-----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, EO290xehGOQBlEseTMLAcLMjk6WdXByiPmF9aOQM5fqtSbU8AX5d6SoowHotIGZv LTrez/jUAvpPTKL2jXmbCA== 0001193125-09-031196.txt : 20090217 0001193125-09-031196.hdr.sgml : 20090216 20090217161158 ACCESSION NUMBER: 0001193125-09-031196 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 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: 09613897 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 13-F 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, 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: February 13, 2009 - ----------------------------- 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: 228 Form 13F Information Table Value Total: $2,530,147 (thousands) List of Other Included Managers: NONE 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 NONE NAME: OZ MANAGEMENT LP MANAGER CIK: 0001054587 13F REPORT FOR THE QUARTER ENDED: December 31, 2008 13F FILE NUMBER: 28-6912
COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 COLUMN 1 COLUMN 2 COLUMN 3 (4) VALUE (5) SHRS/ SH/ (6) INVSTMNT (7) OTHER (8) VOTING AUTHORITY (1) NAME OF ISSUER (2) TITLE (3) CUSIP (x1000) PRN/AMT PRN DISCRETN MANAGERS (sole, shared, none) - ---------------------------- --------------- --------- ------------- ----------- --- ------------ --------- -------------------- A D C TELECOMMUNICATIONS NOTE 000886AF8 $ 11,501.40 29,000,000 PRN SOLE 29,000,000 AT&T INC COM 00206R102 $ 2,578.05 90,458 SH SOLE 90,458 ACTIVIDENTITY CORP COM 00506P103 $ 6,994.23 4,290,940 SH SOLE 4,290,940 ADVANCED MICRO DEVICES INC NOTE 007903AL1 $ 41,771.25 117,500,000 PRN SOLE 117,500,000 AIRTRAN HLDGS INC NOTE 00949PAB4 $ 9,896.87 16,790,000 PRN SOLE 16,790,000 ALLIANT TECHSYSTEMS INC NOTE 018804AK0 $ 25,818.10 23,471,000 PRN SOLE 23,471,000 ALLSTATE CORP COM 020002101 $ 1,072.56 32,740 SH SOLE 32,740 ALTRIA GROUP INC COM 02209S103 $ 655.91 43,553 SH SOLE 43,553 AMERICAN EXPRESS CO COM 025816109 $ 1,385.69 74,700 SH SOLE 74,700 AMERICAN INTL GROUP INC COM 026874107 $ 38.94 24,800 SH SOLE 24,800 AMERICAN INTL GROUP INC UNIT 026874115 $ 3,216.40 378,400 SH SOLE 378,400 AMERICAN TOWER CORP CL A 029912201 $ 27,545.55 939,480 SH SOLE 939,480 AMERICREDIT CORP NOTE 03060RAP6 $ 15,400.00 35,000,000 PRN SOLE 35,000,000 AMGEN INC COM 031162100 $ 218.76 3,788 SH SOLE 3,788 AMGEN INC NOTE NOTE 031162AQ3 $ 60,613.29 64,226,000 PRN SOLE 64,226,000 ARCHER DANIELS MIDLAND CO UNIT 039483201 $ 774.77 20,600 SH SOLE 20,600 ARVINMERITOR INC NOTE 043353AF8 $ 8,951.57 30,735,000 PRN SOLE 30,735,000 ARVINMERITOR INC NOTE 043353AH4 $ 175.28 679,000 PRN SOLE 679,000 ASSURANT INC COM 04621X108 $ 17,615.25 587,175 SH SOLE 587,175 ATLAS ENERGY RESOURCES LLC COM 049303100 $ 12,489.17 978,009 SH SOLE 978,009 BALLY TECHNOLOGIES INC COM 05874B107 $ 27,813.52 1,157,450 SH SOLE 1,157,450 BANK OF AMERICA CORPORATION COM 060505104 $ 53,673.45 3,812,035 SH SOLE 3,812,035 BANK OF NEW YORK MELLON CORP COM 064058100 $ 311.63 11,000 SH SOLE 11,000 BARRETT BILL CORP NOTE 06846NAA2 $ 12,117.50 18,500,000 PRN SOLE 18,500,000 BIOMARIN PHARMACEUTICAL INC NOTE 09061GAD3 $ 19,663.56 21,000,000 PRN SOLE 21,000,000 BOEING CO COM 097023105 $ 3,344.82 78,388 SH SOLE 78,388 BRISTOL MYERS SQUIBB CO COM 110122108 $ 1,011.54 43,507 SH SOLE 43,507 CIGNA CORP COM 125509109 $ 21,335.59 1,266,207 SH SOLE 1,266,207 CKX INC COM 12562M106 $ 17,204.66 4,687,917 SH SOLE 4,687,917 CMS ENERGY CORP NOTE 125896AW0 $ 12,164.80 15,206,000 PRN SOLE 15,206,000 CSX CORP COM 126408103 $ 13,345.88 411,022 SH SOLE 411,022 CAPITAL ONE FINL CORP COM 14040H105 $ 962.63 30,186 SH SOLE 30,186 CARDINAL HEALTH INC COM 14149Y108 $ 275.76 8,000 SH SOLE 8,000 CATERPILLAR INC DEL COM 149123101 $ 1,507.88 33,756 SH SOLE 33,756 CENTRAL EUROPEAN DIST CORP NOTE 153435AA0 $ 4,220.00 8,000,000 PRN SOLE 8,000,000 CEPHALON INC NOTE 156708AL3 $ 10,284.53 7,500,000 PRN SOLE 7,500,000 CEPHALON INC NOTE 156708AP4 $ 93,641.71 56,550,000 PRN SOLE 56,550,000 CENVEO INC COM 15670S105 $ 9,184.01 2,063,823 SH SOLE 2,063,823 CHEMED CORP NOTE 16359RAC7 $ 1,662.00 2,500,000 PRN SOLE 2,500,000 CHENIERE ENERGY INC COM 16411R208 $ 719.00 252,279 SH SOLE 252,279 CHENIERE ENERGY INC NOTE 16411RAE9 $ 2,039.69 15,250,000 PRN SOLE 15,250,000 CHESAPEAKE ENERGY CORP NOTE 165167BZ9 $ 34,257.57 60,101,000 PRN SOLE 60,101,000 CHESAPEAKE ENERGY CORP NOTE 165167CA3 $ 49,823.70 87,410,000 PRN SOLE 87,410,000 CHINA MED TECHNOLOGIES INC NOTE 169483AB0 $ 13,418.79 18,500,000 PRN SOLE 18,500,000 CHINA MED TECHNOLOGIES INC NOTE 169483AC8 $ 8,532.13 17,150,000 PRN SOLE 17,150,000 CHIQUITA BRANDS INTL INC W EXP 03/19/200 170032114 $ 25.50 170,000 SH SOLE 170,000 CHIQUITA BRANDS INTL INC NOTE 170032AT3 $ 34,935.64 45,498,000 PRN SOLE 45,498,000 CIENA CORP NOTE 171779AE1 $ 17,031.66 47,641,000 PRN SOLE 47,641,000 CISCO SYS INC COM 17275R102 $ 5,847.09 358,717 SH SOLE 358,717 CITIGROUP INC COM 172967101 $ 510.63 76,100 SH SOLE 76,100 COMCAST CORP CL A 20030N101 $ 4,563.95 270,376 SH SOLE 270,376 COMPUCREDIT CORP NOTE 20478NAB6 $ 13,349.54 47,255,000 PRN SOLE 47,255,000 CONOCOPHILLIPS COM 20825C104 $ 3,008.18 58,073 SH SOLE 58,073 CONSECO INC COM 208464883 $ 5,303.13 1,023,770 SH SOLE 1,023,770 CONTINENTAL AIRLS INC NOTE 210795PJ3 $ 2,067.00 2,000,000 PRN SOLE 2,000,000 CORNING INC COM 219350105 $ 778.60 81,700 SH SOLE 81,700
DEAN FOODS CO COM 242370104 $ 5,972.17 332,341 SH SOLE 332,341 DELL INC COM 24702R101 $ 1,067.70 104,268 SH SOLE 104,268 DEVON ENERGY CORP COM 25179M103 $ 222.30 3,383 SH SOLE 3,383 DISNEY WALT CO COM 254687106 $ 1,639.74 72,267 SH SOLE 72,267 DISCOVER FINL SVCS COM 254709108 $ 835.03 87,621 SH SOLE 87,621 DOW CHEM CO COM 260543103 $ 704.70 46,700 SH SOLE 46,700 DU PONT E I DE NEMOURS & CO COM 263534109 $ 503.85 19,915 SH SOLE 19,915 DUKE ENERGY CORP COM 26441C105 $ 1,082.22 72,100 SH SOLE 72,100 BANCORP INC COM 268253101 $ 3,325.98 207,744 SH SOLE 207,744 E M C CORP MASS COM 268648102 $ 907.03 86,631 SH SOLE 86,631 E M C CORP MASS NOTE 268648AM4 $ 18,329.69 19,583,000 PRN SOLE 19,583,000 EBAY INC COM 278642103 $ 829.95 59,452 SH SOLE 59,452 EMERSON ELEC CO COM 291011104 $ 373.09 10,191 SH SOLE 10,191 ENERGY CONVERSION DEVICES IN NOTE 292659AA7 $ 6,716.25 13,500,000 PRN SOLE 13,500,000 ENTERGY CORP UNIT 29364G202 $ 44,134.95 885,000 SH SOLE 885,000 EQUINIX INC NOTE 29444UAG1 $ 32,007.81 50,406,000 PRN SOLE 50,406,000 EVERGREEN SOLAR INC NOTE 30033RAC2 $ 2,092.30 7,000,000 PRN SOLE 7,000,000 EXELON CORP COM 30161N101 $ 669.21 12,034 SH SOLE 12,034 EXXON MOBIL CORP COM 30231G102 $ 984.46 12,332 SH SOLE 12,332 FEI CO NOTE 30241LAF6 $ 7,914.38 10,500,000 PRN SOLE 10,500,000 FEDEX CORP COM 31428X106 $ 320.30 4,993 SH SOLE 4,993 FIBERTOWER CORP COM 31567R100 $ 874.01 5,462,568 SH SOLE 5,462,568 FIBERTOWER CORP NOTE 31567RAC4 $ 14,049.38 63,500,000 PRN SOLE 63,500,000 FIDELITY NATIONAL FINANCIAL CL A 31620R105 $ 31,275.98 1,762,027 SH SOLE 1,762,027 FIRST CALIFORNIA FINANCIAL G COM 319395109 $ 2,173.47 393,744 SH SOLE 393,744 FORD MTR CO DEL COM 345370860 $ 1,717.50 750,000 SH SOLE 750,000 FORD MTR CO DEL NOTE 345370CF5 $ 11,560.96 44,244,000 PRN SOLE 44,244,000 FOREST OIL CORP COM 346091705 $ 19,241.65 1,166,868 SH SOLE 1,166,868 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 $ 3,378.44 71,200 SH SOLE 71,200 GENCORP INC SDCV 368682AL4 $ 2,155.50 4,790,000 PRN SOLE 4,790,000 GENERAL CABLE CORP DEL NOTE 369300AD0 $ 25,162.28 48,389,000 PRN SOLE 48,389,000 GENERAL DYNAMICS CORP COM 369550108 $ 1,295.78 22,500 SH SOLE 22,500 GENERAL ELECTRIC CO COM 369604103 $ 5,176.22 319,520 SH SOLE 319,520 GENERAL MOLY INC COM 370373102 $ 3,927.57 3,328,447 SH SOLE 3,328,447 GENERAL MTRS CORP DEB SR CONV B 370442733 $ 2,924.00 850,000 SH SOLE 850,000 GLOBALSTAR INC COM 378973408 $ 66.00 330,000 SH SOLE 330,000 GOLDMAN SACHS GROUP INC COM 38141G104 $ 7,596.11 90,012 SH SOLE 90,012 GOODYEAR TIRE & RUBR CO COM 382550101 $ 13,952.67 2,337,131 SH SOLE 2,337,131 GOOGLE INC CL A 38259P508 $ 3,972.07 12,911 SH SOLE 12,911 GREAT BASIN GOLD LTD COM 390124105 $ 9,337.67 5,947,559 SH SOLE 5,947,559 GREATBATCH INC SDCV 39153LAB2 $ 5,374.27 6,500,000 PRN SOLE 6,500,000 HALLIBURTON CO COM 406216101 $ 1,625.13 89,391 SH SOLE 89,391 HEADWATERS INC NOTE 42210PAD4 $ 2,970.90 3,900,000 PRN SOLE 3,900,000 HEALTH CARE REIT INC COM 42217K106 $ 1,180.92 27,984 SH SOLE 27,984 HERITAGE COMMERCE CORP COM 426927109 $ 6,905.36 614,356 SH SOLE 614,356 HEWLETT PACKARD CO COM 428236103 $ 374.91 10,331 SH SOLE 10,331 HILLTOP HOLDINGS INC COM 432748101 $ 11,955.49 1,227,463 SH SOLE 1,227,463 HOLOGIC INC FRNT 436440AA9 $ 1,525.00 2,500,000 PRN SOLE 2,500,000 HOST HOTELS & RESORTS INC COM 44107P104 $ 378.50 50,000 SH SOLE 50,000 ILLUMINA INC NOTE 452327AB5 $ 42,810.12 36,200,000 PRN SOLE 36,200,000 INTEL CORP COM 458140100 $ 2,253.36 153,708 SH SOLE 153,708 INTERNATIONAL BUSINESS MACHS COM 459200101 $ 2,168.97 25,772 SH SOLE 25,772 INVERNESS MED INNOVATIONS IN COM 46126P106 $ 57,224.48 3,026,149 SH SOLE 3,026,149 ISHARES TR FTSE XNHUA IDX 464287184 $ 4,264.30 146,590 SH SOLE 146,590 JDS UNIPHASE CORP COM 46612J507 $ 36.50 10,000 SH SOLE 10,000 JPMORGAN & CHASE & CO COM 46625H100 $ 3,260.20 103,400 SH SOLE 103,400 JETBLUE AIRWAYS CORP DBCV 477143AC5 $ 5,961.03 7,405,000 PRN SOLE 7,405,000 JOHNSON & JOHNSON COM 478160104 $ 1,167.58 19,515 SH SOLE 19,515 KIMBERLY CLARK CORP COM 494368103 $ 468.17 8,877 SH SOLE 8,877 KOREA ELECTRIC PWR SPON ADR 500631106 $ 1,724.67 148,550 SH SOLE 148,550 KRAFT FOODS INC CL A 50075N104 $ 2,522.99 93,966 SH SOLE 93,966 LSI CORPORATION NOTE 502161AJ1 $ 25,003.28 26,500,000 PRN SOLE 26,500,000 LEGG MASON INC UNIT 524901303 $ 8,085.44 359,225 SH SOLE 359,225 LIBERTY ACQUISITION HLDGS CO UNIT 53015Y206 $ 22,943.09 2,728,073 SH SOLE 2,728,073 LIFE TIME FITNESS INC COM 53217R207 $ 1,295.00 100,000 SH SOLE 100,000
LIFE TECHNOLOGIES CORP COM 53217V109 $ 37,361.69 1,602,818 SH SOLE 1,602,818 LILLY ELI & CO COM 532457108 $ 885.94 22,000 SH SOLE 22,000 LINCARE HLDGS INC NOTE 532791AF7 $ 42,214.62 56,750,000 PRN SOLE 56,750,000 LINEAR TECHNOLOGY CORP NOTE 535678AD8 $ 9,055.00 10,000,000 PRN SOLE 10,000,000 LOCKHEED MARTIN CORP COM 539830109 $ 605.38 7,200 SH SOLE 7,200 LOWES COS INC COM 548661107 $ 2,654.43 123,347 SH SOLE 123,347 MACROVISION SOLUTIONS CORP COM 55611C108 $ 44,566.61 3,523,052 SH SOLE 3,523,052 MARATHON OIL CORP COM 565849106 $ 33,449.00 1,222,551 SH SOLE 1,222,551 MASSEY ENERGY CO NOTE 576203AJ2 $ 10,470.41 22,517,000 PRN SOLE 22,517,000 MEDTRONIC INC COM 585055106 $ 3,327.38 105,900 SH SOLE 105,900 MEDTRONIC INC NOTE 585055AL0 $ 35,156.25 37,500,000 PRN SOLE 37,500,000 MEDTRONIC INC NOTE 585055AM8 $ 2,152.01 2,442,000 PRN SOLE 2,442,000 MERCK & CO INC COM 589331107 $ 2,557.25 84,120 SH SOLE 84,120 MERRILL LYNCH & CO INC COM 590188108 $ 252.47 21,690 SH SOLE 21,690 MERRILL LYNCH & CO INC NOTE 590188W46 $ 3,255.00 3,000,000 PRN SOLE 3,000,000 METLIFE INC COM 59156R108 $ 1,614.02 46,300 SH SOLE 46,300 METLIFE INC UNIT 59156R702 $ 10,279.48 998,008 SH SOLE 998,008 MICROSOFT CORP COM 594918104 $ 3,546.44 182,430 SH SOLE 182,430 MICROCHIP TECHNOLOGY INC SDCV 595017AB0 $ 9,431.85 15,000,000 PRN SOLE 15,000,000 MILLIPORE CORP NOTE 601073AD1 $ 32,596.88 37,500,000 PRN SOLE 37,500,000 MONSANTO CO COM 61166W101 $ 866.01 12,310 SH SOLE 12,310 MORGAN STANLEY COM 617446448 $ 22,401.40 1,396,596 SH SOLE 1,396,596 MOTOROLA INC COM 620076109 $ 79.74 18,000 SH SOLE 18,000 MYLAN INC COM 628530107 $ 26,645.43 2,694,179 SH SOLE 2,694,179 NATIONAL CITY CORP COM 635405103 $ 606.35 335,000 SH SOLE 335,000 NATIONAL CITY CORP NOTE 635405AW3 $ 13,422.50 14,750,000 PRN SOLE 14,750,000 NEWS CORP CL A 65248E104 $ 169.07 18,600 SH SOLE 18,600 NEWSTAR FINANCIAL INC COM 65251F105 $ 24,499.33 6,140,183 SH SOLE 6,140,183 ON SEMICONDUCTOR CORP NOTE 682189AE5 $ 2,765.00 3,500,000 PRN SOLE 3,500,000 ON SEMICONDUCTOR CORP NOTE 682189AG0 $ 5,890.50 10,710,000 PRN SOLE 10,710,000 PHH CORP COM 693320202 $ 696.19 54,689 SH SOLE 54,689 PANTRY INC NOTE 698657AL7 $ 25,460.35 43,200,000 PRN SOLE 43,200,000 PFIZER INC COM 717081103 $ 2,118.74 119,635 SH SOLE 119,635 PHILIP MORRIS INTL INC COM 718172109 $ 1,866.67 42,902 SH SOLE 42,902 PRIDE INTL INC DEL COM 74153Q102 $ 18,582.01 1,162,829 SH SOLE 1,162,829 PROLOGIS SH BEN INT 743410102 $ 571.13 41,118 SH SOLE 41,118 PRUDENTIAL FINL INC COM 744320102 $ 726.03 23,993 SH SOLE 23,993 PRUDENTIAL FINL INC FRNT 744320AJ1 $ 72,000.00 75,000,000 PRN SOLE 75,000,000 PULTE HOMES INC COM 745867101 $ 2,041.72 186,800 SH SOLE 186,800 QUALCOMM INC COM 747525103 $ 10,573.72 295,108 SH SOLE 295,108 ROHM & HAAS CO COM 775371107 $ 7,256.31 117,435 SH SOLE 117,435 SCBT FINANCIAL CORP COM 78401V102 $ 4,355.97 126,260 SH SOLE 126,260 SK TELECOM LTD SPON ADR 78440P108 $ 9,267.89 509,785 SH SOLE 509,785 SPDR TR UNIT SER 1 78462F103 $ 9,024.00 100,000 SH SOLE 100,000 SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 $ 33,601.70 1,526,656 SH SOLE 1,526,656 SANDISK CORP NOTE 80004CAC5 $ 20,910.00 51,000,000 PRN SOLE 51,000,000 SAPPHIRE INDUSTRIALS CORP UNIT 80306T208 $ 25,878.80 2,794,687 SH SOLE 2,794,687 SCHERING PLOUGH CORP COM 806605101 $ 486.05 28,541 SH SOLE 28,541 SCHLUMBERGER LTD COM 806857108 $ 1,876.23 44,324 SH SOLE 44,324 SEPRACOR INC NOTE 817315AW4 $ 1,870.00 2,000,000 PRN SOLE 2,000,000 SINCLAIR BROADCAST GROUP INC NOTE 829226AU3 $ 9,500.00 19,000,000 PRN SOLE 19,000,000 SINCLAIR BROADCAST GROUP INC NOTE 829226AW9 $ 6,671.93 12,344,000 PRN SOLE 12,344,000 SINA CORP NOTE 82922RAB9 $ 34,583.38 33,525,000 PRN SOLE 33,525,000 SIX FLAGS INC COM 83001P109 $ 912.64 2,944,000 SH SOLE 2,944,000 SIX FLAGS INC PIERS 83001P505 $ 210.94 292,966 SH SOLE 292,966 SMURFIT-STONE CONTAINER CORP COM 832727101 $ 63.55 249,200 SH SOLE 249,200 SONOSITE INC COM 83568G104 $ 861.37 45,145 SH SOLE 45,145 SOUTHERN UN CO COM 844030106 $ 62,493.29 4,792,430 SH SOLE 4,792,430 SPECTRA ENERGY CORP COM 847560109 $ 567.43 36,050 SH SOLE 36,050 SPRINT NEXTEL CORP COM SER 1 852061100 $ 708.21 387,000 SH SOLE 387,000 STARBUCKS CORP COM 855244109 $ 202.44 21,400 SH SOLE 21,400 STMICROELECTRONICS N V NY REGISTRY 861012102 $ 372.40 56,000 SH SOLE 56,000 SUNPOWER CORP CL A 867652109 $ 2,100.16 56,761 SH SOLE 56,761 SUNPOWER CORP DBCV 867652AA7 $ 3,625.00 5,000,000 PRN SOLE 5,000,000 SUNTRUST BKS INC COM 867914103 $ 446.05 15,100 SH SOLE 15,100
SUNTECH PWR HLDGS CO LTD NOTE 86800CAE4 $ 26,325.00 58,500,000 PRN SOLE 58,500,000 SYMANTEC CORP NOTE 871503AF5 $ 22,975.00 25,000,000 PRN SOLE 25,000,000 TARGET CORP COM 87612E106 $ 1,497.88 43,379 SH SOLE 43,379 TERRESTAR CORP COM 881451108 $ 693.22 1,733,058 SH SOLE 1,733,058 TEXAS INSTRS INC COM 882508104 $ 1,638.94 105,602 SH SOLE 105,602 3M CO COM 88579Y101 $ 2,661.34 46,252 SH SOLE 46,252 TIME WARNER INC COM 887317105 $ 1,506.26 149,728 SH SOLE 149,728 TRAVELERS COMPANIES INC COM 89417E109 $ 19,447.16 430,247 SH SOLE 430,247 TRIAN ACQUISITION I CORP UNIT 89582E207 $ 41,885.47 4,577,647 SH SOLE 4,577,647 TRINA SOLAR LIMITED NOTE 89628EAA2 $ 4,262.36 13,500,000 PRN SOLE 13,500,000 TYSON FOODS INC NOTE 902494AP8 $ 24,528.75 31,000,000 PRN SOLE 31,000,000 UAL CORP DBCV 902549AE4 $ 5,312.84 11,303,916 PRN SOLE 11,303,916 UAL CORP NOTE 902549AH7 $ 10,301.25 20,500,000 PRN SOLE 20,500,000 US BANCORP DEL COM 902973304 $ 2,921.12 116,798 SH SOLE 116,798 UNION PAC CORP COM 907818108 $ 39,293.75 822,045 SH SOLE 822,045 UNITED AUTO GROUP INC NOTE 909440AH2 $ 4,400.00 8,000,000 PRN SOLE 8,000,000 UNITED PARCEL SERVICE INC CL B 911312106 $ 2,010.31 36,445 SH SOLE 36,445 UNITED RENTALS NORTH AMER IN NOTE 911365AH7 $ 3,487.50 5,000,000 PRN SOLE 5,000,000 UNITED TECHNOLOGIES CORP COM 913017109 $ 738.23 13,773 SH SOLE 13,773 UNITEDHEALTH GROUP INC COM 91324P102 $ 2,872.80 108,000 SH SOLE 108,000 VALEANT PHARMACEUTICALS INTL NOTE 91911XAB0 $ 6,146.11 6,591,000 PRN SOLE 6,591,000 VALE CAP LTD NT RIO CV VALE 91912C208 $ 79,612.50 2,895,000 SH SOLE 2,895,000 VALE CAP LTD NT RIO P VALE 91912C307 $ 53,980.50 2,037,000 SH SOLE 2,037,000 VALERO ENERGY CORP COM 91913Y100 $ 1,159.90 53,600 SH SOLE 53,600 VERISIGN INC COM 92343E102 $ 3,613.48 189,386 SH SOLE 189,386 VERISIGN INC SDCV 92343EAD4 $ 36,855.00 56,700,000 PRN SOLE 56,700,000 VERIZON COMMUNICATIONS INC COM 92343V104 $ 996.29 29,389 SH SOLE 29,389 VISIONCHINA MEDIA INC SPON ADR 92833U103 $ 52,518.98 9,618,860 SH SOLE 9,618,860 VORNADO RLTY TR SH BEN INT 929042109 $ 1,047.43 17,356 SH SOLE 17,356 WACHOVIA CORP COM 929903102 $ 888.07 160,301 SH SOLE 160,301 WACHOVIA CORP PFD CL A 929903219 $ 3,716.25 4,955 SH SOLE 4,955 WALGREEN CO COM 931422109 $ 725.72 29,417 SH SOLE 29,417 WELLPOINT INC COM 94973V107 $ 32,122.99 762,473 SH SOLE 762,473 WELLS FARGO & CO COM 949746101 $ 1,225.81 41,581 SH SOLE 41,581 WESCO INTL INC NOTE 95082PAG0 $ 6,214.45 11,299,000 PRN SOLE 11,299,000 WORLD ACCEP CORPORATION NOTE 981417AB4 $ 2,440.00 4,000,000 PRN SOLE 4,000,000 XEROX CORP COM 984121103 $ 797.00 100,000 SH SOLE 100,000 YAHOO INC COM 984332106 $ 1,511.84 123,921 SH SOLE 123,921 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $ 3,356.93 82,683 SH SOLE 82,683 COVIDIEN LTD COM G2552X108 $ 1,198.20 33,063 SH SOLE 33,063 PLATINUM UNDERWRITER HLDGS L COM G7127P100 $ 12,872.51 356,777 SH SOLE 356,777 SYNCORA HOLDINGS LTD SHS G8649T109 $ 528.09 3,106,416 SH SOLE 3,106,416 TOTAL VALUE (x 1000): $2,530,147.24 TOTAL ENTRIES: 228
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