-----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, BTgzHWMp/Fn+x9d/PAMgPLtPMDZwIJOwjErjj568B4MROB20GhEOFYOuRCymKuUq 5PoWn4s0P4M5owpELAI/6Q== 0001193125-10-190297.txt : 20100816 0001193125-10-190297.hdr.sgml : 20100816 20100816165121 ACCESSION NUMBER: 0001193125-10-190297 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 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: 101020539 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: June 30, 2010 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: 28-06663 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 Daniel S. Och New York, New York Dated: August 16, 2010 ------------------ ---------------------- /s/ Daniel S. Och - ----------------- 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: 1 Form 13F Information Table Entry Total: 273 Form 13F Information Table Value Total: $4,354,977 (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 1. 28 -13627 OZ Management II LP NAME: OZ MANAGEMENT LP MANAGER CIK: 0001054587 13F REPORT FOR THE QUARTER ENDED: June 30, 2010 13F FILE NUMBER: 28-06663
(6) (8) VOTING (5) SHRS/PRN INVESTMENT (7) OTHER (8) VOTING AUTH (1) NAME (2) TITLE (3) CUSIP (4) VALUE /AMT SH/PRN DISCRETION MNGRs AUTH SOLE SHARED - ----------------------------------- ------------- --------- --------- ------------ ------ ---------- --------- ---------- ---------- AFLAC INC COM 001055102 730 17111 SH SOLE 17111 0 AT&T INC COM COM 00206R102 5819 240560 SH SOLE 240560 0 AU OPTRONICS CORP SPONSORED ADR 002255107 7696 866707 SH DEFINED 1 839782 26925 ABBOTT LABS COM COM 002824100 8649 184894 SH SOLE 184894 0 ACTIVIDENTITY CORP COM COM 00506P103 8167 4276076 SH DEFINED 1 4224083 51993 ADVANCED MICRO DEVICES INC COM 007903107 2538 346682 SH DEFINED 1 335912 10770 ADVANCED MICRO DEVICES INC 5.750% NOTE 007903AN7 20193 20500000 PRN DEFINED 1 20000000 500000 AIRGAS INC COM COM 009363102 69296 1114076 SH DEFINED 1 1092399 21677 AKAMAI TECHNOLOGIES INC COM COM 00971T101 4219 104005 SH DEFINED 1 100774 3231 ALBEMARLE CORP COM 012653101 18126 456458 SH DEFINED 1 443314 13144 ALCOA INC 5.250% NOTE 013817AT8 17026 10000000 PRN DEFINED 1 9714000 286000 ALLERGAN INC COM COM 018490102 6521 111937 SH DEFINED 1 109505 2432 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1124 69800 SH SOLE 69800 0 AMAZON COM INC COM COM 023135106 17159 157051 SH SOLE 157051 0 AMBAC FINL GROUP INC COM COM 023139108 3993 5959821 SH SOLE 5959821 0 AMERICAN EXPRESS CO COM COM 025816109 11345 285773 SH SOLE 285773 0 AMERICAN INTL GROUP INC COM COM 026874784 3109 90286 SH DEFINED 1 83121 7165 AMERICAN TOWER CORP CL A 029912201 59876 1345529 SH DEFINED 1 1306212 39317 AMGEN INC COM COM 031162100 7121 135372 SH SOLE 135372 0 AMGEN INC0.125% NOTE 031162AN0 17402 17500000 PRN SOLE 17500000 0 AMPHENOL CORP CL A 032095101 12710 323571 SH DEFINED 1 313521 10050 ANADARKO PETE CORP COM 032511107 5528 153159 SH SOLE 153159 0 APACHE CORP COM COM 037411105 18841 223793 SH DEFINED 1 222358 1435 APPLE INC COM COM 037833100 6306 25069 SH DEFINED 1 23362 1707 ARCHER DANIELS MIDLAND CO COM COM 039483102 12766 494423 SH DEFINED 1 478659 15764 ARVINMERITOR INC 4.625% NOTE 043353AF8 36243 40050000 PRN DEFINED 1 38914000 1136000 ARVINMERITOR INC 4.000% NOTE 043353AH4 530 679000 PRN SOLE 679000 0 ATHEROS COMMUNICATIONS INC COM COM 04743P108 1515 55000 SH DEFINED 1 53416 1584 AVIS BUDGET GROUP COM 053774105 143 14600 SH SOLE 14600 0 BAKER HUGHES INC COM COM 057224107 40703 979132 SH DEFINED 1 951131 28001 BANK OF AMERICA CORPORATION COM COM 060505104 11601 807336 SH SOLE 807336 0 BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 4320 1500000 SH SOLE 1500000 0 BANK OF NEW YORK MELLON CORP COM COM 064058100 1238 50148 SH SOLE 50148 0 BAXTER INTL INC COM 071813109 4590 112948 SH SOLE 112948 0 BOEING CO COM 097023105 2199 35040 SH SOLE 35040 0 BORGWARNER INC 3.500% NOTE 099724AF3 36114 27886000 PRN DEFINED 1 26768000 1118000 BOULDER TOTAL RETURN FD INC COM COM 101541100 7771 576457 SH SOLE 576457 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 3524 141310 SH SOLE 141310 0 CIT GROUP INC COM COM 125581801 7281 215036 SH DEFINED 1 209445 5591 CKX INC COM COM 12562M106 18474 3702262 SH DEFINED 1 3630227 72035 CMS ENERGY CORP 2.875% NOTE 125896AW0 31540 27031000 PRN SOLE 27031000 0 CSX CORP COM COM 126408103 16565 333763 SH DEFINED 1 324152 9611 CTC MEDIA INC COM 12642X106 3058 211800 SH DEFINED 1 207097 4703 CVS CAREMARK CORPORATION COM COM 126650100 81777 2789109 SH DEFINED 1 2720217 68892 CABLEVISION SYS CORP CL A 12686C109 28522 1187925 SH DEFINED 1 1153719 34206 CADENCE DESIGN SYSTEM INC COM 127387108 4966 857700 SH DEFINED 1 830597 27103 CATERPILLAR INC DEL COM 149123101 437 7272 SH SOLE 7272 0 CELGENE CORP COM 151020104 2488 48964 SH SOLE 48964 0 CENTRAL EUROPEAN DIST CORP COM COM 153435102 21493 1005300 SH DEFINED 1 981744 23556 CEPHALON INC 2.000% NOTE 156708AP4 93810 72550000 PRN DEFINED 1 71550000 1000000 CHESAPEAKE ENERGY CORP 2.500% NOTE 165167CA3 11846 15219000 PRN DEFINED 1 14847000 372000 CHEVRON CORP NEW COM COM 166764100 27743 408829 SH SOLE 408829 0 CHINA PETE & CHEM CORP ADR 16941R108 832 10330 SH DEFINED 1 9203 1127 CHINA MED TECHNOLOGIES INC 4.000% NOTE 169483AC8 24942 37500000 PRN DEFINED 1 35930000 1570000 CHIQUITA BRANDS INTL INC 4.250% NOTE 170032AT3 46434 53948000 PRN DEFINED 1 52167602 1780398 CIENA CORP COM 171779309 282 22212 SH SOLE 22212 0 CISCO SYS INC COM 17275R102 26672 1251642 SH SOLE 1251642 0 CITIGROUP INC COM COM 172967101 50103 13325344 SH DEFINED 1 13135825 189519
COCA COLA CO COM COM 191216100 22464 448201 SH SOLE 448201 0 COCA COLA ENTERPRISES INC COM 191219104 41795 1616203 SH DEFINED 1 1609513 6690 COLGATE PALMOLIVE CO COM 194162103 1410 17902 SH SOLE 17902 0 COLUMBIA BKG SYS INC COM 197236102 1532 83893 SH DEFINED 1 81434 2459 COMCAST CORP CL A 20030N101 1364 78512 SH SOLE 78512 0 COMERICA INC COM COM 200340107 2107 57202 SH DEFINED 1 55554 1648 COMMSCOPE INC COM 203372107 8241 346682 SH DEFINED 1 335912 10770 CONOCOPHILLIPS COM COM 20825C104 12208 248694 SH SOLE 248694 0 CONTINENTAL AIRLS INC CL B 210795308 5311 241400 SH SOLE 241400 0 CORNING INC COM 219350105 2165 134058 SH SOLE 134058 0 COSTCO WHSL CORP NEW COM COM 22160K105 6437 117405 SH SOLE 117405 0 CROWN CASTLE INTL CORP COM COM 228227104 92820 2491134 SH DEFINED 1 2418373 72761 DEERE & CO COM 244199105 3797 68200 SH SOLE 68200 0 DELL INC COM COM 24702R101 1679 139202 SH DEFINED 1 138801 401 DELTA AIR LINES INC DEL COM COM 247361702 7840 667236 SH DEFINED 1 649076 18160 DEVON ENERGY CORP COM COM 25179M103 6878 112909 SH SOLE 112909 0 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 205 3302 SH SOLE 3302 0 DISNEY WALT CO COM 254687106 9895 314115 SH SOLE 314115 0 DIRECTV COM CL A 25490A101 10497 309476 SH SOLE 309476 0 DOW CHEM CO COM 260543103 4517 190427 SH SOLE 190427 0 DRYSHIPS INC. 5.000% NOTE 262498AB4 1851 2500000 PRN DEFINED 1 2429000 71000 DU PONT E I DE NEMOURS & CO COM 263534109 3384 97834 SH SOLE 97834 0 DYNEGY INC DEL COM 26817G300 6327 1643374 SH DEFINED 1 1593961 49413 ECB BANCORP INC COM COM 268253101 731 62617 SH DEFINED 1 61325 1292 E M C CORP MASS COM 268648102 6236 340770 SH DEFINED 1 324687 16083 E M C CORP MASS 1.750% NOTE 268648AK8 12194 10000000 PRN SOLE 10000000 0 EOG RES INC COM COM 26875P101 3264 33179 SH SOLE 33179 0 EBAY INC COM 278642103 5045 257279 SH SOLE 257279 0 EMERSON ELEC CO COM 291011104 6697 153275 SH SOLE 153275 0 ENSCO PLC SPONSORED ADR 29358Q109 263 6685 SH SOLE 6685 0 EQUINIX INC COM 29444U502 9746 119996 SH SOLE 119996 0 EQUINIX INC 3.000% NOTE 29444UAG1 40756 43756000 PRN DEFINED 1 42108000 1648000 EXELON CORP COM COM 30161N101 9869 259913 SH SOLE 259913 0 EXPEDIA INC DEL COM COM 30212P105 582 31000 SH DEFINED 1 29620 1380 EXPRESS SCRIPTS INC COM COM 302182100 4869 103562 SH SOLE 103562 0 EXXON MOBIL CORP COM COM 30231G102 97211 1703368 SH SOLE 1703368 0 FEDEX CORP COM 31428X106 8481 120969 SH SOLE 120969 0 FELCOR LODGING TR INC COM 31430F101 505 101300 SH DEFINED 1 99208 2092 FIDELITY NATL INFORMATION SV COM 31620M106 39455 1471114 SH DEFINED 1 1438599 32515 FIRST CALIFORNIA FINANCIAL G COM COM 319395109 5111 1900041 SH DEFINED 1 1844125 55916 FLOTEK INDS INC DEL COM COM 343389102 197 162600 SH SOLE 162600 0 FLUSHING FINL CORP COM COM 343873105 8787 718497 SH DEFINED 1 697729 20768 FORD MTR CO DEL *W EXP 01/01/201 345370134 3713 1195801 SH SOLE 1195801 0 FORD MTR CO DEL COM 345370860 2443 242354 SH DEFINED 1 236690 5664 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 1413 32000 PRN DEFINED 1 31000 1000 FOX CHASE BANCORP COM 35137P106 4495 469687 SH DEFINED 1 455152 14535 FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 8189 138489 SH SOLE 138489 0 GENERAL CABLE CORP 0.875% NOTE 369300AD0 19442 22412000 PRN DEFINED 1 22144000 268000 GENERAL DYNAMICS CORP COM 369550108 7898 134876 SH SOLE 134876 0 GENERAL ELECTRIC CO COM 369604103 6690 463932 SH SOLE 463932 0 GENERAL GROWTH PPTYS INC COM COM 370021107 75035 5658783 SH DEFINED 1 5496348 162435 GENERAL MLS INC COM COM 370334104 1378 38806 SH SOLE 38806 0 GENZYME CORP COM 372917104 2302 45334 SH SOLE 45334 0 GILEAD SCIENCES INC COM 375558103 5988 174682 SH SOLE 174682 0 GILEAD SCIENCES INC 0.500% NOTE 375558AG8 10390 10000000 PRN DEFINED 1 9714000 286000 GLOBALSTAR INC COM COM 378973408 3071 1994184 SH DEFINED 1 1959885 34299 GOLDMAN SACHS GROUP INC COM COM 38141G104 4421 33681 SH SOLE 33681 0 GOOGLE INC CL A 38259P508 41575 93437 SH SOLE 93437 0 H & Q HEALTHCARE FD SH BEN INT SH BEN INT 404052102 7606 695236 SH SOLE 695236 0 H & Q LIFE SCIENCES INVS SH BEN INT SH BEN INT 404053100 8498 967929 SH SOLE 967929 0 HALLIBURTON CO COM COM 406216101 33162 1350793 SH DEFINED 1 1321643 29150 HARLEY DAVIDSON INC COM 412822108 8973 403624 SH DEFINED 1 401275 2349 HERITAGE COMMERCE CORP COM COM 426927109 921 250908 SH DEFINED 1 244016 6892 HERTZ GLOBAL HOLDINGS INC 5.250% NOTE 42805TAA3 13317 10000000 PRN DEFINED 1 9826000 174000 HEWLETT PACKARD CO COM 428236103 17666 408174 SH SOLE 408174 0 HOME DEPOT INC COM 437076102 4528 161308 SH SOLE 161308 0 HONEYWELL INTL INC COM COM 438516106 20620 528309 SH DEFINED 1 517603 10706 ISTAR FINL INC FRNT 10/0 45031UBF7 1118 1500000 PRN SOLE 1500000 0 ICICI BK LTD ADR 45104G104 2110 58375 SH SOLE 58375 0
INGERSOLL-RAND GLOBAL HLDG C 4.500% NOTE 45687AAD4 46081 23405000 PRN DEFINED 1 22634000 771000 INTEL CORP COM 458140100 10953 563115 SH SOLE 563115 0 INTERNATIONAL BUSINESS MACHS COM COM 459200101 18743 151793 SH SOLE 151793 0 INTERPUBLIC GROUP COS INC 4.250% NOTE 460690BA7 37266 37000000 PRN DEFINED 1 36418000 582000 INTERPUBLIC GROUP COS INC 4.750% NOTE 460690BE9 38880 37871000 PRN DEFINED 1 36621000 1250000 ISHARES TR INDEX FTSE XNHUA IDX FTSE XNHUA IDX 464287184 14009 358004 SH SOLE 358004 0 ISHARES TR INDEX BARCLYS 20+ YR 464287432 5879 57781 SH DEFINED 1 55986 1795 IVANHOE ENERGY INC COM COM 465790103 15998 8333333 SH SOLE 8333333 0 JPMORGAN CHASE & CO COM COM 46625H100 4882 133355 SH DEFINED 1 130752 2603 JOHNSON & JOHNSON COM 478160104 11847 200587 SH SOLE 200587 0 KT CORP SPONSORED ADR 48268K101 11861 618720 SH SOLE 618720 0 KIMBERLY CLARK CORP COM 494368103 2207 36403 SH SOLE 36403 0 KRAFT FOODS INC CL A 50075N104 17603 628667 SH DEFINED 1 584742 43925 LDK SOLAR CO LTD ADR 50183L107 355 68680 SH DEFINED 1 67489 1191 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 UNIT 53015Y206 27932 2685764 SH DEFINED 1 2642977 42787 LIBERTY MEDIA CORP 4.000% DEBT 530715AG6 16107 31275000 PRN SOLE 31275000 0 LIBERTY MEDIA CORP 3.125% DEBT 530718AF2 26402 25500000 PRN DEFINED 1 24868000 632000 LIFE TECHNOLOGIES CORP COM COM 53217V109 24324 514801 SH DEFINED 1 499977 14824 LILLY ELI & CO COM COM 532457108 1149 34298 SH SOLE 34298 0 LINCARE HLDGS INC 2.750% NOTE 532791AF7 21800 17750000 PRN DEFINED 1 17680000 70000 LINEAR TECHNOLOGY CORP COM COM 535678106 6897 247991 SH DEFINED 1 240242 7749 LINEAR TECHNOLOGY CORP 3.125% NOTE 535678AD8 10025 10000000 PRN SOLE 10000000 0 LOCKHEED MARTIN CORP COM 539830109 4253 57093 SH SOLE 57093 0 LOWES COS INC COM 548661107 7533 368923 SH SOLE 368923 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 DBCV 549463AH0 8440 10000000 PRN SOLE 10000000 0 MGIC INVT CORP WIS 5.000% NOTE 552848AD5 12598 14000000 PRN SOLE 14000000 0 MPG OFFICE TR INC COM 553274101 2626 896232 SH DEFINED 1 874742 21490 MARATHON OIL CORP COM COM 565849106 663 21326 SH SOLE 21326 0 MASSEY ENERGY CORP COM COM 576206106 221 8063 SH SOLE 8063 0 MASTERCARD INC CL A 57636Q104 3372 16900 SH SOLE 16900 0 MCDONALDS CORP COM COM 580135101 3301 50120 SH SOLE 50120 0 MCKESSON CORP COM COM 58155Q103 26772 398633 SH DEFINED 1 387227 11406 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4007 72750 SH SOLE 72750 0 MEDTRONIC INC COM COM 585055106 5027 138610 SH SOLE 138610 0 MERCK & CO INC COM COM 58933Y105 7287 208379 SH SOLE 208379 0 METLIFE INC COM COM 59156R108 52086 1379404 SH DEFINED 1 1351403 28001 MICROSOFT CORP COM COM 594918104 91960 3996539 SH DEFINED 1 3994439 2100 MILLIPORE CORP 3.750% NOTE 601073AD1 20739 16500000 PRN DEFINED 1 16300000 200000 MONSANTO CO COM COM 61166W101 18813 407035 SH SOLE 407035 0 MORGAN STANLEY COM COM 617446448 16882 727348 SH SOLE 727348 0 MURPHY OIL CORP COM COM 626717102 311 6283 SH SOLE 6283 0 MYLAN INC COM 628530107 12051 707228 SH DEFINED 1 650031 57197 MYLAN INC 3.750% 9/1 NOTE 628530AJ6 20372 14294000 PRN SOLE 14294000 0 NARA BANCORP INC COM 63080P105 2165 256795 SH DEFINED 1 249218 7577 NETAPP INC COM COM 64110D104 2631 70523 SH DEFINED 1 68346 2177 NEWELL RUBBERMAID INC 5.500% NOTE 651229AH9 54690 29950000 PRN DEFINED 1 28977000 973000 NEWS CORP CL A 65248E104 2324 194353 SH SOLE 194353 0 NIKE INC CL B 654106103 3575 52930 SH SOLE 52930 0 NOBLE ENERGY INC COM COM 655044105 211 3497 SH SOLE 3497 0 OCCIDENTAL PETE CORP COM 674599105 11000 142578 SH SOLE 142578 0 OMNICARE INC DBCV 3.250%12/1 DBCV 681904AL2 53152 63979000 PRN DEFINED 1 62494000 1485000 ORACLE CORP COM COM 68389X105 7697 358654 SH SOLE 358654 0 ORITANI FINL CORP COM 686323106 4898 489841 SH DEFINED 1 480899 8942 OVERSEAS SHIPHOLDING GROUP I COM COM 690368105 23857 644074 SH DEFINED 1 625528 18546 PMC-SIERRA INC COM COM 69344F106 12166 1617852 SH DEFINED 1 1567592 50260 PNC FINL SVCS GROUP INC COM COM 693475105 3918 69349 SH SOLE 69349 0 PPL CORP COM 69351T106 24463 980479 SH DEFINED 1 950979 29500 PACTIV CORP COM 695257105 9308 334223 SH DEFINED 1 327720 6503 PARKER DRILLING CO 2.125% NOTE 701081AR2 9282 10300000 PRN SOLE 10300000 0 PEABODY ENERGY CORP COM COM 704549104 206 5271 SH SOLE 5271 0 PEPSICO INC COM 713448108 7344 120498 SH SOLE 120498 0 PFIZER INC COM COM 717081103 14469 1014691 SH SOLE 1014691 0 PHILIP MORRIS INTL INC COM 718172109 2907 63421 SH SOLE 63421 0 PIONEER NAT RES CO 2.875% NOTE 723787AH0 84415 73381000 PRN DEFINED 1 71752000 1629000 PLAINS EXPL& PRODTN CO COM 726505100 25768 1250279 SH DEFINED 1 1214279 36000 POLYCOM INC COM 73172K104 17281 580087 SH DEFINED 1 562116 17971 PRAXAIR INC COM COM 74005P104 5090 66988 SH SOLE 66988 0 PROCTER & GAMBLE CO COM 742718109 10759 179380 SH SOLE 179380 0 PROLOGIS 2.625% NOTE 743410AS1 360 400000 PRN DEFINED 1 0 400000
PROLOGIS 3.250% NOTE 743410AY8 17492 19405000 PRN DEFINED 1 19209000 196000 PRUDENTIAL FINL INC COM COM 744320102 3672 68432 SH SOLE 68432 0 QUALCOMM INC COM COM 747525103 26272 799998 SH SOLE 799998 0 RANGE RES CORP COM COM 75281A109 306 7628 SH SOLE 7628 0 RASER TECHNOLOGIES INC COM 754055101 309 527460 SH DEFINED 1 520903 6557 RINO INTERNATIONAL CORP COM 766883102 2508 200500 SH SOLE 200500 0 ROCKWOOD HLDGS INC COM COM 774415103 29851 1315602 SH DEFINED 1 1277719 37883 SBA COMMUNICATIONS CORP 4.000% NOTE 78388JAM8 14719 11500000 PRN DEFINED 1 11131000 369000 SBA COMMUNICATIONS CORP 1.875% NOTE 78388JAN6 20639 20500000 PRN DEFINED 1 19964000 536000 SK TELECOM LTD SPONSORED ADR 78440P108 3098 210296 SH SOLE 210296 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 5367 51997 SH SOLE 51997 0 SPDR SERIES TRUST KBW REGN BK ETF 78464A698 4618 200000 SH SOLE 200000 0 SANDISK CORP COM 80004C101 2410 57275 SH DEFINED 1 54618 2657 SANDISK CORP 1.000% NOTE 80004CAC5 6256 7000000 PRN SOLE 7000000 0 SANDRIDGE ENERGY INC COM 80007P307 3215 551500 SH SOLE 551500 0 SCHLUMBERGER LTD COM COM 806857108 11615 209876 SH SOLE 209876 0 SHANDA INTERACTIVE ENTMT LTD 2.000% NOTE 81941QAD6 5767 5000000 PRN SOLE 5000000 0 SILICONWARE PRECISION INDS L ADR 827084864 7478 1397737 SH DEFINED 1 1366967 30770 SINCLAIR BROADCAST GROUP INC 4.875% NOTE 829226AU3 17074 17000000 PRN SOLE 17000000 0 SINA CORP 7/1 NOTE 82922RAB9 27529 19413000 PRN DEFINED 1 19161000 252000 SMITHFIELD FOODS INC 4.000% NOTE 832248AR9 14676 15200000 PRN SOLE 15200000 0 SOLARFUN POWER HOLDINGS CO L ADR 83415U108 4382 647200 SH DEFINED 1 642172 5028 SOTHEBYS 3.125% NOTE 835898AC1 9728 10000000 PRN DEFINED 1 9728000 272000 SOUTHERN CO COM COM 842587107 274 8248 SH SOLE 8248 0 SOUTHERN UN CO COM COM 844030106 16026 733133 SH DEFINED 1 723663 9470 SUNPOWER CORP CL A 867652109 1274 105263 SH SOLE 105263 0 SUNPOWER CORP CL B 867652307 8987 832118 SH DEFINED 1 809688 22430 SUNPOWER CORP DBCV 4.750% 4/1 DBCV 867652AC3 19714 25000000 PRN DEFINED 1 24278000 722000 SYMETRA FINL CORP COM COM 87151Q106 68949 5775770 SH DEFINED 1 5709131 66639 TARGET CORP COM 87612E106 8167 166097 SH SOLE 166097 0 TEREX CORP COM COM 880779103 17074 911074 SH DEFINED 1 882605 28469 TEVA PHARMACEUTICAL INDS SPONSORED ADR 881624209 5272 101409 SH DEFINED 1 98518 2891 TEXAS INSTRS INC COM COM 882508104 5191 222967 SH SOLE 222967 0 TEXTRON INC 4.500% NOTE 883203BN0 67608 46315000 PRN DEFINED 1 44857000 1458000 THERMO FISHER SCIENTIFIC INC COM COM 883556102 15488 315756 SH DEFINED 1 306703 9053 3M CO COM COM 88579Y101 42252 534908 SH DEFINED 1 521824 13084 TIBCO SOFTWARE INC COM 88632Q103 1394 115561 SH DEFINED 1 111971 3590 TIME WARNER INC COM 887317303 957 33086 SH SOLE 33086 0 TIME WARNER CABLE INC COM 88732J207 66100 1269210 SH DEFINED 1 1232923 36287 TRANSOCEAN INC 1.500% NOTE 893830AV1 4486 5000000 PRN DEFINED 1 4902000 98000 TRANSOCEAN INC 1.500% NOTE 893830AW9 124875 150000000 PRN DEFINED 1 1.46E+08 4450000 TRAVELERS COMPANIES INC COM 89417E109 3016 61243 SH SOLE 61243 0 TYSON FOODS INC 3.250% NOTE 902494AP8 57209 49067000 PRN DEFINED 1 47675000 1392000 UAL CORP COM COM 902549807 22066 1073266 SH DEFINED 1 1043663 29603 US BANCORP DEL COM COM 902973304 7079 316727 SH SOLE 316727 0 UNION PAC CORP COM COM 907818108 14266 205238 SH DEFINED 1 200669 4569 UNITED DOMINION REALTY TR IN 4.000% NOTE 910197AK8 30598 30295000 PRN DEFINED 1 29791000 504000 UNITED PARCEL SERVICE INC CL B 911312106 9959 175056 SH SOLE 175056 0 UNITED RENTALS NORTH AMER IN 1.875% NOTE 911365AH7 1988 2000000 PRN SOLE 2000000 0 UNITED TECHNOLOGIES CORP COM 913017109 6730 103682 SH SOLE 103682 0 UNITEDHEALTH GROUP INC COM 91324P102 2771 97586 SH SOLE 97586 0 VALEANT PHARMACEUTICALS INTL 3.000% NOTE 91911XAB0 9925 6000000 PRN SOLE 6000000 0 VALERO ENERGY CORP COM COM 91913Y100 434 24157 SH SOLE 24157 0 VERIZON COMMUNICATIONS INC COM 92343V104 7558 269746 SH SOLE 269746 0 VIACOM INC CL B 92553P201 126020 4017217 SH DEFINED 1 3901209 116008 VIMPELCOM LTD SPONSORED SPONSORED ADR 92719A106 85678 5295284 SH DEFINED 1 5186785 108499 VISA INC COM CL A 92826C839 4256 60149 SH SOLE 60149 0 VMWARE INC CL A COM 928563402 7956 127117 SH DEFINED 1 123168 3949 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 8578 8000000 PRN SOLE 8000000 0 WAL MART STORES INC COM COM 931142103 12602 262166 SH SOLE 262166 0 WALGREEN CO COM COM 931422109 18673 699377 SH DEFINED 1 699364 13 WATERS CORP COM 941848103 3692 57058 SH DEFINED 1 55379 1679 WELLPOINT INC COM 94973V107 2107 43064 SH SOLE 43064 0 WELLS FARGO & CO COM COM 949746101 30719 1199969 SH DEFINED 1 1181851 18118 WEST COAST BANCORP ORE COM COM 952145100 9563 3750050 SH SOLE 3750050 0 WILLIAMS COS INC DEL COM COM 969457100 20921 1144502 SH DEFINED 1 1111560 32942 WYNDHAM WORLDWIDE CORP 3.500% NOTE 98310WAC2 51471 31597000 PRN DEFINED 1 30570000 1027000 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1715 245200 SH SOLE 245200 0 ALLIED WRLD ASSUR COM HLDG L SHS COM G0219G203 1279 28182 SH DEFINED 1 0 28182
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 14889 792786 SH SOLE 792786 0 GARMIN LTD ORD ORD G37260109 3461 118600 SH SOLE 118600 0 MARVELL TECHNOLOGY GROUP LTD ORD ORD G5876H105 10562 670182 SH DEFINED 1 650731 19451 NABORS INDUSTRIES LTD SHS SHS G6359F103 38295 2173399 SH DEFINED 1 2109495 63904 SIGNET JEWELERS LIMITED SHS SHS G81276100 31460 1144002 SH DEFINED 1 1111060 32942 ALCON INC COM H01301102 27391 184838 SH DEFINED 1 169369 15469 TYCO INTERNATIONAL LTD COM H89128104 44702 1268854 SH DEFINED 1 1230678 38176 DRYSHIPS INC SHS COM Y2109Q101 162 45500 SH DEFINED 1 44187 1313 TOTAL VALUE (x 1000): 4,354,977 TOTAL ENTRIES: 273
-----END PRIVACY-ENHANCED MESSAGE-----