The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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 15,320 384,445 SH   SOLE   383,729 0 716
ABBVIE INC COM 00287Y109 3,720 38,465 SH   SOLE   200 0 38,265
ACADIA HEALTHCARE COMPANY IN COM 00404A109 11,079 339,525 SH   SOLE   338,886 0 639
ACI WORLDWIDE INC COM 004498101 27,028 1,192,228 SH   SOLE   1,190,004 0 2,224
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1,007 1,173,000 PRN   SOLE   1,173,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 662 10,460 SH   SOLE   0 0 10,460
ADOBE SYS INC COM 00724F101 648 3,700 SH   SOLE   0 0 3,700
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5,106 3,400,000 PRN   SOLE   3,400,000 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 603 10,100 SH   SOLE   10,100 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 2,590 1,880,000 PRN   SOLE   1,880,000 0 0
AETNA INC NEW COM 00817Y108 6,524 36,165 SH   SOLE   0 0 36,165
AFFILIATED MANAGERS GROUP COM 008252108 522 2,544 SH   SOLE   2,303 0 241
AFLAC INC COM 001055102 474 5,400 SH   SOLE   0 0 5,400
AIR PRODS & CHEMS INC COM 009158106 660 4,020 SH   SOLE   0 0 4,020
AK STL HLDG CORP COM 001547108 388 68,500 SH   SOLE   68,500 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 8,195 8,139,000 PRN   SOLE   6,457,000 0 1,682,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 940 5,450 SH   SOLE   0 0 5,450
ALLEGION PUB LTD CO ORD SHS G0176J109 652 8,191 SH   SOLE   7,421 0 770
ALLERGAN PLC SHS G0177J108 919 5,621 SH   SOLE   0 0 5,621
ALLETE INC COM NEW 018522300 2,156 29,000 SH   SOLE   0 0 29,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 8,817 8,241,000 PRN   SOLE   7,488,000 0 753,000
ALON USA ENERGY INC NOTE 3.000% 9/1 020520ab8 3,712 2,788,000 PRN   SOLE   1,897,000 0 891,000
ALPHABET INC CAP STK CL A 02079K305 1,171 1,112 SH   SOLE   15 0 1,097
ALPHABET INC CAP STK CL C 02079K107 10,116 9,667 SH   SOLE   210 0 9,457
ALTABA INC COM 021346101 9,006 128,929 SH   SOLE   128,929 0 0
ALTRIA GROUP INC COM 02209S103 10,351 144,957 SH   SOLE   0 0 144,957
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 4,325 5,000,000 PRN   SOLE   5,000,000 0 0
AMAZON COM INC COM 023135106 15,568 13,312 SH   SOLE   1,000 0 12,312
AMERICAN AIRLS GROUP INC COM 02376R102 218 4,184 SH   SOLE   4,184 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 783 25,487 SH   SOLE   0 0 25,487
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917taa2 3,858 3,858,000 PRN   SOLE   2,810,000 0 1,048,000
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 772 750,000 PRN   SOLE   750,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 240 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071h100 17,123 277,965 SH   SOLE   277,395 0 570
AMETEK INC NEW COM 031100100 7,479 103,207 SH   SOLE   15,019 0 88,188
AMPHENOL CORP NEW CL A 032095101 22,895 260,760 SH   SOLE   13,424 0 247,336
ANADARKO PETE CORP COM 032511107 293 5,460 SH   SOLE   0 0 5,460
ANDEAVOR COM 03349M105 813 7,110 SH   SOLE   0 0 7,110
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,733 1,500,000 PRN   SOLE   1,440,000 0 60,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 924 300,000 PRN   SOLE   300,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 9,925 177,522 SH   SOLE   177,522 0 0
APPLE INC COM 037833100 28,552 168,720 SH   SOLE   90 0 168,630
APPLIED INDL TECHNOLOGIES IN COM 03820C105 32,286 474,094 SH   SOLE   473,228 0 866
APPLIED MATLS INC COM 038222105 8,424 164,788 SH   SOLE   15,351 0 149,437
APTIV PLC SHS G6095L109 295 3,480 SH   SOLE   0 0 3,480
ARCONIC INC COM 03965L100 272 10,000 SH   SOLE   10,000 0 0
ARES CAP CORP COM 04010L103 3,259 207,345 SH   SOLE   0 0 207,345
ARES CAP CORP NOTE 4.375% 1/1 04010lam5 3,403 3,330,000 PRN   SOLE   2,849,000 0 481,000
AT&T INC COM 00206R102 4,375 112,525 SH   SOLE   0 0 112,525
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2,294 2,000,000 PRN   SOLE   2,000,000 0 0
B & G FOODS INC NEW COM 05508R106 2,824 80,350 SH   SOLE   0 0 80,350
BANK AMER CORP 7.25%CNV PFD L 060505682 14,880 11,281 SH   SOLE   5,760 0 5,521
BANK AMER CORP COM 060505104 413 14,000 SH   SOLE   3,900 0 10,100
BARNES GROUP INC COM 067806109 25,040 395,769 SH   SOLE   395,055 0 714
BECTON DICKINSON & CO COM 075887109 11,610 54,237 SH   SOLE   4,222 0 50,015
BECTON DICKINSON & CO PFD SHS CONV A 075887208 9,290 159,700 SH   SOLE   159,700 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,571 12 SH   SOLE   0 0 12
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,129 41,010 SH   SOLE   100 0 40,910
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 2,854 2,634,000 PRN   SOLE   2,518,000 0 116,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,779 3,189,000 PRN   SOLE   3,189,000 0 0
BIOTELEMETRY INC COM 090672106 9,712 324,803 SH   SOLE   324,195 0 608
BLACK KNIGHT INC COM 09215C105 2,549 57,746 SH   SOLE   0 0 57,746
BLACKBAUD INC COM 09227Q100 14,981 158,546 SH   SOLE   158,254 0 292
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238eab0 6,507 6,331,000 PRN   SOLE   6,331,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 778 24,290 SH   SOLE   300 0 23,990
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 4,041 3,983,000 PRN   SOLE   3,983,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 4,029 3,400,000 PRN   SOLE   3,400,000 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394af0 276 250,000 PRN   SOLE   250,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463aa2 5,327 5,340,000 PRN   SOLE   3,471,000 0 1,869,000
BRUKER CORP COM 116794108 17,335 505,092 SH   SOLE   504,152 0 940
BUCKLE INC COM 118440106 11,067 465,997 SH   SOLE   465,152 0 845
BUNGE LIMITED COM G16962105 7,379 110,000 SH Put SOLE   110,000 0 0
BURLINGTON STORES INC COM 122017106 13,876 112,783 SH   SOLE   112,579 0 204
CABOT OIL & GAS CORP COM 127097103 267 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 9,694 5,000,000 PRN   SOLE   5,000,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 7,141 6,769,000 PRN   SOLE   6,149,000 0 620,000
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 711 794,000 PRN   SOLE   794,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 528 28,500 SH   SOLE   28,500 0 0
CARRIZO OIL & GAS INC COM 144577103 10,929 513,574 SH   SOLE   512,631 0 943
CBS CORP NEW CL B 124857202 6,197 105,029 SH   SOLE   0 0 105,029
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,830 28,165 SH   SOLE   225 0 27,940
CELGENE CORP COM 151020104 822 7,875 SH   SOLE   5,350 0 2,525
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 15,008 14,404,000 PRN   SOLE   12,368,000 0 2,036,000
CEMEX SAB DE CV NOTE 3.750% 3/1 151290bc6 1,272 1,250,000 PRN   SOLE   1,250,000 0 0
CENTENE CORP DEL COM 15135B101 11,701 115,987 SH   SOLE   6,155 0 109,832
CENTERPOINT ENERGY INC COM 15189T107 1,062 37,450 SH   SOLE   0 0 37,450
CHEESECAKE FACTORY INC COM 163072101 8,859 183,883 SH   SOLE   183,543 0 340
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,508 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 81 82,000 PRN   SOLE   7,000 0 75,000
CHEVRON CORP NEW COM 166764100 6,104 48,754 SH   SOLE   0 0 48,754
CIENA CORP DEBT 4.000%12/1 171779ak7 919 704,000 PRN   SOLE   704,000 0 0
CIENA CORP NOTE 3.750%10/1 171779aj0 2,990 2,561,000 PRN   SOLE   2,561,000 0 0
CITIGROUP INC COM NEW 172967424 653 8,770 SH   SOLE   0 0 8,770
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,433 2,650,000 PRN   SOLE   2,650,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 328 300,000 PRN   SOLE   300,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 679 500,000 PRN   SOLE   500,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 4,780 4,619,000 PRN   SOLE   4,119,000 0 500,000
COLONY NORTHSTAR INC CL A COM 19625W104 3,290 288,322 SH   SOLE   0 0 288,322
COMCAST CORP NEW CL A 20030N101 1,779 44,408 SH   SOLE   0 0 44,408
COMMERCIAL METALS CO COM 201723103 12,670 594,271 SH   SOLE   593,201 0 1,070
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 251 14,800 SH   SOLE   0 0 14,800
COMPASS MINERALS INTL INC COM 20451N101 12,229 169,266 SH   SOLE   168,945 0 321
CONOCOPHILLIPS COM 20825C104 989 18,025 SH   SOLE   0 0 18,025
CONSOLIDATED EDISON INC COM 209115104 637 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 10,861 47,519 SH   SOLE   5,240 0 42,279
CONTROL4 CORP COM 21240D107 6,129 205,946 SH   SOLE   205,547 0 399
CORELOGIC INC COM 21871D103 20,332 439,988 SH   SOLE   439,193 0 795
CORESITE RLTY CORP COM 21870Q105 13,197 115,861 SH   SOLE   115,644 0 217
CORNERSTONE ONDEMAND INC COM 21925Y103 22,878 647,550 SH   SOLE   646,322 0 1,228
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925yab9 6,198 6,225,000 PRN   SOLE   5,361,000 0 864,000
COUSINS PPTYS INC COM 222795106 24,750 2,675,692 SH   SOLE   2,670,714 0 4,978
CRACKER BARREL OLD CTRY STOR COM 22410J106 10,536 66,312 SH   SOLE   66,194 0 118
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,847 3,400 SH   SOLE   3,400 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 3,819 3,500,000 PRN   SOLE   3,500,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,408 3,237,000 PRN   SOLE   2,657,000 0 580,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3,173 3,100,000 PRN   SOLE   2,850,000 0 250,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,678 1,500,000 PRN   SOLE   1,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 27,240 287,797 SH   SOLE   200,782 0 87,015
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,011 131,980 SH   SOLE   131,980 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 557 423,000 PRN   SOLE   423,000 0 0
DANAHER CORP DEL COM 235851102 19,361 208,589 SH   SOLE   14,034 0 194,555
DECKERS OUTDOOR CORP COM 243537107 20,776 258,892 SH   SOLE   258,440 0 452
DEPOMED INC NOTE 2.500% 9/0 249908aa2 3,257 3,871,000 PRN   SOLE   3,871,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 828 19,990 SH   SOLE   0 0 19,990
DIPLOMAT PHARMACY INC COM 25456K101 4,589 228,671 SH   SOLE   228,274 0 397
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 11,763 10,800,000 PRN   SOLE   10,800,000 0 0
DISNEY WALT CO COM DISNEY 254687106 10,800 100,457 SH   SOLE   5,523 0 94,934
DOMINION ENERGY INC COM 25746U109 677 8,355 SH   SOLE   0 0 8,355
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1,035 20,000 SH   SOLE   20,000 0 0
DOWDUPONT INC COM 26078J100 5,573 78,252 SH   SOLE   250 0 78,002
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,857 39,737 SH   SOLE   0 0 39,737
DRIL-QUIP INC COM 262037104 7,261 152,220 SH   SOLE   151,929 0 291
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 7,932 6,080,000 PRN   SOLE   6,080,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 5,994 5,797,000 PRN   SOLE   5,049,000 0 748,000
EDUCATION RLTY TR INC COM NEW 28140H203 23,675 677,969 SH   SOLE   676,702 0 1,267
ELECTRONIC ARTS INC COM 285512109 1,135 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 7,650 7,896,000 PRN   SOLE   6,851,000 0 1,045,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,179 5,550,000 PRN   SOLE   5,550,000 0 0
ENDOLOGIX INC COM 29266s106 6,540 1,222,421 SH   SOLE   1,220,248 0 2,173
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2,792 2,878,000 PRN   SOLE   1,959,000 0 919,000
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 4,505 5,035,000 PRN   SOLE   5,035,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,294 86,546 SH   SOLE   0 0 86,546
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2,315 2,227,000 PRN   SOLE   1,788,000 0 439,000
EPR PPTYS CONV PFD 9% SR E 26884U307 3,593 98,800 SH   SOLE   0 0 98,800
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 955 1,000,000 PRN   SOLE   1,000,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 808 6,750 SH   SOLE   6,750 0 0
EXXON MOBIL CORP COM 30231G102 3,395 40,585 SH   SOLE   0 0 40,585
EZCORP INC NOTE 2.625% 6/1 302301ab2 6,394 6,221,000 PRN   SOLE   5,369,000 0 852,000
FACEBOOK INC CL A 30303M102 5,263 29,825 SH   SOLE   0 0 29,825
FCB FINL HLDGS INC CL A 30255G103 528 10,400 SH   SOLE   0 0 10,400
FERRARI N V COM N3167Y103 414 3,950 SH   SOLE   3,750 0 200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,742 120,850 SH   SOLE   0 0 120,850
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 10,978 3,587,000 PRN   SOLE   3,587,000 0 0
FINISAR CORP COM NEW 31787A507 285 14,000 SH   SOLE   14,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 3,536 3,510,000 PRN   SOLE   2,696,000 0 814,000
FINISAR CORP NOTE 0.500%12/1 31787aap6 2,099 2,250,000 PRN   SOLE   2,250,000 0 0
FIREEYE INC COM 31816Q101 327 23,000 SH   SOLE   23,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 7,963 8,471,000 PRN   SOLE   7,586,000 0 885,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,107 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 396 5,500 SH   SOLE   5,500 0 0
FISERV INC COM 337738108 954 7,279 SH   SOLE   6,594 0 685
FLEXION THERAPEUTICS INC COM 33938J106 1,252 50,000 SH Put SOLE   50,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 2,081 2,000,000 PRN   SOLE   1,865,000 0 135,000
FORTIVE CORP COM 34959J108 12,186 168,428 SH   SOLE   18,045 0 150,383
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9,466 608,742 SH   SOLE   607,624 0 1,118
FRANCO NEVADA CORP COM 351858105 10,090 126,203 SH   SOLE   5,458 0 120,745
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 144 21,250 SH   SOLE   21,250 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 968 93,504 SH   SOLE   93,504 0 0
FULTON FINL CORP PA COM 360271100 22,228 1,241,799 SH   SOLE   1,239,515 0 2,284
GENESEE & WYO INC CL A 371559105 43,871 557,234 SH   SOLE   365,404 0 191,830
G-III APPAREL GROUP LTD COM 36237H101 21,230 575,508 SH   SOLE   574,436 0 1,072
GILEAD SCIENCES INC COM 375558103 662 9,235 SH   SOLE   0 0 9,235
GOLDMAN SACHS GROUP INC COM 38141G104 461 1,810 SH   SOLE   0 0 1,810
GOPRO INC CL A 38268T103 378 50,000 SH Put SOLE   50,000 0 0
GRAMERCY PPTY TR COM NEW 385002308 5,114 191,822 SH   SOLE   0 0 191,822
GREENBRIER COS INC NOTE 3.500% 4/0 393657ah4 9,864 6,566,000 PRN   SOLE   6,364,000 0 202,000
GROUP 1 AUTOMOTIVE INC COM 398905109 9,784 137,863 SH   SOLE   137,609 0 254
HARTFORD FINL SVCS GROUP INC COM 416515104 3,095 55,000 SH   SOLE   0 0 55,000
HAWAIIAN HOLDINGS INC COM 419879101 438 11,000 SH   SOLE   11,000 0 0
HEALTHCARE SVCS GRP INC COM 421906108 26,467 502,029 SH   SOLE   501,110 0 919
HEICO CORP NEW CL A 422806208 31,160 394,180 SH   SOLE   100 0 394,080
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8,471 8,431,000 PRN   SOLE   6,646,000 0 1,785,000
HESS CORP COM 42809H107 949 20,000 SH Put SOLE   20,000 0 0
HMS HLDGS CORP COM 40425J101 21,046 1,241,654 SH   SOLE   1,239,347 0 2,307
HOME DEPOT INC COM 437076102 1,040 5,486 SH   SOLE   0 0 5,486
HONEYWELL INTL INC COM 438516106 5,385 35,111 SH   SOLE   0 0 35,111
HORACE MANN EDUCATORS CORP N COM 440327104 10,870 246,482 SH   SOLE   246,023 0 459
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5,835 6,278,000 PRN   SOLE   6,278,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 22,482 15,788 SH   SOLE   7,744 0 8,044
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 6,789 7,213,000 PRN   SOLE   5,934,000 0 1,279,000
IAC INTERACTIVECORP COM 44919P508 7,335 59,985 SH   SOLE   0 0 59,985
IBERIABANK CORP COM 450828108 21,079 271,990 SH   SOLE   271,486 0 504
ICON PLC SHS G4705A100 28,316 252,483 SH   SOLE   252,015 0 468
IDACORP INC COM 451107106 32,027 350,553 SH   SOLE   349,893 0 660
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 4,161 4,722,000 PRN   SOLE   4,080,000 0 642,000
ILG INC COM 44967H101 11,489 403,403 SH   SOLE   402,654 0 749
ILLINOIS TOOL WKS INC COM 452308109 241 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC NOTE 6/1 452327af6 2,703 2,487,000 PRN   SOLE   1,744,000 0 743,000
IMMUNOGEN INC COM 45253H101 80 12,500 SH   SOLE   12,500 0 0
INC RESH HLDGS INC CL A 45329R109 20,487 469,886 SH   SOLE   469,004 0 882
INCYTE CORP COM 45337C102 246 2,600 SH   SOLE   2,600 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 2,543 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 165 26,000 SH   SOLE   26,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667gab9 3,057 3,059,000 PRN   SOLE   2,305,000 0 754,000
INGEVITY CORP COM 45688C107 12,183 172,880 SH   SOLE   172,551 0 329
INPHI CORP NOTE 0.750% 9/0 45772fac1 498 500,000 PRN   SOLE   500,000 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 2,901 2,500,000 PRN   SOLE   2,500,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784paf8 1,743 1,335,000 PRN   SOLE   1,335,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4,029 3,600,000 PRN   SOLE   3,600,000 0 0
INTEL CORP COM 458140100 300 6,504 SH   SOLE   5,250 0 1,254
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1,183 1,476,000 PRN   SOLE   1,476,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,567 121,418 SH   SOLE   200 0 121,218
INTERNATIONAL BUSINESS MACHS COM 459200101 640 4,173 SH   SOLE   0 0 4,173
INTUIT COM 461202103 719 4,555 SH   SOLE   65 0 4,490
INVESTORS BANCORP INC NEW COM 46146L101 208 15,000 SH   SOLE   0 0 15,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1,512 1,300,000 PRN   SOLE   1,300,000 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 7,918 75,000 SH Put SOLE   75,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 30,492 200,000 SH Put SOLE   200,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7,224 6,843,000 PRN   SOLE   6,843,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 233 3,540 SH   SOLE   0 0 3,540
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 1,988 1,981,000 PRN   SOLE   1,981,000 0 0
JD COM INC SPON ADR CL A 47215P106 471 11,360 SH   SOLE   0 0 11,360
JETBLUE AIRWAYS CORP COM 477143101 290 13,000 SH   SOLE   13,000 0 0
JOHNSON & JOHNSON COM 478160104 12,965 92,795 SH   SOLE   100 0 92,695
JONES ENERGY INC COM CL A 48019R108 84 76,700 SH   SOLE   76,700 0 0
JPMORGAN CHASE & CO COM 46625H100 24,858 232,444 SH   SOLE   13,071 0 219,373
K12 INC COM 48273u102 18,922 1,190,091 SH   SOLE   1,187,880 0 2,211
KB HOME NOTE 1.375% 2/0 48666kas8 3,242 2,633,000 PRN   SOLE   2,041,000 0 592,000
KEYW HLDG CORP NOTE 2.500% 7/1 493723aa8 5,033 5,500,000 PRN   SOLE   4,841,000 0 659,000
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KKR & CO L P DEL COM UNITS 48248M102 2,544 120,798 SH   SOLE   0 0 120,798
KNOWLES CORP NOTE 3.250%11/0 49926dab5 3,331 3,000,000 PRN   SOLE   3,000,000 0 0
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LAZARD LTD SHS A G54050102 4,738 90,253 SH   SOLE   0 0 90,253
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 852 743,000 PRN   SOLE   743,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220kad0 5,117 2,800,000 PRN   SOLE   2,800,000 0 0
LITTELFUSE INC COM 537008104 36,698 185,510 SH   SOLE   136,159 0 49,351
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034aj8 2,940 2,272,000 PRN   SOLE   1,749,000 0 523,000
LKQ CORP COM 501889208 31,064 763,796 SH   SOLE   762,365 0 1,431
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,733 27,000 SH   SOLE   4,500 0 22,500
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 4,961 4,814,000 PRN   SOLE   3,744,000 0 1,070,000
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MBIA INC COM 55262C100 132 18,000 SH   SOLE   18,000 0 0
MCDONALDS CORP COM 580135101 4,737 27,521 SH   SOLE   0 0 27,521
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MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,761 3,000,000 PRN   SOLE   3,000,000 0 0
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MGIC INVT CORP WIS COM 552848103 317 22,500 SH   SOLE   22,500 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 8,372 4,916,000 PRN   SOLE   4,916,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 9,502 2,522,000 PRN   SOLE   2,522,000 0 0
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MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855rad2 1,334 969,000 PRN   SOLE   713,000 0 256,000
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MONMOUTH REAL ESTATE INVT CO CL A 609720107 2,436 136,840 SH   SOLE   0 0 136,840
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NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 7,337 7,123,000 PRN   SOLE   6,397,000 0 726,000
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NIKE INC CL B 654106103 2,066 33,025 SH   SOLE   0 0 33,025
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NORTHROP GRUMMAN CORP COM 666807102 1,849 6,025 SH   SOLE   0 0 6,025
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NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,586 3,750,000 PRN   SOLE   3,750,000 0 0
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OIL STS INTL INC COM 678026105 18,014 636,551 SH   SOLE   635,357 0 1,194
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PACKAGING CORP AMER COM 695156109 11,489 95,305 SH   SOLE   95,127 0 178
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 16 19,010 SH   SOLE   0 0 19,010
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POLYONE CORP COM 73179P106 28,194 648,137 SH   SOLE   646,919 0 1,218
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PRESTIGE BRANDS HLDGS INC COM 74112D101 11,234 252,966 SH   SOLE   252,494 0 472
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PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 9,621 6,972,000 PRN   SOLE   6,972,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,428 26,423 SH   SOLE   0 0 26,423
PROOFPOINT INC COM 743424103 2,647 29,800 SH   SOLE   29,800 0 0
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PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 3,535 3,350,000 PRN   SOLE   3,100,000 0 250,000
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PTC INC COM 69370C100 10,031 165,072 SH   SOLE   164,767 0 305
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QUALCOMM INC COM 747525103 3,723 58,150 SH   SOLE   0 0 58,150
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RAYMOND JAMES FINANCIAL INC COM 754730109 44,038 493,147 SH   SOLE   374,675 0 118,472
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RAYTHEON CO COM NEW 755111507 8,836 47,036 SH   SOLE   1,060 0 45,976
REALPAGE INC COM 75606N109 36,669 827,746 SH   SOLE   712,242 0 115,504
RED HAT INC NOTE 0.250%10/0 756577ad4 3,273 1,987,000 PRN   SOLE   1,987,000 0 0
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REPLIGEN CORP COM 759916109 26,744 737,144 SH   SOLE   735,800 0 1,344
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RH COM 74967X103 625 7,250 SH   SOLE   7,250 0 0
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RLJ LODGING TR COM 74965L101 15,708 714,993 SH   SOLE   713,652 0 1,341
ROPER TECHNOLOGIES INC COM 776696106 3,770 14,555 SH   SOLE   4,581 0 9,974
ROVI CORP NOTE 0.500% 3/0 779376ad4 4,598 4,835,000 PRN   SOLE   3,891,000 0 944,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 6,037 90,495 SH   SOLE   3 0 90,492
RTW HLDGS INC NOTE 5.625%11/1 749772ab5 610 600,000 PRN   SOLE   600,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 8,912 372,898 SH   SOLE   372,200 0 698
RYLAND GROUP INC NOTE 0.250% 6/0 783764as2 3,488 3,458,000 PRN   SOLE   2,644,000 0 814,000
RYLAND GROUP INC NOTE 1.625% 5/1 783764aq6 9,218 5,126,000 PRN   SOLE   5,126,000 0 0
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SCHEIN HENRY INC COM 806407102 1,177 16,840 SH   SOLE   0 0 16,840
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,269 5,188,000 PRN   SOLE   4,120,000 0 1,068,000
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SEMTECH CORP COM 816850101 8,298 242,634 SH   SOLE   242,180 0 454
SENSIENT TECHNOLOGIES CORP COM 81725T100 13,168 180,014 SH   SOLE   179,685 0 329
SERVICENOW INC NOTE 11/0 81762pab8 2,908 1,645,000 PRN   SOLE   1,580,000 0 65,000
SHERWIN WILLIAMS CO COM 824348106 6,367 15,528 SH   SOLE   0 0 15,528
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,203 3,000,000 PRN   SOLE   3,000,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568pab2 6,864 6,898,000 PRN   SOLE   5,545,000 0 1,353,000
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SLM CORP COM 78442P106 2,014 178,200 SH   SOLE   0 0 178,200
SM ENERGY CO COM 78454L100 16,854 763,310 SH   SOLE   761,927 0 1,383
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SOLARCITY CORP NOTE 1.625%11/0 83416tac4 3,522 3,787,000 PRN   SOLE   3,045,000 0 742,000
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SPDR SERIES TRUST S&P BK ETF 78464A797 343 7,250 SH   SOLE   7,250 0 0
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SS&C TECHNOLOGIES HLDGS INC COM 78467J100 24,696 610,084 SH   SOLE   608,984 0 1,100
STANDARD MTR PRODS INC COM 853666105 7,314 162,848 SH   SOLE   162,543 0 305
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 3,685 30,000 SH   SOLE   30,000 0 0
STARBUCKS CORP COM 855244109 204 3,555 SH   SOLE   0 0 3,555
STERICYCLE INC DEP PFD A 1/10 858912207 1,286 24,195 SH   SOLE   24,195 0 0
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SYMANTEC CORP COM 871503108 2,001 71,303 SH   SOLE   10,728 0 60,575
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SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 2,931 3,231,000 PRN   SOLE   2,395,000 0 836,000
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TCP CAP CORP NOTE 4.625% 3/0 87238qad5 1,538 1,500,000 PRN   SOLE   1,500,000 0 0
TECH DATA CORP COM 878237106 245 2,500 SH   SOLE   2,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 29,148 160,905 SH   SOLE   160,612 0 293
TERADYNE INC NOTE 1.250%12/1 880770ag7 1,431 1,000,000 PRN   SOLE   1,000,000 0 0
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THERAVANCE INC NOTE 2.125% 1/1 88338tab0 2,198 2,220,000 PRN   SOLE   2,220,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,664 29,827 SH   SOLE   0 0 29,827
TIFFANY & CO NEW COM 886547108 3,345 32,180 SH   SOLE   75 0 32,105
TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 4,187 4,208,000 PRN   SOLE   3,753,000 0 455,000
TRANSDIGM GROUP INC COM 893641100 275 1,000 SH   SOLE   0 0 1,000
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 3,206 2,036,000 PRN   SOLE   1,588,000 0 448,000
TTM TECHNOLOGIES INC COM 87305R109 157 10,000 SH   SOLE   10,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 3,433 2,000,000 PRN   SOLE   2,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 4,718 4,250,000 PRN   SOLE   4,250,000 0 0
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UNITED PARCEL SERVICE INC CL B 911312106 252 2,115 SH   SOLE   0 0 2,115
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VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2,352 73,733 SH   SOLE   0 0 73,733
WATTS WATER TECHNOLOGIES INC CL A 942749102 16,590 218,432 SH   SOLE   218,027 0 405
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ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1,880 100,000 SH   SOLE   100,000 0 0
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