0001085146-19-000535.txt : 20190212 0001085146-19-000535.hdr.sgml : 20190212 20190211210117 ACCESSION NUMBER: 0001085146-19-000535 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190212 DATE AS OF CHANGE: 20190211 EFFECTIVENESS DATE: 20190212 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: 19587375 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 false false 0001009006 XXXXXXXX 12-31-2018 12-31-2018 false PALISADE CAPITAL MANAGEMENT LLC/NJ

1 BRIDGE PLAZA SUITE 695 FORT LEE NJ 07024

13F HOLDINGS REPORT 028-05320 N Dennison Veru 201-585-5445 /s/ Dennison Veru Fort Lee NJ 02-08-2019 0 445 2728386 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AARONS INC COM PAR $0.50 002535300 19382 460929 SH SOLE 460142 0 787 ABBOTT LABS COM 002824100 213 2948 SH SOLE 98 0 2850 ABBVIE INC COM 00287Y109 2913 31600 SH SOLE 3125 0 28475 ACADIA HEALTHCARE COMPANY IN COM 00404A109 11918 463544 SH SOLE 462748 0 796 ACETO CORP NOTE 2.000%11/0 004446ad2 750 1000000 PRN SOLE 1000000 0 0 ACI WORLDWIDE INC COM 004498101 34382 1242566 SH SOLE 1240457 0 2109 ACTIVISION BLIZZARD INC COM 00507V109 879 18880 SH SOLE 9100 0 9780 ADOBE INC COM 00724F101 1516 6700 SH SOLE 2550 0 4150 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 3718 1530000 PRN SOLE 1530000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 3505 2380000 PRN SOLE 2380000 0 0 AFLAC INC COM 001055102 495 10872 SH SOLE 72 0 10800 AIR PRODS & CHEMS INC COM 009158106 643 4020 SH SOLE 0 0 4020 AK STL CORP NOTE 5.000%11/1 001546ap5 4307 4341000 PRN SOLE 3434000 0 907000 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 8794 8834000 PRN SOLE 6387000 0 2447000 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3221 4000000 PRN SOLE 4000000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 798 5825 SH SOLE 140 0 5685 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4389 2610000 PRN SOLE 2610000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 787 9868 SH SOLE 9281 0 587 ALLERGAN PLC SHS G0177J108 1055 7892 SH SOLE 5000 0 2892 ALLETE INC COM NEW 018522300 762 10000 SH SOLE 0 0 10000 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10107 10447000 PRN SOLE 9233000 0 1214000 ALPHABET INC CAP STK CL C 02079K107 8628 8331 SH SOLE 979 0 7352 ALPHABET INC CAP STK CL A 02079K305 1208 1156 SH SOLE 27 0 1129 ALTABA INC COM 021346101 13264 228929 SH SOLE 228929 0 0 ALTRA INDL MOTION CORP COM 02208R106 962 38261 SH SOLE 20000 0 18261 ALTRIA GROUP INC COM 02209S103 5523 111826 SH SOLE 339 0 111487 AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 2740 3000000 PRN SOLE 3000000 0 0 AMAZON COM INC COM 023135106 9165 6102 SH SOLE 1430 0 4672 AMERICAN AIRLS GROUP INC COM 02376R102 796 24800 SH SOLE 24800 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 600 21478 SH SOLE 0 0 21478 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 496 500000 PRN SOLE 500000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 266 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071h100 16208 285912 SH SOLE 285354 0 558 AMETEK INC NEW COM 031100100 6395 94466 SH SOLE 24524 0 69942 AMPHENOL CORP NEW CL A 032095101 20285 250368 SH SOLE 18028 0 232340 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1833 1809000 PRN SOLE 1440000 0 369000 ANTHEM INC NOTE 2.750%10/1 94973vbg1 2836 782000 PRN SOLE 782000 0 0 APPLE INC COM 037833100 25146 159413 SH SOLE 8075 0 151338 APPLIED INDL TECHNOLOGIES IN COM 03820C105 24460 453459 SH SOLE 452682 0 777 APPLIED MATLS INC COM 038222105 341 10421 SH SOLE 10421 0 0 APTIV PLC SHS G6095L109 210 3414 SH SOLE 49 0 3365 ARCONIC INC COM 03965L100 287 17000 SH SOLE 17000 0 0 ARES CAP CORP COM 04010L103 3184 204345 SH SOLE 0 0 204345 ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908aa2 1681 2400000 PRN SOLE 2400000 0 0 ASSURANT INC 6.50% CONV PFD D 04621x207 2530 25721 SH SOLE 25721 0 0 AT&T INC COM 00206R102 1025 35925 SH SOLE 250 0 35675 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 1945 2000000 PRN SOLE 2000000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 1242 1300000 PRN SOLE 1300000 0 0 ATLASSIAN CORP PLC CL A G06242104 222 2500 SH SOLE 2500 0 0 B & G FOODS INC NEW COM 05508R106 2204 76250 SH SOLE 0 0 76250 BANK AMER CORP COM 060505104 862 35000 SH SOLE 27900 0 7100 BANK AMER CORP 7.25%CNV PFD L 060505682 15501 12361 SH SOLE 5948 0 6413 BARNES GROUP INC COM 067806109 22029 410834 SH SOLE 410135 0 699 BECTON DICKINSON & CO COM 075887109 12804 56825 SH SOLE 7780 0 49045 BECTON DICKINSON & CO PFD SHS CONV A 075887208 9967 172145 SH SOLE 172145 0 0 BELDEN INC COM 077454106 6035 144472 SH SOLE 144225 0 247 BERKSHIRE HATHAWAY INC DEL CL A 084670108 3060 10 SH SOLE 0 0 10 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7140 34970 SH SOLE 1221 0 33749 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3613 3221000 PRN SOLE 3221000 0 0 BIOTELEMETRY INC COM 090672106 13313 222918 SH SOLE 222536 0 382 BLACK KNIGHT INC COM 09215C105 2661 59059 SH SOLE 238 0 58821 BLACKBAUD INC COM 09227Q100 7631 121323 SH SOLE 121116 0 207 BLACKLINE INC COM 09239B109 11286 275597 SH SOLE 275128 0 469 BLACKROCK INC COM 09247X101 262 668 SH SOLE 668 0 0 BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1463 1500000 PRN SOLE 1500000 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 400 13410 SH SOLE 0 0 13410 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 3283 3375000 PRN SOLE 3375000 0 0 BRUKER CORP COM 116794108 18103 608081 SH SOLE 607043 0 1038 BUCKLE INC COM 118440106 11312 584890 SH SOLE 583894 0 996 BURLINGTON STORES INC COM 122017106 11682 71817 SH SOLE 71528 0 289 CABOT OIL & GAS CORP COM 127097103 209 9335 SH SOLE 0 0 9335 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 6566 5290000 PRN SOLE 5290000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 5818 6102000 PRN SOLE 5003000 0 1099000 CARBONITE INC NOTE 2.500% 4/0 141337ab1 2385 2000000 PRN SOLE 2000000 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3044 3244000 PRN SOLE 2702000 0 542000 CARRIZO OIL & GAS INC COM 144577103 7952 704311 SH SOLE 703101 0 1210 CBS CORP NEW CL B 124857202 2493 57015 SH SOLE 0 0 57015 CELGENE CORP COM 151020104 406 6340 SH SOLE 5000 0 1340 CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 10534 10781000 PRN SOLE 7751000 0 3030000 CENTENE CORP DEL COM 15135B101 15929 138152 SH SOLE 23670 0 114482 CENTERPOINT ENERGY INC COM 15189T107 944 33450 SH SOLE 0 0 33450 CHEESECAKE FACTORY INC COM 163072101 7983 183479 SH SOLE 183167 0 312 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1259 1795000 PRN SOLE 1795000 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 4219 5205000 PRN SOLE 5205000 0 0 CHEVRON CORP NEW COM 166764100 4495 41316 SH SOLE 56 0 41260 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 2930 3000000 PRN SOLE 3000000 0 0 CITIGROUP INC COM NEW 172967424 650 12494 SH SOLE 124 0 12370 CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3000 2110000 PRN SOLE 2110000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 5431 4871000 PRN SOLE 4871000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3080 3639000 PRN SOLE 2847000 0 792000 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 233 330000 PRN SOLE 330000 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6007 6619000 PRN SOLE 6119000 0 500000 COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6531 6948000 PRN SOLE 5232000 0 1716000 COLONY CAP INC NEW CL A COM 19626G108 220 47027 SH SOLE 11000 0 36027 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 5002 4877000 PRN SOLE 4877000 0 0 COMCAST CORP NEW CL A 20030N101 1397 41014 SH SOLE 164 0 40850 COMMERCIAL METALS CO COM 201723103 11237 701463 SH SOLE 700260 0 1203 COMPASS MINERALS INTL INC COM 20451N101 9341 224065 SH SOLE 223681 0 384 CONOCOPHILLIPS COM 20825C104 1173 18816 SH SOLE 91 0 18725 CONSOLIDATED EDISON INC COM 209115104 575 7526 SH SOLE 0 0 7526 CONSTELLATION BRANDS INC CL A 21036P108 9028 56136 SH SOLE 9278 0 46858 CORELOGIC INC COM 21871D103 11530 344992 SH SOLE 344401 0 591 CORESITE RLTY CORP COM 21870Q105 10029 114972 SH SOLE 114776 0 196 CORNERSTONE ONDEMAND INC COM 21925Y103 25264 500968 SH SOLE 500112 0 856 COTT CORP QUE COM 22163N106 9328 669136 SH SOLE 639317 0 29819 COUSINS PPTYS INC COM 222795106 22106 2798237 SH SOLE 2793414 0 4823 CRACKER BARREL OLD CTRY STOR COM 22410J106 10736 67158 SH SOLE 67046 0 112 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 2852 2708 SH SOLE 2708 0 0 CSG SYS INTL INC COM 126349109 8420 265017 SH SOLE 264577 0 440 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 2009 2000000 PRN SOLE 2000000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3495 3763000 PRN SOLE 2657000 0 1106000 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1454 1500000 PRN SOLE 1500000 0 0 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3880 4005000 PRN SOLE 3500000 0 505000 CULLEN FROST BANKERS INC COM 229899109 22849 259820 SH SOLE 217904 0 41916 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 2679 2272000 PRN SOLE 2272000 0 0 DANAHER CORP DEL COM 235851102 21911 212476 SH SOLE 19742 0 192734 DECKERS OUTDOOR CORP COM 243537107 20007 156362 SH SOLE 156095 0 267 DERMIRA INC NOTE 3.000% 5/1 24983lab0 4926 6392000 PRN SOLE 6392000 0 0 DEVON ENERGY CORP NEW COM 25179M103 396 17548 SH SOLE 48 0 17500 DEXCOM INC NOTE 0.750% 5/1 252131af4 4827 3567000 PRN SOLE 3567000 0 0 DIPLOMAT PHARMACY INC COM 25456K101 8610 639655 SH SOLE 638556 0 1099 DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7100 8765000 PRN SOLE 8765000 0 0 DISNEY WALT CO COM DISNEY 254687106 8184 74641 SH SOLE 7826 0 66815 DOCUSIGN INC COM 256163106 301 7502 SH SOLE 7502 0 0 DOMINION ENERGY INC COM 25746U109 257 3602 SH SOLE 37 0 3565 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 832 17371 SH SOLE 17371 0 0 DOWDUPONT INC COM 26078J100 1744 32618 SH SOLE 7812 0 24806 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 10588 11400000 PRN SOLE 10167000 0 1233000 EASTGROUP PPTY INC COM 277276101 18589 202646 SH SOLE 202298 0 348 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8533 8808000 PRN SOLE 7374000 0 1434000 ELECTRONIC ARTS INC COM 285512109 941 11930 SH SOLE 1130 0 10800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 8798 9041000 PRN SOLE 7206000 0 1835000 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5717 6265000 PRN SOLE 6265000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 4671 5516000 PRN SOLE 4423000 0 1093000 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 829 1000000 PRN SOLE 1000000 0 0 ENDOLOGIX INC COM 29266s106 955 1334138 SH SOLE 1331855 0 2283 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 2702 4000000 PRN SOLE 4000000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 2122 86296 SH SOLE 0 0 86296 ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2661 2628000 PRN SOLE 1788000 0 840000 EPR PPTYS CONV PFD 9% SR E 26884U307 2718 79400 SH SOLE 0 0 79400 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 1665 1500000 PRN SOLE 1500000 0 0 EXACT SCIENCES CORP DBCV 1.000% 1/1 30063paa3 10491 9581000 PRN SOLE 9581000 0 0 EXPEDIA GROUP INC COM NEW 30212P303 969 8606 SH SOLE 8606 0 0 EXXON MOBIL CORP COM 30231G102 2050 30068 SH SOLE 133 0 29935 EZCORP INC NOTE 2.125% 6/1 302301ab2 7100 7257000 PRN SOLE 6069000 0 1188000 EZCORP INC NOTE 2.875% 7/0 302301af3 1195 1200000 PRN SOLE 1200000 0 0 FACEBOOK INC CL A 30303M102 3683 28093 SH SOLE 293 0 27800 FEDEX CORP COM 31428X106 323 2000 SH SOLE 2000 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3675 116900 SH SOLE 0 0 116900 FINISAR CORP NOTE 0.500%12/1 31787aap6 1190 1250000 PRN SOLE 1250000 0 0 FIREEYE INC COM 31816Q101 178 11000 SH SOLE 11000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 10490 10941000 PRN SOLE 8938000 0 2003000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 1098 1200000 PRN SOLE 1200000 0 0 FIRST TR NASDAQ100 TECH INDE SHS 337345102 2865 42100 SH SOLE 42100 0 0 FISERV INC COM 337738108 4865 66193 SH SOLE 18456 0 47737 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 4154 5050000 PRN SOLE 5050000 0 0 FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3184 3200000 PRN SOLE 3065000 0 135000 FORTIVE CORP COM 34959J108 14549 215028 SH SOLE 23822 0 191206 FORTIVE CORP 5% PFD CNV SER A 34959J207 4941 5433 SH SOLE 5433 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5357 1296989 SH SOLE 1294758 0 2231 FRANCO NEVADA CORP COM 351858105 8072 115036 SH SOLE 7641 0 107395 FULTON FINL CORP PA COM 360271100 19129 1235693 SH SOLE 1233596 0 2097 GENESEE & WYO INC CL A 371559105 43233 584069 SH SOLE 404083 0 179986 G-III APPAREL GROUP LTD COM 36237H101 15618 559985 SH SOLE 559022 0 963 GILEAD SCIENCES INC COM 375558103 228 3650 SH SOLE 0 0 3650 GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2799 3000000 PRN SOLE 3000000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 296 1773 SH SOLE 13 0 1760 GOPRO INC CL A 38268T103 129 30500 SH SOLE 30500 0 0 GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 6883 7010000 PRN SOLE 7010000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 11444 217079 SH SOLE 216686 0 393 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 5683 5880000 PRN SOLE 5880000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2391 53796 SH SOLE 296 0 53500 HEALTHCARE SVCS GRP INC COM 421906108 23099 574895 SH SOLE 573911 0 984 HEICO CORP NEW CL A 422806208 33438 530758 SH SOLE 208 0 530550 HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8830 6387000 PRN SOLE 5176000 0 1211000 HERON THERAPEUTICS INC COM 427746102 7876 303606 SH SOLE 303102 0 504 HESS CORP DEP PDF SR A 42809H404 2250 45350 SH SOLE 45350 0 0 HMS HLDGS CORP COM 40425J101 28540 1014558 SH SOLE 1012820 0 1738 HOME DEPOT INC COM 437076102 1384 8054 SH SOLE 2217 0 5837 HONEYWELL INTL INC COM 438516106 3321 25138 SH SOLE 25 0 25113 HORACE MANN EDUCATORS CORP N COM 440327104 12336 329390 SH SOLE 328825 0 565 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5595 5603000 PRN SOLE 5603000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4200 2920000 PRN SOLE 2920000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2736 229525 SH SOLE 71217 0 158308 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7277 7453000 PRN SOLE 5680000 0 1773000 IAC INTERACTIVECORP COM 44919P508 10591 57860 SH SOLE 0 0 57860 IBERIABANK CORP COM 450828108 17591 273666 SH SOLE 273205 0 461 ICON PLC SHS G4705A100 25935 200719 SH SOLE 200375 0 344 IDACORP INC COM 451107106 33594 360991 SH SOLE 360374 0 617 II VI INC NOTE 0.250% 9/0 902104ab4 1457 1500000 PRN SOLE 1500000 0 0 ILLUMINA INC COM 452327109 1050 3500 SH SOLE 3500 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3435 2615000 PRN SOLE 2615000 0 0 INCYTE CORP COM 45337C102 219 3442 SH SOLE 3442 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 1432 1071000 PRN SOLE 1071000 0 0 INFINERA CORPORATION COM 45667G103 205 51500 SH SOLE 51500 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 2722 3700000 PRN SOLE 3700000 0 0 INGEVITY CORP COM 45688C107 31564 377151 SH SOLE 309433 0 67718 INOGEN INC COM 45780L104 689 5550 SH SOLE 5550 0 0 INPHI CORP NOTE 1.125%12/0 45772fab3 4566 4330000 PRN SOLE 4200000 0 130000 INPHI CORP NOTE 0.750% 9/0 45772fac1 4992 5361000 PRN SOLE 4035000 0 1326000 INSMED INC NOTE 1.750% 1/1 457669aa7 2541 3550000 PRN SOLE 3550000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 1550 1000000 PRN SOLE 1000000 0 0 INTEL CORP COM 458140100 688 14662 SH SOLE 12662 0 2000 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 900 975000 PRN SOLE 975000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 11046 146636 SH SOLE 252 0 146384 INTERNATIONAL BUSINESS MACHS COM 459200101 361 3172 SH SOLE 0 0 3172 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1739 33500 SH SOLE 33500 0 0 INTRICON CORP COM 46121H109 5131 194508 SH SOLE 194174 0 334 INTUIT COM 461202103 932 4735 SH SOLE 1111 0 3624 INVACARE CORP NOTE 4.500% 6/0 461203ah4 1933 2802000 PRN SOLE 2802000 0 0 INVESTORS BANCORP INC NEW COM 46146L101 135 13000 SH SOLE 0 0 13000 ISHARES TR RUSSELL 2000 ETF 464287655 5359 40019 SH SOLE 40019 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 53560 400000 SH Put SOLE 400000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 6319 5871000 PRN SOLE 5871000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 8853 9127000 PRN SOLE 8090000 0 1037000 JD COM INC SPON ADR CL A 47215P106 222 10595 SH SOLE 0 0 10595 JETBLUE AIRWAYS CORP COM 477143101 349 21750 SH SOLE 21750 0 0 JOHNSON & JOHNSON COM 478160104 10942 84791 SH SOLE 1538 0 83253 JPMORGAN CHASE & CO COM 46625H100 22014 225507 SH SOLE 20409 0 205098 K12 INC COM 48273u102 27818 1122133 SH SOLE 1120226 0 1907 KAMAN CORP NOTE 3.250% 5/0 483548af0 1067 1000000 PRN SOLE 1000000 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 406 4250 SH SOLE 4250 0 0 KB HOME NOTE 1.375% 2/0 48666kas8 3405 3415000 PRN SOLE 2041000 0 1374000 KEURIG DR PEPPER INC COM 49271V100 891 34737 SH SOLE 0 0 34737 KKR & CO INC CL A 48251W104 2414 122998 SH SOLE 0 0 122998 KNOWLES CORP NOTE 3.250%11/0 49926dab5 2066 2000000 PRN SOLE 2000000 0 0 KRAFT HEINZ CO COM 500754106 935 21715 SH SOLE 0 0 21715 LAM RESEARCH CORP COM 512807108 899 6600 SH SOLE 6600 0 0 LAZARD LTD SHS A G54050102 2383 64558 SH SOLE 0 0 64558 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 1892 1519000 PRN SOLE 1519000 0 0 LENNAR CORP CL A 526057104 254 6500 SH SOLE 6500 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229af9 1553 1500000 PRN SOLE 1500000 0 0 LITTELFUSE INC COM 537008104 32572 189945 SH SOLE 138408 0 51537 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034aj8 1522 1061000 PRN SOLE 1056000 0 5000 LKQ CORP COM 501889208 19590 825548 SH SOLE 824135 0 1413 LOCKHEED MARTIN CORP COM 539830109 421 1606 SH SOLE 1606 0 0 LUMENTUM HLDGS INC COM 55024u109 546 13000 SH SOLE 13000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5011 5001000 PRN SOLE 5001000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1912 52300 SH SOLE 21500 0 30800 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5947 6003000 PRN SOLE 3872000 0 2131000 MARATHON PETE CORP COM 56585A102 8281 140334 SH SOLE 65 0 140269 MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164yab3 585 667000 PRN SOLE 667000 0 0 MARTIN MARIETTA MATLS INC COM 573284106 391 2275 SH SOLE 0 0 2275 MASCO CORP COM 574599106 292 10000 SH SOLE 0 0 10000 MCDONALDS CORP COM 580135101 4709 26521 SH SOLE 0 0 26521 MEDICINES CO NOTE 2.500% 1/1 584688ae5 1165 1350000 PRN SOLE 1350000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688ag0 2297 3000000 PRN SOLE 3000000 0 0 MEDNAX INC COM 58502B106 18128 549322 SH SOLE 548379 0 943 MERITOR INC NOTE 3.250%10/1 59001kaf7 1771 2000000 PRN SOLE 2000000 0 0 MGIC INVT CORP WIS COM 552848103 607 58000 SH SOLE 58000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 8709 6166000 PRN SOLE 6166000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 9047 9250000 PRN SOLE 9250000 0 0 MICRON TECHNOLOGY INC COM 595112103 587 18500 SH SOLE 18500 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3847 1322000 PRN SOLE 1322000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 2500 2257000 PRN SOLE 2257000 0 0 MICROSOFT CORP COM 594918104 4488 44183 SH SOLE 3153 0 41030 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 3447 1210000 PRN SOLE 1210000 0 0 MONDELEZ INTL INC CL A 609207105 3929 98156 SH SOLE 139 0 98017 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1504 121329 SH SOLE 125 0 121204 MONRO INC COM 610236101 10403 151317 SH SOLE 151059 0 258 MSA SAFETY INC COM 553498106 9544 101240 SH SOLE 101070 0 170 MUELLER INDS INC COM 624756102 15758 674562 SH SOLE 673409 0 1153 NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359f129 2319 130300 SH SOLE 130300 0 0 NANTHEALTH INC COM 630104107 24 45000 SH SOLE 45000 0 0 NATIONAL INSTRS CORP COM 636518102 7616 167819 SH SOLE 167536 0 283 NAVIENT CORPORATION COM 63938C108 671 76200 SH SOLE 0 0 76200 NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 8 10000 SH SOLE 0 0 10000 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934eas7 9294 9285000 PRN SOLE 6965000 0 2320000 NEKTAR THERAPEUTICS COM 640268108 403 12250 SH SOLE 12250 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 1313 1100000 PRN SOLE 1100000 0 0 NEVRO CORP NOTE 1.750% 6/0 64157faa1 5553 5988000 PRN SOLE 5498000 0 490000 NEW MTN FIN CORP COM 647551100 8071 641586 SH SOLE 63200 0 578386 NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 8854 8832000 PRN SOLE 7634000 0 1198000 NEW YORK CMNTY BANCORP INC COM 649445103 188 20000 SH SOLE 20000 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2149 46366 SH SOLE 46366 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1485 1500000 PRN SOLE 1500000 0 0 NEXTERA ENERGY INC COM 65339F101 6781 39013 SH SOLE 33 0 38980 NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 474 8203 SH SOLE 8203 0 0 NIC INC COM 62914b100 8390 672272 SH SOLE 671124 0 1148 NIKE INC CL B 654106103 2474 33375 SH SOLE 2600 0 30775 NORTHERN TR CORP COM 665859104 1170 14000 SH SOLE 0 0 14000 NORTHROP GRUMMAN CORP COM 666807102 2473 10096 SH SOLE 6 0 10090 NOVAVAX INC NOTE 3.750% 2/0 670002ab0 628 1000000 PRN SOLE 1000000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 5200 1253000 PRN SOLE 1253000 0 0 NOVO-NORDISK A S ADR 670100205 4434 96234 SH SOLE 209 0 96025 NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 2186 2329000 PRN SOLE 1856000 0 473000 NUVASIVE INC NOTE 2.250% 3/1 670704ag0 3558 3384000 PRN SOLE 2962000 0 422000 NVIDIA CORP COM 67066G104 579 4340 SH SOLE 4340 0 0 NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 11256 11223000 PRN SOLE 9687000 0 1536000 NXP SEMICONDUCTORS N V COM N6596X109 1053 14370 SH SOLE 9750 0 4620 OASIS PETE INC NEW COM 674215108 260 47000 SH SOLE 47000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215aj7 898 1000000 PRN SOLE 1000000 0 0 OIL STS INTL INC COM 678026105 8313 582132 SH SOLE 581132 0 1000 OLD DOMINION FGHT LINES INC COM 679580100 18522 149987 SH SOLE 137884 0 12103 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 3548 3214000 PRN SOLE 3214000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 1072 1000000 PRN SOLE 1000000 0 0 ORION ENGINEERED CARBONS S A COM L72967109 733 28985 SH SOLE 435 0 28550 OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2320 2500000 PRN SOLE 2500000 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127ad2 2824 2813000 PRN SOLE 2813000 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 13 19010 SH SOLE 0 0 19010 PALO ALTO NETWORKS INC NOTE 7/0 697435ab1 3477 2035000 PRN SOLE 2035000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354ab3 3904 4103000 PRN SOLE 2877000 0 1226000 PAYLOCITY HLDG CORP COM 70438V106 9689 160914 SH SOLE 160639 0 275 PAYPAL HLDGS INC COM 70450Y103 886 10539 SH SOLE 9539 0 1000 PDC ENERGY INC COM 69327R101 253 8500 SH SOLE 8500 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 2331 2626000 PRN SOLE 2626000 0 0 PEPSICO INC COM 713448108 638 5776 SH SOLE 2346 0 3430 PERFORMANCE FOOD GROUP CO COM 71377A103 15712 486899 SH SOLE 486066 0 833 PFIZER INC COM 717081103 948 21712 SH SOLE 768 0 20944 PHILIP MORRIS INTL INC COM 718172109 3441 51544 SH SOLE 33 0 51511 PIVOTAL SOFTWARE INC COM CL A 72582H107 302 18500 SH SOLE 18500 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 357 34600 SH SOLE 0 0 34600 POLYONE CORP COM 73179P106 20352 711607 SH SOLE 710386 0 1221 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 8626 9339000 PRN SOLE 7808000 0 1531000 PRA GROUP INC NOTE 3.500% 6/0 69354nab2 3214 3775000 PRN SOLE 3775000 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 10659 345168 SH SOLE 344542 0 626 PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 5645 4197000 PRN SOLE 4197000 0 0 PROCTER AND GAMBLE CO COM 742718109 1089 11847 SH SOLE 224 0 11623 PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 3813 3522000 PRN SOLE 3100000 0 422000 PROSPERITY BANCSHARES INC COM 743606105 19191 308040 SH SOLE 307514 0 526 PUBLIC SVC ENTERPRISE GROUP COM 744573106 203 3901 SH SOLE 51 0 3850 PVH CORP COM 693656100 613 6598 SH SOLE 6213 0 385 QUAKER CHEM CORP COM 747316107 29250 164593 SH SOLE 130519 0 34074 QUALCOMM INC COM 747525103 3605 63351 SH SOLE 7501 0 55850 RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 4648 6000000 PRN SOLE 6000000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917ag1 3304 3811000 PRN SOLE 3811000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 29130 391486 SH SOLE 273391 0 118095 RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 2289 27841 SH SOLE 27841 0 0 RAYTHEON CO COM NEW 755111507 2191 14285 SH SOLE 2280 0 12005 REALPAGE INC COM 75606N109 22485 466599 SH SOLE 414210 0 52389 REALPAGE INC NOTE 1.500%11/1 75606nab5 3305 2556000 PRN SOLE 2556000 0 0 REDFIN CORP NOTE 1.750% 7/1 75737faa6 2844 3420000 PRN SOLE 3420000 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1843 2000000 PRN SOLE 2000000 0 0 RENASANT CORP COM 75970E107 24003 795323 SH SOLE 793943 0 1380 REPLIGEN CORP COM 759916109 25194 477694 SH SOLE 476876 0 818 RESOURCES CONNECTION INC COM 76122q105 14199 999895 SH SOLE 998179 0 1716 RESTORATION HARDWARE HLDGS I DBCV 7/1 761283ac4 1015 871000 PRN SOLE 871000 0 0 RETROPHIN INC COM 761299106 243 10752 SH SOLE 10752 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299ab2 1524 1700000 PRN SOLE 1700000 0 0 RH COM 74967X103 804 6707 SH SOLE 6707 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 16670 509471 SH SOLE 508613 0 858 RLI CORP COM 749607107 20238 293344 SH SOLE 244137 0 49207 RLJ LODGING TR COM 74965L101 15802 963543 SH SOLE 961881 0 1662 ROCKWELL AUTOMATION INC COM 773903109 213 1416 SH SOLE 1416 0 0 ROPER TECHNOLOGIES INC COM 776696106 5262 19744 SH SOLE 6691 0 13053 ROVI CORP NOTE 0.500% 3/0 779376ad4 6052 6354000 PRN SOLE 4901000 0 1453000 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3466 59478 SH SOLE 15 0 59463 ROYAL GOLD INC NOTE 2.875% 6/1 780287aa6 1725 1723000 PRN SOLE 1012000 0 711000 RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 5481 5505000 PRN SOLE 4097000 0 1408000 RUDOLPH TECHNOLOGIES INC COM 781270103 8364 408610 SH SOLE 407912 0 698 SAREPTA THERAPEUTICS INC COM 803607100 1041 9537 SH SOLE 9537 0 0 SCHEIN HENRY INC COM 806407102 975 12422 SH SOLE 435 0 11987 SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 234 250000 PRN SOLE 0 0 250000 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 4578 5144000 PRN SOLE 4120000 0 1024000 SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 7326 8641000 PRN SOLE 8641000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 347 9000 SH SOLE 9000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 258 4503 SH SOLE 4503 0 0 SEMPRA ENERGY 6% PFD CONV A 816851406 1006 10440 SH SOLE 10440 0 0 SEMTECH CORP COM 816850101 22752 496009 SH SOLE 495160 0 849 SENSIENT TECHNOLOGIES CORP COM 81725T100 9011 161338 SH SOLE 161068 0 270 SERVICENOW INC NOTE 6/0 81762pac6 6650 4737000 PRN SOLE 4737000 0 0 SHERWIN WILLIAMS CO COM 824348106 4499 11435 SH SOLE 0 0 11435 SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 2806 3000000 PRN SOLE 3000000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 994 940000 PRN SOLE 940000 0 0 SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 7340 7344000 PRN SOLE 5814000 0 1530000 SINA CORP ORD G81477104 416 7750 SH SOLE 7750 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 235 3500 SH SOLE 3500 0 0 SLM CORP COM 78442P106 675 81200 SH SOLE 0 0 81200 SM ENERGY CO COM 78454L100 12636 816307 SH SOLE 814934 0 1373 SM ENERGY CO NOTE 1.500% 7/0 78454lam2 2633 2827000 PRN SOLE 2186000 0 641000 SOUTHWEST AIRLS CO COM 844741108 873 18782 SH SOLE 18782 0 0 SPARTANNASH CO COM 847215100 12349 718785 SH SOLE 717552 0 1233 SPDR S&P 500 ETF TR TR UNIT 78462F103 2312 9250 SH SOLE 8250 0 1000 SPDR SERIES TRUST S&P BK ETF 78464A797 373 10000 SH SOLE 10000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860waa0 233 234000 PRN SOLE 0 0 234000 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 20150 446682 SH SOLE 389816 0 56866 STANDARD MTR PRODS INC COM 853666105 10975 226623 SH SOLE 226242 0 381 STARBUCKS CORP COM 855244109 272 4218 SH SOLE 663 0 3555 STREAMLINE HEALTH SOLUTIONS COM 86323X106 27 33136 SH SOLE 0 0 33136 SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1436 1800000 PRN SOLE 1500000 0 300000 SVB FINL GROUP COM 78486Q101 418 2200 SH SOLE 2200 0 0 SYNAPTICS INC COM 87157D109 633 17000 SH SOLE 17000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 1785 2040000 PRN SOLE 2040000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 160 26000 SH SOLE 26000 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 2878 2982000 PRN SOLE 2178000 0 804000 SYNEOS HEALTH INC CL A 87166B102 22860 580929 SH SOLE 579934 0 995 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 437 11829 SH SOLE 11829 0 0 TEAM INC NOTE 5.000% 8/0 878155ae0 1377 1380000 PRN SOLE 1380000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918aab1 3435 2500000 PRN SOLE 2500000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 26758 129222 SH SOLE 128997 0 225 TERADYNE INC NOTE 1.250%12/1 880770ag7 3238 2720000 PRN SOLE 2720000 0 0 TESARO INC NOTE 3.000%10/0 881569aa5 730 335000 PRN SOLE 335000 0 0 TESLA INC NOTE 1.250% 3/0 88160rac5 3713 3300000 PRN SOLE 3300000 0 0 TESLA INC NOTE 2.375% 3/1 88160rad3 3685 3033000 PRN SOLE 3033000 0 0 TEXAS INSTRS INC COM 882508104 3319 35121 SH SOLE 5896 0 29225 TEXAS ROADHOUSE INC COM 882681109 14946 250350 SH SOLE 249925 0 425 THERMO FISHER SCIENTIFIC INC COM 883556102 884 3950 SH SOLE 0 0 3950 THOR INDS INC COM 885160101 341 6550 SH SOLE 6550 0 0 TITAN MACHY INC NOTE 3.750% 5/0 88830rab7 3654 3710000 PRN SOLE 2771000 0 939000 TIVO CORP COM 88870P106 235 25000 SH SOLE 25000 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265kad4 986 1000000 PRN SOLE 1000000 0 0 TRANSDIGM GROUP INC COM 893641100 340 1000 SH SOLE 0 0 1000 TRANSOCEAN INC DEB 0.500% 1/3 893830bj7 2523 2649000 PRN SOLE 2649000 0 0 TRUPANION INC COM 898202106 5204 204416 SH SOLE 204065 0 351 TTM TECHNOLOGIES INC COM 87305R109 302 31000 SH SOLE 31000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 2320 2000000 PRN SOLE 2000000 0 0 TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 8451 9001000 PRN SOLE 7575000 0 1426000 TWITTER INC NOTE 0.250% 9/1 90184lab8 10373 10688000 PRN SOLE 7139000 0 3549000 TWITTER INC NOTE 1.000% 9/1 90184lad4 2211 2423000 PRN SOLE 1932000 0 491000 UNION PAC CORP COM 907818108 7103 51385 SH SOLE 10 0 51375 UNITED RENTALS INC COM 911363109 718 7000 SH SOLE 7000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 268 1074 SH SOLE 1074 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 223 1690 SH SOLE 1690 0 0 VECTOR GROUP LTD FRNT 4/1 92240mbc1 3734 3676000 PRN SOLE 2562000 0 1114000 VEECO INSTRS INC DEL COM 922417100 285 38500 SH SOLE 38500 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 1757 2320000 PRN SOLE 2320000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 6745 6940000 PRN SOLE 5515000 0 1425000 VERIZON COMMUNICATIONS INC COM 92343V104 6942 123487 SH SOLE 836 0 122651 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763waa1 8240 8376000 PRN SOLE 7108000 0 1268000 VISA INC COM CL A 92826C839 12084 91587 SH SOLE 6404 0 85183 VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 1819 20000 SH SOLE 20000 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 14049 217705 SH SOLE 217335 0 370 WAYFAIR INC NOTE 0.375% 9/0 94419lab7 5218 4833000 PRN SOLE 4833000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075ah0 12154 18696000 PRN SOLE 14827000 0 3869000 WELLS FARGO CO NEW COM 949746101 582 12640 SH SOLE 11540 0 1100 WELLS FARGO CO NEW PERP PFD CNV A 949746804 20406 16163 SH SOLE 9339 0 6824 WESTAMERICA BANCORPORATION COM 957090103 20756 372767 SH SOLE 372131 0 636 WESTERN ALLIANCE BANCORP COM 957638109 21617 547417 SH SOLE 546470 0 947 WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 2879 3000000 PRN SOLE 3000000 0 0 WESTERN DIGITAL CORP COM 958102105 453 12250 SH SOLE 12250 0 0 WHITING PETE CORP NEW COM NEW 966387409 567 25000 SH SOLE 25000 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387al6 3964 4184000 PRN SOLE 3306000 0 878000 WILEY JOHN & SONS INC CL A 968223206 20380 433885 SH SOLE 433138 0 747 WILLIAMS COS INC DEL COM 969457100 332 15048 SH SOLE 48 0 15000 WOODWARD INC COM 980745103 13641 183620 SH SOLE 183313 0 307 WORKDAY INC NOTE 0.250%10/0 98138haf8 6765 5484000 PRN SOLE 5484000 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1558 20850 SH SOLE 0 0 20850 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 4933 4661000 PRN SOLE 3589000 0 1072000 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 6537 4750000 PRN SOLE 4750000 0 0 WSFS FINL CORP COM 929328102 11014 290519 SH SOLE 290039 0 480 XILINX INC COM 983919101 4009 47075 SH SOLE 0 0 47075 XPO LOGISTICS INC COM 983793100 1069 18750 SH SOLE 18750 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 26225 164702 SH SOLE 127921 0 36781 ZILLOW GROUP INC NOTE 1.500% 7/0 98954mac5 1211 1400000 PRN SOLE 1400000 0 0 ZOETIS INC CL A 98978V103 7780 90948 SH SOLE 9573 0 81375