-----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, Cp0bp8OdNUmAXVfcn6FZ6y3NihUDU5GsVTujtSRbTWcm0Tcmgqlku7U09zU5zZqV KdvATzoDtsmqL/Hr4jvYEQ== 0001313597-09-000074.txt : 20090814 0001313597-09-000074.hdr.sgml : 20090814 20090814172306 ACCESSION NUMBER: 0001313597-09-000074 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: Fore Research & Management, LP CENTRAL INDEX KEY: 0001313597 IRS NUMBER: 731688684 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11162 FILM NUMBER: 091017175 BUSINESS ADDRESS: STREET 1: 280 PARK AVENUE STREET 2: 43RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212.984.3800 MAIL ADDRESS: STREET 1: 280 PARK AVENUE STREET 2: 43RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 q20913freport.txt 13-F FILING - FORE RESEARCH & MANAGEMENT, LP 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: Fore Research & Management, LP Address: 280 Park Avenue, 43rd floor New York, New York 10017 13F File Number: 028-11162 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Ari Burstein Title: Chief Compliance Officer Phone: 212-984-3800 Signature, Place, and Date of Signing: /s/ Ari Burstein, New York, New York August 14, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry 80 Total: Form 13F Information Table Value $ 619,619 Total: (in thousands) List of Other Included Managers: FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------------------- ------------------- --------- ------ ------- --- ---- ----- -------- --------- ----- ----- AGCO CORP NOTE 1.750%12/3 001084AL6 1381 1000000 PRN SOLE 1000000 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 667 500000 PRN SOLE 500000 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 7615 7500000 PRN SOLE 7500000 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 37360 34692000 PRN SOLE 34692000 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 15669 1645900 SH SOLE 1645900 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 5672 7500000 PRN SOLE 7500000 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 8227 12402000 PRN SOLE 12402000 AMGEN INC NOTE 0.125% 2/0 031162AN0 9494 10000000 PRN SOLE 10000000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 4513 5000000 PRN SOLE 5000000 AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 16823 19000000 PRN SOLE 19000000 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 14032 21749000 PRN SOLE 21749000 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 10411 7500000 PRN SOLE 7500000 BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 2717 2750000 PRN SOLE 2750000 BEST BUY INC SDCV 2.250% 1/1 086516AF8 29495 30329000 PRN SOLE 30329000 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 10902 12200000 PRN SOLE 12200000 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 31842 18044000 PRN SOLE 18044000 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 1435 1500000 PRN SOLE 1500000 CEPHALON INC NOTE 6/1 156708AL3 1082 1000000 PRN SOLE 1000000 CEPHALON INC NOTE 2.500% 5/0 156708AR0 992 1000000 PRN SOLE 1000000 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 3584 3500000 PRN SOLE 3500000 CONMED CORP NOTE 2.500%11/1 207410AD3 8344 9762000 PRN SOLE 9762000 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 906 1000000 PRN SOLE 1000000 COUGAR BIOTECHNOLOGY INC COM 222083107 1076 25057 SH SOLE 25057 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 2158 2500000 PRN SOLE 2500000 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 29196 29500000 PRN SOLE 29500000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 1038 1000000 PRN SOLE 1000000 E M C CORP MASS NOTE 1.750%12/0 268648AM4 2042 2000000 PRN SOLE 2000000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 6043 7500000 PRN SOLE 7500000 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 4624 2500000 PRN SOLE 2500000 FOCUS MEDIA HLDG LTD SPONSORE ADR 34415V109 161 20000 SH SOLE 20000 GENCORP INC COM 368682100 374 195900 SH SOLE 195900 GENCORP INC SDCV 2.250%11/1 368682AL4 1506 3000000 PRN SOLE 3000000 GENERAL MTRS CORP SENIOR DEBEN D 370442691 1317 451159 SH SOLE 451159 GENERAL MTRS CORP DEB SR CV C 33 370442717 4947 1805370 SH SOLE 1805370 GENERAL MTRS CORP DEB SR CONV B 370442733 1687 613600 SH SOLE 613600 GENESCO INC SDCV 4.125% 6/1 371532AN2 4346 4250000 PRN SOLE 4250000 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 1259 1000000 PRN SOLE 1000000 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 16215 14753000 PRN SOLE 14753000 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1351 169100 SH SOLE 169100 HOLOGIC INC FRNT 2.000%12/1 436440AA9 23052 32500000 PRN SOLE 32500000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 25079 19947000 PRN SOLE 19947000 JAKKS PAC INC NOTE 4.625% 6/1 47012EAB2 1937 2000000 PRN SOLE 2000000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 17119 17799000 PRN SOLE 17799000 LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 11396 13250000 PRN SOLE 13250000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 1703 2000000 PRN SOLE 2000000 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 3937 4900000 PRN SOLE 4900000 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 26970 37975000 PRN SOLE 37975000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 11107 19000000 PRN SOLE 19000000 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 12564 12590000 PRN SOLE 12590000 OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD5 10089 12500000 PRN SOLE 12500000 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 6611 6952000 PRN SOLE 6952000 PMI GROUP INC COM 69344M101 92 46552 SH SOLE 46552 PLACER DOME INC DBCV 2.750%10/1 725906AK7 2825 2000000 PRN SOLE 2000000 PROSHARES TR P SHS UL XIN CH25 74347R321 3648 300000 SH SOLE 300000 PROSHARES TR P SHS REAL ESTAT 74347R552 1968 100000 SH SOLE 100000 PROSHARES TR P SHS ULTSHT FINL 74347R628 6269 150000 SH SOLE 150000 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 3669 3610000 PRN SOLE 3610000 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 2139 2500000 PRN SOLE 2500000 SAKS INC NOTE 2.000% 3/1 79377WAL2 6592 10000000 PRN SOLE 10000000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 18599 29579000 PRN SOLE 29579000 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 2071 1845000 PRN SOLE 1845000 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 5979 5500000 PRN SOLE 5500000 SINA CORP NOTE 7/1 82922RAB9 22583 18000000 PRN SOLE 18000000 SIX FLAGS INC COM DELETED 83001P109 16 100000 SH SOLE 100000 SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF9 7193 6300000 PRN SOLE 6300000 SYBASE INC NOTE 1.750% 2/2 871130AB6 9110 7131000 PRN SOLE 7131000 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 1010 1000000 PRN SOLE 1000000 UNITED THERAPEUTICS CORP DEL NOTE 0.500%10/1 91307CAD4 2649 2200000 PRN SOLE 2200000 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 12048 12205000 PRN SOLE 12205000 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 7434 7500000 PRN SOLE 7500000 WYETH COM 983024100 9078 200000 SH SOLE 200000 AMERICREDIT CORP CALL 03060R901 313 200000 SH CALL SOLE 200000 ALCATEL-LUCENT PUT 013904955 1071 3568700 SH PUT SOLE 3568700 BRISTOL MYERS SQUIBB CO CALL 110122908 488 300000 SH CALL SOLE 300000 SPDR GOLD TRUST CALL 78463V907 9653 1350000 SH CALL SOLE 1350000 INTL PAPER CO CALL 460146903 21478 2492300 SH CALL SOLE 2492300 LIBERTY GLOBAL INC PUT 530555951 3550 5000000 SH PUT SOLE 5000000 PROSHARES TR CALL 74347R900 455 100000 SH CALL SOLE 100000 TENNECO INC CALL 880349905 1247 167000 SH CALL SOLE 167000 YAHOO INC CALL 984332906 2325 500000 SH CALL SOLE 500000
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