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 | 1,365 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 4,920 | 4,925,000 | PRN | SOLE | 4,324,000 | 0 | 601,000 | ||
| ABBOTT LABS | COM | 002824100 | 401 | 2,850 | SH | SOLE | 0 | 0 | 2,850 | ||
| ABBVIE INC | COM | 00287Y109 | 14,916 | 110,163 | SH | SOLE | 2,600 | 0 | 107,563 | ||
| ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 49,332 | 812,716 | SH | SOLE | 566,954 | 0 | 245,762 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 365 | 881 | SH | SOLE | 0 | 0 | 881 | ||
| ACI WORLDWIDE INC | COM | 004498101 | 41,685 | 1,201,288 | SH | SOLE | 842,540 | 0 | 358,748 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 576 | 8,665 | SH | SOLE | 0 | 0 | 8,665 | ||
| ADAPTHEALTH CORP | COMMON STOCK | 00653Q102 | 20,969 | 857,272 | SH | SOLE | 588,242 | 0 | 269,030 | ||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 7,908 | 13,945 | SH | SOLE | 400 | 0 | 13,545 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,797 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 4,307 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
| AIR PRODS & CHEMS INC | COM | 009158106 | 1,042 | 3,425 | SH | SOLE | 0 | 0 | 3,425 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 6,095 | 5,379,000 | PRN | SOLE | 3,966,000 | 0 | 1,413,000 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 5,721 | 4,360,000 | PRN | SOLE | 4,360,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,763 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,071 | 9,020 | SH | SOLE | 0 | 0 | 9,020 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 1,439 | 1,107,000 | PRN | SOLE | 1,107,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 2,464 | 1,666,000 | PRN | SOLE | 1,666,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,668 | 921 | SH | SOLE | 0 | 0 | 921 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 24,034 | 8,306 | SH | SOLE | 0 | 0 | 8,306 | ||
| ALTAIR ENGR INC | COM CL A | 021369103 | 34,947 | 451,975 | SH | SOLE | 317,951 | 0 | 134,024 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,703 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 8,262 | 8,755,000 | PRN | SOLE | 6,446,000 | 0 | 2,309,000 | ||
| ALTRA INDL MOTION CORP | COM | 02208R106 | 52,714 | 1,022,174 | SH | SOLE | 636,922 | 0 | 385,252 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 722 | 15,240 | SH | SOLE | 0 | 0 | 15,240 | ||
| AMAZON COM INC | COM | 023135106 | 33,180 | 9,951 | SH | SOLE | 34 | 0 | 9,917 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 251 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 6,552 | 131,005 | SH | SOLE | 131,005 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 492 | 1,683 | SH | SOLE | 0 | 0 | 1,683 | ||
| AMERISAFE INC | COM | 03071H100 | 17,850 | 331,595 | SH | SOLE | 237,820 | 0 | 93,775 | ||
| AMETEK INC | COM | 031100100 | 22,019 | 149,746 | SH | SOLE | 1,322 | 0 | 148,424 | ||
| AMPHENOL CORP NEW | CL A | 032095101 | 43,006 | 491,720 | SH | SOLE | 2,184 | 0 | 489,536 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,537 | 1,017,000 | PRN | SOLE | 1,017,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 4.750% 8/2 | 03762UAB1 | 4,249 | 4,233,000 | PRN | SOLE | 1,931,000 | 0 | 2,302,000 | ||
| APPLE INC | COM | 037833100 | 69,287 | 390,196 | SH | SOLE | 1,104 | 0 | 389,092 | ||
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 77,463 | 754,262 | SH | SOLE | 528,829 | 0 | 225,433 | ||
| APPLIED MATLS INC | COM | 038222105 | 21,461 | 136,379 | SH | SOLE | 2,586 | 0 | 133,793 | ||
| APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823UAB8 | 729 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| APTIV PLC | 5.5% CNV PFD A | G6095L117 | 5,696 | 30,970 | SH | SOLE | 30,970 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 2,271 | 2,064,000 | PRN | SOLE | 1,476,000 | 0 | 588,000 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 8,890 | 419,545 | SH | SOLE | 0 | 0 | 419,545 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 2,919 | 2,619,000 | PRN | SOLE | 1,854,000 | 0 | 765,000 | ||
| ARK ETF TR | INNOVATION ETF | 00214Q104 | 11,137 | 117,740 | SH | SOLE | 0 | 0 | 117,740 | ||
| ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 3,193 | 26,925 | SH | SOLE | 0 | 0 | 26,925 | ||
| ATKORE INC | COM | 047649108 | 3,748 | 33,709 | SH | SOLE | 23,178 | 0 | 10,531 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 4,802 | 2,949,000 | PRN | SOLE | 2,949,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 5,111 | 3,967,000 | PRN | SOLE | 2,622,000 | 0 | 1,345,000 | ||
| AUTODESK INC | COM | 052769106 | 225 | 800 | SH | SOLE | 0 | 0 | 800 | ||
| AVALARA INC | COM | 05338G106 | 200 | 1,550 | SH | SOLE | 1,550 | 0 | 0 | ||
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 4,131 | 32,004 | SH | SOLE | 32,004 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 5,845 | 5,513,000 | PRN | SOLE | 3,836,000 | 0 | 1,677,000 | ||
| AVID BIOSERVICES INC | COM | 05368M106 | 27,672 | 948,323 | SH | SOLE | 639,026 | 0 | 309,297 | ||
| AVIENT CORPORATION | COM | 05368V106 | 69,132 | 1,235,597 | SH | SOLE | 869,935 | 0 | 365,662 | ||
| AZENTA INC | COM | 114340102 | 36,474 | 353,734 | SH | SOLE | 245,748 | 0 | 107,986 | ||
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 2,163 | 2,029,000 | PRN | SOLE | 2,029,000 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 35,813 | 768,679 | SH | SOLE | 535,840 | 0 | 232,839 | ||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 3,263 | 62,245 | SH | SOLE | 62,245 | 0 | 0 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 11,197 | 44,525 | SH | SOLE | 2,440 | 0 | 42,085 | ||
| BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 2,138 | 2,228,000 | PRN | SOLE | 1,520,000 | 0 | 708,000 | ||
| BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,605 | 8 | SH | SOLE | 0 | 0 | 8 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 9,273 | 31,013 | SH | SOLE | 0 | 0 | 31,013 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,708 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BIOLIFE SOLUTIONS INC | COM NEW | 09062W204 | 21,989 | 589,988 | SH | SOLE | 400,851 | 0 | 189,137 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 12,292 | 11,686,000 | PRN | SOLE | 9,203,000 | 0 | 2,483,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 2,277 | 2,183,000 | PRN | SOLE | 2,183,000 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 11,160 | 7,697 | SH | SOLE | 2,867 | 0 | 4,830 | ||
| BK OF AMERICA CORP | COM | 060505104 | 267 | 6,000 | SH | SOLE | 0 | 0 | 6,000 | ||
| BLACK KNIGHT INC | COM | 09215C105 | 8,363 | 100,894 | SH | SOLE | 550 | 0 | 100,344 | ||
| BLACKBAUD INC | COM | 09227Q100 | 32,377 | 409,938 | SH | SOLE | 286,938 | 0 | 123,000 | ||
| BLACKLINE INC | COM | 09239B109 | 12,114 | 116,995 | SH | SOLE | 82,631 | 0 | 34,364 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 4,887 | 3,255,000 | PRN | SOLE | 3,255,000 | 0 | 0 | ||
| BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238QAD5 | 328 | 324,000 | PRN | SOLE | 100,000 | 0 | 224,000 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.375% 5/0 | 09257WAB6 | 3,356 | 3,340,000 | PRN | SOLE | 1,518,000 | 0 | 1,822,000 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 471 | 461,000 | PRN | SOLE | 0 | 0 | 461,000 | ||
| BLOCK INC | CL A | 852234103 | 8,714 | 53,954 | SH | SOLE | 0 | 0 | 53,954 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 8,405 | 5,660,000 | PRN | SOLE | 5,660,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 | 4,501 | 2,149,000 | PRN | SOLE | 2,149,000 | 0 | 0 | ||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 2,917 | 1,495,000 | PRN | SOLE | 1,495,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 384 | 160 | SH | SOLE | 160 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 10,542 | 7,135,000 | PRN | SOLE | 7,135,000 | 0 | 0 | ||
| BRICKELL BIOTECH INC | COM | 10802T105 | 218 | 950,905 | SH | SOLE | 0 | 0 | 950,905 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 970 | 1,339,000 | PRN | SOLE | 1,339,000 | 0 | 0 | ||
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 20,444 | 9,863 | SH | SOLE | 9,863 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 13,265 | 19,935 | SH | SOLE | 118 | 0 | 19,817 | ||
| BRUKER CORP | COM | 116794108 | 51,936 | 618,953 | SH | SOLE | 419,491 | 0 | 199,462 | ||
| BUCKLE INC | COM | 118440106 | 26,093 | 616,711 | SH | SOLE | 431,444 | 0 | 185,267 | ||
| BURLINGTON STORES INC | COM | 122017106 | 4,271 | 14,650 | SH | SOLE | 153 | 0 | 14,497 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 11,548 | 7,751,000 | PRN | SOLE | 7,751,000 | 0 | 0 | ||
| CASTLE BIOSCIENCES INC | COM | 14843C105 | 15,109 | 352,441 | SH | SOLE | 242,921 | 0 | 109,520 | ||
| CENTENE CORP DEL | COM | 15135B101 | 26,077 | 316,472 | SH | SOLE | 1,451 | 0 | 315,021 | ||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 682 | 24,450 | SH | SOLE | 0 | 0 | 24,450 | ||
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 1,123 | 16,045 | SH | SOLE | 16,045 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | COM | 163072101 | 16,006 | 408,829 | SH | SOLE | 277,423 | 0 | 131,406 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 3,599 | 3,998,000 | PRN | SOLE | 3,998,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 4,117 | 4,168,000 | PRN | SOLE | 4,168,000 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 704 | 6,002 | SH | SOLE | 0 | 0 | 6,002 | ||
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 228 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 1,953 | 38,798 | SH | SOLE | 0 | 0 | 38,798 | ||
| COMMERCIAL METALS CO | COM | 201723103 | 27,771 | 765,245 | SH | SOLE | 536,135 | 0 | 229,110 | ||
| COMMUNITY HEALTHCARE TR INC | COM | 20369C106 | 7,484 | 158,315 | SH | SOLE | 107,462 | 0 | 50,853 | ||
| COMPASS MINERALS INTL INC | COM | 20451N101 | 17,990 | 352,183 | SH | SOLE | 246,376 | 0 | 105,807 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,004 | 3,611,000 | PRN | SOLE | 3,611,000 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 780 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
| CONSOLIDATED EDISON INC | COM | 209115104 | 427 | 5,000 | SH | SOLE | 0 | 0 | 5,000 | ||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,886 | 11,500 | SH | SOLE | 0 | 0 | 11,500 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 11,490 | 20,240 | SH | SOLE | 0 | 0 | 20,240 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,529 | 3,696,000 | PRN | SOLE | 3,696,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,419 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| COUSINS PPTYS INC | COM NEW | 222795502 | 44,900 | 1,114,685 | SH | SOLE | 762,228 | 0 | 352,457 | ||
| COVETRUS INC | COM | 22304C100 | 37,864 | 1,896,028 | SH | SOLE | 1,303,973 | 0 | 592,055 | ||
| CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 11,383 | 88,485 | SH | SOLE | 62,166 | 0 | 26,319 | ||
| CSG SYS INTL INC | COM | 126349109 | 34,678 | 601,835 | SH | SOLE | 417,560 | 0 | 184,275 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 3,442 | 3,248,000 | PRN | SOLE | 1,858,000 | 0 | 1,390,000 | ||
| CULLEN FROST BANKERS INC | COM | 229899109 | 34,849 | 276,422 | SH | SOLE | 195,160 | 0 | 81,262 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 6,015 | 4,737,000 | PRN | SOLE | 4,737,000 | 0 | 0 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 11,032 | 5,031 | SH | SOLE | 5,031 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 6,607 | 3,780 | SH | SOLE | 3,780 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 62,831 | 190,970 | SH | SOLE | 668 | 0 | 190,302 | ||
| DANIMER SCIENTIFIC INC | COM CL A | 236272100 | 5,745 | 674,311 | SH | SOLE | 406,141 | 0 | 268,170 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 3,472 | 1,727,000 | PRN | SOLE | 1,727,000 | 0 | 0 | ||
| DECKERS OUTDOOR CORP | COM | 243537107 | 25,174 | 68,723 | SH | SOLE | 48,073 | 0 | 20,650 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 8,809 | 7,425,000 | PRN | SOLE | 7,425,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 4,601 | 1,409,000 | PRN | SOLE | 1,409,000 | 0 | 0 | ||
| DIAGEO PLC | SPON ADR NEW | 25243Q205 | 634 | 2,882 | SH | SOLE | 0 | 0 | 2,882 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 2,124 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 3,552 | 3,457,000 | PRN | SOLE | 2,479,000 | 0 | 978,000 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,934 | 3,930,000 | PRN | SOLE | 3,930,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 8,622 | 8,953,000 | PRN | SOLE | 6,153,000 | 0 | 2,800,000 | ||
| DISNEY WALT CO | COM | 254687106 | 9,918 | 64,032 | SH | SOLE | 1,730 | 0 | 62,302 | ||
| DOMINOS PIZZA INC | COM | 25754A201 | 11,128 | 19,719 | SH | SOLE | 0 | 0 | 19,719 | ||
| EASTERLY GOVT PPTYS INC | COM | 27616P103 | 34,724 | 1,514,994 | SH | SOLE | 855,417 | 0 | 659,577 | ||
| EASTGROUP PPTYS INC | COM | 277276101 | 61,507 | 269,946 | SH | SOLE | 186,969 | 0 | 82,977 | ||
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 1,388 | 31,217 | SH | SOLE | 31,217 | 0 | 0 | ||
| ELECTRONIC ARTS INC | COM | 285512109 | 1,543 | 11,700 | SH | SOLE | 0 | 0 | 11,700 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 25,428 | 584,957 | SH | SOLE | 378,741 | 0 | 206,216 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,574 | 1,059,000 | PRN | SOLE | 598,000 | 0 | 461,000 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 1,368 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 1,808 | 1,101,000 | PRN | SOLE | 1,101,000 | 0 | 0 | ||
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 1,773 | 80,755 | SH | SOLE | 0 | 0 | 80,755 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,114 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,806 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
| ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 444 | 6,841 | SH | SOLE | 6,841 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 11,067 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 2,609 | 1,022,000 | PRN | SOLE | 1,022,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 6,883 | 7,057,000 | PRN | SOLE | 5,708,000 | 0 | 1,349,000 | ||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 6,548 | 3,990,000 | PRN | SOLE | 3,990,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,046 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 4,016 | 3,123,000 | PRN | SOLE | 3,123,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 452 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| EZCORP INC | CL A NON VTG | 302301106 | 110 | 14,880 | SH | SOLE | 14,880 | 0 | 0 | ||
| EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 454 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 9,027 | 173,000 | SH | SOLE | 0 | 0 | 173,000 | ||
| FISERV INC | COM | 337738108 | 13,146 | 126,660 | SH | SOLE | 662 | 0 | 125,998 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 6,501 | 5,294,000 | PRN | SOLE | 5,294,000 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 22,502 | 294,954 | SH | SOLE | 2,301 | 0 | 292,653 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,202 | 4,201,000 | PRN | SOLE | 2,616,000 | 0 | 1,585,000 | ||
| FRANCO NEV CORP | COM | 351858105 | 19,097 | 138,095 | SH | SOLE | 797 | 0 | 137,298 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 6,253 | 4,018,000 | PRN | SOLE | 4,018,000 | 0 | 0 | ||
| FULTON FINL CORP PA | COM | 360271100 | 28,911 | 1,700,623 | SH | SOLE | 1,177,609 | 0 | 523,014 | ||
| GENERAL MTRS CO | COM | 37045V100 | 997 | 17,000 | SH | SOLE | 16,000 | 0 | 1,000 | ||
| GIBRALTAR INDS INC | COM | 374689107 | 25,232 | 378,404 | SH | SOLE | 262,779 | 0 | 115,625 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 232 | 3,200 | SH | SOLE | 0 | 0 | 3,200 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 748 | 1,955 | SH | SOLE | 500 | 0 | 1,455 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 3,857 | 3,626,000 | PRN | SOLE | 1,857,000 | 0 | 1,769,000 | ||
| GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 43,093 | 220,742 | SH | SOLE | 153,627 | 0 | 67,115 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 2,925 | 2,888,000 | PRN | SOLE | 2,888,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 2,321 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,809 | 1,550,000 | PRN | SOLE | 1,550,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 3,522 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| HANGER INC | COM NEW | 41043F208 | 18,403 | 1,015,032 | SH | SOLE | 701,507 | 0 | 313,525 | ||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 211 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| HEALTHCARE SVCS GROUP INC | COM | 421906108 | 18,974 | 1,066,547 | SH | SOLE | 736,909 | 0 | 329,638 | ||
| HEICO CORP NEW | CL A | 422806208 | 34,691 | 269,923 | SH | SOLE | 256 | 0 | 269,667 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 12,267 | 12,243,000 | PRN | SOLE | 9,514,000 | 0 | 2,729,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,156 | 4,033,000 | PRN | SOLE | 2,414,000 | 0 | 1,619,000 | ||
| HERON THERAPEUTICS INC | COM | 427746102 | 27,702 | 3,034,172 | SH | SOLE | 2,075,080 | 0 | 959,092 | ||
| HOME DEPOT INC | COM | 437076102 | 17,893 | 43,115 | SH | SOLE | 0 | 0 | 43,115 | ||
| HORACE MANN EDUCATORS CORP N | COM | 440327104 | 17,484 | 451,791 | SH | SOLE | 318,230 | 0 | 133,561 | ||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 3,321 | 1,394,000 | PRN | SOLE | 1,394,000 | 0 | 0 | ||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,738 | 112,713 | SH | SOLE | 0 | 0 | 112,713 | ||
| IAA INC | COM | 449253103 | 16,736 | 330,616 | SH | SOLE | 231,974 | 0 | 98,642 | ||
| IAC INTERACTIVECORP NEW | COM NEW | 44891N208 | 10,273 | 78,592 | SH | SOLE | 700 | 0 | 77,892 | ||
| ICON PLC | SHS | G4705A100 | 40,722 | 131,490 | SH | SOLE | 72,346 | 0 | 59,144 | ||
| IDACORP INC | COM | 451107106 | 57,580 | 508,166 | SH | SOLE | 357,610 | 0 | 150,556 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 11,364 | 7,656,000 | PRN | SOLE | 7,102,000 | 0 | 554,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,539 | 1,344,000 | PRN | SOLE | 818,000 | 0 | 526,000 | ||
| INDEPENDENT BK CORP MASS | COM | 453836108 | 38,987 | 478,188 | SH | SOLE | 339,031 | 0 | 139,157 | ||
| INFINERA CORP | COM | 45667G103 | 743 | 77,500 | SH | SOLE | 77,500 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 4,254 | 3,586,000 | PRN | SOLE | 2,987,000 | 0 | 599,000 | ||
| INGEVITY CORP | COM | 45688C107 | 42,759 | 596,360 | SH | SOLE | 418,658 | 0 | 177,702 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,448 | 4,084,000 | PRN | SOLE | 2,842,000 | 0 | 1,242,000 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 6,404 | 3,988,000 | PRN | SOLE | 3,988,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 2,195 | 2,016,000 | PRN | SOLE | 2,016,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 7,451 | 5,608,000 | PRN | SOLE | 5,608,000 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 27,262 | 199,326 | SH | SOLE | 230 | 0 | 199,096 | ||
| INTERDIGITAL INC | COM | 45867G101 | 322 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 3,935 | 3,581,000 | PRN | SOLE | 3,581,000 | 0 | 0 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 376 | 2,815 | SH | SOLE | 0 | 0 | 2,815 | ||
| INTRICON CORP | COM | 46121H109 | 8,055 | 498,127 | SH | SOLE | 350,085 | 0 | 148,042 | ||
| INTUIT | COM | 461202103 | 4,465 | 6,942 | SH | SOLE | 0 | 0 | 6,942 | ||
| INVACARE CORP | COM | 461203101 | 44 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 2,749 | 2,921,000 | PRN | SOLE | 2,329,000 | 0 | 592,000 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 3,332 | 3,700,000 | PRN | SOLE | 2,259,000 | 0 | 1,441,000 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,136 | 2,054,000 | PRN | SOLE | 1,241,000 | 0 | 813,000 | ||
| ISHARES TR | CORE S&P MCP ETF | 464287507 | 359 | 1,268 | SH | SOLE | 0 | 0 | 1,268 | ||
| ISHARES TR | CORE S&P SCP ETF | 464287804 | 471 | 4,116 | SH | SOLE | 0 | 0 | 4,116 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 1,234 | 2,587 | SH | SOLE | 0 | 0 | 2,587 | ||
| ISHARES TR | PFD AND INCM SEC | 464288687 | 2,109 | 53,500 | SH | SOLE | 0 | 0 | 53,500 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 12,865 | 57,831 | SH | SOLE | 34,094 | 0 | 23,737 | ||
| JACOBS ENGR GROUP INC | COM | 469814107 | 355 | 2,550 | SH | SOLE | 0 | 0 | 2,550 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 9,397 | 9,403,000 | PRN | SOLE | 6,901,000 | 0 | 2,502,000 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 4,515 | 3,996,000 | PRN | SOLE | 3,996,000 | 0 | 0 | ||
| JD.COM INC | SPON ADR CL A | 47215P106 | 709 | 10,115 | SH | SOLE | 0 | 0 | 10,115 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 15,891 | 92,891 | SH | SOLE | 0 | 0 | 92,891 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 30,165 | 190,498 | SH | SOLE | 927 | 0 | 189,571 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 11,588 | 11,083,000 | PRN | SOLE | 8,729,000 | 0 | 2,354,000 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 2,060 | 1,080,000 | PRN | SOLE | 1,080,000 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 4,279 | 45,932 | SH | SOLE | 45,932 | 0 | 0 | ||
| KKR & CO INC | COM | 48251W104 | 10,141 | 136,118 | SH | SOLE | 0 | 0 | 136,118 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 2,039 | 1,924,000 | PRN | SOLE | 933,000 | 0 | 991,000 | ||
| LENDINGTREE INC | NOTE 0.625% 6/0 | 52603BAA5 | 5,209 | 5,259,000 | PRN | SOLE | 4,401,000 | 0 | 858,000 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 2,549 | 1,479,000 | PRN | SOLE | 1,479,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 9,883 | 9,833,000 | PRN | SOLE | 6,950,000 | 0 | 2,883,000 | ||
| LILLY ELI & CO | COM | 532457108 | 276 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
| LITTELFUSE INC | COM | 537008104 | 76,985 | 244,645 | SH | SOLE | 132,617 | 0 | 112,028 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 10,856 | 6,003,000 | PRN | SOLE | 6,003,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 1,695 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 1,224 | 1,073,000 | PRN | SOLE | 1,073,000 | 0 | 0 | ||
| LKQ CORP | COM | 501889208 | 56,101 | 934,552 | SH | SOLE | 611,759 | 0 | 322,793 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 14,080 | 7,927,000 | PRN | SOLE | 7,927,000 | 0 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 318 | 7,450 | SH | SOLE | 7,450 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 3,002 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| MANDIANT INC | COM | 562662106 | 233 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
| MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 9,945 | 9,538,000 | PRN | SOLE | 8,213,000 | 0 | 1,325,000 | ||
| MANDIANT INC | NOTE 1.000% 6/0 | 31816QAB7 | 14 | 15,000 | PRN | SOLE | 0 | 0 | 15,000 | ||
| MANDIANT INC | NOTE 1.625% 6/0 | 31816QAD3 | 3,345 | 3,343,000 | PRN | SOLE | 1,467,000 | 0 | 1,876,000 | ||
| MANNKIND CORP | COM NEW | 56400P706 | 48 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 454 | 2,750 | SH | SOLE | 2,750 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 2,902 | 2,363,000 | PRN | SOLE | 1,315,000 | 0 | 1,048,000 | ||
| MASCO CORP | COM | 574599106 | 702 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
| MATCH GROUP INC NEW | COM | 57667L107 | 15,543 | 117,528 | SH | SOLE | 2,700 | 0 | 114,828 | ||
| MATTHEWS INTL CORP | CL A | 577128101 | 18,676 | 509,299 | SH | SOLE | 358,651 | 0 | 150,648 | ||
| MCDONALDS CORP | COM | 580135101 | 7,223 | 26,946 | SH | SOLE | 0 | 0 | 26,946 | ||
| MEDNAX INC | COM | 58502B106 | 17,657 | 648,925 | SH | SOLE | 444,580 | 0 | 204,345 | ||
| MERITOR INC | COM | 59001K100 | 22,204 | 896,044 | SH | SOLE | 624,936 | 0 | 271,108 | ||
| META PLATFORMS INC | CL A | 30303M102 | 9,710 | 28,867 | SH | SOLE | 0 | 0 | 28,867 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 437 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 12,693 | 4,981,000 | PRN | SOLE | 4,981,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 233 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 41,745 | 124,122 | SH | SOLE | 533 | 0 | 123,589 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 5,766 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
| MITEK SYS INC | COM NEW | 606710200 | 248 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| MONDELEZ INTL INC | CL A | 609207105 | 9,100 | 137,239 | SH | SOLE | 0 | 0 | 137,239 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 12,393 | 4,852,000 | PRN | SOLE | 4,852,000 | 0 | 0 | ||
| MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 3,846 | 183,037 | SH | SOLE | 0 | 0 | 183,037 | ||
| MONRO INC | COM | 610236101 | 12,952 | 222,277 | SH | SOLE | 156,655 | 0 | 65,622 | ||
| MSA SAFETY INC | COM | 553498106 | 16,930 | 112,151 | SH | SOLE | 79,089 | 0 | 33,062 | ||
| MUELLER INDS INC | COM | 624756102 | 46,161 | 777,647 | SH | SOLE | 540,976 | 0 | 236,671 | ||
| NATIONAL INSTRS CORP | COM | 636518102 | 32,459 | 743,269 | SH | SOLE | 522,593 | 0 | 220,676 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 5,749 | 4,042,000 | PRN | SOLE | 4,042,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 1,574 | 1,326,000 | PRN | SOLE | 1,326,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 1,764 | 1,575,000 | PRN | SOLE | 1,575,000 | 0 | 0 | ||
| NEW MTN FIN CORP | COM | 647551100 | 10,800 | 788,334 | SH | SOLE | 116,893 | 0 | 671,441 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 9,616 | 9,073,000 | PRN | SOLE | 5,818,000 | 0 | 3,255,000 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 8,763 | 7,324,000 | PRN | SOLE | 5,067,000 | 0 | 2,257,000 | ||
| NEW YORK MTG TRUST | NOTE 6.250% 1/1 | 649604AD7 | 30 | 30,000 | PRN | SOLE | 0 | 0 | 30,000 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 13,264 | 142,075 | SH | SOLE | 0 | 0 | 142,075 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 4,646 | 81,000 | SH | SOLE | 81,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 5,795 | 34,770 | SH | SOLE | 0 | 0 | 34,770 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 5,366 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
| NORTHERN TR CORP | COM | 665859104 | 1,555 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 7,676 | 19,830 | SH | SOLE | 0 | 0 | 19,830 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 2,481 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 1,412 | 1,538,000 | PRN | SOLE | 1,538,000 | 0 | 0 | ||
| NOVOCURE LTD | ORD SHS | G6674U108 | 225 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| NOVO-NORDISK A S | ADR | 670100205 | 9,992 | 89,212 | SH | SOLE | 0 | 0 | 89,212 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 9,441 | 9,285,000 | PRN | SOLE | 6,630,000 | 0 | 2,655,000 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,374 | 1,434,000 | PRN | SOLE | 1,434,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 8,603 | 8,591,000 | PRN | SOLE | 6,535,000 | 0 | 2,056,000 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 3,176 | 10,800 | SH | SOLE | 0 | 0 | 10,800 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,052 | 4,620 | SH | SOLE | 0 | 0 | 4,620 | ||
| OIL STS INTL INC | COM | 678026105 | 16,094 | 3,238,254 | SH | SOLE | 2,233,473 | 0 | 1,004,781 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 9,502 | 7,005,000 | PRN | SOLE | 7,005,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 6,560 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 13,224 | 1,319,747 | SH | SOLE | 887,329 | 0 | 432,418 | ||
| ONTO INNOVATION INC | COM | 683344105 | 47,410 | 468,336 | SH | SOLE | 326,463 | 0 | 141,873 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 8,179 | 7,995,000 | PRN | SOLE | 6,025,000 | 0 | 1,970,000 | ||
| OVERSTOCK COM INC DEL | COM | 690370101 | 9,426 | 159,740 | SH | SOLE | 109,172 | 0 | 50,568 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,668 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 2.375% 4/0 | 695127AD2 | 7,593 | 7,315,000 | PRN | SOLE | 5,564,000 | 0 | 1,751,000 | ||
| PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 10 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,897 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 15,385 | 7,335,000 | PRN | SOLE | 7,335,000 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 2,909 | 3,192,000 | PRN | SOLE | 3,192,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 5,001 | 5,014,000 | PRN | SOLE | 5,014,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 4,648 | 4,164,000 | PRN | SOLE | 2,272,000 | 0 | 1,892,000 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 535 | 2,839 | SH | SOLE | 1,800 | 0 | 1,039 | ||
| PDC ENERGY INC | COM | 69327R101 | 52,296 | 1,072,074 | SH | SOLE | 733,338 | 0 | 338,736 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,904 | 1,730,000 | PRN | SOLE | 1,730,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 2,016 | 1,897,000 | PRN | SOLE | 1,897,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,630 | 1,622,000 | PRN | SOLE | 759,000 | 0 | 863,000 | ||
| PEPSICO INC | COM | 713448108 | 7,725 | 44,473 | SH | SOLE | 0 | 0 | 44,473 | ||
| PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 31,110 | 677,920 | SH | SOLE | 473,146 | 0 | 204,774 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 2,555 | 26,900 | SH | SOLE | 0 | 0 | 26,900 | ||
| PING IDENTITY HLDG CORP | COM | 72341T103 | 33,872 | 1,480,435 | SH | SOLE | 1,017,509 | 0 | 462,926 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,805 | 1,011,000 | PRN | SOLE | 1,011,000 | 0 | 0 | ||
| PLANTRONICS INC NEW | COM | 727493108 | 15,411 | 525,268 | SH | SOLE | 356,793 | 0 | 168,475 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 6,601 | 5,614,000 | PRN | SOLE | 4,142,000 | 0 | 1,472,000 | ||
| PRIMO WATER CORPORATION | COM | 74167P108 | 33,865 | 1,920,884 | SH | SOLE | 1,351,062 | 0 | 569,822 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 1,932 | 11,813 | SH | SOLE | 0 | 0 | 11,813 | ||
| PROG HOLDINGS INC | COM NPV | 74319R101 | 28,325 | 627,907 | SH | SOLE | 433,174 | 0 | 194,733 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 4,236 | 4,501,000 | PRN | SOLE | 3,474,000 | 0 | 1,027,000 | ||
| PROSPERITY BANCSHARES INC | COM | 743606105 | 38,112 | 527,142 | SH | SOLE | 366,502 | 0 | 160,640 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 4,964 | 4,672,000 | PRN | SOLE | 3,767,000 | 0 | 905,000 | ||
| PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 247 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 12,982 | 9,707,000 | PRN | SOLE | 8,314,000 | 0 | 1,393,000 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 3,484 | 3,097,000 | PRN | SOLE | 3,097,000 | 0 | 0 | ||
| QUAKER HOUGHTON | COM | 747316107 | 34,341 | 148,804 | SH | SOLE | 104,990 | 0 | 43,814 | ||
| QUALCOMM INC | COM | 747525103 | 10,748 | 58,775 | SH | SOLE | 0 | 0 | 58,775 | ||
| QUIDEL CORP | COM | 74838J101 | 533 | 3,950 | SH | SOLE | 3,950 | 0 | 0 | ||
| QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 2,357 | 2,388,000 | PRN | SOLE | 1,843,000 | 0 | 545,000 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 9,328 | 5,946,000 | PRN | SOLE | 5,002,000 | 0 | 944,000 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 2,860 | 1,422,000 | PRN | SOLE | 1,422,000 | 0 | 0 | ||
| RAYMOND JAMES FINL INC | COM | 754730109 | 62,176 | 619,286 | SH | SOLE | 285,084 | 0 | 334,202 | ||
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 649 | 7,542 | SH | SOLE | 0 | 0 | 7,542 | ||
| REDFIN CORP | NOTE 10/1 | 75737FAC2 | 4,356 | 4,858,000 | PRN | SOLE | 4,858,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 992 | 964,000 | PRN | SOLE | 0 | 0 | 964,000 | ||
| RENASANT CORP | COM | 75970E107 | 43,964 | 1,158,465 | SH | SOLE | 810,443 | 0 | 348,022 | ||
| REPLIGEN CORP | COM | 759916109 | 65,751 | 248,268 | SH | SOLE | 160,199 | 0 | 88,069 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 4,377 | 1,869,000 | PRN | SOLE | 1,869,000 | 0 | 0 | ||
| RESOURCES CONNECTION INC | COM | 76122Q105 | 25,634 | 1,436,879 | SH | SOLE | 1,012,655 | 0 | 424,224 | ||
| REVOLVE GROUP INC | CL A | 76156B107 | 15,079 | 269,070 | SH | SOLE | 186,886 | 0 | 82,184 | ||
| RH | COM | 74967X103 | 590 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 4,486 | 1,625,000 | PRN | SOLE | 1,625,000 | 0 | 0 | ||
| RIBBON COMMUNICATIONS INC | COM | 762544104 | 408 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,869 | 1,984,000 | PRN | SOLE | 1,984,000 | 0 | 0 | ||
| RITCHIE BROS AUCTIONEERS | COM | 767744105 | 28,147 | 459,850 | SH | SOLE | 319,581 | 0 | 140,269 | ||
| RLI CORP | COM | 749607107 | 39,791 | 354,959 | SH | SOLE | 208,229 | 0 | 146,730 | ||
| RLJ LODGING TR | COM | 74965L101 | 32,043 | 2,300,322 | SH | SOLE | 1,565,011 | 0 | 735,311 | ||
| ROPER TECHNOLOGIES INC | COM | 776696106 | 20,331 | 41,334 | SH | SOLE | 327 | 0 | 41,007 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 4,555 | 3,843,000 | PRN | SOLE | 3,843,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 3,288 | 2,578,000 | PRN | SOLE | 2,578,000 | 0 | 0 | ||
| SAIA INC | COM | 78709Y105 | 49,354 | 146,439 | SH | SOLE | 106,022 | 0 | 40,417 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 5,019 | 2,820,000 | PRN | SOLE | 2,820,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 229 | 900 | SH | SOLE | 900 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 4,726 | 3,218,000 | PRN | SOLE | 3,218,000 | 0 | 0 | ||
| SEAGEN INC | COM | 81181C104 | 309 | 2,000 | SH | SOLE | 0 | 0 | 2,000 | ||
| SEMTECH CORP | COM | 816850101 | 58,690 | 659,952 | SH | SOLE | 463,547 | 0 | 196,405 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 3,381 | 702,000 | PRN | SOLE | 702,000 | 0 | 0 | ||
| SHARECARE INC | COM CL A | 81948W104 | 16,891 | 3,762,099 | SH | SOLE | 3,762,099 | 0 | 0 | ||
| SHERWIN WILLIAMS CO | COM | 824348106 | 7,246 | 20,575 | SH | SOLE | 0 | 0 | 20,575 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 6,691 | 3,817,000 | PRN | SOLE | 3,817,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 2,626 | 1,212,000 | PRN | SOLE | 1,212,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 2,677 | 2,108,000 | PRN | SOLE | 2,108,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 10,312 | 7,725,000 | PRN | SOLE | 7,725,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 475 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,297 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 5,408 | 5,059,000 | PRN | SOLE | 3,379,000 | 0 | 1,680,000 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 11,100 | 10,039,000 | PRN | SOLE | 10,039,000 | 0 | 0 | ||
| SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 5,825 | 71,051 | SH | SOLE | 2,171 | 0 | 68,880 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,778 | 3,075,000 | PRN | SOLE | 3,075,000 | 0 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 16,832 | 143,898 | SH | SOLE | 4,555 | 0 | 139,343 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 3,824 | 3,671,000 | PRN | SOLE | 1,819,000 | 0 | 1,852,000 | ||
| STRIDE INC | COM | 86333M108 | 26,138 | 784,205 | SH | SOLE | 544,825 | 0 | 239,380 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 3,872 | 3,982,000 | PRN | SOLE | 3,982,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 352 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 1,267 | 1,279,000 | PRN | SOLE | 1,100,000 | 0 | 179,000 | ||
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 85 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| SYNEOS HEALTH INC | CL A | 87166B102 | 77,786 | 757,554 | SH | SOLE | 522,186 | 0 | 235,368 | ||
| TAYLOR MORRISON HOME CORP | COM | 87724P106 | 35,297 | 1,009,635 | SH | SOLE | 693,210 | 0 | 316,425 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 7,971 | 18,245 | SH | SOLE | 293 | 0 | 17,952 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,132 | 1,185,000 | PRN | SOLE | 1,185,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 5,433 | 28,825 | SH | SOLE | 0 | 0 | 28,825 | ||
| TEXAS ROADHOUSE INC | COM | 882681109 | 27,385 | 306,736 | SH | SOLE | 214,122 | 0 | 92,614 | ||
| THE AARONS COMPANY INC | COM | 00258W108 | 24,900 | 1,010,125 | SH | SOLE | 692,718 | 0 | 317,407 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 780 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,259 | 1,308,000 | PRN | SOLE | 1,000,000 | 0 | 308,000 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 7,084 | 10,617 | SH | SOLE | 0 | 0 | 10,617 | ||
| TRANSDIGM GROUP INC | COM | 893641100 | 1,082 | 1,700 | SH | SOLE | 0 | 0 | 1,700 | ||
| TRIPADVISOR INC | COM | 896945201 | 214 | 7,850 | SH | SOLE | 7,850 | 0 | 0 | ||
| TRUPANION INC | COM | 898202106 | 26,447 | 200,313 | SH | SOLE | 138,183 | 0 | 62,130 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 6,686 | 6,120,000 | PRN | SOLE | 6,120,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 5,109 | 5,184,000 | PRN | SOLE | 5,184,000 | 0 | 0 | ||
| UMH PPTYS INC | COM | 903002103 | 205 | 7,500 | SH | SOLE | 0 | 0 | 7,500 | ||
| UNION PAC CORP | COM | 907818108 | 12,989 | 51,559 | SH | SOLE | 0 | 0 | 51,559 | ||
| UNISYS CORP | COM NEW | 909214306 | 40,039 | 1,946,471 | SH | SOLE | 1,341,032 | 0 | 605,439 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,132 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 1,391 | 15,000 | SH | SOLE | 0 | 0 | 15,000 | ||
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 1,245 | 15,325 | SH | SOLE | 0 | 0 | 15,325 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 2,511 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,073 | 116,879 | SH | SOLE | 0 | 0 | 116,879 | ||
| VERRA MOBILITY CORP | COM | 92511U102 | 28,604 | 1,853,803 | SH | SOLE | 1,281,410 | 0 | 572,393 | ||
| VERTEX INC | CL A | 92538J106 | 8,384 | 528,282 | SH | SOLE | 365,238 | 0 | 163,044 | ||
| VIACOMCBS INC | 5.75% CONV PFD A | 92556H305 | 1,942 | 38,697 | SH | SOLE | 38,697 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,471 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 2,685 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| VIMEO INC | COMMON STOCK | 92719V100 | 3,235 | 180,113 | SH | SOLE | 6,250 | 0 | 173,863 | ||
| VISA INC | COM CL A | 92826C839 | 20,718 | 95,603 | SH | SOLE | 1,111 | 0 | 94,492 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,045 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 645 | 28,326 | SH | SOLE | 28,326 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 1,824 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,611 | 1,739,000 | PRN | SOLE | 1,739,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 20,028 | 13,437 | SH | SOLE | 7,289 | 0 | 6,148 | ||
| WESTAMERICA BANCORPORATION | COM | 957090103 | 28,362 | 491,283 | SH | SOLE | 350,877 | 0 | 140,406 | ||
| WESTERN ALLIANCE BANCORP | COM | 957638109 | 42,652 | 396,209 | SH | SOLE | 259,345 | 0 | 136,864 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 228 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 6,237 | 6,153,000 | PRN | SOLE | 4,476,000 | 0 | 1,677,000 | ||
| WILEY JOHN & SONS INC | CL A | 968223206 | 55,403 | 967,400 | SH | SOLE | 685,646 | 0 | 281,754 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 4,669 | 3,453,000 | PRN | SOLE | 3,453,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 449 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| WIX COM LTD | SHS | M98068105 | 316 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| WOODWARD INC | COM | 980745103 | 18,223 | 166,480 | SH | SOLE | 117,162 | 0 | 49,318 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 11,089 | 5,949,000 | PRN | SOLE | 5,949,000 | 0 | 0 | ||
| WSFS FINL CORP | COM | 929328102 | 44,137 | 880,621 | SH | SOLE | 611,527 | 0 | 269,094 | ||
| XILINX INC | COM | 983919101 | 13,464 | 63,500 | SH | SOLE | 0 | 0 | 63,500 | ||
| YELP INC | CL A | 985817105 | 410 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
| YORK WTR CO | COM | 987184108 | 229 | 4,600 | SH | SOLE | 0 | 0 | 4,600 | ||
| ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 33,274 | 55,904 | SH | SOLE | 256 | 0 | 55,648 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 2,368 | 1,402,000 | PRN | SOLE | 1,402,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 6,678 | 5,586,000 | PRN | SOLE | 5,586,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 806 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 3,743 | 2,907,000 | PRN | SOLE | 2,907,000 | 0 | 0 | ||
| ZOETIS INC | CL A | 98978V103 | 14,066 | 57,639 | SH | SOLE | 330 | 0 | 57,309 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,186 | 2,825,000 | PRN | SOLE | 2,825,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 3,579 | 3,316,000 | PRN | SOLE | 3,316,000 | 0 | 0 | ||