-----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, LgVt9amS2hxF7i1ZMNs88y7qgVlP/4lr5KAS4ThnSabRCb91Gm+XkXdtu5dFRGBq 5YuoXhTAzmajxE8lBfMS5g== 0001034626-05-000004.txt : 20050513 0001034626-05-000004.hdr.sgml : 20050513 20050513083321 ACCESSION NUMBER: 0001034626-05-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050513 DATE AS OF CHANGE: 20050513 EFFECTIVENESS DATE: 20050513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TQA INVESTORS L L C /NY CENTRAL INDEX KEY: 0001034626 IRS NUMBER: 133862304 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06206 FILM NUMBER: 05826387 BUSINESS ADDRESS: STREET 1: 405 LEXINGTON AVE CITY: NEW YORK STATE: NY ZIP: 10194 BUSINESS PHONE: 2125994200 MAIL ADDRESS: STREET 1: 405 LEXINGTON AVE CITY: NEW YORK STATE: NY ZIP: 10174 13F-HR 1 march2005.txt UNITED STATES SECURITIES AND EXCHANGE COMMISION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2005 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: TQA Investors, LLC Address: 333 Ludlow Street 1st Floor Stamford, CT 06902 13F File Number: 28-06206 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 intergral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Bartholomew C. Tesoriero Title: CFO Phone: 203-653-3000 Signature, Place, and Date of Signing: Bartholomew C. Tesoriero Stamford, Ct MAY 13, 2005 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: None I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 174 Form 13F Information Table Value Total: $787,719,178.00 List of Other Included Managers: None No. 13F File Number Name 01 02 03 Name of Reporting Manager: TQA Investors, L.L.C. FORM 13f INFORMATION TABLE Voting Authority (Shares) Name of Issuer Title of Class CUSIP Value Shares/ sh/ Put Investment Other a) Sole b) Share c) None (x 1000) Princpal Prn Cal Discretion Managers AT&T CORP STOCK 001957505 844 45000 SH SOLE 45000 ABGENIX INC STOCK 00339B107 573 81900 SH SOLE 81900 ACCREDO HEALTH STOCK 00437V104 765 17220 SH SOLE 17220 ALAMOSA HOLDINGS STOCK 011589108 428 36654 SH SOLE 36654 ALLIANT TECHSYSTEMS STOCK 018804104 2779 38900 SH SOLE 38900 AMERICAN EAGLE OUTFITTERS STOCK 02553E106 207 7000 SH SOLE 7000 AMYLIN PHARM STOCK 032346108 289 16540 SH SOLE 16540 CAESERS ENTERTAINMENT STOCK 127687101 297 15008 SH SOLE 15008 CENTERPOINT ENERGY STOCK 15189T107 623 51800 SH SOLE 51800 CENTURYTEL INC STOCK 156700106 657 20000 SH SOLE 20000 CIRCUIT CITY STORES, INC. STOCK 172737108 321 20000 SH SOLE 20000 CYTYC CORPORATION STOCK 232946103 387 16800 SH SOLE 16800 DDI CORP STOCK 233162304 417 148750 SH SOLE 148750 VERISITY LTD STOCK 2743530 165 13854 SH SOLE 13854 EMCORE CORP STOCK 290846104 41 12084 SH SOLE 12084 EXXON MOBIL CORP STOCK 30231G102 477 8000 SH SOLE 8000 GILLETTE COMPANY STOCK 375766102 909 18000 SH SOLE 18000 HIBERNIA CORP - CL A STOCK 428656102 640 20000 SH SOLE 20000 HOLLYWOOD ENTERTAINMENT CORP STOCK 436141105 1533 116435 SH SOLE 116435 INAMED CORP STOCK 453235103 314 4500 SH SOLE 4500 INSIGHT COMMUNICATIONS INC STOCK 45768V108 317 26750 SH SOLE 26750 INTERNATIONAL STEEL STOCK 460377104 1580 40000 SH SOLE 40000 KERR MCGEE CORP STOCK 492386107 783 10000 SH SOLE 10000 LAMAR ADVERTISING STOCK 512815101 2317 57500 SH SOLE 57500 MAGNUM HUNTER RESOURCES INC STOCK 55972F203 1450 90000 SH SOLE 90000 MAXTOR CORP STOCK 577729205 330 62000 SH SOLE 62000 MAY DEPARTMENT STORES STOCK 577778103 963 26000 SH SOLE 26000 METRO GOLDWYN MAYER INC STOCK 591610100 893 74700 SH SOLE 74700 NEIGHBORCARE STOCK 64015Y104 483 16500 SH SOLE 16500 NEXTEL COMMUNICATIONS STOCK 65332V103 4604 162000 SH SOLE 162000 PATINA OIL & GAS CORP STOCK 703224105 1600 40000 SH SOLE 40000 DPS PHARMACEUTICAL STOCK 71712A206 1022 14200 SH SOLE 14200 PINNACLE SYS STOCK 723481107 917 164000 SH SOLE 164000 PLACER DOME INC STOCK 725906101 3752 231342 SH SOLE 231342 PUBLIC SERVICE ENTERPRISE GP STOCK 744573106 897 16500 SH SOLE 16500 RETEK INC STOCK 76128Q109 1302 116000 SH SOLE 116000 SEMICNDCTR HLDRS STOCK 816636203 748 23000 SH SOLE 23000 SUNGARD DATA SYSTEMS STOCK 867363103 966 28000 SH SOLE 28000 TXU CORP. STOCK 873168108 154 1931 SH SOLE 1931 VERIZON COMMUNICATIONS INC STOCK 92343V104 639 18000 SH SOLE 18000 VISHAY INTERTECHNOLOGY INC STOCK 928298108 1722 138500 SH SOLE 138500 VISX INC STOCK 92844S105 797 34000 SH SOLE 34000 ASCENTIAL SOFTWARE CORP STOCK 04362P207 667 36000 SH SOLE 36000 AUGUST TECHNOLOGY CORP STOCK 05106U105 293 25000 SH SOLE 25000 COUNTRYWIDE FIN CORP STOCK 222372104 4990 153741 SH SOLE 153741 CHEROKEE INC STOCK 16444H102 422 12600 SH SOLE 12600 CLOSURE MEDICAL CO STOCK 189093107 1282 48000 SH SOLE 48000 CHICAGO MERCANTILE EXCHANGE STOCK 167760107 163 840 SH SOLE 840 CONOCO PHILLIPS STOCK 20825C104 215 1990 SH SOLE 1990 CREO INC STOCK 225606102 1606 100000 SH SOLE 100000 CTI MOLECULAR STOCK 22943D105 1480 73000 SH SOLE 73000 EON LABS INC STOCK 29412E100 302 10000 SH SOLE 10000 GENERAL BINDING CORP STOCK 369154109 470 22400 SH SOLE 22400 GUIDANT CORP STOCK 401698105 1596 21600 SH SOLE 21600 INS AUTO AUCTIONS STOCK 457875102 975 35000 SH SOLE 35000 INTERACTIVE CORP STOCK 44919P102 490 22000 SH SOLE 22000 IMPAC MEDICAL SYSTEMS STOCK 45255A104 732 30700 SH SOLE 30700 KRAMONT REALITY TR STOCK 50075Q107 1638 70000 SH SOLE 70000 KANEB SERVICES STOCK 484173109 640 15000 SH SOLE 15000 MAPICS INC STOCK 564910107 1528 120000 SH SOLE 120000 META GROUP INC STOCK 591002100 1082 108400 SH SOLE 108400 NABORS INDS LTD STOCK G6359F103 1390 23500 SH SOLE 23500 Neiman-Marcus Group Inc STOCK 640204202 366 4000 SH SOLE 4000 OFFICEMAX INC STOCK 67622P101 242 7209 SH SOLE 7209 PULITZER INC STOCK 745769109 637 10000 SH SOLE 10000 RIGGS NATIONAL CORP STOCK 766570105 390 20412 SH SOLE 20412 SEABULK INTERNATIONAL STOCK 81169P101 228 10968 SH SOLE 10968 STATE FINANCIAL SERVICES CORP STOCK 856855101 665 18000 SH SOLE 18000 STANDARD COMMERICAL CORP STOCK 853258101 1082 58194 SH SOLE 58194 TECNOMATIX TECH STOCK 010409527 1358 80000 SH SOLE 80000 CORNERSTONE REALITY INCOME STOCK 21922V102 913 92046 SH SOLE 92046 UNITED DEFENSE INDUSTRIES STOCK 91018B104 1322 18000 SH SOLE 18000 TOYS R US INC STOCK 892335100 644 25000 SH SOLE 25000 USF CORP STOCK 91729Q101 912 18900 SH SOLE 18900 XCYTE THERAPIES STOCK 98389F309 251 204100 SH SOLE 204100 AES 4.5% 8/15/05 M DEBT 00130HAN5 2013 2000000 PRN SOLE 2000000 ATMI INC 5.25% 11/15/06 DEBT 00207RAC5 13027 11500000PRN SOLE 11500000 ALKERMES INC 2.5% 9/1/23 DEBT 01642TAE8 4817 5000000 PRN SOLE 5000000 ALPHARMA 3% 06/01/06 DEBT 020813AD3 1224 1000000 PRN SOLE 1000000 AMAZON.COM 4.75% 2/1/09 DEBT 023135AF3 9903 9953000 PRN SOLE 9953000 AMERICAN AXLE & MFG 2% 2/15/24 DEBT 024061AB9 5009 6320000 PRN SOLE 6320000 AMERICAN FINACIAL GROUP DEBT 025932AD6 460 1125000 PRN SOLE 1125000 AMERICAN GREETINGS 7% 7/15/06 DEBT 026375AJ4 13178 7000000 PRN SOLE 7000000 AMKOR TECH 5.75% 6/01/06 DEBT 031652AN0 1905 2000000 PRN SOLE 2000000 ATHEROGENICS 4.50% 9/1/08 DEBT 047439AB0 6998 6000000 PRN SOLE 6000000 BJ SERVICES .3594% 04/22 DEBT 055482AF0 8250 10000000PRN SOLE 10000000 BEA SYSTEMS 4% 12/15/06 DEBT 073325AD4 11738 11842000PRN SOLE 11842000 BUNGE LTD FINAC 3.75% 11/15/22 DEBT 120568AE0 16850 10000000PRN SOLE 10000000 CAP AUTO REIT 6% 5/15/24 DEBT 139733AB5 7779 7000000 PRN SOLE 7000000 CENTERPOINT 2.875% 1/15/24 DEBT 15189TAL1 743 700000 PRN SOLE 700000 CHARTER COMM 4.75% 6/01/06 DEBT 16117MAC1 5715 6000000 PRN SOLE 6000000 CA 1 5/8 12/15/09 DEBT 204912AQ2 7156 5000000 PRN SOLE 5000000 CONEXANT SYSTEM 4.25% 5/1/06 DEBT 207142AB6 1955 2000000 PRN SOLE 2000000 CONTINENTAL AIR 5% 6/15/23 DEBT 210795PJ3 1816 2062000 PRN SOLE 2062000 CORIXA CORP 4.25% 7/1/08 DEBT 21887FAC4 4231 5000000 PRN SOLE 5000000 CORNING 3.5% 11/1/8 CVB DEBT 219350AK1 13232 11481000PRN SOLE 11481000 CYPRESS SEMI 1.25% 6/15/08 DEBT 232806AH2 3575 3341000 PRN SOLE 3341000 DOMINION RES 2.125% 12-15-23 C DEBT 25746UAT6 745 700000 PRN SOLE 700000 DUPONT PHOTO 1.25% 05/15/08 DEBT 26613XAE1 13821 13100000PRN SOLE 13100000 FAIRCHILD SEMI 5% 11/1/08 DEBT 303727AJ0 7288 7270000 PRN SOLE 7270000 FINISAR 5.25% 10/15/8 CVB DEBT 31787AAC5 3226 3630000 PRN SOLE 3630000 FINISAR CORP 2.5% 10/15/10 DEBT 31787AAF8 638 790000 PRN SOLE 790000 GATX CORP 7.5% 2/01/07 DEBT 361448AC7 953 810000 PRN SOLE 810000 GATX 5% 8/15/23 DEBT 361448AE3 1771 1217000 PRN SOLE 1217000 HARRIS CORP 3.5% 8/15/22 DEBT 413875AH8 9831 6500000 PRN SOLE 6500000 HASBRO 2.75% 12/01/21 DEBT 418056AN7 760 700000 PRN SOLE 700000 HUMAN GENOME 5% 02/01/07 M DEBT 444903AF5 964 1000000 PRN SOLE 1000000 INCO LTD 0% 3/29/21 DEBT 453258AM7 20211 19000000PRN SOLE 19000000 NEKTAR THER 3.5% 10/17/07 DEBT 457191AH7 940 1000000 PRN SOLE 1000000 INPUT/OUTPUT 5.5% 12/15/08 DEBT 457652AB1 8840 5300000 PRN SOLE 5300000 INTERPOOL 9.25% 12/27/22 CVB DEBT 46062RAL2 2788 104240 PRN SOLE 104240 IPG 4.5% 3/15/23 DEBT 460690AT7 11733 9500000 PRN SOLE 9500000 IVAX CORP 1.5% 3/1/24 DEBT 465823AJ1 4089 4000000 PRN SOLE 4000000 JAKKS PACIFIC 4.625% 6/15/23 DEBT 47012EAB2 8644 6700000 PRN SOLE 6700000 KULICKE & SOFFA .50% 11/30/08 DEBT 501242AL5 9799 13000000PRN SOLE 13000000 LSI LOGIC 4% 5/15/10 DEBT 502161AJ1 6196 6865000 PRN SOLE 6865000 LABORATORY 0% 09/11/21 DEBT 50540RAC6 522 700000 PRN SOLE 700000 LUCENT 8% 8/1/31 DEBT 549463AK3 9868 9500000 PRN SOLE 9500000 MEDIACOM COMM 5.25% 07/01/06 DEBT 58446KAA3 16686 16897000PRN SOLE 16897000 MEDTRONIC 1.25% 9/15/21 B DEBT 585055AD8 10727 10700000PRN SOLE 10700000 MERCURY INTERACTIVE 0% 5/1/08 DEBT 589405AD1 12660 12000000PRN SOLE 12000000 MILLENIUM 4% 11/15/23 DEBT 599903AB7 742 340000 PRN SOLE 340000 NCO GROUP 4.75% 4/6 CVB DEBT 628858AB8 3465 3500000 PRN SOLE 3500000 NEWS AMERICA 0% 02/28/21 DEBT 652482AZ3 5813 10000000PRN SOLE 10000000 NEXTEL 5.25% 01/15/10 DEBT 65332VAY9 9844 9874000 PRN SOLE 9874000 NORTHWEST AIR 7.625% 11/15/23 DEBT 667280AE1 3721 6000000 PRN SOLE 6000000 ODYSSEY RE 4.375% 6/15/22 DEBT 67612WAB4 10913 9010000 PRN SOLE 9010000 OMNICOM GROUP 0% 6/15/33 DEBT 681919AR7 757 750000 PRN SOLE 750000 PG&E 9.5% 6/30/10 DEBT 69331CAD0 13350 5000000 PRN SOLE 5000000 PMA CAP 6.50% 09/30/22 REG D DEBT 693419AD5 6361 6001000 PRN SOLE 6001000 PMI GROUP 2.5% 7/15/21 DEBT 69344MAE1 722 700000 PRN SOLE 700000 PRG SCHULTZ 4.75% 11/26/06 DEBT 69357CAA5 5081 5293000 PRN SOLE 5293000 PACIFICARE HEALTH 3% 10/15/32 DEBT 695112AG7 12403 4500000 PRN SOLE 4500000 PIXELWORKS INC 1.75% 5/15/24 DEBT 72581MAB3 1963 2500000 PRN SOLE 2500000 PROVINCE HLTH 4.25% 10/10/08 DEBT 743977AE0 760 712000 PRN SOLE 712000 PROVIDIAN FIN 0% 2/15/21 M DEBT 74406AAB8 1063 2000000 PRN SOLE 2000000 RADIAN 2.25% 1/1/22 DEBT 750236AF8 13026 13026000PRN SOLE 13026000 REGENERON 5.5% 10/17/08 DEBT 75886FAB3 2768 3000000 PRN SOLE 3000000 ROBBINS & MYERS 8% 1/31/08 DEBT 770196AB9 1838 1750000 PRN SOLE 1750000 SCHLUMBERGER 2.125% B 6/1/23 DEBT 806857AD0 755 700000 PRN SOLE 700000 SCOTTISH ANNUITY 4.5% 12/1/22 DEBT 81013RAC9 1747 1500000 PRN SOLE 1500000 SEPRACOR 0% 12/15/08 DEBT 817315AT1 3626 1948000 PRN SOLE 1948000 SIERRA PACIFIC 7.25% 2/14/10 DEBT 826428AF1 2836 1120000 PRN SOLE 1120000 SILICON GRAPHICS 6.5% 6/1/09 DEBT 827056AE2 1021 1000000 PRN SOLE 1000000 SIRIUS 3.5% 6/1/08 DEBT 82966UAA1 77941 19010000PRN SOLE 19010000 SIRIUS 3.25% 10/15/11 DEBT 82966UAD5 6846 5167000 PRN SOLE 5167000 SIZELER PROP 9% 7/15/09 DEBT 830137AB1 2478 2250000 PRN SOLE 2250000 SUNOCO 6.75% 6/15.12 DEBT 866762AG2 2537 1000000 PRN SOLE 1000000 SUPERVALUE 0% 11/2/31 DEBT 868536AP8 2588 7500000 PRN SOLE 7500000 TECH DATA 2% 12/15/21 DEBT 878237AD8 16758 17100000PRN SOLE 17100000 TRANSWITCH CORP 4.5% 9/12/05 DEBT 894065AB7 2114 2225000 PRN SOLE 2225000 UTSTARCOM 7/8% 3/1/08 DEBT 918076AB6 7315 9000000 PRN SOLE 9000000 VECTOR GR 6.25% 7/15/08 DEBT 92240MAC2 5283 5870000 PRN SOLE 5870000 VIROPHARMA INC. 6% 3/1/07 DEBT 928241AC2 3534 3900000 PRN SOLE 3900000 WALTER IND 3.75% 5/1/24 DEBT 93317QAC9 10630 4250000 PRN SOLE 4250000 WESTRN WIRE 4 5/8% 6/15/23 DEBT 95988EAF2 7470 3000000 PRN SOLE 3000000 WILSON GREATBA 2.25% 6/15/13 DEBT 972232AB8 1658 2000000 PRN SOLE 2000000 ALBERTSONS 7.25% 5/16/07 PREF STOCK 013104203 7352 325000 SH SOLE 325000 ALLIED WASTE 6.25% 3/1/08 PREF STOCK 019589704 23750 100000 SH SOLE 100000 ALLTEL CORP 7.75% 5/1705 PREF STOCK 020039822 2525 50000 SH SOLE 50000 CAPITAL ONE 6.25% 5/17/05 CVP PREF STOCK 14040H204 8653 170665 SH SOLE 170665 CONSECO 5.5% 5/15/07 PREF STOCK 208464867 23850 900000 SH SOLE 900000 EL PASO 4.75% CVP PREF STOCK 283678209 6997 193300 SH SOLE 193300 FORD TRST II 6.5% 1/15/32 CVP PREF STOCK 345395206 8896 196200 SH SOLE 196200 GENERAL MOTORS 6.25% 7/15/33 C PREF STOCK 370442717 15538 747000 SH SOLE 747000 GM 5.25% 3/6/32 SERIES B PREF STOCK 370442733 6538 350000 SH SOLE 350000 GM 4.5% 3/6/32 SERIES A PREF STOCK 370442741 11750 500000 SH SOLE 500000 REINSURANCE GRP 5.75% 12/15/50 PREF STOCK 759351307 18730 325975 SH SOLE 325975 SIMON PROPERTY 6% 12/31/49 CVP PREF STOCK 828806802 14143 250000 SH SOLE 250000 SINCLAIR BROAD 6% 12/31/49 CVP PREF STOCK 829226505 2958 71100 SH SOLE 71100 VORNADO REALTY 6.5% SER.A PRFD PREF STOCK 929042208 3812 39200 SH SOLE 39200 XCYTE THERAPIES 6% PREF STOCK 98389F408 1125 125000 SH SOLE 125000 ARCH COAL 5% CVP PREF STOCK 039380209 2103 20000 SH SOLE 20000 TOTAL 787719
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