-----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, EYr+MMJiVs59y/tiXkQvJutA908JWiJI6mAtQl0G/yeDVOM2HrcD62HPbiZEMV5V DKxohF1YM2gq9lLc6tToVg== 0001288136-11-000046.txt : 20110214 0001288136-11-000046.hdr.sgml : 20110214 20110214155343 ACCESSION NUMBER: 0001288136-11-000046 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 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: 11607370 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 sec123110.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2010 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: February 14, 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: 213 Form 13F Information Table Value Total: 629,405 (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 - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM COM 88579Y101 604 7000 SH PUT SOLE none 7000 ------------------------------------------------------------------------------------------------------------ ADVANCED MICRO DEVICES INC COM COM 007903107 327 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 DEBT 007903AN7 5881 5710000 PRN SOLE none 5710000 ------------------------------------------------------------------------------------------------------------ AIRTRAN HLDGS INC COM COM 00949P108 2182 295300 SH SOLE none 295300 ------------------------------------------------------------------------------------------------------------ ALLIANCE ONE INTL INC COM COM 018772103 2928 690500 SH SOLE none 690500 ------------------------------------------------------------------------------------------------------------ ALPINE GLOBAL PREMIER PPTYS COM SBI FUND 02083A103 1261 177835 SH SOLE none 177835 ------------------------------------------------------------------------------------------------------------ AMBASSADORS INTL INC NOTE 3.750% 4/1 DEBT 023178AA4 1351 3555000 PRN SOLE none 3555000 ------------------------------------------------------------------------------------------------------------ AMERICAN CAP LTD COM COM 02083A103 907 119956 SH SOLE none 119956 ------------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL AGENCY CORP COM REIT 02503X105 8335 290000 SH SOLE none 290000 ------------------------------------------------------------------------------------------------------------ ANNALY CAP MGMT INC COM REIT 035710409 1792 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ ANNALY CAP MGMT INC NOTE 4.000% 2/1 DEBT 035710AA0 10092 8700000 PRN SOLE none 8700000 ------------------------------------------------------------------------------------------------------------ ANWORTH MORTGAGE ASSET CP COM REIT 037347101 1148 164000 SH SOLE none 164000 ------------------------------------------------------------------------------------------------------------ APPLE INC COM COM 037833100 6451 20000 SH SOLE none 20000 ------------------------------------------------------------------------------------------------------------ APPLE INC COM COM 037833100 3226 10000 SH CALL SOLE none 10000 ------------------------------------------------------------------------------------------------------------ ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 WARRANT 042315119 377 5036672 SH SOLE none 5036672 ------------------------------------------------------------------------------------------------------------ ASSURED GUARANTY LTD COM COM G0585R106 1770 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISITION CORP *W EXP99/99/999 WARRANT G06368115 41 206400 SH SOLE none 206400 ------------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISITION CORP SHS COM G06368107 1992 206400 SH SOLE none 206400 ------------------------------------------------------------------------------------------------------------ BAKER HUGHES INC COM COM 057224107 550 9617 SH SOLE none 9617 ------------------------------------------------------------------------------------------------------------ BASIC ENERGY SVCS INC NEW COM COM 06985P100 788 47832 SH SOLE none 47832 ------------------------------------------------------------------------------------------------------------ BEAZER HOMES USA INC UNIT 99/99/9999 PFD 07556Q501 7337 311400 SH SOLE none 311400 ------------------------------------------------------------------------------------------------------------ BEST BUY INC COM COM 086516101 768 22400 SH SOLE none 22400 ------------------------------------------------------------------------------------------------------------ BLACKROCK DEBT STRAT FD INC COM FUND 09255R103 494 129700 SH SOLE none 129700 ------------------------------------------------------------------------------------------------------------ BLACKROCK INC DBCV 2.625% 2/1 DEBT 09247XAB7 867 447000 SH SOLE none 447000 ------------------------------------------------------------------------------------------------------------ BLACKROCK SR HIGH INCOME FD COM FUND 09255T109 155 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ BLOCK H&R INC COM COM 093671105 845 70900 SH PUT SOLE none 70900 ------------------------------------------------------------------------------------------------------------ BOISE INC COM COM 09746Y105 2022 255000 SH CALL SOLE none 255000 ------------------------------------------------------------------------------------------------------------ BON-TON STORES INC COM COM 09776J101 805 63561 SH SOLE none 63561 ------------------------------------------------------------------------------------------------------------ CAMAC ENERGY INC COM COM 131745101 142 170342 SH SOLE none 170342 ------------------------------------------------------------------------------------------------------------ CAPITALSOURCE INC SDCV 4.000% 7/1 DEBT 14055XAE2 1177 1180000 PRN SOLE none 1180000 ------------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITION CORPORAT W* EXP 99/99/999 WARRANT 1G19867129 50 150000 SH SOLE none 150000 ------------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITION CORPORAT SHS COM 1G19867103 1448 150000 SH SOLE none 150000 ------------------------------------------------------------------------------------------------------------ CEMEX SAB DE CV SPON ADR NEW ADR 151290889 9723 907800 SH SOLE none 907800 ------------------------------------------------------------------------------------------------------------ CHINA GERUI ADV MAT GR LTD *W EXP 03/19/201 WARRANT G21101111 644 795550 SH SOLE none 795550 ------------------------------------------------------------------------------------------------------------ CHINA HYDROELECTRIC CORPORAT *W EXP 01/25/201 WARRANT G2112E145 195 649292 SH SOLE none 649292 ------------------------------------------------------------------------------------------------------------ CITIGROUP INC COM COM 172967101 237 50000 SH SOLE none 50000 ------------------------------------------------------------------------------------------------------------ CITIGROUP INC UNIT 99/99/999 PFD 172967416 204 1499 SH SOLE none 1499 ------------------------------------------------------------------------------------------------------------ CLARK HLDGS INC *W EXP 02/15/201 WARRANT 18145M117 13 1311300 SH SOLE none 1311300 ------------------------------------------------------------------------------------------------------------ CMS ENERGY CORP NOTE 2.875% 12/0 DEBT 125896AW0 12314 8500000 PRN SOLE none 8500000 ------------------------------------------------------------------------------------------------------------ COCA COLA CO COM COM 191216100 658 10000 SH PUT SOLE none 10000 ------------------------------------------------------------------------------------------------------------ COMMUNITY BANKERS TR CORP *W EXP 06/04/201 WARRANT 203612114 0 18300 SH SOLE none 18300 ------------------------------------------------------------------------------------------------------------ COMMUNITY BANKERS TR CORP COM 203612106 366 348965 SH SOLE none 348965 ------------------------------------------------------------------------------------------------------------ CONMED CORP NOTE 2.500% 11/1 DEBT 207410AD3 35 35000 PRN SOLE none 35000 ------------------------------------------------------------------------------------------------------------ CORNING INC COM COM 219350105 425 22000 SH SOLE none 22000 ------------------------------------------------------------------------------------------------------------ COSTAMARE INC SHS COM Y1771G102 345 23864 SH SOLE none 23864 ------------------------------------------------------------------------------------------------------------ CREXUS INVT CORP COM REIT 226553105 462 35257 SH SOLE none 35257 ------------------------------------------------------------------------------------------------------------ CUBIST PHARMACEUTICALS INC COM COM 229678107 2660 124300 SH SOLE none 124300 ------------------------------------------------------------------------------------------------------------ CYPRESS SHARPRIDGE INVTS INC COM REIT 23281A307 2711 210000 SH SOLE none 210000 ------------------------------------------------------------------------------------------------------------ DECODE GENETICS INC NOTE 3.500% 4/1 DEBT 243586AD6 117 10963000 PRN SOLE none 10963000 ----------------------------------------------------------------------------------------------------------- DENALI FD INC COM FUND 24823A102 397 26099 SH SOLE none 26099 ----------------------------------------------------------------------------------------------------------- DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 DEBT 251591AQ6 995 1000000 PRN SOLE none 1000000 ----------------------------------------------------------------------------------------------------------- DEX ONE CORP COM COM 25212W100 485 65000 SH SOLE none 65000 ------------------------------------------------------------------------------------------------------------ DIGITAL RIV INC COM COM 25388B104 2403 69800 SH SOLE none 69800 ------------------------------------------------------------------------------------------------------------ DOLAN CO COM COM 25659P402 6108 438813 SH SOLE none 438813 ------------------------------------------------------------------------------------------------------------ DOMINION RES INC VA NEW NOTE 2.125% 12/1 DEBT 25746UAT6 15674 12861000 PRN SOLE none 12861000 ------------------------------------------------------------------------------------------------------------ DOVER MOTORSPORTS INC COM COM 260174107 43 24300 SH SOLE none 24300 ------------------------------------------------------------------------------------------------------------ DOW CHEM CO COM COM 260543103 1366 40000 SH PUT SOLE none 40000 ------------------------------------------------------------------------------------------------------------ DRYSHIPS INC SHS COM Y2109Q101 6397 1165200 SH SOLE none 1165200 ------------------------------------------------------------------------------------------------------------ EINSTEIN NOAH REST GROUP INC COM COM 28257U104 398 28329 SH SOLE none 28329 ------------------------------------------------------------------------------------------------------------ ENERGY PARTNERS LTD COM NEW COM 29270U303 1340 90200 SH SOLE none 90200 ------------------------------------------------------------------------------------------------------------ EOG RES INC COM COM 26875P101 914 10000 SH SOLE none 10000 ------------------------------------------------------------------------------------------------------------ ESSEX RENT CORP *W EXP 03/04/201 WARRANT 297187114 19 47590 SH SOLE none 47590 ------------------------------------------------------------------------------------------------------------ EVERGREEN SOLAR INC NOTE 4.000% 7/1 DEBT 30033RAC2 365 984000 PRN SOLE none 984000 ------------------------------------------------------------------------------------------------------------ EXPEDIA INC DEL COM COM 30212P105 107 123076 SH SOLE none 123076 ------------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP COM COM 30231G102 731 10000 SH PUT SOLE none 10000 ------------------------------------------------------------------------------------------------------------ FIRST TR/FOUR CRNRS SR FLOAT COM FUND 33733U108 224 16000 SH SOLE none 16000 ------------------------------------------------------------------------------------------------------------ FORD MTR CO CAP TR II PFD TR CV6.5% PFD 345395206 2594 50000 SH SOLE none 50000 ------------------------------------------------------------------------------------------------------------ FOX CHASE BANCORP INC NEW COM COM 35137T108 161 13600 SH SOLE none 13600 ------------------------------------------------------------------------------------------------------------ FREESEAS INC SHS COM Y26496144 791 211532 SH SOLE none 211532 ------------------------------------------------------------------------------------------------------------ FXCM INC COM CL A COM 302693106 928 70000 SH SOLE none 70000 ------------------------------------------------------------------------------------------------------------ GAMESTOP CORP NEW CL A COM 36467W109 2288 100000 SH CALL SOLE none 100000 ------------------------------------------------------------------------------------------------------------ GAYLORD ENTMT CO NEW COM COM 367905106 4762 132500 SH SOLE none 132500 ------------------------------------------------------------------------------------------------------------ GENERAL MARITIME CORP NEW SHS COM Y2693R101 64 19600 SH CALL SOLE none 19600 ------------------------------------------------------------------------------------------------------------ GENERAL MOTORS CO JR PFD CNV SRB PFD 37045V209 32567 601858 SH SOLE none 601858 ------------------------------------------------------------------------------------------------------------ GEROVA FINANCIAL GROUP LTD SHS NEW COM G38490200 447 14896 SH SOLE none 14896 ------------------------------------------------------------------------------------------------------------ GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 COM 37941P306 982 42328 SH SOLE none 42328 ------------------------------------------------------------------------------------------------------------ HARTFORD FINL SVCS GROUP INC *EXP 06/26/201 WARRANT 416515120 2437 135000 SH SOLE none 135000 ------------------------------------------------------------------------------------------------------------ HECKMANN CORP *W EXP 11/09/201 WARRANT 422680116 101 326897 SH SOLE none 326897 ------------------------------------------------------------------------------------------------------------ HILLTOP HOLDINGS INC COM COM 432748101 248 25000 SH SOLE none 25000 ------------------------------------------------------------------------------------------------------------ HOLOGIC INC FRNT 2.000% 12/1 DEBT 436440AA9 4713 5000000 SH SOLE none 5000000 ------------------------------------------------------------------------------------------------------------ HOME DEPOT INC COM COM 437076102 701 20000 SH PUT SOLE none 20000 ------------------------------------------------------------------------------------------------------------ HORIZON LINES INC COM COM 44044K101 97 22156 SH SOLE none 22156 ------------------------------------------------------------------------------------------------------------ HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 DEBT 448407AF3 287 400000 SH SOLE none 400000 ------------------------------------------------------------------------------------------------------------ IAC INTERACTIVECORP COM PAR $.001 COM 44919P508 104 123076 SH SOLE none 123076 ------------------------------------------------------------------------------------------------------------ INFORMATICA CORP NOTE 3.000% 3/1 DEBT 45666QAB8 1102 500000 PRN SOLE none 500000 ------------------------------------------------------------------------------------------------------------ INFORMATION SERVICES GROUP I *W EXP 01/31/201 WARRANT 45675Y112 14 1911350 SH SOLE none 1911350 ------------------------------------------------------------------------------------------------------------ INFORMATION SERVICES GROUP I COM COM 45675Y104 892 430766 SH SOLE none 430766 ------------------------------------------------------------------------------------------------------------ ING PRIME RATE TR SH BEN INT FUND 44977W106 102 18000 SH SOLE none 18000 ------------------------------------------------------------------------------------------------------------ INTERMUNE INC NOTE 0.250% 3/0 DEBT 45884XAC7 5029 3000000 PRN SOLE none 3000000 ------------------------------------------------------------------------------------------------------------ INTERNATIONAL BUSINESS MACHS COM COM 459200101 1468 10000 SH PUT SOLE none 10000 ------------------------------------------------------------------------------------------------------------ INVESCO VAN KAMPEN SR INC TR COM FUND 46131H107 267 56900 SH SOLE none 56900 ------------------------------------------------------------------------------------------------------------ IRIDIUM COMMUNICATIONS *W EXP 02/14/201 WARRANT 46269C128 480 361238 SH SOLE none 361238 ------------------------------------------------------------------------------------------------------------ ISHARES TR DJ US REAL EST FUND 464287739 503 8997 SH SOLE none 8997 ------------------------------------------------------------------------------------------------------------ IVANHOE MINES LTD COM COM 46579N103 1008 44000 SH SOLE none 44000 ------------------------------------------------------------------------------------------------------------ JACK IN THE BOX INC COM COM 466367109 528 24974 SH SOLE none 24974 ------------------------------------------------------------------------------------------------------------ JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 2896 200000 SH CALL SOLE none 200000 ------------------------------------------------------------------------------------------------------------ JOHNSON & JOHNSON COM COM 478160104 619 10000 SH PUT SOLE none 10000 ------------------------------------------------------------------------------------------------------------ JP MORGAN CHASE & CO COM COM 46625H100 10605 250000 SH CALL SOLE none 250000 ------------------------------------------------------------------------------------------------------------ KINGSWAY FINL SVCS INC COM COM 496904103 146 102995 SH SOLE none 102995 ------------------------------------------------------------------------------------------------------------ KKR & CO L P DEL COM UNITS PARTNERSHIPS 48248M102 355 25000 SH SOLE none 25000 ------------------------------------------------------------------------------------------------------------ LEAR CORP COM NEW COM 521865204 1333 13500 SH SOLE none 13500 ------------------------------------------------------------------------------------------------------------ LENNAR CORP CL B COM 526057302 227 14593 SH SOLE none 14593 ------------------------------------------------------------------------------------------------------------ LIBERTY GLOBAL INC COM SER C COM 530555309 3794 111938 PH SOLE none 111938 ------------------------------------------------------------------------------------------------------------ LIBERTY MEDIA CORP DEB 3.250% 3/1 DEBT 530715AR2 6958 10012000 PRN SOLE none 10012000 ------------------------------------------------------------------------------------------------------------ LIFE TECHNOLOGIES CORP COM COM 53217V109 9473 170691 SH SOLE none 170691 ------------------------------------------------------------------------------------------------------------ LIFE TECHNOLOGIES CORP COM COM 53217V109 555 10000 SH CALL SOLE none 10000 ------------------------------------------------------------------------------------------------------------ LINCARE HLDGS INC DBCV 2.750%11/0 DEBT 532791AE0 10900 10000000 PRN SOLE none 10000000 ------------------------------------------------------------------------------------------------------------ LMP CORPORATE LN FD INC COM FUND 50208B100 188 16055 SH SOLE none 16055 ------------------------------------------------------------------------------------------------------------ LYONDELLBASELL INDUSTRIES COM N53745100 9900 287800 SH SOLE none 287800 ------------------------------------------------------------------------------------------------------------ MACROVISION CORP NOTE 2.625% 8/1 DEBT 555904AB7 5524 2500000 PRN SOLE none 2500000 ------------------------------------------------------------------------------------------------------------ MANKIND CORP NOTE 3.750% 12/1 DEBT 56400PAA0 650 1000000 PRN SOLE none 1000000 ------------------------------------------------------------------------------------------------------------ MEDIACOM COMMUNICATIONS CORP CL A COM 58446K105 178 21000 SH SOLE none 21000 ------------------------------------------------------------------------------------------------------------ MEDICIS PHARMACEUTICAL NOTE 2.500% 6/0 DEBT 58470KAA2 5278 5000000 PRN SOLE none 5000000 ------------------------------------------------------------------------------------------------------------ MFA FINANCIAL INC COM REIT 55272X102 1885 231000 SH SOLE none 231000 ------------------------------------------------------------------------------------------------------------ MGM RESORTS INTERNATIONAL COM COM 552953101 12685 854200 SH SOLE none 854200 ------------------------------------------------------------------------------------------------------------ MICRON TECHNOLOGY INC COM 595112103 120 15000 SH SOLE none 15000 ------------------------------------------------------------------------------------------------------------ MICRON TECHNOLOGY INC NOTE 4.250%10/1 DEBT 595112AJ2 31500 18000000 PRN SOLE none 18000000 ------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM COM 594918104 3679 131800 SH SOLE none 131800 ------------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM COM 594918104 12560 450000 SH CALL SOLE none 450000 ------------------------------------------------------------------------------------------------------------ MLP & STRATEGIC EQUITY FD IN COM FUND 55312N106 396 22300 SH SOLE none 22300 ------------------------------------------------------------------------------------------------------------ MOLSON COORS BREWING CO CL B COM 60871R209 17567 350000 SH CALL SOLE none 350000 ------------------------------------------------------------------------------------------------------------ MORGAN STANLEY COM NEW COM 617446448 272 10000 SH SOLE none 10000 ------------------------------------------------------------------------------------------------------------ MORGAN STANLEY COM NEW COM 617446448 1088 40000 SH PUT SOLE none 40000 ------------------------------------------------------------------------------------------------------------ MORGANS HOTEL GROUP CO NOTE 2.375% 10/1 DEBT 61748WAB4 1665 2000000 PRN SOLE none 2000000 ------------------------------------------------------------------------------------------------------------ MYLAN INC COM COM 628530107 4226 200000 SH CALL SOLE none 200000 ------------------------------------------------------------------------------------------------------------ NABORS INDUSTRIES LTD SHS COM G6359F103 2346 100000 SH CALL SOLE none 100000 ------------------------------------------------------------------------------------------------------------ NEOSTEM INC COM NEW COM 640650305 36 150000 SH SOLE none 150000 ------------------------------------------------------------------------------------------------------------ NVIDIA CORP COM COM 67066G104 6160 400000 SH CALL SOLE none 400000 ------------------------------------------------------------------------------------------------------------ OCEANEERING INTL INC COM COM 675232102 247 3351 SH SOLE none 3351 ------------------------------------------------------------------------------------------------------------ OCEANFREIGHT INC SHS A COM Y64202115 637 692536 SH SOLE none 692536 ------------------------------------------------------------------------------------------------------------ OCWEN FINL CORP COM NEW COM 675746309 2456 257474 SH SOLE none 257474 ------------------------------------------------------------------------------------------------------------ OIL STS INTL INC NOTE 2.375% 7/0 DEBT 678026AB1 12264 6000000 PRN SOLE none 6000000 ------------------------------------------------------------------------------------------------------------ OMNICARE INC NOTE 3.750% 12/1 DEBT 681904AN8 6690 6000000 PRN SOLE none 6000000 ------------------------------------------------------------------------------------------------------------ OMNICOM GROUP INC NOTE 7/3 DEBT 681919AV8 2520 2500000 PRN SOLE none 2500000 ------------------------------------------------------------------------------------------------------------ ON SEMICONDUCTOR CORP NOTE 4/1 DEBT 682189AE5 7797 7000000 PRN SOLE none 7000000 ------------------------------------------------------------------------------------------------------------ ORACLE CORP COM COM 68389X105 15650 500000 SH CALL SOLE none 500000 ------------------------------------------------------------------------------------------------------------ OWENS CORNING NEW *W EXP 10/30/201 WARRANT 690742127 1254 528014 SH SOLE none 528014 ------------------------------------------------------------------------------------------------------------ OWENS ILL INC COM NEW COM 690768403 3752 122200 SH SOLE none 122200 ------------------------------------------------------------------------------------------------------------ PENNYMAC MTG INVT TR COM REIT 70931T103 726 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ PENSON WORLDWIDE INC COM COM 709600100 2306 471500 SH SOLE none 471500 ------------------------------------------------------------------------------------------------------------ PFIZER INC COM COM 717081103 305 17400 SH CALL SOLE none 17400 ------------------------------------------------------------------------------------------------------------ PHH CORP COM NEW COM 693320202 5382 232500 SH SOLE none 232500 ------------------------------------------------------------------------------------------------------------ PIMCO HIGH INCOME FD COM SHS FUND 722014107 508 40000 SH SOLE none 40000 ------------------------------------------------------------------------------------------------------------ PIMCO INCOME STRATEGY FUND I COM FUND 72201J104 534 53941 SH SOLE none 53941 ------------------------------------------------------------------------------------------------------------ PLAYBOY ENTERPRISES INC CL B COM 728117300 1452 278203 SH SOLE none 278203 ------------------------------------------------------------------------------------------------------------ PMI GROUP INC COM COM 69344M101 1578 478300 SH SOLE none 478300 ------------------------------------------------------------------------------------------------------------ POWERWAVE TECHNOLOGIES INC COM COM 739363109 1023 402792 SH SOLE none 402792 ------------------------------------------------------------------------------------------------------------ PROLOGIS NOTE 2.250% 4/0 DEBT 743410AQ5 1985 2000000 PRN SOLE none 2000000 ------------------------------------------------------------------------------------------------------------ RADIAN GROUP INC NOTE 3.000% 11/1 DEBT 750236AK7 19550 20000000 PRN SOLE none 20000000 ------------------------------------------------------------------------------------------------------------ RAMBUS INC DEL NOTE 5.000% 6/1 DEBT 750917AC0 12386 9500000 PRN SOLE none 9500000 ------------------------------------------------------------------------------------------------------------ RED ROBIN GOURMET BURGERS IN COM COM 75689M101 404 18808 SH SOLE none 18808 ------------------------------------------------------------------------------------------------------------ RESOLUTE ENERGY CORP *W EXP 09/25/201 WARRANT 76116A116 10412 3233482 SH SOLE none 3233482 ------------------------------------------------------------------------------------------------------------ RETAIL OPPORTUNITY INVTS COR *W EXP 10/23/201 WARRANT 76131N119 5372 7674280 SH SOLE none 7674280 ------------------------------------------------------------------------------------------------------------ RITE AID CORP COM COM 767754104 469 531000 SH SOLE none 531000 ------------------------------------------------------------------------------------------------------------ ROYCE FOCUS TR COM FUND 78080N108 1240 163811 SH SOLE none 163811 ------------------------------------------------------------------------------------------------------------ RUTHS HOSPITALITY GROUP INC COM COM 783332109 318 68755 SH SOLE none 68755 ------------------------------------------------------------------------------------------------------------ SAFEGUARD SCIENTIFICS INC DBCV 10.125% 3/1 DEBT 786449AH1 1804 1367000 PRN SOLE none 1367000 ------------------------------------------------------------------------------------------------------------ SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 DEBT 786449AG3 377 380000 PRN SOLE none 380000 ------------------------------------------------------------------------------------------------------------ SAKS INC COM COM 79377W108 7342 686200 SH SOLE none 686200 ------------------------------------------------------------------------------------------------------------ SALESFORCE COM INC COM COM 79466L302 6600 50000 SH CALL SOLE none 50000 ------------------------------------------------------------------------------------------------------------ SANDISK CORP COM COM 80004C101 412 8270 SH SOLE none 8270 ------------------------------------------------------------------------------------------------------------ SANDISK CORP NOTE 1.000% 5/1 DEBT 80004CAC5 5466 5650000 PRN SOLE none 5650000 ------------------------------------------------------------------------------------------------------------ SANDRIDGE ENERGY INC COM COM 80007P307 1116 152499 SH SOLE none 152499 ------------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM COM 806857108 867 10379 SH SOLE none 10379 ------------------------------------------------------------------------------------------------------------ SCORPIO TANKERS INC SHS COM Y7542C106 395 39048 SH SOLE none 39048 ------------------------------------------------------------------------------------------------------------ SEANERGY MARITIME HLDGS *W EXP 09/24/201 WARRANT Y73760111 105 3508638 SH SOLE none 3508638 ------------------------------------------------------------------------------------------------------------ SEARCHMEDIA HOLDINGS LTD *W EXP 11/19/201 WARRANT G8005Y114 57 226449 SH SOLE none 226449 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS DISCR FUND 81369Y407 3741 100000 SH PUT SOLE none 100000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI CONS STPLS FUND 81369Y308 6155 210000 SH PUT SOLE none 210000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI HEALTHCARE FUND 81369Y209 4725 150000 SH PUT SOLE none 150000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-ENERGY FUND 81369Y506 4095 60000 SH PUT SOLE none 60000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-FINL FUND 81369Y605 13717 860000 SH PUT SOLE none 860000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-INDS FUND 81369Y704 4010 115000 SH PUT SOLE none 115000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-TECH FUND 81369Y803 6298 250000 SH PUT SOLE none 250000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI INT-UTILS FUND 81369Y886 1567 50000 SH PUT SOLE none 50000 ------------------------------------------------------------------------------------------------------------ SELECT SECTOR SPDR TR SBI MATERIALS FUND 81369Y100 1694 44000 SH PUT SOLE none 44000 ------------------------------------------------------------------------------------------------------------ SESI L L C FRNT 1.500% 12/1 DEBT 78412FAH7 2038 2000000 PRN SOLE none 2000000 ------------------------------------------------------------------------------------------------------------ SIRIUS XM RADIO INC COM COM 82967N108 913 560000 SH SOLE none 560000 ------------------------------------------------------------------------------------------------------------ SK TELECOM LTD SPONSORED ADR ADR 78440P108 2953 158525 SH SOLE none 158525 ------------------------------------------------------------------------------------------------------------ SLM CORP COM COM 78442P106 138 11000 SH SOLE none 11000 ------------------------------------------------------------------------------------------------------------ SMURFIT-STONE CONTAINER CORP COM COM 83272A104 2033 79396 SH SOLE none 79396 ------------------------------------------------------------------------------------------------------------ SOTHEBYS COM COM 835898107 2160 48000 SH SOLE none 48000 ------------------------------------------------------------------------------------------------------------ SPDR GOLD TRUST GOLD SHS FUND 78463V107 555 4000 SH SOLE none 4000 ------------------------------------------------------------------------------------------------------------ SPECIAL OPPORTUNITIES FD INC COM FUND 84741T104 303 20510 SH SOLE none 20510 ------------------------------------------------------------------------------------------------------------ STANLEY FURNITURE CO INC COM NEW COM 854305208 452 145263 SH SOLE none 145263 ------------------------------------------------------------------------------------------------------------ STAR BULK CARRIERS CORP COM COM Y8162K105 338 126582 SH SOLE none 126582 ------------------------------------------------------------------------------------------------------------ SWIFT ENERGY CO COM COM 870738101 666 17000 SH SOLE none 17000 ------------------------------------------------------------------------------------------------------------ TCF FINL CORP *W EXP 11/14/201 WARRANT 872275128 538 100000 SH SOLE none 100000 ------------------------------------------------------------------------------------------------------------ TERADYNE INC COM COM 880770102 772 55000 SH SOLE none 55000 ------------------------------------------------------------------------------------------------------------ THERAVANCE INC NOTE 3.000% 1/1 DEBT 88338TAA2 462 409000 PRN SOLE none 409000 ------------------------------------------------------------------------------------------------------------ TRANS WORLD ENTMT CORP COM COM 89336Q100 314 183710 SH SOLE none 183710 ------------------------------------------------------------------------------------------------------------ TSAKOS ENERGY NAVIGATION LTD SHS COM G9108L108 750 75000 SH SOLE none 75000 ------------------------------------------------------------------------------------------------------------ TWO HBRS INVT CORP *W EXP 07/13/201 WARRANT 90187B119 727 2906918 SH SOLE none 2906918 ------------------------------------------------------------------------------------------------------------ UNITED STATES STL CORP NEW COM COM 912909108 16498 282400 SH SOLE none 282400 ------------------------------------------------------------------------------------------------------------ US BANCORP DEL COM NEW COM 902973304 2697 100000 SH CALL SOLE none 100000 ------------------------------------------------------------------------------------------------------------ US BANCORP DEL COM NEW COM 902973304 1214 45000 SH PUT SOLE none 45000 ------------------------------------------------------------------------------------------------------------ USEC INC NOTE 3.000%10/0 DEBT 90333EAC2 10148 11275000 PRN SOLE none 11275000 ------------------------------------------------------------------------------------------------------------ VANTAGE DRILLING COMPANY *W EXP 05/24/201 WARRANT G93205121 1 271298 SH SOLE none 271298 ------------------------------------------------------------------------------------------------------------ VANTAGE DRILLING COMPANY ORD SHS COM G93205113 406 200000 SH SOLE none 200000 ------------------------------------------------------------------------------------------------------------ VERENIUM CORP COM NEW COM 92340P209 164 51229 SH SOLE none 51229 ------------------------------------------------------------------------------------------------------------ VERENIUM CORP NOTE 5.500% 4/0 DEBT 92340PAA8 2392 2650000 PRN SOLE none 2650000 ------------------------------------------------------------------------------------------------------------ VERENIUM CORP NOTE 9.000% 4/0 DEBT 92340PAB6 2782 2956000 PRN SOLE none 2956000 ------------------------------------------------------------------------------------------------------------ VERIFONE SYS INC NOTE 1.375% 6/1 DEBT 92342YAB5 2706 2500000 PRN SOLE none 2500000 ------------------------------------------------------------------------------------------------------------ WALKER & DUNLOP INC COM COM 93148P102 757 75000 SH SOLE none 75000 ------------------------------------------------------------------------------------------------------------ WESCO INTL INC COM COM 95082P105 2434 46100 SH SOLE none 46100 ------------------------------------------------------------------------------------------------------------ WESTERN LIBERTY BANCORP COM COM 961443108 1284 239960 SH SOLE none 239960 ------------------------------------------------------------------------------------------------------------ WESTWAY GROUP INC *W EXP 05/24/201 WARRANT 96169B118 100 1000000 SH SOLE none 1000000 ------------------------------------------------------------------------------------------------------------ WESTWAY GROUP INC COM COM 96169B100 48 12790 SH SOLE none 12790 ------------------------------------------------------------------------------------------------------------ WORLD ACCEP CORPORATION NOTE 3.000% 10/0 DEBT 981417AB4 6067 6000000 PRN SOLE none 6000000 ------------------------------------------------------------------------------------------------------------ WOWJOINT HOLDINGS LIMITED *W EXP 05/15/201 WARRANT G9796W119 40 92365 SH SOLE none 92365 ------------------------------------------------------------------------------------------------------------ XILINX INC COM COM 983919101 4353 150200 SH SOLE none 150200 ------------------------------------------------------------------------------------------------------------ XILINX INC SDCV 3.125% 3/1 DEBT 983919AD3 42 40000 PRN SOLE none 40000 ------------------------------------------------------------------------------------------------------------ ZWEIG TOTAL RETURN FD INC COM FUND 989837109 786 220739 SH SOLE none 220739 ------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ 629405 213 - 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