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 | 25,426 | 483,390 | SH | SOLE | 482,759 | 0 | 631 | ||
ABBOTT LABS | COM | 002824100 | 228 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 2,093 | 25,975 | SH | SOLE | 0 | 0 | 25,975 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 14,298 | 487,813 | SH | SOLE | 487,175 | 0 | 638 | ||
ACI WORLDWIDE INC | COM | 004498101 | 36,369 | 1,106,440 | SH | SOLE | 1,104,988 | 0 | 1,452 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 423 | 9,300 | SH | SOLE | 0 | 0 | 9,300 | ||
ADOBE INC | COM | 00724F101 | 1,133 | 4,250 | SH | SOLE | 0 | 0 | 4,250 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,001 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 3,528 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 540 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 768 | 4,020 | SH | SOLE | 0 | 0 | 4,020 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922rab1 | 996 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AK STL CORP | NOTE 5.000%11/1 | 001546ap5 | 4,371 | 4,341,000 | PRN | SOLE | 3,434,000 | 0 | 907,000 | ||
AK STL HLDG CORP | COM | 001547108 | 69 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339aa3 | 3,830 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,018 | 5,580 | SH | SOLE | 140 | 0 | 5,440 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 4,966 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 522 | 5,757 | SH | SOLE | 5,423 | 0 | 334 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,170 | 7,992 | SH | SOLE | 5,100 | 0 | 2,892 | ||
ALLETE INC | COM NEW | 018522300 | 822 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 10,232 | 10,451,000 | PRN | SOLE | 9,233,000 | 0 | 1,218,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 9,322 | 7,945 | SH | SOLE | 829 | 0 | 7,116 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,445 | 1,228 | SH | SOLE | 27 | 0 | 1,201 | ||
ALTABA INC | COM | 021346101 | 16,968 | 228,929 | SH | SOLE | 228,929 | 0 | 0 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 9,318 | 253,138 | SH | SOLE | 252,807 | 0 | 331 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 396 | 12,750 | SH | SOLE | 12,750 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 3,909 | 68,061 | SH | SOLE | 339 | 0 | 67,722 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 1,740 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 17,829 | 10,012 | SH | SOLE | 1,572 | 0 | 8,440 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 669 | 21,050 | SH | SOLE | 21,050 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 1,531 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 332 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071H100 | 17,815 | 299,922 | SH | SOLE | 299,460 | 0 | 462 | ||
AMETEK INC NEW | COM | 031100100 | 10,145 | 122,272 | SH | SOLE | 20,447 | 0 | 101,825 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 23,075 | 244,334 | SH | SOLE | 18,895 | 0 | 225,439 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,997 | 1,811,000 | PRN | SOLE | 1,440,000 | 0 | 371,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 3,105 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 28,084 | 147,847 | SH | SOLE | 5,984 | 0 | 141,863 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 28,331 | 476,393 | SH | SOLE | 475,770 | 0 | 623 | ||
APTIV PLC | SHS | G6095L109 | 250 | 3,140 | SH | SOLE | 0 | 0 | 3,140 | ||
ARES CAP CORP | COM | 04010L103 | 3,766 | 219,745 | SH | SOLE | 0 | 0 | 219,745 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010lat0 | 6,906 | 6,915,000 | PRN | SOLE | 4,995,000 | 0 | 1,920,000 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 519 | 11,100 | SH | SOLE | 0 | 0 | 11,100 | ||
ARK ETF TR | WEB X.O ETF | 00214Q401 | 591 | 11,400 | SH | SOLE | 0 | 0 | 11,400 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,346 | 22,721 | SH | SOLE | 22,721 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 3,165 | 100,931 | SH | SOLE | 0 | 0 | 100,931 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 2,077 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 2,451 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 1,808 | 74,050 | SH | SOLE | 0 | 0 | 74,050 | ||
BANK AMER CORP | COM | 060505104 | 979 | 35,500 | SH | SOLE | 28,400 | 0 | 7,100 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 15,784 | 12,049 | SH | SOLE | 12,049 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 20,467 | 398,113 | SH | SOLE | 397,592 | 0 | 521 | ||
BECTON DICKINSON & CO | COM | 075887109 | 13,833 | 55,393 | SH | SOLE | 8,442 | 0 | 46,951 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 10,707 | 172,145 | SH | SOLE | 172,145 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 8,158 | 151,926 | SH | SOLE | 151,727 | 0 | 199 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 7,257 | 36,124 | SH | SOLE | 1,221 | 0 | 34,903 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 4,254 | 3,721,000 | PRN | SOLE | 3,721,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 14,632 | 233,661 | SH | SOLE | 233,354 | 0 | 307 | ||
BLACK KNIGHT INC | COM | 09215C105 | 3,793 | 69,593 | SH | SOLE | 268 | 0 | 69,325 | ||
BLACKBAUD INC | COM | 09227Q100 | 12,238 | 153,495 | SH | SOLE | 153,294 | 0 | 201 | ||
BLACKLINE INC | COM | 09239B109 | 14,630 | 315,855 | SH | SOLE | 315,440 | 0 | 415 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,485 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 450 | 12,860 | SH | SOLE | 0 | 0 | 12,860 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 3,409 | 3,375,000 | PRN | SOLE | 3,375,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 305 | 800 | SH | SOLE | 800 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 24,553 | 638,731 | SH | SOLE | 637,899 | 0 | 832 | ||
BUCKLE INC | COM | 118440106 | 11,505 | 614,566 | SH | SOLE | 613,767 | 0 | 799 | ||
BURLINGTON STORES INC | COM | 122017106 | 16,593 | 105,901 | SH | SOLE | 83,873 | 0 | 22,028 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 244 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 7,542 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 4,497 | 4,606,000 | PRN | SOLE | 3,503,000 | 0 | 1,103,000 | ||
CARBONITE INC | NOTE 2.500% 4/0 | 141337ab1 | 2,341 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 2,544 | 2,570,000 | PRN | SOLE | 2,025,000 | 0 | 545,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 11,287 | 905,108 | SH | SOLE | 903,909 | 0 | 1,199 | ||
CBS CORP NEW | CL B | 124857202 | 2,677 | 56,315 | SH | SOLE | 0 | 0 | 56,315 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 7,935 | 7,985,000 | PRN | SOLE | 6,251,000 | 0 | 1,734,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 15,983 | 300,995 | SH | SOLE | 50,677 | 0 | 250,318 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,027 | 33,450 | SH | SOLE | 0 | 0 | 33,450 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 10,948 | 223,804 | SH | SOLE | 223,511 | 0 | 293 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,411 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167cy1 | 4,829 | 5,205,000 | PRN | SOLE | 5,205,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 8,060 | 65,431 | SH | SOLE | 19 | 0 | 65,412 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949nac3 | 3,446 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 746 | 11,985 | SH | SOLE | 0 | 0 | 11,985 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 6,640 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 3,374 | 3,641,000 | PRN | SOLE | 2,847,000 | 0 | 794,000 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 257 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 6,240 | 6,619,000 | PRN | SOLE | 6,119,000 | 0 | 500,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 6,197 | 6,454,000 | PRN | SOLE | 4,732,000 | 0 | 1,722,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 253 | 47,630 | SH | SOLE | 12,742 | 0 | 34,888 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 3,296 | 2,877,000 | PRN | SOLE | 2,877,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,569 | 39,250 | SH | SOLE | 0 | 0 | 39,250 | ||
COMMERCIAL METALS CO | COM | 201723103 | 12,576 | 736,302 | SH | SOLE | 735,338 | 0 | 964 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 15,184 | 279,265 | SH | SOLE | 278,897 | 0 | 368 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,250 | 18,725 | SH | SOLE | 0 | 0 | 18,725 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 636 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 6,276 | 35,797 | SH | SOLE | 6,749 | 0 | 29,048 | ||
CORELOGIC INC | COM | 21871D103 | 19,317 | 518,445 | SH | SOLE | 517,813 | 0 | 632 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 12,903 | 120,567 | SH | SOLE | 120,410 | 0 | 157 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 24,940 | 455,272 | SH | SOLE | 454,677 | 0 | 595 | ||
COTT CORP QUE | COM | 22163N106 | 17,231 | 1,179,385 | SH | SOLE | 800,453 | 0 | 378,932 | ||
COUSINS PPTYS INC | COM | 222795106 | 29,162 | 3,018,829 | SH | SOLE | 3,014,845 | 0 | 3,984 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 11,463 | 70,931 | SH | SOLE | 70,841 | 0 | 90 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,206 | 2,708 | SH | SOLE | 2,708 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 11,893 | 281,154 | SH | SOLE | 280,801 | 0 | 353 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 5,670 | 5,400,000 | PRN | SOLE | 4,459,000 | 0 | 941,000 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,844 | 3,769,000 | PRN | SOLE | 2,657,000 | 0 | 1,112,000 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 4,066 | 4,008,000 | PRN | SOLE | 3,500,000 | 0 | 508,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 23,305 | 240,083 | SH | SOLE | 229,074 | 0 | 11,009 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 4,184 | 3,272,000 | PRN | SOLE | 3,272,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 28,641 | 216,947 | SH | SOLE | 20,933 | 0 | 196,014 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,099 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 16,450 | 111,914 | SH | SOLE | 111,767 | 0 | 147 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 5,669 | 6,392,000 | PRN | SOLE | 6,392,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 218 | 6,900 | SH | SOLE | 0 | 0 | 6,900 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131af4 | 3,449 | 2,567,000 | PRN | SOLE | 2,567,000 | 0 | 0 | ||
DIAGEO P L C | SPON ADR NEW | 25243Q205 | 202 | 1,235 | SH | SOLE | 0 | 0 | 1,235 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 7,478 | 8,765,000 | PRN | SOLE | 8,765,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 8,250 | 74,308 | SH | SOLE | 8,574 | 0 | 65,734 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 2,897 | 11,225 | SH | SOLE | 0 | 0 | 11,225 | ||
DOWDUPONT INC | COM | 26078J100 | 449 | 8,430 | SH | SOLE | 8,000 | 0 | 430 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 11,863 | 12,841,000 | PRN | SOLE | 10,994,000 | 0 | 1,847,000 | ||
EASTGROUP PPTY INC | COM | 277276101 | 23,673 | 212,047 | SH | SOLE | 211,767 | 0 | 280 | ||
ECHO GLOBAL LOGISTICS INC | COM | 27875T101 | 201 | 8,116 | SH | SOLE | 8,116 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,752 | 8,813,000 | PRN | SOLE | 7,374,000 | 0 | 1,439,000 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,098 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 8,921 | 9,046,000 | PRN | SOLE | 7,206,000 | 0 | 1,840,000 | ||
ELEMENT SOLUTIONS INC | COM | 28618M106 | 349 | 34,600 | SH | SOLE | 0 | 0 | 34,600 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 5,964 | 6,265,000 | PRN | SOLE | 6,265,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 5,091 | 5,521,000 | PRN | SOLE | 4,423,000 | 0 | 1,098,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 888 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENDOLOGIX INC | COM NEW | 29266S304 | 1,329 | 201,013 | SH | SOLE | 200,738 | 0 | 275 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359wab1 | 3,095 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,338 | 80,330 | SH | SOLE | 0 | 0 | 80,330 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,989 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
ETSY INC | NOTE 3/0 | 29786aac0 | 6,490 | 3,352,000 | PRN | SOLE | 3,352,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 3,890 | 4,000,000 | PRN | SOLE | 3,586,000 | 0 | 414,000 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063paa3 | 11,724 | 8,581,000 | PRN | SOLE | 8,581,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,018 | 8,556 | SH | SOLE | 8,556 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,335 | 28,897 | SH | SOLE | 0 | 0 | 28,897 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301ab2 | 7,234 | 7,262,000 | PRN | SOLE | 6,069,000 | 0 | 1,193,000 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 1,350 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 4,570 | 27,418 | SH | SOLE | 293 | 0 | 27,125 | ||
FEDEX CORP | COM | 31428X106 | 363 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,353 | 119,100 | SH | SOLE | 0 | 0 | 119,100 | ||
FIREEYE INC | COM | 31816Q101 | 185 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 4,449 | 4,587,000 | PRN | SOLE | 3,087,000 | 0 | 1,500,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 2,056 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 288 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 8,940 | 101,273 | SH | SOLE | 20,346 | 0 | 80,927 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938jab2 | 4,422 | 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 | 16,788 | 200,114 | SH | SOLE | 25,893 | 0 | 174,221 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 3,088 | 2,933 | SH | SOLE | 2,933 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 8,029 | 1,571,245 | SH | SOLE | 1,569,163 | 0 | 2,082 | ||
FRANCO NEVADA CORP | COM | 351858105 | 10,456 | 139,316 | SH | SOLE | 13,190 | 0 | 126,126 | ||
FULTON FINL CORP PA | COM | 360271100 | 20,128 | 1,300,231 | SH | SOLE | 1,298,549 | 0 | 1,682 | ||
GENESEE & WYO INC | CL A | 371559105 | 51,053 | 585,879 | SH | SOLE | 414,083 | 0 | 171,796 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 23,471 | 587,355 | SH | SOLE | 586,583 | 0 | 772 | ||
GILEAD SCIENCES INC | COM | 375558103 | 237 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046yab7 | 2,869 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 315 | 1,640 | SH | SOLE | 0 | 0 | 1,640 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 8,169 | 8,510,000 | PRN | SOLE | 8,510,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 19,047 | 294,391 | SH | SOLE | 293,982 | 0 | 409 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 6,406 | 5,880,000 | PRN | SOLE | 5,880,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,536 | 51,000 | SH | SOLE | 0 | 0 | 51,000 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 18,753 | 568,447 | SH | SOLE | 567,707 | 0 | 740 | ||
HEICO CORP NEW | CL A | 422806208 | 40,557 | 482,475 | SH | SOLE | 1,094 | 0 | 481,381 | ||
HENRY SCHEIN INC | COM | 806407102 | 743 | 12,361 | SH | SOLE | 369 | 0 | 11,992 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 5,458 | 4,388,000 | PRN | SOLE | 3,552,000 | 0 | 836,000 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703mad5 | 1,057 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
HERCULES CAPITAL INC | COM | 427096508 | 439 | 34,669 | SH | SOLE | 34,669 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096af9 | 2,367 | 2,415,000 | PRN | SOLE | 1,893,000 | 0 | 522,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 9,403 | 384,741 | SH | SOLE | 384,237 | 0 | 504 | ||
HMS HLDGS CORP | COM | 40425J101 | 31,490 | 1,063,490 | SH | SOLE | 1,062,098 | 0 | 1,392 | ||
HOME DEPOT INC | COM | 437076102 | 1,353 | 7,049 | SH | SOLE | 1,417 | 0 | 5,632 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,180 | 26,305 | SH | SOLE | 10 | 0 | 26,295 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 12,173 | 345,718 | SH | SOLE | 345,264 | 0 | 454 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,356 | 5,603,000 | PRN | SOLE | 5,603,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 5,285 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,129 | 167,908 | SH | SOLE | 27,100 | 0 | 140,808 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 7,329 | 7,460,000 | PRN | SOLE | 5,680,000 | 0 | 1,780,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 12,020 | 57,210 | SH | SOLE | 0 | 0 | 57,210 | ||
IBERIABANK CORP | COM | 450828108 | 20,741 | 289,239 | SH | SOLE | 288,870 | 0 | 369 | ||
ICON PLC | SHS | G4705A100 | 28,717 | 210,259 | SH | SOLE | 209,983 | 0 | 276 | ||
IDACORP INC | COM | 451107106 | 41,029 | 412,187 | SH | SOLE | 377,974 | 0 | 34,213 | ||
II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 1,573 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 207 | 1,445 | SH | SOLE | 0 | 0 | 1,445 | ||
ILLUMINA INC | COM | 452327109 | 901 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 4,229 | 3,115,000 | PRN | SOLE | 3,115,000 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,806 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 204 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667gac7 | 2,956 | 3,700,000 | PRN | SOLE | 3,700,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 40,002 | 378,772 | SH | SOLE | 324,676 | 0 | 54,096 | ||
INOGEN INC | COM | 45780L104 | 405 | 4,250 | SH | SOLE | 4,250 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 4,088 | 3,330,000 | PRN | SOLE | 3,254,000 | 0 | 76,000 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 5,606 | 5,365,000 | PRN | SOLE | 4,035,000 | 0 | 1,330,000 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 3,579 | 3,550,000 | PRN | SOLE | 3,550,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 12,912 | 169,579 | SH | SOLE | 706 | 0 | 168,873 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660ad9 | 2,643 | 2,515,000 | PRN | SOLE | 1,970,000 | 0 | 545,000 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 448 | 3,172 | SH | SOLE | 0 | 0 | 3,172 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 2,502 | 49,750 | SH | SOLE | 49,750 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 7,356 | 293,316 | SH | SOLE | 292,926 | 0 | 390 | ||
INTUIT | COM | 461202103 | 838 | 3,205 | SH | SOLE | 1,101 | 0 | 2,104 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 638 | 4,166 | SH | SOLE | 4,166 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 30,618 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 57,791 | 377,500 | SH | Put | SOLE | 377,500 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 5,231 | 3,871,000 | PRN | SOLE | 3,871,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 232 | 3,090 | SH | SOLE | 0 | 0 | 3,090 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 12,821 | 12,600,000 | PRN | SOLE | 11,053,000 | 0 | 1,547,000 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 319 | 10,595 | SH | SOLE | 0 | 0 | 10,595 | ||
JETBLUE AWYS CORP | COM | 477143101 | 241 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 11,691 | 83,633 | SH | SOLE | 1,498 | 0 | 82,135 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 18,900 | 186,705 | SH | SOLE | 22,954 | 0 | 163,751 | ||
K12 INC | COM | 48273u102 | 27,512 | 806,092 | SH | SOLE | 805,033 | 0 | 1,059 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,102 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 390 | 16,125 | SH | SOLE | 290 | 0 | 15,835 | ||
KKR & CO INC | CL A | 48251W104 | 2,884 | 122,758 | SH | SOLE | 0 | 0 | 122,758 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,346 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,671 | 1,519,000 | PRN | SOLE | 1,519,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 547 | 11,147 | SH | SOLE | 3,640 | 0 | 7,507 | ||
LITTELFUSE INC | COM | 537008104 | 36,239 | 198,593 | SH | SOLE | 145,476 | 0 | 53,117 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034aq2 | 3,042 | 2,635,000 | PRN | SOLE | 2,635,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 24,658 | 868,850 | SH | SOLE | 867,717 | 0 | 1,133 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 650 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 5,917 | 5,001,000 | PRN | SOLE | 5,001,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,987 | 48,200 | SH | SOLE | 17,400 | 0 | 30,800 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 5,547 | 5,566,000 | PRN | SOLE | 3,430,000 | 0 | 2,136,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 4,554 | 5,175,000 | PRN | SOLE | 5,175,000 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 8,382 | 140,047 | SH | SOLE | 40 | 0 | 140,007 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 458 | 2,275 | SH | SOLE | 0 | 0 | 2,275 | ||
MASCO CORP | COM | 574599106 | 393 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 4,865 | 25,621 | SH | SOLE | 0 | 0 | 25,621 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 1,354 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 2,524 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 17,993 | 662,220 | SH | SOLE | 661,348 | 0 | 872 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001kaf7 | 1,931 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 294 | 22,300 | SH | SOLE | 22,300 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 10,101 | 6,166,000 | PRN | SOLE | 6,166,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 10,198 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 620 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 4,991 | 1,322,000 | PRN | SOLE | 1,322,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 6,093 | 51,660 | SH | SOLE | 3,153 | 0 | 48,507 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 4,216 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 4,991 | 99,986 | SH | SOLE | 521 | 0 | 99,465 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 4,632 | 351,406 | SH | SOLE | 1,256 | 0 | 350,150 | ||
MONRO INC | COM | 610236101 | 13,726 | 158,642 | SH | SOLE | 158,434 | 0 | 208 | ||
MSA SAFETY INC | COM | 553498106 | 11,064 | 107,002 | SH | SOLE | 106,866 | 0 | 136 | ||
MUELLER INDS INC | COM | 624756102 | 22,250 | 709,969 | SH | SOLE | 709,044 | 0 | 925 | ||
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359f129 | 2,839 | 105,300 | SH | SOLE | 105,300 | 0 | 0 | ||
NANTHEALTH INC | COM | 630104107 | 38 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 10,715 | 241,549 | SH | SOLE | 241,235 | 0 | 314 | ||
NAVIENT CORPORATION | COM | 63938C108 | 778 | 67,200 | SH | SOLE | 0 | 0 | 67,200 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 9 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 7,300 | 7,291,000 | PRN | SOLE | 4,965,000 | 0 | 2,326,000 | ||
NEKTAR THERAPEUTICS | COM | 640268108 | 336 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 2,166 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 6,045 | 5,990,000 | PRN | SOLE | 5,498,000 | 0 | 492,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 10,542 | 776,885 | SH | SOLE | 74,158 | 0 | 702,727 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 8,854 | 8,837,000 | PRN | SOLE | 7,634,000 | 0 | 1,203,000 | ||
NEW RELIC INC | COM | 64829B100 | 331 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 197 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 2,214 | 46,366 | SH | SOLE | 46,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,495 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718ae8 | 2,449 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 7,516 | 38,880 | SH | SOLE | 0 | 0 | 38,880 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 512 | 8,203 | SH | SOLE | 8,203 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 12,081 | 706,925 | SH | SOLE | 706,004 | 0 | 921 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366hab9 | 4,886 | 3,200,000 | PRN | SOLE | 3,200,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 2,912 | 34,575 | SH | SOLE | 2,600 | 0 | 31,975 | ||
NORTHERN TR CORP | COM | 665859104 | 1,266 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 3,225 | 11,961 | SH | SOLE | 6 | 0 | 11,955 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 5,491 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 5,023 | 96,025 | SH | SOLE | 0 | 0 | 96,025 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020yag5 | 3,980 | 3,978,000 | PRN | SOLE | 2,771,000 | 0 | 1,207,000 | ||
NUTANIX INC | NOTE 1/1 | 67059nab4 | 5,269 | 4,947,000 | PRN | SOLE | 4,947,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,111 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952qab6 | 7,781 | 7,557,000 | PRN | SOLE | 6,017,000 | 0 | 1,540,000 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 590 | 6,670 | SH | SOLE | 2,050 | 0 | 4,620 | ||
OASIS PETE INC NEW | COM | 674215108 | 289 | 47,900 | SH | SOLE | 47,900 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215aj7 | 940 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 11,002 | 648,684 | SH | SOLE | 647,826 | 0 | 858 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295ab1 | 4,240 | 2,339,000 | PRN | SOLE | 2,339,000 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 22,099 | 153,050 | SH | SOLE | 141,552 | 0 | 11,498 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 3,986 | 3,214,000 | PRN | SOLE | 3,214,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,231 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,541 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127ad2 | 2,775 | 2,813,000 | PRN | SOLE | 2,813,000 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 19 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343ab9 | 4,111 | 4,600,000 | PRN | SOLE | 4,600,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 9,871 | 110,678 | SH | SOLE | 110,529 | 0 | 149 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 295 | 2,839 | SH | SOLE | 1,839 | 0 | 1,000 | ||
PDC ENERGY INC | COM | 69327R101 | 285 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 6,007 | 6,408,000 | PRN | SOLE | 5,619,000 | 0 | 789,000 | ||
PEPSICO INC | COM | 713448108 | 725 | 5,916 | SH | SOLE | 2,346 | 0 | 3,570 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 20,229 | 510,328 | SH | SOLE | 509,660 | 0 | 668 | ||
PFIZER INC | COM | 717081103 | 886 | 20,867 | SH | SOLE | 0 | 0 | 20,867 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 4,417 | 49,968 | SH | SOLE | 33 | 0 | 49,935 | ||
POLYONE CORP | COM | 73179P106 | 21,944 | 748,677 | SH | SOLE | 747,698 | 0 | 979 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 8,995 | 9,345,000 | PRN | SOLE | 9,345,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 3,398 | 3,775,000 | PRN | SOLE | 2,238,000 | 0 | 1,537,000 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 10,787 | 360,664 | SH | SOLE | 360,162 | 0 | 502 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 6,740 | 4,967,000 | PRN | SOLE | 4,967,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,227 | 11,791 | SH | SOLE | 168 | 0 | 11,623 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 4,519 | 3,513,000 | PRN | SOLE | 3,100,000 | 0 | 413,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 22,349 | 323,614 | SH | SOLE | 323,192 | 0 | 422 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 229 | 3,850 | SH | SOLE | 0 | 0 | 3,850 | ||
PVH CORP | COM | 693656100 | 841 | 6,900 | SH | SOLE | 6,515 | 0 | 385 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736lab5 | 3,573 | 2,730,000 | PRN | SOLE | 2,730,000 | 0 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 27,759 | 138,568 | SH | SOLE | 115,346 | 0 | 23,222 | ||
QUALCOMM INC | COM | 747525103 | 3,442 | 60,350 | SH | SOLE | 5,500 | 0 | 54,850 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 4,172 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917ag1 | 3,556 | 3,811,000 | PRN | SOLE | 3,811,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 33,804 | 420,401 | SH | SOLE | 284,748 | 0 | 135,653 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,756 | 27,841 | SH | SOLE | 27,841 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 2,048 | 11,248 | SH | SOLE | 30 | 0 | 11,218 | ||
REALPAGE INC | COM | 75606N109 | 28,819 | 474,851 | SH | SOLE | 434,770 | 0 | 40,081 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 3,941 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 3,298 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,916 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 28,270 | 835,147 | SH | SOLE | 834,041 | 0 | 1,106 | ||
REPLIGEN CORP | COM | 759916109 | 29,591 | 500,868 | SH | SOLE | 500,212 | 0 | 656 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 17,351 | 1,049,039 | SH | SOLE | 1,047,663 | 0 | 1,376 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283ac4 | 952 | 871,000 | PRN | SOLE | 871,000 | 0 | 0 | ||
RETROPHIN INC | COM | 761299106 | 238 | 10,502 | SH | SOLE | 10,502 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,596 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
RH | COM | 74967X103 | 257 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680rad9 | 3,514 | 2,470,000 | PRN | SOLE | 2,470,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 20,091 | 590,898 | SH | SOLE | 590,124 | 0 | 774 | ||
RLI CORP | COM | 749607107 | 21,872 | 304,835 | SH | SOLE | 256,412 | 0 | 48,423 | ||
RLJ LODGING TR | COM | 74965L101 | 19,726 | 1,122,699 | SH | SOLE | 1,121,215 | 0 | 1,484 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 5,914 | 17,294 | SH | SOLE | 5,514 | 0 | 11,780 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 5,367 | 5,540,000 | PRN | SOLE | 4,081,000 | 0 | 1,459,000 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287aa6 | 1,730 | 1,730,000 | PRN | SOLE | 1,012,000 | 0 | 718,000 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 4,961 | 5,010,000 | PRN | SOLE | 3,597,000 | 0 | 1,413,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 9,799 | 429,769 | SH | SOLE | 429,211 | 0 | 558 | ||
RWT HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 2,357 | 2,336,000 | PRN | SOLE | 1,257,000 | 0 | 1,079,000 | ||
SALESFORCE COM INC | COM | 79466L302 | 264 | 1,667 | SH | SOLE | 1,647 | 0 | 20 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 666 | 5,587 | SH | SOLE | 5,587 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607ab6 | 4,666 | 2,585,000 | PRN | SOLE | 2,585,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 243 | 250,000 | PRN | SOLE | 0 | 0 | 250,000 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 4,842 | 5,143,000 | PRN | SOLE | 4,120,000 | 0 | 1,023,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 7,766 | 8,641,000 | PRN | SOLE | 8,641,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,359 | 12,840 | SH | SOLE | 12,840 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 22,143 | 434,940 | SH | SOLE | 434,363 | 0 | 577 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 11,589 | 170,954 | SH | SOLE | 170,737 | 0 | 217 | ||
SERVICE CORP INTL | COM | 817565104 | 3,074 | 76,557 | SH | SOLE | 475 | 0 | 76,082 | ||
SERVICENOW INC | NOTE 6/0 | 81762pac6 | 8,772 | 4,737,000 | PRN | SOLE | 4,737,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 1,723 | 4,000 | SH | SOLE | 0 | 0 | 4,000 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 2,970 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 2,169 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 2,846 | 2,832,000 | PRN | SOLE | 2,351,000 | 0 | 481,000 | ||
SINA CORP | ORD | G81477104 | 358 | 6,039 | SH | SOLE | 6,039 | 0 | 0 | ||
SIRIUS XM HLDGS INC | COM | 82968B103 | 111 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 805 | 81,200 | SH | SOLE | 0 | 0 | 81,200 | ||
SM ENERGY CO | COM | 78454L100 | 15,554 | 889,329 | SH | SOLE | 888,173 | 0 | 1,156 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,673 | 2,829,000 | PRN | SOLE | 2,186,000 | 0 | 643,000 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 571 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 10,611 | 668,610 | SH | SOLE | 667,729 | 0 | 881 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 282 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 1,045 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 234 | 234,000 | PRN | SOLE | 0 | 0 | 234,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860wab8 | 6,259 | 6,263,000 | PRN | SOLE | 4,593,000 | 0 | 1,670,000 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 7,239 | 113,653 | SH | SOLE | 26,583 | 0 | 87,070 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 11,725 | 238,808 | SH | SOLE | 238,503 | 0 | 305 | ||
STARBUCKS CORP | COM | 855244109 | 314 | 4,218 | SH | SOLE | 663 | 0 | 3,555 | ||
STEELCASE INC | CL A | 858155203 | 205 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,069 | 1,300,000 | PRN | SOLE | 1,000,000 | 0 | 300,000 | ||
SVB FINL GROUP | COM | 78486Q101 | 449 | 2,019 | SH | SOLE | 2,019 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 696 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 1,886 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 334 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 2,926 | 2,969,000 | PRN | SOLE | 2,178,000 | 0 | 791,000 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 25,337 | 489,504 | SH | SOLE | 488,854 | 0 | 650 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 258 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 1,498 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 3,719 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 31,696 | 133,732 | SH | SOLE | 133,551 | 0 | 181 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 3,808 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,394 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 3,326 | 3,033,000 | PRN | SOLE | 3,033,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,100 | 29,225 | SH | SOLE | 0 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 16,343 | 262,794 | SH | SOLE | 262,453 | 0 | 341 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 1,095 | 4,000 | SH | SOLE | 0 | 0 | 4,000 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 3,686 | 3,705,000 | PRN | SOLE | 2,771,000 | 0 | 934,000 | ||
TIVO CORP | COM | 88870P106 | 233 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500%12/1 | 87265kab8 | 3,494 | 3,474,000 | PRN | SOLE | 2,443,000 | 0 | 1,031,000 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265kad4 | 1,017 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 454 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830bj7 | 2,960 | 2,649,000 | PRN | SOLE | 2,649,000 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 7,028 | 214,653 | SH | SOLE | 214,372 | 0 | 281 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 5,217 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 8,635 | 9,006,000 | PRN | SOLE | 7,575,000 | 0 | 1,431,000 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 10,527 | 10,695,000 | PRN | SOLE | 7,139,000 | 0 | 3,556,000 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184lad4 | 2,284 | 2,425,000 | PRN | SOLE | 1,932,000 | 0 | 493,000 | ||
UMH PPTYS INC | COM | 903002103 | 197 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
UNION PACIFIC CORP | COM | 907818108 | 8,531 | 51,025 | SH | SOLE | 0 | 0 | 51,025 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 299 | 3,750 | SH | SOLE | 3,750 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 366 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,745 | 3,681,000 | PRN | SOLE | 2,562,000 | 0 | 1,119,000 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 271 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 1,109 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 10,047 | 9,113,000 | PRN | SOLE | 7,475,000 | 0 | 1,638,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 7,243 | 122,496 | SH | SOLE | 0 | 0 | 122,496 | ||
VISA INC | COM CL A | 92826C839 | 15,058 | 96,406 | SH | SOLE | 8,514 | 0 | 87,892 | ||
VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 1,974 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 18,488 | 228,758 | SH | SOLE | 228,462 | 0 | 296 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 6,127 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 5,636 | 6,979,000 | PRN | SOLE | 4,929,000 | 0 | 2,050,000 | ||
WELLS FARGO CO NEW | COM | 949746101 | 379 | 7,850 | SH | SOLE | 7,750 | 0 | 100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,004 | 16,157 | SH | SOLE | 9,339 | 0 | 6,818 | ||
WELLTOWER INC | COM | 95040Q104 | 2,906 | 37,449 | SH | SOLE | 0 | 0 | 37,449 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 24,202 | 391,612 | SH | SOLE | 391,102 | 0 | 510 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 23,633 | 575,857 | SH | SOLE | 575,098 | 0 | 759 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 2,886 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 457 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
WHITING PETE CORP NEW | COM NEW | 966387409 | 653 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387al6 | 4,047 | 4,188,000 | PRN | SOLE | 3,306,000 | 0 | 882,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 21,684 | 490,364 | SH | SOLE | 489,721 | 0 | 643 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 431 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 18,369 | 193,578 | SH | SOLE | 193,332 | 0 | 246 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138haf8 | 7,756 | 5,484,000 | PRN | SOLE | 5,484,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,757 | 20,250 | SH | SOLE | 0 | 0 | 20,250 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 5,333 | 4,665,000 | PRN | SOLE | 3,589,000 | 0 | 1,076,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 3,873 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 15,530 | 402,322 | SH | SOLE | 401,793 | 0 | 529 | ||
XILINX INC | COM | 983919101 | 5,893 | 46,475 | SH | SOLE | 0 | 0 | 46,475 | ||
XPO LOGISTICS INC | COM | 983793100 | 967 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 40,917 | 195,279 | SH | SOLE | 135,366 | 0 | 59,913 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936jab7 | 3,427 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954mab7 | 3,975 | 3,887,000 | PRN | SOLE | 3,887,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954mac5 | 1,276 | 1,400,000 | PRN | SOLE | 286,000 | 0 | 1,114,000 | ||
ZOETIS INC | CL A | 98978V103 | 9,114 | 90,529 | SH | SOLE | 10,466 | 0 | 80,063 |