0001085146-18-000445.txt : 20180209 0001085146-18-000445.hdr.sgml : 20180209 20180209115952 ACCESSION NUMBER: 0001085146-18-000445 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180209 DATE AS OF CHANGE: 20180209 EFFECTIVENESS DATE: 20180209 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: 18589837 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 12-31-2017 12-31-2017 false PALISADE CAPITAL MANAGEMENT LLC/NJ

1 BRIDGE PLAZA SUITE 695 FORT LEE NJ 07024

13F HOLDINGS REPORT 028-05320 N Jack Feiler 201-585-5440 /s/ Jack Feiler Fort Lee NJ 02-06-2018 0 433 2953386 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AARONS INC COM PAR $0.50 002535300 15320 384445 SH SOLE 383729 0 716 ABBVIE INC COM 00287Y109 3720 38465 SH SOLE 200 0 38265 ACADIA HEALTHCARE COMPANY IN COM 00404A109 11079 339525 SH SOLE 338886 0 639 ACI WORLDWIDE INC COM 004498101 27028 1192228 SH SOLE 1190004 0 2224 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484maa4 1007 1173000 PRN SOLE 1173000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 662 10460 SH SOLE 0 0 10460 ADOBE SYS INC COM 00724F101 648 3700 SH SOLE 0 0 3700 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5106 3400000 PRN SOLE 3400000 0 0 AERIE PHARMACEUTICALS INC COM 00771V108 603 10100 SH SOLE 10100 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 2590 1880000 PRN SOLE 1880000 0 0 AETNA INC NEW COM 00817Y108 6524 36165 SH SOLE 0 0 36165 AFFILIATED MANAGERS GROUP COM 008252108 522 2544 SH SOLE 2303 0 241 AFLAC INC COM 001055102 474 5400 SH SOLE 0 0 5400 AIR PRODS & CHEMS INC COM 009158106 660 4020 SH SOLE 0 0 4020 AK STL HLDG CORP COM 001547108 388 68500 SH SOLE 68500 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971tag6 8195 8139000 PRN SOLE 6457000 0 1682000 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 940 5450 SH SOLE 0 0 5450 ALLEGION PUB LTD CO ORD SHS G0176J109 652 8191 SH SOLE 7421 0 770 ALLERGAN PLC SHS G0177J108 919 5621 SH SOLE 0 0 5621 ALLETE INC COM NEW 018522300 2156 29000 SH SOLE 0 0 29000 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 8817 8241000 PRN SOLE 7488000 0 753000 ALON USA ENERGY INC NOTE 3.000% 9/1 020520ab8 3712 2788000 PRN SOLE 1897000 0 891000 ALPHABET INC CAP STK CL A 02079K305 1171 1112 SH SOLE 15 0 1097 ALPHABET INC CAP STK CL C 02079K107 10116 9667 SH SOLE 210 0 9457 ALTABA INC COM 021346101 9006 128929 SH SOLE 128929 0 0 ALTRIA GROUP INC COM 02209S103 10351 144957 SH SOLE 0 0 144957 AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163uad8 4325 5000000 PRN SOLE 5000000 0 0 AMAZON COM INC COM 023135106 15568 13312 SH SOLE 1000 0 12312 AMERICAN AIRLS GROUP INC COM 02376R102 218 4184 SH SOLE 4184 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 783 25487 SH SOLE 0 0 25487 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917taa2 3858 3858000 PRN SOLE 2810000 0 1048000 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917tab0 772 750000 PRN SOLE 750000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 240 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071h100 17123 277965 SH SOLE 277395 0 570 AMETEK INC NEW COM 031100100 7479 103207 SH SOLE 15019 0 88188 AMPHENOL CORP NEW CL A 032095101 22895 260760 SH SOLE 13424 0 247336 ANADARKO PETE CORP COM 032511107 293 5460 SH SOLE 0 0 5460 ANDEAVOR COM 03349M105 813 7110 SH SOLE 0 0 7110 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 1733 1500000 PRN SOLE 1440000 0 60000 ANTHEM INC NOTE 2.750%10/1 94973vbg1 924 300000 PRN SOLE 300000 0 0 ANTHEM INC UNIT 05/01/20188 036752202 9925 177522 SH SOLE 177522 0 0 APPLE INC COM 037833100 28552 168720 SH SOLE 90 0 168630 APPLIED INDL TECHNOLOGIES IN COM 03820C105 32286 474094 SH SOLE 473228 0 866 APPLIED MATLS INC COM 038222105 8424 164788 SH SOLE 15351 0 149437 APTIV PLC SHS G6095L109 295 3480 SH SOLE 0 0 3480 ARCONIC INC COM 03965L100 272 10000 SH SOLE 10000 0 0 ARES CAP CORP COM 04010L103 3259 207345 SH SOLE 0 0 207345 ARES CAP CORP NOTE 4.375% 1/1 04010lam5 3403 3330000 PRN SOLE 2849000 0 481000 AT&T INC COM 00206R102 4375 112525 SH SOLE 0 0 112525 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 2294 2000000 PRN SOLE 2000000 0 0 B & G FOODS INC NEW COM 05508R106 2824 80350 SH SOLE 0 0 80350 BANK AMER CORP 7.25%CNV PFD L 060505682 14880 11281 SH SOLE 5760 0 5521 BANK AMER CORP COM 060505104 413 14000 SH SOLE 3900 0 10100 BARNES GROUP INC COM 067806109 25040 395769 SH SOLE 395055 0 714 BECTON DICKINSON & CO COM 075887109 11610 54237 SH SOLE 4222 0 50015 BECTON DICKINSON & CO PFD SHS CONV A 075887208 9290 159700 SH SOLE 159700 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 3571 12 SH SOLE 0 0 12 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8129 41010 SH SOLE 100 0 40910 BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061gae1 2854 2634000 PRN SOLE 2518000 0 116000 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 3779 3189000 PRN SOLE 3189000 0 0 BIOTELEMETRY INC COM 090672106 9712 324803 SH SOLE 324195 0 608 BLACK KNIGHT INC COM 09215C105 2549 57746 SH SOLE 0 0 57746 BLACKBAUD INC COM 09227Q100 14981 158546 SH SOLE 158254 0 292 BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238eab0 6507 6331000 PRN SOLE 6331000 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 778 24290 SH SOLE 300 0 23990 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257wab6 4041 3983000 PRN SOLE 3983000 0 0 BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257waa8 4029 3400000 PRN SOLE 3400000 0 0 BRISTOW GROUP INC NOTE 4.500% 6/0 110394af0 276 250000 PRN SOLE 250000 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463aa2 5327 5340000 PRN SOLE 3471000 0 1869000 BRUKER CORP COM 116794108 17335 505092 SH SOLE 504152 0 940 BUCKLE INC COM 118440106 11067 465997 SH SOLE 465152 0 845 BUNGE LIMITED COM G16962105 7379 110000 SH Put SOLE 110000 0 0 BURLINGTON STORES INC COM 122017106 13876 112783 SH SOLE 112579 0 204 CABOT OIL & GAS CORP COM 127097103 267 9335 SH SOLE 0 0 9335 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 9694 5000000 PRN SOLE 5000000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 7141 6769000 PRN SOLE 6149000 0 620000 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 711 794000 PRN SOLE 794000 0 0 CARDTRONICS PLC SHS CL A G1991C105 528 28500 SH SOLE 28500 0 0 CARRIZO OIL & GAS INC COM 144577103 10929 513574 SH SOLE 512631 0 943 CBS CORP NEW CL B 124857202 6197 105029 SH SOLE 0 0 105029 CEDAR FAIR L P DEPOSITRY UNIT 150185106 1830 28165 SH SOLE 225 0 27940 CELGENE CORP COM 151020104 822 7875 SH SOLE 5350 0 2525 CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 15008 14404000 PRN SOLE 12368000 0 2036000 CEMEX SAB DE CV NOTE 3.750% 3/1 151290bc6 1272 1250000 PRN SOLE 1250000 0 0 CENTENE CORP DEL COM 15135B101 11701 115987 SH SOLE 6155 0 109832 CENTERPOINT ENERGY INC COM 15189T107 1062 37450 SH SOLE 0 0 37450 CHEESECAKE FACTORY INC COM 163072101 8859 183883 SH SOLE 183543 0 340 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1508 2120000 PRN SOLE 2120000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167cb1 81 82000 PRN SOLE 7000 0 75000 CHEVRON CORP NEW COM 166764100 6104 48754 SH SOLE 0 0 48754 CIENA CORP DEBT 4.000%12/1 171779ak7 919 704000 PRN SOLE 704000 0 0 CIENA CORP NOTE 3.750%10/1 171779aj0 2990 2561000 PRN SOLE 2561000 0 0 CITIGROUP INC COM NEW 172967424 653 8770 SH SOLE 0 0 8770 CITRIX SYS INC NOTE 0.500% 4/1 177376ad2 3433 2650000 PRN SOLE 2650000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 328 300000 PRN SOLE 300000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 679 500000 PRN SOLE 500000 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624raa4 4780 4619000 PRN SOLE 4119000 0 500000 COLONY NORTHSTAR INC CL A COM 19625W104 3290 288322 SH SOLE 0 0 288322 COMCAST CORP NEW CL A 20030N101 1779 44408 SH SOLE 0 0 44408 COMMERCIAL METALS CO COM 201723103 12670 594271 SH SOLE 593201 0 1070 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 251 14800 SH SOLE 0 0 14800 COMPASS MINERALS INTL INC COM 20451N101 12229 169266 SH SOLE 168945 0 321 CONOCOPHILLIPS COM 20825C104 989 18025 SH SOLE 0 0 18025 CONSOLIDATED EDISON INC COM 209115104 637 7500 SH SOLE 0 0 7500 CONSTELLATION BRANDS INC CL A 21036P108 10861 47519 SH SOLE 5240 0 42279 CONTROL4 CORP COM 21240D107 6129 205946 SH SOLE 205547 0 399 CORELOGIC INC COM 21871D103 20332 439988 SH SOLE 439193 0 795 CORESITE RLTY CORP COM 21870Q105 13197 115861 SH SOLE 115644 0 217 CORNERSTONE ONDEMAND INC COM 21925Y103 22878 647550 SH SOLE 646322 0 1228 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925yab9 6198 6225000 PRN SOLE 5361000 0 864000 COUSINS PPTYS INC COM 222795106 24750 2675692 SH SOLE 2670714 0 4978 CRACKER BARREL OLD CTRY STOR COM 22410J106 10536 66312 SH SOLE 66194 0 118 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3847 3400 SH SOLE 3400 0 0 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 3819 3500000 PRN SOLE 3500000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3408 3237000 PRN SOLE 2657000 0 580000 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3173 3100000 PRN SOLE 2850000 0 250000 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943fah3 1678 1500000 PRN SOLE 1500000 0 0 CULLEN FROST BANKERS INC COM 229899109 27240 287797 SH SOLE 200782 0 87015 CYPRESS SEMICONDUCTOR CORP COM 232806109 2011 131980 SH SOLE 131980 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 557 423000 PRN SOLE 423000 0 0 DANAHER CORP DEL COM 235851102 19361 208589 SH SOLE 14034 0 194555 DECKERS OUTDOOR CORP COM 243537107 20776 258892 SH SOLE 258440 0 452 DEPOMED INC NOTE 2.500% 9/0 249908aa2 3257 3871000 PRN SOLE 3871000 0 0 DEVON ENERGY CORP NEW COM 25179M103 828 19990 SH SOLE 0 0 19990 DIPLOMAT PHARMACY INC COM 25456K101 4589 228671 SH SOLE 228274 0 397 DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 11763 10800000 PRN SOLE 10800000 0 0 DISNEY WALT CO COM DISNEY 254687106 10800 100457 SH SOLE 5523 0 94934 DOMINION ENERGY INC COM 25746U109 677 8355 SH SOLE 0 0 8355 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1035 20000 SH SOLE 20000 0 0 DOWDUPONT INC COM 26078J100 5573 78252 SH SOLE 250 0 78002 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3857 39737 SH SOLE 0 0 39737 DRIL-QUIP INC COM 262037104 7261 152220 SH SOLE 151929 0 291 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 7932 6080000 PRN SOLE 6080000 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 5994 5797000 PRN SOLE 5049000 0 748000 EDUCATION RLTY TR INC COM NEW 28140H203 23675 677969 SH SOLE 676702 0 1267 ELECTRONIC ARTS INC COM 285512109 1135 10800 SH SOLE 0 0 10800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 7650 7896000 PRN SOLE 6851000 0 1045000 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6179 5550000 PRN SOLE 5550000 0 0 ENDOLOGIX INC COM 29266s106 6540 1222421 SH SOLE 1220248 0 2173 ENDOLOGIX INC NOTE 2.250%12/1 29266saa4 2792 2878000 PRN SOLE 1959000 0 919000 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359wab1 4505 5035000 PRN SOLE 5035000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 2294 86546 SH SOLE 0 0 86546 ENVESTNET INC NOTE 1.750%12/1 29404kaa4 2315 2227000 PRN SOLE 1788000 0 439000 EPR PPTYS CONV PFD 9% SR E 26884U307 3593 98800 SH SOLE 0 0 98800 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 955 1000000 PRN SOLE 1000000 0 0 EXPEDIA INC DEL COM NEW 30212P303 808 6750 SH SOLE 6750 0 0 EXXON MOBIL CORP COM 30231G102 3395 40585 SH SOLE 0 0 40585 EZCORP INC NOTE 2.625% 6/1 302301ab2 6394 6221000 PRN SOLE 5369000 0 852000 FACEBOOK INC CL A 30303M102 5263 29825 SH SOLE 0 0 29825 FCB FINL HLDGS INC CL A 30255G103 528 10400 SH SOLE 0 0 10400 FERRARI N V COM N3167Y103 414 3950 SH SOLE 3750 0 200 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4742 120850 SH SOLE 0 0 120850 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620rae5 10978 3587000 PRN SOLE 3587000 0 0 FINISAR CORP COM NEW 31787A507 285 14000 SH SOLE 14000 0 0 FINISAR CORP NOTE 0.500%12/1 31787aam3 3536 3510000 PRN SOLE 2696000 0 814000 FINISAR CORP NOTE 0.500%12/1 31787aap6 2099 2250000 PRN SOLE 2250000 0 0 FIREEYE INC COM 31816Q101 327 23000 SH SOLE 23000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 7963 8471000 PRN SOLE 7586000 0 885000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 1107 1200000 PRN SOLE 1200000 0 0 FIRST TR NASDAQ100 TECH INDE SHS 337345102 396 5500 SH SOLE 5500 0 0 FISERV INC COM 337738108 954 7279 SH SOLE 6594 0 685 FLEXION THERAPEUTICS INC COM 33938J106 1252 50000 SH Put SOLE 50000 0 0 FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 2081 2000000 PRN SOLE 1865000 0 135000 FORTIVE CORP COM 34959J108 12186 168428 SH SOLE 18045 0 150383 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9466 608742 SH SOLE 607624 0 1118 FRANCO NEVADA CORP COM 351858105 10090 126203 SH SOLE 5458 0 120745 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 144 21250 SH SOLE 21250 0 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 968 93504 SH SOLE 93504 0 0 FULTON FINL CORP PA COM 360271100 22228 1241799 SH SOLE 1239515 0 2284 GENESEE & WYO INC CL A 371559105 43871 557234 SH SOLE 365404 0 191830 G-III APPAREL GROUP LTD COM 36237H101 21230 575508 SH SOLE 574436 0 1072 GILEAD SCIENCES INC COM 375558103 662 9235 SH SOLE 0 0 9235 GOLDMAN SACHS GROUP INC COM 38141G104 461 1810 SH SOLE 0 0 1810 GOPRO INC CL A 38268T103 378 50000 SH Put SOLE 50000 0 0 GRAMERCY PPTY TR COM NEW 385002308 5114 191822 SH SOLE 0 0 191822 GREENBRIER COS INC NOTE 3.500% 4/0 393657ah4 9864 6566000 PRN SOLE 6364000 0 202000 GROUP 1 AUTOMOTIVE INC COM 398905109 9784 137863 SH SOLE 137609 0 254 HARTFORD FINL SVCS GROUP INC COM 416515104 3095 55000 SH SOLE 0 0 55000 HAWAIIAN HOLDINGS INC COM 419879101 438 11000 SH SOLE 11000 0 0 HEALTHCARE SVCS GRP INC COM 421906108 26467 502029 SH SOLE 501110 0 919 HEICO CORP NEW CL A 422806208 31160 394180 SH SOLE 100 0 394080 HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 8471 8431000 PRN SOLE 6646000 0 1785000 HESS CORP COM 42809H107 949 20000 SH Put SOLE 20000 0 0 HMS HLDGS CORP COM 40425J101 21046 1241654 SH SOLE 1239347 0 2307 HOME DEPOT INC COM 437076102 1040 5486 SH SOLE 0 0 5486 HONEYWELL INTL INC COM 438516106 5385 35111 SH SOLE 0 0 35111 HORACE MANN EDUCATORS CORP N COM 440327104 10870 246482 SH SOLE 246023 0 459 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 5835 6278000 PRN SOLE 6278000 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 22482 15788 SH SOLE 7744 0 8044 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 6789 7213000 PRN SOLE 5934000 0 1279000 IAC INTERACTIVECORP COM 44919P508 7335 59985 SH SOLE 0 0 59985 IBERIABANK CORP COM 450828108 21079 271990 SH SOLE 271486 0 504 ICON PLC SHS G4705A100 28316 252483 SH SOLE 252015 0 468 IDACORP INC COM 451107106 32027 350553 SH SOLE 349893 0 660 IGI LABORATORIES INC NOTE 3.750%12/1 449575ab5 4161 4722000 PRN SOLE 4080000 0 642000 ILG INC COM 44967H101 11489 403403 SH SOLE 402654 0 749 ILLINOIS TOOL WKS INC COM 452308109 241 1445 SH SOLE 0 0 1445 ILLUMINA INC NOTE 6/1 452327af6 2703 2487000 PRN SOLE 1744000 0 743000 IMMUNOGEN INC COM 45253H101 80 12500 SH SOLE 12500 0 0 INC RESH HLDGS INC CL A 45329R109 20487 469886 SH SOLE 469004 0 882 INCYTE CORP COM 45337C102 246 2600 SH SOLE 2600 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 2543 1321000 PRN SOLE 1321000 0 0 INFINERA CORPORATION COM 45667G103 165 26000 SH SOLE 26000 0 0 INFINERA CORPORATION DBCV 1.750% 6/0 45667gab9 3057 3059000 PRN SOLE 2305000 0 754000 INGEVITY CORP COM 45688C107 12183 172880 SH SOLE 172551 0 329 INPHI CORP NOTE 0.750% 9/0 45772fac1 498 500000 PRN SOLE 500000 0 0 INPHI CORP NOTE 1.125%12/0 45772fab3 2901 2500000 PRN SOLE 2500000 0 0 INSULET CORP NOTE 1.250% 9/1 45784paf8 1743 1335000 PRN SOLE 1335000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118ac0 4029 3600000 PRN SOLE 3600000 0 0 INTEL CORP COM 458140100 300 6504 SH SOLE 5250 0 1254 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845paa6 1183 1476000 PRN SOLE 1476000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 8567 121418 SH SOLE 200 0 121218 INTERNATIONAL BUSINESS MACHS COM 459200101 640 4173 SH SOLE 0 0 4173 INTUIT COM 461202103 719 4555 SH SOLE 65 0 4490 INVESTORS BANCORP INC NEW COM 46146L101 208 15000 SH SOLE 0 0 15000 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 1512 1300000 PRN SOLE 1300000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 7918 75000 SH Put SOLE 75000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 30492 200000 SH Put SOLE 200000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 7224 6843000 PRN SOLE 6843000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 233 3540 SH SOLE 0 0 3540 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 1988 1981000 PRN SOLE 1981000 0 0 JD COM INC SPON ADR CL A 47215P106 471 11360 SH SOLE 0 0 11360 JETBLUE AIRWAYS CORP COM 477143101 290 13000 SH SOLE 13000 0 0 JOHNSON & JOHNSON COM 478160104 12965 92795 SH SOLE 100 0 92695 JONES ENERGY INC COM CL A 48019R108 84 76700 SH SOLE 76700 0 0 JPMORGAN CHASE & CO COM 46625H100 24858 232444 SH SOLE 13071 0 219373 K12 INC COM 48273u102 18922 1190091 SH SOLE 1187880 0 2211 KB HOME NOTE 1.375% 2/0 48666kas8 3242 2633000 PRN SOLE 2041000 0 592000 KEYW HLDG CORP NOTE 2.500% 7/1 493723aa8 5033 5500000 PRN SOLE 4841000 0 659000 KINDER MORGAN INC DEL PFD SER A 49456B200 1096 29093 SH SOLE 29093 0 0 KKR & CO L P DEL COM UNITS 48248M102 2544 120798 SH SOLE 0 0 120798 KNOWLES CORP NOTE 3.250%11/0 49926dab5 3331 3000000 PRN SOLE 3000000 0 0 KRAFT HEINZ CO COM 500754106 6339 81519 SH SOLE 0 0 81519 LAZARD LTD SHS A G54050102 4738 90253 SH SOLE 0 0 90253 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229ab8 852 743000 PRN SOLE 743000 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220kad0 5117 2800000 PRN SOLE 2800000 0 0 LITTELFUSE INC COM 537008104 36698 185510 SH SOLE 136159 0 49351 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034aj8 2940 2272000 PRN SOLE 1749000 0 523000 LKQ CORP COM 501889208 31064 763796 SH SOLE 762365 0 1431 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1733 27000 SH SOLE 4500 0 22500 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 4961 4814000 PRN SOLE 3744000 0 1070000 MARTIN MARIETTA MATLS INC COM 573284106 613 2775 SH SOLE 0 0 2775 MASCO CORP COM 574599106 439 10000 SH SOLE 0 0 10000 MBIA INC COM 55262C100 132 18000 SH SOLE 18000 0 0 MCDONALDS CORP COM 580135101 4737 27521 SH SOLE 0 0 27521 MEDICINES CO NOTE 2.500% 1/1 584688ae5 2331 2200000 PRN SOLE 2200000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688ag0 2761 3000000 PRN SOLE 3000000 0 0 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471aab1 436 375000 PRN SOLE 216000 0 159000 MEDNAX INC COM 58502B106 28342 530345 SH SOLE 529339 0 1006 MGIC INVT CORP WIS COM 552848103 317 22500 SH SOLE 22500 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 8372 4916000 PRN SOLE 4916000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 9502 2522000 PRN SOLE 2522000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112ay9 5884 4079000 PRN SOLE 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3129 3000000 PRN SOLE 3000000 0 0 NEW MTN FIN CORP COM 647551100 8502 627452 SH SOLE 37000 0 590452 NEW MTN FIN CORP NOTE 5.000% 6/1 647551ab6 7337 7123000 PRN SOLE 6397000 0 726000 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1526 1500000 PRN SOLE 1500000 0 0 NEWELL BRANDS INC COM 651229106 660 21350 SH SOLE 0 0 21350 NEXTERA ENERGY INC COM 65339F101 11208 71760 SH SOLE 0 0 71760 NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 603 10585 SH SOLE 10585 0 0 NIC INC COM 62914b100 7833 471860 SH SOLE 470979 0 881 NIKE INC CL B 654106103 2066 33025 SH SOLE 0 0 33025 NORTHERN TR CORP COM 665859104 1398 14000 SH SOLE 0 0 14000 NORTHROP GRUMMAN CORP COM 666807102 1849 6025 SH SOLE 0 0 6025 NOVARTIS A G SPONSORED ADR 66987V109 273 3256 SH SOLE 0 0 3256 NOVAVAX INC NOTE 3.750% 2/0 670002ab0 477 1000000 PRN SOLE 1000000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 9204 1676000 PRN SOLE 1676000 0 0 NOVO-NORDISK A S ADR 670100205 5698 106175 SH SOLE 0 0 106175 NUANCE COMMUNICATIONS INC DBCV 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