-----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, JwpUSS2QiUMcz0SFhmp+++bZWChhk+o7TyzT2bKcKImCYcvb5lGRfzsWTIwt+Dyw bSs6Yl92ltrQjet1SAbzag== 0000949509-06-000004.txt : 20060512 0000949509-06-000004.hdr.sgml : 20060512 20060512151459 ACCESSION NUMBER: 0000949509-06-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060512 DATE AS OF CHANGE: 20060512 EFFECTIVENESS DATE: 20060512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000949509 IRS NUMBER: 000000000 STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05050 FILM NUMBER: 06834416 BUSINESS ADDRESS: STREET 1: 333 S GRAND AVENUE 28TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 2138306300 MAIL ADDRESS: STREET 2: 333 S GRAND AVE 28TH FL CITY: LOS ANGLES STATE: CA ZIP: 90071 13F-HR 1 r13f1stq06.txt OAKTEE CAPITAL MANAGEMENT LLC 13F 3-31-06 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2006 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, LLC 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 H. Scott Title: Managing Director Phone: 213-830-6225 Signature, Place, and Date of Signing: Kristin H. Scott Los Angeles, CA May 12, 2006 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: 0 Form 13F Information Table Entry Total: 217 Form 13F Information Table Value Total: $3,351,876 List of Other Included Managers: No. 13F File Number Name 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 ADAPTEC INC NOTE 0.750%12/2 00651FAG3 9,936 11,355,000 PAR SOLE AGERE SYS INC NOTE 6.500%12/1 00845VAA8 4,523 4,560,000 PAR SOLE ALDERWOODS GROUP INC *W EXP 01/02/200 014383111 5 16,559 SH SOLE ALDERWOODS GROUP INC COM 014383103 127,334 7,113,619 SH SOLE ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 12,852 11,845,000 PAR SOLE ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 585 500,000 PAR SOLE ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 11,751 12,520,000 PAR SOLE ALLOY INC DBCV 5.375% 8/0 019855AB1 3,301 3,140,000 PAR SOLE AMAZON COM INC NOTE 4.750% 2/0 023135AF3 2,896 3,000,000 PAR SOLE AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 14,368 14,500,000 PAR SOLE AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB9 4,557 5,925,000 PAR SOLE AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS8 26,839 25,900,000 PAR SOLE AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB3 7,184 8,000,000 PAR SOLE AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 3,911 3,980,000 PAR SOLE AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN0 2,777 2,780,000 PAR SOLE AMR CORP NOTE 4.500% 2/1 001765BB1 17,564 12,500,000 PAR SOLE ANDREW CORP NOTE 3.250% 8/1 034425AB4 52,583 48,628,000 PAR SOLE ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC3 1,099 1,990,000 PAR SOLE APEX SILVER MINES LTD NOTE 4.000% 9/1 03760XAD3 20,465 19,000,000 PAR SOLE ATHEROGENICS INC NOTE 1.500% 2/0 047439AD6 16,678 19,000,000 PAR SOLE ATMEL CORP SDCV 5/2 049513AE4 2,702 5,483,000 PAR SOLE AVNET INC DBCV 2.000% 3/1 053807AL7 27,082 27,500,000 PAR SOLE BEST BUY INC SDCV 2.250% 1/1 086516AF8 7,609 6,000,000 PAR SOLE BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 6,423 177,000 SH SOLE CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 37,297 30,495,000 PAR SOLE CAESARS ENTMT INC FRNT 4/1 127687AB7 27,467 20,483,000 PAR SOLE CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD4 17,906 17,380,000 PAR SOLE CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 16,904 24,000,000 PAR SOLE CASUAL MALE RETAIL GRP INC NOTE 5.000% 1/0 148711AB0 1,810 1,715,000 PAR SOLE CELANESE CORP DEL PFD 4.25% CONV 150870202 24,742 812,025 SH SOLE CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AD9 918 1,370,000 PAR SOLE CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC1 2,625 5,250,000 PAR SOLE CEPHALON INC NOTE 6/1 156708AL3 1,498 1,331,000 PAR SOLE CEPHALON INC NOTE 6/1 156708AK5 18,930 16,820,000 PAR SOLE CERADYNE INC NOTE 2.875%12/1 156710AA3 11,932 10,800,000 PAR SOLE CHEROKEE INC DEL NEW COM 16444H102 21,931 4,777,976 SH SOLE CIBER INC SDCV 2.875%12/1 17163BAB8 14,551 16,615,000 PAR SOLE CIENA CORP NOTE 3.750% 2/0 171779AA9 9,323 9,750,000 PAR SOLE CINCINNATI BELL INC NEW PFD CV DEP1/20 171871403 2,971 68,300 SH SOLE CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 6,084 7,330,000 PAR SOLE CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 27,885 26,000,000 PAR SOLE COLLAGENEX PHARMACEUTICALS I COM 19419B100 838 62,933 SH SOLE COMCAST CORP NEW CL A CL A 20030N101 24,198 925,000 SH SOLE COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 38,843 28,351,000 PAR SOLE COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 15,109 402,580 SH SOLE COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 7,288 295,200 SH SOLE CONNETICS CORP NOTE 2.000% 3/3 208192AD6 11,867 13,985,000 PAR SOLE CONSECO INC PFD B CV 5.50% 208464867 2,090 70,000 SH SOLE CONSTAR INTL INC NEW COM 21036U107 1,273 382,332 SH SOLE CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD6 21,093 21,390,000 PAR SOLE COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 21,446 15,645,000 PAR SOLE COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR6 4,071 4,765,000 PAR SOLE COVANTA HLDG CORP COM 22282E102 244 1,462,543 SH SOLE CRAY INC NOTE 3.000%12/0 225223AB2 3,680 5,080,000 PAR SOLE CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 2,496 2,660,000 PAR SOLE CROWN HOLDINGS INC COM 228368106 46,124 2,600,000 SH SOLE CUBIST PHARMACEUTICALS INC NOTE 5.500%11/0 229678AB3 4,380 4,527,000 PAR SOLE CURAGEN CORP NOTE 4.000% 2/1 23126RAE1 7,042 8,822,000 PAR SOLE CV THERAPEUTICS INC NOTE 3.250% 8/1 126667AG9 31,291 29,450,000 PAR SOLE CYTYC CORP NOTE 2.250% 3/1 232946AB9 30,546 27,664,000 PAR SOLE DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 7,717 10,000,000 PAR SOLE DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 32,160 27,800,000 PAR SOLE DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 11,667 10,874,000 PAR SOLE DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 392 415,000 PAR SOLE ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 9,978 10,080,000 PAR SOLE EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 5,017 5,000,000 PAR SOLE ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 54,553 52,100,000 PAR SOLE EMCORE CORP NOTE 5.000% 5/1 290846AC8 2,836 2,081,000 PAR SOLE EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 3,821 95,000 SH SOLE EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB3 4,883 6,170,000 PAR SOLE ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB4 10,333 11,171,000 PAR SOLE EPIX PHARMACEUTICALS INC NOTE 3.000% 6/1 26881QAB7 5,008 7,770,000 PAR SOLE EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 9,548 7,624,000 PAR SOLE EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 6,808 5,750,000 PAR SOLE EXCO RESOURCES INC COM 269279402 24,000 3,200,000 SH SOLE EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 11,728 13,100,000 PAR SOLE EXULT INC DEL NOTE 2.500%10/0 302284AB0 2,640 2,835,000 PAR SOLE FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 14,773 14,000,000 PAR SOLE FINISAR NOTE 2.500%10/1 31787AAF8 13,529 9,330,000 PAR SOLE FINISAR NOTE 5.250%10/1 31787AAC5 4,567 4,400,000 PAR SOLE FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB2 43,719 36,600,000 PAR SOLE FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 78,612 72,510,000 PAR SOLE FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 9,935 330,600 SH SOLE GATEWAY INC NOTE 1.500%12/3 367626AB4 8,253 10,625,000 PAR SOLE GATEWAY INC NOTE 2.000%12/3 367626AD0 1,348 1,880,000 PAR SOLE GENERAL MTRS CORP DEB SR CONV B 370442733 1,809 112,000 PAR SOLE GENZYME CORP NOTE 1.250%12/0 372917AN4 59,744 54,729,000 PAR SOLE GLOBESPAN INC NOTE 5.250% 5/1 379571AB8 3,259 3,325,000 PAR SOLE GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB8 12,095 16,500,000 PAR SOLE HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 21,881 15,770,000 PAR SOLE HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC9 2,990 3,015,000 PAR SOLE HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 56,399 46,165,000 PAR SOLE HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 13,315 12,070,000 PAR SOLE HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 22,037 21,000,000 PAR SOLE ICICI BK LTD ADR 45104G104 3,427 123,800 SH SOLE ICOS CORP NOTE 2.000% 7/0 449295AB0 7,066 8,800,000 PAR SOLE IDERA PHARMACEUTICALS INC COM 45168K108 193 306,589 SH SOLE IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 6,889 7,950,000 PAR SOLE INCYTE CORP NOTE 3.500% 2/1 45337CAE2 3,098 3,765,000 PAR SOLE INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 14,420 185,200 SH SOLE INFRASOURCE SVCS INC COM 45684P102 195,945 12,650,614 SH SOLE INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB5 20,495 16,140,000 PAR SOLE INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT7 40,002 38,200,000 PAR SOLE INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 37,782 33,250,000 PAR SOLE INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 736 745,000 PAR SOLE ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 7,247 7,500,000 PAR SOLE JDS UNIPHASE CORP NOTE 11/1 46612JAB7 4,191 4,000,000 PAR SOLE JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 6,675 7,445,000 PAR SOLE JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 539 500,000 PAR SOLE K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 8,183 7,500,000 PAR SOLE KEANE INC SDCV 2.000% 6/1 486665AB8 9,269 9,265,000 PAR SOLE KELLWOOD CO DBCV 3.500% 6/1 488044AF5 12,195 13,795,000 PAR SOLE KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL5 38,450 44,400,000 PAR SOLE KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP6 3,655 3,900,000 PAR SOLE L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 26,943 26,000,000 PAR SOLE LEAR CORP NOTE 2/2 521865AG0 21,454 47,255,000 PAR SOLE LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 5,531 6,125,000 PAR SOLE LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS9 2,400 3,000,000 PAR SOLE LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5,505 5,371,000 PAR SOLE LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 23,192 21,984,000 PAR SOLE LITHIA MTRS INC NOTE 2.875% 5/0 536797AB9 4,200 4,050,000 PAR SOLE LODGIAN INC COM PAR $.01 54021P403 31,486 2,788,865 SH SOLE LOUD TECHNOLOGIES INC COM NEW 545731200 667 51,547 SH SOLE LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 42,697 38,250,000 PAR SOLE LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 13,206 12,400,000 PAR SOLE LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 1,918 1,880,000 PAR SOLE MAGMA DESIGN AUTOMATION NOTE 5/1 559181AB8 6,027 7,100,000 PAR SOLE MANOR CARE INC NEW NOTE 2.125% 8/0 564055AM3 7,643 7,000,000 PAR SOLE MANUGISTICS GR OUP INC NOTE 5.000%11/0 565011AB9 4,346 4,625,000 PAR SOLE MAXTOR CORP NOTE 6.800% 4/3 577729AC0 5,323 4,647,000 PAR SOLE MCDATA CORP NOTE 2.250% 2/1 580031AD4 6,106 7,000,000 PAR SOLE MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 2,370 2,000,000 PAR SOLE MEDAREX INC NOTE 2.250% 5/1 583916AG6 15,666 14,090,000 PAR SOLE MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA3 4,547 4,640,000 PAR SOLE MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 16,403 16,400,000 PAR SOLE MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB4 8,275 9,525,000 PAR SOLE MESA AIR GROUP INC NOTE 2.115% 2/1 590479AD3 8,406 14,176,000 PAR SOLE MGI PHARMA INC NOTE 1.682% 3/0 552880AB2 15,010 23,790,000 PAR SOLE MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB9 2,544 2,550,000 PAR SOLE MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 21,412 646,900 SH SOLE NABORS INDS INC NOTE 6/1 629568AL0 6,699 5,863,000 PAR SOLE NCO GROUP INC NOTE 4.750% 4/1 628858AB8 4,128 4,157,000 PAR SOLE NETWORK EQUIP TECHNOLOGIES SDCV 7.250% 5/1 641208AA1 1,290 1,500,000 PAR SOLE NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 4,419 4,645,000 PAR SOLE NOVELL INC DBCV 0.500% 7/1 670006AC9 9,321 10,000,000 PAR SOLE NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB9 3,461 3,900,000 PAR SOLE NRG ENERGY INC PFD CONV MAND 629377870 7,163 30,000 SH SOLE OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 1,825 25,000 SH SOLE OMNICARE INC DBCV 3.250%12/1 681904AL2 35,389 36,500,000 PAR SOLE OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC4 16,367 12,693,000 PAR SOLE OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB1 7,599 10,065,000 PAR SOLE OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 5,320 7,000,000 PAR SOLE PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 4,898 5,295,000 PAR SOLE PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB1 7,205 7,457,000 PAR SOLE PERU COPPER INC COM 715455101 4,485 1,711,810 SH SOLE PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 38,048 439,000 SH SOLE PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 10,064 11,995,000 PAR SOLE PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 10,989 292,500 SH SOLE PIXELWORKS INC SDCV 1.750% 5/1 72581MAB3 9,398 13,400,000 PAR SOLE PLATINUM UNDERWRITER HLDGS L PFD CONV SER A G7127P142 7,644 260,000 SH SOLE PMA CAP CORP DBCV 6.500% 9/3 693419AD5 6,071 5,515,000 PAR SOLE PREMIUM STD FARMS INC COM 74060C105 24,540 1,398,316 SH SOLE PRICELINE COM INC NOTE 1.000% 8/0 741503AC0 8,030 9,022,000 PAR SOLE PRICELINE COM INC NOTE 2.250% 1/1 741503AE6 1,893 2,000,000 PAR SOLE PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 31,966 24,026,000 PAR SOLE PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 425 285,000 PAR SOLE PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 15,676 12,925,000 PAR SOLE QLT INC NOTE 3.000% 9/1 746927AB8 11,679 12,685,000 PAR SOLE QUANTUM CORP NOTE 4.375% 8/0 747906AE5 11,988 11,230,000 PAR SOLE QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 23,832 17,876,000 PAR SOLE RADWARE LTD ORD M81873107 6,594 374,037 PAR SOLE RED HAT INC DBCV 0.500% 1/1 756577AB8 25,381 21,100,000 PAR SOLE REGAL ENTMT GROUP CL A 758766109 173,155 10,228,328 SH SOLE REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB3 5,416 5,500,000 PAR SOLE REWARDS NETWORK INC SDCV 3.250%10/1 761557AA5 6,338 7,285,000 PAR SOLE RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 74,867 60,433,000 PAR SOLE RITE AID CORP NOTE 4.750%12/0 767754BA1 8,373 8,455,000 PAR SOLE ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 25,543 40,068,000 PAR SOLE ROTECH HEALTHCARE INC COM 778669101 8,154 561,986 SH SOLE SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 5,188 6,640,000 PAR SOLE SAVVIS INC COM 805423100 8,796 5,864,086 SH SOLE SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 28,236 23,305,000 PAR SOLE SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 3,392 2,637,000 PAR SOLE SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 8,191 6,735,000 PAR SOLE SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH4 15,761 12,960,000 PAR SOLE SEPRACOR INC NOTE 10/1 817315AW4 13,675 14,543,000 PAR SOLE SFBC INTL INC NOTE 2.250% 8/1 784121AB1 6,674 7,500,000 PAR SOLE SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB0 6,643 7,500,000 PAR SOLE SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB4 6,302 4,691,000 PAR SOLE SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 5,289 5,930,000 PAR SOLE SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB8 3,312 3,310,000 PAR SOLE SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 1,808 78,065 SH SOLE SOHU COM INC NOTE 7/1 83408WAC7 10,421 11,475,000 PAR SOLE SOLECTRON CORP NOTE 0.500% 2/1 834182AT4 3,953 5,130,000 PAR SOLE SPACEHAB INC NOTE 5.500%10/1 846243AD5 1,316 1,500,000 PAR SOLE STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 6,265 7,502,000 PAR SOLE SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 2,511 3,080,000 PAR SOLE TERREMARK WORLDWIDE INC NOTE 9.000% 6/1 881448AC8 8,174 7,860,000 PAR SOLE TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 83,668 83,500,000 PAR SOLE TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 28,459 24,774,000 PAR SOLE TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 14,931 622,370 PAR SOLE UTSTARCOM INC NOTE 0.875% 3/0 918076AB6 6,609 7,640,000 PAR SOLE VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 15,893 18,000,000 PAR SOLE VECTOR GROUP LTD NOTE 5.000%11/1 92240MAE8 2,318 1,840,000 PAR SOLE VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC2 17,866 17,800,000 PAR SOLE VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB6 7,232 7,472,000 PAR SOLE VERIZON COMMUNICATIONS COM 92343V104 25,545 750,000 SH SOLE VITESSE SEMICONDUCTOR CORP SDCV 1.500%10/0 928497AD8 6,521 5,950,000 PAR SOLE VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 21,011 18,500,000 PAR SOLE WEBMD CORP NOTE 1.750% 6/1 94769MAE5 5,896 6,470,000 PAR SOLE WEBMD CORP NOTE 3.125% 9/0 94769MAG0 25,867 27,015,000 PAR SOLE WILD OATS MARKETS INC DBCV 3.250% 5/1 96808BAB3 14,266 11,135,000 PAR SOLE WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 2,106 2,000,000 PAR SOLE WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 8,373 9,877,000 PAR SOLE WINTHROP RLTY TR SH BEN INT 976391102 377 70,000 SH SOLE WYETH DBCV 1/1 983024AD2 52,903 49,500,000 PAR SOLE XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 1,690 2,000,000 PAR SOLE
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