-----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, EhyN4Rxu+yVu0ZPdoAAM7HelN6ViyIJkZTS89DXqfM48J7jzlGeoFkY2iP8bd/+a 2pWs1EMjfGZOloV0mTBrYw== 0001193125-08-030866.txt : 20080214 0001193125-08-030866.hdr.sgml : 20080214 20080214123202 ACCESSION NUMBER: 0001193125-08-030866 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080214 DATE AS OF CHANGE: 20080214 EFFECTIVENESS DATE: 20080214 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: 08611385 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: December 31, 2007 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: February 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: 325 Form 13F Information Table Value Total: $8,398,540 (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 12/31/2007
Column Column 1 Column 2 Column 3 4 Column 5 Column 6 Column 7 - -------- -------------- --------- ------- ----------- ---------- -------- Value Shrs or Investment Other Title of Class CUSIP (x1000) Prn Amt SH/PRN Put/Call Discretion Managers Name of Issuer -------------- --------- ------- ----------- ------ -------- ---------- -------- AES CORP COM 00130H105 47,217,890.25 47,218 2,207,475 SH Sole AK STL HLDG CORP COM 001547108 5,060,598.08 5,061 109,442 SH Sole AMR CORP COM 001765106 1,697,630.00 1,698 121,000 SH Sole AMR CORP NOTE 4.250% 9/2 001765BA3 40,621,572.60 40,622 37,500,000 PRN Sole APP PHARMACEUTICALS INC COM ADDED 00202H108 5,324,286.37 5,324 518,431 SH Sole ABITIBIBOWATER INC COM ADDED 003687100 3,977,730.00 3,978 193,000 SH Sole ACTIVIDENTITY CORP COM 00506P103 16,804,489.52 16,804 4,331,054 SH Sole ADOLOR CORP COM 00724X102 20,308,774.60 20,309 4,414,951 SH Sole ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 108,249,999.38 108,250 150,000,000 PRN Sole AIRMEDIA GROUP INC SPONSORED ADR ADDED 009411109 32,010,997.21 32,011 2,962,962 SH Sole AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 18,402,033.73 18,402 18,790,000 PRN Sole ALCOA INC COM 013817101 69,479,174.25 69,479 1,900,935 SH Sole ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 53,437,946.28 53,438 33,471,000 PRN Sole ALLIED WASTE INDS INC PFD CV D 6.25% 019589704 308,020.68 308 1,081 PRN Sole ALLSTATE CORP COM 020002101 1,613,019.09 1,613 30,883 SH Sole ALTRIA GROUP INC COM 02209S103 2,645,300.00 2,645 35,000 SH Sole ALTUS PHARMACEUTICALS INC COM 02216N105 4,667,371.66 4,667 901,037 SH Sole AMBAC FINL GROUP INC COM 023139108 7,731,000.00 7,731 300,000 SH Sole AMERICAN EXPRESS CO COM 025816109 1,769,564.34 1,770 34,017 SH Sole AMERICAN INTL GROUP INC COM 026874107 6,094,915.20 6,095 104,544 SH Sole AMERICAN TOWER CORP CL A 029912201 119,360,769.60 119,361 2,801,896 SH Sole AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 32,441,736.32 32,442 46,500,000 PRN Sole AMGEN INC COM 031162100 3,653,574.12 3,654 78,673 SH Sole AMGEN INC NOTE 0.125% 2/0 031162AN0 2,276,349.62 2,276 2,500,000 PRN Sole AMGEN INC NOTE 0.375% 2/0 031162AQ3 76,215,767.80 76,216 86,726,000 PRN Sole AMICUS THERAPEUTICS INC COM 03152W109 5,513,384.75 5,513 512,873 SH Sole ANNTAYLOR STORES CORP COM 036115103 66,297,885.84 66,298 2,593,814 SH Sole APPLE INC COM 037833100 18,613,577.60 18,614 93,970 SH Sole ARCHER DANIELS MIDLAND CO COM 039483102 25,072,200.00 25,072 540,000 SH Sole ARMSTRONG WORLD INDS INC NEW COM 04247X102 28,119,757.26 28,120 701,066 SH Sole ARRIS GROUP INC COM 04269Q100 4,563,784.14 4,564 457,293 SH Sole ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 19,950,979.85 19,951 23,235,000 PRN Sole ASSURANT INC COM 04621X108 42,770,106.60 42,770 639,314 SH Sole ASTORIA FINL CORP COM 046265104 30,594,511.74 30,595 1,314,762 SH Sole AVIS BUDGET GROUP COM 053774105 669,500.00 670 51,500 SH Sole BALLY TECHNOLOGIES INC COM 05874B107 64,120,453.32 64,120 1,289,631 SH Sole BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,894,400.00 1,894 59,200 SH Sole BANK OF AMERICA CORPORATION COM 060505104 15,292,441.36 15,292 370,636 SH Sole BANK OF NEW YORK MELLON CORP COM 064058100 113,018,317.24 113,018 2,317,849 SH Sole BANKFINANCIAL CORP COM 06643P104 24,581,970.28 24,582 1,553,854 SH Sole BEAR STEARNS COS INC COM 073902108 7,146,308.50 7,146 80,978 SH Sole
Column 1 Column 8 - -------- ----------------------- Voting Authority ------------------ ---- Name of Issuer Sole Shared None AES CORP 2,207,475 AK STL HLDG CORP 109,442 AMR CORP 121,000 AMR CORP 37,500,000 APP PHARMACEUTICALS INC 518,431 ABITIBIBOWATER INC 193,000 ACTIVIDENTITY CORP 4,331,054 ADOLOR CORP 4,414,951 ADVANCED MICRO DEVICES INC 150,000,000 AIRMEDIA GROUP INC 2,962,962 AIRTRAN HLDGS INC 18,790,000 ALCOA INC 1,900,935 ALLIANT TECHSYSTEMS INC 33,471,000 ALLIED WASTE INDS INC 1,081 ALLSTATE CORP 30,883 ALTRIA GROUP INC 35,000 ALTUS PHARMACEUTICALS INC 901,037 AMBAC FINL GROUP INC 300,000 AMERICAN EXPRESS CO 34,017 AMERICAN INTL GROUP INC 104,544 AMERICAN TOWER CORP 2,801,896 AMERICREDIT CORP 46,500,000 AMGEN INC 78,673 AMGEN INC 2,500,000 AMGEN INC 86,726,000 AMICUS THERAPEUTICS INC 512,873 ANNTAYLOR STORES CORP 2,593,814 APPLE INC 93,970 ARCHER DANIELS MIDLAND CO 540,000 ARMSTRONG WORLD INDS INC NEW 701,066 ARRIS GROUP INC 457,293 ARVINMERITOR INC 23,235,000 ASSURANT INC 639,314 ASTORIA FINL CORP 1,314,762 AVIS BUDGET GROUP 51,500 BALLY TECHNOLOGIES INC 1,289,631 BANCO BRADESCO S A 59,200 BANK OF AMERICA CORPORATION 370,636 BANK OF NEW YORK MELLON CORP 2,317,849 BANKFINANCIAL CORP 1,553,854 BEAR STEARNS COS INC 80,978
1 of 8 BECKMAN COULTER INC COM 075811109 54,394,704.00 54,395 747,180 SH Sole 747,180 BIOGEN IDEC INC COM 09062X103 17,953,251.04 17,953 315,412 SH Sole 315,412 BOEING CO COM 097023105 1,494,166.64 1,494 17,084 SH Sole 17,084 BON-TON STORES INC COM 09776J101 687,455.60 687 72,440 SH Sole 72,440 BRISTOL MYERS SQUIBB CO COM 110122108 3,875,288.04 3,875 146,127 SH Sole 146,127 CIT GROUP INC UNIT 99/99/9999 ADDED 125581405 45,909,815.00 45,910 2,450,000 PRN Sole 2,450,000 CKX INC COM 12562M106 57,006,564.00 57,007 4,750,547 SH Sole 4,750,547 CMS ENERGY CORP COM 125896100 68,285,880.96 68,286 3,928,992 SH Sole 3,928,992 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 38,049,994.50 38,050 28,566,000 PRN Sole 28,566,000 CVS CAREMARK CORPORATION COM 126650100 151,064,389.50 151,064 3,800,362 SH Sole 3,800,362 CAPITAL ONE FINL CORP COM 14040H105 1,475,126.38 1,475 31,213 SH Sole 31,213 CAREER EDUCATION CORP COM 141665109 47,289,370.74 47,289 1,881,041 SH Sole 1,881,041 CASH SYSTEMS INC COM 14756B102 1,466,410.14 1,466 331,767 SH Sole 331,767 CATERPILLAR INC DEL COM 149123101 679,234.16 679 9,361 SH Sole 9,361 CELGENE CORP NOTE 1.750% 6/0 151020AC8 19,075,326.27 19,075 5,000,000 PRN Sole 5,000,000 CEPHALON INC NOTE 6/1 156708AK5 105,815.89 106 85,000 PRN Sole 85,000 CENVEO INC COM 15670S105 8,635,246.30 8,635 494,290 SH Sole 494,290 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 2,324,780.41 2,325 2,500,000 PRN Sole 2,500,000 CHEMTURA CORP COM 163893100 1,794,000.00 1,794 230,000 SH Sole 230,000 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 26,488,242.04 26,488 25,500,000 PRN Sole 25,500,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 50,364,473.37 50,364 45,250,000 PRN Sole 45,250,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 92,381,243.96 92,381 83,000,000 PRN Sole 83,000,000 CHICOPEE BANCORP INC COM 168565109 9,043,049.75 9,043 698,305 SH Sole 698,305 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 8,407,303.62 8,407 5,500,000 PRN Sole 5,500,000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 45,371,095.00 45,371 308,500 SH Sole 308,500 CHIPOTLE MEXICAN GRILL INC CL B 169656204 35,416,866.25 35,417 287,825 SH Sole 287,825 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 566,100.00 566 170,000 SH Sole 170,000 CIENA CORP NOTE 0.250% 5/0 171779AB7 3,644,460.49 3,644 3,500,000 PRN Sole 3,500,000 CIENA CORP NOTE 0.875% 6/1 171779AE1 26,093,750.00 26,094 25,000,000 PRN Sole 25,000,000 CISCO SYS INC COM 17275R102 5,874,763.83 5,875 217,022 SH Sole 217,022 CITIGROUP INC COM 172967101 16,667,662.08 16,668 566,157 SH Sole 566,157 CLEAR CHANNEL COMMUNICATIONS COM 184502102 28,575,759.56 28,576 827,803 SH Sole 827,803 CLEARWIRE CORP CL A 185385309 518,238.00 518 37,800 SH Sole 37,800 COMCAST CORP NEW CL A 20030N101 7,527,538.92 7,528 412,242 SH Sole 412,242 COMMUNITY BANCORP NEV COM 20343T100 10,424,744.46 10,425 600,158 SH Sole 600,158 COMMUNITY HEALTH SYS INC NEW COM 203668108 63,617,374.34 63,617 1,725,919 SH Sole 1,725,919 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 25,589,103.15 25,589 52,255,000 PRN Sole 52,255,000 CONNS INC COM 208242107 2,566,500.00 2,567 150,000 SH Sole 150,000 CONOCOPHILLIPS COM 20825C104 4,277,163.70 4,277 48,439 SH Sole 48,439 CONSOLIDATED COMM HLDGS INC COM 209034107 549,120.60 549 27,594 SH Sole 27,594 CONTINENTAL AIRLS INC CL B 210795308 2,338,475.00 2,338 105,100 SH Sole 105,100 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 18,987,532.50 18,988 14,500,000 PRN Sole 14,500,000 COOPER COS INC COM NEW 216648402 20,661,474.00 20,661 543,723 SH Sole 543,723 COOPER COS INC DBCV 2.625% 7/0 216648AG0 4,099,008.04 4,099 4,000,000 PRN Sole 4,000,000 COUNTRYWIDE FINANCIAL CORP DBCV 5/1 ADDED 222372AP9 61,625,000.00 61,625 85,000,000 PRN Sole 85,000,000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 10,215,000.00 10,215 9,000,000 PRN Sole 9,000,000 CREE INC COM 225447101 15,108,500.00 15,109 550,000 SH Sole 550,000
2 of 8 DST SYS INC DEL COM 233326107 105,602,417.70 105,602 1,279,254 SH Sole 1,279,254 DELL INC COM 24702R101 480,714.63 481 19,613 SH Sole 19,613 DEVON ENERGY CORP NEW COM 25179M103 673,582.16 674 7,576 SH Sole 7,576 DIME CMNTY BANCSHARES COM 253922108 19,483,189.00 19,483 1,525,700 SH Sole 1,525,700 DILLARDS INC CL A 254067101 75,928,535.34 75,929 4,043,053 SH Sole 4,043,053 DISNEY WALT CO COM DISNEY 254687106 72,679,517.52 72,680 2,251,534 SH Sole 2,251,534 DISCOVER FINL SVCS COM 254709108 848,823.04 849 56,288 SH Sole 56,288 DOMTAR CORP COM 257559104 123,921,050.99 123,921 16,114,571 SH Sole 16,114,571 DOW CHEM CO COM 260543103 469,255.68 469 11,904 SH Sole 11,904 DU PONT E I DE NEMOURS & CO COM 263534109 1,742,128.17 1,742 39,513 SH Sole 39,513 ECB BANCORP INC COM 268253101 6,956,455.42 6,956 271,949 SH Sole 271,949 E M C CORP MASS COM 268648102 18,530,000.00 18,530 1,000,000 SH Sole 1,000,000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 29,992,252.83 29,992 22,000,000 PRN Sole 22,000,000 EAGLE MATERIALS INC COM 26969P108 56,225,794.64 56,226 1,584,718 SH Sole 1,584,718 EASTMAN KODAK CO COM 277461109 2,168,410.50 2,168 99,150 SH Sole 99,150 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 4,576,363.62 4,576 4,500,000 PRN Sole 4,500,000 EQUINIX INC NOTE 3.000%10/1 ADDED 29444UAG1 24,035,431.37 24,035 19,500,000 PRN Sole 19,500,000 EXPEDIA INC DEL COM 30212P105 1,476,654.00 1,477 46,700 SH Sole 46,700 EXTERRAN HLDGS INC COM 30225X103 85,861,779.00 85,862 1,049,655 SH Sole 1,049,655 EXULT INC DEL NOTE 2.500%10/0 302284AB0 1,710,625.00 1,711 1,750,000 PRN Sole 1,750,000 FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL6 8,103,350.09 8,103 6,000,000 PRN Sole 6,000,000 FEDERAL HOME LN MTG CORP COM 313400301 1,665,954.86 1,666 48,898 SH Sole 48,898 FEDERAL NATL MTG ASSN COM 313586109 2,255,631.62 2,256 56,419 SH Sole 56,419 FEDEX CORP COM 31428X106 477,416.18 477 5,354 SH Sole 5,354 FIBERTOWER CORP COM 31567R100 12,108,963.72 12,109 5,310,949 SH Sole 5,310,949 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 57,578,949.60 57,579 63,500,000 PRN Sole 63,500,000 FIDELITY NATL INFORMATION SV COM 31620M106 145,582,634.16 145,583 3,500,424 SH Sole 3,500,424 FIDELITY NATIONAL FINANCIAL CL A 31620R105 8,505,591.36 8,506 582,176 SH Sole 582,176 FINANCIAL INSTNS INC COM 317585404 15,143,418.18 15,143 849,799 SH Sole 849,799 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 3,601,221.25 3,601 397,925 SH Sole 397,925 FIRST CLOVER LEAF FIN CORP COM 31969M105 7,736,076.25 7,736 762,175 SH Sole 762,175 FIRST HORIZON NATL CORP COM 320517105 1,637,130.00 1,637 90,200 SH Sole 90,200 FORD MTR CO DEL COM PAR $0.01 345370860 1,438,537.50 1,439 213,750 SH Sole 213,750 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 54,741,739.20 54,742 55,000,000 PRN Sole 55,000,000 FOREST OIL CORP COM PAR $0.01 346091705 84,037,554.04 84,038 1,652,981 SH Sole 1,652,981 FOX CHASE BANCORP COM 35137P106 2,701,480.80 2,701 236,972 SH Sole 236,972 FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA7 8,397,672.28 8,398 10,000,000 PRN Sole 10,000,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 32,837,859.60 32,838 6,898,710 SH Sole 6,898,710 GENCORP INC SDCV 2.250%11/1 368682AL4 6,702,300.00 6,702 7,500,000 PRN Sole 7,500,000 GENENTECH INC COM NEW 368710406 67,070,000.00 67,070 1,000,000 SH Sole 1,000,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 62,238,138.08 62,238 38,731,000 PRN Sole 38,731,000 GENERAL ELECTRIC CO COM 369604103 2,232,281.26 2,232 60,218 SH Sole 60,218 GENERAL MOLY INC COM ADDED 370373102 29,581,746.18 29,582 2,534,854 SH Sole 2,534,854 GENERAL MTRS CORP DEB SR CONV B 370442733 16,382,815.00 16,383 850,000 PRN Sole 850,000 GLG PARTNERS INC *W EXP 12/28/201 ADDED 37929X115 4,822,020.00 4,822 801,000 SH Sole 801,000 GOODYEAR TIRE & RUBR CO COM 382550101 1,896,384.00 1,896 67,200 SH Sole 67,200 GOOGLE INC CL A 38259P508 102,875,628.48 102,876 148,776 SH Sole 148,776
3 of 8 GREAT BASIN GOLD LTD COM 390124105 6,070,108.81 6,070 2,274,917 SH Sole 2,274,917 GREATBATCH INC SDCV 2.250% 6/1 ADDED 39153LAB2 5,538,631.11 5,539 6,500,000 PRN Sole 6,500,000 GUARANTY FINL GROUP INC COM ADDED 40108N106 344,896.00 345 21,556 SH Sole 21,556 HDFC BANK LTD ADR REPS 3 SHS 40415F101 40,342,967.00 40,343 309,260 SH Sole 309,260 HALLIBURTON CO COM 406216101 33,842,257.00 33,842 892,700 SH Sole 892,700 HAYES LEMMERZ INTL INC COM NEW 420781304 9,140,000.00 9,140 2,000,000 SH Sole 2,000,000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 21,632,000.01 21,632 26,000,000 PRN Sole 26,000,000 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 2,115,857.83 2,116 2,900,000 PRN Sole 2,900,000 HERITAGE COMMERCE CORP COM 426927109 19,869,365.16 19,869 1,080,444 SH Sole 1,080,444 HOLOGIC INC FRNT 2.000%12/1 ADDED 436440AA9 2,708,613.35 2,709 2,500,000 PRN Sole 2,500,000 HOME DEPOT INC COM 437076102 4,873,661.52 4,874 180,908 SH Sole 180,908 ISTAR FINL INC FRNT 10/0 ADDED 45031UBF7 6,751,332.00 6,751 7,500,000 PRN Sole 7,500,000 ICICI BK LTD ADR 45104G104 33,421,683.00 33,422 543,442 SH Sole 543,442 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 ADDED 451055AB3 7,711,320.77 7,711 8,000,000 PRN Sole 8,000,000 IKON OFFICE SOLUTIONS INC COM 451713101 12,056,520.00 12,057 926,000 SH Sole 926,000 IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 23,061,234.78 23,061 24,500,000 PRN Sole 24,500,000 INCYTE CORP COM 45337C102 15,434,940.75 15,435 1,535,815 SH Sole 1,535,815 INDYMAC BANCORP INC COM 456607100 989,485.00 989 166,300 SH Sole 166,300 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 26,016,046.56 26,016 573,546 SH Sole 573,546 INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AD1 31,849,864.61 31,850 25,827,000 PRN Sole 25,827,000 INTERDIGITAL INC COM 45867G101 38,627,854.28 38,628 1,655,716 SH Sole 1,655,716 INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 8,322,326.64 8,322 9,100,000 PRN Sole 9,100,000 INTERPUBLIC GROUP COS INC COM 460690100 5,216,124.92 5,216 643,172 SH Sole 643,172 INTEROIL CORP COM 460951106 15,408,000.00 15,408 800,000 SH Sole 800,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 25,918,043.04 25,918 18,000,000 PRN Sole 18,000,000 ISLE OF CAPRI CASINOS INC COM 464592104 21,034,446.12 21,034 1,527,556 SH Sole 1,527,556 JDS UNIPHASE CORP COM PAR $0.001 46612J507 134,662.50 135 10,125 SH Sole 10,125 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 8,106,875.00 8,107 8,500,000 PRN Sole 8,500,000 JP MORGAN CHASE & CO COM 46625H100 5,658,873.30 5,659 129,642 SH Sole 129,642 JAMBA INC COM 47023A101 6,159,330.80 6,159 1,664,684 SH Sole 1,664,684 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 24,846,069.45 24,846 28,405,000 PRN Sole 28,405,000 KAISER ALUMINUM CORP COM PAR $0.01 483007704 54,898,584.56 54,899 690,722 SH Sole 690,722 KELLWOOD CO DBCV 3.500% 6/1 488044AF5 3,052,388.67 3,052 3,500,000 PRN Sole 3,500,000 KEY ENERGY SVCS INC COM ADDED 492914106 27,866,810.60 27,867 1,936,540 SH Sole 1,936,540 KEYCORP NEW COM 493267108 17,631,304.60 17,631 751,868 SH Sole 751,868 KRAFT FOODS INC CL A 50075N104 820,187.68 820 25,136 SH Sole 25,136 LDK SOLAR CO LTD SPONSORED ADR 50183L107 6,111,300.00 6,111 130,000 SH Sole 130,000 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 29,598,070.05 29,598 31,000,000 PRN Sole 31,000,000 LEHMAN BROS HLDGS INC COM 524908100 668,665.92 669 10,218 SH Sole 10,218 LEVEL 3 COMMUNICATIONS INC COM 52729N100 535,648.00 536 176,200 SH Sole 176,200 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 ADDED 53015Y206 54,500,000.00 54,500 5,000,000 SH Sole 5,000,000 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 86,935,904.55 86,936 746,295 SH Sole 746,295 LIGAND PHARMACEUTICALS INC CL B 53220K207 3,153,555.30 3,154 652,910 SH Sole 652,910 LILLY ELI & CO COM 532457108 1,236,245.45 1,236 23,155 SH Sole 23,155 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 31,486,363.09 31,486 32,500,000 PRN Sole 32,500,000 LIVE NATION INC COM 538034109 33,541,780.80 33,542 2,310,040 SH Sole 2,310,040 LOEWS CORP CAROLNA GP STK 540424207 189,792,500.00 189,793 2,225,000 SH Sole 2,225,000
4 of 8 LOWES COS INC COM 548661107 2,243,338.50 2,243 99,175 SH Sole 99,175 M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 11,828,188.69 11,828 10,733,000 PRN Sole 10,733,000 MAGELLAN HEALTH SVCS INC COM NEW 559079207 59,948,274.08 59,948 1,285,616 SH Sole 1,285,616 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 3,625,202.21 3,625 378,019 SH Sole 378,019 MEDICINOVA INC COM NEW 58468P206 1,962,815.40 1,963 426,699 SH Sole 426,699 MEDTRONIC INC COM 585055106 10,766,929.14 10,767 214,182 SH Sole 214,182 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 120,006,575.13 120,007 112,226,000 PRN Sole 112,226,000 MELCO PBL ENTMNT LTD ADR 585464100 19,652,000.00 19,652 1,700,000 SH Sole 1,700,000 MERRILL LYNCH & CO INC COM 590188108 22,477,694.80 22,478 418,735 SH Sole 418,735 METAL MGMT INC COM NEW 591097209 51,438,382.57 51,438 1,129,769 SH Sole 1,129,769 METLIFE INC COM 59156R108 352,219.92 352 5,716 SH Sole 5,716 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 32,148,860.64 32,149 30,000,000 PRN Sole 30,000,000 MIRANT CORP NEW COM 60467R100 19,124,055.76 19,124 490,612 SH Sole 490,612 MONSANTO CO NEW COM 61166W101 4,447,272.42 4,447 39,818 SH Sole 39,818 MORGAN STANLEY COM NEW 617446448 5,806,622.52 5,807 109,332 SH Sole 109,332 MOTOROLA INC COM 620076109 1,613,239.04 1,613 100,576 SH Sole 100,576 MYLAN INC PFD CONV ADDED 628530206 29,452,400.00 29,452 29,000 PRN Sole 29,000 NCR CORP NEW COM 62886E108 100,758,779.40 100,759 4,014,294 SH Sole 4,014,294 NRG ENERGY INC COM NEW 629377508 70,665,696.64 70,666 1,630,496 SH Sole 1,630,496 NEUSTAR INC CL A 64126X201 3,165,526.32 3,166 110,374 SH Sole 110,374 NEWPORT BANCORP INC COM 651754103 5,313,929.40 5,314 450,333 SH Sole 450,333 NEWS CORP CL A 65248E104 23,698,938.90 23,699 1,156,610 SH Sole 1,156,610 NEWSTAR FINANCIAL INC COM 65251F105 55,688,355.91 55,688 7,148,152 SH Sole 7,148,152 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 9,357,500.00 9,358 9,500,000 PRN Sole 9,500,000 NOVELL INC COM 670006105 361,121.55 361 52,565 SH Sole 52,565 NOVELL INC DBCV 0.500% 7/1 670006AC9 5,189,480.56 5,189 5,500,000 PRN Sole 5,500,000 NUTRI SYS INC NEW COM 67069D108 10,792,000.00 10,792 400,000 SH Sole 400,000 OMNICARE INC COM 681904108 17,165,368.97 17,165 752,537 SH Sole 752,537 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 31,132,003.29 31,132 28,500,000 PRN Sole 28,500,000 ORIENTAL FINL GROUP INC COM 68618W100 5,505,301.17 5,505 410,537 SH Sole 410,537 OSAGE BANCSHARES INC COM 68764U106 2,532,237.84 2,532 303,622 SH Sole 303,622 PACTIV CORP COM 695257105 37,657,722.67 37,658 1,414,109 SH Sole 1,414,109 PALM INC NEW COM 696643105 11,481,480.06 11,481 1,810,959 SH Sole 1,810,959 PAMRAPO BANCORP INC COM 697738102 1,581,074.20 1,581 78,271 SH Sole 78,271 PANACOS PHARMACEUTICALS INC COM 69811Q106 2,556,026.83 2,556 3,235,477 SH Sole 3,235,477 PANTRY INC NOTE 3.000%11/1 698657AL7 17,603,441.04 17,603 20,000,000 PRN Sole 20,000,000 PATNI COMPUTER SYS SPONS ADR 703248203 2,817,410.82 2,817 173,166 SH Sole 173,166 PENN VA CORP COM 707882106 37,805,874.93 37,806 866,511 SH Sole 866,511 PEOPLES UNITED FINANCIAL INC COM 712704105 155,962,354.00 155,962 8,761,930 SH Sole 8,761,930 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,848,800.00 3,849 40,000 SH Sole 40,000 PFIZER INC COM 717081103 7,550,542.32 7,551 332,184 SH Sole 332,184 PHARMERICA CORP COM 71714F104 20,692,498.32 20,692 1,490,814 SH Sole 1,490,814 PHARMACOPEIA INC COM 7171EP101 8,534,903.76 8,535 1,789,288 SH Sole 1,789,288 PRIDE INTL INC DEL COM 74153Q102 95,631,425.40 95,631 2,820,986 SH Sole 2,820,986 PROCTER & GAMBLE CO COM 742718109 73,418,237.92 73,418 999,976 SH Sole 999,976 PROLOGIS SH BEN INT 743410102 681,335.00 681 10,750 SH Sole 10,750 PULTE HOMES INC COM 745867101 1,845,554.00 1,846 175,100 SH Sole 175,100
5 of 8 QUALCOMM INC COM 747525103 151,742,571.80 151,743 3,856,228 SH Sole 3,856,228 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 38,244,484.80 38,244 16,000,000 PRN Sole 16,000,000 QUEBECOR WORLD INC COM NON-VTG 748203106 4,237,740.00 4,238 2,354,300 SH Sole 2,354,300 QUEST DIAGNOSTICS INC COM 74834L100 69,665,808.60 69,666 1,316,934 SH Sole 1,316,934 RPM INTL INC COM 749685103 6,130,600.00 6,131 302,000 SH Sole 302,000 RADIOSHACK CORP COM 750438103 34,310,521.50 34,311 2,035,025 SH Sole 2,035,025 RED HAT INC DBCV 0.500% 1/1 756577AB8 12,616,189.14 12,616 12,500,000 PRN Sole 12,500,000 REGAL BELOIT CORP COM 758750103 28,196,056.20 28,196 627,276 SH Sole 627,276 RELIANT ENERGY INC COM 75952B105 7,978,062.08 7,978 304,042 SH Sole 304,042 REPLIDYNE INC COM 76028W107 2,999,863.80 3,000 967,698 SH Sole 967,698 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 10,214,288.72 10,214 9,000,000 PRN Sole 9,000,000 SK TELECOM LTD SPONSORED ADR 78440P108 7,495,808.00 7,496 251,200 SH Sole 251,200 SLM CORP COM 78442P106 2,016,014.00 2,016 100,100 SH Sole 100,100 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 337,682.52 338 1,400 PRN Sole 1,400 SCHWAB CHARLES CORP NEW COM 808513105 98,367,500.00 98,368 3,850,000 SH Sole 3,850,000 SCIELE PHARMA INC COM 808627103 1,304,710.00 1,305 63,800 SH Sole 63,800 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 3,927,657.76 3,928 4,000,000 PRN Sole 4,000,000 SEPRACOR INC NOTE 12/1 817315AT1 8,240,000.00 8,240 8,000,000 PRN Sole 8,000,000 SEPRACOR INC NOTE 10/1 817315AW4 1,810,000.00 1,810 2,000,000 PRN Sole 2,000,000 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 457,777.28 458 6,400 PRN Sole 6,400 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 11,234,375.00 11,234 12,500,000 PRN Sole 12,500,000 SINA CORP NOTE 7/1 82922RAB9 37,224,781.17 37,225 20,525,000 PRN Sole 20,525,000 SIRTRIS PHARMACEUTICALS INC COM 82968A105 1,440,708.22 1,441 105,238 SH Sole 105,238 SIX FLAGS INC COM 83001P109 3,435,978.00 3,436 1,692,600 SH Sole 1,692,600 SONY CORP ADR NEW 835699307 9,058,706.10 9,059 166,827 SH Sole 166,827 SOUTHERN UN CO NEW COM 844030106 101,896,316.88 101,896 3,470,583 SH Sole 3,470,583 SPANSION INC COM CL A 84649R101 2,003,514.00 2,004 509,800 SH Sole 509,800 SPRINT NEXTEL CORP COM SER 1 852061100 5,375,185.66 5,375 409,382 SH Sole 409,382 STANDARD PAC CORP NEW COM 85375C101 234,500.00 235 70,000 SH Sole 70,000 STARBUCKS CORP COM 855244109 366,003.60 366 17,880 SH Sole 17,880 SUNTRUST BKS INC COM 867914103 997,402.89 997 15,961 SH Sole 15,961 SUSSEX BANCORP COM 869245100 1,287,186.39 1,287 97,293 SH Sole 97,293 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 5,215,534.00 5,216 5,000,000 PRN Sole 5,000,000 SYNOVUS FINL CORP COM 87161C105 50,464,359.68 50,464 2,095,696 SH Sole 2,095,696 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 597,600.00 598 60,000 SH Sole 60,000 TAM SA SP ADR REP PFD 87484D103 1,997,136.00 1,997 82,800 SH Sole 82,800 TARGET CORP COM 87612E106 2,614,500.00 2,615 52,290 SH Sole 52,290 TATA MTRS LTD SPONSORED ADR 876568502 3,774,829.00 3,775 200,150 SH Sole 200,150 TEMPLE INLAND INC COM 879868107 2,436,927.15 2,437 116,879 SH Sole 116,879 TERRESTAR CORP COM 881451108 10,498,471.25 10,498 1,448,065 SH Sole 1,448,065 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 30,263,128.00 30,263 651,100 SH Sole 651,100 THERMO FISHER SCIENTIFIC INC COM 883556102 84,560,091.28 84,560 1,466,021 SH Sole 1,466,021 THORNBURG MTG INC PFD CONV SER F 885218701 4,857,750.00 4,858 215,900 PRN Sole 215,900 TIME WARNER INC COM 887317105 4,262,964.55 4,263 258,205 SH Sole 258,205 TRANE INC COM ADDED 892893108 61,866,694.35 61,867 1,324,485 SH Sole 1,324,485 TRANSDIGM GROUP INC COM 893641100 18,363,050.44 18,363 406,532 SH Sole 406,532 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 ADDED 893830AU3 70,392,570.17 70,393 65,000,000 PRN Sole 65,000,000
6 of 8 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 ADDED 893830AV1 102,889,900.39 102,890 95,000,000 PRN Sole 95,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 ADDED 893830AW9 130,570,460.28 130,570 120,000,000 PRN Sole 120,000,000 TREEHOUSE FOODS INC COM 89469A104 28,316,805.99 28,317 1,231,701 SH Sole 1,231,701 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 18,350,150.88 18,350 665,584 SH Sole 665,584 UAL CORP DBCV 5.000% 2/0 902549AE4 24,895,233.74 24,895 23,803,916 PRN Sole 23,803,916 UDR INC COM 902653104 2,419,437.10 2,419 121,886 SH Sole 121,886 US BANCORP DEL COM NEW 902973304 2,061,830.40 2,062 64,960 SH Sole 64,960 U S G CORP COM NEW 903293405 17,770,164.48 17,770 496,512 SH Sole 496,512 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 28,869,612.99 28,870 29,200,000 PRN Sole 29,200,000 UNITED DOMINION REALTY TR IN NOTE 4.000%12/1 910197AK8 20,218.67 20 21,000 PRN Sole 21,000 UNITED PARCEL SERVICE INC CL B 911312106 3,832,246.08 3,832 54,189 SH Sole 54,189 UNITED RENTALS INC COM COM 911363109 1,468,800.00 1,469 80,000 SH Sole 80,000 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 5,083,918.53 5,084 5,000,000 PRN Sole 5,000,000 UNITED STATES STL CORP NEW COM 912909108 1,958,742.00 1,959 16,200 SH Sole 16,200 UNITED TECHNOLOGIES CORP COM 913017109 76,540,000.00 76,540 1,000,000 SH Sole 1,000,000 UNIVERSAL AMERN FINL CORP COM 913377107 53,693,065.95 53,693 2,098,205 SH Sole 2,098,205 VALEANT PHARMACEUTICALS INTL COM 91911X104 154,413.00 154 12,900 SH Sole 12,900 VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 19,322,325.07 19,322 21,000,000 PRN Sole 21,000,000 VALE CAP LTD NT RIO CV VALE 91912C208 141,152,921.00 141,153 2,210,000 PRN Sole 2,210,000 VALE CAP LTD NT RIO P VALE 91912C307 98,811,765.00 98,812 1,525,000 PRN Sole 1,525,000 VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 16,998,402.26 16,998 17,000,000 PRN Sole 17,000,000 VISIONCHINA MEDIA INC SPONS ADR ADDED 92833U103 113,401,119.07 113,401 14,000,000 SH Sole 14,000,000 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 108,679,491.60 108,679 19,868,280 SH Sole 19,868,280 VMWARE INC CL A COM 928563402 38,245,500.00 38,246 450,000 SH Sole 450,000 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 156,250.90 156 177,000 PRN Sole 177,000 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 6,778,543.89 6,779 6,000,000 PRN Sole 6,000,000 WACHOVIA CORP NEW COM 929903102 6,935,036.71 6,935 182,357 SH Sole 182,357 WALGREEN CO COM 931422109 799,984.64 800 21,008 SH Sole 21,008 WASHINGTON MUT INC COM 939322103 1,330,050.86 1,330 97,726 SH Sole 97,726 WATERS CORP COM 941848103 1,084,128.77 1,084 13,711 SH Sole 13,711 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 14,103,650.76 14,104 14,031,000 PRN Sole 14,031,000 WELLS FARGO & CO NEW COM 949746101 4,471,471.09 4,471 148,111 SH Sole 148,111 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 15,891,061.77 15,891 18,999,000 PRN Sole 18,999,000 WEYERHAEUSER CO COM 962166104 70,053,000.00 70,053 950,000 SH Sole 950,000 WHITE RIVER CAPITAL INC COM 96445P105 559,998.30 560 30,601 SH Sole 30,601 WYETH COM 983024100 7,173,053.37 7,173 162,323 SH Sole 162,323 XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 8,825,600.00 8,826 10,000,000 PRN Sole 10,000,000 XEROX CORP COM 984121103 1,619,000.00 1,619 100,000 SH Sole 100,000 YAHOO INC COM 984332106 2,224,423.58 2,224 95,633 SH Sole 95,633 ZIMMER HLDGS INC COM 98956P102 66,416,650.65 66,417 1,004,031 SH Sole 1,004,031 COVIDIEN LTD COM G2552X108 162,135,060.40 162,135 3,660,760 SH Sole 3,660,760 HERBALIFE LTD COM USD SHS G4412G101 36,124,191.56 36,124 896,827 SH Sole 896,827 INGERSOLL-RAND COMPANY LTD CL A G4776G101 58,322,312.91 58,322 1,255,053 SH Sole 1,255,053 NABORS INDUSTRIES LTD SHS G6359F103 6,579,078.00 6,579 240,200 SH Sole 240,200 SECURITY CAPITAL ASSURANCE COM G8018D107 4,075,747.50 4,076 1,047,750 SH Sole 1,047,750 STEWART W P & CO LTD COM G84922106 229,950.00 230 45,000 SH Sole 45,000 TRANSOCEAN INC NEW SHS ADDED G90073100 695,565.85 696 4,859 SH Sole 4,859
7 of 8 TYCO INTL LTD BERMUDA SHS G9143X208 1,364,713.35 1,365 34,419 SH Sole 34,419 TYCO ELECTRONICS LTD COM NEW G9144P105 1,277,977.47 1,278 34,419 SH Sole 34,419 TOTAL VALUE (x 1000): 8,398,540,245.12 8,398,540 TOTAL ENTRIES: 325
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