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 17,753 380,975 SH   SOLE   380,334 0 641
ABBVIE INC COM 00287Y109 3,627 38,320 SH   SOLE   200 0 38,120
ACADIA HEALTHCARE COMPANY IN COM 00404A109 15,886 405,466 SH   SOLE   404,780 0 686
ACETO CORP NOTE 2.000%11/0 004446ad2 881 1,000,000 PRN   SOLE   1,000,000 0 0
ACI WORLDWIDE INC COM 004498101 28,130 1,185,917 SH   SOLE   1,183,931 0 1,986
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1,075 1,173,000 PRN   SOLE   1,173,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 687 10,180 SH   SOLE   0 0 10,180
ADOBE SYS INC COM 00724F101 799 3,700 SH   SOLE   0 0 3,700
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 4,988 3,400,000 PRN   SOLE   3,400,000 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 651 12,000 SH   SOLE   12,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3,029 2,380,000 PRN   SOLE   2,380,000 0 0
AETNA INC NEW COM 00817Y108 9,433 55,818 SH   SOLE   20,000 0 35,818
AFFILIATED MANAGERS GROUP COM 008252108 513 2,705 SH   SOLE   2,410 0 295
AFLAC INC COM 001055102 473 10,800 SH   SOLE   0 0 10,800
AGILENT TECHNOLOGIES INC COM 00846U101 422 6,311 SH   SOLE   6,311 0 0
AIR PRODS & CHEMS INC COM 009158106 639 4,020 SH   SOLE   0 0 4,020
AK STL HLDG CORP COM 001547108 102 22,500 SH   SOLE   22,500 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 9,385 9,139,000 PRN   SOLE   7,457,000 0 1,682,000
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3,910 4,250,000 PRN   SOLE   4,250,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 988 5,385 SH   SOLE   0 0 5,385
ALLEGION PUB LTD CO ORD SHS G0176J109 4,479 52,515 SH   SOLE   10,861 0 41,654
ALLERGAN PLC SHS G0177J108 2,797 16,621 SH   SOLE   11,100 0 5,521
ALLETE INC COM NEW 018522300 2,095 29,000 SH   SOLE   0 0 29,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 9,286 9,241,000 PRN   SOLE   8,488,000 0 753,000
ALON USA ENERGY INC NOTE 3.000% 9/1 020520ab8 4,257 2,788,000 PRN   SOLE   1,897,000 0 891,000
ALPHABET INC CAP STK CL A 02079K305 1,143 1,102 SH   SOLE   15 0 1,087
ALPHABET INC CAP STK CL C 02079K107 8,638 8,372 SH   SOLE   510 0 7,862
ALTABA INC COM 021346101 16,950 228,929 SH   SOLE   228,929 0 0
ALTRIA GROUP INC COM 02209S103 8,875 142,406 SH   SOLE   0 0 142,406
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 5,166 5,000,000 PRN   SOLE   5,000,000 0 0
AMAZON COM INC COM 023135106 18,080 12,492 SH   SOLE   1,662 0 10,830
AMERICAN AIRLS GROUP INC COM 02376R102 438 8,434 SH   SOLE   8,434 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 748 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 1,521 1,500,000 PRN   SOLE   1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 245 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071h100 15,218 275,445 SH   SOLE   274,913 0 532
AMETEK INC NEW COM 031100100 10,769 141,748 SH   SOLE   18,465 0 123,283
AMICUS THERAPEUTICS INC COM 03152W109 211 14,000 SH   SOLE   14,000 0 0
AMPHENOL CORP NEW CL A 032095101 22,029 255,767 SH   SOLE   14,058 0 241,709
ANADARKO PETE CORP COM 032511107 330 5,460 SH   SOLE   0 0 5,460
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,645 1,500,000 PRN   SOLE   1,440,000 0 60,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 907 300,000 PRN   SOLE   300,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 9,542 177,522 SH   SOLE   177,522 0 0
APPLE INC COM 037833100 31,976 190,584 SH   SOLE   8,074 0 182,510
APPLIED INDL TECHNOLOGIES IN COM 03820C105 31,618 433,715 SH   SOLE   432,982 0 733
APPLIED MATLS INC COM 038222105 9,400 169,029 SH   SOLE   16,070 0 152,959
APTIV PLC SHS G6095L109 292 3,440 SH   SOLE   0 0 3,440
ARCONIC INC COM 03965L100 242 10,500 SH   SOLE   10,500 0 0
ARES CAP CORP COM 04010L103 3,291 207,345 SH   SOLE   0 0 207,345
ARES CAP CORP NOTE 4.375% 1/1 04010lam5 4,896 4,830,000 PRN   SOLE   4,349,000 0 481,000
ASSURANT INC 6.50% CONV PFD D 04621x207 3,425 33,000 SH   SOLE   33,000 0 0
AT&T INC COM 00206R102 358 10,035 SH   SOLE   0 0 10,035
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2,286 2,000,000 PRN   SOLE   2,000,000 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 80 11,000 SH   SOLE   11,000 0 0
B & G FOODS INC NEW COM 05508R106 1,904 80,350 SH   SOLE   0 0 80,350
BANK AMER CORP 7.25%CNV PFD L 060505682 16,184 12,551 SH   SOLE   6,308 0 6,243
BANK AMER CORP COM 060505104 967 32,250 SH   SOLE   22,150 0 10,100
BARNES GROUP INC COM 067806109 23,599 394,043 SH   SOLE   393,384 0 659
BECTON DICKINSON & CO COM 075887109 12,445 57,429 SH   SOLE   5,863 0 51,566
BECTON DICKINSON & CO PFD SHS CONV A 075887208 11,184 192,500 SH   SOLE   192,500 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,589 12 SH   SOLE   0 0 12
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,141 40,813 SH   SOLE   100 0 40,713
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 3,319 3,234,000 PRN   SOLE   3,118,000 0 116,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,519 3,189,000 PRN   SOLE   3,189,000 0 0
BIOTELEMETRY INC COM 090672106 9,994 321,864 SH   SOLE   321,323 0 541
BLACK KNIGHT INC COM 09215C105 2,728 57,912 SH   SOLE   0 0 57,912
BLACKBAUD INC COM 09227Q100 15,998 157,131 SH   SOLE   156,865 0 266
BLACKLINE INC COM 09239B109 5,031 128,319 SH   SOLE   128,114 0 205
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 770 24,115 SH   SOLE   300 0 23,815
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3,928 3,983,000 PRN   SOLE   3,983,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 3,887 3,400,000 PRN   SOLE   3,400,000 0 0
BLINK CHARGING CO *W EXP 01/31/202 09354A118 21 48,588 SH   SOLE   48,588 0 0
BLINK CHARGING CO COM 09354A100 67 24,294 SH   SOLE   24,294 0 0
BOEING CO COM 097023105 623 1,900 SH   SOLE   1,850 0 50
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 16,373 547,219 SH   SOLE   546,288 0 931
BUCKLE INC COM 118440106 12,888 581,852 SH   SOLE   580,870 0 982
BURLINGTON STORES INC COM 122017106 12,657 95,060 SH   SOLE   94,899 0 161
CABOT OIL & GAS CORP COM 127097103 224 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 8,732 5,000,000 PRN   SOLE   5,000,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 6,098 5,709,000 PRN   SOLE   5,089,000 0 620,000
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 2,612 2,807,000 PRN   SOLE   2,669,000 0 138,000
CARRIZO OIL & GAS INC COM 144577103 8,906 556,617 SH   SOLE   555,761 0 856
CBS CORP NEW CL B 124857202 5,381 104,709 SH   SOLE   0 0 104,709
CEDAR FAIR L P DEPOSITRY UNIT 150185106 887 13,890 SH   SOLE   225 0 13,665
CELGENE CORP COM 151020104 645 7,230 SH   SOLE   4,800 0 2,430
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 14,957 14,404,000 PRN   SOLE   12,368,000 0 2,036,000
CENTENE CORP DEL COM 15135B101 13,597 127,229 SH   SOLE   11,122 0 116,107
CENTERPOINT ENERGY INC COM 15189T107 1,026 37,450 SH   SOLE   0 0 37,450
CHEESECAKE FACTORY INC COM 163072101 8,786 182,201 SH   SOLE   181,895 0 306
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,652 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 79 81,000 PRN   SOLE   7,000 0 74,000
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 4,753 5,517,000 PRN   SOLE   5,517,000 0 0
CHEVRON CORP NEW COM 166764100 6,366 55,824 SH   SOLE   0 0 55,824
CIENA CORP DEBT 4.000%12/1 171779ak7 990 704,000 PRN   SOLE   704,000 0 0
CIENA CORP NOTE 3.750%10/1 171779aj0 3,381 2,561,000 PRN   SOLE   2,561,000 0 0
CITIGROUP INC COM NEW 172967424 578 8,570 SH   SOLE   0 0 8,570
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,496 2,650,000 PRN   SOLE   2,650,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 5,400 5,000,000 PRN   SOLE   5,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 584 500,000 PRN   SOLE   500,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 1,885 2,000,000 PRN   SOLE   1,505,000 0 495,000
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 5,247 5,619,000 PRN   SOLE   5,119,000 0 500,000
COLONY NORTHSTAR INC CL A COM 19625W104 1,673 297,616 SH   SOLE   12,000 0 285,616
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5,578 5,000,000 PRN   SOLE   4,136,000 0 864,000
COMCAST CORP NEW CL A 20030N101 1,504 44,008 SH   SOLE   0 0 44,008
COMMERCIAL METALS CO COM 201723103 12,049 588,910 SH   SOLE   587,923 0 987
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 246 15,000 SH   SOLE   0 0 15,000
COMPASS MINERALS INTL INC COM 20451N101 11,479 190,366 SH   SOLE   190,042 0 324
CONOCOPHILLIPS COM 20825C104 1,069 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 13,220 58,001 SH   SOLE   5,490 0 52,511
CONTROL4 CORP COM 21240D107 4,383 204,053 SH   SOLE   203,701 0 352
CORELOGIC INC COM 21871D103 19,721 436,019 SH   SOLE   435,287 0 732
CORESITE RLTY CORP COM 21870Q105 11,509 114,789 SH   SOLE   114,595 0 194
CORNERSTONE ONDEMAND INC COM 21925Y103 28,032 716,740 SH   SOLE   715,546 0 1,194
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925yab9 6,724 6,725,000 PRN   SOLE   6,725,000 0 0
COUSINS PPTYS INC COM 222795106 23,011 2,651,054 SH   SOLE   2,646,588 0 4,466
CRACKER BARREL OLD CTRY STOR COM 22410J106 10,547 66,250 SH   SOLE   66,141 0 109
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,790 3,400 SH   SOLE   3,400 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 3,852 3,500,000 PRN   SOLE   3,500,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,491 3,237,000 PRN   SOLE   2,657,000 0 580,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3,753 3,600,000 PRN   SOLE   3,350,000 0 250,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,736 1,500,000 PRN   SOLE   1,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 34,581 326,025 SH   SOLE   221,300 0 104,725
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 1,041 742,000 PRN   SOLE   742,000 0 0
DANAHER CORP DEL COM 235851102 20,643 210,841 SH   SOLE   14,704 0 196,137
DECKERS OUTDOOR CORP COM 243537107 17,166 190,671 SH   SOLE   190,347 0 324
DEPOMED INC NOTE 2.500% 9/0 249908aa2 3,165 3,871,000 PRN   SOLE   3,871,000 0 0
DERMIRA INC COM 24983L104 88 11,000 SH   SOLE   11,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 635 19,990 SH   SOLE   0 0 19,990
DIPLOMAT PHARMACY INC COM 25456K101 7,412 367,845 SH   SOLE   367,222 0 623
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 10,418 10,800,000 PRN   SOLE   10,800,000 0 0
DISNEY WALT CO COM DISNEY 254687106 6,975 69,447 SH   SOLE   5,887 0 63,560
DOMINION ENERGY INC COM 25746U109 250 3,710 SH   SOLE   0 0 3,710
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 926 20,000 SH   SOLE   20,000 0 0
DOWDUPONT INC COM 26078J100 5,167 81,108 SH   SOLE   2,500 0 78,608
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,704 39,737 SH   SOLE   0 0 39,737
DRIL-QUIP INC COM 262037104 6,758 150,838 SH   SOLE   150,580 0 258
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 7,716 6,080,000 PRN   SOLE   6,080,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 6,688 6,547,000 PRN   SOLE   5,799,000 0 748,000
EDUCATION RLTY TR INC COM NEW 28140H203 23,063 704,212 SH   SOLE   703,025 0 1,187
ELECTRONIC ARTS INC COM 285512109 1,309 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8,402 8,646,000 PRN   SOLE   7,601,000 0 1,045,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,383 5,550,000 PRN   SOLE   5,550,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1,753 1,500,000 PRN   SOLE   1,500,000 0 0
ENDOLOGIX INC COM 29266s106 5,124 1,211,402 SH   SOLE   1,209,372 0 2,030
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2,793 2,874,000 PRN   SOLE   1,959,000 0 915,000
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 4,056 5,035,000 PRN   SOLE   5,035,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,119 86,546 SH   SOLE   0 0 86,546
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2,463 2,227,000 PRN   SOLE   1,788,000 0 439,000
EPR PPTYS CONV PFD 9% SR E 26884U307 2,843 83,400 SH   SOLE   0 0 83,400
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 1,005 1,000,000 PRN   SOLE   1,000,000 0 0
EXACT SCIENCES CORP COM 30063P105 686 17,000 SH   SOLE   17,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 4,523 5,100,000 PRN   SOLE   5,100,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 845 7,656 SH   SOLE   7,656 0 0
EXXON MOBIL CORP COM 30231G102 2,909 38,985 SH   SOLE   0 0 38,985
EZCORP INC NOTE 2.625% 6/1 302301ab2 7,103 6,717,000 PRN   SOLE   5,869,000 0 848,000
FACEBOOK INC CL A 30303M102 5,057 31,650 SH   SOLE   2,100 0 29,550
FCB FINL HLDGS INC CL A 30255G103 531 10,400 SH   SOLE   0 0 10,400
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,836 120,850 SH   SOLE   0 0 120,850
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 11,222 3,587,000 PRN   SOLE   3,587,000 0 0
FINISAR CORP COM NEW 31787A507 300 19,000 SH   SOLE   19,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 3,963 4,010,000 PRN   SOLE   3,196,000 0 814,000
FINISAR CORP NOTE 0.500%12/1 31787aap6 2,034 2,250,000 PRN   SOLE   2,250,000 0 0
FIREEYE INC COM 31816Q101 356 21,000 SH   SOLE   21,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 8,755 9,221,000 PRN   SOLE   8,336,000 0 885,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,121 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 437 5,750 SH   SOLE   5,750 0 0
FISERV INC COM 337738108 1,105 15,494 SH   SOLE   13,816 0 1,678
FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3,071 3,000,000 PRN   SOLE   2,865,000 0 135,000
FORTIVE CORP COM 34959J108 18,223 235,080 SH   SOLE   19,037 0 216,043
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 7,420 674,549 SH   SOLE   673,400 0 1,149
FRANCO NEVADA CORP COM 351858105 11,168 163,302 SH   SOLE   8,289 0 155,013
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 1,061 93,504 SH   SOLE   93,504 0 0
FULTON FINL CORP PA COM 360271100 21,842 1,230,524 SH   SOLE   1,228,461 0 2,063
GENESEE & WYO INC CL A 371559105 42,354 598,302 SH   SOLE   399,132 0 199,170
G-III APPAREL GROUP LTD COM 36237H101 22,323 592,441 SH   SOLE   591,453 0 988
GILEAD SCIENCES INC COM 375558103 621 8,235 SH   SOLE   0 0 8,235
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,058 2,000,000 PRN   SOLE   2,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 443 1,760 SH   SOLE   0 0 1,760
GOPRO INC CL A 38268T103 86 18,000 SH   SOLE   18,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8,535 7,450,000 PRN   SOLE   7,450,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 9,800 149,981 SH   SOLE   149,727 0 254
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 1,720 1,750,000 PRN   SOLE   1,750,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,834 55,000 SH   SOLE   0 0 55,000
HAWAIIAN HOLDINGS INC COM 419879101 387 10,000 SH   SOLE   10,000 0 0
HEALTHCARE SVCS GRP INC COM 421906108 21,630 497,470 SH   SOLE   496,635 0 835
HEICO CORP NEW CL A 422806208 33,870 477,379 SH   SOLE   125 0 477,254
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 11,126 9,181,000 PRN   SOLE   7,396,000 0 1,785,000
HESS CORP DEP PDF SR A 42809H404 2,898 48,500 SH   SOLE   48,500 0 0
HMS HLDGS CORP COM 40425J101 20,719 1,230,345 SH   SOLE   1,228,278 0 2,067
HOME DEPOT INC COM 437076102 978 5,486 SH   SOLE   0 0 5,486
HONEYWELL INTL INC COM 438516106 5,139 35,561 SH   SOLE   0 0 35,561
HORACE MANN EDUCATORS CORP N COM 440327104 11,985 280,362 SH   SOLE   279,890 0 472
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5,788 6,278,000 PRN   SOLE   6,278,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 22,494 1,489,648 SH   SOLE   635,646 0 854,002
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7,545 7,963,000 PRN   SOLE   6,684,000 0 1,279,000
IAC INTERACTIVECORP COM 44919P508 9,377 59,960 SH   SOLE   0 0 59,960
IBERIABANK CORP COM 450828108 21,146 271,108 SH   SOLE   270,655 0 453
ICON PLC SHS G4705A100 29,557 250,187 SH   SOLE   249,758 0 429
IDACORP INC COM 451107106 28,924 327,677 SH   SOLE   327,124 0 553
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 1,674 1,800,000 PRN   SOLE   1,800,000 0 0
ILG INC COM 44967H101 12,435 399,720 SH   SOLE   399,048 0 672
ILLINOIS TOOL WKS INC COM 452308109 226 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC NOTE 6/1 452327af6 2,751 2,487,000 PRN   SOLE   1,744,000 0 743,000
INCYTE CORP COM 45337C102 237 2,850 SH   SOLE   2,850 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 2,238 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 206 19,000 SH   SOLE   19,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667gab9 3,059 3,047,000 PRN   SOLE   2,305,000 0 742,000
INGEVITY CORP COM 45688C107 25,060 340,078 SH   SOLE   264,872 0 75,206
INPHI CORP NOTE 0.750% 9/0 45772fac1 465 500,000 PRN   SOLE   500,000 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 4,521 4,300,000 PRN   SOLE   4,200,000 0 100,000
INSMED INC NOTE 1.750% 1/1 457669aa7 2,836 3,200,000 PRN   SOLE   3,200,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784paf8 2,068 1,335,000 PRN   SOLE   1,335,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4,055 3,600,000 PRN   SOLE   3,600,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140af7 11,394 4,544,000 PRN   SOLE   4,544,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1,192 1,476,000 PRN   SOLE   1,476,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,177 126,539 SH   SOLE   200 0 126,339
INTERNATIONAL BUSINESS MACHS COM 459200101 640 4,173 SH   SOLE   0 0 4,173
INTUIT COM 461202103 790 4,555 SH   SOLE   65 0 4,490
INVESTORS BANCORP INC NEW COM 46146L101 177 13,000 SH   SOLE   0 0 13,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1,534 1,300,000 PRN   SOLE   1,300,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 903 165,000 SH   SOLE   165,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 6,785 6,843,000 PRN   SOLE   6,843,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2,548 2,000,000 PRN   SOLE   2,000,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 209 3,540 SH   SOLE   0 0 3,540
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 2,073 1,981,000 PRN   SOLE   1,981,000 0 0
JD COM INC SPON ADR CL A 47215P106 451 11,140 SH   SOLE   0 0 11,140
JETBLUE AIRWAYS CORP COM 477143101 417 20,500 SH   SOLE   20,500 0 0
JOHNSON & JOHNSON COM 478160104 11,893 92,804 SH   SOLE   100 0 92,704
JONES ENERGY INC COM CL A 48019R108 65 81,700 SH   SOLE   81,700 0 0
JPMORGAN CHASE & CO COM 46625H100 27,655 251,480 SH   SOLE   17,039 0 234,441
K12 INC COM 48273u102 16,721 1,179,222 SH   SOLE   1,177,240 0 1,982
KB HOME NOTE 1.375% 2/0 48666kas8 2,990 2,633,000 PRN   SOLE   2,041,000 0 592,000
KEYW HLDG CORP NOTE 2.500% 7/1 493723aa8 5,841 6,000,000 PRN   SOLE   5,341,000 0 659,000
KINDER MORGAN INC DEL PFD SER A 49456B200 913 29,093 SH   SOLE   29,093 0 0
KKR & CO L P DEL COM UNITS 48248M102 2,452 120,798 SH   SOLE   0 0 120,798
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,076 2,000,000 PRN   SOLE   2,000,000 0 0
KRAFT HEINZ CO COM 500754106 5,306 85,183 SH   SOLE   0 0 85,183
LAZARD LTD SHS A G54050102 4,696 89,336 SH   SOLE   0 0 89,336
LENNAR CORP CL A 526057104 3,385 57,431 SH   SOLE   57,431 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229af9 2,834 2,700,000 PRN   SOLE   2,700,000 0 0
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LITTELFUSE INC COM 537008104 35,883 172,367 SH   SOLE   135,938 0 36,429
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LKQ CORP COM 501889208 25,148 662,669 SH   SOLE   661,542 0 1,127
LOCKHEED MARTIN CORP COM 539830109 237 700 SH   SOLE   700 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 3,543 2,800,000 PRN   SOLE   2,800,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,036 82,200 SH   SOLE   25,000 0 57,200
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4,523 5,075,000 PRN   SOLE   5,075,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5,261 5,314,000 PRN   SOLE   4,244,000 0 1,070,000
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MASCO CORP COM 574599106 404 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,304 27,521 SH   SOLE   0 0 27,521
MEDICINES CO NOTE 2.500% 1/1 584688ae5 2,540 2,200,000 PRN   SOLE   2,200,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,896 3,000,000 PRN   SOLE   3,000,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471aab1 421 375,000 PRN   SOLE   216,000 0 159,000
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MGIC INVT CORP WIS COM 552848103 780 60,000 SH   SOLE   60,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 6,860 75,092 SH   SOLE   5,193 0 69,899
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10,501 5,916,000 PRN   SOLE   5,916,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 11,388 9,600,000 PRN   SOLE   9,600,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 7,258 1,522,000 PRN   SOLE   1,522,000 0 0
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MONDELEZ INTL INC CL A 609207105 3,546 84,964 SH   SOLE   0 0 84,964
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,302 86,550 SH   SOLE   0 0 86,550
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NATIONAL INSTRS CORP COM 636518102 8,412 166,335 SH   SOLE   166,055 0 280
NAVIENT CORPORATION COM 63938C108 1,703 129,800 SH   SOLE   0 0 129,800
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NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934eaq1 3,687 3,639,000 PRN   SOLE   3,639,000 0 0
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NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 8,326 8,123,000 PRN   SOLE   7,397,000 0 726,000
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NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2,290 46,366 SH   SOLE   46,366 0 0
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NEXTERA ENERGY INC COM 65339F101 7,044 43,130 SH   SOLE   0 0 43,130
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NIC INC COM 62914b100 8,912 670,063 SH   SOLE   668,926 0 1,137
NICE SYS INC NOTE 1.250% 1/1 65366hab9 372 300,000 PRN   SOLE   300,000 0 0
NIKE INC CL B 654106103 2,194 33,025 SH   SOLE   0 0 33,025
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NOVAVAX INC NOTE 3.750% 2/0 670002ab0 710 1,000,000 PRN   SOLE   1,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 8,654 1,426,000 PRN   SOLE   1,426,000 0 0
NOVO-NORDISK A S ADR 670100205 5,229 106,175 SH   SOLE   0 0 106,175
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,565 3,750,000 PRN   SOLE   3,750,000 0 0
NUVASIVE INC COM 670704105 274 5,250 SH   SOLE   5,250 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 2,534 2,300,000 PRN   SOLE   2,300,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066gac8 2,023 175,000 PRN   SOLE   175,000 0 0
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NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952qab6 6,424 5,170,000 PRN   SOLE   5,170,000 0 0
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OIL STS INTL INC COM 678026105 16,530 630,928 SH   SOLE   629,869 0 1,059
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ORION ENGINEERED CARBONS S A COM L72967109 1,222 45,110 SH   SOLE   650 0 44,460
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,269 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 4,590 5,000,000 PRN   SOLE   5,000,000 0 0
PACKAGING CORP AMER COM 695156109 7,134 63,305 SH   SOLE   63,200 0 105
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 21 19,010 SH   SOLE   0 0 19,010
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PDC ENERGY INC COM 69327R101 270 5,500 SH   SOLE   5,500 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 2,912 2,986,000 PRN   SOLE   2,986,000 0 0
PEPSICO INC COM 713448108 481 4,404 SH   SOLE   0 0 4,404
PERFORMANCE FOOD GROUP CO COM 71377A103 13,110 439,207 SH   SOLE   438,470 0 737
PFIZER INC COM 717081103 3,230 91,019 SH   SOLE   0 0 91,019
PHILIP MORRIS INTL INC COM 718172109 9,240 92,957 SH   SOLE   0 0 92,957
PLATFORM SPECIALTY PRODS COR COM 72766Q105 436 45,300 SH   SOLE   0 0 45,300
POLYONE CORP COM 73179P106 28,248 664,343 SH   SOLE   663,226 0 1,117
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 7,706 7,985,000 PRN   SOLE   7,008,000 0 977,000
PRESTIGE BRANDS HLDGS INC COM 74112D101 11,025 326,953 SH   SOLE   326,406 0 547
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 11,207 6,972,000 PRN   SOLE   6,972,000 0 0
PROCTER AND GAMBLE CO COM 742718109 918 11,582 SH   SOLE   0 0 11,582
PROOFPOINT INC COM 743424103 3,038 26,731 SH   SOLE   26,731 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424ad5 1,391 950,000 PRN   SOLE   950,000 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 3,810 3,350,000 PRN   SOLE   3,100,000 0 250,000
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PTC INC COM 69370C100 7,747 99,303 SH   SOLE   99,135 0 168
QUAKER CHEM CORP COM 747316107 33,677 227,350 SH   SOLE   181,023 0 46,327
QUALCOMM INC COM 747525103 3,361 60,650 SH   SOLE   2,500 0 58,150
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 3,035 3,000,000 PRN   SOLE   3,000,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 37,366 417,915 SH   SOLE   294,826 0 123,089
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RAYTHEON CO COM NEW 755111507 13,096 60,680 SH   SOLE   60 0 60,620
REALPAGE INC COM 75606N109 36,832 715,190 SH   SOLE   648,295 0 66,895
RED HAT INC NOTE 0.250%10/0 756577ad4 4,036 1,987,000 PRN   SOLE   1,987,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,939 2,000,000 PRN   SOLE   2,000,000 0 0
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REPLIGEN CORP COM 759916109 27,571 762,044 SH   SOLE   760,794 0 1,250
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RLI CORP COM 749607107 16,925 267,002 SH   SOLE   221,833 0 45,169
RLJ LODGING TR COM 74965L101 13,771 708,394 SH   SOLE   707,194 0 1,200
ROPER TECHNOLOGIES INC COM 776696106 4,614 16,438 SH   SOLE   4,800 0 11,638
ROVI CORP NOTE 0.500% 3/0 779376ad4 5,167 5,335,000 PRN   SOLE   4,391,000 0 944,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,530 118,002 SH   SOLE   0 0 118,002
RTW HLDGS INC NOTE 5.625%11/1 749772ab5 606 600,000 PRN   SOLE   600,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,289 407,562 SH   SOLE   406,873 0 689
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 510 64,500 SH   SOLE   0 0 64,500
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,363 5,188,000 PRN   SOLE   4,120,000 0 1,068,000
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SELECT SECTOR SPDR TR ENERGY 81369Y506 253 3,750 SH   SOLE   3,750 0 0
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SERVICENOW INC NOTE 11/0 81762pab8 2,838 1,270,000 PRN   SOLE   1,270,000 0 0
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SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,109 3,000,000 PRN   SOLE   3,000,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568pab2 5,236 4,148,000 PRN   SOLE   3,460,000 0 688,000
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 1,088 940,000 PRN   SOLE   940,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 5,689 5,750,000 PRN   SOLE   5,039,000 0 711,000
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SLM CORP COM 78442P106 1,998 178,200 SH   SOLE   0 0 178,200
SM ENERGY CO COM 78454L100 13,986 775,698 SH   SOLE   774,353 0 1,345
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SOLARCITY CORP NOTE 1.625%11/0 83416tac4 4,146 4,537,000 PRN   SOLE   3,795,000 0 742,000
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SPDR S&P 500 ETF TR TR UNIT 78462F103 750 2,850 SH   SOLE   1,850 0 1,000
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 491 9,500 SH   SOLE   9,500 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 575 12,000 SH   SOLE   12,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 6,356 6,388,000 PRN   SOLE   5,778,000 0 610,000
SQUARE INC NOTE 0.375% 3/0 852234ab9 4,382 2,000,000 PRN   SOLE   2,000,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 26,846 500,479 SH   SOLE   499,573 0 906
STANDARD MTR PRODS INC COM 853666105 9,901 208,133 SH   SOLE   207,789 0 344
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 1,553 13,500 SH   SOLE   13,500 0 0
STARBUCKS CORP COM 855244109 206 3,555 SH   SOLE   0 0 3,555
STERICYCLE INC DEP PFD A 1/10 858912207 1,092 24,195 SH   SOLE   24,195 0 0
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SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 3,064 3,231,000 PRN   SOLE   2,395,000 0 836,000
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TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054ad1 871 192,000 PRN   SOLE   192,000 0 0
TCP CAP CORP NOTE 4.625% 3/0 87238qad5 1,511 1,500,000 PRN   SOLE   1,500,000 0 0
TECH DATA CORP COM 878237106 326 3,830 SH   SOLE   3,830 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 29,844 159,447 SH   SOLE   159,180 0 267
TERADYNE INC NOTE 1.250%12/1 880770ag7 1,525 1,000,000 PRN   SOLE   1,000,000 0 0
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TESLA INC NOTE 1.250% 3/0 88160rac5 3,275 3,300,000 PRN   SOLE   3,300,000 0 0
TESLA INC NOTE 2.375% 3/1 88160rad3 3,653 3,500,000 PRN   SOLE   3,500,000 0 0
TEXAS INSTRS INC COM 882508104 3,711 35,725 SH   SOLE   6,500 0 29,225
TEXAS ROADHOUSE INC COM 882681109 17,391 300,979 SH   SOLE   300,473 0 506
THERAVANCE INC NOTE 2.125% 1/1 88338tab0 2,378 2,220,000 PRN   SOLE   2,220,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,707 13,112 SH   SOLE   0 0 13,112
THOR INDS INC COM 885160101 489 4,250 SH   SOLE   4,250 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 4,958 4,958,000 PRN   SOLE   4,003,000 0 955,000
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265kad4 1,024 1,000,000 PRN   SOLE   1,000,000 0 0
TRANSDIGM GROUP INC COM 893641100 307 1,000 SH   SOLE   0 0 1,000
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 2,769 2,032,000 PRN   SOLE   1,588,000 0 444,000
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TTM TECHNOLOGIES INC COM 87305R109 183 12,000 SH   SOLE   12,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 3,343 2,000,000 PRN   SOLE   2,000,000 0 0
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TWITTER INC NOTE 0.250% 9/1 90184lab8 10,050 10,452,000 PRN   SOLE   8,714,000 0 1,738,000
UNION PAC CORP COM 907818108 7,357 54,725 SH   SOLE   0 0 54,725
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UNITED CONTL HLDGS INC COM 910047109 313 4,500 SH   SOLE   4,500 0 0
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VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 2,275 2,500,000 PRN   SOLE   2,500,000 0 0
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VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2,029 72,933 SH   SOLE   0 0 72,933
WALMART INC COM 931142103 222 2,500 SH   SOLE   1,500 0 1,000
WATTS WATER TECHNOLOGIES INC CL A 942749102 16,820 216,473 SH   SOLE   216,108 0 365
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WILEY JOHN & SONS INC CL A 968223206 23,274 365,369 SH   SOLE   364,752 0 617
WILLIAMS COS INC DEL COM 969457100 373 15,000 SH   SOLE   0 0 15,000
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WORKDAY INC NOTE 0.750% 7/1 98138hac5 2,637 1,733,000 PRN   SOLE   1,367,000 0 366,000
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XILINX INC COM 983919101 3,711 51,375 SH   SOLE   2,500 0 48,875
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ZEBRA TECHNOLOGIES CORP CL A 989207105 15,404 110,669 SH   SOLE   110,481 0 188
ZOETIS INC CL A 98978V103 6,955 83,278 SH   SOLE   7,020 0 76,258