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 | 11,423 | 384,098 | SH | SOLE | 383,492 | 606 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 2,396 | 36,775 | SH | SOLE | 0 | 36,775 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 21,205 | 991,366 | SH | SOLE | 989,814 | 1,552 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 996 | 1,173,000 | PRN | SOLE | 1,173,000 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 350 | 2,690 | SH | SOLE | 0 | 2,690 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 6,711 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 3,625 | 28,418 | SH | SOLE | 0 | 28,418 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 484 | 2,955 | SH | SOLE | 2,955 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 391 | 5,400 | SH | SOLE | 0 | 5,400 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 284 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 3,983 | 4,014,000 | PRN | SOLE | 2,595,000 | 1,419,000 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 9,546 | 680,422 | SH | SOLE | 679,185 | 1,237 | 0 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423ab5 | 6,201 | 5,673,000 | PRN | SOLE | 5,016,000 | 657,000 | 0 | ||
ALERE INC | PERP PFD CONV SE | 01449J204 | 4,503 | 13,775 | SH | SOLE | 13,775 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 206 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
ALLETE INC | COM NEW | 018522300 | 1,964 | 29,000 | SH | SOLE | 0 | 29,000 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 5,263 | 5,237,000 | PRN | SOLE | 5,237,000 | 0 | 0 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520ab8 | 3,097 | 2,814,000 | PRN | SOLE | 1,897,000 | 917,000 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 618 | 729 | SH | SOLE | 0 | 729 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 7,965 | 9,602 | SH | SOLE | 0 | 9,602 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 11,913 | 166,807 | SH | SOLE | 0 | 166,807 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163uaa4 | 5,166 | 4,724,000 | PRN | SOLE | 4,724,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 10,123 | 11,418 | SH | SOLE | 0 | 11,418 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 412 | 9,750 | SH | SOLE | 9,750 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 602 | 25,487 | SH | SOLE | 0 | 25,487 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917taa2 | 501 | 500,000 | PRN | SOLE | 0 | 500,000 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 968 | 20,560 | SH | SOLE | 0 | 20,560 | 0 | ||
AMERISAFE INC | COM | 03071H100 | 21,569 | 332,346 | SH | SOLE | 267,467 | 64,879 | 0 | ||
AMGEN INC | COM | 031162100 | 456 | 2,780 | SH | SOLE | 2,000 | 780 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 17,010 | 239,004 | SH | SOLE | 6,833 | 232,171 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 8,906 | 177,522 | SH | SOLE | 177,522 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 318 | 6,185 | SH | SOLE | 0 | 6,185 | 0 | ||
APPLE INC | COM | 037833100 | 26,050 | 181,329 | SH | SOLE | 0 | 181,329 | 0 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 30,091 | 486,514 | SH | SOLE | 485,695 | 819 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 6,077 | 156,220 | SH | SOLE | 21,105 | 135,115 | 0 | ||
ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 4,501 | 110,883 | SH | SOLE | 86,713 | 24,170 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 3,351 | 192,800 | SH | SOLE | 0 | 192,800 | 0 | ||
ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353ah4 | 2,244 | 2,146,000 | PRN | SOLE | 1,498,000 | 648,000 | 0 | ||
AT&T INC | COM | 00206R102 | 4,966 | 119,529 | SH | SOLE | 0 | 119,529 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 1,699 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,816 | 69,965 | SH | SOLE | 0 | 69,965 | 0 | ||
BALCHEM CORP | COM | 057665200 | 11,069 | 134,296 | SH | SOLE | 134,084 | 212 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 13,275 | 11,109 | SH | SOLE | 5,710 | 5,399 | 0 | ||
BANK AMER CORP | COM | 060505104 | 356 | 15,100 | SH | SOLE | 5,000 | 10,100 | 0 | ||
BARD C R INC | COM | 067383109 | 488 | 1,962 | SH | SOLE | 1,962 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 19,563 | 381,046 | SH | SOLE | 380,444 | 602 | 0 | ||
BELDEN INC | COM | 077454106 | 242 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,748 | 15 | SH | SOLE | 0 | 15 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,384 | 38,299 | SH | SOLE | 0 | 38,299 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 1,621 | 1,424,000 | PRN | SOLE | 1,424,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 2,609 | 2,189,000 | PRN | SOLE | 2,189,000 | 0 | 0 | ||
BLACKBAUD INC | COM | 09227Q100 | 18,538 | 241,791 | SH | SOLE | 241,411 | 380 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257waa8 | 3,906 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
BLUCORA INC | NOTE 4.250% 4/0 | 095229ab6 | 1,524 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388aa4 | 1,003 | 988,000 | PRN | SOLE | 427,000 | 561,000 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 691 | 12,698 | SH | SOLE | 10,000 | 2,698 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463aa2 | 3,524 | 3,578,000 | PRN | SOLE | 2,056,000 | 1,522,000 | 0 | ||
BRUKER CORP | COM | 116794108 | 11,468 | 491,539 | SH | SOLE | 490,760 | 779 | 0 | ||
BUCKLE INC | COM | 118440106 | 8,356 | 449,236 | SH | SOLE | 448,526 | 710 | 0 | ||
BURLINGTON STORES INC | COM | 122017106 | 10,577 | 108,715 | SH | SOLE | 108,545 | 170 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 292 | 12,201 | SH | SOLE | 12,201 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 4,040 | 4,060,000 | PRN | SOLE | 4,060,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 861 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 225 | 2,115 | SH | SOLE | 2,115 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 7,250 | 252,951 | SH | SOLE | 252,549 | 402 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 7,887 | 113,713 | SH | SOLE | 0 | 113,713 | 0 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 3,559 | 52,480 | SH | SOLE | 0 | 52,480 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290bc6 | 4,316 | 3,697,000 | PRN | SOLE | 2,706,000 | 991,000 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 7,733 | 108,513 | SH | SOLE | 4,544 | 103,969 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,072 | 38,875 | SH | SOLE | 0 | 38,875 | 0 | ||
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 236 | 6,750 | SH | SOLE | 6,750 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115qac4 | 1,829 | 1,850,000 | PRN | SOLE | 921,000 | 929,000 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,449 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167cb1 | 81 | 84,000 | PRN | SOLE | 7,000 | 77,000 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167bz9 | 94 | 95,000 | PRN | SOLE | 24,000 | 71,000 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 3,873 | 36,075 | SH | SOLE | 0 | 36,075 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779ak7 | 1,788 | 1,304,000 | PRN | SOLE | 1,304,000 | 0 | 0 | ||
CIENA CORP | NOTE 0.875% 6/1 | 171779ae1 | 499 | 500,000 | PRN | SOLE | 0 | 500,000 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,330 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 202 | 1,500 | SH | SOLE | 0 | 1,500 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 645 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
COBALT INTL ENERGY INC | COM | 19075F106 | 10 | 18,250 | SH | SOLE | 0 | 18,250 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 4,624 | 4,619,000 | PRN | SOLE | 4,119,000 | 500,000 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 3,184 | 246,669 | SH | SOLE | 0 | 246,669 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,661 | 44,176 | SH | SOLE | 0 | 44,176 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 10,960 | 572,906 | SH | SOLE | 572,004 | 902 | 0 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 3,798 | 228,785 | SH | SOLE | 0 | 228,785 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 883 | 17,700 | SH | SOLE | 0 | 17,700 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 582 | 7,500 | SH | SOLE | 0 | 7,500 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 8,378 | 51,695 | SH | SOLE | 3,276 | 48,419 | 0 | ||
CONTROL4 CORP | COM | 21240D107 | 6,813 | 431,493 | SH | SOLE | 430,816 | 677 | 0 | ||
CORELOGIC INC | COM | 21871D103 | 17,273 | 424,192 | SH | SOLE | 423,521 | 671 | 0 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 19,494 | 216,477 | SH | SOLE | 216,135 | 342 | 0 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 23,234 | 597,440 | SH | SOLE | 596,522 | 918 | 0 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925yab9 | 4,072 | 3,987,000 | PRN | SOLE | 3,257,000 | 730,000 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 684 | 4,081 | SH | SOLE | 2,356 | 1,725 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 16,676 | 2,016,491 | SH | SOLE | 2,013,321 | 3,170 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,185 | 63,957 | SH | SOLE | 63,859 | 98 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 236 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 3,624 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,606 | 3,250,000 | PRN | SOLE | 2,657,000 | 593,000 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,735 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 19,482 | 218,975 | SH | SOLE | 158,081 | 60,894 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 15,966 | 186,675 | SH | SOLE | 8,954 | 177,721 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 14,884 | 249,192 | SH | SOLE | 248,813 | 379 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908aa2 | 3,165 | 3,371,000 | PRN | SOLE | 3,371,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 1,098 | 26,315 | SH | SOLE | 0 | 26,315 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 6,624 | 58,418 | SH | SOLE | 0 | 58,418 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 528 | 6,805 | SH | SOLE | 0 | 6,805 | 0 | ||
DOMINION RES INC VA NEW | UNIT 08/15/2019 | 25746u836 | 1,016 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 9,380 | 147,630 | SH | SOLE | 0 | 147,630 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 3,686 | 37,648 | SH | SOLE | 0 | 37,648 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 5,344 | 97,970 | SH | SOLE | 97,815 | 155 | 0 | ||
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 538 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 977 | 12,163 | SH | SOLE | 0 | 12,163 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 7,103 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 1,243 | 1,310,000 | PRN | SOLE | 1,310,000 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 22,526 | 551,435 | SH | SOLE | 550,564 | 871 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 1,325 | 14,088 | SH | SOLE | 2,622 | 11,466 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 967 | 10,800 | SH | SOLE | 0 | 10,800 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 1,250 | 1,145,000 | PRN | SOLE | 1,145,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089qab1 | 898 | 751,000 | PRN | SOLE | 751,000 | 0 | 0 | ||
EMPIRE ST RLTY OP L P | UNIT LTD PRTNSP | 292102100 | 249 | 12,000 | SH | SOLE | 0 | 12,000 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 5,279 | 5,550,000 | PRN | SOLE | 5,550,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554ad4 | 834 | 754,000 | PRN | SOLE | 397,000 | 357,000 | 0 | ||
ENDOLOGIX INC | COM | 29266S106 | 8,696 | 1,201,149 | SH | SOLE | 1,199,327 | 1,822 | 0 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266saa4 | 1,154 | 1,191,000 | PRN | SOLE | 584,000 | 607,000 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,851 | 139,482 | SH | SOLE | 0 | 139,482 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 373 | 400,000 | PRN | SOLE | 336,000 | 64,000 | 0 | ||
ENVISION HEALTHCARE CORP | PFD CNV 5.25% A1 | 29414D209 | 4,008 | 35,185 | SH | SOLE | 35,185 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 224 | 2,300 | SH | SOLE | 0 | 2,300 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 3,734 | 103,815 | SH | SOLE | 0 | 103,815 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 391 | 5,250 | SH | SOLE | 5,250 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 4,312 | 52,580 | SH | SOLE | 0 | 52,580 | 0 | ||
EZCORP INC | CL A NON VTG | 302301106 | 197 | 24,132 | SH | SOLE | 24,132 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301ab2 | 2,345 | 2,520,000 | PRN | SOLE | 1,829,000 | 691,000 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 3,587 | 25,255 | SH | SOLE | 0 | 25,255 | 0 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 515 | 10,400 | SH | SOLE | 0 | 10,400 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,698 | 120,650 | SH | SOLE | 0 | 120,650 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620rae5 | 8,756 | 3,987,000 | PRN | SOLE | 3,987,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 700 | 622,000 | PRN | SOLE | 357,000 | 265,000 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 315 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 4,482 | 4,775,000 | PRN | SOLE | 4,775,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,610 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 470 | 4,072 | SH | SOLE | 4,072 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 8,772 | 145,662 | SH | SOLE | 8,185 | 137,477 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 9,187 | 443,816 | SH | SOLE | 443,116 | 700 | 0 | ||
FRANCO NEVADA CORP | COM | 351858105 | 7,666 | 117,017 | SH | SOLE | 3,622 | 113,395 | 0 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 4,599 | 93,504 | SH | SOLE | 93,504 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 21,369 | 1,197,138 | SH | SOLE | 1,195,207 | 1,931 | 0 | ||
GENESCO INC | COM | 371532102 | 7,815 | 140,944 | SH | SOLE | 140,718 | 226 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 35,576 | 524,261 | SH | SOLE | 350,188 | 174,073 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 6,829 | 311,979 | SH | SOLE | 311,483 | 496 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 700 | 10,300 | SH | SOLE | 4,000 | 6,300 | 0 | ||
GNC HLDGS INC | NOTE 1.500% 8/1 | 36191gab3 | 875 | 1,440,000 | PRN | SOLE | 1,440,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 655 | 2,850 | SH | SOLE | 2,850 | 0 | 0 | ||
GRAMERCY PPTY TR | COM NEW | 385002308 | 4,470 | 169,945 | SH | SOLE | 0 | 169,945 | 0 | ||
GREAT PLAINS ENERGY INC | DEP SHS 1/20 B | 391164878 | 532 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657ah4 | 8,508 | 6,574,000 | PRN | SOLE | 6,364,000 | 210,000 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 12,240 | 165,231 | SH | SOLE | 164,973 | 258 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,961 | 61,600 | SH | SOLE | 0 | 61,600 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 685 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 27,082 | 628,490 | SH | SOLE | 627,495 | 995 | 0 | ||
HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924bl4 | 2,037 | 1,672,000 | PRN | SOLE | 1,672,000 | 0 | 0 | ||
HEICO CORP NEW | CL A | 422806208 | 27,981 | 373,086 | SH | SOLE | 0 | 373,086 | 0 | ||
HEICO CORP NEW | COM | 422806109 | 1,068 | 12,250 | SH | SOLE | 0 | 12,250 | 0 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 2,148 | 36,950 | SH | SOLE | 0 | 36,950 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 4,113 | 4,300,000 | PRN | SOLE | 2,973,000 | 1,327,000 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 23,596 | 1,160,637 | SH | SOLE | 1,158,806 | 1,831 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440ag6 | 1,711 | 1,379,000 | PRN | SOLE | 1,379,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 471 | 3,211 | SH | SOLE | 0 | 3,211 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,321 | 34,601 | SH | SOLE | 0 | 34,601 | 0 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 1,733 | 42,220 | SH | SOLE | 42,220 | 0 | 0 | ||
HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052waa2 | 1,136 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 5,766 | 6,278,000 | PRN | SOLE | 6,278,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 22,649 | 16,359 | SH | SOLE | 8,028 | 8,331 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 2,168 | 2,337,000 | PRN | SOLE | 1,598,000 | 739,000 | 0 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 4,195 | 56,900 | SH | SOLE | 0 | 56,900 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 17,348 | 219,319 | SH | SOLE | 218,978 | 341 | 0 | ||
ICON PLC | SHS | G4705A100 | 20,743 | 260,196 | SH | SOLE | 259,785 | 411 | 0 | ||
IDACORP INC | COM | 451107106 | 31,436 | 378,924 | SH | SOLE | 378,336 | 588 | 0 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 2,309 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
ILG INC | COM | 44967H101 | 10,909 | 520,479 | SH | SOLE | 519,663 | 816 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327af6 | 1,110 | 1,100,000 | PRN | SOLE | 500,000 | 600,000 | 0 | ||
IMMUNOMEDICS INC | NOTE 4.750% 2/1 | 452907ak4 | 751 | 535,000 | PRN | SOLE | 535,000 | 0 | 0 | ||
INC RESH HLDGS INC | CL A | 45329R109 | 18,452 | 402,447 | SH | SOLE | 401,814 | 633 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 3,485 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 215 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667gab9 | 2,019 | 1,885,000 | PRN | SOLE | 1,200,000 | 685,000 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 2,070 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
INSULET CORP | NOTE 2.000% 6/1 | 45784pad3 | 566 | 500,000 | PRN | SOLE | 265,000 | 235,000 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 3,625 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 1,385 | 1,476,000 | PRN | SOLE | 1,476,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 7,131 | 119,114 | SH | SOLE | 0 | 119,114 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 901 | 5,173 | SH | SOLE | 0 | 5,173 | 0 | ||
INTUIT | COM | 461202103 | 616 | 5,315 | SH | SOLE | 0 | 5,315 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 216 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 3,932 | 3,150,000 | PRN | SOLE | 3,150,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 403 | 4,591 | SH | SOLE | 4,250 | 341 | 0 | ||
ISHARES TR | RUS 2000 GRW ETF | 464287648 | 88,191 | 545,535 | SH | SOLE | 545,505 | 30 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,684 | 12,250 | SH | SOLE | 12,250 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 6,591 | 6,843,000 | PRN | SOLE | 6,843,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 2,177 | 2,035,000 | PRN | SOLE | 2,035,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 608 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
JIVE SOFTWARE INC | COM | 47760A108 | 5,642 | 1,312,073 | SH | SOLE | 1,310,050 | 2,023 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 12,059 | 96,818 | SH | SOLE | 0 | 96,818 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 13,749 | 156,526 | SH | SOLE | 5,815 | 150,711 | 0 | ||
K12 INC | COM | 48273U102 | 20,717 | 1,081,827 | SH | SOLE | 1,080,126 | 1,701 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 205 | 200,000 | PRN | SOLE | 0 | 200,000 | 0 | ||
KEYCORP NEW | COM | 493267108 | 4,379 | 246,307 | SH | SOLE | 172,423 | 73,884 | 0 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 1,434 | 29,093 | SH | SOLE | 29,093 | 0 | 0 | ||
KKR & CO L P DEL | COM UNITS | 48248M102 | 2,020 | 110,798 | SH | SOLE | 0 | 110,798 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 8,685 | 95,642 | SH | SOLE | 0 | 95,642 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 4,438 | 96,491 | SH | �� | SOLE | 0 | 96,491 | 0 | |
LENNAR CORP | CL A | 526057104 | 205 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 842 | 743,000 | PRN | SOLE | 743,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220kad0 | 7,160 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 25,945 | 162,245 | SH | SOLE | 161,989 | 256 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034aj8 | 2,502 | 2,291,000 | PRN | SOLE | 1,749,000 | 542,000 | 0 | ||
LKQ CORP | COM | 501889208 | 23,338 | 797,335 | SH | SOLE | 796,081 | 1,254 | 0 | ||
LUXFER HLDGS PLC | SPONSORED ADR | 550678106 | 6,767 | 556,458 | SH | SOLE | 555,574 | 884 | 0 | ||
LUXOTTICA GROUP S P A | SPONSORED ADR | 55068R202 | 4,884 | 88,725 | SH | SOLE | 0 | 88,725 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 201 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 1,142 | 1,014,000 | PRN | SOLE | 1,014,000 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 606 | 2,775 | SH | SOLE | 0 | 2,775 | 0 | ||
MASCO CORP | COM | 574599106 | 340 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 3,570 | 27,546 | SH | SOLE | 0 | 27,546 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 3,482 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471aab1 | 873 | 763,000 | PRN | SOLE | 438,000 | 325,000 | 0 | ||
MEDNAX INC | COM | 58502B106 | 38,705 | 557,869 | SH | SOLE | 518,173 | 39,696 | 0 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001aar3 | 2,993 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MERRIMACK PHARMACEUTICALS IN | COM | 590328100 | 89 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328aa8 | 1,125 | 1,331,000 | PRN | SOLE | 1,331,000 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848ae3 | 2,913 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848ad5 | 2,493 | 2,468,000 | PRN | SOLE | 1,284,000 | 1,184,000 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 7,057 | 4,916,000 | PRN | SOLE | 4,916,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 4,975 | 1,855,000 | PRN | SOLE | 1,855,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112aw3 | 1,054 | 347,000 | PRN | SOLE | 347,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 7,560 | 6,765,000 | PRN | SOLE | 6,765,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 16,872 | 327,413 | SH | SOLE | 326,898 | 515 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 536 | 8,144 | SH | SOLE | 0 | 8,144 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 12,917 | 409,422 | SH | SOLE | 408,775 | 647 | 0 | ||
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 826 | 13,453 | SH | SOLE | 0 | 13,453 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 9,234 | 202,491 | SH | SOLE | 202,172 | 319 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855rad2 | 4,323 | 4,072,000 | PRN | SOLE | 3,554,000 | 518,000 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 2,826 | 2,210,000 | PRN | SOLE | 2,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 8,145 | 189,068 | SH | SOLE | 0 | 189,068 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 675 | 47,300 | SH | SOLE | 0 | 47,300 | 0 | ||
MUELLER INDS INC | COM | 624756102 | 17,769 | 519,107 | SH | SOLE | 518,291 | 816 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 4,299 | 132,040 | SH | SOLE | 131,835 | 205 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 2,148 | 53,582 | SH | SOLE | 0 | 53,582 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 1,999 | 135,400 | SH | SOLE | 0 | 135,400 | 0 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 21 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934eaq1 | 5,572 | 5,650,000 | PRN | SOLE | 4,579,000 | 1,071,000 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 4,260 | 4,400,000 | PRN | SOLE | 4,000,000 | 400,000 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,105 | 543,933 | SH | SOLE | 13,719 | 530,214 | 0 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 2,580 | 2,488,000 | PRN | SOLE | 1,971,000 | 517,000 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,955 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 11,738 | 248,849 | SH | SOLE | 11,803 | 237,046 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 5,356 | 41,725 | SH | SOLE | 0 | 41,725 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339f820 | 508 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 8,612 | 426,336 | SH | SOLE | 425,588 | 748 | 0 | ||
NIKE INC | CL B | 654106103 | 1,886 | 33,850 | SH | SOLE | 0 | 33,850 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 1,212 | 14,000 | SH | SOLE | 0 | 14,000 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,433 | 6,025 | SH | SOLE | 0 | 6,025 | 0 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 260 | 3,506 | SH | SOLE | 0 | 3,506 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 683 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 7,588 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 3,664 | 106,875 | SH | SOLE | 0 | 106,875 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,116 | 20,100 | SH | SOLE | 0 | 20,100 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020yak6 | 3,569 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020yaf7 | 2,411 | 2,399,000 | PRN | SOLE | 1,198,000 | 1,201,000 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,778 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 4,749 | 875,000 | PRN | SOLE | 875,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952qab6 | 5,978 | 5,170,000 | PRN | SOLE | 5,170,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 13,528 | 408,086 | SH | SOLE | 407,440 | 646 | 0 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 21,208 | 247,844 | SH | SOLE | 231,068 | 16,776 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 12,082 | 366,227 | SH | SOLE | 365,651 | 576 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 468 | 30,197 | SH | SOLE | 30,197 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,313 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 564 | 27,505 | SH | SOLE | 0 | 27,505 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 3.250% 2/0 | 695127ab6 | 908 | 479,000 | PRN | SOLE | 479,000 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 13,795 | 150,570 | SH | SOLE | 150,324 | 246 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 6 | 19,010 | SH | SOLE | 0 | 19,010 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 7,250 | 6,073,000 | PRN | SOLE | 6,073,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 3,496 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 3,059 | 2,986,000 | PRN | SOLE | 2,986,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 457 | 4,089 | SH | SOLE | 0 | 4,089 | 0 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 10,149 | 426,415 | SH | SOLE | 425,759 | 656 | 0 | ||
PFIZER INC | COM | 717081103 | 6,517 | 190,511 | SH | SOLE | 0 | 190,511 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 9,976 | 88,359 | SH | SOLE | 0 | 88,359 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 321 | 1,725 | SH | SOLE | 1,725 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 953 | 72,697 | SH | SOLE | 0 | 72,697 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 590 | 45,300 | SH | SOLE | 0 | 45,300 | 0 | ||
POLYONE CORP | COM | 73179P106 | 20,703 | 607,302 | SH | SOLE | 606,346 | 956 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 1,814 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 7,135 | 67,897 | SH | SOLE | 3,939 | 63,958 | 0 | ||
PPL CORP | COM | 69351T106 | 1,816 | 48,569 | SH | SOLE | 0 | 48,569 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503aq9 | 8,487 | 4,507,000 | PRN | SOLE | 4,507,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 2,669 | 29,706 | SH | SOLE | 0 | 29,706 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 297 | 3,990 | SH | SOLE | 3,990 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424ad5 | 1,088 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 2,409 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 15,845 | 227,300 | SH | SOLE | 226,945 | 355 | 0 | ||
PTC INC | COM | 69370C100 | 16,886 | 321,334 | SH | SOLE | 320,826 | 508 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 27,859 | 211,595 | SH | SOLE | 172,570 | 39,025 | 0 | ||
QUALCOMM INC | COM | 747525103 | 3,329 | 58,050 | SH | SOLE | 0 | 58,050 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 54,548 | 715,284 | SH | SOLE | 591,035 | 124,249 | 0 | ||
REALPAGE INC | COM | 75606N109 | 30,986 | 887,838 | SH | SOLE | 807,191 | 80,647 | 0 | ||
RED HAT INC | COM | 756577102 | 1,592 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577ad4 | 2,580 | 1,987,000 | PRN | SOLE | 1,987,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 31,251 | 787,389 | SH | SOLE | 785,802 | 1,587 | 0 | ||
REPLIGEN CORP | COM | 759916109 | 23,176 | 658,399 | SH | SOLE | 657,115 | 1,284 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 15,079 | 900,263 | SH | SOLE | 898,846 | 1,417 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 7,620 | 231,613 | SH | SOLE | 231,244 | 369 | 0 | ||
RLI CORP | COM | 749607107 | 16,839 | 280,554 | SH | SOLE | 180,064 | 100,490 | 0 | ||
RLJ LODGING TR | COM | 74965L101 | 13,104 | 557,388 | SH | SOLE | 556,509 | 879 | 0 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 1,675 | 8,112 | SH | SOLE | 2,392 | 5,720 | 0 | ||
ROSS STORES INC | COM | 778296103 | 4,627 | 70,246 | SH | SOLE | 4,806 | 65,440 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 2,400 | 2,460,000 | PRN | SOLE | 1,761,000 | 699,000 | 0 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 3,860 | 73,206 | SH | SOLE | 0 | 73,206 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 4,478 | 3,845,000 | PRN | SOLE | 3,181,000 | 664,000 | 0 | ||
RTW HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 3,499 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 7,971 | 355,836 | SH | SOLE | 355,247 | 589 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764aq6 | 11,499 | 9,126,000 | PRN | SOLE | 9,126,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466lad6 | 10,886 | 8,447,000 | PRN | SOLE | 8,447,000 | 0 | 0 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 467 | 64,500 | SH | SOLE | 0 | 64,500 | 0 | ||
SCHEIN HENRY INC | COM | 806407102 | 2,472 | 14,545 | SH | SOLE | 0 | 14,545 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 888 | 11,372 | SH | SOLE | 0 | 11,372 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,350 | 5,216,000 | PRN | SOLE | 4,120,000 | 1,096,000 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 1,752 | 1,966,000 | PRN | SOLE | 1,966,000 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 24,479 | 724,237 | SH | SOLE | 723,104 | 1,133 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 17,071 | 215,378 | SH | SOLE | 215,037 | 341 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 2,603 | 2,020,000 | PRN | SOLE | 1,890,000 | 130,000 | 0 | ||
SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763uab6 | 1,464 | 1,510,000 | PRN | SOLE | 1,510,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 4,544 | 14,649 | SH | SOLE | 0 | 14,649 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,009 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568pab2 | 3,926 | 3,924,000 | PRN | SOLE | 2,721,000 | 1,203,000 | 0 | ||
SLM CORP | COM | 78442P106 | 2,392 | 197,650 | SH | SOLE | 0 | 197,650 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 12,394 | 515,995 | SH | SOLE | 515,219 | 776 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,717 | 2,734,000 | PRN | SOLE | 2,734,000 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 6,449 | 38,235 | SH | SOLE | 0 | 38,235 | 0 | ||
SOTHEBYS | COM | 835898107 | 1,130 | 24,838 | SH | SOLE | 0 | 24,838 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 269 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,369 | 67,297 | SH | SOLE | 67,297 | 0 | 0 | ||
SPANSION LLC | NOTE 2.000% 9/0 | 84649pal9 | 7,380 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 22,415 | 640,621 | SH | SOLE | 639,621 | 1,000 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,297 | 5,500 | SH | SOLE | 4,500 | 1,000 | 0 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 204 | 4,250 | SH | SOLE | 4,250 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 215 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 20,778 | 586,942 | SH | SOLE | 586,015 | 927 | 0 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375cbc4 | 4,782 | 4,620,000 | PRN | SOLE | 3,446,000 | 1,174,000 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571bac9 | 9,908 | 9,750,000 | PRN | SOLE | 6,073,000 | 3,677,000 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571bab1 | 1,151 | 1,004,000 | PRN | SOLE | 1,004,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571baa3 | 2,183 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571wab5 | 1,154 | 971,000 | PRN | SOLE | 971,000 | 0 | 0 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 1,730 | 24,195 | SH | SOLE | 24,195 | 0 | 0 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 117 | 115,000 | SH | SOLE | 0 | 115,000 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | CL A | 864909106 | 330 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652ag4 | 2,892 | 3,118,000 | PRN | SOLE | 2,766,000 | 352,000 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,438 | 1,800,000 | PRN | SOLE | 1,500,000 | 300,000 | 0 | ||
SVB FINL GROUP | COM | 78486Q101 | 29,327 | 157,596 | SH | SOLE | 157,350 | 246 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 477 | 15,560 | SH | SOLE | 14,060 | 1,500 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 390 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 2,891 | 3,061,000 | PRN | SOLE | 2,395,000 | 666,000 | 0 | ||
SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 795 | 170,505 | SH | SOLE | 170,505 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 5,135 | 48,768 | SH | SOLE | 48,768 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054ad1 | 2,042 | 742,000 | PRN | SOLE | 742,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 18,043 | 142,681 | SH | SOLE | 142,454 | 227 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 12,051 | 2,718,000 | PRN | SOLE | 2,718,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,242 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 1.500% 6/0 | 88160raa9 | 1,920 | 860,000 | PRN | SOLE | 860,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163vae9 | 6,514 | 6,067,000 | PRN | SOLE | 6,067,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 562 | 17,522 | SH | SOLE | 17,000 | 522 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 2,119 | 26,300 | SH | SOLE | 0 | 26,300 | 0 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 14,312 | 321,410 | SH | SOLE | 320,900 | 510 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 2,112 | 2,220,000 | PRN | SOLE | 2,220,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 2,898 | 18,864 | SH | SOLE | 0 | 18,864 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 3,074 | 32,255 | SH | SOLE | 0 | 32,255 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 368 | 3,770 | SH | SOLE | 0 | 3,770 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947eam2 | 1,662 | 1,672,000 | PRN | SOLE | 822,000 | 850,000 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 220 | 1,000 | SH | SOLE | 0 | 1,000 | 0 | ||
TRINITY BIOTECH INVT LTD | NOTE 4.000% 4/0 | 89643qab4 | 699 | 850,000 | PRN | SOLE | 850,000 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522af6 | 2,499 | 2,048,000 | PRN | SOLE | 1,588,000 | 460,000 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 2,438 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 1,339 | 41,350 | SH | SOLE | 0 | 41,350 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 5,594 | 5,944,000 | PRN | SOLE | 4,678,000 | 1,266,000 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 294 | 4,772 | SH | SOLE | 4,772 | 0 | 0 | ||
TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 3,165 | 47,056 | SH | SOLE | 47,056 | 0 | 0 | ||
UNILEVER N V | N Y SHS NEW | 904784709 | 626 | 12,605 | SH | SOLE | 0 | 12,605 | 0 | ||
UNION PAC CORP | COM | 907818108 | 8,094 | 76,420 | SH | SOLE | 0 | 76,420 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 212 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 230 | 2,050 | SH | SOLE | 0 | 2,050 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 5,234 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 2,081 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VEREIT INC | COM | 92339V100 | 140 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 13,712 | 732,110 | SH | SOLE | 730,958 | 1,152 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 2,223 | 2,255,000 | PRN | SOLE | 2,255,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343ead4 | 4,329 | 1,695,000 | PRN | SOLE | 1,695,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,533 | 51,965 | SH | SOLE | 0 | 51,965 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 758 | 750,000 | PRN | SOLE | 343,000 | 407,000 | 0 | ||
VIRTUS INVT PARTNERS INC | COM | 92828Q109 | 291 | 2,750 | SH | SOLE | 2,750 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 3,090 | 34,775 | SH | SOLE | 0 | 34,775 | 0 | ||
VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 2,015 | 76,244 | SH | SOLE | 0 | 76,244 | 0 | ||
WABTEC CORP | COM | 929740108 | 9,136 | 117,126 | SH | SOLE | 5,103 | 112,023 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 6,615 | 106,092 | SH | SOLE | 105,967 | 125 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 3,202 | 2,493,000 | PRN | SOLE | 2,493,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770vak8 | 3,084 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770vaf9 | 1,108 | 1,085,000 | PRN | SOLE | 525,000 | 560,000 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 1,071 | 19,244 | SH | SOLE | 17,250 | 1,994 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 20,593 | 16,607 | SH | SOLE | 9,470 | 7,137 | 0 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,805 | 60,084 | SH | SOLE | 23,399 | 36,685 | 0 | ||
WEST CORP | COM | 952355204 | 24,449 | 1,001,173 | SH | SOLE | 999,596 | 1,577 | 0 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 15,008 | 268,818 | SH | SOLE | 268,393 | 425 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 18,198 | 370,716 | SH | SOLE | 370,132 | 584 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 18,552 | 344,840 | SH | SOLE | 344,294 | 546 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 518 | 17,500 | SH | SOLE | 0 | 17,500 | 0 | ||
WOODWARD INC | COM | 980745103 | 11,377 | 167,508 | SH | SOLE | 153,078 | 14,430 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138hac5 | 2,571 | 2,242,000 | PRN | SOLE | 1,617,000 | 625,000 | 0 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138had3 | 3,680 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 1,266 | 1,058,000 | PRN | SOLE | 1,058,000 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 2,132 | 36,825 | SH | SOLE | 7,400 | 29,425 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919af8 | 2,018 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793aa8 | 6,843 | 2,342,000 | PRN | SOLE | 2,342,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 1,192 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
YELP INC | CL A | 985817105 | 267 | 8,141 | SH | SOLE | 8,141 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 7,143 | 78,275 | SH | SOLE | 78,155 | 120 | 0 | ||
ZILLOW GROUP INC | CL A | 98954M101 | 406 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 1,153 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 9,153 | 171,496 | SH | SOLE | 8,262 | 163,234 | 0 |