[Los Feliz Slim]

Best I could find:
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Cold - The bird fluffs its feathers to trap as much heat as it can to keep its body warm. It pulls one foot into its feathers to warm it. The main giveaway is the shaking or moving feathers on the bird's chest.

The bird brings its head close to its body in much the same way that a person would snuggle down into a warm coat on a cold day. It raises its shoulders so its neck almost disappears.

Do not let your bird get chilled. Check to see if its cage is in a draught. Many times just moving the cage or covering it with a cloth will solve the problem. If that doesn't help, raise the room temperature.

The bird is saying "I feel a draught!".

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