The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AARONS INC | COM PAR $0.50 | 002535300 | 29,772 | 546,670 | SH | SOLE | 545,880 | 0 | 790 | ||
ABBOTT LABS | COM | 002824100 | 209 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 2,807 | 29,675 | SH | SOLE | 0 | 0 | 29,675 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 23,384 | 664,316 | SH | SOLE | 663,355 | 0 | 961 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446ad2 | 750 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 41,390 | 1,470,855 | SH | SOLE | 1,468,733 | 0 | 2,122 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484maa4 | 1,000 | 1,173,000 | PRN | SOLE | 1,173,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 847 | 10,180 | SH | SOLE | 0 | 0 | 10,180 | ||
ADOBE SYS INC | COM | 00724F101 | 999 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,436 | 1,400,000 | PRN | SOLE | 1,400,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 3,395 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 6,573 | 32,404 | SH | SOLE | 20,000 | 0 | 12,404 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 414 | 3,027 | SH | SOLE | 2,760 | 0 | 267 | ||
AFLAC INC | COM | 001055102 | 508 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 212 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 672 | 4,020 | SH | SOLE | 0 | 0 | 4,020 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971tag6 | 9,187 | 9,247,000 | PRN | SOLE | 6,887,000 | 0 | 2,360,000 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339aa3 | 4,566 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 937 | 5,685 | SH | SOLE | 0 | 0 | 5,685 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 5,861 | 2,700,000 | PRN | SOLE | 2,700,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 2,055 | 22,691 | SH | SOLE | 12,276 | 0 | 10,415 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,694 | 8,892 | SH | SOLE | 3,400 | 0 | 5,492 | ||
ALLETE INC | COM NEW | 018522300 | 2,100 | 28,000 | SH | SOLE | 0 | 0 | 28,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 11,172 | 10,594,000 | PRN | SOLE | 9,488,000 | 0 | 1,106,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 10,843 | 9,085 | SH | SOLE | 960 | 0 | 8,125 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,381 | 1,144 | SH | SOLE | 15 | 0 | 1,129 | ||
ALTABA INC | COM | 021346101 | 15,595 | 228,929 | SH | SOLE | 228,929 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 6,858 | 113,705 | SH | SOLE | 0 | 0 | 113,705 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163uad8 | 3,133 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 7,413 | 3,701 | SH | SOLE | 150 | 0 | 3,551 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 899 | 21,750 | SH | SOLE | 21,750 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 884 | 24,987 | SH | SOLE | 0 | 0 | 24,987 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917tab0 | 2,520 | 2,495,000 | PRN | SOLE | 2,100,000 | 0 | 395,000 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 245 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071h100 | 21,010 | 339,140 | SH | SOLE | 338,578 | 0 | 562 | ||
AMETEK INC NEW | COM | 031100100 | 11,770 | 148,763 | SH | SOLE | 21,129 | 0 | 127,634 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 26,049 | 277,055 | SH | SOLE | 18,491 | 0 | 258,564 | ||
ANADARKO PETE CORP | COM | 032511107 | 282 | 4,180 | SH | SOLE | 0 | 0 | 4,180 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182caa1 | 1,862 | 1,758,000 | PRN | SOLE | 1,440,000 | 0 | 318,000 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 3,401 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 41,282 | 182,876 | SH | SOLE | 6,769 | 0 | 176,107 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 41,607 | 531,722 | SH | SOLE | 530,953 | 0 | 769 | ||
APPLIED MATLS INC | COM | 038222105 | 3,384 | 87,549 | SH | SOLE | 13,770 | 0 | 73,779 | ||
APTIV PLC | SHS | G6095L109 | 289 | 3,440 | SH | SOLE | 0 | 0 | 3,440 | ||
ARCONIC INC | COM | 03965L100 | 275 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 3,564 | 207,345 | SH | SOLE | 0 | 0 | 207,345 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010lam5 | 6,345 | 6,317,000 | PRN | SOLE | 5,099,000 | 0 | 1,218,000 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,649 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 3,519 | 104,797 | SH | SOLE | 0 | 0 | 104,797 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 2,311 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 1,811 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 119 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 2,203 | 80,250 | SH | SOLE | 0 | 0 | 80,250 | ||
BANK AMER CORP | COM | 060505104 | 862 | 29,250 | SH | SOLE | 22,150 | 0 | 7,100 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 16,433 | 12,714 | SH | SOLE | 6,308 | 0 | 6,406 | ||
BARNES GROUP INC | COM | 067806109 | 34,632 | 487,570 | SH | SOLE | 486,866 | 0 | 704 | ||
BECTON DICKINSON & CO | COM | 075887109 | 15,961 | 61,153 | SH | SOLE | 6,709 | 0 | 54,444 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 12,684 | 193,500 | SH | SOLE | 193,500 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 10,025 | 140,393 | SH | SOLE | 140,185 | 0 | 208 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,840 | 12 | SH | SOLE | 0 | 0 | 12 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,788 | 31,705 | SH | SOLE | 100 | 0 | 31,605 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061gae1 | 4,256 | 4,107,000 | PRN | SOLE | 3,718,000 | 0 | 389,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 3,873 | 3,239,000 | PRN | SOLE | 3,239,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 19,177 | 297,551 | SH | SOLE | 297,116 | 0 | 435 | ||
BLACK KNIGHT INC | COM | 09215C105 | 3,106 | 59,779 | SH | SOLE | 158 | 0 | 59,621 | ||
BLACKBAUD INC | COM | 09227Q100 | 19,038 | 187,602 | SH | SOLE | 187,331 | 0 | 271 | ||
BLACKLINE INC | COM | 09239B109 | 13,848 | 245,232 | SH | SOLE | 244,877 | 0 | 355 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238qad5 | 1,500 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 512 | 13,435 | SH | SOLE | 0 | 0 | 13,435 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257wab6 | 3,381 | 3,375,000 | PRN | SOLE | 3,375,000 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 24,148 | 721,921 | SH | SOLE | 720,882 | 0 | 1,039 | ||
BUCKLE INC | COM | 118440106 | 15,997 | 694,017 | SH | SOLE | 693,018 | 0 | 999 | ||
BURLINGTON STORES INC | COM | 122017106 | 13,418 | 82,358 | SH | SOLE | 82,238 | 0 | 120 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 210 | 9,335 | SH | SOLE | 0 | 0 | 9,335 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 8,178 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 8,420 | 7,986,000 | PRN | SOLE | 7,003,000 | 0 | 983,000 | ||
CANOPY GROWTH CORP | COM | 138035100 | 1,459 | 30,000 | SH | Call | SOLE | 30,000 | 0 | 0 | |
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 3,672 | 3,782,000 | PRN | SOLE | 3,319,000 | 0 | 463,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 16,584 | 658,115 | SH | SOLE | 657,179 | 0 | 936 | ||
CBS CORP NEW | CL B | 124857202 | 8,457 | 147,214 | SH | SOLE | 0 | 0 | 147,214 | ||
CELGENE CORP | COM | 151020104 | 665 | 7,430 | SH | SOLE | 5,000 | 0 | 2,430 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 16,182 | 15,977,000 | PRN | SOLE | 13,068,000 | 0 | 2,909,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 19,646 | 135,698 | SH | SOLE | 15,308 | 0 | 120,390 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,035 | 37,450 | SH | SOLE | 0 | 0 | 37,450 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 11,635 | 217,322 | SH | SOLE | 217,009 | 0 | 313 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,706 | 2,120,000 | PRN | SOLE | 2,120,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167cb1 | 78 | 78,000 | PRN | SOLE | 7,000 | 0 | 71,000 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167cy1 | 5,437 | 5,517,000 | PRN | SOLE | 5,517,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 8,968 | 73,340 | SH | SOLE | 0 | 0 | 73,340 | ||
CITIGROUP INC | COM NEW | 172967424 | 887 | 12,370 | SH | SOLE | 0 | 0 | 12,370 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376ad2 | 4,075 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 8,228 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 1,170 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 257 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 1,893 | 310,785 | SH | SOLE | 11,000 | 0 | 299,785 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 5,530 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,553 | 43,850 | SH | SOLE | 0 | 0 | 43,850 | ||
COMMERCIAL METALS CO | COM | 201723103 | 14,406 | 702,063 | SH | SOLE | 701,057 | 0 | 1,006 | ||
COMPASS DIVERSIFIED HOLDINGS | SH BEN INT | 20451Q104 | 278 | 15,300 | SH | SOLE | 0 | 0 | 15,300 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 17,899 | 266,355 | SH | SOLE | 265,971 | 0 | 384 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,395 | 18,025 | SH | SOLE | 0 | 0 | 18,025 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 573 | 7,526 | SH | SOLE | 0 | 0 | 7,526 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 13,771 | 63,867 | SH | SOLE | 7,983 | 0 | 55,884 | ||
CORELOGIC INC | COM | 21871D103 | 25,683 | 519,788 | SH | SOLE | 519,044 | 0 | 744 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 15,177 | 136,554 | SH | SOLE | 136,358 | 0 | 196 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 33,714 | 594,074 | SH | SOLE | 593,223 | 0 | 851 | ||
COTT CORP QUE | COM | 22163N106 | 10,923 | 676,368 | SH | SOLE | 627,695 | 0 | 48,673 | ||
COUSINS PPTYS INC | COM | 222795106 | 29,640 | 3,334,048 | SH | SOLE | 3,329,216 | 0 | 4,832 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 11,634 | 79,072 | SH | SOLE | 78,961 | 0 | 111 | ||
CRISPR THERAPEUTICS AG | NAMEN AKT | H17182108 | 246 | 5,550 | SH | SOLE | 5,550 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,355 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 12,452 | 310,214 | SH | SOLE | 309,760 | 0 | 454 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 2,115 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 3,705 | 3,768,000 | PRN | SOLE | 2,657,000 | 0 | 1,111,000 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943fah3 | 1,558 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943fam2 | 3,842 | 3,920,000 | PRN | SOLE | 3,500,000 | 0 | 420,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 37,672 | 360,700 | SH | SOLE | 263,684 | 0 | 97,016 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 3,146 | 2,492,000 | PRN | SOLE | 2,492,000 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 23,169 | 213,227 | SH | SOLE | 16,842 | 0 | 196,385 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 21,993 | 185,466 | SH | SOLE | 185,198 | 0 | 268 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 5,944 | 7,142,000 | PRN | SOLE | 7,142,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 798 | 19,990 | SH | SOLE | 0 | 0 | 19,990 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131af4 | 3,833 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
DIPLOMAT PHARMACY INC | COM | 25456K101 | 12,231 | 630,117 | SH | SOLE | 629,216 | 0 | 901 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 10,297 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 14,283 | 122,137 | SH | SOLE | 6,729 | 0 | 115,408 | ||
DOMINION ENERGY INC | COM | 25746U109 | 251 | 3,565 | SH | SOLE | 0 | 0 | 3,565 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 948 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 5,097 | 79,262 | SH | SOLE | 2,000 | 0 | 77,262 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 6,730 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 17,501 | 183,024 | SH | SOLE | 182,757 | 0 | 267 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,245 | 7,839,000 | PRN | SOLE | 6,549,000 | 0 | 1,290,000 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,301 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082ac6 | 8,901 | 8,923,000 | PRN | SOLE | 7,206,000 | 0 | 1,717,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,562 | 6,550,000 | PRN | SOLE | 6,550,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 5,067 | 5,434,000 | PRN | SOLE | 4,423,000 | 0 | 1,011,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 1,503 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266s106 | 3,033 | 1,587,792 | SH | SOLE | 1,585,504 | 0 | 2,288 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266saa4 | 2,761 | 2,846,000 | PRN | SOLE | 1,959,000 | 0 | 887,000 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359wab1 | 3,983 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,479 | 86,296 | SH | SOLE | 0 | 0 | 86,296 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404kaa4 | 2,788 | 2,522,000 | PRN | SOLE | 1,788,000 | 0 | 734,000 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,974 | 83,400 | SH | SOLE | 0 | 0 | 83,400 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 2,884 | 2,125,000 | PRN | SOLE | 2,125,000 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063paa3 | 10,956 | 8,850,000 | PRN | SOLE | 8,850,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 868 | 6,656 | SH | SOLE | 6,656 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,983 | 35,085 | SH | SOLE | 0 | 0 | 35,085 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301ab2 | 7,149 | 7,223,000 | PRN | SOLE | 6,069,000 | 0 | 1,154,000 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 2,111 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 4,835 | 29,400 | SH | SOLE | 0 | 0 | 29,400 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 493 | 10,400 | SH | SOLE | 0 | 0 | 10,400 | ||
FEDEX CORP | COM | 31428X106 | 385 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,797 | 121,900 | SH | SOLE | 0 | 0 | 121,900 | ||
FINISAR CORP | COM NEW | 31787A507 | 343 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aam3 | 5,020 | 5,050,000 | PRN | SOLE | 3,886,000 | 0 | 1,164,000 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787aap6 | 2,064 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 306 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 10,524 | 10,962,000 | PRN | SOLE | 9,086,000 | 0 | 1,876,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 1,100 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FIRST TR NASDAQ100 TECH INDE | SHS | 337345102 | 1,448 | 18,250 | SH | SOLE | 18,250 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 6,461 | 78,432 | SH | SOLE | 15,786 | 0 | 62,646 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938jab2 | 5,393 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 3,184 | 3,200,000 | PRN | SOLE | 3,065,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 21,203 | 251,821 | SH | SOLE | 21,743 | 0 | 230,078 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 4,835 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 13,146 | 1,270,115 | SH | SOLE | 1,268,270 | 0 | 1,845 | ||
FRANCO NEVADA CORP | COM | 351858105 | 7,245 | 115,827 | SH | SOLE | 6,604 | 0 | 109,223 | ||
FULTON FINL CORP PA | COM | 360271100 | 24,423 | 1,466,866 | SH | SOLE | 1,464,765 | 0 | 2,101 | ||
GENESEE & WYO INC | CL A | 371559105 | 61,958 | 680,930 | SH | SOLE | 478,816 | 0 | 202,114 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 30,118 | 624,979 | SH | SOLE | 624,084 | 0 | 895 | ||
GILEAD SCIENCES INC | COM | 375558103 | 636 | 8,235 | SH | SOLE | 0 | 0 | 8,235 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046yab7 | 2,100 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 395 | 1,760 | SH | SOLE | 0 | 0 | 1,760 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 8,903 | 7,450,000 | PRN | SOLE | 7,450,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 12,830 | 197,686 | SH | SOLE | 197,387 | 0 | 299 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 4,021 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,673 | 53,500 | SH | SOLE | 0 | 0 | 53,500 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 27,749 | 683,136 | SH | SOLE | 682,159 | 0 | 977 | ||
HEICO CORP NEW | CL A | 422806208 | 41,925 | 555,296 | SH | SOLE | 156 | 0 | 555,140 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703mab9 | 8,513 | 6,528,000 | PRN | SOLE | 5,176,000 | 0 | 1,352,000 | ||
HESS CORP | DEP PDF SR A | 42809H404 | 3,857 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 44,716 | 1,362,867 | SH | SOLE | 1,360,886 | 0 | 1,981 | ||
HOME DEPOT INC | COM | 437076102 | 1,157 | 5,587 | SH | SOLE | 0 | 0 | 5,587 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,529 | 27,216 | SH | SOLE | 0 | 0 | 27,216 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 15,645 | 348,430 | SH | SOLE | 347,935 | 0 | 495 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,332 | 6,278,000 | PRN | SOLE | 6,278,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 4,320 | 2,620,000 | PRN | SOLE | 2,620,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 11,194 | 750,257 | SH | SOLE | 64,150 | 0 | 686,107 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462ab8 | 8,881 | 9,146,000 | PRN | SOLE | 7,509,000 | 0 | 1,637,000 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 12,886 | 59,460 | SH | SOLE | 0 | 0 | 59,460 | ||
IBERIABANK CORP | COM | 450828108 | 26,327 | 323,626 | SH | SOLE | 323,163 | 0 | 463 | ||
ICON PLC | SHS | G4705A100 | 40,899 | 266,010 | SH | SOLE | 265,624 | 0 | 386 | ||
IDACORP INC | COM | 451107106 | 42,457 | 427,861 | SH | SOLE | 427,245 | 0 | 616 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575ab5 | 1,724 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 1,756 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 204 | 1,445 | SH | SOLE | 0 | 0 | 1,445 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 1,893 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 238 | 3,442 | SH | SOLE | 3,442 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,892 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 197 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667gac7 | 2,536 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 42,337 | 415,559 | SH | SOLE | 345,133 | 0 | 70,426 | ||
INOGEN INC | COM | 45780L104 | 854 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 4,959 | 4,300,000 | PRN | SOLE | 4,200,000 | 0 | 100,000 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 493 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 3,575 | 4,200,000 | PRN | SOLE | 4,200,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118ac0 | 4,519 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 709 | 15,000 | SH | SOLE | 13,000 | 0 | 2,000 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140af7 | 8,136 | 3,544,000 | PRN | SOLE | 3,544,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845paa6 | 985 | 975,000 | PRN | SOLE | 975,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 11,195 | 149,482 | SH | SOLE | 200 | 0 | 149,282 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 480 | 3,172 | SH | SOLE | 0 | 0 | 3,172 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 545 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 6,052 | 107,686 | SH | SOLE | 107,527 | 0 | 159 | ||
INTUIT | COM | 461202103 | 1,663 | 7,313 | SH | SOLE | 100 | 0 | 7,213 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203ah4 | 3,177 | 2,802,000 | PRN | SOLE | 2,802,000 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 160 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 1,695 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 37,080 | 220,000 | SH | Put | SOLE | 220,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 7,474 | 7,093,000 | PRN | SOLE | 7,093,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123vac6 | 2,598 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 236 | 3,090 | SH | SOLE | 0 | 0 | 3,090 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 5,342 | 4,981,000 | PRN | SOLE | 4,981,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145ad3 | 1,016 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 291 | 11,140 | SH | SOLE | 0 | 0 | 11,140 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 421 | 21,750 | SH | SOLE | 21,750 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 11,986 | 86,746 | SH | SOLE | 100 | 0 | 86,646 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 26,765 | 237,195 | SH | SOLE | 17,407 | 0 | 219,788 | ||
K12 INC | COM | 48273u102 | 23,511 | 1,328,297 | SH | SOLE | 1,326,392 | 0 | 1,905 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,175 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666kas8 | 3,439 | 3,366,000 | PRN | SOLE | 2,041,000 | 0 | 1,325,000 | ||
KEURIG DR PEPPER INC | COM | 49271V100 | 856 | 36,937 | SH | SOLE | 0 | 0 | 36,937 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 971 | 29,093 | SH | SOLE | 29,093 | 0 | 0 | ||
KKR & CO INC | CL A | 48251W104 | 3,431 | 125,798 | SH | SOLE | 0 | 0 | 125,798 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,298 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,138 | 56,948 | SH | SOLE | 0 | 0 | 56,948 | ||
LAM RESEARCH CORP | COM | 512807108 | 1,001 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 4,119 | 85,587 | SH | SOLE | 0 | 0 | 85,587 | ||
LENDINGTREE INC NEW | COM | 52603B107 | 253 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,853 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 374 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229ab8 | 903 | 743,000 | PRN | SOLE | 743,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229af9 | 1,755 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 42,958 | 217,079 | SH | SOLE | 163,523 | 0 | 53,556 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 5/1 | 538034aj8 | 3,448 | 2,190,000 | PRN | SOLE | 1,749,000 | 0 | 441,000 | ||
LKQ CORP | COM | 501889208 | 31,105 | 982,149 | SH | SOLE | 980,733 | 0 | 1,416 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 346 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 659 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 6,657 | 5,545,000 | PRN | SOLE | 5,545,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 3,852 | 83,500 | SH | SOLE | 21,500 | 0 | 62,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608baa3 | 6,923 | 6,984,000 | PRN | SOLE | 4,944,000 | 0 | 2,040,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 4,667 | 5,175,000 | PRN | SOLE | 5,175,000 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 505 | 2,775 | SH | SOLE | 0 | 0 | 2,775 | ||
MASCO CORP | COM | 574599106 | 366 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 4,604 | 27,521 | SH | SOLE | 0 | 0 | 27,521 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 2,366 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688ag0 | 2,745 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 25,263 | 541,426 | SH | SOLE | 540,648 | 0 | 778 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001kaf7 | 2,863 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 772 | 58,000 | SH | SOLE | 58,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 2,351 | 29,790 | SH | SOLE | 5,903 | 0 | 23,887 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 10,476 | 6,916,000 | PRN | SOLE | 6,916,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 10,224 | 9,600,000 | PRN | SOLE | 9,600,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 520 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 6,286 | 1,522,000 | PRN | SOLE | 1,522,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112ay9 | 3,501 | 2,257,000 | PRN | SOLE | 2,257,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 4,889 | 42,743 | SH | SOLE | 0 | 0 | 42,743 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 5,325 | 1,460,000 | PRN | SOLE | 1,460,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 5,186 | 120,708 | SH | SOLE | 0 | 0 | 120,708 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 1,372 | 82,034 | SH | SOLE | 0 | 0 | 82,034 | ||
MONRO INC | COM | 610236101 | 12,493 | 179,495 | SH | SOLE | 179,237 | 0 | 258 | ||
MSA SAFETY INC | COM | 553498106 | 12,605 | 118,425 | SH | SOLE | 118,261 | 0 | 164 | ||
MUELLER INDS INC | COM | 624756102 | 23,261 | 802,643 | SH | SOLE | 801,489 | 0 | 1,154 | ||
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359f129 | 4,163 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
NANTHEALTH INC | COM | 630104107 | 61 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 9,590 | 198,433 | SH | SOLE | 198,148 | 0 | 285 | ||
NAVIENT CORPORATION | COM | 63938C108 | 1,202 | 89,200 | SH | SOLE | 0 | 0 | 89,200 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 17 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934eaq1 | 3,639 | 3,639,000 | PRN | SOLE | 3,639,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934eas7 | 11,843 | 11,668,000 | PRN | SOLE | 9,465,000 | 0 | 2,203,000 | ||
NEKTAR THERAPEUTICS | COM | 640268108 | 671 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 1,879 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 6,502 | 6,551,000 | PRN | SOLE | 6,148,000 | 0 | 403,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 8,378 | 620,564 | SH | SOLE | 50,100 | 0 | 570,464 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551ab6 | 8,846 | 8,726,000 | PRN | SOLE | 7,634,000 | 0 | 1,092,000 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 207 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 2,281 | 46,366 | SH | SOLE | 46,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 1,489 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 379 | 18,650 | SH | SOLE | 0 | 0 | 18,650 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 7,220 | 43,080 | SH | SOLE | 0 | 0 | 43,080 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 607 | 10,585 | SH | SOLE | 10,585 | 0 | 0 | ||
NIC INC | COM | 62914b100 | 11,824 | 798,914 | SH | SOLE | 797,753 | 0 | 1,161 | ||
NIKE INC | CL B | 654106103 | 2,794 | 32,975 | SH | SOLE | 0 | 0 | 32,975 | ||
NORTHERN TR CORP | COM | 665859104 | 1,430 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 3,194 | 10,065 | SH | SOLE | 0 | 0 | 10,065 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002ab0 | 610 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 6,536 | 1,426,000 | PRN | SOLE | 1,426,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,951 | 105,025 | SH | SOLE | 0 | 0 | 105,025 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020yak6 | 3,529 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020yan0 | 1,547 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 5,235 | 4,134,000 | PRN | SOLE | 3,712,000 | 0 | 422,000 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066gac8 | 2,449 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952qab6 | 9,103 | 8,714,000 | PRN | SOLE | 7,908,000 | 0 | 806,000 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,891 | 22,120 | SH | SOLE | 17,500 | 0 | 4,620 | ||
OASIS PETE INC NEW | COM | 674215108 | 156 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215aj7 | 2,695 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 20,729 | 624,371 | SH | SOLE | 623,465 | 0 | 906 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 29,566 | 183,344 | SH | SOLE | 172,605 | 0 | 10,739 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 2,764 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,124 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ONESPAN INC | COM | 68287N100 | 5,703 | 299,383 | SH | SOLE | 298,951 | 0 | 432 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 941 | 29,320 | SH | SOLE | 435 | 0 | 28,885 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,410 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127ad2 | 5,306 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 19 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435ab1 | 5,034 | 2,473,000 | PRN | SOLE | 2,473,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354ab3 | 3,912 | 3,996,000 | PRN | SOLE | 2,877,000 | 0 | 1,119,000 | ||
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 126 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 15,318 | 190,718 | SH | SOLE | 190,441 | 0 | 277 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 351 | 4,000 | SH | SOLE | 3,000 | 0 | 1,000 | ||
PDC ENERGY INC | COM | 69327R101 | 470 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327rad3 | 2,902 | 2,986,000 | PRN | SOLE | 2,986,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 383 | 3,430 | SH | SOLE | 0 | 0 | 3,430 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 17,440 | 523,721 | SH | SOLE | 522,970 | 0 | 751 | ||
PFIZER INC | COM | 717081103 | 923 | 20,944 | SH | SOLE | 0 | 0 | 20,944 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 4,342 | 53,245 | SH | SOLE | 0 | 0 | 53,245 | ||
PIVOTAL SOFTWARE INC | COM CL A | 72582H107 | 294 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 561 | 45,000 | SH | SOLE | 0 | 0 | 45,000 | ||
POLYONE CORP | COM | 73179P106 | 35,407 | 809,866 | SH | SOLE | 808,694 | 0 | 1,172 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 8,895 | 9,229,000 | PRN | SOLE | 7,808,000 | 0 | 1,421,000 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 4,133 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 14,104 | 372,223 | SH | SOLE | 371,665 | 0 | 558 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 7,565 | 4,997,000 | PRN | SOLE | 4,997,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 967 | 11,623 | SH | SOLE | 0 | 0 | 11,623 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346yab9 | 4,101 | 3,522,000 | PRN | SOLE | 3,100,000 | 0 | 422,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 25,328 | 365,224 | SH | SOLE | 364,689 | 0 | 535 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 203 | 3,850 | SH | SOLE | 0 | 0 | 3,850 | ||
PVH CORP | COM | 693656100 | 343 | 2,378 | SH | SOLE | 2,172 | 0 | 206 | ||
QUAKER CHEM CORP | COM | 747316107 | 42,809 | 211,707 | SH | SOLE | 170,277 | 0 | 41,430 | ||
QUALCOMM INC | COM | 747525103 | 4,181 | 58,050 | SH | SOLE | 0 | 0 | 58,050 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 5,038 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 40,584 | 440,895 | SH | SOLE | 321,695 | 0 | 119,200 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,577 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 6,155 | 29,781 | SH | SOLE | 30 | 0 | 29,751 | ||
REALPAGE INC | COM | 75606N109 | 36,819 | 558,717 | SH | SOLE | 491,040 | 0 | 67,677 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 4,503 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577ad4 | 3,675 | 1,987,000 | PRN | SOLE | 1,987,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 3,272 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,931 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 39,493 | 958,324 | SH | SOLE | 956,942 | 0 | 1,382 | ||
REPLIGEN CORP | COM | 759916109 | 42,341 | 763,457 | SH | SOLE | 762,361 | 0 | 1,096 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 19,738 | 1,189,048 | SH | SOLE | 1,187,361 | 0 | 1,687 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283ac4 | 1,234 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
RETROPHIN INC | COM | 761299106 | 244 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,233 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
RH | COM | 74967X103 | 1,376 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 20,143 | 557,506 | SH | SOLE | 556,709 | 0 | 797 | ||
RLI CORP | COM | 749607107 | 26,345 | 335,267 | SH | SOLE | 289,257 | 0 | 46,010 | ||
RLJ LODGING TR | COM | 74965L101 | 25,264 | 1,146,780 | SH | SOLE | 1,145,122 | 0 | 1,658 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 3,679 | 12,419 | SH | SOLE | 3,759 | 0 | 8,660 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 6,190 | 6,499,000 | PRN | SOLE | 5,141,000 | 0 | 1,358,000 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 7,604 | 111,591 | SH | SOLE | 0 | 0 | 111,591 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287aa6 | 1,694 | 1,679,000 | PRN | SOLE | 1,012,000 | 0 | 667,000 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685at0 | 1,977 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,542 | 5,416,000 | PRN | SOLE | 4,097,000 | 0 | 1,319,000 | ||
RTW HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 1,435 | 1,417,000 | PRN | SOLE | 1,100,000 | 0 | 317,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 11,876 | 485,735 | SH | SOLE | 485,035 | 0 | 700 | ||
SAN JUAN BASIN RTY TR | UNIT BEN INT | 798241105 | 283 | 57,000 | SH | SOLE | 0 | 0 | 57,000 | ||
SCHEIN HENRY INC | COM | 806407102 | 1,082 | 12,720 | SH | SOLE | 416 | 0 | 12,304 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 242 | 250,000 | PRN | SOLE | 0 | 0 | 250,000 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,151 | 5,151,000 | PRN | SOLE | 4,120,000 | 0 | 1,031,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 8,605 | 8,966,000 | PRN | SOLE | 8,966,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 379 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,120 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 34,955 | 628,693 | SH | SOLE | 627,788 | 0 | 905 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 14,541 | 190,051 | SH | SOLE | 189,783 | 0 | 268 | ||
SERVICENOW INC | NOTE 11/0 | 81762pab8 | 1,623 | 615,000 | PRN | SOLE | 615,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762pac6 | 7,452 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 7,067 | 15,524 | SH | SOLE | 0 | 0 | 15,524 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,005 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 1,075 | 940,000 | PRN | SOLE | 940,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 7,125 | 7,224,000 | PRN | SOLE | 5,814,000 | 0 | 1,410,000 | ||
SINA CORP | ORD | G81477104 | 538 | 7,750 | SH | SOLE | 7,750 | 0 | 0 | ||
SIRIUS XM HLDGS INC | COM | 82968B103 | 95 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 272 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 905 | 81,200 | SH | SOLE | 0 | 0 | 81,200 | ||
SM ENERGY CO | COM | 78454L100 | 28,379 | 900,050 | SH | SOLE | 898,752 | 0 | 1,298 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454lam2 | 2,941 | 2,686,000 | PRN | SOLE | 2,186,000 | 0 | 500,000 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416tac4 | 1,108 | 1,259,000 | PRN | SOLE | 1,062,000 | 0 | 197,000 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 489 | 7,832 | SH | SOLE | 7,832 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 17,729 | 883,790 | SH | SOLE | 882,516 | 0 | 1,274 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 291 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPDR SERIES TRUST | BLMBRG BRC CNVRT | 78464A359 | 1,133 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BK ETF | 78464A797 | 466 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860waa0 | 5,543 | 5,556,000 | PRN | SOLE | 4,628,000 | 0 | 928,000 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 30,769 | 541,429 | SH | SOLE | 457,136 | 0 | 84,293 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 13,149 | 267,155 | SH | SOLE | 266,766 | 0 | 389 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 1,496 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 202 | 3,555 | SH | SOLE | 0 | 0 | 3,555 | ||
STREAMLINE HEALTH SOLUTIONS | COM | 86323X106 | 39 | 33,136 | SH | SOLE | 0 | 0 | 33,136 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 1,512 | 1,800,000 | PRN | SOLE | 1,500,000 | 0 | 300,000 | ||
SYNAPTICS INC | COM | 87157D109 | 639 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 2,189 | 2,280,000 | PRN | SOLE | 2,280,000 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 39,591 | 768,002 | SH | SOLE | 766,894 | 0 | 1,108 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 420 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 2,913 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 644 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 3,101 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 38,155 | 154,674 | SH | SOLE | 154,452 | 0 | 222 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 3,904 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569aa5 | 3,620 | 2,718,000 | PRN | SOLE | 2,718,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160rac5 | 3,168 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160rad3 | 3,576 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,672 | 34,225 | SH | SOLE | 5,000 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 20,540 | 296,433 | SH | SOLE | 296,004 | 0 | 429 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 1,025 | 4,200 | SH | SOLE | 0 | 0 | 4,200 | ||
THOR INDS INC | COM | 885160101 | 540 | 6,450 | SH | SOLE | 6,450 | 0 | 0 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830rab7 | 5,004 | 5,042,000 | PRN | SOLE | 4,103,000 | 0 | 939,000 | ||
TIVO CORP | COM | 88870P106 | 274 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265kad4 | 1,011 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 372 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830bj7 | 2,970 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 7,432 | 208,002 | SH | SOLE | 207,696 | 0 | 306 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 3,415 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 9,470 | 9,266,000 | PRN | SOLE | 7,975,000 | 0 | 1,291,000 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184lab8 | 10,370 | 10,713,000 | PRN | SOLE | 7,204,000 | 0 | 3,509,000 | ||
UNION PAC CORP | COM | 907818108 | 8,707 | 53,475 | SH | SOLE | 0 | 0 | 53,475 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214bs6 | 2,206 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240may4 | 3,897 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,553 | 3,408,000 | PRN | SOLE | 2,562,000 | 0 | 846,000 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 297 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 2,116 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 7,511 | 7,253,000 | PRN | SOLE | 5,945,000 | 0 | 1,308,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,648 | 124,516 | SH | SOLE | 0 | 0 | 124,516 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763waa1 | 8,086 | 8,246,000 | PRN | SOLE | 7,058,000 | 0 | 1,188,000 | ||
VISA INC | COM CL A | 92826C839 | 13,649 | 90,936 | SH | SOLE | 4,276 | 0 | 86,660 | ||
VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 1,941 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 1,433 | 66,024 | SH | SOLE | 0 | 0 | 66,024 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 21,430 | 258,192 | SH | SOLE | 257,821 | 0 | 371 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 4,534 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075ah0 | 9,279 | 9,819,000 | PRN | SOLE | 9,368,000 | 0 | 451,000 | ||
WELLS FARGO CO NEW | COM | 949746101 | 662 | 12,600 | SH | SOLE | 11,500 | 0 | 1,100 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 22,206 | 17,264 | SH | SOLE | 10,370 | 0 | 6,894 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 26,618 | 442,459 | SH | SOLE | 441,820 | 0 | 639 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 37,478 | 658,773 | SH | SOLE | 657,826 | 0 | 947 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 3,027 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 629 | 10,750 | SH | SOLE | 10,750 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387al6 | 3,931 | 4,097,000 | PRN | SOLE | 3,306,000 | 0 | 791,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 31,275 | 516,095 | SH | SOLE | 515,364 | 0 | 731 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 408 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WOODWARD INC | COM | 980745103 | 17,465 | 215,991 | SH | SOLE | 215,681 | 0 | 310 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 2,162 | 22,350 | SH | SOLE | 0 | 0 | 22,350 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 6,757 | 6,132,000 | PRN | SOLE | 5,147,000 | 0 | 985,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 5,790 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 15,276 | 323,996 | SH | SOLE | 323,530 | 0 | 466 | ||
XILINX INC | COM | 983919101 | 3,934 | 49,075 | SH | SOLE | 0 | 0 | 49,075 | ||
YAHOO INC | NOTE 12/0 | 984332af3 | 3,954 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474tab3 | 4,426 | 4,465,000 | PRN | SOLE | 3,496,000 | 0 | 969,000 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 34,020 | 192,386 | SH | SOLE | 144,536 | 0 | 47,850 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954mac5 | 1,293 | 1,400,000 | PRN | SOLE | 1,400,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 8,419 | 91,955 | SH | SOLE | 8,178 | 0 | 83,777 |