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Palisade Capital Management

Filed: 11 Aug 21, 9:35pm

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
Expires:Oct 31, 2018
Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1LIFE HEALTHCARE INCNOTE 3.000% 6/168269GAB31,6571,500,000PRN SOLE 1,500,00000
8X8 INC NEWNOTE 0.500% 2/0282914AB66,1034,909,000PRN SOLE 4,909,00000
ABBOTT LABSCOM0028241003302,850SH SOLE 002,850
ABBVIE INCCOM00287Y1097,88870,028SH SOLE 4,811065,217
ACADIA HEALTHCARE COMPANY INCOM00404A10946,399739,427SH SOLE 738,4820945
ACCENTURE PLC IRELANDSHS CLASS AG1151C101259877SH SOLE 00877
ACI WORLDWIDE INCCOM00449810140,7201,096,384SH SOLE 1,094,97601,408
ACTIVISION BLIZZARD INCCOM00507V1098659,065SH SOLE 009,065
ADAPTHEALTH CORPCOM CL A00653Q10212,561458,254SH SOLE 457,6590595
ADOBE SYSTEMS INCORPORATEDCOM00724F1017,93213,545SH SOLE 0013,545
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD87,739660,000PRN SOLE 660,00000
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB14,4082,380,000PRN SOLE 2,380,00000
AIR PRODS & CHEMS INCCOM0091581061,1083,850SH SOLE 003,850
AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922RAB11,0161,000,000PRN SOLE 1,000,00000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ04,2863,269,000PRN SOLE 3,269,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL52,8972,500,000PRN SOLE 2,500,00000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1027,25131,975SH SOLE 15031,960
ALLSCRIPTS HEALTHCARE SOLUTNNOTE 0.875% 1/001988PAF53,8952,600,000PRN SOLE 2,600,00000
ALPHABET INCCAP STK CL A02079K3052,6741,095SH SOLE 001,095
ALPHABET INCCAP STK CL C02079K10721,0988,418SH SOLE 2008,398
ALTAIR ENGR INCCOM CL A02136910328,323410,650SH SOLE 410,1230527
ALTAIR ENGR INCNOTE 0.250% 6/0021369AA13,1072,000,000PRN SOLE 2,000,00000
ALTERYX INCNOTE 0.500% 8/002156BAD51,2001,250,000PRN SOLE 1,250,00000
ALTRA INDL MOTION CORPCOM02208R10655,468853,093SH SOLE 809,076044,017
ALTRIA GROUP INCCOM02209S10377916,340SH SOLE 0016,340
AMAZON COM INCCOM02313510636,27310,544SH SOLE 90809,636
AMERICAN AIRLS GROUP INCCOM02376R10224411,500SH SOLE 11,50000
AMERICAN ELEC PWR CO INCUNIT 08/01/20210255371277,251147,385SH SOLE 147,38500
AMERICAN TOWER CORP NEWCOM03027X1004551,683SH SOLE 001,683
AMERISAFE INCCOM03071H10018,203304,953SH SOLE 304,4810472
AMETEK INCCOM03110010018,340137,382SH SOLE 22,7100114,672
AMPHENOL CORP NEWCL A03209510135,057512,456SH SOLE 44,5530467,903
APELLIS PHARMACEUTICALS INCNOTE 3.500% 9/103753UAB26,1733,306,000PRN SOLE 3,306,00000
APOLLO COML REAL EST FIN INCNOTE 4.750% 8/203762UAB13,8603,816,000PRN SOLE 1,931,00001,885,000
APPLE INCCOM03783310060,341440,577SH SOLE 25,5830414,994
APPLIED INDL TECHNOLOGIES INCOM03820C10562,577687,211SH SOLE 686,3320879
APPLIED MATLS INCCOM03822210521,860153,513SH SOLE 20,4540133,059
APPLIED OPTOELECTRONICS INCNOTE 5.000% 3/103823UAB88621,000,000PRN SOLE 1,000,00000
ARBOR REALTY TRUST INCNOTE 4.750%11/0038923AP32,2482,074,000PRN SOLE 1,476,0000598,000
ARES CAPITAL CORPCOM04010L1038,593438,641SH SOLE 19,0960419,545
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,4803,323,000PRN SOLE 1,475,00001,848,000
ARK ETF TRINNOVATION ETF00214Q10415,388117,665SH SOLE 00117,665
ARK ETF TRNEXT GNRTN INTER00214Q4014,14826,925SH SOLE 0026,925
ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164BJ44,1213,223,000PRN SOLE 3,223,00000
ATLAS AIR WORLDWIDE HLDGS INNOTE 2.250% 6/0049164BH87,3936,814,000PRN SOLE 5,018,00001,796,000
AUTODESK INCCOM052769106234800SH SOLE 00800
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB73,7693,200,000PRN SOLE 2,360,0000840,000
AVID BIOSERVICES INCCOM05368M10622,291869,040SH SOLE 867,96301,077
AVIENT CORPORATIONCOM05368V10655,3371,125,660SH SOLE 1,124,21501,445
BANDWIDTH INCNOTE 0.250% 3/005988JAB92,7121,660,000PRN SOLE 1,660,00000
BARNES GROUP INCCOM06780610935,953701,526SH SOLE 700,6120914
BECTON DICKINSON & COCOM07588710910,73544,143SH SOLE 6,260037,883
BENEFITFOCUS INCNOTE 1.250%12/108180DAB29651,032,000PRN SOLE 420,0000612,000
BERKSHIRE HATHAWAY INC DELCL A0846701083,3498SH SOLE 008
BERKSHIRE HATHAWAY INC DELCL B NEW0846707028,52330,666SH SOLE 172030,494
BIOLIFE SOLUTIONS INCCOM NEW09062W20421,173475,684SH SOLE 475,0670617
BIOMARIN PHARMACEUTICAL INCCOM09061G1012092,500SH SOLE 2,50000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH43,1193,000,000PRN SOLE 3,000,00000
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK72,4422,429,000PRN SOLE 2,429,00000
BK OF AMERICA CORPCOM06050510451912,600SH SOLE 6,60006,000
BLACK KNIGHT INCCOM09215C1057,31793,834SH SOLE 159093,675
BLACKBAUD INCCOM09227Q10028,487372,040SH SOLE 371,5540486
BLACKLINE INCCOM09239B10911,809106,130SH SOLE 105,9920138
BLACKLINE INCNOTE 0.125% 8/009239BAB57,4344,614,000PRN SOLE 4,614,00000
BLACKROCK TCP CAPITAL CORPNOTE 4.625% 3/087238QAD5161158,000PRN SOLE 00158,000
BLACKSTONE MTG TR INCNOTE 4.375% 5/009257WAB63,5263,459,000PRN SOLE 1,518,00001,941,000
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB41,985819,000PRN SOLE 819,00000
BOOKING HOLDINGS INCCOM09857L108416190SH SOLE 19000
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN811,7538,312,000PRN SOLE 8,312,00000
BRICKELL BIOTECH INCCOM10802T105905950,905SH SOLE 00950,905
BRIDGEBIO PHARMA INCNOTE 2.500% 3/110806XAB83,0891,881,000PRN SOLE 1,881,00000
BROADCOM INCCOM11135F1018,96918,810SH SOLE 2,837015,973
BROOKS AUTOMATION INC NEWCOM11434010237,816396,898SH SOLE 396,3840514
BRUKER CORPCOM11679410848,007631,841SH SOLE 631,0110830
BUCKLE INCCOM11844010630,361610,267SH SOLE 609,4790788
BURLINGTON STORES INCCOM1220171064,66814,496SH SOLE 44014,452
BURLINGTON STORES INCNOTE 2.250% 4/1122017AB213,2968,359,000PRN SOLE 8,359,00000
CANOO INC*W EXP 12/21/20213803R11024180,000PRN SOLE 80,00000
CENTENE CORP DELCOM15135B10124,686338,487SH SOLE 44,6570293,830
CENTERPOINT ENERGY INCCOM15189T10760024,450SH SOLE 0024,450
CHANGE HEALTHCARE INCUNIT 99/99/999915912K2092,88737,455SH SOLE 37,45500
CHECK POINT SOFTWARE TECH LTORDM224651042322,000SH SOLE 2,00000
CHEESECAKE FACTORY INCCOM16307210120,220373,202SH SOLE 372,7170485
CHEESECAKE FACTORY INCNOTE 0.375% 6/1163072AA93,9474,000,000PRN SOLE 4,000,00000
CHEGG INCNOTE 0.125% 3/1163092AD17,9804,708,000PRN SOLE 4,708,00000
CHEVRON CORP NEWCOM1667641006336,045SH SOLE 006,045
CLEVELAND-CLIFFS INC NEWDBCV 1.500% 1/1185899AA92,560917,000PRN SOLE 917,00000
CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464AC4243330,000PRN SOLE 330,00000
CLOVIS ONCOLOGY INCNOTE 2.500% 9/1189464AB61,5961,629,000PRN SOLE 767,0000862,000
COHERUS BIOSCIENCES INCNOTE 1.500% 4/119249HAB91,5331,500,000PRN SOLE 1,500,00000
COLONY CAPITAL INCNOTE 5.000% 4/119624RAA41,0691,035,000PRN SOLE 553,0000482,000
COMCAST CORP NEWCL A20030N1012,27839,948SH SOLE 0039,948
COMMERCIAL METALS COCOM20172310321,346694,873SH SOLE 693,9680905
COMPASS MINERALS INTL INCCOM20451N10119,217324,280SH SOLE 323,8650415
CONMED CORPNOTE 2.625% 2/0207410AF88,4175,208,000PRN SOLE 5,208,00000
CONOCOPHILLIPSCOM20825C10465810,800SH SOLE 0010,800
CONSOLIDATED EDISON INCCOM2091151043595,000SH SOLE 005,000
CONSTELLATION BRANDS INCCL A21036P1082,80211,980SH SOLE 0011,980
CORESITE RLTY CORPCOM21870Q10519,751146,736SH SOLE 146,5350201
CORNERSTONE ONDEMAND INCCOM21925Y10326,156507,102SH SOLE 506,4510651
COSTCO WHSL CORP NEWCOM22160K1058,17120,652SH SOLE 101020,551
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC06,3263,651,000PRN SOLE 3,651,00000
COUPA SOFTWARE INCNOTE 0.375% 6/122266LAF33,4723,000,000PRN SOLE 3,000,00000
COUSINS PPTYS INCCOM NEW22279550234,696943,340SH SOLE 942,09001,250
COVETRUS INCCOM22304C10030,7941,140,530SH SOLE 1,139,04601,484
CRACKER BARREL OLD CTRY STORCOM22410J10612,03981,092SH SOLE 80,9890103
CREE INCCOM2254471013924,000SH SOLE 4,00000
CSG SYS INTL INCCOM12634910918,093383,481SH SOLE 382,9740507
CSG SYS INTL INCNOTE 4.250% 3/1126349AF65,5165,351,000PRN SOLE 3,858,00001,493,000
CULLEN FROST BANKERS INCCOM22989910928,248252,216SH SOLE 251,8350381
CYBERARK SOFTWARE LTDNOTE 11/123248VAB13,9623,655,000PRN SOLE 3,655,00000
DANAHER CORPORATIONCOM23585110254,479203,009SH SOLE 13,7730189,236
DANIMER SCIENTIFIC INCCOM CL A23627210011,734468,439SH SOLE 420,016048,423
DATADOG INCNOTE 0.125% 6/123804LAB94,1383,093,000PRN SOLE 3,093,00000
DECKERS OUTDOOR CORPCOM24353710724,32563,334SH SOLE 63,252082
DEXCOM INCNOTE 0.250%11/1252131AK36,9266,627,000PRN SOLE 6,627,00000
DEXCOM INCNOTE 0.750%12/0252131AH06,9232,659,000PRN SOLE 2,659,00000
DICKS SPORTING GOODS INCNOTE 3.250% 4/1253393AD42,809949,000PRN SOLE 949,00000
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD13,6933,802,000PRN SOLE 1,953,00001,849,000
DISNEY WALT COCOM25468710613,70277,956SH SOLE 10,024067,932
DOCUSIGN INCNOTE 0.500% 9/1256163AB25,2451,345,000PRN SOLE 1,345,00000
DOMINOS PIZZA INCCOM25754A2019,20619,734SH SOLE 0019,734
DYCOM INDS INCNOTE 0.750% 9/1267475AB71415,000PRN SOLE 0015,000
EASTERLY GOVT PPTYS INCCOM27616P10319,729935,899SH SOLE 687,4830248,416
EASTGROUP PPTYS INCCOM27727610140,353245,384SH SOLE 245,0600324
ELANCO ANIMAL HEALTH INCUNIT 02/01/2023T28414H2022,40545,183SH SOLE 45,18300
ELECTRONIC ARTS INCCOM2855121091,75512,200SH SOLE 600011,600
EMERGENT BIOSOLUTIONS INCCOM29089Q10537,950602,480SH SOLE 503,860098,620
ENCORE CAP EUROPE FIN LTDNOTE 4.500% 9/029260UAA52,1441,700,000PRN SOLE 929,0000771,000
ENCORE CAP GROUP INCNOTE 3.250% 3/1292554AK81,1371,000,000PRN SOLE 1,000,00000
ENCORE CAP GROUP INCNOTE 3.250%10/0292554AM43,5742,649,000PRN SOLE 2,649,00000
ENTERPRISE PRODS PARTNERS LCOM2937921071,94980,755SH SOLE 0080,755
ENVISTA HOLDINGS CORPORATIONNOTE 2.375% 6/029415FAB04,2772,000,000PRN SOLE 2,000,00000
ETSY INCNOTE 0.125%10/029786AAJ513,4495,601,000PRN SOLE 5,601,00000
EVERBRIDGE INCNOTE 0.125%12/129978AAC83,6872,693,000PRN SOLE 2,693,00000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD33,0953,200,000PRN SOLE 3,200,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB13,9963,000,000PRN SOLE 3,000,00000
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA36,3063,551,000PRN SOLE 3,551,00000
EXPEDIA GROUP INCCOM NEW30212P3031,0326,301SH SOLE 6,30100
EZCORP INCNOTE 2.375% 5/0302301AE6439500,000PRN SOLE 500,00000
EZCORP INCNOTE 2.875% 7/0302301AF31,1521,200,000PRN SOLE 1,200,00000
FACEBOOK INCCL A30303M10210,03728,865SH SOLE 0028,865
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3037,336168,800SH SOLE 00168,800
FIREEYE INCNOTE 0.875% 6/031816QAF84,4583,902,000PRN SOLE 3,902,00000
FIREEYE INCNOTE 1.000% 6/031816QAB71415,000PRN SOLE 0015,000
FIREEYE INCNOTE 1.625% 6/031816QAD35,7475,781,000PRN SOLE 2,772,00003,009,000
FISERV INCCOM33773810815,382143,904SH SOLE 15,0390128,865
FORTIVE CORPCOM34959J10818,268261,949SH SOLE 39,0040222,945
FORTIVE CORPNOTE 0.875% 2/134959JAK46,3206,305,000PRN SOLE 3,777,00002,528,000
FRANCO NEV CORPCOM35185810516,155111,363SH SOLE 15,061096,303
FTI CONSULTING INCNOTE 2.000% 8/1302941AP45,9984,175,000PRN SOLE 4,175,00000
FULTON FINL CORP PACOM36027110024,5701,557,050SH SOLE 1,555,09601,954
GENERAL MTRS COCOM37045V10077813,150SH SOLE 13,15000
GIBRALTAR INDS INCCOM37468910720,744271,845SH SOLE 271,4870358
GILEAD SCIENCES INCCOM3755581032413,500SH SOLE 003,500
GOLDMAN SACHS GROUP INCCOM38141G1045561,465SH SOLE 001,465
GREENBRIER COS INCNOTE 2.875% 2/0393657AK74,0053,750,000PRN SOLE 1,857,00001,893,000
GROUP 1 AUTOMOTIVE INCCOM39890510942,188273,183SH SOLE 272,8340349
GUESS INCNOTE 2.000% 4/1401617AD73,7313,000,000PRN SOLE 3,000,00000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA84,2683,647,000PRN SOLE 3,647,00000
HAEMONETICS CORP MASSCOM4050241005508,250SH SOLE 8,25000
HALOZYME THERAPEUTICS INCNOTE 1.250%12/040637HAB53,9152,000,000PRN SOLE 2,000,00000
HANGER INCCOM NEW41043F20812,543496,170SH SOLE 495,5270643
HAWAIIAN HOLDINGS INCCOM41987910124410,000SH SOLE 10,00000
HEALTHCARE SVCS GROUP INCCOM42190610829,008918,842SH SOLE 917,66001,182
HEICO CORP NEWCL A42280620832,451261,323SH SOLE 6940260,629
HERBALIFE LTDNOTE 2.625% 3/142703MAD56,9856,420,000PRN SOLE 4,568,00001,852,000
HERCULES CAPITAL INCDBCV 4.375% 2/0427096AF94,3974,153,000PRN SOLE 2,414,00001,739,000
HERON THERAPEUTICS INCCOM42774610228,2331,819,131SH SOLE 1,816,70702,424
HILTON WORLDWIDE HLDGS INCCOM43300A2035434,500SH SOLE 4,50000
HOME DEPOT INCCOM43707610214,05244,065SH SOLE 258043,807
HORACE MANN EDUCATORS CORP NCOM44032710415,387411,186SH SOLE 410,6600526
HUBSPOT INCNOTE 0.375% 6/0443573AD27,3543,475,000PRN SOLE 3,475,00000
HUNTINGTON BANCSHARES INCCOM4461501041,608112,713SH SOLE 00112,713
IAA INCCOM44925310316,537303,204SH SOLE 302,8140390
IAC INTERACTIVECORP NEWCOM NEW44891N20812,29479,744SH SOLE 1,034078,710
ICON PLCSHSG4705A10053,992261,198SH SOLE 260,7110487
IDACORP INCCOM45110710640,664417,069SH SOLE 416,5280541
II-VI INCNOTE 0.250% 9/0902104AB413,6068,524,000PRN SOLE 7,905,0000619,000
ILLUMINA INCNOTE 8/1452327AK57,7156,074,000PRN SOLE 5,492,0000582,000
INDEPENDENT BK CORP MASSCOM45383610827,299361,572SH SOLE 361,0750497
INFINERA CORPCOM45667G10376575,000SH SOLE 75,00000
INFINERA CORPNOTE 2.125% 9/045667GAC72,1871,784,000PRN SOLE 1,784,00000
INGEVITY CORPCOM45688C10744,197543,227SH SOLE 542,5300697
INSIGHT ENTERPRISES INCNOTE 0.750% 2/145765UAB99,3166,104,000PRN SOLE 6,104,00000
INSMED INCNOTE 0.750% 6/0457669AB52,5132,274,000PRN SOLE 2,274,00000
INSULET CORPNOTE 0.375% 9/045784PAK77,7365,659,000PRN SOLE 5,659,00000
INSULET CORPNOTE 1.375%11/145784PAH41,843626,000PRN SOLE 626,00000
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM11,6531,500,000PRN SOLE 1,500,00000
INTERCONTINENTAL EXCHANGE INCOM45866F10423,874201,125SH SOLE 5,5770195,548
INTERDIGITAL INCNOTE 2.000% 6/045867GAB75,6045,052,000PRN SOLE 5,052,00000
INTERNATIONAL BUSINESS MACHSCOM4592001016334,315SH SOLE 1,90002,415
INTRICON CORPCOM46121H10910,214454,351SH SOLE 453,7600591
INTUITCOM4612021034,0738,309SH SOLE 5708,252
INVITAE CORPNOTE 2.000% 9/046185LAB93,1462,320,000PRN SOLE 2,320,00000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD02,3342,127,000PRN SOLE 1,241,0000886,000
ISHARES TRCORE S&P MCP ETF4642875073621,345SH SOLE 11601,229
ISHARES TRCORE S&P SCP ETF4642878044123,647SH SOLE 30303,344
ISHARES TRCORE S&P500 ETF4642872001,1272,621SH SOLE 002,621
ISHARES TRRUSSELL 2000 ETF4642876559,35440,780SH SOLE 40,731049
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ32,1502,141,000PRN SOLE 812,00001,329,000
ISTAR INCNOTE 3.125% 9/145031UCB5807533,000PRN SOLE 336,0000197,000
JACOBS ENGR GROUP INCCOM4698141073402,550SH SOLE 002,550
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB74,7774,675,000PRN SOLE 2,388,00002,287,000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF86,2044,653,000PRN SOLE 4,653,00000
JD.COM INCSPON ADR CL A47215P10683110,410SH SOLE 0010,410
JOHNSON & JOHNSONCOM47816010415,32192,999SH SOLE 304092,695
JPMORGAN CHASE & COCOM46625H10029,145187,378SH SOLE 19,4460167,932
JUNIPER NETWORKS INCCOM48203R10435613,000SH SOLE 13,00000
KAMAN CORPNOTE 3.250% 5/0483548AF02,1172,000,000PRN SOLE 2,000,00000
KBR INCNOTE 2.500%11/048242WAB21,6931,080,000PRN SOLE 1,080,00000
KKR & CO INCCOM48251W1048,093136,618SH SOLE 00136,618
KKR REAL ESTATE FIN TR INCNOTE 6.125% 5/148251KAB62,1472,001,000PRN SOLE 933,00001,068,000
KNOWLES CORPNOTE 3.250%11/049926DAB52,2262,000,000PRN SOLE 2,000,00000
LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA56,9735,858,000PRN SOLE 5,858,00000
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298543868,000SH SOLE 8,00000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF95,3783,957,000PRN SOLE 3,957,00000
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF55,3995,464,000PRN SOLE 2,850,00002,614,000
LITTELFUSE INCCOM53700810455,132216,383SH SOLE 171,451044,932
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ29,0486,466,000PRN SOLE 6,466,00000
LIVONGO HEALTH INCNOTE 0.875% 6/0539183AA11,046664,000PRN SOLE 664,00000
LKQ CORPCOM50188920846,199938,619SH SOLE 937,30201,317
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB513,0128,920,000PRN SOLE 8,920,00000
LYFT INCCL A COM55087P1043085,100SH SOLE 5,10000
LYFT INCNOTE 1.500% 5/155087PAB02,4111,411,000PRN SOLE 1,411,00000
MARRIOTT INTL INC NEWCL A5719032029356,850SH SOLE 6,85000
MARRIOTT VACATIONS WORLDWIDENOTE 1.500% 9/157164YAB32,9472,452,000PRN SOLE 1,315,00001,137,000
MASCO CORPCOM57459910658910,000SH SOLE 0010,000
MATCH GROUP INC NEWCOM57667L10720,482127,023SH SOLE 4310126,592
MATTHEWS INTL CORPCL A57712810116,711464,722SH SOLE 464,1230599
MCDONALDS CORPCOM5801351016,22426,946SH SOLE 0026,946
MEDNAX INCCOM58502B10617,699587,025SH SOLE 586,2150810
MERITOR INCCOM59001K10019,086814,941SH SOLE 813,89801,043
MICROCHIP TECHNOLOGY INC.NOTE 0.125%11/1595017AU8224200,000PRN SOLE 200,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD62,488750,000PRN SOLE 750,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF115,1046,781,000PRN SOLE 6,781,00000
MICRON TECHNOLOGY INCCOM5951121032122,500SH SOLE 2,50000
MICROSOFT CORPCOM59491810434,105125,893SH SOLE 10,7810115,112
MITEK SYS INCCOM NEW60671020030816,000SH SOLE 16,00000
MONDELEZ INTL INCCL A6092071058,549136,920SH SOLE 9500135,970
MONGODB INCNOTE 0.250% 1/160937PAD810,8606,000,000PRN SOLE 6,000,00000
MONMOUTH REAL ESTATE INVT COCL A6097201073,452184,409SH SOLE 00184,409
MONRO INCCOM61023610112,903203,167SH SOLE 202,9040263
MSA SAFETY INCCOM55349810616,929102,243SH SOLE 102,1100133
MUELLER INDS INCCOM62475610237,450864,706SH SOLE 863,60001,106
NANOSTRING TECHNOLOGIES INCNOTE 2.625% 3/063009RAD1788500,000PRN SOLE 500,00000
NATIONAL INSTRS CORPCOM63651810228,530674,787SH SOLE 673,9220865
NEOGENOMICS INCNOTE 0.250% 1/164049MAB69194,000PRN SOLE 94,00000
NEOGENOMICS INCNOTE 1.250% 5/064049MAA82,1421,500,000PRN SOLE 1,500,00000
NEVRO CORPNOTE 2.750% 4/064157FAC71,185682,000PRN SOLE 682,00000
NEW MTN FIN CORPCOM64755110011,094842,383SH SOLE 179,1880663,195
NEW MTN FIN CORPNOTE 5.750% 8/1647551AC49,8249,214,000PRN SOLE 5,818,00003,396,000
NEW RELIC INCNOTE 0.500% 5/064829BAB66,6796,675,000PRN SOLE 4,135,00002,540,000
NEW YORK MTG TR INCNOTE 6.250% 1/1649604AD73030,000PRN SOLE 0030,000
NEXTERA ENERGY INCCOM65339F10110,426142,275SH SOLE 00142,275
NEXTERA ENERGY INCUNIT 99/99/999965339F7705,931121,932SH SOLE 121,93200
NICE LTDSPONSORED ADR6536561082471,000SH SOLE 1,00000
NIKE INCCL B6541061035,29534,275SH SOLE 0034,275
NORTHERN TR CORPCOM6658591041,50313,000SH SOLE 0013,000
NORTHROP GRUMMAN CORPCOM6668071027,23819,915SH SOLE 0019,915
NOVO-NORDISK A SADR6701002057,46589,112SH SOLE 0089,112
NUTANIX INCNOTE 1/167059NAB47,1096,719,000PRN SOLE 4,390,00002,329,000
NUVASIVE INCNOTE 0.375% 3/1670704AJ43,4263,457,000PRN SOLE 3,457,00000
NUVASIVE INCNOTE 1.000% 6/0670704AL93,5843,435,000PRN SOLE 2,535,0000900,000
NVIDIA CORPORATIONCOM67066G1042,1602,700SH SOLE 002,700
NXP SEMICONDUCTORS N VCOMN6596X1091,0845,270SH SOLE 65004,620
OIL STS INTL INCCOM67802610521,1042,688,420SH SOLE 2,684,93003,490
OKTA INCNOTE 0.125% 9/0679295AD710,2867,125,000PRN SOLE 7,125,00000
ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189AP010,2945,413,000PRN SOLE 5,413,00000
ONESPAWORLD HOLDINGS LIMITEDCOMP7368411311,7571,213,278SH SOLE 1,211,80101,477
ONTO INNOVATION INCCOM68334410535,957492,286SH SOLE 491,6540632
OSI SYSTEMS INCNOTE 1.250% 9/0671044AD74,8434,513,000PRN SOLE 2,525,00001,988,000
OVERSTOCK COM INC DELCOM6903701014,36747,368SH SOLE 47,294074
PACIRA BIOSCIENCES INCNOTE 2.375% 4/0695127AD26,4955,927,000PRN SOLE 4,577,00001,350,000
PALATIN TECHNOLOGIES INCCOM PAR $ .016960774031219,010SH SOLE 0019,010
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF22,7202,000,000PRN SOLE 2,000,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD715,03910,304,000PRN SOLE 10,304,00000
PARATEK PHARMACEUTICALS INCNOTE 4.750% 5/0699374AB03,1543,392,000PRN SOLE 3,392,00000
PATRICK INDS INCDBCV 1.000% 2/0703343AB94,6914,299,000PRN SOLE 2,272,00002,027,000
PAYPAL HLDGS INCCOM70450Y1033031,039SH SOLE 3901,000
PDC ENERGY INCCOM69327R10138,738845,993SH SOLE 844,92401,069
PEBBLEBROOK HOTEL TRNOTE 1.750%12/170509VAA82,1961,937,000PRN SOLE 1,937,00000
PEGASYSTEMS INCNOTE 0.750% 3/0705573AB92,5682,146,000PRN SOLE 2,146,00000
PEPSICO INCCOM7134481086,94646,876SH SOLE 257046,619
PERFORMANCE FOOD GROUP COCOM71377A10330,800635,186SH SOLE 634,3700816
PHILIP MORRIS INTL INCCOM7181721092,66626,900SH SOLE 0026,900
PING IDENTITY HLDG CORPCOM72341T10317,891781,260SH SOLE 780,2700990
PIONEER NAT RES CONOTE 0.250% 5/1723787AP21,7701,109,000PRN SOLE 1,109,00000
PLANTRONICS INC NEWCOM72749310820,033480,059SH SOLE 479,4400619
PRA GROUP INCNOTE 3.500% 6/069354NAB26,2205,733,000PRN SOLE 4,142,00001,591,000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX42,8062,578,000PRN SOLE 1,631,0000947,000
PRIMO WATER CORPORATIONCOM74167P10829,2911,750,832SH SOLE 1,748,56702,265
PROCTER AND GAMBLE COCOM7427181091,58111,714SH SOLE 0011,714
PROG HOLDINGS INCCOM NPV74319R10128,309588,170SH SOLE 587,4050765
PROS HOLDINGS INCNOTE 1.000% 5/174346YAH61,8481,800,000PRN SOLE 974,0000826,000
PROSPERITY BANCSHARES INCCOM74360610527,763386,674SH SOLE 386,1830491
PTC THERAPEUTICS INCNOTE 3.000% 8/169366JAB71,3671,254,000PRN SOLE 767,0000487,000
PUBLIC SVC ENTERPRISE GRP INCOM7445731062213,700SH SOLE 003,700
PURE STORAGE INCNOTE 0.125% 4/174624MAB811,22510,684,000PRN SOLE 8,356,00002,328,000
Q2 HLDGS INCNOTE 0.750% 6/074736LAD16,2804,796,000PRN SOLE 4,796,00000
QUAKER CHEM CORPCOM74731610732,316136,246SH SOLE 136,0700176
QUALCOMM INCCOM7475251038,72961,075SH SOLE 4,500056,575
QUIDEL CORPCOM74838J1016214,850SH SOLE 4,85000
QUOTIENT TECHNOLOGY INCNOTE 1.750%12/0749119AB91,4461,434,000PRN SOLE 843,0000591,000
RADIUS HEALTH INCNOTE 3.000% 9/0750469AA61,8572,000,000PRN SOLE 2,000,00000
RAMBUS INC DELNOTE 1.375% 2/0750917AG18,8826,742,000PRN SOLE 4,949,00001,793,000
RAPID7 INCNOTE 1.250% 8/0753422AB03,3551,467,000PRN SOLE 1,467,00000
RAPID7 INCNOTE 2.250% 5/0753422AD61,9031,147,000PRN SOLE 1,147,00000
RAYMOND JAMES FINL INCCOM75473010950,753390,711SH SOLE 284,4310106,280
RAYTHEON TECHNOLOGIES CORPCOM75513E1016437,542SH SOLE 007,542
REGENERON PHARMACEUTICALSCOM75886F107323578SH SOLE 4000178
RENASANT CORPCOM75970E10742,3211,058,025SH SOLE 1,056,66001,365
REPLIGEN CORPCOM75991610957,436287,727SH SOLE 287,3340393
REPLIGEN CORPNOTE 0.375% 7/1759916AB57,7184,306,000PRN SOLE 4,306,00000
RESOURCES CONNECTION INCCOM76122Q10518,7931,308,688SH SOLE 1,307,00901,679
REVOLVE GROUP INCCL A76156B10737,418543,070SH SOLE 542,3600710
RHNOTE 6/174967XAA18,4022,406,000PRN SOLE 2,406,00000
RIBBON COMMUNICATIONS INCCOM76254410449565,000SH SOLE 65,00000
RINGCENTRAL INCNOTE 3/076680RAF41,5091,365,000PRN SOLE 1,365,00000
RITCHIE BROS AUCTIONEERSCOM76774410530,144508,505SH SOLE 507,8470658
RLI CORPCOM74960710734,346328,390SH SOLE 264,739063,651
RLJ LODGING TRCOM74965L10121,7101,425,508SH SOLE 1,423,67201,836
ROCKWELL AUTOMATION INCCOM77390310910,38536,310SH SOLE 6,016030,294
ROPER TECHNOLOGIES INCCOM77669610620,07342,690SH SOLE 6,654036,036
SAIA INCCOM78709Y10532,589155,565SH SOLE 155,3560209
SAILPOINT TECHNOLOGIES HLDGSNOTE 0.125% 9/178781PAB14,5292,411,000PRN SOLE 2,411,00000
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607AB64,5843,469,000PRN SOLE 3,469,00000
SEAGEN INCCOM81181C1043162,000SH SOLE 002,000
SEMTECH CORPCOM81685010141,286600,080SH SOLE 599,3130767
SERVICENOW INCNOTE 6/081762PAC64,2821,052,000PRN SOLE 1,052,00000
SHERWIN WILLIAMS COCOM8243481065,59920,550SH SOLE 0020,550
SILICON LABORATORIES INCNOTE 0.625% 6/1826919AD47,4365,352,000PRN SOLE 5,352,00000
SNAP INCNOTE 0.750% 8/083304AAB25,8521,939,000PRN SOLE 1,939,00000
SOLAREDGE TECHNOLOGIES INCCOM83417M1047742,800SH SOLE 2,80000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG215,79910,435,000PRN SOLE 10,435,00000
SPDR S&P 500 ETF TRTR UNIT78462F1034281,000SH SOLE 001,000
SPIRIT AIRLS INCNOTE 1.000% 5/1848577AB81,4301,500,000PRN SOLE 1,500,00000
SPLUNK INCNOTE 0.500% 9/1848637AC812,06110,364,000PRN SOLE 9,244,00001,120,000
SPLUNK INCNOTE 1.125% 9/1848637AD63,0292,478,000PRN SOLE 2,478,00000
SPOTIFY TECHNOLOGY S ASHSL8681T102207750SH SOLE 75000
SQUARE INCCL A85223410313,05353,539SH SOLE 0053,539
SQUARE INCNOTE 0.125% 3/0852234AF05,9752,900,000PRN SOLE 2,900,00000
SQUARE INCNOTE 0.500% 5/1852234AD514,1944,535,000PRN SOLE 4,535,00000
SS&C TECHNOLOGIES HLDGS INCCOM78467J1004,30559,746SH SOLE 28,556031,190
SSR MNG INCNOTE 2.500% 4/0784730AB93,8153,196,000PRN SOLE 3,196,00000
STARBUCKS CORPCOM85524410914,907133,324SH SOLE 23,5380109,786
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH84,1473,850,000PRN SOLE 1,819,00002,031,000
STRIDE INCCOM86333M10821,562671,086SH SOLE 670,2130873
SUNPOWER CORPDBCV 4.000% 1/1867652AL3424300,000PRN SOLE 00300,000
SUPERNUS PHARMACEUTICALS INCNOTE 0.625% 4/0868459AD04445,000PRN SOLE 0045,000
SYNAPTICS INCNOTE 0.500% 6/187157DAD12,3631,113,000PRN SOLE 652,0000461,000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10312635,000SH SOLE 35,00000
SYNEOS HEALTH INCCL A87166B10265,463731,507SH SOLE 730,5680939
TABULA RASA HEALTHCARE INCNOTE 1.750% 2/1873379AA92,8562,776,000PRN SOLE 2,776,00000
TAKE-TWO INTERACTIVE SOFTWARCOM8740541093451,950SH SOLE 1,95000
TAYLOR MORRISON HOME CORPCOM87724P10624,342921,344SH SOLE 920,16501,179
TELADOC HEALTH INCNOTE 1.250% 6/087918AAF29,7818,738,000PRN SOLE 8,738,00000
TERADYNE INCNOTE 1.250%12/1880770AG77,2901,721,000PRN SOLE 1,721,00000
TEXAS INSTRS INCCOM8825081045,63029,275SH SOLE 250029,025
TEXAS ROADHOUSE INCCOM88268110926,843279,038SH SOLE 278,6830355
THE AARONS COMPANY INCCOM00258W10823,974749,437SH SOLE 748,4580979
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA0148157,000PRN SOLE 00157,000
THERAVANCE INCNOTE 2.125% 1/188338TAB02,1922,152,000PRN SOLE 842,00001,310,000
THERMO FISHER SCIENTIFIC INCCOM8835561024,6169,150SH SOLE 009,150
TRANSDIGM GROUP INCCOM8936411001,1001,700SH SOLE 001,700
TRIPADVISOR INCCOM8969452012245,550SH SOLE 5,55000
TRUPANION INCCOM89820210624,565213,423SH SOLE 213,1460277
TWITTER INCNOTE 0.250% 6/190184LAF98,3496,066,000PRN SOLE 6,066,00000
TWITTER INCNOTE 1.000% 9/190184LAD46,5846,452,000PRN SOLE 3,067,00003,385,000
UNION PAC CORPCOM90781810811,16150,749SH SOLE 0050,749
UNISYS CORPCOM NEW90921430640,4331,597,513SH SOLE 1,595,41102,102
UNITED RENTALS INCCOM9113631093991,250SH SOLE 1,25000
VERIZON COMMUNICATIONS INCCOM92343V1047,286130,038SH SOLE 70130,031
VERRA MOBILITY CORPCOM92511U10223,8031,548,659SH SOLE 1,546,65902,000
VIAVI SOLUTIONS INCNOTE 1.750% 6/0925550AE54,0313,000,000PRN SOLE 3,000,00000
VIMEO INCCOMMON STOCK92719V1007,152145,963SH SOLE 4990145,464
VISA INCCOM CL A92826C83921,24090,837SH SOLE 6,359084,478
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP32,6462,500,000PRN SOLE 2,500,00000
VISTRA CORPCOM92840M10257230,826SH SOLE 30,82600
VOCERA COMMUNICATIONS INCNOTE 1.500% 5/192857FAB32,7802,000,000PRN SOLE 2,000,00000
VONAGE HLDGS CORPNOTE 1.750% 6/092886TAJ13,8153,421,000PRN SOLE 3,421,00000
VONTIER CORPORATIONCOM9288811016,626203,370SH SOLE 36,9750166,395
WAYFAIR INCNOTE 1.000% 8/194419LAF82,034923,000PRN SOLE 923,00000
WEIBO CORPNOTE 1.250%11/1948596AC53,0263,096,000PRN SOLE 1,478,00001,618,000
WESTAMERICA BANCORPORATIONCOM95709010326,376454,516SH SOLE 453,9230593
WESTERN ALLIANCE BANCORPCOM95763810947,393510,425SH SOLE 509,7090716
WESTERN ASSET MTG CAP CORPNOTE 6.750%10/095790DAA31,9202,000,000PRN SOLE 2,000,00000
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP03,8713,615,000PRN SOLE 2,314,00001,301,000
WILEY JOHN & SONS INCCL A96822320652,917879,317SH SOLE 878,17901,138
WINNEBAGO INDS INCNOTE 1.500% 4/0974637AB64,6003,584,000PRN SOLE 3,584,00000
WIX COM LTDSHSM980681053481,200SH SOLE 1,20000
WOODWARD INCCOM98074510318,615151,489SH SOLE 151,2940195
WORKDAY INCNOTE 0.250%10/098138HAF810,5406,386,000PRN SOLE 6,386,00000
WORKIVA INCNOTE 1.125% 8/198139AAB13,0672,000,000PRN SOLE 2,000,00000
WSFS FINL CORPCOM92932810236,239777,838SH SOLE 776,83201,006
XILINX INCCOM9839191019,18563,500SH SOLE 0063,500
YELP INCCL A9858171053789,455SH SOLE 9,45500
YORK WTR COCOM9871841082084,600SH SOLE 004,600
ZEBRA TECHNOLOGIES CORPORATICL A98920710529,62855,956SH SOLE 4,190051,766
ZENDESK INCNOTE 0.250% 3/198936JAB76,2932,738,000PRN SOLE 2,738,00000
ZENDESK INCNOTE 0.625% 6/198936JAD34,8603,325,000PRN SOLE 3,325,00000
ZILLOW GROUP INCCL C CAP STK98954M2003673,000SH SOLE 3,00000
ZOETIS INCCL A98978V10311,25760,406SH SOLE 6,778053,628
ZYNGA INCNOTE 0.250% 6/098986TAB46,9765,053,000PRN SOLE 5,053,00000