEDNAX INC | COM | 58502B106 | 28,342 | 530,345 | SH | SOLE | 529,339 | 0 | 1,006 | ||
MGIC INVT CORP WIS | COM | 552848103 | 317 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 8,372 | 4,916,000 | PRN | SOLE | 4,916,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 9,502 | 2,522,000 | PRN | SOLE | 2,522,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 5,884 | 4,079,000 | PRN | SOLE | 4,079,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 20,844 | 403,565 | SH | SOLE | 376,565 | 0 | 27,000 | ||
MICROSOFT CORP | COM | 594918104 | 1,106 | 12,931 | SH | SOLE | 0 | 0 | 12,931 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 8,420 | 109,807 | SH | SOLE | 109,614 | 0 | 193 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855rad2 | 1,334 | 969,000 | PRN | SOLE | 713,000 | 0 | 256,000 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 4,227 | 2,210,000 | PRN | SOLE | 2,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 4,704 | 109,898 | SH | SOLE | 0 | 0 | 109,898 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 2,436 | 136,840 | SH | SOLE | 0 | 0 | 136,840 | ||
MUELLER INDS INC | COM | 624756102 | 19,077 | 538,443 | SH | SOLE | 537,473 | 0 | 970 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 6,988 | 167,850 | SH | SOLE | 167,545 | 0 | 305 | ||
NAVIENT CORPORATION | COM | 63938C108 | 1,729 | 129,800 | SH | SOLE | 0 | 0 | 129,800 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 24 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934eaq1 | 7,521 | 7,262,000 | PRN | SOLE | 5,811,000 | 0 | 1,451,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 9,316 | 8,550,000 | PRN | SOLE | 8,050,000 | 0 | 500,000 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 3,129 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,502 | 627,452 | SH | SOLE | 37,000 | 0 | 590,452 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 7,337 | 7,123,000 | PRN | SOLE | 6,397,000 | 0 | 726,000 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,526 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 660 | 21,350 | SH | SOLE | 0 | 0 | 21,350 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 11,208 | 71,760 | SH | SOLE | 0 | 0 | 71,760 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 603 | 10,585 | SH | SOLE | 10,585 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 7,833 | 471,860 | SH | SOLE | 470,979 | 0 | 881 | ||
NIKE INC | CL B | 654106103 | 2,066 | 33,025 | SH | SOLE | 0 | 0 | 33,025 | ||
NORTHERN TR CORP | COM | 665859104 | 1,398 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,849 | 6,025 | SH | SOLE | 0 | 0 | 6,025 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 273 | 3,256 | SH | SOLE | 0 | 0 | 3,256 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 477 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 9,204 | 1,676,000 | PRN | SOLE | 1,676,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 5,698 | 106,175 | SH | SOLE | 0 | 0 | 106,175 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020yak6 | 3,586 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 2,698 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 1,685 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 2,051 | 17,520 | SH | SOLE | 15,000 | 0 | 2,520 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 10,831 | 92,500 | SH | Call | SOLE | 92,500 | 0 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952qab6 | 6,411 | 5,170,000 | PRN | SOLE | 5,170,000 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 169 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 18,014 | 636,551 | SH | SOLE | 635,357 | 0 | 1,194 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 33,362 | 253,609 | SH | SOLE | 237,252 | 0 | 16,357 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,661 | 2,080,000 | PRN | SOLE | 2,080,000 | 0 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 1,150 | 44,940 | SH | SOLE | 650 | 0 | 44,290 | ||
PACKAGING CORP AMER | COM | 695156109 | 11,489 | 95,305 | SH | SOLE | 95,127 | 0 | 178 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 16 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 8,315 | 6,073,000 | PRN | SOLE | 6,073,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 3,985 | 4,504,000 | PRN | SOLE | 4,504,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 9,164 | 194,314 | SH | SOLE | 193,951 | 0 | 363 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 2,924 | 2,986,000 | PRN | SOLE | 2,986,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 528 | 4,404 | SH | SOLE | 0 | 0 | 4,404 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 14,669 | 443,187 | SH | SOLE | 442,405 | 0 | 782 | ||
PFIZER INC | COM | 717081103 | 3,367 | 92,953 | SH | SOLE | 0 | 0 | 92,953 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 10,306 | 97,551 | SH | SOLE | 0 | 0 | 97,551 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 449 | 45,300 | SH | SOLE | 0 | 0 | 45,300 | ||
POLYONE CORP | COM | 73179P106 | 28,194 | 648,137 | SH | SOLE | 646,919 | 0 | 1,218 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 6,927 | 7,235,000 | PRN | SOLE | 6,258,000 | 0 | 977,000 | ||
PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 11,234 | 252,966 | SH | SOLE | 252,494 | 0 | 472 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 261 | 150 | SH | SOLE | 150 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 9,621 | 6,972,000 | PRN | SOLE | 6,972,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 2,428 | 26,423 | SH | SOLE | 0 | 0 | 26,423 | ||
PROOFPOINT INC | COM | 743424103 | 2,647 | 29,800 | SH | SOLE | 29,800 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424ad5 | 1,192 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 3,535 | 3,350,000 | PRN | SOLE | 3,100,000 | 0 | 250,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 16,520 | 235,762 | SH | SOLE | 235,338 | 0 | 424 | ||
PTC INC | COM | 69370C100 | 10,031 | 165,072 | SH | SOLE | 164,767 | 0 | 305 | ||
QUAKER CHEM CORP | COM | 747316107 | 34,136 | 226,383 | SH | SOLE | 182,645 | 0 | 43,738 | ||
QUALCOMM INC | COM | 747525103 | 3,723 | 58,150 | SH | SOLE | 0 | 0 | 58,150 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 2,844 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 44,038 | 493,147 | SH | SOLE | 374,675 | 0 | 118,472 | ||
RAYONIER ADVANCED MATLS INC | COM | 75508B104 | 3,170 | 155,000 | SH | Put | SOLE | 155,000 | 0 | 0 | |
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,904 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 8,836 | 47,036 | SH | SOLE | 1,060 | 0 | 45,976 | ||
REALPAGE INC | COM | 75606N109 | 36,669 | 827,746 | SH | SOLE | 712,242 | 0 | 115,504 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577ad4 | 3,273 | 1,987,000 | PRN | SOLE | 1,987,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,936 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970e107 | 33,272 | 813,685 | SH | SOLE | 812,214 | 0 | 1,471 | ||
REPLIGEN CORP | COM | 759916109 | 26,744 | 737,144 | SH | SOLE | 735,800 | 0 | 1,344 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 14,807 | 958,365 | SH | SOLE | 956,582 | 0 | 1,783 | ||
RH | COM | 74967X103 | 625 | 7,250 | SH | SOLE | 7,250 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 11,562 | 386,314 | SH | SOLE | 385,587 | 0 | 727 | ||
RLI CORP | COM | 749607107 | 16,313 | 268,921 | SH | SOLE | 223,811 | 0 | 45,110 | ||
RLJ LODGING TR | COM | 74965L101 | 15,708 | 714,993 | SH | SOLE | 713,652 | 0 | 1,341 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 3,770 | 14,555 | SH | SOLE | 4,581 | 0 | 9,974 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 4,598 | 4,835,000 | PRN | SOLE | 3,891,000 | 0 | 944,000 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 6,037 | 90,495 | SH | SOLE | 3 | 0 | 90,492 | ||
RTW HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 610 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 8,912 | 372,898 | SH | SOLE | 372,200 | 0 | 698 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764as2 | 3,488 | 3,458,000 | PRN | SOLE | 2,644,000 | 0 | 814,000 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764aq6 | 9,218 | 5,126,000 | PRN | SOLE | 5,126,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466lad6 | 11,811 | 7,697,000 | PRN | SOLE | 7,697,000 | 0 | 0 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 531 | 64,500 | SH | SOLE | 0 | 0 | 64,500 | ||
SCHEIN HENRY INC | COM | 806407102 | 1,177 | 16,840 | SH | SOLE | 0 | 0 | 16,840 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,269 | 5,188,000 | PRN | SOLE | 4,120,000 | 0 | 1,068,000 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 5,179 | 5,466,000 | PRN | SOLE | 5,466,000 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 8,298 | 242,634 | SH | SOLE | 242,180 | 0 | 454 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 13,168 | 180,014 | SH | SOLE | 179,685 | 0 | 329 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 2,908 | 1,645,000 | PRN | SOLE | 1,580,000 | 0 | 65,000 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 6,367 | 15,528 | SH | SOLE | 0 | 0 | 15,528 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,203 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568pab2 | 6,864 | 6,898,000 | PRN | SOLE | 5,545,000 | 0 | 1,353,000 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 4,180 | 4,250,000 | PRN | SOLE | 3,539,000 | 0 | 711,000 | ||
SINA CORP | ORD | G81477104 | 547 | 5,450 | SH | SOLE | 5,450 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 2,014 | 178,200 | SH | SOLE | 0 | 0 | 178,200 | ||
SM ENERGY CO | COM | 78454L100 | 16,854 | 763,310 | SH | SOLE | 761,927 | 0 | 1,383 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,679 | 2,734,000 | PRN | SOLE | 2,734,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416tac4 | 3,522 | 3,787,000 | PRN | SOLE | 3,045,000 | 0 | 742,000 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 815 | 67,297 | SH | SOLE | 67,297 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 19,961 | 748,171 | SH | SOLE | 746,776 | 0 | 1,395 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 267 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 670 | 13,250 | SH | SOLE | 13,250 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 343 | 7,250 | SH | SOLE | 7,250 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 7,401 | 7,388,000 | PRN | SOLE | 6,778,000 | 0 | 610,000 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 24,696 | 610,084 | SH | SOLE | 608,984 | 0 | 1,100 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 7,314 | 162,848 | SH | SOLE | 162,543 | 0 | 305 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 3,685 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 204 | 3,555 | SH | SOLE | 0 | 0 | 3,555 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 1,286 | 24,195 | SH | SOLE | 24,195 | 0 | 0 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 140 | 82,896 | SH | SOLE | 0 | 0 | 82,896 | ||
SUCAMPO PHARMACEUTICALS INC | NOTE 3.250%12/1 | 864909ab2 | 1,215 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652ag4 | 4,123 | 4,175,000 | PRN | SOLE | 3,719,000 | 0 | 456,000 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,546 | 1,800,000 | PRN | SOLE | 1,500,000 | 0 | 300,000 | ||
SVB FINL GROUP | COM | 78486Q101 | 11,075 | 47,377 | SH | SOLE | 47,289 | 0 | 88 | ||
SYMANTEC CORP | COM | 871503108 | 2,001 | 71,303 | SH | SOLE | 10,728 | 0 | 60,575 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 215 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 2,931 | 3,231,000 | PRN | SOLE | 2,395,000 | 0 | 836,000 | ||
SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 165 | 73,774 | SH | SOLE | 73,774 | 0 | 0 | ||
T MOBILE US INC | COM | 872590104 | 5,399 | 85,009 | SH | SOLE | 85,009 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054ad1 | 978 | 192,000 | PRN | SOLE | 192,000 | 0 | 0 | ||
TCP CAP CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,538 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 245 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 29,148 | 160,905 | SH | SOLE | 160,612 | 0 | 293 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 1,431 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 6,727 | 2,718,000 | PRN | SOLE | 2,718,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,568 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 4,076 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,052 | 29,225 | SH | SOLE | 0 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 16,001 | 303,744 | SH | SOLE | 303,193 | 0 | 551 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 2,198 | 2,220,000 | PRN | SOLE | 2,220,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 5,664 | 29,827 | SH | SOLE | 0 | 0 | 29,827 | ||
TIFFANY & CO NEW | COM | 886547108 | 3,345 | 32,180 | SH | SOLE | 75 | 0 | 32,105 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 4,187 | 4,208,000 | PRN | SOLE | 3,753,000 | 0 | 455,000 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 275 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522af6 | 3,206 | 2,036,000 | PRN | SOLE | 1,588,000 | 0 | 448,000 | ||
TTM TECHNOLOGIES INC | COM | 87305R109 | 157 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 3,433 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 4,718 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 9,265 | 9,702,000 | PRN | SOLE | 7,964,000 | 0 | 1,738,000 | ||
UMH PPTYS INC | COM | 903002103 | 745 | 50,000 | SH | SOLE | 0 | 0 | 50,000 | ||
UNILEVER N V | N Y SHS NEW | 904784709 | 814 | 14,445 | SH | SOLE | 225 | 0 | 14,220 | ||
UNION PAC CORP | COM | 907818108 | 7,379 | 55,025 | SH | SOLE | 0 | 0 | 55,025 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214bs6 | 1,129 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 775 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 252 | 2,115 | SH | SOLE | 0 | 0 | 2,115 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 5,709 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 2,178 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VEREIT INC | COM | 92339V100 | 156 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 14,805 | 835,957 | SH | SOLE | 834,540 | 0 | 1,417 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 2,205 | 2,255,000 | PRN | SOLE | 2,255,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343ead4 | 5,669 | 1,695,000 | PRN | SOLE | 1,695,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,510 | 66,319 | SH | SOLE | 190 | 0 | 66,129 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 6,661 | 6,688,000 | PRN | SOLE | 5,808,000 | 0 | 880,000 | ||
VISA INC | COM CL A | 92826C839 | 12,746 | 111,785 | SH | SOLE | 7,244 | 0 | 104,541 | ||
VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 2,352 | 73,733 | SH | SOLE | 0 | 0 | 73,733 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 16,590 | 218,432 | SH | SOLE | 218,027 | 0 | 405 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 2,699 | 2,493,000 | PRN | SOLE | 2,493,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 370 | 6,100 | SH | SOLE | 5,000 | 0 | 1,100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,729 | 16,587 | SH | SOLE | 9,620 | 0 | 6,967 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 4,172 | 68,984 | SH | SOLE | 22,899 | 0 | 46,085 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 19,505 | 327,536 | SH | SOLE | 326,924 | 0 | 612 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 28,690 | 506,719 | SH | SOLE | 505,777 | 0 | 942 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 2,989 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 24,248 | 368,793 | SH | SOLE | 368,085 | 0 | 708 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 457 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 9,731 | 127,137 | SH | SOLE | 126,900 | 0 | 237 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138hac5 | 2,174 | 1,733,000 | PRN | SOLE | 1,367,000 | 0 | 366,000 | ||
WPX ENERGY INC | PFD SER A CV | 98212B202 | 1,551 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 3,498 | 3,408,000 | PRN | SOLE | 2,982,000 | 0 | 426,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 3,658 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 8,460 | 125,482 | SH | SOLE | 9,154 | 0 | 116,328 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 1,615 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474tab3 | 2,688 | 2,708,000 | PRN | SOLE | 2,296,000 | 0 | 412,000 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 11,594 | 111,694 | SH | SOLE | 111,483 | 0 | 211 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 1,880 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 9,247 | 128,359 | SH | SOLE | 13,263 | 0 | 115,096 |