0000949509-12-000037.txt : 20120920
0000949509-12-000037.hdr.sgml : 20120920
20120919180929
ACCESSION NUMBER: 0000949509-12-000037
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120920
DATE AS OF CHANGE: 20120919
EFFECTIVENESS DATE: 20120920
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: 121100598
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
r13f1q12holdings_Amend.txt
ADDED SCCO AND VIV. DELETED ANSYS
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2012
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: [ Eric Tong ]
Title: [ Asst Vice President ]
Phone: [ 213-830-6946 ]
Signature, Place, and Date of Signing:
[ Eric Tong ] Los Angeles, CA [ 9/19/2012 ]
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: 157
Form 13F Information Table Value Total x 1000: 6,277,546
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/ PUT/ INVSTMT OTHER VOTING AUTH
NAME OF ISSUER TITLE OF CLASS CUSIP x1000 PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
ALBANY INTL CORP FRNT 2.250% 3/1 012348AC2 6199 6832000 PRN DEFINED 1,2,3,4 6832000
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 6313 7000000 PRN DEFINED 1,2,3,4 7000000
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AG2 14408 18200000 PRN DEFINED 1,2,3,4 18200000
ALERE INC NOTE 3.000% 5/1 01449JAA3 21523 21580000 PRN DEFINED 1,2,3,4 21580000
ALLIANCE HEALTHCARE SRVCS COM 018606202 35674 23782451 SH DEFINED 1,2,3,4 23782451
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 2553 2582000 PRN DEFINED 1,2,3,4 2582000
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 6846 6465000 PRN DEFINED 1,2,3,4 6465000
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5910 238000 SH DEFINED 1,2,3,4 238000
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 1400 1491000 PRN DEFINED 1,2,3,4 1491000
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 18178 15500000 PRN DEFINED 1,2,3,4 15500000
APACHE CORP PFD CONV SER D 037411808 35393 668700 SH DEFINED 1,2,3,4 668700
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 19391 19630000 PRN DEFINED 1,2,3,4 19630000
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 9798 9040000 PRN DEFINED 1,2,3,4 9040000
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 15304 16527000 PRN DEFINED 1,2,3,4 16527000
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 1946 2000000 PRN DEFINED 1,2,3,4 2000000
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 62039 52500000 PRN DEFINED 1,2,3,4 52500000
BANCO BRADESCO S A SP ADR PFD NEW 059460303 7292 416700 SH DEFINED 1,2,3,4 416700
BANK OF AMERICA CORP 7.25% CNV PFD L 060505682 16936 17415 PRN DEFINED 1,2,3,4 17415
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 25761 22737000 PRN DEFINED 1,2,3,4 22737000
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 38069 41995000 PRN DEFINED 1,2,3,4 41995000
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 5766 292400 SH DEFINED 1,2,3,4 292400
BROOKDALE SENIOR LIVING NOTE 2.750% 6/1 112463AA2 56705 60850000 PRN DEFINED 1,2,3,4 60850000
CACI INTERNATIONAL INC NOTE 2.125% 5/0 127190AD8 30307 24347000 PRN DEFINED 1,2,3,4 24347000
CARRIZO OIL & GAS INC NOTE 4.375% 6/1 144577AA1 847 850000 PRN DEFINED 1,2,3,4 850000
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 108121 114171000 PRN DEFINED 1,2,3,4 114171000
CENTRAL EURO MEDIA ENTER NOTE 5.000%11/1 153443AH9 8364 10400000 PRN DEFINED 1,2,3,4 10400000
CHARMING SHOPPES NOTE 1.125% 5/0 161133AE3 13093 13753000 PRN DEFINED 1,2,3,4 13753000
CHART INDUSTRIES INC NOTE 2.000% 8/0 16115QAC4 48572 37571000 PRN DEFINED 1,2,3,4 37571000
CHARTER COMMUNICATION-A CL A 16117M305 1061761 16733819 SH DEFINED 1,2,3,4 16733819
CHEMED CORP NOTE 1.875% 5/1 16359RAC7 42486 41499000 PRN DEFINED 1,2,3,4 41499000
CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 15032 15035000 PRN DEFINED 1,2,3,4 15035000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 23651 23830000 PRN DEFINED 1,2,3,4 23830000
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 11473 14000000 PRN DEFINED 1,2,3,4 14000000
CHIQUITA BRANDS INTL NOTE 4.250% 8/1 170032AT3 5647 6485000 PRN DEFINED 1,2,3,4 6485000
CIT GROUP INC COM NEW 125581801 360151 8733059 SH DEFINED 1,2,3,4 8733059
COGENT COMMUNICATIONS GROUP NOTE 1.000% 6/1 19239VAB0 15557 17000000 PRN DEFINED 1,2,3,4 17000000
COMCAST CORP-CLASS A CL A 20030N101 28194 939500 SH DEFINED 1,2,3,4 939500
COMMONWEALTH REIT 6.50% PFD CUM 203233408 5142 240711 PRN DEFINED 1,2,3,4 240711
COMPANIA DE MINAS BUEN SPON ADR SER B SPONSORED ADR 204448104 6427 159444 SH DEFINED 1,2,3,4 159444
COMPUCREDIT HLDG NOTE 3.625% 5/3 20478NAB6 6449 6702000 PRN DEFINED 1,2,3,4 6702000
COMTECH TELECOMMUNICATIONS NOTE 3.000% 5/1 205826AF7 28133 24820000 PRN DEFINED 1,2,3,4 24820000
COVANTA HOLDING CORP NOTE 3.250% 6/1 22282EAC6 70539 61135000 PRN DEFINED 1,2,3,4 61135000
CRIMSON EXPLORATION INC COM 22662K207 64428 15524819 SH DEFINED 1,2,3,4 15524819
CUMULUS MEDIA INC-CL A CL A 231082108 13911 3985983 SH DEFINED 1,2,3,4 3985983
DELPHI AUTOMOTIVE PLC SHS G27823106 607108 19217976 SH DEFINED 1,2,3,4 19217976
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 5315 7000000 PRN DEFINED 1,2,3,4 7000000
DFC GLOBAL CORP NOTE 3.00% 4/0 256664AC7 41890 35072000 PRN DEFINED 1,2,3,4 35072000
DRYSHIPS INC NOTE 5.000%12/0 262498AB4 24645 29000000 PRN DEFINED 1,2,3,4 29000000
EAGLE BULK SHIPPING INC COM Y2187A101 11980 6175000 SH DEFINED 1,2,3,4 6175000
ENTERTAINMENT PROPERTIES CONV PFD 9 SR E 29380T600 2442 87500 SH DEFINED 1,2,3,4 87500
ENTERTAINMENT PROPERTIES PFD C CNV 5.75 29380T402 20909 1002821 SH DEFINED 1,2,3,4 1002821
EXCO RESOURCES INC COM 269279402 243844 36778946 SH DEFINED 1,2,3,4 36778946
EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 5788 6740000 PRN DEFINED 1,2,3,4 6740000
HANOVER COMPRESSOR CO NOTE 4.750% 410768AE5 11873 12980000 PRN DEFINED 1,2,3,4 12980000
FIFTH THIRD BANCORP CNV PFD DEP1/250316773209 38608 270380 PRN DEFINED 1,2,3,4 270380
FIRST BANCORP PUERTO RICO COM 318672706 223012 50684485 SH DEFINED 1,2,3,4 50684485
FIVE STAR QUALITY CARE I NOTE 3.750%10/1 33832DAB2 12292 13014000 PRN DEFINED 1,2,3,4 13014000
FURNITURE BRANDS INTL INC COM 360921100 4368 2600000 SH DEFINED 1,2,3,4 2600000
GENCO SHIPPING & TRADING LTD SHS Y2685T107 9620 1512532 SH DEFINED 1,2,3,4 1512532
GENERAL MOTORS CO JR PFD CNV SRB 37045V209 79615 1902400 SH DEFINED 1,2,3,4 1902400
GENON ENERGY INC COM 37244E107 10400 5000000 SH DEFINED 1,2,3,4 5000000
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 144474 116165000 PRN DEFINED 1,2,3,4 116165000
GOLDCORP INC NOTE 2% 8/0 380956AB8 20790 17120000 PRN DEFINED 1,2,3,4 17120000
GOLDCORP INC NEW COM 380956409 13155 291950 SH DEFINED 1,2,3,4 291950
GOLDEN STAR RES LTD CDA DBCV 4% 11/3 38119TAC8 14716 14760000 PRN DEFINED 1,2,3,4 14760000
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 5233 5290000 PRN DEFINED 1,2,3,4 5290000
GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 6033 6000000 PRN DEFINED 1,2,3,4 6000000
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 3510 3835000 PRN DEFINED 1,2,3,4 3835000
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 17342 15535000 PRN DEFINED 1,2,3,4 15535000
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 15773 23271000 PRN DEFINED 1,2,3,4 23271000
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 4322 4649000 PRN DEFINED 1,2,3,4 4649000
HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 1174 1330000 PRN DEFINED 1,2,3,4 1330000
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 53790 50000000 PRN DEFINED 1,2,3,4 50000000
HERCULES OFFSHORE LLC NOTE 3.375% 6/0 427093AD1 19276 19583000 PRN DEFINED 1,2,3,4 19583000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 58226 49275000 PRN DEFINED 1,2,3,4 49275000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 21376 22500000 PRN DEFINED 1,2,3,4 22500000
ICAHN ENTERPRISES LP FRNT 8/1 451102AB3 25351 25225000 PRN DEFINED 1,2,3,4 25225000
INSULET CORPORATION NOTE 3.750% 6/1 45784PAC5 16680 15741000 PRN DEFINED 1,2,3,4 15741000
INTEL CORP SDCV 2.950%12/1 458140AD2 23842 22375000 PRN DEFINED 1,2,3,4 22375000
INTEROIL CORP NOTE 2.750%11/1 460951AC0 5536 6750000 PRN DEFINED 1,2,3,4 6750000
INTERPUBLIC GROUP COS NOTE 4.750% 3/1 460690BE9 22279 19645000 PRN DEFINED 1,2,3,4 19645000
ISIS PHARMACEUTICALS INC NOTE 2.625% 2/1 464337AE4 5256 5439000 PRN DEFINED 1,2,3,4 5439000
ISTAR FINANCIAL INC FRNT 10/0 45031UBF7 22737 23201000 PRN DEFINED 1,2,3,4 23201000
IXIA NOTE 3.000%12/1 45071RAB5 7084 7000000 PRN DEFINED 1,2,3,4 7000000
JAKKS PACIFIC INC COM 47012E106 23279 1334017 SH DEFINED 1,2,3,4 1334017
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 10681 21210000 PRN DEFINED 1,2,3,4 21210000
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 19767 20432000 PRN DEFINED 1,2,3,4 20432000
KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 44587 47110000 PRN DEFINED 1,2,3,4 47110000
K V PHARMACEUTICAL NOTE 2.500% 482740AC1 625 2500000 PRN DEFINED 1,2,3,4 2500000
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 16725 650000 SH DEFINED 1,2,3,4 650000
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 61385 50870000 PRN DEFINED 1,2,3,4 50870000
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 43554 41467000 PRN DEFINED 1,2,3,4 41467000
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 22223 20750000 PRN DEFINED 1,2,3,4 20750000
LIVE NATION ENTERTAINMENT NOTE 2.875% 7/1 538034AB5 9766 10184000 PRN DEFINED 1,2,3,4 10184000
MEDIVATION INC NOTE 2.625% 58501NAA9 21072 20000000 PRN DEFINED 1,2,3,4 20000000
Melco PBL Entertainment ADR 585464100 5955 436612 SH DEFINED 1,2,3,4 436612
METLIFE INC UNIT 99/99/9999 59156R116 40614 574300 PRN DEFINED 1,2,3,4 574300
MGIC INVESTMENT CORP NOTE 5.00% 5/0 552848AD5 17147 22000000 PRN DEFINED 1,2,3,4 22000000
MGM RESORTS INTL NOTE 4.260% 4/1 55303QAE0 116752 109165000 PRN DEFINED 1,2,3,4 109165000
MICRON TECHNOLOGY INC DEBT 1.875% 6/0 595112AK9 65723 65724000 PRN DEFINED 1,2,3,4 65724000
MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 2447 3000000 PRN DEFINED 1,2,3,4 3000000
NASH FINCH CO FRNT 1.631% 3/1 631158AD4 16075 34302000 PRN DEFINED 1,2,3,4 34302000
NAVISTAR INTL CORP NOTE 3.000%10/1 63934EAL2 30918 28075000 PRN DEFINED 1,2,3,4 28075000
NEWPARK RESOURCES INC NOTE 4.000%10/0 651718AC2 32404 29474000 PRN DEFINED 1,2,3,4 29474000
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 24138 28815000 PRN DEFINED 1,2,3,4 28815000
OLD REPUBLIC INTL CORP NOTE 8.000% 5/1 680223AF1 4812 4743000 PRN DEFINED 1,2,3,4 4743000
OLD REPUBLIC INTL CORP NOTE 3.750% 3/1 680223AH7 29161 30323000 PRN DEFINED 1,2,3,4 30323000
OMNICARE CAP TRUST II PFD B 68214Q200 40084 835260 SH DEFINED 1,2,3,4 835260
OMNICARE INC DBCV 3.250%12/1 681904AL2 11731 12845000 PRN DEFINED 1,2,3,4 12845000
OMNICARE INC NOTE 3.750%12/1 681904AN8 46911 32645000 PRN DEFINED 1,2,3,4 32645000
ON SEMICONDUCTOR CORP NOTE 2.625% 12/1682189AH8 79953 67445000 PRN DEFINED 1,2,3,4 67445000
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 44420 35247000 PRN DEFINED 1,2,3,4 35247000
PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 924 925000 PRN DEFINED 1,2,3,4 925000
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 22212 23281000 PRN DEFINED 1,2,3,4 23281000
PHH CORP NOTE 4.000% 9/0 693320AN3 21237 21975000 PRN DEFINED 1,2,3,4 21975000
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 1416 2972000 PRN DEFINED 1,2,3,4 2972000
PROSPECT CAPITAL CORP NOTE 5.500% 8/1 74348TAD4 16295 16800000 PRN DEFINED 1,2,3,4 16800000
PROVIDENCE SERVICE CORP NOTE 6.500% 5/1 743815AB8 12643 12655000 PRN DEFINED 1,2,3,4 12655000
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 17476 25380000 PRN DEFINED 1,2,3,4 25380000
RADISYS CORP NOTE 2.750% 2/1 750459AE9 10107 10184000 PRN DEFINED 1,2,3,4 10184000
RAIT FINANCIAL TRUST NOTE 7.000% 4/0 749227AA2 10190 12042000 PRN DEFINED 1,2,3,4 12042000
RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 2444 2500000 PRN DEFINED 1,2,3,4 2500000
RENTECH INC NOTE 4.000% 4/1 760112AA0 7485 7509000 PRN DEFINED 1,2,3,4 7509000
RIO TINTO PLC SPONSORED ADR 767204100 7866 141500 SH DEFINED 1,2,3,4 141500
ROVI CORP NOTE 2.625% 2/1 779376AB8 30304 28741000 PRN DEFINED 1,2,3,4 28741000
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 37308 36475000 PRN DEFINED 1,2,3,4 36475000
SAFEWAY INC COM NEW 786514208 20210 1000000 SH DEFINED 1,2,3,4 1000000
SALIX PHARMACEUTICALS INC NOTE 2.750% 795435AC0 16731 12454000 PRN DEFINED 1,2,3,4 12454000
SANDISK CORP NOTE 1.500% 80004CAD3 100897 85405000 PRN DEFINED 1,2,3,4 85405000
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 58592 46382000 PRN DEFINED 1,2,3,4 46382000
SINA COM ORD ORD G81477104 2620 40300 SH DEFINED 1,2,3,4 40300
Southern Copper Corp COM 84265V105 287 9052 SH DEFINED 1,2,3,4 9052
SPARTAN STORES INC NOTE 3.375% 846822AE4 4478 4898000 PRN DEFINED 1,2,3,4 4898000
SPIRIT AIRLINES INC COM 848577102 261256 13017261 SH DEFINED 1,2,3,4 13017261
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 16884 138760 PRN DEFINED 1,2,3,4 138760
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 46708 40922000 PRN DEFINED 1,2,3,4 40922000
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 11831 12539000 PRN DEFINED 1,2,3,4 12539000
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 2230 2250000 PRN DEFINED 1,2,3,4 2250000
STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 788 795000 PRN DEFINED 1,2,3,4 795000
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 6517 7350000 PRN DEFINED 1,2,3,4 7350000
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 28596 31817000 PRN DEFINED 1,2,3,4 31817000
SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 9510 11885000 PRN DEFINED 1,2,3,4 11885000
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 30600 28615000 PRN DEFINED 1,2,3,4 28615000
TELEFONICA BRASIL SA ADR 87936R106 282 9200 SH DEFINED 1,2,3,4 9200
TIME WARNER CABLE INC COM 88732J207 44092 541000 SH DEFINED 1,2,3,4 541000
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 24789 22925000 PRN DEFINED 1,2,3,4 22925000
TIME WARNER TELECOM INC DBCV 2.375% 887319AC5 8302 6632000 PRN DEFINED 1,2,3,4 6632000
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5605 2287900 SH DEFINED 1,2,3,4 2287900
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAE2 57217 49460000 PRN DEFINED 1,2,3,4 49460000
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 78388 66010000 PRN DEFINED 1,2,3,4 66010000
USEC INC NOTE 3.000%10/0 90333EAC2 5010 10455000 PRN DEFINED 1,2,3,4 10455000
VALE SA ADR 91912E105 12266 525754 SH DEFINED 1,2,3,4 525754
VERENIUM CORP NOTE 5.500% 4/0 92340PAA8 9873 10080000 PRN DEFINED 1,2,3,4 10080000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 26013 20259000 PRN DEFINED 1,2,3,4 20259000
VISHAY INTERTECHNOLOGY INC COM 928298108 33440 2750000 SH DEFINED 1,2,3,4 2750000
VOLCANO CORP NOTE 2.875% 9/0 928645AA8 6511 5640000 PRN DEFINED 1,2,3,4 5640000
WSP HOLDINGS LIMITED ADR NEW 92934F203 2719 1408800 SH DEFINED 1,2,3,4 1408800
/TEXT
/DOCUMENT
/SUBMISSION