0001085146-23-001485.txt : 20230324
0001085146-23-001485.hdr.sgml : 20230324
20230323215251
ACCESSION NUMBER: 0001085146-23-001485
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230324
DATE AS OF CHANGE: 20230323
EFFECTIVENESS DATE: 20230324
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05320
FILM NUMBER: 23757548
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/A
1
primary_doc.xml
X0202
13F-HR/A
LIVE
false
false
false
0001009006
XXXXXXXX
12-31-2022
12-31-2022
true
1
RESTATEMENT
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
03-22-2023
0
395
3722668195
false
INFORMATION TABLE
2
infotable.xml
INFORMATION TABLE
ABBOTT LABS
COM
002824100
BBG001S5N9M6
312901
2850
SH
SOLE
0
0
2850
ABBVIE INC
COM
00287Y109
BBG0025Y4RZ3
16215463
100337
SH
SOLE
0
0
100337
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
BBG001SNNWL7
53619791
651358
SH
SOLE
464248
0
187110
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
BBG001SCXK90
255288
957
SH
SOLE
0
0
957
ACI WORLDWIDE INC
COM
004498101
BBG001S9KLL5
26248957
1141259
SH
SOLE
802387
0
338872
ACTIVISION BLIZZARD INC
COM
00507V109
BBG001S6C009
663306
8665
SH
SOLE
0
0
8665
ADAPTHEALTH CORP
COMMON STOCK
00653Q102
BBG00KJQVGW2
23160696
1205031
SH
SOLE
851251
0
353780
ADOBE SYSTEMS INCORPORATED
COM
00724F101
BBG001S5NCQ5
4325757
12854
SH
SOLE
0
0
12854
ADVANCED MICRO DEVICES INC
COM
007903107
BBG001S5NN36
7143159
110285
SH
SOLE
0
0
110285
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
808110
100000
PRN
SOLE
100000
0
0
AES CORP
UNIT 02/15/2024
00130H204
6538880
64000
SH
SOLE
64000
0
0
AIR PRODS & CHEMS INC
COM
009158106
BBG001S5NSB6
1058873
3435
SH
SOLE
0
0
3435
AIR TRANS SVCS GROUP INC
NOTE 1.125%10/1
00922RAB1
2040000
2000000
PRN
SOLE
2000000
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
5465880
5184000
PRN
SOLE
5184000
0
0
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
1456350
1500000
PRN
SOLE
1500000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
BBG006G2JWB1
596369
6770
SH
SOLE
0
0
6770
ALPHABET INC
CAP STK CL A
02079K305
BBG009S39JY5
1534231
17389
SH
SOLE
0
0
17389
ALPHABET INC
CAP STK CL C
02079K107
BBG009S3NB21
13694766
154342
SH
SOLE
250
0
154092
ALTAIR ENGR INC
COM CL A
021369103
BBG001SR65P2
20266843
445719
SH
SOLE
315307
0
130412
ALTAIR ENGR INC
NOTE 0.250% 6/0
021369AA1
1119600
1000000
PRN
SOLE
1000000
0
0
ALTERYX INC
NOTE 0.500% 8/0
02156BAD5
4451790
4816000
PRN
SOLE
2135000
0
2681000
ALTRA INDL MOTION CORP
COM
02208R106
BBG001SRNL96
47162288
789327
SH
SOLE
493817
0
295510
ALTRIA GROUP INC
COM
02209S103
BBG001S5T8T5
690221
15100
SH
SOLE
0
0
15100
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
1132763
1070000
PRN
SOLE
1070000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
BBG001S5NPQ6
359738
1698
SH
SOLE
0
0
1698
AMERISAFE INC
COM
03071H100
BBG001SDH7B2
16098071
309757
SH
SOLE
217164
0
92593
AMETEK INC
COM
031100100
BBG001S5NN54
20524589
146898
SH
SOLE
5213
0
141685
AMPHENOL CORP NEW
CL A
032095101
BBG001S5NSK6
33393710
438583
SH
SOLE
6488
0
432095
APELLIS PHARMACEUTICALS INC
NOTE 3.500% 9/1
03753UAB2
2488159
1617000
PRN
SOLE
1617000
0
0
APOLLO COML REAL ESTATE FIN
NOTE 5.375%10/1
03762UAC9
2150120
2194000
PRN
SOLE
920000
0
1274000
APPLE INC
COM
037833100
BBG001S5N8V8
44764711
344529
SH
SOLE
4198
0
340331
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
BBG001S5NK14
70071042
555987
SH
SOLE
395585
0
160402
APPLIED MATLS INC
COM
038222105
BBG001S5NMM7
4423779
45428
SH
SOLE
0
0
45428
APPLIED OPTOELECTRONICS INC
NOTE 5.000% 3/1
03823UAB8
658114
1000000
PRN
SOLE
1000000
0
0
APTARGROUP INC
COM
038336103
BBG001S78MT3
1302933
11847
SH
SOLE
11353
0
494
APTIV PLC
5.5% CNV PFD A
G6095L117
1502334
13970
SH
SOLE
13970
0
0
ARAMARK
COM
03852U106
BBG001V0NR70
1421393
34383
SH
SOLE
32966
0
1417
ARES CAPITAL CORP
COM
04010L103
BBG001SL96Z9
8066680
436745
SH
SOLE
0
0
436745
ATI INC
NOTE 3.500% 6/1
01741RAK8
1943334
963000
PRN
SOLE
963000
0
0
ATKORE INC
COM
047649108
BBG001T8LDZ8
11724339
103371
SH
SOLE
73004
0
30367
AVID BIOSERVICES INC
COM
05368M106
BBG001SD4YL6
13631846
989967
SH
SOLE
685485
0
304482
AVIENT CORPORATION
COM
05368V106
BBG001S6RCD3
40001920
1184891
SH
SOLE
843418
0
341473
AZENTA INC
COM
114340102
BBG001S8F1B8
25494829
437905
SH
SOLE
309366
0
128539
BANK OZK LITTLE ROCK ARK
COM
06417N103
BBG001SMRQL8
857805
21413
SH
SOLE
20530
0
883
BARNES GROUP INC
COM
067806109
BBG001S5P0S7
29317555
717688
SH
SOLE
502963
0
214725
BECTON DICKINSON & CO
6% DP CONV PFD B
075887406
2671302
53245
SH
SOLE
53245
0
0
BECTON DICKINSON & CO
COM
075887109
BBG001S5P374
12846219
50516
SH
SOLE
1761
0
48755
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
BBG001S902J2
3749688
8
SH
SOLE
0
0
8
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
BBG001S90346
9920015
32114
SH
SOLE
0
0
32114
BILL COM HLDGS INC
NOTE 12/0
090043AB6
2493788
2430000
PRN
SOLE
2430000
0
0
BIOLIFE SOLUTIONS INC
COM NEW
09062W204
BBG001SFGWZ7
18739139
1029623
SH
SOLE
712937
0
316686
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
11437353
10733000
PRN
SOLE
8075000
0
2658000
BIOMARIN PHARMACEUTICAL INC
NOTE 1.250% 5/1
09061GAK7
3386583
3143000
PRN
SOLE
3143000
0
0
BK OF AMERICA CORP
7.25%CNV PFD L
060505682
11627738
9799
SH
SOLE
4857
0
4942
BLACK KNIGHT INC
COM
09215C105
BBG00GX77ML3
6761131
109492
SH
SOLE
14062
0
95430
BLACKBAUD INC
COM
09227Q100
BBG001S9B5W8
32247393
547866
SH
SOLE
385702
0
162164
BLACKLINE INC
COM
09239B109
BBG0029KJVD8
12786278
190074
SH
SOLE
134373
0
55701
BLACKLINE INC
NOTE 0.125% 8/0
09239BAB5
3885591
3487000
PRN
SOLE
3487000
0
0
BLACKSTONE MORTGAGE TRUST IN
NOTE 4.750% 3/1
09257WAC4
4354020
4398000
PRN
SOLE
1948000
0
2450000
BLOCK INC
CL A
852234103
BBG001TFLWL5
3245937
51654
SH
SOLE
0
0
51654
BLOOMIN BRANDS INC
NOTE 5.000% 5/0
094235AB4
2910741
1583000
PRN
SOLE
1583000
0
0
BOK FINL CORP
COM NEW
05561Q201
BBG001S6VBZ6
1766402
17019
SH
SOLE
16317
0
702
BOOKING HOLDINGS INC
COM
09857L108
BBG001S89N72
322445
160
SH
SOLE
155
0
5
BOOKING HOLDINGS INC
NOTE 0.750% 5/0
09857LAN8
1305400
976000
PRN
SOLE
976000
0
0
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
4175242
36430
SH
SOLE
36430
0
0
BOX INC
NOTE 1/1
10316TAB0
3349028
2548000
PRN
SOLE
2548000
0
0
BRIDGEBIO PHARMA INC
NOTE 2.250% 2/0
10806XAD4
1155000
3000000
PRN
SOLE
3000000
0
0
BRIDGEBIO PHARMA INC
NOTE 2.500% 3/1
10806XAB8
629351
1387000
PRN
SOLE
1387000
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
BBG003LFWPT4
8068534
127869
SH
SOLE
90956
0
36913
BROADCOM INC
COM
11135F101
BBG00KHY5SY8
14774451
26424
SH
SOLE
715
0
25709
BRUKER CORP
COM
116794108
BBG001SF69P0
40188638
587983
SH
SOLE
399447
0
188536
BUCKLE INC
COM
118440106
BBG001S5P6T3
28243300
622785
SH
SOLE
438402
0
184383
BURLINGTON STORES INC
COM
122017106
BBG004S641P3
3113380
15355
SH
SOLE
3835
0
11520
CASTLE BIOSCIENCES INC
COM
14843C105
BBG006YWVSS2
12972776
551095
SH
SOLE
378712
0
172383
CCC INTELLIGENT SOLUTIONS HL
COM
12510Q100
BBG00WNSJM58
474976
54595
SH
SOLE
52339
0
2256
CENTENE CORP DEL
COM
15135B101
BBG001S6T7Q8
26687284
325415
SH
SOLE
6602
0
318813
CENTERPOINT ENERGY INC
COM
15189T107
BBG001SB10S0
740153
24680
SH
SOLE
0
0
24680
CHART INDS INC
6.75DP CNV PFD B
16115Q407
2510500
50000
SH
SOLE
50000
0
0
CHART INDS INC
COM
16115Q308
BBG001SQV7W4
409066
3550
SH
SOLE
3550
0
0
CHEESECAKE FACTORY INC
COM
163072101
BBG001S71Q75
16126311
508556
SH
SOLE
356585
0
151971
CHEESECAKE FACTORY INC
NOTE 0.375% 6/1
163072AA9
2186162
2650000
PRN
SOLE
2650000
0
0
CHEGG INC
NOTE 0.125% 3/1
163092AD1
3608193
3938000
PRN
SOLE
1969000
0
1969000
CHEVRON CORP NEW
COM
166764100
BBG001S67ZC5
1046606
5831
SH
SOLE
0
0
5831
COMMERCIAL METALS CO
COM
201723103
BBG001S5PXG8
35132357
727378
SH
SOLE
517592
0
209786
COMMUNITY HEALTHCARE TR INC
COM
20369C106
BBG008G2P3N1
15556246
434532
SH
SOLE
297443
0
137089
COMPASS MINERALS INTL INC
COM
20451N101
BBG001SDY0X4
13558864
330704
SH
SOLE
234330
0
96374
CONFLUENT INC
NOTE 1/1
20717MAB9
379950
500000
PRN
SOLE
500000
0
0
CONMED CORP
NOTE 2.625% 2/0
207410AF8
3759802
3264000
PRN
SOLE
3264000
0
0
CONOCOPHILLIPS
COM
20825C104
BBG001S5TZM2
1276878
10821
SH
SOLE
0
0
10821
CONSOLIDATED EDISON INC
COM
209115104
BBG001S5QRL4
476550
5000
SH
SOLE
0
0
5000
CONSTELLATION BRANDS INC
CL A
21036P108
BBG001SD31G5
2655855
11460
SH
SOLE
0
0
11460
CORSAIR GAMING INC
COM
22041X102
BBG00HMSHL92
12812685
944192
SH
SOLE
668408
0
275784
COSTCO WHSL CORP NEW
COM
22160K105
BBG001S9KRQ7
7104740
15564
SH
SOLE
0
0
15564
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
1998342
2066000
PRN
SOLE
2066000
0
0
COUPA SOFTWARE INC
NOTE 0.375% 6/1
22266LAF3
867891
900000
PRN
SOLE
900000
0
0
COUSINS PPTYS INC
COM NEW
222795502
BBG001S73MB7
25639002
1013800
SH
SOLE
694200
0
319600
CRACKER BARREL OLD CTRY STOR
NOTE 0.625% 6/1
22410JAB2
2313630
2700000
PRN
SOLE
2700000
0
0
CSG SYS INTL INC
COM
126349109
BBG001S8QQ76
31297609
547161
SH
SOLE
380462
0
166699
CULLEN FROST BANKERS INC
COM
229899109
BBG001S6D2D0
36343002
271825
SH
SOLE
193472
0
78353
CYBERARK SOFTWARE LTD
NOTE 11/1
23248VAB1
4679683
4407000
PRN
SOLE
4407000
0
0
DANAHER CORPORATION
5% CONV PFD B
235851409
15425263
11405
SH
SOLE
11405
0
0
DANAHER CORPORATION
COM
235851102
BBG001S5QGT0
49043246
184776
SH
SOLE
3067
0
181709
DATADOG INC
NOTE 0.125% 6/1
23804LAB9
3070156
2807000
PRN
SOLE
2807000
0
0
DECKERS OUTDOOR CORP
COM
243537107
BBG001S7GXB9
28537146
71493
SH
SOLE
50224
0
21269
DEVON ENERGY CORP NEW
COM
25179M103
BBG001S63VG4
13206325
214702
SH
SOLE
8108
0
206594
DEXCOM INC
NOTE 0.250%11/1
252131AK3
9753788
8969000
PRN
SOLE
8969000
0
0
DIAGEO PLC
SPON ADR NEW
25243Q205
BBG001S7V596
3597478
20189
SH
SOLE
0
0
20189
DIAMONDBACK ENERGY INC
COM
25278X109
BBG002PHSZN7
2213784
16185
SH
SOLE
15517
0
668
DIGITALBRIDGE GROUP INC
NOTE 5.000% 4/1
19624RAA4
12317969
12440000
PRN
SOLE
7856000
0
4584000
DIGITALOCEAN HLDGS INC
NOTE 12/0
25402DAB8
3768750
5000000
PRN
SOLE
5000000
0
0
DISH NETWORK CORPORATION
NOTE 12/1
25470MAF6
1819871
2839000
PRN
SOLE
2839000
0
0
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
5323979
5907000
PRN
SOLE
2953000
0
2954000
DISNEY WALT CO
COM
254687106
BBG001S5QHF3
1930995
22226
SH
SOLE
2600
0
19626
DOCUSIGN INC
NOTE 1/1
256163AD8
5782476
6132000
PRN
SOLE
2719000
0
3413000
DOMINOS PIZZA INC
COM
25754A201
BBG001SL3ZH1
6640142
19169
SH
SOLE
0
0
19169
DONALDSON INC
COM
257651109
BBG001S5QDV4
1480051
25141
SH
SOLE
24102
0
1039
DOUGLAS EMMETT INC
COM
25960P109
BBG001SR5X72
922580
58838
SH
SOLE
56273
0
2565
DROPBOX INC
NOTE 3/0
26210CAD6
5077065
5667000
PRN
SOLE
5667000
0
0
EASTERLY GOVT PPTYS INC
COM
27616P103
BBG007SV91T2
20278911
1421087
SH
SOLE
838775
0
582312
EASTGROUP PPTYS INC
COM
277276101
BBG001S5QT03
37384114
252493
SH
SOLE
177330
0
75163
ELECTRONIC ARTS INC
COM
285512109
BBG001S5T5C9
1368416
11200
SH
SOLE
0
0
11200
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
BBG001SP1G40
5924746
501672
SH
SOLE
351528
0
150144
ENCORE CAP EUROPE FIN LTD
NOTE 4.500% 9/0
29260UAA5
237500
200000
PRN
SOLE
200000
0
0
ENCORE CAP GROUP INC
NOTE 3.250%10/0
292554AM4
725663
555000
PRN
SOLE
555000
0
0
ENPHASE ENERGY INC
NOTE 3/0
29355AAH0
5387119
4770000
PRN
SOLE
4770000
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
BBG001S9P0Z1
1947811
80755
SH
SOLE
0
0
80755
ENVESTNET INC
NOTE 0.750% 8/1
29404KAE6
1812500
2000000
PRN
SOLE
2000000
0
0
ENVISTA HOLDINGS CORPORATION
COM
29415F104
BBG00LN4B6D9
452558
13441
SH
SOLE
12887
0
554
ENVISTA HOLDINGS CORPORATION
NOTE 2.375% 6/0
29415FAB0
1958196
1160000
PRN
SOLE
1160000
0
0
EPR PPTYS
CONV PFD 9% SR E
26884U307
2133478
79400
SH
SOLE
0
0
79400
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
4198345
4655000
PRN
SOLE
2211000
0
2444000
EVOLENT HEALTH INC
NOTE 3.500%12/0
30050BAF8
1617500
1000000
PRN
SOLE
1000000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
825600
1000000
PRN
SOLE
1000000
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
3172328
3043000
PRN
SOLE
3043000
0
0
EZCORP INC
NOTE 2.375% 5/0
302301AE6
444400
500000
PRN
SOLE
500000
0
0
F&G ANNUITIES & LIFE INC
COMMON STOCK
30190A104
BBG01BGVGH85
229835
11486
SH
SOLE
0
0
11486
FASTLY INC
NOTE 3/1
31188VAB6
1091250
1500000
PRN
SOLE
1500000
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
BBG006N7S6J1
6391638
169900
SH
SOLE
0
0
169900
FIRST REP BK SAN FRANCISCO C
COM
33616C100
BBG001TG3G38
1093353
8970
SH
SOLE
8594
0
376
FISERV INC
COM
337738108
BBG001S5R6Q4
9234564
91368
SH
SOLE
1596
0
89772
FIVE9 INC
NOTE 0.500% 6/0
338307AD3
6927375
7540000
PRN
SOLE
6635000
0
905000
FORD MTR CO DEL
NOTE 3/1
345370CZ1
9572771
10116000
PRN
SOLE
10116000
0
0
FORTIVE CORP
COM
34959J108
BBG00BLVZ237
18611297
289670
SH
SOLE
9757
0
279913
FRANCO NEV CORP
COM
351858105
BBG001STGSR5
20750460
152040
SH
SOLE
3834
0
148206
FTI CONSULTING INC
NOTE 2.000% 8/1
302941AP4
6483330
4100000
PRN
SOLE
4100000
0
0
FULTON FINL CORP PA
COM
360271100
BBG001S5RF02
25711359
1527710
SH
SOLE
1077351
0
450359
GAMING & LEISURE PPTYS INC
COM
36467J108
BBG003MSMCT5
1395179
26784
SH
SOLE
25631
0
1153
GENERAL MTRS CO
COM
37045V100
BBG001SM1DK6
227070
6750
SH
SOLE
6750
0
0
GIBRALTAR INDS INC
COM
374689107
BBG001S7GCL4
20614159
449306
SH
SOLE
314974
0
134332
GILEAD SCIENCES INC
COM
375558103
BBG001S6Y1X7
274720
3200
SH
SOLE
0
0
3200
GOLDMAN SACHS GROUP INC
COM
38141G104
BBG001SC07Z6
501678
1461
SH
SOLE
0
0
1461
GREENBRIER COS INC
NOTE 2.875% 2/0
393657AK7
3846850
4060000
PRN
SOLE
1857000
0
2203000
GREENBRIER COS INC
NOTE 2.875% 4/1
393657AM3
2095950
2355000
PRN
SOLE
2355000
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
BBG001S5RNK3
28775689
159537
SH
SOLE
109911
0
49626
GUARDANT HEALTH INC
NOTE 11/1
40131MAB5
2652935
4205000
PRN
SOLE
4205000
0
0
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
6579685
7094000
PRN
SOLE
4668000
0
2426000
HALOZYME THERAPEUTICS INC
NOTE 0.250% 3/0
40637HAD1
3264010
3352000
PRN
SOLE
3352000
0
0
HALOZYME THERAPEUTICS INC
NOTE 1.250%12/0
40637HAB5
5978125
2500000
PRN
SOLE
2500000
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
BBG001S5RTV8
11887056
990588
SH
SOLE
690063
0
300525
HEICO CORP NEW
CL A
422806208
BBG001S96YM2
29891822
249410
SH
SOLE
1024
0
248386
HELMERICH & PAYNE INC
COM
423452101
BBG001S5RZP1
2034402
41041
SH
SOLE
39348
0
1693
HENRY SCHEIN INC
COM
806407102
BBG001S6S7F1
1455311
18221
SH
SOLE
17466
0
755
HERBALIFE NUTRITION LTD
NOTE 2.625% 3/1
42703MAD5
13970637
14998000
PRN
SOLE
11003000
0
3995000
HERON THERAPEUTICS INC
COM
427746102
BBG001SB92D4
9464737
3785895
SH
SOLE
2608325
0
1177570
HOME DEPOT INC
COM
437076102
BBG001S5RTW7
13493094
42719
SH
SOLE
0
0
42719
HOPE BANCORP INC
NOTE 2.000% 5/1
43940TAB5
1143118
1162000
PRN
SOLE
472000
0
690000
HORACE MANN EDUCATORS CORP N
COM
440327104
BBG001S5RY01
15796224
422698
SH
SOLE
300688
0
122010
HUBSPOT INC
NOTE 0.375% 6/0
443573AD2
2571644
2079000
PRN
SOLE
2079000
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
BBG001S5RSZ6
1585714
112462
SH
SOLE
0
0
112462
I3 VERTICALS LLC
NOTE 1.000% 2/1
44933TAB2
1091254
1191000
PRN
SOLE
466000
0
725000
IAA INC
COM
449253103
BBG00K7ZQ6X2
37277720
931943
SH
SOLE
658931
0
273012
IAC INC
COM NEW
44891N208
BBG00S1LR2D2
2988120
67300
SH
SOLE
0
0
67300
ICON PLC
SHS
G4705A100
BBG001SDCL35
14178890
72993
SH
SOLE
41938
0
31055
IDACORP INC
COM
451107106
BBG001S5S4M2
56033467
519550
SH
SOLE
368260
0
151290
ILLUMINA INC
NOTE 8/1
452327AK5
5805000
6000000
PRN
SOLE
2975000
0
3025000
INDEPENDENT BK CORP MASS
COM
453836108
BBG001S5S8F1
38985130
461745
SH
SOLE
325425
0
136320
INFINERA CORP
COM
45667G103
BBG001SSYWD3
488650
72500
SH
SOLE
72500
0
0
INFINERA CORP
NOTE 2.125% 9/0
45667GAC7
3247695
3300000
PRN
SOLE
2701000
0
599000
INGEVITY CORP
COM
45688C107
BBG009LM2988
39653494
562940
SH
SOLE
401248
0
161692
INSIGHT ENTERPRISES INC
COM
45765U103
BBG001S7LHJ0
401080
4000
SH
SOLE
4000
0
0
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
1051750
700000
PRN
SOLE
700000
0
0
INSMED INC
NOTE 0.750% 6/0
457669AB5
1896093
2285000
PRN
SOLE
2285000
0
0
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
6956620
4912000
PRN
SOLE
4912000
0
0
INTEGRA LIFESCIENCES HLDGS C
NOTE 0.500% 8/1
457985AM1
971250
1000000
PRN
SOLE
504000
0
496000
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
BBG001SDJ4R0
19525647
190327
SH
SOLE
922
0
189405
INTERDIGITAL INC
COM
45867G101
BBG001S8DV79
247400
5000
SH
SOLE
5000
0
0
INTERDIGITAL INC
NOTE 2.000% 6/0
45867GAB7
7345940
7672000
PRN
SOLE
4398000
0
3274000
INTERNATIONAL BUSINESS MACHS
COM
459200101
BBG001S5S399
255715
1815
SH
SOLE
0
0
1815
INTUIT
COM
461202103
BBG001S6TWR2
2113465
5430
SH
SOLE
0
0
5430
INVESCO EXCHANGE TRADED FD T
S&P500 EQL WGT
46137V357
BBG00KJR2NN7
573334
4059
SH
SOLE
0
0
4059
IONIS PHARMACEUTICALS INC
NOTE 0.125%12/1
462222AB6
4307373
4740000
PRN
SOLE
2321000
0
2419000
ISHARES TR
CORE MSCI EURO
46434V738
BBG006MJ8984
277210
5836
SH
SOLE
0
0
5836
ISHARES TR
CORE S&P MCP ETF
464287507
BBG001SFC7V0
379358
1568
SH
SOLE
0
0
1568
ISHARES TR
CORE S&P SCP ETF
464287804
BBG001SFC7W9
406987
4300
SH
SOLE
0
0
4300
ISHARES TR
CORE S&P500 ETF
464287200
BBG001SFB7R6
755510
1966
SH
SOLE
0
0
1966
ISHARES TR
PFD AND INCM SEC
464288687
BBG001SNVWC8
1633355
53500
SH
SOLE
0
0
53500
ISHARES TR
RUSSELL 2000 ETF
464287655
BBG001SFC7Y7
17099834
98072
SH
SOLE
97905
0
167
JACOBS SOLUTIONS INC
COM
46982L108
BBG019C1BQS3
307379
2560
SH
SOLE
0
0
2560
JAMF HLDG CORP
NOTE 0.125% 9/0
47074LAB1
786681
955000
PRN
SOLE
955000
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.500% 8/1
472145AD3
6128138
6212000
PRN
SOLE
2901000
0
3311000
JAZZ INVESTMENTS I LTD
NOTE 2.000% 6/1
472145AF8
7876021
6582000
PRN
SOLE
6582000
0
0
JD.COM INC
SPON ADR CL A
47215P106
BBG005YHY0R6
546706
9740
SH
SOLE
0
0
9740
JOHN BEAN TECHNOLOGIES CORP
NOTE 0.250% 5/1
477839AB0
2458988
2851000
PRN
SOLE
2851000
0
0
JOHNSON & JOHNSON
COM
478160104
BBG001S5SHQ9
16284643
92186
SH
SOLE
0
0
92186
JPMORGAN CHASE & CO
COM
46625H100
BBG001S8CRC3
24595013
183408
SH
SOLE
3344
0
180064
KAMAN CORP
NOTE 3.250% 5/0
483548AF0
7308312
7755000
PRN
SOLE
4829000
0
2926000
KBR INC
NOTE 2.500%11/0
48242WAB2
2114300
1000000
PRN
SOLE
1000000
0
0
KKR & CO INC
6% MCONV PFD C
48251W401
3647355
63576
SH
SOLE
63576
0
0
KKR & CO INC
COM
48251W104
BBG001S6PW05
6340879
136598
SH
SOLE
0
0
136598
KKR REAL ESTATE FIN TR INC
NOTE 6.125% 5/1
48251KAB6
2719375
2736000
PRN
SOLE
1260000
0
1476000
LCI INDS
NOTE 1.125% 5/1
501812AB7
858508
1019000
PRN
SOLE
1019000
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.000% 1/3
531229AF9
4289348
2658000
PRN
SOLE
2658000
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 5/1
53220KAF5
6121088
6270000
PRN
SOLE
2850000
0
3420000
LILLY ELI & CO
COM
532457108
BBG001S5STL8
272551
745
SH
SOLE
0
0
745
LITTELFUSE INC
COM
537008104
BBG001S744B6
50651945
230027
SH
SOLE
126619
0
103408
LIVE NATION ENTERTAINMENT IN
NOTE 2.000% 2/1
538034AU3
6447188
6500000
PRN
SOLE
5505000
0
995000
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
2139200
2000000
PRN
SOLE
2000000
0
0
LIVEPERSON INC
NOTE 0.750% 3/0
538146AB7
1903279
2030000
PRN
SOLE
895000
0
1135000
LKQ CORP
COM
501889208
BBG001SCCPJ1
50808399
951290
SH
SOLE
589498
0
361792
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
7820933
7422000
PRN
SOLE
7422000
0
0
LYFT INC
NOTE 1.500% 5/1
55087PAB0
3031490
3455000
PRN
SOLE
3455000
0
0
MACOM TECH SOLUTIONS HLDGS I
NOTE 0.250% 3/1
55405YAB6
3453464
3473000
PRN
SOLE
3473000
0
0
MANNKIND CORP
NOTE 2.500% 3/0
56400PAQ5
3086685
2583000
PRN
SOLE
2583000
0
0
MARRIOTT VACATIONS WORLDWIDE
NOTE 1/1
57164YAD9
2208375
2265000
PRN
SOLE
2265000
0
0
MATCH GROUP INC NEW
COM
57667L107
BBG00VT0KP47
3124114
75298
SH
SOLE
0
0
75298
MATTHEWS INTL CORP
CL A
577128101
BBG001S81V81
19534383
641734
SH
SOLE
444375
0
197359
MCDONALDS CORP
COM
580135101
BBG001S5T110
6363195
24146
SH
SOLE
0
0
24146
MERCK & CO INC
COM
58933Y105
BBG001S5TC52
367355
3311
SH
SOLE
0
0
3311
MGP INGREDIENTS INC NEW
NOTE 1.875%11/1
55303JAB2
630625
500000
PRN
SOLE
500000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 0.125%11/1
595017AU8
1233375
1150000
PRN
SOLE
1150000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 1.625% 2/1
595017AF1
8847378
4431000
PRN
SOLE
4431000
0
0
MICROSOFT CORP
COM
594918104
BBG001S5TD05
29147419
121539
SH
SOLE
2134
0
119405
MIDDLEBY CORP
NOTE 1.000% 9/0
596278AB7
6245460
5304000
PRN
SOLE
5304000
0
0
MITEK SYS INC
COM NEW
606710200
BBG001S5T6P3
145350
15000
SH
SOLE
15000
0
0
MONDELEZ INTL INC
CL A
609207105
BBG001SHHZJ3
8876847
133186
SH
SOLE
0
0
133186
MONGODB INC
NOTE 0.250% 1/1
60937PAD8
6023997
5135000
PRN
SOLE
5135000
0
0
MONRO INC
COM
610236101
BBG001S62LS4
12494862
276435
SH
SOLE
191243
0
85192
MSA SAFETY INC
COM
553498106
BBG001S5TCN2
14744869
102260
SH
SOLE
71965
0
30295
MUELLER INDS INC
COM
624756102
BBG001S6PVC4
30674631
519909
SH
SOLE
362124
0
157785
NATIONAL INSTRS CORP
COM
636518102
BBG001S8FKK6
26784751
725874
SH
SOLE
507657
0
218217
NCL CORP LTD
NOTE 1.125% 2/1
62886HBD2
685100
1000000
PRN
SOLE
1000000
0
0
NCL CORP LTD
NOTE 5.375% 8/0
62886HAX9
4614143
4532000
PRN
SOLE
4532000
0
0
NEW MTN FIN CORP
COM
647551100
BBG001T9D5H2
12763403
1031803
SH
SOLE
53889
0
977914
NEW MTN FIN CORP
NOTE 5.750% 8/1
647551AC4
8294522
8303000
PRN
SOLE
3443000
0
4860000
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
6506289
6634000
PRN
SOLE
3106000
0
3528000
NEXTERA ENERGY INC
COM
65339F101
BBG001S5RB29
11066550
132375
SH
SOLE
0
0
132375
NEXTERA ENERGY INC
UNIT 03/01/2023
65339F770
4769455
94258
SH
SOLE
94258
0
0
NIKE INC
CL B
654106103
BBG001S6NTK2
4012273
34290
SH
SOLE
0
0
34290
NISOURCE INC
UNIT 12/01/2023
65473P121
5836519
55900
SH
SOLE
55900
0
0
NORTHERN TR CORP
COM
665859104
BBG001S5TRG7
1150370
13000
SH
SOLE
0
0
13000
NORTHROP GRUMMAN CORP
COM
666807102
BBG001S5TP26
10301117
18880
SH
SOLE
0
0
18880
NOVA LTD
NOTE 10/1
66980MAB2
3766856
3078000
PRN
SOLE
3078000
0
0
NOVAVAX INC
NOTE 3.750% 2/0
670002AB0
8433620
8476000
PRN
SOLE
5787000
0
2689000
NOVO-NORDISK A S
ADR
670100205
BBG001S5TSK0
12411589
91707
SH
SOLE
0
0
91707
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
2155665
2177000
PRN
SOLE
2177000
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
5564055
5578000
PRN
SOLE
2282000
0
3296000
NUVASIVE INC
NOTE 0.375% 3/1
670704AJ4
1293161
1471000
PRN
SOLE
1471000
0
0
NUVASIVE INC
NOTE 1.000% 6/0
670704AL9
5737264
5827000
PRN
SOLE
3035000
0
2792000
NVIDIA CORPORATION
COM
67066G104
BBG001S5TZJ6
1590003
10880
SH
SOLE
0
0
10880
NXP SEMICONDUCTORS N V
COM
N6596X109
BBG001SF62F6
730099
4620
SH
SOLE
0
0
4620
OAK STR HEALTH INC
NOTE 3/1
67181AAB3
2112947
2778000
PRN
SOLE
2778000
0
0
OIL STS INTL INC
COM
678026105
BBG001S7WK56
32737382
4388389
SH
SOLE
2948288
0
1440101
OKTA INC
NOTE 0.125% 9/0
679295AD7
5708981
6445000
PRN
SOLE
6445000
0
0
OKTA INC
NOTE 0.375% 6/1
679295AF2
1267500
1500000
PRN
SOLE
1500000
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
BBG001S6WQT9
586006
2065
SH
SOLE
1981
0
84
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
2472628
820000
PRN
SOLE
820000
0
0
ON SEMICONDUCTOR CORP
NOTE 5/0
682189AS4
8618865
6495000
PRN
SOLE
6495000
0
0
ONESPAWORLD HOLDINGS LIMITED
COM
P73684113
BBG00MKMQ6N3
10720720
1149059
SH
SOLE
808665
0
340394
ONTO INNOVATION INC
COM
683344105
BBG001S5THX0
24616986
361536
SH
SOLE
255230
0
106306
OVERSTOCK COM INC DEL
COM
690370101
BBG001S64TS5
4168324
215306
SH
SOLE
149176
0
66130
PACIRA BIOSCIENCES INC
NOTE 0.750% 8/0
695127AF7
4055850
4500000
PRN
SOLE
2946000
0
1554000
PALO ALTO NETWORKS INC
NOTE 0.375% 6/0
697435AF2
1478125
1000000
PRN
SOLE
1000000
0
0
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
11851469
7495000
PRN
SOLE
7495000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AD9
6315840
6192000
PRN
SOLE
6192000
0
0
PARAMOUNT GLOBAL
5.75% CONV PFD A
92556H305
1636427
64809
SH
SOLE
64809
0
0
PARATEK PHARMACEUTICALS INC
NOTE 4.750% 5/0
699374AB0
3033360
3447000
PRN
SOLE
3447000
0
0
PARSONS CORP DEL
NOTE 0.250% 8/1
70202LAB8
6802453
5974000
PRN
SOLE
5974000
0
0
PATRICK INDS INC
DBCV 1.000% 2/0
703343AB9
5881539
5911000
PRN
SOLE
3352000
0
2559000
PDC ENERGY INC
COM
69327R101
BBG001S5V439
40801707
642749
SH
SOLE
611570
0
31179
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
1694413
2043000
PRN
SOLE
2043000
0
0
PEDIATRIX MEDICAL GROUP INC
COM
58502B106
BBG001S96T25
11030415
742289
SH
SOLE
514018
0
228271
PEGASYSTEMS INC
NOTE 0.750% 3/0
705573AB9
1298600
1510000
PRN
SOLE
1510000
0
0
PELOTON INTERACTIVE INC
NOTE 2/1
70614WAB6
2278662
3200000
PRN
SOLE
3200000
0
0
PENN ENTERTAINMENT INC
NOTE 2.750% 5/1
707569AU3
2507960
1690000
PRN
SOLE
1690000
0
0
PENNYMAC CORP
NOTE 5.500%11/0
70932AAD5
2600895
2866000
PRN
SOLE
1159000
0
1707000
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
BBG001S96493
1506847
13111
SH
SOLE
12571
0
540
PEPSICO INC
COM
713448108
BBG001S695T1
7715522
42707
SH
SOLE
0
0
42707
PERFORMANCE FOOD GROUP CO
COM
71377A103
BBG009XW2WC7
37446266
641313
SH
SOLE
452921
0
188392
PHILIP MORRIS INTL INC
COM
718172109
BBG001STP9N1
2707367
26750
SH
SOLE
0
0
26750
PIONEER NAT RES CO
NOTE 0.250% 5/1
723787AP2
1006385
431000
PRN
SOLE
431000
0
0
PRA GROUP INC
NOTE 3.500% 6/0
69354NAB2
4571620
4622000
PRN
SOLE
1910000
0
2712000
PRIMO WATER CORPORATION
COM
74167P108
BBG001S77SH4
33363417
2146938
SH
SOLE
1524395
0
622543
PROCTER AND GAMBLE CO
COM
742718109
BBG001S5V4L9
1808300
11931
SH
SOLE
0
0
11931
PROG HOLDINGS INC
COM NPV
74319R101
BBG00VSH86H3
12582611
744974
SH
SOLE
513248
0
231726
PROGRESS SOFTWARE CORP
NOTE 1.000% 4/1
743312AB6
2760750
2700000
PRN
SOLE
2700000
0
0
PROS HOLDINGS INC
NOTE 1.000% 5/1
74346YAH6
1874937
2001000
PRN
SOLE
974000
0
1027000
PROSPERITY BANCSHARES INC
COM
743606105
BBG001S7SL77
35688206
491032
SH
SOLE
345299
0
145733
PULTE GROUP INC
COM
745867101
BBG001S5V5K7
687958
15110
SH
SOLE
14479
0
631
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
3248392
3010000
PRN
SOLE
3010000
0
0
Q2 HLDGS INC
NOTE 0.750% 6/0
74736LAD1
3275418
3972000
PRN
SOLE
3972000
0
0
QUAKER HOUGHTON
COM
747316107
BBG001S969X5
22388300
134142
SH
SOLE
93744
0
40398
QUALCOMM INC
COM
747525103
BBG001S6VS70
6699194
60935
SH
SOLE
1650
0
59285
QUANTA SVCS INC
COM
74762E102
BBG001S5VH85
2343840
16448
SH
SOLE
15769
0
679
RANPAK HOLDINGS CORP
COM CL A
75321W103
BBG00JRXX6Z8
4295476
744450
SH
SOLE
503592
0
240858
RAPID7 INC
NOTE 0.250% 3/1
753422AF1
781800
1000000
PRN
SOLE
1000000
0
0
RAPID7 INC
NOTE 2.250% 5/0
753422AD6
3075194
3197000
PRN
SOLE
3197000
0
0
RAYMOND JAMES FINL INC
COM
754730109
BBG001S5VQ03
61814381
578515
SH
SOLE
277526
0
300989
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
BBG001S5X5Q9
221620
2196
SH
SOLE
0
0
2196
RBC BEARINGS INC
5% CNV PFD SR A
75524B203
2980910
29000
SH
SOLE
29000
0
0
REDWOOD TRUST INC
NOTE 5.625% 7/1
758075AD7
2479263
2717000
PRN
SOLE
1107000
0
1610000
RENASANT CORP
COM
75970E107
BBG001S5V5B7
39978093
1063530
SH
SOLE
749197
0
314333
REPLIGEN CORP
COM
759916109
BBG001S5VNT9
38957215
230094
SH
SOLE
150946
0
79148
REPLIGEN CORP
NOTE 0.375% 7/1
759916AB5
2584116
1631000
PRN
SOLE
1631000
0
0
RESOURCES CONNECTION INC
COM
76122Q105
BBG001S7QYK6
24132297
1312965
SH
SOLE
926250
0
386715
REVOLVE GROUP INC
CL A
76156B107
BBG00M4RHC48
7081863
318143
SH
SOLE
227283
0
90860
RH
NOTE 6/1
74967XAA1
2082258
1475000
PRN
SOLE
1475000
0
0
RH
NOTE 9/1
74967XAD5
1820114
1310000
PRN
SOLE
1310000
0
0
RIBBON COMMUNICATIONS INC
COM
762544104
BBG00HW4CSH5
195300
70000
SH
SOLE
70000
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
BBG001SBQWW8
30890820
534166
SH
SOLE
379920
0
154246
RLI CORP
COM
749607107
BBG001S5VQ58
47574796
362419
SH
SOLE
198951
0
163468
RLJ LODGING TR
COM
74965L101
BBG001V0BJV4
24440693
2307903
SH
SOLE
1597123
0
710780
ROBINHOOD MKTS INC
COM CL A
770700102
BBG008NMBXP6
162800
20000
SH
SOLE
0
0
20000
ROPER TECHNOLOGIES INC
COM
776696106
BBG001S9B362
16286336
37692
SH
SOLE
1287
0
36405
SAIA INC
COM
78709Y105
BBG001SL4QM4
29842916
142326
SH
SOLE
100290
0
42036
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
3832088
2051000
PRN
SOLE
2051000
0
0
SAREPTA THERAPEUTICS INC
DEBT 1.250% 9/1
803607AC4
3465000
3000000
PRN
SOLE
3000000
0
0
SEA LTD
NOTE 0.250% 9/1
81141RAG5
1472500
2000000
PRN
SOLE
2000000
0
0
SEAGEN INC
COM
81181C104
BBG001S9M4Q6
229390
1785
SH
SOLE
0
0
1785
SELECT SECTOR SPDR TR
ENERGY
81369Y506
BBG001S7T1S7
240542
2750
SH
SOLE
2750
0
0
SEMTECH CORP
COM
816850101
BBG001S7TWW4
17256978
601498
SH
SOLE
423804
0
177694
SERVICE CORP INTL
COM
817565104
BBG001S5WBJ5
1269756
18365
SH
SOLE
17607
0
758
SHAKE SHACK INC
NOTE 3/0
819047AB7
993504
1500000
PRN
SOLE
1500000
0
0
SHERWIN WILLIAMS CO
COM
824348106
BBG001S5W2F9
4883065
20575
SH
SOLE
0
0
20575
SHIFT4 PMTS INC
CL A
82452J109
BBG00TX393M3
14242686
254652
SH
SOLE
181431
0
73221
SILICON LABORATORIES INC
NOTE 0.625% 6/1
826919AD4
6619337
5277000
PRN
SOLE
5277000
0
0
SM ENERGY CO
COM
78454L100
BBG001S6W0J7
21426092
615162
SH
SOLE
584903
0
30259
SNAP INC
NOTE 0.250% 5/0
83304AAD8
1360313
1500000
PRN
SOLE
982000
0
518000
SNAP INC
NOTE 5/0
83304AAF3
6247914
8940000
PRN
SOLE
8940000
0
0
SOLAREDGE TECHNOLOGIES INC
NOTE 9/1
83417MAD6
2824323
2272000
PRN
SOLE
2272000
0
0
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
12930486
10645000
PRN
SOLE
10645000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
BBG001S72SM3
382430
1000
SH
SOLE
0
0
1000
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
6133161
6351000
PRN
SOLE
3979000
0
2372000
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
7408026
7834000
PRN
SOLE
7834000
0
0
SPOTIFY USA INC
NOTE 3/1
84921RAB6
1211250
1500000
PRN
SOLE
1500000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
BBG001STPPK8
982216
18867
SH
SOLE
18077
0
790
SSR MNG INC
NOTE 2.500% 4/0
784730AB9
2250000
2000000
PRN
SOLE
2000000
0
0
STARBUCKS CORP
COM
855244109
BBG001S72KH6
3293936
33205
SH
SOLE
1436
0
31769
STARWOOD PPTY TR INC
NOTE 4.375% 4/0
85571BAH8
5455731
5516000
PRN
SOLE
2625000
0
2891000
STRIDE INC
COM
86333M108
BBG001SNN4P5
20536133
656526
SH
SOLE
461058
0
195468
STRIDE INC
NOTE 1.125% 9/0
86333MAA6
2961231
3322000
PRN
SOLE
3322000
0
0
SUPERNUS PHARMACEUTICALS
NOTE 0.625% 4/0
868459AD0
233835
238000
PRN
SOLE
0
0
238000
SYNEOS HEALTH INC
CL A
87166B102
BBG0078Y1DB9
25446016
693730
SH
SOLE
478973
0
214757
TAYLOR MORRISON HOME CORP
COM
87724P106
BBG003PGJJF2
20467858
674394
SH
SOLE
472327
0
202067
TECHTARGET INC
NOTE 0.125%12/1
87874RAB6
2044000
2240000
PRN
SOLE
2240000
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
BBG001SDK336
13267014
33175
SH
SOLE
3704
0
29471
TERADYNE INC
NOTE 1.250%12/1
880770AG7
2625563
950000
PRN
SOLE
950000
0
0
TEXAS INSTRS INC
COM
882508104
BBG001S5WYZ7
4776675
28911
SH
SOLE
0
0
28911
TEXAS ROADHOUSE INC
COM
882681109
BBG001SLR3C1
26466996
291006
SH
SOLE
206907
0
84099
THE AARONS COMPANY INC
COM
00258W108
BBG00WCNDDH4
13532682
1132442
SH
SOLE
780885
0
351557
THERMO FISHER SCIENTIFIC INC
COM
883556102
BBG001S5WS08
5976088
10852
SH
SOLE
0
0
10852
TRANSDIGM GROUP INC
COM
893641100
BBG001SPV1C1
1070405
1700
SH
SOLE
0
0
1700
TRIPADVISOR INC
NOTE 0.250% 4/0
896945AD4
4394541
5417000
PRN
SOLE
5417000
0
0
TRUPANION INC
COM
898202106
BBG002BC7WF2
8926229
187802
SH
SOLE
131454
0
56348
UNION PAC CORP
COM
907818108
BBG001S5X2M0
10607368
51226
SH
SOLE
0
0
51226
UNISYS CORP
COM NEW
909214306
BBG001S5X1D2
9137150
1788092
SH
SOLE
1239171
0
548921
UNITED STATES STL CORP
NOTE 5.000%11/0
912909AT5
1670000
835000
PRN
SOLE
835000
0
0
UNITY SOFTWARE INC
NOTE 11/1
91332UAB7
3549912
4720000
PRN
SOLE
4720000
0
0
VAIL RESORTS INC
NOTE 1/0
91879QAN9
1865000
2000000
PRN
SOLE
2000000
0
0
VANGUARD WORLD FDS
HEALTH CAR ETF
92204A504
BBG001SHVR32
204393
824
SH
SOLE
0
0
824
VAREX IMAGING CORP
NOTE 4.000% 6/0
92214XAB2
2704192
2320000
PRN
SOLE
2320000
0
0
VARONIS SYS INC
NOTE 1.250% 8/1
922280AB8
3206592
3040000
PRN
SOLE
3040000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
BBG001S67QY1
1166240
29600
SH
SOLE
0
0
29600
VERRA MOBILITY CORP
CL A COM STK
92511U102
BBG00G4XQBP7
24212292
1750708
SH
SOLE
1231629
0
519079
VERTEX INC
CL A
92538J106
BBG00VVT2FV3
15319934
1055819
SH
SOLE
750750
0
305069
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
3450183
3400000
PRN
SOLE
3400000
0
0
VIMEO INC
COMMON STOCK
92719V100
BBG00ZNSSLJ8
222710
64930
SH
SOLE
0
0
64930
VISA INC
COM CL A
92826C839
BBG001SRCFY3
19890494
95738
SH
SOLE
1325
0
94413
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
5715625
5900000
PRN
SOLE
3486000
0
2414000
VONTIER CORPORATION
COM
928881101
BBG00RRGSKH2
16222065
839217
SH
SOLE
599216
0
240001
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
12858335
10850
SH
SOLE
4774
0
6076
WESTAMERICA BANCORPORATION
COM
957090103
BBG001S7XYL7
27225562
461372
SH
SOLE
324883
0
136489
WESTERN ALLIANCE BANCORP
COM
957638109
BBG001SLM522
22038629
370024
SH
SOLE
245814
0
124210
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
7010348
7333000
PRN
SOLE
3447000
0
3886000
WILEY JOHN & SONS INC
CL A
968223206
BBG001S8K9L4
38068818
950295
SH
SOLE
676286
0
274009
WIX COM LTD
NOTE 7/0
92940WAB5
1784884
1833000
PRN
SOLE
774000
0
1059000
WIX COM LTD
NOTE 8/1
92940WAD1
422450
500000
PRN
SOLE
500000
0
0
WOLFSPEED INC
NOTE 1.750% 5/0
225447AD3
200788
125000
PRN
SOLE
125000
0
0
WOODWARD INC
COM
980745103
BBG001S6YZC5
17127214
177282
SH
SOLE
124054
0
53228
WSFS FINL CORP
COM
929328102
BBG001S5XJX1
37348417
823741
SH
SOLE
580518
0
243223
YORK WTR CO
COM
987184108
BBG001S6YWZ7
206908
4600
SH
SOLE
0
0
4600
ZEBRA TECHNOLOGIES CORPORATI
CL A
989207105
BBG001S6SX73
17476136
68157
SH
SOLE
4042
0
64115
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
2863428
2820000
PRN
SOLE
2820000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
960000
1000000
PRN
SOLE
1000000
0
0
ZOETIS INC
CL A
98978V103
BBG0039320P7
8203722
55979
SH
SOLE
1322
0
54657
ZSCALER INC
NOTE 0.125% 7/0
98980GAB8
5580750
5315000
PRN
SOLE
5315000
0
0