-----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, Rmyaj38MAFGGcUk2b0MrHLHhq0RKaOcxtPsezL4uHv/2iXff7Pqr0WJLSy/7/97v 18ya23y+aPnnjPpLea+q9A== 0000949509-09-000002.txt : 20090211 0000949509-09-000002.hdr.sgml : 20090211 20090211143036 ACCESSION NUMBER: 0000949509-09-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090211 DATE AS OF CHANGE: 20090211 EFFECTIVENESS DATE: 20090211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LP CENTRAL INDEX KEY: 0000949509 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05050 FILM NUMBER: 09589109 BUSINESS ADDRESS: STREET 1: 333 S GRAND AVENUE 28TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 2138306300 MAIL ADDRESS: STREET 1: 333 S GRAND AVE 28TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 FORMER COMPANY: FORMER CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LLC DATE OF NAME CHANGE: 20010605 13F-HR 1 r13f4q08holdings.txt OAKTREE CAPITAL MANAGEMENT L.P. 13F FILING 12-31-08 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ] ; Amendment Number: This Amendment (Check only one.) : [ ] is a restatement. [ ] adds new holding entries. Institutional Manager Filing this Report: Name: Oaktree Capital Management, L.P. Address:333 South Grand Avenue 28 Floor Los Angeles, CA 90071 13F File Number: 28-5050 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: [ Kristin Scott ] Title: [ Managing Director ] Phone: [ 213-830-6225 ] Signature, Place, and Date of Signing: [ ] Los Angeles, CA February 11, 2009 Following a reorganization in May 2007, the ultimate parent company of Oaktree Capital Management, L.P. is Oaktree Capital Group Holdings GP, LLC. Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT [ ] 13F NOTICE REPORT [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 214 Form 13F Information Table Value Total: 3,807,590 List of Other Included Managers: No. 13F File Number Name 1. 028-12809 Oaktree Capital Group Holdings GP, LLC 2. 028-12810 Oaktree Capital Group Holdings, L.P. 3. 028-12811 Oaktree Capital Group, LLC 4. 028-12812 Oaktree Holdings, Inc. FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN DSCRETN MGRS SOLE SHARED NONE * AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 18,709 603,700 SH DEFINED 1,2,3,4 603,700 * BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 9,669 833,500 SH DEFINED 1,2,3,4 833,500 * BARRICK GOLD CORP COM 067901108 16,388 445,700 SH DEFINED 1,2,3,4 445,700 * CHARTER COMMUNICATIONS INC D CL A 16117M107 1,677 20,502,502 SH DEFINED 1,2,3,4 20,502,502 * CHINA MOBILE LIMITED SPONSORED ADR 16941M109 18,052 355,000 SH DEFINED 1,2,3,4 355,000 * CITADEL BROADCASTING CORP COM 17285T106 48 300,000 SH DEFINED 1,2,3,4 300,000 * CMS ENERGY CORP COM 125896100 15,699 1,552,804 SH DEFINED 1,2,3,4 1,552,804 * CNOOC LTD SPONSORED ADR 126132109 17,162 180,200 SH DEFINED 1,2,3,4 180,200 * COMCAST CORP NEW CL A 20030N101 31,895 1,889,500 SH DEFINED 1,2,3,4 1,889,500 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 9,354 211,100 SH DEFINED 1,2,3,4 211,100 * COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 18,968 1,566,300 SH DEFINED 1,2,3,4 1,566,300 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 7,181 360,500 SH DEFINED 1,2,3,4 360,500 * CROWN HOLDINGS INC COM 228368106 61,979 3,228,074 SH DEFINED 1,2,3,4 3,228,074 * EXCO RESOURCES INC COM 269279402 315,097 34,778,946 SH DEFINED 1,2,3,4 34,778,946 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 22,387 1,512,632 SH DEFINED 1,2,3,4 1,512,632 * GT SOLAR INTL INC COM 3623E0209 178,455 7,217,255 SH DEFINED 1,2,3,4 7,217,255 * ICICI BK LTD ADR 45104G104 5,278 274,200 SH DEFINED 1,2,3,4 274,200 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 9,278 377,600 SH DEFINED 1,2,3,4 377,600 * ISHARES TR FTSE XNHUA IDX 464287184 29,660 1,019,600 SH DEFINED 1,2,3,4 1,019,600 * ISHARES TR MSCI EMERG MKT 464287234 16,483 660,110 SH DEFINED 1,2,3,4 660,110 * LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,732 329,900 SH DEFINED 1,2,3,4 329,900 * MELCO CROWN ENTMT LTD ADR 585464100 4,831 1,524,100 SH DEFINED 1,2,3,4 1,524,100 * NRG ENERGY INC COM NEW 629377508 11,665 500,000 SH DEFINED 1,2,3,4 500,000 * OWENS CORNING NEW COM 690742101 10,813 625,000 SH DEFINED 1,2,3,4 625,000 * PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 21,428 1,049,900 SH DEFINED 1,2,3,4 1,049,900 * PIKE ELEC CORP COM 721283109 17,956 1,459,836 SH DEFINED 1,2,3,4 1,459,836 * PORTLAND GEN ELEC CO COM NEW 736508847 7,788 400,000 SH DEFINED 1,2,3,4 400,000 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14,866 1,881,800 SH DEFINED 1,2,3,4 1,881,800 * TIME WARNER CABLE INC CL A 88732J108 110,639 5,157,976 SH DEFINED 1,2,3,4 5,157,976 * TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 8,594 589,414 SH DEFINED 1,2,3,4 589,414 * VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 4,544 572,954 SH DEFINED 1,2,3,4 572,954 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 5,612 12,280,000 PRN DEFINED 1,2,3,4 12,280,000 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 3,220 8,095,000 PRN DEFINED 1,2,3,4 8,095,000 AGERE SYS INC NOTE 6.500%12/1 00845VAA8 11,586 11,800,000 PRN DEFINED 1,2,3,4 11,800,000 ALBANY INTL CORP NOTE 2.250% 3/1 012348AC2 5,346 9,660,000 PRN DEFINED 1,2,3,4 9,660,000 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 40,727 40,345,000 PRN DEFINED 1,2,3,4 40,345,000 ALLIANCE IMAGING INC COM NEW 018606202 172,383 21,629,005 SH DEFINED 1,2,3,4 21,629,005 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 3,303 3,230,000 PRN DEFINED 1,2,3,4 3,230,000 ALPHARMA INC NOTE 2.125% 3/1 020813AH4 37,174 29,305,000 PRN DEFINED 1,2,3,4 29,305,000 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 15,679 15,838,000 PRN DEFINED 1,2,3,4 15,838,000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 10,759 16,189,000 PRN DEFINED 1,2,3,4 16,189,000 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 430 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 46,606 53,300,000 PRN DEFINED 1,2,3,4 53,300,000 AMGEN INC NOTE 0.125% 2/0 031162AN0 57,621 59,485,000 PRN DEFINED 1,2,3,4 59,485,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 41,290 43,000,000 PRN DEFINED 1,2,3,4 43,000,000 AMR CORP NOTE 4.500% 2/1 001765BB1 82,177 84,170,000 PRN DEFINED 1,2,3,4 84,170,000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 5,045 175,000 SH DEFINED 1,2,3,4 175,000 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 33,893 34,420,000 PRN DEFINED 1,2,3,4 34,420,000 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 24,934 37,945,000 PRN DEFINED 1,2,3,4 37,945,000 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1,616 2,575,000 PRN DEFINED 1,2,3,4 2,575,000 ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 1,825 4,100,000 PRN DEFINED 1,2,3,4 4,100,000 ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 26,036 627,380 SH DEFINED 1,2,3,4 627,380 ATS MED INC NOTE 6.000%10/1 002083AB9 892 1,250,000 PRN DEFINED 1,2,3,4 1,250,000 AVNET INC DBCV 2.000% 3/1 053807AL7 17,135 17,200,000 PRN DEFINED 1,2,3,4 17,200,000 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 7,657 8,425,000 PRN DEFINED 1,2,3,4 8,425,000 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 12,750 18,055,000 PRN DEFINED 1,2,3,4 18,055,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 24,576 34,675,000 PRN DEFINED 1,2,3,4 34,675,000 BAUER EDDIE HLDGS INC NOTE 5.250% 4/0 071625AB3 412 750,000 PRN DEFINED 1,2,3,4 750,000 BRISTOW GROUP INC PFD CNV 5.50% 110394400 915 25,000 SH DEFINED 1,2,3,4 25,000 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 13,459 22,575,000 PRN DEFINED 1,2,3,4 22,575,000 CACI INTL INC NOTE 2.125% 5/0 127190AD8 15,038 16,310,000 PRN DEFINED 1,2,3,4 16,310,000 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 2,709 2,725,000 PRN DEFINED 1,2,3,4 2,725,000 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 7,606 12,185,000 PRN DEFINED 1,2,3,4 12,185,000 CARNIVAL CORP DBCV 4/2 143658AV4 12,881 20,350,000 PRN DEFINED 1,2,3,4 20,350,000 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 26,094 58,230,000 PRN DEFINED 1,2,3,4 58,230,000 CELL GENESYS INC NOTE 3.125%11/0 150921AB0 1,125 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 2,852 8,700,000 PRN DEFINED 1,2,3,4 8,700,000 CHATTEM INC NOTE 1.625% 5/0 162456AR8 28,580 29,675,000 PRN DEFINED 1,2,3,4 29,675,000 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 7,229 10,500,000 PRN DEFINED 1,2,3,4 10,500,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1,600 2,500,000 PRN DEFINED 1,2,3,4 2,500,000 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 53,891 121,240,000PRN DEFINED 1,2,3,4 121,240,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 16,274 34,810,000 PRN DEFINED 1,2,3,4 34,810,000 CIENA CORP NOTE 0.250% 5/0 171779AB7 38,629 73,244,000 PRN DEFINED 1,2,3,4 73,244,000 CIT GROUP INC UNIT 99/99/9999 125581405 3,294 446,300 SH DEFINED 1,2,3,4 446,300 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 3,957 4,500,000 PRN DEFINED 1,2,3,4 4,500,000 COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 42,792 43,250,000 PRN DEFINED 1,2,3,4 43,250,000 CONMED CORP NOTE 2.500%11/1 207410AD3 2,301 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 30,975 29,500,000 PRN DEFINED 1,2,3,4 29,500,000 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 11,705 13,650,000 PRN DEFINED 1,2,3,4 13,650,000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 45,729 49,909,000 PRN DEFINED 1,2,3,4 49,909,000 CRAY INC NOTE 3.000%12/0 225223AB2 2,442 2,765,000 PRN DEFINED 1,2,3,4 2,765,000 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 26,743 30,700,000 PRN DEFINED 1,2,3,4 30,700,000 CTS CORP NOTE 2.125% 5/0 126501AC9 4,705 5,166,000 PRN DEFINED 1,2,3,4 5,166,000 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 70,599 74,585,000 PRN DEFINED 1,2,3,4 74,585,000 CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD6 2,588 2,900,000 PRN DEFINED 1,2,3,4 2,900,000 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 7,280 10,000,000 PRN DEFINED 1,2,3,4 10,000,000 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 8,013 8,000,000 PRN DEFINED 1,2,3,4 8,000,000 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 223 287,000 PRN DEFINED 1,2,3,4 287,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 54,826 55,800,000 PRN DEFINED 1,2,3,4 55,800,000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 10,277 11,000,000 PRN DEFINED 1,2,3,4 11,000,000 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 3,379 6,150,000 PRN DEFINED 1,2,3,4 6,150,000 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 8,674 19,050,000 PRN DEFINED 1,2,3,4 19,050,000 EPIX PHARMACEUTICALS INC NOTE 3.000% 6/1 26881QAB7 660 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 52,784 72,805,000 PRN DEFINED 1,2,3,4 72,805,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 7,530 12,145,000 PRN DEFINED 1,2,3,4 12,145,000 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 1,585 1,750,000 PRN DEFINED 1,2,3,4 1,750,000 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 1,600 2,490,000 PRN DEFINED 1,2,3,4 2,490,000 FEDERAL MOGUL CORP COM 313549404 3,807 900,000 SH DEFINED 1,2,3,4 900,000 FEI CO NOTE 2.875% 6/0 30241LAF6 17,230 21,774,000 PRN DEFINED 1,2,3,4 21,774,000 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 6,385 76,000 SH DEFINED 1,2,3,4 76,000 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 3,855 11,040,000 PRN DEFINED 1,2,3,4 11,040,000 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 874 1,037,000 PRN DEFINED 1,2,3,4 1,037,000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 6,427 24,950,000 PRN DEFINED 1,2,3,4 24,950,000 GENERAL MTRS CORP DEB SR CONV B 370442733 983 280,000 PRN DEFINED 1,2,3,4 280,000 GENESCO INC SDCV 4.125% 6/1 371532AN2 1,945 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 38,496 28,442,000 PRN DEFINED 1,2,3,4 28,442,000 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 6,255 12,510,000 PRN DEFINED 1,2,3,4 12,510,000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 4,054 11,050,000 PRN DEFINED 1,2,3,4 11,050,000 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 37,571 49,435,000 PRN DEFINED 1,2,3,4 49,435,000 GRAVITY CO LTD SPONSORED ADR 38911N107 175 350,757 SH DEFINED 1,2,3,4 350,757 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 6,754 7,980,000 PRN DEFINED 1,2,3,4 7,980,000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 4,541 10,000,000 PRN DEFINED 1,2,3,4 10,000,000 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 593 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 HOLOGIC INC FRNT 2.000%12/1 436440AA9 41,338 66,140,000 PRN DEFINED 1,2,3,4 66,140,000 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 23,863 44,190,000 PRN DEFINED 1,2,3,4 44,190,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 6,100 10,000,000 PRN DEFINED 1,2,3,4 10,000,000 HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 1,419 1,960,000 PRN DEFINED 1,2,3,4 1,960,000 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 1,316 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 2,054 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 INCYTE CORP NOTE 3.500% 2/1 45337CAE2 836 1,560,000 PRN DEFINED 1,2,3,4 1,560,000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 27,036 29,000,000 PRN DEFINED 1,2,3,4 29,000,000 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 26,969 225,249 SH DEFINED 1,2,3,4 225,249 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 315 500,000 PRN DEFINED 1,2,3,4 500,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 461 500,000 PRN DEFINED 1,2,3,4 500,000 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 35,099 46,415,000 PRN DEFINED 1,2,3,4 46,415,000 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 22,241 26,005,000 PRN DEFINED 1,2,3,4 26,005,000 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 3,931 5,011,000 PRN DEFINED 1,2,3,4 5,011,000 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 10,245 13,295,000 PRN DEFINED 1,2,3,4 13,295,000 KEYCORP NEW PFD 7.75% SR A 493267405 26,079 346,800 SH DEFINED 1,2,3,4 346,800 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 9,059 12,150,000 PRN DEFINED 1,2,3,4 12,150,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 53,849 53,715,000 PRN DEFINED 1,2,3,4 53,715,000 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 5,430 7,000,000 PRN DEFINED 1,2,3,4 7,000,000 LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 15,054 19,300,000 PRN DEFINED 1,2,3,4 19,300,000 LECROY CORP NOTE 4.000%10/1 52324WAB5 2,043 3,967,000 PRN DEFINED 1,2,3,4 3,967,000 LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 3,250 4,680,000 PRN DEFINED 1,2,3,4 4,680,000 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 1,903 2,500,000 PRN DEFINED 1,2,3,4 2,500,000 LIONS GATE ENTMNT CORP NOTE 3.625% 3/1 535919AG9 11,420 17,095,000 PRN DEFINED 1,2,3,4 17,095,000 LODGIAN INC COM PAR $.01 54021P403 5,940 2,788,865 SH DEFINED 1,2,3,4 2,788,865 LOUD TECHNOLOGIES INC COM NEW 545731200 31 51,546 SH DEFINED 1,2,3,4 51,546 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 1,827 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 MAGMA DESIGN AUTOMATION NOTE 2.000% 5/1 559181AC6 845 1,463,000 PRN DEFINED 1,2,3,4 1,463,000 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 5,924 10,970,000 PRN DEFINED 1,2,3,4 10,970,000 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 70,787 75,792,000 PRN DEFINED 1,2,3,4 75,792,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 926 1,044,000 PRN DEFINED 1,2,3,4 1,044,000 MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB4 2,883 2,927,000 PRN DEFINED 1,2,3,4 2,927,000 MERIX CORP NOTE 4.000% 5/1 590049AB8 1,098 4,175,000 PRN DEFINED 1,2,3,4 4,175,000 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 37,473 31,155,000 PRN DEFINED 1,2,3,4 31,155,000 NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB5 10,576 11,767,000 PRN DEFINED 1,2,3,4 11,767,000 NETWORK EQUIP TECHNOLOGIES SDCV 7.250% 5/1 641208AA1 1,837 2,826,000 PRN DEFINED 1,2,3,4 2,826,000 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AC7 1,460 2,500,000 PRN DEFINED 1,2,3,4 2,500,000 NEWPORT CORP NOTE 2.500% 2/1 651824AB0 870 1,400,000 PRN DEFINED 1,2,3,4 1,400,000 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 7,453 8,550,000 PRN DEFINED 1,2,3,4 8,550,000 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 15,357 24,970,000 PRN DEFINED 1,2,3,4 24,970,000 OMNICARE INC DBCV 3.250%12/1 681904AL2 4,413 7,800,000 PRN DEFINED 1,2,3,4 7,800,000 OMNICOM GROUP INC NOTE 2/0 681919AK2 3,469 3,500,000 PRN DEFINED 1,2,3,4 3,500,000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 7,476 9,000,000 PRN DEFINED 1,2,3,4 9,000,000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 42,079 76,100,000 PRN DEFINED 1,2,3,4 76,100,000 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 368 400,000 PRN DEFINED 1,2,3,4 400,000 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 3,627 5,500,000 PRN DEFINED 1,2,3,4 5,500,000 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 2,662 4,866,000 PRN DEFINED 1,2,3,4 4,866,000 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 8,427 12,455,000 PRN DEFINED 1,2,3,4 12,455,000 PENN VA CORP NOTE 4.500%11/1 707882AA4 28,434 39,360,000 PRN DEFINED 1,2,3,4 39,360,000 PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 13,694 17,409,000 PRN DEFINED 1,2,3,4 17,409,000 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 8,477 11,840,000 PRN DEFINED 1,2,3,4 11,840,000 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 1,209 5,500,000 PRN DEFINED 1,2,3,4 5,500,000 POWERWAVE TECHNOLOGIES INC SDCV 3.875%10/0 739363AF6 653 2,900,000 PRN DEFINED 1,2,3,4 2,900,000 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 1,310 1,689,000 PRN DEFINED 1,2,3,4 1,689,000 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 40,800 42,500,000 PRN DEFINED 1,2,3,4 42,500,000 RAMBUS INC DEL NOTE 2/0 750917AB2 9,166 10,000,000 PRN DEFINED 1,2,3,4 10,000,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 865 945,000 PRN DEFINED 1,2,3,4 945,000 RED HAT INC DBCV 0.500% 1/1 756577AB8 21,675 21,700,000 PRN DEFINED 1,2,3,4 21,700,000 RHI ENTMT INC DEL COM 74957T104 873 143,308 SH DEFINED 1,2,3,4 143,308 RICHARDSON ELECTRS LTD NOTE 7.750%12/1 763165AE7 1,517 1,989,000 PRN DEFINED 1,2,3,4 1,989,000 RICHARDSON ELECTRS LTD NOTE 8.000% 6/1 763165AG2 1,653 2,270,000 PRN DEFINED 1,2,3,4 2,270,000 SAVVIS INC NOTE 3.000% 5/1 805423AA8 667 1,556,000 PRN DEFINED 1,2,3,4 1,556,000 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 7,343 42,200 SH DEFINED 1,2,3,4 42,200 SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 870 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 10,447 10,300,000 PRN DEFINED 1,2,3,4 10,300,000 SEPRACOR INC NOTE 10/1 817315AW4 18,954 20,400,000 PRN DEFINED 1,2,3,4 20,400,000 SESI L L C NOTE 1.500%12/1 78412FAH7 30,753 43,383,000 PRN DEFINED 1,2,3,4 43,383,000 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 35,938 49,473,000 PRN DEFINED 1,2,3,4 49,473,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 14,243 18,485,000 PRN DEFINED 1,2,3,4 18,485,000 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 355 226,241 SH DEFINED 1,2,3,4 226,241 SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE2 5,777 6,602,000 PRN DEFINED 1,2,3,4 6,602,000 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 49,863 69,272,000 PRN DEFINED 1,2,3,4 69,272,000 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1,981 4,420,000 PRN DEFINED 1,2,3,4 4,420,000 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 22,302 29,350,000 PRN DEFINED 1,2,3,4 29,350,000 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 9,394 12,121,000 PRN DEFINED 1,2,3,4 12,121,000 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 2,360 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 SYBASE INC NOTE 1.750% 2/2 871130AB6 2,225 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 32,406 34,030,000 PRN DEFINED 1,2,3,4 34,030,000 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 4,668 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 TECH DATA CORP DBCV 2.750%12/1 878237AE6 10,740 14,400,000 PRN DEFINED 1,2,3,4 14,400,000 TELKONET INC COM 879604106 216 1,542,283 SH DEFINED 1,2,3,4 1,542,283 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 125,481 114,033,000PRN DEFINED 1,2,3,4 114,033,000 TREX INC NOTE 6.000% 7/0 89531PAA3 727 1,050,000 PRN DEFINED 1,2,3,4 1,050,000 TRICO MARINE SERVICES INC NOTE 3.000% 1/1 896106AQ4 12,326 33,770,000 PRN DEFINED 1,2,3,4 33,770,000 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 17,595 18,355,000 PRN DEFINED 1,2,3,4 18,355,000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 12,917 15,820,000 PRN DEFINED 1,2,3,4 15,820,000 UAL CORP NOTE 4.500% 6/3 902549AH7 24,925 49,850,000 PRN DEFINED 1,2,3,4 49,850,000 USEC INC NOTE 3.000%10/0 90333EAC2 2,224 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 42,750 45,706,000 PRN DEFINED 1,2,3,4 45,706,000 VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 10,994 11,665,000 PRN DEFINED 1,2,3,4 11,665,000 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 17,088 21,000,000 PRN DEFINED 1,2,3,4 21,000,000 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 15,576 14,466,000 PRN DEFINED 1,2,3,4 14,466,000 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 17,568 18,694,000 PRN DEFINED 1,2,3,4 18,694,000 WESCO INTL INC DBCV 2.625%10/1 95082PAE5 2,867 3,600,000 PRN DEFINED 1,2,3,4 3,600,000 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 4,271 7,575,000 PRN DEFINED 1,2,3,4 7,575,000 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 11,341 13,268,000 PRN DEFINED 1,2,3,4 13,268,000 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 5,759 9,500,000 PRN DEFINED 1,2,3,4 9,500,000 WSP HOLDINGS LIMITED ADR 92934F104 29,726 7,044,000 SH DEFINED 1,2,3,4 7,044,000 WYETH DBCV 1/1 983024AD2 2,435 2,433,000 PRN DEFINED 1,2,3,4 2,433,000 YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB1 907 3,045,000 PRN DEFINED 1,2,3,4 3,045,000 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 5,720 11,000,000 PRN DEFINED 1,2,3,4 11,000,000
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