0001140361-11-041942.txt : 20110815
0001140361-11-041942.hdr.sgml : 20110815
20110815153450
ACCESSION NUMBER: 0001140361-11-041942
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ELLIOTT ASSOCIATES, L.P.
CENTRAL INDEX KEY: 0000904495
IRS NUMBER: 222140975
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04724
FILM NUMBER: 111035845
BUSINESS ADDRESS:
STREET 1: 712 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 2125062999
MAIL ADDRESS:
STREET 1: 712 FIFTH AVE
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: ELLIOTT ASSOCIATES LP
DATE OF NAME CHANGE: 19930513
13F-HR
1
form13fhr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2011
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: Elliott Management Corporation
Address: 712 Fifth Avenue
36th Floor
New York, New York 10019
Form 13F File Number: 28-5115
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 submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Paul Singer
Title:
Phone: (212) 974-6000
Signature, Place, and Date of Signing:
/s/ Paul Singer New York, New York 8/15/2011
--------------------------------- --------------------------------- ----------
[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 SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 157
Form 13F Information Table Value Total: $ 1,902,884
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
02 28-6628 Elliott International, L.P.
---- -------------------- ----------------------------------------------------
01 28-4724 Elliott Associates, L.P.
---- -------------------- ----------------------------------------------------
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ---------- ----
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q20 991 20,000 PRN DEFINED 01 0 20,000 0
ARGO GROUP INTL HLDGS LTD COM G0464B10 1,141 38,429 SH DEFINED 01 0 38,429 0
ASBURY AUTOMOTIVE GROUP INC COM 4343610 12,126 654,400 SH DEFINED 01 0 654,400 0
AUTOMATIC DATA PROCESSING IN PUT 5301595 1,053 20,000 SH PUT DEFINED 01 0 20,000 0
AVI BIOPHARMA INC COM 00234610 28 20,000 SH DEFINED 01 0 20,000 0
BANK OF AMERICA CORPORATION COM 6050510 4,384 400,000 SH DEFINED 01 0 400,000 0
BANK OF AMERICA CORPORATION PUT 6050595 4,384 400,000 SH PUT DEFINED 01 0 400,000 0
BLUE COAT SYSTEMS INC COM 09534T50 20,943 958,498 SH DEFINED 01 0 958,498 0
BOARDWALK PIPELINE PARTNERS COM 09662710 4,996 68,765 SH DEFINED 01 0 68,765 0
BROCADE COMMUNICATIONS SYS I COM NEW 11162130 10,503 1,626,000 SH DEFINED 01 0 1,626,000 0
CHINA GROWTH EQUITY INV LTD UNIT 05/14/2016 G2114K11 400 40,000 SH DEFINED 01 0 40,000 0
CISCO SYS INC CALL 17275R90 6,244 400,000 SH CALL DEFINED 01 0 400,000 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 19244695 1,056 14,400 SH PUT DEFINED 01 0 14,400 0
CORELOGIC INC COM 21871D10 10,098 604,342 SH DEFINED 01 0 604,342 0
COREMEDIX INC COM 21900C10 453 312,576 SH DEFINED 01 0 312,576 0
COREMEDIX INC *W EXP 03/24/201 21900C11 78 156,288 SH DEFINED 01 0 156,288 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 1,534 1,200,000 PRN DEFINED 01 0 1,200,000 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB 5,585 5,000,000 PRN DEFINED 01 0 5,000,000 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 8,214 111,400 SH DEFINED 01 0 111,400 0
DRYSHIPS INC. SH Y2109Q10 149 35,720 SH DEFINED 01 0 35,720 0
DRYSHIPS INC. NOTE 5.000% 12/0 262498AB 907 1,000,000 PRN DEFINED 01 0 1,000,000 0
E M C CORP MASS NOTE 1.750% 12/0 268648AM 3,502 2,000,000 PRN DEFINED 01 0 2,000,000 0
E M C CORP MASS NOTE 1.750% 12/0 268648AK 17,144 10,000,000 PRN DEFINED 01 0 10,000,000 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA 2,910 2,000,000 PRN DEFINED 01 0 2,000,000 0
ENDOLOGIX INC COM 29266S10 14,847 1,599,998 SH DEFINED 01 0 1,599,998 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G1008214 9,098 273,801 SH DEFINED 01 0 273,801 0
FLAGSTONE REINSURANCE HOLDIN COM L3466T10 11,776 1,396,990 SH DEFINED 01 0 1,396,990 0
FORD MTR CO DEL *W EXP 01/01/201 34537013 2,096 400,000 SH DEFINED 01 0 400,000 0
GENERAL MTRS CO COM 37045V10 29,812 981,958 SH DEFINED 01 0 981,958 0
GENERAL MTRS CO *W EXP 07/10/201 37045V11 8,254 385,725 SH DEFINED 01 0 385,725 0
GENERAL MTRS CO *W EX[ 07/10/201 37045V12 6,144 385,725 SH DEFINED 01 0 385,725 0
GOODYEAR TIRE & RUBR CO PFD CONV 38255030 1,771 32,000 SH DEFINED 01 0 32,000 0
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 41651512 2,504 140,000 SH DEFINED 01 0 140,000 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.5% 4/1 45687AAD 62,859 24,609,600 PRN DEFINED 01 0 24,609,600 0
INTERMUNE INC NOTE 5.000% 3/0 45884XAD 2,048 1,000,000 PRN PUT DEFINED 01 0 1,000,000 0
INTERNATIONAL BUSINESS MACHS PUT 45920095 926 5,400 SH PUT DEFINED 01 0 5,400 0
IRIDIUM COMMINICATIONS INC COM 46269C10 6,103 705,558 SH DEFINED 01 0 705,558 0
IRON MTN INC COM 46284610 146,941 4,310,388 SH DEFINED 01 0 4,310,388 0
ISHARES TR PUT 46428795 19,872 240,000 SH PUT DEFINED 01 0 240,000 0
JONES GROUP INC COM 48020T10 4,014 370,000 SH DEFINED 01 0 370,000 0
LIBERTY GLOBAL INC COM SER C 530555309 12,825 300,424 SH DEFINED 01 0 300,424 0
LINCOLN NATL CORP IND *W EXP 07/10/201 53418711 808 40,000 SH DEFINED 01 0 40,000 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC 7,490 7,000,000 PRN DEFINED 01 0 7,000,000 0
MASSEY ENERGY CO NOTE 3.250% 8/1 576203AJ 4,475 4,200,000 PRN DEFINED 01 0 4,200,000 0
MEL CO CROWN ENTMT LTD ADR 58546410 13,494 1,058,400 SH DEFINED 01 0 1,058,400 0
METLIFE INC UNIT 99/99/9999 59156R11 8,225 100,000 PRN DEFINED 01 0 100,000 0
MICROCHIP TECHNOLOGY INC SDCV 2.125% 12/1 595017AB 4,098 3,000,000 PRN DEFINED 01 0 3,000,000 0
MITEL NETWORK CORP COM 60671Q10 2,580 585,180 SH DEFINED 01 0 585,180 0
MYLAN INC NOTE 3.750% 9/1 628530AJ 7,869 4,000,000 PRN DEFINED 01 0 4,000,000 0
NAUTILUS INC COM 63910B10 1,092 546,311 SH DEFINED 01 0 546,311 0
NEOSTEM INC COM 64065030 44 29,863 SH DEFINED 01 0 29,863 0
NEUSTAR INC CL A 64126X20 9,012 344,000 SH DEFINED 01 0 344,000 0
PATNI COMPUTER SYS SPONS ADR 70324820 3,598 246,486 SH DEFINED 01 0 246,486 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 11,817 349,000 SH DEFINED 01 0 349,000 0
PHARMACYCLICS INC COM 71693310 834 80,000 SH DEFINED 01 0 80,000 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH 7,747 5,000,000 PRN DEFINED 01 0 5,000,000 0
POWERSHARES QQQ TRUST PUT 73935A95 34,230 600,000 SH PUT DEFINED 01 0 600,000 0
PPL CORP UNIT 99/99/9999S 69351T11 2,733 50,000 PRN DEFINED 01 0 50,000 0
PROMOTORA DE INFORMACIONES S ADR CL B CONV 74343G30 3,689 368,931 PRN DEFINED 01 0 368,931 0
QLOGIC CORP COM 74727710 6,913 434,800 SH DEFINED 01 0 434,800 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ---------- ----
QLOGIC CORP CALL 73935A95 6,368 400,000 SH CALL DEFINED 01 0 400,000 0
RALCORP HLDGS INC NEW COM 75102810 685 7,921 SH DEFINED 01 0 7,921 0
SALESFORCE.COM INC COM 79466L30 548 3,680 SH DEFINED 01 0 3,680 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 44,146 2,876,000 SH PUT DEFINED 01 0 2,876,000 0
SMITHFIELD FOODS INC COM 83224810 4,340 198,457 SH DEFINED 01 0 198,457 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR 10,362 8,800,000 PRN DEFINED 01 0 8,800,000 0
SONIC AUTOMOTIVE INC CL A 83545G10 15,646 1,067,999 SH DEFINED 01 0 1,067,999 0
SPDR GOLD TRUST CALL 78463V90 87,600 600,000 SH CALL DEFINED 01 0 600,000 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP 1,436 1,200,000 PRN DEFINED 01 0 1,200,000 0
SYNTROLEUM CORP COM 87163010 175 120,000 SH DEFINED 01 0 120,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 13,686 1,085,385 SH DEFINED 01 0 1,085,385 0
TECH DATA CORP DBCV 2.750% 12/1 878237AE 2,089 2,000,000 PRN DEFINED 01 0 2,000,000 0
TIMBERLAND CO CL A 88710010 16,024 372,912 SH DEFINED 01 0 372,912 0
TRINITY INDS INC COM 89652210 945 27,120 SH DEFINED 01 0 27,120 0
UNISYS CORP PFD SER A 6.25% 90921440 623 8,000 SH DEFINED 01 0 8,000 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE 30,586 19,200,000 PRN DEFINED 01 0 19,200,000 0
USEC INC NOTE 3.000% 10/0 90333EAC 2,742 3,800,000 PRN DEFINED 01 0 3,800,000 0
VALE CAP II GTD CV 6.75% 12 91912F20 2,200 25,000 PRN DEFINED 01 0 25,000 0
VALE CAP II VALEP 6.75% 12 91912F30 5,715 62,000 PRN DEFINED 01 0 62,000 0
VENTRUS BIOSCIENCES INC COM 92282210 3,670 248,863 SH DEFINED 01 0 248,863 0
VERIGY LTD NOTE 5.25% 7/1 92345XAB 1,520 1,200,000 PRN DEFINED 01 0 1,200,000 0
VIRGIN MEDIA INC NOTE 6.5% 11/1 92769LAB 8,935 5,000,000 PRN DEFINED 01 0 5,000,000 0
ZIONS BANCORPORATION *W EXP 5/22/202 98970111 1,000 146,000 SH DEFINED 01 0 146,000 0
ARGO GROUP INTL HLDGS LTD COM G0464B10 1,711 57,643 SH DEFINED 02 0 57,643 0
ASBURY AUTOMOTIVE GROUP INC COM 4343610 18,189 981,600 SH DEFINED 02 0 981,600 0
AUTOMATIC DATA PROCESSING IN PUT 5301595 1,580 30,000 SH PUT DEFINED 02 0 30,000 0
AVI BIOPHARMA INC COM 00234610 42 30,000 SH DEFINED 02 0 30,000 0
BANK OF AMERICA CORPORATION COM 6050510 6,576 600,000 SH DEFINED 02 0 600,000 0
BANK OF AMERICA CORPORATION PUT 6050595 6,576 600,000 SH PUT DEFINED 02 0 600,000 0
BLUE COAT SYSTEMS INC COM 09534T50 31,415 1,437,799 SH DEFINED 02 0 1,437,799 0
BROCADE COMMUNICATIONS SYS I COM NEW 11162130 15,755 2,439,000 SH DEFINED 02 0 2,439,000 0
CHINA GROWTH EQUITY INV LTD UNIT 05/14/2016 G2114K11 600 60,000 SH DEFINED 02 0 60,000 0
CISCO SYS INC CALL 17275R90 9,366 6,000 SH CALL DEFINED 02 0 6,000 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 19244695 1,584 21,600 SH PUT DEFINED 02 0 21,600 0
CORELOGIC INC COM 21871D10 15,147 906,515 SH DEFINED 02 0 906,515 0
COREMEDIX INC COM 21900C10 679 468,864 SH DEFINED 02 0 468,864 0
COREMEDIX INC *W EXP 03/24/201 21900C11 117 234,432 SH DEFINED 02 0 234,432 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 2,301 1,800,000 PRN DEFINED 02 0 1,800,000 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB 8,378 7,500,000 PRN DEFINED 02 0 7,500,000 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 12,321 167,100 SH DEFINED 02 0 167,100 0
DRYSHIPS INC. SH Y2109Q10 223 53,580 SH DEFINED 02 0 53,580 0
DRYSHIPS INC. NOTE 5.000% 12/0 262498AB 1,361 1,500,000 PRN DEFINED 02 0 1,500,000 0
E M C CORP MASS NOTE 1.750% 12/0 268648AK 25,716 15,000,000 PRN DEFINED 02 0 15,000,000 0
E M C CORP MASS NOTE 1.750% 12/0 268648AM 5,253 3,000,000 PRN DEFINED 02 0 3,000,000 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA 4,365 3,000,000 PRN DEFINED 02 0 3,000,000 0
ENDOLOGIX INC COM 29266S10 22,272 2,400,002 SH DEFINED 02 0 2,400,002 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G1008214 13,647 410,701 SH DEFINED 02 0 410,701 0
FLAGSTONE REINSURANCE HOLDIN COM L3466T10 17,664 2,095,483 SH DEFINED 02 0 2,095,483 0
FORD MTR CO DEL *W EXP 01/01/201 34537013 3,144 600,000 SH DEFINED 02 0 600,000 0
GENERAL MTRS CO COM 37045V10 25,935 836,490 SH DEFINED 02 0 836,490 0
GOODYEAR TIRE & RUBR CO PFD CONV 38255030 2,657 48,000 SH DEFINED 02 0 48,000 0
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 41651512 3,756 210,000 SH DEFINED 02 0 210,000 0
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.5% 4/1 45687AAD 94,289 36,914,400 PRN DEFINED 02 0 36,914,400 0
INTERMUNE INC NOTE 5.000% 3/0 45884XAD 3,072 1,500,000 PRN PUT DEFINED 02 0 1,500,000 0
INTERNATIONAL BUSINESS MACHS PUT 45920095 1,389 8,100 SH PUT DEFINED 02 0 8,100 0
IRON MTN INC COM 46284610 193,204 5,667,488 SH DEFINED 02 0 5,667,488 0
ISHARES TR PUT 46428795 29,808 360,000 SH PUT DEFINED 02 0 360,000 0
JONES GROUP INC COM 48020T10 6,021 555,000 SH DEFINED 02 0 555,000 0
LIBERTY GLOBAL INC COM SER C 530555309 19,237 450,635 SH DEFINED 02 0 450,635 0
LINCOLN NATL CORP IND *W EXP 07/10/201 53418711 1,213 60,000 SH DEFINED 02 0 60,000 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ---------- ----
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC 11,235 10,500,000 PRN DEFINED 02 0 10,500,000 0
MASSEY ENERGY CO NOTE 3.250% 8/1 576203AJ 6,713 6,300,000 PRN DEFINED 02 0 6,300,000 0
MEL CO CROWN ENTMT LTD ADR 58546410 20,241 1,587,600 SH DEFINED 02 0 1,587,600 0
MICROCHIP TECHNOLOGY INC SDCV 2.125% 12/1 595017AB 6,147 4,500,000 PRN DEFINED 02 0 4,500,000 0
MITEL NETWORK CORP COM 60671Q10 3,871 877,820 SH DEFINED 02 0 877,820 0
MYLAN INC NOTE 3.750% 9/1 628530AJ 11,804 6,000,000 PRN DEFINED 02 0 6,000,000 0
NAUTILUS INC COM 63910B10 1,638 819,469 SH DEFINED 02 0 819,469 0
NEUSTAR INC CL A 64126X20 13,519 516,000 SH DEFINED 02 0 516,000 0
PATNI COMPUTER SYS SPONS ADR 70324820 5,397 369,726 SH DEFINED 02 0 369,726 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 17,725 523,500 SH DEFINED 02 0 523,500 0
PHARMACYCLICS INC COM 71693310 1,251 120,000 SH DEFINED 02 0 120,000 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH 11,621 7,500,000 PRN DEFINED 02 0 7,500,000 0
POWERSHARES QQQ TRUST PUT 73935A95 51,345 900,000 SH PUT DEFINED 02 0 900,000 0
PROMOTORA DE INFORMACIONES S ADR CL B CONV 74343G30 5,533 553,394 PRN DEFINED 02 0 553,394 0
QLOGIC CORP COM 74727710 10,369 652,200 SH DEFINED 02 0 652,200 0
QLOGIC CORP CALL 73935A95 9,552 600,000 SH CALL DEFINED 02 0 600,000 0
RALCORP HLDGS INC NEW COM 75102810 1,028 11,879 SH DEFINED 02 0 11,879 0
SALESFORCE.COM INC COM 79466L30 822 5,520 SH DEFINED 02 0 5,520 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 66,219 4,314,000 SH PUT DEFINED 02 0 4,314,000 0
SMITHFIELD FOODS INC COM 83224810 6,510 297,687 SH DEFINED 02 0 297,687 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR 15,543 13,200,000 PRN DEFINED 02 0 13,200,000 0
SONIC AUTOMOTIVE INC CL A 83545G10 23,469 1,602,001 SH DEFINED 02 0 1,602,001 0
SPDR GOLD TRUST CALL 78463V90 13,140 90,000 SH CALL DEFINED 02 0 90,000 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP 2,154 1,800,000 PRN DEFINED 02 0 1,800,000 0
SYNTROLEUM CORP COM 87163010 262 180,000 SH DEFINED 02 0 180,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 20,530 1,628,078 SH DEFINED 02 0 1,628,078 0
TECH DATA CORP DBCV 2.750% 12/1 878237AE 3,134 3,000,000 PRN DEFINED 02 0 3,000,000 0
TIMBERLAND CO CL A 88710010 24,035 559,367 SH DEFINED 02 0 559,367 0
TRINITY INDS INC COM 89652210 1,418 40,680 SH DEFINED 02 0 40,680 0
UNISYS CORP PFD SER A 6.25% 90921440 935 12,000 SH DEFINED 02 0 12,000 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE 45,880 28,800,000 PRN DEFINED 02 0 28,800,000 0
USEC INC NOTE 3.000% 10/0 90333EAC 4,113 5,700,000 PRN DEFINED 02 0 5,700,000 0
VALE S A ADR 91912E105 3,977 124,480 SH DEFINED 02 0 124,480 0
VENTRUS BIOSCIENCES INC COM 92282210 5,506 373,295 SH DEFINED 02 0 373,295 0
VERIGY LTD NOTE 5.25% 7/1 92345XAB 2,280 1,800,000 PRN DEFINED 02 0 1,800,000 0
VIRGIN MEDIA INC NOTE 6.5% 11/1 92769LAB 13,403 7,500,000 PRN DEFINED 02 0 7,500,000 0
ZIONS BANCORPORATION *W EXP 5/22/202 98970111 1,500 219,000 SH DEFINED 02 0 219,000 0