13F-HR/A 1 r13f3q10holdings_amend.txt OAKTREE CAPITAL MANAGEMENT L.P. 13F FILING AMENDMENT 9-30-2010 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ X ] ; Amendment Number: 1 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: [ Eugenia Tsang ] Title: [ Vice President ] Phone: [ 213-830-6242 ] 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: 201 Form 13F Information Table Value Total: 5,999,991 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 x1000 PRN AMT PRN DSCRETN MGRS SOLE SHARE NONE A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 10,310 10,370,000 PRN DEFINED 1,2,3,4 10,370,000 AAR CORP NOTE 1.750% 2/0 000361AH8 1,442 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 11,688 12,446,000 PRN DEFINED 1,2,3,4 12,446,000 ALBANY INTL CORP FRNT 2.250% 3/1 012348AC2 3,693 4,025,000 PRN DEFINED 1,2,3,4 4,025,000 ALERE INC NOTE 3.000% 5/1 01449JAA3 14,493 15,515,000 PRN DEFINED 1,2,3,4 15,515,000 ALERE INC PERP PFD CONV SE 01449J204 31,824 144,656 SH DEFINED 1,2,3,4 144,656 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 37,756 36,610,000 PRN DEFINED 1,2,3,4 36,610,000 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 104,850 22,892,988 SH DEFINED 1,2,3,4 22,892,988 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 39,432 34,677,000 PRN DEFINED 1,2,3,4 34,677,000 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 19,665 17,499,000 PRN DEFINED 1,2,3,4 17,499,000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 6,341 118,900 SH DEFINED 1,2,3,4 118,900 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 9,837 9,570,000 PRN DEFINED 1,2,3,4 9,570,000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 6,273 5,591,000 PRN DEFINED 1,2,3,4 5,591,000 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 26,731 21,346,000 PRN DEFINED 1,2,3,4 21,346,000 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 43,292 37,768,000 PRN DEFINED 1,2,3,4 37,768,000 AMR CORP NOTE 6.250%10/1 001765BC9 71,118 72,918,000 PRN DEFINED 1,2,3,4 72,918,000 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 1,589 1,200,000 PRN DEFINED 1,2,3,4 1,200,000 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 69,359 65,730,000 PRN DEFINED 1,2,3,4 65,730,000 ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 14,105 252,410 SH DEFINED 1,2,3,4 252,410 AU OPTRONICS CORP SPONSORED ADR 002255107 3,778 361,200 SH DEFINED 1,2,3,4 361,200 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 26,719 27,457,000 PRN DEFINED 1,2,3,4 27,457,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 2,144 2,130,000 PRN DEFINED 1,2,3,4 2,130,000 BARRICK GOLD CORP COM 067901108 11,032 238,315 SH DEFINED 1,2,3,4 238,315 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 38,048 30,644,000 PRN DEFINED 1,2,3,4 30,644,000 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 19,410 21,637,000 PRN DEFINED 1,2,3,4 21,637,000 CACI INTL INC NOTE 2.125% 5/0 127190AD8 27,493 26,030,000 PRN DEFINED 1,2,3,4 26,030,000 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 23,458 25,300,000 PRN DEFINED 1,2,3,4 25,300,000 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 20,909 21,016,000 PRN DEFINED 1,2,3,4 21,016,000 CAPITALSOURCE INC SDCV 4.000% 7/1 14055XAE2 2,892 2,930,000 PRN DEFINED 1,2,3,4 2,930,000 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 16,381 17,482,000 PRN DEFINED 1,2,3,4 17,482,000 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 16,546 18,180,000 PRN DEFINED 1,2,3,4 18,180,000 CEPHALON INC NOTE 2.500% 5/0 156708AR0 72,371 64,045,000 PRN DEFINED 1,2,3,4 64,045,000 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 641,066 19,725,105 SH DEFINED 1,2,3,4 19,725,105 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 30,427 31,669,000 PRN DEFINED 1,2,3,4 31,669,000 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 1,259 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 52,402 54,752,000 PRN DEFINED 1,2,3,4 54,752,000 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 1,298 1,350,000 PRN DEFINED 1,2,3,4 1,350,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 29,697 35,205,000 PRN DEFINED 1,2,3,4 35,205,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 3,567 274,600 SH DEFINED 1,2,3,4 274,600 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,634 149,300 SH DEFINED 1,2,3,4 149,300 CIT GROUP INC COM NEW 125581801 355,764 8,715,434 SH DEFINED 1,2,3,4 8,715,434 CITIGROUP INC UNIT 99/99/9999 172967416 35,412 300,000 SH DEFINED 1,2,3,4 300,000 COGENT COMM GROUP INC NOTE 1.000% 6/1 19239VAB0 7,773 9,428,000 PRN DEFINED 1,2,3,4 9,428,000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,872 122,100 SH DEFINED 1,2,3,4 122,100 COMCAST CORP NEW CL A 20030N101 43,202 2,389,500 SH DEFINED 1,2,3,4 2,389,500 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 10,878 9,500,000 PRN DEFINED 1,2,3,4 9,500,000 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 12,613 13,550,000 PRN DEFINED 1,2,3,4 13,550,000 CONMED CORP NOTE 2.500%11/1 207410AD3 3,761 3,798,000 PRN DEFINED 1,2,3,4 3,798,000 CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 23,675 16,250,000 PRN DEFINED 1,2,3,4 16,250,000 CRIMSON EXPLORATION INC COM NEW 22662K207 44,246 15,524,819 SH DEFINED 1,2,3,4 15,524,819 CROWN HOLDINGS INC COM 228368106 11,464 400,000 SH DEFINED 1,2,3,4 400,000 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 47,805 43,087,000 PRN DEFINED 1,2,3,4 43,087,000 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 910 906,000 PRN DEFINED 1,2,3,4 906,000 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 5,458 5,987,000 PRN DEFINED 1,2,3,4 5,987,000 DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 36,105 35,820,000 PRN DEFINED 1,2,3,4 35,820,000 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 19,355 20,600,000 PRN DEFINED 1,2,3,4 20,600,000 DST SYS INC DEL DBCV 8/1 233326AE7 3,981 3,606,000 PRN DEFINED 1,2,3,4 3,606,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 18,045 13,695,000 PRN DEFINED 1,2,3,4 13,695,000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 40,956 29,580,000 PRN DEFINED 1,2,3,4 29,580,000 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 8,254 8,780,000 PRN DEFINED 1,2,3,4 8,780,000 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 7,516 10,692,000 PRN DEFINED 1,2,3,4 10,692,000 ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 4,665 171,500 SH DEFINED 1,2,3,4 171,500 ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 9,671 514,400 SH DEFINED 1,2,3,4 514,400 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 4,688 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 93,102 85,953,000 PRN DEFINED 1,2,3,4 85,953,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 6,500 5,865,000 PRN DEFINED 1,2,3,4 5,865,000 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 12,357 8,655,000 PRN DEFINED 1,2,3,4 8,655,000 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 3,897 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 EXCO RESOURCES INC COM 269279402 517,163 34,778,946 SH DEFINED 1,2,3,4 34,778,946 EXPRESSJET HOLDINGS INC NOTE 11.250% 8/0 30218UAB4 11,477 11,391,000 PRN DEFINED 1,2,3,4 11,391,000 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 4,128 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 FIBRIA CELULOSE S A CALL 31573A909 325 2,500 SH DEFINED 1,2,3,4 2,500 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 4,174 241,400 SH DEFINED 1,2,3,4 241,400 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 36,593 284,440 SH DEFINED 1,2,3,4 284,440 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 12,901 14,106,000 PRN DEFINED 1,2,3,4 14,106,000 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 56,654 1,182,500 SH DEFINED 1,2,3,4 1,182,500 GENCO SHIPPING & TRADING LTD SHS Y2685T107 24,110 1,512,532 SH DEFINED 1,2,3,4 1,512,532 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 1,798 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 28,688 40,287,000 PRN DEFINED 1,2,3,4 40,287,000 GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 13,866 16,710,000 PRN DEFINED 1,2,3,4 16,710,000 GMX RES INC NOTE 5.000% 2/0 38011MAB4 4,390 5,414,000 PRN DEFINED 1,2,3,4 5,414,000 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 44,831 36,650,000 PRN DEFINED 1,2,3,4 36,650,000 GOLDMAN SACHS GROUP INC COM 38141G104 14,458 100,000 SH DEFINED 1,2,3,4 100,000 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 39,540 43,421,000 PRN DEFINED 1,2,3,4 43,421,000 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 17,508 18,499,000 PRN DEFINED 1,2,3,4 18,499,000 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 879 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 13,930 12,955,000 PRN DEFINED 1,2,3,4 12,955,000 GT SOLAR INTL INC COM 3623E0209 286,374 51,138,149 SH DEFINED 1,2,3,4 51,138,149 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 15,509 16,015,000 PRN DEFINED 1,2,3,4 16,015,000 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 20,724 876,300 SH DEFINED 1,2,3,4 876,300 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 2,538 3,200,000 PRN DEFINED 1,2,3,4 3,200,000 HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AD1 11,698 16,596,000 PRN DEFINED 1,2,3,4 16,596,000 HOLOGIC INC FRNT 2.000%12/1 436440AA9 11,826 12,646,000 PRN DEFINED 1,2,3,4 12,646,000 HORIZON LINES INC NOTE 4.250% 8/1 44044KAB7 3,810 4,161,000 PRN DEFINED 1,2,3,4 4,161,000 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 21,132 24,309,000 PRN DEFINED 1,2,3,4 24,309,000 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 11,308 15,320,000 PRN DEFINED 1,2,3,4 15,320,000 ICICI BK LTD PUT 45104G954 238 1,300 SH DEFINED 1,2,3,4 1,300 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 2,430 2,501,000 PRN DEFINED 1,2,3,4 2,501,000 INLAND REAL ESTATE CORP NOTE 5.000%11/1 457461AC5 8,192 7,991,000 PRN DEFINED 1,2,3,4 7,991,000 INSULET CORP NOTE 5.375% 6/1 45784PAA9 3,008 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 3,153 2,895,000 PRN DEFINED 1,2,3,4 2,895,000 INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 33,508 31,000,000 PRN DEFINED 1,2,3,4 31,000,000 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 95,343 83,818,000 PRN DEFINED 1,2,3,4 83,818,000 ISHARES TR PUT 464287954 876 14,275 SH DEFINED 1,2,3,4 14,275 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 14,868 15,620,000 PRN DEFINED 1,2,3,4 15,620,000 ISTAR FINL INC FRNT 10/0 45031UBF7 1,108 1,445,000 PRN DEFINED 1,2,3,4 1,445,000 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 7,742 320,200 SH DEFINED 1,2,3,4 320,200 ITRON INC NOTE 2.500% 8/0 465741AJ5 3,136 2,800,000 PRN DEFINED 1,2,3,4 2,800,000 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 11,728 12,244,000 PRN DEFINED 1,2,3,4 12,244,000 JAKKS PAC INC COM 47012E106 11,554 655,000 SH DEFINED 1,2,3,4 655,000 K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 8,617 14,300,000 PRN DEFINED 1,2,3,4 14,300,000 KEMET CORP NOTE 2.250%11/1 488360AB4 8,389 8,780,000 PRN DEFINED 1,2,3,4 8,780,000 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 7,487 8,028,000 PRN DEFINED 1,2,3,4 8,028,000 KEYCORP NEW PFD 7.75% SR A 493267405 27,963 260,727 SH DEFINED 1,2,3,4 260,727 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 2,348 2,500,000 PRN DEFINED 1,2,3,4 2,500,000 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 1,528 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 KT CORP SPONSORED ADR 48268K101 3,775 184,500 SH DEFINED 1,2,3,4 184,500 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 30,226 30,900,000 PRN DEFINED 1,2,3,4 30,900,000 LECROY CORP NOTE 4.000%10/1 52324WAB5 2,744 2,780,000 PRN DEFINED 1,2,3,4 2,780,000 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,786 217,100 SH DEFINED 1,2,3,4 217,100 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 41,190 37,250,000 PRN DEFINED 1,2,3,4 37,250,000 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 33,584 33,500,000 PRN DEFINED 1,2,3,4 33,500,000 LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 4,001 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 11,965 13,865,000 PRN DEFINED 1,2,3,4 13,865,000 LSB INDS INC SDCV 5.500% 7/0 502160AG9 1,508 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 4,114 4,675,000 PRN DEFINED 1,2,3,4 4,675,000 MELCO CROWN ENTMT LTD ADR 585464100 3,853 760,000 SH DEFINED 1,2,3,4 760,000 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 32,104 28,500,000 PRN DEFINED 1,2,3,4 28,500,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 101,151 112,860,000PRN DEFINED 1,2,3,4 112,860,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,592 75,000 SH DEFINED 1,2,3,4 75,000 MOLEX INC COM 608554101 29,302 1,400,000 SH DEFINED 1,2,3,4 1,400,000 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 13,618 14,050,000 PRN DEFINED 1,2,3,4 14,050,000 MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 11,181 14,865,000 PRN DEFINED 1,2,3,4 14,865,000 MYLAN INC NOTE 1.250% 3/1 628530AG2 43,810 42,225,000 PRN DEFINED 1,2,3,4 42,225,000 NASH FINCH CO NOTE 1.631% 3/1 631158AD4 15,583 31,090,000 PRN DEFINED 1,2,3,4 31,090,000 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 15,866 14,090,000 PRN DEFINED 1,2,3,4 14,090,000 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 47,471 41,955,000 PRN DEFINED 1,2,3,4 41,955,000 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 22,434 461,600 SH DEFINED 1,2,3,4 461,600 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 7,694 8,575,000 PRN DEFINED 1,2,3,4 8,575,000 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 22,214 20,145,000 PRN DEFINED 1,2,3,4 20,145,000 NUVASIVE INC NOTE 2.250% 3/1 670704AB1 55,842 52,335,000 PRN DEFINED 1,2,3,4 52,335,000 OMNICARE INC DBCV 3.250%12/1 681904AL2 3,415 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 76,535 75,475,000 PRN DEFINED 1,2,3,4 75,475,000 OWENS CORNING NEW COM 690742101 21,273 830,000 SH DEFINED 1,2,3,4 830,000 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,906 94,600 SH DEFINED 1,2,3,4 94,600 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 2,162 2,300,000 PRN DEFINED 1,2,3,4 2,300,000 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 46,897 41,915,000 PRN DEFINED 1,2,3,4 41,915,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15,237 420,100 SH DEFINED 1,2,3,4 420,100 POSCO SPONSORED ADR 693483109 7,659 67,192 SH DEFINED 1,2,3,4 67,192 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 2,871 2,986,000 PRN DEFINED 1,2,3,4 2,986,000 POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 11,146 14,570,000 PRN DEFINED 1,2,3,4 14,570,000 PPL CORP UNIT 99/99/9999 69351T601 34,391 602,500 SH DEFINED 1,2,3,4 602,500 PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 13,219 13,758,000 PRN DEFINED 1,2,3,4 13,758,000 PT INDOSAT TBK SPONSORED ADR 744383100 3,641 119,541 SH DEFINED 1,2,3,4 119,541 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 29,723 27,980,000 PRN DEFINED 1,2,3,4 27,980,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 1,037 945,000 PRN DEFINED 1,2,3,4 945,000 SAKS INC NOTE 2.000% 3/1 79377WAL2 54,075 58,033,000 PRN DEFINED 1,2,3,4 58,033,000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 10,201 11,000,000 PRN DEFINED 1,2,3,4 11,000,000 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 41,098 44,000,000 PRN DEFINED 1,2,3,4 44,000,000 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 146,283 130,482,000PRN DEFINED 1,2,3,4 130,482,000 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 8,445 5,745,000 PRN DEFINED 1,2,3,4 5,745,000 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 13,910 14,250,000 PRN DEFINED 1,2,3,4 14,250,000 SESI L L C FRNT 1.500%12/1 78412FAH7 12,898 13,230,000 PRN DEFINED 1,2,3,4 13,230,000 SHANDA GAMES LTD SP ADR REPTG A 81941U105 1,688 315,000 SH DEFINED 1,2,3,4 315,000 SHANDA INTERACTIVE ENTMT LTD NOTE 2.000% 9/1 81941QAD6 7,744 6,800,000 PRN DEFINED 1,2,3,4 6,800,000 SINCLAIR BROADCAST GROUP INC SDCV 6.000% 9/1 829226AV1 995 1,000,000 PRN DEFINED 1,2,3,4 1,000,000 SK TELECOM LTD SPONSORED ADR 78440P108 3,765 215,500 SH DEFINED 1,2,3,4 215,500 SMITH & WESSON HLDG CORP NOTE 4.000%12/1 831756AB7 10,922 10,957,000 PRN DEFINED 1,2,3,4 10,957,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 32,485 30,675,000 PRN DEFINED 1,2,3,4 30,675,000 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 10,324 11,395,000 PRN DEFINED 1,2,3,4 11,395,000 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 2,048 2,063,000 PRN DEFINED 1,2,3,4 2,063,000 STANLEY WKS FRNT 5/1 854616AM1 31,903 28,000,000 PRN DEFINED 1,2,3,4 28,000,000 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 73,340 64,290,000 PRN DEFINED 1,2,3,4 64,290,000 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 4,443 4,696,000 PRN DEFINED 1,2,3,4 4,696,000 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 25,035 24,100,000 PRN DEFINED 1,2,3,4 24,100,000 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 17,789 19,220,000 PRN DEFINED 1,2,3,4 19,220,000 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 29,505 32,200,000 PRN DEFINED 1,2,3,4 32,200,000 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 58,165 66,576,000 PRN DEFINED 1,2,3,4 66,576,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,839 1,562,000 SH DEFINED 1,2,3,4 1,562,000 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 21,736 20,000,000 PRN DEFINED 1,2,3,4 20,000,000 TENARIS S A SPONSORED ADR 88031M109 7,592 197,600 SH DEFINED 1,2,3,4 197,600 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 29,113 24,936,000 PRN DEFINED 1,2,3,4 24,936,000 TIME WARNER CABLE INC COM 88732J207 94,749 1,754,932 SH DEFINED 1,2,3,4 1,754,932 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 64,948 55,490,000 PRN DEFINED 1,2,3,4 55,490,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 3,423 3,500,000 PRN DEFINED 1,2,3,4 3,500,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 22,538 23,450,000 PRN DEFINED 1,2,3,4 23,450,000 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 12,442 12,833,000 PRN DEFINED 1,2,3,4 12,833,000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 47,773 40,350,000 PRN DEFINED 1,2,3,4 40,350,000 USEC INC NOTE 3.000%10/0 90333EAC2 18,494 23,180,000 PRN DEFINED 1,2,3,4 23,180,000 VALE S A ADR 91912E105 11,329 362,300 SH DEFINED 1,2,3,4 362,300 VALE S A CALL 91912E905 524 5,000 SH DEFINED 1,2,3,4 5,000 VERENIUM CORP NOTE 5.500% 4/0 92340PAA8 1,821 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 26,710 24,629,000 PRN DEFINED 1,2,3,4 24,629,000 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 99,624 67,200,000 PRN DEFINED 1,2,3,4 67,200,000 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 44,311 42,249,000 PRN DEFINED 1,2,3,4 42,249,000 WARNER MUSIC GROUP CORP COM 934550104 34,650 7,700,000 SH DEFINED 1,2,3,4 7,700,000 WASHINGTON POST CO CL B 939640108 19,971 50,000 SH DEFINED 1,2,3,4 50,000 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 29,019 34,180,000 PRN DEFINED 1,2,3,4 34,180,000 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 10,686 10,745,000 PRN DEFINED 1,2,3,4 10,745,000 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 5,241 5,884,000 PRN DEFINED 1,2,3,4 5,884,000 WSP HOLDINGS LIMITED ADR 92934F104 8,875 7,044,000 SH DEFINED 1,2,3,4 7,044,000
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