13F-HR 1 v173934_13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 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: Andrew Comito Title: Compliance Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Andrew Comito New York, NY February 12, 2010 --------------------- ----------------------------- ----------------- (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 holding for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 176 Form 13F Information Table Value Total: $1,996,093 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 11027 10100000 PRN Sole X QUALCOMM INC COM 747525103 10668 16800 CALL Sole QUALCOMM INC COM 747525103 2494 15300 CALL Sole ABBOTT LABORATORIES COM 002824100 3573 66188 SH Sole X ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 2026 2000000 PRN Sole X ALCOA INC NOTE 5.250% 3/1 013817AT8 61000 23317000 PRN Sole X ALLEGHENY ENERGY INC COM 017361106 3971 169131 SH Sole X ALLOS THERAPEUTICS INC COM 019777101 1568 238666 SH Sole X ALTRIA GROUP INC COM 02209S103 2287 116484 SH Sole X AMBAC FINANCIAL GROUP INC COM 023139108 3658 4407138 SH Sole X AMKOR TECHNOLOGY INC COM 031652100 12609 1761036 SH Sole X ANALOG DEVICES INC COM 032654105 632 20000 SH Sole X APPLIED MATERIALS INC COM 038222105 1754 11500 CALL Sole APOLLO GROUP INC CL A 037604105 2035 33600 SH Sole X APPLIED ENERGETICS INC COM 03819M106 249 755126 SH Sole X ARCADIA RESOURCES INC COM 039209101 11910 23819709 SH Sole X ARCADIA RESOURCES INC COM 039209101 2393 4785050 SH Sole X ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 5075 3000000 PRN Sole X BIOCRYST PHARMACEUTICALS INC COM 09058V103 3656 566000 SH Sole X BRISTOL-MYERS SQUIBB CO CALL 110122108 1055 11850 CALL Sole BORGWARNER INC NOTE 3.500% 4/1 099724AF3 13765 10940000 PRN Sole X BUNGE LTD COM G16962105 1519 23800 SH Sole X BANK OF AMERICA CORP COM 060505104 313 12500 CALL Sole C.H. ROBINSON WORLDWIDE INC COM 12541W209 1379 23475 SH Sole X CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 4002 155000 SH Sole X CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 12211 11000000 PRN Sole X CEPHALON INC COM 156708109 2097 33600 SH Sole X CHECK POINT SOFTWARE TECH COM M22465104 3043 89819 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 3301 71100 SH Sole X VALE S A ADR 91912E105 17088 588622 SH Sole X CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 3056 2500000 PRN Sole X COCA COLA CO COM 191216100 3272 57400 SH Sole X COLGATE-PALMOLIVE CO COM 194162103 6720 81800 SH Sole X COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 9568 8020000 PRN Sole X COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 10227 801494 SH Sole X CONSECO INC COM 208464883 1093 218600 SH Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3449 130300 SH Sole X COSTCO WHOLESALE CORP COM 22160K105 3340 56441 SH Sole X COINSTAR INC NOTE 4.000% 9/0 19259PAF9 7039 7014000 PRN Sole X CISCO SYSTEMS INC COM 17275R102 1860 12000 CALL Sole DENISON MINES CORP COM 248356107 432 340040 SH Sole X DIAMONDS TR UNIT SER 1 252787106 551 10500 CALL Sole DIAMONDS TR UNIT SER 1 252787106 392 27000 CALL Sole ISHARES TR INDEX RUSSELL 2000 464287655 4025 10000 CALL Sole ISHARES TR INDEX RUSSELL 2000 464287655 310 10000 PUT Sole X DELL INC COM 24702R101 2632 14000 CALL Sole DRYSHIPS INC NOTE 5.000%12/0 262498AB4 29570 29000000 PRN Sole X ELAN PLC ADR 284131208 1539 236024 SH Sole X LILLY ELI & CO COM 532457108 6981 195494 SH Sole X ENCANA CORP COM 292505104 1837 56700 SH Sole X ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 2784 3000000 PRN Sole X ENDO PHARMACEUTICALS HLDGS I COM 29264F205 23633 1152267 SH Sole X ENERSYS NOTE 3.375% 6/0 29275YAA0 2163 2439000 PRN Sole X EQUINIX INC NOTE 4.750% 6/1 29444UAH9 14718 10000000 PRN Sole X EVERGREEN SOLAR INC COM 30033R108 1473 975400 SH Sole X EXELON CORP COM 30161N101 5644 115496 SH Sole X EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 4691 4000000 PRN Sole X FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 187910 148600000 PRN Sole X FORD MTR CO DEL COM 345370860 2515 10000 CALL Sole FEDERAL NATL MTG ASSN CONV PFD SR 08-1 313586745 520 300000 PRN Sole X FEDERAL HOME LN MTG CORP COM 313400301 880 598662 SH Sole X ISHARES TR INDEX FTSE XNHUA IDX 464287184 4200 10000 PUT Sole X GAMESTOP CORP CL A 36467W109 645 29414 SH Sole X GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 14353 14000000 PRN Sole X GENEREX BIOTECHNOLOGY CORP COM 371485103 3144 5932950 SH Sole X GENZYME CORP COM 372917104 1431 29195 SH Sole X GILEAD SCIENCES INC COM 375558103 6719 155252 SH Sole X GLOBALOPTIONS GROUP INC COM 37946D209 315 191066 SH Sole X GLOBALOPTIONS GROUP INC COM 37946D209 5129 3108683 SH Sole X GMX RES INC NOTE 4.500% 5/0 38011MAJ7 5547 5500000 PRN Sole X GSI COMMERCE INC GSI COMMERCE INC 36238GAD4 2110 2000000 PRN Sole X HEALTH MGMT ASSOC INC CL A 421933102 29945 4118962 SH Sole X HEINZ H J CO COM 423074103 926 21646 SH Sole X HUMANA INC COM 444859102 1289 29379 SH Sole X HUNTINGTON BANCSHARES INC COM 446150104 3984 1091400 SH Sole X INTERNATIONAL BUSINESS MACHS CALL 459200101 11275 10250 CALL Sole ISHARES INC RUSSELL 2000 464287655 2573 10500 PUT Sole X ISHARES INC RUSSELL 2000 464287655 4065 15000 PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 30653 725177 SH Sole X ISHARES INC RUSSELL 2000 464287655 3304 53071 SH Sole X JACOBS ENGINEERING GROUP INC COM 469814107 2005 53300 SH Sole X JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3457 3519000 PRN Sole X HOME DEPOT INC COM 437076102 2113 13720 CALL Sole JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 8435 7000000 PRN Sole X KB HOME COM 48666K109 516 37693 SH Sole X KEYCORP COM 493267108 3911 704700 SH Sole X KIMCO REALTY CORP COM 49446R109 2163 159900 SH Sole X KRAFT FOODS INC CL A 50075N104 4373 160887 SH Sole X KROGER CO COM 501044101 2016 98200 SH Sole X LAM RESEARCH CORP COM 512807108 3333 85000 SH Sole X LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 1764 539300 SH Sole X LOWE'S COS INC COM 548661107 4591 196300 SH Sole X MARSHALL & ILSLEY CORP COM 571837103 4078 748300 SH Sole X MERCK & CO. INC. COM 58933Y105 2296 62846 SH Sole X METROPCS COMMUNICATIONS INC COM 591708102 4135 541900 SH Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2445 50000 SH Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 5055 5775000 PRN Sole X MICROSOFT CORP COM 594918104 391 14750 PUT Sole X MASTEC INC NOTE 4.000% 6/1 576323AG4 4698 4500000 PRN Sole X NASDAQ OMX GROUP INC COM 631103108 27033 1363903 SH Sole X NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 79429 76350000 PRN Sole X NCI BUILDING SYSTEMS INC COM 628852105 772 426700 SH Sole X NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 7581 4000000 PRN Sole X NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 12582 10019000 PRN Sole X NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 2810 3000000 PRN Sole X NOVAMED INC NOTE 1.000% 6/1 66986WAA6 815 1000000 PRN Sole X INTEL CORP COM 458140100 6921 23500 CALL Sole INTEL CORP COM 458140100 1167 14500 CALL Sole ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 16998 16000000 PRN Sole X ORACLE CORP COM 68389X105 6939 15250 CALL Sole ORACLE CORP COM 68389X105 336 12000 CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 18183 381361 SH Sole X PFIZER INC COM 717081103 76651 4213913 SH Sole X PHH CORP COM 693320202 301 18707 SH Sole X PHILIP MORRIS INTERNATIONAL COM 718172109 2506 52000 SH Sole X PHOTRONICS INC NOTE 5.500%10/0 719405AF9 6323 5500000 PRN Sole X INSULET CORP NOTE 5.375% 6/1 45784PAA9 3872 4018000 PRN Sole X POTASH CORP SASK INC COM 73755L107 2079 19165 SH Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 20377 20500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 14925 30000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 18240 60000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 41268 194200 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2662 20478 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1064 16500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4061 43900 PUT Sole X QUIKSILVER INC COM 74838C106 796 394000 SH Sole X EBAY INC COM 278642103 3550 10000 CALL Sole RADISYS CORP COM 750459109 2220 232423 SH Sole X RADISYS CORP NOTE 2.750% 2/ 750459AE9 6939 7500000 PRN Sole X REGIONS FINANCIAL CORP COM 7591EP100 3889 735100 SH Sole X VALE S A ADR 91912E105 5975 10000 PUT Sole X RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 12764 8500000 PRN Sole X SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 5897 5500000 PRN Sole X SAVIENT PHARMACEUTICALS INC COM 80517Q100 645 47374 SH Sole X SCHLUMBERGER LTD COM 806857108 13891 213418 SH Sole X SCHWAB (CHARLES) CORP COM 808513105 1238 65800 SH Sole X SIRIUS XM RADIO INC COM 82967N108 960 1600000 SH Sole X SLM CORP COM 78442P106 2483 220348 SH Sole X SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 3317 11000 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 2075 10000 CALL Sole SHANDA INTERACTIVE ENTMT LTD NOTE 2.000% 9/1 81941QAD6 31444 20800000 PRN Sole X SONIC AUTOMOTIVE INC CL A 83545G102 1303 125362 SH Sole X SPDR GOLD TRUST GOLD SHS 78463V107 151834 1414909 SH Sole X SPDR TR UNIT SER 1 78462F103 456398 4095461 SH Sole X SPECTRUM PHARMACEUTICALS INC COM 84763A108 651 146700 SH Sole X STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 16295 15500000 PRN Sole X SUNOCO INC COM 86764P109 4108 157400 SH Sole X SYMANTEC CORP COM 871503108 447 25000 SH Sole X SPDR TR UNIT SER 1 78462F103 244 12500 PUT Sole X TENET HEALTHCARE CORP COM 88033G100 2482 460551 SH Sole X TEXAS INSTRUMENTS INC COM 882508104 6050 10000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 6614 18500 CALL Sole UAL CORP NOTE 6.000%10/1 902549AJ3 13374 8080000 PRN Sole X UNITED RENTALS INC COM 911363109 12756 1300350 SH Sole X UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 18075 16167000 PRN Sole X US NATURAL GAS FUND LP COM 912318102 4373 433830 SH Sole X UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 4675 2500000 PRN Sole X USEC INC COM 90333E108 1014 263317 SH Sole X POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 225 10000 CALL Sole POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 688 12500 CALL Sole VISA INC COM CL A 92826C839 960 12000 CALL Sole VALERO ENERGY CORP COM 91913Y100 455 27161 SH Sole X BANK OF AMERICA CORP COM 060505104 3124 11550 CALL Sole BANK OF AMERICA CORP COM 060505104 581 14180 CALL Sole MICROSOFT CORP COM 594918104 3450 10000 CALL Sole PFIZER INC COM 717081103 1803 15953 PUT Sole X CITIGROUP INC COM 172967101 305 10000 PUT Sole X VULCAN MATERIALS CO COM 929160109 2144 40700 SH Sole X WALGREEN CO COM 931422109 2152 58595 SH Sole X WAL-MART STORES INC COM 931142103 46344 867054 SH Sole X WELLPOINT INC COM 94973V107 6693 114827 SH Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5798 24160 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1420 10000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 252 22904 CALL Sole YRC WORLDWIDE INC COM 984249102 482 574400 SH Sole X ZIONS BANCORPORATION COM 989701107 3985 310600 SH Sole X