Managing Member

0001085146-19-002095.txt : 20190806 0001085146-19-002095.hdr.sgml : 20190806 20190806093410 ACCESSION NUMBER: 0001085146-19-002095 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190806 DATE AS OF CHANGE: 20190806 EFFECTIVENESS DATE: 20190806 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: 191000635 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 06-30-2019 06-30-2019 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 08-05-2019 0 409 3236938 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AARONS INC COM PAR $0.50 002535300 30195 491690 SH SOLE 491046 0 644 ABBOTT LABS COM 002824100 240 2850 SH SOLE 0 0 2850 ABBVIE INC COM 00287Y109 1889 25975 SH SOLE 0 0 25975 ACADIA HEALTHCARE COMPANY IN COM 00404A109 17938 513238 SH SOLE 512587 0 651 ACI WORLDWIDE INC COM 004498101 36866 1073571 SH SOLE 1072214 0 1357 ACTIVISION BLIZZARD INC COM 00507V109 439 9310 SH SOLE 0 0 9310 ADOBE INC COM 00724F101 1517 5150 SH SOLE 250 0 4900 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5928 1530000 PRN SOLE 1530000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 4260 2380000 PRN SOLE 2380000 0 0 AFLAC INC COM 001055102 592 10800 SH SOLE 0 0 10800 AIR PRODS & CHEMS INC COM 009158106 876 3870 SH SOLE 0 0 3870 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 1019 1000000 PRN SOLE 1000000 0 0 AK STL CORP NOTE 5.000%11/1 001546ap5 4369 4348000 PRN SOLE 3434000 0 914000 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971taj0 3477 3250000 PRN SOLE 3250000 0 0 ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3736 4000000 PRN SOLE 4000000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1365 8055 SH SOLE 15 0 8040 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4902 2610000 PRN SOLE 2610000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 649 5873 SH SOLE 5545 0 328 ALLERGAN PLC SHS G0177J108 1221 7292 SH SOLE 4600 0 2692 ALLETE INC COM NEW 018522300 832 10000 SH SOLE 0 0 10000 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10479 10455000 PRN SOLE 9233000 0 1222000 ALPHABET INC CAP STK CL C 02079K107 8694 8043 SH SOLE 932 0 7111 ALPHABET INC CAP STK CL A 02079K305 1292 1193 SH SOLE 12 0 1181 ALTAIR ENGR INC COM CL A 021369103 10750 266163 SH SOLE 265825 0 338 ALTAIR ENGR INC NOTE 0.250% 6/0 021369aa1 2170 2000000 PRN SOLE 2000000 0 0 ALTRIA GROUP INC COM 02209S103 3081 65062 SH SOLE 339 0 64723 AMAZON COM INC COM 023135106 19484 10289 SH SOLE 1323 0 8966 AMERICAN AIRLS GROUP INC COM 02376R102 686 21050 SH SOLE 21050 0 0 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 1600 30000 SH SOLE 30000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 344 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071H100 20116 315448 SH SOLE 314978 0 470 AMETEK INC NEW COM 031100100 12186 134149 SH SOLE 21481 0 112668 AMPHENOL CORP NEW CL A 032095101 23286 242719 SH SOLE 17855 0 224864 ANCHIANO THERAPEUTICS LTD SPONSORED ADS 03280X102 1656 369640 SH SOLE 369640 0 0 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 992 816000 PRN SOLE 440000 0 376000 ANTHEM INC NOTE 2.750%10/1 94973vbg1 3061 782000 PRN SOLE 782000 0 0 APPLE INC COM 037833100 27090 136873 SH SOLE 4439 0 132434 APPLIED INDL TECHNOLOGIES IN COM 03820C105 32488 527997 SH SOLE 527326 0 671 APTIV PLC SHS G6095L109 254 3140 SH SOLE 0 0 3140 ARES CAP CORP COM 04010L103 4941 275392 SH SOLE 22500 0 252892 ARES CAP CORP NOTE 3.750% 2/0 04010lat0 7536 7416000 PRN SOLE 5488000 0 1928000 ARK ETF TR INNOVATION ETF 00214Q104 926 19300 SH SOLE 0 0 19300 ARK ETF TR WEB X.O ETF 00214Q401 978 18800 SH SOLE 0 0 18800 ASSURANT INC 6.50% CONV PFD D 04621x207 2544 22721 SH SOLE 22721 0 0 AT&T INC COM 00206R102 3512 104796 SH SOLE 0 0 104796 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 6940 7000000 PRN SOLE 5977000 0 1023000 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2979 2900000 PRN SOLE 2900000 0 0 B & G FOODS INC NEW COM 05508R106 1253 60250 SH SOLE 0 0 60250 BANK AMER CORP COM 060505104 961 33150 SH SOLE 27150 0 6000 BANK AMER CORP 7.25%CNV PFD L 060505682 19516 14194 SH SOLE 7198 0 6996 BARNES GROUP INC COM 067806109 24032 426558 SH SOLE 426027 0 531 BECTON DICKINSON & CO COM 075887109 11428 45347 SH SOLE 5299 0 40048 BECTON DICKINSON & CO PFD SHS CONV A 075887208 10702 172145 SH SOLE 172145 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6898 32360 SH SOLE 75 0 32285 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 4189 3721000 PRN SOLE 3721000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061gah4 2082 2000000 PRN SOLE 2000000 0 0 BIOTELEMETRY INC COM 090672106 13793 286452 SH SOLE 286095 0 357 BLACK KNIGHT INC COM 09215C105 4505 74893 SH SOLE 268 0 74625 BLACKBAUD INC COM 09227Q100 16258 194709 SH SOLE 194461 0 248 BLACKLINE INC COM 09239B109 17782 332307 SH SOLE 331884 0 423 BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1515 1500000 PRN SOLE 1500000 0 0 BOEING CO COM 097023105 328 900 SH SOLE 900 0 0 BRUKER CORP COM 116794108 33524 671153 SH SOLE 670304 0 849 BUCKLE INC COM 118440106 11182 645981 SH SOLE 645166 0 815 BURLINGTON STORES INC COM 122017106 19003 111685 SH SOLE 89242 0 22443 CABOT OIL & GAS CORP COM 127097103 214 9335 SH SOLE 0 0 9335 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 9081 5290000 PRN SOLE 5290000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 4514 4615000 PRN SOLE 3503000 0 1112000 CARBONITE INC NOTE 2.500% 4/0 141337ab1 2410 2000000 PRN SOLE 2000000 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 2496 2575000 PRN SOLE 2025000 0 550000 CARRIZO OIL & GAS INC COM 144577103 11351 1132847 SH SOLE 1132036 0 811 CBS CORP NEW CL B 124857202 2810 56315 SH SOLE 0 0 56315 CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 6482 6492000 PRN SOLE 4751000 0 1741000 CENTENE CORP DEL COM 15135B101 18464 352089 SH SOLE 59475 0 292614 CENTERPOINT ENERGY INC COM 15189T107 958 33450 SH SOLE 0 0 33450 CHARLES RIV LABS INTL INC COM 159864107 494 3484 SH SOLE 3484 0 0 CHEESECAKE FACTORY INC COM 163072101 10297 235526 SH SOLE 235227 0 299 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1409 1795000 PRN SOLE 1795000 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 2425 3018000 PRN SOLE 3018000 0 0 CHEVRON CORP NEW COM 166764100 8416 67627 SH SOLE 19 0 67608 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 3246 3000000 PRN SOLE 3000000 0 0 CITIGROUP INC COM NEW 172967424 839 11985 SH SOLE 0 0 11985 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 7014 4871000 PRN SOLE 4871000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3234 3636000 PRN SOLE 2847000 0 789000 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 209 330000 PRN SOLE 330000 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6354 6619000 PRN SOLE 6119000 0 500000 COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6290 6452000 PRN SOLE 4732000 0 1720000 COLONY CAP INC NEW CL A COM 19626G108 233 46691 SH SOLE 16742 0 29949 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 970 794000 PRN SOLE 794000 0 0 COMCAST CORP NEW CL A 20030N101 1659 39250 SH SOLE 0 0 39250 COMMERCIAL METALS CO COM 201723103 13813 773829 SH SOLE 772846 0 983 COMPASS MINERALS INTL INC COM 20451N101 17258 314070 SH SOLE 313661 0 409 CONOCOPHILLIPS COM 20825C104 1142 18725 SH SOLE 0 0 18725 CONSOLIDATED EDISON INC COM 209115104 658 7500 SH SOLE 0 0 7500 CONSTELLATION BRANDS INC CL A 21036P108 5230 26558 SH SOLE 3366 0 23192 CORELOGIC INC COM 21871D103 26172 625683 SH SOLE 624887 0 796 CORESITE RLTY CORP COM 21870Q105 15780 137019 SH SOLE 136851 0 168 CORNERSTONE ONDEMAND INC COM 21925Y103 27728 478639 SH SOLE 478032 0 607 COTT CORP QUE COM 22163N106 16215 1214604 SH SOLE 842178 0 372426 COUSINS PPTYS INC COM NEW 222795502 28696 793357 SH SOLE 792342 0 1015 CRACKER BARREL OLD CTRY STOR COM 22410J106 12789 74910 SH SOLE 74818 0 92 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3247 2708 SH SOLE 2708 0 0 CSG SYS INTL INC COM 126349109 14549 297960 SH SOLE 297600 0 360 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 5960 5394000 PRN SOLE 4459000 0 935000 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3731 3780000 PRN SOLE 2657000 0 1123000 CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3996 4013000 PRN SOLE 3500000 0 513000 CULLEN FROST BANKERS INC COM 229899109 22588 241170 SH SOLE 240805 0 365 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 1480 883000 PRN SOLE 883000 0 0 DANAHER CORPORATION COM 235851102 30990 216837 SH SOLE 21509 0 195328 DANAHER CORPORATION 4.75 MND CV PFD 235851300 4901 4450 SH SOLE 4450 0 0 DECKERS OUTDOOR CORP COM 243537107 20663 117425 SH SOLE 117278 0 147 DERMIRA INC NOTE 3.000% 5/1 24983lab0 4674 5392000 PRN SOLE 5392000 0 0 DEXCOM INC NOTE 0.750% 5/1 252131af4 3299 2067000 PRN SOLE 2067000 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 213 1235 SH SOLE 0 0 1235 DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7554 7765000 PRN SOLE 7765000 0 0 DISNEY WALT CO COM DISNEY 254687106 11020 78919 SH SOLE 10008 0 68911 DOMINION ENERGY INC COM 25746U109 205 2645 SH SOLE 0 0 2645 DOMINOS PIZZA INC COM 25754A201 3124 11225 SH SOLE 0 0 11225 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 12617 12841000 PRN SOLE 10994000 0 1847000 EASTERLY GOVT PPTYS INC COM 27616P103 4458 246187 SH SOLE 245875 0 312 EASTGROUP PPTY INC COM 277276101 25837 222773 SH SOLE 222487 0 286 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8744 8820000 PRN SOLE 7374000 0 1446000 ELECTRONIC ARTS INC COM 285512109 1094 10800 SH SOLE 0 0 10800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 6512 6545000 PRN SOLE 4706000 0 1839000 ELEMENT SOLUTIONS INC COM 28618M106 358 34600 SH SOLE 0 0 34600 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6291 6265000 PRN SOLE 6265000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 5278 5527000 PRN SOLE 4423000 0 1104000 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1009 1000000 PRN SOLE 1000000 0 0 ENDOLOGIX INC COM NEW 29266S304 4027 556262 SH SOLE 555831 0 431 ENTERPRISE PRODS PARTNERS L COM 293792107 2319 80330 SH SOLE 0 0 80330 EPR PPTYS CONV PFD 9% SR E 26884U307 2995 79400 SH SOLE 0 0 79400 ETSY INC NOTE 3/0 29786aac0 6058 3352000 PRN SOLE 3352000 0 0 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 4667 5304000 PRN SOLE 4622000 0 682000 EVOLUS INC COM 30052C107 537 36700 SH SOLE 36700 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 7557 4375000 PRN SOLE 4375000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063pab1 5936 4700000 PRN SOLE 4700000 0 0 EXXON MOBIL CORP COM 30231G102 2169 28301 SH SOLE 0 0 28301 EZCORP INC NOTE 2.375% 5/0 302301ae6 450 500000 PRN SOLE 500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301af3 1367 1200000 PRN SOLE 1200000 0 0 FACEBOOK INC CL A 30303M102 5272 27318 SH SOLE 293 0 27025 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4840 120100 SH SOLE 0 0 120100 FIREEYE INC COM 31816Q101 193 13000 SH SOLE 13000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 4488 4581000 PRN SOLE 3087000 0 1494000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 2068 2200000 PRN SOLE 2200000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816qaf8 5715 5843000 PRN SOLE 5843000 0 0 FISERV INC COM 337738108 10202 111918 SH SOLE 24296 0 87622 FIVE9 INC NOTE 0.125% 5/0 338307ab7 2775 2000000 PRN SOLE 2000000 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 4412 5050000 PRN SOLE 5050000 0 0 FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3208 3200000 PRN SOLE 3065000 0 135000 FORTIVE CORP COM 34959J108 15794 193748 SH SOLE 26593 0 167155 FORTIVE CORP 5% PFD CNV SER A 34959J207 3010 2933 SH SOLE 2933 0 0 FRANCO NEVADA CORP COM 351858105 13142 154826 SH SOLE 15862 0 138964 FULTON FINL CORP PA COM 360271100 22376 1366900 SH SOLE 1365184 0 1716 GDS HLDGS LTD NOTE 2.000% 6/0 36165lab4 3476 3500000 PRN SOLE 3500000 0 0 GENESEE & WYO INC CL A 371559105 50984 509841 SH SOLE 346897 0 162944 G-III APPAREL GROUP LTD COM 36237H101 18126 616121 SH SOLE 615334 0 787 GILEAD SCIENCES INC COM 375558103 247 3650 SH SOLE 0 0 3650 GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2795 3000000 PRN SOLE 3000000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 336 1640 SH SOLE 0 0 1640 GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8180 8510000 PRN SOLE 8510000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 25442 310684 SH SOLE 310267 0 417 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 6579 5880000 PRN SOLE 5880000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2842 51000 SH SOLE 0 0 51000 HEALTHCARE SVCS GRP INC COM 421906108 22958 757201 SH SOLE 756307 0 894 HEICO CORP NEW CL A 422806208 41626 402694 SH SOLE 914 0 401780 HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 4523 4392000 PRN SOLE 3552000 0 840000 HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 1942 2000000 PRN SOLE 2000000 0 0 HERCULES CAPITAL INC COM 427096508 578 45100 SH SOLE 45100 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 6432 6420000 PRN SOLE 5230000 0 1190000 HERON THERAPEUTICS INC COM 427746102 9433 507421 SH SOLE 506804 0 617 HMS HLDGS CORP COM 40425J101 36201 1117654 SH SOLE 1116234 0 1420 HOME DEPOT INC COM 437076102 1466 7049 SH SOLE 1417 0 5632 HONEYWELL INTL INC COM 438516106 4667 26734 SH SOLE 14 0 26720 HORACE MANN EDUCATORS CORP N COM 440327104 14642 363406 SH SOLE 362943 0 463 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6212 5603000 PRN SOLE 5603000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573ab6 5422 2920000 PRN SOLE 2920000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1972 142712 SH SOLE 17800 0 124912 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7418 7475000 PRN SOLE 5680000 0 1795000 IAC INTERACTIVECORP COM 44919P508 23211 106702 SH SOLE 6432 0 100270 IBERIABANK CORP COM 450828108 23133 304990 SH SOLE 304614 0 376 ICON PLC SHS G4705A100 34022 220962 SH SOLE 220680 0 282 IDACORP INC COM 451107106 43884 436965 SH SOLE 396877 0 40088 II VI INC NOTE 0.250% 9/0 902104ab4 1584 1500000 PRN SOLE 1500000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3270 2115000 PRN SOLE 2115000 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 1795 1071000 PRN SOLE 1071000 0 0 INFINERA CORPORATION COM 45667G103 371 127500 SH SOLE 127500 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 1157 1700000 PRN SOLE 1700000 0 0 INGEVITY CORP COM 45688C107 40478 384881 SH SOLE 341037 0 43844 INOGEN INC COM 45780L104 200 3000 SH SOLE 3000 0 0 INPHI CORP NOTE 1.125%12/0 45772fab3 4466 3330000 PRN SOLE 3254000 0 76000 INPHI CORP NOTE 0.750% 9/0 45772fac1 5975 5365000 PRN SOLE 4035000 0 1330000 INSMED INC NOTE 1.750% 1/1 457669aa7 3454 3550000 PRN SOLE 3550000 0 0 INSULET CORP NOTE 1.375%11/1 45784pah4 3412 2400000 PRN SOLE 2400000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 13965 162495 SH SOLE 706 0 161789 INTERDIGITAL INC NOTE 1.500% 3/0 458660ad9 2616 2520000 PRN SOLE 1970000 0 550000 INTERNATIONAL BUSINESS MACHS COM 459200101 437 3172 SH SOLE 0 0 3172 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 232 1600 SH SOLE 1600 0 0 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 2937 54500 SH SOLE 54500 0 0 INTRICON CORP COM 46121H109 8224 352043 SH SOLE 351600 0 443 INTUIT COM 461202103 844 3230 SH SOLE 1101 0 2129 ISHARES TR RUSSELL 2000 ETF 464287655 22769 162500 SH Put SOLE 162500 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 4593 3871000 PRN SOLE 3871000 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2788 2000000 PRN SOLE 2000000 0 0 JACOBS ENGR GROUP INC COM 469814107 261 3090 SH SOLE 0 0 3090 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 14118 13799000 PRN SOLE 12010000 0 1789000 JD COM INC SPON ADR CL A 47215P106 321 10595 SH SOLE 0 0 10595 JOHNSON & JOHNSON COM 478160104 11587 83191 SH SOLE 398 0 82793 JPMORGAN CHASE & CO COM 46625H100 20914 187070 SH SOLE 22058 0 165012 K12 INC COM 48273u102 24917 819357 SH SOLE 818337 0 1020 KAMAN CORP NOTE 3.250% 5/0 483548af0 1166 1000000 PRN SOLE 1000000 0 0 KB HOME COM 48666K109 415 16145 SH SOLE 290 0 15855 KKR & CO INC CL A 48251W104 3102 122758 SH SOLE 0 0 122758 KNOWLES CORP NOTE 3.250%11/0 49926dab5 2393 2000000 PRN SOLE 2000000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2541 1219000 PRN SOLE 1219000 0 0 LENNAR CORP CL A 526057104 565 11657 SH SOLE 4140 0 7517 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220kaf5 7655 8875000 PRN SOLE 8875000 0 0 LITTELFUSE INC COM 537008104 35810 202420 SH SOLE 151840 0 50580 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 3125 2635000 PRN SOLE 2635000 0 0 LKQ CORP COM 501889208 24312 913626 SH SOLE 912470 0 1156 LUMENTUM HLDGS INC COM 55024u109 427 8000 SH SOLE 8000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5827 5001000 PRN SOLE 5001000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1735 42800 SH SOLE 12000 0 30800 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5562 5563000 PRN SOLE 3430000 0 2133000 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4607 5175000 PRN SOLE 5175000 0 0 MARATHON PETE CORP COM 56585A102 7495 134135 SH SOLE 40 0 134095 MARTIN MARIETTA MATLS INC COM 573284106 524 2275 SH SOLE 0 0 2275 MASCO CORP COM 574599106 392 10000 SH SOLE 0 0 10000 MCDONALDS CORP COM 580135101 5320 25621 SH SOLE 0 0 25621 MEDICINES CO NOTE 2.500% 1/1 584688ae5 1633 1350000 PRN SOLE 1350000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688ag0 2997 3000000 PRN SOLE 3000000 0 0 MEDNAX INC COM 58502B106 18765 743757 SH SOLE 743207 0 550 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10813 6166000 PRN SOLE 6166000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 10934 9250000 PRN SOLE 9250000 0 0 MICRON TECHNOLOGY INC COM 595112103 424 11000 SH SOLE 11000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3171 900000 PRN SOLE 900000 0 0 MICROSOFT CORP COM 594918104 7054 52660 SH SOLE 4153 0 48507 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 4238 1210000 PRN SOLE 1210000 0 0 MONDELEZ INTL INC CL A 609207105 5499 102018 SH SOLE 521 0 101497 MONMOUTH REAL ESTATE INVT CO CL A 609720107 4913 362555 SH SOLE 895 0 361660 MONRO INC COM 610236101 12307 144278 SH SOLE 144093 0 185 MSA SAFETY INC COM 553498106 12764 121114 SH SOLE 120974 0 140 MUELLER INDS INC COM 624756102 22326 762776 SH SOLE 761823 0 953 NANTHEALTH INC COM 630104107 22 41000 SH SOLE 41000 0 0 NATIONAL INSTRS CORP COM 636518102 17330 412712 SH SOLE 412181 0 531 NAVIENT CORPORATION COM 63938C108 917 67200 SH SOLE 0 0 67200 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 2112 1600000 PRN SOLE 1600000 0 0 NEVRO CORP NOTE 1.750% 6/0 64157faa1 6248 5994000 PRN SOLE 5498000 0 496000 NEW MTN FIN CORP COM 647551100 12783 915033 SH SOLE 94443 0 820590 NEW MTN FIN CORP NOTE 5.750% 8/1 647551ac4 3090 3000000 PRN SOLE 3000000 0 0 NEW RELIC INC COM 64829B100 221 2550 SH SOLE 2550 0 0 NEW RELIC INC NOTE 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