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 19,382 460,929 SH   SOLE   460,142 0 787
ABBOTT LABS COM 002824100 213 2,948 SH   SOLE   98 0 2,850
ABBVIE INC COM 00287Y109 2,913 31,600 SH   SOLE   3,125 0 28,475
ACADIA HEALTHCARE COMPANY IN COM 00404A109 11,918 463,544 SH   SOLE   462,748 0 796
ACETO CORP NOTE 2.000%11/0 004446ad2 750 1,000,000 PRN   SOLE   1,000,000 0 0
ACI WORLDWIDE INC COM 004498101 34,382 1,242,566 SH   SOLE   1,240,457 0 2,109
ACTIVISION BLIZZARD INC COM 00507V109 879 18,880 SH   SOLE   9,100 0 9,780
ADOBE INC COM 00724F101 1,516 6,700 SH   SOLE   2,550 0 4,150
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 3,718 1,530,000 PRN   SOLE   1,530,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3,505 2,380,000 PRN   SOLE   2,380,000 0 0
AFLAC INC COM 001055102 495 10,872 SH   SOLE   72 0 10,800
AIR PRODS & CHEMS INC COM 009158106 643 4,020 SH   SOLE   0 0 4,020
AK STL CORP NOTE 5.000%11/1 001546ap5 4,307 4,341,000 PRN   SOLE   3,434,000 0 907,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 8,794 8,834,000 PRN   SOLE   6,387,000 0 2,447,000
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3,221 4,000,000 PRN   SOLE   4,000,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 798 5,825 SH   SOLE   140 0 5,685
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4,389 2,610,000 PRN   SOLE   2,610,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 787 9,868 SH   SOLE   9,281 0 587
ALLERGAN PLC SHS G0177J108 1,055 7,892 SH   SOLE   5,000 0 2,892
ALLETE INC COM NEW 018522300 762 10,000 SH   SOLE   0 0 10,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10,107 10,447,000 PRN   SOLE   9,233,000 0 1,214,000
ALPHABET INC CAP STK CL C 02079K107 8,628 8,331 SH   SOLE   979 0 7,352
ALPHABET INC CAP STK CL A 02079K305 1,208 1,156 SH   SOLE   27 0 1,129
ALTABA INC COM 021346101 13,264 228,929 SH   SOLE   228,929 0 0
ALTRA INDL MOTION CORP COM 02208R106 962 38,261 SH   SOLE   20,000 0 18,261
ALTRIA GROUP INC COM 02209S103 5,523 111,826 SH   SOLE   339 0 111,487
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 2,740 3,000,000 PRN   SOLE   3,000,000 0 0
AMAZON COM INC COM 023135106 9,165 6,102 SH   SOLE   1,430 0 4,672
AMERICAN AIRLS GROUP INC COM 02376R102 796 24,800 SH   SOLE   24,800 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 600 21,478 SH   SOLE   0 0 21,478
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 496 500,000 PRN   SOLE   500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 266 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071h100 16,208 285,912 SH   SOLE   285,354 0 558
AMETEK INC NEW COM 031100100 6,395 94,466 SH   SOLE   24,524 0 69,942
AMPHENOL CORP NEW CL A 032095101 20,285 250,368 SH   SOLE   18,028 0 232,340
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1,833 1,809,000 PRN   SOLE   1,440,000 0 369,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 2,836 782,000 PRN   SOLE   782,000 0 0
APPLE INC COM 037833100 25,146 159,413 SH   SOLE   8,075 0 151,338
APPLIED INDL TECHNOLOGIES IN COM 03820C105 24,460 453,459 SH   SOLE   452,682 0 777
APPLIED MATLS INC COM 038222105 341 10,421 SH   SOLE   10,421 0 0
APTIV PLC SHS G6095L109 210 3,414 SH   SOLE   49 0 3,365
ARCONIC INC COM 03965L100 287 17,000 SH   SOLE   17,000 0 0
ARES CAP CORP COM 04010L103 3,184 204,345 SH   SOLE   0 0 204,345
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908aa2 1,681 2,400,000 PRN   SOLE   2,400,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621x207 2,530 25,721 SH   SOLE   25,721 0 0
AT&T INC COM 00206R102 1,025 35,925 SH   SOLE   250 0 35,675
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 1,945 2,000,000 PRN   SOLE   2,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 1,242 1,300,000 PRN   SOLE   1,300,000 0 0
ATLASSIAN CORP PLC CL A G06242104 222 2,500 SH   SOLE   2,500 0 0
B & G FOODS INC NEW COM 05508R106 2,204 76,250 SH   SOLE   0 0 76,250
BANK AMER CORP COM 060505104 862 35,000 SH   SOLE   27,900 0 7,100
BANK AMER CORP 7.25%CNV PFD L 060505682 15,501 12,361 SH   SOLE   5,948 0 6,413
BARNES GROUP INC COM 067806109 22,029 410,834 SH   SOLE   410,135 0 699
BECTON DICKINSON & CO COM 075887109 12,804 56,825 SH   SOLE   7,780 0 49,045
BECTON DICKINSON & CO PFD SHS CONV A 075887208 9,967 172,145 SH   SOLE   172,145 0 0
BELDEN INC COM 077454106 6,035 144,472 SH   SOLE   144,225 0 247
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,060 10 SH   SOLE   0 0 10
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,140 34,970 SH   SOLE   1,221 0 33,749
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3,613 3,221,000 PRN   SOLE   3,221,000 0 0
BIOTELEMETRY INC COM 090672106 13,313 222,918 SH   SOLE   222,536 0 382
BLACK KNIGHT INC COM 09215C105 2,661 59,059 SH   SOLE   238 0 58,821
BLACKBAUD INC COM 09227Q100 7,631 121,323 SH   SOLE   121,116 0 207
BLACKLINE INC COM 09239B109 11,286 275,597 SH   SOLE   275,128 0 469
BLACKROCK INC COM 09247X101 262 668 SH   SOLE   668 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1,463 1,500,000 PRN   SOLE   1,500,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 400 13,410 SH   SOLE   0 0 13,410
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3,283 3,375,000 PRN   SOLE   3,375,000 0 0
BRUKER CORP COM 116794108 18,103 608,081 SH   SOLE   607,043 0 1,038
BUCKLE INC COM 118440106 11,312 584,890 SH   SOLE   583,894 0 996
BURLINGTON STORES INC COM 122017106 11,682 71,817 SH   SOLE   71,528 0 289
CABOT OIL & GAS CORP COM 127097103 209 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 6,566 5,290,000 PRN   SOLE   5,290,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 5,818 6,102,000 PRN   SOLE   5,003,000 0 1,099,000
CARBONITE INC NOTE 2.500% 4/0 141337ab1 2,385 2,000,000 PRN   SOLE   2,000,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3,044 3,244,000 PRN   SOLE   2,702,000 0 542,000
CARRIZO OIL & GAS INC COM 144577103 7,952 704,311 SH   SOLE   703,101 0 1,210
CBS CORP NEW CL B 124857202 2,493 57,015 SH   SOLE   0 0 57,015
CELGENE CORP COM 151020104 406 6,340 SH   SOLE   5,000 0 1,340
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 10,534 10,781,000 PRN   SOLE   7,751,000 0 3,030,000
CENTENE CORP DEL COM 15135B101 15,929 138,152 SH   SOLE   23,670 0 114,482
CENTERPOINT ENERGY INC COM 15189T107 944 33,450 SH   SOLE   0 0 33,450
CHEESECAKE FACTORY INC COM 163072101 7,983 183,479 SH   SOLE   183,167 0 312
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,259 1,795,000 PRN   SOLE   1,795,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 4,219 5,205,000 PRN   SOLE   5,205,000 0 0
CHEVRON CORP NEW COM 166764100 4,495 41,316 SH   SOLE   56 0 41,260
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 2,930 3,000,000 PRN   SOLE   3,000,000 0 0
CITIGROUP INC COM NEW 172967424 650 12,494 SH   SOLE   124 0 12,370
CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3,000 2,110,000 PRN   SOLE   2,110,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 5,431 4,871,000 PRN   SOLE   4,871,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3,080 3,639,000 PRN   SOLE   2,847,000 0 792,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 233 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6,007 6,619,000 PRN   SOLE   6,119,000 0 500,000
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6,531 6,948,000 PRN   SOLE   5,232,000 0 1,716,000
COLONY CAP INC NEW CL A COM 19626G108 220 47,027 SH   SOLE   11,000 0 36,027
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5,002 4,877,000 PRN   SOLE   4,877,000 0 0
COMCAST CORP NEW CL A 20030N101 1,397 41,014 SH   SOLE   164 0 40,850
COMMERCIAL METALS CO COM 201723103 11,237 701,463 SH   SOLE   700,260 0 1,203
COMPASS MINERALS INTL INC COM 20451N101 9,341 224,065 SH   SOLE   223,681 0 384
CONOCOPHILLIPS COM 20825C104 1,173 18,816 SH   SOLE   91 0 18,725
CONSOLIDATED EDISON INC COM 209115104 575 7,526 SH   SOLE   0 0 7,526
CONSTELLATION BRANDS INC CL A 21036P108 9,028 56,136 SH   SOLE   9,278 0 46,858
CORELOGIC INC COM 21871D103 11,530 344,992 SH   SOLE   344,401 0 591
CORESITE RLTY CORP COM 21870Q105 10,029 114,972 SH   SOLE   114,776 0 196
CORNERSTONE ONDEMAND INC COM 21925Y103 25,264 500,968 SH   SOLE   500,112 0 856
COTT CORP QUE COM 22163N106 9,328 669,136 SH   SOLE   639,317 0 29,819
COUSINS PPTYS INC COM 222795106 22,106 2,798,237 SH   SOLE   2,793,414 0 4,823
CRACKER BARREL OLD CTRY STOR COM 22410J106 10,736 67,158 SH   SOLE   67,046 0 112
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 2,852 2,708 SH   SOLE   2,708 0 0
CSG SYS INTL INC COM 126349109 8,420 265,017 SH   SOLE   264,577 0 440
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 2,009 2,000,000 PRN   SOLE   2,000,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,495 3,763,000 PRN   SOLE   2,657,000 0 1,106,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1,454 1,500,000 PRN   SOLE   1,500,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3,880 4,005,000 PRN   SOLE   3,500,000 0 505,000
CULLEN FROST BANKERS INC COM 229899109 22,849 259,820 SH   SOLE   217,904 0 41,916
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 2,679 2,272,000 PRN   SOLE   2,272,000 0 0
DANAHER CORP DEL COM 235851102 21,911 212,476 SH   SOLE   19,742 0 192,734
DECKERS OUTDOOR CORP COM 243537107 20,007 156,362 SH   SOLE   156,095 0 267
DERMIRA INC NOTE 3.000% 5/1 24983lab0 4,926 6,392,000 PRN   SOLE   6,392,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 396 17,548 SH   SOLE   48 0 17,500
DEXCOM INC NOTE 0.750% 5/1 252131af4 4,827 3,567,000 PRN   SOLE   3,567,000 0 0
DIPLOMAT PHARMACY INC COM 25456K101 8,610 639,655 SH   SOLE   638,556 0 1,099
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7,100 8,765,000 PRN   SOLE   8,765,000 0 0
DISNEY WALT CO COM DISNEY 254687106 8,184 74,641 SH   SOLE   7,826 0 66,815
DOCUSIGN INC COM 256163106 301 7,502 SH   SOLE   7,502 0 0
DOMINION ENERGY INC COM 25746U109 257 3,602 SH   SOLE   37 0 3,565
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 832 17,371 SH   SOLE   17,371 0 0
DOWDUPONT INC COM 26078J100 1,744 32,618 SH   SOLE   7,812 0 24,806
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 10,588 11,400,000 PRN   SOLE   10,167,000 0 1,233,000
EASTGROUP PPTY INC COM 277276101 18,589 202,646 SH   SOLE   202,298 0 348
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8,533 8,808,000 PRN   SOLE   7,374,000 0 1,434,000
ELECTRONIC ARTS INC COM 285512109 941 11,930 SH   SOLE   1,130 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8,798 9,041,000 PRN   SOLE   7,206,000 0 1,835,000
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5,717 6,265,000 PRN   SOLE   6,265,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 4,671 5,516,000 PRN   SOLE   4,423,000 0 1,093,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 829 1,000,000 PRN   SOLE   1,000,000 0 0
ENDOLOGIX INC COM 29266s106 955 1,334,138 SH   SOLE   1,331,855 0 2,283
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 2,702 4,000,000 PRN   SOLE   4,000,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,122 86,296 SH   SOLE   0 0 86,296
ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2,661 2,628,000 PRN   SOLE   1,788,000 0 840,000
EPR PPTYS CONV PFD 9% SR E 26884U307 2,718 79,400 SH   SOLE   0 0 79,400
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 1,665 1,500,000 PRN   SOLE   1,500,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 10,491 9,581,000 PRN   SOLE   9,581,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 969 8,606 SH   SOLE   8,606 0 0
EXXON MOBIL CORP COM 30231G102 2,050 30,068 SH   SOLE   133 0 29,935
EZCORP INC NOTE 2.125% 6/1 302301ab2 7,100 7,257,000 PRN   SOLE   6,069,000 0 1,188,000
EZCORP INC NOTE 2.875% 7/0 302301af3 1,195 1,200,000 PRN   SOLE   1,200,000 0 0
FACEBOOK INC CL A 30303M102 3,683 28,093 SH   SOLE   293 0 27,800
FEDEX CORP COM 31428X106 323 2,000 SH   SOLE   2,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,675 116,900 SH   SOLE   0 0 116,900
FINISAR CORP NOTE 0.500%12/1 31787aap6 1,190 1,250,000 PRN   SOLE   1,250,000 0 0
FIREEYE INC COM 31816Q101 178 11,000 SH   SOLE   11,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 10,490 10,941,000 PRN   SOLE   8,938,000 0 2,003,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 1,098 1,200,000 PRN   SOLE   1,200,000 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 2,865 42,100 SH   SOLE   42,100 0 0
FISERV INC COM 337738108 4,865 66,193 SH   SOLE   18,456 0 47,737
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 4,154 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 14,549 215,028 SH   SOLE   23,822 0 191,206
FORTIVE CORP 5% PFD CNV SER A 34959J207 4,941 5,433 SH   SOLE   5,433 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5,357 1,296,989 SH   SOLE   1,294,758 0 2,231
FRANCO NEVADA CORP COM 351858105 8,072 115,036 SH   SOLE   7,641 0 107,395
FULTON FINL CORP PA COM 360271100 19,129 1,235,693 SH   SOLE   1,233,596 0 2,097
GENESEE & WYO INC CL A 371559105 43,233 584,069 SH   SOLE   404,083 0 179,986
G-III APPAREL GROUP LTD COM 36237H101 15,618 559,985 SH   SOLE   559,022 0 963
GILEAD SCIENCES INC COM 375558103 228 3,650 SH   SOLE   0 0 3,650
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,799 3,000,000 PRN   SOLE   3,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 296 1,773 SH   SOLE   13 0 1,760
GOPRO INC CL A 38268T103 129 30,500 SH   SOLE   30,500 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 6,883 7,010,000 PRN   SOLE   7,010,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,444 217,079 SH   SOLE   216,686 0 393
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 5,683 5,880,000 PRN   SOLE   5,880,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,391 53,796 SH   SOLE   296 0 53,500
HEALTHCARE SVCS GRP INC COM 421906108 23,099 574,895 SH   SOLE   573,911 0 984
HEICO CORP NEW CL A 422806208 33,438 530,758 SH   SOLE   208 0 530,550
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8,830 6,387,000 PRN   SOLE   5,176,000 0 1,211,000
HERON THERAPEUTICS INC COM 427746102 7,876 303,606 SH   SOLE   303,102 0 504
HESS CORP DEP PDF SR A 42809H404 2,250 45,350 SH   SOLE   45,350 0 0
HMS HLDGS CORP COM 40425J101 28,540 1,014,558 SH   SOLE   1,012,820 0 1,738
HOME DEPOT INC COM 437076102 1,384 8,054 SH   SOLE   2,217 0 5,837
HONEYWELL INTL INC COM 438516106 3,321 25,138 SH   SOLE   25 0 25,113
HORACE MANN EDUCATORS CORP N COM 440327104 12,336 329,390 SH   SOLE   328,825 0 565
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5,595 5,603,000 PRN   SOLE   5,603,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4,200 2,920,000 PRN   SOLE   2,920,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,736 229,525 SH   SOLE   71,217 0 158,308
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7,277 7,453,000 PRN   SOLE   5,680,000 0 1,773,000
IAC INTERACTIVECORP COM 44919P508 10,591 57,860 SH   SOLE   0 0 57,860
IBERIABANK CORP COM 450828108 17,591 273,666 SH   SOLE   273,205 0 461
ICON PLC SHS G4705A100 25,935 200,719 SH   SOLE   200,375 0 344
IDACORP INC COM 451107106 33,594 360,991 SH   SOLE   360,374 0 617
II VI INC NOTE 0.250% 9/0 902104ab4 1,457 1,500,000 PRN   SOLE   1,500,000 0 0
ILLUMINA INC COM 452327109 1,050 3,500 SH   SOLE   3,500 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3,435 2,615,000 PRN   SOLE   2,615,000 0 0
INCYTE CORP COM 45337C102 219 3,442 SH   SOLE   3,442 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,432 1,071,000 PRN   SOLE   1,071,000 0 0
INFINERA CORPORATION COM 45667G103 205 51,500 SH   SOLE   51,500 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 2,722 3,700,000 PRN   SOLE   3,700,000 0 0
INGEVITY CORP COM 45688C107 31,564 377,151 SH   SOLE   309,433 0 67,718
INOGEN INC COM 45780L104 689 5,550 SH   SOLE   5,550 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 4,566 4,330,000 PRN   SOLE   4,200,000 0 130,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 4,992 5,361,000 PRN   SOLE   4,035,000 0 1,326,000
INSMED INC NOTE 1.750% 1/1 457669aa7 2,541 3,550,000 PRN   SOLE   3,550,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 1,550 1,000,000 PRN   SOLE   1,000,000 0 0
INTEL CORP COM 458140100 688 14,662 SH   SOLE   12,662 0 2,000
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 900 975,000 PRN   SOLE   975,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,046 146,636 SH   SOLE   252 0 146,384
INTERNATIONAL BUSINESS MACHS COM 459200101 361 3,172 SH   SOLE   0 0 3,172
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1,739 33,500 SH   SOLE   33,500 0 0
INTRICON CORP COM 46121H109 5,131 194,508 SH   SOLE   194,174 0 334
INTUIT COM 461202103 932 4,735 SH   SOLE   1,111 0 3,624
INVACARE CORP NOTE 4.500% 6/0 461203ah4 1,933 2,802,000 PRN   SOLE   2,802,000 0 0
INVESTORS BANCORP INC NEW COM 46146L101 135 13,000 SH   SOLE   0 0 13,000
ISHARES TR RUSSELL 2000 ETF 464287655 5,359 40,019 SH   SOLE   40,019 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 53,560 400,000 SH Put SOLE   400,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 6,319 5,871,000 PRN   SOLE   5,871,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 8,853 9,127,000 PRN   SOLE   8,090,000 0 1,037,000
JD COM INC SPON ADR CL A 47215P106 222 10,595 SH   SOLE   0 0 10,595
JETBLUE AIRWAYS CORP COM 477143101 349 21,750 SH   SOLE   21,750 0 0
JOHNSON & JOHNSON COM 478160104 10,942 84,791 SH   SOLE   1,538 0 83,253
JPMORGAN CHASE & CO COM 46625H100 22,014 225,507 SH   SOLE   20,409 0 205,098
K12 INC COM 48273u102 27,818 1,122,133 SH   SOLE   1,120,226 0 1,907
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,067 1,000,000 PRN   SOLE   1,000,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 406 4,250 SH   SOLE   4,250 0 0
KB HOME NOTE 1.375% 2/0 48666kas8 3,405 3,415,000 PRN   SOLE   2,041,000 0 1,374,000
KEURIG DR PEPPER INC COM 49271V100 891 34,737 SH   SOLE   0 0 34,737
KKR & CO INC CL A 48251W104 2,414 122,998 SH   SOLE   0 0 122,998
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,066 2,000,000 PRN   SOLE   2,000,000 0 0
KRAFT HEINZ CO COM 500754106 935 21,715 SH   SOLE   0 0 21,715
LAM RESEARCH CORP COM 512807108 899 6,600 SH   SOLE   6,600 0 0
LAZARD LTD SHS A G54050102 2,383 64,558 SH   SOLE   0 0 64,558
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 1,892 1,519,000 PRN   SOLE   1,519,000 0 0
LENNAR CORP CL A 526057104 254 6,500 SH   SOLE   6,500 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229af9 1,553 1,500,000 PRN   SOLE   1,500,000 0 0
LITTELFUSE INC COM 537008104 32,572 189,945 SH   SOLE   138,408 0 51,537
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034aj8 1,522 1,061,000 PRN   SOLE   1,056,000 0 5,000
LKQ CORP COM 501889208 19,590 825,548 SH   SOLE   824,135 0 1,413
LOCKHEED MARTIN CORP COM 539830109 421 1,606 SH   SOLE   1,606 0 0
LUMENTUM HLDGS INC COM 55024u109 546 13,000 SH   SOLE   13,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5,011 5,001,000 PRN   SOLE   5,001,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,912 52,300 SH   SOLE   21,500 0 30,800
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5,947 6,003,000 PRN   SOLE   3,872,000 0 2,131,000
MARATHON PETE CORP COM 56585A102 8,281 140,334 SH   SOLE   65 0 140,269
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164yab3 585 667,000 PRN   SOLE   667,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 391 2,275 SH   SOLE   0 0 2,275
MASCO CORP COM 574599106 292 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,709 26,521 SH   SOLE   0 0 26,521
MEDICINES CO NOTE 2.500% 1/1 584688ae5 1,165 1,350,000 PRN   SOLE   1,350,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,297 3,000,000 PRN   SOLE   3,000,000 0 0
MEDNAX INC COM 58502B106 18,128 549,322 SH   SOLE   548,379 0 943
MERITOR INC NOTE 3.250%10/1 59001kaf7 1,771 2,000,000 PRN   SOLE   2,000,000 0 0
MGIC INVT CORP WIS COM 552848103 607 58,000 SH   SOLE   58,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 8,709 6,166,000 PRN   SOLE   6,166,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 9,047 9,250,000 PRN   SOLE   9,250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 587 18,500 SH   SOLE   18,500 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3,847 1,322,000 PRN   SOLE   1,322,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 2,500 2,257,000 PRN   SOLE   2,257,000 0 0
MICROSOFT CORP COM 594918104 4,488 44,183 SH   SOLE   3,153 0 41,030
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 3,447 1,210,000 PRN   SOLE   1,210,000 0 0
MONDELEZ INTL INC CL A 609207105 3,929 98,156 SH   SOLE   139 0 98,017
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,504 121,329 SH   SOLE   125 0 121,204
MONRO INC COM 610236101 10,403 151,317 SH   SOLE   151,059 0 258
MSA SAFETY INC COM 553498106 9,544 101,240 SH   SOLE   101,070 0 170
MUELLER INDS INC COM 624756102 15,758 674,562 SH   SOLE   673,409 0 1,153
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359f129 2,319 130,300 SH   SOLE   130,300 0 0
NANTHEALTH INC COM 630104107 24 45,000 SH   SOLE   45,000 0 0
NATIONAL INSTRS CORP COM 636518102 7,616 167,819 SH   SOLE   167,536 0 283
NAVIENT CORPORATION COM 63938C108 671 76,200 SH   SOLE   0 0 76,200
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 8 10,000 SH   SOLE   0 0 10,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 9,294 9,285,000 PRN   SOLE   6,965,000 0 2,320,000
NEKTAR THERAPEUTICS COM 640268108 403 12,250 SH   SOLE   12,250 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 1,313 1,100,000 PRN   SOLE   1,100,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157faa1 5,553 5,988,000 PRN   SOLE   5,498,000 0 490,000
NEW MTN FIN CORP COM 647551100 8,071 641,586 SH   SOLE   63,200 0 578,386
NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 8,854 8,832,000 PRN   SOLE   7,634,000 0 1,198,000
NEW YORK CMNTY BANCORP INC COM 649445103 188 20,000 SH   SOLE   20,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2,149 46,366 SH   SOLE   46,366 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1,485 1,500,000 PRN   SOLE   1,500,000 0 0
NEXTERA ENERGY INC COM 65339F101 6,781 39,013 SH   SOLE   33 0 38,980
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 474 8,203 SH   SOLE   8,203 0 0
NIC INC COM 62914b100 8,390 672,272 SH   SOLE   671,124 0 1,148
NIKE INC CL B 654106103 2,474 33,375 SH   SOLE   2,600 0 30,775
NORTHERN TR CORP COM 665859104 1,170 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 2,473 10,096 SH   SOLE   6 0 10,090
NOVAVAX INC NOTE 3.750% 2/0 670002ab0 628 1,000,000 PRN   SOLE   1,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 5,200 1,253,000 PRN   SOLE   1,253,000 0 0
NOVO-NORDISK A S ADR 670100205 4,434 96,234 SH   SOLE   209 0 96,025
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 2,186 2,329,000 PRN   SOLE   1,856,000 0 473,000
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 3,558 3,384,000 PRN   SOLE   2,962,000 0 422,000
NVIDIA CORP COM 67066G104 579 4,340 SH   SOLE   4,340 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 11,256 11,223,000 PRN   SOLE   9,687,000 0 1,536,000
NXP SEMICONDUCTORS N V COM N6596X109 1,053 14,370 SH   SOLE   9,750 0 4,620
OASIS PETE INC NEW COM 674215108 260 47,000 SH   SOLE   47,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215aj7 898 1,000,000 PRN   SOLE   1,000,000 0 0
OIL STS INTL INC COM 678026105 8,313 582,132 SH   SOLE   581,132 0 1,000
OLD DOMINION FGHT LINES INC COM 679580100 18,522 149,987 SH   SOLE   137,884 0 12,103
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 3,548 3,214,000 PRN   SOLE   3,214,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 1,072 1,000,000 PRN   SOLE   1,000,000 0 0
ORION ENGINEERED CARBONS S A COM L72967109 733 28,985 SH   SOLE   435 0 28,550
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,320 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 2,824 2,813,000 PRN   SOLE   2,813,000 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 13 19,010 SH   SOLE   0 0 19,010
PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 3,477 2,035,000 PRN   SOLE   2,035,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354ab3 3,904 4,103,000 PRN   SOLE   2,877,000 0 1,226,000
PAYLOCITY HLDG CORP COM 70438V106 9,689 160,914 SH   SOLE   160,639 0 275
PAYPAL HLDGS INC COM 70450Y103 886 10,539 SH   SOLE   9,539 0 1,000
PDC ENERGY INC COM 69327R101 253 8,500 SH   SOLE   8,500 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 2,331 2,626,000 PRN   SOLE   2,626,000 0 0
PEPSICO INC COM 713448108 638 5,776 SH   SOLE   2,346 0 3,430
PERFORMANCE FOOD GROUP CO COM 71377A103 15,712 486,899 SH   SOLE   486,066 0 833
PFIZER INC COM 717081103 948 21,712 SH   SOLE   768 0 20,944
PHILIP MORRIS INTL INC COM 718172109 3,441 51,544 SH   SOLE   33 0 51,511
PIVOTAL SOFTWARE INC COM CL A 72582H107 302 18,500 SH   SOLE   18,500 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 357 34,600 SH   SOLE   0 0 34,600
POLYONE CORP COM 73179P106 20,352 711,607 SH   SOLE   710,386 0 1,221
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 8,626 9,339,000 PRN   SOLE   7,808,000 0 1,531,000
PRA GROUP INC NOTE 3.500% 6/0 69354nab2 3,214 3,775,000 PRN   SOLE   3,775,000 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 10,659 345,168 SH   SOLE   344,542 0 626
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 5,645 4,197,000 PRN   SOLE   4,197,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,089 11,847 SH   SOLE   224 0 11,623
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 3,813 3,522,000 PRN   SOLE   3,100,000 0 422,000
PROSPERITY BANCSHARES INC COM 743606105 19,191 308,040 SH   SOLE   307,514 0 526
PUBLIC SVC ENTERPRISE GROUP COM 744573106 203 3,901 SH   SOLE   51 0 3,850
PVH CORP COM 693656100 613 6,598 SH   SOLE   6,213 0 385
QUAKER CHEM CORP COM 747316107 29,250 164,593 SH   SOLE   130,519 0 34,074
QUALCOMM INC COM 747525103 3,605 63,351 SH   SOLE   7,501 0 55,850
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 4,648 6,000,000 PRN   SOLE   6,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917ag1 3,304 3,811,000 PRN   SOLE   3,811,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 29,130 391,486 SH   SOLE   273,391 0 118,095
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 2,289 27,841 SH   SOLE   27,841 0 0
RAYTHEON CO COM NEW 755111507 2,191 14,285 SH   SOLE   2,280 0 12,005
REALPAGE INC COM 75606N109 22,485 466,599 SH   SOLE   414,210 0 52,389
REALPAGE INC NOTE 1.500%11/1 75606nab5 3,305 2,556,000 PRN   SOLE   2,556,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737faa6 2,844 3,420,000 PRN   SOLE   3,420,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,843 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970E107 24,003 795,323 SH   SOLE   793,943 0 1,380
REPLIGEN CORP COM 759916109 25,194 477,694 SH   SOLE   476,876 0 818
RESOURCES CONNECTION INC COM 76122q105 14,199 999,895 SH   SOLE   998,179 0 1,716
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283ac4 1,015 871,000 PRN   SOLE   871,000 0 0
RETROPHIN INC COM 761299106 243 10,752 SH   SOLE   10,752 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299ab2 1,524 1,700,000 PRN   SOLE   1,700,000 0 0
RH COM 74967X103 804 6,707 SH   SOLE   6,707 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 16,670 509,471 SH   SOLE   508,613 0 858
RLI CORP COM 749607107 20,238 293,344 SH   SOLE   244,137 0 49,207
RLJ LODGING TR COM 74965L101 15,802 963,543 SH   SOLE   961,881 0 1,662
ROCKWELL AUTOMATION INC COM 773903109 213 1,416 SH   SOLE   1,416 0 0
ROPER TECHNOLOGIES INC COM 776696106 5,262 19,744 SH   SOLE   6,691 0 13,053
ROVI CORP NOTE 0.500% 3/0 779376ad4 6,052 6,354,000 PRN   SOLE   4,901,000 0 1,453,000
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,466 59,478 SH   SOLE   15 0 59,463
ROYAL GOLD INC NOTE 2.875% 6/1 780287aa6 1,725 1,723,000 PRN   SOLE   1,012,000 0 711,000
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 5,481 5,505,000 PRN   SOLE   4,097,000 0 1,408,000
RUDOLPH TECHNOLOGIES INC COM 781270103 8,364 408,610 SH   SOLE   407,912 0 698
SAREPTA THERAPEUTICS INC COM 803607100 1,041 9,537 SH   SOLE   9,537 0 0
SCHEIN HENRY INC COM 806407102 975 12,422 SH   SOLE   435 0 11,987
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 234 250,000 PRN   SOLE   0 0 250,000
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 4,578 5,144,000 PRN   SOLE   4,120,000 0 1,024,000
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 7,326 8,641,000 PRN   SOLE   8,641,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 347 9,000 SH   SOLE   9,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 258 4,503 SH   SOLE   4,503 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,006 10,440 SH   SOLE   10,440 0 0
SEMTECH CORP COM 816850101 22,752 496,009 SH   SOLE   495,160 0 849
SENSIENT TECHNOLOGIES CORP COM 81725T100 9,011 161,338 SH   SOLE   161,068 0 270
SERVICENOW INC NOTE 6/0 81762pac6 6,650 4,737,000 PRN   SOLE   4,737,000 0 0
SHERWIN WILLIAMS CO COM 824348106 4,499 11,435 SH   SOLE   0 0 11,435
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 2,806 3,000,000 PRN   SOLE   3,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 994 940,000 PRN   SOLE   940,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 7,340 7,344,000 PRN   SOLE   5,814,000 0 1,530,000
SINA CORP ORD G81477104 416 7,750 SH   SOLE   7,750 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 235 3,500 SH   SOLE   3,500 0 0
SLM CORP COM 78442P106 675 81,200 SH   SOLE   0 0 81,200
SM ENERGY CO COM 78454L100 12,636 816,307 SH   SOLE   814,934 0 1,373
SM ENERGY CO NOTE 1.500% 7/0 78454lam2 2,633 2,827,000 PRN   SOLE   2,186,000 0 641,000
SOUTHWEST AIRLS CO COM 844741108 873 18,782 SH   SOLE   18,782 0 0
SPARTANNASH CO COM 847215100 12,349 718,785 SH   SOLE   717,552 0 1,233
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,312 9,250 SH   SOLE   8,250 0 1,000
SPDR SERIES TRUST S&P BK ETF 78464A797 373 10,000 SH   SOLE   10,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 233 234,000 PRN   SOLE   0 0 234,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 20,150 446,682 SH   SOLE   389,816 0 56,866
STANDARD MTR PRODS INC COM 853666105 10,975 226,623 SH   SOLE   226,242 0 381
STARBUCKS CORP COM 855244109 272 4,218 SH   SOLE   663 0 3,555
STREAMLINE HEALTH SOLUTIONS COM 86323X106 27 33,136 SH   SOLE   0 0 33,136
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,436 1,800,000 PRN   SOLE   1,500,000 0 300,000
SVB FINL GROUP COM 78486Q101 418 2,200 SH   SOLE   2,200 0 0
SYNAPTICS INC COM 87157D109 633 17,000 SH   SOLE   17,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 1,785 2,040,000 PRN   SOLE   2,040,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 160 26,000 SH   SOLE   26,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 2,878 2,982,000 PRN   SOLE   2,178,000 0 804,000
SYNEOS HEALTH INC CL A 87166B102 22,860 580,929 SH   SOLE   579,934 0 995
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 437 11,829 SH   SOLE   11,829 0 0
TEAM INC NOTE 5.000% 8/0 878155ae0 1,377 1,380,000 PRN   SOLE   1,380,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918aab1 3,435 2,500,000 PRN   SOLE   2,500,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 26,758 129,222 SH   SOLE   128,997 0 225
TERADYNE INC NOTE 1.250%12/1 880770ag7 3,238 2,720,000 PRN   SOLE   2,720,000 0 0
TESARO INC NOTE 3.000%10/0 881569aa5 730 335,000 PRN   SOLE   335,000 0 0
TESLA INC NOTE 1.250% 3/0 88160rac5 3,713 3,300,000 PRN   SOLE   3,300,000 0 0
TESLA INC NOTE 2.375% 3/1 88160rad3 3,685 3,033,000 PRN   SOLE   3,033,000 0 0
TEXAS INSTRS INC COM 882508104 3,319 35,121 SH   SOLE   5,896 0 29,225
TEXAS ROADHOUSE INC COM 882681109 14,946 250,350 SH   SOLE   249,925 0 425
THERMO FISHER SCIENTIFIC INC COM 883556102 884 3,950 SH   SOLE   0 0 3,950
THOR INDS INC COM 885160101 341 6,550 SH   SOLE   6,550 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 3,654 3,710,000 PRN   SOLE   2,771,000 0 939,000
TIVO CORP COM 88870P106 235 25,000 SH   SOLE   25,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265kad4 986 1,000,000 PRN   SOLE   1,000,000 0 0
TRANSDIGM GROUP INC COM 893641100 340 1,000 SH   SOLE   0 0 1,000
TRANSOCEAN INC DEB 0.500% 1/3 893830bj7 2,523 2,649,000 PRN   SOLE   2,649,000 0 0
TRUPANION INC COM 898202106 5,204 204,416 SH   SOLE   204,065 0 351
TTM TECHNOLOGIES INC COM 87305R109 302 31,000 SH   SOLE   31,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 2,320 2,000,000 PRN   SOLE   2,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 8,451 9,001,000 PRN   SOLE   7,575,000 0 1,426,000
TWITTER INC NOTE 0.250% 9/1 90184lab8 10,373 10,688,000 PRN   SOLE   7,139,000 0 3,549,000
TWITTER INC NOTE 1.000% 9/1 90184lad4 2,211 2,423,000 PRN   SOLE   1,932,000 0 491,000
UNION PAC CORP COM 907818108 7,103 51,385 SH   SOLE   10 0 51,375
UNITED RENTALS INC COM 911363109 718 7,000 SH   SOLE   7,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 268 1,074 SH   SOLE   1,074 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 223 1,690 SH   SOLE   1,690 0 0
VECTOR GROUP LTD FRNT 4/1 92240mbc1 3,734 3,676,000 PRN   SOLE   2,562,000 0 1,114,000
VEECO INSTRS INC DEL COM 922417100 285 38,500 SH   SOLE   38,500 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 1,757 2,320,000 PRN   SOLE   2,320,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 6,745 6,940,000 PRN   SOLE   5,515,000 0 1,425,000
VERIZON COMMUNICATIONS INC COM 92343V104 6,942 123,487 SH   SOLE   836 0 122,651
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763waa1 8,240 8,376,000 PRN   SOLE   7,108,000 0 1,268,000
VISA INC COM CL A 92826C839 12,084 91,587 SH   SOLE   6,404 0 85,183
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 1,819 20,000 SH   SOLE   20,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 14,049 217,705 SH   SOLE   217,335 0 370
WAYFAIR INC NOTE 0.375% 9/0 94419lab7 5,218 4,833,000 PRN   SOLE   4,833,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 12,154 18,696,000 PRN   SOLE   14,827,000 0 3,869,000
WELLS FARGO CO NEW COM 949746101 582 12,640 SH   SOLE   11,540 0 1,100
WELLS FARGO CO NEW PERP PFD CNV A 949746804 20,406 16,163 SH   SOLE   9,339 0 6,824
WESTAMERICA BANCORPORATION COM 957090103 20,756 372,767 SH   SOLE   372,131 0 636
WESTERN ALLIANCE BANCORP COM 957638109 21,617 547,417 SH   SOLE   546,470 0 947
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 2,879 3,000,000 PRN   SOLE   3,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 453 12,250 SH   SOLE   12,250 0 0
WHITING PETE CORP NEW COM NEW 966387409 567 25,000 SH   SOLE   25,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387al6 3,964 4,184,000 PRN   SOLE   3,306,000 0 878,000
WILEY JOHN & SONS INC CL A 968223206 20,380 433,885 SH   SOLE   433,138 0 747
WILLIAMS COS INC DEL COM 969457100 332 15,048 SH   SOLE   48 0 15,000
WOODWARD INC COM 980745103 13,641 183,620 SH   SOLE   183,313 0 307
WORKDAY INC NOTE 0.250%10/0 98138haf8 6,765 5,484,000 PRN   SOLE   5,484,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,558 20,850 SH   SOLE   0 0 20,850
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 4,933 4,661,000 PRN   SOLE   3,589,000 0 1,072,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 6,537 4,750,000 PRN   SOLE   4,750,000 0 0
WSFS FINL CORP COM 929328102 11,014 290,519 SH   SOLE   290,039 0 480
XILINX INC COM 983919101 4,009 47,075 SH   SOLE   0 0 47,075
XPO LOGISTICS INC COM 983793100 1,069 18,750 SH   SOLE   18,750 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 26,225 164,702 SH   SOLE   127,921 0 36,781
ZILLOW GROUP INC NOTE 1.500% 7/0 98954mac5 1,211 1,400,000 PRN   SOLE   1,400,000 0 0
ZOETIS INC CL A 98978V103 7,780 90,948 SH   SOLE   9,573 0 81,375