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 |
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 1,657 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 6,103 | 4,909,000 | PRN | SOLE | 4,909,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 330 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
ABBVIE INC | COM | 00287Y109 | 7,888 | 70,028 | SH | SOLE | 4,811 | 0 | 65,217 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 46,399 | 739,427 | SH | SOLE | 738,482 | 0 | 945 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 259 | 877 | SH | SOLE | 0 | 0 | 877 | ||
ACI WORLDWIDE INC | COM | 004498101 | 40,720 | 1,096,384 | SH | SOLE | 1,094,976 | 0 | 1,408 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 865 | 9,065 | SH | SOLE | 0 | 0 | 9,065 | ||
ADAPTHEALTH CORP | COM CL A | 00653Q102 | 12,561 | 458,254 | SH | SOLE | 457,659 | 0 | 595 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 7,932 | 13,545 | SH | SOLE | 0 | 0 | 13,545 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 7,739 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 4,408 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,108 | 3,850 | SH | SOLE | 0 | 0 | 3,850 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,016 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,286 | 3,269,000 | PRN | SOLE | 3,269,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 2,897 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 7,251 | 31,975 | SH | SOLE | 15 | 0 | 31,960 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 3,895 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 2,674 | 1,095 | SH | SOLE | 0 | 0 | 1,095 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 21,098 | 8,418 | SH | SOLE | 20 | 0 | 8,398 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 28,323 | 410,650 | SH | SOLE | 410,123 | 0 | 527 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 3,107 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1,200 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 55,468 | 853,093 | SH | SOLE | 809,076 | 0 | 44,017 | ||
ALTRIA GROUP INC | COM | 02209S103 | 779 | 16,340 | SH | SOLE | 0 | 0 | 16,340 | ||
AMAZON COM INC | COM | 023135106 | 36,273 | 10,544 | SH | SOLE | 908 | 0 | 9,636 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 244 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 7,251 | 147,385 | SH | SOLE | 147,385 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 455 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
AMERISAFE INC | COM | 03071H100 | 18,203 | 304,953 | SH | SOLE | 304,481 | 0 | 472 | ||
AMETEK INC | COM | 031100100 | 18,340 | 137,382 | SH | SOLE | 22,710 | 0 | 114,672 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 35,057 | 512,456 | SH | SOLE | 44,553 | 0 | 467,903 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 6,173 | 3,306,000 | PRN | SOLE | 3,306,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 3,860 | 3,816,000 | PRN | SOLE | 1,931,000 | 0 | 1,885,000 | ||
APPLE INC | COM | 037833100 | 60,341 | 440,577 | SH | SOLE | 25,583 | 0 | 414,994 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 62,577 | 687,211 | SH | SOLE | 686,332 | 0 | 879 | ||
APPLIED MATLS INC | COM | 038222105 | 21,860 | 153,513 | SH | SOLE | 20,454 | 0 | 133,059 | ||
APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823UAB8 | 862 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 2,248 | 2,074,000 | PRN | SOLE | 1,476,000 | 0 | 598,000 | ||
ARES CAPITAL CORP | COM | 04010L103 | 8,593 | 438,641 | SH | SOLE | 19,096 | 0 | 419,545 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 3,480 | 3,323,000 | PRN | SOLE | 1,475,000 | 0 | 1,848,000 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 15,388 | 117,665 | SH | SOLE | 0 | 0 | 117,665 | ||
ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 4,148 | 26,925 | SH | SOLE | 0 | 0 | 26,925 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 4,121 | 3,223,000 | PRN | SOLE | 3,223,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 7,393 | 6,814,000 | PRN | SOLE | 5,018,000 | 0 | 1,796,000 | ||
AUTODESK INC | COM | 052769106 | 234 | 800 | SH | SOLE | 0 | 0 | 800 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 3,769 | 3,200,000 | PRN | SOLE | 2,360,000 | 0 | 840,000 | ||
AVID BIOSERVICES INC | COM | 05368M106 | 22,291 | 869,040 | SH | SOLE | 867,963 | 0 | 1,077 | ||
AVIENT CORPORATION | COM | 05368V106 | 55,337 | 1,125,660 | SH | SOLE | 1,124,215 | 0 | 1,445 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 2,712 | 1,660,000 | PRN | SOLE | 1,660,000 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 35,953 | 701,526 | SH | SOLE | 700,612 | 0 | 914 | ||
BECTON DICKINSON & CO | COM | 075887109 | 10,735 | 44,143 | SH | SOLE | 6,260 | 0 | 37,883 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 965 | 1,032,000 | PRN | SOLE | 420,000 | 0 | 612,000 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,349 | 8 | SH | SOLE | 0 | 0 | 8 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 8,523 | 30,666 | SH | SOLE | 172 | 0 | 30,494 | ||
BIOLIFE SOLUTIONS INC | COM NEW | 09062W204 | 21,173 | 475,684 | SH | SOLE | 475,067 | 0 | 617 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 209 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 3,119 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,442 | 2,429,000 | PRN | SOLE | 2,429,000 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 519 | 12,600 | SH | SOLE | 6,600 | 0 | 6,000 | ||
BLACK KNIGHT INC | COM | 09215C105 | 7,317 | 93,834 | SH | SOLE | 159 | 0 | 93,675 | ||
BLACKBAUD INC | COM | 09227Q100 | 28,487 | 372,040 | SH | SOLE | 371,554 | 0 | 486 | ||
BLACKLINE INC | COM | 09239B109 | 11,809 | 106,130 | SH | SOLE | 105,992 | 0 | 138 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 7,434 | 4,614,000 | PRN | SOLE | 4,614,000 | 0 | 0 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238QAD5 | 161 | 158,000 | PRN | SOLE | 0 | 0 | 158,000 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 3,526 | 3,459,000 | PRN | SOLE | 1,518,000 | 0 | 1,941,000 | ||
BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 1,985 | 819,000 | PRN | SOLE | 819,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 416 | 190 | SH | SOLE | 190 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 11,753 | 8,312,000 | PRN | SOLE | 8,312,000 | 0 | 0 | ||
BRICKELL BIOTECH INC | COM | 10802T105 | 905 | 950,905 | SH | SOLE | 0 | 0 | 950,905 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 3,089 | 1,881,000 | PRN | SOLE | 1,881,000 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 8,969 | 18,810 | SH | SOLE | 2,837 | 0 | 15,973 | ||
BROOKS AUTOMATION INC NEW | COM | 114340102 | 37,816 | 396,898 | SH | SOLE | 396,384 | 0 | 514 | ||
BRUKER CORP | COM | 116794108 | 48,007 | 631,841 | SH | SOLE | 631,011 | 0 | 830 | ||
BUCKLE INC | COM | 118440106 | 30,361 | 610,267 | SH | SOLE | 609,479 | 0 | 788 | ||
BURLINGTON STORES INC | COM | 122017106 | 4,668 | 14,496 | SH | SOLE | 44 | 0 | 14,452 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 13,296 | 8,359,000 | PRN | SOLE | 8,359,000 | 0 | 0 | ||
CANOO INC | *W EXP 12/21/202 | 13803R110 | 241 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 24,686 | 338,487 | SH | SOLE | 44,657 | 0 | 293,830 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 600 | 24,450 | SH | SOLE | 0 | 0 | 24,450 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 2,887 | 37,455 | SH | SOLE | 37,455 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 232 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 20,220 | 373,202 | SH | SOLE | 372,717 | 0 | 485 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 3,947 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 7,980 | 4,708,000 | PRN | SOLE | 4,708,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 633 | 6,045 | SH | SOLE | 0 | 0 | 6,045 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 2,560 | 917,000 | PRN | SOLE | 917,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 243 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 1,596 | 1,629,000 | PRN | SOLE | 767,000 | 0 | 862,000 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 1,533 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
COLONY CAPITAL INC | NOTE 5.000% 4/1 | 19624RAA4 | 1,069 | 1,035,000 | PRN | SOLE | 553,000 | 0 | 482,000 | ||
COMCAST CORP NEW | CL A | 20030N101 | 2,278 | 39,948 | SH | SOLE | 0 | 0 | 39,948 | ||
COMMERCIAL METALS CO | COM | 201723103 | 21,346 | 694,873 | SH | SOLE | 693,968 | 0 | 905 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 19,217 | 324,280 | SH | SOLE | 323,865 | 0 | 415 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 8,417 | 5,208,000 | PRN | SOLE | 5,208,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 658 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 359 | 5,000 | SH | SOLE | 0 | 0 | 5,000 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,802 | 11,980 | SH | SOLE | 0 | 0 | 11,980 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 19,751 | 146,736 | SH | SOLE | 146,535 | 0 | 201 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 26,156 | 507,102 | SH | SOLE | 506,451 | 0 | 651 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 8,171 | 20,652 | SH | SOLE | 101 | 0 | 20,551 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 6,326 | 3,651,000 | PRN | SOLE | 3,651,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 3,472 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 34,696 | 943,340 | SH | SOLE | 942,090 | 0 | 1,250 | ||
COVETRUS INC | COM | 22304C100 | 30,794 | 1,140,530 | SH | SOLE | 1,139,046 | 0 | 1,484 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 12,039 | 81,092 | SH | SOLE | 80,989 | 0 | 103 | ||
CREE INC | COM | 225447101 | 392 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 18,093 | 383,481 | SH | SOLE | 382,974 | 0 | 507 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 5,516 | 5,351,000 | PRN | SOLE | 3,858,000 | 0 | 1,493,000 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 28,248 | 252,216 | SH | SOLE | 251,835 | 0 | 381 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 3,962 | 3,655,000 | PRN | SOLE | 3,655,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 54,479 | 203,009 | SH | SOLE | 13,773 | 0 | 189,236 | ||
DANIMER SCIENTIFIC INC | COM CL A | 236272100 | 11,734 | 468,439 | SH | SOLE | 420,016 | 0 | 48,423 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 4,138 | 3,093,000 | PRN | SOLE | 3,093,000 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 24,325 | 63,334 | SH | SOLE | 63,252 | 0 | 82 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 6,926 | 6,627,000 | PRN | SOLE | 6,627,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 6,923 | 2,659,000 | PRN | SOLE | 2,659,000 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 2,809 | 949,000 | PRN | SOLE | 949,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 3,693 | 3,802,000 | PRN | SOLE | 1,953,000 | 0 | 1,849,000 | ||
DISNEY WALT CO | COM | 254687106 | 13,702 | 77,956 | SH | SOLE | 10,024 | 0 | 67,932 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 5,245 | 1,345,000 | PRN | SOLE | 1,345,000 | 0 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 9,206 | 19,734 | SH | SOLE | 0 | 0 | 19,734 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 14 | 15,000 | PRN | SOLE | 0 | 0 | 15,000 | ||
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 19,729 | 935,899 | SH | SOLE | 687,483 | 0 | 248,416 | ||
EASTGROUP PPTYS INC | COM | 277276101 | 40,353 | 245,384 | SH | SOLE | 245,060 | 0 | 324 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 2,405 | 45,183 | SH | SOLE | 45,183 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,755 | 12,200 | SH | SOLE | 600 | 0 | 11,600 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 37,950 | 602,480 | SH | SOLE | 503,860 | 0 | 98,620 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 2,144 | 1,700,000 | PRN | SOLE | 929,000 | 0 | 771,000 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 1,137 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 3,574 | 2,649,000 | PRN | SOLE | 2,649,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 1,949 | 80,755 | SH | SOLE | 0 | 0 | 80,755 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 4,277 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 13,449 | 5,601,000 | PRN | SOLE | 5,601,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 3,687 | 2,693,000 | PRN | SOLE | 2,693,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,095 | 3,200,000 | PRN | SOLE | 3,200,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 3,996 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 6,306 | 3,551,000 | PRN | SOLE | 3,551,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,032 | 6,301 | SH | SOLE | 6,301 | 0 | 0 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 439 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301AF3 | 1,152 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 10,037 | 28,865 | SH | SOLE | 0 | 0 | 28,865 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 7,336 | 168,800 | SH | SOLE | 0 | 0 | 168,800 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 4,458 | 3,902,000 | PRN | SOLE | 3,902,000 | 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 | 5,747 | 5,781,000 | PRN | SOLE | 2,772,000 | 0 | 3,009,000 | ||
FISERV INC | COM | 337738108 | 15,382 | 143,904 | SH | SOLE | 15,039 | 0 | 128,865 | ||
FORTIVE CORP | COM | 34959J108 | 18,268 | 261,949 | SH | SOLE | 39,004 | 0 | 222,945 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 6,320 | 6,305,000 | PRN | SOLE | 3,777,000 | 0 | 2,528,000 | ||
FRANCO NEV CORP | COM | 351858105 | 16,155 | 111,363 | SH | SOLE | 15,061 | 0 | 96,303 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,998 | 4,175,000 | PRN | SOLE | 4,175,000 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 24,570 | 1,557,050 | SH | SOLE | 1,555,096 | 0 | 1,954 | ||
GENERAL MTRS CO | COM | 37045V100 | 778 | 13,150 | SH | SOLE | 13,150 | 0 | 0 | ||
GIBRALTAR INDS INC | COM | 374689107 | 20,744 | 271,845 | SH | SOLE | 271,487 | 0 | 358 | ||
GILEAD SCIENCES INC | COM | 375558103 | 241 | 3,500 | SH | SOLE | 0 | 0 | 3,500 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 556 | 1,465 | SH | SOLE | 0 | 0 | 1,465 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 4,005 | 3,750,000 | PRN | SOLE | 1,857,000 | 0 | 1,893,000 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 42,188 | 273,183 | SH | SOLE | 272,834 | 0 | 349 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 3,731 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,268 | 3,647,000 | PRN | SOLE | 3,647,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | COM | 405024100 | 550 | 8,250 | SH | SOLE | 8,250 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 3,915 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
HANGER INC | COM NEW | 41043F208 | 12,543 | 496,170 | SH | SOLE | 495,527 | 0 | 643 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 244 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HEALTHCARE SVCS GROUP INC | COM | 421906108 | 29,008 | 918,842 | SH | SOLE | 917,660 | 0 | 1,182 | ||
HEICO CORP NEW | CL A | 422806208 | 32,451 | 261,323 | SH | SOLE | 694 | 0 | 260,629 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 6,985 | 6,420,000 | PRN | SOLE | 4,568,000 | 0 | 1,852,000 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,397 | 4,153,000 | PRN | SOLE | 2,414,000 | 0 | 1,739,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 28,233 | 1,819,131 | SH | SOLE | 1,816,707 | 0 | 2,424 | ||
HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 543 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 14,052 | 44,065 | SH | SOLE | 258 | 0 | 43,807 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 15,387 | 411,186 | SH | SOLE | 410,660 | 0 | 526 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 7,354 | 3,475,000 | PRN | SOLE | 3,475,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,608 | 112,713 | SH | SOLE | 0 | 0 | 112,713 | ||
IAA INC | COM | 449253103 | 16,537 | 303,204 | SH | SOLE | 302,814 | 0 | 390 | ||
IAC INTERACTIVECORP NEW | COM NEW | 44891N208 | 12,294 | 79,744 | SH | SOLE | 1,034 | 0 | 78,710 | ||
ICON PLC | SHS | G4705A100 | 53,992 | 261,198 | SH | SOLE | 260,711 | 0 | 487 | ||
IDACORP INC | COM | 451107106 | 40,664 | 417,069 | SH | SOLE | 416,528 | 0 | 541 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 13,606 | 8,524,000 | PRN | SOLE | 7,905,000 | 0 | 619,000 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 7,715 | 6,074,000 | PRN | SOLE | 5,492,000 | 0 | 582,000 | ||
INDEPENDENT BK CORP MASS | COM | 453836108 | 27,299 | 361,572 | SH | SOLE | 361,075 | 0 | 497 | ||
INFINERA CORP | COM | 45667G103 | 765 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 2,187 | 1,784,000 | PRN | SOLE | 1,784,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 44,197 | 543,227 | SH | SOLE | 542,530 | 0 | 697 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 9,316 | 6,104,000 | PRN | SOLE | 6,104,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 2,513 | 2,274,000 | PRN | SOLE | 2,274,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 7,736 | 5,659,000 | PRN | SOLE | 5,659,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 1,843 | 626,000 | PRN | SOLE | 626,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,653 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 23,874 | 201,125 | SH | SOLE | 5,577 | 0 | 195,548 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 5,604 | 5,052,000 | PRN | SOLE | 5,052,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 633 | 4,315 | SH | SOLE | 1,900 | 0 | 2,415 | ||
INTRICON CORP | COM | 46121H109 | 10,214 | 454,351 | SH | SOLE | 453,760 | 0 | 591 | ||
INTUIT | COM | 461202103 | 4,073 | 8,309 | SH | SOLE | 57 | 0 | 8,252 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 3,146 | 2,320,000 | PRN | SOLE | 2,320,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,334 | 2,127,000 | PRN | SOLE | 1,241,000 | 0 | 886,000 | ||
ISHARES TR | CORE S&P MCP ETF | 464287507 | 362 | 1,345 | SH | SOLE | 116 | 0 | 1,229 | ||
ISHARES TR | CORE S&P SCP ETF | 464287804 | 412 | 3,647 | SH | SOLE | 303 | 0 | 3,344 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 1,127 | 2,621 | SH | SOLE | 0 | 0 | 2,621 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 9,354 | 40,780 | SH | SOLE | 40,731 | 0 | 49 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,150 | 2,141,000 | PRN | SOLE | 812,000 | 0 | 1,329,000 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 807 | 533,000 | PRN | SOLE | 336,000 | 0 | 197,000 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 340 | 2,550 | SH | SOLE | 0 | 0 | 2,550 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,777 | 4,675,000 | PRN | SOLE | 2,388,000 | 0 | 2,287,000 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 6,204 | 4,653,000 | PRN | SOLE | 4,653,000 | 0 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 831 | 10,410 | SH | SOLE | 0 | 0 | 10,410 | ||
JOHNSON & JOHNSON | COM | 478160104 | 15,321 | 92,999 | SH | SOLE | 304 | 0 | 92,695 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 29,145 | 187,378 | SH | SOLE | 19,446 | 0 | 167,932 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 356 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,117 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,693 | 1,080,000 | PRN | SOLE | 1,080,000 | 0 | 0 | ||
KKR & CO INC | COM | 48251W104 | 8,093 | 136,618 | SH | SOLE | 0 | 0 | 136,618 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 2,147 | 2,001,000 | PRN | SOLE | 933,000 | 0 | 1,068,000 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 2,226 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 6,973 | 5,858,000 | PRN | SOLE | 5,858,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 386 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 5,378 | 3,957,000 | PRN | SOLE | 3,957,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 5,399 | 5,464,000 | PRN | SOLE | 2,850,000 | 0 | 2,614,000 | ||
LITTELFUSE INC | COM | 537008104 | 55,132 | 216,383 | SH | SOLE | 171,451 | 0 | 44,932 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 9,048 | 6,466,000 | PRN | SOLE | 6,466,000 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 1,046 | 664,000 | PRN | SOLE | 664,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 46,199 | 938,619 | SH | SOLE | 937,302 | 0 | 1,317 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 13,012 | 8,920,000 | PRN | SOLE | 8,920,000 | 0 | 0 | ||
LYFT INC | CL A COM | 55087P104 | 308 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 2,411 | 1,411,000 | PRN | SOLE | 1,411,000 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 935 | 6,850 | SH | SOLE | 6,850 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 2,947 | 2,452,000 | PRN | SOLE | 1,315,000 | 0 | 1,137,000 | ||
MASCO CORP | COM | 574599106 | 589 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 20,482 | 127,023 | SH | SOLE | 431 | 0 | 126,592 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 16,711 | 464,722 | SH | SOLE | 464,123 | 0 | 599 | ||
MCDONALDS CORP | COM | 580135101 | 6,224 | 26,946 | SH | SOLE | 0 | 0 | 26,946 | ||
MEDNAX INC | COM | 58502B106 | 17,699 | 587,025 | SH | SOLE | 586,215 | 0 | 810 | ||
MERITOR INC | COM | 59001K100 | 19,086 | 814,941 | SH | SOLE | 813,898 | 0 | 1,043 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 224 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 2,488 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 15,104 | 6,781,000 | PRN | SOLE | 6,781,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 212 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 34,105 | 125,893 | SH | SOLE | 10,781 | 0 | 115,112 | ||
MITEK SYS INC | COM NEW | 606710200 | 308 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 8,549 | 136,920 | SH | SOLE | 950 | 0 | 135,970 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 10,860 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 3,452 | 184,409 | SH | SOLE | 0 | 0 | 184,409 | ||
MONRO INC | COM | 610236101 | 12,903 | 203,167 | SH | SOLE | 202,904 | 0 | 263 | ||
MSA SAFETY INC | COM | 553498106 | 16,929 | 102,243 | SH | SOLE | 102,110 | 0 | 133 | ||
MUELLER INDS INC | COM | 624756102 | 37,450 | 864,706 | SH | SOLE | 863,600 | 0 | 1,106 | ||
NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 788 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 28,530 | 674,787 | SH | SOLE | 673,922 | 0 | 865 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 91 | 94,000 | PRN | SOLE | 94,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 2,142 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 1,185 | 682,000 | PRN | SOLE | 682,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 11,094 | 842,383 | SH | SOLE | 179,188 | 0 | 663,195 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 9,824 | 9,214,000 | PRN | SOLE | 5,818,000 | 0 | 3,396,000 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 6,679 | 6,675,000 | PRN | SOLE | 4,135,000 | 0 | 2,540,000 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 30 | 30,000 | PRN | SOLE | 0 | 0 | 30,000 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 10,426 | 142,275 | SH | SOLE | 0 | 0 | 142,275 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,931 | 121,932 | SH | SOLE | 121,932 | 0 | 0 | ||
NICE LTD | SPONSORED ADR | 653656108 | 247 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 5,295 | 34,275 | SH | SOLE | 0 | 0 | 34,275 | ||
NORTHERN TR CORP | COM | 665859104 | 1,503 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 7,238 | 19,915 | SH | SOLE | 0 | 0 | 19,915 | ||
NOVO-NORDISK A S | ADR | 670100205 | 7,465 | 89,112 | SH | SOLE | 0 | 0 | 89,112 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 7,109 | 6,719,000 | PRN | SOLE | 4,390,000 | 0 | 2,329,000 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 3,426 | 3,457,000 | PRN | SOLE | 3,457,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 3,584 | 3,435,000 | PRN | SOLE | 2,535,000 | 0 | 900,000 | ||
NVIDIA CORPORATION | COM | 67066G104 | 2,160 | 2,700 | SH | SOLE | 0 | 0 | 2,700 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,084 | 5,270 | SH | SOLE | 650 | 0 | 4,620 | ||
OIL STS INTL INC | COM | 678026105 | 21,104 | 2,688,420 | SH | SOLE | 2,684,930 | 0 | 3,490 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 10,286 | 7,125,000 | PRN | SOLE | 7,125,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 10,294 | 5,413,000 | PRN | SOLE | 5,413,000 | 0 | 0 | ||
ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 11,757 | 1,213,278 | SH | SOLE | 1,211,801 | 0 | 1,477 | ||
ONTO INNOVATION INC | COM | 683344105 | 35,957 | 492,286 | SH | SOLE | 491,654 | 0 | 632 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 4,843 | 4,513,000 | PRN | SOLE | 2,525,000 | 0 | 1,988,000 | ||
OVERSTOCK COM INC DEL | COM | 690370101 | 4,367 | 47,368 | SH | SOLE | 47,294 | 0 | 74 | ||
PACIRA BIOSCIENCES INC | NOTE 2.375% 4/0 | 695127AD2 | 6,495 | 5,927,000 | PRN | SOLE | 4,577,000 | 0 | 1,350,000 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 12 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,720 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 15,039 | 10,304,000 | PRN | SOLE | 10,304,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 3,154 | 3,392,000 | PRN | SOLE | 3,392,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 4,691 | 4,299,000 | PRN | SOLE | 2,272,000 | 0 | 2,027,000 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 303 | 1,039 | SH | SOLE | 39 | 0 | 1,000 | ||
PDC ENERGY INC | COM | 69327R101 | 38,738 | 845,993 | SH | SOLE | 844,924 | 0 | 1,069 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 2,196 | 1,937,000 | PRN | SOLE | 1,937,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 2,568 | 2,146,000 | PRN | SOLE | 2,146,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 6,946 | 46,876 | SH | SOLE | 257 | 0 | 46,619 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 30,800 | 635,186 | SH | SOLE | 634,370 | 0 | 816 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 2,666 | 26,900 | SH | SOLE | 0 | 0 | 26,900 | ||
PING IDENTITY HLDG CORP | COM | 72341T103 | 17,891 | 781,260 | SH | SOLE | 780,270 | 0 | 990 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,770 | 1,109,000 | PRN | SOLE | 1,109,000 | 0 | 0 | ||
PLANTRONICS INC NEW | COM | 727493108 | 20,033 | 480,059 | SH | SOLE | 479,440 | 0 | 619 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 6,220 | 5,733,000 | PRN | SOLE | 4,142,000 | 0 | 1,591,000 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,806 | 2,578,000 | PRN | SOLE | 1,631,000 | 0 | 947,000 | ||
PRIMO WATER CORPORATION | COM | 74167P108 | 29,291 | 1,750,832 | SH | SOLE | 1,748,567 | 0 | 2,265 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,581 | 11,714 | SH | SOLE | 0 | 0 | 11,714 | ||
PROG HOLDINGS INC | COM NPV | 74319R101 | 28,309 | 588,170 | SH | SOLE | 587,405 | 0 | 765 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 1,848 | 1,800,000 | PRN | SOLE | 974,000 | 0 | 826,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 27,763 | 386,674 | SH | SOLE | 386,183 | 0 | 491 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 1,367 | 1,254,000 | PRN | SOLE | 767,000 | 0 | 487,000 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 221 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 11,225 | 10,684,000 | PRN | SOLE | 8,356,000 | 0 | 2,328,000 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,280 | 4,796,000 | PRN | SOLE | 4,796,000 | 0 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 32,316 | 136,246 | SH | SOLE | 136,070 | 0 | 176 | ||
QUALCOMM INC | COM | 747525103 | 8,729 | 61,075 | SH | SOLE | 4,500 | 0 | 56,575 | ||
QUIDEL CORP | COM | 74838J101 | 621 | 4,850 | SH | SOLE | 4,850 | 0 | 0 | ||
QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 1,446 | 1,434,000 | PRN | SOLE | 843,000 | 0 | 591,000 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,857 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 8,882 | 6,742,000 | PRN | SOLE | 4,949,000 | 0 | 1,793,000 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 3,355 | 1,467,000 | PRN | SOLE | 1,467,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 1,903 | 1,147,000 | PRN | SOLE | 1,147,000 | 0 | 0 | ||
RAYMOND JAMES FINL INC | COM | 754730109 | 50,753 | 390,711 | SH | SOLE | 284,431 | 0 | 106,280 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 643 | 7,542 | SH | SOLE | 0 | 0 | 7,542 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 323 | 578 | SH | SOLE | 400 | 0 | 178 | ||
RENASANT CORP | COM | 75970E107 | 42,321 | 1,058,025 | SH | SOLE | 1,056,660 | 0 | 1,365 | ||
REPLIGEN CORP | COM | 759916109 | 57,436 | 287,727 | SH | SOLE | 287,334 | 0 | 393 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 7,718 | 4,306,000 | PRN | SOLE | 4,306,000 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 18,793 | 1,308,688 | SH | SOLE | 1,307,009 | 0 | 1,679 | ||
REVOLVE GROUP INC | CL A | 76156B107 | 37,418 | 543,070 | SH | SOLE | 542,360 | 0 | 710 | ||
RH | NOTE 6/1 | 74967XAA1 | 8,402 | 2,406,000 | PRN | SOLE | 2,406,000 | 0 | 0 | ||
RIBBON COMMUNICATIONS INC | COM | 762544104 | 495 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,509 | 1,365,000 | PRN | SOLE | 1,365,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 30,144 | 508,505 | SH | SOLE | 507,847 | 0 | 658 | ||
RLI CORP | COM | 749607107 | 34,346 | 328,390 | SH | SOLE | 264,739 | 0 | 63,651 | ||
RLJ LODGING TR | COM | 74965L101 | 21,710 | 1,425,508 | SH | SOLE | 1,423,672 | 0 | 1,836 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 10,385 | 36,310 | SH | SOLE | 6,016 | 0 | 30,294 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 20,073 | 42,690 | SH | SOLE | 6,654 | 0 | 36,036 | ||
SAIA INC | COM | 78709Y105 | 32,589 | 155,565 | SH | SOLE | 155,356 | 0 | 209 | ||
SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 4,529 | 2,411,000 | PRN | SOLE | 2,411,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 4,584 | 3,469,000 | PRN | SOLE | 3,469,000 | 0 | 0 | ||
SEAGEN INC | COM | 81181C104 | 316 | 2,000 | SH | SOLE | 0 | 0 | 2,000 | ||
SEMTECH CORP | COM | 816850101 | 41,286 | 600,080 | SH | SOLE | 599,313 | 0 | 767 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 4,282 | 1,052,000 | PRN | SOLE | 1,052,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 5,599 | 20,550 | SH | SOLE | 0 | 0 | 20,550 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 7,436 | 5,352,000 | PRN | SOLE | 5,352,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 5,852 | 1,939,000 | PRN | SOLE | 1,939,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 774 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 15,799 | 10,435,000 | PRN | SOLE | 10,435,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 428 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,430 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 12,061 | 10,364,000 | PRN | SOLE | 9,244,000 | 0 | 1,120,000 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 3,029 | 2,478,000 | PRN | SOLE | 2,478,000 | 0 | 0 | ||
SPOTIFY TECHNOLOGY S A | SHS | L8681T102 | 207 | 750 | SH | SOLE | 750 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 13,053 | 53,539 | SH | SOLE | 0 | 0 | 53,539 | ||
SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 5,975 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 14,194 | 4,535,000 | PRN | SOLE | 4,535,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 4,305 | 59,746 | SH | SOLE | 28,556 | 0 | 31,190 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,815 | 3,196,000 | PRN | SOLE | 3,196,000 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 14,907 | 133,324 | SH | SOLE | 23,538 | 0 | 109,786 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 4,147 | 3,850,000 | PRN | SOLE | 1,819,000 | 0 | 2,031,000 | ||
STRIDE INC | COM | 86333M108 | 21,562 | 671,086 | SH | SOLE | 670,213 | 0 | 873 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 424 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 44 | 45,000 | PRN | SOLE | 0 | 0 | 45,000 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 2,363 | 1,113,000 | PRN | SOLE | 652,000 | 0 | 461,000 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 126 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 65,463 | 731,507 | SH | SOLE | 730,568 | 0 | 939 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 2,856 | 2,776,000 | PRN | SOLE | 2,776,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 345 | 1,950 | SH | SOLE | 1,950 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 24,342 | 921,344 | SH | SOLE | 920,165 | 0 | 1,179 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 9,781 | 8,738,000 | PRN | SOLE | 8,738,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,290 | 1,721,000 | PRN | SOLE | 1,721,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,630 | 29,275 | SH | SOLE | 250 | 0 | 29,025 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 26,843 | 279,038 | SH | SOLE | 278,683 | 0 | 355 | ||
THE AARONS COMPANY INC | COM | 00258W108 | 23,974 | 749,437 | SH | SOLE | 748,458 | 0 | 979 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 148 | 157,000 | PRN | SOLE | 0 | 0 | 157,000 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,192 | 2,152,000 | PRN | SOLE | 842,000 | 0 | 1,310,000 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 4,616 | 9,150 | SH | SOLE | 0 | 0 | 9,150 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 1,100 | 1,700 | SH | SOLE | 0 | 0 | 1,700 | ||
TRIPADVISOR INC | COM | 896945201 | 224 | 5,550 | SH | SOLE | 5,550 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 24,565 | 213,423 | SH | SOLE | 213,146 | 0 | 277 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,349 | 6,066,000 | PRN | SOLE | 6,066,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 6,584 | 6,452,000 | PRN | SOLE | 3,067,000 | 0 | 3,385,000 | ||
UNION PAC CORP | COM | 907818108 | 11,161 | 50,749 | SH | SOLE | 0 | 0 | 50,749 | ||
UNISYS CORP | COM NEW | 909214306 | 40,433 | 1,597,513 | SH | SOLE | 1,595,411 | 0 | 2,102 | ||
UNITED RENTALS INC | COM | 911363109 | 399 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 7,286 | 130,038 | SH | SOLE | 7 | 0 | 130,031 | ||
VERRA MOBILITY CORP | COM | 92511U102 | 23,803 | 1,548,659 | SH | SOLE | 1,546,659 | 0 | 2,000 | ||
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 4,031 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
VIMEO INC | COMMON STOCK | 92719V100 | 7,152 | 145,963 | SH | SOLE | 499 | 0 | 145,464 | ||
VISA INC | COM CL A | 92826C839 | 21,240 | 90,837 | SH | SOLE | 6,359 | 0 | 84,478 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 2,646 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 572 | 30,826 | SH | SOLE | 30,826 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,780 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 3,815 | 3,421,000 | PRN | SOLE | 3,421,000 | 0 | 0 | ||
VONTIER CORPORATION | COM | 928881101 | 6,626 | 203,370 | SH | SOLE | 36,975 | 0 | 166,395 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,034 | 923,000 | PRN | SOLE | 923,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 3,026 | 3,096,000 | PRN | SOLE | 1,478,000 | 0 | 1,618,000 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 26,376 | 454,516 | SH | SOLE | 453,923 | 0 | 593 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 47,393 | 510,425 | SH | SOLE | 509,709 | 0 | 716 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 1,920 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 3,871 | 3,615,000 | PRN | SOLE | 2,314,000 | 0 | 1,301,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 52,917 | 879,317 | SH | SOLE | 878,179 | 0 | 1,138 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 4,600 | 3,584,000 | PRN | SOLE | 3,584,000 | 0 | 0 | ||
WIX COM LTD | SHS | M98068105 | 348 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
WOODWARD INC | COM | 980745103 | 18,615 | 151,489 | SH | SOLE | 151,294 | 0 | 195 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 10,540 | 6,386,000 | PRN | SOLE | 6,386,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 3,067 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 36,239 | 777,838 | SH | SOLE | 776,832 | 0 | 1,006 | ||
XILINX INC | COM | 983919101 | 9,185 | 63,500 | SH | SOLE | 0 | 0 | 63,500 | ||
YELP INC | CL A | 985817105 | 378 | 9,455 | SH | SOLE | 9,455 | 0 | 0 | ||
YORK WTR CO | COM | 987184108 | 208 | 4,600 | SH | SOLE | 0 | 0 | 4,600 | ||
ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 29,628 | 55,956 | SH | SOLE | 4,190 | 0 | 51,766 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 6,293 | 2,738,000 | PRN | SOLE | 2,738,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 4,860 | 3,325,000 | PRN | SOLE | 3,325,000 | 0 | 0 | ||
ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 367 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 11,257 | 60,406 | SH | SOLE | 6,778 | 0 | 53,628 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 6,976 | 5,053,000 | PRN | SOLE | 5,053,000 | 0 | 0 |