Profiles >> Pine River Capital Management LP >> 13Fs
Pine River Capital Management LP
Last Updated: 3/2/2021
Pine River Capital Management LP is a Limited Partnership that started in 2002 and is primarily owned and controlled by Brian Taylor. Below is a list of the Top 10 Holdings by value as reported to the SEC through their historical 13F Filings. You can drill down to get a full comprehensive list by expanding the date of interest and clicking on the Full List Link. To see a profile of the company, click here.
Historical 13F Holdings - Top 10 By Value By Date
(click date to expand)
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 30816 | 106000 | SH | Put | SOLE | 106000 | 0 | 0 | |
| AMYRIS INC | DEBT | 03236MAF8 | 2124 | 2125000 | PRN | SOLE | 2125000 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AMYRIS INC | DEBT | 03236MAF8 | 3103 | 3125000 | PRN | SOLE | 3125000 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AM6 | 14 | 14354 | PRN | SOLE | 14354 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IPATH S&P 500 VIX S/T FU ETN | ETP | 06746L422 | 37848 | 800000 | SH | Put | SOLE | 800000 | 0 | 0 | |
| AMYRIS INC | DEBT | 03236MAF8 | 3263 | 3625000 | PRN | SOLE | 3625000 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS INC | DEBT | 786449AK4 | 3005 | 3009000 | PRN | SOLE | 3009000 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AM6 | 13 | 13819 | PRN | SOLE | 13819 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 193820 | 726300 | SH | Put | SOLE | 726300 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 30969 | 116050 | SH | SOLE | 116050 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 5580 | 6000000 | PRN | SOLE | 6000000 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS INC | DEBT | 786449AK4 | 3026 | 3009000 | PRN | SOLE | 3009000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAF8 | 2301 | 3625000 | PRN | SOLE | 3625000 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 1174 | 1167000 | PRN | SOLE | 1167000 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AM6 | 13 | 13819 | PRN | SOLE | 13819 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| TIME WARNER INC | COM | 887317303 | 294645 | 2875984 | SH | SOLE | 2867835 | 0 | 8149 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 262862 | 1046300 | SH | Put | SOLE | 1046300 | 0 | 0 | |
| CR BARD INC | COM | 067383109 | 224540 | 700592 | SH | SOLE | 697446 | 0 | 3146 | ||
| AT&T INC | COM | 00206R102 | 193739 | 4946100 | SH | Put | SOLE | 4938500 | 0 | 7600 | |
| ISHARES IBOXX USD HIGH YIELD | ETP | 464288513 | 177520 | 2000000 | SH | Put | SOLE | 2000000 | 0 | 0 | |
| RESOURCE CAPITAL CORP | DEBT | 76120WAC8 | 58173 | 56345000 | PRN | SOLE | 56345000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 44891 | 48800000 | PRN | SOLE | 48800000 | 0 | 0 | ||
| MONSANTO CO | COM | 61166W101 | 19051 | 159000 | SH | SOLE | 159000 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 18029 | 71764 | SH | SOLE | 71764 | 0 | 0 | ||
| ISHARES US REAL ESTATE ETF | ETP | 464287739 | 15625 | 195600 | SH | Put | SOLE | 195600 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 714519 | 2955000 | SH | Put | SOLE | 2955000 | 0 | 0 | |
| REYNOLDS AMERICAN INC | COM | 761713106 | 311102 | 4783248 | SH | SOLE | 4761656 | 0 | 21592 | ||
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 303498 | 5118020 | SH | SOLE | 5107919 | 0 | 10101 | ||
| ISHARES IBOXX USD HIGH YIELD | ETP | 464288513 | 278429 | 3150000 | SH | Put | SOLE | 3150000 | 0 | 0 | |
| ALLERGAN PLC | COM | G0177J108 | 273768 | 1126200 | SH | Call | SOLE | 1126200 | 0 | 0 | |
| ALLERGAN PLC | COM | G0177J108 | 273476 | 1125000 | SH | Put | SOLE | 1125000 | 0 | 0 | |
| WHOLE FOODS MARKET INC | COM | 966837106 | 244500 | 5806225 | SH | SOLE | 5790525 | 0 | 15700 | ||
| TIME WARNER INC | COM | 887317303 | 189488 | 1887135 | SH | SOLE | 1859344 | 0 | 27791 | ||
| CR BARD INC | COM | 067383109 | 174836 | 553083 | SH | SOLE | 540914 | 0 | 12169 | ||
| VCA INC | COM | 918194101 | 172377 | 1867351 | SH | SOLE | 1867351 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1024292 | 4345000 | SH | Put | SOLE | 4345000 | 0 | 0 | |
| ALLERGAN PLC | COM | G0177J108 | 931644 | 3899400 | SH | Put | SOLE | 3899400 | 0 | 0 | |
| ALLERGAN PLC | COM | G0177J108 | 611850 | 2560900 | SH | Call | SOLE | 2560900 | 0 | 0 | |
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 368783 | 6445025 | SH | SOLE | 6445025 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 302194 | 4795181 | SH | SOLE | 4767867 | 0 | 27314 | ||
| ISHARES IBOXX USD HIGH YIELD | ETP | 464288513 | 285285 | 3250000 | SH | Put | SOLE | 3250000 | 0 | 0 | |
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 211115 | 2369948 | SH | SOLE | 2344781 | 0 | 25167 | ||
| VCA INC | COM | 918194101 | 196267 | 2145000 | SH | SOLE | 2145000 | 0 | 0 | ||
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 48673 | 1300000 | SH | Put | SOLE | 1300000 | 0 | 0 | |
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 47215 | 46693000 | PRN | SOLE | 46693000 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 722002 | 3230000 | SH | Put | SOLE | 3230000 | 0 | 0 | |
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 188807 | 3350025 | SH | SOLE | 3350025 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 155266 | 1680364 | SH | SOLE | 1680364 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 143283 | 4032750 | SH | SOLE | 4032750 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 58569 | 1672900 | SH | Put | SOLE | 1672900 | 0 | 0 | |
| ALLERGAN PLC | COM | G0177J108 | 54750 | 260700 | SH | Call | SOLE | 260700 | 0 | 0 | |
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 43645 | 46180000 | PRN | SOLE | 46180000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 43358 | 82000000 | PRN | SOLE | 82000000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 40546 | 42352000 | PRN | SOLE | 42352000 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 33160 | 621221 | SH | SOLE | 525757 | 0 | 95464 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1223180 | 5655000 | SH | Put | SOLE | 5655000 | 0 | 0 | |
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 628966 | 7007980 | SH | SOLE | 7007980 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 628250 | 7000000 | SH | Put | SOLE | 7000000 | 0 | 0 | |
| LINKEDIN CORP - A | COM | 53578A108 | 380573 | 1991283 | SH | SOLE | 1991283 | 0 | 0 | ||
| ITC Holdings Corp ON XNYS | COM | 465685105 | 318200 | 6845959 | SH | SOLE | 6845959 | 0 | 0 | ||
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 96150 | 2500000 | SH | Put | SOLE | 2500000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 94869 | 438600 | SH | SOLE | 438600 | 0 | 0 | ||
| Coty Inc ON XNYS | COM | 222070203 | 76904 | 3314826 | SH | SOLE | 3314826 | 0 | 0 | ||
| CEPHEID | COM | 15670R107 | 74521 | 1414326 | SH | SOLE | 1414326 | 0 | 0 | ||
| WHITEWAVE FOODS CO | COM | 966244105 | 74292 | 1364929 | SH | SOLE | 1364929 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 3538402 | 12520 | SH | SOLE | 12520 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1338547 | 6390000 | SH | Put | SOLE | 6390000 | 0 | 0 | |
| HSBC 6.375 P12/29/49-V2 | DEBT | 404280AT6 | 475000 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| LINKEDIN CORP - A | COM | 53578A108 | 363716 | 1921882 | SH | SOLE | 1921882 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 160894 | 2202516 | SH | SOLE | 2202516 | 0 | 0 | ||
| ISHARES US REAL ESTATE ETF | ETP | 464287739 | 123585 | 1500000 | SH | Put | SOLE | 1500000 | 0 | 0 | |
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 97405 | 6153221 | SH | SOLE | 6153221 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 70182 | 135111000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 58736 | 1051878 | SH | SOLE | 994296 | 0 | 57582 | ||
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 56309 | 1638800 | SH | Put | SOLE | 1638800 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1556651 | 7574200 | SH | Put | SOLE | 7574200 | 0 | 0 | |
| SANDISK CORP | COM | 80004C101 | 282130 | 3708307 | SH | SOLE | 3677882 | 0 | 30425 | ||
| BAXALTA INC | COM | 07177M103 | 258265 | 6392738 | SH | SOLE | 6357793 | 0 | 34945 | ||
| JARDEN CORP | COM | 471109108 | 243184 | 4125247 | SH | SOLE | 4125247 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 214210 | 2835327 | SH | SOLE | 2835327 | 0 | 0 | ||
| ING GROEP NV FLT PERP | DEBT | 456837AF0 | 183500 | 2000000 | SH | SOLE | 2000000 | 0 | 0 | ||
| HEARTLAND PAYMENT SYSTEMS IN | COM | 42235N108 | 170061 | 1761013 | SH | SOLE | 1761013 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 136864 | 8980560 | SH | SOLE | 8980560 | 0 | 0 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 105144 | 1568152 | SH | SOLE | 1568152 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 86692 | 92472000 | PRN | SOLE | 92472000 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1322891 | 6488900 | SH | Put | SOLE | 6488900 | 0 | 0 | |
| BROADCOM CORP-CL A | COM | 111320107 | 524341 | 9068498 | SH | SOLE | 9041510 | 0 | 26988 | ||
| PRECISION CASTPARTS CORP | COM | 740189105 | 295070 | 1271801 | SH | SOLE | 1262837 | 0 | 8964 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 184877 | 13406586 | SH | SOLE | 13406586 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 167338 | 2298296 | SH | SOLE | 2298296 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 122322 | 600000 | SH | Call | SOLE | 600000 | 0 | 0 | |
| AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 118162 | 6814445 | SH | SOLE | 6814445 | 0 | 0 | ||
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 117709 | 3895000 | SH | Put | SOLE | 3895000 | 0 | 0 | |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 109871 | 2377132 | SH | SOLE | 2335199 | 0 | 41933 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 104720 | 1656955 | SH | SOLE | 1656955 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1715702 | 8953200 | SH | Put | SOLE | 8953200 | 0 | 0 | |
| BROADCOM CORP-CL A | COM | 111320107 | 335902 | 6531259 | SH | SOLE | 6520725 | 0 | 10534 | ||
| SIGMA-ALDRICH | COM | 826552101 | 269569 | 1940454 | SH | SOLE | 1934464 | 0 | 5990 | ||
| PRECISION CASTPARTS CORP | COM | 740189105 | 164419 | 715768 | SH | SOLE | 711125 | 0 | 4643 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 163024 | 13406586 | SH | SOLE | 13406586 | 0 | 0 | ||
| THORATEC CORP | COM | 885175307 | 144193 | 2279366 | SH | SOLE | 2279366 | 0 | 0 | ||
| CON-WAY INC | COM | 205944101 | 123370 | 2600000 | SH | SOLE | 2600000 | 0 | 0 | ||
| GOOGLE INC-CL C | COM | 38259P706 | 108583 | 178468 | SH | SOLE | 176474 | 0 | 1994 | ||
| CIT GROUP INC | COM | 125581801 | 101129 | 2526350 | SH | SOLE | 2526350 | 0 | 0 | ||
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 99949 | 1200000 | SH | Put | SOLE | 1200000 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1207910 | 5867900 | SH | Put | SOLE | 5867900 | 0 | 0 | |
| DIRECTV | COM | 25490A309 | 415632 | 4479273 | SH | SOLE | 4479273 | 0 | 0 | ||
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 384504 | 4330000 | SH | Put | SOLE | 4330000 | 0 | 0 | |
| ANNALY CAPITAL MANAGEMENT IN | REIT | 035710409 | 299227 | 32560191 | SH | SOLE | 32560191 | 0 | 0 | ||
| CATAMARAN CORP | COM | 148887102 | 268658 | 4398461 | SH | SOLE | 4398461 | 0 | 0 | ||
| SIGMA-ALDRICH | COM | 826552101 | 255208 | 1831421 | SH | SOLE | 1831421 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 181661 | 13406586 | SH | SOLE | 13406586 | 0 | 0 | ||
| GOOGLE INC-CL A | COM | 38259P508 | 152911 | 283147 | SH | SOLE | 283147 | 0 | 0 | ||
| HOSPIRA INC | COM | 441060100 | 148110 | 1669602 | SH | SOLE | 1669602 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 141191 | 709226 | SH | SOLE | 709226 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DRESSER-RAND GROUP INC | COM | 261608103 | 149255 | 1857560 | SH | SOLE | 1857560 | 0 | 0 | ||
| SHANDA GAMES LTD-SPONS ADR | ADR | 81941U105 | 19704 | 3078763 | SH | SOLE | 3078763 | 0 | 0 | ||
| OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 14700 | 557476 | SH | SOLE | 557476 | 0 | 0 | ||
| INTEGRATED SILICON SOLUTION | COM | 45812P107 | 1170 | 65400 | SH | SOLE | 65400 | 0 | 0 | ||
| PERFECT WORLD CO-SPON ADR | ADR | 71372U104 | 868 | 46719 | SH | SOLE | 46719 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DRESSER-RAND GROUP INC | COM | 261608103 | 125901 | 1539135 | SH | SOLE | 1539135 | 0 | 0 | ||
| INTL GAME TECHNOLOGY | COM | 459902102 | 105734 | 6129505 | SH | SOLE | 6129505 | 0 | 0 | ||
| CUBIST PHARMACEUT | COM | 229678107 | 60988 | 605937 | SH | SOLE | 605937 | 0 | 0 | ||
| CUBIST PHARMACEUT | COM | 229678107 | 60773 | 603800 | SH | Put | SOLE | 603800 | 0 | 0 | |
| SHANDA GAMES LTD-SPONS ADR | ADR | 81941U105 | 32678 | 5753083 | SH | SOLE | 5753083 | 0 | 0 | ||
| OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 15745 | 605566 | SH | SOLE | 605566 | 0 | 0 | ||
| PERFECT WORLD CO-SPON ADR | ADR | 71372U104 | 548 | 34800 | SH | SOLE | 34800 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 596242 | 3026300 | SH | Put | SOLE | 3026300 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 567487 | 5632600 | SH | Put | SOLE | 5632600 | 0 | 0 | |
| POWERSHARES QQQ TRUST SERIES | ETP | 73935A104 | 160534 | 1625000 | SH | Put | SOLE | 1625000 | 0 | 0 | |
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 158559 | 1450000 | SH | Call | SOLE | 1450000 | 0 | 0 | |
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 156710 | 11067106 | SH | SOLE | 11067106 | 0 | 0 | ||
| ANNALY CAPITAL MGMT | DEBT | 035710AB8 | 156429 | 154687000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| WISDOMTREE JAPAN HEDGED EQ | ETP | 97717W851 | 144926 | 2770000 | SH | Put | SOLE | 2770000 | 0 | 0 | |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 119980 | 2400086 | SH | SOLE | 2400086 | 0 | 0 | ||
| MEDTRONIC INC | COM | 585055106 | 118048 | 1905539 | SH | SOLE | 1905539 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 102157 | 2351100 | SH | Call | SOLE | 2351100 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| APPLE INC | COM | 037833100 | 405007 | 4358200 | SH | Put | SOLE | 4358200 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 403446 | 4341400 | SH | Call | SOLE | 4341400 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 353666 | 1807000 | SH | Put | SOLE | 1807000 | 0 | 0 | |
| ANNALY CAPITAL MGMT | DEBT | 035710AB8 | 131328 | 128435000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 120167 | 2455885 | SH | SOLE | 2455885 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 119912 | 7842393 | SH | SOLE | 7842393 | 0 | 0 | ||
| CATAMARAN CORP | COM | 148887102 | 103559 | 2345080 | SH | SOLE | 2345080 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 101905 | 2132800 | SH | Put | SOLE | 2132800 | 0 | 0 | |
| MEDTRONIC INC | COM | 585055106 | 100984 | 1583811 | SH | SOLE | 1583811 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 99683 | 2086300 | SH | Call | SOLE | 2086300 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 322813 | 3420000 | SH | Put | SOLE | 3420000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 314177 | 1680000 | SH | Put | SOLE | 1680000 | 0 | 0 | |
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 188780 | 2000000 | SH | Call | SOLE | 2000000 | 0 | 0 | |
| ANNALY CAPITAL MGMT | DEBT | 035710AB8 | 168564 | 164435000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 158561 | 10038569 | SH | SOLE | 10038569 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 123445 | 660096 | SH | SOLE | 660096 | 0 | 0 | ||
| FINANCIAL SELECT SECTOR SPDR | ETP | 81369Y605 | 122955 | 5503700 | SH | Put | SOLE | 5503700 | 0 | 0 | |
| INTUITIVE SURGICAL INC | COM | 46120E602 | 116424 | 265817 | SH | SOLE | 265817 | 0 | 0 | ||
| SAFEWAY INC | COM | 786514208 | 104968 | 2841600 | SH | Call | SOLE | 2841600 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 93505 | 500000 | SH | Call | SOLE | 500000 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 332610 | 1800900 | SH | Call | SOLE | 1800900 | 0 | 0 | |
| GENERAL MOTORS CO | WRT | 37045V126 | 323388 | 13957192 | SH | SOLE | 13957192 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 280531 | 14542825 | SH | SOLE | 14542825 | 0 | 0 | ||
| ANNALY CAPITAL MGMT | DEBT | 035710AB8 | 212742 | 209597000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 208523 | 13332644 | SH | SOLE | 13332644 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT IN | REIT | 035710409 | 169134 | 16964268 | SH | SOLE | 16964268 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 142378 | 770900 | SH | Put | SOLE | 770900 | 0 | 0 | |
| OCWEN FINANCIAL CORP | COM | 675746309 | 120384 | 2171057 | SH | SOLE | 2171057 | 0 | 0 | ||
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 96512 | 1039100 | SH | SOLE | 1039100 | 0 | 0 | ||
| GENERAL MOTORS CO | WRT | 37045V118 | 95653 | 3068766 | SH | SOLE | 3068766 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MOLEX INC | COM | 608554101 | 84013 | 2181030 | SH | SOLE | 2181030 | 0 | 0 | ||
| HUDSON CITY BANCORP INC | COM | 443683107 | 72560 | 8025767 | SH | SOLE | 8025767 | 0 | 0 | ||
| ELAN CORP PLC -SPONS ADR | ADR | 284131208 | 49207 | 3158263 | SH | SOLE | 3158263 | 0 | 0 | ||
| NYSE EURONEXT | COM | 629491101 | 22776 | 542562 | SH | SOLE | 542562 | 0 | 0 | ||
| SPREADTRUM COMMUNICATI-ADR | ADR | 849415203 | 17885 | 587166 | SH | SOLE | 587166 | 0 | 0 | ||
| YONGYE INTERNATIONAL INC | COM | 98607B106 | 12427 | 2007696 | SH | SOLE | 2007696 | 0 | 0 | ||
| ASIAINFO-LINKAGE INC | COM | 04518A104 | 5095 | 441415 | SH | SOLE | 441415 | 0 | 0 | ||
| PACTERA TECHNOLOGY-ADR | ADR | 695255109 | 4567 | 775277 | SH | SOLE | 775277 | 0 | 0 | ||
| CAMELOT INFORMATION SYS-ADS | ADR | 13322V105 | 4305 | 2265855 | SH | SOLE | 2265855 | 0 | 0 | ||
| ELAN CORP PLC -SPONS ADR | ADR | 284131208 | 4166 | 267300 | SH | Call | SOLE | 267300 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 785062 | 4893800 | SH | Put | SOLE | 4893800 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 232609 | 1450000 | SH | Call | SOLE | 1450000 | 0 | 0 | |
| LIFE TECHNOLOGIES CORP | COM | 53217V109 | 201382 | 2721400 | SH | Call | SOLE | 2721400 | 0 | 0 | |
| ANNALY CAPITAL MGMT | DEBT | 035710AB8 | 167037 | 165597000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| GENERAL MOTORS CO | WRT | 37045V126 | 157936 | 9577705 | SH | SOLE | 9577705 | 0 | 0 | ||
| OCWEN FINANCIAL CORP | COM | 675746309 | 151240 | 3669116 | SH | SOLE | 3669116 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 107699 | 3845000 | SH | Put | SOLE | 3845000 | 0 | 0 | |
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 95760 | 7557950 | SH | SOLE | 7557950 | 0 | 0 | ||
| VODAFONE GROUP PLC-SP ADR | ADR | 92857W209 | 88146 | 3066500 | SH | Call | SOLE | 3066500 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 85292 | 215100 | SH | Call | SOLE | 215100 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FOCUS MEDIA HOLDINGS | ADR | 34415V109 | 184639 | 6887000 | SH | Call | SOLE | 6887000 | 0 | 0 | |
| FOCUS MEDIA HOLDINGS | ADR | 34415V109 | 114327 | 4264300 | SH | Put | SOLE | 4264300 | 0 | 0 | |
| STARWOOD PROPERTY TRUST | DEBT | 85571BAA3 | 99013 | 90000000 | PRN | SOLE | 90000000 | 0 | 0 | ||
| FOCUS MEDIA HOLDINGS | ADR | 34415V109 | 90672 | 3530091 | SH | SOLE | 3530091 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 66149 | 60000000 | PRN | SOLE | 60000000 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | DEBT | 032359AC5 | 49588 | 34900000 | PRN | SOLE | 34900000 | 0 | 0 | ||
| CIENA CORP | DEBT | 171779AK7 | 18135 | 15300000 | PRN | SOLE | 15300000 | 0 | 0 | ||
| 3SBIA INC | ADR | 88575Y105 | 14715 | 968051 | SH | SOLE | 968051 | 0 | 0 | ||
| YONGYE INTERNATIONAL INC | COM | 98607B106 | 10110 | 1900267 | SH | SOLE | 1900267 | 0 | 0 | ||
| YONGYE INTERNATIO | COM | 98607B106 | 10110 | 1900267 | SH | SOLE | 1900267 | 0 | 0 |
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VENOCO INC | COM | 92275P307 | 50887 | 5083739 | SH | SOLE | 5083739 | 0 | 0 | ||
| VENOCO INC | COM | 92275P307 | 8098 | 809000 | SH | Call | SOLE | 809000 | 0 | 0 |