-----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, S4wbnDGAknvUADjFmpTQLdGz47JlG0XspA3Uc9ViibvaOP0Jmv0uJHigKSsO/CWJ dhbB5eKrUzJrRfjd07RLDQ== 0000949509-09-000053.txt : 20090812 0000949509-09-000053.hdr.sgml : 20090812 20090812135455 ACCESSION NUMBER: 0000949509-09-000053 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090812 DATE AS OF CHANGE: 20090812 EFFECTIVENESS DATE: 20090812 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: 091006204 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 r13f2q09holdings.txt OAKTREE CAPITAL MANAGEMENT L.P. 13F FILING 6-30-2009 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 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 August 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: 208 Form 13F Information Table Value Total: 5,258,281 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 * BHP BILLITON PLC SPONSORED ADR 05545E209 10,305 226,688 SH DEFINED 1,2,3,4 226,688 * CELL GENESYS INC COM 150921104 170 617,640 SH DEFINED 1,2,3,4 617,640 * CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 10,529 138,800 SH DEFINED 1,2,3,4 138,800 * COMCAST CORP NEW CL A 20030N101 28,135 1,889,500 SH DEFINED 1,2,3,4 1,889,500 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 10,678 164,700 SH DEFINED 1,2,3,4 164,700 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 3,900 162,300 SH DEFINED 1,2,3,4 162,300 * EXCO RESOURCES INC COM 269279402 469,168 34,778,946 SH DEFINED 1,2,3,4 34,778,946 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 38,691 1,512,632 SH DEFINED 1,2,3,4 1,512,632 * GERDAU S A SPONSORED ADR 373737105 6,910 660,000 SH DEFINED 1,2,3,4 660,000 * GT SOLAR INTL INC COM 3623E0209 371,068 7,217,255 SH DEFINED 1,2,3,4 7,217,255 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 6,948 188,900 SH DEFINED 1,2,3,4 188,900 * LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,136 171,000 SH DEFINED 1,2,3,4 171,000 * MELCO CROWN ENTMT LTD ADR 585464100 2,576 572,359 SH DEFINED 1,2,3,4 572,359 * NRG ENERGY INC COM NEW 629377508 13,565 500,000 SH DEFINED 1,2,3,4 500,000 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 2,943 250,000 SH DEFINED 1,2,3,4 250,000 * OWENS CORNING NEW COM 690742101 10,554 600,000 SH DEFINED 1,2,3,4 600,000 * PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 7,833 234,815 SH DEFINED 1,2,3,4 234,815 * TIME WARNER CABLE INC COM 88732J207 59,180 1,719,360 SH DEFINED 1,2,3,4 1,719,360 * VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 6,236 329,235 SH DEFINED 1,2,3,4 329,235 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 10,991 14,559,000 PRN DEFINED 1,2,3,4 14,559,000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 11,284 16,500,000 PRN DEFINED 1,2,3,4 16,500,000 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 20,814 26,477,000 PRN DEFINED 1,2,3,4 26,477,000 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 8,055 7,968,000 PRN DEFINED 1,2,3,4 7,968,000 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 6,773 6,500,000 PRN DEFINED 1,2,3,4 6,500,000 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 40,201 37,771,000 PRN DEFINED 1,2,3,4 37,771,000 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 149,240 21,629,005 SH DEFINED 1,2,3,4 21,629,005 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 8,436 8,230,000 PRN DEFINED 1,2,3,4 8,230,000 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 13,960 16,000,000 PRN DEFINED 1,2,3,4 16,000,000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 42,015 40,689,000 PRN DEFINED 1,2,3,4 40,689,000 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 66,892 72,615,000 PRN DEFINED 1,2,3,4 72,615,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 60,630 61,380,000 PRN DEFINED 1,2,3,4 61,380,000 AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 12,558 13,356,000 PRN DEFINED 1,2,3,4 13,356,000 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 7,025 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 15,662 15,105,000 PRN DEFINED 1,2,3,4 15,105,000 ASM INTL NV NOTE 4.250%12/0 00207DAG7 18,579 18,832,000 PRN DEFINED 1,2,3,4 18,832,000 ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 2,687 4,100,000 PRN DEFINED 1,2,3,4 4,100,000 ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 27,570 577,380 SH DEFINED 1,2,3,4 577,380 ATS MED INC NOTE 6.000%10/1 002083AB9 1,148 1,250,000 PRN DEFINED 1,2,3,4 1,250,000 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 5,714 6,576,000 PRN DEFINED 1,2,3,4 6,576,000 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 20,055 25,162,000 PRN DEFINED 1,2,3,4 25,162,000 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 18,562 19,380,000 PRN DEFINED 1,2,3,4 19,380,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 36,930 39,265,000 PRN DEFINED 1,2,3,4 39,265,000 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 16,652 16,000,000 PRN DEFINED 1,2,3,4 16,000,000 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 24,226 18,255,000 PRN DEFINED 1,2,3,4 18,255,000 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 21,184 26,325,000 PRN DEFINED 1,2,3,4 26,325,000 CACI INTL INC NOTE 2.125% 5/0 127190AD8 24,757 24,810,000 PRN DEFINED 1,2,3,4 24,810,000 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 11,965 15,000,000 PRN DEFINED 1,2,3,4 15,000,000 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 11,875 16,080,000 PRN DEFINED 1,2,3,4 16,080,000 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 5,214 6,350,000 PRN DEFINED 1,2,3,4 6,350,000 CEPHALON INC NOTE 2.500% 5/0 156708AR0 75,913 73,500,000 PRN DEFINED 1,2,3,4 73,500,000 CERADYNE INC NOTE 2.875%12/1 156710AA3 2,568 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 18,757 29,519,000 PRN DEFINED 1,2,3,4 29,519,000 CHATTEM INC NOTE 1.625% 5/0 162456AR8 36,983 36,905,000 PRN DEFINED 1,2,3,4 36,905,000 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 22,248 27,850,000 PRN DEFINED 1,2,3,4 27,850,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 5,698 7,500,000 PRN DEFINED 1,2,3,4 7,500,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 69,349 76,903,000 PRN DEFINED 1,2,3,4 76,903,000 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 14,596 16,400,000 PRN DEFINED 1,2,3,4 16,400,000 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 31,220 43,810,000 PRN DEFINED 1,2,3,4 43,810,000 CIENA CORP NOTE 0.250% 5/0 171779AB7 16,694 23,365,000 PRN DEFINED 1,2,3,4 23,365,000 CIENA CORP NOTE 0.875% 6/1 171779AE1 26,389 46,665,000 PRN DEFINED 1,2,3,4 46,665,000 CIT GROUP INC UNIT 99/99/9999 125581405 4,463 446,300 SH DEFINED 1,2,3,4 446,300 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 4,278 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 13,265 17,230,000 PRN DEFINED 1,2,3,4 17,230,000 COGENT COMM GROUP INC NOTE 1.000% 6/1 19239VAB0 1,480 2,350,000 PRN DEFINED 1,2,3,4 2,350,000 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 40,289 33,500,000 PRN DEFINED 1,2,3,4 33,500,000 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 8,842 10,545,000 PRN DEFINED 1,2,3,4 10,545,000 CONMED CORP NOTE 2.500%11/1 207410AD3 16,032 18,000,000 PRN DEFINED 1,2,3,4 18,000,000 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 66,333 69,250,000 PRN DEFINED 1,2,3,4 69,250,000 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 14,938 14,195,000 PRN DEFINED 1,2,3,4 14,195,000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 50,059 54,854,000 PRN DEFINED 1,2,3,4 54,854,000 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 30,150 32,700,000 PRN DEFINED 1,2,3,4 32,700,000 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 58,651 63,935,000 PRN DEFINED 1,2,3,4 63,935,000 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 42,835 38,500,000 PRN DEFINED 1,2,3,4 38,500,000 DIODES INC NOTE 2.250%10/0 254543AA9 11,263 12,360,000 PRN DEFINED 1,2,3,4 12,360,000 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 180 241,000 PRN DEFINED 1,2,3,4 241,000 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 5,076 6,953,000 PRN DEFINED 1,2,3,4 6,953,000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 36,157 32,000,000 PRN DEFINED 1,2,3,4 32,000,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 61,512 54,400,000 PRN DEFINED 1,2,3,4 54,400,000 EARTHLINK INC NOTE 3.250%11/1 270321AA0 31,873 30,660,000 PRN DEFINED 1,2,3,4 30,660,000 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 1,762 1,500,000 PRN DEFINED 1,2,3,4 1,500,000 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 5,236 7,150,000 PRN DEFINED 1,2,3,4 7,150,000 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 20,991 32,894,000 PRN DEFINED 1,2,3,4 32,894,000 ENERSYS NOTE 3.375% 6/0 29275YAA0 5,217 6,500,000 PRN DEFINED 1,2,3,4 6,500,000 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 3,415 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 85,586 90,180,000 PRN DEFINED 1,2,3,4 90,180,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 9,309 10,475,000 PRN DEFINED 1,2,3,4 10,475,000 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 39,899 34,000,000 PRN DEFINED 1,2,3,4 34,000,000 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 4,479 4,990,000 PRN DEFINED 1,2,3,4 4,990,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 2,267 4,550,000 PRN DEFINED 1,2,3,4 4,550,000 FEI CO NOTE 2.875% 6/0 30241LAF6 12,250 11,774,000 PRN DEFINED 1,2,3,4 11,774,000 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 69,755 671,300 SH DEFINED 1,2,3,4 671,300 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 11,090 16,406,000 PRN DEFINED 1,2,3,4 16,406,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 4,833 4,760,000 PRN DEFINED 1,2,3,4 4,760,000 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 36,305 27,720,000 PRN DEFINED 1,2,3,4 27,720,000 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 21,116 15,750,000 PRN DEFINED 1,2,3,4 15,750,000 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 2,786 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 19,263 37,850,000 PRN DEFINED 1,2,3,4 37,850,000 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 53,454 60,685,000 PRN DEFINED 1,2,3,4 60,685,000 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 7,452 8,840,000 PRN DEFINED 1,2,3,4 8,840,000 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 7,621 9,515,000 PRN DEFINED 1,2,3,4 9,515,000 HOLOGIC INC FRNT 2.000%12/1 436440AA9 2,360 3,065,000 PRN DEFINED 1,2,3,4 3,065,000 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 57,905 68,290,000 PRN DEFINED 1,2,3,4 68,290,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 4,527 5,000,000 PRN DEFINED 1,2,3,4 5,000,000 HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 7,286 7,558,000 PRN DEFINED 1,2,3,4 7,558,000 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 4,141 8,333,000 PRN DEFINED 1,2,3,4 8,333,000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 29,428 32,350,000 PRN DEFINED 1,2,3,4 32,350,000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 52,073 48,115,000 PRN DEFINED 1,2,3,4 48,115,000 INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 3,676 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 11,718 12,400,000 PRN DEFINED 1,2,3,4 12,400,000 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 39,259 173,182 SH DEFINED 1,2,3,4 173,182 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 97,835 94,591,000 PRN DEFINED 1,2,3,4 94,591,000 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 34,974 32,005,000 PRN DEFINED 1,2,3,4 32,005,000 ITRON INC NOTE 2.500% 8/0 465741AJ5 33,835 30,400,000 PRN DEFINED 1,2,3,4 30,400,000 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 14,462 18,535,000 PRN DEFINED 1,2,3,4 18,535,000 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 7,060 7,231,000 PRN DEFINED 1,2,3,4 7,231,000 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 3,016 2,500,000 PRN DEFINED 1,2,3,4 2,500,000 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 7,907 6,500,000 PRN DEFINED 1,2,3,4 6,500,000 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 21,491 27,513,000 PRN DEFINED 1,2,3,4 27,513,000 KEYCORP NEW PFD 7.75% SR A 493267405 49,206 621,607 SH DEFINED 1,2,3,4 621,607 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 6,551 7,919,000 PRN DEFINED 1,2,3,4 7,919,000 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 17,693 17,740,000 PRN DEFINED 1,2,3,4 17,740,000 KULICKE & SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 12,176 16,276,000 PRN DEFINED 1,2,3,4 16,276,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 65,444 65,109,000 PRN DEFINED 1,2,3,4 65,109,000 LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 13,811 15,221,000 PRN DEFINED 1,2,3,4 15,221,000 LECROY CORP NOTE 4.000%10/1 52324WAB5 1,988 3,255,000 PRN DEFINED 1,2,3,4 3,255,000 LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 2,893 4,680,000 PRN DEFINED 1,2,3,4 4,680,000 LODGIAN INC COM PAR $.01 54021P403 3,626 2,788,865 SH DEFINED 1,2,3,4 2,788,865 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 3,796 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 5,480 7,195,000 PRN DEFINED 1,2,3,4 7,195,000 MAGMA DESIGN AUTOMATION NOTE 2.000% 5/1 559181AC6 1,517 2,463,000 PRN DEFINED 1,2,3,4 2,463,000 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 4,069 5,600,000 PRN DEFINED 1,2,3,4 5,600,000 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 18,555 19,230,000 PRN DEFINED 1,2,3,4 19,230,000 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 6,487 118,700 SH DEFINED 1,2,3,4 118,700 MEDAREX INC NOTE 2.250% 5/1 583916AG6 3,414 2,950,000 PRN DEFINED 1,2,3,4 2,950,000 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 7,761 8,748,000 PRN DEFINED 1,2,3,4 8,748,000 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 13,130 15,000,000 PRN DEFINED 1,2,3,4 15,000,000 MERIX CORP NOTE 4.000% 5/1 590049AB8 5,324 12,073,000 PRN DEFINED 1,2,3,4 12,073,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 87,281 124,500,000PRN DEFINED 1,2,3,4 124,500,000 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 26,060 25,600,000 PRN DEFINED 1,2,3,4 25,600,000 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 20,832 18,705,000 PRN DEFINED 1,2,3,4 18,705,000 MYLAN INC NOTE 1.250% 3/1 628530AG2 41,451 46,790,000 PRN DEFINED 1,2,3,4 46,790,000 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 15,578 37,945,000 PRN DEFINED 1,2,3,4 37,945,000 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 40,140 41,850,000 PRN DEFINED 1,2,3,4 41,850,000 NETWORK EQUIP TECHNOLOGIES SDCV 7.250% 5/1 641208AA1 2,480 2,826,000 PRN DEFINED 1,2,3,4 2,826,000 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 10,695 6,716,000 PRN DEFINED 1,2,3,4 6,716,000 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 19,213 16,408,000 PRN DEFINED 1,2,3,4 16,408,000 NEWPORT CORP NOTE 2.500% 2/1 651824AB0 15,688 18,253,000 PRN DEFINED 1,2,3,4 18,253,000 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 14,125 14,700,000 PRN DEFINED 1,2,3,4 14,700,000 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 14,873 17,720,000 PRN DEFINED 1,2,3,4 17,720,000 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 3,834 3,510,000 PRN DEFINED 1,2,3,4 3,510,000 OMNICARE INC DBCV 3.250%12/1 681904AL2 8,332 11,480,000 PRN DEFINED 1,2,3,4 11,480,000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 84,244 87,517,000 PRN DEFINED 1,2,3,4 87,517,000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 7,832 8,000,000 PRN DEFINED 1,2,3,4 8,000,000 OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD5 2,741 3,000,000 PRN DEFINED 1,2,3,4 3,000,000 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 1,411 2,000,000 PRN DEFINED 1,2,3,4 2,000,000 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 971 2,866,000 PRN DEFINED 1,2,3,4 2,866,000 PENN VA CORP NOTE 4.500%11/1 707882AA4 4,998 5,935,000 PRN DEFINED 1,2,3,4 5,935,000 PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 7,372 7,663,000 PRN DEFINED 1,2,3,4 7,663,000 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 14,468 15,500,000 PRN DEFINED 1,2,3,4 15,500,000 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 4,294 4,000,000 PRN DEFINED 1,2,3,4 4,000,000 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 31,058 31,650,000 PRN DEFINED 1,2,3,4 31,650,000 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 94,317 93,847,000 PRN DEFINED 1,2,3,4 93,847,000 RADISYS CORP NOTE 2.750% 2/1 750459AE9 6,747 7,750,000 PRN DEFINED 1,2,3,4 7,750,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 928 945,000 PRN DEFINED 1,2,3,4 945,000 RHI ENTMT INC DEL COM 74957T104 292 142,857 SH DEFINED 1,2,3,4 142,857 RICHARDSON ELECTRS LTD NOTE 7.750%12/1 763165AE7 2,619 2,989,000 PRN DEFINED 1,2,3,4 2,989,000 RICHARDSON ELECTRS LTD NOTE 8.000% 6/1 763165AG2 2,022 2,240,000 PRN DEFINED 1,2,3,4 2,240,000 SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 919 1,180,000 PRN DEFINED 1,2,3,4 1,180,000 SAKS INC NOTE 2.000% 3/1 79377WAL2 5,888 8,500,000 PRN DEFINED 1,2,3,4 8,500,000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 19,594 27,768,000 PRN DEFINED 1,2,3,4 27,768,000 SAVVIS INC NOTE 3.000% 5/1 805423AA8 18,071 22,459,000 PRN DEFINED 1,2,3,4 22,459,000 SESI L L C NOTE 1.500%12/1 78412FAH7 55,002 65,083,000 PRN DEFINED 1,2,3,4 65,083,000 SMITH & WESSON HLDG CORP NOTE 4.000%12/1 831756AB7 8,300 9,000,000 PRN DEFINED 1,2,3,4 9,000,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 13,364 15,000,000 PRN DEFINED 1,2,3,4 15,000,000 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 1,641 1,850,000 PRN DEFINED 1,2,3,4 1,850,000 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 55,033 61,242,000 PRN DEFINED 1,2,3,4 61,242,000 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 8,731 12,063,000 PRN DEFINED 1,2,3,4 12,063,000 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 79,184 65,550,000 PRN DEFINED 1,2,3,4 65,550,000 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 10,878 13,416,000 PRN DEFINED 1,2,3,4 13,416,000 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 6,487 7,475,000 PRN DEFINED 1,2,3,4 7,475,000 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 24,684 19,500,000 PRN DEFINED 1,2,3,4 19,500,000 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 5,130 5,258,000 PRN DEFINED 1,2,3,4 5,258,000 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 66,249 79,607,000 PRN DEFINED 1,2,3,4 79,607,000 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 68,001 63,030,000 PRN DEFINED 1,2,3,4 63,030,000 TERADYNE INC NOTE 4.500% 3/1 880770AE2 25,687 15,440,000 PRN DEFINED 1,2,3,4 15,440,000 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 124,587 104,353,000PRN DEFINED 1,2,3,4 104,353,000 TEXTRON INC NOTE 4.500% 5/0 883203BN0 68,626 61,800,000 PRN DEFINED 1,2,3,4 61,800,000 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 29,498 34,350,000 PRN DEFINED 1,2,3,4 34,350,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 6,985 7,460,000 PRN DEFINED 1,2,3,4 7,460,000 TREX INC NOTE 6.000% 7/0 89531PAA3 4,525 4,850,000 PRN DEFINED 1,2,3,4 4,850,000 TRICO MARINE SERVICES INC NOTE 3.000% 1/1 896106AQ4 10,766 33,770,000 PRN DEFINED 1,2,3,4 33,770,000 TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 4,478 4,725,000 PRN DEFINED 1,2,3,4 4,725,000 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 19,604 20,355,000 PRN DEFINED 1,2,3,4 20,355,000 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 9,286 11,450,000 PRN DEFINED 1,2,3,4 11,450,000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 7,874 7,715,000 PRN DEFINED 1,2,3,4 7,715,000 UAL CORP NOTE 4.500% 6/3 902549AH7 9,420 28,600,000 PRN DEFINED 1,2,3,4 28,600,000 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 13,837 16,300,000 PRN DEFINED 1,2,3,4 16,300,000 VERIFONE HLDGS INC NOTE 1.375% 6/1 92342YAB5 14,231 17,881,000 PRN DEFINED 1,2,3,4 17,881,000 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 5,517 5,850,000 PRN DEFINED 1,2,3,4 5,850,000 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 18,892 17,866,000 PRN DEFINED 1,2,3,4 17,866,000 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 16,726 16,694,000 PRN DEFINED 1,2,3,4 16,694,000 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 23,162 22,500,000 PRN DEFINED 1,2,3,4 22,500,000 WESCO INTL INC DBCV 2.625%10/1 95082PAE5 4,920 5,100,000 PRN DEFINED 1,2,3,4 5,100,000 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 7,894 8,500,000 PRN DEFINED 1,2,3,4 8,500,000 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 9,839 10,188,000 PRN DEFINED 1,2,3,4 10,188,000 WSP HOLDINGS LIMITED ADR 92934F104 44,307 7,044,000 SH DEFINED 1,2,3,4 7,044,000 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 33,092 27,600,000 PRN DEFINED 1,2,3,4 27,600,000 YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 9,246 9,100,000 PRN DEFINED 1,2,3,4 9,100,000
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