# EDGAR Filing Document

**Accession Number:** 0001009006
**File Stem:** 0001085146-23-001179
**Filing Date:** 2023-2
**Character Count:** 48274
**Document Hash:** f8e27b45b3e5ac093570922bd20a2f60
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001085146-23-001179.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001085146-23-001179

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PALISADE CAPITAL MANAGEMENT LLC/NJ
- **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:** 23623107

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** PALISADE CAPITAL MANAGEMENT LLC/NJ<br>**Address:** 1 BRIDGE PLAZA NORTH<br>SUITE 1095<br>FORT LEE, NJ 07024

**Form 13F File Number:** 028-05320

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Dennison Veru<br>**Title:** Managing Member<br>**Phone:** 201-585-5445

**Signature, Place, and Date of Signing:**

/s/ Dennison Veru  Fort Lee, NJ  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 398

**Form 13F Information Table Value Total:** $3723449292

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 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 |
| CANOO INC | COM CL A | 13803R102 | BBG00NBK0H68 | 49200 | 40000 | SH |  | SOLE |  | 0 | 0 | 40000 |
| 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 |
| EYENOVIA INC | COM | 30234E104 | BBG00JKZRD73 | 513497 | 315029 | SH |  | SOLE |  | 0 | 0 | 315029 |
| EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 |  | 444400 | 500000 | PRN |  | SOLE |  | 500000 | 0 | 0 |
| F 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 |
| FORIAN INC | COM | 34630N106 | BBG00Y9CR7W9 | 218400 | 80000 | SH |  | SOLE |  | 0 | 0 | 80000 |
| 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 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 MCP ETF | 464287507 | BBG001SFC7V0 | 379358 | 1568 | SH |  | SOLE |  | 0 | 0 | 1568 |
| ISHARES TR | CORE S SCP ETF | 464287804 | BBG001SFC7W9 | 406987 | 4300 | SH |  | SOLE |  | 0 | 0 | 4300 |
| ISHARES TR | CORE S 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 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 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 |

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