-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BK85oZFyze3mmowd54uPsIn3I8p4NXd3yJ4xpWR4HVLVBUk5qjlTtczCdtEJkovM FgIpqu6ea5tead9CPq2tTg== 0001140361-10-005485.txt : 20100211 0001140361-10-005485.hdr.sgml : 20100211 20100211102400 ACCESSION NUMBER: 0001140361-10-005485 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100211 DATE AS OF CHANGE: 20100211 EFFECTIVENESS DATE: 20100211 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: 10589973 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 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2009 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: PALISADE CAPITAL MANAGEMENT, LLC Address: ONE BRIDGE PLAZA, SUITE 695 FORT LEE, NEW JERSEY 07024-7502 Form 13F File Number: 28-5320 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Jack Feiler Title: Member Phone: (201) 585-5440 Signature, Place, and Date of Signing: /s/ Jack Feiler Fort Lee, NJ 2/10/2010 - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 451 Form 13F Information Table Value Total: $ 2,390,825 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- A D C Telecommunications Com COM 000886309 976 157,150 SH SOLE 157,150 0 0 AAR Corp 1.75% Contingent DBCV 000361ah8 6,112 6,000,000 PRN SOLE 6,000,000 0 0 Convertible Senior Notes (Regd) Aaron's Inc. COM 002535201 17,769 640,800 SH SOLE 640,800 0 0 Abbott Labs COM 002824100 410 7,600 SH SOLE 0 0 7,600 Abercrombie & Fitch Co Cl A COM 002896207 8,879 254,790 SH SOLE 254,790 0 0 Accuride Corporation COM 004398103 33 100,000 SH SOLE 0 0 100,000 ACI Worldwide Inc. COM 004498101 3,490 203,500 SH SOLE 203,500 0 0 ADC Telecommunications Inc. DBCV 000886ae1 11,652 15,510,000 PRN SOLE 9,900,000 0 5,610,000 3.50% Conv Sub Notes (2015) ADC Telecommunications Inc. DBCV 000886af8 2,370 3,500,000 PRN SOLE 3,500,000 0 0 3.50% Conv Sub Notes (2017) Aegean Marine Petroleum Networ COM Y0017S102 11,466 417,240 SH SOLE 417,240 0 0 Aeropostale Com COM 007865108 10,647 312,700 SH SOLE 312,700 0 0 Affiliated Managers Group Com COM 008252108 4,804 71,335 SH SOLE 71,335 0 0 Affiliated Managers Group DBCV 008252al2 4,917 4,940,000 PRN SOLE 4,940,000 0 0 Inc. 3.95% Convertible Senior Notes Aflac Inc Com COM 001055102 444 9,600 SH SOLE 0 0 9,600 Airtran Holdings Inc. Conv DBCV 00949pab4 5,904 5,897,000 PRN SOLE 5,897,000 0 0 Alexandria Real Estate PFD 015271505 2,420 111,500 SH SOLE 111,500 0 0 Equities Inc. Conv Pfd Ser D Alexion Pharmaceuticals Inc. COM 015351109 6,534 133,840 SH SOLE 133,840 0 0 Almost Family Inc. COM 020409108 1,117 28,250 SH SOLE 28,250 0 0 Altria Group Inc. COM 02209S103 4,717 240,304 SH SOLE 0 0 240,304 Alza Corp Sb Db Cv Zero 20 DBCV 02261wab5 2 2,000 PRN SOLE - 0 2,000 Amedisys Inc. COM 023436108 4,528 93,170 SH SOLE 93,170 0 0 American Eagle Outfitters New COM 02553E106 13,676 805,417 SH SOLE 805,417 0 0 American Land Lease Inc. PFD 027118207 70 6,400 SH SOLE - 0 6,400 7.75% Pfd Ser A Amerigroup Corp 2% DBCV 03073tab8 10,071 10,470,000 PRN SOLE 6,000,000 0 4,470,000 Convertible Senior Notes (Registered) Amerigroup Corp Com COM 03073T102 2,839 105,300 SH SOLE 105,300 0 0 Ameritrans Capital Corp COM 03073h108 111 93,697 SH SOLE 0 0 93,697 Ametek Inc Com COM 031100100 7,247 189,503 SH SOLE 189,503 0 0 Amgen Inc Com COM 031162100 870 15,374 SH SOLE 0 0 15,374 Amgen Inc. .125% Convertible DBCV 031162an0 49 50,000 PRN SOLE - 0 50,000 Senior Notes (Registered) Amgen Inc. .375% Convertible DBCV 031162aq3 11,878 11,750,000 PRN SOLE 11,750,000 0 0 Senior Subordinated Notes (Registered) AMN Healthcare Services Inc Co COM 001744101 1,401 154,627 SH SOLE 154,627 0 0 Amphenol Corp New Cl A COM 032095101 13,650 295,574 SH SOLE 131,217 0 164,357 AMR Corporation 6.25% DBCV 001765bc9 1,560 1,500,000 PRN SOLE 1,500,000 0 0 Convertible Senior Notes Ann Taylor Stores Corp COM 036115103 9,655 707,815 SH SOLE 707,815 0 0 Annaly Cap Mgmt Inc Com COM 035710409 5,130 295,695 SH SOLE 600 0 295,095 Apple Inc. COM 037833100 464 2,200 SH SOLE 0 0 2,200 Applied Indl Technologies Inc COM 03820C105 3,803 172,300 SH SOLE 172,300 0 0 Arbitron Inc Com COM 03875Q108 13,038 556,700 SH SOLE 556,700 0 0 ArcelorMittal 5% Convertible DBCV 03938lak0 11,678 7,000,000 PRN SOLE 7,000,000 0 0 Senior Notes Arch Capital Group Ltd. 8% PFD g0450a147 472 18,850 SH SOLE - 0 18,850 Pfd Ser A Arm Holdings PLC COM 042068106 3,343 390,500 SH SOLE 390,500 0 0 Arris Group Inc. 2.00% Conv DBCV 04269qac4 1,988 2,000,000 PRN SOLE 2,000,000 0 0 Senior Notes (Regd) Art Technology Group Inc. COM 04289L107 7,573 1,679,100 SH SOLE 1,679,100 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- AT & T Inc. COM 00206R102 2,363 84,299 SH SOLE 0 0 84,299 Atlas Air Worldwide Holdings, COM 049164205 7,283 195,508 SH SOLE 195,508 0 0 Atmel Corp COM 049513104 6,003 1,302,145 SH SOLE 1,302,145 0 0 Avago Technologies. Ltd. COM Y0486S104 6,421 351,075 SH SOLE 351,075 0 0 Baldor Elec Co Com COM 057741100 9,177 326,700 SH SOLE 294,700 0 32,000 Bank Of America Corp 6.25% PFD 055189203 29 1,500 SH SOLE - 0 1,500 Cap Trust X Pfd Bank of America Corp 7.25% PFD 060505682 8,488 9,572 SH SOLE 3,328 0 6,244 Conv Pfd Ser L Bank of America Corp Common PFD 060505419 2,053 137,575 SH SOLE - 0 137,575 Equivalent Securites Junior Preferred Ser S Barnes Group Inc. 3.75% DBCV 067806ab5 2,497 2,389,000 PRN SOLE 2,389,000 0 0 Contingent Convertible Sr Sub Notes (Regd) Beckman Coulter Inc Com COM 075811109 3,418 52,235 SH SOLE 28,755 0 23,480 Beckman Coulter Inc. 2.50% DBCV 075811ad1 5,594 4,850,000 PRN SOLE 4,550,000 0 300,000 Contingent Convertible Senior Notes (Regd) Bell Microproducts Inc. 3.75% DBCV 078137ac0 3,749 4,200,000 PRN SOLE 4,200,000 0 0 Convertible Subordinated Notes Ser B Berkshire Hathaway Inc Del Cl COM 084670207 4,288 1,305 SH SOLE 0 0 1,305 Berkshire Hathaway Inc. CL A COM 084670108 2,480 25 SH SOLE 0 0 25 Bigband Networks Inc Com COM 089750509 1,310 380,700 SH SOLE 380,700 0 0 Biomed Realty Trust Inc Com COM 09063H107 14,890 943,600 SH SOLE 943,600 0 0 Bio-Reference Laboratories Inc COM 09057g602 15,108 386,200 SH SOLE 386,200 0 0 Biovail Corporation 5.375% DBCV 09067jac3 4,375 3,770,000 PRN SOLE 3,770,000 0 0 Senior Convertible Notes Blackbaud Inc Com COM 09227Q100 17,129 724,900 SH SOLE 724,900 0 0 Borg Warner Inc. 3.50% DBCV 099724af3 3,982 3,150,000 PRN SOLE 3,150,000 0 0 Convertible Senior Notes (Regd) Bridgepoint Education Inc. COM 10807M105 5,316 353,960 SH SOLE 353,960 0 0 Brigham Exploration Company COM 109178103 3,290 242,800 SH SOLE 242,800 0 0 Brocade Communications Sys Inc COM 111621306 6,658 872,612 SH SOLE 872,612 0 0 Bruker Corporation COM 116794108 16,935 1,404,200 SH SOLE 1,404,200 0 0 Buckle Inc Com COM 118440106 14,400 491,800 SH SOLE 491,800 0 0 Bunge Ltd 4.875% Conv Pfd PFD g16962204 4,858 54,004 SH SOLE 37,000 0 17,004 Burlington Northn Santa Fe Cp COM 12189T104 404 4,100 SH SOLE 0 0 4,100 Callaway Golf Co Com COM 131193104 1,180 156,500 SH SOLE 156,500 0 0 Cambridge Heart Inc Com COM 131910101 34 448,000 SH SOLE 0 0 448,000 Cameron International DBCV 13342bab1 5,583 4,137,000 PRN SOLE 4,137,000 0 0 Corporation 2.50% Convertible Senior Notes (Regd) Canadian Natural Resources Ltd COM 136385101 6,577 91,405 SH SOLE 0 0 91,405 CapitalSource Inc. 4.00% DBCV 14055xae2 5,948 6,500,000 PRN SOLE 6,500,000 0 0 Convertible Senior Notes (Regd) CapitalSource Inc. 7.25% DBCV 14055xag7 2,708 3,000,000 PRN SOLE 3,000,000 0 0 Convertible Senior Subordinated Notes Carrizo Oil & Gas 4.375% DBCV 144577aa1 3,640 4,230,000 PRN SOLE 4,230,000 0 0 Convertible Senior Notes Celanese Corporation COM 150870103 8,093 252,112 SH SOLE 252,112 0 0 Centene Corp Del Com COM 15135B101 2,205 104,140 SH SOLE 0 0 104,140 CenterPoint Energy Inc. COM 15189T107 631 43,500 SH SOLE 0 0 43,500 Central European Distribution DBCV 153435aa0 6,076 7,096,000 PRN SOLE 7,096,000 0 0 Corp 3.00% Convertible Senior Notes
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Cenveo Inc. COM 15670s105 7,004 800,440 SH SOLE 800,440 0 0 Cephalon Inc. 2.50% DBCV 156708ar0 4,962 4,450,000 PRN SOLE 4,450,000 0 0 Convertible Senior Subordinated Notes Charming Shoppes Inc 1.125% DBCV 161133ae3 2,273 3,000,000 PRN SOLE 3,000,000 0 0 Convertible Senior UnSecured Notes (Regd) Chattem Inc. 1.625% DBCV 162456ar8 1,700 1,250,000 PRN SOLE 1,250,000 0 0 Convertible Senior Notes (Registered) Chesapeake Energy Corp 2.50% DBCV 165167bz9 2,225 2,500,000 PRN SOLE 2,500,000 0 0 Conv Senior Note (Regd) Chesapeake Energy Corp 5% PFD 165167826 13,976 161,250 SH SOLE 140,750 0 20,500 Convertible Pfd Chesapeake Energy Corp Pfd PFD 165167842 3,262 39,300 SH SOLE 39,300 0 0 Conv Chevron Corp New Com COM 166764100 1,852 24,051 SH SOLE 0 0 24,051 China Med Technologies Conv DBCV 169483ab0 4,680 5,600,000 PRN SOLE 5,600,000 0 0 Sr Sub Note China Sunergy Company, Ltd. DBCV 16942xab0 1,926 3,000,000 PRN SOLE 3,000,000 0 0 4.75% Convertible Senior Notes (Registered) Cinemark Hldgs COM 17243v102 5,670 394,600 SH SOLE 394,600 0 0 Cisco Sys Inc Com COM 17275R102 4,008 167,420 SH SOLE 0 0 167,420 Citigroup Inc. 7.50% Tangible PFD 172967416 11,328 109,000 SH SOLE 109,000 0 0 Dividend Enhanced Com Stock Clean Energy Fuels Corp COM 184499101 1,868 121,200 SH SOLE 121,200 0 0 Clean Harbors Inc. COM 184496107 5,114 85,795 SH SOLE 85,795 0 0 Coach Inc Com COM 189754104 3,089 84,572 SH SOLE 84,572 0 0 Coca Cola Co Com COM 191216100 1,826 32,040 SH SOLE 1,700 0 30,340 Cognizant Technology Solutions COM 192446102 3,260 71,928 SH SOLE 71,928 0 0 Coinstar Inc. 4% Convertible DBCV 19259paf9 4,636 4,630,000 PRN SOLE 4,630,000 0 0 Senior Notes Commercial Metals Co Com COM 201723103 8,540 545,700 SH SOLE 545,700 0 0 Commscope Inc Com COM 203372107 19,987 753,363 SH SOLE 753,363 0 0 Commscope Inc. 3.25% Senior DBCV 203372ag2 7,405 6,200,000 PRN SOLE 4,250,000 0 1,950,000 Subordinated Convertible Notes Community Health Systems Inc. COM 203668108 3,108 87,300 SH SOLE 87,300 0 0 Commvault Systems Inc. COM 204166102 1,650 69,630 SH SOLE 69,630 0 0 Compass Diversified Holdings COM 20451q104 705 55,225 SH SOLE 0 0 55,225 Compass Minerals International COM 20451N101 15,225 226,600 SH SOLE 226,600 0 0 Compellent Technologies Inc COM 20452A108 1,366 60,250 SH SOLE 60,250 0 0 Computer Programs & Sys Inc Co COM 205306103 3,477 75,500 SH SOLE 75,500 0 0 Comstock Res Inc Com New COM 205768203 5,801 142,980 SH SOLE 142,980 0 0 ConocoPhillips COM 20825C104 5,826 114,080 SH SOLE 0 0 114,080 Consolidated Edison Inc Com COM 209115104 463 10,200 SH SOLE 0 0 10,200 Continental Airlines Inc. 5% DBCV 210795pj3 4,384 4,054,000 PRN SOLE 4,054,000 0 0 Convertible Senior UnSecured Notes (Regd) Cooper Industries Inc. COM G24140108 2,558 59,986 SH SOLE 59,986 0 0 Copart Inc. COM 217204106 1,023 27,945 SH SOLE 3,700 0 24,245 Cracker Barrel Old Country Sto COM 22410j106 11,682 307,500 SH SOLE 307,500 0 0 Cree Research Inc. COM 225447101 7,094 125,846 SH SOLE 125,846 0 0 CSX Corp Com COM 126408103 445 9,185 SH SOLE 0 0 9,185 Cubist Pharmaceuticals Inc Com COM 229678107 3,071 161,900 SH SOLE 161,900 0 0 Cullen Frost Bankers Inc Com COM 229899109 15,790 315,800 SH SOLE 315,800 0 0 CVS Caremark Corporation Com COM 126650100 4,350 135,045 SH SOLE 0 0 135,045 Danaher Corp Del Com COM 235851102 4,289 57,040 SH SOLE 0 0 57,040 Deckers Outdoor Corp. COM 243537107 7,802 76,700 SH SOLE 76,700 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Devon Energy Corp COM 25179M103 6,341 86,275 SH SOLE 0 0 86,275 Digital Realty Trust Inc. DBCV 25389jac0 2,659 2,025,000 PRN SOLE 2,025,000 0 0 5.50% Exchangeable Senior Debentures Digital Rlty Tr Inc Com COM 253868103 13,148 261,500 SH SOLE 261,500 0 0 Dime Community Bancshares Inc. COM 253922108 1,403 119,625 SH SOLE 119,625 0 0 Dolby Laboratories Inc COM 25659T107 3,184 66,700 SH SOLE 66,700 0 0 Dole Food 2009 Automatic Com PFD 90213b208 1,677 141,100 SH SOLE 141,100 0 0 Exchange Sec Trust Pfd Ser 144A Dollar Thrifty Automotive Gp C COM 256743105 7,579 295,940 SH SOLE 295,940 0 0 Dril-Quip Inc Com COM 262037104 21,090 373,400 SH SOLE 373,400 0 0 DryShips Inc. 5% Convertible DBCV 262498ab4 3,058 3,000,000 PRN SOLE 3,000,000 0 0 Senior Notes Duke Energy Corp New Com COM 26441C105 447 26,000 SH SOLE 0 0 26,000 Dune Energy Inc. 10% Conv Pfd PFD 265338400 51 2,257 SH SOLE 2,257 0 0 (Registered) Dupont E I De Nemours Co COM 263534109 842 25,000 SH SOLE 0 0 25,000 DXP Enterprise Inc. COM 233377407 1,681 128,600 SH SOLE 128,600 0 0 E*Trade Financial Corp Zero DBCV 269246az7 5,927 3,500,000 PRN SOLE 3,500,000 0 0 Coupon Convertible Senior Notes Einstein Noah Restaurant Group COM 28257u104 1,248 126,933 SH SOLE 126,933 0 0 Electronic Arts COM 285512109 3,210 180,842 SH SOLE 151,442 0 29,400 EMC Corp 1.75% Convertible DBCV 268648am4 12,413 9,940,000 PRN SOLE 9,940,000 0 0 Senior Notes (Registered) Emergency Medical Services Cor COM 29100p102 9,046 167,058 SH SOLE 167,058 0 0 Energy Conversion Devices DBCV 292659aa7 1,863 2,780,000 PRN SOLE 2,780,000 0 0 Inc. 3% Convertible Senior Notes (Registered) Energy Solutions Inc COM 292756202 4,435 522,425 SH SOLE 522,425 0 0 Energy XXI Bermuda Ltd PFD 29274u200 3,071 25,500 SH SOLE 25,500 0 0 EnerSys 3.375% Convertible DBCV 29275yaa0 3,335 3,750,000 PRN SOLE 3,750,000 0 0 Senior Notes Enterprise Products Partners L COM 293792107 371 11,812 SH SOLE 0 0 11,812 Entertainment Properties PFD 29380T402 3,689 230,160 SH SOLE 230,160 0 0 5.75% Conv Pfd Ser C Entertainment Properties PFD 29380t600 3,564 144,800 SH SOLE 144,800 0 0 Trust 9.00% Convertible Pfd Ser E Equinix Inc Com New COM 29444U502 8,353 78,689 SH SOLE 78,689 0 0 Equinix Inc. 4.75% DBCV 29444uah9 4,594 3,125,000 PRN SOLE 3,125,000 0 0 Convertible Subordinated Notes Exar Corp COM 300645108 1,476 207,600 SH SOLE 207,600 0 0 Exide Technologies Floating FRNT 302051al1 2,499 3,675,000 PRN SOLE 3,675,000 0 0 Coupon (Registered) Express Scripts Inc. Cl A COM 302182100 717 8,301 SH SOLE 8,301 0 0 Exxon Mobil Corp. COM 30231G102 5,742 84,199 SH SOLE 0 0 84,199 FBR Capital Markets Corp COM 30247C301 1,430 231,400 SH SOLE 231,400 0 0 Fifth Third Bancorp Com COM 316773100 142 14,559 SH SOLE 0 0 14,559 Fisher Scientific Intl 3.25% DBCV 338032ax3 8,355 6,298,000 PRN SOLE 6,298,000 0 0 Convertible Senior Sub Notes (Regd) FMC Corp - New COM 302491303 14,368 257,683 SH SOLE 206,683 0 51,000 Ford Motor Company 4.25% Conv DBCV 345370cf5 9,509 7,500,000 PRN SOLE 7,500,000 0 0 Senior Notes (Regd) Ford Motor Company 4.25% DBCV 345370cn8 19,373 15,315,000 PRN SOLE 13,930,000 0 1,385,000 Convertible Senior Notes Ford Motor Company Capital PFD 345395206 4,442 111,250 SH SOLE 110,000 0 1,250 Trust Ii Pfd
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Fortinet Inc. COM 34959E109 1,174 66,800 SH SOLE 66,800 0 0 Foster Wheeler AG COM H27178104 8,211 278,899 SH SOLE 278,899 0 0 FPL Group Inc. COM 302571104 4,281 81,050 SH SOLE 0 0 81,050 Freeport-McMoran Copper & PFD 35671D782 9,147 79,475 SH SOLE 61,500 0 17,975 Gold 6.75% Conv Pfd FTI Consulting Inc Com COM 302941109 4,688 99,400 SH SOLE 99,400 0 0 FTI Consulting Inc. 3.75% DBCV 302941ab5 3,396 2,100,000 PRN SOLE 2,100,000 0 0 Conv Senior Sub Notes (Regd) Fulton Finl Corp Pa Com COM 360271100 7,207 826,500 SH SOLE 826,500 0 0 GenCorp Inc. 4.0625% DBCV 368682am2 6,889 6,750,000 PRN SOLE 6,750,000 0 0 Convertible Notes General Cable Corp Del New Sr DBCV 369300ad0 2,090 2,375,000 PRN SOLE 2,375,000 0 0 Nt Cv0.875%13 Genesee & Wyoming Inc. COM 371559105 28,163 862,838 SH SOLE 697,225 0 165,613 Genoptix Inc. COM 37243v100 1,361 38,300 SH SOLE 38,300 0 0 GFI Group Inc Com COM 361652209 4,476 983,800 SH SOLE 983,800 0 0 Gilead Sciences Inc Com COM 375558103 244 5,644 SH SOLE 0 0 5,644 Gilead Sciences Inc Sr Nt Cv DBCV 375558ag8 711 595,000 PRN SOLE 595,000 0 0 0.5%11 Gilead Sciences Inc. 0.625% DBCV 375558ah6 10,189 8,250,000 PRN SOLE 8,250,000 0 0 Convertible Senior Notes (Registered) Global Cash Access Hldgs Inc C COM 378967103 10,234 1,366,300 SH SOLE 1,366,300 0 0 GMX Resources Inc. COM 38011M108 5,961 433,856 SH SOLE 433,856 0 0 GMX Resources Inc. 4.50% DBCV 38011maj7 4,558 4,485,000 PRN SOLE 4,485,000 0 0 Convertible Senior Notes Google Inc Cl A COM 38259P508 366 590 SH SOLE 0 0 590 Greatbatch Inc. 2.25% DBCV 39153lab2 2,558 3,000,000 PRN SOLE 3,000,000 0 0 Convertible Senior Subordinated Debentures GVC Venture Corp Com COM 36237L102 226 1,504,545 SH SOLE 0 0 1,504,545 Gymboree Corp COM 403777105 1,850 42,500 SH SOLE 42,500 0 0 Haemonetics Corp COM 405024100 1,441 26,120 SH SOLE 26,120 0 0 Harsco Corp Com COM 415864107 7,345 227,900 SH SOLE 227,900 0 0 Hasbro Inc Com COM 418056107 1,625 50,690 SH SOLE 0 0 50,690 HCC Ins Hldgs Inc Com COM 404132102 16,162 577,840 SH SOLE 577,840 0 0 HCC Insurance Holdings Inc. DBCV 404132ab8 1,838 1,480,000 PRN SOLE 1,480,000 0 0 1.30% Convertible Senior Notes (Registered) Health Care Reit Inc Com COM 42217K106 944 21,310 SH SOLE 0 0 21,310 Health Care Reit Inc. 7.50% PFD 42217K502 2,284 71,400 SH SOLE - 0 71,400 Conv Pfd Health Grades Inc. COM 42218Q102 275 64,000 SH SOLE 0 0 64,000 Health Net Inc COM 42222g108 5,052 216,920 SH SOLE 216,920 0 0 Healthcare Services Group Inc. COM 421906108 8,696 405,200 SH SOLE 405,200 0 0 Healthways Inc. COM 422245100 3,574 194,874 SH SOLE 194,874 0 0 Heico Corp New Cl A COM 422806208 3,453 96,012 SH SOLE 0 0 96,012 Hemisphere GPS Inc COM 423633106 109 135,000 SH SOLE 0 0 135,000 Henry Schein Inc. COM 806407102 2,908 55,284 SH SOLE 0 0 55,284 Herman Miller Inc. COM 600544100 2,881 180,200 SH SOLE 180,200 0 0 HMS Hldgs Corp Com COM 40425J101 22,091 453,700 SH SOLE 453,700 0 0 Holly Corporation COM 435758305 3,716 145,000 SH SOLE 145,000 0 0 Hologic Inc. 2.00% DBCV 436440aa9 16,554 19,390,000 PRN SOLE 13,220,000 0 6,170,000 Convertible Senior Notes (Registered) Horizon Lines Inc. Conv DBCV 44044kab7 6,571 8,100,000 PRN SOLE 8,100,000 0 0 Senior Note (Registered) HRPT Properties Trust 6.50% PFD 40426W507 72 4,000 SH SOLE - 0 4,000 Conv Pfd Ser D Human Genome Sciences Inc Com COM 444903108 4,559 149,080 SH SOLE 149,080 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Huntington Bancshares 8.50% PFD 446150401 2,337 2,718 SH SOLE 2,718 0 0 Convertible Pfd Ser A Icon PLC-Sponsored ADR COM 45103T107 14,447 664,845 SH SOLE 664,845 0 0 Iconix Brand Group Inc. DBCV 451055ab3 7,591 8,520,000 PRN SOLE 4,450,000 0 4,070,000 1.875% Convertible Senior Sub Notes (Registered) Idacorp Inc Com COM 451107106 14,307 447,800 SH SOLE 447,800 0 0 Incyte Corp Conv Notes DBCV 45337cah5 4,411 3,370,000 PRN SOLE 3,370,000 0 0 Informatica Corp 3% DBCV 45666qab8 3,852 2,820,000 PRN SOLE 2,820,000 0 0 Convertible Senior Notes (Registered) Informatica Corp Com COM 45666Q102 8,991 347,404 SH SOLE 347,404 0 0 Intel Corp COM 458140100 1,821 89,250 SH SOLE 0 0 89,250 Intel Corp. 3.25% Convertible DBCV 458140af7 3,168 2,750,000 PRN SOLE 2,750,000 0 0 Subordinated Notes Ser 144A Interactive Data Corp Com COM 45840J107 16,101 636,400 SH SOLE 636,400 0 0 International Business Machs C COM 459200101 2,038 15,566 SH SOLE 0 0 15,566 Interpublic Group of DBCV 460690ba7 1,332 1,340,000 PRN SOLE - 0 1,340,000 Companies 4.25% Convertible Senior Notes (Regd) Intrepid Potash Inc. COM 46121Y102 9,640 330,482 SH SOLE 330,482 0 0 Inventiv Health Inc. COM 46122E105 7,291 450,900 SH SOLE 450,900 0 0 Inverness Medical Innovation COM 46126p106 8,920 214,894 SH SOLE 214,894 0 0 Investment Technology Grp New COM 46145F105 995 50,520 SH SOLE 50,520 0 0 Invitrogen Corporation 3.25% DBCV 46185ram2 9,115 7,609,000 PRN SOLE 7,609,000 0 0 Contingent Conv Sr Unsecured Notes (Regd) Iron Mtn Inc Com COM 462846106 1,016 44,630 SH SOLE 3,700 0 40,930 IShares Russell Midcap Growth COM 464287481 320 7,067 SH SOLE 7,067 0 0 iShares Trust S&P Pfd Stock In COM 464288687 1,354 36,900 SH SOLE 0 0 36,900 ISIS Pharmaceuticals Inc. DBCV 464337ae4 3,080 3,025,000 PRN SOLE 3,025,000 0 0 2.625% Convertible Subordinated Notes (Regd) ITC Holdings Corp COM 465685105 10,951 210,230 SH SOLE 210,230 0 0 Itron Inc. 2.50% Convertible DBCV 465741aj5 4,348 3,448,000 PRN SOLE 3,448,000 0 0 Senior Subordinated Notes (Regd) Jarden Corp Com COM 471109108 21,554 697,300 SH SOLE 697,300 0 0 Jefferies Group Inc. 3.875% DBCV 472319ag7 3,978 4,000,000 PRN SOLE 4,000,000 0 0 Convertible Senior Debentures JetBlue Airways Corp 6.75% DBCV 477143af8 2,156 1,575,000 PRN SOLE 1,575,000 0 0 Convertible Senior Debentures JMP Group Inc. COM 46629u107 710 73,050 SH SOLE 73,050 0 0 Johnson & Johnson COM 478160104 9,110 141,445 SH SOLE 500 0 140,945 JP Morgan Chase & Co Com COM 46625H100 5,358 128,570 SH SOLE 0 0 128,570 JP Morgan Chase Cap XIV 6.20% PFD 48122f207 7 300 SH SOLE - 0 300 Tr Pfd JP Morgan Chase Cap XVI 6.35% PFD 481228203 10 400 SH SOLE - 0 400 Capital Secs K12 Inc. COM 48273U102 3,756 185,300 SH SOLE 185,300 0 0 Kansas City Southern Com New COM 485170302 15,218 457,139 SH SOLE 457,139 0 0 KAR Auction Services COM 48238T109 2,234 162,000 SH SOLE 158,000 0 4,000 Kaydon Corp COM 486587108 5,508 154,016 SH SOLE 154,016 0 0 KeyCorp 7.75% Perpetual Conv PFD 493267405 8,668 108,080 SH SOLE 108,080 0 0 Pfd Ser A Kimco Realty Corporation PFD 49446R844 862 35,100 SH SOLE - 0 35,100 7.75% Pfd Ser G King Pharmaceutical Inc. DBCV 495582aj7 2,130 2,300,000 PRN SOLE 2,300,000 0 0 1.25% Convertible Senior Notes (Regd)
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- KKR Financial Holdings, LLC. DBCV 48248aab4 6,743 7,250,000 PRN SOLE 6,350,000 0 900,000 7% Convertible Senior Notes Kohls Corp Com COM 500255104 1,438 26,658 SH SOLE 26,658 0 0 Kraft Foods Inc Cl A COM 50075N104 5,560 204,556 SH SOLE 0 0 204,556 Lazard Ltd Shs A COM G54050102 10,791 284,205 SH SOLE 146,495 0 137,710 Leap Wireless International DBCV 521863al4 7,229 8,710,000 PRN SOLE 5,250,000 0 3,460,000 Inc. 4.50% Exch Conv Senior Notes (Regd) Level 3 Communications Inc DBCV 52729nbe9 3,566 3,500,000 PRN SOLE 2,500,000 0 1,000,000 10% Convertible Senior Notes Level 3 Communications Inc. DBCV 52729nbf6 6,757 7,150,000 PRN SOLE 4,750,000 0 2,400,000 5.25% Convertible Senior Notes (Registered) Liberty Media Corp Sr Deb DBCV 530715al5 2 3,000 PRN SOLE - 0 3,000 Exch 30 Lifepoint Hospitals Inc. DBCV 53219lah2 7,003 7,500,000 PRN SOLE 7,500,000 0 0 3.50% Convertible Snr Subordinated Notes (Regd) Lincare Holdings 2.75% Conv DBCV 532791ae0 37 35,000 PRN SOLE - 0 35,000 Sr Deb Lincare Holdings Inc. COM 532791100 13,160 354,522 SH SOLE 323,872 0 30,650 Lincoln Educational Services COM 533535100 8,321 384,172 SH SOLE 384,172 0 0 LKQ Corp Com COM 501889208 19,966 1,019,201 SH SOLE 1,019,201 0 0 Log Me In Inc. COM 54142L109 1,113 55,800 SH SOLE 55,800 0 0 LTC Properties Inc.8% Ser F PFD 502175607 1,575 64,850 SH SOLE - 0 64,850 Cumulative Pfd Luxottica Group ADR COM 55068R202 5,108 198,920 SH SOLE 0 0 198,920 Macrovision Corp 2.625% Conv DBCV 555904ab7 5,795 4,650,000 PRN SOLE 4,650,000 0 0 Senior Notes (Registered) Magellan Health Svcs Inc Com N COM 559079207 8,582 210,694 SH SOLE 210,694 0 0 Mako Surgical Corp COM 560879108 1,725 155,400 SH SOLE 155,400 0 0 Manitowoc Inc Com COM 563571108 5,980 599,842 SH SOLE 594,742 0 5,100 Manpower Inc. COM 56418H100 5,705 104,530 SH SOLE 104,530 0 0 Marten Transport Ltd. COM 573075108 1,190 66,300 SH SOLE 66,300 0 0 Massey Energy 3.25% Conv DBCV 576203aj2 12,198 14,000,000 PRN SOLE 14,000,000 0 0 Senior Notes Mastec Inc COM 576323109 3,678 294,280 SH SOLE 294,280 0 0 Mastec Inc. 4% Convertible DBCV 576323ag4 12,242 11,650,000 PRN SOLE 11,650,000 0 0 Senior Notes (Regd) Matthews Intl Corp Cl A COM 577128101 5,584 157,600 SH SOLE 157,600 0 0 Mattson Technology Inc. COM 577223100 119 33,400 SH SOLE 33,400 0 0 Maxtor Corp 6.80% Convertible DBCV 577729ac0 970 960,000 PRN SOLE - 0 960,000 Unsecured Senior Notes Due 4/30/10 McDonald's Corporation COM 580135101 6,336 101,470 SH SOLE 0 0 101,470 McMoran Exploration Co. 8% PFD 582411609 9,484 6,819 SH SOLE 6,819 0 0 Convertible Perpetual Preferred Stock Mead Johnson Nutrition Company COM 582839106 6,512 149,018 SH SOLE 69,249 0 79,769 Medical Action Inds Inc Com COM 58449L100 10,094 629,300 SH SOLE 629,300 0 0 Mednax Inc. COM 58502b106 20,431 339,900 SH SOLE 339,900 0 0 Medtronic Inc. 1.50% DBCV 585055al0 2,195 2,160,000 PRN SOLE 2,160,000 0 0 Convertible Senior Notes (Registered) Medtronic Inc. 1.625% DBCV 585055am8 2,308 2,205,000 PRN SOLE 2,205,000 0 0 Convtingent Convertible Senior Notes (Registered) Men's Wearhouse Inc. COM 587118100 5,149 244,500 SH SOLE 244,500 0 0 Merrill Lynch 7.28% Pfd Cap PFD 59021k205 32 1,500 SH SOLE - 0 1,500 Metlife Inc. Floating Rate PFD 59156R504 5 200 SH SOLE - 0 200 Ser A Pfd
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Mettler-Toledo International I COM 592688105 7,761 73,922 SH SOLE 73,872 0 50 MF Global Holdings 9.75% PFD 55277j306 2,936 30,000 SH SOLE 30,000 0 0 Convertible Preferred MF Global Ltd. 9.75% Ser B PFD g60642132 1,562 16,000 SH SOLE 16,000 0 0 MF Global Senior Conv Note DBCV 55276yab2 14,138 12,680,000 PRN SOLE 12,680,000 0 0 Micron Technology Inc Sr Cv DBCV 595112ah6 8,264 8,500,000 PRN SOLE 8,500,000 0 0 1.875%14 Micros Systems, Inc. COM 594901100 14,407 464,300 SH SOLE 464,300 0 0 MicroSemi Corp Com COM 595137100 16,423 924,711 SH SOLE 924,711 0 0 Microsoft Corp Com COM 594918104 6,448 211,478 SH SOLE 0 0 211,478 Molina Healthcare Inc Com COM 60855R100 12,896 563,900 SH SOLE 563,900 0 0 Monmouth Real Estate Invest PFD 609720206 4 200 SH SOLE - 0 200 7.625% Pfd A Monsanto Co New Com COM 61166W101 309 3,783 SH SOLE 0 0 3,783 Morgan Stanley Cap Tr Iv Gtd PFD 617462205 21 1,000 SH SOLE - 0 1,000 Cap 6.25%33 Mueller Inds Inc Com COM 624756102 4,968 200,000 SH SOLE 200,000 0 0 Myers Inds Inc Com COM 628464109 1,308 143,705 SH SOLE 0 0 143,705 Nasdaq OMX Group Inc. COM 631103108 8,318 419,654 SH SOLE 419,654 0 0 National City Corp 4% DBCV 635405AW3 764 750,000 PRN SOLE - 0 750,000 Convertible Senior UnSecured Nots Navistar International DBCV 63934eal2 11,035 10,610,000 PRN SOLE 10,610,000 0 0 Corporation 3.00% Senior Sub Convertible Notes NetScout Systems Inc. COM 64115T104 1,629 111,400 SH SOLE 111,400 0 0 NetSuite Inc. COM 64118Q107 5,174 323,765 SH SOLE 323,765 0 0 Neurologix Inc Com New COM 64125U406 4,761 6,801,890 SH SOLE 6,801,890 0 0 Newmont Mining Corp 1.25% DBCV 651639AH9 1,288 1,025,000 PRN SOLE 1,025,000 0 0 Convertible Senior Notes (Registered) Newmont Mining Corp 1.625% DBCV 651639aj5 1,931 1,544,000 PRN SOLE 1,544,000 0 0 Convertible Senior Notes (Registered) Newmont Mining Corp 3% DBCV 651639ak2 4,062 3,235,000 PRN SOLE 3,235,000 0 0 Convertible Senior Notes (Regd) Noble Energy Inc. COM 655044105 3,069 43,090 SH SOLE 43,090 0 0 Northern Trust Corp COM 665859104 1,038 19,800 SH SOLE 0 0 19,800 NRG Energy Inc. COM 629377508 582 24,650 SH SOLE 24,650 0 0 Nuance Communications Inc. DBCV 67020yab6 5,542 5,126,000 PRN SOLE 5,126,000 0 0 2.75% Convertible Snr UnSecured Notes (Regd) Nuance Communincations Inc COM 67020Y100 8,632 555,808 SH SOLE 555,808 0 0 Nuveen Dividend Advantage Fd PFD 67066v309 125 5 SH SOLE - 0 5 Pfd Ser T Occidental Pete Corp Del Com COM 674599105 2,135 26,250 SH SOLE 0 0 26,250 Oil States International Inc. COM 678026105 16,934 431,000 SH SOLE 431,000 0 0 Old Dominion Freight Lines Inc COM 679580100 19,449 633,526 SH SOLE 633,526 0 0 Old Republic International DBCV 680223af1 21,883 19,495,000 PRN SOLE 16,300,000 0 3,195,000 Corp 8% Convertible Senior Notes Omega Healthcare Invs Inc Com COM 681936100 16,002 822,700 SH SOLE 822,700 0 0 Omnicare Cap Trust Ii 4.00% PFD 68214Q200 9,359 257,300 SH SOLE 230,000 0 27,300 Conv Pfd B Omnicare Inc Com COM 681904108 4,715 194,989 SH SOLE 194,989 0 0 Onyx Pharmaceuticals Inc Com COM 683399109 5,270 179,620 SH SOLE 179,620 0 0 Orbital Sciences Corp COM 685564106 6,691 438,440 SH SOLE 438,440 0 0 Orient-Express Hotels Ltd COM G67743107 4,565 450,205 SH SOLE 450,205 0 0 Owens & Minor Inc New Com COM 690732102 16,790 391,100 SH SOLE 391,100 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Packaging Corp Amer Com COM 695156109 10,817 470,100 SH SOLE 470,100 0 0 Palatin Technologies Inc Com N COM 696077304 70 190,100 SH SOLE 0 0 190,100 Panera Bread Company Cl A COM 69840w108 7,744 115,680 SH SOLE 115,680 0 0 PAR Technology Corp Com COM 698884103 114 19,700 SH SOLE 19,700 0 0 Parametric Technology Corp Com COM 699173209 16,711 1,022,700 SH SOLE 1,022,700 0 0 Pepsico Inc Com COM 713448108 331 5,450 SH SOLE 0 0 5,450 PetroBras Sponsored ADR COM 71654v101 447 10,550 SH SOLE 0 0 10,550 PetroQuest Energy Inc. 6.875% PFD 716748207 3,182 103,452 SH SOLE 103,452 0 0 Convertible Pfd Ser B Pfizer Inc Com COM 717081103 2,203 121,093 SH SOLE 0 0 121,093 PHH Corporation 4% DBCV 693320ah6 2,249 2,150,000 PRN SOLE 2,150,000 0 0 Convertible Senior Notes (2012) (Registered) Philip Morris International In COM 718172109 7,779 161,425 SH SOLE 0 0 161,425 Pinnacle Financial Partners In COM 72346Q104 5,056 355,580 SH SOLE 355,580 0 0 Pioneer Drilling Co Com COM 723655106 3,819 483,370 SH SOLE 483,370 0 0 Placer Dome Inc. 2.75% DBCV 725906ak7 8,191 5,000,000 PRN SOLE 5,000,000 0 0 Convertible Senior Debentures (Registered) Plains All Amern Pipeline L P COM 726503105 2,217 41,950 SH SOLE 0 0 41,950 Plains Exploration & Productio COM 726505100 12,387 447,847 SH SOLE 447,847 0 0 Plum Creek Timber Co Inc Com COM 729251108 208 5,500 SH SOLE 0 0 5,500 Polycom Inc Com COM 73172K104 11,207 448,828 SH SOLE 448,828 0 0 Precision Castparts Corp COM 740189105 5,612 50,854 SH SOLE 27,809 0 23,045 Primoris Services Corporation COM 74164F103 106 13,300 SH SOLE 8,300 0 5,000 Procter & Gamble Co. COM 742718109 5,685 93,762 SH SOLE 0 0 93,762 PSS World Medical Inc. COM 69366A100 5,656 250,260 SH SOLE 250,260 0 0 PSS World Medical Inc. 3.125% DBCV 69366aac4 2,808 2,300,000 PRN SOLE 2,300,000 0 0 Convertible Senior Notes Psychiatric Solutions Inc Com COM 74439H108 6,640 314,120 SH SOLE 314,120 0 0 Qualcomm Inc Com COM 747525103 5,317 114,945 SH SOLE 0 0 114,945 Quanta Svcs Inc Com COM 74762E102 3,953 189,700 SH SOLE 180,100 0 9,600 Rambus Inc. 5% Convertible DBCV 750917ac0 5,978 3,980,000 PRN SOLE 3,980,000 0 0 Senior Notes Raymond James Financial Inc Co COM 754730109 17,987 756,700 SH SOLE 756,700 0 0 Regal Entmt Group Cl A COM 758766109 6,059 419,604 SH SOLE 419,604 0 0 Resmed Inc. COM 761152107 5,054 96,690 SH SOLE 96,690 0 0 Resources Connection Inc. COM 76122Q105 509 24,000 SH SOLE 24,000 0 0 Roche Hldg Ltd Sponsored Adr COM 771195104 1,318 31,000 SH SOLE 0 0 31,000 Roper Industries Inc. COM 776696106 7,270 138,829 SH SOLE 138,829 0 0 Rosetta Stone Inc. COM 777780107 5,221 290,880 SH SOLE 290,880 0 0 Royal Dutch Shell PLC Sponsore COM 780259206 508 8,450 SH SOLE 0 0 8,450 Rudolph Technologies Inc Com COM 781270103 6,688 995,168 SH SOLE 995,168 0 0 S1 Corp COM 78463B101 1,210 185,600 SH SOLE 185,600 0 0 Saks Inc. 2% Contingent DBCV 79377wal2 2,487 3,000,000 PRN SOLE 3,000,000 0 0 Convertible Senior Notes (Regd) Sandy Spring Bancorp Inc Com COM 800363103 530 59,644 SH SOLE 59,644 0 0 School Specialty Inc. 3.75% DBCV 807863ae5 7,426 7,470,000 PRN SOLE 2,840,000 0 4,630,000 Conv Notes (Registered) SeaSpan Corp COM Y75638109 2,954 320,405 SH SOLE 0 0 320,405 Semtech Corp Com COM 816850101 8,049 473,200 SH SOLE 473,200 0 0 Senior Housing Properties Trus COM 81721M109 859 39,300 SH SOLE 0 0 39,300 Sensient Technologies Corporat COM 81725t100 10,859 412,900 SH SOLE 412,900 0 0 SESI LLC Sr Exch 1.5%26 DBCV 78412fah7 3,959 4,300,000 PRN SOLE 4,300,000 0 0 Shanda Interactive DBCV 81941qad6 2,736 1,800,000 PRN SOLE 1,800,000 0 0 Entertainment Ltd. 2% Senior Convertible Notes (Regd) Silgan Holdings Inc COM 827048109 8,439 145,808 SH SOLE 145,808 0 0 Sirona Dental Systems Inc Com COM 82966C103 11,618 366,027 SH SOLE 366,027 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Slm Corp Com COM 78442P106 318 28,200 SH SOLE 0 0 28,200 SLM Corporation 7.25% Conv PFD 78442P700 4,118 6,750 SH SOLE 6,750 0 0 Pfd Ser C Smith & Wesson Holding Corp COM 831756101 57 14,000 SH SOLE 0 0 14,000 Smithfield Foods Inc Com COM 832248108 3,224 212,223 SH SOLE 212,223 0 0 Solarwinds Inc. COM 83416B109 1,205 52,350 SH SOLE 52,350 0 0 Solera Holdings COM 83421a104 4,429 123,000 SH SOLE 123,000 0 0 Sonosite Inc. COM 83568G104 1,349 57,095 SH SOLE 57,095 0 0 Southern Copper Corporation COM 84265V105 1,366 41,500 SH SOLE 0 0 41,500 Southern Union Company COM 844030106 645 28,435 SH SOLE 28,435 0 0 Spartan Stores Inc. COM 846822104 3,957 276,900 SH SOLE 276,900 0 0 Spartan Stores Inc. 3.375% DBCV 846822ae4 2,040 2,535,000 PRN SOLE 2,535,000 0 0 Convertible Senior Unsecured Notes (Regd) Spectrum Group International, COM 84763M102 192 102,087 SH SOLE 102,087 0 0 SRA International, Inc. COM 78464R105 4,103 214,800 SH SOLE 214,800 0 0 St. Mary Land & Exploration Co COM 792228108 14,429 421,400 SH SOLE 421,400 0 0 St. Mary Land & Exploration DBCV 792228ad0 597 600,000 PRN SOLE 600,000 0 0 Company 3.50% Conv Senior Notes (Registered) Standard Parking Corp Com COM 853790103 1,762 110,950 SH SOLE 7,800 0 103,150 Stanley Works Floating Rate PFD 854616208 5,319 5,800 SH SOLE 5,800 0 0 Convertible Equity Units Steel Dynamics Inc. 5.125% DBCV 858119ap5 4,020 3,150,000 PRN SOLE 3,150,000 0 0 Convertible Senior Notes Sterling Bancorp Com COM 859158107 653 91,419 SH SOLE 91,419 0 0 Sterlite Industries India DBCV 859737ab4 5,244 5,000,000 PRN SOLE 5,000,000 0 0 Ltd. 4.00% Convertible Senior Notes Streamline Health Solutions Co COM 86323X106 290 124,400 SH SOLE 0 0 124,400 Sun Healthcare Group Inc. COM 866933401 6,199 675,990 SH SOLE 675,990 0 0 Suncor Energy Inc. COM 867229106 282 8,000 SH SOLE 0 0 8,000 Suntech Power Holdings Co. DBCV 86800cae4 4,748 6,000,000 PRN SOLE 6,000,000 0 0 Ltd. 3% Convertible Senior Notes (Registered) SVB Financial Group COM 78486Q101 9,848 236,382 SH SOLE 236,382 0 0 SXC Health Solutions Corp COM 78505P100 243 4,500 SH SOLE 4,500 0 0 Sybase Inc. COM 871130100 4,764 109,780 SH SOLE 109,780 0 0 T Rowe Price Assoc Inc COM 74144T108 5,610 105,350 SH SOLE 105,350 0 0 Talecris Biotherapeutics Holdi COM 874227101 5,798 260,354 SH SOLE 260,354 0 0 TD Ameritrade Holding Corp Cl COM 87236Y108 3,383 174,586 SH SOLE 174,586 0 0 Tecumseh Products Co-CL B COM 878895101 121 11,000 SH SOLE 0 0 11,000 Teledyne Technologies Inc Com COM 879360105 16,372 426,800 SH SOLE 426,800 0 0 Telephone & Data Sys Inc Nt PFD 879433878 88 3,600 SH SOLE - 0 3,600 Ser A 7.6% Teradyne Inc. 4.50% DBCV 880770ae2 2,264 1,075,000 PRN SOLE 1,075,000 0 0 Convertible Senior Notes (Regd) Texas Capital Bancshares Inc C COM 88224Q107 397 28,453 SH SOLE 28,453 0 0 Texas Instruments Inc COM 882508104 3,211 123,200 SH SOLE 0 0 123,200 Textron Inc. 4.50% DBCV 883203bn0 3,222 2,000,000 PRN SOLE 2,000,000 0 0 Convertible Senior Notes Thermo Fisher Scientific Inc C COM 883556102 4,563 95,683 SH SOLE 0 0 95,683 3Par Inc. COM 88580F109 7,539 636,220 SH SOLE 636,220 0 0 Tiffany & Co New Com COM 886547108 6,578 152,987 SH SOLE 128,337 0 24,650 Titan International Inc. DBCV 888305aa7 5,559 5,250,000 PRN SOLE 5,250,000 0 0 5.625% Convertible Senior Subordinated Notes Titan Machinery Inc. COM 88830R101 1,608 139,300 SH SOLE 139,300 0 0 Transocean Inc 1.625% DBCV 893830au3 1,906 1,925,000 PRN SOLE - 0 1,925,000 Convertible Senior Notes Ser A (Regd)
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ --------- Transocean Ltd. (US Listed) COM h8817h100 248 3,000 SH SOLE 0 0 3,000 Trico Marine Services Inc. DBCV 896106aw1 9,808 11,500,000 PRN SOLE 7,100,000 0 4,400,000 8.125% Convertible Senior Debentures (Regd) Trina Solar Ltd Conv Notes DBCV 89628eaa2 3,423 2,000,000 PRN SOLE 2,000,000 0 0 Trinity Inds Inc. 3.875% DBCV 896522af6 7,463 10,000,000 PRN SOLE 10,000,000 0 0 Convertible Subordinated Notes (Regd) TTM Technologies Inc. 3.25% DBCV 87305rac3 8,709 8,683,000 PRN SOLE 8,683,000 0 0 Convertible Senior Notes (Registered) UAL Corp Conv DBCV 902549ae4 5,615 6,000,000 PRN SOLE 6,000,000 0 0 Ultra Petroleum Corp Com COM 903914109 1,884 37,776 SH SOLE 37,776 0 0 United States Steel DBCV 912909ae8 13,121 7,000,000 PRN SOLE 7,000,000 0 0 Corporation 4% Senior Convertible Notes United Technologies Corp Com COM 913017109 355 5,115 SH SOLE 0 0 5,115 United Therapeutics Corp Del C COM 91307C102 5,677 107,820 SH SOLE 107,820 0 0 Universal Hlth Svcs Inc Cl B COM 913903100 5,329 174,706 SH SOLE 174,706 0 0 Universal Technical Inst Inc C COM 913915104 1,207 59,730 SH SOLE 59,730 0 0 US Airways Group Inc. 7.00% DBCV 90341wab4 1,409 1,500,000 PRN SOLE 1,500,000 0 0 Conv Senior Notes (Registered) US Airways Group Inc. 7.25% DBCV 911905ac1 2,713 2,100,000 PRN SOLE 2,100,000 0 0 Convertible Senior Notes Vale Capital 5.50% Sr RIO Cl PFD 91912C208 4,819 89,200 SH SOLE 89,200 0 0 A Conv Pfd Varian Semiconductor Equip Ass COM 922207105 9,947 277,235 SH SOLE 277,235 0 0 Veramark Technologies Inc Com COM 923351100 4 15,500 SH SOLE 0 0 15,500 Verifone Holdings Inc. COM 92342Y109 8,308 507,200 SH SOLE 507,200 0 0 Verigy Ltd. COM Y93691106 1,370 106,500 SH SOLE 106,500 0 0 Verizon Communications Com COM 92343V104 545 16,455 SH SOLE 0 0 16,455 Vitamin Shoppe Inc. COM 92849E101 1,399 62,900 SH SOLE 62,900 0 0 Vodafone Group PLC New COM 92857W209 1,214 52,561 SH SOLE 0 0 52,561 Volcano Corp COM 928645100 1,759 101,192 SH SOLE 101,192 0 0 Vornado Realty Trust 6.625% PFD 929042877 792 35,950 SH SOLE - 0 35,950 Pfd I Wabash Natl Corp Com COM 929566107 19 10,000 SH SOLE 0 0 10,000 Wal Mart Stores Inc Com COM 931142103 941 17,600 SH SOLE 0 0 17,600 Waste Connections Inc. COM 941053100 6,296 188,828 SH SOLE 188,828 0 0 Wells Fargo & Co 7.50% Conv PFD 949746804 19,348 20,839 SH SOLE 12,863 0 7,976 Pfd Ser L Wendy's / Arby's Group Inc. COM 950587105 4,525 964,900 SH SOLE 964,900 0 0 Westamerica Bancorporation Com COM 957090103 10,421 188,200 SH SOLE 188,200 0 0 Western Refining Inc. 5.75% DBCV 959319ac8 3,567 4,500,000 PRN SOLE 4,500,000 0 0 Convertible Senior Notes Western Union Co COM 959802109 4,194 222,470 SH SOLE 222,470 0 0 Wiley & Sons Inc., John COM 968223206 10,815 258,239 SH SOLE 258,239 0 0 Windstream Corp. COM 97381W104 418 38,000 SH SOLE 0 0 38,000 Wolverine World Wide, Inc. COM 978097103 1,517 55,737 SH SOLE 55,737 0 0 Woodward Governor Co Com COM 980745103 4,641 180,100 SH SOLE 180,100 0 0 Wyndham Worldwide Corp Com COM 98310W108 8,517 422,258 SH SOLE 422,258 0 0 XM Satellite Radio Inc. DBCV 98375yau0 1,566 1,950,000 PRN SOLE 1,950,000 0 0 XTO Energy Inc. COM 98385X106 241 5,187 SH SOLE 0 0 5,187 Zebra Technologies Corp Cl A COM 989207105 6,194 218,500 SH SOLE 218,500 0 0
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