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 29,772 546,670 SH   SOLE   545,880 0 790
ABBOTT LABS COM 002824100 209 2,850 SH   SOLE   0 0 2,850
ABBVIE INC COM 00287Y109 2,807 29,675 SH   SOLE   0 0 29,675
ACADIA HEALTHCARE COMPANY IN COM 00404A109 23,384 664,316 SH   SOLE   663,355 0 961
ACETO CORP NOTE 2.000%11/0 004446ad2 750 1,000,000 PRN   SOLE   1,000,000 0 0
ACI WORLDWIDE INC COM 004498101 41,390 1,470,855 SH   SOLE   1,468,733 0 2,122
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1,000 1,173,000 PRN   SOLE   1,173,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 847 10,180 SH   SOLE   0 0 10,180
ADOBE SYS INC COM 00724F101 999 3,700 SH   SOLE   0 0 3,700
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5,436 1,400,000 PRN   SOLE   1,400,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3,395 2,380,000 PRN   SOLE   2,380,000 0 0
AETNA INC NEW COM 00817Y108 6,573 32,404 SH   SOLE   20,000 0 12,404
AFFILIATED MANAGERS GROUP COM 008252108 414 3,027 SH   SOLE   2,760 0 267
AFLAC INC COM 001055102 508 10,800 SH   SOLE   0 0 10,800
AGILENT TECHNOLOGIES INC COM 00846U101 212 3,000 SH   SOLE   3,000 0 0
AIR PRODS & CHEMS INC COM 009158106 672 4,020 SH   SOLE   0 0 4,020
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 9,187 9,247,000 PRN   SOLE   6,887,000 0 2,360,000
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 4,566 4,250,000 PRN   SOLE   4,250,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 937 5,685 SH   SOLE   0 0 5,685
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 5,861 2,700,000 PRN   SOLE   2,700,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,055 22,691 SH   SOLE   12,276 0 10,415
ALLERGAN PLC SHS G0177J108 1,694 8,892 SH   SOLE   3,400 0 5,492
ALLETE INC COM NEW 018522300 2,100 28,000 SH   SOLE   0 0 28,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 11,172 10,594,000 PRN   SOLE   9,488,000 0 1,106,000
ALPHABET INC CAP STK CL C 02079K107 10,843 9,085 SH   SOLE   960 0 8,125
ALPHABET INC CAP STK CL A 02079K305 1,381 1,144 SH   SOLE   15 0 1,129
ALTABA INC COM 021346101 15,595 228,929 SH   SOLE   228,929 0 0
ALTRIA GROUP INC COM 02209S103 6,858 113,705 SH   SOLE   0 0 113,705
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 3,133 3,000,000 PRN   SOLE   3,000,000 0 0
AMAZON COM INC COM 023135106 7,413 3,701 SH   SOLE   150 0 3,551
AMERICAN AIRLS GROUP INC COM 02376R102 899 21,750 SH   SOLE   21,750 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 884 24,987 SH   SOLE   0 0 24,987
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 2,520 2,495,000 PRN   SOLE   2,100,000 0 395,000
AMERICAN TOWER CORP NEW COM 03027X100 245 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071h100 21,010 339,140 SH   SOLE   338,578 0 562
AMETEK INC NEW COM 031100100 11,770 148,763 SH   SOLE   21,129 0 127,634
AMPHENOL CORP NEW CL A 032095101 26,049 277,055 SH   SOLE   18,491 0 258,564
ANADARKO PETE CORP COM 032511107 282 4,180 SH   SOLE   0 0 4,180
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,862 1,758,000 PRN   SOLE   1,440,000 0 318,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 3,401 900,000 PRN   SOLE   900,000 0 0
APPLE INC COM 037833100 41,282 182,876 SH   SOLE   6,769 0 176,107
APPLIED INDL TECHNOLOGIES IN COM 03820C105 41,607 531,722 SH   SOLE   530,953 0 769
APPLIED MATLS INC COM 038222105 3,384 87,549 SH   SOLE   13,770 0 73,779
APTIV PLC SHS G6095L109 289 3,440 SH   SOLE   0 0 3,440
ARCONIC INC COM 03965L100 275 12,500 SH   SOLE   12,500 0 0
ARES CAP CORP COM 04010L103 3,564 207,345 SH   SOLE   0 0 207,345
ARES CAP CORP NOTE 4.375% 1/1 04010lam5 6,345 6,317,000 PRN   SOLE   5,099,000 0 1,218,000
ASSURANT INC 6.50% CONV PFD D 04621x207 2,649 23,000 SH   SOLE   23,000 0 0
AT&T INC COM 00206R102 3,519 104,797 SH   SOLE   0 0 104,797
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2,311 2,000,000 PRN   SOLE   2,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 1,811 1,500,000 PRN   SOLE   1,500,000 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 119 27,000 SH   SOLE   27,000 0 0
B & G FOODS INC NEW COM 05508R106 2,203 80,250 SH   SOLE   0 0 80,250
BANK AMER CORP COM 060505104 862 29,250 SH   SOLE   22,150 0 7,100
BANK AMER CORP 7.25%CNV PFD L 060505682 16,433 12,714 SH   SOLE   6,308 0 6,406
BARNES GROUP INC COM 067806109 34,632 487,570 SH   SOLE   486,866 0 704
BECTON DICKINSON & CO COM 075887109 15,961 61,153 SH   SOLE   6,709 0 54,444
BECTON DICKINSON & CO PFD SHS CONV A 075887208 12,684 193,500 SH   SOLE   193,500 0 0
BELDEN INC COM 077454106 10,025 140,393 SH   SOLE   140,185 0 208
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,840 12 SH   SOLE   0 0 12
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,788 31,705 SH   SOLE   100 0 31,605
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 4,256 4,107,000 PRN   SOLE   3,718,000 0 389,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,873 3,239,000 PRN   SOLE   3,239,000 0 0
BIOTELEMETRY INC COM 090672106 19,177 297,551 SH   SOLE   297,116 0 435
BLACK KNIGHT INC COM 09215C105 3,106 59,779 SH   SOLE   158 0 59,621
BLACKBAUD INC COM 09227Q100 19,038 187,602 SH   SOLE   187,331 0 271
BLACKLINE INC COM 09239B109 13,848 245,232 SH   SOLE   244,877 0 355
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1,500 1,500,000 PRN   SOLE   1,500,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 512 13,435 SH   SOLE   0 0 13,435
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3,381 3,375,000 PRN   SOLE   3,375,000 0 0
BRUKER CORP COM 116794108 24,148 721,921 SH   SOLE   720,882 0 1,039
BUCKLE INC COM 118440106 15,997 694,017 SH   SOLE   693,018 0 999
BURLINGTON STORES INC COM 122017106 13,418 82,358 SH   SOLE   82,238 0 120
CABOT OIL & GAS CORP COM 127097103 210 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 8,178 5,000,000 PRN   SOLE   5,000,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 8,420 7,986,000 PRN   SOLE   7,003,000 0 983,000
CANOPY GROWTH CORP COM 138035100 1,459 30,000 SH Call SOLE   30,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3,672 3,782,000 PRN   SOLE   3,319,000 0 463,000
CARRIZO OIL & GAS INC COM 144577103 16,584 658,115 SH   SOLE   657,179 0 936
CBS CORP NEW CL B 124857202 8,457 147,214 SH   SOLE   0 0 147,214
CELGENE CORP COM 151020104 665 7,430 SH   SOLE   5,000 0 2,430
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 16,182 15,977,000 PRN   SOLE   13,068,000 0 2,909,000
CENTENE CORP DEL COM 15135B101 19,646 135,698 SH   SOLE   15,308 0 120,390
CENTERPOINT ENERGY INC COM 15189T107 1,035 37,450 SH   SOLE   0 0 37,450
CHEESECAKE FACTORY INC COM 163072101 11,635 217,322 SH   SOLE   217,009 0 313
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,706 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 78 78,000 PRN   SOLE   7,000 0 71,000
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 5,437 5,517,000 PRN   SOLE   5,517,000 0 0
CHEVRON CORP NEW COM 166764100 8,968 73,340 SH   SOLE   0 0 73,340
CITIGROUP INC COM NEW 172967424 887 12,370 SH   SOLE   0 0 12,370
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 4,075 2,650,000 PRN   SOLE   2,650,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 8,228 5,000,000 PRN   SOLE   5,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 1,170 1,250,000 PRN   SOLE   1,250,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 257 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 1,893 310,785 SH   SOLE   11,000 0 299,785
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5,530 5,000,000 PRN   SOLE   5,000,000 0 0
COMCAST CORP NEW CL A 20030N101 1,553 43,850 SH   SOLE   0 0 43,850
COMMERCIAL METALS CO COM 201723103 14,406 702,063 SH   SOLE   701,057 0 1,006
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 278 15,300 SH   SOLE   0 0 15,300
COMPASS MINERALS INTL INC COM 20451N101 17,899 266,355 SH   SOLE   265,971 0 384
CONOCOPHILLIPS COM 20825C104 1,395 18,025 SH   SOLE   0 0 18,025
CONSOLIDATED EDISON INC COM 209115104 573 7,526 SH   SOLE   0 0 7,526
CONSTELLATION BRANDS INC CL A 21036P108 13,771 63,867 SH   SOLE   7,983 0 55,884
CORELOGIC INC COM 21871D103 25,683 519,788 SH   SOLE   519,044 0 744
CORESITE RLTY CORP COM 21870Q105 15,177 136,554 SH   SOLE   136,358 0 196
CORNERSTONE ONDEMAND INC COM 21925Y103 33,714 594,074 SH   SOLE   593,223 0 851
COTT CORP QUE COM 22163N106 10,923 676,368 SH   SOLE   627,695 0 48,673
COUSINS PPTYS INC COM 222795106 29,640 3,334,048 SH   SOLE   3,329,216 0 4,832
CRACKER BARREL OLD CTRY STOR COM 22410J106 11,634 79,072 SH   SOLE   78,961 0 111
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 246 5,550 SH   SOLE   5,550 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,355 3,100 SH   SOLE   3,100 0 0
CSG SYS INTL INC COM 126349109 12,452 310,214 SH   SOLE   309,760 0 454
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 2,115 2,000,000 PRN   SOLE   2,000,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,705 3,768,000 PRN   SOLE   2,657,000 0 1,111,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,558 1,500,000 PRN   SOLE   1,500,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3,842 3,920,000 PRN   SOLE   3,500,000 0 420,000
CULLEN FROST BANKERS INC COM 229899109 37,672 360,700 SH   SOLE   263,684 0 97,016
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 3,146 2,492,000 PRN   SOLE   2,492,000 0 0
DANAHER CORP DEL COM 235851102 23,169 213,227 SH   SOLE   16,842 0 196,385
DECKERS OUTDOOR CORP COM 243537107 21,993 185,466 SH   SOLE   185,198 0 268
DERMIRA INC NOTE 3.000% 5/1 24983lab0 5,944 7,142,000 PRN   SOLE   7,142,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 798 19,990 SH   SOLE   0 0 19,990
DEXCOM INC NOTE 0.750% 5/1 252131af4 3,833 2,500,000 PRN   SOLE   2,500,000 0 0
DIPLOMAT PHARMACY INC COM 25456K101 12,231 630,117 SH   SOLE   629,216 0 901
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 10,297 10,800,000 PRN   SOLE   10,800,000 0 0
DISNEY WALT CO COM DISNEY 254687106 14,283 122,137 SH   SOLE   6,729 0 115,408
DOMINION ENERGY INC COM 25746U109 251 3,565 SH   SOLE   0 0 3,565
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 948 20,000 SH   SOLE   20,000 0 0
DOWDUPONT INC COM 26078J100 5,097 79,262 SH   SOLE   2,000 0 77,262
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 6,730 6,080,000 PRN   SOLE   6,080,000 0 0
EASTGROUP PPTY INC COM 277276101 17,501 183,024 SH   SOLE   182,757 0 267
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8,245 7,839,000 PRN   SOLE   6,549,000 0 1,290,000
ELECTRONIC ARTS INC COM 285512109 1,301 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8,901 8,923,000 PRN   SOLE   7,206,000 0 1,717,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,562 6,550,000 PRN   SOLE   6,550,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 5,067 5,434,000 PRN   SOLE   4,423,000 0 1,011,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1,503 1,500,000 PRN   SOLE   1,500,000 0 0
ENDOLOGIX INC COM 29266s106 3,033 1,587,792 SH   SOLE   1,585,504 0 2,288
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2,761 2,846,000 PRN   SOLE   1,959,000 0 887,000
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 3,983 4,000,000 PRN   SOLE   4,000,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,479 86,296 SH   SOLE   0 0 86,296
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2,788 2,522,000 PRN   SOLE   1,788,000 0 734,000
EPR PPTYS CONV PFD 9% SR E 26884U307 2,974 83,400 SH   SOLE   0 0 83,400
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 2,884 2,125,000 PRN   SOLE   2,125,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 10,956 8,850,000 PRN   SOLE   8,850,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 868 6,656 SH   SOLE   6,656 0 0
EXXON MOBIL CORP COM 30231G102 2,983 35,085 SH   SOLE   0 0 35,085
EZCORP INC NOTE 2.125% 6/1 302301ab2 7,149 7,223,000 PRN   SOLE   6,069,000 0 1,154,000
EZCORP INC NOTE 2.875% 7/0 302301af3 2,111 1,700,000 PRN   SOLE   1,700,000 0 0
FACEBOOK INC CL A 30303M102 4,835 29,400 SH   SOLE   0 0 29,400
FCB FINL HLDGS INC CL A 30255G103 493 10,400 SH   SOLE   0 0 10,400
FEDEX CORP COM 31428X106 385 1,600 SH   SOLE   1,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,797 121,900 SH   SOLE   0 0 121,900
FINISAR CORP COM NEW 31787A507 343 18,000 SH   SOLE   18,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 5,020 5,050,000 PRN   SOLE   3,886,000 0 1,164,000
FINISAR CORP NOTE 0.500%12/1 31787aap6 2,064 2,250,000 PRN   SOLE   2,250,000 0 0
FIREEYE INC COM 31816Q101 306 18,000 SH   SOLE   18,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 10,524 10,962,000 PRN   SOLE   9,086,000 0 1,876,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,100 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 1,448 18,250 SH   SOLE   18,250 0 0
FISERV INC COM 337738108 6,461 78,432 SH   SOLE   15,786 0 62,646
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 5,393 5,300,000 PRN   SOLE   5,300,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3,184 3,200,000 PRN   SOLE   3,065,000 0 135,000
FORTIVE CORP COM 34959J108 21,203 251,821 SH   SOLE   21,743 0 230,078
FORTIVE CORP 5% PFD CNV SER A 34959J207 4,835 4,500 SH   SOLE   4,500 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13,146 1,270,115 SH   SOLE   1,268,270 0 1,845
FRANCO NEVADA CORP COM 351858105 7,245 115,827 SH   SOLE   6,604 0 109,223
FULTON FINL CORP PA COM 360271100 24,423 1,466,866 SH   SOLE   1,464,765 0 2,101
GENESEE & WYO INC CL A 371559105 61,958 680,930 SH   SOLE   478,816 0 202,114
G-III APPAREL GROUP LTD COM 36237H101 30,118 624,979 SH   SOLE   624,084 0 895
GILEAD SCIENCES INC COM 375558103 636 8,235 SH   SOLE   0 0 8,235
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,100 2,000,000 PRN   SOLE   2,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 395 1,760 SH   SOLE   0 0 1,760
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8,903 7,450,000 PRN   SOLE   7,450,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 12,830 197,686 SH   SOLE   197,387 0 299
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 4,021 3,750,000 PRN   SOLE   3,750,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,673 53,500 SH   SOLE   0 0 53,500
HEALTHCARE SVCS GRP INC COM 421906108 27,749 683,136 SH   SOLE   682,159 0 977
HEICO CORP NEW CL A 422806208 41,925 555,296 SH   SOLE   156 0 555,140
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8,513 6,528,000 PRN   SOLE   5,176,000 0 1,352,000
HESS CORP DEP PDF SR A 42809H404 3,857 48,500 SH   SOLE   48,500 0 0
HMS HLDGS CORP COM 40425J101 44,716 1,362,867 SH   SOLE   1,360,886 0 1,981
HOME DEPOT INC COM 437076102 1,157 5,587 SH   SOLE   0 0 5,587
HONEYWELL INTL INC COM 438516106 4,529 27,216 SH   SOLE   0 0 27,216
HORACE MANN EDUCATORS CORP N COM 440327104 15,645 348,430 SH   SOLE   347,935 0 495
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6,332 6,278,000 PRN   SOLE   6,278,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4,320 2,620,000 PRN   SOLE   2,620,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 11,194 750,257 SH   SOLE   64,150 0 686,107
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 8,881 9,146,000 PRN   SOLE   7,509,000 0 1,637,000
IAC INTERACTIVECORP COM 44919P508 12,886 59,460 SH   SOLE   0 0 59,460
IBERIABANK CORP COM 450828108 26,327 323,626 SH   SOLE   323,163 0 463
ICON PLC SHS G4705A100 40,899 266,010 SH   SOLE   265,624 0 386
IDACORP INC COM 451107106 42,457 427,861 SH   SOLE   427,245 0 616
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 1,724 1,800,000 PRN   SOLE   1,800,000 0 0
II VI INC NOTE 0.250% 9/0 902104ab4 1,756 1,500,000 PRN   SOLE   1,500,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 204 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC NOTE 0.500% 6/1 452327ah2 1,893 1,250,000 PRN   SOLE   1,250,000 0 0
INCYTE CORP COM 45337C102 238 3,442 SH   SOLE   3,442 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,892 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 197 27,000 SH   SOLE   27,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 2,536 2,500,000 PRN   SOLE   2,500,000 0 0
INGEVITY CORP COM 45688C107 42,337 415,559 SH   SOLE   345,133 0 70,426
INOGEN INC COM 45780L104 854 3,500 SH   SOLE   3,500 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 4,959 4,300,000 PRN   SOLE   4,200,000 0 100,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 493 500,000 PRN   SOLE   500,000 0 0
INSMED INC NOTE 1.750% 1/1 457669aa7 3,575 4,200,000 PRN   SOLE   4,200,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4,519 3,000,000 PRN   SOLE   3,000,000 0 0
INTEL CORP COM 458140100 709 15,000 SH   SOLE   13,000 0 2,000
INTEL CORP SDCV 3.250% 8/0 458140af7 8,136 3,544,000 PRN   SOLE   3,544,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 985 975,000 PRN   SOLE   975,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,195 149,482 SH   SOLE   200 0 149,282
INTERNATIONAL BUSINESS MACHS COM 459200101 480 3,172 SH   SOLE   0 0 3,172
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 545 10,000 SH   SOLE   10,000 0 0
INTRICON CORP COM 46121H109 6,052 107,686 SH   SOLE   107,527 0 159
INTUIT COM 461202103 1,663 7,313 SH   SOLE   100 0 7,213
INVACARE CORP NOTE 4.500% 6/0 461203ah4 3,177 2,802,000 PRN   SOLE   2,802,000 0 0
INVESTORS BANCORP INC NEW COM 46146L101 160 13,000 SH   SOLE   0 0 13,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1,695 1,300,000 PRN   SOLE   1,300,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 37,080 220,000 SH Put SOLE   220,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7,474 7,093,000 PRN   SOLE   7,093,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2,598 2,000,000 PRN   SOLE   2,000,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 236 3,090 SH   SOLE   0 0 3,090
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 5,342 4,981,000 PRN   SOLE   4,981,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145ad3 1,016 1,000,000 PRN   SOLE   1,000,000 0 0
JD COM INC SPON ADR CL A 47215P106 291 11,140 SH   SOLE   0 0 11,140
JETBLUE AIRWAYS CORP COM 477143101 421 21,750 SH   SOLE   21,750 0 0
JOHNSON & JOHNSON COM 478160104 11,986 86,746 SH   SOLE   100 0 86,646
JPMORGAN CHASE & CO COM 46625H100 26,765 237,195 SH   SOLE   17,407 0 219,788
K12 INC COM 48273u102 23,511 1,328,297 SH   SOLE   1,326,392 0 1,905
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,175 1,000,000 PRN   SOLE   1,000,000 0 0
KB HOME NOTE 1.375% 2/0 48666kas8 3,439 3,366,000 PRN   SOLE   2,041,000 0 1,325,000
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KINDER MORGAN INC DEL PFD SER A 49456B200 971 29,093 SH   SOLE   29,093 0 0
KKR & CO INC CL A 48251W104 3,431 125,798 SH   SOLE   0 0 125,798
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LAM RESEARCH CORP COM 512807108 1,001 6,600 SH   SOLE   6,600 0 0
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LENDINGTREE INC NEW COM 52603B107 253 1,100 SH   SOLE   1,100 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2,853 2,250,000 PRN   SOLE   2,250,000 0 0
LENNAR CORP CL A 526057104 374 8,000 SH   SOLE   8,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 903 743,000 PRN   SOLE   743,000 0 0
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LITTELFUSE INC COM 537008104 42,958 217,079 SH   SOLE   163,523 0 53,556
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034aj8 3,448 2,190,000 PRN   SOLE   1,749,000 0 441,000
LKQ CORP COM 501889208 31,105 982,149 SH   SOLE   980,733 0 1,416
LOCKHEED MARTIN CORP COM 539830109 346 1,000 SH   SOLE   1,000 0 0
LUMENTUM HLDGS INC COM 55024u109 659 11,000 SH   SOLE   11,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 6,657 5,545,000 PRN   SOLE   5,545,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,852 83,500 SH   SOLE   21,500 0 62,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 6,923 6,984,000 PRN   SOLE   4,944,000 0 2,040,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4,667 5,175,000 PRN   SOLE   5,175,000 0 0
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MASCO CORP COM 574599106 366 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,604 27,521 SH   SOLE   0 0 27,521
MEDICINES CO NOTE 2.500% 1/1 584688ae5 2,366 2,200,000 PRN   SOLE   2,200,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,745 3,000,000 PRN   SOLE   3,000,000 0 0
MEDNAX INC COM 58502B106 25,263 541,426 SH   SOLE   540,648 0 778
MERITOR INC NOTE 3.250%10/1 59001kaf7 2,863 3,000,000 PRN   SOLE   3,000,000 0 0
MGIC INVT CORP WIS COM 552848103 772 58,000 SH   SOLE   58,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,351 29,790 SH   SOLE   5,903 0 23,887
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10,476 6,916,000 PRN   SOLE   6,916,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 10,224 9,600,000 PRN   SOLE   9,600,000 0 0
MICRON TECHNOLOGY INC COM 595112103 520 11,500 SH   SOLE   11,500 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 6,286 1,522,000 PRN   SOLE   1,522,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 3,501 2,257,000 PRN   SOLE   2,257,000 0 0
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MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 5,325 1,460,000 PRN   SOLE   1,460,000 0 0
MONDELEZ INTL INC CL A 609207105 5,186 120,708 SH   SOLE   0 0 120,708
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,372 82,034 SH   SOLE   0 0 82,034
MONRO INC COM 610236101 12,493 179,495 SH   SOLE   179,237 0 258
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MUELLER INDS INC COM 624756102 23,261 802,643 SH   SOLE   801,489 0 1,154
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NAVIENT CORPORATION COM 63938C108 1,202 89,200 SH   SOLE   0 0 89,200
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NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 8,846 8,726,000 PRN   SOLE   7,634,000 0 1,092,000
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NEXTERA ENERGY INC COM 65339F101 7,220 43,080 SH   SOLE   0 0 43,080
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 607 10,585 SH   SOLE   10,585 0 0
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NIKE INC CL B 654106103 2,794 32,975 SH   SOLE   0 0 32,975
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NORTHROP GRUMMAN CORP COM 666807102 3,194 10,065 SH   SOLE   0 0 10,065
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NOVO-NORDISK A S ADR 670100205 4,951 105,025 SH   SOLE   0 0 105,025
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,529 3,750,000 PRN   SOLE   3,750,000 0 0
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NUVASIVE INC NOTE 2.250% 3/1 670704ag0 5,235 4,134,000 PRN   SOLE   3,712,000 0 422,000
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NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 9,103 8,714,000 PRN   SOLE   7,908,000 0 806,000
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OASIS PETE INC NEW COM 674215108 156 11,000 SH   SOLE   11,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215aj7 2,695 2,000,000 PRN   SOLE   2,000,000 0 0
OIL STS INTL INC COM 678026105 20,729 624,371 SH   SOLE   623,465 0 906
OLD DOMINION FGHT LINES INC COM 679580100 29,566 183,344 SH   SOLE   172,605 0 10,739
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ONESPAN INC COM 68287N100 5,703 299,383 SH   SOLE   298,951 0 432
ORION ENGINEERED CARBONS S A COM L72967109 941 29,320 SH   SOLE   435 0 28,885
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,410 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 5,306 5,000,000 PRN   SOLE   5,000,000 0 0
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PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 5,034 2,473,000 PRN   SOLE   2,473,000 0 0
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PAYLOCITY HLDG CORP COM 70438V106 15,318 190,718 SH   SOLE   190,441 0 277
PAYPAL HLDGS INC COM 70450Y103 351 4,000 SH   SOLE   3,000 0 1,000
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PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 2,902 2,986,000 PRN   SOLE   2,986,000 0 0
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PERFORMANCE FOOD GROUP CO COM 71377A103 17,440 523,721 SH   SOLE   522,970 0 751
PFIZER INC COM 717081103 923 20,944 SH   SOLE   0 0 20,944
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PLATFORM SPECIALTY PRODS COR COM 72766Q105 561 45,000 SH   SOLE   0 0 45,000
POLYONE CORP COM 73179P106 35,407 809,866 SH   SOLE   808,694 0 1,172
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PRA GROUP INC NOTE 3.500% 6/0 69354nab2 4,133 4,000,000 PRN   SOLE   4,000,000 0 0
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PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 7,565 4,997,000 PRN   SOLE   4,997,000 0 0
PROCTER AND GAMBLE CO COM 742718109 967 11,623 SH   SOLE   0 0 11,623
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 4,101 3,522,000 PRN   SOLE   3,100,000 0 422,000
PROSPERITY BANCSHARES INC COM 743606105 25,328 365,224 SH   SOLE   364,689 0 535
PUBLIC SVC ENTERPRISE GROUP COM 744573106 203 3,850 SH   SOLE   0 0 3,850
PVH CORP COM 693656100 343 2,378 SH   SOLE   2,172 0 206
QUAKER CHEM CORP COM 747316107 42,809 211,707 SH   SOLE   170,277 0 41,430
QUALCOMM INC COM 747525103 4,181 58,050 SH   SOLE   0 0 58,050
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 5,038 6,500,000 PRN   SOLE   6,500,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 40,584 440,895 SH   SOLE   321,695 0 119,200
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 2,577 20,000 SH   SOLE   20,000 0 0
RAYTHEON CO COM NEW 755111507 6,155 29,781 SH   SOLE   30 0 29,751
REALPAGE INC COM 75606N109 36,819 558,717 SH   SOLE   491,040 0 67,677
REALPAGE INC NOTE 1.500%11/1 75606nab5 4,503 2,750,000 PRN   SOLE   2,750,000 0 0
RED HAT INC NOTE 0.250%10/0 756577ad4 3,675 1,987,000 PRN   SOLE   1,987,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737faa6 3,272 3,600,000 PRN   SOLE   3,600,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,931 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970E107 39,493 958,324 SH   SOLE   956,942 0 1,382
REPLIGEN CORP COM 759916109 42,341 763,457 SH   SOLE   762,361 0 1,096
RESOURCES CONNECTION INC COM 76122q105 19,738 1,189,048 SH   SOLE   1,187,361 0 1,687
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RH COM 74967X103 1,376 10,500 SH   SOLE   10,500 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 20,143 557,506 SH   SOLE   556,709 0 797
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RLJ LODGING TR COM 74965L101 25,264 1,146,780 SH   SOLE   1,145,122 0 1,658
ROPER TECHNOLOGIES INC COM 776696106 3,679 12,419 SH   SOLE   3,759 0 8,660
ROVI CORP NOTE 0.500% 3/0 779376ad4 6,190 6,499,000 PRN   SOLE   5,141,000 0 1,358,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,604 111,591 SH   SOLE   0 0 111,591
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SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 283 57,000 SH   SOLE   0 0 57,000
SCHEIN HENRY INC COM 806407102 1,082 12,720 SH   SOLE   416 0 12,304
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SEAGATE TECHNOLOGY PLC SHS G7945M107 379 8,000 SH   SOLE   8,000 0 0
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SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,005 3,000,000 PRN   SOLE   3,000,000 0 0
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TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 420 9,500 SH   SOLE   9,500 0 0
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TEXAS INSTRS INC COM 882508104 3,672 34,225 SH   SOLE   5,000 0 29,225
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TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 3,415 2,000,000 PRN   SOLE   2,000,000 0 0
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VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,433 66,024 SH   SOLE   0 0 66,024
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WESTERN ALLIANCE BANCORP COM 957638109 37,478 658,773 SH   SOLE   657,826 0 947
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 3,027 3,000,000 PRN   SOLE   3,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 629 10,750 SH   SOLE   10,750 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387al6 3,931 4,097,000 PRN   SOLE   3,306,000 0 791,000
WILEY JOHN & SONS INC CL A 968223206 31,275 516,095 SH   SOLE   515,364 0 731
WILLIAMS COS INC DEL COM 969457100 408 15,000 SH   SOLE   0 0 15,000
WOODWARD INC COM 980745103 17,465 215,991 SH   SOLE   215,681 0 310
WORLD WRESTLING ENTMT INC CL A 98156Q108 2,162 22,350 SH   SOLE   0 0 22,350
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 6,757 6,132,000 PRN   SOLE   5,147,000 0 985,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 5,790 4,000,000 PRN   SOLE   4,000,000 0 0
WSFS FINL CORP COM 929328102 15,276 323,996 SH   SOLE   323,530 0 466
XILINX INC COM 983919101 3,934 49,075 SH   SOLE   0 0 49,075
YAHOO INC NOTE 12/0 984332af3 3,954 3,100,000 PRN   SOLE   3,100,000 0 0
YANDEX NV NOTE 1.125%12/1 98474tab3 4,426 4,465,000 PRN   SOLE   3,496,000 0 969,000
ZEBRA TECHNOLOGIES CORP CL A 989207105 34,020 192,386 SH   SOLE   144,536 0 47,850
ZILLOW GROUP INC NOTE 1.500% 7/0 98954mac5 1,293 1,400,000 PRN   SOLE   1,400,000 0 0
ZOETIS INC CL A 98978V103 8,419 91,955 SH   SOLE   8,178 0 83,777