UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
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: Hudson Bay Capital Management LP
Address: 777 Third Ave, 30th Floor
New York, New York 10017
Form 13F File Number: 028-12909
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: Charles Winkler
Title: Chief Operating Officer
Phone: (212) 571-1244
Signature, Place, and Date of Signing:
/s/ Charles Winkler New York, NY 5/15/13
------------------------ -------------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-------------
Form 13F Information Table Entry Total: 146
-------------
Form 13F Information Table Value Total: $1,750,027
-------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- ---------------- --------- -------- -------------------- ---------- -------- ---------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- ---------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ----
A H BELO CORP COM CL A 001282102 2,044 350,000 SH SOLE 350,000
ACACIA RESH CORP PUT 003881957 543 18,000 PUT SOLE 18,000
ACE LTD SHS H0023R105 680 7,639 SH SOLE 7,639
ACME PACKET INC COM 004764106 13,984 478,573 SH SOLE 478,573
ALLSTATE CORP COM 020002101 840 17,119 SH SOLE 17,119
AMERICAN RLTY CAP PPTYS INC COM 02917T104 1,908 129,971 SH SOLE 129,971
ANADARKO PETE CORP COM 032511107 9,620 110,000 SH SOLE 110,000
ANADARKO PETE CORP PUT 032511957 14,867 170,000 PUT SOLE 170,000
APPLE INC CALL 037833900 15,493 35,000 CALL SOLE 35,000
ARBITRON INC COM 03875Q108 4,741 101,156 SH SOLE 101,156
ARCH CAP GROUP LTD ORD G0450A105 1,046 19,905 SH SOLE 19,905
AXIS CAPITAL HOLDINGS INV SHS G0692U109 934 22,444 SH SOLE 22,444
BANK OF AMERICA CORPORATION COM 060505104 36,540 3,000,000 SH SOLE 3,000,000
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 5,246 920,339 SH SOLE 920,339
BANK OF AMERICA CORPORATION CALL 060505904 58,699 4,819,300 CALL SOLE 4,819,300
BANK OF AMERICA CORPORATION PUT 060505954 100,433 8,245,700 PUT SOLE 8,245,700
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 507 25,000 PRN SOLE 25,000
BARNES & NOBLE INC COM 067774109 1,314 79,900 SH SOLE 79,900
BERRY PETE CO PUT 085789955 2,004 43,300 PUT SOLE 43,300
BGS ACQUISITION CORP SH G1082J100 499 50,000 SH SOLE 50,000
BMC SOFTWARE INC COM 055921100 5,560 120,000 SH SOLE 120,000
BMC SOFTWARE INC CALL 055921900 9,266 200,000 CALL SOLE 200,000
CANON INC SPONSORED ADR 138006309 1,230 33,511 SH SOLE 33,511
CELSION CORPORATION COM NEW 15117N305 12 11,100 SH SOLE 11,100
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,478 7,000,000 PRN SOLE 7,000,000
CEMEX SAB DE CV PUT 151290959 3,797 311,000 PUT SOLE 311,000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 7,203 7,585,000 PRN SOLE 7,585,000
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2,715 23,220 SH SOLE 23,220
CHUBB CORP COM 171232101 710 8,115 SH SOLE 8,115
CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 7,611 337,524 SH SOLE 337,524
CME GROUP INC CALL 12572Q905 30,705 500,000 CALL SOLE 500,000
CNOOC LTD SPONSORED ADR 126132109 1,279 6,677 SH SOLE 6,677
COMMONWEALTH REIT COM SH BEN INT 203233101 8,491 378,395 SH SOLE 378,395
CONSTELLATION BRANDS INC CL A 21036P108 32,192 675,731 SH SOLE 675,731
CONSTELLATION BRANDS INC CALL 21036P908 163,610 3,434,300 CALL SOLE 3,434,300
CONSTELLATION BRANDS INC PUT 21036P958 76,939 1,615,000 PUT SOLE 1,615,000
COVENTRY HEALTH CARE INC COM 222862104 35,090 746,113 SH SOLE 746,113
CVR ENERGY INC COM 12662P108 1,409 27,297 SH SOLE 27,297
CYMER INC COM 232572107 13,264 138,020 SH SOLE 138,020
CYTORI THERAPEUTICS INC COM 23283K105 40 15,978 SH SOLE 15,978
DELL INC CALL 24702R901 10,938 763,300 CALL SOLE 763,300
DIGITALGLOBE INC COM NEW 25389M877 5,737 198,452 SH SOLE 198,452
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 17,226 247,711 SH SOLE 247,711
DISH NETWORK CORP CL A 25470M109 10,268 270,932 SH SOLE 270,932
DISH NETWORK CORP CALL 25470M909 3,790 100,000 CALL SOLE 100,000
DOCUMENT SEC SYS INC COM 25614T101 1,155 508,970 SH SOLE 508,970
DOLE FOOD CO INC NEW COM 256603101 5,500 504,542 SH SOLE 504,542
DUFF & PHELPS CORP NEW CL A 26433B107 2,001 129,005 SH SOLE 129,005
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 9,561 8,000,000 PRN SOLE 8,000,000
ENZON PHARMACEUTICALS INC COM 293904108 213 56,071 SH SOLE 56,071
EVEREST RE GROUP LTD COM G3223R108 1,033 7,952 SH SOLE 7,952
FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 9,279 1,089,080 SH SOLE 1,089,080
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 861 32,109 SH SOLE 32,109
FOCUS MEDIA HLDG LTD CALL 34415V909 6,995 260,900 CALL SOLE 260,900
FREEPORT-MCMORAN COPPER & GO CALL 35671D907 14,912 450,500 CALL SOLE 450,500
GARDNER DENVER INC COM 365558105 20,693 275,500 SH SOLE 275,500
GENERAL MTRS CO *W EXP 07/10/201 37045V118 40,042 2,163,278 SH SOLE 2,163,278
GENERAL MTRS CO PUT 37045V950 13,484 484,700 PUT SOLE 484,700
GLEACHER & CO INC COM 377341102 2,258 3,764,165 SH SOLE 3,764,165
GRAY TELEVISION INC COM 389375106 1,086 231,600 SH SOLE 231,600
HANMI FINL CORP COM NEW 410495204 2,253 140,829 SH SOLE 140,829
HARBINGER GROUP INC COM 41146A106 2,326 281,555 SH SOLE 281,555
HARRIS TEETER SUPERMARKETS I COM 414585109 5,375 125,845 SH SOLE 125,845
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120 8,545 500,000 SH SOLE 500,000
HARVEST NATURAL RESOURCES IN COM 41754V103 628 179,000 SH SOLE 179,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,506 65,297 SH SOLE 65,297
HEINZ H J CO COM 423074103 2,082 28,803 SH SOLE 28,803
HEINZ H J CO CALL 423074903 13,825 191,300 CALL SOLE 191,300
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 2,714 1,000,000 PRN SOLE 1,000,000
HESS CORP COM 42809H107 22,753 317,741 SH SOLE 317,741
HONDA MOTOR LTD AMERN SHS 438128308 574 15,000 SH SOLE 15,000
HUDSON CITY BANCORP COM 443683107 33,936 3,927,812 SH SOLE 3,927,812
IDENIX PHARMACEUTICALS INC COM 45166R204 1,371 385,056 SH SOLE 385,056
INTERDIGITAL INC COM 45867G101 371 7,767 SH SOLE 7,767
INTERMEC INC COM 458786100 1,026 104,400 SH SOLE 104,400
ISHARES TR PUT 464288953 23,588 250,000 PUT SOLE 250,000
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 38,251 32,500,000 PRN SOLE 32,500,000
KAYAK SOFTWARE CORP CL A 486577109 4,758 119,075 SH SOLE 119,075
LAMAR ADVERTISING CO CL A 512815101 1,400 28,800 SH SOLE 28,800
LAS VEGAS SANDS CORP PUT 517834957 1,691 30,000 PUT SOLE 30,000
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 6,089 5,948,000 PRN SOLE 5,948,000
LIBERTY GLOBAL INC COM SER A 530555101 12,971 176,717 SH SOLE 176,717
LIBERTY GLOBAL INC PUT 530555951 14,680 200,000 PUT SOLE 200,000
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 9,315 17,584,000 PRN SOLE 17,584,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 22,014 197,209 SH SOLE 197,209
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 144,665 88,749,000 PRN SOLE 88,749,000
LIFE TECHNOLOGIES CORP COM 53217V109 5,345 82,700 SH SOLE 82,700
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 34,023 1,464,602 SH SOLE 1,464,602
LOCAL CORP COM 53954W104 545 320,494 SH SOLE 320,494
MBIA INC CALL 55262C900 2,516 245,000 CALL SOLE 245,000
MCMORAN EXPLORATION CO COM 582411104 4,550 278,300 SH SOLE 278,300
MCMORAN EXPLORATION CO CALL 582411904 5,723 350,000 CALL SOLE 350,000
METROPCS COMMUNICATIONS INC COM 591708102 9,613 881,953 SH SOLE 881,953
METROPCS COMMUNICATIONS INC CALL 591708902 31,750 2,912,800 CALL SOLE 2,912,800
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 13,101 13,257,000 PRN SOLE 13,257,000
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 35,497 34,700,000 PRN SOLE 34,700,000
MOSAIC CO NEW COM 61945C103 11,326 190,000 SH SOLE 190,000
MOSAIC CO NEW PUT 61945C953 2,981 50,000 PUT SOLE 50,000
MPG OFFICE TR INC COM 553274101 1,204 437,648 SH SOLE 437,648
NATIONAL FINL PARTNERS CORP COM 63607P208 1,569 69,964 SH SOLE 69,964
NIDEC CORP SPONSORED ADR 654090109 552 36,800 SH SOLE 36,800
NYSE EURONEXT COM 629491101 13,899 359,698 SH SOLE 359,698
OFFICE DEPOT INC COM 676220106 1,727 439,402 SH SOLE 439,402
OXYGEN BIOTHERAPEUTICS INC COM NEW 69207P209 53 200,000 SH SOLE 200,000
PARTNERRE LTD COM G6852T105 1,049 11,266 SH SOLE 11,266
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,490 11,301 SH SOLE 11,301
PHH CORP NOTE 6.000% 6/1 693320AQ6 47,053 24,500,000 PRN SOLE 24,500,000
PLAINS EXPL& PRODTN CO COM 726505100 8,677 182,786 SH SOLE 182,786
QUICKLOGIC CORP COM 74837P108 35 14,116 SH SOLE 14,116
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 124,492 103,046,000 PRN SOLE 103,046,000
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 669 72,342 SH SOLE 72,342
RENAISSANCERE HOLDINGS LTD COM G7496G103 909 9,883 SH SOLE 9,883
RENTECH INC COM 760112102 306 130,111 SH SOLE 130,111
RITE AID CORP NOTE 8.500% 5/1 767754BU7 8,464 7,249,000 PRN SOLE 7,249,000
ROI ACQUISITION CORP COM 74966A104 1,058 100,000 SH SOLE 100,000
SANOFI RIGHT 12/31/2020 80105N113 468 262,700 SH SOLE 262,700
SAUER-DANFOSS INC COM 804137107 2,479 42,424 SH SOLE 42,424
SAUER-DANFOSS INC PUT 804137957 2,997 51,300 PUT SOLE 51,300
SCG FINL ACQUISITION CORP COM 78404K103 649 65,000 SH SOLE 65,000
SCIENTIFIC GAMES CORP CL A 80874P109 1,051 120,156 SH SOLE 120,156
SEALY CORP SR SECD 3RD 8% 812139400 12,907 168,763 PRN SOLE 168,763
SK TELECOM LTD SPONSORED ADR 78440P108 2,683 150,138 SH SOLE 150,138
SPDR S&P 500 ETF TR PUT 78462F953 31,310 200,000 PUT SOLE 200,000
SPRINT NEXTEL CORP CALL 852061900 10,091 1,625,000 CALL SOLE 1,625,000
T3 MOTION INC *W EXP 05/13/201 89853X116 1 147,000 SH SOLE 147,000
T3 MOTION INC *W EXP 05/13/201 89853X124 22 146,000 SH SOLE 146,000
T3 MOTION INC COM NEW 89853X306 26 250,000 SH SOLE 250,000
TARGACEPT INC COM 87611R306 548 128,036 SH SOLE 128,036
THERMO FISHER SCIENTIFIC INC COM 883556102 5,354 70,000 SH SOLE 70,000
TIVO INC COM 888706108 1,051 84,800 SH SOLE 84,800
TOWER GROUP INTL LTD COM G8988C105 3,967 215,000 SH SOLE 215,000
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 308 3,000 SH SOLE 3,000
TRANSWITCH CORP COM NEW 894065309 495 1,021,067 SH SOLE 1,021,067
TRAVELERS COMPANIES INC COM 89417E109 802 9,522 SH SOLE 9,522
TRUE RELIGION APPAREL INC COM 89784N104 4,962 190,033 SH SOLE 190,033
VALIDUS HOLDINGS LTD COM SHS G9319H102 892 23,873 SH SOLE 23,873
VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 1,857 37,800 SH SOLE 37,800
VERIZON COMMUNICATIONS INC COM 92343V104 5,991 121,900 SH SOLE 121,900
VIRGIN MEDIA INC COM 92769L101 40,723 831,600 SH SOLE 831,600
VIVUS INC COM 928551100 2,267 206,110 SH SOLE 206,110
VRINGO INC COM 92911N104 158 49,800 SH SOLE 49,800
WPCS INTL INC COM NEW 92931L203 160 389,815 SH SOLE 389,815
XL GROUP PLC SHS G98290102 1,034 34,140 SH SOLE 34,140
YRC WORLDWIDE INC NOTE 10.000% 3/3 984249AB8 124 248,611 PRN SOLE 248,611
ZHONGPIN INC COM 98952K107 1,488 115,470 SH SOLE 115,470
ZHONGPIN INC PUT 98952K957 4,704 364,900 PUT SOLE 364,900