The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
8X8 INC NEW NOTE 0.500% 2/0 282914ab6 2,583 3,000,000 PRN   SOLE   3,000,000 0 0
AARONS INC COM PAR $0.50 002535300 10,153 445,714 SH   SOLE   445,403 0 311
ABBOTT LABS COM 002824100 225 2,850 SH   SOLE   0 0 2,850
ABBVIE INC COM 00287Y109 3,482 45,698 SH   SOLE   2,944 0 42,754
ACADIA HEALTHCARE COMPANY IN COM 00404A109 15,640 852,299 SH   SOLE   851,754 0 545
ACI WORLDWIDE INC COM 004498101 21,445 887,993 SH   SOLE   887,411 0 582
ACTIVISION BLIZZARD INC COM 00507V109 554 9,310 SH   SOLE   0 0 9,310
ADOBE INC COM 00724F101 4,277 13,440 SH   SOLE   900 0 12,540
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 4,589 800,000 PRN   SOLE   800,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 5,094 3,080,000 PRN   SOLE   3,080,000 0 0
AFLAC INC COM 001055102 325 9,500 SH   SOLE   0 0 9,500
AIR PRODS & CHEMS INC COM 009158106 772 3,870 SH   SOLE   0 0 3,870
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 863 1,000,000 PRN   SOLE   1,000,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971taj0 3,635 3,250,000 PRN   SOLE   3,250,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,228 11,455 SH   SOLE   2,915 0 8,540
ALLEGHANY CORP DEL COM 017175100 276 500 SH   SOLE   500 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 2,414 2,610,000 PRN   SOLE   2,610,000 0 0
ALLEGION PLC ORD SHS G0176J109 1,586 17,238 SH   SOLE   6,137 0 11,101
ALLERGAN PLC SHS G0177J108 1,345 7,592 SH   SOLE   5,200 0 2,392
ALLETE INC COM NEW 018522300 608 10,022 SH   SOLE   0 0 10,022
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 7,152 7,298,000 PRN   SOLE   5,430,000 0 1,868,000
ALPHABET INC CAP STK CL C 02079K107 8,661 7,448 SH   SOLE   275 0 7,173
ALPHABET INC CAP STK CL A 02079K305 1,391 1,197 SH   SOLE   0 0 1,197
ALTAIR ENGR INC COM CL A 021369103 9,869 372,405 SH   SOLE   372,157 0 248
ALTAIR ENGR INC NOTE 0.250% 6/0 021369aa1 1,768 2,000,000 PRN   SOLE   2,000,000 0 0
ALTRA INDL MOTION CORP COM 02208R106 7,569 432,752 SH   SOLE   432,477 0 275
ALTRIA GROUP INC COM 02209S103 624 16,140 SH   SOLE   0 0 16,140
AMARIN CORP PLC SPONS ADR NEW 023111206 54 13,500 SH   SOLE   13,500 0 0
AMAZON COM INC COM 023135106 20,347 10,436 SH   SOLE   1,356 0 9,080
AMERICAN ELEC PWR CO INC COM 025537101 269 3,360 SH   SOLE   2,900 0 460
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 4,800 98,700 SH   SOLE   98,700 0 0
AMERICAN EXPRESS CO COM 025816109 312 3,650 SH   SOLE   3,050 0 600
AMERICAN TOWER CORP NEW COM 03027X100 366 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071H100 22,994 356,665 SH   SOLE   356,365 0 300
AMETEK INC COM 031100100 9,085 126,149 SH   SOLE   24,023 0 102,126
AMPHENOL CORP NEW CL A 032095101 16,536 226,887 SH   SOLE   17,570 0 209,317
ANCHIANO THERAPEUTICS LTD SPONSORED ADS 03280X102 291 369,640 SH   SOLE   369,640 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762uab1 1,697 2,438,000 PRN   SOLE   1,418,000 0 1,020,000
APPLE INC COM 037833100 35,010 137,676 SH   SOLE   9,378 0 128,298
APPLIED INDL TECHNOLOGIES IN COM 03820C105 31,073 679,634 SH   SOLE   679,191 0 443
APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823uab8 745 1,000,000 PRN   SOLE   1,000,000 0 0
ARES CAPITAL CORP COM 04010L103 4,002 371,205 SH   SOLE   69,260 0 301,945
ARES CAPITAL CORP NOTE 3.750% 2/0 04010lat0 6,667 7,326,000 PRN   SOLE   7,326,000 0 0
ARK ETF TR INNOVATION ETF 00214Q104 3,789 86,125 SH   SOLE   0 0 86,125
ARK ETF TR NEXT GNRTN INTER 00214Q401 1,302 24,700 SH   SOLE   0 0 24,700
ASSURANT INC 6.50% CONV PFD D 04621x207 2,397 22,721 SH   SOLE   22,721 0 0
AT&T INC COM 00206R102 2,442 83,784 SH   SOLE   0 0 83,784
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 8,142 9,207,000 PRN   SOLE   7,524,000 0 1,683,000
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2,380 2,900,000 PRN   SOLE   2,900,000 0 0
AVANTOR INC COM 05352A100 185 14,838 SH   SOLE   14,838 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 3,026 65,000 SH   SOLE   65,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351xab7 1,193 1,500,000 PRN   SOLE   1,500,000 0 0
BARNES GROUP INC COM 067806109 21,145 505,488 SH   SOLE   505,166 0 322
BECTON DICKINSON & CO COM 075887109 12,693 55,241 SH   SOLE   9,311 0 45,930
BECTON DICKINSON & CO PFD SHS CONV A 075887208 7,752 140,716 SH   SOLE   140,716 0 0
BED BATH & BEYOND INC COM 075896100 120 28,500 SH   SOLE   28,500 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2,176 8 SH   SOLE   0 0 8
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,818 53,702 SH   SOLE   167 0 53,535
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 7,553 7,121,000 PRN   SOLE   6,161,000 0 960,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061gah4 2,081 2,000,000 PRN   SOLE   2,000,000 0 0
BIOTELEMETRY INC COM 090672106 14,521 377,060 SH   SOLE   376,815 0 245
BK OF AMERICA CORP COM 060505104 765 36,050 SH   SOLE   30,050 0 6,000
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 13,468 10,482 SH   SOLE   5,710 0 4,772
BLACK KNIGHT INC COM 09215C105 4,441 76,485 SH   SOLE   210 0 76,275
BLACKBAUD INC COM 09227Q100 13,171 237,102 SH   SOLE   236,936 0 166
BLACKLINE INC COM 09239B109 11,644 221,325 SH   SOLE   221,161 0 164
BLACKSTONE MTG TR INC COM CL A 09257W100 186 10,000 SH   SOLE   10,000 0 0
BOOKING HLDGS INC COM 09857L108 283 210 SH   SOLE   210 0 0
BRICKELL BIOTECH INC COM 10802T105 1,132 950,905 SH   SOLE   950,905 0 0
BROADCOM INC COM 11135F101 1,091 4,600 SH   SOLE   4,400 0 200
BROADCOM INC 8% CNV PFD SER A 11135f200 9,162 9,600 SH   SOLE   9,600 0 0
BROOKS AUTOMATION INC NEW COM 114340102 9,679 317,329 SH   SOLE   317,114 0 215
BRUKER CORP COM 116794108 21,683 604,657 SH   SOLE   604,238 0 419
BUCKLE INC COM 118440106 10,013 730,350 SH   SOLE   729,881 0 469
BURLINGTON STORES INC COM 122017106 16,947 106,945 SH   SOLE   82,290 0 24,655
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 2,259 2,100,000 PRN   SOLE   2,100,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 4,707 4,743,000 PRN   SOLE   3,503,000 0 1,240,000
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3,848 4,019,000 PRN   SOLE   3,135,000 0 884,000
CEMEX SAB DE CV SPON ADR NEW 151290889 101 47,500 SH   SOLE   47,500 0 0
CENTENE CORP DEL COM 15135B101 20,864 351,181 SH   SOLE   53,937 0 297,244
CENTERPOINT ENERGY INC COM 15189T107 478 30,950 SH   SOLE   0 0 30,950
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912k209 1,483 35,000 SH   SOLE   35,000 0 0
CHEESECAKE FACTORY INC COM 163072101 5,857 342,932 SH   SOLE   342,707 0 225
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,203 1,795,000 PRN   SOLE   1,795,000 0 0
CHEVRON CORP NEW COM 166764100 1,166 16,090 SH   SOLE   0 0 16,090
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 2,900 3,000,000 PRN   SOLE   3,000,000 0 0
CITIGROUP INC COM NEW 172967424 378 8,985 SH   SOLE   0 0 8,985
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 3,417 4,871,000 PRN   SOLE   4,871,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 102 16,000 SH   SOLE   16,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3,309 3,636,000 PRN   SOLE   2,847,000 0 789,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 206 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 1,695 2,119,000 PRN   SOLE   1,619,000 0 500,000
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6,366 7,764,000 PRN   SOLE   5,724,000 0 2,040,000
COLONY CAP INC NEW CL A COM 19626G108 147 83,908 SH   SOLE   74,043 0 9,865
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 849 794,000 PRN   SOLE   794,000 0 0
COMCAST CORP NEW CL A 20030N101 1,384 40,248 SH   SOLE   0 0 40,248
COMMERCIAL METALS CO COM 201723103 13,841 876,587 SH   SOLE   876,021 0 566
COMPASS MINERALS INTL INC COM 20451N101 12,187 316,798 SH   SOLE   316,580 0 218
CONMED CORP NOTE 2.625% 2/0 207410af8 3,407 3,650,000 PRN   SOLE   3,650,000 0 0
CONOCOPHILLIPS COM 20825C104 567 18,424 SH   SOLE   0 0 18,424
CONSOLIDATED EDISON INC COM 209115104 585 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 2,096 14,620 SH   SOLE   2,000 0 12,620
CORELOGIC INC COM 21871D103 19,736 646,219 SH   SOLE   645,785 0 434
CORESITE RLTY CORP COM 21870Q105 16,376 141,292 SH   SOLE   141,191 0 101
CORNERSTONE ONDEMAND INC COM 21925Y103 10,630 334,811 SH   SOLE   334,592 0 219
COSTCO WHSL CORP NEW COM 22160K105 6,497 22,785 SH   SOLE   50 0 22,735
COUSINS PPTYS INC COM NEW 222795502 26,650 910,480 SH   SOLE   909,849 0 631
COVETRUS INC COM 22304C100 7,452 915,471 SH   SOLE   914,877 0 594
CRACKER BARREL OLD CTRY STOR COM 22410J106 7,125 85,616 SH   SOLE   85,563 0 53
CREE INC NOTE 0.875% 9/0 225447ab7 2,794 3,000,000 PRN   SOLE   3,000,000 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4,933 3,800 SH   SOLE   3,800 0 0
CSG SYS INTL INC COM 126349109 14,407 344,252 SH   SOLE   344,046 0 206
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 5,751 5,394,000 PRN   SOLE   4,459,000 0 935,000
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 10,993 11,246,000 PRN   SOLE   9,059,000 0 2,187,000
CULLEN FROST BANKERS INC COM 229899109 12,014 215,340 SH   SOLE   215,129 0 211
DANAHER CORPORATION COM 235851102 28,835 208,332 SH   SOLE   25,192 0 183,140
DANAHER CORPORATION 4.75 MND CV PFD 235851300 7,270 6,900 SH   SOLE   6,900 0 0
DECKERS OUTDOOR CORP COM 243537107 8,402 62,698 SH   SOLE   62,652 0 46
DEXCOM INC NOTE 0.750%12/0 252131ah0 8,675 5,000,000 PRN   SOLE   5,000,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470mab5 6,299 7,765,000 PRN   SOLE   7,765,000 0 0
DISNEY WALT CO COM DISNEY 254687106 5,963 61,728 SH   SOLE   11,655 0 50,073
DOCUSIGN INC NOTE 0.500% 9/1 256163ab2 4,774 3,380,000 PRN   SOLE   3,380,000 0 0
DOMINOS PIZZA INC COM 25754A201 4,893 15,100 SH   SOLE   0 0 15,100
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 8,813 10,188,000 PRN   SOLE   8,341,000 0 1,847,000
EASTERLY GOVT PPTYS INC COM 27616P103 18,359 745,075 SH   SOLE   535,319 0 209,756
EASTGROUP PPTY INC COM 277276101 25,121 240,435 SH   SOLE   240,271 0 164
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 6,885 6,902,000 PRN   SOLE   5,163,000 0 1,739,000
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414h202 1,376 31,000 SH   SOLE   31,000 0 0
ELECTRONIC ARTS INC COM 285512109 811 8,100 SH   SOLE   0 0 8,100
EMERGENT BIOSOLUTIONS INC COM 29089Q105 11,607 200,602 SH   SOLE   200,477 0 125
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15 15,000 PRN   SOLE   15,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 8,285 9,036,000 PRN   SOLE   6,807,000 0 2,229,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 901 1,000,000 PRN   SOLE   1,000,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,149 80,330 SH   SOLE   0 0 80,330
ENVESTNET INC NOTE 1.750% 6/0 29404kab2 3,101 3,025,000 PRN   SOLE   3,025,000 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,665 79,400 SH   SOLE   0 0 79,400
ETSY INC NOTE 3/0 29786aac0 8,332 6,599,000 PRN   SOLE   6,599,000 0 0
EVOLENT HEALTH INC CL A 30050B101 181 33,397 SH   SOLE   33,397 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 4,618 5,304,000 PRN   SOLE   4,622,000 0 682,000
EVOLENT HEALTH INC NOTE 1.500%10/1 30050bad3 2,070 3,200,000 PRN   SOLE   3,200,000 0 0
EVOLUS INC COM 30052C107 158 38,016 SH   SOLE   38,016 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 10,084 9,250,000 PRN   SOLE   9,250,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063pac9 1,578 2,000,000 PRN   SOLE   2,000,000 0 0
EXXON MOBIL CORP COM 30231G102 629 16,555 SH   SOLE   0 0 16,555
EZCORP INC NOTE 2.375% 5/0 302301ae6 370 500,000 PRN   SOLE   500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301af3 957 1,200,000 PRN   SOLE   1,200,000 0 0
FACEBOOK INC CL A 30303M102 4,708 28,225 SH   SOLE   1,300 0 26,925
FERRARI N V COM N3167Y103 282 1,850 SH   SOLE   1,650 0 200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,832 154,000 SH   SOLE   23,700 0 130,300
FIREEYE INC COM 31816Q101 127 12,000 SH   SOLE   12,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 7,045 7,097,000 PRN   SOLE   5,158,000 0 1,939,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 2,439 2,567,000 PRN   SOLE   2,042,000 0 525,000
FIREEYE INC NOTE 0.875% 6/0 31816qaf8 6,187 7,343,000 PRN   SOLE   7,343,000 0 0
FIRST TR NASDAQ-100 TECH IND SHS 337345102 740 8,750 SH   SOLE   8,750 0 0
FISERV INC COM 337738108 11,136 117,238 SH   SOLE   24,749 0 92,489
FIVE9 INC NOTE 0.125% 5/0 338307ab7 3,800 2,000,000 PRN   SOLE   2,000,000 0 0
FORTIVE CORP COM 34959J108 10,261 185,915 SH   SOLE   29,368 0 156,547
FORTIVE CORP 5% PFD CNV SER A 34959J207 3,460 4,733 SH   SOLE   4,733 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959jak4 13,415 14,400,000 PRN   SOLE   14,400,000 0 0
FRANCO NEVADA CORP COM 351858105 14,512 145,821 SH   SOLE   18,438 0 127,383
FULTON FINL CORP PA COM 360271100 17,771 1,546,637 SH   SOLE   1,545,650 0 987
GDS HLDGS LTD NOTE 2.000% 6/0 36165lab4 4,467 3,500,000 PRN   SOLE   3,500,000 0 0
GENERAL ELECTRIC CO COM 369604103 91 11,500 SH   SOLE   11,500 0 0
GILEAD SCIENCES INC COM 375558103 273 3,650 SH   SOLE   0 0 3,650
GOLDMAN SACHS GROUP INC COM 38141G104 235 1,520 SH   SOLE   0 0 1,520
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 3,364 4,150,000 PRN   SOLE   4,150,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,258 254,368 SH   SOLE   254,202 0 166
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 4,099 4,199,000 PRN   SOLE   4,199,000 0 0
HANGER INC COM NEW 41043F208 5,815 373,206 SH   SOLE   372,957 0 249
HARTFORD FINL SVCS GROUP INC COM 416515104 1,357 38,500 SH   SOLE   0 0 38,500
HEALTHCARE SVCS GROUP INC COM 421906108 23,961 1,002,140 SH   SOLE   1,001,485 0 655
HEICO CORP NEW CL A 422806208 23,137 362,088 SH   SOLE   972 0 361,116
HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 2,820 3,500,000 PRN   SOLE   3,500,000 0 0
HERCULES CAPITAL INC COM 427096508 370 48,467 SH   SOLE   48,467 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 5,834 6,420,000 PRN   SOLE   5,230,000 0 1,190,000
HERON THERAPEUTICS INC COM 427746102 7,869 670,238 SH   SOLE   669,802 0 436
HMS HLDGS CORP COM 40425J101 24,106 953,930 SH   SOLE   953,292 0 638
HOME DEPOT INC COM 437076102 3,954 21,178 SH   SOLE   176 0 21,002
HORACE MANN EDUCATORS CORP N COM 440327104 15,079 412,113 SH   SOLE   411,846 0 267
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6,593 5,603,000 PRN   SOLE   5,603,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4,941 3,310,000 PRN   SOLE   3,310,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 925 112,713 SH   SOLE   0 0 112,713
I3 VERTICALS INC COM CL A 46571Y107 210 11,000 SH   SOLE   11,000 0 0
IAA INC COM 449253103 7,101 237,013 SH   SOLE   236,863 0 150
IAC INTERACTIVECORP COM 44919P508 17,943 100,112 SH   SOLE   5,397 0 94,715
IBERIABANK CORP COM 450828108 13,427 371,321 SH   SOLE   371,084 0 237
ICON PLC SHS G4705A100 35,239 259,110 SH   SOLE   258,930 0 180
IDACORP INC COM 451107106 40,050 456,206 SH   SOLE   402,210 0 53,996
II VI INC NOTE 0.250% 9/0 902104ab4 9,434 10,248,000 PRN   SOLE   8,473,000 0 1,775,000
ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3,201 2,615,000 PRN   SOLE   2,615,000 0 0
ILLUMINA INC NOTE 8/1 452327ak5 970 1,000,000 PRN   SOLE   1,000,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,590 1,071,000 PRN   SOLE   1,071,000 0 0
INFINERA CORP COM 45667G103 543 102,500 SH   SOLE   102,500 0 0
INFINERA CORP NOTE 2.125% 9/0 45667gac7 1,449 1,700,000 PRN   SOLE   1,700,000 0 0
INGEVITY CORP COM 45688C107 16,628 472,387 SH   SOLE   467,679 0 4,708
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773hab8 4,427 3,000,000 PRN   SOLE   2,010,000 0 990,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 8,465 5,695,000 PRN   SOLE   5,220,000 0 475,000
INSMED INC NOTE 1.750% 1/1 457669aa7 3,848 4,550,000 PRN   SOLE   4,550,000 0 0
INSULET CORP NOTE 1.375%11/1 45784pah4 1,843 1,000,000 PRN   SOLE   1,000,000 0 0
INTEL CORP COM 458140100 219 4,050 SH   SOLE   4,050 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,555 167,859 SH   SOLE   1,216 0 166,643
INTERNATIONAL BUSINESS MACHS COM 459200101 535 4,823 SH   SOLE   1,700 0 3,123
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1,254 32,500 SH   SOLE   32,500 0 0
INTRICON CORP COM 46121H109 5,303 450,562 SH   SOLE   450,263 0 299
INTUIT COM 461202103 7,393 32,144 SH   SOLE   6,699 0 25,445
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 4,028 3,800,000 PRN   SOLE   2,847,000 0 953,000
ISHARES TR CORE S&P500 ETF 464287200 342 1,323 SH   SOLE   0 0 1,323
ISHARES TR RUSSELL 2000 ETF 464287655 975 8,520 SH   SOLE   8,520 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,307 125,000 SH Call SOLE   125,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 109,023 952,500 SH Put SOLE   952,500 0 0
ISHARES TR CORE S&P SCP ETF 464287804 813 14,486 SH   SOLE   13,496 0 990
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 4,956 4,871,000 PRN   SOLE   4,871,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031ucb5 4,761 4,925,000 PRN   SOLE   3,741,000 0 1,184,000
JACOBS ENGR GROUP INC COM 469814107 221 2,790 SH   SOLE   0 0 2,790
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 8,405 8,710,000 PRN   SOLE   7,010,000 0 1,700,000
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145ad3 2,623 3,000,000 PRN   SOLE   3,000,000 0 0
JD COM INC SPON ADR CL A 47215P106 423 10,445 SH   SOLE   0 0 10,445
JOHNSON & JOHNSON COM 478160104 10,573 80,633 SH   SOLE   175 0 80,458
JPMORGAN CHASE & CO COM 46625H100 18,013 200,073 SH   SOLE   28,972 0 171,101
JUNIPER NETWORKS INC COM 48203R104 412 21,500 SH   SOLE   21,500 0 0
K12 INC COM 48273u102 14,693 779,074 SH   SOLE   778,589 0 485
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,895 2,000,000 PRN   SOLE   2,000,000 0 0
KBR INC NOTE 2.500%11/0 48242wab2 2,077 1,965,000 PRN   SOLE   1,965,000 0 0
KKR & CO INC CL A 48251W104 3,138 133,718 SH   SOLE   8,500 0 125,218
KLA CORPORATION COM NEW 482480100 446 3,100 SH   SOLE   3,100 0 0
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,075 2,000,000 PRN   SOLE   2,000,000 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 414 2,300 SH   SOLE   2,300 0 0
LAM RESEARCH CORP COM 512807108 324 1,350 SH   SOLE   1,350 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2,256 2,019,000 PRN   SOLE   2,019,000 0 0
LENNAR CORP CL A 526057104 396 10,364 SH   SOLE   5,080 0 5,284
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229af9 3,309 3,500,000 PRN   SOLE   3,500,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220kaf5 7,338 8,875,000 PRN   SOLE   8,875,000 0 0
LITTELFUSE INC COM 537008104 26,783 200,742 SH   SOLE   173,157 0 27,585
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 5,651 5,935,000 PRN   SOLE   5,935,000 0 0
LKQ CORP COM 501889208 19,946 972,513 SH   SOLE   971,847 0 666
LUCKIN COFFEE INC SPONSORED ADS 54951L109 218 8,000 SH   SOLE   8,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 7,818 5,751,000 PRN   SOLE   5,751,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 992 39,300 SH   SOLE   14,500 0 24,800
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164yab3 5,103 6,400,000 PRN   SOLE   4,720,000 0 1,680,000
MASCO CORP COM 574599106 346 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 4,911 29,699 SH   SOLE   3,000 0 26,699
MEDNAX INC COM 58502B106 8,626 741,043 SH   SOLE   740,527 0 516
MERCADOLIBRE INC NOTE 2.000% 8/1 58733rad4 3,911 3,000,000 PRN   SOLE   3,000,000 0 0
MGIC INVT CORP WIS COM 552848103 184 29,000 SH   SOLE   29,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 5,211 3,631,000 PRN   SOLE   3,631,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 11,646 11,300,000 PRN   SOLE   11,300,000 0 0
MICRON TECHNOLOGY INC COM 595112103 231 5,500 SH   SOLE   5,500 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3,458 900,000 PRN   SOLE   900,000 0 0
MICROSOFT CORP COM 594918104 15,000 95,110 SH   SOLE   11,312 0 83,798
MOMO INC NOTE 1.250% 7/0 60879bab3 2,275 2,850,000 PRN   SOLE   2,850,000 0 0
MONDELEZ INTL INC CL A 609207105 5,809 115,988 SH   SOLE   758 0 115,230
MONMOUTH REAL ESTATE INVT CO CL A 609720107 4,963 411,857 SH   SOLE   1,452 0 410,405
MONRO INC COM 610236101 7,181 163,901 SH   SOLE   163,795 0 106
MSA SAFETY INC COM 553498106 13,051 128,958 SH   SOLE   128,879 0 79
MUELLER INDS INC COM 624756102 20,707 864,946 SH   SOLE   864,388 0 558
NATIONAL INSTRS CORP COM 636518102 9,872 298,422 SH   SOLE   298,206 0 216
NAVIENT CORPORATION COM 63938C108 250 33,000 SH   SOLE   0 0 33,000
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 5,560 4,350,000 PRN   SOLE   4,350,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157faa1 3,604 3,000,000 PRN   SOLE   3,000,000 0 0
NEW MTN FIN CORP COM 647551100 8,271 1,216,280 SH   SOLE   222,254 0 994,026
NEW MTN FIN CORP NOTE 5.750% 8/1 647551ac4 2,507 3,000,000 PRN   SOLE   3,000,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829bab6 3,651 4,300,000 PRN   SOLE   4,300,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 3,757 86,366 SH   SOLE   86,366 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 66 42,500 SH   SOLE   42,500 0 0
NEXTERA ENERGY INC COM 65339F101 8,128 33,780 SH   SOLE   0 0 33,780
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3,270 75,000 SH   SOLE   75,000 0 0
NIC INC COM 62914b100 22,177 964,214 SH   SOLE   963,575 0 639
NIKE INC CL B 654106103 2,685 32,450 SH   SOLE   0 0 32,450
NORTHERN TR CORP COM 665859104 981 13,000 SH   SOLE   0 0 13,000
NORTHROP GRUMMAN CORP COM 666807102 4,317 14,270 SH   SOLE   0 0 14,270
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 4,126 550,000 PRN   SOLE   550,000 0 0
NOVO-NORDISK A S ADR 670100205 5,441 90,375 SH   SOLE   0 0 90,375
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 6,751 6,473,000 PRN   SOLE   4,754,000 0 1,719,000
NUTANIX INC NOTE 1/1 67059nab4 9,648 11,847,000 PRN   SOLE   10,115,000 0 1,732,000
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 1,176 1,125,000 PRN   SOLE   1,125,000 0 0
NVIDIA CORP COM 67066G104 436 1,653 SH   SOLE   1,650 0 3
NXP SEMICONDUCTORS N V COM N6596X109 574 6,920 SH   SOLE   2,300 0 4,620
OCWEN FINL CORP COM NEW 675746309 27 55,000 SH   SOLE   55,000 0 0
OIL STS INTL INC COM 678026105 2,936 1,446,400 SH   SOLE   1,445,439 0 961
OKTA INC NOTE 0.250% 2/1 679295ab1 831 325,000 PRN   SOLE   325,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 5,753 5,764,000 PRN   SOLE   5,199,000 0 565,000
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 998 1,000,000 PRN   SOLE   1,000,000 0 0
ONESPAWORLD HOLDINGS LIMITED COM P73684113 3,096 762,521 SH   SOLE   762,004 0 517
ONTO INNOVATION INC COM 683344105 13,911 468,873 SH   SOLE   468,563 0 310
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 7,580 8,000,000 PRN   SOLE   6,427,000 0 1,573,000
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127ad2 9,246 9,595,000 PRN   SOLE   7,993,000 0 1,602,000
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 8 19,010 SH   SOLE   0 0 19,010
PALO ALTO NETWORKS INC COM 697435105 492 3,000 SH   SOLE   3,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435ad7 6,244 6,500,000 PRN   SOLE   6,500,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 56 17,800 SH   SOLE   17,800 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374ab0 2,653 3,750,000 PRN   SOLE   3,750,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343ab9 2,472 3,100,000 PRN   SOLE   2,292,000 0 808,000
PAYPAL HLDGS INC COM 70450Y103 348 3,639 SH   SOLE   2,639 0 1,000
PDC ENERGY INC COM 69327R101 2,386 384,233 SH   SOLE   383,984 0 249
PEPSICO INC COM 713448108 4,980 41,462 SH   SOLE   143 0 41,319
PERFORMANCE FOOD GROUP CO COM 71377A103 15,992 646,922 SH   SOLE   646,481 0 441
PHILIP MORRIS INTL INC COM 718172109 1,966 26,950 SH   SOLE   0 0 26,950
PLANTRONICS INC NEW COM 727493108 2,371 235,708 SH   SOLE   235,555 0 153
POLYONE CORP COM 73179P106 19,001 1,001,621 SH   SOLE   1,000,961 0 660
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 9,182 9,275,000 PRN   SOLE   7,808,000 0 1,467,000
PRA GROUP INC NOTE 3.500% 6/0 69354nab2 3,336 3,775,000 PRN   SOLE   3,775,000 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 15,791 430,520 SH   SOLE   430,225 0 295
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 4,223 3,800,000 PRN   SOLE   3,800,000 0 0
PRIMO WATER CORPORATION COM 74167P108 13,301 1,468,124 SH   SOLE   1,467,159 0 965
PROCTER & GAMBLE CO COM 742718109 1,284 11,674 SH   SOLE   0 0 11,674
PROSPERITY BANCSHARES INC COM 743606105 18,134 375,833 SH   SOLE   375,585 0 248
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366jab7 2,569 2,300,000 PRN   SOLE   1,767,000 0 533,000
PURE STORAGE INC NOTE 0.125% 4/1 74624mab8 5,883 6,775,000 PRN   SOLE   6,775,000 0 0
QUAKER CHEM CORP COM 747316107 25,829 204,540 SH   SOLE   192,356 0 12,184
QUALCOMM INC COM 747525103 3,859 57,050 SH   SOLE   2,200 0 54,850
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119ab9 2,412 2,600,000 PRN   SOLE   1,967,000 0 633,000
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 3,159 4,000,000 PRN   SOLE   4,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917ag1 6,493 6,711,000 PRN   SOLE   5,945,000 0 766,000
RAPID7 INC NOTE 1.250% 8/0 753422ab0 1,212 1,000,000 PRN   SOLE   1,000,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 24,906 394,086 SH   SOLE   287,493 0 106,593
RAYTHEON CO COM NEW 755111507 1,582 12,060 SH   SOLE   1,800 0 10,260
REALPAGE INC COM 75606N109 17,393 328,603 SH   SOLE   287,546 0 41,057
REALPAGE INC NOTE 1.500%11/1 75606nab5 3,492 2,556,000 PRN   SOLE   2,556,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737faa6 3,119 3,420,000 PRN   SOLE   3,420,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,202 2,000,000 PRN   SOLE   2,000,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 673 1,378 SH   SOLE   1,200 0 178
RENASANT CORP COM 75970E107 22,367 1,024,131 SH   SOLE   1,023,442 0 689
REPLIGEN CORP COM 759916109 31,543 326,739 SH   SOLE   326,506 0 233
REPLIGEN CORP NOTE 0.375% 7/1 759916ab5 4,506 4,250,000 PRN   SOLE   4,250,000 0 0
RESOURCES CONNECTION INC COM 76122Q105 15,846 1,444,509 SH   SOLE   1,443,573 0 936
RETROPHIN INC NOTE 2.500% 9/1 761299ab2 1,348 1,700,000 PRN   SOLE   1,700,000 0 0
RH NOTE 6/1 74967xaa1 2,734 3,401,000 PRN   SOLE   3,401,000 0 0
RIBBON COMMUNICATIONS INC COM 762544104 273 90,000 SH   SOLE   90,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 24,098 705,045 SH   SOLE   704,590 0 455
RLI CORP COM 749607107 28,468 323,756 SH   SOLE   269,127 0 54,629
RLJ LODGING TR COM 74965L101 10,577 1,370,129 SH   SOLE   1,369,232 0 897
ROPER TECHNOLOGIES INC COM 776696106 11,757 37,706 SH   SOLE   7,495 0 30,211
SAIA INC COM 78709Y105 11,174 151,948 SH   SOLE   151,843 0 105
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607ab6 4,558 2,885,000 PRN   SOLE   2,885,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 248 250,000 PRN   SOLE   0 0 250,000
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 4,755 5,140,000 PRN   SOLE   4,120,000 0 1,020,000
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 6,945 8,641,000 PRN   SOLE   8,641,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 610 12,500 SH   SOLE   12,500 0 0
SEATTLE GENETICS INC COM 812578102 231 2,000 SH   SOLE   0 0 2,000
SEMPRA ENERGY 6% PFD CONV A 816851406 4,578 47,840 SH   SOLE   47,840 0 0
SEMTECH CORP COM 816850101 22,474 599,317 SH   SOLE   598,929 0 388
SENSIENT TECHNOLOGIES CORP COM 81725T100 9,005 206,957 SH   SOLE   206,830 0 127
SERVICENOW INC COM 81762P102 630 2,200 SH   SOLE   2,200 0 0
SERVICENOW INC NOTE 6/0 81762pac6 3,715 1,737,000 PRN   SOLE   1,737,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,930 4,200 SH   SOLE   0 0 4,200
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 2,767 3,000,000 PRN   SOLE   3,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 4,158 3,750,000 PRN   SOLE   3,750,000 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 334 71,450 SH   SOLE   71,450 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,031 4,000 SH   SOLE   3,000 0 1,000
SPDR SER TR BLMBRG BRC CNVRT 78464A359 449 9,385 SH   SOLE   9,385 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860wab8 6,931 7,373,000 PRN   SOLE   5,539,000 0 1,834,000
SPLUNK INC NOTE 0.500% 9/1 848637ac8 8,081 7,488,000 PRN   SOLE   7,488,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637ad6 2,752 2,500,000 PRN   SOLE   2,500,000 0 0
SQUARE INC CL A 852234103 2,677 51,114 SH   SOLE   0 0 51,114
SQUARE INC NOTE 0.500% 5/1 852234ad5 9,530 9,230,000 PRN   SOLE   9,230,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,416 32,313 SH   SOLE   28,846 0 3,467
STANDARD MTR PRODS INC COM 853666105 11,974 288,043 SH   SOLE   287,864 0 179
STARBUCKS CORP COM 855244109 5,191 78,958 SH   SOLE   22,260 0 56,698
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 257 300,000 PRN   SOLE   0 0 300,000
SVB FINANCIAL GROUP COM 78486Q101 242 1,600 SH   SOLE   1,600 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 7,103 6,843,000 PRN   SOLE   5,973,000 0 870,000
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 160 52,500 SH   SOLE   52,500 0 0
SYNEOS HEALTH INC CL A 87166B102 23,098 585,943 SH   SOLE   585,540 0 403
TARGET CORP COM 87612E106 395 4,250 SH   SOLE   3,650 0 600
TEAM INC NOTE 5.000% 8/0 878155ae0 1,038 1,380,000 PRN   SOLE   1,380,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918aab1 4,758 1,343,000 PRN   SOLE   1,343,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 29,362 98,773 SH   SOLE   98,694 0 79
TERADYNE INC COM 880770102 271 5,000 SH   SOLE   5,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770ag7 3,081 1,720,000 PRN   SOLE   1,720,000 0 0
TEXAS INSTRS INC COM 882508104 3,120 31,225 SH   SOLE   2,200 0 29,025
TEXAS ROADHOUSE INC COM 882681109 13,723 332,288 SH   SOLE   332,065 0 223
THERAVANCE INC NOTE 2.125% 1/1 88338tab0 2,719 2,926,000 PRN   SOLE   2,926,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,453 5,125 SH   SOLE   0 0 5,125
TILRAY INC NOTE 5.000%10/0 88688tab6 315 1,000,000 PRN   SOLE   1,000,000 0 0
TIVO CORP COM 88870P106 283 40,000 SH   SOLE   40,000 0 0
TPG SPECIALTY LENDING INC COM 87265K102 433 31,100 SH   SOLE   31,100 0 0
TRANSDIGM GROUP INC COM 893641100 544 1,700 SH   SOLE   0 0 1,700
TRUPANION INC COM 898202106 7,633 293,234 SH   SOLE   293,041 0 193
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 5,133 4,500,000 PRN   SOLE   4,500,000 0 0
TUTOR PERINI CORP COM 901109108 124 18,500 SH   SOLE   18,500 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 7,574 8,221,000 PRN   SOLE   6,794,000 0 1,427,000
TWILIO INC NOTE 0.250% 6/0 90138fab8 5,218 3,726,000 PRN   SOLE   3,726,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184lad4 9,338 9,791,000 PRN   SOLE   7,057,000 0 2,734,000
TWITTER INC NOTE 0.250% 6/1 90184laf9 2,763 3,100,000 PRN   SOLE   3,100,000 0 0
TYSON FOODS INC CL A 902494103 862 14,900 SH   SOLE   14,900 0 0
UMH PPTYS INC COM 903002103 185 17,000 SH   SOLE   0 0 17,000
UNION PAC CORP COM 907818108 7,003 49,650 SH   SOLE   0 0 49,650
UNISYS CORP COM NEW 909214306 10,604 858,590 SH   SOLE   858,012 0 578
UNITED RENTALS INC COM 911363109 242 2,350 SH   SOLE   2,350 0 0
VECTOR GROUP LTD FRNT 4/1 92240mbc1 3,749 3,680,000 PRN   SOLE   2,562,000 0 1,118,000
VERINT SYS INC COM 92343X100 494 11,500 SH   SOLE   11,500 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 8,573 8,712,000 PRN   SOLE   7,280,000 0 1,432,000
VERISIGN INC COM 92343E102 270 1,500 SH   SOLE   1,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,222 97,184 SH   SOLE   0 0 97,184
VERTIV HOLDINGS CO COM CL A 92537N108 297 34,345 SH   SOLE   34,345 0 0
VIACOMCBS INC CL B 92556H206 245 17,500 SH   SOLE   17,500 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550ae5 3,223 3,000,000 PRN   SOLE   3,000,000 0 0
VISA INC COM CL A 92826C839 15,757 97,799 SH   SOLE   10,225 0 87,574
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298ap3 2,259 2,500,000 PRN   SOLE   2,500,000 0 0
VISTRA ENERGY CORP COM 92840M102 492 30,826 SH   SOLE   30,826 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857fab3 1,989 2,000,000 PRN   SOLE   2,000,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 20,149 238,024 SH   SOLE   237,871 0 153
WAYFAIR INC NOTE 0.375% 9/0 94419lab7 3,546 4,500,000 PRN   SOLE   4,500,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596ac5 4,008 4,686,000 PRN   SOLE   3,401,000 0 1,285,000
WELLPOINT INC NOTE 2.750%10/1 94973vbg1 2,482 782,000 PRN   SOLE   782,000 0 0
WELLS FARGO CO NEW COM 949746101 301 10,500 SH   SOLE   10,500 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 17,647 13,841 SH   SOLE   7,589 0 6,252
WESTAMERICA BANCORPORATION COM 957090103 27,411 466,335 SH   SOLE   466,036 0 299
WESTERN ALLIANCE BANCORP COM 957638109 19,998 653,307 SH   SOLE   652,861 0 446
WESTERN ASSET MTG CAP CORP COM 95790D105 88 38,500 SH   SOLE   38,500 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 1,398 3,000,000 PRN   SOLE   3,000,000 0 0
WESTERN DIGITAL CORP. COM 958102105 271 6,500 SH   SOLE   6,500 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102ap0 1,349 1,520,000 PRN   SOLE   1,520,000 0 0
WILEY JOHN & SONS INC CL A 968223206 23,931 638,337 SH   SOLE   637,911 0 426
WIX COM LTD NOTE 7/0 92940wab5 1,186 1,200,000 PRN   SOLE   1,200,000 0 0
WOODWARD INC COM 980745103 16,338 274,861 SH   SOLE   224,777 0 50,084
WORKDAY INC NOTE 0.250%10/0 98138haf8 5,085 4,584,000 PRN   SOLE   4,584,000 0 0
WSFS FINL CORP COM 929328102 15,340 615,556 SH   SOLE   615,160 0 396
XILINX INC COM 983919101 5,060 64,925 SH   SOLE   6,750 0 58,175
ZEBRA TECHNOLOGIES CORP CL A 989207105 38,054 207,268 SH   SOLE   137,758 0 69,510
ZENDESK INC NOTE 0.250% 3/1 98936jab7 2,786 2,350,000 PRN   SOLE   2,350,000 0 0
ZOETIS INC CL A 98978V103 9,792 83,199 SH   SOLE   8,923 0 74,276