0001085146-23-002130.txt : 20230508
0001085146-23-002130.hdr.sgml : 20230508
20230508172955
ACCESSION NUMBER: 0001085146-23-002130
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230508
DATE AS OF CHANGE: 20230508
EFFECTIVENESS DATE: 20230508
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PALISADE CAPITAL MANAGEMENT, LP
CENTRAL INDEX KEY: 0001009006
IRS NUMBER: 223330049
STATE OF INCORPORATION: NJ
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05320
FILM NUMBER: 23899098
BUSINESS ADDRESS:
STREET 1: 1 BRIDGE PLAZA NORTH
STREET 2: SUITE 1095
CITY: FORT LEE
STATE: NJ
ZIP: 07024
BUSINESS PHONE: 2015857733
MAIL ADDRESS:
STREET 1: 1 BRIDGE PLAZA NORTH
STREET 2: SUITE 1095
CITY: FORT LEE
STATE: NJ
ZIP: 07024
FORMER COMPANY:
FORMER CONFORMED NAME: PALISADE CAPITAL MANAGEMENT LLC/NJ
DATE OF NAME CHANGE: 20001010
13F-HR
1
primary_doc.xml
X0202
13F-HR
LIVE
false
false
false
0001009006
XXXXXXXX
03-31-2023
03-31-2023
false
PALISADE CAPITAL MANAGEMENT, LP
1 BRIDGE PLAZA NORTH
SUITE 1095
FORT LEE
NJ
07024
13F HOLDINGS REPORT
028-05320
N
Dennison Veru
Chief Investment Officer
201-585-5445
/s/ Dennison Veru
Fort Lee
NJ
05-08-2023
0
382
3703757167
false
INFORMATION TABLE
2
infotable.xml
INFORMATION TABLE
ABBOTT LABS
COM
002824100
BBG001S5N9M6
288591
2850
SH
SOLE
0
0
2850
ABBVIE INC
COM
00287Y109
BBG0025Y4RZ3
14099305
88469
SH
SOLE
0
0
88469
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
BBG001SNNWL7
48015038
664568
SH
SOLE
474356
0
190212
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
BBG001SCXK90
260862
913
SH
SOLE
0
0
913
ACI WORLDWIDE INC
COM
004498101
BBG001S9KLL5
32452326
1202829
SH
SOLE
858561
0
344268
ACTIVISION BLIZZARD INC
COM
00507V109
BBG001S6C009
737358
8615
SH
SOLE
0
0
8615
ADAPTHEALTH CORP
COMMON STOCK
00653Q102
BBG00KJQVGW2
17128105
1377965
SH
SOLE
981671
0
396294
ADOBE SYSTEMS INCORPORATED
COM
00724F101
BBG001S5NCQ5
4938131
12814
SH
SOLE
0
0
12814
ADVANCED MICRO DEVICES INC
COM
007903107
BBG001S5NN36
10741308
109594
SH
SOLE
0
0
109594
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
1217125
100000
PRN
SOLE
100000
0
0
AES CORP
UNIT 02/15/2024
00130H204
5825640
64500
SH
SOLE
64500
0
0
AIR PRODS & CHEMS INC
COM
009158106
BBG001S5NSB6
986566
3435
SH
SOLE
0
0
3435
AIR TRANS SVCS GROUP INC
NOTE 1.125%10/1
00922RAB1
2844300
3000000
PRN
SOLE
2494000
0
506000
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
3731460
3704000
PRN
SOLE
3704000
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
1386750
1500000
PRN
SOLE
1500000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
BBG006G2JWB1
691759
6770
SH
SOLE
0
0
6770
ALPHABET INC
CAP STK CL A
02079K305
BBG009S39JY5
1780007
17160
SH
SOLE
0
0
17160
ALPHABET INC
CAP STK CL C
02079K107
BBG009S3NB21
15516592
149198
SH
SOLE
0
0
149198
ALTAIR ENGR INC
COM CL A
021369103
BBG001SR65P2
33069718
458601
SH
SOLE
326432
0
132169
ALTAIR ENGR INC
NOTE 0.250% 6/0
021369AA1
1561875
1000000
PRN
SOLE
1000000
0
0
ALTERYX INC
NOTE 0.500% 8/0
02156BAD5
4514518
4816000
PRN
SOLE
2135000
0
2681000
ALTRIA GROUP INC
COM
02209S103
BBG001S5T8T5
673762
15100
SH
SOLE
0
0
15100
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
1710785
1478000
PRN
SOLE
1478000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
BBG001S5NPQ6
346969
1698
SH
SOLE
0
0
1698
AMERISAFE INC
COM
03071H100
BBG001SDH7B2
15605652
318808
SH
SOLE
224430
0
94378
AMETEK INC
COM
031100100
BBG001S5NN54
22473541
154638
SH
SOLE
5556
0
149082
AMPHENOL CORP NEW
CL A
032095101
BBG001S5NSK6
35018491
428518
SH
SOLE
6818
0
421700
ANYWHERE REAL ESTATE INC
COM
75605Y106
BBG001SSDCC1
71280
13500
SH
SOLE
13500
0
0
APELLIS PHARMACEUTICALS INC
NOTE 3.500% 9/1
03753UAB2
2776731
1492000
PRN
SOLE
1492000
0
0
APOLLO COML REAL ESTATE FIN
NOTE 5.375%10/1
03762UAC9
2630018
2694000
PRN
SOLE
1420000
0
1274000
APPLE INC
COM
037833100
BBG001S5N8V8
55224596
334897
SH
SOLE
4402
0
330495
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
BBG001S5NK14
83168791
585160
SH
SOLE
405149
0
180011
APPLIED MATLS INC
COM
038222105
BBG001S5NMM7
2351703
19146
SH
SOLE
0
0
19146
APPLIED OPTOELECTRONICS INC
NOTE 5.000% 3/1
03823UAB8
669375
1000000
PRN
SOLE
1000000
0
0
APTARGROUP INC
COM
038336103
BBG001S78MT3
1630431
13795
SH
SOLE
13248
0
547
ARAMARK
COM
03852U106
BBG001V0NR70
1542801
43095
SH
SOLE
41392
0
1703
ARES CAPITAL CORP
COM
04010L103
BBG001SL96Z9
7986540
437020
SH
SOLE
0
0
437020
ARRAY TECHNOLOGIES INC
NOTE 1.000%12/0
04271TAB6
1975981
1790000
PRN
SOLE
290000
0
1500000
ATI INC
NOTE 3.500% 6/1
01741RAK8
1459972
563000
PRN
SOLE
563000
0
0
ATKORE INC
COM
047649108
BBG001T8LDZ8
14794792
105316
SH
SOLE
74474
0
30842
AVID BIOSERVICES INC
COM
05368M106
BBG001SD4YL6
18802679
1002275
SH
SOLE
692901
0
309374
AVIENT CORPORATION
COM
05368V106
BBG001S6RCD3
50605150
1229474
SH
SOLE
882493
0
346981
AZENTA INC
COM
114340102
BBG001S8F1B8
20126877
451073
SH
SOLE
320706
0
130367
BANK AMERICA CORP
7.25%CNV PFD L
060505682
9734003
8395
SH
SOLE
3327
0
5068
BANK AMERICA CORP
COM
060505104
BBG001S5P0Y0
243100
8500
SH
SOLE
2500
0
6000
BANK OZK LITTLE ROCK ARK
COM
06417N103
BBG001SMRQL8
844774
24701
SH
SOLE
23724
0
977
BARNES GROUP INC
COM
067806109
BBG001S5P0S7
30070953
746548
SH
SOLE
528359
0
218189
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
1844773
36925
SH
SOLE
36925
0
0
BECTON DICKINSON & CO
COM
075887109
BBG001S5P374
14579611
58898
SH
SOLE
1734
0
57164
BENTLEY SYS INC
NOTE 0.125% 1/1
08265TAB5
2846400
3000000
PRN
SOLE
3000000
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
BBG001S902J2
3724800
8
SH
SOLE
0
0
8
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
BBG001S90346
9852233
31908
SH
SOLE
0
0
31908
BILL HOLDINGS INC
NOTE 12/0
090043AB6
3750626
4074000
PRN
SOLE
3588000
0
486000
BIOLIFE SOLUTIONS INC
COM NEW
09062W204
BBG001SFGWZ7
23485954
1079814
SH
SOLE
759524
0
320290
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
10326148
10093000
PRN
SOLE
7435000
0
2658000
BIOMARIN PHARMACEUTICAL INC
NOTE 1.250% 5/1
09061GAK7
3270684
3143000
PRN
SOLE
3143000
0
0
BLACK KNIGHT INC
COM
09215C105
BBG00GX77ML3
6433654
111773
SH
SOLE
16229
0
95544
BLACKBAUD INC
COM
09227Q100
BBG001S9B5W8
42717698
616417
SH
SOLE
438539
0
177878
BLACKLINE INC
COM
09239B109
BBG0029KJVD8
13135816
195619
SH
SOLE
138940
0
56679
BLACKLINE INC
NOTE 0.125% 8/0
09239BAB5
2975889
2717000
PRN
SOLE
2717000
0
0
BLACKSTONE MORTGAGE TRUST IN
NOTE 5.500% 3/1
09257WAE0
2163510
2700000
PRN
SOLE
2700000
0
0
BLOCK INC
CL A
852234103
BBG001TFLWL5
3539182
51554
SH
SOLE
0
0
51554
BLOOMIN BRANDS INC
NOTE 5.000% 5/0
094235AB4
922870
403000
PRN
SOLE
403000
0
0
BOK FINL CORP
COM NEW
05561Q201
BBG001S6VBZ6
1655027
19607
SH
SOLE
18830
0
777
BOOKING HOLDINGS INC
NOTE 0.750% 5/0
09857LAN8
1087185
726000
PRN
SOLE
726000
0
0
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
2668411
22150
SH
SOLE
22150
0
0
BOX INC
NOTE 1/1
10316TAB0
3922182
3348000
PRN
SOLE
3348000
0
0
BRIDGEBIO PHARMA INC
NOTE 2.250% 2/0
10806XAD4
956261
1500000
PRN
SOLE
1500000
0
0
BRIDGEBIO PHARMA INC
NOTE 2.500% 3/1
10806XAB8
1032746
1387000
PRN
SOLE
1387000
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
BBG003LFWPT4
10043499
130452
SH
SOLE
92989
0
37463
BROADCOM INC
COM
11135F101
BBG00KHY5SY8
17273464
26925
SH
SOLE
752
0
26173
BRUKER CORP
COM
116794108
BBG001SF69P0
45742101
580189
SH
SOLE
391276
0
188913
BUCKLE INC
COM
118440106
BBG001S5P6T3
22631279
634107
SH
SOLE
446973
0
187134
BURLINGTON STORES INC
COM
122017106
BBG004S641P3
3226526
15965
SH
SOLE
4477
0
11488
CASTLE BIOSCIENCES INC
COM
14843C105
BBG006YWVSS2
13109849
577018
SH
SOLE
402176
0
174842
CCC INTELLIGENT SOLUTIONS HL
COM
12510Q100
BBG00WNSJM58
12423333
1384987
SH
SOLE
989919
0
395068
CENTENE CORP DEL
COM
15135B101
BBG001S6T7Q8
20839010
329679
SH
SOLE
7201
0
322478
CENTERPOINT ENERGY INC
COM
15189T107
BBG001SB10S0
727073
24680
SH
SOLE
0
0
24680
CHART INDS INC
6.75DP CNV PFD B
16115Q407
4761900
90000
SH
SOLE
90000
0
0
CHEESECAKE FACTORY INC
COM
163072101
BBG001S71Q75
18429746
525813
SH
SOLE
371485
0
154328
CHEGG INC
NOTE 0.125% 3/1
163092AD1
3450869
3938000
PRN
SOLE
1969000
0
1969000
CHEVRON CORP NEW
COM
166764100
BBG001S67ZC5
1356186
8312
SH
SOLE
2500
0
5812
COMMERCIAL METALS CO
COM
201723103
BBG001S5PXG8
25545507
522403
SH
SOLE
372276
0
150127
COMMUNITY HEALTHCARE TR INC
COM
20369C106
BBG008G2P3N1
18887723
516058
SH
SOLE
356335
0
159723
COMPASS MINERALS INTL INC
COM
20451N101
BBG001SDY0X4
11781084
343572
SH
SOLE
245645
0
97927
CONFLUENT INC
NOTE 1/1
20717MAB9
395313
500000
PRN
SOLE
500000
0
0
CONMED CORP
NOTE 2.625% 2/0
207410AF8
4072166
3264000
PRN
SOLE
3264000
0
0
CONOCOPHILLIPS
COM
20825C104
BBG001S5TZM2
1073551
10821
SH
SOLE
0
0
10821
CONSOLIDATED EDISON INC
COM
209115104
BBG001S5QRL4
478350
5000
SH
SOLE
0
0
5000
CONSTELLATION BRANDS INC
CL A
21036P108
BBG001SD31G5
2588699
11460
SH
SOLE
0
0
11460
CORSAIR GAMING INC
COM
22041X102
BBG00HMSHL92
17895177
975214
SH
SOLE
695699
0
279515
COSTCO WHSL CORP NEW
COM
22160K105
BBG001S9KRQ7
6347294
12775
SH
SOLE
0
0
12775
COUSINS PPTYS INC
COM NEW
222795502
BBG001S73MB7
22825245
1067598
SH
SOLE
742978
0
324620
CRACKER BARREL OLD CTRY STOR
NOTE 0.625% 6/1
22410JAB2
1737216
1920000
PRN
SOLE
1920000
0
0
CSG SYS INTL INC
COM
126349109
BBG001S8QQ76
29782772
554614
SH
SOLE
385007
0
169607
CULLEN FROST BANKERS INC
COM
229899109
BBG001S6D2D0
29040658
275685
SH
SOLE
197171
0
78514
CYBERARK SOFTWARE LTD
NOTE 11/1
23248VAB1
3741836
3332000
PRN
SOLE
3332000
0
0
DANAHER CORPORATION
5% CONV PFD B
235851409
5984760
4705
SH
SOLE
4705
0
0
DANAHER CORPORATION
COM
235851102
BBG001S5QGT0
45755846
181542
SH
SOLE
3104
0
178438
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
3502110
3237000
PRN
SOLE
3237000
0
0
DECKERS OUTDOOR CORP
COM
243537107
BBG001S7GXB9
24173652
53773
SH
SOLE
38270
0
15503
DEVON ENERGY CORP NEW
COM
25179M103
BBG001S63VG4
12140532
239884
SH
SOLE
11846
0
228038
DEXCOM INC
NOTE 0.250%11/1
252131AK3
9333157
8699000
PRN
SOLE
8699000
0
0
DIAGEO PLC
SPON ADR NEW
25243Q205
BBG001S7V596
5068873
27977
SH
SOLE
0
0
27977
DIAMONDBACK ENERGY INC
COM
25278X109
BBG002PHSZN7
2521056
18651
SH
SOLE
17912
0
739
DIGITALBRIDGE GROUP INC
NOTE 5.000% 4/1
19624RAA4
8867679
8881000
PRN
SOLE
4306000
0
4575000
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
3581639
4569000
PRN
SOLE
4569000
0
0
DISH NETWORK CORPORATION
NOTE 12/1
25470MAF6
970992
1839000
PRN
SOLE
1839000
0
0
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
4809679
5427000
PRN
SOLE
2473000
0
2954000
DISNEY WALT CO
COM
254687106
BBG001S5QHF3
1965151
19626
SH
SOLE
0
0
19626
DOCUSIGN INC
NOTE 1/1
256163AD8
5856060
6132000
PRN
SOLE
2989000
0
3143000
DOMINOS PIZZA INC
COM
25754A201
BBG001SL3ZH1
6315031
19144
SH
SOLE
0
0
19144
DONALDSON INC
COM
257651109
BBG001S5QDV4
1894795
28999
SH
SOLE
27850
0
1149
DOUGLAS EMMETT INC
COM
25960P109
BBG001SR5X72
850388
68969
SH
SOLE
66131
0
2838
DROPBOX INC
NOTE 3/0
26210CAD6
5880201
6754000
PRN
SOLE
6754000
0
0
EASTERLY GOVT PPTYS INC
COM
27616P103
BBG007SV91T2
19938128
1451101
SH
SOLE
887815
0
563286
EASTGROUP PPTYS INC
COM
277276101
BBG001S5QT03
42640988
257930
SH
SOLE
181588
0
76342
ELECTRONIC ARTS INC
COM
285512109
BBG001S5T5C9
1349040
11200
SH
SOLE
0
0
11200
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
BBG001SP1G40
5323704
513871
SH
SOLE
361516
0
152355
ENCORE CAP EUROPE FIN LTD
NOTE 4.500% 9/0
29260UAA5
243500
200000
PRN
SOLE
200000
0
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
4861600
4720000
PRN
SOLE
4720000
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
BBG001S9P0Z1
2091554
80755
SH
SOLE
0
0
80755
ENVESTNET INC
NOTE 0.750% 8/1
29404KAE6
3610000
4000000
PRN
SOLE
3023000
0
977000
ENVISTA HOLDINGS CORPORATION
COM
29415F104
BBG00LN4B6D9
633722
15502
SH
SOLE
14889
0
613
ENVISTA HOLDINGS CORPORATION
NOTE 2.375% 6/0
29415FAB0
2082080
1040000
PRN
SOLE
1040000
0
0
EPR PPTYS
CONV PFD 9% SR E
26884U307
2147770
79400
SH
SOLE
0
0
79400
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
4215684
4655000
PRN
SOLE
2211000
0
2444000
EVOLENT HEALTH INC
NOTE 3.500%12/0
30050BAF8
1851300
1000000
PRN
SOLE
1000000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
929500
1000000
PRN
SOLE
1000000
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
1571810
1373000
PRN
SOLE
1373000
0
0
EZCORP INC
NOTE 2.375% 5/0
302301AE6
457500
500000
PRN
SOLE
500000
0
0
F&G ANNUITIES & LIFE INC
COMMON STOCK
30190A104
BBG01BGVGH85
207583
11456
SH
SOLE
0
0
11456
FASTLY INC
NOTE 3/1
31188VAB6
1201933
1500000
PRN
SOLE
1500000
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
BBG006N7S6J1
5924128
169600
SH
SOLE
0
0
169600
FISERV INC
COM
337738108
BBG001S5R6Q4
10781819
95389
SH
SOLE
2138
0
93251
FIVE9 INC
NOTE 0.500% 6/0
338307AD3
6216700
6640000
PRN
SOLE
5735000
0
905000
FORD MTR CO DEL
NOTE 3/1
345370CZ1
8127362
8116000
PRN
SOLE
8116000
0
0
FORTIVE CORP
COM
34959J108
BBG00BLVZ237
21738254
318883
SH
SOLE
11205
0
307678
FRANCO NEV CORP
COM
351858105
BBG001STGSR5
22298478
152939
SH
SOLE
4783
0
148156
FTI CONSULTING INC
NOTE 2.000% 8/1
302941AP4
6108195
3130000
PRN
SOLE
3130000
0
0
FULTON FINL CORP PA
COM
360271100
BBG001S5RF02
21408175
1549072
SH
SOLE
1092451
0
456621
GAMING & LEISURE PPTYS INC
COM
36467J108
BBG003MSMCT5
1611049
30946
SH
SOLE
29671
0
1275
GIBRALTAR INDS INC
COM
374689107
BBG001S7GCL4
22744075
468950
SH
SOLE
332960
0
135990
GILEAD SCIENCES INC
COM
375558103
BBG001S6Y1X7
265504
3200
SH
SOLE
0
0
3200
GOLDMAN SACHS GROUP INC
COM
38141G104
BBG001SC07Z6
477908
1461
SH
SOLE
0
0
1461
GREENBRIER COS INC
NOTE 2.875% 2/0
393657AK7
3943275
4060000
PRN
SOLE
1857000
0
2203000
GREENBRIER COS INC
NOTE 2.875% 4/1
393657AM3
2727291
3185000
PRN
SOLE
3185000
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
BBG001S5RNK3
24852312
109762
SH
SOLE
76906
0
32856
GUARDANT HEALTH INC
NOTE 11/1
40131MAB5
2556580
3805000
PRN
SOLE
3805000
0
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
6703598
6823000
PRN
SOLE
4397000
0
2426000
HALOZYME THERAPEUTICS INC
NOTE 0.250% 3/0
40637HAD1
3354229
3962000
PRN
SOLE
3962000
0
0
HANOVER INS GROUP INC
COM
410867105
BBG001S8KZF3
334100
2600
SH
SOLE
2493
0
107
HEALTHCARE SVCS GROUP INC
COM
421906108
BBG001S5RTV8
14412303
1039099
SH
SOLE
734071
0
305028
HEICO CORP NEW
CL A
422806208
BBG001S96YM2
32723132
240788
SH
SOLE
1074
0
239714
HELMERICH & PAYNE INC
COM
423452101
BBG001S5RZP1
1691404
47312
SH
SOLE
45439
0
1873
HENRY SCHEIN INC
COM
806407102
BBG001S6S7F1
1712177
20998
SH
SOLE
20162
0
836
HERBALIFE NUTRITION LTD
NOTE 2.625% 3/1
42703MAD5
14096100
14838000
PRN
SOLE
10843000
0
3995000
HERON THERAPEUTICS INC
COM
427746102
BBG001SB92D4
5995132
3970286
SH
SOLE
2776735
0
1193551
HESKA CORP
COM RESTRC NEW
42805E306
BBG001SB0W47
7586343
77713
SH
SOLE
54186
0
23527
HILLENBRAND INC
COM
431571108
BBG001STH2P3
10041663
211270
SH
SOLE
150352
0
60918
HOME DEPOT INC
COM
437076102
BBG001S5RTW7
12456894
42210
SH
SOLE
0
0
42210
HOPE BANCORP INC
NOTE 2.000% 5/1
43940TAB5
642140
662000
PRN
SOLE
269000
0
393000
HORACE MANN EDUCATORS CORP N
COM
440327104
BBG001S5RY01
14495668
432965
SH
SOLE
309077
0
123888
HUBSPOT INC
NOTE 0.375% 6/0
443573AD2
967579
609000
PRN
SOLE
609000
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
BBG001S5RSZ6
1259574
112462
SH
SOLE
0
0
112462
I3 VERTICALS LLC
NOTE 1.000% 2/1
44933TAB2
1104653
1191000
PRN
SOLE
466000
0
725000
IAC INC
COM NEW
44891N208
BBG00S1LR2D2
3467520
67200
SH
SOLE
0
0
67200
ICON PLC
SHS
G4705A100
BBG001SDCL35
15996182
74892
SH
SOLE
43777
0
31115
IDACORP INC
COM
451107106
BBG001S5S4M2
57352719
529426
SH
SOLE
375740
0
153686
ILLUMINA INC
NOTE 8/1
452327AK5
6852095
7000000
PRN
SOLE
3975000
0
3025000
INDEPENDENT BK CORP MASS
COM
453836108
BBG001S5S8F1
30814233
469586
SH
SOLE
331234
0
138352
INFINERA CORP
COM
45667G103
BBG001SSYWD3
407516
52515
SH
SOLE
52515
0
0
INFINERA CORP
NOTE 2.125% 9/0
45667GAC7
3378540
3300000
PRN
SOLE
2701000
0
599000
INGEVITY CORP
COM
45688C107
BBG009LM2988
41138232
575199
SH
SOLE
411122
0
164077
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
627750
300000
PRN
SOLE
300000
0
0
INSMED INC
NOTE 0.750% 6/0
457669AB5
1774988
2285000
PRN
SOLE
2285000
0
0
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
4957402
3312000
PRN
SOLE
3312000
0
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
975625
1000000
PRN
SOLE
504000
0
496000
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
BBG001SDJ4R0
19758679
189459
SH
SOLE
966
0
188493
INTERDIGITAL INC
NOTE 2.000% 6/0
45867GAB7
6884837
6672000
PRN
SOLE
3891000
0
2781000
INTERNATIONAL BUSINESS MACHS
COM
459200101
BBG001S5S399
227834
1738
SH
SOLE
0
0
1738
INTUIT
COM
461202103
BBG001S6TWR2
2189025
4910
SH
SOLE
0
0
4910
INVESCO EXCHANGE TRADED FD T
S&P500 EQL WGT
46137V357
BBG00KJR2NN7
660624
4568
SH
SOLE
0
0
4568
IONIS PHARMACEUTICALS INC
NOTE 0.125%12/1
462222AB6
4369806
4740000
PRN
SOLE
2321000
0
2419000
ISHARES TR
CORE MSCI EURO
46434V738
BBG006MJ8984
374884
7157
SH
SOLE
0
0
7157
ISHARES TR
CORE S&P MCP ETF
464287507
BBG001SFC7V0
426095
1703
SH
SOLE
0
0
1703
ISHARES TR
CORE S&P SCP ETF
464287804
BBG001SFC7W9
465019
4809
SH
SOLE
0
0
4809
ISHARES TR
CORE S&P500 ETF
464287200
BBG001SFB7R6
874849
2128
SH
SOLE
0
0
2128
ISHARES TR
PFD AND INCM SEC
464288687
BBG001SNVWC8
1670270
53500
SH
SOLE
0
0
53500
JACOBS SOLUTIONS INC
COM
46982L108
BBG019C1BQS3
300826
2560
SH
SOLE
0
0
2560
JAMF HLDG CORP
NOTE 0.125% 9/0
47074LAB1
788472
955000
PRN
SOLE
955000
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.500% 8/1
472145AD3
5994580
6212000
PRN
SOLE
2901000
0
3311000
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
6591906
5942000
PRN
SOLE
5942000
0
0
JD.COM INC
SPON ADR CL A
47215P106
BBG005YHY0R6
427489
9740
SH
SOLE
0
0
9740
JOHN BEAN TECHNOLOGIES CORP
NOTE 0.250% 5/1
477839AB0
2383166
2601000
PRN
SOLE
2601000
0
0
JOHNSON & JOHNSON
COM
478160104
BBG001S5SHQ9
14196978
91593
SH
SOLE
0
0
91593
JPMORGAN CHASE & CO
COM
46625H100
BBG001S8CRC3
23921452
183573
SH
SOLE
3507
0
180066
KAMAN CORP
NOTE 3.250% 5/0
483548AF0
8728622
9255000
PRN
SOLE
6329000
0
2926000
KBR INC
NOTE 2.500%11/0
48242WAB2
1427521
650000
PRN
SOLE
650000
0
0
KKR & CO INC
6% MCONV PFD C
48251W401
2982265
47076
SH
SOLE
47076
0
0
KKR & CO INC
COM
48251W104
BBG001S6PW05
7174127
136598
SH
SOLE
0
0
136598
KKR REAL ESTATE FIN TR INC
NOTE 6.125% 5/1
48251KAB6
2714107
2726000
PRN
SOLE
1260000
0
1466000
LCI INDS
NOTE 1.125% 5/1
501812AB7
927290
1019000
PRN
SOLE
1019000
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 5/1
53220KAF5
6226110
6270000
PRN
SOLE
2850000
0
3420000
LILLY ELI & CO
COM
532457108
BBG001S5STL8
255848
745
SH
SOLE
0
0
745
LITTELFUSE INC
COM
537008104
BBG001S744B6
62971928
234891
SH
SOLE
130364
0
104527
LIVE NATION ENTERTAINMENT IN
NOTE 2.000% 2/1
538034AU3
6071278
6215000
PRN
SOLE
5220000
0
995000
LIVEPERSON INC
NOTE 0.750% 3/0
538146AB7
1905663
2030000
PRN
SOLE
895000
0
1135000
LKQ CORP
COM
501889208
BBG001SCCPJ1
55794626
982992
SH
SOLE
605175
0
377817
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
6244802
5917000
PRN
SOLE
5917000
0
0
MACOM TECH SOLUTIONS HLDGS I
NOTE 0.250% 3/1
55405YAB6
3902221
3703000
PRN
SOLE
3703000
0
0
MAKEMYTRIP LIMITED MAURITIUS
NOTE 2/1
56087FAB0
1633023
1697000
PRN
SOLE
1697000
0
0
MANNKIND CORP
NOTE 2.500% 3/0
56400PAQ5
2424631
2323000
PRN
SOLE
2323000
0
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 1/1
57164YAD9
1976596
2035000
PRN
SOLE
2035000
0
0
MATCH GROUP INC NEW
COM
57667L107
BBG00VT0KP47
2883012
75098
SH
SOLE
0
0
75098
MATTHEWS INTL CORP
CL A
577128101
BBG001S81V81
24294307
673719
SH
SOLE
473932
0
199787
MCDONALDS CORP
COM
580135101
BBG001S5T110
6751463
24146
SH
SOLE
0
0
24146
MERCK & CO INC
COM
58933Y105
BBG001S5TC52
352257
3311
SH
SOLE
0
0
3311
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
1589625
1350000
PRN
SOLE
1350000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
861280
769000
PRN
SOLE
769000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 1.625% 2/1
595017AF1
9353323
3931000
PRN
SOLE
3931000
0
0
MICROSOFT CORP
COM
594918104
BBG001S5TD05
21895177
75946
SH
SOLE
491
0
75455
MIDDLEBY CORP
NOTE 1.000% 9/0
596278AB7
5552100
4464000
PRN
SOLE
4464000
0
0
MITEK SYS INC
COM NEW
606710200
BBG001S5T6P3
124718
13005
SH
SOLE
13005
0
0
MONDELEZ INTL INC
CL A
609207105
BBG001SHHZJ3
9179126
131657
SH
SOLE
0
0
131657
MONGODB INC
NOTE 0.250% 1/1
60937PAD8
5509884
4260000
PRN
SOLE
4260000
0
0
MONRO INC
COM
610236101
BBG001S62LS4
13993139
283090
SH
SOLE
196764
0
86326
MSA SAFETY INC
COM
553498106
BBG001S5TCN2
13881330
103980
SH
SOLE
73288
0
30692
MUELLER INDS INC
COM
624756102
BBG001S6PVC4
38724695
527010
SH
SOLE
367115
0
159895
NATIONAL INSTRS CORP
COM
636518102
BBG001S8FKK6
38994455
744027
SH
SOLE
522217
0
221810
NCL CORP LTD
NOTE 1.125% 2/1
62886HBD2
718750
1000000
PRN
SOLE
1000000
0
0
NCL CORP LTD
NOTE 2.500% 2/1
62886HBK6
2698425
3580000
PRN
SOLE
3580000
0
0
NCL CORP LTD
NOTE 5.375% 8/0
62886HAX9
3598560
3332000
PRN
SOLE
3332000
0
0
NEW MTN FIN CORP
COM
647551100
BBG001T9D5H2
12509884
1027928
SH
SOLE
53889
0
974039
NEW MTN FIN CORP
NOTE 5.750% 8/1
647551AC4
8300812
8303000
PRN
SOLE
3443000
0
4860000
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
6600830
6634000
PRN
SOLE
3106000
0
3528000
NEXTERA ENERGY INC
COM
65339F101
BBG001S5RB29
10147197
131645
SH
SOLE
0
0
131645
NEXTERA ENERGY INC
UNIT 09/01/2025
65339F713
2237305
48500
SH
SOLE
48500
0
0
NICE LTD
NOTE 9/1
653656AB4
3695880
3800000
PRN
SOLE
1964000
0
1836000
NIKE INC
CL B
654106103
BBG001S6NTK2
4193062
34190
SH
SOLE
0
0
34190
NISOURCE INC
UNIT 12/01/2023
65473P121
4659200
44800
SH
SOLE
44800
0
0
NORTHERN TR CORP
COM
665859104
BBG001S5TRG7
1145690
13000
SH
SOLE
0
0
13000
NORTHROP GRUMMAN CORP
COM
666807102
BBG001S5TP26
8920430
19320
SH
SOLE
0
0
19320
NOVA LTD
NOTE 10/1
66980MAB2
4132696
2838000
PRN
SOLE
2838000
0
0
NOVOCURE LTD
NOTE 11/0
67011XAB9
871681
1000000
PRN
SOLE
483000
0
517000
NOVO-NORDISK A S
ADR
670100205
BBG001S5TSK0
14345155
90142
SH
SOLE
0
0
90142
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
3935296
3807000
PRN
SOLE
3323000
0
484000
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
419331
471000
PRN
SOLE
471000
0
0
NUVASIVE INC
NOTE 1.000% 6/0
670704AL9
5284384
5327000
PRN
SOLE
2535000
0
2792000
NVIDIA CORPORATION
COM
67066G104
BBG001S5TZJ6
3022138
10880
SH
SOLE
0
0
10880
NXP SEMICONDUCTORS N V
COM
N6596X109
BBG001SF62F6
861514
4620
SH
SOLE
0
0
4620
OIL STS INTL INC
COM
678026105
BBG001S7WK56
34546368
4147223
SH
SOLE
2703277
0
1443946
OKTA INC
NOTE 0.125% 9/0
679295AD7
3744216
4140000
PRN
SOLE
4140000
0
0
OKTA INC
NOTE 0.375% 6/1
679295AF2
1286250
1500000
PRN
SOLE
1500000
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
BBG001S6WQT9
809495
2375
SH
SOLE
2282
0
93
OMNICELL COM
NOTE 0.250% 9/1
68213NAD1
1856250
2000000
PRN
SOLE
1031000
0
969000
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
833175
210000
PRN
SOLE
210000
0
0
ON SEMICONDUCTOR CORP
NOTE 5/0
682189AS4
7789010
4780000
PRN
SOLE
4780000
0
0
ONESPAWORLD HOLDINGS LIMITED
COM
P73684113
BBG00MKMQ6N3
13949178
1163401
SH
SOLE
818111
0
345290
ONTO INNOVATION INC
COM
683344105
BBG001S5THX0
27658121
314726
SH
SOLE
224064
0
90662
OVERSTOCK COM INC DEL
COM
690370101
BBG001S64TS5
4585196
226206
SH
SOLE
159132
0
67074
PACIRA BIOSCIENCES INC
NOTE 0.750% 8/0
695127AF7
5084200
5500000
PRN
SOLE
3461000
0
2039000
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
12816205
6350000
PRN
SOLE
6350000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AD9
333900
336000
PRN
SOLE
336000
0
0
PARATEK PHARMACEUTICALS INC
NOTE 4.750% 5/0
699374AB0
2740365
3447000
PRN
SOLE
3447000
0
0
PARSONS CORP DEL
NOTE 0.250% 8/1
70202LAB8
6133050
5544000
PRN
SOLE
5544000
0
0
PDC ENERGY INC
COM
69327R101
BBG001S5V439
41870454
652391
SH
SOLE
620816
0
31575
PEABODY ENGR CORP
NOTE 3.250% 3/0
704551AD2
4200900
2750000
PRN
SOLE
2750000
0
0
PEDIATRIX MEDICAL GROUP INC
COM
58502B106
BBG001S96T25
11514695
772280
SH
SOLE
540542
0
231738
PEGASYSTEMS INC
NOTE 0.750% 3/0
705573AB9
1350506
1510000
PRN
SOLE
1510000
0
0
PELOTON INTERACTIVE INC
NOTE 2/1
70614WAB6
1553852
2057000
PRN
SOLE
2057000
0
0
PENN ENTERTAINMENT INC
NOTE 2.750% 5/1
707569AU3
2097838
1460000
PRN
SOLE
1460000
0
0
PENNYMAC CORP
NOTE 5.500%11/0
70932AAD5
2689249
2866000
PRN
SOLE
1159000
0
1707000
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
BBG001S96493
1628546
11484
SH
SOLE
11032
0
452
PEPSICO INC
COM
713448108
BBG001S695T1
7671807
42083
SH
SOLE
0
0
42083
PERFORMANCE FOOD GROUP CO
COM
71377A103
BBG009XW2WC7
39178883
649302
SH
SOLE
460534
0
188768
PERMIAN RESOURCES CORP
NOTE 3.250% 4/0
15136AAA0
1850000
1000000
PRN
SOLE
1000000
0
0
PHILIP MORRIS INTL INC
COM
718172109
BBG001STP9N1
2601437
26750
SH
SOLE
0
0
26750
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
1992340
931000
PRN
SOLE
931000
0
0
PRA GROUP INC
NOTE 3.500% 6/0
69354NAB2
4601779
4622000
PRN
SOLE
1910000
0
2712000
PRIMO WATER CORPORATION
COM
74167P108
BBG001S77SH4
34700149
2260596
SH
SOLE
1610708
0
649888
PROCTER AND GAMBLE CO
COM
742718109
BBG001S5V4L9
1774058
11931
SH
SOLE
0
0
11931
PROG HOLDINGS INC
COM NPV
74319R101
BBG00VSH86H3
18678052
785122
SH
SOLE
550009
0
235113
PROGRESS SOFTWARE CORP
NOTE 1.000% 4/1
743312AB6
2692300
2470000
PRN
SOLE
2470000
0
0
PROS HOLDINGS INC
NOTE 1.000% 5/1
74346YAH6
1905953
2001000
PRN
SOLE
974000
0
1027000
PROSPERITY BANCSHARES INC
COM
743606105
BBG001S7SL77
30760800
500013
SH
SOLE
352020
0
147993
PULTE GROUP INC
COM
745867101
BBG001S5V5K7
1025553
17597
SH
SOLE
16899
0
698
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
2902134
2890000
PRN
SOLE
2890000
0
0
QUAKER HOUGHTON
COM
747316107
BBG001S969X5
27319871
138014
SH
SOLE
97249
0
40765
QUALCOMM INC
COM
747525103
BBG001S6VS70
7544443
59135
SH
SOLE
0
0
59135
QUANTA SVCS INC
COM
74762E102
BBG001S5VH85
3157328
18947
SH
SOLE
18196
0
751
R1 RCM INC
COM
77634L105
BBG018CZLZ45
409080
27272
SH
SOLE
26187
0
1085
RANPAK HOLDINGS CORP
COM CL A
75321W103
BBG00JRXX6Z8
5652315
1082819
SH
SOLE
757618
0
325201
RAPID7 INC
NOTE 0.250% 3/1
753422AF1
870000
1000000
PRN
SOLE
1000000
0
0
RAPID7 INC
NOTE 2.250% 5/0
753422AD6
2220362
2157000
PRN
SOLE
2157000
0
0
RAYMOND JAMES FINL INC
COM
754730109
BBG001S5VQ03
54333086
582535
SH
SOLE
281479
0
301056
RBC BEARINGS INC
5% CNV PFD SR A
75524B203
2362500
21000
SH
SOLE
21000
0
0
REALOGY GRP LLC/REALOGY CO
NOTE 0.250% 6/1
75606DAP6
2001173
2845000
PRN
SOLE
2845000
0
0
REDWOOD TRUST INC
NOTE 5.625% 7/1
758075AD7
2586290
2717000
PRN
SOLE
1107000
0
1610000
RENASANT CORP
COM
75970E107
BBG001S5V5B7
33003404
1079248
SH
SOLE
759896
0
319352
REPLIGEN CORP
COM
759916109
BBG001S5VNT9
39619149
235324
SH
SOLE
156014
0
79310
REPLIGEN CORP
NOTE 0.375% 7/1
759916AB5
1581296
1031000
PRN
SOLE
1031000
0
0
RESOURCES CONNECTION INC
COM
76122Q105
BBG001S7QYK6
23518217
1378559
SH
SOLE
972563
0
405996
REVOLVE GROUP INC
CL A
76156B107
BBG00M4RHC48
11415173
434037
SH
SOLE
309100
0
124937
RIBBON COMMUNICATIONS INC
COM
762544104
BBG00HW4CSH5
136851
40015
SH
SOLE
40015
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
BBG001SBQWW8
60809356
1080287
SH
SOLE
768329
0
311958
RLI CORP
COM
749607107
BBG001S5VQ58
48780162
367016
SH
SOLE
202460
0
164556
RLJ LODGING TR
COM
74965L101
BBG001V0BJV4
28859592
2722603
SH
SOLE
1914454
0
808149
ROBINHOOD MKTS INC
COM CL A
770700102
BBG008NMBXP6
194200
20000
SH
SOLE
0
0
20000
ROPER TECHNOLOGIES INC
COM
776696106
BBG001S9B362
17293557
39242
SH
SOLE
1355
0
37887
SAIA INC
COM
78709Y105
BBG001SL4QM4
39489691
145140
SH
SOLE
102988
0
42152
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
3989195
2051000
PRN
SOLE
2051000
0
0
SEA LTD
NOTE 0.250% 9/1
81141RAG5
1437800
1820000
PRN
SOLE
1820000
0
0
SEAGEN INC
COM
81181C104
BBG001S9M4Q6
351083
1734
SH
SOLE
0
0
1734
SELECT SECTOR SPDR TR
ENERGY
81369Y506
BBG001S7T1S7
211216
2550
SH
SOLE
2550
0
0
SEMTECH CORP
COM
816850101
BBG001S7TWW4
15273571
632708
SH
SOLE
452362
0
180346
SERVICE CORP INTL
COM
817565104
BBG001S5WBJ5
1454903
21153
SH
SOLE
20314
0
839
SHAKE SHACK INC
NOTE 3/0
819047AB7
995300
1345000
PRN
SOLE
1345000
0
0
SHERWIN WILLIAMS CO
COM
824348106
BBG001S5W2F9
4624643
20575
SH
SOLE
0
0
20575
SHIFT4 PMTS INC
CL A
82452J109
BBG00TX393M3
19669721
259495
SH
SOLE
185305
0
74190
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
3826275
2550000
PRN
SOLE
2550000
0
0
SM ENERGY CO
COM
78454L100
BBG001S6W0J7
17835643
633368
SH
SOLE
602720
0
30648
SNAP INC
NOTE 0.250% 5/0
83304AAD8
1426500
1500000
PRN
SOLE
982000
0
518000
SNAP INC
NOTE 5/0
83304AAF3
5199825
7125000
PRN
SOLE
7125000
0
0
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
2325120
1792000
PRN
SOLE
1792000
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
9943313
8745000
PRN
SOLE
8745000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
BBG001S72SM3
409390
1000
SH
SOLE
0
0
1000
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
5425747
5541000
PRN
SOLE
3169000
0
2372000
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
6637523
6834000
PRN
SOLE
6834000
0
0
SPOTIFY USA INC
NOTE 3/1
84921RAB6
1464925
1750000
PRN
SOLE
1750000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
BBG001STPPK8
1243526
22021
SH
SOLE
21146
0
875
SSR MINING IN
NOTE 2.500% 4/0
784730AB9
2190000
2000000
PRN
SOLE
2000000
0
0
STARBUCKS CORP
COM
855244109
BBG001S72KH6
3548021
34073
SH
SOLE
1505
0
32568
STRIDE INC
COM
86333M108
BBG001SNN4P5
26094656
664832
SH
SOLE
466915
0
197917
SUPERNUS PHARMACEUTICALS
NOTE 0.625% 4/0
868459AD0
237405
238000
PRN
SOLE
0
0
238000
SYNEOS HEALTH INC
CL A
87166B102
BBG0078Y1DB9
12321813
345924
SH
SOLE
245958
0
99966
TAYLOR MORRISON HOME CORP
COM
87724P106
BBG003PGJJF2
26154536
683600
SH
SOLE
478826
0
204774
TECHTARGET INC
NOTE 0.125%12/1
87874RAB6
1941800
2240000
PRN
SOLE
2240000
0
0
TECHTARGET INC
NOTE 12/1
87874RAD2
1965600
2520000
PRN
SOLE
2520000
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
BBG001SDK336
15411552
34450
SH
SOLE
4233
0
30217
TERADYNE INC
NOTE 1.250%12/1
880770AG7
2041125
600000
PRN
SOLE
600000
0
0
TEXAS INSTRS INC
COM
882508104
BBG001S5WYZ7
5377735
28911
SH
SOLE
0
0
28911
TEXAS ROADHOUSE INC
COM
882681109
BBG001SLR3C1
32013639
296258
SH
SOLE
210923
0
85335
THE AARONS COMPANY INC
COM
00258W108
BBG00WCNDDH4
11476872
1188082
SH
SOLE
832327
0
355755
THERMO FISHER SCIENTIFIC INC
COM
883556102
BBG001S5WS08
6191367
10742
SH
SOLE
0
0
10742
TRANSDIGM GROUP INC
COM
893641100
BBG001SPV1C1
1252985
1700
SH
SOLE
0
0
1700
TRIPADVISOR INC
NOTE 0.250% 4/0
896945AD4
3688067
4467000
PRN
SOLE
4467000
0
0
TRUPANION INC
COM
898202106
BBG002BC7WF2
8313068
193823
SH
SOLE
136568
0
57255
TYLER TEX INDPT SCH DIST
NOTE 0.250% 3/1
902252AB1
1038878
1076000
PRN
SOLE
1076000
0
0
UNION PAC CORP
COM
907818108
BBG001S5X2M0
10322827
51291
SH
SOLE
0
0
51291
UNISYS CORP
COM NEW
909214306
BBG001S5X1D2
7309846
1883981
SH
SOLE
1327732
0
556249
UNITED STATES STL CORP
NOTE 5.000%11/0
912909AT5
887966
435000
PRN
SOLE
435000
0
0
UNITY SOFTWARE INC
NOTE 11/1
91332UAB7
2628650
3390000
PRN
SOLE
3390000
0
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
3590000
4000000
PRN
SOLE
3019000
0
981000
VANGUARD SCOTTSDALE FDS
SHRT TRM CORP BD
92206C409
BBG001T62KZ7
762300
10000
SH
SOLE
0
0
10000
VAREX IMAGING CORP
NOTE 4.000% 6/0
92214XAB2
2281500
2080000
PRN
SOLE
2080000
0
0
VARONIS SYS INC
NOTE 1.250% 8/1
922280AB8
2987988
2735000
PRN
SOLE
2735000
0
0
VERINT SYSTEMS INC
NOTE 0.250% 4/1
92343XAC4
1056268
1191000
PRN
SOLE
1191000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
BBG001S67QY1
1132982
29133
SH
SOLE
0
0
29133
VERRA MOBILITY CORP
CL A COM STK
92511U102
BBG00G4XQBP7
30278154
1789489
SH
SOLE
1261502
0
527987
VERTEX INC
CL A
92538J106
BBG00VVT2FV3
22351407
1080300
SH
SOLE
771014
0
309286
VIMEO INC
COMMON STOCK
92719V100
BBG00ZNSSLJ8
248739
64945
SH
SOLE
15
0
64930
VISA INC
COM CL A
92826C839
BBG001SRCFY3
21652261
96036
SH
SOLE
1390
0
94646
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
5849260
5900000
PRN
SOLE
3486000
0
2414000
VONTIER CORPORATION
COM
928881101
BBG00RRGSKH2
27555849
1007895
SH
SOLE
718479
0
289416
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
12028102
10378
SH
SOLE
4302
0
6076
WESTAMERICA BANCORPORATION
COM
957090103
BBG001S7XYL7
20798540
469493
SH
SOLE
330829
0
138664
WESTERN ALLIANCE BANCORP
COM
957638109
BBG001SLM522
13476626
379196
SH
SOLE
254737
0
124459
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
7848345
8133000
PRN
SOLE
4247000
0
3886000
WILEY JOHN & SONS INC
CL A
968223206
BBG001S8K9L4
38132311
983552
SH
SOLE
705027
0
278525
WIX COM LTD
NOTE 7/0
92940WAB5
1807796
1833000
PRN
SOLE
774000
0
1059000
WIX COM LTD
NOTE 8/1
92940WAD1
434350
500000
PRN
SOLE
500000
0
0
WOLFSPEED INC
NOTE 0.250% 2/1
977852AB8
2497459
2976000
PRN
SOLE
2976000
0
0
WOLFSPEED INC
NOTE 1.750% 5/0
225447AD3
186800
125000
PRN
SOLE
125000
0
0
WOODWARD INC
COM
980745103
BBG001S6YZC5
17823189
183046
SH
SOLE
128989
0
54057
WSFS FINL CORP
COM
929328102
BBG001S5XJX1
31714181
843238
SH
SOLE
596112
0
247126
YORK WTR CO
COM
987184108
BBG001S6YWZ7
205620
4600
SH
SOLE
0
0
4600
ZEBRA TECHNOLOGIES CORPORATI
CL A
989207105
BBG001S6SX73
19407858
61031
SH
SOLE
4457
0
56574
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
2387640
2020000
PRN
SOLE
2020000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
1022500
1000000
PRN
SOLE
1000000
0
0
ZOETIS INC
CL A
98978V103
BBG0039320P7
9389213
56412
SH
SOLE
1386
0
55026
ZSCALER INC
NOTE 0.125% 7/0
98980GAB8
4671622
4415000
PRN
SOLE
4415000
0
0