-----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, C6vGaYYytn+9Wqs10iK4vWgvrxKIVv/96hyPys/xIVb3bwMkl7ei5EySHgvs9mrE eQ5R2j/X/5LKl+wAr9UnZw== 0001193125-08-178043.txt : 20080814 0001193125-08-178043.hdr.sgml : 20080814 20080814140400 ACCESSION NUMBER: 0001193125-08-178043 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 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: 081017535 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, 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: August 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: 371 Form 13F Information Table Value Total: $9,082,611 (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 6/30/2008
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- ACTIVIDENTITY CORP COM 00506P103 $ 11,960,277 11,960 4,381,054 SH Sole 4,381,054 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 $ 28,954,977 28,955 29,000,000 PRN Sole 29,000,000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 $ 65,899,699 65,900 1,500,000 SH Sole 1,500,000 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 $ 25,324,074 25,324 40,000,000 PRN Sole 40,000,000 AAR CORP NOTE 2.250% 3/0 000361AL9 $ 11,725,000 11,725 17,500,000 PRN Sole 17,500,000 AIRMEDIA GROUP INC SPONSORED ADR 009411109 $ 18,635,672 18,636 1,290,559 SH Sole 1,290,559 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 $ 11,144,363 11,144 16,790,000 PRN Sole 16,790,000 AK STL HLDG CORP COM 001547108 $ 5,412,498 5,412 78,442 SH Sole 78,442 ALLSTATE CORP COM 020002101 $ 1,299,953 1,300 28,514 SH Sole 28,514 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 $ 58,561,750 58,562 92,500,000 PRN Sole 92,500,000 AMERICAN EXPRESS CO COM 025816109 $ 1,984,870 1,985 52,691 SH Sole 52,691 AMERICAN AXLE & MFG HLDGS IN COM 024061103 $ 2,666,263 2,666 333,700 SH Sole 333,700 AMERICAN INTL GROUP INC COM 026874107 $ 8,418,037 8,418 318,142 SH Sole 318,142 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 $ 11,907,000 11,907 200,000 SH Sole 200,000 AMERICAN TOWER CORP CL A 029912201 $ 89,985,529 89,986 2,129,835 SH Sole 2,129,835 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 $ 8,519,344 8,519 13,500,000 PRN Sole 13,500,000 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 $ 20,825,063 20,825 33,000,000 PRN Sole 33,000,000 AMERIGROUP CORP COM 03073T102 $ 6,994,853 6,995 336,291 SH Sole 336,291 AMERIPRISE FINL INC COM 03076C106 $ 95,738,359 95,738 2,354,029 SH Sole 2,354,029 AMGEN INC COM 031162100 $ 1,043,698 1,044 22,131 SH Sole 22,131 AMGEN INC NOTE 0.375% 2/0 031162AQ3 $ 47,125,211 47,125 54,226,000 PRN Sole 54,226,000 AMR CORP COM 001765106 $ 1,336,320 1,336 261,000 SH Sole 261,000 ANADARKO PETE CORP COM 032511107 $ 79,698,388 79,698 1,064,917 SH Sole 1,064,917 ANHEUSER BUSCH COS INC COM 035229103 $ 106,310,429 106,310 1,711,372 SH Sole 1,711,372 ANNTAYLOR STORES CORP COM 036115103 $ 23,960,000 23,960 1,000,000 SH Sole 1,000,000 APPLE INC COM 037833100 $ 35,325,989 35,326 210,977 SH Sole 210,977 ARVINMERITOR INC NOTE 4.000% 2/1 043353AH4 $ 6,179,234 6,179 8,679,000 PRN Sole 8,679,000 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 $ 26,140,206 26,140 30,735,000 PRN Sole 30,735,000 ARTHROCARE CORP COM 043136100 $ 24,851,862 24,852 608,965 SH Sole 608,965 AT&T INC COM 00206R102 $ 2,285,833 2,286 67,849 SH Sole 67,849 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 $ 48,521,041 48,521 33,471,000 PRN Sole 33,471,000 ATLAS ENERGY RESOURCES LLC COM 049303100 $ 76,322,013 76,322 2,000,577 SH Sole 2,000,577 AVIS BUDGET GROUP COM 053774105 $ 431,055 431 51,500 SH Sole 51,500 BALLY TECHNOLOGIES INC COM 05874B107 $ 36,702,203 36,702 1,085,864 SH Sole 1,085,864 BANCO BRADESCO S A SP ADR PFD NEW 059460303 $ 1,526,316 1,526 74,600 SH Sole 74,600 BANK OF NEW YORK MELLON CORP COM 064058100 $ 106,215,064 106,215 2,807,694 SH Sole 2,807,694 BANK OF AMERICA CORPORATION COM 060505104 $ 2,458,037 2,458 102,976 SH Sole 102,976 BANKFINANCIAL CORP COM 06643P104 $ 17,791,982 17,792 1,367,562 SH Sole 1,367,562 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 $ 17,506,943 17,507 14,500,000 PRN Sole 14,500,000 BECKMAN COULTER INC COM 075811109 $ 42,051,134 42,051 622,703 SH Sole 622,703 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 $ 61,559,612 61,560 45,389,000 PRN Sole 45,389,000 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 $ 23,453,396 23,453 15,000,000 PRN Sole 15,000,000 BLUE NILE INC COM 09578R103 $ 4,252,000 4,252 100,000 SH Sole 100,000 BOEING CO COM 097023105 $ 4,229,148 4,229 64,351 SH Sole 64,351 BON-TON STORES INC COM 09776J101 $ 378,137 378 72,440 SH Sole 72,440 BRISTOL MYERS SQUIBB CO COM 110122108 $ 2,572,573 2,573 125,308 SH Sole 125,308 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 $ 10,594,555 10,595 13,447,000 PRN Sole 13,447,000 CAL MAINE FOODS INC COM NEW 128030202 $ 12,654,964 12,655 383,600 SH Sole 383,600 CAPITAL ONE FINL CORP COM 14040H105 $ 1,101,948 1,102 28,991 SH Sole 28,991 CARDINAL HEALTH INC COM 14149Y108 $ 255,269 255 4,949 SH Sole 4,949 CARNIVAL CORP PAIRED CTF 143658300 $ 772,516 773 23,438 SH Sole 23,438
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- CASH SYSTEMS INC COM 14756B102 $ 268,791 269 560,566 SH Sole 560,566 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 $ 24,322,237 24,322 52,255,000 PRN Sole 52,255,000 CENTEX CORP COM 152312104 $ 6,623,498 6,623 495,400 SH Sole 495,400 CENVEO INC COM 15670S105 $ 16,654,196 16,654 1,704,626 SH Sole 1,704,626 CEPHALON INC NOTE 6/1 156708AK5 $ 99,510 100 85,000 PRN Sole 85,000 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 $ 1,883,353 1,883 2,500,000 PRN Sole 2,500,000 CHEMTURA CORP COM 163893100 $ 1,343,200 1,343 230,000 SH Sole 230,000 CHENIERE ENERGY INC COM 16411R208 $ 884,663 885 202,440 SH Sole 202,440 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 $ 102,011,499 102,011 57,410,000 PRN Sole 57,410,000 CHICOPEE BANCORP INC COM 168565109 $ 8,574,869 8,575 667,305 SH Sole 667,305 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 $ 4,263,106 4,263 81,700 SH Sole 81,700 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 $ 17,499,676 17,500 10,500,000 PRN Sole 10,500,000 CHINA SUNERGY CO LTD SPON ADR 16942X104 $ 537,550 538 65,000 SH Sole 65,000 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 $ 258,400 258 170,000 SH Sole 170,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 $ 244,038,657 244,039 137,340,000 PRN Sole 137,340,000 CIENA CORP NOTE 0.875% 6/1 171779AE1 $ 49,902,513 49,903 62,500,000 PRN Sole 62,500,000 CIGNA CORP COM 125509109 $ 159,213,700 159,214 4,498,833 SH Sole 4,498,833 CISCO SYS INC COM 17275R102 $ 4,425,657 4,426 190,269 SH Sole 190,269 CIT GROUP INC COM 125581108 $ 1,298,197 1,298 190,631 SH Sole 190,631 CIT GROUP INC UNIT 99/99/9999 125581405 $ 91,261 91 10,000 SH Sole 10,000 CITIGROUP INC COM 172967101 $ 10,469,000 10,469 624,642 SH Sole 624,642 CITRIX SYS INC COM 177376100 $ 5,175,219 5,175 175,968 SH Sole 175,968 CKX INC COM 12562M106 $ 41,567,286 41,567 4,750,547 SH Sole 4,750,547 CLEAR CHANNEL COMMUNICATIONS COM 184502102 $ 40,974,102 40,974 1,164,037 SH Sole 1,164,037 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 $ 12,593,304 12,593 10,566,000 PRN Sole 10,566,000 CMS ENERGY CORP COM 125896100 $ 69,953,399 69,953 4,694,859 SH Sole 4,694,859 COCA COLA CO COM 191216100 $ 207,920 208 4,000 SH Sole 4,000 COLFAX CORP COM 194014106 $ 3,380,702 3,381 134,743 SH Sole 134,743 COMCAST CORP NEW CL A 20030N101 $ 7,869,154 7,869 414,821 SH Sole 414,821 COMMUNITY BANCORP NEV COM 20343T100 $ 2,807,348 2,807 560,349 SH Sole 560,349 COMPUCREDIT CORP COM 20478N100 $ 760,392 760 126,732 SH Sole 126,732 CONNS INC COM 208242107 $ 4,821,000 4,821 300,000 SH Sole 300,000 CONOCOPHILLIPS COM 20825C104 $ 3,923,415 3,923 41,566 SH Sole 41,566 CONSECO INC DBCV 3.500% 9/3 208464BH9 $ 25,781,254 25,781 31,315,000 PRN Sole 31,315,000 CONTINENTAL AIRLS INC CL B 210795308 $ 1,770,261 1,770 175,100 SH Sole 175,100 COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP9 $ 78,020,000 78,020 83,000,000 PRN Sole 83,000,000 COVIDIEN LTD COM G2552X108 $ 65,912,731 65,913 1,376,336 SH Sole 1,376,336 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 $ 22,471,727 22,472 23,998,000 PRN Sole 23,998,000 CSX CORP COM 126408103 $ 35,203,937 35,204 560,483 SH Sole 560,483 CVS CAREMARK CORPORATION COM 126650100 $ 63,697,491 63,697 1,609,742 SH Sole 1,609,742 DEAN FOODS CO NEW COM 242370104 $ 2,434,842 2,435 124,100 SH Sole 124,100 DEERE & CO COM 244199105 $ 256,711 257 3,559 SH Sole 3,559 DEVRY INC DEL COM 251893103 $ 11,962,622 11,963 223,100 SH Sole 223,100 DIGITAL RLTY TR INC COM 253868103 $ 15,346,609 15,347 375,131 SH Sole 375,131 DILLARDS INC CL A 254067101 $ 23,345,229 23,345 2,017,738 SH Sole 2,017,738 DISCOVER FINL SVCS COM 254709108 $ 944,816 945 71,740 SH Sole 71,740 DOMTAR CORP COM 257559104 $ 61,108,201 61,108 11,212,514 SH Sole 11,212,514 DOW CHEM CO COM 260543103 $ 651,805 652 18,671 SH Sole 18,671 DRS TECHNOLOGIES INC COM 23330X100 $ 78,465,892 78,466 996,772 SH Sole 996,772 DST SYS INC DEL COM 233326107 $ 140,158,621 140,159 2,546,024 SH Sole 2,546,024 DU PONT E I DE NEMOURS & CO COM 263534109 $ 1,367,891 1,368 31,893 SH Sole 31,893 EAGLE MATERIALS INC COM 26969P108 $ 56,788,138 56,788 2,241,932 SH Sole 2,241,932 EASTMAN KODAK CO COM 277461109 $ 615,800 616 42,675 SH Sole 42,675 EBAY INC COM 278642103 $ 802,573 803 29,366 SH Sole 29,366
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- ECB BANCORP INC COM 268253101 $ 7,001,299 7,001 279,940 SH Sole 279,940 E M C CORP MASS NOTE 1.750%12/0 268648AM4 $ 33,799,114 33,799 29,583,000 PRN Sole 29,583,000 E M C CORP MASS COM 268648102 $ 15,181,674 15,182 1,033,470 SH Sole 1,033,470 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $ 47,626,699 47,627 1,968,859 SH Sole 1,968,859 ENERGY CONVERSION DEVICES IN COM 292659109 $ 2,371,208 2,371 32,200 SH Sole 32,200 EQUINIX INC NOTE 3.000%10/1 29444UAG1 $ 52,408,413 52,408 48,906,000 PRN Sole 48,906,000 EVERGREEN SOLAR INC COM 30033R108 $ 1,119,873 1,120 115,570 SH Sole 115,570 EXTERRAN HOLDINGS INC COM 30225X103 $ 75,802,348 75,802 1,060,321 SH Sole 1,060,321 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 $ 57,921,739 57,922 80,000,000 PRN Sole 80,000,000 FEDERAL NATL MTG ASSN COM 313586109 $ 737,458 737 37,799 SH Sole 37,799 FEDEX CORP COM 31428X106 $ 579,422 579 7,354 SH Sole 7,354 FEI CO NOTE 2.875% 6/0 30241LAF6 $ 10,659,126 10,659 10,500,000 PRN Sole 10,500,000 FIBERTOWER CORP COM 31567R100 $ 7,655,474 7,655 5,468,196 SH Sole 5,468,196 FIFTH THIRD BANCORP COM 316773100 $ 21,379,700 21,380 2,100,167 SH Sole 2,100,167 FINANCIAL INSTITUTIONS INC COM 317585404 $ 13,067,107 13,067 813,643 SH Sole 813,643 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 $ 2,519,729 2,520 420,656 SH Sole 420,656 FIRST CLOVER LEAF FIN CORP COM 31969M105 $ 6,866,493 6,866 784,742 SH Sole 784,742 FIRST HORIZON NATL CORP COM 320517105 $ 23,485,769 23,486 3,160,938 SH Sole 3,160,938 FLEXTRONICS INTL LTD ORD Y2573F102 $ 2,472,200 2,472 263,000 SH Sole 263,000 M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 $ 2,159,659 2,160 2,233,000 PRN Sole 2,233,000 FOREST OIL CORP COM PAR $0.01 346091705 $ 55,463,164 55,463 744,472 SH Sole 744,472 FOX CHASE BANCORP COM 35137P106 $ 2,502,691 2,503 243,927 SH Sole 243,927 FEDERAL HOME LN MTG CORP COM 313400301 $ 451,476 451 27,529 SH Sole 27,529 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 $ 58,020,489 58,020 346,200 SH Sole 346,200 FRONTIER OIL CORP COM 35914P105 $ 22,781,926 22,782 952,820 SH Sole 952,820 FIBERTOWER CORP NOTE 9.000%11/1 31567RAC4 $ 48,101,250 48,101 63,500,000 PRN Sole 63,500,000 FUEL TECH INC COM 359523107 $ 2,643,000 2,643 150,000 SH Sole 150,000 FX REAL ESTATE & ENTMT INC COM 302709100 $ 3,272,404 3,272 1,722,318 SH Sole 1,722,318 GARMIN LTD ORD G37260109 $ 20,528,928 20,529 479,200 SH Sole 479,200 GENENTECH INC COM NEW 368710406 $ 75,900,000 75,900 1,000,000 SH Sole 1,000,000 GENERAL ELECTRIC CO COM 369604103 $ 13,523,529 13,524 506,689 SH Sole 506,689 GENERAL MOLY INC COM 370373102 $ 35,070,593 35,071 4,456,238 SH Sole 4,456,238 GENERAL MTRS CORP COM 370442105 $ 1,437,500 1,438 125,000 SH Sole 125,000 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 11,573,983 11,574 850,000 SH Sole 850,000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $ 102,166,511 102,167 8,076,404 SH Sole 8,076,404 GOLDMAN SACHS GROUP INC COM 38141G104 $ 13,774,075 13,774 78,754 SH Sole 78,754 GOODYEAR TIRE & RUBR CO COM 382550101 $ 1,198,176 1,198 67,200 SH Sole 67,200 GOOGLE INC CL A 38259P508 $ 52,089,785 52,090 98,951 SH Sole 98,951 GREAT BASIN GOLD LTD COM 390124105 $ 22,604,299 22,604 6,630,160 SH Sole 6,630,160 GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 $ 7,200,000 7,200 10,000,000 PRN Sole 10,000,000 GENCORP INC SDCV 2.250%11/1 368682AL4 $ 5,838,750 5,839 7,500,000 PRN Sole 7,500,000 HALLIBURTON CO COM 406216101 $ 5,343,300 5,343 100,684 SH Sole 100,684 HANSEN NAT CORP COM 411310105 $ 4,072,266 4,072 141,300 SH Sole 141,300 HARRIS CORP DEL COM 413875105 $ 28,298,787 28,299 560,483 SH Sole 560,483 HAYES LEMMERZ INTL INC COM NEW 420781304 $ 5,680,000 5,680 2,000,000 SH Sole 2,000,000 HDFC BANK LTD ADR REPS 3 SHS 40415F101 $ 5,072,453 5,072 70,785 SH Sole 70,785 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 $ 1,987,700 1,988 65,000 SH Sole 65,000 HEALTHSOUTH CORP COM NEW 421924309 $ 844,804 845 50,800 SH Sole 50,800 HERITAGE COMMERCE CORP COM 426927109 $ 7,205,151 7,205 727,793 SH Sole 727,793 HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 $ 13,107,749 13,108 12,500,000 PRN Sole 12,500,000 EXULT INC DEL NOTE 2.500%10/0 302284AB0 $ 25,773 26 26,000 PRN Sole 26,000 HILLTOP HOLDINGS INC COM 432748101 $ 28,228,027 28,228 2,737,927 SH Sole 2,737,927 HOME DEPOT INC COM 437076102 $ 4,526,079 4,526 193,257 SH Sole 193,257 HOST HOTELS & RESORTS INC COM 44107P104 $ 1,947,173 1,947 142,650 SH Sole 142,650
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- HUBBELL INC CL B 443510201 $ 26,731,479 26,731 670,466 SH Sole 670,466 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 $ 2,732,330 2,732 3,900,000 PRN Sole 3,900,000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 $ 22,372,763 22,373 27,775,000 PRN Sole 27,775,000 ICICI BK LTD ADR 45104G104 $ 19,144,267 19,144 665,656 SH Sole 665,656 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 $ 51,385,467 51,385 25,200,000 PRN Sole 25,200,000 IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF6 $ 21,740,625 21,741 22,500,000 PRN Sole 22,500,000 INDYMAC BANCORP INC COM 456607100 $ 103,106 103 166,300 SH Sole 166,300 INGERSOLL-RAND COMPANY LTD CL A G4776G101 $ 1,122,900 1,123 30,000 SH Sole 30,000 INTEL CORP COM 458140100 $ 45,788,787 45,789 2,131,694 SH Sole 2,131,694 INTERMUNE INC COM 45884X103 $ 481,911 482 36,731 SH Sole 36,731 INTEROIL CORP COM 460951106 $ 29,414,700 29,415 1,000,500 SH Sole 1,000,500 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 105,236,933 105,237 3,172,654 SH Sole 3,172,654 INVESCO LTD SHS G491BT108 $ 112,687,847 112,688 4,699,243 SH Sole 4,699,243 INVITROGEN CORP COM 46185R100 $ 32,595,301 32,595 830,242 SH Sole 830,242 ISLE OF CAPRI CASINOS INC COM 464592104 $ 7,718,501 7,719 1,611,378 SH Sole 1,611,378 INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 $ 2,405,024 2,405 2,600,000 PRN Sole 2,600,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 $ 22,473,574 22,474 18,000,000 PRN Sole 18,000,000 JP MORGAN CHASE & CO COM 46625H100 $ 6,437,894 6,438 187,639 SH Sole 187,639 JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 $ 12,344,303 12,344 19,405,000 PRN Sole 19,405,000 JDS UNIPHASE CORP COM PAR $0.001 46612J507 $ 115,020 115 10,125 SH Sole 10,125 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 $ 8,319,375 8,319 8,500,000 PRN Sole 8,500,000 JETBLUE AIRWAYS CORP COM 477143101 $ 220,473 220 59,108 SH Sole 59,108 JOHNSON & JOHNSON COM 478160104 $ 3,549,895 3,550 55,174 SH Sole 55,174 JOS A BANK CLOTHIERS INC COM 480838101 $ 14,043,750 14,044 525,000 SH Sole 525,000 KAISER ALUMINUM CORP COM PAR $0.01 483007704 $ 39,650,902 39,651 740,723 SH Sole 740,723 KANSAS CITY SOUTHERN COM NEW 485170302 $ 1,619,712 1,620 36,820 SH Sole 36,820 KEARNY FINL CORP COM 487169104 $ 5,612,684 5,613 510,244 SH Sole 510,244 KEY ENERGY SERVICES INC COM 492914106 $ 10,884,580 10,885 560,483 SH Sole 560,483 KEYCORP COM 493267108 $ 38,412,212 38,412 3,498,380 SH Sole 3,498,380 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 $ 23,400,087 23,400 21,130,000 PRN Sole 21,130,000 KIMBERLY CLARK CORP COM 494368103 $ 569,943 570 9,534 SH Sole 9,534 KOREA ELECTRIC PWR SPONSORED ADR 500631106 $ 12,080,097 12,080 831,390 SH Sole 831,390 KT CORP SPONSORED ADR 48268K101 $ 31,824,364 31,824 1,492,700 SH Sole 1,492,700 KRAFT FOODS INC CL A 50075N104 $ 14,604,096 14,604 513,325 SH Sole 513,325 LABORATORY CORP AMER HLDGS COM NEW 50540R409 $ 12,533,400 12,533 180,000 SH Sole 180,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 $ 7,548,234 7,548 199,267 SH Sole 199,267 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 $ 644,189 644 800 SH Sole 800 LEHMAN BROS HLDGS INC COM 524908100 $ 1,806,830 1,807 91,208 SH Sole 91,208 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 $ 28,518,441 28,518 2,716,042 SH Sole 2,716,042 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 $ 9,258,480 9,258 642,950 SH Sole 642,950 LIFE TIME FITNESS INC COM 53217R207 $ 18,188,025 18,188 615,500 SH Sole 615,500 LIGAND PHARMACEUTICALS INC CL B 53220K207 $ 2,628,974 2,629 1,011,144 SH Sole 1,011,144 LILLY ELI & CO COM 532457108 $ 955,835 956 20,707 SH Sole 20,707 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 $ 43,251,607 43,252 47,750,000 PRN Sole 47,750,000 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 $ 19,580,858 19,581 20,000,000 PRN Sole 20,000,000 LIZ CLAIBORNE INC COM 539320101 $ 3,381,850 3,382 239,000 SH Sole 239,000 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 $ 19,580,858 19,581 20,000,000 PRN Sole 20,000,000 LEGG MASON INC UNIT 99/99/9999 524901303 $ 16,702,811 16,703 400,000 SH Sole 400,000 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 $ 8,152,135 8,152 9,000,000 PRN Sole 9,000,000 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 $ 8,309,519 8,310 16,250,000 PRN Sole 16,250,000 LOEWS CORP COM 540424108 $ 262,640 263 5,600 SH Sole 5,600 LORILLARD INC COM 544147101 $ 280,211,215 280,211 4,051,637 SH Sole 4,051,637 LOWES COS INC COM 548661107 $ 2,113,346 2,113 101,848 SH Sole 101,848 LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 $ 30,282,050 30,282 30,950,000 PRN Sole 30,950,000
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- LULULEMON ATHLETICA INC COM 550021109 $ 13,077,000 13,077 450,000 SH Sole 450,000 MACROVISION SOLUTIONS CORP COM 55611C108 $ 107,900,735 107,901 7,212,616 SH Sole 7,212,616 MAGELLAN HEALTH SERVICES INC COM 559079207 $ 51,517,136 51,517 1,391,227 SH Sole 1,391,227 MAGUIRE PPTYS INC COM 559775101 $ 3,410,533 3,411 280,241 SH Sole 280,241 MARATHON OIL CORP COM 565849106 $ 89,796,462 89,796 1,731,183 SH Sole 1,731,183 MASCO CORP COM 574599106 $ 621,335 621 39,500 SH Sole 39,500 MASTERCARD INC CL A 57636Q104 $ 2,762,205 2,762 10,403 SH Sole 10,403 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 $ 15,422,194 15,422 15,000,000 PRN Sole 15,000,000 MCKESSON CORP COM 58155Q103 $ 55,208,106 55,208 987,446 SH Sole 987,446 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 $ 82,454,723 82,455 77,500,000 PRN Sole 77,500,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 $ 50,578,390 50,578 47,226,000 PRN Sole 47,226,000 MEDICINOVA INC COM 58468P206 $ 2,006,693 2,007 426,956 SH Sole 426,956 MEDTRONIC INC COM 585055106 $ 1,173,638 1,174 22,679 SH Sole 22,679 MERCK & CO COM 589331107 $ 5,820,203 5,820 154,423 SH Sole 154,423 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 $ 32,112,006 32,112 31,500,000 PRN Sole 31,500,000 MERRILL LYNCH & CO INC COM 590188108 $ 8,746,601 8,747 275,831 SH Sole 275,831 METLIFE INC COM 59156R108 $ 16,846,031 16,846 319,235 SH Sole 319,235 MICROSOFT CORP COM 594918104 $ 2,535,872 2,536 92,180 SH Sole 92,180 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 $ 37,832,025 37,832 37,500,000 PRN Sole 37,500,000 3M CO COM 88579Y101 $ 3,167,319 3,167 45,514 SH Sole 45,514 MONSANTO CO NEW COM 61166W101 $ 948,300 948 7,500 SH Sole 7,500 MORGAN STANLEY COM 617446448 $ 5,468,753 5,469 151,615 SH Sole 151,615 MOTOROLA INC COM 620076109 $ 2,024,255 2,024 275,784 SH Sole 275,784 MYLAN INC COM 628530107 $ 49,170,911 49,171 4,073,812 SH Sole 4,073,812 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 $ 24,508,798 24,509 30,000,000 PRN Sole 30,000,000 NCR CORP NEW COM 62886E108 $ 154,926,878 154,927 6,147,892 SH Sole 6,147,892 NEWPORT BANCORP INC COM 651754103 $ 5,061,463 5,061 425,333 SH Sole 425,333 NEWS CORP CL A 65248E104 $ 707,828 708 47,063 SH Sole 47,063 NEWSTAR FINANCIAL INC COM 65251F105 $ 42,245,578 42,246 7,148,152 SH Sole 7,148,152 NOVELL INC DBCV 0.500% 7/1 670006AC9 $ 5,237,609 5,238 5,500,000 PRN Sole 5,500,000 NRG ENERGY INC COM 629377508 $ 36,004,211 36,004 839,259 SH Sole 839,259 NVIDIA CORP COM 67066G104 $ 55,608,827 55,609 2,970,557 SH Sole 2,970,557 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 $ 11,727,195 11,727 10,710,000 PRN Sole 10,710,000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 $ 31,513,262 31,513 28,500,000 PRN Sole 28,500,000 OSAGE BANCSHARES INC COM 68764U106 $ 3,020,807 3,021 313,037 SH Sole 313,037 PACTIV CORP COM 695257105 $ 56,195,513 56,196 2,646,986 SH Sole 2,646,986 PAMRAPO BANCORP INC COM 697738102 $ 1,247,255 1,247 80,572 SH Sole 80,572 PEPSICO INC COM 713448108 $ 682,702 683 10,736 SH Sole 10,736 PFIZER INC COM 717081103 $ 26,390,619 26,391 1,510,625 SH Sole 1,510,625 PHARMACOPEIA INC COM 7171EP101 $ 7,455,692 7,456 1,946,656 SH Sole 1,946,656 PHARMERICA CORP COM 71714F104 $ 9,116,149 9,116 403,548 SH Sole 403,548 PROLOGIS NOTE 2.625% 5/1 743410AS1 $ 38,615,639 38,616 42,500,000 PRN Sole 42,500,000 POLARIS INDS INC COM 731068102 $ 8,076,000 8,076 200,000 SH Sole 200,000 POST PPTYS INC COM 737464107 $ 2,124,150 2,124 71,400 SH Sole 71,400 PRECISION CASTPARTS CORP COM 740189105 $ 96,370,000 96,370 1,000,000 SH Sole 1,000,000 PRIDE INTL INC DEL COM 74153Q102 $ 86,218,229 86,218 1,823,181 SH Sole 1,823,181 PROCTER & GAMBLE CO COM 742718109 $ 2,391,232 2,391 39,323 SH Sole 39,323 PRUDENTIAL FINL INC COM 744320102 $ 61,363,614 61,364 1,027,178 SH Sole 1,027,178 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 $ 96,000,000 96,000 100,000,000 PRN Sole 100,000,000 PRUDENTIAL FINL INC FRNT 12/1 744320AG7 $ 9,787,500 9,788 10,000,000 PRN Sole 10,000,000 PANTRY INC NOTE 3.000%11/1 698657AL7 $ 29,208,803 29,209 42,000,000 PRN Sole 42,000,000 PULTE HOMES INC COM 745867101 $ 3,580,434 3,580 371,800 SH Sole 371,800 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 $ 19,468,016 19,468 6,500,000 PRN Sole 6,500,000 QUALCOMM INC COM 747525103 $ 96,730,860 96,731 2,180,096 SH Sole 2,180,096
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- QUEST DIAGNOSTICS INC COM 74834L100 $ 76,669,652 76,670 1,581,796 SH Sole 1,581,796 QWEST COMMUNICATIONS INTL IN COM 749121109 $ 4,761,195 4,761 1,211,500 SH Sole 1,211,500 RALCORP HOLDINGS INC. COM 751028101 $ 52,280,180 52,280 1,057,447 SH Sole 1,057,447 REDWOOD TRUST COM 758075402 $ 5,697,500 5,698 250,000 SH Sole 250,000 RESEARCH IN MOTION COM 760975102 $ 1,381,174 1,381 11,815 SH Sole 11,815 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 $ 45,257,365 45,257 40,000,000 PRN Sole 40,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 $ 104,447,571 104,448 91,500,000 PRN Sole 91,500,000 RIO TINTO PLC SPONSORED ADR 767204100 $ 30,969,180 30,969 62,564 SH Sole 62,564 RITE AID CORP NOTE 8.500% 5/1 767754BU7 $ 3,354,046 3,354 3,670,000 PRN Sole 3,670,000 RITE AID CORP. COM 767754104 $ 543,998 544 342,137 SH Sole 342,137 RIVIERA HOLDINGS CORP COM 769627100 $ 2,532,831 2,533 249,540 SH Sole 249,540 SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T208 $ 28,410,440 28,410 2,841,044 SH Sole 2,841,044 SAVIENT PHARMACEUTICALS INC COM 80517Q100 $ 5,019,773 5,020 198,410 SH Sole 198,410 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 $ 11,341,050 11,341 12,344,000 PRN Sole 12,344,000 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 $ 17,622,500 17,623 19,000,000 PRN Sole 19,000,000 SCHERING-PLOUGH CORP COM 806605101 $ 550,139 550 27,940 SH Sole 27,940 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 $ 20,282,426 20,282 22,000,000 PRN Sole 22,000,000 SEARS HOLDINGS CORP COM 812350106 $ 58,640,726 58,641 796,100 SH Sole 796,100 SECURITY CAPITAL ASSURANCE COM G8018D107 $ 28,348 28 97,750 SH Sole 97,750 SEPRACOR INC NOTE 10/1 817315AW4 $ 1,830,000 1,830 2,000,000 PRN Sole 2,000,000 SIMON PPTY GROUP INC NEW COM 828806109 $ 371,336 371 4,131 SH Sole 4,131 SINA CORP NOTE 7/1 82922RAB9 $ 59,089,742 59,090 33,525,000 PRN Sole 33,525,000 SIX FLAGS INC PIERS 83001P505 $ 1,381,920 1,382 142,466 SH Sole 142,466 SIX FLAGS INC COM 83001P109 $ 1,604,857 1,605 1,395,528 SH Sole 1,395,528 SK TELECOM LTD SPONSORED ADR 78440P108 $ 10,201,186 10,201 491,150 SH Sole 491,150 SMART BALANCE INC COM 83169Y108 $ 36,425,295 36,425 5,052,052 SH Sole 5,052,052 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 1,014,244 1,014 249,200 SH Sole 249,200 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 $ 41,470,019 41,470 59,500,000 PRN Sole 59,500,000 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 $ 3,726,555 3,727 212,946 SH Sole 212,946 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 $ 4,946,302 4,946 5,000,000 PRN Sole 5,000,000 SOUTH FINL GROUP INC COM 837841105 $ 35,588,500 35,589 50,000 SH Sole 50,000 SOUTHERN UNION CO COM 844030106 $ 129,727,370 129,727 4,801,161 SH Sole 4,801,161 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 $ 467,815 468 6,400 SH Sole 6,400 SPRINT NEXTEL CORP COM SER 1 852061100 $ 3,555,860 3,556 374,301 SH Sole 374,301 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 $ 13,899,807 13,900 12,500,000 PRN Sole 12,500,000 STANDARD PAC CORP NEW COM 85375C101 $ 236,600 237 70,000 SH Sole 70,000 STARBUCKS CORP COM 855244109 $ 336,521 337 21,380 SH Sole 21,380 SUNPOWER CORP COM CL A 867652109 $ 1,340,052 1,340 18,617 SH Sole 18,617 SUNTRUST BKS INC COM 867914103 $ 576,115 576 15,906 SH Sole 15,906 SUSSEX BANCORP COM 869245100 $ 811,150 811 100,142 SH Sole 100,142 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 $ 20,270,439 20,270 17,500,000 PRN Sole 17,500,000 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $ 15,764,723 15,765 616,532 SH Sole 616,532 TARGET CORP COM 87612E106 $ 1,593,352 1,593 34,273 SH Sole 34,273 TATA MTRS LTD SPONSORED ADR 876568502 $ 10,890,552 10,891 1,083,637 SH Sole 1,083,637 TERNIUM SA SPON ADR 880890108 $ 6,497,568 6,498 154,704 SH Sole 154,704 TERRESTAR CORP COM 881451108 $ 6,593,801 6,594 1,656,734 SH Sole 1,656,734 TESORO CORP COM 881609101 $ 1,478,796 1,479 74,800 SH Sole 74,800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $ 17,573,460 17,573 383,700 SH Sole 383,700 TEXAS INSTRS INC COM 882508104 $ 1,061,097 1,061 37,681 SH Sole 37,681 THERMO FISHER SCIENTIFIC INC COM 883556102 $ 56,298,000 56,298 1,010,192 SH Sole 1,010,192 TIME WARNER INC. COM 887317105 $ 2,298,277 2,298 155,289 SH Sole 155,289 TRANSDIGM GROUP INC COM 893641100 $ 51,075,006 51,075 1,520,542 SH Sole 1,520,542 TRANSOCEAN INC NEW SHS G90073100 $ 11,623,852 11,624 76,277 SH Sole 76,277 TRAVELERS COMPANIES INC COM 89417E109 $ 750,039 750 17,282 SH Sole 17,282
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x1000) Prn Amt PRN Call Discretion Managers Sole Shared None - -------------------- ----------- --------- -------------- --------- ----------- --- ---- ---------- -------- ----------- ------ ---- TRIAN ACQUISITION I CORP UNIT 99/99/9999 89582E207 $ 46,485,000 46,485 4,500,000 SH Sole 4,500,000 TRIMERIS INC COM 896263100 $ 785,592 786 166,439 SH Sole 166,439 TYCO ELECTRONICS LTD COM G9144P105 $ 1,123,853 1,124 31,375 SH Sole 31,375 TYCO INTL LTD BERMUDA SHS G9143X208 $ 1,256,255 1,256 31,375 SH Sole 31,375 US BANCORP DEL COM 902973304 $ 1,851,478 1,851 66,385 SH Sole 66,385 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 $ 23,287,833 23,288 25,000,000 PRN Sole 25,000,000 UAL CORP NOTE 4.500% 6/3 902549AH7 $ 6,226,515 6,227 15,500,000 PRN Sole 15,500,000 UAL CORP DBCV 5.000% 2/0 902549AE4 $ 9,054,164 9,054 21,303,916 PRN Sole 21,303,916 UDR INC COM 902653104 $ 1,090,286 1,090 48,717 SH Sole 48,717 UNION PAC CORP COM 907818108 $ 76,169,610 76,170 1,008,869 SH Sole 1,008,869 UNITEDHEALTH GROUP INC COM 91324P102 $ 3,194,966 3,195 121,713 SH Sole 121,713 UNITED PARCEL SERVICE INC CL B 911312106 $ 2,699,394 2,699 43,914 SH Sole 43,914 UNITED RENTALS INC COM 911363109 $ 1,568,800 1,569 80,000 SH Sole 80,000 UNITED TECHNOLOGIES CORP COM 913017109 $ 998,800 999 16,188 SH Sole 16,188 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 $ 5,198,947 5,199 5,000,000 PRN Sole 5,000,000 VALE CAP LTD NT RIO CV VALE 91912C208 $ 173,858,182 173,858 2,585,000 SH Sole 2,585,000 VALE CAP LTD NT RIO P VALE 91912C307 $ 124,675,650 124,676 1,875,000 SH Sole 1,875,000 VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB0 $ 6,110,129 6,110 6,591,000 PRN Sole 6,591,000 VALERO ENERGY CORP NEW COM 91913Y100 $ 1,396,496 1,396 33,912 SH Sole 33,912 VERISIGN INC COM 92343E102 $ 44,134,297 44,134 1,167,574 SH Sole 1,167,574 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 $ 16,082,348 16,082 12,500,000 PRN Sole 12,500,000 VERIZON COMMUNICATIONS INC COM 92343V104 $ 1,566,769 1,567 44,259 SH Sole 44,259 VISA INC COM CL A 92826C839 $ 63,854,044 63,854 785,316 SH Sole 785,316 VISIONCHINA MEDIA INC SPONS ADR 92833U103 $ 209,796,766 209,797 13,219,708 SH Sole 13,219,708 VISION-SCIENCES INC DEL COM 927912105 $ 4,038,458 4,038 1,076,922 SH Sole 1,076,922 VMWARE INC CL A COM 928563402 $ 12,791,750 12,792 237,500 SH Sole 237,500 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 $ 156,782 157 177,000 PRN Sole 177,000 VORNADO RLTY TR SH BEN INT 929042109 $ 2,508,000 2,508 28,500 SH Sole 28,500 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 $ 6,432,939 6,433 5,000,000 PRN Sole 5,000,000 VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 $ 17,000,000 17,000 17,000,000 PRN Sole 17,000,000 WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 $ 21,542,072 21,542 24,400 SH Sole 24,400 WACHOVIA CORP NEW COM 929903102 $ 28,542,245 28,542 1,837,878 SH Sole 1,837,878 WALGREEN CO COM 931422109 $ 775,266 775 23,847 SH Sole 23,847 DISNEY WALT CO COM 254687106 $ 394,930 395 12,658 SH Sole 12,658 WASHINGTON MUT INC COM 939322103 $ 86,486,275 86,486 17,542,855 SH Sole 17,542,855 WESCO INTL INC NOTE 1.750%11/1 95082PAG0 $ 19,551,734 19,552 23,299,000 PRN Sole 23,299,000 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 $ 12,798,490 12,798 14,031,000 PRN Sole 14,031,000 WELLPOINT INC COM 94973V107 $ 58,457,135 58,457 1,226,545 SH Sole 1,226,545 WELLS FARGO & CO NEW COM 949746101 $ 3,162,550 3,163 133,160 SH Sole 133,160 WEYERHAEUSER CO COM 962166104 $ 17,899,000 17,899 350,000 SH Sole 350,000 W-H ENERGY SERVICES INC COM 92925E108 $ 22,706,273 22,706 237,166 SH Sole 237,166 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 $ 5,224,375 5,224 6,500,000 PRN Sole 6,500,000 WORLD ACCEP CORP DEL COM 981419104 $ 340,067 340 10,100 SH Sole 10,100 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 $ 3,359,620 3,360 4,000,000 PRN Sole 4,000,000 WYETH COM 983024100 $ 24,333,753 24,334 507,376 SH Sole 507,376 XEROX CORP COM 984121103 $ 1,356,000 1,356 100,000 SH Sole 100,000 XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 $ 6,788,390 6,788 7,000,000 PRN Sole 7,000,000 YAHOO! INC COM 984332106 $ 3,439,477 3,439 166,480 SH Sole 166,480 ZIMMER HLDGS INC COM 98956P102 $ 76,886,565 76,887 1,129,854 SH Sole 1,129,854 ZOLTEK COS INC COM 98975W104 $ 2,425,000 2,425 100,000 SH Sole 100,000 TOTAL VALUE (x 1000): 9,082,610,979 9,082,611 TOTAL ENTRIES: 371
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