-----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, TnvQlHS95ccgcIs7tDKv1rSs58Dik9RujXOuVl+dRPJn395txM6vLuecpi5vkcVo SMOPFsDb9cCx+1Ej/LMYFg== 0001193125-08-116161.txt : 20080515 0001193125-08-116161.hdr.sgml : 20080515 20080515141101 ACCESSION NUMBER: 0001193125-08-116161 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 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: 08836192 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: March 31, 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: May 15, 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: 351 Form 13F Information Table Value Total: $8,143,275 (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 3/31/2008
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- AAR CORP NOTE 2.250% 3/0 000361AL9 17,068,406 17,068 17,500,000 PRN Sole 17,500,000 A D C TELECOMMUNICATIONS COM 000886309 271,800 272 22,500 SH Sole 22,500 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 25,920,043 25,920 29,000,000 PRN Sole 29,000,000 AK STL HLDG CORP COM 001547108 5,955,834 5,956 109,442 SH Sole 109,442 AMR CORP COM 001765106 1,452,220 1,452 161,000 SH Sole 161,000 AMR CORP NOTE 4.250% 9/2 001765BA3 15,018,670 15,019 15,000,000 PRN Sole 15,000,000 APP PHARMACEUTICALS INC COM 00202H108 34,525,727 34,526 2,858,090 SH Sole 2,858,090 ABBOTT LABS COM 002824100 1,322,166 1,322 23,974 SH Sole 23,974 ACTIVIDENTITY CORP COM 00506P103 10,952,635 10,953 4,381,054 SH Sole 4,381,054 ADOLOR CORP COM 00724X102 8,319,616 8,320 1,820,485 SH Sole 1,820,485 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 80,265,972 80,266 127,500,000 PRN Sole 127,500,000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 7,094,039 7,094 10,000,000 PRN Sole 10,000,000 AIRMEDIA GROUP INC SPONSORED ADR 009411109 23,329,673 23,330 2,962,962 SH Sole 2,962,962 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 17,197,750 17,198 18,790,000 PRN Sole 18,790,000 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 49,434,988 49,435 33,471,000 PRN Sole 33,471,000 ALLSTATE CORP COM 020002101 1,843,485 1,843 38,358 SH Sole 38,358 ALTRIA GROUP INC COM 02209S103 11,368,997 11,369 512,117 SH Sole 512,117 AMAZON COM INC COM 023135106 739,025 739 10,365 SH Sole 10,365 AMERICAN EXPRESS CO COM 025816109 3,556,535 3,557 81,348 SH Sole 81,348 AMERICAN INTL GROUP INC COM 026874107 13,989,602 13,990 323,459 SH Sole 323,459 AMERICAN TOWER CORP CL A 029912201 120,015,340 120,015 3,060,835 SH Sole 3,060,835 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 28,149,065 28,149 46,500,000 PRN Sole 46,500,000 AMGEN INC COM 031162100 3,190,822 3,191 76,372 SH Sole 76,372 AMGEN INC NOTE 0.125% 2/0 031162AN0 4,555,580 4,556 5,000,000 PRN Sole 5,000,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 75,487,242 75,487 86,726,000 PRN Sole 86,726,000 ANHEUSER BUSCH COS INC COM 035229103 618,653 619 13,038 SH Sole 13,038 APPLE INC COM 037833100 14,456,190 14,456 100,740 SH Sole 100,740 ARCHER DANIELS MIDLAND CO COM 039483102 9,261,000 9,261 225,000 SH Sole 225,000 ARTHROCARE CORP COM 043136100 15,306,483 15,306 458,965 SH Sole 458,965 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 26,757,176 26,757 30,735,000 PRN Sole 30,735,000 ARVINMERITOR INC NOTE 4.000% 2/1 043353AH4 10,457,754 10,458 14,049,000 PRN Sole 14,049,000 ASSURANT INC COM 04621X108 119,571,338 119,571 1,964,695 SH Sole 1,964,695 ASTORIA FINL CORP COM 046265104 42,263,078 42,263 1,556,078 SH Sole 1,556,078 ATLAS ENERGY RESOURCES LLC COM 049303100 62,017,887 62,018 2,000,577 SH Sole 2,000,577 AVERY DENNISON CORP COM 053611109 536,825 537 10,900 SH Sole 10,900 AVIS BUDGET GROUP COM 053774105 546,930 547 51,500 SH Sole 51,500 BCE INC COM 05534B760 7,605,731 7,606 224,867 SH Sole 224,867 BAIDU COM INC SPON ADR REP A 056752108 3,450,672 3,451 14,400 SH Sole 14,400 BALLY TECHNOLOGIES INC COM 05874B107 31,677,276 31,677 922,460 SH Sole 922,460 BANCO BRADESCO S A SP ADR PFD 059460303 2,295,752 2,296 82,700 SH Sole 82,700 BANK OF AMERICA CORPORATION COM 060505104 21,776,073 21,776 574,415 SH Sole 574,415 BANK OF NEW YORK MELLON CORP COM 064058100 34,688,522 34,689 831,261 SH Sole 831,261 BANKFINANCIAL CORP COM 06643P104 23,987,316 23,987 1,507,688 SH Sole 1,507,688 BECKMAN COULTER INC COM 075811109 39,036,032 39,036 604,741 SH Sole 604,741 BOEING CO COM 097023105 6,390,688 6,391 85,931 SH Sole 85,931 BON-TON STORES INC COM 09776J101 396,247 396 72,440 SH Sole 72,440 BRISTOL MYERS SQUIBB CO COM 110122108 5,589,120 5,589 262,400 SH Sole 262,400 CIGNA CORP COM 125509109 109,034,471 109,034 2,687,564 SH Sole 2,687,564 CIT GROUP INC COM 125581108 643,171 643 54,276 SH Sole 54,276 CIT GROUP INC UNIT 99/99/9999 125581405 214,847 215 17,600 SH Sole 17,600 CKX INC COM 12562M106 45,225,207 45,225 4,750,547 SH Sole 4,750,547 CME GROUP INC COM 12572Q105 2,318,761 2,319 4,943 SH Sole 4,943
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- CMS ENERGY CORP COM 125896100 62,348,477 62,348 4,604,762 SH Sole 4,604,762 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 21,004,486 21,004 18,566,000 PRN Sole 18,566,000 CSX CORP COM 126408103 25,216,529 25,217 449,733 SH Sole 449,733 CVS CAREMARK CORPORATION COM 126650100 71,721,699 71,722 1,770,469 SH Sole 1,770,469 CABOT CORP COM 127055101 18,678,156 18,678 667,077 SH Sole 667,077 CAL MAINE FOODS INC COM 128030202 12,804,568 12,805 383,600 SH Sole 383,600 CAPITAL ONE FINL CORP COM 14040H105 1,087,319 1,087 22,091 SH Sole 22,091 CARDINAL HEALTH INC COM 14149Y108 249,370 249 4,749 SH Sole 4,749 CARNIVAL CORP PAIRED CTF 143658300 6,828,976 6,829 168,700 SH Sole 168,700 CASH SYSTEMS INC COM 14756B102 288,004 288 554,066 SH Sole 554,066 CELGENE CORP NOTE 1.750% 6/0 151020AC8 25,300,297 25,300 5,000,000 PRN Sole 5,000,000 CEPHALON INC NOTE 6/1 156708AK5 96,803 97 85,000 PRN Sole 85,000 CENVEO INC COM 15670S105 10,310,317 10,310 985,690 SH Sole 985,690 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 2,040,618 2,041 2,500,000 PRN Sole 2,500,000 CHEMTURA CORP COM 163893100 1,688,200 1,688 230,000 SH Sole 230,000 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 23,245,313 23,245 30,000,000 PRN Sole 30,000,000 CHESAPEAKE ENERGY CORP COM 165167107 18,177,931 18,178 393,888 SH Sole 393,888 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 63,572,315 63,572 50,250,000 PRN Sole 50,250,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 117,656,224 117,656 93,000,000 PRN Sole 93,000,000 CHEVRON CORP NEW COM 166764100 636,188 636 7,453 SH Sole 7,453 CHICOPEE BANCORP INC COM 168565109 9,224,609 9,225 698,305 SH Sole 698,305 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 15,420,134 15,420 10,500,000 PRN Sole 10,500,000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 16,839,931 16,840 148,461 SH Sole 148,461 CHIPOTLE MEXICAN GRILL INC CL B 169656204 19,782,185 19,782 203,751 SH Sole 203,751 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 1,028,500 1,029 170,000 SH Sole 170,000 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 54,330,046 54,330 43,748,000 PRN Sole 43,748,000 CIENA CORP NOTE 0.875% 6/1 171779AE1 60,159,304 60,159 62,500,000 PRN Sole 62,500,000 CISCO SYS INC COM 17275R102 4,976,247 4,976 206,569 SH Sole 206,569 CITIGROUP INC COM 172967101 16,723,686 16,724 780,751 SH Sole 780,751 CLEAR CHANNEL COMMUNICATIONS COM 184502102 50,960,615 50,961 1,744,032 SH Sole 1,744,032 CLEARWIRE CORP CL A 185385309 559,818 560 37,800 SH Sole 37,800 COMCAST CORP NEW CL A 20030N101 5,694,586 5,695 294,446 SH Sole 294,446 COMMERCE BANCORP INC NJ COM 200519106 18,900,000 18,900 1,800,000 SH Sole 1,800,000 COMMUNITY BANCORP NEV COM 20343T100 8,854,788 8,855 653,008 SH Sole 653,008 COMMUNITY HEALTH SYS INC NEW COM 203668108 34,408,109 34,408 1,024,966 SH Sole 1,024,966 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 23,142,499 23,142 52,255,000 PRN Sole 52,255,000 CONNS INC COM 208242107 2,446,500 2,447 150,000 SH Sole 150,000 CONOCOPHILLIPS COM 20825C104 3,760,125 3,760 49,339 SH Sole 49,339 CONSECO INC DBCV 3.500% 9/3 208464BH9 26,267,600 26,268 31,315,000 PRN Sole 31,315,000 CONTINENTAL AIRLS INC CL B 210795308 2,021,073 2,021 105,100 SH Sole 105,100 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 30,055,078 30,055 25,647,000 PRN Sole 25,647,000 COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP9 72,106,250 72,106 83,000,000 PRN Sole 83,000,000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 9,955,771 9,956 9,000,000 PRN Sole 9,000,000 CREE INC COM 225447101 6,990,000 6,990 250,000 SH Sole 250,000 CROCS INC COM 227046109 511,871 512 29,300 SH Sole 29,300 D R HORTON INC COM 23331A109 2,123,100 2,123 134,800 SH Sole 134,800 DST SYS INC DEL COM 233326107 108,070,183 108,070 1,643,903 SH Sole 1,643,903 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 14,904,732 14,905 11,000,000 PRN Sole 11,000,000 DEERE & CO COM 244199105 775,442 775 9,640 SH Sole 9,640 DELL INC COM 24702R101 2,082,377 2,082 104,537 SH Sole 104,537 DEVON ENERGY CORP NEW COM 25179M103 446,115 446 4,276 SH Sole 4,276 DIGITAL RLTY TR INC COM 253868103 13,317,151 13,317 375,131 SH Sole 375,131 DIME CMNTY BANCSHARES COM 253922108 19,653,358 19,653 1,124,334 SH Sole 1,124,334 DILLARDS INC CL A 254067101 58,683,312 58,683 3,409,838 SH Sole 3,409,838 DISNEY WALT CO COM DISNEY 254687106 14,633,530 14,634 466,333 SH Sole 466,333
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- DISCOVER FINL SVCS COM 254709108 850,258 850 51,940 SH Sole 51,940 DOMTAR CORP COM 257559104 77,288,724 77,289 11,316,065 SH Sole 11,316,065 DOW CHEM CO COM 260543103 445,295 445 12,084 SH Sole 12,084 DOWNEY FINL CORP COM 261018105 5,514,000 5,514 300,000 SH Sole 300,000 DU PONT E I DE NEMOURS & CO COM 263534109 549,944 550 11,761 SH Sole 11,761 DUKE ENERGY CORP NEW COM 26441C105 379,295 379 21,249 SH Sole 21,249 ECB BANCORP INC COM 268253101 6,798,725 6,799 271,949 SH Sole 271,949 E M C CORP MASS COM 268648102 16,419,931 16,420 1,145,044 SH Sole 1,145,044 E M C CORP MASS NOTE 1.750%12/0 268648AM4 52,412,485 52,412 44,583,000 PRN Sole 44,583,000 EAGLE MATERIALS INC COM 26969P108 55,077,508 55,078 1,549,297 SH Sole 1,549,297 EASTMAN KODAK CO COM 277461109 754,067 754 42,675 SH Sole 42,675 EBAY INC COM 278642103 695,630 696 23,312 SH Sole 23,312 EL PASO CORP COM 28336L109 6,656,000 6,656 400,000 SH Sole 400,000 EMERSON ELEC CO COM 291011104 719,874 720 13,989 SH Sole 13,989 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 79,484,583 79,485 3,320,158 SH Sole 3,320,158 EQUINIX INC NOTE 3.000%10/1 29444UAG1 29,040,248 29,040 31,750,000 PRN Sole 31,750,000 EXPEDIA INC DEL COM 30212P105 3,546,180 3,546 162,000 SH Sole 162,000 EXTERRAN HLDGS INC COM 30225X103 76,758,584 76,759 1,189,318 SH Sole 1,189,318 EXULT INC DEL NOTE 2.500%10/0 302284AB0 1,721,563 1,722 1,750,000 PRN Sole 1,750,000 FEI CO NOTE 2.875% 6/0 30241LAF6 10,423,222 10,423 10,500,000 PRN Sole 10,500,000 FX REAL ESTATE & ENTMT INC COM 302709100 8,272,825 8,273 1,406,943 SH Sole 1,406,943 FX REAL ESTATE & ENTMT INC RIGHT 04/11/2008 302709118 7,000 7 699,952 SH Sole 699,952 FEDERAL HOME LN MTG CORP COM 313400301 653,990 654 25,829 SH Sole 25,829 FEDERAL NATL MTG ASSN COM 313586109 909,409 909 34,552 SH Sole 34,552 FEDEX CORP COM 31428X106 280,697 281 3,029 SH Sole 3,029 FIBERTOWER CORP COM 31567R100 9,347,270 9,347 5,310,949 SH Sole 5,310,949 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 48,841,381 48,841 63,500,000 PRN Sole 63,500,000 FIDELITY NATL INFORMATION SV COM 31620M106 63,833,698 63,834 1,673,668 SH Sole 1,673,668 FINANCIAL INSTNS INC COM 317585404 16,184,589 16,185 854,068 SH Sole 854,068 FIRST CALIFORNIA FINANCIAL G COM 319395109 3,382,363 3,382 397,925 SH Sole 397,925 FIRST CLOVER LEAF FIN CORP COM 31969M105 7,332,124 7,332 762,175 SH Sole 762,175 FORD MTR CO DEL COM PAR $0.01 345370860 560,846 561 98,050 SH Sole 98,050 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 89,738,479 89,738 105,000,000 PRN Sole 105,000,000 FOREST OIL CORP COM PAR $0.01 346091705 82,495,740 82,496 1,684,962 SH Sole 1,684,962 FOX CHASE BANCORP COM 35137P106 2,689,632 2,690 236,972 SH Sole 236,972 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 30,401,179 30,401 216,200 SH Sole 216,200 FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA7 5,838,286 5,838 10,000,000 PRN Sole 10,000,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 41,823,937 41,824 8,898,710 SH Sole 8,898,710 GENCORP INC SDCV 2.250%11/1 368682AL4 6,369,750 6,370 7,500,000 PRN Sole 7,500,000 GENENTECH INC COM 368710406 81,180,000 81,180 1,000,000 SH Sole 1,000,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 62,775,112 62,775 46,231,000 PRN Sole 46,231,000 GENERAL DYNAMICS CORP COM 369550108 611,602 612 7,336 SH Sole 7,336 GENERAL ELECTRIC CO COM 369604103 756,225 756 20,433 SH Sole 20,433 GENERAL MLS INC FRNT 4/1 370334BD5 24,984,375 24,984 25,000,000 PRN Sole 25,000,000 GENERAL MOLY INC COM 370373102 22,853,557 22,854 2,860,270 SH Sole 2,860,270 GENERAL MTRS CORP DEB SR CONV B 370442733 13,720,360 13,720 850,000 SH Sole 850,000 GOLDMAN SACHS GROUP INC COM 38141G104 4,758,270 4,758 28,770 SH Sole 28,770 GOODRICH PETE CORP COM 382410405 909,288 909 30,229 SH Sole 30,229 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 3,314,400 3,314 4,000,000 PRN Sole 4,000,000 GOODYEAR TIRE & RUBR CO COM 382550101 1,733,760 1,734 67,200 SH Sole 67,200 GOOGLE INC CL A 38259P508 60,245,725 60,246 136,776 SH Sole 136,776 GREAT BASIN GOLD LTD COM 390124105 17,948,319 17,948 4,957,017 SH Sole 4,957,017 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 5,477,859 5,478 6,500,000 PRN Sole 6,500,000 HDFC BANK LTD ADR REPS 3 SHS 40415F101 36,714,253 36,714 373,720 SH Sole 373,720 HALLIBURTON CO COM 406216101 904,590 905 23,000 SH Sole 23,000
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- HAYES LEMMERZ INTL INC COM 420781304 5,580,000 5,580 2,000,000 SH Sole 2,000,000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 23,141,389 23,141 27,775,000 PRN Sole 27,775,000 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 2,860,361 2,860 3,900,000 PRN Sole 3,900,000 HERITAGE COMMERCE CORP COM 426927109 14,909,659 14,910 813,402 SH Sole 813,402 HILLTOP HOLDINGS INC COM 432748101 28,680,090 28,680 2,757,701 SH Sole 2,757,701 HOME DEPOT INC COM 437076102 4,251,440 4,251 152,000 SH Sole 152,000 HUBBELL INC CL B 443510201 31,123,882 31,124 712,380 SH Sole 712,380 ICICI BK LTD ADR 45104G104 25,421,403 25,421 665,656 SH Sole 665,656 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 41,698,580 41,699 23,000,000 PRN Sole 23,000,000 IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 23,213,750 23,214 24,500,000 PRN Sole 24,500,000 INDYMAC BANCORP INC COM 456607100 824,848 825 166,300 SH Sole 166,300 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 4,243,824 4,244 118,642 SH Sole 118,642 INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AD1 59,843,836 59,844 47,054,000 PRN Sole 47,054,000 INTEL CORP COM 458140100 5,560,174 5,560 262,520 SH Sole 262,520 INTERDIGITAL INC COM 45867G101 9,283,679 9,284 468,636 SH Sole 468,636 INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 9,041,713 9,042 9,100,000 PRN Sole 9,100,000 INTERPUBLIC GROUP COS INC COM 460690100 4,256,007 4,256 506,065 SH Sole 506,065 INTEROIL CORP COM 460951106 13,176,000 13,176 800,000 SH Sole 800,000 INVERNESS MED INNOVATIONS IN COM 46126P106 90,569,546 90,570 3,008,955 SH Sole 3,008,955 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 24,084,076 24,084 18,000,000 PRN Sole 18,000,000 ISHARES TR FTSE XNHUA IDX 464287184 613,941 614 4,543 SH Sole 4,543 ISLE OF CAPRI CASINOS INC COM 464592104 10,922,025 10,922 1,527,556 SH Sole 1,527,556 JDS UNIPHASE CORP COM PAR $0.001 46612J507 135,574 136 10,125 SH Sole 10,125 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 8,213,125 8,213 8,500,000 PRN Sole 8,500,000 JP MORGAN CHASE & CO COM 46625H100 5,853,613 5,854 136,289 SH Sole 136,289 JAMBA INC COM 47023A101 4,411,413 4,411 1,664,684 SH Sole 1,664,684 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 17,966,417 17,966 23,405,000 PRN Sole 23,405,000 JOHNSON & JOHNSON COM 478160104 6,059,312 6,059 93,407 SH Sole 93,407 KT CORP SPONSORED ADR 48268K101 35,451,625 35,452 1,492,700 SH Sole 1,492,700 KAISER ALUMINUM CORP COM PAR $0.01 483007704 47,052,205 47,052 678,964 SH Sole 678,964 KANSAS CITY SOUTHERN COM 485170302 1,476,850 1,477 36,820 SH Sole 36,820 KEARNY FINL CORP COM 487169104 2,431,546 2,432 222,059 SH Sole 222,059 KEY ENERGY SVCS INC COM 492914106 25,988,367 25,988 1,936,540 SH Sole 1,936,540 KIMBERLY CLARK CORP COM 494368103 331,400 331 5,134 SH Sole 5,134 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 14,253,395 14,253 13,130,000 PRN Sole 13,130,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 12,504,106 12,504 831,390 SH Sole 831,390 KRAFT FOODS INC CL A 50075N104 837,642 838 27,012 SH Sole 27,012 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 29,754,976 29,755 31,000,000 PRN Sole 31,000,000 LEHMAN BROS HLDGS INC COM 524908100 3,327,828 3,328 88,412 SH Sole 88,412 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 27,402,357 27,402 2,634,842 SH Sole 2,634,842 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 19,308,636 19,309 1,226,724 SH Sole 1,226,724 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 44,695,639 44,696 1,974,189 SH Sole 1,974,189 LIGAND PHARMACEUTICALS INC CL B 53220K207 2,811,640 2,812 702,910 SH Sole 702,910 LILLY ELI & CO COM 532457108 617,223 617 11,964 SH Sole 11,964 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 36,222,482 36,222 37,500,000 PRN Sole 37,500,000 LOCKHEED MARTIN CORP COM 539830109 649,720 650 6,543 SH Sole 6,543 LOEWS CORP COM 540424108 10,859,400 10,859 270,000 SH Sole 270,000 LOWES COS INC COM 548661107 2,261,586 2,262 98,587 SH Sole 98,587 M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 2,192,400 2,192 2,233,000 PRN Sole 2,233,000 MAGELLAN HEALTH SVCS INC COM 559079207 36,439,707 36,440 918,108 SH Sole 918,108 MAGUIRE PPTYS INC COM 559775101 1,690,898 1,691 118,162 SH Sole 118,162 MARATHON OIL CORP COM 565849106 1,798,646 1,799 39,444 SH Sole 39,444 MEDICINOVA INC COM 58468P206 1,472,112 1,472 426,699 SH Sole 426,699 MEDTRONIC INC COM 585055106 5,659,048 5,659 116,995 SH Sole 116,995 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 131,364,411 131,364 124,726,000 PRN Sole 124,726,000
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- MERCK & CO INC COM 589331107 10,874,724 10,875 286,554 SH Sole 286,554 MERRILL LYNCH & CO INC COM 590188108 10,203,170 10,203 250,446 SH Sole 250,446 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 28,274,546 28,275 26,500,000 PRN Sole 26,500,000 METLIFE INC COM 59156R108 57,999,768 58,000 962,492 SH Sole 962,492 MICROSOFT CORP COM 594918104 13,913,636 13,914 490,262 SH Sole 490,262 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 38,794,322 38,794 37,500,000 PRN Sole 37,500,000 MONSANTO CO NEW COM 61166W101 3,900,605 3,901 34,983 SH Sole 34,983 MORGAN STANLEY COM 617446448 5,785,117 5,785 126,589 SH Sole 126,589 MOTOROLA INC COM 620076109 3,480,367 3,480 374,233 SH Sole 374,233 MYLAN INC COM 628530107 46,019,358 46,019 3,967,186 SH Sole 3,967,186 NCR CORP NEW COM 62886E108 193,759,306 193,759 8,487,048 SH Sole 8,487,048 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4,520,984 4,521 5,700,000 PRN Sole 5,700,000 NRG ENERGY INC COM 629377508 65,025,417 65,025 1,667,746 SH Sole 1,667,746 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 30,679,815 30,680 37,000,000 PRN Sole 37,000,000 NETFLIX INC COM 64110L106 15,592,500 15,593 450,000 SH Sole 450,000 NEW YORK TIMES CO CL A 650111107 4,720,000 4,720 250,000 SH Sole 250,000 NEWPORT BANCORP INC COM 651754103 5,399,493 5,399 450,333 SH Sole 450,333 NEWS CORP CL A 65248E104 2,333,681 2,334 124,463 SH Sole 124,463 NEWSTAR FINANCIAL INC COM 65251F105 36,915,312 36,915 7,148,152 SH Sole 7,148,152 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 9,405,000 9,405 9,500,000 PRN Sole 9,500,000 NOVELL INC DBCV 0.500% 7/1 670006AC9 5,196,597 5,197 5,500,000 PRN Sole 5,500,000 NUVASIVE INC COM 670704105 1,399,726 1,400 40,560 SH Sole 40,560 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 25,966,723 25,967 28,500,000 PRN Sole 28,500,000 OSAGE BANCSHARES INC COM 68764U106 2,762,960 2,763 303,622 SH Sole 303,622 PACTIV CORP COM 695257105 43,454,031 43,454 1,657,918 SH Sole 1,657,918 PAMRAPO BANCORP INC COM 697738102 1,193,633 1,194 78,271 SH Sole 78,271 PANTRY INC NOTE 3.000%11/1 698657AL7 31,437,081 31,437 39,500,000 PRN Sole 39,500,000 PEOPLES UNITED FINANCIAL INC COM 712704105 38,924,408 38,924 2,248,666 SH Sole 2,248,666 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 970,045 970 9,500 SH Sole 9,500 PFIZER INC COM 717081103 16,816,606 16,817 803,469 SH Sole 803,469 PHARMERICA CORP COM 71714F104 16,431,922 16,432 991,667 SH Sole 991,667 PHARMACOPEIA INC COM 7171EP101 6,861,803 6,862 1,879,946 SH Sole 1,879,946 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 19,466,299 19,466 17,756,000 PRN Sole 17,756,000 PRIDE INTL INC DEL COM 74153Q102 117,440,877 117,441 3,360,254 SH Sole 3,360,254 PROCTER & GAMBLE CO COM 742718109 19,619,600 19,620 280,000 SH Sole 280,000 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 7,602,942 7,603 9,750,000 PRN Sole 9,750,000 PRUDENTIAL FINL INC COM 744320102 67,462,690 67,463 862,143 SH Sole 862,143 QUALCOMM INC COM 747525103 172,012,958 172,013 4,195,438 SH Sole 4,195,438 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 13,662,153 13,662 6,500,000 PRN Sole 6,500,000 QUEST DIAGNOSTICS INC COM 74834L100 97,291,885 97,292 2,149,147 SH Sole 2,149,147 RED HAT INC COM 756577102 381,593 382 20,750 SH Sole 20,750 RED HAT INC DBCV 0.500% 1/1 756577AB8 12,363,771 12,364 12,500,000 PRN Sole 12,500,000 RESEARCH IN MOTION LTD COM 760975102 5,330,925 5,331 47,500 SH Sole 47,500 RIO TINTO PLC SPONSORED ADR 767204100 25,478,070 25,478 61,864 SH Sole 61,864 ROTECH HEALTHCARE INC COM 778669101 0 0 19,976 SH Sole 19,976 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 8,710,129 8,710 9,000,000 PRN Sole 9,000,000 SK TELECOM LTD SPONSORED ADR 78440P108 5,428,432 5,428 251,200 SH Sole 251,200 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 28,929,700 28,930 39,500,000 PRN Sole 39,500,000 SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T208 26,378,085 26,378 2,744,858 SH Sole 2,744,858 SCHERING PLOUGH CORP COM 806605101 2,131,080 2,131 147,889 SH Sole 147,889 SCHWAB CHARLES CORP NEW COM 808513105 22,596,000 22,596 1,200,000 SH Sole 1,200,000 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 16,381,925 16,382 17,000,000 PRN Sole 17,000,000 SEARS HLDGS CORP COM 812350106 79,232,049 79,232 776,100 SH Sole 776,100 SEPRACOR INC NOTE 12/1 817315AT1 7,710,000 7,710 8,000,000 PRN Sole 8,000,000 SEPRACOR INC NOTE 10/1 817315AW4 1,800,000 1,800 2,000,000 PRN Sole 2,000,000
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 483,894 484 6,400 SH Sole 6,400 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 14,640,000 14,640 16,000,000 PRN Sole 16,000,000 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 11,375,000 11,375 12,500,000 PRN Sole 12,500,000 SINA CORP NOTE 7/1 82922RAB9 51,368,676 51,369 33,525,000 PRN Sole 33,525,000 SIRIUS SATELLITE RADIO INC COM 82966U103 1,749,571 1,750 611,738 SH Sole 611,738 SIX FLAGS INC COM 83001P109 2,729,616 2,730 1,664,400 SH Sole 1,664,400 SMART BALANCE INC COM 83169Y108 42,256,729 42,257 5,348,953 SH Sole 5,348,953 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 2,872,306 2,872 238,168 SH Sole 238,168 SOUTHERN CO COM 842587107 246,279 246 6,916 SH Sole 6,916 SOUTHERN UN CO NEW COM 844030106 140,991,580 140,992 6,058,942 SH Sole 6,058,942 SPANSION INC COM CL A 84649R101 163,075 163 59,300 SH Sole 59,300 SPECTRA ENERGY CORP COM 847560109 250,796 251 11,024 SH Sole 11,024 SPRINT NEXTEL CORP COM SER 1 852061100 3,662,762 3,663 547,498 SH Sole 547,498 STANDARD PAC CORP NEW COM 85375C101 340,200 340 70,000 SH Sole 70,000 STARBUCKS CORP COM 855244109 370,650 371 21,180 SH Sole 21,180 STATE STR CORP COM 857477103 381,333 381 4,827 SH Sole 4,827 SUNPOWER CORP COM CL A 867652109 1,387,153 1,387 18,617 SH Sole 18,617 SUNTRUST BKS INC COM 867914103 507,619 508 9,206 SH Sole 9,206 SUSSEX BANCORP COM 869245100 1,028,387 1,028 97,293 SH Sole 97,293 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 18,771,865 18,772 17,500,000 PRN Sole 17,500,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,713,068 8,713 848,400 SH Sole 848,400 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 31,562,268 31,562 1,236,766 SH Sole 1,236,766 TARGET CORP COM 87612E106 1,836,288 1,836 36,233 SH Sole 36,233 TATA MTRS LTD SPONSORED ADR 876568502 1,874,978 1,875 120,037 SH Sole 120,037 TERRESTAR CORP COM 881451108 7,066,557 7,067 1,448,065 SH Sole 1,448,065 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,129,386 4,129 89,400 SH Sole 89,400 TEXAS INSTRS INC COM 882508104 2,175,179 2,175 76,943 SH Sole 76,943 THERMO FISHER SCIENTIFIC INC COM 883556102 60,654,248 60,654 1,067,105 SH Sole 1,067,105 THOMSON CORP COM 884903105 19,151,847 19,152 570,006 SH Sole 570,006 3M CO COM 88579Y101 899,540 900 11,365 SH Sole 11,365 TIME WARNER INC COM 887317105 5,049,878 5,050 360,191 SH Sole 360,191 TORONTO DOMINION BK ONT COM 891160509 45,797,441 45,797 745,560 SH Sole 745,560 TRANSDIGM GROUP INC COM 893641100 61,783,283 61,783 1,667,565 SH Sole 1,667,565 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 21,837,329 21,837 20,000,000 PRN Sole 20,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 103,794,535 103,795 95,000,000 PRN Sole 95,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 143,952,867 143,953 131,500,000 PRN Sole 131,500,000 TRAVELERS COMPANIES INC COM 89417E109 1,193,666 1,194 24,946 SH Sole 24,946 TRIAN ACQUISITION I CORP UNIT 99/99/9999 89582E207 44,550,000 44,550 4,500,000 SH Sole 4,500,000 UAL CORP DBCV 5.000% 2/0 902549AE4 18,082,540 18,083 21,303,916 PRN Sole 21,303,916 US BANCORP DEL COM 902973304 2,093,174 2,093 64,684 SH Sole 64,684 USANA HEALTH SCIENCES INC COM 90328M107 10,464,250 10,464 475,000 SH Sole 475,000 U S G CORP COM 903293405 9,573,200 9,573 260,000 SH Sole 260,000 UNDER ARMOUR INC CL A 904311107 10,980,000 10,980 300,000 SH Sole 300,000 UNION PAC CORP COM 907818108 40,371,608 40,372 321,994 SH Sole 321,994 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 30,585,887 30,586 29,200,000 PRN Sole 29,200,000 UNITED DOMINION REALTY TR IN NOTE 4.000%12/1 910197AK8 21,708 22 21,000 PRN Sole 21,000 UNITED RENTALS INC COM 911363109 1,507,200 1,507 80,000 SH Sole 80,000 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 5,063,146 5,063 5,000,000 PRN Sole 5,000,000 UNITED TECHNOLOGIES CORP COM 913017109 20,019,394 20,019 290,895 SH Sole 290,895 UNITEDHEALTH GROUP INC COM 91324P102 6,740,539 6,741 196,174 SH Sole 196,174 VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 6,055,273 6,055 6,591,000 PRN Sole 6,591,000 VALE CAP LTD NT RIO CV VALE 91912C208 170,771,563 170,772 2,585,000 SH Sole 2,585,000 VALE CAP LTD NT RIO P VALE 91912C307 123,633,938 123,634 1,875,000 SH Sole 1,875,000 VALERO ENERGY CORP NEW COM 91913Y100 2,229,348 2,229 45,395 SH Sole 45,395 VERIZON COMMUNICATIONS INC COM 92343V104 3,156,825 3,157 86,607 SH Sole 86,607
Column Column Column 1 Column 2 Column 3 Column 4 Column 5 6 7 Column 8 Inves- tment Other Voting Authority Value Shrs or SH/ Put/ Discr- Mana- Sha- No- Name of Issuer Title of Class CUSIP (x1000) Prn Amt PRN Call etion gers Sole red ne - ------------------- ---------------------- --------- ------------- --------- ----------- --- ---- ------ ------ ----------- ---- --- VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 16,936,250 16,936 17,000,000 PRN Sole 17,000,000 VISIONCHINA MEDIA INC SPONS ADR 92833U103 143,906,047 143,906 13,219,708 SH Sole 13,219,708 VMWARE INC CL A COM 928563402 10,169,750 10,170 237,500 SH Sole 237,500 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 151,105 151 177,000 PRN Sole 177,000 WACHOVIA CORP NEW COM 929903102 6,990,408 6,990 258,904 SH Sole 258,904 WASHINGTON MUT INC COM 939322103 1,063,846 1,064 103,286 SH Sole 103,286 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 12,433,344 12,433 14,031,000 PRN Sole 14,031,000 WELLPOINT INC COM 94973V107 2,872,907 2,873 65,101 SH Sole 65,101 WELLS FARGO & CO NEW COM 949746101 1,708,985 1,709 58,728 SH Sole 58,728 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 19,204,129 19,204 23,299,000 PRN Sole 23,299,000 WEYERHAEUSER CO COM 962166104 37,723,200 37,723 580,000 SH Sole 580,000 WYETH COM 983024100 3,417,137 3,417 81,828 SH Sole 81,828 XM SATELLITE RADIO HLDGS INC CL A 983759101 31,022,867 31,023 2,669,782 SH Sole 2,669,782 XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 8,799,900 8,800 10,000,000 PRN Sole 10,000,000 XEROX CORP COM 984121103 1,497,000 1,497 100,000 SH Sole 100,000 YAHOO INC COM 984332106 77,141,469 77,141 2,666,487 SH Sole 2,666,487 COVIDIEN LTD COM G2552X108 158,755,592 158,756 3,587,697 SH Sole 3,587,697 INGERSOLL-RAND COMPANY LTD CL A G4776G101 72,371,841 72,372 1,623,415 SH Sole 1,623,415 INVESCO LTD SHS G491BT108 98,808,009 98,808 4,056,158 SH Sole 4,056,158 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,583,363 4,583 421,265 SH Sole 421,265 SECURITY CAPITAL ASSURANCE COM G8018D107 50,830 51 97,750 SH Sole 97,750 TYCO INTL LTD BERMUDA SHS G9143X208 1,611,966 1,612 36,594 SH Sole 36,594 TYCO ELECTRONICS LTD COM G9144P105 1,255,906 1,256 36,594 SH Sole 36,594 WEATHERFORD INTERNATIONAL LT COM G95089101 3,334,635 3,335 46,014 SH Sole 46,014 TOTAL VALUE (x 1000): 8,143,275,119 8,143,275 TOTAL ENTRIES: 351
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