-----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, VVliezDRj3Yy7zwoiytUVLWI7mCt2viNOb32OvWW8oIDGfIP8liuI76JHLkl316r GOJsXOvZrGrlDJTTfKvEsQ== 0001193125-08-236878.txt : 20081114 0001193125-08-236878.hdr.sgml : 20081114 20081114161205 ACCESSION NUMBER: 0001193125-08-236878 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OZ MANAGEMENT LP CENTRAL INDEX KEY: 0001054587 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06663 FILM NUMBER: 081191457 BUSINESS ADDRESS: STREET 1: 9 WEST 57TH STREET, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127900165 MAIL ADDRESS: STREET 1: 9 WEST 57TH STREET, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: OZ MANAGEMENT LLC DATE OF NAME CHANGE: 19980204 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 Check here if Amendment [_]; Amendment No.: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OZ Management, LP Address: 9 West 57th Street 39th Floor New York, New York 10019 13F File Number: 28-6912 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: Daniel S. Och Title: Chief Executive Officer Phone: 212-790-0000 /s/ Daniel S. Och New York, New York Dated: November 14, 2008 - ----------------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 281 Form 13F Information Table Value Total: $5,083,680 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. List of Other Included Managers No. 13F File Number Name - --- --------------- ---- FORM 13 F INFORMATION TABLE Dated as of 9/30/2008
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Voting Authority Title of Value Shrs or SH/ Put/ Investment Other ----------------------- Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - ------------------------------------------------------------------------------------------------------------------------------------ A D C TELECOMMUNICA- TIONS COM NEW 000886309 $ 250,441.10 $ 250.44 29,638 SH Sole 29,638 A D C TELECOMMUNIC- NOTE 3.500% ATIONS 7/1 000886AF8 $ 19,661,630.26 $ 19,661.63 29,000,000 PRN Sole 29,000,000 AAR CORP NOTE 2.250% 3/0 000361AL9 $ 12,734,812.03 $ 12,734.81 17,500,000 PRN Sole 17,500,000 ACERGY S A SPONSORED ADR 00443E104 $ 1,076,420.00 $ 1,076.42 107,000 SH Sole 107,000 ACTIVIDENTITY CORP COM 00506P103 $ 9,919,949.08 $ 9,919.95 4,389,358 SH Sole 4,389,358 ADVANCED MICRO NOTE 6.000% DEVICES INC 5/0 007903AL1 $ 56,073,608.50 $ 56,073.61 117,500,000 PRN Sole 117,500,000 AIRTRAN HLDGS NOTE 7.000% INC 7/0 00949PAB4 $ 10,367,825.00 $ 10,367.83 16,790,000 PRN Sole 16,790,000 AK STL HLDG CORP COM 001547108 $ 1,218,240.00 $ 1,218.24 47,000 SH Sole 47,000 ALLIANT NOTE 3.000% TECHSYSTEMS INC 8/1 018804AK0 $ 44,401,957.14 $ 44,401.96 33,471,000 PRN Sole 33,471,000 ALTRIA GROUP INC COM 02209S103 $ 363,845.76 $ 363.85 18,339 SH Sole 18,339 AMERICAN AXLE & MFG HLDGS IN COM 024061103 $ 3,631,555.44 $ 3,631.56 677,529 SH Sole 677,529 AMERICAN INTL UNIT GROUP INC 99/99/9999 026874115 $ 2,213,650.78 $ 2,213.65 258,400 SH Sole 258,400 AMERICAN TOWER CORP CL A 029912201 $ 69,565,728.21 $ 69,565.73 1,933,993 SH Sole 1,933,993 AMERICREDIT NOTE 0.750% CORP 9/1 03060RAP6 $ 28,141,374.61 $ 28,141.37 46,500,000 PRN Sole 46,500,000 AMGEN INC COM 031162100 $ 260,788.00 $ 260.79 4,400 SH Sole 4,400 AMGEN INC NOTE 0.375% 2/0 031162AQ3 $ 66,985,147.40 $ 66,985.15 74,226,000 PRN Sole 74,226,000 ANADARKO PETE CORP COM 032511107 $ 31,012,637.04 $ 31,012.64 639,304 SH Sole 639,304 ANHEUSER BUSCH COS INC COM 035229103 $ 655,288.00 $ 655.29 10,100 SH Sole 10,100 APPLE INC COM 037833100 $ 857,110.06 $ 857.11 7,541 SH Sole 7,541 ARCELORMITTAL NY REGISTRY SA LUXEMBOURG SH 03938L104 $ 9,534,833.58 $ 9,534.83 193,091 SH Sole 193,091 ARCHER DANIELS UNIT MIDLAND CO 99/99/9999 039483201 $ 45,340,355.73 $ 45,340.36 1,500,000 SH Sole 1,500,000 ARTHROCARE CORP COM 043136100 $ 2,827,440.00 $ 2,827.44 102,000 SH Sole 102,000 ARVINMERITOR NOTE 4.625% INC 3/0 043353AF8 $ 24,592,247.85 $ 24,592.25 30,735,000 PRN Sole 30,735,000 ARVINMERITOR NOTE 4.000% INC 2/1 043353AH4 $ 5,668,526.52 $ 5,668.53 8,679,000 PRN Sole 8,679,000 AT&T INC COM 00206R102 $ 1,114,538.48 $ 1,114.54 39,919 SH Sole 39,919 ATLAS ENERGY RESOURCES LLC COM 049303100 $ 51,614,886.60 $ 51,614.89 2,000,577 SH Sole 2,000,577 BALLY TECHNOLOGIES INC COM 05874B107 $ 64,945,179.88 $ 64,945.18 2,144,821 SH Sole 2,144,821 BANCO BRADESCO SP ADR PFD S A NEW 059460303 $ 2,571,975.00 $ 2,571.98 159,750 SH Sole 159,750 BARRETT BILL NOTE 5.000% CORP 3/1 06846NAA2 $ 16,926,836.71 $ 16,926.84 19,500,000 PRN Sole 19,500,000 BIOMARIN PHARMACEUTICAL NOTE 1.875% INC 4/2 09061GAD3 $ 29,281,504.37 $ 29,281.50 21,000,000 PRN Sole 21,000,000 BOEING CO COM 097023105 $ 493,210.00 $ 493.21 8,600 SH Sole 8,600 BON-TON STORES INC COM 09776J101 $ 197,036.80 $ 197.04 72,440 SH Sole 72,440 BRISTOL MYERS SQUIBB CO COM 110122108 $ 591,994.05 $ 591.99 28,393 SH Sole 28,393 CAL MAINE FOODS INC COM NEW 128030202 $ 13,269,984.00 $ 13,269.98 483,600 SH Sole 483,600 CAPITAL ONE FINL CORP COM 14040H105 $ 499,086.00 $ 499.09 9,786 SH Sole 9,786 CENTRAL EUROPEAN DIST NOTE 3.000% CORP 3/1 153435AA0 $ 6,780,225.87 $ 6,780.23 8,000,000 PRN Sole 8,000,000 CENVEO INC COM 15670S105 $ 14,506,123.78 $ 14,506.12 1,886,362 SH Sole 1,886,362 CEPHALON INC NOTE 2.000% 6/0 156708AP4 $ 32,489,465.42 $ 32,489.47 19,000,000 PRN Sole 19,000,000 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 $ 1,916,680.75 $ 1,916.68 2,500,000 PRN Sole 2,500,000 CHEMTURA CORP COM 163893100 $ 389,424.00 $ 389.42 85,400 SH Sole 85,400 CHENIERE ENERGY INC COM NEW 16411R208 $ 455,490.00 $ 455.49 202,440 SH Sole 202,440 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 $ 2,843,750.00 $ 2,843.75 16,250,000 PRN Sole 16,250,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 $ 75,733,563.60 $ 75,733.56 77,410,000 PRN Sole 77,410,000 CHESAPEAKE NOTE 2.500% ENERGY CORP 5/1 165167CA3 $149,040,835.54 $149,040.84 152,340,000 PRN Sole 152,340,000 CHICOPEE BANCORP INC COM 168565109 $ 8,782,336.56 $ 8,782.34 669,896 SH Sole 669,896 CHINA LIFE INS SPON ADR CO LTD REP H 16939P106 $ 1,006,722.00 $ 1,006.72 18,100 SH Sole 18,100 CHINA MED TECHNOLOGIES SPONSORED INC ADR 169483104 $ 363,723.12 $ 363.72 11,164 SH Sole 11,164 CHINA MED TECHNOLOGIES NOTE INC 3.500%11/1 169483AB0 $ 20,669,448.28 $ 20,669.45 18,500,000 PRN Sole 18,500,000
CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 $ 9,066,317.64 $ 9,066.32 12,150,000 PRN Sole 12,150,000 CHINA SUNERGY CO LTD SPON ADR 16942X104 $ 487,792.00 $ 487.79 68,800 SH Sole 68,800 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 $ 153,000.00 $ 153.00 170,000 SH Sole 170,000 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 $ 36,522,422.79 $ 36,522.42 40,498,000 PRN Sole 40,498,000 CIENA CORP NOTE 0.875% 6/1 171779AE1 $ 31,458,531.08 $ 31,458.53 62,500,000 PRN Sole 62,500,000 CIGNA CORP COM 125509109 $ 98,867,426.46 $ 98,867.43 2,909,577 SH Sole 2,909,577 CISCO SYS INC COM 17275R102 $ 846,000.00 $ 846.00 37,500 SH Sole 37,500 CIT GROUP INC COM 125581108 $ 506,771.52 $ 506.77 72,812 SH Sole 72,812 CITIGROUP INC COM 172967101 $ 9,102,338.00 $ 9,102.34 443,800 SH Sole 443,800 CKX INC COM 12562M106 $ 29,263,369.52 $ 29,263.37 4,750,547 SH Sole 4,750,547 CLEARWIRE CORP CL A 185385309 $ 1,782,000.00 $ 1,782.00 150,000 SH Sole 150,000 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 $ 15,880,917.29 $ 15,880.92 15,206,000 PRN Sole 15,206,000 COMCAST CORP NEW CL A 20030N101 $ 3,681,665.39 $ 3,681.67 187,553 SH Sole 187,553 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 $ 15,069,362.43 $ 15,069.36 47,255,000 PRN Sole 47,255,000 CONSTELLATION ENERGY GROUP I COM 210371100 $ 6,682,500.00 $ 6,682.50 275,000 SH Sole 275,000 CONTINENTAL AIRLS INC CL B 210795308 $ 485,388.00 $ 485.39 29,100 SH Sole 29,100 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 $ 1,970,000.00 $ 1,970.00 2,000,000 PRN Sole 2,000,000 COVIDIEN LTD COM G2552X108 $ 1,585,920.00 $ 1,585.92 29,500 SH Sole 29,500 CSX CORP COM 126408103 $ 24,752,679.15 $ 24,752.68 453,595 SH Sole 453,595 CVS CAREMARK CORPORATION COM 126650100 $ 71,366,100.30 $ 71,366.10 2,120,205 SH Sole 2,120,205 DELL INC COM 24702R101 $ 234,016.00 $ 234.02 14,200 SH Sole 14,200 DISCOVER FINL SVCS COM 254709108 $ 540,652.22 $ 540.65 39,121 SH Sole 39,121 DOMTAR CORP COM 257559104 $ 2,959,640.00 $ 2,959.64 643,400 SH Sole 643,400 DST SYS INC DEL COM 233326107 $ 65,590,997.23 $ 65,591.00 1,171,477 SH Sole 1,171,477 E M C CORP MASS COM 268648102 $ 540,233.20 $ 540.23 45,170 SH Sole 45,170 E M C CORP MASS NOTE 1.750%12/0 268648AM4 $ 28,628,186.89 $ 28,628.19 29,583,000 PRN Sole 29,583,000 EAGLE MATERIALS INC COM 26969P108 $ 22,722,931.49 $ 22,722.93 1,015,777 SH Sole 1,015,777 EASTMAN KODAK CO COM 277461109 $ 656,341.50 $ 656.34 42,675 SH Sole 42,675 ECB BANCORP INC COM 268253101 $ 6,718,560.00 $ 6,718.56 279,940 SH Sole 279,940 ENERGY CONVERSION DEVICES IN COM 292659109 $ 2,429,025.00 $ 2,429.03 41,700 SH Sole 41,700 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 $ 12,905,589.48 $ 12,905.59 15,000,000 PRN Sole 15,000,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 $ 42,591,907.84 $ 42,591.91 50,406,000 PRN Sole 50,406,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 $ 3,979,771.04 $ 3,979.77 7,000,000 PRN Sole 7,000,000 EXELON CORP COM 30161N101 $ 281,790.00 $ 281.79 4,500 SH Sole 4,500 EXULT INC DEL NOTE 2.500%10/0 302284AB0 $ 25,967.50 $ 25.97 26,000 PRN Sole 26,000 FEI CO NOTE 2.875% 6/0 30241LAF6 $ 10,678,903.94 $ 10,678.90 10,500,000 PRN Sole 10,500,000 FIBERTOWER CORP COM 31567R100 $ 7,778,919.24 $ 7,778.92 5,636,898 SH Sole 5,636,898 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 $ 42,227,500.00 $ 42,227.50 63,500,000 PRN Sole 63,500,000 FIFTH THIRD BANCORP COM 316773100 $ 8,363,700.80 $ 8,363.70 702,832 SH Sole 702,832 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 $ 3,727,678.60 $ 3,727.68 433,451 SH Sole 433,451 FIRST CLOVER LEAF FIN CORP COM 31969M105 $ 6,686,899.00 $ 6,686.90 786,694 SH Sole 786,694 FIRST HORIZON NATL CORP COM 320517105 $ 35,345,990.16 $ 35,345.99 3,776,281 SH Sole 3,776,281 FLEXTRONICS INTL LTD ORD Y2573F102 $ 1,862,040.00 $ 1,862.04 263,000 SH Sole 263,000 FLOTEK INDS INC DEL COM 343389102 $ 274,791.00 $ 274.79 24,981 SH Sole 24,981 FORD MTR CO DEL COM PAR $0.01 345370860 $ 6,417,060.00 $ 6,417.06 1,234,050 SH Sole 1,234,050 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 $ 52,678,263.28 $ 52,678.26 80,000,000 PRN Sole 80,000,000 FORDING CDN COAL TR TR UNIT 345425102 $ 2,455,258.35 $ 2,455.26 29,929 SH Sole 29,929 FOREST OIL CORP COM PAR $0.01 346091705 $ 88,554,401.60 $ 88,554.40 1,785,371 SH Sole 1,785,371 FOX CHASE BANCORP COM 35137P106 $ 2,942,000.10 $ 2,942.00 251,453 SH Sole 251,453 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 $ 54,904,311.92 $ 54,904.31 646,200 SH Sole 646,200 FX REAL ESTATE & ENTMT INC COM 302709100 $ 1,259,844.56 $ 1,259.84 1,211,389 SH Sole 1,211,389 GENCORP INC SDCV 2.250%11/1 368682AL4 $ 5,606,250.00 $ 5,606.25 7,500,000 PRN Sole 7,500,000 GENENTECH INC COM NEW 368710406 $ 56,200,595.28 $ 56,200.60 633,746 SH Sole 633,746
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 $ 43,547,873.33 $ 43,547.87 48,389,000 PRN Sole 48,389,000 GENERAL ELECTRIC CO COM 369604103 $ 4,359,225.00 $ 4,359.23 170,950 SH Sole 170,950 GENERAL GROWTH PPTYS INC COM 370021107 $ 160,573.40 $ 160.57 10,634 SH Sole 10,634 GENERAL MOLY INC COM 370373102 $ 17,441,794.80 $ 17,441.79 4,009,608 SH Sole 4,009,608 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 7,440,709.60 $ 7,440.71 850,000 SH Sole 850,000 GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 $ 4,250,000.00 $ 4,250.00 10,000,000 PRN Sole 10,000,000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $ 18,353,370.77 $ 18,353.37 1,913,803 SH Sole 1,913,803 GOLDMAN SACHS GROUP INC COM 38141G104 $ 10,355,200.00 $ 10,355.20 80,900 SH Sole 80,900 GREAT BASIN GOLD LTD COM 390124105 $ 12,352,177.55 $ 12,352.18 6,027,636 SH Sole 6,027,636 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 $ 5,614,375.00 $ 5,614.38 6,500,000 PRN Sole 6,500,000 HALLIBURTON CO COM 406216101 $ 19,227,967.21 $ 19,227.97 593,639 SH Sole 593,639 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 $ 22,360,900.00 $ 22,360.90 28,760,000 PRN Sole 28,760,000 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 $ 2,673,476.58 $ 2,673.48 3,900,000 PRN Sole 3,900,000 HEALTH CARE REIT INC COM 42217K106 $ 1,229,613.00 $ 1,229.61 23,100 SH Sole 23,100 HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 $ 8,955,157.12 $ 8,955.16 12,500,000 PRN Sole 12,500,000 HERITAGE COMMERCE CORP COM 426927109 $ 10,856,258.58 $ 10,856.26 713,289 SH Sole 713,289 HILLTOP HOLDINGS INC COM 432748101 $ 28,255,406.64 $ 28,255.41 2,737,927 SH Sole 2,737,927 HOLOGIC INC FRNT 2.000%12/1 436440AA9 $ 3,720,275.26 $ 3,720.28 5,000,000 PRN Sole 5,000,000 HOME DEPOT INC COM 437076102 $ 297,735.00 $ 297.74 11,500 SH Sole 11,500 HOST HOTELS & RESORTS INC COM 44107P104 $ 2,482,771.35 $ 2,482.77 186,815 SH Sole 186,815 IAC INTERACTIVECORP COM PAR $.001 44919P508 $ 256,576.30 $ 256.58 14,831 SH Sole 14,831 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 $ 68,098,192.20 $ 68,098.19 36,200,000 PRN Sole 36,200,000 IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 $ 21,656,250.00 $ 21,656.25 22,500,000 PRN Sole 22,500,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 $ 12,358,010.00 $ 12,358.01 371,000 SH Sole 371,000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 $ 1,018,942.26 $ 1,018.94 23,142 SH Sole 23,142 INTEL CORP COM 458140100 $ 1,086,396.19 $ 1,086.40 58,003 SH Sole 58,003 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 327,488.00 $ 327.49 2,800 SH Sole 2,800 INTEROIL CORP COM 460951106 $ 27,513,750.00 $ 27,513.75 1,000,500 SH Sole 1,000,500 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 79,988,490.00 $ 79,988.49 2,666,283 SH Sole 2,666,283 INVITROGEN CORP COM 46185R100 $ 5,760,720.00 $ 5,760.72 152,400 SH Sole 152,400 IPC HLDGS LTD ORD G4933P101 $ 2,243,092.50 $ 2,243.09 74,250 SH Sole 74,250 JDS UNIPHASE CORP COM PAR $0.001 46612J507 $ 84,700.00 $ 84.70 10,000 SH Sole 10,000 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 $ 8,415,000.00 $ 8,415.00 8,500,000 PRN Sole 8,500,000 JETBLUE AIRWAYS CORP COM 477143101 $ 292,584.60 $ 292.58 59,108 SH Sole 59,108 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 $ 14,401,687.40 $ 14,401.69 19,405,000 PRN Sole 19,405,000 JOHNSON & JOHNSON COM 478160104 $ 616,592.00 $ 616.59 8,900 SH Sole 8,900 JOS A BANK CLOTHIERS INC COM 480838101 $ 17,640,000.00 $ 17,640.00 525,000 SH Sole 525,000 JPMORGAN & CHASE & CO COM 46625H100 $ 429,640.00 $ 429.64 9,200 SH Sole 9,200 KANSAS CITY SOUTHERN COM NEW 485170302 $ 3,880,657.16 $ 3,880.66 87,481 SH Sole 87,481 KEARNY FINL CORP COM 487169104 $ 5,407,044.48 $ 5,407.04 441,752 SH Sole 441,752 KEYCORP NEW COM 493267108 $ 18,269,608.92 $ 18,269.61 1,530,118 SH Sole 1,530,118 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 1,840,534.50 $ 1,840.53 148,550 SH Sole 148,550 KRAFT FOODS INC CL A 50075N104 $ 251,683.75 $ 251.68 7,685 SH Sole 7,685 LEAP WIRELESS INTL INC COM NEW 521863308 $ 407,670.00 $ 407.67 10,700 SH Sole 10,700 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 $ 25,009,809.90 $ 25,009.81 2,810,091 SH Sole 2,810,091 LIFE TIME FITNESS INC COM 53217R207 $ 10,944,500.00 $ 10,944.50 350,000 SH Sole 350,000 LIGAND PHARMACEUTICALS INC C CL B 53220K207 $ 7,878,193.30 $ 7,878.19 2,670,574 SH Sole 2,670,574 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 $ 49,599,862.75 $ 49,599.86 56,750,000 PRN Sole 56,750,000 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 $ 36,400,000.00 $ 36,400.00 40,000,000 PRN Sole 40,000,000 LIZ CLAIBORNE INC COM 539320101 $ 5,224,740.00 $ 5,224.74 318,000 SH Sole 318,000 LOCKHEED MARTIN CORP COM 539830109 $ 482,548.00 $ 482.55 4,400 SH Sole 4,400 LORILLARD INC COM 544147101 $ 26,218,703.85 $ 26,218.70 368,499 SH Sole 368,499 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 $ 25,168,878.46 $ 25,168.88 26,500,000 PRN Sole 26,500,000
MACROVISION SOLUTIONS CORP COM 55611C108 $102,080,689.68 $102,080.69 6,637,236 SH Sole 6,637,236 MAGUIRE PPTYS INC COM 559775101 $ 344,339.00 $ 344.34 57,775 SH Sole 57,775 MARATHON OIL CORP COM 565849106 $106,252,314.03 $106,252.31 2,664,969 SH Sole 2,664,969 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 $ 35,874,379.40 $ 35,874.38 52,000,000 PRN Sole 52,000,000 MCDONALDS CORP COM 580135101 $ 2,410,248.80 $ 2,410.25 39,064 SH Sole 39,064 MEDICINOVA INC COM NEW 58468P206 $ 969,190.12 $ 969.19 426,956 SH Sole 426,956 MEDTRONIC INC COM 585055106 $ 12,462,976.20 $ 12,462.98 248,762 SH Sole 248,762 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 $ 77,617,534.56 $ 77,617.53 77,500,000 PRN Sole 77,500,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 $ 47,276,526.63 $ 47,276.53 47,226,000 PRN Sole 47,226,000 MERCK & CO INC COM 589331107 $ 628,044.00 $ 628.04 19,900 SH Sole 19,900 MERRILL LYNCH & CO INC COM 590188108 $ 2,223,288.10 $ 2,223.29 87,877 SH Sole 87,877 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 $ 7,607,120.00 $ 7,607.12 8,000,000 PRN Sole 8,000,000 METLIFE INC UNIT 02/15/2010 59156R702 $ 6,628,386.88 $ 6,628.39 498,008 SH Sole 498,008 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 $ 14,397,362.51 $ 14,397.36 15,000,000 PRN Sole 15,000,000 MICROSOFT CORP COM 594918104 $ 4,619,665.34 $ 4,619.67 173,086 SH Sole 173,086 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 $ 35,667,633.30 $ 35,667.63 37,500,000 PRN Sole 37,500,000 MORGAN STANLEY COM NEW 617446448 $ 1,682,266.00 $ 1,682.27 73,142 SH Sole 73,142 M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 $ 2,100,662.77 $ 2,100.66 2,233,000 PRN Sole 2,233,000 MYLAN INC COM 628530107 $ 81,272,988.08 $ 81,272.99 7,116,724 SH Sole 7,116,724 NATIONAL CITY CORP COM 635405103 $ 350,000.00 $ 350.00 200,000 SH Sole 200,000 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 $ 13,340,000.00 $ 13,340.00 29,000,000 PRN Sole 29,000,000 NCR CORP NEW COM 62886E108 $ 99,061,807.95 $ 99,061.81 4,492,599 SH Sole 4,492,599 NEWPORT BANCORP INC COM 651754103 $ 5,219,611.50 $ 5,219.61 434,964 SH Sole 434,964 NEWSTAR FINANCIAL INC COM 65251F105 $ 57,828,549.68 $ 57,828.55 7,148,152 SH Sole 7,148,152 NOVELL INC DBCV 0.500% 7/1 670006AC9 $ 5,280,000.00 $ 5,280.00 5,500,000 PRN Sole 5,500,000 NRG ENERGY INC COM NEW 629377508 $ 28,541,378.25 $ 28,541.38 1,153,187 SH Sole 1,153,187 NVIDIA CORP COM 67066G104 $ 24,851,805.30 $ 24,851.81 2,320,430 SH Sole 2,320,430 OFFICE DEPOT INC COM 676220106 $ 2,153,400.00 $ 2,153.40 370,000 SH Sole 370,000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $ 25,965,634.49 $ 25,965.63 28,500,000 PRN Sole 28,500,000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 $ 9,172,860.02 $ 9,172.86 10,710,000 PRN Sole 10,710,000 ORACLE CORP COM 68389X105 $ 432,603.00 $ 432.60 21,300 SH Sole 21,300 OSAGE BANCSHARES INC COM 68764U106 $ 2,769,229.16 $ 2,769.23 298,727 SH Sole 298,727 PAMRAPO BANCORP INC COM 697738102 $ 847,191.60 $ 847.19 83,058 SH Sole 83,058 PANTRY INC NOTE 3.000%11/1 698657AL7 $ 33,838,147.14 $ 33,838.15 42,000,000 PRN Sole 42,000,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 $ 1,402,005.00 $ 1,402.01 31,900 SH Sole 31,900 PFIZER INC COM 717081103 $ 4,331,666.64 $ 4,331.67 234,906 SH Sole 234,906 PHARMACOPEIA INC COM 7171EP101 $ 2,900,517.44 $ 2,900.52 1,946,656 SH Sole 1,946,656 PHH CORP COM NEW 693320202 $ 1,590,666.81 $ 1,590.67 119,689 SH Sole 119,689 PHILIP MORRIS INTL INC COM 718172109 $ 1,161,085.90 $ 1,161.09 24,139 SH Sole 24,139 PRIDE INTL INC DEL COM 74153Q102 $ 60,442,981.83 $ 60,442.98 2,041,303 SH Sole 2,041,303 PROCTER & GAMBLE CO COM 742718109 $ 2,649,195.66 $ 2,649.20 38,014 SH Sole 38,014 PROLOGIS SH BEN INT 743410102 $ 2,180,871.88 $ 2,180.87 52,844 SH Sole 52,844 PRUDENTIAL FINL INC COM 744320102 $ 230,400.00 $ 230.40 3,200 SH Sole 3,200 PRUDENTIAL FINL INC FRNT 12/1 744320AG7 $ 18,667,500.00 $ 18,667.50 19,000,000 PRN Sole 19,000,000 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 $ 94,500,000.00 $ 94,500.00 100,000,000 PRN Sole 100,000,000 PULTE HOMES INC COM COM 745867101 $ 5,194,046.00 $ 5,194.05 371,800 SH Sole 371,800 QUALCOMM INC COM COM 747525103 $ 50,475,870.69 $ 50,475.87 1,174,677 SH Sole 1,174,677 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 $ 15,765,385.87 $ 15,765.39 6,500,000 PRN Sole 6,500,000 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 3,913,145.00 $ 3,913.15 1,211,500 SH Sole 1,211,500 RIO TINTO PLC SPONSORED ADR 767204100 $ 12,701,296.50 $ 12,701.30 50,907 SH Sole 50,907 RITE AID CORP COM 767754104 $ 861,000.00 $ 861.00 1,025,000 SH Sole 1,025,000 RITE AID CORP NOTE 8.500% 5/1 767754BU7 $ 2,282,740.00 $ 2,282.74 3,670,000 PRN Sole 3,670,000 RIVIERA HLDGS CORP COM 769627100 $ 1,306,271.40 $ 1,306.27 177,724 SH Sole 177,724
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $ 41,718,390.35 $ 41,718.39 52,000,000 PRN Sole 52,000,000 SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T208 $ 26,339,857.95 $ 26,339.86 2,878,673 SH Sole 2,878,673 SATYAM COMPUTER SERVICES LTD ADR 804098101 $ 5,539,450.00 $ 5,539.45 343,000 SH Sole 343,000 SCIELE PHARMA INC COM 808627103 $ 917,110.94 $ 917.11 29,786 SH Sole 29,786 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 $ 19,690,368.66 $ 19,690.37 17,000,000 PRN Sole 17,000,000 SEPRACOR INC NOTE 10/1 817315AW4 $ 1,785,000.00 $ 1,785.00 2,000,000 PRN Sole 2,000,000 SIMON PPTY GROUP INC NEW COM 828806109 $ 573,949.00 $ 573.95 5,917 SH Sole 5,917 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 $ 495,960.64 $ 495.96 6,400 SH Sole 6,400 SINA CORP NOTE 7/1 82922RAB9 $ 48,653,156.25 $ 48,653.16 33,525,000 PRN Sole 33,525,000 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 $ 16,720,000.00 $ 16,720.00 19,000,000 PRN Sole 19,000,000 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 $ 10,739,280.00 $ 10,739.28 12,344,000 PRN Sole 12,344,000 SIX FLAGS INC COM 83001P109 $ 2,031,360.00 $ 2,031.36 2,944,000 SH Sole 2,944,000 SIX FLAGS INC PIERS 83001P505 $ 1,637,679.94 $ 1,637.68 292,966 SH Sole 292,966 SK TELECOM LTD SPONSORED ADR 78440P108 $ 1,049,685.50 $ 1,049.69 55,775 SH Sole 55,775 SMART BALANCE INC COM 83169Y108 $ 11,239,543.20 $ 11,239.54 1,713,345 SH Sole 1,713,345 SMITHTOWN BANCORP INC COM 832449102 $ 4,747,376.71 $ 4,747.38 215,000 SH Sole 215,000 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 1,171,240.00 $ 1,171.24 249,200 SH Sole 249,200 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 $ 5,282,500.00 $ 5,282.50 5,000,000 PRN Sole 5,000,000 SOUTH FINL GROUP INC COM 837841105 $ 45,268,284.23 $ 45,268.28 38,438 SH Sole 38,438 SOUTHERN UN CO NEW COM 844030106 $ 73,731,093.45 $ 73,731.09 3,570,513 SH Sole 3,570,513 SOVEREIGN BANCORP INC COM 845905108 $ 7,845,245.10 $ 7,845.25 1,986,138 SH Sole 1,986,138 SPDR TR UNIT SER 1 78462F103 $ 61,459,737.29 $ 61,459.74 529,871 SH Sole 529,871 SPRINT NEXTEL CORP COM SER 1 852061100 $ 1,516,527.10 $ 1,516.53 248,611 SH Sole 248,611 STMICROEL- ECTRONI N V CS NY REGISTRY 861012102 $ 570,080.00 $ 570.08 56,000 SH Sole 56,000 SUNPOWER CORP COM CL A 867652109 $ 1,618,197.02 $ 1,618.20 22,814 SH Sole 22,814 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $ 12,437,500.00 $ 12,437.50 12,500,000 PRN Sole 12,500,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 $ 1,382,752.63 $ 1,382.75 38,549 SH Sole 38,549 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 $ 60,336,890.29 $ 60,336.89 58,500,000 PRN Sole 58,500,000 SUSSEX BANCORP COM 869245100 $ 794,894.10 $ 794.89 103,233 SH Sole 103,233 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 $ 28,063,268.75 $ 28,063.27 25,000,000 PRN Sole 25,000,000 SYNAPTICS INC COM 87157D109 $ 12,543,868.70 $ 12,543.87 415,085 SH Sole 415,085 SYNCORA HOLDINGS LTD SHS G8649T109 $ 4,312,899.00 $ 4,312.90 3,194,740 SH Sole 3,194,740 TATA MTRS LTD SPONSORED ADR 876568502 $ 640,659.42 $ 640.66 83,637 SH Sole 83,637 TERRESTAR CORP COM 881451108 $ 1,773,678.00 $ 1,773.68 1,773,678 SH Sole 1,773,678 TESORO CORP COM 881609101 $ 2,057,952.00 $ 2,057.95 124,800 SH Sole 124,800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $ 41,909,618.03 $ 41,909.62 915,257 SH Sole 915,257 TRANSOCEAN INC NEW SHS G90073100 $ 32,578,873.52 $ 32,578.87 296,603 SH Sole 296,603 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 $ 4,605,603.96 $ 4,605.60 5,000,000 PRN Sole 5,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 $ 83,278,815.59 $ 83,278.82 91,500,000 PRN Sole 91,500,000 TRIAN ACQUISITION I CORP UNIT 99/99/9999 89582E207 $ 43,141,335.00 $ 43,141.34 4,714,900 SH Sole 4,714,900 TRIMERIS INC COM 896263100 $ 654,105.27 $ 654.11 166,439 SH Sole 166,439 TRINA SOLAR LIMITED SPON ADR 89628E104 $ 1,285,200.00 $ 1,285.20 56,000 SH Sole 56,000 TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 $ 11,690,930.29 $ 11,690.93 13,500,000 PRN Sole 13,500,000 TYCO ELECTRONICS LTD COM NEW G9144P105 $ 1,164,486.00 $ 1,164.49 42,100 SH Sole 42,100 TYCO INTL LTD BERMUDA SHS G9143X208 $ 967,287.42 $ 967.29 27,621 SH Sole 27,621 TYSON FOODS INC NOTE 3.250% 10/1 902494AP8 $ 16,148,816.21 $ 16,148.82 17,500,000 PRN Sole 17,500,000 UAL CORP DBCV 5.000% 2/0 902549AE4 $ 7,744,360.10 $ 7,744.36 16,303,916 PRN Sole 16,303,916 UAL CORP NOTE 4.500% 6/3 902549AH7 $ 7,009,100.00 $ 7,009.10 15,500,000 PRN Sole 15,500,000 UNION PAC CORP COM 907818108 $ 50,017,367.76 $ 50,017.37 702,886 SH Sole 702,886 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 $ 12,245,871.83 $ 12,245.87 15,000,000 PRN Sole 15,000,000 UNITED PARCEL SERVICE INC CL B 911312106 $ 663,615.28 $ 663.62 10,552 SH Sole 10,552 UNITED RENTALS NORTH AMER IN NOTE 1.875% 10/1 911365AH7 $ 4,237,383.00 $ 4,237.38 5,000,000 PRN Sole 5,000,000 VALE CAP LTD NT RIO CV VALE 91912C208 $ 99,291,659.50 $ 99,291.66 2,585,000 SH Sole 2,585,000
VALE CAP LTD NT RIO P VALE 91912C307 $ 76,985,081.25 $ 76,985.08 1,875,000 SH Sole 1,875,000 VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 $ 6,198,354.71 $ 6,198.35 6,591,000 PRN Sole 6,591,000 VERISIGN INC COM 92343E102 $ 56,791,156.00 $ 56,791.16 2,177,575 SH Sole 2,177,575 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 $ 6,828,914.52 $ 6,828.91 7,500,000 PRN Sole 7,500,000 VERIZON COMMUNICATIONS INC COM 92343V104 $ 1,421,587.00 $ 1,421.59 44,300 SH Sole 44,300 VISIONCHINA MEDIA INC SPONS ADR 92833U103 $181,397,953.68 $181,397.95 12,331,608 SH Sole 12,331,608 VISION-SCIENCES INC DEL COM 927912105 $ 3,639,059.55 $ 3,639.06 912,045 SH Sole 912,045 VORNADO RLTY TR SH BEN INT 929042109 $ 4,623,988.95 $ 4,623.99 50,841 SH Sole 50,841 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 $ 143,064.44 $ 143.06 177,000 PRN Sole 177,000 WACHOVIA CORP NEW COM 929903102 $ 2,305,992.50 $ 2,305.99 658,855 SH Sole 658,855 WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 $ 4,317,964.17 $ 4,317.96 11,332 SH Sole 11,332 WAL MART STORES INC COM 931142103 $ 323,406.00 $ 323.41 5,400 SH Sole 5,400 WALGREEN CO COM 931422109 $ 207,432.00 $ 207.43 6,700 SH Sole 6,700 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 $ 5,522,705.24 $ 5,522.71 6,531,000 PRN Sole 6,531,000 WELLPOINT INC COM 94973V107 $ 55,389,336.84 $ 55,389.34 1,184,292 SH Sole 1,184,292 WESCO INTL INC NOTE 1.750% 11/1 95082PAG0 $ 8,877,405.35 $ 8,877.41 11,299,000 PRN Sole 11,299,000 WORLD ACCEP CORPORATION NOTE 3.000% 10/0 981417AB4 $ 3,366,029.74 $ 3,366.03 4,000,000 PRN Sole 4,000,000 WYETH COM 983024100 $ 509,772.00 $ 509.77 13,800 SH Sole 13,800 WYNN RESORTS LTD COM 983134107 $ 8,164,000.00 $ 8,164.00 100,000 SH Sole 100,000 XEROX CORP COM 984121103 $ 1,153,000.00 $ 1,153.00 100,000 SH Sole 100,000 YAHOO INC COM 984332106 $ 622,488.60 $ 622.49 35,982 SH Sole 35,982 TOTAL VALUE 5,083,680,396 5,083,680 (x1000): TOTAL ENTRIES: 281
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