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
2U INC COM 90214J101 646 21,430 SH   SOLE   21,430 0 0
A H BELO CORP COM CL A 001282102 546 86,000 SH   SOLE   86,000 0 0
AARONS INC COM PAR $0.50 002535300 11,469 358,503 SH   SOLE   358,077 0 426
ABBVIE INC COM 00287Y109 2,359 37,679 SH   SOLE   0 0 37,679
ABRAXAS PETE CORP COM 003830106 512 199,200 SH   SOLE   199,200 0 0
ACI WORLDWIDE INC COM 004498101 17,034 938,514 SH   SOLE   937,412 0 1,102
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 893 1,173,000 PRN   SOLE   1,173,000 0 0
ADOBE SYS INC COM 00724F101 258 2,505 SH   SOLE   0 0 2,505
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 3,786 2,400,000 PRN   SOLE   2,400,000 0 0
AETNA INC NEW COM 00817Y108 3,787 30,535 SH   SOLE   0 0 30,535
AFFILIATED MANAGERS GROUP COM 008252108 571 3,931 SH   SOLE   3,810 0 121
AFLAC INC COM 001055102 376 5,400 SH   SOLE   0 0 5,400
AIR LEASE CORP CL A 00912X302 1,034 30,120 SH   SOLE   30,120 0 0
AIR METHODS CORP COM PAR $.06 009128307 8,815 276,764 SH   SOLE   276,438 0 326
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,344 84,200 SH   SOLE   84,200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 987 14,798 SH   SOLE   0 0 14,798
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 4,177 4,014,000 PRN   SOLE   2,595,000 0 1,419,000
ALASKA AIR GROUP INC COM 011659109 679 7,650 SH   SOLE   7,650 0 0
ALBANY MOLECULAR RESH INC COM 012423109 12,294 655,312 SH   SOLE   654,235 0 1,077
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423ab5 5,939 4,573,000 PRN   SOLE   3,916,000 0 657,000
ALERE INC PERP PFD CONV SE 01449J204 4,479 13,775 SH   SOLE   13,775 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 367 3,000 SH   SOLE   3,000 0 0
ALLETE INC COM NEW 018522300 1,862 29,000 SH   SOLE   0 0 29,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 4,938 5,237,000 PRN   SOLE   5,237,000 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520ab8 2,965 2,814,000 PRN   SOLE   1,897,000 0 917,000
ALPHABET INC CAP STK CL A 02079K305 562 709 SH   SOLE   0 0 709
ALPHABET INC CAP STK CL C 02079K107 4,125 5,344 SH   SOLE   0 0 5,344
ALTRIA GROUP INC COM 02209S103 11,409 168,724 SH   SOLE   0 0 168,724
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163uaa4 6,686 4,724,000 PRN   SOLE   4,724,000 0 0
AMAZON COM INC COM 023135106 9,789 13,054 SH   SOLE   2,100 0 10,954
AMERICAN AIRLS GROUP INC COM 02376R102 257 5,500 SH   SOLE   5,500 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 614 27,241 SH   SOLE   0 0 27,241
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917taa2 3,957 3,955,000 PRN   SOLE   3,455,000 0 500,000
AMERIGAS PARTNERS L P UNIT L P INT 030975106 1,084 22,621 SH   SOLE   0 0 22,621
AMERISAFE INC COM 03071H100 21,309 341,771 SH   SOLE   281,572 0 60,199
AMPHENOL CORP NEW CL A 032095101 16,745 249,184 SH   SOLE   8,818 0 240,366
ANTHEM INC UNIT 05/01/20188 036752202 8,347 177,522 SH   SOLE   177,522 0 0
APACHE CORP COM 037411105 393 6,185 SH   SOLE   0 0 6,185
APPLE INC COM 037833100 23,579 203,580 SH   SOLE   0 0 203,580
APPLIED INDL TECHNOLOGIES IN COM 03820C105 33,125 557,653 SH   SOLE   556,999 0 654
APPLIED MATLS INC COM 038222105 4,770 147,830 SH   SOLE   27,245 0 120,585
APPROACH RESOURCES INC COM 03834A103 464 138,600 SH   SOLE   138,600 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 3,345 110,883 SH   SOLE   110,883 0 0
ARDMORE SHIPPING CORP COM Y0207T100 533 72,000 SH   SOLE   72,000 0 0
ARES CAP CORP COM 04010L103 3,278 198,800 SH   SOLE   0 0 198,800
ARES CAP CORP NOTE 4.875% 3/1 04010lag8 1,650 1,640,000 PRN   SOLE   831,000 0 809,000
ARRAY BIOPHARMA INC COM 04269X105 97 11,000 SH   SOLE   11,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353ah4 2,186 2,146,000 PRN   SOLE   1,498,000 0 648,000
AT&T INC COM 00206R102 5,471 128,645 SH   SOLE   0 0 128,645
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 4,702 4,600,000 PRN   SOLE   4,600,000 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 471 32,400 SH   SOLE   32,400 0 0
B & G FOODS INC NEW COM 05508R106 3,185 72,715 SH   SOLE   0 0 72,715
BALCHEM CORP COM 057665200 11,860 141,322 SH   SOLE   141,155 0 167
BANK AMER CORP 7.25%CNV PFD L 060505682 10,880 9,371 SH   SOLE   5,710 0 3,661
BANK AMER CORP COM 060505104 743 33,600 SH   SOLE   23,500 0 10,100
BARD C R INC COM 067383109 585 2,606 SH   SOLE   2,527 0 79
BARNES GROUP INC COM 067806109 17,893 377,327 SH   SOLE   376,885 0 442
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,662 15 SH   SOLE   0 0 15
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,934 36,408 SH   SOLE   0 0 36,408
BIOMARIN PHARMACEUTICAL INC COM 09061G101 215 2,598 SH   SOLE   2,500 0 98
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 1,610 1,424,000 PRN   SOLE   1,424,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 2,581 2,189,000 PRN   SOLE   2,189,000 0 0
BLACKBAUD INC COM 09227Q100 19,251 300,799 SH   SOLE   300,444 0 355
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 3,795 3,400,000 PRN   SOLE   3,400,000 0 0
BLUCORA INC NOTE 4.250% 4/0 095229ab6 1,494 1,500,000 PRN   SOLE   1,500,000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388aa4 1,019 988,000 PRN   SOLE   427,000 0 561,000
BRISTOL MYERS SQUIBB CO COM 110122108 885 15,148 SH   SOLE   9,750 0 5,398
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463aa2 3,093 3,178,000 PRN   SOLE   2,056,000 0 1,122,000
BRUKER CORP COM 116794108 10,955 517,249 SH   SOLE   516,635 0 614
BUCKLE INC COM 118440106 10,778 472,722 SH   SOLE   472,162 0 560
BURLINGTON STORES INC COM 122017106 9,695 114,400 SH   SOLE   114,265 0 135
CABOT OIL & GAS CORP COM 127097103 388 16,603 SH   SOLE   15,741 0 862
CALAMP CORP NOTE 1.625% 5/1 128126ab5 3,938 4,060,000 PRN   SOLE   4,060,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 936 794,000 PRN   SOLE   794,000 0 0
CARRIZO OIL & GAS INC COM 144577103 8,938 239,291 SH   SOLE   239,009 0 282
CBS CORP NEW CL B 124857202 7,334 115,273 SH   SOLE   0 0 115,273
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,923 29,950 SH   SOLE   0 0 29,950
CEMEX SAB DE CV NOTE 3.750% 3/1 151290bc6 4,156 3,697,000 PRN   SOLE   3,697,000 0 0
CENTENE CORP DEL COM 15135B101 8,090 143,156 SH   SOLE   14,354 0 128,802
CENTENNIAL RESOURCE DEV INC CL A 15136A102 828 42,000 SH   SOLE   42,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 958 38,875 SH   SOLE   0 0 38,875
CENTURY CMNTYS INC COM 156504300 1,595 75,960 SH   SOLE   75,960 0 0
CHART INDS INC NOTE 2.000% 8/0 16115qac4 846 850,000 PRN   SOLE   354,000 0 496,000
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,293 2,120,000 PRN   SOLE   2,120,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 805 820,000 PRN   SOLE   320,000 0 500,000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167bz9 553 553,000 PRN   SOLE   470,000 0 83,000
CHEVRON CORP NEW COM 166764100 4,264 36,230 SH   SOLE   0 0 36,230
CIENA CORP DEBT 4.000%12/1 171779ak7 1,834 1,304,000 PRN   SOLE   1,304,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779ae1 2,254 2,260,000 PRN   SOLE   831,000 0 1,429,000
CIMAREX ENERGY CO COM 171798101 204 1,500 SH   SOLE   0 0 1,500
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,067 2,650,000 PRN   SOLE   2,650,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 516 500,000 PRN   SOLE   500,000 0 0
COBALT INTL ENERGY INC COM 19075F106 22 18,250 SH   SOLE   0 0 18,250
CODEXIS INC COM 192005106 837 182,000 SH   SOLE   182,000 0 0
COLONY CAP INC CL A 19624R106 3,571 176,355 SH   SOLE   0 0 176,355
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 4,723 4,619,000 PRN   SOLE   4,119,000 0 500,000
COMCAST CORP NEW CL A 20030N101 548 7,938 SH   SOLE   0 0 7,938
COMMERCIAL METALS CO COM 201723103 13,131 602,871 SH   SOLE   602,164 0 707
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 4,120 230,185 SH   SOLE   0 0 230,185
CONOCOPHILLIPS COM 20825C104 920 18,350 SH   SOLE   0 0 18,350
CONSOLIDATED EDISON INC COM 209115104 553 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 6,122 39,934 SH   SOLE   4,226 0 35,708
CONTROL4 CORP COM 21240D107 4,631 454,052 SH   SOLE   453,520 0 532
CORELOGIC INC COM 21871D103 16,440 446,371 SH   SOLE   445,845 0 526
CORESITE RLTY CORP COM 21870Q105 18,080 227,792 SH   SOLE   227,525 0 267
CORNERSTONE ONDEMAND INC COM 21925Y103 23,848 563,658 SH   SOLE   563,010 0 648
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925yab9 4,161 3,987,000 PRN   SOLE   3,257,000 0 730,000
COSTCO WHSL CORP NEW COM 22160K105 261 1,630 SH   SOLE   0 0 1,630
COUSINS PPTYS INC COM 222795106 16,647 1,956,153 SH   SOLE   1,953,858 0 2,295
CRACKER BARREL OLD CTRY STOR COM 22410J106 11,239 67,307 SH   SOLE   67,229 0 78
CROWN CASTLE INTL CORP NEW COM 22822V101 447 5,154 SH   SOLE   5,154 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,336 3,250,000 PRN   SOLE   2,657,000 0 593,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,564 1,500,000 PRN   SOLE   1,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 18,452 209,131 SH   SOLE   150,228 0 58,903
CUTERA INC COM 232109108 1,117 64,400 SH   SOLE   64,400 0 0
DANAHER CORP DEL COM 235851102 13,977 179,557 SH   SOLE   10,079 0 169,478
DECKERS OUTDOOR CORP COM 243537107 13,627 246,013 SH   SOLE   245,719 0 294
DEPOMED INC NOTE 2.500% 9/0 249908aa2 3,867 3,371,000 PRN   SOLE   3,371,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,837 40,215 SH   SOLE   0 0 40,215
DIAMONDBACK ENERGY INC COM 25278X109 790 7,820 SH   SOLE   7,820 0 0
DISNEY WALT CO COM DISNEY 254687106 6,063 58,178 SH   SOLE   0 0 58,178
DOMINION RES INC VA NEW COM 25746U109 511 6,675 SH   SOLE   0 0 6,675
DOMINION RES INC VA NEW UNIT 08/15/2019 25746u836 1,012 20,000 SH   SOLE   20,000 0 0
DOW CHEM CO COM 260543103 5,504 96,190 SH   SOLE   0 0 96,190
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,453 38,085 SH   SOLE   0 0 38,085
DRIL-QUIP INC COM 262037104 6,191 103,095 SH   SOLE   102,975 0 120
DTE ENERGY CO UNIT 99/99/9999 233331883 527 10,000 SH   SOLE   10,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 893 12,163 SH   SOLE   0 0 12,163
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 6,638 6,080,000 PRN   SOLE   6,080,000 0 0
EAGLE MATERIALS INC COM 26969P108 599 6,080 SH   SOLE   6,080 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 1,296 1,310,000 PRN   SOLE   1,310,000 0 0
ECLIPSE RES CORP COM 27890G100 401 150,200 SH   SOLE   150,200 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 23,680 559,819 SH   SOLE   559,163 0 656
EDWARDS LIFESCIENCES CORP COM 28176E108 1,562 16,671 SH   SOLE   4,682 0 11,989
EHEALTH INC COM 28238P109 733 68,800 SH   SOLE   68,800 0 0
ELECTRONIC ARTS INC COM 285512109 866 11,001 SH   SOLE   0 0 11,001
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 1,216 1,145,000 PRN   SOLE   1,145,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089qab1 962 751,000 PRN   SOLE   751,000 0 0
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 260 13,000 SH   SOLE   0 0 13,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5,205 5,550,000 PRN   SOLE   5,550,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554ad4 817 754,000 PRN   SOLE   397,000 0 357,000
ENDOLOGIX INC COM 29266S106 7,334 1,282,158 SH   SOLE   1,280,731 0 1,427
ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 1,004 1,095,000 PRN   SOLE   584,000 0 511,000
ENTERPRISE PRODS PARTNERS L COM 293792107 3,776 139,632 SH   SOLE   0 0 139,632
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 4,186 35,185 SH   SOLE   35,185 0 0
EOG RES INC COM 26875P101 233 2,300 SH   SOLE   0 0 2,300
EPR PPTYS CONV PFD 9% SR E 26884U307 3,738 104,015 SH   SOLE   0 0 104,015
ESSENT GROUP LTD COM G3198U102 796 24,600 SH   SOLE   24,600 0 0
EXTRA SPACE STORAGE INC COM 30225T102 425 5,507 SH   SOLE   5,250 0 257
EXXON MOBIL CORP COM 30231G102 4,885 54,122 SH   SOLE   0 0 54,122
EZCORP INC NOTE 2.625% 6/1 302301ab2 627 650,000 PRN   SOLE   650,000 0 0
FACEBOOK INC CL A 30303M102 2,304 20,030 SH   SOLE   0 0 20,030
FARMER BROS CO COM 307675108 937 25,520 SH   SOLE   25,520 0 0
FCB FINL HLDGS INC CL A 30255G103 553 11,600 SH   SOLE   0 0 11,600
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,199 123,650 SH   SOLE   0 0 123,650
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 7,715 3,987,000 PRN   SOLE   3,987,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787aam3 740 622,000 PRN   SOLE   357,000 0 265,000
FIREEYE INC COM 31816Q101 297 25,000 SH   SOLE   25,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 4,401 4,775,000 PRN   SOLE   4,775,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,616 1,795,000 PRN   SOLE   1,795,000 0 0
FISERV INC COM 337738108 571 5,369 SH   SOLE   5,257 0 112
FIVE9 INC COM 338307101 1,303 91,850 SH   SOLE   91,850 0 0
FORTERRA INC COM 34960W106 559 25,800 SH   SOLE   25,800 0 0
FORTIVE CORP COM 34959J108 7,868 146,711 SH   SOLE   10,555 0 136,156
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 10,276 467,101 SH   SOLE   466,551 0 550
FRANCO NEVADA CORP COM 351858105 6,664 111,521 SH   SOLE   0 0 111,521
FREEPORT-MCMORAN INC CL B 35671D857 318 24,100 SH   SOLE   0 0 24,100
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 6,656 93,504 SH   SOLE   93,504 0 0
FULTON FINL CORP PA COM 360271100 23,683 1,259,733 SH   SOLE   1,258,207 0 1,526
GENERAL ELECTRIC CO COM 369604103 214 6,777 SH   SOLE   0 0 6,777
GENESCO INC COM 371532102 9,210 148,315 SH   SOLE   148,139 0 176
GENESEE & WYO INC CL A 371559105 35,220 507,418 SH   SOLE   355,529 0 151,889
G-III APPAREL GROUP LTD COM 36237H101 9,704 328,293 SH   SOLE   327,902 0 391
GILEAD SCIENCES INC COM 375558103 759 10,600 SH   SOLE   4,000 0 6,600
GRAND CANYON ED INC COM 38526M106 503 8,600 SH   SOLE   8,600 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 506 10,000 SH   SOLE   10,000 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657ah4 10,798 8,574,000 PRN   SOLE   8,015,000 0 559,000
GROUP 1 AUTOMOTIVE INC COM 398905109 13,552 173,879 SH   SOLE   173,676 0 203
HARTFORD FINL SVCS GROUP INC COM 416515104 2,935 61,600 SH   SOLE   0 0 61,600
HEALTHCARE SVCS GRP INC COM 421906108 25,906 661,379 SH   SOLE   660,594 0 785
HEALTHSOUTH CORP DEBT 2.000%12/0 421924bl4 1,988 1,672,000 PRN   SOLE   1,672,000 0 0
HEICO CORP NEW CL A 422806208 27,352 402,821 SH   SOLE   0 0 402,821
HEICO CORP NEW COM 422806109 945 12,250 SH   SOLE   0 0 12,250
HERBALIFE LTD COM USD SHS G4412G101 1,827 37,950 SH   SOLE   0 0 37,950
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 2,196 2,400,000 PRN   SOLE   1,653,000 0 747,000
HMS HLDGS CORP COM 40425J101 22,179 1,221,324 SH   SOLE   1,219,883 0 1,441
HOLOGIC INC FRNT 12/1 436440ag6 1,698 1,379,000 PRN   SOLE   1,379,000 0 0
HOME DEPOT INC COM 437076102 363 2,711 SH   SOLE   0 0 2,711
HONEYWELL INTL INC COM 438516106 4,058 35,031 SH   SOLE   0 0 35,031
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5,989 6,278,000 PRN   SOLE   6,278,000 0 0
HOWARD HUGHES CORP COM 44267D107 1,441 12,630 SH   SOLE   12,630 0 0
HSN INC COM 404303109 326 9,500 SH   SOLE   9,500 0 0
HUDSON TECHNOLOGIES INC COM 444144109 609 76,000 SH   SOLE   76,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 23,083 16,313 SH   SOLE   7,968 0 8,345
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 1,701 1,737,000 PRN   SOLE   1,253,000 0 484,000
IAC INTERACTIVECORP COM 44919P508 3,800 58,650 SH   SOLE   0 0 58,650
IBERIABANK CORP COM 450828108 18,596 222,043 SH   SOLE   221,782 0 261
ICON PLC SHS G4705A100 20,599 273,923 SH   SOLE   273,486 0 437
IDACORP INC COM 451107106 32,102 398,531 SH   SOLE   398,068 0 463
IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 2,145 2,300,000 PRN   SOLE   2,300,000 0 0
ILG INC COM 44967H101 9,951 547,674 SH   SOLE   547,033 0 641
ILLUMINA INC NOTE 6/1 452327af6 479 500,000 PRN   SOLE   0 0 500,000
IMMUNOGEN INC COM 45253H101 26 12,600 SH   SOLE   12,600 0 0
IMMUNOMEDICS INC NOTE 4.750% 2/1 452907ak4 529 535,000 PRN   SOLE   535,000 0 0
INC RESH HLDGS INC CL A 45329R109 22,277 423,508 SH   SOLE   423,010 0 498
INCYTE CORP COM 45337C102 235 2,341 SH   SOLE   2,258 0 83
INCYTE CORP NOTE 0.375%11/1 45337cam4 992 495,000 PRN   SOLE   495,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 2,702 1,321,000 PRN   SOLE   1,321,000 0 0
INFINERA CORPORATION COM 45667G103 238 28,000 SH   SOLE   28,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667gab9 1,957 1,885,000 PRN   SOLE   1,200,000 0 685,000
INPHI CORP NOTE 1.125%12/0 45772fab3 1,949 1,500,000 PRN   SOLE   1,500,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784pad3 536 500,000 PRN   SOLE   265,000 0 235,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 421 17,880 SH   SOLE   17,880 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 3,713 3,600,000 PRN   SOLE   3,600,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1,326 1,476,000 PRN   SOLE   1,476,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 952 16,875 SH   SOLE   0 0 16,875
INTERNATIONAL BUSINESS MACHS COM 459200101 875 5,273 SH   SOLE   0 0 5,273
INTUIT COM 461202103 590 5,150 SH   SOLE   0 0 5,150
INVENSENSE INC NOTE 1.750%11/0 46123dab2 150 150,000 PRN   SOLE   0 0 150,000
INVESTORS BANCORP INC NEW COM 46146L101 209 15,000 SH   SOLE   0 0 15,000
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 3,634 3,150,000 PRN   SOLE   3,150,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 506 4,250 SH   SOLE   4,250 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 698 2,630 SH   SOLE   2,500 0 130
ISHARES TR RUS 2000 GRW ETF 464287648 87,366 567,535 SH   SOLE   567,505 0 30
ISHARES TR RUSSELL 2000 ETF 464287655 944 7,000 SH   SOLE   7,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 5,956 5,843,000 PRN   SOLE   5,843,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 1,958 2,035,000 PRN   SOLE   2,035,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 572 25,500 SH   SOLE   25,500 0 0
JIVE SOFTWARE INC COM 47760A108 5,514 1,267,506 SH   SOLE   1,266,018 0 1,488
JOHNSON & JOHNSON COM 478160104 10,299 89,391 SH   SOLE   0 0 89,391
JONES ENERGY INC COM CL A 48019R108 382 76,400 SH   SOLE   76,400 0 0
JPMORGAN CHASE & CO COM 46625H100 13,630 157,956 SH   SOLE   7,501 0 150,455
K12 INC COM 48273U102 19,535 1,138,414 SH   SOLE   1,137,078 0 1,336
KB HOME NOTE 1.375% 2/0 48666kas8 195 200,000 PRN   SOLE   0 0 200,000
KEYCORP NEW PFD 7.75% SR A 493267405 4,713 35,071 SH   SOLE   24,312 0 10,759
KINDER MORGAN INC DEL PFD SER A 49456B200 1,436 29,093 SH   SOLE   29,093 0 0
KKR & CO L P DEL COM UNITS 48248M102 1,725 112,098 SH   SOLE   0 0 112,098
KRAFT HEINZ CO COM 500754106 8,577 98,224 SH   SOLE   0 0 98,224
LAZARD LTD SHS A G54050102 3,902 94,971 SH   SOLE   0 0 94,971
LEGGETT & PLATT INC COM 524660107 1,563 31,972 SH   SOLE   0 0 31,972
LENNAR CORP CL A 526057104 661 15,405 SH   SOLE   15,405 0 0
LGI HOMES INC COM 50187T106 948 33,000 SH   SOLE   33,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 801 743,000 PRN   SOLE   743,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220kad0 6,952 4,800,000 PRN   SOLE   4,800,000 0 0
LITTELFUSE INC COM 537008104 25,911 170,727 SH   SOLE   170,526 0 201
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034aj8 2,447 2,291,000 PRN   SOLE   1,749,000 0 542,000
LKQ CORP COM 501889208 25,717 839,040 SH   SOLE   838,056 0 984
LUXFER HLDGS PLC SPONSORED ADR 550678106 7,229 663,779 SH   SOLE   662,995 0 784
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 4,986 92,850 SH   SOLE   0 0 92,850
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 1,180 1,014,000 PRN   SOLE   1,014,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 691 3,118 SH   SOLE   0 0 3,118
MASCO CORP COM 574599106 316 10,000 SH   SOLE   0 0 10,000
MCCORMICK & CO INC COM NON VTG 579780206 2,685 28,767 SH   SOLE   0 0 28,767
MCDONALDS CORP COM 580135101 3,405 27,971 SH   SOLE   0 0 27,971
MEDICINES CO DBCV 1.375% 6/0 584688ac9 8,155 5,897,000 PRN   SOLE   5,897,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471aab1 842 763,000 PRN   SOLE   438,000 0 325,000
MEDNAX INC COM 58502B106 39,017 585,313 SH   SOLE   545,512 0 39,801
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001aar3 4,355 4,360,000 PRN   SOLE   3,800,000 0 560,000
MERRIMACK PHARMACEUTICALS IN COM 590328100 102 25,000 SH   SOLE   25,000 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328aa8 1,270 1,331,000 PRN   SOLE   1,331,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848ae3 2,965 2,000,000 PRN   SOLE   2,000,000 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848ad5 2,517 2,468,000 PRN   SOLE   1,284,000 0 1,184,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 5,086 3,916,000 PRN   SOLE   3,916,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017ab0 4,157 1,547,000 PRN   SOLE   1,547,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3,888 1,855,000 PRN   SOLE   1,855,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112aw3 805 347,000 PRN   SOLE   347,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 6,706 6,765,000 PRN   SOLE   6,765,000 0 0
MICROSEMI CORP COM 595137100 18,595 344,542 SH   SOLE   344,137 0 405
MICROSOFT CORP COM 594918104 495 7,961 SH   SOLE   0 0 7,961
MILLER HERMAN INC COM 600544100 14,734 430,825 SH   SOLE   430,318 0 507
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,496 91,713 SH   SOLE   0 0 91,713
MOLINA HEALTHCARE INC COM 60855R100 10,671 196,660 SH   SOLE   196,411 0 249
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855rad2 3,506 3,072,000 PRN   SOLE   3,072,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 3,179 2,210,000 PRN   SOLE   2,210,000 0 0
MONDELEZ INTL INC CL A 609207105 7,643 172,415 SH   SOLE   0 0 172,415
MONMOUTH REAL ESTATE INVT CO CL A 609720107 736 48,300 SH   SOLE   0 0 48,300
MONSANTO CO NEW COM 61166W101 496 4,719 SH   SOLE   4,250 0 469
MUELLER INDS INC COM 624756102 21,828 546,244 SH   SOLE   545,603 0 641
NATIONAL OILWELL VARCO INC COM 637071101 1,696 45,302 SH   SOLE   0 0 45,302
NAVIENT CORP COM 63938C108 2,267 138,000 SH   SOLE   0 0 138,000
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 14 10,000 SH   SOLE   0 0 10,000
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934eaq1 4,579 4,650,000 PRN   SOLE   3,579,000 0 1,071,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 2,370 2,400,000 PRN   SOLE   2,000,000 0 400,000
NEW MTN FIN CORP COM 647551100 7,865 557,778 SH   SOLE   17,819 0 539,959
NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 1,534 1,488,000 PRN   SOLE   1,451,000 0 37,000
NEWELL BRANDS INC COM 651229106 9,514 213,076 SH   SOLE   15,243 0 197,833
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,136 50,840 SH   SOLE   50,840 0 0
NEXTERA ENERGY INC COM 65339F101 5,128 42,925 SH   SOLE   0 0 42,925
NEXTERA ENERGY INC UNIT 09/01/2019 65339f820 490 10,000 SH   SOLE   10,000 0 0
NIC INC COM 62914B100 12,513 523,564 SH   SOLE   522,956 0 608
NIKE INC CL B 654106103 1,676 32,975 SH   SOLE   0 0 32,975
NMI HLDGS INC CL A 629209305 1,099 103,200 SH   SOLE   103,200 0 0
NORTHERN TR CORP COM 665859104 1,247 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 1,401 6,025 SH   SOLE   0 0 6,025
NOVARTIS A G SPONSORED ADR 66987V109 256 3,516 SH   SOLE   0 0 3,516
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 13,200 4,240,000 PRN   SOLE   4,240,000 0 0
NOVO-NORDISK A S ADR 670100205 3,932 109,650 SH   SOLE   0 0 109,650
NU SKIN ENTERPRISES INC CL A 67018T105 1,065 22,300 SH   SOLE   0 0 22,300
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020yak6 3,415 3,750,000 PRN   SOLE   3,750,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020yaf7 2,414 2,399,000 PRN   SOLE   1,198,000 0 1,201,000
NVIDIA CORP COM 67066G104 1,327 12,431 SH   SOLE   12,210 0 221
NVIDIA CORP NOTE 1.000%12/0 67066gac8 5,699 1,075,000 PRN   SOLE   1,075,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 343 3,500 SH   SOLE   2,000 0 1,500
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952qab6 1,331 1,170,000 PRN   SOLE   1,170,000 0 0
OCEANEERING INTL INC COM 675232102 358 12,675 SH   SOLE   0 0 12,675
OIL STS INTL INC COM 678026105 16,749 429,464 SH   SOLE   428,958 0 506
OLD DOMINION FGHT LINES INC COM 679580100 22,320 260,172 SH   SOLE   243,248 0 16,924
OMEGA HEALTHCARE INVS INC COM 681936100 12,047 385,383 SH   SOLE   384,932 0 451
ON SEMICONDUCTOR CORP COM 682189105 995 78,000 SH   SOLE   78,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 2,169 2,120,000 PRN   SOLE   2,120,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127ab6 1,381 979,000 PRN   SOLE   979,000 0 0
PACKAGING CORP AMER COM 695156109 14,453 170,393 SH   SOLE   170,192 0 201
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 10 19,010 SH   SOLE   0 0 19,010
PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 7,738 6,073,000 PRN   SOLE   6,073,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354ab3 3,598 3,500,000 PRN   SOLE   3,500,000 0 0
PARSLEY ENERGY INC CL A 701877102 899 25,520 SH   SOLE   25,520 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 3,329 2,986,000 PRN   SOLE   2,986,000 0 0
PDF SOLUTIONS INC COM 693282105 2,006 88,970 SH   SOLE   88,970 0 0
PEPSICO INC COM 713448108 428 4,089 SH   SOLE   0 0 4,089
PERFORMANCE FOOD GROUP CO COM 71377A103 7,915 329,785 SH   SOLE   329,399 0 386
PFIZER INC COM 717081103 8,027 247,134 SH   SOLE   0 0 247,134
PHILIP MORRIS INTL INC COM 718172109 8,212 89,763 SH   SOLE   0 0 89,763
PIONEER NAT RES CO COM 723787107 409 2,271 SH   SOLE   2,230 0 41
PITNEY BOWES INC COM 724479100 1,132 74,522 SH   SOLE   0 0 74,522
PLANTRONICS INC NEW COM 727493108 4,939 90,187 SH   SOLE   90,080 0 107
PLATFORM SPECIALTY PRODS COR COM 72766Q105 468 47,700 SH   SOLE   0 0 47,700
POLYONE CORP COM 73179P106 20,476 639,089 SH   SOLE   638,338 0 751
PPG INDS INC COM 693506107 4,596 48,497 SH   SOLE   5,079 0 43,418
PPL CORP COM 69351T106 1,709 50,189 SH   SOLE   0 0 50,189
PRICELINE GRP INC NOTE 1.000% 3/1 741503aq9 7,093 4,507,000 PRN   SOLE   4,507,000 0 0
PRIMORIS SVCS CORP COM 74164F103 474 20,800 SH   SOLE   20,800 0 0
PROCTER AND GAMBLE CO COM 742718109 2,540 30,206 SH   SOLE   0 0 30,206
PROOFPOINT INC DBCV 0.750% 6/1 743424ad5 1,075 950,000 PRN   SOLE   950,000 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424ab9 6,650 3,595,000 PRN   SOLE   3,595,000 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 2,306 2,350,000 PRN   SOLE   2,350,000 0 0
PROSHARES TR II ULSHT BLOOMB OIL 74347W668 316 5,000 SH   SOLE   5,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 17,168 239,176 SH   SOLE   238,896 0 280
PTC INC COM 69370C100 15,645 338,134 SH   SOLE   337,736 0 398
QUAKER CHEM CORP COM 747316107 27,214 212,709 SH   SOLE   181,648 0 31,061
QUALCOMM INC COM 747525103 3,850 59,050 SH   SOLE   0 0 59,050
QUOTIENT TECHNOLOGY INC COM 749119103 471 43,800 SH   SOLE   43,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 51,522 743,788 SH   SOLE   622,191 0 121,597
REALPAGE INC COM 75606N109 28,146 938,206 SH   SOLE   937,106 0 1,100
RED HAT INC COM 756577102 1,701 24,400 SH   SOLE   24,400 0 0
RED HAT INC NOTE 0.250%10/0 756577ad4 2,330 1,987,000 PRN   SOLE   1,987,000 0 0
RENASANT CORP COM 75970E107 34,996 828,889 SH   SOLE   827,217 0 1,672
REPLIGEN CORP COM 759916109 20,504 665,276 SH   SOLE   664,247 0 1,029
RESOURCES CONNECTION INC COM 76122Q105 17,246 895,903 SH   SOLE   894,851 0 1,052
RITCHIE BROS AUCTIONEERS COM 767744105 9,396 276,359 SH   SOLE   276,035 0 324
RLI CORP COM 749607107 18,454 292,314 SH   SOLE   189,559 0 102,755
RLJ LODGING TR COM 74965L101 14,364 586,537 SH   SOLE   585,848 0 689
ROPER TECHNOLOGIES INC COM 776696106 603 3,295 SH   SOLE   3,087 0 208
ROSS STORES INC COM 778296103 5,033 76,721 SH   SOLE   8,491 0 68,230
ROVI CORP NOTE 0.500% 3/0 779376ad4 1,084 1,060,000 PRN   SOLE   1,060,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,767 69,276 SH   SOLE   0 0 69,276
RSP PERMIAN INC COM 74978Q105 784 17,580 SH   SOLE   17,580 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 3,989 3,845,000 PRN   SOLE   3,181,000 0 664,000
RTW HLDGS INC NOTE 5.625%11/1 749772ab5 3,438 3,400,000 PRN   SOLE   3,400,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,332 485,299 SH   SOLE   484,675 0 624
RYLAND GROUP INC NOTE 1.625% 5/1 783764aq6 10,942 9,126,000 PRN   SOLE   9,126,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466lad6 9,830 8,447,000 PRN   SOLE   8,447,000 0 0
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 440 66,500 SH   SOLE   0 0 66,500
SCHEIN HENRY INC COM 806407102 3,831 25,250 SH   SOLE   0 0 25,250
SCHLUMBERGER LTD COM 806857108 973 11,587 SH   SOLE   0 0 11,587
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,271 5,096,000 PRN   SOLE   4,120,000 0 976,000
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 1,736 1,966,000 PRN   SOLE   1,966,000 0 0
SEMTECH CORP COM 816850101 22,764 721,522 SH   SOLE   720,674 0 848
SENSIENT TECHNOLOGIES CORP COM 81725T100 17,809 226,637 SH   SOLE   226,371 0 266
SERVICENOW INC NOTE 11/0 81762pab8 2,382 2,020,000 PRN   SOLE   1,890,000 0 130,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763uab6 1,456 1,510,000 PRN   SOLE   1,510,000 0 0
SHERWIN WILLIAMS CO COM 824348106 4,090 15,220 SH   SOLE   0 0 15,220
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 2,007 2,000,000 PRN   SOLE   2,000,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568pab2 3,961 3,924,000 PRN   SOLE   2,721,000 0 1,203,000
SLM CORP COM 78442P106 2,222 201,650 SH   SOLE   0 0 201,650
SM ENERGY CO COM 78454L100 13,214 383,247 SH   SOLE   382,786 0 461
SM ENERGY CO NOTE 1.500% 7/0 78454lam2 3,168 2,734,000 PRN   SOLE   2,734,000 0 0
SNAP ON INC COM 833034101 6,481 37,841 SH   SOLE   0 0 37,841
SOTHEBYS COM 835898107 1,604 40,229 SH   SOLE   0 0 40,229
SOUTHWESTERN ENERGY CO COM 845467109 515 47,600 SH   SOLE   47,600 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 873 33,297 SH   SOLE   33,297 0 0
SPANSION LLC NOTE 2.000% 9/0 84649pal9 6,150 2,750,000 PRN   SOLE   2,750,000 0 0
SPARTANNASH CO COM 847215100 27,659 699,522 SH   SOLE   698,702 0 820
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,301 28,500 SH   SOLE   28,500 0 0
SQUARE INC CL A 852234103 518 38,000 SH   SOLE   38,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 17,255 603,305 SH   SOLE   601,984 0 1,321
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375cbc4 4,768 4,620,000 PRN   SOLE   3,446,000 0 1,174,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571bac9 13,056 12,750,000 PRN   SOLE   9,073,000 0 3,677,000
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571bab1 1,126 1,004,000 PRN   SOLE   1,004,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571baa3 2,185 2,000,000 PRN   SOLE   0 0 2,000,000
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571wab5 1,066 971,000 PRN   SOLE   971,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571wad1 5,860 5,455,000 PRN   SOLE   4,870,000 0 585,000
STERICYCLE INC DEP PFD A 1/10 858912207 2,775 43,720 SH   SOLE   43,720 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 144 115,000 SH   SOLE   0 0 115,000
SUCAMPO PHARMACEUTICALS INC CL A 864909106 400 29,500 SH   SOLE   29,500 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652ag4 2,845 3,118,000 PRN   SOLE   2,766,000 0 352,000
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,285 1,800,000 PRN   SOLE   1,500,000 0 300,000
SVB FINL GROUP COM 78486Q101 27,899 162,523 SH   SOLE   162,332 0 191
SYMANTEC CORP COM 871503108 613 25,639 SH   SOLE   22,995 0 2,644
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 326 8,500 SH   SOLE   8,500 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 1,636 1,561,000 PRN   SOLE   1,561,000 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,521 413,882 SH   SOLE   413,882 0 0
T MOBILE US INC CONV PFD SER A 872590203 4,603 48,768 SH   SOLE   48,768 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054ad1 1,702 742,000 PRN   SOLE   742,000 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 10,181 234,311 SH   SOLE   234,037 0 274
TELEDYNE TECHNOLOGIES INC COM 879360105 18,467 150,136 SH   SOLE   149,959 0 177
TESARO INC NOTE 3.000%10/0 881569aa5 10,541 2,718,000 PRN   SOLE   2,718,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160rac5 1,992 2,300,000 PRN   SOLE   2,300,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160raa9 1,504 860,000 PRN   SOLE   860,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163vae9 6,670 6,067,000 PRN   SOLE   6,067,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 784 21,622 SH   SOLE   21,100 0 522
TEXAS INSTRS INC COM 882508104 1,919 26,300 SH   SOLE   0 0 26,300
TEXAS ROADHOUSE INC COM 882681109 17,913 371,330 SH   SOLE   370,895 0 435
THERAVANCE INC NOTE 2.125% 1/1 88338tab0 1,887 2,220,000 PRN   SOLE   2,220,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,712 19,219 SH   SOLE   0 0 19,219
TIFFANY & CO NEW COM 886547108 2,648 34,205 SH   SOLE   0 0 34,205
TIME WARNER INC COM NEW 887317303 376 3,895 SH   SOLE   0 0 3,895
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947eam2 2,333 2,372,000 PRN   SOLE   1,246,000 0 1,126,000
TOLL BROTHERS INC COM 889478103 372 12,000 SH   SOLE   12,000 0 0
TRINITY BIOTECH INVT LTD NOTE 4.000% 4/0 89643qab4 722 850,000 PRN   SOLE   850,000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 2,627 2,048,000 PRN   SOLE   1,588,000 0 460,000
TRULIA INC NOTE 2.750%12/1 897888ab9 2,272 1,383,000 PRN   SOLE   1,383,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 2,107 1,380,000 PRN   SOLE   1,380,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,196 42,650 SH   SOLE   0 0 42,650
TWITTER INC NOTE 0.250% 9/1 90184lab8 5,291 5,644,000 PRN   SOLE   4,678,000 0 966,000
TYSON FOODS INC CL A 902494103 308 5,000 SH   SOLE   5,000 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 3,121 46,056 SH   SOLE   46,056 0 0
UNILEVER N V N Y SHS NEW 904784709 536 13,065 SH   SOLE   0 0 13,065
UNION PAC CORP COM 907818108 8,486 81,845 SH   SOLE   0 0 81,845
UNITED TECHNOLOGIES CORP COM 913017109 281 2,566 SH   SOLE   0 0 2,566
VECTOR GROUP LTD FRNT 1/1 92240may4 5,616 3,600,000 PRN   SOLE   3,600,000 0 0
VEREIT INC COM 92339V100 148 17,500 SH   SOLE   17,500 0 0
VERIFONE SYS INC COM 92342Y109 10,621 599,025 SH   SOLE   598,323 0 702
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 2,123 2,255,000 PRN   SOLE   2,255,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343ead4 3,774 1,695,000 PRN   SOLE   1,695,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,741 145,016 SH   SOLE   0 0 145,016
VISA INC COM CL A 92826C839 2,817 36,100 SH   SOLE   0 0 36,100
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 1,833 75,044 SH   SOLE   0 0 75,044
WABTEC CORP COM 929740108 9,995 120,396 SH   SOLE   6,583 0 113,813
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317waa0 310 450,000 PRN   SOLE   450,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 4,347 3,993,000 PRN   SOLE   3,993,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770vak8 2,936 2,600,000 PRN   SOLE   2,600,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770vaf9 600 585,000 PRN   SOLE   265,000 0 320,000
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 19,462 16,424 SH   SOLE   9,270 0 7,154
WELLTOWER INC 6.50% PFD PREPET 95040Q203 3,674 60,474 SH   SOLE   23,399 0 37,075
WEST CORP COM 952355204 26,085 1,053,523 SH   SOLE   1,052,286 0 1,237
WESTAMERICA BANCORPORATION COM 957090103 17,802 282,880 SH   SOLE   282,545 0 335
WESTERN ALLIANCE BANCORP COM 957638109 18,244 374,537 SH   SOLE   374,098 0 439
WILEY JOHN & SONS INC CL A 968223206 19,778 362,890 SH   SOLE   362,459 0 431
WILLIAMS COS INC DEL COM 969457100 545 17,500 SH   SOLE   0 0 17,500
WOODWARD INC COM 980745103 12,368 179,123 SH   SOLE   161,155 0 17,968
WORKDAY INC NOTE 0.750% 7/1 98138hac5 2,356 2,242,000 PRN   SOLE   1,617,000 0 625,000
WORKDAY INC NOTE 1.500% 7/1 98138had3 3,309 3,000,000 PRN   SOLE   3,000,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 1,105 1,058,000 PRN   SOLE   1,058,000 0 0
XILINX INC NOTE 2.625% 6/1 983919af8 6,374 3,036,000 PRN   SOLE   3,036,000 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793aa8 9,418 3,575,000 PRN   SOLE   3,575,000 0 0
YAHOO INC NOTE 12/0 984332af3 2,129 2,150,000 PRN   SOLE   2,150,000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 6,398 74,599 SH   SOLE   74,510 0 89
ZOETIS INC CL A 98978V103 9,395 175,508 SH   SOLE   10,652 0 164,856