-----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, A+S1rLUaazKmRMcV40i39Xm0jduXhMjJl5Qycdc7N9rfZyv0Ui9h7FL4qdpMfxXy B0xlwKE0mnZpCfbf1m6azA== 0001288136-09-000153.txt : 20091113 0001288136-09-000153.hdr.sgml : 20091113 20091113082424 ACCESSION NUMBER: 0001288136-09-000153 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Pine River Capital Management L.P. CENTRAL INDEX KEY: 0001288136 IRS NUMBER: 710868907 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10902 FILM NUMBER: 091179222 BUSINESS ADDRESS: STREET 1: 601 CARLSON PARKWAY STREET 2: SUITE 330 CITY: MINNETONKA STATE: MN ZIP: 55305 BUSINESS PHONE: 6122383300 MAIL ADDRESS: STREET 1: 601 CARLSON PARKWAY STREET 2: SUITE 330 CITY: MINNETONKA STATE: MN ZIP: 55305 FORMER COMPANY: FORMER CONFORMED NAME: Pine River Capital Management, L.P. DATE OF NAME CHANGE: 20040512 FORMER COMPANY: FORMER CONFORMED NAME: NISSWA MASTER FUND LTD DATE OF NAME CHANGE: 20040422 13F-HR 1 sec093009.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/2009 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: Pine River Capital Management L.P. Address: 601 Carlson Parkway, Suite 330 Minnetonka, MN 55305 Form 13F File Number: 028-10902 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: Pine River Capital Management LLC By: Brian Taylor Title: Sole Member Signature, Place and Date of Signing: /s/ Brian Taylor 601 Carlson Parkway Suite 330 Date: November 13, 2009 - ------------------- Minnetonka, MN 55305 Report Type (Check only one): [x] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 134 Form 13F Information Table Value Total: 415,375 (thousands) List of Other Included Managers: None Form 13F INFORMATION TABLE
- ------------------------------------------------------------------------------------------------------------------------------------ Name of Value Shrs or Put/ Investment Other Voting authority Issuer Class Title CUSIP (x$1000) prn amt. SH/PRN Call discretion managers Sole Shared None - ------------------------------------------------------------------------------------------------------------------------------------ 2020 CHINACAP ACQUIRCO INC *W EXP 11/08/201 WARRANT 90212G117 1295 1011681 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ADVANCED MICRO DEVICES INC COM COM 007903107 283 50000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ AIRTRAN HLDGS INC COM COM 00949P108 1373 248300 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 847 16850 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ AMBAC FINL GROUP INC COM COM 023139108 119 70620 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ AMGEN INC COM COM 031162100 3788 62900 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ AMYLIN PHARMACEUTICALS INC. COM COM 032346108 410 18400 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ANNALY CAP MGMT INC COM COM 035710409 8403 463257 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ANWORTH MORTGAGE ASSET CP COM COM 037347101 3844 487850 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ASM INTL NV NOTE 4.250% 12/0 NOTE 4.250% 00207DAG7 1562 1500000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ATLAS ACQUISITION HLDGS CORP *W EXP 01/23/201 WARRANT 049162118 462 2717341 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ BLACKROCK INC DBCV 2.625% 2/1 DBCV 2.625% 09247XAB7 21788 10000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ BOISE INC *W EXP 06/18/201 WARRANT 09746Y113 4238 6944598 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ BORGWARNER INC COM COM 099724106 3214 106200 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ BPW ACQUISITION CORP *W EXP 02/26/201 WARRANT 055637110 4440 8222047 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ BROADPOINT GLEACHER SECS GRO COM COM 11134A103 417 50000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CADBURY PLC SPONS ADR ADR 12721E102 512 10000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CAPITOL ACQUISITION CORP DEL *W EXP 11/08/201 WARRANT 14055E112 1802 2906918 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CEPHALON INC NOTE 2.000% 6/0 NOTE 2.000% 156708AP4 3982 3000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CEPHALON INC NOTE 6/1 NOTE 6/1 156708AL3 7016 6371000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CHARDAN 2008 CHINA ACQST COR *W EXP 08/11/201 WARRANT G8977T119 259 285000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CHINA CABLECOM HOLDINGS LTD *W EXP 04/10/201 WARRANT G21176113 2 24000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CHINA HLDGS ACQUISITION CORP *W EXP 11/16/201 WARRANT 16942N114 723 2065667 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CIENA CORP NOTE 0.875% 6/1 NOTE 0.875% 171779AE1 5150 7500000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CITIGROUP INC COM COM 172967101 1493 308560 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CLARK HLDGS INC *W EXP 02/15/201 WARRANT 18145M117 13 1311300 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ CMS ENERGY CORP COM COM 125896100 359 26800 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ COMMUNITY BANKERS TR CORP *W EXP 06/04/201 WARRANT 203612114 25 41900 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ DECODE GENETICS INC NOTE 3.500% 4/1 NOTE 3.500% 243586AB0 150 1000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ DELPHI FINL GROUP INC CL A COM 247131105 905 40000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 NOTE 3.500% 251591AQ6 1380 1500000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ DOMINION RES INC VA NEW COM COM 25746U109 1725 50000 SH CALL SOLE none SOLE ----------------------------------------------------------------------------------------------------------- DWS RREEF REAL ESTATE FD II COM COM 23338X102 29 32700 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ DWS RREEF REAL ESTATE FD INC COM COM 233384106 2139 674701 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ENTERPRISE ACQUISITION CORP *W EXP 11/07/201 WARRANT 29365R116 1793 6896822 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ENTERTAINMENT PPTYS TR CONV PFD 9% SR E CONV PFD 9% 29380T600 1174 54817 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ENTERTAINMENT PPTYS TR PFD C CNV 5.75% PFD C CNV 5.75% 29380T402 266 17500 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ EOG RES INC COM COM 26875P101 501 6000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ EVERGREEN SOLAR INC NOTE 4.0005 7/1 NOTE 4.000% 30033RAC2 1642 4134000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ EXPRESSJET HOLDINGS INC NOTE 11.250% 8/0 NOTE 11.250% 30218UAB4 934 1038000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ FIBERTOWER CORP NOTE 9.000% 11/1 NOTE 9.000% 31567RAC4 609 1000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ FIRST ADVANTAGE CORP CL A COM 31845F100 547 29473 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ FORTRESS INTL GROUP INC COM COM 34958D102 34 66412 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ FREESEAS INC *W EXP 07/29/201 WARRANT Y26496128 30 104816 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ GLG PARTNERS INC *W EXP 12/28/201 WARRANT 37929X115 3117 8906039 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ GLOBAL BRANDS ACQUISITION CO *W EXP 12/06/201 WARRANT 378982110 820 4098051 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ GLOBAL CONSUMER ACQST CORP *W EXP 11/27/201 WARRANT 378983118 3242 4441216 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ GLOBAL SHIP LEASE INC NEW *W EXP 08/24/201 WARRANT Y27183113 183 3658228 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ GOLDEN POND HEALTHCARE INC *W EXP 11/06/201 WARRANT 38116J117 574 4098537 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ HECKMANN CORP *W EXP 11/09/201 WARRANT 422680116 4441 7930235 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ HECLA MNG CO 6.5% CONV PFD CONV PFD 6.5% 422704304 4613 87542 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ HIGHLAND CR STRATEGIES FD COM COM 43005Q107 191 30000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ HIGHLANDS ACQUISITION CORP *W EXP 10/03/201 WARRANT 430880112 21 3926020 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ HOSPITALITY PPTYS TR NOTE 3.800% 3/1 NOTE 3.800% 44106MAK8 237 250000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ IDEATION ACQUISITION CORP *W EXP 11/19/201 WARRANT 451665111 2136 1263650 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ INDIA GLOBALIZATION CAP INC COM COM 45408X100 284 158661 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ INFORMATION SERVICES GROUP I *W EXP 01/31/201 WARRANT 45675Y112 378 2911350 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ INTER ATLANTIC FINANCIAL INC *W EXP 10/02/201 WARRANT 45890H118 537 2335950 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ISHARES TR INDEX RUSSELL 2000 ETF 464287655 63252 1050000 SH PUT SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ISTAR FINL INC FRNT 10/0 FRNT 10/0 45031UBF7 128 250000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ KAPSTONE PAPER & PACKAGING C COM COM 48562P103 1697 208500 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ KB HOME PUT COM 48666K109 1661 100000 SH PUT SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LAS VEGAS SANDS COPR COM COM 517834107 702 41700 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LENNAR CORP CL B COM 526057302 1647 145709 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LIBERTY ACQUISITION HLDGS CO *W EXP 12/12/201 WARRANT 53015Y115 2445 4007389 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LIBERTY MEDIA CORP DEB 3.250% 3/1 CORP DEB 3.250% 530715AR2 17250 30000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LIBERTY MEDIA CORP DEB 3.500% 1/1 CORP DEB 3.500% 530715AN1 7866 15500000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ LIFETIME BRANDS INC NOTE 4.750% 7/1 NOTE 4.750% 53222QAB9 2164 3000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MCCLATCHY CO CL A COM 579489105 42 16365 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MFA FINANCIAL INC COM COM 55272X102 12418 1560071 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MILLENNIUM INDIA ACQS COM IN *W EXP 07/19/201 WARRANT 60039Q119 8 147479 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MILLENNIUM INDIA ACQS COM IN COM COM 60039Q101 733 361316 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MOLSON COORS BREWING CO CL B COM 60871R209 3989 81950 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MOSAIC CO COM COM 61945A107 240 5000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MORGAN STANLEY EMERG MKT DOM COM COM 617477104 636 44925 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ MYLAN INC PFD CONV PFD CONV 628530206 7728 7500 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ NAVIOS MARITIME ACQUIS CORP *W EXP 06/25/201 WARRANT Y62159119 1310 1955959 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ NEWS CORP CO CLA COM 65248E104 792 66200 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ NORTH ASIA INVESTMENT CORP *W EXP 07/23/201 WARRANT G66202113 182 1011600 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ NRDC ACQUISITION CORP *W EXP 10/17/201 WARRANT 62941R110 11378 11264996 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ OCWEN FINL CORP COM NEW COM 675746309 5207 460009 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ ON SEMICONDUCTOR CORP COM COM 682189105 1179 142900 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ OSI PHARMACEUTICALS INC NOTE 2.000% 12/1 NOTE 2.000% 671040AF0 6353 5000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ OVERTURE ACQUISITION CORP *W EXP 01/30/201 WARRANT G6830P118 809 3371400 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ OWENS CORNING NEW *W EXP 10/30/201 WARRANT 690742127 35 20100 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PEERLESS SYS CORP COM COM 705536100 612 269489 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PENNANTPARK INVT CORP COM COM 708062104 412 50836 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PENNYMAC MTG INVT TR COM COM 70931T103 796 40000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PET DRX CORPORATION *W EXP 03/17/201 WARRANT 715813119 3 151357 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PET DRX CORPORATION COM COM 715813101 37 63758 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG ADR 71654V101 393 10000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ POWERWAVE TECHNOLOGIES INC SDCV 3.875%10/0 NOTE 3.875% 739363AF6 9486 16285000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PRIMORIS SVCS CORP *W EXP 10/02/201 WARRANT 74164F111 560 252172 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PROLOGIS NOTE 2.250% 4/0 NOTE 2.250% 743410AQ5 677 750000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ PROSPECT ACQUISITION CORP *W EXP 11/14/201 WARRANT 74347T111 4693 7821183 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ RAYTHEON CO *W EXP 06/16/201 WARRANT 755111119 1812 158253 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ RF MICRODEVICES INC NOTE 1.000% 4/1 NOTE 1.000% 749941AJ9 3542 4000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ RUSH ENTERPRISES INC CL B COM 781846308 144 13100 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SANTA MONICA MEDIA CORP *W EXP 03/27/201 WARRANT 802501114 18 3503979 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SAPPHIRE INDUSTRIALS CORP *W EXP 01/17/201 WARRANT 80306T117 7477 16615006 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SCHERING PLOUGH CORP COM COM 806605101 848 30000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM COM 806857108 13070 219300 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SEACOR HOLDINGS INC DBCV 2.875% 12/1 DBCV 2.875% 811904AJ0 9116 8000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SEANERGY MARITIME HOLDING CORP *W EXP 09/24/201 WARRANT Y73760111 625 3474538 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SECURE AMER ACQUISITION CORP *W EXP 10/23/201 WARRANT 81372L111 264 1761450 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SHANDA INTERACTIVE ENTMT LTD PUT ADR 81941Q203 2560 50000 SH PUT SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SIRIUS XM RADIO INC COM COM 82967N108 173 272000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SP ACQUISITION HOLDINGS INC *W EXP 10/10/201 WARRANT 78470A112 512 5688367 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SPDR GOLD TRUST GOLD SHS SHS 78463V107 395 4000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SPDR SERIES TRUST S&P HOMEBUILD ETF 78464A888 10066 669700 SH PUT SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SPDR TR UNIT SER 1 UNIT 78462F103 1584 15000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ SPORTS PPTYS ACQUISITION COR *W EXP 01/17/201 WARRANT 84920F115 719 3994325 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ STAR BULK CARRIERS CORP COM COM Y8162K105 75 21563 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ STREAM GLOBAL SVCS INC *W EXP 10/17/201 WARRANT 86323M118 410 1641900 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TONGXIN INTERNATIONAL LTD *W EXP 04/10/201 WARRANT G8918T111 95 21000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TREMISIS ENERGY ACQ CORP II *W EXP 12/05/201 WARRANT 89472N119 373 1866212 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TREX INC NOTE 6.000% 7/0 NOTE 6.000% 89531PAA3 8367 7856000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TRIAN ACQUISITION I CORP *W EXP 01/23/201 WARRANT 89582E116 5002 11116534 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TRICO MARINE SERVICES INC NOTE 3.000% 1/1 NOTE 3.000% 896106AQ4 759 1300000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ TRIPLECROWN ACQUISITION CORP *W EXP 10/22/201 WARRANT 89677G117 1061 11789881 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ UNITED REFINING ENERGY CORP *W EXP 12/11/201 WARRANT 911360113 2741 9135050 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ US AIRWAYS GROUP INC NOTE 7.250%5/1 NOTE 7.250% 911905AC1 12618 10000000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ US BANCORP DEL COM NEW COM 902973304 1533 70138 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VALE CAP II GTD CV 6.75% 12 GTD CV 6.75% 91912F201 10359 150000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VALE CAP II VALEP 6.75% 12 VALEP CV 6.75% 91912F300 17675 250000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VALIDUS HOLDINGS LTD COM SHS COM G9319H102 995 39500 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VANTAGE DRILLING COMPANY *W EXP 05/24/201 WARRANT G93205121 44 273129 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VANTAGE DRILLING COMPANY ORD SHS COM G93205113 667 364582 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VIROPHARMA INC NOTE 2.000% 3/1 NOTE 2.000% 928241AH1 5672 7500000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ VORNADO RLTY TR DBCV 2.850% 4/0 DBCV 2.850% 929042AC3 714 750000 PRN SOLE none SOLE ------------------------------------------------------------------------------------------------------------ W & T OFFSHORE INC COM COM 92922P106 176 15000 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ WELLS FARCO & CO NEW PUT COM 949746951 9018 320000 SH PUT SOLE none SOLE ------------------------------------------------------------------------------------------------------------ WYETH COM COM 983024100 1351 27800 SH SOLE none SOLE ------------------------------------------------------------------------------------------------------------ XEROX CORP CALL COM 984121103 774 100000 SH CALL SOLE none SOLE ------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ 415375 - ------------------------------------------------------------------------------------------------------------------------------------
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