-----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, PSffCUa5v5v4K5XFsfUNo2LWLg9E6bRIpppC0nxogYnmLKbRwUR1HZMeUd6Vy8ZZ XaTjBUHe12oOasZAIGB0TQ== 0000941655-07-000043.txt : 20071114 0000941655-07-000043.hdr.sgml : 20071114 20071114140507 ACCESSION NUMBER: 0000941655-07-000043 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071114 DATE AS OF CHANGE: 20071114 EFFECTIVENESS DATE: 20071114 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: 071243191 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 oz_07-0930.txt SCHEDULE 13F HOLDINGS REPORT 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, 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 of Och-Ziff Corporation, General Partner Phone: 212-790-0000 /s/ Daniel S. Och New York, New York Dated: November 14, 2007 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: 316 Form 13F Information Table Value Total: $9,834,730 (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 13F INFORMATION TABLE Value Shares/ Sh/ Put/ Invstmt Other VotingAuthority Name of Issuer Title of Class CUSIP (x$1000) PrnAmt Prn Call Discret Mngrs Sole SharedNone ACTIVIDENTITY CORP COM 00506P103 22,303 4,322,372 SH Sole 4,322,372 ADOLOR CORP COM 00724X102 15,368 4,493,524 SH Sole 4,493,524 ADV AUTO PARTS COM 00751Y106 35,569 1,059,849 SH Sole 1,059,849 ADV MICRO DVCS NTE 6.0% 5/0 ADD 007903AL1 103,558 115,000,000 PRN Sole 115,000,000 ADV SMCONDCTR ENGR SPNS ADR 00756M404 241 44,471 SH Sole 44,471 AES CORP COM 00130H105 42,479 2,119,697 SH Sole 2,119,697 AIRTRAN HLDGS INC NTE 7.0% 7/0 00949PAB4 21,315 18,790,000 PRN Sole 18,790,000 AK STL HLDG CORP COM 001547108 5,689 129,442 SH Sole 129,442 AKAMAI TECHNOLGS NTE 1.0%12/1 00971TAE1 9,665 5,000,000 PRN Sole 5,000,000 ALCAN INC COM 013716105 351,628 3,513,469 SH Sole 3,513,469 ALLIANT TECHSSTMS NTE 3.0% 8/1 018804AK0 51,389 33,471,000 PRN Sole 33,471,000 ALLIED WASTE INDS PFD CV D 6.25% 019589704 392 1,181 SH Sole 1,181 ALLSTATE CORP COM 020002101 1,453 25,407 SH Sole 25,407 ALTRIA GROUP INC COM 02209S103 11,326 162,900 SH Sole 162,900 ALTUS PHARMACTCLS COM 02216N105 15,622 1,489,245 SH Sole 1,489,245 AMERICAN EXPRESS CO COM 025816109 285 4,803 SH Sole 4,803 AMERICAN TOWER CORP CL A 029912201 207,656 4,769,318 SH Sole 4,769,318 AMERICREDIT CORP NTE 0.75% 9/1 03060RAP6 30,504 36,000,000 PRN Sole 36,000,000 AMGEN INC COM 031162100 5,528 97,725 SH Sole 97,725 AMGEN INC NTE 0.125% 2/0 031162AN0 16,299 17,500,000 PRN Sole 17,500,000 AMGEN INC NTE 0.375% 2/0 031162AQ3 102,166 111,726,000 PRN Sole 111,726,000 AMICUS THERAPEUTCS COM 03152W109 11,239 682,575 SH Sole 682,575 AMR CORP COM 001765106 2,251 101,000 SH Sole 101,000 AMR CORP NTE 4.25% 9/2 001765BA3 40,930 29,500,000 PRN Sole 29,500,000 AMR CORP NTE 4.50% 2/1 001765BB1 6,005 5,000,000 PRN Sole 5,000,000 ANIXTER INTL INC NTE 1.0% 2/1 ADD 035290AJ4 218 156,000 PRN Sole 156,000 ANNTAYLOR STORES COM 036115103 93,663 2,957,470 SH Sole 2,957,470 APPLE INC COM 037833100 14,763 96,193 SH Sole 96,193 AQUILA INC COM 03840P102 31,841 7,940,398 SH Sole 7,940,398 ARCHSTONE SMITH TR COM 039583109 120,280 2,000,000 SH Sole 2,000,000 ARMSTRONG WRLD INDS COM 04247X102 64,533 1,589,878 SH Sole 1,589,878 ARVINMERITOR INC NTE 4.625% 3/0 043353AF8 31,117 29,500,000 PRN Sole 29,500,000 ASML HLDG NV N Y SHS N07059111 959 29,180 SH Sole 29,180 ASSURANT INC COM 04621X108 61,397 1,147,604 SH Sole 1,147,604 ASTORIA FINL CORP COM 046265104 61,742 2,327,246 SH Sole 2,327,246 AUXILIUM PHRMCTCLS COM 05334D107 11,012 522,399 SH Sole 522,399 AVAYA INC COM 053499109 48,766 2,875,370 SH Sole 2,875,370 AVERY DENNISON CORP COM 053611109 51,789 908,261 SH Sole 908,261 AVIS BUDGET GROUP COM 053774105 1,179 51,500 SH Sole 51,500 BALLY TECHNOLOGIES COM 05874B107 73,714 2,080,550 SH Sole 2,080,550 BANK OF AMERICA CO COM 060505104 10,334 205,564 SH Sole 205,564 BANK OF NY MELLON COM ADD 064058100 65,692 1,488,255 SH Sole 1,488,255 BANKFINANCIAL CORP COM 06643P104 25,356 1,602,796 SH Sole 1,602,796 BASIC ENERGY SVCS COM 06985P100 9,228 438,990 SH Sole 438,990 BCE INC COM NEW 05534B760 81,807 2,037,889 SH Sole 2,037,889 BEAR STEARNS COS COM 073902108 10,990 89,489 SH Sole 89,489 BECKMAN COULTER COM 075811109 47,937 649,909 SH Sole 649,909 BIOGEN IDEC INC COM 09062X103 8,502 128,173 SH Sole 128,173 BLOCK H & R INC COM 093671105 44,895 2,119,697 SH Sole 2,119,697 BRISTL MYRS SQUIBB COM 110122108 412 14,308 SH Sole 14,308 CADBURY SCHWEPPES ADR 127209302 21,906 470,885 SH Sole 470,885 CAPITAL ONE FINL COM 14040H105 1,234 18,569 SH Sole 18,569 CASH SYSTEMS INC COM 14756B102 1,286 225,567 SH Sole 225,567 CATERPILLAR INC DE COM 149123101 554 7,061 SH Sole 7,061 CBS CORP NEW CL A 124857103 627 19,897 SH Sole 19,897 CELGENE CORP NTE 1.750% 6/0 151020AC8 29,446 5,000,000 PRN Sole 5,000,000 CEPHALON INC NTE 6/1 156708AK5 5,830 4,585,000 PRN Sole 4,585,000 CHEMED CORP NEW NTE 1.875% 5/1 ADD 16359RAC7 2,462 2,500,000 PRN Sole 2,500,000 CHEMTURA CORP COM 163893100 33,126 3,726,232 SH Sole 3,726,232 CHENIERE ENERGY NTE 2.25% 8/0 16411RAE9 30,466 25,500,000 PRN Sole 25,500,000 CHESAPEAKE ENERGY NTE 2.50% 5/1 165167BZ9 40,922 40,000,000 PRN Sole 40,000,000 CHESAPEAKE ENERGY NTE 2.5% 5/1 ADD 165167CA3 69,057 67,500,000 PRN Sole 67,500,000 CHICOPEE BANCORP COM 168565109 9,218 670,396 SH Sole 670,396 CHINA MED TECHNLGS NTE 3.5%11/1 169483AB0 7,988 5,500,000 PRN Sole 5,500,000 CHIQUITA BRNDS W EXP 03/19/200 170032114 343 170,000 SH Sole 170,000 CHUBB CORP COM 171232101 59,556 1,110,297 SH Sole 1,110,297 CIENA CORP NTE 0.25% 5/0 171779AB7 3,814 3,500,000 PRN Sole 3,500,000 CIENA CORP NTE 0.875% 6/1 171779AE1 11,281 10,000,000 PRN Sole 10,000,000 CITIGROUP INC COM 172967101 9,894 212,003 SH Sole 212,003 CKX INC COM 12562M106 58,479 4,750,547 SH Sole 4,750,547 CLEARWIRE CORP CL A 185385309 924 37,800 SH Sole 37,800 CMS ENERGY CORP COM 125896100 63,389 3,768,644 SH Sole 3,768,644 CMS ENERGY CORP NTE 2.875%12/0 125896AW0 43,204 33,566,000 PRN Sole 33,566,000 COHERENT INC COM 192479103 1,246 38,830 SH Sole 38,830 COMCAST CORP NEW CL A 20030N101 1,987 82,188 SH Sole 82,188 COMMUNITY BANCORP COM 20343T100 15,514 617,106 SH Sole 617,106 COMMUNITY HLTH SYS COM 203668108 17,821 566,825 SH Sole 566,825 CMPNIA VLE DO RIO SPNS ADR 204412209 4,896 144,290 SH Sole 144,290 COMPUCREDIT CORP NTE 3.625% 5/3 20478NAB6 36,243 45,000,000 PRN Sole 45,000,000 CONSECO INC DBCV 3.5% 9/3 208464BH9 28,836 31,315,000 PRN Sole 31,315,000 CONTINENTAL AIRLS CL B 210795308 2,973 90,000 SH Sole 90,000 CONTINENTAL AIRLS NTE 5.0% 6/1 210795PJ3 26,029 14,500,000 PRN Sole 14,500,000 COOPER COS INC DBCV 2.625% 7/0 216648AG0 11,066 9,000,000 PRN Sole 9,000,000 COVANTA HLDG CORP DBCV 1.0% 2/0 22282EAA0 9,245 9,000,000 PRN Sole 9,000,000 COVIDIEN LTD COM G2552X108 100,562 2,423,191 SH Sole 2,423,191 CREE INC COM 225447101 13,995 450,000 SH Sole 450,000 CSX CORP COM 126408103 149,555 3,500,000 SH Sole 3,500,000 CVS CAREMARK CORP COM 126650100 189,602 4,784,299 SH Sole 4,784,299 DARDEN RESTAURANTS COM 237194105 4,035 96,400 SH Sole 96,400 DEVON ENERGY CORP COM 25179M103 913 10,976 SH Sole 10,976 DICKS SPORTNG GDS COM 253393102 11,751 175,000 SH Sole 175,000 DILLARDS INC CL A 254067101 77,474 3,548,960 SH Sole 3,548,960 DIME CMNTY BNCSHRS COM 253922108 30,250 2,020,710 SH Sole 2,020,710 DISCOVER FINL SVCS COM 254709108 518 24,897 SH Sole 24,897 DISNEY WALT CO COM DISNEY 254687106 44,653 1,298,432 SH Sole 1,298,432 DOMTAR CORP COM 257559104 130,361 15,897,730 SH Sole 15,897,730 DST SYS INC DEL COM 233326107 311,020 3,624,516 SH Sole 3,624,516 E M C CORP MASS COM 268648102 20,800 1,000,000 SH Sole 1,000,000 E M C CORP MASS NTE 1.750%12/0 268648AM4 142,367 99,250,000 PRN Sole 99,250,000 E ON AG SPNS ADR DELETED 268780103 12,434 202,600 SH Sole 202,600 EAGLE MATERIALS INC COM 26969P108 61,789 1,728,853 SH Sole 1,728,853 EASTERN INS HLDGS COM 276534104 11,490 743,209 SH Sole 743,209 EASTMAN KODAK CO COM 277461109 1,119 41,800 SH Sole 41,800 EASTMAN KODAK CO NTE 3.375%10/1 277461BE8 4,782 4,500,000 PRN Sole 4,500,000 ECB BANCORP INC COM 268253101 6,984 261,079 SH Sole 261,079 EURONET WORLDWIDE DBCV 1.625%12/1 298736AD1 9,619 9,055,000 PRN Sole 9,055,000 EXTERRAN HLDGS INC COM ADD 30225X103 87,377 1,087,596 SH Sole 1,087,596 EXULT INC DEL NTE 2.50%10/0 302284AB0 1,700 1,750,000 PRN Sole 1,750,000 FAIRFX FINL HLDGS DBCV 5.00% 7/1 303901AL6 7,239 6,000,000 PRN Sole 6,000,000 FDRL HOME LN MTG COM 313400301 1,225 20,765 SH Sole 20,765 FEDEX CORP COM 31428X106 708 6,759 SH Sole 6,759 FIBERTOWER CORP COM 31567R100 19,583 5,099,765 SH Sole 5,099,765 FIBERTOWER CORP NTE 9.0%11/1 31567RAC4 68,068 63,500,000 PRN Sole 63,500,000 FIDLTY NATL INFO SV COM 31620M106 161,062 3,629,977 SH Sole 3,629,977 FINANCIAL INSTNS COM 317585404 14,341 799,412 SH Sole 799,412 FRST AMERN CORP CA COM 318522307 33,027 901,893 SH Sole 901,893 FIRST CALIF FNCL G COM 319395109 3,775 382,896 SH Sole 382,896 FRST CLOVER LF FIN COM 31969M105 8,058 731,868 SH Sole 731,868 FIRST SEC GROUP INC COM 336312103 6,913 691,287 SH Sole 691,287 FLORIDA ROCK INDS COM 341140101 30,871 494,015 SH Sole 494,015 FOCUS MEDIA HLDG SPNS ADR 34415V109 3,075 52,992 SH Sole 52,992 FORD MTR CO DEL COM PAR $0.01 345370860 86,456 10,183,250 SH Sole 10,183,250 FOREST OIL CORP COM PAR $0.01 346091705 114,040 2,649,622 SH Sole 2,649,622 FOX CHASE BANCORP COM 35137P106 3,878 292,884 SH Sole 292,884 FREEDM ACQSTN HLD W EXP 12/28/201 35645F111 2,443 801,000 SH Sole 801,000 FRONTIER AIRLINES DBCV 5.0%12/1 359065AA7 8,975 10,000,000 PRN Sole 10,000,000 GMSTR-TV GUIDE INTL COM 36866W106 103,063 14,807,897 SH Sole 14,807,897 GENCORP INC SDCV 2.25%11/1 368682AL4 6,852 7,500,000 PRN Sole 7,500,000 GENERAL CBLE CO DE COM 369300108 6,025 89,764 SH Sole 89,764 GENERAL CBLE CO DE NTE 0.875%11/1 369300AD0 48,853 33,231,000 PRN Sole 33,231,000 GENERAL MTRS CORP DEB SR CONV B 370442733 18,097 850,000 PRN Sole 850,000 GOODYR TIRE & RUBR COM 382550101 2,044 67,200 SH Sole 67,200 GREAT BASIN GOLD COM 390124105 3,028 1,000,000 SH Sole 1,000,000 HALLIBURTON CO COM 406216101 32,799 854,129 SH Sole 854,129 HAYES LEMMERZ INTL COM 420781304 8,320 2,000,000 SH Sole 2,000,000 HDFC BANK LTD ADR REPS 3 SHS 40415F101 39,833 371,817 SH Sole 371,817 HEADWATERS INC NTE 2.50% 2/0 42210PAD4 6,788 8,400,000 PRN Sole 8,400,000 HEADWATERS INC NTE 2.875% 6/0 42210PAB8 20,512 23,500,000 PRN Sole 23,500,000 HERBALIFE LTD COM USD SHS G4412G101 51,772 1,138,850 SH Sole 1,138,850 HERITAGE COMMERCE COM 426927109 20,791 982,082 SH Sole 982,082 HERSHEY CO COM 427866108 40,186 865,896 SH Sole 865,896 HOME DEPOT INC COM 437076102 5,584 172,147 SH Sole 172,147 HUMAN GENOME SCNCES NTE 2.250%10/1 444903AK4 8,934 9,500,000 PRN Sole 9,500,000 ICICI BK LTD ADR 45104G104 10,676 202,500 SH Sole 202,500 IMCLONE SYS INC NTE 1.375% 5/1 45245WAF6 22,903 24,500,000 PRN Sole 24,500,000 INCYTE CORP COM 45337C102 10,314 1,442,505 SH Sole 1,442,505 INDYMAC BANCORP INC COM 456607100 2,361 100,016 SH Sole 100,016 INGERSOLL-RAND CO CL A G4776G101 49,565 909,959 SH Sole 909,959 INTEGRA LFSCNCS HGS NTE 2.5% 3/1 457985AD1 57,400 39,954,000 PRN Sole 39,954,000 INTERDIGITAL INC COM ADD 45867G101 11,012 529,925 SH Sole 529,925 INTERMUNE INC NTE 0.25% 3/0 45884XAC7 23,697 21,100,000 PRN Sole 21,100,000 INTERPUBLIC GRP COS COM 460690100 324 31,195 SH Sole 31,195 INVESCO PLC SPNS ADR 46127U104 13,493 494,243 SH Sole 494,243 INVESTORS BANCORP COM 46146P102 4,992 352,521 SH Sole 352,521 INVITROGEN CORP NTE 2.0% 8/0 46185RAJ9 32,698 25,500,000 PRN Sole 25,500,000 INVITROGEN CORP NTE 3.25% 6/1 46185RAM2 5,387 5,000,000 PRN Sole 5,000,000 ISLE OF CAPRI CASNS COM 464592104 28,295 1,454,735 SH Sole 1,454,735 JAMBA INC COM 47023A101 23,429 3,332,692 SH Sole 3,332,692 JDS UNIPHASE CORP COM PAR $0.001 46612J507 151 10,125 SH Sole 10,125 JDS UNIPHASE CORP NTE 11/1 46612JAB7 8,022 8,500,000 PRN Sole 8,500,000 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 23,685 25,905,000 PRN Sole 25,905,000 JP MORGAN CHASE COM 46625H100 3,137 68,456 SH Sole 68,456 KAISER ALUMINUM CO COM PAR $0.01 483007704 57,648 816,884 SH Sole 816,884 KEARNY FINL CORP COM 487169104 1,349 105,435 SH Sole 105,435 KELLWOOD CO DBCV 3.5% 6/1 488044AF5 3,185 3,500,000 PRN Sole 3,500,000 KOREA ELECTRIC PWR COM 500631106 20,941 904,590 SH Sole 904,590 KRAFT FOODS INC CL A 50075N104 726 21,033 SH Sole 21,033 KT CORP SPNS ADR 48268K101 37,392 1,492,700 SH Sole 1,492,700 LEHMAN BROS HLDGS COM 524908100 1,848 29,942 SH Sole 29,942 LEVEL 3 COMMUCTNS COM 52729N100 819 176,200 SH Sole 176,200 LIBERTY MEDIA CORP DEB 0.750% 3/3 530718AF2 12,126 11,000,000 PRN Sole 11,000,000 LIBERTY MEDIA HLDG INT COM SER A 53071M104 43,610 2,270,146 SH Sole 2,270,146 LIGAND PHARMACTCLS CL B 53220K207 1,976 370,100 SH Sole 370,100 LINCOLN NATL CORP COM 534187109 68,170 1,033,353 SH Sole 1,033,353 LINEAR TECHNOLGY NTE 3.125% 5/0 535678AD8 32,253 32,500,000 PRN Sole 32,500,000 LIVE NATION INC COM 538034109 33,205 1,562,568 SH Sole 1,562,568 LOWES COS INC COM 548661107 1,817 64,853 SH Sole 64,853 LSI CORPORATION NTE 4.0% 5/1 502161AJ1 3,918 4,000,000 PRN Sole 4,000,000 LYONDELL CHEMICAL COM 552078107 139,050 3,000,000 SH Sole 3,000,000 MAGELLAN HLTH SVCS COM NEW 559079207 84,555 2,083,655 SH Sole 2,083,655 MAHANAGAR TEL NIGAM SPONS ADR 2001 559778402 2,983 378,019 SH Sole 378,019 MARSHALL & ILSLEY COM 571834100 261 5,952 SH Sole 5,952 MAXIMUS INC COM 577933104 42,586 977,202 SH Sole 977,202 MEDICINOVA INC COM NEW 58468P206 3,899 493,496 SH Sole 493,496 MEDTRONIC INC COM 585055106 772 13,679 SH Sole 13,679 MEDTRONIC INC NTE 1.5% 4/1 585055AL0 13,869 12,500,000 PRN Sole 12,500,000 MEDTRONIC INC NTE 1.625% 4/1 585055AM8 132,668 118,436,000 PRN Sole 118,436,000 MERCK & CO INC COM 589331107 10,338 200,000 SH Sole 200,000 MERRILL LYNCH & CO COM 590188108 38,523 540,443 SH Sole 540,443 METAL MGMT INC COM NEW 591097209 11,208 206,785 SH Sole 206,785 MICROSOFT CORP COM 594918104 2,314 78,558 SH Sole 78,558 MIDCAP SPDR TR UNIT SER 1 595635103 1,512 9,400 SH Sole 9,400 MILLIPORE CORP NTE 3.750% 6/0 601073AD1 32,556 30,000,000 PRN Sole 30,000,000 MIRANT CORP NEW COM 60467R100 36,616 900,100 SH Sole 900,100 MORGAN STANLEY COM NEW 617446448 3,073 48,781 SH Sole 48,781 MOTOROLA INC COM 620076109 1,748 94,360 SH Sole 94,360 M-SYSTEMS FIN INC NTE 1.0% 3/1 55375VAB8 20,168 13,233,000 PRN Sole 13,233,000 NCR CORP NEW COM 62886E108 247,046 4,960,770 SH Sole 4,960,770 NCR CORP NEW EX-DISTRIB ADD 62886E116 2,928 123,300 SH Sole 123,300 NETBANK INC COM DELETED 640933107 184 3,003,362 SH Sole 3,003,362 NEUSTAR INC CL A 64126X201 12,412 361,971 SH Sole 361,971 NEW YORK TIMES CO CL A 650111107 7,825 396,000 SH Sole 396,000 NEWPORT BANCORP COM 651754103 5,460 439,259 SH Sole 439,259 NEWS CORP CL A 65248E104 89,905 4,088,445 SH Sole 4,088,445 NEWSTAR FINANCIAL COM 65251F105 69,105 6,148,152 SH Sole 6,148,152 NORTEL NETWORKS CO NTE 4.250% 9/0 656568AB8 3,689 3,750,000 PRN Sole 3,750,000 NOVELL INC COM 670006105 402 52,565 SH Sole 52,565 NOVELL INC DBCV 7.830% 7/1 670006AC9 5,242 5,500,000 PRN Sole 5,500,000 NRG ENERGY INC COM NEW 629377508 59,558 1,408,320 SH Sole 1,408,320 NYSE EURONEXT COM 629491101 15,834 200,000 SH Sole 200,000 ON SEMICONDUCTOR CO NTE 4/1 682189AE5 39,063 28,500,000 PRN Sole 28,500,000 ORIENTAL FINL GROUP COM 68618W100 12,188 1,059,849 SH Sole 1,059,849 OSAGE BANCSHARES COM 68764U106 2,585 291,458 SH Sole 291,458 PACER INTL INC TENN COM 69373H106 46,437 2,437,652 SH Sole 2,437,652 PAMRAPO BANCORP INC COM 697738102 1,427 75,143 SH Sole 75,143 PANACOS PHRMCTCLS COM 69811Q106 7,048 4,404,731 SH Sole 4,404,731 PANTRY INC NTE 3.0%11/1 698657AL7 15,095 17,500,000 PRN Sole 17,500,000 PATNI COMPUTER SYS SPONS ADR 703248203 4,043 173,166 SH Sole 173,166 PEABODY ENERGY CORP COM 704549104 5,342 111,600 SH Sole 111,600 PEOPLES UNITD FNCL COM 712704105 201,456 11,658,335 SH Sole 11,658,335 PERFECT WORLD SPON ADR REP B 71372U104 4,173 154,100 SH Sole 154,100 PETROLEO BRASLRO SA SPNS ADR 71654V408 2,733 36,200 SH Sole 36,200 PFIZER INC COM 717081103 20,142 824,491 SH Sole 824,491 PHARMACOPEIA INC COM 7171EP101 9,946 1,738,858 SH Sole 1,738,858 PHARMERICA CORP COM ADD 71714F104 9,026 604,972 SH Sole 604,972 POLARIS INDS INC COM 731068102 6,935 158,977 SH Sole 158,977 PRIDE INTL INC DEL COM 74153Q102 86,179 2,357,839 SH Sole 2,357,839 PROLOGIS SH BEN INT 743410102 3,538 53,329 SH Sole 53,329 QUALCOMM INC COM 747525103 307,549 7,277,550 SH Sole 7,277,550 QUANTA SVCS INC SDCV 4.5%10/0 74762EAC6 38,630 16,000,000 PRN Sole 16,000,000 QUEST DIAGNOSTICS COM 74834L100 48,751 843,881 SH Sole 843,881 RADIOSHACK CORP COM 750438103 39,457 1,909,847 SH Sole 1,909,847 RECKSON OPR PTNRSHP DEB 4.0% 6/1 75621LAJ3 2,612 2,500,000 PRN Sole 2,500,000 RED HAT INC DBCV 0.5% 1/1 756577AB8 12,559 12,500,000 PRN Sole 12,500,000 REGAL BELOIT CORP COM 758750103 24,156 504,403 SH Sole 504,403 RELIANT ENERGY INC COM 75952B105 7,783 304,042 SH Sole 304,042 REPLIDYNE INC COM 76028W107 6,752 1,045,138 SH Sole 1,045,138 RPM INTL INC COM 749685103 8,462 353,300 SH Sole 353,300 RYERSON INC NTE 3.5%11/0 78375PAD9 14,597 9,050,000 PRN Sole 9,050,000 SCHERING PLOUGH PFD CONV MAN07 ADD 806605705 44,397 160,000 PRN Sole 160,000 SCHLUMBERGER LTD COM 806857108 1,706 16,245 SH Sole 16,245 SCIELE PHARMA INC NTE 2.625% 5/1 808627AA1 20,399 19,000,000 PRN Sole 19,000,000 SEPRACOR INC NTE 10/1 817315AW4 1,781 2,000,000 PRN Sole 2,000,000 SEPRACOR INC NTE 12/1 817315AT1 8,245 8,000,000 PRN Sole 8,000,000 SFBC INTL INC NTE 2.25% 8/1 784121AB1 5,970 6,000,000 PRN Sole 6,000,000 SIMON PPTY GROUP PFD CONV I 6% 828806802 466 5,800 PRN Sole 5,800 SINA CORP NTE 7/1 82922RAB9 38,987 20,525,000 PRN Sole 20,525,000 SINCLAIR BRDCST GRP NTE 3.0% 5/1 829226AW9 11,764 12,500,000 PRN Sole 12,500,000 SIRIUS SAT RADIO NTE 3.25%10/1 82966UAD5 11,917 12,400,000 PRN Sole 12,400,000 SIX FLAGS INC COM 83001P109 5,856 1,692,600 SH Sole 1,692,600 SK TELECOM LTD SPNS ADR 78440P108 1,055 35,517 SH Sole 35,517 SMART BALANCE INC COM ADD 83169Y108 10,427 845,003 SH Sole 845,003 SMURFIT-STNE CNTNER COM 832727101 16,906 1,447,414 SH Sole 1,447,414 SOUTHERN UN CO NEW COM 844030106 102,112 3,282,294 SH Sole 3,282,294 SPANSION INC COM CL A 84649R101 4,308 509,800 SH Sole 509,800 SPDR TR UNIT SER 1 78462F103 234,327 1,535,767 SH Sole 1,535,767 STARBUCKS CORP COM 855244109 810 30,914 SH Sole 30,914 STATE STR CORP COM 857477103 57,575 844,699 SH Sole 844,699 STEWART W P & CO COM G84922106 4,960 500,000 SH Sole 500,000 SUNPOWER CORP COM CL A 867652109 911 11,000 SH Sole 11,000 SUNTRUST BKS INC COM 867914103 946 12,507 SH Sole 12,507 SUSSEX BANCORP COM 869245100 1,116 93,396 SH Sole 93,396 SYMANTEC CORP NTE 1.000% 6/1 871503AF5 20,169 17,500,000 PRN Sole 17,500,000 TAM SA SP ADR REP PFD 87484D103 1,576 57,500 SH Sole 57,500 TATA MTRS LTD SPNS ADR 876568502 3,027 158,150 SH Sole 158,150 TEKTRONIX INC COM 879131100 832 30,000 SH Sole 30,000 TEMPLE INLAND INC COM 879868107 55,780 1,059,849 SH Sole 1,059,849 TENET HEALTHCARE COM 88033G100 522 155,263 SH Sole 155,263 TERRESTAR CORP COM ADD 881451108 12,822 1,331,481 SH Sole 1,331,481 TETRA TECHNOLOGIES COM 88162F105 13,401 633,910 SH Sole 633,910 TEVA PHRMCTCL FIN B NTE 1.75% 2/0 88165FAA0 8,881 8,500,000 PRN Sole 8,500,000 TEVA PHRMCTCL INDS ADR 881624209 15,618 351,200 SH Sole 351,200 THERMO FSHR SCENTFC COM 883556102 93,198 1,614,655 SH Sole 1,614,655 THORNBURG MTG PFD CONV SER F 885218701 47,879 1,716,100 PRN Sole 1,716,100 TIME WARNER CABLE CL A 88732J108 136,407 4,158,744 SH Sole 4,158,744 TIME WARNER INC COM 887317105 5,975 325,418 SH Sole 325,418 TRANSDIGM GROUP COM 893641100 12,141 265,612 SH Sole 265,612 TRAVELERS COMPANIES COM 89417E109 479 9,520 SH Sole 9,520 TREEHOUSE FOODS INC COM 89469A104 31,983 1,182,359 SH Sole 1,182,359 TRUE RELIGION APPRL COM 89784N104 4,400 250,000 SH Sole 250,000 TXU CORP COM 873168108 64,855 947,199 SH Sole 947,199 TYCO ELECTRONICS COM NEW G9144P105 1,190 33,594 SH Sole 33,594 TYCO INTL LTD BRMDA SHS G9143X208 1,490 33,594 SH Sole 33,594 U S CONCRETE INC COM 90333L102 8,667 1,315,163 SH Sole 1,315,163 U S G CORP COM NEW 903293405 4,825 128,487 SH Sole 128,487 UAL CORP COM NEW 902549807 3,932 84,500 SH Sole 84,500 UAL CORP DBCV 5.0% 2/0 902549AE4 16,457 13,803,916 PRN Sole 13,803,916 UDR INC COM 902653104 5,297 217,794 SH Sole 217,794 UNTD AUTO GROUP NTE 3.5% 4/0 909440AH2 47,561 45,200,000 PRN Sole 45,200,000 UNTD RENTALS INC COM 911363109 2,574 80,000 SH Sole 80,000 UNTD RTLS NRTH AMER NTE 1.875%10/1 911365AH7 7,335 5,000,000 PRN Sole 5,000,000 UNTD STATES STL CO NEW COM 912909108 4,238 40,000 SH Sole 40,000 UNITEDHEALTH GROUP COM 91324P102 481 9,936 SH Sole 9,936 UNIVERSL AMERN FINL COM 913377107 68,381 2,997,857 SH Sole 2,997,857 US BANCORP DEL COM NEW 902973304 999 30,707 SH Sole 30,707 VALE CAP NT RIO CV VALE 91912C208 140,041 2,110,000 PRN Sole 2,110,000 VALE CAP NT RIO P VALE 91912C307 79,442 1,175,000 PRN Sole 1,175,000 VALEANT PHRMCTCLS NTE 3.0% 8/1 91911XAB0 19,451 21,000,000 PRN Sole 21,000,000 VERIZON CMMNCATNS COM 92343V104 1,531 34,566 SH Sole 34,566 VIACOM INC NEW CL B 92553P201 159 4,070 SH Sole 4,070 VISHAY INTERTCHNLGY NTE 3.625% 8/0 928298AF5 16,946 17,000,000 PRN Sole 17,000,000 VIVO PARTICIPACOES SPON ADR PFD 92855S101 166,106 33,489,105 SH Sole 33,489,105 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 12,884 10,000,000 PRN Sole 10,000,000 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 166 177,000 PRN Sole 177,000 VULCAN MATLS CO COM 929160109 2,441 27,378 SH Sole 27,378 WACHOVIA CORP NEW COM 929903102 4,208 83,902 SH Sole 83,902 WAL MART STORES INC COM 931142103 2,243 51,391 SH Sole 51,391 WASHINGTON MUT INC COM 939322103 2,404 68,076 SH Sole 68,076 WASTE MGMT INC DEL COM 94106L109 2,495 66,100 SH Sole 66,100 WEBMD CORP NTE 1.75% 6/1 94769MAE5 17,266 16,531,000 PRN Sole 16,531,000 WESCO INTL INC NTE 1.75%11/1 95082PAG0 14,390 16,999,000 PRN Sole 16,999,000 WHITE RIVER CAPITAL COM 96445P105 2,776 130,647 SH Sole 130,647 WYETH COM 983024100 8,910 200,009 SH Sole 200,009 XEROX CORP COM 984121103 1,734 100,000 SH Sole 100,000 XM SATELLITE RADIO NTE 1.75%12/0 983759AC5 8,777 10,000,000 PRN Sole 10,000,000 YAHOO INC COM 984332106 134,356 5,005,338 SH Sole 5,005,338
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