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 | 19,382 | 460,929 | SH | SOLE | 460,142 | 0 | 787 | ||
ABBOTT LABS | COM | 002824100 | 213 | 2,948 | SH | SOLE | 98 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 2,913 | 31,600 | SH | SOLE | 3,125 | 0 | 28,475 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 11,918 | 463,544 | SH | SOLE | 462,748 | 0 | 796 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446ad2 | 750 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 34,382 | 1,242,566 | SH | SOLE | 1,240,457 | 0 | 2,109 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 879 | 18,880 | SH | SOLE | 9,100 | 0 | 9,780 | ||
ADOBE INC | COM | 00724F101 | 1,516 | 6,700 | SH | SOLE | 2,550 | 0 | 4,150 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 3,718 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 3,505 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 495 | 10,872 | SH | SOLE | 72 | 0 | 10,800 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 643 | 4,020 | SH | SOLE | 0 | 0 | 4,020 | ||
AK STL CORP | NOTE 5.000%11/1 | 001546ap5 | 4,307 | 4,341,000 | PRN | SOLE | 3,434,000 | 0 | 907,000 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 8,794 | 8,834,000 | PRN | SOLE | 6,387,000 | 0 | 2,447,000 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339aa3 | 3,221 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 798 | 5,825 | SH | SOLE | 140 | 0 | 5,685 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 4,389 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 787 | 9,868 | SH | SOLE | 9,281 | 0 | 587 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,055 | 7,892 | SH | SOLE | 5,000 | 0 | 2,892 | ||
ALLETE INC | COM NEW | 018522300 | 762 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 10,107 | 10,447,000 | PRN | SOLE | 9,233,000 | 0 | 1,214,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 8,628 | 8,331 | SH | SOLE | 979 | 0 | 7,352 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,208 | 1,156 | SH | SOLE | 27 | 0 | 1,129 | ||
ALTABA INC | COM | 021346101 | 13,264 | 228,929 | SH | SOLE | 228,929 | 0 | 0 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 962 | 38,261 | SH | SOLE | 20,000 | 0 | 18,261 | ||
ALTRIA GROUP INC | COM | 02209S103 | 5,523 | 111,826 | SH | SOLE | 339 | 0 | 111,487 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 2,740 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 9,165 | 6,102 | SH | SOLE | 1,430 | 0 | 4,672 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 796 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 600 | 21,478 | SH | SOLE | 0 | 0 | 21,478 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917tab0 | 496 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 266 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071h100 | 16,208 | 285,912 | SH | SOLE | 285,354 | 0 | 558 | ||
AMETEK INC NEW | COM | 031100100 | 6,395 | 94,466 | SH | SOLE | 24,524 | 0 | 69,942 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 20,285 | 250,368 | SH | SOLE | 18,028 | 0 | 232,340 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,833 | 1,809,000 | PRN | SOLE | 1,440,000 | 0 | 369,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 2,836 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 25,146 | 159,413 | SH | SOLE | 8,075 | 0 | 151,338 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 24,460 | 453,459 | SH | SOLE | 452,682 | 0 | 777 | ||
APPLIED MATLS INC | COM | 038222105 | 341 | 10,421 | SH | SOLE | 10,421 | 0 | 0 | ||
APTIV PLC | SHS | G6095L109 | 210 | 3,414 | SH | SOLE | 49 | 0 | 3,365 | ||
ARCONIC INC | COM | 03965L100 | 287 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 3,184 | 204,345 | SH | SOLE | 0 | 0 | 204,345 | ||
ASSERTIO THERAPEUTICS INC | NOTE 2.500% 9/0 | 249908aa2 | 1,681 | 2,400,000 | PRN | SOLE | 2,400,000 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,530 | 25,721 | SH | SOLE | 25,721 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 1,025 | 35,925 | SH | SOLE | 250 | 0 | 35,675 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 1,945 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 1,242 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ATLASSIAN CORP PLC | CL A | G06242104 | 222 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,204 | 76,250 | SH | SOLE | 0 | 0 | 76,250 | ||
BANK AMER CORP | COM | 060505104 | 862 | 35,000 | SH | SOLE | 27,900 | 0 | 7,100 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 15,501 | 12,361 | SH | SOLE | 5,948 | 0 | 6,413 | ||
BARNES GROUP INC | COM | 067806109 | 22,029 | 410,834 | SH | SOLE | 410,135 | 0 | 699 | ||
BECTON DICKINSON & CO | COM | 075887109 | 12,804 | 56,825 | SH | SOLE | 7,780 | 0 | 49,045 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 9,967 | 172,145 | SH | SOLE | 172,145 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 6,035 | 144,472 | SH | SOLE | 144,225 | 0 | 247 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,060 | 10 | SH | SOLE | 0 | 0 | 10 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 7,140 | 34,970 | SH | SOLE | 1,221 | 0 | 33,749 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 3,613 | 3,221,000 | PRN | SOLE | 3,221,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 13,313 | 222,918 | SH | SOLE | 222,536 | 0 | 382 | ||
BLACK KNIGHT INC | COM | 09215C105 | 2,661 | 59,059 | SH | SOLE | 238 | 0 | 58,821 | ||
BLACKBAUD INC | COM | 09227Q100 | 7,631 | 121,323 | SH | SOLE | 121,116 | 0 | 207 | ||
BLACKLINE INC | COM | 09239B109 | 11,286 | 275,597 | SH | SOLE | 275,128 | 0 | 469 | ||
BLACKROCK INC | COM | 09247X101 | 262 | 668 | SH | SOLE | 668 | 0 | 0 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,463 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 400 | 13,410 | SH | SOLE | 0 | 0 | 13,410 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 3,283 | 3,375,000 | PRN | SOLE | 3,375,000 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 18,103 | 608,081 | SH | SOLE | 607,043 | 0 | 1,038 | ||
BUCKLE INC | COM | 118440106 | 11,312 | 584,890 | SH | SOLE | 583,894 | 0 | 996 | ||
BURLINGTON STORES INC | COM | 122017106 | 11,682 | 71,817 | SH | SOLE | 71,528 | 0 | 289 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 209 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 6,566 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 5,818 | 6,102,000 | PRN | SOLE | 5,003,000 | 0 | 1,099,000 | ||
CARBONITE INC | NOTE 2.500% 4/0 | 141337ab1 | 2,385 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 3,044 | 3,244,000 | PRN | SOLE | 2,702,000 | 0 | 542,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 7,952 | 704,311 | SH | SOLE | 703,101 | 0 | 1,210 | ||
CBS CORP NEW | CL B | 124857202 | 2,493 | 57,015 | SH | SOLE | 0 | 0 | 57,015 | ||
CELGENE CORP | COM | 151020104 | 406 | 6,340 | SH | SOLE | 5,000 | 0 | 1,340 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 10,534 | 10,781,000 | PRN | SOLE | 7,751,000 | 0 | 3,030,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 15,929 | 138,152 | SH | SOLE | 23,670 | 0 | 114,482 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 944 | 33,450 | SH | SOLE | 0 | 0 | 33,450 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 7,983 | 183,479 | SH | SOLE | 183,167 | 0 | 312 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,259 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167cy1 | 4,219 | 5,205,000 | PRN | SOLE | 5,205,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 4,495 | 41,316 | SH | SOLE | 56 | 0 | 41,260 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949nac3 | 2,930 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 650 | 12,494 | SH | SOLE | 124 | 0 | 12,370 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,000 | 2,110,000 | PRN | SOLE | 2,110,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 5,431 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 3,080 | 3,639,000 | PRN | SOLE | 2,847,000 | 0 | 792,000 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 233 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 6,007 | 6,619,000 | PRN | SOLE | 6,119,000 | 0 | 500,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 6,531 | 6,948,000 | PRN | SOLE | 5,232,000 | 0 | 1,716,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 220 | 47,027 | SH | SOLE | 11,000 | 0 | 36,027 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 5,002 | 4,877,000 | PRN | SOLE | 4,877,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,397 | 41,014 | SH | SOLE | 164 | 0 | 40,850 | ||
COMMERCIAL METALS CO | COM | 201723103 | 11,237 | 701,463 | SH | SOLE | 700,260 | 0 | 1,203 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 9,341 | 224,065 | SH | SOLE | 223,681 | 0 | 384 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,173 | 18,816 | SH | SOLE | 91 | 0 | 18,725 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 575 | 7,526 | SH | SOLE | 0 | 0 | 7,526 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 9,028 | 56,136 | SH | SOLE | 9,278 | 0 | 46,858 | ||
CORELOGIC INC | COM | 21871D103 | 11,530 | 344,992 | SH | SOLE | 344,401 | 0 | 591 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 10,029 | 114,972 | SH | SOLE | 114,776 | 0 | 196 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 25,264 | 500,968 | SH | SOLE | 500,112 | 0 | 856 | ||
COTT CORP QUE | COM | 22163N106 | 9,328 | 669,136 | SH | SOLE | 639,317 | 0 | 29,819 | ||
COUSINS PPTYS INC | COM | 222795106 | 22,106 | 2,798,237 | SH | SOLE | 2,793,414 | 0 | 4,823 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,736 | 67,158 | SH | SOLE | 67,046 | 0 | 112 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 2,852 | 2,708 | SH | SOLE | 2,708 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 8,420 | 265,017 | SH | SOLE | 264,577 | 0 | 440 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 2,009 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,495 | 3,763,000 | PRN | SOLE | 2,657,000 | 0 | 1,106,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,454 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 3,880 | 4,005,000 | PRN | SOLE | 3,500,000 | 0 | 505,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 22,849 | 259,820 | SH | SOLE | 217,904 | 0 | 41,916 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 2,679 | 2,272,000 | PRN | SOLE | 2,272,000 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 21,911 | 212,476 | SH | SOLE | 19,742 | 0 | 192,734 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 20,007 | 156,362 | SH | SOLE | 156,095 | 0 | 267 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 4,926 | 6,392,000 | PRN | SOLE | 6,392,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 396 | 17,548 | SH | SOLE | 48 | 0 | 17,500 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131af4 | 4,827 | 3,567,000 | PRN | SOLE | 3,567,000 | 0 | 0 | ||
DIPLOMAT PHARMACY INC | COM | 25456K101 | 8,610 | 639,655 | SH | SOLE | 638,556 | 0 | 1,099 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 7,100 | 8,765,000 | PRN | SOLE | 8,765,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 8,184 | 74,641 | SH | SOLE | 7,826 | 0 | 66,815 | ||
DOCUSIGN INC | COM | 256163106 | 301 | 7,502 | SH | SOLE | 7,502 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 257 | 3,602 | SH | SOLE | 37 | 0 | 3,565 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 832 | 17,371 | SH | SOLE | 17,371 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 1,744 | 32,618 | SH | SOLE | 7,812 | 0 | 24,806 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 10,588 | 11,400,000 | PRN | SOLE | 10,167,000 | 0 | 1,233,000 | ||
EASTGROUP PPTY INC | COM | 277276101 | 18,589 | 202,646 | SH | SOLE | 202,298 | 0 | 348 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,533 | 8,808,000 | PRN | SOLE | 7,374,000 | 0 | 1,434,000 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 941 | 11,930 | SH | SOLE | 1,130 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 8,798 | 9,041,000 | PRN | SOLE | 7,206,000 | 0 | 1,835,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 5,717 | 6,265,000 | PRN | SOLE | 6,265,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 4,671 | 5,516,000 | PRN | SOLE | 4,423,000 | 0 | 1,093,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 829 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266s106 | 955 | 1,334,138 | SH | SOLE | 1,331,855 | 0 | 2,283 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359wab1 | 2,702 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,122 | 86,296 | SH | SOLE | 0 | 0 | 86,296 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 2,661 | 2,628,000 | PRN | SOLE | 1,788,000 | 0 | 840,000 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,718 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 1,665 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063paa3 | 10,491 | 9,581,000 | PRN | SOLE | 9,581,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 969 | 8,606 | SH | SOLE | 8,606 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,050 | 30,068 | SH | SOLE | 133 | 0 | 29,935 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301ab2 | 7,100 | 7,257,000 | PRN | SOLE | 6,069,000 | 0 | 1,188,000 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 1,195 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 3,683 | 28,093 | SH | SOLE | 293 | 0 | 27,800 | ||
FEDEX CORP | COM | 31428X106 | 323 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 3,675 | 116,900 | SH | SOLE | 0 | 0 | 116,900 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aap6 | 1,190 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 178 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 10,490 | 10,941,000 | PRN | SOLE | 8,938,000 | 0 | 2,003,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,098 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 2,865 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 4,865 | 66,193 | SH | SOLE | 18,456 | 0 | 47,737 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938jab2 | 4,154 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 3,184 | 3,200,000 | PRN | SOLE | 3,065,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 14,549 | 215,028 | SH | SOLE | 23,822 | 0 | 191,206 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 4,941 | 5,433 | SH | SOLE | 5,433 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 5,357 | 1,296,989 | SH | SOLE | 1,294,758 | 0 | 2,231 | ||
FRANCO NEVADA CORP | COM | 351858105 | 8,072 | 115,036 | SH | SOLE | 7,641 | 0 | 107,395 | ||
FULTON FINL CORP PA | COM | 360271100 | 19,129 | 1,235,693 | SH | SOLE | 1,233,596 | 0 | 2,097 | ||
GENESEE & WYO INC | CL A | 371559105 | 43,233 | 584,069 | SH | SOLE | 404,083 | 0 | 179,986 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 15,618 | 559,985 | SH | SOLE | 559,022 | 0 | 963 | ||
GILEAD SCIENCES INC | COM | 375558103 | 228 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046yab7 | 2,799 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 296 | 1,773 | SH | SOLE | 13 | 0 | 1,760 | ||
GOPRO INC | CL A | 38268T103 | 129 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 6,883 | 7,010,000 | PRN | SOLE | 7,010,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 11,444 | 217,079 | SH | SOLE | 216,686 | 0 | 393 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 5,683 | 5,880,000 | PRN | SOLE | 5,880,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,391 | 53,796 | SH | SOLE | 296 | 0 | 53,500 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 23,099 | 574,895 | SH | SOLE | 573,911 | 0 | 984 | ||
HEICO CORP NEW | CL A | 422806208 | 33,438 | 530,758 | SH | SOLE | 208 | 0 | 530,550 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 8,830 | 6,387,000 | PRN | SOLE | 5,176,000 | 0 | 1,211,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 7,876 | 303,606 | SH | SOLE | 303,102 | 0 | 504 | ||
HESS CORP | DEP PDF SR A | 42809H404 | 2,250 | 45,350 | SH | SOLE | 45,350 | 0 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 28,540 | 1,014,558 | SH | SOLE | 1,012,820 | 0 | 1,738 | ||
HOME DEPOT INC | COM | 437076102 | 1,384 | 8,054 | SH | SOLE | 2,217 | 0 | 5,837 | ||
HONEYWELL INTL INC | COM | 438516106 | 3,321 | 25,138 | SH | SOLE | 25 | 0 | 25,113 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 12,336 | 329,390 | SH | SOLE | 328,825 | 0 | 565 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 5,595 | 5,603,000 | PRN | SOLE | 5,603,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 4,200 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,736 | 229,525 | SH | SOLE | 71,217 | 0 | 158,308 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 7,277 | 7,453,000 | PRN | SOLE | 5,680,000 | 0 | 1,773,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 10,591 | 57,860 | SH | SOLE | 0 | 0 | 57,860 | ||
IBERIABANK CORP | COM | 450828108 | 17,591 | 273,666 | SH | SOLE | 273,205 | 0 | 461 | ||
ICON PLC | SHS | G4705A100 | 25,935 | 200,719 | SH | SOLE | 200,375 | 0 | 344 | ||
IDACORP INC | COM | 451107106 | 33,594 | 360,991 | SH | SOLE | 360,374 | 0 | 617 | ||
II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 1,457 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 1,050 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 3,435 | 2,615,000 | PRN | SOLE | 2,615,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 219 | 3,442 | SH | SOLE | 3,442 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,432 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 205 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667gac7 | 2,722 | 3,700,000 | PRN | SOLE | 3,700,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 31,564 | 377,151 | SH | SOLE | 309,433 | 0 | 67,718 | ||
INOGEN INC | COM | 45780L104 | 689 | 5,550 | SH | SOLE | 5,550 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 4,566 | 4,330,000 | PRN | SOLE | 4,200,000 | 0 | 130,000 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 4,992 | 5,361,000 | PRN | SOLE | 4,035,000 | 0 | 1,326,000 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 2,541 | 3,550,000 | PRN | SOLE | 3,550,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 1,550 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 688 | 14,662 | SH | SOLE | 12,662 | 0 | 2,000 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 900 | 975,000 | PRN | SOLE | 975,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 11,046 | 146,636 | SH | SOLE | 252 | 0 | 146,384 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 361 | 3,172 | SH | SOLE | 0 | 0 | 3,172 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 1,739 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 5,131 | 194,508 | SH | SOLE | 194,174 | 0 | 334 | ||
INTUIT | COM | 461202103 | 932 | 4,735 | SH | SOLE | 1,111 | 0 | 3,624 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203ah4 | 1,933 | 2,802,000 | PRN | SOLE | 2,802,000 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 135 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 5,359 | 40,019 | SH | SOLE | 40,019 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 53,560 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 6,319 | 5,871,000 | PRN | SOLE | 5,871,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 8,853 | 9,127,000 | PRN | SOLE | 8,090,000 | 0 | 1,037,000 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 222 | 10,595 | SH | SOLE | 0 | 0 | 10,595 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 349 | 21,750 | SH | SOLE | 21,750 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 10,942 | 84,791 | SH | SOLE | 1,538 | 0 | 83,253 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 22,014 | 225,507 | SH | SOLE | 20,409 | 0 | 205,098 | ||
K12 INC | COM | 48273u102 | 27,818 | 1,122,133 | SH | SOLE | 1,120,226 | 0 | 1,907 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,067 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 406 | 4,250 | SH | SOLE | 4,250 | 0 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 3,405 | 3,415,000 | PRN | SOLE | 2,041,000 | 0 | 1,374,000 | ||
KEURIG DR PEPPER INC | COM | 49271V100 | 891 | 34,737 | SH | SOLE | 0 | 0 | 34,737 | ||
KKR & CO INC | CL A | 48251W104 | 2,414 | 122,998 | SH | SOLE | 0 | 0 | 122,998 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,066 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 935 | 21,715 | SH | SOLE | 0 | 0 | 21,715 | ||
LAM RESEARCH CORP | COM | 512807108 | 899 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 2,383 | 64,558 | SH | SOLE | 0 | 0 | 64,558 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 1,892 | 1,519,000 | PRN | SOLE | 1,519,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 254 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229af9 | 1,553 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 32,572 | 189,945 | SH | SOLE | 138,408 | 0 | 51,537 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 5/1 | 538034aj8 | 1,522 | 1,061,000 | PRN | SOLE | 1,056,000 | 0 | 5,000 | ||
LKQ CORP | COM | 501889208 | 19,590 | 825,548 | SH | SOLE | 824,135 | 0 | 1,413 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 421 | 1,606 | SH | SOLE | 1,606 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 546 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 5,011 | 5,001,000 | PRN | SOLE | 5,001,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,912 | 52,300 | SH | SOLE | 21,500 | 0 | 30,800 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 5,947 | 6,003,000 | PRN | SOLE | 3,872,000 | 0 | 2,131,000 | ||
MARATHON PETE CORP | COM | 56585A102 | 8,281 | 140,334 | SH | SOLE | 65 | 0 | 140,269 | ||
MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164yab3 | 585 | 667,000 | PRN | SOLE | 667,000 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 391 | 2,275 | SH | SOLE | 0 | 0 | 2,275 | ||
MASCO CORP | COM | 574599106 | 292 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 4,709 | 26,521 | SH | SOLE | 0 | 0 | 26,521 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 1,165 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 2,297 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 18,128 | 549,322 | SH | SOLE | 548,379 | 0 | 943 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001kaf7 | 1,771 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 607 | 58,000 | SH | SOLE | 58,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 8,709 | 6,166,000 | PRN | SOLE | 6,166,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 9,047 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 587 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 3,847 | 1,322,000 | PRN | SOLE | 1,322,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 2,500 | 2,257,000 | PRN | SOLE | 2,257,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 4,488 | 44,183 | SH | SOLE | 3,153 | 0 | 41,030 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 3,447 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 3,929 | 98,156 | SH | SOLE | 139 | 0 | 98,017 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 1,504 | 121,329 | SH | SOLE | 125 | 0 | 121,204 | ||
MONRO INC | COM | 610236101 | 10,403 | 151,317 | SH | SOLE | 151,059 | 0 | 258 | ||
MSA SAFETY INC | COM | 553498106 | 9,544 | 101,240 | SH | SOLE | 101,070 | 0 | 170 | ||
MUELLER INDS INC | COM | 624756102 | 15,758 | 674,562 | SH | SOLE | 673,409 | 0 | 1,153 | ||
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359f129 | 2,319 | 130,300 | SH | SOLE | 130,300 | 0 | 0 | ||
NANTHEALTH INC | COM | 630104107 | 24 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 7,616 | 167,819 | SH | SOLE | 167,536 | 0 | 283 | ||
NAVIENT CORPORATION | COM | 63938C108 | 671 | 76,200 | SH | SOLE | 0 | 0 | 76,200 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 8 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 9,294 | 9,285,000 | PRN | SOLE | 6,965,000 | 0 | 2,320,000 | ||
NEKTAR THERAPEUTICS | COM | 640268108 | 403 | 12,250 | SH | SOLE | 12,250 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 1,313 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 5,553 | 5,988,000 | PRN | SOLE | 5,498,000 | 0 | 490,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,071 | 641,586 | SH | SOLE | 63,200 | 0 | 578,386 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 8,854 | 8,832,000 | PRN | SOLE | 7,634,000 | 0 | 1,198,000 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 188 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 2,149 | 46,366 | SH | SOLE | 46,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,485 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 6,781 | 39,013 | SH | SOLE | 33 | 0 | 38,980 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 474 | 8,203 | SH | SOLE | 8,203 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 8,390 | 672,272 | SH | SOLE | 671,124 | 0 | 1,148 | ||
NIKE INC | CL B | 654106103 | 2,474 | 33,375 | SH | SOLE | 2,600 | 0 | 30,775 | ||
NORTHERN TR CORP | COM | 665859104 | 1,170 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 2,473 | 10,096 | SH | SOLE | 6 | 0 | 10,090 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 628 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 5,200 | 1,253,000 | PRN | SOLE | 1,253,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,434 | 96,234 | SH | SOLE | 209 | 0 | 96,025 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020yag5 | 2,186 | 2,329,000 | PRN | SOLE | 1,856,000 | 0 | 473,000 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 3,558 | 3,384,000 | PRN | SOLE | 2,962,000 | 0 | 422,000 | ||
NVIDIA CORP | COM | 67066G104 | 579 | 4,340 | SH | SOLE | 4,340 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952qab6 | 11,256 | 11,223,000 | PRN | SOLE | 9,687,000 | 0 | 1,536,000 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,053 | 14,370 | SH | SOLE | 9,750 | 0 | 4,620 | ||
OASIS PETE INC NEW | COM | 674215108 | 260 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215aj7 | 898 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 8,313 | 582,132 | SH | SOLE | 581,132 | 0 | 1,000 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 18,522 | 149,987 | SH | SOLE | 137,884 | 0 | 12,103 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 3,548 | 3,214,000 | PRN | SOLE | 3,214,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,072 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 733 | 28,985 | SH | SOLE | 435 | 0 | 28,550 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,320 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127ad2 | 2,824 | 2,813,000 | PRN | SOLE | 2,813,000 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 13 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 3,477 | 2,035,000 | PRN | SOLE | 2,035,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 3,904 | 4,103,000 | PRN | SOLE | 2,877,000 | 0 | 1,226,000 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 9,689 | 160,914 | SH | SOLE | 160,639 | 0 | 275 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 886 | 10,539 | SH | SOLE | 9,539 | 0 | 1,000 | ||
PDC ENERGY INC | COM | 69327R101 | 253 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 2,331 | 2,626,000 | PRN | SOLE | 2,626,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 638 | 5,776 | SH | SOLE | 2,346 | 0 | 3,430 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 15,712 | 486,899 | SH | SOLE | 486,066 | 0 | 833 | ||
PFIZER INC | COM | 717081103 | 948 | 21,712 | SH | SOLE | 768 | 0 | 20,944 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 3,441 | 51,544 | SH | SOLE | 33 | 0 | 51,511 | ||
PIVOTAL SOFTWARE INC | COM CL A | 72582H107 | 302 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 357 | 34,600 | SH | SOLE | 0 | 0 | 34,600 | ||
POLYONE CORP | COM | 73179P106 | 20,352 | 711,607 | SH | SOLE | 710,386 | 0 | 1,221 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 8,626 | 9,339,000 | PRN | SOLE | 7,808,000 | 0 | 1,531,000 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 3,214 | 3,775,000 | PRN | SOLE | 3,775,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 10,659 | 345,168 | SH | SOLE | 344,542 | 0 | 626 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 5,645 | 4,197,000 | PRN | SOLE | 4,197,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,089 | 11,847 | SH | SOLE | 224 | 0 | 11,623 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 3,813 | 3,522,000 | PRN | SOLE | 3,100,000 | 0 | 422,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 19,191 | 308,040 | SH | SOLE | 307,514 | 0 | 526 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 203 | 3,901 | SH | SOLE | 51 | 0 | 3,850 | ||
PVH CORP | COM | 693656100 | 613 | 6,598 | SH | SOLE | 6,213 | 0 | 385 | ||
QUAKER CHEM CORP | COM | 747316107 | 29,250 | 164,593 | SH | SOLE | 130,519 | 0 | 34,074 | ||
QUALCOMM INC | COM | 747525103 | 3,605 | 63,351 | SH | SOLE | 7,501 | 0 | 55,850 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 4,648 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917ag1 | 3,304 | 3,811,000 | PRN | SOLE | 3,811,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 29,130 | 391,486 | SH | SOLE | 273,391 | 0 | 118,095 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,289 | 27,841 | SH | SOLE | 27,841 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 2,191 | 14,285 | SH | SOLE | 2,280 | 0 | 12,005 | ||
REALPAGE INC | COM | 75606N109 | 22,485 | 466,599 | SH | SOLE | 414,210 | 0 | 52,389 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 3,305 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 2,844 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,843 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 24,003 | 795,323 | SH | SOLE | 793,943 | 0 | 1,380 | ||
REPLIGEN CORP | COM | 759916109 | 25,194 | 477,694 | SH | SOLE | 476,876 | 0 | 818 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 14,199 | 999,895 | SH | SOLE | 998,179 | 0 | 1,716 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283ac4 | 1,015 | 871,000 | PRN | SOLE | 871,000 | 0 | 0 | ||
RETROPHIN INC | COM | 761299106 | 243 | 10,752 | SH | SOLE | 10,752 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,524 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
RH | COM | 74967X103 | 804 | 6,707 | SH | SOLE | 6,707 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 16,670 | 509,471 | SH | SOLE | 508,613 | 0 | 858 | ||
RLI CORP | COM | 749607107 | 20,238 | 293,344 | SH | SOLE | 244,137 | 0 | 49,207 | ||
RLJ LODGING TR | COM | 74965L101 | 15,802 | 963,543 | SH | SOLE | 961,881 | 0 | 1,662 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 213 | 1,416 | SH | SOLE | 1,416 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 5,262 | 19,744 | SH | SOLE | 6,691 | 0 | 13,053 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 6,052 | 6,354,000 | PRN | SOLE | 4,901,000 | 0 | 1,453,000 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 3,466 | 59,478 | SH | SOLE | 15 | 0 | 59,463 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287aa6 | 1,725 | 1,723,000 | PRN | SOLE | 1,012,000 | 0 | 711,000 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,481 | 5,505,000 | PRN | SOLE | 4,097,000 | 0 | 1,408,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 8,364 | 408,610 | SH | SOLE | 407,912 | 0 | 698 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 1,041 | 9,537 | SH | SOLE | 9,537 | 0 | 0 | ||
SCHEIN HENRY INC | COM | 806407102 | 975 | 12,422 | SH | SOLE | 435 | 0 | 11,987 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 234 | 250,000 | PRN | SOLE | 0 | 0 | 250,000 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 4,578 | 5,144,000 | PRN | SOLE | 4,120,000 | 0 | 1,024,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 7,326 | 8,641,000 | PRN | SOLE | 8,641,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 347 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 258 | 4,503 | SH | SOLE | 4,503 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,006 | 10,440 | SH | SOLE | 10,440 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 22,752 | 496,009 | SH | SOLE | 495,160 | 0 | 849 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 9,011 | 161,338 | SH | SOLE | 161,068 | 0 | 270 | ||
SERVICENOW INC | NOTE 6/0 | 81762pac6 | 6,650 | 4,737,000 | PRN | SOLE | 4,737,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 4,499 | 11,435 | SH | SOLE | 0 | 0 | 11,435 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 2,806 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 994 | 940,000 | PRN | SOLE | 940,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 7,340 | 7,344,000 | PRN | SOLE | 5,814,000 | 0 | 1,530,000 | ||
SINA CORP | ORD | G81477104 | 416 | 7,750 | SH | SOLE | 7,750 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 235 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 675 | 81,200 | SH | SOLE | 0 | 0 | 81,200 | ||
SM ENERGY CO | COM | 78454L100 | 12,636 | 816,307 | SH | SOLE | 814,934 | 0 | 1,373 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,633 | 2,827,000 | PRN | SOLE | 2,186,000 | 0 | 641,000 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 873 | 18,782 | SH | SOLE | 18,782 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 12,349 | 718,785 | SH | SOLE | 717,552 | 0 | 1,233 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2,312 | 9,250 | SH | SOLE | 8,250 | 0 | 1,000 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 373 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 233 | 234,000 | PRN | SOLE | 0 | 0 | 234,000 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 20,150 | 446,682 | SH | SOLE | 389,816 | 0 | 56,866 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 10,975 | 226,623 | SH | SOLE | 226,242 | 0 | 381 | ||
STARBUCKS CORP | COM | 855244109 | 272 | 4,218 | SH | SOLE | 663 | 0 | 3,555 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 27 | 33,136 | SH | SOLE | 0 | 0 | 33,136 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,436 | 1,800,000 | PRN | SOLE | 1,500,000 | 0 | 300,000 | ||
SVB FINL GROUP | COM | 78486Q101 | 418 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 633 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 1,785 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 160 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 2,878 | 2,982,000 | PRN | SOLE | 2,178,000 | 0 | 804,000 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 22,860 | 580,929 | SH | SOLE | 579,934 | 0 | 995 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 437 | 11,829 | SH | SOLE | 11,829 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 1,377 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 3,435 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 26,758 | 129,222 | SH | SOLE | 128,997 | 0 | 225 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 3,238 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 730 | 335,000 | PRN | SOLE | 335,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,713 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 3,685 | 3,033,000 | PRN | SOLE | 3,033,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,319 | 35,121 | SH | SOLE | 5,896 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 14,946 | 250,350 | SH | SOLE | 249,925 | 0 | 425 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 884 | 3,950 | SH | SOLE | 0 | 0 | 3,950 | ||
THOR INDS INC | COM | 885160101 | 341 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 3,654 | 3,710,000 | PRN | SOLE | 2,771,000 | 0 | 939,000 | ||
TIVO CORP | COM | 88870P106 | 235 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265kad4 | 986 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 340 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830bj7 | 2,523 | 2,649,000 | PRN | SOLE | 2,649,000 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 5,204 | 204,416 | SH | SOLE | 204,065 | 0 | 351 | ||
TTM TECHNOLOGIES INC | COM | 87305R109 | 302 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 2,320 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 8,451 | 9,001,000 | PRN | SOLE | 7,575,000 | 0 | 1,426,000 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 10,373 | 10,688,000 | PRN | SOLE | 7,139,000 | 0 | 3,549,000 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184lad4 | 2,211 | 2,423,000 | PRN | SOLE | 1,932,000 | 0 | 491,000 | ||
UNION PAC CORP | COM | 907818108 | 7,103 | 51,385 | SH | SOLE | 10 | 0 | 51,375 | ||
UNITED RENTALS INC | COM | 911363109 | 718 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 268 | 1,074 | SH | SOLE | 1,074 | 0 | 0 | ||
VANGUARD INDEX FDS | SMALL CP ETF | 922908751 | 223 | 1,690 | SH | SOLE | 1,690 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,734 | 3,676,000 | PRN | SOLE | 2,562,000 | 0 | 1,114,000 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 285 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 1,757 | 2,320,000 | PRN | SOLE | 2,320,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 6,745 | 6,940,000 | PRN | SOLE | 5,515,000 | 0 | 1,425,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,942 | 123,487 | SH | SOLE | 836 | 0 | 122,651 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 8,240 | 8,376,000 | PRN | SOLE | 7,108,000 | 0 | 1,268,000 | ||
VISA INC | COM CL A | 92826C839 | 12,084 | 91,587 | SH | SOLE | 6,404 | 0 | 85,183 | ||
VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 1,819 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 14,049 | 217,705 | SH | SOLE | 217,335 | 0 | 370 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 5,218 | 4,833,000 | PRN | SOLE | 4,833,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 12,154 | 18,696,000 | PRN | SOLE | 14,827,000 | 0 | 3,869,000 | ||
WELLS FARGO CO NEW | COM | 949746101 | 582 | 12,640 | SH | SOLE | 11,540 | 0 | 1,100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 20,406 | 16,163 | SH | SOLE | 9,339 | 0 | 6,824 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 20,756 | 372,767 | SH | SOLE | 372,131 | 0 | 636 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 21,617 | 547,417 | SH | SOLE | 546,470 | 0 | 947 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 2,879 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 453 | 12,250 | SH | SOLE | 12,250 | 0 | 0 | ||
WHITING PETE CORP NEW | COM NEW | 966387409 | 567 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387al6 | 3,964 | 4,184,000 | PRN | SOLE | 3,306,000 | 0 | 878,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 20,380 | 433,885 | SH | SOLE | 433,138 | 0 | 747 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 332 | 15,048 | SH | SOLE | 48 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 13,641 | 183,620 | SH | SOLE | 183,313 | 0 | 307 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138haf8 | 6,765 | 5,484,000 | PRN | SOLE | 5,484,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,558 | 20,850 | SH | SOLE | 0 | 0 | 20,850 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 4,933 | 4,661,000 | PRN | SOLE | 3,589,000 | 0 | 1,072,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 6,537 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 11,014 | 290,519 | SH | SOLE | 290,039 | 0 | 480 | ||
XILINX INC | COM | 983919101 | 4,009 | 47,075 | SH | SOLE | 0 | 0 | 47,075 | ||
XPO LOGISTICS INC | COM | 983793100 | 1,069 | 18,750 | SH | SOLE | 18,750 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 26,225 | 164,702 | SH | SOLE | 127,921 | 0 | 36,781 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954mac5 | 1,211 | 1,400,000 | PRN | SOLE | 1,400,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 7,780 | 90,948 | SH | SOLE | 9,573 | 0 | 81,375 |