13F-HR/A 1 f07-04_1213famendno43rdqtr04.txt AMDT NO. 4 TO 3RD QTR 2004 13F REPORT This filing lists securities holdings reported on the form 13F filed on or about November 14, 2004 pursuant to a request for confidential treatment and for which confidential treatment expired on or about November 14, 2005 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F/A Form 13F CONFIDENTIAL COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2004 Check here if Amendment [x]; Amendment Number: 4 This Amendment (Check only one.): [ ] is a restatement [x] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019 Form 13F File Number: 28-3182 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 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: James J. Killerlane III Title: Vice President Phone: 212 526-1695 Signature, Place and Date of Signing: /s/ James J. Killerlane III New York, NY April 18, 2007 This amendment reflects the removal of certain positions that are now reported under Amendments No.5 and 6 to the Form 13-F for the Quarter Ended June 30, 2005. Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE - CONFIDENTIAL PORTION Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 151 Form 13F Information Table Value Total 1,318,821 ------------------------ (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. No. Form 13F File Number Name 1 28-1159 Lehman Brothers Inc. CONFIDENTIAL PART A
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- WTS ELAN CORP PLC WARRANT G29539163 61 91700 SH DEFINED 01 91700 0 0 ***GLOBALSANTAFE CORP COMMON G3930E101 3065 100000 SH DEFINED 01 100000 0 0 ***NABORS INDUSTRIES LTD COMMON G6359F103 4735 100000 SH DEFINED 01 100000 0 0 ***NOBLE CORP COMMON G65422100 4495 100000 SH DEFINED 01 100000 0 0 ***TRANSOCEAN INC. COMMON G90078109 3578 100000 SH DEFINED 01 100000 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 247 319924 SH DEFINED 01 319924 0 0 ***STEINER LEISURE LTD COMMON P8744Y102 4873 220500 SH DEFINED 01 220500 0 0 AT&T WIRELESS SERVICES INC COMMON 00209A106 86463 5850000 SH DEFINED 01 5850000 0 0 AEROSPACE CREDITORS COMMON 008017105 70 56034 SH DEFINED 01 56034 0 0 AFFILIATED COMPUTER SERVICES INC COMMON 008190100 12526 225000 SH DEFINED 01 225000 0 0 ALTRIA GROUP INC COMMON 02209S103 4704 100000 SH DEFINED 01 100000 0 0 AMGEN INC COMMON 031162100 1037 18304 SH DEFINED 01 18304 0 0 ARTISAN COMPONENTS INC COMMON 042923102 972 33400 SH DEFINED 01 33400 0 0 BJ SERVICES CO COMMON 055482103 2620 50000 SH DEFINED 01 50000 0 0 BANK OF AMERICA CORP COMMON 060505104 75827 1750000 SH DEFINED 01 1750000 0 0 BICOASTAL CORP-$3.50 CUM PFD PREFERED 088774203 18 146666 SH DEFINED 01 146666 0 0 BIOGEN IDEC INC COMMON 09062X103 377 6160 SH DEFINED 01 6160 0 0 BRINK'S COMPANY COMMON 109696104 9359 310200 SH DEFINED 01 310200 0 0 CSK AUTO CORP COMMON 125965103 26640 2000000 SH DEFINED 01 2000000 0 0 CSF HOLDINGS INC-ESCROW COMMON 126335991 0 149700 SH DEFINED 01 149700 0 0 CABOT MICROELECTRONICS CORP COMMON 12709P103 1812 50000 SH DEFINED 01 50000 0 0 CALIFORNIA COASTAL COMMUNITIES COMMON 129915203 3228 167726 SH DEFINED 01 167726 0 0 CALPINE CORP COMMON 131347106 2900 1000000 SH DEFINED 01 1000000 0 0 CALPINE CORP COMMON 131347106 46 16000 SH DEFINED 01 0 0 16000 CALPINE CORP COMMON 131347106 15976 5509071 SH DEFINED 01 5509071 0 0 CARMIKE CINEMAS INC COMMON 143436400 5281 150000 SH DEFINED 01 150000 0 0 CHIRON CORP COMMON 170040109 136 3080 SH DEFINED 01 3080 0 0 CITIGROUP INC COMMON 172967101 15221 345000 SH DEFINED 01 345000 0 0 COLLECTING BANK N.A. CLASS 193905106 0 262115 SH DEFINED 01 262115 0 0 COOPER CAMERON CORP COMMON 216640102 2906 53000 SH DEFINED 01 53000 0 0 DELTA AIR LINES INC CBONDCNV 247361YP7 1321 4500000 SH DEFINED 01 4500000 0 0 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 3299 100000 SH DEFINED 01 100000 0 0 WALT DISNEY CO HOLDING CO COMMON 254687106 9020 400000 SH DEFINED 01 400000 0 0 DUKE ENERGY CORP COMMON 264399106 4578 200000 SH DEFINED 01 200000 0 0 EBS PENSION L L C-UNIT COMMON 268246105 10 219027 SH DEFINED 01 219027 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 2613 80000 SH DEFINED 01 80000 0 0 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 4051 130200 SH DEFINED 01 130200 0 0 EDISON BROTHERS STORES INC NEW COMMON 280875303 0 227122 SH DEFINED 01 227122 0 0 FIRST HORIZON NATL CORP COMMON 320517105 11273 260000 SH DEFINED 01 260000 0 0 FOX ENTERTAINMENT GROUP INC COMMON 35138T107 22192 800000 SH DEFINED 01 800000 0 0 GENZYME CORP COMMON 372917104 196 3608 SH DEFINED 01 3608 0 0 GERMANY FUND INC COMMON 374143105 68 10000 SH DEFINED 01 10000 0 0 GILEAD SCIENCES INC COMMON 375558103 243 6512 SH DEFINED 01 6512 0 0 HANOVER COMPRESSOR CO COMMON 410768105 13450 1000000 SH DEFINED 01 1000000 0 0 HEALTHSOUTH CORP COMMON 421924101 34088 6684000 SH DEFINED 01 6684000 0 0 INTERCEPT INC COMMON 45845L107 3746 200000 SH DEFINED 01 200000 0 0 JPMORGAN CHASE & CO COMMON 46625H100 10925 275000 SH DEFINED 01 275000 0 0 KMART HOLDING CORPORATION COMMON 498780105 1949 22287 SH DEFINED 01 22287 0 0 LIBERTY MEDIA CORP COMMON 530718105 27814 3189788 SH DEFINED 01 3189788 0 0 LIBERTY MEDIA CORP COMMON 530718105 125 14366 SH DEFINED 01 0 0 14366 MCI INC COMMON 552691107 8375 500000 SH DEFINED 01 500000 0 0 MANDALAY RESORT GROUP COMMON 562567107 20670 301100 SH DEFINED 01 301100 0 0 MARINER HEALTH CARE INC COMMON 56845X108 8403 300000 SH DEFINED 01 300000 0 0 ***MICROCELL COMMON 59501T874 33872 1200000 SH DEFINED 01 1200000 0 0 MYLAN LABORATORIES INC COMMON 628530107 5859 325500 SH DEFINED 01 325500 0 0 NTL INC DEL COMMON 62940M104 7758 125000 SH DEFINED 01 125000 0 0 ***NORANDA INC COMMON 655422103 4362 250000 SH DEFINED 01 250000 0 0 NOVELL INC COMMON 670006105 1262 200000 SH DEFINED 01 200000 0 0 OSCIENT PHARMACEUTICALS COMMON 68812R105 888 250000 SH DEFINED 01 250000 0 0 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 2705 50000 SH DEFINED 01 50000 0 0 PEOPLESOFT INC COMMON 712713106 49625 2500000 SH DEFINED 01 2500000 0 0 PROVINCE HEALTHCARE CO COMMON 743977100 6276 300000 SH DEFINED 01 300000 0 0 RIGGS NATIONAL CORP COMMON 766570105 1471 66300 SH DEFINED 01 66300 0 0 RITE AID CORP COMMON 767754104 5280 1500000 SH DEFINED 01 1500000 0 0 ROUSE CO COMMON 779273101 30370 454100 SH DEFINED 01 454100 0 0 SPX CORP COMMON 784635104 14160 400000 SH DEFINED 01 400000 0 0 ***SCHLUMBERGER LTD COMMON 806857108 7336 109000 SH DEFINED 01 109000 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 3200 1000000 SH DEFINED 01 1000000 0 0 SITEL CORP COMMON 82980K107 1541 713600 SH DEFINED 01 713600 0 0 SMITH INTERNATIONAL INC COMMON 832110100 5465 90000 SH DEFINED 01 90000 0 0 SOUTHERN AFRICA FUND INC COMMON 842157109 3416 160000 SH DEFINED 01 160000 0 0 SOUTHTRUST CORP COMMON 844730101 41660 1000000 SH DEFINED 01 1000000 0 0 SWISS HELVETIA FUND INC COMMON 870875101 1178 90400 SH DEFINED 01 90400 0 0 SYKES ENTERPRISES INC COMMON 871237103 660 143812 SH DEFINED 01 143812 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 2528 200000 SH DEFINED 01 200000 0 0 TAIWAN GREATER CHINA FUND COMMON 874037104 1069 248651 SH DEFINED 01 248651 0 0 TECH TEAM GLOBAL INC COMMON 878311109 679 72550 SH DEFINED 01 72550 0 0 TELEWEST GLOBAL INC COMMON 87956T107 8134 700074 SH DEFINED 01 700074 0 0 TENET HEALTHCARE CORP COMMON 88033G100 16185 1500000 SH DEFINED 01 1500000 0 0 TEVA PHARMACEUTICALS INDS LTD COMMON 881624209 167 6424 SH DEFINED 01 6424 0 0 TITAN CORP COMMON 888266103 1397 100000 SH DEFINED 01 100000 0 0 TOWN & COUNTRY CORP-CL A CLASS 892027103 0 301480 SH DEFINED 01 301480 0 0 VARCO INTL INC DEL COMMON 922122106 49287 1837700 SH DEFINED 01 1837700 0 0 VIACOM INC-CL B CLASS 925524308 13424 400000 SH DEFINED 01 400000 0 0 WACHOVIA CORP 2ND NEW COMMON 929903102 18780 400000 SH DEFINED 01 400000 0 0 WELLPOINT HEALTH NETWORKS INC CLASS 94973H108 5254 50000 SH DEFINED 01 50000 0 0 WELLS FARGO & CO COMMON 949746101 5068 85000 SH DEFINED 01 85000 0 0 WHIRLPOOL CORP COMMON 963320106 1135 18870 SH DEFINED 01 0 0 18870
CONFIDENTIAL PART B
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ABGENIX INC CBONDCNV 00339BAB3 14186 15275000 SH DEFINED 01 15275000 0 0 ADVANCED MEDICAL OPTICS INC CBONDCNV 00763MAE8 521 250000 SH DEFINED 01 250000 0 0 ALLERGAN INC CBONDCNV 018490AE2 913 1000000 SH DEFINED 01 1000000 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 4873 152500 SH DEFINED 01 152500 0 0 AMGEN INC CBONDCNV 031162AE0 37591 51495000 SH DEFINED 01 51495000 0 0 AMKOR TECHNOLOGY INC CBONDCNV 031652AH3 918 1100000 SH DEFINED 01 1100000 0 0 AMKOR TECH INC CBONDCNV 031652AN0 2537 2900000 SH DEFINED 01 2900000 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAK7 30438 24765000 SH DEFINED 01 24765000 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAL5 3007 2798000 SH DEFINED 01 2798000 0 0 ARTESYN TECHNOLOGIES INC CBONDCNV 043127AB5 8755 5568000 SH DEFINED 01 5568000 0 0 BEA SYSTEMS INC CBONDCNV 073325AD4 14 15000 SH DEFINED 01 15000 0 0 BEVERLY ENTERPRISES INC NEW COMMON 087851309 880 116300 SH DEFINED 01 116300 0 0 BLUEGREEN CORP SUB DEB CV CBONDCNV 096231AA3 96 75000 SH DEFINED 01 75000 0 0 BOISE CASCADE CORP COMMON 097383103 3091 92900 SH DEFINED 01 92900 0 0 CHIPPAC INC CBONDCNV 169657AD5 12426 12520000 SH DEFINED 01 12520000 0 0 CHIRON CORP CBONDCNV 170040AG4 10957 11167000 SH DEFINED 01 11167000 0 0 ***COMVERSE TECHNOLOGY INC CBONDCNV 205862AJ4 63 65000 SH DEFINED 01 65000 0 0 COMVERSE TECHNOLOGY INC CBONDCNV 205862AL9 11222 9218000 SH DEFINED 01 9218000 0 0 CONEXANT SYSTEMS INC CBONDCNV 207142AF7 5695 6436009 SH DEFINED 01 6436009 0 0 CONSECO INC COMMON 208464883 935 53000 SH DEFINED 01 53000 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 822 21600 SH DEFINED 01 21600 0 0 CURAGEN CORP COMMON 23126R101 3815 693802 SH DEFINED 01 693802 0 0 CURAGEN CORP CBONDCNV 23126RAC5 127 132000 SH DEFINED 01 132000 0 0 CYPRESS SEMICONDUCTOR CORP CBONDCNV 232806AF6 218 221000 SH DEFINED 01 221000 0 0 CYTYC CORP COMMON 232946103 2942 121837 SH DEFINED 01 121837 0 0 DECODE GENETICS INC COMMON 243586104 5138 682459 SH DEFINED 01 682459 0 0 ***EOP OPER LTD PARTNERSHIP CBONDCNV 268766BR2 18885 18792000 SH DEFINED 01 18792000 0 0 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 7578 7607000 SH DEFINED 01 7607000 0 0 ENZON INC CBONDCNV 293904AB4 26589 28476000 SH DEFINED 01 28476000 0 0 FLIR SYSTEMS INC CBONDCNV 302445AB7 6307 4099000 SH DEFINED 01 4099000 0 0 FAIRCHILD SEMICONDUCTOR CORP CBONDCNV 303727AJ0 148 150000 SH DEFINED 01 150000 0 0 FISHER SCIENTIFIC INTL INC CBONDCNV 338032AX3 2700 2515000 SH DEFINED 01 2515000 0 0 GABELLI ASSET MANAGEMENT INC COMMON 36239Y201 4536 180300 SH DEFINED 01 180300 0 0 GLOBESPAN INC CBONDCNV 379571AB8 971 1000000 SH DEFINED 01 1000000 0 0 HEALTH MANAGEMENT ASSOCIATES CLASS 421933102 1536 75200 SH DEFINED 01 75200 0 0 HOST MARRIOTT CORP-NEW REIT COMMON 44107P104 2028 144600 SH DEFINED 01 144600 0 0 HUMAN GENOME SCIENCES INC CBONDCNV 444903AH1 21016 21648584 SH DEFINED 01 21648584 0 0 INDEVUS PHARMACEUTICALS INC CBONDCNV 454072AB5 12542 9547000 SH DEFINED 01 9547000 0 0 INHALE THERAPEUTIC SYS INC CBONDCNV 457191AH7 14 15000 SH DEFINED 01 15000 0 0 ***INVITROGEN CORP CBONDCNV 46185RAF7 1100 1000000 SH DEFINED 01 1000000 0 0 KING PHARMACEUTICALS INC CBONDCNV 495582AG3 10822 11215000 SH DEFINED 01 11215000 0 0 LSI LOGIC CORP CBONDCNV 502161AG7 432 440000 SH DEFINED 01 440000 0 0 LSI LOGIC CBONDCNV 502161AJ1 18808 21044000 SH DEFINED 01 21044000 0 0 LABOR READY INC CBONDCNV 505401AB5 32905 16160000 SH DEFINED 01 16160000 0 0 MEDTRONIC INC CBONDCNV 585055AB2 5125 5000000 SH DEFINED 01 5000000 0 0 MERCURY INTERACTIVE CORP CBONDCNV 589405AC3 28491 29873000 SH DEFINED 01 29873000 0 0 MERCURY INTERACTIVE CORP CBONDCNV 589405AD1 15736 16500000 SH DEFINED 01 16500000 0 0 MICRON TECHNOLOGY INC CBONDCNV 595112AG8 12104 10045000 SH DEFINED 01 10045000 0 0 NORTHROP GRUMMAN CORP COMMON 666807409 22269 215265 SH DEFINED 01 215265 0 0 OMNICARE CAP TR I PREFCONV 68214L201 3749 77000 SH DEFINED 01 77000 0 0 PMI GROUP INC COMMON 69344M101 543 13400 SH DEFINED 01 13400 0 0 PHARMACEUTICAL RES INC CBONDCNV 717125AC2 6404 7237000 SH DEFINED 01 7237000 0 0 PROTEIN DESIGN LABS INC CBONDCNV 74369LAD5 4991 4050000 SH DEFINED 01 4050000 0 0 QUANTUM CORP CBONDCNV 747906AE5 1587 1794000 SH DEFINED 01 1794000 0 0 RECKSON ASSOCIATES REALTY CORP PREFCONV 75621K205 1307 50000 SH DEFINED 01 50000 0 0 SEMCO ENERGY INC COMMON 78412D109 3115 567500 SH DEFINED 01 567500 0 0 SIMON PROPERTY GROUP INC REIT 828806109 1877 35000 SH DEFINED 01 35000 0 0 STATE STREET CORPORATION COMMON 857477202 8520 42755 SH DEFINED 01 42755 0 0 TERAYON COMMUNICATION SYS CBONDCNV 880775AC5 56 60000 SH DEFINED 01 60000 0 0 TEVA PHARMACEUTICALS FINANCE CBONDCNV 88164MAB4 14529 11274000 SH DEFINED 01 11274000 0 0 ***TEVA PHARMACEUTICAL FIN II CBONDCNV 88164RAA5 15413 16035000 SH DEFINED 01 16035000 0 0 THERMO ELECTRON CORP CBONDCNV 883556AJ1 1960 1980000 SH DEFINED 01 1980000 0 0 VALERO ENERGY CORP NEW COMMON 91913Y100 713 8900 SH DEFINED 01 8900 0 0 WATSON PHARMACEUTICALS INC CBONDCNV 942683AC7 9752 9826000 SH DEFINED 01 9826000 0 0 WEBMD CORP CBONDCNV 94769MAC9 450 472000 SH DEFINED 01 472000 0 0