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 | 2,583 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| AARONS INC | COM PAR $0.50 | 002535300 | 10,153 | 445,714 | SH | SOLE | 445,403 | 0 | 311 | ||
| ABBOTT LABS | COM | 002824100 | 225 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
| ABBVIE INC | COM | 00287Y109 | 3,482 | 45,698 | SH | SOLE | 2,944 | 0 | 42,754 | ||
| ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 15,640 | 852,299 | SH | SOLE | 851,754 | 0 | 545 | ||
| ACI WORLDWIDE INC | COM | 004498101 | 21,445 | 887,993 | SH | SOLE | 887,411 | 0 | 582 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 554 | 9,310 | SH | SOLE | 0 | 0 | 9,310 | ||
| ADOBE INC | COM | 00724F101 | 4,277 | 13,440 | SH | SOLE | 900 | 0 | 12,540 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903bd8 | 4,589 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800ab1 | 5,094 | 3,080,000 | PRN | SOLE | 3,080,000 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 325 | 9,500 | SH | SOLE | 0 | 0 | 9,500 | ||
| AIR PRODS & CHEMS INC | COM | 009158106 | 772 | 3,870 | SH | SOLE | 0 | 0 | 3,870 | ||
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922rab1 | 863 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971taj0 | 3,635 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 2,228 | 11,455 | SH | SOLE | 2,915 | 0 | 8,540 | ||
| ALLEGHANY CORP DEL | COM | 017175100 | 276 | 500 | SH | SOLE | 500 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741rag7 | 2,414 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
| ALLEGION PLC | ORD SHS | G0176J109 | 1,586 | 17,238 | SH | SOLE | 6,137 | 0 | 11,101 | ||
| ALLERGAN PLC | SHS | G0177J108 | 1,345 | 7,592 | SH | SOLE | 5,200 | 0 | 2,392 | ||
| ALLETE INC | COM NEW | 018522300 | 608 | 10,022 | SH | SOLE | 0 | 0 | 10,022 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988pad0 | 7,152 | 7,298,000 | PRN | SOLE | 5,430,000 | 0 | 1,868,000 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 8,661 | 7,448 | SH | SOLE | 275 | 0 | 7,173 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,391 | 1,197 | SH | SOLE | 0 | 0 | 1,197 | ||
| ALTAIR ENGR INC | COM CL A | 021369103 | 9,869 | 372,405 | SH | SOLE | 372,157 | 0 | 248 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369aa1 | 1,768 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | COM | 02208R106 | 7,569 | 432,752 | SH | SOLE | 432,477 | 0 | 275 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 624 | 16,140 | SH | SOLE | 0 | 0 | 16,140 | ||
| AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 54 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 20,347 | 10,436 | SH | SOLE | 1,356 | 0 | 9,080 | ||
| AMERICAN ELEC PWR CO INC | COM | 025537101 | 269 | 3,360 | SH | SOLE | 2,900 | 0 | 460 | ||
| AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 4,800 | 98,700 | SH | SOLE | 98,700 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 312 | 3,650 | SH | SOLE | 3,050 | 0 | 600 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 366 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
| AMERISAFE INC | COM | 03071H100 | 22,994 | 356,665 | SH | SOLE | 356,365 | 0 | 300 | ||
| AMETEK INC | COM | 031100100 | 9,085 | 126,149 | SH | SOLE | 24,023 | 0 | 102,126 | ||
| AMPHENOL CORP NEW | CL A | 032095101 | 16,536 | 226,887 | SH | SOLE | 17,570 | 0 | 209,317 | ||
| ANCHIANO THERAPEUTICS LTD | SPONSORED ADS | 03280X102 | 291 | 369,640 | SH | SOLE | 369,640 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762uab1 | 1,697 | 2,438,000 | PRN | SOLE | 1,418,000 | 0 | 1,020,000 | ||
| APPLE INC | COM | 037833100 | 35,010 | 137,676 | SH | SOLE | 9,378 | 0 | 128,298 | ||
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 31,073 | 679,634 | SH | SOLE | 679,191 | 0 | 443 | ||
| APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823uab8 | 745 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 4,002 | 371,205 | SH | SOLE | 69,260 | 0 | 301,945 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010lat0 | 6,667 | 7,326,000 | PRN | SOLE | 7,326,000 | 0 | 0 | ||
| ARK ETF TR | INNOVATION ETF | 00214Q104 | 3,789 | 86,125 | SH | SOLE | 0 | 0 | 86,125 | ||
| ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 1,302 | 24,700 | SH | SOLE | 0 | 0 | 24,700 | ||
| ASSURANT INC | 6.50% CONV PFD D | 04621x207 | 2,397 | 22,721 | SH | SOLE | 22,721 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 2,442 | 83,784 | SH | SOLE | 0 | 0 | 83,784 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164bh8 | 8,142 | 9,207,000 | PRN | SOLE | 7,524,000 | 0 | 1,683,000 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164bj4 | 2,380 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
| AVANTOR INC | COM | 05352A100 | 185 | 14,838 | SH | SOLE | 14,838 | 0 | 0 | ||
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 3,026 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351xab7 | 1,193 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 21,145 | 505,488 | SH | SOLE | 505,166 | 0 | 322 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 12,693 | 55,241 | SH | SOLE | 9,311 | 0 | 45,930 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 7,752 | 140,716 | SH | SOLE | 140,716 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 120 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 2,176 | 8 | SH | SOLE | 0 | 0 | 8 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 9,818 | 53,702 | SH | SOLE | 167 | 0 | 53,535 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061gaf8 | 7,553 | 7,121,000 | PRN | SOLE | 6,161,000 | 0 | 960,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061gah4 | 2,081 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| BIOTELEMETRY INC | COM | 090672106 | 14,521 | 377,060 | SH | SOLE | 376,815 | 0 | 245 | ||
| BK OF AMERICA CORP | COM | 060505104 | 765 | 36,050 | SH | SOLE | 30,050 | 0 | 6,000 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 13,468 | 10,482 | SH | SOLE | 5,710 | 0 | 4,772 | ||
| BLACK KNIGHT INC | COM | 09215C105 | 4,441 | 76,485 | SH | SOLE | 210 | 0 | 76,275 | ||
| BLACKBAUD INC | COM | 09227Q100 | 13,171 | 237,102 | SH | SOLE | 236,936 | 0 | 166 | ||
| BLACKLINE INC | COM | 09239B109 | 11,644 | 221,325 | SH | SOLE | 221,161 | 0 | 164 | ||
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 186 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BOOKING HLDGS INC | COM | 09857L108 | 283 | 210 | SH | SOLE | 210 | 0 | 0 | ||
| BRICKELL BIOTECH INC | COM | 10802T105 | 1,132 | 950,905 | SH | SOLE | 950,905 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 1,091 | 4,600 | SH | SOLE | 4,400 | 0 | 200 | ||
| BROADCOM INC | 8% CNV PFD SER A | 11135f200 | 9,162 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
| BROOKS AUTOMATION INC NEW | COM | 114340102 | 9,679 | 317,329 | SH | SOLE | 317,114 | 0 | 215 | ||
| BRUKER CORP | COM | 116794108 | 21,683 | 604,657 | SH | SOLE | 604,238 | 0 | 419 | ||
| BUCKLE INC | COM | 118440106 | 10,013 | 730,350 | SH | SOLE | 729,881 | 0 | 469 | ||
| BURLINGTON STORES INC | COM | 122017106 | 16,947 | 106,945 | SH | SOLE | 82,290 | 0 | 24,655 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686aa1 | 2,259 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126ab5 | 4,707 | 4,743,000 | PRN | SOLE | 3,503,000 | 0 | 1,240,000 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161hag3 | 3,848 | 4,019,000 | PRN | SOLE | 3,135,000 | 0 | 884,000 | ||
| CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 101 | 47,500 | SH | SOLE | 47,500 | 0 | 0 | ||
| CENTENE CORP DEL | COM | 15135B101 | 20,864 | 351,181 | SH | SOLE | 53,937 | 0 | 297,244 | ||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 478 | 30,950 | SH | SOLE | 0 | 0 | 30,950 | ||
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912k209 | 1,483 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | COM | 163072101 | 5,857 | 342,932 | SH | SOLE | 342,707 | 0 | 225 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411rag4 | 1,203 | 1,795,000 | PRN | SOLE | 1,795,000 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 1,166 | 16,090 | SH | SOLE | 0 | 0 | 16,090 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949nac3 | 2,900 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 378 | 8,985 | SH | SOLE | 0 | 0 | 8,985 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899aa9 | 3,417 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | COM | 189464100 | 102 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464ab6 | 3,309 | 3,636,000 | PRN | SOLE | 2,847,000 | 0 | 789,000 | ||
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464ac4 | 206 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624raa4 | 1,695 | 2,119,000 | PRN | SOLE | 1,619,000 | 0 | 500,000 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624rab2 | 6,366 | 7,764,000 | PRN | SOLE | 5,724,000 | 0 | 2,040,000 | ||
| COLONY CAP INC NEW | CL A COM | 19626G108 | 147 | 83,908 | SH | SOLE | 74,043 | 0 | 9,865 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625xab8 | 849 | 794,000 | PRN | SOLE | 794,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 1,384 | 40,248 | SH | SOLE | 0 | 0 | 40,248 | ||
| COMMERCIAL METALS CO | COM | 201723103 | 13,841 | 876,587 | SH | SOLE | 876,021 | 0 | 566 | ||
| COMPASS MINERALS INTL INC | COM | 20451N101 | 12,187 | 316,798 | SH | SOLE | 316,580 | 0 | 218 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410af8 | 3,407 | 3,650,000 | PRN | SOLE | 3,650,000 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 567 | 18,424 | SH | SOLE | 0 | 0 | 18,424 | ||
| CONSOLIDATED EDISON INC | COM | 209115104 | 585 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,096 | 14,620 | SH | SOLE | 2,000 | 0 | 12,620 | ||
| CORELOGIC INC | COM | 21871D103 | 19,736 | 646,219 | SH | SOLE | 645,785 | 0 | 434 | ||
| CORESITE RLTY CORP | COM | 21870Q105 | 16,376 | 141,292 | SH | SOLE | 141,191 | 0 | 101 | ||
| CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 10,630 | 334,811 | SH | SOLE | 334,592 | 0 | 219 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 6,497 | 22,785 | SH | SOLE | 50 | 0 | 22,735 | ||
| COUSINS PPTYS INC | COM NEW | 222795502 | 26,650 | 910,480 | SH | SOLE | 909,849 | 0 | 631 | ||
| COVETRUS INC | COM | 22304C100 | 7,452 | 915,471 | SH | SOLE | 914,877 | 0 | 594 | ||
| CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 7,125 | 85,616 | SH | SOLE | 85,563 | 0 | 53 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447ab7 | 2,794 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 4,933 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
| CSG SYS INTL INC | COM | 126349109 | 14,407 | 344,252 | SH | SOLE | 344,046 | 0 | 206 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349af6 | 5,751 | 5,394,000 | PRN | SOLE | 4,459,000 | 0 | 935,000 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943faf7 | 10,993 | 11,246,000 | PRN | SOLE | 9,059,000 | 0 | 2,187,000 | ||
| CULLEN FROST BANKERS INC | COM | 229899109 | 12,014 | 215,340 | SH | SOLE | 215,129 | 0 | 211 | ||
| DANAHER CORPORATION | COM | 235851102 | 28,835 | 208,332 | SH | SOLE | 25,192 | 0 | 183,140 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 7,270 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
| DECKERS OUTDOOR CORP | COM | 243537107 | 8,402 | 62,698 | SH | SOLE | 62,652 | 0 | 46 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131ah0 | 8,675 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470mab5 | 6,299 | 7,765,000 | PRN | SOLE | 7,765,000 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 5,963 | 61,728 | SH | SOLE | 11,655 | 0 | 50,073 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163ab2 | 4,774 | 3,380,000 | PRN | SOLE | 3,380,000 | 0 | 0 | ||
| DOMINOS PIZZA INC | COM | 25754A201 | 4,893 | 15,100 | SH | SOLE | 0 | 0 | 15,100 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475ab7 | 8,813 | 10,188,000 | PRN | SOLE | 8,341,000 | 0 | 1,847,000 | ||
| EASTERLY GOVT PPTYS INC | COM | 27616P103 | 18,359 | 745,075 | SH | SOLE | 535,319 | 0 | 209,756 | ||
| EASTGROUP PPTY INC | COM | 277276101 | 25,121 | 240,435 | SH | SOLE | 240,271 | 0 | 164 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875taa9 | 6,885 | 6,902,000 | PRN | SOLE | 5,163,000 | 0 | 1,739,000 | ||
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414h202 | 1,376 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | COM | 285512109 | 811 | 8,100 | SH | SOLE | 0 | 0 | 8,100 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 11,607 | 200,602 | SH | SOLE | 200,477 | 0 | 125 | ||
| 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 | 8,285 | 9,036,000 | PRN | SOLE | 6,807,000 | 0 | 2,229,000 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554ak8 | 901 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 1,149 | 80,330 | SH | SOLE | 0 | 0 | 80,330 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404kab2 | 3,101 | 3,025,000 | PRN | SOLE | 3,025,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 1,665 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
| ETSY INC | NOTE 3/0 | 29786aac0 | 8,332 | 6,599,000 | PRN | SOLE | 6,599,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | CL A | 30050B101 | 181 | 33,397 | SH | SOLE | 33,397 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050bab7 | 4,618 | 5,304,000 | PRN | SOLE | 4,622,000 | 0 | 682,000 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050bad3 | 2,070 | 3,200,000 | PRN | SOLE | 3,200,000 | 0 | 0 | ||
| EVOLUS INC | COM | 30052C107 | 158 | 38,016 | SH | SOLE | 38,016 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063paa3 | 10,084 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063pac9 | 1,578 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 629 | 16,555 | SH | SOLE | 0 | 0 | 16,555 | ||
| EZCORP INC | NOTE 2.375% 5/0 | 302301ae6 | 370 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| EZCORP INC | NOTE 2.875% 7/0 | 302301af3 | 957 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 4,708 | 28,225 | SH | SOLE | 1,300 | 0 | 26,925 | ||
| FERRARI N V | COM | N3167Y103 | 282 | 1,850 | SH | SOLE | 1,650 | 0 | 200 | ||
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 3,832 | 154,000 | SH | SOLE | 23,700 | 0 | 130,300 | ||
| FIREEYE INC | COM | 31816Q101 | 127 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.000% 6/0 | 31816qab7 | 7,045 | 7,097,000 | PRN | SOLE | 5,158,000 | 0 | 1,939,000 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816qad3 | 2,439 | 2,567,000 | PRN | SOLE | 2,042,000 | 0 | 525,000 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816qaf8 | 6,187 | 7,343,000 | PRN | SOLE | 7,343,000 | 0 | 0 | ||
| FIRST TR NASDAQ-100 TECH IND | SHS | 337345102 | 740 | 8,750 | SH | SOLE | 8,750 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 11,136 | 117,238 | SH | SOLE | 24,749 | 0 | 92,489 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307ab7 | 3,800 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 10,261 | 185,915 | SH | SOLE | 29,368 | 0 | 156,547 | ||
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 3,460 | 4,733 | SH | SOLE | 4,733 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959jak4 | 13,415 | 14,400,000 | PRN | SOLE | 14,400,000 | 0 | 0 | ||
| FRANCO NEVADA CORP | COM | 351858105 | 14,512 | 145,821 | SH | SOLE | 18,438 | 0 | 127,383 | ||
| FULTON FINL CORP PA | COM | 360271100 | 17,771 | 1,546,637 | SH | SOLE | 1,545,650 | 0 | 987 | ||
| GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165lab4 | 4,467 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 91 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 273 | 3,650 | SH | SOLE | 0 | 0 | 3,650 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 235 | 1,520 | SH | SOLE | 0 | 0 | 1,520 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657ak7 | 3,364 | 4,150,000 | PRN | SOLE | 4,150,000 | 0 | 0 | ||
| GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 11,258 | 254,368 | SH | SOLE | 254,202 | 0 | 166 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171vaa8 | 4,099 | 4,199,000 | PRN | SOLE | 4,199,000 | 0 | 0 | ||
| HANGER INC | COM NEW | 41043F208 | 5,815 | 373,206 | SH | SOLE | 372,957 | 0 | 249 | ||
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 1,357 | 38,500 | SH | SOLE | 0 | 0 | 38,500 | ||
| HEALTHCARE SVCS GROUP INC | COM | 421906108 | 23,961 | 1,002,140 | SH | SOLE | 1,001,485 | 0 | 655 | ||
| HEICO CORP NEW | CL A | 422806208 | 23,137 | 362,088 | SH | SOLE | 972 | 0 | 361,116 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703mad5 | 2,820 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| HERCULES CAPITAL INC | COM | 427096508 | 370 | 48,467 | SH | SOLE | 48,467 | 0 | 0 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096af9 | 5,834 | 6,420,000 | PRN | SOLE | 5,230,000 | 0 | 1,190,000 | ||
| HERON THERAPEUTICS INC | COM | 427746102 | 7,869 | 670,238 | SH | SOLE | 669,802 | 0 | 436 | ||
| HMS HLDGS CORP | COM | 40425J101 | 24,106 | 953,930 | SH | SOLE | 953,292 | 0 | 638 | ||
| HOME DEPOT INC | COM | 437076102 | 3,954 | 21,178 | SH | SOLE | 176 | 0 | 21,002 | ||
| HORACE MANN EDUCATORS CORP N | COM | 440327104 | 15,079 | 412,113 | SH | SOLE | 411,846 | 0 | 267 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052tab7 | 6,593 | 5,603,000 | PRN | SOLE | 5,603,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573ab6 | 4,941 | 3,310,000 | PRN | SOLE | 3,310,000 | 0 | 0 | ||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 925 | 112,713 | SH | SOLE | 0 | 0 | 112,713 | ||
| I3 VERTICALS INC | COM CL A | 46571Y107 | 210 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| IAA INC | COM | 449253103 | 7,101 | 237,013 | SH | SOLE | 236,863 | 0 | 150 | ||
| IAC INTERACTIVECORP | COM | 44919P508 | 17,943 | 100,112 | SH | SOLE | 5,397 | 0 | 94,715 | ||
| IBERIABANK CORP | COM | 450828108 | 13,427 | 371,321 | SH | SOLE | 371,084 | 0 | 237 | ||
| ICON PLC | SHS | G4705A100 | 35,239 | 259,110 | SH | SOLE | 258,930 | 0 | 180 | ||
| IDACORP INC | COM | 451107106 | 40,050 | 456,206 | SH | SOLE | 402,210 | 0 | 53,996 | ||
| II VI INC | NOTE 0.250% 9/0 | 902104ab4 | 9,434 | 10,248,000 | PRN | SOLE | 8,473,000 | 0 | 1,775,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327ah2 | 3,201 | 2,615,000 | PRN | SOLE | 2,615,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327ak5 | 970 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| INCYTE CORP | NOTE 1.250%11/1 | 45337can2 | 1,590 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | ||
| INFINERA CORP | COM | 45667G103 | 543 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667gac7 | 1,449 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| INGEVITY CORP | COM | 45688C107 | 16,628 | 472,387 | SH | SOLE | 467,679 | 0 | 4,708 | ||
| INOVIO PHARMACEUTICALS INC | NOTE 6.500% 3/0 | 45773hab8 | 4,427 | 3,000,000 | PRN | SOLE | 2,010,000 | 0 | 990,000 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772fac1 | 8,465 | 5,695,000 | PRN | SOLE | 5,220,000 | 0 | 475,000 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669aa7 | 3,848 | 4,550,000 | PRN | SOLE | 4,550,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784pah4 | 1,843 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 219 | 4,050 | SH | SOLE | 4,050 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 13,555 | 167,859 | SH | SOLE | 1,216 | 0 | 166,643 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 535 | 4,823 | SH | SOLE | 1,700 | 0 | 3,123 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 1,254 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| INTRICON CORP | COM | 46121H109 | 5,303 | 450,562 | SH | SOLE | 450,263 | 0 | 299 | ||
| INTUIT | COM | 461202103 | 7,393 | 32,144 | SH | SOLE | 6,699 | 0 | 25,445 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333xad0 | 4,028 | 3,800,000 | PRN | SOLE | 2,847,000 | 0 | 953,000 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 342 | 1,323 | SH | SOLE | 0 | 0 | 1,323 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 975 | 8,520 | SH | SOLE | 8,520 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 14,307 | 125,000 | SH | Call | SOLE | 125,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 109,023 | 952,500 | SH | Put | SOLE | 952,500 | 0 | 0 | |
| ISHARES TR | CORE S&P SCP ETF | 464287804 | 813 | 14,486 | SH | SOLE | 13,496 | 0 | 990 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337aj3 | 4,956 | 4,871,000 | PRN | SOLE | 4,871,000 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031ucb5 | 4,761 | 4,925,000 | PRN | SOLE | 3,741,000 | 0 | 1,184,000 | ||
| JACOBS ENGR GROUP INC | COM | 469814107 | 221 | 2,790 | SH | SOLE | 0 | 0 | 2,790 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145ab7 | 8,405 | 8,710,000 | PRN | SOLE | 7,010,000 | 0 | 1,700,000 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145ad3 | 2,623 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| JD COM INC | SPON ADR CL A | 47215P106 | 423 | 10,445 | SH | SOLE | 0 | 0 | 10,445 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 10,573 | 80,633 | SH | SOLE | 175 | 0 | 80,458 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 18,013 | 200,073 | SH | SOLE | 28,972 | 0 | 171,101 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 412 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
| K12 INC | COM | 48273u102 | 14,693 | 779,074 | SH | SOLE | 778,589 | 0 | 485 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548af0 | 1,895 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242wab2 | 2,077 | 1,965,000 | PRN | SOLE | 1,965,000 | 0 | 0 | ||
| KKR & CO INC | CL A | 48251W104 | 3,138 | 133,718 | SH | SOLE | 8,500 | 0 | 125,218 | ||
| KLA CORPORATION | COM NEW | 482480100 | 446 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926dab5 | 2,075 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 414 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 324 | 1,350 | SH | SOLE | 1,350 | 0 | 0 | ||
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603baa5 | 2,256 | 2,019,000 | PRN | SOLE | 2,019,000 | 0 | 0 | ||
| LENNAR CORP | CL A | 526057104 | 396 | 10,364 | SH | SOLE | 5,080 | 0 | 5,284 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229af9 | 3,309 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220kaf5 | 7,338 | 8,875,000 | PRN | SOLE | 8,875,000 | 0 | 0 | ||
| LITTELFUSE INC | COM | 537008104 | 26,783 | 200,742 | SH | SOLE | 173,157 | 0 | 27,585 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034aq2 | 5,651 | 5,935,000 | PRN | SOLE | 5,935,000 | 0 | 0 | ||
| LKQ CORP | COM | 501889208 | 19,946 | 972,513 | SH | SOLE | 971,847 | 0 | 666 | ||
| LUCKIN COFFEE INC | SPONSORED ADS | 54951L109 | 218 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024uab5 | 7,818 | 5,751,000 | PRN | SOLE | 5,751,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 992 | 39,300 | SH | SOLE | 14,500 | 0 | 24,800 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164yab3 | 5,103 | 6,400,000 | PRN | SOLE | 4,720,000 | 0 | 1,680,000 | ||
| MASCO CORP | COM | 574599106 | 346 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
| MCDONALDS CORP | COM | 580135101 | 4,911 | 29,699 | SH | SOLE | 3,000 | 0 | 26,699 | ||
| MEDNAX INC | COM | 58502B106 | 8,626 | 741,043 | SH | SOLE | 740,527 | 0 | 516 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733rad4 | 3,911 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 184 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017ad6 | 5,211 | 3,631,000 | PRN | SOLE | 3,631,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017af1 | 11,646 | 11,300,000 | PRN | SOLE | 11,300,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 231 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112av5 | 3,458 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 15,000 | 95,110 | SH | SOLE | 11,312 | 0 | 83,798 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879bab3 | 2,275 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
| MONDELEZ INTL INC | CL A | 609207105 | 5,809 | 115,988 | SH | SOLE | 758 | 0 | 115,230 | ||
| MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 4,963 | 411,857 | SH | SOLE | 1,452 | 0 | 410,405 | ||
| MONRO INC | COM | 610236101 | 7,181 | 163,901 | SH | SOLE | 163,795 | 0 | 106 | ||
| MSA SAFETY INC | COM | 553498106 | 13,051 | 128,958 | SH | SOLE | 128,879 | 0 | 79 | ||
| MUELLER INDS INC | COM | 624756102 | 20,707 | 864,946 | SH | SOLE | 864,388 | 0 | 558 | ||
| NATIONAL INSTRS CORP | COM | 636518102 | 9,872 | 298,422 | SH | SOLE | 298,206 | 0 | 216 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 250 | 33,000 | SH | SOLE | 0 | 0 | 33,000 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125cad1 | 5,560 | 4,350,000 | PRN | SOLE | 4,350,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 1.750% 6/0 | 64157faa1 | 3,604 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| NEW MTN FIN CORP | COM | 647551100 | 8,271 | 1,216,280 | SH | SOLE | 222,254 | 0 | 994,026 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551ac4 | 2,507 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829bab6 | 3,651 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944p307 | 3,757 | 86,366 | SH | SOLE | 86,366 | 0 | 0 | ||
| NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | 66 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 8,128 | 33,780 | SH | SOLE | 0 | 0 | 33,780 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,270 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| NIC INC | COM | 62914b100 | 22,177 | 964,214 | SH | SOLE | 963,575 | 0 | 639 | ||
| NIKE INC | CL B | 654106103 | 2,685 | 32,450 | SH | SOLE | 0 | 0 | 32,450 | ||
| NORTHERN TR CORP | COM | 665859104 | 981 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 4,317 | 14,270 | SH | SOLE | 0 | 0 | 14,270 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008ad3 | 4,126 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| NOVO-NORDISK A S | ADR | 670100205 | 5,441 | 90,375 | SH | SOLE | 0 | 0 | 90,375 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020yag5 | 6,751 | 6,473,000 | PRN | SOLE | 4,754,000 | 0 | 1,719,000 | ||
| NUTANIX INC | NOTE 1/1 | 67059nab4 | 9,648 | 11,847,000 | PRN | SOLE | 10,115,000 | 0 | 1,732,000 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704ag0 | 1,176 | 1,125,000 | PRN | SOLE | 1,125,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 436 | 1,653 | SH | SOLE | 1,650 | 0 | 3 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 574 | 6,920 | SH | SOLE | 2,300 | 0 | 4,620 | ||
| OCWEN FINL CORP | COM NEW | 675746309 | 27 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
| OIL STS INTL INC | COM | 678026105 | 2,936 | 1,446,400 | SH | SOLE | 1,445,439 | 0 | 961 | ||
| OKTA INC | NOTE 0.250% 2/1 | 679295ab1 | 831 | 325,000 | PRN | SOLE | 325,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189ak1 | 5,753 | 5,764,000 | PRN | SOLE | 5,199,000 | 0 | 565,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189ap0 | 998 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 3,096 | 762,521 | SH | SOLE | 762,004 | 0 | 517 | ||
| ONTO INNOVATION INC | COM | 683344105 | 13,911 | 468,873 | SH | SOLE | 468,563 | 0 | 310 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044ad7 | 7,580 | 8,000,000 | PRN | SOLE | 6,427,000 | 0 | 1,573,000 | ||
| PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127ad2 | 9,246 | 9,595,000 | PRN | SOLE | 7,993,000 | 0 | 1,602,000 | ||
| PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 8 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 492 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435ad7 | 6,244 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | COM | 699374302 | 56 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374ab0 | 2,653 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343ab9 | 2,472 | 3,100,000 | PRN | SOLE | 2,292,000 | 0 | 808,000 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 348 | 3,639 | SH | SOLE | 2,639 | 0 | 1,000 | ||
| PDC ENERGY INC | COM | 69327R101 | 2,386 | 384,233 | SH | SOLE | 383,984 | 0 | 249 | ||
| PEPSICO INC | COM | 713448108 | 4,980 | 41,462 | SH | SOLE | 143 | 0 | 41,319 | ||
| PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 15,992 | 646,922 | SH | SOLE | 646,481 | 0 | 441 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 1,966 | 26,950 | SH | SOLE | 0 | 0 | 26,950 | ||
| PLANTRONICS INC NEW | COM | 727493108 | 2,371 | 235,708 | SH | SOLE | 235,555 | 0 | 153 | ||
| POLYONE CORP | COM | 73179P106 | 19,001 | 1,001,621 | SH | SOLE | 1,000,961 | 0 | 660 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640qab1 | 9,182 | 9,275,000 | PRN | SOLE | 7,808,000 | 0 | 1,467,000 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354nab2 | 3,336 | 3,775,000 | PRN | SOLE | 3,775,000 | 0 | 0 | ||
| PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 15,791 | 430,520 | SH | SOLE | 430,225 | 0 | 295 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503as5 | 4,223 | 3,800,000 | PRN | SOLE | 3,800,000 | 0 | 0 | ||
| PRIMO WATER CORPORATION | COM | 74167P108 | 13,301 | 1,468,124 | SH | SOLE | 1,467,159 | 0 | 965 | ||
| PROCTER & GAMBLE CO | COM | 742718109 | 1,284 | 11,674 | SH | SOLE | 0 | 0 | 11,674 | ||
| PROSPERITY BANCSHARES INC | COM | 743606105 | 18,134 | 375,833 | SH | SOLE | 375,585 | 0 | 248 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366jab7 | 2,569 | 2,300,000 | PRN | SOLE | 1,767,000 | 0 | 533,000 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624mab8 | 5,883 | 6,775,000 | PRN | SOLE | 6,775,000 | 0 | 0 | ||
| QUAKER CHEM CORP | COM | 747316107 | 25,829 | 204,540 | SH | SOLE | 192,356 | 0 | 12,184 | ||
| QUALCOMM INC | COM | 747525103 | 3,859 | 57,050 | SH | SOLE | 2,200 | 0 | 54,850 | ||
| QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119ab9 | 2,412 | 2,600,000 | PRN | SOLE | 1,967,000 | 0 | 633,000 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469aa6 | 3,159 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917ag1 | 6,493 | 6,711,000 | PRN | SOLE | 5,945,000 | 0 | 766,000 | ||
| RAPID7 INC | NOTE 1.250% 8/0 | 753422ab0 | 1,212 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 24,906 | 394,086 | SH | SOLE | 287,493 | 0 | 106,593 | ||
| RAYTHEON CO | COM NEW | 755111507 | 1,582 | 12,060 | SH | SOLE | 1,800 | 0 | 10,260 | ||
| REALPAGE INC | COM | 75606N109 | 17,393 | 328,603 | SH | SOLE | 287,546 | 0 | 41,057 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606nab5 | 3,492 | 2,556,000 | PRN | SOLE | 2,556,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 1.750% 7/1 | 75737faa6 | 3,119 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075ac9 | 1,202 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| REGENERON PHARMACEUTICALS | COM | 75886F107 | 673 | 1,378 | SH | SOLE | 1,200 | 0 | 178 | ||
| RENASANT CORP | COM | 75970E107 | 22,367 | 1,024,131 | SH | SOLE | 1,023,442 | 0 | 689 | ||
| REPLIGEN CORP | COM | 759916109 | 31,543 | 326,739 | SH | SOLE | 326,506 | 0 | 233 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916ab5 | 4,506 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
| RESOURCES CONNECTION INC | COM | 76122Q105 | 15,846 | 1,444,509 | SH | SOLE | 1,443,573 | 0 | 936 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299ab2 | 1,348 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967xaa1 | 2,734 | 3,401,000 | PRN | SOLE | 3,401,000 | 0 | 0 | ||
| RIBBON COMMUNICATIONS INC | COM | 762544104 | 273 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| RITCHIE BROS AUCTIONEERS | COM | 767744105 | 24,098 | 705,045 | SH | SOLE | 704,590 | 0 | 455 | ||
| RLI CORP | COM | 749607107 | 28,468 | 323,756 | SH | SOLE | 269,127 | 0 | 54,629 | ||
| RLJ LODGING TR | COM | 74965L101 | 10,577 | 1,370,129 | SH | SOLE | 1,369,232 | 0 | 897 | ||
| ROPER TECHNOLOGIES INC | COM | 776696106 | 11,757 | 37,706 | SH | SOLE | 7,495 | 0 | 30,211 | ||
| SAIA INC | COM | 78709Y105 | 11,174 | 151,948 | SH | SOLE | 151,843 | 0 | 105 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607ab6 | 4,558 | 2,885,000 | PRN | SOLE | 2,885,000 | 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 | 4,755 | 5,140,000 | PRN | SOLE | 4,120,000 | 0 | 1,020,000 | ||
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904an1 | 6,945 | 8,641,000 | PRN | SOLE | 8,641,000 | 0 | 0 | ||
| SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 610 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| SEATTLE GENETICS INC | COM | 812578102 | 231 | 2,000 | SH | SOLE | 0 | 0 | 2,000 | ||
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 4,578 | 47,840 | SH | SOLE | 47,840 | 0 | 0 | ||
| SEMTECH CORP | COM | 816850101 | 22,474 | 599,317 | SH | SOLE | 598,929 | 0 | 388 | ||
| SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 9,005 | 206,957 | SH | SOLE | 206,830 | 0 | 127 | ||
| SERVICENOW INC | COM | 81762P102 | 630 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762pac6 | 3,715 | 1,737,000 | PRN | SOLE | 1,737,000 | 0 | 0 | ||
| SHERWIN WILLIAMS CO | COM | 824348106 | 1,930 | 4,200 | SH | SOLE | 0 | 0 | 4,200 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | g81075af3 | 2,767 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919ab8 | 4,158 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 334 | 71,450 | SH | SOLE | 71,450 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,031 | 4,000 | SH | SOLE | 3,000 | 0 | 1,000 | ||
| SPDR SER TR | BLMBRG BRC CNVRT | 78464A359 | 449 | 9,385 | SH | SOLE | 9,385 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860wab8 | 6,931 | 7,373,000 | PRN | SOLE | 5,539,000 | 0 | 1,834,000 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637ac8 | 8,081 | 7,488,000 | PRN | SOLE | 7,488,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637ad6 | 2,752 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SQUARE INC | CL A | 852234103 | 2,677 | 51,114 | SH | SOLE | 0 | 0 | 51,114 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234ad5 | 9,530 | 9,230,000 | PRN | SOLE | 9,230,000 | 0 | 0 | ||
| SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 1,416 | 32,313 | SH | SOLE | 28,846 | 0 | 3,467 | ||
| STANDARD MTR PRODS INC | COM | 853666105 | 11,974 | 288,043 | SH | SOLE | 287,864 | 0 | 179 | ||
| STARBUCKS CORP | COM | 855244109 | 5,191 | 78,958 | SH | SOLE | 22,260 | 0 | 56,698 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652al3 | 257 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
| SVB FINANCIAL GROUP | COM | 78486Q101 | 242 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157dad1 | 7,103 | 6,843,000 | PRN | SOLE | 5,973,000 | 0 | 870,000 | ||
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 160 | 52,500 | SH | SOLE | 52,500 | 0 | 0 | ||
| SYNEOS HEALTH INC | CL A | 87166B102 | 23,098 | 585,943 | SH | SOLE | 585,540 | 0 | 403 | ||
| TARGET CORP | COM | 87612E106 | 395 | 4,250 | SH | SOLE | 3,650 | 0 | 600 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155ae0 | 1,038 | 1,380,000 | PRN | SOLE | 1,380,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918aab1 | 4,758 | 1,343,000 | PRN | SOLE | 1,343,000 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 29,362 | 98,773 | SH | SOLE | 98,694 | 0 | 79 | ||
| TERADYNE INC | COM | 880770102 | 271 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770ag7 | 3,081 | 1,720,000 | PRN | SOLE | 1,720,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 3,120 | 31,225 | SH | SOLE | 2,200 | 0 | 29,025 | ||
| TEXAS ROADHOUSE INC | COM | 882681109 | 13,723 | 332,288 | SH | SOLE | 332,065 | 0 | 223 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338tab0 | 2,719 | 2,926,000 | PRN | SOLE | 2,926,000 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 1,453 | 5,125 | SH | SOLE | 0 | 0 | 5,125 | ||
| TILRAY INC | NOTE 5.000%10/0 | 88688tab6 | 315 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TIVO CORP | COM | 88870P106 | 283 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 433 | 31,100 | SH | SOLE | 31,100 | 0 | 0 | ||
| TRANSDIGM GROUP INC | COM | 893641100 | 544 | 1,700 | SH | SOLE | 0 | 0 | 1,700 | ||
| TRUPANION INC | COM | 898202106 | 7,633 | 293,234 | SH | SOLE | 293,041 | 0 | 193 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305rad1 | 5,133 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| TUTOR PERINI CORP | COM | 901109108 | 124 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109ad0 | 7,574 | 8,221,000 | PRN | SOLE | 6,794,000 | 0 | 1,427,000 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138fab8 | 5,218 | 3,726,000 | PRN | SOLE | 3,726,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184lad4 | 9,338 | 9,791,000 | PRN | SOLE | 7,057,000 | 0 | 2,734,000 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184laf9 | 2,763 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
| TYSON FOODS INC | CL A | 902494103 | 862 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| UMH PPTYS INC | COM | 903002103 | 185 | 17,000 | SH | SOLE | 0 | 0 | 17,000 | ||
| UNION PAC CORP | COM | 907818108 | 7,003 | 49,650 | SH | SOLE | 0 | 0 | 49,650 | ||
| UNISYS CORP | COM NEW | 909214306 | 10,604 | 858,590 | SH | SOLE | 858,012 | 0 | 578 | ||
| UNITED RENTALS INC | COM | 911363109 | 242 | 2,350 | SH | SOLE | 2,350 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 4/1 | 92240mbc1 | 3,749 | 3,680,000 | PRN | SOLE | 2,562,000 | 0 | 1,118,000 | ||
| VERINT SYS INC | COM | 92343X100 | 494 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343xaa8 | 8,573 | 8,712,000 | PRN | SOLE | 7,280,000 | 0 | 1,432,000 | ||
| VERISIGN INC | COM | 92343E102 | 270 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 5,222 | 97,184 | SH | SOLE | 0 | 0 | 97,184 | ||
| VERTIV HOLDINGS CO | COM CL A | 92537N108 | 297 | 34,345 | SH | SOLE | 34,345 | 0 | 0 | ||
| VIACOMCBS INC | CL B | 92556H206 | 245 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550ae5 | 3,223 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 15,757 | 97,799 | SH | SOLE | 10,225 | 0 | 87,574 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298ap3 | 2,259 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 492 | 30,826 | SH | SOLE | 30,826 | 0 | 0 | ||
| VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857fab3 | 1,989 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 20,149 | 238,024 | SH | SOLE | 237,871 | 0 | 153 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419lab7 | 3,546 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596ac5 | 4,008 | 4,686,000 | PRN | SOLE | 3,401,000 | 0 | 1,285,000 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973vbg1 | 2,482 | 782,000 | PRN | SOLE | 782,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 301 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 17,647 | 13,841 | SH | SOLE | 7,589 | 0 | 6,252 | ||
| WESTAMERICA BANCORPORATION | COM | 957090103 | 27,411 | 466,335 | SH | SOLE | 466,036 | 0 | 299 | ||
| WESTERN ALLIANCE BANCORP | COM | 957638109 | 19,998 | 653,307 | SH | SOLE | 652,861 | 0 | 446 | ||
| WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 88 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790daa3 | 1,398 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 271 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102ap0 | 1,349 | 1,520,000 | PRN | SOLE | 1,520,000 | 0 | 0 | ||
| WILEY JOHN & SONS INC | CL A | 968223206 | 23,931 | 638,337 | SH | SOLE | 637,911 | 0 | 426 | ||
| WIX COM LTD | NOTE 7/0 | 92940wab5 | 1,186 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| WOODWARD INC | COM | 980745103 | 16,338 | 274,861 | SH | SOLE | 224,777 | 0 | 50,084 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138haf8 | 5,085 | 4,584,000 | PRN | SOLE | 4,584,000 | 0 | 0 | ||
| WSFS FINL CORP | COM | 929328102 | 15,340 | 615,556 | SH | SOLE | 615,160 | 0 | 396 | ||
| XILINX INC | COM | 983919101 | 5,060 | 64,925 | SH | SOLE | 6,750 | 0 | 58,175 | ||
| ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 38,054 | 207,268 | SH | SOLE | 137,758 | 0 | 69,510 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936jab7 | 2,786 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| ZOETIS INC | CL A | 98978V103 | 9,792 | 83,199 | SH | SOLE | 8,923 | 0 | 74,276 | ||