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 | 11,645 | 299,351 | SH | SOLE | 298,803 | 0 | 548 | ||
ABBVIE INC | COM | 00287Y109 | 2,714 | 37,430 | SH | SOLE | 0 | 0 | 37,430 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 7,951 | 161,014 | SH | SOLE | 160,718 | 0 | 296 | ||
ACI WORLDWIDE INC | COM | 004498101 | 24,595 | 1,099,463 | SH | SOLE | 1,097,450 | 0 | 2,013 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 1,009 | 1,173,000 | PRN | SOLE | 1,173,000 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 401 | 2,832 | SH | SOLE | 0 | 0 | 2,832 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,954 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | COM | 00771V108 | 212 | 4,043 | SH | SOLE | 4,043 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 4,672 | 30,772 | SH | SOLE | 0 | 0 | 30,772 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 413 | 2,488 | SH | SOLE | 2,303 | 0 | 185 | ||
AFLAC INC | COM | 001055102 | 419 | 5,400 | SH | SOLE | 0 | 0 | 5,400 | ||
AK STL HLDG CORP | COM | 001547108 | 348 | 52,995 | SH | SOLE | 52,995 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 6,168 | 6,294,000 | PRN | SOLE | 4,645,000 | 0 | 1,649,000 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423ab5 | 3,141 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
ALERE INC | PERP PFD CONV SE | 01449J204 | 1,556 | 3,950 | SH | SOLE | 3,950 | 0 | 0 | ||
ALLETE INC | COM NEW | 018522300 | 2,079 | 29,000 | SH | SOLE | 0 | 0 | 29,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 5,311 | 5,237,000 | PRN | SOLE | 5,237,000 | 0 | 0 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520ab8 | 3,198 | 2,806,000 | PRN | SOLE | 1,897,000 | 0 | 909,000 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 750 | 807 | SH | SOLE | 0 | 0 | 807 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 8,879 | 9,771 | SH | SOLE | 0 | 0 | 9,771 | ||
ALTRIA GROUP INC | COM | 02209S103 | 12,221 | 164,109 | SH | SOLE | 0 | 0 | 164,109 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 4,815 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 11,546 | 11,928 | SH | SOLE | 400 | 0 | 11,528 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 453 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 670 | 25,487 | SH | SOLE | 0 | 0 | 25,487 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917taa2 | 2,217 | 2,200,000 | PRN | SOLE | 1,492,000 | 0 | 708,000 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 351 | 7,775 | SH | SOLE | 0 | 0 | 7,775 | ||
AMERISAFE INC | COM | 03071H100 | 15,936 | 279,830 | SH | SOLE | 273,997 | 0 | 5,833 | ||
AMETEK INC NEW | COM | 031100100 | 200 | 3,303 | SH | SOLE | 3,058 | 0 | 245 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 18,535 | 251,088 | SH | SOLE | 11,050 | 0 | 240,038 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,585 | 1,500,000 | PRN | SOLE | 1,440,000 | 0 | 60,000 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 9,307 | 177,522 | SH | SOLE | 177,522 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 296 | 6,185 | SH | SOLE | 0 | 0 | 6,185 | ||
APPLE INC | COM | 037833100 | 23,382 | 162,350 | SH | SOLE | 0 | 0 | 162,350 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 27,622 | 467,772 | SH | SOLE | 466,909 | 0 | 863 | ||
APPLIED MATLS INC | COM | 038222105 | 7,576 | 183,396 | SH | SOLE | 24,918 | 0 | 158,478 | ||
ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 3,935 | 109,923 | SH | SOLE | 86,713 | 0 | 23,210 | ||
ARES CAP CORP | COM | 04010L103 | 3,187 | 194,545 | SH | SOLE | 0 | 0 | 194,545 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010lam5 | 1,136 | 1,100,000 | PRN | SOLE | 965,000 | 0 | 135,000 | ||
ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353ah4 | 5,071 | 4,864,000 | PRN | SOLE | 4,021,000 | 0 | 843,000 | ||
AT&T INC | COM | 00206R102 | 3,897 | 103,275 | SH | SOLE | 0 | 0 | 103,275 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 2,008 | 1,900,000 | PRN | SOLE | 1,900,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,325 | 65,315 | SH | SOLE | 0 | 0 | 65,315 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 13,855 | 10,929 | SH | SOLE | 5,660 | 0 | 5,269 | ||
BANK AMER CORP | COM | 060505104 | 621 | 25,600 | SH | SOLE | 15,500 | 0 | 10,100 | ||
BARD C R INC | COM | 067383109 | 1,069 | 3,382 | SH | SOLE | 3,132 | 0 | 250 | ||
BARNES GROUP INC | COM | 067806109 | 22,856 | 390,499 | SH | SOLE | 389,788 | 0 | 711 | ||
BECTON DICKINSON & CO | COM | 075887109 | 9,862 | 50,550 | SH | SOLE | 0 | 0 | 50,550 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 6,829 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,056 | 12 | SH | SOLE | 0 | 0 | 12 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 5,873 | 34,676 | SH | SOLE | 0 | 0 | 34,676 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 1,588 | 1,424,000 | PRN | SOLE | 1,424,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 2,613 | 2,189,000 | PRN | SOLE | 2,189,000 | 0 | 0 | ||
BLACK KNIGHT FINL SVCS INC | CL A | 09214X100 | 205 | 5,000 | SH | SOLE | 0 | 0 | 5,000 | ||
BLACKBAUD INC | COM | 09227Q100 | 17,760 | 207,108 | SH | SOLE | 206,719 | 0 | 389 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 2,553 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257waa8 | 3,940 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388aa4 | 2,526 | 2,489,000 | PRN | SOLE | 1,727,000 | 0 | 762,000 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 652 | 11,698 | SH | SOLE | 9,000 | 0 | 2,698 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463aa2 | 4,398 | 4,426,000 | PRN | SOLE | 2,570,000 | 0 | 1,856,000 | ||
BRUKER CORP | COM | 116794108 | 14,525 | 503,634 | SH | SOLE | 502,712 | 0 | 922 | ||
BUCKLE INC | COM | 118440106 | 8,193 | 460,303 | SH | SOLE | 459,462 | 0 | 841 | ||
BURLINGTON STORES INC | COM | 122017106 | 10,246 | 111,381 | SH | SOLE | 111,178 | 0 | 203 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 320 | 12,771 | SH | SOLE | 11,831 | 0 | 940 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 6,297 | 6,160,000 | PRN | SOLE | 5,556,000 | 0 | 604,000 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 759 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 780 | 23,750 | SH | SOLE | 23,750 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 6,890 | 395,547 | SH | SOLE | 394,814 | 0 | 733 | ||
CBS CORP NEW | CL B | 124857202 | 10,749 | 168,531 | SH | SOLE | 0 | 0 | 168,531 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 4,603 | 63,845 | SH | SOLE | 0 | 0 | 63,845 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290bc6 | 4,409 | 3,685,000 | PRN | SOLE | 2,706,000 | 0 | 979,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 7,425 | 92,946 | SH | SOLE | 6,080 | 0 | 86,866 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,064 | 38,875 | SH | SOLE | 0 | 0 | 38,875 | ||
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 233 | 6,696 | SH | SOLE | 6,696 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115qac4 | 13,246 | 13,301,000 | PRN | SOLE | 11,575,000 | 0 | 1,726,000 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,479 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167cb1 | 81 | 83,000 | PRN | SOLE | 7,000 | 0 | 76,000 | ||
CHEVRON CORP NEW | COM | 166764100 | 3,797 | 36,390 | SH | SOLE | 0 | 0 | 36,390 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779ak7 | 996 | 704,000 | PRN | SOLE | 704,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,183 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 847 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 4,856 | 4,619,000 | PRN | SOLE | 4,119,000 | 0 | 500,000 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 4,241 | 300,983 | SH | SOLE | 0 | 0 | 300,983 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,728 | 44,376 | SH | SOLE | 0 | 0 | 44,376 | ||
COMMERCIAL METALS CO | COM | 201723103 | 11,406 | 587,029 | SH | SOLE | 585,964 | 0 | 1,065 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 596 | 34,150 | SH | SOLE | 0 | 0 | 34,150 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 7,146 | 109,436 | SH | SOLE | 109,231 | 0 | 205 | ||
CONOCOPHILLIPS | COM | 20825C104 | 778 | 17,700 | SH | SOLE | 0 | 0 | 17,700 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 606 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 10,279 | 53,056 | SH | SOLE | 5,240 | 0 | 47,816 | ||
CONTROL4 CORP | COM | 21240D107 | 8,669 | 442,089 | SH | SOLE | 441,287 | 0 | 802 | ||
CORELOGIC INC | COM | 21871D103 | 18,854 | 434,629 | SH | SOLE | 433,837 | 0 | 792 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 21,011 | 202,948 | SH | SOLE | 202,577 | 0 | 371 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 24,449 | 683,877 | SH | SOLE | 682,648 | 0 | 1,229 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925yab9 | 5,077 | 5,048,000 | PRN | SOLE | 4,194,000 | 0 | 854,000 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 1,109 | 6,935 | SH | SOLE | 5,250 | 0 | 1,685 | ||
COUSINS PPTYS INC | COM | 222795106 | 19,896 | 2,263,490 | SH | SOLE | 2,259,387 | 0 | 4,103 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,957 | 65,515 | SH | SOLE | 65,397 | 0 | 118 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 3,784 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,741 | 3,244,000 | PRN | SOLE | 2,657,000 | 0 | 587,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,834 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 24,262 | 258,355 | SH | SOLE | 174,148 | 0 | 84,207 | ||
DANAHER CORP DEL | COM | 235851102 | 17,854 | 211,569 | SH | SOLE | 16,421 | 0 | 195,148 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 17,430 | 255,347 | SH | SOLE | 254,897 | 0 | 450 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908aa2 | 2,969 | 3,371,000 | PRN | SOLE | 3,371,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 835 | 26,115 | SH | SOLE | 0 | 0 | 26,115 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 6,195 | 58,306 | SH | SOLE | 0 | 0 | 58,306 | ||
DOMINION ENERGY INC | COM | 25746U109 | 521 | 6,805 | SH | SOLE | 0 | 0 | 6,805 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746u836 | 1,006 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 4,010 | 63,574 | SH | SOLE | 0 | 0 | 63,574 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 3,430 | 37,648 | SH | SOLE | 0 | 0 | 37,648 | ||
DRIL-QUIP INC | COM | 262037104 | 5,612 | 115,006 | SH | SOLE | 114,800 | 0 | 206 | ||
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 544 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 1,010 | 12,513 | SH | SOLE | 0 | 0 | 12,513 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 7,064 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 4,759 | 4,981,000 | PRN | SOLE | 4,261,000 | 0 | 720,000 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 21,896 | 565,069 | SH | SOLE | 564,038 | 0 | 1,031 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,142 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 1,230 | 1,145,000 | PRN | SOLE | 1,145,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089qab1 | 971 | 751,000 | PRN | SOLE | 751,000 | 0 | 0 | ||
EMPIRE ST RLTY OP L P | UNIT LTD PRTNSP | 292102100 | 208 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 5,937 | 5,550,000 | PRN | SOLE | 5,550,000 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266S106 | 5,985 | 1,231,437 | SH | SOLE | 1,229,272 | 0 | 2,165 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266saa4 | 2,741 | 2,885,000 | PRN | SOLE | 1,959,000 | 0 | 926,000 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,789 | 139,932 | SH | SOLE | 0 | 0 | 139,932 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 1,010 | 1,030,000 | PRN | SOLE | 861,000 | 0 | 169,000 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 3,681 | 103,515 | SH | SOLE | 0 | 0 | 103,515 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,962 | 36,690 | SH | SOLE | 0 | 0 | 36,690 | ||
EZCORP INC | CL A NON VTG | 302301106 | 301 | 39,112 | SH | SOLE | 39,112 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301ab2 | 5,648 | 5,853,000 | PRN | SOLE | 5,029,000 | 0 | 824,000 | ||
FACEBOOK INC | CL A | 30303M102 | 3,904 | 25,857 | SH | SOLE | 0 | 0 | 25,857 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 497 | 10,400 | SH | SOLE | 0 | 0 | 10,400 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 5,418 | 120,850 | SH | SOLE | 0 | 0 | 120,850 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620rae5 | 10,106 | 3,987,000 | PRN | SOLE | 3,987,000 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 234 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 1,025 | 918,000 | PRN | SOLE | 357,000 | 0 | 561,000 | ||
FIREEYE INC | COM | 31816Q101 | 350 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 7,336 | 7,775,000 | PRN | SOLE | 7,035,000 | 0 | 740,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,635 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 733 | 11,750 | SH | SOLE | 11,750 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 871 | 7,119 | SH | SOLE | 6,594 | 0 | 525 | ||
FORTIVE CORP | COM | 34959J108 | 10,285 | 162,354 | SH | SOLE | 18,045 | 0 | 144,309 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 8,409 | 539,042 | SH | SOLE | 538,049 | 0 | 993 | ||
FRANCO NEVADA CORP | COM | 351858105 | 8,040 | 111,420 | SH | SOLE | 0 | 0 | 111,420 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 2,724 | 93,504 | SH | SOLE | 93,504 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 23,306 | 1,226,656 | SH | SOLE | 1,224,380 | 0 | 2,276 | ||
GENESCO INC | COM | 371532102 | 4,895 | 144,403 | SH | SOLE | 144,138 | 0 | 265 | ||
GENESEE & WYO INC | CL A | 371559105 | 39,916 | 583,652 | SH | SOLE | 360,208 | 0 | 223,444 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 11,101 | 444,913 | SH | SOLE | 444,103 | 0 | 810 | ||
GILEAD SCIENCES INC | COM | 375558103 | 623 | 8,800 | SH | SOLE | 2,500 | 0 | 6,300 | ||
GOLDMAN SACHS BDC INC | SHS | 38147U107 | 203 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 697 | 3,141 | SH | SOLE | 2,850 | 0 | 291 | ||
GRAMERCY PPTY TR | COM NEW | 385002308 | 5,098 | 171,599 | SH | SOLE | 0 | 0 | 171,599 | ||
GREAT PLAINS ENERGY INC | DEP SHS 1/20 B | 391164878 | 533 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657ah4 | 8,948 | 6,570,000 | PRN | SOLE | 6,364,000 | 0 | 206,000 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 10,720 | 169,291 | SH | SOLE | 168,984 | 0 | 307 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,891 | 55,000 | SH | SOLE | 0 | 0 | 55,000 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 822 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 24,916 | 532,057 | SH | SOLE | 531,084 | 0 | 973 | ||
HEICO CORP NEW | CL A | 422806208 | 28,076 | 452,469 | SH | SOLE | 0 | 0 | 452,469 | ||
HEICO CORP NEW | COM | 422806109 | 1,100 | 15,312 | SH | SOLE | 0 | 0 | 15,312 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 2,629 | 36,850 | SH | SOLE | 0 | 0 | 36,850 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 6,708 | 6,439,000 | PRN | SOLE | 4,673,000 | 0 | 1,766,000 | ||
HMS HLDGS CORP | COM | 40425J101 | 22,001 | 1,189,249 | SH | SOLE | 1,187,082 | 0 | 2,167 | ||
HOLOGIC INC | FRNT 12/1 | 436440ag6 | 1,743 | 1,379,000 | PRN | SOLE | 1,379,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 493 | 3,211 | SH | SOLE | 0 | 0 | 3,211 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,470 | 33,539 | SH | SOLE | 0 | 0 | 33,539 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 4,219 | 111,610 | SH | SOLE | 111,407 | 0 | 203 | ||
HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052waa2 | 1,194 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 5,430 | 6,278,000 | PRN | SOLE | 6,278,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 22,947 | 16,160 | SH | SOLE | 8,003 | 0 | 8,157 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 4,156 | 4,326,000 | PRN | SOLE | 3,293,000 | 0 | 1,033,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 5,916 | 57,300 | SH | SOLE | 0 | 0 | 57,300 | ||
IBERIABANK CORP | COM | 450828108 | 18,316 | 224,740 | SH | SOLE | 224,336 | 0 | 404 | ||
ICON PLC | SHS | G4705A100 | 24,356 | 249,066 | SH | SOLE | 248,599 | 0 | 467 | ||
IDACORP INC | COM | 451107106 | 33,048 | 387,201 | SH | SOLE | 386,504 | 0 | 697 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 2,466 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
ILG INC | COM | 44967H101 | 14,660 | 533,269 | SH | SOLE | 532,302 | 0 | 967 | ||
ILLUMINA INC | NOTE 6/1 | 452327af6 | 2,529 | 2,494,000 | PRN | SOLE | 1,744,000 | 0 | 750,000 | ||
IMMUNOMEDICS INC | NOTE 4.750% 2/1 | 452907ak4 | 982 | 535,000 | PRN | SOLE | 535,000 | 0 | 0 | ||
INC RESH HLDGS INC | CL A | 45329R109 | 25,365 | 433,598 | SH | SOLE | 432,795 | 0 | 803 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 3,315 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 213 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667gab9 | 2,020 | 1,881,000 | PRN | SOLE | 1,200,000 | 0 | 681,000 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 1,683 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
INSULET CORP | NOTE 2.000% 6/1 | 45784pad3 | 606 | 497,000 | PRN | SOLE | 265,000 | 0 | 232,000 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 3,822 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140af7 | 4,452 | 2,694,000 | PRN | SOLE | 2,694,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 1,439 | 1,476,000 | PRN | SOLE | 1,476,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 7,629 | 115,730 | SH | SOLE | 0 | 0 | 115,730 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,380 | 15,473 | SH | SOLE | 0 | 0 | 15,473 | ||
INTUIT | COM | 461202103 | 726 | 5,465 | SH | SOLE | 0 | 0 | 5,465 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 200 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 1,741 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ISHARES TR | RUS 2000 VAL ETF | 464287630 | 1,788 | 15,039 | SH | SOLE | 15,000 | 0 | 39 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 7,260 | 6,843,000 | PRN | SOLE | 6,843,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 2,174 | 1,981,000 | PRN | SOLE | 1,981,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 365 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 11,442 | 86,493 | SH | SOLE | 0 | 0 | 86,493 | ||
JONES ENERGY INC | COM CL A | 48019R108 | 96 | 59,900 | SH | SOLE | 59,900 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 20,604 | 225,427 | SH | SOLE | 12,896 | 0 | 212,531 | ||
K12 INC | COM | 48273U102 | 19,865 | 1,108,527 | SH | SOLE | 1,106,514 | 0 | 2,013 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 1,823 | 1,700,000 | PRN | SOLE | 1,332,000 | 0 | 368,000 | ||
KEYCORP NEW | COM | 493267108 | 896 | 47,803 | SH | SOLE | 0 | 0 | 47,803 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 1,262 | 29,093 | SH | SOLE | 29,093 | 0 | 0 | ||
KKR & CO L P DEL | COM UNITS | 48248M102 | 2,247 | 120,798 | SH | SOLE | 0 | 0 | 120,798 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 3,529 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 7,927 | 92,563 | SH | SOLE | 0 | 0 | 92,563 | ||
LAZARD LTD | SHS A | G54050102 | 4,280 | 92,380 | SH | SOLE | 0 | 0 | 92,380 | ||
LENNAR CORP | CL A | 526057104 | 213 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610ad6 | 7,467 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 881 | 743,000 | PRN | SOLE | 743,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220kad0 | 7,962 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 25,172 | 152,557 | SH | SOLE | 152,278 | 0 | 279 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034aj8 | 2,624 | 2,284,000 | PRN | SOLE | 1,749,000 | 0 | 535,000 | ||
LKQ CORP | COM | 501889208 | 26,613 | 807,681 | SH | SOLE | 806,201 | 0 | 1,480 | ||
LUXFER HLDGS PLC | SPONSORED ADR | 550678106 | 6,446 | 504,026 | SH | SOLE | 503,066 | 0 | 960 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 5,062 | 5,075,000 | PRN | SOLE | 5,075,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 1,123 | 1,014,000 | PRN | SOLE | 1,014,000 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 618 | 2,775 | SH | SOLE | 0 | 0 | 2,775 | ||
MASCO CORP | COM | 574599106 | 382 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 4,219 | 27,546 | SH | SOLE | 0 | 0 | 27,546 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 2,866 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 3,145 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471aab1 | 1,060 | 759,000 | PRN | SOLE | 438,000 | 0 | 321,000 | ||
MEDNAX INC | COM | 58502B106 | 32,111 | 531,908 | SH | SOLE | 530,942 | 0 | 966 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001aar3 | 3,004 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MERRIMACK PHARMACEUTICALS IN | COM | 590328100 | 38 | 30,900 | SH | SOLE | 30,900 | 0 | 0 | ||
MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328aa8 | 880 | 1,331,000 | PRN | SOLE | 1,331,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 1,275 | 113,806 | SH | SOLE | 113,806 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 7,367 | 4,916,000 | PRN | SOLE | 4,916,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 5,112 | 1,855,000 | PRN | SOLE | 1,855,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112aw3 | 1,083 | 347,000 | PRN | SOLE | 347,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 7,613 | 6,765,000 | PRN | SOLE | 6,765,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 13,260 | 283,344 | SH | SOLE | 282,831 | 0 | 513 | ||
MICROSOFT CORP | COM | 594918104 | 558 | 8,101 | SH | SOLE | 0 | 0 | 8,101 | ||
MILLER HERMAN INC | COM | 600544100 | 12,558 | 413,093 | SH | SOLE | 412,334 | 0 | 759 | ||
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 828 | 13,183 | SH | SOLE | 0 | 0 | 13,183 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 7,466 | 107,920 | SH | SOLE | 107,728 | 0 | 192 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855rad2 | 1,241 | 971,000 | PRN | SOLE | 713,000 | 0 | 258,000 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 3,868 | 2,210,000 | PRN | SOLE | 2,210,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 8,386 | 194,159 | SH | SOLE | 0 | 0 | 194,159 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 737 | 49,000 | SH | SOLE | 0 | 0 | 49,000 | ||
MUELLER INDS INC | COM | 624756102 | 16,196 | 531,876 | SH | SOLE | 530,910 | 0 | 966 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 6,662 | 165,642 | SH | SOLE | 165,338 | 0 | 304 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 1,742 | 52,874 | SH | SOLE | 0 | 0 | 52,874 | ||
NAVIENT CORPORATION | COM | 63938C108 | 2,254 | 135,400 | SH | SOLE | 0 | 0 | 135,400 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 16 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934eaq1 | 5,981 | 6,001,000 | PRN | SOLE | 4,579,000 | 0 | 1,422,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 8,381 | 8,550,000 | PRN | SOLE | 8,050,000 | 0 | 500,000 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 2,144 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,545 | 587,298 | SH | SOLE | 18,419 | 0 | 568,879 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 6,118 | 5,868,000 | PRN | SOLE | 5,163,000 | 0 | 705,000 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 2,015 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 12,822 | 239,120 | SH | SOLE | 19,005 | 0 | 220,115 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 5,855 | 41,780 | SH | SOLE | 0 | 0 | 41,780 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339f820 | 536 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 8,281 | 436,971 | SH | SOLE | 436,099 | 0 | 872 | ||
NIKE INC | CL B | 654106103 | 2,003 | 33,941 | SH | SOLE | 0 | 0 | 33,941 | ||
NORTHERN TR CORP | COM | 665859104 | 1,361 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,547 | 6,025 | SH | SOLE | 0 | 0 | 6,025 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 293 | 3,506 | SH | SOLE | 0 | 0 | 3,506 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 643 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 8,291 | 1,976,000 | PRN | SOLE | 1,976,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,592 | 107,056 | SH | SOLE | 0 | 0 | 107,056 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020yak6 | 3,609 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020yaf7 | 3,907 | 3,887,000 | PRN | SOLE | 2,500,000 | 0 | 1,387,000 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,797 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 3,057 | 425,000 | PRN | SOLE | 425,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,806 | 16,500 | SH | SOLE | 15,000 | 0 | 1,500 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952qab6 | 6,170 | 5,170,000 | PRN | SOLE | 5,170,000 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 233 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 14,128 | 520,358 | SH | SOLE | 519,394 | 0 | 964 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 24,119 | 253,245 | SH | SOLE | 236,696 | 0 | 16,549 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 12,391 | 375,254 | SH | SOLE | 374,574 | 0 | 680 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 365 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,203 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 688 | 34,470 | SH | SOLE | 0 | 0 | 34,470 | ||
PACKAGING CORP AMER | COM | 695156109 | 17,186 | 154,290 | SH | SOLE | 153,999 | 0 | 291 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 8 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 7,988 | 6,073,000 | PRN | SOLE | 6,073,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 3,339 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 5,092 | 112,695 | SH | SOLE | 112,487 | 0 | 208 | ||
PDC ENERGY INC | COM | 69327R101 | 237 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 2,714 | 2,986,000 | PRN | SOLE | 2,986,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 469 | 4,059 | SH | SOLE | 0 | 0 | 4,059 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 11,974 | 437,004 | SH | SOLE | 436,225 | 0 | 779 | ||
PFIZER INC | COM | 717081103 | 4,400 | 130,990 | SH | SOLE | 0 | 0 | 130,990 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 11,300 | 96,215 | SH | SOLE | 0 | 0 | 96,215 | ||
PIONEER NAT RES CO | COM | 723787107 | 290 | 1,817 | SH | SOLE | 1,682 | 0 | 135 | ||
PITNEY BOWES INC | COM | 724479100 | 1,087 | 71,992 | SH | SOLE | 0 | 0 | 71,992 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 574 | 45,300 | SH | SOLE | 0 | 0 | 45,300 | ||
POLYONE CORP | COM | 73179P106 | 24,108 | 622,309 | SH | SOLE | 621,178 | 0 | 1,131 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 1,910 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 7,694 | 69,974 | SH | SOLE | 6,353 | 0 | 63,621 | ||
PPL CORP | COM | 69351T106 | 1,878 | 48,569 | SH | SOLE | 0 | 0 | 48,569 | ||
PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 7,556 | 143,074 | SH | SOLE | 142,811 | 0 | 263 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503aq9 | 8,893 | 4,507,000 | PRN | SOLE | 4,507,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 2,479 | 28,440 | SH | SOLE | 0 | 0 | 28,440 | ||
PROOFPOINT INC | COM | 743424103 | 217 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424ad5 | 1,186 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 2,512 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 14,960 | 232,880 | SH | SOLE | 232,458 | 0 | 422 | ||
PTC INC | COM | 69370C100 | 18,147 | 329,231 | SH | SOLE | 328,632 | 0 | 599 | ||
QUAKER CHEM CORP | COM | 747316107 | 31,681 | 218,145 | SH | SOLE | 179,952 | 0 | 38,193 | ||
QUALCOMM INC | COM | 747525103 | 3,213 | 58,189 | SH | SOLE | 0 | 0 | 58,189 | ||
RADIAN GROUP INC | COM | 750236101 | 292 | 17,878 | SH | SOLE | 17,878 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 55,191 | 687,996 | SH | SOLE | 558,657 | 0 | 129,339 | ||
REALPAGE INC | COM | 75606N109 | 34,385 | 956,468 | SH | SOLE | 815,459 | 0 | 141,009 | ||
RED HAT INC | COM | 756577102 | 1,762 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577ad4 | 2,750 | 1,987,000 | PRN | SOLE | 1,987,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 35,289 | 806,785 | SH | SOLE | 804,970 | 0 | 1,815 | ||
REPLIGEN CORP | COM | 759916109 | 26,121 | 630,333 | SH | SOLE | 628,928 | 0 | 1,405 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 12,638 | 922,488 | SH | SOLE | 920,813 | 0 | 1,675 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 6,821 | 237,341 | SH | SOLE | 236,907 | 0 | 434 | ||
RLI CORP | COM | 749607107 | 13,301 | 243,523 | SH | SOLE | 198,362 | 0 | 45,161 | ||
RLJ LODGING TR | COM | 74965L101 | 11,349 | 571,167 | SH | SOLE | 570,129 | 0 | 1,038 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 3,181 | 13,740 | SH | SOLE | 4,581 | 0 | 9,159 | ||
ROSS STORES INC | COM | 778296103 | 5,032 | 87,157 | SH | SOLE | 6,394 | 0 | 80,763 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 3,649 | 3,688,000 | PRN | SOLE | 2,761,000 | 0 | 927,000 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 3,994 | 75,090 | SH | SOLE | 0 | 0 | 75,090 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,178 | 4,839,000 | PRN | SOLE | 4,181,000 | 0 | 658,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 8,420 | 368,475 | SH | SOLE | 367,780 | 0 | 695 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764as2 | 571 | 600,000 | PRN | SOLE | 526,000 | 0 | 74,000 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764aq6 | 10,809 | 9,126,000 | PRN | SOLE | 9,126,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466lad6 | 11,188 | 8,447,000 | PRN | SOLE | 8,447,000 | 0 | 0 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 439 | 64,500 | SH | SOLE | 0 | 0 | 64,500 | ||
SCHEIN HENRY INC | COM | 806407102 | 1,991 | 10,880 | SH | SOLE | 0 | 0 | 10,880 | ||
SCHLUMBERGER LTD | COM | 806857108 | 571 | 8,680 | SH | SOLE | 0 | 0 | 8,680 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,212 | 5,206,000 | PRN | SOLE | 4,120,000 | 0 | 1,086,000 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 1,670 | 1,966,000 | PRN | SOLE | 1,966,000 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 24,003 | 671,423 | SH | SOLE | 670,194 | 0 | 1,229 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 14,328 | 177,924 | SH | SOLE | 177,596 | 0 | 328 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 2,411 | 1,645,000 | PRN | SOLE | 1,580,000 | 0 | 65,000 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 4,948 | 14,099 | SH | SOLE | 0 | 0 | 14,099 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 2,914 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568pab2 | 5,565 | 5,572,000 | PRN | SOLE | 4,221,000 | 0 | 1,351,000 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 2,332 | 2,394,000 | PRN | SOLE | 1,716,000 | 0 | 678,000 | ||
SLM CORP | COM | 78442P106 | 2,273 | 197,650 | SH | SOLE | 0 | 0 | 197,650 | ||
SM ENERGY CO | COM | 78454L100 | 11,174 | 675,982 | SH | SOLE | 674,807 | 0 | 1,175 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,462 | 2,734,000 | PRN | SOLE | 2,734,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416tac4 | 474 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 977 | 67,297 | SH | SOLE | 67,297 | 0 | 0 | ||
SPANSION LLC | NOTE 2.000% 9/0 | 84649pal9 | 7,362 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 17,599 | 677,919 | SH | SOLE | 676,670 | 0 | 1,249 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 242 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 323 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 392 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 6,983 | 7,045,000 | PRN | SOLE | 6,454,000 | 0 | 591,000 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 23,101 | 601,427 | SH | SOLE | 600,331 | 0 | 1,096 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 2,896 | 55,455 | SH | SOLE | 55,405 | 0 | 50 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375cbc4 | 2,552 | 2,551,000 | PRN | SOLE | 1,246,000 | 0 | 1,305,000 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 3,243 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571bac9 | 8,982 | 8,904,000 | PRN | SOLE | 5,247,000 | 0 | 3,657,000 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571bab1 | 1,144 | 1,004,000 | PRN | SOLE | 1,004,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571baa3 | 2,170 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571wab5 | 1,153 | 971,000 | PRN | SOLE | 971,000 | 0 | 0 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 1,548 | 24,195 | SH | SOLE | 24,195 | 0 | 0 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 123 | 115,000 | SH | SOLE | 0 | 0 | 115,000 | ||
SUCAMPO PHARMACEUTICALS INC | CL A | 864909106 | 315 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652ag4 | 3,337 | 3,476,000 | PRN | SOLE | 3,127,000 | 0 | 349,000 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,561 | 1,800,000 | PRN | SOLE | 1,500,000 | 0 | 300,000 | ||
SVB FINL GROUP | COM | 78486Q101 | 25,525 | 145,200 | SH | SOLE | 144,934 | 0 | 266 | ||
SYMANTEC CORP | COM | 871503108 | 1,346 | 47,634 | SH | SOLE | 23,329 | 0 | 24,305 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 362 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157baa1 | 3,033 | 3,238,000 | PRN | SOLE | 2,395,000 | 0 | 843,000 | ||
SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 317 | 71,174 | SH | SOLE | 71,174 | 0 | 0 | ||
T MOBILE US INC | COM | 872590104 | 706 | 11,650 | SH | SOLE | 11,650 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 4,795 | 48,518 | SH | SOLE | 48,518 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054ad1 | 2,529 | 742,000 | PRN | SOLE | 742,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 20,268 | 158,778 | SH | SOLE | 158,485 | 0 | 293 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 10,990 | 2,718,000 | PRN | SOLE | 2,718,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,817 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 3,773 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163vae9 | 6,522 | 6,067,000 | PRN | SOLE | 6,067,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 516 | 15,522 | SH | SOLE | 15,000 | 0 | 522 | ||
TEXAS INSTRS INC | COM | 882508104 | 2,023 | 26,300 | SH | SOLE | 0 | 0 | 26,300 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 15,277 | 299,842 | SH | SOLE | 299,293 | 0 | 549 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 2,037 | 2,220,000 | PRN | SOLE | 2,220,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 3,145 | 18,024 | SH | SOLE | 0 | 0 | 18,024 | ||
TIFFANY & CO NEW | COM | 886547108 | 2,976 | 31,705 | SH | SOLE | 0 | 0 | 31,705 | ||
TIME WARNER INC | COM NEW | 887317303 | 379 | 3,770 | SH | SOLE | 0 | 0 | 3,770 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 1,971 | 2,032,000 | PRN | SOLE | 1,772,000 | 0 | 260,000 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947eam2 | 3,410 | 3,414,000 | PRN | SOLE | 2,422,000 | 0 | 992,000 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 269 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522af6 | 2,568 | 2,043,000 | PRN | SOLE | 1,588,000 | 0 | 455,000 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 2,408 | 1,280,000 | PRN | SOLE | 1,280,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 874 | 30,850 | SH | SOLE | 0 | 0 | 30,850 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 7,775 | 8,234,000 | PRN | SOLE | 6,678,000 | 0 | 1,556,000 | ||
TYSON FOODS INC | CL A | 902494103 | 219 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
UNILEVER N V | N Y SHS NEW | 904784709 | 981 | 17,745 | SH | SOLE | 0 | 0 | 17,745 | ||
UNION PAC CORP | COM | 907818108 | 8,279 | 76,015 | SH | SOLE | 0 | 0 | 76,015 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214bs6 | 1,526 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 433 | 5,750 | SH | SOLE | 5,750 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 5,278 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 2,044 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VEREIT INC | COM | 92339V100 | 134 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 13,578 | 750,167 | SH | SOLE | 748,805 | 0 | 1,362 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 2,209 | 2,255,000 | PRN | SOLE | 2,255,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343ead4 | 4,618 | 1,695,000 | PRN | SOLE | 1,695,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,210 | 49,495 | SH | SOLE | 0 | 0 | 49,495 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 4,991 | 5,047,000 | PRN | SOLE | 4,193,000 | 0 | 854,000 | ||
VISA INC | COM CL A | 92826C839 | 3,684 | 39,283 | SH | SOLE | 0 | 0 | 39,283 | ||
VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 2,149 | 74,817 | SH | SOLE | 0 | 0 | 74,817 | ||
WABTEC CORP | COM | 929740108 | 10,825 | 118,308 | SH | SOLE | 8,201 | 0 | 110,107 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 11,504 | 182,026 | SH | SOLE | 181,692 | 0 | 334 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 2,522 | 2,493,000 | PRN | SOLE | 2,493,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770vak8 | 3,303 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770vaf9 | 2,309 | 2,211,000 | PRN | SOLE | 1,525,000 | 0 | 686,000 | ||
WEBMD HEALTH CORP | NOTE 2.625% 6/1 | 94770vam4 | 1,963 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 1,031 | 18,600 | SH | SOLE | 17,500 | 0 | 1,100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,573 | 16,468 | SH | SOLE | 9,470 | 0 | 6,998 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,842 | 58,084 | SH | SOLE | 22,899 | 0 | 35,185 | ||
WEST CORP | COM | 952355204 | 7,152 | 306,700 | SH | SOLE | 306,131 | 0 | 569 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 15,436 | 275,441 | SH | SOLE | 274,938 | 0 | 503 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 21,289 | 432,708 | SH | SOLE | 431,916 | 0 | 792 | ||
WHITING PETE CORP NEW | COM | 966387102 | 121 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 18,639 | 353,354 | SH | SOLE | 352,707 | 0 | 647 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 500 | 16,500 | SH | SOLE | 0 | 0 | 16,500 | ||
WOODWARD INC | COM | 980745103 | 10,664 | 157,805 | SH | SOLE | 156,819 | 0 | 986 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138hac5 | 2,148 | 1,739,000 | PRN | SOLE | 1,367,000 | 0 | 372,000 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138had3 | 3,995 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WPX ENERGY INC | PFD SER A CV | 98212B202 | 1,172 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 1,178 | 1,058,000 | PRN | SOLE | 1,058,000 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 8,405 | 130,678 | SH | SOLE | 15,812 | 0 | 114,866 | ||
XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793aa8 | 4,426 | 1,125,000 | PRN | SOLE | 1,125,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 1,305 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474tab3 | 484 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
YELP INC | CL A | 985817105 | 244 | 8,141 | SH | SOLE | 8,141 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 9,784 | 97,333 | SH | SOLE | 97,155 | 0 | 178 | ||
ZILLOW GROUP INC | CL A | 98954M101 | 293 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 1,280 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 9,909 | 158,841 | SH | SOLE | 13,263 | 0 | 145,578 |