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Palisade Capital Management

Filed: 6 Nov 19, 5:04pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AARONS INCCOM PAR $0.5000253530031,749494,068SH SOLE 493,4760592
ABBOTT LABSCOM0028241002382,850SH SOLE 002,850
ABBVIE INCCOM00287Y1092,48732,850SH SOLE 0032,850
ACADIA HEALTHCARE COMPANY INCOM00404A10924,515788,766SH SOLE 787,8530913
ACI WORLDWIDE INCCOM00449810135,1751,122,917SH SOLE 1,121,56001,357
ACTIVISION BLIZZARD INCCOM00507V1094939,310SH SOLE 009,310
ADOBE INCCOM00724F1013,46412,540SH SOLE 0012,540
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903bd85,7231,530,000PRN SOLE 1,530,00000
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800ab14,7522,380,000PRN SOLE 2,380,00000
AFLAC INCCOM00105510256510,800SH SOLE 0010,800
AIR PRODS & CHEMS INCCOM0091581068593,870SH SOLE 003,870
AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922rab19471,000,000PRN SOLE 1,000,00000
AK STL CORPNOTE 5.000%11/1001546ap54,3534,348,000PRN SOLE 3,434,0000914,000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971taj03,7263,250,000PRN SOLE 3,250,00000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021,84911,055SH SOLE 3,01508,040
ALIGN TECHNOLOGY INCCOM0162551014792,650SH SOLE 2,65000
ALLEGHENY TECHNOLOGIES INCNOTE 4.750% 7/001741rag74,0932,610,000PRN SOLE 2,610,00000
ALLEGION PUB LTD COORD SHSG0176J1093,08429,756SH SOLE 13,464016,292
ALLERGAN PLCSHSG0177J1081,1436,792SH SOLE 4,40002,392
ALLETE INCCOM NEW01852230087410,000SH SOLE 0010,000
ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988pad06,9186,973,000PRN SOLE 5,751,00001,222,000
ALPHABET INCCAP STK CL C02079K1078,6447,091SH SOLE 3207,059
ALPHABET INCCAP STK CL A02079K3051,4451,183SH SOLE 1201,171
ALTAIR ENGR INCCOM CL A0213691038,924257,771SH SOLE 257,4810290
ALTAIR ENGR INCNOTE 0.250% 6/0021369aa12,0292,000,000PRN SOLE 2,000,00000
ALTRA INDL MOTION CORPCOM02208R1061,55556,138SH SOLE 56,113025
ALTRIA GROUP INCCOM02209S1031,86545,590SH SOLE 0045,590
AMAZON COM INCCOM02313510618,34010,565SH SOLE 1,62108,944
AMERICAN AIRLS GROUP INCCOM02376R10274327,550SH SOLE 27,55000
AMERICAN ELEC PWR CO INCUNIT 03/15/20220255371271,65430,000SH SOLE 30,00000
AMERICAN TOWER CORP NEWCOM03027X1003721,683SH SOLE 001,683
AMERISAFE INCCOM03071H10022,332337,804SH SOLE 337,3250479
AMETEK INC NEWCOM03110010011,274122,787SH SOLE 22,819099,968
AMPHENOL CORP NEWCL A03209510123,900247,665SH SOLE 20,1980227,467
ANCHIANO THERAPEUTICS LTDSPONSORED ADS03280X102850369,640SH SOLE 369,64000
ANTHEM INCNOTE 2.750%10/194973vbg12,612782,000PRN SOLE 782,00000
APPLE INCCOM03783310031,084138,786SH SOLE 6,1440132,642
APPLIED INDL TECHNOLOGIES INCOM03820C10535,287621,242SH SOLE 620,5260716
APPLIED MATLS INCCOM0382221052665,321SH SOLE 5,32100
APTIV PLCSHSG6095L1092743,140SH SOLE 003,140
ARBOR RLTY TR INCNOTE 5.250% 7/0038923ah12,6642,487,000PRN SOLE 1,476,00001,011,000
ARES CAP CORPCOM04010L1035,381288,769SH SOLE 11,9240276,845
ARES CAP CORPNOTE 3.750% 2/004010lat07,6857,416,000PRN SOLE 5,488,00001,928,000
ARK ETF TRINNOVATION ETF00214Q10482819,300SH SOLE 0019,300
ARK ETF TRWEB X.O ETF00214Q40191518,800SH SOLE 0018,800
ASSURANT INC6.50% CONV PFD D04621x2072,84322,721SH SOLE 22,72100
AT&T INCCOM00206R1024,121108,898SH SOLE 00108,898
ATLAS AIR WORLDWIDE HLDGS INNOTE 2.250% 6/0049164bh88,2659,300,000PRN SOLE 7,524,00001,776,000
ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164bj42,4052,900,000PRN SOLE 2,900,00000
AVANTOR INCCOM05352A10020313,784SH SOLE 13,78400
AVANTOR INC6.25 PFD CNV SR05352A2093,47065,000SH SOLE 65,00000
AVAYA HLDGS CORPNOTE 2.250% 6/105351xab71,2771,500,000PRN SOLE 1,500,00000
B & G FOODS INC NEWCOM05508R10691748,500SH SOLE 0048,500
BANK AMER CORPCOM06050510474125,400SH SOLE 19,40006,000
BANK AMER CORP7.25%CNV PFD L06050568219,17612,827SH SOLE 5,71007,117
BARNES GROUP INCCOM06780610923,574457,386SH SOLE 456,8420544
BECTON DICKINSON & COCOM07588710911,66446,109SH SOLE 5,992040,117
BECTON DICKINSON & COPFD SHS CONV A07588720810,663172,145SH SOLE 172,14500
BERKSHIRE HATHAWAY INC DELCL B NEW0846707026,68932,154SH SOLE 91032,063
BIOMARIN PHARMACEUTICAL INCNOTE 1.500%10/109061gaf85,8965,721,000PRN SOLE 5,157,0000564,000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061gah41,9682,000,000PRN SOLE 2,000,00000
BIOTELEMETRY INCCOM09067210613,928341,950SH SOLE 341,5570393
BLACK KNIGHT INCCOM09215C1054,76077,963SH SOLE 288077,675
BLACKBAUD INCCOM09227Q10018,863208,796SH SOLE 208,5410255
BLACKLINE INCCOM09239B10915,181317,524SH SOLE 317,1560368
BLACKSTONE GROUP INCCOM CL A09260D10761512,610SH SOLE 255012,355
BOEING COCOM097023105266700SH SOLE 70000
BROADCOM INCCOM11135F1013311,200SH SOLE 1,0000200
BROOKS AUTOMATION INCCOM1143401023,66698,998SH SOLE 98,8770121
BRUKER CORPCOM11679410826,734608,564SH SOLE 607,8550709
BUCKLE INCCOM11844010614,250691,746SH SOLE 690,9120834
BURLINGTON STORES INCCOM12201710623,675118,484SH SOLE 95,988022,496
CAESARS ENTMT CORPNOTE 5.000%10/0127686aa19,0035,290,000PRN SOLE 5,290,00000
CALAMP CORPNOTE 1.625% 5/1128126ab54,5524,615,000PRN SOLE 3,503,00001,112,000
CARBONITE INCNOTE 2.500% 4/0141337ab11,9032,000,000PRN SOLE 2,000,00000
CARDTRONICS INCNOTE 1.000%12/014161hag33,9984,075,000PRN SOLE 3,135,0000940,000
CARRIZO OIL & GAS INCCOM14457710311,7241,365,618SH SOLE 1,364,6760942
CBS CORP NEWCL B1248572022,25755,915SH SOLE 0055,915
CEMEX SAB DE CVSPON ADR NEW1512908893910,000SH SOLE 10,00000
CEMEX SAB DE CVNOTE 3.720% 3/1151290bt94,4894,492,000PRN SOLE 2,751,00001,741,000
CENTENE CORP DELCOM15135B10112,820296,350SH SOLE 62,5690233,781
CENTERPOINT ENERGY INCCOM15189T1071,01033,450SH SOLE 0033,450
CHANGE HEALTHCARE INCUNIT 99/99/999915912k2091,42930,000SH SOLE 30,00000
CHARLES RIV LABS INTL INCCOM1598641073842,900SH SOLE 2,90000
CHEESECAKE FACTORY INCCOM16307210112,541300,891SH SOLE 300,5470344
CHENIERE ENERGY INCNOTE 4.250% 3/116411rag41,3961,795,000PRN SOLE 1,795,00000
CHEVRON CORP NEWCOM1667641007,98167,297SH SOLE 44067,253
CHINA LODGING GROUP LTDNOTE 0.375%11/016949nac33,1513,000,000PRN SOLE 3,000,00000
CITIGROUP INCCOM NEW17296742482811,985SH SOLE 0011,985
CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899aa95,3804,871,000PRN SOLE 4,871,00000
CLOVIS ONCOLOGY INCCOM1894641007118,100SH SOLE 18,10000
CLOVIS ONCOLOGY INCNOTE 2.500% 9/1189464ab63,1653,636,000PRN SOLE 2,847,0000789,000
CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464ac4139330,000PRN SOLE 330,00000
COLONY CAP INCNOTE 5.000% 4/119624raa46,5036,619,000PRN SOLE 6,119,0000500,000
COLONY CAP INCNOTE 3.875% 1/119624rab27,6747,752,000PRN SOLE 5,724,00002,028,000
COLONY CAP INC NEWCL A COM19626G10811819,607SH SOLE 9,74209,865
COLONY STARWOOD HOMESNOTE 3.500% 1/119625xab81,059794,000PRN SOLE 794,00000
COMCAST CORP NEWCL A20030N1011,76939,250SH SOLE 0039,250
COMMERCIAL METALS COCOM20172310314,405828,813SH SOLE 827,80601,007
COMPASS MINERALS INTL INCCOM20451N10120,172357,085SH SOLE 356,6540431
CONOCOPHILLIPSCOM20825C1041,06718,725SH SOLE 0018,725
CONSOLIDATED EDISON INCCOM2091151047097,500SH SOLE 007,500
CONSTELLATION BRANDS INCCL A21036P1084,36821,074SH SOLE 0021,074
CORELOGIC INCCOM21871D10332,592704,378SH SOLE 703,5390839
CORESITE RLTY CORPCOM21870Q10517,891146,828SH SOLE 146,6490179
CORNERSTONE ONDEMAND INCCOM21925Y10324,396445,022SH SOLE 444,5030519
COSTCO WHSL CORP NEWCOM22160K1053,50412,161SH SOLE 46012,115
COTT CORP QUECOM22163N10616,1931,298,579SH SOLE 1,295,55403,025
COUSINS PPTYS INCCOM NEW22279550234,203909,889SH SOLE 908,80601,083
COVETRUS INCCOM22304C1007,192604,879SH SOLE 604,1660713
CRACKER BARREL OLD CTRY STORCOM22410J10613,04980,228SH SOLE 80,134094
CREE INCNOTE 0.875% 9/0225447ab72,1882,000,000PRN SOLE 2,000,00000
CROWDSTRIKE HLDGS INCCL A22788C1052594,450SH SOLE 4,45000
CROWN CASTLE INTL CORP NEW6.875% CON PFD A22822V3093,4232,708SH SOLE 2,70800
CSG SYS INTL INCCOM12634910916,498319,243SH SOLE 318,8740369
CSG SYS INTL INCNOTE 4.250% 3/1126349af66,1075,394,000PRN SOLE 4,459,0000935,000
CTRIP COM INTL LTDNOTE 1.000% 7/022943faf78,3948,580,000PRN SOLE 6,979,00001,601,000
CULLEN FROST BANKERS INCCOM22989910922,869258,265SH SOLE 257,8930372
CYPRESS SEMICONDUCTOR CORPNOTE 4.500% 1/1232806am11,539883,000PRN SOLE 883,00000
DANAHER CORPORATIONCOM23585110231,602218,804SH SOLE 24,2370194,567
DANAHER CORPORATION4.75 MND CV PFD2358513005,2434,550SH SOLE 4,55000
DECKERS OUTDOOR CORPCOM24353710718,558125,937SH SOLE 125,850087
DERMIRA INCCOM24983L1047411,599SH SOLE 11,59900
DERMIRA INCNOTE 3.000% 5/124983lab04,5335,392,000PRN SOLE 5,392,00000
DEXCOM INCNOTE 0.750% 5/1252131af42,8071,767,000PRN SOLE 1,767,00000
DIAGEO P L CSPON ADR NEW25243Q2052021,235SH SOLE 001,235
DISH NETWORK CORPNOTE 3.375% 8/125470mab57,1587,765,000PRN SOLE 7,765,00000
DISNEY WALT COCOM DISNEY25468710613,511103,677SH SOLE 12,609091,068
DOMINION ENERGY INCCOM25746U1092453,020SH SOLE 003,020
DOMINOS PIZZA INCCOM25754A2013,62014,800SH SOLE 0014,800
DYCOM INDS INCNOTE 0.750% 9/1267475ab712,32212,841,000PRN SOLE 10,994,00001,847,000
EASTERLY GOVT PPTYS INCCOM27616P10314,389675,537SH SOLE 508,5320167,005
EASTGROUP PPTY INCCOM27727610129,791238,288SH SOLE 237,9950293
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875taa98,8438,865,000PRN SOLE 7,419,00001,446,000
ELECTRONIC ARTS INCCOM2855121091,05610,800SH SOLE 0010,800
ELEMENT SOLUTIONS INCCOM28618M10631631,000SH SOLE 0031,000
ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF91515,000PRN SOLE 15,00000
ENCORE CAP GROUP INCNOTE 2.875% 3/1292554ah57,7597,927,000PRN SOLE 6,250,00001,677,000
ENCORE CAP GROUP INCNOTE 3.250% 3/1292554ak81,0131,000,000PRN SOLE 1,000,00000
ENDOLOGIX INCCOM NEW29266S3042,379599,171SH SOLE 598,7250446
ENTERPRISE PRODS PARTNERS LCOM2937921072,29680,330SH SOLE 0080,330
EPR PPTYSCONV PFD 9% SR E26884U3073,08279,400SH SOLE 0079,400
ETSY INCNOTE 3/029786aac02,6251,559,000PRN SOLE 1,559,00000
EVOLENT HEALTH INCNOTE 2.000%12/030050bab74,6815,304,000PRN SOLE 4,622,0000682,000
EVOLUS INCCOM30052C10748431,000SH SOLE 31,00000
EXACT SCIENCES CORPNOTE 1.000% 1/130063paa36,2104,400,000PRN SOLE 4,400,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063pab16,1585,700,000PRN SOLE 5,700,00000
EXXON MOBIL CORPCOM30231G1021,95627,701SH SOLE 0027,701
EZCORP INCNOTE 2.375% 5/0302301ae6399500,000PRN SOLE 500,00000
EZCORP INCNOTE 2.875% 7/0302301af31,1421,200,000PRN SOLE 1,200,00000
FACEBOOK INCCL A30303M1024,90027,518SH SOLE 493027,025
FEDEX CORPCOM31428X1062181,500SH SOLE 1,50000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035,482123,450SH SOLE 00123,450
FIREEYE INCCOM31816Q10118714,000SH SOLE 14,00000
FIREEYE INCNOTE 1.000% 6/031816qab74,5074,581,000PRN SOLE 3,087,00001,494,000
FIREEYE INCNOTE 1.625% 6/031816qad34,5384,800,000PRN SOLE 4,242,0000558,000
FIREEYE INCNOTE 0.875% 6/031816qaf85,5115,843,000PRN SOLE 5,843,00000
FISERV INCCOM33773810812,371119,419SH SOLE 27,482091,937
FIVE9 INCNOTE 0.125% 5/0338307ab72,8962,000,000PRN SOLE 2,000,00000
FORESTAR GROUP INCNOTE 3.750% 3/0346232ab73,2083,200,000PRN SOLE 3,065,0000135,000
FORTIVE CORPCOM34959J10812,290179,257SH SOLE 28,4300150,827
FORTIVE CORP5% PFD CNV SER A34959J2074,2694,733SH SOLE 4,73300
FRANCO NEVADA CORPCOM35185810512,994142,545SH SOLE 16,2710126,274
FULTON FINL CORP PACOM36027110023,7141,465,641SH SOLE 1,463,88301,758
GDS HLDGS LTDNOTE 2.000% 6/036165lab43,6383,500,000PRN SOLE 3,500,00000
GENERAL ELECTRIC COCOM36960410315217,000SH SOLE 17,00000
GENESEE & WYO INCCL A37155910516,237146,926SH SOLE 9,9510136,975
G-III APPAREL GROUP LTDCOM36237H10117,006659,911SH SOLE 659,1040807
GILEAD SCIENCES INCCOM3755581032313,650SH SOLE 003,650
GOLDMAN SACHS GROUP INCCOM38141G1043401,640SH SOLE 001,640
GREENBRIER COS INCNOTE 2.875% 2/0393657ak78,1428,510,000PRN SOLE 8,510,00000
GROUP 1 AUTOMOTIVE INCCOM39890510930,801333,674SH SOLE 333,2460428
GUARDANT HEALTH INCCOM40131m1093675,750SH SOLE 5,75000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171vaa86,7335,880,000PRN SOLE 5,880,00000
HARTFORD FINL SVCS GROUP INCCOM4165151043,09151,000SH SOLE 0051,000
HEALTHCARE SVCS GRP INCCOM42190610819,748813,024SH SOLE 812,0980926
HEICO CORP NEWCL A42280620836,914379,340SH SOLE 8640378,476
HERBALIFE LTDNOTE 2.625% 3/142703mad53,2663,500,000PRN SOLE 3,500,00000
HERCULES CAPITAL INCCOM42709650852539,300SH SOLE 39,30000
HERCULES CAPITAL INCDBCV 4.375% 2/0427096af96,6136,420,000PRN SOLE 5,230,00001,190,000
HERON THERAPEUTICS INCCOM42774610210,005540,819SH SOLE 540,1890630
HMS HLDGS CORPCOM40425J10135,7791,038,116SH SOLE 1,036,91301,203
HOME DEPOT INCCOM4370761021,8217,849SH SOLE 1,46706,382
HONEYWELL INTL INCCOM4385161064,70227,789SH SOLE 14027,775
HORACE MANN EDUCATORS CORP NCOM44032710418,036389,298SH SOLE 388,8240474
HORIZON PHARMA INVT LTDNOTE 2.500% 3/144052tab76,5465,603,000PRN SOLE 5,603,00000
HUBSPOT INCNOTE 0.250% 6/0443573ab64,6402,770,000PRN SOLE 2,770,00000
HUNTINGTON BANCSHARES INCCOM4461501041,782124,912SH SOLE 00124,912
IAC INTERACTIVECORPCOM44919P50823,412107,411SH SOLE 7,2400100,171
IBERIABANK CORPCOM45082810824,675326,644SH SOLE 326,2590385
ICON PLCSHSG4705A10037,589255,115SH SOLE 254,8140301
IDACORP INCCOM45110710652,984470,257SH SOLE 425,015045,242
II VI INCNOTE 0.250% 9/0902104ab43,9333,800,000PRN SOLE 3,263,0000537,000
ILLUMINA INCNOTE 0.500% 6/1452327ah23,4912,615,000PRN SOLE 2,615,00000
ILLUMINA INCNOTE 8/1452327ak51,1141,000,000PRN SOLE 1,000,00000
INCYTE CORPNOTE 1.250%11/145337can21,6081,071,000PRN SOLE 1,071,00000
INFINERA CORPORATIONCOM45667G103599110,000SH SOLE 110,00000
INFINERA CORPORATIONNOTE 2.125% 9/045667gac71,4831,700,000PRN SOLE 1,700,00000
INGEVITY CORPCOM45688C10734,681408,782SH SOLE 365,288043,494
INPHI CORPNOTE 1.125%12/045772fab33,9202,500,000PRN SOLE 2,500,00000
INPHI CORPNOTE 0.750% 9/045772fac16,6805,365,000PRN SOLE 4,035,00001,330,000
INSMED INCNOTE 1.750% 1/1457669aa72,9823,550,000PRN SOLE 3,550,00000
INSULET CORPNOTE 1.375%11/145784pah43,6812,000,000PRN SOLE 2,000,00000
INTERCONTINENTAL EXCHANGE INCOM45866F10414,984162,390SH SOLE 7610161,629
INTERDIGITAL INCNOTE 1.500% 3/0458660ad94,7114,720,000PRN SOLE 3,739,0000981,000
INTERNATIONAL BUSINESS MACHSCOM4592001014613,172SH SOLE 003,172
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063091,52532,500SH SOLE 32,50000
INTRICON CORPCOM46121H1098,263425,043SH SOLE 424,5320511
INTUITCOM4612021033,35812,626SH SOLE 3,58409,042
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333xad05,0165,000,000PRN SOLE 3,706,00001,294,000
ISHARES TRRUSSELL 2000 ETF4642876553782,500SH SOLE 2,50000
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337aj34,4133,871,000PRN SOLE 3,871,00000
JACOBS ENGR GROUP INCCOM4698141072833,090SH SOLE 003,090
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145ab713,81713,799,000PRN SOLE 12,010,00001,789,000
JD COM INCSPON ADR CL A47215P10629910,595SH SOLE 0010,595
JOHNSON & JOHNSONCOM47816010410,43180,624SH SOLE 428080,196
JPMORGAN CHASE & COCOM46625H10022,985195,302SH SOLE 24,6760170,626
K12 INCCOM48273u10218,670707,186SH SOLE 706,7090477
KAMAN CORPNOTE 3.250% 5/0483548af01,1431,000,000PRN SOLE 1,000,00000
KB HOMECOM48666K10958717,269SH SOLE 395016,874
KIMBERLY CLARK CORPCOM4943681032641,856SH SOLE 4801,808
KKR & CO INCCL A48251W1043,350124,758SH SOLE 00124,758
KNOWLES CORPNOTE 3.250%11/049926dab52,5902,000,000PRN SOLE 2,000,00000
L3HARRIS TECHNOLOGIES INCCOM5024311093131,500SH SOLE 1,50000
LAM RESEARCH CORPCOM5128071083121,350SH SOLE 1,35000
LENDINGTREE INC NEWCOM52603B1073101,000SH SOLE 1,00000
LENDINGTREE INC NEWNOTE 0.625% 6/052603baa52,4341,519,000PRN SOLE 1,519,00000
LENNAR CORPCL A52605710463011,274SH SOLE 2,70508,569
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220kaf57,4208,875,000PRN SOLE 8,875,00000
LITTELFUSE INCCOM53700810437,668212,443SH SOLE 163,680048,763
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034aq23,1062,635,000PRN SOLE 2,635,00000
LKQ CORPCOM50188920830,774978,501SH SOLE 977,31601,185
LUMENTUM HLDGS INCCOM55024u1094027,500SH SOLE 7,50000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024uab55,8075,001,000PRN SOLE 5,001,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B1051,67442,409SH SOLE 11,609030,800
MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608bab14,7475,215,000PRN SOLE 5,215,00000
MARATHON PETE CORPCOM56585A1023,98065,508SH SOLE 135065,373
MARRIOTT VACTINS WORLDWID CONOTE 1.500% 9/157164yab35,0195,000,000PRN SOLE 3,687,00001,313,000
MARTIN MARIETTA MATLS INCCOM5732841066242,275SH SOLE 002,275
MASCO CORPCOM57459910641710,000SH SOLE 0010,000
MCDONALDS CORPCOM5801351015,54425,821SH SOLE 0025,821
MEDICINES COCOM5846881053757,500SH SOLE 7,50000
MEDICINES CONOTE 2.500% 1/1584688ae52,0471,350,000PRN SOLE 1,350,00000
MEDNAX INCCOM58502B10618,066798,653SH SOLE 798,0890564
MERCADOLIBRE INCNOTE 2.000% 8/158733rad44,4333,000,000PRN SOLE 3,000,00000
MGIC INVT CORP WISCOM55284810320916,600SH SOLE 16,60000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017ad611,7316,166,000PRN SOLE 6,166,00000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017af111,9339,250,000PRN SOLE 9,250,00000
MICRON TECHNOLOGY INCCOM5951121033869,000SH SOLE 9,00000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112av53,523900,000PRN SOLE 900,00000
MICROSOFT CORPCOM5949181047,63454,910SH SOLE 6,303048,607
MOLINA HEALTHCARE INCCOM60855R1002081,900SH SOLE 1,90000
MOLINA HEALTHCARE INCNOTE 1.125% 1/160855rac43,2601,210,000PRN SOLE 1,210,00000
MOMO INCNOTE 1.250% 7/060879bab32,5822,850,000PRN SOLE 2,850,00000
MONDELEZ INTL INCCL A6092071055,697102,989SH SOLE 5210102,468
MONMOUTH REAL ESTATE INVT COCL A6097201076,497450,881SH SOLE 1,1950449,686
MONRO INCCOM61023610112,230154,794SH SOLE 154,6050189
MSA SAFETY INCCOM55349810613,863127,053SH SOLE 126,9100143
MUELLER INDS INCCOM62475610223,448817,556SH SOLE 816,5680988
NANTHEALTH INCCOM6301041072941,000SH SOLE 41,00000
NATIONAL INSTRS CORPCOM63651810213,223314,910SH SOLE 314,5520358
NAVIENT CORPORATIONCOM63938C10886067,200SH SOLE 0067,200
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125cad12,8842,100,000PRN SOLE 2,100,00000
NEVRO CORPNOTE 1.750% 6/064157faa16,8165,994,000PRN SOLE 5,498,0000496,000
NEW MTN FIN CORPCOM64755110013,8751,017,987SH SOLE 111,9930905,994
NEW MTN FIN CORPNOTE 5.750% 8/1647551ac43,1393,000,000PRN SOLE 3,000,00000
NEW RELIC INCNOTE 0.500% 5/064829bab64,7385,000,000PRN SOLE 5,000,00000
NEW YORK CMNTY CAP TR VUNIT 11/01/205164944p3074,34086,366SH SOLE 86,36600
NEW YORK MTG TR INCNOTE 6.250% 1/1649604ad7763750,000PRN SOLE 750,00000
NEWPARK RES INCNOTE 4.000%12/0651718ae82,2632,000,000PRN SOLE 2,000,00000
NEXTERA ENERGY INCCOM65339F1019,08238,980SH SOLE 0038,980
NIC INCCOM62914b10017,232834,498SH SOLE 833,49001,008
NIKE INCCL B6541061034,02742,875SH SOLE 2,600040,275
NORTHERN TR CORPCOM6658591041,30614,000SH SOLE 0014,000
NORTHROP GRUMMAN CORPCOM6668071024,75812,695SH SOLE 0012,695
NOVELLUS SYS INCNOTE 2.625% 5/1670008ad35,728800,000PRN SOLE 800,00000
NOVO-NORDISK A SADR6701002054,67290,375SH SOLE 0090,375
NUANCE COMMUNICATIONS INCDEBT 1.500%11/067020yag56,4826,473,000PRN SOLE 4,754,00001,719,000
NUTANIX INCNOTE 1/167059nab44,6294,947,000PRN SOLE 4,947,00000
NUVASIVE INCNOTE 2.250% 3/1670704ag01,1821,000,000PRN SOLE 1,000,00000
NXP SEMICONDUCTORS N VCOMN6596X1095044,620SH SOLE 004,620
OIL STS INTL INCCOM67802610517,5641,320,623SH SOLE 1,319,07001,553
OKTA INCNOTE 0.250% 2/1679295ab1684325,000PRN SOLE 325,00000
OLD DOMINION FREIGHT LINE INCOM67958010020,638121,422SH SOLE 121,2690153
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189ak13,9573,364,000PRN SOLE 3,364,00000
ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189ap01,2091,000,000PRN SOLE 1,000,00000
OSI SYSTEMS INCNOTE 1.250% 9/0671044ad72,8002,500,000PRN SOLE 2,500,00000
PACIRA BIOSCIENCESNOTE 2.375% 4/0695127ad29,6549,685,000PRN SOLE 7,993,00001,692,000
PALATIN TECHNOLOGIES INCCOM PAR $ .016960774031719,010SH SOLE 0019,010
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435ad76,5496,200,000PRN SOLE 6,200,00000
PARATEK PHARMACEUTICALS INCNOTE 4.750% 5/0699374ab02,7123,750,000PRN SOLE 3,750,00000
PATRICK INDS INCDBCV 1.000% 2/0703343ab91,8042,000,000PRN SOLE 2,000,00000
PAYLOCITY HLDG CORPCOM70438V1065,58857,264SH SOLE 57,198066
PAYPAL HLDGS INCCOM70450Y1036676,439SH SOLE 5,43901,000
PEPSICO INCCOM7134481085,52340,288SH SOLE 257040,031
PERFORMANCE FOOD GROUP COCOM71377A10326,463575,163SH SOLE 574,4660697
PFIZER INCCOM71708110374720,802SH SOLE 0020,802
PHILIP MORRIS INTL INCCOM7181721092,84437,450SH SOLE 0037,450
PLANTRONICS INC NEWCOM7274931088,316222,823SH SOLE 222,5670256
POLYONE CORPCOM73179P10629,673908,834SH SOLE 907,72301,111
PORTFOLIO RECOVERY ASSOCS INNOTE 3.000% 8/073640qab19,2959,351,000PRN SOLE 7,808,00001,543,000
PRA GROUP INCNOTE 3.500% 6/069354nab23,8263,775,000PRN SOLE 3,775,00000
PRESTIGE CONSMR HEALTHCARE ICOM74112D10114,176408,646SH SOLE 408,1210525
PRICELINE GRP INCNOTE 0.350% 6/1741503as56,4304,300,000PRN SOLE 4,300,00000
PROCTER & GAMBLE COCOM7427181091,46711,791SH SOLE 168011,623
PROSPERITY BANCSHARES INCCOM74360610526,308372,480SH SOLE 372,0390441
PTC THERAPEUTICS INCNOTE 3.000% 8/169366jab72,3812,300,000PRN SOLE 1,767,0000533,000
PUBLIC SVC ENTERPRISE GRP INCOM7445731062303,700SH SOLE 003,700
PURE STORAGE INCNOTE 0.125% 4/174624mab86,6706,775,000PRN SOLE 6,775,00000
QUAKER CHEM CORPCOM74731610722,929144,994SH SOLE 143,12201,872
QUALCOMM INCCOM7475251034,19254,950SH SOLE 100054,850
RADIUS HEALTH INCNOTE 3.000% 9/0750469aa63,6814,000,000PRN SOLE 4,000,00000
RAMBUS INC DELNOTE 1.375% 2/0750917ag13,7903,811,000PRN SOLE 3,811,00000
RAPID7 INCNOTE 1.250% 8/0753422ab01,3011,000,000PRN SOLE 1,000,00000
RAYMOND JAMES FINANCIAL INCCOM75473010936,399441,422SH SOLE 315,4600125,962
RAYTHEON COCOM NEW7551115072,01310,260SH SOLE 0010,260
REALPAGE INCCOM75606N10922,968365,386SH SOLE 325,361040,025
REALPAGE INCNOTE 1.500%11/175606nab54,0412,556,000PRN SOLE 2,556,00000
REDFIN CORPNOTE 1.750% 7/175737faa63,1563,420,000PRN SOLE 3,420,00000
REDWOOD TR INCNOTE 4.750% 8/1758075ac92,0002,000,000PRN SOLE 2,000,00000
RENASANT CORPCOM75970E10734,167975,931SH SOLE 974,74601,185
REPLIGEN CORPCOM75991610930,696400,262SH SOLE 399,9750287
REPLIGEN CORPNOTE 0.375% 7/1759916ab52,4782,500,000PRN SOLE 2,500,00000
RESOURCES CONNECTION INCCOM76122q10522,3121,313,267SH SOLE 1,311,66001,607
RETROPHIN INCCOM76129910615613,502SH SOLE 13,50200
RETROPHIN INCNOTE 2.500% 9/1761299ab21,3031,700,000PRN SOLE 1,700,00000
RHNOTE 6/174967xaa13,6823,401,000PRN SOLE 3,401,00000
RINGCENTRAL INCNOTE 3/176680rad92,1861,350,000PRN SOLE 1,350,00000
RITCHIE BROS AUCTIONEERSCOM76774410526,570665,921SH SOLE 665,1140807
RLI CORPCOM74960710731,396337,919SH SOLE 288,980048,939
RLJ LODGING TRCOM74965L10121,4381,261,795SH SOLE 1,260,24601,549
ROPER TECHNOLOGIES INCCOM7766961066,34017,780SH SOLE 6,220011,560
ROVI CORPNOTE 0.500% 3/0779376ad44,9695,045,000PRN SOLE 3,581,00001,464,000
RTI INTL METALS INCNOTE 1.625%10/174973wab35,0065,006,000PRN SOLE 3,597,00001,409,000
RUDOLPH TECHNOLOGIES INCCOM78127010312,857487,728SH SOLE 487,1590569
RWT HLDGS INCNOTE 5.625%11/1749772ab52,3612,349,000PRN SOLE 1,257,00001,092,000
SALESFORCE COM INCCOM79466L3022891,950SH SOLE 1,95000
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607ab64,1443,135,000PRN SOLE 3,135,00000
SEACOR HOLDINGS INCNOTE 3.000%11/181170yab5248250,000PRN SOLE 00250,000
SEACOR HOLDINGS INCNOTE 2.500%12/1811904am35,0725,140,000PRN SOLE 4,120,00001,020,000
SEACOR HOLDINGS INCNOTE 3.250% 5/1811904an18,1178,641,000PRN SOLE 8,641,00000
SEMPRA ENERGY6% PFD CONV A8168514064,11534,840SH SOLE 34,84000
SEMTECH CORPCOM81685010127,497565,661SH SOLE 564,9860675
SENSEONICS HLDGS INCCOM81727U1052525,000SH SOLE 25,00000
SENSIENT TECHNOLOGIES CORPCOM81725T10013,293193,633SH SOLE 193,4070226
SERVICENOW INCNOTE 6/081762pac63,3381,737,000PRN SOLE 1,737,00000
SHERWIN WILLIAMS COCOM8243481062,1994,000SH SOLE 004,000
SHIP FINANCE INTERNATIONAL LNOTE 5.750%10/1g81075af33,1203,000,000PRN SOLE 3,000,00000
SILICON LABORATORIES INCNOTE 1.375% 3/0826919ab84,9053,750,000PRN SOLE 3,750,00000
SILVER STD RES INCNOTE 2.875% 2/082823lac02,4142,332,000PRN SOLE 1,851,0000481,000
SIMON PPTY GROUP INC NEWCOM8288061095,05932,501SH SOLE 34032,467
SM ENERGY COCOM78454L10014,0741,452,457SH SOLE 1,450,74601,711
SMILEDIRECTCLUB INCCL A COM83192H10613910,000SH SOLE 10,00000
SOUTHWEST AIRLS COCOM84474110865012,043SH SOLE 12,04300
SPDR S&P 500 ETF TRTR UNIT78462F1035191,750SH SOLE 75001,000
SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860wab87,6657,463,000PRN SOLE 5,539,00001,924,000
SPLUNK INCNOTE 0.500% 9/1848637ac88,0567,488,000PRN SOLE 7,488,00000
SPLUNK INCNOTE 1.125% 9/1848637ad62,7412,500,000PRN SOLE 2,500,00000
SQUARE INCCL A8522341032,83245,715SH SOLE 0045,715
SQUARE INCNOTE 0.500% 5/1852234ad59,1548,230,000PRN SOLE 8,230,00000
SS&C TECHNOLOGIES HLDGS INCCOM78467J1001,90136,862SH SOLE 34,48302,379
STANDARD MTR PRODS INCCOM85366610513,117270,167SH SOLE 269,8480319
STARBUCKS CORPCOM8552441097758,770SH SOLE 12608,644
SUNPOWER CORPDBCV 4.000% 1/1867652al3278300,000PRN SOLE 00300,000
SYNAPTICS INCCOM87157D10959915,000SH SOLE 15,00000
SYNAPTICS INCNOTE 0.500% 6/187157dad18,0538,640,000PRN SOLE 7,448,00001,192,000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10323142,800SH SOLE 42,80000
SYNEOS HEALTH INCCL A87166B10231,185586,067SH SOLE 585,3720695
TEAM INCNOTE 5.000% 8/0878155ae01,5281,380,000PRN SOLE 1,380,00000
TELADOC HEALTH INCNOTE 3.000%12/187918aab14,1102,393,000PRN SOLE 2,393,00000
TELADOC HEALTH INCNOTE 1.375% 5/187918AAC95,9844,000,000PRN SOLE 4,000,00000
TELEDYNE TECHNOLOGIES INCCOM87936010535,951111,654SH SOLE 111,5130141
TERADYNE INCNOTE 1.250%12/1880770ag75,1772,720,000PRN SOLE 2,720,00000
TEXAS INSTRS INCCOM8825081043,77729,225SH SOLE 0029,225
TEXAS ROADHOUSE INCCOM88268110915,554296,149SH SOLE 295,7920357
THERMO FISHER SCIENTIFIC INCCOM8835561021,1944,100SH SOLE 004,100
TIVO CORPCOM88870P10619025,000SH SOLE 25,00000
TPG SPECIALTY LENDING INCNOTE 4.500%12/187265kab85,5155,474,000PRN SOLE 4,002,00001,472,000
TRANSDIGM GROUP INCCOM8936411005211,000SH SOLE 001,000
TRUPANION INCCOM8982021066,148241,868SH SOLE 241,5740294
TTM TECHNOLOGIES INCNOTE 1.750%12/187305rad15,3384,000,000PRN SOLE 4,000,00000
TUTOR PERINI CORPNOTE 2.875% 6/1901109ad09,50810,002,000PRN SOLE 8,575,00001,427,000
TWILIO INCNOTE 0.250% 6/090138fab83,4702,076,000PRN SOLE 2,076,00000
TWITTER INCNOTE 1.000% 9/190184lad42,3922,430,000PRN SOLE 1,932,0000498,000
TWITTER INCNOTE 0.250% 6/190184laf94,9374,647,000PRN SOLE 4,647,00000
ULTA BEAUTY INCCOM90384S3038263,296SH SOLE 3,29600
UMH PPTYS INCCOM90300210323917,000SH SOLE 0017,000
UNION PACIFIC CORPCOM9078181088,30151,250SH SOLE 0051,250
UNITED AIRLINES HLDGS INCCOM9100471094204,750SH SOLE 4,75000
VARIAN MED SYS INCCOM92220P1052732,292SH SOLE 2,29200
VECTOR GROUP LTDFRNT 4/192240mbc13,8233,680,000PRN SOLE 2,562,00001,118,000
VEECO INSTRS INC DELNOTE 2.700% 1/1922417ad21,1631,300,000PRN SOLE 1,300,00000
VERINT SYS INCCOM92343X1002145,000SH SOLE 5,00000
VERINT SYS INCNOTE 1.500% 6/092343xaa811,32411,212,000PRN SOLE 9,310,00001,902,000
VERIZON COMMUNICATIONS INCCOM92343V1045,69494,338SH SOLE 0094,338
VISA INCCOM CL A92826C83918,598108,123SH SOLE 12,655095,468
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298ap39411,000,000PRN SOLE 1,000,00000
VISTRA ENERGY CORPCOM92840M10245016,826SH SOLE 16,82600
VMWARE INCCL A COM9285634022631,750SH SOLE 1,75000
VOCERA COMMUNICATIONS INCNOTE 1.500% 5/192857fab32,0932,000,000PRN SOLE 2,000,00000
WATTS WATER TECHNOLOGIES INCCL A94274910224,577262,212SH SOLE 261,9020310
WAYFAIR INCNOTE 0.375% 9/094419lab74,9464,000,000PRN SOLE 4,000,00000
WELLS FARGO CO NEWCOM9497461013036,000SH SOLE 6,00000
WELLS FARGO CO NEWPERP PFD CNV A94974680422,44414,793SH SOLE 7,58907,204
WELLTOWER INCCOM95040Q1041,89720,929SH SOLE 0020,929
WESTAMERICA BANCORPORATIONCOM95709010327,437441,254SH SOLE 440,7220532
WESTERN ALLIANCE BANCORPCOM95763810930,234656,122SH SOLE 655,3300792
WESTERN ASSET MTG CAP CORPNOTE 6.750%10/095790daa33,0263,000,000PRN SOLE 3,000,00000
WESTERN DIGITAL CORPCOM9581021052684,500SH SOLE 4,50000
WESTERN DIGITAL CORPNOTE 1.500% 2/0958102ap01,4691,520,000PRN SOLE 1,520,00000
WILEY JOHN & SONS INCCL A96822320624,272552,381SH SOLE 551,7100671
WILLIAMS COS INC DELCOM96945710036115,000SH SOLE 0015,000
WIX COM LTDNOTE 7/092940wab51,3361,200,000PRN SOLE 1,200,00000
WOODWARD INCCOM98074510323,602218,878SH SOLE 218,6200258
WORKDAY INCNOTE 0.250%10/098138haf87,3045,584,000PRN SOLE 5,584,00000
WORLD WRESTLING ENTMT INCCL A98156Q1081,81125,450SH SOLE 3,200022,250
WRIGHT MED GROUP INCNOTE 2.000% 2/198235tae74,6594,670,000PRN SOLE 3,589,00001,081,000
WRIGHT MED GROUP N VNOTE 2.250%11/198236jab43,5123,000,000PRN SOLE 3,000,00000
WSFS FINL CORPCOM92932810222,267504,924SH SOLE 504,3130611
XILINX INCCOM9839191015,77160,175SH SOLE 5,300054,875
YORK WTR COCOM9871841082014,600SH SOLE 004,600
ZEBRA TECHNOLOGIES CORPCL A98920710544,921217,671SH SOLE 147,505070,166
ZENDESK INCNOTE 0.250% 3/198936jab73,1122,350,000PRN SOLE 2,350,00000
ZILLOW GROUP INCNOTE 2.000%12/098954mab73,8583,882,000PRN SOLE 2,773,00001,109,000
ZOETIS INCCL A98978V10311,28590,577SH SOLE 11,964078,613