-----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, OaaXxs0n9nzXgSdwrMFOX/6SNrKFYvqEHi/+/rKlZAX3l271FZBFO4vLrWJZaoMf eEdw3ZrYUm2ZQ5VU4z1neA== 0001011438-09-000389.txt : 20090515 0001011438-09-000389.hdr.sgml : 20090515 20090515165916 ACCESSION NUMBER: 0001011438-09-000389 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090515 DATE AS OF CHANGE: 20090515 EFFECTIVENESS DATE: 20090515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ANGELO GORDON & CO LP/NY CENTRAL INDEX KEY: 0000860662 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02616 FILM NUMBER: 09834202 BUSINESS ADDRESS: STREET 1: 245 PARK AVE 26TH FL CITY: NEW YORK STATE: NY ZIP: 10167 MAIL ADDRESS: STREET 1: 245 PARK AVENUE STREET 2: 26TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10167 13F-HR 1 form_13f-angelogordon.txt ----------------------------------- OMB APPROVAL ----------------------------------- OMB Number: 3235-0006 Expires: December 31, 2009 Estimated average burden hours per response..........22.6 ----------------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 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: Angelo, Gordon & Co., L.P. Address: 245 Park Avenue, 26th Floor New York, New York 10167 Form 13F File Number: 028-02616 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: Kirk P. Wickman Title: General Counsel Phone: 212-692-2010 Signature, Place, and Date of Signing: /s/ Kirk P. Wickman New York, New York May 15, 2009 - -------------------------- ------------------------ ------------------ [Signature] [City, State] [Date] 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 other 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: 0 ------------------ Form 13F Information Table Entry Total: 121 ------------------ Form 13F Information Table Value Total: $891,236 ------------------ (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 ---------- ------------------------ ------------------ None.
Angelo, Gordon & Co., L.P. Form 13F Information Table Quarter ended March 31, 2009 INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COM SH ACADIA RLTY TR BEN INT 004239109 $212 20,000 SH SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ ACCESS INTEGRATED TECHNLGS I CLA 004329108 $981 1,583,577 SH SOLE 1,583,577 - ------------------------------------------------------------------------------------------------------------------------------------ ADVANCED LIFE SCIENCES HLDGS COM 00765H107 $366 1,528,662 SH SOLE 1,528,662 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE AGCO CORP 1.250%12/1 001084AM4 $2,267 3,000,000 PRN SOLE 3,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ ALEXANDRIA REAL ESTATE EQ IN COM 015271109 $364 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE ALLIANT TECHSYSTEMS INC 2.750% 2/1 018804AH7 $5,011 5,000,000 PRN SOLE 5,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ AMB PROPERTY CORP COM 00163T109 $432 30,000 SH SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 $17,640 14,000,000 PRN SOLE 14,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ ATLAS ACQUISITION HLDGS CORP COM 049162100 $8,007 850,000 SH SOLE 850,000 - ------------------------------------------------------------------------------------------------------------------------------------ AVALONBAY CMNTYS INC COM 053484101 $941 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ BIOMED REALTY TRUST COM 09063H107 $203 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ DECV BLACKROCK INC 2.625% 2/1 09247XAB7 $413 300,000 PRN SOLE 300,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOISE INC COM 09746Y105 $1,220 2,000,000 SH SOLE 2,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON PPTYS LTD NOTE PARTNERSHIP 2.875% 2/1 10112RAK0 $9,360 12,000,000 PRN SOLE 12,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON PROPERTIES INC COM 101121101 $350 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ SH BEN BRANDYWINE RLTY TR INT NEW 105368203 $285 100,000 SH SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SH BEN BRANDYWINE RLTY TR INT NEW 105368203 $285 100,000 SH CALL SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ BRE PROPERTIES INC CL A 05564E106 $392 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ BROOKDALE SR LIVING INC COM 112463104 $303 60,000 SH PUT SOLE 60,000 - ------------------------------------------------------------------------------------------------------------------------------------ CAPITALSOURCE INC COM 14055X102 $61 50,000 SH CALL SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ CBL & ASSOC PPTYS INC COM 124830100 $236 100,000 SH CALL SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ CEDAR SHOPPING CTRS INC COM NEW 150602209 $87 50,000 SH CALL SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ CHOICE HOTELS INTL INC COM 169905106 $387 15,000 SH SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 $2,501 681,533 SH SOLE 681,533 - ------------------------------------------------------------------------------------------------------------------------------------ COGDELL SPENCER INC COM 19238U107 $447 87,700 SH SOLE 87,700 - ------------------------------------------------------------------------------------------------------------------------------------ CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 $248 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE CONTINENTAL AIRLS INC 5.000% 6/1 210795PJ3 $5,684 7,000,000 PRN SOLE 7,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE CUBIST PHARMACEUTICALS INC 2.250% 6/1 229678AC1 $480 600,000 PRN SOLE 600,000 - ------------------------------------------------------------------------------------------------------------------------------------ CYCLACEL PHARMACEUTICALS PFD INC CONV EX 6% 23254L207 $333 196,000 SH SOLE 196,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED NOTE RLTY 3.000% 3/1 251591AS2 $30,049 62,930,000 PRN SOLE 62,930,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED NOTE RLTY 3.500% 8/1 251591AQ6 $18,503 35,584,000 PRN SOLE 35,584,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED RLTY COM 251591103 $426 200,000 SH CALL SOLE 200,000 - ------------------------------------------------------------------------------------------------------------------------------------ DIGITAL RLTY TR INC COM 253868103 $331 10,000 SH SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ EASTGROUP PPTYS INC COM 277276101 $280 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENERGY CONVERSION DEVICES NOTE IN 3.000% 6/1 292659AA7 $4,650 9,000,000 PRN SOLE 9,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH ENTERTAINMENT PPTYS TR BEN INT 29380T105 $315 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH ENTERTAINMENT PPTYS TR BEN INT 29380T105 $472 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE ENZON PHARMACEUTICALS INC 4.000% 6/0 293904AE8 $1,581 2,000,000 PRN SOLE 2,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ EQUITY ONE COM 294752100 $243 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ ESSEX PPTY TR INC COM 297178105 $573 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ FIRST INDUSTRIAL REALTY TRUS COM 32054K103 $367 150,000 SH CALL SOLE 150,000 - ------------------------------------------------------------------------------------------------------------------------------------ FIRST POTOMAC RLTY TR COM 33610F109 $933 127,000 SH PUT SOLE 127,000 - ------------------------------------------------------------------------------------------------------------------------------------ FRANKLIN STREET PPTYS CORP COM 35471R106 $492 40,000 SH CALL SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ FRANKLIN STREET PPTYS CORP COM 35471R106 $492 40,000 SH PUT SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 $15,157 235,000 SH SOLE 235,000 - ------------------------------------------------------------------------------------------------------------------------------------ GASTAR EXPL LTD COM 367299104 $1,399 2,590,827 SH SOLE 2,590,827 - ------------------------------------------------------------------------------------------------------------------------------------ SDCV GENESCO INC 4.125%6/1 371532AN2 $2,479 2,500,000 PRN SOLE 2,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ GEOMET INC DEL COM 37250U201 $232 400,000 SH SOLE 400,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE GILEAD SCIENCES INC .625% 5/0 375558AH6 $7,049 5,500,000 PRN SOLE 5,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ SDCV GREATBATCH INC 2.250% 6/1 39153LAB2 $8,563 11,500,000 PRN SOLE 11,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ GSI GROUP INC CDA COM 36229U102 $265 278,976 SH SOLE 278,976 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV HASBRO INC 2.750%12/0 418056AN7 $2,507 2,000,000 PRN SOLE 2,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ HEALTH CARE REIT INC COM 42217K106 $110 3,600 SH CALL SOLE 3,600 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HIGHWOODS PPTYS INC COM 431284108 $214 10,000 SH SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ HOME PROPERTIES INC COM 437306103 $459 15,000 SH CALL SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH HOSPITALITY PPTYS TR BEN INT 44106M102 $480 40,000 SH CALL SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE ILLUMINA INC 0.625% 2/1 452327AB5 $10,804 6,250,000 PRN SOLE 6,250,000 - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL BUSINESS MACHS COM 459200101 $9,689 100,000 SH SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL GAME DBCV TECHNOLOG 2.600%12/1 459902AP7 $12,265 12,612,000 PRN SOLE 12,612,000 - ------------------------------------------------------------------------------------------------------------------------------------ RUSSELL ISHARES TR 2000 464287655 $357,425 8,500,000 SH PUT SOLE 8,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE JOHNSON CTLS INC 6.500% 9/3 478366AS6 $13,288 10,500,000 PRN SOLE 10,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ KILROY RLTY CORP COM 49427F108 $343 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ KIMCO REALTY CORP COM 49446R109 $228 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ UNIT LEGG MASON INC 99/99/9999 524901303 $19,664 1,100,089 SH SOLE 1,100,089 - ------------------------------------------------------------------------------------------------------------------------------------ LIBERTY ACQUISITION HLDGS CO COM 53015Y107 $3,590 408,900 SH SOLE 408,900 - ------------------------------------------------------------------------------------------------------------------------------------ LIBERTY PPTY TR SH BEN INT 531172104 $284 15,000 SH SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE LIFEPOINT HOSPITALS INC 3.500% 5/1 53219LAH2 $1,859 2,600,000 PRN SOLE 2,600,000 - ------------------------------------------------------------------------------------------------------------------------------------ MACK CALI RLTY CORP COM 554489104 $594 30,000 SH SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ MARRIOTT INTL INC NEW CL A 571903202 $327 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ MARRIOTT INTL INC NEW CL A 571903202 $490 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFD MCMORAN EXPLORATION CO MAND CNV 582411500 $8,694 208,800 SH SOLE 208,800 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MCMORAN EXPLORATION CO 5.250%10/0 582411AE4 $5,310 7,500,000 PRN SOLE 7,500,000 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MEDTRONIC INC 1.625% 4/1 585055AM8 $8,870 10,000,000 PRN SOLE 10,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MICRON TECHNOLOGY INC 1.875% 6/0 595112AH6 $3,194 6,906,000 PRN SOLE 6,906,000 - ------------------------------------------------------------------------------------------------------------------------------------ MID-AMER APT CMNTYS INC COM 59522J103 $308 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MOLINA HEALTHCARE INC 3.750%10/0 60855RAA8 $5,546 8,000,000 PRN SOLE 8,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ MORGANS HOTEL GROUP CO COM 61748W108 $311 100,000 SH CALL SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ NATIONWIDE HEALTH PPTYS INC COM 638620104 $332 15,000 SH SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NEWMONT MINING CORP 1.250% 7/1 651639AJ5 $3,415 3,000,000 PRN SOLE 3,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NEWMONT MINING CORP 3.000% 2/1 651639AK2 $928 750,000 PRN SOLE 750,000 - ------------------------------------------------------------------------------------------------------------------------------------ NEWMONT MINING CORP COM 651639106 $931 20,800 SH SOLE 20,800 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NII HLDGS INC 3.125% 6/1 62913FAJ1 $2,800 4,000,000 PRN SOLE 4,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE ON SEMICONDUCTOR CORP 2.625%12/1 682189AG0 $2,730 3,880,000 PRN SOLE 3,880,000 - ------------------------------------------------------------------------------------------------------------------------------------ PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $355 100,000 SH CALL SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $177 50,000 SH PUT SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV PLACER DOME INC 2.750%10/1 725906AK7 $5,619 4,000,000 PRN SOLE 4,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ POST PPTYS INC COM 737464107 $405 40,000 SH PUT SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ PROLOGIS SH BEN INT 743410102 $390 60,000 SH PUT SOLE 60,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS REAL PROSHARES TR ESTAT 74347R552 $43,601 825,000 SH SOLE 825,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS ULSHT PROSHARES TR SP500 74347R883 $9,912 125,000 SH SOLE 125,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS PROSHARES TR ULSHRUS2000 74347R834 $56,854 807,363 SH SOLE 807,363 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 $5,857 6,000,000 PRN SOLE 6,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ PUBLIC STORAGE COM 74460D109 $552 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ REALTY INCOME CORP COM 756109104 $188 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ SCHERING-PLOUGH CORP COM 806605101 $36,502 1,550,000 SH SOLE 1,550,000 - ------------------------------------------------------------------------------------------------------------------------------------ SCHERING-PLOUGH CORP COM 806605101 $1,177 50,000 SH CALL SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFD SCHERING-PLOUGH CORP CONV MAN07 806605705 $28,807 138,000 SH SOLE 138,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV SEACOR HOLDINGS INC 2.875%12/1 811904AJ0 $4,780 5,000,000 PRN SOLE 5,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ SIMON PPTY GROUP INC COM 828806109 $346 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ SIMON PPTY GROUP INC COM 828806109 $1,039 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ SL GREEN RLTY CORP COM 78440X101 $324 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ SL GREEN RLTY CORP COM 78440X101 $540 50,000 SH PUT SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ SOVRAN SELF STORAGE INC COM 84610H108 $401 20,000 SH SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ SPDR TR UNIT SER 1 78462F103 $4,294 54,000 SH PUT SOLE 54,000 - ------------------------------------------------------------------------------------------------------------------------------------ STARWOOD HOTELS & RESORTS WRLD COM 85590A401 $254 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ STARWOOD HOTELS & RESORTS WRLD COM 85590A401 $508 40,000 SH PUT SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ SUNRISE SENIOR LIVING INC COM 86768K106 $261 384,600 SH CALL SOLE 384,600 - ------------------------------------------------------------------------------------------------------------------------------------ TANGER PPTYS LTD NOTE PARTNERSHIP 3.750% 8/1 875484AE7 $5,545 5,640,000 PRN SOLE 5,640,000 - ------------------------------------------------------------------------------------------------------------------------------------ TANGER FACTORY OUTLET CTRS I COM 875465106 $308 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ TANGER FACTORY OUTLET CTRS I COM 875465106 $617 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET VALUE SHARES OR TITLE OF CUSIP (IN PRINCIPAL SH/ PUT/ SHARED SHARED OTHER ISSUER CLASS NUMBER THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TEVA PHARMACEUTICAL DECV FIN II L 0.250% 2/0 88164RAB3 $16,984 13,000,000 PRN SOLE 13,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM THERMADYNE HLDGS CORP NEW PAR $0.01 883435307 $9,532 4,496,555 SH SOLE 4,496,555 - ------------------------------------------------------------------------------------------------------------------------------------ UNITED DOMINION REALTY NOTE TR IN 4.000%12/1 910197AK8 $258 30,000 PRN PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ VAIL RESORTS INC COM 91879Q109 $1,430 70,000 SH PUT SOLE 70,000 - ------------------------------------------------------------------------------------------------------------------------------------ VENTAS INC COM 92276F100 $452 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ VENTAS INC COM 92276F100 $452 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV VORNADO RLTY TR 2.850% 4/0 929042AC3 $11,830 15,721,000 PRN SOLE 15,721,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE WEBMED CORP 3.125% 9/0 94769MAG0 $4,233 5,000,000 PRN SOLE 5,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ WEINGARTEN RLTY INVS SH BEN INT 948741103 $190 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ WEST PHARMACEUTICAL SVSC SDCV INC 4.000% 3/1 955306AA3 $3,716 5,700,000 PRN SOLE 5,700,000 - ------------------------------------------------------------------------------------------------------------------------------------ WYNDHAM WORLDWIDE CORP COM 98310W108 $210 50,000 SH SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ TOTAL FAIR MARKET VALUE (in $891,236 thousands)
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