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 | 30,195 | 491,690 | SH | SOLE | 491,046 | 0 | 644 | ||
ABBOTT LABS | COM | 002824100 | 240 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 1,889 | 25,975 | SH | SOLE | 0 | 0 | 25,975 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 17,938 | 513,238 | SH | SOLE | 512,587 | 0 | 651 | ||
ACI WORLDWIDE INC | COM | 004498101 | 36,866 | 1,073,571 | SH | SOLE | 1,072,214 | 0 | 1,357 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 439 | 9,310 | SH | SOLE | 0 | 0 | 9,310 | ||
ADOBE INC | COM | 00724F101 | 1,517 | 5,150 | SH | SOLE | 250 | 0 | 4,900 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,928 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 4,260 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 592 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 876 | 3,870 | SH | SOLE | 0 | 0 | 3,870 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922rab1 | 1,019 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AK STL CORP | NOTE 5.000%11/1 | 001546ap5 | 4,369 | 4,348,000 | PRN | SOLE | 3,434,000 | 0 | 914,000 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971taj0 | 3,477 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339aa3 | 3,736 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,365 | 8,055 | SH | SOLE | 15 | 0 | 8,040 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 4,902 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 649 | 5,873 | SH | SOLE | 5,545 | 0 | 328 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,221 | 7,292 | SH | SOLE | 4,600 | 0 | 2,692 | ||
ALLETE INC | COM NEW | 018522300 | 832 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 10,479 | 10,455,000 | PRN | SOLE | 9,233,000 | 0 | 1,222,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 8,694 | 8,043 | SH | SOLE | 932 | 0 | 7,111 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,292 | 1,193 | SH | SOLE | 12 | 0 | 1,181 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 10,750 | 266,163 | SH | SOLE | 265,825 | 0 | 338 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369aa1 | 2,170 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 3,081 | 65,062 | SH | SOLE | 339 | 0 | 64,723 | ||
AMAZON COM INC | COM | 023135106 | 19,484 | 10,289 | SH | SOLE | 1,323 | 0 | 8,966 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 686 | 21,050 | SH | SOLE | 21,050 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 1,600 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 344 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071H100 | 20,116 | 315,448 | SH | SOLE | 314,978 | 0 | 470 | ||
AMETEK INC NEW | COM | 031100100 | 12,186 | 134,149 | SH | SOLE | 21,481 | 0 | 112,668 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 23,286 | 242,719 | SH | SOLE | 17,855 | 0 | 224,864 | ||
ANCHIANO THERAPEUTICS LTD | SPONSORED ADS | 03280X102 | 1,656 | 369,640 | SH | SOLE | 369,640 | 0 | 0 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 992 | 816,000 | PRN | SOLE | 440,000 | 0 | 376,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 3,061 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 27,090 | 136,873 | SH | SOLE | 4,439 | 0 | 132,434 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 32,488 | 527,997 | SH | SOLE | 527,326 | 0 | 671 | ||
APTIV PLC | SHS | G6095L109 | 254 | 3,140 | SH | SOLE | 0 | 0 | 3,140 | ||
ARES CAP CORP | COM | 04010L103 | 4,941 | 275,392 | SH | SOLE | 22,500 | 0 | 252,892 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010lat0 | 7,536 | 7,416,000 | PRN | SOLE | 5,488,000 | 0 | 1,928,000 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 926 | 19,300 | SH | SOLE | 0 | 0 | 19,300 | ||
ARK ETF TR | WEB X.O ETF | 00214Q401 | 978 | 18,800 | SH | SOLE | 0 | 0 | 18,800 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,544 | 22,721 | SH | SOLE | 22,721 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 3,512 | 104,796 | SH | SOLE | 0 | 0 | 104,796 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 6,940 | 7,000,000 | PRN | SOLE | 5,977,000 | 0 | 1,023,000 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 2,979 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 1,253 | 60,250 | SH | SOLE | 0 | 0 | 60,250 | ||
BANK AMER CORP | COM | 060505104 | 961 | 33,150 | SH | SOLE | 27,150 | 0 | 6,000 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 19,516 | 14,194 | SH | SOLE | 7,198 | 0 | 6,996 | ||
BARNES GROUP INC | COM | 067806109 | 24,032 | 426,558 | SH | SOLE | 426,027 | 0 | 531 | ||
BECTON DICKINSON & CO | COM | 075887109 | 11,428 | 45,347 | SH | SOLE | 5,299 | 0 | 40,048 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 10,702 | 172,145 | SH | SOLE | 172,145 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,898 | 32,360 | SH | SOLE | 75 | 0 | 32,285 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 4,189 | 3,721,000 | PRN | SOLE | 3,721,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061gah4 | 2,082 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 13,793 | 286,452 | SH | SOLE | 286,095 | 0 | 357 | ||
BLACK KNIGHT INC | COM | 09215C105 | 4,505 | 74,893 | SH | SOLE | 268 | 0 | 74,625 | ||
BLACKBAUD INC | COM | 09227Q100 | 16,258 | 194,709 | SH | SOLE | 194,461 | 0 | 248 | ||
BLACKLINE INC | COM | 09239B109 | 17,782 | 332,307 | SH | SOLE | 331,884 | 0 | 423 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,515 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 328 | 900 | SH | SOLE | 900 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 33,524 | 671,153 | SH | SOLE | 670,304 | 0 | 849 | ||
BUCKLE INC | COM | 118440106 | 11,182 | 645,981 | SH | SOLE | 645,166 | 0 | 815 | ||
BURLINGTON STORES INC | COM | 122017106 | 19,003 | 111,685 | SH | SOLE | 89,242 | 0 | 22,443 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 214 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 9,081 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 4,514 | 4,615,000 | PRN | SOLE | 3,503,000 | 0 | 1,112,000 | ||
CARBONITE INC | NOTE 2.500% 4/0 | 141337ab1 | 2,410 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 2,496 | 2,575,000 | PRN | SOLE | 2,025,000 | 0 | 550,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 11,351 | 1,132,847 | SH | SOLE | 1,132,036 | 0 | 811 | ||
CBS CORP NEW | CL B | 124857202 | 2,810 | 56,315 | SH | SOLE | 0 | 0 | 56,315 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 6,482 | 6,492,000 | PRN | SOLE | 4,751,000 | 0 | 1,741,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 18,464 | 352,089 | SH | SOLE | 59,475 | 0 | 292,614 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 958 | 33,450 | SH | SOLE | 0 | 0 | 33,450 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 494 | 3,484 | SH | SOLE | 3,484 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 10,297 | 235,526 | SH | SOLE | 235,227 | 0 | 299 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,409 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167cy1 | 2,425 | 3,018,000 | PRN | SOLE | 3,018,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 8,416 | 67,627 | SH | SOLE | 19 | 0 | 67,608 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949nac3 | 3,246 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 839 | 11,985 | SH | SOLE | 0 | 0 | 11,985 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 7,014 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 3,234 | 3,636,000 | PRN | SOLE | 2,847,000 | 0 | 789,000 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 209 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 6,354 | 6,619,000 | PRN | SOLE | 6,119,000 | 0 | 500,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 6,290 | 6,452,000 | PRN | SOLE | 4,732,000 | 0 | 1,720,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 233 | 46,691 | SH | SOLE | 16,742 | 0 | 29,949 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 970 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,659 | 39,250 | SH | SOLE | 0 | 0 | 39,250 | ||
COMMERCIAL METALS CO | COM | 201723103 | 13,813 | 773,829 | SH | SOLE | 772,846 | 0 | 983 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 17,258 | 314,070 | SH | SOLE | 313,661 | 0 | 409 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,142 | 18,725 | SH | SOLE | 0 | 0 | 18,725 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 658 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 5,230 | 26,558 | SH | SOLE | 3,366 | 0 | 23,192 | ||
CORELOGIC INC | COM | 21871D103 | 26,172 | 625,683 | SH | SOLE | 624,887 | 0 | 796 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 15,780 | 137,019 | SH | SOLE | 136,851 | 0 | 168 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 27,728 | 478,639 | SH | SOLE | 478,032 | 0 | 607 | ||
COTT CORP QUE | COM | 22163N106 | 16,215 | 1,214,604 | SH | SOLE | 842,178 | 0 | 372,426 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 28,696 | 793,357 | SH | SOLE | 792,342 | 0 | 1,015 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 12,789 | 74,910 | SH | SOLE | 74,818 | 0 | 92 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,247 | 2,708 | SH | SOLE | 2,708 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 14,549 | 297,960 | SH | SOLE | 297,600 | 0 | 360 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 5,960 | 5,394,000 | PRN | SOLE | 4,459,000 | 0 | 935,000 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,731 | 3,780,000 | PRN | SOLE | 2,657,000 | 0 | 1,123,000 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 3,996 | 4,013,000 | PRN | SOLE | 3,500,000 | 0 | 513,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 22,588 | 241,170 | SH | SOLE | 240,805 | 0 | 365 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 1,480 | 883,000 | PRN | SOLE | 883,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 30,990 | 216,837 | SH | SOLE | 21,509 | 0 | 195,328 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 4,901 | 4,450 | SH | SOLE | 4,450 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 20,663 | 117,425 | SH | SOLE | 117,278 | 0 | 147 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 4,674 | 5,392,000 | PRN | SOLE | 5,392,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131af4 | 3,299 | 2,067,000 | PRN | SOLE | 2,067,000 | 0 | 0 | ||
DIAGEO P L C | SPON ADR NEW | 25243Q205 | 213 | 1,235 | SH | SOLE | 0 | 0 | 1,235 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 7,554 | 7,765,000 | PRN | SOLE | 7,765,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 11,020 | 78,919 | SH | SOLE | 10,008 | 0 | 68,911 | ||
DOMINION ENERGY INC | COM | 25746U109 | 205 | 2,645 | SH | SOLE | 0 | 0 | 2,645 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 3,124 | 11,225 | SH | SOLE | 0 | 0 | 11,225 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 12,617 | 12,841,000 | PRN | SOLE | 10,994,000 | 0 | 1,847,000 | ||
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 4,458 | 246,187 | SH | SOLE | 245,875 | 0 | 312 | ||
EASTGROUP PPTY INC | COM | 277276101 | 25,837 | 222,773 | SH | SOLE | 222,487 | 0 | 286 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,744 | 8,820,000 | PRN | SOLE | 7,374,000 | 0 | 1,446,000 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,094 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 6,512 | 6,545,000 | PRN | SOLE | 4,706,000 | 0 | 1,839,000 | ||
ELEMENT SOLUTIONS INC | COM | 28618M106 | 358 | 34,600 | SH | SOLE | 0 | 0 | 34,600 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,291 | 6,265,000 | PRN | SOLE | 6,265,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 5,278 | 5,527,000 | PRN | SOLE | 4,423,000 | 0 | 1,104,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 1,009 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENDOLOGIX INC | COM NEW | 29266S304 | 4,027 | 556,262 | SH | SOLE | 555,831 | 0 | 431 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,319 | 80,330 | SH | SOLE | 0 | 0 | 80,330 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,995 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
ETSY INC | NOTE 3/0 | 29786aac0 | 6,058 | 3,352,000 | PRN | SOLE | 3,352,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 4,667 | 5,304,000 | PRN | SOLE | 4,622,000 | 0 | 682,000 | ||
EVOLUS INC | COM | 30052C107 | 537 | 36,700 | SH | SOLE | 36,700 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063paa3 | 7,557 | 4,375,000 | PRN | SOLE | 4,375,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063pab1 | 5,936 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,169 | 28,301 | SH | SOLE | 0 | 0 | 28,301 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301ae6 | 450 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 1,367 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 5,272 | 27,318 | SH | SOLE | 293 | 0 | 27,025 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,840 | 120,100 | SH | SOLE | 0 | 0 | 120,100 | ||
FIREEYE INC | COM | 31816Q101 | 193 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 4,488 | 4,581,000 | PRN | SOLE | 3,087,000 | 0 | 1,494,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 2,068 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816qaf8 | 5,715 | 5,843,000 | PRN | SOLE | 5,843,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 10,202 | 111,918 | SH | SOLE | 24,296 | 0 | 87,622 | ||
FIVE9 INC | NOTE 0.125% 5/0 | 338307ab7 | 2,775 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938jab2 | 4,412 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 3,208 | 3,200,000 | PRN | SOLE | 3,065,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 15,794 | 193,748 | SH | SOLE | 26,593 | 0 | 167,155 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 3,010 | 2,933 | SH | SOLE | 2,933 | 0 | 0 | ||
FRANCO NEVADA CORP | COM | 351858105 | 13,142 | 154,826 | SH | SOLE | 15,862 | 0 | 138,964 | ||
FULTON FINL CORP PA | COM | 360271100 | 22,376 | 1,366,900 | SH | SOLE | 1,365,184 | 0 | 1,716 | ||
GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165lab4 | 3,476 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 50,984 | 509,841 | SH | SOLE | 346,897 | 0 | 162,944 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 18,126 | 616,121 | SH | SOLE | 615,334 | 0 | 787 | ||
GILEAD SCIENCES INC | COM | 375558103 | 247 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046yab7 | 2,795 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 336 | 1,640 | SH | SOLE | 0 | 0 | 1,640 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 8,180 | 8,510,000 | PRN | SOLE | 8,510,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 25,442 | 310,684 | SH | SOLE | 310,267 | 0 | 417 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 6,579 | 5,880,000 | PRN | SOLE | 5,880,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,842 | 51,000 | SH | SOLE | 0 | 0 | 51,000 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 22,958 | 757,201 | SH | SOLE | 756,307 | 0 | 894 | ||
HEICO CORP NEW | CL A | 422806208 | 41,626 | 402,694 | SH | SOLE | 914 | 0 | 401,780 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 4,523 | 4,392,000 | PRN | SOLE | 3,552,000 | 0 | 840,000 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703mad5 | 1,942 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
HERCULES CAPITAL INC | COM | 427096508 | 578 | 45,100 | SH | SOLE | 45,100 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096af9 | 6,432 | 6,420,000 | PRN | SOLE | 5,230,000 | 0 | 1,190,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 9,433 | 507,421 | SH | SOLE | 506,804 | 0 | 617 | ||
HMS HLDGS CORP | COM | 40425J101 | 36,201 | 1,117,654 | SH | SOLE | 1,116,234 | 0 | 1,420 | ||
HOME DEPOT INC | COM | 437076102 | 1,466 | 7,049 | SH | SOLE | 1,417 | 0 | 5,632 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,667 | 26,734 | SH | SOLE | 14 | 0 | 26,720 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 14,642 | 363,406 | SH | SOLE | 362,943 | 0 | 463 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,212 | 5,603,000 | PRN | SOLE | 5,603,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 5,422 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,972 | 142,712 | SH | SOLE | 17,800 | 0 | 124,912 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 7,418 | 7,475,000 | PRN | SOLE | 5,680,000 | 0 | 1,795,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 23,211 | 106,702 | SH | SOLE | 6,432 | 0 | 100,270 | ||
IBERIABANK CORP | COM | 450828108 | 23,133 | 304,990 | SH | SOLE | 304,614 | 0 | 376 | ||
ICON PLC | SHS | G4705A100 | 34,022 | 220,962 | SH | SOLE | 220,680 | 0 | 282 | ||
IDACORP INC | COM | 451107106 | 43,884 | 436,965 | SH | SOLE | 396,877 | 0 | 40,088 | ||
II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 1,584 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 3,270 | 2,115,000 | PRN | SOLE | 2,115,000 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,795 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 371 | 127,500 | SH | SOLE | 127,500 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667gac7 | 1,157 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 40,478 | 384,881 | SH | SOLE | 341,037 | 0 | 43,844 | ||
INOGEN INC | COM | 45780L104 | 200 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 4,466 | 3,330,000 | PRN | SOLE | 3,254,000 | 0 | 76,000 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 5,975 | 5,365,000 | PRN | SOLE | 4,035,000 | 0 | 1,330,000 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 3,454 | 3,550,000 | PRN | SOLE | 3,550,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784pah4 | 3,412 | 2,400,000 | PRN | SOLE | 2,400,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 13,965 | 162,495 | SH | SOLE | 706 | 0 | 161,789 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660ad9 | 2,616 | 2,520,000 | PRN | SOLE | 1,970,000 | 0 | 550,000 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 437 | 3,172 | SH | SOLE | 0 | 0 | 3,172 | ||
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 232 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 2,937 | 54,500 | SH | SOLE | 54,500 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 8,224 | 352,043 | SH | SOLE | 351,600 | 0 | 443 | ||
INTUIT | COM | 461202103 | 844 | 3,230 | SH | SOLE | 1,101 | 0 | 2,129 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 22,769 | 162,500 | SH | Put | SOLE | 162,500 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 4,593 | 3,871,000 | PRN | SOLE | 3,871,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123vac6 | 2,788 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 261 | 3,090 | SH | SOLE | 0 | 0 | 3,090 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 14,118 | 13,799,000 | PRN | SOLE | 12,010,000 | 0 | 1,789,000 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 321 | 10,595 | SH | SOLE | 0 | 0 | 10,595 | ||
JOHNSON & JOHNSON | COM | 478160104 | 11,587 | 83,191 | SH | SOLE | 398 | 0 | 82,793 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 20,914 | 187,070 | SH | SOLE | 22,058 | 0 | 165,012 | ||
K12 INC | COM | 48273u102 | 24,917 | 819,357 | SH | SOLE | 818,337 | 0 | 1,020 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,166 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 415 | 16,145 | SH | SOLE | 290 | 0 | 15,855 | ||
KKR & CO INC | CL A | 48251W104 | 3,102 | 122,758 | SH | SOLE | 0 | 0 | 122,758 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,393 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,541 | 1,219,000 | PRN | SOLE | 1,219,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 565 | 11,657 | SH | SOLE | 4,140 | 0 | 7,517 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220kaf5 | 7,655 | 8,875,000 | PRN | SOLE | 8,875,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 35,810 | 202,420 | SH | SOLE | 151,840 | 0 | 50,580 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034aq2 | 3,125 | 2,635,000 | PRN | SOLE | 2,635,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 24,312 | 913,626 | SH | SOLE | 912,470 | 0 | 1,156 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 427 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 5,827 | 5,001,000 | PRN | SOLE | 5,001,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,735 | 42,800 | SH | SOLE | 12,000 | 0 | 30,800 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 5,562 | 5,563,000 | PRN | SOLE | 3,430,000 | 0 | 2,133,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 4,607 | 5,175,000 | PRN | SOLE | 5,175,000 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 7,495 | 134,135 | SH | SOLE | 40 | 0 | 134,095 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 524 | 2,275 | SH | SOLE | 0 | 0 | 2,275 | ||
MASCO CORP | COM | 574599106 | 392 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 5,320 | 25,621 | SH | SOLE | 0 | 0 | 25,621 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 1,633 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 2,997 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 18,765 | 743,757 | SH | SOLE | 743,207 | 0 | 550 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 10,813 | 6,166,000 | PRN | SOLE | 6,166,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 10,934 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 424 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 3,171 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 7,054 | 52,660 | SH | SOLE | 4,153 | 0 | 48,507 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 4,238 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 5,499 | 102,018 | SH | SOLE | 521 | 0 | 101,497 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 4,913 | 362,555 | SH | SOLE | 895 | 0 | 361,660 | ||
MONRO INC | COM | 610236101 | 12,307 | 144,278 | SH | SOLE | 144,093 | 0 | 185 | ||
MSA SAFETY INC | COM | 553498106 | 12,764 | 121,114 | SH | SOLE | 120,974 | 0 | 140 | ||
MUELLER INDS INC | COM | 624756102 | 22,326 | 762,776 | SH | SOLE | 761,823 | 0 | 953 | ||
NANTHEALTH INC | COM | 630104107 | 22 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 17,330 | 412,712 | SH | SOLE | 412,181 | 0 | 531 | ||
NAVIENT CORPORATION | COM | 63938C108 | 917 | 67,200 | SH | SOLE | 0 | 0 | 67,200 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 2,112 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 6,248 | 5,994,000 | PRN | SOLE | 5,498,000 | 0 | 496,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 12,783 | 915,033 | SH | SOLE | 94,443 | 0 | 820,590 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551ac4 | 3,090 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
NEW RELIC INC | COM | 64829B100 | 221 | 2,550 | SH | SOLE | 2,550 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829bab6 | 1,332 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 2,213 | 46,366 | SH | SOLE | 46,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,506 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718ae8 | 2,234 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 7,985 | 38,980 | SH | SOLE | 0 | 0 | 38,980 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 536 | 8,203 | SH | SOLE | 8,203 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 12,478 | 777,922 | SH | SOLE | 776,942 | 0 | 980 | ||
NIKE INC | CL B | 654106103 | 3,306 | 39,375 | SH | SOLE | 2,600 | 0 | 36,775 | ||
NORTHERN TR CORP | COM | 665859104 | 1,260 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 3,863 | 11,955 | SH | SOLE | 0 | 0 | 11,955 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 5,799 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,623 | 90,575 | SH | SOLE | 0 | 0 | 90,575 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020yag5 | 3,958 | 3,973,000 | PRN | SOLE | 2,771,000 | 0 | 1,202,000 | ||
NUTANIX INC | NOTE 1/1 | 67059nab4 | 4,612 | 4,947,000 | PRN | SOLE | 4,947,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,134 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952qab6 | 6,221 | 5,883,000 | PRN | SOLE | 5,067,000 | 0 | 816,000 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 451 | 4,620 | SH | SOLE | 0 | 0 | 4,620 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 5,857 | 60,000 | SH | Call | SOLE | 60,000 | 0 | 0 | |
OIL STS INTL INC | COM | 678026105 | 20,212 | 1,104,458 | SH | SOLE | 1,103,669 | 0 | 789 | ||
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026ah8 | 2,675 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295ab1 | 1,300 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 16,876 | 113,063 | SH | SOLE | 112,909 | 0 | 154 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 3,935 | 3,214,000 | PRN | SOLE | 3,214,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,219 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,965 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127ad2 | 7,826 | 7,607,000 | PRN | SOLE | 6,458,000 | 0 | 1,149,000 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 22 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374ab0 | 2,643 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343ab9 | 3,637 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 5,143 | 54,815 | SH | SOLE | 54,749 | 0 | 66 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 611 | 5,339 | SH | SOLE | 4,339 | 0 | 1,000 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 3,549 | 3,789,000 | PRN | SOLE | 2,993,000 | 0 | 796,000 | ||
PEPSICO INC | COM | 713448108 | 475 | 3,626 | SH | SOLE | 146 | 0 | 3,480 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 21,494 | 536,940 | SH | SOLE | 536,259 | 0 | 681 | ||
PFIZER INC | COM | 717081103 | 901 | 20,802 | SH | SOLE | 0 | 0 | 20,802 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 3,826 | 48,714 | SH | SOLE | 33 | 0 | 48,681 | ||
PIVOTAL SOFTWARE INC | COM CL A | 72582H107 | 354 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
PLANTRONICS INC NEW | COM | 727493108 | 5,969 | 161,151 | SH | SOLE | 160,939 | 0 | 212 | ||
POLYONE CORP | COM | 73179P106 | 26,596 | 847,265 | SH | SOLE | 846,180 | 0 | 1,085 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 9,222 | 9,351,000 | PRN | SOLE | 7,808,000 | 0 | 1,543,000 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 3,541 | 3,775,000 | PRN | SOLE | 3,775,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 12,054 | 380,502 | SH | SOLE | 379,990 | 0 | 512 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 7,136 | 4,967,000 | PRN | SOLE | 4,967,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,293 | 11,791 | SH | SOLE | 168 | 0 | 11,623 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 2,226 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 22,883 | 346,457 | SH | SOLE | 346,027 | 0 | 430 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 218 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624mab8 | 6,489 | 6,775,000 | PRN | SOLE | 6,775,000 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 668 | 7,056 | SH | SOLE | 6,661 | 0 | 395 | ||
QUAKER CHEM CORP | COM | 747316107 | 24,961 | 123,034 | SH | SOLE | 106,771 | 0 | 16,263 | ||
QUALCOMM INC | COM | 747525103 | 4,172 | 54,850 | SH | SOLE | 0 | 0 | 54,850 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 4,515 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917ag1 | 3,734 | 3,811,000 | PRN | SOLE | 3,811,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 37,444 | 442,859 | SH | SOLE | 294,292 | 0 | 148,567 | ||
RAYTHEON CO | COM NEW | 755111507 | 1,784 | 10,260 | SH | SOLE | 0 | 0 | 10,260 | ||
REALPAGE INC | COM | 75606N109 | 24,274 | 412,467 | SH | SOLE | 371,538 | 0 | 40,929 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 3,854 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 3,191 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,950 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 31,454 | 875,168 | SH | SOLE | 874,040 | 0 | 1,128 | ||
REPLIGEN CORP | COM | 759916109 | 36,253 | 421,791 | SH | SOLE | 421,208 | 0 | 583 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 19,605 | 1,224,541 | SH | SOLE | 1,222,981 | 0 | 1,560 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283ac4 | 3,717 | 3,171,000 | PRN | SOLE | 2,618,000 | 0 | 553,000 | ||
RETROPHIN INC | COM | 761299106 | 231 | 11,502 | SH | SOLE | 11,502 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,525 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680rad9 | 2,027 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 20,650 | 621,608 | SH | SOLE | 620,819 | 0 | 789 | ||
RLI CORP | COM | 749607107 | 27,324 | 318,792 | SH | SOLE | 269,862 | 0 | 48,930 | ||
RLJ LODGING TR | COM | 74965L101 | 20,922 | 1,179,372 | SH | SOLE | 1,177,858 | 0 | 1,514 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 5,972 | 16,306 | SH | SOLE | 4,853 | 0 | 11,453 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 4,920 | 5,045,000 | PRN | SOLE | 3,581,000 | 0 | 1,464,000 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,072 | 5,006,000 | PRN | SOLE | 3,597,000 | 0 | 1,409,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 11,601 | 419,868 | SH | SOLE | 419,344 | 0 | 524 | ||
RWT HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 2,365 | 2,349,000 | PRN | SOLE | 1,257,000 | 0 | 1,092,000 | ||
SALESFORCE COM INC | COM | 79466L302 | 410 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607ab6 | 5,751 | 2,585,000 | PRN | SOLE | 2,585,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 247 | 250,000 | PRN | SOLE | 0 | 0 | 250,000 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,052 | 5,140,000 | PRN | SOLE | 4,120,000 | 0 | 1,020,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 8,196 | 8,641,000 | PRN | SOLE | 8,641,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 2,018 | 17,840 | SH | SOLE | 17,840 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 25,987 | 540,842 | SH | SOLE | 540,167 | 0 | 675 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 13,283 | 180,764 | SH | SOLE | 180,543 | 0 | 221 | ||
SERVICE CORP INTL | COM | 817565104 | 3,645 | 77,927 | SH | SOLE | 530 | 0 | 77,397 | ||
SERVICENOW INC | NOTE 6/0 | 81762pac6 | 9,772 | 4,737,000 | PRN | SOLE | 4,737,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 1,833 | 4,000 | SH | SOLE | 0 | 0 | 4,000 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,038 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 4,659 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 2,849 | 2,832,000 | PRN | SOLE | 2,351,000 | 0 | 481,000 | ||
SIRIUS XM HLDGS INC | COM | 82968B103 | 123 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 789 | 81,200 | SH | SOLE | 0 | 0 | 81,200 | ||
SM ENERGY CO | COM | 78454L100 | 13,337 | 1,065,280 | SH | SOLE | 1,064,498 | 0 | 782 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 838 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 6,726 | 576,382 | SH | SOLE | 575,971 | 0 | 411 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 293 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860wab8 | 7,630 | 7,463,000 | PRN | SOLE | 5,539,000 | 0 | 1,924,000 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234ad5 | 9,829 | 8,230,000 | PRN | SOLE | 8,230,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 6,767 | 117,466 | SH | SOLE | 29,092 | 0 | 88,374 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 11,434 | 252,177 | SH | SOLE | 251,866 | 0 | 311 | ||
STARBUCKS CORP | COM | 855244109 | 298 | 3,560 | SH | SOLE | 0 | 0 | 3,560 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,147 | 1,300,000 | PRN | SOLE | 1,000,000 | 0 | 300,000 | ||
SYNAPTICS INC | COM | 87157D109 | 568 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 1,826 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 336 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 1,609 | 1,619,000 | PRN | SOLE | 834,000 | 0 | 785,000 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 26,304 | 514,854 | SH | SOLE | 514,191 | 0 | 663 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 1,415 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 4,258 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 5,932 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 37,189 | 135,792 | SH | SOLE | 135,607 | 0 | 185 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 4,416 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,354 | 29,225 | SH | SOLE | 0 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 14,841 | 276,519 | SH | SOLE | 276,171 | 0 | 348 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 1,204 | 4,100 | SH | SOLE | 0 | 0 | 4,100 | ||
TIVO CORP | COM | 88870P106 | 184 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500%12/1 | 87265kab8 | 5,501 | 5,474,000 | PRN | SOLE | 4,002,000 | 0 | 1,472,000 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 484 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830bj7 | 2,613 | 2,649,000 | PRN | SOLE | 2,649,000 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 8,162 | 225,893 | SH | SOLE | 225,606 | 0 | 287 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 4,717 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 9,489 | 10,002,000 | PRN | SOLE | 8,575,000 | 0 | 1,427,000 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138fab8 | 4,172 | 2,076,000 | PRN | SOLE | 2,076,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 10,628 | 10,695,000 | PRN | SOLE | 7,139,000 | 0 | 3,556,000 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184lad4 | 2,326 | 2,430,000 | PRN | SOLE | 1,932,000 | 0 | 498,000 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184laf9 | 4,546 | 4,647,000 | PRN | SOLE | 4,647,000 | 0 | 0 | ||
UMH PPTYS INC | COM | 903002103 | 211 | 17,000 | SH | SOLE | 0 | 0 | 17,000 | ||
UNION PACIFIC CORP | COM | 907818108 | 8,663 | 51,225 | SH | SOLE | 0 | 0 | 51,225 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,793 | 3,680,000 | PRN | SOLE | 2,562,000 | 0 | 1,118,000 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 1,154 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 10,843 | 10,112,000 | PRN | SOLE | 8,475,000 | 0 | 1,637,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,932 | 121,330 | SH | SOLE | 0 | 0 | 121,330 | ||
VISA INC | COM CL A | 92826C839 | 17,636 | 101,617 | SH | SOLE | 9,285 | 0 | 92,332 | ||
VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 1,847 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 242 | 1,450 | SH | SOLE | 1,450 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857fab3 | 2,400 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 22,794 | 244,624 | SH | SOLE | 244,322 | 0 | 302 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 6,038 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 367 | 7,750 | SH | SOLE | 7,750 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 22,373 | 16,346 | SH | SOLE | 9,339 | 0 | 7,007 | ||
WELLTOWER INC | COM | 95040Q104 | 3,996 | 49,008 | SH | SOLE | 10 | 0 | 48,998 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 25,355 | 411,547 | SH | SOLE | 411,027 | 0 | 520 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 27,079 | 605,516 | SH | SOLE | 604,742 | 0 | 774 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 2,972 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 333 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387al6 | 4,080 | 4,196,000 | PRN | SOLE | 3,306,000 | 0 | 890,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 23,649 | 515,675 | SH | SOLE | 515,019 | 0 | 656 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 421 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 23,127 | 204,370 | SH | SOLE | 204,119 | 0 | 251 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138haf8 | 8,204 | 5,484,000 | PRN | SOLE | 5,484,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,693 | 23,450 | SH | SOLE | 3,200 | 0 | 20,250 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 5,091 | 4,670,000 | PRN | SOLE | 3,589,000 | 0 | 1,081,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 3,708 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 19,372 | 469,066 | SH | SOLE | 468,476 | 0 | 590 | ||
XILINX INC | COM | 983919101 | 6,111 | 51,825 | SH | SOLE | 3,350 | 0 | 48,475 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 45,253 | 216,014 | SH | SOLE | 138,906 | 0 | 77,108 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936jab7 | 3,607 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954mab7 | 4,397 | 3,882,000 | PRN | SOLE | 2,773,000 | 0 | 1,109,000 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954mac5 | 1,382 | 1,400,000 | PRN | SOLE | 1,400,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 10,134 | 89,290 | SH | SOLE | 10,700 | 0 | 78,590 |