13F-HR 1 noncon3rdqtr13f2.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2007 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] 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 November 6, 2007 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 Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 2,243 Form 13F Information Table Value Total 30,441,718 (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. Please note that confidential information has been omitted from this report and filed separately with the Securities and Exchange Commission.
NAME OF ISSUER TITLE OF CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY CLASS (X$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE ABB LTD ADR 000375204 19,102 728,287 SH DEFINED 1 728287 0 0 ALCATEL-LUCENT ADR 013904305 1,159 113,882 SH DEFINED 1 113425 0 457 ALUMINUM CORP CHINA LTD ADR 022276109 3,746 53,500 SH DEFINED 1 53500 0 0 AMDOCS LIMITED ADR G02602103 6,480 174,264 SH DEFINED 1 174264 0 0 AMERICA MOVIL S A B DE C V ADR 02364W105 7,357 114,968 SH DEFINED 1 114968 0 0 ANGLOGOLD ASHANTI LTD (NEW) ADR 035128206 16,577 353,547 SH DEFINED 1 353547 0 0 ARCELOR MITTAL ADR 03937E101 1,640 20,938 SH DEFINED 1 20938 0 0 ASE TEST LTD-ORD ADR Y02516105 4,958 345,072 SH DEFINED 1 345072 0 0 ASML HOLDING NV NY REG SHS ADR N07059111 665 20,240 SH DEFINED 1 20240 0 0 ASTRAZENECA PLC ADR 046353108 966 19,303 SH DEFINED 1 19303 0 0 AXA-UAP-SPONSORED ADR ADR 054536107 1,253 28,104 SH DEFINED 1 26606 0 1498 BAIDU.COM INC ADR 056752108 106,633 368,147 SH DEFINED 1 368147 0 0 BANCO BILBAO VIZCAYA ADR 05946K101 1,901 81,691 SH DEFINED 1 81691 0 0 BANCO BRADESCO S A ADR 059460303 14,267 485,770 SH DEFINED 1 485770 0 0 BANCO ITAU HOLDING ADR 059602201 31,387 620,056 SH DEFINED 1 620056 0 0 BHP BILLITON LTD ADR 088606108 24,497 311,679 SH DEFINED 1 311679 0 0 BP P L C SPONSORED ADR ADR 055622104 3,613 52,109 SH DEFINED 1 52109 0 0 BRASIL TELECOM PARTICIPACOE ADR 105530109 6,782 90,900 SH DEFINED 1 90900 0 0 BUSINESS OBJECTS SA ADR 12328X107 1,925 42,923 SH DEFINED 1 42923 0 0 CEMEX S A B DE C V ADR 151290889 10,697 357,530 SH DEFINED 1 357530 0 0 CGG VERITAS ADR 204386106 453 6,962 SH DEFINED 1 6962 0 0 CHINA LIFE INSURANCE CO LTD ADR 16939P106 2,497 28,969 SH DEFINED 1 28969 0 0 CHINA MOBILE LIMITED ADR 16941M109 1,769 21,568 SH DEFINED 1 21568 0 0 CHINA PETE & CHEM CORP ADR 16941R108 8,972 72,881 SH DEFINED 1 72881 0 0 COMPANHIA BRASILEIRA DE ADR 20440T201 394 13,000 SH DEFINED 1 13000 0 0 COMPANHIA DE BEBIDAS DAS ADR 20441W203 711 9,728 SH DEFINED 1 9728 0 0 COMPANHIA DE SANEAMENTO ADR 20441A102 1,279 25,900 SH DEFINED 1 25900 0 0 CEMIG (COMPANHIA ENERGETICA ADR 204409601 4,139 194,047 SH DEFINED 1 194047 0 0 COMPANHIA SIDERURGICA ADR 20440W105 4,949 70,186 SH DEFINED 1 70186 0 0 COMPANHIA VALE DO RIO DOCE ADR 204412209 51,391 1,514,641 SH DEFINED 1 1514641 0 0 COMPANIA DE MINAS BUENAVEN- ADR 204448104 2,103 44,021 SH DEFINED 1 44021 0 0 CREDIT SUISSE GROUP ADR 225401108 237 3,584 SH DEFINED 1 3584 0 0 CTRIP.COM INTL LTD ADR 22943F100 121,411 2,343,860 SH DEFINED 1 2343860 0 0 DEUTSCHE TELEKOM AG ADR 251566105 2,268 115,574 SH DEFINED 1 115574 0 0 DR REDDYS LABS LTD ADR 256135203 3,024 184,842 SH DEFINED 1 184842 0 0 ELAN CORP PLC-ADR ADR 284131208 6,264 297,728 SH DEFINED 1 297728 0 0 EMBRAER-EMPRESA BRASILEIRA ADR 29081M102 3,409 77,624 SH DEFINED 1 77624 0 0 ENERSIS SA-SPONSORED ADR ADR 29274F104 384 21,662 SH DEFINED 1 21662 0 0 ENI S P A SPONSORED ADR ADR 26874R108 416 5,652 SH DEFINED 1 5652 0 0 ERICSSON L M TEL CO ADR 294821608 1,606 40,363 SH DEFINED 1 40363 0 0 FLAMEL TECHNOLOGIES SA ADR 338488109 126 14,083 SH DEFINED 1 14083 0 0 FOCUS MEDIA HLDG LTD ADR 34415V109 332 5,724 SH DEFINED 1 5724 0 0 GERDAU SA-SPONSORED ADR ADR 373737105 10,926 416,737 SH DEFINED 1 416737 0 0 GLAXOSMITHKLINE PLC ADR 37733W105 17,617 331,149 SH DEFINED 1 331149 0 0 GMARKET INC ADR 38012G100 25,851 1,102,389 SH DEFINED 1 1102389 0 0 GOL LINHAS AEREAS ADR 38045R107 863 35,989 SH DEFINED 1 35989 0 0 GOLD FIELDS LTD NEW ADR 38059T106 28,032 1,549,625 SH DEFINED 1 1549625 0 0 GRUPO SIMEC SAB DE CV-ADR ADR 400491106 154 14,800 SH DEFINED 1 14800 0 0 GRUPO TELEVISA SA DE CV ADR 40049J206 687 28,465 SH DEFINED 1 28465 0 0 HARMONY GOLD MINING CO LTD ADR 413216300 2,322 194,976 SH DEFINED 1 194976 0 0 HDFC BK LTD ADR 40415F101 896 8,370 SH DEFINED 1 8370 0 0 HONDA MOTOR CO LTD-ADR NEW ADR 438128308 1,488 44,607 SH DEFINED 1 44607 0 0 HSBC HOLDINGS PLC ADR 404280406 7,488 80,871 SH DEFINED 1 80871 0 0 ICICI BANK LTD ADR 45104G104 21,176 401,687 SH DEFINED 1 401687 0 0 INFINEON TECHNOLOGIES AG ADR 45662N103 866 50,416 SH DEFINED 1 50416 0 0 INFOSYS TECHNOLOGIES LTD ADR 456788108 41,398 855,509 SH DEFINED 1 855509 0 0 ING GROEP NV-SPONSORED ADR ADR 456837103 696 15,715 SH DEFINED 1 15715 0 0 JA SOLAR HLDGS CO LTD ADR 466090107 1,830 40,723 SH DEFINED 1 40723 0 0 KOOKMIN BK NEW ADR 50049M109 694 8,476 SH DEFINED 1 8476 0 0 KUBOTA CORPORATION ADR 501173207 1,686 41,279 SH DEFINED 1 41279 0 0 LDK SOLAR CO LTD ADR 50183L107 344 5,000 SH DEFINED 1 5000 0 0 MAHANAGAR TEL NIGAM LTD ADR 559778402 1,432 181,545 SH DEFINED 1 181545 0 0 MATSUSHITA ELECTRIC ADR 576879209 673 36,308 SH DEFINED 1 36308 0 0 MITSUBISHI UFJ FINL GROUP ADR 606822104 2,252 248,106 SH DEFINED 1 248106 0 0 MOBILE TELESYSTEMS OJSC ADR 607409109 1,834 26,472 SH DEFINED 1 26472 0 0 NETEASE.COM INC ADR 64110W102 1,162 68,795 SH DEFINED 1 68795 0 0 NICE SYSTEMS LTD ADR 653656108 250 7,000 SH DEFINED 1 7000 0 0 NOKIA CORPORATION ADR 654902204 239 6,317 SH DEFINED 1 6317 0 0 NOMURA HLDGS INC ADR 65535H208 439 26,407 SH DEFINED 1 26407 0 0 NOVARTIS AG-SPONSORED ADR ADR 66987V109 1,394 25,364 SH DEFINED 1 25364 0 0 OPEN JT STK CO-VIMPEL ADR 68370R109 5,861 216,755 SH DEFINED 1 216755 0 0 PETROCHINA CO ADS EACH REPR ADR 71646E100 8,918 48,182 SH DEFINED 1 48182 0 0 PETROLEO BRASILEIRO SA ADR 71654V101 30,139 465,833 SH DEFINED 1 465833 0 0 PETROLEO BRASILEIRO SA ADR 71654V408 77,527 1,026,857 SH DEFINED 1 1026857 0 0 POSCO ADR 693483109 431 2,413 SH DEFINED 1 2413 0 0 RANDGOLD RESOURCES LTD ADR 752344309 13,823 415,865 SH DEFINED 1 415865 0 0 RIO TINTO PLC ADR 767204100 6,318 18,400 SH DEFINED 1 18400 0 0 ROYAL DUTCH SHELL PLC ADR 780259206 212 2,589 SH DEFINED 1 2589 0 0 RYANAIR HOLDINGS PLC ADR 783513104 548 13,210 SH DEFINED 1 13210 0 0 SANOFI AVENTIS ADR 80105N105 7,459 175,860 SH DEFINED 1 175860 0 0 SAP AKTIENGESELLSCHAFT ADR 803054204 810 13,816 SH DEFINED 1 13816 0 0 SATYAM COMPUTER SVCS LTD ADR 804098101 5,263 203,300 SH DEFINED 1 203300 0 0 SHANDA INTERACTIVE ADR 81941Q203 1,644 44,185 SH DEFINED 1 44185 0 0 SIEMENS A G ADR 826197501 437 3,186 SH DEFINED 1 3186 0 0 STATOIL ASA ADR 85771P102 1,102 32,502 SH DEFINED 1 32502 0 0 STMICROELECTRONICS N V ADR 861012102 489 29,246 SH DEFINED 1 29246 0 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 12,552 314,607 SH DEFINED 1 314607 0 0 TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 2,408 238,038 SH DEFINED 1 238038 0 0 TATA MOTORS LTD ADR 876568502 16,609 867,778 SH DEFINED 1 867778 0 0 TELEFONOS DE MEXICO SADE ADR 879403780 502 15,287 SH DEFINED 1 15287 0 0 TENARIS SA ADR 88031M109 332 6,328 SH DEFINED 1 6328 0 0 TEVA PHARMACEUTICAL ADR 881624209 26,355 592,650 SH DEFINED 1 579850 0 12800 TOTAL S.A. ADR 89151E109 386 4,767 SH DEFINED 1 4767 0 0 TOYOTA MOTOR CORP-ADR NEW ADR 892331307 1,110 9,503 SH DEFINED 1 9503 0 0 TRINA SOLAR LTD ADR 89628E104 250 4,400 SH DEFINED 1 4400 0 0 UNILEVER N V ADR 904784709 561 18,206 SH DEFINED 1 18206 0 0 UNILEVER PLC ADR 904767704 212 6,704 SH DEFINED 1 6704 0 0 UNITED MICROELECTRONICS ADR 910873207 87 24,494 SH DEFINED 1 24494 0 0 VODAFONE GROUP PLC ADR 92857W209 485 13,361 SH DEFINED 1 13361 0 0 VOTORANTIM CELULOSE E PAPEL ADR 92906P106 1,395 48,774 SH DEFINED 1 48774 0 0 WIPRO LTD-ADR ADR 97651M109 259 18,001 SH DEFINED 1 18001 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AB7 140 145,000 PRN DEFINED 1 145000 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AD3 756 775,000 PRN DEFINED 1 775000 0 0 ACTUANT CORP CBONDCNV 00508XAB0 516 310,000 PRN DEFINED 1 310000 0 0 ADVANCED MED OPTICS INC CBONDCNV 00763MAK4 2,376 2,800,000 PRN DEFINED 1 2800000 0 0 ADVANCED MICRO DEVICES INC CBONDCNV 007903AL1 6,785 7,550,000 PRN DEFINED 1 7550000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 245 79,000 PRN DEFINED 1 79000 0 0 AGCO CORP CBONDCNV 001084AM4 48 35,000 PRN DEFINED 1 35000 0 0 AGERE SYSTEMS INC CBONDCNV 00845VAA8 4,319 4,277,000 PRN DEFINED 1 4277000 0 0 AKAMAI TECHNOLOGIES INC CBONDCNV 00971TAE1 744 385,000 PRN DEFINED 1 385000 0 0 ALEXION PHARMACEUTICALS INC CBONDCNV 015351AF6 85 40,000 PRN DEFINED 1 40000 0 0 ALLERGAN INC CBONDCNV 018490AL6 47 41,000 PRN DEFINED 1 41000 0 0 ALPHARMA INC CBONDCNV 020813AH4 135 150,000 PRN DEFINED 1 150000 0 0 ALZA CORP CBONDCNV 02261WAB5 47 53,000 PRN DEFINED 1 53000 0 0 AMAZON COM INC CBONDCNV 023135AF3 4,661 3,786,000 PRN DEFINED 1 3786000 0 0 AMGEN INC CBONDCNV 031162AN0 5,083 5,473,000 PRN DEFINED 1 5468000 0 5000 AMGEN INC SR CV 0.375%13 CBONDCNV 031162AQ3 4,074 4,484,000 PRN DEFINED 1 4484000 0 0 ARCHSTONE-SMITH OPER TR CBONDCNV 039584AC1 10,425 10,000,000 PRN DEFINED 1 10000000 0 0 ATHEROGENICS INC CBONDCNV 047439AD6 1,929 6,101,000 PRN DEFINED 1 6101000 0 0 BEAZER HOMES USA INC CBONDCNV 07556QAL9 365 500,000 PRN DEFINED 1 500000 0 0 BEST BUY INC CBONDCNV 086516AF8 1,272 1,158,000 PRN DEFINED 1 1158000 0 0 BOSTON PPTYS LTD PARTNERSHIP CBONDCNV 10112RAG9 3,649 3,233,000 PRN DEFINED 1 3228000 0 5000 BRANDYWINE OPER PARTNERSHIP L CBONDCNV 105340AH6 462 500,000 PRN DEFINED 1 500000 0 0 CARNIVAL CORP CBONDCNV 143658AV4 24,106 35,000,000 PRN DEFINED 1 35000000 0 0 CARNIVAL CORP CBONDCNV 143658AN2 322 257,000 PRN DEFINED 1 257000 0 0 CELGENE CORP CBONDCNV 151020AC8 111 19,000 PRN DEFINED 1 19000 0 0 CELL GENESYS INC CBONDCNV 150921AB0 1,657 2,000,000 PRN DEFINED 1 2000000 0 0 CEPHALON INC CBONDCNV 156708AL3 101 75,000 PRN DEFINED 1 75000 0 0 CHARLES RIV LABORATORIES INTL CBONDCNV 159864AB3 64 50,000 PRN DEFINED 1 50000 0 0 CHENIERE ENERGY INC CBONDCNV 16411RAE9 3,963 3,327,000 PRN DEFINED 1 3322000 0 5000 CHESAPEAKE ENERGY CORP CBONDCNV 165167BZ9 29,594 27,498,000 PRN DEFINED 1 27498000 0 0 CHESAPEAKE ENERGY CORP CBONDCNV 165167BW6 4,581 4,448,000 PRN DEFINED 1 4443000 0 5000 CIENA CORP CBONDCNV 171779AB7 272 250,000 PRN DEFINED 1 250000 0 0 CIENA CORP CBONDCNV 171779AA9 992 1,000,000 PRN DEFINED 1 1000000 0 0 COVANTA HOLDING CORPORATION CBONDCNV 22282EAA0 2,775 2,728,000 PRN DEFINED 1 2728000 0 0 CSG SYS INTL INC CBONDCNV 126349AB5 5,246 5,306,000 PRN DEFINED 1 5306000 0 0 CURAGEN CORP CBONDCNV 23126RAE1 1,300 2,000,000 PRN DEFINED 1 2000000 0 0 DECODE GENETICS INC CBONDCNV 243586AB0 36,235 2,588,214 PRN DEFINED 1 2588214 0 0 DEVELOPERS DIVERSIFIED RLTY CO CBONDCNV 251591AS2 2,340 2,500,000 PRN DEFINED 1 2500000 0 0 DEVELOPERS DIVERSIFIED RLTY CBONDCNV 251591AQ6 501 500,000 PRN DEFINED 1 500000 0 0 WALT DISNEY CO CBONDCNV 254687AU0 3,928 3,223,000 PRN DEFINED 1 3223000 0 0 DOBSON COMMUNICATIONS CORP CBONDCNV 256069AG0 2,305 1,735,000 PRN DEFINED 1 1735000 0 0 DOMINION RES INC VA NEW CBONDCNV 25746UAT6 434 377,000 PRN DEFINED 1 377000 0 0 EMC CORP CBONDCNV 268648AK8 6,276 4,428,000 PRN DEFINED 1 4428000 0 0 EASTMAN KODAK CO CBONDCNV 277461BE8 4,245 4,000,000 PRN DEFINED 1 4000000 0 0 ENCYSIVE PHARMACEUTICALS INC CBONDCNV 29256XAB3 6,875 10,300,000 PRN DEFINED 1 10300000 0 0 EQUINIX INC CBONDCNV 29444UAF3 182 179,000 PRN DEFINED 1 179000 0 0 FAIR ISAAC CORPORATION CBONDCNV 303250AD6 10,012 10,000,000 PRN DEFINED 1 10000000 0 0 FISHER SCIENTIFIC INTL INC CBONDCNV 338032AX3 32 21,000 PRN DEFINED 1 21000 0 0 FLEETWOOD ENTERPRISES INC CBONDCNV 339099AD5 537 527,000 PRN DEFINED 1 527000 0 0 FLEXTRONICS INTERNATIONAL LTD CBONDCNV 33938EAL1 8,952 9,399,000 PRN DEFINED 1 9399000 0 0 FORD MTR CO DEL CBONDCNV 345370CF5 99,111 84,801,000 PRN DEFINED 1 84801000 0 0 FREEPORT MCMORAN COPPER INC CBONDCNV 35671DAK1 26 20,000 PRN DEFINED 1 20000 0 0 GATEWAY INC CBONDCNV 367626AD0 6,240 6,450,000 PRN DEFINED 1 6450000 0 0 GILEAD SCIENCES INC CBONDCNV 375558AH6 2,993 2,500,000 PRN DEFINED 1 2500000 0 0 HALLIBURTON CO CBONDCNV 406216AM3 882 429,000 PRN DEFINED 1 429000 0 0 HEALTH MGMT ASSOC INC CBONDCNV 421933AF9 4,541 4,640,000 PRN DEFINED 1 4640000 0 0 HILTON HOTELS CORP CBONDCNV 432848AZ2 15,843 7,663,000 PRN DEFINED 1 7663000 0 0 INDEVUS PHARMACEUTICALS INC CBONDCNV 454072AC3 1,247 1,000,000 PRN DEFINED 1 1000000 0 0 INTEL CORP CBONDCNV 458140AD2 3,340 3,228,000 PRN DEFINED 1 3223000 0 5000 INTERMUNE INC CBONDCNV 45884XAC7 562 500,000 PRN DEFINED 1 500000 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AZ3 36,346 32,930,000 PRN DEFINED 1 32930000 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AT7 21,062 19,570,000 PRN DEFINED 1 19565000 0 5000 INVITROGEN CORP CBONDCNV 46185RAK6 409 418,000 PRN DEFINED 1 418000 0 0 INVITROGEN CORP CBONDCNV 46185RAM2 2,085 1,940,000 PRN DEFINED 1 1940000 0 0 ITRON INC CBONDCNV 465741AJ5 6,339 4,090,000 PRN DEFINED 1 4090000 0 0 JDS UNIPHASE CORP CBONDCNV 46612JAB7 4,731 5,034,000 PRN DEFINED 1 5034000 0 0 JETBLUE AIRWAYS CORP CBONDCNV 477143AC5 6,078 6,652,000 PRN DEFINED 1 6647000 0 5000 JETBLUE AIRWAYS CORP CBONDCNV 477143AB7 968 1,000,000 PRN DEFINED 1 1000000 0 0 KULICKE & SOFFA INDS INC CBONDCNV 501242AL5 223 240,000 PRN DEFINED 1 240000 0 0 LABORATORY CORP AMER HLDGS CBONDCNV 50540RAC6 152 145,000 PRN DEFINED 1 145000 0 0 LBH "IP SYN CONVERT" CBONDCNV 524908FN5 1,926 2,000,000 PRN DEFINED 1 2000000 0 0 LBH "HBC SYN CONVERT" CBONDCNV 524908MN7 646 625,000 PRN DEFINED 1 625000 0 0 LEVEL 3 COMMUNICATIONS INC CBONDCNV 52729NBA7 2,400 2,500,000 PRN DEFINED 1 2500000 0 0 LIBERTY MEDIA INC CBONDCNV 530715AR2 9,179 11,457,000 PRN DEFINED 1 11457000 0 0 LIBERTY MEDIA CORP CBONDCNV 530718AF2 62,931 57,016,000 PRN DEFINED 1 57016000 0 0 LIFEPOINT HOSPITALS INC CBONDCNV 53219LAH2 1,031 1,159,000 PRN DEFINED 1 1159000 0 0 LINEAR TECHNOLOGY CORP CBONDCNV 535678AC0 4,081 4,175,000 PRN DEFINED 1 4175000 0 0 LINEAR TECHNOLOGY CORP CBONDCNV 535678AD8 10,421 10,500,000 PRN DEFINED 1 10500000 0 0 LOCKHEED MARTIN CORP CBONDCNV 539830AP4 517 340,000 PRN DEFINED 1 340000 0 0 LOWES COS INC CBONDCNV 548661CF2 13 15,000 PRN DEFINED 1 15000 0 0 LSI LOGIC CBONDCNV 502161AJ1 18,832 19,047,000 PRN DEFINED 1 19042000 0 5000 LUCENT TECHNOLOGIES INC CBONDCNV 549463AG2 5,949 6,238,000 PRN DEFINED 1 6238000 0 0 MANOR CARE INC NEW CBONDCNV 564055AP6 3,230 2,464,000 PRN DEFINED 1 2464000 0 0 MANOR CARE INC CBONDCNV 564055AM3 36,531 25,000,000 PRN DEFINED 1 25000000 0 0 MEDTRONIC INC CBONDCNV 585055AL0 9,846 8,901,000 PRN DEFINED 1 8896000 0 5000 MICRON TECHNOLOGY INC CBONDCNV 595112AH6 2,434 2,500,000 PRN DEFINED 1 2500000 0 0 MILLENNIUM PHARMACEUTICALS INC CBONDCNV 599902AD5 1,870 2,000,000 PRN DEFINED 1 2000000 0 0 MYLAN LABS INC CBONDCNV 628530AG2 9,600 10,000,000 PRN DEFINED 1 10000000 0 0 NABI BIOPHARMACEUTICALS CBONDCNV 629519AB5 9,104 10,775,000 PRN DEFINED 1 10775000 0 0 NABORS INDUSTRIES INC ZCPN CBONDCNV 629568AF3 34,861 50,800,000 PRN DEFINED 1 50800000 0 0 NABORS INDS INC CBONDCNV 629568AP1 56,355 58,780,000 PRN DEFINED 1 58780000 0 0 NATIONAL RETAIL PPTYS INC CBONDCNV 637417AA4 2,646 2,500,000 PRN DEFINED 1 2500000 0 0 NEKTAR THERAPEUTICS CBONDCNV 640268AH1 30,032 35,023,000 PRN DEFINED 1 35018000 0 5000 NII HLDGS INC CBONDCNV 62913FAF9 38,307 22,000,000 PRN DEFINED 1 22000000 0 0 NORTEL NETWORKS CORP NEW CBONDCNV 656568AB8 2,003 2,109,000 PRN DEFINED 1 2109000 0 0 ON SEMICONDUCTOR CORP CBONDCNV 682189AD7 426 225,000 PRN DEFINED 1 225000 0 0 OPENWAVE SYSTEMS INC CBONDCNV 683718AC4 1,902 2,000,000 PRN DEFINED 1 2000000 0 0 OVERSTOCK COM INC DEL CBONDCNV 690370AB7 1,301 1,566,000 PRN DEFINED 1 1566000 0 0 PARKER DRILLING COMPANY CBONDCNV 701081AR2 1,359 1,468,000 PRN DEFINED 1 1468000 0 0 PEABODY ENERGY CORPORATION CBONDCNV 704549AG9 239 228,000 PRN DEFINED 1 223000 0 5000 PG&E CORP CBONDCNV 69331CAD0 11,313 3,296,000 PRN DEFINED 1 3296000 0 0 PIER 1 IMPORTS INC CBONDCNV 720279AH1 8,037 10,000,000 PRN DEFINED 1 10000000 0 0 PROTEIN DESIGN LABS INC CBONDCNV 74369LAF0 2,127 2,000,000 PRN DEFINED 1 2000000 0 0 QUANTUM CORP CBONDCNV 747906AE5 600 606,000 PRN DEFINED 1 606000 0 0 QWEST COMMUNICATIONS INTL INC CBONDCNV 749121BY4 7,421 4,484,000 PRN 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