0001288136-12-000063.txt : 20120814 0001288136-12-000063.hdr.sgml : 20120814 20120814165038 ACCESSION NUMBER: 0001288136-12-000063 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121033822 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 sec063012.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 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 14, 2012 ------------------- Minnetonka, MN 55305 Report Type (Check only one): [x] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT Form 13F Summary Page Report Summary: Confidential information has been omitted from this Form 13F report and filed separately with the Commission. Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 332 Form 13F Information Table Value Total: 2318828 (thousands) List of Other Included Managers: None Form 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------- Name of Class Value Shrs or SH/ Put/ Investment Other Voting authority Issuer Title CUSIP (x$1000) prn amt PRN Call discretion managers Sole Shared None ------------------------------------------------------------------------------------------------------- 3M CO COM 88579Y101 1507 16824 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ 3M CO COM 88579Y101 1507 16824 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ABBOTT LABORATORI COM 002824100 2449 37988 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ABBOTT LABORATORI COM 002824100 2449 37988 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ACQUITY GROUP LTD ADR 00489C103 1955 198485 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ADVANCED MICRO DE DEBT 007903AL1 5084 5000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ ADVENTRX PHARMACE COM 00764X202 319 625000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AETNA INC COM 00817Y108 1667 43000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AH BELO CORP-A COM 001282102 252 62733 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ALERE INC COM 01449J105 1754 90221 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ALTRA HOLDINGS IN COM 02208R106 776 49300 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ALTRIA GROUP INC COM 02209S103 1754 50738 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ALTRIA GROUP INC COM 02209S103 1754 50738 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ AMAZON.COM INC COM 023135106 2006 8785 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AMAZON.COM INC COM 023135106 2006 8785 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL REIT 02503X105 17890 532285 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL REIT 02503X105 27653 822761 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL COM 02503Y103 111050 11038724 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN EXPRESS COM 025816109 1403 24101 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN EXPRESS COM 025816109 1403 24101 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN INTERNAT COM 026874784 3228 100625 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AMERICAN INTERNAT COM 026874784 11549 359900 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AMGEN INC COM 031162100 2389 32768 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AMGEN INC COM 031162100 931 12768 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ANDINA ACQUISITIO DEBT G0440W118 2951 295100 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ ANNALY CAPITAL MG DEBT 035710AB8 199969 202500000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ AOL INC COM 00184X105 292 10400 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ APARTMENT INVT & REIT 03748R101 5515 204000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ APOLLO RESIDENTIA COM 03763V102 419 21734 SH Sole none Sole ------------------------------------------------------------------------------------------------------ APPLE INC COM 037833100 28382 48600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ APPLE INC COM 037833100 13001 22262 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ APPLE INC COM 037833100 61590 105462 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ARIBA INC COM 04033V203 5071 113300 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ARMOUR RESIDENTIA WRT 042315119 99 5036672 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AT&T INC COM 00206R102 5230 146668 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ AT&T INC COM 00206R102 5230 146668 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ATP OIL & GAS COR COM 00208J108 495 147400 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISI COM G06368107 2064 206400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AUSTRALIA ACQUISI WRT G06368115 80 727200 SH Sole none Sole ------------------------------------------------------------------------------------------------------ AXIS CAPITAL HOLD COM G0692U109 6480 199076 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BAKER HUGHES INC COM 057224107 492 11967 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BANK OF AMERICA C COM 060505104 5482 670135 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ BANK OF AMERICA C COM 060505104 1392 170135 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ BANK OF AMERICA C WRT 060505682 717 735 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BANRO CORPORATION COM 066800103 116 31000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BERKSHIRE HATHAWA COM 084670702 3501 42022 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ BERKSHIRE HATHAWA COM 084670702 3501 42022 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ BGS ACQUISITION C UNIT G1082J126 4192 426000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLACKROCK FLOAT R FUND 09255Y108 494 37528 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLACKROCK FLOAT R FUND 09255X100 471 32652 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLACKROCK INCOME FUND 09247F100 7767 1038330 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLACKSTONE/GSO SE FUND 09256U105 1911 100312 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLUE WOLF MONGOLI COM G11962100 5628 581400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BLUE WOLF MONGOLI COM G11962118 349 581400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BOEING CO/THE COM 097023105 1331 17918 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ BOEING CO/THE COM 097023105 1331 17918 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ BRE PROPERTIES IN REIT 05564E106 1245 24900 SH Sole none Sole ------------------------------------------------------------------------------------------------------ BRISTOL-MYERS SQU COM 110122108 1472 40950 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ BRISTOL-MYERS SQU COM 110122108 1472 40950 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ BROOKDALE SENIOR COM 112463104 636 35800 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CAPITALSOURCE INC COM 14055X102 8311 1236739 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CATERPILLAR INC COM 149123101 1330 15668 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CATERPILLAR INC COM 149123101 1330 15668 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITI COM G19867103 2901 293665 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CAZADOR ACQUISITI WRT G19867129 23 157100 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CBOE HOLDINGS INC COM 12503M108 6054 218735 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CHART INDUSTRIES COM 16115Q308 8692 126400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CHESAPEAKE ENERGY DEBT 165167CA3 4124 5000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ CHEVRON CORP COM 166764100 5074 48088 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CHEVRON CORP COM 166764100 5074 48088 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CHINA GROWTH EQUI COM G2114K107 1470 150000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CHINA HYDROELECTR WRT G2112E145 14 649292 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CHIQUITA BRANDS I DEBT 170032AT3 1083 1500000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ CIENA CORP COM 171779309 4154 253750 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CISCO SYSTEMS INC COM 17275R102 2221 129369 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CISCO SYSTEMS INC COM 17275R102 2221 129369 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CITIGROUP INC COM 172967424 1312 47857 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CITIGROUP INC COM 172967424 1312 47857 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CMS ENERGY CORP DEBT 125896BD1 28375 16685000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ CNA FINANCIAL COR COM 126117100 8444 304633 SH Sole none Sole ------------------------------------------------------------------------------------------------------ COCA-COLA CO/THE COM 191216100 4284 54794 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ COCA-COLA CO/THE COM 191216100 4284 54794 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ COMCAST CORP-CLAS COM 20030N101 2085 65183 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ COMCAST CORP-CLAS COM 20030N101 2085 65183 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ COMSTOCK RESOURCE COM 205768203 4927 325400 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CONOCOPHILLIPS COM 20825C104 1773 31740 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CONOCOPHILLIPS COM 20825C104 1773 31740 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CONSTELLATION BRA COM 21036P108 677 25000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ CORELOGIC INC COM 21871D103 12522 683843 SH Sole none Sole ------------------------------------------------------------------------------------------------------ COSI INC COM 22122P101 71 100000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CRAWFORD & COMPAN COM 224633206 829 214850 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CRUMBS BAKE SHOP WRT 228803110 9 95609 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CUBIST PHARMACEUT COM 229678107 11054 291600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ CVS CAREMARK CORP COM 126650100 1457 31191 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ CVS CAREMARK CORP COM 126650100 1457 31191 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ DENALI FUND/THE FUND 24823A102 374 26099 SH Sole none Sole ------------------------------------------------------------------------------------------------------ DIGITAL REALTY TR REIT 253868103 11898 158494 SH Sole none Sole ------------------------------------------------------------------------------------------------------ DOLAN CO/THE COM 25659P402 12505 1858129 SH Sole none Sole ------------------------------------------------------------------------------------------------------ DOMINION RESOURCE DEBT 25746UAT6 39328 25000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ DRYSHIPS INC COM Y2109Q101 952 434800 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EATON VANCE FLOAT FUND 278279104 1060 68573 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EATON VANCE SR FL FUND 27828Q105 416 27252 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EDGEN GROUP INC COM 28014Q107 3109 413479 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EDWARDS GROUP LTD ADR 281736108 2000 250000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EINSTEIN NOAH RES COM 28257U104 383 21810 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EMC CORP/MA COM 268648102 842 32829 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ EMC CORP/MA COM 268648102 842 32829 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ENERGY SELECT SEC ETP 81369Y506 53760 810000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ENTEROMEDICS INC COM 29365M208 207 60000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ EOG RESOURCES INC COM 26875P101 883 9800 SH Sole none Sole ------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP COM 30231G102 9814 114696 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP COM 30231G102 9814 114696 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ FACEBOOK INC-A COM 30303M102 311 10000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ FACEBOOK INC-A COM 30303M102 1555 50000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ FINANCIAL SELECT ETP 81369Y605 54150 3700000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ FINANCIAL SELECT ETP 81369Y605 2092 143000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ FIRST HORIZON NAT COM 320517105 13195 1525400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ FIRST HORIZON NAT COM 320517105 216 25000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ FOREST OIL CORP COM 346091705 367 50000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GAP INC/THE COM 364760108 1368 50000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GEN-PROBE INC COM 36866T103 732 8900 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GENCO SHIPPING & COM Y2685T107 332 109090 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GENCORP INC DEBT 368682AN0 16901 16292000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ GENERAL ELECTRIC COM 369604103 5339 256207 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GENERAL ELECTRIC COM 369604103 5339 256207 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ GENERAL MOTORS CO WRT 37045V118 5511 500016 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GENERAL MOTORS CO WRT 37045V126 19543 2882497 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GILEAD SCIENCES I DEBT 375558AP8 5198 4000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ GLOBAL EAGLE ACQU COM 37951D102 6937 710000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GLOBAL EAGLE ACQU WRT 37951D110 176 702500 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GLOBAL EAGLE ACQU COM 37951D201 2428 241571 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GLOBAL PAYMENTS I COM 37940X102 12317 284930 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GLOBAL POWER EQUI COM 37941P306 655 30000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GOLD STANDARD VEN COM 380738104 960 500000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GOLDMAN SACHS GRO COM 38141G104 767 8011 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GOLDMAN SACHS GRO COM 38141G104 767 8011 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ GOOGLE INC-CL A COM 38259P508 3509 6050 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ GOOGLE INC-CL A COM 38259P508 3509 6050 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ GREEN DOT CORP-CL COM 39304D102 9080 410473 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GREENBRIER COMPAN COM 393657101 1197 68100 SH Sole none Sole ------------------------------------------------------------------------------------------------------ GRIFFON CORP COM 398433102 494 57600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ H&R BLOCK INC COM 093671105 400 25000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ HALLIBURTON CO COM 406216101 482 17000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HATTERAS FINANCIA REIT 41902R103 1859 65000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HAWAIIAN TELCOM H COM 420031106 5832 298950 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HEALTHSOUTH CORP COM 421924309 1945 83600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HEARTWARE INTERNA COM 422368100 6442 72536 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HICKS ACQUISITION COM 429090103 9433 950000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HICKS ACQUISITION WRT 429090111 481 960600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HOLOGIC INC COM 436440101 1303 72300 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HOME DEPOT INC COM 437076102 4769 90000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HOME DEPOT INC COM 437076102 1964 37052 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ HOME DEPOT INC COM 437076102 17861 337052 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ HORNBECK OFFSHORE COM 440543106 4742 122299 SH Sole none Sole ------------------------------------------------------------------------------------------------------ HUMAN GENOME SCIE COM 444903108 6564 500000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ HYPERDYNAMICS COR COM 448954107 14 17171 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ICONIX BRAND GROU COM 451055107 2558 146400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ INTEL CORP COM 458140100 43231 1622173 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ INTEL CORP COM 458140100 4589 172173 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ INTL BUSINESS MAC COM 459200101 5477 28003 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ INTL BUSINESS MAC COM 459200101 5477 28003 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ INVESCO MORTGAGE REIT 46131B100 13413 731324 SH Sole none Sole ------------------------------------------------------------------------------------------------------ INVESCO VAN KAMPE FUND 46132R104 543 46308 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES DJ US REA ETP 464287739 38361 600000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES FTSE CHIN ETP 464287184 5050 150000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES FTSE CHIN ETP 464287184 2693 80000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI AUST ETP 464286103 25238 1155000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI BRAZ ETP 464286400 4394 85000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI BRAZ ETP 464286400 8793 170100 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI MEXI ETP 464286822 615 10000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI MEXI ETP 464286822 615 10000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI SOUT ETP 464286772 2302 42000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI SOUT ETP 464286772 2302 42000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI TAIW ETP 464286731 1376 112500 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ISHARES MSCI TAIW ETP 464286731 1376 112500 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ JAKKS PACIFIC INC COM 47012E106 901 56300 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ JANUS CAPITAL GRO COM 47102X105 1006 128630 SH Sole none Sole ------------------------------------------------------------------------------------------------------ JDS UNIPHASE CORP COM 46612J507 963 87500 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ JDS UNIPHASE CORP COM 46612J507 963 87500 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ JOHNSON & JOHNSON COM 478160104 21433 317251 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ JOHNSON & JOHNSON COM 478160104 4543 67251 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ JOURNAL COMMUNICA COM 481130102 270 52399 SH Sole none Sole ------------------------------------------------------------------------------------------------------ JPMORGAN CHASE & COM 46625H100 15801 442263 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ JPMORGAN CHASE & COM 46625H100 3288 92063 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ KB HOME COM 48666K109 980 100000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ KINDER MORGAN INC COM 49456B101 16754 520000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ KRAFT FOODS INC-C COM 50075N104 1657 42916 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ KRAFT FOODS INC-C COM 50075N104 1657 42916 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ LEGG MASON INC COM 524901105 8675 328994 SH Sole none Sole ------------------------------------------------------------------------------------------------------ LIBERTY INTERACTI DEBT 530715AN1 29381 67445000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ LINCOLN NATIONAL COM 534187109 9177 419598 SH Sole none Sole ------------------------------------------------------------------------------------------------------ LMP CORPORATE LOA FUND 50208B100 131 10897 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MACK-CALI REALTY REIT 554489104 599 20629 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MACQUARIE GLOBAL FUND 55608D101 642 36970 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MACY'S INC COM 55616P104 1718 50000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MANNKIND CORP DEBT 56400PAC6 3406 5800000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ MARKET VECTORS OI ETP 57060U191 3564 100000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MARKET VECTORS RU ETP 57060U506 1831 70000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MATERIALS SELECT ETP 81369Y100 2294 65000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MBIA INC COM 55262C100 3562 329542 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MBIA INC COM 55262C100 9512 880000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MCDONALD'S CORP COM 580135101 2185 24690 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MCDONALD'S CORP COM 580135101 2185 24690 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ MCMORAN EXPLORATI COM 582411104 855 67500 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MEDCATH CORPORATI COM 58404W109 323 43250 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MEDICIS PHARMACEU DEBT 58470KAA2 18788 15000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ MERCK & CO. INC. COM 58933Y105 3096 74159 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MERCK & CO. INC. COM 58933Y105 3096 74159 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ MFA FINANCIAL INC REIT 55272X102 1539 195000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM 594918104 45273 1480002 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MICROSOFT CORP COM 594918104 5506 180002 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ MICROVISION INC COM 594960304 1176 730000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MONSTER WORLDWIDE COM 611742107 83 10000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MONSTER WORLDWIDE COM 611742107 416 50000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ MORGAN STANLEY COM 617446448 6452 442200 SH Sole none Sole ------------------------------------------------------------------------------------------------------ MORGAN STANLEY COM 617446448 7295 500000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ MORGAN STANLEY EA FUND 616988101 606 41036 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NATIONSTAR MORTGA COM 63861C109 665 30900 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NAUTILUS MARINE A COM Y6255E101 5833 594000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NAVISTAR INTERNAT COM 63934E108 593 20900 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ NEOSTEM INC COM 640650305 286 583194 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NEOSTEM INC COM 640650305 613 1250000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ NEOSTEM INC WRT 640650115 1 150000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NETAPP INC DEBT 64110DAB0 9747 8485000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ NEWCASTLE INVESTM REIT 65105M108 1392 207773 SH Sole none Sole ------------------------------------------------------------------------------------------------------ NUVEEN FLOATING R FUND 6706EN100 340 28599 SH Sole none Sole ------------------------------------------------------------------------------------------------------ OCCIDENTAL PETROL COM 674599105 1687 19669 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ OCCIDENTAL PETROL COM 674599105 1687 19669 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ OCEAN RIG UDW INC COM Y64354205 1018 75372 SH Sole none Sole ------------------------------------------------------------------------------------------------------ OCWEN FINANCIAL C COM 675746309 68975 3672847 SH Sole none Sole ------------------------------------------------------------------------------------------------------ OIL STATES INTERN DEBT 678026AB1 12513 6000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ OMNICARE INC DEBT 681904AN8 21081 16000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ OMNICOM GROUP INC DEBT 681919AV8 5607 5500000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ ORACLE CORP COM 68389X105 2815 94815 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ORACLE CORP COM 68389X105 2815 94815 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ OWENS CORNING WRT 690742127 136 138108 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PDC ENERGY INC COM 69327R101 2662 108600 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PENNYMAC MORTGAGE REIT 70931T103 27690 1403502 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PENNYMAC MORTGAGE REIT 70931T103 17430 883400 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ PEPSICO INC COM 713448108 2694 38135 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ PEPSICO INC COM 713448108 2694 38135 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ PFIZER INC COM 717081103 6980 303408 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ PFIZER INC COM 717081103 6579 286008 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ PHH CORP DEBT 693320AQ6 58939 36679000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ PHILIP MORRIS INT COM 718172109 3670 42052 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ PHILIP MORRIS INT COM 718172109 3670 42052 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ PIMCO INCOME STRA FUND 72201J104 328 31325 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PIPER JAFFRAY COS COM 724078100 8441 360261 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PLATINUM UNDERWRI COM G7127P100 2968 77907 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PRIME ACQUISITION COM G72436101 2184 226300 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PRIME ACQUISITION WRT G72436127 58 181000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PRINCIPAL FINANCI COM 74251V102 3968 151291 SH Sole none Sole ------------------------------------------------------------------------------------------------------ PROCTER & GAMBLE COM 742718109 11754 191899 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ PROCTER & GAMBLE COM 742718109 4098 66899 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ QUALCOMM INC COM 747525103 2256 40504 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ QUALCOMM INC COM 747525103 2256 40504 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ QUEST SOFTWARE IN COM 74834T103 25733 925297 SH Sole none Sole ------------------------------------------------------------------------------------------------------ RADIAN GROUP INC DEBT 750236AK7 6013 10000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ RAYONIER TRS HOLD DEBT 75508AAB2 18666 15000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ RED ROBIN GOURMET COM 75689M101 784 25708 SH Sole none Sole ------------------------------------------------------------------------------------------------------ RETAIL OPPORTUNIT WRT 76131N119 4403 4892464 SH Sole none Sole ------------------------------------------------------------------------------------------------------ RETAIL PROPERTIES REIT 76131V202 193 19800 SH Sole none Sole ------------------------------------------------------------------------------------------------------ RITE AID CORP DEBT 767754BU7 4515 4250000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ RITE AID CORP COM 767754104 939 670000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ ROI ACQUISITION C COM 74966A203 7210 721000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ROVI CORP COM 779376102 3233 164800 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ROYAL BK SCOTLND PREF 780097739 886 50000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ROYCE FOCUS TRUST FUND 78080N108 360 57342 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SAFEGUARD SCIENTI DEBT 786449AH1 4251 3367000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ SAKS INC COM 79377W108 7308 686200 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SALESFORCE.COM IN DEBT 79466LAB0 8550 5000000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ SANDISK CORP COM 80004C101 9390 257400 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SCG FINANCIAL ACQ COM 78404K103 5989 620000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM 806857108 907 13979 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM 806857108 2113 32555 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM 806857108 2113 32555 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ SCORPIO TANKERS I COM Y7542C106 649 101500 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SEI INVESTMENTS C COM 784117103 1996 100367 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SEMGROUP CORP-CLA WRT 81663A113 707 78032 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SIRIUS XM RADIO I COM 82967N108 370 200000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ SPDR BARCLAYS CAP ETP 78464A417 17043 431908 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SPDR S&P 500 ETF ETP 78462F103 30067 220900 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SPDR S&P 500 ETF ETP 78462F103 114600 842000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ SPDR S&P HOMEBUIL ETP 78464A888 1324 62000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ SPHERIX INC COM 84842R205 11 19231 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ SPECIAL OPPORTUNI FUND 84741T104 310 20510 SH Sole none Sole ------------------------------------------------------------------------------------------------------ STONE ENERGY CORP COM 861642106 6698 264340 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SUNPOWER CORP DEBT 867652AC3 8249 9165000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ SUPERIOR ENERGY S COM 868157108 424 20960 SH Sole none Sole ------------------------------------------------------------------------------------------------------ SYMANTEC CORP DEBT 871503AF5 9726 9500000 PRN Sole none Sole ------------------------------------------------------------------------------------------------------ SYNTROLEUM CORP WRT 871630109 214 316456 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TALBOTS INC COM 874161102 114 45000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ TARGET CORP COM 87612E106 2910 50000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ TCF FINANCIAL COR COM 872275102 8551 744796 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TELECOMMUNICATION COM 87929J103 238 193300 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TITAN MACHINERY I COM 88830R101 2111 69500 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TRIO MERGER CORP COM 896697109 414 42500 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TSAKOS ENERGY NAV COM G9108L108 1563 320900 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TTM TECHNOLOGIES COM 87305R109 1899 202259 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TUDOU HOLDINGS LT ADR 89903T107 6895 205717 SH Sole none Sole ------------------------------------------------------------------------------------------------------ TWO HARBORS INVES WRT 90187B119 611 2906918 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ULTRAPETROL (BAHA COM P94398107 152 128470 SH Sole none Sole ------------------------------------------------------------------------------------------------------ UNION PACIFIC COR COM 907818108 922 7727 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ UNION PACIFIC COR COM 907818108 922 7727 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ UNITED PARCEL SER COM 911312106 1833 23270 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ UNITED PARCEL SER COM 911312106 1833 23270 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ UNITED TECHNOLOGI COM 913017109 1658 21968 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ UNITED TECHNOLOGI COM 913017109 1658 21968 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ UNITEDHEALTH GROU COM 91324P102 1478 25271 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ UNITEDHEALTH GROU COM 91324P102 1478 25271 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ UNIVERSAL BUSINES COM 913384103 3474 578984 SH Sole none Sole ------------------------------------------------------------------------------------------------------ UNIVERSAL BUSINES WRT 913384111 144 578984 SH Sole none Sole ------------------------------------------------------------------------------------------------------ US BANCORP COM 902973304 1477 45952 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ US BANCORP COM 902973304 1477 45952 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ VERIFONE SYSTEMS COM 92342Y109 9602 290145 SH Sole none Sole ------------------------------------------------------------------------------------------------------ VERIZON COMMUNICA COM 92343V104 3098 69718 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ VERIZON COMMUNICA COM 92343V104 3098 69718 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ VISA INC-CLASS A COM 92826C839 501 4050 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ VISA INC-CLASS A COM 92826C839 501 4050 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ WAL-MART STORES I COM 931142103 2942 42198 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ WAL-MART STORES I COM 931142103 2942 42198 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ WALT DISNEY CO/TH COM 254687106 2092 43128 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ WALT DISNEY CO/TH COM 254687106 2092 43128 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ WALTER INVESTMENT COM 93317W102 28778 1227771 SH Sole none Sole ------------------------------------------------------------------------------------------------------ WELLS FARGO & CO COM 949746101 45307 1354906 SH Sole none Sole ------------------------------------------------------------------------------------------------------ WELLS FARGO & CO COM 949746101 4270 127711 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ WELLS FARGO & CO COM 949746101 4270 127711 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ WESTERN ASSET MOR REIT 95790D105 19737 1012682 SH Sole none Sole ------------------------------------------------------------------------------------------------------ WISDOMTREE INDIA ETP 97717W422 1034 60000 SH Call Sole none Sole ------------------------------------------------------------------------------------------------------ WISDOMTREE INDIA ETP 97717W422 1034 60000 SH Put Sole none Sole ------------------------------------------------------------------------------------------------------ XERIUM TECHNOLOGI COM 98416J118 174 60000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ ZYNGA INC - CL A COM 98986T108 1360 250000 SH Sole none Sole ------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------- 2318828 332 ---------------------------------------------------------------------------------------------------------