-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, B+/kaRPZvlXQ1ydu+7CNPMP9KIWoVOjeWhorlkhj05+ELPErdX6y6AT4b0B+wS6y ME9LgDqElyyxQjbDs3b8Yw== 0000929638-08-000308.txt : 20080515 0000929638-08-000308.hdr.sgml : 20080515 20080515134444 ACCESSION NUMBER: 0000929638-08-000308 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ionic Capital Management LLC CENTRAL INDEX KEY: 0001386462 IRS NUMBER: 680629832 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12913 FILM NUMBER: 08835925 BUSINESS ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-294-8505 MAIL ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 ionic13f_52008.txt 13F REPORT FOR PERIOD ENDING 3/31/2008 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, 2008 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: Ionic Capital Management LLC Address: 366 Madison Avenue, 9th Floor New York, NY 10017 Form 13F File Number: 028-12913 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: John C. Richardson Title: General Counsel Phone: 212-294-8505 Signature, Place, and Date of Signing: /s/ John C. Richardson New York, NY May 14, 2008 [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: 1 Form 13F Information Table Entry Total: 428 Form 13F Information Table Value Total: 3,925,475 (x$1000) 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. No.: Form 13F File Number: Name: 1 028-12955 Ionic Capital Partners LP FORM 13F INFORMATION TABLE NAME OF REPORTING MANAGER: IONIC CAPITAL MANAGEMENT LLC As of 3/31/08
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Shares or Name of Title of CUSIP Value Principal SH/ PUT/ Investment Other Voting Issuer Class Number (x$1000) Amount PRN CALL Discretion Managers Authority Sole Shared None 2020 CHINACAP ACQUIRCO INC *W EXP 11/08/20190212G117 65 143,100 SH DEFINED 1 143,100 ADOBE SYS INC COM 00724F101 5,801 163,000 CALL DEFINED 1 163,000 ADVANCED MEDICAL OPTICS INC COM 00763M108 1,600 78,800 SH DEFINED 1 78,800 ADVANCED MEDICAL OPTICS INC COM 00763M108 2,031 100,000 PUT DEFINED 1 100,000 ADVANCED MICRO DEVICES INC COM 007903107 1,657 281,200 SH DEFINED 1 281,200 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0007903AL1 15,809 25,000,000 PRN DEFINED 1 25,000,000 ADVANCED MICRO DEVICES INC COM 007903107 4,124 700,000 PUT DEFINED 1 700,000 ADVANCED TECHNOLOGY ACQU COR *W EXP 06/18/201007556111 156 625,400 SH DEFINED 1 625,400 AFFILIATED MANAGERS GROUP COM 008252108 3,530 38,900 PUT DEFINED 1 38,900 AFLAC INC COM 001055102 12,990 200,000 CALL DEFINED 1 200,000 AFLAC INC COM 001055102 12,990 200,000 PUT DEFINED 1 200,000 AIRCASTLE LTD COM G0129K104 713 63,400 SH DEFINED 1 63,400 AIRCASTLE LTD COM G0129K104 713 63,400 PUT DEFINED 1 63,400 ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 682 49,487 SH DEFINED 1 49,487 ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 759 55,000 PUT DEFINED 1 55,000 ALPHA SEC GROUP CORP *W EXP 03/23/20102078A118 91 361,000 SH DEFINED 1 361,000 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 2,105 52,044 SH DEFINED 1 52,044 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 4,734 117,100 PUT DEFINED 1 117,100 ALYST ACQUISTION CORP *W EXP 06/28/20102263A113 110 440,500 SH DEFINED 1 440,500 AMAZON COM INC COM 023135106 457 6,400 CALL DEFINED 1 6,400 AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,022 245,000 SH DEFINED 1 245,000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 12,710 620,000 PUT DEFINED 1 620,000 AMERICAN CMNTY NEWSPAPERS IN COM 02520T103 88 103,200 SH DEFINED 1 103,200 AMERICAN COMMERCIAL LINES COM NEW 025195207 6,320 400,000 CALL DEFINED 1 400,000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/002744MAA6 9,176 9,400,000 PRN DEFINED 1 9,400,000 AMGEN INC NOTE 0.375% 2/0031162AQ3 30,772 35,500,000 PRN DEFINED 1 35,500,000 ANALOG DEVICES INC COM 032654105 1,730 58,577 SH DEFINED 1 58,577 ANALOG DEVICES INC COM 032654105 2,952 100,000 PUT DEFINED 1 100,000 ANHEUSER BUSCH COS INC COM 035229103 2,278 48,000 SH DEFINED 1 48,000 ANHEUSER BUSCH COS INC COM 035229103 5,694 120,000 PUT DEFINED 1 120,000 APEX BIOVENTURES ACQ CORP *W EXP 06/07/20103753Q113 180 542,900 SH DEFINED 1 542,900 APPLE INC COM 037833100 14,635 100,000 PUT DEFINED 1 100,000 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 7,452 91,100 CALL DEFINED 1 91,100 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,928 35,800 PUT DEFINED 1 35,800 ARVINMERITOR INC NOTE 4.625% 3/0043353AF8 21,539 25,000,000 PRN DEFINED 1 25,000,000 ASIA SPECIAL SIT ACQST CORP SHS G0538M105 2,718 300,000 SH DEFINED 1 300,000 ATHEROGENICS INC NOTE 1.500% 2/0047439AD6 309 2,500,000 PRN DEFINED 1 2,500,000 ATLAS ACQUISITION HLDGS CORP *W EXP 01/23/201049162118 263 750,000 SH DEFINED 1 750,000 AUTOMATIC DATA PROCESSING IN COM 053015103 18,698 441,100 CALL DEFINED 1 441,100 AVERY DENNISON CORP COM 053611109 3,733 75,800 PUT DEFINED 1 75,800 AVI BIOPHARMA INC COM 002346104 736 400,488 SH DEFINED 1 400,488 BAIDU COM INC SPON ADR REP A 056752108 3,786 15,800 CALL DEFINED 1 15,800 BAIDU COM INC SPON ADR REP A 056752108 7,405 30,900 PUT DEFINED 1 30,900 BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,468 88,900 SH DEFINED 1 88,900 BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,455 340,600 CALL DEFINED 1 340,600 BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,169 330,300 PUT DEFINED 1 330,300 BANK OF AMERICA CORPORATION COM 060505104 11,771 310,500 SH DEFINED 1 310,500 BANK OF AMERICA CORPORATION COM 060505104 37,561 990,800 PUT DEFINED 1 990,800 BARRICK GOLD CORP COM 067901108 4,128 95,000 SH DEFINED 1 95,000 BARRICK GOLD CORP COM 067901108 39,106 900,000 CALL DEFINED 1 900,000 BARRICK GOLD CORP COM 067901108 26,621 612,700 PUT DEFINED 1 612,700 BEAZER HOMES USA INC NOTE 4.625% 6/107556QAL9 3,566 5,000,000 PRN DEFINED 1 5,000,000 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 1,223 108,342 SH DEFINED 1 108,342 BLACKROCK MUNI INTER DR FD I COM 09253X102 511 37,791 SH DEFINED 1 37,791 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 183 18,401 SH DEFINED 1 18,401 BLACKROCK MUNIHLDGS INSD FDI COM 09254C107 770 65,638 SH DEFINED 1 65,638 BLACKROCK MUNIHOLDINGS CALIF COM 09254L107 1,368 109,078 SH DEFINED 1 109,078 BLACKROCK MUNIHOLDINGS FLA I COM 09254P108 400 33,000 SH DEFINED 1 33,000 BLACKROCK MUNIHOLDINGS N Y I COM 09255C106 723 56,730 SH DEFINED 1 56,730 BLACKROCK MUNIYIELD CALIF IN COM 09254N103 301 23,610 SH DEFINED 1 23,610 BLACKROCK MUNIYIELD FLA INSD COM 09254T100 417 34,600 SH DEFINED 1 34,600 BLACKROCK MUNIYIELD MICH INS COM 09254V105 1,058 80,651 SH DEFINED 1 80,651 BLACKROCK MUNIYIELD MICH INS COM 09254W103 350 28,325 SH DEFINED 1 28,325 BLACKROCK MUNIYIELD N J INSD COM 09255A100 311 23,660 SH DEFINED 1 23,660 BLACKROCK MUNIYIELD N Y INSD COM 09255E102 155 12,492 SH DEFINED 1 12,492 BLACKROCK MUNIYIELD PA INSD COM 09255G107 716 54,833 SH DEFINED 1 54,833 BLACKROCK MUNIYIELD QUALITY COM 09254G108 1,978 180,068 SH DEFINED 1 180,068 BLACKROCK MUNYIELD INSD FD I COM 09254E103 1,096 88,302 SH DEFINED 1 88,302 BOISE INC *W EXP 06/18/20109746Y113 1,517 1,366,993 SH DEFINED 1 1,366,993 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/110112RAG9 28,574 25,000,000 PRN DEFINED 1 25,000,000 BPW ACQUISITION CORP UNIT 055637201 2,911 300,000 SH DEFINED 1 300,000 BRE PROPERTIES INC NOTE 4.125% 8/105564EBH8 9,296 10,000,000 PRN DEFINED 1 10,000,000 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7,534 1,032,000 CALL DEFINED 1 1,032,000 BUNGE LIMITED COM G16962105 13,901 160,000 PUT DEFINED 1 160,000 BURLINGTON NORTHN SANTA FE C COM 12189T104 27,666 300,000 CALL DEFINED 1 300,000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 27,591 507,200 CALL DEFINED 1 507,200 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,488 82,500 PUT DEFINED 1 82,500 CANADIAN NAT RES LTD COM 136385101 61,433 900,000 CALL DEFINED 1 900,000 CARNIVAL CORP NOTE 10/2143658AS1 29,145 40,000,000 PRN DEFINED 1 40,000,000 CENTEX CORP COM 152312104 6,052 250,000 PUT DEFINED 1 250,000 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1153435AA0 29,324 27,500,000 PRN DEFINED 1 27,500,000 CHARMING SHOPPES INC NOTE 1.125% 5/0161133AE3 3,246 5,000,000 PRN DEFINED 1 5,000,000 CHENIERE ENERGY INC COM NEW 16411R208 2,476 125,000 CALL DEFINED 1 125,000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1165167BW6 50,146 37,500,000 PRN DEFINED 1 37,500,000 CHINA HLDGS ACQUISITION CORP COM 16942N106 1,932 214,700 SH DEFINED 1 214,700 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 4,821 92,600 SH DEFINED 1 92,600 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 12,063 231,700 PUT DEFINED 1 231,700 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 18,377 245,000 CALL DEFINED 1 245,000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 10,876 145,000 PUT DEFINED 1 145,000 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 628 10,000 CALL DEFINED 1 10,000 CHINA UNICOM LTD SPONSORED ADR 16945R104 22,872 1,075,300 CALL DEFINED 1 1,075,300 CHINA UNICOM LTD SPONSORED ADR 16945R104 3,246 152,600 PUT DEFINED 1 152,600 CHIQUITA BRANDS INTL INC *W EXP 03/19/200170032114 7,591 1,254,782 SH DEFINED 1 1,254,782 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1170032AT3 22,365 18,000,000 PRN DEFINED 1 18,000,000 CHURCHILL VENTURES LTD *W EXP 03/01/20117157P117 201 574,100 SH DEFINED 1 574,100 CIENA CORP COM NEW 171779309 1,234 40,000 SH DEFINED 1 40,000 CIENA CORP COM NEW 171779309 6,782 220,000 PUT DEFINED 1 220,000 CITIGROUP INC COM 172967101 23,888 1,115,206 SH DEFINED 1 1,115,206 CITIGROUP INC COM 172967101 4,260 198,900 CALL DEFINED 1 198,900 CITIGROUP INC COM 172967101 46,447 2,168,400 PUT DEFINED 1 2,168,400 CLARK HLDGS INC *W EXP 02/15/20118145M117 50 215,300 SH DEFINED 1 215,300 CLEARWIRE CORP CL A 185385309 1,110 75,000 CALL DEFINED 1 75,000 COACH INC COM 189754104 9,950 330,000 SH DEFINED 1 330,000 COACH INC COM 189754104 15,075 500,000 PUT DEFINED 1 500,000 COLUMBUS ACQUISITION CORP *W EXP 05/18/201198851115 206 721,200 SH DEFINED 1 721,200 COMMUNITY BANKERS ACQUISITN *W EXP 06/04/20120361R119 134 665,100 SH DEFINED 1 665,100 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 41,464 1,197,000 CALL DEFINED 1 1,197,000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 11,484 331,500 PUT DEFINED 1 331,500 CONOCOPHILLIPS COM 20825C104 20,745 272,200 CALL DEFINED 1 272,200 CONSECO INC COM NEW 208464883 1,598 156,604 SH DEFINED 1 156,604 CONSECO INC COM NEW 208464883 3,452 338,400 PUT DEFINED 1 338,400 COSTAR GROUP INC COM 22160N109 858 19,942 SH DEFINED 1 19,942 COSTAR GROUP INC COM 22160N109 2,967 69,000 PUT DEFINED 1 69,000 COSTCO WHSL CORP NEW COM 22160K105 25,338 390,000 CALL DEFINED 1 390,000 COSTCO WHSL CORP NEW COM 22160K105 66,107 1,017,500 PUT DEFINED 1 1,017,500 COUNTRYWIDE FINANCIAL CORP DBCV 5/1222372AP9 21,487 25,000,000 PRN DEFINED 1 25,000,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 3,610 656,300 CALL DEFINED 1 656,300 COVANTA HLDG CORP COM 22282E102 1,447 52,600 PUT DEFINED 1 52,600 COVENTRY HEALTH CARE INC COM 222862104 9,733 241,200 CALL DEFINED 1 241,200 COVIDIEN LTD COM G2552X108 2,970 67,125 SH DEFINED 1 67,125 CROWN CASTLE INTL CORP COM 228227104 13,796 400,000 CALL DEFINED 1 400,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 4,722 200,000 SH DEFINED 1 200,000 DEKANIA CORP COM 24488U104 359 37,600 SH DEFINED 1 37,600 DELTA AIR LINES INC DEL COM NEW 247361702 3,268 380,000 SH DEFINED 1 380,000 DELTA AIR LINES INC DEL COM NEW 247361702 10,965 1,275,000 CALL DEFINED 1 1,275,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1251591AS2 26,339 31,000,000 PRN DEFINED 1 31,000,000 DOMINION RES INC VA NEW COM 25746U109 204 5,000 SH DEFINED 1 5,000 DOMINION RES INC VA NEW COM 25746U109 2,042 50,000 PUT DEFINED 1 50,000 DRESSER-RAND GROUP INC COM 261608103 1,076 35,000 SH DEFINED 1 35,000 DRESSER-RAND GROUP INC COM 261608103 1,538 50,000 PUT DEFINED 1 50,000 DTF TAX-FREE INCOME INC COM 23334J107 833 61,230 SH DEFINED 1 61,230 EASTMAN KODAK CO COM 277461109 1,325 74,974 SH DEFINED 1 74,974 EASTMAN KODAK CO NOTE 3.375%10/1277461BE8 14,979 15,500,000 PRN DEFINED 1 15,500,000 EASTMAN KODAK CO COM 277461109 3,535 200,000 PUT DEFINED 1 200,000 EATON VANCE INS OH MUN BD FD COM 27828L106 212 17,550 SH DEFINED 1 17,550 EATON VANCE MI MUNI INCOME T SH BEN INT 27826D106 142 11,919 SH DEFINED 1 11,919 ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/20129269P117 208 546,820 SH DEFINED 1 546,820 ENTERPRISE ACQUISITION CORP *W EXP 11/07/20129365R116 166 331,500 SH DEFINED 1 331,500 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0293904AE8 14,639 13,000,000 PRN DEFINED 1 13,000,000 EQUITY MEDIA HLDGS CORP *W EXP 08/26/200294725114 9 100,000 SH DEFINED 1 100,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 5,896 300,000 CALL DEFINED 1 300,000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/126884AAV5 45,751 47,500,000 PRN DEFINED 1 47,500,000 FAIR ISAAC CORP COM 303250104 8,500 395,000 CALL DEFINED 1 395,000 FEDERAL HOME LN MTG CORP COM 313400301 1,016 40,139 SH DEFINED 1 40,139 FEDERAL HOME LN MTG CORP COM 313400301 3,798 150,000 CALL DEFINED 1 150,000 FEDERAL HOME LN MTG CORP COM 313400301 7,596 300,000 PUT DEFINED 1 300,000 FEDERAL NATL MTG ASSN COM 313586109 3,511 133,395 SH DEFINED 1 133,395 FEDERAL NATL MTG ASSN COM 313586109 9,607 365,000 CALL DEFINED 1 365,000 FEDERAL NATL MTG ASSN COM 313586109 43,691 1,660,000 PUT DEFINED 1 1,660,000 FIRST SOLAR INC COM 336433107 3,883 16,800 CALL DEFINED 1 16,800 FIRST SOLAR INC COM 336433107 4,461 19,300 PUT DEFINED 1 19,300 FIRSTENERGY CORP COM 337932107 892 13,000 SH DEFINED 1 13,000 FIRSTENERGY CORP COM 337932107 3,431 50,000 PUT DEFINED 1 50,000 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 6,352 180,700 SH DEFINED 1 180,700 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 886 25,200 CALL DEFINED 1 25,200 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 6,387 181,700 PUT DEFINED 1 181,700 FOOT LOCKER INC COM 344849104 957 81,300 CALL DEFINED 1 81,300 FORD MTR CO DEL NOTE 4.250%12/1345370CF5 8,563 10,000,000 PRN DEFINED 1 10,000,000 FORD MTR CO DEL COM PAR $0.01 345370860 1,518 265,400 CALL DEFINED 1 265,400 FURNITURE BRANDS INTL INC COM 360921100 2,398 205,000 CALL DEFINED 1 205,000 GENERAL MTRS CORP DEB SR CV C 33 370442717 14,971 900,000 SH DEFINED 1 900,000 GENEVA ACQUISITION CORP *W EXP 02/12/20137185Y112 68 522,300 SH DEFINED 1 522,300 GHL ACQUISITION CORP UNIT 99/99/9999 36172H207 5,711 590,000 SH DEFINED 1 590,000 GLOBAL BPO SVCS CORP *W EXP 10/17/201378981112 110 580,000 SH DEFINED 1 580,000 GLOBAL CONSUMER ACQST CORP *W EXP 11/27/201378983118 111 155,000 SH DEFINED 1 155,000 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20138116J117 451 618,500 SH DEFINED 1 618,500 GOLDEN POND HEALTHCARE INC COM 38116J109 4,546 618,500 SH DEFINED 1 618,500 GOLDMAN SACHS GROUP INC COM 38141G104 5,789 35,000 SH DEFINED 1 35,000 GOLDMAN SACHS GROUP INC COM 38141G104 82,696 500,000 PUT DEFINED 1 500,000 GOOGLE INC CL A 38259P508 7,268 16,500 SH DEFINED 1 16,500 GOOGLE INC CL A 38259P508 26,428 60,000 CALL DEFINED 1 60,000 GOOGLE INC CL A 38259P508 26,428 60,000 PUT DEFINED 1 60,000 GRANAHAN MCCOURT ACQ CORP *W EXP 10/18/201385034111 49 305,100 SH DEFINED 1 305,100 GREAT ATLANTIC & PAC TEA INC COM 390064103 3,934 150,025 SH DEFINED 1 150,025 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1390064AK9 22,065 22,500,000 PRN DEFINED 1 22,500,000 GREIF INC CL B 397624206 2,552 41,400 SH DEFINED 1 41,400 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1398905AE9 16,282 25,500,000 PRN DEFINED 1 25,500,000 GSC ACQUISITION COMPANY *W EXP 06/25/20140053G114 21 46,000 SH DEFINED 1 46,000 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 524 57,000 SH DEFINED 1 57,000 HARBOR ACQUISITION CORPORATI *W EXP 04/25/20141145X115 7 398,500 SH DEFINED 1 398,500 HARLEY DAVIDSON INC COM 412822108 15,000 400,000 PUT DEFINED 1 400,000 HD PARTNERS ACQUISITION CORP *W EXP 06/01/20140415K118 2 100,000 SH DEFINED 1 100,000 HEALTH CARE REIT INC NOTE 4.750% 7/142217KAQ9 33,610 31,500,000 PRN DEFINED 1 31,500,000 HEALTH CARE REIT INC NOTE 4.750%12/042217KAP1 5,440 5,000,000 PRN DEFINED 1 5,000,000 HECKMANN CORP *W EXP 11/09/201422680116 296 462,500 SH DEFINED 1 462,500 HECLA MNG CO COM 422704106 11,629 1,042,100 PUT DEFINED 1 1,042,100 HEICO CORP NEW CL A 422806208 10,474 266,994 SH DEFINED 1 266,994 HEINZ H J CO COM 423074103 48,947 1,042,100 PUT DEFINED 1 1,042,100 HICKS ACQUISITION CO I INC *W EXP 09/28/201429086127 734 1,411,000 SH DEFINED 1 1,411,000 HIGHLANDS ACQUISITION CORP *W EXP 10/03/201430880112 90 200,000 SH DEFINED 1 200,000 HOME DEPOT INC COM 437076102 12,279 439,000 CALL DEFINED 1 439,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/144106MAK8 11,013 12,500,000 PRN DEFINED 1 12,500,000 HUTCHINSON TECHNOLOGY INC COM 448407106 295 18,500 PUT DEFINED 1 18,500 IDEATION ACQUISITION CORP *W EXP 11/19/201451665111 297 741,000 SH DEFINED 1 741,000 IDEATION ACQUISITION CORP COM 451665103 2,555 357,350 SH DEFINED 1 357,350 INCYTE CORP NOTE 3.500% 2/145337CAF9 14,401 13,500,000 PRN DEFINED 1 13,500,000 INFORMATION SERVICES GROUP I *W EXP 01/31/20145675Y112 379 757,931 SH DEFINED 1 757,931 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3,234 90,407 SH DEFINED 1 90,407 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3,398 95,000 PUT DEFINED 1 95,000 INTER ATLANTIC FINANCIAL INC *W EXP 10/02/20145890H118 95 272,000 SH DEFINED 1 272,000 ISHARES TR FTSE XNHUA IDX 464287184 6,217 46,000 SH DEFINED 1 46,000 ISHARES TR MSCI EMERG MKT 464287234 20,628 153,500 SH DEFINED 1 153,500 ISHARES TR MSCI EMERG MKT 464287234 53,752 400,000 CALL DEFINED 1 400,000 ISHARES TR FTSE XNHUA IDX 464287184 28,434 210,400 PUT DEFINED 1 210,400 ISHARES TR MSCI EMERG MKT 464287234 228,446 1,700,000 PUT DEFINED 1 1,700,000 ISTAR FINL INC FRNT 10/045031UBF7 9,693 14,000,000 PRN DEFINED 1 14,000,000 JETBLUE AWYS CORP COM 477143101 1,447 249,510 SH DEFINED 1 249,510 JETBLUE AWYS CORP COM 477143101 2,610 450,000 CALL DEFINED 1 450,000 JETBLUE AWYS CORP COM 477143101 11,136 1,920,000 PUT DEFINED 1 1,920,000 JOHNSON & JOHNSON COM 478160104 15,348 236,600 CALL DEFINED 1 236,600 JONES APPAREL GROUP INC COM 480074103 14,349 1,069,289 SH DEFINED 1 1,069,289 JUNIPER NETWORKS INC COM 48203R104 14,938 597,500 CALL DEFINED 1 597,500 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/20048562P111 58 34,000 SH DEFINED 1 34,000 KB HOME COM 48666K109 9,892 400,000 PUT DEFINED 1 400,000 KBL HEALTHCARE ACQUIS CORP I *W EXP 07/18/20148241N115 112 407,500 SH DEFINED 1 407,500 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 10,938 200,000 CALL DEFINED 1 200,000 KING PHARMACEUTICALS INC COM 495582108 1,740 200,000 PUT DEFINED 1 200,000 KOHLS CORP COM 500255104 10,722 250,000 CALL DEFINED 1 250,000 KOOKMIN BK NEW SPONSORED ADR 50049M109 1,401 25,000 SH DEFINED 1 25,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,212 280,000 SH DEFINED 1 280,000 LAM RESEARCH CORP COM 512807108 7,938 207,700 CALL DEFINED 1 207,700 LEHMAN BROS HLDGS INC COM 524908100 376 10,000 SH DEFINED 1 10,000 LEHMAN BROS HLDGS INC COM 524908100 4,073 108,200 PUT DEFINED 1 108,200 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3530718AF2 9,992 10,000,000 PRN DEFINED 1 10,000,000 LIMITED BRANDS INC COM 532716107 3,574 209,000 CALL DEFINED 1 209,000 LOEWS CORP COM 540424108 3,556 88,421 SH DEFINED 1 88,421 LOWES COS INC COM 548661107 5,735 250,000 CALL DEFINED 1 250,000 M D C HLDGS INC COM 552676108 12,042 275,000 PUT DEFINED 1 275,000 MACYS INC COM 55616P104 7,257 314,700 CALL DEFINED 1 314,700 MBF HEALTHCARE ACQUISITION C *W EXP 04/16/201552650111 93 390,300 SH DEFINED 1 390,300 MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 268 22,677 SH DEFINED 1 22,677 MCGRAW HILL COS INC COM 580645109 1,004 27,200 SH DEFINED 1 27,200 MCGRAW HILL COS INC COM 580645109 14,063 380,600 PUT DEFINED 1 380,600 MECHEL OAO SPONSORED ADR 583840103 2,344 20,600 CALL DEFINED 1 20,600 MECHEL OAO SPONSORED ADR 583840103 2,275 20,000 PUT DEFINED 1 20,000 MERRILL LYNCH & CO INC COM 590188108 6,233 153,000 SH DEFINED 1 153,000 MERRILL LYNCH & CO INC COM 590188108 23,222 570,000 PUT DEFINED 1 570,000 MEXICO EQUITY & INCOME FD COM 592834105 956 38,585 SH DEFINED 1 38,585 MEXICO FD INC COM 592835102 3,034 87,595 SH DEFINED 1 87,595 MFA MTG INVTS INC COM 55272X102 6,142 975,000 CALL DEFINED 1 975,000 MGM MIRAGE COM 552953101 2,228 37,914 SH DEFINED 1 37,914 MGM MIRAGE COM 552953101 6,177 105,100 PUT DEFINED 1 105,100 MICRON TECHNOLOGY INC COM 595112103 8,448 1,415,000 PUT DEFINED 1 1,415,000 MILLENNIUM INDIA ACQS COM IN *W EXP 07/19/20160039Q119 527 309,700 SH DEFINED 1 309,700 MILLENNIUM INDIA ACQS COM IN COM 60039Q101 2,970 540,000 SH DEFINED 1 540,000 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 6,600 69,800 CALL DEFINED 1 69,800 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,413 48,800 SH DEFINED 1 48,800 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,237 77,300 CALL DEFINED 1 77,300 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,324 80,300 PUT DEFINED 1 80,300 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 367 50,000 SH DEFINED 1 50,000 MOODYS CORP COM 615369105 10,836 311,100 PUT DEFINED 1 311,100 MORGAN STANLEY N Y QULTY MUN 61745P528 330 25,748 SH DEFINED 1 25,748 MORGAN STANLEY QUALT MUN INCM 61745P734 468 38,125 SH DEFINED 1 38,125 MORGAN STANLEY COM NEW 617446448 21,936 480,000 CALL DEFINED 1 480,000 MOTOROLA INC COM 620076109 12,537 1,348,100 CALL DEFINED 1 1,348,100 MYLAN INC COM 628530107 2,900 250,000 CALL DEFINED 1 250,000 MYLAN INC COM 628530107 14,661 1,263,800 PUT DEFINED 1 1,263,800 NABORS INDS INC NOTE 0.940% 5/1629568AP1 38,876 38,000,000 PRN DEFINED 1 38,000,000 NATIONAL CITY CORP NOTE 4.000% 2/0635405AW3 8,214 10,000,000 PRN DEFINED 1 10,000,000 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1637417AA4 15,289 15,000,000 PRN DEFINED 1 15,000,000 NEUBERGER BERMAN CA INT MUN COM 64123C101 348 26,439 SH DEFINED 1 26,439 NEUBERGER BERMAN INTER MUNI COM 64124P101 145 10,930 SH DEFINED 1 10,930 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 843 13,000 SH DEFINED 1 13,000 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 902 13,900 CALL DEFINED 1 13,900 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,638 56,100 PUT DEFINED 1 56,100 NEWALLIANCE BANCSHARES INC COM 650203102 858 70,000 SH DEFINED 1 70,000 NEWALLIANCE BANCSHARES INC COM 650203102 2,146 175,000 PUT DEFINED 1 175,000 NEWS CORP CL B 65248E203 8,871 465,929 SH DEFINED 1 465,929 NIKE INC CL B 654106103 18,020 265,000 PUT DEFINED 1 265,000 NOKIA CORP SPONSORED ADR 654902204 5,411 170,000 SH DEFINED 1 170,000 NOKIA CORP SPONSORED ADR 654902204 12,733 400,000 PUT DEFINED 1 400,000 NORDSTROM INC COM 655664100 4,564 140,000 PUT DEFINED 1 140,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 599 89,600 SH DEFINED 1 89,600 NORTEL NETWORKS CORP NEW NOTE 2.125% 4/1656568AE2 6,214 10,000,000 PRN DEFINED 1 10,000,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 1,973 294,800 CALL DEFINED 1 294,800 NORTH AMERN INS LEADERS INC *W EXP 03/21/20165687M112 5 509,800 SH DEFINED 1 509,800 NOVAMED INC DEL NOTE 1.000% 6/166986WAA6 1,589 2,000,000 PRN DEFINED 1 2,000,000 NRDC ACQUISITION CORP *W EXP 10/17/20162941R110 100 200,000 SH DEFINED 1 200,000 NUVEEN ARIZ PREM INCOME MUN COM 67061W104 352 27,380 SH DEFINED 1 27,380 NUVEEN CA MUN MKT OPPORTUNT COM 67062U107 359 27,400 SH DEFINED 1 27,400 NUVEEN MD DIV ADV MUN FD 3 COM 67072A109 374 29,617 SH DEFINED 1 29,617 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 545 42,728 SH DEFINED 1 42,728 NUVEEN MICH QUALITY INCOME M COM 670979103 377 29,318 SH DEFINED 1 29,318 NUVEEN N Y INVT QUALITY MUN COM 67062X101 866 66,197 SH DEFINED 1 66,197 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 324 25,230 SH DEFINED 1 25,230 NUVEEN NJ INVT QUALITY MUN F COM 670971100 567 43,718 SH DEFINED 1 43,718 NUVEEN NY DIV ADVANTG MUN FD COM 67070A101 193 14,800 SH DEFINED 1 14,800 NUVEEN NY QUALITY INCM MUN F COM 670986108 467 36,623 SH DEFINED 1 36,623 NUVEEN NY SELECT QUALITY MUN COM 670976109 1,298 100,629 SH DEFINED 1 100,629 NUVEEN PA INVT QUALITY MUN F COM 670972108 833 65,041 SH DEFINED 1 65,041 NUVEEN PA PREM INCOME MUN FD COM 67061F101 499 41,392 SH DEFINED 1 41,392 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 532 39,813 SH DEFINED 1 39,813 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 1,539 135,800 SH DEFINED 1 135,800 NUVEEN PREMIER MUN INCOME FD COM 670988104 158 12,520 SH DEFINED 1 12,520 NVIDIA CORP COM 67066G104 2,770 140,000 CALL DEFINED 1 140,000 NVIDIA CORP COM 67066G104 594 30,000 PUT DEFINED 1 30,000 NYSE EURONEXT COM 629491101 12,342 200,000 CALL DEFINED 1 200,000 OCCIDENTAL PETE CORP DEL COM 674599105 29,268 400,000 CALL DEFINED 1 400,000 OCEANAUT INC COM 675227102 387 50,000 SH DEFINED 1 50,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 10,156 145,000 CALL DEFINED 1 145,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 3,152 45,000 PUT DEFINED 1 45,000 OVERTURE ACQUISITION CORP *W EXP 01/30/201G6830P118 324 746,900 SH DEFINED 1 746,900 OVERTURE ACQUISITION CORP SHS G6830P100 3,643 395,200 SH DEFINED 1 395,200 PAETEC HOLDING CORP COM 695459107 633 95,000 CALL DEFINED 1 95,000 PDL BIOPHARMA INC COM 69329Y104 159 14,980 SH DEFINED 1 14,980 PDL BIOPHARMA INC COM 69329Y104 315 29,700 PUT DEFINED 1 29,700 PENNEY J C INC COM 708160106 21,118 560,000 CALL DEFINED 1 560,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,851 57,300 SH DEFINED 1 57,300 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 27,876 273,000 PUT DEFINED 1 273,000 PIONEER NAT RES CO NOTE 2.875% 1/1723787AH0 13,175 12,000,000 PRN DEFINED 1 12,000,000 PLAINS EXPL& PRODTN CO COM 726505100 10,628 200,000 CALL DEFINED 1 200,000 PMI GROUP INC COM 69344M101 1,164 200,000 SH DEFINED 1 200,000 POLARIS ACQUISITION CORP *W EXP 01/10/20173104R110 90 200,000 SH DEFINED 1 200,000 POLARIS ACQUISITION CORP COM 73104R102 1,825 199,400 SH DEFINED 1 199,400 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1739363AD1 12,790 20,000,000 PRN DEFINED 1 20,000,000 PPG INDS INC COM 693506107 5,446 90,000 SH DEFINED 1 90,000 PPG INDS INC COM 693506107 6,051 100,000 PUT DEFINED 1 100,000 PRIDE INTL INC DEL COM 74153Q102 4,893 140,000 SH DEFINED 1 140,000 PRIDE INTL INC DEL COM 74153Q102 6,991 200,000 CALL DEFINED 1 200,000 PRO PHARMACEUTICALS INC COM 74267T109 430 1,000,000 SH DEFINED 1 1,000,000 PROLOGIS NOTE 1.875%11/1743410AR3 46,544 51,500,000 PRN DEFINED 1 51,500,000 PROSPECT ACQUISITION CORP *W EXP 11/14/20174347T111 385 960,000 SH DEFINED 1 960,000 PROSPECT ACQUISITION CORP COM 74347T103 1,736 191,100 SH DEFINED 1 191,100 PRUDENTIAL FINL INC COM 744320102 32,638 417,100 CALL DEFINED 1 417,100 PSS WORLD MED INC NOTE 2.250% 3/169366AAB6 24,803 22,500,000 PRN DEFINED 1 22,500,000 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1,643 149,501 SH DEFINED 1 149,501 QIMONDA FIN LLC NOTE 6.750% 3/274732WAA7 17,955 19,250,000 PRN DEFINED 1 19,250,000 QWEST COMMUNICATIONS INTL IN COM 749121109 2,266 500,000 CALL DEFINED 1 500,000 RADISYS CORP NOTE 2.750% 2/1750459AE9 10,000 10,000,000 PRN DEFINED 1 10,000,000 RESPONSE GENETICS INC COM 76123U105 567 141,991 SH DEFINED 1 141,991 RIGEL PHARMACEUTICALS INC COM NEW 766559603 920 49,300 SH DEFINED 1 49,300 RIGEL PHARMACEUTICALS INC COM NEW 766559603 3,226 172,900 PUT DEFINED 1 172,900 SANTA MONICA MEDIA CORP *W EXP 03/27/201802501114 118 471,300 SH DEFINED 1 471,300 SAPPHIRE INDUSTRIALS CORP *W EXP 01/17/20180306T117 715 1,588,500 SH DEFINED 1 1,588,500 SCHLUMBERGER LTD COM 806857108 9,131 104,962 SH DEFINED 1 104,962 SCHLUMBERGER LTD COM 806857108 24,360 280,000 PUT DEFINED 1 280,000 SECURE AMER ACQUISITION CORP *W EXP 10/23/20181372L111 185 615,000 SH DEFINED 1 615,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 8,594 345,572 SH DEFINED 1 345,572 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 24,870 1,000,000 PUT DEFINED 1 1,000,000 SEPRACOR INC COM 817315104 3,800 194,700 SH DEFINED 1 194,700 SEPRACOR INC COM 817315104 3,904 200,000 PUT DEFINED 1 200,000 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 3,076 105,700 CALL DEFINED 1 105,700 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1829226AW9 9,072 10,000,000 PRN DEFINED 1 10,000,000 SLM CORP COM 78442P106 691 45,000 SH DEFINED 1 45,000 SLM CORP COM 78442P106 3,853 251,000 PUT DEFINED 1 251,000 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 1,640 136,000 SH DEFINED 1 136,000 SONY CORP ADR NEW 835699307 4,553 113,625 SH DEFINED 1 113,625 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20178470A112 252 450,000 SH DEFINED 1 450,000 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 5,314 245,005 SH DEFINED 1 245,005 SPDR TR UNIT SER 1 78462F103 197,955 1,500,000 CALL DEFINED 1 1,500,000 SPDR TR UNIT SER 1 78462F103 65,986 500,000 PUT DEFINED 1 500,000 SPORTS PPTYS ACQUISITION COR *W EXP 01/17/20184920F115 251 556,000 SH DEFINED 1 556,000 SPORTS PPTYS ACQUISITION COR COM 84920F107 509 56,000 SH DEFINED 1 56,000 ST JOE CO COM 790148100 1,803 42,000 CALL DEFINED 1 42,000 ST JOE CO COM 790148100 1,803 42,000 PUT DEFINED 1 42,000 ST JUDE MED INC COM 790849103 335 7,754 SH DEFINED 1 7,754 ST JUDE MED INC COM 790849103 661 15,300 CALL DEFINED 1 15,300 STANDARD PAC CORP NOTE 6.000%10/0853763AA8 2,452 3,500,000 PRN DEFINED 1 3,500,000 STATOILHYDRO ASA SPONSORED ADR 85771P102 13,367 447,500 CALL DEFINED 1 447,500 STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201861923126 344 860,200 SH DEFINED 1 860,200 SUN MICROSYSTEMS INC COM NEW 866810203 23,296 1,500,000 PUT DEFINED 1 1,500,000 SUPERVALU INC COM 868536103 1,799 60,000 SH DEFINED 1 60,000 TAILWIND FINL INC *W EXP 04/11/201874023112 59 453,300 SH DEFINED 1 453,300 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 589 57,400 CALL DEFINED 1 57,400 TARGET CORP COM 87612E106 1,997 39,400 CALL DEFINED 1 39,400 TARGET CORP COM 87612E106 2,534 50,000 PUT DEFINED 1 50,000 TEMPLE INLAND INC COM 879868107 1,653 130,000 SH DEFINED 1 130,000 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/088163VAE9 29,722 28,500,000 PRN DEFINED 1 28,500,000 TEXAS INSTRS INC COM 882508104 4,229 149,600 SH DEFINED 1 149,600 TEXAS INSTRS INC COM 882508104 1,358 48,000 CALL DEFINED 1 48,000 TEXAS INSTRS INC COM 882508104 7,011 248,000 PUT DEFINED 1 248,000 THERAVANCE INC NOTE 3.000% 1/188338TAA2 1,496 2,000,000 PRN DEFINED 1 2,000,000 TIFFANY & CO NEW COM 886547108 4,184 100,000 PUT DEFINED 1 100,000 TIME WARNER INC COM 887317105 21,030 1,500,000 SH DEFINED 1 1,500,000 TIME WARNER INC COM 887317105 39,256 2,800,000 PUT DEFINED 1 2,800,000 TM ENTMT & MEDIA INC COM 87260T108 180 25,300 SH DEFINED 1 25,300 TRANSFORMA ACQUISITION GROUP *W EXP 12/19/20189366E118 26 104,500 SH DEFINED 1 104,500 TRANS-INDIA ACQUISITION CORP *W EXP 02/08/201893237115 4 24,900 SH DEFINED 1 24,900 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1893830AV1 10,910 10,000,000 PRN DEFINED 1 10,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1893830AW9 16,401 15,000,000 PRN DEFINED 1 15,000,000 TRIAN ACQUISITION I CORP *W EXP 01/23/20189582E116 351 500,000 SH DEFINED 1 500,000 TRIPLECROWN ACQUISITION CORP *W EXP 10/22/20189677G117 189 350,000 SH DEFINED 1 350,000 TRIZETTO GROUP INC NOTE 1.125% 4/1896882AD9 4,363 4,500,000 PRN DEFINED 1 4,500,000 TYCO ELECTRONICS LTD COM NEW G9144P105 2,132 62,125 SH DEFINED 1 62,125 U S G CORP COM NEW 903293405 1,915 52,000 CALL DEFINED 1 52,000 UNDER ARMOUR INC CL A 904311107 10,797 295,000 CALL DEFINED 1 295,000 UNDER ARMOUR INC CL A 904311107 3,477 95,000 PUT DEFINED 1 95,000 UNION PAC CORP COM 907818108 2,507 20,000 SH DEFINED 1 20,000 UNION PAC CORP COM 907818108 62,690 500,000 PUT DEFINED 1 500,000 UNION STREET ACQ CORP *W EXP 02/05/201908536113 52 246,200 SH DEFINED 1 246,200 UNIT CORP COM 909218109 10,763 190,000 CALL DEFINED 1 190,000 UNIT CORP COM 909218109 10,763 190,000 PUT DEFINED 1 190,000 UNITED DOMINION REALTY TR IN NOTE 4.000%12/1910197AK8 26,157 25,286,000 PRN DEFINED 1 25,286,000 UNITED REFINING ENERGY CORP *W EXP 12/11/201911360113 714 1,298,300 SH DEFINED 1 1,298,300 UNITED REFINING ENERGY CORP COM 911360105 11,766 1,297,300 SH DEFINED 1 1,297,300 UNITED STATES STL CORP NEW COM 912909108 12,687 100,000 CALL DEFINED 1 100,000 VAN KAMPEN PA VALUE MUN INCO COM 92112T108 277 20,997 SH DEFINED 1 20,997 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 312 25,187 SH DEFINED 1 25,187 VAN KAMPEN TR INVT GRADE MUN COM 920929106 325 23,633 SH DEFINED 1 23,633 VANDA PHARMACEUTICALS INC COM 921659108 968 250,000 CALL DEFINED 1 250,000 VANTAGE ENERGY SERVICES INC *W EXP 99/99/99992209F110 148 250,000 SH DEFINED 1 250,000 VERTEX PHARMACEUTICALS INC COM 92532F100 2,389 100,000 PUT DEFINED 1 100,000 VICTORY ACQUISITION CORP *W EXP 04/24/20192644D118 31 54,000 SH DEFINED 1 54,000 VORNADO RLTY L P DBCV 3.625%11/1929043AE7 17,857 20,000,000 PRN DEFINED 1 20,000,000 VORNADO RLTY L P DEB 3.875% 4/1929043AC1 22,352 20,000,000 PRN DEFINED 1 20,000,000 VORNADO RLTY TR DBCV 2.850% 4/0929042AC3 27,664 32,500,000 PRN DEFINED 1 32,500,000 WACHOVIA CORP NEW COM 929903102 6,750 250,000 CALL DEFINED 1 250,000 WACHOVIA CORP NEW COM 929903102 2,700 100,000 PUT DEFINED 1 100,000 WARREN RES INC COM 93564A100 1,075 90,500 SH DEFINED 1 90,500 WARREN RES INC COM 93564A100 1,075 90,500 PUT DEFINED 1 90,500 WASHINGTON MUT INC COM 939322103 6,143 596,500 SH DEFINED 1 596,500 WASHINGTON MUT INC COM 939322103 9,747 946,300 PUT DEFINED 1 946,300 WEINGARTEN RLTY INVS NOTE 3.950% 8/0948741AF0 33,074 35,000,000 PRN DEFINED 1 35,000,000 WELLS FARGO & CO NEW COM 949746101 10,883 374,000 CALL DEFINED 1 374,000 WESTERN ASST MNG MUN FD INC COM 95766M105 137 12,568 SH DEFINED 1 12,568 WYNDHAM WORLDWIDE CORP COM 98310W108 1,254 60,601 SH DEFINED 1 60,601 WYNDHAM WORLDWIDE CORP COM 98310W108 3,102 150,000 PUT DEFINED 1 150,000 WYNN RESORTS LTD COM 983134107 2,013 20,000 SH DEFINED 1 20,000 WYNN RESORTS LTD COM 983134107 35,224 350,000 PUT DEFINED 1 350,000 XEROX CORP COM 984121103 14,970 1,000,000 CALL DEFINED 1 1,000,000 XILINX INC DBCV 3.125% 3/1983919AD3 29,354 32,500,000 PRN DEFINED 1 32,500,000 XILINX INC COM 983919101 6,376 268,500 PUT DEFINED 1 268,500 XL CAP LTD CL A G98255105 857 29,000 SH DEFINED 1 29,000 XL CAP LTD CL A G98255105 5,760 194,900 CALL DEFINED 1 194,900 YAHOO INC COM 984332106 10,010 346,000 SH DEFINED 1 346,000 YAHOO INC COM 984332106 23,434 810,000 CALL DEFINED 1 810,000 YAHOO INC COM 984332106 12,937 447,200 PUT DEFINED 1 447,200 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 11,098 649,000 CALL DEFINED 1 649,000
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