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 24,260 558,349 SH   SOLE   557,559 0 790
ABBVIE INC COM 00287Y109 2,749 29,675 SH   SOLE   0 0 29,675
ACADIA HEALTHCARE COMPANY IN COM 00404A109 23,149 565,841 SH   SOLE   565,038 0 803
ACETO CORP NOTE 2.000%11/0 004446ad2 770 1,000,000 PRN   SOLE   1,000,000 0 0
ACI WORLDWIDE INC COM 004498101 37,054 1,501,993 SH   SOLE   1,499,871 0 2,122
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1,136 1,173,000 PRN   SOLE   1,173,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 777 10,180 SH   SOLE   0 0 10,180
ADOBE SYS INC COM 00724F101 902 3,700 SH   SOLE   0 0 3,700
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 6,770 3,400,000 PRN   SOLE   3,400,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 4,398 3,380,000 PRN   SOLE   3,380,000 0 0
AETNA INC NEW COM 00817Y108 10,645 58,011 SH   SOLE   20,050 0 37,961
AFFILIATED MANAGERS GROUP COM 008252108 399 2,681 SH   SOLE   2,414 0 267
AFLAC INC COM 001055102 465 10,800 SH   SOLE   0 0 10,800
AGILENT TECHNOLOGIES INC COM 00846U101 514 8,311 SH   SOLE   8,311 0 0
AIR PRODS & CHEMS INC COM 009158106 626 4,020 SH   SOLE   0 0 4,020
AK STL HLDG CORP COM 001547108 98 22,500 SH   SOLE   22,500 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 9,060 9,015,000 PRN   SOLE   6,887,000 0 2,128,000
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 4,453 4,250,000 PRN   SOLE   4,250,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 999 5,385 SH   SOLE   0 0 5,385
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 5,128 2,700,000 PRN   SOLE   2,700,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,708 22,073 SH   SOLE   10,731 0 11,342
ALLERGAN PLC SHS G0177J108 2,149 12,892 SH   SOLE   7,400 0 5,492
ALLETE INC COM NEW 018522300 2,245 29,000 SH   SOLE   0 0 29,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10,690 10,563,000 PRN   SOLE   9,488,000 0 1,075,000
ALPHABET INC CAP STK CL C 02079K107 9,141 8,193 SH   SOLE   10 0 8,183
ALPHABET INC CAP STK CL A 02079K305 1,235 1,094 SH   SOLE   15 0 1,079
ALTABA INC COM 021346101 16,760 228,929 SH   SOLE   228,929 0 0
ALTRIA GROUP INC COM 02209S103 7,209 126,947 SH   SOLE   0 0 126,947
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 3,905 3,766,000 PRN   SOLE   3,766,000 0 0
AMAZON COM INC COM 023135106 6,027 3,546 SH   SOLE   0 0 3,546
AMERICAN AIRLS GROUP INC COM 02376R102 664 17,500 SH   SOLE   17,500 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 918 25,487 SH   SOLE   0 0 25,487
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917taa2 500 500,000 PRN   SOLE   0 0 500,000
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 2,121 2,100,000 PRN   SOLE   2,100,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 243 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071h100 19,548 338,495 SH   SOLE   337,953 0 542
AMETEK INC NEW COM 031100100 10,745 148,912 SH   SOLE   18,500 0 130,412
AMPHENOL CORP NEW CL A 032095101 23,902 274,263 SH   SOLE   16,189 0 258,074
ANADARKO PETE CORP COM 032511107 306 4,180 SH   SOLE   0 0 4,180
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,945 1,718,000 PRN   SOLE   1,440,000 0 278,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 984 300,000 PRN   SOLE   300,000 0 0
APPLE INC COM 037833100 34,220 184,861 SH   SOLE   5,934 0 178,927
APPLIED INDL TECHNOLOGIES IN COM 03820C105 38,101 543,142 SH   SOLE   542,373 0 769
APPLIED MATLS INC COM 038222105 4,049 87,659 SH   SOLE   9,668 0 77,991
APTIV PLC SHS G6095L109 315 3,440 SH   SOLE   0 0 3,440
ARCONIC INC COM 03965L100 332 19,500 SH   SOLE   19,500 0 0
ARES CAP CORP COM 04010L103 3,411 207,345 SH   SOLE   0 0 207,345
ARES CAP CORP NOTE 4.375% 1/1 04010lam5 6,013 5,983,000 PRN   SOLE   5,099,000 0 884,000
ASSURANT INC 6.50% CONV PFD D 04621x207 3,752 33,000 SH   SOLE   33,000 0 0
AT&T INC COM 00206R102 287 8,934 SH   SOLE   0 0 8,934
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2,457 2,000,000 PRN   SOLE   2,000,000 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 92 15,000 SH   SOLE   15,000 0 0
B & G FOODS INC NEW COM 05508R106 2,432 81,350 SH   SOLE   0 0 81,350
BANK AMER CORP COM 060505104 853 30,250 SH   SOLE   23,150 0 7,100
BANK AMER CORP 7.25%CNV PFD L 060505682 16,288 12,876 SH   SOLE   6,308 0 6,568
BARNES GROUP INC COM 067806109 29,325 497,884 SH   SOLE   497,180 0 704
BECTON DICKINSON & CO COM 075887109 14,547 60,723 SH   SOLE   5,874 0 54,849
BECTON DICKINSON & CO PFD SHS CONV A 075887208 12,933 208,500 SH   SOLE   208,500 0 0
BELDEN INC COM 077454106 5,227 85,526 SH   SOLE   85,405 0 121
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,384 12 SH   SOLE   0 0 12
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,898 31,599 SH   SOLE   100 0 31,499
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 4,085 3,834,000 PRN   SOLE   3,718,000 0 116,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,834 3,239,000 PRN   SOLE   3,239,000 0 0
BIOTELEMETRY INC COM 090672106 17,642 392,052 SH   SOLE   391,500 0 552
BLACK KNIGHT INC COM 09215C105 3,120 58,271 SH   SOLE   0 0 58,271
BLACKBAUD INC COM 09227Q100 19,631 191,616 SH   SOLE   191,345 0 271
BLACKLINE INC COM 09239B109 10,886 250,651 SH   SOLE   250,296 0 355
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 410 12,740 SH   SOLE   0 0 12,740
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 3,906 3,400,000 PRN   SOLE   3,400,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3,928 3,983,000 PRN   SOLE   3,983,000 0 0
BOEING CO COM 097023105 218 650 SH   SOLE   600 0 50
BROADCOM INC COM 11135F101 534 2,200 SH   SOLE   2,000 0 200
BRUKER CORP COM 116794108 21,418 737,540 SH   SOLE   736,501 0 1,039
BUCKLE INC COM 118440106 19,071 708,974 SH   SOLE   707,975 0 999
BURLINGTON STORES INC COM 122017106 12,793 84,987 SH   SOLE   84,867 0 120
CABOT OIL & GAS CORP COM 127097103 222 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 8,503 5,000,000 PRN   SOLE   5,000,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 8,564 8,036,000 PRN   SOLE   7,003,000 0 1,033,000
CANOPY GROWTH CORP COM 138035100 278 9,500 SH   SOLE   9,500 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3,235 3,457,000 PRN   SOLE   3,319,000 0 138,000
CARRIZO OIL & GAS INC COM 144577103 17,355 623,158 SH   SOLE   622,339 0 819
CBS CORP NEW CL B 124857202 8,244 146,643 SH   SOLE   0 0 146,643
CEDAR FAIR L P DEPOSITRY UNIT 150185106 808 12,828 SH   SOLE   225 0 12,603
CELGENE CORP COM 151020104 574 7,230 SH   SOLE   4,800 0 2,430
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 15,757 15,647,000 PRN   SOLE   13,068,000 0 2,579,000
CENTENE CORP DEL COM 15135B101 16,104 130,703 SH   SOLE   10,641 0 120,062
CENTERPOINT ENERGY INC COM 15189T107 1,038 37,450 SH   SOLE   0 0 37,450
CHEESECAKE FACTORY INC COM 163072101 12,223 221,996 SH   SOLE   221,683 0 313
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,679 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 80 81,000 PRN   SOLE   7,000 0 74,000
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 5,624 5,517,000 PRN   SOLE   5,517,000 0 0
CHEVRON CORP NEW COM 166764100 9,377 74,169 SH   SOLE   0 0 74,169
CIENA CORP COM NEW 171779309 212 8,000 SH   SOLE   8,000 0 0
CIENA CORP NOTE 3.750%10/1 171779aj0 3,387 2,561,000 PRN   SOLE   2,561,000 0 0
CIENA CORP DEBT 4.000%12/1 171779ak7 1,003 704,000 PRN   SOLE   704,000 0 0
CITIGROUP INC COM NEW 172967424 828 12,370 SH   SOLE   0 0 12,370
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,852 2,650,000 PRN   SOLE   2,650,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 6,047 5,000,000 PRN   SOLE   5,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 1,349 1,250,000 PRN   SOLE   1,250,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 305 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 5,324 5,619,000 PRN   SOLE   5,119,000 0 500,000
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 5,013 5,272,000 PRN   SOLE   4,276,000 0 996,000
COLONY CAP INC NEW CL A COM 19626G108 1,842 295,150 SH   SOLE   11,000 0 284,150
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5,582 5,000,000 PRN   SOLE   5,000,000 0 0
COMCAST CORP NEW CL A 20030N101 1,439 43,850 SH   SOLE   0 0 43,850
COMMERCIAL METALS CO COM 201723103 15,136 717,012 SH   SOLE   716,006 0 1,006
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 259 15,000 SH   SOLE   0 0 15,000
COMPASS MINERALS INTL INC COM 20451N101 15,248 231,914 SH   SOLE   231,586 0 328
CONOCOPHILLIPS COM 20825C104 1,255 18,025 SH   SOLE   0 0 18,025
CONSOLIDATED EDISON INC COM 209115104 585 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 12,680 57,932 SH   SOLE   6,063 0 51,869
CONTROL4 CORP COM 21240D107 6,039 248,417 SH   SOLE   248,058 0 359
CORELOGIC INC COM 21871D103 27,552 530,859 SH   SOLE   530,115 0 744
CORESITE RLTY CORP COM 21870Q105 15,472 139,611 SH   SOLE   139,415 0 196
CORNERSTONE ONDEMAND INC COM 21925Y103 34,638 730,290 SH   SOLE   729,262 0 1,028
COUSINS PPTYS INC COM 222795106 31,245 3,224,503 SH   SOLE   3,219,954 0 4,549
CRACKER BARREL OLD CTRY STOR COM 22410J106 12,604 80,688 SH   SOLE   80,577 0 111
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,651 3,400 SH   SOLE   3,400 0 0
CSG SYS INTL INC COM 126349109 10,176 248,975 SH   SOLE   248,622 0 353
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 3,710 3,500,000 PRN   SOLE   3,500,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,962 3,753,000 PRN   SOLE   2,657,000 0 1,096,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,721 1,500,000 PRN   SOLE   1,500,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 4,031 3,909,000 PRN   SOLE   3,500,000 0 409,000
CULLEN FROST BANKERS INC COM 229899109 39,902 368,642 SH   SOLE   268,705 0 99,937
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 3,311 2,492,000 PRN   SOLE   2,492,000 0 0
DANAHER CORP DEL COM 235851102 20,859 211,384 SH   SOLE   14,732 0 196,652
DECKERS OUTDOOR CORP COM 243537107 21,388 189,463 SH   SOLE   189,195 0 268
DELTA AIR LINES INC DEL COM NEW 247361702 248 5,000 SH   SOLE   5,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908aa2 3,183 3,871,000 PRN   SOLE   3,871,000 0 0
DERMIRA INC COM 24983L104 110 12,000 SH   SOLE   12,000 0 0
DERMIRA INC NOTE 3.000% 5/1 24983lab0 5,892 7,142,000 PRN   SOLE   7,142,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 879 19,990 SH   SOLE   0 0 19,990
DIPLOMAT PHARMACY INC COM 25456K101 12,953 506,783 SH   SOLE   506,071 0 712
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 10,394 10,800,000 PRN   SOLE   10,800,000 0 0
DISNEY WALT CO COM DISNEY 254687106 10,703 102,121 SH   SOLE   5,898 0 96,223
DOCUSIGN INC COM 256163106 312 5,900 SH   SOLE   5,900 0 0
DOMINION ENERGY INC COM 25746U109 243 3,565 SH   SOLE   0 0 3,565
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 922 20,000 SH   SOLE   20,000 0 0
DOWDUPONT INC COM 26078J100 5,338 80,978 SH   SOLE   1,750 0 79,228
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,787 39,237 SH   SOLE   0 0 39,237
DRIL-QUIP INC COM 262037104 9,445 183,749 SH   SOLE   183,486 0 263
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 7,057 6,080,000 PRN   SOLE   6,080,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8,133 7,781,000 PRN   SOLE   6,549,000 0 1,232,000
EDUCATION RLTY TR INC COM NEW 28140H203 35,570 857,118 SH   SOLE   855,907 0 1,211
ELECTRONIC ARTS INC COM 285512109 1,523 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8,610 8,632,000 PRN   SOLE   7,206,000 0 1,426,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5,692 5,650,000 PRN   SOLE   5,650,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 4,980 5,386,000 PRN   SOLE   4,423,000 0 963,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1,535 1,500,000 PRN   SOLE   1,500,000 0 0
ENDOLOGIX INC COM 29266s106 9,185 1,622,804 SH   SOLE   1,620,516 0 2,288
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2,813 2,874,000 PRN   SOLE   1,959,000 0 915,000
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 4,716 5,035,000 PRN   SOLE   5,035,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,388 86,296 SH   SOLE   0 0 86,296
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2,642 2,486,000 PRN   SOLE   1,788,000 0 698,000
EPR PPTYS CONV PFD 9% SR E 26884U307 2,937 83,400 SH   SOLE   0 0 83,400
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 1,160 1,000,000 PRN   SOLE   1,000,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 6,699 6,350,000 PRN   SOLE   6,350,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 860 7,156 SH   SOLE   7,156 0 0
EXXON MOBIL CORP COM 30231G102 3,225 38,985 SH   SOLE   0 0 38,985
EZCORP INC NOTE 2.125% 6/1 302301ab2 7,289 7,205,000 PRN   SOLE   6,069,000 0 1,136,000
FACEBOOK INC CL A 30303M102 5,742 29,550 SH   SOLE   0 0 29,550
FCB FINL HLDGS INC CL A 30255G103 612 10,400 SH   SOLE   0 0 10,400
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,546 120,850 SH   SOLE   0 0 120,850
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 10,609 3,587,000 PRN   SOLE   3,587,000 0 0
FINISAR CORP COM NEW 31787A507 342 19,000 SH   SOLE   19,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 4,989 5,020,000 PRN   SOLE   3,886,000 0 1,134,000
FINISAR CORP NOTE 0.500%12/1 31787aap6 2,048 2,250,000 PRN   SOLE   2,250,000 0 0
FIREEYE INC COM 31816Q101 299 19,410 SH   SOLE   19,410 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 9,898 10,307,000 PRN   SOLE   9,086,000 0 1,221,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,094 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 308 4,000 SH   SOLE   4,000 0 0
FISERV INC COM 337738108 5,780 78,009 SH   SOLE   13,842 0 64,167
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 6,512 5,300,000 PRN   SOLE   5,300,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3,200 3,200,000 PRN   SOLE   3,065,000 0 135,000
FORTIVE CORP COM 34959J108 18,727 242,859 SH   SOLE   19,073 0 223,786
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 10,992 890,055 SH   SOLE   888,801 0 1,254
FRANCO NEVADA CORP COM 351858105 9,815 134,414 SH   SOLE   5,800 0 128,614
FULTON FINL CORP PA COM 360271100 24,721 1,498,236 SH   SOLE   1,496,135 0 2,101
GENESEE & WYO INC CL A 371559105 56,821 698,735 SH   SOLE   492,177 0 206,558
G-III APPAREL GROUP LTD COM 36237H101 28,349 638,490 SH   SOLE   637,595 0 895
GILEAD SCIENCES INC COM 375558103 583 8,235 SH   SOLE   0 0 8,235
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,171 2,000,000 PRN   SOLE   2,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 388 1,760 SH   SOLE   0 0 1,760
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8,578 7,450,000 PRN   SOLE   7,450,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 13,336 211,675 SH   SOLE   211,376 0 299
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 3,803 3,750,000 PRN   SOLE   3,750,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,812 55,000 SH   SOLE   0 0 55,000
HEALTHCARE SVCS GRP INC COM 421906108 29,142 674,735 SH   SOLE   673,779 0 956
HEICO CORP NEW CL A 422806208 34,284 562,498 SH   SOLE   156 0 562,342
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 12,397 9,587,000 PRN   SOLE   7,396,000 0 2,191,000
HESS CORP DEP PDF SR A 42809H404 3,654 48,500 SH   SOLE   48,500 0 0
HMS HLDGS CORP COM 40425J101 32,401 1,498,656 SH   SOLE   1,496,549 0 2,107
HOME DEPOT INC COM 437076102 1,070 5,486 SH   SOLE   0 0 5,486
HONEYWELL INTL INC COM 438516106 3,089 21,441 SH   SOLE   0 0 21,441
HORACE MANN EDUCATORS CORP N COM 440327104 15,878 356,005 SH   SOLE   355,510 0 495
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6,031 6,278,000 PRN   SOLE   6,278,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 3,743 2,620,000 PRN   SOLE   2,620,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 12,260 830,618 SH   SOLE   16,843 0 813,775
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 8,737 9,295,000 PRN   SOLE   7,509,000 0 1,786,000
IAC INTERACTIVECORP COM 44919P508 9,143 59,960 SH   SOLE   0 0 59,960
IBERIABANK CORP COM 450828108 25,042 330,363 SH   SOLE   329,900 0 463
ICON PLC SHS G4705A100 36,264 273,627 SH   SOLE   273,241 0 386
IDACORP INC COM 451107106 36,819 399,169 SH   SOLE   398,608 0 561
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 1,703 1,800,000 PRN   SOLE   1,800,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 200 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC NOTE 6/1 452327af6 3,310 2,811,000 PRN   SOLE   1,744,000 0 1,067,000
INCYTE CORP COM 45337C102 224 3,350 SH   SOLE   3,350 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,854 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 237 23,900 SH   SOLE   23,900 0 0
INGEVITY CORP COM 45688C107 34,590 427,773 SH   SOLE   352,582 0 75,191
INPHI CORP NOTE 1.125%12/0 45772fab3 4,631 4,300,000 PRN   SOLE   4,200,000 0 100,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 473 500,000 PRN   SOLE   500,000 0 0
INSMED INC NOTE 1.750% 1/1 457669aa7 3,866 4,200,000 PRN   SOLE   4,200,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4,102 3,600,000 PRN   SOLE   3,600,000 0 0
INTEL CORP COM 458140100 666 13,400 SH   SOLE   11,400 0 2,000
INTEL CORP SDCV 3.250% 8/0 458140af7 8,491 3,544,000 PRN   SOLE   3,544,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1,297 1,476,000 PRN   SOLE   1,476,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,865 147,723 SH   SOLE   200 0 147,523
INTERNATIONAL BUSINESS MACHS COM 459200101 583 4,173 SH   SOLE   0 0 4,173
INTUIT COM 461202103 1,535 7,513 SH   SOLE   100 0 7,413
INVACARE CORP NOTE 4.500% 6/0 461203ah4 3,754 2,802,000 PRN   SOLE   2,802,000 0 0
INVESTORS BANCORP INC NEW COM 46146L101 166 13,000 SH   SOLE   0 0 13,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1,742 1,300,000 PRN   SOLE   1,300,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 24,561 150,000 SH   SOLE   150,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7,442 7,593,000 PRN   SOLE   7,593,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2,715 2,000,000 PRN   SOLE   2,000,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 225 3,540 SH   SOLE   0 0 3,540
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 5,417 4,981,000 PRN   SOLE   4,981,000 0 0
JD COM INC SPON ADR CL A 47215P106 434 11,140 SH   SOLE   0 0 11,140
JETBLUE AIRWAYS CORP COM 477143101 418 22,000 SH   SOLE   22,000 0 0
JOHNSON & JOHNSON COM 478160104 11,106 91,531 SH   SOLE   100 0 91,431
JONES ENERGY INC COM CL A 48019R108 30 81,700 SH   SOLE   81,700 0 0
JPMORGAN CHASE & CO COM 46625H100 25,487 244,598 SH   SOLE   16,709 0 227,889
K12 INC COM 48273u102 22,224 1,357,615 SH   SOLE   1,355,710 0 1,905
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,218 1,000,000 PRN   SOLE   1,000,000 0 0
KB HOME NOTE 1.375% 2/0 48666kas8 3,273 2,987,000 PRN   SOLE   2,041,000 0 946,000
KINDER MORGAN INC DEL PFD SER A 49456B200 999 29,093 SH   SOLE   29,093 0 0
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,238 2,000,000 PRN   SOLE   2,000,000 0 0
KRAFT HEINZ CO COM 500754106 3,707 59,007 SH   SOLE   0 0 59,007
LAM RESEARCH CORP COM 512807108 1,141 6,600 SH   SOLE   6,600 0 0
LAZARD LTD SHS A G54050102 4,306 88,040 SH   SOLE   0 0 88,040
LENDINGTREE INC NEW COM 52603B107 321 1,500 SH   SOLE   1,500 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2,120 1,750,000 PRN   SOLE   1,750,000 0 0
LENNAR CORP CL A 526057104 472 9,000 SH   SOLE   9,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 920 743,000 PRN   SOLE   743,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229af9 3,167 2,700,000 PRN   SOLE   2,700,000 0 0
LITTELFUSE INC COM 537008104 46,104 202,053 SH   SOLE   164,533 0 37,520
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034aj8 3,255 2,272,000 PRN   SOLE   1,749,000 0 523,000
LKQ CORP COM 501889208 32,006 1,003,313 SH   SOLE   1,001,897 0 1,416
LOCKHEED MARTIN CORP COM 539830109 578 1,956 SH   SOLE   1,956 0 0
LOXO ONCOLOGY INC COM 548862101 226 1,300 SH   SOLE   900 0 400
LUMENTUM HLDGS INC COM 55024u109 261 4,500 SH   SOLE   4,500 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 3,311 2,800,000 PRN   SOLE   2,800,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,448 81,700 SH   SOLE   24,500 0 57,200
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 6,273 6,336,000 PRN   SOLE   4,944,000 0 1,392,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4,606 5,175,000 PRN   SOLE   5,175,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 620 2,775 SH   SOLE   0 0 2,775
MASCO CORP COM 574599106 374 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,312 27,521 SH   SOLE   0 0 27,521
MEDICINES CO NOTE 2.500% 1/1 584688ae5 2,676 2,200,000 PRN   SOLE   2,200,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 3,012 3,000,000 PRN   SOLE   3,000,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471aab1 520 375,000 PRN   SOLE   216,000 0 159,000
MEDNAX INC COM 58502B106 22,065 509,820 SH   SOLE   509,098 0 722
MGIC INVT CORP WIS COM 552848103 670 62,500 SH   SOLE   62,500 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 9,630 105,884 SH   SOLE   8,011 0 97,873
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 12,142 6,916,000 PRN   SOLE   6,916,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 11,274 9,600,000 PRN   SOLE   9,600,000 0 0
MICRON TECHNOLOGY INC COM 595112103 393 7,500 SH   SOLE   7,500 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 7,286 1,522,000 PRN   SOLE   1,522,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 4,054 2,257,000 PRN   SOLE   2,257,000 0 0
MICROSOFT CORP COM 594918104 3,934 39,891 SH   SOLE   0 0 39,891
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 5,348 2,210,000 PRN   SOLE   2,210,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855rad2 1,633 969,000 PRN   SOLE   713,000 0 256,000
MONDELEZ INTL INC CL A 609207105 3,071 74,904 SH   SOLE   0 0 74,904
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,392 84,200 SH   SOLE   0 0 84,200
MONRO INC COM 610236101 10,659 183,460 SH   SOLE   183,202 0 258
MSA SAFETY INC COM 553498106 9,505 98,656 SH   SOLE   98,512 0 144
MUELLER INDS INC COM 624756102 24,208 820,343 SH   SOLE   819,189 0 1,154
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NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359f129 2,511 55,000 SH   SOLE   55,000 0 0
NANTHEALTH INC COM 630104107 126 38,000 SH   SOLE   38,000 0 0
NATIONAL INSTRS CORP COM 636518102 8,505 202,600 SH   SOLE   202,315 0 285
NAVIENT CORPORATION COM 63938C108 1,691 129,800 SH   SOLE   0 0 129,800
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NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 13,826 13,393,000 PRN   SOLE   13,393,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 1,595 1,100,000 PRN   SOLE   1,100,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157faa1 4,905 4,500,000 PRN   SOLE   4,500,000 0 0
NEW MTN FIN CORP COM 647551100 9,154 673,118 SH   SOLE   40,500 0 632,618
NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 9,438 9,208,000 PRN   SOLE   8,147,000 0 1,061,000
NEW YORK CMNTY BANCORP INC COM 649445103 221 20,000 SH   SOLE   20,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2,311 46,366 SH   SOLE   46,366 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1,489 1,500,000 PRN   SOLE   1,500,000 0 0
NEWELL BRANDS INC COM 651229106 481 18,650 SH   SOLE   0 0 18,650
NEXTERA ENERGY INC COM 65339F101 7,204 43,130 SH   SOLE   0 0 43,130
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 605 10,585 SH   SOLE   10,585 0 0
NIC INC COM 62914b100 12,697 816,523 SH   SOLE   815,362 0 1,161
NICE SYS INC NOTE 1.250% 1/1 65366hab9 397 300,000 PRN   SOLE   300,000 0 0
NIKE INC CL B 654106103 2,631 33,025 SH   SOLE   0 0 33,025
NORTHERN TR CORP COM 665859104 1,440 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 1,854 6,025 SH   SOLE   0 0 6,025
NOVAVAX INC NOTE 3.750% 2/0 670002ab0 593 1,000,000 PRN   SOLE   1,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 7,413 1,426,000 PRN   SOLE   1,426,000 0 0
NOVO-NORDISK A S ADR 670100205 4,851 105,175 SH   SOLE   0 0 105,175
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,371 3,750,000 PRN   SOLE   3,750,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020yan0 1,404 1,500,000 PRN   SOLE   1,500,000 0 0
NUVASIVE INC COM 670704105 208 4,000 SH   SOLE   4,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 4,929 4,543,000 PRN   SOLE   4,132,000 0 411,000
NVIDIA CORP COM 67066G104 308 1,300 SH   SOLE   1,300 0 0
NVIDIA CORP NOTE 1.000%12/0 67066gac8 2,070 175,000 PRN   SOLE   175,000 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 7,408 6,170,000 PRN   SOLE   6,170,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,914 17,520 SH   SOLE   15,000 0 2,520
OASIS PETE INC NEW NOTE 2.625% 9/1 674215aj7 2,602 2,000,000 PRN   SOLE   2,000,000 0 0
OIL STS INTL INC COM 678026105 20,473 637,788 SH   SOLE   636,882 0 906
OLD DOMINION FGHT LINES INC COM 679580100 26,997 181,236 SH   SOLE   169,678 0 11,558
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 2,796 2,130,000 PRN   SOLE   2,130,000 0 0
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ONESPAN INC COM 68287N100 4,240 215,795 SH   SOLE   215,480 0 315
ORION ENGINEERED CARBONS S A COM L72967109 905 29,330 SH   SOLE   435 0 28,895
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,419 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 4,653 5,000,000 PRN   SOLE   5,000,000 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 19 19,010 SH   SOLE   0 0 19,010
PALO ALTO NETWORKS INC COM 697435105 740 3,600 SH   SOLE   3,600 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 4,595 2,473,000 PRN   SOLE   2,473,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354ab3 65 68,000 PRN   SOLE   0 0 68,000
PAYLOCITY HLDG CORP COM 70438V106 17,546 298,100 SH   SOLE   297,673 0 427
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 3,114 2,986,000 PRN   SOLE   2,986,000 0 0
PEPSICO INC COM 713448108 373 3,430 SH   SOLE   0 0 3,430
PERFORMANCE FOOD GROUP CO COM 71377A103 19,630 534,888 SH   SOLE   534,137 0 751
PFIZER INC COM 717081103 755 20,802 SH   SOLE   0 0 20,802
PHILIP MORRIS INTL INC COM 718172109 5,977 74,025 SH   SOLE   0 0 74,025
PLATFORM SPECIALTY PRODS COR COM 72766Q105 525 45,300 SH   SOLE   0 0 45,300
POLYONE CORP COM 73179P106 34,974 809,206 SH   SOLE   808,066 0 1,140
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 8,963 9,193,000 PRN   SOLE   7,808,000 0 1,385,000
PRA GROUP INC NOTE 3.500% 6/0 69354nab2 4,301 4,000,000 PRN   SOLE   4,000,000 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 15,287 398,307 SH   SOLE   397,749 0 558
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 7,748 4,997,000 PRN   SOLE   4,997,000 0 0
PROCTER AND GAMBLE CO COM 742718109 898 11,500 SH   SOLE   0 0 11,500
PROOFPOINT INC COM 743424103 2,608 22,621 SH   SOLE   22,621 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424ad5 1,404 950,000 PRN   SOLE   950,000 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 4,199 3,503,000 PRN   SOLE   3,100,000 0 403,000
PROSPERITY BANCSHARES INC COM 743606105 23,610 345,374 SH   SOLE   344,884 0 490
PUBLIC SVC ENTERPRISE GROUP COM 744573106 208 3,850 SH   SOLE   0 0 3,850
QUAKER CHEM CORP COM 747316107 41,558 268,340 SH   SOLE   220,456 0 47,884
QUALCOMM INC COM 747525103 3,404 60,650 SH   SOLE   2,500 0 58,150
QUIDEL CORP NOTE 3.250%12/1 74838jaa9 2,148 1,000,000 PRN   SOLE   1,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 3,274 3,500,000 PRN   SOLE   3,500,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 43,169 483,145 SH   SOLE   360,884 0 122,261
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 2,443 20,000 SH   SOLE   20,000 0 0
RAYTHEON CO COM NEW 755111507 11,348 58,743 SH   SOLE   2,060 0 56,683
REALPAGE INC COM 75606N109 31,401 569,892 SH   SOLE   501,723 0 68,169
REALPAGE INC NOTE 1.500%11/1 75606nab5 3,902 2,750,000 PRN   SOLE   2,750,000 0 0
RED HAT INC COM 756577102 551 4,100 SH   SOLE   4,100 0 0
RED HAT INC NOTE 0.250%10/0 756577ad4 3,626 1,987,000 PRN   SOLE   1,987,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,945 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970E107 44,622 980,281 SH   SOLE   978,899 0 1,382
REPLIGEN CORP COM 759916109 42,840 910,704 SH   SOLE   909,431 0 1,273
RESOURCES CONNECTION INC COM 76122q105 19,551 1,156,846 SH   SOLE   1,155,219 0 1,627
RITCHIE BROS AUCTIONEERS COM 767744105 17,743 520,011 SH   SOLE   519,281 0 730
RLI CORP COM 749607107 22,552 340,709 SH   SOLE   295,499 0 45,210
RLJ LODGING TR COM 74965L101 18,997 861,554 SH   SOLE   860,331 0 1,223
ROPER TECHNOLOGIES INC COM 776696106 4,662 16,898 SH   SOLE   4,809 0 12,089
ROVI CORP NOTE 0.500% 3/0 779376ad4 6,200 6,468,000 PRN   SOLE   5,141,000 0 1,327,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,747 111,898 SH   SOLE   0 0 111,898
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 5,118 5,091,000 PRN   SOLE   4,097,000 0 994,000
RTW HLDGS INC NOTE 5.625%11/1 749772ab5 1,117 1,100,000 PRN   SOLE   1,100,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 14,694 496,404 SH   SOLE   495,704 0 700
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 330 57,000 SH   SOLE   0 0 57,000
SCHEIN HENRY INC COM 806407102 656 9,035 SH   SOLE   140 0 8,895
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 247 250,000 PRN   SOLE   0 0 250,000
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,681 5,188,000 PRN   SOLE   4,120,000 0 1,068,000
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 7,610 7,466,000 PRN   SOLE   7,466,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,146 11,000 SH   SOLE   11,000 0 0
SEMTECH CORP COM 816850101 30,215 642,192 SH   SOLE   641,287 0 905
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SERVICENOW INC NOTE 11/0 81762pab8 1,430 615,000 PRN   SOLE   615,000 0 0
SHERWIN WILLIAMS CO COM 824348106 6,341 15,558 SH   SOLE   0 0 15,558
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,101 3,000,000 PRN   SOLE   3,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 1,144 940,000 PRN   SOLE   940,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 6,796 6,866,000 PRN   SOLE   5,814,000 0 1,052,000
SINA CORP ORD G81477104 487 5,750 SH   SOLE   5,750 0 0
SLM CORP COM 78442P106 1,920 167,700 SH   SOLE   0 0 167,700
SM ENERGY CO COM 78454L100 22,884 890,782 SH   SOLE   889,484 0 1,298
SM ENERGY CO NOTE 1.500% 7/0 78454lam2 130 125,000 PRN   SOLE   125,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416tac4 4,241 4,531,000 PRN   SOLE   3,795,000 0 736,000
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SPARTANNASH CO COM 847215100 23,048 903,140 SH   SOLE   901,866 0 1,274
SPDR S&P 500 ETF TR TR UNIT 78462F103 271 1,000 SH   SOLE   0 0 1,000
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 530 10,000 SH   SOLE   10,000 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 448 9,500 SH   SOLE   9,500 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 5,580 5,602,000 PRN   SOLE   4,628,000 0 974,000
SQUARE INC NOTE 0.375% 3/0 852234ab9 5,377 2,000,000 PRN   SOLE   2,000,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 37,002 712,952 SH   SOLE   631,003 0 81,949
STANDARD MTR PRODS INC COM 853666105 13,186 272,774 SH   SOLE   272,385 0 389
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 1,429 13,500 SH   SOLE   13,500 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 490 10,000 SH   SOLE   10,000 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 117 79,896 SH   SOLE   0 0 79,896
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,479 1,800,000 PRN   SOLE   1,500,000 0 300,000
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SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 2,239 2,280,000 PRN   SOLE   2,280,000 0 0
SYNEOS HEALTH INC CL A 87166B102 36,800 784,653 SH   SOLE   783,545 0 1,108
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TCP CAP CORP NOTE 4.625% 3/0 87238qad5 1,512 1,500,000 PRN   SOLE   1,500,000 0 0
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TELEDYNE TECHNOLOGIES INC COM 879360105 38,657 194,198 SH   SOLE   193,925 0 273
TERADYNE INC NOTE 1.250%12/1 880770ag7 3,327 2,500,000 PRN   SOLE   2,500,000 0 0
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TESLA INC NOTE 1.250% 3/0 88160rac5 3,713 3,300,000 PRN   SOLE   3,300,000 0 0
TESLA INC NOTE 2.375% 3/1 88160rad3 4,250 3,500,000 PRN   SOLE   3,500,000 0 0
TEXAS INSTRS INC COM 882508104 3,818 34,633 SH   SOLE   5,408 0 29,225
TEXAS ROADHOUSE INC COM 882681109 19,834 302,766 SH   SOLE   302,337 0 429
THERAVANCE INC NOTE 2.125% 1/1 88338tab0 2,149 2,220,000 PRN   SOLE   2,220,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 860 4,150 SH   SOLE   0 0 4,150
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TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 5,005 5,056,000 PRN   SOLE   4,103,000 0 953,000
TIVO CORP COM 88870P106 282 21,000 SH   SOLE   21,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265kad4 998 1,000,000 PRN   SOLE   1,000,000 0 0
TRANSDIGM GROUP INC COM 893641100 345 1,000 SH   SOLE   0 0 1,000
TRUPANION INC COM 898202106 5,947 154,072 SH   SOLE   153,859 0 213
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 3,771 2,000,000 PRN   SOLE   2,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 8,761 8,750,000 PRN   SOLE   7,975,000 0 775,000
TWITTER INC NOTE 0.250% 9/1 90184lab8 10,115 10,414,000 PRN   SOLE   7,204,000 0 3,210,000
UNION PAC CORP COM 907818108 7,753 54,725 SH   SOLE   0 0 54,725
UNISYS CORP NOTE 5.500% 3/0 909214bs6 1,505 1,000,000 PRN   SOLE   1,000,000 0 0
UNITED RENTALS INC COM 911363109 251 1,700 SH   SOLE   1,700 0 0
VECTOR GROUP LTD FRNT 1/1 92240may4 4,851 3,600,000 PRN   SOLE   3,600,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240mbc1 3,575 3,368,000 PRN   SOLE   2,562,000 0 806,000
VEECO INSTRS INC DEL COM 922417100 157 11,000 SH   SOLE   11,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 2,201 2,500,000 PRN   SOLE   2,500,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 6,645 6,755,000 PRN   SOLE   5,945,000 0 810,000
VERIZON COMMUNICATIONS INC COM 92343V104 6,683 132,832 SH   SOLE   95 0 132,737
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763waa1 8,227 8,340,000 PRN   SOLE   7,058,000 0 1,282,000
VISA INC COM CL A 92826C839 12,145 91,695 SH   SOLE   3,738 0 87,957
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 952 10,000 SH   SOLE   10,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,751 72,025 SH   SOLE   0 0 72,025
WALGREENS BOOTS ALLIANCE INC COM 931427108 515 8,589 SH   SOLE   8,589 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 20,676 263,725 SH   SOLE   263,354 0 371
WAYFAIR INC NOTE 0.375% 9/0 94419laa9 3,863 3,000,000 PRN   SOLE   3,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 2,471 2,493,000 PRN   SOLE   2,493,000 0 0
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WILEY JOHN & SONS INC CL A 968223206 27,750 444,710 SH   SOLE   444,082 0 628
WILLIAMS COS INC DEL COM 969457100 407 15,000 SH   SOLE   0 0 15,000
WOODWARD INC COM 980745103 16,812 218,739 SH   SOLE   218,429 0 310
WORKDAY INC NOTE 0.750% 7/1 98138hac5 1,106 741,000 PRN   SOLE   375,000 0 366,000
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,618 22,225 SH   SOLE   0 0 22,225
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 6,601 6,077,000 PRN   SOLE   5,147,000 0 930,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 5,350 4,000,000 PRN   SOLE   4,000,000 0 0
XILINX INC COM 983919101 3,385 51,875 SH   SOLE   3,000 0 48,875
XPO LOGISTICS INC COM 983793100 536 5,350 SH   SOLE   5,350 0 0
YAHOO INC NOTE 12/0 984332af3 1,640 1,200,000 PRN   SOLE   1,200,000 0 0
YANDEX NV NOTE 1.125%12/1 98474tab3 4,309 4,323,000 PRN   SOLE   3,496,000 0 827,000
ZEBRA TECHNOLOGIES CORP CL A 989207105 19,305 134,762 SH   SOLE   134,571 0 191
ZOETIS INC CL A 98978V103 7,864 92,306 SH   SOLE   7,158 0 85,148