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 |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 2,790 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 310 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 5,421 | 61,890 | SH | SOLE | 6,865 | 0 | 55,025 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 26,323 | 892,920 | SH | SOLE | 892,312 | 0 | 608 | ||
ACI WORLDWIDE INC | COM | 004498101 | 28,595 | 1,094,338 | SH | SOLE | 1,093,556 | 0 | 782 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 754 | 9,310 | SH | SOLE | 0 | 0 | 9,310 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 6,125 | 12,490 | SH | SOLE | 0 | 0 | 12,490 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 7,654 | 747,000 | PRN | SOLE | 747,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 5,081 | 3,184,000 | PRN | SOLE | 3,184,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 233 | 6,400 | SH | SOLE | 0 | 0 | 6,400 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,153 | 3,870 | SH | SOLE | 0 | 0 | 3,870 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,062 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 2,883 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 2,751 | 2,135,000 | PRN | SOLE | 2,135,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 3,356 | 11,415 | SH | SOLE | 15 | 0 | 11,400 | ||
ALLETE INC | COM NEW | 018522300 | 517 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,716 | 1,171 | SH | SOLE | 0 | 0 | 1,171 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 12,977 | 8,830 | SH | SOLE | 25 | 0 | 8,805 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 17,453 | 415,756 | SH | SOLE | 415,455 | 0 | 301 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 2,217 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 2,255 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 19,883 | 537,811 | SH | SOLE | 537,425 | 0 | 386 | ||
ALTRIA GROUP INC | COM | 02209S103 | 624 | 16,140 | SH | SOLE | 0 | 0 | 16,140 | ||
AMAZON COM INC | COM | 023135106 | 34,214 | 10,866 | SH | SOLE | 1,315 | 0 | 9,551 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 6,546 | 134,420 | SH | SOLE | 134,420 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | COM | 025537101 | 351 | 4,295 | SH | SOLE | 3,700 | 0 | 595 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 370 | 3,689 | SH | SOLE | 3,089 | 0 | 600 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 407 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071H100 | 18,333 | 319,608 | SH | SOLE | 319,310 | 0 | 298 | ||
AMETEK INC | COM | 031100100 | 13,236 | 133,162 | SH | SOLE | 25,421 | 0 | 107,741 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 25,955 | 239,725 | SH | SOLE | 18,703 | 0 | 221,022 | ||
ANCHIANO THERAPEUTICS LTD | SPONSORED ADS | 03280X102 | 421 | 369,640 | SH | SOLE | 369,640 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 2,561 | 2,370,000 | PRN | SOLE | 2,370,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 2,273 | 2,414,000 | PRN | SOLE | 1,418,000 | 0 | 996,000 | ||
APOLLO GLOBAL MGMT INC | COM CL A | 03768E105 | 224 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 57,762 | 498,768 | SH | SOLE | 27,750 | 0 | 471,018 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 39,228 | 711,937 | SH | SOLE | 711,443 | 0 | 494 | ||
APPLIED MATLS INC | COM | 038222105 | 9,980 | 167,864 | SH | SOLE | 30,196 | 0 | 137,668 | ||
APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823UAB8 | 920 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 4,270 | 4,194,000 | PRN | SOLE | 2,390,000 | 0 | 1,804,000 | ||
ARES CAPITAL CORP | COM | 04010L103 | 5,596 | 401,161 | SH | SOLE | 62,616 | 0 | 338,545 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 9,694 | 105,375 | SH | SOLE | 0 | 0 | 105,375 | ||
ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 2,870 | 26,425 | SH | SOLE | 0 | 0 | 26,425 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 3,092 | 26,138 | SH | SOLE | 26,138 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 3,822 | 3,169,000 | PRN | SOLE | 3,169,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 6,596 | 6,045,000 | PRN | SOLE | 4,394,000 | 0 | 1,651,000 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,411 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
AVIENT CORPORATION | COM | 05368V106 | 30,145 | 1,139,272 | SH | SOLE | 1,138,455 | 0 | 817 | ||
BARNES GROUP INC | COM | 067806109 | 19,021 | 532,209 | SH | SOLE | 531,850 | 0 | 359 | ||
BECTON DICKINSON & CO | COM | 075887109 | 9,663 | 41,529 | SH | SOLE | 7,069 | 0 | 34,460 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 2,560 | 8 | SH | SOLE | 0 | 0 | 8 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,740 | 31,650 | SH | SOLE | 231 | 0 | 31,419 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,359 | 1,359,000 | PRN | SOLE | 723,000 | 0 | 636,000 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 228 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 2,086 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 25,689 | 563,598 | SH | SOLE | 563,192 | 0 | 406 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 16,820 | 11,251 | SH | SOLE | 6,545 | 0 | 4,706 | ||
BK OF AMERICA CORP | COM | 060505104 | 820 | 34,050 | SH | SOLE | 28,050 | 0 | 6,000 | ||
BLACK KNIGHT INC | COM | 09215C105 | 6,937 | 79,685 | SH | SOLE | 160 | 0 | 79,525 | ||
BLACKBAUD INC | COM | 09227Q100 | 16,049 | 287,454 | SH | SOLE | 287,244 | 0 | 210 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,106 | 3,707,000 | PRN | SOLE | 3,707,000 | 0 | 0 | ||
BLACKLINE INC | COM | 09239B109 | 20,706 | 231,017 | SH | SOLE | 230,836 | 0 | 181 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 351 | 205 | SH | SOLE | 205 | 0 | 0 | ||
BRICKELL BIOTECH INC | COM | 10802T105 | 859 | 950,905 | SH | SOLE | 0 | 0 | 950,905 | ||
BROOKS AUTOMATION INC NEW | COM | 114340102 | 17,078 | 369,182 | SH | SOLE | 368,914 | 0 | 268 | ||
BRUKER CORP | COM | 116794108 | 24,859 | 625,386 | SH | SOLE | 624,919 | 0 | 467 | ||
BUCKLE INC | COM | 118440106 | 15,645 | 767,283 | SH | SOLE | 766,760 | 0 | 523 | ||
BURLINGTON STORES INC | COM | 122017106 | 20,878 | 101,305 | SH | SOLE | 81,166 | 0 | 20,139 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 3,527 | 3,550,000 | PRN | SOLE | 2,328,000 | 0 | 1,222,000 | ||
CENTENE CORP DEL | COM | 15135B101 | 20,197 | 346,262 | SH | SOLE | 51,966 | 0 | 294,296 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 599 | 30,950 | SH | SOLE | 0 | 0 | 30,950 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 2,175 | 40,972 | SH | SOLE | 40,972 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 9,955 | 358,876 | SH | SOLE | 358,625 | 0 | 251 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 11,018 | 7,261,000 | PRN | SOLE | 7,261,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 1,097 | 15,240 | SH | SOLE | 0 | 0 | 15,240 | ||
CITRIX SYS INC | COM | 177376100 | 516 | 3,750 | SH | SOLE | 3,750 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 4,124 | 3,995,000 | PRN | SOLE | 3,995,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 229 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 1,368 | 1,472,000 | PRN | SOLE | 767,000 | 0 | 705,000 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 3,000 | 3,008,000 | PRN | SOLE | 1,695,000 | 0 | 1,313,000 | ||
COLONY CAP INC NEW | CL A COM | 19626G108 | 102 | 37,400 | SH | SOLE | 37,400 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,189 | 915,000 | PRN | SOLE | 915,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 1,862 | 40,248 | SH | SOLE | 0 | 0 | 40,248 | ||
COMMERCIAL METALS CO | COM | 201723103 | 15,832 | 792,408 | SH | SOLE | 791,829 | 0 | 579 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 19,637 | 330,868 | SH | SOLE | 330,626 | 0 | 242 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 5,903 | 5,271,000 | PRN | SOLE | 5,271,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 591 | 17,991 | SH | SOLE | 0 | 0 | 17,991 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 583 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,363 | 12,470 | SH | SOLE | 0 | 0 | 12,470 | ||
CORELOGIC INC | COM | 21871D103 | 22,014 | 325,317 | SH | SOLE | 325,079 | 0 | 238 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 17,183 | 144,542 | SH | SOLE | 144,429 | 0 | 113 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 16,047 | 441,340 | SH | SOLE | 441,016 | 0 | 324 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 8,821 | 24,849 | SH | SOLE | 151 | 0 | 24,698 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 6,026 | 3,302,000 | PRN | SOLE | 3,302,000 | 0 | 0 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 26,827 | 938,346 | SH | SOLE | 937,643 | 0 | 703 | ||
COVETRUS INC | COM | 22304C100 | 25,568 | 1,047,888 | SH | SOLE | 1,047,146 | 0 | 742 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 10,361 | 90,367 | SH | SOLE | 90,308 | 0 | 59 | ||
CREE INC | COM | 225447101 | 542 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 5,453 | 5,251,000 | PRN | SOLE | 3,858,000 | 0 | 1,393,000 | ||
CSG SYS INTL INC | COM | 126349109 | 17,431 | 425,665 | SH | SOLE | 425,384 | 0 | 281 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 14,323 | 223,976 | SH | SOLE | 223,748 | 0 | 228 | ||
DANAHER CORPORATION | COM | 235851102 | 44,713 | 207,649 | SH | SOLE | 18,594 | 0 | 189,055 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 12,152 | 8,222 | SH | SOLE | 8,222 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 14,428 | 65,580 | SH | SOLE | 65,529 | 0 | 51 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 7,105 | 2,801,000 | PRN | SOLE | 2,801,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 7,905 | 8,620,000 | PRN | SOLE | 8,620,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 7,384 | 59,514 | SH | SOLE | 9,146 | 0 | 50,368 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 4,734 | 1,566,000 | PRN | SOLE | 1,566,000 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 304 | 3,851 | SH | SOLE | 0 | 0 | 3,851 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 6,496 | 15,274 | SH | SOLE | 0 | 0 | 15,274 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 14 | 15,000 | PRN | SOLE | 0 | 0 | 15,000 | ||
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 15,692 | 700,223 | SH | SOLE | 557,098 | 0 | 143,125 | ||
EASTGROUP PPTY INC | COM | 277276101 | 32,129 | 248,426 | SH | SOLE | 248,243 | 0 | 183 | ||
EHEALTH INC | COM | 28238P109 | 395 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 2,210 | 49,620 | SH | SOLE | 49,620 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 237 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,056 | 8,100 | SH | SOLE | 0 | 0 | 8,100 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 44,316 | 428,875 | SH | SOLE | 333,803 | 0 | 95,072 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 1,086 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 3,066 | 2,678,000 | PRN | SOLE | 2,678,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 5,162 | 5,175,000 | PRN | SOLE | 2,995,000 | 0 | 2,180,000 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 1,268 | 80,330 | SH | SOLE | 0 | 0 | 80,330 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 10,047 | 2,992,000 | PRN | SOLE | 2,992,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 2,490 | 3,200,000 | PRN | SOLE | 3,200,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,629 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 16,197 | 10,433,000 | PRN | SOLE | 10,433,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301AF3 | 1,059 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 394 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 7,078 | 27,025 | SH | SOLE | 200 | 0 | 26,825 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 4,783 | 152,750 | SH | SOLE | 20,700 | 0 | 132,050 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 4,725 | 5,013,000 | PRN | SOLE | 5,013,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 14 | 15,000 | PRN | SOLE | 0 | 0 | 15,000 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 4,649 | 4,788,000 | PRN | SOLE | 2,772,000 | 0 | 2,016,000 | ||
FISERV INC | COM | 337738108 | 14,428 | 140,007 | SH | SOLE | 23,263 | 0 | 116,744 | ||
FORTIVE CORP | COM | 34959J108 | 15,908 | 208,743 | SH | SOLE | 34,565 | 0 | 174,178 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 14,241 | 14,158,000 | PRN | SOLE | 12,106,000 | 0 | 2,052,000 | ||
FRANCO NEV CORP | COM | 351858105 | 11,859 | 84,962 | SH | SOLE | 9,251 | 0 | 75,711 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,993 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 15,490 | 1,660,237 | SH | SOLE | 1,659,137 | 0 | 1,100 | ||
GIBRALTAR INDS INC | COM | 374689107 | 10,554 | 162,021 | SH | SOLE | 161,906 | 0 | 115 | ||
GILEAD SCIENCES INC | COM | 375558103 | 231 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 426 | 2,120 | SH | SOLE | 600 | 0 | 1,520 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 3,784 | 4,150,000 | PRN | SOLE | 4,150,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 24,875 | 281,426 | SH | SOLE | 281,228 | 0 | 198 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 3,815 | 4,725,000 | PRN | SOLE | 4,725,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,648 | 4,072,000 | PRN | SOLE | 4,072,000 | 0 | 0 | ||
GW PHARMACEUTICALS PLC | ADS | 36197T103 | 253 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
HANGER INC | COM NEW | 41043F208 | 7,896 | 499,098 | SH | SOLE | 498,737 | 0 | 361 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 1,419 | 38,500 | SH | SOLE | 0 | 0 | 38,500 | ||
HEALTHCARE SVCS GROUP INC | COM | 421906108 | 18,878 | 876,827 | SH | SOLE | 876,202 | 0 | 625 | ||
HEICO CORP NEW | CL A | 422806208 | 26,695 | 301,095 | SH | SOLE | 845 | 0 | 300,250 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 3,669 | 3,654,000 | PRN | SOLE | 3,654,000 | 0 | 0 | ||
HERCULES CAPITAL INC | COM | 427096508 | 514 | 44,467 | SH | SOLE | 44,467 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 3,576 | 3,548,000 | PRN | SOLE | 2,414,000 | 0 | 1,134,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 12,160 | 820,539 | SH | SOLE | 819,967 | 0 | 572 | ||
HMS HLDGS CORP | COM | 40425J101 | 23,848 | 995,756 | SH | SOLE | 995,045 | 0 | 711 | ||
HOME DEPOT INC | COM | 437076102 | 10,932 | 39,366 | SH | SOLE | 353 | 0 | 39,013 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 14,444 | 432,461 | SH | SOLE | 432,164 | 0 | 297 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 4,211 | 1,365,000 | PRN | SOLE | 1,365,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,034 | 112,713 | SH | SOLE | 0 | 0 | 112,713 | ||
I3 VERTICALS INC | COM CL A | 46571Y107 | 306 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
IAA INC | COM | 449253103 | 16,006 | 307,390 | SH | SOLE | 307,170 | 0 | 220 | ||
IAC INTERACTIVECORP NEW | COM | 44891N109 | 9,335 | 77,933 | SH | SOLE | 3,822 | 0 | 74,111 | ||
ICON PLC | SHS | G4705A100 | 51,398 | 268,974 | SH | SOLE | 268,774 | 0 | 200 | ||
IDACORP INC | COM | 451107106 | 36,024 | 450,862 | SH | SOLE | 417,843 | 0 | 33,019 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 9,274 | 8,212,000 | PRN | SOLE | 6,785,000 | 0 | 1,427,000 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 4,467 | 3,467,000 | PRN | SOLE | 3,467,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 402 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 4,003 | 3,772,000 | PRN | SOLE | 3,190,000 | 0 | 582,000 | ||
INCYTE CORP | NOTE 1.250%11/1 | 45337CAN2 | 1,742 | 996,000 | PRN | SOLE | 996,000 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 13,429 | 256,383 | SH | SOLE | 256,190 | 0 | 193 | ||
INFINERA CORP | COM | 45667G103 | 554 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,815 | 1,943,000 | PRN | SOLE | 1,943,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 27,200 | 550,171 | SH | SOLE | 545,775 | 0 | 4,396 | ||
INOVIO PHARMACEUTICALS INC | NOTE 6.500% 3/0 | 45773HAB8 | 2,155 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 5,220 | 2,600,000 | PRN | SOLE | 2,394,000 | 0 | 206,000 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 6,523 | 6,218,000 | PRN | SOLE | 6,218,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 5,294 | 4,845,000 | PRN | SOLE | 4,845,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 2,410 | 942,000 | PRN | SOLE | 942,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 17,135 | 171,267 | SH | SOLE | 1,160 | 0 | 170,107 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 9,873 | 9,586,000 | PRN | SOLE | 9,586,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 637 | 5,239 | SH | SOLE | 2,700 | 0 | 2,539 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 1,662 | 37,309 | SH | SOLE | 37,309 | 0 | 0 | ||
INTRICON CORP | COM | 46121H109 | 5,764 | 473,221 | SH | SOLE | 472,888 | 0 | 333 | ||
INTUIT | COM | 461202103 | 9,302 | 28,516 | SH | SOLE | 4,521 | 0 | 23,995 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 4,069 | 2,467,000 | PRN | SOLE | 2,467,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,203 | 2,127,000 | PRN | SOLE | 1,241,000 | 0 | 886,000 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 56,171 | 375,000 | SH | Put | SOLE | 375,000 | 0 | 0 | |
ISHARES TR | CORE S&P500 ETF | 464287200 | 539 | 1,603 | SH | SOLE | 0 | 0 | 1,603 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,855 | 6,624,000 | PRN | SOLE | 6,036,000 | 0 | 588,000 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,629 | 1,533,000 | PRN | SOLE | 783,000 | 0 | 750,000 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 259 | 2,790 | SH | SOLE | 0 | 0 | 2,790 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,145 | 4,112,000 | PRN | SOLE | 2,388,000 | 0 | 1,724,000 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 811 | 10,445 | SH | SOLE | 0 | 0 | 10,445 | ||
JOHNSON & JOHNSON | COM | 478160104 | 13,616 | 91,458 | SH | SOLE | 316 | 0 | 91,142 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 17,894 | 185,871 | SH | SOLE | 22,914 | 0 | 162,957 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 473 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 10,802 | 410,080 | SH | SOLE | 409,790 | 0 | 290 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,976 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,221 | 1,080,000 | PRN | SOLE | 1,080,000 | 0 | 0 | ||
KKR & CO INC | COM | 48251W104 | 4,523 | 131,718 | SH | SOLE | 6,500 | 0 | 125,218 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 2,112 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 212 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 6,203 | 3,948,000 | PRN | SOLE | 3,948,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 4,808 | 4,044,000 | PRN | SOLE | 4,044,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 251 | 6,933 | SH | SOLE | 6,933 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 11,396 | 12,569,000 | PRN | SOLE | 10,355,000 | 0 | 2,214,000 | ||
LITTELFUSE INC | COM | 537008104 | 38,900 | 219,355 | SH | SOLE | 180,308 | 0 | 39,047 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 7,279 | 6,529,000 | PRN | SOLE | 6,529,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 4,591 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LIVONGO HEALTH INC | COM | 539183103 | 11,940 | 85,253 | SH | SOLE | 85,197 | 0 | 56 | ||
LKQ CORP | COM | 501889208 | 27,945 | 1,007,753 | SH | SOLE | 1,007,011 | 0 | 742 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 9,799 | 7,013,000 | PRN | SOLE | 7,013,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 354 | 13,152 | SH | SOLE | 13,152 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 3,708 | 3,763,000 | PRN | SOLE | 2,051,000 | 0 | 1,712,000 | ||
MASCO CORP | COM | 574599106 | 551 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 16,709 | 151,006 | SH | SOLE | 7,846 | 0 | 143,160 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 10,537 | 471,235 | SH | SOLE | 470,903 | 0 | 332 | ||
MCDONALDS CORP | COM | 580135101 | 5,942 | 27,074 | SH | SOLE | 0 | 0 | 27,074 | ||
MEDNAX INC | COM | 58502B106 | 12,593 | 773,518 | SH | SOLE | 772,944 | 0 | 574 | ||
MGIC INVT CORP WIS | COM | 552848103 | 195 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 21,133 | 13,740,000 | PRN | SOLE | 13,740,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 5,944 | 2,670,000 | PRN | SOLE | 2,670,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 211 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 24,390 | 115,961 | SH | SOLE | 11,428 | 0 | 104,533 | ||
MONDELEZ INTL INC | CL A | 609207105 | 6,836 | 118,993 | SH | SOLE | 805 | 0 | 118,188 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 2,349 | 169,577 | SH | SOLE | 44 | 0 | 169,533 | ||
MONRO INC | COM | 610236101 | 6,972 | 171,858 | SH | SOLE | 171,740 | 0 | 118 | ||
MSA SAFETY INC | COM | 553498106 | 13,930 | 103,820 | SH | SOLE | 103,755 | 0 | 65 | ||
MUELLER INDS INC | COM | 624756102 | 24,573 | 908,077 | SH | SOLE | 907,455 | 0 | 622 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 20,160 | 564,718 | SH | SOLE | 564,304 | 0 | 414 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,339 | 4,600,000 | PRN | SOLE | 4,600,000 | 0 | 0 | ||
NEVRO CORP | NOTE 1.750% 6/0 | 64157FAA1 | 4,914 | 3,254,000 | PRN | SOLE | 3,254,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 9,377 | 9,401,000 | PRN | SOLE | 6,138,000 | 0 | 3,263,000 | ||
NEW MTN FIN CORP | COM | 647551100 | 7,941 | 830,598 | SH | SOLE | 208,994 | 0 | 621,604 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 8,247 | 8,638,000 | PRN | SOLE | 6,713,000 | 0 | 1,925,000 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 3,992 | 92,410 | SH | SOLE | 92,410 | 0 | 0 | ||
NEWMONT CORP | COM | 651639106 | 381 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 9,952 | 35,855 | SH | SOLE | 0 | 0 | 35,855 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 4,666 | 99,500 | SH | SOLE | 99,500 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 22,409 | 1,137,514 | SH | SOLE | 1,136,709 | 0 | 805 | ||
NIKE INC | CL B | 654106103 | 4,271 | 34,025 | SH | SOLE | 0 | 0 | 34,025 | ||
NORTHERN TR CORP | COM | 665859104 | 1,014 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 4,607 | 14,604 | SH | SOLE | 0 | 0 | 14,604 | ||
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 2,138 | 125,000 | SH | Call | SOLE | 125,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 5,376 | 514,000 | PRN | SOLE | 514,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 6,254 | 90,075 | SH | SOLE | 0 | 0 | 90,075 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 2,779 | 1,684,000 | PRN | SOLE | 944,000 | 0 | 740,000 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 8,175 | 8,707,000 | PRN | SOLE | 6,856,000 | 0 | 1,851,000 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 1,391 | 1,354,000 | PRN | SOLE | 1,354,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 577 | 4,620 | SH | SOLE | 0 | 0 | 4,620 | ||
OIL STS INTL INC | COM | 678026105 | 4,138 | 1,515,606 | SH | SOLE | 1,514,536 | 0 | 1,070 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,987 | 3,008,000 | PRN | SOLE | 3,008,000 | 0 | 0 | ||
OMEROS CORP | COM | 682143102 | 232 | 22,931 | SH | SOLE | 22,931 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 4,018 | 3,039,000 | PRN | SOLE | 3,039,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,879 | 4,902,000 | PRN | SOLE | 4,624,000 | 0 | 278,000 | ||
ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 7,570 | 1,164,652 | SH | SOLE | 1,163,827 | 0 | 825 | ||
ONTO INNOVATION INC | COM | 683344105 | 14,801 | 496,998 | SH | SOLE | 496,652 | 0 | 346 | ||
OSHKOSH CORP | COM | 688239201 | 202 | 2,753 | SH | SOLE | 2,753 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 7,002 | 6,933,000 | PRN | SOLE | 5,025,000 | 0 | 1,908,000 | ||
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 6,786 | 5,927,000 | PRN | SOLE | 4,577,000 | 0 | 1,350,000 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 9 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 8,539 | 7,567,000 | PRN | SOLE | 7,567,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,202 | 3,859,000 | PRN | SOLE | 3,859,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 3,425 | 3,499,000 | PRN | SOLE | 1,737,000 | 0 | 1,762,000 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 402 | 2,039 | SH | SOLE | 1,039 | 0 | 1,000 | ||
PDC ENERGY INC | COM | 69327R101 | 10,387 | 837,966 | SH | SOLE | 837,357 | 0 | 609 | ||
PEPSICO INC | COM | 713448108 | 6,272 | 45,249 | SH | SOLE | 256 | 0 | 44,993 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 21,970 | 634,602 | SH | SOLE | 634,152 | 0 | 450 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 1,991 | 26,550 | SH | SOLE | 0 | 0 | 26,550 | ||
PLANTRONICS INC NEW | COM | 727493108 | 2,925 | 247,077 | SH | SOLE | 246,906 | 0 | 171 | ||
PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 4,125 | 4,634,000 | PRN | SOLE | 4,634,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 2,553 | 2,333,000 | PRN | SOLE | 2,333,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 13,601 | 373,462 | SH | SOLE | 373,181 | 0 | 281 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,756 | 2,578,000 | PRN | SOLE | 1,631,000 | 0 | 947,000 | ||
PRIMO WATER CORPORATION | COM | 74167P108 | 23,138 | 1,629,404 | SH | SOLE | 1,628,246 | 0 | 1,158 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,623 | 11,674 | SH | SOLE | 0 | 0 | 11,674 | ||
PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 4,509 | 4,515,000 | PRN | SOLE | 4,515,000 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 237 | 2,250 | SH | SOLE | 2,250 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 20,550 | 396,493 | SH | SOLE | 396,217 | 0 | 276 | ||
PTC INC | COM | 69370C100 | 227 | 2,750 | SH | SOLE | 2,750 | 0 | 0 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,570 | 2,254,000 | PRN | SOLE | 1,767,000 | 0 | 487,000 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 203 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 11,145 | 11,587,000 | PRN | SOLE | 9,708,000 | 0 | 1,879,000 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,912 | 4,836,000 | PRN | SOLE | 4,836,000 | 0 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 28,912 | 160,883 | SH | SOLE | 160,770 | 0 | 113 | ||
QUALCOMM INC | COM | 747525103 | 6,437 | 54,700 | SH | SOLE | 100 | 0 | 54,600 | ||
QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 1,365 | 1,434,000 | PRN | SOLE | 843,000 | 0 | 591,000 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 2,468 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 6,765 | 6,472,000 | PRN | SOLE | 4,949,000 | 0 | 1,523,000 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 4,137 | 2,647,000 | PRN | SOLE | 2,647,000 | 0 | 0 | ||
RAYMOND JAMES FINL INC | COM | 754730109 | 29,871 | 410,544 | SH | SOLE | 299,949 | 0 | 110,595 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 1,496 | 25,996 | SH | SOLE | 1,952 | 0 | 24,044 | ||
REALPAGE INC | COM | 75606N109 | 19,276 | 334,425 | SH | SOLE | 309,618 | 0 | 24,807 | ||
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 2,069 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 1,183 | 806,000 | PRN | SOLE | 806,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 2,821 | 1,623,000 | PRN | SOLE | 1,623,000 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 659 | 1,178 | SH | SOLE | 1,000 | 0 | 178 | ||
RENASANT CORP | COM | 75970E107 | 24,498 | 1,078,237 | SH | SOLE | 1,077,469 | 0 | 768 | ||
REPLIGEN CORP | COM | 759916109 | 50,340 | 341,197 | SH | SOLE | 340,938 | 0 | 259 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 6,444 | 4,503,000 | PRN | SOLE | 4,503,000 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 17,496 | 1,514,780 | SH | SOLE | 1,513,737 | 0 | 1,043 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,403 | 1,642,000 | PRN | SOLE | 1,642,000 | 0 | 0 | ||
REVOLVE GROUP INC | CL A | 76156B107 | 8,560 | 520,999 | SH | SOLE | 520,626 | 0 | 373 | ||
RH | NOTE 6/1 | 74967XAA1 | 7,358 | 3,597,000 | PRN | SOLE | 3,597,000 | 0 | 0 | ||
RIBBON COMMUNICATIONS INC | COM | 762544104 | 310 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 38,385 | 647,847 | SH | SOLE | 647,393 | 0 | 454 | ||
RLI CORP | COM | 749607107 | 28,330 | 338,345 | SH | SOLE | 282,346 | 0 | 55,999 | ||
RLJ LODGING TR | COM | 74965L101 | 12,497 | 1,443,062 | SH | SOLE | 1,442,035 | 0 | 1,027 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 12,719 | 32,192 | SH | SOLE | 5,755 | 0 | 26,437 | ||
SAIA INC | COM | 78709Y105 | 20,058 | 159,017 | SH | SOLE | 158,900 | 0 | 117 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 6,705 | 3,242,000 | PRN | SOLE | 3,242,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 3,550 | 4,009,000 | PRN | SOLE | 3,000,000 | 0 | 1,009,000 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 6,364 | 8,493,000 | PRN | SOLE | 8,493,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 665 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 33,309 | 628,954 | SH | SOLE | 628,522 | 0 | 432 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 4,203 | 1,168,000 | PRN | SOLE | 1,168,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 2,926 | 4,200 | SH | SOLE | 0 | 0 | 4,200 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 2,951 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 5,018 | 4,172,000 | PRN | SOLE | 4,172,000 | 0 | 0 | ||
SIXTH STREET SPECIALTY LENDN | COM | 83012A109 | 397 | 23,090 | SH | SOLE | 23,090 | 0 | 0 | ||
SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 134 | 11,450 | SH | SOLE | 11,450 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 7,104 | 5,119,000 | PRN | SOLE | 5,119,000 | 0 | 0 | ||
SONIC AUTOMOTIVE INC | CL A | 83545G102 | 260 | 6,485 | SH | SOLE | 6,485 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 8,122 | 6,200,000 | PRN | SOLE | 6,200,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 335 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 2,456 | 2,405,000 | PRN | SOLE | 1,263,000 | 0 | 1,142,000 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 12,511 | 8,991,000 | PRN | SOLE | 8,991,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 3,524 | 2,439,000 | PRN | SOLE | 2,439,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 18,647 | 8,638,000 | PRN | SOLE | 8,638,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 8,300 | 51,064 | SH | SOLE | 0 | 0 | 51,064 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 2,910 | 48,076 | SH | SOLE | 29,811 | 0 | 18,265 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 13,602 | 304,645 | SH | SOLE | 304,446 | 0 | 199 | ||
STARBUCKS CORP | COM | 855244109 | 10,072 | 117,220 | SH | SOLE | 24,276 | 0 | 92,944 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 284 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 2,990 | 2,413,000 | PRN | SOLE | 1,655,000 | 0 | 758,000 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 135 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 34,910 | 656,692 | SH | SOLE | 656,218 | 0 | 474 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 6,257 | 1,253,000 | PRN | SOLE | 1,253,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 28,345 | 91,373 | SH | SOLE | 91,299 | 0 | 74 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 203 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 5,407 | 2,119,000 | PRN | SOLE | 2,119,000 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 278 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 4,144 | 29,025 | SH | SOLE | 0 | 0 | 29,025 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 21,170 | 348,249 | SH | SOLE | 348,001 | 0 | 248 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,763 | 1,842,000 | PRN | SOLE | 842,000 | 0 | 1,000,000 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 2,263 | 5,125 | SH | SOLE | 0 | 0 | 5,125 | ||
TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 400 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 808 | 1,700 | SH | SOLE | 0 | 0 | 1,700 | ||
TRUPANION INC | COM | 898202106 | 25,504 | 323,240 | SH | SOLE | 323,001 | 0 | 239 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 5,793 | 4,884,000 | PRN | SOLE | 4,884,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 21 | 21,000 | PRN | SOLE | 0 | 0 | 21,000 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 9,090 | 2,607,000 | PRN | SOLE | 2,607,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 5,976 | 5,991,000 | PRN | SOLE | 3,067,000 | 0 | 2,924,000 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 2,443 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 830 | 13,950 | SH | SOLE | 13,950 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 9,775 | 49,650 | SH | SOLE | 0 | 0 | 49,650 | ||
UNISYS CORP | COM NEW | 909214306 | 11,857 | 1,111,280 | SH | SOLE | 1,110,494 | 0 | 786 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,592 | 4,519,000 | PRN | SOLE | 2,563,000 | 0 | 1,956,000 | ||
VERINT SYS INC | COM | 92343X100 | 506 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 7,762 | 130,480 | SH | SOLE | 33 | 0 | 130,447 | ||
VERTIV HOLDINGS CO | COM CL A | 92537N108 | 216 | 12,480 | SH | SOLE | 12,480 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 434 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 3,341 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 17,980 | 89,913 | SH | SOLE | 8,604 | 0 | 81,309 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 2,429 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 610 | 32,326 | SH | SOLE | 32,326 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 374 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,245 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 3,421 | 3,494,000 | PRN | SOLE | 3,494,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 24,933 | 248,961 | SH | SOLE | 248,791 | 0 | 170 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,523 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 2,603 | 2,734,000 | PRN | SOLE | 1,478,000 | 0 | 1,256,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,740 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,110 | 15,568 | SH | SOLE | 9,149 | 0 | 6,419 | ||
WELLS FARGO CO NEW | COM | 949746101 | 241 | 10,250 | SH | SOLE | 10,250 | 0 | 0 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 26,654 | 490,411 | SH | SOLE | 490,078 | 0 | 333 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 21,411 | 677,127 | SH | SOLE | 676,630 | 0 | 497 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 2,497 | 2,940,000 | PRN | SOLE | 2,940,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1,351 | 1,414,000 | PRN | SOLE | 1,414,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 247 | 6,750 | SH | SOLE | 6,750 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 21,932 | 691,632 | SH | SOLE | 691,135 | 0 | 497 | ||
WIX COM LTD | SHS | M98068105 | 382 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
WOODWARD INC | COM | 980745103 | 12,338 | 153,913 | SH | SOLE | 153,806 | 0 | 107 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 9,993 | 6,482,000 | PRN | SOLE | 6,482,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,998 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 20,472 | 759,063 | SH | SOLE | 758,523 | 0 | 540 | ||
XILINX INC | COM | 983919101 | 6,106 | 58,575 | SH | SOLE | 0 | 0 | 58,575 | ||
ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 19,107 | 75,684 | SH | SOLE | 7,301 | 0 | 68,383 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 8,106 | 4,730,000 | PRN | SOLE | 4,730,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 10,707 | 64,748 | SH | SOLE | 8,049 | 0 | 56,699 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 6,498 | 5,111,000 | PRN | SOLE | 5,111,000 | 0 | 0 |