0001085146-12-000361.txt : 20120214
0001085146-12-000361.hdr.sgml : 20120214
20120213211532
ACCESSION NUMBER: 0001085146-12-000361
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120214
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: 12602052
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
palcap4q2011.txt
PALISADE CAPITAL MANAGEMENT, LLC
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2011
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, NJ 07024
13F File Number: 028-05320
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.
Person 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 February 13, 2012
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 407
Form 13F Information Table Value Total: $2,733,506 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP NOTE 1.750% 2/0 000361ah8 4575 4561000 PRN SOLE 4561000 0 0
AARONS INC COM PAR $0.50 002535300 12664 474717 SH SOLE 474717 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2584 54275 SH SOLE 54275 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 12866 352393 SH SOLE 352393 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2844 285300 SH SOLE 285300 0 0
ACI WORLDWIDE INC COM 004498101 11569 403950 SH SOLE 403950 0 0
ACME PACKET INC COM 004764106 7575 245068 SH SOLE 245068 0 0
ACTIVE NETWORK INC COM 00506d100 294 21600 SH SOLE 21600 0 0
ADDUS HOMECARE CORP COM 006739106 84 23500 SH SOLE 23500 0 0
AEROPOSTALE COM 007865108 8237 540100 SH SOLE 540100 0 0
AETNA INC NEW COM 00817Y108 3897 92370 SH SOLE 0 0 92370
AFFILIATED MANAGERS GROUP COM 008252108 3957 41236 SH SOLE 41236 0 0
AFLAC INC COM 001055102 311 7200 SH SOLE 0 0 7200
AGCO CORP NOTE 1.250%12/1 001084am4 2540 2026000 PRN SOLE 2026000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3219 92139 SH SOLE 92139 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949pad0 4112 3197000 PRN SOLE 3197000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6801 95090 SH SOLE 95090 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741rad4 5143 3669000 PRN SOLE 3669000 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581ad0 9642 7004000 PRN SOLE 7004000 0 0
ALLOT COMMUNICATIONS LTD SHS m0854q105 3934 258783 SH SOLE 258783 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 3174 167560 SH SOLE 167560 0 0
ALTRIA GROUP INC COM 02209S103 6524 220049 SH SOLE 0 0 220049
AMARIN CORP PLC SPONS ADR NEW 023111206 1698 226750 SH SOLE 226750 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5286 345700 SH SOLE 345700 0 0
AMERICAN ELEC PWR INC COM 025537101 202 4897 SH SOLE 0 0 4897
AMERISOURCEBERGEN CORP COM 03073E105 1639 44062 SH SOLE 44062 0 0
AMERITRANS CAP CORP COM 03073h108 4 31100 SH SOLE 0 0 31100
AMETEK INC NEW COM 031100100 7098 168594 SH SOLE 168594 0 0
AMPHENOL CORP NEW CL A 032095101 9139 201346 SH SOLE 42884 0 158462
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512q206 815 17000 SH SOLE 0 0 17000
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710aa0 18144 16000000 PRN SOLE 16000000 0 0
APACHE CORP PFD CONV SER D 037411808 5456 100723 SH SOLE 83723 0 17000
APPLE INC COM 037833100 9858 24340 SH SOLE 0 0 24340
APPLIED INDL TECHNOLOGIES IN COM 03820C105 21266 604650 SH SOLE 604650 0 0
AQUA AMERICA INC COM 03836W103 466 21140 SH SOLE 0 0 21140
ARBITRON INC COM 03875Q108 21580 627150 SH SOLE 627150 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 4300 209474 SH SOLE 209474 0 0
ARDEA BIOSCIENCES INC COM 03969P107 6233 370782 SH SOLE 370782 0 0
ARES CAP CORP COM 04010L103 814 52700 SH SOLE 0 0 52700
ARVINMERITOR INC FRNT 4.625% 3/0 043353af8 5067 6837000 PRN SOLE 6837000 0 0
ASHLAND INC NEW COM 044209104 6338 110875 SH SOLE 110875 0 0
AT&T INC COM 00206R102 1642 54309 SH SOLE 0 0 54309
AVIS BUDGET GROUP NOTE 3.500%10/0 053774ab1 12799 12519000 PRN SOLE 12519000 0 0
BALLY TECHNOLOGIES INC COM 05874B107 7064 178564 SH SOLE 178564 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 2825 3594 SH SOLE 0 0 3594
BANKRATE INC DEL COM 06647f102 11485 534182 SH SOLE 534182 0 0
BED BATH & BEYOND INC COM 075896100 1964 33879 SH SOLE 33879 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2180 19 SH SOLE 0 0 19
BERRY PETE CO CL A 085789105 8934 156554 SH SOLE 156554 0 0
BIG LOTS INC COM 089302103 7924 209852 SH SOLE 209852 0 0
BIOMED REALTY TRUST INC COM 09063H107 16749 926400 SH SOLE 926400 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057g602 25870 1590050 SH SOLE 1590050 0 0
BLACKBAUD INC COM 09227Q100 17415 628700 SH SOLE 628700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 469 13300 SH SOLE 0 0 13300
BROADCOM CORP CL A 111320107 1797 61198 SH SOLE 61198 0 0
BROADSOFT INC COM 11133B409 7091 234824 SH SOLE 234824 0 0
BRUKER CORP COM 116794108 20448 1646391 SH SOLE 1646391 0 0
BUCKLE INC COM 118440106 11954 292485 SH SOLE 285950 0 6535
CACI INTL INC NOTE 2.125% 5/0 127190ad8 4700 4000000 PRN SOLE 4000000 0 0
CARDINAL HEALTH INC COM 14149Y108 1427 35134 SH SOLE 35134 0 0
CARIBOU COFFEE INC COM 142042209 3384 242574 SH SOLE 242574 0 0
CATALYST HEALTH SOLUTIONS IN COM 14888B103 10293 156386 SH SOLE 156386 0 0
CAVIUM INC COM 14964U108 4905 172521 SH SOLE 172521 0 0
CENTENE CORP DEL COM 15135B101 3183 80410 SH SOLE 0 0 80410
CENTERPOINT ENERGY INC COM 15189T107 773 38475 SH SOLE 0 0 38475
CEVA INC COM 157210105 5463 180522 SH SOLE 180522 0 0
CF INDS HLDGS INC COM 125269100 1215 8378 SH SOLE 8378 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167bz9 449 500000 PRN SOLE 0 0 500000
CHEVRON CORP NEW COM 166764100 2130 20016 SH SOLE 0 0 20016
CHICOS FAS INC COM 168615102 1912 171655 SH SOLE 171655 0 0
CINEMARK HOLDINGS INC COM 17243v102 7801 421901 SH SOLE 421901 0 0
CITRIX SYS INC COM 177376100 1233 20308 SH SOLE 20308 0 0
CLARCOR INC COM 179895107 6425 128511 SH SOLE 128511 0 0
CLEAN HARBORS INC COM 184496107 11237 176318 SH SOLE 176318 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 1233 19510 SH SOLE 19510 0 0
COACH INC COM 189754104 1697 27805 SH SOLE 27805 0 0
COCA COLA CO COM 191216100 1112 15889 SH SOLE 0 0 15889
COHERENT INC COM 192479103 9229 175572 SH SOLE 175572 0 0
COINSTAR INC COM 19259P300 9153 200566 SH SOLE 200566 0 0
COINSTAR INC NOTE 4.000% 9/0 19259paf9 3998 3009000 PRN SOLE 3009000 0 0
COLGATE PALMOLIVE CO COM 194162103 236 2555 SH SOLE 0 0 2555
COMMERCIAL METALS CO COM 201723103 13079 945662 SH SOLE 945662 0 0
COMMVAULT SYSTEMS INC COM 204166102 7267 170111 SH SOLE 170111 0 0
COMPASS MINERALS INTL INC COM 20451N101 9680 140600 SH SOLE 140600 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 5370 105070 SH SOLE 98370 0 6700
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826af7 2120 2000000 PRN SOLE 2000000 0 0
CONCUR TECHNOLOGIES INC COM 206708109 3499 68885 SH SOLE 68885 0 0
CONOCOPHILLIPS COM 20825C104 1283 17600 SH SOLE 0 0 17600
CONSOLIDATED EDISON INC COM 209115104 540 8700 SH SOLE 0 0 8700
CORESITE RLTY CORP COM 21870Q105 7224 405400 SH SOLE 405400 0 0
CORNERSTONE ONDEMAND INC COM 21925y103 3138 172049 SH SOLE 172049 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282eac6 10000 9500000 PRN SOLE 9500000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410j106 21742 431300 SH SOLE 431300 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 851 21487 SH SOLE 21487 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678ad9 6730 4500000 PRN SOLE 4500000 0 0
CULLEN FROST BANKERS INC COM 229899109 12413 234600 SH SOLE 234600 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 7958 471142 SH SOLE 471142 0 0
CYS INVTS INC COM 12673A108 1102 83900 SH SOLE 0 0 83900
D R HORTON INC NOTE 2.000% 5/1 23331abb4 5843 5000000 PRN SOLE 5000000 0 0
DANAHER CORP DEL COM 235851102 6540 139030 SH SOLE 0 0 139030
DECKERS OUTDOOR CORP COM 243537107 13721 181567 SH SOLE 181567 0 0
DEVON ENERGY CORP NEW COM 25179M103 6550 105650 SH SOLE 0 0 105650
DEXCOM INC COM 252131107 5872 630814 SH SOLE 630814 0 0
DIGITAL RLTY TR INC COM 253868103 15491 232350 SH SOLE 232350 0 0
DISNEY WALT CO COM DISNEY 254687106 214 5700 SH SOLE 0 0 5700
DOVER CORP COM 260003108 2148 37013 SH SOLE 37013 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8371 212041 SH SOLE 0 0 212041
DRIL-QUIP INC COM 262037104 4930 74900 SH SOLE 74900 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 536 11700 SH SOLE 0 0 11700
DUFF & PHELPS CORP NEW CL A 26433B107 2685 185189 SH SOLE 185189 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 4165 129340 SH SOLE 129340 0 0
E M C CORP MASS NOTE 1.750%12/0 268648am4 13324 9257000 PRN SOLE 9257000 0 0
E TRADE FINANCIAL CORP NOTE 8/3 269246az7 2749 3548000 PRN SOLE 3548000 0 0
EBIX INC COM NEW 278715206 5677 256900 SH SOLE 256900 0 0
EINSTEIN NOAH REST GROUP INC COM 28257u104 3722 235264 SH SOLE 235264 0 0
ELECTRONIC ARTS INC COM 285512109 551 26725 SH SOLE 0 0 26725
ELSTER GROUP SE SPONSORED ADR 290348101 4738 364750 SH SOLE 364750 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250r106 1490 44885 SH SOLE 0 0 44885
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264fab2 11488 8786000 PRN SOLE 8786000 0 0
ENERSYS NOTE 3.375% 6/0 29275yaa0 5292 5250000 PRN SOLE 5250000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2313 49877 SH SOLE 0 0 49877
ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380t600 9944 365442 SH SOLE 199592 0 165850
EQUIFAX INC COM 294429105 5438 140359 SH SOLE 140359 0 0
EQUINIX INC NOTE 4.750% 6/1 29444uah9 17188 12175000 PRN SOLE 10005000 0 2170000
EXPRESS INC COM 30219E103 7267 364429 SH SOLE 364429 0 0
EXXON MOBIL CORP COM 30231G102 3852 45447 SH SOLE 0 0 45447
F M C CORP COM NEW 302491303 14011 162835 SH SOLE 116255 0 46580
F5 NETWORKS INC COM 315616102 1032 9726 SH SOLE 9726 0 0
FAMILY DLR STORES INC COM 307000109 2146 37217 SH SOLE 37217 0 0
FIFTH THIRD BANCORP COM 316773100 128 10100 SH SOLE 10100 0 0
FINANCIAL ENGINES INC COM 317485100 3861 172895 SH SOLE 172895 0 0
FINISH LINE INC CL A 317923100 3156 163630 SH SOLE 163630 0 0
FIRST CASH FINL SVCS INC COM 31942D107 10978 312859 SH SOLE 312859 0 0
FOOT LOCKER INC COM 344849104 3335 139878 SH SOLE 139878 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 291 121634 SH WTS SOLE 0 0 121634
FORD MTR CO DEL COM PAR $0.01 345370860 2777 258106 SH SOLE 0 0 258106
FORD MTR CO DEL NOTE 4.250%11/1 345370cn8 9824 6849000 PRN SOLE 6849000 0 0
FOREST OIL CORP COM PAR $0.01 346091705 5934 437912 SH SOLE 437912 0 0
FORTINET INC COM 34959E109 1668 50504 SH SOLE 50504 0 0
FOSSIL INC COM 349882100 4031 50790 SH SOLE 50790 0 0
FOSTER WHEELER AG COM H27178104 5867 306495 SH SOLE 306495 0 0
FRANCO NEVADA CORP COM 351858105 1888 49605 SH SOLE 0 0 49605
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3813 103633 SH SOLE 0 0 103633
FULTON FINL CORP PA COM 360271100 6754 688500 SH SOLE 688500 0 0
GAYLORD ENTMT CO NEW COM 367905106 1844 76370 SH SOLE 76370 0 0
GENCORP INC SDCV 4.062%12/3 368682an0 6586 7249000 PRN SOLE 7249000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300al2 9467 10000000 PRN SOLE 10000000 0 0
GENERAL ELECTRIC CO COM 369604103 210 11740 SH SOLE 0 0 11740
GENERAL MTRS CO JR PFD CNV SRB 37045V209 4273 124465 SH SOLE 80240 0 44225
GENESEE & WYO INC CL A 371559105 40632 670719 SH SOLE 482537 0 188182
GENTEX CORP COM 371901109 11286 381405 SH SOLE 381405 0 0
GFI GROUP INC COM 361652209 4718 1145100 SH SOLE 1145100 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558ap8 18127 15892000 PRN SOLE 15892000 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 7383 1659200 SH SOLE 1659200 0 0
GOODYEAR TIRE & RUBR CO PFD CONV 382550309 5354 110387 SH SOLE 73852 0 36535
GOOGLE INC CL A 38259P508 418 647 SH SOLE 0 0 647
HANCOCK HLDG CO COM 410120109 9112 285021 SH SOLE 285021 0 0
HARSCO CORP COM 415864107 4108 199600 SH SOLE 199600 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 864 46000 SH SOLE 0 0 46000
HASBRO INC COM 418056107 2549 79930 SH SOLE 0 0 79930
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879ad3 8986 9000000 PRN SOLE 9000000 0 0
HCC INS HLDGS INC COM 404132102 15378 559210 SH SOLE 504700 0 54510
HEALTH CARE REIT INC COM 42217K106 2222 40754 SH SOLE 0 0 40754
HEALTH MGMT ASSOC INC NEW CL A 421933102 7491 1016428 SH SOLE 1016428 0 0
HEALTHCARE SVCS GRP INC COM 421906108 11352 641700 SH SOLE 641700 0 0
HEARTWARE INTL INC COM 422368100 2362 34233 SH SOLE 34233 0 0
HEICO CORP NEW CL A 422806208 9681 246020 SH SOLE 0 0 246020
HERBALIFE LTD COM USD SHS G4412G101 2651 51296 SH SOLE 51296 0 0
HERSHEY CO COM 427866108 2352 38067 SH SOLE 38067 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 6537 480974 SH SOLE 480974 0 0
HMS HLDGS CORP COM 40425J101 22758 711609 SH SOLE 699559 0 12050
HOLOGIC INC FRNT 2.000%12/1 436440aa9 7795 8151000 PRN SOLE 4451000 0 3700000
HUB GROUP INC CL A 443320106 10076 310703 SH SOLE 310703 0 0
HUNT J B TRANS SVCS INC COM 445658107 1564 34697 SH SOLE 34697 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 10992 10201 SH SOLE 7921 0 2280
HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407af3 4360 6228000 PRN SOLE 4277000 0 1951000
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407ag1 1881 2730000 PRN SOLE 2033000 0 697000
ICON PUB LTD CO SPONSORED ADR 45103T107 8617 503619 SH SOLE 503619 0 0
IDACORP INC COM 451107106 19682 464100 SH SOLE 464100 0 0
INCYTE CORP NOTE 4.750%10/0 45337caj1 3269 1734000 PRN SOLE 1734000 0 0
INFORMATICA CORP COM 45666Q102 5008 135601 SH SOLE 135601 0 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687aad4 19761 11500000 PRN SOLE 11500000 0 0
INHIBITEX INC COM 45719t103 2986 272971 SH SOLE 272971 0 0
INSULET CORP COM 45784P101 2938 156020 SH SOLE 156020 0 0
INTEL CORP COM 458140100 1046 43145 SH SOLE 0 0 43145
INTEL CORP SDCV 2.950%12/1 458140ad2 2096 2007000 PRN SOLE 2007000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2556 13900 SH SOLE 0 0 13900
INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690ba7 507 500000 PRN SOLE 0 0 500000
INTERXION HOLDING N.V SHS N47279109 2247 167076 SH SOLE 167076 0 0
INTREPID POTASH INC COM 46121Y102 11853 523761 SH SOLE 523761 0 0
ION GEOPHYSICAL CORP COM 462044108 7401 1207394 SH SOLE 1207394 0 0
ISHARES TR RUSSELL MCP GR 464287481 2331 42350 SH SOLE 42350 0 0
ISHARES TR RUSSELL 2000 464287655 22125 300000 SH PUT SOLE 300000 0 0
ISHARES TR US PFD STK IDX 464288687 1871 52525 SH SOLE 0 0 52525
JAMES RIVER COAL CO NOTE 4.500%12/0 470355af5 3187 4079000 PRN SOLE 4079000 0 0
JARDEN CORP COM 471109108 23571 788850 SH SOLE 741050 0 47800
JOHNSON & JOHNSON COM 478160104 5017 76506 SH SOLE 0 0 76506
JONES LANG LASALLE INC COM 48020Q107 6666 108817 SH SOLE 108817 0 0
JPMORGAN CHASE & CO COM 46625H100 4247 127724 SH SOLE 0 0 127724
KANSAS CITY SOUTHERN COM NEW 485170302 5576 81978 SH SOLE 81978 0 0
KENNAMETAL INC COM 489170100 4216 115458 SH SOLE 115458 0 0
KEY ENERGY SVCS INC COM 492914106 8673 560611 SH SOLE 560611 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 10443 99606 SH SOLE 93871 0 5735
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 723 9203 SH SOLE 0 0 9203
KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248aab4 1682 1625000 PRN SOLE 0 0 1625000
KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1 48248aad0 25853 19069000 PRN SOLE 16144000 0 2925000
KNIGHT CAP GROUP INC CL A COM 499005106 6756 571606 SH SOLE 571606 0 0
KNIGHT TRANSN INC COM 499064103 9044 578256 SH SOLE 578256 0 0
KRAFT FOODS INC CL A 50075N104 7086 189666 SH SOLE 0 0 189666
KRATON PERFORMANCE POLYMERS COM 50077C106 9074 446980 SH SOLE 335499 0 111481
LAZARD LTD SHS A G54050102 5969 228614 SH SOLE 130829 0 97785
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863al4 2575 2930000 PRN SOLE 0 0 2930000
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729nbr0 2207 1800000 PRN SOLE 0 0 1800000
LINCARE HLDGS INC DBCV 2.750%11/0 532791ae0 9301 9035000 PRN SOLE 9000000 0 35000
LINCARE HLDGS INC NOTE 2.750%11/0 532791af7 4369 4000000 PRN SOLE 4000000 0 0
LINCOLN EDL SVCS CORP COM 533535100 1190 150600 SH SOLE 150600 0 0
LKQ CORP COM 501889208 27352 909301 SH SOLE 909301 0 0
LULULEMON ATHLETICA INC COM 550021109 3855 82607 SH SOLE 82607 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 2603 93200 SH SOLE 0 0 93200
MAGELLAN HEALTH SVCS INC COM NEW 559079207 8908 180075 SH SOLE 180075 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 3437 637651 SH SOLE 634626 0 3025
MAIDENFORM BRANDS INC COM 560305104 8919 487400 SH SOLE 487400 0 0
MAKO SURGICAL CORP COM 560879108 5995 237799 SH SOLE 237799 0 0
MANITOWOC INC COM 563571108 11774 1281169 SH SOLE 783344 0 497825
MARTEN TRANS LTD COM 573075108 2872 159620 SH SOLE 159620 0 0
MASCO CORP COM 574599106 105 10000 SH SOLE 0 0 10000
MASTEC INC NOTE 4.000% 6/1 576323al3 12205 9318000 PRN SOLE 9318000 0 0
MATTHEWS INTL CORP CL A 577128101 2331 74150 SH SOLE 74150 0 0
MCDONALDS CORP COM 580135101 9593 95610 SH SOLE 0 0 95610
MEAD JOHNSON NUTRITION CO COM 582839106 5297 77077 SH SOLE 32543 0 44534
MEDNAX INC COM 58502b106 21214 294600 SH SOLE 294600 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 9572 294618 SH SOLE 294618 0 0
MERU NETWORKS INC COM 59047Q103 95 22900 SH SOLE 22900 0 0
METLIFE INC COM 59156R108 2300 73780 SH SOLE 0 0 73780
METLIFE INC UNIT 99/99/9999 59156r116 6507 105517 SH SOLE 105517 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4016 147400 SH SOLE 147400 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017ab0 18975 14068000 PRN SOLE 14068000 0 0
MICROS SYS INC COM 594901100 26199 562452 SH SOLE 515312 0 47140
MICROSEMI CORP COM 595137100 14859 887100 SH SOLE 887100 0 0
MICROSOFT CORP COM 594918104 987 38024 SH SOLE 0 0 38024
MILLER HERMAN INC COM 600544100 3488 189050 SH SOLE 189050 0 0
MOLINA HEALTHCARE INC COM 60855R100 16687 747300 SH SOLE 747300 0 0
MOLYCORP INC DEL PFD CONV SER A 608753208 2162 39063 SH SOLE 39063 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 958 104732 SH SOLE 0 0 104732
MUELLER INDS INC COM 624756102 7363 191650 SH SOLE 191650 0 0
MYERS INDS INC COM 628464109 457 37015 SH SOLE 0 0 37015
MYLAN INC NOTE 3.750% 9/1 628530aj6 18949 10844000 PRN SOLE 10844000 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607pac3 4930 4000000 PRN SOLE 4000000 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 3121 118300 SH SOLE 0 0 118300
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934eal2 18919 17500000 PRN SOLE 17500000 0 0
NETAPP INC NOTE 1.750% 6/0 64110dab0 3718 2944000 PRN SOLE 2944000 0 0
NETSPEND HLDGS INC COM 64118v106 148 18200 SH SOLE 18200 0 0
NEW MTN FIN CORP COM 647551100 4579 341490 SH SOLE 0 0 341490
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1053 752000 PRN SOLE 752000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639aj5 24752 17117000 PRN SOLE 17117000 0 0
NEXTERA ENERGY INC COM 65339f101 3289 54025 SH SOLE 0 0 54025
NIELSEN HOLDINGS N V COM N63218106 1694 56427 SH SOLE 56427 0 0
NOBLE ENERGY INC COM 655044105 4166 44136 SH SOLE 44136 0 0
NORTHERN TR CORP COM 665859104 555 14000 SH SOLE 0 0 14000
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