-----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, Pu1nwuesl7ajBCLdqLOVgThyWOmLZ0sVq7TFGjsLYlOScBawYk05Umcg7da6/8ND FpJKUXj3oQrEQJTM2ph9nw== 0000949509-10-000007.txt : 20100210 0000949509-10-000007.hdr.sgml : 20100210 20100209174027 ACCESSION NUMBER: 0000949509-10-000007 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100210 DATE AS OF CHANGE: 20100209 EFFECTIVENESS DATE: 20100210 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-05050 FILM NUMBER: 10585496 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/A 1 r13fnt4q09holdings_amend2.txt OAKTREE CAPITAL MANAGEMENT L.P. 13F AMENDMENT 12-31-09 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [ X ] ; Amendment Number 2 This Amendment (Check only one.) : [ X ] 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 [ ] 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: 203 Form 13F Information Table Value Total: 5,922,099 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 * ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 123,502 21,629,005 SH DEFINED 1,2,3,4 21,629,005 * AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 13,981 297,600 SH DEFINED 1,2,3,4 297,600 * BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 7,680 550,960 SH DEFINED 1,2,3,4 550,960 * BARRICK GOLD CORP COM 067901108 5,088 129,200 SH DEFINED 1,2,3,4 129,200 * CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 3,794 270,000 SH DEFINED 1,2,3,4 270,000 * CIT GROUP INC COM NEW 125581801 240,638 8,715,596 SH DEFINED 1,2,3,4 8,715,596 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,189 268,900 SH DEFINED 1,2,3,4 268,900 * COMCAST CORP NEW CL A 20030N101 31,857 1,889,500 SH DEFINED 1,2,3,4 1,889,500 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 7,804 77,200 SH DEFINED 1,2,3,4 77,200 * COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 3,739 117,100 SH DEFINED 1,2,3,4 117,100 * EXCO RESOURCES INC COM 269279402 738,357 34,778,946 SH DEFINED 1,2,3,4 34,778,946 * FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,927 102,900 SH DEFINED 1,2,3,4 102,900 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 33,850 1,512,632 SH DEFINED 1,2,3,4 1,512,632 * GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 8,117 390,976 SH DEFINED 1,2,3,4 390,976 * GT SOLAR INTL INC COM 3623E0209 387,081 69,618,846 SH DEFINED 1,2,3,4 69,618,846 * HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,911 689,900 SH DEFINED 1,2,3,4 689,900 * MELCO CROWN ENTMT LTD ADR 585464100 1,810 538,700 SH DEFINED 1,2,3,4 538,700 * MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,911 80,000 SH DEFINED 1,2,3,4 80,000 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 12,468 261,500 SH DEFINED 1,2,3,4 261,500 * PT INDOSAT TBK SPONSORED ADR 744383100 2,511 100,000 SH DEFINED 1,2,3,4 100,000 * RENESOLA LTD SPONS ADS 75971T103 1,818 382,000 SH DEFINED 1,2,3,4 382,000 * SHANDA GAMES LTD SP ADR REPTG A 81941U105 3,210 315,000 SH DEFINED 1,2,3,4 315,000 * SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,879 50,000 SH DEFINED 1,2,3,4 50,000 * TIM PARTICIPACOES S A SPONS ADR PFD 88706p106 4,011 135,000 SH DEFINED 1,2,3,4 135,000 * TIME WARNER CABLE INC COM 88732J207 71,160 1,719,251 SH DEFINED 1,2,3,4 1,719,251 * VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 3,875 125,000 SH DEFINED 1,2,3,4 125,000 * YINGLI GREEN ENERGY HLDG CO ADR 98584B103 3,786 239,500 SH DEFINED 1,2,3,4 239,500 7 DAYS GROUP HLDGS LTD ADR 81783J101 3,744 300,000 SH DEFINED 1,2,3,4 300,000 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 21,482 28,670,000 PRN DEFINED 1,2,3,4 28,670,000 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 26,216 29,535,000 PRN DEFINED 1,2,3,4 29,535,000 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 36,946 31,877,000 PRN DEFINED 1,2,3,4 31,877,000 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 51,885 51,110,000 PRN DEFINED 1,2,3,4 51,110,000 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 15,873 14,965,000 PRN DEFINED 1,2,3,4 14,965,000 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 52,141 46,550,000 PRN DEFINED 1,2,3,4 46,550,000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 6,360 5,591,000 PRN DEFINED 1,2,3,4 5,591,000 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 43,069 35,346,000 PRN DEFINED 1,2,3,4 35,346,000 AMERICAN REAL ESTATE PARTNR FRNT 8/1 029169AA7 30,360 34,500,000 PRN DEFINED 1,2,3,4 34,500,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 22,989 22,810,000 PRN DEFINED 1,2,3,4 22,810,000 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 9,016 11,500,000 PRN DEFINED 1,2,3,4 11,500,000 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 19,300 19,545,000 PRN DEFINED 1,2,3,4 19,545,000 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 2,158 2,445,000 PRN DEFINED 1,2,3,4 2,445,000 ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 25,470 542,380 SH DEFINED 1,2,3,4 542,380 ATS MED INC NOTE 6.000%10/1 002083AB9 1,232 1,250,000 PRN DEFINED 1,2,3,4 1,250,000 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 8,219 8,576,000 PRN DEFINED 1,2,3,4 8,576,000 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 24,565 26,392,000 PRN DEFINED 1,2,3,4 26,392,000 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 24,814 23,805,000 PRN DEFINED 1,2,3,4 23,805,000 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 890 951,000 PRN DEFINED 1,2,3,4 951,000 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 16,559 14,385,000 PRN DEFINED 1,2,3,4 14,385,000 CACI INTL INC NOTE 2.125% 5/0 127190AD8 28,416 26,390,000 PRN DEFINED 1,2,3,4 26,390,000 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 12,701 14,000,000 PRN DEFINED 1,2,3,4 14,000,000 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 16,234 18,139,000 PRN DEFINED 1,2,3,4 18,139,000 CARRIZO OIL & & CO INC NOTE 4.375% 6/0 144577AA1 18,014 20,986,000 PRN DEFINED 1,2,3,4 20,986,000 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 1,126 1,329,000 PRN DEFINED 1,2,3,4 1,329,000 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 3,222 3,350,000 PRN DEFINED 1,2,3,4 3,350,000 CEPHALON INC NOTE 2.500% 5/0 156708AR0 87,619 78,190,000 PRN DEFINED 1,2,3,4 78,190,000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 14,366 18,894,000 PRN DEFINED 1,2,3,4 18,894,000 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 19,948 22,740,000 PRN DEFINED 1,2,3,4 22,740,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 81,493 83,748,000 PRN DEFINED 1,2,3,4 83,748,000 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 12,916 15,375,000 PRN DEFINED 1,2,3,4 15,375,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 8,863 14,000,000 PRN DEFINED 1,2,3,4 14,000,000 CIENA CORP NOTE 0.250% 5/0 171779AB7 13,175 17,365,000 PRN DEFINED 1,2,3,4 17,365,000 COGENT COMM GROUP INC NOTE 1.000% 6/1 19239VAB0 1,610 2,350,000 PRN DEFINED 1,2,3,4 2,350,000 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 22,277 18,640,000 PRN DEFINED 1,2,3,4 18,640,000 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 3,212 8,370,000 PRN DEFINED 1,2,3,4 8,370,000 CONMED CORP NOTE 2.500%11/1 207410AD3 14,956 15,750,000 PRN DEFINED 1,2,3,4 15,750,000 CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 52,308 47,350,000 PRN DEFINED 1,2,3,4 47,350,000 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 30,877 28,590,000 PRN DEFINED 1,2,3,4 28,590,000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 57,384 61,265,000 PRN DEFINED 1,2,3,4 61,265,000 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 3,247 3,250,000 PRN DEFINED 1,2,3,4 3,250,000 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 44,984 47,765,000 PRN DEFINED 1,2,3,4 47,765,000 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 66,005 59,587,000 PRN DEFINED 1,2,3,4 59,587,000 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 208 241,000 PRN DEFINED 1,2,3,4 241,000 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 25,509 25,000,000 PRN DEFINED 1,2,3,4 25,000,000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 35,923 28,580,000 PRN DEFINED 1,2,3,4 28,580,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 80,145 65,695,000 PRN DEFINED 1,2,3,4 65,695,000 EARTHLINK INC NOTE 3.250%11/1 270321AA0 35,771 32,560,000 PRN DEFINED 1,2,3,4 32,560,000 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 1,504 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 5,899 7,150,000 PRN DEFINED 1,2,3,4 7,150,000 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 12,187 18,894,000 PRN DEFINED 1,2,3,4 18,894,000 ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 4,514 181,500 SH DEFINED 1,2,3,4 181,500 ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 5,765 349,400 SH DEFINED 1,2,3,4 349,400 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 4,262 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 97,963 88,453,000 PRN DEFINED 1,2,3,4 88,453,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 12,059 10,365,000 PRN DEFINED 1,2,3,4 10,365,000 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 44,472 30,155,000 PRN DEFINED 1,2,3,4 30,155,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 3,895 7,550,000 PRN DEFINED 1,2,3,4 7,550,000 EXPRESSJET HOLDINGS INC NOTE 11.250% 8/0 30218UAB4 8,710 9,000,000 PRN DEFINED 1,2,3,4 9,000,000 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 8,747 7,435,000 PRN DEFINED 1,2,3,4 7,435,000 FEI CO NOTE 2.875% 6/0 30241LAF6 6,996 6,695,000 PRN DEFINED 1,2,3,4 6,695,000 FERRO CORP NOTE 6.500% 8/1 315405AL4 7,496 8,260,000 PRN DEFINED 1,2,3,4 8,260,000 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 80,040 680,440 SH DEFINED 1,2,3,4 680,440 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 11,797 14,406,000 PRN DEFINED 1,2,3,4 14,406,000 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 120,727 95,625,000 PRN DEFINED 1,2,3,4 95,625,000 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 32,358 27,107,000 PRN DEFINED 1,2,3,4 27,107,000 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 18,172 14,690,000 PRN DEFINED 1,2,3,4 14,690,000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 25,314 40,492,000 PRN DEFINED 1,2,3,4 40,492,000 GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 2,640 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 20,902 20,225,000 PRN DEFINED 1,2,3,4 20,225,000 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 8,400 8,975,000 PRN DEFINED 1,2,3,4 8,975,000 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 52,924 50,825,000 PRN DEFINED 1,2,3,4 50,825,000 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 6,214 6,310,000 PRN DEFINED 1,2,3,4 6,310,000 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 8,472 11,296,000 PRN DEFINED 1,2,3,4 11,296,000 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 25,147 32,934,000 PRN DEFINED 1,2,3,4 32,934,000 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 7,967 7,455,000 PRN DEFINED 1,2,3,4 7,455,000 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 15,325 17,015,000 PRN DEFINED 1,2,3,4 17,015,000 HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 7,600 9,500,000 PRN DEFINED 1,2,3,4 9,500,000 HORIZON LINES INC NOTE 4.250% 8/1 44044KAB7 12,293 15,030,000 PRN DEFINED 1,2,3,4 15,030,000 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 33,073 38,705,000 PRN DEFINED 1,2,3,4 38,705,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 4,948 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 16,805 20,620,000 PRN DEFINED 1,2,3,4 20,620,000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 28,236 20,620,000 PRN DEFINED 1,2,3,4 20,620,000 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 15,627 16,400,000 PRN DEFINED 1,2,3,4 16,400,000 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 17,912 15,515,000 PRN DEFINED 1,2,3,4 15,515,000 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 47,501 175,279 SH DEFINED 1,2,3,4 175,279 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 103,343 88,426,000 PRN DEFINED 1,2,3,4 88,426,000 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 36,005 30,335,000 PRN DEFINED 1,2,3,4 30,335,000 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 11,677 11,500,000 PRN DEFINED 1,2,3,4 11,500,000 ITRON INC NOTE 2.500% 8/0 465741AJ5 36,678 29,400,000 PRN DEFINED 1,2,3,4 29,400,000 K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 8,593 15,500,000 PRN DEFINED 1,2,3,4 15,500,000 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 18,930 21,028,000 PRN DEFINED 1,2,3,4 21,028,000 KEYCORP NEW PFD 7.75% SR A 493267405 16,597 207,070 SH DEFINED 1,2,3,4 207,070 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 10,652 10,230,000 PRN DEFINED 1,2,3,4 10,230,000 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 8,449 9,000,000 PRN DEFINED 1,2,3,4 9,000,000 KULICKE & SOFFA SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 8,815 10,001,000 PRN DEFINED 1,2,3,4 10,001,000 L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 3,206 3,492,000 PRN DEFINED 1,2,3,4 3,492,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 71,840 68,595,000 PRN DEFINED 1,2,3,4 68,595,000 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 4,225 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 LEAR CORP COM NEW 521865204 8,599 127,124 SH DEFINED 1,2,3,4 127,124 LECROY CORP NOTE 4.000%10/1 52324WAB5 2,164 2,530,000 PRN DEFINED 1,2,3,4 2,530,000 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 21,221 42,390,000 PRN DEFINED 1,2,3,4 42,390,000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 37,041 36,500,000 PRN DEFINED 1,2,3,4 36,500,000 LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 6,469 7,180,000 PRN DEFINED 1,2,3,4 7,180,000 LIVE NATION INC NOTE 2.875% 7/1 538034AB5 2,385 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 LODGIAN INC COM PAR $.01 54021P403 4,128 2,788,865 SH DEFINED 1,2,3,4 2,788,865 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 6,282 7,100,000 PRN DEFINED 1,2,3,4 7,100,000 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 3,556 52,200 SH DEFINED 1,2,3,4 52,200 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 2,397 2,348,000 PRN DEFINED 1,2,3,4 2,348,000 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 7,921 8,128,000 PRN DEFINED 1,2,3,4 8,128,000 MERCER INTL INC NOTE 8.500%10/1 588056AG6 3,296 3,451,000 PRN DEFINED 1,2,3,4 3,451,000 MERIX CORP NOTE 4.000% 5/1 590049AB8 11,800 12,073,000 PRN DEFINED 1,2,3,4 12,073,000 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 20,972 20,500,000 PRN DEFINED 1,2,3,4 20,500,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 133,664 139,060,000PRN DEFINED 1,2,3,4 139,060,000 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 16,250 15,690,000 PRN DEFINED 1,2,3,4 15,690,000 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2,472 2,825,000 PRN DEFINED 1,2,3,4 2,825,000 MYLAN INC NOTE 1.250% 3/1 628530AG2 65,748 63,025,000 PRN DEFINED 1,2,3,4 63,025,000 NASH FINCH CO FRNT 3.500% 3/1 631158AD4 16,675 36,090,000 PRN DEFINED 1,2,3,4 36,090,000 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 17,403 20,600,000 PRN DEFINED 1,2,3,4 20,600,000 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 28,743 26,789,000 PRN DEFINED 1,2,3,4 26,789,000 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 50,413 47,155,000 PRN DEFINED 1,2,3,4 47,155,000 NETAPP INC NOTE 1.750% 6/0 64110DAB0 74,981 60,045,000 PRN DEFINED 1,2,3,4 60,045,000 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 21,497 461,600 SH DEFINED 1,2,3,4 461,600 NEWPORT CORP NOTE 2.500% 2/1 651824AB0 16,585 18,253,000 PRN DEFINED 1,2,3,4 18,253,000 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 12,549 13,670,000 PRN DEFINED 1,2,3,4 13,670,000 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 797 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 34,849 32,645,000 PRN DEFINED 1,2,3,4 32,645,000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 119,334 106,710,000PRN DEFINED 1,2,3,4 106,710,000 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 21,862 20,545,000 PRN DEFINED 1,2,3,4 20,545,000 OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD5 29,367 31,555,000 PRN DEFINED 1,2,3,4 31,555,000 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 48,016 47,365,000 PRN DEFINED 1,2,3,4 47,365,000 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 7,380 6,340,000 PRN DEFINED 1,2,3,4 6,340,000 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 865 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 7,590 11,568,000 PRN DEFINED 1,2,3,4 11,568,000 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 40,105 41,345,000 PRN DEFINED 1,2,3,4 41,345,000 PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 9,350 11,000,000 PRN DEFINED 1,2,3,4 11,000,000 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 22,919 20,601,000 PRN DEFINED 1,2,3,4 20,601,000 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 45,257 37,570,000 PRN DEFINED 1,2,3,4 37,570,000 RADISYS CORP NOTE 2.750% 2/1 750459AE9 7,006 7,400,000 PRN DEFINED 1,2,3,4 7,400,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 1,013 945,000 PRN DEFINED 1,2,3,4 945,000 RENTECH INC NOTE 4.000% 4/1 760112AA0 8,886 12,250,000 PRN DEFINED 1,2,3,4 12,250,000 RHI ENTMT INC DEL COM 74957T104 33 142,857 SH DEFINED 1,2,3,4 142,857 RICHARDSON ELECTRS LTD NOTE 7.750%12/1 763165AE7 4,002 4,061,000 PRN DEFINED 1,2,3,4 4,061,000 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 3,456 3,603,000 PRN DEFINED 1,2,3,4 3,603,000 SAKS INC NOTE 2.000% 3/1 79377WAL2 39,471 46,933,000 PRN DEFINED 1,2,3,4 46,933,000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 14,445 17,268,000 PRN DEFINED 1,2,3,4 17,268,000 SAVVIS INC NOTE 3.000% 5/1 805423AA8 21,636 23,659,000 PRN DEFINED 1,2,3,4 23,659,000 SESI L L C NOTE 1.500%12/1 78412FAH7 25,505 27,815,000 PRN DEFINED 1,2,3,4 27,815,000 SMITH & WESSON HLDG CORP NOTE 4.000%12/1 831756AB7 12,011 12,750,000 PRN DEFINED 1,2,3,4 12,750,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 47,457 47,675,000 PRN DEFINED 1,2,3,4 47,675,000 ST MARY LD LD & EXPL CO NOTE 3.500% 4/0 792228AD0 18,644 18,650,000 PRN DEFINED 1,2,3,4 18,650,000 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 6,530 7,063,000 PRN DEFINED 1,2,3,4 7,063,000 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 85,536 67,290,000 PRN DEFINED 1,2,3,4 67,290,000 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 10,797 12,716,000 PRN DEFINED 1,2,3,4 12,716,000 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 500 600,000 PRN DEFINED 1,2,3,4 600,000 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 13,572 11,700,000 PRN DEFINED 1,2,3,4 11,700,000 SUNTECH PWR HLDGS HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 51,847 65,032,000 PRN DEFINED 1,2,3,4 65,032,000 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 40,642 37,110,000 PRN DEFINED 1,2,3,4 37,110,000 TERREMARK WORLDWIDE INC NOTE 6.625% 6/1 881448AF1 3,894 4,238,000 PRN DEFINED 1,2,3,4 4,238,000 TEVA PHARMACEUTICAL FIN FIN CO NOTE 1.750% 2/0 88165FAA0 56,878 46,048,000 PRN DEFINED 1,2,3,4 46,048,000 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 56,243 50,550,000 PRN DEFINED 1,2,3,4 50,550,000 TRICO MARINE SERVICES INC DBCV 8.125% 2/0 896106AW1 45,067 52,710,000 PRN DEFINED 1,2,3,4 52,710,000 TRICO MARINE SERVICES INC NOTE 3.000% 1/1 896106AQ4 1,815 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 21,775 19,685,000 PRN DEFINED 1,2,3,4 19,685,000 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 17,677 17,433,000 PRN DEFINED 1,2,3,4 17,433,000 UAL CORP NOTE 4.500% 6/3 902549AH7 24,671 27,625,000 PRN DEFINED 1,2,3,4 27,625,000 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 7,122 7,160,000 PRN DEFINED 1,2,3,4 7,160,000 USEC INC NOTE 3.000%10/0 90333EAC2 8,441 12,780,000 PRN DEFINED 1,2,3,4 12,780,000 VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 28,854 23,870,000 PRN DEFINED 1,2,3,4 23,870,000 VERIFONE HLDGS INC NOTE 1.375% 6/1 92342YAB5 10,557 11,881,000 PRN DEFINED 1,2,3,4 11,881,000 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 17,429 19,410,000 PRN DEFINED 1,2,3,4 19,410,000 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 15,773 19,800,000 PRN DEFINED 1,2,3,4 19,800,000 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 22,844 24,245,000 PRN DEFINED 1,2,3,4 24,245,000 WSP HOLDINGS LIMITED ADR 92934F104 21,907 7,044,000 SH DEFINED 1,2,3,4 7,044,000 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 10,637 9,705,000 PRN DEFINED 1,2,3,4 9,705,000
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