13F-HR 1 d246658d13fhr.txt STONE HARBOR INVESTMENT PARTNERS LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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: Stone Harbor Investment Partners LP Address: 31 West 52/nd/ Street 16/th/ Floor New York, NY 10019 Form 13F File Number: 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: Peter Wilby Title: Chief Investment Officer Phone: (212) 548-1200 Signature, Place, and Date of Signing: /s/ Peter J. Wilby New York, NY October 28, 2011 _______________________ ________________________ _______________________ [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 File Number Name FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 40 Form 13F Information Table Value Total (000's): $112,120 List of Other Included Managers: No. Form 13F File Number Name NONE Form 13F Information Table - Q3 2011
TITLE OF MARKET VALUE INVESTMENT NAME OF ISSUER CLASS CUSIP (000'S) SHARES/PRINCIPAL AMOUNT SHARES/PRINCIPAL DISCRETION -------------- ----------------- ---------- ------------ ----------------------- ---------------- ---------- AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2,415 1,822,000 PRN SOLE AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 2,604 2,885,000 PRN SOLE APACHE CORP PFD CONV SER D 037411808 4,058 78,150 SH SOLE ARCHER DANIELS MIDLAND CO COM 039483102 2,231 86,581 SH SOLE CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 22,097 459,216 SH SOLE COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 3,221 3,050,000 PRN SOLE CUMULUS MEDIA INC CL A 231082108 550 192,409 SH SOLE DENDREON CORP NOTE 2.875% 1/1 24823QAC1 2,953 3,900,000 PRN SOLE DEX ONE CORP COM 25212W100 244 381,075 SH SOLE EARTHLINK INC FRNT 3.250%11/1 270321AA0 3,271 3,200,000 PRN SOLE GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 3,908 3,560,000 PRN SOLE HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 1,003 50,050 SH SOLE HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AD1 3,111 3,400,000 PRN SOLE HOLOGIC INC FRNT 2.000%12/1 436440AA9 875 925000 PRN SOLE LIFE TECHNOLOGIES CORP COM 53217V109 252 6,481 SH SOLE LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 3,782 4,400,000 PRN SOLE LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 936 996000 PRN SOLE LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,571 96,463 SH SOLE METLIFE INC UNIT 99/99/9999 59156R116 1,730 29,515 SH SOLE MF GLOBAL HLDGS LTD NOTE 3.375% 8/0 55277JAB4 398 500000 PRN SOLE MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,633 1,695,000 PRN SOLE MOLYCORP INC DEL PFD CONV SER A 608753208 825 11,760 SH SOLE NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2,523 2,622,000 PRN SOLE ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 5,259 5,175,000 PRN SOLE ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 4,331 4,000,000 PRN SOLE PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 1,453 1,500,000 PRN SOLE PPL CORP UNIT 99/99/9999S 69351T114 411 7,500 SH SOLE QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 2,450 2,437,000 PRN SOLE RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 508 1,000,000 PRN SOLE RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 1,506 1,469,000 PRN SOLE SANDISK CORP NOTE 1.500% 8/1 80004CAD3 3,129 2,975,000 PRN SOLE SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 1,433 2,000,000 PRN SOLE SESI L L C FRNT 1.500%12/1 78412FAH7 3,140 3,150,000 PRN SOLE SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 3,260 2,950,000 PRN SOLE SUPERMEDIA INC COM 868447103 70 41,893 SH SOLE TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2,184 2,120,000 PRN SOLE TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 4,112 2,976,000 PRN SOLE TYSON FOODS INC NOTE 3.250%10/1 902494AP8 4,577 3,775,000 PRN SOLE WELLS FARGO & CO NEW PERP PFD CNV A 949746804 4,542 4,410 SH SOLE XILINX INC SDCV 3.125% 3/1 983919AD3 2,563 2,500,000 PRN SOLE Total 112,120
VOTING VOTING VOTING OTHER AUTHORITY AUTHORITY AUTHORITY NAME OF ISSUER MANAGERS (SOLE) (SHARED) (NONE) -------------- -------- ---------- --------- --------- AIRTRAN HLDGS INC 0 1,822,000 0 0 AMYLIN PHARMACEUTICALS INC 0 2,885,000 0 0 APACHE CORP 0 78,150 0 0 ARCHER DANIELS MIDLAND CO 0 86,581 0 0 CHARTER COMMUNICATIONS INC D 0 459,216 0 0 COMTECH TELECOMMUNICATIONS C 0 3,050,000 0 0 CUMULUS MEDIA INC 0 192,409 0 0 DENDREON CORP 0 3,900,000 0 0 DEX ONE CORP 0 381,075 0 0 EARTHLINK INC 0 3,200,000 0 0 GILEAD SCIENCES INC 0 3,560,000 0 0 HARTFORD FINL SVCS GROUP INC 0 50,050 0 0 HERCULES OFFSHORE INC 0 3,400,000 0 0 HOLOGIC INC 0 925,000 0 0 LIFE TECHNOLOGIES CORP 0 6,481 0 0 LUCENT TECHNOLOGIES INC 0 4,400,000 0 0 LUCENT TECHNOLOGIES INC 0 996,000 0 0 LYONDELLBASELL INDUSTRIES N 0 96,463 0 0 METLIFE INC 0 29,515 0 0 MF GLOBAL HLDGS LTD 0 500,000 0 0 MICRON TECHNOLOGY INC 0 1,695,000 0 0 MOLYCORP INC DEL 0 11,760 0 0 NEWPARK RES INC 0 2,622,000 0 0 ON SEMICONDUCTOR CORP 0 5,175,000 0 0 ON SEMICONDUCTOR CORP 0 4,000,000 0 0 PDL BIOPHARMA INC 0 1,500,000 0 0 PPL CORP 0 7,500 0 0 QUICKSILVER RESOURCES INC 0 2,437,000 0 0 RADIAN GROUP INC 0 1,000,000 0 0 RTI INTL METALS INC 0 1,469,000 0 0 SANDISK CORP 0 2,975,000 0 0 SAVIENT PHARMACEUTICALS INC 0 2,000,000 0 0 SESI L L C 0 3,150,000 0 0 SMITHFIELD FOODS INC 0 2,950,000 0 0 SUPERMEDIA INC 0 41,893 0 0 TEVA PHARMACEUTICAL FIN LLC 0 2,120,000 0 0 TRW AUTOMOTIVE INC 0 2,976,000 0 0 TYSON FOODS INC 0 3,775,000 0 0 WELLS FARGO & CO NEW 0 4,410 0 0 XILINX INC 0 2,500,000 0 0