Hudson Bay Capital Management

Hudson Bay Capital Management as of Sept. 30, 2011

Portfolio Holdings for Hudson Bay Capital Management

Hudson Bay Capital Management holds 230 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Netlogic Microsystems Inc option 7.9 $96M 2.0M 48.11
Spdr S&p 500 Etf Tr option 6.2 $76M 675k 113.17
Cms Energy Corp note 2.875%12/0 5.4 $66M 43M 1.56
Temple Inland Inc option 5.3 $65M 2.1M 31.37
L-3 Communications Corp debt 3.000% 8/0 4.0 $49M 52M 0.95
VARIAN SEMICONDCTR EQUIP INC CMN Stock cmn 3.7 $46M 744k 61.15
Goodrich Corp call 3.4 $41M 339k 120.68
BJ's Wholesale Club 3.0 $36M 711k 51.24
Netapp Inc note 1.750% 6/0 2.8 $34M 28M 1.22
Radian Group Inc note 3.000%11/1 2.8 $34M 67M 0.50
Micron Technology Inc note 4.250%10/1 2.3 $29M 23M 1.24
Bank Of America Corporation option 2.2 $28M 4.5M 6.12
Medco Health Solutions 2.1 $26M 551k 46.89
Goodrich Corporation 2.0 $25M 208k 120.68
Medicis Pharmaceutical Corp note 2.500% 6/0 1.9 $23M 18M 1.30
Southern Union Company 1.8 $21M 529k 40.57
Express Scripts Inc call 1.5 $19M 500k 37.07
Bank of America Corporation (BAC) 1.5 $18M 2.9M 6.12
Motorola Mobility Holdings 1.4 $18M 467k 37.78
Arch Chemicals 1.4 $17M 356k 46.92
Bank Of America Corporation option 1.3 $16M 2.6M 6.12
Nalco Holding Company 1.3 $16M 448k 34.98
Mgic Invt Corp Wis note 5.000% 5/0 1.3 $16M 28M 0.56
Textron Inc note 4.500% 5/0 1.2 $15M 10M 1.52
Pioneer Nat Res Co note 2.875% 1/1 1.2 $15M 13M 1.19
VALEANT PHARMACEUTICALS Inte call 1.2 $15M 402k 37.12
Hartford Finl Svcs Wt Exp 0626 wt 1.1 $14M 1.5M 9.62
Pmi Group Inc note 4.500% 4/1 1.0 $12M 39M 0.31
Lincoln National Corp *W EXP 07/10/2019 0.9 $12M 1.3M 9.26
Ishares Tr Index option 0.9 $11M 175k 64.25
Sunpower Corp dbcv 4.750% 4/1 0.8 $10M 12M 0.87
Blackboard Inc Common Stock cmn 0.8 $9.5M 213k 44.66
Duke Energy Corporation 0.8 $9.4M 470k 19.99
FPIC Insurance 0.7 $9.0M 215k 41.84
Blackboard 0.7 $8.8M 196k 44.66
Ameron International Corporation 0.6 $7.7M 91k 84.94
INC Sealy Corp 0.6 $7.5M 163k 46.23
Sunpower Corp conv 0.6 $7.5M 9.0M 0.83
Bancorp Rhode Island (BARI) 0.6 $7.2M 170k 42.39
Kinetic Concepts Inc call 0.6 $6.9M 105k 65.89
Abington Ban 0.6 $6.8M 944k 7.20
Varian Semiconductor 0.6 $6.7M 110k 61.15
DPL 0.5 $6.6M 219k 30.14
VirnetX Holding Corporation 0.5 $6.2M 417k 14.99
MOLSON COORS BREWING COMPANY Common Stock Class B cmn 0.5 $6.0M 150k 39.61
Citigroup Inc opt 0.5 $5.9M 232k 25.62
Motorola Mobility Holdings-w cmn 0.5 $5.7M 151k 37.78
Nautilus Marine Acquisit Cor shsadded 0.5 $5.6M 594k 9.50
Jpmorgan Chase & Co option 0.4 $5.3M 176k 30.12
Western Digital Corp option 0.4 $5.3M 206k 25.72
Renaissance Learning (RLRN) 0.4 $5.2M 312k 16.78
Caliper Life Sciences 0.4 $5.0M 478k 10.47
PAETEC Holding 0.4 $5.0M 936k 5.29
Vector Group Ltd debt 0.4 $4.6M 4.1M 1.14
Cephalon 0.4 $4.5M 56k 80.69
Tessera Technologies 0.4 $4.4M 366k 11.94
Mitek Systems (MITK) 0.4 $4.4M 476k 9.14
APAC Customer Services 0.3 $4.0M 474k 8.52
Temple-Inland 0.3 $3.7M 117k 31.37
Bjs Wholesale Club 0.3 $3.7M 72k 51.24
Global Indemnity 0.3 $3.7M 216k 17.08
NYSE Euronext 0.3 $3.4M 147k 23.24
Dollar Thrifty Automotive Gp option 0.3 $3.5M 61k 56.30
Intermune 0.3 $3.3M 165k 20.20
Interdigital Inc call 0.3 $3.3M 71k 46.58
AGL Resources 0.3 $3.1M 77k 40.74
Western Digital (WDC) 0.3 $3.2M 124k 25.72
Morgan Stanley option 0.3 $3.1M 233k 13.50
Ruby Tuesday 0.2 $2.9M 404k 7.16
Wells Fargo & Co New option 0.2 $2.8M 116k 24.12
LoopNet 0.2 $2.7M 159k 17.13
iShares Russell 2000 Index (IWM) 0.2 $2.5M 39k 64.26
Nyse Euronext option 0.2 $2.4M 105k 23.24
Jpmorgan Chase & Co option 0.2 $2.3M 76k 30.12
BERKSHIRE HATHAWAYS - CLASS B Common Stock cmn 0.2 $2.4M 33k 71.03
Derma Sciences 0.2 $2.2M 281k 8.00
BERKSHIRE HATHAWAYS - CLASS B Common Stock cmn 0.2 $2.1M 29k 71.02
Motorola Mobility Holdings-w cmn 0.2 $2.1M 57k 37.79
General Mtrs Co *w exp 07/10/201 0.2 $2.1M 178k 11.64
General Mtrs Co *w exp 07/10/201 0.2 $1.9M 243k 7.93
ITT Corporation 0.1 $1.9M 45k 42.00
Procter & Gamble Co put 0.1 $1.8M 29k 63.18
Scana Stk 0.1 $1.8M 44k 40.45
Wells Fargo & Co New option 0.1 $1.7M 72k 24.11
Bj's Wholesale Club 0.1 $1.7M 33k 51.25
Marathon Oil Corp option 0.1 $1.5M 70k 21.59
Jds Uniphase Corp call 0.1 $1.5M 150k 9.97
Emdeon Inc-class A cmn 0.1 $1.5M 80k 18.79
Bank Of America Corporation warrant 0.1 $1.3M 491k 2.71
Capital One Financial Cor w exp 11/201 0.1 $1.3M 97k 13.83
Holdings Inc Note 5.25 0.1 $1.3M 1.0M 1.30
Citigroup Inc opt 0.1 $1.2M 46k 25.61
PharMerica Corporation 0.1 $1.1M 80k 14.28
American Express Co option 0.1 $1.1M 24k 44.92
Us Bancorp Del option 0.1 $1.1M 46k 23.54
Dollar Thrifty Automotive Gp option 0.1 $1.1M 20k 56.30
Netflix Inc put 0.1 $1.1M 10k 113.17
99 Cents Only Stores Cmn Stock cmn 0.1 $1.1M 58k 18.42
JPMorgan Chase & Co. (JPM) 0.1 $958k 32k 30.13
Procter & Gamble Company (PG) 0.1 $927k 15k 63.17
Barrick Gold Corp option 0.1 $1.0M 22k 46.65
Barrick Gold Corp option 0.1 $928k 20k 46.63
Newmont Mining Corp option 0.1 $975k 16k 62.90
Wal Mart Stores Inc option 0.1 $1.0M 20k 51.90
Coca Cola Co option 0.1 $946k 14k 67.57
Micron Technology 0.1 $1.0M 200k 5.04
Tivo Inc put 0.1 $934k 100k 9.34
Harbin Electric 0.1 $1.0M 50k 20.66
Rait Financial Trust - Putable At 100 conv bond 0.1 $959k 1.4M 0.71
Apple (AAPL) 0.1 $810k 2.1k 381.18
Goldcorp Inc New option 0.1 $817k 18k 45.64
Fundtech 0.1 $737k 32k 23.07
Netflix (NFLX) 0.1 $755k 6.7k 113.19
Advanced Analogic Technologies In 0.1 $707k 163k 4.33
Goldcorp Inc New option 0.1 $685k 15k 45.67
Global Crossing 0.1 $689k 29k 23.90
Pnc Finl Svcs Group 0.1 $684k 14k 48.17
Marshall Edwards (MSHL) 0.1 $778k 701k 1.11
Wal-Mart Stores (WMT) 0.1 $587k 11k 51.93
NetLogic Microsystems 0.1 $627k 13k 48.08
American Express Co option 0.1 $597k 13k 44.89
Metlife Inc option 0.1 $557k 20k 27.99
Bank Of America Corp w exp 10/201 0.1 $648k 781k 0.83
Catalyst Pharmaceutical Partners (CPRX) 0.1 $600k 405k 1.48
Comerica Inc *w exp 11/14/201 0.1 $597k 529k 1.13
Kraft Foods Inc put 0.1 $601k 18k 33.58
Clean Energy Fuels (CLNE) 0.0 $446k 40k 11.11
Ashland 0.0 $430k 9.7k 44.12
Bank Of New York Mellon Corp option 0.0 $428k 23k 18.61
Capital One Finl Corp option 0.0 $428k 11k 39.63
Us Bancorp Del option 0.0 $518k 22k 23.55
Prudential Financial 0.0 $544k 12k 46.90
Metlife Inc put 0.0 $493k 18k 28.01
Silver Wheaton Corp put 0.0 $439k 15k 29.46
Clearwire Corp cmn 0.0 $508k 218k 2.33
Harbin Electric Inc Common Stock cmn 0.0 $516k 25k 20.64
VARIAN MEDICAL SYSTEMS INC CMN Stk cmn 0.0 $522k 10k 52.20
EXCO Resources 0.0 $356k 33k 10.72
Coca-Cola Company (KO) 0.0 $401k 5.9k 67.62
Rambus (RMBS) 0.0 $343k 25k 13.99
Sunpower Cp B 0.0 $368k 50k 7.36
Bank Of New York Mellon Corp option 0.0 $385k 21k 18.60
Bb&t Corp option 0.0 $318k 15k 21.34
Morgan Stanley option 0.0 $336k 25k 13.49
Cvs Caremark Corporation option 0.0 $386k 12k 33.57
Pharmaceutical Prod Dev Inc option 0.0 $359k 14k 25.64
State Str Corp option 0.0 $322k 10k 32.20
Temple Inland Inc option 0.0 $314k 10k 31.40
Kinross Gold Corp option 0.0 $384k 26k 14.77
Kinross Gold Corp option 0.0 $321k 22k 14.79
Sunpower Corp option 0.0 $405k 50k 8.10
Rambus 0.0 $378k 27k 14.00
Walgreen 0.0 $332k 10k 32.87
Australia Acquisition Corp 0.0 $368k 38k 9.79
Yamana Gold Inc call 0.0 $321k 24k 13.66
Beacon Power Corporation 0.0 $412k 807k 0.51
Sanofi Aventis Wi Conval Rt 0.0 $318k 300k 1.06
Goldfield 0.0 $355k 23k 15.30
Kraft Foods 0.0 $253k 7.5k 33.57
CVS Caremark Corporation (CVS) 0.0 $228k 6.8k 33.58
Pepsi (PEP) 0.0 $279k 4.5k 61.89
Philip Morris International (PM) 0.0 $235k 3.8k 62.47
Walgreen Company 0.0 $247k 7.5k 32.95
Google 0.0 $296k 575.00 514.78
Rite Aid Corporation 0.0 $287k 293k 0.98
Cubist Pharmaceuticals 0.0 $283k 8.0k 35.38
BioDelivery Sciences International 0.0 $212k 191k 1.11
Odyssey Marine Exploration 0.0 $238k 97k 2.46
Silver Wheaton Corp 0.0 $209k 7.1k 29.43
Schwab Charles Corp New option 0.0 $203k 18k 11.28
Suntrust Bks Inc option 0.0 $190k 11k 17.92
Harmony Gold Mng Ltd option 0.0 $188k 16k 11.75
Socket Mobile (SCKT) 0.0 $198k 87k 2.28
ADVENTRX Pharmaceuticals 0.0 $224k 244k 0.92
Allstate Corp option 0.0 $246k 10k 23.65
AMERICAN INTL Group Inc option 0.0 $244k 11k 21.98
Morton's Restaurant 0.0 $283k 59k 4.78
Semgroup Corp cl a 0.0 $256k 13k 19.92
CLEAN ENERGY FUELS CORP P @ 17.0 Jan 11 option 0.0 $218k 20k 11.12
Discover Finl Svcs put 0.0 $305k 13k 22.93
Fifth Third Bancorp put 0.0 $208k 21k 10.10
Eldorado Gold Corp call 0.0 $206k 12k 17.17
Eldorado Gold Corp put 0.0 $288k 17k 17.14
Iamgold Corp put 0.0 $222k 11k 19.82
HOST HOTELS & RESORTS INC COMMON Stock Reit cmn 0.0 $235k 22k 10.93
Kimco Realty Corp Cmn Stk cmn 0.0 $207k 14k 15.00
Marsh & Mclennan Cos Inc cmn 0.0 $268k 10k 26.53
Marsh & Mclennan Cos Inc cmn 0.0 $305k 12k 26.52
Progressive Corp-ohio Cmn Stk cmn 0.0 $233k 13k 17.79
Schwab Charles Corp New cmn 0.0 $231k 21k 11.27
Weyerhaeuser Co cmn 0.0 $199k 13k 15.55
Gold Fields Ltd New opt 0.0 $184k 12k 15.33
Pacific Ethanol 0.0 $207k 712k 0.29
Csr 0.0 $266k 21k 12.99
CytRx Corporation 0.0 $111k 335k 0.33
Regions Financial Corp New option 0.0 $62k 19k 3.33
Yamana Gold Inc option 0.0 $180k 13k 13.64
Keycorp 0.0 $85k 14k 5.90
BioSante Pharmaceuticals 0.0 $178k 78k 2.28
Oncothyreon 0.0 $119k 20k 6.00
Ford Mtr Co Del call 0.0 $106k 11k 9.64
Fifth Third Bancorp call 0.0 $122k 12k 10.08
Keycorp New put 0.0 $107k 18k 5.94
Rambus Inc Del call 0.0 $182k 13k 14.00
Regions Financial Corp New call 0.0 $87k 26k 3.35
Cytori Therapeutics Inc *w exp 09/13/201 0.0 $181k 106k 1.70
Tcf Finl Corp *w exp 11/14/201 0.0 $93k 51k 1.83
Valley Natl Bancorp *w exp 11/14/201 0.0 $71k 44k 1.61
Solutia Inc-w/i-cw13 Wt 0.0 $182k 272k 0.67
New Gold Inc call 0.0 $108k 11k 10.29
New Gold Inc put 0.0 $146k 14k 10.28
HOST HOTELS & RESORTS INC COMMON Stock Reit cmn 0.0 $112k 10k 10.98
Hudson City Bancorp Cmn Stk cmn 0.0 $67k 12k 5.68
Huntington Bancshares Cmn Stk cmn 0.0 $87k 18k 4.81
Nabi Biopharmaceuticals Cmn Stk cmn 0.0 $105k 62k 1.68
Medgenics Inc wts 0.0 $83k 75k 1.11
Wts/first Financial Bancorp 12.90 wts 0.0 $41k 12k 3.46
A Power Energy Generat Sys 0.0 $5.9k 21k 0.29
Capstone Turbine Corporation 0.0 $16k 16k 0.97
E-future Information Technolog Com Stk 0.0 $36k 10k 3.60
Zions Bancorporation *w exp 05/22/202 0.0 $46k 19k 2.43
GENWORTH FINL Inc option 0.0 $58k 10k 5.74
EnteroMedics 0.0 $45k 26k 1.71
Cleveland BioLabs 0.0 $52k 21k 2.52
Agfeed Industries Inc cmn 0.0 $15k 29k 0.51
Huntington Bancshares Cmn Stk cmn 0.0 $53k 11k 4.82
Cell Therapeutics 0.0 $31k 29k 1.08
T3 Motion 0.0 $44k 46k 0.95
T3 Motion Inc *w exp 05/13/20 0.0 $22k 147k 0.15
T3 Motion Inc *w exp 99/99/99 0.0 $35k 147k 0.24