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 | 4,416 | 4,689,000 | PRN | SOLE | 3,125,000 | 0 | 1,564,000 | ||
ABBOTT LABS | COM | 002824100 | 348 | 2,937 | SH | SOLE | 0 | 0 | 2,937 | ||
ABBVIE INC | COM | 00287Y109 | 17,438 | 107,566 | SH | SOLE | 0 | 0 | 107,566 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 50,353 | 768,396 | SH | SOLE | 551,709 | 0 | 216,687 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 334 | 991 | SH | SOLE | 0 | 0 | 991 | ||
ACI WORLDWIDE INC | COM | 004498101 | 35,930 | 1,141,012 | SH | SOLE | 822,942 | 0 | 318,070 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 694 | 8,665 | SH | SOLE | 0 | 0 | 8,665 | ||
ADAPTHEALTH CORP | COMMON STOCK | 00653Q102 | 17,876 | 1,115,180 | SH | SOLE | 795,675 | 0 | 319,505 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 6,269 | 13,760 | SH | SOLE | 0 | 0 | 13,760 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 12,017 | 109,902 | SH | SOLE | 0 | 0 | 109,902 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,365 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 3,727 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 858 | 3,435 | SH | SOLE | 0 | 0 | 3,435 | ||
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 6,258 | 5,279,000 | PRN | SOLE | 3,966,000 | 0 | 1,313,000 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 5,547 | 4,214,000 | PRN | SOLE | 4,214,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,736 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 1,702 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 981 | 9,020 | SH | SOLE | 0 | 0 | 9,020 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 1,669 | 888,000 | PRN | SOLE | 888,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 2,576 | 926 | SH | SOLE | 0 | 0 | 926 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 22,673 | 8,118 | SH | SOLE | 0 | 0 | 8,118 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 27,561 | 427,960 | SH | SOLE | 308,750 | 0 | 119,210 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,445 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 8,485 | 9,137,000 | PRN | SOLE | 6,446,000 | 0 | 2,691,000 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 40,783 | 1,047,588 | SH | SOLE | 673,641 | 0 | 373,947 | ||
ALTRIA GROUP INC | COM | 02209S103 | 796 | 15,240 | SH | SOLE | 0 | 0 | 15,240 | ||
AMAZON COM INC | COM | 023135106 | 14,966 | 4,591 | SH | SOLE | 0 | 0 | 4,591 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 480 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 219 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 260 | 4,637 | SH | SOLE | 3,804 | 0 | 833 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 427 | 1,698 | SH | SOLE | 0 | 0 | 1,698 | ||
AMERISAFE INC | COM | 03071H100 | 16,102 | 324,173 | SH | SOLE | 233,740 | 0 | 90,433 | ||
AMETEK INC | COM | 031100100 | 19,740 | 148,219 | SH | SOLE | 1,237 | 0 | 146,982 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 36,588 | 485,578 | SH | SOLE | 2,031 | 0 | 483,547 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,607 | 1,017,000 | PRN | SOLE | 1,017,000 | 0 | 0 | ||
APOLLO COML REAL ESTATE FIN | NOTE 4.750% 8/2 | 03762UAB1 | 4,243 | 4,233,000 | PRN | SOLE | 1,931,000 | 0 | 2,302,000 | ||
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 219 | 220,000 | PRN | SOLE | 0 | 0 | 220,000 | ||
APPLE INC | COM | 037833100 | 65,269 | 373,799 | SH | SOLE | 1,063 | 0 | 372,736 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 73,210 | 713,127 | SH | SOLE | 514,599 | 0 | 198,528 | ||
APPLIED MATLS INC | COM | 038222105 | 18,144 | 137,661 | SH | SOLE | 2,498 | 0 | 135,163 | ||
APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823UAB8 | 669 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
APTARGROUP INC | COM | 038336103 | 305 | 2,600 | SH | SOLE | 2,162 | 0 | 438 | ||
APTIV PLC | 5.5% CNV PFD A | G6095L117 | 4,806 | 35,170 | SH | SOLE | 35,170 | 0 | 0 | ||
ARAMARK | COM | 03852U106 | 280 | 7,447 | SH | SOLE | 6,188 | 0 | 1,259 | ||
ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 2,146 | 2,064,000 | PRN | SOLE | 1,476,000 | 0 | 588,000 | ||
ARES CAPITAL CORP | COM | 04010L103 | 8,863 | 423,045 | SH | SOLE | 0 | 0 | 423,045 | ||
ARK ETF TR | INNOVATION ETF | 00214Q104 | 7,725 | 116,540 | SH | SOLE | 0 | 0 | 116,540 | ||
ARK ETF TR | NEXT GNRTN INTER | 00214Q401 | 1,982 | 22,725 | SH | SOLE | 0 | 0 | 22,725 | ||
ATKORE INC | COM | 047649108 | 6,717 | 68,239 | SH | SOLE | 48,278 | 0 | 19,961 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 4,652 | 3,098,000 | PRN | SOLE | 3,098,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 3,397 | 2,967,000 | PRN | SOLE | 1,622,000 | 0 | 1,345,000 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 5,510 | 5,624,000 | PRN | SOLE | 3,836,000 | 0 | 1,788,000 | ||
AVID BIOSERVICES INC | COM | 05368M106 | 17,486 | 858,426 | SH | SOLE | 615,560 | 0 | 242,866 | ||
AVIENT CORPORATION | COM | 05368V106 | 56,186 | 1,170,538 | SH | SOLE | 844,181 | 0 | 326,357 | ||
AZENTA INC | COM | 114340102 | 27,649 | 333,602 | SH | SOLE | 238,235 | 0 | 95,367 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 1,589 | 2,065,000 | PRN | SOLE | 2,065,000 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 29,408 | 731,733 | SH | SOLE | 522,281 | 0 | 209,452 | ||
BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 2,639 | 49,545 | SH | SOLE | 49,545 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 7,768 | 29,203 | SH | SOLE | 712 | 0 | 28,491 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 2,183 | 2,280,000 | PRN | SOLE | 1,520,000 | 0 | 760,000 | ||
BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 4,231 | 8 | SH | SOLE | 0 | 0 | 8 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 11,868 | 33,628 | SH | SOLE | 0 | 0 | 33,628 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 1,165 | 1,926,000 | PRN | SOLE | 1,926,000 | 0 | 0 | ||
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,595 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
BIOLIFE SOLUTIONS INC | COM NEW | 09062W204 | 12,542 | 551,769 | SH | SOLE | 388,116 | 0 | 163,653 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 14,612 | 14,548,000 | PRN | SOLE | 11,703,000 | 0 | 2,845,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 3,168 | 3,143,000 | PRN | SOLE | 3,143,000 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 10,992 | 8,290 | SH | SOLE | 3,494 | 0 | 4,796 | ||
BK OF AMERICA CORP | COM | 060505104 | 247 | 6,000 | SH | SOLE | 0 | 0 | 6,000 | ||
BLACK KNIGHT INC | COM | 09215C105 | 5,974 | 103,013 | SH | SOLE | 2,648 | 0 | 100,365 | ||
BLACKBAUD INC | COM | 09227Q100 | 25,433 | 424,797 | SH | SOLE | 302,064 | 0 | 122,733 | ||
BLACKLINE INC | COM | 09239B109 | 8,132 | 111,065 | SH | SOLE | 80,057 | 0 | 31,008 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,792 | 3,187,000 | PRN | SOLE | 3,187,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.375% 5/0 | 09257WAB6 | 3,342 | 3,340,000 | PRN | SOLE | 1,518,000 | 0 | 1,822,000 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 886 | 872,000 | PRN | SOLE | 0 | 0 | 872,000 | ||
BLOCK INC | CL A | 852234103 | 7,316 | 53,954 | SH | SOLE | 0 | 0 | 53,954 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 12,715 | 9,688,000 | PRN | SOLE | 9,688,000 | 0 | 0 | ||
BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 2,786 | 1,378,000 | PRN | SOLE | 1,378,000 | 0 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 348 | 3,702 | SH | SOLE | 3,076 | 0 | 626 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 329 | 140 | SH | SOLE | 135 | 0 | 5 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 10,120 | 6,926,000 | PRN | SOLE | 6,926,000 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 3,202 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 2,903 | 2,288,000 | PRN | SOLE | 2,288,000 | 0 | 0 | ||
BRICKELL BIOTECH INC | COM | 10802T105 | 260 | 970,547 | SH | SOLE | 0 | 0 | 970,547 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 1,429 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 821 | 1,387,000 | PRN | SOLE | 1,387,000 | 0 | 0 | ||
BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 18,309 | 9,328 | SH | SOLE | 9,328 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 15,940 | 25,315 | SH | SOLE | 169 | 0 | 25,146 | ||
BRUKER CORP | COM | 116794108 | 37,791 | 587,724 | SH | SOLE | 403,215 | 0 | 184,509 | ||
BUCKLE INC | COM | 118440106 | 20,533 | 621,459 | SH | SOLE | 441,658 | 0 | 179,801 | ||
BURLINGTON STORES INC | COM | 122017106 | 2,776 | 15,240 | SH | SOLE | 737 | 0 | 14,503 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 8,659 | 7,579,000 | PRN | SOLE | 7,579,000 | 0 | 0 | ||
CASTLE BIOSCIENCES INC | COM | 14843C105 | 18,358 | 409,232 | SH | SOLE | 290,502 | 0 | 118,730 | ||
CDK GLOBAL INC | COM | 12508E101 | 274 | 5,635 | SH | SOLE | 4,683 | 0 | 952 | ||
CENTENE CORP DEL | COM | 15135B101 | 27,655 | 328,480 | SH | SOLE | 1,560 | 0 | 326,920 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 756 | 24,680 | SH | SOLE | 0 | 0 | 24,680 | ||
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 943 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 20,465 | 514,315 | SH | SOLE | 366,094 | 0 | 148,221 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 5,032 | 5,000,000 | PRN | SOLE | 3,550,000 | 0 | 1,450,000 | ||
CHEVRON CORP NEW | COM | 166764100 | 967 | 5,937 | SH | SOLE | 0 | 0 | 5,937 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 244 | 330,000 | PRN | SOLE | 330,000 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 30,210 | 725,844 | SH | SOLE | 521,217 | 0 | 204,627 | ||
COMMUNITY HEALTHCARE TR INC | COM | 20369C106 | 6,264 | 148,411 | SH | SOLE | 103,457 | 0 | 44,954 | ||
COMPASS MINERALS INTL INC | COM | 20451N101 | 21,206 | 337,731 | SH | SOLE | 243,722 | 0 | 94,009 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,134 | 3,564,000 | PRN | SOLE | 3,564,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,082 | 10,821 | SH | SOLE | 0 | 0 | 10,821 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 473 | 5,000 | SH | SOLE | 0 | 0 | 5,000 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,651 | 11,510 | SH | SOLE | 0 | 0 | 11,510 | ||
CORSAIR GAMING INC | COM | 22041X102 | 10,064 | 475,593 | SH | SOLE | 339,293 | 0 | 136,300 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 11,090 | 19,259 | SH | SOLE | 0 | 0 | 19,259 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 3,401 | 3,486,000 | PRN | SOLE | 3,486,000 | 0 | 0 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 42,284 | 1,049,493 | SH | SOLE | 737,772 | 0 | 311,721 | ||
COVETRUS INC | COM | 22304C100 | 30,449 | 1,813,531 | SH | SOLE | 1,289,377 | 0 | 524,154 | ||
CSG SYS INTL INC | COM | 126349109 | 35,845 | 563,862 | SH | SOLE | 401,182 | 0 | 162,680 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 37,623 | 271,823 | SH | SOLE | 195,318 | 0 | 76,505 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 5,763 | 4,629,000 | PRN | SOLE | 4,629,000 | 0 | 0 | ||
DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 16,110 | 10,224 | SH | SOLE | 10,224 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 56,364 | 192,153 | SH | SOLE | 1,113 | 0 | 191,040 | ||
DANIMER SCIENTIFIC INC | COM CL A | 236272100 | 3,761 | 641,726 | SH | SOLE | 400,633 | 0 | 241,093 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 2,932 | 1,657,000 | PRN | SOLE | 1,657,000 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 19,694 | 71,938 | SH | SOLE | 51,121 | 0 | 20,817 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 943 | 15,948 | SH | SOLE | 0 | 0 | 15,948 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 13,920 | 12,144,000 | PRN | SOLE | 12,144,000 | 0 | 0 | ||
DIAGEO PLC | SPON ADR NEW | 25243Q205 | 491 | 2,415 | SH | SOLE | 0 | 0 | 2,415 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 484 | 3,529 | SH | SOLE | 2,932 | 0 | 597 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 1,867 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 4,078 | 3,982,000 | PRN | SOLE | 2,479,000 | 0 | 1,503,000 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,467 | 3,574,000 | PRN | SOLE | 3,574,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 8,549 | 9,138,000 | PRN | SOLE | 6,153,000 | 0 | 2,985,000 | ||
DISNEY WALT CO | COM | 254687106 | 11,050 | 80,562 | SH | SOLE | 1,685 | 0 | 78,877 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 7,985 | 8,524,000 | PRN | SOLE | 6,889,000 | 0 | 1,635,000 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 8,026 | 19,719 | SH | SOLE | 0 | 0 | 19,719 | ||
DONALDSON INC | COM | 257651109 | 282 | 5,432 | SH | SOLE | 4,506 | 0 | 926 | ||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 3,800 | 4,027,000 | PRN | SOLE | 4,027,000 | 0 | 0 | ||
EASTERLY GOVT PPTYS INC | COM | 27616P103 | 30,775 | 1,455,768 | SH | SOLE | 835,398 | 0 | 620,370 | ||
EASTGROUP PPTYS INC | COM | 277276101 | 51,726 | 254,458 | SH | SOLE | 181,140 | 0 | 73,318 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 1,251 | 30,251 | SH | SOLE | 30,251 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,480 | 11,700 | SH | SOLE | 0 | 0 | 11,700 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 23,010 | 560,409 | SH | SOLE | 373,541 | 0 | 186,868 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 642 | 389,000 | PRN | SOLE | 389,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 3,437 | 3,370,000 | PRN | SOLE | 3,370,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 2,084 | 80,755 | SH | SOLE | 0 | 0 | 80,755 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,191 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,779 | 79,400 | SH | SOLE | 0 | 0 | 79,400 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 9,232 | 9,200,000 | PRN | SOLE | 9,200,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,653 | 1,022,000 | PRN | SOLE | 1,022,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 6,233 | 6,902,000 | PRN | SOLE | 4,458,000 | 0 | 2,444,000 | ||
EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 3,497 | 1,897,000 | PRN | SOLE | 1,897,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,891 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,732 | 3,093,000 | PRN | SOLE | 3,093,000 | 0 | 0 | ||
EZCORP INC | CL A NON VTG | 302301106 | 90 | 14,880 | SH | SOLE | 14,880 | 0 | 0 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 446 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 376 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 8,454 | 173,100 | SH | SOLE | 0 | 0 | 173,100 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 272 | 1,676 | SH | SOLE | 1,393 | 0 | 283 | ||
FISERV INC | COM | 337738108 | 11,115 | 109,614 | SH | SOLE | 495 | 0 | 109,119 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 5,621 | 5,169,000 | PRN | SOLE | 5,169,000 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 10,520 | 8,883,000 | PRN | SOLE | 8,883,000 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 18,459 | 302,961 | SH | SOLE | 2,470 | 0 | 300,491 | ||
FRANCO NEV CORP | COM | 351858105 | 24,641 | 154,468 | SH | SOLE | 938 | 0 | 153,530 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 6,473 | 4,075,000 | PRN | SOLE | 4,075,000 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 26,214 | 1,577,251 | SH | SOLE | 1,137,738 | 0 | 439,513 | ||
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 268 | 5,708 | SH | SOLE | 4,682 | 0 | 1,026 | ||
GENERAL MTRS CO | COM | 37045V100 | 376 | 8,605 | SH | SOLE | 8,550 | 0 | 55 | ||
GIBRALTAR INDS INC | COM | 374689107 | 15,431 | 359,280 | SH | SOLE | 255,958 | 0 | 103,322 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 487 | 1,475 | SH | SOLE | 0 | 0 | 1,475 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 4,083 | 3,626,000 | PRN | SOLE | 1,857,000 | 0 | 1,769,000 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 34,760 | 207,112 | SH | SOLE | 147,837 | 0 | 59,275 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 2,371 | 2,935,000 | PRN | SOLE | 2,935,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,267 | 3,117,000 | PRN | SOLE | 2,668,000 | 0 | 449,000 | ||
HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 4,376 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
HANGER INC | COM NEW | 41043F208 | 17,969 | 980,295 | SH | SOLE | 696,475 | 0 | 283,820 | ||
HEALTHCARE SVCS GROUP INC | COM | 421906108 | 19,061 | 1,026,422 | SH | SOLE | 733,253 | 0 | 293,169 | ||
HEICO CORP NEW | CL A | 422806208 | 33,507 | 264,186 | SH | SOLE | 259 | 0 | 263,927 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 381 | 8,902 | SH | SOLE | 7,398 | 0 | 1,504 | ||
HENRY SCHEIN INC | COM | 806407102 | 450 | 5,161 | SH | SOLE | 4,289 | 0 | 872 | ||
HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 12,407 | 13,226,000 | PRN | SOLE | 10,039,000 | 0 | 3,187,000 | ||
HERON THERAPEUTICS INC | COM | 427746102 | 16,709 | 2,921,107 | SH | SOLE | 2,072,642 | 0 | 848,465 | ||
HOME DEPOT INC | COM | 437076102 | 12,897 | 43,086 | SH | SOLE | 0 | 0 | 43,086 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,482 | 1,500,000 | PRN | SOLE | 975,000 | 0 | 525,000 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 17,911 | 428,197 | SH | SOLE | 309,166 | 0 | 119,031 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 2,394 | 1,339,000 | PRN | SOLE | 1,339,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,648 | 112,713 | SH | SOLE | 0 | 0 | 112,713 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 1,597 | 1,600,000 | PRN | SOLE | 964,000 | 0 | 636,000 | ||
IAA INC | COM | 449253103 | 26,671 | 697,282 | SH | SOLE | 498,510 | 0 | 198,772 | ||
IAC INTERACTIVECORP NEW | COM NEW | 44891N208 | 7,779 | 77,572 | SH | SOLE | 0 | 0 | 77,572 | ||
ICON PLC | SHS | G4705A100 | 29,195 | 120,035 | SH | SOLE | 67,134 | 0 | 52,901 | ||
IDACORP INC | COM | 451107106 | 56,024 | 485,642 | SH | SOLE | 346,815 | 0 | 138,827 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 7,766 | 5,027,000 | PRN | SOLE | 5,027,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,478 | 1,344,000 | PRN | SOLE | 818,000 | 0 | 526,000 | ||
INDEPENDENT BK CORP MASS | COM | 453836108 | 37,942 | 464,463 | SH | SOLE | 331,476 | 0 | 132,987 | ||
INFINERA CORP | COM | 45667G103 | 672 | 77,500 | SH | SOLE | 77,500 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 4,081 | 3,630,000 | PRN | SOLE | 3,031,000 | 0 | 599,000 | ||
INGEVITY CORP | COM | 45688C107 | 36,247 | 565,748 | SH | SOLE | 408,026 | 0 | 157,722 | ||
INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,548 | 4,084,000 | PRN | SOLE | 2,842,000 | 0 | 1,242,000 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 3,223 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 2,017 | 2,075,000 | PRN | SOLE | 2,075,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 7,274 | 5,472,000 | PRN | SOLE | 5,472,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 26,225 | 198,495 | SH | SOLE | 233 | 0 | 198,262 | ||
INTERDIGITAL INC | COM | 45867G101 | 287 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 7,160 | 6,958,000 | PRN | SOLE | 6,225,000 | 0 | 733,000 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 301 | 2,315 | SH | SOLE | 0 | 0 | 2,315 | ||
INTUIT | COM | 461202103 | 3,117 | 6,483 | SH | SOLE | 0 | 0 | 6,483 | ||
INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 255 | 1,620 | SH | SOLE | 0 | 0 | 1,620 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 3,542 | 4,316,000 | PRN | SOLE | 3,258,000 | 0 | 1,058,000 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 6,320 | 7,032,000 | PRN | SOLE | 4,613,000 | 0 | 2,419,000 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,092 | 2,054,000 | PRN | SOLE | 1,241,000 | 0 | 813,000 | ||
ISHARES TR | CORE S&P MCP ETF | 464287507 | 352 | 1,312 | SH | SOLE | 0 | 0 | 1,312 | ||
ISHARES TR | CORE S&P SCP ETF | 464287804 | 465 | 4,313 | SH | SOLE | 0 | 0 | 4,313 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 959 | 2,114 | SH | SOLE | 0 | 0 | 2,114 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 353 | 2,560 | SH | SOLE | 0 | 0 | 2,560 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 10,039 | 9,771,000 | PRN | SOLE | 6,901,000 | 0 | 2,870,000 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 4,799 | 3,932,000 | PRN | SOLE | 3,932,000 | 0 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 585 | 10,115 | SH | SOLE | 0 | 0 | 10,115 | ||
JOHNSON & JOHNSON | COM | 478160104 | 16,507 | 93,141 | SH | SOLE | 0 | 0 | 93,141 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 24,346 | 178,592 | SH | SOLE | 849 | 0 | 177,743 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 11,593 | 11,256,000 | PRN | SOLE | 8,729,000 | 0 | 2,527,000 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 2,349 | 1,080,000 | PRN | SOLE | 1,080,000 | 0 | 0 | ||
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,508 | 47,561 | SH | SOLE | 47,561 | 0 | 0 | ||
KKR & CO INC | COM | 48251W104 | 7,934 | 135,698 | SH | SOLE | 0 | 0 | 135,698 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 2,612 | 2,524,000 | PRN | SOLE | 1,260,000 | 0 | 1,264,000 | ||
KLA CORP | COM NEW | 482480100 | 375 | 1,025 | SH | SOLE | 1,000 | 0 | 25 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 924 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.625% 6/0 | 52603BAA5 | 5,226 | 5,259,000 | PRN | SOLE | 4,401,000 | 0 | 858,000 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 3,620 | 1,908,000 | PRN | SOLE | 1,908,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 9,832 | 10,006,000 | PRN | SOLE | 6,950,000 | 0 | 3,056,000 | ||
LILLY ELI & CO | COM | 532457108 | 213 | 745 | SH | SOLE | 0 | 0 | 745 | ||
LITTELFUSE INC | COM | 537008104 | 59,264 | 237,617 | SH | SOLE | 128,792 | 0 | 108,825 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 8,757 | 4,948,000 | PRN | SOLE | 4,948,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 2,988 | 2,996,000 | PRN | SOLE | 1,861,000 | 0 | 1,135,000 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 1,587 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 40,088 | 882,791 | SH | SOLE | 585,194 | 0 | 297,597 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 12,751 | 7,702,000 | PRN | SOLE | 7,702,000 | 0 | 0 | ||
LYFT INC | CL A COM | 55087P104 | 286 | 7,450 | SH | SOLE | 7,450 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 4,258 | 3,420,000 | PRN | SOLE | 3,420,000 | 0 | 0 | ||
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 | 3,343 | 3,343,000 | PRN | SOLE | 1,467,000 | 0 | 1,876,000 | ||
MANNKIND CORP | COM NEW | 56400P706 | 40 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 2,072 | 2,033,000 | PRN | SOLE | 2,033,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 2,687 | 2,363,000 | PRN | SOLE | 1,315,000 | 0 | 1,048,000 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 1,646 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 510 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 12,363 | 113,689 | SH | SOLE | 2,700 | 0 | 110,989 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 16,832 | 520,133 | SH | SOLE | 370,117 | 0 | 150,016 | ||
MCDONALDS CORP | COM | 580135101 | 6,105 | 24,687 | SH | SOLE | 0 | 0 | 24,687 | ||
MEDNAX INC | COM | 58502B106 | 14,387 | 612,749 | SH | SOLE | 431,732 | 0 | 181,017 | ||
META PLATFORMS INC | CL A | 30303M102 | 4,292 | 19,303 | SH | SOLE | 0 | 0 | 19,303 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 399 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 10,948 | 4,981,000 | PRN | SOLE | 4,981,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 296 | 3,800 | SH | SOLE | 3,750 | 0 | 50 | ||
MICROSOFT CORP | COM | 594918104 | 38,408 | 124,578 | SH | SOLE | 540 | 0 | 124,038 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 5,568 | 4,044,000 | PRN | SOLE | 4,044,000 | 0 | 0 | ||
MITEK SYS INC | COM NEW | 606710200 | 205 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 8,582 | 136,703 | SH | SOLE | 0 | 0 | 136,703 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 10,276 | 4,740,000 | PRN | SOLE | 4,740,000 | 0 | 0 | ||
MONRO INC | COM | 610236101 | 10,171 | 229,381 | SH | SOLE | 162,910 | 0 | 66,471 | ||
MSA SAFETY INC | COM | 553498106 | 14,067 | 106,005 | SH | SOLE | 76,439 | 0 | 29,566 | ||
MUELLER INDS INC | COM | 624756102 | 36,934 | 681,814 | SH | SOLE | 483,381 | 0 | 198,433 | ||
NATIONAL INSTRS CORP | COM | 636518102 | 28,566 | 703,767 | SH | SOLE | 507,560 | 0 | 196,207 | ||
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 5,742 | 3,957,000 | PRN | SOLE | 3,957,000 | 0 | 0 | ||
NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 1,643 | 1,534,000 | PRN | SOLE | 1,534,000 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 10,081 | 727,903 | SH | SOLE | 54,889 | 0 | 673,014 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 10,918 | 10,343,000 | PRN | SOLE | 6,481,000 | 0 | 3,862,000 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 6,792 | 6,750,000 | PRN | SOLE | 4,733,000 | 0 | 2,017,000 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 12,022 | 141,925 | SH | SOLE | 0 | 0 | 141,925 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,468 | 66,258 | SH | SOLE | 66,258 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 4,621 | 34,340 | SH | SOLE | 0 | 0 | 34,340 | ||
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 5,532 | 46,200 | SH | SOLE | 46,200 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 1,514 | 13,000 | SH | SOLE | 0 | 0 | 13,000 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 8,868 | 19,830 | SH | SOLE | 0 | 0 | 19,830 | ||
NOVA LTD | NOTE 10/1 | 66980MAB2 | 1,939 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 1,438 | 1,580,000 | PRN | SOLE | 1,580,000 | 0 | 0 | ||
NOVO-NORDISK A S | ADR | 670100205 | 9,937 | 89,479 | SH | SOLE | 0 | 0 | 89,479 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 8,337 | 8,406,000 | PRN | SOLE | 5,630,000 | 0 | 2,776,000 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,398 | 1,471,000 | PRN | SOLE | 1,471,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 8,766 | 8,750,000 | PRN | SOLE | 6,535,000 | 0 | 2,215,000 | ||
NVIDIA CORPORATION | COM | 67066G104 | 2,974 | 10,900 | SH | SOLE | 0 | 0 | 10,900 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 855 | 4,620 | SH | SOLE | 0 | 0 | 4,620 | ||
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 1,939 | 2,428,000 | PRN | SOLE | 2,428,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 27,750 | 3,992,822 | SH | SOLE | 2,614,760 | 0 | 1,378,062 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 7,326 | 6,815,000 | PRN | SOLE | 6,815,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 5,890 | 1,940,000 | PRN | SOLE | 1,940,000 | 0 | 0 | ||
ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 12,127 | 1,188,873 | SH | SOLE | 856,673 | 0 | 332,200 | ||
ONTO INNOVATION INC | COM | 683344105 | 38,395 | 441,881 | SH | SOLE | 316,566 | 0 | 125,315 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 8,092 | 8,041,000 | PRN | SOLE | 6,025,000 | 0 | 2,016,000 | ||
OVERSTOCK COM INC DEL | COM | 690370101 | 9,777 | 222,173 | SH | SOLE | 157,746 | 0 | 64,427 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,863 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC | COM PAR $ .01 | 696077403 | 9 | 19,010 | SH | SOLE | 0 | 0 | 19,010 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,110 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 15,651 | 6,685,000 | PRN | SOLE | 6,685,000 | 0 | 0 | ||
PARAMOUNT GLOBAL | 5.75% CONV PFD A | 92556H305 | 3,466 | 62,409 | SH | SOLE | 62,409 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 2,816 | 3,192,000 | PRN | SOLE | 3,192,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 6,733 | 6,371,000 | PRN | SOLE | 6,371,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 4,323 | 4,318,000 | PRN | SOLE | 2,272,000 | 0 | 2,046,000 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 207 | 1,789 | SH | SOLE | 750 | 0 | 1,039 | ||
PDC ENERGY INC | COM | 69327R101 | 57,902 | 796,675 | SH | SOLE | 760,373 | 0 | 36,302 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 2,069 | 1,793,000 | PRN | SOLE | 1,793,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 4,377 | 4,650,000 | PRN | SOLE | 3,846,000 | 0 | 804,000 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 2,093 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,759 | 2,777,000 | PRN | SOLE | 1,159,000 | 0 | 1,618,000 | ||
PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 268 | 2,855 | SH | SOLE | 2,372 | 0 | 483 | ||
PEPSICO INC | COM | 713448108 | 7,453 | 44,529 | SH | SOLE | 0 | 0 | 44,529 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 32,871 | 645,665 | SH | SOLE | 461,298 | 0 | 184,367 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 2,527 | 26,900 | SH | SOLE | 0 | 0 | 26,900 | ||
PING IDENTITY HLDG CORP | COM | 72341T103 | 38,805 | 1,414,676 | SH | SOLE | 1,005,129 | 0 | 409,547 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,215 | 511,000 | PRN | SOLE | 511,000 | 0 | 0 | ||
PLANTRONICS INC NEW | COM | 727493108 | 19,081 | 484,292 | SH | SOLE | 344,700 | 0 | 139,592 | ||
PRA GROUP INC | COM | 69354N106 | 520 | 11,526 | SH | SOLE | 11,526 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 3,644 | 3,281,000 | PRN | SOLE | 1,809,000 | 0 | 1,472,000 | ||
PRIMO WATER CORPORATION | COM | 74167P108 | 26,061 | 1,828,817 | SH | SOLE | 1,314,367 | 0 | 514,450 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,825 | 11,941 | SH | SOLE | 0 | 0 | 11,941 | ||
PROG HOLDINGS INC | COM NPV | 74319R101 | 17,225 | 598,710 | SH | SOLE | 425,633 | 0 | 173,077 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 4,185 | 4,501,000 | PRN | SOLE | 3,474,000 | 0 | 1,027,000 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 34,461 | 496,703 | SH | SOLE | 354,525 | 0 | 142,178 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 4,858 | 4,672,000 | PRN | SOLE | 3,767,000 | 0 | 905,000 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 7,849 | 5,607,000 | PRN | SOLE | 4,918,000 | 0 | 689,000 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 2,868 | 2,872,000 | PRN | SOLE | 2,872,000 | 0 | 0 | ||
QUAKER HOUGHTON | COM | 747316107 | 24,351 | 140,914 | SH | SOLE | 101,487 | 0 | 39,427 | ||
QUALCOMM INC | COM | 747525103 | 9,108 | 59,600 | SH | SOLE | 350 | 0 | 59,250 | ||
QUANTA SVCS INC | COM | 74762E102 | 472 | 3,584 | SH | SOLE | 2,978 | 0 | 606 | ||
QUIDEL CORP | COM | 74838J101 | 337 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 2,334 | 2,388,000 | PRN | SOLE | 1,843,000 | 0 | 545,000 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 6,330 | 3,742,000 | PRN | SOLE | 3,389,000 | 0 | 353,000 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 2,492 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 3,700 | 1,942,000 | PRN | SOLE | 1,942,000 | 0 | 0 | ||
RAYMOND JAMES FINL INC | COM | 754730109 | 63,897 | 581,356 | SH | SOLE | 272,771 | 0 | 308,585 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 749 | 7,565 | SH | SOLE | 0 | 0 | 7,565 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 1,990 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 1,487 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 2,917 | 2,917,000 | PRN | SOLE | 1,183,000 | 0 | 1,734,000 | ||
RENASANT CORP | COM | 75970E107 | 36,504 | 1,091,301 | SH | SOLE | 784,539 | 0 | 306,762 | ||
REPLIGEN CORP | COM | 759916109 | 43,496 | 231,250 | SH | SOLE | 153,448 | 0 | 77,802 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,154 | 1,831,000 | PRN | SOLE | 1,831,000 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 23,202 | 1,353,649 | SH | SOLE | 976,249 | 0 | 377,400 | ||
REVOLVE GROUP INC | CL A | 76156B107 | 13,647 | 254,186 | SH | SOLE | 181,612 | 0 | 72,574 | ||
RH | COM | 74967X103 | 603 | 1,850 | SH | SOLE | 1,850 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 2,504 | 1,475,000 | PRN | SOLE | 1,475,000 | 0 | 0 | ||
RH | NOTE 9/1 | 74967XAD5 | 2,751 | 1,680,000 | PRN | SOLE | 1,680,000 | 0 | 0 | ||
RIBBON COMMUNICATIONS INC | COM | 762544104 | 216 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS | COM | 767744105 | 28,203 | 477,766 | SH | SOLE | 341,215 | 0 | 136,551 | ||
RLI CORP | COM | 749607107 | 38,127 | 344,634 | SH | SOLE | 202,385 | 0 | 142,249 | ||
RLJ LODGING TR | COM | 74965L101 | 30,516 | 2,167,324 | SH | SOLE | 1,522,250 | 0 | 645,074 | ||
ROBINHOOD MKTS INC | COM CL A | 770700102 | 164 | 12,136 | SH | SOLE | 0 | 0 | 12,136 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 19,181 | 40,617 | SH | SOLE | 301 | 0 | 40,316 | ||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 4,814 | 3,967,000 | PRN | SOLE | 3,967,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 2,915 | 2,232,000 | PRN | SOLE | 2,232,000 | 0 | 0 | ||
SAIA INC | COM | 78709Y105 | 35,029 | 143,667 | SH | SOLE | 102,662 | 0 | 41,005 | ||
SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 5,156 | 2,776,000 | PRN | SOLE | 2,776,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 4,163 | 3,156,000 | PRN | SOLE | 3,156,000 | 0 | 0 | ||
SEAGEN INC | COM | 81181C104 | 288 | 2,000 | SH | SOLE | 0 | 0 | 2,000 | ||
SEMTECH CORP | COM | 816850101 | 43,220 | 623,312 | SH | SOLE | 449,978 | 0 | 173,334 | ||
SERVICE CORP INTL | COM | 817565104 | 263 | 4,002 | SH | SOLE | 3,326 | 0 | 676 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 2,646 | 642,000 | PRN | SOLE | 642,000 | 0 | 0 | ||
SHARECARE INC | COM CL A | 81948W104 | 9,292 | 3,762,099 | SH | SOLE | 0 | 0 | 3,762,099 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 5,140 | 20,590 | SH | SOLE | 0 | 0 | 20,590 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,683 | 1,604,000 | PRN | SOLE | 1,604,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 5,227 | 3,797,000 | PRN | SOLE | 3,797,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 3,854 | 2,197,000 | PRN | SOLE | 2,197,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 3,932 | 2,872,000 | PRN | SOLE | 2,872,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 11,336 | 8,305,000 | PRN | SOLE | 8,305,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 452 | 1,000 | SH | SOLE | 0 | 0 | 1,000 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 5,786 | 5,059,000 | PRN | SOLE | 3,379,000 | 0 | 1,680,000 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 11,731 | 9,774,000 | PRN | SOLE | 9,774,000 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 5,598 | 74,621 | SH | SOLE | 4,440 | 0 | 70,181 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 2,788 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 12,789 | 140,585 | SH | SOLE | 1,069 | 0 | 139,516 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 4,192 | 4,088,000 | PRN | SOLE | 1,819,000 | 0 | 2,269,000 | ||
STRIDE INC | COM | 86333M108 | 26,731 | 735,787 | SH | SOLE | 524,245 | 0 | 211,542 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 2,089 | 2,082,000 | PRN | SOLE | 2,082,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 346 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 1,331 | 1,338,000 | PRN | SOLE | 1,100,000 | 0 | 238,000 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 61 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 57,902 | 715,287 | SH | SOLE | 505,802 | 0 | 209,485 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 25,344 | 931,084 | SH | SOLE | 667,590 | 0 | 263,494 | ||
TECHTARGET INC | NOTE 0.125%12/1 | 87874RAB6 | 2,928 | 2,240,000 | PRN | SOLE | 2,240,000 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 10,692 | 22,622 | SH | SOLE | 744 | 0 | 21,878 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 4,134 | 1,105,000 | PRN | SOLE | 1,105,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,305 | 28,911 | SH | SOLE | 0 | 0 | 28,911 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 24,340 | 290,694 | SH | SOLE | 208,661 | 0 | 82,033 | ||
THE AARONS COMPANY INC | COM | 00258W108 | 19,146 | 953,486 | SH | SOLE | 673,151 | 0 | 280,335 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,254 | 1,308,000 | PRN | SOLE | 1,000,000 | 0 | 308,000 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 6,357 | 10,762 | SH | SOLE | 0 | 0 | 10,762 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 1,108 | 1,700 | SH | SOLE | 0 | 0 | 1,700 | ||
TRUPANION INC | COM | 898202106 | 16,854 | 189,114 | SH | SOLE | 134,154 | 0 | 54,960 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 9,345 | 9,138,000 | PRN | SOLE | 7,980,000 | 0 | 1,158,000 | ||
UNION PAC CORP | COM | 907818108 | 14,070 | 51,499 | SH | SOLE | 0 | 0 | 51,499 | ||
UNISYS CORP | COM NEW | 909214306 | 39,888 | 1,845,819 | SH | SOLE | 1,310,418 | 0 | 535,401 | ||
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 2,192 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,940 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 2,572 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 5,833 | 114,505 | SH | SOLE | 0 | 0 | 114,505 | ||
VERRA MOBILITY CORP | COM | 92511U102 | 28,508 | 1,751,108 | SH | SOLE | 1,244,831 | 0 | 506,277 | ||
VERTEX INC | CL A | 92538J106 | 11,966 | 780,038 | SH | SOLE | 555,918 | 0 | 224,120 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,349 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 2,505 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VIMEO INC | COMMON STOCK | 92719V100 | 2,069 | 174,160 | SH | SOLE | 0 | 0 | 174,160 | ||
VISA INC | COM CL A | 92826C839 | 21,251 | 95,824 | SH | SOLE | 333 | 0 | 95,491 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,007 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 484 | 20,826 | SH | SOLE | 20,826 | 0 | 0 | ||
VONTIER CORPORATION | COM | 928881101 | 250 | 9,848 | SH | SOLE | 8,182 | 0 | 1,666 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 15,995 | 12,234 | SH | SOLE | 6,137 | 0 | 6,097 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 28,912 | 477,892 | SH | SOLE | 344,691 | 0 | 133,201 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 30,626 | 369,792 | SH | SOLE | 248,631 | 0 | 121,161 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 7,529 | 7,793,000 | PRN | SOLE | 5,503,000 | 0 | 2,290,000 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 49,142 | 926,678 | SH | SOLE | 668,169 | 0 | 258,509 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 3,851 | 3,521,000 | PRN | SOLE | 3,521,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 2,435 | 2,350,000 | PRN | SOLE | 1,605,000 | 0 | 745,000 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 434 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
WIX COM LTD | SHS | M98068105 | 209 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
WOODWARD INC | COM | 980745103 | 22,331 | 178,776 | SH | SOLE | 126,893 | 0 | 51,883 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 9,321 | 5,673,000 | PRN | SOLE | 5,673,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 38,685 | 829,799 | SH | SOLE | 592,561 | 0 | 237,238 | ||
YELP INC | CL A | 985817105 | 385 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
YORK WTR CO | COM | 987184108 | 207 | 4,600 | SH | SOLE | 0 | 0 | 4,600 | ||
ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 25,191 | 60,892 | SH | SOLE | 489 | 0 | 60,403 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 10,854 | 8,581,000 | PRN | SOLE | 8,581,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 1,089 | 820,000 | PRN | SOLE | 820,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 3,115 | 2,742,000 | PRN | SOLE | 2,742,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 11,001 | 58,333 | SH | SOLE | 335 | 0 | 57,998 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 5,291 | 3,090,000 | PRN | SOLE | 3,090,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 3,049 | 2,501,000 | PRN | SOLE | 2,501,000 | 0 | 0 |