0001085146-19-002760.txt : 20191106 0001085146-19-002760.hdr.sgml : 20191106 20191106170405 ACCESSION NUMBER: 0001085146-19-002760 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191106 DATE AS OF CHANGE: 20191106 EFFECTIVENESS DATE: 20191106 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: 191197127 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 09-30-2019 09-30-2019 false PALISADE CAPITAL MANAGEMENT LLC/NJ

1 BRIDGE PLAZA SUITE 695 FORT LEE NJ 07024

13F HOLDINGS REPORT 028-05320 N Dennison Veru 201-585-5445 /s/ Dennison Veru Fort Lee NJ 11-06-2019 0 425 3270987 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AARONS INC COM PAR $0.50 002535300 31749 494068 SH SOLE 493476 0 592 ABBOTT LABS COM 002824100 238 2850 SH SOLE 0 0 2850 ABBVIE INC COM 00287Y109 2487 32850 SH SOLE 0 0 32850 ACADIA HEALTHCARE COMPANY IN COM 00404A109 24515 788766 SH SOLE 787853 0 913 ACI WORLDWIDE INC COM 004498101 35175 1122917 SH SOLE 1121560 0 1357 ACTIVISION BLIZZARD INC COM 00507V109 493 9310 SH SOLE 0 0 9310 ADOBE INC COM 00724F101 3464 12540 SH SOLE 0 0 12540 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5723 1530000 PRN SOLE 1530000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 4752 2380000 PRN SOLE 2380000 0 0 AFLAC INC COM 001055102 565 10800 SH SOLE 0 0 10800 AIR PRODS & CHEMS INC COM 009158106 859 3870 SH SOLE 0 0 3870 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 947 1000000 PRN SOLE 1000000 0 0 AK STL CORP NOTE 5.000%11/1 001546ap5 4353 4348000 PRN SOLE 3434000 0 914000 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971taj0 3726 3250000 PRN SOLE 3250000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1849 11055 SH SOLE 3015 0 8040 ALIGN TECHNOLOGY INC COM 016255101 479 2650 SH SOLE 2650 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4093 2610000 PRN SOLE 2610000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 3084 29756 SH SOLE 13464 0 16292 ALLERGAN PLC SHS G0177J108 1143 6792 SH SOLE 4400 0 2392 ALLETE INC COM NEW 018522300 874 10000 SH SOLE 0 0 10000 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 6918 6973000 PRN SOLE 5751000 0 1222000 ALPHABET INC CAP STK CL C 02079K107 8644 7091 SH SOLE 32 0 7059 ALPHABET INC CAP STK CL A 02079K305 1445 1183 SH SOLE 12 0 1171 ALTAIR ENGR INC COM CL A 021369103 8924 257771 SH SOLE 257481 0 290 ALTAIR ENGR INC NOTE 0.250% 6/0 021369aa1 2029 2000000 PRN SOLE 2000000 0 0 ALTRA INDL MOTION CORP COM 02208R106 1555 56138 SH SOLE 56113 0 25 ALTRIA GROUP INC COM 02209S103 1865 45590 SH SOLE 0 0 45590 AMAZON COM INC COM 023135106 18340 10565 SH SOLE 1621 0 8944 AMERICAN AIRLS GROUP INC COM 02376R102 743 27550 SH SOLE 27550 0 0 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 1654 30000 SH SOLE 30000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 372 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071H100 22332 337804 SH SOLE 337325 0 479 AMETEK INC NEW COM 031100100 11274 122787 SH SOLE 22819 0 99968 AMPHENOL CORP NEW CL A 032095101 23900 247665 SH SOLE 20198 0 227467 ANCHIANO THERAPEUTICS LTD SPONSORED ADS 03280X102 850 369640 SH SOLE 369640 0 0 ANTHEM INC NOTE 2.750%10/1 94973vbg1 2612 782000 PRN SOLE 782000 0 0 APPLE INC COM 037833100 31084 138786 SH SOLE 6144 0 132642 APPLIED INDL TECHNOLOGIES IN COM 03820C105 35287 621242 SH SOLE 620526 0 716 APPLIED MATLS INC COM 038222105 266 5321 SH SOLE 5321 0 0 APTIV PLC SHS G6095L109 274 3140 SH SOLE 0 0 3140 ARBOR RLTY TR INC NOTE 5.250% 7/0 038923ah1 2664 2487000 PRN SOLE 1476000 0 1011000 ARES CAP CORP COM 04010L103 5381 288769 SH SOLE 11924 0 276845 ARES CAP CORP NOTE 3.750% 2/0 04010lat0 7685 7416000 PRN SOLE 5488000 0 1928000 ARK ETF TR INNOVATION ETF 00214Q104 828 19300 SH SOLE 0 0 19300 ARK ETF TR WEB X.O ETF 00214Q401 915 18800 SH SOLE 0 0 18800 ASSURANT INC 6.50% CONV PFD D 04621x207 2843 22721 SH SOLE 22721 0 0 AT&T INC COM 00206R102 4121 108898 SH SOLE 0 0 108898 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 8265 9300000 PRN SOLE 7524000 0 1776000 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2405 2900000 PRN SOLE 2900000 0 0 AVANTOR INC COM 05352A100 203 13784 SH SOLE 13784 0 0 AVANTOR INC 6.25 PFD CNV SR 05352A209 3470 65000 SH SOLE 65000 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351xab7 1277 1500000 PRN SOLE 1500000 0 0 B & G FOODS INC NEW COM 05508R106 917 48500 SH SOLE 0 0 48500 BANK AMER CORP COM 060505104 741 25400 SH SOLE 19400 0 6000 BANK AMER CORP 7.25%CNV PFD L 060505682 19176 12827 SH SOLE 5710 0 7117 BARNES GROUP INC COM 067806109 23574 457386 SH SOLE 456842 0 544 BECTON DICKINSON & CO COM 075887109 11664 46109 SH SOLE 5992 0 40117 BECTON DICKINSON & CO PFD SHS CONV A 075887208 10663 172145 SH SOLE 172145 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6689 32154 SH SOLE 91 0 32063 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 5896 5721000 PRN SOLE 5157000 0 564000 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061gah4 1968 2000000 PRN SOLE 2000000 0 0 BIOTELEMETRY INC COM 090672106 13928 341950 SH SOLE 341557 0 393 BLACK KNIGHT INC COM 09215C105 4760 77963 SH SOLE 288 0 77675 BLACKBAUD INC COM 09227Q100 18863 208796 SH SOLE 208541 0 255 BLACKLINE INC COM 09239B109 15181 317524 SH SOLE 317156 0 368 BLACKSTONE GROUP INC COM CL A 09260D107 615 12610 SH SOLE 255 0 12355 BOEING CO COM 097023105 266 700 SH SOLE 700 0 0 BROADCOM INC COM 11135F101 331 1200 SH SOLE 1000 0 200 BROOKS AUTOMATION INC COM 114340102 3666 98998 SH SOLE 98877 0 121 BRUKER CORP COM 116794108 26734 608564 SH SOLE 607855 0 709 BUCKLE INC COM 118440106 14250 691746 SH SOLE 690912 0 834 BURLINGTON STORES INC COM 122017106 23675 118484 SH SOLE 95988 0 22496 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 9003 5290000 PRN SOLE 5290000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 4552 4615000 PRN SOLE 3503000 0 1112000 CARBONITE INC NOTE 2.500% 4/0 141337ab1 1903 2000000 PRN SOLE 2000000 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3998 4075000 PRN SOLE 3135000 0 940000 CARRIZO OIL & GAS INC COM 144577103 11724 1365618 SH SOLE 1364676 0 942 CBS CORP NEW CL B 124857202 2257 55915 SH SOLE 0 0 55915 CEMEX SAB DE CV SPON ADR NEW 151290889 39 10000 SH SOLE 10000 0 0 CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 4489 4492000 PRN SOLE 2751000 0 1741000 CENTENE CORP DEL COM 15135B101 12820 296350 SH SOLE 62569 0 233781 CENTERPOINT ENERGY INC COM 15189T107 1010 33450 SH SOLE 0 0 33450 CHANGE HEALTHCARE INC UNIT 99/99/9999 15912k209 1429 30000 SH SOLE 30000 0 0 CHARLES RIV LABS INTL INC COM 159864107 384 2900 SH SOLE 2900 0 0 CHEESECAKE FACTORY INC COM 163072101 12541 300891 SH SOLE 300547 0 344 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1396 1795000 PRN SOLE 1795000 0 0 CHEVRON CORP NEW COM 166764100 7981 67297 SH SOLE 44 0 67253 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 3151 3000000 PRN SOLE 3000000 0 0 CITIGROUP INC COM NEW 172967424 828 11985 SH SOLE 0 0 11985 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 5380 4871000 PRN SOLE 4871000 0 0 CLOVIS ONCOLOGY INC COM 189464100 71 18100 SH SOLE 18100 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3165 3636000 PRN SOLE 2847000 0 789000 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 139 330000 PRN SOLE 330000 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6503 6619000 PRN SOLE 6119000 0 500000 COLONY CAP INC NOTE 3.875% 1/1 19624rab2 7674 7752000 PRN SOLE 5724000 0 2028000 COLONY CAP INC NEW CL A COM 19626G108 118 19607 SH SOLE 9742 0 9865 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 1059 794000 PRN SOLE 794000 0 0 COMCAST CORP NEW CL A 20030N101 1769 39250 SH SOLE 0 0 39250 COMMERCIAL METALS CO COM 201723103 14405 828813 SH SOLE 827806 0 1007 COMPASS MINERALS INTL INC COM 20451N101 20172 357085 SH SOLE 356654 0 431 CONOCOPHILLIPS COM 20825C104 1067 18725 SH SOLE 0 0 18725 CONSOLIDATED EDISON INC COM 209115104 709 7500 SH SOLE 0 0 7500 CONSTELLATION BRANDS INC CL A 21036P108 4368 21074 SH SOLE 0 0 21074 CORELOGIC INC COM 21871D103 32592 704378 SH SOLE 703539 0 839 CORESITE RLTY CORP COM 21870Q105 17891 146828 SH SOLE 146649 0 179 CORNERSTONE ONDEMAND INC COM 21925Y103 24396 445022 SH SOLE 444503 0 519 COSTCO WHSL CORP NEW COM 22160K105 3504 12161 SH SOLE 46 0 12115 COTT CORP QUE COM 22163N106 16193 1298579 SH SOLE 1295554 0 3025 COUSINS PPTYS INC COM NEW 222795502 34203 909889 SH SOLE 908806 0 1083 COVETRUS INC COM 22304C100 7192 604879 SH SOLE 604166 0 713 CRACKER BARREL OLD CTRY STOR COM 22410J106 13049 80228 SH SOLE 80134 0 94 CREE INC NOTE 0.875% 9/0 225447ab7 2188 2000000 PRN SOLE 2000000 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 259 4450 SH SOLE 4450 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3423 2708 SH SOLE 2708 0 0 CSG SYS INTL INC COM 126349109 16498 319243 SH SOLE 318874 0 369 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 6107 5394000 PRN SOLE 4459000 0 935000 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 8394 8580000 PRN SOLE 6979000 0 1601000 CULLEN FROST BANKERS INC COM 229899109 22869 258265 SH SOLE 257893 0 372 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 1539 883000 PRN SOLE 883000 0 0 DANAHER CORPORATION COM 235851102 31602 218804 SH SOLE 24237 0 194567 DANAHER CORPORATION 4.75 MND CV PFD 235851300 5243 4550 SH SOLE 4550 0 0 DECKERS OUTDOOR CORP COM 243537107 18558 125937 SH SOLE 125850 0 87 DERMIRA INC COM 24983L104 74 11599 SH SOLE 11599 0 0 DERMIRA INC NOTE 3.000% 5/1 24983lab0 4533 5392000 PRN SOLE 5392000 0 0 DEXCOM INC NOTE 0.750% 5/1 252131af4 2807 1767000 PRN SOLE 1767000 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 202 1235 SH SOLE 0 0 1235 DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7158 7765000 PRN SOLE 7765000 0 0 DISNEY WALT CO COM DISNEY 254687106 13511 103677 SH SOLE 12609 0 91068 DOMINION ENERGY INC COM 25746U109 245 3020 SH SOLE 0 0 3020 DOMINOS PIZZA INC COM 25754A201 3620 14800 SH SOLE 0 0 14800 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 12322 12841000 PRN SOLE 10994000 0 1847000 EASTERLY GOVT PPTYS INC COM 27616P103 14389 675537 SH SOLE 508532 0 167005 EASTGROUP PPTY INC COM 277276101 29791 238288 SH SOLE 237995 0 293 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8843 8865000 PRN SOLE 7419000 0 1446000 ELECTRONIC ARTS INC COM 285512109 1056 10800 SH SOLE 0 0 10800 ELEMENT SOLUTIONS INC COM 28618M106 316 31000 SH SOLE 0 0 31000 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15 15000 PRN SOLE 15000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 7759 7927000 PRN SOLE 6250000 0 1677000 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1013 1000000 PRN SOLE 1000000 0 0 ENDOLOGIX INC COM NEW 29266S304 2379 599171 SH SOLE 598725 0 446 ENTERPRISE PRODS PARTNERS L COM 293792107 2296 80330 SH SOLE 0 0 80330 EPR PPTYS CONV PFD 9% SR E 26884U307 3082 79400 SH SOLE 0 0 79400 ETSY INC NOTE 3/0 29786aac0 2625 1559000 PRN SOLE 1559000 0 0 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 4681 5304000 PRN SOLE 4622000 0 682000 EVOLUS INC COM 30052C107 484 31000 SH SOLE 31000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 6210 4400000 PRN SOLE 4400000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063pab1 6158 5700000 PRN SOLE 5700000 0 0 EXXON MOBIL CORP COM 30231G102 1956 27701 SH SOLE 0 0 27701 EZCORP INC NOTE 2.375% 5/0 302301ae6 399 500000 PRN SOLE 500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301af3 1142 1200000 PRN SOLE 1200000 0 0 FACEBOOK INC CL A 30303M102 4900 27518 SH SOLE 493 0 27025 FEDEX CORP COM 31428X106 218 1500 SH SOLE 1500 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5482 123450 SH SOLE 0 0 123450 FIREEYE INC COM 31816Q101 187 14000 SH SOLE 14000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 4507 4581000 PRN SOLE 3087000 0 1494000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 4538 4800000 PRN SOLE 4242000 0 558000 FIREEYE INC NOTE 0.875% 6/0 31816qaf8 5511 5843000 PRN SOLE 5843000 0 0 FISERV INC COM 337738108 12371 119419 SH SOLE 27482 0 91937 FIVE9 INC NOTE 0.125% 5/0 338307ab7 2896 2000000 PRN SOLE 2000000 0 0 FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3208 3200000 PRN SOLE 3065000 0 135000 FORTIVE CORP COM 34959J108 12290 179257 SH SOLE 28430 0 150827 FORTIVE CORP 5% PFD CNV SER A 34959J207 4269 4733 SH SOLE 4733 0 0 FRANCO NEVADA CORP COM 351858105 12994 142545 SH SOLE 16271 0 126274 FULTON FINL CORP PA COM 360271100 23714 1465641 SH SOLE 1463883 0 1758 GDS HLDGS LTD NOTE 2.000% 6/0 36165lab4 3638 3500000 PRN SOLE 3500000 0 0 GENERAL ELECTRIC CO COM 369604103 152 17000 SH SOLE 17000 0 0 GENESEE & WYO INC CL A 371559105 16237 146926 SH SOLE 9951 0 136975 G-III APPAREL GROUP LTD COM 36237H101 17006 659911 SH SOLE 659104 0 807 GILEAD SCIENCES INC COM 375558103 231 3650 SH SOLE 0 0 3650 GOLDMAN SACHS GROUP INC COM 38141G104 340 1640 SH SOLE 0 0 1640 GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8142 8510000 PRN SOLE 8510000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 30801 333674 SH SOLE 333246 0 428 GUARDANT HEALTH INC COM 40131m109 367 5750 SH SOLE 5750 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 6733 5880000 PRN SOLE 5880000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3091 51000 SH SOLE 0 0 51000 HEALTHCARE SVCS GRP INC COM 421906108 19748 813024 SH SOLE 812098 0 926 HEICO CORP NEW CL A 422806208 36914 379340 SH SOLE 864 0 378476 HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 3266 3500000 PRN SOLE 3500000 0 0 HERCULES CAPITAL INC COM 427096508 525 39300 SH SOLE 39300 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 6613 6420000 PRN SOLE 5230000 0 1190000 HERON THERAPEUTICS INC COM 427746102 10005 540819 SH SOLE 540189 0 630 HMS HLDGS CORP COM 40425J101 35779 1038116 SH SOLE 1036913 0 1203 HOME DEPOT INC COM 437076102 1821 7849 SH SOLE 1467 0 6382 HONEYWELL INTL INC COM 438516106 4702 27789 SH SOLE 14 0 27775 HORACE MANN EDUCATORS CORP N COM 440327104 18036 389298 SH SOLE 388824 0 474 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6546 5603000 PRN SOLE 5603000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4640 2770000 PRN SOLE 2770000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1782 124912 SH SOLE 0 0 124912 IAC INTERACTIVECORP COM 44919P508 23412 107411 SH SOLE 7240 0 100171 IBERIABANK CORP COM 450828108 24675 326644 SH SOLE 326259 0 385 ICON PLC SHS G4705A100 37589 255115 SH SOLE 254814 0 301 IDACORP INC COM 451107106 52984 470257 SH SOLE 425015 0 45242 II VI INC NOTE 0.250% 9/0 902104ab4 3933 3800000 PRN SOLE 3263000 0 537000 ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3491 2615000 PRN SOLE 2615000 0 0 ILLUMINA INC NOTE 8/1 452327ak5 1114 1000000 PRN SOLE 1000000 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 1608 1071000 PRN SOLE 1071000 0 0 INFINERA CORPORATION COM 45667G103 599 110000 SH SOLE 110000 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 1483 1700000 PRN SOLE 1700000 0 0 INGEVITY CORP COM 45688C107 34681 408782 SH SOLE 365288 0 43494 INPHI CORP NOTE 1.125%12/0 45772fab3 3920 2500000 PRN SOLE 2500000 0 0 INPHI CORP NOTE 0.750% 9/0 45772fac1 6680 5365000 PRN SOLE 4035000 0 1330000 INSMED INC NOTE 1.750% 1/1 457669aa7 2982 3550000 PRN SOLE 3550000 0 0 INSULET CORP NOTE 1.375%11/1 45784pah4 3681 2000000 PRN SOLE 2000000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 14984 162390 SH SOLE 761 0 161629 INTERDIGITAL INC NOTE 1.500% 3/0 458660ad9 4711 4720000 PRN SOLE 3739000 0 981000 INTERNATIONAL BUSINESS MACHS COM 459200101 461 3172 SH SOLE 0 0 3172 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1525 32500 SH SOLE 32500 0 0 INTRICON CORP COM 46121H109 8263 425043 SH SOLE 424532 0 511 INTUIT COM 461202103 3358 12626 SH SOLE 3584 0 9042 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 5016 5000000 PRN SOLE 3706000 0 1294000 ISHARES TR RUSSELL 2000 ETF 464287655 378 2500 SH SOLE 2500 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 4413 3871000 PRN SOLE 3871000 0 0 JACOBS ENGR GROUP INC COM 469814107 283 3090 SH SOLE 0 0 3090 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 13817 13799000 PRN SOLE 12010000 0 1789000 JD COM INC SPON ADR CL A 47215P106 299 10595 SH SOLE 0 0 10595 JOHNSON & JOHNSON COM 478160104 10431 80624 SH SOLE 428 0 80196 JPMORGAN CHASE & CO COM 46625H100 22985 195302 SH SOLE 24676 0 170626 K12 INC COM 48273u102 18670 707186 SH SOLE 706709 0 477 KAMAN CORP NOTE 3.250% 5/0 483548af0 1143 1000000 PRN SOLE 1000000 0 0 KB HOME COM 48666K109 587 17269 SH SOLE 395 0 16874 KIMBERLY CLARK CORP COM 494368103 264 1856 SH SOLE 48 0 1808 KKR & CO INC CL A 48251W104 3350 124758 SH SOLE 0 0 124758 KNOWLES CORP NOTE 3.250%11/0 49926dab5 2590 2000000 PRN SOLE 2000000 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 313 1500 SH SOLE 1500 0 0 LAM RESEARCH CORP COM 512807108 312 1350 SH SOLE 1350 0 0 LENDINGTREE INC NEW COM 52603B107 310 1000 SH SOLE 1000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2434 1519000 PRN SOLE 1519000 0 0 LENNAR CORP CL A 526057104 630 11274 SH SOLE 2705 0 8569 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220kaf5 7420 8875000 PRN SOLE 8875000 0 0 LITTELFUSE INC COM 537008104 37668 212443 SH SOLE 163680 0 48763 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 3106 2635000 PRN SOLE 2635000 0 0 LKQ CORP COM 501889208 30774 978501 SH SOLE 977316 0 1185 LUMENTUM HLDGS INC COM 55024u109 402 7500 SH SOLE 7500 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5807 5001000 PRN SOLE 5001000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1674 42409 SH SOLE 11609 0 30800 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4747 5215000 PRN SOLE 5215000 0 0 MARATHON PETE CORP COM 56585A102 3980 65508 SH SOLE 135 0 65373 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164yab3 5019 5000000 PRN SOLE 3687000 0 1313000 MARTIN MARIETTA MATLS INC COM 573284106 624 2275 SH SOLE 0 0 2275 MASCO CORP COM 574599106 417 10000 SH SOLE 0 0 10000 MCDONALDS CORP COM 580135101 5544 25821 SH SOLE 0 0 25821 MEDICINES CO COM 584688105 375 7500 SH SOLE 7500 0 0 MEDICINES CO NOTE 2.500% 1/1 584688ae5 2047 1350000 PRN SOLE 1350000 0 0 MEDNAX INC COM 58502B106 18066 798653 SH SOLE 798089 0 564 MERCADOLIBRE INC NOTE 2.000% 8/1 58733rad4 4433 3000000 PRN SOLE 3000000 0 0 MGIC INVT CORP WIS COM 552848103 209 16600 SH SOLE 16600 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 11731 6166000 PRN SOLE 6166000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 11933 9250000 PRN SOLE 9250000 0 0 MICRON TECHNOLOGY INC COM 595112103 386 9000 SH SOLE 9000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3523 900000 PRN SOLE 900000 0 0 MICROSOFT CORP COM 594918104 7634 54910 SH SOLE 6303 0 48607 MOLINA HEALTHCARE INC COM 60855R100 208 1900 SH SOLE 1900 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 3260 1210000 PRN SOLE 1210000 0 0 MOMO INC NOTE 1.250% 7/0 60879bab3 2582 2850000 PRN SOLE 2850000 0 0 MONDELEZ INTL INC CL A 609207105 5697 102989 SH SOLE 521 0 102468 MONMOUTH REAL ESTATE INVT CO CL A 609720107 6497 450881 SH SOLE 1195 0 449686 MONRO INC COM 610236101 12230 154794 SH SOLE 154605 0 189 MSA SAFETY INC COM 553498106 13863 127053 SH SOLE 126910 0 143 MUELLER INDS INC COM 624756102 23448 817556 SH SOLE 816568 0 988 NANTHEALTH INC COM 630104107 29 41000 SH SOLE 41000 0 0 NATIONAL INSTRS CORP COM 636518102 13223 314910 SH SOLE 314552 0 358 NAVIENT CORPORATION COM 63938C108 860 67200 SH SOLE 0 0 67200 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 2884 2100000 PRN SOLE 2100000 0 0 NEVRO CORP NOTE 1.750% 6/0 64157faa1 6816 5994000 PRN SOLE 5498000 0 496000 NEW MTN FIN CORP COM 647551100 13875 1017987 SH SOLE 111993 0 905994 NEW MTN FIN CORP NOTE 5.750% 8/1 647551ac4 3139 3000000 PRN SOLE 3000000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829bab6 4738 5000000 PRN SOLE 5000000 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 4340 86366 SH SOLE 86366 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 763 750000 PRN SOLE 750000 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718ae8 2263 2000000 PRN SOLE 2000000 0 0 NEXTERA ENERGY INC COM 65339F101 9082 38980 SH SOLE 0 0 38980 NIC INC COM 62914b100 17232 834498 SH SOLE 833490 0 1008 NIKE INC CL B 654106103 4027 42875 SH SOLE 2600 0 40275 NORTHERN TR CORP COM 665859104 1306 14000 SH SOLE 0 0 14000 NORTHROP GRUMMAN CORP COM 666807102 4758 12695 SH SOLE 0 0 12695 NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 5728 800000 PRN SOLE 800000 0 0 NOVO-NORDISK A S ADR 670100205 4672 90375 SH SOLE 0 0 90375 NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 6482 6473000 PRN SOLE 4754000 0 1719000 NUTANIX INC NOTE 1/1 67059nab4 4629 4947000 PRN SOLE 4947000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704ag0 1182 1000000 PRN SOLE 1000000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 504 4620 SH SOLE 0 0 4620 OIL STS INTL INC COM 678026105 17564 1320623 SH SOLE 1319070 0 1553 OKTA INC NOTE 0.250% 2/1 679295ab1 684 325000 PRN SOLE 325000 0 0 OLD DOMINION FREIGHT 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INC CL A 98978V103 11285 90577 SH SOLE 11964 0 78613