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Palisade Capital Management

Filed: 9 May 22, 12:00am

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
8X8 INC NEWNOTE 0.500% 2/0282914AB64,4164,689,000PRN SOLE 3,125,00001,564,000
ABBOTT LABSCOM0028241003482,937SH SOLE 002,937
ABBVIE INCCOM00287Y10917,438107,566SH SOLE 00107,566
ACADIA HEALTHCARE COMPANY INCOM00404A10950,353768,396SH SOLE 551,7090216,687
ACCENTURE PLC IRELANDSHS CLASS AG1151C101334991SH SOLE 00991
ACI WORLDWIDE INCCOM00449810135,9301,141,012SH SOLE 822,9420318,070
ACTIVISION BLIZZARD INCCOM00507V1096948,665SH SOLE 008,665
ADAPTHEALTH CORPCOMMON STOCK00653Q10217,8761,115,180SH SOLE 795,6750319,505
ADOBE SYSTEMS INCORPORATEDCOM00724F1016,26913,760SH SOLE 0013,760
ADVANCED MICRO DEVICES INCCOM00790310712,017109,902SH SOLE 00109,902
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD81,365100,000PRN SOLE 100,00000
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB13,7272,380,000PRN SOLE 2,380,00000
AIR PRODS & CHEMS INCCOM0091581068583,435SH SOLE 003,435
AIR TRANS SVCS GROUP INCNOTE 1.125%10/100922RAB16,2585,279,000PRN SOLE 3,966,00001,313,000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ05,5474,214,000PRN SOLE 4,214,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL51,7361,500,000PRN SOLE 1,500,00000
ALARM COM HLDGS INCNOTE 1/1011642AB11,7022,000,000PRN SOLE 2,000,00000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1029819,020SH SOLE 009,020
ALLEGHENY TECHNOLOGIES INCNOTE 3.500% 6/101741RAK81,669888,000PRN SOLE 888,00000
ALPHABET INCCAP STK CL A02079K3052,576926SH SOLE 00926
ALPHABET INCCAP STK CL C02079K10722,6738,118SH SOLE 008,118
ALTAIR ENGR INCCOM CL A02136910327,561427,960SH SOLE 308,7500119,210
ALTAIR ENGR INCNOTE 0.250% 6/0021369AA11,4451,000,000PRN SOLE 1,000,00000
ALTERYX INCNOTE 0.500% 8/002156BAD58,4859,137,000PRN SOLE 6,446,00002,691,000
ALTRA INDL MOTION CORPCOM02208R10640,7831,047,588SH SOLE 673,6410373,947
ALTRIA GROUP INCCOM02209S10379615,240SH SOLE 0015,240
AMAZON COM INCCOM02313510614,9664,591SH SOLE 004,591
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF9480350,000PRN SOLE 350,00000
AMERICAN AIRLS GROUP INCCOM02376R10221912,000SH SOLE 12,00000
AMERICAN CAMPUS CMNTYS INCCOM0248351002604,637SH SOLE 3,8040833
AMERICAN TOWER CORP NEWCOM03027X1004271,698SH SOLE 001,698
AMERISAFE INCCOM03071H10016,102324,173SH SOLE 233,740090,433
AMETEK INCCOM03110010019,740148,219SH SOLE 1,2370146,982
AMPHENOL CORP NEWCL A03209510136,588485,578SH SOLE 2,0310483,547
APELLIS PHARMACEUTICALS INCNOTE 3.500% 9/103753UAB21,6071,017,000PRN SOLE 1,017,00000
APOLLO COML REAL ESTATE FINNOTE 4.750% 8/203762UAB14,2434,233,000PRN SOLE 1,931,00002,302,000
APOLLO COML REAL ESTATE FINNOTE 5.375%10/103762UAC9219220,000PRN SOLE 00220,000
APPLE INCCOM03783310065,269373,799SH SOLE 1,0630372,736
APPLIED INDL TECHNOLOGIES INCOM03820C10573,210713,127SH SOLE 514,5990198,528
APPLIED MATLS INCCOM03822210518,144137,661SH SOLE 2,4980135,163
APPLIED OPTOELECTRONICS INCNOTE 5.000% 3/103823UAB86691,000,000PRN SOLE 1,000,00000
APTARGROUP INCCOM0383361033052,600SH SOLE 2,1620438
APTIV PLC5.5% CNV PFD AG6095L1174,80635,170SH SOLE 35,17000
ARAMARKCOM03852U1062807,447SH SOLE 6,18801,259
ARBOR REALTY TRUST INCNOTE 4.750%11/0038923AP32,1462,064,000PRN SOLE 1,476,0000588,000
ARES CAPITAL CORPCOM04010L1038,863423,045SH SOLE 00423,045
ARK ETF TRINNOVATION ETF00214Q1047,725116,540SH SOLE 00116,540
ARK ETF TRNEXT GNRTN INTER00214Q4011,98222,725SH SOLE 0022,725
ATKORE INCCOM0476491086,71768,239SH SOLE 48,278019,961
ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164BJ44,6523,098,000PRN SOLE 3,098,00000
ATLAS AIR WORLDWIDE HLDGS INNOTE 2.250% 6/0049164BH83,3972,967,000PRN SOLE 1,622,00001,345,000
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB75,5105,624,000PRN SOLE 3,836,00001,788,000
AVID BIOSERVICES INCCOM05368M10617,486858,426SH SOLE 615,5600242,866
AVIENT CORPORATIONCOM05368V10656,1861,170,538SH SOLE 844,1810326,357
AZENTA INCCOM11434010227,649333,602SH SOLE 238,235095,367
BANDWIDTH INCNOTE 0.250% 3/005988JAB91,5892,065,000PRN SOLE 2,065,00000
BARNES GROUP INCCOM06780610929,408731,733SH SOLE 522,2810209,452
BECTON DICKINSON & CO6% DP CONV PFD B0758874062,63949,545SH SOLE 49,54500
BECTON DICKINSON & COCOM0758871097,76829,203SH SOLE 712028,491
BENEFITFOCUS INCNOTE 1.250%12/108180DAB22,1832,280,000PRN SOLE 1,520,0000760,000
BERKSHIRE HATHAWAY INC DELCL A0846701084,2318SH SOLE 008
BERKSHIRE HATHAWAY INC DELCL B NEW08467070211,86833,628SH SOLE 0033,628
BEYOND MEAT INCNOTE 3/108862EAB51,1651,926,000PRN SOLE 1,926,00000
BILL COM HLDGS INCNOTE 12/0090043AB61,5951,000,000PRN SOLE 1,000,00000
BIOLIFE SOLUTIONS INCCOM NEW09062W20412,542551,769SH SOLE 388,1160163,653
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH414,61214,548,000PRN SOLE 11,703,00002,845,000
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK73,1683,143,000PRN SOLE 3,143,00000
BK OF AMERICA CORP7.25%CNV PFD L06050568210,9928,290SH SOLE 3,49404,796
BK OF AMERICA CORPCOM0605051042476,000SH SOLE 006,000
BLACK KNIGHT INCCOM09215C1055,974103,013SH SOLE 2,6480100,365
BLACKBAUD INCCOM09227Q10025,433424,797SH SOLE 302,0640122,733
BLACKLINE INCCOM09239B1098,132111,065SH SOLE 80,057031,008
BLACKLINE INCNOTE 0.125% 8/009239BAB53,7923,187,000PRN SOLE 3,187,00000
BLACKSTONE MORTGAGE TRUST INNOTE 4.375% 5/009257WAB63,3423,340,000PRN SOLE 1,518,00001,822,000
BLACKSTONE MORTGAGE TRUST INNOTE 4.750% 3/109257WAC4886872,000PRN SOLE 00872,000
BLOCK INCCL A8522341037,31653,954SH SOLE 0053,954
BLOCK INCNOTE 0.125% 3/0852234AF012,7159,688,000PRN SOLE 9,688,00000
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB42,7861,378,000PRN SOLE 1,378,00000
BOK FINL CORPCOM NEW05561Q2013483,702SH SOLE 3,0760626
BOOKING HOLDINGS INCCOM09857L108329140SH SOLE 13505
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN810,1206,926,000PRN SOLE 6,926,00000
BOSTON SCIENTIFIC CORP5.50% CNV PFD A1011372063,20227,500SH SOLE 27,50000
BOX INCNOTE 1/110316TAB02,9032,288,000PRN SOLE 2,288,00000
BRICKELL BIOTECH INCCOM10802T105260970,547SH SOLE 00970,547
BRIDGEBIO PHARMA INCNOTE 2.250% 2/010806XAD41,4293,000,000PRN SOLE 3,000,00000
BRIDGEBIO PHARMA INCNOTE 2.500% 3/110806XAB88211,387,000PRN SOLE 1,387,00000
BROADCOM INC8% MCNV PFD SR A11135F20018,3099,328SH SOLE 9,32800
BROADCOM INCCOM11135F10115,94025,315SH SOLE 169025,146
BRUKER CORPCOM11679410837,791587,724SH SOLE 403,2150184,509
BUCKLE INCCOM11844010620,533621,459SH SOLE 441,6580179,801
BURLINGTON STORES INCCOM1220171062,77615,240SH SOLE 737014,503
BURLINGTON STORES INCNOTE 2.250% 4/1122017AB28,6597,579,000PRN SOLE 7,579,00000
CASTLE BIOSCIENCES INCCOM14843C10518,358409,232SH SOLE 290,5020118,730
CDK GLOBAL INCCOM12508E1012745,635SH SOLE 4,6830952
CENTENE CORP DELCOM15135B10127,655328,480SH SOLE 1,5600326,920
CENTERPOINT ENERGY INCCOM15189T10775624,680SH SOLE 0024,680
CERENCE INCNOTE 3.000% 6/0156727AB5943750,000PRN SOLE 750,00000
CHEESECAKE FACTORY INCCOM16307210120,465514,315SH SOLE 366,0940148,221
CHEGG INCNOTE 0.125% 3/1163092AD15,0325,000,000PRN SOLE 3,550,00001,450,000
CHEVRON CORP NEWCOM1667641009675,937SH SOLE 005,937
CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464AC4244330,000PRN SOLE 330,00000
COMMERCIAL METALS COCOM20172310330,210725,844SH SOLE 521,2170204,627
COMMUNITY HEALTHCARE TR INCCOM20369C1066,264148,411SH SOLE 103,457044,954
COMPASS MINERALS INTL INCCOM20451N10121,206337,731SH SOLE 243,722094,009
CONMED CORPNOTE 2.625% 2/0207410AF86,1343,564,000PRN SOLE 3,564,00000
CONOCOPHILLIPSCOM20825C1041,08210,821SH SOLE 0010,821
CONSOLIDATED EDISON INCCOM2091151044735,000SH SOLE 005,000
CONSTELLATION BRANDS INCCL A21036P1082,65111,510SH SOLE 0011,510
CORSAIR GAMING INCCOM22041X10210,064475,593SH SOLE 339,2930136,300
COSTCO WHSL CORP NEWCOM22160K10511,09019,259SH SOLE 0019,259
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC03,4013,486,000PRN SOLE 3,486,00000
COUSINS PPTYS INCCOM NEW22279550242,2841,049,493SH SOLE 737,7720311,721
COVETRUS INCCOM22304C10030,4491,813,531SH SOLE 1,289,3770524,154
CSG SYS INTL INCCOM12634910935,845563,862SH SOLE 401,1820162,680
CULLEN FROST BANKERS INCCOM22989910937,623271,823SH SOLE 195,318076,505
CYBERARK SOFTWARE LTDNOTE 11/123248VAB15,7634,629,000PRN SOLE 4,629,00000
DANAHER CORPORATION5% CONV PFD B23585140916,11010,224SH SOLE 10,22400
DANAHER CORPORATIONCOM23585110256,364192,153SH SOLE 1,1130191,040
DANIMER SCIENTIFIC INCCOM CL A2362721003,761641,726SH SOLE 400,6330241,093
DATADOG INCNOTE 0.125% 6/123804LAB92,9321,657,000PRN SOLE 1,657,00000
DECKERS OUTDOOR CORPCOM24353710719,69471,938SH SOLE 51,121020,817
DEVON ENERGY CORP NEWCOM25179M10394315,948SH SOLE 0015,948
DEXCOM INCNOTE 0.250%11/1252131AK313,92012,144,000PRN SOLE 12,144,00000
DIAGEO PLCSPON ADR NEW25243Q2054912,415SH SOLE 002,415
DIAMONDBACK ENERGY INCCOM25278X1094843,529SH SOLE 2,9320597
DICKS SPORTING GOODS INCNOTE 3.250% 4/1253393AD41,867600,000PRN SOLE 600,00000
DIGITALBRIDGE GROUP INCNOTE 5.000% 4/119624RAA44,0783,982,000PRN SOLE 2,479,00001,503,000
DISH NETWORK CORPORATIONNOTE 12/125470MAF63,4673,574,000PRN SOLE 3,574,00000
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD18,5499,138,000PRN SOLE 6,153,00002,985,000
DISNEY WALT COCOM25468710611,05080,562SH SOLE 1,685078,877
DOCUSIGN INCNOTE 1/1256163AD87,9858,524,000PRN SOLE 6,889,00001,635,000
DOMINOS PIZZA INCCOM25754A2018,02619,719SH SOLE 0019,719
DONALDSON INCCOM2576511092825,432SH SOLE 4,5060926
DROPBOX INCNOTE 3/026210CAD63,8004,027,000PRN SOLE 4,027,00000
EASTERLY GOVT PPTYS INCCOM27616P10330,7751,455,768SH SOLE 835,3980620,370
EASTGROUP PPTYS INCCOM27727610151,726254,458SH SOLE 181,140073,318
ELANCO ANIMAL HEALTH INCUNIT 02/01/2023T28414H2021,25130,251SH SOLE 30,25100
ELECTRONIC ARTS INCCOM2855121091,48011,700SH SOLE 0011,700
EMERGENT BIOSOLUTIONS INCCOM29089Q10523,010560,409SH SOLE 373,5410186,868
ENCORE CAP GROUP INCNOTE 3.250%10/0292554AM4642389,000PRN SOLE 389,00000
ENPHASE ENERGY INCNOTE 3/029355AAH03,4373,370,000PRN SOLE 3,370,00000
ENTERPRISE PRODS PARTNERS LCOM2937921072,08480,755SH SOLE 0080,755
ENVISTA HOLDINGS CORPORATIONNOTE 2.375% 6/029415FAB01,191500,000PRN SOLE 500,00000
EPR PPTYSCONV PFD 9% SR E26884U3072,77979,400SH SOLE 0079,400
ETSY INCNOTE 0.125% 9/029786AAL09,2329,200,000PRN SOLE 9,200,00000
ETSY INCNOTE 0.125%10/029786AAJ51,6531,022,000PRN SOLE 1,022,00000
EVERBRIDGE INCNOTE 0.125%12/129978AAC86,2336,902,000PRN SOLE 4,458,00002,444,000
EVOLENT HEALTH INCNOTE 3.500%12/030050BAF83,4971,897,000PRN SOLE 1,897,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB11,8912,000,000PRN SOLE 2,000,00000
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA33,7323,093,000PRN SOLE 3,093,00000
EZCORP INCCL A NON VTG3023011069014,880SH SOLE 14,88000
EZCORP INCNOTE 2.375% 5/0302301AE6446500,000PRN SOLE 500,00000
FASTLY INCNOTE 3/131188VAB6376500,000PRN SOLE 500,00000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3038,454173,100SH SOLE 00173,100
FIRST REP BK SAN FRANCISCO CCOM33616C1002721,676SH SOLE 1,3930283
FISERV INCCOM33773810811,115109,614SH SOLE 4950109,119
FIVE9 INCNOTE 0.500% 6/0338307AD35,6215,169,000PRN SOLE 5,169,00000
FORD MTR CO DELNOTE 3/1345370CZ110,5208,883,000PRN SOLE 8,883,00000
FORTIVE CORPCOM34959J10818,459302,961SH SOLE 2,4700300,491
FRANCO NEV CORPCOM35185810524,641154,468SH SOLE 9380153,530
FTI CONSULTING INCNOTE 2.000% 8/1302941AP46,4734,075,000PRN SOLE 4,075,00000
FULTON FINL CORP PACOM36027110026,2141,577,251SH SOLE 1,137,7380439,513
GAMING & LEISURE PPTYS INCCOM36467J1082685,708SH SOLE 4,68201,026
GENERAL MTRS COCOM37045V1003768,605SH SOLE 8,550055
GIBRALTAR INDS INCCOM37468910715,431359,280SH SOLE 255,9580103,322
GOLDMAN SACHS GROUP INCCOM38141G1044871,475SH SOLE 001,475
GREENBRIER COS INCNOTE 2.875% 2/0393657AK74,0833,626,000PRN SOLE 1,857,00001,769,000
GROUP 1 AUTOMOTIVE INCCOM39890510934,760207,112SH SOLE 147,837059,275
GUARDANT HEALTH INCNOTE 11/140131MAB52,3712,935,000PRN SOLE 2,935,00000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA83,2673,117,000PRN SOLE 2,668,0000449,000
HALOZYME THERAPEUTICS INCNOTE 1.250%12/040637HAB54,3762,500,000PRN SOLE 2,500,00000
HANGER INCCOM NEW41043F20817,969980,295SH SOLE 696,4750283,820
HEALTHCARE SVCS GROUP INCCOM42190610819,0611,026,422SH SOLE 733,2530293,169
HEICO CORP NEWCL A42280620833,507264,186SH SOLE 2590263,927
HELMERICH & PAYNE INCCOM4234521013818,902SH SOLE 7,39801,504
HENRY SCHEIN INCCOM8064071024505,161SH SOLE 4,2890872
HERBALIFE NUTRITION LTDNOTE 2.625% 3/142703MAD512,40713,226,000PRN SOLE 10,039,00003,187,000
HERON THERAPEUTICS INCCOM42774610216,7092,921,107SH SOLE 2,072,6420848,465
HOME DEPOT INCCOM43707610212,89743,086SH SOLE 0043,086
HOPE BANCORP INCNOTE 2.000% 5/143940TAB51,4821,500,000PRN SOLE 975,0000525,000
HORACE MANN EDUCATORS CORP NCOM44032710417,911428,197SH SOLE 309,1660119,031
HUBSPOT INCNOTE 0.375% 6/0443573AD22,3941,339,000PRN SOLE 1,339,00000
HUNTINGTON BANCSHARES INCCOM4461501041,648112,713SH SOLE 00112,713
I3 VERTICALS LLCNOTE 1.000% 2/144933TAB21,5971,600,000PRN SOLE 964,0000636,000
IAA INCCOM44925310326,671697,282SH SOLE 498,5100198,772
IAC INTERACTIVECORP NEWCOM NEW44891N2087,77977,572SH SOLE 0077,572
ICON PLCSHSG4705A10029,195120,035SH SOLE 67,134052,901
IDACORP INCCOM45110710656,024485,642SH SOLE 346,8150138,827
II-VI INCNOTE 0.250% 9/0902104AB47,7665,027,000PRN SOLE 5,027,00000
ILLUMINA INCNOTE 8/1452327AK51,4781,344,000PRN SOLE 818,0000526,000
INDEPENDENT BK CORP MASSCOM45383610837,942464,463SH SOLE 331,4760132,987
INFINERA CORPCOM45667G10367277,500SH SOLE 77,50000
INFINERA CORPNOTE 2.125% 9/045667GAC74,0813,630,000PRN SOLE 3,031,0000599,000
INGEVITY CORPCOM45688C10736,247565,748SH SOLE 408,0260157,722
INNOVIVA INCNOTE 2.125% 1/188338TAB04,5484,084,000PRN SOLE 2,842,00001,242,000
INSIGHT ENTERPRISES INCNOTE 0.750% 2/145765UAB93,2232,000,000PRN SOLE 2,000,00000
INSMED INCNOTE 0.750% 6/0457669AB52,0172,075,000PRN SOLE 2,075,00000
INSULET CORPNOTE 0.375% 9/045784PAK77,2745,472,000PRN SOLE 5,472,00000
INTERCONTINENTAL EXCHANGE INCOM45866F10426,225198,495SH SOLE 2330198,262
INTERDIGITAL INCCOM45867G1012874,500SH SOLE 4,50000
INTERDIGITAL INCNOTE 2.000% 6/045867GAB77,1606,958,000PRN SOLE 6,225,0000733,000
INTERNATIONAL BUSINESS MACHSCOM4592001013012,315SH SOLE 002,315
INTUITCOM4612021033,1176,483SH SOLE 006,483
INVESCO EXCHANGE TRADED FD TS&P500 EQL WGT46137V3572551,620SH SOLE 001,620
INVITAE CORPNOTE 2.000% 9/046185LAB93,5424,316,000PRN SOLE 3,258,00001,058,000
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB66,3207,032,000PRN SOLE 4,613,00002,419,000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD02,0922,054,000PRN SOLE 1,241,0000813,000
ISHARES TRCORE S&P MCP ETF4642875073521,312SH SOLE 001,312
ISHARES TRCORE S&P SCP ETF4642878044654,313SH SOLE 004,313
ISHARES TRCORE S&P500 ETF4642872009592,114SH SOLE 002,114
JACOBS ENGR GROUP INCCOM4698141073532,560SH SOLE 002,560
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD310,0399,771,000PRN SOLE 6,901,00002,870,000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF84,7993,932,000PRN SOLE 3,932,00000
JD.COM INCSPON ADR CL A47215P10658510,115SH SOLE 0010,115
JOHNSON & JOHNSONCOM47816010416,50793,141SH SOLE 0093,141
JPMORGAN CHASE & COCOM46625H10024,346178,592SH SOLE 8490177,743
KAMAN CORPNOTE 3.250% 5/0483548AF011,59311,256,000PRN SOLE 8,729,00002,527,000
KBR INCNOTE 2.500%11/048242WAB22,3491,080,000PRN SOLE 1,080,00000
KKR & CO INC6% MCONV PFD C48251W4013,50847,561SH SOLE 47,56100
KKR & CO INCCOM48251W1047,934135,698SH SOLE 00135,698
KKR REAL ESTATE FIN TR INCNOTE 6.125% 5/148251KAB62,6122,524,000PRN SOLE 1,260,00001,264,000
KLA CORPCOM NEW4824801003751,025SH SOLE 1,000025
LCI INDSNOTE 1.125% 5/1501812AB79241,000,000PRN SOLE 1,000,00000
LENDINGTREE INCNOTE 0.625% 6/052603BAA55,2265,259,000PRN SOLE 4,401,0000858,000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF93,6201,908,000PRN SOLE 1,908,00000
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF59,83210,006,000PRN SOLE 6,950,00003,056,000
LILLY ELI & COCOM532457108213745SH SOLE 00745
LITTELFUSE INCCOM53700810459,264237,617SH SOLE 128,7920108,825
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ28,7574,948,000PRN SOLE 4,948,00000
LIVEPERSON INCNOTE 0.750% 3/0538146AB72,9882,996,000PRN SOLE 1,861,00001,135,000
LIVEPERSON INCNOTE 12/1538146AD31,5872,000,000PRN SOLE 2,000,00000
LKQ CORPCOM50188920840,088882,791SH SOLE 585,1940297,597
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB512,7517,702,000PRN SOLE 7,702,00000
LYFT INCCL A COM55087P1042867,450SH SOLE 7,45000
LYFT INCNOTE 1.500% 5/155087PAB04,2583,420,000PRN SOLE 3,420,00000
MANDIANT INCNOTE 1.000% 6/031816QAB71415,000PRN SOLE 0015,000
MANDIANT INCNOTE 1.625% 6/031816QAD33,3433,343,000PRN SOLE 1,467,00001,876,000
MANNKIND CORPCOM NEW56400P7064011,000SH SOLE 11,00000
MANNKIND CORPNOTE 2.500% 3/056400PAQ52,0722,033,000PRN SOLE 2,033,00000
MARRIOTT VACATIONS WORLDWIDENOTE 1.500% 9/157164YAB32,6872,363,000PRN SOLE 1,315,00001,048,000
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD91,6461,500,000PRN SOLE 1,500,00000
MASCO CORPCOM57459910651010,000SH SOLE 0010,000
MATCH GROUP INC NEWCOM57667L10712,363113,689SH SOLE 2,7000110,989
MATTHEWS INTL CORPCL A57712810116,832520,133SH SOLE 370,1170150,016
MCDONALDS CORPCOM5801351016,10524,687SH SOLE 0024,687
MEDNAX INCCOM58502B10614,387612,749SH SOLE 431,7320181,017
META PLATFORMS INCCL A30303M1024,29219,303SH SOLE 0019,303
MICROCHIP TECHNOLOGY INC.NOTE 0.125%11/1595017AU8399350,000PRN SOLE 350,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF110,9484,981,000PRN SOLE 4,981,00000
MICRON TECHNOLOGY INCCOM5951121032963,800SH SOLE 3,750050
MICROSOFT CORPCOM59491810438,408124,578SH SOLE 5400124,038
MIDDLEBY CORPNOTE 1.000% 9/0596278AB75,5684,044,000PRN SOLE 4,044,00000
MITEK SYS INCCOM NEW60671020020514,000SH SOLE 14,00000
MONDELEZ INTL INCCL A6092071058,582136,703SH SOLE 00136,703
MONGODB INCNOTE 0.250% 1/160937PAD810,2764,740,000PRN SOLE 4,740,00000
MONRO INCCOM61023610110,171229,381SH SOLE 162,910066,471
MSA SAFETY INCCOM55349810614,067106,005SH SOLE 76,439029,566
MUELLER INDS INCCOM62475610236,934681,814SH SOLE 483,3810198,433
NATIONAL INSTRS CORPCOM63651810228,566703,767SH SOLE 507,5600196,207
NCL CORP LTDNOTE 5.375% 8/062886HAX95,7423,957,000PRN SOLE 3,957,00000
NEVRO CORPNOTE 2.750% 4/064157FAC71,6431,534,000PRN SOLE 1,534,00000
NEW MTN FIN CORPCOM64755110010,081727,903SH SOLE 54,8890673,014
NEW MTN FIN CORPNOTE 5.750% 8/1647551AC410,91810,343,000PRN SOLE 6,481,00003,862,000
NEW RELIC INCNOTE 0.500% 5/064829BAB66,7926,750,000PRN SOLE 4,733,00002,017,000
NEXTERA ENERGY INCCOM65339F10112,022141,925SH SOLE 00141,925
NEXTERA ENERGY INCUNIT 99/99/999965339F7703,46866,258SH SOLE 66,25800
NIKE INCCL B6541061034,62134,340SH SOLE 0034,340
NISOURCE INCUNIT 12/01/202365473P1215,53246,200SH SOLE 46,20000
NORTHERN TR CORPCOM6658591041,51413,000SH SOLE 0013,000
NORTHROP GRUMMAN CORPCOM6668071028,86819,830SH SOLE 0019,830
NOVA LTDNOTE 10/166980MAB21,9391,250,000PRN SOLE 1,250,00000
NOVOCURE LTDNOTE 11/067011XAB91,4381,580,000PRN SOLE 1,580,00000
NOVO-NORDISK A SADR6701002059,93789,479SH SOLE 0089,479
NUTANIX INCNOTE 1/167059NAB48,3378,406,000PRN SOLE 5,630,00002,776,000
NUVASIVE INCNOTE 0.375% 3/1670704AJ41,3981,471,000PRN SOLE 1,471,00000
NUVASIVE INCNOTE 1.000% 6/0670704AL98,7668,750,000PRN SOLE 6,535,00002,215,000
NVIDIA CORPORATIONCOM67066G1042,97410,900SH SOLE 0010,900
NXP SEMICONDUCTORS N VCOMN6596X1098554,620SH SOLE 004,620
OAK STR HEALTH INCNOTE 3/167181AAB31,9392,428,000PRN SOLE 2,428,00000
OIL STS INTL INCCOM67802610527,7503,992,822SH SOLE 2,614,76001,378,062
OKTA INCNOTE 0.125% 9/0679295AD77,3266,815,000PRN SOLE 6,815,00000
ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189AP05,8901,940,000PRN SOLE 1,940,00000
ONESPAWORLD HOLDINGS LIMITEDCOMP7368411312,1271,188,873SH SOLE 856,6730332,200
ONTO INNOVATION INCCOM68334410538,395441,881SH SOLE 316,5660125,315
OSI SYSTEMS INCNOTE 1.250% 9/0671044AD78,0928,041,000PRN SOLE 6,025,00002,016,000
OVERSTOCK COM INC DELCOM6903701019,777222,173SH SOLE 157,746064,427
PACIRA BIOSCIENCES INCNOTE 0.750% 8/0695127AF71,8631,500,000PRN SOLE 1,500,00000
PALATIN TECHNOLOGIES INCCOM PAR $ .01696077403919,010SH SOLE 0019,010
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF22,1101,000,000PRN SOLE 1,000,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD715,6516,685,000PRN SOLE 6,685,00000
PARAMOUNT GLOBAL5.75% CONV PFD A92556H3053,46662,409SH SOLE 62,40900
PARATEK PHARMACEUTICALS INCNOTE 4.750% 5/0699374AB02,8163,192,000PRN SOLE 3,192,00000
PARSONS CORP DELNOTE 0.250% 8/170202LAB86,7336,371,000PRN SOLE 6,371,00000
PATRICK INDS INCDBCV 1.000% 2/0703343AB94,3234,318,000PRN SOLE 2,272,00002,046,000
PAYPAL HLDGS INCCOM70450Y1032071,789SH SOLE 75001,039
PDC ENERGY INCCOM69327R10157,902796,675SH SOLE 760,373036,302
PEBBLEBROOK HOTEL TRNOTE 1.750%12/170509VAA82,0691,793,000PRN SOLE 1,793,00000
PEGASYSTEMS INCNOTE 0.750% 3/0705573AB94,3774,650,000PRN SOLE 3,846,0000804,000
PELOTON INTERACTIVE INCNOTE 2/170614WAB62,0932,500,000PRN SOLE 2,500,00000
PENNYMAC CORPNOTE 5.500%11/070932AAD52,7592,777,000PRN SOLE 1,159,00001,618,000
PENSKE AUTOMOTIVE GRP INCCOM70959W1032682,855SH SOLE 2,3720483
PEPSICO INCCOM7134481087,45344,529SH SOLE 0044,529
PERFORMANCE FOOD GROUP COCOM71377A10332,871645,665SH SOLE 461,2980184,367
PHILIP MORRIS INTL INCCOM7181721092,52726,900SH SOLE 0026,900
PING IDENTITY HLDG CORPCOM72341T10338,8051,414,676SH SOLE 1,005,1290409,547
PIONEER NAT RES CONOTE 0.250% 5/1723787AP21,215511,000PRN SOLE 511,00000
PLANTRONICS INC NEWCOM72749310819,081484,292SH SOLE 344,7000139,592
PRA GROUP INCCOM69354N10652011,526SH SOLE 11,52600
PRA GROUP INCNOTE 3.500% 6/069354NAB23,6443,281,000PRN SOLE 1,809,00001,472,000
PRIMO WATER CORPORATIONCOM74167P10826,0611,828,817SH SOLE 1,314,3670514,450
PROCTER AND GAMBLE COCOM7427181091,82511,941SH SOLE 0011,941
PROG HOLDINGS INCCOM NPV74319R10117,225598,710SH SOLE 425,6330173,077
PROS HOLDINGS INCNOTE 1.000% 5/174346YAH64,1854,501,000PRN SOLE 3,474,00001,027,000
PROSPERITY BANCSHARES INCCOM74360610534,461496,703SH SOLE 354,5250142,178
PTC THERAPEUTICS INCNOTE 3.000% 8/169366JAB74,8584,672,000PRN SOLE 3,767,0000905,000
PURE STORAGE INCNOTE 0.125% 4/174624MAB87,8495,607,000PRN SOLE 4,918,0000689,000
Q2 HLDGS INCNOTE 0.750% 6/074736LAD12,8682,872,000PRN SOLE 2,872,00000
QUAKER HOUGHTONCOM74731610724,351140,914SH SOLE 101,487039,427
QUALCOMM INCCOM7475251039,10859,600SH SOLE 350059,250
QUANTA SVCS INCCOM74762E1024723,584SH SOLE 2,9780606
QUIDEL CORPCOM74838J1013373,000SH SOLE 3,00000
QUOTIENT TECHNOLOGY INCNOTE 1.750%12/0749119AB92,3342,388,000PRN SOLE 1,843,0000545,000
RAMBUS INC DELNOTE 1.375% 2/0750917AG16,3303,742,000PRN SOLE 3,389,0000353,000
RAPID7 INCNOTE 0.250% 3/1753422AF12,4922,000,000PRN SOLE 2,000,00000
RAPID7 INCNOTE 2.250% 5/0753422AD63,7001,942,000PRN SOLE 1,942,00000
RAYMOND JAMES FINL INCCOM75473010963,897581,356SH SOLE 272,7710308,585
RAYTHEON TECHNOLOGIES CORPCOM75513E1017497,565SH SOLE 007,565
RBC BEARINGS INC5% CNV PFD SR A75524B2031,99020,000SH SOLE 20,00000
REDFIN CORPNOTE 10/175737FAC21,4872,000,000PRN SOLE 2,000,00000
REDWOOD TRUST INCNOTE 5.625% 7/1758075AD72,9172,917,000PRN SOLE 1,183,00001,734,000
RENASANT CORPCOM75970E10736,5041,091,301SH SOLE 784,5390306,762
REPLIGEN CORPCOM75991610943,496231,250SH SOLE 153,448077,802
REPLIGEN CORPNOTE 0.375% 7/1759916AB53,1541,831,000PRN SOLE 1,831,00000
RESOURCES CONNECTION INCCOM76122Q10523,2021,353,649SH SOLE 976,2490377,400
REVOLVE GROUP INCCL A76156B10713,647254,186SH SOLE 181,612072,574
RHCOM74967X1036031,850SH SOLE 1,85000
RHNOTE 6/174967XAA12,5041,475,000PRN SOLE 1,475,00000
RHNOTE 9/174967XAD52,7511,680,000PRN SOLE 1,680,00000
RIBBON COMMUNICATIONS INCCOM76254410421670,000SH SOLE 70,00000
RITCHIE BROS AUCTIONEERSCOM76774410528,203477,766SH SOLE 341,2150136,551
RLI CORPCOM74960710738,127344,634SH SOLE 202,3850142,249
RLJ LODGING TRCOM74965L10130,5162,167,324SH SOLE 1,522,2500645,074
ROBINHOOD MKTS INCCOM CL A77070010216412,136SH SOLE 0012,136
ROPER TECHNOLOGIES INCCOM77669610619,18140,617SH SOLE 301040,316
ROYAL CARIBBEAN GROUPNOTE 2.875%11/1780153BF84,8143,967,000PRN SOLE 3,967,00000
ROYAL CARIBBEAN GROUPNOTE 4.250% 6/1780153BB72,9152,232,000PRN SOLE 2,232,00000
SAIA INCCOM78709Y10535,029143,667SH SOLE 102,662041,005
SAILPOINT TECHNOLOGIES HLDGSNOTE 0.125% 9/178781PAB15,1562,776,000PRN SOLE 2,776,00000
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607AB64,1633,156,000PRN SOLE 3,156,00000
SEAGEN INCCOM81181C1042882,000SH SOLE 002,000
SEMTECH CORPCOM81685010143,220623,312SH SOLE 449,9780173,334
SERVICE CORP INTLCOM8175651042634,002SH SOLE 3,3260676
SERVICENOW INCNOTE 6/081762PAC62,646642,000PRN SOLE 642,00000
SHARECARE INCCOM CL A81948W1049,2923,762,099SH SOLE 003,762,099
SHERWIN WILLIAMS COCOM8243481065,14020,590SH SOLE 0020,590
SHIFT4 PMTS INCNOTE 12/182452JAB51,6831,604,000PRN SOLE 1,604,00000
SILICON LABORATORIES INCNOTE 0.625% 6/1826919AD45,2273,797,000PRN SOLE 3,797,00000
SNAP INCNOTE 0.750% 8/083304AAB23,8542,197,000PRN SOLE 2,197,00000
SOLAREDGE TECHNOLOGIES INCNOTE 9/183417MAD63,9322,872,000PRN SOLE 2,872,00000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG211,3368,305,000PRN SOLE 8,305,00000
SPDR S&P 500 ETF TRTR UNIT78462F1034521,000SH SOLE 001,000
SPLUNK INCNOTE 0.500% 9/1848637AC85,7865,059,000PRN SOLE 3,379,00001,680,000
SPLUNK INCNOTE 1.125% 9/1848637AD611,7319,774,000PRN SOLE 9,774,00000
SS&C TECHNOLOGIES HLDGS INCCOM78467J1005,59874,621SH SOLE 4,440070,181
SSR MNG INCNOTE 2.500% 4/0784730AB92,7882,000,000PRN SOLE 2,000,00000
STARBUCKS CORPCOM85524410912,789140,585SH SOLE 1,0690139,516
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH84,1924,088,000PRN SOLE 1,819,00002,269,000
STRIDE INCCOM86333M10826,731735,787SH SOLE 524,2450211,542
STRIDE INCNOTE 1.125% 9/086333MAA62,0892,082,000PRN SOLE 2,082,00000
SUNPOWER CORPDBCV 4.000% 1/1867652AL3346300,000PRN SOLE 00300,000
SUPERNUS PHARMACEUTICALSNOTE 0.625% 4/0868459AD01,3311,338,000PRN SOLE 1,100,0000238,000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B1036135,000SH SOLE 35,00000
SYNEOS HEALTH INCCL A87166B10257,902715,287SH SOLE 505,8020209,485
TAYLOR MORRISON HOME CORPCOM87724P10625,344931,084SH SOLE 667,5900263,494
TECHTARGET INCNOTE 0.125%12/187874RAB62,9282,240,000PRN SOLE 2,240,00000
TELEDYNE TECHNOLOGIES INCCOM87936010510,69222,622SH SOLE 744021,878
TERADYNE INCNOTE 1.250%12/1880770AG74,1341,105,000PRN SOLE 1,105,00000
TEXAS INSTRS INCCOM8825081045,30528,911SH SOLE 0028,911
TEXAS ROADHOUSE INCCOM88268110924,340290,694SH SOLE 208,661082,033
THE AARONS COMPANY INCCOM00258W10819,146953,486SH SOLE 673,1510280,335
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA01,2541,308,000PRN SOLE 1,000,0000308,000
THERMO FISHER SCIENTIFIC INCCOM8835561026,35710,762SH SOLE 0010,762
TRANSDIGM GROUP INCCOM8936411001,1081,700SH SOLE 001,700
TRUPANION INCCOM89820210616,854189,114SH SOLE 134,154054,960
TWITTER INCNOTE 0.250% 6/190184LAF99,3459,138,000PRN SOLE 7,980,00001,158,000
UNION PAC CORPCOM90781810814,07051,499SH SOLE 0051,499
UNISYS CORPCOM NEW90921430639,8881,845,819SH SOLE 1,310,4180535,401
UNITED STATES STL CORPNOTE 5.000%11/0912909AT52,192750,000PRN SOLE 750,00000
VAIL RESORTS INCNOTE 1/091879QAN91,9402,000,000PRN SOLE 2,000,00000
VAREX IMAGING CORPNOTE 4.000% 6/092214XAB22,5722,040,000PRN SOLE 2,040,00000
VERIZON COMMUNICATIONS INCCOM92343V1045,833114,505SH SOLE 00114,505
VERRA MOBILITY CORPCOM92511U10228,5081,751,108SH SOLE 1,244,8310506,277
VERTEX INCCL A92538J10611,966780,038SH SOLE 555,9180224,120
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB12,3491,800,000PRN SOLE 1,800,00000
VIAVI SOLUTIONS INCNOTE 1.750% 6/0925550AE52,5052,000,000PRN SOLE 2,000,00000
VIMEO INCCOMMON STOCK92719V1002,069174,160SH SOLE 00174,160
VISA INCCOM CL A92826C83921,25195,824SH SOLE 333095,491
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP31,0071,000,000PRN SOLE 1,000,00000
VISTRA CORPCOM92840M10248420,826SH SOLE 20,82600
VONTIER CORPORATIONCOM9288811012509,848SH SOLE 8,18201,666
WELLS FARGO CO NEWPERP PFD CNV A94974680415,99512,234SH SOLE 6,13706,097
WESTAMERICA BANCORPORATIONCOM95709010328,912477,892SH SOLE 344,6910133,201
WESTERN ALLIANCE BANCORPCOM95763810930,626369,792SH SOLE 248,6310121,161
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP07,5297,793,000PRN SOLE 5,503,00002,290,000
WILEY JOHN & SONS INCCL A96822320649,142926,678SH SOLE 668,1690258,509
WINNEBAGO INDS INCNOTE 1.500% 4/0974637AB63,8513,521,000PRN SOLE 3,521,00000
WIX COM LTDNOTE 7/092940WAB52,4352,350,000PRN SOLE 1,605,0000745,000
WIX COM LTDNOTE 8/192940WAD1434500,000PRN SOLE 500,00000
WIX COM LTDSHSM980681052092,000SH SOLE 2,00000
WOODWARD INCCOM98074510322,331178,776SH SOLE 126,893051,883
WORKDAY INCNOTE 0.250%10/098138HAF89,3215,673,000PRN SOLE 5,673,00000
WSFS FINL CORPCOM92932810238,685829,799SH SOLE 592,5610237,238
YELP INCCL A98581710538511,300SH SOLE 11,30000
YORK WTR COCOM9871841082074,600SH SOLE 004,600
ZEBRA TECHNOLOGIES CORPORATICL A98920710525,19160,892SH SOLE 489060,403
ZENDESK INCNOTE 0.625% 6/198936JAD310,8548,581,000PRN SOLE 8,581,00000
ZILLOW GROUP INCNOTE 1.375% 9/098954MAG61,089820,000PRN SOLE 820,00000
ZILLOW GROUP INCNOTE 2.750% 5/198954MAH43,1152,742,000PRN SOLE 2,742,00000
ZOETIS INCCL A98978V10311,00158,333SH SOLE 335057,998
ZSCALER INCNOTE 0.125% 7/098980GAB85,2913,090,000PRN SOLE 3,090,00000
ZYNGA INCNOTE 0.250% 6/098986TAB43,0492,501,000PRN SOLE 2,501,00000