Managing Member

0001085146-18-002675.txt : 20181114 0001085146-18-002675.hdr.sgml : 20181114 20181114095817 ACCESSION NUMBER: 0001085146-18-002675 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181114 DATE AS OF CHANGE: 20181114 EFFECTIVENESS DATE: 20181114 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: 181180923 BUSINESS ADDRESS: STREET 1: ONE BRIDGE PLAZA STREET 2: SUITE 695 CITY: FORT LEE STATE: NJ ZIP: 07024 BUSINESS PHONE: 2015857733 MAIL ADDRESS: STREET 1: 1 BRIDGE PLAZA STREET 2: SUITE 695 CITY: FORT LEE STATE: NJ ZIP: 07024 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001009006 XXXXXXXX 09-30-2018 09-30-2018 false PALISADE CAPITAL MANAGEMENT LLC/NJ

1 BRIDGE PLAZA SUITE 695 FORT LEE NJ 07024

13F HOLDINGS REPORT 028-05320 N Dennison Veru Managing Member 201-585-5445 /s/ Dennison Veru Fort Lee NJ 11-07-2018 0 461 3619055 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AARONS INC COM PAR $0.50 002535300 29772 546670 SH SOLE 545880 0 790 ABBOTT LABS COM 002824100 209 2850 SH SOLE 0 0 2850 ABBVIE INC COM 00287Y109 2807 29675 SH SOLE 0 0 29675 ACADIA HEALTHCARE COMPANY IN COM 00404A109 23384 664316 SH SOLE 663355 0 961 ACETO CORP NOTE 2.000%11/0 004446ad2 750 1000000 PRN SOLE 1000000 0 0 ACI WORLDWIDE INC COM 004498101 41390 1470855 SH SOLE 1468733 0 2122 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1000 1173000 PRN SOLE 1173000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 847 10180 SH SOLE 0 0 10180 ADOBE SYS INC COM 00724F101 999 3700 SH SOLE 0 0 3700 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5436 1400000 PRN SOLE 1400000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3395 2380000 PRN SOLE 2380000 0 0 AETNA INC NEW COM 00817Y108 6573 32404 SH SOLE 20000 0 12404 AFFILIATED MANAGERS GROUP COM 008252108 414 3027 SH SOLE 2760 0 267 AFLAC INC COM 001055102 508 10800 SH SOLE 0 0 10800 AGILENT TECHNOLOGIES INC COM 00846U101 212 3000 SH SOLE 3000 0 0 AIR PRODS & CHEMS INC COM 009158106 672 4020 SH SOLE 0 0 4020 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 9187 9247000 PRN SOLE 6887000 0 2360000 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 4566 4250000 PRN SOLE 4250000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 937 5685 SH SOLE 0 0 5685 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 5861 2700000 PRN SOLE 2700000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 2055 22691 SH SOLE 12276 0 10415 ALLERGAN PLC SHS G0177J108 1694 8892 SH SOLE 3400 0 5492 ALLETE INC COM NEW 018522300 2100 28000 SH SOLE 0 0 28000 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 11172 10594000 PRN SOLE 9488000 0 1106000 ALPHABET INC CAP STK CL C 02079K107 10843 9085 SH SOLE 960 0 8125 ALPHABET INC CAP STK CL A 02079K305 1381 1144 SH SOLE 15 0 1129 ALTABA INC COM 021346101 15595 228929 SH SOLE 228929 0 0 ALTRIA GROUP INC COM 02209S103 6858 113705 SH SOLE 0 0 113705 AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 3133 3000000 PRN SOLE 3000000 0 0 AMAZON COM INC COM 023135106 7413 3701 SH SOLE 150 0 3551 AMERICAN AIRLS GROUP INC COM 02376R102 899 21750 SH SOLE 21750 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 884 24987 SH SOLE 0 0 24987 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 2520 2495000 PRN SOLE 2100000 0 395000 AMERICAN TOWER CORP NEW COM 03027X100 245 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071h100 21010 339140 SH SOLE 338578 0 562 AMETEK INC NEW COM 031100100 11770 148763 SH SOLE 21129 0 127634 AMPHENOL CORP NEW CL A 032095101 26049 277055 SH SOLE 18491 0 258564 ANADARKO PETE CORP COM 032511107 282 4180 SH SOLE 0 0 4180 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1862 1758000 PRN SOLE 1440000 0 318000 ANTHEM INC NOTE 2.750%10/1 94973vbg1 3401 900000 PRN SOLE 900000 0 0 APPLE INC COM 037833100 41282 182876 SH SOLE 6769 0 176107 APPLIED INDL TECHNOLOGIES IN COM 03820C105 41607 531722 SH SOLE 530953 0 769 APPLIED MATLS INC COM 038222105 3384 87549 SH SOLE 13770 0 73779 APTIV PLC SHS G6095L109 289 3440 SH SOLE 0 0 3440 ARCONIC INC COM 03965L100 275 12500 SH SOLE 12500 0 0 ARES CAP CORP COM 04010L103 3564 207345 SH SOLE 0 0 207345 ARES CAP CORP NOTE 4.375% 1/1 04010lam5 6345 6317000 PRN SOLE 5099000 0 1218000 ASSURANT INC 6.50% CONV PFD D 04621x207 2649 23000 SH SOLE 23000 0 0 AT&T INC COM 00206R102 3519 104797 SH SOLE 0 0 104797 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2311 2000000 PRN SOLE 2000000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 1811 1500000 PRN SOLE 1500000 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 119 27000 SH SOLE 27000 0 0 B & G FOODS INC NEW COM 05508R106 2203 80250 SH SOLE 0 0 80250 BANK AMER CORP COM 060505104 862 29250 SH SOLE 22150 0 7100 BANK AMER CORP 7.25%CNV PFD L 060505682 16433 12714 SH SOLE 6308 0 6406 BARNES GROUP INC COM 067806109 34632 487570 SH SOLE 486866 0 704 BECTON DICKINSON & CO COM 075887109 15961 61153 SH SOLE 6709 0 54444 BECTON DICKINSON & CO PFD SHS CONV A 075887208 12684 193500 SH SOLE 193500 0 0 BELDEN INC COM 077454106 10025 140393 SH SOLE 140185 0 208 BERKSHIRE HATHAWAY INC DEL CL A 084670108 3840 12 SH SOLE 0 0 12 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6788 31705 SH SOLE 100 0 31605 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 4256 4107000 PRN SOLE 3718000 0 389000 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3873 3239000 PRN SOLE 3239000 0 0 BIOTELEMETRY INC COM 090672106 19177 297551 SH SOLE 297116 0 435 BLACK KNIGHT INC COM 09215C105 3106 59779 SH SOLE 158 0 59621 BLACKBAUD INC COM 09227Q100 19038 187602 SH SOLE 187331 0 271 BLACKLINE INC COM 09239B109 13848 245232 SH SOLE 244877 0 355 BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1500 1500000 PRN SOLE 1500000 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 512 13435 SH SOLE 0 0 13435 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3381 3375000 PRN SOLE 3375000 0 0 BRUKER CORP COM 116794108 24148 721921 SH SOLE 720882 0 1039 BUCKLE INC COM 118440106 15997 694017 SH SOLE 693018 0 999 BURLINGTON STORES INC COM 122017106 13418 82358 SH SOLE 82238 0 120 CABOT OIL & GAS CORP COM 127097103 210 9335 SH SOLE 0 0 9335 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 8178 5000000 PRN SOLE 5000000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 8420 7986000 PRN SOLE 7003000 0 983000 CANOPY GROWTH CORP COM 138035100 1459 30000 SH Call SOLE 30000 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3672 3782000 PRN SOLE 3319000 0 463000 CARRIZO OIL & GAS INC COM 144577103 16584 658115 SH SOLE 657179 0 936 CBS CORP NEW CL B 124857202 8457 147214 SH SOLE 0 0 147214 CELGENE CORP COM 151020104 665 7430 SH SOLE 5000 0 2430 CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 16182 15977000 PRN SOLE 13068000 0 2909000 CENTENE CORP DEL COM 15135B101 19646 135698 SH SOLE 15308 0 120390 CENTERPOINT ENERGY INC COM 15189T107 1035 37450 SH SOLE 0 0 37450 CHEESECAKE FACTORY INC COM 163072101 11635 217322 SH SOLE 217009 0 313 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1706 2120000 PRN SOLE 2120000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 78 78000 PRN SOLE 7000 0 71000 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 5437 5517000 PRN SOLE 5517000 0 0 CHEVRON CORP NEW COM 166764100 8968 73340 SH SOLE 0 0 73340 CITIGROUP INC COM NEW 172967424 887 12370 SH SOLE 0 0 12370 CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 4075 2650000 PRN SOLE 2650000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 8228 5000000 PRN SOLE 5000000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 1170 1250000 PRN SOLE 1250000 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 257 330000 PRN SOLE 330000 0 0 COLONY CAP INC NEW CL A COM 19626G108 1893 310785 SH SOLE 11000 0 299785 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5530 5000000 PRN SOLE 5000000 0 0 COMCAST CORP NEW CL A 20030N101 1553 43850 SH SOLE 0 0 43850 COMMERCIAL METALS CO COM 201723103 14406 702063 SH SOLE 701057 0 1006 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 278 15300 SH SOLE 0 0 15300 COMPASS MINERALS INTL INC COM 20451N101 17899 266355 SH SOLE 265971 0 384 CONOCOPHILLIPS COM 20825C104 1395 18025 SH SOLE 0 0 18025 CONSOLIDATED EDISON INC COM 209115104 573 7526 SH SOLE 0 0 7526 CONSTELLATION BRANDS INC CL A 21036P108 13771 63867 SH SOLE 7983 0 55884 CORELOGIC INC COM 21871D103 25683 519788 SH SOLE 519044 0 744 CORESITE RLTY CORP COM 21870Q105 15177 136554 SH SOLE 136358 0 196 CORNERSTONE ONDEMAND INC COM 21925Y103 33714 594074 SH SOLE 593223 0 851 COTT CORP QUE COM 22163N106 10923 676368 SH SOLE 627695 0 48673 COUSINS PPTYS INC COM 222795106 29640 3334048 SH SOLE 3329216 0 4832 CRACKER BARREL OLD CTRY STOR COM 22410J106 11634 79072 SH SOLE 78961 0 111 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 246 5550 SH SOLE 5550 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3355 3100 SH SOLE 3100 0 0 CSG SYS INTL INC COM 126349109 12452 310214 SH SOLE 309760 0 454 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 2115 2000000 PRN SOLE 2000000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3705 3768000 PRN SOLE 2657000 0 1111000 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1558 1500000 PRN SOLE 1500000 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3842 3920000 PRN SOLE 3500000 0 420000 CULLEN FROST BANKERS INC COM 229899109 37672 360700 SH SOLE 263684 0 97016 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 3146 2492000 PRN SOLE 2492000 0 0 DANAHER CORP DEL COM 235851102 23169 213227 SH SOLE 16842 0 196385 DECKERS OUTDOOR CORP COM 243537107 21993 185466 SH SOLE 185198 0 268 DERMIRA INC NOTE 3.000% 5/1 24983lab0 5944 7142000 PRN SOLE 7142000 0 0 DEVON ENERGY CORP NEW COM 25179M103 798 19990 SH SOLE 0 0 19990 DEXCOM INC NOTE 0.750% 5/1 252131af4 3833 2500000 PRN SOLE 2500000 0 0 DIPLOMAT PHARMACY INC COM 25456K101 12231 630117 SH SOLE 629216 0 901 DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 10297 10800000 PRN SOLE 10800000 0 0 DISNEY WALT CO COM DISNEY 254687106 14283 122137 SH SOLE 6729 0 115408 DOMINION ENERGY INC COM 25746U109 251 3565 SH SOLE 0 0 3565 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 948 20000 SH SOLE 20000 0 0 DOWDUPONT INC COM 26078J100 5097 79262 SH SOLE 2000 0 77262 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 6730 6080000 PRN SOLE 6080000 0 0 EASTGROUP PPTY INC COM 277276101 17501 183024 SH SOLE 182757 0 267 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8245 7839000 PRN SOLE 6549000 0 1290000 ELECTRONIC ARTS INC COM 285512109 1301 10800 SH SOLE 0 0 10800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8901 8923000 PRN SOLE 7206000 0 1717000 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6562 6550000 PRN SOLE 6550000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 5067 5434000 PRN SOLE 4423000 0 1011000 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1503 1500000 PRN SOLE 1500000 0 0 ENDOLOGIX INC COM 29266s106 3033 1587792 SH SOLE 1585504 0 2288 ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2761 2846000 PRN SOLE 1959000 0 887000 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 3983 4000000 PRN SOLE 4000000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 2479 86296 SH SOLE 0 0 86296 ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2788 2522000 PRN SOLE 1788000 0 734000 EPR PPTYS CONV PFD 9% SR E 26884U307 2974 83400 SH SOLE 0 0 83400 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 2884 2125000 PRN SOLE 2125000 0 0 EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 10956 8850000 PRN SOLE 8850000 0 0 EXPEDIA GROUP INC COM NEW 30212P303 868 6656 SH SOLE 6656 0 0 EXXON MOBIL CORP COM 30231G102 2983 35085 SH SOLE 0 0 35085 EZCORP INC NOTE 2.125% 6/1 302301ab2 7149 7223000 PRN SOLE 6069000 0 1154000 EZCORP INC NOTE 2.875% 7/0 302301af3 2111 1700000 PRN SOLE 1700000 0 0 FACEBOOK INC CL A 30303M102 4835 29400 SH SOLE 0 0 29400 FCB FINL HLDGS INC CL A 30255G103 493 10400 SH SOLE 0 0 10400 FEDEX CORP COM 31428X106 385 1600 SH SOLE 1600 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4797 121900 SH SOLE 0 0 121900 FINISAR CORP COM NEW 31787A507 343 18000 SH SOLE 18000 0 0 FINISAR CORP NOTE 0.500%12/1 31787aam3 5020 5050000 PRN SOLE 3886000 0 1164000 FINISAR CORP NOTE 0.500%12/1 31787aap6 2064 2250000 PRN SOLE 2250000 0 0 FIREEYE INC COM 31816Q101 306 18000 SH SOLE 18000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 10524 10962000 PRN SOLE 9086000 0 1876000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 1100 1200000 PRN SOLE 1200000 0 0 FIRST TR NASDAQ100 TECH INDE SHS 337345102 1448 18250 SH SOLE 18250 0 0 FISERV INC COM 337738108 6461 78432 SH SOLE 15786 0 62646 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 5393 5300000 PRN SOLE 5300000 0 0 FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3184 3200000 PRN SOLE 3065000 0 135000 FORTIVE CORP COM 34959J108 21203 251821 SH SOLE 21743 0 230078 FORTIVE CORP 5% PFD CNV SER A 34959J207 4835 4500 SH SOLE 4500 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13146 1270115 SH SOLE 1268270 0 1845 FRANCO NEVADA CORP COM 351858105 7245 115827 SH SOLE 6604 0 109223 FULTON FINL CORP PA COM 360271100 24423 1466866 SH SOLE 1464765 0 2101 GENESEE & WYO INC CL A 371559105 61958 680930 SH SOLE 478816 0 202114 G-III APPAREL GROUP LTD COM 36237H101 30118 624979 SH SOLE 624084 0 895 GILEAD SCIENCES INC COM 375558103 636 8235 SH SOLE 0 0 8235 GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2100 2000000 PRN SOLE 2000000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 395 1760 SH SOLE 0 0 1760 GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8903 7450000 PRN SOLE 7450000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 12830 197686 SH SOLE 197387 0 299 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 4021 3750000 PRN SOLE 3750000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2673 53500 SH SOLE 0 0 53500 HEALTHCARE SVCS GRP INC COM 421906108 27749 683136 SH SOLE 682159 0 977 HEICO CORP NEW CL A 422806208 41925 555296 SH SOLE 156 0 555140 HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8513 6528000 PRN SOLE 5176000 0 1352000 HESS CORP DEP PDF SR A 42809H404 3857 48500 SH SOLE 48500 0 0 HMS HLDGS CORP COM 40425J101 44716 1362867 SH SOLE 1360886 0 1981 HOME DEPOT INC COM 437076102 1157 5587 SH SOLE 0 0 5587 HONEYWELL INTL INC COM 438516106 4529 27216 SH SOLE 0 0 27216 HORACE MANN EDUCATORS CORP N COM 440327104 15645 348430 SH SOLE 347935 0 495 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6332 6278000 PRN SOLE 6278000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4320 2620000 PRN SOLE 2620000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 11194 750257 SH SOLE 64150 0 686107 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 8881 9146000 PRN SOLE 7509000 0 1637000 IAC INTERACTIVECORP COM 44919P508 12886 59460 SH SOLE 0 0 59460 IBERIABANK CORP COM 450828108 26327 323626 SH SOLE 323163 0 463 ICON PLC SHS G4705A100 40899 266010 SH SOLE 265624 0 386 IDACORP INC COM 451107106 42457 427861 SH SOLE 427245 0 616 IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 1724 1800000 PRN SOLE 1800000 0 0 II VI INC NOTE 0.250% 9/0 902104ab4 1756 1500000 PRN SOLE 1500000 0 0 ILLINOIS TOOL WKS INC COM 452308109 204 1445 SH SOLE 0 0 1445 ILLUMINA INC NOTE 0.500% 6/1 452327ah2 1893 1250000 PRN SOLE 1250000 0 0 INCYTE CORP COM 45337C102 238 3442 SH SOLE 3442 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 1892 1321000 PRN SOLE 1321000 0 0 INFINERA CORPORATION COM 45667G103 197 27000 SH SOLE 27000 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 2536 2500000 PRN SOLE 2500000 0 0 INGEVITY CORP COM 45688C107 42337 415559 SH SOLE 345133 0 70426 INOGEN INC COM 45780L104 854 3500 SH SOLE 3500 0 0 INPHI CORP NOTE 1.125%12/0 45772fab3 4959 4300000 PRN SOLE 4200000 0 100000 INPHI CORP NOTE 0.750% 9/0 45772fac1 493 500000 PRN SOLE 500000 0 0 INSMED INC NOTE 1.750% 1/1 457669aa7 3575 4200000 PRN SOLE 4200000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4519 3000000 PRN SOLE 3000000 0 0 INTEL CORP COM 458140100 709 15000 SH SOLE 13000 0 2000 INTEL CORP SDCV 3.250% 8/0 458140af7 8136 3544000 PRN SOLE 3544000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 985 975000 PRN SOLE 975000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 11195 149482 SH SOLE 200 0 149282 INTERNATIONAL BUSINESS MACHS COM 459200101 480 3172 SH SOLE 0 0 3172 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 545 10000 SH SOLE 10000 0 0 INTRICON CORP COM 46121H109 6052 107686 SH SOLE 107527 0 159 INTUIT COM 461202103 1663 7313 SH SOLE 100 0 7213 INVACARE CORP NOTE 4.500% 6/0 461203ah4 3177 2802000 PRN SOLE 2802000 0 0 INVESTORS BANCORP INC NEW COM 46146L101 160 13000 SH SOLE 0 0 13000 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1695 1300000 PRN SOLE 1300000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 37080 220000 SH Put SOLE 220000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7474 7093000 PRN SOLE 7093000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2598 2000000 PRN SOLE 2000000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 236 3090 SH SOLE 0 0 3090 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 5342 4981000 PRN SOLE 4981000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145ad3 1016 1000000 PRN SOLE 1000000 0 0 JD COM INC SPON ADR CL A 47215P106 291 11140 SH SOLE 0 0 11140 JETBLUE AIRWAYS CORP COM 477143101 421 21750 SH SOLE 21750 0 0 JOHNSON & JOHNSON COM 478160104 11986 86746 SH SOLE 100 0 86646 JPMORGAN CHASE & CO COM 46625H100 26765 237195 SH SOLE 17407 0 219788 K12 INC COM 48273u102 23511 1328297 SH SOLE 1326392 0 1905 KAMAN CORP NOTE 3.250% 5/0 483548af0 1175 1000000 PRN SOLE 1000000 0 0 KB HOME NOTE 1.375% 2/0 48666kas8 3439 3366000 PRN SOLE 2041000 0 1325000 KEURIG DR PEPPER INC COM 49271V100 856 36937 SH SOLE 0 0 36937 KINDER MORGAN INC DEL PFD SER A 49456B200 971 29093 SH SOLE 29093 0 0 KKR & CO INC CL A 48251W104 3431 125798 SH SOLE 0 0 125798 KNOWLES CORP NOTE 3.250%11/0 49926dab5 2298 2000000 PRN SOLE 2000000 0 0 KRAFT HEINZ CO COM 500754106 3138 56948 SH SOLE 0 0 56948 LAM RESEARCH CORP COM 512807108 1001 6600 SH SOLE 6600 0 0 LAZARD LTD SHS A G54050102 4119 85587 SH SOLE 0 0 85587 LENDINGTREE INC NEW COM 52603B107 253 1100 SH SOLE 1100 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2853 2250000 PRN SOLE 2250000 0 0 LENNAR CORP CL A 526057104 374 8000 SH SOLE 8000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 903 743000 PRN SOLE 743000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229af9 1755 1500000 PRN SOLE 1500000 0 0 LITTELFUSE INC COM 537008104 42958 217079 SH SOLE 163523 0 53556 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034aj8 3448 2190000 PRN SOLE 1749000 0 441000 LKQ CORP COM 501889208 31105 982149 SH SOLE 980733 0 1416 LOCKHEED MARTIN CORP COM 539830109 346 1000 SH SOLE 1000 0 0 LUMENTUM HLDGS INC COM 55024u109 659 11000 SH SOLE 11000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 6657 5545000 PRN SOLE 5545000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 3852 83500 SH SOLE 21500 0 62000 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 6923 6984000 PRN SOLE 4944000 0 2040000 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4667 5175000 PRN SOLE 5175000 0 0 MARTIN MARIETTA MATLS INC COM 573284106 505 2775 SH SOLE 0 0 2775 MASCO CORP COM 574599106 366 10000 SH SOLE 0 0 10000 MCDONALDS CORP COM 580135101 4604 27521 SH SOLE 0 0 27521 MEDICINES CO NOTE 2.500% 1/1 584688ae5 2366 2200000 PRN SOLE 2200000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688ag0 2745 3000000 PRN SOLE 3000000 0 0 MEDNAX INC COM 58502B106 25263 541426 SH SOLE 540648 0 778 MERITOR INC NOTE 3.250%10/1 59001kaf7 2863 3000000 PRN SOLE 3000000 0 0 MGIC INVT CORP WIS COM 552848103 772 58000 SH SOLE 58000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2351 29790 SH SOLE 5903 0 23887 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10476 6916000 PRN SOLE 6916000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 10224 9600000 PRN SOLE 9600000 0 0 MICRON TECHNOLOGY INC COM 595112103 520 11500 SH SOLE 11500 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 6286 1522000 PRN SOLE 1522000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 3501 2257000 PRN SOLE 2257000 0 0 MICROSOFT CORP COM 594918104 4889 42743 SH SOLE 0 0 42743 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 5325 1460000 PRN SOLE 1460000 0 0 MONDELEZ INTL INC CL A 609207105 5186 120708 SH SOLE 0 0 120708 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1372 82034 SH SOLE 0 0 82034 MONRO INC COM 610236101 12493 179495 SH SOLE 179237 0 258 MSA SAFETY INC COM 553498106 12605 118425 SH SOLE 118261 0 164 MUELLER INDS INC COM 624756102 23261 802643 SH SOLE 801489 0 1154 NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359f129 4163 95000 SH SOLE 95000 0 0 NANTHEALTH INC COM 630104107 61 39000 SH SOLE 39000 0 0 NATIONAL INSTRS CORP COM 636518102 9590 198433 SH SOLE 198148 0 285 NAVIENT CORPORATION COM 63938C108 1202 89200 SH SOLE 0 0 89200 NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 17 10000 SH SOLE 0 0 10000 NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934eaq1 3639 3639000 PRN SOLE 3639000 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 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