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 25,426 483,390 SH   SOLE   482,759 0 631
ABBOTT LABS COM 002824100 228 2,850 SH   SOLE   0 0 2,850
ABBVIE INC COM 00287Y109 2,093 25,975 SH   SOLE   0 0 25,975
ACADIA HEALTHCARE COMPANY IN COM 00404A109 14,298 487,813 SH   SOLE   487,175 0 638
ACI WORLDWIDE INC COM 004498101 36,369 1,106,440 SH   SOLE   1,104,988 0 1,452
ACTIVISION BLIZZARD INC COM 00507V109 423 9,300 SH   SOLE   0 0 9,300
ADOBE INC COM 00724F101 1,133 4,250 SH   SOLE   0 0 4,250
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5,001 1,530,000 PRN   SOLE   1,530,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3,528 2,380,000 PRN   SOLE   2,380,000 0 0
AFLAC INC COM 001055102 540 10,800 SH   SOLE   0 0 10,800
AIR PRODS & CHEMS INC COM 009158106 768 4,020 SH   SOLE   0 0 4,020
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 996 1,000,000 PRN   SOLE   1,000,000 0 0
AK STL CORP NOTE 5.000%11/1 001546ap5 4,371 4,341,000 PRN   SOLE   3,434,000 0 907,000
AK STL HLDG CORP COM 001547108 69 25,000 SH   SOLE   25,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3,830 4,000,000 PRN   SOLE   4,000,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,018 5,580 SH   SOLE   140 0 5,440
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4,966 2,610,000 PRN   SOLE   2,610,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 522 5,757 SH   SOLE   5,423 0 334
ALLERGAN PLC SHS G0177J108 1,170 7,992 SH   SOLE   5,100 0 2,892
ALLETE INC COM NEW 018522300 822 10,000 SH   SOLE   0 0 10,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10,232 10,451,000 PRN   SOLE   9,233,000 0 1,218,000
ALPHABET INC CAP STK CL C 02079K107 9,322 7,945 SH   SOLE   829 0 7,116
ALPHABET INC CAP STK CL A 02079K305 1,445 1,228 SH   SOLE   27 0 1,201
ALTABA INC COM 021346101 16,968 228,929 SH   SOLE   228,929 0 0
ALTAIR ENGR INC COM CL A 021369103 9,318 253,138 SH   SOLE   252,807 0 331
ALTRA INDL MOTION CORP COM 02208R106 396 12,750 SH   SOLE   12,750 0 0
ALTRIA GROUP INC COM 02209S103 3,909 68,061 SH   SOLE   339 0 67,722
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 1,740 2,000,000 PRN   SOLE   2,000,000 0 0
AMAZON COM INC COM 023135106 17,829 10,012 SH   SOLE   1,572 0 8,440
AMERICAN AIRLS GROUP INC COM 02376R102 669 21,050 SH   SOLE   21,050 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 1,531 30,000 SH   SOLE   30,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 332 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071H100 17,815 299,922 SH   SOLE   299,460 0 462
AMETEK INC NEW COM 031100100 10,145 122,272 SH   SOLE   20,447 0 101,825
AMPHENOL CORP NEW CL A 032095101 23,075 244,334 SH   SOLE   18,895 0 225,439
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,997 1,811,000 PRN   SOLE   1,440,000 0 371,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 3,105 782,000 PRN   SOLE   782,000 0 0
APPLE INC COM 037833100 28,084 147,847 SH   SOLE   5,984 0 141,863
APPLIED INDL TECHNOLOGIES IN COM 03820C105 28,331 476,393 SH   SOLE   475,770 0 623
APTIV PLC SHS G6095L109 250 3,140 SH   SOLE   0 0 3,140
ARES CAP CORP COM 04010L103 3,766 219,745 SH   SOLE   0 0 219,745
ARES CAP CORP NOTE 3.750% 2/0 04010lat0 6,906 6,915,000 PRN   SOLE   4,995,000 0 1,920,000
ARK ETF TR INNOVATION ETF 00214Q104 519 11,100 SH   SOLE   0 0 11,100
ARK ETF TR WEB X.O ETF 00214Q401 591 11,400 SH   SOLE   0 0 11,400
ASSURANT INC 6.50% CONV PFD D 04621x207 2,346 22,721 SH   SOLE   22,721 0 0
AT&T INC COM 00206R102 3,165 100,931 SH   SOLE   0 0 100,931
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2,077 2,000,000 PRN   SOLE   2,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2,451 2,300,000 PRN   SOLE   2,300,000 0 0
B & G FOODS INC NEW COM 05508R106 1,808 74,050 SH   SOLE   0 0 74,050
BANK AMER CORP COM 060505104 979 35,500 SH   SOLE   28,400 0 7,100
BANK AMER CORP 7.25%CNV PFD L 060505682 15,784 12,049 SH   SOLE   12,049 0 0
BARNES GROUP INC COM 067806109 20,467 398,113 SH   SOLE   397,592 0 521
BECTON DICKINSON & CO COM 075887109 13,833 55,393 SH   SOLE   8,442 0 46,951
BECTON DICKINSON & CO PFD SHS CONV A 075887208 10,707 172,145 SH   SOLE   172,145 0 0
BELDEN INC COM 077454106 8,158 151,926 SH   SOLE   151,727 0 199
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,257 36,124 SH   SOLE   1,221 0 34,903
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 4,254 3,721,000 PRN   SOLE   3,721,000 0 0
BIOTELEMETRY INC COM 090672106 14,632 233,661 SH   SOLE   233,354 0 307
BLACK KNIGHT INC COM 09215C105 3,793 69,593 SH   SOLE   268 0 69,325
BLACKBAUD INC COM 09227Q100 12,238 153,495 SH   SOLE   153,294 0 201
BLACKLINE INC COM 09239B109 14,630 315,855 SH   SOLE   315,440 0 415
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1,485 1,500,000 PRN   SOLE   1,500,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 450 12,860 SH   SOLE   0 0 12,860
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3,409 3,375,000 PRN   SOLE   3,375,000 0 0
BOEING CO COM 097023105 305 800 SH   SOLE   800 0 0
BRUKER CORP COM 116794108 24,553 638,731 SH   SOLE   637,899 0 832
BUCKLE INC COM 118440106 11,505 614,566 SH   SOLE   613,767 0 799
BURLINGTON STORES INC COM 122017106 16,593 105,901 SH   SOLE   83,873 0 22,028
CABOT OIL & GAS CORP COM 127097103 244 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 7,542 5,290,000 PRN   SOLE   5,290,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 4,497 4,606,000 PRN   SOLE   3,503,000 0 1,103,000
CARBONITE INC NOTE 2.500% 4/0 141337ab1 2,341 2,000,000 PRN   SOLE   2,000,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 2,544 2,570,000 PRN   SOLE   2,025,000 0 545,000
CARRIZO OIL & GAS INC COM 144577103 11,287 905,108 SH   SOLE   903,909 0 1,199
CBS CORP NEW CL B 124857202 2,677 56,315 SH   SOLE   0 0 56,315
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 7,935 7,985,000 PRN   SOLE   6,251,000 0 1,734,000
CENTENE CORP DEL COM 15135B101 15,983 300,995 SH   SOLE   50,677 0 250,318
CENTERPOINT ENERGY INC COM 15189T107 1,027 33,450 SH   SOLE   0 0 33,450
CHEESECAKE FACTORY INC COM 163072101 10,948 223,804 SH   SOLE   223,511 0 293
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,411 1,795,000 PRN   SOLE   1,795,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 4,829 5,205,000 PRN   SOLE   5,205,000 0 0
CHEVRON CORP NEW COM 166764100 8,060 65,431 SH   SOLE   19 0 65,412
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 3,446 3,000,000 PRN   SOLE   3,000,000 0 0
CITIGROUP INC COM NEW 172967424 746 11,985 SH   SOLE   0 0 11,985
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 6,640 4,871,000 PRN   SOLE   4,871,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3,374 3,641,000 PRN   SOLE   2,847,000 0 794,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 257 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6,240 6,619,000 PRN   SOLE   6,119,000 0 500,000
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6,197 6,454,000 PRN   SOLE   4,732,000 0 1,722,000
COLONY CAP INC NEW CL A COM 19626G108 253 47,630 SH   SOLE   12,742 0 34,888
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 3,296 2,877,000 PRN   SOLE   2,877,000 0 0
COMCAST CORP NEW CL A 20030N101 1,569 39,250 SH   SOLE   0 0 39,250
COMMERCIAL METALS CO COM 201723103 12,576 736,302 SH   SOLE   735,338 0 964
COMPASS MINERALS INTL INC COM 20451N101 15,184 279,265 SH   SOLE   278,897 0 368
CONOCOPHILLIPS COM 20825C104 1,250 18,725 SH   SOLE   0 0 18,725
CONSOLIDATED EDISON INC COM 209115104 636 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 6,276 35,797 SH   SOLE   6,749 0 29,048
CORELOGIC INC COM 21871D103 19,317 518,445 SH   SOLE   517,813 0 632
CORESITE RLTY CORP COM 21870Q105 12,903 120,567 SH   SOLE   120,410 0 157
CORNERSTONE ONDEMAND INC COM 21925Y103 24,940 455,272 SH   SOLE   454,677 0 595
COTT CORP QUE COM 22163N106 17,231 1,179,385 SH   SOLE   800,453 0 378,932
COUSINS PPTYS INC COM 222795106 29,162 3,018,829 SH   SOLE   3,014,845 0 3,984
CRACKER BARREL OLD CTRY STOR COM 22410J106 11,463 70,931 SH   SOLE   70,841 0 90
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,206 2,708 SH   SOLE   2,708 0 0
CSG SYS INTL INC COM 126349109 11,893 281,154 SH   SOLE   280,801 0 353
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 5,670 5,400,000 PRN   SOLE   4,459,000 0 941,000
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,844 3,769,000 PRN   SOLE   2,657,000 0 1,112,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 4,066 4,008,000 PRN   SOLE   3,500,000 0 508,000
CULLEN FROST BANKERS INC COM 229899109 23,305 240,083 SH   SOLE   229,074 0 11,009
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 4,184 3,272,000 PRN   SOLE   3,272,000 0 0
DANAHER CORPORATION COM 235851102 28,641 216,947 SH   SOLE   20,933 0 196,014
DANAHER CORPORATION 4.75 MND CV PFD 235851300 2,099 2,000 SH   SOLE   2,000 0 0
DECKERS OUTDOOR CORP COM 243537107 16,450 111,914 SH   SOLE   111,767 0 147
DERMIRA INC NOTE 3.000% 5/1 24983lab0 5,669 6,392,000 PRN   SOLE   6,392,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 218 6,900 SH   SOLE   0 0 6,900
DEXCOM INC NOTE 0.750% 5/1 252131af4 3,449 2,567,000 PRN   SOLE   2,567,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 202 1,235 SH   SOLE   0 0 1,235
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7,478 8,765,000 PRN   SOLE   8,765,000 0 0
DISNEY WALT CO COM DISNEY 254687106 8,250 74,308 SH   SOLE   8,574 0 65,734
DOMINOS PIZZA INC COM 25754A201 2,897 11,225 SH   SOLE   0 0 11,225
DOWDUPONT INC COM 26078J100 449 8,430 SH   SOLE   8,000 0 430
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 11,863 12,841,000 PRN   SOLE   10,994,000 0 1,847,000
EASTGROUP PPTY INC COM 277276101 23,673 212,047 SH   SOLE   211,767 0 280
ECHO GLOBAL LOGISTICS INC COM 27875T101 201 8,116 SH   SOLE   8,116 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8,752 8,813,000 PRN   SOLE   7,374,000 0 1,439,000
ELECTRONIC ARTS INC COM 285512109 1,098 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8,921 9,046,000 PRN   SOLE   7,206,000 0 1,840,000
ELEMENT SOLUTIONS INC COM 28618M106 349 34,600 SH   SOLE   0 0 34,600
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5,964 6,265,000 PRN   SOLE   6,265,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 5,091 5,521,000 PRN   SOLE   4,423,000 0 1,098,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 888 1,000,000 PRN   SOLE   1,000,000 0 0
ENDOLOGIX INC COM NEW 29266S304 1,329 201,013 SH   SOLE   200,738 0 275
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 3,095 4,000,000 PRN   SOLE   4,000,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,338 80,330 SH   SOLE   0 0 80,330
EPR PPTYS CONV PFD 9% SR E 26884U307 2,989 79,400 SH   SOLE   0 0 79,400
ETSY INC NOTE 3/0 29786aac0 6,490 3,352,000 PRN   SOLE   3,352,000 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 3,890 4,000,000 PRN   SOLE   3,586,000 0 414,000
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 11,724 8,581,000 PRN   SOLE   8,581,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,018 8,556 SH   SOLE   8,556 0 0
EXXON MOBIL CORP COM 30231G102 2,335 28,897 SH   SOLE   0 0 28,897
EZCORP INC NOTE 2.125% 6/1 302301ab2 7,234 7,262,000 PRN   SOLE   6,069,000 0 1,193,000
EZCORP INC NOTE 2.875% 7/0 302301af3 1,350 1,200,000 PRN   SOLE   1,200,000 0 0
FACEBOOK INC CL A 30303M102 4,570 27,418 SH   SOLE   293 0 27,125
FEDEX CORP COM 31428X106 363 2,000 SH   SOLE   2,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,353 119,100 SH   SOLE   0 0 119,100
FIREEYE INC COM 31816Q101 185 11,000 SH   SOLE   11,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 4,449 4,587,000 PRN   SOLE   3,087,000 0 1,500,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 2,056 2,200,000 PRN   SOLE   2,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 288 3,500 SH   SOLE   3,500 0 0
FISERV INC COM 337738108 8,940 101,273 SH   SOLE   20,346 0 80,927
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 4,422 5,050,000 PRN   SOLE   5,050,000 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 16,788 200,114 SH   SOLE   25,893 0 174,221
FORTIVE CORP 5% PFD CNV SER A 34959J207 3,088 2,933 SH   SOLE   2,933 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 8,029 1,571,245 SH   SOLE   1,569,163 0 2,082
FRANCO NEVADA CORP COM 351858105 10,456 139,316 SH   SOLE   13,190 0 126,126
FULTON FINL CORP PA COM 360271100 20,128 1,300,231 SH   SOLE   1,298,549 0 1,682
GENESEE & WYO INC CL A 371559105 51,053 585,879 SH   SOLE   414,083 0 171,796
G-III APPAREL GROUP LTD COM 36237H101 23,471 587,355 SH   SOLE   586,583 0 772
GILEAD SCIENCES INC COM 375558103 237 3,650 SH   SOLE   0 0 3,650
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,869 3,000,000 PRN   SOLE   3,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 315 1,640 SH   SOLE   0 0 1,640
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8,169 8,510,000 PRN   SOLE   8,510,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 19,047 294,391 SH   SOLE   293,982 0 409
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 6,406 5,880,000 PRN   SOLE   5,880,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,536 51,000 SH   SOLE   0 0 51,000
HEALTHCARE SVCS GRP INC COM 421906108 18,753 568,447 SH   SOLE   567,707 0 740
HEICO CORP NEW CL A 422806208 40,557 482,475 SH   SOLE   1,094 0 481,381
HENRY SCHEIN INC COM 806407102 743 12,361 SH   SOLE   369 0 11,992
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 5,458 4,388,000 PRN   SOLE   3,552,000 0 836,000
HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 1,057 1,000,000 PRN   SOLE   1,000,000 0 0
HERCULES CAPITAL INC COM 427096508 439 34,669 SH   SOLE   34,669 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 2,367 2,415,000 PRN   SOLE   1,893,000 0 522,000
HERON THERAPEUTICS INC COM 427746102 9,403 384,741 SH   SOLE   384,237 0 504
HMS HLDGS CORP COM 40425J101 31,490 1,063,490 SH   SOLE   1,062,098 0 1,392
HOME DEPOT INC COM 437076102 1,353 7,049 SH   SOLE   1,417 0 5,632
HONEYWELL INTL INC COM 438516106 4,180 26,305 SH   SOLE   10 0 26,295
HORACE MANN EDUCATORS CORP N COM 440327104 12,173 345,718 SH   SOLE   345,264 0 454
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6,356 5,603,000 PRN   SOLE   5,603,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 5,285 2,920,000 PRN   SOLE   2,920,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,129 167,908 SH   SOLE   27,100 0 140,808
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7,329 7,460,000 PRN   SOLE   5,680,000 0 1,780,000
IAC INTERACTIVECORP COM 44919P508 12,020 57,210 SH   SOLE   0 0 57,210
IBERIABANK CORP COM 450828108 20,741 289,239 SH   SOLE   288,870 0 369
ICON PLC SHS G4705A100 28,717 210,259 SH   SOLE   209,983 0 276
IDACORP INC COM 451107106 41,029 412,187 SH   SOLE   377,974 0 34,213
II VI INC NOTE 0.250% 9/0 902104ab4 1,573 1,500,000 PRN   SOLE   1,500,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 207 1,445 SH   SOLE   0 0 1,445
ILLUMINA INC COM 452327109 901 2,900 SH   SOLE   2,900 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327ah2 4,229 3,115,000 PRN   SOLE   3,115,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,806 1,071,000 PRN   SOLE   1,071,000 0 0
INFINERA CORPORATION COM 45667G103 204 47,000 SH   SOLE   47,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 2,956 3,700,000 PRN   SOLE   3,700,000 0 0
INGEVITY CORP COM 45688C107 40,002 378,772 SH   SOLE   324,676 0 54,096
INOGEN INC COM 45780L104 405 4,250 SH   SOLE   4,250 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 4,088 3,330,000 PRN   SOLE   3,254,000 0 76,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 5,606 5,365,000 PRN   SOLE   4,035,000 0 1,330,000
INSMED INC NOTE 1.750% 1/1 457669aa7 3,579 3,550,000 PRN   SOLE   3,550,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,912 169,579 SH   SOLE   706 0 168,873
INTERDIGITAL INC NOTE 1.500% 3/0 458660ad9 2,643 2,515,000 PRN   SOLE   1,970,000 0 545,000
INTERNATIONAL BUSINESS MACHS COM 459200101 448 3,172 SH   SOLE   0 0 3,172
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 2,502 49,750 SH   SOLE   49,750 0 0
INTRICON CORP COM 46121H109 7,356 293,316 SH   SOLE   292,926 0 390
INTUIT COM 461202103 838 3,205 SH   SOLE   1,101 0 2,104
ISHARES TR RUSSELL 2000 ETF 464287655 638 4,166 SH   SOLE   4,166 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 30,618 200,000 SH Call SOLE   200,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 57,791 377,500 SH Put SOLE   377,500 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 5,231 3,871,000 PRN   SOLE   3,871,000 0 0
JACOBS ENGR GROUP INC COM 469814107 232 3,090 SH   SOLE   0 0 3,090
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 12,821 12,600,000 PRN   SOLE   11,053,000 0 1,547,000
JD COM INC SPON ADR CL A 47215P106 319 10,595 SH   SOLE   0 0 10,595
JETBLUE AWYS CORP COM 477143101 241 14,750 SH   SOLE   14,750 0 0
JOHNSON & JOHNSON COM 478160104 11,691 83,633 SH   SOLE   1,498 0 82,135
JPMORGAN CHASE & CO COM 46625H100 18,900 186,705 SH   SOLE   22,954 0 163,751
K12 INC COM 48273u102 27,512 806,092 SH   SOLE   805,033 0 1,059
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,102 1,000,000 PRN   SOLE   1,000,000 0 0
KB HOME COM 48666K109 390 16,125 SH   SOLE   290 0 15,835
KKR & CO INC CL A 48251W104 2,884 122,758 SH   SOLE   0 0 122,758
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,346 2,000,000 PRN   SOLE   2,000,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2,671 1,519,000 PRN   SOLE   1,519,000 0 0
LENNAR CORP CL A 526057104 547 11,147 SH   SOLE   3,640 0 7,507
LITTELFUSE INC COM 537008104 36,239 198,593 SH   SOLE   145,476 0 53,117
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 3,042 2,635,000 PRN   SOLE   2,635,000 0 0
LKQ CORP COM 501889208 24,658 868,850 SH   SOLE   867,717 0 1,133
LUMENTUM HLDGS INC COM 55024u109 650 11,500 SH   SOLE   11,500 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5,917 5,001,000 PRN   SOLE   5,001,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,987 48,200 SH   SOLE   17,400 0 30,800
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5,547 5,566,000 PRN   SOLE   3,430,000 0 2,136,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4,554 5,175,000 PRN   SOLE   5,175,000 0 0
MARATHON PETE CORP COM 56585A102 8,382 140,047 SH   SOLE   40 0 140,007
MARTIN MARIETTA MATLS INC COM 573284106 458 2,275 SH   SOLE   0 0 2,275
MASCO CORP COM 574599106 393 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,865 25,621 SH   SOLE   0 0 25,621
MEDICINES CO NOTE 2.500% 1/1 584688ae5 1,354 1,350,000 PRN   SOLE   1,350,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,524 3,000,000 PRN   SOLE   3,000,000 0 0
MEDNAX INC COM 58502B106 17,993 662,220 SH   SOLE   661,348 0 872
MERITOR INC NOTE 3.250%10/1 59001kaf7 1,931 2,000,000 PRN   SOLE   2,000,000 0 0
MGIC INVT CORP WIS COM 552848103 294 22,300 SH   SOLE   22,300 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10,101 6,166,000 PRN   SOLE   6,166,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 10,198 9,250,000 PRN   SOLE   9,250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 620 15,000 SH   SOLE   15,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 4,991 1,322,000 PRN   SOLE   1,322,000 0 0
MICROSOFT CORP COM 594918104 6,093 51,660 SH   SOLE   3,153 0 48,507
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 4,216 1,210,000 PRN   SOLE   1,210,000 0 0
MONDELEZ INTL INC CL A 609207105 4,991 99,986 SH   SOLE   521 0 99,465
MONMOUTH REAL ESTATE INVT CO CL A 609720107 4,632 351,406 SH   SOLE   1,256 0 350,150
MONRO INC COM 610236101 13,726 158,642 SH   SOLE   158,434 0 208
MSA SAFETY INC COM 553498106 11,064 107,002 SH   SOLE   106,866 0 136
MUELLER INDS INC COM 624756102 22,250 709,969 SH   SOLE   709,044 0 925
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359f129 2,839 105,300 SH   SOLE   105,300 0 0
NANTHEALTH INC COM 630104107 38 41,000 SH   SOLE   41,000 0 0
NATIONAL INSTRS CORP COM 636518102 10,715 241,549 SH   SOLE   241,235 0 314
NAVIENT CORPORATION COM 63938C108 778 67,200 SH   SOLE   0 0 67,200
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 9 10,000 SH   SOLE   0 0 10,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 7,300 7,291,000 PRN   SOLE   4,965,000 0 2,326,000
NEKTAR THERAPEUTICS COM 640268108 336 10,000 SH   SOLE   10,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 2,166 1,600,000 PRN   SOLE   1,600,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157faa1 6,045 5,990,000 PRN   SOLE   5,498,000 0 492,000
NEW MTN FIN CORP COM 647551100 10,542 776,885 SH   SOLE   74,158 0 702,727
NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 8,854 8,837,000 PRN   SOLE   7,634,000 0 1,203,000
NEW RELIC INC COM 64829B100 331 3,350 SH   SOLE   3,350 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 197 17,000 SH   SOLE   17,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2,214 46,366 SH   SOLE   46,366 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1,495 1,500,000 PRN   SOLE   1,500,000 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718ae8 2,449 2,000,000 PRN   SOLE   2,000,000 0 0
NEXTERA ENERGY INC COM 65339F101 7,516 38,880 SH   SOLE   0 0 38,880
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 512 8,203 SH   SOLE   8,203 0 0
NIC INC COM 62914b100 12,081 706,925 SH   SOLE   706,004 0 921
NICE SYS INC NOTE 1.250% 1/1 65366hab9 4,886 3,200,000 PRN   SOLE   3,200,000 0 0
NIKE INC CL B 654106103 2,912 34,575 SH   SOLE   2,600 0 31,975
NORTHERN TR CORP COM 665859104 1,266 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 3,225 11,961 SH   SOLE   6 0 11,955
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 5,491 1,000,000 PRN   SOLE   1,000,000 0 0
NOVO-NORDISK A S ADR 670100205 5,023 96,025 SH   SOLE   0 0 96,025
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 3,980 3,978,000 PRN   SOLE   2,771,000 0 1,207,000
NUTANIX INC NOTE 1/1 67059nab4 5,269 4,947,000 PRN   SOLE   4,947,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 1,111 1,000,000 PRN   SOLE   1,000,000 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 7,781 7,557,000 PRN   SOLE   6,017,000 0 1,540,000
NXP SEMICONDUCTORS N V COM N6596X109 590 6,670 SH   SOLE   2,050 0 4,620
OASIS PETE INC NEW COM 674215108 289 47,900 SH   SOLE   47,900 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215aj7 940 1,000,000 PRN   SOLE   1,000,000 0 0
OIL STS INTL INC COM 678026105 11,002 648,684 SH   SOLE   647,826 0 858
OKTA INC NOTE 0.250% 2/1 679295ab1 4,240 2,339,000 PRN   SOLE   2,339,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 22,099 153,050 SH   SOLE   141,552 0 11,498
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 3,986 3,214,000 PRN   SOLE   3,214,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 1,231 1,000,000 PRN   SOLE   1,000,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,541 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 2,775 2,813,000 PRN   SOLE   2,813,000 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 19 19,010 SH   SOLE   0 0 19,010
PATRICK INDS INC DBCV 1.000% 2/0 703343ab9 4,111 4,600,000 PRN   SOLE   4,600,000 0 0
PAYLOCITY HLDG CORP COM 70438V106 9,871 110,678 SH   SOLE   110,529 0 149
PAYPAL HLDGS INC COM 70450Y103 295 2,839 SH   SOLE   1,839 0 1,000
PDC ENERGY INC COM 69327R101 285 7,000 SH   SOLE   7,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 6,007 6,408,000 PRN   SOLE   5,619,000 0 789,000
PEPSICO INC COM 713448108 725 5,916 SH   SOLE   2,346 0 3,570
PERFORMANCE FOOD GROUP CO COM 71377A103 20,229 510,328 SH   SOLE   509,660 0 668
PFIZER INC COM 717081103 886 20,867 SH   SOLE   0 0 20,867
PHILIP MORRIS INTL INC COM 718172109 4,417 49,968 SH   SOLE   33 0 49,935
POLYONE CORP COM 73179P106 21,944 748,677 SH   SOLE   747,698 0 979
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 8,995 9,345,000 PRN   SOLE   9,345,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354nab2 3,398 3,775,000 PRN   SOLE   2,238,000 0 1,537,000
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 10,787 360,664 SH   SOLE   360,162 0 502
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 6,740 4,967,000 PRN   SOLE   4,967,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,227 11,791 SH   SOLE   168 0 11,623
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 4,519 3,513,000 PRN   SOLE   3,100,000 0 413,000
PROSPERITY BANCSHARES INC COM 743606105 22,349 323,614 SH   SOLE   323,192 0 422
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 229 3,850 SH   SOLE   0 0 3,850
PVH CORP COM 693656100 841 6,900 SH   SOLE   6,515 0 385
Q2 HLDGS INC NOTE 0.750% 2/1 74736lab5 3,573 2,730,000 PRN   SOLE   2,730,000 0 0
QUAKER CHEM CORP COM 747316107 27,759 138,568 SH   SOLE   115,346 0 23,222
QUALCOMM INC COM 747525103 3,442 60,350 SH   SOLE   5,500 0 54,850
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 4,172 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917ag1 3,556 3,811,000 PRN   SOLE   3,811,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 33,804 420,401 SH   SOLE   284,748 0 135,653
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 2,756 27,841 SH   SOLE   27,841 0 0
RAYTHEON CO COM NEW 755111507 2,048 11,248 SH   SOLE   30 0 11,218
REALPAGE INC COM 75606N109 28,819 474,851 SH   SOLE   434,770 0 40,081
REALPAGE INC NOTE 1.500%11/1 75606nab5 3,941 2,556,000 PRN   SOLE   2,556,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737faa6 3,298 3,420,000 PRN   SOLE   3,420,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,916 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970E107 28,270 835,147 SH   SOLE   834,041 0 1,106
REPLIGEN CORP COM 759916109 29,591 500,868 SH   SOLE   500,212 0 656
RESOURCES CONNECTION INC COM 76122q105 17,351 1,049,039 SH   SOLE   1,047,663 0 1,376
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283ac4 952 871,000 PRN   SOLE   871,000 0 0
RETROPHIN INC COM 761299106 238 10,502 SH   SOLE   10,502 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299ab2 1,596 1,700,000 PRN   SOLE   1,700,000 0 0
RH COM 74967X103 257 2,500 SH   SOLE   2,500 0 0
RINGCENTRAL INC NOTE 3/1 76680rad9 3,514 2,470,000 PRN   SOLE   2,470,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 20,091 590,898 SH   SOLE   590,124 0 774
RLI CORP COM 749607107 21,872 304,835 SH   SOLE   256,412 0 48,423
RLJ LODGING TR COM 74965L101 19,726 1,122,699 SH   SOLE   1,121,215 0 1,484
ROPER TECHNOLOGIES INC COM 776696106 5,914 17,294 SH   SOLE   5,514 0 11,780
ROVI CORP NOTE 0.500% 3/0 779376ad4 5,367 5,540,000 PRN   SOLE   4,081,000 0 1,459,000
ROYAL GOLD INC NOTE 2.875% 6/1 780287aa6 1,730 1,730,000 PRN   SOLE   1,012,000 0 718,000
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 4,961 5,010,000 PRN   SOLE   3,597,000 0 1,413,000
RUDOLPH TECHNOLOGIES INC COM 781270103 9,799 429,769 SH   SOLE   429,211 0 558
RWT HLDGS INC NOTE 5.625%11/1 749772ab5 2,357 2,336,000 PRN   SOLE   1,257,000 0 1,079,000
SALESFORCE COM INC COM 79466L302 264 1,667 SH   SOLE   1,647 0 20
SAREPTA THERAPEUTICS INC COM 803607100 666 5,587 SH   SOLE   5,587 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607ab6 4,666 2,585,000 PRN   SOLE   2,585,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 243 250,000 PRN   SOLE   0 0 250,000
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 4,842 5,143,000 PRN   SOLE   4,120,000 0 1,023,000
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 7,766 8,641,000 PRN   SOLE   8,641,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,359 12,840 SH   SOLE   12,840 0 0
SEMTECH CORP COM 816850101 22,143 434,940 SH   SOLE   434,363 0 577
SENSIENT TECHNOLOGIES CORP COM 81725T100 11,589 170,954 SH   SOLE   170,737 0 217
SERVICE CORP INTL COM 817565104 3,074 76,557 SH   SOLE   475 0 76,082
SERVICENOW INC NOTE 6/0 81762pac6 8,772 4,737,000 PRN   SOLE   4,737,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,723 4,000 SH   SOLE   0 0 4,000
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 2,970 3,000,000 PRN   SOLE   3,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 2,169 2,000,000 PRN   SOLE   2,000,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 2,846 2,832,000 PRN   SOLE   2,351,000 0 481,000
SINA CORP ORD G81477104 358 6,039 SH   SOLE   6,039 0 0
SIRIUS XM HLDGS INC COM 82968B103 111 19,500 SH   SOLE   19,500 0 0
SLM CORP COM 78442P106 805 81,200 SH   SOLE   0 0 81,200
SM ENERGY CO COM 78454L100 15,554 889,329 SH   SOLE   888,173 0 1,156
SM ENERGY CO NOTE 1.500% 7/0 78454lam2 2,673 2,829,000 PRN   SOLE   2,186,000 0 643,000
SOUTHWEST AIRLS CO COM 844741108 571 11,000 SH   SOLE   11,000 0 0
SPARTANNASH CO COM 847215100 10,611 668,610 SH   SOLE   667,729 0 881
SPDR S&P 500 ETF TR TR UNIT 78462F103 282 1,000 SH   SOLE   0 0 1,000
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,045 20,000 SH   SOLE   20,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 234 234,000 PRN   SOLE   0 0 234,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860wab8 6,259 6,263,000 PRN   SOLE   4,593,000 0 1,670,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7,239 113,653 SH   SOLE   26,583 0 87,070
STANDARD MTR PRODS INC COM 853666105 11,725 238,808 SH   SOLE   238,503 0 305
STARBUCKS CORP COM 855244109 314 4,218 SH   SOLE   663 0 3,555
STEELCASE INC CL A 858155203 205 14,100 SH   SOLE   14,100 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,069 1,300,000 PRN   SOLE   1,000,000 0 300,000
SVB FINL GROUP COM 78486Q101 449 2,019 SH   SOLE   2,019 0 0
SYNAPTICS INC COM 87157D109 696 17,500 SH   SOLE   17,500 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 1,886 2,040,000 PRN   SOLE   2,040,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 334 55,000 SH   SOLE   55,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 2,926 2,969,000 PRN   SOLE   2,178,000 0 791,000
SYNEOS HEALTH INC CL A 87166B102 25,337 489,504 SH   SOLE   488,854 0 650
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 258 6,300 SH   SOLE   6,300 0 0
TEAM INC NOTE 5.000% 8/0 878155ae0 1,498 1,380,000 PRN   SOLE   1,380,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918aab1 3,719 2,500,000 PRN   SOLE   2,500,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 31,696 133,732 SH   SOLE   133,551 0 181
TERADYNE INC NOTE 1.250%12/1 880770ag7 3,808 2,720,000 PRN   SOLE   2,720,000 0 0
TESLA INC NOTE 1.250% 3/0 88160rac5 3,394 3,300,000 PRN   SOLE   3,300,000 0 0
TESLA INC NOTE 2.375% 3/1 88160rad3 3,326 3,033,000 PRN   SOLE   3,033,000 0 0
TEXAS INSTRS INC COM 882508104 3,100 29,225 SH   SOLE   0 0 29,225
TEXAS ROADHOUSE INC COM 882681109 16,343 262,794 SH   SOLE   262,453 0 341
THERMO FISHER SCIENTIFIC INC COM 883556102 1,095 4,000 SH   SOLE   0 0 4,000
TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 3,686 3,705,000 PRN   SOLE   2,771,000 0 934,000
TIVO CORP COM 88870P106 233 25,000 SH   SOLE   25,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265kab8 3,494 3,474,000 PRN   SOLE   2,443,000 0 1,031,000
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265kad4 1,017 1,000,000 PRN   SOLE   1,000,000 0 0
TRANSDIGM GROUP INC COM 893641100 454 1,000 SH   SOLE   0 0 1,000
TRANSOCEAN INC DEB 0.500% 1/3 893830bj7 2,960 2,649,000 PRN   SOLE   2,649,000 0 0
TRUPANION INC COM 898202106 7,028 214,653 SH   SOLE   214,372 0 281
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 5,217 4,000,000 PRN   SOLE   4,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 8,635 9,006,000 PRN   SOLE   7,575,000 0 1,431,000
TWITTER INC NOTE 0.250% 9/1 90184lab8 10,527 10,695,000 PRN   SOLE   7,139,000 0 3,556,000
TWITTER INC NOTE 1.000% 9/1 90184lad4 2,284 2,425,000 PRN   SOLE   1,932,000 0 493,000
UMH PPTYS INC COM 903002103 197 14,000 SH   SOLE   0 0 14,000
UNION PACIFIC CORP COM 907818108 8,531 51,025 SH   SOLE   0 0 51,025
UNITED CONTL HLDGS INC COM 910047109 299 3,750 SH   SOLE   3,750 0 0
UNITED RENTALS INC COM 911363109 366 3,200 SH   SOLE   3,200 0 0
VECTOR GROUP LTD FRNT 4/1 92240mbc1 3,745 3,681,000 PRN   SOLE   2,562,000 0 1,119,000
VEECO INSTRS INC DEL COM 922417100 271 25,000 SH   SOLE   25,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 1,109 1,300,000 PRN   SOLE   1,300,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 10,047 9,113,000 PRN   SOLE   7,475,000 0 1,638,000
VERIZON COMMUNICATIONS INC COM 92343V104 7,243 122,496 SH   SOLE   0 0 122,496
VISA INC COM CL A 92826C839 15,058 96,406 SH   SOLE   8,514 0 87,892
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 1,974 20,000 SH   SOLE   20,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 18,488 228,758 SH   SOLE   228,462 0 296
WAYFAIR INC NOTE 0.375% 9/0 94419lab7 6,127 4,000,000 PRN   SOLE   4,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 5,636 6,979,000 PRN   SOLE   4,929,000 0 2,050,000
WELLS FARGO CO NEW COM 949746101 379 7,850 SH   SOLE   7,750 0 100
WELLS FARGO CO NEW PERP PFD CNV A 949746804 21,004 16,157 SH   SOLE   9,339 0 6,818
WELLTOWER INC COM 95040Q104 2,906 37,449 SH   SOLE   0 0 37,449
WESTAMERICA BANCORPORATION COM 957090103 24,202 391,612 SH   SOLE   391,102 0 510
WESTERN ALLIANCE BANCORP COM 957638109 23,633 575,857 SH   SOLE   575,098 0 759
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 2,886 3,000,000 PRN   SOLE   3,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 457 9,500 SH   SOLE   9,500 0 0
WHITING PETE CORP NEW COM NEW 966387409 653 25,000 SH   SOLE   25,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387al6 4,047 4,188,000 PRN   SOLE   3,306,000 0 882,000
WILEY JOHN & SONS INC CL A 968223206 21,684 490,364 SH   SOLE   489,721 0 643
WILLIAMS COS INC DEL COM 969457100 431 15,000 SH   SOLE   0 0 15,000
WOODWARD INC COM 980745103 18,369 193,578 SH   SOLE   193,332 0 246
WORKDAY INC NOTE 0.250%10/0 98138haf8 7,756 5,484,000 PRN   SOLE   5,484,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,757 20,250 SH   SOLE   0 0 20,250
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 5,333 4,665,000 PRN   SOLE   3,589,000 0 1,076,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 3,873 2,500,000 PRN   SOLE   2,500,000 0 0
WSFS FINL CORP COM 929328102 15,530 402,322 SH   SOLE   401,793 0 529
XILINX INC COM 983919101 5,893 46,475 SH   SOLE   0 0 46,475
XPO LOGISTICS INC COM 983793100 967 18,000 SH   SOLE   18,000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 40,917 195,279 SH   SOLE   135,366 0 59,913
ZENDESK INC NOTE 0.250% 3/1 98936jab7 3,427 2,350,000 PRN   SOLE   2,350,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954mab7 3,975 3,887,000 PRN   SOLE   3,887,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954mac5 1,276 1,400,000 PRN   SOLE   286,000 0 1,114,000
ZOETIS INC CL A 98978V103 9,114 90,529 SH   SOLE   10,466 0 80,063