-----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, OqNJLuHmqPAN+4mgqEwloRiBr0k5t4X/zkkP32r6G+amX+qWdYLcyrqDa8tv7/vr WqKDACYE1xPv7E9zpUSmNQ== 0000929638-08-000806.txt : 20081114 0000929638-08-000806.hdr.sgml : 20081114 20081114132050 ACCESSION NUMBER: 0000929638-08-000806 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081189213 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_112008.txt 13F REPORT FOR PERIOD ENDING 9/30/2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 November 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: 266 Form 13F Information Table Value Total: 3,711,045 (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 9/30/08
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 ADVANCED MICRO DEVICES INC COM 007903107 3,314 631,200 SH DEFINED 1 631,200 ADVANCED MICRO DEVICES INC COM 007903107 3,676 700,000 PUT DEFINED 1 700,000 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 12,376 25,000,000 PRN DEFINED 1 25,000,000 AGIX 1.5000% 2012-02-01 PLS SENOTE 1.500% 2/1 047439AD6 269 2,500,000 PRN DEFINED 1 2,500,000 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 1,824 120,400 SH DEFINED 1 120,400 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 2,955 195,000 CALL DEFINED 1 195,000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,314 245,200 CALL DEFINED 1 245,200 AMERICAN EXPRESS CO COM 025816109 1,772 50,000 SH DEFINED 1 50,000 AMERICAN EXPRESS CO COM 025816109 18,735 528,800 PUT DEFINED 1 528,800 AMERICAN INTL GROUP INC COM 026874107 480 143,900 CALL DEFINED 1 143,900 AMERICAN INTL GROUP INC COM 026874107 3,270 981,800 PUT DEFINED 1 981,800 AMGEN INC NOTE 0.375% 2/0 031162AQ3 94,113 104,500,000 PRN DEFINED 1 104,500,000 APPLE INC COM 037833100 3,864 34,000 SH DEFINED 1 34,000 APPLE INC COM 037833100 3,979 35,000 CALL DEFINED 1 35,000 APPLE INC COM 037833100 18,333 161,300 PUT DEFINED 1 161,300 ARCHER DANIELS MIDLAND CO COM 039483102 2,873 131,107 SH DEFINED 1 131,107 ARCHER DANIELS MIDLAND CO COM 039483102 16,319 744,800 PUT DEFINED 1 744,800 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 40,899 50,000,000 PRN DEFINED 1 50,000,000 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 32,647 40,000,000 PRN DEFINED 1 40,000,000 AVERY DENNISON CORP COM 053611109 3,522 79,200 PUT DEFINED 1 79,200 AVON PRODS INC COM 054303102 6,568 158,000 CALL DEFINED 1 158,000 AVON PRODS INC COM 054303102 6,568 158,000 PUT DEFINED 1 158,000 BAIDU COM INC SPON ADR REP A 056752108 3,922 15,800 CALL DEFINED 1 15,800 BAIDU COM INC SPON ADR REP A 056752108 7,670 30,900 PUT DEFINED 1 30,900 BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,463 215,093 SH DEFINED 1 215,093 BANCO BRADESCO S A SP ADR PFD NEW 059460303 7,127 442,600 CALL DEFINED 1 442,600 BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,399 335,300 PUT DEFINED 1 335,300 BANK OF AMERICA CORPORATION COM 060505104 8,531 243,735 SH DEFINED 1 243,735 BANK OF AMERICA CORPORATION COM 060505104 15,180 433,700 CALL DEFINED 1 433,700 BANK OF AMERICA CORPORATION COM 060505104 25,099 717,100 PUT DEFINED 1 717,100 BARCLAYS PLC ADR 06738E204 1,913 77,444 SH DEFINED 1 77,444 BARRICK GOLD CORP COM 067901108 2,682 73,000 SH DEFINED 1 73,000 BARRICK GOLD CORP COM 067901108 5,547 151,000 CALL DEFINED 1 151,000 BARRICK GOLD CORP COM 067901108 7,815 212,700 PUT DEFINED 1 212,700 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 3,730 5,000,000 PRN DEFINED 1 5,000,000 BOISE INC *W EXP 06/18/201 09746Y113 152 1,516,993 SH DEFINED 1 1,516,993 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 15,397 15,000,000 PRN DEFINED 1 15,000,000 BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 8,737 10,000,000 PRN DEFINED 1 10,000,000 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6,006 1,032,000 CALL DEFINED 1 1,032,000 BUNGE LIMITED COM G16962105 15,024 237,800 PUT DEFINED 1 237,800 CARNIVAL CORP NOTE 10/2 143658AS1 13,013 20,000,000 PRN DEFINED 1 20,000,000 CARNIVAL PLC ADR 14365C103 9,812 316,503 SH DEFINED 1 316,503 CBS CORP NEW CL B 124857202 6,240 428,000 SH DEFINED 1 428,000 CENTEX CORP COM 152312104 8,262 510,000 SH DEFINED 1 510,000 CENTRAL EUROPEAN DIST CORP COM 153435102 390 8,600 PUT DEFINED 1 8,600 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 17,184 20,000,000 PRN DEFINED 1 20,000,000 CHEMTURA CORP COM 163893100 2,804 615,000 SH DEFINED 1 615,000 CHENIERE ENERGY INC COM NEW 16411R208 281 125,000 CALL DEFINED 1 125,000 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 28,942 42,112,000 PRN DEFINED 1 42,112,000 CHINA HOLDINGS ACQUISITN EQY W*W EXP 11/16/200 16942N114 93 404,700 SH DEFINED 1 404,700 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 45,275 814,000 CALL DEFINED 1 814,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 27,350 491,700 PUT DEFINED 1 491,700 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 5,197 7,000,000 PRN DEFINED 1 7,000,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 1,164 35,714 SH DEFINED 1 35,714 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 3,259 100,000 PUT DEFINED 1 100,000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,261 145,000 CALL DEFINED 1 145,000 CHINA SUNERGY CO LTD SPON ADR 16942X104 461 65,000 SH DEFINED 1 65,000 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 4,499 110,000 CALL DEFINED 1 110,000 CHINA UNICOM LTD SPONSORED ADR 16945R104 9,622 636,400 CALL DEFINED 1 636,400 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 1,120 1,244,598 SH DEFINED 1 1,244,598 CITIGROUP INC COM 172967101 11,651 568,050 SH DEFINED 1 568,050 CITIGROUP INC COM 172967101 24,553 1,197,100 CALL DEFINED 1 1,197,100 CITIGROUP INC COM 172967101 30,199 1,472,400 PUT DEFINED 1 1,472,400 CLARK HLDGS INC *W EXP 02/15/201 18145M117 8 215,300 SH DEFINED 1 215,300 COMMUNITY BANKERS TR CORP *W EXP 06/04/201 203612114 399 665,100 SH DEFINED 1 665,100 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 45,551 2,378,600 CALL DEFINED 1 2,378,600 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,518 131,500 PUT DEFINED 1 131,500 CONOCOPHILLIPS COM 20825C104 19,939 272,200 CALL DEFINED 1 272,200 CONSECO INC COM NEW 208464883 1,197 340,000 PUT DEFINED 1 340,000 COPART INC COM 217204106 2,416 63,573 SH DEFINED 1 63,573 COPART INC COM 217204106 7,448 196,000 PUT DEFINED 1 196,000 COVANTA HLDG CORP COM 22282E102 1,259 52,600 PUT DEFINED 1 52,600 COVIDIEN LTD COM G2552X108 3,609 67,125 SH DEFINED 1 67,125 CROWN CASTLE INTL CORP COM 228227104 8,836 305,000 CALL DEFINED 1 305,000 D R HORTON INC COM 23331A109 3,492 268,187 SH DEFINED 1 268,187 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 24,240 31,000,000 PRN DEFINED 1 31,000,000 DOMINION RES INC VA NEW COM 25746U109 2,139 50,000 PUT DEFINED 1 50,000 E M C CORP MASS COM 268648102 2,814 235,300 CALL DEFINED 1 235,300 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 7,562 9,000,000 PRN DEFINED 1 9,000,000 ENERGY CONVERSION DEVICES IN COM 292659109 4,077 70,000 SH DEFINED 1 70,000 ENERGY CONVERSION DEVICES IN COM 292659109 20,569 353,100 PUT DEFINED 1 353,100 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 23,156 27,500,000 PRN DEFINED 1 27,500,000 ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P117 5 512,520 SH DEFINED 1 512,520 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 12,290 13,000,000 PRN DEFINED 1 13,000,000 EQUITY MEDIA HLDGS CORP *W EXP 08/26/200 294725114 2 100,000 SH DEFINED 1 100,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 1,131 120,000 CALL DEFINED 1 120,000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 42,981 47,500,000 PRN DEFINED 1 47,500,000 FEDERAL HOME LN MTG CORP COM 313400301 257 150,000 CALL DEFINED 1 150,000 FEDERAL NATL MTG ASSN COM 313586109 88 57,377 SH DEFINED 1 57,377 FEDERAL NATL MTG ASSN COM 313586109 764 500,000 CALL DEFINED 1 500,000 FEDERAL NATL MTG ASSN COM 313586109 144 94,000 PUT DEFINED 1 94,000 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 719 25,200 CALL DEFINED 1 25,200 FOOT LOCKER INC COM 344849104 1,313 81,300 CALL DEFINED 1 81,300 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1,933 23,006 SH DEFINED 1 23,006 FURNITURE BRANDS INTL INC COM 360921100 1,946 185,000 CALL DEFINED 1 185,000 GENERAL MTRS CORP COM 370442105 14,648 1,550,000 CALL DEFINED 1 1,550,000 GENWORTH FINL INC COM CL A 37247D106 3,428 398,132 SH DEFINED 1 398,132 GOOGLE INC CL A 38259P508 5,794 14,466 SH DEFINED 1 14,466 GOOGLE INC CL A 38259P508 48,863 122,000 CALL DEFINED 1 122,000 GOOGLE INC CL A 38259P508 29,839 74,500 PUT DEFINED 1 74,500 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 2,866 5,000,000 PRN DEFINED 1 5,000,000 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 34,679 31,500,000 PRN DEFINED 1 31,500,000 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 5,697 5,000,000 PRN DEFINED 1 5,000,000 HECLA MNG CO 6.5% CONV PFD 422704304 1,037 19,450 SH DEFINED 1 19,450 HECLA MNG CO COM 422704106 6,523 1,393,600 PUT DEFINED 1 1,393,600 HOME DEPOT INC COM 437076102 9,061 350,000 CALL DEFINED 1 350,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 9,489 12,500,000 PRN DEFINED 1 12,500,000 HSBC HLDGS PLC SPON ADR NEW 404280406 89,915 1,112,400 CALL DEFINED 1 1,112,400 HSBC HLDGS PLC SPON ADR NEW 404280406 5,941 73,500 PUT DEFINED 1 73,500 HUNTINGTON BANCSHARES INC COM 446150104 4,794 600,000 PUT DEFINED 1 600,000 INCYTE CORP NOTE 3.500% 2/1 45337CAF9 11,786 13,500,000 PRN DEFINED 1 13,500,000 INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y112 315 787,931 SH DEFINED 1 787,931 ISHARES TR DJ US REAL EST 464287739 32,691 527,700 CALL DEFINED 1 527,700 ISHARES TR DJ US REAL EST 464287739 26,992 435,700 PUT DEFINED 1 435,700 ISHARES TR FTSE XNHUA IDX 464287184 22,997 667,149 SH DEFINED 1 667,149 ISHARES TR FTSE XNHUA IDX 464287184 21,785 632,000 CALL DEFINED 1 632,000 ISHARES TR FTSE XNHUA IDX 464287184 13,526 392,400 PUT DEFINED 1 392,400 ISHARES TR MSCI EMERG MKT 464287234 30,063 879,814 SH DEFINED 1 879,814 ISHARES TR MSCI EMERG MKT 464287234 150,335 4,399,600 CALL DEFINED 1 4,399,600 ISHARES TR MSCI EMERG MKT 464287234 44,458 1,301,100 PUT DEFINED 1 1,301,100 ISTAR FINL INC FRNT 10/0 45031UBF7 7,513 13,300,000 PRN DEFINED 1 13,300,000 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 4,768 7,000,000 PRN DEFINED 1 7,000,000 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 3,085 292,700 SH DEFINED 1 292,700 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 6,061 575,000 PUT DEFINED 1 575,000 JAZZ TECHNOLOGIES INC *W EXP 03/15/201 47214E110 12 45,100 SH DEFINED 1 45,100 JETBLUE AIRWAYS CORP COM 477143101 1,151 232,610 SH DEFINED 1 232,610 JETBLUE AIRWAYS CORP COM 477143101 2,228 450,000 CALL DEFINED 1 450,000 JETBLUE AIRWAYS CORP COM 477143101 9,553 1,930,000 PUT DEFINED 1 1,930,000 JPMORGAN & CHASE & CO COM 46625H100 44,982 963,200 CALL DEFINED 1 963,200 JPMORGAN & CHASE & CO COM 46625H100 38,630 827,200 PUT DEFINED 1 827,200 JUNIPER NETWORKS INC COM 48203R104 14,166 672,300 CALL DEFINED 1 672,300 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/200 48562P111 46 34,000 SH DEFINED 1 34,000 KB HOME COM 48666K109 3,580 181,900 SH DEFINED 1 181,900 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 8,626 165,800 CALL DEFINED 1 165,800 KINETIC CONCEPTS INC COM NEW 49460W208 506 17,698 SH DEFINED 1 17,698 KINETIC CONCEPTS INC COM NEW 49460W208 8,639 302,200 PUT DEFINED 1 302,200 KING PHARMACEUTICALS INC COM 495582108 8,928 931,900 PUT DEFINED 1 931,900 KOREA ELECTRIC PWR SPONSORED ADR 500631106 7,062 570,000 SH DEFINED 1 570,000 LAM RESEARCH CORP COM 512807108 4,907 155,800 CALL DEFINED 1 155,800 LDK SOLAR CO LTD SPONSORED ADR 50183L107 7,923 263,928 SH DEFINED 1 263,928 LDK SOLAR CO LTD SPONSORED ADR 50183L107 28,309 943,000 PUT DEFINED 1 943,000 LEGG MASON INC COM 524901105 33,253 873,700 PUT DEFINED 1 873,700 LEGG MASON INC UNIT 99/99/9999 524901303 405 11,529 SH DEFINED 1 11,529 LEHMAN BROS HLDGS INC COM 524908100 10 48,000 SH DEFINED 1 48,000 LEHMAN BROS HLDGS INC COM 524908100 63 293,400 CALL DEFINED 1 293,400 LEHMAN BROS HLDGS INC COM 524908100 32 147,100 PUT DEFINED 1 147,100 LIONS GATE ENTMNT CORP NOTE 2.938%10/1 535919AF1 8,445 8,800,000 PRN DEFINED 1 8,800,000 LOWES COS INC COM 548661107 5,923 250,000 CALL DEFINED 1 250,000 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 8,355 288,900 CALL DEFINED 1 288,900 MCGRAW HILL COS INC COM 580645109 2,128 67,311 SH DEFINED 1 67,311 MCGRAW HILL COS INC COM 580645109 13,295 420,600 CALL DEFINED 1 420,600 MCGRAW HILL COS INC COM 580645109 31,611 1,000,000 PUT DEFINED 1 1,000,000 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 42,492 42,500,000 PRN DEFINED 1 42,500,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 27,562 27,500,000 PRN DEFINED 1 27,500,000 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 3,994 4,000,000 PRN DEFINED 1 4,000,000 MERCK & CO INC COM 589331107 19,378 614,000 CALL DEFINED 1 614,000 MERRILL LYNCH & CO INC COM 590188108 27,056 1,069,388 SH DEFINED 1 1,069,388 MERRILL LYNCH & CO INC COM 590188108 9,032 357,000 CALL DEFINED 1 357,000 MERRILL LYNCH & CO INC COM 590188108 31,716 1,253,600 PUT DEFINED 1 1,253,600 MEXICO EQUITY & INCOME FD COM 592834105 1,219 66,587 SH DEFINED 1 66,587 MEXICO FD INC COM 592835102 498 19,901 SH DEFINED 1 19,901 MILLENNIUM INDIA ACQS COM IN *W EXP 07/19/201 60039Q119 52 308,575 SH DEFINED 1 308,575 MILLENNIUM INDIA ACQS COM IN COM 60039Q101 1,026 540,000 SH DEFINED 1 540,000 ML OIL SERVICE HOLDRS (NYS) (DDEPOSTRY RCPT 678002106 25,121 134,500 PUT DEFINED 1 134,500 MOODYS CORP COM 615369105 26,633 783,338 SH DEFINED 1 783,338 MOODYS CORP COM 615369105 2,214 65,100 CALL DEFINED 1 65,100 MOODYS CORP COM 615369105 140,305 4,126,600 PUT DEFINED 1 4,126,600 MOTOROLA INC COM 620076109 9,020 1,263,300 CALL DEFINED 1 1,263,300 MYLAN INC COM 628530107 16,294 1,426,700 PUT DEFINED 1 1,426,700 MYLAN INC PFD CONV 628530206 10,362 13,200 SH DEFINED 1 13,200 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 38,562 42,500,000 PRN DEFINED 1 42,500,000 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 15,443 15,000,000 PRN DEFINED 1 15,000,000 NEWALLIANCE BANCSHARES INC COM 650203102 603 40,100 SH DEFINED 1 40,100 NEWALLIANCE BANCSHARES INC COM 650203102 2,630 175,000 PUT DEFINED 1 175,000 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 9,982 10,000,000 PRN DEFINED 1 10,000,000 NOMURA HLDGS INC SPONSORED ADR 65535H208 850 65,000 SH DEFINED 1 65,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 660 294,800 CALL DEFINED 1 294,800 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 1,649 2,000,000 PRN DEFINED 1 2,000,000 NVIDIA CORP COM 67066G104 1,267 118,200 CALL DEFINED 1 118,200 NYSE EURONEXT COM 629491101 7,424 189,500 CALL DEFINED 1 189,500 OCCIDENTAL PETE CORP DEL COM 674599105 17,613 250,000 CALL DEFINED 1 250,000 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 54,806 373,600 CALL DEFINED 1 373,600 PANERA BREAD CO CL A 69840W108 5,293 104,000 CALL DEFINED 1 104,000 PANERA BREAD CO CL A 69840W108 4,555 89,500 PUT DEFINED 1 89,500 PDL BIOPHARMA INC COM 69329Y104 277 29,700 PUT DEFINED 1 29,700 PETROCHINA CO LTD SPONSORED ADR 71646E100 12,841 125,000 CALL DEFINED 1 125,000 PFIZER INC COM 717081103 25,632 1,390,000 SH DEFINED 1 1,390,000 PFIZER INC COM 717081103 33,192 1,800,000 PUT DEFINED 1 1,800,000 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 12,933 12,000,000 PRN DEFINED 1 12,000,000 PLAINS EXPL& PRODTN CO COM 726505100 703 20,000 CALL DEFINED 1 20,000 PMI GROUP INC COM 69344M101 3,762 1,275,220 SH DEFINED 1 1,275,220 PRO PHARMACEUTICALS INC COM 74267T109 200 1,000,000 SH DEFINED 1 1,000,000 PROLOGIS NOTE 1.875%11/1 743410AR3 51,264 72,300,000 PRN DEFINED 1 72,300,000 PROLOGIS NOTE 2.250% 4/0 743410AQ5 7,640 10,000,000 PRN DEFINED 1 10,000,000 PROLOGIS NOTE 2.625% 5/1 743410AS1 7,207 10,000,000 PRN DEFINED 1 10,000,000 PRUDENTIAL FINL INC COM 744320102 13,803 191,700 CALL DEFINED 1 191,700 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 26,285 22,500,000 PRN DEFINED 1 22,500,000 PULTE HOMES INC COM 745867101 6,856 490,800 SH DEFINED 1 490,800 QWEST COMMUNICATIONS INTL IN COM 749121109 4,274 1,323,100 SH DEFINED 1 1,323,100 QWEST COMMUNICATIONS INTL IN COM 749121109 1,616 500,000 CALL DEFINED 1 500,000 RADISYS CORP NOTE 2.750% 2/1 750459AE9 8,706 10,000,000 PRN DEFINED 1 10,000,000 REINSURANCE GROUP AMER INC CL B 759351505 6,240 131,589 SH DEFINED 1 131,589 RESEARCH IN MOTION LTD COM 760975102 2,651 38,820 SH DEFINED 1 38,820 RESEARCH IN MOTION LTD COM 760975102 4,440 65,000 CALL DEFINED 1 65,000 RESEARCH IN MOTION LTD COM 760975102 6,687 97,900 PUT DEFINED 1 97,900 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 9,244 173,000 CALL DEFINED 1 173,000 SAPPHIRE INDUSTRIALS CORP *W EXP 01/17/201 80306T117 242 806,582 SH DEFINED 1 806,582 SCHERING PLOUGH CORP COM 806605101 18,470 1,000,000 CALL DEFINED 1 1,000,000 SEANERGY MARITIME CORP (ASE) *W EXP 09/24/201 Y73760111 283 333,500 SH DEFINED 1 333,500 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,748 75,000 SH DEFINED 1 75,000 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 23,402 369,700 CALL DEFINED 1 369,700 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 23,402 369,700 PUT DEFINED 1 369,700 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 44,376 13,579 CALL DEFINED 1 13,579 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 2,701 105,700 CALL DEFINED 1 105,700 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 7,047 8,000,000 PRN DEFINED 1 8,000,000 SLM CORP COM 78442P106 6,787 550,000 SH DEFINED 1 550,000 SLM CORP COM 78442P106 20,374 1,651,000 PUT DEFINED 1 1,651,000 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 4,114 390,678 SH DEFINED 1 390,678 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 7,438 706,400 PUT DEFINED 1 706,400 SONY CORP ADR NEW 835699307 5,221 169,125 SH DEFINED 1 169,125 SOVEREIGN BANCORP INC COM 845905108 988 250,000 SH DEFINED 1 250,000 SOVEREIGN BANCORP INC COM 845905108 1,462 370,000 PUT DEFINED 1 370,000 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 5,238 266,305 SH DEFINED 1 266,305 SPRINT NEXTEL CORP COM SER 1 852061100 6,606 1,083,000 SH DEFINED 1 1,083,000 ST JUDE MED INC COM 790849103 665 15,300 CALL DEFINED 1 15,300 STREAM GLOBAL SVCS INC *W EXP 10/17/201 86323M118 41 303,700 SH DEFINED 1 303,700 SUMMER INFANT INC *W EXP 04/20/200 865646111 26 80,671 SH DEFINED 1 80,671 SUNTECH PWR HLDGS CO LTD ADR 86800C104 20,145 561,600 PUT DEFINED 1 561,600 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 14,497 15,000,000 PRN DEFINED 1 15,000,000 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 7,915 7,500,000 PRN DEFINED 1 7,500,000 SUPERVALU INC COM 868536103 4,926 227,003 SH DEFINED 1 227,003 SVB FINL GROUP COM 78486Q101 58,511 1,010,200 PUT DEFINED 1 1,010,200 TARGET CORP COM 87612E106 2,453 50,000 PUT DEFINED 1 50,000 TEXAS INSTRS INC COM 882508104 869 40,400 CALL DEFINED 1 40,400 TEXTRON INC COM 883203101 2,471 84,400 SH DEFINED 1 84,400 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 59,836 65,000,000 PRN DEFINED 1 65,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 101,756 110,000,000 PRN DEFINED 1 110,000,000 TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 14,006 16,000,000 PRN DEFINED 1 16,000,000 TRINA SOLAR LIMITED SPON ADR 89628E104 3,507 152,800 SH DEFINED 1 152,800 TRINA SOLAR LIMITED SPON ADR 89628E104 21,002 915,100 PUT DEFINED 1 915,100 TYCO ELECTRONICS LTD COM NEW G9144P105 1,718 62,125 SH DEFINED 1 62,125 TYCO INTL LTD BERMUDA SHS G9143X208 2,176 62,125 SH DEFINED 1 62,125 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 34,937 37,000,000 PRN DEFINED 1 37,000,000 U S G CORP COM NEW 903293405 1,331 52,000 CALL DEFINED 1 52,000 UNION PAC CORP COM 907818108 71,160 1,000,000 PUT DEFINED 1 1,000,000 UNITED DOMINION REALTY TR IN NOTE 3.625% 9/1 910197AM4 9,081 10,000,000 PRN DEFINED 1 10,000,000 UNITED DOMINION REALTY TR IN NOTE 4.000%12/1 910197AK8 26,390 25,286,000 PRN DEFINED 1 25,286,000 UNITED REFINING ENERGY CORP *W EXP 12/11/201 911360113 202 937,250 SH DEFINED 1 937,250 URBAN OUTFITTERS INC COM 917047102 25,496 800,000 SH DEFINED 1 800,000 URBAN OUTFITTERS INC COM 917047102 132,423 4,155,100 PUT DEFINED 1 4,155,100 VALERO ENERGY CORP NEW COM 91913Y100 8,120 268,000 SH DEFINED 1 268,000 VERTEX PHARMACEUTICALS INC COM 92532F100 3,324 100,000 PUT DEFINED 1 100,000 VISA INC COM CL A 92826C839 13,573 221,100 SH DEFINED 1 221,100 VISA INC COM CL A 92826C839 27,091 441,300 CALL DEFINED 1 441,300 VISA INC COM CL A 92826C839 30,695 500,000 PUT DEFINED 1 500,000 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 21,023 25,000,000 PRN DEFINED 1 25,000,000 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 26,182 32,500,000 PRN DEFINED 1 32,500,000 WACHOVIA CORP NEW COM 929903102 8,228 2,350,600 CALL DEFINED 1 2,350,600 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 46,591 52,500,000 PRN DEFINED 1 52,500,000 WELLPOINT INC COM 94973V107 702 15,000 SH DEFINED 1 15,000 XEROX CORP COM 984121103 9,830 852,600 CALL DEFINED 1 852,600 XILINX INC COM 983919101 6,296 268,500 PUT DEFINED 1 268,500 XL CAP LTD CL A G98255105 5,710 318,300 CALL DEFINED 1 318,300 YAHOO INC COM 984332106 5,843 337,769 SH DEFINED 1 337,769 YAHOO INC COM 984332106 13,146 759,900 CALL DEFINED 1 759,900 YAHOO INC COM 984332106 14,273 825,000 PUT DEFINED 1 825,000
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