-----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, S9B5GgHrADVdfVXIMmub9xucX/NJu1NyAKnN2/15RZr9oDeKAMU682djtD5rVEe0 hVLQ2T1UOWsQIaeogWDSZA== 0001169232-09-003632.txt : 20090811 0001169232-09-003632.hdr.sgml : 20090811 20090811102643 ACCESSION NUMBER: 0001169232-09-003632 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090811 DATE AS OF CHANGE: 20090811 EFFECTIVENESS DATE: 20090811 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: 091002394 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 d77565_13f-hr.txt 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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. 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 07024 August 10, 2009 - ---------------- --------------------- --------------- 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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: NONE Form 13F Information Table Entry Total: 457 Form 13F Information Table Value Total: 2,066,129 (thousands) Confidential information has been omitted from the public Form 13F report and filed separately with the Commission. List of Other Included Managers: NONE PALISADE CAPITAL MANAGEMENT, L.L.C. FORM 13F June 30, 2009 FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ------- ------- ----- A D C Telecommunications Com N COM 000886309 1,144 143,700 SH Sole 143,700 AAR Corp 1.75% Contingent Convertible Senior Notes (Regd) DBCV 000361ah8 8,178 9,935,000 PRN Sole 9,935,000 - Aaron's Inc. COM 002535201 16,657 558,600 SH Sole 558,600 Abaxis Inc Com COM 002567105 485 23,600 SH Sole 23,600 Abbott Labs COM 002824100 358 7,600 SH Sole 7,600 ACI Worldwide Inc. COM 004498101 2,954 211,600 SH Sole 211,600 ADC Telecommunications Inc. 3.50% Conv Sub Notes DBCV 000886ae1 4,627 7,000,000 PRN Sole 7,000,000 - Aegean Marine Petroleum Networ COM Y0017S102 8,936 591,793 SH Sole 591,793 Aeropostale Com COM 007865108 14,217 414,865 SH Sole 414,865 Aetna Inc New Com COM 00817Y108 1,595 63,674 SH Sole 63,674 Affiliated Managers Group Com COM 008252108 6,889 118,382 SH Sole 118,382 Aflac Inc Com COM 001055102 420 13,500 SH Sole 13,500 Air Methods Corp COM 009128307 479 17,500 SH Sole 17,500 Airtran Holdings Inc. Conv DBCV 00949pab4 5,772 5,897,000 PRN Sole 5,897,000 - Akamai Technologies Inc Com COM 00971T101 5,035 262,539 SH Sole 262,539 Alexion Pharmaceuticals Inc. COM 015351109 6,801 165,443 SH Sole 165,443 Allegheny Technologies Inc. 4.25% Convertible Notes DBCV 01741rad4 6,395 5,800,000 PRN Sole 5,800,000 - Allos Therapeutics Inc. COM 019777101 1,052 126,900 SH Sole 126,900 Altria Group Inc. COM 02209S103 3,553 216,749 SH Sole 216,749 Alza Corp Sb Db Cv Zero 20 DBCV 02261wab5 2 2,000 PRN Sole - 2,000 AMAG Pharmaceuticals Inc. COM 00163u106 815 14,900 SH Sole 14,900 Amedisys Inc. COM 023436108 5,078 153,800 SH Sole 153,800 American Eagle Outfitters New COM 02553E106 7,072 499,050 SH Sole 499,050 American Equity Investment Life Holding Co.5.25% Conv Snr Notes (Regd) DBCV 025676ae7 10,971 15,225,000 PRN Sole 15,225,000 - American Land Lease Inc. 7.75% Pfd Ser A PFD 027118207 57 7,000 SH Sole 7,000 American Medical Systems Holdings Inc.3.25% Conv Senior Notes (Regd) DBCV 02744maa6 2,904 3,000,000 PRN Sole 3,000,000 - Amerigroup Corp 2% Convertible Senior Notes (Registered) DBCV 03073tab8 12,149 13,555,000 PRN Sole 9,155,000 4,400,000 Ameritrans Capital Corp COM 03073h108 133 93,697 SH Sole 93,697 Ametek Inc Com COM 031100100 6,350 183,621 SH Sole 183,621 Amgen Inc Com COM 031162100 406 7,674 SH Sole 7,674 Amgen Inc. .125% Convertible Senior Notes (Registered) DBCV 031162an0 4,131 4,343,000 PRN Sole 1,038,000 3,305,000 Amgen Inc. .375% Convertible Senior Subordinated Notes (Registered) DBCV 031162aq3 5,940 6,568,000 PRN Sole 6,568,000 AMN Healthcare Services Inc Co COM 001744101 2,934 459,826 SH Sole 459,826 Amphenol Corp New Cl A COM 032095101 8,296 262,194 SH Sole 121,019 141,175 Angiodynamics Inc Com COM 03475V101 155 11,700 SH Sole 11,700 Annaly Cap Mgmt Inc Pfd Conv Ser B PFD 035710607 3,890 117,100 SH Sole 117,100 - Apollo Group Inc. Cl A COM 037604105 1,549 21,786 SH Sole 21,786 Apple Inc. COM 037833100 242 1,700 SH Sole 1,700 Applied Indl Technologies Inc COM 03820C105 3,532 179,300 SH Sole 179,300 Arbitron Inc Com COM 03875Q108 9,671 608,600 SH Sole 578,400 30,200 ArcelorMittal 5% Convertible Senior Notes DBCV 03938lak0 6,962 5,500,000 PRN Sole 5,500,000 Arch Capital Group Ltd. 8% Pfd Ser A PFD g0450a147 438 19,950 SH Sole 19,950 Archer-Daniels-Midland Co. 6.25% Pfd Units PFD 039483201 903 24,888 SH Sole 24,888 - Arena Resources Inc COM 040049108 2,105 66,080 SH Sole 66,080 Ariba Inc Com New COM 04033V203 1,590 161,630 SH Sole 161,630 Arm Holdings PLC COM 042068106 3,545 593,789 SH Sole 593,789 Art Technology Group Inc. COM 04289L107 1,499 394,400 SH Sole 394,400 AT & T Inc. COM 00206R102 2,120 85,357 SH Sole 85,357 Atlas Air Worldwide Holdings, COM 049164205 4,471 192,805 SH Sole 192,805 Atmel Corp COM 049513104 11,046 2,961,345 SH Sole 2,961,345 Automatic Data Processing Inc. COM 053015103 284 8,000 SH Sole 8,000 Baldor Elec Co Com COM 057741100 10,821 454,864 SH Sole 307,800 147,064 Bank Of America Corp 6.25% Cap Trust X Pfd PFD 055189203 44 2,500 SH Sole 2,500 Bankrate Inc. COM 06646v108 4,236 167,845 SH Sole 167,845 Barnes Group Inc. 3.75% Contingent Convertible Sr Sub Notes (Regd DBCV 067806ab5 2,217 2,422,000 PRN Sole 2,422,000 Beckman Coulter Inc Com COM 075811109 9,889 173,059 SH Sole 97,384 75,675 Beckman Coulter Inc. 2.50% Contingent Convertible Senior Notes (R DBCV 075811ad1 5,152 5,200,000 PRN Sole 4,900,000 300,000 Berkshire Hathaway Inc Del Cl COM 084670207 3,996 1,380 SH Sole 1,380 Berkshire Hathaway Inc. CL A COM 084670108 2,250 25 SH Sole 25 Best Buy Company Inc. 2.25% Conv Senior Notes (Registered) DBCV 086516af8 1,950 2,000,000 PRN Sole 2,000,000 Bigband Networks Inc Com COM 089750509 1,956 378,400 SH Sole 378,400 Biomed Realty Trust Inc Com COM 09063H107 9,474 926,100 SH Sole 918,200 7,900 Bio-Reference Laboratories Inc COM 09057g602 12,388 391,900 SH Sole 391,900 Biovail Corporation 5.375% Senior Convertible Notes DBCV 09067jac3 1,669 1,500,000 PRN Sole 1,500,000 Blackbaud Inc Com COM 09227Q100 14,550 935,700 SH Sole 935,700 Blue Coat Systems Inc Com New COM 09534T508 5,657 342,000 SH Sole 342,000 Boots & Coots International We COM 099469504 235 169,100 SH Sole 169,100 Borg Warner Inc. 3.50% Convertible Senior Notes (Regd) DBCV 099724af3 3,921 3,075,000 PRN Sole 3,075,000 Bottomline Tech Del Inc Com COM 101388106 120 13,300 SH Sole 13,300 BP PLC Sponsored ADR COM 055622104 353 7,400 SH Sole 7,400 Bridgepoint Education Inc. COM 10807M105 6,242 367,200 SH Sole 367,200 Brigham Exploration Company COM 109178103 1,437 410,500 SH Sole 410,500 Broadcom Corp Cl A COM 111320107 2,294 92,534 SH Sole 92,534 Brocade Communications Sys Inc COM 111621306 7,214 920,209 SH Sole 920,209 Brown & Brown Inc. COM 115236101 5,966 299,368 SH Sole 299,368 Bruker Corporation COM 116794108 6,773 731,400 SH Sole 731,400 Buckle Inc Com COM 118440106 11,175 351,750 SH Sole 351,750 Bunge Ltd 4.875% Conv Pfd PFD g16962204 7,270 89,410 SH Sole 71,475 17,935 Burger King Hldgs Inc Com COM 121208201 5,277 305,586 SH Sole 305,586 Burlington Northn Santa Fe Cp COM 12189T104 401 5,450 SH Sole 5,450 C.H. Robinson Worldwide Inc. COM 12541W209 1,627 31,191 SH Sole 31,191 Cambridge Heart Inc Com COM 131910101 40 448,000 SH Sole 448,000 Cameron International Corporation 2.50% Convertible Senior Notes Regd DBCV 13342bab1 4,598 4,007,000 PRN Sole 4,007,000 CapitalSource Inc. 4.00% Convertible Senior Notes (Regd) DBCV 14055xae2 1,541 2,000,000 PRN Sole 2,000,000 Carnival Corp Gtd 0.50% Convertible Senior Debentures DBCV 143658av4 2,741 4,200,000 PRN Sole 4,000,000 200,000 Celanese Corporation COM 150870103 6,330 266,516 SH Sole 266,516 Centene Corp Del Com COM 15135B101 1,884 94,275 SH Sole 94,275 CenterPoint Energy Inc. COM 15189T107 482 43,500 SH Sole 43,500 Central European Distribution Corp 3.00% Convertible Senior Notes DBCV 153435aa0 6,754 9,896,000 PRN Sole 9,896,000 Cenveo Inc. COM 15670s105 3,752 887,015 SH Sole 887,015 Cephalon Conv Notes Zero Coupon DBCV 156708al3 4,785 4,400,000 PRN Sole 4,400,000 Charming Shoppes Inc 1.125% Convertible Senior UnSecured Notes (R DBCV 161133ae3 1,759 3,000,000 PRN Sole 3,000,000 Chattem Inc. 1.625% Convertible Senior Notes (Registered) DBCV 162456ar8 1,315 1,250,000 PRN Sole 1,250,000 Chesapeake Energy Corp 2.25% Convertible Senior Notes (Registered DBCV 165167cb1 307 500,000 PRN Sole - 500,000 Chesapeake Energy Corp 2.50% Conv Senior Note DBCV 165167ca3 1,082 1,520,000 PRN Sole 1,520,000 Chesapeake Energy Corp 2.50% Conv Senior Note (Regd) DBCV 165167bz9 10,325 14,500,000 PRN Sole 14,500,000 Chesapeake Energy Corp 2.75% Conv Senior Note (Registered) DBCV 165167bw6 1,725 1,991,000 PRN Sole - 1,991,000 Chesapeake Energy Corp Pfd Conv PFD 165167842 2,532 39,300 SH Sole 39,300 - Chevron Corp New Com COM 166764100 1,227 18,525 SH Sole 18,525 Chicos Fas Inc Com COM 168615102 5,779 593,905 SH Sole 593,905 Childrens Place Retial Stores COM 168905107 1,118 42,310 SH Sole 42,310 China Medical Technologies Inc. 4% Convertible Senior Notes DBCV 169483ac8 5,985 9,500,000 PRN Sole 9,500,000 China Sunergy Company, Ltd.4.75% Convertible Senior Notes (Regd) DBCV 16942xab0 1,020 2,000,000 PRN Sole 2,000,000 Church & Dwight Inc Com COM 171340102 1,540 28,360 SH Sole 28,360 Cisco Sys Inc Com COM 17275R102 3,262 175,000 SH Sole 175,000 Citigroup Capital Viii 6.95% Trups PFD 17306R204 31 2,000 SH Sole 2,000 Citigroup Inc. 6.5% Conv Preferred Ser T PFD 172967598 9,769 291,700 SH Sole 291,700 - Citrix Sys Inc Com COM 177376100 8,193 256,924 SH Sole 256,924 Clean Energy Fuels Corp COM 184499101 1,186 137,800 SH Sole 137,800 Coach Inc Com COM 189754104 1,946 72,406 SH Sole 72,406 Commercial Metals Co Com COM 201723103 8,507 530,700 SH Sole 530,700 Commscope Inc Com COM 203372107 16,018 609,959 SH Sole 609,959 Commscope Inc. 3.25% Senior Subordinated Convertible Notes DBCV 203372ag2 5,680 5,000,000 PRN Sole 3,000,000 2,000,000 Community Health Systems Inc. COM 203668108 7,186 284,600 SH Sole 284,600 Commvault Systems Inc. COM 204166102 1,394 84,030 SH Sole 84,030 Compass Minerals International COM 20451N101 16,500 300,500 SH Sole 300,500 Compellent Technologies Inc COM 20452A108 1,190 78,050 SH Sole 78,050 Computer Programs & Sys Inc Co COM 205306103 15,711 410,100 SH Sole 410,100 Comstock Res Inc Com New COM 205768203 5,205 157,500 SH Sole 157,500 Comtech Telecommunications Corp 3% Convertible Senior Notes DBCV 205826ae0 1,045 1,000,000 PRN Sole 1,000,000 ConocoPhillips COM 20825C104 4,411 104,870 SH Sole 104,870 Consolidated Edison Inc Com COM 209115104 397 10,600 SH Sole 10,600 Continental Airlines Inc. 5% Convertible Senior UnSecured Notes (Regd) DBCV 210795pj3 7,981 8,605,000 PRN Sole 8,605,000 Cracker Barrel Old Country Sto COM 22410j106 8,456 303,100 SH Sole 303,100 Cubist Pharmaceuticals Inc Com COM 229678107 1,798 98,097 SH Sole 98,097 Cullen Frost Bankers Inc Com COM 229899109 15,150 328,500 SH Sole 328,500 CVS Caremark Corporation Com COM 126650100 4,508 141,450 SH Sole 141,450 D.R. Horton 2.00% Convertible Senior Notes DBCV 23331abb4 1,679 1,750,000 PRN Sole 1,750,000 Danaher Corp Del Com COM 235851102 3,044 49,300 SH Sole 49,300 Darden Restaurants Inc Com COM 237194105 1,844 55,927 SH Sole 55,927 Deckers Outdoor Corp. COM 243537107 1,131 16,100 SH Sole 16,100 Denbury Resources COM 247916208 4,759 323,053 SH Sole 323,053 Devon Energy Corp COM 25179M103 4,135 75,880 SH Sole 75,880 Diamond Offshore Drilling COM 25271C102 2,924 35,210 SH Sole 35,210 Digital Realty Trust Inc. 5.50% Exchangeable Senior Debentures DBCV 25389jac0 2,967 3,000,000 PRN Sole 3,000,000 Digital Rlty Tr Inc Com COM 253868103 12,777 356,400 SH Sole 356,400 DigitalGlobe Inc. COM 25389M877 3,888 202,500 SH Sole 202,500 Dime Community Bancshares Inc. COM 253922108 1,235 135,600 SH Sole 135,600 Dolan Media Company COM 25659p402 585 45,700 SH Sole 40,700 5,000 Dril-Quip Inc Com COM 262037104 14,802 388,500 SH Sole 388,500 Duke Energy Corp New Com COM 26441C105 394 27,000 SH Sole 27,000 Dune Energy Inc. 10% Conv Pfd (Registered) PFD 265338400 158 2,257 SH Sole 2,257 - Dupont E I De Nemours Co COM 263534109 789 30,800 SH Sole 30,800 DXP Enterprise Inc. COM 233377407 967 84,300 SH Sole 84,300 Dynamics Resh Corp Com COM 268057106 203 20,267 SH Sole 20,267 E*Trade Financial Corp COM 269246104 44 34,000 SH Sole 34,000 EBIX Inc. COM 278715206 770 24,600 SH Sole 24,600 Electronic Arts COM 285512109 2,387 109,877 SH Sole 109,877 EMC Corp 1.75% Convertible Senior Notes (Registered) DBCV 268648am4 10,689 10,470,000 PRN Sole 10,470,000 Emergent Biosolutions Inc Com COM 29089Q105 523 36,500 SH Sole 36,500 Energy Conversion Devices Inc. COM 292659109 4,562 322,400 SH Sole 322,400 Energy Conversion Devices Inc. 3% Convertible Senior Notes (Registered) DBCV 292659aa7 2,979 4,780,000 PRN Sole 4,780,000 Energy Solutions Inc COM 292756202 6,793 738,365 SH Sole 738,365 EnerSys 3.375% Convertible Senior Notes DBCV 29275yaa0 2,898 3,750,000 PRN Sole 3,750,000 Entertainment Properties Trust 9.00% Convertible Pfd Ser E PFD 29380t600 2,052 132,300 SH Sole 132,300 - Equinix Inc Com New COM 29444U502 6,865 94,378 SH Sole 94,378 Equinix Inc Sub Nt Cv 2.5%12 DBCV 29444uaf3 9,464 10,497,000 PRN Sole 10,497,000 Evercore Partners Inc Class A COM 29977A105 1,249 63,600 SH Sole 63,600 Exar Corp COM 300645108 2,112 293,800 SH Sole 293,800 Express Scripts Inc. Cl A COM 302182100 3,442 50,068 SH Sole 50,068 Exxon Mobil Corp. COM 30231G102 6,280 89,828 SH Sole 89,828 EZ Corp Inc Cl A Non Vtg COM 302301106 1,178 109,300 SH Sole 109,300 Family Dollar Stores Inc. COM 307000109 1,146 40,485 SH Sole 40,485 FBR Capital Markets Corp COM 30247C301 1,282 272,700 SH Sole 272,700 Fifth Third Bancorp Com COM 316773100 103 14,559 SH Sole 14,559 Fisher Scientific Intl 3.25% Convertible Senior Sub Notes (Regd) DBCV 338032ax3 7,398 6,048,000 PRN Sole 6,048,000 Ford Motor Company 4.25% Conv Senior Notes (Regd) DBCV 345370cf5 8,964 10,500,000 PRN Sole 10,500,000 Forest City Enterprises Inc. 3.625% Puttable Equity Linked Notes (Regd) DBCV 345550ah0 4,770 6,000,000 PRN Sole 6,000,000 Foster Wheeler AG COM H27178104 4,412 185,768 SH Sole 185,768 Foundation Coal Holdings COM 35039w100 6,634 236,000 SH Sole 236,000 FPL Group Inc. COM 302571104 7,952 139,850 SH Sole 139,850 Freeport McMoran Copper Inc. 5.50% Convertible Pfd (Regd) PFD 35671D790 9,222 8,175 SH Sole 8,000 175 Freeport-McMoran Copper & Gold 6.75% Conv Pfd PFD 35671D782 1,436 18,075 SH Sole - 18,075 FTI Consulting Inc Com COM 302941109 7,303 143,995 SH Sole 143,795 200 Fulton Finl Corp Pa Com COM 360271100 4,547 876,200 SH Sole 876,200 GameStop Corp COM 36467W109 934 42,424 SH Sole 42,424 General Cable Corp Del New Com COM 369300108 5,989 159,373 SH Sole 159,373 General Cable Corp Del New Sr Nt Cv0.875%13 DBCV 369300ad0 1,816 2,000,000 PRN Sole 2,000,000 General Electric Co. COM 369604103 3,850 328,473 SH Sole 328,473 General Mls Inc Com COM 370334104 1,224 21,850 SH Sole 21,850 Genesee & Wyoming Inc. COM 371559105 24,863 937,862 SH Sole 769,550 168,312 Gentiva Health Services Inc. COM 37247A102 1,292 78,500 SH Sole 78,500 GFI Group Inc Com COM 361652209 5,439 807,000 SH Sole 807,000 Gilead Sciences Inc Com COM 375558103 264 5,644 SH Sole 5,644 Gilead Sciences Inc Sr Nt Cv 0.5%11 DBCV 375558ag8 751 595,000 PRN Sole 595,000 Gilead Sciences Inc. 0.625% Convertible Senior Notes (Registered) DBCV 375558ah6 7,791 6,050,000 PRN Sole 6,050,000 Global Cash Access Hldgs Inc C COM 378967103 10,210 1,282,700 SH Sole 1,282,700 Global Crossing 5.00% Conv Senior Notes DBCV 37932jaa1 4,385 5,000,000 PRN Sole 5,000,000 Global Pmts Inc Com COM 37940X102 2,413 64,415 SH Sole 1,300 63,115 Google Inc Cl A COM 38259P508 249 590 SH Sole 590 Greatbatch Inc. 2.25% Convertible Senior Subordinated Debentures DBCV 39153lab2 5,629 6,733,000 PRN Sole 6,733,000 Guess Inc. COM 401617105 5,855 227,098 SH Sole 227,098 GVC Venture Corp Com COM 36237L102 45,136 1,504,545 SH Sole 1,504,545 Gymboree Corp COM 403777105 7,161 201,827 SH Sole 201,827 Haemonetics Corp COM 405024100 1,133 19,870 SH Sole 19,870 Halliburton Co Com COM 406216101 333 16,100 SH Sole 16,100 Harmonic, Inc. COM 413160102 1,128 191,500 SH Sole 191,500 Harsco Corp Com COM 415864107 6,727 237,700 SH Sole 237,700 HCC Ins Hldgs Inc Com COM 404132102 14,351 597,700 SH Sole 597,700 HCC Insurance Holdings Inc. 1.30% Convertible Senior Notes (Registered) DBCV 404132ab8 4,399 4,010,000 PRN Sole 4,010,000 Health Care Properties COM 40414L109 477 22,488 SH Sole 22,488 Health Care Reit Inc Com COM 42217K106 690 20,235 SH Sole 20,235 Health Care Reit Inc. 7.50% Conv Pfd PFD 42217K502 1,993 73,950 SH Sole 73,950 Health Grades Inc. COM 42218Q102 330 84,464 SH Sole 84,464 Health Management Associates I COM 421933102 7,367 1,491,352 SH Sole 1,491,352 Healthcare Services Group Inc. COM 421906108 8,677 485,300 SH Sole 485,300 Healthways Inc. COM 422245100 3,382 251,474 SH Sole 251,474 Heico Corp New Cl A COM 422806208 5,207 177,950 SH Sole 177,950 Heico Corporation COM 422806109 471 13,000 SH Sole 13,000 Henry Schein Inc. COM 806407102 2,726 56,849 SH Sole 56,849 Herman Miller Inc. COM 600544100 2,899 189,000 SH Sole 189,000 Hill International Inc. COM 431466101 111 25,800 SH Sole 25,800 HMS Hldgs Corp Com COM 40425J101 23,182 569,300 SH Sole 569,300 Hologic Inc. 2.00% Convertible Senior Notes (Registered) DBCV 436440aa9 10,436 14,651,000 PRN Sole 10,306,000 4,345,000 HRPT Properties Trust 6.50% Conv Pfd Ser D PFD 40426W507 51 4,000 SH Sole 4,000 Huntington Bancshares 8.50% Convertible Pfd Ser A PFD 446150401 1,812 2,587 SH Sole 2,587 - Huron Consulting Group Inc. COM 447462102 962 20,808 SH Sole 20,808 IberiaBank Corporation COM 450828108 3,407 86,440 SH Sole 86,440 Icon PLC-Sponsored ADR COM 45103T107 18,231 844,816 SH Sole 844,816 Iconix Brand Group Inc. 1.875% Convertible Senior Sub Notes (Registered) DBCV 451055ab3 2,337 2,700,000 PRN Sole 2,700,000 Idacorp Inc Com COM 451107106 12,152 464,900 SH Sole 464,900 Informatica Corp 3% Convertible Senior Notes (Registered) DBCV 45666qab8 7,029 6,720,000 PRN Sole 6,720,000 Informatica Corp Com COM 45666Q102 9,185 534,344 SH Sole 534,344 Ingersoll - Rand Global Holding Co, 4.50% Senior Notes DBCV 45687aad4 5,368 4,000,000 PRN Sole 4,000,000 Intel Corp COM 458140100 1,696 102,450 SH Sole 102,450 Interactive Data Corp Com COM 45840J107 16,358 706,900 SH Sole 706,900 International Business Machs C COM 459200101 2,137 20,463 SH Sole 20,463 Interpublic Group DBCV 460690be9 2,224 2,500,000 PRN Sole 2,500,000 Interpublic Group of Companies 4.25% Convertible Senior Notes (Regd) DBCV 460690ba7 4,185 4,715,000 PRN Sole 4,715,000 Intrepid Potash Inc. COM 46121Y102 13,149 468,276 SH Sole 468,276 Inventiv Health Inc. COM 46122E105 6,356 469,800 SH Sole 469,800 Inverness Medical Innovation COM 46126p106 5,744 161,427 SH Sole 161,427 Investment Technology Grp New COM 46145F105 3,660 179,510 SH Sole 179,510 Invitrogen Corporation 3.25% Contingent Conv Sr Unsecured Notes (Regd) DBCV 46185ram2 8,028 7,729,000 PRN Sole 7,729,000 IShares Russell Microcap Index COM 464288869 1,881 57,200 SH Sole 57,200 iShares Trust S&P Pfd Stock In COM 464288687 591 18,400 SH Sole 18,400 ISIS Pharmaceuticals Inc. 2.625% Convertible Subordinated Notes (Regd) DBCV 464337ae4 1,852 1,525,000 PRN Sole 1,525,000 Itron Inc. 2.50% Convertible Senior Subordinated Notes (Regd) DBCV 465741aj5 2,591 2,348,000 PRN Sole 2,348,000 ITT Corp COM 450911102 2,386 53,608 SH Sole 53,608 JA Solar Hldgs COM 466090107 949 201,900 SH Sole 201,900 Jack in the Box Inc. COM 466367109 1,724 76,790 SH Sole 76,790 JAKKS Pacific Inc. 4.625% Convertible Senior UnSecured Notes (Regd) DBCV 47012eab2 6,090 6,315,000 PRN Sole 6,315,000 Jarden Corp Com COM 471109108 15,853 845,500 SH Sole 845,500 JetBlue Airways Corp 5.50% Convertible Debentures DBCV 477143ad3 2,165 2,000,000 PRN Sole 2,000,000 JMP Group Inc. COM 46629u107 641 83,400 SH Sole 83,400 Johnson & Johnson COM 478160104 8,056 141,826 SH Sole 600 141,226 JP Morgan Chase & Co Com COM 46625H100 4,829 141,565 SH Sole 141,565 JP Morgan Chase Cap XIV 6.20% Tr Pfd PFD 48122f207 6 300 SH Sole 300 JP Morgan Chase Cap XVI 6.35% Capital Secs PFD 481228203 9 400 SH Sole 400 Kansas City Southern Com New COM 485170302 10,216 634,160 SH Sole 634,160 Kaydon Corp COM 486587108 4,799 147,385 SH Sole 147,385 KeyCorp 7.75% Perpetual Conv Pfd Ser A PFD 493267405 7,557 105,100 SH Sole 105,100 - Kimco Realty Corporation 7.75% Pfd Ser G PFD 49446R844 743 36,000 SH Sole 36,000 King Pharmaceutical Inc. 1.25% Convertible Senior Notes (Regd) DBCV 495582aj7 7,228 9,256,000 PRN Sole 7,966,000 1,290,000 Kraft Foods Inc Cl A COM 50075N104 4,847 191,272 SH Sole 191,272 Lazard Ltd Shs A COM G54050102 9,234 343,007 SH Sole 216,457 126,550 Leap Wireless International Inc. 4.50% Exch Conv Senior Notes (Regd) DBCV 521863al4 2,764 3,500,000 PRN Sole 3,500,000 Leap Wireless Intl Inc. COM 521863308 11,979 363,769 SH Sole 363,769 Lexar Media Inc. 5.625% Convertible Senior Notes DBCV 52886paa2 1,940 2,000,000 PRN Sole 2,000,000 Liberty Media Corp Sr Deb Exch 30 DBCV 530715al5 1 3,000 PRN Sole - 3,000 Lifepoint Hospitals Inc Com COM 53219L109 1,667 63,500 SH Sole 63,500 Lincoln Educational Services COM 533535100 1,700 81,210 SH Sole 81,210 Lions Gate Entertainment 2.9375% Contingent Convertible Notes (Re DBCV 535919af1 4,803 5,900,000 PRN Sole 5,900,000 LKQ Corp Com COM 501889208 18,375 1,117,000 SH Sole 1,117,000 LTC Properties Inc.8% Ser F Cumulative Pfd PFD 502175607 1,505 66,300 SH Sole 66,300 Lubrizol Corp Com COM 549271104 6,536 138,151 SH Sole 138,151 LuluLemon Athletica Inc. COM 550021109 967 74,200 SH Sole 74,200 Luxottica Group ADR COM 55068R202 4,764 229,275 SH Sole 229,275 Macrovision Corp 2.625% Conv Senior Notes (Registered) DBCV 555904ab7 6,435 6,600,000 PRN Sole 6,600,000 Macy's Inc. COM 55616p104 1,651 140,370 SH Sole 140,370 Manitowoc Inc Com COM 563571108 1,096 208,400 SH Sole 207,900 500 Mastec Inc COM 576323109 3,271 279,100 SH Sole 279,100 Mastec Inc. 4% Convertible Senior Notes (Regd) DBCV 576323ag4 7,229 7,500,000 PRN Sole 7,500,000 Maxtor Corp 6.80% Convertible Unsecured Senior Notes Due 4/30/10 DBCV 577729ac0 960 965,000 PRN Sole - 965,000 McMoran Exploration Co. 8% Convertible Perpetual Preferred Stock PFD 582411609 3,676 3,500 SH Sole 3,500 - Mead Johnson Nutrition Company COM 582839106 3,060 96,312 SH Sole 57,252 39,060 Medical Action Inds Inc Com COM 58449L100 8,727 762,204 SH Sole 762,204 Mednax Inc. COM 58502b106 14,931 354,400 SH Sole 354,400 Medtronic Inc. 1.50% Convertible Senior Notes (Registered) DBCV 585055al0 4,967 5,130,000 PRN Sole 2,160,000 2,970,000 Medtronic Inc. 1.625% Convtingent Convertible Senior Notes (Registered) DBCV 585055am8 6,464 7,005,000 PRN Sole 7,005,000 Merrill Lynch 7.28% Pfd Cap PFD 59021k205 69 4,000 SH Sole 4,000 Metlife Inc. Floating Rate Ser A Pfd PFD 59156R504 3 200 SH Sole 200 MetroPCS Communications Inc COM 591708102 1,768 132,809 SH Sole 132,809 Mfs Charter Income Tr Sh Ben I COM 552727109 162 19,900 SH Sole 19,900 Micros Systems, Inc. COM 594901100 12,262 484,300 SH Sole 484,300 MicroSemi Corp Com COM 595137100 6,903 500,200 SH Sole 500,200 Microsoft Corp Com COM 594918104 5,406 227,438 SH Sole 227,438 Molina Healthcare Inc Com COM 60855R100 14,101 589,500 SH Sole 589,500 Monmouth Real Estate Invest 7.625% Pfd A PFD 609720206 3 200 SH Sole 200 Morgan Stanley Cap Tr Iv Gtd Cap 6.25%33 PFD 617462205 71 3,700 SH Sole 3,700 Mueller Inds Inc Com COM 624756102 4,328 208,100 SH Sole 208,100 Nasdaq OMX Group Inc. 2.50% Convertible Senior Notes (Regd) DBCV 631103aa6 5,091 6,190,000 PRN Sole 6,190,000 National City Corp 4% Convertible Senior UnSecured Nots DBCV 635405AW3 1,498 1,525,000 PRN Sole - 1,525,000 NetSuite Inc. COM 64118Q107 1,424 120,600 SH Sole 120,600 Neurologix Inc Com New COM 64125U406 2,857 6,801,890 SH Sole 6,801,890 Newmont Mining Corp 1.25% Convertible Senior Notes (Registered) DBCV 651639AH9 328 300,000 PRN Sole 300,000 Newmont Mining Corp 1.625% Convertible Senior Notes (Registered) DBCV 651639aj5 1,639 1,544,000 PRN Sole 1,544,000 Newmont Mining Corp 3% Convertible Senior Notes (Regd) DBCV 651639ak2 6,191 5,475,000 PRN Sole 5,475,000 NII Holdings Inc. 2.75% Convertible Senior UnSecured Notes (Registered) DBCV 62913faf9 7,163 7,650,000 PRN Sole 6,000,000 1,650,000 NII Holdings Inc. 3.125% Convertible Senior UnSecured Notes (Registered) DBCV 62913faj1 6,394 8,300,000 PRN Sole 8,300,000 Noble Energy Inc. COM 655044105 2,688 45,585 SH Sole 45,503 82 Nokia Corp - Sponsored Adr COM 654902204 666 45,700 SH Sole 45,700 Northern Trust Corp COM 665859104 1,063 19,800 SH Sole 19,800 NRG Energy Inc 4% Conv PFD Perpetual PFD 629377706 1,827 1,400 SH Sole 1,400 - Nuance Communications Inc. 2.75% Convertible Snr UnSecured Notes (Regd) DBCV 67020yab6 4,238 4,976,000 PRN Sole 4,976,000 Nuance Communincations Inc COM 67020Y100 8,344 689,624 SH Sole 689,624 Nuveen Dividend Advantage Fd Pfd Ser T PFD 67066v309 125 5 SH Sole 5 Occidental Pete Corp Del Com COM 674599105 4,260 64,737 SH Sole 64,737 Oil States International Inc. COM 678026105 17,392 718,400 SH Sole 718,400 Old Dominion Freight Lines Inc COM 679580100 23,225 691,841 SH Sole 691,841 Old Republic International Corp 8% Convertible Senior Notes DBCV 680223af1 16,219 15,920,000 PRN Sole 12,750,000 3,170,000 Omega Healthcare Invs Inc Com COM 681936100 18,279 1,177,800 SH Sole 1,177,800 Omnicare Cap Trust Ii 4.00% Conv Pfd B PFD 68214Q200 1,786 50,000 SH Sole 50,000 - Omnicare Inc Com COM 681904108 5,705 221,485 SH Sole 221,485 Omnicare Inc Sr Db Cv 3.25%35 DBCV 681904al2 9,477 13,500,000 PRN Sole 13,500,000 On Semiconductor Corp COM 682189105 7,784 1,134,661 SH Sole 1,134,661 Orbital Sciences Corp COM 685564106 8,631 568,960 SH Sole 568,960 Orbital Sciences Corp 2.4375% Convertible Snr Subordinated Notes (Regd) DBCV 685564an6 3,181 3,500,000 PRN Sole 3,500,000 Orient-Express Hotels Ltd COM G67743107 5,138 605,165 SH Sole 605,165 Owens & Minor Inc New Com COM 690732102 14,285 326,000 SH Sole 326,000 Packaging Corp Amer Com COM 695156109 7,220 445,700 SH Sole 445,700 Palatin Technologies Inc Com N COM 696077304 48 190,100 SH Sole 190,100 PAR Technology Corp Com COM 698884103 437 68,400 SH Sole 68,400 Parametric Technology Corp Com COM 699173209 10,554 902,800 SH Sole 902,800 Patriot Coal Corp COM 70336T104 139 21,800 SH Sole 21,800 Peabody Energy Corp. 4.75% Convertible Junior Sub Debentures (Regd) DBCV 704549ag9 2,893 4,000,000 PRN Sole 4,000,000 Penn Virginia Corp 4.50% Convertible Senior Sub Notes (Regsitered) DBCV 707882aa4 4,905 6,000,000 PRN Sole 6,000,000 Pepsico Inc Com COM 713448108 335 6,100 SH Sole 6,100 PetroBras Sponsored ADR COM 71654v101 352 10,550 SH Sole 10,550 Pfizer Inc Com COM 717081103 450 29,985 SH Sole 29,985 Philip Morris International In COM 718172109 7,364 168,830 SH Sole 168,830 Phillips Van Heusen Corp COM 718592108 4,904 170,915 SH Sole 170,915 Pinnacle Financial Partners In COM 72346Q104 3,731 280,100 SH Sole 280,100 Pioneer Drilling Co Com COM 723655106 2,830 590,800 SH Sole 590,800 PLACER DOME INC SR DB CV 2.75% 23 DBCV 725906ak7 7,056 5,000,000 PRN Sole 5,000,000 Plains Exploration & Productio COM 726505100 12,599 460,494 SH Sole 460,494 Plum Creek Timber Co Inc Com COM 729251108 208 7,000 SH Sole 7,000 Polycom Inc Com COM 73172K104 8,489 418,813 SH Sole 418,813 Priceline.Com Inc. COM 741503403 4,103 36,780 SH Sole 36,780 Primoris Services Corporation COM 74164F103 85 11,500 SH Sole 11,500 Procter & Gamble Co. COM 742718109 7,384 144,504 SH Sole 144,504 Proshares Tr Ultshr Ru20000 COM 74347R834 935 22,000 SH Sole 22,000 ProShares Ultra Russell2000 ET COM 74347R842 200 10,400 SH Sole 10,400 PSS World Medical Inc. COM 69366A100 4,317 233,200 SH Sole 233,200 PSS World Medical Inc. 3.125% Convertible Senior Notes DBCV 69366aac4 4,145 4,000,000 PRN Sole 4,000,000 Psychiatric Solutions Inc Com COM 74439H108 13,740 604,210 SH Sole 604,210 Public Svc Enterprise Group Co COM 744573106 201 6,170 SH Sole 6,170 Qualcomm Inc Com COM 747525103 4,292 94,955 SH Sole 94,955 Quanta Svcs Inc Com COM 74762E102 4,374 189,100 SH Sole 181,700 7,400 Quest Software Inc COM 74834T103 1,411 101,225 SH Sole 101,225 Radiant Systems Inc COM 75025N102 634 76,400 SH Sole 76,400 Radvision Ltd Ord COM M81869105 762 97,284 SH Sole 97,284 Raymond James Financial Inc Co COM 754730109 12,096 702,837 SH Sole 702,837 Regal Beloit COM 758750103 2,959 74,503 SH Sole 74,503 Regions Financial Corp Conve Pfd Ser B PFD 7591EP209 2,007 2,000 SH Sole 2,000 - Resmed Inc. COM 761152107 5,733 140,750 SH Sole 140,750 Roche Hldg Ltd Sponsored Adr COM 771195104 947 27,900 SH Sole 27,900 Rosetta Stone Inc. COM 777780107 1,339 48,800 SH Sole 48,800 Ross Stores Inc COM 778296103 3,731 96,655 SH Sole 96,655 Royal Dutch Shell PLC Sponsore COM 780259206 710 14,150 SH Sole 14,150 Rudolph Technologies Inc Com COM 781270103 4,164 754,262 SH Sole 754,262 Saks Inc. 2% Contingent Convertible Senior Notes (Regd) DBCV 79377wal2 1,984 3,000,000 PRN Sole 3,000,000 Sandisk Corp 1.00% Contingent Convertible Senior Notes (Regd) DBCV 80004cac5 3,553 5,640,000 PRN Sole 5,640,000 Sandy Spring Bancorp Inc Com COM 800363103 1,045 71,073 SH Sole 71,073 Schering Plough Corp 6% Conv Pfd PFD 806605705 4,507 20,000 SH Sole 20,000 - Schlumberger Ltd Com COM 806857108 632 11,674 SH Sole 11,674 School Specialty Inc. 3.75% Conv Notes (Registered) DBCV 807863ae5 4,688 5,000,000 PRN Sole 5,000,000 Scientific Games Corp Cl A COM 80874P109 7,366 467,416 SH Sole 467,416 SeaSpan Corp COM Y75638109 2,131 346,500 SH Sole 346,500 Semtech Corp Com COM 816850101 7,829 492,100 SH Sole 492,100 Sensient Technologies Corporat COM 81725t100 8,511 377,100 SH Sole 377,100 Silgan Holdings Inc COM 827048109 7,082 144,450 SH Sole 144,450 Skilled Healthcare Group - Cl COM 83066r107 772 103,000 SH Sole 103,000 Slm Corp Com COM 78442P106 308 30,000 SH Sole 30,000 SLM Corporation 7.25% Conv Pfd Ser C PFD 78442P700 3,667 6,450 SH Sole 6,450 - Smith & Wesson Holding Corp COM 831756101 80 14,000 SH Sole 14,000 Smithfield Foods Inc Com COM 832248108 4,679 334,923 SH Sole 334,923 Solarwinds Inc. COM 83416B109 1,359 82,400 SH Sole 82,400 Solera Holdings COM 83421a104 3,211 126,400 SH Sole 126,400 Sonosite Inc. COM 83568G104 1,408 70,315 SH Sole 70,315 Southern Copper Corporation COM 84265V105 938 45,900 SH Sole 45,900 Southern Union Company COM 844030106 523 28,435 SH Sole 28,435 Spartan Stores Inc. COM 846822104 3,618 291,500 SH Sole 291,500 Spartan Stores Inc. 3.375% Convertible Senior Unsecured Notes (Regd) DBCV 846822ae4 990 1,500,000 PRN Sole 1,500,000 SRA International, Inc. COM 78464R105 1,547 88,100 SH Sole 88,100 St. Mary Land & Exploration Co COM 792228108 9,166 439,200 SH Sole 439,200 St. Mary Land & Exploration Company 3.50% Conv Senior Notes (Registered) DBCV 792228ad0 210 250,000 PRN Sole 250,000 Stanley Works Floating Rate Convertible Equity Units PFD 854616208 3,558 5,800 SH Sole 5,800 - Steel Dynamics Inc. COM 858119100 5,506 372,057 SH Sole 372,057 Steel Dynamics Inc. 5.125% Convertible Senior Notes DBCV 858119ap5 2,189 2,000,000 PRN Sole 2,000,000 Sterling Bancorp Com COM 859158107 850 101,787 SH Sole 101,787 Streamline Health Solutions Co COM 86323X106 374 125,000 SH Sole 125,000 Sun Healthcare Group Inc. COM 866933401 3,813 451,800 SH Sole 451,800 Suncor Energy Inc. COM 867229106 243 8,000 SH Sole 8,000 Sunpower Corp - Class A COM 867652109 751 28,180 SH Sole 28,180 Sunpower Corp - Class B COM 867652307 7,450 311,059 SH Sole 307,909 3,150 SunPower Corporation 4.75% Convertible Debentures DBCV 867652ac3 1,141 1,000,000 PRN Sole - 1,000,000 Suntech Power Holdings Co. Ltd. 3% Convertible Senior Notes (Registered) DBCV 86800cae4 5,212 7,000,000 PRN Sole 7,000,000 SVB Financial Group COM 78486Q101 7,964 292,587 SH Sole 292,587 Sybase Inc. COM 871130100 3,598 114,800 SH Sole 114,800 Symantec Corporation 1.00% Contingent Convertible Senior Notes (Regd) DBCV 871503af5 4,053 4,055,000 PRN Sole 4,055,000 Take - Two Interactive Softwar COM 874054109 4,580 483,600 SH Sole 482,600 1,000 Take-Two Interactive Software 4.375% Convertible Senior Notes DBCV 874054aa7 5,202 4,750,000 PRN Sole 4,750,000 TD Ameritrade Holding Corp Cl COM 87236Y108 2,082 118,626 SH Sole 118,626 Tech Data Corp 2.75% Contingent Convertible Debentures (Regd) DBCV 878237ae6 2,412 2,600,000 PRN Sole 2,600,000 Teledyne Technologies Inc Com COM 879360105 14,724 449,600 SH Sole 449,600 Telephone & Data Sys Inc Nt Ser A 7.6% PFD 879433878 127 6,200 SH Sole 6,200 Tellabs Inc Com COM 879664100 3,706 646,718 SH Sole 646,718 Teppco Partners L P Ut Ltd Par COM 872384102 293 9,800 SH Sole 9,800 Terex Corp 4% Convertible Senior Subordinated Notes DBCV 880779av5 4,393 4,500,000 PRN Sole 4,500,000 Teva Pharmaceutical Finance BV 0.25% Senior Conv Debentures (Tranche B) DBCV 88164rab3 5,985 4,210,000 PRN Sole 4,210,000 Texas Capital Bancshares Inc C COM 88224Q107 661 42,700 SH Sole 42,700 Texas Instruments Inc COM 882508104 2,748 129,000 SH Sole 129,000 Textron Inc. 4.50% Convertible Senior Notes DBCV 883203bn0 8,503 8,410,000 PRN Sole 8,410,000 TGC Inds Inc Com New COM 872417308 521 106,902 SH Sole 106,902 Thermo Fisher Scientific Inc C COM 883556102 7,274 178,425 SH Sole 50,257 128,168 Tier Technologies Inc Cl B COM 88650Q100 327 42,600 SH Sole 42,600 Titan Machinery Inc. COM 88830R101 1,584 124,800 SH Sole 124,800 Tower Air Corp Com COM 891697104 - 10,000 SH Sole 10,000 Transocean Inc 1.625% Convertible Senior Notes Ser A (Regd) DBCV 893830au3 10,479 10,920,000 PRN Sole 5,000,000 5,920,000 Trinity Inds Inc. 3.875% Convertible Subordinated Notes (Regd) DBCV 896522af6 1,371 2,500,000 PRN Sole 2,500,000 Triumph Group Inc. 2.625% Convertible Senior Subordinated Notes (Regd) DBCV 896818ab7 3,619 3,765,000 PRN Sole 3,765,000 Ultra Petroleum Corp Com COM 903914109 1,558 39,951 SH Sole 39,951 United States Steel Corporation 4% Senior Convertible Notes DBCV 912909ae8 2,231 1,700,000 PRN Sole 1,700,000 United Technologies Corp Com COM 913017109 624 12,015 SH Sole 12,015 United Therapeutics Corp Del C COM 91307C102 4,083 49,000 SH Sole 49,000 Universal Technical Inst Inc C COM 913915104 2,322 155,500 SH Sole 155,500 Urban Outfitters Inc COM 917047102 6,124 293,173 SH Sole 293,173 US Airways Group Inc. 7.25% Convertible Senior Notes DBCV 911905ac1 2,478 3,500,000 PRN Sole 3,500,000 Vale Capital 5.50% Sr RIO Cl A Conv Pfd PFD 91912C208 3,148 86,200 SH Sole 86,200 - Varian Inc Com COM 922206107 16,186 410,500 SH Sole 410,500 Varian Semiconductor Equip Ass COM 922207105 8,999 375,135 SH Sole 375,135 Veramark Technologies Inc Com COM 923351100 6 15,500 SH Sole 15,500 Verifone Holdings Inc. COM 92342Y109 1,513 201,400 SH Sole 201,400 Verifone Holdings Inc. 1.375% Convertible Senior Unsecured Notes (Regd) DBCV 92342yab5 4,715 6,500,000 PRN Sole 6,500,000 Verigy Ltd. COM Y93691106 1,285 105,400 SH Sole 105,400 VeriSign Inc. 3.25% Convertible Subordinated Notes (Registered) DBCV 92343ead4 1,999 3,000,000 PRN Sole 3,000,000 Verizon Communications Com COM 92343V104 617 20,079 SH Sole 20,079 Vodafone Group PLC New COM 92857W209 1,044 53,561 SH Sole 53,561 Volcano Corp COM 928645100 1,701 121,642 SH Sole 121,642 Vornado Realty Trust 6.625% Pfd I PFD 929042877 539 29,300 SH Sole 29,300 Vulcan Materials Co. COM 929160109 409 9,500 SH Sole 9,500 Wal Mart Stores Inc Com COM 931142103 857 17,700 SH Sole 17,700 Waste Connections Inc. COM 941053100 7,657 295,531 SH Sole 295,531 Wells Fargo & Co 7.50% Conv Pfd Ser L PFD 949746804 16,594 21,218 SH Sole 14,885 6,333 Wendy's / Arby's Group Inc. COM 950587105 4,079 1,019,753 SH Sole 1,019,753 West Pharmaceutical Svcs Inc. COM 955306105 4,615 132,415 SH Sole 132,415 Westamerica Bancorporation Com COM 957090103 9,758 196,700 SH Sole 196,700 Western Union Co COM 959802109 1,724 105,147 SH Sole 105,147 Westwood Holdings Group Inc. COM 961765104 1,396 33,400 SH Sole 33,400 Wiley & Sons Inc., John COM 968223206 8,929 268,539 SH Sole 268,539 Windstream Corp. COM 97381W104 318 38,000 SH Sole 38,000 Woodward Governor Co Com COM 980745103 3,732 188,500 SH Sole 188,500 Wyndham Worldwide Corp Com COM 98310W108 4,605 379,985 SH Sole 379,985 Wyndham Worldwide Corporation 3.50% Convertible Senior UnSecured Notes DBCV 98310wac2 1,664 1,500,000 PRN Sole 1,500,000 Xilinx Inc Com COM 983919101 3,087 150,866 SH Sole 150,866 Zebra Technologies Corp Cl A COM 989207105 5,397 228,100 SH Sole 228,100 GRAND TOTAL: 2,066,129 611,003,234 567,127,650 43,875,584
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