0001288136-11-000096.txt : 20110815 0001288136-11-000096.hdr.sgml : 20110815 20110815105658 ACCESSION NUMBER: 0001288136-11-000096 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 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: 111033986 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 sec063011.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/2011 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: August 15, 2011 ------------------- 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: 266 Form 13F Information Table Value Total: 1,346,763 (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 ------------------------------------------------------------------------------------------------------------------------------------ A H BELO CORP COM CL A COM 001282102 582 78280 SH SOLE none 78280 ------------------------------------------------------------------------------------------------------------ ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 DEBT 007903AN7 15650 15250000 PRN SOLE none 15250000 ------------------------------------------------------------------------------------------------------------ AEGERION PHARMACEUTICALS INC COM COM 00767E102 403 25598 SH SOLE none 25598 ------------------------------------------------------------------------------------------------------------ ALLIANCE ONE INTL INC COM COM 018772103 1666 515930 SH SOLE none 515930 ------------------------------------------------------------------------------------------------------------ ALPINE GLOBAL PREMIER PPTYS COM SBI FUND 02083A103 1323 183994 SH SOLE none 183994 ------------------------------------------------------------------------------------------------------------ AMAZON COM INC COM COM 023135106 10225 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ AMERICAN CAP LTD COM COM 02503Y103 84723 8532032 SH SOLE none 8532032 ------------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL AGENCY CORP COM REIT 02503X105 62272 2139204 SH SOLE none 2139204 ------------------------------------------------------------------------------------------------------------ AMERICAN INTL GROUP INC COM COM 026874784 9799 334198 SH SOLE none 334198 ------------------------------------------------------------------------------------------------------------ AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 DEBT 02744MAA6 4929 3193000 PRN SOLE none 3193000 ------------------------------------------------------------------------------------------------------------ AMERIPRISE FINL INC COM COM 03076C106 577 10000 SH SOLE none 10000 ------------------------------------------------------------------------------------------------------------ AMR CORP COM 001765106 1418 262600 SH SOLE none 262600 ------------------------------------------------------------------------------------------------------------ ANCHOR BANCORP WA COM 032838104 473 51400 SH SOLE none 51400 ------------------------------------------------------------------------------------------------------------ ANNALY CAP MGMT INC COM REIT 035710409 13203 731900 SH CALL SOLE none 731900 ------------------------------------------------------------------------------------------------------------ ANWORTH MORTGAGE ASSET CP COM REIT 037347101 1502 200000 SH SOLE none 200000 ------------------------------------------------------------------------------------------------------------ AON CORP COM COM 037389103 2842 55400 SH SOLE none 55400 ------------------------------------------------------------------------------------------------------------ APPLE INC COM COM 037833100 3474 10350 SH SOLE none 10350 ------------------------------------------------------------------------------------------------------------ APPLE INC COM COM 037833100 26854 80000 SH CALL SOLE none 80000 ------------------------------------------------------------------------------------------------------------ APPLE INC COM COM 037833100 10070 30000 SH PUT SOLE none 30000 ------------------------------------------------------------------------------------------------------------ ARES CAP CORP COM COM 04010L103 378 23500 SH SOLE none 23500 ------------------------------------------------------------------------------------------------------------ ARGO GROUP INTL HLDGS LTD COM COM G0464B107 458 15400 SH SOLE none 15400 ------------------------------------------------------------------------------------------------------------ ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 WRT 042315119 201 5036672 SH SOLE none 5036672 ------------------------------------------------------------------------------------------------------------ ARMOUR RESIDENTIAL REIT INC COM REIT 042315101 2883 392257 SH SOLE none 392257 ------------------------------------------------------------------------------------------------------------ ASHFORD HOSPITALITY TR INC COM SHS REIT 044103109 2179 175000 SH SOLE none 175000 ------------------------------------------------------------------------------------------------------------ ASSURED GUARANTY LTD COM COM G0585R106 1631 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISITION CORP *W EXP WRT G06368115 109 227200 SH SOLE none 227200 ------------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISITION CORP SHS COM G06368107 2002 206400 SH SOLE none 206400 ------------------------------------------------------------------------------------------------------------ BAKER HUGHES INC COM COM 057224107 625 8617 SH SOLE none 8617 ------------------------------------------------------------------------------------------------------------ BANRO CORP *W EXP 09/17/201 WRT 066800111 160 99900 SH SOLE none 99900 ------------------------------------------------------------------------------------------------------------ BARNES & NOBLE INC COM COM 067774109 1286 77570 SH SOLE none 77570 ------------------------------------------------------------------------------------------------------------ BEAZER HOMES USA INC UNIT UNIT 07556Q501 1825 111400 SH SOLE none 111400 ------------------------------------------------------------------------------------------------------------ BIONOVO INC COM 090643206 121 158558 SH SOLE none 158558 ------------------------------------------------------------------------------------------------------------ BLACKROCK INCOME TR INC COM FUND 09247F100 3324 472209 SH SOLE none 472209 ------------------------------------------------------------------------------------------------------------ BLOCK H & R INC COM COM 093671105 802 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ BON-TON STORES INC COM COM 09776J101 910 93580 SH SOLE none 93580 ------------------------------------------------------------------------------------------------------------ BOX SHIPS INCORPORATED SHS COM Y09675102 145 14630 SH SOLE none 14630 ------------------------------------------------------------------------------------------------------------ BP PLC SPONSORED ADR ADR 055622104 5093 115000 SH SOLE none 115000 ------------------------------------------------------------------------------------------------------------ BPZ RESOURCES INC COM COM 055639108 1220 371807 SH SOLE none 371807 ------------------------------------------------------------------------------------------------------------ BROOKFIELD RESIDENTIAL PPTYS COM COM 11283W104 1339 134983 SH SOLE none 134983 ------------------------------------------------------------------------------------------------------------ CALIPER LIFE SCIENCES INC *W EXP 08/10/201 WRT 130872112 99 75000 SH SOLE none 75000 ------------------------------------------------------------------------------------------------------------ CAPITAL ONE FINL CORP COM COM 14040H105 620 12000 SH SOLE none 12000 ------------------------------------------------------------------------------------------------------------ CAPSTEAD MTG CORP COM NO PAR REIT 14067E506 2982 222500 SH SOLE none 222500 ------------------------------------------------------------------------------------------------------------ CASTLE INVT CORP COM REIT 65105M108 2247 388789 SH SOLE none 388789 ------------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITION CORPORATE *W WRT G19867129 63 157100 SH SOLE none 157100 ------------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITION CORPORAT SHS COM G19867103 1359 140200 SH SOLE none 140200 ------------------------------------------------------------------------------------------------------------ CEMEX SAB DE CV SPON ADR NEW ADR 151290889 8941 1039687 SH SOLE none 1039687 ------------------------------------------------------------------------------------------------------------ CENTRAL VT PUB SVC CORP COM COM 155771108 3694 102189 SH SOLE none 102189 ------------------------------------------------------------------------------------------------------------ CF INDS HLDGS INC COM COM 125269100 274 1934 SH SOLE none 1934 ------------------------------------------------------------------------------------------------------------ CHIMERA INVT CORP COM REIT 16934Q109 2076 600000 SH SOLE none 600000 ------------------------------------------------------------------------------------------------------------ CHINA GERUI ADV MAT GR LTD SHS COM G21101103 49 12850 SH SOLE none 12850 ------------------------------------------------------------------------------------------------------------ CHINA HYDROELECTRIC CORPORAT *W EXP 01/25/201 WRT G2112E145 97 649292 SH SOLE none 649292 ------------------------------------------------------------------------------------------------------------ CIENA CORP COM COM 171779309 1687 91800 SH SOLE none 91800 ------------------------------------------------------------------------------------------------------------ CISCO SYS INC COM 17275R102 21915 1403900 SH CALL SOLE none 1403900 ------------------------------------------------------------------------------------------------------------ CISCO SYS INC COM 17275R102 2342 150000 SH PUT SOLE none 150000 ------------------------------------------------------------------------------------------------------------ CITIGROUP INC COM COM 172967424 20820 500000 SH CALL SOLE none 50000 ------------------------------------------------------------------------------------------------------------ CITIGROUP INC COM COM 172967424 208 5000 SH SOLE none 5000 ------------------------------------------------------------------------------------------------------------ CMS ENERGY CORP NOTE 2.875% 12/0 DEBT 125896AW0 13069 8500000 PRN SOLE none 8500000 ------------------------------------------------------------------------------------------------------------ CMS ENERGY CORP NOTE 5.500% 6/1 DEBT 125896BD1 18362 12685000 PRN SOLE none 12685000 ------------------------------------------------------------------------------------------------------------ COMMUNITY BANKERS TR CORP COM 203612106 358 264900 SH SOLE none 264900 ------------------------------------------------------------------------------------------------------------ CONAGRA FOODS INC COM COM 205887102 4099 158800 SH CALL SOLE none 158800 ------------------------------------------------------------------------------------------------------------ CREXUS INVT CORP REIT 226553105 5648 508349 SH SOLE none 508349 ------------------------------------------------------------------------------------------------------------ DENALI FD INC COM FUND 24823A102 415 26099 SH SOLE none 26099 ----------------------------------------------------------------------------------------------------------- DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 DEBT 251591AQ6 995 1000000 PRN SOLE none 1000000 ----------------------------------------------------------------------------------------------------------- DIGITAL RIV INC COM COM 25388B104 2245 69800 SH SOLE none 69800 ------------------------------------------------------------------------------------------------------------ DOLAN CO COM COM 25659P402 8707 1027958 SH SOLE none 1027958 ------------------------------------------------------------------------------------------------------------ DOMINION RES INC VA NEW NOTE 2.125% 12/1 DEBT 25746UAT6 34570 25000000 PRN SOLE none 25000000 ------------------------------------------------------------------------------------------------------------ DRYSHIPS INC SHS COM Y2109Q101 7867 1877600 SH SOLE none 1877600 ------------------------------------------------------------------------------------------------------------ DYNEX CAP INC REIT 26817Q506 9374 968347 SH SOLE none 968347 ------------------------------------------------------------------------------------------------------------ E M C CORP MASS NOTE 1.750%12/0 DEBT 268648AK8 8569 5000000 PRN SOLE none 5000000 ------------------------------------------------------------------------------------------------------------ EASTMAN KODAK CO COM COM 277461109 2251 628900 SH PUT SOLE none 628900 ------------------------------------------------------------------------------------------------------------ EASTMAN KODAK CO NOTE 7.000% 4/0 DEBT 277461BJ7 4347 5000000 PRN SOLE none 5000000 ------------------------------------------------------------------------------------------------------------ EBAY INC COM COM 278642103 12192 377800 SH PUT SOLE none 377800 ------------------------------------------------------------------------------------------------------------ EINSTEIN NOAH REST GROUP INC COM COM 28257U104 738 49329 SH SOLE none 49329 ------------------------------------------------------------------------------------------------------------ EOG RES INC COM COM 26875P101 1025 9800 SH SOLE none 9800 ------------------------------------------------------------------------------------------------------------ ESSEX RENT CORP COM 297187106 314 47590 SH SOLE none 47590 ------------------------------------------------------------------------------------------------------------ EVERGREEN SOLAR INC NOTE 13.000% 4/1 DEBT 30033RAE8 5849 15495000 PRN SOLE none 15495000 ------------------------------------------------------------------------------------------------------------ EXTERRAN HLDGS INC COM 30225X103 1801 90800 SH SOLE none 90800 ------------------------------------------------------------------------------------------------------------ FAMILY DLR STORES INC COM COM 307000109 2628 50000 SH CALL SOLE none 50000 ------------------------------------------------------------------------------------------------------------ FIFTH THIRD BANCORP COM COM 316773100 765 60000 SH SOLE none 60000 ------------------------------------------------------------------------------------------------------------ FIRST AMERN FINL CORP COM COM 31847R102 1128 72099 SH SOLE none 72099 ------------------------------------------------------------------------------------------------------------ GAMESTOP CORP NEW CL A COM 36467W109 1840 69000 SH SOLE none 69000 ------------------------------------------------------------------------------------------------------------ GAYLORD ENTMT CO NEW COM COM 367905106 3975 132500 SH SOLE none 132500 ------------------------------------------------------------------------------------------------------------ GENCO SHIPPING & TRADING LTD SHS COM Y2685T107 537 71429 SH SOLE none 71429 ------------------------------------------------------------------------------------------------------------ GENERAL MARITIME CORP NEW SHS COM Y2693R101 205 151667 SH SOLE none 151667 ------------------------------------------------------------------------------------------------------------ GENERAL MTRS CO *W EXP 07/10/201 WRT 37045V118 29573 1853017 SH SOLE none 1853017 ------------------------------------------------------------------------------------------------------------ GENERAL MOTORS CO COM 37045V100 3631 119590 SH SOLE none 119590 ------------------------------------------------------------------------------------------------------------ GENERAL MOTORS CO COM 37045V100 15180 500000 SH CALL SOLE none 500000 ------------------------------------------------------------------------------------------------------------ GEN-PROBE INC COM COM 36866T103 3767 54477 SH SOLE none 54477 ----------------------------------------------------------------------------------------------------------- GLOBAL EAGLE ACQUISITION COR UNIT 99/99/9999 UNIT 37951D201 7192 710000 SH SOLE none 710000 ------------------------------------------------------------------------------------------------------------ GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 COM 37941P306 1038 39128 SH SOLE none 39128 ------------------------------------------------------------------------------------------------------------ GOOGLE INC CL A COM 38259P508 25319 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ GRAHAM PACKAGING CO INC COM COM 384701108 3149 124872 SH SOLE none 124872 ------------------------------------------------------------------------------------------------------------ GRAHAM PACKAGING CO INC COM COM 384701108 2522 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ GRIFOLS S A SPONSORED ADR ADR 398438309 2372 315804 SH SOLE none 315804 ------------------------------------------------------------------------------------------------------------ HALLIBURTON CO COM COM 406216101 612 12000 SH SOLE none 12000 ------------------------------------------------------------------------------------------------------------ HARTFORD FINL SVCS GROUP INC *EXP 06/26/201 WRT 416515120 3459 193332 SH SOLE none 193332 ------------------------------------------------------------------------------------------------------------ HATTERAS FINL CORP REIT 41902R103 881 31212 SH SOLE none 31212 ------------------------------------------------------------------------------------------------------------ HECKMANN CORP *W EXP 11/09/201 WRT 422680116 210 476897 SH SOLE none 476897 ------------------------------------------------------------------------------------------------------------ HORNBECK OFFSHORE SVCS INC N COM COM 440543106 569 20699 SH SOLE none 20699 ------------------------------------------------------------------------------------------------------------ ICONIX BRAND GROUP INC COM COM 451055107 567 23412 SH SOLE none 23412 ------------------------------------------------------------------------------------------------------------ IDENTIVE GROUP INC COM COM 45170X106 209 90167 SH SOLE none 90167 ------------------------------------------------------------------------------------------------------------ ILLUMINA INC COM 452327109 9446 125700 SH SOLE none 125700 ------------------------------------------------------------------------------------------------------------ INFORMATION SERVICES GROUP I COM COM 45675Y104 565 319019 SH SOLE none 319019 ------------------------------------------------------------------------------------------------------------ INFUSYSTEM HLDGS INC COM 45685K102 226 104775 SH SOLE none 104775 ------------------------------------------------------------------------------------------------------------ INTEGRAL SYS INC MD COM COM 45810H107 2375 195182 SH SOLE none 195182 ------------------------------------------------------------------------------------------------------------ INTEL CORP COM COM 458140100 11080 500000 SH PUT SOLE none 500000 ------------------------------------------------------------------------------------------------------------ INVESCO MORTGAGE CAPITAL INC REIT 46131B100 29712 1406132 SH SOLE none 1406132 ------------------------------------------------------------------------------------------------------------ INVESCO VAN KAMP BOND FND COM FUND 46132L107 261 13689 SH SOLE none 13689 ------------------------------------------------------------------------------------------------------------ ISHARES SILVER TRUST ISHARES ETP 46428Q109 1251 36977 SH SOLE none 36977 ------------------------------------------------------------------------------------------------------------ ISHARES TR FTSE CHINA25 IDX ETP 464287184 5068 118000 SH SOLE none 118000 ------------------------------------------------------------------------------------------------------------ ISHARES TR FTSE CHINA25 IDX ETP 464287184 12885 300000 SH PUT SOLE none 300000 ------------------------------------------------------------------------------------------------------------ JACK IN THE BOX INC COM COM 466367109 364 15974 SH SOLE none 15974 ------------------------------------------------------------------------------------------------------------ JAGUAR MNG INC COM 47009M103 722 151000 SH SOLE none 151000 ------------------------------------------------------------------------------------------------------------ JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 3492 209600 SH SOLE none 209600 ------------------------------------------------------------------------------------------------------------ JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 2499 150000 SH PUT SOLE none 150000 ------------------------------------------------------------------------------------------------------------ JOURNAL COMMUNICATIONS INC CL A COM 481130102 516 99710 SH SOLE none 99710 ------------------------------------------------------------------------------------------------------------ JPMORGAN CHASE & CO COM COM 46625H100 454 11100 SH SOLE none 11100 ------------------------------------------------------------------------------------------------------------ KEYCORP COM COM 493267108 1458 175000 SH SOLE none 175000 ------------------------------------------------------------------------------------------------------------ KKR & CO L P DEL COM UNITS COM 48248M102 408 25000 SH SOLE none 25000 ------------------------------------------------------------------------------------------------------------ LECROY CORP NOTE 4.000%10/1 DEBT 52324WAB5 4474 4295000 PRN SOLE none 4295000 ------------------------------------------------------------------------------------------------------------ LENNAR CORP CL A COM 526057104 726 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ LIBERTY MEDIA CORP DEB 3.250% 3/1 DEBT 530715AR2 4335 5012000 PRN SOLE none 5012000 ------------------------------------------------------------------------------------------------------------ LINCARE HLDGS INC DBCV 2.750%11/0 DEBT 532791AE0 8302 7500000 PRN SOLE none 7500000 ------------------------------------------------------------------------------------------------------------ MACROVISION CORP NOTE 2.625% 8/1 DEBT 555904AB7 5074 2500000 PRN SOLE none 2500000 ------------------------------------------------------------------------------------------------------------ MARKET VECTORS ETF TR GOLD MINER ETF ETP 57060U100 2929 53646 SH SOLE none 53646 ------------------------------------------------------------------------------------------------------------ MARKET VECTORS ETF TR GOLD MINER ETF ETP 57060U100 13648 250000 SH PUT SOLE none 250000 ------------------------------------------------------------------------------------------------------------ MARSHALL & ILSLEY CORP COM 571837103 282 35354 SH SOLE none 35354 ------------------------------------------------------------------------------------------------------------ MASTERCARD INC CL A COM 57636Q104 3917 13000 SH SOLE none 13000 ------------------------------------------------------------------------------------------------------------ MCCLATCHY CO CL A COM 579489105 229 81557 SH SOLE none 81557 ------------------------------------------------------------------------------------------------------------ MCCORMICK & SCHMICKS SEAFD R COM COM 579793100 94 11000 SH SOLE none 11000 ------------------------------------------------------------------------------------------------------------ MCG CAPITAL CORP COM COM 58047P107 304 50000 SH SOLE none 50000 ------------------------------------------------------------------------------------------------------------ MEDICIS PHARMACEUTICAL NOTE 2.500% 6/0 DEBT 58470KAA2 12072 9000000 PRN SOLE none 9000000 ------------------------------------------------------------------------------------------------------------ MEDLEY CAP CORP COM 58503F106 569 48500 SH SOLE none 48500 ------------------------------------------------------------------------------------------------------------ MFA FINANCIAL INC COM REIT 55272X102 15832 1969140 SH SOLE none 1969140 ------------------------------------------------------------------------------------------------------------ MGM RESORTS INTERNATIONAL COM COM 552953101 12173 921500 SH SOLE none 921500 ------------------------------------------------------------------------------------------------------------ MICRON TECHNOLOGY INC NOTE 4.250%10/1 DEBT 595112AJ2 39165 24000000 PRN SOLE none 24000000 ------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM COM 594918104 6504 250165 SH SOLE none 250165 ------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM COM 594918104 26000 1000000 SH CALL SOLE none 1000000 ------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM COM 594918104 13000 500000 SH PUT SOLE none 500000 ------------------------------------------------------------------------------------------------------------ MOLINA HEALTHCARE INC COM 60855R100 1733 63900 SH SOLE none 63900 ------------------------------------------------------------------------------------------------------------ MOLSON COORS BREWING CO CL B COM 60871R209 4474 100000 SH CALL SOLE none 100000 ------------------------------------------------------------------------------------------------------------ MONSANTO CO COM 61166W101 17410 240000 SH CALL SOLE none 240000 ------------------------------------------------------------------------------------------------------------ MONSANTO CO COM 61166W101 3627 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ MORGAN STANLEY EASTN EUR FD FUND 616988101 780 41936 SH SOLE none 41936 ------------------------------------------------------------------------------------------------------------ MOSAIC CO COM COM 61945C103 519 7659 SH SOLE none 7659 ------------------------------------------------------------------------------------------------------------ MOSAIC CO COM COM 61945C103 2973 43900 SH CALL SOLE none 43900 ------------------------------------------------------------------------------------------------------------ MOSAIC CO COM COM 61945C103 2973 43900 SH PUT SOLE none 43900 ------------------------------------------------------------------------------------------------------------ NABORS INDUSTRIES LTD SHS COM G6359F103 1848 75000 SH SOLE none 75000 ------------------------------------------------------------------------------------------------------------ NATIONAL FINL PARTNERS CORP COM COM 63607P208 175 15201 SH SOLE none 15201 ------------------------------------------------------------------------------------------------------------ NAVIOS MARITIME ACQUIS CORP SHS COM Y62159101 202 49710 SH SOLE none 49710 ------------------------------------------------------------------------------------------------------------ NEOSTEM INC *W EXP 07/16/201 WRT 640650115 20 150000 SH SOLE none 150000 ------------------------------------------------------------------------------------------------------------ NEWCASTLE INVT CORP COM 65105M108 2247 388789 SH SOLE none 388789 ------------------------------------------------------------------------------------------------------------ NORTHERN TR CORP COM 665859104 827 18000 SH SOLE none 18000 ------------------------------------------------------------------------------------------------------------ NORTHSTAR RLTY FIN CORP COM 66704R100 40 10000 SH CALL SOLE none 10000 ------------------------------------------------------------------------------------------------------------ NYSE EURONEXT COM 629491101 6041 176268 SH SOLE none 176268 ------------------------------------------------------------------------------------------------------------ NYSE EURONEXT COM 629491101 6854 200000 SH CALL SOLE none 200000 ------------------------------------------------------------------------------------------------------------ OCEANFREIGHT INC SHS A COM Y64202115 181 527101 SH SOLE none 527101 ------------------------------------------------------------------------------------------------------------ OCWEN FINL CORP COM NEW COM 675746309 924 72400 SH SOLE none 72400 ------------------------------------------------------------------------------------------------------------ ODYSSEY MARINE EXPLORATION I COM COM 676118102 98 31300 SH SOLE none 31300 ------------------------------------------------------------------------------------------------------------ OIL STS INTL INC NOTE 2.375% 7/0 DEBT 678026AB1 15096 6000000 PRN SOLE none 6000000 ------------------------------------------------------------------------------------------------------------ OLD REP INTL CORP COM 680223104 1456 123900 SH SOLE none 123900 ------------------------------------------------------------------------------------------------------------ OMNICARE INC NOTE 3.750% 12/1 DEBT 681904AN8 14716 11000000 PRN SOLE none 11000000 ------------------------------------------------------------------------------------------------------------ OMNI GROUP INC NOTE 7/3 DEBT 681919AV8 2549 2500000 PRN SOLE none 2500000 ------------------------------------------------------------------------------------------------------------ OPTIONSXPRESS HLDGS INC COM 684010101 271 16234 SH SOLE none 16234 ------------------------------------------------------------------------------------------------------------ ORACLE CORP COM COM 68389X105 4969 151000 SH SOLE none 151000 ------------------------------------------------------------------------------------------------------------ ORACLE CORP COM COM 68389X105 8228 250000 SH CALL SOLE none 250000 ------------------------------------------------------------------------------------------------------------ ORIENTAL FINL GROUP INC COM 68618W100 739 57300 SH SOLE none 57300 ------------------------------------------------------------------------------------------------------------ OWENS CORNING NEW *W EXP 10/30/201 WRT 690742127 996 240614 SH SOLE none 240614 ------------------------------------------------------------------------------------------------------------ OWENS ILL INC COM COM 690768403 3262 126400 SH SOLE none 126400 ------------------------------------------------------------------------------------------------------------ OXFORD LANE CAP CORP COM 691543102 225 12150 SH SOLE none 12150 ------------------------------------------------------------------------------------------------------------ PARK RES INC COM PAR $.01 COM 651718504 40 10000 SH CALL SOLE none 10000 ------------------------------------------------------------------------------------------------------------ PENNANTPARK FLOATING RATE CA COM COM 70806A106 608 47900 SH CALL SOLE none 47900 ------------------------------------------------------------------------------------------------------------ PENNEY J C INC COM COM 708160106 691 20000 SH PUT SOLE none 20000 ------------------------------------------------------------------------------------------------------------ PENNYMAC MTG INVT TR REIT 70931T103 3393 204749 SH SOLE none 204749 ------------------------------------------------------------------------------------------------------------ PENSON WORLDWIDE INC COM 709600100 780 218500 SH SOLE none 218500 ------------------------------------------------------------------------------------------------------------ PETROCHINA CO LTD S PONSORED ADR ADR 71646E100 3213 22000 SH SOLE none 22000 ------------------------------------------------------------------------------------------------------------ PETROCHINA CO LTD SPONSORED ADR 71646E100 7302 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ PFIZER INC COM COM 717081103 358 17400 SH CALL SOLE none 17400 ------------------------------------------------------------------------------------------------------------ PHH CORP NOTE 4.000% 4/1DEBT 693320AH6 27768 25000000 PRN SOLE none 25000000 ------------------------------------------------------------------------------------------------------------ PIMCO INCOME STRATEGY FUND I COM FUND 72201J104 581 53941 SH SOLE none 53941 ------------------------------------------------------------------------------------------------------------ PLATINUM UNDERWRITER HLDGS L COM COM G7127P100 831 25000 SH SOLE none 25000 ------------------------------------------------------------------------------------------------------------ PRIME ACQUISITION CORP UNIT 99/99/9999 UNIT G72436119 1800 180000 SH SOLE none 180000 ------------------------------------------------------------------------------------------------------------ QUALCOMM INC COM 747525103 5679 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ RAMBUS INC DEL NOTE 5.000% 6/1 DEBT 750917AC0 10569 9500000 PRN SOLE none 9500000 ------------------------------------------------------------------------------------------------------------ RAYMOND JAMES FINANCIAL INC COM COM 754730109 383 11901 SH SOLE none 11901 ------------------------------------------------------------------------------------------------------------ RAYONIER TRS HLDGS INC NOTE 3.750%10/1 DEBT 75508AAB2 19701 16000000 PRN SOLE none 16000000 ------------------------------------------------------------------------------------------------------------ RED ROBIN GOURMET BURGERS IN COM COM 75689M101 393 10808 SH SOLE none 10808 ------------------------------------------------------------------------------------------------------------ REDDY ICE HLDGS INC COM 75734R105 112 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ RESEARCH IN MOTION LTD COM 760975102 5094 178300 SH CALL SOLE none 178300 ------------------------------------------------------------------------------------------------------------ RESOLUTE ENERGY CORP *W EXP 09/25/201 WRT 76116A116 3463 951418 SH SOLE none 951418 ------------------------------------------------------------------------------------------------------------ RETAIL OPPORTUNITY INVTS COR *W EXP 10/23/201 WRT 76131N119 3914 5435488 SH SOLE none 5435488 ------------------------------------------------------------------------------------------------------------ RITE AID CORP COM COM 767754104 671 504450 SH SOLE none 504450 ------------------------------------------------------------------------------------------------------------ RLJ LODGING TR COM REIT 74965L101 1528 87966 SH SOLE none 87966 ------------------------------------------------------------------------------------------------------------ ROYCE FOCUS TR COM FUND 78080N108 1308 167957 SH SOLE none 167957 ------------------------------------------------------------------------------------------------------------ RUTHS HOSPITALITY GROUP INC COM COM 783332109 245 43755 SH SOLE none 43755 ------------------------------------------------------------------------------------------------------------ SAFEGUARD SCIENTIFICS INC COM 786449207 381 20200 SH CALL SOLE none 20200 ------------------------------------------------------------------------------------------------------------ SAFEGUARD SCIENTIFICS INC DBCV 10.125% 3/1 DEBT 786449AH1 4891 3367000 PRN SOLE none 3367000 ------------------------------------------------------------------------------------------------------------ SAKS INC COM COM 79377W108 7665 686200 SH SOLE none 686200 ------------------------------------------------------------------------------------------------------------ SALESFORCE COM INC NOTE 0.750% 1/1 DEBT 79466LAB0 22688 12500000 PRN SOLE none 12500000 ----------------------------------------------------------------------------------------------------------- SANDISK CORP COM COM 80004C101 5150 124100 SH SOLE none 124100 ----------------------------------------------------------------------------------------------------------- SAVIENT PHARMACEUTICALS INC COM 80517Q100 1474 196751 SH SOLE none 196751 ------------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM COM 806857108 897 10379 SH SOLE none 10379 ------------------------------------------------------------------------------------------------------------ SEAGATE TECHNOLOGY PLC COM G7945M107 7012 433900 SH CALL SOLE none 433900 ------------------------------------------------------------------------------------------------------------ SEANERGY MARITIME HLDGS *W EXP 09/24/201 WRT Y73760111 28 3508638 SH SOLE none 3508638 ------------------------------------------------------------------------------------------------------------ SEARCHMEDIA HOLDINGS LTD *W EXP 11/19/201 WRT G8005Y114 45 226449 SH SOLE none 226449 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS DISCR ETP 81369Y407 2011 50000 SH SOLE none 50000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS DISCR ETP 81369Y407 4021 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS STPLS ETP 81369Y308 2623 84000 SH SOLE none 84000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS STPLS ETP 81369Y308 4372 140000 SH PUT SOLE none 140000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI HEALTHCARE ETP 81369Y209 1996 130000 SH PUT SOLE none 130000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-ENERGY ETP 81369Y506 2110 28000 SH SOLE none 28000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-ENERGY ETP 81369Y506 4521 60000 SH PUT SOLE none 60000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-FINL ETP 81369Y605 3991 260000 SH SOLE none 260000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-FINL ETP 81369Y605 13048 850000 SH PUT SOLE none 850000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-INDS ETP 81369Y704 2830 76000 SH SOLE none 76000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-INDS ETP 81369Y704 4283 115000 SH PUT SOLE none 115000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-TECH ETP 81369Y803 8738 340000 SH PUT SOLE none 340000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-TECH ETP 81369Y803 5294 206000 SH SOLE none 206000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-UTILS ETP 81369Y886 757 22600 SH SOLE none 22600 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-UTILS ETP 81369Y886 1423 42500 SH PUT SOLE none 42500 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI MATERIALS ETP 81369Y100 768 19500 SH SOLE none 19500 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI MATERIALS ETP 81369Y100 1477 37500 SH PUT SOLE none 37500 ------------------------------------------------------------------------------------------------------------ SIRIUS XM RADIO INC COM COM 82967N108 2716 1240000 SH SOLE none 1240000 ------------------------------------------------------------------------------------------------------------ SK TELECOM LTD SPONSORED ADR 78440P108 1330 71100 SH SOLE none 71100 ------------------------------------------------------------------------------------------------------------ SLM CORP COM COM 78442P106 185 11000 SH SOLE none 11000 ------------------------------------------------------------------------------------------------------------ SOLAR SR CAP LTD COM 83416M105 985 54850 SH SOLE none 54850 ------------------------------------------------------------------------------------------------------------ SOLITARIO EXPL & RTY CORP COM COM 8342EP107 219 76982 SH SOLE none 76982 ------------------------------------------------------------------------------------------------------------ SOLUTIA INC *W EXP 02/27/201 WRT 834376147 1634 774295 SH SOLE none 774295 ----------------------------------------------------------------------------------------------------------- SOUTHERN UN CO COM COM 844030106 614 15300 SH CALL SOLE none 15300 ------------------------------------------------------------------------------------------------------------ SOUTHWEST AIRLS CO COM COM 844741108 1083 94791 SH SOLE none 94791 ------------------------------------------------------------------------------------------------------------ SPDR GOLD TRUST GOLD SHS ETP 78463V107 584 4000 SH SOLE none 4000 ------------------------------------------------------------------------------------------------------------ SPDR S & P 500 ETF TR TR UNIT ETP 78462F103 2903 22000 SH SOLE none 22000 ------------------------------------------------------------------------------------------------------------ SPDR S & P 500 ETF TR TR UNIT ETP 78462F103 26394 200000 SH CALL SOLE none 200000 ------------------------------------------------------------------------------------------------------------ SPDR S & P 500 ETF TR TR UNIT ETP 78462F103 34312 260000 SH PUT SOLE none 260000 ------------------------------------------------------------------------------------------------------------ SPECIAL OPPORTUNITIES FD INC COM FUND 84741T104 321 20510 SH SOLE none 20510 ------------------------------------------------------------------------------------------------------------ SPHERIX INC COM 84842R205 40 16748 SH SOLE none 16748 ------------------------------------------------------------------------------------------------------------ STARWOOD PPTY TR INC COM REIT 85571B105 967 47154 SH SOLE none 47154 ------------------------------------------------------------------------------------------------------------ SUNPOWER CORP DBCV 4.750% 4/1 DEBT 867652AC3 5300 5000000 PRN SOLE none 5000000 ------------------------------------------------------------------------------------------------------------ SUPERIOR ENERGY SVCS INC COM COM 868157108 539 14500 SH SOLE none 14500 ------------------------------------------------------------------------------------------------------------ SWIFT ENERGY CO COM 870738101 509 13650 SH SOLE none 13650 ------------------------------------------------------------------------------------------------------------ SYNTROLEUM CORP COM COM 871630109 426 290020 SH SOLE none 290020 ------------------------------------------------------------------------------------------------------------ TAM SA SP ADR REP PFD ADR 87484D103 7656 350727 SH SOLE none 350727 ------------------------------------------------------------------------------------------------------------ TD AMERITRADE HLDG CORP COM 87236Y108 1561 80000 SH SOLE none 80000 ------------------------------------------------------------------------------------------------------------ TEMPLE INLAND INC COM 879868107 7435 250000 SH PUT SOLE none 250000 ------------------------------------------------------------------------------------------------------------ TERADYNE INC COM COM 880770102 784 53000 SH SOLE none 53000 ------------------------------------------------------------------------------------------------------------ THQ INC COM 872443403 213 58737 SH SOLE none 58737 ------------------------------------------------------------------------------------------------------------ TIMBERLAND CO CL A COM 887100105 4045 94147 SH SOLE none 94147 ------------------------------------------------------------------------------------------------------------ TIMBERLAND CO CL A COM 887100105 6446 150000 SH CALL SOLE none 150000 ------------------------------------------------------------------------------------------------------------ TIMBERLAND CO CL A COM 887100105 2191 51000 SH PUT SOLE none 51000 ------------------------------------------------------------------------------------------------------------ TRANSATLANTIC HLDGS INC COM COM 893521104 1470 30000 SH SOLE none 30000 ------------------------------------------------------------------------------------------------------------ TWO HBRS INVT CORP *W EXP 11/07/201 WRT 90187B119 1221 2906918 SH SOLE none 2906918 ------------------------------------------------------------------------------------------------------------ UNIVERSAL BUSINESS PMT SOL AC UNIT 99/99/9999 UNIT 913384202 1025 170866 SH SOLE none 170866 ------------------------------------------------------------------------------------------------------------ UNIVERSAL AMERN SPIN CORP COM COM 91338E101 686 62621 SH SOLE none 62621 ------------------------------------------------------------------------------------------------------------ VERENIUM CORP NOTE 5.500% 4/0 DEBT 92340PAA8 4883 5250000 PRN SOLE none 5250000 ------------------------------------------------------------------------------------------------------------ VERIPHONE SYS INC COM COM 92342Y109 715 16117 SH SOLE none 16117 ------------------------------------------------------------------------------------------------------------ VISA INC COM CL A COM 92826C839 5384 63900 SH CALL SOLE none 63900 ------------------------------------------------------------------------------------------------------------ WAL MART STORES INC COM COM 931142103 5314 100000 SH CALL SOLE none 100000 ------------------------------------------------------------------------------------------------------------ WALTER INVT MGMT CORP COM COM 93317W102 15869 715133 SH SOLE none 715133 ------------------------------------------------------------------------------------------------------------ WARNER MUSIC GROUP CORP COM COM 934550104 5760 700703 SH SOLE none 700703 ------------------------------------------------------------------------------------------------------------ WELLS FARGO & cO cOM COM 949746101 842 30000 SH SOLE none 30000 ------------------------------------------------------------------------------------------------------------ WESTERN ASSET MUN HI INCM FD FUND 95766N103 195 26400 SH SOLE none 26400 ------------------------------------------------------------------------------------------------------------ WESTERN LIBERTY BANCORP COM COM 961443108 663 219556 SH SOLE none 219556 ------------------------------------------------------------------------------------------------------------ WORLD ACCEP CORPORATION NOTE 3.000% 10/0 DEBT 981417AB4 5727 5300000 PRN SOLE none 5300000 ------------------------------------------------------------------------------------------------------------ WOWJOINT HOLDINGS LIMITED *W EXP 05/15/201 WRT G9796W119 13 92365 SH SOLE none 92365 ------------------------------------------------------------------------------------------------------------ YAHOO INC COM COM 984332106 8272 550000 SH CALL SOLE none 550000 ------------------------------------------------------------------------------------------------------------ ZWEIG TOTAL RETURN FD INC FUND 989837109 1277 376785 SH SOLE none 376785 ------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 1346763 266 ------------------------------------------------------------------------------------------------------------------------------------