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 | 24,260 | 558,349 | SH | SOLE | 557,559 | 0 | 790 | ||
ABBVIE INC | COM | 00287Y109 | 2,749 | 29,675 | SH | SOLE | 0 | 0 | 29,675 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 23,149 | 565,841 | SH | SOLE | 565,038 | 0 | 803 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446ad2 | 770 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 37,054 | 1,501,993 | SH | SOLE | 1,499,871 | 0 | 2,122 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 1,136 | 1,173,000 | PRN | SOLE | 1,173,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 777 | 10,180 | SH | SOLE | 0 | 0 | 10,180 | ||
ADOBE SYS INC | COM | 00724F101 | 902 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 6,770 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 4,398 | 3,380,000 | PRN | SOLE | 3,380,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 10,645 | 58,011 | SH | SOLE | 20,050 | 0 | 37,961 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 399 | 2,681 | SH | SOLE | 2,414 | 0 | 267 | ||
AFLAC INC | COM | 001055102 | 465 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 514 | 8,311 | SH | SOLE | 8,311 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 626 | 4,020 | SH | SOLE | 0 | 0 | 4,020 | ||
AK STL HLDG CORP | COM | 001547108 | 98 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 9,060 | 9,015,000 | PRN | SOLE | 6,887,000 | 0 | 2,128,000 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339aa3 | 4,453 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 999 | 5,385 | SH | SOLE | 0 | 0 | 5,385 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 5,128 | 2,700,000 | PRN | SOLE | 2,700,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 1,708 | 22,073 | SH | SOLE | 10,731 | 0 | 11,342 | ||
ALLERGAN PLC | SHS | G0177J108 | 2,149 | 12,892 | SH | SOLE | 7,400 | 0 | 5,492 | ||
ALLETE INC | COM NEW | 018522300 | 2,245 | 29,000 | SH | SOLE | 0 | 0 | 29,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 10,690 | 10,563,000 | PRN | SOLE | 9,488,000 | 0 | 1,075,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 9,141 | 8,193 | SH | SOLE | 10 | 0 | 8,183 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,235 | 1,094 | SH | SOLE | 15 | 0 | 1,079 | ||
ALTABA INC | COM | 021346101 | 16,760 | 228,929 | SH | SOLE | 228,929 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 7,209 | 126,947 | SH | SOLE | 0 | 0 | 126,947 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 3,905 | 3,766,000 | PRN | SOLE | 3,766,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 6,027 | 3,546 | SH | SOLE | 0 | 0 | 3,546 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 664 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 918 | 25,487 | SH | SOLE | 0 | 0 | 25,487 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917taa2 | 500 | 500,000 | PRN | SOLE | 0 | 0 | 500,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917tab0 | 2,121 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 243 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071h100 | 19,548 | 338,495 | SH | SOLE | 337,953 | 0 | 542 | ||
AMETEK INC NEW | COM | 031100100 | 10,745 | 148,912 | SH | SOLE | 18,500 | 0 | 130,412 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 23,902 | 274,263 | SH | SOLE | 16,189 | 0 | 258,074 | ||
ANADARKO PETE CORP | COM | 032511107 | 306 | 4,180 | SH | SOLE | 0 | 0 | 4,180 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,945 | 1,718,000 | PRN | SOLE | 1,440,000 | 0 | 278,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 984 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 34,220 | 184,861 | SH | SOLE | 5,934 | 0 | 178,927 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 38,101 | 543,142 | SH | SOLE | 542,373 | 0 | 769 | ||
APPLIED MATLS INC | COM | 038222105 | 4,049 | 87,659 | SH | SOLE | 9,668 | 0 | 77,991 | ||
APTIV PLC | SHS | G6095L109 | 315 | 3,440 | SH | SOLE | 0 | 0 | 3,440 | ||
ARCONIC INC | COM | 03965L100 | 332 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 3,411 | 207,345 | SH | SOLE | 0 | 0 | 207,345 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010lam5 | 6,013 | 5,983,000 | PRN | SOLE | 5,099,000 | 0 | 884,000 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 3,752 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 287 | 8,934 | SH | SOLE | 0 | 0 | 8,934 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 2,457 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 92 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,432 | 81,350 | SH | SOLE | 0 | 0 | 81,350 | ||
BANK AMER CORP | COM | 060505104 | 853 | 30,250 | SH | SOLE | 23,150 | 0 | 7,100 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 16,288 | 12,876 | SH | SOLE | 6,308 | 0 | 6,568 | ||
BARNES GROUP INC | COM | 067806109 | 29,325 | 497,884 | SH | SOLE | 497,180 | 0 | 704 | ||
BECTON DICKINSON & CO | COM | 075887109 | 14,547 | 60,723 | SH | SOLE | 5,874 | 0 | 54,849 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 12,933 | 208,500 | SH | SOLE | 208,500 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 5,227 | 85,526 | SH | SOLE | 85,405 | 0 | 121 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,384 | 12 | SH | SOLE | 0 | 0 | 12 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 5,898 | 31,599 | SH | SOLE | 100 | 0 | 31,499 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 4,085 | 3,834,000 | PRN | SOLE | 3,718,000 | 0 | 116,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 3,834 | 3,239,000 | PRN | SOLE | 3,239,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 17,642 | 392,052 | SH | SOLE | 391,500 | 0 | 552 | ||
BLACK KNIGHT INC | COM | 09215C105 | 3,120 | 58,271 | SH | SOLE | 0 | 0 | 58,271 | ||
BLACKBAUD INC | COM | 09227Q100 | 19,631 | 191,616 | SH | SOLE | 191,345 | 0 | 271 | ||
BLACKLINE INC | COM | 09239B109 | 10,886 | 250,651 | SH | SOLE | 250,296 | 0 | 355 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 410 | 12,740 | SH | SOLE | 0 | 0 | 12,740 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257waa8 | 3,906 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 3,928 | 3,983,000 | PRN | SOLE | 3,983,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 218 | 650 | SH | SOLE | 600 | 0 | 50 | ||
BROADCOM INC | COM | 11135F101 | 534 | 2,200 | SH | SOLE | 2,000 | 0 | 200 | ||
BRUKER CORP | COM | 116794108 | 21,418 | 737,540 | SH | SOLE | 736,501 | 0 | 1,039 | ||
BUCKLE INC | COM | 118440106 | 19,071 | 708,974 | SH | SOLE | 707,975 | 0 | 999 | ||
BURLINGTON STORES INC | COM | 122017106 | 12,793 | 84,987 | SH | SOLE | 84,867 | 0 | 120 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 222 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 8,503 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 8,564 | 8,036,000 | PRN | SOLE | 7,003,000 | 0 | 1,033,000 | ||
CANOPY GROWTH CORP | COM | 138035100 | 278 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 3,235 | 3,457,000 | PRN | SOLE | 3,319,000 | 0 | 138,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 17,355 | 623,158 | SH | SOLE | 622,339 | 0 | 819 | ||
CBS CORP NEW | CL B | 124857202 | 8,244 | 146,643 | SH | SOLE | 0 | 0 | 146,643 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 808 | 12,828 | SH | SOLE | 225 | 0 | 12,603 | ||
CELGENE CORP | COM | 151020104 | 574 | 7,230 | SH | SOLE | 4,800 | 0 | 2,430 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 15,757 | 15,647,000 | PRN | SOLE | 13,068,000 | 0 | 2,579,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 16,104 | 130,703 | SH | SOLE | 10,641 | 0 | 120,062 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,038 | 37,450 | SH | SOLE | 0 | 0 | 37,450 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 12,223 | 221,996 | SH | SOLE | 221,683 | 0 | 313 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,679 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167cb1 | 80 | 81,000 | PRN | SOLE | 7,000 | 0 | 74,000 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167cy1 | 5,624 | 5,517,000 | PRN | SOLE | 5,517,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 9,377 | 74,169 | SH | SOLE | 0 | 0 | 74,169 | ||
CIENA CORP | COM NEW | 171779309 | 212 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779aj0 | 3,387 | 2,561,000 | PRN | SOLE | 2,561,000 | 0 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779ak7 | 1,003 | 704,000 | PRN | SOLE | 704,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 828 | 12,370 | SH | SOLE | 0 | 0 | 12,370 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 3,852 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 6,047 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 1,349 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 305 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 5,324 | 5,619,000 | PRN | SOLE | 5,119,000 | 0 | 500,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 5,013 | 5,272,000 | PRN | SOLE | 4,276,000 | 0 | 996,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 1,842 | 295,150 | SH | SOLE | 11,000 | 0 | 284,150 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 5,582 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,439 | 43,850 | SH | SOLE | 0 | 0 | 43,850 | ||
COMMERCIAL METALS CO | COM | 201723103 | 15,136 | 717,012 | SH | SOLE | 716,006 | 0 | 1,006 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 259 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 15,248 | 231,914 | SH | SOLE | 231,586 | 0 | 328 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,255 | 18,025 | SH | SOLE | 0 | 0 | 18,025 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 585 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 12,680 | 57,932 | SH | SOLE | 6,063 | 0 | 51,869 | ||
CONTROL4 CORP | COM | 21240D107 | 6,039 | 248,417 | SH | SOLE | 248,058 | 0 | 359 | ||
CORELOGIC INC | COM | 21871D103 | 27,552 | 530,859 | SH | SOLE | 530,115 | 0 | 744 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 15,472 | 139,611 | SH | SOLE | 139,415 | 0 | 196 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 34,638 | 730,290 | SH | SOLE | 729,262 | 0 | 1,028 | ||
COUSINS PPTYS INC | COM | 222795106 | 31,245 | 3,224,503 | SH | SOLE | 3,219,954 | 0 | 4,549 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 12,604 | 80,688 | SH | SOLE | 80,577 | 0 | 111 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,651 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 10,176 | 248,975 | SH | SOLE | 248,622 | 0 | 353 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 3,710 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,962 | 3,753,000 | PRN | SOLE | 2,657,000 | 0 | 1,096,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,721 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 4,031 | 3,909,000 | PRN | SOLE | 3,500,000 | 0 | 409,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 39,902 | 368,642 | SH | SOLE | 268,705 | 0 | 99,937 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 3,311 | 2,492,000 | PRN | SOLE | 2,492,000 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 20,859 | 211,384 | SH | SOLE | 14,732 | 0 | 196,652 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 21,388 | 189,463 | SH | SOLE | 189,195 | 0 | 268 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 248 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908aa2 | 3,183 | 3,871,000 | PRN | SOLE | 3,871,000 | 0 | 0 | ||
DERMIRA INC | COM | 24983L104 | 110 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 5,892 | 7,142,000 | PRN | SOLE | 7,142,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 879 | 19,990 | SH | SOLE | 0 | 0 | 19,990 | ||
DIPLOMAT PHARMACY INC | COM | 25456K101 | 12,953 | 506,783 | SH | SOLE | 506,071 | 0 | 712 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 10,394 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 10,703 | 102,121 | SH | SOLE | 5,898 | 0 | 96,223 | ||
DOCUSIGN INC | COM | 256163106 | 312 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 243 | 3,565 | SH | SOLE | 0 | 0 | 3,565 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 922 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 5,338 | 80,978 | SH | SOLE | 1,750 | 0 | 79,228 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 4,787 | 39,237 | SH | SOLE | 0 | 0 | 39,237 | ||
DRIL-QUIP INC | COM | 262037104 | 9,445 | 183,749 | SH | SOLE | 183,486 | 0 | 263 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 7,057 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,133 | 7,781,000 | PRN | SOLE | 6,549,000 | 0 | 1,232,000 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 35,570 | 857,118 | SH | SOLE | 855,907 | 0 | 1,211 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,523 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 8,610 | 8,632,000 | PRN | SOLE | 7,206,000 | 0 | 1,426,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 5,692 | 5,650,000 | PRN | SOLE | 5,650,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 4,980 | 5,386,000 | PRN | SOLE | 4,423,000 | 0 | 963,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 1,535 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266s106 | 9,185 | 1,622,804 | SH | SOLE | 1,620,516 | 0 | 2,288 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266saa4 | 2,813 | 2,874,000 | PRN | SOLE | 1,959,000 | 0 | 915,000 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359wab1 | 4,716 | 5,035,000 | PRN | SOLE | 5,035,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,388 | 86,296 | SH | SOLE | 0 | 0 | 86,296 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 2,642 | 2,486,000 | PRN | SOLE | 1,788,000 | 0 | 698,000 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,937 | 83,400 | SH | SOLE | 0 | 0 | 83,400 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 1,160 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063paa3 | 6,699 | 6,350,000 | PRN | SOLE | 6,350,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 860 | 7,156 | SH | SOLE | 7,156 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 3,225 | 38,985 | SH | SOLE | 0 | 0 | 38,985 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301ab2 | 7,289 | 7,205,000 | PRN | SOLE | 6,069,000 | 0 | 1,136,000 | ||
FACEBOOK INC | CL A | 30303M102 | 5,742 | 29,550 | SH | SOLE | 0 | 0 | 29,550 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 612 | 10,400 | SH | SOLE | 0 | 0 | 10,400 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,546 | 120,850 | SH | SOLE | 0 | 0 | 120,850 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620rae5 | 10,609 | 3,587,000 | PRN | SOLE | 3,587,000 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 342 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 4,989 | 5,020,000 | PRN | SOLE | 3,886,000 | 0 | 1,134,000 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aap6 | 2,048 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 299 | 19,410 | SH | SOLE | 19,410 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 9,898 | 10,307,000 | PRN | SOLE | 9,086,000 | 0 | 1,221,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,094 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 308 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 5,780 | 78,009 | SH | SOLE | 13,842 | 0 | 64,167 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938jab2 | 6,512 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 3,200 | 3,200,000 | PRN | SOLE | 3,065,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 18,727 | 242,859 | SH | SOLE | 19,073 | 0 | 223,786 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 10,992 | 890,055 | SH | SOLE | 888,801 | 0 | 1,254 | ||
FRANCO NEVADA CORP | COM | 351858105 | 9,815 | 134,414 | SH | SOLE | 5,800 | 0 | 128,614 | ||
FULTON FINL CORP PA | COM | 360271100 | 24,721 | 1,498,236 | SH | SOLE | 1,496,135 | 0 | 2,101 | ||
GENESEE & WYO INC | CL A | 371559105 | 56,821 | 698,735 | SH | SOLE | 492,177 | 0 | 206,558 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 28,349 | 638,490 | SH | SOLE | 637,595 | 0 | 895 | ||
GILEAD SCIENCES INC | COM | 375558103 | 583 | 8,235 | SH | SOLE | 0 | 0 | 8,235 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046yab7 | 2,171 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 388 | 1,760 | SH | SOLE | 0 | 0 | 1,760 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 8,578 | 7,450,000 | PRN | SOLE | 7,450,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 13,336 | 211,675 | SH | SOLE | 211,376 | 0 | 299 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 3,803 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,812 | 55,000 | SH | SOLE | 0 | 0 | 55,000 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 29,142 | 674,735 | SH | SOLE | 673,779 | 0 | 956 | ||
HEICO CORP NEW | CL A | 422806208 | 34,284 | 562,498 | SH | SOLE | 156 | 0 | 562,342 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 12,397 | 9,587,000 | PRN | SOLE | 7,396,000 | 0 | 2,191,000 | ||
HESS CORP | DEP PDF SR A | 42809H404 | 3,654 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 32,401 | 1,498,656 | SH | SOLE | 1,496,549 | 0 | 2,107 | ||
HOME DEPOT INC | COM | 437076102 | 1,070 | 5,486 | SH | SOLE | 0 | 0 | 5,486 | ||
HONEYWELL INTL INC | COM | 438516106 | 3,089 | 21,441 | SH | SOLE | 0 | 0 | 21,441 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 15,878 | 356,005 | SH | SOLE | 355,510 | 0 | 495 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,031 | 6,278,000 | PRN | SOLE | 6,278,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 3,743 | 2,620,000 | PRN | SOLE | 2,620,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 12,260 | 830,618 | SH | SOLE | 16,843 | 0 | 813,775 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 8,737 | 9,295,000 | PRN | SOLE | 7,509,000 | 0 | 1,786,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 9,143 | 59,960 | SH | SOLE | 0 | 0 | 59,960 | ||
IBERIABANK CORP | COM | 450828108 | 25,042 | 330,363 | SH | SOLE | 329,900 | 0 | 463 | ||
ICON PLC | SHS | G4705A100 | 36,264 | 273,627 | SH | SOLE | 273,241 | 0 | 386 | ||
IDACORP INC | COM | 451107106 | 36,819 | 399,169 | SH | SOLE | 398,608 | 0 | 561 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 1,703 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 200 | 1,445 | SH | SOLE | 0 | 0 | 1,445 | ||
ILLUMINA INC | NOTE 6/1 | 452327af6 | 3,310 | 2,811,000 | PRN | SOLE | 1,744,000 | 0 | 1,067,000 | ||
INCYTE CORP | COM | 45337C102 | 224 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,854 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 237 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 34,590 | 427,773 | SH | SOLE | 352,582 | 0 | 75,191 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 4,631 | 4,300,000 | PRN | SOLE | 4,200,000 | 0 | 100,000 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 473 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 3,866 | 4,200,000 | PRN | SOLE | 4,200,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 4,102 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 666 | 13,400 | SH | SOLE | 11,400 | 0 | 2,000 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140af7 | 8,491 | 3,544,000 | PRN | SOLE | 3,544,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 1,297 | 1,476,000 | PRN | SOLE | 1,476,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 10,865 | 147,723 | SH | SOLE | 200 | 0 | 147,523 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 583 | 4,173 | SH | SOLE | 0 | 0 | 4,173 | ||
INTUIT | COM | 461202103 | 1,535 | 7,513 | SH | SOLE | 100 | 0 | 7,413 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203ah4 | 3,754 | 2,802,000 | PRN | SOLE | 2,802,000 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 166 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 1,742 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 24,561 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 7,442 | 7,593,000 | PRN | SOLE | 7,593,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123vac6 | 2,715 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 225 | 3,540 | SH | SOLE | 0 | 0 | 3,540 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 5,417 | 4,981,000 | PRN | SOLE | 4,981,000 | 0 | 0 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 434 | 11,140 | SH | SOLE | 0 | 0 | 11,140 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 418 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 11,106 | 91,531 | SH | SOLE | 100 | 0 | 91,431 | ||
JONES ENERGY INC | COM CL A | 48019R108 | 30 | 81,700 | SH | SOLE | 81,700 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 25,487 | 244,598 | SH | SOLE | 16,709 | 0 | 227,889 | ||
K12 INC | COM | 48273u102 | 22,224 | 1,357,615 | SH | SOLE | 1,355,710 | 0 | 1,905 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,218 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 3,273 | 2,987,000 | PRN | SOLE | 2,041,000 | 0 | 946,000 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 999 | 29,093 | SH | SOLE | 29,093 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,238 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,707 | 59,007 | SH | SOLE | 0 | 0 | 59,007 | ||
LAM RESEARCH CORP | COM | 512807108 | 1,141 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 4,306 | 88,040 | SH | SOLE | 0 | 0 | 88,040 | ||
LENDINGTREE INC NEW | COM | 52603B107 | 321 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,120 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 472 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 920 | 743,000 | PRN | SOLE | 743,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229af9 | 3,167 | 2,700,000 | PRN | SOLE | 2,700,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 46,104 | 202,053 | SH | SOLE | 164,533 | 0 | 37,520 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 5/1 | 538034aj8 | 3,255 | 2,272,000 | PRN | SOLE | 1,749,000 | 0 | 523,000 | ||
LKQ CORP | COM | 501889208 | 32,006 | 1,003,313 | SH | SOLE | 1,001,897 | 0 | 1,416 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 578 | 1,956 | SH | SOLE | 1,956 | 0 | 0 | ||
LOXO ONCOLOGY INC | COM | 548862101 | 226 | 1,300 | SH | SOLE | 900 | 0 | 400 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 261 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 3,311 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 3,448 | 81,700 | SH | SOLE | 24,500 | 0 | 57,200 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 6,273 | 6,336,000 | PRN | SOLE | 4,944,000 | 0 | 1,392,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 4,606 | 5,175,000 | PRN | SOLE | 5,175,000 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 620 | 2,775 | SH | SOLE | 0 | 0 | 2,775 | ||
MASCO CORP | COM | 574599106 | 374 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 4,312 | 27,521 | SH | SOLE | 0 | 0 | 27,521 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 2,676 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 3,012 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471aab1 | 520 | 375,000 | PRN | SOLE | 216,000 | 0 | 159,000 | ||
MEDNAX INC | COM | 58502B106 | 22,065 | 509,820 | SH | SOLE | 509,098 | 0 | 722 | ||
MGIC INVT CORP WIS | COM | 552848103 | 670 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 9,630 | 105,884 | SH | SOLE | 8,011 | 0 | 97,873 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 12,142 | 6,916,000 | PRN | SOLE | 6,916,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 11,274 | 9,600,000 | PRN | SOLE | 9,600,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 393 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 7,286 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 4,054 | 2,257,000 | PRN | SOLE | 2,257,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 3,934 | 39,891 | SH | SOLE | 0 | 0 | 39,891 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 5,348 | 2,210,000 | PRN | SOLE | 2,210,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855rad2 | 1,633 | 969,000 | PRN | SOLE | 713,000 | 0 | 256,000 | ||
MONDELEZ INTL INC | CL A | 609207105 | 3,071 | 74,904 | SH | SOLE | 0 | 0 | 74,904 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 1,392 | 84,200 | SH | SOLE | 0 | 0 | 84,200 | ||
MONRO INC | COM | 610236101 | 10,659 | 183,460 | SH | SOLE | 183,202 | 0 | 258 | ||
MSA SAFETY INC | COM | 553498106 | 9,505 | 98,656 | SH | SOLE | 98,512 | 0 | 144 | ||
MUELLER INDS INC | COM | 624756102 | 24,208 | 820,343 | SH | SOLE | 819,189 | 0 | 1,154 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957hab1 | 1,579 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359f129 | 2,511 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
NANTHEALTH INC | COM | 630104107 | 126 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 8,505 | 202,600 | SH | SOLE | 202,315 | 0 | 285 | ||
NAVIENT CORPORATION | COM | 63938C108 | 1,691 | 129,800 | SH | SOLE | 0 | 0 | 129,800 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 19 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934eaq1 | 3,666 | 3,639,000 | PRN | SOLE | 1,711,000 | 0 | 1,928,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 13,826 | 13,393,000 | PRN | SOLE | 13,393,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 1,595 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 4,905 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 9,154 | 673,118 | SH | SOLE | 40,500 | 0 | 632,618 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 9,438 | 9,208,000 | PRN | SOLE | 8,147,000 | 0 | 1,061,000 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 221 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 2,311 | 46,366 | SH | SOLE | 46,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,489 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 481 | 18,650 | SH | SOLE | 0 | 0 | 18,650 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 7,204 | 43,130 | SH | SOLE | 0 | 0 | 43,130 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 605 | 10,585 | SH | SOLE | 10,585 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 12,697 | 816,523 | SH | SOLE | 815,362 | 0 | 1,161 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366hab9 | 397 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 2,631 | 33,025 | SH | SOLE | 0 | 0 | 33,025 | ||
NORTHERN TR CORP | COM | 665859104 | 1,440 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,854 | 6,025 | SH | SOLE | 0 | 0 | 6,025 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 593 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 7,413 | 1,426,000 | PRN | SOLE | 1,426,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,851 | 105,175 | SH | SOLE | 0 | 0 | 105,175 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020yak6 | 3,371 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020yan0 | 1,404 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NUVASIVE INC | COM | 670704105 | 208 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 4,929 | 4,543,000 | PRN | SOLE | 4,132,000 | 0 | 411,000 | ||
NVIDIA CORP | COM | 67066G104 | 308 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 2,070 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952qab6 | 7,408 | 6,170,000 | PRN | SOLE | 6,170,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,914 | 17,520 | SH | SOLE | 15,000 | 0 | 2,520 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215aj7 | 2,602 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 20,473 | 637,788 | SH | SOLE | 636,882 | 0 | 906 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 26,997 | 181,236 | SH | SOLE | 169,678 | 0 | 11,558 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,796 | 2,130,000 | PRN | SOLE | 2,130,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,269 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ONESPAN INC | COM | 68287N100 | 4,240 | 215,795 | SH | SOLE | 215,480 | 0 | 315 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 905 | 29,330 | SH | SOLE | 435 | 0 | 28,895 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,419 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127ad2 | 4,653 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 19 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | COM | 697435105 | 740 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 4,595 | 2,473,000 | PRN | SOLE | 2,473,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 65 | 68,000 | PRN | SOLE | 0 | 0 | 68,000 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 17,546 | 298,100 | SH | SOLE | 297,673 | 0 | 427 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 3,114 | 2,986,000 | PRN | SOLE | 2,986,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 373 | 3,430 | SH | SOLE | 0 | 0 | 3,430 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 19,630 | 534,888 | SH | SOLE | 534,137 | 0 | 751 | ||
PFIZER INC | COM | 717081103 | 755 | 20,802 | SH | SOLE | 0 | 0 | 20,802 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 5,977 | 74,025 | SH | SOLE | 0 | 0 | 74,025 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 525 | 45,300 | SH | SOLE | 0 | 0 | 45,300 | ||
POLYONE CORP | COM | 73179P106 | 34,974 | 809,206 | SH | SOLE | 808,066 | 0 | 1,140 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 8,963 | 9,193,000 | PRN | SOLE | 7,808,000 | 0 | 1,385,000 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 4,301 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 15,287 | 398,307 | SH | SOLE | 397,749 | 0 | 558 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 7,748 | 4,997,000 | PRN | SOLE | 4,997,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 898 | 11,500 | SH | SOLE | 0 | 0 | 11,500 | ||
PROOFPOINT INC | COM | 743424103 | 2,608 | 22,621 | SH | SOLE | 22,621 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424ad5 | 1,404 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 4,199 | 3,503,000 | PRN | SOLE | 3,100,000 | 0 | 403,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 23,610 | 345,374 | SH | SOLE | 344,884 | 0 | 490 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 208 | 3,850 | SH | SOLE | 0 | 0 | 3,850 | ||
QUAKER CHEM CORP | COM | 747316107 | 41,558 | 268,340 | SH | SOLE | 220,456 | 0 | 47,884 | ||
QUALCOMM INC | COM | 747525103 | 3,404 | 60,650 | SH | SOLE | 2,500 | 0 | 58,150 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838jaa9 | 2,148 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 3,274 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 43,169 | 483,145 | SH | SOLE | 360,884 | 0 | 122,261 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,443 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 11,348 | 58,743 | SH | SOLE | 2,060 | 0 | 56,683 | ||
REALPAGE INC | COM | 75606N109 | 31,401 | 569,892 | SH | SOLE | 501,723 | 0 | 68,169 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 3,902 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 551 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577ad4 | 3,626 | 1,987,000 | PRN | SOLE | 1,987,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,945 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 44,622 | 980,281 | SH | SOLE | 978,899 | 0 | 1,382 | ||
REPLIGEN CORP | COM | 759916109 | 42,840 | 910,704 | SH | SOLE | 909,431 | 0 | 1,273 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 19,551 | 1,156,846 | SH | SOLE | 1,155,219 | 0 | 1,627 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 17,743 | 520,011 | SH | SOLE | 519,281 | 0 | 730 | ||
RLI CORP | COM | 749607107 | 22,552 | 340,709 | SH | SOLE | 295,499 | 0 | 45,210 | ||
RLJ LODGING TR | COM | 74965L101 | 18,997 | 861,554 | SH | SOLE | 860,331 | 0 | 1,223 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 4,662 | 16,898 | SH | SOLE | 4,809 | 0 | 12,089 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 6,200 | 6,468,000 | PRN | SOLE | 5,141,000 | 0 | 1,327,000 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 7,747 | 111,898 | SH | SOLE | 0 | 0 | 111,898 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,118 | 5,091,000 | PRN | SOLE | 4,097,000 | 0 | 994,000 | ||
RTW HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 1,117 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 14,694 | 496,404 | SH | SOLE | 495,704 | 0 | 700 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 330 | 57,000 | SH | SOLE | 0 | 0 | 57,000 | ||
SCHEIN HENRY INC | COM | 806407102 | 656 | 9,035 | SH | SOLE | 140 | 0 | 8,895 | ||
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 | 5,681 | 5,188,000 | PRN | SOLE | 4,120,000 | 0 | 1,068,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 7,610 | 7,466,000 | PRN | SOLE | 7,466,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,146 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 30,215 | 642,192 | SH | SOLE | 641,287 | 0 | 905 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 13,729 | 191,885 | SH | SOLE | 191,617 | 0 | 268 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 1,430 | 615,000 | PRN | SOLE | 615,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 6,341 | 15,558 | SH | SOLE | 0 | 0 | 15,558 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,101 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 1,144 | 940,000 | PRN | SOLE | 940,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 6,796 | 6,866,000 | PRN | SOLE | 5,814,000 | 0 | 1,052,000 | ||
SINA CORP | ORD | G81477104 | 487 | 5,750 | SH | SOLE | 5,750 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 1,920 | 167,700 | SH | SOLE | 0 | 0 | 167,700 | ||
SM ENERGY CO | COM | 78454L100 | 22,884 | 890,782 | SH | SOLE | 889,484 | 0 | 1,298 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 130 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416tac4 | 4,241 | 4,531,000 | PRN | SOLE | 3,795,000 | 0 | 736,000 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 653 | 12,832 | SH | SOLE | 12,832 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 23,048 | 903,140 | SH | SOLE | 901,866 | 0 | 1,274 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 271 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 530 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 448 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 5,580 | 5,602,000 | PRN | SOLE | 4,628,000 | 0 | 974,000 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234ab9 | 5,377 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 37,002 | 712,952 | SH | SOLE | 631,003 | 0 | 81,949 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 13,186 | 272,774 | SH | SOLE | 272,385 | 0 | 389 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 1,429 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 490 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 117 | 79,896 | SH | SOLE | 0 | 0 | 79,896 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,479 | 1,800,000 | PRN | SOLE | 1,500,000 | 0 | 300,000 | ||
SYNAPTICS INC | COM | 87157D109 | 453 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 2,239 | 2,280,000 | PRN | SOLE | 2,280,000 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 36,800 | 784,653 | SH | SOLE | 783,545 | 0 | 1,108 | ||
T MOBILE US INC | COM | 872590104 | 448 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
TCP CAP CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,512 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 315 | 3,830 | SH | SOLE | 3,830 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 38,657 | 194,198 | SH | SOLE | 193,925 | 0 | 273 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 3,327 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 4,060 | 2,718,000 | PRN | SOLE | 2,718,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,713 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 4,250 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,818 | 34,633 | SH | SOLE | 5,408 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 19,834 | 302,766 | SH | SOLE | 302,337 | 0 | 429 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 2,149 | 2,220,000 | PRN | SOLE | 2,220,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 860 | 4,150 | SH | SOLE | 0 | 0 | 4,150 | ||
THOR INDS INC | COM | 885160101 | 471 | 4,839 | SH | SOLE | 4,839 | 0 | 0 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 5,005 | 5,056,000 | PRN | SOLE | 4,103,000 | 0 | 953,000 | ||
TIVO CORP | COM | 88870P106 | 282 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265kad4 | 998 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 345 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRUPANION INC | COM | 898202106 | 5,947 | 154,072 | SH | SOLE | 153,859 | 0 | 213 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 3,771 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 8,761 | 8,750,000 | PRN | SOLE | 7,975,000 | 0 | 775,000 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 10,115 | 10,414,000 | PRN | SOLE | 7,204,000 | 0 | 3,210,000 | ||
UNION PAC CORP | COM | 907818108 | 7,753 | 54,725 | SH | SOLE | 0 | 0 | 54,725 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214bs6 | 1,505 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 251 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 4,851 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,575 | 3,368,000 | PRN | SOLE | 2,562,000 | 0 | 806,000 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 157 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 2,201 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 6,645 | 6,755,000 | PRN | SOLE | 5,945,000 | 0 | 810,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,683 | 132,832 | SH | SOLE | 95 | 0 | 132,737 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 8,227 | 8,340,000 | PRN | SOLE | 7,058,000 | 0 | 1,282,000 | ||
VISA INC | COM CL A | 92826C839 | 12,145 | 91,695 | SH | SOLE | 3,738 | 0 | 87,957 | ||
VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 952 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 1,751 | 72,025 | SH | SOLE | 0 | 0 | 72,025 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 515 | 8,589 | SH | SOLE | 8,589 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 20,676 | 263,725 | SH | SOLE | 263,354 | 0 | 371 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419laa9 | 3,863 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 2,471 | 2,493,000 | PRN | SOLE | 2,493,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 721 | 13,000 | SH | SOLE | 11,900 | 0 | 1,100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,731 | 17,281 | SH | SOLE | 10,370 | 0 | 6,911 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 25,553 | 452,190 | SH | SOLE | 451,551 | 0 | 639 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 38,097 | 672,969 | SH | SOLE | 672,022 | 0 | 947 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 3,040 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 484 | 6,250 | SH | SOLE | 6,250 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 27,750 | 444,710 | SH | SOLE | 444,082 | 0 | 628 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 407 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 16,812 | 218,739 | SH | SOLE | 218,429 | 0 | 310 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138hac5 | 1,106 | 741,000 | PRN | SOLE | 375,000 | 0 | 366,000 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,618 | 22,225 | SH | SOLE | 0 | 0 | 22,225 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 6,601 | 6,077,000 | PRN | SOLE | 5,147,000 | 0 | 930,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 5,350 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 3,385 | 51,875 | SH | SOLE | 3,000 | 0 | 48,875 | ||
XPO LOGISTICS INC | COM | 983793100 | 536 | 5,350 | SH | SOLE | 5,350 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 1,640 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474tab3 | 4,309 | 4,323,000 | PRN | SOLE | 3,496,000 | 0 | 827,000 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 19,305 | 134,762 | SH | SOLE | 134,571 | 0 | 191 | ||
ZOETIS INC | CL A | 98978V103 | 7,864 | 92,306 | SH | SOLE | 7,158 | 0 | 85,148 |