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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 13,307 304,988 SH   SOLE   304,440 0 548
ABBVIE INC COM 00287Y109 3,405 38,315 SH   SOLE   200 0 38,115
ACADIA HEALTHCARE COMPANY IN COM 00404a109 11,228 235,099 SH   SOLE   234,666 0 433
ACETO CORP COM 004446100 131 11,689 SH   SOLE   11,689 0 0
ACI WORLDWIDE INC COM 004498101 26,098 1,145,646 SH   SOLE   1,143,523 0 2,123
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1,059 1,173,000 PRN   SOLE   1,173,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 659 10,220 SH   SOLE   0 0 10,220
ADOBE SYS INC COM 00724F101 304 2,040 SH   SOLE   0 0 2,040
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 6,027 3,400,000 PRN   SOLE   3,400,000 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 207 4,250 SH   SOLE   4,250 0 0
AETNA INC NEW COM 00817Y108 5,906 37,145 SH   SOLE   90 0 37,055
AFFILIATED MANAGERS GROUP COM 008252108 472 2,488 SH   SOLE   2,303 0 185
AFLAC INC COM 001055102 440 5,400 SH   SOLE   0 0 5,400
AIR PRODS & CHEMS INC COM 009158106 627 4,145 SH   SOLE   0 0 4,145
AK STL HLDG CORP COM 001547108 400 71,577 SH   SOLE   71,577 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 207 4,250 SH   SOLE   4,250 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 7,429 7,639,000 PRN   SOLE   5,957,000 0 1,682,000
ALERE INC PFD CNV SER B 01449J204 1,582 3,950 SH   SOLE   3,950 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 984 5,695 SH   SOLE   1,000 0 4,695
ALLETE INC COM NEW 018522300 2,241 29,000 SH   SOLE   0 0 29,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 8,756 8,241,000 PRN   SOLE   7,488,000 0 753,000
ALON USA ENERGY INC NOTE 3.000% 9/1 020520ab8 3,149 2,793,000 PRN   SOLE   1,897,000 0 896,000
ALPHABET INC CAP STK CL A 02079K305 1,073 1,102 SH   SOLE   15 0 1,087
ALPHABET INC CAP STK CL C 02079K107 9,703 10,117 SH   SOLE   900 0 9,217
ALTRIA GROUP INC COM 02209S103 10,675 168,318 SH   SOLE   6,000 0 162,318
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 4,863 5,000,000 PRN   SOLE   5,000,000 0 0
AMAZON COM INC COM 023135106 12,610 13,117 SH   SOLE   799 0 12,318
AMERICAN AIRLS GROUP INC COM 02376R102 209 4,400 SH   SOLE   4,400 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 741 25,487 SH   SOLE   0 0 25,487
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917taa2 3,379 3,358,000 PRN   SOLE   2,610,000 0 748,000
AMERICAN TOWER CORP NEW COM 03027X100 230 1,683 SH   SOLE   0 0 1,683
AMERIGAS PARTNERS L P UNIT L P INT 030975106 295 6,575 SH   SOLE   0 0 6,575
AMERISAFE INC COM 03071h100 16,280 279,727 SH   SOLE   279,159 0 568
AMETEK INC NEW COM 031100100 218 3,303 SH   SOLE   3,058 0 245
AMPHENOL CORP NEW CL A 032095101 22,029 260,271 SH   SOLE   13,424 0 246,847
ANADARKO PETE CORP COM 032511107 220 4,500 SH   SOLE   0 0 4,500
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 204 1,710 SH   SOLE   0 0 1,710
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,641 1,500,000 PRN   SOLE   1,440,000 0 60,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 780 300,000 PRN   SOLE   300,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 9,253 177,522 SH   SOLE   177,522 0 0
APACHE CORP COM 037411105 257 5,616 SH   SOLE   0 0 5,616
APPLE INC COM 037833100 25,957 168,419 SH   SOLE   90 0 168,329
APPLIED INDL TECHNOLOGIES IN COM 03820c105 31,360 476,599 SH   SOLE   475,736 0 863
APPLIED MATLS INC COM 038222105 7,996 153,503 SH   SOLE   15,351 0 138,152
ARES CAP CORP COM 04010L103 3,398 207,345 SH   SOLE   0 0 207,345
ARES CAP CORP NOTE 4.375% 1/1 04010lam5 2,135 2,080,000 PRN   SOLE   1,911,000 0 169,000
AT&T INC COM 00206R102 3,912 99,875 SH   SOLE   0 0 99,875
B & G FOODS INC NEW COM 05508R106 2,584 81,115 SH   SOLE   0 0 81,115
BANK AMER CORP 7.25%CNV PFD L 060505682 14,647 11,181 SH   SOLE   5,660 0 5,521
BANK AMER CORP COM 060505104 560 22,100 SH   SOLE   12,000 0 10,100
BARD C R INC COM 067383109 1,084 3,382 SH   SOLE   3,132 0 250
BARNES GROUP INC COM 067806109 28,026 397,866 SH   SOLE   397,155 0 711
BECTON DICKINSON & CO COM 075887109 10,314 52,635 SH   SOLE   0 0 52,635
BECTON DICKINSON & CO PFD SHS CONV A 075887208 8,737 159,000 SH   SOLE   159,000 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,297 12 SH   SOLE   0 0 12
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,633 41,640 SH   SOLE   100 0 41,540
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 1,590 1,424,000 PRN   SOLE   1,424,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,843 3,189,000 PRN   SOLE   3,189,000 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 215 5,000 SH   SOLE   0 0 5,000
BLACKBAUD INC COM 09227q100 15,380 175,168 SH   SOLE   174,842 0 326
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238eab0 5,978 5,331,000 PRN   SOLE   5,331,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,049 31,440 SH   SOLE   300 0 31,140
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 4,534 4,500,000 PRN   SOLE   4,500,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 3,882 3,400,000 PRN   SOLE   3,400,000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388aa4 1,799 1,685,000 PRN   SOLE   1,161,000 0 524,000
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463aa2 5,327 5,347,000 PRN   SOLE   3,471,000 0 1,876,000
BRUKER CORP COM 116794108 16,764 563,496 SH   SOLE   562,466 0 1,030
BUCKLE INC COM 118440106 7,902 468,962 SH   SOLE   468,121 0 841
BURLINGTON STORES INC COM 122017106 10,832 113,474 SH   SOLE   113,271 0 203
CABOT OIL & GAS CORP COM 127097103 250 9,335 SH   SOLE   0 0 9,335
CALAMP CORP NOTE 1.625% 5/1 128126ab5 7,262 6,769,000 PRN   SOLE   6,149,000 0 620,000
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 736 794,000 PRN   SOLE   794,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 670 29,120 SH   SOLE   29,120 0 0
CARRIZO OIL & GAS INC COM 144577103 8,839 516,003 SH   SOLE   515,064 0 939
CBS CORP NEW CL B 124857202 9,592 165,377 SH   SOLE   0 0 165,377
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,038 62,970 SH   SOLE   225 0 62,745
CELGENE CORP COM 151020104 293 2,010 SH   SOLE   0 0 2,010
CEMEX SAB DE CV NOTE 3.750% 3/1 151290bc6 4,200 3,674,000 PRN   SOLE   2,706,000 0 968,000
CENTENE CORP DEL COM 15135B101 10,249 105,912 SH   SOLE   6,155 0 99,757
CENTERPOINT ENERGY INC COM 15189T107 1,136 38,875 SH   SOLE   0 0 38,875
CHART INDS INC NOTE 2.000% 8/0 16115qac4 14,418 14,454,000 PRN   SOLE   12,699,000 0 1,755,000
CHEESECAKE FACTORY INC COM 163072101 6,104 144,927 SH   SOLE   144,657 0 270
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,468 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 80 82,000 PRN   SOLE   7,000 0 75,000
CHEVRON CORP NEW COM 166764100 4,333 36,875 SH   SOLE   0 0 36,875
CIENA CORP DEBT 4.000%12/1 171779ak7 935 704,000 PRN   SOLE   704,000 0 0
CIENA CORP NOTE 3.750%10/1 171779aj0 3,128 2,561,000 PRN   SOLE   2,561,000 0 0
CITIGROUP INC COM NEW 172967424 543 7,470 SH   SOLE   0 0 7,470
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,082 2,650,000 PRN   SOLE   2,650,000 0 0
CLOROX CO DEL COM 189054109 221 1,675 SH   SOLE   0 0 1,675
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 778 500,000 PRN   SOLE   500,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 4,751 4,619,000 PRN   SOLE   4,119,000 0 500,000
COLONY NORTHSTAR INC CL A COM 19625W104 4,004 318,783 SH   SOLE   0 0 318,783
COMCAST CORP NEW CL A 20030N101 1,695 44,058 SH   SOLE   0 0 44,058
COMMERCIAL METALS CO COM 201723103 11,381 598,075 SH   SOLE   597,010 0 1,065
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 592 33,350 SH   SOLE   0 0 33,350
COMPASS MINERALS INTL INC COM 20451N101 11,040 170,106 SH   SOLE   169,785 0 321
CONOCOPHILLIPS COM 20825C104 902 18,025 SH   SOLE   0 0 18,025
CONSOLIDATED EDISON INC COM 209115104 605 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 9,368 46,967 SH   SOLE   5,240 0 41,727
CONTROL4 CORP COM 21240D107 7,752 263,123 SH   SOLE   262,645 0 478
CORELOGIC INC COM 21871D103 20,466 442,805 SH   SOLE   442,013 0 792
CORESITE RLTY CORP COM 21870Q105 13,037 116,509 SH   SOLE   116,293 0 216
CORNERSTONE ONDEMAND INC COM 21925Y103 28,193 694,245 SH   SOLE   693,016 0 1,229
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925yab9 5,796 5,728,000 PRN   SOLE   4,861,000 0 867,000
COSTCO WHSL CORP NEW COM 22160K105 1,117 6,800 SH   SOLE   6,000 0 800
COUSINS PPTYS INC COM 222795106 23,660 2,533,156 SH   SOLE   2,528,494 0 4,662
CRACKER BARREL OLD CTRY STOR COM 22410j106 10,120 66,748 SH   SOLE   66,630 0 118
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,607 3,400 SH   SOLE   3,400 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 3,758 3,500,000 PRN   SOLE   3,500,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,688 3,242,000 PRN   SOLE   2,657,000 0 585,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 810 750,000 PRN   SOLE   750,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,819 1,500,000 PRN   SOLE   1,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 25,348 267,045 SH   SOLE   184,172 0 82,873
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 552 423,000 PRN   SOLE   423,000 0 0
DANAHER CORP DEL COM 235851102 18,061 210,546 SH   SOLE   16,421 0 194,125
DECKERS OUTDOOR CORP COM 243537107 17,824 260,540 SH   SOLE   260,090 0 450
DELPHI AUTOMOTIVE PLC SHS G27823106 272 2,760 SH   SOLE   0 0 2,760
DEPOMED INC NOTE 2.500% 9/0 249908aa2 2,495 3,371,000 PRN   SOLE   3,371,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 866 23,590 SH   SOLE   0 0 23,590
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 12,083 10,800,000 PRN   SOLE   10,800,000 0 0
DISNEY WALT CO COM DISNEY 254687106 4,007 40,655 SH   SOLE   0 0 40,655
DOMINION ENERGY INC COM 25746U109 624 8,110 SH   SOLE   0 0 8,110
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1,011 20,000 SH   SOLE   20,000 0 0
DOWDUPONT INC COM 26078J100 5,390 77,858 SH   SOLE   250 0 77,608
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,331 37,648 SH   SOLE   0 0 37,648
DRIL-QUIP INC COM 262037104 6,047 136,969 SH   SOLE   136,742 0 227
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 6,939 6,080,000 PRN   SOLE   6,080,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 5,832 6,047,000 PRN   SOLE   5,299,000 0 748,000
EDUCATION RLTY TR INC COM NEW 28140h203 21,978 611,682 SH   SOLE   610,559 0 1,123
ELECTRONIC ARTS INC COM 285512109 1,275 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 3,172 3,046,000 PRN   SOLE   2,723,000 0 323,000
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 205 10,000 SH   SOLE   0 0 10,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,359 5,550,000 PRN   SOLE   5,550,000 0 0
ENDOLOGIX INC COM 29266s106 5,591 1,253,647 SH   SOLE   1,251,482 0 2,165
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2,756 2,878,000 PRN   SOLE   1,959,000 0 919,000
ENTERPRISE PRODS PARTNERS L COM 293792107 2,256 86,546 SH   SOLE   0 0 86,546
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 1,824 1,727,000 PRN   SOLE   1,288,000 0 439,000
ENVISION HEALTHCARE CORP COM 29414d100 229 5,105 SH   SOLE   5,105 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 3,585 100,100 SH   SOLE   0 0 100,100
EXPEDIA INC DEL COM NEW 30212P303 216 1,500 SH   SOLE   1,500 0 0
EXXON MOBIL CORP COM 30231G102 3,325 40,560 SH   SOLE   0 0 40,560
EZCORP INC NOTE 2.625% 6/1 302301ab2 6,787 6,871,000 PRN   SOLE   6,019,000 0 852,000
FACEBOOK INC CL A 30303M102 4,976 29,120 SH   SOLE   0 0 29,120
FCB FINL HLDGS INC CL A 30255G103 502 10,400 SH   SOLE   0 0 10,400
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5,736 120,850 SH   SOLE   0 0 120,850
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 10,755 3,987,000 PRN   SOLE   3,987,000 0 0
FINISAR CORP COM NEW 31787A507 266 12,000 SH   SOLE   12,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 3,154 3,012,000 PRN   SOLE   2,196,000 0 816,000
FIREEYE INC COM 31816Q101 369 22,000 SH   SOLE   22,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 8,286 8,739,000 PRN   SOLE   7,854,000 0 885,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,115 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 647 9,500 SH   SOLE   9,500 0 0
FISERV INC COM 337738108 918 7,119 SH   SOLE   6,594 0 525
FORTIVE CORP COM 34959J108 11,763 166,167 SH   SOLE   18,045 0 148,122
FORUM ENERGY TECHNOLOGIES IN COM 34984v100 9,726 611,702 SH   SOLE   610,588 0 1,114
FRANCO NEVADA CORP COM 351858105 9,295 119,968 SH   SOLE   75 0 119,893
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 1,770 93,504 SH   SOLE   93,504 0 0
FULTON FINL CORP PA COM 360271100 23,433 1,249,759 SH   SOLE   1,247,483 0 2,276
GENESCO INC COM 371532102 3,913 147,118 SH   SOLE   146,853 0 265
GENESEE & WYO INC CL A 371559105 40,818 551,515 SH   SOLE   367,104 0 184,411
G-III APPAREL GROUP LTD COM 36237h101 16,076 553,952 SH   SOLE   552,930 0 1,022
GILEAD SCIENCES INC COM 375558103 667 8,235 SH   SOLE   0 0 8,235
GOLDMAN SACHS GROUP INC COM 38141G104 938 3,955 SH   SOLE   2,500 0 1,455
GRAMERCY PPTY TR COM NEW 385002308 5,208 172,150 SH   SOLE   0 0 172,150
GREENBRIER COS INC NOTE 3.500% 4/0 393657ah4 9,110 6,566,000 PRN   SOLE   6,364,000 0 202,000
GROUP 1 AUTOMOTIVE INC COM 398905109 12,503 172,552 SH   SOLE   172,245 0 307
HARTFORD FINL SVCS GROUP INC COM 416515104 3,049 55,000 SH   SOLE   0 0 55,000
HAWAIIAN HOLDINGS INC COM 419879101 691 18,400 SH   SOLE   18,400 0 0
HEALTHCARE SVCS GRP INC COM 421906108 27,244 504,803 SH   SOLE   503,890 0 913
HEICO CORP NEW CL A 422806208 30,734 403,335 SH   SOLE   100 0 403,235
HERBALIFE LTD COM USD SHS G4412G101 2,500 36,850 SH   SOLE   0 0 36,850
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 7,446 7,437,000 PRN   SOLE   5,646,000 0 1,791,000
HMS HLDGS CORP COM 40425j101 24,792 1,248,358 SH   SOLE   1,246,055 0 2,303
HOLOGIC INC COM 436440101 294 8,000 SH   SOLE   8,000 0 0
HOLOGIC INC FRNT 12/1 436440ag6 1,669 1,379,000 PRN   SOLE   1,379,000 0 0
HOME DEPOT INC COM 437076102 805 4,921 SH   SOLE   0 0 4,921
HONEYWELL INTL INC COM 438516106 4,784 33,751 SH   SOLE   0 0 33,751
HORACE MANN EDUCATORS CORP N COM 440327104 8,016 203,699 SH   SOLE   203,318 0 381
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5,686 6,278,000 PRN   SOLE   6,278,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 23,254 15,803 SH   SOLE   7,744 0 8,059
HURON CONSULTING GROUP INC COM 447462102 271 7,900 SH   SOLE   7,900 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 6,014 6,467,000 PRN   SOLE   5,184,000 0 1,283,000
IAC INTERACTIVECORP COM 44919P508 6,737 57,300 SH   SOLE   0 0 57,300
IBERIABANK CORP COM 450828108 18,812 228,993 SH   SOLE   228,589 0 404
ICON PLC SHS g4705a100 28,899 253,768 SH   SOLE   253,301 0 467
IDACORP INC COM 451107106 34,682 394,432 SH   SOLE   393,735 0 697
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 4,539 4,722,000 PRN   SOLE   4,080,000 0 642,000
ILG INC COM 44967h101 14,522 543,299 SH   SOLE   542,332 0 967
ILLINOIS TOOL WKS INC COM 452308109 214 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC NOTE 6/1 452327af6 2,637 2,492,000 PRN   SOLE   1,744,000 0 748,000
IMMUNOGEN INC COM 45253H101 94 12,300 SH   SOLE   12,300 0 0
IMMUNOMEDICS INC NOTE 4.750% 2/1 452907ak4 703 250,000 PRN   SOLE   250,000 0 0
INC RESH HLDGS INC CL A 45329r109 23,105 441,775 SH   SOLE   440,972 0 803
INCYTE CORP COM 45337C102 245 2,100 SH   SOLE   2,100 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 3,050 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 195 22,000 SH   SOLE   22,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667gab9 2,889 2,809,000 PRN   SOLE   2,055,000 0 754,000
INPHI CORP NOTE 1.125%12/0 45772fab3 3,056 2,500,000 PRN   SOLE   2,500,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 3,848 3,600,000 PRN   SOLE   3,600,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1,155 1,476,000 PRN   SOLE   1,476,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,797 113,499 SH   SOLE   200 0 113,299
INTERNATIONAL BUSINESS MACHS COM 459200101 605 4,173 SH   SOLE   0 0 4,173
INTUIT COM 461202103 651 4,580 SH   SOLE   65 0 4,515
INVESTORS BANCORP INC NEW COM 46146L101 205 15,000 SH   SOLE   0 0 15,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1,546 1,300,000 PRN   SOLE   1,300,000 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 869 7,000 SH   SOLE   7,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7,246 6,843,000 PRN   SOLE   6,843,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 206 3,540 SH   SOLE   0 0 3,540
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 2,092 1,981,000 PRN   SOLE   1,981,000 0 0
JD COM INC SPON ADR CL A 47215P106 366 9,585 SH   SOLE   0 0 9,585
JETBLUE AIRWAYS CORP COM 477143101 398 21,500 SH   SOLE   21,500 0 0
JOHNSON & JOHNSON COM 478160104 11,864 91,253 SH   SOLE   100 0 91,153
JONES ENERGY INC COM CL A 48019R108 147 76,700 SH   SOLE   76,700 0 0
JPMORGAN CHASE & CO COM 46625H100 22,149 231,904 SH   SOLE   13,071 0 218,833
K12 INC COM 48273u102 21,342 1,196,274 SH   SOLE   1,194,070 0 2,204
KAMAN CORP COM 483548103 349 6,264 SH   SOLE   6,264 0 0
KB HOME NOTE 1.375% 2/0 48666kas8 2,801 2,633,000 PRN   SOLE   2,041,000 0 592,000
KEYW HLDG CORP NOTE 2.500% 7/1 493723aa8 938 1,000,000 PRN   SOLE   966,000 0 34,000
KINDER MORGAN INC DEL PFD SER A 49456B200 1,222 29,093 SH   SOLE   29,093 0 0
KKR & CO L P DEL COM UNITS 48248M102 2,456 120,798 SH   SOLE   0 0 120,798
KNOWLES CORP NOTE 3.250%11/0 49926dab5 3,383 3,000,000 PRN   SOLE   3,000,000 0 0
KRAFT HEINZ CO COM 500754106 6,285 81,044 SH   SOLE   0 0 81,044
LAZARD LTD SHS A G54050102 4,121 91,126 SH   SOLE   0 0 91,126
LENNAR CORP CL A 526057104 211 3,998 SH   SOLE   3,998 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 899 743,000 PRN   SOLE   743,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220kad0 5,126 2,800,000 PRN   SOLE   2,800,000 0 0
LITTELFUSE INC COM 537008104 37,286 190,352 SH   SOLE   157,439 0 32,913
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034aj8 3,011 2,277,000 PRN   SOLE   1,749,000 0 528,000
LKQ CORP COM 501889208 29,614 822,845 SH   SOLE   821,365 0 1,480
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,016 402,910 SH   SOLE   402,178 0 732
MACQUARIE INFRASTRUCTURE COR COM 55608B105 253 3,500 SH   SOLE   3,500 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 1,078 1,014,000 PRN   SOLE   1,014,000 0 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164yaa5 699 667,000 PRN   SOLE   667,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 572 2,775 SH   SOLE   0 0 2,775
MASCO CORP COM 574599106 390 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 2,791 2,200,000 PRN   SOLE   2,200,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 3,156 3,000,000 PRN   SOLE   3,000,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471aab1 522 375,000 PRN   SOLE   216,000 0 159,000
MEDNAX INC COM 58502b106 23,748 550,749 SH   SOLE   549,742 0 1,007
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328aa8 1,138 1,331,000 PRN   SOLE   1,331,000 0 0
MGIC INVT CORP WIS COM 552848103 938 74,835 SH   SOLE   74,835 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 8,599 4,916,000 PRN   SOLE   4,916,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 6,688 1,855,000 PRN   SOLE   1,855,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 11,185 8,079,000 PRN   SOLE   8,079,000 0 0
MICROSEMI CORP COM 595137100 14,861 288,675 SH   SOLE   288,162 0 513
MICROSOFT CORP COM 594918104 695 9,331 SH   SOLE   0 0 9,331
MOLINA HEALTHCARE INC COM 60855r100 7,563 109,998 SH   SOLE   109,806 0 192
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855rad2 1,215 969,000 PRN   SOLE   713,000 0 256,000
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 3,833 2,210,000 PRN   SOLE   2,210,000 0 0
MONDELEZ INTL INC CL A 609207105 5,749 141,383 SH   SOLE   0 0 141,383
MONMOUTH REAL ESTATE INVT CO CL A 609720107 2,170 134,040 SH   SOLE   0 0 134,040
MUELLER INDS INC COM 624756102 18,939 541,879 SH   SOLE   540,913 0 966
NATIONAL INSTRS CORP COM 636518102 7,117 168,770 SH   SOLE   168,466 0 304
NAVIENT CORPORATION COM 63938C108 2,034 135,400 SH   SOLE   0 0 135,400
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 20 10,000 SH   SOLE   0 0 10,000
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934eaq1 7,577 7,268,000 PRN   SOLE   5,811,000 0 1,457,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 9,384 8,550,000 PRN   SOLE   8,050,000 0 500,000
NEVRO CORP NOTE 1.750% 6/0 64157faa1 2,376 2,000,000 PRN   SOLE   2,000,000 0 0
NEW MTN FIN CORP COM 647551100 8,788 616,678 SH   SOLE   38,000 0 578,678
NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 6,888 6,623,000 PRN   SOLE   5,897,000 0 726,000
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1,508 1,500,000 PRN   SOLE   1,500,000 0 0
NEWELL BRANDS INC COM 651229106 10,104 236,799 SH   SOLE   19,355 0 217,444
NEXTERA ENERGY INC COM 65339F101 12,828 87,535 SH   SOLE   0 0 87,535
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 553 10,000 SH   SOLE   10,000 0 0
NIC INC COM 62914b100 8,998 524,669 SH   SOLE   523,692 0 977
NIKE INC CL B 654106103 1,743 33,625 SH   SOLE   0 0 33,625
NORTHERN TR CORP COM 665859104 1,287 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 1,734 6,025 SH   SOLE   0 0 6,025
NOVARTIS A G SPONSORED ADR 66987V109 301 3,506 SH   SOLE   0 0 3,506
NOVAVAX INC NOTE 3.750% 2/0 670002ab0 471 1,000,000 PRN   SOLE   1,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 9,215 1,676,000 PRN   SOLE   1,676,000 0 0
NOVO-NORDISK A S ADR 670100205 5,136 106,675 SH   SOLE   0 0 106,675
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,531 3,750,000 PRN   SOLE   3,750,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020yaf7 3,879 3,876,000 PRN   SOLE   2,500,000 0 1,376,000
NUVASIVE INC COM 670704105 222 4,000 SH   SOLE   4,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 2,623 2,300,000 PRN   SOLE   2,300,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066gac8 2,449 275,000 PRN   SOLE   275,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,981 17,520 SH   SOLE   15,000 0 2,520
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952qab6 6,269 5,170,000 PRN   SOLE   5,170,000 0 0
OASIS PETE INC NEW COM 674215108 192 21,000 SH   SOLE   21,000 0 0
OIL STS INTL INC COM 678026105 15,258 601,890 SH   SOLE   600,784 0 1,106
OLD DOMINION FGHT LINES INC COM 679580100 28,359 257,551 SH   SOLE   241,154 0 16,397
OMEGA HEALTHCARE INVS INC COM 681936100 12,199 382,307 SH   SOLE   381,627 0 680
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 2,483 2,080,000 PRN   SOLE   2,080,000 0 0
ORION ENGINEERED CARBONS S A COM L72967109 687 30,581 SH   SOLE   836 0 29,745
PACKAGING CORP AMER COM 695156109 18,028 157,199 SH   SOLE   156,908 0 291
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 13 19,010 SH   SOLE   0 0 19,010
PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 8,353 6,073,000 PRN   SOLE   6,073,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354ab3 3,270 3,500,000 PRN   SOLE   3,500,000 0 0
PAYLOCITY HLDG CORP COM 70438v106 7,236 148,216 SH   SOLE   147,944 0 272
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 2,911 2,986,000 PRN   SOLE   2,986,000 0 0
PEPSICO INC COM 713448108 575 5,159 SH   SOLE   0 0 5,159
PERFORMANCE FOOD GROUP CO COM 71377a103 12,579 445,266 SH   SOLE   444,487 0 779
PFIZER INC COM 717081103 3,224 90,303 SH   SOLE   0 0 90,303
PHILIP MORRIS INTL INC COM 718172109 10,804 97,326 SH   SOLE   0 0 97,326
PITNEY BOWES INC COM 724479100 861 61,460 SH   SOLE   0 0 61,460
PLATFORM SPECIALTY PRODS COR COM 72766Q105 505 45,300 SH   SOLE   0 0 45,300
POLYONE CORP COM 73179p106 26,085 651,647 SH   SOLE   650,430 0 1,217
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 6,023 6,485,000 PRN   SOLE   5,508,000 0 977,000
PPL CORP COM 69351T106 1,843 48,569 SH   SOLE   0 0 48,569
PRESTIGE BRANDS HLDGS INC COM 74112d101 11,008 219,773 SH   SOLE   219,369 0 404
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 10,062 6,972,000 PRN   SOLE   6,972,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,574 28,290 SH   SOLE   0 0 28,290
PROOFPOINT INC DBCV 0.750% 6/1 743424ad5 1,187 950,000 PRN   SOLE   950,000 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 2,389 2,350,000 PRN   SOLE   2,350,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 15,595 237,265 SH   SOLE   236,843 0 422
PTC INC COM 69370c100 18,878 335,423 SH   SOLE   334,824 0 599
QUAKER CHEM CORP COM 747316107 33,606 227,147 SH   SOLE   183,360 0 43,787
QUALCOMM INC COM 747525103 3,009 58,050 SH   SOLE   0 0 58,050
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 3,015 3,000,000 PRN   SOLE   3,000,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 51,931 615,804 SH   SOLE   485,950 0 129,854
RAYTHEON CO COM NEW 755111507 6,929 37,136 SH   SOLE   60 0 37,076
REALPAGE INC COM 75606n109 35,356 886,110 SH   SOLE   770,241 0 115,869
RED HAT INC COM 756577102 2,040 18,400 SH   SOLE   18,400 0 0
RED HAT INC NOTE 0.250%10/0 756577ad4 3,062 1,987,000 PRN   SOLE   1,987,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,992 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970e107 35,214 820,832 SH   SOLE   819,367 0 1,465
REPLIGEN CORP COM 759916109 25,252 658,979 SH   SOLE   657,824 0 1,155
RESOURCES CONNECTION INC COM 76122q105 13,064 939,848 SH   SOLE   938,173 0 1,675
RITCHIE BROS AUCTIONEERS COM 767744105 7,651 241,974 SH   SOLE   241,540 0 434
RLI CORP COM 749607107 14,178 247,173 SH   SOLE   202,122 0 45,051
RLJ LODGING TR COM 74965l101 14,717 668,960 SH   SOLE   667,727 0 1,233
ROPER TECHNOLOGIES INC COM 776696106 3,524 14,478 SH   SOLE   4,581 0 9,897
ROVI CORP NOTE 0.500% 3/0 779376ad4 4,412 4,385,000 PRN   SOLE   3,441,000 0 944,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,039 83,186 SH   SOLE   250 0 82,936
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 5,383 4,833,000 PRN   SOLE   4,181,000 0 652,000
RUDOLPH TECHNOLOGIES INC COM 781270103 9,878 375,590 SH   SOLE   374,895 0 695
RYLAND GROUP INC NOTE 0.250% 6/0 783764as2 1,928 2,008,000 PRN   SOLE   1,621,000 0 387,000
RYLAND GROUP INC NOTE 1.625% 5/1 783764aq6 10,985 9,126,000 PRN   SOLE   9,126,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466lad6 11,869 8,447,000 PRN   SOLE   8,447,000 0 0
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 506 64,500 SH   SOLE   0 0 64,500
SCHEIN HENRY INC COM 806407102 1,466 17,880 SH   SOLE   0 0 17,880
SCHLUMBERGER LTD COM 806857108 297 4,255 SH   SOLE   0 0 4,255
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,221 5,195,000 PRN   SOLE   4,120,000 0 1,075,000
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 1,764 1,966,000 PRN   SOLE   1,966,000 0 0
SEMTECH CORP COM 816850101 19,677 524,020 SH   SOLE   523,048 0 972
SENSIENT TECHNOLOGIES CORP COM 81725t100 13,943 181,269 SH   SOLE   180,941 0 328
SERVICENOW INC NOTE 11/0 81762pab8 2,643 1,645,000 PRN   SOLE   1,580,000 0 65,000
SHERWIN WILLIAMS CO COM 824348106 5,592 15,618 SH   SOLE   0 0 15,618
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,143 3,000,000 PRN   SOLE   3,000,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568pab2 6,150 6,181,000 PRN   SOLE   4,820,000 0 1,361,000
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 3,520 3,500,000 PRN   SOLE   2,789,000 0 711,000
SLM CORP COM 78442P106 2,267 197,650 SH   SOLE   0 0 197,650
SM ENERGY CO COM 78454l100 13,034 734,744 SH   SOLE   733,458 0 1,286
SM ENERGY CO NOTE 1.500% 7/0 78454lam2 2,579 2,734,000 PRN   SOLE   2,734,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416tac4 3,119 3,287,000 PRN   SOLE   2,545,000 0 742,000
SOUTHWEST AIRLS CO COM 844741108 406 7,250 SH   SOLE   7,250 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 984 67,297 SH   SOLE   67,297 0 0
SPANSION LLC NOTE 2.000% 9/0 84649pal9 8,150 2,750,000 PRN   SOLE   2,750,000 0 0
SPARTANNASH CO COM 847215100 19,829 751,965 SH   SOLE   750,572 0 1,393
SPDR S&P 500 ETF TR TR UNIT 78462F103 251 1,000 SH   SOLE   0 0 1,000
SPDR SERIES TRUST S&P BK ETF 78464A797 451 10,000 SH   SOLE   10,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 6,655 6,638,000 PRN   SOLE   6,028,000 0 610,000
SS&C TECHNOLOGIES HLDGS INC COM 78467j100 24,603 612,787 SH   SOLE   611,691 0 1,096
STANDARD MTR PRODS INC COM 853666105 5,406 112,039 SH   SOLE   111,828 0 211
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 3,424 30,000 SH   SOLE   30,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571bac9 2,502 2,500,000 PRN   SOLE   0 0 2,500,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571baa3 2,127 2,000,000 PRN   SOLE   0 0 2,000,000
STERICYCLE INC DEP PFD A 1/10 858912207 1,399 24,195 SH   SOLE   24,195 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 155 105,551 SH   SOLE   0 0 105,551
SUCAMPO PHARMACEUTICALS INC CL A 864909106 348 29,500 SH   SOLE   29,500 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652ag4 3,633 3,775,000 PRN   SOLE   3,418,000 0 357,000
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,503 1,800,000 PRN   SOLE   1,500,000 0 300,000
SVB FINL GROUP COM 78486q101 27,676 147,930 SH   SOLE   147,664 0 266
SYMANTEC CORP COM 871503108 7,475 227,816 SH   SOLE   23,482 0 204,334
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 224 24,000 SH   SOLE   24,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 2,746 3,231,000 PRN   SOLE   2,395,000 0 836,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 234 80,674 SH   SOLE   80,674 0 0
T MOBILE US INC CONV PFD SER A 872590203 4,852 48,518 SH   SOLE   48,518 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054ad1 2,336 492,000 PRN   SOLE   492,000 0 0
TCP CAP CORP NOTE 4.625% 3/0 87238qad5 1,562 1,500,000 PRN   SOLE   1,500,000 0 0
TEAM INC COM 878155100 187 14,000 SH   SOLE   14,000 0 0
TECH DATA CORP COM 878237106 888 10,000 SH   SOLE   10,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 25,752 161,777 SH   SOLE   161,484 0 293
TESARO INC NOTE 3.000%10/0 881569aa5 10,193 2,718,000 PRN   SOLE   2,718,000 0 0
TESLA INC NOTE 1.250% 3/0 88160rac5 3,722 3,300,000 PRN   SOLE   3,300,000 0 0
TESLA INC NOTE 2.375% 3/1 88160rad3 3,687 3,000,000 PRN   SOLE   3,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 319 18,100 SH   SOLE   18,000 0 100
TEXAS INSTRS INC COM 882508104 2,620 29,225 SH   SOLE   0 0 29,225
TEXAS ROADHOUSE INC COM 882681109 15,012 305,501 SH   SOLE   304,952 0 549
THERAVANCE INC NOTE 2.125% 1/1 88338tab0 2,167 2,220,000 PRN   SOLE   2,220,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,686 30,052 SH   SOLE   0 0 30,052
TIFFANY & CO NEW COM 886547108 3,087 33,630 SH   SOLE   75 0 33,555
TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 2,603 2,629,000 PRN   SOLE   2,339,000 0 290,000
TRANSDIGM GROUP INC COM 893641100 256 1,000 SH   SOLE   0 0 1,000
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 2,744 2,036,000 PRN   SOLE   1,588,000 0 448,000
TTM TECHNOLOGIES INC COM 87305R109 154 10,000 SH   SOLE   10,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 3,379 2,000,000 PRN   SOLE   2,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 5,006 4,250,000 PRN   SOLE   4,250,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 814 30,850 SH   SOLE   0 0 30,850
TWITTER INC NOTE 0.250% 9/1 90184lab8 9,369 9,888,000 PRN   SOLE   8,150,000 0 1,738,000
UMH PPTYS INC COM 903002103 1,445 92,925 SH   SOLE   0 0 92,925
UNILEVER N V N Y SHS NEW 904784709 838 14,195 SH   SOLE   225 0 13,970
UNION PAC CORP COM 907818108 6,381 55,025 SH   SOLE   0 0 55,025
UNISYS CORP NOTE 5.500% 3/0 909214bs6 1,168 1,000,000 PRN   SOLE   1,000,000 0 0
UNITED CONTL HLDGS INC COM 910047109 715 11,750 SH   SOLE   11,750 0 0
UNITED PARCEL SERVICE INC CL B 911312106 218 1,815 SH   SOLE   0 0 1,815
VECTOR GROUP LTD FRNT 1/1 92240may4 5,303 3,600,000 PRN   SOLE   3,600,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 2,391 2,500,000 PRN   SOLE   2,500,000 0 0
VEREIT INC COM 92339V100 137 16,500 SH   SOLE   16,500 0 0
VERIFONE SYS INC COM 92342y109 16,221 799,836 SH   SOLE   798,437 0 1,399
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 2,213 2,255,000 PRN   SOLE   2,255,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343ead4 5,278 1,695,000 PRN   SOLE   1,695,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,529 51,100 SH   SOLE   0 0 51,100
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763waa1 5,897 5,988,000 PRN   SOLE   5,108,000 0 880,000
VISA INC COM CL A 92826C839 4,103 38,983 SH   SOLE   0 0 38,983
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2,129 74,817 SH   SOLE   0 0 74,817
WABTEC CORP COM 929740108 1,712 22,605 SH   SOLE   8,201 0 14,404
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,923 201,205 SH   SOLE   200,832 0 373
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 2,726 2,493,000 PRN   SOLE   2,493,000 0 0
WELLS FARGO CO NEW COM 949746101 1,040 18,850 SH   SOLE   17,750 0 1,100
WELLS FARGO CO NEW PERP PFD CNV A 949746804 21,766 16,427 SH   SOLE   9,470 0 6,957
WELLTOWER INC 6.50% PFD PREPET 95040Q203 3,718 58,834 SH   SOLE   22,899 0 35,935
WEST CORP COM 952355204 7,149 304,615 SH   SOLE   304,046 0 569
WESTAMERICA BANCORPORATION COM 957090103 16,709 280,629 SH   SOLE   280,126 0 503
WESTERN ALLIANCE BANCORP COM 957638109 25,497 480,349 SH   SOLE   479,470 0 879
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 2,991 3,000,000 PRN   SOLE   3,000,000 0 0
WHITING PETE CORP NEW COM 966387102 142 26,000 SH   SOLE   26,000 0 0
WILEY JOHN & SONS INC CL A 968223206 19,260 359,994 SH   SOLE   359,347 0 647
WILLIAMS COS INC DEL COM 969457100 450 15,000 SH   SOLE   0 0 15,000
WOODWARD INC COM 980745103 12,422 160,061 SH   SOLE   159,775 0 286
WORKDAY INC NOTE 0.750% 7/1 98138hac5 2,261 1,736,000 PRN   SOLE   1,367,000 0 369,000
WPX ENERGY INC PFD SER A CV 98212B202 1,331 25,000 SH   SOLE   25,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 1,144 1,058,000 PRN   SOLE   1,058,000 0 0
XILINX INC COM 983919101 10,696 151,009 SH   SOLE   15,152 0 135,857
XPO LOGISTICS INC NOTE 4.500%10/0 983793aa8 4,641 1,125,000 PRN   SOLE   1,125,000 0 0
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YANDEX NV NOTE 1.125%12/1 98474tab3 1,953 1,958,000 PRN   SOLE   1,623,000 0 335,000
ZEBRA TECHNOLOGIES CORP CL A 989207105 10,768 99,175 SH   SOLE   98,997 0 178
ZILLOW GROUP INC CL A 98954M101 241 6,000 SH   SOLE   6,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1,540 100,000 SH   SOLE   100,000 0 0
ZOETIS INC CL A 98978V103 8,294 130,080 SH   SOLE   13,263 0 116,817