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 | 31,749 | 494,068 | SH | SOLE | 493,476 | 0 | 592 | ||
ABBOTT LABS | COM | 002824100 | 238 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 2,487 | 32,850 | SH | SOLE | 0 | 0 | 32,850 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 24,515 | 788,766 | SH | SOLE | 787,853 | 0 | 913 | ||
ACI WORLDWIDE INC | COM | 004498101 | 35,175 | 1,122,917 | SH | SOLE | 1,121,560 | 0 | 1,357 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 493 | 9,310 | SH | SOLE | 0 | 0 | 9,310 | ||
ADOBE INC | COM | 00724F101 | 3,464 | 12,540 | SH | SOLE | 0 | 0 | 12,540 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 5,723 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 4,752 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 565 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 859 | 3,870 | SH | SOLE | 0 | 0 | 3,870 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922rab1 | 947 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AK STL CORP | NOTE 5.000%11/1 | 001546ap5 | 4,353 | 4,348,000 | PRN | SOLE | 3,434,000 | 0 | 914,000 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971taj0 | 3,726 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,849 | 11,055 | SH | SOLE | 3,015 | 0 | 8,040 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 479 | 2,650 | SH | SOLE | 2,650 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 4,093 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 3,084 | 29,756 | SH | SOLE | 13,464 | 0 | 16,292 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,143 | 6,792 | SH | SOLE | 4,400 | 0 | 2,392 | ||
ALLETE INC | COM NEW | 018522300 | 874 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 6,918 | 6,973,000 | PRN | SOLE | 5,751,000 | 0 | 1,222,000 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 8,644 | 7,091 | SH | SOLE | 32 | 0 | 7,059 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,445 | 1,183 | SH | SOLE | 12 | 0 | 1,171 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 8,924 | 257,771 | SH | SOLE | 257,481 | 0 | 290 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369aa1 | 2,029 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 1,555 | 56,138 | SH | SOLE | 56,113 | 0 | 25 | ||
ALTRIA GROUP INC | COM | 02209S103 | 1,865 | 45,590 | SH | SOLE | 0 | 0 | 45,590 | ||
AMAZON COM INC | COM | 023135106 | 18,340 | 10,565 | SH | SOLE | 1,621 | 0 | 8,944 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 743 | 27,550 | SH | SOLE | 27,550 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 1,654 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 372 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071H100 | 22,332 | 337,804 | SH | SOLE | 337,325 | 0 | 479 | ||
AMETEK INC NEW | COM | 031100100 | 11,274 | 122,787 | SH | SOLE | 22,819 | 0 | 99,968 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 23,900 | 247,665 | SH | SOLE | 20,198 | 0 | 227,467 | ||
ANCHIANO THERAPEUTICS LTD | SPONSORED ADS | 03280X102 | 850 | 369,640 | SH | SOLE | 369,640 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973vbg1 | 2,612 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 31,084 | 138,786 | SH | SOLE | 6,144 | 0 | 132,642 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 35,287 | 621,242 | SH | SOLE | 620,526 | 0 | 716 | ||
APPLIED MATLS INC | COM | 038222105 | 266 | 5,321 | SH | SOLE | 5,321 | 0 | 0 | ||
APTIV PLC | SHS | G6095L109 | 274 | 3,140 | SH | SOLE | 0 | 0 | 3,140 | ||
ARBOR RLTY TR INC | NOTE 5.250% 7/0 | 038923ah1 | 2,664 | 2,487,000 | PRN | SOLE | 1,476,000 | 0 | 1,011,000 | ||
ARES CAP CORP | COM | 04010L103 | 5,381 | 288,769 | SH | SOLE | 11,924 | 0 | 276,845 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010lat0 | 7,685 | 7,416,000 | PRN | SOLE | 5,488,000 | 0 | 1,928,000 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 828 | 19,300 | SH | SOLE | 0 | 0 | 19,300 | ||
ARK ETF TR | WEB X.O ETF | 00214Q401 | 915 | 18,800 | SH | SOLE | 0 | 0 | 18,800 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,843 | 22,721 | SH | SOLE | 22,721 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 4,121 | 108,898 | SH | SOLE | 0 | 0 | 108,898 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 8,265 | 9,300,000 | PRN | SOLE | 7,524,000 | 0 | 1,776,000 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 2,405 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
AVANTOR INC | COM | 05352A100 | 203 | 13,784 | SH | SOLE | 13,784 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 3,470 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351xab7 | 1,277 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 917 | 48,500 | SH | SOLE | 0 | 0 | 48,500 | ||
BANK AMER CORP | COM | 060505104 | 741 | 25,400 | SH | SOLE | 19,400 | 0 | 6,000 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 19,176 | 12,827 | SH | SOLE | 5,710 | 0 | 7,117 | ||
BARNES GROUP INC | COM | 067806109 | 23,574 | 457,386 | SH | SOLE | 456,842 | 0 | 544 | ||
BECTON DICKINSON & CO | COM | 075887109 | 11,664 | 46,109 | SH | SOLE | 5,992 | 0 | 40,117 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 10,663 | 172,145 | SH | SOLE | 172,145 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,689 | 32,154 | SH | SOLE | 91 | 0 | 32,063 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 5,896 | 5,721,000 | PRN | SOLE | 5,157,000 | 0 | 564,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061gah4 | 1,968 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 13,928 | 341,950 | SH | SOLE | 341,557 | 0 | 393 | ||
BLACK KNIGHT INC | COM | 09215C105 | 4,760 | 77,963 | SH | SOLE | 288 | 0 | 77,675 | ||
BLACKBAUD INC | COM | 09227Q100 | 18,863 | 208,796 | SH | SOLE | 208,541 | 0 | 255 | ||
BLACKLINE INC | COM | 09239B109 | 15,181 | 317,524 | SH | SOLE | 317,156 | 0 | 368 | ||
BLACKSTONE GROUP INC | COM CL A | 09260D107 | 615 | 12,610 | SH | SOLE | 255 | 0 | 12,355 | ||
BOEING CO | COM | 097023105 | 266 | 700 | SH | SOLE | 700 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 331 | 1,200 | SH | SOLE | 1,000 | 0 | 200 | ||
BROOKS AUTOMATION INC | COM | 114340102 | 3,666 | 98,998 | SH | SOLE | 98,877 | 0 | 121 | ||
BRUKER CORP | COM | 116794108 | 26,734 | 608,564 | SH | SOLE | 607,855 | 0 | 709 | ||
BUCKLE INC | COM | 118440106 | 14,250 | 691,746 | SH | SOLE | 690,912 | 0 | 834 | ||
BURLINGTON STORES INC | COM | 122017106 | 23,675 | 118,484 | SH | SOLE | 95,988 | 0 | 22,496 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 9,003 | 5,290,000 | PRN | SOLE | 5,290,000 | 0 | 0 | ||
CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 4,552 | 4,615,000 | PRN | SOLE | 3,503,000 | 0 | 1,112,000 | ||
CARBONITE INC | NOTE 2.500% 4/0 | 141337ab1 | 1,903 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 3,998 | 4,075,000 | PRN | SOLE | 3,135,000 | 0 | 940,000 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 11,724 | 1,365,618 | SH | SOLE | 1,364,676 | 0 | 942 | ||
CBS CORP NEW | CL B | 124857202 | 2,257 | 55,915 | SH | SOLE | 0 | 0 | 55,915 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 39 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290bt9 | 4,489 | 4,492,000 | PRN | SOLE | 2,751,000 | 0 | 1,741,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 12,820 | 296,350 | SH | SOLE | 62,569 | 0 | 233,781 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,010 | 33,450 | SH | SOLE | 0 | 0 | 33,450 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912k209 | 1,429 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 384 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 12,541 | 300,891 | SH | SOLE | 300,547 | 0 | 344 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,396 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 7,981 | 67,297 | SH | SOLE | 44 | 0 | 67,253 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949nac3 | 3,151 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 828 | 11,985 | SH | SOLE | 0 | 0 | 11,985 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 5,380 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 71 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 3,165 | 3,636,000 | PRN | SOLE | 2,847,000 | 0 | 789,000 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 139 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 6,503 | 6,619,000 | PRN | SOLE | 6,119,000 | 0 | 500,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 7,674 | 7,752,000 | PRN | SOLE | 5,724,000 | 0 | 2,028,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 118 | 19,607 | SH | SOLE | 9,742 | 0 | 9,865 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 1,059 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,769 | 39,250 | SH | SOLE | 0 | 0 | 39,250 | ||
COMMERCIAL METALS CO | COM | 201723103 | 14,405 | 828,813 | SH | SOLE | 827,806 | 0 | 1,007 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 20,172 | 357,085 | SH | SOLE | 356,654 | 0 | 431 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,067 | 18,725 | SH | SOLE | 0 | 0 | 18,725 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 709 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 4,368 | 21,074 | SH | SOLE | 0 | 0 | 21,074 | ||
CORELOGIC INC | COM | 21871D103 | 32,592 | 704,378 | SH | SOLE | 703,539 | 0 | 839 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 17,891 | 146,828 | SH | SOLE | 146,649 | 0 | 179 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 24,396 | 445,022 | SH | SOLE | 444,503 | 0 | 519 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 3,504 | 12,161 | SH | SOLE | 46 | 0 | 12,115 | ||
COTT CORP QUE | COM | 22163N106 | 16,193 | 1,298,579 | SH | SOLE | 1,295,554 | 0 | 3,025 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 34,203 | 909,889 | SH | SOLE | 908,806 | 0 | 1,083 | ||
COVETRUS INC | COM | 22304C100 | 7,192 | 604,879 | SH | SOLE | 604,166 | 0 | 713 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 13,049 | 80,228 | SH | SOLE | 80,134 | 0 | 94 | ||
CREE INC | NOTE 0.875% 9/0 | 225447ab7 | 2,188 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 259 | 4,450 | SH | SOLE | 4,450 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 3,423 | 2,708 | SH | SOLE | 2,708 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 16,498 | 319,243 | SH | SOLE | 318,874 | 0 | 369 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 6,107 | 5,394,000 | PRN | SOLE | 4,459,000 | 0 | 935,000 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 8,394 | 8,580,000 | PRN | SOLE | 6,979,000 | 0 | 1,601,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 22,869 | 258,265 | SH | SOLE | 257,893 | 0 | 372 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806am1 | 1,539 | 883,000 | PRN | SOLE | 883,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 31,602 | 218,804 | SH | SOLE | 24,237 | 0 | 194,567 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 5,243 | 4,550 | SH | SOLE | 4,550 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 18,558 | 125,937 | SH | SOLE | 125,850 | 0 | 87 | ||
DERMIRA INC | COM | 24983L104 | 74 | 11,599 | SH | SOLE | 11,599 | 0 | 0 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983lab0 | 4,533 | 5,392,000 | PRN | SOLE | 5,392,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131af4 | 2,807 | 1,767,000 | PRN | SOLE | 1,767,000 | 0 | 0 | ||
DIAGEO P L C | SPON ADR NEW | 25243Q205 | 202 | 1,235 | SH | SOLE | 0 | 0 | 1,235 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470mab5 | 7,158 | 7,765,000 | PRN | SOLE | 7,765,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 13,511 | 103,677 | SH | SOLE | 12,609 | 0 | 91,068 | ||
DOMINION ENERGY INC | COM | 25746U109 | 245 | 3,020 | SH | SOLE | 0 | 0 | 3,020 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 3,620 | 14,800 | SH | SOLE | 0 | 0 | 14,800 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 12,322 | 12,841,000 | PRN | SOLE | 10,994,000 | 0 | 1,847,000 | ||
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 14,389 | 675,537 | SH | SOLE | 508,532 | 0 | 167,005 | ||
EASTGROUP PPTY INC | COM | 277276101 | 29,791 | 238,288 | SH | SOLE | 237,995 | 0 | 293 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 8,843 | 8,865,000 | PRN | SOLE | 7,419,000 | 0 | 1,446,000 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,056 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
ELEMENT SOLUTIONS INC | COM | 28618M106 | 316 | 31,000 | SH | SOLE | 0 | 0 | 31,000 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 15 | 15,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554ah5 | 7,759 | 7,927,000 | PRN | SOLE | 6,250,000 | 0 | 1,677,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 1,013 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENDOLOGIX INC | COM NEW | 29266S304 | 2,379 | 599,171 | SH | SOLE | 598,725 | 0 | 446 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,296 | 80,330 | SH | SOLE | 0 | 0 | 80,330 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 3,082 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
ETSY INC | NOTE 3/0 | 29786aac0 | 2,625 | 1,559,000 | PRN | SOLE | 1,559,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 4,681 | 5,304,000 | PRN | SOLE | 4,622,000 | 0 | 682,000 | ||
EVOLUS INC | COM | 30052C107 | 484 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063paa3 | 6,210 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063pab1 | 6,158 | 5,700,000 | PRN | SOLE | 5,700,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 1,956 | 27,701 | SH | SOLE | 0 | 0 | 27,701 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301ae6 | 399 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 1,142 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 4,900 | 27,518 | SH | SOLE | 493 | 0 | 27,025 | ||
FEDEX CORP | COM | 31428X106 | 218 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 5,482 | 123,450 | SH | SOLE | 0 | 0 | 123,450 | ||
FIREEYE INC | COM | 31816Q101 | 187 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 4,507 | 4,581,000 | PRN | SOLE | 3,087,000 | 0 | 1,494,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 4,538 | 4,800,000 | PRN | SOLE | 4,242,000 | 0 | 558,000 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816qaf8 | 5,511 | 5,843,000 | PRN | SOLE | 5,843,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 12,371 | 119,419 | SH | SOLE | 27,482 | 0 | 91,937 | ||
FIVE9 INC | NOTE 0.125% 5/0 | 338307ab7 | 2,896 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232ab7 | 3,208 | 3,200,000 | PRN | SOLE | 3,065,000 | 0 | 135,000 | ||
FORTIVE CORP | COM | 34959J108 | 12,290 | 179,257 | SH | SOLE | 28,430 | 0 | 150,827 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 4,269 | 4,733 | SH | SOLE | 4,733 | 0 | 0 | ||
FRANCO NEVADA CORP | COM | 351858105 | 12,994 | 142,545 | SH | SOLE | 16,271 | 0 | 126,274 | ||
FULTON FINL CORP PA | COM | 360271100 | 23,714 | 1,465,641 | SH | SOLE | 1,463,883 | 0 | 1,758 | ||
GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165lab4 | 3,638 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 152 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 16,237 | 146,926 | SH | SOLE | 9,951 | 0 | 136,975 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 17,006 | 659,911 | SH | SOLE | 659,104 | 0 | 807 | ||
GILEAD SCIENCES INC | COM | 375558103 | 231 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 340 | 1,640 | SH | SOLE | 0 | 0 | 1,640 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 8,142 | 8,510,000 | PRN | SOLE | 8,510,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 30,801 | 333,674 | SH | SOLE | 333,246 | 0 | 428 | ||
GUARDANT HEALTH INC | COM | 40131m109 | 367 | 5,750 | SH | SOLE | 5,750 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 6,733 | 5,880,000 | PRN | SOLE | 5,880,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 3,091 | 51,000 | SH | SOLE | 0 | 0 | 51,000 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 19,748 | 813,024 | SH | SOLE | 812,098 | 0 | 926 | ||
HEICO CORP NEW | CL A | 422806208 | 36,914 | 379,340 | SH | SOLE | 864 | 0 | 378,476 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703mad5 | 3,266 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
HERCULES CAPITAL INC | COM | 427096508 | 525 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096af9 | 6,613 | 6,420,000 | PRN | SOLE | 5,230,000 | 0 | 1,190,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 10,005 | 540,819 | SH | SOLE | 540,189 | 0 | 630 | ||
HMS HLDGS CORP | COM | 40425J101 | 35,779 | 1,038,116 | SH | SOLE | 1,036,913 | 0 | 1,203 | ||
HOME DEPOT INC | COM | 437076102 | 1,821 | 7,849 | SH | SOLE | 1,467 | 0 | 6,382 | ||
HONEYWELL INTL INC | COM | 438516106 | 4,702 | 27,789 | SH | SOLE | 14 | 0 | 27,775 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 18,036 | 389,298 | SH | SOLE | 388,824 | 0 | 474 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,546 | 5,603,000 | PRN | SOLE | 5,603,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 4,640 | 2,770,000 | PRN | SOLE | 2,770,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,782 | 124,912 | SH | SOLE | 0 | 0 | 124,912 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 23,412 | 107,411 | SH | SOLE | 7,240 | 0 | 100,171 | ||
IBERIABANK CORP | COM | 450828108 | 24,675 | 326,644 | SH | SOLE | 326,259 | 0 | 385 | ||
ICON PLC | SHS | G4705A100 | 37,589 | 255,115 | SH | SOLE | 254,814 | 0 | 301 | ||
IDACORP INC | COM | 451107106 | 52,984 | 470,257 | SH | SOLE | 425,015 | 0 | 45,242 | ||
II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 3,933 | 3,800,000 | PRN | SOLE | 3,263,000 | 0 | 537,000 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 3,491 | 2,615,000 | PRN | SOLE | 2,615,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327ak5 | 1,114 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,608 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 599 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667gac7 | 1,483 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 34,681 | 408,782 | SH | SOLE | 365,288 | 0 | 43,494 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772fab3 | 3,920 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 6,680 | 5,365,000 | PRN | SOLE | 4,035,000 | 0 | 1,330,000 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 2,982 | 3,550,000 | PRN | SOLE | 3,550,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784pah4 | 3,681 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 14,984 | 162,390 | SH | SOLE | 761 | 0 | 161,629 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660ad9 | 4,711 | 4,720,000 | PRN | SOLE | 3,739,000 | 0 | 981,000 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 461 | 3,172 | SH | SOLE | 0 | 0 | 3,172 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 1,525 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 8,263 | 425,043 | SH | SOLE | 424,532 | 0 | 511 | ||
INTUIT | COM | 461202103 | 3,358 | 12,626 | SH | SOLE | 3,584 | 0 | 9,042 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 5,016 | 5,000,000 | PRN | SOLE | 3,706,000 | 0 | 1,294,000 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 378 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 4,413 | 3,871,000 | PRN | SOLE | 3,871,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 283 | 3,090 | SH | SOLE | 0 | 0 | 3,090 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 13,817 | 13,799,000 | PRN | SOLE | 12,010,000 | 0 | 1,789,000 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 299 | 10,595 | SH | SOLE | 0 | 0 | 10,595 | ||
JOHNSON & JOHNSON | COM | 478160104 | 10,431 | 80,624 | SH | SOLE | 428 | 0 | 80,196 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 22,985 | 195,302 | SH | SOLE | 24,676 | 0 | 170,626 | ||
K12 INC | COM | 48273u102 | 18,670 | 707,186 | SH | SOLE | 706,709 | 0 | 477 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,143 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 587 | 17,269 | SH | SOLE | 395 | 0 | 16,874 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 264 | 1,856 | SH | SOLE | 48 | 0 | 1,808 | ||
KKR & CO INC | CL A | 48251W104 | 3,350 | 124,758 | SH | SOLE | 0 | 0 | 124,758 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,590 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 313 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 312 | 1,350 | SH | SOLE | 1,350 | 0 | 0 | ||
LENDINGTREE INC NEW | COM | 52603B107 | 310 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,434 | 1,519,000 | PRN | SOLE | 1,519,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 630 | 11,274 | SH | SOLE | 2,705 | 0 | 8,569 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220kaf5 | 7,420 | 8,875,000 | PRN | SOLE | 8,875,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 37,668 | 212,443 | SH | SOLE | 163,680 | 0 | 48,763 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034aq2 | 3,106 | 2,635,000 | PRN | SOLE | 2,635,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 30,774 | 978,501 | SH | SOLE | 977,316 | 0 | 1,185 | ||
LUMENTUM HLDGS INC | COM | 55024u109 | 402 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 5,807 | 5,001,000 | PRN | SOLE | 5,001,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,674 | 42,409 | SH | SOLE | 11,609 | 0 | 30,800 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608bab1 | 4,747 | 5,215,000 | PRN | SOLE | 5,215,000 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 3,980 | 65,508 | SH | SOLE | 135 | 0 | 65,373 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164yab3 | 5,019 | 5,000,000 | PRN | SOLE | 3,687,000 | 0 | 1,313,000 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 624 | 2,275 | SH | SOLE | 0 | 0 | 2,275 | ||
MASCO CORP | COM | 574599106 | 417 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MCDONALDS CORP | COM | 580135101 | 5,544 | 25,821 | SH | SOLE | 0 | 0 | 25,821 | ||
MEDICINES CO | COM | 584688105 | 375 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688ae5 | 2,047 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 18,066 | 798,653 | SH | SOLE | 798,089 | 0 | 564 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733rad4 | 4,433 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 209 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 11,731 | 6,166,000 | PRN | SOLE | 6,166,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 11,933 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 386 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 3,523 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 7,634 | 54,910 | SH | SOLE | 6,303 | 0 | 48,607 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 208 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855rac4 | 3,260 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879bab3 | 2,582 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 5,697 | 102,989 | SH | SOLE | 521 | 0 | 102,468 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 6,497 | 450,881 | SH | SOLE | 1,195 | 0 | 449,686 | ||
MONRO INC | COM | 610236101 | 12,230 | 154,794 | SH | SOLE | 154,605 | 0 | 189 | ||
MSA SAFETY INC | COM | 553498106 | 13,863 | 127,053 | SH | SOLE | 126,910 | 0 | 143 | ||
MUELLER INDS INC | COM | 624756102 | 23,448 | 817,556 | SH | SOLE | 816,568 | 0 | 988 | ||
NANTHEALTH INC | COM | 630104107 | 29 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 13,223 | 314,910 | SH | SOLE | 314,552 | 0 | 358 | ||
NAVIENT CORPORATION | COM | 63938C108 | 860 | 67,200 | SH | SOLE | 0 | 0 | 67,200 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 2,884 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 6,816 | 5,994,000 | PRN | SOLE | 5,498,000 | 0 | 496,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 13,875 | 1,017,987 | SH | SOLE | 111,993 | 0 | 905,994 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551ac4 | 3,139 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829bab6 | 4,738 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 4,340 | 86,366 | SH | SOLE | 86,366 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604ad7 | 763 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718ae8 | 2,263 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 9,082 | 38,980 | SH | SOLE | 0 | 0 | 38,980 | ||
NIC INC | COM | 62914b100 | 17,232 | 834,498 | SH | SOLE | 833,490 | 0 | 1,008 | ||
NIKE INC | CL B | 654106103 | 4,027 | 42,875 | SH | SOLE | 2,600 | 0 | 40,275 | ||
NORTHERN TR CORP | COM | 665859104 | 1,306 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 4,758 | 12,695 | SH | SOLE | 0 | 0 | 12,695 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 5,728 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 4,672 | 90,375 | SH | SOLE | 0 | 0 | 90,375 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020yag5 | 6,482 | 6,473,000 | PRN | SOLE | 4,754,000 | 0 | 1,719,000 | ||
NUTANIX INC | NOTE 1/1 | 67059nab4 | 4,629 | 4,947,000 | PRN | SOLE | 4,947,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,182 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 504 | 4,620 | SH | SOLE | 0 | 0 | 4,620 | ||
OIL STS INTL INC | COM | 678026105 | 17,564 | 1,320,623 | SH | SOLE | 1,319,070 | 0 | 1,553 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295ab1 | 684 | 325,000 | PRN | SOLE | 325,000 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 20,638 | 121,422 | SH | SOLE | 121,269 | 0 | 153 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 3,957 | 3,364,000 | PRN | SOLE | 3,364,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 1,209 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 2,800 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127ad2 | 9,654 | 9,685,000 | PRN | SOLE | 7,993,000 | 0 | 1,692,000 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 17 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435ad7 | 6,549 | 6,200,000 | PRN | SOLE | 6,200,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374ab0 | 2,712 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343ab9 | 1,804 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PAYLOCITY HLDG CORP | COM | 70438V106 | 5,588 | 57,264 | SH | SOLE | 57,198 | 0 | 66 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 667 | 6,439 | SH | SOLE | 5,439 | 0 | 1,000 | ||
PEPSICO INC | COM | 713448108 | 5,523 | 40,288 | SH | SOLE | 257 | 0 | 40,031 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 26,463 | 575,163 | SH | SOLE | 574,466 | 0 | 697 | ||
PFIZER INC | COM | 717081103 | 747 | 20,802 | SH | SOLE | 0 | 0 | 20,802 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 2,844 | 37,450 | SH | SOLE | 0 | 0 | 37,450 | ||
PLANTRONICS INC NEW | COM | 727493108 | 8,316 | 222,823 | SH | SOLE | 222,567 | 0 | 256 | ||
POLYONE CORP | COM | 73179P106 | 29,673 | 908,834 | SH | SOLE | 907,723 | 0 | 1,111 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 9,295 | 9,351,000 | PRN | SOLE | 7,808,000 | 0 | 1,543,000 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 3,826 | 3,775,000 | PRN | SOLE | 3,775,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 14,176 | 408,646 | SH | SOLE | 408,121 | 0 | 525 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 6,430 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 1,467 | 11,791 | SH | SOLE | 168 | 0 | 11,623 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 26,308 | 372,480 | SH | SOLE | 372,039 | 0 | 441 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366jab7 | 2,381 | 2,300,000 | PRN | SOLE | 1,767,000 | 0 | 533,000 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 230 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624mab8 | 6,670 | 6,775,000 | PRN | SOLE | 6,775,000 | 0 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 22,929 | 144,994 | SH | SOLE | 143,122 | 0 | 1,872 | ||
QUALCOMM INC | COM | 747525103 | 4,192 | 54,950 | SH | SOLE | 100 | 0 | 54,850 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 3,681 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917ag1 | 3,790 | 3,811,000 | PRN | SOLE | 3,811,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422ab0 | 1,301 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 36,399 | 441,422 | SH | SOLE | 315,460 | 0 | 125,962 | ||
RAYTHEON CO | COM NEW | 755111507 | 2,013 | 10,260 | SH | SOLE | 0 | 0 | 10,260 | ||
REALPAGE INC | COM | 75606N109 | 22,968 | 365,386 | SH | SOLE | 325,361 | 0 | 40,025 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 4,041 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 3,156 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 2,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RENASANT CORP | COM | 75970E107 | 34,167 | 975,931 | SH | SOLE | 974,746 | 0 | 1,185 | ||
REPLIGEN CORP | COM | 759916109 | 30,696 | 400,262 | SH | SOLE | 399,975 | 0 | 287 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916ab5 | 2,478 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122q105 | 22,312 | 1,313,267 | SH | SOLE | 1,311,660 | 0 | 1,607 | ||
RETROPHIN INC | COM | 761299106 | 156 | 13,502 | SH | SOLE | 13,502 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,303 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967xaa1 | 3,682 | 3,401,000 | PRN | SOLE | 3,401,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680rad9 | 2,186 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 26,570 | 665,921 | SH | SOLE | 665,114 | 0 | 807 | ||
RLI CORP | COM | 749607107 | 31,396 | 337,919 | SH | SOLE | 288,980 | 0 | 48,939 | ||
RLJ LODGING TR | COM | 74965L101 | 21,438 | 1,261,795 | SH | SOLE | 1,260,246 | 0 | 1,549 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 6,340 | 17,780 | SH | SOLE | 6,220 | 0 | 11,560 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376ad4 | 4,969 | 5,045,000 | PRN | SOLE | 3,581,000 | 0 | 1,464,000 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973wab3 | 5,006 | 5,006,000 | PRN | SOLE | 3,597,000 | 0 | 1,409,000 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 12,857 | 487,728 | SH | SOLE | 487,159 | 0 | 569 | ||
RWT HLDGS INC | NOTE 5.625%11/1 | 749772ab5 | 2,361 | 2,349,000 | PRN | SOLE | 1,257,000 | 0 | 1,092,000 | ||
SALESFORCE COM INC | COM | 79466L302 | 289 | 1,950 | SH | SOLE | 1,950 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607ab6 | 4,144 | 3,135,000 | PRN | SOLE | 3,135,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170yab5 | 248 | 250,000 | PRN | SOLE | 0 | 0 | 250,000 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904am3 | 5,072 | 5,140,000 | PRN | SOLE | 4,120,000 | 0 | 1,020,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 8,117 | 8,641,000 | PRN | SOLE | 8,641,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 4,115 | 34,840 | SH | SOLE | 34,840 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 27,497 | 565,661 | SH | SOLE | 564,986 | 0 | 675 | ||
SENSEONICS HLDGS INC | COM | 81727U105 | 25 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 13,293 | 193,633 | SH | SOLE | 193,407 | 0 | 226 | ||
SERVICENOW INC | NOTE 6/0 | 81762pac6 | 3,338 | 1,737,000 | PRN | SOLE | 1,737,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 2,199 | 4,000 | SH | SOLE | 0 | 0 | 4,000 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 3,120 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 4,905 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823lac0 | 2,414 | 2,332,000 | PRN | SOLE | 1,851,000 | 0 | 481,000 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 5,059 | 32,501 | SH | SOLE | 34 | 0 | 32,467 | ||
SM ENERGY CO | COM | 78454L100 | 14,074 | 1,452,457 | SH | SOLE | 1,450,746 | 0 | 1,711 | ||
SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 139 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 650 | 12,043 | SH | SOLE | 12,043 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 519 | 1,750 | SH | SOLE | 750 | 0 | 1,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860wab8 | 7,665 | 7,463,000 | PRN | SOLE | 5,539,000 | 0 | 1,924,000 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637ac8 | 8,056 | 7,488,000 | PRN | SOLE | 7,488,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637ad6 | 2,741 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 2,832 | 45,715 | SH | SOLE | 0 | 0 | 45,715 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234ad5 | 9,154 | 8,230,000 | PRN | SOLE | 8,230,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 1,901 | 36,862 | SH | SOLE | 34,483 | 0 | 2,379 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 13,117 | 270,167 | SH | SOLE | 269,848 | 0 | 319 | ||
STARBUCKS CORP | COM | 855244109 | 775 | 8,770 | SH | SOLE | 126 | 0 | 8,644 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 278 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
SYNAPTICS INC | COM | 87157D109 | 599 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 8,053 | 8,640,000 | PRN | SOLE | 7,448,000 | 0 | 1,192,000 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 231 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 31,185 | 586,067 | SH | SOLE | 585,372 | 0 | 695 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 1,528 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 4,110 | 2,393,000 | PRN | SOLE | 2,393,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 5,984 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 35,951 | 111,654 | SH | SOLE | 111,513 | 0 | 141 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 5,177 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 3,777 | 29,225 | SH | SOLE | 0 | 0 | 29,225 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 15,554 | 296,149 | SH | SOLE | 295,792 | 0 | 357 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 1,194 | 4,100 | SH | SOLE | 0 | 0 | 4,100 | ||
TIVO CORP | COM | 88870P106 | 190 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500%12/1 | 87265kab8 | 5,515 | 5,474,000 | PRN | SOLE | 4,002,000 | 0 | 1,472,000 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 521 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
TRUPANION INC | COM | 898202106 | 6,148 | 241,868 | SH | SOLE | 241,574 | 0 | 294 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 5,338 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 9,508 | 10,002,000 | PRN | SOLE | 8,575,000 | 0 | 1,427,000 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138fab8 | 3,470 | 2,076,000 | PRN | SOLE | 2,076,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184lad4 | 2,392 | 2,430,000 | PRN | SOLE | 1,932,000 | 0 | 498,000 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184laf9 | 4,937 | 4,647,000 | PRN | SOLE | 4,647,000 | 0 | 0 | ||
ULTA BEAUTY INC | COM | 90384S303 | 826 | 3,296 | SH | SOLE | 3,296 | 0 | 0 | ||
UMH PPTYS INC | COM | 903002103 | 239 | 17,000 | SH | SOLE | 0 | 0 | 17,000 | ||
UNION PACIFIC CORP | COM | 907818108 | 8,301 | 51,250 | SH | SOLE | 0 | 0 | 51,250 | ||
UNITED AIRLINES HLDGS INC | COM | 910047109 | 420 | 4,750 | SH | SOLE | 4,750 | 0 | 0 | ||
VARIAN MED SYS INC | COM | 92220P105 | 273 | 2,292 | SH | SOLE | 2,292 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,823 | 3,680,000 | PRN | SOLE | 2,562,000 | 0 | 1,118,000 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417ad2 | 1,163 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
VERINT SYS INC | COM | 92343X100 | 214 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 11,324 | 11,212,000 | PRN | SOLE | 9,310,000 | 0 | 1,902,000 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 5,694 | 94,338 | SH | SOLE | 0 | 0 | 94,338 | ||
VISA INC | COM CL A | 92826C839 | 18,598 | 108,123 | SH | SOLE | 12,655 | 0 | 95,468 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298ap3 | 941 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
VISTRA ENERGY CORP | COM | 92840M102 | 450 | 16,826 | SH | SOLE | 16,826 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 263 | 1,750 | SH | SOLE | 1,750 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857fab3 | 2,093 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 24,577 | 262,212 | SH | SOLE | 261,902 | 0 | 310 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 4,946 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 303 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 22,444 | 14,793 | SH | SOLE | 7,589 | 0 | 7,204 | ||
WELLTOWER INC | COM | 95040Q104 | 1,897 | 20,929 | SH | SOLE | 0 | 0 | 20,929 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 27,437 | 441,254 | SH | SOLE | 440,722 | 0 | 532 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 30,234 | 656,122 | SH | SOLE | 655,330 | 0 | 792 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 3,026 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 268 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102ap0 | 1,469 | 1,520,000 | PRN | SOLE | 1,520,000 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 24,272 | 552,381 | SH | SOLE | 551,710 | 0 | 671 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 361 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
WIX COM LTD | NOTE 7/0 | 92940wab5 | 1,336 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
WOODWARD INC | COM | 980745103 | 23,602 | 218,878 | SH | SOLE | 218,620 | 0 | 258 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138haf8 | 7,304 | 5,584,000 | PRN | SOLE | 5,584,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,811 | 25,450 | SH | SOLE | 3,200 | 0 | 22,250 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235tae7 | 4,659 | 4,670,000 | PRN | SOLE | 3,589,000 | 0 | 1,081,000 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236jab4 | 3,512 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 22,267 | 504,924 | SH | SOLE | 504,313 | 0 | 611 | ||
XILINX INC | COM | 983919101 | 5,771 | 60,175 | SH | SOLE | 5,300 | 0 | 54,875 | ||
YORK WTR CO | COM | 987184108 | 201 | 4,600 | SH | SOLE | 0 | 0 | 4,600 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 44,921 | 217,671 | SH | SOLE | 147,505 | 0 | 70,166 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936jab7 | 3,112 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954mab7 | 3,858 | 3,882,000 | PRN | SOLE | 2,773,000 | 0 | 1,109,000 | ||
ZOETIS INC | CL A | 98978V103 | 11,285 | 90,577 | SH | SOLE | 11,964 | 0 | 78,613 |