-----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, BInZ2TrjMWvSJob2w+5Yr4xKN43AE7RgmY7LsGxsWcAv181TRgzf6hEL4uo7Rc01 NhqRZa9H72nb4dhvdQQp+Q== 0001011438-09-000545.txt : 20090814 0001011438-09-000545.hdr.sgml : 20090814 20090814161847 ACCESSION NUMBER: 0001011438-09-000545 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 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: 091016083 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-angelo.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: June 30, 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 August 14, 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: 116 ------------------ Form 13F Information Table Value Total: $993,519 ------------------ (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 June 30, 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 $392 30,000 SH SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ ACCESS INTEGRATED TECHNLGS I CL A 004329108 $453 452,632 SH SOLE 452,632 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE AKAMAI TECHNOLOGIES INC 1.000%12/1 00971TAE1 $6,614 5,000,000 PRN SOLE 5,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ ALLIANCE ONE INTL INC COM 018772103 $980 257,900 SH SOLE 257,900 - ------------------------------------------------------------------------------------------------------------------------------------ AMB PROPERTY CORP COM 00163T109 $564 30,000 SH SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE AMGEN INC 0.375% 2/0 031162AQ3 $9,011 10,000,000 PRN SOLE 10,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 $23,533 17,000,000 PRN SOLE 17,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ ARCELORMITTAL SA NOTE LUXEMBOURG 5.000% 5/1 03938LAK0 $7,567 6,000,000 PRN SOLE 6,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ ATLAS ACQUISITION HLDGS CORP COM 049162100 $8,211 850,000 SH SOLE 850,000 - ------------------------------------------------------------------------------------------------------------------------------------ AVALONBAY CMNTYS INC COM 053484101 $559 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ AVALONBAY CMNTYS INC COM 053484101 $559 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV BLACKROCK INC 2.625% 2/1 09247XAB7 $34,088 19,302,000 PRN SOLE 19,302,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOISE INC COM 09746Y105 $1,892 1,100,000 SH SOLE 1,100,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE BORGWARNER INC 3.500% 4/1 099724AF3 $11,139 8,750,000 PRN SOLE 8,750,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON PROPERTIES INC COM 101121101 $954 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON PROPERTIES INC COM 101121101 $477 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 - ------------------------------------------------------------------------------------------------------------------------------------ BRE PROPERTIES INC CL A 05564E106 $475 20,000 SH SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ BRE PROPERTIES INC CL A 05564E106 $1,426 60,000 SH PUT SOLE 60,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEPOSITRY CEDAR FAIR L P UNIT 150185106 $219 20,000 SH PUT SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFD CELANESE CORP DEL 4.25% CONV 150870202 $2,036 65,000 SH SOLE 65,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE CHESAPEAKE ENERGY CORP 2.500% 5/1 165167BZ9 $6,374 9,000,000 PRN SOLE 9,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ CMS ENERGY CORP NOTE NOTE 2.875%12/0 2.875%12/0 125896AW0 $7,147 7,000,000 PRN SOLE 7,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ COGDELL SPENCER INC COM 19238U107 $429 100,000 SH SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM COLONIAL PPTYS TR SH BEN INT 195872106 $370 50,000 SH PUT SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ COMMSCOPE INC COM 203372107 $1,576 60,000 SH SOLE 60,000 - ------------------------------------------------------------------------------------------------------------------------------------ CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 $440 15,000 SH CALL SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ CYCLACEL PHARMACEUTICALS PFD CONV INC EX 6% 23254L207 $249 196,000 SH SOLE 196,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED NOTE RLTY 3.500% 8/1 251591AQ6 $22,632 29,584,000 PRN SOLE 29,584,000 - ------------------------------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED NOTE RLTY 3.000% 3/1 251591AS2 $58,366 83,380,000 PRN SOLE 83,380,000 - ------------------------------------------------------------------------------------------------------------------------------------ DUKE REALTY CORP COM NEW 264411505 $570 65,000 SH SOLE 65,000 - ------------------------------------------------------------------------------------------------------------------------------------ DUKE REALTY CORP COM NEW 264411505 $263 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ ENERGY CONVERSION DEVICES NOTE IN 3.000% 6/1 292659AA7 $8,989 14,500,000 PRN SOLE 14,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH ENTERTAINMENT PPTYS TR BEN INT 29380T105 $206 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH ENTERTAINMENT PPTYS TR BEN INT 29380T105 $412 20,000 SH SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ EQUINIX INC NOTE 4.750% 6/1 29444UAH9 $10,575 10,000,000 PRN SOLE 10,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ EQUITY LIFESTYLE PPTYS INC COM 29472R108 $409 11,000 SH SOLE 11,000 - ------------------------------------------------------------------------------------------------------------------------------------
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 - ------------------------------------------------------------------------------------------------------------------------------------ ESSEX PPTY TR INC COM 297178105 $622 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ ESSEX PPTY TR INC COM 297178105 $622 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ FIRST POTOMAC RLTY TR COM 33610F109 $410 42,000 SH PUT SOLE 42,000 - ------------------------------------------------------------------------------------------------------------------------------------ FRANKLIN STREET PPTYS CORP COM 35471R106 $398 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 $24,505 310,000 SH SOLE 310,000 - ------------------------------------------------------------------------------------------------------------------------------------ GASTAR EXPL LTD COM 367299104 $1,036 2,590,827 SH SOLE 2,590,827 - ------------------------------------------------------------------------------------------------------------------------------------ SDCV GENESCO INC 4.125% 6/1 371532AN2 $2,598 2,500,000 PRN SOLE 2,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE GILEAD SCIENCES INC 0.625% 5/0 375558AH6 $10,892 8,500,000 PRN SOLE 8,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ SDCV GREATBATCH INC 2.250% 6/1 39153LAB2 $11,725 14,095,000 PRN SOLE 14,095,000 - ------------------------------------------------------------------------------------------------------------------------------------ GSI GROUP INC CDA COM 36229U102 $273 278,976 SH SOLE 278,976 - ------------------------------------------------------------------------------------------------------------------------------------ HEALTH CARE REIT INC COM 42217K106 $512 15,000 SH CALL SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ HEALTHCARE RLTY TR COM 421946104 $539 32,000 SH SOLE 32,000 - ------------------------------------------------------------------------------------------------------------------------------------ HIGHWOODS PPTYS INC COM 431284108 $671 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH HOSPITALITY PPTYS TR BEN INT 44106M102 $357 30,000 SH CALL SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ HOST HOTELS & RESORTS INC COM 44107P104 $336 40,000 SH CALL SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ INGERSOLL-RAND GLOBAL NOTE HLDG C 4.500% 4/1 45687AAD4 $15,609 11,650,000 PRN SOLE 11,650,000 - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL BUSINESS MACHS COM 459200101 $10,442 100,000 SH SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES TR RUSSELL 2000 464287655 $102,160 2,000,000 SH SOLE 2,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV JETBLUE AIRWAYS CORP 6.750%10/1 477143AF8 $5,674 5,438,000 PRN SOLE 5,438,000 - ------------------------------------------------------------------------------------------------------------------------------------
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 - ------------------------------------------------------------------------------------------------------------------------------------ UNIT JOHNSON CTLS INC 99/99/9999 478366602 $25,459 235,000 SH SOLE 235,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE JOHNSON CTLS INC 6.500% 9/3 478366AS6 $43,338 21,500,000 PRN SOLE 21,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ KILROY RLTY CORP COM 49427F108 $616 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ KIMCO REALTY CORP COM 49446R109 $201 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM SH LASALLE HOTEL PPTYS BEN INT 517942108 $494 40,000 SH SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ UNIT LEGG MASON INC 99/99/9999 524901303 $22,491 894,289 SH SOLE 894,289 - ------------------------------------------------------------------------------------------------------------------------------------ LIBERTY PPTY TR SH BEN INT 531172104 $576 25,000 SH SOLE 25,000 - ------------------------------------------------------------------------------------------------------------------------------------ MACERICH CO COM 554382101 $452 25,668 SH SOLE 25,668 - ------------------------------------------------------------------------------------------------------------------------------------ MACK CALI RLTY CORP COM 554489104 $570 25,000 SH SOLE 25,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFD MCMORAN EXPLORATION CO MAND CNV 582411500 $17,164 333,100 SH SOLE 333,100 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MCMORAN EXPLORATION CO 5.250%10/0 582411AE4 $8,523 10,000,000 PRN SOLE 10,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MICRON TECHNOLOGY INC 1.875% 6/0 595112AH6 $531 906,000 PRN SOLE 906,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MICRON TECHNOLOGY INC 4.250%10/1 595112AJ2 $24,551 21,000,000 PRN SOLE 21,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MILLIPORE CORP 3.750% 6/0 601073AD1 $3,963 4,000,000 PRN SOLE 4,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE MOLINA HEALTHCARE INC 3.750%10/0 60855RAA8 $6,447 8,000,000 PRN SOLE 8,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ MORGANS HOTEL GROUP CO COM 61748W108 $383 100,000 SH PUT SOLE 100,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NEWMONT MINING CORP 1.250% 7/1 651639AJ5 $3,177 3,000,000 PRN SOLE 3,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NEWMONT MINING CORP 3.000% 2/1 651639AK2 $844 750,000 PRN SOLE 750,000 - ------------------------------------------------------------------------------------------------------------------------------------ NEWMONT MINING CORP COM 651639106 $613 15,000 SH SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE NII HLDGS INC 3.125% 6/1 62913FAJ1 $4,620 6,000,000 PRN SOLE 6,000,000 - ------------------------------------------------------------------------------------------------------------------------------------
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 OLD REP INTL CORP 8.000% 5/1 680223AF1 $6,119 6,000,000 PRN SOLE 6,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $200 40,000 SH CALL SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFIZER INC COM 717081103 $2,955 197,000 SH PUT SOLE 197,000 - ------------------------------------------------------------------------------------------------------------------------------------ POST PPTYS INC COM 737464107 $538 40,000 SH SOLE 40,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS PROSHARES TR REAL ESTAT 74347R552 $54,022 2,745,000 SH SOLE 2,745,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS PROSHARES TR ULSHRUS2000 74347R834 $10,630 250,000 SH SOLE 250,000 - ------------------------------------------------------------------------------------------------------------------------------------ PSHS PROSHARES TR ULSHT SP500 74347R883 $8,300 150,000 SH SOLE 150,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE PROTEIN DESIGN LABS INC 2.750% 8/1 74369LAD5 $5,566 5,500,000 PRN SOLE 5,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ QUICKSILVER RESOURCES DBCV INC 1.875%11/0 74837RAB0 $6,800 7,500,000 PRN SOLE 7,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ REGENCY CTRS CORP COM 758849103 $454 13,000 SH SOLE 13,000 - ------------------------------------------------------------------------------------------------------------------------------------ REGENCY CTRS CORP COM 758849103 $1,047 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ REGENCY CTRS CORP COM 758849103 $524 15,000 SH CALL SOLE 15,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE SCHEIN HENRY INC 3.000% 8/1 806407AB8 $3,365 3,000,000 PRN SOLE 3,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ PFD SCHERING PLOUGH CORP CONV MAN07 806605705 $31,081 138,000 SH SOLE 138,000 - ------------------------------------------------------------------------------------------------------------------------------------ SCHERING PLOUGH CORP COM 806605101 $39,107 1,556,800 SH SOLE 1,556,800 - ------------------------------------------------------------------------------------------------------------------------------------ SCHERING PLOUGH CORP COM 806605101 $1,256 50,000 SH CALL SOLE 50,000 - ------------------------------------------------------------------------------------------------------------------------------------ DBCV SEACOR HOLDINGS INC 2.875%12/1 811904AJ0 $12,979 12,000,000 PRN SOLE 12,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ SIMON PPTY GROUP INC NEW COM 828806109 $514 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ SINCLAIR BROADCAST NOTE GROUP INC 4.875% 7/1 829226AU3 $8,715 12,450,000 PRN SOLE 12,450,000 - ------------------------------------------------------------------------------------------------------------------------------------
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 - ------------------------------------------------------------------------------------------------------------------------------------ SINCLAIR BROADCAST GROUP NOTE INC 3.000% 5/1 829226AW9 $30,820 36,910,000 PRN SOLE 36,910,000 - ------------------------------------------------------------------------------------------------------------------------------------ SL GREEN RLTY CORP COM 78440X101 $229 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ SPDR TR UNIT SER 1 78462F103 $21,057 229,000 SH PUT SOLE 229,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE STEEL DYNAMICS INC 5.125% 6/1 858119AP5 $11,003 10,000,000 PRN SOLE 10,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ SUN MICROSYSTEMS INC COM NEW 866810203 $21,214 2,300,900 SH SOLE 2,300,900 - ------------------------------------------------------------------------------------------------------------------------------------ SUNSTONE HOTEL INVS INC NEW COM 867892101 $375 70,000 SH SOLE 70,000 - ------------------------------------------------------------------------------------------------------------------------------------ TANGER FACTORY OUTLET CTRS I COM 875465106 $811 25,000 SH PUT SOLE 25,000 - ------------------------------------------------------------------------------------------------------------------------------------ COM THERMADYNE HLDGS CORP NEW PAR $0.01 883435307 $15,783 4,496,555 SH SOLE 4,496,555 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE UNITED STATES STL CORP NEW 4.000% 5/1 912909AE8 $29,489 22,500,000 PRN SOLE 22,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE US AIRWAYS GROUP INC 7.250% 5/1 911905AC1 $4,216 6,000,000 PRN SOLE 6,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE USEC INC 3.000%10/0 90333EAC2 $8,539 13,500,000 PRN SOLE 13,500,000 - ------------------------------------------------------------------------------------------------------------------------------------ VAIL RESORTS INC COM 91879Q109 $2,146 80,000 SH PUT SOLE 80,000 - ------------------------------------------------------------------------------------------------------------------------------------ VORNADO RLTY TR SH BEN INT 929042109 $450 10,000 SH CALL SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ VORNADO RLTY TR SH BEN INT 929042109 $450 10,000 SH PUT SOLE 10,000 - ------------------------------------------------------------------------------------------------------------------------------------ WEINGARTEN RLTY INVS SH BEN INT 948741103 $363 25,000 SH CALL SOLE 25,000 - ------------------------------------------------------------------------------------------------------------------------------------ WEST PHARMACEUTICAL SVSC SDCV INC 4.000% 3/1 955306AA3 $3,958 5,700,000 PRN SOLE 5,700,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE WESTERN REFNG INC 5.750% 6/1 959319AC8 $6,333 7,000,000 PRN SOLE 7,000,000 - ------------------------------------------------------------------------------------------------------------------------------------ NOTE WRIGHT MED GROUP INC 2.625%12/0 98235TAA5 $3,395 4,500,000 PRN SOLE 4,500,000 - ------------------------------------------------------------------------------------------------------------------------------------
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 - ------------------------------------------------------------------------------------------------------------------------------------ WYETH COM 983024100 $36,312 800,000 SH SOLE 800,000 - ------------------------------------------------------------------------------------------------------------------------------------ WYETH COM 983024100 $17,248 380,000 SH CALL SOLE 380,000 - ------------------------------------------------------------------------------------------------------------------------------------ WYNDHAM WORLDWIDE CORP COM 98310W108 $364 30,000 SH PUT SOLE 30,000 - ------------------------------------------------------------------------------------------------------------------------------------ WYNDHAM WORLDWIDE CORP COM 98310W108 $242 20,000 SH CALL SOLE 20,000 - ------------------------------------------------------------------------------------------------------------------------------------ TOTAL FAIR MARKET VALUE $993,519 (in thousands)
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