0001085146-20-001447.txt : 20200513 0001085146-20-001447.hdr.sgml : 20200513 20200513114742 ACCESSION NUMBER: 0001085146-20-001447 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200513 DATE AS OF CHANGE: 20200513 EFFECTIVENESS DATE: 20200513 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: 20871731 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 03-31-2020 03-31-2020 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 05-04-2020 0 422 2828953 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 8X8 INC NEW NOTE 0.500% 2/0 282914ab6 2583 3000000 PRN SOLE 3000000 0 0 AARONS INC COM PAR $0.50 002535300 10153 445714 SH SOLE 445403 0 311 ABBOTT LABS COM 002824100 225 2850 SH SOLE 0 0 2850 ABBVIE INC COM 00287Y109 3482 45698 SH SOLE 2944 0 42754 ACADIA HEALTHCARE COMPANY IN COM 00404A109 15640 852299 SH SOLE 851754 0 545 ACI WORLDWIDE INC COM 004498101 21445 887993 SH SOLE 887411 0 582 ACTIVISION BLIZZARD INC COM 00507V109 554 9310 SH SOLE 0 0 9310 ADOBE INC COM 00724F101 4277 13440 SH SOLE 900 0 12540 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 4589 800000 PRN SOLE 800000 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 5094 3080000 PRN SOLE 3080000 0 0 AFLAC INC COM 001055102 325 9500 SH SOLE 0 0 9500 AIR PRODS & CHEMS INC COM 009158106 772 3870 SH SOLE 0 0 3870 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 863 1000000 PRN SOLE 1000000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971taj0 3635 3250000 PRN SOLE 3250000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2228 11455 SH SOLE 2915 0 8540 ALLEGHANY CORP DEL COM 017175100 276 500 SH SOLE 500 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 2414 2610000 PRN SOLE 2610000 0 0 ALLEGION PLC ORD SHS G0176J109 1586 17238 SH SOLE 6137 0 11101 ALLERGAN PLC SHS G0177J108 1345 7592 SH SOLE 5200 0 2392 ALLETE INC COM NEW 018522300 608 10022 SH SOLE 0 0 10022 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 7152 7298000 PRN SOLE 5430000 0 1868000 ALPHABET INC CAP STK CL C 02079K107 8661 7448 SH SOLE 275 0 7173 ALPHABET INC CAP STK CL A 02079K305 1391 1197 SH SOLE 0 0 1197 ALTAIR ENGR INC COM CL A 021369103 9869 372405 SH SOLE 372157 0 248 ALTAIR ENGR INC NOTE 0.250% 6/0 021369aa1 1768 2000000 PRN SOLE 2000000 0 0 ALTRA INDL MOTION CORP COM 02208R106 7569 432752 SH SOLE 432477 0 275 ALTRIA GROUP INC COM 02209S103 624 16140 SH SOLE 0 0 16140 AMARIN CORP PLC SPONS ADR NEW 023111206 54 13500 SH SOLE 13500 0 0 AMAZON COM INC COM 023135106 20347 10436 SH SOLE 1356 0 9080 AMERICAN ELEC PWR CO INC COM 025537101 269 3360 SH SOLE 2900 0 460 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 4800 98700 SH SOLE 98700 0 0 AMERICAN EXPRESS CO COM 025816109 312 3650 SH SOLE 3050 0 600 AMERICAN TOWER CORP NEW COM 03027X100 366 1683 SH SOLE 0 0 1683 AMERISAFE INC COM 03071H100 22994 356665 SH SOLE 356365 0 300 AMETEK INC COM 031100100 9085 126149 SH SOLE 24023 0 102126 AMPHENOL CORP NEW CL A 032095101 16536 226887 SH SOLE 17570 0 209317 ANCHIANO THERAPEUTICS LTD SPONSORED ADS 03280X102 291 369640 SH SOLE 369640 0 0 APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762uab1 1697 2438000 PRN SOLE 1418000 0 1020000 APPLE INC COM 037833100 35010 137676 SH SOLE 9378 0 128298 APPLIED INDL TECHNOLOGIES IN COM 03820C105 31073 679634 SH SOLE 679191 0 443 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823uab8 745 1000000 PRN SOLE 1000000 0 0 ARES CAPITAL CORP COM 04010L103 4002 371205 SH SOLE 69260 0 301945 ARES CAPITAL CORP NOTE 3.750% 2/0 04010lat0 6667 7326000 PRN SOLE 7326000 0 0 ARK ETF TR INNOVATION ETF 00214Q104 3789 86125 SH SOLE 0 0 86125 ARK ETF TR NEXT GNRTN INTER 00214Q401 1302 24700 SH SOLE 0 0 24700 ASSURANT INC 6.50% CONV PFD D 04621x207 2397 22721 SH SOLE 22721 0 0 AT&T INC COM 00206R102 2442 83784 SH SOLE 0 0 83784 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 8142 9207000 PRN SOLE 7524000 0 1683000 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2380 2900000 PRN SOLE 2900000 0 0 AVANTOR INC COM 05352A100 185 14838 SH SOLE 14838 0 0 AVANTOR INC 6.25 PFD CNV SR 05352A209 3026 65000 SH SOLE 65000 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351xab7 1193 1500000 PRN SOLE 1500000 0 0 BARNES GROUP INC COM 067806109 21145 505488 SH SOLE 505166 0 322 BECTON DICKINSON & CO COM 075887109 12693 55241 SH SOLE 9311 0 45930 BECTON DICKINSON & CO PFD SHS CONV A 075887208 7752 140716 SH SOLE 140716 0 0 BED BATH & BEYOND INC COM 075896100 120 28500 SH SOLE 28500 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 2176 8 SH SOLE 0 0 8 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9818 53702 SH SOLE 167 0 53535 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 7553 7121000 PRN SOLE 6161000 0 960000 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061gah4 2081 2000000 PRN SOLE 2000000 0 0 BIOTELEMETRY INC COM 090672106 14521 377060 SH SOLE 376815 0 245 BK OF AMERICA CORP COM 060505104 765 36050 SH SOLE 30050 0 6000 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 13468 10482 SH SOLE 5710 0 4772 BLACK KNIGHT INC COM 09215C105 4441 76485 SH SOLE 210 0 76275 BLACKBAUD INC COM 09227Q100 13171 237102 SH SOLE 236936 0 166 BLACKLINE INC COM 09239B109 11644 221325 SH SOLE 221161 0 164 BLACKSTONE MTG TR INC COM CL A 09257W100 186 10000 SH SOLE 10000 0 0 BOOKING HLDGS INC COM 09857L108 283 210 SH SOLE 210 0 0 BRICKELL BIOTECH INC COM 10802T105 1132 950905 SH SOLE 950905 0 0 BROADCOM INC COM 11135F101 1091 4600 SH SOLE 4400 0 200 BROADCOM INC 8% CNV PFD SER A 11135f200 9162 9600 SH SOLE 9600 0 0 BROOKS AUTOMATION INC NEW COM 114340102 9679 317329 SH SOLE 317114 0 215 BRUKER CORP COM 116794108 21683 604657 SH SOLE 604238 0 419 BUCKLE INC COM 118440106 10013 730350 SH SOLE 729881 0 469 BURLINGTON STORES INC COM 122017106 16947 106945 SH SOLE 82290 0 24655 CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 2259 2100000 PRN SOLE 2100000 0 0 CALAMP CORP NOTE 1.625% 5/1 128126ab5 4707 4743000 PRN SOLE 3503000 0 1240000 CARDTRONICS INC NOTE 1.000%12/0 14161hag3 3848 4019000 PRN SOLE 3135000 0 884000 CEMEX SAB DE CV SPON ADR NEW 151290889 101 47500 SH SOLE 47500 0 0 CENTENE CORP DEL COM 15135B101 20864 351181 SH SOLE 53937 0 297244 CENTERPOINT ENERGY INC COM 15189T107 478 30950 SH SOLE 0 0 30950 CHANGE HEALTHCARE INC UNIT 99/99/9999 15912k209 1483 35000 SH SOLE 35000 0 0 CHEESECAKE FACTORY INC COM 163072101 5857 342932 SH SOLE 342707 0 225 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1203 1795000 PRN SOLE 1795000 0 0 CHEVRON CORP NEW COM 166764100 1166 16090 SH SOLE 0 0 16090 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 2900 3000000 PRN SOLE 3000000 0 0 CITIGROUP INC COM NEW 172967424 378 8985 SH SOLE 0 0 8985 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 3417 4871000 PRN SOLE 4871000 0 0 CLOVIS ONCOLOGY INC COM 189464100 102 16000 SH SOLE 16000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3309 3636000 PRN SOLE 2847000 0 789000 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 206 330000 PRN SOLE 330000 0 0 COLONY CAP INC NOTE 5.000% 4/1 19624raa4 1695 2119000 PRN SOLE 1619000 0 500000 COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6366 7764000 PRN SOLE 5724000 0 2040000 COLONY CAP INC NEW CL A COM 19626G108 147 83908 SH SOLE 74043 0 9865 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 849 794000 PRN SOLE 794000 0 0 COMCAST CORP NEW CL A 20030N101 1384 40248 SH SOLE 0 0 40248 COMMERCIAL METALS CO COM 201723103 13841 876587 SH SOLE 876021 0 566 COMPASS MINERALS INTL INC COM 20451N101 12187 316798 SH SOLE 316580 0 218 CONMED CORP NOTE 2.625% 2/0 207410af8 3407 3650000 PRN SOLE 3650000 0 0 CONOCOPHILLIPS COM 20825C104 567 18424 SH SOLE 0 0 18424 CONSOLIDATED EDISON INC COM 209115104 585 7500 SH SOLE 0 0 7500 CONSTELLATION BRANDS INC CL A 21036P108 2096 14620 SH SOLE 2000 0 12620 CORELOGIC INC COM 21871D103 19736 646219 SH SOLE 645785 0 434 CORESITE RLTY CORP COM 21870Q105 16376 141292 SH SOLE 141191 0 101 CORNERSTONE ONDEMAND INC COM 21925Y103 10630 334811 SH SOLE 334592 0 219 COSTCO WHSL CORP NEW COM 22160K105 6497 22785 SH SOLE 50 0 22735 COUSINS PPTYS INC COM NEW 222795502 26650 910480 SH SOLE 909849 0 631 COVETRUS INC COM 22304C100 7452 915471 SH SOLE 914877 0 594 CRACKER BARREL OLD CTRY STOR COM 22410J106 7125 85616 SH SOLE 85563 0 53 CREE INC NOTE 0.875% 9/0 225447ab7 2794 3000000 PRN SOLE 3000000 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4933 3800 SH SOLE 3800 0 0 CSG SYS INTL INC COM 126349109 14407 344252 SH SOLE 344046 0 206 CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 5751 5394000 PRN SOLE 4459000 0 935000 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 10993 11246000 PRN SOLE 9059000 0 2187000 CULLEN FROST BANKERS INC COM 229899109 12014 215340 SH SOLE 215129 0 211 DANAHER CORPORATION COM 235851102 28835 208332 SH SOLE 25192 0 183140 DANAHER CORPORATION 4.75 MND CV PFD 235851300 7270 6900 SH SOLE 6900 0 0 DECKERS OUTDOOR CORP COM 243537107 8402 62698 SH SOLE 62652 0 46 DEXCOM INC NOTE 0.750%12/0 252131ah0 8675 5000000 PRN SOLE 5000000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470mab5 6299 7765000 PRN SOLE 7765000 0 0 DISNEY WALT CO COM DISNEY 254687106 5963 61728 SH SOLE 11655 0 50073 DOCUSIGN INC NOTE 0.500% 9/1 256163ab2 4774 3380000 PRN SOLE 3380000 0 0 DOMINOS PIZZA INC COM 25754A201 4893 15100 SH SOLE 0 0 15100 DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 8813 10188000 PRN SOLE 8341000 0 1847000 EASTERLY GOVT PPTYS INC COM 27616P103 18359 745075 SH SOLE 535319 0 209756 EASTGROUP PPTY INC COM 277276101 25121 240435 SH SOLE 240271 0 164 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 6885 6902000 PRN SOLE 5163000 0 1739000 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414h202 1376 31000 SH SOLE 31000 0 0 ELECTRONIC ARTS INC COM 285512109 811 8100 SH SOLE 0 0 8100 EMERGENT BIOSOLUTIONS INC COM 29089Q105 11607 200602 SH SOLE 200477 0 125 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 8285 9036000 PRN SOLE 6807000 0 2229000 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 901 1000000 PRN SOLE 1000000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 1149 80330 SH SOLE 0 0 80330 ENVESTNET INC NOTE 1.750% 6/0 29404kab2 3101 3025000 PRN SOLE 3025000 0 0 EPR PPTYS CONV PFD 9% SR E 26884U307 1665 79400 SH SOLE 0 0 79400 ETSY INC NOTE 3/0 29786aac0 8332 6599000 PRN SOLE 6599000 0 0 EVOLENT HEALTH INC CL A 30050B101 181 33397 SH SOLE 33397 0 0 EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 4618 5304000 PRN SOLE 4622000 0 682000 EVOLENT HEALTH INC NOTE 1.500%10/1 30050bad3 2070 3200000 PRN SOLE 3200000 0 0 EVOLUS INC COM 30052C107 158 38016 SH SOLE 38016 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 10084 9250000 PRN SOLE 9250000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063pac9 1578 2000000 PRN SOLE 2000000 0 0 EXXON MOBIL CORP COM 30231G102 629 16555 SH SOLE 0 0 16555 EZCORP INC NOTE 2.375% 5/0 302301ae6 370 500000 PRN SOLE 500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301af3 957 1200000 PRN SOLE 1200000 0 0 FACEBOOK INC CL A 30303M102 4708 28225 SH SOLE 1300 0 26925 FERRARI N V COM N3167Y103 282 1850 SH SOLE 1650 0 200 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3832 154000 SH SOLE 23700 0 130300 FIREEYE INC COM 31816Q101 127 12000 SH SOLE 12000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816qab7 7045 7097000 PRN SOLE 5158000 0 1939000 FIREEYE INC NOTE 1.625% 6/0 31816qad3 2439 2567000 PRN SOLE 2042000 0 525000 FIREEYE INC NOTE 0.875% 6/0 31816qaf8 6187 7343000 PRN SOLE 7343000 0 0 FIRST TR NASDAQ-100 TECH IND SHS 337345102 740 8750 SH SOLE 8750 0 0 FISERV INC COM 337738108 11136 117238 SH SOLE 24749 0 92489 FIVE9 INC NOTE 0.125% 5/0 338307ab7 3800 2000000 PRN SOLE 2000000 0 0 FORTIVE CORP COM 34959J108 10261 185915 SH SOLE 29368 0 156547 FORTIVE CORP 5% PFD CNV SER A 34959J207 3460 4733 SH SOLE 4733 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959jak4 13415 14400000 PRN SOLE 14400000 0 0 FRANCO NEVADA CORP COM 351858105 14512 145821 SH SOLE 18438 0 127383 FULTON FINL CORP PA COM 360271100 17771 1546637 SH SOLE 1545650 0 987 GDS HLDGS LTD NOTE 2.000% 6/0 36165lab4 4467 3500000 PRN SOLE 3500000 0 0 GENERAL ELECTRIC CO COM 369604103 91 11500 SH SOLE 11500 0 0 GILEAD SCIENCES INC COM 375558103 273 3650 SH SOLE 0 0 3650 GOLDMAN SACHS GROUP INC COM 38141G104 235 1520 SH SOLE 0 0 1520 GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 3364 4150000 PRN SOLE 4150000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 11258 254368 SH SOLE 254202 0 166 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 4099 4199000 PRN SOLE 4199000 0 0 HANGER INC COM NEW 41043F208 5815 373206 SH SOLE 372957 0 249 HARTFORD FINL SVCS GROUP INC COM 416515104 1357 38500 SH SOLE 0 0 38500 HEALTHCARE SVCS GROUP INC COM 421906108 23961 1002140 SH SOLE 1001485 0 655 HEICO CORP NEW CL A 422806208 23137 362088 SH SOLE 972 0 361116 HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 2820 3500000 PRN SOLE 3500000 0 0 HERCULES CAPITAL INC COM 427096508 370 48467 SH SOLE 48467 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 5834 6420000 PRN SOLE 5230000 0 1190000 HERON THERAPEUTICS INC COM 427746102 7869 670238 SH SOLE 669802 0 436 HMS HLDGS CORP COM 40425J101 24106 953930 SH SOLE 953292 0 638 HOME DEPOT INC COM 437076102 3954 21178 SH SOLE 176 0 21002 HORACE MANN EDUCATORS CORP N COM 440327104 15079 412113 SH SOLE 411846 0 267 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6593 5603000 PRN SOLE 5603000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573ab6 4941 3310000 PRN SOLE 3310000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 925 112713 SH SOLE 0 0 112713 I3 VERTICALS INC COM CL A 46571Y107 210 11000 SH SOLE 11000 0 0 IAA INC COM 449253103 7101 237013 SH SOLE 236863 0 150 IAC INTERACTIVECORP COM 44919P508 17943 100112 SH SOLE 5397 0 94715 IBERIABANK CORP COM 450828108 13427 371321 SH SOLE 371084 0 237 ICON PLC SHS G4705A100 35239 259110 SH SOLE 258930 0 180 IDACORP INC COM 451107106 40050 456206 SH SOLE 402210 0 53996 II VI INC NOTE 0.250% 9/0 902104ab4 9434 10248000 PRN SOLE 8473000 0 1775000 ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3201 2615000 PRN SOLE 2615000 0 0 ILLUMINA INC NOTE 8/1 452327ak5 970 1000000 PRN SOLE 1000000 0 0 INCYTE CORP NOTE 1.250%11/1 45337can2 1590 1071000 PRN SOLE 1071000 0 0 INFINERA CORP COM 45667G103 543 102500 SH SOLE 102500 0 0 INFINERA CORP NOTE 2.125% 9/0 45667gac7 1449 1700000 PRN SOLE 1700000 0 0 INGEVITY CORP COM 45688C107 16628 472387 SH SOLE 467679 0 4708 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773hab8 4427 3000000 PRN SOLE 2010000 0 990000 INPHI CORP NOTE 0.750% 9/0 45772fac1 8465 5695000 PRN SOLE 5220000 0 475000 INSMED INC NOTE 1.750% 1/1 457669aa7 3848 4550000 PRN SOLE 4550000 0 0 INSULET CORP NOTE 1.375%11/1 45784pah4 1843 1000000 PRN SOLE 1000000 0 0 INTEL CORP COM 458140100 219 4050 SH SOLE 4050 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 13555 167859 SH SOLE 1216 0 166643 INTERNATIONAL BUSINESS MACHS COM 459200101 535 4823 SH SOLE 1700 0 3123 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1254 32500 SH SOLE 32500 0 0 INTRICON CORP COM 46121H109 5303 450562 SH SOLE 450263 0 299 INTUIT COM 461202103 7393 32144 SH SOLE 6699 0 25445 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333xad0 4028 3800000 PRN SOLE 2847000 0 953000 ISHARES TR CORE S&P500 ETF 464287200 342 1323 SH SOLE 0 0 1323 ISHARES TR RUSSELL 2000 ETF 464287655 975 8520 SH SOLE 8520 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 14307 125000 SH Call SOLE 125000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 109023 952500 SH Put SOLE 952500 0 0 ISHARES TR CORE S&P SCP ETF 464287804 813 14486 SH SOLE 13496 0 990 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 4956 4871000 PRN SOLE 4871000 0 0 ISTAR INC NOTE 3.125% 9/1 45031ucb5 4761 4925000 PRN SOLE 3741000 0 1184000 JACOBS ENGR GROUP INC COM 469814107 221 2790 SH SOLE 0 0 2790 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 8405 8710000 PRN SOLE 7010000 0 1700000 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145ad3 2623 3000000 PRN SOLE 3000000 0 0 JD COM INC SPON ADR CL A 47215P106 423 10445 SH SOLE 0 0 10445 JOHNSON & JOHNSON COM 478160104 10573 80633 SH SOLE 175 0 80458 JPMORGAN CHASE & CO COM 46625H100 18013 200073 SH SOLE 28972 0 171101 JUNIPER NETWORKS INC COM 48203R104 412 21500 SH SOLE 21500 0 0 K12 INC COM 48273u102 14693 779074 SH SOLE 778589 0 485 KAMAN CORP NOTE 3.250% 5/0 483548af0 1895 2000000 PRN SOLE 2000000 0 0 KBR INC NOTE 2.500%11/0 48242wab2 2077 1965000 PRN SOLE 1965000 0 0 KKR & CO INC CL A 48251W104 3138 133718 SH SOLE 8500 0 125218 KLA CORPORATION COM NEW 482480100 446 3100 SH SOLE 3100 0 0 KNOWLES CORP NOTE 3.250%11/0 49926dab5 2075 2000000 PRN SOLE 2000000 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 414 2300 SH SOLE 2300 0 0 LAM RESEARCH CORP COM 512807108 324 1350 SH SOLE 1350 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2256 2019000 PRN SOLE 2019000 0 0 LENNAR CORP CL A 526057104 396 10364 SH SOLE 5080 0 5284 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229af9 3309 3500000 PRN SOLE 3500000 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220kaf5 7338 8875000 PRN SOLE 8875000 0 0 LITTELFUSE INC COM 537008104 26783 200742 SH SOLE 173157 0 27585 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 5651 5935000 PRN SOLE 5935000 0 0 LKQ CORP COM 501889208 19946 972513 SH SOLE 971847 0 666 LUCKIN COFFEE INC SPONSORED ADS 54951L109 218 8000 SH SOLE 8000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 7818 5751000 PRN SOLE 5751000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 992 39300 SH SOLE 14500 0 24800 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164yab3 5103 6400000 PRN SOLE 4720000 0 1680000 MASCO CORP COM 574599106 346 10000 SH SOLE 0 0 10000 MCDONALDS CORP COM 580135101 4911 29699 SH SOLE 3000 0 26699 MEDNAX INC COM 58502B106 8626 741043 SH SOLE 740527 0 516 MERCADOLIBRE INC NOTE 2.000% 8/1 58733rad4 3911 3000000 PRN SOLE 3000000 0 0 MGIC INVT CORP WIS COM 552848103 184 29000 SH SOLE 29000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 5211 3631000 PRN SOLE 3631000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 11646 11300000 PRN SOLE 11300000 0 0 MICRON TECHNOLOGY INC COM 595112103 231 5500 SH SOLE 5500 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3458 900000 PRN SOLE 900000 0 0 MICROSOFT CORP COM 594918104 15000 95110 SH SOLE 11312 0 83798 MOMO INC NOTE 1.250% 7/0 60879bab3 2275 2850000 PRN SOLE 2850000 0 0 MONDELEZ INTL INC CL A 609207105 5809 115988 SH SOLE 758 0 115230 MONMOUTH REAL ESTATE INVT CO CL A 609720107 4963 411857 SH SOLE 1452 0 410405 MONRO INC COM 610236101 7181 163901 SH SOLE 163795 0 106 MSA SAFETY INC COM 553498106 13051 128958 SH SOLE 128879 0 79 MUELLER INDS INC COM 624756102 20707 864946 SH SOLE 864388 0 558 NATIONAL INSTRS CORP COM 636518102 9872 298422 SH SOLE 298206 0 216 NAVIENT CORPORATION COM 63938C108 250 33000 SH SOLE 0 0 33000 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 5560 4350000 PRN SOLE 4350000 0 0 NEVRO CORP NOTE 1.750% 6/0 64157faa1 3604 3000000 PRN SOLE 3000000 0 0 NEW MTN FIN CORP COM 647551100 8271 1216280 SH SOLE 222254 0 994026 NEW MTN FIN CORP NOTE 5.750% 8/1 647551ac4 2507 3000000 PRN SOLE 3000000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829bab6 3651 4300000 PRN SOLE 4300000 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 3757 86366 SH SOLE 86366 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 66 42500 SH SOLE 42500 0 0 NEXTERA ENERGY INC COM 65339F101 8128 33780 SH SOLE 0 0 33780 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3270 75000 SH SOLE 75000 0 0 NIC INC COM 62914b100 22177 964214 SH SOLE 963575 0 639 NIKE INC CL B 654106103 2685 32450 SH SOLE 0 0 32450 NORTHERN TR CORP COM 665859104 981 13000 SH SOLE 0 0 13000 NORTHROP GRUMMAN CORP COM 666807102 4317 14270 SH SOLE 0 0 14270 NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 4126 550000 PRN SOLE 550000 0 0 NOVO-NORDISK A S ADR 670100205 5441 90375 SH SOLE 0 0 90375 NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 6751 6473000 PRN SOLE 4754000 0 1719000 NUTANIX INC NOTE 1/1 67059nab4 9648 11847000 PRN SOLE 10115000 0 1732000 NUVASIVE INC NOTE 2.250% 3/1 670704ag0 1176 1125000 PRN SOLE 1125000 0 0 NVIDIA CORP COM 67066G104 436 1653 SH SOLE 1650 0 3 NXP SEMICONDUCTORS N V COM N6596X109 574 6920 SH SOLE 2300 0 4620 OCWEN FINL CORP COM NEW 675746309 27 55000 SH SOLE 55000 0 0 OIL STS INTL INC COM 678026105 2936 1446400 SH SOLE 1445439 0 961 OKTA INC NOTE 0.250% 2/1 679295ab1 831 325000 PRN SOLE 325000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 5753 5764000 PRN SOLE 5199000 0 565000 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 998 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0 0 VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550ae5 3223 3000000 PRN SOLE 3000000 0 0 VISA INC COM CL A 92826C839 15757 97799 SH SOLE 10225 0 87574 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298ap3 2259 2500000 PRN SOLE 2500000 0 0 VISTRA ENERGY CORP COM 92840M102 492 30826 SH SOLE 30826 0 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857fab3 1989 2000000 PRN SOLE 2000000 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 20149 238024 SH SOLE 237871 0 153 WAYFAIR INC NOTE 0.375% 9/0 94419lab7 3546 4500000 PRN SOLE 4500000 0 0 WEIBO CORP NOTE 1.250%11/1 948596ac5 4008 4686000 PRN SOLE 3401000 0 1285000 WELLPOINT INC NOTE 2.750%10/1 94973vbg1 2482 782000 PRN SOLE 782000 0 0 WELLS FARGO CO NEW COM 949746101 301 10500 SH SOLE 10500 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 17647 13841 SH SOLE 7589 0 6252 WESTAMERICA BANCORPORATION COM 957090103 27411 466335 SH SOLE 466036 0 299 WESTERN ALLIANCE BANCORP COM 957638109 19998 653307 SH SOLE 652861 0 446 WESTERN ASSET MTG CAP CORP COM 95790D105 88 38500 SH SOLE 38500 0 0 WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 1398 3000000 PRN SOLE 3000000 0 0 WESTERN DIGITAL CORP. 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