0000949509-11-000017.txt : 20110519
0000949509-11-000017.hdr.sgml : 20110519
20110519144422
ACCESSION NUMBER: 0000949509-11-000017
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110519
DATE AS OF CHANGE: 20110519
EFFECTIVENESS DATE: 20110519
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: 11857531
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
r13f1q11holdings_amend.txt
OAKTREE CAPITAL MANAGEMENT LP - 13F AMENDMENT
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2011
Check here if Amendment [ x ] ; Amendment Number
This Amendment (Check only one.) : [ ] is a restatement.
[ x ] 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: [ Kim Larin ]
Title: [ Vice President ]
Phone: [ 213-830-6273 ]
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: 180
Form 13F Information Table Value Total: 7,168,391
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 ROUNDED PRN AMT PRN DSCRETN MGRS SOLE SHARE NONE
AAR CORP NOTE 1.750% 2/0 000361AH8 558 500,000 PRN DEFINED 1,2,3,4 500,000
ACTIVISION BLIZZARD INC COM 127190AD8 47,730 30,892,000 SH DEFINED 1,2,3,4 30,892,000
ALBANY INTL CORP FRNT 2.250% 3/1 012348AC2 4,260 4,413,000 PRN DEFINED 1,2,3,4 4,413,000
ALERE INC NOTE 3.000% 5/1 01449JAA3 57,756 50,005,000 PRN DEFINED 1,2,3,4 50,005,000
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 54,882 45,610,000 PRN DEFINED 1,2,3,4 45,610,000
ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 105,118 23,782,451 SH DEFINED 1,2,3,4 23,782,451
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 45,476 40,677,000 PRN DEFINED 1,2,3,4 40,677,000
AMERICA MOVIL SPONSORED ADR 02364W105 6,818 118,900 SH DEFINED 1,2,3,4 118,900
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 11,180 10,260,000 PRN DEFINED 1,2,3,4 10,260,000
AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 26,603 19,846,000 PRN DEFINED 1,2,3,4 19,846,000
AMR CORP NOTE 6.250%10/1 001765BC9 79,403 76,218,000 PRN DEFINED 1,2,3,4 76,218,000
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 18,901 21,840,000 PRN DEFINED 1,2,3,4 21,840,000
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 10,830 189,700 SH DEFINED 1,2,3,4 189,700
APACHE CORP PFD CONV SER D 037411808 72,632 1,025,000 SH DEFINED 1,2,3,4 1,025,000
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 33,865 33,865,000 PRN DEFINED 1,2,3,4 33,865,000
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 52,299 46,480,000 PRN DEFINED 1,2,3,4 46,480,000
ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 1,803 1,826,000 PRN DEFINED 1,2,3,4 1,826,000
AU OPTRONICS CORP SPONSORED ADR 002255107 7,509 720,600 SH DEFINED 1,2,3,4 720,600
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 18,134 16,935,000 PRN DEFINED 1,2,3,4 16,935,000
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 3,323 2,500,000 PRN DEFINED 1,2,3,4 2,500,000
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 28,302 27,457,000 PRN DEFINED 1,2,3,4 27,457,000
BARRICK GOLD CORP COM COM 067901108 12,674 238,315 SH DEFINED 1,2,3,4 238,315
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 30,619 22,544,000 PRN DEFINED 1,2,3,4 22,544,000
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 22,171 19,100,000 PRN DEFINED 1,2,3,4 19,100,000
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 14,460 14,348,000 PRN DEFINED 1,2,3,4 14,348,000
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 6,193 6,175,000 PRN DEFINED 1,2,3,4 6,175,000
CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 13,561 13,092,000 PRN DEFINED 1,2,3,4 13,092,000
CELL GENESYS INC NOTE 3.125% 5/0 150921AC8 706 1,072,000 PRN DEFINED 1,2,3,4 1,072,000
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2,110 2,413,000 PRN DEFINED 1,2,3,4 2,413,000
CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 14,027 15,330,000 PRN DEFINED 1,2,3,4 15,330,000
CEPHALON INC NOTE 2.500% 5/0 156708AR0 21,079 17,545,000 PRN DEFINED 1,2,3,4 17,545,000
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 14,644 14,000,000 PRN DEFINED 1,2,3,4 14,000,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 998,682 19,725,105 SH DEFINED 1,2,3,4 19,725,105
CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 48,489 46,469,000 PRN DEFINED 1,2,3,4 46,469,000
CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 20,062 23,821,000 PRN DEFINED 1,2,3,4 23,821,000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 11,349 10,500,000 PRN DEFINED 1,2,3,4 10,500,000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 14,479 12,500,000 PRN DEFINED 1,2,3,4 12,500,000
CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 46,879 51,921,000 PRN DEFINED 1,2,3,4 51,921,000
CHINA MED TECHNOLOGIES INC NOTE 6.250%12/1 169483AE4 46,348 42,875,000 PRN DEFINED 1,2,3,4 42,875,000
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 5,156 458,700 SH DEFINED 1,2,3,4 458,700
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 10,242 206,400 SH DEFINED 1,2,3,4 206,400
CHINA SUNERGY CO LTD NOTE 4.750% 6/1 16942XAB0 18,786 21,010,000 PRN DEFINED 1,2,3,4 21,010,000
CIENA CORP NOTE 0.875% 6/1 171779AE1 56,532 58,000,000 PRN DEFINED 1,2,3,4 58,000,000
CIT GROUP CIT COM NEW 125581801 370,842 8,715,434 SH DEFINED 1,2,3,4 8,715,434
CITIGROUP INC UNIT 99/99/9999 172967416 49,335 390,000 SH DEFINED 1,2,3,4 390,000
COGENT COMM GROUP INC NOTE 1.000% 6/1 19239VAB0 7,657 8,594,000 PRN DEFINED 1,2,3,4 8,594,000
COGNIZANT TECHNOLOGY SOLUTION CLA 192446102 8,949 122,100 SH DEFINED 1,2,3,4 122,100
COMCAST CORP NEW CL A 20030N101 65,866 2,664,500 SH DEFINED 1,2,3,4 2,664,500
COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 7,410 343,200 SH DEFINED 1,2,3,4 343,200
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 13,076 784,400 SH DEFINED 1,2,3,4 784,400
COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 13,722 14,926,000 PRN DEFINED 1,2,3,4 14,926,000
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 1,148 2,240,000 PRN DEFINED 1,2,3,4 2,240,000
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 30,193 28,900,000 PRN DEFINED 1,2,3,4 28,900,000
CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 15,939 15,875,000 PRN DEFINED 1,2,3,4 15,875,000
CRIMSON EXPLORATION INC COM NEW 22662K207 63,341 15,524,819 SH DEFINED 1,2,3,4 15,524,819
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 66,418 60,950,000 PRN DEFINED 1,2,3,4 60,950,000
DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 984 982,000 PRN DEFINED 1,2,3,4 982,000
DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 6,517 6,187,000 PRN DEFINED 1,2,3,4 6,187,000
DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 46,328 35,977,000 PRN DEFINED 1,2,3,4 35,977,000
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 32,756 32,740,000 PRN DEFINED 1,2,3,4 32,740,000
ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 2,732 2,725,000 PRN DEFINED 1,2,3,4 2,725,000
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 24,123 17,200,000 PRN DEFINED 1,2,3,4 17,200,000
ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 11,453 18,473,000 PRN DEFINED 1,2,3,4 18,473,000
ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 5,852 211,800 SH DEFINED 1,2,3,4 211,800
ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 25,528 1,264,400 SH DEFINED 1,2,3,4 1,264,400
EQUINIX INC NOTE 2.500% 4/1 29444UAF3 32,694 31,403,000 PRN DEFINED 1,2,3,4 31,403,000
EQUINIX INC NOTE 3.000%10/1 29444UAG1 18,359 16,865,000 PRN DEFINED 1,2,3,4 16,865,000
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 45,680 34,055,000 PRN DEFINED 1,2,3,4 34,055,000
EXCO RESOURCES INC COM 269279402 718,533 34,778,946 SH DEFINED 1,2,3,4 34,778,946
EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2,186 2,313,000 PRN DEFINED 1,2,3,4 2,313,000
FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 12,822 11,291,856 PRN DEFINED 1,2,3,4 11,291,856
FIBRIA CELULOSE S A SPONSORED ADR 31573A109 6,874 429,600 SH DEFINED 1,2,3,4 429,600
FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 56,231 379,940 SH DEFINED 1,2,3,4 379,940
FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 15,051 15,589,000 PRN DEFINED 1,2,3,4 15,589,000
FLOTEK INDS INC DEL NOTE 5.250% 2/1 343389AA0 7,891 8,070,000 PRN DEFINED 1,2,3,4 8,070,000
FURNITURE BRANDS INTL INC. COM 360921100 6,825 1,500,000 SH DEFINED 1,2,3,4 1,500,000
GENCO SHIPPING & TRADING LTD SHS Y2685T107 16,290 1,512,632 SH DEFINED 1,2,3,4 1,512,632
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 49,944 44,869,000 PRN DEFINED 1,2,3,4 44,869,000
GENERAL MTRS CO COM 37045V100 7,758 250,000 SH DEFINED 1,2,3,4 250,000
GENERAL MTRS CO JR PFD CNV SRB 37045V209 125,359 2,600,800 SH DEFINED 1,2,3,4 2,600,800
GENON ENERGY INC COM 37244E107 22,860 6,000,000 SH DEFINED 1,2,3,4 6,000,000
GERDAU S A SPONSORED ADR 373737105 11,346 811,000 SH DEFINED 1,2,3,4 811,000
GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 33,443 41,326,000 PRN DEFINED 1,2,3,4 41,326,000
GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 17,608 19,720,000 PRN DEFINED 1,2,3,4 19,720,000
GMX RES INC NOTE 5.000% 2/0 38011MAB4 12,499 13,100,000 PRN DEFINED 1,2,3,4 13,100,000
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 46,729 36,650,000 PRN DEFINED 1,2,3,4 36,650,000
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 13,918 13,656,000 PRN DEFINED 1,2,3,4 13,656,000
GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 18,152 18,066,000 PRN DEFINED 1,2,3,4 18,066,000
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 1,536 1,500,000 PRN DEFINED 1,2,3,4 1,500,000
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 23,048 22,915,000 PRN DEFINED 1,2,3,4 22,915,000
HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AD1 39,096 40,586,000 PRN DEFINED 1,2,3,4 40,586,000
HOLOGIC INC FRNT 2.000%12/1 436440AA9 13,185 13,615,000 PRN DEFINED 1,2,3,4 13,615,000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 69,957 57,250,000 PRN DEFINED 1,2,3,4 57,250,000
HOME INNS & HOTELS MGMT INC SPONSORED ADR 43713W107 8,319 203,094 SH DEFINED 1,2,3,4 203,094
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 20,359 20,861,000 PRN DEFINED 1,2,3,4 20,861,000
HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 3,082 3,927,000 PRN DEFINED 1,2,3,4 3,927,000
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 3,774 4,266,000 PRN DEFINED 1,2,3,4 4,266,000
INLAND REAL ESTATE CORP NOTE 5.000%11/1 457461AC5 1,264 1,187,000 PRN DEFINED 1,2,3,4 1,187,000
INTEROIL CORP NOTE 2.750%11/1 460951AC0 7,245 7,000,000 PRN DEFINED 1,2,3,4 7,000,000
INTERPUBLIC GROUP COS INC NOTE 4.750% 3/1 460690BE9 31,934 25,250,000 PRN DEFINED 1,2,3,4 25,250,000
ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 10,480 10,895,000 PRN DEFINED 1,2,3,4 10,895,000
ISTAR FINL INC FRNT 10/0 45031UBF7 16,862 18,405,000 PRN DEFINED 1,2,3,4 18,405,000
JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 9,043 9,354,000 PRN DEFINED 1,2,3,4 9,354,000
JAKKS PAC INC COM 47012E106 22,523 1,163,970 SH DEFINED 1,2,3,4 1,163,970
K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 16,504 21,725,000 PRN DEFINED 1,2,3,4 21,725,000
KEMET CORP NOTE 2.250%11/1 488360AB4 2,927 2,969,000 PRN DEFINED 1,2,3,4 2,969,000
KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 9,929 10,323,000 PRN DEFINED 1,2,3,4 10,323,000
KT CORP SPONSORED ADR SPONSORED ADR 48268K101 4,597 221,000 SH DEFINED 1,2,3,4 221,000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 14,700 10,000,000 SH DEFINED 1,2,3,4 10,000,000
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 76,618 64,250,000 PRN DEFINED 1,2,3,4 64,250,000
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 17,301 16,154,000 PRN DEFINED 1,2,3,4 16,154,000
LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 26,521 22,266,000 PRN DEFINED 1,2,3,4 22,266,000
LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 19,706 21,427,000 PRN DEFINED 1,2,3,4 21,427,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 370,060 9,356,751 SH DEFINED 1,2,3,4 9,356,751
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 59,376 52,000,000 PRN DEFINED 1,2,3,4 52,000,000
MASTEC INC NOTE 4.000% 6/1 576323AL3 17,155 11,430,000 PRN DEFINED 1,2,3,4 11,430,000
METLIFE INC UNIT 99/99/9999 59156R116 76,220 900,000 SH DEFINED 1,2,3,4 900,000
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 5,632 4,118,000 PRN DEFINED 1,2,3,4 4,118,000
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 94,309 86,195,000 PRN DEFINED 1,2,3,4 86,195,000
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 34,793 30,500,000 PRN DEFINED 1,2,3,4 30,500,000
MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 11,986 13,690,000 PRN DEFINED 1,2,3,4 13,690,000
NASH FINCH CO FRNT 3.500% 3/1 631158AD4 15,304 31,090,000 PRN DEFINED 1,2,3,4 31,090,000
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 48,345 31,755,000 PRN DEFINED 1,2,3,4 31,755,000
NEW ORIENTAL ED & TECH GRP I SPONSORED ADR 647581107 4,083 38,800 SH DEFINED 1,2,3,4 38,800
NEW YORK CMNTY YORK CAP TR V UNIT 99/99/9999 64944P307 14,221 281,600 SH DEFINED 1,2,3,4 281,600
NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 8,718 8,795,000 PRN DEFINED 1,2,3,4 8,795,000
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 34,690 27,645,000 PRN DEFINED 1,2,3,4 27,645,000
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 26,270 575,000 SH DEFINED 1,2,3,4 575,000
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 80,076 68,045,000 PRN DEFINED 1,2,3,4 68,045,000
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 3,678 2,765,000 PRN DEFINED 1,2,3,4 2,765,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15,881 419,700 SH DEFINED 1,2,3,4 419,700
PHH CORP NOTE 4.000% 9/0 693320AN3 31,956 28,660,000 PRN DEFINED 1,2,3,4 28,660,000
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 23,701 24,191,000 PRN DEFINED 1,2,3,4 24,191,000
PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 18,210 18,483,000 PRN DEFINED 1,2,3,4 18,483,000
PULSE ELECTRONICS CORP NOTE 7.000%12/1 74586WAA4 10,511 9,205,000 PRN DEFINED 1,2,3,4 9,205,000
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 40,028 43,750,000 PRN DEFINED 1,2,3,4 43,750,000
RENTECH INC NOTE 4.000% 4/1 760112AA0 16,028 17,313,000 PRN DEFINED 1,2,3,4 17,313,000
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 20,594 19,310,000 PRN DEFINED 1,2,3,4 19,310,000
RITE AID CORP NOTE 8.500% 5/1 767754BU7 559 550,000 PRN DEFINED 1,2,3,4 550,000
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 36,052 31,050,000 PRN DEFINED 1,2,3,4 31,050,000
SAFEWAY INC COM NEW 786514208 22,363 950,000 SH DEFINED 1,2,3,4 950,000
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 10,115 10,255,000 PRN DEFINED 1,2,3,4 10,255,000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 87,064 76,500,000 PRN DEFINED 1,2,3,4 76,500,000
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 165,404 144,932,000PRN DEFINED 1,2,3,4 144,932,000
SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 1,657 1,640,000 PRN DEFINED 1,2,3,4 1,640,000
SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AM7 5,133 4,845,000 PRN DEFINED 1,2,3,4 4,845,000
SESI L L C FRNT 1.500%12/1 78412FAH7 2,335 2,202,000 PRN DEFINED 1,2,3,4 2,202,000
SHANDA INTERACTIVE ENTMT LTD NOTE 2.000% 9/1 81941QAD6 4,048 3,380,000 PRN DEFINED 1,2,3,4 3,380,000
SK TELECOM LTD SPONSORED ADR 78440P108 4,015 215,500 SH DEFINED 1,2,3,4 215,500
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 17,345 13,775,000 PRN DEFINED 1,2,3,4 13,775,000
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 33,362 39,670,000 PRN DEFINED 1,2,3,4 39,670,000
SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 7,014 7,312,000 PRN DEFINED 1,2,3,4 7,312,000
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 53,939 447,500 SH DEFINED 1,2,3,4 447,500
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 79,301 62,051,000 PRN DEFINED 1,2,3,4 62,051,000
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 3,218 3,104,000 PRN DEFINED 1,2,3,4 3,104,000
STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 27,591 22,850,000 PRN DEFINED 1,2,3,4 22,850,000
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 8,381 8,500,000 PRN DEFINED 1,2,3,4 8,500,000
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 2,812 2,700,000 PRN DEFINED 1,2,3,4 2,700,000
SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 78,740 85,051,000 PRN DEFINED 1,2,3,4 85,051,000
SYNOVUS FINL CORP UNIT 99/99/9999 87161C204 22,857 989,500 SH DEFINED 1,2,3,4 989,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,897 390,500 SH DEFINED 1,2,3,4 390,500
TATA MTRS LTD SPONSORED ADR 876568502 3,756 128,000 SH DEFINED 1,2,3,4 128,000
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 25,350 22,500,000 PRN DEFINED 1,2,3,4 22,500,000
TIME WARNER CABLE INC COM 88732J207 118,063 1,654,931 SH DEFINED 1,2,3,4 1,654,931
TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 73,228 61,190,000 PRN DEFINED 1,2,3,4 61,190,000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6,403 6,505,000 PRN DEFINED 1,2,3,4 6,505,000
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 34,335 25,007,000 PRN DEFINED 1,2,3,4 25,007,000
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 45,261 34,600,000 PRN DEFINED 1,2,3,4 34,600,000
UNISYS CORP PFD SER A 6.25% 909214405 20,981 235,000 SH DEFINED 1,2,3,4 235,000
USEC INC NOTE 3.000%10/0 90333EAC2 14,864 18,425,000 PRN DEFINED 1,2,3,4 18,425,000
VERENIUM CORP NOTE 5.500% 4/0 92340PAA8 2,757 2,770,000 PRN DEFINED 1,2,3,4 2,770,000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 23,203 19,129,000 PRN DEFINED 1,2,3,4 19,129,000
VERTEX PHARMACEUTICALS INC NOTE 3.350%10/0 92532FAN0 69,190 56,825,000 PRN DEFINED 1,2,3,4 56,825,000
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 53,880 42,499,000 PRN DEFINED 1,2,3,4 42,499,000
VISHAY INTERTECHNOLOGY INC COM 928298108 26,610 1,500,000 SH DEFINED 1,2,3,4 1,500,000
VOLCANO CORPORATION NOTE 2.875% 9/0 928645AA8 1,122 1,000,000 PRN DEFINED 1,2,3,4 1,000,000
WARNER MUSIC GROUP CORP COM 934550104 74,020 10,933,578 SH DEFINED 1,2,3,4 10,933,578
WASHINGTON POST CO CL B 939640108 43,756 100,000 SH DEFINED 1,2,3,4 100,000
WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 5,855 5,255,000 PRN DEFINED 1,2,3,4 5,255,000
WSP HOLDINGS LIMITED ADR 92934F104 9,369 7,044,000 SH DEFINED 1,2,3,4 7,044,000
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